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
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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 A68243Q10619527,077SH SOLE 16,37700
1347 CAP CORPCOM68245V1034,325450,540SH SOLE 450,54000
1347 CAP CORPRIGHT 07/21/201668245V111182500,600SH SOLE 500,60000
1347 CAP CORP*W EXP 07/15/20268245V129125500,600SH SOLE 500,60000
1ST UNITED BANCORP INC FLACOM33740N1055,524648,328SH SOLE 648,32800
22ND CENTY GROUP INCCOM90137F1034216,600SH SOLE 16,60000
3M COCOM88579Y101109,831775,203SH SOLE 724,80300
8X8 INC NEWCOM28291410018327,402SH SOLE 16,60200
A H BELO CORPCOM CL A00128210225023,400SH SOLE 16,40000
AAON INCCOM PAR $0.0040003602061,751102,966SH SOLE 46,84100
AAR CORPCOM0003611052058,482SH SOLE 8,48200
AARONS INCCOM PAR $0.500025353004,225173,713SH SOLE 173,71300
ABAXIS INCCOM0025671053276,457SH SOLE 6,45700
ABBOTT LABSCOM00282410070,4301,693,426SH SOLE 1,593,22600
ABBVIE INCCOM00287Y109144,7972,506,875SH SOLE 2,275,47500
ABERCROMBIE & FITCH COCL A0028962073,928108,100SH SOLE 108,10000
ABIOMED INCCOM00365410035814,435SH SOLE 9,63500
ABRAXAS PETE CORPCOM0038301067,1591,355,886SH SOLE 584,68600
ACADIA HEALTHCARE COMPANY INCOM00404A1091,11222,920SH SOLE 15,12000
ACADIA PHARMACEUTICALS INCCOM00422510892537,374SH SOLE 36,07400
ACADIA RLTY TRCOM SH BEN INT0042391091,26445,841SH SOLE 36,44100
ACCELERATE DIAGNOSTICS INCCOM00430H1021,22356,939SH SOLE 35,83900
ACCESS MIDSTREAM PARTNERS LUNIT00434L1095608,793SH SOLE 8,79300
ACCO BRANDS CORPCOM00081T10813519,515SH SOLE 1,71500
ACCURAY INCCOM00439710547064,800SH SOLE 41,10000
ACCURAY INCDEBT 3.500% 2/0004397AF26,7844,500,000PRN SOLE 000
ACETO CORPCOM0044461001,15459,710SH SOLE 51,31000
ACHILLION PHARMACEUTICALS INCOM00448Q20141241,300SH SOLE 28,00000
ACI WORLDWIDE INCCOM00449810119810,541SH SOLE 10,54100
ACORDA THERAPEUTICS INCCOM00484M1061,65148,720SH SOLE 23,02000
ACORDA THERAPEUTICS INCNOTE 1.750% 6/100484MAA42,8932,775,000PRN SOLE 000
ACTIVISION BLIZZARD INCCOM00507V10942,2132,030,448SH SOLE 2,030,44800
ACTUA CORPCOM00509410774246,300SH SOLE 35,50000
ACUITY BRANDS INCCOM00508Y1025,78949,181SH SOLE 49,18100
ACXIOM CORPCOM0051251098,826533,274SH SOLE 533,27400
ADAMS EXPRESS COCOM0062121041,04174,712SH SOLE 74,71200
ADDUS HOMECARE CORPCOM0067391067,044359,401SH SOLE 152,86800
ADEPT TECHNOLOGY INCCOM NEW00685420232738,883SH SOLE 26,48300
ADOBE SYS INCCOM00724F10112,422179,535SH SOLE 179,53500
ADVANCE AUTO PARTS INCCOM00751Y10617,263132,484SH SOLE 132,48400
ADVANCED EMISSIONS SOLUTS INCOM00770C1011,81185,150SH SOLE 35,45000
ADVANCED ENERGY INDSCOM0079731001,68289,498SH SOLE 50,69800
ADVENT CLAY CONV SEC INC FDCOM0076391071,367201,382SH SOLE 201,38200
ADVENT CLAYMORE ENH GRW & INCOM00765E10459762,861SH SOLE 62,86100
ADVENT SOFTWARE INCCOM0079741084,180132,449SH SOLE 124,04900
AECOM TECHNOLOGY CORP DELAWACOM00766T10027,079802,355SH SOLE 802,35500
AEGEAN MARINE PETE NETWORK INOTE 4.000%11/0Y0020QAA91,3681,400,000PRN SOLE 000
AEMETIS INCCOM NEW00770K2029210,600SH SOLE 8,70000
AEROPOSTALECOM00786510816750,647SH SOLE 50,64700
AEROVIRONMENT INCCOM0080731083,217107,000SH SOLE 49,10000
AES CORPCOM00130H10512,413875,388SH SOLE 875,38800
AETNA INC NEWCOM00817Y108140,8231,738,561SH SOLE 1,684,36100
AFFYMETRIX INCCOM00826T1084,155520,685SH SOLE 328,68500
AFFYMETRIX INCNOTE 4.000% 7/000826TAH19,9356,475,000PRN SOLE 000
AFLAC INCCOM0010551022,82448,487SH SOLE 48,48700
AGCO CORPCOM0010841028,661190,513SH SOLE 190,51300
AGILENT TECHNOLOGIES INCCOM00846U1017,760136,185SH SOLE 136,18500
AGIOS PHARMACEUTICALS INCCOM00847X10485914,000SH SOLE 9,80000
AGL RES INCCOM0012041068,547166,470SH SOLE 166,47000
AGNICO EAGLE MINES LTDCOM00847410835112,100SH SOLE 12,10000
AGREE REALTY CORPCOM0084921002,56393,594SH SOLE 57,99400
AIR LEASE CORPCL A00912X30251015,700SH SOLE 15,70000
AIR METHODS CORPCOM PAR $.060091283071,86133,495SH SOLE 24,49500
AIR PRODS & CHEMS INCCOM0091581063,03323,300SH SOLE 23,30000
AIR TRANSPORT SERVICES GRP ICOM00922R10531743,477SH SOLE 27,17700
AIRGAS INCCOM0093631021,47513,330SH SOLE 13,33000
AK STL HLDG CORPCOM0015471085,338666,400SH SOLE 325,40000
AKAMAI TECHNOLOGIES INCCOM00971T10144,527744,601SH SOLE 732,60100
AKORN INCCOM0097281061,49741,266SH SOLE 34,06600
ALAMO GROUP INCCOM0113111072024,924SH SOLE 3,72400
ALASKA AIR GROUP INCCOM01165910966,9671,538,051SH SOLE 1,538,05100
ALBANY INTL CORPCL A0123481082,07360,910SH SOLE 33,81000
ALBANY MOLECULAR RESH INCCOM0124231091,27557,762SH SOLE 45,86200
ALBEMARLE CORPCOM0126531013,69962,800SH SOLE 62,80000
ALCOA INCCOM01381710114,103876,500SH SOLE 876,50000
ALCOA INCDEP SHS 1/10TH01381730939,398788,350SH SOLE 788,35000
ALERE INCCOM01449J1053198,236SH SOLE 8,23600
ALEXANDER & BALDWIN INC NEWCOM0144911041,05829,400SH SOLE 16,90000
ALEXANDERS INCCOM0147521094531,211SH SOLE 91100
ALEXANDRIA REAL ESTATE EQ INCOM0152711094,43260,100SH SOLE 60,10000
ALEXION PHARMACEUTICALS INCCOM015351109125,038754,061SH SOLE 731,66100
ALIGN TECHNOLOGY INCCOM01625510193018,005SH SOLE 18,00500
ALIMERA SCIENCES INCCOM01625910328552,500SH SOLE 35,20000
ALLEGHANY CORP DELCOM0171751001,8464,415SH SOLE 4,41500
ALLEGHENY TECHNOLOGIES INCCOM01741R1024,088110,200SH SOLE 110,20000
ALLEGIANT TRAVEL COCOM01748X1021,2039,729SH SOLE 5,52900
ALLERGAN INCCOM01849010236,889207,018SH SOLE 194,61800
ALLIANCE CALIF MUN INCOME FDCOM01854610141130,403SH SOLE 30,40300
ALLIANCE DATA SYSTEMS CORPCOM0185811083,84915,503SH SOLE 15,50300
ALLIANCE FIBER OPTIC PRODS ICOM NEW0186803062,767222,626SH SOLE 88,62600
ALLIANCE HEALTHCARE SRVCS INCOM PAR $0.0101860630140117,717SH SOLE 12,71700
ALLIANCE ONE INTL INCCOM0187721036212,239SH SOLE 12,23900
ALLIANT ENERGY CORPCOM01880210819,590353,550SH SOLE 331,35000
ALLIANT TECHSYSTEMS INCCOM01880410422,266174,444SH SOLE 174,44400
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10821015,654SH SOLE 15,65400
ALLSTATE CORPCOM02000210157,252932,894SH SOLE 850,39400
ALNYLAM PHARMACEUTICALS INCCOM02043Q1072,36430,269SH SOLE 30,26900
ALON USA ENERGY INCCOM02052010287761,041SH SOLE 19,04100
ALPHA NATURAL RESOURCES INCCOM02076X1024,4791,806,011SH SOLE 1,507,11100
ALPHA NATURAL RESOURCES INCNOTE 3.750%12/102076XAE26,0838,500,000PRN SOLE 000
ALPHA NATURAL RESOURCES INCNOTE 4.875%12/102076XAF91,6052,700,000PRN SOLE 000
ALPINE GLOBAL PREMIER PPTYSCOM SBI02083A1031,231179,248SH SOLE 179,24800
ALTERA CORPCOM02144110048513,549SH SOLE 13,54900
ALTISOURCE RESIDENTIAL CORPCL B02153W1001,86577,700SH SOLE 45,00000
ALTRA INDL MOTION CORPCOM02208R10632611,169SH SOLE 7,26900
ALTRIA GROUP INCCOM02209S10377,6001,689,161SH SOLE 1,530,06100
ALUMINUM CORP CHINA LTDSPON ADR H SHS02227610928428,100SH SOLE 28,10000
AMAZON COM INCCOM02313510630,76995,427SH SOLE 95,42700
AMBAC FINL GROUP INCCOM NEW02313988482037,100SH SOLE 27,10000
AMBEV SASPONSORED ADR02319V1038,2261,255,900SH SOLE 966,00000
AMBIT BIOSCIENCES CORPCOM02318X1002,478160,924SH SOLE 160,92400
AMC NETWORKS INCCL A00164V1034657,962SH SOLE 7,96200
AMER RLTY CAP HEALTHCAR TR ICOM02917R10878,3717,478,182SH SOLE 7,438,68200
AMERCOCOM02358610010,18338,882SH SOLE 38,58200
AMEREN CORPCOM02360810225,573667,186SH SOLE 667,18600
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W105197,2267,826,432SH SOLE 7,395,23200
AMERICAN AIRLS GROUP INCCOM02376R10226,633750,648SH SOLE 584,84800
AMERICAN ASSETS TR INCCOM0240131041,69551,400SH SOLE 48,90000
AMERICAN CAMPUS CMNTYS INCCOM0248351001,12230,781SH SOLE 30,78100
AMERICAN CAP LTDCOM02503Y10316,0141,130,912SH SOLE 1,130,91200
AMERICAN EAGLE OUTFITTERS NECOM02553E1063,081212,200SH SOLE 212,20000
AMERICAN ELEC PWR INCCOM025537101132,1432,530,997SH SOLE 2,326,69700
AMERICAN EQTY INVT LIFE HLDCOM02567620690039,315SH SOLE 28,11500
AMERICAN EXPRESS COCOM02581610940,087457,930SH SOLE 457,93000
AMERICAN FINL GROUP INC OHIOCOM02593210441,899723,768SH SOLE 723,76800
AMERICAN INTL GROUP INCCOM NEW0268747849,598177,675SH SOLE 177,67500
AMERICAN PUBLIC EDUCATION INCOM02913V10334412,758SH SOLE 12,75800
AMERICAN RAILCAR INDS INCCOM02916P1032,00227,082SH SOLE 21,08200
AMERICAN RLTY CAP PPTYS INCCOM02917T1042,406199,536SH SOLE 132,73600
AMERICAN RLTY CAP PPTYS INCNOTE 3.000% 8/002917TAA230,99431,150,000PRN SOLE 000
AMERICAN RLTY CAP PPTYS INCNOTE 3.750%12/102917TAB04,7524,725,000PRN SOLE 000
AMERICAN SCIENCE & ENGR INCCOM0294291071,65629,900SH SOLE 10,40000
AMERICAN STS WTR COCOM0298991017,964261,800SH SOLE 130,70000
AMERICAN TOWER CORP NEWCOM03027X10049,008523,425SH SOLE 489,92500
AMERICAN WOODMARK CORPCOM0305061091,71346,470SH SOLE 18,37000
AMERICAN WTR WKS CO INC NEWCOM0304201038,184169,695SH SOLE 169,69500
AMERIGAS PARTNERS L PUNIT L P INT0309751063036,652SH SOLE 6,65200
AMERIPRISE FINL INCCOM03076C106105,277853,272SH SOLE 827,77200
AMERIS BANCORPCOM03076K10841018,671SH SOLE 13,44900
AMERISAFE INCCOM03071H10076719,615SH SOLE 12,71500
AMERISOURCEBERGEN CORPCOM03073E10520,079259,751SH SOLE 259,75100
AMETEK INC NEWCOM0311001001,98839,600SH SOLE 39,60000
AMGEN INCCOM03116210061,519437,980SH SOLE 426,78000
AMICUS THERAPEUTICS INCCOM03152W10941569,700SH SOLE 47,90000
AMKOR TECHNOLOGY INCCOM0316521007,108845,195SH SOLE 410,89500
AMN HEALTHCARE SERVICES INCCOM00174410178650,087SH SOLE 43,68700
AMPHENOL CORP NEWCL A0320951012,55625,600SH SOLE 25,60000
AMSURG CORPCOM03232P4053,02360,400SH SOLE 41,00000
AMSURG CORPPFD CNV SR A-1 %03232P5049,90992,875SH SOLE 92,87500
AMTRUST FINL SVCS INCCOM0323593091,37434,506SH SOLE 34,50600
ANACOR PHARMACEUTICALS INCCOM0324201011,14146,630SH SOLE 32,23000
ANADARKO PETE CORPCOM03251110773,476724,330SH SOLE 667,33000
ANALOG DEVICES INCCOM0326541055,321107,522SH SOLE 107,52200
ANALOGIC CORPCOM PAR $0.050326572073815,962SH SOLE 5,56200
ANDERSONS INCCOM03416410310,217162,482SH SOLE 82,70200
ANGLOGOLD ASHANTI LTDSPONSORED ADR03512820638,3793,198,244SH SOLE 3,021,64400
ANI PHARMACEUTICALS INCCOM00182C1032,67094,400SH SOLE 35,00000
ANIKA THERAPEUTICS INCCOM0352551085,925161,623SH SOLE 72,72300
ANIXTER INTL INCCOM0352901058,21396,800SH SOLE 39,80000
ANN INCCOM03562310724,826603,609SH SOLE 597,70900
ANNALY CAP MGMT INCCOM0357104098,031751,960SH SOLE 675,06000
ANNALY CAP MGMT INCNOTE 5.000% 5/1035710AB839,43939,000,000PRN SOLE 000
ANSYS INCCOM03662Q1053,93552,000SH SOLE 52,00000
ANTERO RES CORPCOM03674X1061,35024,600SH SOLE 24,60000
ANWORTH MORTGAGE ASSET CPCOM0373471017311,242SH SOLE 11,24200
AOL INCCOM00184X1053,88886,500SH SOLE 86,50000
APACHE CORPCOM03741110593,824999,509SH SOLE 946,80900
APARTMENT INVT & MGMT COCL A03748R1011,13335,600SH SOLE 35,60000
APOGEE ENTERPRISES INCCOM03759810974218,637SH SOLE 17,03700
APOLLO ED GROUP INCCL A03760410542,5981,693,763SH SOLE 1,693,76300
APOLLO SR FLOATING RATE FD ICOM03763610726715,620SH SOLE 15,62000
APPLE INCCOM037833100544,0285,399,779SH SOLE 4,944,87900
APPLIED INDL TECHNOLOGIES INCOM03820C10584318,464SH SOLE 16,86400
APPLIED MATLS INCCOM0382221057,484346,307SH SOLE 346,30700
AQUA AMERICA INCCOM03836W10373231,100SH SOLE 31,10000
ARATANA THERAPEUTICS INCCOM03874P10110010,000SH SOLE 10,00000
ARC DOCUMENT SOLUTIONS INCCOM00191G10341651,357SH SOLE 33,75700
ARC GROUP WORLDWIDE INCCOM00213H10565742,050SH SOLE 30,30000
ARCBEST CORPCOM03937C1057,161191,972SH SOLE 114,67200
ARCH COAL INCCOM0393801003215,300SH SOLE 15,30000
ARCHER DANIELS MIDLAND COCOM039483102286,9325,615,112SH SOLE 5,244,31200
ARCTIC CAT INCCOM0396701042777,966SH SOLE 7,96600
ARENA PHARMACEUTICALS INCCOM040047102518123,661SH SOLE 123,66100
ARES CAP CORPCOM04010L1032,492154,232SH SOLE 154,23200
ARES CAP CORPNOTE 5.750% 2/004010LAB94,6304,425,000PRN SOLE 000
ARES DYNAMIC CR ALLOCATION FCOM04014F10275044,007SH SOLE 44,00700
ARGAN INCCOM04010E1094,855145,436SH SOLE 81,23600
ARIAD PHARMACEUTICALS INCCOM04033A1007,7961,443,714SH SOLE 1,443,71400
ARK RESTAURANTS CORPCOM0407121012,868127,683SH SOLE 127,68300
ARLINGTON ASSET INVT CORPCL A NEW04135620578530,900SH SOLE 9,40000
ARMOUR RESIDENTIAL REIT INCCOM042315101616160,100SH SOLE 107,00000
ARMSTRONG WORLD INDS INC NEWCOM04247X10284815,142SH SOLE 15,14200
AROTECH CORPCOM NEW042682203385118,500SH SOLE 79,10000
ARRIS GROUP INC NEWCOM04270V10620,463721,663SH SOLE 721,66300
ARROW ELECTRS INCCOM04273510030,776556,028SH SOLE 534,52800
ARROWHEAD RESH CORPCOM NEW0427972091,05071,092SH SOLE 44,79200
ARTISAN PARTNERS ASSET MGMTCL A04316A10861911,900SH SOLE 11,90000
ARVINMERITOR INCFRNT 4.625% 3/0043353AF82,0862,000,000PRN SOLE 000
ASBURY AUTOMOTIVE GROUP INCCOM0434361042,30035,708SH SOLE 24,50800
ASCENA RETAIL GROUP INCCOM04351G1011,29597,374SH SOLE 97,37400
ASHFORD HOSPITALITY PRIME INCOM0441021016,728441,727SH SOLE 441,72700
ASHFORD HOSPITALITY TR INCCOM SHS04410310927,7102,711,323SH SOLE 2,647,22300
ASHLAND INC NEWCOM0442091047,38370,923SH SOLE 70,92300
ASPEN TECHNOLOGY INCCOM0453271033,19484,681SH SOLE 24,28100
ASSOCIATED BANC CORPCOM0454871054,098235,267SH SOLE 235,26700
ASSOCIATED BANC CORP*W EXP 11/21/2010454871135023,450SH SOLE 23,45000
ASSOCIATED ESTATES RLTY CORPCOM0456041053,097176,855SH SOLE 133,95500
ASSURANT INCCOM04621X108103,5221,609,990SH SOLE 1,577,29000
ASTORIA FINL CORPCOM04626510453943,518SH SOLE 35,71800
ASTRONICS CORPCOM0464331081,82738,315SH SOLE 19,61500
AT&T INCCOM00206R102160,4614,553,365SH SOLE 4,164,76500
ATHENAHEALTH INCCOM04685W1031,0297,817SH SOLE 7,81700
ATHLON ENERGY INCCOM04747710451,619886,469SH SOLE 886,46900
ATLANTIC PWR CORPCOM NEW04878Q86320686,600SH SOLE 55,20000
ATLANTICUS HLDGS CORPCOM04914Y102360191,430SH SOLE 191,43000
ATLAS AIR WORLDWIDE HLDGS INCOM NEW04916420534710,513SH SOLE 10,51300
ATLAS ENERGY LPCOM UNITS LP04930A1041,39231,631SH SOLE 31,63100
ATMEL CORPCOM04951310428,9463,582,466SH SOLE 3,582,46600
ATMOS ENERGY CORPCOM04956010511,667244,589SH SOLE 244,58900
ATRICURE INCCOM04963C20966745,300SH SOLE 27,30000
ATWOOD OCEANICS INCCOM0500951082,07547,489SH SOLE 47,48900
AUTHENTIDATE HLDG CORPCOM NEW052666203394579,741SH SOLE 579,74100
AUTOBYTEL INCCOM NEW05275N20533839,376SH SOLE 24,87600
AUTODESK INCCOM05276910638,213693,514SH SOLE 685,71400
AUTOLIV INCCOM05280010931,721345,098SH SOLE 345,09800
AUTOMATIC DATA PROCESSING INCOM05301510310,978132,142SH SOLE 132,14200
AUTONATION INCCOM05329W1023,19063,408SH SOLE 63,40800
AUTOZONE INCCOM05333210231,04060,903SH SOLE 60,90300
AUXILIUM PHARMACEUTICALS INCCOM05334D1075,630188,599SH SOLE 188,59900
AV HOMES INCNOTE 7.500% 2/100234PAB810,85210,360,000PRN SOLE 000
AVALONBAY CMNTYS INCCOM05348410115,696111,343SH SOLE 102,54300
AVANIR PHARMACEUTICALS INCCL A NEW05348P40192777,800SH SOLE 45,90000
AVATAR HLDGS INCNOTE 7.500% 2/1053494AG59,0578,688,000PRN SOLE 000
AVENUE INCOME CR STRATEGIESCOM05358E10645026,802SH SOLE 26,80200
AVERY DENNISON CORPCOM05361110967,1321,503,522SH SOLE 1,362,92200
AVIS BUDGET GROUPCOM0537741054,22777,005SH SOLE 77,00500
AVISTA CORPCOM05379B1072,24573,528SH SOLE 53,92800
AVIV REIT INC MDCOM05381L1011,81068,700SH SOLE 61,90000
AVNET INCCOM05380710324,687594,863SH SOLE 594,86300
AVX CORP NEWCOM00244410720815,665SH SOLE 15,66500
AXCELIS TECHNOLOGIES INCCOM054540109429215,586SH SOLE 138,58600
AXIALL CORPCOM05463D1002,49469,652SH SOLE 40,25200
B/E AEROSPACE INCCOM0733021017,13384,972SH SOLE 84,97200
BABCOCK & WILCOX CO NEWCOM05615F1021,71461,900SH SOLE 61,90000
BADGER METER INCCOM0565251082374,700SH SOLE 3,30000
BAKER HUGHES INCCOM057224107172,0942,645,158SH SOLE 2,447,35800
BALCHEM CORPCOM0576652003045,382SH SOLE 5,38200
BALL CORPCOM05849810631,141492,200SH SOLE 492,20000
BALLY TECHNOLOGIES INCCOM05874B10780,531997,907SH SOLE 997,90700
BANCO BRADESCO S ASP ADR PFD NEW05946030354,0043,789,788SH SOLE 3,511,96800
BANCO DE CHILESPONSORED ADR0595201061,42819,303SH SOLE 15,83900
BANCO SANTANDER BRASIL S AADS REP 1 UNIT05967A10712,5511,919,092SH SOLE 1,919,09200
BANCO SANTANDER CHILE NEWSP ADR REP COM05965X10924,7181,118,958SH SOLE 1,036,19400
BANCORPSOUTH INCCOM0596921032,459122,100SH SOLE 62,30000
BANK AMER CORPCOM060505104117,0696,866,205SH SOLE 6,086,40500
BANK HAWAII CORPCOM0625401094,62881,462SH SOLE 81,46200
BANK KY FINL CORPCOM0628961056,934150,000SH SOLE 150,00000
BANK MONTREAL QUECOM06367110176610,400SH SOLE 10,40000
BANK MUTUAL CORP NEWCOM06375010318915,931SH SOLE 15,93100
BANK N S HALIFAXCOM0641491073,07449,700SH SOLE 49,70000
BANK NEW YORK MELLON CORPCOM06405810028,057724,433SH SOLE 724,43300
BANK OF THE OZARKS INCCOM0639041062,80388,926SH SOLE 52,62600
BANKUNITED INCCOM06652K1031,31143,000SH SOLE 43,00000
BANNER CORPCOM NEW06652V2081,90049,384SH SOLE 18,38400
BARD C R INCCOM06738310920,608144,404SH SOLE 144,40400
BARNES & NOBLE INCCOM0677741094,660236,044SH SOLE 229,44400
BARRETT BUSINESS SERVICES INCOM0684631081,86647,247SH SOLE 17,68700
BARRICK GOLD CORPCOM06790110872149,200SH SOLE 49,20000
BASIC ENERGY SVCS INC NEWCOM06985P1002,614120,514SH SOLE 49,51400
BAXTER INTL INCCOM0718131092,41233,611SH SOLE 33,61100
BB&T CORPCOM0549371073,12183,868SH SOLE 83,86800
BBCN BANCORP INCCOM07329510737225,498SH SOLE 15,39800
BCE INCCOM NEW05534B7603,31877,600SH SOLE 77,60000
BEAZER HOMES USA INCUNIT 99/99/999907556Q7094,055150,000SH SOLE 150,00000
BECTON DICKINSON & COCOM07588710925,199221,413SH SOLE 214,71300
BED BATH & BEYOND INCCOM07589610015,706238,590SH SOLE 238,59000
BELDEN INCCOM0774541063465,400SH SOLE 60000
BEMIS INCCOM08143710570018,400SH SOLE 18,40000
BENCHMARK ELECTRS INCCOM08160H1016,158277,259SH SOLE 160,05900
BENEFICIAL MUTUAL BANCORP INCOM08173R10421216,600SH SOLE 13,20000
BERKLEY W R CORPCOM08442310286818,157SH SOLE 18,15700
BERKSHIRE HATHAWAY INC DELCL B NEW084670702136,098985,221SH SOLE 925,32100
BERRY PLASTICS GROUP INCCOM08579W1034,796190,000SH SOLE 58,30000
BEST BUY INCCOM08651610162,9961,875,437SH SOLE 1,849,03700
BGC PARTNERS INCCL A05541T1016,714903,644SH SOLE 445,44400
BIG 5 SPORTING GOODS CORPCOM08915P10157461,248SH SOLE 22,78300
BIG LOTS INCCOM08930210323,213539,203SH SOLE 528,60300
BIGLARI HLDGS INCCOM08986R1015201,530SH SOLE 71000
BIOCRYST PHARMACEUTICALSCOM09058V1033,355343,062SH SOLE 187,46200
BIODELIVERY SCIENCES INTL INCOM09060J1061,11665,300SH SOLE 34,80000
BIOGEN IDEC INCCOM09062X103366,5371,107,999SH SOLE 1,047,19900
BIOLASE INCCOM0909111089036,148SH SOLE 24,07500
BIOMARIN PHARMACEUTICAL INCCOM09061G1012,92840,571SH SOLE 40,57100
BIOMED REALTY TRUST INCCOM09063H1071,37468,034SH SOLE 68,03400
BIOTELEMETRY INCCOM09067210629343,671SH SOLE 27,77100
BLACK BOX CORP DELCOM09182610730012,860SH SOLE 12,86000
BLACK HILLS CORPCOM0921131091,22525,578SH SOLE 12,47800
BLACKHAWK NETWORK HLDGS INCCL A09238E1042046,300SH SOLE 6,30000
BLACKHAWK NETWORK HLDGS INCCL B09238E20313,998433,365SH SOLE 433,36500
BLACKROCK BUILD AMER BD TRSHS09248X10028413,528SH SOLE 13,52800
BLACKROCK CORE BD TRSHS BEN INT09249E1012,910217,657SH SOLE 217,65700
BLACKROCK CORPOR HI YLD FD ICOM09255P1073,932332,362SH SOLE 332,36200
BLACKROCK CR ALLCTN INC TRCOM0925081009,669726,483SH SOLE 726,48300
BLACKROCK ENERGY & RES TRCOM09250U10163226,426SH SOLE 26,42600
BLACKROCK ENH CAP & INC FD ICOM09256A10950834,217SH SOLE 34,21700
BLACKROCK ENHANCED EQT DIV TCOM09251A1044,193511,292SH SOLE 511,29200
BLACKROCK FLOAT RATE OME STRCOM09255X10018413,066SH SOLE 13,06600
BLACKROCK GLOBAL OPP EQTY TRCOM0925011054,134292,973SH SOLE 292,97300
BLACKROCK INCCOM09247X10121,64765,934SH SOLE 65,93400
BLACKROCK INCOME OPP TRUST ICOM0924751022,872277,220SH SOLE 277,22000
