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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1 800 FLOWERS COMCL A68243Q10617229,677SH SOLE 29,67700
1ST UNITED BANCORP INC FLACOM33740N10510,2101,184,409SH SOLE 1,184,40900
3-D SYS CORP DELCOM NEW88554D2052,44040,804SH SOLE 40,80400
3M COCOM88579Y101106,340742,387SH SOLE 742,38700
8X8 INC NEWCOM28291410078597,202SH SOLE 97,20200
A H BELO CORPCOM CL A00128210227723,400SH SOLE 23,40000
AAON INCCOM PAR $0.0040003602062,58877,217SH SOLE 77,21700
AAR CORPCOM0003611051,80965,622SH SOLE 65,62200
AARONS INCCOM PAR $0.500025353002,24262,900SH SOLE 62,90000
ABAXIS INCCOM0025671052866,457SH SOLE 6,45700
ABBOTT LABSCOM00282410082,9172,027,322SH SOLE 2,027,32200
ABBVIE INCCOM00287Y109185,1203,279,950SH SOLE 3,279,95000
ABERDEEN GLOBAL INCOME FD INCOM00301310928723,976SH SOLE 23,97600
ABIOMED INCCOM00365410081532,435SH SOLE 32,43500
ABRAXAS PETE CORPCOM0038301062,177347,686SH SOLE 347,68600
ACADIA HEALTHCARE COMPANY INCOM00404A1092,92664,318SH SOLE 64,31800
ACADIA PHARMACEUTICALS INCCOM0042251082,24599,374SH SOLE 99,37400
ACADIA RLTY TRCOM SH BEN INT00423910947616,929SH SOLE 16,92900
ACCELERATE DIAGNOSTICS INCCOM00430H1021,32250,839SH SOLE 50,83900
ACCESS MIDSTREAM PARTNERS LUNIT00434L1095598,793SH SOLE 8,79300
ACCURAY INCCOM00439710557064,800SH SOLE 64,80000
ACCURAY INCDEBT 3.500% 2/0004397AF28,7014,900,000PRN SOLE 4,900,00000
ACCURAY INCNOTE 3.750% 8/0004397AB11,3731,200,000PRN SOLE 1,200,00000
ACELRX PHARMACEUTICALS INCCOM00444T10065063,455SH SOLE 63,45500
ACETO CORPCOM0044461001,28370,710SH SOLE 70,71000
ACORDA THERAPEUTICS INCCOM00484M1062,00059,320SH SOLE 59,32000
ACTIVISION BLIZZARD INCCOM00507V10978,1673,505,250SH SOLE 3,505,25000
ACTUATE CORPCOM00508B1027215,030SH SOLE 15,03000
ACUITY BRANDS INCCOM00508Y1023,66126,481SH SOLE 26,48100
ACXIOM CORPCOM00512510911,453528,035SH SOLE 528,03500
ADAMS EXPRESS COCOM00621210467549,104SH SOLE 49,10400
ADCARE HEALTH SYSTEMS INCCOM NEW00650W3001,361318,027SH SOLE 318,02700
ADDUS HOMECARE CORPCOM0067391069,986444,201SH SOLE 444,20100
ADEPT TECHNOLOGY INCCOM NEW00685420240838,883SH SOLE 38,88300
ADOBE SYS INCCOM00724F1017,752107,128SH SOLE 107,12800
ADVANCE AUTO PARTS INCCOM00751Y10628,138208,551SH SOLE 208,55100
ADVANCED EMISSIONS SOLUTS INCOM00770C1012,670116,450SH SOLE 116,45000
ADVANCED ENERGY INDSCOM0079731002,845147,798SH SOLE 147,79800
ADVANCED MICRO DEVICES INCCOM0079031079923,619SH SOLE 23,61900
ADVENT CLAY CONV SEC INC FDCOM0076391072,045267,007SH SOLE 267,00700
ADVENT CLAYMORE ENH GRW & INCOM00765E10498895,949SH SOLE 95,94900
ADVENT SOFTWARE INCCOM0079741085,501168,902SH SOLE 168,90200
ADVISORY BRD COCOM00762W1073376,501SH SOLE 6,50100
AECOM TECHNOLOGY CORP DELAWACOM00766T10038,7751,204,191SH SOLE 1,204,19100
AEGEAN MARINE PETE NETWORK INOTE 4.000%11/0Y0020QAA91,5211,500,000PRN SOLE 1,500,00000
AEGERION PHARMACEUTICALS INCCOM00767E10276123,713SH SOLE 23,71300
AEP INDS INCCOM0010311032266,490SH SOLE 6,49000
AEROFLEX HLDG CORPCOM00776710614,1731,349,854SH SOLE 1,349,85400
AEROVIRONMENT INCCOM0080731082,29072,000SH SOLE 72,00000
AES CORPCOM00130H10525,3531,630,403SH SOLE 1,630,40300
AETNA INC NEWCOM00817Y10885,3981,053,253SH SOLE 1,053,25300
AFFYMETRIX INCCOM00826T1082,006225,185SH SOLE 225,18500
AFFYMETRIX INCNOTE 4.000% 7/000826TAH110,8986,475,000PRN SOLE 6,475,00000
AFLAC INCCOM0010551024,46371,687SH SOLE 71,68700
AGCO CORPCOM00108410224,621437,944SH SOLE 437,94400
AGCO CORPNOTE 1.250%12/1001084AM46,3474,547,000PRN SOLE 4,547,00000
AGILENT TECHNOLOGIES INCCOM00846U10126,054453,585SH SOLE 453,58500
AGL RES INCCOM0012041068,196148,931SH SOLE 148,93100
AGNICO EAGLE MINES LTDCOM0084741083689,600SH SOLE 9,60000
AGREE REALTY CORPCOM0084921004,912162,494SH SOLE 162,49400
AIR LEASE CORPCL A00912X3022,38461,800SH SOLE 61,80000
AIR METHODS CORPCOM PAR $.060091283071,23923,995SH SOLE 23,99500
AIR PRODS & CHEMS INCCOM0091581061,2739,900SH SOLE 9,90000
AIR TRANSPORT SERVICES GRP ICOM00922R10536443,477SH SOLE 43,47700
AIRGAS INCCOM0093631027877,230SH SOLE 7,23000
AK STL HLDG CORPCOM0015471083,122392,200SH SOLE 392,20000
AKAMAI TECHNOLOGIES INCCOM00971T101100,4381,644,911SH SOLE 1,644,91100
AKORN INCCOM0097281061,74452,466SH SOLE 52,46600
ALASKA AIR GROUP INCCOM01165910990,022947,106SH SOLE 947,10600
ALBANY INTL CORPCL A0123481083,869101,910SH SOLE 101,91000
ALBANY MOLECULAR RESH INCCOM0124231091,16257,762SH SOLE 57,76200
ALBEMARLE CORPCOM0126531013,91854,800SH SOLE 54,80000
ALCOA INCCOM01381710114,9901,006,700SH SOLE 1,006,70000
ALERE INCCOM01449J1053278,736SH SOLE 8,73600
ALEXANDER & BALDWIN INC NEWCOM0144911041,22429,521SH SOLE 29,52100
ALEXANDRIA REAL ESTATE EQ INCOM0152711094,27055,000SH SOLE 55,00000
ALEXION PHARMACEUTICALS INCCOM01535110986,419553,080SH SOLE 553,08000
ALIGN TECHNOLOGY INCCOM0162551015,26894,005SH SOLE 94,00500
ALIMERA SCIENCES INCCOM01625910331452,500SH SOLE 52,50000
ALLEGHANY CORP DELCOM0171751006691,526SH SOLE 1,52600
ALLEGIANT TRAVEL COCOM01748X1022512,129SH SOLE 2,12900
ALLERGAN INCCOM018490102108,552641,484SH SOLE 641,48400
ALLIANCE CALIF MUN INCOME FDCOM01854610145534,582SH SOLE 34,58200
ALLIANCE DATA SYSTEMS CORPCOM0185811082,6459,403SH SOLE 9,40300
ALLIANCE FIBER OPTIC PRODS ICOM NEW0186803061,36775,526SH SOLE 75,52600
ALLIANCE HEALTHCARE SRVCS INCOM PAR $0.0101860630147817,717SH SOLE 17,71700
ALLIANCE ONE INTL INCCOM0187721033112,239SH SOLE 12,23900
ALLIANT ENERGY CORPCOM01880210819,123314,217SH SOLE 314,21700
ALLIANT TECHSYSTEMS INCCOM01880410430,501227,753SH SOLE 227,75300
ALLISON TRANSMISSION HLDGS ICOM01973R1011,04833,700SH SOLE 33,70000
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P1081,849115,181SH SOLE 115,18100
ALLSTATE CORPCOM02000210164,4531,097,636SH SOLE 1,097,63600
ALNYLAM PHARMACEUTICALS INCCOM02043Q1071,76928,005SH SOLE 28,00500
ALPHA NATURAL RESOURCES INCCOM02076X1026,9521,873,811SH SOLE 1,873,81100
ALPHA NATURAL RESOURCES INCNOTE 3.750%12/102076XAE27,4718,600,000PRN SOLE 8,600,00000
ALPHA NATURAL RESOURCES INCNOTE 4.875%12/102076XAF92,3313,000,000PRN SOLE 3,000,00000
ALPINE GLOBAL DYNAMIC DIVD FCOM NEW02082E20536935,114SH SOLE 35,11400
ALPINE GLOBAL PREMIER PPTYSCOM SBI02083A103859115,498SH SOLE 115,49800
ALPINE TOTAL DYNAMIC DIVID FCOM SH BEN INT N02106020760968,250SH SOLE 68,25000
ALTERA CORPCOM0214411001,47942,549SH SOLE 42,54900
ALTISOURCE RESIDENTIAL CORPCL B02153W1002,988114,800SH SOLE 114,80000
ALTRA INDL MOTION CORPCOM02208R10638510,569SH SOLE 10,56900
ALTRIA GROUP INCCOM02209S10338,413915,894SH SOLE 915,89400
ALUMINUM CORP CHINA LTDSPON ADR H SHS02227610925428,200SH SOLE 28,20000
AMAZON COM INCCOM02313510662,277191,750SH SOLE 191,75000
AMBAC FINL GROUP INCCOM NEW0231398841,65060,400SH SOLE 60,40000
AMBEV SASPONSORED ADR02319V1031,078153,100SH SOLE 153,10000
AMC NETWORKS INCCL A00164V10372311,762SH SOLE 11,76200
AMER RLTY CAP HEALTHCAR TR ICOM02917R10879,1967,272,382SH SOLE 7,272,38200
AMERCOCOM0235861003,10610,682SH SOLE 10,68200
AMEREN CORPCOM02360810224,168591,186SH SOLE 591,18600
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W105149,0547,183,332SH SOLE 7,183,33200
AMERICAN AIRLS GROUP INCCOM02376R10211,799274,648SH SOLE 274,64800
AMERICAN ASSETS TR INCCOM0240131041,57945,700SH SOLE 45,70000
AMERICAN AXLE & MFG HLDGS INCOM02406110357330,332SH SOLE 30,33200
AMERICAN CAMPUS CMNTYS INCCOM0248351001,20431,481SH SOLE 31,48100
AMERICAN CAP LTDCOM02503Y10344,3502,900,563SH SOLE 2,900,56300
AMERICAN CAPITAL AGENCY CORPCOM02503X10567929,000SH SOLE 29,00000
AMERICAN EAGLE OUTFITTERS NECOM02553E1066,338564,911SH SOLE 564,91100
AMERICAN ELEC PWR INCCOM02553710184,4061,513,462SH SOLE 1,513,46200
AMERICAN EQTY INVT LIFE HLDCOM0256762061,19348,515SH SOLE 48,51500
AMERICAN EXPRESS COCOM02581610918,860198,797SH SOLE 198,79700
AMERICAN FINL GROUP INC OHIOCOM02593210444,001738,774SH SOLE 738,77400
AMERICAN INTL GROUP INCCOM NEW02687478414,326262,483SH SOLE 262,48300
AMERICAN PUBLIC EDUCATION INCOM02913V10343912,758SH SOLE 12,75800
AMERICAN RAILCAR INDS INCCOM02916P1031,82926,982SH SOLE 26,98200
AMERICAN RLTY CAP PPTYS INCCOM02917T1044,073325,026SH SOLE 325,02600
AMERICAN RLTY CAP PPTYS INCNOTE 3.000% 8/002917TAA234,67534,100,000PRN SOLE 34,100,00000
AMERICAN RLTY CAP PPTYS INCNOTE 3.750%12/102917TAB04,9384,725,000PRN SOLE 4,725,00000
AMERICAN SCIENCE & ENGR INCCOM0294291072,81840,500SH SOLE 40,50000
AMERICAN STS WTR COCOM0298991019,098273,800SH SOLE 273,80000
AMERICAN TOWER CORP NEWCOM03027X10038,637429,400SH SOLE 429,40000
AMERICAN WOODMARK CORPCOM0305061091,59950,170SH SOLE 50,17000
AMERICAN WTR WKS CO INC NEWCOM0304201036,837138,254SH SOLE 138,25400
AMERIGAS PARTNERS L PUNIT L P INT0309751063026,652SH SOLE 6,65200
AMERIPRISE FINL INCCOM03076C106102,861857,176SH SOLE 857,17600
AMERIS BANCORPCOM03076K10852824,471SH SOLE 24,47100
AMERISAFE INCCOM03071H1001,56638,515SH SOLE 38,51500
AMERISOURCEBERGEN CORPCOM03073E10527,345376,340SH SOLE 376,34000
AMETEK INC NEWCOM0311001004,33482,900SH SOLE 82,90000
AMGEN INCCOM03116210077,863657,796SH SOLE 657,79600
AMKOR TECHNOLOGY INCCOM03165210075,8496,784,380SH SOLE 6,784,38000
AMN HEALTHCARE SERVICES INCCOM0017441011,14392,887SH SOLE 92,88700
AMPHENOL CORP NEWCL A0320951011,04010,800SH SOLE 10,80000
AMPIO PHARMACEUTICALS INCCOM03209T10946956,200SH SOLE 56,20000
AMSURG CORPCOM03232P4051,10724,300SH SOLE 24,30000
AMTRUST FINL SVCS INCCOM0323593091,43434,306SH SOLE 34,30600
ANACOR PHARMACEUTICALS INCCOM0324201011,19067,130SH SOLE 67,13000
ANADARKO PETE CORPCOM03251110765,877601,785SH SOLE 601,78500
ANALOG DEVICES INCCOM03265410513,564250,860SH SOLE 250,86000
ANALOGIC CORPCOM PAR $0.050326572074205,362SH SOLE 5,36200
ANDERSONS INCCOM03416410311,587224,632SH SOLE 224,63200
ANGLOGOLD ASHANTI LTDSPONSORED ADR03512820635,7122,075,044SH SOLE 2,075,04400
ANIKA THERAPEUTICS INCCOM0352551082,11445,623SH SOLE 45,62300
ANIXTER INTL INCCOM0352901059,68796,800SH SOLE 96,80000
ANN INCCOM03562310714,757358,704SH SOLE 358,70400
ANNALY CAP MGMT INCCOM0357104098,263722,945SH SOLE 722,94500
ANNALY CAP MGMT INCNOTE 5.000% 5/1035710AB839,92639,000,000PRN SOLE 39,000,00000
ANSYS INCCOM03662Q1055,49772,500SH SOLE 72,50000
ANTARES PHARMA INCCOM0366421067427,731SH SOLE 27,73100
ANWORTH MORTGAGE ASSET CPCOM0373471017311,242SH SOLE 11,24200
AOL INCCOM00184X1052,85771,800SH SOLE 71,80000
APACHE CORPCOM03741110552,999526,723SH SOLE 526,72300
APARTMENT INVT & MGMT COCL A03748R1012,07264,200SH SOLE 64,20000
APOGEE ENTERPRISES INCCOM03759810965018,637SH SOLE 18,63700
APOLLO ED GROUP INCCL A03760410542,0151,344,481SH SOLE 1,344,48100
APOLLO INVT CORPCOM03761U1061,142132,657SH SOLE 132,65700
APPLE INCCOM037833100459,6244,945,913SH SOLE 4,945,91300
APPLIED INDL TECHNOLOGIES INCOM03820C10583016,364SH SOLE 16,36400
APPLIED MATLS INCCOM03822210520,960929,507SH SOLE 929,50700
APPLIED MICRO CIRCUITS CORPCOM NEW03822W40619217,800SH SOLE 17,80000
AQUA AMERICA INCCOM03836W10381531,100SH SOLE 31,10000
ARC DOCUMENT SOLUTIONS INCCOM00191G10334859,457SH SOLE 59,45700
ARC GROUP WORLDWIDE INCCOM00213H10563641,850SH SOLE 41,85000
ARCBEST CORPCOM03937C10510,398238,972SH SOLE 238,97200
ARCH COAL INCCOM0393801005615,300SH SOLE 15,30000
ARCHER DANIELS MIDLAND COCOM039483102228,0045,168,988SH SOLE 5,168,98800
ARCTIC CAT INCCOM0396701043147,966SH SOLE 7,96600
ARENA PHARMACEUTICALS INCCOM040047102725123,661SH SOLE 123,66100
ARES CAP CORPCOM04010L1037,445416,862SH SOLE 416,86200
ARES CAP CORPNOTE 5.750% 2/004010LAB94,7184,425,000PRN SOLE 4,425,00000
ARES DYNAMIC CR ALLOCATION FCOM04014F10219410,670SH SOLE 10,67000
ARGAN INCCOM04010E10957615,436SH SOLE 15,43600
ARIAD PHARMACEUTICALS INCCOM04033A10024,7343,882,830SH SOLE 3,882,83000
ARK RESTAURANTS CORPCOM0407121014,611207,348SH SOLE 207,34800
ARLINGTON ASSET INVT CORPCL A NEW0413562051,35349,500SH SOLE 49,50000
ARMOUR RESIDENTIAL REIT INCCOM042315101693160,100SH SOLE 160,10000
ARMSTRONG WORLD INDS INC NEWCOM04247X1023,85667,142SH SOLE 67,14200
AROTECH CORPCOM NEW042682203546122,400SH SOLE 122,40000
ARRIS GROUP INC NEWCOM04270V10613,128403,562SH SOLE 403,56200
ARROW ELECTRS INCCOM04273510037,525621,169SH SOLE 621,16900
ARROWHEAD RESH CORPCOM NEW04279720999369,392SH SOLE 69,39200
ARTISAN PARTNERS ASSET MGMTCL A04316A1083235,700SH SOLE 5,70000
ARVINMERITOR INCFRNT 4.625% 3/0043353AF82,1432,000,000PRN SOLE 2,000,00000
ASBURY AUTOMOTIVE GROUP INCCOM0434361042,38634,708SH SOLE 34,70800
ASCENA RETAIL GROUP INCCOM04351G1011,01059,074SH SOLE 59,07400
ASHFORD HOSPITALITY PRIME INCOM0441021015,473318,921SH SOLE 318,92100
ASHFORD HOSPITALITY TR INCCOM SHS04410310921,7711,886,597SH SOLE 1,886,59700
ASHLAND INC NEWCOM04420910415,311140,800SH SOLE 140,80000
ASPEN TECHNOLOGY INCCOM0453271035,832125,681SH SOLE 125,68100
ASSOCIATED BANC CORP*W EXP 11/21/2010454871135123,450SH SOLE 23,45000
ASSOCIATED BANC CORPCOM0454871055,931328,067SH SOLE 328,06700
ASSOCIATED ESTATES RLTY CORPCOM0456041051,877104,155SH SOLE 104,15500
ASSURANT INCCOM04621X108112,0191,708,907SH SOLE 1,708,90700
ASTEC INDS INCCOM0462241012205,003SH SOLE 5,00300
ASTORIA FINL CORPCOM04626510465748,818SH SOLE 48,81800
ASTRAZENECA PLCSPONSORED ADR04635310888,1631,186,418SH SOLE 1,186,41800
ASTRONICS CORPCOM0464331083,21356,915SH SOLE 56,91500
AT&T INCCOM00206R102169,1534,783,743SH SOLE 4,783,74300
ATHENAHEALTH INCCOM04685W1031,0788,617SH SOLE 8,61700
ATLANTIC PWR CORPCOM NEW04878Q86335586,600SH SOLE 86,60000
ATLANTICUS HLDGS CORPCOM04914Y102536191,430SH SOLE 191,43000
ATLAS AIR WORLDWIDE HLDGS INCOM NEW04916420538710,513SH SOLE 10,51300
ATLAS ENERGY LPCOM UNITS LP04930A1041,42031,631SH SOLE 31,63100
ATMEL CORPCOM04951310415,8571,692,266SH SOLE 1,692,26600
ATMOS ENERGY CORPCOM0495601056,859128,439SH SOLE 128,43900
ATRICURE INCCOM04963C20978742,800SH SOLE 42,80000
ATWOOD OCEANICS INCCOM0500951082,27243,289SH SOLE 43,28900
AUTHENTIDATE HLDG CORPCOM NEW052666203383579,741SH SOLE 579,74100
AUTOBYTEL INCCOM NEW05275N20551639,376SH SOLE 39,37600
AUTODESK INCCOM05276910642,528754,316SH SOLE 754,31600
AUTOLIV INCCOM05280010939,250368,272SH SOLE 368,27200
AUTOMATIC DATA PROCESSING INCOM0530151039,668121,946SH SOLE 121,94600
AUTONATION INCCOM05329W10290615,174SH SOLE 15,17400
AUTONAVI HLDGS LTDSPONSORED ADR05330F10672,1253,450,967SH SOLE 3,450,96700
AUTOZONE INCCOM05333210222,25641,503SH SOLE 41,50300
AUXILIUM PHARMACEUTICALS INCCOM05334D10773836,800SH SOLE 36,80000
AV HOMES INCNOTE 7.500% 2/100234PAB811,13710,360,000PRN SOLE 10,360,00000
AVALONBAY CMNTYS INCCOM05348410120,512144,257SH SOLE 144,25700
AVANIR PHARMACEUTICALS INCCL A NEW05348P401862152,800SH SOLE 152,80000
AVATAR HLDGS INCNOTE 7.500% 2/1053494AG58,9928,688,000PRN SOLE 8,688,00000
AVENUE INCOME CR STRATEGIESCOM05358E10618710,405SH SOLE 10,40500
AVERY DENNISON CORPCOM05361110982,5731,611,187SH SOLE 1,611,18700
AVIS BUDGET GROUPCOM0537741054,60877,205SH SOLE 77,20500
AVIS BUDGET GROUPNOTE 3.500%10/0053774AB182,39722,345,000PRN SOLE 22,345,00000
AVISTA CORPCOM05379B1071,96258,528SH SOLE 58,52800
AVNET INCCOM05380710332,650736,854SH SOLE 736,85400
AVX CORP NEWCOM00244410720815,665SH SOLE 15,66500
AXCELIS TECHNOLOGIES INCCOM054540109519259,486SH SOLE 259,48600
AXIALL CORPCOM05463D10011,144235,752SH SOLE 235,75200
B/E AEROSPACE INCCOM0733021018,80695,214SH SOLE 95,21400
BABCOCK & WILCOX CO NEWCOM05615F1025,330164,200SH SOLE 164,20000
BADGER METER INCCOM0565251082474,700SH SOLE 4,70000
BAKER HUGHES INCCOM057224107161,3782,167,600SH SOLE 2,167,60000
BALCHEM CORPCOM0576652002885,382SH SOLE 5,38200
BALL CORPCOM05849810624,188385,900SH SOLE 385,90000
BANCO BRADESCO S ASP ADR PFD NEW05946030345,3693,124,588SH SOLE 3,124,58800
BANCO DE CHILESPONSORED ADR0595201061,40217,500SH SOLE 17,50000
BANCO SANTANDER BRASIL S AADS REP 1 UNIT05967A1071,788258,312SH SOLE 258,31200
BANCO SANTANDER CHILE NEWSP ADR REP COM05965X10922,129836,653SH SOLE 836,65300
BANCORP INC DELCOM05969A10532227,000SH SOLE 27,00000
BANCORPSOUTH INCCOM0596921034,855197,600SH SOLE 197,60000
BANK HAWAII CORPCOM0625401095,00185,216SH SOLE 85,21600
BANK MUTUAL CORP NEWCOM06375010318915,931SH SOLE 15,93100
BANK NEW YORK MELLON CORPCOM06405810013,816368,626SH SOLE 368,62600
BANK OF AMERICA CORPORATIONCOM060505104127,4168,289,944SH SOLE 8,289,94400
BANK OF THE OZARKS INCCOM0639041062,69080,426SH SOLE 80,42600
BANKUNITED INCCOM06652K1031,47344,000SH SOLE 44,00000
BANNER CORPCOM NEW06652V2082,85371,984SH SOLE 71,98400
BARD C R INCCOM06738310913,02991,104SH SOLE 91,10400
BARNES & NOBLE INCCOM0677741097,675336,787SH SOLE 336,78700
BARNES GROUP INCCOM06780610969818,124SH SOLE 18,12400
BARRETT BUSINESS SERVICES INCOM0684631082,99163,647SH SOLE 63,64700
BARRICK GOLD CORPCOM06790110886047,000SH SOLE 47,00000
BARRY R G CORP OHIOCOM0687981078,243434,986SH SOLE 434,98600
BASIC ENERGY SVCS INC NEWCOM06985P1005,906202,114SH SOLE 202,11400
BAXTER INTL INCCOM0718131094,37560,511SH SOLE 60,51100
BB&T CORPCOM0549371076,217157,673SH SOLE 157,67300
BBCN BANCORP INCCOM07329510768943,198SH SOLE 43,19800
BCE INCCOM NEW05534B76063113,900SH SOLE 13,90000
BECTON DICKINSON & COCOM07588710923,923202,222SH SOLE 202,22200
BED BATH & BEYOND INCCOM07589610044,572776,790SH SOLE 776,79000
BELDEN INCCOM0774541062032,600SH SOLE 2,60000
BEMIS INCCOM0814371051,22030,000SH SOLE 30,00000
BENCHMARK ELECTRS INCCOM08160H1017,536295,759SH SOLE 295,75900
BENEFICIAL MUTUAL BANCORP INCOM08173R10417112,600SH SOLE 12,60000
BERKLEY W R CORPCOM0844231021,40830,402SH SOLE 30,40200
BERKSHIRE HATHAWAY INC DELCL B NEW084670702124,917987,021SH SOLE 987,02100
BERRY PLASTICS GROUP INCCOM08579W1031,78369,100SH SOLE 69,10000
BEST BUY INCCOM086516101105,4433,400,290SH SOLE 3,400,29000
BGC PARTNERS INCCL A05541T1015,673762,444SH SOLE 762,44400
BIG 5 SPORTING GOODS CORPCOM08915P1011,783145,283SH SOLE 145,28300
BIG LOTS INCCOM08930210313,041285,369SH SOLE 285,36900
BIGLARI HLDGS INCCOM08986R1011,4763,490SH SOLE 3,49000
BIOCRYST PHARMACEUTICALSCOM09058V1031,439112,862SH SOLE 112,86200
BIODELIVERY SCIENCES INTL INCOM09060J10667856,200SH SOLE 56,20000
BIOGEN IDEC INCCOM09062X103249,638791,724SH SOLE 791,72400
BIOLASE INCCOM0909111088036,148SH SOLE 36,14800
BIOMARIN PHARMACEUTICAL INCCOM09061G1016,08997,871SH SOLE 97,87100
BIOMED REALTY TRUST INCCOM09063H1071,90987,434SH SOLE 87,43400
BIOTELEMETRY INCCOM09067210648567,671SH SOLE 67,67100
BLACK BOX CORP DELCOM09182610730112,860SH SOLE 12,86000
BLACK HILLS CORPCOM0921131092,72444,378SH SOLE 44,37800
BLACKHAWK NETWORK HLDGS INCCL B09238E2039,021335,987SH SOLE 335,98700
BLACKROCK BUILD AMER BD TRSHS09248X1001,67577,172SH SOLE 77,17200
BLACKROCK CORE BD TRSHS BEN INT09249E1013,119223,426SH SOLE 223,42600
BLACKROCK CORPOR HI YLD FD ICOM09255P1072,164176,061SH SOLE 176,06100
BLACKROCK CR ALLCTN INC TRCOM09250810010,217743,049SH SOLE 743,04900
BLACKROCK ENERGY & RES TRCOM09250U1011,92871,496SH SOLE 71,49600
BLACKROCK ENH CAP & INC FD ICOM09256A1091,666113,118SH SOLE 113,11800
BLACKROCK ENHANCED EQT DIV TCOM09251A1046,464770,387SH SOLE 770,38700
BLACKROCK GLOBAL OPP EQTY TRCOM0925011056,891457,879SH SOLE 457,87900
BLACKROCK INCCOM09247X10121,10466,034SH SOLE 66,03400
BLACKROCK INCOME OPP TRUST ICOM0924751023,037279,609SH SOLE 279,60900
BLACKROCK INTL GRWTH & INC TCOM BENE INTER0925241072,577312,759SH SOLE 312,75900
BLACKROCK KELSO CAPITAL CORPCOM09253310813815,200SH SOLE 15,20000
BLACKROCK MUN TARGET TERM TRCOM SHS BEN IN09257P1051,14456,310SH SOLE 56,31000
