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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1 800 FLOWERS COM CL A 68243Q106 1,950 314,998 SH   SOLE   314,998 0 0
1ST SOURCE CORP COM 336901103 10,908 459,111 SH   SOLE   459,111 0 0
1ST UNITED BANCORP INC FLA COM 33740N105 2,554 380,054 SH   SOLE   380,054 0 0
3-D SYS CORP DEL COM NEW 88554D205 123,898 2,822,287 SH   SOLE   2,822,287 0 0
3M CO COM 88579Y101 1,888,578 17,270,948 SH   SOLE   17,270,948 0 0
7 DAYS GROUP HLDGS LTD ADR 81783J101 312 22,617 SH   SOLE   22,617 0 0
8X8 INC NEW COM 282914100 16,850 2,044,897 SH   SOLE   2,044,897 0 0
A H BELO CORP COM CL A 001282102 4,279 623,709 SH   SOLE   623,709 0 0
AAON INC COM PAR $0.004 000360206 18,039 545,302 SH   SOLE   545,302 0 0
AAR CORP COM 000361105 41,618 1,893,452 SH   SOLE   1,893,452 0 0
AARONS INC COM PAR $0.50 002535300 59,258 2,115,591 SH   SOLE   2,115,591 0 0
AASTROM BIOSCIENCES INC COM NEW 00253U305 792 1,973,400 SH   SOLE   1,973,400 0 0
ABAXIS INC COM 002567105 29,160 613,760 SH   SOLE   613,760 0 0
ABBOTT LABS COM 002824100 1,553,267 44,531,748 SH   SOLE   44,531,748 0 0
ABBVIE INC COM 00287Y109 1,868,372 45,195,262 SH   SOLE   45,195,262 0 0
ABERCROMBIE & FITCH CO CL A 002896207 100,808 2,227,801 SH   SOLE   2,227,801 0 0
ABIOMED INC COM 003654100 22,831 1,058,968 SH   SOLE   1,058,968 0 0
ABM INDS INC COM 000957100 34,500 1,407,575 SH   SOLE   1,407,575 0 0
ABRAXAS PETE CORP COM 003830106 8,895 4,235,853 SH   SOLE   4,235,853 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 30,021 1,343,238 SH   SOLE   1,343,238 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 33,121 1,001,541 SH   SOLE   1,001,541 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 34,784 1,916,464 SH   SOLE   1,916,464 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 52,026 2,107,157 SH   SOLE   2,107,157 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 821 101,154 SH   SOLE   101,154 0 0
ACCELRYS INC COM 00430U103 14,888 1,772,432 SH   SOLE   1,772,432 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,218,408 16,931,734 SH   SOLE   16,931,734 0 0
ACCESS NATL CORP COM 004337101 2,544 196,001 SH   SOLE   196,001 0 0
ACCO BRANDS CORP COM 00081T108 20,139 3,166,521 SH   SOLE   3,166,521 0 0
ACCRETIVE HEALTH INC COM 00438V103 16,546 1,530,615 SH   SOLE   1,530,615 0 0
ACCURAY INC COM 004397105 12,487 2,175,505 SH   SOLE   2,175,505 0 0
ACCURIDE CORP NEW COM NEW 00439T206 2,799 553,155 SH   SOLE   553,155 0 0
ACE LTD SHS H0023R105 958,172 10,708,229 SH   SOLE   10,708,229 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 1,968 212,316 SH   SOLE   212,316 0 0
ACETO CORP COM 004446100 11,866 851,855 SH   SOLE   851,855 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 19,693 2,407,435 SH   SOLE   2,407,435 0 0
ACI WORLDWIDE INC COM 004498101 55,904 1,202,745 SH   SOLE   1,202,745 0 0
ACORDA THERAPEUTICS INC COM 00484M106 38,216 1,158,406 SH   SOLE   1,158,406 0 0
ACORN ENERGY INC COM 004848107 1,836 217,481 SH   SOLE   217,481 0 0
ACTAVIS INC COM 00507K103 426,755 3,381,041 SH   SOLE   3,381,041 0 0
ACTIVE NETWORK INC COM 00506D100 9,384 1,239,578 SH   SOLE   1,239,578 0 0
ACTIVE POWER INC COM NEW 00504W308 1,728 413,514 SH   SOLE   413,514 0 0
ACTIVISION BLIZZARD INC COM 00507V109 181,121 12,701,307 SH   SOLE   12,701,307 0 0
ACTUANT CORP CL A NEW 00508X203 64,819 1,965,990 SH   SOLE   1,965,990 0 0
ACTUATE CORP COM 00508B102 9,903 1,491,437 SH   SOLE   1,491,437 0 0
ACUITY BRANDS INC COM 00508Y102 94,895 1,256,552 SH   SOLE   1,256,552 0 0
ACURA PHARMACEUTICALS INC COM NEW 00509L703 25 13,251 SH   SOLE   13,251 0 0
ACXIOM CORP COM 005125109 50,637 2,232,676 SH   SOLE   2,232,676 0 0
ADA ES INC COM 005208103 5,512 130,855 SH   SOLE   130,855 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 7,575 109,965 SH   SOLE   109,965 0 0
ADDUS HOMECARE CORP COM 006739106 1,087 55,086 SH   SOLE   55,086 0 0
ADEPT TECHNOLOGY INC COM NEW 006854202 608 156,230 SH   SOLE   156,230 0 0
ADMINISTRADORA FONDOS PENSIO SPONSORED ADR 00709P108 91 1,070 SH   SOLE   1,070 0 0
ADOBE SYS INC COM 00724F101 594,088 13,039,688 SH   SOLE   13,039,688 0 0
ADTRAN INC COM 00738A106 43,775 1,778,009 SH   SOLE   1,778,009 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 160,368 1,975,700 SH   SOLE   1,975,700 0 0
ADVANCED ENERGY INDS COM 007973100 23,509 1,350,307 SH   SOLE   1,350,307 0 0
ADVANCED MICRO DEVICES INC COM 007903107 64,884 15,903,060 SH   SOLE   15,903,060 0 0
ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 14,191 13,896,000 PRN   SOLE   13,896,000 0 0
ADVANCED PHOTONIX INC CL A 00754E107 363 550,123 SH   SOLE   550,123 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 505 124,277 SH   SOLE   124,277 0 0
ADVENT SOFTWARE INC COM 007974108 34,458 982,824 SH   SOLE   982,824 0 0
ADVISORY BRD CO COM 00762W107 52,427 959,316 SH   SOLE   959,316 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 88,351 2,779,192 SH   SOLE   2,779,192 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 37,483 591,778 SH   SOLE   591,778 0 0
AEGION CORP COM 00770F104 25,135 1,116,610 SH   SOLE   1,116,610 0 0
AEP INDS INC COM 001031103 12,251 164,682 SH   SOLE   164,682 0 0
AEROFLEX HLDG CORP COM 007767106 4,324 547,978 SH   SOLE   547,978 0 0
AEROPOSTALE COM 007865108 33,190 2,405,103 SH   SOLE   2,405,103 0 0
AEROVIRONMENT INC COM 008073108 12,059 597,572 SH   SOLE   597,572 0 0
AES CORP COM 00130H105 312,685 26,078,788 SH   SOLE   26,078,788 0 0
AETERNA ZENTARIS INC COM NEW 007975303 139 74,794 SH   SOLE   74,794 0 0
AETNA INC NEW COM 00817Y108 633,065 9,963,253 SH   SOLE   9,963,253 0 0
AFC ENTERPRISES INC COM 00104Q107 31,493 876,276 SH   SOLE   876,276 0 0
AFFILIATED MANAGERS GROUP COM 008252108 234,097 1,427,946 SH   SOLE   1,427,946 0 0
AFFYMETRIX INC COM 00826T108 9,793 2,205,615 SH   SOLE   2,205,615 0 0
AFLAC INC COM 001055102 711,399 12,240,183 SH   SOLE   12,240,183 0 0
AG MTG INVT TR INC COM 001228105 16,145 858,307 SH   SOLE   858,307 0 0
AGCO CORP COM 001084102 137,793 2,745,433 SH   SOLE   2,745,433 0 0
AGENUS INC COM NEW 00847G705 2,706 713,905 SH   SOLE   713,905 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 392,837 9,187,018 SH   SOLE   9,187,018 0 0
AGILYSYS INC COM 00847J105 5,746 508,927 SH   SOLE   508,927 0 0
AGL RES INC COM 001204106 136,506 3,184,928 SH   SOLE   3,184,928 0 0
AGNICO EAGLE MINES LTD COM 008474108 53 1,914 SH   SOLE   1,914 0 0
AGREE REALTY CORP COM 008492100 17,652 597,957 SH   SOLE   597,957 0 0
AGRIUM INC COM 008916108 555 6,387 SH   SOLE   6,387 0 0
AIR LEASE CORP CL A 00912X302 64,467 2,336,618 SH   SOLE   2,336,618 0 0
AIR METHODS CORP COM PAR $.06 009128307 34,179 1,009,417 SH   SOLE   1,009,417 0 0
AIR PRODS & CHEMS INC COM 009158106 501,807 5,480,035 SH   SOLE   5,480,035 0 0
AIR T INC COM 009207101 180 17,464 SH   SOLE   17,464 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 9,605 1,453,138 SH   SOLE   1,453,138 0 0
AIRCASTLE LTD COM G0129K104 34,770 2,174,456 SH   SOLE   2,174,456 0 0
AIRGAS INC COM 009363102 164,502 1,723,251 SH   SOLE   1,723,251 0 0
AK STL HLDG CORP COM 001547108 12,111 3,983,892 SH   SOLE   3,983,892 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 200,655 4,715,754 SH   SOLE   4,715,754 0 0
AKORN INC COM 009728106 25,587 1,892,516 SH   SOLE   1,892,516 0 0
AKORN INC NOTE 3.500% 6/0 009728AB2 5,018 3,000,000 PRN   SOLE   3,000,000 0 0
ALAMO GROUP INC COM 011311107 10,105 247,547 SH   SOLE   247,547 0 0
ALAMOS GOLD INC COM 011527108 23,507 1,945,955 SH   SOLE   1,945,955 0 0
ALASKA AIR GROUP INC COM 011659109 95,423 1,835,051 SH   SOLE   1,835,051 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 3,746 2,216,409 SH   SOLE   2,216,409 0 0
ALBANY INTL CORP CL A 012348108 25,850 783,796 SH   SOLE   783,796 0 0
ALBANY MOLECULAR RESH INC COM 012423109 12,733 1,072,739 SH   SOLE   1,072,739 0 0
ALBEMARLE CORP COM 012653101 147,887 2,374,171 SH   SOLE   2,374,171 0 0
ALCOA INC COM 013817101 219,654 28,088,755 SH   SOLE   28,088,755 0 0
ALCOA INC NOTE 5.250% 3/1 013817AT8 37,693 29,709,000 PRN   SOLE   29,709,000 0 0
ALERE INC COM 01449J105 52,499 2,142,805 SH   SOLE   2,142,805 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 77,000 1,937,107 SH   SOLE   1,937,107 0 0
ALEXANDERS INC COM 014752109 25,738 87,632 SH   SOLE   87,632 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 174,178 2,650,300 SH   SOLE   2,650,300 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 476,496 5,165,833 SH   SOLE   5,165,833 0 0
ALICO INC COM 016230104 5,508 137,313 SH   SOLE   137,313 0 0
ALIGN TECHNOLOGY INC COM 016255101 72,398 1,954,599 SH   SOLE   1,954,599 0 0
ALIMERA SCIENCES INC COM 016259103 815 167,038 SH   SOLE   167,038 0 0
ALKERMES PLC SHS G01767105 90,586 3,158,507 SH   SOLE   3,158,507 0 0
ALLEGHANY CORP DEL COM 017175100 184,263 480,716 SH   SOLE   480,716 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 75,519 2,870,345 SH   SOLE   2,870,345 0 0
ALLEGIANT TRAVEL CO COM 01748X102 40,860 385,505 SH   SOLE   385,505 0 0
ALLERGAN INC COM 018490102 810,396 9,620,086 SH   SOLE   9,620,086 0 0
ALLETE INC COM NEW 018522300 52,426 1,051,678 SH   SOLE   1,051,678 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 243,673 1,346,035 SH   SOLE   1,346,035 0 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 4,503 225,055 SH   SOLE   225,055 0 0
ALLIANCE HEALTHCARE SRVCS IN COM PAR $0.01 018606301 3,513 224,623 SH   SOLE   224,623 0 0
ALLIANCE ONE INTL INC COM 018772103 9,541 2,510,872 SH   SOLE   2,510,872 0 0
ALLIANCE ONE INTL INC NOTE 5.500% 7/1 018772AQ6 2,551 2,515,000 PRN   SOLE   2,515,000 0 0
ALLIANT ENERGY CORP COM 018802108 157,098 3,115,789 SH   SOLE   3,115,789 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 68,408 830,906 SH   SOLE   830,906 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 496 73,880 SH   SOLE   73,880 0 0
ALLIED NEVADA GOLD CORP COM 019344100 18,392 2,838,273 SH   SOLE   2,838,273 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 84,741 926,032 SH   SOLE   926,032 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 21,738 941,835 SH   SOLE   941,835 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 6 456 SH   SOLE   456 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 61,277 4,735,433 SH   SOLE   4,735,433 0 0
ALLSTATE CORP COM 020002101 744,867 15,479,355 SH   SOLE   15,479,355 0 0
ALMOST FAMILY INC COM 020409108 5,784 302,962 SH   SOLE   302,962 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 45,673 1,473,318 SH   SOLE   1,473,318 0 0
ALON USA ENERGY INC COM 020520102 20,727 1,433,424 SH   SOLE   1,433,424 0 0
ALON USA PARTNERS LP UT LTDPART INT 02052T109 0 4 SH   SOLE   4 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 2,118 277,256 SH   SOLE   277,256 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 35,355 6,747,184 SH   SOLE   6,747,184 0 0
ALPHATEC HOLDINGS INC COM 02081G102 3,884 1,894,437 SH   SOLE   1,894,437 0 0
ALTAIR NANOTECHNOLOGIES INC COM PAR $0.001 021373303 259 116,869 SH   SOLE   116,869 0 0
ALTERA CORP COM 021441100 276,040 8,367,386 SH   SOLE   8,367,386 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 11,737 124,461 SH   SOLE   124,461 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 6,514 390,315 SH   SOLE   390,315 0 0
ALTRA HOLDINGS INC COM 02208R106 20,315 741,976 SH   SOLE   741,976 0 0
ALTRIA GROUP INC COM 02209S103 1,806,439 51,627,306 SH   SOLE   51,627,306 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 15,345 689,660 SH   SOLE   689,660 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 41 7,087 SH   SOLE   7,087 0 0
AMAZON COM INC COM 023135106 2,648,068 9,536,057 SH   SOLE   9,536,057 0 0
AMBAC FINL GROUP INC COM NEW 023139884 27,324 1,146,606 SH   SOLE   1,146,606 0 0
AMBARELLA INC SHS G037AX101 4,687 278,465 SH   SOLE   278,465 0 0
AMBASSADORS GROUP INC COM 023177108 1,576 443,948 SH   SOLE   443,948 0 0
AMC NETWORKS INC CL A 00164V103 201,630 3,086,327 SH   SOLE   3,086,327 0 0
AMCOL INTL CORP COM 02341W103 23,350 736,816 SH   SOLE   736,816 0 0
AMDOCS LTD ORD G02602103 141,021 3,802,124 SH   SOLE   3,802,124 0 0
AMEDISYS INC COM 023436108 10,877 937,309 SH   SOLE   937,309 0 0
AMERCO COM 023586100 36,303 224,234 SH   SOLE   224,234 0 0
AMEREN CORP COM 023608102 219,845 6,383,419 SH   SOLE   6,383,419 0 0
AMERESCO INC CL A 02361E108 2,277 252,664 SH   SOLE   252,664 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 493 22,652 SH   SOLE   22,652 0 0
AMERICAN APPAREL INC COM 023850100 3,312 1,724,984 SH   SOLE   1,724,984 0 0
AMERICAN ASSETS TR INC COM 024013104 38,827 1,258,158 SH   SOLE   1,258,158 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 39,405 2,115,149 SH   SOLE   2,115,149 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 164,686 4,050,331 SH   SOLE   4,050,331 0 0
AMERICAN CAP LTD COM 02503Y103 47,181 3,723,842 SH   SOLE   3,723,842 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 31,944 1,777,157 SH   SOLE   1,777,157 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 222,517 9,670,428 SH   SOLE   9,670,428 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 125,181 6,855,451 SH   SOLE   6,855,451 0 0
AMERICAN ELEC PWR INC COM 025537101 713,211 15,926,990 SH   SOLE   15,926,990 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 26,190 1,668,166 SH   SOLE   1,668,166 0 0
AMERICAN EXPRESS CO COM 025816109 1,898,974 25,400,934 SH   SOLE   25,400,934 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 100,211 2,048,882 SH   SOLE   2,048,882 0 0
AMERICAN GREETINGS CORP CL A 026375105 16,447 902,687 SH   SOLE   902,687 0 0
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 224 12,305 SH   SOLE   12,305 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,737,575 38,871,921 SH   SOLE   38,871,921 0 0
AMERICAN NATL BANKSHARES INC COM 027745108 5,471 235,401 SH   SOLE   235,401 0 0
AMERICAN NATL INS CO COM 028591105 22,151 222,692 SH   SOLE   222,692 0 0
AMERICAN PAC CORP COM 028740108 3,281 115,749 SH   SOLE   115,749 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 18,646 501,783 SH   SOLE   501,783 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 4,412 131,651 SH   SOLE   131,651 0 0
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 2,582 150,142 SH   SOLE   150,142 0 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 76,429 5,008,477 SH   SOLE   5,008,477 0 0
AMERICAN RLTY INVS INC COM 029174109 203 40,448 SH   SOLE   40,448 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 16,849 300,876 SH   SOLE   300,876 0 0
AMERICAN SOFTWARE INC CL A 029683109 6,827 785,662 SH   SOLE   785,662 0 0
AMERICAN STS WTR CO COM 029899101 36,163 673,807 SH   SOLE   673,807 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 4,186 1,585,568 SH   SOLE   1,585,568 0 0
AMERICAN TOWER CORP NEW COM 03027X100 840,800 11,491,052 SH   SOLE   11,491,052 0 0
AMERICAN VANGUARD CORP COM 030371108 16,933 722,715 SH   SOLE   722,715 0 0
AMERICAN WOODMARK CORP COM 030506109 10,917 314,611 SH   SOLE   314,611 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 286,902 6,958,562 SH   SOLE   6,958,562 0 0
AMERICAS CAR MART INC COM 03062T105 10,752 248,669 SH   SOLE   248,669 0 0
AMERIPRISE FINL INC COM 03076C106 436,607 5,398,207 SH   SOLE   5,398,207 0 0
AMERIS BANCORP COM 03076K108 13,650 810,093 SH   SOLE   810,093 0 0
AMERISAFE INC COM 03071H100 18,077 558,285 SH   SOLE   558,285 0 0
AMERISERV FINL INC COM 03074A102 393 143,341 SH   SOLE   143,341 0 0
AMERISOURCEBERGEN CORP COM 03073E105 389,759 6,981,177 SH   SOLE   6,981,177 0 0
AMERISTAR CASINOS INC COM 03070Q101 25,613 974,251 SH   SOLE   974,251 0 0
AMES NATL CORP COM 031001100 4,524 198,785 SH   SOLE   198,785 0 0
AMETEK INC NEW COM 031100100 270,512 6,395,080 SH   SOLE   6,395,080 0 0
AMGEN INC COM 031162100 2,136,383 21,653,996 SH   SOLE   21,653,996 0 0
AMICUS THERAPEUTICS INC COM 03152W109 802 344,034 SH   SOLE   344,034 0 0
AMKOR TECHNOLOGY INC COM 031652100 14,852 3,527,763 SH   SOLE   3,527,763 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 21,218 1,481,696 SH   SOLE   1,481,696 0 0
AMPCO-PITTSBURGH CORP COM 032037103 6,548 348,847 SH   SOLE   348,847 0 0
AMPHENOL CORP NEW CL A 032095101 346,912 4,451,019 SH   SOLE   4,451,019 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 6,668 1,155,690 SH   SOLE   1,155,690 0 0
AMREIT INC NEW CL B 03216B208 4,805 248,456 SH   SOLE   248,456 0 0
AMREP CORP NEW COM 032159105 24 2,547 SH   SOLE   2,547 0 0
AMSURG CORP COM 03232P405 31,572 899,497 SH   SOLE   899,497 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 63 9,872 SH   SOLE   9,872 0 0
AMTRUST FINANCIAL SERVICES I COM 032359309 26,057 729,893 SH   SOLE   729,893 0 0
AMYRIS INC COM 03236M101 1,933 668,970 SH   SOLE   668,970 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 1,830 327,456 SH   SOLE   327,456 0 0
ANADARKO PETE CORP COM 032511107 1,169,913 13,614,718 SH   SOLE   13,614,718 0 0
ANADIGICS INC COM 032515108 5,595 2,543,290 SH   SOLE   2,543,290 0 0
ANALOG DEVICES INC COM 032654105 364,659 8,092,744 SH   SOLE   8,092,744 0 0
ANALOGIC CORP COM PAR $0.05 032657207 24,534 336,868 SH   SOLE   336,868 0 0
ANALYSTS INTL CORP COM NEW 032681207 147 38,094 SH   SOLE   38,094 0 0
ANAREN INC COM 032744104 9,683 422,117 SH   SOLE   422,117 0 0
ANDERSONS INC COM 034164103 25,823 485,495 SH   SOLE   485,495 0 0
ANGIES LIST INC COM 034754101 28,379 1,068,482 SH   SOLE   1,068,482 0 0
ANGIODYNAMICS INC COM 03475V101 10,782 955,847 SH   SOLE   955,847 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 467 32,682 SH   SOLE   32,682 0 0
ANIKA THERAPEUTICS INC COM 035255108 6,432 378,325 SH   SOLE   378,325 0 0
ANIXTER INTL INC COM 035290105 54,955 724,900 SH   SOLE   724,900 0 0
ANN INC COM 035623107 59,932 1,805,173 SH   SOLE   1,805,173 0 0
ANNALY CAP MGMT INC COM 035710409 280,591 22,322,271 SH   SOLE   22,322,271 0 0
ANNIES INC COM 03600T104 17,874 418,204 SH   SOLE   418,204 0 0
ANSYS INC COM 03662Q105 185,687 2,540,178 SH   SOLE   2,540,178 0 0
ANTARES PHARMA INC COM 036642106 14,430 3,468,699 SH   SOLE   3,468,699 0 0
ANTHERA PHARMACEUTICALS INC COM 03674U102 222 479,744 SH   SOLE   479,744 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 21,191 3,784,139 SH   SOLE   3,784,139 0 0
AOL INC COM 00184X105 81,282 2,228,115 SH   SOLE   2,228,115 0 0
AON PLC SHS CL A G0408V102 542,358 8,428,252 SH   SOLE   8,428,252 0 0
APACHE CORP COM 037411105 865,315 10,322,256 SH   SOLE   10,322,256 0 0
APACHE CORP PFD CONV SER D 037411808 421 8,810 SH   SOLE   8,810 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 162,777 5,418,688 SH   SOLE   5,418,688 0 0
APCO OIL & GAS INTERNATIONAL SHS G0471F109 3,837 332,759 SH   SOLE   332,759 0 0
API TECHNOLOGIES CORP COM NEW 00187E203 935 333,859 SH   SOLE   333,859 0 0
APOGEE ENTERPRISES INC COM 037598109 19,517 813,216 SH   SOLE   813,216 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 12,535 789,355 SH   SOLE   789,355 0 0
APOLLO GROUP INC CL A 037604105 55,100 3,109,491 SH   SOLE   3,109,491 0 0
APOLLO INVT CORP COM 03761U106 28,058 3,625,049 SH   SOLE   3,625,049 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 17,110 1,038,222 SH   SOLE   1,038,222 0 0
APPLE INC COM 037833100 10,063,228 25,378,225 SH   SOLE   25,378,225 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 53,331 1,103,480 SH   SOLE   1,103,480 0 0
APPLIED MATLS INC COM 038222105 467,019 31,301,550 SH   SOLE   31,301,550 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 16,878 1,917,928 SH   SOLE   1,917,928 0 0
APPROACH RESOURCES INC COM 03834A103 23,106 940,418 SH   SOLE   940,418 0 0
APTARGROUP INC COM 038336103 103,073 1,866,919 SH   SOLE   1,866,919 0 0
AQUA AMERICA INC COM 03836W103 116,532 3,724,257 SH   SOLE   3,724,257 0 0
ARABIAN AMERN DEV CO COM 038465100 2,266 260,515 SH   SOLE   260,515 0 0
ARBITRON INC COM 03875Q108 34,030 732,623 SH   SOLE   732,623 0 0
ARBOR RLTY TR INC COM 038923108 4,571 727,815 SH   SOLE   727,815 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 6,535 1,633,812 SH   SOLE   1,633,812 0 0
ARCA BIOPHARMA INC COM NEW 00211Y209 72 55,828 SH   SOLE   55,828 0 0
ARCH CAP GROUP LTD ORD G0450A105 171,102 3,328,190 SH   SOLE   3,328,190 0 0
ARCH COAL INC COM 039380100 24,954 6,601,599 SH   SOLE   6,601,599 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 586,103 17,284,075 SH   SOLE   17,284,075 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 527 45,116 SH   SOLE   45,116 0 0
ARCTIC CAT INC COM 039670104 16,134 358,700 SH   SOLE   358,700 0 0
ARDEN GROUP INC CL A 039762109 4,421 40,053 SH   SOLE   40,053 0 0
ARENA PHARMACEUTICALS INC COM 040047102 47,888 6,219,156 SH   SOLE   6,219,156 0 0
ARES CAP CORP COM 04010L103 47,201 2,744,233 SH   SOLE   2,744,233 0 0
ARES COML REAL ESTATE CORP COM 04013V108 1,894 147,880 SH   SOLE   147,880 0 0
ARGAN INC COM 04010E109 10,600 679,461 SH   SOLE   679,461 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 32,347 763,075 SH   SOLE   763,075 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 78,897 4,510,955 SH   SOLE   4,510,955 0 0
ARK RESTAURANTS CORP COM 040712101 39 1,905 SH   SOLE   1,905 0 0
ARKANSAS BEST CORP DEL COM 040790107 15,580 678,878 SH   SOLE   678,878 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 9,708 363,036 SH   SOLE   363,036 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 2,547 216,193 SH   SOLE   216,193 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 47,582 10,102,278 SH   SOLE   10,102,278 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 26,484 554,183 SH   SOLE   554,183 0 0
AROTECH CORP COM NEW 042682203 9 6,261 SH   SOLE   6,261 0 0
ARQULE INC COM 04269E107 4,859 2,094,376 SH   SOLE   2,094,376 0 0
ARRAY BIOPHARMA INC COM 04269X105 20,527 4,521,442 SH   SOLE   4,521,442 0 0
ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 386 375,000 PRN   SOLE   375,000 0 0
ARRIS GROUP INC NEW COM 04270V106 47,232 3,291,448 SH   SOLE   3,291,448 0 0
ARROW ELECTRS INC COM 042735100 116,068 2,912,627 SH   SOLE   2,912,627 0 0
ARROW FINL CORP COM 042744102 11,584 468,036 SH   SOLE   468,036 0 0
ARROWHEAD RESH CORP COM NEW 042797209 394 197,079 SH   SOLE   197,079 0 0
ARTESIAN RESOURCES CORP CL A 043113208 2,279 102,270 SH   SOLE   102,270 0 0
ARTHROCARE CORP COM 043136100 26,926 779,798 SH   SOLE   779,798 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 17,364 347,900 SH   SOLE   347,900 0 0
ARUBA NETWORKS INC COM 043176106 46,521 3,028,715 SH   SOLE   3,028,715 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 34,795 867,706 SH   SOLE   867,706 0 0
ASCENA RETAIL GROUP INC COM 04351G101 60,426 3,462,812 SH   SOLE   3,462,812 0 0
ASCENT CAP GROUP INC COM SER A 043632108 30,324 388,416 SH   SOLE   388,416 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 28,372 2,477,901 SH   SOLE   2,477,901 0 0
ASHLAND INC NEW COM 044209104 172,339 2,063,945 SH   SOLE   2,063,945 0 0
ASIAINFO-LINKAGE INC COM 04518A104 254 22,017 SH   SOLE   22,017 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 297 3,752 SH   SOLE   3,752 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 67,158 1,810,675 SH   SOLE   1,810,675 0 0
ASPEN TECHNOLOGY INC COM 045327103 98,461 3,419,983 SH   SOLE   3,419,983 0 0
ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 7,237 605,077 SH   SOLE   605,077 0 0
ASSOCIATED BANC CORP COM 045487105 84,926 5,461,497 SH   SOLE   5,461,497 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 32,431 2,016,881 SH   SOLE   2,016,881 0 0
ASSURANT INC COM 04621X108 109,447 2,149,820 SH   SOLE   2,149,820 0 0
ASSURED GUARANTY LTD COM G0585R106 101,084 4,582,244 SH   SOLE   4,582,244 0 0
ASTA FDG INC COM 046220109 2,297 265,519 SH   SOLE   265,519 0 0
ASTEA INTL INC COM NEW 04622E208 219 108,014 SH   SOLE   108,014 0 0
ASTEC INDS INC COM 046224101 20,062 585,063 SH   SOLE   585,063 0 0
ASTEX PHARMACEUTICALS INC COM 04624B103 16,338 3,975,292 SH   SOLE   3,975,292 0 0
ASTORIA FINL CORP COM 046265104 28,550 2,648,437 SH   SOLE   2,648,437 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 3,008 63,600 SH   SOLE   63,600 0 0
ASTRONICS CORP COM 046433108 15,067 368,664 SH   SOLE   368,664 0 0
ASURE SOFTWARE INC COM 04649U102 284 49,193 SH   SOLE   49,193 0 0
AT&T INC COM 00206R102 5,114,508 144,477,634 SH   SOLE   99,999,999 0 0
ATHENAHEALTH INC COM 04685W103 83,727 988,182 SH   SOLE   988,182 0 0
ATLANTIC AMERN CORP COM 048209100 41 10,432 SH   SOLE   10,432 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 5,791 1,469,855 SH   SOLE   1,469,855 0 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 13,831 278,506 SH   SOLE   278,506 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 1,937 540,923 SH   SOLE   540,923 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 31,282 714,860 SH   SOLE   714,860 0 0
ATMEL CORP COM 049513104 83,027 11,311,520 SH   SOLE   11,311,520 0 0
ATMI INC COM 00207R101 20,881 882,938 SH   SOLE   882,938 0 0
ATMOS ENERGY CORP COM 049560105 98,728 2,404,487 SH   SOLE   2,404,487 0 0
ATRICURE INC COM 04963C209 2,367 249,144 SH   SOLE   249,144 0 0
ATRION CORP COM 049904105 10,681 48,837 SH   SOLE   48,837 0 0
ATWOOD OCEANICS INC COM 050095108 80,502 1,546,636 SH   SOLE   1,546,636 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 75 21,648 SH   SOLE   21,648 0 0
AUDIENCE INC COM 05070J102 4,858 367,717 SH   SOLE   367,717 0 0
AUDIOCODES LTD ORD M15342104 134 30,155 SH   SOLE   30,155 0 0
AUTHENTIDATE HLDG CORP COM NEW 052666203 479 550,629 SH   SOLE   550,629 0 0
AUTOBYTEL INC COM NEW 05275N205 1,638 343,310 SH   SOLE   343,310 0 0
AUTODESK INC COM 052769106 204,900 6,037,117 SH   SOLE   6,037,117 0 0
AUTOLIV INC COM 052800109 119,998 1,550,567 SH   SOLE   1,550,567 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 876,922 12,734,849 SH   SOLE   12,734,849 0 0
AUTONATION INC COM 05329W102 47,584 1,096,668 SH   SOLE   1,096,668 0 0
AUTOZONE INC COM 053332102 430,542 1,016,172 SH   SOLE   1,016,172 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 25,179 1,513,996 SH   SOLE   1,513,996 0 0
AV HOMES INC COM 00234P102 5,994 338,076 SH   SOLE   338,076 0 0
AV HOMES INC NOTE 7.500% 2/1 00234PAB8 1,196 1,000,000 PRN   SOLE   1,000,000 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 202,416 5,415,078 SH   SOLE   5,415,078 0 0
AVALONBAY CMNTYS INC COM 053484101 614,129 4,552,137 SH   SOLE   4,552,137 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 21,160 4,600,002 SH   SOLE   4,600,002 0 0
AVEO PHARMACEUTICALS INC COM 053588109 5,099 2,039,760 SH   SOLE   2,039,760 0 0
AVERY DENNISON CORP COM 053611109 119,020 2,783,446 SH   SOLE   2,783,446 0 0
AVG TECHNOLOGIES N V SHS N07831105 11,461 589,230 SH   SOLE   589,230 0 0
AVIAT NETWORKS INC COM 05366Y102 11,826 4,513,801 SH   SOLE   4,513,801 0 0
AVID TECHNOLOGY INC COM 05367P100 5,789 984,525 SH   SOLE   984,525 0 0
AVIS BUDGET GROUP COM 053774105 84,599 2,942,564 SH   SOLE   2,942,564 0 0
AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 146 80,000 PRN   SOLE   80,000 0 0
AVISTA CORP COM 05379B107 55,924 2,069,708 SH   SOLE   2,069,708 0 0
AVIV REIT INC MD COM 05381L101 15,685 620,212 SH   SOLE   620,212 0 0
AVNET INC COM 053807103 127,635 3,798,664 SH   SOLE   3,798,664 0 0
AVON PRODS INC COM 054303102 240,702 11,445,629 SH   SOLE   11,445,629 0 0
AVX CORP NEW COM 002444107 17,442 1,484,463 SH   SOLE   1,484,463 0 0
AWARE INC MASS COM 05453N100 1,684 323,923 SH   SOLE   323,923 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 6,168 3,389,248 SH   SOLE   3,389,248 0 0
AXIALL CORP COM 05463D100 82,645 1,940,933 SH   SOLE   1,940,933 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 127,138 2,777,144 SH   SOLE   2,777,144 0 0
AXT INC COM 00246W103 2,487 921,002 SH   SOLE   921,002 0 0
AZZ INC COM 002474104 30,249 784,464 SH   SOLE   784,464 0 0
B & G FOODS INC NEW COM 05508R106 47,609 1,398,221 SH   SOLE   1,398,221 0 0
B/E AEROSPACE INC COM 073302101 179,222 2,841,184 SH   SOLE   2,841,184 0 0
B2GOLD CORP COM 11777Q209 11,232 5,273,025 SH   SOLE   5,273,025 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 81,267 2,706,187 SH   SOLE   2,706,187 0 0
BADGER METER INC COM 056525108 18,334 411,533 SH   SOLE   411,533 0 0
BAIDU INC SPON ADR REP A 056752108 1,062 11,222 SH   SOLE   11,222 0 0
BAKER HUGHES INC COM 057224107 533,188 11,558,368 SH   SOLE   11,558,368 0 0
BAKER MICHAEL CORP COM 057149106 8,143 300,382 SH   SOLE   300,382 0 0
BALCHEM CORP COM 057665200 37,264 832,704 SH   SOLE   832,704 0 0
BALDWIN & LYONS INC CL B 057755209 8,536 351,558 SH   SOLE   351,558 0 0
BALL CORP COM 058498106 175,027 4,213,453 SH   SOLE   4,213,453 0 0