BLACKROCK INTL GRWTH & INC TCOM BENE INTER092524107927123,172SH SOLE 123,17200
BLACKROCK LONG-TERM MUNI ADVCOM09250B10314913,266SH SOLE 13,26600
BLACKROCK LTD DURATION INC TCOM SHS09249W10134721,449SH SOLE 21,44900
BLACKROCK MUN TARGET TERM TRCOM SHS BEN IN09257P1053,760189,226SH SOLE 189,22600
BLACKROCK MUNI INCOME INV QLCOM09250G10261043,137SH SOLE 43,13700
BLACKROCK MUNI INTER DR FD ICOM09253X10251735,755SH SOLE 35,75500
BLACKROCK MUNIASSETS FD INCCOM09254J10216612,664SH SOLE 12,66400
BLACKROCK MUNICIPL INC QLTYCOM09247910442630,767SH SOLE 30,76700
BLACKROCK MUNIHLDGS NJ QLTYCOM09254X10187762,710SH SOLE 62,71000
BLACKROCK MUNIHLDGS NY QLTYCOM09255C10614010,470SH SOLE 10,47000
BLACKROCK MUNIHLDNGS CALI QLCOM09254L1071,808127,030SH SOLE 127,03000
BLACKROCK MUNIHLDNGS QLTY IICOM09254C10735826,925SH SOLE 26,92500
BLACKROCK MUNIHLDS INVSTM QLCOM09254P10880357,784SH SOLE 57,78400
BLACKROCK MUNIHOLDNGS QLTY ICOM09254A10166851,466SH SOLE 51,46600
BLACKROCK MUNIY QUALITY FD ICOM09254G10819515,261SH SOLE 15,26100
BLACKROCK MUNIYIELD CALI QLTCOM09254N1031,07573,799SH SOLE 73,79900
BLACKROCK MUNIYIELD N J FD ICOM09254Y10933422,997SH SOLE 22,99700
BLACKROCK MUNIYIELD NJ QLTYCOM09255A10033824,195SH SOLE 24,19500
BLACKROCK MUNIYIELD PA QLTYCOM09255G10763244,965SH SOLE 44,96500
BLACKROCK MUNIYIELD QLTY FDCOM09254E10333324,254SH SOLE 24,25400
BLACKROCK MUNIYLD INVST QLTYCOM09254T10040130,055SH SOLE 30,05500
BLACKROCK MUNIYLD MICH QLTYCOM09254V10593369,820SH SOLE 69,82000
BLACKROCK MUNIYLD MICH QLTYCOM09254W10366753,228SH SOLE 53,22800
BLACKROCK REAL ASSET EQUITYCOM09254B1092,579304,523SH SOLE 304,52300
BLACKROCK RES & COMM STRAT TSHS09257A1084,571407,001SH SOLE 407,00100
BLACKSTONE GSO LNG SHRT CR ICOM SHS BN INT09257D10241224,688SH SOLE 24,68800
BLACKSTONE GSO STRATEGIC CRCOM SHS BEN IN09257R1012,453146,185SH SOLE 146,18500
BLOCK H & R INCCOM09367110515,065485,805SH SOLE 485,80500
BLOOMIN BRANDS INCCOM09423510884245,926SH SOLE 33,32600
BLOUNT INTL INC NEWCOM09518010542227,900SH SOLE 6,30000
BLUEBIRD BIO INCCOM09609G10090125,100SH SOLE 12,80000
BNC BANCORPCOM05566T10125716,400SH SOLE 11,40000
BOARDWALK PIPELINE PARTNERSUT LTD PARTNER09662710429415,712SH SOLE 15,71200
BOB EVANS FARMS INCCOM09676110156111,848SH SOLE 11,84800
BOEING COCOM09702310541,064322,372SH SOLE 322,07200
BOFI HLDG INCCOM05566U1081,37018,837SH SOLE 12,93700
BOK FINL CORPCOM NEW05561Q20173811,100SH SOLE 11,10000
BOLT TECHNOLOGY CORPCOM0976981046,891314,077SH SOLE 314,07700
BONANZA CREEK ENERGY INCCOM0977931034,17173,300SH SOLE 30,30000
BOOZ ALLEN HAMILTON HLDG CORCL A0995021063,489149,119SH SOLE 149,11900
BORGWARNER INCCOM0997241068,101153,988SH SOLE 153,98800
BOSTON BEER INCCL A1005571071,0304,643SH SOLE 4,34300
BOSTON PRIVATE FINL HLDGS INCOM10111910577362,425SH SOLE 50,72500
BOSTON PRIVATE FINL HLDGS IN*W EXP 11/21/201101119113736117,799SH SOLE 117,79900
BOSTON PROPERTIES INCCOM10112110119,085164,863SH SOLE 154,36300
BOSTON SCIENTIFIC CORPCOM10113710757,7144,886,916SH SOLE 4,821,81600
BOULDER BRANDS INCCOM10140510829521,662SH SOLE 19,06200
BOULEVARD ACQUISITION CORPCOM10157P10410,4751,079,905SH SOLE 1,079,90500
BOULEVARD ACQUISITION CORP*W EXP 02/19/20110157P112390600,000SH SOLE 600,00000
BPZ RESOURCES INCCOM0556391084925,500SH SOLE 25,50000
BRANDYWINE RLTY TRSH BEN INT NEW1053682033,809270,700SH SOLE 254,10000
BRAVO BRIO RESTAURANT GROUPCOM10567B1091,13487,400SH SOLE 20,30000
BRF SASPONSORED ADR10552T1071,19450,200SH SOLE 50,20000
BRIDGEPOINT ED INCCOM10807M10513812,331SH SOLE 5,48100
BRIGHTCOVE INCCOM10921T101778139,400SH SOLE 28,90000
BRINKER INTL INCCOM10964110016,485324,578SH SOLE 324,57800
BRINKS COCOM10969610437415,568SH SOLE 15,56800
BRISTOL MYERS SQUIBB COCOM11012210858,1021,135,254SH SOLE 977,95400
BRISTOW GROUP INCCOM1103941033,95858,897SH SOLE 30,99700
BROADCOM CORPCL A111320107158,5213,921,856SH SOLE 3,559,55600
BROADRIDGE FINL SOLUTIONS INCOM11133T10330,366729,427SH SOLE 729,42700
BROADWIND ENERGY INCCOM NEW11161T20728237,675SH SOLE 22,47500
BROCADE COMMUNICATIONS SYS ICOM NEW111621306159,31914,656,731SH SOLE 14,656,73100
BROOKDALE SR LIVING INCCOM1124631041,90459,100SH SOLE 59,10000
BROOKS AUTOMATION INCCOM11434010274971,300SH SOLE 35,70000
BROWN & BROWN INCCOM1152361015,932184,500SH SOLE 184,50000
BROWN FORMAN CORPCL B11563720911,934132,281SH SOLE 132,28100
BROWN SHOE INC NEWCOM1157361004,712173,686SH SOLE 77,48600
BRUKER CORPCOM1167941081,52082,100SH SOLE 82,10000
BRUNSWICK CORPCOM1170431093,03972,125SH SOLE 57,12500
BUCKEYE PARTNERS L PUNIT LTD PARTN1182301014315,416SH SOLE 5,41600
BUCKLE INCCOM11844010664314,168SH SOLE 14,16800
BUFFALO WILD WINGS INCCOM1198481092,14816,000SH SOLE 4,20000
BUILD A BEAR WORKSHOPCOM12007610428021,400SH SOLE 16,00000
BUILDERS FIRSTSOURCE INCCOM12008R10723042,200SH SOLE 29,40000
BURGER KING WORLDWIDE INCCOM12122010795832,300SH SOLE 32,30000
C D I CORPCOM12507110047020,943SH SOLE 20,94300
C H ROBINSON WORLDWIDE INCCOM NEW12541W20994814,300SH SOLE 14,30000
C&J ENERGY SVCS INCCOM12467B3041,51549,600SH SOLE 36,90000
CA INCCOM12673P10548,2891,728,310SH SOLE 1,728,31000
CABELAS INCCOM12680430165411,102SH SOLE 11,10200
CABLEVISION SYS CORPCL A NY CABLVS12686C10923313,300SH SOLE 13,30000
CABOT CORPCOM12705510110,786212,452SH SOLE 212,45200
CABOT MICROELECTRONICS CORPCOM12709P1032,65364,000SH SOLE 25,50000
CADENCE DESIGN SYSTEM INCCOM12738710893154,084SH SOLE 54,08400
CAESARS ENTMT CORPCOM12768610320416,228SH SOLE 16,22800
CAL DIVE INTL INC DELCOM12802T101174178,948SH SOLE 178,94800
CAL DIVE INTL INC DELNOTE 5.000% 7/112802TAB72,3793,625,000PRN SOLE 000
CAL MAINE FOODS INCCOM NEW1280302021,76919,801SH SOLE 13,80100
CALAMP CORPCOM12812610953430,308SH SOLE 18,20800
CALAVO GROWERS INCCOM1282461053026,700SH SOLE 5,80000
CALGON CARBON CORPCOM1296031061,45975,282SH SOLE 20,68200
CALIFORNIA WTR SVC GROUPCOM1307881021,68375,000SH SOLE 55,10000
CALIX INCCOM13100M5095,497574,400SH SOLE 273,80000
CALLAWAY GOLF COCOM1311931049813,558SH SOLE 13,55800
CALLIDUS SOFTWARE INCCOM13123E50077764,614SH SOLE 37,91400
CALLON PETE CO DELCOM13123X1022,127241,400SH SOLE 113,10000
CAMBREX CORPCOM1320111074,693251,212SH SOLE 98,11200
CAMBRIDGE CAP ACQUISITION COCOM13215Q10615,3651,584,000SH SOLE 1,584,00000
CAMBRIDGE CAP ACQUISITION CO*W EXP 12/17/20113215Q1146511,760,000SH SOLE 1,760,00000
CAMDEN PPTY TRSH BEN INT1331311024,82570,400SH SOLE 70,40000
CAMECO CORPCOM13321L10827915,800SH SOLE 15,80000
CAMERON INTERNATIONAL CORPCOM13342B1052,73941,259SH SOLE 41,25900
CAMPBELL SOUP COCOM1344291092,47057,800SH SOLE 57,80000
CANTEL MEDICAL CORPCOM1380981081,89255,043SH SOLE 22,34300
CAPELLA EDUCATION COMPANYCOM1395941051,99531,863SH SOLE 21,36300
CAPITAL BK FINL CORPCL A COM1397941018,131340,500SH SOLE 181,66700
CAPITAL ONE FINL CORPCOM14040H10575,329922,924SH SOLE 922,92400
CAPITAL SR LIVING CORPCOM14047510423811,232SH SOLE 7,03200
CAPITOL ACQUISITION CORP IICOM14056V10517,4801,781,900SH SOLE 1,781,90000
CAPITOL ACQUISITION CORP II*W EXP 05/15/20114056V113285891,000SH SOLE 891,00000
CAPITOL FED FINL INCCOM14057J10131426,600SH SOLE 26,60000
CAPSTEAD MTG CORPCOM NO PAR14067E50623819,468SH SOLE 19,46800
CAPSTONE TURBINE CORPCOM14067D1028680,200SH SOLE 41,50000
CARBO CERAMICS INCCOM1407811055,29389,357SH SOLE 81,35700
CARDINAL HEALTH INCCOM14149Y108156,4152,087,763SH SOLE 1,977,46300
CARDIOVASCULAR SYS INC DELCOM1416191061,00742,611SH SOLE 16,61100
CAREER EDUCATION CORPCOM14166510910,5552,077,837SH SOLE 1,444,28500
CAREFUSION CORPCOM14170T10183,8291,852,576SH SOLE 1,698,07600
CARETRUST REIT INCCOM14174T1075,627393,510SH SOLE 372,91000
CARLISLE COS INCCOM14233910010,755133,800SH SOLE 133,80000
CARMIKE CINEMAS INCCOM14343640072223,300SH SOLE 3,40000
CARNIVAL CORPPAIRED CTF14365830045411,294SH SOLE 11,29400
CARPENTER TECHNOLOGY CORPCOM1442851033,20570,995SH SOLE 70,99500
CARRIAGE SVCS INCCOM14390510741724,062SH SOLE 17,76200
CARRIZO OIL & GAS INCCOM1445771032,89153,710SH SOLE 21,81000
CARTER INCCOM1462291093,65147,101SH SOLE 47,10100
CASEYS GEN STORES INCCOM14752810376710,700SH SOLE 5,90000
CASTLE A M & CONOTE 7.000%12/1148411AF81,6911,550,000PRN SOLE 000
CATALYST PHARM PARTNERS INCCOM14888U101798240,282SH SOLE 159,98200
CATAMARAN CORPCOM14888710294822,500SH SOLE 22,50000
CATERPILLAR INC DELCOM1491231018,56186,448SH SOLE 86,44800
CATHAY GEN BANCORPCOM1491501042,25890,937SH SOLE 59,43700
CATO CORP NEWCL A1492051062,61875,970SH SOLE 55,94800
CAVCO INDS INC DELCOM1495681074086,000SH SOLE 4,00000
CAVIUM INCCOM14964U10860712,200SH SOLE 8,10000
CBIZ INCCOM12480510211714,813SH SOLE 11,11300
CBL & ASSOC PPTYS INCCOM12483010074141,400SH SOLE 41,40000
CBOE HLDGS INCCOM12503M10810,358193,523SH SOLE 193,52300
CBRE CLARION GLOBAL REAL ESTCOM12504G1001,614192,591SH SOLE 192,59100
CBRE GROUP INCCL A12504L1091,04535,140SH SOLE 35,14000
CBS CORP NEWCL B12485720238,254715,025SH SOLE 704,22500
CBS OUTDOOR AMERS INCCOM14987J10617,932598,941SH SOLE 598,94100
CDN IMPERIAL BK COMM TORONTOCOM1360691015396,000SH SOLE 6,00000
CDW CORPCOM12514G10866421,400SH SOLE 21,40000
CEDAR REALTY TRUST INCCOM NEW1506022091,907323,236SH SOLE 139,83600
CELANESE CORP DELCOM SER A1508701034,50777,010SH SOLE 77,01000
CELGENE CORPCOM151020104105,2371,110,329SH SOLE 1,097,72900
CELLDEX THERAPEUTICS INC NEWCOM15117B10348337,300SH SOLE 2,10000
CELSION CORPORATIONCOM PAR $0.0115117N4043411,575SH SOLE 7,59800
CEMEX SAB DE CVSPON ADR NEW15129088918,7921,441,087SH SOLE 1,295,79900
CEMEX SAB DE CVNOTE 3.250% 3/1151290BB835,54425,175,000PRN SOLE 000
CEMEX SAB DE CVNOTE 3.750% 3/1151290BC613,1228,900,000PRN SOLE 000
CEMPRA INCCOM15130J10932930,059SH SOLE 21,95900
CENOVUS ENERGY INCCOM15135U1092,728101,500SH SOLE 101,50000
CENTENE CORP DELCOM15135B1016,95384,070SH SOLE 84,07000
CENTERPOINT ENERGY INCCOM15189T1077,335299,749SH SOLE 299,74900
CENTRAL GARDEN & PET COCOM15352710671091,588SH SOLE 91,58800
CENTRAL PAC FINL CORPCOM NEW15476040917725,664SH SOLE 25,66400
CENTRAL SECS CORPCOM1551231022,13492,864SH SOLE 92,86400
CENTURY ALUM COCOM1564311082,53597,600SH SOLE 68,70000
CENTURY CASINOS INCCOM15649210020539,889SH SOLE 28,28900
CENTURYLINK INCCOM1567001063,63588,903SH SOLE 88,90300
CENVEO CORPNOTE 7.000% 5/115671BAJ02,8832,725,000PRN SOLE 000
CENVEO INCCOM15670S1054217,204SH SOLE 17,20400
CEPHEIDCOM15670R10755312,565SH SOLE 12,56500
CERNER CORPCOM1567821042,68145,010SH SOLE 45,01000
CESCA THERAPEUTICS INCCOM1571311033427,600SH SOLE 18,10000
CF INDS HLDGS INCCOM125269100103,025368,973SH SOLE 361,67300
CHANNELADVISOR CORPCOM15917910024414,900SH SOLE 14,90000
CHARLES RIV LABS INTL INCCOM15986410724,280406,436SH SOLE 404,33600
CHART ACQUISITION CORPCOM16115110515,1941,402,950SH SOLE 1,402,95000
CHART ACQUISITION CORP*W EXP 12/19/2011611511138131,477,575SH SOLE 1,477,57500
CHART INDS INCCOM PAR $0.0116115Q3082,37038,775SH SOLE 38,77500
CHARTER COMMUNICATIONS INC DCL A NEW16117M3051,69511,200SH SOLE 11,20000
CHATHAM LODGING TRCOM16208T1023,088133,800SH SOLE 70,80000
CHECKPOINT SYS INCCOM16282510312410,100SH SOLE 6,40000
CHEESECAKE FACTORY INCCOM1630721017,864172,828SH SOLE 172,82800
CHEMED CORP NEWCOM16359R1032,03219,751SH SOLE 17,35100
CHENIERE ENERGY INCCOM NEW16411R2086,69083,598SH SOLE 83,59800
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q10157117,460SH SOLE 17,46000
CHESAPEAKE ENERGY CORPCOM16516710713,253576,481SH SOLE 576,48100
CHESAPEAKE LODGING TRSH BEN INT1652401023,953135,600SH SOLE 89,20000
CHESAPEAKE UTILS CORPCOM16530310869216,608SH SOLE 11,50800
CHEVRON CORP NEWCOM166764100143,2491,200,541SH SOLE 1,124,94100
CHICAGO BRIDGE & IRON CO N VCOM1672501093,42559,200SH SOLE 59,20000
CHICOS FAS INCCOM16861510221,1361,431,033SH SOLE 1,431,03300
CHILDRENS PL INCCOM16890510768514,381SH SOLE 14,38100
CHINA MOBILE LIMITEDSPONSORED ADR16941M10925,811439,332SH SOLE 410,93200
CHINA PETE & CHEM CORPSPON ADR H SHS16941R10810,094115,545SH SOLE 115,54500
CHIPOTLE MEXICAN GRILL INCCOM16965610536,87655,321SH SOLE 52,02100
CHIQUITA BRANDS INTL INCCOM1700328095,560391,556SH SOLE 166,12900
CHOICE HOTELS INTL INCCOM1699051063276,283SH SOLE 4,28300
CHRISTOPHER & BANKS CORPCOM17104610530430,707SH SOLE 20,30700
CHUBB CORPCOM17123210115,010164,804SH SOLE 148,10400
CHUNGHWA TELECOM CO LTDSPON ADR NEW1117133Q5021,67155,763SH SOLE 55,76300
CHURCH & DWIGHT INCCOM17134010224,820353,756SH SOLE 353,75600
CHURCHILL DOWNS INCCOM1714841085145,275SH SOLE 3,37500
CIBER INCCOM17163B1026519,080SH SOLE 19,08000
CIENA CORPCOM NEW17177930974444,497SH SOLE 44,49700
CIENA CORPDEBT 4.000%12/1171779AK715,27612,710,000PRN SOLE 000
CIGNA CORPORATIONCOM125509109125,9731,389,051SH SOLE 1,339,75100
CIMAREX ENERGY COCOM171798101107,838852,270SH SOLE 760,37000
CINCINNATI FINL CORPCOM1720621011,24126,372SH SOLE 26,37200
CINEDIGM CORPCOM1724061009360,100SH SOLE 38,10000
CINEMARK HOLDINGS INCCOM17243V1027,660225,026SH SOLE 225,02600
CINTAS CORPCOM17290810536,053510,733SH SOLE 510,73300
CIRCOR INTL INCCOM17273K1096,45895,914SH SOLE 45,21400
CIRRUS LOGIC INCCOM1727551001,38766,538SH SOLE 53,63800
CISCO SYS INCCOM17275R10255,1772,192,180SH SOLE 2,001,78000
CIT GROUP INCCOM NEW1255818012,35351,200SH SOLE 51,20000
CITIGROUP INCCOM NEW17296742411,459221,139SH SOLE 221,13900
CITRIX SYS INCCOM17737610027,089379,717SH SOLE 376,01700
CITY HLDG COCOM17783510594522,441SH SOLE 19,18400
CITY NATL CORPCOM1785661052,28830,231SH SOLE 30,23100
CIVEO CORPCOM17878710716,3821,411,063SH SOLE 1,371,56300
CLEAN HARBORS INCCOM1844961071,91335,483SH SOLE 35,48300
CLEARFIELD INCCOM18482P10382264,561SH SOLE 35,26100
CLEARWATER PAPER CORPCOM18538R10369511,555SH SOLE 9,95500
CLECO CORP NEWCOM12561W1059,033187,610SH SOLE 162,81000
CLOROX CO DELCOM1890541099,31496,979SH SOLE 96,97900
CME GROUP INCCOM12572Q1058,372104,710SH SOLE 104,71000
CMS ENERGY CORPCOM1258961002,46683,136SH SOLE 83,13600
CNA FINL CORPCOM1261171003559,337SH SOLE 9,33700
CNO FINL GROUP INCCOM12621E10390353,266SH SOLE 43,16600
CNOOC LTDSPONSORED ADR1261321097,21241,800SH SOLE 36,90000
COACH INCCOM1897541045,241147,166SH SOLE 147,16600
COBALT INTL ENERGY INCCOM19075F1069,424692,933SH SOLE 692,93300
COCA COLA COCOM191216100136,3653,196,560SH SOLE 2,925,46000
COCA COLA ENTERPRISES INC NECOM19122T10931,077700,563SH SOLE 700,56300
COCA COLA FEMSA S A B DE C VSPON ADR REP L1912411085,93258,892SH SOLE 58,89200
COEUR MNG INCCOM NEW19210850430160,593SH SOLE 45,40300
COGENT COMMUNICATIONS HLDGSCOM NEW19239V30256916,919SH SOLE 13,31900
COGNEX CORPCOM1924221031,84845,891SH SOLE 40,79100
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610235,978803,623SH SOLE 766,82300
COHEN & STEERS CLOSED END OPCOM19248P10689368,568SH SOLE 68,56800
COHEN & STEERS INCCOM19247A1003699,600SH SOLE 7,70000
COHEN & STEERS LTD DUR PFD ICOM19248C10569728,255SH SOLE 28,25500
COHEN & STEERS QUALITY RLTYCOM19247L1062,755259,201SH SOLE 259,20100
COHEN & STEERS REIT & PFD INCOM19247X1002,119121,291SH SOLE 121,29100
COHEN & STEERS SLT PFD INCMCOM19248Y10764925,382SH SOLE 25,38200
COHEN & STEERS TOTAL RETURNCOM19247R10332627,316SH SOLE 27,31600
COHERENT INCCOM19247910373311,951SH SOLE 11,15100
COLFAX CORPCOM1940141062,61045,813SH SOLE 45,81300
COLGATE PALMOLIVE COCOM19416210346,272709,474SH SOLE 709,47400
COLLECTORS UNIVERSE INCCOM NEW19421R20023810,800SH SOLE 8,00000
COLONIAL FINL SVCS INCCOM19566B10175957,122SH SOLE 57,12200
COLONY FINL INCCOM19624R1061,09949,100SH SOLE 26,30000
COLUMBIA PPTY TR INCCOM NEW1982872032,399100,500SH SOLE 100,50000
COLUMBIA SPORTSWEAR COCOM19851610689725,064SH SOLE 23,66400
COLUMBUS MCKINNON CORP N YCOM19933310531714,403SH SOLE 12,00300
COMCAST CORP NEWCL A20030N10135,810665,852SH SOLE 557,15200
COMCAST CORP NEWCL A SPL20030N2001,23623,100SH SOLE 14,90000
COMERICA INCCOM20034010745,599914,532SH SOLE 895,83200
COMFORT SYS USA INCCOM19990810464147,340SH SOLE 37,84000
COMMERCE BANCSHARES INCCOM2005251031,54934,691SH SOLE 34,69100
COMMERCIAL METALS COCOM20172310328,0981,646,063SH SOLE 1,455,26300
COMMUNITY BK SYS INCCOM20360710640512,043SH SOLE 1,70000
COMMUNITY HEALTH SYS INC NEWCOM2036681081,04119,000SH SOLE 19,00000
COMMUNITY HEALTH SYS INC NEWRIGHT 01/27/20162036681161314,356,729SH SOLE 4,356,72900
COMMVAULT SYSTEMS INCCOM2041661021,89337,566SH SOLE 37,56600
COMPANHIA BRASILEIRA DE DISTSPN ADR PFD CL A20440T20123,309534,481SH SOLE 517,08100
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A10242752,642SH SOLE 52,64200
COMPANHIA ENERGETICA DE MINASP ADR N-V PFD20440960134,1875,487,505SH SOLE 5,082,24900
COMPANHIA SIDERURGICA NACIONSPONSORED ADR20440W10520758,300SH SOLE 58,30000
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR2044481044,274369,127SH SOLE 343,72700
COMPASS MINERALS INTL INCCOM20451N1011,23914,700SH SOLE 14,70000
COMPUCREDIT HLDGS CORPNOTE 5.875%11/320478NAD22,0565,000,000PRN SOLE 000
COMPUTER PROGRAMS & SYS INCCOM2053061032183,800SH SOLE 3,80000
COMPUTER SCIENCES CORPCOM205363104141,2352,309,643SH SOLE 2,162,04300
COMPUWARE CORPCOM20563810999,8429,410,147SH SOLE 9,357,74700
COMSCORE INCCOM20564W1054,650127,700SH SOLE 47,40000
COMSTOCK RES INCCOM NEW2057682031,63287,672SH SOLE 58,27200
COMTECH TELECOMMUNICATIONS CCOM NEW2058262091,10029,600SH SOLE 29,60000
COMVERSE INCCOM20585P10560126,900SH SOLE 7,60000
CONAGRA FOODS INCCOM2058871024,837146,387SH SOLE 146,38700
CONCHO RES INCCOM20605P1012,32018,500SH SOLE 18,50000
CONCUR TECHNOLOGIES INCCOM206708109101,583801,000SH SOLE 801,00000
CONMED CORPCOM2074101019,701263,329SH SOLE 142,22900
CONNECTONE BANCORP INC NEWCOM20786W10729515,500SH SOLE 13,60000
CONNS INCCOM20824210746215,253SH SOLE 15,25300
CONOCOPHILLIPSCOM20825C104152,1671,988,588SH SOLE 1,915,48800
CONSOL ENERGY INCCOM20854P10948112,700SH SOLE 12,70000
CONSOLIDATED COMM HLDGS INCCOM20903410775230,000SH SOLE 21,40000
CONSOLIDATED EDISON INCCOM20911510431,497555,902SH SOLE 555,90200
CONSTANT CONTACT INCCOM2103131023,310121,946SH SOLE 43,04600
CONSTELLATION BRANDS INCCL A21036P1087,41985,122SH SOLE 85,12200
CONSUMER PORTFOLIO SVCS INCCOM21050210023536,600SH SOLE 25,90000
CONTANGO OIL & GAS COMPANYCOM NEW21075N20446914,100SH SOLE 8,70000
CONTINENTAL RESOURCES INCCOM2120151016,46997,314SH SOLE 97,31400
CONVERGYS CORPCOM21248510613,346748,955SH SOLE 734,77700
CONVERGYS CORPSDCV 5.750% 9/1212485AE621,90012,550,000PRN SOLE 000
CONVERSANT INCCOM21249J105116,9223,413,792SH SOLE 3,389,79200
CON-WAY INCCOM2059441016,081128,018SH SOLE 128,01800
COOPER COS INCCOM NEW2166484028,38653,845SH SOLE 53,84500
COOPER STD HLDGS INCCOM21676P1035629,000SH SOLE 6,80000
COPART INCCOM2172041064,642148,221SH SOLE 148,22100
CORCEPT THERAPEUTICS INCCOM21835210222885,200SH SOLE 53,10000
CORE MARK HOLDING CO INCCOM21868110416,375308,728SH SOLE 145,62800
CORELOGIC INCCOM21871D10311,391420,806SH SOLE 420,80600
CORMEDIX INC*W EXP 03/24/20121900C1183997,150SH SOLE 97,15000
CORNING INCCOM21935010558,8403,042,406SH SOLE 3,042,40600
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1081,68465,490SH SOLE 51,69000
CORRECTIONS CORP AMER NEWCOM NEW22025Y4071,57045,690SH SOLE 45,69000
CORVEL CORPCOM22100610959717,528SH SOLE 12,02800
COSTAR GROUP INCCOM22160N1093,70223,800SH SOLE 23,80000
COSTCO WHSL CORP NEWCOM22160K10535,141280,408SH SOLE 280,40800
COUSINS PPTYS INCCOM2227951068,326696,741SH SOLE 461,74100
COVANCE INCCOM2228161004,42356,196SH SOLE 56,19600