BLACKROCK MUNI INCOME INV QLCOM09250G10243230,541SH SOLE 30,54100
BLACKROCK MUNI INTER DR FD ICOM09253X10231221,342SH SOLE 21,34200
BLACKROCK MUNIASSETS FD INCCOM09254J10245135,158SH SOLE 35,15800
BLACKROCK MUNIHLDGS NJ QLTYCOM09254X10166446,246SH SOLE 46,24600
BLACKROCK MUNIHLDNGS CALI QLCOM09254L1071,13379,099SH SOLE 79,09900
BLACKROCK MUNIHLDS INVSTM QLCOM09254P10848234,751SH SOLE 34,75100
BLACKROCK MUNIHOLDNGS QLTY ICOM09254A10154441,164SH SOLE 41,16400
BLACKROCK MUNIY QUALITY FD ICOM09254G10813410,473SH SOLE 10,47300
BLACKROCK MUNIYIELD CALI QLTCOM09254N10355637,770SH SOLE 37,77000
BLACKROCK MUNIYIELD N J FD ICOM09254Y10922515,042SH SOLE 15,04200
BLACKROCK MUNIYIELD NJ QLTYCOM09255A10022015,203SH SOLE 15,20300
BLACKROCK MUNIYIELD QLTY FDCOM09254E10333524,254SH SOLE 24,25400
BLACKROCK MUNIYLD INVST QLTYCOM09254T10027520,445SH SOLE 20,44500
BLACKROCK MUNIYLD MICH QLTYCOM09254V10586061,460SH SOLE 61,46000
BLACKROCK MUNIYLD MICH QLTYCOM09254W10365150,182SH SOLE 50,18200
BLACKROCK REAL ASSET EQUITYCOM09254B1092,478263,874SH SOLE 263,87400
BLACKROCK RES & COMM STRAT TSHS09257A1085,191418,294SH SOLE 418,29400
BLACKSTONE GSO STRATEGIC CRCOM SHS BEN IN09257R10167838,150SH SOLE 38,15000
BLOCK H & R INCCOM09367110514,488432,220SH SOLE 432,22000
BLOOMIN BRANDS INCCOM09423510826111,626SH SOLE 11,62600
BLUCORA INCCOM09522910084945,012SH SOLE 45,01200
BNC BANCORPCOM05566T10127816,300SH SOLE 16,30000
BOARDWALK PIPELINE PARTNERSUT LTD PARTNER09662710429115,712SH SOLE 15,71200
BOB EVANS FARMS INCCOM0967611011,39927,948SH SOLE 27,94800
BOEING COCOM097023105101,878800,740SH SOLE 800,74000
BOFI HLDG INCCOM05566U1081,38418,837SH SOLE 18,83700
BOK FINL CORPCOM NEW05561Q20173911,100SH SOLE 11,10000
BONANZA CREEK ENERGY INCCOM0977931032,73947,900SH SOLE 47,90000
BOOZ ALLEN HAMILTON HLDG CORCL A09950210649523,313SH SOLE 23,31300
BORGWARNER INCCOM0997241063,63055,688SH SOLE 55,68800
BOSTON BEER INCCL A1005571071,0384,643SH SOLE 4,64300
BOSTON PRIVATE FINL HLDGS IN*W EXP 11/21/201101119113730117,799SH SOLE 117,79900
BOSTON PRIVATE FINL HLDGS INCOM10111910583962,425SH SOLE 62,42500
BOSTON PROPERTIES INCCOM10112110120,513173,574SH SOLE 173,57400
BOSTON SCIENTIFIC CORPCOM101137107149,17811,681,911SH SOLE 11,681,91100
BOULDER BRANDS INCCOM10140510867647,662SH SOLE 47,66200
BOULEVARD ACQUISITION CORP*W EXP 02/19/20110157P112420600,000SH SOLE 600,00000
BOULEVARD ACQUISITION CORPCOM10157P10411,7591,199,900SH SOLE 1,199,90000
BOYD GAMING CORPCOM10330410124019,800SH SOLE 19,80000
BPZ RESOURCES INCCOM0556391087925,500SH SOLE 25,50000
BRANDYWINE RLTY TRSH BEN INT NEW1053682033,220206,400SH SOLE 206,40000
BRASKEM S ASP ADR PFD A10553210517213,400SH SOLE 13,40000
BRAVO BRIO RESTAURANT GROUPCOM10567B1091,862119,300SH SOLE 119,30000
BRF SASPONSORED ADR10552T1071,22050,200SH SOLE 50,20000
BRIDGEPOINT ED INCCOM10807M10544833,731SH SOLE 33,73100
BRIGHTCOVE INCCOM10921T1012,291217,400SH SOLE 217,40000
BRINKER INTL INCCOM10964110018,588382,078SH SOLE 382,07800
BRINKS COCOM10969610443915,568SH SOLE 15,56800
BRISTOL MYERS SQUIBB COCOM11012210848,383997,386SH SOLE 997,38600
BRISTOW GROUP INCCOM1103941039,618119,297SH SOLE 119,29700
BRIXMOR PPTY GROUP INCCOM11120U1053,098135,000SH SOLE 135,00000
BROADCOM CORPCL A11132010779,5412,142,799SH SOLE 2,142,79900
BROADRIDGE FINL SOLUTIONS INCOM11133T10324,373585,327SH SOLE 585,32700
BROADSOFT INCCOM11133B4092087,900SH SOLE 7,90000
BROADWIND ENERGY INCCOM NEW11161T20733037,675SH SOLE 37,67500
BROCADE COMMUNICATIONS SYS ICOM NEW111621306136,96414,887,407SH SOLE 14,887,40700
BROOKDALE SR LIVING INCCOM11246310477023,100SH SOLE 23,10000
BROOKFIELD ASSET MGMT INCCL A LTD VT SH11258510421,159480,657SH SOLE 480,65700
BROOKS AUTOMATION INCCOM1143401021,04997,416SH SOLE 97,41600
BROWN & BROWN INCCOM1152361014,468145,500SH SOLE 145,50000
BROWN FORMAN CORPCL B11563720912,090128,381SH SOLE 128,38100
BROWN SHOE INC NEWCOM1157361007,719269,786SH SOLE 269,78600
BRUKER CORPCOM11679410850020,600SH SOLE 20,60000
BRUNSWICK CORPCOM1170431094,648110,325SH SOLE 110,32500
BUCKEYE PARTNERS L PUNIT LTD PARTN1182301014505,416SH SOLE 5,41600
BUCKLE INCCOM11844010665114,668SH SOLE 14,66800
BUFFALO WILD WINGS INCCOM1198481093,93823,766SH SOLE 23,76600
BUILD A BEAR WORKSHOPCOM12007610422717,000SH SOLE 17,00000
BUILDERS FIRSTSOURCE INCCOM12008R10748164,259SH SOLE 64,25900
C D I CORPCOM12507110047020,943SH SOLE 20,94300
C H ROBINSON WORLDWIDE INCCOM NEW12541W20997015,200SH SOLE 15,20000
C&J ENERGY SVCS INCCOM12467B3041,33139,400SH SOLE 39,40000
CA INCCOM12673P10556,5371,967,172SH SOLE 1,967,17200
CABELAS INCCOM12680430169311,102SH SOLE 11,10200
CABOT CORPCOM1270551017,374127,152SH SOLE 127,15200
CABOT MICROELECTRONICS CORPCOM12709P1033,29573,800SH SOLE 73,80000
CABOT OIL & GAS CORPCOM12709710335,4281,037,720SH SOLE 1,037,72000
CACI INTL INCCL A1271903041,90527,132SH SOLE 27,13200
CADENCE DESIGN SYSTEM INCCOM12738710897055,487SH SOLE 55,48700
CAESARS ENTMT CORPCOM12768610328115,528SH SOLE 15,52800
CAL DIVE INTL INC DELCOM12802T101236178,956SH SOLE 178,95600
CAL DIVE INTL INC DELNOTE 5.000% 7/112802TAB73,1023,625,000PRN SOLE 3,625,00000
CAL MAINE FOODS INCCOM NEW12803020298913,301SH SOLE 13,30100
CALAMP CORPCOM1281261091,46967,808SH SOLE 67,80800
CALGON CARBON CORPCOM1296031061,39362,382SH SOLE 62,38200
CALIFORNIA WTR SVC GROUPCOM1307881022,684110,900SH SOLE 110,90000
CALIX INCCOM13100M5096,519796,900SH SOLE 796,90000
CALLAWAY GOLF COCOM13119310411313,558SH SOLE 13,55800
CALLIDUS SOFTWARE INCCOM13123E50077164,614SH SOLE 64,61400
CALLON PETE CO DELCOM13123X10278467,300SH SOLE 67,30000
CALPINE CORPCOM NEW13134730433414,025SH SOLE 14,02500
CAMBREX CORPCOM1320111075,053244,112SH SOLE 244,11200
CAMBRIDGE CAP ACQUISITION CO*W EXP 12/23/20113215Q1146161,760,000SH SOLE 1,760,00000
CAMBRIDGE CAP ACQUISITION COCOM13215Q10617,1781,760,000SH SOLE 1,760,00000
CAMDEN PPTY TRSH BEN INT1331311024,54663,900SH SOLE 63,90000
CAMECO CORPCOM13321L10828814,700SH SOLE 14,70000
CAMERON INTERNATIONAL CORPCOM13342B10589113,159SH SOLE 13,15900
CAMPBELL SOUP COCOM1344291092,16747,300SH SOLE 47,30000
CANTEL MEDICAL CORPCOM1380981082,39165,293SH SOLE 65,29300
CAPELLA EDUCATION COMPANYCOM1395941052,76150,763SH SOLE 50,76300
CAPITAL BK FINL CORPCL A COM1397941018,188346,800SH SOLE 346,80000
CAPITAL ONE FINL CORPCOM14040H10555,259668,997SH SOLE 668,99700
CAPITAL SR LIVING CORPCOM14047510426811,232SH SOLE 11,23200
CAPITOL ACQUISITION CORP II*W EXP 05/15/20114056V113437891,000SH SOLE 891,00000
CAPITOL ACQUISITION CORP IICOM14056V10517,4981,781,900SH SOLE 1,781,90000
CAPITOL FED FINL INCCOM14057J10132326,600SH SOLE 26,60000
CAPSTEAD MTG CORPCOM NO PAR14067E50625619,468SH SOLE 19,46800
CAPSTONE TURBINE CORPCOM14067D102665440,093SH SOLE 440,09300
CARBO CERAMICS INCCOM1407811056,11239,657SH SOLE 39,65700
CARDINAL FINL CORPCOM14149F10938320,764SH SOLE 20,76400
CARDINAL HEALTH INCCOM14149Y108134,6061,963,329SH SOLE 1,963,32900
CARDIOVASCULAR SYS INC DELCOM1416191061,86159,711SH SOLE 59,71100
CARDTRONICS INCCOM14161H10882624,238SH SOLE 24,23800
CAREER EDUCATION CORPCOM14166510911,1502,382,537SH SOLE 2,382,53700
CAREFUSION CORPCOM14170T10189,5812,019,854SH SOLE 2,019,85400
CARETRUST REIT INCCOM14174T1074,969250,964SH SOLE 250,96400
CARLISLE COS INCCOM1423391009,242106,700SH SOLE 106,70000
CARMAX INCCOM14313010266112,700SH SOLE 12,70000
CARMIKE CINEMAS INCCOM1434364002,14260,969SH SOLE 60,96900
CARNIVAL CORPPAIRED CTF14365830084322,400SH SOLE 22,40000
CARPENTER TECHNOLOGY CORPCOM1442851031,46123,095SH SOLE 23,09500
CARRIAGE SVCS INCCOM14390510741224,062SH SOLE 24,06200
CARRIZO OIL & GAS INCCOM14457710315,716226,910SH SOLE 226,91000
CARTER INCCOM1462291096,83099,091SH SOLE 99,09100
CASEYS GEN STORES INCCOM14752810375210,700SH SOLE 10,70000
CASH AMER INTL INCCOM14754D1005,770129,868SH SOLE 129,86800
CASTLE A M & COCOM14841110126524,000SH SOLE 24,00000
CASTLE A M & CONOTE 7.000%12/1148411AF82,0141,550,000PRN SOLE 1,550,00000
CATALYST PHARM PARTNERS INCCOM14888U101608240,282SH SOLE 240,28200
CATAMARAN CORPCOM1488871025,430122,973SH SOLE 122,97300
CATERPILLAR INC DELCOM1491231015875,400SH SOLE 5,40000
CATHAY GEN BANCORPCOM1491501041,07442,037SH SOLE 42,03700
CATO CORP NEWCL A1492051062,68186,770SH SOLE 86,77000
CAVCO INDS INC DELCOM1495681074955,800SH SOLE 5,80000
CAVIUM INCCOM14964U1081,25625,300SH SOLE 25,30000
CBEYOND INCCOM1498471052,524253,708SH SOLE 253,70800
CBIZ INCCOM12480510213414,813SH SOLE 14,81300
CBL & ASSOC PPTYS INCCOM12483010071637,700SH SOLE 37,70000
CBOE HLDGS INCCOM12503M1088,859180,023SH SOLE 180,02300
CBRE CLARION GLOBAL REAL ESTCOM12504G1001,757192,914SH SOLE 192,91400
CBRE GROUP INCCL A12504L1092648,240SH SOLE 8,24000
CBS CORP NEWCL B1248572022,7151,500SHCallSOLE 1,50000
CBS CORP NEWCL B12485720273,6651,185,462SH SOLE 1,185,46200
CBS OUTDOOR AMERS INCCOM14987J1061,7751,320SHCallSOLE 1,32000
CEDAR REALTY TRUST INCCOM NEW1506022092,231357,036SH SOLE 357,03600
CELANESE CORP DELCOM SER A1508701034,64772,300SH SOLE 72,30000
CELGENE CORPCOM151020104196,6502,289,818SH SOLE 2,289,81800
CELLDEX THERAPEUTICS INC NEWCOM15117B1031,725105,700SH SOLE 105,70000
CELSION CORPORATIONCOM PAR $0.0115117N4045014,275SH SOLE 14,27500
CEMEX SAB DE CVNOTE 3.250% 3/1151290BB850,03134,400,000PRN SOLE 34,400,00000
CEMEX SAB DE CVNOTE 3.750% 3/1151290BC613,5228,900,000PRN SOLE 8,900,00000
CEMEX SAB DE CVSPON ADR NEW15129088918,4551,394,944SH SOLE 1,394,94400
CEMPRA INCCOM15130J10941238,359SH SOLE 38,35900
CENTENE CORP DELCOM15135B1012,06227,270SH SOLE 27,27000
CENTERPOINT ENERGY INCCOM15189T1079,540373,521SH SOLE 373,52100
CENTRAL GARDEN & PET COCL A NON-VTG1535272053,253353,612SH SOLE 353,61200
CENTRAL GARDEN & PET COCOM1535271061,795197,260SH SOLE 197,26000
CENTRAL PAC FINL CORPCOM NEW15476040917725,664SH SOLE 25,66400
CENTRAL SECS CORPCOM1551231022,28097,230SH SOLE 97,23000
CENTURY ALUM COCOM1564311081,773113,099SH SOLE 113,09900
CENTURY CASINOS INCCOM15649210023139,889SH SOLE 39,88900
CENTURYLINK INCCOM15670010694826,200SH SOLE 26,20000
CENVEO CORPNOTE 7.000% 5/115671BAJ03,2552,725,000PRN SOLE 2,725,00000
CEPHEIDCOM15670R10760212,565SH SOLE 12,56500
CERNER CORPCOM1567821046,097118,210SH SOLE 118,21000
CERUS CORPCOM1570851019823,501SH SOLE 23,50100
CESCA THERAPEUTICS INCCOM1571311034129,200SH SOLE 29,20000
CF INDS HLDGS INCCOM12526910050,532210,087SH SOLE 210,08700
CHARLES RIV LABS INTL INCCOM15986410722,956428,931SH SOLE 428,93100
CHART ACQUISITION CORP*W EXP 12/19/2011611511139601,477,575SH SOLE 1,477,57500
CHART ACQUISITION CORPCOM16115110514,7461,477,575SH SOLE 1,477,57500
CHART INDS INCCOM PAR $0.0116115Q3083,22538,975SH SOLE 38,97500
CHARTER COMMUNICATIONS INC DCL A NEW16117M3051,80611,400SH SOLE 11,40000
CHATHAM LODGING TRCOM16208T10211,357518,605SH SOLE 518,60500
CHECKPOINT SYS INCCOM16282510343931,400SH SOLE 31,40000
CHEESECAKE FACTORY INCCOM1630721018,635186,029SH SOLE 186,02900
CHEMED CORP NEWCOM16359R1033,48637,196SH SOLE 37,19600
CHENIERE ENERGY INCCOM NEW16411R2084,82567,298SH SOLE 67,29800
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q10157717,460SH SOLE 17,46000
CHESAPEAKE ENERGY CORPCOM1651671076,611212,704SH SOLE 212,70400
CHESAPEAKE LODGING TRSH BEN INT1652401024,897162,000SH SOLE 162,00000
CHESAPEAKE UTILS CORPCOM1653031087049,872SH SOLE 9,87200
CHEVRON CORP NEWCOM166764100187,3531,435,105SH SOLE 1,435,10500
CHICAGO BRIDGE & IRON CO N VCOM1672501094,34463,700SH SOLE 63,70000
CHICOS FAS INCCOM16861510216,9601,000,000SH SOLE 1,000,00000
CHILDRENS PL RETAIL STORES ICOM16890510780316,181SH SOLE 16,18100
CHINA MOBILE LIMITEDSPONSORED ADR16941M10918,337377,232SH SOLE 377,23200
CHINA PETE & CHEM CORPSPON ADR H SHS16941R1089,26097,445SH SOLE 97,44500
CHIPOTLE MEXICAN GRILL INCCOM16965610538,57365,101SH SOLE 65,10100
CHIQUITA BRANDS INTL INCCOM1700328094,598423,796SH SOLE 423,79600
CHRISTOPHER & BANKS CORPCOM17104610526930,707SH SOLE 30,70700
CHUBB CORPCOM17123210118,940205,492SH SOLE 205,49200
CHUNGHWA TELECOM CO LTDSPON ADR NEW1117133Q5022,21369,013SH SOLE 69,01300
CHURCH & DWIGHT INCCOM17134010224,654352,456SH SOLE 352,45600
CHURCHILL DOWNS INCCOM1714841084304,775SH SOLE 4,77500
CIBER INCCOM17163B1029419,080SH SOLE 19,08000
CIENA CORPCOM NEW17177930963629,365SH SOLE 29,36500
CIENA CORPDEBT 4.000%12/1171779AK732,90123,659,000PRN SOLE 23,659,00000
CIGNA CORPORATIONCOM125509109128,8031,400,493SH SOLE 1,400,49300
CIMAREX ENERGY COCOM171798101124,688869,151SH SOLE 869,15100
CINCINNATI FINL CORPCOM1720621011,27226,472SH SOLE 26,47200
CINEDIGM CORPCOM17240610015060,100SH SOLE 60,10000
CINEMARK HOLDINGS INCCOM17243V1024,135116,926SH SOLE 116,92600
CINTAS CORPCOM17290810526,103410,817SH SOLE 410,81700
CIRCOR INTL INCCOM17273K1097,745100,414SH SOLE 100,41400
CIRRUS LOGIC INCCOM1727551001,28156,338SH SOLE 56,33800
CISCO SYS INCCOM17275R102129,5125,211,768SH SOLE 5,211,76800
CIT GROUP INCCOM NEW1255818014,910107,300SH SOLE 107,30000
CITIGROUP INCCOM NEW17296742420,782441,240SH SOLE 441,24000
CITRIX SYS INCCOM17737610058,332932,567SH SOLE 932,56700
CITY HLDG COCOM1778351051,06223,541SH SOLE 23,54100
CITY NATL CORPCOM1785661053,26843,131SH SOLE 43,13100
CIVEO CORPCOM17878710720,931836,247SH SOLE 836,24700
CLEAN HARBORS INCCOM1844961071,43222,283SH SOLE 22,28300
CLEARFIELD INCCOM18482P10378146,514SH SOLE 46,51400
CLEARSIGN COMBUSTION CORPCOM1850641029210,000SH SOLE 10,00000
CLEARWATER PAPER CORPCOM18538R1033926,355SH SOLE 6,35500
CLECO CORP NEWCOM12561W1055,88999,902SH SOLE 99,90200
CLIFFS NAT RES INCCOM18683K1011,22581,408SH SOLE 81,40800
CLOROX CO DELCOM1890541099,842107,679SH SOLE 107,67900
CLOUD PEAK ENERGY INCCOM18911Q10233518,200SH SOLE 18,20000
CLOVIS ONCOLOGY INCCOM18946410047511,466SH SOLE 11,46600
CLUBCORP HLDGS INCCOM18948M1082,639142,326SH SOLE 142,32600
CME GROUP INCCOM12572Q1058,820124,310SH SOLE 124,31000
CMS ENERGY CORPCOM1258961003,303106,047SH SOLE 106,04700
CNA FINL CORPCOM1261171003779,337SH SOLE 9,33700
CNO FINL GROUP INCCOM12621E1031,61490,666SH SOLE 90,66600
CNOOC LTDSPONSORED ADR1261321095,05628,200SH SOLE 28,20000
COACH INCCOM1897541044,877142,655SH SOLE 142,65500
COBALT INTL ENERGY INCCOM19075F10611,768641,300SH SOLE 641,30000
COCA COLA COCOM191216100134,5123,175,446SH SOLE 3,175,44600
COCA COLA ENTERPRISES INC NECOM19122T10941,071859,582SH SOLE 859,58200
COCA COLA FEMSA S A B DE C VSPON ADR REP L1912411084,44239,092SH SOLE 39,09200
COEUR MNG INCCOM NEW19210850455660,593SH SOLE 60,59300
COGENT COMMUNICATIONS HLDGSCOM NEW19239V3021,21735,219SH SOLE 35,21900
COGNEX CORPCOM1924221031,94350,591SH SOLE 50,59100
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610234,053696,240SH SOLE 696,24000
COHEN & STEERS CLOSED END OPCOM19248P1061,03676,609SH SOLE 76,60900
COHEN & STEERS LTD DUR PFD ICOM19248C10592736,397SH SOLE 36,39700
COHEN & STEERS QUALITY RLTYCOM19247L1062,525224,262SH SOLE 224,26200
COHEN & STEERS REIT & PFD INCOM19247X1002,545141,136SH SOLE 141,13600
COHEN & STEERS SLT PFD INCMCOM19248Y10768826,034SH SOLE 26,03400
COHEN & STEERS TOTAL RETURNCOM19247R10333927,316SH SOLE 27,31600
COHERENT INCCOM19247910379111,951SH SOLE 11,95100
COLFAX CORPCOM1940141061,42519,113SH SOLE 19,11300
COLGATE PALMOLIVE COCOM19416210357,958850,074SH SOLE 850,07400
COLLECTORS UNIVERSE INCCOM NEW19421R20021210,800SH SOLE 10,80000
COLONY FINL INCCOM19624R1061,14049,100SH SOLE 49,10000
COLUMBIA SPORTSWEAR COCOM1985161061,02212,364SH SOLE 12,36400
COLUMBUS MCKINNON CORP N YCOM19933310539014,403SH SOLE 14,40300
COMCAST CORP NEWCL A20030N10158,5911,091,493SH SOLE 1,091,49300
COMCAST CORP NEWCL A SPL20030N2005,786108,500SH SOLE 108,50000
COMERICA INCCOM20034010759,7181,190,548SH SOLE 1,190,54800
COMFORT SYS USA INCCOM19990810486354,640SH SOLE 54,64000
COMMERCE BANCSHARES INCCOM2005251033,26770,250SH SOLE 70,25000
COMMERCIAL METALS COCOM20172310327,4551,586,063SH SOLE 1,586,06300
COMMONWEALTH REITCOM SH BEN INT20323310114,266542,015SH SOLE 542,01500
COMMSCOPE HLDG CO INCCOM20337X1091,00243,304SH SOLE 43,30400
COMMUNITY BK SYS INCCOM2036071061,76848,843SH SOLE 48,84300
COMMUNITY HEALTH SYS INC NEWCOM2036681082,18248,100SH SOLE 48,10000
COMMUNITY HEALTH SYS INC NEWRIGHT 01/27/20162036681162914,356,729SH SOLE 4,356,72900
COMMUNITY TR BANCORP INCCOM2041491082156,290SH SOLE 6,29000
COMMVAULT SYSTEMS INCCOM2041661023,77176,691SH SOLE 76,69100
COMPANHIA BRASILEIRA DE DISTSPN ADR PFD CL A20440T20121,876472,181SH SOLE 472,18100
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A10214113,142SH SOLE 13,14200
COMPANHIA ENERGETICA DE MINASP ADR N-V PFD20440960134,4654,313,527SH SOLE 4,313,52700
COMPANHIA SIDERURGICA NACIONSPONSORED ADR20440W10523354,700SH SOLE 54,70000
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR2044481042,303195,027SH SOLE 195,02700
COMPASS MINERALS INTL INCCOM20451N1011,27313,300SH SOLE 13,30000
COMPUCREDIT HLDGS CORPNOTE 5.875%11/320478NAD22,1035,000,000PRN SOLE 5,000,00000
COMPUTER SCIENCES CORPCOM205363104162,5932,572,670SH SOLE 2,572,67000
COMPUWARE CORPCOM20563810911,0111,102,230SH SOLE 1,102,23000
COMSCORE INCCOM20564W1056,617186,500SH SOLE 186,50000
COMSTOCK RES INCCOM NEW2057682031,05236,472SH SOLE 36,47200
COMTECH TELECOMMUNICATIONS CCOM NEW2058262091,61143,148SH SOLE 43,14800
COMVERSE INCCOM20585P1051,17744,100SH SOLE 44,10000
CONAGRA FOODS INCCOM2058871026,229209,887SH SOLE 209,88700
CONCHO RES INCCOM20605P1013,68025,464SH SOLE 25,46400
CONCUR TECHNOLOGIES INCCOM2067081097007,500SH SOLE 7,50000
CONMED CORPCOM20741010111,313256,229SH SOLE 256,22900
CONNS INCCOM20824210775315,253SH SOLE 15,25300
CONOCOPHILLIPSCOM20825C104165,6471,932,191SH SOLE 1,932,19100
CONSOL ENERGY INCCOM20854P1091,78338,700SH SOLE 38,70000
CONSOLIDATED EDISON INCCOM20911510428,142487,398SH SOLE 487,39800
CONSTANT CONTACT INCCOM2103131024,349135,446SH SOLE 135,44600
CONSTELLATION BRANDS INCCL A21036P1087,33483,222SH SOLE 83,22200
CONSUMER PORTFOLIO SVCS INCCOM21050210027936,600SH SOLE 36,60000
CONTANGO OIL & GAS COMPANYCOM NEW21075N2043227,600SH SOLE 7,60000
CONTINENTAL RESOURCES INCCOM2120151017,16845,357SH SOLE 45,35700
CONVERGYS CORPCOM21248510620,896974,646SH SOLE 974,64600
CONVERGYS CORPSDCV 5.750% 9/1212485AE625,12412,550,000PRN SOLE 12,550,00000
CONVERSANT INCCOM21249J10518,896743,936SH SOLE 743,93600
CON-WAY INCCOM20594410110,805214,334SH SOLE 214,33400
COOPER COS INCCOM NEW21664840214,995110,643SH SOLE 110,64300
COOPER STD HLDGS INCCOM21676P1034436,700SH SOLE 6,70000
COPART INCCOM2172041063,52197,921SH SOLE 97,92100
CORCEPT THERAPEUTICS INCCOM21835210223985,200SH SOLE 85,20000
CORE MARK HOLDING CO INCCOM21868110416,013350,928SH SOLE 350,92800
CORELOGIC INCCOM21871D10316,522544,200SH SOLE 544,20000
CORESITE RLTY CORPCOM21870Q1052066,234SH SOLE 6,23400
CORMEDIX INC*W EXP 03/24/20121900C1184997,150SH SOLE 97,15000
CORNERSTONE ONDEMAND INCCOM21925Y10352911,500SH SOLE 11,50000
CORNING INCCOM21935010565,6772,992,141SH SOLE 2,992,14100
CORONADO BIOSCIENCES INCCOM21976U1094928,600SH SOLE 28,60000
CORPORATE EXECUTIVE BRD COCOM21988R1024977,289SH SOLE 7,28900
CORPORATE OFFICE PPTYS TRSH BEN INT22002T10864523,190SH SOLE 23,19000
CORRECTIONS CORP AMER NEWCOM NEW22025Y4071,59648,590SH SOLE 48,59000
CORVEL CORPCOM22100610979217,528SH SOLE 17,52800
COSTAR GROUP INCCOM22160N1091,99412,608SH SOLE 12,60800
COSTCO WHSL CORP NEWCOM22160K10533,068287,149SH SOLE 287,14900
COUSINS PPTYS INCCOM2227951068,884713,541SH SOLE 713,54100