BALLANTYNE STRONG INC COM 058516105 998 236,516 SH   SOLE   236,516 0 0
BALLY TECHNOLOGIES INC COM 05874B107 68,277 1,210,164 SH   SOLE   1,210,164 0 0
BANCFIRST CORP COM 05945F103 11,543 247,970 SH   SOLE   247,970 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 5 391 SH   SOLE   391 0 0
BANCO DE CHILE SPONSORED ADR 059520106 15 176 SH   SOLE   176 0 0
BANCO MACRO SA SPON ADR B 05961W105 6,737 469,483 SH   SOLE   469,483 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 121 19,377 SH   SOLE   19,377 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 5,099 90,243 SH   SOLE   90,243 0 0
BANCORP INC DEL COM 05969A105 16,099 1,073,990 SH   SOLE   1,073,990 0 0
BANCORPSOUTH INC COM 059692103 48,287 2,728,097 SH   SOLE   2,728,097 0 0
BANK HAWAII CORP COM 062540109 62,620 1,244,445 SH   SOLE   1,244,445 0 0
BANK KY FINL CORP COM 062896105 2,244 78,912 SH   SOLE   78,912 0 0
BANK MUTUAL CORP NEW COM 063750103 8,639 1,531,747 SH   SOLE   1,531,747 0 0
BANK NEW YORK MELLON CORP COM 064058100 860,663 30,683,158 SH   SOLE   30,683,158 0 0
BANK OF AMERICA CORPORATION COM 060505104 3,656,202 284,308,083 SH   SOLE   99,999,999 0 0
BANK OF MARIN BANCORP COM 063425102 8,875 221,873 SH   SOLE   221,873 0 0
BANK OF THE OZARKS INC COM 063904106 36,164 834,620 SH   SOLE   834,620 0 0
BANKFINANCIAL CORP COM 06643P104 5,793 681,554 SH   SOLE   681,554 0 0
BANKRATE INC DEL COM 06647F102 27,573 1,920,130 SH   SOLE   1,920,130 0 0
BANKUNITED INC COM 06652K103 41,687 1,602,727 SH   SOLE   1,602,727 0 0
BANNER CORP COM NEW 06652V208 17,963 531,593 SH   SOLE   531,593 0 0
BAR HBR BANKSHARES COM 066849100 1,737 47,524 SH   SOLE   47,524 0 0
BARCLAYS PLC ADR 06738E204 3,196 186,700 SH   SOLE   186,700 0 0
BARD C R INC COM 067383109 223,096 2,052,781 SH   SOLE   2,052,781 0 0
BARNES & NOBLE INC COM 067774109 19,206 1,203,364 SH   SOLE   1,203,364 0 0
BARNES GROUP INC COM 067806109 41,313 1,377,554 SH   SOLE   1,377,554 0 0
BARNWELL INDS INC COM 068221100 264 83,953 SH   SOLE   83,953 0 0
BARRETT BILL CORP COM 06846N104 29,111 1,439,708 SH   SOLE   1,439,708 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 11,712 224,328 SH   SOLE   224,328 0 0
BARRY R G CORP OHIO COM 068798107 1,620 99,766 SH   SOLE   99,766 0 0
BASIC ENERGY SVCS INC NEW COM 06985P100 10,141 838,774 SH   SOLE   838,774 0 0
BASSETT FURNITURE INDS INC COM 070203104 6,579 423,655 SH   SOLE   423,655 0 0
BAXTER INTL INC COM 071813109 1,132,384 16,347,393 SH   SOLE   16,347,393 0 0
BAYTEX ENERGY CORP COM 07317Q105 220 6,104 SH   SOLE   6,104 0 0
BAZAARVOICE INC COM 073271108 11,890 1,261,155 SH   SOLE   1,261,155 0 0
BB&T CORP COM 054937107 635,867 18,768,213 SH   SOLE   18,768,213 0 0
BBCN BANCORP INC COM 073295107 32,603 2,292,757 SH   SOLE   2,292,757 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 1,450 389,880 SH   SOLE   389,880 0 0
BBX CAP CORP CL A PAR $0.01 05540P100 4,611 357,144 SH   SOLE   357,144 0 0
BCB BANCORP INC COM 055298103 585 55,512 SH   SOLE   55,512 0 0
BCE INC COM NEW 05534B760 2,094 51,060 SH   SOLE   51,060 0 0
BEACON ROOFING SUPPLY INC COM 073685109 49,900 1,317,325 SH   SOLE   1,317,325 0 0
BEAM INC COM 073730103 352,322 5,582,672 SH   SOLE   5,582,672 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 853 101,813 SH   SOLE   101,813 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 12,915 737,134 SH   SOLE   737,134 0 0
BEBE STORES INC COM 075571109 5,017 894,228 SH   SOLE   894,228 0 0
BECTON DICKINSON & CO COM 075887109 514,581 5,206,726 SH   SOLE   5,206,726 0 0
BED BATH & BEYOND INC COM 075896100 413,810 5,832,418 SH   SOLE   5,832,418 0 0
BEL FUSE INC CL B 077347300 5,020 373,236 SH   SOLE   373,236 0 0
BELDEN INC COM 077454106 60,347 1,208,626 SH   SOLE   1,208,626 0 0
BELO CORP COM SER A 080555105 37,076 2,657,768 SH   SOLE   2,657,768 0 0
BEMIS INC COM 081437105 115,547 2,952,135 SH   SOLE   2,952,135 0 0
BENCHMARK ELECTRS INC COM 08160H101 45,941 2,285,619 SH   SOLE   2,285,619 0 0
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 9,902 1,178,750 SH   SOLE   1,178,750 0 0
BERKLEY W R CORP COM 084423102 128,332 3,140,766 SH   SOLE   3,140,766 0 0
BERKSHIRE BANCORP INC DEL COM NEW 084597202 177 22,233 SH   SOLE   22,233 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5,260,853 47,005,479 SH   SOLE   47,005,479 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 21,322 768,086 SH   SOLE   768,086 0 0
BERRY PETE CO CL A 085789105 57,434 1,357,135 SH   SOLE   1,357,135 0 0
BERRY PLASTICS GROUP INC COM 08579W103 20,204 915,432 SH   SOLE   915,432 0 0
BEST BUY INC COM 086516101 211,579 7,741,649 SH   SOLE   7,741,649 0 0
BGC PARTNERS INC CL A 05541T101 18,935 3,214,695 SH   SOLE   3,214,695 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 102 1,766 SH   SOLE   1,766 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 17,728 807,656 SH   SOLE   807,656 0 0
BIG LOTS INC COM 089302103 51,906 1,646,256 SH   SOLE   1,646,256 0 0
BIGLARI HLDGS INC COM 08986R101 16,638 40,542 SH   SOLE   40,542 0 0
BIO RAD LABS INC CL A 090572207 71,598 638,129 SH   SOLE   638,129 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 19,580 681,056 SH   SOLE   681,056 0 0
BIOAMBER INC COM 09072Q106 4 565 SH   SOLE   565 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 1,790 1,154,701 SH   SOLE   1,154,701 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 4,930 1,214,388 SH   SOLE   1,214,388 0 0
BIOGEN IDEC INC COM 09062X103 1,360,952 6,324,126 SH   SOLE   6,324,126 0 0
BIOLASE INC COM 090911108 3,801 1,061,784 SH   SOLE   1,061,784 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 181,530 3,256,727 SH   SOLE   3,256,727 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 23,212 8,378,000 PRN   SOLE   8,378,000 0 0
BIOMED REALTY TRUST INC COM 09063H107 142,538 7,045,890 SH   SOLE   7,045,890 0 0
BIOSANTE PHARMACEUTICALS INC COM PAR $0.0001 09065V302 1,249 1,249,232 SH   SOLE   1,249,232 0 0
BIOSCRIP INC COM 09069N108 26,655 1,615,442 SH   SOLE   1,615,442 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 46 2,935 SH   SOLE   2,935 0 0
BIOTIME INC COM 09066L105 5,111 1,290,694 SH   SOLE   1,290,694 0 0
BJS RESTAURANTS INC COM 09180C106 25,634 690,948 SH   SOLE   690,948 0 0
BLACK BOX CORP DEL COM 091826107 13,138 518,893 SH   SOLE   518,893 0 0
BLACK DIAMOND INC COM 09202G101 2,471 263,168 SH   SOLE   263,168 0 0
BLACK HILLS CORP COM 092113109 74,002 1,517,993 SH   SOLE   1,517,993 0 0
BLACKBAUD INC COM 09227Q100 39,443 1,211,030 SH   SOLE   1,211,030 0 0
BLACKHAWK NETWORK HLDGS INC CL A 09238E104 4,519 194,771 SH   SOLE   194,771 0 0
BLACKROCK INC COM 09247X101 865,223 3,368,594 SH   SOLE   3,368,594 0 0
BLACKROCK KELSO CAPITAL CORP COM 092533108 7,965 850,992 SH   SOLE   850,992 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 118 4,793 SH   SOLE   4,793 0 0
BLDRS INDEX FDS TR EMER MK 50 ADR 09348R300 76 2,226 SH   SOLE   2,226 0 0
BLOCK H & R INC COM 093671105 198,495 7,152,986 SH   SOLE   7,152,986 0 0
BLOOMIN BRANDS INC COM 094235108 22,141 889,916 SH   SOLE   889,916 0 0
BLOUNT INTL INC NEW COM 095180105 16,987 1,437,139 SH   SOLE   1,437,139 0 0
BLUCORA INC COM 095229100 21,661 1,168,338 SH   SOLE   1,168,338 0 0
BLUE NILE INC COM 09578R103 17,102 452,684 SH   SOLE   452,684 0 0
BLUELINX HLDGS INC COM 09624H109 720 335,103 SH   SOLE   335,103 0 0
BLYTH INC COM NEW 09643P207 4,465 319,851 SH   SOLE   319,851 0 0
BMC SOFTWARE INC COM 055921100 165,835 3,674,606 SH   SOLE   3,674,606 0 0
BNC BANCORP COM 05566T101 1,941 169,969 SH   SOLE   169,969 0 0
BOB EVANS FARMS INC COM 096761101 40,650 865,260 SH   SOLE   865,260 0 0
BODY CENT CORP COM 09689U102 8,586 644,613 SH   SOLE   644,613 0 0
BOEING CO COM 097023105 1,881,634 18,368,156 SH   SOLE   18,368,156 0 0
BOFI HLDG INC COM 05566U108 6,926 151,163 SH   SOLE   151,163 0 0
BOINGO WIRELESS INC COM 09739C102 1,351 217,498 SH   SOLE   217,498 0 0
BOISE CASCADE CO DEL COM 09739D100 9,426 370,966 SH   SOLE   370,966 0 0
BOISE INC COM 09746Y105 30,651 3,589,070 SH   SOLE   3,589,070 0 0
BOK FINL CORP COM NEW 05561Q201 51,220 799,688 SH   SOLE   799,688 0 0
BOLT TECHNOLOGY CORP COM 097698104 5,915 346,286 SH   SOLE   346,286 0 0
BON-TON STORES INC COM 09776J101 7,142 395,651 SH   SOLE   395,651 0 0
BONANZA CREEK ENERGY INC COM 097793103 34,020 959,392 SH   SOLE   959,392 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 5,381 309,595 SH   SOLE   309,595 0 0
BORGWARNER INC COM 099724106 269,631 3,129,784 SH   SOLE   3,129,784 0 0
BOSTON BEER INC CL A 100557107 36,012 211,038 SH   SOLE   211,038 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 24,751 2,326,210 SH   SOLE   2,326,210 0 0
BOSTON PROPERTIES INC COM 101121101 588,500 5,579,784 SH   SOLE   5,579,784 0 0
BOSTON SCIENTIFIC CORP COM 101137107 341,438 36,832,587 SH   SOLE   36,832,587 0 0
BOTTOMLINE TECH DEL INC COM 101388106 26,296 1,039,771 SH   SOLE   1,039,771 0 0
BOULDER BRANDS INC COM 101405108 22,649 1,879,598 SH   SOLE   1,879,598 0 0
BOVIE MEDICAL CORP COM 10211F100 47 15,898 SH   SOLE   15,898 0 0
BOX SHIPS INCORPORATED SHS Y09675102 49 12,831 SH   SOLE   12,831 0 0
BOYD GAMING CORP COM 103304101 18,119 1,603,413 SH   SOLE   1,603,413 0 0
BP PLC SPONSORED ADR 055622104 611 14,629 SH   SOLE   14,629 0 0
BPZ RESOURCES INC COM 055639108 8,752 4,889,353 SH   SOLE   4,889,353 0 0
BRADY CORP CL A 104674106 39,573 1,287,767 SH   SOLE   1,287,767 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 72,797 5,384,388 SH   SOLE   5,384,388 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 11,038 619,442 SH   SOLE   619,442 0 0
BRE PROPERTIES INC CL A 05564E106 145,456 2,907,955 SH   SOLE   2,907,955 0 0
BRF SA SPONSORED ADR 10552T107 12,133 558,851 SH   SOLE   558,851 0 0
BRIDGE BANCORP INC COM 108035106 2,873 127,699 SH   SOLE   127,699 0 0
BRIDGE CAP HLDGS COM 108030107 1,635 103,102 SH   SOLE   103,102 0 0
BRIDGEPOINT ED INC COM 10807M105 6,458 530,220 SH   SOLE   530,220 0 0
BRIGGS & STRATTON CORP COM 109043109 28,717 1,450,344 SH   SOLE   1,450,344 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 14,298 411,916 SH   SOLE   411,916 0 0
BRIGHTCOVE INC COM 10921T101 2,680 305,952 SH   SOLE   305,952 0 0
BRINKER INTL INC COM 109641100 75,487 1,914,446 SH   SOLE   1,914,446 0 0
BRINKS CO COM 109696104 36,193 1,418,784 SH   SOLE   1,418,784 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,916,628 42,887,183 SH   SOLE   42,887,183 0 0
BRISTOW GROUP INC COM 110394103 62,831 961,900 SH   SOLE   961,900 0 0
BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 178 151,000 PRN   SOLE   151,000 0 0
BROADCOM CORP CL A 111320107 474,639 14,044,649 SH   SOLE   14,044,649 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 85,848 3,229,803 SH   SOLE   3,229,803 0 0
BROADSOFT INC COM 11133B409 21,070 763,405 SH   SOLE   763,405 0 0
BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 1,021 1,000,000 PRN   SOLE   1,000,000 0 0
BROADVISION INC COM PAR $.001 111412706 16 1,860 SH   SOLE   1,860 0 0
BROADWIND ENERGY INC COM NEW 11161T207 961 201,049 SH   SOLE   201,049 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 63,844 11,084,047 SH   SOLE   11,084,047 0 0
BROOKDALE SR LIVING INC COM 112463104 62,043 2,346,553 SH   SOLE   2,346,553 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 270 229,000 PRN   SOLE   229,000 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 553 15,365 SH   SOLE   15,365 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 19,931 2,296,233 SH   SOLE   2,296,233 0 0
BROOKS AUTOMATION INC COM 114340102 17,407 1,789,046 SH   SOLE   1,789,046 0 0
BROWN & BROWN INC COM 115236101 103,179 3,200,352 SH   SOLE   3,200,352 0 0
BROWN FORMAN CORP CL B 115637209 268,313 3,972,070 SH   SOLE   3,972,070 0 0
BROWN SHOE INC NEW COM 115736100 24,555 1,140,484 SH   SOLE   1,140,484 0 0
BRT RLTY TR SH BEN INT NEW 055645303 2,709 387,013 SH   SOLE   387,013 0 0
BRUKER CORP COM 116794108 39,953 2,473,845 SH   SOLE   2,473,845 0 0
BRUNSWICK CORP COM 117043109 78,374 2,453,031 SH   SOLE   2,453,031 0 0
BRYN MAWR BK CORP COM 117665109 10,893 455,193 SH   SOLE   455,193 0 0
BSQUARE CORP COM NEW 11776U300 701 254,884 SH   SOLE   254,884 0 0
BTU INTL INC COM 056032105 34 14,328 SH   SOLE   14,328 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 39,781 1,074,012 SH   SOLE   1,074,012 0 0
BUCKLE INC COM 118440106 41,812 803,761 SH   SOLE   803,761 0 0
BUFFALO WILD WINGS INC COM 119848109 50,671 515,791 SH   SOLE   515,791 0 0
BUILD A BEAR WORKSHOP COM 120076104 170 28,060 SH   SOLE   28,060 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 4,008 670,274 SH   SOLE   670,274 0 0
BUNGE LIMITED COM G16962105 240,915 3,404,190 SH   SOLE   3,404,190 0 0
BURGER KING WORLDWIDE INC COM 121220107 34,507 1,768,691 SH   SOLE   1,768,691 0 0
C & F FINL CORP COM 12466Q104 2,061 36,983 SH   SOLE   36,983 0 0
C D I CORP COM 125071100 6,349 448,389 SH   SOLE   448,389 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 244,899 4,349,121 SH   SOLE   4,349,121 0 0
C&J ENERGY SVCS INC COM 12467B304 24,342 1,256,665 SH   SOLE   1,256,665 0 0
CA INC COM 12673P105 250,240 8,743,526 SH   SOLE   8,743,526 0 0
CABELAS INC COM 126804301 83,247 1,285,468 SH   SOLE   1,285,468 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 95,745 5,692,360 SH   SOLE   5,692,360 0 0
CABOT CORP COM 127055101 60,913 1,627,826 SH   SOLE   1,627,826 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 21,077 638,504 SH   SOLE   638,504 0 0
CABOT OIL & GAS CORP COM 127097103 400,644 5,641,287 SH   SOLE   5,641,287 0 0
CACHE INC COM NEW 127150308 2,519 566,093 SH   SOLE   566,093 0 0
CACI INTL INC CL A 127190304 38,641 608,621 SH   SOLE   608,621 0 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 21,093 17,614,000 PRN   SOLE   17,614,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 108,202 7,472,501 SH   SOLE   7,472,501 0 0
CADENCE DESIGN SYSTEM INC NOTE 1.500%12/1 127387AF5 4,298 4,314,000 PRN   SOLE   4,314,000 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 35,676 18,366,000 PRN   SOLE   18,366,000 0 0
CADENCE PHARMACEUTICALS INC COM 12738T100 12,409 1,819,557 SH   SOLE   1,819,557 0 0
CADIZ INC COM NEW 127537207 122 26,543 SH   SOLE   26,543 0 0
CAESARS ENTMT CORP COM 127686103 6,436 469,747 SH   SOLE   469,747 0 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 270 9,914 SH   SOLE   9,914 0 0
CAFEPRESS INC COM 12769A103 525 83,795 SH   SOLE   83,795 0 0
CAI INTERNATIONAL INC COM 12477X106 5,161 218,954 SH   SOLE   218,954 0 0
CAL DIVE INTL INC DEL COM 12802T101 5,514 2,933,146 SH   SOLE   2,933,146 0 0
CAL MAINE FOODS INC COM NEW 128030202 17,358 373,209 SH   SOLE   373,209 0 0
CALAMOS ASSET MGMT INC CL A 12811R104 8,483 807,865 SH   SOLE   807,865 0 0
CALAMP CORP COM 128126109 14,928 1,022,467 SH   SOLE   1,022,467 0 0
CALAVO GROWERS INC COM 128246105 10,624 390,723 SH   SOLE   390,723 0 0
CALGON CARBON CORP COM 129603106 24,996 1,498,556 SH   SOLE   1,498,556 0 0
CALIFORNIA FIRST NTNL BANCOR COM 130222102 369 22,371 SH   SOLE   22,371 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 26,032 1,334,285 SH   SOLE   1,334,285 0 0
CALIX INC COM 13100M509 17,629 1,745,448 SH   SOLE   1,745,448 0 0
CALLAWAY GOLF CO COM 131193104 12,876 1,956,914 SH   SOLE   1,956,914 0 0
CALLIDUS SOFTWARE INC COM 13123E500 8,451 1,282,377 SH   SOLE   1,282,377 0 0
CALLON PETE CO DEL COM 13123X102 6,497 1,927,848 SH   SOLE   1,927,848 0 0
CALPINE CORP COM NEW 131347304 193,373 9,108,482 SH   SOLE   9,108,482 0 0
CAMBIUM LEARNING GRP INC COM 13201A107 461 365,617 SH   SOLE   365,617 0 0
CAMBREX CORP COM 132011107 14,271 1,021,579 SH   SOLE   1,021,579 0 0
CAMCO FINL CORP COM 132618109 205 62,609 SH   SOLE   62,609 0 0
CAMDEN NATL CORP COM 133034108 10,094 284,577 SH   SOLE   284,577 0 0
CAMDEN PPTY TR SH BEN INT 133131102 223,195 3,228,157 SH   SOLE   3,228,157 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 397,399 6,497,694 SH   SOLE   6,497,694 0 0
CAMPBELL SOUP CO COM 134429109 216,899 4,842,581 SH   SOLE   4,842,581 0 0
CAMPUS CREST CMNTYS INC COM 13466Y105 19,500 1,689,760 SH   SOLE   1,689,760 0 0
CANADIAN NAT RES LTD COM 136385101 593 20,968 SH   SOLE   20,968 0 0
CANADIAN NATL RY CO COM 136375102 527 5,421 SH   SOLE   5,421 0 0
CANADIAN PAC RY LTD COM 13645T100 268 2,209 SH   SOLE   2,209 0 0
CANTEL MEDICAL CORP COM 138098108 21,142 624,212 SH   SOLE   624,212 0 0
CANTERBURY PARK HOLDING CORP COM 13811E101 4 449 SH   SOLE   449 0 0
CAPE BANCORP INC COM 139209100 465 48,968 SH   SOLE   48,968 0 0
CAPELLA EDUCATION COMPANY COM 139594105 13,378 321,212 SH   SOLE   321,212 0 0
CAPITAL BK FINL CORP CL A COM 139794101 14,387 756,423 SH   SOLE   756,423 0 0
CAPITAL CITY BK GROUP INC COM 139674105 4,744 411,486 SH   SOLE   411,486 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,039,325 16,547,122 SH   SOLE   16,547,122 0 0
CAPITAL SOUTHWEST CORP COM 140501107 12,354 89,635 SH   SOLE   89,635 0 0
CAPITAL SR LIVING CORP COM 140475104 19,536 817,411 SH   SOLE   817,411 0 0
CAPITALSOURCE INC COM 14055X102 44,122 4,703,871 SH   SOLE   4,703,871 0 0
CAPITOL FED FINL INC COM 14057J101 49,383 4,066,088 SH   SOLE   4,066,088 0 0
CAPLEASE INC COM 140288101 27,144 3,216,095 SH   SOLE   3,216,095 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 31,690 2,619,014 SH   SOLE   2,619,014 0 0
CAPSTONE TURBINE CORP COM 14067D102 10,878 9,297,011 SH   SOLE   9,297,011 0 0
CARBO CERAMICS INC COM 140781105 39,465 585,272 SH   SOLE   585,272 0 0
CARBONITE INC COM 141337105 1,569 126,642 SH   SOLE   126,642 0 0
CARDINAL FINL CORP COM 14149F109 13,841 945,456 SH   SOLE   945,456 0 0
CARDINAL HEALTH INC COM 14149Y108 542,455 11,492,689 SH   SOLE   11,492,689 0 0
CARDIONET INC COM 14159L103 3,915 663,624 SH   SOLE   663,624 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 6,914 326,127 SH   SOLE   326,127 0 0
CARDTRONICS INC COM 14161H108 34,917 1,265,099 SH   SOLE   1,265,099 0 0
CAREER EDUCATION CORP COM 141665109 5,355 1,846,638 SH   SOLE   1,846,638 0 0
CAREFUSION CORP COM 14170T101 215,309 5,842,845 SH   SOLE   5,842,845 0 0
CARLISLE COS INC COM 142339100 107,031 1,717,711 SH   SOLE   1,717,711 0 0
CARMAX INC COM 143130102 279,126 6,046,924 SH   SOLE   6,046,924 0 0
CARMIKE CINEMAS INC COM 143436400 4,764 246,087 SH   SOLE   246,087 0 0
CARNIVAL CORP PAIRED CTF 143658300 395,266 11,527,143 SH   SOLE   11,527,143 0 0
CAROLINA BK HLDGS INC GREENS COM 143785103 116 9,500 SH   SOLE   9,500 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 55,150 1,223,653 SH   SOLE   1,223,653 0 0
CARRIAGE SVCS INC COM 143905107 7,850 463,154 SH   SOLE   463,154 0 0
CARRIZO OIL & GAS INC COM 144577103 30,692 1,083,389 SH   SOLE   1,083,389 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 1,619 250,639 SH   SOLE   250,639 0 0
CARTER INC COM 146229109 105,472 1,423,954 SH   SOLE   1,423,954 0 0
CASCADE BANCORP COM NEW 147154207 739 118,929 SH   SOLE   118,929 0 0
CASCADE MICROTECH INC COM 147322101 935 140,653 SH   SOLE   140,653 0 0
CASELLA WASTE SYS INC CL A 147448104 5,968 1,384,794 SH   SOLE   1,384,794 0 0
CASEYS GEN STORES INC COM 147528103 60,997 1,013,918 SH   SOLE   1,013,918 0 0
CASH AMER INTL INC COM 14754D100 35,754 786,502 SH   SOLE   786,502 0 0
CASS INFORMATION SYS INC COM 14808P109 13,156 285,369 SH   SOLE   285,369 0 0
CASTLE A M & CO COM 148411101 8,628 547,464 SH   SOLE   547,464 0 0
CATAMARAN CORP COM 148887102 86,956 1,783,337 SH   SOLE   1,783,337 0 0
CATERPILLAR INC DEL COM 149123101 1,412,602 17,124,526 SH   SOLE   17,124,526 0 0
CATHAY GENERAL BANCORP COM 149150104 46,112 2,265,936 SH   SOLE   2,265,936 0 0
CATO CORP NEW CL A 149205106 18,363 735,687 SH   SOLE   735,687 0 0
CAVCO INDS INC DEL COM 149568107 11,691 231,732 SH   SOLE   231,732 0 0
CAVIUM INC COM 14964U108 50,431 1,425,815 SH   SOLE   1,425,815 0 0
CBEYOND INC COM 149847105 6,967 888,630 SH   SOLE   888,630 0 0
CBIZ INC COM 124805102 9,847 1,467,561 SH   SOLE   1,467,561 0 0
CBL & ASSOC PPTYS INC COM 124830100 135,486 6,325,189 SH   SOLE   6,325,189 0 0
CBOE HLDGS INC COM 12503M108 108,978 2,336,585 SH   SOLE   2,336,585 0 0
CBRE GROUP INC CL A 12504L109 180,479 7,725,968 SH   SOLE   7,725,968 0 0
CBS CORP NEW CL B 124857202 759,695 15,545,215 SH   SOLE   15,545,215 0 0
CCA INDS INC COM 124867102 22 6,759 SH   SOLE   6,759 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 92 1,299 SH   SOLE   1,299 0 0
CEC ENTMT INC COM 125137109 21,605 526,431 SH   SOLE   526,431 0 0
CECO ENVIRONMENTAL CORP COM 125141101 1,234 100,294 SH   SOLE   100,294 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 13,816 2,667,205 SH   SOLE   2,667,205 0 0
CEL-SCI CORP COM NEW 150837409 633 2,968,691 SH   SOLE   2,968,691 0 0
CELADON GROUP INC COM 150838100 12,160 666,289 SH   SOLE   666,289 0 0
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CELGENE CORP COM 151020104 1,376,626 11,768,047 SH   SOLE   11,768,047 0 0
CELL THERAPEUTICS INC COM NPV NEW 2012 150934883 3,575 3,405,074 SH   SOLE   3,405,074 0 0
CELLCOM ISRAEL LTD SHS M2196U109 642 69,517 SH   SOLE   69,517 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 35,385 2,266,825 SH   SOLE   2,266,825 0 0
CELSION CORPORATION COM NEW 15117N305 1,865 1,828,902 SH   SOLE   1,828,902 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 37,094 32,432,000 PRN   SOLE   32,432,000 0 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 56,206 46,308,000 PRN   SOLE   46,308,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 13,637 11,070,000 PRN   SOLE   11,070,000 0 0
CEMPRA INC COM 15130J109 1,084 139,486 SH   SOLE   139,486 0 0
CENTENE CORP DEL COM 15135B101 75,471 1,438,643 SH   SOLE   1,438,643 0 0
CENTER BANCORP INC COM 151408101 1,967 155,021 SH   SOLE   155,021 0 0
CENTERPOINT ENERGY INC COM 15189T107 292,605 12,456,576 SH   SOLE   12,456,576 0 0
CENTERSTATE BANKS INC COM 15201P109 8,564 986,612 SH   SOLE   986,612 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 3,474 1,049,433 SH   SOLE   1,049,433 0 0
CENTRAL GARDEN & PET CO COM 153527106 1,964 276,660 SH   SOLE   276,660 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 9,878 1,431,623 SH   SOLE   1,431,623 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 9,858 547,658 SH   SOLE   547,658 0 0
CENTURY ALUM CO COM 156431108 13,687 1,474,919 SH   SOLE   1,474,919 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 2,383 68,082 SH   SOLE   68,082 0 0
CENTURY CASINOS INC COM 156492100 1,896 547,956 SH   SOLE   547,956 0 0
CENTURYLINK INC COM 156700106 563,986 15,954,348 SH   SOLE   15,954,348 0 0
CENVEO INC COM 15670S105 6,088 2,858,276 SH   SOLE   2,858,276 0 0
CEPHEID COM 15670R107 63,883 1,855,989 SH   SOLE   1,855,989 0 0
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CERUS CORP COM 157085101 9,912 2,242,552 SH   SOLE   2,242,552 0 0
CEVA INC COM 157210105 14,081 727,318 SH   SOLE   727,318 0 0
CF INDS HLDGS INC COM 125269100 307,926 1,795,485 SH   SOLE   1,795,485 0 0
CFS BANCORP INC COM 12525D102 1,384 129,090 SH   SOLE   129,090 0 0
CGG SPONSORED ADR 12531Q105 390 17,837 SH   SOLE   17,837 0 0
CHAMBERS STR PPTYS COM 157842105 30,065 3,006,480 SH   SOLE   3,006,480 0 0
CHANNELADVISOR CORP COM 159179100 2,744 174,468 SH   SOLE   174,468 0 0
CHANTICLEER HLDGS INC COM PAR $.0001 N 15930P404 134 44,640 SH   SOLE   44,640 0 0
CHARLES & COLVARD LTD COM 159765106 11 2,795 SH   SOLE   2,795 0 0
CHARLES RIV LABS INTL INC COM 159864107 54,552 1,329,573 SH   SOLE   1,329,573 0 0
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CHART INDS INC NOTE 2.000% 8/0 16115QAC4 22,491 15,000,000 PRN   SOLE   15,000,000 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 191,861 1,549,139 SH   SOLE   1,549,139 0 0
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CHASE CORP COM 16150R104 4,592 205,353 SH   SOLE   205,353 0 0
CHATHAM LODGING TR COM 16208T102 8,248 480,101 SH   SOLE   480,101 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 8,374 168,563 SH   SOLE   168,563 0 0
CHECKPOINT SYS INC COM 162825103 18,612 1,311,615 SH   SOLE   1,311,615 0 0
CHEESECAKE FACTORY INC COM 163072101 63,591 1,518,054 SH   SOLE   1,518,054 0 0
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CHELSEA THERAPEUTICS INTL LT COM 163428105 5,781 2,513,693 SH   SOLE   2,513,693 0 0
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CHEMICAL FINL CORP COM 163731102 23,732 913,131 SH   SOLE   913,131 0 0
CHEMOCENTRYX INC COM 16383L106 4,050 286,439 SH   SOLE   286,439 0 0
CHEMTURA CORP COM NEW 163893209 52,075 2,565,295 SH   SOLE   2,565,295 0 0
CHEMUNG FINL CORP COM 164024101 1,025 30,595 SH   SOLE   30,595 0 0
CHENIERE ENERGY INC COM NEW 16411R208 160,588 5,784,875 SH   SOLE   5,784,875 0 0
CHEROKEE INC DEL NEW COM 16444H102 4,559 356,703 SH   SOLE   356,703 0 0
CHESAPEAKE ENERGY CORP COM 165167107 287,635 14,113,571 SH   SOLE   14,113,571 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 1,658 1,928,000 PRN   SOLE   1,928,000 0 0
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CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 25,527 27,302,000 PRN   SOLE   27,302,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 17,153 22,947,000 PRN   SOLE   22,947,000 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 26,609 1,279,888 SH   SOLE   1,279,888 0 0
CHESAPEAKE UTILS CORP COM 165303108 18,550 360,270 SH   SOLE   360,270 0 0
CHEVRON CORP NEW COM 166764100 6,163,372 52,081,901 SH   SOLE   52,081,901 0 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 127,034 2,129,302 SH   SOLE   2,129,302 0 0
CHICAGO RIVET & MACH CO COM 168088102 2 77 SH   SOLE   77 0 0
CHICOPEE BANCORP INC COM 168565109 336 19,907 SH   SOLE   19,907 0 0
CHICOS FAS INC COM 168615102 78,911 4,625,474 SH   SOLE   4,625,474 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 35,436 646,640 SH   SOLE   646,640 0 0
CHIMERA INVT CORP COM 16934Q109 75,824 25,274,711 SH   SOLE   25,274,711 0 0
CHIMERIX INC COM 16934W106 2,075 85,602 SH   SOLE   85,602 0 0
CHINA BIOLOGIC PRODS INC COM 16938C106 2,560 110,403 SH   SOLE   110,403 0 0
CHINA CERAMICS CO LTD SHS G2113X100 2 1,100 SH   SOLE   1,100 0 0
CHINA CORD BLOOD CORP SHS G21107100 284 100,986 SH   SOLE   100,986 0 0
CHINA GREEN AGRICULTURE INC COM 16943W105 44 15,714 SH   SOLE   15,714 0 0
CHINA HOUSING & LAND DEV INC COM 16939V103 122 70,396 SH   SOLE   70,396 0 0
CHINA INFORMATION TECHNOLOGY COM G21174100 149 60,258 SH   SOLE   60,258 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 63 686 SH   SOLE   686 0 0
CHINDEX INTERNATIONAL INC COM 169467107 7,360 453,769 SH   SOLE   453,769 0 0
CHIPMOS TECH BERMUDA LTD SHS G2110R114 955 49,376 SH   SOLE   49,376 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 302,477 830,183 SH   SOLE   830,183 0 0
CHIQUITA BRANDS INTL INC COM 170032809 14,742 1,350,026 SH   SOLE   1,350,026 0 0
CHOICE HOTELS INTL INC COM 169905106 29,923 753,909 SH   SOLE   753,909 0 0
CHRISTOPHER & BANKS CORP COM 171046105 8,385 1,244,037 SH   SOLE   1,244,037 0 0
CHUBB CORP COM 171232101 586,493 6,928,446 SH   SOLE   6,928,446 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 408 12,704 SH   SOLE   12,704 0 0
CHURCH & DWIGHT INC COM 171340102 240,978 3,905,009 SH   SOLE   3,905,009 0 0
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CIENA CORP COM NEW 171779309 59,856 3,080,612 SH   SOLE   3,080,612 0 0
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CIGNA CORPORATION COM 125509109 561,206 7,741,844 SH   SOLE   7,741,844 0 0
CIMAREX ENERGY CO COM 171798101 147,725 2,273,039 SH   SOLE   2,273,039 0 0
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CINTAS CORP COM 172908105 129,817 2,850,617 SH   SOLE   2,850,617 0 0
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CIRRUS LOGIC INC COM 172755100 30,355 1,748,554 SH   SOLE   1,748,554 0 0
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CIT GROUP INC COM NEW 125581801 242,039 5,190,638 SH   SOLE   5,190,638 0 0
CITI TRENDS INC COM 17306X102 6,682 459,893 SH   SOLE   459,893 0 0
CITIGROUP INC COM NEW 172967424 4,081,890 85,092,553 SH   SOLE   85,092,553 0 0
CITIZENS & NORTHN CORP COM 172922106 8,208 424,838 SH   SOLE   424,838 0 0
CITIZENS INC CL A 174740100 7,996 1,337,094 SH   SOLE   1,337,094 0 0
CITRIX SYS INC COM 177376100 317,419 5,258,762 SH   SOLE   5,258,762 0 0
CITY HLDG CO COM 177835105 19,004 487,906 SH   SOLE   487,906 0 0
CITY NATL CORP COM 178566105 84,387 1,331,649 SH   SOLE   1,331,649 0 0
CLARCOR INC COM 179895107 74,921 1,435,002 SH   SOLE   1,435,002 0 0
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CLEAN ENERGY FUELS CORP COM 184499101 25,585 1,938,262 SH   SOLE   1,938,262 0 0
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CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 7,905 1,059,598 SH   SOLE   1,059,598 0 0