COWEN GROUP INC NEWCL A22362210120354,005SH SOLE 31,60500
CPFL ENERGIA S ASPONSORED ADR1261531051,29082,984SH SOLE 82,98400
CRA INTL INCCOM12618T10539915,708SH SOLE 15,70800
CRACKER BARREL OLD CTRY STORCOM22410J1069689,382SH SOLE 5,38200
CRAFT BREW ALLIANCE INCCOM22412210146232,106SH SOLE 22,00600
CRANE COCOM22439910523,072365,007SH SOLE 365,00700
CRAY INCCOM NEW22522330431011,806SH SOLE 10,00600
CREDIT ACCEP CORP MICHCOM2253101015,04039,977SH SOLE 12,87700
CRESTWOOD MIDSTREAM PARTNERSUNIT LTD PARTNER22637810728012,341SH SOLE 12,34100
CROSS CTRY HEALTHCARE INCCOM22748310418219,600SH SOLE 12,80000
CROWN CASTLE INTL CORPCOM22822710424,181300,269SH SOLE 270,56900
CROWN HOLDINGS INCCOM22836810631,191700,602SH SOLE 700,60200
CRYOLIFE INCCOM22890310013513,716SH SOLE 9,61600
CSG SYS INTL INCCOM12634910974028,151SH SOLE 26,35100
CST BRANDS INCCOM12646R1051,61144,800SH SOLE 44,80000
CSX CORPCOM1264081037,865245,307SH SOLE 245,30700
CTI BIOPHARMA CORPCOM12648L106289119,600SH SOLE 80,70000
CTS CORPCOM12650110558837,026SH SOLE 28,22600
CUBESMARTCOM2296631095,598311,361SH SOLE 260,46100
CUBIC CORPCOM2296691061,17625,127SH SOLE 25,12700
CUBIST PHARMACEUTICALS INCCOM2296781075778,700SH SOLE 8,70000
CUI GLOBAL INCCOM NEW1265762069413,000SH SOLE 7,70000
CULLEN FROST BANKERS INCCOM2298991094,71961,676SH SOLE 61,67600
CUMMINS INCCOM23102110652,997401,554SH SOLE 401,55400
CUMULUS MEDIA INCCL A23108210829773,724SH SOLE 42,62400
CURTISS WRIGHT CORPCOM2315611015,64285,582SH SOLE 36,58200
CUTWATER SELECT INCOME FDCOM23222910434917,693SH SOLE 17,69300
CVB FINL CORPCOM1266001051,14879,999SH SOLE 64,39900
CVR ENERGY INCCOM12662P1089,287207,628SH SOLE 207,62800
CVS HEALTH CORPCOM126650100250,0773,142,064SH SOLE 2,907,06400
CYBERONICS INCCOM23251P1021,60731,411SH SOLE 26,81100
CYRUSONE INCCOM23283R1006,361264,600SH SOLE 197,20000
CYS INVTS INCCOM12673A10861674,700SH SOLE 39,90000
CYTEC INDS INCCOM23282010017,917378,866SH SOLE 378,86600
CYTRX CORPCOM PAR $.00123282850918773,600SH SOLE 52,70000
D R HORTON INCCOM23331A1094,332211,100SH SOLE 211,10000
DAKTRONICS INCCOM2342641091,03283,982SH SOLE 52,68200
DANA HLDG CORPCOM23582520594349,184SH SOLE 49,18400
DANAHER CORP DELCOM23585110235,696469,811SH SOLE 418,51100
DARLING INGREDIENTS INCCOM2372661011,57385,877SH SOLE 85,87700
DATALINK CORPCOM23793410416115,100SH SOLE 11,20000
DAVITA HEALTHCARE PARTNERS ICOM23918K1088,767119,863SH SOLE 119,86300
DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P1003666,724SH SOLE 6,72400
DCT INDUSTRIAL TRUST INCCOM2331531053,609480,571SH SOLE 362,67100
DDR CORPCOM23317H1022,105125,800SH SOLE 125,80000
DECKERS OUTDOOR CORPCOM24353710738,839399,658SH SOLE 398,05800
DEERE & COCOM24419910514,494176,772SH SOLE 157,67200
DEL FRISCOS RESTAURANT GROUPCOM24507710230415,900SH SOLE 12,70000
DELEK US HLDGS INCCOM2466471013,489105,345SH SOLE 45,74500
DELTA AIR LINES INC DELCOM NEW247361702115,8933,205,879SH SOLE 3,014,47900
DELUXE CORPCOM24801910111,750213,008SH SOLE 189,10800
DEMAND MEDIA INCCOM NEW24802N20840746,000SH SOLE 22,40000
DEMANDWARE INCCOM24802Y1051,48329,126SH SOLE 20,42600
DENBURY RES INCCOM NEW24791620894562,900SH SOLE 62,90000
DENNYS CORPCOM24869P104891126,699SH SOLE 38,72600
DEPOMED INCCOM2499081048,256543,500SH SOLE 213,80000
DESTINATION XL GROUP INCCOM25065K10417737,534SH SOLE 23,73400
DEUTSCHE HIGH INCOME TRSHS25155R10035739,908SH SOLE 39,90800
DEVELOPERS DIVERSIFIED RLTYNOTE 1.750%11/1251591AX17,4616,467,000PRN SOLE 000
DEVON ENERGY CORP NEWCOM25179M10317,603258,185SH SOLE 245,48500
DEVRY ED GROUP INCCOM25189310310,484244,907SH SOLE 233,80700
DEX MEDIA INC NEWCOM25213A1071,169122,306SH SOLE 70,30600
DEXCOM INCCOM2521311075,940148,532SH SOLE 64,53200
DIAMOND FOODS INCCOM2526031051,02135,701SH SOLE 25,50100
DIAMOND HILL INVESTMENT GROUCOM NEW25264R2072091,700SH SOLE 1,20000
DIAMOND OFFSHORE DRILLING INCOM25271C1025,435158,580SH SOLE 158,58000
DIAMOND RESORTS INTL INCCOM25272T10479034,700SH SOLE 24,10000
DIAMONDBACK ENERGY INCCOM25278X1093,11141,600SH SOLE 36,60000
DIAMONDROCK HOSPITALITY COCOM2527843019,689764,096SH SOLE 504,99600
DICKS SPORTING GOODS INCCOM2533931022,31752,800SH SOLE 52,80000
DIEBOLD INCCOM25365110356916,100SH SOLE 11,60000
DIGITAL RIV INCCOM25388B1042,991206,000SH SOLE 94,90000
DIGITAL RLTY TR INCCOM2538681032,32637,295SH SOLE 37,29500
DILLARDS INCCL A25406710186,443793,203SH SOLE 793,20300
DINEEQUITY INCCOM2544231063434,199SH SOLE 3,49900
DIODES INCCOM25454310170129,296SH SOLE 13,49600
DIRECTVCOM25490A309151,3761,749,607SH SOLE 1,733,10700
DISCOVER FINL SVCSCOM254709108141,5912,198,966SH SOLE 2,159,96600
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1042,22558,866SH SOLE 58,86600
DISH NETWORK CORPCL A25470M10948,827756,064SH SOLE 756,06400
DISNEY WALT COCOM DISNEY25468710699,5471,118,127SH SOLE 1,019,12700
DIXIE GROUP INCCL A25551910019322,302SH SOLE 15,40200
DOLBY LABORATORIES INCCOM25659T1071,76442,200SH SOLE 42,20000
DOLLAR GEN CORP NEWCOM25667710574,0161,211,196SH SOLE 1,153,89600
DOLLAR TREE INCCOM25674610848,652867,694SH SOLE 861,39400
DOMINION RES INC VA NEWCOM25746U10917,179248,643SH SOLE 248,64300
DOMINION RES INC VA NEWUNIT 04/01/201325746U70368,7981,227,325SH SOLE 1,227,32500
DOMINION RES INC VA NEWUNIT 99/99/999925746U8698,314166,450SH SOLE 166,45000
DOMINION RES INC VA NEWUNIT 07/01/201625746U88569,1241,229,850SH SOLE 1,229,85000
DOMINOS PIZZA INCCOM25754A20131,639411,113SH SOLE 411,11300
DOMTAR CORPCOM NEW25755920313,137373,967SH SOLE 373,96700
DONALDSON INCCOM25765110952612,939SH SOLE 12,93900
DONNELLEY R R & SONS COCOM25786710111,233682,470SH SOLE 682,47000
DORMAN PRODUCTS INCCOM2582781002015,016SH SOLE 5,01600
DOT HILL SYS CORPCOM25848T109467123,600SH SOLE 76,60000
DOUGLAS DYNAMICS INCCOM25960R10526713,700SH SOLE 10,90000
DOUGLAS EMMETT INCCOM25960P1092,888112,500SH SOLE 112,50000
DOVER CORPCOM26000310843,452540,919SH SOLE 540,91900
DOW CHEM COCOM26054310392,1191,756,651SH SOLE 1,560,85100
DR PEPPER SNAPPLE GROUP INCCOM26138E10962,536972,422SH SOLE 967,02200
DR REDDYS LABS LTDADR25613520332,037609,645SH SOLE 592,34500
DRESSER-RAND GROUP INCCOM26160810341,130500,000SH SOLE 500,00000
DREW INDS INCCOM NEW26168L2052,65062,800SH SOLE 28,10000
DRIL-QUIP INCCOM2620371046,34670,984SH SOLE 70,98400
DRYSHIPS INC.NOTE 5.000%12/0262498AB415,72115,860,000PRN SOLE 000
DST SYS INC DELCOM23332610726,007309,900SH SOLE 309,90000
DSW INCCL A23334L10211,596385,130SH SOLE 385,13000
DTE ENERGY COCOM233331107113,2221,488,195SH SOLE 1,414,19500
DU PONT E I DE NEMOURS & COCOM2635341093,65350,903SH SOLE 50,90300
DUCOMMUN INC DELCOM26414710940314,702SH SOLE 12,60200
DUKE ENERGY CORP NEWCOM NEW26441C20447,960641,429SH SOLE 602,82900
DUKE REALTY CORPCOM NEW2644115053,769219,400SH SOLE 219,40000
DUN & BRADSTREET CORP DEL NECOM26483E10050,820432,622SH SOLE 408,02200
DUNKIN BRANDS GROUP INCCOM2655041001,04923,400SH SOLE 23,40000
DUPONT FABROS TECHNOLOGY INCCOM26613Q1064,525167,355SH SOLE 153,55500
DURATA THERAPEUTICS INCCOM26658A10753442,100SH SOLE 24,20000
DURECT CORPCOM266605104167113,700SH SOLE 74,70000
DXP ENTERPRISES INC NEWCOM NEW2333774075337,237SH SOLE 5,13700
DYAX CORPCOM26746E1031,450143,287SH SOLE 93,58700
DYCOM INDS INCCOM2674751012,15370,110SH SOLE 42,71000
DYNEGY INC NEW DELCOM26817R1085,587193,600SH SOLE 104,60000
E M C CORP MASSCOM26864810230,4861,041,908SH SOLE 1,041,90800
E TRADE FINANCIAL CORPCOM NEW2692464012,977131,806SH SOLE 131,80600
E TRADE FINANCIAL CORPNOTE 8/3269246AZ74,3932,000,000PRN SOLE 000
EAGLE BANCORP INC MDCOM26894810692629,089SH SOLE 20,43900
EAGLE MATERIALS INCCOM26969P1081,92518,900SH SOLE 18,90000
EAGLE ROCK ENERGY PARTNERS LUNIT26985R10414440,314SH SOLE 40,31400
EARTHLINK HLDGS CORPCOM27033X10131792,706SH SOLE 92,70600
EAST WEST BANCORP INCCOM27579R1044,513132,737SH SOLE 132,73700
EASTGROUP PPTY INCCOM2772761011,56825,879SH SOLE 10,41000
EASTMAN CHEM COCOM2774321005,06762,636SH SOLE 62,63600
EATON VANCE CORPCOM NON VTG27826510375820,100SH SOLE 20,10000
EATON VANCE LTD DUR INCOME FCOM27828H1051,726118,364SH SOLE 118,36400
EATON VANCE MUN BD FDCOM27827X10191372,903SH SOLE 72,90300
EATON VANCE NATL MUN OPPORTCOM SHS27829L1051,29264,821SH SOLE 64,82100
EATON VANCE NEW YORK MUN BDCOM27827Y10978663,786SH SOLE 63,78600
EATON VANCE RISK MNGD DIV EQCOM27829G10682870,824SH SOLE 70,82400
EATON VANCE SH TM DR DIVR INCOM27828V10494264,181SH SOLE 64,18100
EATON VANCE SR INCOME TRSH BEN INT27826S10334152,368SH SOLE 52,36800
EATON VANCE TAX ADVT DIV INCCOM27828G1071,14356,636SH SOLE 56,63600
EATON VANCE TAX-ADV BD & OPTCOM SH BEN INT27829M10351336,301SH SOLE 36,30100
EBAY INCCOM27864210359,0061,041,949SH SOLE 1,041,94900
ECHOSTAR CORPCL A2787681061,02921,103SH SOLE 21,10300
ECOLAB INCCOM2788651003,67732,024SH SOLE 32,02400
EDISON INTLCOM28102010770,7301,264,837SH SOLE 1,219,73700
EDUCATION MGMT CORP NEWCOM28140M1032320,800SH SOLE 4,60000
EDUCATION RLTY TR INCCOM28140H1042,984290,253SH SOLE 259,05300
EDWARDS LIFESCIENCES CORPCOM28176E10869,049675,958SH SOLE 568,85800
EGAIN CORPCOM NEW28225C80614123,477SH SOLE 15,87700
EHEALTH INCCOM28238P10932213,349SH SOLE 11,54900
EINSTEIN NOAH REST GROUP INCCOM28257U10415,979792,597SH SOLE 790,29700
EL PASO ELEC COCOM NEW28367785486023,543SH SOLE 23,54300
EL PASO PIPELINE PARTNERS LCOM UNIT LPI2837021082977,402SH SOLE 7,40200
ELDORADO GOLD CORP NEWCOM28490210359588,300SH SOLE 88,30000
ELDORADO RESORTS INCCOM28470R102739173,808SH SOLE 173,80800
ELECTRONIC ARTS INCCOM285512109109,0953,063,613SH SOLE 2,734,51300
ELECTRONICS FOR IMAGING INCCOM2860821021,75839,794SH SOLE 22,19400
ELLSWORTH FUND LTDCOM28907410637843,657SH SOLE 43,65700
EMCOR GROUP INCCOM29084Q1003,20280,128SH SOLE 64,82800
EMERGENT BIOSOLUTIONS INCCOM29089Q1055,895276,636SH SOLE 126,13600
EMERSON ELEC COCOM29101110445,856732,752SH SOLE 688,75200
EMPIRE DIST ELEC COCOM2916411082,850118,000SH SOLE 49,60000
EMPIRE RESORTS INCCOM NEW29205220623434,900SH SOLE 24,40000
EMPLOYERS HOLDINGS INCCOM29221810457830,000SH SOLE 8,10000
EMPRESA NACIONAL DE ELCTRCIDSPONSORED ADR29244T1014,14594,300SH SOLE 88,60000
EMULEX CORPCOM NEW2924752091,601324,117SH SOLE 143,21700
ENABLE MIDSTREAM PARTNERS LPCOM UNIT RP IN29248010030112,220SH SOLE 12,22000
ENANTA PHARMACEUTICALS INCCOM29251M1062,34359,200SH SOLE 30,60000
ENBRIDGE ENERGY MANAGEMENT LSHS UNITS LLI29250X10359516,000SH SOLE 10,70000
ENBRIDGE ENERGY PARTNERS L PCOM29250R1063609,277SH SOLE 9,27700
ENBRIDGE INCCOM29250N1052,05442,900SH SOLE 42,90000
ENCANA CORPCOM29250510483639,400SH SOLE 39,40000
ENCORE CAP GROUP INCCOM29255410248911,040SH SOLE 9,04000
ENCORE CAP GROUP INCNOTE 3.000% 7/0292554AF92,0851,825,000PRN SOLE 000
ENCORE WIRE CORPCOM2925621051,22432,988SH SOLE 30,28800
ENDOCYTE INCCOM29269A10233454,900SH SOLE 34,60000
ENERGEN CORPCOM29265N10814,588201,932SH SOLE 201,93200
ENERGIZER HLDGS INCCOM29266R10817,423141,408SH SOLE 141,40800
ENERGY RECOVERY INCCOM29270J10012735,800SH SOLE 21,60000
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1093876,042SH SOLE 6,04200
ENERNOC INCCOM29276410730117,738SH SOLE 12,93800
ENERSIS S ASPONSORED ADR29274F10446,5142,947,683SH SOLE 2,698,98300
ENERSYSCOM29275Y10292415,751SH SOLE 15,75100
ENGILITY HLDGS INCCOM29285W1044,269136,945SH SOLE 75,24500
ENLINK MIDSTREAM PARTNERS LPCOM UNIT REP LTD29336U10763920,970SH SOLE 20,97000
ENPHASE ENERGY INCCOM29355A10779753,164SH SOLE 40,06400
ENPRO INDS INCCOM29355X1072,79746,207SH SOLE 39,30700
ENSIGN GROUP INCCOM29358P10111,911342,273SH SOLE 292,97300
ENTEGRIS INCCOM29362U1041,388120,680SH SOLE 88,48000
ENTERGY CORP NEWCOM29364G10355,750720,930SH SOLE 720,93000
ENTERPRISE PRODS PARTNERS LCOM2937921071,11527,660SH SOLE 27,66000
ENTRAVISION COMMUNICATIONS CCL A29382R1072,309582,980SH SOLE 205,45700
ENTROPIC COMMUNICATIONS INCCOM29384R105863324,400SH SOLE 195,30000
ENVENTIS CORPCOM29402J1012,867157,697SH SOLE 157,69700
ENVESTNET INCCOM29404K1062,12447,192SH SOLE 23,99200
ENVISION HEALTHCARE HLDGS INCOM29413U10348614,000SH SOLE 14,00000
ENZO BIOCHEM INCCOM29410010221141,000SH SOLE 35,50000
EOG RES INCCOM26875P101228,7022,309,658SH SOLE 2,156,55800
EPAM SYS INCCOM29414B1043,88188,634SH SOLE 37,93400
EPLUS INCCOM2942681073586,390SH SOLE 4,19000
EPR PPTYSCOM SH BEN INT26884U1094,74893,677SH SOLE 76,17700
EQT CORPCOM26884L1091,45515,900SH SOLE 15,90000
EQUIFAX INCCOM29442910517,315231,666SH SOLE 231,66600
EQUINIX INCCOM NEW29444U50232,874154,718SH SOLE 154,71800
EQUINIX INCNOTE 4.750% 6/129444UAH928,22410,950,000PRN SOLE 000
EQUITY COMWLTHCOM SH BEN INT29462810277930,300SH SOLE 30,30000
EQUITY LIFESTYLE PPTYS INCCOM29472R1083,38379,862SH SOLE 79,86200
EQUITY ONECOM29475210070432,554SH SOLE 32,55400
EQUITY RESIDENTIALSH BEN INT29476L10726,469429,824SH SOLE 407,42400
ERA GROUP INCCOM26885G1095,002229,997SH SOLE 229,99700
ERICKSON INCCOM29482P10018514,237SH SOLE 9,73700
ESSEX PPTY TR INCCOM2971781055,39630,188SH SOLE 28,78800
ESTERLINE TECHNOLOGIES CORPCOM2974251006,27256,371SH SOLE 52,47100
EURONET WORLDWIDE INCCOM2987361093,43371,840SH SOLE 36,84000
EVERBANK FINL CORPCOM29977G1021,25270,922SH SOLE 51,42200
EVERCORE PARTNERS INCCLASS A29977A1051,80738,450SH SOLE 28,95000
EXACT SCIENCES CORPCOM30063P10583543,107SH SOLE 25,60700
EXAMWORKS GROUP INCCOM30066A1051,05332,161SH SOLE 21,26100
EXAR CORPCOM30064510825128,000SH SOLE 18,70000
EXELIS INCCOM30162A10814,054849,712SH SOLE 849,71200
EXLSERVICE HOLDINGS INCCOM30208110481933,562SH SOLE 19,36200
EXPEDIA INC DELCOM NEW30212P30371,439815,332SH SOLE 792,43200
EXPEDITORS INTL WASH INCCOM3021301093458,500SH SOLE 8,50000
EXPONENT INCCOM30214U1022,03228,671SH SOLE 17,09800
EXPRESS INCCOM30219E10330919,800SH SOLE 19,80000
EXPRESS SCRIPTS HLDG COCOM30219G1083,16344,786SH SOLE 44,78600
EXTERRAN HLDGS INCCOM30225X1033187,180SH SOLE 4,18000
EXTRA SPACE STORAGE INCCOM30225T1026,892133,644SH SOLE 133,64400
EXTREME NETWORKS INCCOM30226D1061,196249,730SH SOLE 112,53000
EXXON MOBIL CORPCOM30231G102253,8352,698,942SH SOLE 2,452,04200
F M C CORPCOM NEW3024913033,20856,100SH SOLE 56,10000
F5 NETWORKS INCCOM3156161027,29861,465SH SOLE 61,46500
FACEBOOK INCCL A30303M102328,6804,158,402SH SOLE 3,862,10200
FACTSET RESH SYS INCCOM3030751052,21418,220SH SOLE 18,22000
FAIR ISAAC CORPCOM3032501043,88970,586SH SOLE 70,58600
FAIRCHILD SEMICONDUCTOR INTLCOM3037261033,480224,103SH SOLE 211,80300
FAIRPOINT COMMUNICATIONS INCCOM NEW30556030219012,500SH SOLE 8,10000
FAMILY DLR STORES INCCOM30700010971,020919,471SH SOLE 919,47100
FAMOUS DAVES AMER INCCOM30706810632011,900SH SOLE 9,00000
FARO TECHNOLOGIES INCCOM3116421023,76074,079SH SOLE 34,67900
FASTENAL COCOM31190010453211,843SH SOLE 11,84300
FBL FINL GROUP INCCL A30239F10648210,792SH SOLE 6,99200
FBR & COCOM NEW30247C40045816,635SH SOLE 11,73500
FEDERAL AGRIC MTG CORPCL C3131483062778,631SH SOLE 5,53100
FEDERAL MOGUL HOLDINGS CORPCOM3135494041,39193,563SH SOLE 78,66300
FEDERAL REALTY INVT TRSH BEN INT NEW3137472064,06334,300SH SOLE 34,30000
FEDERAL SIGNAL CORPCOM3138551082,291173,060SH SOLE 138,56000
FEDERATED NATL HLDG COCOM31422T1012,24479,900SH SOLE 30,60000
FEDEX CORPCOM31428X10663,176391,306SH SOLE 391,30600
FEI COCOM30241L1091,37218,187SH SOLE 8,78700
FELCOR LODGING TR INCCOM31430F1011,441153,910SH SOLE 119,91000
FERRO CORPCOM3154051007,051486,600SH SOLE 170,50000
FIBRIA CELULOSE S ASP ADR REP COM31573A1095,044458,500SH SOLE 430,90000
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3034,258153,508SH SOLE 153,50800
FIDELITY NATL INFORMATION SVCOM31620M10698,8881,756,446SH SOLE 1,601,24600
FIDELITY SOUTHERN CORP NEWCOM31639410521315,513SH SOLE 8,94900
FIESTA RESTAURANT GROUP INCCOM31660B1011,30626,282SH SOLE 14,88200
FIFTH THIRD BANCORPCOM31677310013,794689,014SH SOLE 689,01400
FINANCIAL ENGINES INCCOM31748510044513,000SH SOLE 13,00000
FINISAR CORPNOTE 5.000%10/131787AAK71,258800,000PRN SOLE 000
FINISH LINE INCCL A3179231002,45398,001SH SOLE 86,70100
FIRST COMWLTH FINL CORP PACOM3198291073,762448,400SH SOLE 196,70000
FIRST CTZNS BANCSHARES INC NCL A31946M1031,4026,473SH SOLE 4,67300
FIRST FINL BANCORP OHCOM32020910938824,514SH SOLE 10,05300
FIRST FINL BANKSHARESCOM32020R10938313,782SH SOLE 9,68200
FIRST INDUSTRIAL REALTY TRUSCOM32054K1031,46086,314SH SOLE 66,91400
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2018,600323,689SH SOLE 167,04100
FIRST MARBLEHEAD CORPCOM NEW3207712078728,435SH SOLE 28,43500
FIRST MIDWEST BANCORP DELCOM3208671045,875365,121SH SOLE 182,02100
FIRST NBC BK HLDG COCOM32115D10650115,300SH SOLE 5,40000
FIRST NIAGARA FINL GP INCCOM33582V10850060,060SH SOLE 60,06000
FIRST POTOMAC RLTY TRCOM33610F10918015,298SH SOLE 15,29800
FIRST REP BK SAN FRANCISCO CCOM33616C1003066,200SH SOLE 6,20000
FIRST SOLAR INCCOM33643310731,864484,188SH SOLE 484,18800
FIRST TR ABERDEEN GLBL OPP FCOM SHS33731910753739,520SH SOLE 39,52000
FIRST TR HIGH INCOME L/S FDCOM33738E1092,133124,826SH SOLE 124,82600
FIRST TR STRATEGIC HIGH INCCOM SHS NEW33735330420713,470SH SOLE 13,47000
FIRSTMERIT CORPCOM33791510280445,682SH SOLE 45,68200
FISERV INCCOM33773810842,177652,548SH SOLE 637,74800
FIVE STAR QUALITY CARE INCCOM33832D1061,099291,600SH SOLE 184,41600
FLAGSTAR BANCORP INCCOM PAR .00133793070578146,387SH SOLE 39,58700
FLEETCOR TECHNOLOGIES INCCOM33904110537,491263,795SH SOLE 263,79500
FLIR SYS INCCOM30244510133,2431,060,720SH SOLE 1,060,72000
FLOTEK INDS INC DELCOM3433891021,31350,368SH SOLE 30,96800
FLOWERS FOODS INCCOM34349810125113,651SH SOLE 13,65100
FLOWSERVE CORPCOM34354P1054,15358,886SH SOLE 58,88600
FLUIDIGM CORP DELCOM34385P10880332,770SH SOLE 21,77000
FLUOR CORP NEWCOM34341210217,094255,936SH SOLE 255,93600
FMC TECHNOLOGIES INCCOM30249U10163311,664SH SOLE 11,66400
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS34441910616,413178,300SH SOLE 158,90000
FONAR CORPCOM NEW34443740529526,837SH SOLE 16,93700
FOOT LOCKER INCCOM34484910493,1811,674,417SH SOLE 1,674,41700
FORD MTR CO DELCOM PAR $0.0134537086015,1521,024,506SH SOLE 1,024,50600
FOREST OIL CORPCOM PAR $0.01346091705667569,808SH SOLE 222,20800
FORMFACTOR INCCOM3463751084,557635,563SH SOLE 400,46300
FORRESTER RESH INCCOM3465631093489,443SH SOLE 9,44300
FORT DEARBORN INCOME SECS INCOM34720010736224,984SH SOLE 24,98400
FORTEGRA FINL CORPCOM34954W1043,835387,782SH SOLE 387,78200
FORTINET INCCOM34959E10910,567418,265SH SOLE 418,26500
FORTUNE BRANDS HOME & SEC INCOM34964C1062,53961,756SH SOLE 61,75600
FORUM ENERGY TECHNOLOGIES INCOM34984V1001,00732,900SH SOLE 8,60000
FORWARD AIR CORPCOM3498531012385,300SH SOLE 5,30000
FOSSIL GROUP INCCOM34988V10624,338259,189SH SOLE 259,18900
FOSTER L B COCOM35006010956812,365SH SOLE 12,36500
FRANCO NEVADA CORPCOM3518581052595,300SH SOLE 5,30000
FRANKLIN ELEC INCCOM3535141022296,602SH SOLE 6,60200
FRANKLIN FINL CORP VACOM35353C10233918,234SH SOLE 18,23400
FRANKLIN LTD DURATION INC TRCOM35472T1011,279103,341SH SOLE 103,34100
FRANKLIN RES INCCOM3546131019,399172,117SH SOLE 172,11700
FREDS INCCL A3561081001,19585,330SH SOLE 19,93000
FREEPORT-MCMORAN INCCL B35671D85719,802606,486SH SOLE 596,48600
FRONTIER COMMUNICATIONS CORPCOM35906A10812,8121,968,122SH SOLE 1,968,12200
FTD COS INCCOM30281V1086,662195,311SH SOLE 194,23100
FUEL SYS SOLUTIONS INCCOM35952W10317820,000SH SOLE 14,70000
FUELCELL ENERGY INCCOM35952H106525251,300SH SOLE 127,40000