COVANCE INCCOM2228161005,16060,300SH SOLE 60,30000
COWEN GROUP INC NEWCL A22362210122854,005SH SOLE 54,00500
CPFL ENERGIA S ASPONSORED ADR1261531051,75896,584SH SOLE 96,58400
CRA INTL INCCOM12618T10536215,708SH SOLE 15,70800
CRACKER BARREL OLD CTRY STORCOM22410J1062,07920,882SH SOLE 20,88200
CRAFT BREW ALLIANCE INCCOM22412210138735,006SH SOLE 35,00600
CRANE COCOM22439910530,803414,241SH SOLE 414,24100
CRAY INCCOM NEW22522330486732,606SH SOLE 32,60600
CREDIT ACCEP CORP MICHCOM2253101014,15833,777SH SOLE 33,77700
CREE INCCOM2254471011,83236,678SH SOLE 36,67800
CRESTWOOD MIDSTREAM PARTNERSUNIT LTD PARTNER22637810727212,341SH SOLE 12,34100
CROCS INCCOM2270461093,062203,700SH SOLE 203,70000
CROSS CTRY HEALTHCARE INCCOM22748310414322,000SH SOLE 22,00000
CROWN CASTLE INTL CORPCOM22822710423,441315,665SH SOLE 315,66500
CROWN HOLDINGS INCCOM22836810633,099665,165SH SOLE 665,16500
CRYOLIFE INCCOM22890310011012,316SH SOLE 12,31600
CSG SYS INTL INCCOM1263491091,12443,051SH SOLE 43,05100
CST BRANDS INCCOM12646R1051,52844,300SH SOLE 44,30000
CSX CORPCOM1264081035,957193,335SH SOLE 193,33500
CTI BIOPHARMA CORPCOM12648L106336119,600SH SOLE 119,60000
CTS CORPCOM12650110569237,026SH SOLE 37,02600
CUBESMARTCOM2296631096,457352,461SH SOLE 352,46100
CUBIC CORPCOM2296691061,28328,827SH SOLE 28,82700
CUBIST PHARMACEUTICALS INCCOM2296781071,86426,700SH SOLE 26,70000
CUI GLOBAL INCCOM NEW12657620610913,000SH SOLE 13,00000
CULLEN FROST BANKERS INCCOM2298991094,31154,276SH SOLE 54,27600
CUMMINS INCCOM23102110683,975544,268SH SOLE 544,26800
CUMULUS MEDIA INCCL A2310821081,443219,024SH SOLE 219,02400
CURIS INCCOM2312691012613,847SH SOLE 13,84700
CURTISS WRIGHT CORPCOM2315611015,90690,082SH SOLE 90,08200
CUTWATER SELECT INCOME FDCOM23222910448223,940SH SOLE 23,94000
CVB FINL CORPCOM1266001051,718107,158SH SOLE 107,15800
CVR ENERGY INCCOM12662P10810,894226,054SH SOLE 226,05400
CVS CAREMARK CORPORATIONCOM126650100229,5003,044,976SH SOLE 3,044,97600
CYBERONICS INCCOM23251P1022,52440,411SH SOLE 40,41100
CYNOSURE INCCL A23257720521610,145SH SOLE 10,14500
CYPRESS SEMICONDUCTOR CORPCOM2328061091,101100,900SH SOLE 100,90000
CYRUSONE INCCOM23283R1002,883115,800SH SOLE 115,80000
CYS INVTS INCCOM12673A10886595,900SH SOLE 95,90000
CYTEC INDS INCCOM23282010021,919207,917SH SOLE 207,91700
CYTOKINETICS INCCOM NEW23282W6058718,293SH SOLE 18,29300
CYTRX CORPCOM PAR $.00123282850930873,600SH SOLE 73,60000
D R HORTON INCCOM23331A10919,499793,292SH SOLE 793,29200
DAKTRONICS INCCOM23426410947940,182SH SOLE 40,18200
DANA HLDG CORPCOM2358252051,21849,884SH SOLE 49,88400
DANAHER CORP DELCOM23585110239,728504,617SH SOLE 504,61700
DARLING INGREDIENTS INCCOM2372661011,80186,177SH SOLE 86,17700
DATALINK CORPCOM23793410417417,400SH SOLE 17,40000
DATAWATCH CORPCOM NEW23791720824816,610SH SOLE 16,61000
DAVITA HEALTHCARE PARTNERS ICOM23918K1082,82339,038SH SOLE 39,03800
DAWSON GEOPHYSICAL COCOM2393591022869,973SH SOLE 9,97300
DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P1003836,724SH SOLE 6,72400
DCT INDUSTRIAL TRUST INCCOM2331531051,032125,671SH SOLE 125,67100
DDR CORPCOM23317H1022,650150,300SH SOLE 150,30000
DEALERTRACK TECHNOLOGIES INCCOM2423091021,44531,871SH SOLE 31,87100
DEAN FOODS CO NEWCOM NEW24237020310,582601,580SH SOLE 601,58000
DECKERS OUTDOOR CORPCOM24353710732,655378,258SH SOLE 378,25800
DEERE & COCOM24419910519,172211,723SH SOLE 211,72300
DEL FRISCOS RESTAURANT GROUPCOM24507710245716,600SH SOLE 16,60000
DELEK US HLDGS INCCOM24664710196634,229SH SOLE 34,22900
DELTA AIR LINES INC DELCOM NEW24736170292,0062,376,197SH SOLE 2,376,19700
DELUXE CORPCOM24801910111,318193,208SH SOLE 193,20800
DEMANDWARE INCCOM24802Y1055,19174,826SH SOLE 74,82600
DENBURY RES INCCOM NEW24791620892950,300SH SOLE 50,30000
DENNYS CORPCOM24869P104845129,599SH SOLE 129,59900
DEPOMED INCCOM2499081048,539614,300SH SOLE 614,30000
DESCARTES SYS GROUP INCCOM24990610867647,124SH SOLE 47,12400
DESTINATION XL GROUP INCCOM25065K10420737,534SH SOLE 37,53400
DEVELOPERS DIVERSIFIED RLTYNOTE 1.750%11/1251591AX17,7736,467,000PRN SOLE 6,467,00000
DEVON ENERGY CORP NEWCOM25179M10316,841212,103SH SOLE 212,10300
DEVRY ED GROUP INCCOM2518931039,506224,507SH SOLE 224,50700
DEX MEDIA INC NEWCOM25213A10766259,406SH SOLE 59,40600
DEXCOM INCCOM2521311079,266233,632SH SOLE 233,63200
DIAMOND FOODS INCCOM2526031051,00735,701SH SOLE 35,70100
DIAMOND OFFSHORE DRILLING INCOM25271C1026,472130,400SH SOLE 130,40000
DIAMONDBACK ENERGY INCCOM25278X1093,54839,950SH SOLE 39,95000
DIAMONDROCK HOSPITALITY COCOM2527843018,020625,596SH SOLE 625,59600
DICKS SPORTING GOODS INCCOM2533931021,91841,200SH SOLE 41,20000
DIGITAL RIV INCCOM25388B1042,868185,900SH SOLE 185,90000
DIGITAL RLTY TR INCCOM25386810340,663697,253SH SOLE 697,25300
DILLARDS INCCL A254067101103,133884,426SH SOLE 884,42600
DIODES INCCOM25454310163421,896SH SOLE 21,89600
DIRECTVCOM25490A309182,8762,151,230SH SOLE 2,151,23000
DISCOVER FINL SVCSCOM254709108167,4672,701,953SH SOLE 2,701,95300
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1041,16415,666SH SOLE 15,66600
DISH NETWORK CORPCL A25470M10957,958890,564SH SOLE 890,56400
DISNEY WALT COCOM DISNEY25468710695,2481,110,892SH SOLE 1,110,89200
DIXIE GROUP INCCL A25551910030328,602SH SOLE 28,60200
DOLBY LABORATORIES INCCOM25659T1072,02246,800SH SOLE 46,80000
DOLLAR GEN CORP NEWCOM25667710542,443739,946SH SOLE 739,94600
DOLLAR TREE INCCOM25674610839,667728,374SH SOLE 728,37400
DOMINION RES INC VA NEWCOM25746U10921,724303,752SH SOLE 303,75200
DOMINION RES INC VA NEWUNIT 04/01/201325746U70347,914827,325SH SOLE 827,32500
DOMINION RES INC VA NEWUNIT 07/01/201625746U88555,129948,450SH SOLE 948,45000
DOMINOS PIZZA INCCOM25754A20129,507403,713SH SOLE 403,71300
DOMTAR CORPCOM NEW25755920311,368265,300SH SOLE 265,30000
DONALDSON INCCOM25765110998123,184SH SOLE 23,18400
DONNELLEY R R & SONS COCOM25786710120,7141,221,370SH SOLE 1,221,37000
DORMAN PRODUCTS INCCOM2582781001,50330,480SH SOLE 30,48000
DOT HILL SYS CORPCOM25848T109581123,600SH SOLE 123,60000
DOUGLAS EMMETT INCCOM25960P1093,209113,700SH SOLE 113,70000
DOVER CORPCOM26000310842,809470,691SH SOLE 470,69100
DOW CHEM COCOM26054310344,748869,572SH SOLE 869,57200
DR PEPPER SNAPPLE GROUP INCCOM26138E10943,117736,028SH SOLE 736,02800
DR REDDYS LABS LTDADR25613520323,225538,245SH SOLE 538,24500
DREAMWORKS ANIMATION SKG INCCL A26153C10340017,200SH SOLE 17,20000
DRESSER-RAND GROUP INCCOM2616081033,26151,166SH SOLE 51,16600
DREW INDS INCCOM NEW26168L2053,29665,900SH SOLE 65,90000
DRIL-QUIP INCCOM26203710411,601106,200SH SOLE 106,20000
DST SYS INC DELCOM23332610724,526266,100SH SOLE 266,10000
DSW INCCL A23334L10214,225509,130SH SOLE 509,13000
DTE ENERGY COCOM233331107106,8101,371,644SH SOLE 1,371,64400
DTF TAX-FREE INCOME INCCOM23334J10717710,863SH SOLE 10,86300
DU PONT E I DE NEMOURS & COCOM2635341098,678132,603SH SOLE 132,60300
DUCOMMUN INC DELCOM26414710947618,202SH SOLE 18,20200
DUKE ENERGY CORP NEWCOM NEW26441C20450,949686,733SH SOLE 686,73300
DUKE REALTY CORPCOM NEW2644115053,812209,900SH SOLE 209,90000
DUN & BRADSTREET CORP DEL NECOM26483E10062,086563,391SH SOLE 563,39100
DUNKIN BRANDS GROUP INCCOM2655041002986,500SH SOLE 6,50000
DUPONT FABROS TECHNOLOGY INCCOM26613Q1062,31585,855SH SOLE 85,85500
DURATA THERAPEUTICS INCCOM26658A10757233,600SH SOLE 33,60000
DURECT CORPCOM266605104215118,200SH SOLE 118,20000
DWS HIGH INCOME OPPORT FD INCOM NEW23339M2041,20081,250SH SOLE 81,25000
DWS HIGH INCOME TRSHS NEW23337C20811512,210SH SOLE 12,21000
DXP ENTERPRISES INC NEWCOM NEW2333774072,02026,737SH SOLE 26,73700
DYAX CORPCOM26746E1031,376143,287SH SOLE 143,28700
DYCOM INDS INCCOM2674751013,927125,410SH SOLE 125,41000
DYNEGY INC NEW DELCOM26817R10883924,100SH SOLE 24,10000
E M C CORP MASSCOM26864810213,847525,713SH SOLE 525,71300
E TRADE FINANCIAL CORPCOM NEW2692464015,574262,206SH SOLE 262,20600
E TRADE FINANCIAL CORPNOTE 8/3269246AZ74,1332,000,000PRN SOLE 2,000,00000
EAGLE BANCORP INC MDCOM26894810694127,889SH SOLE 27,88900
EAGLE MATERIALS INCCOM26969P1081,93820,554SH SOLE 20,55400
EAGLE ROCK ENERGY PARTNERS LUNIT26985R10426453,069SH SOLE 53,06900
EARTHLINK HLDGS CORPCOM27033X10130080,606SH SOLE 80,60600
EAST WEST BANCORP INCCOM27579R1048,268236,296SH SOLE 236,29600
EASTGROUP PPTY INCCOM2772761011,61125,079SH SOLE 25,07900
EASTMAN CHEM COCOM2774321007,46385,436SH SOLE 85,43600
EATON VANCE CALIF MUN BD FDCOM27828A10080469,428SH SOLE 69,42800
EATON VANCE CORPCOM NON VTG27826510357115,100SH SOLE 15,10000
EATON VANCE LTD DUR INCOME FCOM27828H1051,04667,128SH SOLE 67,12800
EATON VANCE MUN BD FDCOM27827X10149639,893SH SOLE 39,89300
EATON VANCE MUN BD FD IICOM27827K10918114,119SH SOLE 14,11900
EATON VANCE NEW YORK MUN BDCOM27827Y10969255,369SH SOLE 55,36900
EATON VANCE RISK MNGD DIV EQCOM27829G1061,907165,241SH SOLE 165,24100
EATON VANCE SH TM DR DIVR INCOM27828V10461640,173SH SOLE 40,17300
EATON VANCE TAX ADVT DIV INCCOM27828G1071,35265,334SH SOLE 65,33400
EATON VANCE TAX-ADV BD & OPTCOM SH BEN INT27829M10330822,183SH SOLE 22,18300
EBAY INCCOM27864210341,475828,498SH SOLE 828,49800
ECOLAB INCCOM2788651003,22028,924SH SOLE 28,92400
EDISON INTLCOM28102010777,3831,331,662SH SOLE 1,331,66200
EDUCATION MGMT CORP NEWCOM28140M1038148,056SH SOLE 48,05600
EDUCATION RLTY TR INCCOM28140H1042,545236,997SH SOLE 236,99700
EDWARDS LIFESCIENCES CORPCOM28176E1084,68454,569SH SOLE 54,56900
EGAIN CORPCOM NEW28225C80624335,877SH SOLE 35,87700
EHEALTH INCCOM28238P10971618,849SH SOLE 18,84900
EL PASO ELEC COCOM NEW2836778541,71342,593SH SOLE 42,59300
EL PASO PIPELINE PARTNERS LCOM UNIT LPI2837021082687,402SH SOLE 7,40200
ELDORADO GOLD CORP NEWCOM28490210344558,300SH SOLE 58,30000
ELECTRONIC ARTS INCCOM28551210952,5241,464,298SH SOLE 1,464,29800
ELECTRONICS FOR IMAGING INCCOM2860821021,78539,494SH SOLE 39,49400
EMCOR GROUP INCCOM29084Q1006,325142,028SH SOLE 142,02800
EMERGENT BIOSOLUTIONS INCCOM29089Q1058,484377,736SH SOLE 377,73600
EMERITUS CORPCOM29100510682,5852,609,329SH SOLE 2,609,32900
EMERSON ELEC COCOM29101110447,501715,801SH SOLE 715,80100
EMPIRE DIST ELEC COCOM2916411082,791108,700SH SOLE 108,70000
EMPIRE RESORTS INCCOM NEW29205220623232,400SH SOLE 32,40000
EMPLOYERS HOLDINGS INCCOM2922181041,02548,400SH SOLE 48,40000
EMPRESA NACIONAL DE ELCTRCIDSPONSORED ADR29244T1014,09190,500SH SOLE 90,50000
EMULEX CORPCOM NEW2924752092,103368,960SH SOLE 368,96000
ENABLE MIDSTREAM PARTNERS LPCOM UNIT RP IN29248010032012,220SH SOLE 12,22000
ENANTA PHARMACEUTICALS INCCOM29251M10690020,900SH SOLE 20,90000
ENBRIDGE ENERGY PARTNERS L PCOM29250R1063439,277SH SOLE 9,27700
ENBRIDGE INCCOM29250N10567414,200SH SOLE 14,20000
ENCANA CORPCOM29250510482034,600SH SOLE 34,60000
ENCORE CAP GROUP INCCOM29255410280117,640SH SOLE 17,64000
ENCORE WIRE CORPCOM2925621051,64233,488SH SOLE 33,48800
ENDOCYTE INCCOM29269A10234452,200SH SOLE 52,20000
ENERGEN CORPCOM29265N10811,401128,276SH SOLE 128,27600
ENERGIZER HLDGS INCCOM29266R10815,011123,008SH SOLE 123,00800
ENERGY RECOVERY INCCOM29270J10025752,300SH SOLE 52,30000
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1093506,042SH SOLE 6,04200
ENERNOC INCCOM2927641071,19362,938SH SOLE 62,93800
ENERSIS S ASPONSORED ADR29274F10449,6582,947,083SH SOLE 2,947,08300
ENERSYSCOM29275Y1021,29018,751SH SOLE 18,75100
ENGILITY HLDGS INCCOM29285W1046,965182,045SH SOLE 182,04500
ENLINK MIDSTREAM PARTNERS LPCOM UNIT REP LTD29336U10765920,970SH SOLE 20,97000
ENPHASE ENERGY INCCOM29355A10726831,364SH SOLE 31,36400
ENPRO INDS INCCOM29355X1073,38146,207SH SOLE 46,20700
ENSIGN GROUP INCCOM29358P1016,561211,112SH SOLE 211,11200
ENTEGRIS INCCOM29362U1042,138155,530SH SOLE 155,53000
ENTERGY CORP NEWCOM29364G10338,700471,430SH SOLE 471,43000
ENTERPRISE PRODS PARTNERS LCOM2937921071,08313,830SH SOLE 13,83000
ENTRAVISION COMMUNICATIONS CCL A29382R1074,173670,980SH SOLE 670,98000
ENTROPIC COMMUNICATIONS INCCOM29384R105961288,500SH SOLE 288,50000
ENVESTNET INCCOM29404K1062,75456,292SH SOLE 56,29200
ENZO BIOCHEM INCCOM2941001028315,800SH SOLE 15,80000
EOG RES INCCOM26875P101265,6632,273,344SH SOLE 2,273,34400
EPAM SYS INCCOM29414B1042,79763,934SH SOLE 63,93400
EPLUS INCCOM2942681073766,467SH SOLE 6,46700
EPR PPTYSCOM SH BEN INT26884U1092,04436,577SH SOLE 36,57700
EQT CORPCOM26884L1096,24358,400SH SOLE 58,40000
EQUAL ENERGY LTDCOM29390Q10912,2662,263,098SH SOLE 2,263,09800
EQUIFAX INCCOM29442910518,800259,161SH SOLE 259,16100
EQUINIX INCCOM NEW29444U50281,978390,205SH SOLE 390,20500
EQUINIX INCNOTE 4.750% 6/129444UAH937,04714,500,000PRN SOLE 14,500,00000
EQUITY LIFESTYLE PPTYS INCCOM29472R1081,28629,124SH SOLE 29,12400
EQUITY ONECOM29475210073531,154SH SOLE 31,15400
EQUITY RESIDENTIALSH BEN INT29476L10723,464372,452SH SOLE 372,45200
ERA GROUP INCCOM26885G10910,009349,005SH SOLE 349,00500
ERICKSON INCCOM29482P10040224,737SH SOLE 24,73700
ESSEX PPTY TR INCCOM29717810512,48667,527SH SOLE 67,52700
ESTERLINE TECHNOLOGIES CORPCOM29742510010,04687,266SH SOLE 87,26600
EURONET WORLDWIDE INCCOM2987361093,37469,940SH SOLE 69,94000
EVERBANK FINL CORPCOM29977G10244221,922SH SOLE 21,92200
EVERCORE PARTNERS INCCLASS A29977A1052,72347,250SH SOLE 47,25000
EXAMWORKS GROUP INCCOM30066A10579825,161SH SOLE 25,16100
EXAR CORPCOM30064510836732,500SH SOLE 32,50000
EXELIS INCCOM30162A10814,462851,712SH SOLE 851,71200
EXELIXIS INCNOTE 4.250% 8/130161QAC86,2907,400,000PRN SOLE 7,400,00000
EXELON CORPCOM30161N1012,02855,604SH SOLE 55,60400
EXLSERVICE HOLDINGS INCCOM3020811041,22741,662SH SOLE 41,66200
EXPEDIA INC DELCOM NEW30212P30315,253193,667SH SOLE 193,66700
EXPEDITORS INTL WASH INCCOM3021301091,12625,500SH SOLE 25,50000
EXPONENT INCCOM30214U1022,36931,971SH SOLE 31,97100
EXPRESS INCCOM30219E1031,51188,700SH SOLE 88,70000
EXPRESS SCRIPTS HLDG COCOM30219G10815,266220,200SH SOLE 220,20000
EXTERRAN HLDGS INCCOM30225X10327,923620,651SH SOLE 620,65100
EXTRA SPACE STORAGE INCCOM30225T1028,615161,775SH SOLE 161,77500
EXTREME NETWORKS INCCOM30226D1063,769848,919SH SOLE 848,91900
EXXON MOBIL CORPCOM30231G102276,8232,749,534SH SOLE 2,749,53400
EZCORP INCCL A NON VTG30230110613511,716SH SOLE 11,71600
F M C CORPCOM NEW3024913033,63851,100SH SOLE 51,10000
F5 NETWORKS INCCOM3156161025,79151,965SH SOLE 51,96500
FACEBOOK INCCL A30303M102288,4024,285,959SH SOLE 4,285,95900
FACTSET RESH SYS INCCOM3030751052,19218,220SH SOLE 18,22000
FAIR ISAAC CORPCOM3032501046,01994,404SH SOLE 94,40400
FAIRCHILD SEMICONDUCTOR INTLCOM30372610378550,300SH SOLE 50,30000
FAIRPOINT COMMUNICATIONS INCCOM NEW30556030217512,500SH SOLE 12,50000
FAMILY DLR STORES INCCOM3070001091,54623,379SH SOLE 23,37900
FAMOUS DAVES AMER INCCOM30706810634211,900SH SOLE 11,90000
FARO TECHNOLOGIES INCCOM3116421026,144125,079SH SOLE 125,07900
FASTENAL COCOM31190010470014,143SH SOLE 14,14300
FBL FINL GROUP INCCL A30239F10655211,992SH SOLE 11,99200
FBR & COCOM NEW30247C40045116,635SH SOLE 16,63500
FEDERAL AGRIC MTG CORPCL C3131483062909,331SH SOLE 9,33100
FEDERAL MOGUL HOLDINGS CORPCOM3135494042,506123,863SH SOLE 123,86300
FEDERAL REALTY INVT TRSH BEN INT NEW3137472063,02725,034SH SOLE 25,03400
FEDERAL SIGNAL CORPCOM3138551081,869127,560SH SOLE 127,56000
FEDERATED INVS INC PACL B3142111032538,174SH SOLE 8,17400
FEDERATED NATL HLDG COCOM31422T10162024,300SH SOLE 24,30000
FEDEX CORPCOM31428X10633,893223,894SH SOLE 223,89400
FEI COCOM30241L1092,19424,187SH SOLE 24,18700
FELCOR LODGING TR INCCOM31430F1011,376130,910SH SOLE 130,91000
FERRO CORPCOM3154051005,652450,000SH SOLE 450,00000
FIBRIA CELULOSE S ASP ADR REP COM31573A1094,480460,900SH SOLE 460,90000
FIDELITY NATL INFORMATION SVCOM31620M10699,5451,818,500SH SOLE 1,818,50000
FIDELITY SOUTHERN CORP NEWCOM31639410521316,413SH SOLE 16,41300
FIESTA RESTAURANT GROUP INCCOM31660B1012,21347,682SH SOLE 47,68200
FIFTH THIRD BANCORPCOM31677310031,6371,481,823SH SOLE 1,481,82300
FINANCIAL ENGINES INCCOM31748510088019,438SH SOLE 19,43800
FINISAR CORPCOM NEW31787A5076,101308,927SH SOLE 308,92700
FINISAR CORPNOTE 5.000%10/131787AAK71,506800,000PRN SOLE 800,00000
FINISH LINE INCCL A3179231002,39480,501SH SOLE 80,50100
FIRST CASH FINL SVCS INCCOM31942D1072153,728SH SOLE 3,72800
FIRST COMWLTH FINL CORP PACOM3198291074,846525,600SH SOLE 525,60000
FIRST CTZNS BANCSHARES INC NCL A31946M1035322,173SH SOLE 2,17300
FIRST FINL BANCORP OHCOM32020910968339,714SH SOLE 39,71400
FIRST FINL BANKSHARESCOM32020R1091,13836,282SH SOLE 36,28200
FIRST INDUSTRIAL REALTY TRUSCOM32054K1031,22865,168SH SOLE 65,16800
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2019,423346,689SH SOLE 346,68900
FIRST MARBLEHEAD CORPCOM NEW3207712078728,435SH SOLE 28,43500
FIRST MERCHANTS CORPCOM32081710927312,927SH SOLE 12,92700
FIRST MIDWEST BANCORP DELCOM3208671047,267426,721SH SOLE 426,72100
FIRST NIAGARA FINL GP INCCOM33582V10857665,960SH SOLE 65,96000
FIRST POTOMAC RLTY TRCOM33610F10919714,998SH SOLE 14,99800
FIRST REP BK SAN FRANCISCO CCOM33616C1001,42425,900SH SOLE 25,90000
FIRST SOLAR INCCOM33643310759,531837,751SH SOLE 837,75100
FIRST TR ABERDEEN GLBL OPP FCOM SHS33731910767545,998SH SOLE 45,99800
FIRST TR ENHANCED EQTY INC FCOM33731810969948,336SH SOLE 48,33600
FIRST TR HIGH INCOME L/S FDCOM33738E1091,78798,479SH SOLE 98,47900
FIRST TR STRATEGIC HIGH INCCOM SHS NEW33735330424214,812SH SOLE 14,81200
FIRSTMERIT CORPCOM33791510291046,082SH SOLE 46,08200
FISERV INCCOM33773810831,689525,348SH SOLE 525,34800
FIVE STAR QUALITY CARE INCCOM33832D1062,633525,600SH SOLE 525,60000
FLAGSTAR BANCORP INCCOM PAR .00133793070598454,387SH SOLE 54,38700
FLEETCOR TECHNOLOGIES INCCOM33904110531,895241,995SH SOLE 241,99500
FLIR SYS INCCOM30244510158,5351,685,438SH SOLE 1,685,43800
FLOTEK INDS INC DELCOM3433891021,62050,368SH SOLE 50,36800
FLOWERS FOODS INCCOM34349810158527,751SH SOLE 27,75100
FLOWSERVE CORPCOM34354P1058,683116,786SH SOLE 116,78600
FLUIDIGM CORP DELCOM34385P1081,06636,270SH SOLE 36,27000
FLUOR CORP NEWCOM34341210216,409213,387SH SOLE 213,38700
FMC TECHNOLOGIES INCCOM30249U1011,96432,164SH SOLE 32,16400
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS34441910615,817168,900SH SOLE 168,90000
FONAR CORPCOM NEW34443740532526,637SH SOLE 26,63700
FOOT LOCKER INCCOM34484910467,2781,326,456SH SOLE 1,326,45600
FORD MTR CO DELCOM PAR $0.0134537086030,0411,742,490SH SOLE 1,742,49000
FOREST LABS INCCOM345838106243,0812,455,366SH SOLE 2,455,36600
FOREST OIL CORPCOM PAR $0.013460917051,666730,592SH SOLE 730,59200
FORMFACTOR INCCOM3463751087,438893,963SH SOLE 893,96300
FORRESTER RESH INCCOM34656310948612,839SH SOLE 12,83900
FORT DEARBORN INCOME SECS INCOM34720010748332,438SH SOLE 32,43800
FORTINET INCCOM34959E1093,066122,019SH SOLE 122,01900
FORTUNE BRANDS HOME & SEC INCOM34964C1065,273132,056SH SOLE 132,05600
FORUM ENERGY TECHNOLOGIES INCOM34984V10066318,200SH SOLE 18,20000
FORWARD AIR CORPCOM3498531012024,230SH SOLE 4,23000
FOSSIL GROUP INCCOM34988V10631,657302,880SH SOLE 302,88000
FOSTER L B COCOM35006010966912,365SH SOLE 12,36500
FRANKLIN ELEC INCCOM35351410248011,902SH SOLE 11,90200
FRANKLIN RES INCCOM35461310111,234194,217SH SOLE 194,21700
FRANKLIN STREET PPTYS CORPCOM35471R10638730,795SH SOLE 30,79500
FRANKLIN TEMPLETON LTD DUR ICOM35472T10168552,398SH SOLE 52,39800
FREDS INCCL A3561081003,241211,968SH SOLE 211,96800
FREEPORT-MCMORAN COPPER & GOCOM35671D85717,775486,986SH SOLE 486,98600
FRONTIER COMMUNICATIONS CORPCOM35906A1087,4311,272,500SH SOLE 1,272,50000
FTD COS INCCOM30281V1086,855215,641SH SOLE 215,64100
FUEL SYS SOLUTIONS INCCOM35952W10380071,800SH SOLE 71,80000