CLEARFIELD INC COM 18482P103 2,612 277,244 SH   SOLE   277,244 0 0
CLEARONE INC COM 18506U104 859 100,988 SH   SOLE   100,988 0 0
CLEARWATER PAPER CORP COM 18538R103 29,925 635,898 SH   SOLE   635,898 0 0
CLEARWIRE CORP NEW CL A 18538Q105 57,802 11,571,936 SH   SOLE   11,571,936 0 0
CLECO CORP NEW COM 12561W105 82,533 1,777,569 SH   SOLE   1,777,569 0 0
CLIFFS NAT RES INC COM 18683K101 67,393 4,147,247 SH   SOLE   4,147,247 0 0
CLIFTON SVGS BANCORP INC COM 18712Q103 909 76,747 SH   SOLE   76,747 0 0
CLOROX CO DEL COM 189054109 294,519 3,542,450 SH   SOLE   3,542,450 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 27,182 1,649,388 SH   SOLE   1,649,388 0 0
CLOVIS ONCOLOGY INC COM 189464100 17,826 266,134 SH   SOLE   266,134 0 0
CME GROUP INC COM 12572Q105 624,315 8,220,084 SH   SOLE   8,220,084 0 0
CMS ENERGY CORP COM 125896100 215,982 7,949,278 SH   SOLE   7,949,278 0 0
CNA FINL CORP COM 126117100 44,672 1,369,453 SH   SOLE   1,369,453 0 0
CNB FINL CORP PA COM 126128107 2,804 165,549 SH   SOLE   165,549 0 0
CNH GLOBAL N V SHS NEW N20935206 22,692 544,685 SH   SOLE   544,685 0 0
CNO FINL GROUP INC COM 12621E103 76,712 5,919,166 SH   SOLE   5,919,166 0 0
CNOOC LTD SPONSORED ADR 126132109 1,667 9,955 SH   SOLE   9,955 0 0
COACH INC COM 189754104 432,714 7,579,506 SH   SOLE   7,579,506 0 0
COBALT INTL ENERGY INC COM 19075F106 171,178 6,442,513 SH   SOLE   6,442,513 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 668 630,000 PRN   SOLE   630,000 0 0
COBIZ FINANCIAL INC COM 190897108 10,033 1,208,835 SH   SOLE   1,208,835 0 0
COBRA ELECTRS CORP COM 191042100 5 1,639 SH   SOLE   1,639 0 0
COCA COLA BOTTLING CO CONS COM 191098102 10,056 164,448 SH   SOLE   164,448 0 0
COCA COLA CO COM 191216100 4,067,130 101,399,408 SH   SOLE   99,999,999 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 297,086 8,449,546 SH   SOLE   8,449,546 0 0
COCA-COLA HBC AG SPONSORED ADR 191223106 34,143 1,460,331 SH   SOLE   1,460,331 0 0
CODEXIS INC COM 192005106 2,027 917,222 SH   SOLE   917,222 0 0
CODORUS VY BANCORP INC COM 192025104 142 8,176 SH   SOLE   8,176 0 0
COEUR MNG INC COM NEW 192108504 38,994 2,931,896 SH   SOLE   2,931,896 0 0
COFFEE HLDGS INC COM 192176105 176 29,288 SH   SOLE   29,288 0 0
COGENT COMM GROUP INC COM NEW 19239V302 35,726 1,269,125 SH   SOLE   1,269,125 0 0
COGNEX CORP COM 192422103 50,144 1,108,897 SH   SOLE   1,108,897 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 563,683 8,998,770 SH   SOLE   8,998,770 0 0
COGO GROUP INC ORD SHS G22538105 1,130 556,776 SH   SOLE   556,776 0 0
COHEN & STEERS INC COM 19247A100 16,989 499,960 SH   SOLE   499,960 0 0
COHERENT INC COM 192479103 36,090 655,354 SH   SOLE   655,354 0 0
COHU INC COM 192576106 8,897 711,752 SH   SOLE   711,752 0 0
COINSTAR INC COM 19259P300 48,996 834,974 SH   SOLE   834,974 0 0
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COLDWATER CREEK INC COM NEW 193068202 1,379 551,564 SH   SOLE   551,564 0 0
COLEMAN CABLE INC COM 193459302 2,353 130,312 SH   SOLE   130,312 0 0
COLFAX CORP COM 194014106 108,618 2,084,402 SH   SOLE   2,084,402 0 0
COLGATE PALMOLIVE CO COM 194162103 1,370,364 23,919,773 SH   SOLE   23,919,773 0 0
COLLABRX INC COM 19422J108 97 28,586 SH   SOLE   28,586 0 0
COLLECTORS UNIVERSE INC COM NEW 19421R200 2,109 159,164 SH   SOLE   159,164 0 0
COLONIAL PPTYS TR COM SH BEN INT 195872106 77,756 3,223,719 SH   SOLE   3,223,719 0 0
COLONY FINL INC COM 19624R106 38,104 1,915,752 SH   SOLE   1,915,752 0 0
COLUMBIA BKG SYS INC COM 197236102 34,252 1,438,553 SH   SOLE   1,438,553 0 0
COLUMBIA LABS INC COM 197779101 798 1,234,989 SH   SOLE   1,234,989 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 20,164 321,852 SH   SOLE   321,852 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 13,649 640,203 SH   SOLE   640,203 0 0
COMCAST CORP NEW CL A 20030N101 3,045,626 72,949,119 SH   SOLE   72,949,119 0 0
COMCAST CORP NEW CL A SPL 20030N200 83,841 2,113,456 SH   SOLE   2,113,456 0 0
COMERICA INC COM 200340107 209,316 5,255,244 SH   SOLE   5,255,244 0 0
COMFORT SYS USA INC COM 199908104 16,180 1,084,423 SH   SOLE   1,084,423 0 0
COMMERCE BANCSHARES INC COM 200525103 94,008 2,158,630 SH   SOLE   2,158,630 0 0
COMMERCIAL METALS CO COM 201723103 51,145 3,462,746 SH   SOLE   3,462,746 0 0
COMMERCIAL VEH GROUP INC COM 202608105 2,439 327,010 SH   SOLE   327,010 0 0
COMMONWEALTH REIT COM SH BEN INT 203233101 108,593 4,696,909 SH   SOLE   4,696,909 0 0
COMMUNICATIONS SYS INC COM 203900105 825 85,723 SH   SOLE   85,723 0 0
COMMUNITY BK SYS INC COM 203607106 35,076 1,136,971 SH   SOLE   1,136,971 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 125,559 2,678,301 SH   SOLE   2,678,301 0 0
COMMUNITY TR BANCORP INC COM 204149108 16,547 464,541 SH   SOLE   464,541 0 0
COMMUNITY WEST BANCSHARES COM 204157101 18 3,856 SH   SOLE   3,856 0 0
COMMVAULT SYSTEMS INC COM 204166102 101,394 1,336,065 SH   SOLE   1,336,065 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 35,473 780,309 SH   SOLE   780,309 0 0
COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 90 2,445 SH   SOLE   2,445 0 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 115 3,085 SH   SOLE   3,085 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 10,057 1,121,157 SH   SOLE   1,121,157 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 449 36,173 SH   SOLE   36,173 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 464 16,228 SH   SOLE   16,228 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 40,953 2,774,620 SH   SOLE   2,774,620 0 0
COMPASS MINERALS INTL INC COM 20451N101 74,349 879,558 SH   SOLE   879,558 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 3,266 8,128,000 PRN   SOLE   8,128,000 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 15,272 310,783 SH   SOLE   310,783 0 0
COMPUTER SCIENCES CORP COM 205363104 213,704 4,882,441 SH   SOLE   4,882,441 0 0
COMPUTER TASK GROUP INC COM 205477102 11,187 487,006 SH   SOLE   487,006 0 0
COMPUWARE CORP COM 205638109 58,594 5,666,691 SH   SOLE   5,666,691 0 0
COMPX INTERNATIONAL INC CL A 20563P101 904 64,757 SH   SOLE   64,757 0 0
COMSCORE INC COM 20564W105 24,339 997,908 SH   SOLE   997,908 0 0
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COMSTOCK RES INC COM NEW 205768203 20,932 1,330,693 SH   SOLE   1,330,693 0 0
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COMTECH TELECOMMUNICATIONS C NOTE 3.000% 5/0 205826AF7 2,008 1,966,000 PRN   SOLE   1,966,000 0 0
COMVERSE INC COM 20585P105 17,659 595,338 SH   SOLE   595,338 0 0
CON-WAY INC COM 205944101 63,660 1,633,989 SH   SOLE   1,633,989 0 0
CONAGRA FOODS INC COM 205887102 390,413 11,177,002 SH   SOLE   11,177,002 0 0
CONCHO RES INC COM 20605P101 202,814 2,422,533 SH   SOLE   2,422,533 0 0
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CONMED CORP COM 207410101 24,730 791,598 SH   SOLE   791,598 0 0
CONNECTICUT WTR SVC INC COM 207797101 12,172 424,125 SH   SOLE   424,125 0 0
CONNECTONE BANCORP INC COM 20786U101 589 19,169 SH   SOLE   19,169 0 0
CONNS INC COM 208242107 31,539 609,325 SH   SOLE   609,325 0 0
CONOCOPHILLIPS COM 20825C104 2,029,708 33,548,893 SH   SOLE   33,548,893 0 0
CONSOL ENERGY INC COM 20854P109 162,890 6,010,709 SH   SOLE   6,010,709 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 19,756 1,134,776 SH   SOLE   1,134,776 0 0
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CONSOLIDATED TOMOKA LD CO COM 210226106 7,541 197,614 SH   SOLE   197,614 0 0
CONSOLIDATED WATER CO INC ORD G23773107 1,820 159,273 SH   SOLE   159,273 0 0
CONSTANT CONTACT INC COM 210313102 15,651 973,957 SH   SOLE   973,957 0 0
CONSTELLATION BRANDS INC CL A 21036P108 209,881 4,026,886 SH   SOLE   4,026,886 0 0
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CONTANGO OIL & GAS COMPANY COM NEW 21075N204 12,810 379,565 SH   SOLE   379,565 0 0
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CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 16,792 9,962,000 PRN   SOLE   9,962,000 0 0
COOPER COS INC COM NEW 216648402 156,230 1,312,308 SH   SOLE   1,312,308 0 0
COOPER TIRE & RUBR CO COM 216831107 56,236 1,695,384 SH   SOLE   1,695,384 0 0
COPA HOLDINGS SA CL A P31076105 104,223 794,867 SH   SOLE   794,867 0 0
COPART INC COM 217204106 89,265 2,898,214 SH   SOLE   2,898,214 0 0
CORCEPT THERAPEUTICS INC COM 218352102 3,623 2,094,244 SH   SOLE   2,094,244 0 0
CORE LABORATORIES N V COM N22717107 72,382 477,268 SH   SOLE   477,268 0 0
CORE MARK HOLDING CO INC COM 218681104 20,521 323,163 SH   SOLE   323,163 0 0
CORE MOLDING TECHNOLOGIES IN COM 218683100 639 71,680 SH   SOLE   71,680 0 0
CORELOGIC INC COM 21871D103 104,086 4,492,273 SH   SOLE   4,492,273 0 0
CORESITE RLTY CORP COM 21870Q105 21,612 679,416 SH   SOLE   679,416 0 0
CORINTHIAN COLLEGES INC COM 218868107 5,104 2,278,391 SH   SOLE   2,278,391 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 43,223 998,233 SH   SOLE   998,233 0 0
CORNERSTONE THERAPEUTICS INC COM 21924P103 4,490 561,291 SH   SOLE   561,291 0 0
CORNING INC COM 219350105 603,065 42,379,803 SH   SOLE   42,379,803 0 0
CORONADO BIOSCIENCES INC COM 21976U109 2,046 237,943 SH   SOLE   237,943 0 0
CORPORATE EXECUTIVE BRD CO COM 21988R102 64,013 1,012,548 SH   SOLE   1,012,548 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 81,514 3,196,639 SH   SOLE   3,196,639 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 127,478 3,763,739 SH   SOLE   3,763,739 0 0
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COSAN LTD SHS A G25343107 1,141 70,628 SH   SOLE   70,628 0 0
COSTAR GROUP INC COM 22160N109 98,880 766,099 SH   SOLE   766,099 0 0
COSTCO WHSL CORP NEW COM 22160K105 1,288,283 11,651,285 SH   SOLE   11,651,285 0 0
COTY INC COM CL A 222070203 13,281 773,025 SH   SOLE   773,025 0 0
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COUSINS PPTYS INC COM 222795106 40,901 4,049,621 SH   SOLE   4,049,621 0 0
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COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 1,931 1,497,000 PRN   SOLE   1,497,000 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 1,558 249,613 SH   SOLE   249,613 0 0
COVIDIEN PLC SHS G2554F113 790,855 12,585,215 SH   SOLE   12,585,215 0 0
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CRA INTL INC COM 12618T105 9,116 493,582 SH   SOLE   493,582 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 55,989 591,473 SH   SOLE   591,473 0 0
CRAFT BREW ALLIANCE INC COM 224122101 833 101,119 SH   SOLE   101,119 0 0
CRANE CO COM 224399105 83,483 1,393,241 SH   SOLE   1,393,241 0 0
CRAWFORD & CO CL B 224633107 4,976 885,471 SH   SOLE   885,471 0 0
CRAY INC COM NEW 225223304 20,689 1,053,410 SH   SOLE   1,053,410 0 0
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CREE INC COM 225447101 204,346 3,201,404 SH   SOLE   3,201,404 0 0
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CREXENDO INC COM 226552107 335 123,942 SH   SOLE   123,942 0 0
CRH PLC ADR 12626K203 436 21,488 SH   SOLE   21,488 0 0
CRIMSON EXPLORATION INC COM NEW 22662K207 1,558 552,495 SH   SOLE   552,495 0 0
CROCS INC COM 227046109 42,046 2,548,243 SH   SOLE   2,548,243 0 0
CROSS A T CO CL A 227478104 4,377 258,249 SH   SOLE   258,249 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 7,394 1,432,958 SH   SOLE   1,432,958 0 0
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CTC MEDIA INC COM 12642X106 10,498 944,528 SH   SOLE   944,528 0 0
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CURIS INC COM 231269101 8,285 2,597,098 SH   SOLE   2,597,098 0 0
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CURRENCYSHARES EURO TR EURO SHS 23130C108 284 2,200 SH   SOLE   2,200 0 0
CURRENCYSHARES SWEDISH KRONA SWEDISH KRONA 23129R108 47 317 SH   SOLE   317 0 0
CURRENCYSHS BRIT POUND STER BRIT POUND STE 23129S106 1,907 12,700 SH   SOLE   12,700 0 0
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CYAN INC COM 23247W104 818 78,256 SH   SOLE   78,256 0 0
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DANA HLDG CORP COM 235825205 83,166 4,318,067 SH   SOLE   4,318,067 0 0
DANAHER CORP DEL COM 235851102 984,528 15,553,370 SH   SOLE   15,553,370 0 0
DARA BIOSCIENCES INC COM NEW 23703P205 477 757,875 SH   SOLE   757,875 0 0
DARDEN RESTAURANTS INC COM 237194105 174,550 3,457,812 SH   SOLE   3,457,812 0 0
DARLING INTL INC COM 237266101 61,193 3,279,357 SH   SOLE   3,279,357 0 0
DATA I O CORP COM 237690102 28 12,716 SH   SOLE   12,716 0 0
DATALINK CORP COM 237934104 5,546 521,246 SH   SOLE   521,246 0 0
DATAWATCH CORP COM NEW 237917208 2,811 155,820 SH   SOLE   155,820 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 275,985 2,284,648 SH   SOLE   2,284,648 0 0
DAWSON GEOPHYSICAL CO COM 239359102 15,195 412,236 SH   SOLE   412,236 0 0
DCT INDUSTRIAL TRUST INC COM 233153105 76,660 10,721,654 SH   SOLE   10,721,654 0 0
DDR CORP COM 23317H102 144,953 8,705,897 SH   SOLE   8,705,897 0 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 40,678 1,148,119 SH   SOLE   1,148,119 0 0
DEAN FOODS CO NEW COM 242370104 50,732 5,063,109 SH   SOLE   5,063,109 0 0
DECKERS OUTDOOR CORP COM 243537107 47,208 934,620 SH   SOLE   934,620 0 0
DEERE & CO COM 244199105 846,461 10,417,987 SH   SOLE   10,417,987 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 2,581 120,553 SH   SOLE   120,553 0 0
DELCATH SYS INC COM 24661P104 884 2,389,981 SH   SOLE   2,389,981 0 0
DELEK US HLDGS INC COM 246647101 37,519 1,303,634 SH   SOLE   1,303,634 0 0
DELIA'S INC NEW COM 246911101 1,175 1,186,521 SH   SOLE   1,186,521 0 0
DELL INC COM 24702R101 510,280 38,294,967 SH   SOLE   38,294,967 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 406,570 8,020,717 SH   SOLE   8,020,717 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 359,005 19,187,847 SH   SOLE   19,187,847 0 0
DELTA APPAREL INC COM 247368103 2,463 174,691 SH   SOLE   174,691 0 0
DELTA NAT GAS INC COM 247748106 1,752 82,461 SH   SOLE   82,461 0 0
DELTIC TIMBER CORP COM 247850100 18,314 316,745 SH   SOLE   316,745 0 0
DELUXE CORP COM 248019101 58,213 1,680,026 SH   SOLE   1,680,026 0 0
DEMAND MEDIA INC COM 24802N109 3,022 503,659 SH   SOLE   503,659 0 0
DEMANDWARE INC COM 24802Y105 15,715 370,538 SH   SOLE   370,538 0 0
DENBURY RES INC COM NEW 247916208 169,839 9,805,919 SH   SOLE   9,805,919 0 0
DENDREON CORP COM 24823Q107 18,800 4,563,020 SH   SOLE   4,563,020 0 0
DENNYS CORP COM 24869P104 16,774 2,984,682 SH   SOLE   2,984,682 0 0
DENTSPLY INTL INC NEW COM 249030107 157,417 3,843,190 SH   SOLE   3,843,190 0 0
DEPOMED INC COM 249908104 10,321 1,836,558 SH   SOLE   1,836,558 0 0
DERMA SCIENCES INC COM PAR $.01 249827502 1,909 143,016 SH   SOLE   143,016 0 0
DESTINATION MATERNITY CORP COM 25065D100 9,301 378,075 SH   SOLE   378,075 0 0
DESTINATION XL GROUP INC COM 25065K104 8,369 1,320,037 SH   SOLE   1,320,037 0 0
DEVON ENERGY CORP NEW COM 25179M103 525,525 10,129,624 SH   SOLE   10,129,624 0 0
DEVRY INC DEL COM 251893103 48,346 1,558,557 SH   SOLE   1,558,557 0 0
DEX MEDIA INC NEW COM 25213A107 3,491 198,689 SH   SOLE   198,689 0 0
DEXCOM INC COM 252131107 44,508 1,982,526 SH   SOLE   1,982,526 0 0
DFC GLOBAL CORP COM 23324T107 16,873 1,221,813 SH   SOLE   1,221,813 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 632 141,140 SH   SOLE   141,140 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 1,851 16,103 SH   SOLE   16,103 0 0
DIAMOND FOODS INC COM 252603105 13,625 656,609 SH   SOLE   656,609 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 9,088 106,186 SH   SOLE   106,186 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 126,258 1,835,407 SH   SOLE   1,835,407 0 0
DIAMONDBACK ENERGY INC COM 25278X109 12,735 382,209 SH   SOLE   382,209 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 68,484 7,348,100 SH   SOLE   7,348,100 0 0
DICE HLDGS INC COM 253017107 12,057 1,309,159 SH   SOLE   1,309,159 0 0
DICKS SPORTING GOODS INC COM 253393102 137,549 2,747,674 SH   SOLE   2,747,674 0 0
DIEBOLD INC COM 253651103 59,457 1,764,814 SH   SOLE   1,764,814 0 0
DIGI INTL INC COM 253798102 7,553 806,124 SH   SOLE   806,124 0 0
DIGIMARC CORP NEW COM 25381B101 7,035 338,717 SH   SOLE   338,717 0 0
DIGIRAD CORP COM 253827109 102 41,879 SH   SOLE   41,879 0 0
DIGITAL GENERATION INC COM 25400B108 7,772 1,054,591 SH   SOLE   1,054,591 0 0
DIGITAL RIV INC COM 25388B104 20,460 1,090,025 SH   SOLE   1,090,025 0 0
DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 2,383 2,376,000 PRN   SOLE   2,376,000 0 0
DIGITAL RLTY TR INC COM 253868103 265,008 4,344,391 SH   SOLE   4,344,391 0 0
DIGITALGLOBE INC COM NEW 25389M877 61,958 1,997,994 SH   SOLE   1,997,994 0 0
DILLARDS INC CL A 254067101 74,816 912,720 SH   SOLE   912,720 0 0
DIME CMNTY BANCSHARES COM 253922108 16,929 1,105,000 SH   SOLE   1,105,000 0 0
DINEEQUITY INC COM 254423106 34,629 502,816 SH   SOLE   502,816 0 0
DIODES INC COM 254543101 25,038 964,123 SH   SOLE   964,123 0 0
DIRECTV COM 25490A309 965,430 15,662,392 SH   SOLE   15,662,392 0 0
DISCOVER FINL SVCS COM 254709108 654,930 13,747,484 SH   SOLE   13,747,484 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 484,543 6,273,216 SH   SOLE   6,273,216 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 72,052 1,032,683 SH   SOLE   1,032,683 0 0
DISCOVERY LABORATORIES INC N COM NEW 254668403 2,328 1,531,440 SH   SOLE   1,531,440 0 0
DISH NETWORK CORP CL A 25470M109 206,292 4,851,644 SH   SOLE   4,851,644 0 0
DISNEY WALT CO COM DISNEY 254687106 3,069,934 48,613,370 SH   SOLE   48,613,370 0 0
DIVERSIFIED RSTRNT HLDGS INC COM 25532M105 805 101,112 SH   SOLE   101,112 0 0
DIXIE GROUP INC CL A 255519100 1,045 125,851 SH   SOLE   125,851 0 0
DLH HLDGS CORP COM 23335Q100 10 12,789 SH   SOLE   12,789 0 0
DOLAN CO COM 25659P402 2,605 1,598,193 SH   SOLE   1,598,193 0 0
DOLBY LABORATORIES INC COM 25659T107 43,680 1,305,827 SH   SOLE   1,305,827 0 0
DOLE FOOD CO INC NEW COM 256603101 15,100 1,184,277 SH   SOLE   1,184,277 0 0
DOLLAR GEN CORP NEW COM 256677105 407,737 8,085,207 SH   SOLE   8,085,207 0 0
DOLLAR TREE INC COM 256746108 344,628 6,778,674 SH   SOLE   6,778,674 0 0
DOMINION DIAMOND CORP COM 257287102 306 21,690 SH   SOLE   21,690 0 0
DOMINION RES INC VA NEW COM 25746U109 873,656 15,375,847 SH   SOLE   15,375,847 0 0
DOMINOS PIZZA INC COM 25754A201 96,219 1,654,670 SH   SOLE   1,654,670 0 0
DOMTAR CORP COM NEW 257559203 64,181 965,122 SH   SOLE   965,122 0 0
DONALDSON INC COM 257651109 131,392 3,684,569 SH   SOLE   3,684,569 0 0
DONEGAL GROUP INC CL A 257701201 5,310 380,090 SH   SOLE   380,090 0 0
DONNELLEY R R & SONS CO COM 257867101 67,809 4,840,028 SH   SOLE   4,840,028 0 0
DORAL FINL CORP COM NEW 25811P886 1,425 1,716,864 SH   SOLE   1,716,864 0 0
DORMAN PRODUCTS INC COM 258278100 31,738 695,541 SH   SOLE   695,541 0 0
DOT HILL SYS CORP COM 25848T109 3,293 1,503,525 SH   SOLE   1,503,525 0 0
DOUBLE EAGLE PETE CO COM PAR $0.10 258570209 1,218 308,748 SH   SOLE   308,748 0 0
DOUGLAS DYNAMICS INC COM 25960R105 3,801 292,797 SH   SOLE   292,797 0 0
DOUGLAS EMMETT INC COM 25960P109 118,439 4,747,067 SH   SOLE   4,747,067 0 0
DOVER CORP COM 260003108 349,646 4,502,271 SH   SOLE   4,502,271 0 0
DOVER DOWNS GAMING & ENTMT I COM 260095104 573 369,440 SH   SOLE   369,440 0 0
DOVER MOTORSPORTS INC COM 260174107 615 284,609 SH   SOLE   284,609 0 0
DOW CHEM CO COM 260543103 1,019,384 31,687,399 SH   SOLE   31,687,399 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 284,547 6,195,228 SH   SOLE   6,195,228 0 0
DR REDDYS LABS LTD ADR 256135203 1,062 28,088 SH   SOLE   28,088 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 51,852 2,020,716 SH   SOLE   2,020,716 0 0
DRESSER-RAND GROUP INC COM 261608103 121,177 2,020,290 SH   SOLE   2,020,290 0 0
DREW INDS INC COM NEW 26168L205 22,334 568,016 SH   SOLE   568,016 0 0
DRIL-QUIP INC COM 262037104 90,530 1,002,653 SH   SOLE   1,002,653 0 0
DRYSHIPS INC SHS Y2109Q101 0 83 SH   SOLE   83 0 0
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 657 740,000 PRN   SOLE   740,000 0 0
DSP GROUP INC COM 23332B106 5,935 714,144 SH   SOLE   714,144 0 0
DST SYS INC DEL COM 233326107 56,199 860,227 SH   SOLE   860,227 0 0
DSW INC CL A 23334L102 59,764 813,443 SH   SOLE   813,443 0 0
DTE ENERGY CO COM 233331107 326,780 4,876,581 SH   SOLE   4,876,581 0 0
DTS INC COM 23335C101 11,313 549,702 SH   SOLE   549,702 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,269,829 24,187,216 SH   SOLE   24,187,216 0 0
DUCOMMUN INC DEL COM 264147109 10,380 488,230 SH   SOLE   488,230 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,281,094 18,979,170 SH   SOLE   18,979,170 0 0
DUKE REALTY CORP COM NEW 264411505 193,138 12,388,607 SH   SOLE   12,388,607 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 107,640 1,104,571 SH   SOLE   1,104,571 0 0
DUNKIN BRANDS GROUP INC COM 265504100 89,911 2,099,746 SH   SOLE   2,099,746 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 59,236 2,452,817 SH   SOLE   2,452,817 0 0
DURATA THERAPEUTICS INC COM 26658A107 926 128,546 SH   SOLE   128,546 0 0
DURECT CORP COM 266605104 2,221 2,115,095 SH   SOLE   2,115,095 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 17,717 266,019 SH   SOLE   266,019 0 0
DYAX CORP COM 26746E103 11,675 3,374,288 SH   SOLE   3,374,288 0 0
DYCOM INDS INC COM 267475101 25,358 1,095,849 SH   SOLE   1,095,849 0 0
DYNAMIC MATLS CORP COM 267888105 7,351 445,242 SH   SOLE   445,242 0 0
DYNAMICS RESH CORP COM 268057106 1,193 214,228 SH   SOLE   214,228 0 0
DYNATRONICS CORP COM NEW 268157401 68 25,976 SH   SOLE   25,976 0 0
DYNAVAX TECHNOLOGIES CORP COM 268158102 5,752 5,229,293 SH   SOLE   5,229,293 0 0
DYNEGY INC NEW DEL COM 26817R108 59,171 2,623,993 SH   SOLE   2,623,993 0 0
DYNEX CAP INC COM NEW 26817Q506 170 16,700 SH   SOLE   16,700 0 0
E HOUSE CHINA HLDGS LTD ADR 26852W103 30 6,955 SH   SOLE   6,955 0 0
E M C CORP MASS COM 268648102 1,328,203 56,232,136 SH   SOLE   56,232,136 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 18,531 12,542,000 PRN   SOLE   12,542,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 99,273 7,841,460 SH   SOLE   7,841,460 0 0
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 182 26,241 SH   SOLE   26,241 0 0
E2OPEN INC COM 29788A104 2,778 158,761 SH   SOLE   158,761 0 0
EAGLE BANCORP INC MD COM 268948106 15,183 678,410 SH   SOLE   678,410 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A119 1,489 407,911 SH   SOLE   407,911 0 0
EAGLE MATERIALS INC COM 26969P108 84,439 1,274,164 SH   SOLE   1,274,164 0 0
EARTHLINK INC COM 270321102 21,118 3,400,684 SH   SOLE   3,400,684 0 0
EAST WEST BANCORP INC COM 27579R104 104,670 3,806,191 SH   SOLE   3,806,191 0 0
EASTERN CO COM 276317104 42 2,609 SH   SOLE   2,609 0 0
EASTERN INS HLDGS INC COM 276534104 1,333 71,098 SH   SOLE   71,098 0 0
EASTERN VA BANKSHARES INC COM 277196101 266 53,106 SH   SOLE   53,106 0 0
EASTGROUP PPTY INC COM 277276101 65,648 1,166,652 SH   SOLE   1,166,652 0 0
EASTMAN CHEM CO COM 277432100 376,907 5,383,623 SH   SOLE   5,383,623 0 0
EATON CORP PLC SHS G29183103 824,080 12,522,114 SH   SOLE   12,522,114 0 0
EATON VANCE CORP COM NON VTG 278265103 126,587 3,367,566 SH   SOLE   3,367,566 0 0
EBAY INC COM 278642103 1,655,309 32,005,210 SH   SOLE   32,005,210 0 0
EBIX INC COM NEW 278715206 8,207 886,247 SH   SOLE   886,247 0 0
ECHELON CORP COM 27874N105 1,792 849,388 SH   SOLE   849,388 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 5,041 258,634 SH   SOLE   258,634 0 0
ECHOSTAR CORP CL A 278768106 41,962 1,072,930 SH   SOLE   1,072,930 0 0
ECOLAB INC COM 278865100 594,712 6,981,004 SH   SOLE   6,981,004 0 0
ECOPETROL S A SPONSORED ADS 279158109 402 9,547 SH   SOLE   9,547 0 0
ECOTALITY INC COM NEW 27922Y202 363 234,401 SH   SOLE   234,401 0 0
EDGEN GROUP INC CL A 28014Q107 2,017 316,069 SH   SOLE   316,069 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 13 3,165 SH   SOLE   3,165 0 0
EDISON INTL COM 281020107 413,933 8,594,947 SH   SOLE   8,594,947 0 0
EDUCATION MGMT CORP NEW COM 28140M103 3,685 655,681 SH   SOLE   655,681 0 0
EDUCATION RLTY TR INC COM 28140H104 46,694 4,564,370 SH   SOLE   4,564,370 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 206,243 3,069,095 SH   SOLE   3,069,095 0 0
EGAIN CORP COM NEW 28225C806 1,241 129,020 SH   SOLE   129,020 0 0
EHEALTH INC COM 28238P109 15,355 675,848 SH   SOLE   675,848 0 0
EINSTEIN NOAH REST GROUP INC COM 28257U104 4,645 327,119 SH   SOLE   327,119 0 0
EL PASO ELEC CO COM NEW 283677854 41,528 1,176,106 SH   SOLE   1,176,106 0 0
ELAN PLC ADR 284131208 73 5,145 SH   SOLE   5,145 0 0
ELDORADO GOLD CORP NEW COM 284902103 5 849 SH   SOLE   849 0 0
ELECTRO RENT CORP COM 285218103 9,976 594,152 SH   SOLE   594,152 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 8,792 817,133 SH   SOLE   817,133 0 0
ELECTRONIC ARTS INC COM 285512109 185,619 8,073,881 SH   SOLE   8,073,881 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 36,603 1,293,861 SH   SOLE   1,293,861 0 0
ELEPHANT TALK COMM CORP COM NEW 286202205 26 45,170 SH   SOLE   45,170 0 0
ELIZABETH ARDEN INC COM 28660G106 31,491 699,170 SH   SOLE   699,170 0 0
ELLIE MAE INC COM 28849P100 11,720 507,813 SH   SOLE   507,813 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 1,225 68,615 SH   SOLE   68,615 0 0
ELLIS PERRY INTL INC COM 288853104 10,168 500,646 SH   SOLE   500,646 0 0
EMAGIN CORP COM NEW 29076N206 77 21,677 SH   SOLE   21,677 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 353 9,569 SH   SOLE   9,569 0 0
EMC INS GROUP INC COM 268664109 4,997 190,280 SH   SOLE   190,280 0 0
EMCOR GROUP INC COM 29084Q100 74,052 1,821,704 SH   SOLE   1,821,704 0 0
EMCORE CORP COM NEW 290846203 172 47,797 SH   SOLE   47,797 0 0
EMERALD OIL INC COM NEW 29101U209 3,487 508,366 SH   SOLE   508,366 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 13,348 925,690 SH   SOLE   925,690 0 0
EMERITUS CORP COM 291005106 28,425 1,226,277 SH   SOLE   1,226,277 0 0
EMERSON ELEC CO COM 291011104 1,027,587 18,840,984 SH   SOLE   18,840,984 0 0
EMERSON RADIO CORP COM NEW 291087203 31 18,453 SH   SOLE   18,453 0 0
EMMIS COMMUNICATIONS CORP CL A 291525103 2,524 1,179,395 SH   SOLE   1,179,395 0 0
EMPIRE DIST ELEC CO COM 291641108 27,683 1,240,841 SH   SOLE   1,240,841 0 0
EMPIRE RESORTS INC COM NEW 292052206 709 242,682 SH   SOLE   242,682 0 0
EMPLOYERS HOLDINGS INC COM 292218104 7,268 297,256 SH   SOLE   297,256 0 0
EMPRESAS ICA S A DE CV SPONS ADR NEW 292448206 29 3,854 SH   SOLE   3,854 0 0
EMULEX CORP COM NEW 292475209 16,401 2,515,487 SH   SOLE   2,515,487 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 3,252 183,633 SH   SOLE   183,633 0 0
ENCORE CAP GROUP INC COM 292554102 22,063 666,340 SH   SOLE   666,340 0 0
ENCORE WIRE CORP COM 292562105 19,237 564,122 SH   SOLE   564,122 0 0
ENDEAVOUR INTL CORP COM NEW 29259G200 6,142 1,599,438 SH   SOLE   1,599,438 0 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 110,444 3,002,023 SH   SOLE   3,002,023 0 0
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 28,208 21,100,000 PRN   SOLE   21,100,000 0 0
ENDOCYTE INC COM 29269A102 5,438 414,181 SH   SOLE   414,181 0 0
ENDOLOGIX INC COM 29266S106 24,752 1,863,864 SH   SOLE   1,863,864 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 51,941 1,009,539 SH   SOLE   1,009,539 0 0
ENERGEN CORP COM 29265N108 104,094 1,991,855 SH   SOLE   1,991,855 0 0
ENERGIZER HLDGS INC COM 29266R108 207,137 2,060,856 SH   SOLE   2,060,856 0 0
ENERGY RECOVERY INC COM 29270J100 6,352 1,538,071 SH   SOLE   1,538,071 0 0
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 47,053 2,121,878 SH   SOLE   2,121,878 0 0
ENERNOC INC COM 292764107 11,695 882,010 SH   SOLE   882,010 0 0
ENERPLUS CORP COM 292766102 0 2 SH   SOLE   2 0 0
ENERSIS S A SPONSORED ADR 29274F104 7,160 437,668 SH   SOLE   437,668 0 0
ENERSYS COM 29275Y102 62,071 1,265,716 SH   SOLE   1,265,716 0 0
ENERSYS NOTE 3.375% 6/0 29275YAA0 931 711,000 PRN   SOLE   711,000 0 0
ENGILITY HLDGS INC COM 29285W104 8,337 293,334 SH   SOLE   293,334 0 0
ENGLOBAL CORP COM 293306106 37 39,064 SH   SOLE   39,064 0 0
ENI S P A SPONSORED ADR 26874R108 292 7,117 SH   SOLE   7,117 0 0
ENNIS INC COM 293389102 13,693 791,967 SH   SOLE   791,967 0 0
ENPHASE ENERGY INC COM 29355A107 3,559 460,401 SH   SOLE   460,401 0 0
ENPRO INDS INC COM 29355X107 30,380 598,511 SH   SOLE   598,511 0 0
ENSCO PLC SHS CLASS A G3157S106 254,117 4,372,286 SH   SOLE   4,372,286 0 0
ENSIGN GROUP INC COM 29358P101 18,764 532,764 SH   SOLE   532,764 0 0
ENSTAR GROUP LIMITED SHS G3075P101 31,966 240,382 SH   SOLE   240,382 0 0
ENTEGRIS INC COM 29362U104 40,541 4,319,789 SH   SOLE   4,319,789 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 6,906 731,536 SH   SOLE   731,536 0 0