FULTON FINL CORP PACOM3602711004,369394,353SH SOLE 394,35300
FURMANITE CORPORATIONCOM36108610118327,000SH SOLE 12,30000
FUTUREFUEL CORPORATIONCOM36116M10688674,541SH SOLE 31,94100
FXCM INCCOM CL A30269310633621,200SH SOLE 12,80000
G & K SVCS INCCL A3612681056,394115,452SH SOLE 56,66500
GAIN CAP HLDGS INCCOM36268W10024438,283SH SOLE 25,78300
GALENA BIOPHARMA INCCOM36325610815575,000SH SOLE 75,00000
GALLAGHER ARTHUR J & COCOM36357610910,873239,700SH SOLE 239,70000
GAMCO INVESTORS INCCOM36143810473910,444SH SOLE 7,24400
GAMESTOP CORP NEWCL A36467W10951,8031,257,364SH SOLE 1,257,36400
GAMING & LEISURE PPTYS INCCOM36467J10817,927580,167SH SOLE 580,16700
GANNETT INCCOM36473010129,407991,127SH SOLE 991,12700
GAP INC DELCOM36476010898,7342,368,280SH SOLE 2,366,38000
GARTNER INCCOM36665110714,574198,373SH SOLE 198,37300
GASTAR EXPL INC NEWCOM36729W2028814,997SH SOLE 11,39700
GATX CORPCOM3614481031,93933,213SH SOLE 33,21300
GENCORP INCCOM36868210024715,468SH SOLE 8,56800
GENCORP INCSDCV 4.062%12/3368682AN020,98911,825,000PRN SOLE 000
GENERAC HLDGS INCCOM3687361042,00549,463SH SOLE 43,66300
GENERAL CABLE CORP DEL NEWCOM36930010860239,896SH SOLE 39,89600
GENERAL CABLE CORP DEL NEWFRNT 4.500%11/1369300AL24,2276,050,000PRN SOLE 000
GENERAL DYNAMICS CORPCOM36955010837,765297,151SH SOLE 297,15100
GENERAL ELECTRIC COCOM36960410399,7713,894,264SH SOLE 3,722,56400
GENERAL GROWTH PPTYS INC NEWCOM37002310313,377568,023SH SOLE 541,82300
GENERAL MLS INCCOM37033410434,160677,098SH SOLE 677,09800
GENERAL MTRS COCOM37045V1001,58149,511SH SOLE 49,51100
GENERAL MTRS CO*W EXP 12/31/20137045V134310356,485SH SOLE 356,48500
GENESCO INCCOM3715321025737,671SH SOLE 7,67100
GENESEE & WYO INCCL A3715591051,49715,711SH SOLE 15,71100
GENESIS ENERGY L PUNIT LTD PARTN3719271045099,660SH SOLE 9,66000
GENMARK DIAGNOSTICS INCCOM37230910410812,094SH SOLE 7,99400
GENTEX CORPCOM3719011091,07940,320SH SOLE 40,32000
GENTHERM INCCOM37253A1032,42657,457SH SOLE 31,55700
GENTIVA HEALTH SERVICES INCCOM37247A10216,612989,976SH SOLE 856,47600
GENUINE PARTS COCOM37246010517,289197,118SH SOLE 197,11800
GENWORTH FINL INCCOM CL A37247D10622,6551,729,414SH SOLE 1,729,41400
GEO GROUP INC NEWCOM36162J1063,859100,957SH SOLE 51,05700
GERDAU S ASPON ADR REP PFD37373710511,6112,419,000SH SOLE 2,419,00000
GERON CORPCOM374163103337168,270SH SOLE 114,07000
GFI GROUP INCCOM36165220916,2303,000,032SH SOLE 3,000,03200
GIBRALTAR INDS INCCOM3746891073,087225,509SH SOLE 127,55700
G-III APPAREL GROUP LTDCOM36237H1012,06124,876SH SOLE 15,47600
GILEAD SCIENCES INCCOM375558103240,7352,261,483SH SOLE 2,084,88300
GILEAD SCIENCES INCNOTE 1.625% 5/0375558AP814,7143,150,000PRN SOLE 000
GLACIER BANCORP INC NEWCOM37637Q10571827,774SH SOLE 17,17400
GLADSTONE CAPITAL CORPCOM37653510010311,740SH SOLE 8,04000
GLADSTONE INVT CORPCOM3765461079913,922SH SOLE 10,72200
GLATFELTERCOM37731610484338,414SH SOLE 38,41400
GLIMCHER RLTY TRSH BEN INT379302102130,5529,641,975SH SOLE 9,610,97500
GLOBAL BRASS & COPPR HLDGS ICOM37953G10370648,100SH SOLE 17,90000
GLOBAL CASH ACCESS HLDGS INCCOM3789671033,452511,351SH SOLE 216,45100
GLOBAL DEFENSE & NATL SEC SYCOM37953N1089,304895,500SH SOLE 895,50000
GLOBAL EAGLE ENTMT INCCOM37951D10214412,800SH SOLE 7,10000
GLOBAL PMTS INCCOM37940X1023,59251,400SH SOLE 51,40000
GLOBALSTAR INCCOM37897340828076,400SH SOLE 76,40000
GLOBE SPECIALTY METALS INCCOM37954N2063,098170,300SH SOLE 95,20000
GLOBUS MED INCCL A3795772084,359221,600SH SOLE 86,60000
GLU MOBILE INCCOM3798901061,905368,554SH SOLE 236,15400
GNC HLDGS INCCOM CL A36191G1072,98376,997SH SOLE 76,99700
GOGO INCCOM38046C10985350,600SH SOLE 35,40000
GOL LINHAS AEREAS INTLG S ASP ADR REP PFD38045R107537111,600SH SOLE 111,60000
GOLD FIELDS LTD NEWSPONSORED ADR38059T10619750,632SH SOLE 50,63200
GOLD RESOURCE CORPCOM38068T10526952,600SH SOLE 20,40000
GOLDCORP INC NEWCOM3809564091,20252,200SH SOLE 52,20000
GOLDMAN SACHS GROUP INCCOM38141G10422,559122,893SH SOLE 122,89300
GOODRICH PETE CORPCOM NEW38241040544029,700SH SOLE 20,30000
GOODRICH PETE CORPNOTE 5.000%10/0382410AC21,6831,675,000PRN SOLE 000
GOODYEAR TIRE & RUBR COCOM38255010121,291942,688SH SOLE 942,68800
GOOGLE INCCL A38259P508220,877375,380SH SOLE 349,08000
GOOGLE INCCL C38259P706122,148211,563SH SOLE 192,96300
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A10328513,000SH SOLE 13,00000
GP STRATEGIES CORPCOM36225V1042177,552SH SOLE 5,15200
GRACE W R & CO DEL NEWCOM38388F10814,708161,734SH SOLE 161,73400
GRAFTECH INTL LTDCOM38431310241891,283SH SOLE 84,28300
GRAHAM HLDGS COCOM38463710433,75048,242SH SOLE 48,24200
GRAINGER W W INCCOM3848021042,4339,668SH SOLE 9,66800
GRAMERCY PPTY TR INCCOM38489R1001,738301,653SH SOLE 203,75300
GRAND CANYON ED INCCOM38526M1062,37958,362SH SOLE 31,16200
GRAPHIC PACKAGING HLDG COCOM3886891011,608129,351SH SOLE 26,85100
GRAY TELEVISION INCCOM389375106817103,689SH SOLE 68,68900
GREAT LAKES DREDGE & DOCK COCOM39060710915825,500SH SOLE 25,50000
GREAT PLAINS ENERGY INCCOM3911641001,37356,800SH SOLE 56,80000
GREATBATCH INCCOM39153L1065,615131,781SH SOLE 62,68100
GREEN PLAINS INCCOM3932221043,971106,202SH SOLE 49,90200
GREENBRIER COS INCCOM3936571012,20130,000SH SOLE 21,40000
GRIFFON CORPCOM39843310210812,048SH SOLE 12,04800
GROUP 1 AUTOMOTIVE INCCOM39890510978410,779SH SOLE 10,77900
GROUPON INCCOM CL A39947310723,0263,446,974SH SOLE 3,446,97400
GRUPO FINANCIERO SANTANDER MSPON ADR SHS B40053C1053,062226,340SH SOLE 226,34000
GRUPO TELEVISA SASPON ADR REP ORD40049J20644,4761,312,753SH SOLE 1,230,55300
GT ADVANCED TECHNOLOGIES INCCOM36191U1061,651152,476SH SOLE 104,57600
GT ADVANCED TECHNOLOGIES INCNOTE 3.000%10/036191UAA415,1439,825,000PRN SOLE 000
GTT COMMUNICATIONS INCCOM36239310015012,600SH SOLE 10,60000
GTX INC DELCOM40052B1084763,500SH SOLE 52,10000
GUESS INCCOM40161710512,051548,516SH SOLE 548,51600
GUGGENHEIM BLD AMR BDS MANGCOM40166410722310,443SH SOLE 10,44300
GULF COAST ULTRA DEEP RTY TRROYALTY TR UNT40222T104032,899SH SOLE 32,89900
GULF ISLAND FABRICATION INCCOM40230710226515,390SH SOLE 11,89000
GULFPORT ENERGY CORPCOM NEW4026353044,07276,249SH SOLE 76,24900
H & E EQUIPMENT SERVICES INCCOM4040301082,47961,547SH SOLE 27,44700
HAIN CELESTIAL GROUP INCCOM4052171001,03210,080SH SOLE 10,08000
HALCON RES CORPCOM NEW40537Q209692174,809SH SOLE 123,20900
HALLIBURTON COCOM406216101208,9133,238,462SH SOLE 3,034,36200
HALOZYME THERAPEUTICS INCCOM40637H10944248,555SH SOLE 24,15500
HANCOCK HLDG COCOM41012010942013,092SH SOLE 9,19200
HANCOCK JOHN PREMUIM DIV FDCOM SH BEN INT41013T1052,091159,020SH SOLE 159,02000
HANCOCK JOHN TAX-ADV DIV INCCOM41013V1001,75084,905SH SOLE 84,90500
HANESBRANDS INCCOM41034510240,841380,124SH SOLE 380,12400
HANMI FINL CORPCOM NEW4104952041,80089,273SH SOLE 43,77300
HANOVER INS GROUP INCCOM41086710511,929194,221SH SOLE 191,82100
HARBINGER GROUP INCCOM41146A1061,742132,757SH SOLE 92,35700
HARLEY DAVIDSON INCCOM4128221084,75081,620SH SOLE 81,62000
HARMAN INTL INDS INCCOM41308610939,115398,968SH SOLE 398,96800
HARMONIC INCCOM4131601023,641574,213SH SOLE 217,51300
HARMONY GOLD MNG LTDSPONSORED ADR4132163001,873867,125SH SOLE 753,32500
HARRIS CORP DELCOM41387510528,747432,937SH SOLE 432,93700
HARSCO CORPCOM41586410712,586587,879SH SOLE 580,97900
HARTFORD FINL SVCS GROUP INCCOM4165151045,180139,064SH SOLE 139,06400
HARVEST NATURAL RESOURCES INCOM41754V1035414,578SH SOLE 14,57800
HASBRO INCCOM4180561072,75750,138SH SOLE 50,13800
HATTERAS FINL CORPCOM41902R1031,04658,262SH SOLE 35,56200
HAVERTY FURNITURE INCCOM4195961013,430157,414SH SOLE 107,03800
HAWAIIAN ELEC INDUSTRIESCOM4198701003,096116,621SH SOLE 116,62100
HAWAIIAN HOLDINGS INCCOM4198791011,08380,493SH SOLE 64,39300
HAWAIIAN HOLDINGS INCNOTE 5.000% 3/1419879AD31,243700,000PRN SOLE 000
HAYNES INTERNATIONAL INCCOM NEW4208772013216,975SH SOLE 6,97500
HCA HOLDINGS INCCOM40412C10158,029822,875SH SOLE 822,87500
HCC INS HLDGS INCCOM40413210210,141209,994SH SOLE 209,99400
HCI GROUP INCCOM40416E1032,39466,523SH SOLE 27,62300
HCP INCCOM40414L10921,504541,529SH SOLE 512,02900
HD SUPPLY HLDGS INCCOM40416M1051,32448,566SH SOLE 48,56600
HDFC BANK LTDADR REPS 3 SHS40415F10117,948385,320SH SOLE 381,72000
HEADWATERS INCCOM42210P10261348,916SH SOLE 36,71600
HEALTH CARE REIT INCCOM42217K10621,445343,838SH SOLE 318,33800
HEALTH CARE REIT INCPFD PER CON I42217K60128,031484,075SH SOLE 484,07500
HEALTH CARE REIT INCNOTE 3.000%12/042217KAR731,02825,175,000PRN SOLE 000
HEALTH NET INCCOM42222G10883,4221,809,200SH SOLE 1,809,20000
HEALTHCARE RLTY TRCOM4219461041,49863,264SH SOLE 37,38400
HEALTHCARE SVCS GRP INCCOM42190610854419,018SH SOLE 16,01800
HEALTHCARE TR AMER INCCL A42225P1051,15999,900SH SOLE 99,90000
HEALTHSOUTH CORPCOM NEW4219243095,106138,384SH SOLE 45,98400
HEALTHWAYS INCCOM42224510039524,634SH SOLE 20,93400
HEALTHWAYS INCNOTE 1.500% 7/0422245AB63,3643,225,000PRN SOLE 000
HEARTLAND EXPRESS INCCOM4223471041,69470,700SH SOLE 44,80000
HEARTLAND PMT SYS INCCOM42235N1083717,774SH SOLE 7,77400
HECLA MNG COCOM422704106669269,800SH SOLE 186,40000
HEIDRICK & STRUGGLES INTL INCOM42281910232315,704SH SOLE 15,70400
HELIX ENERGY SOLUTIONS GRP ICOM42330P1078,291375,856SH SOLE 356,35600
HELMERICH & PAYNE INCCOM42345210133,983347,221SH SOLE 347,22100
HENNESSY CAP ACQUISITION CORCOM4258861088,892900,000SH SOLE 900,00000
HENNESSY CAP ACQUISITION COR*W EXP 01/23/201425886116675900,000SH SOLE 900,00000
HENRY JACK & ASSOC INCCOM4262811018,310149,296SH SOLE 149,29600
HERCULES OFFSHORE INCCOM4270931092511,395SH SOLE 11,39500
HERCULES TECH GROWTH CAP INCCOM42709650823115,970SH SOLE 15,97000
HERSHA HOSPITALITY TRSH BEN INT A427825104655102,899SH SOLE 89,29900
HERSHEY COCOM42786610829,403308,107SH SOLE 308,10700
HERTZ GLOBAL HOLDINGS INCCOM42805T10514,978589,922SH SOLE 589,92200
HESS CORPCOM42809H107164,2111,740,997SH SOLE 1,627,29700
HEWLETT PACKARD COCOM428236103208,4565,876,978SH SOLE 5,619,77800
HEXCEL CORP NEWCOM42829110862315,700SH SOLE 15,70000
HF2 FINL MGMT INCCL A40421A10413,6171,309,327SH SOLE 1,309,32700
HFF INCCL A40418F1081,94267,079SH SOLE 24,67900
HHGREGG INCCOM42833L108667105,728SH SOLE 59,52800
HIGHWOODS PPTYS INCCOM4312841083,41587,787SH SOLE 68,28700
HILL ROM HLDGS INCCOM43147510219,463469,785SH SOLE 469,78500
HILLENBRAND INCCOM43157110890129,164SH SOLE 20,46400
HILLTOP HOLDINGS INCCOM4327481012,339116,637SH SOLE 96,53700
HILTON WORLDWIDE HLDGS INCCOM43300A1042,776112,700SH SOLE 112,70000
HNI CORPCOM40425110039811,052SH SOLE 11,05200
HOLLY ENERGY PARTNERS L PCOM UT LTD PTN4357631073479,530SH SOLE 9,53000
HOLLYFRONTIER CORPCOM43610610810,229234,187SH SOLE 234,18700
HOLOGIC INCCOM43644010129412,100SH SOLE 12,10000
HOME BANCSHARES INCCOM4368932002,78294,597SH SOLE 46,39700
HOME DEPOT INCCOM43707610282,108895,003SH SOLE 819,70300
HOME PROPERTIES INCCOM4373061032,17237,294SH SOLE 37,29400
HOMEAWAY INCCOM43739Q1001,26735,700SH SOLE 35,70000
HOMESTREET INCCOM43785V10243225,265SH SOLE 7,76500
HONEYWELL INTL INCCOM43851610639,667425,973SH SOLE 425,97300
HORACE MANN EDUCATORS CORP NCOM44032710416,331572,830SH SOLE 304,03800
HORMEL FOODS CORPCOM44045210051,8571,009,081SH SOLE 990,28100
HORSEHEAD HLDG CORPCOM4406943051,01961,671SH SOLE 47,17100
HOSPIRA INCCOM4410601003126,000SH SOLE 6,00000
HOSPITALITY PPTYS TRCOM SH BEN INT44106M1022,14579,900SH SOLE 79,90000
HOST HOTELS & RESORTS INCCOM44107P10412,803600,252SH SOLE 549,65200
HOUGHTON MIFFLIN HARCOURT COCOM44157R1091,04653,800SH SOLE 30,90000
HOVNANIAN ENTERPRISES INCCL A4424872038824,070SH SOLE 24,07000
HOWARD HUGHES CORPCOM44267D10711,63477,560SH SOLE 77,56000
HSN INCCOM4043031096,183100,750SH SOLE 97,55000
HUB GROUP INCCL A44332010669717,200SH SOLE 13,80000
HUBBELL INCCL B4435102017,90565,588SH SOLE 65,58800
HUDSON CITY BANCORPCOM443683107155,96416,045,665SH SOLE 16,045,66500
HUDSON PAC PPTYS INCCOM4440971092,31393,800SH SOLE 86,20000
HUMANA INCCOM444859102236,2751,813,453SH SOLE 1,718,95300
HUNT J B TRANS SVCS INCCOM4456581071,25116,900SH SOLE 16,90000
HUNTINGTON BANCSHARES INCCOM44615010412,8251,318,088SH SOLE 1,318,08800
HUNTINGTON BANCSHARES INCPFD CONV SER A4461504011,054800SH SOLE 80000
HUNTINGTON INGALLS INDS INCCOM44641310631,533302,588SH SOLE 302,58800
HUNTSMAN CORPCOM4470111073,493134,415SH SOLE 134,41500
HURON CONSULTING GROUP INCCOM4474621021,60026,235SH SOLE 15,73500
HUTCHINSON TECHNOLOGY INCCOM4484071061,219333,000SH SOLE 136,15000
HYATT HOTELS CORPCOM CL A4485791022,48141,000SH SOLE 41,00000
HYPERION THERAPEUTICS INCCOM44915N10126310,409SH SOLE 7,10900
HYSTER YALE MATLS HANDLING ICL A4491721058,230114,914SH SOLE 47,20800
IAC INTERACTIVECORPCOM PAR $.00144919P50888,0631,336,313SH SOLE 1,336,31300
IBERIABANK CORPCOM45082810862510,000SH SOLE 6,60000
ICAD INCCOM NEW44934S20618318,600SH SOLE 12,50000
ICF INTL INCCOM44925C10355217,926SH SOLE 8,82600
ICICI BK LTDADR45104G10422,934467,087SH SOLE 467,08700
ICONIX BRAND GROUP INCCOM4510551071,40538,028SH SOLE 24,42800
ICU MED INCCOM44930G1072,00031,159SH SOLE 18,45900
IDACORP INCCOM4511071063,60267,184SH SOLE 65,88400
IDERA PHARMACEUTICALS INCCOM NEW45168K3061,912835,115SH SOLE 438,51500
IDEX CORPCOM45167R1044,15257,370SH SOLE 57,37000
IDEXX LABS INCCOM45168D1044,24035,983SH SOLE 35,98300
IDT CORPCL B NEW44894750779349,350SH SOLE 38,95000
IGATE CORPCOM45169U1053,692100,551SH SOLE 41,65100
IGI LABS INCCOM44957510966471,200SH SOLE 52,10000
IHS INCCL A4517341073,29226,300SH SOLE 26,30000
ILLINOIS TOOL WKS INCCOM4523081097,94694,120SH SOLE 90,82000
ILLUMINA INCCOM45232710910,48063,931SH SOLE 63,93100
ILLUMINA INCNOTE 0.250% 3/1452327AD128,58814,375,000PRN SOLE 000
IMMERSION CORPCOM4525211071,165135,770SH SOLE 42,67500
IMMUNOGEN INCCOM45253H10124523,127SH SOLE 12700
IMMUNOMEDICS INCCOM45290710817747,700SH SOLE 31,90000
IMPAX LABORATORIES INCCOM45256B1012,933123,700SH SOLE 81,40000
IMPERIAL OIL LTDCOM NEW4530384083788,000SH SOLE 8,00000
INCONTACT INCCOM45336E10922025,300SH SOLE 14,50000
INCYTE CORPCOM45337C1022,33447,588SH SOLE 47,58800
INDEPENDENT BANK CORP MICHCOM NEW45383860949941,838SH SOLE 28,83800
INDEPENDENT BK GROUP INCCOM45384B10647910,100SH SOLE 7,60000
INFINITY PPTY & CAS CORPCOM45665Q1036,10695,395SH SOLE 50,90800
INFORMATICA CORPCOM45666Q1025,108149,191SH SOLE 149,19100
INFORMATION SERVICES GROUP ICOM45675Y10436495,761SH SOLE 61,16100
INFOSYS LTDSPONSORED ADR45678810879,9201,321,215SH SOLE 1,289,61500
INGRAM MICRO INCCL A45715310451,2871,987,099SH SOLE 1,987,09900
INGREDION INCCOM45718710222,861301,640SH SOLE 301,64000
INLAND REAL ESTATE CORPCOM NEW4574612007,201726,666SH SOLE 323,78300
INLAND REAL ESTATE CORPNOTE 5.000%11/1457461AC5212198,000PRN SOLE 000
INNOPHOS HOLDINGS INCCOM45774N10864711,747SH SOLE 7,54700
INNOSPEC INCCOM45768S1051,42939,803SH SOLE 22,90300
INOVIO PHARMACEUTICALS INCCOM NEW45773H20168969,901SH SOLE 47,27500
INPHI CORPCOM45772F10718713,000SH SOLE 7,20000
INSIGHT ENTERPRISES INCCOM45765U10312,135536,226SH SOLE 312,73500
INSMED INCCOM PAR $.0145766930740631,090SH SOLE 18,59000
INSPERITY INCCOM45778Q10733712,315SH SOLE 11,41500
INSULET CORPCOM45784P1013088,348SH SOLE 5,94800
INSYS THERAPEUTICS INC NEWCOM NEW45824V2091,53839,652SH SOLE 25,25200
INTEGRATED DEVICE TECHNOLOGYCOM45811810633,2352,083,688SH SOLE 1,749,58800
INTEGRATED SILICON SOLUTIONCOM45812P10718813,683SH SOLE 8,38300
INTEGRYS ENERGY GROUP INCCOM45822P10560,190928,569SH SOLE 928,56900
INTEL CORPCOM458140100263,5237,568,138SH SOLE 7,061,23800
INTELIQUENT INCCOM45825N1071,413113,511SH SOLE 56,61100
INTER PARFUMS INCCOM45833410930210,970SH SOLE 6,67000
INTERACTIVE BROKERS GROUP INCOM45841N10792136,900SH SOLE 21,10000
INTERCEPT PHARMACEUTICALS INCOM45845P1085,82324,600SH SOLE 24,60000
INTERCONTINENTAL EXCHANGE INCOM45866F1044492,302SH SOLE 2,30200
INTERDIGITAL INCCOM45867G1011,31032,900SH SOLE 22,10000
INTERNATIONAL BANCSHARES CORCOM4590441034,377177,451SH SOLE 123,69600
INTERNATIONAL BUSINESS MACHSCOM45920010186,543455,897SH SOLE 410,69700
INTERNATIONAL FLAVORS&FRAGRACOM45950610118,213189,959SH SOLE 189,95900
INTERNATIONAL GAME TECHNOLOGCOM45990210239,2642,327,430SH SOLE 2,327,43000
INTERNATIONAL RECTIFIER CORPCOM46025410596,0152,446,870SH SOLE 2,422,97000
INTERPUBLIC GROUP COS INCCOM46069010036,1181,971,487SH SOLE 1,775,48700
INTERSIL CORPCL A46069S1098,967631,050SH SOLE 605,45000
INTERVAL LEISURE GROUP INCCOM46113M10824012,600SH SOLE 9,10000
INTERVEST BANCSHARES CORPCOM4609271064,733495,072SH SOLE 495,07200
INTL PAPER COCOM46014610315,535325,404SH SOLE 283,00400
INTRALINKS HLDGS INCCOM46118H10412615,608SH SOLE 9,00800
INTUITCOM46120210324,778282,695SH SOLE 282,69500
INTUITIVE SURGICAL INCCOM NEW46120E6021,0332,236SH SOLE 2,23600
INVACARE CORPCOM4612031011,729146,442SH SOLE 68,53800
INVACARE CORPSDCV 4.125% 2/0461203AD32,4062,500,000PRN SOLE 000
INVENSENSE INCCOM46123D2051,52077,054SH SOLE 56,55400
INVENTURE FOODS INCCOM46121210214411,100SH SOLE 7,50000
INVESCO ADVANTAGE MUNICIPALSH BEN INT46132E1031,05292,471SH SOLE 92,47100
INVESCO BD FDCOM46132L1071,23566,475SH SOLE 66,47500
INVESCO CALIF VALUE MUN INCCOM46132H10664552,824SH SOLE 52,82400
INVESCO DYNAMIC CR OPP FDCOM46132R10437630,431SH SOLE 30,43100
INVESCO MORTGAGE CAPITAL INCCOM46131B1001,10270,100SH SOLE 36,70000
INVESCO MUN OPPORTUNITY TRCOM46132C1071,790142,856SH SOLE 142,85600
INVESCO MUN TRCOM46131J1031,598127,294SH SOLE 127,29400
INVESCO MUNI INCOME OPP TRSTCOM46132X10110815,964SH SOLE 15,96400
INVESCO QUALITY MUNI INC TRSCOM46133G1071,313108,319SH SOLE 108,31900
INVESCO TR INVT GRADE MUNSCOM46131M1061,574120,067SH SOLE 120,06700
INVESCO VALUE MUN INCOME TRCOM46132P10845830,181SH SOLE 30,18100
INVESTMENT TECHNOLOGY GRP NECOM46145F1058,744554,799SH SOLE 277,89900
INVESTORS BANCORP INC NEWCOM46146L10175274,187SH SOLE 68,32200
INVESTORS REAL ESTATE TRSH BEN INT461730103826107,249SH SOLE 63,51600
ION GEOPHYSICAL CORPCOM462044108427152,900SH SOLE 100,30000
IPG PHOTONICS CORPCOM44980X1092713,933SH SOLE 3,93300
IRON MTN INCCOM4628461062,12064,945SH SOLE 64,94500
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10880261,900SH SOLE 40,20000
ISIS PHARMACEUTICALS INCCOM4643301091,71844,247SH SOLE 28,04700
ISORAY INCCOM46489V104244144,100SH SOLE 96,70000
ISTAR FINL INCNOTE 3.000%11/145031UBR15,7504,550,000PRN SOLE 000
ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210645,8573,303,840SH SOLE 3,052,15200
ITC HLDGS CORPCOM4656851052,63774,000SH SOLE 74,00000
ITRON INCCOM4657411061,14529,117SH SOLE 29,11700
ITT CORP NEWCOM NEW45091120154,0581,202,897SH SOLE 1,202,89700
IXIACOM45071R10916718,325SH SOLE 18,32500
J & J SNACK FOODS CORPCOM4660321091,31814,084SH SOLE 7,08400
J2 GLOBAL INCCOM48123V10283216,856SH SOLE 15,95600
J2 GLOBAL INCNOTE 3.250% 6/148123VAC623,44423,400,000PRN SOLE 000
JABIL CIRCUIT INCCOM46631310343,5502,159,146SH SOLE 2,159,14600
JACK IN THE BOX INCCOM4663671096,996102,595SH SOLE 56,59500
JACOBS ENGR GROUP INC DELCOM4698141074,84799,282SH SOLE 99,28200
JAKKS PAC INCCOM47012E10611916,829SH SOLE 16,82900
JANUS CAP GROUP INCCOM47102X1051,690116,200SH SOLE 89,20000
JARDEN CORPCOM47110910812,003199,677SH SOLE 199,67700
JASON INDS INC*W EXP 06/30/2014711721143,8232,331,300SH SOLE 2,331,30000
JDS UNIPHASE CORPCOM PAR $0.00146612J50711,064864,350SH SOLE 864,35000
JETBLUE AIRWAYS CORPCOM47714310118,2227,556,410SH SOLE 172,21000
JETBLUE AIRWAYS CORPDBCV 6.750%10/1477143AF811,0935,100,000PRN SOLE 000