FUELCELL ENERGY INCCOM35952H1061,141475,370SH SOLE 475,37000
FULTON FINL CORP PACOM3602711005,807468,681SH SOLE 468,68100
FURIEX PHARMACEUTICALS INCCOM36106P10179,154745,469SH SOLE 745,46900
FURMANITE CORPORATIONCOM36108610131427,000SH SOLE 27,00000
FUSION-IO INCCOM36112J1079,678856,500SH SOLE 856,50000
FUTUREFUEL CORPORATIONCOM36116M1061,28077,141SH SOLE 77,14100
FXCM INCCOM CL A30269310634022,757SH SOLE 22,75700
G & K SVCS INCCL A3612681057,376141,652SH SOLE 141,65200
GABELLI HLTHCARE & WELLNESSSHS36246K10315915,443SH SOLE 15,44300
GAIN CAP HLDGS INCCOM36268W10030138,283SH SOLE 38,28300
GALLAGHER ARTHUR J & COCOM3635761093,43073,600SH SOLE 73,60000
GAMCO INVESTORS INCCOM3614381047769,344SH SOLE 9,34400
GAMESTOP CORP NEWCL A36467W109135,7583,354,535SH SOLE 3,354,53500
GAMING & LEISURE PPTYS INCCOM36467J10832,764964,498SH SOLE 964,49800
GANNETT INCCOM36473010131,6401,010,527SH SOLE 1,010,52700
GAP INC DELCOM364760108101,6912,446,254SH SOLE 2,446,25400
GARTNER INCCOM36665110715,675222,273SH SOLE 222,27300
GASTAR EXPL INC NEWCOM36729W20251158,697SH SOLE 58,69700
GATX CORPCOM36144810387113,013SH SOLE 13,01300
GENCORP INCCOM36868210099652,168SH SOLE 52,16800
GENCORP INCSDCV 4.062%12/3368682AN025,19511,825,000PRN SOLE 11,825,00000
GENERAC HLDGS INCCOM3687361042,42049,660SH SOLE 49,66000
GENERAL AMERN INVS INCCOM3688021042025,483SH SOLE 5,48300
GENERAL CABLE CORP DEL NEWCOM3693001086,681260,376SH SOLE 260,37600
GENERAL CABLE CORP DEL NEWFRNT 4.500%11/1369300AL27,4037,450,000PRN SOLE 7,450,00000
GENERAL DYNAMICS CORPCOM36955010828,188241,851SH SOLE 241,85100
GENERAL ELECTRIC COCOM369604103131,8935,018,760SH SOLE 5,018,76000
GENERAL GROWTH PPTYS INC NEWCOM37002310312,254520,139SH SOLE 520,13900
GENERAL MLS INCCOM37033410435,813681,641SH SOLE 681,64100
GENERAL MTRS CO*W EXP 12/31/20137045V134895356,485SH SOLE 356,48500
GENERAL MTRS COCOM37045V1006,407176,490SH SOLE 176,49000
GENESCO INCCOM3715321026257,609SH SOLE 7,60900
GENESEE & WYO INCCL A3715591051,67615,965SH SOLE 15,96500
GENESIS ENERGY L PUNIT LTD PARTN3719271045419,660SH SOLE 9,66000
GENMARK DIAGNOSTICS INCCOM37230910415811,694SH SOLE 11,69400
GENTEX CORPCOM3719011093,718127,820SH SOLE 127,82000
GENTHERM INCCOM37253A1033,05268,657SH SOLE 68,65700
GENTIVA HEALTH SERVICES INCCOM37247A10214,921990,796SH SOLE 990,79600
GENUINE PARTS COCOM37246010518,356209,068SH SOLE 209,06800
GENWORTH FINL INCCOM CL A37247D10625,2071,448,667SH SOLE 1,448,66700
GERDAU S ASPON ADR REP PFD37373710517,7993,021,900SH SOLE 3,021,90000
GERON CORPCOM374163103540168,270SH SOLE 168,27000
GFI GROUP INCCOM36165220932697,406SH SOLE 97,40600
GIBRALTAR INDS INCCOM3746891075,363345,809SH SOLE 345,80900
G-III APPAREL GROUP LTDCOM36237H1016,09074,576SH SOLE 74,57600
GILEAD SCIENCES INCCOM37555810380,355969,185SH SOLE 969,18500
GILEAD SCIENCES INCNOTE 1.625% 5/0375558AP811,4883,150,000PRN SOLE 3,150,00000
GLACIER BANCORP INC NEWCOM37637Q1051,74761,574SH SOLE 61,57400
GLADSTONE CAPITAL CORPCOM37653510011811,740SH SOLE 11,74000
GLADSTONE INVT CORPCOM37654610710514,142SH SOLE 14,14200
GLATFELTERCOM3773161041,08040,714SH SOLE 40,71400
GLIMCHER RLTY TRSH BEN INT37930210272867,240SH SOLE 67,24000
GLOBAL CASH ACCESS HLDGS INCCOM3789671033,304371,251SH SOLE 371,25100
GLOBAL DEFENSE & NATL SEC SYCOM37953N1089,161895,500SH SOLE 895,50000
GLOBAL EAGLE ENTMT INCCOM37951D10243635,200SH SOLE 35,20000
GLOBAL PMTS INCCOM37940X1021,40619,300SH SOLE 19,30000
GLOBE SPECIALTY METALS INCCOM37954N2064,642223,400SH SOLE 223,40000
GLOBUS MED INCCL A3795772086,057253,200SH SOLE 253,20000
GLORI ENERGY INC*W EXP 04/14/201379606114409330,000SH SOLE 330,00000
GLU MOBILE INCCOM3798901061,843368,554SH SOLE 368,55400
GNC HLDGS INCCOM CL A36191G1074,123120,897SH SOLE 120,89700
GOLD FIELDS LTD NEWSPONSORED ADR38059T10612533,632SH SOLE 33,63200
GOLD RESOURCE CORPCOM38068T10520340,100SH SOLE 40,10000
GOLDCORP INC NEWCOM38095640991532,800SH SOLE 32,80000
GOLDCORP INC NEWNOTE 2.000% 8/0380956AB8502500,000PRN SOLE 500,00000
GOLDMAN SACHS GROUP INCCOM38141G10437,858226,099SH SOLE 226,09900
GOODRICH PETE CORPCOM NEW38241040582029,700SH SOLE 29,70000
GOODRICH PETE CORPNOTE 5.000%10/0382410AC21,7301,675,000PRN SOLE 1,675,00000
GOODYEAR TIRE & RUBR COCOM38255010141,3071,486,950SH SOLE 1,486,95000
GOOGLE INCCL A38259P508207,371354,680SH SOLE 354,68000
GOOGLE INCCL C38259P706119,860208,351SH SOLE 208,35100
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A10349019,300SH SOLE 19,30000
GRACE W R & CO DEL NEWCOM38388F10824,957264,008SH SOLE 264,00800
GRAFTECH INTL LTDCOM3843131021,189113,683SH SOLE 113,68300
GRAHAM HLDGS COCOM38463710433,71046,942SH SOLE 46,94200
GRAINGER W W INCCOM3848021045,00219,672SH SOLE 19,67200
GRAMERCY PPTY TR INCCOM38489R10024640,653SH SOLE 40,65300
GRAND CANYON ED INCCOM38526M1063,19369,462SH SOLE 69,46200
GRAPHIC PACKAGING HLDG COCOM38868910195181,251SH SOLE 81,25100
GRAY TELEVISION INCCOM3893751062,388181,889SH SOLE 181,88900
GREAT LAKES DREDGE & DOCK COCOM39060710926833,500SH SOLE 33,50000
GREAT PLAINS ENERGY INCCOM3911641002,01074,800SH SOLE 74,80000
GREATBATCH INCCOM39153L1066,661135,781SH SOLE 135,78100
GREEN PLAINS INCCOM39322210414,245433,360SH SOLE 433,36000
GREENBRIER COS INCCOM3936571011,84332,000SH SOLE 32,00000
GREENHILL & CO INCCOM3952591043507,100SH SOLE 7,10000
GRIFFON CORPCOM39843310210812,048SH SOLE 12,04800
GROUPON INCCOM CL A39947310719,2792,912,276SH SOLE 2,912,27600
GRUPO FINANCIERO SANTANDER MSPON ADR SHS B40053C1055,785435,640SH SOLE 435,64000
GRUPO TELEVISA SASPON ADR REP ORD40049J20637,5751,095,153SH SOLE 1,095,15300
GSV CAP CORPCOM36191J10114113,336SH SOLE 13,33600
GT ADVANCED TECHNOLOGIES INCCOM36191U1062,671143,576SH SOLE 143,57600
GT ADVANCED TECHNOLOGIES INCNOTE 3.000%10/036191UAA417,0036,825,000PRN SOLE 6,825,00000
GTX INC DELCOM40052B108228165,400SH SOLE 165,40000
GUESS INCCOM40161710521,278788,083SH SOLE 788,08300
GUGGENHEIM BLD AMR BDS MANGCOM40166410724010,907SH SOLE 10,90700
GULF ISLAND FABRICATION INCCOM40230710233115,390SH SOLE 15,39000
GULFPORT ENERGY CORPCOM NEW4026353045,86993,449SH SOLE 93,44900
H & E EQUIPMENT SERVICES INCCOM4040301082,01955,547SH SOLE 55,54700
HAIN CELESTIAL GROUP INCCOM4052171007087,980SH SOLE 7,98000
HALLIBURTON COCOM406216101194,9292,745,094SH SOLE 2,745,09400
HALOZYME THERAPEUTICS INCCOM40637H10964264,955SH SOLE 64,95500
HANCOCK HLDG COCOM4101201091,01728,792SH SOLE 28,79200
HANCOCK JOHN PREMUIM DIV FDCOM SH BEN INT41013T1052,117155,788SH SOLE 155,78800
HANCOCK JOHN TAX-ADV DIV INCCOM41013V1002,208105,488SH SOLE 105,48800
HANESBRANDS INCCOM41034510235,142356,993SH SOLE 356,99300
HANGER INCCOM NEW41043F20835711,361SH SOLE 11,36100
HANMI FINL CORPCOM NEW4104952043,010142,773SH SOLE 142,77300
HANNON ARMSTRONG SUST INFR CCOM41068X10017612,300SH SOLE 12,30000
HANOVER INS GROUP INCCOM41086710512,131192,094SH SOLE 192,09400
HARBINGER GROUP INCCOM41146A10698677,657SH SOLE 77,65700
HARLEY DAVIDSON INCCOM4128221083,58551,320SH SOLE 51,32000
HARMAN INTL INDS INCCOM41308610936,170336,685SH SOLE 336,68500
HARMONIC INCCOM4131601025,424727,013SH SOLE 727,01300
HARMONY GOLD MNG LTDSPONSORED ADR4132163005,5131,856,125SH SOLE 1,856,12500
HARRIS CORP DELCOM41387510529,480389,171SH SOLE 389,17100
HARSCO CORPCOM41586410716,228609,387SH SOLE 609,38700
HARTFORD FINL SVCS GROUP INCCOM4165151048,292231,564SH SOLE 231,56400
HARVEST NATURAL RESOURCES INCOM41754V1037314,578SH SOLE 14,57800
HASBRO INCCOM41805610716,470310,465SH SOLE 310,46500
HAVERTY FURNITURE INCCOM4195961014,222168,014SH SOLE 168,01400
HAWAIIAN ELEC INDUSTRIESCOM41987010041016,200SH SOLE 16,20000
HAWAIIAN HOLDINGS INCCOM41987910195369,493SH SOLE 69,49300
HAWAIIAN HOLDINGS INCNOTE 5.000% 3/1419879AD31,269700,000PRN SOLE 700,00000
HAYNES INTERNATIONAL INCCOM NEW4208772014688,275SH SOLE 8,27500
HCA HOLDINGS INCCOM40412C1019,220163,528SH SOLE 163,52800
HCC INS HLDGS INCCOM40413210211,098226,765SH SOLE 226,76500
HCI GROUP INCCOM40416E1033,17678,223SH SOLE 78,22300
HCP INCCOM40414L10923,374564,869SH SOLE 564,86900
HD SUPPLY HLDGS INCCOM40416M1052167,600SH SOLE 7,60000
HDFC BANK LTDADR REPS 3 SHS40415F10126,187559,320SH SOLE 559,32000
HEADWATERS INCCOM42210P10220214,516SH SOLE 14,51600
HEALTH CARE REIT INCCOM42217K10626,641425,096SH SOLE 425,09600
HEALTH CARE REIT INCNOTE 3.000%12/042217KAR731,13825,175,000PRN SOLE 25,175,00000
HEALTH CARE REIT INCPFD PER CON I42217K60122,408384,075SH SOLE 384,07500
HEALTH NET INCCOM42222G10854,4591,311,000SH SOLE 1,311,00000
HEALTHCARE RLTY TRCOM4219461041,51959,764SH SOLE 59,76400
HEALTHCARE SVCS GRP INCCOM4219061082217,518SH SOLE 7,51800
HEALTHCARE TR AMER INCCL A42225P1052,232185,400SH SOLE 185,40000
HEALTHSOUTH CORPCOM NEW4219243095,283147,284SH SOLE 147,28400
HEALTHSTREAM INCCOM42222N1032309,455SH SOLE 9,45500
HEALTHWAYS INCCOM42224510048127,434SH SOLE 27,43400
HEALTHWAYS INCNOTE 1.500% 7/0422245AB63,8503,500,000PRN SOLE 3,500,00000
HEARTLAND EXPRESS INCCOM4223471041,48769,700SH SOLE 69,70000
HEARTLAND PMT SYS INCCOM42235N10843210,474SH SOLE 10,47400
HECLA MNG COCOM422704106793229,900SH SOLE 229,90000
HEIDRICK & STRUGGLES INTL INCOM42281910229115,704SH SOLE 15,70400
HELIX ENERGY SOLUTIONS GRP ICOM42330P10714,475550,154SH SOLE 550,15400
HELMERICH & PAYNE INCCOM42345210137,425322,321SH SOLE 322,32100
HENNESSY CAP ACQUISITION COR*W EXP 01/23/201425886116405900,000SH SOLE 900,00000
HENNESSY CAP ACQUISITION CORCOM4258861088,766900,000SH SOLE 900,00000
HENRY JACK & ASSOC INCCOM4262811017,244121,896SH SOLE 121,89600
HERCULES OFFSHORE INCCOM4270931094611,395SH SOLE 11,39500
HERCULES TECH GROWTH CAP INCCOM42709650824815,370SH SOLE 15,37000
HERITAGE FINL CORP WASHCOM42722X1061,924119,608SH SOLE 119,60800
HERON THERAPEUTICS INCCOM42774610292475,000SH SOLE 75,00000
HERSHA HOSPITALITY TRSH BEN INT A427825104693103,299SH SOLE 103,29900
HERSHEY COCOM42786610853,091545,246SH SOLE 545,24600
HERTZ GLOBAL HOLDINGS INCCOM42805T1055,315189,622SH SOLE 189,62200
HESS CORPCOM42809H107187,0951,891,946SH SOLE 1,891,94600
HEWLETT PACKARD COCOM428236103171,7315,098,895SH SOLE 5,098,89500
HEXCEL CORP NEWCOM4282911084,327105,800SH SOLE 105,80000
HF2 FINL MGMT INCCL A40421A10415,0041,456,730SH SOLE 1,456,73000
HFF INCCL A40418F1082,73373,479SH SOLE 73,47900
HHGREGG INCCOM42833L1081,310128,828SH SOLE 128,82800
HIGHWOODS PPTYS INCCOM4312841081,75741,887SH SOLE 41,88700
HILL ROM HLDGS INCCOM43147510219,530470,488SH SOLE 470,48800
HILLENBRAND INCCOM43157110852416,064SH SOLE 16,06400
HILLSHIRE BRANDS COCOM432589109118,4281,900,930SH SOLE 1,900,93000
HILLTOP HOLDINGS INCCOM4327481011,79484,379SH SOLE 84,37900
HILTON WORLDWIDE HLDGS INCCOM43300A1043,362144,300SH SOLE 144,30000
HNI CORPCOM40425110043211,052SH SOLE 11,05200
HOLLY ENERGY PARTNERS L PCOM UT LTD PTN4357631073289,530SH SOLE 9,53000
HOLLYFRONTIER CORPCOM43610610813,402306,757SH SOLE 306,75700
HOME BANCSHARES INCCOM4368932003,935119,897SH SOLE 119,89700
HOME DEPOT INCCOM437076102146,6701,811,636SH SOLE 1,811,63600
HOME PROPERTIES INCCOM4373061032,66041,594SH SOLE 41,59400
HOMEAWAY INCCOM43739Q1003,485100,100SH SOLE 100,10000
HOMESTREET INCCOM43785V10268637,365SH SOLE 37,36500
HONEYWELL INTL INCCOM43851610652,247562,101SH SOLE 562,10100
HORACE MANN EDUCATORS CORP NCOM44032710421,161676,730SH SOLE 676,73000
HORMEL FOODS CORPCOM44045210052,2211,058,167SH SOLE 1,058,16700
HORSEHEAD HLDG CORPCOM4406943051,12661,671SH SOLE 61,67100
HOSPITALITY PPTYS TRCOM SH BEN INT44106M1022,24773,900SH SOLE 73,90000
HOST HOTELS & RESORTS INCCOM44107P10411,337515,091SH SOLE 515,09100
HOVNANIAN ENTERPRISES INCCL A44248720336170,070SH SOLE 70,07000
HOWARD HUGHES CORPCOM44267D1077,52247,660SH SOLE 47,66000
HSN INCCOM4043031097,177121,143SH SOLE 121,14300
HUB GROUP INCCL A4433201063587,100SH SOLE 7,10000
HUBBELL INCCL B44351020112,896104,719SH SOLE 104,71900
HUDSON CITY BANCORPCOM443683107198,06420,148,963SH SOLE 20,148,96300
HUDSON PAC PPTYS INCCOM4440971091,28750,800SH SOLE 50,80000
HUMANA INCCOM444859102227,0081,777,389SH SOLE 1,777,38900
HUNT J B TRANS SVCS INCCOM4456581075,03268,200SH SOLE 68,20000
HUNTINGTON BANCSHARES INCCOM44615010418,7431,964,629SH SOLE 1,964,62900
HUNTINGTON BANCSHARES INCPFD CONV SER A4461504011,064800SH SOLE 80000
HUNTINGTON INGALLS INDS INCCOM44641310617,091180,688SH SOLE 180,68800
HUNTSMAN CORPCOM4470111079,332332,100SH SOLE 332,10000
HURON CONSULTING GROUP INCCOM4474621022,18430,835SH SOLE 30,83500
HUTCHINSON TECHNOLOGY INCCOM4484071061,803721,300SH SOLE 721,30000
HYATT HOTELS CORPCOM CL A44857910287214,300SH SOLE 14,30000
HYPERION THERAPEUTICS INCCOM44915N10127210,409SH SOLE 10,40900
HYSTER YALE MATLS HANDLING ICL A44917210510,617119,914SH SOLE 119,91400
IAC INTERACTIVECORPCOM PAR $.00144919P50889,6601,295,109SH SOLE 1,295,10900
IBERIABANK CORPCOM4508281086899,963SH SOLE 9,96300
ICAD INCCOM NEW44934S20612719,800SH SOLE 19,80000
ICF INTL INCCOM44925C1031,39139,326SH SOLE 39,32600
ICG GROUP INCCOM44928D10896746,300SH SOLE 46,30000
ICICI BK LTDADR45104G10427,849558,087SH SOLE 558,08700
ICONIX BRAND GROUP INCCOM4510551071,62437,828SH SOLE 37,82800
ICU MED INCCOM44930G1073,49457,459SH SOLE 57,45900
IDACORP INCCOM4511071064,92085,084SH SOLE 85,08400
IDENIX PHARMACEUTICALS INCCOM45166R20472,9243,025,872SH SOLE 3,025,87200
IDERA PHARMACEUTICALS INCCOM NEW45168K306418144,215SH SOLE 144,21500
IDEX CORPCOM45167R1043,48843,200SH SOLE 43,20000
IDEXX LABS INCCOM45168D1043,75128,083SH SOLE 28,08300
IDT CORPCL B NEW4489475072,393137,350SH SOLE 137,35000
IGATE CORPCOM45169U1053,48495,751SH SOLE 95,75100
IGI LABS INCCOM44957510930557,500SH SOLE 57,50000
IHS INCCL A4517341076785,000SH SOLE 5,00000
ILLINOIS TOOL WKS INCCOM4523081096,27671,675SH SOLE 71,67500
ILLUMINA INCCOM4523271096,80838,131SH SOLE 38,13100
ILLUMINA INCNOTE 0.250% 3/1452327AD116,7267,775,000PRN SOLE 7,775,00000
IMMERSION CORPCOM4525211073,912307,570SH SOLE 307,57000
IMMUNOGEN INCCOM45253H10127423,127SH SOLE 23,12700
IMMUNOMEDICS INCCOM45290710830784,200SH SOLE 84,20000
IMPAX LABORATORIES INCCOM45256B1014,205140,200SH SOLE 140,20000
INCONTACT INCCOM45336E10929632,200SH SOLE 32,20000
INCYTE CORPCOM45337C1025,60499,288SH SOLE 99,28800
INDEPENDENT BANK CORP MICHCOM NEW45383860953841,838SH SOLE 41,83800
INDEPENDENT BK GROUP INCCOM45384B1064187,500SH SOLE 7,50000
INFINITY PPTY & CAS CORPCOM45665Q1037,590112,895SH SOLE 112,89500
INFORMATICA CORPCOM45666Q1021,27635,791SH SOLE 35,79100
INFORMATION SERVICES GROUP ICOM45675Y10447999,561SH SOLE 99,56100
INFOSYS LTDSPONSORED ADR45678810863,1321,174,115SH SOLE 1,174,11500
INGRAM MICRO INCCL A45715310461,6782,111,539SH SOLE 2,111,53900
INGREDION INCCOM45718710224,861331,300SH SOLE 331,30000
INLAND REAL ESTATE CORPCOM NEW4574612009,937934,766SH SOLE 934,76600
INLAND REAL ESTATE CORPNOTE 5.000%11/1457461AC5223198,000PRN SOLE 198,00000
INNERWORKINGS INCCOM45773Y10511413,364SH SOLE 13,36400
INNOPHOS HOLDINGS INCCOM45774N1083255,647SH SOLE 5,64700
INNOSPEC INCCOM45768S1052,77664,303SH SOLE 64,30300
INOVIO PHARMACEUTICALS INCCOM NEW45773H20175669,901SH SOLE 69,90100
INPHI CORPCOM45772F10716311,100SH SOLE 11,10000
INSIGHT ENTERPRISES INCCOM45765U10316,373532,626SH SOLE 532,62600
INSMED INCCOM PAR $.0145766930762131,090SH SOLE 31,09000
INSPERITY INCCOM45778Q10783925,415SH SOLE 25,41500
INSTALLED BLDG PRODS INCCOM45780R1011,336109,064SH SOLE 109,06400
INSULET CORPCOM45784P1011,90648,048SH SOLE 48,04800
INSYS THERAPEUTICS INC NEWCOM NEW45824V2091,22939,352SH SOLE 39,35200
INTEGRATED DEVICE TECHNOLOGYCOM45811810620,2681,310,988SH SOLE 1,310,98800
INTEGRATED SILICON SOLUTIONCOM45812P10720213,683SH SOLE 13,68300
INTEGRYS ENERGY GROUP INCCOM45822P10536,258509,741SH SOLE 509,74100
INTEL CORPCOM458140100129,3674,186,638SH SOLE 4,186,63800
INTELIQUENT INCCOM45825N1071,19486,111SH SOLE 86,11100
INTER PARFUMS INCCOM45833410950116,970SH SOLE 16,97000
INTERACTIVE BROKERS GROUP INCOM45841N10785936,900SH SOLE 36,90000
INTERACTIVE INTELLIGENCE GROCOM45841V10989916,016SH SOLE 16,01600
INTERCEPT PHARMACEUTICALS INCOM45845P1081,8567,843SH SOLE 7,84300
INTERCONTINENTAL EXCHANGE INCOM45866F1042,17311,502SH SOLE 11,50200
INTERDIGITAL INCCOM45867G1011,69935,550SH SOLE 35,55000
INTERMUNE INCCOM45884X1037,626172,726SH SOLE 172,72600
INTERNATIONAL BANCSHARES CORCOM4590441036,429238,123SH SOLE 238,12300
INTERNATIONAL BUSINESS MACHSCOM45920010178,769434,537SH SOLE 434,53700
INTERNATIONAL FLAVORS&FRAGRACOM45950610116,854161,627SH SOLE 161,62700
INTERNATIONAL GAME TECHNOLOGCOM4599021021,620101,800SH SOLE 101,80000
INTERNATIONAL RECTIFIER CORPCOM4602541058,417301,697SH SOLE 301,69700
INTERPUBLIC GROUP COS INCCOM46069010072,1333,697,243SH SOLE 3,697,24300
INTERSIL CORPCL A46069S10911,181747,912SH SOLE 747,91200
INTERVAL LEISURE GROUP INCCOM46113M10827612,600SH SOLE 12,60000
INTL PAPER COCOM46014610318,440365,367SH SOLE 365,36700
INTRALINKS HLDGS INCCOM46118H10452058,508SH SOLE 58,50800
INTUITCOM46120210315,751195,595SH SOLE 195,59500
INVACARE CORPCOM4612031014,123224,429SH SOLE 224,42900
INVACARE CORPSDCV 4.125% 2/0461203AD32,6062,500,000PRN SOLE 2,500,00000
INVENSENSE INCCOM46123D2051,69874,854SH SOLE 74,85400
INVENTURE FOODS INCCOM46121210212511,100SH SOLE 11,10000
INVESCO ADVANTAGE MUNICIPALSH BEN INT46132E10372864,151SH SOLE 64,15100
INVESCO BD FDCOM46132L1071,52579,515SH SOLE 79,51500
INVESCO CALIF VALUE MUN INCCOM46132H10656245,433SH SOLE 45,43300
INVESCO DYNAMIC CR OPP FDCOM46132R10439430,431SH SOLE 30,43100
INVESCO MORTGAGE CAPITAL INCCOM46131B1001,45583,800SH SOLE 83,80000
INVESCO MUN TRCOM46131J1031,309104,549SH SOLE 104,54900
INVESCO MUNI INCOME OPP TRSTCOM46132X10117425,040SH SOLE 25,04000
INVESCO QUALITY MUNI INC TRSCOM46133G10787471,138SH SOLE 71,13800
INVESCO TR INVT GRADE MUNSCOM46131M1061,03179,121SH SOLE 79,12100
INVESCO VALUE MUN INCOME TRCOM46132P10845230,181SH SOLE 30,18100
INVESTMENT TECHNOLOGY GRP NECOM46145F10511,040653,999SH SOLE 653,99900
INVESTORS BANCORP INC NEWCOM46146L10162556,587SH SOLE 56,58700
INVESTORS REAL ESTATE TRSH BEN INT4617301031,179128,049SH SOLE 128,04900
ION GEOPHYSICAL CORPCOM4620441082,390566,300SH SOLE 566,30000
IPG PHOTONICS CORPCOM44980X1092914,233SH SOLE 4,23300
IROBOT CORPCOM46272610051212,494SH SOLE 12,49400
IRON MTN INCCOM4628461061,39139,245SH SOLE 39,24500
ISIS PHARMACEUTICALS INCCOM4643301095,024145,847SH SOLE 145,84700
ISORAY INCCOM46489V10429895,600SH SOLE 95,60000
ISTAR FINL INCNOTE 3.000%11/145031UBR16,4584,550,000PRN SOLE 4,550,00000
ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210648,6123,380,519SH SOLE 3,380,51900
ITC HLDGS CORPCOM4656851051,81749,800SH SOLE 49,80000
ITRON INCCOM4657411063,09076,190SH SOLE 76,19000
ITT CORP NEWCOM NEW45091120158,1291,208,497SH SOLE 1,208,49700
IXIACOM45071R10931027,125SH SOLE 27,12500
J & J SNACK FOODS CORPCOM4660321091,52316,184SH SOLE 16,18400
J2 GLOBAL INCCOM48123V10284216,562SH SOLE 16,56200
J2 GLOBAL INCNOTE 3.250% 6/148123VAC624,97524,500,000PRN SOLE 24,500,00000
JABIL CIRCUIT INCCOM46631310343,2072,067,319SH SOLE 2,067,31900
JACK IN THE BOX INCCOM4663671099,640161,095SH SOLE 161,09500
JACOBS ENGR GROUP INC DELCOM4698141077,400138,883SH SOLE 138,88300
JAKKS PAC INCCOM47012E10613016,829SH SOLE 16,82900
JANUS CAP GROUP INCCOM47102X10557446,000SH SOLE 46,00000
JARDEN CORPCOM4711091089,325157,127SH SOLE 157,12700
JDS UNIPHASE CORPCOM PAR $0.00146612J50712,281984,872SH SOLE 984,87200
JETBLUE AIRWAYS CORPCOM47714310117,1837,344,410SH SOLE 7,344,41000