ENTERGY CORP NEW COM 29364G103 347,120 4,981,628 SH   SOLE   4,981,628 0 0
ENTERPRISE BANCORP INC MASS COM 293668109 1,259 68,081 SH   SOLE   68,081 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 3,983 249,540 SH   SOLE   249,540 0 0
ENTERTAINMENT GAMING ASIA IN COM NEW 29383V206 34 18,642 SH   SOLE   18,642 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 13,107 2,131,245 SH   SOLE   2,131,245 0 0
ENTREMED INC COM NEW 29382F202 454 224,921 SH   SOLE   224,921 0 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 10,886 2,549,486 SH   SOLE   2,549,486 0 0
ENVESTNET INC COM 29404K106 7,034 285,916 SH   SOLE   285,916 0 0
ENZO BIOCHEM INC COM 294100102 1,803 866,960 SH   SOLE   866,960 0 0
ENZON PHARMACEUTICALS INC COM 293904108 5,389 2,694,548 SH   SOLE   2,694,548 0 0
EOG RES INC COM 26875P101 959,858 7,289,323 SH   SOLE   7,289,323 0 0
EON COMMUNICATIONS CORP COM NEW 268763208 115 131,708 SH   SOLE   131,708 0 0
EPAM SYS INC COM 29414B104 7,086 260,721 SH   SOLE   260,721 0 0
EPIQ SYS INC COM 26882D109 12,758 947,154 SH   SOLE   947,154 0 0
EPIZYME INC COM 29428V104 2,554 90,805 SH   SOLE   90,805 0 0
EPL OIL & GAS INC COM 26883D108 26,086 888,492 SH   SOLE   888,492 0 0
EPLUS INC COM 294268107 3,090 51,594 SH   SOLE   51,594 0 0
EPR PPTYS COM SH BEN INT 26884U109 83,039 1,651,862 SH   SOLE   1,651,862 0 0
EQT CORP COM 26884L109 317,689 4,002,632 SH   SOLE   4,002,632 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 1,164 23,835 SH   SOLE   23,835 0 0
EQUAL ENERGY LTD COM 29390Q109 1,501 371,617 SH   SOLE   371,617 0 0
EQUIFAX INC COM 294429105 212,807 3,611,177 SH   SOLE   3,611,177 0 0
EQUINIX INC COM NEW 29444U502 249,840 1,352,534 SH   SOLE   1,352,534 0 0
EQUINIX INC NOTE 3.000%10/1 29444UAG1 31,054 18,457,000 PRN   SOLE   18,457,000 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 39,993 17,613,000 PRN   SOLE   17,613,000 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 112,056 1,425,833 SH   SOLE   1,425,833 0 0
EQUITY ONE COM 294752100 62,438 2,759,068 SH   SOLE   2,759,068 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 713,376 12,286,873 SH   SOLE   12,286,873 0 0
ERA GROUP INC COM 26885G109 15,346 586,845 SH   SOLE   586,845 0 0
ERBA DIAGNOSTICS COM 29490B101 52 61,548 SH   SOLE   61,548 0 0
ERICKSON AIR-CRANE INC COM 29482P100 738 39,212 SH   SOLE   39,212 0 0
ERIE INDTY CO CL A 29530P102 49,110 616,261 SH   SOLE   616,261 0 0
ESB FINL CORP COM 26884F102 4,571 376,832 SH   SOLE   376,832 0 0
ESCALADE INC COM 296056104 12 1,959 SH   SOLE   1,959 0 0
ESCALON MED CORP COM NEW 296074305 374 279,402 SH   SOLE   279,402 0 0
ESCO TECHNOLOGIES INC COM 296315104 28,201 870,938 SH   SOLE   870,938 0 0
ESSA BANCORP INC COM 29667D104 1,571 143,299 SH   SOLE   143,299 0 0
ESSEX PPTY TR INC COM 297178105 227,658 1,432,534 SH   SOLE   1,432,534 0 0
ESSEX RENT CORP COM 297187106 132 30,496 SH   SOLE   30,496 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 74,704 1,033,389 SH   SOLE   1,033,389 0 0
ETFS GOLD TR SHS 26922Y105 1,616 13,310 SH   SOLE   13,310 0 0
ETFS PALLADIUM TR SH BEN INT 26923A106 294 4,543 SH   SOLE   4,543 0 0
ETFS PLATINUM TR SH BEN INT 26922V101 482 3,677 SH   SOLE   3,677 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 20,193 701,142 SH   SOLE   701,142 0 0
EURONET WORLDWIDE INC COM 298736109 46,080 1,446,330 SH   SOLE   1,446,330 0 0
EUROSEAS LTD COM NEW Y23592200 165 158,866 SH   SOLE   158,866 0 0
EVERBANK FINL CORP COM 29977G102 41,567 2,510,059 SH   SOLE   2,510,059 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 32,456 826,270 SH   SOLE   826,270 0 0
EVEREST RE GROUP LTD COM G3223R108 178,136 1,388,867 SH   SOLE   1,388,867 0 0
EVERTEC INC COM 30040P103 16,857 767,287 SH   SOLE   767,287 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 2,258 206,928 SH   SOLE   206,928 0 0
EVOLVING SYS INC COM NEW 30049R209 1,760 265,527 SH   SOLE   265,527 0 0
EVRYWARE GLOBAL INC COM 300439106 808 66,536 SH   SOLE   66,536 0 0
EXACT SCIENCES CORP COM 30063P105 27,390 1,969,119 SH   SOLE   1,969,119 0 0
EXACTECH INC COM 30064E109 6,927 350,758 SH   SOLE   350,758 0 0
EXACTTARGET INC COM 30064K105 30,538 905,649 SH   SOLE   905,649 0 0
EXAMWORKS GROUP INC COM 30066A105 8,411 396,178 SH   SOLE   396,178 0 0
EXAR CORP COM 300645108 13,293 1,234,285 SH   SOLE   1,234,285 0 0
EXCEL TR INC COM 30068C109 15,212 1,187,510 SH   SOLE   1,187,510 0 0
EXCO RESOURCES INC COM 269279402 29,984 3,924,554 SH   SOLE   3,924,554 0 0
EXELIS INC COM 30162A108 108,265 7,850,976 SH   SOLE   7,850,976 0 0
EXELIXIS INC COM 30161Q104 24,153 5,320,113 SH   SOLE   5,320,113 0 0
EXELON CORP COM 30161N101 692,784 22,434,711 SH   SOLE   22,434,711 0 0
EXIDE TECHNOLOGIES COM NEW 302051206 7 57,747 SH   SOLE   57,747 0 0
EXLSERVICE HOLDINGS INC COM 302081104 23,101 781,498 SH   SOLE   781,498 0 0
EXONE CO COM 302104104 4,489 72,725 SH   SOLE   72,725 0 0
EXPEDIA INC DEL COM NEW 30212P303 188,955 3,141,396 SH   SOLE   3,141,396 0 0
EXPEDITORS INTL WASH INC COM 302130109 247,630 6,509,736 SH   SOLE   6,509,736 0 0
EXPONENT INC COM 30214U102 22,759 385,033 SH   SOLE   385,033 0 0
EXPRESS INC COM 30219E103 52,000 2,479,720 SH   SOLE   2,479,720 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,361,139 22,046,315 SH   SOLE   22,046,315 0 0
EXTERRAN HLDGS INC COM 30225X103 48,013 1,707,434 SH   SOLE   1,707,434 0 0
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 55 43,000 PRN   SOLE   43,000 0 0
EXTRA SPACE STORAGE INC COM 30225T102 167,400 3,992,366 SH   SOLE   3,992,366 0 0
EXTREME NETWORKS INC COM 30226D106 9,851 2,863,548 SH   SOLE   2,863,548 0 0
EXXON MOBIL CORP COM 30231G102 10,874,495 120,359,653 SH   SOLE   99,999,999 0 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 28 1,021 SH   SOLE   1,021 0 0
EZCORP INC CL A NON VTG 302301106 23,903 1,413,566 SH   SOLE   1,413,566 0 0
F M C CORP COM NEW 302491303 220,299 3,607,907 SH   SOLE   3,607,907 0 0
F N B UNITED CORP COM NEW 302519202 1,159 142,950 SH   SOLE   142,950 0 0
F5 NETWORKS INC COM 315616102 145,477 2,114,491 SH   SOLE   2,114,491 0 0
FAB UNVL CORP COM 302771100 272 73,996 SH   SOLE   73,996 0 0
FABRINET SHS G3323L100 5,111 365,056 SH   SOLE   365,056 0 0
FACEBOOK INC CL A 30303M102 585,936 23,550,491 SH   SOLE   23,550,491 0 0
FACTSET RESH SYS INC COM 303075105 112,164 1,100,297 SH   SOLE   1,100,297 0 0
FAIR ISAAC CORP COM 303250104 51,352 1,120,499 SH   SOLE   1,120,499 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 47,097 3,412,795 SH   SOLE   3,412,795 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 8,156 976,740 SH   SOLE   976,740 0 0
FAIRWAY GROUP HLDGS CORP CL A 30603D109 4,366 180,652 SH   SOLE   180,652 0 0
FALCONSTOR SOFTWARE INC COM 306137100 1,036 756,083 SH   SOLE   756,083 0 0
FAMILY DLR STORES INC COM 307000109 159,955 2,567,085 SH   SOLE   2,567,085 0 0
FAMOUS DAVES AMER INC COM 307068106 3,628 232,700 SH   SOLE   232,700 0 0
FARMER BROS CO COM 307675108 3,761 267,501 SH   SOLE   267,501 0 0
FARMERS CAP BK CORP COM 309562106 4,775 220,152 SH   SOLE   220,152 0 0
FARO TECHNOLOGIES INC COM 311642102 17,837 527,405 SH   SOLE   527,405 0 0
FASTENAL CO COM 311900104 336,380 7,346,141 SH   SOLE   7,346,141 0 0
FBL FINL GROUP INC CL A 30239F106 11,717 269,304 SH   SOLE   269,304 0 0
FBR & CO COM NEW 30247C400 9,278 368,764 SH   SOLE   368,764 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 4,057 140,495 SH   SOLE   140,495 0 0
FEDERAL MOGUL CORP COM 313549404 5,524 541,019 SH   SOLE   541,019 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 342,075 3,299,330 SH   SOLE   3,299,330 0 0
FEDERAL SIGNAL CORP COM 313855108 16,188 1,850,042 SH   SOLE   1,850,042 0 0
FEDERATED INVS INC PA CL B 314211103 70,859 2,585,160 SH   SOLE   2,585,160 0 0
FEDERATED NATL HLDG CO COM 31422T101 2,675 274,375 SH   SOLE   274,375 0 0
FEDEX CORP COM 31428X106 792,887 8,043,077 SH   SOLE   8,043,077 0 0
FEI CO COM 30241L109 83,801 1,147,647 SH   SOLE   1,147,647 0 0
FELCOR LODGING TR INC COM 31430F101 29,199 4,940,638 SH   SOLE   4,940,638 0 0
FEMALE HEALTH CO COM 314462102 2,477 251,195 SH   SOLE   251,195 0 0
FERRO CORP COM 315405100 16,015 2,304,376 SH   SOLE   2,304,376 0 0
FERRO CORP NOTE 6.500% 8/1 315405AL4 14 14,000 PRN   SOLE   14,000 0 0
FIBROCELL SCIENCE INC COM NEW 315721209 999 163,211 SH   SOLE   163,211 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 169,452 7,116,849 SH   SOLE   7,116,849 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 346,990 8,099,680 SH   SOLE   8,099,680 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 1,454 117,569 SH   SOLE   117,569 0 0
FIDUS INVT CORP COM 316500107 3,179 169,923 SH   SOLE   169,923 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 9,187 267,415 SH   SOLE   267,415 0 0
FIFTH & PAC COS INC COM 316645100 72,928 3,264,456 SH   SOLE   3,264,456 0 0
FIFTH STREET FINANCE CORP COM 31678A103 16,540 1,582,817 SH   SOLE   1,582,817 0 0
FIFTH THIRD BANCORP COM 316773100 432,938 23,985,473 SH   SOLE   23,985,473 0 0
FINANCIAL ENGINES INC COM 317485100 56,075 1,229,986 SH   SOLE   1,229,986 0 0
FINANCIAL INSTNS INC COM 317585404 8,303 451,014 SH   SOLE   451,014 0 0
FINISAR CORP COM NEW 31787A507 44,736 2,639,283 SH   SOLE   2,639,283 0 0
FINISH LINE INC CL A 317923100 28,591 1,307,904 SH   SOLE   1,307,904 0 0
FIRST ACCEPTANCE CORP COM 318457108 80 48,654 SH   SOLE   48,654 0 0
FIRST AMERN FINL CORP COM 31847R102 83,519 3,789,428 SH   SOLE   3,789,428 0 0
FIRST BANCORP INC ME COM 31866P102 4,506 257,789 SH   SOLE   257,789 0 0
FIRST BANCORP N C COM 318910106 8,319 590,007 SH   SOLE   590,007 0 0
FIRST BANCORP P R COM NEW 318672706 13,442 1,898,590 SH   SOLE   1,898,590 0 0
FIRST BUSEY CORP COM 319383105 10,379 2,306,386 SH   SOLE   2,306,386 0 0
FIRST CASH FINL SVCS INC COM 31942D107 38,092 774,079 SH   SOLE   774,079 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 9,328 594,905 SH   SOLE   594,905 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 21,176 2,873,285 SH   SOLE   2,873,285 0 0
FIRST CONN BANCORP INC MD COM 319850103 3,124 224,419 SH   SOLE   224,419 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 34,332 178,764 SH   SOLE   178,764 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 9,014 399,743 SH   SOLE   399,743 0 0
FIRST FED BANCSHARES ARK COM NEW 32020F303 425 53,764 SH   SOLE   53,764 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 1,768 171,488 SH   SOLE   171,488 0 0
FIRST FINL BANCORP OH COM 320209109 25,637 1,720,604 SH   SOLE   1,720,604 0 0
FIRST FINL BANKSHARES COM 32020R109 47,610 855,366 SH   SOLE   855,366 0 0
FIRST FINL CORP IND COM 320218100 11,970 386,253 SH   SOLE   386,253 0 0
FIRST FINL HLDGS INC COM 320239106 11,721 552,602 SH   SOLE   552,602 0 0
FIRST HORIZON NATL CORP COM 320517105 72,318 6,456,939 SH   SOLE   6,456,939 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 59,492 3,921,686 SH   SOLE   3,921,686 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 4,718 227,585 SH   SOLE   227,585 0 0
FIRST LONG IS CORP COM 320734106 10,869 327,489 SH   SOLE   327,489 0 0
FIRST M & F CORP COM 320744105 1,455 92,033 SH   SOLE   92,033 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 0 24 SH   SOLE   24 0 0
FIRST MARBLEHEAD CORP COM 320771108 3,340 2,830,827 SH   SOLE   2,830,827 0 0
FIRST MERCHANTS CORP COM 320817109 17,970 1,047,792 SH   SOLE   1,047,792 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 29,449 2,146,435 SH   SOLE   2,146,435 0 0
FIRST NBC BK HLDG CO COM 32115D106 1,023 41,939 SH   SOLE   41,939 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 97,436 9,675,888 SH   SOLE   9,675,888 0 0
FIRST PACTRUST BANCORP INC COM 33589V101 2,303 169,570 SH   SOLE   169,570 0 0
FIRST POTOMAC RLTY TR COM 33610F109 30,955 2,370,207 SH   SOLE   2,370,207 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 88,195 2,291,960 SH   SOLE   2,291,960 0 0
FIRST SEC GROUP INC COM NEW 336312202 1,355 624,459 SH   SOLE   624,459 0 0
FIRST SOLAR INC COM 336433107 101,499 2,265,103 SH   SOLE   2,265,103 0 0
FIRST SOUTH BANCORP INC VA COM 33646W100 1,122 173,178 SH   SOLE   173,178 0 0
FIRST TR DJS MICROCAP INDEX COM SHS ANNUAL 33718M105 74 2,800 SH   SOLE   2,800 0 0
FIRST TR EXCHANGE TRADED FD HLTH CARE ALPH 33734X143 83 2,100 SH   SOLE   2,100 0 0
FIRST TR EXCHANGE TRADED FD INDLS PROD DUR 33734X150 517 22,900 SH   SOLE   22,900 0 0
FIRST TR ISE CHINDIA INDEX F COM 33733A102 2 77 SH   SOLE   77 0 0
FIRST TR ISE REVERE NAT GAS COM 33734J102 844 52,500 SH   SOLE   52,500 0 0
FIRST TR LRG CP GRWTH ALPHAD COM SHS 33735K108 7 200 SH   SOLE   200 0 0
FIRST TR NASDAQ100 TECH INDE SHS 337345102 12 400 SH   SOLE   400 0 0
FIRST TR STOXX EURO DIV FD COMMON SHS 33735T109 7 600 SH   SOLE   600 0 0
FIRST UTD CORP COM 33741H107 115 15,071 SH   SOLE   15,071 0 0
FIRSTBANK CORP MICH COM 33761G104 523 39,027 SH   SOLE   39,027 0 0
FIRSTENERGY CORP COM 337932107 410,501 10,993,599 SH   SOLE   10,993,599 0 0
FIRSTHAND TECH VALUE FD INC COM 33766Y100 2,143 107,907 SH   SOLE   107,907 0 0
FIRSTMERIT CORP COM 337915102 99,743 4,979,668 SH   SOLE   4,979,668 0 0
FISERV INC COM 337738108 307,568 3,518,683 SH   SOLE   3,518,683 0 0
FISHER COMMUNICATIONS INC COM 337756209 9,306 226,529 SH   SOLE   226,529 0 0
FIVE BELOW INC COM 33829M101 20,426 554,455 SH   SOLE   554,455 0 0
FIVE STAR QUALITY CARE INC COM 33832D106 7,659 1,365,171 SH   SOLE   1,365,171 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 9,655 691,632 SH   SOLE   691,632 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 127,619 1,569,724 SH   SOLE   1,569,724 0 0
FLEETMATICS GROUP PLC COM G35569105 6,484 195,133 SH   SOLE   195,133 0 0
FLEXSTEEL INDS INC COM 339382103 3,053 125,238 SH   SOLE   125,238 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 18,239 2,356,462 SH   SOLE   2,356,462 0 0
FLIR SYS INC COM 302445101 124,138 4,602,809 SH   SOLE   4,602,809 0 0
FLOTEK INDS INC DEL COM 343389102 22,827 1,272,409 SH   SOLE   1,272,409 0 0
FLOW INTL CORP COM 343468104 2,307 625,170 SH   SOLE   625,170 0 0
FLOWERS FOODS INC COM 343498101 101,889 4,620,807 SH   SOLE   4,620,807 0 0
FLOWSERVE CORP COM 34354P105 202,645 3,751,987 SH   SOLE   3,751,987 0 0
FLUIDIGM CORP DEL COM 34385P108 5,660 324,158 SH   SOLE   324,158 0 0
FLUOR CORP NEW COM 343412102 252,922 4,264,406 SH   SOLE   4,264,406 0 0
FLUSHING FINL CORP COM 343873105 16,862 1,025,066 SH   SOLE   1,025,066 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 397 23,536 SH   SOLE   23,536 0 0
FMC TECHNOLOGIES INC COM 30249U101 355,994 6,393,572 SH   SOLE   6,393,572 0 0
FNB CORP PA COM 302520101 49,634 4,108,739 SH   SOLE   4,108,739 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 24,486 237,291 SH   SOLE   237,291 0 0
FONAR CORP COM NEW 344437405 916 139,561 SH   SOLE   139,561 0 0
FOOD TECHNOLOGY SERVICE INC COM NEW 344798202 9 1,775 SH   SOLE   1,775 0 0
FOOT LOCKER INC COM 344849104 184,837 5,261,528 SH   SOLE   5,261,528 0 0
FORBES ENERGY SVCS LTD COM 345143101 66 16,521 SH   SOLE   16,521 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,596,060 103,171,290 SH   SOLE   99,999,999 0 0
FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 4,684 2,693,000 PRN   SOLE   2,693,000 0 0
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 11,868 6,568,000 PRN   SOLE   6,568,000 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 81,067 4,526,379 SH   SOLE   4,526,379 0 0
FOREST CITY ENTERPRISES INC NOTE 5.000%10/1 345550AM9 5,183 3,502,000 PRN   SOLE   3,502,000 0 0
FOREST CITY ENTERPRISES INC NOTE 4.250% 8/1 345550AP2 363 324,000 PRN   SOLE   324,000 0 0
FOREST LABS INC COM 345838106 267,174 6,516,433 SH   SOLE   6,516,433 0 0
FOREST OIL CORP COM PAR $0.01 346091705 23,383 5,716,995 SH   SOLE   5,716,995 0 0
FORESTAR GROUP INC COM 346233109 26,533 1,322,695 SH   SOLE   1,322,695 0 0
FORMFACTOR INC COM 346375108 10,583 1,567,809 SH   SOLE   1,567,809 0 0
FORRESTER RESH INC COM 346563109 13,542 369,080 SH   SOLE   369,080 0 0
FORTEGRA FINL CORP COM 34954W104 694 100,960 SH   SOLE   100,960 0 0
FORTINET INC COM 34959E109 55,486 3,170,602 SH   SOLE   3,170,602 0 0
FORTUNA SILVER MINES INC COM 349915108 3,251 982,222 SH   SOLE   982,222 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 175,904 4,540,628 SH   SOLE   4,540,628 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 23,603 775,633 SH   SOLE   775,633 0 0
FORWARD AIR CORP COM 349853101 33,509 875,370 SH   SOLE   875,370 0 0
FORWARD INDS INC N Y COM NEW 349862300 797 419,236 SH   SOLE   419,236 0 0
FOSSIL GROUP INC COM 34988V106 145,729 1,410,595 SH   SOLE   1,410,595 0 0
FOSTER L B CO COM 350060109 13,826 320,270 SH   SOLE   320,270 0 0
FOSTER WHEELER AG COM H27178104 32,816 1,511,559 SH   SOLE   1,511,559 0 0
FOX CHASE BANCORP INC NEW COM 35137T108 2,896 170,327 SH   SOLE   170,327 0 0
FRANCE TELECOM SPONSORED ADR 35177Q105 774 81,876 SH   SOLE   81,876 0 0
FRANCESCAS HLDGS CORP COM 351793104 32,625 1,173,967 SH   SOLE   1,173,967 0 0
FRANCO NEVADA CORP COM 351858105 71,261 1,992,196 SH   SOLE   1,992,196 0 0
FRANKLIN COVEY CO COM 353469109 6,513 483,849 SH   SOLE   483,849 0 0
FRANKLIN ELEC INC COM 353514102 38,385 1,140,709 SH   SOLE   1,140,709 0 0
FRANKLIN FINL CORP VA COM 35353C102 2,816 156,355 SH   SOLE   156,355 0 0
FRANKLIN RES INC COM 354613101 518,094 3,808,956 SH   SOLE   3,808,956 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 43,343 3,283,564 SH   SOLE   3,283,564 0 0
FREDS INC CL A 356108100 15,153 978,271 SH   SOLE   978,271 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 747,783 27,083,765 SH   SOLE   27,083,765 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 9,749 719,518 SH   SOLE   719,518 0 0
FREIGHTCAR AMER INC COM 357023100 6,503 382,759 SH   SOLE   382,759 0 0
FREQUENCY ELECTRS INC COM 358010106 1,804 169,381 SH   SOLE   169,381 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 26,605 954,270 SH   SOLE   954,270 0 0
FRESH MKT INC COM 35804H106 49,095 987,437 SH   SOLE   987,437 0 0
FRIENDFINDER NETWORKS INC COM IPO 358453306 52 193,804 SH   SOLE   193,804 0 0
FRISCHS RESTAURANTS INC COM 358748101 1,353 72,485 SH   SOLE   72,485 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 123,976 30,611,262 SH   SOLE   30,611,262 0 0
FRONTLINE LTD SHS G3682E127 1,135 641,296 SH   SOLE   641,296 0 0
FS BANCORP INC COM 30263Y104 883 49,064 SH   SOLE   49,064 0 0
FTI CONSULTING INC COM 302941109 39,868 1,212,149 SH   SOLE   1,212,149 0 0
FUEL SYS SOLUTIONS INC COM 35952W103 8,061 450,590 SH   SOLE   450,590 0 0
FUEL TECH INC COM 359523107 1,882 491,489 SH   SOLE   491,489 0 0
FUELCELL ENERGY INC COM 35952H106 6,372 4,977,948 SH   SOLE   4,977,948 0 0
FULLER H B CO COM 359694106 50,187 1,327,356 SH   SOLE   1,327,356 0 0
FULTON FINL CORP PA COM 360271100 59,210 5,157,688 SH   SOLE   5,157,688 0 0
FURIEX PHARMACEUTICALS INC COM 36106P101 8,940 262,404 SH   SOLE   262,404 0 0
FURMANITE CORPORATION COM 361086101 8,179 1,222,533 SH   SOLE   1,222,533 0 0
FURNITURE BRANDS INTL INC COM NEW 360921209 942 235,558 SH   SOLE   235,558 0 0
FUSION-IO INC COM 36112J107 32,846 2,306,587 SH   SOLE   2,306,587 0 0
FUTUREFUEL CORPORATION COM 36116M106 23,977 1,692,110 SH   SOLE   1,692,110 0 0
FX ENERGY INC COM 302695101 7,465 2,325,668 SH   SOLE   2,325,668 0 0
FXCM INC COM CL A 302693106 14,272 869,743 SH   SOLE   869,743 0 0
G & K SVCS INC CL A 361268105 28,364 595,884 SH   SOLE   595,884 0 0
G-III APPAREL GROUP LTD COM 36237H101 22,960 477,131 SH   SOLE   477,131 0 0
GAFISA S A SPONS ADR 362607301 92 36,633 SH   SOLE   36,633 0 0
GAIAM INC CL A 36268Q103 1,678 376,219 SH   SOLE   376,219 0 0
GAIN CAP HLDGS INC COM 36268W100 809 128,185 SH   SOLE   128,185 0 0
GALENA BIOPHARMA INC COM 363256108 6,198 2,791,818 SH   SOLE   2,791,818 0 0
GALLAGHER ARTHUR J & CO COM 363576109 148,482 3,398,524 SH   SOLE   3,398,524 0 0
GAMCO INVESTORS INC COM 361438104 9,014 162,684 SH   SOLE   162,684 0 0
GAMESTOP CORP NEW CL A 36467W109 142,049 3,379,709 SH   SOLE   3,379,709 0 0
GAMING PARTNERS INTL CORP COM 36467A107 872 110,388 SH   SOLE   110,388 0 0
GANNETT INC COM 364730101 152,385 6,229,984 SH   SOLE   6,229,984 0 0
GAP INC DEL COM 364760108 342,741 8,213,290 SH   SOLE   8,213,290 0 0
GARDNER DENVER INC COM 365558105 105,398 1,401,944 SH   SOLE   1,401,944 0 0
GARMIN LTD SHS H2906T109 109,669 3,032,053 SH   SOLE   3,032,053 0 0
GARRISON CAP INC COM 366554103 922 59,773 SH   SOLE   59,773 0 0
GARTNER INC COM 366651107 149,530 2,623,789 SH   SOLE   2,623,789 0 0
GASLOG LTD SHS G37585109 4,147 323,971 SH   SOLE   323,971 0 0
GASTAR EXPL LTD COM NEW 367299203 5,793 2,169,610 SH   SOLE   2,169,610 0 0
GATX CORP COM 361448103 58,700 1,237,604 SH   SOLE   1,237,604 0 0
GEEKNET INC COM NEW 36846Q203 1,902 137,199 SH   SOLE   137,199 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T107 1,448 888,570 SH   SOLE   888,570 0 0
GENCORP INC COM 368682100 27,678 1,702,193 SH   SOLE   1,702,193 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 7,370 4,000,000 PRN   SOLE   4,000,000 0 0
GENERAC HLDGS INC COM 368736104 56,279 1,520,649 SH   SOLE   1,520,649 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 46,088 1,498,803 SH   SOLE   1,498,803 0 0
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 176 176,000 PRN   SOLE   176,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 114 103,000 PRN   SOLE   103,000 0 0
GENERAL COMMUNICATION INC CL A 369385109 9,499 1,213,115 SH   SOLE   1,213,115 0 0
GENERAL DYNAMICS CORP COM 369550108 678,016 8,655,896 SH   SOLE   8,655,896 0 0
GENERAL ELECTRIC CO COM 369604103 6,342,029 273,481,210 SH   SOLE   99,999,999 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 331,594 16,688,149 SH   SOLE   16,688,149 0 0
GENERAL MLS INC COM 370334104 839,825 17,305,267 SH   SOLE   17,305,267 0 0
GENERAL MOLY INC COM 370373102 3,872 2,070,506 SH   SOLE   2,070,506 0 0
GENERAL MTRS CO COM 37045V100 710,895 21,341,786 SH   SOLE   21,341,786 0 0
GENERAL MTRS CO JR PFD CNV SRB 37045V209 1,798 37,332 SH   SOLE   37,332 0 0
GENESCO INC COM 371532102 43,949 656,055 SH   SOLE   656,055 0 0
GENESEE & WYO INC CL A 371559105 115,985 1,367,108 SH   SOLE   1,367,108 0 0
GENIE ENERGY LTD CL B 372284208 5,511 602,290 SH   SOLE   602,290 0 0
GENMARK DIAGNOSTICS INC COM 372309104 3,269 315,909 SH   SOLE   315,909 0 0
GENOMIC HEALTH INC COM 37244C101 16,521 521,017 SH   SOLE   521,017 0 0
GENPACT LIMITED SHS G3922B107 61,572 3,200,231 SH   SOLE   3,200,231 0 0
GENTEX CORP COM 371901109 98,682 4,281,229 SH   SOLE   4,281,229 0 0
GENTHERM INC COM 37253A103 20,088 1,081,728 SH   SOLE   1,081,728 0 0
GENTIVA HEALTH SERVICES INC COM 37247A102 9,776 981,572 SH   SOLE   981,572 0 0
GENUINE PARTS CO COM 372460105 319,617 4,093,982 SH   SOLE   4,093,982 0 0
GENVEC INC COM NEW 37246C307 110 298,618 SH   SOLE   298,618 0 0
GENWORTH FINL INC COM CL A 37247D106 168,102 14,732,867 SH   SOLE   14,732,867 0 0
GEO GROUP INC COM 36159R103 76,250 2,245,955 SH   SOLE   2,245,955 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 24,676 357,204 SH   SOLE   357,204 0 0
GERMAN AMERN BANCORP INC COM 373865104 8,642 383,729 SH   SOLE   383,729 0 0
GERON CORP COM 374163103 7,372 4,914,967 SH   SOLE   4,914,967 0 0
GETTY RLTY CORP NEW COM 374297109 20,351 985,500 SH   SOLE   985,500 0 0
GFI GROUP INC COM 361652209 8,141 2,082,209 SH   SOLE   2,082,209 0 0
GIANT INTERACTIVE GROUP INC ADR 374511103 1,124 140,265 SH   SOLE   140,265 0 0
GIBRALTAR INDS INC COM 374689107 17,469 1,199,761 SH   SOLE   1,199,761 0 0
GIGA TRONICS INC COM 375175106 12 8,046 SH   SOLE   8,046 0 0
GIGAMON INC COM 37518B102 114 4,123 SH   SOLE   4,123 0 0
GIGOPTIX INC COM 37517Y103 29 21,805 SH   SOLE   21,805 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 484 87,287 SH   SOLE   87,287 0 0
GILEAD SCIENCES INC COM 375558103 2,077,692 40,524,514 SH   SOLE   40,524,514 0 0
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 18,322 8,076,000 PRN   SOLE   8,076,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 1,245 550,000 PRN   SOLE   550,000 0 0
GIVEN IMAGING ORD SHS M52020100 599 42,780 SH   SOLE   42,780 0 0
GLACIER BANCORP INC NEW COM 37637Q105 44,479 2,004,477 SH   SOLE   2,004,477 0 0
GLADSTONE CAPITAL CORP COM 376535100 2,600 318,196 SH   SOLE   318,196 0 0
GLADSTONE COML CORP COM 376536108 5,092 273,177 SH   SOLE   273,177 0 0
GLADSTONE INVT CORP COM 376546107 2,564 348,810 SH   SOLE   348,810 0 0
GLATFELTER COM 377316104 29,214 1,163,915 SH   SOLE   1,163,915 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 84 1,686 SH   SOLE   1,686 0 0
GLEACHER & CO INC COM NEW 377341201 1,044 75,241 SH   SOLE   75,241 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 59,340 5,434,107 SH   SOLE   5,434,107 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,469 110,940 SH   SOLE   110,940 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 17,241 2,754,128 SH   SOLE   2,754,128 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 3,617 359,504 SH   SOLE   359,504 0 0
GLOBAL GEOPHYSICAL SVCS INC COM 37946S107 2,195 465,119 SH   SOLE   465,119 0 0
GLOBAL INDEMNITY PLC SHS G39319101 8,678 368,510 SH   SOLE   368,510 0 0
GLOBAL PMTS INC COM 37940X102 95,500 2,061,752 SH   SOLE   2,061,752 0 0
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 3,483 216,081 SH   SOLE   216,081 0 0
GLOBAL SHIP LEASE INC NEW SHS A Y27183105 132 33,242 SH   SOLE   33,242 0 0
GLOBAL SOURCES LTD ORD G39300101 1,313 195,730 SH   SOLE   195,730 0 0
GLOBAL TECH ADVANCED INNOVAT SHS NEW G39320117 273 29,329 SH   SOLE   29,329 0 0
GLOBAL X FDS CHINA CONS ETF 37950E408 15 1,100 SH   SOLE   1,100 0 0
GLOBAL X FDS SILVER MNR ETF 37950E853 6 472 SH   SOLE   472 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 19,410 1,785,654 SH   SOLE   1,785,654 0 0
GLOBECOMM SYSTEMS INC COM 37956X103 10,700 846,507 SH   SOLE   846,507 0 0
GLOBUS MED INC CL A 379577208 11,241 666,733 SH   SOLE   666,733 0 0
GLU MOBILE INC COM 379890106 3,401 1,538,730 SH   SOLE   1,538,730 0 0
GNC HLDGS INC COM CL A 36191G107 86,572 1,958,210 SH   SOLE   1,958,210 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 12,526 392,788 SH   SOLE   392,788 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 265 50,407 SH   SOLE   50,407 0 0
GOLD RESOURCE CORP COM 38068T105 5,888 676,045 SH   SOLE   676,045 0 0
GOLDCORP INC NEW COM 380956409 1,862 75,306 SH   SOLE   75,306 0 0
GOLDEN MINERALS CO COM 381119106 19 13,882 SH   SOLE   13,882 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,794,224 11,862,635 SH   SOLE   11,862,635 0 0
GOLUB CAP BDC INC COM 38173M102 7,934 453,356 SH   SOLE   453,356 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 0 50 SH   SOLE   50 0 0
GOODRICH PETE CORP COM NEW 382410405 12,935 1,010,553 SH   SOLE   1,010,553 0 0
GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 4,384 4,417,000 PRN   SOLE   4,417,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 124,395 8,130,903 SH   SOLE   8,130,903 0 0
GOOGLE INC CL A 38259P508 6,358,271 7,222,271 SH   SOLE   7,222,271 0 0
GORDMANS STORES INC COM 38269P100 3,379 248,307 SH   SOLE   248,307 0 0
GORMAN RUPP CO COM 383082104 14,404 452,378 SH   SOLE   452,378 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 46,904 1,859,810 SH   SOLE   1,859,810 0 0
GP STRATEGIES CORP COM 36225V104 4,331 181,823 SH   SOLE   181,823 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 844 16,609 SH   SOLE   16,609 0 0
GRACE W R & CO DEL NEW COM 38388F108 153,862 1,830,823 SH   SOLE   1,830,823 0 0
GRACO INC COM 384109104 103,176 1,632,275 SH   SOLE   1,632,275 0 0
GRAFTECH INTL LTD COM 384313102 24,136 3,315,329 SH   SOLE   3,315,329 0 0
GRAHAM CORP COM 384556106 9,737 324,249 SH   SOLE   324,249 0 0
GRAINGER W W INC COM 384802104 393,595 1,560,770 SH   SOLE   1,560,770 0 0
GRAMERCY PPTY TR INC COM 38489R100 4,086 908,094 SH   SOLE   908,094 0 0
GRAN TIERRA ENERGY INC COM 38500T101 15,810 2,630,578 SH   SOLE   2,630,578 0 0
GRAND CANYON ED INC COM 38526M106 37,943 1,177,272 SH   SOLE   1,177,272 0 0
GRANITE CONSTR INC COM 387328107 33,118 1,112,833 SH   SOLE   1,112,833 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 47,586 6,148,085 SH   SOLE   6,148,085 0 0
GRAY TELEVISION INC COM 389375106 9,739 1,352,689 SH   SOLE   1,352,689 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 12,805 1,637,513 SH   SOLE   1,637,513 0 0
GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 391064102 138 1,996 SH   SOLE   1,996 0 0
GREAT PLAINS ENERGY INC COM 391164100 95,110 4,219,629 SH   SOLE   4,219,629 0 0
GREAT SOUTHN BANCORP INC COM 390905107 9,497 352,247 SH   SOLE   352,247 0 0
GREATBATCH INC COM 39153L106 22,442 684,417 SH   SOLE   684,417 0 0