JOHN BEAN TECHNOLOGIES CORPCOM4778391042,34483,345SH SOLE 38,74500
JOHNSON & JOHNSONCOM478160104372,0783,490,742SH SOLE 3,235,37000
JOHNSON CTLS INCCOM47836610763,3721,440,281SH SOLE 1,440,28100
JONES LANG LASALLE INCCOM48020Q1071,46611,600SH SOLE 11,60000
JOURNAL COMMUNICATIONS INCCL A48113010214,3331,700,290SH SOLE 1,694,69000
JOY GLOBAL INCCOM4811651082,60747,800SH SOLE 47,80000
JPMORGAN CHASE & COCOM46625H100151,8732,521,138SH SOLE 2,372,23800
JUNIPER NETWORKS INCCOM48203R10424,8521,121,996SH SOLE 1,121,99600
KADANT INCCOM48282T1042887,370SH SOLE 3,67000
KAISER ALUMINUM CORPCOM PAR $0.0148300770494212,354SH SOLE 12,35400
KAMAN CORPCOM4835481032516,393SH SOLE 6,39300
KANSAS CITY SOUTHERNCOM NEW4851703021,23610,200SH SOLE 10,20000
KAPSTONE PAPER & PACKAGING CCOM48562P1032,954105,600SH SOLE 43,40000
KAR AUCTION SVCS INCCOM48238T10980828,232SH SOLE 28,23200
KATE SPADE & COCOM4858651094,436169,131SH SOLE 169,13100
KBR INCCOM48242W10620,5801,092,960SH SOLE 1,092,96000
KCAP FINL INCCOM48668E10131437,800SH SOLE 23,90000
KCG HLDGS INCCL A48244B10024624,300SH SOLE 24,30000
KELLOGG COCOM48783610813,982226,975SH SOLE 226,97500
KELLY SVCS INCCL A48815220816410,437SH SOLE 10,43700
KEMPER CORP DELCOM4884011002447,146SH SOLE 7,14600
KENNAMETAL INCCOM4891701003187,700SH SOLE 7,70000
KENNEDY-WILSON HLDGS INCCOM4893981071,58166,000SH SOLE 45,00000
KERYX BIOPHARMACEUTICALS INCCOM4925151011,14983,579SH SOLE 56,97900
KEURIG GREEN MTN INCCOM49271M10016,703128,360SH SOLE 128,36000
KEY ENERGY SVCS INCCOM4929141061,801372,047SH SOLE 208,84700
KEYCORP NEWCOM493267108102,6617,701,501SH SOLE 7,123,90100
KEYCORP NEWPFD 7.75% SR A4932674052,62520,000SH SOLE 20,00000
KFORCE INCCOM4937321011,73088,403SH SOLE 32,90300
KILROY RLTY CORPCOM49427F1082,18136,700SH SOLE 36,70000
KIMBALL INTL INCCL B49427410342928,535SH SOLE 19,73500
KIMBERLY CLARK CORPCOM494368103170,0881,581,184SH SOLE 1,510,98400
KIMCO RLTY CORPCOM49446R1096,344289,538SH SOLE 265,33800
KINDER MORGAN ENERGY PARTNERUT LTD PARTNER4945501066957,451SH SOLE 7,45100
KINDRED HEALTHCARE INCCOM4945801033,664188,875SH SOLE 122,17500
KINROSS GOLD CORPCOM NO PAR49690240432397,900SH SOLE 97,90000
KIRBY CORPCOM4972661061,49712,699SH SOLE 12,69900
KIRKLANDS INCCOM49749810530018,627SH SOLE 14,92700
KITE RLTY GROUP TRCOM NEW49803T3001,37856,843SH SOLE 56,84300
KLA-TENCOR CORPCOM48248010038,225485,215SH SOLE 485,21500
KNIGHT TRANSN INCCOM4990641031,49854,700SH SOLE 39,00000
KNOWLES CORPCOM49926D10924,934940,909SH SOLE 940,90900
KODIAK OIL & GAS CORPCOM50015Q10097,9837,220,558SH SOLE 7,123,75800
KOHLBERG CAPITAL CORPNOTE 8.750% 3/1500233AB75,1134,375,000PRN SOLE 000
KOHLS CORPCOM50025510418,766307,482SH SOLE 307,48200
KONA GRILL INCCOM50047H20123511,900SH SOLE 8,60000
KOPPERS HOLDINGS INCCOM50060P10670021,117SH SOLE 20,01700
KORN FERRY INTLCOM NEW5006432002,653106,535SH SOLE 58,83500
KRAFT FOODS GROUP INCCOM50076Q1062,00235,501SH SOLE 35,50100
KRATON PERFORMANCE POLYMERSCOM50077C1062,208124,000SH SOLE 61,10000
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B2071,425217,215SH SOLE 126,11500
KROGER COCOM50104410130,275582,205SH SOLE 582,20500
KT CORPSPONSORED ADR48268K1013,599222,021SH SOLE 215,52100
KULICKE & SOFFA INDS INCCOM50124210115310,735SH SOLE 10,73500
KYTHERA BIOPHARMACEUTICALS ICOM5015701051,05532,200SH SOLE 22,00000
L BRANDS INCCOM5017971041,31619,646SH SOLE 19,64600
L-3 COMMUNICATIONS HLDGS INCCOM50242410425,515214,558SH SOLE 202,15800
LA Z BOY INCCOM5053361071,72787,285SH SOLE 54,88500
LABORATORY CORP AMER HLDGSCOM NEW50540R4091,58915,617SH SOLE 15,61700
LACLEDE GROUP INCCOM5055971041,24726,871SH SOLE 14,89300
LADENBURG THALMAN FIN SVCS ICOM50575Q102795187,545SH SOLE 136,94500
LAKELAND FINL CORPCOM51165610047512,656SH SOLE 8,45600
LAM RESEARCH CORPCOM51280710860,093804,456SH SOLE 771,95600
LAMAR ADVERTISING COCL A51281510160612,300SH SOLE 12,30000
LANCASTER COLONY CORPCOM5138471036,43375,429SH SOLE 47,42600
LANDS END INC NEWCOM51509F10534,051828,091SH SOLE 828,09100
LANDSTAR SYS INCCOM5150981013,34746,362SH SOLE 46,36200
LANNET INCCOM5160121017,272159,202SH SOLE 66,70200
LAS VEGAS SANDS CORPCOM51783410711,552185,695SH SOLE 185,69500
LASALLE HOTEL PPTYSCOM SH BEN INT5179421085,005146,179SH SOLE 92,37900
LATAM AIRLS GROUP S ASPONSORED ADR51817R1061,165102,500SH SOLE 102,50000
LATTICE SEMICONDUCTOR CORPCOM5184151046,519869,200SH SOLE 393,70000
LAUDER ESTEE COS INCCL A5184391042,50233,486SH SOLE 33,48600
LAYNE CHRISTENSEN COCOM5210501049710,008SH SOLE 10,00800
LEAR CORPCOM NEW52186520449,137568,654SH SOLE 568,65400
LEE ENTERPRISES INCCOM523768109454134,331SH SOLE 86,63100
LEGG MASON INCCOM5249011059,714189,868SH SOLE 189,86800
LEGGETT & PLATT INCCOM52466010794427,036SH SOLE 27,03600
LEIDOS HLDGS INCCOM52532710223,079672,270SH SOLE 672,27000
LENNAR CORPCL A52605710474619,200SH SOLE 19,20000
LENNOX INTL INCCOM52610710714,290185,903SH SOLE 185,90300
LEUCADIA NATL CORPCOM5272881047,314306,813SH SOLE 306,81300
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N30812,739278,562SH SOLE 278,56200
LEVY ACQUISITION CORPCOM52748T10419,7442,025,000SH SOLE 2,025,00000
LEVY ACQUISITION CORP*W EXP 11/19/20152748T1123941,125,000SH SOLE 1,125,00000
LEXINGTON REALTY TRUSTCOM52904310183585,314SH SOLE 81,01400
LEXMARK INTL NEWCL A52977110741,783983,129SH SOLE 980,82900
LG DISPLAY CO LTDSPONS ADR REP50186V1024,630294,000SH SOLE 294,00000
LIBERATOR MEDICAL HLDGS INCCOM53012L108411131,200SH SOLE 88,00000
LIBERTY ALL STAR EQUITY FDSH BEN INT5301581041,471252,361SH SOLE 252,36100
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M8804,283112,821SH SOLE 112,82100
LIBERTY MEDIA CORP DELAWARECL A5312291023,43572,800SH SOLE 72,80000
LIBERTY MEDIA CORP DELAWARECOM SER C5312293005,443115,834SH SOLE 115,83400
LIBERTY PPTY TRSH BEN INT5311721041,99960,100SH SOLE 60,10000
LIBERTY TRIPADVISOR HLDGS INCOM SER A5314651027,587223,816SH SOLE 223,81600
LIFELOCK INCCOM53224V10064144,864SH SOLE 24,26400
LIFEPOINT HOSPITALS INCCOM53219L1092,29733,198SH SOLE 33,19800
LIGAND PHARMACEUTICALS INCCOM NEW53220K50496720,577SH SOLE 9,17700
LILLY ELI & COCOM53245710894,5341,457,726SH SOLE 1,408,22600
LINCOLN ELEC HLDGS INCCOM53390010611,519166,610SH SOLE 166,61000
LINCOLN NATL CORP INDCOM53418710921,287397,289SH SOLE 397,28900
LINEAR TECHNOLOGY CORPCOM5356781062,64959,666SH SOLE 59,66600
LINKEDIN CORPCOM CL A53578A1081,8498,900SH SOLE 8,90000
LIONBRIDGE TECHNOLOGIES INCCOM53625210923852,800SH SOLE 35,80000
LIPOSCIENCE INCCOM53630M1083,080594,625SH SOLE 594,62500
LITHIA MTRS INCCL A5367971031,72522,795SH SOLE 15,29500
LITTELFUSE INCCOM5370081041,18413,900SH SOLE 10,40000
LIVE NATION ENTERTAINMENT INCOM53803410912,130504,982SH SOLE 504,98200
LIVEDEAL INCCOM NEW538144304365122,600SH SOLE 73,50000
LIVEPERSON INCCOM53814610138830,851SH SOLE 16,05100
LKQ CORPCOM5018892082,01675,815SH SOLE 75,81500
LOCKHEED MARTIN CORPCOM53983010995,367521,757SH SOLE 521,75700
LOEWS CORPCOM54042410820,450490,880SH SOLE 490,88000
LOGMEIN INCCOM54142L1091,53933,400SH SOLE 17,30000
LORAL SPACE & COMMUNICATNS ICOM5438811066,53691,013SH SOLE 48,41300
LORILLARD INCCOM544147101114,7541,915,447SH SOLE 1,915,44700
LOUISIANA PAC CORPCOM5463471051,08279,619SH SOLE 79,61900
LOWES COS INCCOM54866110768,9241,302,428SH SOLE 1,286,32800
LPL FINL HLDGS INCCOM50212V10014,073305,609SH SOLE 305,60900
LTC PPTYS INCCOM5021751024,811130,407SH SOLE 74,12000
LUMOS NETWORKS CORPCOM55028310535621,893SH SOLE 15,59300
LYDALL INC DELCOM55081910642415,706SH SOLE 10,90600
M & T BK CORPCOM55261F10427,443222,585SH SOLE 222,58500
M/I HOMES INCNOTE 3.250% 9/155292PAA33,2672,875,000PRN SOLE 000
M/I HOMES INCNOTE 3.000% 3/055292PAB12,5042,475,000PRN SOLE 000
MA COM TECHNOLOGY SOLUTIONSCOM55405Y10049122,500SH SOLE 16,50000
MACERICH COCOM5543821012,98146,700SH SOLE 46,70000
MACK CALI RLTY CORPCOM55448910440721,300SH SOLE 21,30000
MACQUARIE INFRASTR CO LLCMEMBERSHIP INT55608B1052934,400SH SOLE 4,40000
MACYS INCCOM55616P10483,3181,432,077SH SOLE 1,408,07700
MADDEN STEVEN LTDCOM55626910875523,411SH SOLE 22,06100
MADISON CVRED CALL & EQ STRCOM55743710045453,993SH SOLE 53,99300
MADISON SQUARE GARDEN COCL A55826P1005,31980,448SH SOLE 80,44800
MAGELLAN HEALTH INCCOM NEW5590792071,86334,035SH SOLE 34,03500
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801067328,690SH SOLE 8,69000
MAGNA INTL INCCOM5592224014,19544,200SH SOLE 44,20000
MAGNUM HUNTER RES CORP DELCOM55973B102970174,127SH SOLE 116,72700
MANDALAY DIGITAL GROUP INCCOM NEW5625622077516,400SH SOLE 16,40000
MANHATTAN ASSOCS INCCOM5627501099,681289,685SH SOLE 136,95700
MANITEX INTL INCCOM56342010829325,978SH SOLE 18,47800
MANITOWOC INCCOM56357110896241,043SH SOLE 41,04300
MANNKIND CORPCOM56400P201619104,746SH SOLE 77,84600
MANNKIND CORPNOTE 5.750% 8/156400PAC62,5962,295,000PRN SOLE 000
MANPOWERGROUP INCCOM56418H10079,2851,131,022SH SOLE 1,094,22200
MANULIFE FINL CORPCOM56501R10699951,900SH SOLE 51,90000
MARATHON OIL CORPCOM565849106101,1502,690,866SH SOLE 2,577,96600
MARATHON PETE CORPCOM56585A102116,0121,370,161SH SOLE 1,273,56100
MARCHEX INCCL B56624R10823556,647SH SOLE 36,84700
MARINEMAX INCCOM56790810825315,000SH SOLE 10,10000
MARKEL CORPCOM5705351043,2005,030SH SOLE 5,03000
MARKETAXESS HLDGS INCCOM57060D1081,77228,652SH SOLE 20,25200
MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN5707591005627,314SH SOLE 7,31400
MARLIN MIDSTREAM PARTNERS LPCOM UTLTD PTN IN57118V10022310,437SH SOLE 10,43700
MARRIOTT INTL INC NEWCL A5719032021,63123,328SH SOLE 23,32800
MARRIOTT VACATIONS WRLDWDE CCOM57164Y1072,91746,009SH SOLE 24,70900
MARSH & MCLENNAN COS INCCOM57174810210,930208,836SH SOLE 208,83600
MARTEN TRANS LTDCOM57307510889550,246SH SOLE 35,09600
MARTHA STEWART LIVING OMNIMECL A57308310216746,400SH SOLE 32,90000
MARTIN MIDSTREAM PRTNRS L PUNIT L P INT5733311053118,334SH SOLE 8,33400
MASCO CORPCOM57459910613,337557,581SH SOLE 557,58100
MASTEC INCCOM5763231092,27074,136SH SOLE 74,13600
MASTEC INCNOTE 4.250%12/1576323AM19,9495,025,000PRN SOLE 000
MASTERCARD INCCL A57636Q10498,1461,327,736SH SOLE 1,236,63600
MATADOR RES COCOM5764852052,19484,893SH SOLE 56,89300
MATERION CORPCOM5766901013,112101,470SH SOLE 52,77000
MATRIX SVC COCOM5768531054,029167,031SH SOLE 69,60000
MATTEL INCCOM5770811025,961194,500SH SOLE 194,50000
MATTHEWS INTL CORPCL A5771281013958,999SH SOLE 8,99900
MATTRESS FIRM HLDG CORPCOM57722W1065358,900SH SOLE 6,50000
MATTSON TECHNOLOGY INCCOM577223100297120,168SH SOLE 86,46800
MAXIM INTEGRATED PRODS INCCOM57772K1019,384310,331SH SOLE 310,33100
MAXIMUS INCCOM5779331041,12428,007SH SOLE 23,60700
MAXLINEAR INCCL A57776J10013619,800SH SOLE 15,90000
MAXWELL TECHNOLOGIES INCCOM57776710627631,700SH SOLE 20,80000
MBIA INCCOM55262C1009810,670SH SOLE 10,67000
MCCLATCHY COCL A579489105374111,190SH SOLE 78,89000
MCCORMICK & CO INCCOM NON VTG57978020615,687234,480SH SOLE 234,48000
MCDERMOTT INTL INCCOM5800371091,514264,700SH SOLE 264,70000
MCDONALDS CORPCOM58013510118,993200,329SH SOLE 200,32900
MCGRATH RENTCORPCOM5805891092878,383SH SOLE 4,48300
MCGRAW HILL FINL INCCOM58064510932,111380,235SH SOLE 375,53500
MCKESSON CORPCOM58155Q103209,6371,076,885SH SOLE 1,012,18500
MDC PARTNERS INCCL A SUB VTG5526971042,094109,145SH SOLE 37,14500
MDU RES GROUP INCCOM5526901094,494161,583SH SOLE 161,58300
MEAD JOHNSON NUTRITION COCOM5828391065555,769SH SOLE 5,76900
MEADOWBROOK INS GROUP INCCOM58319P10810017,099SH SOLE 17,09900
MEADOWBROOK INS GROUP INCDBCV 5.000% 3/158319PAC22,7712,900,000PRN SOLE 000
MEADWESTVACO CORPCOM5833341072,69865,900SH SOLE 60,30000
MEASUREMENT SPECIALTIES INCCOM58342110222,252259,928SH SOLE 259,92800
MECHEL OAOSPONSORED ADR5838401032017,400SH SOLE 17,40000
MEDALLION FINL CORPCOM58392810615212,995SH SOLE 7,99500
MEDICAL ACTION INDS INCCOM58449L10081358,993SH SOLE 58,99300
MEDICAL PPTYS TRUST INCCOM58463J3041,973160,960SH SOLE 98,16000
MEDICINES COCOM58468810536216,235SH SOLE 16,23500
MEDIDATA SOLUTIONS INCCOM58471A1051,66637,610SH SOLE 37,61000
MEDIFAST INCCOM58470H1012,88187,741SH SOLE 33,14100
MEDIVATION INCCOM58501N10117,209174,053SH SOLE 174,05300
MEDNAX INCCOM58502B1065,29696,600SH SOLE 96,60000
MEDTRONIC INCCOM58505510686,6061,397,998SH SOLE 1,324,89800
MEETME INCCOM5851411043115,800SH SOLE 15,80000
MENS WEARHOUSE INCCOM5871181001,94541,200SH SOLE 29,50000
MENTOR GRAPHICS CORPCOM5872001067,448363,384SH SOLE 330,38400
MERCK & CO INC NEWCOM58933Y105262,1604,422,394SH SOLE 4,075,69400
MERCURY SYS INCCOM58937810818216,500SH SOLE 14,20000
MERGE HEALTHCARE INCCOM5894991027935,946SH SOLE 20,14600
MERGEWORTHRX CORPCOM58952R1066,669798,700SH SOLE 798,70000
MERIDIAN BIOSCIENCE INCCOM58958410124013,540SH SOLE 13,54000
MERIT MED SYS INCCOM58988910420216,990SH SOLE 16,99000
MERITAGE HOMES CORPCOM59001A10236510,282SH SOLE 10,28200
MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR32,9302,925,000PRN SOLE 000
MERITOR INCCOM59001K1001,439132,640SH SOLE 79,54000
MERRIMACK PHARMACEUTICALS INCOM59032810087799,900SH SOLE 79,80000
META FINL GROUP INCCOM59100U1082918,254SH SOLE 6,15400
METHODE ELECTRS INCCOM59152020010,823293,546SH SOLE 135,84600
METLIFE INCCOM59156R10816,262302,714SH SOLE 302,71400
METTLER TOLEDO INTERNATIONALCOM5926881051,8317,148SH SOLE 7,14800
MFA FINL INCCOM55272X10225132,317SH SOLE 32,31700
MFS INVT GRADE MUN TRSH BEN INT59318B10840844,679SH SOLE 44,67900
MFS MUN INCOME TRSH BEN INT55273810636555,748SH SOLE 55,74800
MGIC INVT CORP WISCOM5528481031,276163,328SH SOLE 163,32800
MGIC INVT CORP WISNOTE 5.000% 5/0552848AD543,22839,500,000PRN SOLE 000
MGIC INVT CORP WISNOTE 2.000% 4/0552848AE385,15364,025,000PRN SOLE 000
MGM RESORTS INTERNATIONALCOM5529531014,370191,837SH SOLE 191,83700
MGM RESORTS INTERNATIONALNOTE 4.250% 4/155303QAE040,25431,900,000PRN SOLE 000
MICROCHIP TECHNOLOGY INCCOM5950171042,82459,789SH SOLE 59,78900
MICROCHIP TECHNOLOGY INCSDCV 2.125%12/1595017AB0181,12397,345,000PRN SOLE 000
MICRON TECHNOLOGY INCCOM59511210362,0311,810,609SH SOLE 1,770,40900
MICRON TECHNOLOGY INCNOTE 2.125% 2/1595112AV524,4677,775,000PRN SOLE 000
MICRON TECHNOLOGY INCNOTE 2.375% 5/0595112AW3141,94739,775,000PRN SOLE 000
MICRON TECHNOLOGY INCNOTE 3.125% 5/0595112AX155,04815,700,000PRN SOLE 000
MICROSOFT CORPCOM594918104297,4286,415,622SH SOLE 6,043,62200
MICROSTRATEGY INCCL A NEW5949724081,88614,416SH SOLE 12,41600
MID-AMER APT CMNTYS INCCOM59522J1032,97945,382SH SOLE 45,38200
MIDDLEBY CORPCOM5962781014,13946,968SH SOLE 46,96800
MILLER ENERGY RES INCCOM60052710526359,741SH SOLE 45,44100
MILLER HERMAN INCCOM6005441001,27842,815SH SOLE 38,61500
MIMEDX GROUP INCCOM60249610130742,991SH SOLE 36,39100
MINERALS TECHNOLOGIES INCCOM6031581063,46956,221SH SOLE 45,43500
MINES MGMT INCCOM6034321051219,104SH SOLE 19,10400
MISTRAS GROUP INCCOM60649T10725512,500SH SOLE 8,90000
MITEK SYS INCCOM NEW6067102008133,603SH SOLE 26,50300
MKS INSTRUMENT INCCOM55306N1045,218156,335SH SOLE 156,33500
MOBILE MINI INCCOM60740F1051,30537,327SH SOLE 25,82700
MOBILE TELESYSTEMS OJSCSPONSORED ADR60740910922,4061,499,730SH SOLE 1,307,73000
MODINE MFG COCOM6078281003,956333,280SH SOLE 145,88000
MODUSLINK GLOBAL SOLUTIONS ICOM60786L107393110,135SH SOLE 94,13500
MOHAWK INDS INCCOM6081901047,13552,920SH SOLE 52,92000
MOLINA HEALTHCARE INCCOM60855R10059514,058SH SOLE 10,15800
MOLSON COORS BREWING COCL B60871R2093,12642,000SH SOLE 42,00000
MOLYCORP INC DELNOTE 6.000% 9/0608753AF61,5844,400,000PRN SOLE 000
MOMENTA PHARMACEUTICALS INCCOM60877T1002,406212,200SH SOLE 69,80000
MONARCH CASINO & RESORT INCCOM60902710719015,949SH SOLE 10,74900
MONDELEZ INTL INCCL A60920710564,8401,892,310SH SOLE 1,765,21000
MONMOUTH REAL ESTATE INVT COCL A60972010715215,035SH SOLE 11,03500
MONOLITHIC PWR SYS INCCOM6098391051,25728,543SH SOLE 20,84300
MONOTYPE IMAGING HOLDINGS INCOM61022P1003,140110,879SH SOLE 32,07900
MONRO MUFFLER BRAKE INCCOM61023610167013,814SH SOLE 9,71400
MONSANTO CO NEWCOM61166W1015084,513SH SOLE 4,51300
MONSTER BEVERAGE CORPCOM61174010149,269537,460SH SOLE 479,36000
MONSTER WORLDWIDE INCCOM6117421071,144208,000SH SOLE 115,60000
MOODYS CORPCOM61536910512,211129,213SH SOLE 129,21300
MOOG INCCL A6153942027,953116,268SH SOLE 56,06800
MORGAN STANLEYCOM NEW61744644820,323587,886SH SOLE 587,88600
MORGAN STANLEY TRUSTSINCOME SECS INC61745P8741,48483,157SH SOLE 83,15700
MOSAIC CO NEWCOM61945C1031,53734,600SH SOLE 34,60000
MOTORCAR PTS AMER INCCOM6200711001,82867,197SH SOLE 35,69700
MOTOROLA SOLUTIONS INCCOM NEW62007630767410,644SH SOLE 10,64400
MOVADO GROUP INCCOM6245801061,56547,338SH SOLE 22,53800
MOVE INCCOM NEW62458M2077,148341,051SH SOLE 341,05100
MPLX LPCOM UNIT REP LTD55336V1002073,520SH SOLE 3,52000
MRC GLOBAL INCCOM55345K1032,24696,314SH SOLE 96,31400
MSA SAFETY INCCOM5534981063597,261SH SOLE 3,56100
MSC INDL DIRECT INCCL A5535301061,07112,535SH SOLE 12,53500
MSCI INCCOM55354G1002,38450,700SH SOLE 50,70000
MTS SYS CORPCOM5537771034346,353SH SOLE 3,75300
MUELLER INDS INCCOM6247561022,68894,195SH SOLE 87,19500
MUELLER WTR PRODS INCCOM SER A624758108916110,656SH SOLE 53,15600
MULTI COLOR CORPCOM6253831044399,644SH SOLE 6,74400
MULTIMEDIA GAMES HLDG CO INCCOM62545310557,0711,584,872SH SOLE 1,584,87200
MURPHY OIL CORPCOM62671710219,682345,844SH SOLE 345,84400
MURPHY USA INCCOM62675510255,8671,052,905SH SOLE 1,047,40500
MWI VETERINARY SUPPLY INCCOM55402X1051,59610,755SH SOLE 9,55500
MYERS INDS INCCOM62846410981045,926SH SOLE 29,42600
MYLAN INCCOM6285301076,624145,613SH SOLE 145,61300
MYR GROUP INC DELCOM55405W1044,819200,122SH SOLE 74,12200
MYRIAD GENETICS INCCOM62855J10449,5081,283,600SH SOLE 1,268,80000
NACCO INDS INCCL A6295791031,01720,453SH SOLE 14,70000
NANOMETRICS INCCOM63007710518812,425SH SOLE 8,92500
NANOVIRICIDES INCCOM NEW63008720324682,100SH SOLE 57,80000
NASDAQ OMX GROUP INCCOM6311031083,20575,543SH SOLE 75,54300
NATIONAL FUEL GAS CO N JCOM6361801011,15516,500SH SOLE 16,50000
NATIONAL HEALTH INVS INCCOM63633D1042,19238,355SH SOLE 18,98000
NATIONAL OILWELL VARCO INCCOM63707110157,271752,569SH SOLE 752,56900
NATIONAL PENN BANCSHARES INCCOM63713810819319,880SH SOLE 8,18000
NATIONAL RETAIL PPTYS INCCOM6374171061,57845,647SH SOLE 45,64700
NATIONSTAR MTG HLDGS INCCOM63861C10943112,574SH SOLE 12,57400
NATURAL GAS SERVICES GROUPCOM63886Q10924810,300SH SOLE 6,80000
NATUS MEDICAL INC DELCOM6390501033,222109,200SH SOLE 52,00000
NAUTILUS INCCOM63910B1021,653138,068SH SOLE 73,36800
NAVIDEA BIOPHARMACEUTICALS ICOM63937X1033829,100SH SOLE 29,10000
NAVIENT CORPCOM63938C10881,8324,620,689SH SOLE 4,522,78900
NAVIGANT CONSULTING INCCOM63935N1073,852276,958SH SOLE 151,45800
NAVIGATORS GROUP INCCOM6389041024196,820SH SOLE 1,32000
NAVISTAR INTL CORP NEWNOTE 3.000%10/163934EAL212,26312,278,000PRN SOLE 000
NB & T FINL GROUP INCCOM62874M10440913,795SH SOLE 13,79500
NBT BANCORP INCCOM6287781024,960220,267SH SOLE 91,86700
NCI BUILDING SYS INCCOM NEW62885220486644,636SH SOLE 39,03600
NCR CORP NEWCOM62886E10837711,298SH SOLE 11,29800
NEENAH PAPER INCCOM64007910974413,908SH SOLE 9,10800
NEKTAR THERAPEUTICSCOM6402681081,06588,200SH SOLE 22,40000
NELNET INCCL A64031N1089,126211,779SH SOLE 111,83300
NEOGEN CORPCOM64049110645211,450SH SOLE 9,05000
NEOGENOMICS INCCOM NEW64049M2095310,200SH SOLE 10,20000
NEOSTEM INCCOM PAR $.00164065040421538,800SH SOLE 38,80000
NETAPP INCCOM64110D104100,0572,329,079SH SOLE 2,249,27900