JETBLUE AIRWAYS CORPDBCV 6.750%10/1477143AF812,9635,800,000PRN SOLE 5,800,00000
JOHN BEAN TECHNOLOGIES CORPCOM4778391042,97395,945SH SOLE 95,94500
JOHN HANCOCK HDG EQ & INC FDCOM47804L10268436,866SH SOLE 36,86600
JOHNSON & JOHNSONCOM478160104381,3243,644,848SH SOLE 3,644,84800
JOHNSON CTLS INCCOM47836610779,1721,585,657SH SOLE 1,585,65700
JONES LANG LASALLE INCCOM48020Q1071,2519,900SH SOLE 9,90000
JOURNAL COMMUNICATIONS INCCL A48113010235740,286SH SOLE 40,28600
JOY GLOBAL INCCOM4811651081,22519,900SH SOLE 19,90000
JPMORGAN CHASE & COCOM46625H100148,2562,572,987SH SOLE 2,572,98700
JUNIPER NETWORKS INCCOM48203R10433,6711,372,100SH SOLE 1,372,10000
KADANT INCCOM48282T1042837,370SH SOLE 7,37000
KAISER ALUMINUM CORPCOM PAR $0.0148300770489312,254SH SOLE 12,25400
KAMAN CORPCOM4835481032656,193SH SOLE 6,19300
KANSAS CITY SOUTHERNCOM NEW4851703021,30112,100SH SOLE 12,10000
KAPSTONE PAPER & PACKAGING CCOM48562P1035,500166,026SH SOLE 166,02600
KAR AUCTION SVCS INCCOM48238T10947815,000SH SOLE 15,00000
KATE SPADE & COCOM4858651092,27959,762SH SOLE 59,76200
KBR INCCOM48242W10622,304935,160SH SOLE 935,16000
KCAP FINL INCCOM48668E10132137,800SH SOLE 37,80000
KELLOGG COCOM48783610810,734163,372SH SOLE 163,37200
KELLY SVCS INCCL A4881522081,11564,937SH SOLE 64,93700
KEMPER CORP DELCOM48840110058815,946SH SOLE 15,94600
KENNAMETAL INCCOM48917010075416,300SH SOLE 16,30000
KENNEDY-WILSON HLDGS INCCOM4893981071,50756,200SH SOLE 56,20000
KERYX BIOPHARMACEUTICALS INCCOM4925151011,44593,979SH SOLE 93,97900
KEURIG GREEN MTN INCCOM49271M10020,954168,160SH SOLE 168,16000
KEY ENERGY SVCS INCCOM4929141061,055115,447SH SOLE 115,44700
KEYCORP NEWCOM493267108140,7719,823,512SH SOLE 9,823,51200
KEYCORP NEWPFD 7.75% SR A4932674052,62520,000SH SOLE 20,00000
KEYW HLDG CORPCOM49372310013610,819SH SOLE 10,81900
KFORCE INCCOM4937321012,05795,003SH SOLE 95,00300
KILROY RLTY CORPCOM49427F1081,55725,000SH SOLE 25,00000
KIMBALL INTL INCCL B49427410347728,535SH SOLE 28,53500
KIMBERLY CLARK CORPCOM494368103169,4341,523,412SH SOLE 1,523,41200
KIMCO RLTY CORPCOM49446R1097,895343,541SH SOLE 343,54100
KINDER MORGAN ENERGY PARTNERUT LTD PARTNER4945501066137,451SH SOLE 7,45100
KINDER MORGAN INC DELCOM49456B1011,73747,900SH SOLE 47,90000
KINDRED HEALTHCARE INCCOM4945801033,654158,175SH SOLE 158,17500
KINROSS GOLD CORPCOM NO PAR496902404440106,400SH SOLE 106,40000
KIRBY CORPCOM4972661062,26119,299SH SOLE 19,29900
KIRKLANDS INCCOM49749810597852,727SH SOLE 52,72700
KLA-TENCOR CORPCOM48248010052,588723,950SH SOLE 723,95000
KNIGHT TRANSN INCCOM4990641031,02743,200SH SOLE 43,20000
KNOWLES CORPCOM49926D10925,366825,180SH SOLE 825,18000
KODIAK OIL & GAS CORPCOM50015Q1006,998480,962SH SOLE 480,96200
KOHLBERG CAPITAL CORPNOTE 8.750% 3/1500233AB75,0804,375,000PRN SOLE 4,375,00000
KOHLS CORPCOM50025510426,313499,482SH SOLE 499,48200
KONA GRILL INCCOM50047H20122711,700SH SOLE 11,70000
KOPPERS HOLDINGS INCCOM50060P1061,04527,317SH SOLE 27,31700
KORN FERRY INTLCOM NEW5006432005,091173,335SH SOLE 173,33500
KRAFT FOODS GROUP INCCOM50076Q1063,23153,901SH SOLE 53,90100
KRATON PERFORMANCE POLYMERSCOM50077C1061,90885,200SH SOLE 85,20000
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B2072,854365,915SH SOLE 365,91500
KRISPY KREME DOUGHNUTS INCCOM50101410427717,325SH SOLE 17,32500
KROGER COCOM50104410131,626639,805SH SOLE 639,80500
KT CORPSPONSORED ADR48268K1014,079269,421SH SOLE 269,42100
KULICKE & SOFFA INDS INCCOM50124210115310,735SH SOLE 10,73500
KYTHERA BIOPHARMACEUTICALS ICOM5015701051,20131,300SH SOLE 31,30000
L BRANDS INCCOM5017971041,15219,646SH SOLE 19,64600
L-3 COMMUNICATIONS HLDGS INCCOM50242410426,258217,458SH SOLE 217,45800
LA Z BOY INCCOM5053361072,356101,685SH SOLE 101,68500
LABORATORY CORP AMER HLDGSCOM NEW50540R4093,85237,617SH SOLE 37,61700
LACLEDE GROUP INCCOM5055971041,28026,371SH SOLE 26,37100
LADENBURG THALMAN FIN SVCS ICOM50575Q102520165,145SH SOLE 165,14500
LAKELAND FINL CORPCOM51165610057114,956SH SOLE 14,95600
LAM RESEARCH CORPCOM51280710855,807825,799SH SOLE 825,79900
LAMAR ADVERTISING COCL A51281510165212,300SH SOLE 12,30000
LANCASTER COLONY CORPCOM5138471037,15975,229SH SOLE 75,22900
LANDS END INC NEWCOM51509F10521,181630,764SH SOLE 630,76400
LANDSTAR SYS INCCOM5150981015,47285,500SH SOLE 85,50000
LANNET INCCOM5160121013,16163,702SH SOLE 63,70200
LAS VEGAS SANDS CORPCOM51783410718,916248,182SH SOLE 248,18200
LASALLE HOTEL PPTYSCOM SH BEN INT5179421087,498212,479SH SOLE 212,47900
LATAM AIRLS GROUP S ASPONSORED ADR51817R1061,00574,900SH SOLE 74,90000
LATTICE SEMICONDUCTOR CORPCOM51841510410,5211,275,300SH SOLE 1,275,30000
LAUDER ESTEE COS INCCL A5184391046,65189,569SH SOLE 89,56900
LAYNE CHRISTENSEN COCOM52105010413310,008SH SOLE 10,00800
LEAR CORPCOM NEW52186520435,009391,954SH SOLE 391,95400
LEE ENTERPRISES INCCOM523768109598134,331SH SOLE 134,33100
LEGG MASON INCCOM52490110511,102216,368SH SOLE 216,36800
LEGGETT & PLATT INCCOM5246601071,40040,836SH SOLE 40,83600
LEIDOS HLDGS INCCOM52532710214,464377,267SH SOLE 377,26700
LENNAR CORPCL A52605710491521,800SH SOLE 21,80000
LENNOX INTL INCCOM52610710714,914166,503SH SOLE 166,50300
LEUCADIA NATL CORPCOM52728810420,652787,647SH SOLE 787,64700
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3085,562126,678SH SOLE 126,67800
LEVY ACQUISITION CORP*W EXP 11/19/20152748T1125181,125,000SH SOLE 1,125,00000
LEVY ACQUISITION CORPCOM52748T10421,8252,250,000SH SOLE 2,250,00000
LEXINGTON REALTY TRUSTCOM52904310180973,514SH SOLE 73,51400
LEXMARK INTL NEWCL A52977110749,5391,028,629SH SOLE 1,028,62900
LG DISPLAY CO LTDSPONS ADR REP50186V1024,908311,200SH SOLE 311,20000
LIBERATOR MEDICAL HLDGS INCCOM53012L108493131,500SH SOLE 131,50000
LIBERTY ALL STAR EQUITY FDSH BEN INT53015810445475,563SH SOLE 75,56300
LIBERTY INTERACTIVE CORPINT COM SER A53071M1042,15573,400SH SOLE 73,40000
LIBERTY MEDIA CORP DELAWARECL A53122910225,496186,540SH SOLE 186,54000
LIBERTY PPTY TRSH BEN INT5311721042,22358,600SH SOLE 58,60000
LIFELOCK INCCOM53224V1001,525109,264SH SOLE 109,26400
LIFEPOINT HOSPITALS INCCOM53219L1091,43723,136SH SOLE 23,13600
LIGAND PHARMACEUTICALS INCCOM NEW53220K5041,45023,277SH SOLE 23,27700
LILLY ELI & COCOM532457108119,3021,918,959SH SOLE 1,918,95900
LINCOLN ELEC HLDGS INCCOM53390010612,607180,406SH SOLE 180,40600
LINCOLN NATL CORP INDCOM53418710924,629478,789SH SOLE 478,78900
LINEAR TECHNOLOGY CORPCOM5356781064,38193,066SH SOLE 93,06600
LINKEDIN CORPCOM CL A53578A1081,1896,935SH SOLE 6,93500
LIONBRIDGE TECHNOLOGIES INCCOM53625210932254,200SH SOLE 54,20000
LIONS GATE ENTMNT CORPCOM NEW53591920335112,298SH SOLE 12,29800
LITHIA MTRS INCCL A5367971032,33224,795SH SOLE 24,79500
LITTELFUSE INCCOM5370081041,27313,700SH SOLE 13,70000
LIVE NATION ENTERTAINMENT INCOM5380341093,087125,050SH SOLE 125,05000
LIVEDEAL INCCOM NEW538144304528120,800SH SOLE 120,80000
LIVEPERSON INCCOM53814610121621,297SH SOLE 21,29700
LKQ CORPCOM5018892083,417128,015SH SOLE 128,01500
LMP REAL ESTATE INCOME FD INCOM50208C10854547,332SH SOLE 47,33200
LOCKHEED MARTIN CORPCOM53983010957,575358,212SH SOLE 358,21200
LOEWS CORPCOM54042410826,650605,544SH SOLE 605,54400
LOGMEIN INCCOM54142L1091,17925,300SH SOLE 25,30000
LORAL SPACE & COMMUNICATNS ICOM5438811067,14698,313SH SOLE 98,31300
LORILLARD INCCOM5441471013,07650,453SH SOLE 50,45300
LOUISIANA PAC CORPCOM5463471051,20079,919SH SOLE 79,91900
LOWES COS INCCOM54866110751,1831,066,545SH SOLE 1,066,54500
LPL FINL HLDGS INCCOM50212V10014,763296,800SH SOLE 296,80000
LTC PPTYS INCCOM5021751026,413164,273SH SOLE 164,27300
LULULEMON ATHLETICA INCCOM5500211092,03650,300SH SOLE 50,30000
LUMOS NETWORKS CORPCOM55028310536625,293SH SOLE 25,29300
LYDALL INC DELCOM55081910642415,506SH SOLE 15,50600
LYON WILLIAM HOMESCL A NEW5520747002167,100SH SOLE 7,10000
M & T BK CORPCOM55261F10440,102323,272SH SOLE 323,27200
M D C HLDGS INCCOM5526761082227,345SH SOLE 7,34500
M/I HOMES INCNOTE 3.000% 3/055292PAB12,9582,700,000PRN SOLE 2,700,00000
M/I HOMES INCNOTE 3.250% 9/155292PAA33,6152,875,000PRN SOLE 2,875,00000
MACERICH COCOM5543821012,77041,500SH SOLE 41,50000
MACK CALI RLTY CORPCOM55448910442319,700SH SOLE 19,70000
MACYS INCCOM55616P10490,7581,564,261SH SOLE 1,564,26100
MADDEN STEVEN LTDCOM5562691081,08331,586SH SOLE 31,58600
MADISON CVRED CALL & EQ STRCOM557437100925105,217SH SOLE 105,21700
MADISON SQUARE GARDEN COCL A55826P1003,43855,048SH SOLE 55,04800
MAGELLAN HEALTH INCCOM NEW5590792073,50256,262SH SOLE 56,26200
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801067308,690SH SOLE 8,69000
MAGNUM HUNTER RES CORP DELCOM55973B1021,599195,027SH SOLE 195,02700
MANHATTAN ASSOCS INCCOM56275010910,769312,785SH SOLE 312,78500
MANITEX INTL INCCOM56342010840624,978SH SOLE 24,97800
MANITOWOC INCCOM5635711083,24098,587SH SOLE 98,58700
MANNKIND CORPCOM56400P20155850,775SH SOLE 50,77500
MANNKIND CORPNOTE 5.750% 8/156400PAC63,7642,295,000PRN SOLE 2,295,00000
MANPOWERGROUP INCCOM56418H100101,4441,195,569SH SOLE 1,195,56900
MANULIFE FINL CORPCOM56501R10622111,100SH SOLE 11,10000
MARATHON OIL CORPCOM565849106108,2312,711,205SH SOLE 2,711,20500
MARATHON PETE CORPCOM56585A10276,229976,422SH SOLE 976,42200
MARCHEX INCCL B56624R10868156,647SH SOLE 56,64700
MARINEMAX INCCOM56790810825115,000SH SOLE 15,00000
MARKEL CORPCOM5705351043,2985,030SH SOLE 5,03000
MARKETAXESS HLDGS INCCOM57060D1083,65767,652SH SOLE 67,65200
MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN5707591005247,314SH SOLE 7,31400
MARLIN MIDSTREAM PARTNERS LPCOM UTLTD PTN IN57118V10021310,437SH SOLE 10,43700
MARRIOTT VACATIONS WRLDWDE CCOM57164Y1071,79530,609SH SOLE 30,60900
MARSH & MCLENNAN COS INCCOM57174810210,829208,979SH SOLE 208,97900
MARTEN TRANS LTDCOM57307510860026,846SH SOLE 26,84600
MARTHA STEWART LIVING OMNIMECL A57308310221846,400SH SOLE 46,40000
MARTIN MARIETTA MATLS INCCOM5732841066074,600SH SOLE 4,60000
MARTIN MIDSTREAM PRTNRS L PUNIT L P INT5733311053438,334SH SOLE 8,33400
MASCO CORPCOM5745991067,465336,281SH SOLE 336,28100
MASTEC INCCOM5763231093,523114,310SH SOLE 114,31000
MASTEC INCNOTE 4.250%12/1576323AM110,0475,025,000PRN SOLE 5,025,00000
MASTERCARD INCCL A57636Q104155,3772,114,840SH SOLE 2,114,84000
MATADOR RES COCOM5764852058,087276,193SH SOLE 276,19300
MATERION CORPCOM5766901014,349117,570SH SOLE 117,57000
MATRIX SVC COCOM5768531058,149248,531SH SOLE 248,53100
MATTEL INCCOM5770811028,992230,748SH SOLE 230,74800
MATTHEWS INTL CORPCL A5771281012586,200SH SOLE 6,20000
MATTSON TECHNOLOGY INCCOM577223100340155,168SH SOLE 155,16800
MAXIM INTEGRATED PRODS INCCOM57772K10118,082534,800SH SOLE 534,80000
MAXIMUS INCCOM5779331041,09725,507SH SOLE 25,50700
MAXLINEAR INCCL A57776J10019919,800SH SOLE 19,80000
MAXWELL TECHNOLOGIES INCCOM57776710661140,400SH SOLE 40,40000
MB FINANCIAL INC NEWCOM55264U10853519,785SH SOLE 19,78500
MCCLATCHY COCL A579489105602108,490SH SOLE 108,49000
MCCORMICK & CO INCCOM NON VTG57978020614,202198,380SH SOLE 198,38000
MCDERMOTT INTL INCCOM5800371092,169268,100SH SOLE 268,10000
MCDONALDS CORPCOM58013510128,807285,950SH SOLE 285,95000
MCGRATH RENTCORPCOM5805891093088,383SH SOLE 8,38300
MCGRAW HILL FINL INCCOM58064510931,123374,840SH SOLE 374,84000
MCKESSON CORPCOM58155Q103233,1411,252,033SH SOLE 1,252,03300
MDC PARTNERS INCCL A SUB VTG5526971045,808270,245SH SOLE 270,24500
MDU RES GROUP INCCOM5526901096,228177,445SH SOLE 177,44500
MEAD JOHNSON NUTRITION COCOM5828391062,88430,951SH SOLE 30,95100
MEADOWBROOK INS GROUP INCCOM58319P10812317,099SH SOLE 17,09900
MEADOWBROOK INS GROUP INCDBCV 5.000% 3/158319PAC23,9623,725,000PRN SOLE 3,725,00000
MEADWESTVACO CORPCOM5833341073,31374,850SH SOLE 74,85000
MECHEL OAOSPONSORED ADR5838401033114,200SH SOLE 14,20000
MEDALLION FINL CORPCOM58392810616212,995SH SOLE 12,99500
MEDASSETS INCCOM58404510865528,671SH SOLE 28,67100
MEDICAL ACTION INDS INCCOM58449L1002,496181,796SH SOLE 181,79600
MEDICAL PPTYS TRUST INCCOM58463J3041,28997,360SH SOLE 97,36000
MEDICINES COCOM58468810546916,135SH SOLE 16,13500
MEDIDATA SOLUTIONS INCCOM58471A1052,35955,110SH SOLE 55,11000
MEDIFAST INCCOM58470H1012,55684,041SH SOLE 84,04100
MEDIVATION INCCOM58501N1012,59033,600SH SOLE 33,60000
MEDNAX INCCOM58502B1063,95468,000SH SOLE 68,00000
MEDTRONIC INCCOM585055106182,7442,866,125SH SOLE 2,866,12500
MEETME INCCOM5851411044315,800SH SOLE 15,80000
MENS WEARHOUSE INCCOM5871181001,81432,500SH SOLE 32,50000
MENTOR GRAPHICS CORPCOM5872001068,113376,129SH SOLE 376,12900
MERCANTILE BANK CORPCOM5873761041,43462,665SH SOLE 62,66500
MERCK & CO INC NEWCOM58933Y105196,8453,402,679SH SOLE 3,402,67900
MERCURY SYS INCCOM58937810818716,500SH SOLE 16,50000
MEREDITH CORPCOM5894331014288,850SH SOLE 8,85000
MERGE HEALTHCARE INCCOM5894991028235,946SH SOLE 35,94600
MERGEWORTHRX CORPCOM58952R1066,541798,700SH SOLE 798,70000
MERIDIAN BIOSCIENCE INCCOM58958410127913,540SH SOLE 13,54000
MERIT MED SYS INCCOM58988910425716,990SH SOLE 16,99000
MERITAGE HOMES CORPCOM59001A10247611,282SH SOLE 11,28200
MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR33,0882,925,000PRN SOLE 2,925,00000
MERITOR INCCOM59001K1001,418108,740SH SOLE 108,74000
META FINL GROUP INCCOM59100U1083027,554SH SOLE 7,55400
METHODE ELECTRS INCCOM59152020014,869389,146SH SOLE 389,14600
METLIFE INCCOM59156R10838,834698,948SH SOLE 698,94800
METTLER TOLEDO INTERNATIONALCOM5926881051,7847,048SH SOLE 7,04800
MFA FINL INCCOM55272X10226532,317SH SOLE 32,31700
MFS INVT GRADE MUN TRSH BEN INT59318B10824826,751SH SOLE 26,75100
MFS MUN INCOME TRSH BEN INT55273810612418,758SH SOLE 18,75800
MGE ENERGY INCCOM55277P10444511,267SH SOLE 11,26700
MGIC INVT CORP WISCOM5528481034,690507,611SH SOLE 507,61100
MGIC INVT CORP WISNOTE 2.000% 4/0552848AE385,18157,025,000PRN SOLE 57,025,00000
MGIC INVT CORP WISNOTE 5.000% 5/0552848AD546,21539,500,000PRN SOLE 39,500,00000
MGM RESORTS INTERNATIONALCOM5529531013,109117,767SH SOLE 117,76700
MGM RESORTS INTERNATIONALNOTE 4.250% 4/155303QAE064,78144,050,000PRN SOLE 44,050,00000
MICROCHIP TECHNOLOGY INCCOM5950171042,23545,789SH SOLE 45,78900
MICROCHIP TECHNOLOGY INCSDCV 2.125%12/1595017AB0203,142106,045,000PRN SOLE 106,045,00000
MICRON TECHNOLOGY INCCOM59511210358,0871,762,890SH SOLE 1,762,89000
MICRON TECHNOLOGY INCNOTE 2.125% 2/1595112AV523,6417,775,000PRN SOLE 7,775,00000
MICRON TECHNOLOGY INCNOTE 2.375% 5/0595112AW3154,30644,775,000PRN SOLE 44,775,00000
MICRON TECHNOLOGY INCNOTE 3.125% 5/0595112AX187,19325,854,000PRN SOLE 25,854,00000
MICROS SYS INCCOM59490110020,172297,085SH SOLE 297,08500
MICROSOFT CORPCOM594918104261,3436,267,209SH SOLE 6,267,20900
MICROSTRATEGY INCCL A NEW5949724081,3669,716SH SOLE 9,71600
MID-AMER APT CMNTYS INCCOM59522J1035,25171,882SH SOLE 71,88200
MIDDLEBY CORPCOM5962781011,92523,268SH SOLE 23,26800
MILLER ENERGY RES INCCOM60052710554384,841SH SOLE 84,84100
MILLER HERMAN INCCOM6005441001,28042,315SH SOLE 42,31500
MIMEDX GROUP INCCOM60249610139255,291SH SOLE 55,29100
MINERALS TECHNOLOGIES INCCOM6031581064,21864,323SH SOLE 64,32300
MINES MGMT INCCOM6034321052119,104SH SOLE 19,10400
MISTRAS GROUP INCCOM60649T10730712,500SH SOLE 12,50000
MITCHAM INDS INCCOM60650110415511,100SH SOLE 11,10000
MITEK SYS INCCOM NEW60671020014443,203SH SOLE 43,20300
MKS INSTRUMENT INCCOM55306N1048,237263,678SH SOLE 263,67800
MOBILE MINI INCCOM60740F1051,78837,327SH SOLE 37,32700
MOBILE TELESYSTEMS OJSCSPONSORED ADR6074091098,068408,730SH SOLE 408,73000
MODINE MFG COCOM6078281006,083386,480SH SOLE 386,48000
MODUSLINK GLOBAL SOLUTIONS ICOM60786L107412110,135SH SOLE 110,13500
MOHAWK INDS INCCOM6081901048,94064,620SH SOLE 64,62000
MOLINA HEALTHCARE INCNOTE 3.750%10/060855RAA84,1242,875,000PRN SOLE 2,875,00000
MOLSON COORS BREWING COCL B60871R2091,59421,500SH SOLE 21,50000
MOMENTA PHARMACEUTICALS INCCOM60877T1004,797397,100SH SOLE 397,10000
MONARCH CASINO & RESORT INCCOM60902710727017,849SH SOLE 17,84900
MONDELEZ INTL INCCL A60920710545,1721,201,061SH SOLE 1,201,06100
MONMOUTH REAL ESTATE INVT COCL A60972010715115,035SH SOLE 15,03500
MONOLITHIC PWR SYS INCCOM60983910589121,043SH SOLE 21,04300
MONOTYPE IMAGING HOLDINGS INCOM61022P1003,715131,879SH SOLE 131,87900
MONRO MUFFLER BRAKE INCCOM6102361011,24023,314SH SOLE 23,31400
MONSANTO CO NEWCOM61166W1019,54476,513SH SOLE 76,51300
MONSTER BEVERAGE CORPCOM61174010149,735700,203SH SOLE 700,20300
MONSTER WORLDWIDE INCCOM611742107696106,356SH SOLE 106,35600
MOODYS CORPCOM6153691059,653110,113SH SOLE 110,11300
MOOG INCCL A6153942027,862107,868SH SOLE 107,86800
MORGAN STANLEYCOM NEW61744644815,503479,513SH SOLE 479,51300
MORGAN STANLEY EMER MKTS FDCOM61744G10731619,684SH SOLE 19,68400
MORGAN STANLEY TRUSTSINCOME SECS INC61745P8741,62590,046SH SOLE 90,04600
MORGANS HOTEL GROUP COCOM61748W1081,009127,259SH SOLE 127,25900
MOSAIC CO NEWCOM61945C1032,11642,800SH SOLE 42,80000
MOTORCAR PTS AMER INCCOM62007110082833,997SH SOLE 33,99700
MOTOROLA SOLUTIONS INCCOM NEW6200763073,01745,320SH SOLE 45,32000
MOVADO GROUP INCCOM6245801062,20652,938SH SOLE 52,93800
MOVE INCCOM NEW62458M20722215,000SH SOLE 15,00000
MPLX LPCOM UNIT REP LTD55336V1002273,520SH SOLE 3,52000
MRC GLOBAL INCCOM55345K1036,849242,105SH SOLE 242,10500
MSA SAFETY INCCOM5534981065559,661SH SOLE 9,66100
MSC INDL DIRECT INCCL A5535301061,16112,135SH SOLE 12,13500
MSCI INCCOM55354G1001,04522,800SH SOLE 22,80000
MTR GAMING GROUP INCCOM5537691001,232230,367SH SOLE 230,36700
MTS SYS CORPCOM5537771035808,553SH SOLE 8,55300
MUELLER INDS INCCOM6247561023,280111,533SH SOLE 111,53300
MUELLER WTR PRODS INCCOM SER A6247581082,352272,256SH SOLE 272,25600
MULTI COLOR CORPCOM6253831043869,644SH SOLE 9,64400
MULTIMEDIA GAMES HLDG CO INCCOM6254531051,08136,461SH SOLE 36,46100
MURPHY OIL CORPCOM62671710244,061662,770SH SOLE 662,77000
MURPHY USA INCCOM62675510246,091942,747SH SOLE 942,74700
MWI VETERINARY SUPPLY INCCOM55402X1052,23715,755SH SOLE 15,75500
MYERS INDS INCCOM62846410955127,426SH SOLE 27,42600
MYLAN INCCOM6285301079,905192,113SH SOLE 192,11300
MYR GROUP INC DELCOM55405W1045,951234,922SH SOLE 234,92200
MYRIAD GENETICS INCCOM62855J10455,0611,414,720SH SOLE 1,414,72000
NACCO INDS INCCL A6295791031,94238,383SH SOLE 38,38300
NANOMETRICS INCCOM63007710522712,425SH SOLE 12,42500
NANOSPHERE INCCOM63009F1052213,870SH SOLE 13,87000
NANOVIRICIDES INCCOM NEW63008720334782,100SH SOLE 82,10000
NASDAQ OMX GROUP INCCOM6311031082,92575,743SH SOLE 75,74300
NATIONAL FUEL GAS CO N JCOM6361801011,10414,100SH SOLE 14,10000
NATIONAL HEALTH INVS INCCOM63633D1041,96831,455SH SOLE 31,45500
NATIONAL OILWELL VARCO INCCOM63707110174,792908,223SH SOLE 908,22300
NATIONAL PENN BANCSHARES INCCOM6371381081,426134,780SH SOLE 134,78000
NATIONAL RETAIL PPTYS INCCOM6374171061,60143,047SH SOLE 43,04700
NATIONSTAR MTG HLDGS INCCOM63861C10976521,074SH SOLE 21,07400
NATURAL GAS SERVICES GROUPCOM63886Q10934110,300SH SOLE 10,30000
NATUS MEDICAL INC DELCOM6390501031,19747,600SH SOLE 47,60000
NAUTILUS INCCOM63910B10261655,568SH SOLE 55,56800
NAVIDEA BIOPHARMACEUTICALS ICOM63937X10310067,700SH SOLE 67,70000
NAVIENT CORPCOM63938C10883,5824,719,475SH SOLE 4,719,47500
NAVIGANT CONSULTING INCCOM63935N1075,742329,058SH SOLE 329,05800
NAVISTAR INTL CORP NEWNOTE 3.000%10/163934EAL21,4931,475,000PRN SOLE 1,475,00000
NBT BANCORP INCCOM6287781025,776240,467SH SOLE 240,46700
NCI BUILDING SYS INCCOM NEW62885220438319,736SH SOLE 19,73600
NCR CORP NEWCOM62886E1084,109117,098SH SOLE 117,09800
NEENAH PAPER INCCOM64007910973413,808SH SOLE 13,80800