GREEN DOT CORP CL A 39304D102 12,984 650,823 SH   SOLE   650,823 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 261,252 3,473,269 SH   SOLE   3,473,269 0 0
GREEN PLAINS RENEWABLE ENERG COM 393222104 4,477 336,111 SH   SOLE   336,111 0 0
GREENBRIER COS INC COM 393657101 17,052 699,716 SH   SOLE   699,716 0 0
GREENHILL & CO INC COM 395259104 40,710 890,036 SH   SOLE   890,036 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 21,128 861,306 SH   SOLE   861,306 0 0
GREENWAY MED TECHNOLOGIES IN COM 39679B103 2,026 164,181 SH   SOLE   164,181 0 0
GREIF INC CL A 397624107 45,691 867,492 SH   SOLE   867,492 0 0
GRIFFIN LD & NURSERIES INC CL A 398231100 2,164 75,863 SH   SOLE   75,863 0 0
GRIFFON CORP COM 398433102 15,827 1,406,861 SH   SOLE   1,406,861 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 37,803 587,641 SH   SOLE   587,641 0 0
GROUPON INC COM CL A 399473107 68,409 8,001,084 SH   SOLE   8,001,084 0 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 2,762 105,498 SH   SOLE   105,498 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 1,336 12,010 SH   SOLE   12,010 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 167 32,514 SH   SOLE   32,514 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 171 12,068 SH   SOLE   12,068 0 0
GSE HLDG INC COM 36191X100 468 80,877 SH   SOLE   80,877 0 0
GSE SYS INC COM 36227K106 75 49,567 SH   SOLE   49,567 0 0
GSI GROUP INC CDA NEW COM NEW 36191C205 3,276 407,491 SH   SOLE   407,491 0 0
GSI TECHNOLOGY COM 36241U106 1,819 287,812 SH   SOLE   287,812 0 0
GSV CAP CORP COM 36191J101 1,981 252,099 SH   SOLE   252,099 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 13,453 3,241,670 SH   SOLE   3,241,670 0 0
GTX INC DEL COM 40052B108 9,092 1,377,528 SH   SOLE   1,377,528 0 0
GUANGSHEN RY LTD SPONSORED ADR 40065W107 1,253 62,404 SH   SOLE   62,404 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 1,875 165,213 SH   SOLE   165,213 0 0
GUESS INC COM 401617105 51,450 1,658,074 SH   SOLE   1,658,074 0 0
GUIDANCE SOFTWARE INC COM 401692108 1,766 202,064 SH   SOLE   202,064 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 39,835 947,313 SH   SOLE   947,313 0 0
GULF ISLAND FABRICATION INC COM 402307102 8,516 444,679 SH   SOLE   444,679 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 59 50,992 SH   SOLE   50,992 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 30,584 678,292 SH   SOLE   678,292 0 0
GULFPORT ENERGY CORP COM NEW 402635304 87,151 1,850,729 SH   SOLE   1,850,729 0 0
GYRODYNE CO AMER INC COM 403820103 1,557 21,776 SH   SOLE   21,776 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 17,823 845,897 SH   SOLE   845,897 0 0
HACKETT GROUP INC COM 404609109 6,833 1,316,574 SH   SOLE   1,316,574 0 0
HAEMONETICS CORP COM 405024100 58,170 1,406,761 SH   SOLE   1,406,761 0 0
HAIN CELESTIAL GROUP INC COM 405217100 75,469 1,160,879 SH   SOLE   1,160,879 0 0
HALCON RES CORP COM NEW 40537Q209 24,291 4,284,168 SH   SOLE   4,284,168 0 0
HALLADOR ENERGY COMPANY COM 40609P105 645 80,129 SH   SOLE   80,129 0 0
HALLIBURTON CO COM 406216101 1,019,322 24,432,462 SH   SOLE   24,432,462 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 2,042 223,414 SH   SOLE   223,414 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 19,919 2,505,503 SH   SOLE   2,505,503 0 0
HAMPDEN BANCORP INC COM 40867E107 126 8,481 SH   SOLE   8,481 0 0
HAMPTON ROADS BANKSHARES INC COM NEW 409321502 336 260,205 SH   SOLE   260,205 0 0
HANCOCK HLDG CO COM 410120109 79,520 2,644,483 SH   SOLE   2,644,483 0 0
HANDY & HARMAN LTD COM 410315105 1,012 56,618 SH   SOLE   56,618 0 0
HANESBRANDS INC COM 410345102 133,553 2,597,304 SH   SOLE   2,597,304 0 0
HANGER INC COM NEW 41043F208 31,142 984,585 SH   SOLE   984,585 0 0
HANMI FINL CORP COM NEW 410495204 16,980 960,941 SH   SOLE   960,941 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 1,807 152,118 SH   SOLE   152,118 0 0
HANOVER INS GROUP INC COM 410867105 57,173 1,168,467 SH   SOLE   1,168,467 0 0
HANSEN MEDICAL INC COM 411307101 33 22,688 SH   SOLE   22,688 0 0
HARBINGER GROUP INC COM 41146A106 9,364 1,241,923 SH   SOLE   1,241,923 0 0
HARDINGE INC COM 412324303 5,656 382,711 SH   SOLE   382,711 0 0
HARLEY DAVIDSON INC COM 412822108 329,171 6,004,585 SH   SOLE   6,004,585 0 0
HARMAN INTL INDS INC COM 413086109 98,762 1,822,168 SH   SOLE   1,822,168 0 0
HARMONIC INC COM 413160102 19,873 3,129,645 SH   SOLE   3,129,645 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 2,752 722,370 SH   SOLE   722,370 0 0
HARRIS CORP DEL COM 413875105 142,693 2,897,314 SH   SOLE   2,897,314 0 0
HARRIS INTERACTIVE INC COM 414549105 1,667 921,164 SH   SOLE   921,164 0 0
HARRIS TEETER SUPERMARKETS I COM 414585109 69,083 1,474,253 SH   SOLE   1,474,253 0 0
HARSCO CORP COM 415864107 50,986 2,198,640 SH   SOLE   2,198,640 0 0
HARTE-HANKS INC COM 416196103 15,141 1,760,551 SH   SOLE   1,760,551 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 373,865 12,091,356 SH   SOLE   12,091,356 0 0
HARVARD BIOSCIENCE INC COM 416906105 10,354 2,202,998 SH   SOLE   2,202,998 0 0
HARVEST NATURAL RESOURCES IN COM 41754V103 2,697 869,955 SH   SOLE   869,955 0 0
HASBRO INC COM 418056107 134,785 3,006,586 SH   SOLE   3,006,586 0 0
HASTINGS ENTMT INC COM 418365102 558 135,531 SH   SOLE   135,531 0 0
HATTERAS FINL CORP COM 41902R103 55,540 2,254,078 SH   SOLE   2,254,078 0 0
HAUPPAUGE DIGITAL INC COM 419131107 13 18,468 SH   SOLE   18,468 0 0
HAVERTY FURNITURE INC COM 419596101 13,614 591,654 SH   SOLE   591,654 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 73,870 2,918,603 SH   SOLE   2,918,603 0 0
HAWAIIAN HOLDINGS INC COM 419879101 9,210 1,507,303 SH   SOLE   1,507,303 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 3,207 127,484 SH   SOLE   127,484 0 0
HAWKINS INC COM 420261109 11,282 286,429 SH   SOLE   286,429 0 0
HAWTHORN BANCSHARES INC COM 420476103 6 503 SH   SOLE   503 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 16,696 348,775 SH   SOLE   348,775 0 0
HCA HOLDINGS INC COM 40412C101 321,158 8,906,223 SH   SOLE   8,906,223 0 0
HCC INS HLDGS INC COM 404132102 118,943 2,759,050 SH   SOLE   2,759,050 0 0
HCI GROUP INC COM 40416E103 7,140 232,423 SH   SOLE   232,423 0 0
HCP INC COM 40414L109 815,531 17,947,424 SH   SOLE   17,947,424 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,490 41,103 SH   SOLE   41,103 0 0
HEADWATERS INC COM 42210P102 19,161 2,167,589 SH   SOLE   2,167,589 0 0
HEALTH CARE REIT INC COM 42217K106 705,668 10,527,645 SH   SOLE   10,527,645 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 506 48,115 SH   SOLE   48,115 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 107,259 6,823,074 SH   SOLE   6,823,074 0 0
HEALTH NET INC COM 42222G108 72,504 2,278,558 SH   SOLE   2,278,558 0 0
HEALTHCARE RLTY TR COM 421946104 85,923 3,369,515 SH   SOLE   3,369,515 0 0
HEALTHCARE SVCS GRP INC COM 421906108 46,595 1,900,291 SH   SOLE   1,900,291 0 0
HEALTHCARE TR AMER INC CL A 42225P105 25,078 2,233,153 SH   SOLE   2,233,153 0 0
HEALTHSOUTH CORP COM NEW 421924309 69,716 2,420,685 SH   SOLE   2,420,685 0 0
HEALTHSTREAM INC COM 42222N103 18,139 716,398 SH   SOLE   716,398 0 0
HEALTHWAYS INC COM 422245100 17,717 1,019,391 SH   SOLE   1,019,391 0 0
HEARTLAND EXPRESS INC COM 422347104 18,414 1,327,128 SH   SOLE   1,327,128 0 0
HEARTLAND FINL USA INC COM 42234Q102 12,403 451,172 SH   SOLE   451,172 0 0
HEARTLAND PMT SYS INC COM 42235N108 35,226 945,668 SH   SOLE   945,668 0 0
HEARTWARE INTL INC COM 422368100 32,675 343,550 SH   SOLE   343,550 0 0
HECLA MNG CO COM 422704106 27,538 9,240,794 SH   SOLE   9,240,794 0 0
HEICO CORP NEW COM 422806109 31,854 632,394 SH   SOLE   632,394 0 0
HEICO CORP NEW CL A 422806208 24,209 655,896 SH   SOLE   655,896 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 8,612 515,060 SH   SOLE   515,060 0 0
HELEN OF TROY CORP LTD COM G4388N106 34,340 894,966 SH   SOLE   894,966 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 70,610 3,064,681 SH   SOLE   3,064,681 0 0
HELMERICH & PAYNE INC COM 423452101 174,632 2,796,348 SH   SOLE   2,796,348 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 1,114 81,291 SH   SOLE   81,291 0 0
HEMISPHERX BIOPHARMA INC COM 42366C103 496 2,226,238 SH   SOLE   2,226,238 0 0
HENRY JACK & ASSOC INC COM 426281101 109,260 2,318,276 SH   SOLE   2,318,276 0 0
HERBALIFE LTD COM USD SHS G4412G101 105,717 2,341,971 SH   SOLE   2,341,971 0 0
HERCULES OFFSHORE INC COM 427093109 33,198 4,715,674 SH   SOLE   4,715,674 0 0
HERCULES TECH GROWTH CAP INC COM 427096508 11,545 828,188 SH   SOLE   828,188 0 0
HERITAGE COMMERCE CORP COM 426927109 4,478 639,717 SH   SOLE   639,717 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 1,315 89,975 SH   SOLE   89,975 0 0
HERITAGE FINL CORP WASH COM 42722X106 6,724 459,006 SH   SOLE   459,006 0 0
HERITAGE FINL GROUP INC COM 42726X102 480 32,526 SH   SOLE   32,526 0 0
HERITAGE OAKS BANCORP COM 42724R107 1,249 202,381 SH   SOLE   202,381 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 39,801 7,056,899 SH   SOLE   7,056,899 0 0
HERSHEY CO COM 427866108 378,611 4,240,713 SH   SOLE   4,240,713 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 236,064 9,518,724 SH   SOLE   9,518,724 0 0
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 139,608 46,420,000 PRN   SOLE   46,420,000 0 0
HESKA CORP COM RESTRC NEW 42805E306 1,084 157,290 SH   SOLE   157,290 0 0
HESS CORP COM 42809H107 550,052 8,272,699 SH   SOLE   8,272,699 0 0
HEWLETT PACKARD CO COM 428236103 1,343,651 54,179,468 SH   SOLE   54,179,468 0 0
HEXCEL CORP NEW COM 428291108 80,473 2,363,384 SH   SOLE   2,363,384 0 0
HF FINL CORP COM 404172108 2 185 SH   SOLE   185 0 0
HFF INC CL A 40418F108 15,787 888,434 SH   SOLE   888,434 0 0
HHGREGG INC COM 42833L108 6,342 397,147 SH   SOLE   397,147 0 0
HI-TECH PHARMACAL INC COM 42840B101 12,713 382,920 SH   SOLE   382,920 0 0
HIBBETT SPORTS INC COM 428567101 39,150 704,510 SH   SOLE   704,510 0 0
HICKORY TECH CORP COM 429060106 2,021 190,128 SH   SOLE   190,128 0 0
HIGHER ONE HLDGS INC COM 42983D104 11,047 949,032 SH   SOLE   949,032 0 0
HIGHWOODS PPTYS INC COM 431284108 123,764 3,475,535 SH   SOLE   3,475,535 0 0
HILL INTERNATIONAL INC COM 431466101 1,421 518,596 SH   SOLE   518,596 0 0
HILL ROM HLDGS INC COM 431475102 55,551 1,649,380 SH   SOLE   1,649,380 0 0
HILLENBRAND INC COM 431571108 38,325 1,616,387 SH   SOLE   1,616,387 0 0
HILLSHIRE BRANDS CO COM 432589109 127,951 3,867,928 SH   SOLE   3,867,928 0 0
HILLTOP HOLDINGS INC COM 432748101 25,258 1,540,116 SH   SOLE   1,540,116 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 221 42,403 SH   SOLE   42,403 0 0
HINGHAM INSTN SVGS MASS COM 433323102 821 12,089 SH   SOLE   12,089 0 0
HITTITE MICROWAVE CORP COM 43365Y104 44,880 773,785 SH   SOLE   773,785 0 0
HMN FINL INC COM 40424G108 213 29,967 SH   SOLE   29,967 0 0
HMS HLDGS CORP COM 40425J101 61,391 2,634,816 SH   SOLE   2,634,816 0 0
HNI CORP COM 404251100 49,190 1,363,744 SH   SOLE   1,363,744 0 0
HOLLYFRONTIER CORP COM 436106108 247,016 5,774,093 SH   SOLE   5,774,093 0 0
HOLLYWOOD MEDIA CORP COM 436233100 575 429,156 SH   SOLE   429,156 0 0
HOLOGIC INC COM 436440101 142,696 7,393,585 SH   SOLE   7,393,585 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 639 573,000 PRN   SOLE   573,000 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 64 65,000 PRN   SOLE   65,000 0 0
HOME BANCORP INC COM 43689E107 1,647 89,034 SH   SOLE   89,034 0 0
HOME BANCSHARES INC COM 436893200 34,714 1,336,711 SH   SOLE   1,336,711 0 0
HOME DEPOT INC COM 437076102 3,067,523 39,596,275 SH   SOLE   39,596,275 0 0
HOME FED BANCORP INC MD COM 43710G105 2,649 207,901 SH   SOLE   207,901 0 0
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 17 626 SH   SOLE   626 0 0
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 27,824 1,160,765 SH   SOLE   1,160,765 0 0
HOME PROPERTIES INC COM 437306103 127,158 1,945,208 SH   SOLE   1,945,208 0 0
HOMEAWAY INC COM 43739Q100 31,230 965,689 SH   SOLE   965,689 0 0
HOMESTREET INC COM 43785V102 8,110 378,101 SH   SOLE   378,101 0 0
HOMETRUST BANCSHARES INC COM 437872104 4,320 254,703 SH   SOLE   254,703 0 0
HONEYWELL INTL INC COM 438516106 1,644,185 20,723,282 SH   SOLE   20,723,282 0 0
HOOKER FURNITURE CORP COM 439038100 2,646 162,719 SH   SOLE   162,719 0 0
HOOPER HOLMES INC COM 439104100 244 678,923 SH   SOLE   678,923 0 0
HOPFED BANCORP INC COM 439734104 235 21,759 SH   SOLE   21,759 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 27,618 1,132,825 SH   SOLE   1,132,825 0 0
HORIZON BANCORP IND COM 440407104 1,839 90,091 SH   SOLE   90,091 0 0
HORIZON PHARMA INC COM 44047T109 1,383 562,021 SH   SOLE   562,021 0 0
HORIZON TECHNOLOGY FIN CORP COM 44045A102 1,310 95,376 SH   SOLE   95,376 0 0
HORMEL FOODS CORP COM 440452100 143,385 3,716,558 SH   SOLE   3,716,558 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 49,665 928,313 SH   SOLE   928,313 0 0
HORSEHEAD HLDG CORP COM 440694305 17,337 1,353,384 SH   SOLE   1,353,384 0 0
HOSPIRA INC COM 441060100 167,025 4,359,835 SH   SOLE   4,359,835 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 140,185 5,334,299 SH   SOLE   5,334,299 0 0
HOST HOTELS & RESORTS INC COM 44107P104 466,527 27,654,234 SH   SOLE   27,654,234 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 8,218 593,816 SH   SOLE   593,816 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 15,706 2,799,634 SH   SOLE   2,799,634 0 0
HOWARD HUGHES CORP COM 44267D107 87,577 781,314 SH   SOLE   781,314 0 0
HSN INC COM 404303109 55,789 1,038,510 SH   SOLE   1,038,510 0 0
HUB GROUP INC CL A 443320106 39,006 1,071,018 SH   SOLE   1,071,018 0 0
HUBBELL INC CL B 443510201 148,262 1,497,601 SH   SOLE   1,497,601 0 0
HUDSON CITY BANCORP COM 443683107 125,861 13,717,828 SH   SOLE   13,717,828 0 0
HUDSON GLOBAL INC COM 443787106 1,585 638,950 SH   SOLE   638,950 0 0
HUDSON PAC PPTYS INC COM 444097109 28,388 1,334,009 SH   SOLE   1,334,009 0 0
HUDSON VALLEY HOLDING CORP COM 444172100 8,873 522,539 SH   SOLE   522,539 0 0
HUMANA INC COM 444859102 350,014 4,148,072 SH   SOLE   4,148,072 0 0
HUNT J B TRANS SVCS INC COM 445658107 186,508 2,581,786 SH   SOLE   2,581,786 0 0
HUNTINGTON BANCSHARES INC COM 446150104 178,522 22,683,819 SH   SOLE   22,683,819 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 86,098 1,524,398 SH   SOLE   1,524,398 0 0
HUNTSMAN CORP COM 447011107 78,620 4,747,607 SH   SOLE   4,747,607 0 0
HURCO COMPANIES INC COM 447324104 2,345 81,505 SH   SOLE   81,505 0 0
HURON CONSULTING GROUP INC COM 447462102 32,156 695,413 SH   SOLE   695,413 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 4,657 984,528 SH   SOLE   984,528 0 0
HYATT HOTELS CORP COM CL A 448579102 46,525 1,152,744 SH   SOLE   1,152,744 0 0
HYPERDYNAMICS CORP COM 448954107 1,063 2,237,583 SH   SOLE   2,237,583 0 0
HYPERION THERAPEUTICS INC COM 44915N101 1,888 85,819 SH   SOLE   85,819 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 17,718 282,183 SH   SOLE   282,183 0 0
I D SYSTEMS INC COM 449489103 1,598 317,732 SH   SOLE   317,732 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 109,509 2,301,567 SH   SOLE   2,301,567 0 0
IBERIABANK CORP COM 450828108 43,786 816,747 SH   SOLE   816,747 0 0
ICAD INC COM NEW 44934S206 1,910 318,285 SH   SOLE   318,285 0 0
ICF INTL INC COM 44925C103 18,772 595,746 SH   SOLE   595,746 0 0
ICG GROUP INC COM 44928D108 13,158 1,154,211 SH   SOLE   1,154,211 0 0
ICICI BK LTD ADR 45104G104 1,144 29,899 SH   SOLE   29,899 0 0
ICON PLC SHS G4705A100 594 16,765 SH   SOLE   16,765 0 0
ICONIX BRAND GROUP INC COM 451055107 45,944 1,562,189 SH   SOLE   1,562,189 0 0
ICU MED INC COM 44930G107 28,828 400,060 SH   SOLE   400,060 0 0
IDACORP INC COM 451107106 69,927 1,464,126 SH   SOLE   1,464,126 0 0
IDENIX PHARMACEUTICALS INC COM 45166R204 10,361 2,870,020 SH   SOLE   2,870,020 0 0
IDENTIVE GROUP INC COM 45170X106 450 621,741 SH   SOLE   621,741 0 0
IDEX CORP COM 45167R104 119,414 2,219,187 SH   SOLE   2,219,187 0 0
IDEXX LABS INC COM 45168D104 133,081 1,483,793 SH   SOLE   1,483,793 0 0
IDT CORP CL B NEW 448947507 9,478 507,092 SH   SOLE   507,092 0 0
IGATE CORP COM 45169U105 16,007 974,875 SH   SOLE   974,875 0 0
IGI LABS INC COM 449575109 84 58,766 SH   SOLE   58,766 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 1,356 71,864 SH   SOLE   71,864 0 0
IHS INC CL A 451734107 135,982 1,302,762 SH   SOLE   1,302,762 0 0
II VI INC COM 902104108 23,457 1,442,633 SH   SOLE   1,442,633 0 0
IKANOS COMMUNICATIONS COM 45173E105 25 16,937 SH   SOLE   16,937 0 0
ILLINOIS TOOL WKS INC COM 452308109 737,189 10,657,641 SH   SOLE   10,657,641 0 0
ILLUMINA INC COM 452327109 219,072 2,927,203 SH   SOLE   2,927,203 0 0
IMAGE SENSING SYS INC COM 45244C104 466 63,442 SH   SOLE   63,442 0 0
IMATION CORP COM 45245A107 5,596 1,322,967 SH   SOLE   1,322,967 0 0
IMAX CORP COM 45245E109 199 8,014 SH   SOLE   8,014 0 0
IMMERSION CORP COM 452521107 14,087 1,063,189 SH   SOLE   1,063,189 0 0
IMMUNOCELLULAR THERAPEUTICS COM 452536105 291 150,201 SH   SOLE   150,201 0 0
IMMUNOGEN INC COM 45253H101 40,058 2,414,605 SH   SOLE   2,414,605 0 0
IMMUNOMEDICS INC COM 452907108 13,037 2,396,511 SH   SOLE   2,396,511 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 176 17,306 SH   SOLE   17,306 0 0
IMPAX LABORATORIES INC COM 45256B101 37,264 1,868,975 SH   SOLE   1,868,975 0 0
IMPERIAL HLDGS INC COM 452834104 2,035 297,153 SH   SOLE   297,153 0 0
IMPERIAL OIL LTD COM NEW 453038408 0 3 SH   SOLE   3 0 0
IMPERVA INC COM 45321L100 19,606 435,309 SH   SOLE   435,309 0 0
INCONTACT INC COM 45336E109 5,230 636,299 SH   SOLE   636,299 0 0
INCYTE CORP COM 45337C102 66,466 3,021,178 SH   SOLE   3,021,178 0 0
INCYTE CORP NOTE 4.750%10/0 45337CAJ1 8,560 3,356,000 PRN   SOLE   3,356,000 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 1,006 85,083 SH   SOLE   85,083 0 0
INDEPENDENT BANK CORP MASS COM 453836108 23,732 687,872 SH   SOLE   687,872 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 2,391 380,146 SH   SOLE   380,146 0 0
INDEPENDENT BK GROUP INC COM 45384B106 1,952 64,206 SH   SOLE   64,206 0 0
INFINERA CORPORATION COM 45667G103 33,510 3,140,609 SH   SOLE   3,140,609 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 21,587 1,333,159 SH   SOLE   1,333,159 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 21,100 353,079 SH   SOLE   353,079 0 0
INFOBLOX INC COM 45672H104 34,758 1,187,906 SH   SOLE   1,187,906 0 0
INFORMATICA CORP COM 45666Q102 99,843 2,854,284 SH   SOLE   2,854,284 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 13 6,773 SH   SOLE   6,773 0 0
INFOSYS LTD SPONSORED ADR 456788108 790 19,176 SH   SOLE   19,176 0 0
ING U S INC COM 45685E106 55,030 2,033,635 SH   SOLE   2,033,635 0 0
INGERSOLL-RAND PLC SHS G47791101 443,834 7,994,128 SH   SOLE   7,994,128 0 0
INGLES MKTS INC CL A 457030104 12,570 497,821 SH   SOLE   497,821 0 0
INGRAM MICRO INC CL A 457153104 77,495 4,080,856 SH   SOLE   4,080,856 0 0
INGREDION INC COM 457187102 137,861 2,100,897 SH   SOLE   2,100,897 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 37,767 3,695,422 SH   SOLE   3,695,422 0 0
INNERWORKINGS INC COM 45773Y105 11,050 1,018,444 SH   SOLE   1,018,444 0 0
INNODATA INC COM NEW 457642205 1,798 561,843 SH   SOLE   561,843 0 0
INNOPHOS HOLDINGS INC COM 45774N108 27,595 585,005 SH   SOLE   585,005 0 0
INNOSPEC INC COM 45768S105 12,021 299,178 SH   SOLE   299,178 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 3,115 486,745 SH   SOLE   486,745 0 0
INPHI CORP COM 45772F107 5,563 505,760 SH   SOLE   505,760 0 0
INSIGHT ENTERPRISES INC COM 45765U103 21,593 1,217,203 SH   SOLE   1,217,203 0 0
INSIGNIA SYS INC COM 45765Y105 1,039 474,220 SH   SOLE   474,220 0 0
INSMED INC COM PAR $.01 457669307 10,639 889,517 SH   SOLE   889,517 0 0
INSPERITY INC COM 45778Q107 18,949 625,392 SH   SOLE   625,392 0 0
INSTEEL INDUSTRIES INC COM 45774W108 9,140 521,713 SH   SOLE   521,713 0 0
INSTITUTIONAL FINL MKTS INC COM 45779L107 625 248,180 SH   SOLE   248,180 0 0
INSULET CORP COM 45784P101 46,448 1,478,753 SH   SOLE   1,478,753 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 865 62,483 SH   SOLE   62,483 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 21,096 575,928 SH   SOLE   575,928 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 33,797 4,256,534 SH   SOLE   4,256,534 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 9,629 878,522 SH   SOLE   878,522 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 126,222 2,156,541 SH   SOLE   2,156,541 0 0
INTEL CORP COM 458140100 3,207,122 132,361,615 SH   SOLE   99,999,999 0 0
INTELLICHECK MOBILISA INC COM 45817G102 2 5,296 SH   SOLE   5,296 0 0
INTELSAT S A COM L5140P101 3,633 181,673 SH   SOLE   181,673 0 0
INTER PARFUMS INC COM 458334109 13,454 471,752 SH   SOLE   471,752 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 14,651 917,431 SH   SOLE   917,431 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 22,658 439,117 SH   SOLE   439,117 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 3,156 70,379 SH   SOLE   70,379 0 0
INTERCONTINENTAL HTLS GRP PL SPON ADR NEW 12 45857P400 743 27,065 SH   SOLE   27,065 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 339,963 1,912,484 SH   SOLE   1,912,484 0 0
INTERDIGITAL INC COM 45867G101 56,055 1,255,427 SH   SOLE   1,255,427 0 0
INTERFACE INC COM 458665304 28,012 1,650,685 SH   SOLE   1,650,685 0 0
INTERMEC INC COM 458786100 16,676 1,696,437 SH   SOLE   1,696,437 0 0
INTERMOLECULAR INC COM 45882D109 3,043 418,628 SH   SOLE   418,628 0 0
INTERMUNE INC COM 45884X103 22,484 2,337,234 SH   SOLE   2,337,234 0 0
INTERMUNE INC NOTE 2.500% 9/1 45884XAE3 12,433 15,174,000 PRN   SOLE   15,174,000 0 0
INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 13,368 1,616,465 SH   SOLE   1,616,465 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 36,768 1,628,328 SH   SOLE   1,628,328 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 5,254,901 27,496,733 SH   SOLE   27,496,733 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 173,958 2,314,498 SH   SOLE   2,314,498 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 141,934 8,493,938 SH   SOLE   8,493,938 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 43,411 2,073,090 SH   SOLE   2,073,090 0 0
INTERNATIONAL SHIPHOLDING CO COM NEW 460321201 5,774 247,479 SH   SOLE   247,479 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 23,070 733,089 SH   SOLE   733,089 0 0
INTERNET PATENTS CORP COM 46063G101 78 21,499 SH   SOLE   21,499 0 0
INTEROIL CORP COM 460951106 2,236 32,163 SH   SOLE   32,163 0 0
INTERPHASE CORP COM 460593106 600 224,551 SH   SOLE   224,551 0 0
INTERPUBLIC GROUP COS INC COM 460690100 175,205 12,041,559 SH   SOLE   12,041,559 0 0
INTERSECTIONS INC COM 460981301 3,779 430,883 SH   SOLE   430,883 0 0
INTERSIL CORP CL A 46069S109 29,653 3,801,713 SH   SOLE   3,801,713 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 21,418 1,075,194 SH   SOLE   1,075,194 0 0
INTERVEST BANCSHARES CORP COM 460927106 1,118 167,326 SH   SOLE   167,326 0 0
INTERXION HOLDING N.V SHS N47279109 198 7,580 SH   SOLE   7,580 0 0
INTEST CORP COM 461147100 1,990 524,951 SH   SOLE   524,951 0 0
INTEVAC INC COM 461148108 2,783 491,638 SH   SOLE   491,638 0 0
INTL FCSTONE INC COM 46116V105 8,531 488,900 SH   SOLE   488,900 0 0
INTL PAPER CO COM 460146103 525,248 11,853,941 SH   SOLE   11,853,941 0 0
INTRALINKS HLDGS INC COM 46118H104 6,243 859,853 SH   SOLE   859,853 0 0
INTREPID POTASH INC COM 46121Y102 30,177 1,584,107 SH   SOLE   1,584,107 0 0
INTRICON CORP COM 46121H109 27 7,657 SH   SOLE   7,657 0 0
INTUIT COM 461202103 552,318 9,048,458 SH   SOLE   9,048,458 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 536,671 1,060,338 SH   SOLE   1,060,338 0 0
INUVO INC COM NEW 46122W204 325 407,143 SH   SOLE   407,143 0 0
INVACARE CORP COM 461203101 18,147 1,263,695 SH   SOLE   1,263,695 0 0
INVACARE CORP SDCV 4.125% 2/0 461203AD3 949 1,000,000 PRN   SOLE   1,000,000 0 0
INVENSENSE INC COM 46123D205 19,516 1,268,899 SH   SOLE   1,268,899 0 0
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INVESCO LTD SHS G491BT108 374,618 11,780,446 SH   SOLE   11,780,446 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 60,426 3,648,941 SH   SOLE   3,648,941 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 15,817 1,131,427 SH   SOLE   1,131,427 0 0
INVESTORS BANCORP INC COM 46146P102 29,492 1,399,060 SH   SOLE   1,399,060 0 0
INVESTORS CAP HLDGS LTD COM 46147M108 0 59 SH   SOLE   59 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 31,932 3,713,049 SH   SOLE   3,713,049 0 0
INVESTORS TITLE CO COM 461804106 1,750 24,674 SH   SOLE   24,674 0 0
ION GEOPHYSICAL CORP COM 462044108 22,945 3,811,455 SH   SOLE   3,811,455 0 0
IPASS INC COM 46261V108 110 58,008 SH   SOLE   58,008 0 0
IPC THE HOSPITALIST CO INC COM 44984A105 24,199 471,169 SH   SOLE   471,169 0 0
IPG PHOTONICS CORP COM 44980X109 51,845 853,703 SH   SOLE   853,703 0 0
IRIDEX CORP COM 462684101 30 5,076 SH   SOLE   5,076 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 14,298 1,842,494 SH   SOLE   1,842,494 0 0
IROBOT CORP COM 462726100 29,245 735,344 SH   SOLE   735,344 0 0
IRON MTN INC COM 462846106 115,707 4,348,244 SH   SOLE   4,348,244 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 24,944 2,511,943 SH   SOLE   2,511,943 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 1,007 135,475 SH   SOLE   135,475 0 0
ISHARES GOLD TRUST ISHARES 464285105 147,138 12,271,720 SH   SOLE   12,271,720 0 0
ISHARES INC MSCI CDA INDEX 464286509 1,085 41,473 SH   SOLE   41,473 0 0
ISHARES INC EM MKT MIN VOL 464286533 81,520 1,427,425 SH   SOLE   1,427,425 0 0
ISHARES INC MSCI CHILE CAPP 464286640 2,740 50,932 SH   SOLE   50,932 0 0
ISHARES INC MSCI TURKEY FD 464286715 12,756 214,752 SH   SOLE   214,752 0 0
ISHARES INC MSCI TAIWAN 464286731 17,275 1,298,879 SH   SOLE   1,298,879 0 0
ISHARES INC MSCI STH KOR CAP 464286772 21,332 400,983 SH   SOLE   400,983 0 0
ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 4,968 161,293 SH   SOLE   161,293 0 0
ISHARES TR DJ SEL DIV INX 464287168 44,999 702,998 SH   SOLE   702,998 0 0
ISHARES TR BARCLYS TIPS BD 464287176 83,644 746,754 SH   SOLE   746,754 0 0
ISHARES TR CORE S&P500 ETF 464287200 9,621 59,800 SH   SOLE   59,800 0 0
ISHARES TR CORE TOTUSBD ETF 464287226 363,749 3,392,869 SH   SOLE   3,392,869 0 0
ISHARES TR MSCI EMERG MKT 464287234 565,900 14,698,711 SH   SOLE   14,698,711 0 0
ISHARES TR IBOXX INV CPBD 464287242 591 5,199 SH   SOLE   5,199 0 0
ISHARES TR BARCLYS 20+ YR 464287432 62,073 562,055 SH   SOLE   562,055 0 0
ISHARES TR BARCLYS 1-3 YR 464287457 94,979 1,126,951 SH   SOLE   1,126,951 0 0
ISHARES TR MSCI EAFE INDEX 464287465 71,638 1,250,226 SH   SOLE   1,250,226 0 0
ISHARES TR CORE S&P MCP ETF 464287507 73 629 SH   SOLE   629 0 0
ISHARES TR COHEN&ST RLTY 464287564 23,072 286,177 SH   SOLE   286,177 0 0
ISHARES TR RUSSELL1000VAL 464287598 3,302 39,408 SH   SOLE   39,408 0 0
ISHARES TR RUSSELL1000GRW 464287614 3,289 45,211 SH   SOLE   45,211 0 0
ISHARES TR RUSSELL 1000 464287622 486,376 5,408,379 SH   SOLE   5,408,379 0 0
ISHARES TR RUSSELL 2000 464287655 672,634 6,934,375 SH   SOLE   6,934,375 0 0
ISHARES TR DJ US REAL EST 464287739 2,568 38,651 SH   SOLE   38,651 0 0
ISHARES TR MSCI ACWI EX 464288240 109,125 2,680,546 SH   SOLE   2,680,546 0 0
ISHARES TR MSCI KOKUSAI 464288265 109,911 2,436,500 SH   SOLE   2,436,500 0 0
ISHARES TR JPMORGAN USD 464288281 11,607 105,975 SH   SOLE   105,975 0 0
ISHARES TR HIGH YLD CORP 464288513 17,949 197,507 SH   SOLE   197,507 0 0
ISHARES TR BARCLYS 1-3YR CR 464288646 96,220 916,119 SH   SOLE   916,119 0 0
ISHARES TR BARCLYS SH TREA 464288679 46,075 418,027 SH   SOLE   418,027 0 0
ISHARES TR INDIA 50 ETF 464289529 4,287 192,148 SH   SOLE   192,148 0 0
ISHARES TR HGH DIV EQT FD 46429B663 1,704 25,686 SH   SOLE   25,686 0 0
ISHARES TR EAFE MIN VOLAT 46429B689 372 6,500 SH   SOLE   6,500 0 0
ISHARES TR MSCI RUSS INDX 46429B705 8,414 438,002 SH   SOLE   438,002 0 0
ISHARES TR BRC 0-5 YR TIP 46429B747 11,225 111,494 SH   SOLE   111,494 0 0
ISIS PHARMACEUTICALS INC COM 464330109 87,429 3,253,778 SH   SOLE   3,253,778 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 5,933 791,095 SH   SOLE   791,095 0 0
ISRAMCO INC COM NEW 465141406 1,507 16,175 SH   SOLE   16,175 0 0
ISTAR FINL INC COM 45031U101 26,194 2,320,087 SH   SOLE   2,320,087 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,240 96,010 SH   SOLE   96,010 0 0
ITC HLDGS CORP COM 465685105 116,992 1,281,400 SH   SOLE   1,281,400 0 0
ITERIS INC COM 46564T107 1,257 702,460 SH   SOLE   702,460 0 0
ITRON INC COM 465741106 56,721 1,336,816 SH   SOLE   1,336,816 0 0