NETFLIX INCCOM64110L10617,84939,560SH SOLE 38,76000
NETLIST INCCOM64118P1092319,500SH SOLE 13,90000
NETSCOUT SYS INCCOM64115T1044,678102,131SH SOLE 54,13100
NETSOL TECHNOLOGIES INCCOM PAR $.00164115A4028121,900SH SOLE 8,90000
NETSUITE INCCOM64118Q1071,59917,856SH SOLE 17,85600
NEUBERGER BERMAN HGH YLD FDCOM64128C10638629,903SH SOLE 29,90300
NEUBERGER BERMAN RE ES SEC FCOM64190A10324350,463SH SOLE 50,46300
NEURALSTEM INCCOM64127R302615187,400SH SOLE 113,80000
NEUROCRINE BIOSCIENCES INCCOM64125C1091,12271,600SH SOLE 31,50000
NEUSTAR INCCL A64126X2011,39055,961SH SOLE 55,96100
NEW AMER HIGH INCOME FD INCCOM NEW64187680019320,490SH SOLE 20,49000
NEW JERSEY RESCOM6460251066,072120,221SH SOLE 73,92100
NEW MEDIA INVT GROUP INCCOM64704V1062,950177,414SH SOLE 177,41400
NEW YORK & CO INCCOM6492951026421,100SH SOLE 11,50000
NEW YORK CMNTY BANCORP INCCOM6494451035,938374,178SH SOLE 374,17800
NEW YORK REIT INCCOM64976L10967765,900SH SOLE 24,00000
NEW YORK TIMES COCL A65011110788879,165SH SOLE 63,36500
NEWELL RUBBERMAID INCCOM65122910614,256414,306SH SOLE 414,30600
NEWFIELD EXPL COCOM65129010843,1851,164,969SH SOLE 1,164,96900
NEWLINK GENETICS CORPCOM65151110762829,309SH SOLE 20,80900
NEWMARKET CORPCOM6515871073,4459,042SH SOLE 9,04200
NEWMONT MINING CORPCOM6516391066,020261,169SH SOLE 237,46900
NEWPARK RES INCCOM PAR $.01NEW6517185046,946558,335SH SOLE 311,63500
NEWPORT CORPCOM65182410465236,767SH SOLE 16,26700
NEWS CORP NEWCL A65249B10916,5401,011,599SH SOLE 1,011,59900
NEXSTAR BROADCASTING GROUP ICL A65336K1031,22530,302SH SOLE 22,10200
NEXTERA ENERGY INCCOM65339F10111,904126,805SH SOLE 126,80500
NEXTERA ENERGY INCUNIT 99/99/999965339F86146,623852,100SH SOLE 852,10000
NEXTERA ENERGY INCUNIT 09/01/201565339F88752,577877,600SH SOLE 877,60000
NIC INCCOM62914B1001,33677,574SH SOLE 41,77400
NICHOLAS FINANCIAL INCCOM NEW65373J2096,920597,088SH SOLE 597,08800
NIKE INCCL B65410610324,486274,506SH SOLE 274,50600
NISOURCE INCCOM65473P1052,19353,521SH SOLE 53,52100
NN INCCOM6293371061,00437,590SH SOLE 22,29000
NOBLE ENERGY INCCOM6550441052,43635,638SH SOLE 35,63800
NORDSON CORPCOM6556631021,59721,000SH SOLE 21,00000
NORDSTROM INCCOM6556641001,16217,000SH SOLE 17,00000
NORFOLK SOUTHERN CORPCOM65584410846,328415,123SH SOLE 406,62300
NORTH VALLEY BANCORPCOM NEW66304M2042,668123,643SH SOLE 123,64300
NORTHEAST UTILSCOM6643971061,24728,158SH SOLE 28,15800
NORTHERN TR CORPCOM6658591044,45465,474SH SOLE 65,47400
NORTHROP GRUMMAN CORPCOM666807102233,4991,772,153SH SOLE 1,746,05300
NORTHSTAR ASSET MGMT GROUP ICOM66705Y10418,5571,007,457SH SOLE 1,007,45700
NORTHSTAR RLTY FIN CORPCOM NEW66704R70416,331924,247SH SOLE 924,24700
NORTHWEST BIOTHERAPEUTICS INCOM PAR $0.00166737P60026252,100SH SOLE 39,50000
NORTHWEST NAT GAS COCOM66765510460514,322SH SOLE 14,32200
NORTHWESTERN CORPCOM NEW6680743053,27172,112SH SOLE 50,54800
NOVAVAX INCCOM670002104906217,205SH SOLE 129,70500
NOVELLUS SYS INCNOTE 2.625% 5/1670008AD3176,46380,784,000PRN SOLE 000
NOW INCCOM67011P10018,660613,626SH SOLE 613,62600
NPS PHARMACEUTICALS INCCOM62936P1035,038193,751SH SOLE 125,95100
NU SKIN ENTERPRISES INCCL A67018T10510,636236,197SH SOLE 236,19700
NUANCE COMMUNICATIONS INCCOM67020Y1001,741112,955SH SOLE 112,95500
NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF71,9822,000,000PRN SOLE 000
NUCOR CORPCOM67034610580514,829SH SOLE 14,82900
NUSTAR ENERGY LPUNIT COM67058H1023785,726SH SOLE 5,72600
NUTRI SYS INC NEWCOM67069D10892560,206SH SOLE 52,10600
NUVASIVE INCCOM6707041051,97756,685SH SOLE 27,08500
NUVEEN AMT-FREE MUN INCOME FCOM6706571052,136157,897SH SOLE 157,89700
NUVEEN ARIZ PREM INCOME MUNCOM67061W10418513,558SH SOLE 13,55800
NUVEEN BUILD AMER BD FDCOM67074C1031,24661,132SH SOLE 61,13200
NUVEEN BUILD AMER BD OPPTNYCOM67074Q10238117,961SH SOLE 17,96100
NUVEEN CA DIV ADV MUNI FD 3COM SH BEN INT67070Y1091,05982,826SH SOLE 82,82600
NUVEEN CA DIVIDEND ADV MUN FCOM67066Y10546932,935SH SOLE 32,93500
NUVEEN CAL AMT-FREE MUN INCCOM6706511081,780127,763SH SOLE 127,76300
NUVEEN CONN PREM INCOME MUNCOM67060D10771257,229SH SOLE 57,22900
NUVEEN CR STRATEGIES INCM FDCOM SHS67073D1022,502280,130SH SOLE 280,13000
NUVEEN DIVERSIFIED DIV INCMCOM6706EP10559851,368SH SOLE 51,36800
NUVEEN DIVID ADV MUN FD 3COM SH BEN INT67070X10182360,227SH SOLE 60,22700
NUVEEN DIVID ADVANTAGE MUN FCOM67066V1011,32395,610SH SOLE 95,61000
NUVEEN GA DIV ADV MUN FD 2COM67072B10735728,039SH SOLE 28,03900
NUVEEN GLOBAL EQUITY INCOMECOM6706EH10391968,758SH SOLE 68,75800
NUVEEN INTER DURATION MN TMFCOM6706711061,06385,209SH SOLE 85,20900
NUVEEN INVT QUALITY MUN FD ICOM67062E10346531,299SH SOLE 31,29900
NUVEEN MD PREM INCOME MUN FDCOM67061Q1071,263100,991SH SOLE 100,99100
NUVEEN MUN ADVANTAGE FD INCCOM67062H10674255,020SH SOLE 55,02000
NUVEEN MUN MKT OPPORTUNITY FCOM67062W1031,628122,793SH SOLE 122,79300
NUVEEN MUN OPPORTUNITY FD INCOM6709841031,723120,902SH SOLE 120,90200
NUVEEN N C PREM INCOME MUN FCOM67060P10086066,971SH SOLE 66,97100
NUVEEN NJ INVT QUALITY MUN FCOM67097110099774,887SH SOLE 74,88700
NUVEEN NJ PREM INCOME MUN FDCOM67101N10656741,593SH SOLE 41,59300
NUVEEN NY AMT FREE MUN INCOMCOM6706561071,376107,517SH SOLE 107,51700
NUVEEN NY PERFORM PLUS MUN FCOM67062R10439928,632SH SOLE 28,63200
NUVEEN PA INVT QUALITY MUN FCOM6709721081,09080,061SH SOLE 80,06100
NUVEEN PERFORMANCE PLUS MUNCOM67062P1081,457100,454SH SOLE 100,45400
NUVEEN PFD & INCOME TERM FDCOM67075A10693740,891SH SOLE 40,89100
NUVEEN PFD INCOME OPPRTNY FDCOM67073B1062,117230,157SH SOLE 230,15700
NUVEEN PREM INCOME MUN FDCOM67062T1002,062153,874SH SOLE 153,87400
NUVEEN PREM INCOME MUN FD 2COM67063W1022,884209,771SH SOLE 209,77100
NUVEEN PREM INCOME MUN FD 4COM6706K410570355,189SH SOLE 55,18900
NUVEEN PREMIER MUN INCOME FDCOM67098810476256,648SH SOLE 56,64800
NUVEEN QUALITY INCOME MUN FDCOM6709771071,09980,269SH SOLE 80,26900
NUVEEN QUALITY PFD INC FD 3COM67072W101929110,974SH SOLE 110,97400
NUVEEN QUALITY PFD INCOME FDCOM67071S1012,164265,579SH SOLE 265,57900
NUVEEN QUALITY PFD INCOME FDCOM67072C1054,643533,101SH SOLE 533,10100
NUVEEN SELECT QUALITY MUN FDCOM6709731061,471107,633SH SOLE 107,63300
NUVEEN SHT DUR CR OPP FDCOM67074X10722413,076SH SOLE 13,07600
NUVEEN TAX ADVANTAGED DIV GRCOM67073G10521613,992SH SOLE 13,99200
NUVEEN VA PREM INCOME MUN FDCOM67064R10250138,086SH SOLE 38,08600
NVIDIA CORPCOM67066G10474,3504,029,801SH SOLE 3,830,00100
NVR INCCOM62944T1053,3903,000SH SOLE 3,00000
O REILLY AUTOMOTIVE INC NEWCOM67103H10724,712164,355SH SOLE 164,35500
OASIS PETE INC NEWCOM6742151083,24877,674SH SOLE 77,67400
OCCIDENTAL PETE CORP DELCOM67459910565,383680,014SH SOLE 621,11400
OCEAN PWR TECHNOLOGIES INCCOM NEW6748703085647,300SH SOLE 33,40000
OCEANEERING INTL INCCOM67523210213,217202,813SH SOLE 202,81300
OCLARO INCCOM NEW67555N206165115,600SH SOLE 75,10000
OCWEN FINL CORPCOM NEW6757463092,09379,930SH SOLE 79,93000
OFFICE DEPOT INCCOM6762201061,906370,754SH SOLE 277,25400
OFG BANCORPCOM67103X10258839,221SH SOLE 39,22100
OGE ENERGY CORPCOM67083710310,213275,214SH SOLE 275,21400
OHR PHARMACEUTICAL INCCOM NEW67778H2009513,100SH SOLE 7,60000
OIL STS INTL INCCOM67802610541,722674,027SH SOLE 674,02700
OLD DOMINION FGHT LINES INCCOM67958010016,509233,711SH SOLE 233,71100
OLD REP INTL CORPCOM6802231044,209294,739SH SOLE 294,73900
OLIN CORPCOM PAR $16806652051,89775,124SH SOLE 75,12400
OMEGA HEALTHCARE INVS INCCOM6819361003,09390,463SH SOLE 90,46300
OMEGA PROTEIN CORPCOM68210P10729723,734SH SOLE 15,03400
OMEROS CORPCOM68214310271055,800SH SOLE 34,70000
OMNIAMERICAN BANCORP INCCOM68216R1075,214200,614SH SOLE 200,61400
OMNICARE CAP TR IIPFD B TR 4.00%68214Q2006,51184,900SH SOLE 84,90000
OMNICARE INCCOM68190410813,552217,670SH SOLE 217,67000
OMNICELL INCCOM68213N1091,04138,088SH SOLE 26,98800
OMNICOM GROUP INCCOM68191910621,954318,828SH SOLE 318,82800
OMNIVISION TECHNOLOGIES INCCOM68212810316,956640,800SH SOLE 420,70000
ON SEMICONDUCTOR CORPCOM68218910517,6361,972,740SH SOLE 1,972,74000
ONCOTHYREON INCCOM6823241084423,000SH SOLE 23,00000
ONE GAS INCCOM68235P10829,953874,550SH SOLE 874,55000
ONEOK INC NEWCOM68268010334,338523,839SH SOLE 523,83900
ONEOK PARTNERS LPUNIT LTD PARTN68268N1033406,078SH SOLE 6,07800
OPKO HEALTH INCCOM68375N10375989,244SH SOLE 89,24400
ORACLE CORPCOM68389X10596,3412,516,751SH SOLE 2,400,15100
ORASURE TECHNOLOGIES INCCOM68554V1083,556492,500SH SOLE 322,40000
ORBCOMM INCCOM68555P10023140,100SH SOLE 27,40000
ORBITAL SCIENCES CORPCOM6855641063,768135,557SH SOLE 117,05700
ORBITZ WORLDWIDE INCCOM68557K1095,171657,099SH SOLE 235,06500
ORGANOVO HLDGS INCCOM68620A10451180,200SH SOLE 40,20000
ORION ENERGY SYSTEMS INCCOM68627510823944,700SH SOLE 29,30000
ORITANI FINL CORP DELCOM68633D10330021,260SH SOLE 10,46000
OSHKOSH CORPCOM68823920115,008339,941SH SOLE 339,94100
OSI SYSTEMS INCCOM6710441053725,855SH SOLE 2,55500
OSIRIS THERAPEUTICS INC NEWCOM68827R10828222,372SH SOLE 15,07200
OTTER TAIL CORPCOM6896481032,717101,866SH SOLE 48,26600
OVERSTOCK COM INC DELCOM6903701012,323137,781SH SOLE 32,08100
OWENS & MINOR INC NEWCOM6907321021,71352,307SH SOLE 52,30700
OWENS CORNING NEWCOM69074210170122,065SH SOLE 22,06500
OWENS ILL INCCOM NEW69076840342,0221,613,141SH SOLE 1,506,44100
OXFORD INDS INCCOM6914973093425,600SH SOLE 4,30000
P C CONNECTIONCOM69318J10031214,533SH SOLE 10,13300
P T TELEKOMUNIKASI INDONESIASPONSORED ADR71568410611,406237,139SH SOLE 173,43900
PACCAR INCCOM6937181084,92586,596SH SOLE 86,59600
PACIFIC BIOSCIENCES CALIF INCOM69404D108746151,994SH SOLE 71,69400
PACIFIC ETHANOL INCCOM PAR $.00169423U30517712,700SH SOLE 90000
PACIFIC SUNWEAR CALIF INCCOM6948731008044,697SH SOLE 29,19700
PACIRA PHARMACEUTICALS INCCOM6951271005,75759,401SH SOLE 22,30100
PACKAGING CORP AMERCOM69515610911,332177,559SH SOLE 177,55900
PAIN THERAPEUTICS INCCOM69562K10024562,700SH SOLE 47,70000
PALL CORPCOM6964293073,37640,333SH SOLE 40,33300
PALO ALTO NETWORKS INCCOM6974351053,29633,600SH SOLE 33,60000
PANDORA MEDIA INCCOM69835410715,777653,015SH SOLE 653,01500
PANERA BREAD COCL A69840W1081,4448,874SH SOLE 8,87400
PANHANDLE OIL AND GAS INCCL A6984771065198,700SH SOLE 6,70000
PANTRY INCCOM69865710320810,298SH SOLE 10,29800
PAPA JOHNS INTL INCCOM6988131022,11652,924SH SOLE 40,92400
PAREXEL INTL CORPCOM6994621071,52924,228SH SOLE 4,62800
PARK CITY GROUP INCCOM NEW70021530416216,400SH SOLE 10,40000
PARK OHIO HLDGS CORPCOM70066610054311,350SH SOLE 7,55000
PARKER DRILLING COCOM7010811013,814772,121SH SOLE 370,82100
PARKER HANNIFIN CORPCOM70109410452,799462,543SH SOLE 443,14300
PARKWAY PPTYS INCCOM70159Q10471738,186SH SOLE 32,88600
PATRICK INDS INCCOM7033431031,65339,028SH SOLE 25,32800
PATTERSON COMPANIES INCCOM7033951035,136123,965SH SOLE 123,96500
PATTERSON UTI ENERGY INCCOM70348110159,9711,843,548SH SOLE 1,843,54800
PAYCHEX INCCOM7043261074,00290,550SH SOLE 90,55000
PBF ENERGY INCCL A69318G1062,806116,900SH SOLE 108,60000
PCM FUND INCCOM69323T10123120,821SH SOLE 20,82100
PDC ENERGY INCCOM69327R10165713,069SH SOLE 13,06900
PDF SOLUTIONS INCCOM69328210536929,300SH SOLE 20,20000
PDL BIOPHARMA INCCOM69329Y1041,701227,709SH SOLE 172,90900
PDL BIOPHARMA INCNOTE 2.875% 2/169329YAE41,9981,400,000PRN SOLE 000
PDL BIOPHARMA INCNOTE 4.000% 2/069329YAF114,68115,000,000PRN SOLE 000
PEABODY ENERGY CORPCOM7045491041,471118,800SH SOLE 118,80000
PEBBLEBROOK HOTEL TRCOM70509V1003,64897,700SH SOLE 79,90000
PEGASYSTEMS INCCOM7055731031,52179,600SH SOLE 50,70000
PENDRELL CORPCOM70686R104180134,056SH SOLE 76,95600
PENN NATL GAMING INCCOM7075691098,139726,021SH SOLE 726,02100
PENN VA CORPCOM7078821062,349184,813SH SOLE 110,01300
PENN WEST PETE LTD NEWCOM70788710512418,300SH SOLE 18,30000
PENNEY J C INCCOM7081601061,324131,900SH SOLE 131,90000
PENNSYLVANIA RL ESTATE INVTSH BEN INT7091021071,77188,838SH SOLE 88,83800
PENSKE AUTOMOTIVE GRP INCCOM70959W1032566,315SH SOLE 6,31500
PEOPLES FED BANCSHARES INCCOM7110371012,945147,246SH SOLE 147,24600
PEOPLES UNITED FINANCIAL INCCOM7127041054,783330,516SH SOLE 330,51600
PEPCO HOLDINGS INCCOM71329110299,0063,699,788SH SOLE 3,699,78800
PEPSICO INCCOM713448108132,4481,422,797SH SOLE 1,338,89700
PERCEPTRON INCCOM71361F10014514,800SH SOLE 9,50000
PEREGRINE PHARMACEUTICALS INCOM NEW713661304383281,291SH SOLE 190,99100
PEREGRINE SEMICONDUCTOR CORPCOM71366R7038,258667,546SH SOLE 667,54600
PERFICIENT INCCOM71375U10170246,846SH SOLE 36,64600
PERFORMANT FINL CORPCOM71377E10539749,100SH SOLE 10,50000
PERKINELMER INCCOM7140461091,85842,605SH SOLE 42,60500
PERNIX THERAPEUTICS HLDGS INCOM71426V1082,077270,400SH SOLE 111,70000
PETMED EXPRESS INCCOM71638210679058,100SH SOLE 9,10000
PETROCHINA CO LTDSPONSORED ADR71646E10013,311103,576SH SOLE 103,57600
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V10114,547976,967SH SOLE 916,56700
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4083,965279,400SH SOLE 279,40000
PETROLEUM & RES CORPCOM7165491004,253147,677SH SOLE 147,67700
PETROQUEST ENERGY INCCOM7167481083,024538,100SH SOLE 274,30000
PETSMART INCCOM71676810618,986270,874SH SOLE 270,87400
PFIZER INCCOM717081103309,16610,455,382SH SOLE 9,603,71900
PG&E CORPCOM69331C1087,081157,205SH SOLE 157,20500
PGT INCCOM69336V1013,217345,200SH SOLE 108,33100
PHARMACYCLICS INCCOM7169331061,34611,459SH SOLE 11,45900
PHARMERICA CORPCOM71714F10410,089412,985SH SOLE 224,38500
PHH CORPNOTE 6.000% 6/1693320AQ698,05051,352,000PRN SOLE 000
PHILIP MORRIS INTL INCCOM71817210993,1371,116,751SH SOLE 1,007,35100
PHILLIPS 66COM718546104245,1603,015,130SH SOLE 2,829,03000
PHILLIPS 66 PARTNERS LPCOM UNIT REP INT7185492072173,244SH SOLE 3,24400
PHOENIX COS INC NEWCOM NEW71902E6042113,757SH SOLE 2,75700
PHOTRONICS INCCOM71940510228134,964SH SOLE 25,06400
PHOTRONICS INCNOTE 5.500%10/0719405AF914,9649,450,000PRN SOLE 000
PHYSICIANS RLTY TRCOM71943U1041,624118,380SH SOLE 112,98000
PIEDMONT OFFICE REALTY TR INCOM CL A72019020685648,500SH SOLE 48,50000
PIER 1 IMPORTS INCCOM7202791086,680561,828SH SOLE 550,92800
PIKE CORPCOM7212831096,602555,246SH SOLE 549,04600
PILGRIMS PRIDE CORP NEWCOM72147K10829,787974,717SH SOLE 974,71700
PIMCO CALIF MUN INCOME FD IICOM72201C10922321,418SH SOLE 21,41800
PIMCO CORPORATE & INCOME OPPCOM72201B1011,44584,712SH SOLE 84,71200
PIMCO CORPORATE INCOME STRATCOM72200U10046229,267SH SOLE 29,26700
PIMCO GLOBAL STOCKSPLS INCMCOM72201110321310,493SH SOLE 10,49300
PIMCO HIGH INCOME FDCOM SHS72201410747140,400SH SOLE 40,40000
PIMCO INCOME OPPORTUNITY FDCOM72202B10029610,743SH SOLE 10,74300
PIMCO INCOME STRATEGY FUNDCOM72201H10838031,787SH SOLE 31,78700
PIMCO INCOME STRATEGY FUND ICOM72201J10440338,271SH SOLE 38,27100
PIMCO MUN INCOME FD IICOM72200W10616814,400SH SOLE 14,40000
PIMCO MUNICIPAL INCOME FDCOM72200R10729221,288SH SOLE 21,28800
PIMCO STRATEGIC INCOME FD INCOM72200X10435335,828SH SOLE 35,82800
PINNACLE ENTMT INCCOM72345610945618,190SH SOLE 15,19000
PINNACLE FINL PARTNERS INCCOM72346Q1043,945109,281SH SOLE 54,98100
PINNACLE WEST CAP CORPCOM72348410128,735525,897SH SOLE 487,29700
PIONEER ENERGY SVCS CORPCOM72366410810,561753,300SH SOLE 358,70000
PIONEER FLOATING RATE TRCOM72369J10213311,320SH SOLE 11,32000
PIONEER NAT RES COCOM7237871077,48638,004SH SOLE 38,00400
PIPER JAFFRAY COSCOM7240781004,73590,648SH SOLE 44,34800
PITNEY BOWES INCCOM72447910011,404456,339SH SOLE 456,33900
PIXELWORKS INCCOM NEW72581M30546371,700SH SOLE 52,00000
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031054748,056SH SOLE 8,05600
PLANTRONICS INC NEWCOM7274931084,33690,758SH SOLE 87,45800
PLEXUS CORPCOM7291321001,30035,193SH SOLE 22,59300
PLUG POWER INCCOM NEW72919P2021,400305,100SH SOLE 215,90000
PLUM CREEK TIMBER CO INCCOM7292511082,36860,700SH SOLE 60,70000
PMC-SIERRA INCCOM69344F10643358,040SH SOLE 58,04000
PNC FINL SVCS GROUP INCCOM693475105108,3241,265,761SH SOLE 1,220,16100
PNM RES INCCOM69349H1079,660387,779SH SOLE 333,87900
POLARIS INDS INCCOM7310681025,83138,925SH SOLE 38,92500
POLYCOM INCCOM73172K10440,8713,326,922SH SOLE 3,257,02200
POLYONE CORPCOM73179P1062,09258,786SH SOLE 58,78600
POLYPORE INTL INCCOM73179V10339710,200SH SOLE 10,20000
POPEYES LA KITCHEN INCCOM73287210663515,673SH SOLE 10,87300
POPULAR INCCOM NEW7331747001,16039,412SH SOLE 39,41200
PORTFOLIO RECOVERY ASSOCS INCOM73640Q1054358,336SH SOLE 1,93600
PORTLAND GEN ELEC COCOM NEW7365088472,76285,987SH SOLE 72,58700
POSCOSPONSORED ADR6934831091,19415,733SH SOLE 15,73300
POST PPTYS INCCOM7374641072,35745,912SH SOLE 45,91200
POTLATCH CORP NEWCOM7376301036,586163,779SH SOLE 117,15300
POWER INTEGRATIONS INCCOM7392761033686,824SH SOLE 5,12400
POWERSECURE INTL INCCOM73936N10561163,777SH SOLE 17,87700
POWERSHARES QQQ TRUSTUNIT SER 173935A1043,52735,700SH SOLE 35,70000
POZEN INCCOM73941U102975132,800SH SOLE 57,00000
PPG INDS INCCOM693506107136,507693,844SH SOLE 659,14600
PPL CORPCOM69351T1064,595139,912SH SOLE 139,91200
PRAXAIR INCCOM74005P1043,88130,089SH SOLE 30,08900
PRECISION CASTPARTS CORPCOM7401891052,2659,563SH SOLE 9,56300
PREFERRED BK LOS ANGELES CACOM NEW74036740429413,052SH SOLE 12,05200
PREMIERE GLOBAL SVCS INCCOM74058510422218,532SH SOLE 14,73200
PRESTIGE BRANDS HLDGS INCCOM74112D10173922,842SH SOLE 13,04200
PRICE T ROWE GROUP INCCOM74144T1081,90324,279SH SOLE 24,27900
PRICELINE GRP INCCOM NEW74150340395,84782,728SH SOLE 79,82800
PRICESMART INCCOM74151110990110,517SH SOLE 8,31700
PRIMERICA INCCOM74164M1083,54473,487SH SOLE 31,68700
PRIMORIS SVCS CORPCOM74164F1031,26347,039SH SOLE 23,53900
PRINCIPAL FINL GROUP INCCOM74251V1022,42946,294SH SOLE 46,29400
PRIVATEBANCORP INCCOM7429621034,118137,681SH SOLE 88,18100
PROASSURANCE CORPCOM74267C1062,76862,804SH SOLE 62,80400
PROCTER & GAMBLE COCOM742718109112,8821,348,010SH SOLE 1,253,01000
PROFIRE ENERGY INCCOM74316X1016716,200SH SOLE 11,30000
PROGRESS SOFTWARE CORPCOM74331210044518,606SH SOLE 18,60600
PROGRESSIVE CORP OHIOCOM74331510383833,157SH SOLE 33,15700
PROLOGIS INCCOM74340W10321,869580,075SH SOLE 541,99400
PROOFPOINT INCCOM7434241031,30035,006SH SOLE 23,30600
PROSPERITY BANCSHARES INCCOM7436061053,50261,253SH SOLE 34,85300
PROTECTIVE LIFE CORPCOM743674103119,4821,721,393SH SOLE 1,721,39300
PROTO LABS INCCOM7437131094766,900SH SOLE 5,10000
PROVIDENCE SVC CORPCOM7438151024,73797,919SH SOLE 28,02700
PROVIDENT FINL SVCS INCCOM74386T1052,157131,740SH SOLE 62,45100
PRUDENTIAL FINL INCCOM74432010223,228264,134SH SOLE 264,13400
PRUDENTIAL GLB SHT DUR HG YLCOM74433A10931318,992SH SOLE 18,99200
PS BUSINESS PKS INC CALIFCOM69360J1076,32283,037SH SOLE 48,80600
PSIVIDA CORPCOM74440J10117138,700SH SOLE 26,70000
PTC INCCOM69370C1005,695154,325SH SOLE 154,32500
PTC THERAPEUTICS INCCOM69366J2001,87942,700SH SOLE 18,60000
PUBLIC STORAGECOM74460D10929,151175,780SH SOLE 163,28000
PUBLIC SVC ENTERPRISE GROUPCOM74457310672,7441,953,386SH SOLE 1,876,08600
PULTE GROUP INCCOM74586710158,0883,289,238SH SOLE 3,289,23800
PUMA BIOTECHNOLOGY INCCOM74587V1073,64715,289SH SOLE 5,38900
PUTMAN HIGH INCOME SEC FUNDSHS BEN INT74677910764677,622SH SOLE 77,62200
PUTNAM MANAGED MUN INCOM TRCOM746823103867122,390SH SOLE 122,39000
PUTNAM MUN OPPORTUNITIES TRSH BEN INT7469221031,698145,162SH SOLE 145,16200
PVH CORPCOM6936561004,25635,130SH SOLE 35,13000
PZENA INVESTMENT MGMT INCCLASS A74731Q10328529,800SH SOLE 20,40000
QEP MIDSTREAM PARTNERS LPCOM UNIT RP LTD74735R1152279,585SH SOLE 9,58500