NEKTAR THERAPEUTICSCOM6402681082,377185,400SH SOLE 185,40000
NELNET INCCL A64031N1089,913239,279SH SOLE 239,27900
NEOGEN CORPCOM64049110646311,450SH SOLE 11,45000
NEOSTEM INCCOM PAR $.00164065040425338,800SH SOLE 38,80000
NETAPP INCCOM64110D10470,0801,918,949SH SOLE 1,918,94900
NETFLIX INCCOM64110L10616,23136,839SH SOLE 36,83900
NETLIST INCCOM64118P1092519,500SH SOLE 19,50000
NETSCOUT SYS INCCOM64115T1044,639104,631SH SOLE 104,63100
NETSOL TECHNOLOGIES INCCOM PAR $.00164115A40210226,400SH SOLE 26,40000
NETSUITE INCCOM64118Q1071,62118,656SH SOLE 18,65600
NEUBERGER BERMAN HGH YLD FDCOM64128C10616111,613SH SOLE 11,61300
NEURALSTEM INCCOM64127R302751177,900SH SOLE 177,90000
NEUROCRINE BIOSCIENCES INCCOM64125C1092,879194,000SH SOLE 194,00000
NEUSTAR INCCL A64126X2011,76667,861SH SOLE 67,86100
NEW AMER HIGH INCOME FD INCCOM NEW64187680014714,596SH SOLE 14,59600
NEW JERSEY RESCOM6460251061,71630,021SH SOLE 30,02100
NEW MEDIA INVT GROUP INCCOM64704V1063,592254,603SH SOLE 254,60300
NEW RESIDENTIAL INVT CORPCOM64828T10217,8862,839,065SH SOLE 2,839,06500
NEW YORK & CO INCCOM6492951029926,800SH SOLE 26,80000
NEW YORK CMNTY BANCORP INCCOM6494451034,974311,278SH SOLE 311,27800
NEW YORK TIMES COCL A6501111071,780117,012SH SOLE 117,01200
NEWCASTLE INVT CORPCOM65105M10815,1323,159,165SH SOLE 3,159,16500
NEWELL RUBBERMAID INCCOM65122910617,902577,673SH SOLE 577,67300
NEWFIELD EXPL COCOM65129010835,960813,570SH SOLE 813,57000
NEWLINK GENETICS CORPCOM6515111071,07040,309SH SOLE 40,30900
NEWMARKET CORPCOM6515871072,2515,742SH SOLE 5,74200
NEWMONT MINING CORPCOM6516391067,434292,223SH SOLE 292,22300
NEWPARK RES INCCOM PAR $.01NEW6517185049,068727,735SH SOLE 727,73500
NEWS CORP NEWCL A65249B10938,3872,139,717SH SOLE 2,139,71700
NEXSTAR BROADCASTING GROUP ICL A65336K1031,71933,302SH SOLE 33,30200
NEXTERA ENERGY INCCOM65339F10115,419150,461SH SOLE 150,46100
NEXTERA ENERGY INCUNIT 09/01/201565339F88717,364266,725SH SOLE 266,72500
NEXTERA ENERGY INCUNIT 99/99/999965339F86146,385812,775SH SOLE 812,77500
NIC INCCOM62914B1001,39487,974SH SOLE 87,97400
NICHOLAS FINANCIAL INCCOM NEW65373J20918,7551,306,032SH SOLE 1,306,03200
NIKE INCCL B6541061039,826126,706SH SOLE 126,70600
NISOURCE INCCOM65473P1053,68893,757SH SOLE 93,75700
NN INCCOM62933710674429,090SH SOLE 29,09000
NOBLE ENERGY INCCOM65504410514,720190,038SH SOLE 190,03800
NORDION INCCOM65563C10564,2115,112,318SH SOLE 5,112,31800
NORDSON CORPCOM65566310280210,000SH SOLE 10,00000
NORDSTROM INCCOM6556641001,22318,000SH SOLE 18,00000
NORFOLK SOUTHERN CORPCOM65584410819,015184,561SH SOLE 184,56100
NORTH VALLEY BANCORPCOM NEW66304M2043,185146,184SH SOLE 146,18400
NORTHEAST UTILSCOM6643971061,70936,158SH SOLE 36,15800
NORTHERN TR CORPCOM6658591043,33151,874SH SOLE 51,87400
NORTHROP GRUMMAN CORPCOM666807102214,5591,793,518SH SOLE 1,793,51800
NORTHWEST BANCSHARES INC MDCOM66734010320915,400SH SOLE 15,40000
NORTHWEST BIOTHERAPEUTICS INCOM PAR $0.00166737P60035853,400SH SOLE 53,40000
NORTHWEST NAT GAS COCOM66765510452011,022SH SOLE 11,02200
NORTHWESTERN CORPCOM NEW6680743053,20061,312SH SOLE 61,31200
NOVAVAX INCCOM6700021041,003217,205SH SOLE 217,20500
NOVELLUS SYS INCNOTE 2.625% 5/1670008AD382,92540,875,000PRN SOLE 40,875,00000
NOW INCCOM67011P10014,582402,702SH SOLE 402,70200
NPS PHARMACEUTICALS INCCOM62936P10311,566349,951SH SOLE 349,95100
NRG ENERGY INCCOM NEW6293775081,20932,500SH SOLE 32,50000
NU SKIN ENTERPRISES INCCL A67018T10537,157502,397SH SOLE 502,39700
NUANCE COMMUNICATIONS INCCOM67020Y10046124,555SH SOLE 24,55500
NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF72,0072,000,000PRN SOLE 2,000,00000
NUCOR CORPCOM6703461052,68454,490SH SOLE 54,49000
NUSTAR ENERGY LPUNIT COM67058H1023555,726SH SOLE 5,72600
NUTRI SYS INC NEWCOM67069D1081,03260,306SH SOLE 60,30600
NUVASIVE INCCOM6707041052,36166,385SH SOLE 66,38500
NUVEEN AMT-FREE MUN INCOME FCOM6706571052,109156,489SH SOLE 156,48900
NUVEEN ARIZ PREM INCOME MUNCOM67061W10426819,727SH SOLE 19,72700
NUVEEN BUILD AMER BD FDCOM67074C1031,19358,217SH SOLE 58,21700
NUVEEN CAL AMT-FREE MUN INCCOM6706511081,36099,642SH SOLE 99,64200
NUVEEN CONN PREM INCOME MUNCOM67060D10769554,946SH SOLE 54,94600
NUVEEN CR STRATEGIES INCM FDCOM SHS67073D10265069,393SH SOLE 69,39300
NUVEEN DIVERSIFIED DIV INCMCOM6706EP10567254,789SH SOLE 54,78900
NUVEEN DIVID ADV MUN FD 3COM SH BEN INT67070X1012,057150,390SH SOLE 150,39000
NUVEEN DIVID ADVANTAGE MUN FCOM67066V1011,36096,206SH SOLE 96,20600
NUVEEN DIVID ADVANTAGE MUN ICOM67071L1061,492105,402SH SOLE 105,40200
NUVEEN GLOBAL EQUITY INCOMECOM6706EH1031,30088,265SH SOLE 88,26500
NUVEEN INTER DURATION MN TMFCOM6706711061,25299,477SH SOLE 99,47700
NUVEEN INVT QUALITY MUN FD ICOM67062E10346931,945SH SOLE 31,94500
NUVEEN MD PREM INCOME MUN FDCOM67061Q1071,24896,891SH SOLE 96,89100
NUVEEN MUN ADVANTAGE FD INCCOM67062H1061,956145,519SH SOLE 145,51900
NUVEEN MUN MKT OPPORTUNITY FCOM67062W1031,588118,915SH SOLE 118,91500
NUVEEN MUN OPPORTUNITY FD INCOM6709841031,637116,018SH SOLE 116,01800
NUVEEN N C PREM INCOME MUN FCOM67060P10083763,345SH SOLE 63,34500
NUVEEN NJ INVT QUALITY MUN FCOM67097110075054,613SH SOLE 54,61300
NUVEEN NJ PREM INCOME MUN FDCOM67101N10638627,298SH SOLE 27,29800
NUVEEN NY AMT FREE MUN INCOMCOM6706561071,21592,675SH SOLE 92,67500
NUVEEN NY DIVID ADVNTG MUN FCOM67066X10736126,260SH SOLE 26,26000
NUVEEN NY PERFORM PLUS MUN FCOM67062R10424116,681SH SOLE 16,68100
NUVEEN PA INVT QUALITY MUN FCOM6709721081,06076,275SH SOLE 76,27500
NUVEEN PERFORMANCE PLUS MUNCOM67062P1081,04871,504SH SOLE 71,50400
NUVEEN PFD & INCOME TERM FDCOM67075A10669129,428SH SOLE 29,42800
NUVEEN PFD INCOME OPPRTNY FDCOM67073B1061,749180,304SH SOLE 180,30400
NUVEEN PREM INCOME MUN FDCOM67062T1001,799132,396SH SOLE 132,39600
NUVEEN PREM INCOME MUN FD 2COM67063W1022,728197,113SH SOLE 197,11300
NUVEEN PREM INCOME MUN FD 4COM6706K410553141,377SH SOLE 41,37700
NUVEEN PREMIER MUN INCOME FDCOM67098810459343,491SH SOLE 43,49100
NUVEEN QUALITY INCOME MUN FDCOM6709771072,416176,073SH SOLE 176,07300
NUVEEN QUALITY MUN FD INCCOM67062N1031,451110,706SH SOLE 110,70600
NUVEEN QUALITY PFD INC FD 3COM67072W101927106,791SH SOLE 106,79100
NUVEEN QUALITY PFD INCOME FDCOM67071S1012,384280,088SH SOLE 280,08800
NUVEEN QUALITY PFD INCOME FDCOM67072C1055,297586,653SH SOLE 586,65300
NUVEEN SELECT QUALITY MUN FDCOM6709731061,27491,906SH SOLE 91,90600
NUVEEN TAX ADVANTAGED DIV GRCOM67073G10535121,512SH SOLE 21,51200
NUVEEN VA PREM INCOME MUN FDCOM67064R10250337,736SH SOLE 37,73600
NVIDIA CORPCOM67066G104118,3786,385,025SH SOLE 6,385,02500
NVR INCCOM62944T1053,4523,000SH SOLE 3,00000
NXSTAGE MEDICAL INCCOM67072V10317412,100SH SOLE 12,10000
O REILLY AUTOMOTIVE INC NEWCOM67103H10739,077259,473SH SOLE 259,47300
OASIS PETE INC NEWCOM6742151081,11119,874SH SOLE 19,87400
OCCIDENTAL PETE CORP DELCOM67459910582,265801,572SH SOLE 801,57200
OCEAN PWR TECHNOLOGIES INCCOM NEW6748703088551,700SH SOLE 51,70000
OCEANEERING INTL INCCOM67523210232,295413,354SH SOLE 413,35400
OCLARO INCCOM NEW67555N206254115,600SH SOLE 115,60000
OCWEN FINL CORPCOM NEW6757463091,64844,430SH SOLE 44,43000
ODYSSEY MARINE EXPLORATION ICOM6761181024024,100SH SOLE 24,10000
OFFICE DEPOT INCCOM67622010626746,854SH SOLE 46,85400
OFG BANCORPCOM67103X10272239,221SH SOLE 39,22100
OGE ENERGY CORPCOM67083710314,702376,210SH SOLE 376,21000
OHR PHARMACEUTICAL INCCOM NEW67778H20012513,100SH SOLE 13,10000
OIL STS INTL INCCOM67802610523,574367,831SH SOLE 367,83100
OLD DOMINION FGHT LINES INCCOM67958010013,244207,981SH SOLE 207,98100
OLD NATL BANCORP INDCOM6800331071,518106,306SH SOLE 106,30600
OLD REP INTL CORPCOM6802231044,808290,687SH SOLE 290,68700
OLIN CORPCOM PAR $16806652051,88469,980SH SOLE 69,98000
OM GROUP INCCOM67087210055417,087SH SOLE 17,08700
OMEGA HEALTHCARE INVS INCCOM6819361003,02582,063SH SOLE 82,06300
OMEGA PROTEIN CORPCOM68210P10732523,734SH SOLE 23,73400
OMEROS CORPCOM68214310291752,700SH SOLE 52,70000
OMNIAMERICAN BANCORP INCCOM68216R10714,131565,238SH SOLE 565,23800
OMNICARE CAP TR IIPFD B TR 4.00%68214Q2006,95184,900SH SOLE 84,90000
OMNICARE INCCOM68190410821,826327,870SH SOLE 327,87000
OMNICELL INCCOM68213N10996433,588SH SOLE 33,58800
OMNICOM GROUP INCCOM68191910621,516302,100SH SOLE 302,10000
OMNIVISION TECHNOLOGIES INCCOM6821281039,458430,300SH SOLE 430,30000
ON ASSIGNMENT INCCOM6821591081,23934,826SH SOLE 34,82600
ON SEMICONDUCTOR CORPCOM68218910520,5362,246,854SH SOLE 2,246,85400
ONCOTHYREON INCCOM6823241089529,200SH SOLE 29,20000
ONE GAS INCCOM68235P10829,183773,067SH SOLE 773,06700
ONEOK INC NEWCOM68268010331,360460,628SH SOLE 460,62800
ONEOK PARTNERS LPUNIT LTD PARTN68268N1033566,078SH SOLE 6,07800
OPENTABLE INCCOM68372A1041,07710,400SH SOLE 10,40000
OPKO HEALTH INCCOM68375N10379990,344SH SOLE 90,34400
ORACLE CORPCOM68389X10568,3871,687,325SH SOLE 1,687,32500
ORASURE TECHNOLOGIES INCCOM68554V10885599,300SH SOLE 99,30000
ORBCOMM INCCOM68555P10026440,100SH SOLE 40,10000
ORBITAL SCIENCES CORPCOM6855641065,838197,550SH SOLE 197,55000
ORBITZ WORLDWIDE INCCOM68557K1095,892662,013SH SOLE 662,01300
ORGANOVO HLDGS INCCOM68620A10467080,200SH SOLE 80,20000
ORION ENERGY SYSTEMS INCCOM68627510820049,200SH SOLE 49,20000
ORITANI FINL CORP DELCOM68633D10357237,160SH SOLE 37,16000
OSHKOSH CORPCOM68823920122,539405,897SH SOLE 405,89700
OSI SYSTEMS INCCOM6710441053915,855SH SOLE 5,85500
OSIRIS THERAPEUTICS INC NEWCOM68827R10834922,372SH SOLE 22,37200
OTTER TAIL CORPCOM6896481034,718155,766SH SOLE 155,76600
OVERSTOCK COM INC DELCOM6903701012,960187,681SH SOLE 187,68100
OWENS & MINOR INC NEWCOM6907321023,37799,373SH SOLE 99,37300
OWENS CORNING NEWCOM69074210176119,665SH SOLE 19,66500
OWENS ILL INCCOM NEW69076840355,1611,592,403SH SOLE 1,592,40300
OXFORD INDS INCCOM6914973093735,600SH SOLE 5,60000
P C CONNECTIONCOM69318J10027413,233SH SOLE 13,23300
P T TELEKOMUNIKASI INDONESIASPONSORED ADR7156841069,929238,339SH SOLE 238,33900
PACCAR INCCOM6937181088,691138,320SH SOLE 138,32000
PACIFIC BIOSCIENCES CALIF INCOM69404D10857392,794SH SOLE 92,79400
PACIFIC ETHANOL INCCOM PAR $.00169423U30519412,700SH SOLE 12,70000
PACIFIC SUNWEAR CALIF INCCOM69487310015464,497SH SOLE 64,49700
PACIRA PHARMACEUTICALS INCCOM6951271001,33214,501SH SOLE 14,50100
PACKAGING CORP AMERCOM69515610921,698303,513SH SOLE 303,51300
PACWEST BANCORP DELCOM6952631031,88743,717SH SOLE 43,71700
PAIN THERAPEUTICS INCCOM69562K10028249,100SH SOLE 49,10000
PALL CORPCOM6964293078,864103,804SH SOLE 103,80400
PALO ALTO NETWORKS INCCOM6974351053,98347,500SH SOLE 47,50000
PANDORA MEDIA INCCOM69835410745,0871,528,361SH SOLE 1,528,36100
PANERA BREAD COCL A69840W1082,76818,474SH SOLE 18,47400
PAPA JOHNS INTL INCCOM6988131022,29954,224SH SOLE 54,22400
PAREXEL INTL CORPCOM6994621071,78233,728SH SOLE 33,72800
PARK CITY GROUP INCCOM NEW70021530417916,400SH SOLE 16,40000
PARK OHIO HLDGS CORPCOM70066610065411,250SH SOLE 11,25000
PARKER DRILLING COCOM7010811013,971609,021SH SOLE 609,02100
PARKER HANNIFIN CORPCOM70109410454,177430,903SH SOLE 430,90300
PARKERVISION INCCOM701354102149100,790SH SOLE 100,79000
PATRICK INDS INCCOM7033431031,36229,228SH SOLE 29,22800
PATTERSON COMPANIES INCCOM7033951038,736221,100SH SOLE 221,10000
PATTERSON UTI ENERGY INCCOM70348110155,5741,590,548SH SOLE 1,590,54800
PAYCHEX INCCOM7043261074,570109,950SH SOLE 109,95000
PDC ENERGY INCCOM69327R1011,28020,269SH SOLE 20,26900
PDF SOLUTIONS INCCOM69328210560728,600SH SOLE 28,60000
PDL BIOPHARMA INCCOM69329Y10413,9821,444,460SH SOLE 1,444,46000
PDL BIOPHARMA INCNOTE 2.875% 2/169329YAE42,5521,400,000PRN SOLE 1,400,00000
PDL BIOPHARMA INCNOTE 4.000% 2/069329YAF19,2008,000,000PRN SOLE 8,000,00000
PEABODY ENERGY CORPCOM7045491041,31880,600SH SOLE 80,60000
PEBBLEBROOK HOTEL TRCOM70509V1001,04228,200SH SOLE 28,20000
PEGASYSTEMS INCCOM7055731031,76983,762SH SOLE 83,76200
PENDRELL CORPCOM70686R104265150,656SH SOLE 150,65600
PENN NATL GAMING INCCOM70756910918,6101,532,951SH SOLE 1,532,95100
PENN VA CORPCOM7078821066,360375,213SH SOLE 375,21300
PENN WEST PETE LTD NEWCOM70788710519620,100SH SOLE 20,10000
PENNANTPARK INVT CORPCOM70806210421218,500SH SOLE 18,50000
PENNEY J C INCCOM7081601061,206133,300SH SOLE 133,30000
PENNSYLVANIA RL ESTATE INVTSH BEN INT7091021072,056109,238SH SOLE 109,23800
PENSKE AUTOMOTIVE GRP INCCOM70959W1033226,515SH SOLE 6,51500
PEOPLES UNITED FINANCIAL INCCOM7127041055,175341,116SH SOLE 341,11600
PEPCO HOLDINGS INCCOM713291102122,1424,444,758SH SOLE 4,444,75800
PEPSICO INCCOM713448108127,8231,430,749SH SOLE 1,430,74900
PERCEPTRON INCCOM71361F10018914,800SH SOLE 14,80000
PEREGRINE PHARMACEUTICALS INCOM NEW713661304529281,291SH SOLE 281,29100
PERFICIENT INCCOM71375U10187745,046SH SOLE 45,04600
PERFORMANT FINL CORPCOM71377E10572071,300SH SOLE 71,30000
PERKINELMER INCCOM7140461092,72658,193SH SOLE 58,19300
PERNIX THERAPEUTICS HLDGS INCOM71426V10822224,700SH SOLE 24,70000
PETMED EXPRESS INCCOM7163821061,33298,800SH SOLE 98,80000
PETROCHINA CO LTDSPONSORED ADR71646E10011,67392,976SH SOLE 92,97600
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1017,055451,067SH SOLE 451,06700
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4083,808260,300SH SOLE 260,30000
PETROLEUM & RES CORPCOM7165491004,933158,203SH SOLE 158,20300
PETSMART INCCOM71676810617,663295,374SH SOLE 295,37400
PFIZER INCCOM717081103308,53210,395,297SH SOLE 10,395,29700
PG&E CORPCOM69331C10812,197254,005SH SOLE 254,00500
PGT INCCOM69336V1013,840453,316SH SOLE 453,31600
PHARMACYCLICS INCCOM7169331065,38860,063SH SOLE 60,06300
PHARMERICA CORPCOM71714F10413,002454,785SH SOLE 454,78500
PHH CORPNOTE 6.000% 6/1693320AQ6100,52251,352,000PRN SOLE 51,352,00000
PHILIP MORRIS INTL INCCOM71817210916,764198,843SH SOLE 198,84300
PHILLIPS 66COM718546104195,1782,426,676SH SOLE 2,426,67600
PHILLIPS 66 PARTNERS LPCOM UNIT REP INT7185492072453,244SH SOLE 3,24400
PHOENIX COS INC NEWCOM NEW71902E6042064,257SH SOLE 4,25700
PHOTRONICS INCCOM71940510241247,864SH SOLE 47,86400
PHOTRONICS INCNOTE 5.500%10/0719405AF916,3849,450,000PRN SOLE 9,450,00000
PIEDMONT OFFICE REALTY TR INCOM CL A72019020686745,800SH SOLE 45,80000
PIER 1 IMPORTS INCCOM7202791088,658561,828SH SOLE 561,82800
PIKE CORPCOM72128310972280,600SH SOLE 80,60000
PILGRIMS PRIDE CORP NEWCOM72147K10814,237520,343SH SOLE 520,34300
PINNACLE ENTMT INCCOM72345610944517,690SH SOLE 17,69000
PINNACLE FINL PARTNERS INCCOM72346Q1044,934124,981SH SOLE 124,98100
PINNACLE FOODS INC DELCOM72348P10433,2241,009,848SH SOLE 1,009,84800
PINNACLE WEST CAP CORPCOM72348410134,097589,511SH SOLE 589,51100
PIONEER ENERGY SVCS CORPCOM72366410811,618662,400SH SOLE 662,40000
PIONEER NAT RES COCOM72378710710,91747,504SH SOLE 47,50400
PIPER JAFFRAY COSCOM7240781004,80292,748SH SOLE 92,74800
PITNEY BOWES INCCOM72447910010,207369,539SH SOLE 369,53900
PIXELWORKS INCCOM NEW72581M30564585,200SH SOLE 85,20000
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031054848,056SH SOLE 8,05600
PLANTRONICS INC NEWCOM7274931085,524114,958SH SOLE 114,95800
PLEXUS CORPCOM7291321001,54935,793SH SOLE 35,79300
PLUG POWER INCCOM NEW72919P2021,211258,800SH SOLE 258,80000
PLUM CREEK TIMBER CO INCCOM7292511081,82240,400SH SOLE 40,40000
PLX TECHNOLOGY INCCOM6934171078,4131,300,268SH SOLE 1,300,26800
PMC-SIERRA INCCOM69344F1062,272298,506SH SOLE 298,50600
PNC FINL SVCS GROUP INCCOM693475105110,1091,236,481SH SOLE 1,236,48100
PNM RES INCCOM69349H1079,476323,079SH SOLE 323,07900
POLARIS INDS INCCOM7310681026,81152,294SH SOLE 52,29400
POLYCOM INCCOM73172K10439,1253,122,500SH SOLE 3,122,50000
POLYONE CORPCOM73179P1062,61261,986SH SOLE 61,98600
POLYPORE INTL INCCOM73179V10348710,200SH SOLE 10,20000
POPEYES LA KITCHEN INCCOM73287210698222,473SH SOLE 22,47300
POPULAR INCCOM NEW7331747005,017146,788SH SOLE 146,78800
PORTFOLIO RECOVERY ASSOCS INCOM73640Q10578813,236SH SOLE 13,23600
PORTLAND GEN ELEC COCOM NEW7365088471,72649,787SH SOLE 49,78700
POSCOSPONSORED ADR6934831092,05727,633SH SOLE 27,63300
POST PPTYS INCCOM7374641072,42245,312SH SOLE 45,31200
POTASH CORP SASK INCCOM73755L1072165,700SH SOLE 5,70000
POTLATCH CORP NEWCOM7376301036,880166,179SH SOLE 166,17900
POWER INTEGRATIONS INCCOM7392761031,57827,424SH SOLE 27,42400
POWERSECURE INTL INCCOM73936N1051,631167,477SH SOLE 167,47700
POWERSHARES QQQ TRUSTUNIT SER 173935A1043,44636,700SH SOLE 36,70000
POZEN INCCOM73941U10228233,900SH SOLE 33,90000
PPG INDS INCCOM693506107135,411644,355SH SOLE 644,35500
PPL CORPCOM69351T10615,104425,104SH SOLE 425,10400
PRECISION CASTPARTS CORPCOM7401891057,79030,863SH SOLE 30,86300
PREFERRED BK LOS ANGELES CACOM NEW74036740430913,052SH SOLE 13,05200
PREMIERE GLOBAL SVCS INCCOM74058510445133,810SH SOLE 33,81000
PRESTIGE BRANDS HLDGS INCCOM74112D10172021,242SH SOLE 21,24200
PRICE T ROWE GROUP INCCOM74144T1084124,879SH SOLE 4,87900
PRICELINE GRP INCCOM NEW74150340378,74865,460SH SOLE 65,46000
PRICESMART INCCOM74151110991510,517SH SOLE 10,51700
PRIMERICA INCCOM74164M1083,91881,887SH SOLE 81,88700
PRIMORIS SVCS CORPCOM74164F1031,93367,039SH SOLE 67,03900
PRINCIPAL FINL GROUP INCCOM74251V1023,20063,394SH SOLE 63,39400
PRIVATEBANCORP INCCOM7429621034,138142,381SH SOLE 142,38100
PROASSURANCE CORPCOM74267C1063,44477,566SH SOLE 77,56600
PROCTER & GAMBLE COCOM742718109160,5812,043,272SH SOLE 2,043,27200
PROGENICS PHARMACEUTICALS INCOM7431871067818,100SH SOLE 18,10000
PROGRESS SOFTWARE CORPCOM74331210039016,206SH SOLE 16,20600
PROGRESSIVE CORP OHIOCOM7433151031,93476,257SH SOLE 76,25700
PROLOGIS INCCOM74340W10320,786505,863SH SOLE 505,86300
PROOFPOINT INCCOM7434241031,34936,006SH SOLE 36,00600
PROS HOLDINGS INCCOM74346Y1032469,300SH SOLE 9,30000
PROSPECT CAPITAL CORPORATIONCOM74348T1026,893648,800SH SOLE 648,80000
PROSPERITY BANCSHARES INCCOM7436061056,313100,853SH SOLE 100,85300
PROTECTIVE LIFE CORPCOM743674103110,5821,595,009SH SOLE 1,595,00900
PROTO LABS INCCOM7437131097679,368SH SOLE 9,36800
PROVIDENCE SVC CORPCOM7438151024,099112,019SH SOLE 112,01900
PROVIDENT FINL SVCS INCCOM74386T1053,465200,030SH SOLE 200,03000
PRUDENTIAL FINL INCCOM74432010251,752582,987SH SOLE 582,98700
PS BUSINESS PKS INC CALIFCOM69360J1075,38364,480SH SOLE 64,48000
PSIVIDA CORPCOM74440J10116838,700SH SOLE 38,70000
PTC INCCOM69370C1005,868151,248SH SOLE 151,24800
PUBLIC STORAGECOM74460D10927,927162,985SH SOLE 162,98500
PUBLIC SVC ENTERPRISE GROUPCOM74457310674,6421,829,900SH SOLE 1,829,90000
PULTE GROUP INCCOM74586710153,2832,643,022SH SOLE 2,643,02200
PUMA BIOTECHNOLOGY INCCOM74587V1076,975105,689SH SOLE 105,68900
PUTMAN HIGH INCOME SEC FUNDSHS BEN INT74677910766476,282SH SOLE 76,28200
PUTNAM MANAGED MUN INCOM TRCOM74682310352473,082SH SOLE 73,08200
PUTNAM MUN OPPORTUNITIES TRSH BEN INT7469221031,387118,070SH SOLE 118,07000
PVH CORPCOM6936561002,63922,636SH SOLE 22,63600
PZENA INVESTMENT MGMT INCCLASS A74731Q10333329,800SH SOLE 29,80000
QEP MIDSTREAM PARTNERS LPCOM UNIT RP LTD74735R1152479,585SH SOLE 9,58500
QEP RES INCCOM74733V10064218,600SH SOLE 18,60000
QLOGIC CORPCOM7472771012,809278,369SH SOLE 278,36900
QLT INCCOM7469271022,555413,357SH SOLE 413,35700
QUAKER CHEM CORPCOM7473161071,60820,941SH SOLE 20,94100
QUALCOMM INCCOM74752510366,519839,891SH SOLE 839,89100
QUALITY DISTR INC FLACOM74756M10281354,686SH SOLE 54,68600
QUALYS INCCOM74758T3031,13244,103SH SOLE 44,10300
QUANEX BUILDING PRODUCTS CORCOM74761910433118,522SH SOLE 18,52200
QUANTA SVCS INCCOM74762E1024,422127,880SH SOLE 127,88000
QUANTUM CORPCOM DSSG7479062041814,600SH SOLE 14,60000