ITT CORP NEW COM NEW 450911201 67,825 2,306,194 SH   SOLE   2,306,194 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 12,716 521,156 SH   SOLE   521,156 0 0
IXIA COM 45071R109 27,969 1,520,041 SH   SOLE   1,520,041 0 0
IXYS CORP COM 46600W106 9,053 818,563 SH   SOLE   818,563 0 0
J & J SNACK FOODS CORP COM 466032109 32,538 418,230 SH   SOLE   418,230 0 0
J2 GLOBAL INC COM 48123V102 54,152 1,273,865 SH   SOLE   1,273,865 0 0
JABIL CIRCUIT INC COM 466313103 116,173 5,700,324 SH   SOLE   5,700,324 0 0
JACK IN THE BOX INC COM 466367109 51,240 1,304,146 SH   SOLE   1,304,146 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 188,631 3,421,568 SH   SOLE   3,421,568 0 0
JAKKS PAC INC COM 47012E106 7,025 624,410 SH   SOLE   624,410 0 0
JAMBA INC COM NEW 47023A309 3,162 211,757 SH   SOLE   211,757 0 0
JAMES RIVER COAL CO COM NEW 470355207 2,055 1,129,102 SH   SOLE   1,129,102 0 0
JANUS CAP GROUP INC COM 47102X105 44,284 5,203,722 SH   SOLE   5,203,722 0 0
JARDEN CORP COM 471109108 123,134 2,814,497 SH   SOLE   2,814,497 0 0
JAVELIN MTG INVT CORP COM 47200B104 646 45,872 SH   SOLE   45,872 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 82,936 1,206,700 SH   SOLE   1,206,700 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 89,882 6,246,169 SH   SOLE   6,246,169 0 0
JETBLUE AIRWAYS CORP COM 477143101 41,575 6,609,677 SH   SOLE   6,609,677 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 2,853 2,049,000 PRN   SOLE   2,049,000 0 0
JEWETT CAMERON TRADING LTD COM NEW 47733C207 44 3,764 SH   SOLE   3,764 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 199 21,975 SH   SOLE   21,975 0 0
JINPAN INTL LTD ORD G5138L100 265 54,013 SH   SOLE   54,013 0 0
JIVE SOFTWARE INC COM 47760A108 15,913 875,787 SH   SOLE   875,787 0 0
JMP GROUP INC COM 46629U107 1,295 195,006 SH   SOLE   195,006 0 0
JOES JEANS INC COM 47777N101 259 158,058 SH   SOLE   158,058 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 35,169 1,673,923 SH   SOLE   1,673,923 0 0
JOHNSON & JOHNSON COM 478160104 6,495,732 75,654,930 SH   SOLE   75,654,930 0 0
JOHNSON CTLS INC COM 478366107 672,340 18,785,682 SH   SOLE   18,785,682 0 0
JOHNSON OUTDOORS INC CL A 479167108 3,446 138,376 SH   SOLE   138,376 0 0
JONES GROUP INC COM 48020T101 29,733 2,162,374 SH   SOLE   2,162,374 0 0
JONES LANG LASALLE INC COM 48020Q107 109,936 1,206,230 SH   SOLE   1,206,230 0 0
JOS A BANK CLOTHIERS INC COM 480838101 31,237 755,971 SH   SOLE   755,971 0 0
JOURNAL COMMUNICATIONS INC CL A 481130102 9,073 1,211,391 SH   SOLE   1,211,391 0 0
JOY GLOBAL INC COM 481165108 135,167 2,785,224 SH   SOLE   2,785,224 0 0
JPMORGAN CHASE & CO COM 46625H100 5,506,201 104,303,871 SH   SOLE   99,999,999 0 0
JTH HLDG INC CL A 46637N103 666 40,984 SH   SOLE   40,984 0 0
JUNIPER NETWORKS INC COM 48203R104 257,116 13,315,173 SH   SOLE   13,315,173 0 0
K12 INC COM 48273U102 24,300 925,023 SH   SOLE   925,023 0 0
KADANT INC COM 48282T104 11,359 376,490 SH   SOLE   376,490 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 32,897 531,114 SH   SOLE   531,114 0 0
KALOBIOS PHARMACEUTICALS INC COM 48344T100 2,670 471,704 SH   SOLE   471,704 0 0
KAMAN CORP COM 483548103 25,554 739,399 SH   SOLE   739,399 0 0
KANSAS CITY LIFE INS CO COM 484836101 5,045 131,838 SH   SOLE   131,838 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 318,018 3,001,303 SH   SOLE   3,001,303 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 47,630 1,185,425 SH   SOLE   1,185,425 0 0
KAR AUCTION SVCS INC COM 48238T109 42,123 1,841,851 SH   SOLE   1,841,851 0 0
KAYDON CORP COM 486587108 26,263 953,272 SH   SOLE   953,272 0 0
KB HOME COM 48666K109 48,758 2,483,874 SH   SOLE   2,483,874 0 0
KBR INC COM 48242W106 130,893 4,027,470 SH   SOLE   4,027,470 0 0
KCAP FINL INC COM 48668E101 4,064 360,891 SH   SOLE   360,891 0 0
KEARNY FINL CORP COM 487169104 1,704 162,403 SH   SOLE   162,403 0 0
KELLOGG CO COM 487836108 434,758 6,768,770 SH   SOLE   6,768,770 0 0
KELLY SVCS INC CL A 488152208 14,136 809,158 SH   SOLE   809,158 0 0
KEMET CORP COM NEW 488360207 12,092 2,941,990 SH   SOLE   2,941,990 0 0
KEMPER CORP DEL COM 488401100 46,819 1,366,972 SH   SOLE   1,366,972 0 0
KENNAMETAL INC COM 489170100 81,755 2,105,472 SH   SOLE   2,105,472 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 25,300 1,520,404 SH   SOLE   1,520,404 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 17,061 2,283,893 SH   SOLE   2,283,893 0 0
KEWAUNEE SCIENTIFIC CORP COM 492854104 20 1,615 SH   SOLE   1,615 0 0
KEY ENERGY SVCS INC COM 492914106 25,845 4,343,721 SH   SOLE   4,343,721 0 0
KEY TRONICS CORP COM 493144109 156 15,026 SH   SOLE   15,026 0 0
KEYCORP NEW COM 493267108 270,152 24,470,301 SH   SOLE   24,470,301 0 0
KEYNOTE SYS INC COM 493308100 10,078 510,025 SH   SOLE   510,025 0 0
KEYW HLDG CORP COM 493723100 6,439 485,929 SH   SOLE   485,929 0 0
KFORCE INC COM 493732101 15,902 1,089,158 SH   SOLE   1,089,158 0 0
KID BRANDS INC COM 49375T100 523 339,400 SH   SOLE   339,400 0 0
KILROY RLTY CORP COM 49427F108 151,727 2,862,228 SH   SOLE   2,862,228 0 0
KIMBALL INTL INC CL B 494274103 9,436 971,733 SH   SOLE   971,733 0 0
KIMBERLY CLARK CORP COM 494368103 997,062 10,264,179 SH   SOLE   10,264,179 0 0
KIMCO RLTY CORP COM 49446R109 332,192 15,501,281 SH   SOLE   15,501,281 0 0
KINDER MORGAN INC DEL COM 49456B101 639,616 16,765,819 SH   SOLE   16,765,819 0 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 16,480 197,158 SH   SOLE   197,158 0 0
KINDRED HEALTHCARE INC COM 494580103 19,961 1,520,236 SH   SOLE   1,520,236 0 0
KINROSS GOLD CORP COM NO PAR 496902404 90 17,601 SH   SOLE   17,601 0 0
KIOR INC CL A 497217109 2,888 505,774 SH   SOLE   505,774 0 0
KIRBY CORP COM 497266106 122,208 1,536,429 SH   SOLE   1,536,429 0 0
KIRKLANDS INC COM 497498105 13,380 775,625 SH   SOLE   775,625 0 0
KITE RLTY GROUP TR COM 49803T102 22,491 3,729,856 SH   SOLE   3,729,856 0 0
KLA-TENCOR CORP COM 482480100 262,287 4,706,394 SH   SOLE   4,706,394 0 0
KMG CHEMICALS INC COM 482564101 2,122 100,591 SH   SOLE   100,591 0 0
KNIGHT CAP GROUP INC CL A COM 499005106 18,614 5,184,937 SH   SOLE   5,184,937 0 0
KNIGHT TRANSN INC COM 499064103 27,700 1,646,850 SH   SOLE   1,646,850 0 0
KNOLL INC COM NEW 498904200 19,014 1,338,088 SH   SOLE   1,338,088 0 0
KODIAK OIL & GAS CORP COM 50015Q100 65,692 7,389,420 SH   SOLE   7,389,420 0 0
KOHLS CORP COM 500255104 280,969 5,562,650 SH   SOLE   5,562,650 0 0
KONA GRILL INC COM 50047H201 465 39,651 SH   SOLE   39,651 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 517 19,018 SH   SOLE   19,018 0 0
KOPIN CORP COM 500600101 7,781 2,097,410 SH   SOLE   2,097,410 0 0
KOPPERS HOLDINGS INC COM 50060P106 21,216 555,693 SH   SOLE   555,693 0 0
KORN FERRY INTL COM NEW 500643200 27,639 1,474,893 SH   SOLE   1,474,893 0 0
KOSMOS ENERGY LTD SHS G5315B107 8,394 826,171 SH   SOLE   826,171 0 0
KOSS CORP COM 500692108 54 10,846 SH   SOLE   10,846 0 0
KRAFT FOODS GROUP INC COM 50076Q106 909,329 16,275,807 SH   SOLE   16,275,807 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 20,790 980,667 SH   SOLE   980,667 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 10,847 1,673,918 SH   SOLE   1,673,918 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 31,081 1,781,125 SH   SOLE   1,781,125 0 0
KROGER CO COM 501044101 524,783 15,193,490 SH   SOLE   15,193,490 0 0
KRONOS WORLDWIDE INC COM 50105F105 8,578 528,195 SH   SOLE   528,195 0 0
KT CORP SPONSORED ADR 48268K101 4,870 313,784 SH   SOLE   313,784 0 0
KULICKE & SOFFA INDS INC COM 501242101 23,949 2,165,369 SH   SOLE   2,165,369 0 0
KVH INDS INC COM 482738101 7,166 538,406 SH   SOLE   538,406 0 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 3,222 119,108 SH   SOLE   119,108 0 0
L & L ENERGY INC COM 50162D100 2,572 724,554 SH   SOLE   724,554 0 0
L BRANDS INC COM 501797104 311,491 6,324,699 SH   SOLE   6,324,699 0 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 24,216 23,814,000 PRN   SOLE   23,814,000 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 203,921 2,378,367 SH   SOLE   2,378,367 0 0
LA Z BOY INC COM 505336107 29,481 1,454,424 SH   SOLE   1,454,424 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 246,945 2,466,983 SH   SOLE   2,466,983 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 149 111,000 PRN   SOLE   111,000 0 0
LACLEDE GROUP INC COM 505597104 38,033 832,956 SH   SOLE   832,956 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 6,249 3,787,268 SH   SOLE   3,787,268 0 0
LAKELAND BANCORP INC COM 511637100 10,084 966,872 SH   SOLE   966,872 0 0
LAKELAND FINL CORP COM 511656100 14,896 536,778 SH   SOLE   536,778 0 0
LAKES ENTMNT INC COM 51206P109 126 35,738 SH   SOLE   35,738 0 0
LAM RESEARCH CORP COM 512807108 189,126 4,265,365 SH   SOLE   4,265,365 0 0
LAMAR ADVERTISING CO CL A 512815101 144,179 3,322,865 SH   SOLE   3,322,865 0 0
LANCASTER COLONY CORP COM 513847103 43,495 557,695 SH   SOLE   557,695 0 0
LANDAUER INC COM 51476K103 14,629 302,814 SH   SOLE   302,814 0 0
LANDEC CORP COM 514766104 10,580 800,939 SH   SOLE   800,939 0 0
LANDSTAR SYS INC COM 515098101 71,581 1,389,916 SH   SOLE   1,389,916 0 0
LANNET INC COM 516012101 3,385 284,230 SH   SOLE   284,230 0 0
LANTRONIX INC COM NEW 516548203 52 32,621 SH   SOLE   32,621 0 0
LAREDO PETE HLDGS INC COM 516806106 15,227 740,622 SH   SOLE   740,622 0 0
LAS VEGAS SANDS CORP COM 517834107 525,142 9,921,452 SH   SOLE   9,921,452 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 90,901 3,680,212 SH   SOLE   3,680,212 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 50 2,981 SH   SOLE   2,981 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 18,130 3,575,892 SH   SOLE   3,575,892 0 0
LAUDER ESTEE COS INC CL A 518439104 421,118 6,402,892 SH   SOLE   6,402,892 0 0
LAWSON PRODS INC COM 520776105 2,427 189,005 SH   SOLE   189,005 0 0
LAYNE CHRISTENSEN CO COM 521050104 12,967 664,610 SH   SOLE   664,610 0 0
LAZARD LTD SHS A G54050102 2,605 81,025 SH   SOLE   81,025 0 0
LCA-VISION INC COM PAR $.001 501803308 1,311 434,148 SH   SOLE   434,148 0 0
LCNB CORP COM 50181P100 1,135 50,746 SH   SOLE   50,746 0 0
LEAP WIRELESS INTL INC COM NEW 521863308 11,465 1,703,622 SH   SOLE   1,703,622 0 0
LEAPFROG ENTERPRISES INC CL A 52186N106 16,437 1,670,402 SH   SOLE   1,670,402 0 0
LEAR CORP COM NEW 521865204 276,494 4,573,167 SH   SOLE   4,573,167 0 0
LEARNING TREE INTL INC COM 522015106 564 174,018 SH   SOLE   174,018 0 0
LEGG MASON INC COM 524901105 97,550 3,145,744 SH   SOLE   3,145,744 0 0
LEGGETT & PLATT INC COM 524660107 121,044 3,893,339 SH   SOLE   3,893,339 0 0
LEMAITRE VASCULAR INC COM 525558201 12 1,762 SH   SOLE   1,762 0 0
LENDER PROCESSING SVCS INC COM 52602E102 73,397 2,268,838 SH   SOLE   2,268,838 0 0
LENNAR CORP CL A 526057104 162,621 4,512,240 SH   SOLE   4,512,240 0 0
LENNOX INTL INC COM 526107107 82,592 1,279,707 SH   SOLE   1,279,707 0 0
LEUCADIA NATL CORP COM 527288104 206,140 7,861,926 SH   SOLE   7,861,926 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 84,133 3,991,114 SH   SOLE   3,991,114 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 3,491 3,000,000 PRN   SOLE   3,000,000 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 6.500%10/0 52729NBR0 5,642 4,135,000 PRN   SOLE   4,135,000 0 0
LEXICON PHARMACEUTICALS INC COM 528872104 17,269 7,958,185 SH   SOLE   7,958,185 0 0
LEXINGTON REALTY TRUST COM 529043101 69,857 5,980,916 SH   SOLE   5,980,916 0 0
LEXMARK INTL NEW CL A 529771107 68,483 2,240,195 SH   SOLE   2,240,195 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 60 5,079 SH   SOLE   5,079 0 0
LHC GROUP INC COM 50187A107 8,418 429,929 SH   SOLE   429,929 0 0
LIBBEY INC COM 529898108 6,640 277,013 SH   SOLE   277,013 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 286,211 12,438,530 SH   SOLE   12,438,530 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 97,968 1,152,425 SH   SOLE   1,152,425 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 2,169 3,213,000 PRN   SOLE   3,213,000 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 348,021 2,745,511 SH   SOLE   2,745,511 0 0
LIBERTY PPTY TR SH BEN INT 531172104 166,087 4,493,696 SH   SOLE   4,493,696 0 0
LIFE PARTNERS HOLDINGS INC COM 53215T106 1,089 354,661 SH   SOLE   354,661 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 340,559 4,602,145 SH   SOLE   4,602,145 0 0
LIFE TIME FITNESS INC COM 53217R207 60,690 1,211,134 SH   SOLE   1,211,134 0 0
LIFELOCK INC COM 53224V100 8,522 727,712 SH   SOLE   727,712 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 61,414 1,257,450 SH   SOLE   1,257,450 0 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 1,248 1,154,000 PRN   SOLE   1,154,000 0 0
LIFETIME BRANDS INC COM 53222Q103 4,656 342,853 SH   SOLE   342,853 0 0
LIFEVANTAGE CORP COM 53222K106 3,776 1,627,490 SH   SOLE   1,627,490 0 0
LIFEWAY FOODS INC COM 531914109 798 45,954 SH   SOLE   45,954 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 25,128 671,874 SH   SOLE   671,874 0 0
LIGHTBRIDGE CORP COM 53224K104 28 16,433 SH   SOLE   16,433 0 0
LIGHTPATH TECHNOLOGIES INC CL A NEW 532257805 224 180,851 SH   SOLE   180,851 0 0
LIHUA INTL INC COM 532352101 4,688 974,564 SH   SOLE   974,564 0 0
LILLY ELI & CO COM 532457108 1,320,462 26,882,371 SH   SOLE   26,882,371 0 0
LIMELIGHT NETWORKS INC COM 53261M104 5,491 2,440,657 SH   SOLE   2,440,657 0 0
LIMONEIRA CO COM 532746104 2,530 122,067 SH   SOLE   122,067 0 0
LIN TV CORP CL A 532774106 13,564 886,534 SH   SOLE   886,534 0 0
LINCOLN EDL SVCS CORP COM 533535100 3,747 710,928 SH   SOLE   710,928 0 0
LINCOLN ELEC HLDGS INC COM 533900106 128,131 2,237,312 SH   SOLE   2,237,312 0 0
LINCOLN NATL CORP IND COM 534187109 265,705 7,285,581 SH   SOLE   7,285,581 0 0
LINDSAY CORP COM 535555106 38,685 515,935 SH   SOLE   515,935 0 0
LINEAR TECHNOLOGY CORP COM 535678106 225,094 6,110,057 SH   SOLE   6,110,057 0 0
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 52,772 50,560,000 PRN   SOLE   50,560,000 0 0
LINKEDIN CORP COM CL A 53578A108 337,297 1,891,736 SH   SOLE   1,891,736 0 0
LINNCO LLC COMSHS LTD INT 535782106 2,413 64,734 SH   SOLE   64,734 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 5,470 1,886,050 SH   SOLE   1,886,050 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 22,823 830,831 SH   SOLE   830,831 0 0
LIQUIDITY SERVICES INC COM 53635B107 22,707 654,934 SH   SOLE   654,934 0 0
LITHIA MTRS INC CL A 536797103 31,230 585,818 SH   SOLE   585,818 0 0
LITTELFUSE INC COM 537008104 45,004 603,188 SH   SOLE   603,188 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 61,214 3,949,273 SH   SOLE   3,949,273 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.875% 7/1 538034AB5 30,248 29,930,000 PRN   SOLE   29,930,000 0 0
LIVEPERSON INC COM 538146101 13,848 1,546,369 SH   SOLE   1,546,369 0 0
LKQ CORP COM 501889208 208,055 8,079,824 SH   SOLE   8,079,824 0 0
LMI AEROSPACE INC COM 502079106 2,542 135,671 SH   SOLE   135,671 0 0
LNB BANCORP INC COM 502100100 61 7,115 SH   SOLE   7,115 0 0
LO-JACK CORP COM 539451104 1,790 568,263 SH   SOLE   568,263 0 0
LOCKHEED MARTIN CORP COM 539830109 747,430 6,891,293 SH   SOLE   6,891,293 0 0
LOEWS CORP COM 540424108 373,894 8,421,030 SH   SOLE   8,421,030 0 0
LOGMEIN INC COM 54142L109 15,536 635,150 SH   SOLE   635,150 0 0
LONE PINE RES INC COM 54222A106 195 589,628 SH   SOLE   589,628 0 0
LOOKSMART LTD COM NEW 543442503 478 692,774 SH   SOLE   692,774 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 21,379 356,428 SH   SOLE   356,428 0 0
LORILLARD INC COM 544147101 517,547 11,848,608 SH   SOLE   11,848,608 0 0
LOUISIANA PAC CORP COM 546347105 75,088 5,076,936 SH   SOLE   5,076,936 0 0
LOWES COS INC COM 548661107 1,172,106 28,657,839 SH   SOLE   28,657,839 0 0
LPL FINL HLDGS INC COM 50212V100 42,405 1,123,014 SH   SOLE   1,123,014 0 0
LRAD CORP COM 50213V109 1,140 1,008,919 SH   SOLE   1,008,919 0 0
LSB INDS INC COM 502160104 16,311 536,368 SH   SOLE   536,368 0 0
LSI CORPORATION COM 502161102 132,615 18,573,471 SH   SOLE   18,573,471 0 0
LSI INDS INC COM 50216C108 6,584 813,830 SH   SOLE   813,830 0 0
LTC PPTYS INC COM 502175102 53,462 1,369,066 SH   SOLE   1,369,066 0 0
LTX-CREDENCE CORP COM NEW 502403207 9,624 1,606,627 SH   SOLE   1,606,627 0 0
LUBYS INC COM 549282101 5,611 664,003 SH   SOLE   664,003 0 0
LUFKIN INDS INC COM 549764108 81,704 923,525 SH   SOLE   923,525 0 0
LULULEMON ATHLETICA INC COM 550021109 13,079 199,678 SH   SOLE   199,678 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 60,541 777,466 SH   SOLE   777,466 0 0
LUMINEX CORP DEL COM 55027E102 22,408 1,087,241 SH   SOLE   1,087,241 0 0
LUMOS NETWORKS CORP COM 550283105 9,429 551,378 SH   SOLE   551,378 0 0
LYDALL INC DEL COM 550819106 4,031 276,086 SH   SOLE   276,086 0 0
LYON WILLIAM HOMES CL A NEW 552074700 4,432 175,808 SH   SOLE   175,808 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 767,112 11,577,307 SH   SOLE   11,577,307 0 0
M & T BK CORP COM 55261F104 369,182 3,303,640 SH   SOLE   3,303,640 0 0
M D C HLDGS INC COM 552676108 40,293 1,239,410 SH   SOLE   1,239,410 0 0
M/I HOMES INC COM 55305B101 16,319 710,748 SH   SOLE   710,748 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 2,165 148,299 SH   SOLE   148,299 0 0
MAC-GRAY CORP COM 554153106 2,223 156,519 SH   SOLE   156,519 0 0
MACATAWA BK CORP COM 554225102 1,143 226,771 SH   SOLE   226,771 0 0
MACERICH CO COM 554382101 308,549 5,060,674 SH   SOLE   5,060,674 0 0
MACK CALI RLTY CORP COM 554489104 76,495 3,123,505 SH   SOLE   3,123,505 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 2,231 41,736 SH   SOLE   41,736 0 0
MACYS INC COM 55616P104 501,881 10,455,851 SH   SOLE   10,455,851 0 0
MADDEN STEVEN LTD COM 556269108 53,343 1,102,584 SH   SOLE   1,102,584 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 90,553 1,528,323 SH   SOLE   1,528,323 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 43,978 784,195 SH   SOLE   784,195 0 0
MAGELLAN PETE CORP COM 559091301 1,792 1,739,935 SH   SOLE   1,739,935 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 13,894 979,165 SH   SOLE   979,165 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 12,210 668,286 SH   SOLE   668,286 0 0
MAGNETEK INC COM NEW 559424403 2,034 112,830 SH   SOLE   112,830 0 0
MAGNUM HUNTER RES CORP DEL COM 55973B102 17,778 4,870,582 SH   SOLE   4,870,582 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 18,516 1,650,271 SH   SOLE   1,650,271 0 0
MAIDENFORM BRANDS INC COM 560305104 11,795 680,616 SH   SOLE   680,616 0 0
MAIN STREET CAPITAL CORP COM 56035L104 12,339 445,600 SH   SOLE   445,600 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 10,023 746,313 SH   SOLE   746,313 0 0
MAKO SURGICAL CORP COM 560879108 14,104 1,170,425 SH   SOLE   1,170,425 0 0
MANAGEMENT NETWORK GROUP INC COM NEW 561693201 53 17,453 SH   SOLE   17,453 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 232 14,555 SH   SOLE   14,555 0 0
MANDALAY DIGITAL GROUP INC COM NEW 562562207 17 3,750 SH   SOLE   3,750 0 0
MANHATTAN ASSOCS INC COM 562750109 42,590 551,967 SH   SOLE   551,967 0 0
MANITEX INTL INC COM 563420108 1,313 119,913 SH   SOLE   119,913 0 0
MANITOWOC INC COM 563571108 56,541 3,156,951 SH   SOLE   3,156,951 0 0
MANNATECH INC COM NEW 563771203 442 39,850 SH   SOLE   39,850 0 0
MANNING & NAPIER INC CL A 56382Q102 3,523 198,374 SH   SOLE   198,374 0 0
MANNKIND CORP COM 56400P201 27,852 4,281,644 SH   SOLE   4,281,644 0 0
MANNKIND CORP NOTE 3.750%12/1 56400PAA0 33,033 34,143,000 PRN   SOLE   34,143,000 0 0
MANPOWERGROUP INC COM 56418H100 115,345 2,104,832 SH   SOLE   2,104,832 0 0
MANTECH INTL CORP CL A 564563104 17,862 683,853 SH   SOLE   683,853 0 0
MARATHON OIL CORP COM 565849106 743,790 21,509,243 SH   SOLE   21,509,243 0 0
MARATHON PETE CORP COM 56585A102 703,095 9,894,390 SH   SOLE   9,894,390 0 0
MARCHEX INC CL B 56624R108 5,454 905,986 SH   SOLE   905,986 0 0
MARCUS CORP COM 566330106 8,543 671,652 SH   SOLE   671,652 0 0
MARIN SOFTWARE INC COM 56804T106 1,082 105,690 SH   SOLE   105,690 0 0
MARINE PRODS CORP COM 568427108 2,815 350,983 SH   SOLE   350,983 0 0
MARINEMAX INC COM 567908108 7,872 694,756 SH   SOLE   694,756 0 0
MARKEL CORP COM 570535104 165,112 313,335 SH   SOLE   313,335 0 0
MARKET LEADER INC COM 57056R103 8,213 767,530 SH   SOLE   767,530 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,210 49,404 SH   SOLE   49,404 0 0
MARKET VECTORS ETF TR MV STEEL INDEX 57060U308 268 7,047 SH   SOLE   7,047 0 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 20 800 SH   SOLE   800 0 0
MARKET VECTORS ETF TR EGYPT INDX ETF 57060U548 132 13,900 SH   SOLE   13,900 0 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 480 52,400 SH   SOLE   52,400 0 0
MARKET VECTORS ETF TR COAL ETF 57060U837 9 508 SH   SOLE   508 0 0
MARKET VECTORS ETF TR MKTVEC INTMUETF 57060U845 178 8,092 SH   SOLE   8,092 0 0
MARKETAXESS HLDGS INC COM 57060D108 46,875 1,002,668 SH   SOLE   1,002,668 0 0
MARKETO INC COM 57063L107 1,876 75,427 SH   SOLE   75,427 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 6,644 291,670 SH   SOLE   291,670 0 0
MARRIOTT INTL INC NEW CL A 571903202 257,511 6,378,778 SH   SOLE   6,378,778 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 36,136 835,699 SH   SOLE   835,699 0 0
MARSH & MCLENNAN COS INC COM 571748102 580,344 14,537,670 SH   SOLE   14,537,670 0 0
MARTEN TRANS LTD COM 573075108 11,661 744,156 SH   SOLE   744,156 0 0
MARTHA STEWART LIVING OMNIME CL A 573083102 2,730 1,132,839 SH   SOLE   1,132,839 0 0
MARTIN MARIETTA MATLS INC COM 573284106 122,721 1,246,911 SH   SOLE   1,246,911 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 121,890 10,409,041 SH   SOLE   10,409,041 0 0
MASCO CORP COM 574599106 203,493 10,440,887 SH   SOLE   10,440,887 0 0
MASIMO CORP COM 574795100 33,059 1,559,384 SH   SOLE   1,559,384 0 0
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 2,291 2,531,000 PRN   SOLE   2,531,000 0 0
MAST THERAPEUTICS INC COM 576314108 32 73,494 SH   SOLE   73,494 0 0
MASTEC INC COM 576323109 57,953 1,761,495 SH   SOLE   1,761,495 0 0
MASTEC INC NOTE 4.000% 6/1 576323AL3 602 286,000 PRN   SOLE   286,000 0 0
MASTEC INC NOTE 4.250%12/1 576323AM1 6,797 3,153,000 PRN   SOLE   3,153,000 0 0
MASTECH HOLDINGS INC COM 57633B100 472 61,221 SH   SOLE   61,221 0 0
MASTERCARD INC CL A 57636Q104 1,638,472 2,851,997 SH   SOLE   2,851,997 0 0
MATADOR RES CO COM 576485205 7,679 641,005 SH   SOLE   641,005 0 0
MATERION CORP COM 576690101 15,893 586,658 SH   SOLE   586,658 0 0
MATRIX SVC CO COM 576853105 14,317 918,949 SH   SOLE   918,949 0 0
MATSON INC COM 57686G105 58,719 2,348,765 SH   SOLE   2,348,765 0 0
MATTEL INC COM 577081102 442,208 9,759,617 SH   SOLE   9,759,617 0 0
MATTERSIGHT CORP COM 577097108 383 136,889 SH   SOLE   136,889 0 0
MATTHEWS INTL CORP CL A 577128101 32,018 849,275 SH   SOLE   849,275 0 0
MATTRESS FIRM HLDG CORP COM 57722W106 11,263 279,489 SH   SOLE   279,489 0 0
MATTSON TECHNOLOGY INC COM 577223100 2,732 1,247,381 SH   SOLE   1,247,381 0 0
MAUI LD & PINEAPPLE INC COM 577345101 825 203,164 SH   SOLE   203,164 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 240,200 8,646,516 SH   SOLE   8,646,516 0 0
MAXIMUS INC COM 577933104 72,611 974,903 SH   SOLE   974,903 0 0
MAXLINEAR INC CL A 57776J100 1,882 268,837 SH   SOLE   268,837 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 7,120 995,770 SH   SOLE   995,770 0 0
MAXYGEN INC COM 577776107 5,347 2,155,916 SH   SOLE   2,155,916 0 0
MB FINANCIAL INC NEW COM 55264U108 39,933 1,490,035 SH   SOLE   1,490,035 0 0
MBIA INC COM 55262C100 45,203 3,396,138 SH   SOLE   3,396,138 0 0
MBT FINL CORP COM 578877102 62 16,979 SH   SOLE   16,979 0 0
MCCLATCHY CO CL A 579489105 10,548 4,626,514 SH   SOLE   4,626,514 0 0
MCCORMICK & CO INC COM NON VTG 579780206 250,127 3,554,967 SH   SOLE   3,554,967 0 0
MCDERMOTT INTL INC COM 580037109 45,409 5,551,174 SH   SOLE   5,551,174 0 0
MCDONALDS CORP COM 580135101 2,709,066 27,364,306 SH   SOLE   27,364,306 0 0
MCEWEN MNG INC COM 58039P107 8,210 4,886,626 SH   SOLE   4,886,626 0 0
MCG CAPITAL CORP COM 58047P107 8,136 1,561,563 SH   SOLE   1,561,563 0 0
MCGRATH RENTCORP COM 580589109 23,085 675,802 SH   SOLE   675,802 0 0
MCGRAW HILL FINL INC COM 580645109 394,300 7,413,051 SH   SOLE   7,413,051 0 0
MCKESSON CORP COM 58155Q103 715,780 6,251,353 SH   SOLE   6,251,353 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 6,339 351,411 SH   SOLE   351,411 0 0
MDU RES GROUP INC COM 552690109 132,965 5,131,811 SH   SOLE   5,131,811 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 499,549 6,305,044 SH   SOLE   6,305,044 0 0
MEADE INSTRUMENTS CORP COM NEW 583062203 4 1,078 SH   SOLE   1,078 0 0
MEADOWBROOK INS GROUP INC COM 58319P108 11,695 1,456,363 SH   SOLE   1,456,363 0 0
MEADWESTVACO CORP COM 583334107 172,428 5,055,063 SH   SOLE   5,055,063 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 20,508 440,756 SH   SOLE   440,756 0 0
MECHEL OAO SPONSORED ADR 583840103 1,307 453,682 SH   SOLE   453,682 0 0
MEDALLION FINL CORP COM 583928106 10,630 764,181 SH   SOLE   764,181 0 0
MEDASSETS INC COM 584045108 34,950 1,970,118 SH   SOLE   1,970,118 0 0
MEDGENICS INC COM NEW 58436Q203 367 96,597 SH   SOLE   96,597 0 0
MEDIA GEN INC CL A 584404107 6,621 600,269 SH   SOLE   600,269 0 0
MEDICAL ACTION INDS INC COM 58449L100 5,590 725,911 SH   SOLE   725,911 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 70,292 4,908,635 SH   SOLE   4,908,635 0 0
MEDICINES CO COM 584688105 58,731 1,909,315 SH   SOLE   1,909,315 0 0
MEDICINOVA INC COM NEW 58468P206 285 108,178 SH   SOLE   108,178 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 51,196 661,015 SH   SOLE   661,015 0 0
MEDIFAST INC COM 58470H101 12,007 466,095 SH   SOLE   466,095 0 0
MEDIVATION INC COM 58501N101 90,425 1,837,911 SH   SOLE   1,837,911 0 0
MEDLEY CAP CORP COM 58503F106 5,052 372,040 SH   SOLE   372,040 0 0
MEDNAX INC COM 58502B106 124,449 1,358,914 SH   SOLE   1,358,914 0 0
MEDTRONIC INC COM 585055106 1,397,047 27,142,940 SH   SOLE   27,142,940 0 0
MEETME INC COM 585141104 26 15,931 SH   SOLE   15,931 0 0
MEI PHARMA INC COM NEW 55279B202 654 91,690 SH   SOLE   91,690 0 0
MELA SCIENCES INC COM 55277R100 1,789 1,923,679 SH   SOLE   1,923,679 0 0
MELCO CROWN ENTMT LTD ADR 585464100 1,299 58,113 SH   SOLE   58,113 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 422 8,525 SH   SOLE   8,525 0 0
MENS WEARHOUSE INC COM 587118100 54,510 1,440,150 SH   SOLE   1,440,150 0 0
MENTOR GRAPHICS CORP COM 587200106 58,024 2,967,957 SH   SOLE   2,967,957 0 0
MERCADOLIBRE INC COM 58733R102 3,270 30,346 SH   SOLE   30,346 0 0
MERCANTILE BANK CORP COM 587376104 1,687 93,873 SH   SOLE   93,873 0 0
MERCHANTS BANCSHARES COM 588448100 6,741 227,961 SH   SOLE   227,961 0 0
MERCK & CO INC NEW COM 58933Y105 3,814,470 82,119,910 SH   SOLE   82,119,910 0 0
MERCURY GENL CORP NEW COM 589400100 29,718 676,034 SH   SOLE   676,034 0 0
MERCURY SYS INC COM 589378108 8,568 929,302 SH   SOLE   929,302 0 0
MEREDITH CORP COM 589433101 52,908 1,109,186 SH   SOLE   1,109,186 0 0
MERGE HEALTHCARE INC COM 589499102 7,881 2,189,116 SH   SOLE   2,189,116 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 25,918 1,205,511 SH   SOLE   1,205,511 0 0
MERIDIAN INTERSTAT BANCORP I COM 58964Q104 1,640 87,119 SH   SOLE   87,119 0 0
MERIT MED SYS INC COM 589889104 14,100 1,264,593 SH   SOLE   1,264,593 0 0
MERITAGE HOMES CORP COM 59001A102 40,068 924,072 SH   SOLE   924,072 0 0
MERITOR INC COM 59001K100 19,542 2,771,960 SH   SOLE   2,771,960 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 9,142 1,356,403 SH   SOLE   1,356,403 0 0
MERU NETWORKS INC COM 59047Q103 21 5,180 SH   SOLE   5,180 0 0
MESA LABS INC COM 59064R109 1,472 27,186 SH   SOLE   27,186 0 0
MET PRO CORP COM 590876306 7,181 534,284 SH   SOLE   534,284 0 0
META FINL GROUP INC COM 59100U108 1,829 69,600 SH   SOLE   69,600 0 0
METABOLIX INC COM 591018809 846 595,619 SH   SOLE   595,619 0 0
METALICO INC COM 591176102 2,117 1,764,153 SH   SOLE   1,764,153 0 0
METHODE ELECTRS INC COM 591520200 17,712 1,041,247 SH   SOLE   1,041,247 0 0
METLIFE INC COM 59156R108 1,248,393 27,281,314 SH   SOLE   27,281,314 0 0
METRO BANCORP INC PA COM 59161R101 10,322 515,340 SH   SOLE   515,340 0 0
METROCORP BANCSHARES INC COM 591650106 2,543 260,522 SH   SOLE   260,522 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 162,167 806,001 SH   SOLE   806,001 0 0
MFA FINL INC COM 55272X102 73,470 8,694,663 SH   SOLE   8,694,663 0 0
MGC DIAGNOSTICS CORP COM 552768103 708 84,746 SH   SOLE   84,746 0 0
MGE ENERGY INC COM 55277P104 35,432 647,038 SH   SOLE   647,038 0 0
MGIC INVT CORP WIS COM 552848103 55,901 9,209,319 SH   SOLE   9,209,319 0 0
MGM RESORTS INTERNATIONAL COM 552953101 170,193 11,515,067 SH   SOLE   11,515,067 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 4,879 4,359,000 PRN   SOLE   4,359,000 0 0