QEP RES INCCOM74733V10088328,700SH SOLE 28,70000
QLOGIC CORPCOM7472771011,586173,121SH SOLE 154,22100
QLT INCCOM7469271022,599575,080SH SOLE 575,08000
QUAKER CHEM CORPCOM7473161071,09315,241SH SOLE 7,64100
QUALCOMM INCCOM74752510359,657797,875SH SOLE 747,87500
QUALITY DISTR INC FLACOM74756M10283965,686SH SOLE 37,78600
QUALYS INCCOM74758T3031,30349,003SH SOLE 36,20300
QUANEX BUILDING PRODUCTS CORCOM74761910433518,522SH SOLE 18,52200
QUANTA SVCS INCCOM74762E1026,580181,308SH SOLE 181,30800
QUANTUM CORPNOTE 4.500%11/1747906AJ41,7781,750,000PRN SOLE 000
QUARTET MERGER CORPRIGHT 99/99/99997477172059181,080,000SH SOLE 1,080,00000
QUESTAR CORPCOM7483561022,558114,768SH SOLE 114,76800
QUICKLOGIC CORPCOM74837P10829698,900SH SOLE 59,50000
QUICKSILVER RESOURCES INCCOM74837R1046311,046,400SH SOLE 422,40000
QUINTILES TRANSNATIO HLDGS ICOM74876Y1012795,000SH SOLE 5,00000
RACKSPACE HOSTING INCCOM75008610010,307316,657SH SOLE 316,65700
RADIAN GROUP INCCOM75023610114810,372SH SOLE 10,37200
RADIAN GROUP INCNOTE 3.000%11/1750236AK782,19259,425,000PRN SOLE 000
RADIAN GROUP INCNOTE 2.250% 3/0750236AN152,82236,858,000PRN SOLE 000
RADIO ONE INCCL D NON VTG75040P40510633,400SH SOLE 20,90000
RADIOSHACK CORPCOM7504381032828,013SH SOLE 28,01300
RADNET INCCOM7504911022,841429,100SH SOLE 247,00000
RAIT FINANCIAL TRUSTCOM NEW74922760918224,530SH SOLE 24,53000
RALPH LAUREN CORPCL A7512121016,48039,336SH SOLE 39,33600
RAMBUS INC DELCOM7509171061,294103,705SH SOLE 73,40500
RAMBUS INC DELNOTE 1.125% 8/1750917AE610,0098,175,000PRN SOLE 000
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT7514522027,066434,824SH SOLE 218,95200
RAMCO-GERSHENSON PPTYS TRPERP PFD-D CV7514526085,64393,250SH SOLE 93,25000
RANGE RES CORPCOM75281A1091,55022,861SH SOLE 22,86100
RAPTOR PHARMACEUTICAL CORPCOM75382F10613013,591SH SOLE 13,59100
RAVEN INDS INCCOM7542121082379,700SH SOLE 6,80000
RAYMOND JAMES FINANCIAL INCCOM7547301091,70931,900SH SOLE 31,90000
RAYONIER ADVANCED MATLS INCCOM75508B1048,270251,299SH SOLE 251,29900
RAYONIER INCCOM7549071039,666310,393SH SOLE 310,39300
RAYTHEON COCOM NEW755111507156,8071,543,069SH SOLE 1,522,96900
RBC BEARINGS INCCOM75524B1043726,566SH SOLE 6,56600
RCS CAP CORPCOM CL A74937W1022,349104,300SH SOLE 57,10000
REAL GOODS SOLAR INCCL A75601N1049354,206SH SOLE 47,90600
REALNETWORKS INCCOM NEW75605L7088932,490SH SOLE 32,49000
REALOGY HLDGS CORPCOM75605Y10648413,000SH SOLE 13,00000
REALTY INCOME CORPCOM7561091043,17677,874SH SOLE 77,87400
RECEPTOS INCCOM7562071062,07433,400SH SOLE 23,10000
RED HAT INCCOM75657710216,152287,664SH SOLE 257,66400
RED ROBIN GOURMET BURGERS INCOM75689M1011,25622,071SH SOLE 18,97100
REDWOOD TR INCCOM7580754021,02361,724SH SOLE 37,52400
REGAL BELOIT CORPCOM7587501036,16595,954SH SOLE 95,95400
REGAL ENTMT GROUPCL A7587661092,618131,700SH SOLE 131,70000
REGENCY CTRS CORPCOM7588491031,22722,800SH SOLE 22,80000
REGENCY ENERGY PARTNERS L PCOM UNITS L P75885Y10762719,234SH SOLE 19,23400
REGENERON PHARMACEUTICALSCOM75886F1072,1415,939SH SOLE 5,93900
REGIONS FINL CORP NEWCOM7591EP1008,533849,871SH SOLE 849,87100
REINSURANCE GROUP AMER INCCOM NEW75935160438,551481,107SH SOLE 481,10700
RELIANCE STEEL & ALUMINUM COCOM75950910251,117747,327SH SOLE 747,32700
RENEWABLE ENERGY GROUP INCCOM NEW75972A3011,776174,929SH SOLE 68,22900
RENEWABLE ENERGY GROUP INCMTNF 2.750% 6/175972AAA15,7685,600,000PRN SOLE 000
RENT A CTR INC NEWCOM76009N1001,12036,889SH SOLE 36,88900
RENTECH INCCOM760112102193112,830SH SOLE 72,03000
RENTRAK CORPCOM76017410285314,000SH SOLE 9,10000
REPLIGEN CORPCOM7599161095,717287,125SH SOLE 93,63200
REPROS THERAPEUTICS INCCOM NEW76028H20915615,759SH SOLE 15,75900
REPUBLIC SVCS INCCOM7607591007,760198,860SH SOLE 198,86000
RESEARCH FRONTIERS INCCOM7609111078715,100SH SOLE 8,00000
RESMED INCCOM76115210711,080224,888SH SOLE 224,88800
RESOURCE CAP CORPCOM76120W30220040,977SH SOLE 40,97700
RESOURCE CAP CORPNOTE 6.000%12/076120WAA21,8591,875,000PRN SOLE 000
RESTORATION HARDWARE HLDGS ICOM7612831003103,900SH SOLE 2,70000
RETAIL OPPORTUNITY INVTS CORCOM76131N10118512,600SH SOLE 8,10000
RETAIL PPTYS AMER INCCL A76131V2022,449167,400SH SOLE 167,40000
RETROPHIN INCCOM76129910634738,500SH SOLE 30,20000
REVLON INCCL A NEW76152560997430,743SH SOLE 20,94300
REVOLUTION LIGHTING TECHNOLOCOM76155G107216128,644SH SOLE 96,54400
REX AMERICAN RESOURCES CORPCOM76162410512,280168,501SH SOLE 81,60100
REXAHN PHARMACEUTICALS INCCOM761640101173213,900SH SOLE 152,90000
REXNORD CORP NEWCOM76169B1021,15240,500SH SOLE 21,80000
REYNOLDS AMERICAN INCCOM76171310622,412379,868SH SOLE 379,86800
RF INDS LTDCOM PAR $0.0174955210510721,613SH SOLE 14,51300
RF MICRODEVICES INCCOM74994110034,3932,980,322SH SOLE 2,668,12200
RIGEL PHARMACEUTICALS INCCOM NEW766559603565291,300SH SOLE 68,90000
RIGNET INCCOM7665821001,28831,851SH SOLE 21,75100
RING ENERGY INCCOM76680V10817812,100SH SOLE 9,30000
RITE AID CORPCOM76775410431,2826,463,278SH SOLE 6,463,27800
RITE AID CORPNOTE 8.500% 5/1767754BU72,7891,435,000PRN SOLE 000
RLI CORPCOM7496071073077,100SH SOLE 7,10000
RLJ LODGING TRCOM74965L1018,251289,800SH SOLE 176,10000
RMR REAL ESTATE INCOME FUNDCOM76970B10125013,321SH SOLE 13,32100
ROADRUNNER TRNSN SVCS HLDG ICOM76973Q10536015,800SH SOLE 13,10000
ROBERT HALF INTL INCCOM77032310317,993367,207SH SOLE 367,20700
ROCK CREEK PHARMACEUTICALS ICOM772081105930,400SH SOLE 000
ROCK-TENN COCL A77273920716,288342,338SH SOLE 342,33800
ROCKWELL AUTOMATION INCCOM77390310926,106237,583SH SOLE 237,58300
ROCKWELL MED INCCOM77437410259965,524SH SOLE 42,02400
ROCKWOOD HLDGS INCCOM774415103108,4551,418,643SH SOLE 1,418,64300
ROGERS COMMUNICATIONS INCCL B7751092001,10029,400SH SOLE 29,40000
ROGERS CORPCOM7751331012,01136,720SH SOLE 25,52000
ROI ACQUISITION CORP IICOM74966G10110,3421,050,000SH SOLE 1,050,00000
ROI ACQUISITION CORP II*W EXP 09/17/20174966G1193051,050,000SH SOLE 1,050,00000
ROPER INDS INC NEWCOM7766961061,62411,100SH SOLE 11,10000
ROSE ROCK MIDSTREAM L PCOM U REP LTD7771491052484,199SH SOLE 4,19900
ROSETTA RESOURCES INCCOM7777793071,07624,140SH SOLE 24,14000
ROSS STORES INCCOM77829610322,461297,188SH SOLE 297,18800
ROUSE PPTYS INCCOM77928710131519,500SH SOLE 19,50000
ROVI CORPCOM77937610212,079611,759SH SOLE 611,75900
ROYAL BK CDA MONTREAL QUECOM7800871022,38633,400SH SOLE 33,40000
ROYAL DUTCH SHELL PLCSPONS ADR A78025920641,804549,107SH SOLE 549,10700
ROYAL GOLD INCCOM7802871083,02046,500SH SOLE 46,50000
RPC INCCOM7496601064,385199,686SH SOLE 199,68600
RPM INTL INCCOM7496851037,680167,756SH SOLE 167,75600
RPX CORPCOM74972G10371051,676SH SOLE 23,97600
RTI INTL METALS INCCOM74973W1071,06042,967SH SOLE 39,86700
RTI SURGICAL INCCOM74975N10517837,146SH SOLE 22,54600
RUSH ENTERPRISES INCCL A78184620969420,746SH SOLE 16,04600
RUTHS HOSPITALITY GROUP INCCOM7833321093,791343,372SH SOLE 88,76300
RYDER SYS INCCOM78354910836,198402,336SH SOLE 402,33600
RYLAND GROUP INCNOTE 1.625% 5/1783764AQ63,8473,110,000PRN SOLE 000
RYMAN HOSPITALITY PPTYS INCCOM78377T1072,86260,505SH SOLE 43,50500
SABRA HEALTH CARE REIT INCCOM78573L1067,686316,050SH SOLE 164,68900
SAEXPLORATION HLDGS INCCOM78636X10521125,400SH SOLE 25,40000
SAFETY INS GROUP INCCOM78648T1004458,260SH SOLE 6,86000
SAFEWAY INCCOM NEW78651420859,8601,745,196SH SOLE 1,745,19600
SAIA INCCOM78709Y1054,17384,193SH SOLE 32,74300
SALESFORCE COM INCCOM79466L3023,05653,115SH SOLE 53,11500
SALIX PHARMACEUTICALS INCCOM7954351065,90437,786SH SOLE 37,78600
SALIX PHARMACEUTICALS INCNOTE 1.500% 3/1795435AE614,5436,000,000PRN SOLE 000
SALLY BEAUTY HLDGS INCCOM79546E10463423,147SH SOLE 23,14700
SANCHEZ ENERGY CORPCOM79970Y1051,36852,100SH SOLE 35,10000
SANDERSON FARMS INCCOM8000131045,71364,961SH SOLE 31,56100
SANDISK CORPCOM80004C1019,930101,381SH SOLE 101,38100
SANDISK CORPNOTE 1.500% 8/180004CAD3171,66389,031,000PRN SOLE 000
SANDRIDGE ENERGY INCCOM80007P3071,048244,373SH SOLE 244,37300
SANGAMO BIOSCIENCES INCCOM80067710660155,742SH SOLE 33,24200
SANMINA CORPORATIONCOM80105610211,179535,909SH SOLE 412,10900
SAPIENT CORPCOM8030621083,238231,305SH SOLE 118,90500
SASOL LTDSPONSORED ADR8038663007,176131,699SH SOLE 131,69900
SBA COMMUNICATIONS CORPCOM78388J1062,56223,100SH SOLE 23,10000
SCANA CORP NEWCOM80589M1023,44969,529SH SOLE 69,52900
SCANSOURCE INCCOM8060371072,16662,606SH SOLE 37,50600
SCHEIN HENRY INCCOM8064071027,34263,038SH SOLE 63,03800
SCHLUMBERGER LTDCOM80685710892,169906,369SH SOLE 806,86900
SCHOLASTIC CORPCOM80706610560918,848SH SOLE 18,84800
SCHULMAN A INCCOM8081941049,817271,489SH SOLE 145,41400
SCHWAB CHARLES CORP NEWCOM8085131053,487118,632SH SOLE 118,63200
SCHWEITZER-MAUDUIT INTL INCCOM8085411061,02524,804SH SOLE 14,30400
SCICLONE PHARMACEUTICALS INCCOM80862K1049613,900SH SOLE 10,70000
SCIENCE APPLICATNS INTL CP NCOM80862510715,927360,101SH SOLE 358,20100
SCOTTS MIRACLE GRO COCL A8101861061,89234,400SH SOLE 34,40000
SCRIPPS E W CO OHIOCL A NEW81105440264739,679SH SOLE 25,47900
SCRIPPS NETWORKS INTERACT INCL A COM8110651016,44082,466SH SOLE 82,46600
SEACHANGE INTL INCCOM81169910711312,133SH SOLE 12,13300
SEACOR HOLDINGS INCCOM81190410194512,632SH SOLE 12,63200
SEALED AIR CORP NEWCOM81211K1002065,898SH SOLE 5,89800
SEARS HLDGS CORPCOM81235010613,491534,713SH SOLE 534,71300
SEATTLE GENETICS INCCOM81257810262416,777SH SOLE 16,77700
SEAWORLD ENTMT INCCOM81282V1002,419125,800SH SOLE 125,80000
SEI INVESTMENTS COCOM78411710325,630708,805SH SOLE 708,80500
SELECT INCOME REITCOM SH BEN INT81618T1002,37698,800SH SOLE 55,50000
SELECT MED HLDGS CORPCOM81619Q1054,727392,900SH SOLE 221,00000
SEMGROUP CORPCL A81663A1053334,000SH SOLE 2,50000
SEMPRA ENERGYCOM81685110918,683177,296SH SOLE 177,29600
SEMTECH CORPCOM81685010173226,958SH SOLE 26,95800
SENIOR HSG PPTYS TRSH BEN INT81721M1092,334111,579SH SOLE 111,57900
SENOMYX INCCOM81724Q1071,237150,900SH SOLE 74,40000
SENSIENT TECHNOLOGIES CORPCOM81725T1004,91693,900SH SOLE 47,70000
SEQUENOM INCNOTE 5.000%10/0817337AB49,0909,450,000PRN SOLE 000
SEQUENTIAL BRANDS GROUP INCCOM NEW81734020116313,000SH SOLE 8,90000
SERVICE CORP INTLCOM8175651041,69680,235SH SOLE 80,23500
SERVICENOW INCCOM81762P1023,10952,895SH SOLE 52,89500
SEVENTY SEVEN ENERGY INCCOM81809710724,1511,017,318SH SOLE 1,017,31800
SHENANDOAH TELECOMMUNICATIONCOM82312B10625310,204SH SOLE 6,80400
SHERWIN WILLIAMS COCOM8243481068,89940,636SH SOLE 40,63600
SHILOH INDS INCCOM82454310239423,186SH SOLE 15,68600
SHIRE PLCSPONSORED ADR82481R106211,415816,116SH SOLE 816,11600
SHORETEL INCCOM8252111051,914287,800SH SOLE 163,60000
SHUTTERSTOCK INCCOM8256901002,93741,141SH SOLE 32,74100
SIGMA ALDRICH CORPCOM82655210142,569312,983SH SOLE 312,98300
SIGNATURE BK NEW YORK N YCOM82669G10410,79196,300SH SOLE 96,30000
SILGAN HOLDINGS INCCOM82704810961113,000SH SOLE 13,00000
SILICON IMAGE INCCOM82705T1022,805556,547SH SOLE 186,24700
SILICON LABORATORIES INCCOM8269191021,30032,000SH SOLE 32,00000
SILVER EAGLE ACQUISITION CORCOM82769410022,0172,215,000SH SOLE 2,215,00000
SILVER EAGLE ACQUISITION COR*W EXP 07/26/2028276941181,0692,375,000SH SOLE 2,375,00000
SILVER WHEATON CORPCOM8283361072,009100,800SH SOLE 100,80000
SIMON PPTY GROUP INC NEWCOM82880610985,580520,499SH SOLE 492,69900
SIMPLICITY BANCORPCOM82886710187051,788SH SOLE 51,78800
SINCLAIR BROADCAST GROUP INCCL A8292261091,46356,086SH SOLE 56,08600
SIRIUS XM HLDGS INCCOM82968B1031,067305,588SH SOLE 305,58800
SIX FLAGS ENTMT CORP NEWCOM83001A1022,54173,900SH SOLE 73,90000
SIZMEK INCCOM83013P10519425,000SH SOLE 16,70000
SK TELECOM LTDSPONSORED ADR78440P10812,747420,128SH SOLE 420,12800
SKECHERS U S A INCCL A8305661058,004150,134SH SOLE 72,23400
SKULLCANDY INCCOM83083J1041,447185,800SH SOLE 71,30000
SKYWEST INCCOM83087910230038,544SH SOLE 38,54400
SKYWORKS SOLUTIONS INCCOM83088M102108,8261,874,692SH SOLE 1,874,69200
SL GREEN RLTY CORPCOM78440X1016,28862,064SH SOLE 54,46400
SLM CORPCOM78442P10617,5772,053,408SH SOLE 2,053,40800
SM ENERGY COCOM78454L10028,150360,900SH SOLE 360,90000
SMITH & WESSON HLDG CORPCOM83175610161064,665SH SOLE 51,66500
SMITH A OCOM83186520924,220512,261SH SOLE 512,26100
SMUCKER J M COCOM NEW83269640527,993282,788SH SOLE 282,78800
SNAP ON INCCOM83303410118,278150,962SH SOLE 150,96200
SOCIEDAD QUIMICA MINERA DE CSPON ADR SER B8336351052,794106,878SH SOLE 106,87800
SOLARCITY CORPCOM83416T10012,584211,139SH SOLE 211,13900
SOLARWINDS INCCOM83416B10954312,920SH SOLE 12,92000
SOLERA HOLDINGS INCCOM83421A1043446,100SH SOLE 6,10000
SONIC CORPCOM8354511052,308103,231SH SOLE 49,93100
SONOCO PRODS COCOM8354951021,83946,800SH SOLE 46,80000
SONUS NETWORKS INCCOM8359161071,849540,501SH SOLE 202,10100
SORRENTO THERAPEUTICS INCCOM NEW83587F2027115,800SH SOLE 10,70000
SOURCE CAP INCCOM8361441054627,105SH SOLE 7,10500
SOUTH ST CORPCOM8404411092805,000SH SOLE 3,40000
SOUTHERN COCOM84258710721,127484,015SH SOLE 484,01500
SOUTHERN COPPER CORPCOM84265V10516,640561,222SH SOLE 537,11200
SOUTHSIDE BANCSHARES INCCOM84470P10946313,923SH SOLE 9,87200
SOUTHWEST AIRLS COCOM844741108109,7603,250,211SH SOLE 3,194,41100
SOUTHWEST GAS CORPCOM84489510286017,700SH SOLE 8,10000
SOUTHWESTERN ENERGY COCOM84546710932,048916,966SH SOLE 792,26600
SOVRAN SELF STORAGE INCCOM84610H10811,935160,506SH SOLE 89,41400
SPANSION INCCOM CL A NEW84649R2003,881170,300SH SOLE 91,00000
SPARTANNASH COCOM8472151001,09256,161SH SOLE 44,16100
SPARTON CORPCOM84723510843517,666SH SOLE 12,06600
SPECTRA ENERGY CORPCOM8475601098,742222,659SH SOLE 222,65900
SPECTRA ENERGY PARTNERS LPCOM84756N1094508,497SH SOLE 8,49700
SPECTRANETICS CORPCOM84760C10771927,056SH SOLE 18,15600
SPECTRUM BRANDS HLDGS INCCOM84763R1017608,400SH SOLE 8,40000
SPEED COMM INCCOM84764T10610939,700SH SOLE 25,50000
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A84857410913,496354,606SH SOLE 354,60600
SPIRIT AIRLS INCCOM8485771024,91171,032SH SOLE 68,83200
SPIRIT RLTY CAP INC NEWCOM84860W1021,651150,462SH SOLE 150,46200
SPIRIT RLTY CAP INC NEWNOTE 2.875% 5/184860WAA07,1317,375,000PRN SOLE 000
SPLUNK INCCOM8486371043,83569,268SH SOLE 69,26800
SPRINT CORPCOM SER 185207U10520532,300SH SOLE 32,30000
SPS COMM INCCOM78463M1072434,577SH SOLE 3,17700
SPX CORPCOM78463510436,814391,930SH SOLE 341,53000
SS&C TECHNOLOGIES HLDGS INCCOM78467J10049911,361SH SOLE 4,66100
ST JUDE MED INCCOM79084910310,355172,208SH SOLE 172,20800
STAAR SURGICAL COCOM PAR $0.0185231230555151,849SH SOLE 35,64900
STAG INDL INCCOM85254J1024,043195,199SH SOLE 96,39900
STAGE STORES INCCOM NEW85254C30535520,721SH SOLE 20,72100
STAMPS COM INCCOM NEW8528572004,193132,006SH SOLE 56,75100
STANCORP FINL GROUP INCCOM8528911001,94630,805SH SOLE 29,60500
STANDARD MTR PRODS INCCOM8536661052,48472,152SH SOLE 29,65200
STANDARD PAC CORP NEWCOM85375C1011,218162,596SH SOLE 162,59600
STANDARD PAC CORP NEWNOTE 1.250% 8/085375CBC420,87218,450,000PRN SOLE 000
STANDEX INTL CORPCOM8542311077,657103,273SH SOLE 51,17300
STARBUCKS CORPCOM85524410949,997662,568SH SOLE 643,16800
STARWOOD PPTY TR INCCOM85571B10518,362836,151SH SOLE 836,15100
STARWOOD PPTY TR INCNOTE 4.550% 3/085571BAA34,7604,425,000PRN SOLE 000
STARWOOD PPTY TR INCNOTE 4.000% 1/185571BAB124,79422,825,000PRN SOLE 000
STARWOOD WAYPOINT RESIDENTLCOM SHS85571W1099,363359,993SH SOLE 359,99300
STATE STR CORPCOM8574771037,884107,105SH SOLE 107,10500
STEEL DYNAMICS INCCOM85811910042,5591,882,299SH SOLE 1,882,29900
STEELCASE INCCL A8581552031,746107,817SH SOLE 92,11700
STEIN MART INCCOM85837510829225,289SH SOLE 17,98900
STEMLINE THERAPEUTICS INCCOM85858C10713010,400SH SOLE 8,50000
STEPAN COCOM8585861003648,200SH SOLE 6,30000
STEREOTAXIS INCCOM NEW85916J40913256,700SH SOLE 36,40000
STERICYCLE INCCOM8589121086,61056,706SH SOLE 56,70600
STERIS CORPCOM85915210014,146262,162SH SOLE 228,96200
STERLITE INDS INDIA LTDNOTE 4.000%10/3859737AB414,25714,275,000PRN SOLE 000
STEWART INFORMATION SVCS CORCOM86037210136012,266SH SOLE 8,26600
STEWART INFORMATION SVCS CORNOTE 6.000%10/1860372AB735,34114,975,000PRN SOLE 000
STIFEL FINL CORPCOM8606301022455,217SH SOLE 5,21700
STILLWATER MNG COCOM86074Q1021,928128,300SH SOLE 73,10000
STILLWATER MNG CONOTE 1.750%10/186074QAL615,94412,450,000PRN SOLE 000
STONE ENERGY CORPCOM8616421068,537272,210SH SOLE 146,24600
STONERIDGE INCCOM86183P1022,976264,100SH SOLE 99,29900
STRATEGIC HOTELS & RESORTS ICOM86272T10611,7171,005,723SH SOLE 651,12300
STRATTEC SEC CORPCOM8631111003744,600SH SOLE 3,30000
STRAYER ED INCCOM8632361053085,146SH SOLE 3,74600
STRYKER CORPCOM86366710113,748170,248SH SOLE 170,24800
STURM RUGER & CO INCCOM8641591081,22125,078SH SOLE 22,07800
SUCAMPO PHARMACEUTICALS INCCL A8649091068513,000SH SOLE 7,20000
SUMMIT HOTEL PPTYSCOM86608210074368,900SH SOLE 47,00000
SUMMIT MIDSTREAM PARTNERS LPCOM UNIT LTD8661421022545,000SH SOLE 5,00000
SUN CMNTYS INCCOM8666741045,166102,300SH SOLE 85,60000
SUN HYDRAULICS CORPCOM86694210541711,100SH SOLE 6,70000
SUNCOKE ENERGY INCCOM86722A1031,47365,634SH SOLE 50,13400
SUNCOR ENERGY INC NEWCOM8672241073,24689,796SH SOLE 89,79600
SUNEDISON INCCOM86732Y1093,051161,581SH SOLE 159,98100
SUNESIS PHARMACEUTICALS INCCOM NEW86732860119126,776SH SOLE 19,17600
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L10884317,472SH SOLE 17,47200
SUNPOWER CORPCOM8676524062,60476,862SH SOLE 76,86200
SUNPOWER CORPDBCV 4.500% 3/1867652AE923,59915,500,000PRN SOLE 000
SUNSHINE HEART INCCOM86782U1065910,400SH SOLE 5,90000
SUNSTONE HOTEL INVS INC NEWCOM8678921013,890281,450SH SOLE 183,95000
SUNTRUST BKS INCCOM86791410312,606331,473SH SOLE 331,47300
SUPER MICRO COMPUTER INCCOM86800U1046,097207,227SH SOLE 83,32700
SUPERIOR ENERGY SVCS INCCOM86815710847,7661,453,188SH SOLE 1,306,98800
SUPERNUS PHARMACEUTICALS INCCOM86845910866676,600SH SOLE 26,20000
SUPERVALU INCCOM8685361034,151464,307SH SOLE 292,00700
SUPPORT COM INCCOM86858W1013114,300SH SOLE 14,30000
SUSQUEHANNA BANCSHARES INC PCOM86909910144444,368SH SOLE 24,26800
SVB FINL GROUPCOM78486Q1015,56649,654SH SOLE 49,65400
SWIFT ENERGY COCOM87073810137029,018SH SOLE 29,01800
SWIFT TRANSN COCL A87074U1011,06250,632SH SOLE 50,63200
SWS GROUP INCCOM78503N10719913,118SH SOLE 13,11800
SYKES ENTERPRISES INCCOM8712371033,473173,840SH SOLE 92,94000
SYMANTEC CORPCOM87150310855,7612,371,794SH SOLE 2,359,79400
SYMETRA FINL CORPCOM87151Q1064,711201,913SH SOLE 108,11300
SYMMETRY MED INCCOM8715462062,119210,000SH SOLE 210,00000
SYNAGEVA BIOPHARMA CORPCOM87159A1031,01814,800SH SOLE 9,90000
SYNAPTICS INCCOM87157D1093,04741,622SH SOLE 15,32200
SYNCHRONY FINLCOM87165B10317,906729,352SH SOLE 729,35200
SYNERGY RES CORPCOM87164P10393776,862SH SOLE 51,36200
SYNNEX CORPCOM87162W1003,60955,845SH SOLE 34,34500
SYNOPSYS INCCOM87160710718,726471,750SH SOLE 471,75000
SYNTEL INCCOM87162H1031,03811,800SH SOLE 8,00000
SYSCO CORPCOM87182910720,345536,111SH SOLE 536,11100
TABLEAU SOFTWARE INCCL A87336U1054506,200SH SOLE 6,20000
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR874039100100,1094,960,782SH SOLE 4,728,18200
TAKE-TWO INTERACTIVE SOFTWARCOM8740541098,340361,507SH SOLE 199,30700
TAKE-TWO INTERACTIVE SOFTWARNOTE 1.750%12/0874054AC315,20511,400,000PRN SOLE 000
TALISMAN ENERGY INCCOM87425E10375987,800SH SOLE 87,80000
TALLGRASS ENERGY PARTNERS LPCOM UNIT8746971052295,052SH SOLE 5,05200
TANGER FACTORY OUTLET CTRS ICOM8754651062,63180,408SH SOLE 80,40800
TARGA RES CORPCOM87612G1014,27531,398SH SOLE 31,39800
TARGA RESOURCES PARTNERS LPCOM UNIT87611X1055687,849SH SOLE 7,84900