QUANTUM CORPNOTE 4.500%11/1747906AJ41,7361,750,000PRN SOLE 1,750,00000
QUARTET MERGER CORPCOM74771710610,8861,080,000SH SOLE 1,080,00000
QUARTET MERGER CORPRIGHT 99/99/99997477172057241,080,000SH SOLE 1,080,00000
QUEST DIAGNOSTICS INCCOM74834L10079813,589SH SOLE 13,58900
QUESTAR CORPCOM7483561022,653106,968SH SOLE 106,96800
QUESTCOR PHARMACEUTICALS INCCOM74835Y10199,5941,076,813SH SOLE 1,076,81300
QUICKLOGIC CORPCOM74837P10851198,900SH SOLE 98,90000
QUICKSILVER RESOURCES INCCOM74837R104904338,600SH SOLE 338,60000
QUIDEL CORPCOM74838J10133215,003SH SOLE 15,00300
RACKSPACE HOSTING INCCOM7500861006,906205,157SH SOLE 205,15700
RADIAN GROUP INCCOM75023610180454,274SH SOLE 54,27400
RADIAN GROUP INCNOTE 2.250% 3/0750236AN155,72637,058,000PRN SOLE 37,058,00000
RADIAN GROUP INCNOTE 3.000%11/1750236AK786,24159,425,000PRN SOLE 59,425,00000
RADIO ONE INCCL D NON VTG75040P40516533,400SH SOLE 33,40000
RADIOSHACK CORPCOM7504381032828,013SH SOLE 28,01300
RADNET INCCOM75049110221131,900SH SOLE 31,90000
RAIT FINANCIAL TRUSTCOM NEW74922760921025,383SH SOLE 25,38300
RALPH LAUREN CORPCL A75121210110,06262,617SH SOLE 62,61700
RAMBUS INC DELCOM7509171061,640114,705SH SOLE 114,70500
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT7514522029,092547,024SH SOLE 547,02400
RAMCO-GERSHENSON PPTYS TRPERP PFD-D CV7514526085,63993,250SH SOLE 93,25000
RANGE RES CORPCOM75281A1093,09235,561SH SOLE 35,56100
RAPTOR PHARMACEUTICAL CORPCOM75382F10658050,191SH SOLE 50,19100
RAVEN INDS INCCOM7542121083219,700SH SOLE 9,70000
RAYMOND JAMES FINANCIAL INCCOM7547301091,16222,900SH SOLE 22,90000
RAYONIER INCCOM7549071031,80950,900SH SOLE 50,90000
RAYTHEON COCOM NEW755111507127,4491,381,566SH SOLE 1,381,56600
RBC BEARINGS INCCOM75524B1044216,566SH SOLE 6,56600
RCS CAP CORPCOM CL A74937W10249923,500SH SOLE 23,50000
REAL GOODS SOLAR INCCL A75601N104433145,306SH SOLE 145,30600
REALNETWORKS INCCOM NEW75605L7088932,490SH SOLE 32,49000
REALTY INCOME CORPCOM7561091042,68260,374SH SOLE 60,37400
RECEPTOS INCCOM75620710663014,800SH SOLE 14,80000
RED HAT INCCOM75657710230,568553,064SH SOLE 553,06400
RED ROBIN GOURMET BURGERS INCOM75689M1013,18144,671SH SOLE 44,67100
REDWOOD TR INCCOM7580754021,20261,724SH SOLE 61,72400
REGAL BELOIT CORPCOM7587501037,65697,454SH SOLE 97,45400
REGAL ENTMT GROUPCL A7587661092,819133,600SH SOLE 133,60000
REGENCY CTRS CORPCOM7588491031,21921,900SH SOLE 21,90000
REGENCY ENERGY PARTNERS L PCOM UNITS L P75885Y10762019,234SH SOLE 19,23400
REGENERON PHARMACEUTICALSCOM75886F1074,81317,039SH SOLE 17,03900
REGIONS FINL CORP NEWCOM7591EP10014,8581,399,022SH SOLE 1,399,02200
REGIS CORP MINNNOTE 5.000% 7/1758932AA518,53518,500,000PRN SOLE 18,500,00000
REINSURANCE GROUP AMER INCCOM NEW75935160436,873467,338SH SOLE 467,33800
RELIANCE STEEL & ALUMINUM COCOM75950910256,810770,727SH SOLE 770,72700
RENEWABLE ENERGY GROUP INCCOM NEW75972A3014,730412,410SH SOLE 412,41000
RENEWABLE ENERGY GROUP INCMTNF 2.750% 6/175972AAA16,6496,000,000PRN SOLE 6,000,00000
RENT A CTR INC NEWCOM76009N1001,38848,389SH SOLE 48,38900
RENTECH INCCOM76011210222787,630SH SOLE 87,63000
RENTRAK CORPCOM76017410273414,000SH SOLE 14,00000
REPLIGEN CORPCOM7599161098,599377,325SH SOLE 377,32500
REPROS THERAPEUTICS INCCOM NEW76028H20936421,059SH SOLE 21,05900
REPUBLIC SVCS INCCOM7607591006,541172,260SH SOLE 172,26000
RESEARCH FRONTIERS INCCOM7609111079215,100SH SOLE 15,10000
RESMED INCCOM76115210720,130397,588SH SOLE 397,58800
RESOURCE CAP CORPCOM76120W30223140,977SH SOLE 40,97700
RESOURCE CAP CORPNOTE 6.000%12/076120WAA22,0262,000,000PRN SOLE 2,000,00000
RESTORATION HARDWARE HLDGS ICOM7612831002,33625,100SH SOLE 25,10000
RETAIL OPPORTUNITY INVTS CORCOM76131N1013,579227,536SH SOLE 227,53600
RETAIL PPTYS AMER INCCL A76131V2022,339152,100SH SOLE 152,10000
REVLON INCCL A NEW76152560971223,343SH SOLE 23,34300
REVOLUTION LIGHTING TECHNOLOCOM76155G107464201,844SH SOLE 201,84400
REX AMERICAN RESOURCES CORPCOM7616241056679,101SH SOLE 9,10100
REX ENERGY CORPORATIONCOM76156510019210,868SH SOLE 10,86800
REXAHN PHARMACEUTICALS INCCOM761640101186213,900SH SOLE 213,90000
REXNORD CORP NEWCOM76169B1021,07338,100SH SOLE 38,10000
REYNOLDS AMERICAN INCCOM76171310622,509372,980SH SOLE 372,98000
RF INDS LTDCOM PAR $0.0174955210513021,713SH SOLE 21,71300
RF MICRODEVICES INCCOM74994110033,4163,484,514SH SOLE 3,484,51400
RIGEL PHARMACEUTICALS INCCOM NEW7665596032,251620,000SH SOLE 620,00000
RIGNET INCCOM7665821001,33724,851SH SOLE 24,85100
RING ENERGY INCCOM76680V10821112,100SH SOLE 12,10000
RITE AID CORPCOM76775410415,2992,133,782SH SOLE 2,133,78200
RITE AID CORPNOTE 8.500% 5/1767754BU74,0631,435,000PRN SOLE 1,435,00000
RIVERBED TECHNOLOGY INCCOM76857310783,3934,042,322SH SOLE 4,042,32200
RLI CORPCOM7496071072565,600SH SOLE 5,60000
RLJ LODGING TRCOM74965L1019,083314,400SH SOLE 314,40000
ROADRUNNER TRNSN SVCS HLDG ICOM76973Q10544415,800SH SOLE 15,80000
ROBERT HALF INTL INCCOM77032310322,194464,898SH SOLE 464,89800
ROCK CREEK PHARMACEUTICALS ICOM7720811055694,600SH SOLE 94,60000
ROCK-TENN COCL A77273920721,996208,319SH SOLE 208,31900
ROCKWELL AUTOMATION INCCOM77390310929,169233,054SH SOLE 233,05400
ROCKWELL COLLINS INCCOM7743411011,18015,100SH SOLE 15,10000
ROCKWELL MED INCCOM77437410277664,724SH SOLE 64,72400
ROCKWOOD HLDGS INCCOM77441510310,808142,227SH SOLE 142,22700
ROGERS COMMUNICATIONS INCCL B77510920063215,700SH SOLE 15,70000
ROGERS CORPCOM7751331012,35735,520SH SOLE 35,52000
ROI ACQUISITION CORP II*W EXP 09/17/20174966G1193681,050,000SH SOLE 1,050,00000
ROI ACQUISITION CORP IICOM74966G10110,3211,050,000SH SOLE 1,050,00000
ROPER INDS INC NEWCOM7766961061,63511,200SH SOLE 11,20000
ROSE ROCK MIDSTREAM L PCOM U REP LTD7771491052294,199SH SOLE 4,19900
ROSETTA RESOURCES INCCOM7777793071,70331,040SH SOLE 31,04000
ROSS STORES INCCOM77829610324,164365,400SH SOLE 365,40000
ROUSE PPTYS INCCOM77928710179946,700SH SOLE 46,70000
ROVI CORPCOM77937610212,187508,659SH SOLE 508,65900
ROYAL DUTCH SHELL PLCSPONS ADR A78025920625,226306,257SH SOLE 306,25700
ROYAL GOLD INCCOM78028710894412,400SH SOLE 12,40000
RPC INCCOM7496601062,905123,686SH SOLE 123,68600
RPM INTL INCCOM7496851037,401160,256SH SOLE 160,25600
RPX CORPCOM74972G1032,226125,394SH SOLE 125,39400
RTI INTL METALS INCCOM74973W1071,14242,967SH SOLE 42,96700
RTI SURGICAL INCCOM74975N10516237,146SH SOLE 37,14600
RUBICON TECHNOLOGY INCCOM78112T10733037,700SH SOLE 37,70000
RUDOLPH TECHNOLOGIES INCCOM78127010314815,000SH SOLE 15,00000
RUSH ENTERPRISES INCCL A7818462093038,746SH SOLE 8,74600
RUTHS HOSPITALITY GROUP INCCOM7833321095,171418,672SH SOLE 418,67200
RYDER SYS INCCOM78354910836,135410,205SH SOLE 410,20500
RYLAND GROUP INCNOTE 1.625% 5/1783764AQ613,95010,000,000PRN SOLE 10,000,00000
RYMAN HOSPITALITY PPTYS INCCOM78377T10775715,717SH SOLE 15,71700
SABRA HEALTH CARE REIT INCCOM78573L1067,368256,650SH SOLE 256,65000
SAEXPLORATION HLDGS INCCOM78636X10529034,320SH SOLE 34,32000
SAFETY INS GROUP INCCOM78648T1004248,260SH SOLE 8,26000
SAFEWAY INCCOM NEW78651420870,8062,061,904SH SOLE 2,061,90400
SAIA INCCOM78709Y1056,012136,843SH SOLE 136,84300
SALESFORCE COM INCCOM79466L30250,195864,233SH SOLE 864,23300
SALIX PHARMACEUTICALS INCCOM7954351065,30242,986SH SOLE 42,98600
SALLY BEAUTY HLDGS INCCOM79546E1042,17186,547SH SOLE 86,54700
SANCHEZ ENERGY CORPCOM79970Y1051,84249,000SH SOLE 49,00000
SANDERSON FARMS INCCOM8000131042,95130,361SH SOLE 30,36100
SANDISK CORPCOM80004C1019,51091,069SH SOLE 91,06900
SANDISK CORPNOTE 1.500% 8/180004CAD3100,55349,306,000PRN SOLE 49,306,00000
SANDRIDGE ENERGY INCCOM80007P30724133,700SH SOLE 33,70000
SANGAMO BIOSCIENCES INCCOM80067710685155,742SH SOLE 55,74200
SANMINA CORPORATIONCOM8010561029,151401,709SH SOLE 401,70900
SAPIENT CORPCOM8030621085,125315,405SH SOLE 315,40500
SASOL LTDSPONSORED ADR8038663007,378124,799SH SOLE 124,79900
SBA COMMUNICATIONS CORPCOM78388J1061,71916,800SH SOLE 16,80000
SCANA CORP NEWCOM80589M1023,94673,329SH SOLE 73,32900
SCANSOURCE INCCOM8060371074,444116,706SH SOLE 116,70600
SCHAWK INCCL A8063731063,816187,440SH SOLE 187,44000
SCHEIN HENRY INCCOM80640710211,13893,858SH SOLE 93,85800
SCHLUMBERGER LTDCOM80685710880,649683,754SH SOLE 683,75400
SCHOLASTIC CORPCOM80706610575522,148SH SOLE 22,14800
SCHULMAN A INCCOM80819410412,012310,389SH SOLE 310,38900
SCHWAB CHARLES CORP NEWCOM8085131055,201193,132SH SOLE 193,13200
SCHWEITZER-MAUDUIT INTL INCCOM8085411061,08324,804SH SOLE 24,80400
SCICLONE PHARMACEUTICALS INCCOM80862K10415429,280SH SOLE 29,28000
SCIENCE APPLICATNS INTL CP NCOM8086251077,377167,054SH SOLE 167,05400
SCIENTIFIC GAMES CORPCL A80874P10937433,655SH SOLE 33,65500
SCOTTS MIRACLE GRO COCL A8101861061,87633,000SH SOLE 33,00000
SCRIPPS E W CO OHIOCL A NEW81105440284039,679SH SOLE 39,67900
SCRIPPS NETWORKS INTERACT INCL A COM8110651017,86096,866SH SOLE 96,86600
SEACHANGE INTL INCCOM81169910733041,233SH SOLE 41,23300
SEACOR HOLDINGS INCCOM81190410112,538152,439SH SOLE 152,43900
SEARS HLDGS CORPCOM81235010611,104277,879SH SOLE 277,87900
SEATTLE GENETICS INCCOM8125781022,43363,600SH SOLE 63,60000
SEAWORLD ENTMT INCCOM81282V1002157,600SH SOLE 7,60000
SEI INVESTMENTS COCOM78411710323,139706,113SH SOLE 706,11300
SELECT INCOME REITCOM SH BEN INT81618T1002,76293,200SH SOLE 93,20000
SELECT MED HLDGS CORPCOM81619Q1053,176203,600SH SOLE 203,60000
SEMGROUP CORPCL A81663A1052082,638SH SOLE 2,63800
SEMPRA ENERGYCOM81685110915,162144,796SH SOLE 144,79600
SENIOR HSG PPTYS TRSH BEN INT81721M1092,07985,579SH SOLE 85,57900
SENOMYX INCCOM81724Q10777489,500SH SOLE 89,50000
SENSIENT TECHNOLOGIES CORPCOM81725T1005,594100,400SH SOLE 100,40000
SEQUENOM INCNOTE 5.000%10/0817337AB410,1949,450,000PRN SOLE 9,450,00000
SERVICE CORP INTLCOM8175651048,130392,391SH SOLE 392,39100
SERVICENOW INCCOM81762P1023,27152,795SH SOLE 52,79500
SHENANDOAH TELECOMMUNICATIONCOM82312B10631110,204SH SOLE 10,20400
SHERWIN WILLIAMS COCOM82434810615,48474,834SH SOLE 74,83400
SHILOH INDS INCCOM82454310244824,286SH SOLE 24,28600
SHIRE PLCSPONSORED ADR82481R10652,738223,952SH SOLE 223,95200
SHORETEL INCCOM825211105940144,200SH SOLE 144,20000
SHUTTERSTOCK INCCOM8256901002,88334,741SH SOLE 34,74100
SIGMA ALDRICH CORPCOM8265521011,37513,548SH SOLE 13,54800
SIGNATURE BK NEW YORK N YCOM82669G10420,604163,292SH SOLE 163,29200
SILGAN HOLDINGS INCCOM82704810951310,100SH SOLE 10,10000
SILICON GRAPHICS INTL CORPCOM82706L10812713,244SH SOLE 13,24400
SILICON IMAGE INCCOM82705T1023,282651,247SH SOLE 651,24700
SILVER EAGLE ACQUISITION COR*W EXP 07/26/2028276941181,5442,375,000SH SOLE 2,375,00000
SILVER EAGLE ACQUISITION CORCOM82769410023,1802,375,000SH SOLE 2,375,00000
SIMON PPTY GROUP INC NEWCOM82880610970,179422,053SH SOLE 422,05300
SINCLAIR BROADCAST GROUP INCCL A8292261091,84152,986SH SOLE 52,98600
SIRIUS XM HLDGS INCCOM82968B1030938SHCallSOLE 93800
SIRIUS XM HLDGS INCCOM82968B1034,3621,260,640SH SOLE 1,260,64000
SIX FLAGS ENTMT CORP NEWCOM83001A1022,24252,700SH SOLE 52,70000
SIZMEK INCCOM83013P10528029,400SH SOLE 29,40000
SK TELECOM LTDSPONSORED ADR78440P10815,388593,228SH SOLE 593,22800
SKECHERS U S A INCCL A83056610510,220223,634SH SOLE 223,63400
SKULLCANDY INCCOM83083J1041,534211,600SH SOLE 211,60000
SKYWEST INCCOM83087910247138,544SH SOLE 38,54400
SKYWORKS SOLUTIONS INCCOM83088M10275,7621,613,327SH SOLE 1,613,32700
SL GREEN RLTY CORPCOM78440X1016,03955,200SH SOLE 55,20000
SLM CORPCOM78442P10614,1121,698,191SH SOLE 1,698,19100
SM ENERGY COCOM78454L10030,609363,956SH SOLE 363,95600
SMITH & WESSON HLDG CORPCOM8317561011,00969,365SH SOLE 69,36500
SMITH A OCOM83186520927,146547,527SH SOLE 547,52700
SMUCKER J M COCOM NEW83269640548,771457,644SH SOLE 457,64400
SNAP ON INCCOM83303410116,027135,223SH SOLE 135,22300
SOCIEDAD QUIMICA MINERA DE CSPON ADR SER B83363510588730,278SH SOLE 30,27800
SOLARCITY CORPCOM83416T1003,76953,391SH SOLE 53,39100
SOLARWINDS INCCOM83416B10963116,320SH SOLE 16,32000
SOLERA HOLDINGS INCCOM83421A1044707,000SH SOLE 7,00000
SONIC CORPCOM8354511053,363152,331SH SOLE 152,33100
SONOCO PRODS COCOM8354951022,56658,400SH SOLE 58,40000
SONUS NETWORKS INCCOM8359161074,1461,155,001SH SOLE 1,155,00100
SORRENTO THERAPEUTICS INCCOM NEW83587F20211216,600SH SOLE 16,60000
SOUTHERN COCOM84258710723,512518,115SH SOLE 518,11500
SOUTHERN COPPER CORPCOM84265V1056,694220,422SH SOLE 220,42200
SOUTHSIDE BANCSHARES INCCOM84470P10938613,323SH SOLE 13,32300
SOUTHWEST AIRLS COCOM84474110879,2462,950,336SH SOLE 2,950,33600
SOUTHWEST GAS CORPCOM84489510284516,000SH SOLE 16,00000
SOUTHWESTERN ENERGY COCOM84546710956,4451,240,828SH SOLE 1,240,82800
SOVRAN SELF STORAGE INCCOM84610H10812,144157,206SH SOLE 157,20600
SPANSION INCCOM CL A NEW84649R2002,571122,000SH SOLE 122,00000
SPARTANNASH COCOM84721510074135,261SH SOLE 35,26100
SPARTON CORPCOM84723510849017,666SH SOLE 17,66600
SPECTRA ENERGY CORPCOM8475601095,083119,659SH SOLE 119,65900
SPECTRA ENERGY PARTNERS LPCOM84756N1094538,497SH SOLE 8,49700
SPECTRANETICS CORPCOM84760C10764428,156SH SOLE 28,15600
SPEED COMM INCCOM84764T10614839,700SH SOLE 39,70000
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741097,024208,437SH SOLE 208,43700
SPIRIT AIRLS INCCOM8485771028,136128,653SH SOLE 128,65300
SPIRIT RLTY CAP INC NEWCOM84860W10286676,200SH SOLE 76,20000
SPIRIT RLTY CAP INC NEWNOTE 2.875% 5/184860WAA014,50214,475,000PRN SOLE 14,475,00000
SPIRIT RLTY CAP INC NEWNOTE 3.750% 5/184860WAB817,23217,125,000PRN SOLE 17,125,00000
SPLUNK INCCOM84863710415,504280,212SH SOLE 280,21200
SPRINT CORPCOM SER 185207U10510312,079SH SOLE 12,07900
SPS COMM INCCOM78463M10787113,777SH SOLE 13,77700
SPX CORPCOM78463510439,774367,560SH SOLE 367,56000
SS&C TECHNOLOGIES HLDGS INCCOM78467J10051011,538SH SOLE 11,53800
ST JUDE MED INCCOM79084910314,027202,563SH SOLE 202,56300
STAAR SURGICAL COCOM PAR $0.018523123051,08364,449SH SOLE 64,44900
STAG INDL INCCOM85254J1025,484228,399SH SOLE 228,39900
STAGE STORES INCCOM NEW85254C30538720,721SH SOLE 20,72100
STAMPS COM INCCOM NEW8528572005,242155,606SH SOLE 155,60600
STANCORP FINL GROUP INCCOM8528911002,95146,105SH SOLE 46,10500
STANDARD MTR PRODS INCCOM8536661054,813107,752SH SOLE 107,75200
STANDARD PAC CORP NEWCOM85375C1011,398162,596SH SOLE 162,59600
STANDARD PAC CORP NEWNOTE 1.250% 8/085375CBC433,50326,550,000PRN SOLE 26,550,00000
STANDEX INTL CORPCOM8542311075,90479,273SH SOLE 79,27300
STAPLES INCCOM85503010220619,000SH SOLE 19,00000
STARBUCKS CORPCOM85524410985,5651,105,780SH SOLE 1,105,78000
STARWOOD HOTELS&RESORTS WRLDCOM85590A4012,50030,939SH SOLE 30,93900
STARWOOD PPTY TR INCCOM85571B10518,752788,904SH SOLE 788,90400
STARWOOD WAYPOINT RESIDENTLCOM SHS85571W1093,291125,581SH SOLE 125,58100
STARZCOM SER A85571Q10210,009335,986SH SOLE 335,98600
STATE STR CORPCOM85747710311,677173,605SH SOLE 173,60500
STEEL DYNAMICS INCCOM85811910044,5952,484,420SH SOLE 2,484,42000
STEELCASE INCCL A8581552033,205211,817SH SOLE 211,81700
STEIN MART INCCOM85837510848935,189SH SOLE 35,18900
STEMLINE THERAPEUTICS INCCOM85858C10730520,800SH SOLE 20,80000
STEPAN COCOM8585861004338,200SH SOLE 8,20000
STEREOTAXIS INCCOM NEW85916J40922763,900SH SOLE 63,90000
STERICYCLE INCCOM8589121086,32453,406SH SOLE 53,40600
STERIS CORPCOM85915210016,116301,343SH SOLE 301,34300
STERLING BANCORP DELCOM85917A10021417,794SH SOLE 17,79400
STERLITE INDS INDIA LTDNOTE 4.000%10/3859737AB414,34614,275,000PRN SOLE 14,275,00000
STEWART INFORMATION SVCS CORCOM86037210148915,766SH SOLE 15,76600
STEWART INFORMATION SVCS CORNOTE 6.000%10/1860372AB736,79214,975,000PRN SOLE 14,975,00000
STIFEL FINL CORPCOM8606301023286,917SH SOLE 6,91700
STILLWATER MNG COCOM86074Q10247226,900SH SOLE 26,90000
STILLWATER MNG CONOTE 1.750%10/186074QAL618,32312,550,000PRN SOLE 12,550,00000
STONE ENERGY CORPCOM86164210617,809380,610SH SOLE 380,61000
STONERIDGE INCCOM86183P1024,596428,700SH SOLE 428,70000
STRATEGIC HOTELS & RESORTS ICOM86272T10611,378971,623SH SOLE 971,62300
STRATTEC SEC CORPCOM8631111002904,500SH SOLE 4,50000
STRYKER CORPCOM86366710115,131179,448SH SOLE 179,44800
STURM RUGER & CO INCCOM8641591081,48025,078SH SOLE 25,07800
SUCAMPO PHARMACEUTICALS INCCL A8649091069013,000SH SOLE 13,00000
SUMMIT HOTEL PPTYSCOM86608210096591,000SH SOLE 91,00000
SUMMIT MIDSTREAM PARTNERS LPCOM UNIT LTD8661421022545,000SH SOLE 5,00000
SUN CMNTYS INCCOM86667410484717,000SH SOLE 17,00000
SUN HYDRAULICS CORPCOM86694210545111,100SH SOLE 11,10000
SUNCOKE ENERGY INCCOM86722A1031,47868,734SH SOLE 68,73400
SUNCOR ENERGY INC NEWCOM8672241073,12573,300SH SOLE 73,30000
SUNEDISON INCCOM86732Y1093,959175,190SH SOLE 175,19000
SUNESIS PHARMACEUTICALS INCCOM NEW86732860117526,776SH SOLE 26,77600
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L10882317,472SH SOLE 17,47200
SUNPOWER CORPCOM86765240614,613356,585SH SOLE 356,58500
SUNPOWER CORPDBCV 4.500% 3/1867652AE928,53915,500,000PRN SOLE 15,500,00000
SUNSHINE HEART INCCOM86782U1065810,400SH SOLE 10,40000
SUNSTONE HOTEL INVS INC NEWCOM8678921013,225215,988SH SOLE 215,98800
SUNTRUST BKS INCCOM86791410313,330332,759SH SOLE 332,75900
SUPER MICRO COMPUTER INCCOM86800U1041,59363,027SH SOLE 63,02700
SUPERIOR ENERGY SVCS INCCOM86815710856,1841,554,629SH SOLE 1,554,62900
SUPERNUS PHARMACEUTICALS INCCOM86845910899991,200SH SOLE 91,20000
SUPERVALU INCCOM8685361031,825222,007SH SOLE 222,00700
SUPPORT COM INCCOM86858W1019535,000SH SOLE 35,00000
SURMODICS INCCOM86887310056126,200SH SOLE 26,20000
SUSQUEHANNA BANCSHARES INC PCOM86909910146944,368SH SOLE 44,36800
SVB FINL GROUPCOM78486Q1016,77058,054SH SOLE 58,05400
SWIFT ENERGY COCOM87073810137029,018SH SOLE 29,01800
SWIFT TRANSN COCL A87074U1011,27250,432SH SOLE 50,43200
SWS GROUP INCCOM78503N10772299,202SH SOLE 99,20200
SYKES ENTERPRISES INCCOM8712371033,391156,040SH SOLE 156,04000
SYMANTEC CORPCOM87150310866,9762,924,719SH SOLE 2,924,71900
SYMETRA FINL CORPCOM87151Q1065,155226,713SH SOLE 226,71300
SYMMETRY MED INCCOM87154620648855,100SH SOLE 55,10000
SYNAGEVA BIOPHARMA CORPCOM87159A1037767,400SH SOLE 7,40000
SYNAPTICS INCCOM87157D1092,75730,422SH SOLE 30,42200
SYNERGY PHARMACEUTICALS DELCOM NEW8716393086014,711SH SOLE 14,71100
SYNERGY RES CORPCOM87164P1031,03377,962SH SOLE 77,96200
SYNNEX CORPCOM87162W1004,33859,545SH SOLE 59,54500
SYNOPSYS INCCOM87160710722,798587,278SH SOLE 587,27800
SYNOVUS FINL CORPCOM NEW87161C5011,26451,852SH SOLE 51,85200
SYNTEL INCCOM87162H10399711,600SH SOLE 11,60000
SYSCO CORPCOM87182910718,018481,111SH SOLE 481,11100
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR874039100117,0165,470,582SH SOLE 5,470,58200
TAKE-TWO INTERACTIVE SOFTWARCOM8740541094,128185,607SH SOLE 185,60700
TAKE-TWO INTERACTIVE SOFTWARNOTE 1.750%12/0874054AC314,97711,400,000PRN SOLE 11,400,00000
TALISMAN ENERGY INCCOM87425E1031,538145,100SH SOLE 145,10000
TANGER FACTORY OUTLET CTRS ICOM8754651062,54672,808SH SOLE 72,80800
TANGOE INCCOM87582Y10832121,300SH SOLE 21,30000
TARGA RES CORPCOM87612G1018,29059,398SH SOLE 59,39800
TARGA RESOURCES PARTNERS LPCOM UNIT87611X1055657,849SH SOLE 7,84900
TARGET CORPCOM87612E1063,21555,480SH SOLE 55,48000
TASER INTL INCCOM87651B1045,534416,103SH SOLE 416,10300
TATA MTRS LTDSPONSORED ADR87656850281,0702,075,513SH SOLE 2,075,51300
TAUBMAN CTRS INCCOM8766641032,13328,130SH SOLE 28,13000
TAYLOR CAP GROUP INCCOM8768511066,447301,560SH SOLE 301,56000
TC PIPELINES LPUT COM LTD PRT87233Q1083296,375SH SOLE 6,37500
TCF FINL CORPCOM87227510220312,386SH SOLE 12,38600
TCP CAP CORPCOM87238Q10324813,600SH SOLE 13,60000
TEAM INCCOM8781551003287,999SH SOLE 7,99900