MGP INGREDIENTS INC NEW COM 55303J106 1,482 248,591 SH   SOLE   248,591 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 254,812 4,108,539 SH   SOLE   4,108,539 0 0
MICREL INC COM 594793101 12,616 1,276,911 SH   SOLE   1,276,911 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 195,474 5,247,628 SH   SOLE   5,247,628 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 147,361 101,584,000 PRN   SOLE   99,999,999 0 0
MICROFINANCIAL INC COM 595072109 839 106,904 SH   SOLE   106,904 0 0
MICRON TECHNOLOGY INC COM 595112103 386,749 26,988,766 SH   SOLE   26,988,766 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 56,875 50,000,000 PRN   SOLE   50,000,000 0 0
MICRONET ENERTEC TECH INC COM 595117102 11 2,391 SH   SOLE   2,391 0 0
MICROS SYS INC COM 594901100 91,845 2,128,510 SH   SOLE   2,128,510 0 0
MICROSEMI CORP COM 595137100 58,567 2,574,353 SH   SOLE   2,574,353 0 0
MICROSOFT CORP COM 594918104 7,230,203 209,298,093 SH   SOLE   99,999,999 0 0
MICROSTRATEGY INC CL A NEW 594972408 21,627 248,698 SH   SOLE   248,698 0 0
MICROVISION INC DEL COM NEW 594960304 1,627 645,623 SH   SOLE   645,623 0 0
MID-AMER APT CMNTYS INC COM 59522J103 99,649 1,470,402 SH   SOLE   1,470,402 0 0
MIDDLEBURG FINANCIAL CORP COM 596094102 1,071 56,080 SH   SOLE   56,080 0 0
MIDDLEBY CORP COM 596278101 86,856 510,646 SH   SOLE   510,646 0 0
MIDDLESEX WATER CO COM 596680108 12,797 642,396 SH   SOLE   642,396 0 0
MIDSOUTH BANCORP INC COM 598039105 1,405 90,472 SH   SOLE   90,472 0 0
MIDSTATES PETE CO INC COM 59804T100 3,975 734,766 SH   SOLE   734,766 0 0
MIDWAY GOLD CORP COM 598153104 1,385 1,468,639 SH   SOLE   1,468,639 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,829 76,032 SH   SOLE   76,032 0 0
MILLENNIAL MEDIA INC COM 60040N105 6,712 770,563 SH   SOLE   770,563 0 0
MILLER ENERGY RES INC COM 600527105 1,966 491,559 SH   SOLE   491,559 0 0
MILLER HERMAN INC COM 600544100 48,490 1,791,269 SH   SOLE   1,791,269 0 0
MILLER INDS INC TENN COM NEW 600551204 6,145 399,535 SH   SOLE   399,535 0 0
MIMEDX GROUP INC COM 602496101 6,874 973,722 SH   SOLE   973,722 0 0
MIND C T I LTD ORD M70240102 380 220,952 SH   SOLE   220,952 0 0
MINDSPEED TECHNOLOGIES INC COM NEW 602682205 4,235 1,307,071 SH   SOLE   1,307,071 0 0
MINE SAFETY APPLIANCES CO COM 602720104 41,350 888,288 SH   SOLE   888,288 0 0
MINERALS TECHNOLOGIES INC COM 603158106 49,920 1,207,557 SH   SOLE   1,207,557 0 0
MISONIX INC COM 604871103 412 80,750 SH   SOLE   80,750 0 0
MISTRAS GROUP INC COM 60649T107 3,616 205,703 SH   SOLE   205,703 0 0
MITCHAM INDS INC COM 606501104 6,576 391,868 SH   SOLE   391,868 0 0
MITEK SYS INC COM NEW 606710200 3,985 689,400 SH   SOLE   689,400 0 0
MITEL NETWORKS CORP COM 60671Q104 136 35,298 SH   SOLE   35,298 0 0
MKS INSTRUMENT INC COM 55306N104 39,760 1,498,127 SH   SOLE   1,498,127 0 0
MOBILE MINI INC COM 60740F105 35,161 1,060,676 SH   SOLE   1,060,676 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 126,814 6,695,580 SH   SOLE   6,695,580 0 0
MOCON INC COM 607494101 10 713 SH   SOLE   713 0 0
MOD PAC CORP COM 607495108 297 35,738 SH   SOLE   35,738 0 0
MODEL N INC COM 607525102 2,454 105,039 SH   SOLE   105,039 0 0
MODINE MFG CO COM 607828100 15,060 1,384,166 SH   SOLE   1,384,166 0 0
MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 4,329 1,361,367 SH   SOLE   1,361,367 0 0
MOHAWK INDS INC COM 608190104 216,208 1,922,022 SH   SOLE   1,922,022 0 0
MOLEX INC COM 608554101 112,269 3,826,483 SH   SOLE   3,826,483 0 0
MOLEX INC CL A 608554200 199 8,021 SH   SOLE   8,021 0 0
MOLINA HEALTHCARE INC COM 60855R100 27,996 752,998 SH   SOLE   752,998 0 0
MOLSON COORS BREWING CO CL B 60871R209 191,060 3,992,052 SH   SOLE   3,992,052 0 0
MOLYCORP INC DEL COM 608753109 22,113 3,566,604 SH   SOLE   3,566,604 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 21,072 1,399,206 SH   SOLE   1,399,206 0 0
MONARCH CASINO & RESORT INC COM 609027107 5,080 301,293 SH   SOLE   301,293 0 0
MONARCH FINANCIAL HOLDINGS I COM 60907Q100 945 87,215 SH   SOLE   87,215 0 0
MONDELEZ INTL INC CL A 609207105 1,366,331 47,891,040 SH   SOLE   47,891,040 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 14,856 655,911 SH   SOLE   655,911 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 18,529 1,877,256 SH   SOLE   1,877,256 0 0
MONOLITHIC PWR SYS INC COM 609839105 22,211 921,234 SH   SOLE   921,234 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 25,821 1,016,190 SH   SOLE   1,016,190 0 0
MONRO MUFFLER BRAKE INC COM 610236101 39,193 815,678 SH   SOLE   815,678 0 0
MONSANTO CO NEW COM 61166W101 1,487,247 15,053,111 SH   SOLE   15,053,111 0 0
MONSTER BEVERAGE CORP COM 611740101 234,435 3,853,943 SH   SOLE   3,853,943 0 0
MONSTER WORLDWIDE INC COM 611742107 17,367 3,537,066 SH   SOLE   3,537,066 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 35,486 1,418,862 SH   SOLE   1,418,862 0 0
MOODYS CORP COM 615369105 325,523 5,342,570 SH   SOLE   5,342,570 0 0
MOOG INC CL A 615394202 62,420 1,211,340 SH   SOLE   1,211,340 0 0
MORGAN STANLEY COM NEW 617446448 921,951 37,738,459 SH   SOLE   37,738,459 0 0
MORGANS HOTEL GROUP CO COM 61748W108 2,977 369,367 SH   SOLE   369,367 0 0
MORNINGSTAR INC COM 617700109 43,550 561,361 SH   SOLE   561,361 0 0
MOSAIC CO NEW COM 61945C103 401,242 7,456,641 SH   SOLE   7,456,641 0 0
MOSYS INC COM 619718109 5,368 1,335,328 SH   SOLE   1,335,328 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 398,018 6,894,471 SH   SOLE   6,894,471 0 0
MOVADO GROUP INC COM 624580106 27,666 817,795 SH   SOLE   817,795 0 0
MOVE INC COM NEW 62458M207 15,253 1,189,762 SH   SOLE   1,189,762 0 0
MPG OFFICE TR INC COM 553274101 6,038 1,922,795 SH   SOLE   1,922,795 0 0
MRC GLOBAL INC COM 55345K103 80,836 2,926,714 SH   SOLE   2,926,714 0 0
MSC INDL DIRECT INC CL A 553530106 96,063 1,240,157 SH   SOLE   1,240,157 0 0
MSCI INC COM 55354G100 111,387 3,347,983 SH   SOLE   3,347,983 0 0
MTR GAMING GROUP INC COM 553769100 1,743 520,424 SH   SOLE   520,424 0 0
MTS SYS CORP COM 553777103 25,249 446,089 SH   SOLE   446,089 0 0
MUELLER INDS INC COM 624756102 44,272 877,897 SH   SOLE   877,897 0 0
MUELLER WTR PRODS INC COM SER A 624758108 29,919 4,329,810 SH   SOLE   4,329,810 0 0
MULTI COLOR CORP COM 625383104 12,288 405,010 SH   SOLE   405,010 0 0
MULTI FINELINE ELECTRONIX IN COM 62541B101 3,920 264,706 SH   SOLE   264,706 0 0
MULTIBAND CORP COM NEW 62544X209 193 60,738 SH   SOLE   60,738 0 0
MULTIMEDIA GAMES HLDG CO INC COM 625453105 23,200 889,912 SH   SOLE   889,912 0 0
MURPHY OIL CORP COM 626717102 294,776 4,841,128 SH   SOLE   4,841,128 0 0
MUTUALFIRST FINL INC COM 62845B104 71 5,007 SH   SOLE   5,007 0 0
MVC CAPITAL INC COM 553829102 4,143 329,035 SH   SOLE   329,035 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 42,989 348,821 SH   SOLE   348,821 0 0
MYERS INDS INC COM 628464109 13,557 903,212 SH   SOLE   903,212 0 0
MYLAN INC COM 628530107 308,761 9,950,403 SH   SOLE   9,950,403 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 105,925 44,694,000 PRN   SOLE   44,694,000 0 0
MYR GROUP INC DEL COM 55405W104 12,176 626,026 SH   SOLE   626,026 0 0
MYRIAD GENETICS INC COM 62855J104 56,164 2,090,221 SH   SOLE   2,090,221 0 0
NABORS INDUSTRIES LTD SHS G6359F103 130,825 8,545,065 SH   SOLE   8,545,065 0 0
NACCO INDS INC CL A 629579103 10,621 185,428 SH   SOLE   185,428 0 0
NAM TAI ELECTRS INC COM PAR $0.02 629865205 930 166,157 SH   SOLE   166,157 0 0
NANOMETRICS INC COM 630077105 10,551 719,194 SH   SOLE   719,194 0 0
NANOSPHERE INC COM 63009F105 1,678 546,434 SH   SOLE   546,434 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 1,416 296,329 SH   SOLE   296,329 0 0
NASB FINL INC COM 628968109 3,052 116,620 SH   SOLE   116,620 0 0
NASDAQ OMX GROUP INC COM 631103108 185,237 5,649,203 SH   SOLE   5,649,203 0 0
NASH FINCH CO COM 631158102 15,829 719,170 SH   SOLE   719,170 0 0
NATHANS FAMOUS INC NEW COM 632347100 1,427 27,311 SH   SOLE   27,311 0 0
NATIONAL AMERN UNIV HLDGS IN COM 63245Q105 239 63,967 SH   SOLE   63,967 0 0
NATIONAL BANKSHARES INC VA COM 634865109 6,950 195,623 SH   SOLE   195,623 0 0
NATIONAL BEVERAGE CORP COM 635017106 7,877 450,914 SH   SOLE   450,914 0 0
NATIONAL BK GREECE S A SPN ADR REP 1 SH 633643705 73 21,023 SH   SOLE   21,023 0 0
NATIONAL BK HLDGS CORP CL A 633707104 22,335 1,133,762 SH   SOLE   1,133,762 0 0
NATIONAL CINEMEDIA INC COM 635309107 32,597 1,929,970 SH   SOLE   1,929,970 0 0
NATIONAL FINL PARTNERS CORP COM 63607P208 29,166 1,152,351 SH   SOLE   1,152,351 0 0
NATIONAL FUEL GAS CO N J COM 636180101 123,582 2,132,566 SH   SOLE   2,132,566 0 0
NATIONAL HEALTH INVS INC COM 63633D104 49,984 835,013 SH   SOLE   835,013 0 0
NATIONAL HEALTHCARE CORP COM 635906100 13,294 278,112 SH   SOLE   278,112 0 0
NATIONAL INSTRS CORP COM 636518102 78,482 2,808,930 SH   SOLE   2,808,930 0 0
NATIONAL INTERSTATE CORP COM 63654U100 2,936 100,362 SH   SOLE   100,362 0 0
NATIONAL OILWELL VARCO INC COM 637071101 875,169 12,702,019 SH   SOLE   12,702,019 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 33,570 3,304,140 SH   SOLE   3,304,140 0 0
NATIONAL PRESTO INDS INC COM 637215104 11,818 164,064 SH   SOLE   164,064 0 0
NATIONAL RESH CORP CL A 637372202 1,589 88,299 SH   SOLE   88,299 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 134,317 3,904,563 SH   SOLE   3,904,563 0 0
NATIONAL TECHNICAL SYS INC COM 638104109 916 65,443 SH   SOLE   65,443 0 0
NATIONAL WESTN LIFE INS CO CL A 638522102 13,361 70,374 SH   SOLE   70,374 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 21,917 585,403 SH   SOLE   585,403 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 10,250 436,351 SH   SOLE   436,351 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 3,423 110,418 SH   SOLE   110,418 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 2,256 137,992 SH   SOLE   137,992 0 0
NATUS MEDICAL INC DEL COM 639050103 14,016 1,026,828 SH   SOLE   1,026,828 0 0
NAUGATUCK VY FINL CORP MD COM 63906P107 482 65,636 SH   SOLE   65,636 0 0
NAUTILUS INC COM 63910B102 8,336 959,251 SH   SOLE   959,251 0 0
NAVARRE CORP COM 639208107 3,523 1,276,630 SH   SOLE   1,276,630 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 5,803 2,173,553 SH   SOLE   2,173,553 0 0
NAVIGANT CONSULTING INC COM 63935N107 17,014 1,417,794 SH   SOLE   1,417,794 0 0
NAVIGATORS GROUP INC COM 638904102 19,088 334,638 SH   SOLE   334,638 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 10 2,926 SH   SOLE   2,926 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 205 36,637 SH   SOLE   36,637 0 0
NAVISTAR INTL CORP NEW COM 63934E108 47,555 1,713,074 SH   SOLE   1,713,074 0 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 40,574 41,775,000 PRN   SOLE   41,775,000 0 0
NBT BANCORP INC COM 628778102 28,106 1,327,650 SH   SOLE   1,327,650 0 0
NCI BUILDING SYS INC COM NEW 628852204 4,525 295,930 SH   SOLE   295,930 0 0
NCI INC CL A 62886K104 1,348 325,648 SH   SOLE   325,648 0 0
NCR CORP NEW COM 62886E108 150,349 4,557,423 SH   SOLE   4,557,423 0 0
NEENAH PAPER INC COM 640079109 15,196 478,310 SH   SOLE   478,310 0 0
NEKTAR THERAPEUTICS COM 640268108 37,958 3,286,442 SH   SOLE   3,286,442 0 0
NELNET INC CL A 64031N108 29,175 808,382 SH   SOLE   808,382 0 0
NEOGEN CORP COM 640491106 37,422 673,543 SH   SOLE   673,543 0 0
NEOGENOMICS INC COM NEW 64049M209 1,262 316,961 SH   SOLE   316,961 0 0
NEONODE INC COM NEW 64051M402 5,066 851,408 SH   SOLE   851,408 0 0
NEOPHOTONICS CORP COM 64051T100 1,895 218,100 SH   SOLE   218,100 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 346 47,025 SH   SOLE   47,025 0 0
NET ELEMENT INTL INC COM 64111R102 87 16,675 SH   SOLE   16,675 0 0
NETAPP INC COM 64110D104 368,778 9,761,188 SH   SOLE   9,761,188 0 0
NETEASE INC SPONSORED ADR 64110W102 3,579 56,649 SH   SOLE   56,649 0 0
NETFLIX INC COM 64110L106 298,437 1,413,790 SH   SOLE   1,413,790 0 0
NETGEAR INC COM 64111Q104 31,907 1,044,769 SH   SOLE   1,044,769 0 0
NETSCOUT SYS INC COM 64115T104 28,913 1,238,767 SH   SOLE   1,238,767 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 2,494 247,893 SH   SOLE   247,893 0 0
NETSPEND HLDGS INC COM 64118V106 16,975 1,062,245 SH   SOLE   1,062,245 0 0
NETSUITE INC COM 64118Q107 66,031 719,759 SH   SOLE   719,759 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 25,339 1,893,820 SH   SOLE   1,893,820 0 0
NEUROMETRIX INC COM PAR $0.0001 641255302 22 10,796 SH   SOLE   10,796 0 0
NEUSTAR INC CL A 64126X201 82,664 1,698,113 SH   SOLE   1,698,113 0 0
NEUTRAL TANDEM INC COM 64128B108 8,111 1,410,632 SH   SOLE   1,410,632 0 0
NEW GOLD INC CDA COM 644535106 0 2 SH   SOLE   2 0 0
NEW JERSEY RES COM 646025106 45,066 1,085,139 SH   SOLE   1,085,139 0 0
NEW MTN FIN CORP COM 647551100 5,749 406,038 SH   SOLE   406,038 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 578 26,089 SH   SOLE   26,089 0 0
NEW RESIDENTIAL INVT CORP COM 64828T102 21,696 3,218,993 SH   SOLE   3,218,993 0 0
NEW YORK & CO INC COM 649295102 5,422 853,933 SH   SOLE   853,933 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 175,854 12,560,977 SH   SOLE   12,560,977 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 6,432 950,027 SH   SOLE   950,027 0 0
NEW YORK TIMES CO CL A 650111107 43,428 3,926,613 SH   SOLE   3,926,613 0 0
NEWBRIDGE BANCORP CL A NO PAR 65080T102 2,618 437,036 SH   SOLE   437,036 0 0
NEWELL RUBBERMAID INC COM 651229106 203,623 7,757,053 SH   SOLE   7,757,053 0 0
NEWFIELD EXPL CO COM 651290108 86,491 3,620,395 SH   SOLE   3,620,395 0 0
NEWLINK GENETICS CORP COM 651511107 4,077 206,746 SH   SOLE   206,746 0 0
NEWMARKET CORP COM 651587107 73,344 279,343 SH   SOLE   279,343 0 0
NEWMONT MINING CORP COM 651639106 392,106 13,092,015 SH   SOLE   13,092,015 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 26,612 2,421,440 SH   SOLE   2,421,440 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 94 74,000 PRN   SOLE   74,000 0 0
NEWPORT CORP COM 651824104 16,153 1,159,605 SH   SOLE   1,159,605 0 0
NEWS CORP CL A 65248E104 1,663,481 51,058,364 SH   SOLE   51,058,364 0 0
NEWS CORP CL B 65248E203 21,115 643,355 SH   SOLE   643,355 0 0
NEWSTAR FINANCIAL INC COM 65251F105 4,728 354,958 SH   SOLE   354,958 0 0
NEWTEK BUSINESS SVCS INC COM 652526104 214 101,331 SH   SOLE   101,331 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 30,444 858,545 SH   SOLE   858,545 0 0
NEXTERA ENERGY INC COM 65339F101 922,529 11,322,158 SH   SOLE   11,322,158 0 0
NGP CAP RES CO COM 62912R107 1,772 289,077 SH   SOLE   289,077 0 0
NIC INC COM 62914B100 28,657 1,733,665 SH   SOLE   1,733,665 0 0
NICE SYS LTD SPONSORED ADR 653656108 118 3,188 SH   SOLE   3,188 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 2,008 132,819 SH   SOLE   132,819 0 0
NIDEC CORP SPONSORED ADR 654090109 611 34,855 SH   SOLE   34,855 0 0
NIELSEN HOLDINGS N V COM N63218106 207,037 6,163,652 SH   SOLE   6,163,652 0 0
NII HLDGS INC CL B NEW 62913F201 31,841 4,780,885 SH   SOLE   4,780,885 0 0
NIKE INC CL B 654106103 1,240,694 19,483,261 SH   SOLE   19,483,261 0 0
NISOURCE INC COM 65473P105 245,148 8,559,624 SH   SOLE   8,559,624 0 0
NL INDS INC COM NEW 629156407 2,114 187,081 SH   SOLE   187,081 0 0
NN INC COM 629337106 6,723 589,237 SH   SOLE   589,237 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 176,765 4,703,709 SH   SOLE   4,703,709 0 0
NOBLE ENERGY INC COM 655044105 569,535 9,485,921 SH   SOLE   9,485,921 0 0
NORANDA ALUM HLDG CORP COM 65542W107 4,161 1,288,275 SH   SOLE   1,288,275 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 6,779 895,493 SH   SOLE   895,493 0 0
NORDION INC COM 65563C105 101 13,582 SH   SOLE   13,582 0 0
NORDSON CORP COM 655663102 108,802 1,569,795 SH   SOLE   1,569,795 0 0
NORDSTROM INC COM 655664100 232,202 3,873,905 SH   SOLE   3,873,905 0 0
NORFOLK SOUTHERN CORP COM 655844108 635,068 8,741,469 SH   SOLE   8,741,469 0 0
NORTEK INC COM NEW 656559309 9,684 150,295 SH   SOLE   150,295 0 0
NORTH AMERN ENERGY PARTNERS COM 656844107 47 11,017 SH   SOLE   11,017 0 0
NORTH VALLEY BANCORP COM NEW 66304M204 378 22,856 SH   SOLE   22,856 0 0
NORTHEAST UTILS COM 664397106 353,039 8,401,691 SH   SOLE   8,401,691 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 30,003 2,249,103 SH   SOLE   2,249,103 0 0
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 0 4 SH   SOLE   4 0 0
NORTHERN TR CORP COM 665859104 348,146 6,012,878 SH   SOLE   6,012,878 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 13,781 1,175,863 SH   SOLE   1,175,863 0 0
NORTHGATE MINERALS CORP NOTE 3.500%10/0 666416AB8 3,505 3,719,000 PRN   SOLE   3,719,000 0 0
NORTHRIM BANCORP INC COM 666762109 5,499 227,334 SH   SOLE   227,334 0 0
NORTHROP GRUMMAN CORP COM 666807102 574,107 6,933,659 SH   SOLE   6,933,659 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 50,530 5,552,735 SH   SOLE   5,552,735 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 36,500 2,701,681 SH   SOLE   2,701,681 0 0
NORTHWEST BIOTHERAPEUTICS IN COM PAR $0.001 66737P600 124 37,033 SH   SOLE   37,033 0 0
NORTHWEST NAT GAS CO COM 667655104 32,467 764,291 SH   SOLE   764,291 0 0
NORTHWEST PIPE CO COM 667746101 9,154 328,087 SH   SOLE   328,087 0 0
NORTHWESTERN CORP COM NEW 668074305 39,584 992,090 SH   SOLE   992,090 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 28,722 947,612 SH   SOLE   947,612 0 0
NORWOOD FINANCIAL CORP COM 669549107 340 11,715 SH   SOLE   11,715 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 88 9,769 SH   SOLE   9,769 0 0
NOVACOPPER INC COM 66988K102 0 1 SH   SOLE   1 0 0
NOVATEL WIRELESS INC COM NEW 66987M604 4,872 1,233,380 SH   SOLE   1,233,380 0 0
NOVAVAX INC COM 670002104 9,003 4,391,485 SH   SOLE   4,391,485 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 53,613 38,040,000 PRN   SOLE   38,040,000 0 0
NPS PHARMACEUTICALS INC COM 62936P103 40,739 2,696,138 SH   SOLE   2,696,138 0 0
NQ MOBILE INC ADR REPSTG CL A 64118U108 183 22,699 SH   SOLE   22,699 0 0
NRG ENERGY INC COM NEW 629377508 225,845 8,458,609 SH   SOLE   8,458,609 0 0
NTELOS HLDGS CORP COM NEW 67020Q305 10,738 652,390 SH   SOLE   652,390 0 0
NTN BUZZTIME INC COM NEW 629410309 51 124,635 SH   SOLE   124,635 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 79,933 1,307,797 SH   SOLE   1,307,797 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 115,842 6,295,772 SH   SOLE   6,295,772 0 0
NUCOR CORP COM 670346105 360,596 8,324,004 SH   SOLE   8,324,004 0 0
NUMEREX CORP PA CL A 67053A102 3,955 354,407 SH   SOLE   354,407 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 7,356 359,885 SH   SOLE   359,885 0 0
NUTRI SYS INC NEW COM 67069D108 10,650 904,059 SH   SOLE   904,059 0 0
NUVASIVE INC COM 670704105 31,727 1,279,843 SH   SOLE   1,279,843 0 0
NUVERRA ENVIRONMENTAL SOLUTI COM 67091K104 6,959 2,399,796 SH   SOLE   2,399,796 0 0
NV ENERGY INC COM 67073Y106 150,032 6,395,220 SH   SOLE   6,395,220 0 0
NVE CORP COM NEW 629445206 7,993 170,720 SH   SOLE   170,720 0 0
NVIDIA CORP COM 67066G104 214,173 15,254,498 SH   SOLE   15,254,498 0 0
NVR INC COM 62944T105 188,806 204,779 SH   SOLE   204,779 0 0
NXP SEMICONDUCTORS N V COM N6596X109 58,858 1,897,415 SH   SOLE   1,897,415 0 0
NXSTAGE MEDICAL INC COM 67072V103 22,493 1,575,141 SH   SOLE   1,575,141 0 0
NYSE EURONEXT COM 629491101 272,825 6,589,964 SH   SOLE   6,589,964 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 335,682 2,980,661 SH   SOLE   2,980,661 0 0
OASIS PETE INC NEW COM 674215108 82,669 2,126,797 SH   SOLE   2,126,797 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,894,605 21,232,823 SH   SOLE   21,232,823 0 0
OCEAN PWR TECHNOLOGIES INC COM NEW 674870308 29 17,948 SH   SOLE   17,948 0 0
OCEANEERING INTL INC COM 675232102 211,696 2,932,077 SH   SOLE   2,932,077 0 0
OCEANFIRST FINL CORP COM 675234108 10,897 700,743 SH   SOLE   700,743 0 0
OCLARO INC COM NEW 67555N206 2,292 1,942,483 SH   SOLE   1,942,483 0 0
OCULUS INNOVATIVE SCIENCES I COM NEW 67575P207 311 120,481 SH   SOLE   120,481 0 0
OCWEN FINL CORP COM NEW 675746309 125,443 3,043,262 SH   SOLE   3,043,262 0 0
OCZ TECHNOLOGY GROUP INC COM 67086E303 1,944 1,340,851 SH   SOLE   1,340,851 0 0
ODYSSEY MARINE EXPLORATION I COM 676118102 7,548 2,549,845 SH   SOLE   2,549,845 0 0
OFFICE DEPOT INC COM 676220106 31,846 8,229,003 SH   SOLE   8,229,003 0 0
OFFICEMAX INC DEL COM 67622P101 24,494 2,394,357 SH   SOLE   2,394,357 0 0
OFFICIAL PMTS HLDGS INC COM 67623R106 306 44,657 SH   SOLE   44,657 0 0
OFG BANCORP COM 67103X102 23,400 1,292,122 SH   SOLE   1,292,122 0 0
OGE ENERGY CORP COM 670837103 186,165 2,729,685 SH   SOLE   2,729,685 0 0
OHIO VY BANC CORP COM 677719106 549 24,526 SH   SOLE   24,526 0 0
OI S.A. SPONSORED ADR 670851104 120 61,259 SH   SOLE   61,259 0 0
OI S.A. SPN ADR REP PFD 670851203 1,146 636,641 SH   SOLE   636,641 0 0
OIL DRI CORP AMER COM 677864100 1,403 51,091 SH   SOLE   51,091 0 0
OIL STS INTL INC COM 678026105 136,713 1,475,744 SH   SOLE   1,475,744 0 0
OLD DOMINION FGHT LINES INC COM 679580100 79,080 1,900,046 SH   SOLE   1,900,046 0 0
OLD NATL BANCORP IND COM 680033107 37,931 2,742,670 SH   SOLE   2,742,670 0 0
OLD REP INTL CORP COM 680223104 87,563 6,803,620 SH   SOLE   6,803,620 0 0
OLD SECOND BANCORP INC ILL COM 680277100 2,621 474,808 SH   SOLE   474,808 0 0
OLIN CORP COM PAR $1 680665205 57,765 2,414,914 SH   SOLE   2,414,914 0 0
OLYMPIC STEEL INC COM 68162K106 7,470 304,910 SH   SOLE   304,910 0 0
OM GROUP INC COM 670872100 31,580 1,021,330 SH   SOLE   1,021,330 0 0
OMEGA FLEX INC COM 682095104 370 24,910 SH   SOLE   24,910 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 116,749 3,763,669 SH   SOLE   3,763,669 0 0
OMEGA PROTEIN CORP COM 68210P107 8,806 980,622 SH   SOLE   980,622 0 0
OMEROS CORP COM 682143102 1,886 374,139 SH   SOLE   374,139 0 0
OMNIAMERICAN BANCORP INC COM 68216R107 3,306 150,066 SH   SOLE   150,066 0 0
OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 268 4,536 SH   SOLE   4,536 0 0
OMNICARE INC COM 681904108 137,127 2,874,183 SH   SOLE   2,874,183 0 0
OMNICARE INC DBCV 3.250%12/1 681904AL2 1,958 1,901,000 PRN   SOLE   1,901,000 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 18,413 9,953,000 PRN   SOLE   9,953,000 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 27,692 22,310,000 PRN   SOLE   22,310,000 0 0
OMNICELL INC COM 68213N109 24,541 1,194,211 SH   SOLE   1,194,211 0 0
OMNICOM GROUP INC COM 681919106 434,883 6,917,176 SH   SOLE   6,917,176 0 0
OMNICOM GROUP INC NOTE 7/3 681919AV8 2,313 2,019,000 PRN   SOLE   2,019,000 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 27,339 1,465,911 SH   SOLE   1,465,911 0 0
OMNOVA SOLUTIONS INC COM 682129101 11,471 1,432,063 SH   SOLE   1,432,063 0 0
OMTHERA PHARMACEUTICALS INC COM 68217A103 789 59,304 SH   SOLE   59,304 0 0
ON ASSIGNMENT INC COM 682159108 32,910 1,231,665 SH   SOLE   1,231,665 0 0
ON SEMICONDUCTOR CORP COM 682189105 86,186 10,666,552 SH   SOLE   10,666,552 0 0
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 5,399 550,883 SH   SOLE   550,883 0 0
ONCOTHYREON INC COM 682324108 1,973 1,256,397 SH   SOLE   1,256,397 0 0
ONE LIBERTY PPTYS INC COM 682406103 12,901 587,480 SH   SOLE   587,480 0 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 9,651 666,493 SH   SOLE   666,493 0 0
ONEIDA FINL CORP MD COM 682479100 94 6,926 SH   SOLE   6,926 0 0
ONEOK INC NEW COM 682680103 222,399 5,383,667 SH   SOLE   5,383,667 0 0
ONVIA INC COM NEW 68338T403 0 48 SH   SOLE   48 0 0
ONYX PHARMACEUTICALS INC COM 683399109 156,126 1,798,267 SH   SOLE   1,798,267 0 0
ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 59,274 26,033,000 PRN   SOLE   26,033,000 0 0
OPENTABLE INC COM 68372A104 42,057 657,661 SH   SOLE   657,661 0 0
OPKO HEALTH INC COM 68375N103 29,276 4,123,429 SH   SOLE   4,123,429 0 0
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 10,382 597,703 SH   SOLE   597,703 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 3,193 167,684 SH   SOLE   167,684 0 0
OPTICAL CABLE CORP COM NEW 683827208 9 2,076 SH   SOLE   2,076 0 0
OPTIMER PHARMACEUTICALS INC COM 68401H104 19,852 1,371,911 SH   SOLE   1,371,911 0 0
ORACLE CORP COM 68389X105 3,022,469 98,419,714 SH   SOLE   98,419,714 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 6,767 1,743,950 SH   SOLE   1,743,950 0 0
ORBCOMM INC COM 68555P100 1,776 395,576 SH   SOLE   395,576 0 0
ORBIT INTL CORP COM NEW 685559304 381 112,329 SH   SOLE   112,329 0 0
ORBITAL SCIENCES CORP COM 685564106 29,138 1,677,480 SH   SOLE   1,677,480 0 0
ORBITZ WORLDWIDE INC COM 68557K109 12,525 1,559,766 SH   SOLE   1,559,766 0 0
ORBOTECH LTD ORD M75253100 300 24,102 SH   SOLE   24,102 0 0
ORCHARD SUPPLY HARDWARE STOR CL A 685691404 9 30,412 SH   SOLE   30,412 0 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 1,708 65,053 SH   SOLE   65,053 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 15,542 2,659,077 SH   SOLE   2,659,077 0 0
ORIENT PAPER INC COM NEW 68619F205 79 52,374 SH   SOLE   52,374 0 0
ORIENT-EXPRESS HOTELS LTD CL A G67743107 33,495 2,754,501 SH   SOLE   2,754,501 0 0
ORION ENERGY SYSTEMS INC COM 686275108 305 122,856 SH   SOLE   122,856 0 0
ORION MARINE GROUP INC COM 68628V308 10,672 882,742 SH   SOLE   882,742 0 0
ORITANI FINL CORP DEL COM 68633D103 21,654 1,380,972 SH   SOLE   1,380,972 0 0
ORMAT TECHNOLOGIES INC COM 686688102 13,267 564,067 SH   SOLE   564,067 0 0
ORRSTOWN FINL SVCS INC COM 687380105 2,078 163,906 SH   SOLE   163,906 0 0
ORTHOFIX INTL N V COM N6748L102 20,808 773,540 SH   SOLE   773,540 0 0
OSHKOSH CORP COM 688239201 88,525 2,331,444 SH   SOLE   2,331,444 0 0
OSI SYSTEMS INC COM 671044105 33,451 519,261 SH   SOLE   519,261 0 0
OSIRIS THERAPEUTICS INC NEW COM 68827R108 5,546 550,723 SH   SOLE   550,723 0 0
OTELCO INC CL A NEW 688823301 316 34,465 SH   SOLE   34,465 0 0
OTTER TAIL CORP COM 689648103 28,524 1,004,374 SH   SOLE   1,004,374 0 0
OVASCIENCE INC COM 69014Q101 1,177 85,694 SH   SOLE   85,694 0 0
OVERLAND STORAGE INC COM NEW 690310206 163 142,633 SH   SOLE   142,633 0 0
OVERSTOCK COM INC DEL COM 690370101 13,427 476,119 SH   SOLE   476,119 0 0
OWENS & MINOR INC NEW COM 690732102 62,514 1,847,879 SH   SOLE   1,847,879 0 0
OWENS CORNING NEW COM 690742101 118,779 3,039,374 SH   SOLE   3,039,374 0 0
OWENS ILL INC COM NEW 690768403 157,791 5,677,966 SH   SOLE   5,677,966 0 0
OXFORD INDS INC COM 691497309 23,214 372,014 SH   SOLE   372,014 0 0
P A M TRANSN SVCS INC COM 693149106 1,402 136,761 SH   SOLE   136,761 0 0
P C CONNECTION COM 69318J100 6,768 438,081 SH   SOLE   438,081 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 20,841 487,622 SH   SOLE   487,622 0 0
PACCAR INC COM 693718108 496,591 9,254,399 SH   SOLE   9,254,399 0 0
PACER INTL INC TENN COM 69373H106 10,643 1,686,754 SH   SOLE   1,686,754 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,333 526,749 SH   SOLE   526,749 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 8,565 725,813 SH   SOLE   725,813 0 0
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 63 6,400 SH   SOLE   6,400 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 1,219 306,406 SH   SOLE   306,406 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 844 146,728 SH   SOLE   146,728 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,902 155,676 SH   SOLE   155,676 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 8,911 2,461,565 SH   SOLE   2,461,565 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 10,952 377,641 SH   SOLE   377,641 0 0
PACKAGING CORP AMER COM 695156109 159,357 3,254,832 SH   SOLE   3,254,832 0 0
PACWEST BANCORP DEL COM 695263103 31,767 1,036,437 SH   SOLE   1,036,437 0 0
PAIN THERAPEUTICS INC COM 69562K100 3,053 1,381,672 SH   SOLE   1,381,672 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 67 107,624 SH   SOLE   107,624 0 0
PALL CORP COM 696429307 192,956 2,904,658 SH   SOLE   2,904,658 0 0
PALMETTO BANCSHARES INC COM NEW 697062206 535 41,142 SH   SOLE   41,142 0 0
PALO ALTO NETWORKS INC COM 697435105 34,149 809,989 SH   SOLE   809,989 0 0
PANDORA MEDIA INC COM 698354107 49,458 2,687,948 SH   SOLE   2,687,948 0 0
PANERA BREAD CO CL A 69840W108 145,036 780,014 SH   SOLE   780,014 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 7,206 252,825 SH   SOLE   252,825 0 0
PANTRY INC COM 698657103 13,433 1,102,852 SH   SOLE   1,102,852 0 0
PAPA JOHNS INTL INC COM 698813102 30,417 465,308 SH   SOLE   465,308 0 0
PAR TECHNOLOGY CORP COM 698884103 1,013 251,421 SH   SOLE   251,421 0 0
PARAMETRIC SOUND CORP COM NEW 699172201 2,307 141,961 SH   SOLE   141,961 0 0
PARAMOUNT GOLD & SILVER CORP COM 69924P102 2,180 1,832,235 SH   SOLE   1,832,235 0 0
PAREXEL INTL CORP COM 699462107 74,987 1,631,212 SH   SOLE   1,631,212 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 13,869 577,616 SH   SOLE   577,616 0 0