TARGET CORPCOM87612E1062,32437,080SH SOLE 37,08000
TASER INTL INCCOM87651B1042,781180,103SH SOLE 71,10300
TATA MTRS LTDSPONSORED ADR876568502105,5562,414,913SH SOLE 2,345,21300
TAUBMAN CTRS INCCOM8766641032,11228,930SH SOLE 28,93000
TC PIPELINES LPUT COM LTD PRT87233Q1084326,375SH SOLE 6,37500
TCF FINL CORPCOM87227510223915,386SH SOLE 15,38600
TEAM INCCOM8781551002205,799SH SOLE 4,49900
TECH DATA CORPCOM87823710629,825506,712SH SOLE 501,91200
TECHNE CORPCOM8783771001,01010,800SH SOLE 10,80000
TECHTARGET INCCOM87874R10011313,100SH SOLE 10,50000
TECK RESOURCES LTDCL B87874220465234,500SH SOLE 34,50000
TELEDYNE TECHNOLOGIES INCCOM8793601051,31313,965SH SOLE 13,96500
TELEFLEX INCCOM8793691065,64053,690SH SOLE 53,69000
TELEFONICA BRASIL SASPONSORED ADR87936R1062,565130,335SH SOLE 130,33500
TELENAV INCCOM87945510310115,100SH SOLE 9,30000
TELEPHONE & DATA SYS INCCOM NEW8794338299,519397,285SH SOLE 397,28500
TELETECH HOLDINGS INCCOM8799391062,953120,157SH SOLE 56,23000
TEMPLETON GLOBAL INCOME FDCOM880198106954120,014SH SOLE 120,01400
TENARIS S ASPONSORED ADR88031M1091,10224,200SH SOLE 24,20000
TENET HEALTHCARE CORPCOM NEW88033G40790915,305SH SOLE 15,30500
TENNANT COCOM88034510384512,597SH SOLE 10,09700
TENNECO INCCOM8803491054,46185,277SH SOLE 46,77700
TERADATA CORP DELCOM88076W1032,36356,376SH SOLE 56,37600
TERADYNE INCCOM8807701024,001206,342SH SOLE 206,34200
TEREX CORP NEWCOM8807791032,35474,090SH SOLE 74,09000
TEREX CORP NEWNOTE 4.000% 6/0880779AV523,94312,085,000PRN SOLE 000
TERRAPIN 3 ACQUISITION CORPCOM CL A88104P10416,0651,700,000SH SOLE 1,700,00000
TERRAPIN 3 ACQUISITION CORP*W EXP 06/27/20188104P1125441,700,000SH SOLE 1,700,00000
TESARO INCCOM8815691075,557206,445SH SOLE 191,24500
TESCO CORPCOM88157K10110,886548,402SH SOLE 291,90200
TESLA MTRS INCCOM88160R1014,80719,806SH SOLE 19,80600
TESLA MTRS INCNOTE 1.500% 6/088160RAA965,30732,300,000PRN SOLE 000
TESORO CORPCOM8816091016,110100,200SH SOLE 100,20000
TESSCO TECHNOLOGIES INCCOM8723861072067,097SH SOLE 4,09700
TESSERA TECHNOLOGIES INCCOM88164L10061723,200SH SOLE 15,60000
TETRA TECH INC NEWCOM88162G10389935,972SH SOLE 22,77200
TETRA TECHNOLOGIES INC DELCOM88162F10531629,200SH SOLE 23,90000
TETRAPHASE PHARMACEUTICALS ICOM88165N10529114,600SH SOLE 10,30000
TEVA PHARMACEUTICAL INDS LTDADR88162420911,122206,919SH SOLE 206,91900
TEXAS INSTRS INCCOM88250810422,281467,210SH SOLE 450,51000
TEXAS ROADHOUSE INCCOM88268110947016,900SH SOLE 10,20000
TEXTRON INCCOM8832031011,98355,100SH SOLE 55,10000
TF FINL CORPCOM8723911073,33580,429SH SOLE 80,42900
TG THERAPEUTICS INCCOM88322Q10830828,900SH SOLE 23,00000
THERAPEUTICSMD INCCOM88338N107767165,200SH SOLE 111,20000
THERAVANCE INCCOM88338T10410,060588,621SH SOLE 588,62100
THERMO FISHER SCIENTIFIC INCCOM88355610220,632169,534SH SOLE 169,53400
THERMON GROUP HLDGS INCCOM88362T10327111,117SH SOLE 7,71700
THOMSON REUTERS CORPCOM8849031051,02728,200SH SOLE 28,20000
THOR INDS INCCOM8851601014,17381,024SH SOLE 81,02400
THORATEC CORPCOM NEW8851753078,088302,600SH SOLE 302,60000
THRESHOLD PHARMACEUTICAL INCCOM NEW88580720613537,295SH SOLE 37,29500
TIBCO SOFTWARE INCCOM88632Q10356,3142,383,136SH SOLE 2,383,13600
TICC CAPITAL CORPCOM87244T10933337,711SH SOLE 30,71100
TIFFANY & CO NEWCOM8865471081,60816,700SH SOLE 16,70000
TIM HORTONS INCCOM88706M1037339,300SH SOLE 9,30000
TIM PARTICIPACOES S ASPONSORED ADR88706P20550,1871,915,535SH SOLE 1,837,99000
TIME INC NEWCOM88722810427,6611,180,580SH SOLE 1,082,58000
TIME WARNER CABLE INCCOM88732J207228,4821,592,319SH SOLE 1,571,21900
TIME WARNER INCCOM NEW887317303166,1952,209,752SH SOLE 2,017,95200
TIMKEN COCOM88738910445,1961,066,193SH SOLE 1,066,19300
TIMKENSTEEL CORPCOM88739910312,408266,886SH SOLE 266,88600
TIVO INCCOM88870610853641,888SH SOLE 22,88800
TJX COS INC NEWCOM87254010928,038473,850SH SOLE 473,85000
T-MOBILE US INCCOM87259010461221,200SH SOLE 21,20000
TONIX PHARMACEUTICALS HLDG CCOM NEW8902602019013,100SH SOLE 7,50000
TORCHMARK CORPCOM8910271045,337101,918SH SOLE 101,91800
TORO COCOM8910921082,50142,228SH SOLE 42,22800
TORONTO DOMINION BK ONTCOM NEW8911605092,66754,000SH SOLE 54,00000
TOTAL SYS SVCS INCCOM8919061099,737314,493SH SOLE 314,49300
TOWER INTL INCCOM8918261091,97478,379SH SOLE 45,27900
TOWERS WATSON & COCL A89189410756,553568,374SH SOLE 568,37400
TRACTOR SUPPLY COCOM8923561064,19468,182SH SOLE 68,18200
TRANSAMERICA INCOME SHS INCCOM89350610590044,156SH SOLE 44,15600
TRANSCANADA CORPCOM89353D10783016,100SH SOLE 16,10000
TRANSDIGM GROUP INCCOM8936411001,8069,800SH SOLE 9,80000
TRANSMONTAIGNE PARTNERS L PCOM UNIT L P89376V1003097,482SH SOLE 7,48200
TRAVELERS COMPANIES INCCOM89417E109115,4281,228,744SH SOLE 1,136,64400
TREDEGAR CORPCOM89465010060032,588SH SOLE 30,48800
TREE COM INCCOM89467510749013,652SH SOLE 7,95200
TREEHOUSE FOODS INCCOM89469A1041,00612,497SH SOLE 12,49700
TREX CO INCCOM89531P10583324,105SH SOLE 14,10500
TRIANGLE CAP CORPCOM89584810929211,524SH SOLE 10,42400
TRIANGLE PETE CORPCOM NEW89600B2011,988180,600SH SOLE 81,73000
TRIBUNE PUBG COCOM8960821043,064151,857SH SOLE 151,85700
TRIMBLE NAVIGATION LTDCOM8962391002,79191,500SH SOLE 91,50000
TRINITY INDS INCCOM89652210936,221775,286SH SOLE 775,28600
TRIPADVISOR INCCOM89694520140,408442,002SH SOLE 388,60200
TRIPLE-S MGMT CORPCL B89674910872436,400SH SOLE 16,40000
TRIQUINT SEMICONDUCTOR INCCOM89674K10389,6124,699,128SH SOLE 4,678,62800
TRUEBLUE INCCOM89785X1014,670184,887SH SOLE 97,89600
TRUSTMARK CORPCOM89840210237716,353SH SOLE 16,35300
TRW AUTOMOTIVE HLDGS CORPCOM87264S106132,3001,306,664SH SOLE 1,306,66400
TUESDAY MORNING CORPCOM NEW8990355051,10857,122SH SOLE 36,82200
TUMI HLDGS INCCOM89969Q10491645,000SH SOLE 45,00000
TUPPERWARE BRANDS CORPCOM89989610414,093204,131SH SOLE 204,13100
TURQUOISE HILL RES LTDCOM90043510829779,300SH SOLE 79,30000
TUTOR PERINI CORPCOM9011091085,508208,646SH SOLE 110,74600
TW TELECOM INCCOM87311L10457,8801,391,019SH SOLE 1,391,01900
TWENTY FIRST CENTY FOX INCCL A90130A1014,718137,584SH SOLE 137,58400
TWENTY FIRST CENTY FOX INCCL B90130A20044,7281,342,769SH SOLE 1,342,76900
TWITTER INCCOM90184L1023877,500SH SOLE 7,50000
TYLER TECHNOLOGIES INCCOM9022521051,29414,637SH SOLE 8,33700
TYSON FOODS INCCL A902494103211,8435,380,835SH SOLE 5,014,63500
TYSON FOODS INCUNIT 99/99/999990249430128,235555,800SH SOLE 555,80000
U S CONCRETE INCCOM NEW90333L20165625,084SH SOLE 16,58400
U S ENERGY CORP WYOCOM9118051097724,200SH SOLE 16,90000
U S G CORPCOM NEW9032934051,10840,309SH SOLE 40,30900
U S SILICA HLDGS INCCOM90346E1036,526104,407SH SOLE 41,10700
UBIQUITI NETWORKS INCCOM90347A1002,46965,793SH SOLE 61,39300
UDR INCCOM9026531042,970109,000SH SOLE 109,00000
UGI CORP NEWCOM90268110510,884319,264SH SOLE 319,26400
UIL HLDG CORPCOM90274810272020,352SH SOLE 20,35200
ULTA SALON COSMETCS & FRAG ICOM90384S3031,92016,250SH SOLE 16,25000
ULTRA CLEAN HLDGS INCCOM90385V1071,290144,156SH SOLE 82,75600
ULTRA PETROLEUM CORPCOM9039141091,09647,100SH SOLE 47,10000
ULTRAPAR PARTICIPACOES S ASP ADR REP COM90400P10124111,400SH SOLE 11,40000
UMB FINL CORPCOM90278810867512,378SH SOLE 9,07800
UMPQUA HLDGS CORPCOM9042141031,25676,289SH SOLE 17,69200
UNDER ARMOUR INCCL A9043111074,47064,690SH SOLE 64,69000
UNIFI INCCOM NEW90467720043816,914SH SOLE 11,58100
UNIFIRST CORP MASSCOM9047081043,39935,189SH SOLE 25,28900
UNILIFE CORP NEWCOM90478E1037633,300SH SOLE 24,20000
UNION PAC CORPCOM90781810880,612743,513SH SOLE 719,31300
UNISYS CORPCOM NEW9092143063,714158,646SH SOLE 111,24600
UNIT CORPCOM90921810917,853304,391SH SOLE 304,39100
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3035,374326,471SH SOLE 151,77100
UNITED CONTL HLDGS INCCOM9100471094,56597,553SH SOLE 97,55300
UNITED INS HLDGS CORPCOM9107101023,981265,400SH SOLE 135,80000
UNITED NAT FOODS INCCOM9111631031,05117,100SH SOLE 13,70000
UNITED ONLINE INCCOM NEW9112682091,749159,764SH SOLE 147,76400
UNITED PARCEL SERVICE INCCL B91131210627,102275,731SH SOLE 266,53100
UNITED RENTALS INCCOM9113631098,82579,429SH SOLE 79,42900
UNITED STATES STL CORP NEWCOM91290910863,4251,619,229SH SOLE 1,619,22900
UNITED STATES STL CORP NEWNOTE 2.750% 4/0912909AH113,5738,251,000PRN SOLE 000
UNITED STATIONERS INCCOM9130041072867,620SH SOLE 7,62000
UNITED TECHNOLOGIES CORPCOM91301710947,091445,942SH SOLE 428,94200
UNITED THERAPEUTICS CORP DELCOM91307C10270,635549,044SH SOLE 549,04400
UNITEDHEALTH GROUP INCCOM91324P10273,362850,579SH SOLE 787,07900
UNITIL CORPCOM9132591072056,594SH SOLE 4,29400
UNIVERSAL AMERN CORP NEWCOM91338E10123829,617SH SOLE 19,51700
UNIVERSAL CORP VACOM9134561091,18226,630SH SOLE 17,37700
UNIVERSAL DISPLAY CORPCOM91347P1052828,641SH SOLE 8,64100
UNIVERSAL ELECTRS INCCOM9134831031,09922,259SH SOLE 18,85900
UNIVERSAL FST PRODS INCCOM91354310452512,294SH SOLE 10,59400
UNIVERSAL HLTH SVCS INCCL B91390310032,488310,892SH SOLE 310,89200
UNIVERSAL INS HLDGS INCCOM91359V1074,257329,245SH SOLE 201,74500
UNUM GROUPCOM91529Y10693,7242,726,122SH SOLE 2,597,62200
UQM TECHNOLOGIES INCCOM9032131066143,600SH SOLE 34,70000
UR ENERGY INCCOM91688R1085149,600SH SOLE 30,80000
URBAN OUTFITTERS INCCOM9170471021,38737,800SH SOLE 37,80000
URS CORP NEWCOM90323610793,7741,627,743SH SOLE 1,627,74300
US BANCORP DELCOM NEW90297330414,356343,202SH SOLE 315,40200
US ECOLOGY INCCOM91732J10274115,849SH SOLE 10,44900
USANA HEALTH SCIENCES INCCOM90328M1071,28617,454SH SOLE 6,95400
V F CORPCOM9182041088,623130,598SH SOLE 130,59800
VAALCO ENERGY INCCOM NEW91851C20114,1761,667,788SH SOLE 887,04800
VALE S AADR91912E1052,287207,700SH SOLE 207,70000
VALE S AADR REPSTG PFD91912E20427,0112,781,799SH SOLE 2,729,29900
VALEANT PHARMACEUTICALS INTLCOM91911K1024,62235,229SH SOLE 35,22900
VALERO ENERGY CORP NEWCOM91913Y100186,6644,034,244SH SOLE 3,775,94400
VALERO ENERGY PARTNERS LPCOM UNT REP LP91914J1022345,246SH SOLE 5,24600
VALLEY NATL BANCORP*W EXP 11/14/20191979413129116,185SH SOLE 116,18500
VALMONT INDS INCCOM9202531018,08459,911SH SOLE 59,91100
VALSPAR CORPCOM9203551045,42068,612SH SOLE 68,61200
VALUEVISION MEDIA INCCL A92047K10720239,423SH SOLE 28,22300
VANDA PHARMACEUTICALS INCCOM92165910846044,313SH SOLE 26,81300
VANTAGE DRILLING COMPANYNOTE 7.875% 9/0G93205AA35,6065,750,000PRN SOLE 000
VANTIV INCCL A92210H10555017,800SH SOLE 17,80000
VARIAN MED SYS INCCOM92220P1052,59632,400SH SOLE 32,40000
VASCO DATA SEC INTL INCCOM92230Y10488547,100SH SOLE 39,00000
VASCULAR SOLUTIONS INCCOM92231M1092389,627SH SOLE 5,82700
VCA INCCOM9181941016,368161,900SH SOLE 161,90000
VECTOR GROUP LTDCOM92240M1082,418108,999SH SOLE 76,59100
VECTOR GROUP LTDFRNT 11/192240MAS737,77521,222,000PRN SOLE 000
VECTOR GROUP LTDFRNT 1/192240MAY412,0968,325,000PRN SOLE 000
VECTREN CORPCOM92240G1014,876122,200SH SOLE 122,20000
VECTRUS INCCOM92242T10192247,199SH SOLE 47,19900
VENTAS INCCOM92276F10019,327311,982SH SOLE 291,48200
VERIFONE SYS INCCOM92342Y10941612,100SH SOLE 12,10000
VERINT SYS INCCOM92343X1002,72549,000SH SOLE 14,90000
VERISIGN INCCOM92343E1025,523100,200SH SOLE 100,20000
VERISK ANALYTICS INCCL A92345Y1064,81479,057SH SOLE 79,05700
VERIZON COMMUNICATIONS INCCOM92343V104156,7443,135,508SH SOLE 2,845,60200
VERTEX ENERGY INCCOM92534K1071,266181,900SH SOLE 92,60000
VERTEX PHARMACEUTICALS INCCOM92532F10075,223669,776SH SOLE 657,07600
VIACOM INC NEWCL B92553P20188,7561,153,574SH SOLE 1,082,07400
VIASYSTEMS GROUP INCCOM PAR$.0192553H8039,433600,800SH SOLE 600,00000
VIEWPOINT FINL GROUP INC MDCOM92672A10156523,592SH SOLE 14,89200
VIRTUS INVT PARTNERS INCCOM92828Q1097034,049SH SOLE 2,04900
VIRTUSA CORPCOM92827P1021,99856,179SH SOLE 20,67900
VISA INCCOM CL A92826C83910,16947,659SH SOLE 47,65900
VISHAY INTERTECHNOLOGY INCCOM9282981087,253507,537SH SOLE 507,53700
VISTEON CORPCOM NEW92839U20615,963164,148SH SOLE 164,14800
VITESSE SEMICONDUCTOR CORPCOM NEW92849730413337,000SH SOLE 21,50000
VITESSE SEMICONDUCTOR CORPDBCV 8.000%10/3928497AE63,2773,189,000PRN SOLE 000
VMWARE INCCL A COM9285634026,26666,773SH SOLE 66,77300
VONAGE HLDGS CORPCOM92886T2012,563781,464SH SOLE 407,76400
VORNADO RLTY TRSH BEN INT92904210922,001220,098SH SOLE 206,29800
VOYA FINL INCCOM9290891003218,200SH SOLE 8,20000
VOYA RISK MANAGED NAT RES FDCOM92913C10641640,128SH SOLE 40,12800
VULCAN MATLS COCOM9291601094,96182,366SH SOLE 82,36600
W & T OFFSHORE INCCOM92922P1061,878170,765SH SOLE 103,16500
WABASH NATL CORPCOM92956610748636,457SH SOLE 25,55700
WABCO HLDGS INCCOM92927K10248,874537,373SH SOLE 537,37300
WABTEC CORPCOM9297401087,41491,488SH SOLE 91,48800
WADDELL & REED FINL INCCL A93005910021,194410,026SH SOLE 410,02600
WAGEWORKS INCCOM93042710985818,851SH SOLE 12,25100
WALGREEN COCOM93142210978,9471,331,994SH SOLE 1,286,49400
WAL-MART STORES INCCOM93114210350,165656,005SH SOLE 656,00500
WARREN RES INCCOM93564A100928175,103SH SOLE 155,20300
WASHINGTON FED INCCOM9388241092,186107,362SH SOLE 107,36200
WASHINGTON PRIME GROUP INCCOM93964710319,2261,099,859SH SOLE 1,099,85900
WASHINGTON REAL ESTATE INVTSH BEN INT93965310161724,308SH SOLE 24,30800
WASTE CONNECTIONS INCCOM9410531002,58353,244SH SOLE 53,24400
WASTE MGMT INC DELCOM94106L10923,621496,961SH SOLE 459,96100
WATERS CORPCOM9418481031,53615,500SH SOLE 15,50000
WATERSTONE FINL INC MDCOM94188P10124421,100SH SOLE 10,60000
WATTS WATER TECHNOLOGIES INCCL A9427491022504,300SH SOLE 4,30000
WAUSAU PAPER CORPCOM94331510119424,497SH SOLE 24,49700
WD-40 COCOM92923610787012,800SH SOLE 11,10000
WEB COM GROUP INCCOM94733A1041,70485,365SH SOLE 70,46500
WEBMD HEALTH CORPCOM94770V1021,37332,839SH SOLE 23,59400
WEBMD HEALTH CORPNOTE 2.500% 1/394770VAF99,9859,850,000PRN SOLE 000
WEBMD HEALTH CORPNOTE 2.250% 3/394770VAH59,1889,075,000PRN SOLE 000
WEBSTER FINL CORP CONNCOM9478901095,590191,823SH SOLE 77,62300
WEIGHT WATCHERS INTL INC NEWCOM9486261063,487127,068SH SOLE 127,06800
WEINGARTEN RLTY INVSSH BEN INT94874110396130,500SH SOLE 30,50000
WELLCARE HEALTH PLANS INCCOM94946T10615,337254,175SH SOLE 205,27500
WELLPOINT INCCOM94973V107236,7041,978,797SH SOLE 1,859,29700
WELLPOINT INCNOTE 2.750%10/194973VBG150,91930,825,000PRN SOLE 000
WELLS FARGO & CO NEWCOM949746101291,9325,628,140SH SOLE 5,251,04000
WELLS FARGO ADV GLB DIV OPPCOM94987C10351964,713SH SOLE 64,71300
WELLS FARGO ADVANTAGE INCOMECOM SHS94987B10544348,921SH SOLE 48,92100
WELLS FARGO ADVANTAGE MULTICOM SHS94987D1011,956140,099SH SOLE 140,09900
WERNER ENTERPRISES INCCOM9507551085,947236,008SH SOLE 236,00800
WESBANCO INCCOM95081010137612,299SH SOLE 8,49900
WESCO AIRCRAFT HLDGS INCCOM95081410320011,500SH SOLE 8,90000
WESCO INTL INCCOM95082P1051,56319,972SH SOLE 19,97200
WESCO INTL INCDBCV 6.000% 9/195082PAH813,9385,000,000PRN SOLE 000
WEST CORPCOM95235520429510,000SH SOLE 7,60000
WESTAR ENERGY INCCOM95709T1003,867113,322SH SOLE 113,32200
WESTELL TECHNOLOGIES INCCL A95754110514578,800SH SOLE 52,70000
WESTERN ALLIANCE BANCORPCOM9576381094,758199,072SH SOLE 119,57200
WESTERN ASSET GLB HI INCOMECOM95766B10924520,113SH SOLE 20,11300
WESTERN ASSET GLB PTNRS INCOCOM95766G10811310,893SH SOLE 10,89300
WESTERN ASSET GLOBAL CP DEFICOM95790C1071,935106,359SH SOLE 106,35900
WESTERN ASSET HIGH INCM OPPCOM95766K109809139,661SH SOLE 139,66100
WESTERN ASSET INCOME FDCOM95766T10046234,496SH SOLE 34,49600
WESTERN ASSET MGD HI INCM FDCOM95766L107711128,591SH SOLE 128,59100
WESTERN ASSET MUN HI INCM FDCOM95766N10324033,079SH SOLE 33,07900
WESTERN ASSET WORLDWIDE INCOCOM95766810678964,492SH SOLE 64,49200
WESTERN ASST MN PRT FD INCCOM95766P10819012,786SH SOLE 12,78600
WESTERN DIGITAL CORPCOM958102105248,5852,554,307SH SOLE 2,442,70700
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541045847,781SH SOLE 7,78100
WESTERN REFNG INCCOM9593191046,418152,849SH SOLE 62,54900
WESTERN UN COCOM95980210974946,691SH SOLE 46,69100
WESTLAKE CHEM CORPCOM96041310223,721273,949SH SOLE 273,94900
WESTMORELAND COAL COCOM9608781061,38837,100SH SOLE 28,00000
WET SEAL INCCL A9618401052241,920SH SOLE 41,92000
WEX INCCOM96208T1044454,034SH SOLE 3,63400
WEYERHAEUSER COCOM96216610417,729556,454SH SOLE 517,35400
WGL HLDGS INCCOM92924F1062,17551,644SH SOLE 51,64400
WHIRLPOOL CORPCOM96332010634,754238,613SH SOLE 236,91300
WHITEWAVE FOODS COCOM9662441053,18087,521SH SOLE 87,52100
WHITING PETE CORP NEWCOM96638710260,254776,975SH SOLE 724,37500
WHOLE FOODS MKT INCCOM9668371061,82347,837SH SOLE 47,83700
WIDEPOINT CORPCOM967590100382223,500SH SOLE 145,60000
WILEY JOHN & SONS INCCL A9682232062,64847,200SH SOLE 47,20000
WILLBROS GROUP INC DELCOM9692031083,749450,083SH SOLE 235,78300
WILLIAMS CLAYTON ENERGY INCCOM9694901014,01141,591SH SOLE 20,99100
WILLIAMS COS INC DELCOM9694571007,803140,969SH SOLE 140,96900
WILLIAMS PARTNERS L PCOM UNIT L P96950F10458811,080SH SOLE 11,08000
WILLIAMS SONOMA INCCOM9699041015,14977,347SH SOLE 77,34700
WILSHIRE BANCORP INCCOM97186T10852757,133SH SOLE 44,93300
WINDSTREAM HLDGS INCCOM97382A1011,438133,349SH SOLE 133,34900
WINTHROP RLTY TRSH BEN INT NEW97639130058538,842SH SOLE 32,04200
WINTRUST FINL CORPCOM97650W10851511,526SH SOLE 11,52600
WIPRO LTDSPON ADR 1 SH97651M10934,6252,847,441SH SOLE 2,771,20200
WISCONSIN ENERGY CORPCOM9766571068,362194,455SH SOLE 194,45500
WISDOMTREE INVTS INCCOM97717P10424521,500SH SOLE 000
WL ROSS HLDG CORPCOM SHS92939D10434,1213,450,000SH SOLE 3,450,00000
WL ROSS HLDG CORP*W EXP 06/11/20192939D1122,8293,450,000SH SOLE 3,450,00000
WOLVERINE WORLD WIDE INCCOM9780971031,22148,712SH SOLE 48,71200
WOODWARD INCCOM9807451032765,800SH SOLE 3,70000
WORKDAY INCCL A98138H1011,10413,378SH SOLE 13,37800
WORLD ACCEP CORP DELCOM9814191041,04515,485SH SOLE 15,48500
WORLD FUEL SVCS CORPCOM9814751061,75643,988SH SOLE 43,98800
WORLD WRESTLING ENTMT INCCL A98156Q1081,10280,025SH SOLE 68,62500
WORTHINGTON INDS INCCOM98181110227,911749,890SH SOLE 660,19000
WPX ENERGY INCCOM98212B10312,799531,947SH SOLE 531,94700
WSFS FINL CORPCOM9293281023364,688SH SOLE 3,08800
WYNDHAM WORLDWIDE CORPCOM98310W10839,344484,178SH SOLE 462,27800
WYNN RESORTS LTDCOM98313410715,70683,955SH SOLE 72,65500
XCEL ENERGY INCCOM98389B10013,727451,539SH SOLE 451,53900
XCERRA CORPCOM98400J1082,227227,500SH SOLE 119,10000
XERIUM TECHNOLOGIES INCCOM NEW98416J11839226,853SH SOLE 17,25300
XEROX CORPCOM98412110340,0563,027,686SH SOLE 3,027,68600
XILINX INCCOM98391910113,351315,244SH SOLE 315,24400
XPO LOGISTICS INCCOM9837931002,03353,965SH SOLE 37,86500
XRS CORPCOM9838451081,249225,000SH SOLE 225,00000
XYLEM INCCOM98419M1002065,800SH SOLE 5,80000
YAHOO INCCOM984332106169,5804,161,466SH SOLE 3,902,06600
YAMANA GOLD INCCOM98462Y10021135,200SH SOLE 35,20000
YELP INCCL A9858171052,47536,260SH SOLE 36,26000
YOU ON DEMAND HLDGS INCCOM NEW98741R20711353,600SH SOLE 37,80000
YRC WORLDWIDE INCCOM PAR $.019842496073,729183,501SH SOLE 181,00100
YUM BRANDS INCCOM9884981015,51676,634SH SOLE 76,63400
ZEBRA TECHNOLOGIES CORPCL A98920710512,242172,500SH SOLE 172,50000
ZELTIQ AESTHETICS INCCOM98933Q1082,11093,231SH SOLE 53,93100
ZHONE TECHNOLOGIES INC NEWCOM NEW98950P884325120,197SH SOLE 87,89700
ZILLOW INCCL A98954A1075,83650,312SH SOLE 50,31200
ZIMMER HLDGS INCCOM98956P10271,227708,375SH SOLE 694,57500
ZIONS BANCORPORATIONCOM98970110789030,634SH SOLE 30,63400
ZIOPHARM ONCOLOGY INCCOM98973P101335127,000SH SOLE 91,40000
ZIX CORPCOM98974P1009527,800SH SOLE 16,50000
ZOGENIX INCCOM98978L105140122,000SH SOLE 77,40000
ZYNGA INCCL A98986T1083,5091,299,700SH SOLE 1,299,70000