TEARLAB CORPCOM8781931019118,663SH SOLE 18,66300
TECH DATA CORPCOM87823710632,010511,990SH SOLE 511,99000
TECHNE CORPCOM8783771003433,700SH SOLE 3,70000
TECUMSEH PRODS COCOM8788953096111,968SH SOLE 11,96800
TELEDYNE TECHNOLOGIES INCCOM8793601051,30813,465SH SOLE 13,46500
TELEFLEX INCCOM8793691064,03338,190SH SOLE 38,19000
TELEFONICA BRASIL SASPONSORED ADR87936R1063,477169,535SH SOLE 169,53500
TELENAV INCCOM8794551038615,100SH SOLE 15,10000
TELEPHONE & DATA SYS INCCOM NEW87943382914,508555,659SH SOLE 555,65900
TELETECH HOLDINGS INCCOM8799391063,385116,757SH SOLE 116,75700
TEMPLETON GLOBAL INCOME FDCOM88019810643752,871SH SOLE 52,87100
TENARIS S ASPONSORED ADR88031M1091,05622,400SH SOLE 22,40000
TENET HEALTHCARE CORPCOM NEW88033G40775616,105SH SOLE 16,10500
TENNANT COCOM8803451035877,697SH SOLE 7,69700
TENNECO INCCOM8803491055,40682,277SH SOLE 82,27700
TERADATA CORP DELCOM88076W1032,15853,676SH SOLE 53,67600
TERADYNE INCCOM88077010292046,942SH SOLE 46,94200
TEREX CORP NEWCOM8807791032,79668,038SH SOLE 68,03800
TEREX CORP NEWNOTE 4.000% 6/0880779AV576,99630,084,000PRN SOLE 30,084,00000
TERRENO RLTY CORPCOM88146M10170536,476SH SOLE 36,47600
TESARO INCCOM8815691071,94662,556SH SOLE 62,55600
TESCO CORPCOM88157K10112,657593,102SH SOLE 593,10200
TESLA MTRS INCCOM88160R10151,494214,506SH SOLE 214,50600
TESLA MTRS INCNOTE 1.500% 6/088160RAA965,56932,300,000PRN SOLE 32,300,00000
TESORO CORPCOM8816091016,671113,712SH SOLE 113,71200
TESSCO TECHNOLOGIES INCCOM8723861072257,097SH SOLE 7,09700
TETRA TECH INC NEWCOM88162G10398935,972SH SOLE 35,97200
TETRA TECHNOLOGIES INC DELCOM88162F10542636,200SH SOLE 36,20000
TETRAPHASE PHARMACEUTICALS ICOM88165N10519714,600SH SOLE 14,60000
TEVA PHARMACEUTICAL INDS LTDADR8816242095,442103,811SH SOLE 103,81100
TEXAS CAPITAL BANCSHARES INCCOM88224Q1071,63530,308SH SOLE 30,30800
TEXAS INDS INCCOM88249110325,154272,346SH SOLE 272,34600
TEXAS INSTRS INCCOM88250810434,050712,499SH SOLE 712,49900
TEXAS ROADHOUSE INCCOM88268110957722,200SH SOLE 22,20000
TEXTRON INCCOM8832031011,57041,000SH SOLE 41,00000
TF FINL CORPCOM8723911079,337219,800SH SOLE 219,80000
TG THERAPEUTICS INCCOM88322Q10816417,500SH SOLE 17,50000
THERAPEUTICSMD INCCOM88338N107730165,200SH SOLE 165,20000
THERAVANCE INCCOM88338T10413,506453,533SH SOLE 453,53300
THERAVANCE INCNOTE 2.125% 1/188338TAB06,8004,700,000PRN SOLE 4,700,00000
THERMO FISHER SCIENTIFIC INCCOM88355610229,438249,474SH SOLE 249,47400
THERMON GROUP HLDGS INCCOM88362T10328510,817SH SOLE 10,81700
THL CR INCCOM87243810636726,180SH SOLE 26,18000
THOMPSON CREEK METALS CO INCCOM8847681022,216748,698SH SOLE 748,69800
THOR INDS INCCOM8851601013,65264,224SH SOLE 64,22400
THORATEC CORPCOM NEW88517530718,566532,600SH SOLE 532,60000
THRESHOLD PHARMACEUTICAL INCCOM NEW88580720619048,095SH SOLE 48,09500
TIBCO SOFTWARE INCCOM88632Q1038,375415,226SH SOLE 415,22600
TICC CAPITAL CORPCOM87244T10961962,511SH SOLE 62,51100
TIM PARTICIPACOES S ASPONSORED ADR88706P20545,6221,571,535SH SOLE 1,571,53500
TIME INC NEWCOM8872281049,575395,334SH SOLE 395,33400
TIME WARNER CABLE INCCOM88732J207287,2001,949,761SH SOLE 1,949,76100
TIME WARNER INCCOM NEW88731730353,703764,461SH SOLE 764,46100
TIMKEN COCOM88738910458,242858,514SH SOLE 858,51400
TIVO INCCOM88870610848937,856SH SOLE 37,85600
TJX COS INC NEWCOM87254010933,814636,207SH SOLE 636,20700
T-MOBILE US INCCOM8725901045,823173,200SH SOLE 173,20000
TOLL BROTHERS INCCOM88947810391424,766SH SOLE 24,76600
TORCHMARK CORPCOM8910271046,40378,163SH SOLE 78,16300
TORO COCOM89109210878912,400SH SOLE 12,40000
TORONTO DOMINION BK ONTCOM NEW8911605091,93337,600SH SOLE 37,60000
TOTAL SYS SVCS INCCOM89190610911,040351,493SH SOLE 351,49300
TOWER GROUP INCNOTE 5.000% 9/1891777AC818,60821,450,000PRN SOLE 21,450,00000
TOWER INTL INCCOM8918261091,79348,679SH SOLE 48,67900
TOWERS WATSON & COCL A89189410755,586533,306SH SOLE 533,30600
TRACTOR SUPPLY COCOM89235610612,183201,701SH SOLE 201,70100
TRANSAMERICA INCOME SHS INCCOM89350610583139,214SH SOLE 39,21400
TRANSCEPT PHARMACEUTICALS INCOM89354M106417209,318SH SOLE 209,31800
TRANSDIGM GROUP INCCOM8936411001,5229,100SH SOLE 9,10000
TRANSMONTAIGNE PARTNERS L PCOM UNIT L P89376V1003277,482SH SOLE 7,48200
TRAVELERS COMPANIES INCCOM89417E109114,1311,213,255SH SOLE 1,213,25500
TREDEGAR CORPCOM8946501001,41860,588SH SOLE 60,58800
TREE COM INCCOM89467510735112,052SH SOLE 12,05200
TREEHOUSE FOODS INCCOM89469A10496912,097SH SOLE 12,09700
TREX CO INCCOM89531P10569524,105SH SOLE 24,10500
TRIANGLE CAP CORPCOM89584810933011,624SH SOLE 11,62400
TRIANGLE PETE CORPCOM NEW89600B2014,125351,100SH SOLE 351,10000
TRIMAS CORPCOM NEW8962152093679,613SH SOLE 9,61300
TRIMBLE NAVIGATION LTDCOM8962391001,26434,200SH SOLE 34,20000
TRINITY INDS INCCOM89652210919,219439,586SH SOLE 439,58600
TRIPADVISOR INCCOM89694520111,793108,529SH SOLE 108,52900
TRIPLE-S MGMT CORPCL B8967491081,926107,400SH SOLE 107,40000
TRIQUINT SEMICONDUCTOR INCCOM89674K10334,4062,176,210SH SOLE 2,176,21000
TRIUMPH GROUP INC NEWCOM8968181016238,927SH SOLE 8,92700
TRUEBLUE INCCOM89785X1015,654205,087SH SOLE 205,08700
TRUSTMARK CORPCOM89840210240416,353SH SOLE 16,35300
TRW AUTOMOTIVE HLDGS CORPCOM87264S10623,954267,584SH SOLE 267,58400
TRW AUTOMOTIVE INCNOTE 3.500%12/087264MAH227,3068,975,000PRN SOLE 8,975,00000
TUESDAY MORNING CORPCOM NEW8990355051,01857,122SH SOLE 57,12200
TUPPERWARE BRANDS CORPCOM89989610427,835332,560SH SOLE 332,56000
TURQUOISE HILL RES LTDCOM90043510823971,500SH SOLE 71,50000
TUTOR PERINI CORPCOM9011091086,737212,246SH SOLE 212,24600
TW TELECOM INCCOM87311L1049,839244,073SH SOLE 244,07300
TWENTY FIRST CENTY FOX INCCL A90130A10139,7881,131,946SH SOLE 1,131,94600
TWENTY FIRST CENTY FOX INCCL B90130A20043,0081,256,456SH SOLE 1,256,45600
TWO HBRS INVT CORPCOM90187B10170367,100SH SOLE 67,10000
TYLER TECHNOLOGIES INCCOM9022521051,82820,037SH SOLE 20,03700
TYSON FOODS INCCL A902494103193,2695,148,358SH SOLE 5,148,35800
U S CONCRETE INCCOM NEW90333L20161624,884SH SOLE 24,88400
U S ENERGY CORP WYOCOM91180510910524,200SH SOLE 24,20000
U S G CORPCOM NEW9032934051,30243,209SH SOLE 43,20900
U S SILICA HLDGS INCCOM90346E1032,05237,007SH SOLE 37,00700
UBIQUITI NETWORKS INCCOM90347A1006,615146,393SH SOLE 146,39300
UDR INCCOM9026531042,929102,300SH SOLE 102,30000
UGI CORP NEWCOM9026811059,217182,523SH SOLE 182,52300
UIL HLDG CORPCOM90274810278820,352SH SOLE 20,35200
ULTA SALON COSMETCS & FRAG ICOM90384S3035,33458,350SH SOLE 58,35000
ULTRA CLEAN HLDGS INCCOM90385V10755961,756SH SOLE 61,75600
ULTRA PETROLEUM CORPCOM90391410996232,400SH SOLE 32,40000
ULTRAPAR PARTICIPACOES S ASP ADR REP COM90400P10126911,400SH SOLE 11,40000
UMB FINL CORPCOM90278810896815,278SH SOLE 15,27800
UMPQUA HLDGS CORPCOM9042141037,712430,337SH SOLE 430,33700
UNDER ARMOUR INCCL A9043111075,90199,190SH SOLE 99,19000
UNIFI INCCOM NEW90467720046616,914SH SOLE 16,91400
UNIFIRST CORP MASSCOM9047081043,05228,789SH SOLE 28,78900
UNILIFE CORP NEWCOM90478E10324281,900SH SOLE 81,90000
UNION PAC CORPCOM90781810886,429866,458SH SOLE 866,45800
UNISYS CORPCOM NEW9092143064,573184,846SH SOLE 184,84600
UNIT CORPCOM90921810918,492268,661SH SOLE 268,66100
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3037,050430,671SH SOLE 430,67100
UNITED CONTL HLDGS INCCOM9100471093,80992,753SH SOLE 92,75300
UNITED INS HLDGS CORPCOM91071010296155,700SH SOLE 55,70000
UNITED NAT FOODS INCCOM91116310394414,500SH SOLE 14,50000
UNITED ONLINE INCCOM NEW9112682093,328319,996SH SOLE 319,99600
UNITED PARCEL SERVICE INCCL B91131210629,858290,839SH SOLE 290,83900
UNITED RENTALS INCCOM91136310928,066267,989SH SOLE 267,98900
UNITED STATES STL CORP NEWCOM91290910834,7891,335,992SH SOLE 1,335,99200
UNITED STATIONERS INCCOM9130041073167,620SH SOLE 7,62000
UNITED TECHNOLOGIES CORPCOM91301710960,390523,080SH SOLE 523,08000
UNITED THERAPEUTICS CORP DELCOM91307C10245,470513,844SH SOLE 513,84400
UNITEDHEALTH GROUP INCCOM91324P102104,4991,278,275SH SOLE 1,278,27500
UNITIL CORPCOM9132591072236,594SH SOLE 6,59400
UNIVERSAL AMERN CORP NEWCOM91338E10124729,617SH SOLE 29,61700
UNIVERSAL CORP VACOM9134561091,72331,130SH SOLE 31,13000
UNIVERSAL DISPLAY CORPCOM91347P1052778,641SH SOLE 8,64100
UNIVERSAL ELECTRS INCCOM9134831031,04421,359SH SOLE 21,35900
UNIVERSAL FST PRODS INCCOM91354310459312,294SH SOLE 12,29400
UNIVERSAL HEALTH RLTY INCM TSH BEN INT91359E1052205,063SH SOLE 5,06300
UNIVERSAL HLTH SVCS INCCL B91390310027,993292,320SH SOLE 292,32000
UNIVERSAL INS HLDGS INCCOM91359V1071,477113,845SH SOLE 113,84500
UNS ENERGY CORPCOM903119105122,7062,031,225SH SOLE 2,031,22500
UNUM GROUPCOM91529Y10699,8542,872,660SH SOLE 2,872,66000
UQM TECHNOLOGIES INCCOM9032131069943,600SH SOLE 43,60000
UR ENERGY INCCOM91688R1085749,600SH SOLE 49,60000
URBAN OUTFITTERS INCCOM9170471021,35440,000SH SOLE 40,00000
URS CORP NEWCOM9032361077,675167,391SH SOLE 167,39100
US BANCORP DELCOM NEW90297330414,109325,687SH SOLE 325,68700
US ECOLOGY INCCOM91732J10276615,649SH SOLE 15,64900
USANA HEALTH SCIENCES INCCOM90328M1073,02038,654SH SOLE 38,65400
V F CORPCOM9182041089,305147,698SH SOLE 147,69800
VAALCO ENERGY INCCOM NEW91851C2019,8821,366,748SH SOLE 1,366,74800
VALE S AADR91912E1052,552192,900SH SOLE 192,90000
VALE S AADR REPSTG PFD91912E20431,0992,613,399SH SOLE 2,613,39900
VALEANT PHARMACEUTICALS INTLCOM91911K1024,45635,329SH SOLE 35,32900
VALERO ENERGY CORP NEWCOM91913Y100110,6012,207,602SH SOLE 2,207,60200
VALERO ENERGY PARTNERS LPCOM UNT REP LP91914J1022645,246SH SOLE 5,24600
VALLEY NATL BANCORP*W EXP 11/14/20191979413152116,185SH SOLE 116,18500
VALMONT INDS INCCOM92025310111,59176,283SH SOLE 76,28300
VALSPAR CORPCOM9203551047,755101,788SH SOLE 101,78800
VALUEVISION MEDIA INCCL A92047K10742384,823SH SOLE 84,82300
VANDA PHARMACEUTICALS INCCOM92165910871744,313SH SOLE 44,31300
VANTAGE DRILLING COMPANYNOTE 7.875% 9/0G93205AA36,7285,750,000PRN SOLE 5,750,00000
VARIAN MED SYS INCCOM92220P1051,68820,300SH SOLE 20,30000
VCA INCCOM9181941016,695190,800SH SOLE 190,80000
VECTOR GROUP LTDCOM92240M1081,61678,136SH SOLE 78,13600
VECTOR GROUP LTDFRNT 1/192240MAY417,47313,025,000PRN SOLE 13,025,00000
VECTOR GROUP LTDFRNT 11/192240MAS732,88121,222,000PRN SOLE 21,222,00000
VECTREN CORPCOM92240G1012,98470,200SH SOLE 70,20000
VENTAS INCCOM92276F10022,113344,984SH SOLE 344,98400
VERASTEM INCCOM92337C1049210,200SH SOLE 10,20000
VERIFONE SYS INCCOM92342Y1091,03628,200SH SOLE 28,20000
VERINT SYS INCCOM92343X1002,89959,100SH SOLE 59,10000
VERISIGN INCCOM92343E1025,940121,700SH SOLE 121,70000
VERISK ANALYTICS INCCL A92345Y1064,27371,200SH SOLE 71,20000
VERIZON COMMUNICATIONS INCCOM92343V104161,0883,292,212SH SOLE 3,292,21200
VERTEX ENERGY INCCOM92534K10736437,500SH SOLE 37,50000
VERTEX PHARMACEUTICALS INCCOM92532F10045,842484,178SH SOLE 484,17800
VIACOM INC NEWCL B92553P201100,3621,157,182SH SOLE 1,157,18200
VIAD CORPCOM NEW92552R4062299,600SH SOLE 9,60000
VIEWPOINT FINL GROUP INC MDCOM92672A10163523,592SH SOLE 23,59200
VINCE HLDG CORPCOM92719W1081,64845,000SH SOLE 45,00000
VIRTUS INVT PARTNERS INCCOM92828Q1099424,449SH SOLE 4,44900
VIRTUSA CORPCOM92827P1022,45568,579SH SOLE 68,57900
VISA INCCOM CL A92826C83913,79365,459SH SOLE 65,45900
VISHAY INTERTECHNOLOGY INCCOM9282981089,809633,247SH SOLE 633,24700
VISTEON CORPCOM NEW92839U20612,393127,748SH SOLE 127,74800
VITESSE SEMICONDUCTOR CORPCOM NEW92849730412837,000SH SOLE 37,00000
VITESSE SEMICONDUCTOR CORPDBCV 8.000% 6/1928497AE63,3803,189,000PRN SOLE 3,189,00000
VIVUS INCCOM92855110020237,899SH SOLE 37,89900
VMWARE INCCL A COM9285634027,75280,073SH SOLE 80,07300
VODAFONE GROUP PLC NEWSPNSR ADR NO PAR92857W3083019,000SH SOLE 9,00000
VONAGE HLDGS CORPCOM92886T2011,250333,464SH SOLE 333,46400
VORNADO RLTY TRSH BEN INT92904210914,123132,324SH SOLE 132,32400
VOXX INTL CORPCL A91829F10417318,378SH SOLE 18,37800
VOYA FINL INCCOM92908910045112,400SH SOLE 12,40000
VOYA GLBL EQTY DIV & PREM OPCOM92912T10074176,410SH SOLE 76,41000
VOYA INFRASTRUCTURE INDLS &COM92912X10141422,288SH SOLE 22,28800
VOYA RISK MANAGED NAT RES FDCOM92913C10696784,094SH SOLE 84,09400
VSE CORPCOM9182841002183,100SH SOLE 3,10000
VULCAN MATLS COCOM9291601096259,800SH SOLE 9,80000
W & T OFFSHORE INCCOM92922P1061,56395,465SH SOLE 95,46500
WABASH NATL CORPCOM92956610752036,457SH SOLE 36,45700
WABCO HLDGS INCCOM92927K10252,414490,673SH SOLE 490,67300
WABTEC CORPCOM9297401087,12186,220SH SOLE 86,22000
WADDELL & REED FINL INCCL A93005910023,996383,390SH SOLE 383,39000
WAGEWORKS INCCOM9304271092,03742,251SH SOLE 42,25100
WALGREEN COCOM93142210999,1691,337,776SH SOLE 1,337,77600
WAL-MART STORES INCCOM93114210373,119974,010SH SOLE 974,01000
WARREN RES INCCOM93564A10039764,103SH SOLE 64,10300
WASHINGTON FED INCCOM9388241093,729166,262SH SOLE 166,26200
WASHINGTON PRIME GROUP INCCOM9396471038,637460,887SH SOLE 460,88700
WASHINGTON REAL ESTATE INVTSH BEN INT93965310165825,308SH SOLE 25,30800
WASTE CONNECTIONS INCCOM9410531002,62954,144SH SOLE 54,14400
WASTE MGMT INC DELCOM94106L10921,809487,570SH SOLE 487,57000
WATERS CORPCOM9418481032,28721,900SH SOLE 21,90000
WATERSTONE FINL INC MDCOM94188P10124121,100SH SOLE 21,10000
WATTS WATER TECHNOLOGIES INCCL A9427491023776,100SH SOLE 6,10000
WAUSAU PAPER CORPCOM94331510126524,497SH SOLE 24,49700
WD-40 COCOM92923610793312,400SH SOLE 12,40000
WEB COM GROUP INCCOM94733A1043,370116,741SH SOLE 116,74100
WEB COM GROUP INCNOTE 1.000% 8/194733AAA230,48428,275,000PRN SOLE 28,275,00000
WEBMD HEALTH CORPCOM94770V1021,87638,849SH SOLE 38,84900
WEBMD HEALTH CORPNOTE 2.250% 3/394770VAH59,3769,075,000PRN SOLE 9,075,00000
WEBMD HEALTH CORPNOTE 2.500% 1/394770VAF93,0102,850,000PRN SOLE 2,850,00000
WEBSTER FINL CORP CONNCOM9478901098,311263,503SH SOLE 263,50300
WEIGHT WATCHERS INTL INC NEWCOM94862610699949,551SH SOLE 49,55100
WEINGARTEN RLTY INVSSH BEN INT94874110393628,500SH SOLE 28,50000
WEIS MKTS INCCOM9488491042144,676SH SOLE 4,67600
WELLCARE HEALTH PLANS INCCOM94946T10632,133430,388SH SOLE 430,38800
WELLPOINT INCCOM94973V107209,4781,946,639SH SOLE 1,946,63900
WELLPOINT INCNOTE 2.750%10/194973VBG141,99527,325,000PRN SOLE 27,325,00000
WELLS FARGO & CO NEWCOM949746101304,6345,795,928SH SOLE 5,795,92800
WELLS FARGO ADV GLB DIV OPPCOM94987C1031,343158,207SH SOLE 158,20700
WELLS FARGO ADVANTAGE INCOMECOM SHS94987B10514615,306SH SOLE 15,30600
WELLS FARGO ADVANTAGE MULTICOM SHS94987D1012,195147,328SH SOLE 147,32800
WENDYS COCOM95058W1001,396163,700SH SOLE 163,70000
WERNER ENTERPRISES INCCOM9507551086,548247,008SH SOLE 247,00800
WESBANCO INCCOM95081010145014,499SH SOLE 14,49900
WESCO AIRCRAFT HLDGS INCCOM95081410355427,739SH SOLE 27,73900
WESCO INTL INCCOM95082P1052,34327,119SH SOLE 27,11900
WESCO INTL INCDBCV 6.000% 9/195082PAH815,3565,000,000PRN SOLE 5,000,00000
WESTAR ENERGY INCCOM95709T1004,679122,522SH SOLE 122,52200
WESTELL TECHNOLOGIES INCCL A95754110522390,900SH SOLE 90,90000
WESTERN ALLIANCE BANCORPCOM9576381094,126173,372SH SOLE 173,37200
WESTERN ASSET GLB HI INCOMECOM95766B10933125,722SH SOLE 25,72200
WESTERN ASSET GLOBAL CP DEFICOM95790C1072,143114,663SH SOLE 114,66300
WESTERN ASSET HIGH INCM OPPCOM95766K10938663,208SH SOLE 63,20800
WESTERN ASSET INCOME FDCOM95766T10051136,796SH SOLE 36,79600
WESTERN ASSET INVT GRADE DEFCOM95790A10131014,563SH SOLE 14,56300
WESTERN ASSET MGD HI INCM FDCOM95766L10725944,576SH SOLE 44,57600
WESTERN ASSET MUN HI INCM FDCOM95766N10336449,343SH SOLE 49,34300
WESTERN ASSET WORLDWIDE INCOCOM95766810687966,868SH SOLE 66,86800
WESTERN ASST MN PRT FD INCCOM95766P10820614,016SH SOLE 14,01600
WESTERN DIGITAL CORPCOM958102105282,8673,064,643SH SOLE 3,064,64300
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541045957,781SH SOLE 7,78100
WESTERN REFNG INCCOM959319104134,7093,587,448SH SOLE 3,587,44800
WESTERN UN COCOM95980210954631,491SH SOLE 31,49100
WESTLAKE CHEM CORPCOM96041310232,867392,390SH SOLE 392,39000
WESTMORELAND COAL COCOM96087810675520,800SH SOLE 20,80000
WET SEAL INCCL A961840105359395,020SH SOLE 395,02000
WEX INCCOM96208T1044444,234SH SOLE 4,23400
WEYERHAEUSER COCOM96216610420,988634,273SH SOLE 634,27300
WGL HLDGS INCCOM92924F1062,69162,444SH SOLE 62,44400
WHIRLPOOL CORPCOM96332010664,576463,840SH SOLE 463,84000
WHITEWAVE FOODS COCOM CL A96624410513,133405,725SH SOLE 405,72500
WHITING PETE CORP NEWCOM96638710295,2731,187,203SH SOLE 1,187,20300
WHOLE FOODS MKT INCCOM9668371063,43989,037SH SOLE 89,03700
WIDEPOINT CORPCOM967590100408232,100SH SOLE 232,10000
WILEY JOHN & SONS INCCL A9682232061,30321,500SH SOLE 21,50000
WILLBROS GROUP INC DELCOM9692031087,042570,241SH SOLE 570,24100
WILLIAMS CLAYTON ENERGY INCCOM9694901012,15515,691SH SOLE 15,69100
WILLIAMS COS INC DELCOM9694571003,86766,440SH SOLE 66,44000
WILLIAMS PARTNERS L PCOM UNIT L P96950F10460211,080SH SOLE 11,08000
WILLIAMS SONOMA INCCOM96990410110,128141,095SH SOLE 141,09500
WILSHIRE BANCORP INCCOM97186T10881078,833SH SOLE 78,83300
WINNEBAGO INDS INCCOM9746371002499,904SH SOLE 9,90400
WINTHROP RLTY TRSH BEN INT NEW97639130021413,942SH SOLE 13,94200
WINTRUST FINL CORPCOM97650W10811,436248,604SH SOLE 248,60400
WIPRO LTDSPON ADR 1 SH97651M10932,7372,753,315SH SOLE 2,753,31500
WISCONSIN ENERGY CORPCOM97665710612,685270,355SH SOLE 270,35500
WISDOMTREE INVTS INCCOM97717P10446537,638SH SOLE 37,63800
WL ROSS HLDG CORPUNIT 99/99/999992939D20335,5353,450,000SH SOLE 3,450,00000
WOLVERINE WORLD WIDE INCCOM9780971031,26948,712SH SOLE 48,71200
WORKDAY INCCL A98138H1012,04722,778SH SOLE 22,77800
WORLD ACCEP CORP DELCOM9814191041,15315,185SH SOLE 15,18500
WORLD FUEL SVCS CORPCOM9814751061,51130,688SH SOLE 30,68800
WORLD WRESTLING ENTMT INCCL A98156Q1081,09391,625SH SOLE 91,62500
WORTHINGTON INDS INCCOM98181110234,435800,065SH SOLE 800,06500
WPX ENERGY INCCOM98212B1039,306389,200SH SOLE 389,20000
WSFS FINL CORPCOM9293281023454,688SH SOLE 4,68800
WYNDHAM WORLDWIDE CORPCOM98310W10838,792512,306SH SOLE 512,30600
WYNN RESORTS LTDCOM98313410728,758138,555SH SOLE 138,55500
XCEL ENERGY INCCOM98389B10012,606391,139SH SOLE 391,13900
XCERRA CORPCOM98400J10848253,000SH SOLE 53,00000
XERIUM TECHNOLOGIES INCCOM NEW98416J11838627,653SH SOLE 27,65300
XEROX CORPCOM98412110347,8073,842,976SH SOLE 3,842,97600
XILINX INCCOM98391910141,554878,344SH SOLE 878,34400
XOMA CORP DELCOM98419J10719141,544SH SOLE 41,54400
XPO LOGISTICS INCCOM9837931005,951207,920SH SOLE 207,92000
XYLEM INCCOM98419M1002346,000SH SOLE 6,00000
YAHOO INCCOM984332106224,9666,403,822SH SOLE 6,403,82200
YAMANA GOLD INCCOM98462Y10026932,700SH SOLE 32,70000
YELP INCCL A9858171055,03565,660SH SOLE 65,66000
YOU ON DEMAND HLDGS INCCOM NEW98741R20715356,700SH SOLE 56,70000
YRC WORLDWIDE INCCOM PAR $.0198424960710,486373,023SH SOLE 373,02300
YUM BRANDS INCCOM9884981015,88272,434SH SOLE 72,43400
ZAGG INCCOM98884U1081,235227,400SH SOLE 227,40000
ZEBRA TECHNOLOGIES CORPCL A9892071053,16938,500SH SOLE 38,50000
ZELTIQ AESTHETICS INCCOM98933Q1081,24882,131SH SOLE 82,13100
ZHONE TECHNOLOGIES INC NEWCOM NEW98950P884446143,897SH SOLE 143,89700
ZILLOW INCCL A98954A1073,30723,135SH SOLE 23,13500
ZIMMER HLDGS INCCOM98956P10268,796662,388SH SOLE 662,38800
ZIOPHARM ONCOLOGY INCCOM98973P101503124,900SH SOLE 124,90000
ZIX CORPCOM98974P10014241,400SH SOLE 41,40000
ZOETIS INCCL A98978V1031,40643,573SH SOLE 43,57300
ZOGENIX INCCOM98978L105303150,700SH SOLE 150,70000
ZULILY INCCL A98977410445011,000SH SOLE 11,00000
ZWEIG FDCOM NEW98983420524015,320SH SOLE 15,32000
ZYNGA INCCL A98986T1081,054328,400SH SOLE 328,40000