PARK NATL CORP COM 700658107 24,961 362,852 SH   SOLE   362,852 0 0
PARK OHIO HLDGS CORP COM 700666100 4,864 147,486 SH   SOLE   147,486 0 0
PARK STERLING CORP COM 70086Y105 3,715 628,584 SH   SOLE   628,584 0 0
PARKER DRILLING CO COM 701081101 20,461 4,108,674 SH   SOLE   4,108,674 0 0
PARKER HANNIFIN CORP COM 701094104 374,348 3,923,983 SH   SOLE   3,923,983 0 0
PARKERVISION INC COM 701354102 6,264 1,376,611 SH   SOLE   1,376,611 0 0
PARKWAY PPTYS INC COM 70159Q104 28,386 1,693,705 SH   SOLE   1,693,705 0 0
PARTNERRE LTD COM G6852T105 129,195 1,426,626 SH   SOLE   1,426,626 0 0
PATRICK INDS INC COM 703343103 1,435 69,038 SH   SOLE   69,038 0 0
PATRIOT TRANSN HLDG INC COM 70337B102 5,805 193,228 SH   SOLE   193,228 0 0
PATTERSON COMPANIES INC COM 703395103 87,169 2,318,317 SH   SOLE   2,318,317 0 0
PATTERSON UTI ENERGY INC COM 703481101 76,107 3,932,171 SH   SOLE   3,932,171 0 0
PAYCHEX INC COM 704326107 316,080 8,657,367 SH   SOLE   8,657,367 0 0
PBF ENERGY INC CL A 69318G106 15,355 592,869 SH   SOLE   592,869 0 0
PC-TEL INC COM 69325Q105 5,632 664,169 SH   SOLE   664,169 0 0
PCM INC COM 69323K100 289 30,063 SH   SOLE   30,063 0 0
PDC ENERGY INC COM 69327R101 42,817 831,730 SH   SOLE   831,730 0 0
PDF SOLUTIONS INC COM 693282105 13,354 724,554 SH   SOLE   724,554 0 0
PDI INC COM 69329V100 1,076 228,830 SH   SOLE   228,830 0 0
PDL BIOPHARMA INC COM 69329Y104 34,399 4,455,860 SH   SOLE   4,455,860 0 0
PDL BIOPHARMA INC NOTE 3.750% 5/0 69329YAC8 11,793 9,559,000 PRN   SOLE   9,559,000 0 0
PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAE4 12,165 8,949,000 PRN   SOLE   8,949,000 0 0
PEABODY ENERGY CORP COM 704549104 108,969 7,443,252 SH   SOLE   7,443,252 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 3,962 226,709 SH   SOLE   226,709 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 61,347 2,373,194 SH   SOLE   2,373,194 0 0
PEGASYSTEMS INC COM 705573103 16,094 485,942 SH   SOLE   485,942 0 0
PEMBINA PIPELINE CORP COM 706327103 2 49 SH   SOLE   49 0 0
PENDRELL CORP COM 70686R104 5,280 2,022,947 SH   SOLE   2,022,947 0 0
PENFORD CORP COM 707051108 4,793 357,964 SH   SOLE   357,964 0 0
PENN NATL GAMING INC COM 707569109 101,222 1,912,738 SH   SOLE   1,912,738 0 0
PENN VA CORP COM 707882106 7,949 1,691,176 SH   SOLE   1,691,176 0 0
PENNANTPARK FLOATING RATE CA COM 70806A106 1,479 104,598 SH   SOLE   104,598 0 0
PENNANTPARK INVT CORP COM 708062104 9,710 878,734 SH   SOLE   878,734 0 0
PENNEY J C INC COM 708160106 71,881 4,208,508 SH   SOLE   4,208,508 0 0
PENNS WOODS BANCORP INC COM 708430103 2,682 64,062 SH   SOLE   64,062 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 47,052 2,492,173 SH   SOLE   2,492,173 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 2,990 140,589 SH   SOLE   140,589 0 0
PENNYMAC MTG INVT TR COM 70931T103 31,210 1,482,669 SH   SOLE   1,482,669 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 41,504 1,359,000 SH   SOLE   1,359,000 0 0
PENTAIR LTD SHS H6169Q108 308,891 5,354,331 SH   SOLE   5,354,331 0 0
PEOPLES BANCORP INC COM 709789101 8,048 381,784 SH   SOLE   381,784 0 0
PEOPLES FINL CORP MISS COM 71103B102 1,197 89,630 SH   SOLE   89,630 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 141,752 9,513,562 SH   SOLE   9,513,562 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 17,125 1,478,808 SH   SOLE   1,478,808 0 0
PEPCO HOLDINGS INC COM 713291102 136,321 6,761,968 SH   SOLE   6,761,968 0 0
PEPSICO INC COM 713448108 3,381,050 41,338,187 SH   SOLE   41,338,187 0 0
PERCEPTRON INC COM 71361F100 947 120,014 SH   SOLE   120,014 0 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 5,220 4,046,571 SH   SOLE   4,046,571 0 0
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 3,094 283,635 SH   SOLE   283,635 0 0
PERFICIENT INC COM 71375U101 13,444 1,007,814 SH   SOLE   1,007,814 0 0
PERFORMANCE TECHNOLOGIES INC COM 71376K102 143 115,718 SH   SOLE   115,718 0 0
PERFORMANT FINL CORP COM 71377E105 2,816 242,954 SH   SOLE   242,954 0 0
PERFUMANIA HLDGS INC COM NEW 71376C100 384 73,916 SH   SOLE   73,916 0 0
PERICOM SEMICONDUCTOR CORP COM 713831105 6,520 915,704 SH   SOLE   915,704 0 0
PERKINELMER INC COM 714046109 97,734 3,007,215 SH   SOLE   3,007,215 0 0
PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 560 1,555,941 SH   SOLE   1,555,941 0 0
PERNIX THERAPEUTICS HLDGS IN COM 71426V108 1,344 372,224 SH   SOLE   372,224 0 0
PERRIGO CO COM 714290103 293,700 2,427,271 SH   SOLE   2,427,271 0 0
PETMED EXPRESS INC COM 716382106 15,773 1,251,827 SH   SOLE   1,251,827 0 0
PETROBRAS ARGENTINA S A SPONS ADR 71646J109 2,268 626,454 SH   SOLE   626,454 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 16,031 1,093,502 SH   SOLE   1,093,502 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 93 6,931 SH   SOLE   6,931 0 0
PETROQUEST ENERGY INC COM 716748108 7,383 1,864,327 SH   SOLE   1,864,327 0 0
PETSMART INC COM 716768106 187,038 2,792,026 SH   SOLE   2,792,026 0 0
PFIZER INC COM 717081103 5,034,903 179,753,749 SH   SOLE   99,999,999 0 0
PFSWEB INC COM NEW 717098206 2,605 651,288 SH   SOLE   651,288 0 0
PG&E CORP COM 69331C108 534,154 11,680,611 SH   SOLE   11,680,611 0 0
PGT INC COM 69336V101 3,515 405,421 SH   SOLE   405,421 0 0
PHARMACYCLICS INC COM 716933106 105,813 1,331,486 SH   SOLE   1,331,486 0 0
PHARMATHENE INC COM 71714G102 138 87,029 SH   SOLE   87,029 0 0
PHARMERICA CORP COM 71714F104 14,505 1,046,552 SH   SOLE   1,046,552 0 0
PHAZAR CORP COM 71722R108 1 1,102 SH   SOLE   1,102 0 0
PHH CORP COM NEW 693320202 34,992 1,716,956 SH   SOLE   1,716,956 0 0
PHI INC COM NON VTG 69336T205 14,292 416,678 SH   SOLE   416,678 0 0
PHILIP MORRIS INTL INC COM 718172109 3,632,511 41,936,167 SH   SOLE   41,936,167 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 241 3,545 SH   SOLE   3,545 0 0
PHILLIPS 66 COM 718546104 967,909 16,430,296 SH   SOLE   16,430,296 0 0
PHOENIX COS INC NEW COM NEW 71902E604 7,147 166,199 SH   SOLE   166,199 0 0
PHOTOMEDEX INC COM PAR $0.01 719358301 2,729 171,220 SH   SOLE   171,220 0 0
PHOTRONICS INC COM 719405102 13,992 1,735,920 SH   SOLE   1,735,920 0 0
PICO HLDGS INC COM NEW 693366205 15,591 743,863 SH   SOLE   743,863 0 0
PIEDMONT NAT GAS INC COM 720186105 65,572 1,943,456 SH   SOLE   1,943,456 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 104,963 5,870,429 SH   SOLE   5,870,429 0 0
PIER 1 IMPORTS INC COM 720279108 66,244 2,820,086 SH   SOLE   2,820,086 0 0
PIKE ELEC CORP COM 721283109 14,317 1,164,009 SH   SOLE   1,164,009 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 23,870 1,597,713 SH   SOLE   1,597,713 0 0
PIMCO ETF TR 3-7YR US TREAS 72201R601 24 301 SH   SOLE   301 0 0
PIMCO ETF TR 25YR+ ZERO U S 72201R882 47 500 SH   SOLE   500 0 0
PINNACLE ENTMT INC COM 723456109 32,293 1,641,761 SH   SOLE   1,641,761 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 25,608 996,039 SH   SOLE   996,039 0 0
PINNACLE FOODS INC DEL COM 72348P104 22,630 937,068 SH   SOLE   937,068 0 0
PINNACLE WEST CAP CORP COM 723484101 166,871 3,008,310 SH   SOLE   3,008,310 0 0
PIONEER ENERGY SVCS CORP COM 723664108 11,965 1,807,471 SH   SOLE   1,807,471 0 0
PIONEER NAT RES CO COM 723787107 513,156 3,545,117 SH   SOLE   3,545,117 0 0
PIPER JAFFRAY COS COM 724078100 15,270 483,083 SH   SOLE   483,083 0 0
PITNEY BOWES INC COM 724479100 78,152 5,323,718 SH   SOLE   5,323,718 0 0
PIZZA INN HOLDINGS INC COM 725846109 202 35,184 SH   SOLE   35,184 0 0
PLANAR SYS INC COM 726900103 838 498,715 SH   SOLE   498,715 0 0
PLANET PAYMENT INC SHS U72603118 1,254 454,186 SH   SOLE   454,186 0 0
PLANTRONICS INC NEW COM 727493108 61,804 1,407,201 SH   SOLE   1,407,201 0 0
PLATINUM UNDERWRITER HLDGS L COM G7127P100 49,667 867,996 SH   SOLE   867,996 0 0
PLEXUS CORP COM 729132100 28,217 944,033 SH   SOLE   944,033 0 0
PLUG POWER INC COM NEW 72919P202 211 556,534 SH   SOLE   556,534 0 0
PLUM CREEK TIMBER CO INC COM 729251108 197,850 4,239,337 SH   SOLE   4,239,337 0 0
PLX TECHNOLOGY INC COM 693417107 6,556 1,377,263 SH   SOLE   1,377,263 0 0
PLY GEM HLDGS INC COM 72941W100 5,211 259,776 SH   SOLE   259,776 0 0
PMC COML TR SH BEN INT 693434102 1,624 197,530 SH   SOLE   197,530 0 0
PMC-SIERRA INC COM 69344F106 35,684 5,615,128 SH   SOLE   5,615,128 0 0
PMFG INC COM 69345P103 1,852 267,697 SH   SOLE   267,697 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,014,820 13,916,902 SH   SOLE   13,916,902 0 0
PNM RES INC COM 69349H107 54,736 2,466,701 SH   SOLE   2,466,701 0 0
POINTS INTL LTD COM NEW 730843208 650 30,173 SH   SOLE   30,173 0 0
POLARIS INDS INC COM 731068102 164,148 1,727,876 SH   SOLE   1,727,876 0 0
POLYCOM INC COM 73172K104 50,229 4,770,053 SH   SOLE   4,770,053 0 0
POLYONE CORP COM 73179P106 65,492 2,642,937 SH   SOLE   2,642,937 0 0
POLYPORE INTL INC COM 73179V103 50,081 1,242,713 SH   SOLE   1,242,713 0 0
POOL CORPORATION COM 73278L105 64,556 1,231,749 SH   SOLE   1,231,749 0 0
POPULAR INC COM NEW 733174700 76,494 2,518,732 SH   SOLE   2,518,732 0 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 73,959 481,412 SH   SOLE   481,412 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 62,789 2,052,614 SH   SOLE   2,052,614 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 5,102 207,642 SH   SOLE   207,642 0 0
POSCO SPONSORED ADR 693483109 152 2,329 SH   SOLE   2,329 0 0
POST HLDGS INC COM 737446104 44,481 1,018,815 SH   SOLE   1,018,815 0 0
POST PPTYS INC COM 737464107 94,521 1,909,892 SH   SOLE   1,909,892 0 0
POSTROCK ENERGY CORP COM 737525105 41 26,523 SH   SOLE   26,523 0 0
POTASH CORP SASK INC COM 73755L107 819 21,488 SH   SOLE   21,488 0 0
POTLATCH CORP NEW COM 737630103 76,904 1,901,692 SH   SOLE   1,901,692 0 0
POWELL INDS INC COM 739128106 16,139 312,476 SH   SOLE   312,476 0 0
POWER INTEGRATIONS INC COM 739276103 30,773 758,692 SH   SOLE   758,692 0 0
POWER ONE INC NEW COM 73930R102 17,307 2,738,431 SH   SOLE   2,738,431 0 0
POWER REIT COM 73933H101 31 3,616 SH   SOLE   3,616 0 0
POWER SOLUTIONS INTL INC COM NEW 73933G202 1,387 41,284 SH   SOLE   41,284 0 0
POWERSECURE INTL INC COM 73936N105 10,551 702,014 SH   SOLE   702,014 0 0
POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y102 2 74 SH   SOLE   74 0 0
POWERSHARES ETF TR II BUILD AMER ETF 73937B407 327 11,600 SH   SOLE   11,600 0 0
POWERSHARES ETF TR II S&P SMCP HC PO 73937B886 17 400 SH   SOLE   400 0 0
POWERSHARES ETF TRUST NASD INTNT ETF 73935X146 190 3,886 SH   SOLE   3,886 0 0
POWERSHARES ETF TRUST DWA TECH LDRS 73935X153 215 6,900 SH   SOLE   6,900 0 0
POWERSHARES ETF TRUST GOLDEN DRG CHINA 73935X401 2 81 SH   SOLE   81 0 0
POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X500 7 1,300 SH   SOLE   1,300 0 0
POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 1 14 SH   SOLE   14 0 0
POWERSHARES ETF TRUST DYN OIL SVCS 73935X625 0 16 SH   SOLE   16 0 0
POWERSHARES ETF TRUST DYNM LRG CP VL 73935X708 0 14 SH   SOLE   14 0 0
POWERSHARES ETF TRUST DYN LSR & ENT 73935X757 41 1,458 SH   SOLE   1,458 0 0
POWERSHARES GLOBAL ETF FD S&P 500 BUYWRT 73936G308 226 11,214 SH   SOLE   11,214 0 0
POWERSHARES GLOBAL ETF TRUST WK VRDO TX FR 73936T433 439 17,576 SH   SOLE   17,576 0 0
POWERSHARES GLOBAL ETF TRUST CALI MUNI ETF 73936T441 7 300 SH   SOLE   300 0 0
POWERSHARES GLOBAL ETF TRUST INSUR NATL MUN 73936T474 257 10,767 SH   SOLE   10,767 0 0
POWERSHARES GLOBAL ETF TRUST AGG PFD PORT 73936T565 99 6,936 SH   SOLE   6,936 0 0
POWERSHARES GLOBAL ETF TRUST GBL WTR PORT 73936T623 159 8,462 SH   SOLE   8,462 0 0
POWERSHARES GLOBAL ETF TRUST EMER MRKT PORT 73936T763 96 5,000 SH   SOLE   5,000 0 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 92 5,588 SH   SOLE   5,588 0 0
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 1,224 54,249 SH   SOLE   54,249 0 0
POZEN INC COM 73941U102 4,981 994,186 SH   SOLE   994,186 0 0
PPG INDS INC COM 693506107 562,119 3,839,345 SH   SOLE   3,839,345 0 0
PPL CORP COM 69351T106 474,346 15,675,687 SH   SOLE   15,675,687 0 0
PPL CORP UNIT 99/99/9999S 69351T114 337 6,227 SH   SOLE   6,227 0 0
PPL CORP UNIT 99/99/9999 69351T601 389 7,420 SH   SOLE   7,420 0 0
PRAXAIR INC COM 74005P104 891,217 7,738,945 SH   SOLE   7,738,945 0 0
PRECISION CASTPARTS CORP COM 740189105 883,422 3,908,776 SH   SOLE   3,908,776 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 2,188 132,777 SH   SOLE   132,777 0 0
PREFORMED LINE PRODS CO COM 740444104 2,190 33,023 SH   SOLE   33,023 0 0
PREMIER EXIBITIONS INC COM 74051E102 96 54,989 SH   SOLE   54,989 0 0
PREMIER FINL BANCORP INC COM 74050M105 38 3,137 SH   SOLE   3,137 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 16,935 1,403,087 SH   SOLE   1,403,087 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 43,439 1,490,716 SH   SOLE   1,490,716 0 0
PRGX GLOBAL INC COM NEW 69357C503 4,926 897,300 SH   SOLE   897,300 0 0
PRICE T ROWE GROUP INC COM 74144T108 508,568 6,947,656 SH   SOLE   6,947,656 0 0
PRICELINE COM INC COM NEW 741503403 1,158,309 1,401,174 SH   SOLE   1,401,174 0 0
PRICESMART INC COM 741511109 45,828 522,969 SH   SOLE   522,969 0 0
PRIMERICA INC COM 74164M108 55,489 1,482,084 SH   SOLE   1,482,084 0 0
PRIMO WTR CORP COM 74165N105 401 220,080 SH   SOLE   220,080 0 0
PRIMORIS SVCS CORP COM 74164F103 22,056 1,118,455 SH   SOLE   1,118,455 0 0
PRIMUS TELECOMMUNICATIONS GR COM 741929301 1,948 163,122 SH   SOLE   163,122 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 277,321 7,405,092 SH   SOLE   7,405,092 0 0
PRIVATEBANCORP INC COM 742962103 37,845 1,783,030 SH   SOLE   1,783,030 0 0
PRO-DEX INC COLO COM NEW 74265M205 0 42 SH   SOLE   42 0 0
PROASSURANCE CORP COM 74267C106 77,813 1,491,813 SH   SOLE   1,491,813 0 0
PROCERA NETWORKS INC COM NEW 74269U203 8,932 650,554 SH   SOLE   650,554 0 0
PROCTER & GAMBLE CO COM 742718109 5,667,932 73,619,066 SH   SOLE   73,619,066 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 6,659 1,493,011 SH   SOLE   1,493,011 0 0
PROGRESS SOFTWARE CORP COM 743312100 39,987 1,737,830 SH   SOLE   1,737,830 0 0
PROGRESSIVE CORP OHIO COM 743315103 382,504 15,047,383 SH   SOLE   15,047,383 0 0
PROLOGIS INC COM 74340W103 699,054 18,532,724 SH   SOLE   18,532,724 0 0
PROOFPOINT INC COM 743424103 6,047 249,375 SH   SOLE   249,375 0 0
PROS HOLDINGS INC COM 74346Y103 18,810 628,053 SH   SOLE   628,053 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 35,152 3,254,842 SH   SOLE   3,254,842 0 0
PROSPERITY BANCSHARES INC COM 743606105 82,908 1,600,850 SH   SOLE   1,600,850 0 0
PROTECTIVE LIFE CORP COM 743674103 80,643 2,099,541 SH   SOLE   2,099,541 0 0
PROTHENA CORP PLC SHS G72800108 1,545 119,704 SH   SOLE   119,704 0 0
PROTO LABS INC COM 743713109 13,845 213,091 SH   SOLE   213,091 0 0
PROVIDENCE SVC CORP COM 743815102 15,691 539,410 SH   SOLE   539,410 0 0
PROVIDENCE SVC CORP NOTE 6.500% 5/1 743815AB8 8 8,000 PRN   SOLE   8,000 0 0
PROVIDENT FINL HLDGS INC COM 743868101 10,199 642,264 SH   SOLE   642,264 0 0
PROVIDENT FINL SVCS INC COM 74386T105 26,647 1,688,677 SH   SOLE   1,688,677 0 0
PROVIDENT NEW YORK BANCORP COM 744028101 12,161 1,302,049 SH   SOLE   1,302,049 0 0
PRUDENTIAL FINL INC COM 744320102 953,147 13,051,450 SH   SOLE   13,051,450 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 64,070 887,768 SH   SOLE   887,768 0 0
PSYCHEMEDICS CORP COM NEW 744375205 205 19,075 SH   SOLE   19,075 0 0
PTC INC COM 69370C100 93,188 3,798,945 SH   SOLE   3,798,945 0 0
PUBLIC STORAGE COM 74460D109 815,853 5,320,896 SH   SOLE   5,320,896 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 442,007 13,533,582 SH   SOLE   13,533,582 0 0
PULASKI FINL CORP COM 745548107 630 66,018 SH   SOLE   66,018 0 0
PULSE ELECTRONICS CORP COM NEW 74586W205 244 93,184 SH   SOLE   93,184 0 0
PULTE GROUP INC COM 745867101 196,598 10,363,603 SH   SOLE   10,363,603 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 11,440 257,825 SH   SOLE   257,825 0 0
PURECYCLE CORP COM NEW 746228303 891 159,338 SH   SOLE   159,338 0 0
PVF CAPITAL CORP COM 693654105 32 8,000 SH   SOLE   8,000 0 0
PVH CORP COM 693656100 263,309 2,105,629 SH   SOLE   2,105,629 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 729 111,840 SH   SOLE   111,840 0 0
QAD INC CL B 74727D207 341 31,534 SH   SOLE   31,534 0 0
QAD INC CL A 74727D306 1,999 174,126 SH   SOLE   174,126 0 0
QCR HOLDINGS INC COM 74727A104 113 7,285 SH   SOLE   7,285 0 0
QEP RES INC COM 74733V100 136,555 4,915,604 SH   SOLE   4,915,604 0 0
QIAGEN NV REG SHS N72482107 42,258 2,122,448 SH   SOLE   2,122,448 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 139 3,002 SH   SOLE   3,002 0 0
QLIK TECHNOLOGIES INC COM 74733T105 60,614 2,144,111 SH   SOLE   2,144,111 0 0
QLOGIC CORP COM 747277101 28,348 2,965,226 SH   SOLE   2,965,226 0 0
QLT INC COM 746927102 75 17,109 SH   SOLE   17,109 0 0
QUAD / GRAPHICS INC COM CL A 747301109 16,304 676,496 SH   SOLE   676,496 0 0
QUAKER CHEM CORP COM 747316107 22,793 367,574 SH   SOLE   367,574 0 0
QUALCOMM INC COM 747525103 2,904,276 47,540,943 SH   SOLE   47,540,943 0 0
QUALITY DISTR INC FLA COM 74756M102 6,821 771,605 SH   SOLE   771,605 0 0
QUALITY SYS INC COM 747582104 20,547 1,098,187 SH   SOLE   1,098,187 0 0
QUALYS INC COM 74758T303 2,612 162,004 SH   SOLE   162,004 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 17,562 1,042,895 SH   SOLE   1,042,895 0 0
QUANTA SVCS INC COM 74762E102 169,411 6,402,520 SH   SOLE   6,402,520 0 0
QUANTUM CORP COM DSSG 747906204 9,378 6,845,485 SH   SOLE   6,845,485 0 0
QUANTUM FUEL SYS TECH WORLDW COM NEW 74765E208 412 749,868 SH   SOLE   749,868 0 0
QUEST DIAGNOSTICS INC COM 74834L100 262,751 4,333,674 SH   SOLE   4,333,674 0 0
QUESTAR CORP COM 748356102 118,358 4,962,605 SH   SOLE   4,962,605 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 68,862 1,515,446 SH   SOLE   1,515,446 0 0
QUICKLOGIC CORP COM 74837P108 2,435 1,101,627 SH   SOLE   1,101,627 0 0
QUICKSILVER RESOURCES INC COM 74837R104 6,129 3,648,013 SH   SOLE   3,648,013 0 0
QUIDEL CORP COM 74838J101 50,341 1,971,828 SH   SOLE   1,971,828 0 0
QUIKSILVER INC COM 74838C106 22,763 3,534,689 SH   SOLE   3,534,689 0 0
QUINSTREET INC COM 74874Q100 3,879 449,483 SH   SOLE   449,483 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 16,255 381,920 SH   SOLE   381,920 0 0
RACKSPACE HOSTING INC COM 750086100 116,957 3,086,754 SH   SOLE   3,086,754 0 0
RADIAN GROUP INC COM 750236101 56,675 4,877,329 SH   SOLE   4,877,329 0 0
RADIO ONE INC CL D NON VTG 75040P405 1,616 696,425 SH   SOLE   696,425 0 0
RADIOSHACK CORP COM 750438103 8,783 2,779,333 SH   SOLE   2,779,333 0 0
RADISYS CORP COM 750459109 3,830 796,190 SH   SOLE   796,190 0 0
RADNET INC COM 750491102 4,249 1,603,567 SH   SOLE   1,603,567 0 0
RADWARE LTD ORD M81873107 37 2,698 SH   SOLE   2,698 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 13,885 1,846,462 SH   SOLE   1,846,462 0 0
RALLY SOFTWARE DEV CORP COM 751198102 1,801 72,551 SH   SOLE   72,551 0 0
RALPH LAUREN CORP CL A 751212101 310,765 1,788,681 SH   SOLE   1,788,681 0 0
RAMBUS INC DEL COM 750917106 26,656 3,103,176 SH   SOLE   3,103,176 0 0
RAMBUS INC DEL NOTE 5.000% 6/1 750917AC0 4,411 4,293,000 PRN   SOLE   4,293,000 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 36,255 2,334,485 SH   SOLE   2,334,485 0 0
RANDGOLD RES LTD ADR 752344309 25 395 SH   SOLE   395 0 0
RANGE RES CORP COM 75281A109 327,323 4,233,352 SH   SOLE   4,233,352 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 7,569 809,566 SH   SOLE   809,566 0 0
RAVEN INDS INC COM 754212108 29,348 978,905 SH   SOLE   978,905 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 153,987 3,582,756 SH   SOLE   3,582,756 0 0
RAYONIER INC COM 754907103 188,466 3,402,521 SH   SOLE   3,402,521 0 0
RAYTHEON CO COM NEW 755111507 601,115 9,091,271 SH   SOLE   9,091,271 0 0
RBC BEARINGS INC COM 75524B104 31,921 614,452 SH   SOLE   614,452 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 36 6,677 SH   SOLE   6,677 0 0
RCS CAP CORP COM CL A 74937W102 93 5,507 SH   SOLE   5,507 0 0
REACHLOCAL INC COM 75525F104 1,490 121,518 SH   SOLE   121,518 0 0
READING INTERNATIONAL INC CL A 755408101 1,141 179,414 SH   SOLE   179,414 0 0
REALD INC COM 75604L105 23,051 1,658,332 SH   SOLE   1,658,332 0 0
REALNETWORKS INC COM NEW 75605L708 6,168 815,911 SH   SOLE   815,911 0 0
REALOGY HLDGS CORP COM 75605Y106 146,566 3,050,913 SH   SOLE   3,050,913 0 0
REALPAGE INC COM 75606N109 20,412 1,112,958 SH   SOLE   1,112,958 0 0
REALTY INCOME CORP COM 756109104 264,108 6,300,297 SH   SOLE   6,300,297 0 0
RECEPTOS INC COM 756207106 1,365 68,619 SH   SOLE   68,619 0 0
RED HAT INC COM 756577102 236,141 4,938,127 SH   SOLE   4,938,127 0 0
RED LION HOTELS CORP COM 756764106 3,490 571,147 SH   SOLE   571,147 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 21,060 381,664 SH   SOLE   381,664 0 0
REDWOOD TR INC COM 758075402 39,191 2,305,333 SH   SOLE   2,305,333 0 0
REEDS INC COM 758338107 24 4,831 SH   SOLE   4,831 0 0
REGAL BELOIT CORP COM 758750103 82,751 1,276,229 SH   SOLE   1,276,229 0 0
REGAL ENTMT GROUP CL A 758766109 39,003 2,178,943 SH   SOLE   2,178,943 0 0
REGENCY CTRS CORP COM 758849103 177,780 3,498,924 SH   SOLE   3,498,924 0 0
REGENERON PHARMACEUTICALS COM 75886F107 459,202 2,041,986 SH   SOLE   2,041,986 0 0
REGIONAL MGMT CORP COM 75902K106 2,063 82,522 SH   SOLE   82,522 0 0
REGIONS FINL CORP NEW COM 7591EP100 361,993 37,984,524 SH   SOLE   37,984,524 0 0
REGIS CORP MINN COM 758932107 26,080 1,588,328 SH   SOLE   1,588,328 0 0
REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 4,237 3,637,000 PRN   SOLE   3,637,000 0 0
REGULUS THERAPEUTICS INC COM 75915K101 1,838 187,360 SH   SOLE   187,360 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 132,830 1,922,002 SH   SOLE   1,922,002 0 0
REIS INC COM 75936P105 3,467 187,531 SH   SOLE   187,531 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 136,686 2,084,894 SH   SOLE   2,084,894 0 0
RELM WIRELESS CORP COM 759525108 62 20,763 SH   SOLE   20,763 0 0
REMY INTL INC COM 759663107 3,048 164,153 SH   SOLE   164,153 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 98,539 1,135,369 SH   SOLE   1,135,369 0 0
RENASANT CORP COM 75970E107 18,814 772,958 SH   SOLE   772,958 0 0
RENESOLA LTD SPONS ADS 75971T103 98 45,814 SH   SOLE   45,814 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3,454 242,697 SH   SOLE   242,697 0 0
RENT A CTR INC NEW COM 76009N100 63,581 1,693,242 SH   SOLE   1,693,242 0 0
RENTECH INC COM 760112102 12,223 5,820,586 SH   SOLE   5,820,586 0 0
RENTRAK CORP COM 760174102 2,934 146,189 SH   SOLE   146,189 0 0
REPLIGEN CORP COM 759916109 10,753 1,305,020 SH   SOLE   1,305,020 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 9,648 522,926 SH   SOLE   522,926 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 16,641 1,468,749 SH   SOLE   1,468,749 0 0
REPUBLIC BANCORP KY CL A 760281204 8,280 377,755 SH   SOLE   377,755 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 87 30,523 SH   SOLE   30,523 0 0
REPUBLIC SVCS INC COM 760759100 276,227 8,138,681 SH   SOLE   8,138,681 0 0
RESEARCH FRONTIERS INC COM 760911107 2,176 546,720 SH   SOLE   546,720 0 0
RESMED INC COM 761152107 179,688 3,981,571 SH   SOLE   3,981,571 0 0
RESOLUTE ENERGY CORP COM 76116A108 14,344 1,797,484 SH   SOLE   1,797,484 0 0
RESOLUTE FST PRODS INC COM 76117W109 29,492 2,239,323 SH   SOLE   2,239,323 0 0
RESOURCE AMERICA INC CL A 761195205 4,402 517,860 SH   SOLE   517,860 0 0
RESOURCE CAP CORP COM 76120W302 19,500 3,170,754 SH   SOLE   3,170,754 0 0
RESOURCES CONNECTION INC COM 76122Q105 18,365 1,583,157 SH   SOLE   1,583,157 0 0
RESPONSYS INC COM 761248103 8,226 574,818 SH   SOLE   574,818 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 23,471 312,952 SH   SOLE   312,952 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 30,173 2,170,752 SH   SOLE   2,170,752 0 0
RETAIL PPTYS AMER INC CL A 76131V202 29,732 2,082,058 SH   SOLE   2,082,058 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 8 5,698 SH   SOLE   5,698 0 0
REVETT MINERALS INC COM NEW 761505205 5 7,370 SH   SOLE   7,370 0 0
REVLON INC CL A NEW 761525609 8,613 390,446 SH   SOLE   390,446 0 0
REVOLUTION LIGHTING TECHNOLO COM 76155G107 1,204 300,903 SH   SOLE   300,903 0 0
REX AMERICAN RESOURCES CORP COM 761624105 15,259 530,389 SH   SOLE   530,389 0 0
REX ENERGY CORPORATION COM 761565100 22,369 1,272,415 SH   SOLE   1,272,415 0 0
REXNORD CORP NEW COM 76169B102 15,195 901,807 SH   SOLE   901,807 0 0
REYNOLDS AMERICAN INC COM 761713106 400,441 8,278,708 SH   SOLE   8,278,708 0 0
RF INDS LTD COM PAR $0.01 749552105 1,967 335,009 SH   SOLE   335,009 0 0
RF MICRODEVICES INC COM 749941100 45,319 8,478,712 SH   SOLE   8,478,712 0 0
RICHARDSON ELECTRS LTD COM 763165107 5,017 427,380 SH   SOLE   427,380 0 0
RICKS CABARET INTL INC COM NEW 765641303 611 70,807 SH   SOLE   70,807 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 9,760 2,922,106 SH   SOLE   2,922,106 0 0
RIGNET INC COM 766582100 3,631 142,491 SH   SOLE   142,491 0 0
RIMAGE CORP COM 766721104 2,015 241,860 SH   SOLE   241,860 0 0
RIO ALTO MNG LTD NEW COM 76689T104 1,029 568,496 SH   SOLE   568,496 0 0
RIO TINTO PLC SPONSORED ADR 767204100 578 14,076 SH   SOLE   14,076 0 0
RITE AID CORP COM 767754104 72,981 25,517,681 SH   SOLE   25,517,681 0 0
RITE AID CORP NOTE 8.500% 5/1 767754BU7 4,244 2,999,000 PRN   SOLE   2,999,000 0 0
RIVERBED TECHNOLOGY INC COM 768573107 67,806 4,357,729 SH   SOLE   4,357,729 0 0
RIVERVIEW BANCORP INC COM 769397100 13 5,051 SH   SOLE   5,051 0 0
RLI CORP COM 749607107 40,555 530,761 SH   SOLE   530,761 0 0
RLJ LODGING TR COM 74965L101 94,765 4,213,642 SH   SOLE   4,213,642 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 6,538 234,826 SH   SOLE   234,826 0 0
ROBERT HALF INTL INC COM 770323103 126,546 3,808,193 SH   SOLE   3,808,193 0 0
ROCHESTER MED CORP COM 771497104 1,641 111,409 SH   SOLE   111,409 0 0
ROCK-TENN CO CL A 772739207 202,379 2,026,226 SH   SOLE   2,026,226 0 0
ROCKVILLE FINL INC NEW COM 774188106 12,725 972,883 SH   SOLE   972,883 0 0
ROCKWELL AUTOMATION INC COM 773903109 312,316 3,756,506 SH   SOLE   3,756,506 0 0
ROCKWELL COLLINS INC COM 774341101 226,344 3,569,527 SH   SOLE   3,569,527 0 0
ROCKWELL MED INC COM 774374102 2,256 624,869 SH   SOLE   624,869 0 0
ROCKWOOD HLDGS INC COM 774415103 119,425 1,865,145 SH   SOLE   1,865,145 0 0
ROCKY BRANDS INC COM 774515100 2,953 195,272 SH   SOLE   195,272 0 0
ROCKY MTN CHOCOLATE FACTORY COM PAR $0.03 774678403 593 47,739 SH   SOLE   47,739 0 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 19,865 796,514 SH   SOLE   796,514 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 13,331 340,064 SH   SOLE   340,064 0 0
ROGERS CORP COM 775133101 22,531 476,134 SH   SOLE   476,134 0 0
ROLLINS INC COM 775711104 46,195 1,783,595 SH   SOLE   1,783,595 0 0
ROMA FINANCIAL CORP COM 77581P109 1,455 80,106 SH   SOLE   80,106 0 0
ROPER INDS INC NEW COM 776696106 331,273 2,666,824 SH   SOLE   2,666,824 0 0
ROSETTA RESOURCES INC COM 777779307 77,410 1,820,556 SH   SOLE   1,820,556 0 0
ROSETTA STONE INC COM 777780107 2,773 188,095 SH   SOLE   188,095 0 0
ROSS STORES INC COM 778296103 462,642 7,138,435 SH   SOLE   7,138,435 0 0
ROUNDYS INC COM 779268101 5,222 626,861 SH   SOLE   626,861 0 0
ROUSE PPTYS INC COM 779287101 20,423 1,040,945 SH   SOLE   1,040,945 0 0
ROVI CORP COM 779376102 76,318 3,341,408 SH   SOLE   3,341,408 0 0
ROVI CORP NOTE 2.625% 2/1 779376AB8 30,450 30,000,000 PRN   SOLE   30,000,000 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 115,944 3,403,104 SH   SOLE   3,403,104 0 0
ROYAL BANCSHARES PA INC CL A 780081105 165 116,010 SH   SOLE   116,010 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF T 780097713 300 12,531 SH   SOLE   12,531 0 0
ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS Q 780097754 101 4,525 SH   SOLE   4,525 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 780097796 173 8,150 SH   SOLE   8,150 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 139,050 4,170,651 SH   SOLE   4,170,651 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 3,359 52,650 SH   SOLE   52,650 0 0
ROYAL GOLD INC COM 780287108 76,861 1,826,551 SH   SOLE   1,826,551 0 0
ROYALE ENERGY INC COM NEW 78074G200 1,302 518,666 SH   SOLE   518,666 0 0
RPC INC COM 749660106 21,865 1,583,300 SH   SOLE   1,583,300 0 0
RPM INTL INC COM 749685103 111,185 3,481,043 SH   SOLE   3,481,043 0 0
RPX CORP COM 74972G103 25,197 1,499,833 SH   SOLE   1,499,833 0 0
RRSAT GLOBAL COMM NTWRK LTD SHS M8183P102 83 10,286 SH   SOLE   10,286 0 0
RTI BIOLOGICS INC COM 74975N105 10,892 2,896,922 SH   SOLE   2,896,922 0 0
RTI INTL METALS INC COM 74973W107 23,996 865,954 SH   SOLE   865,954 0 0
RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 10,838 10,000,000 PRN   SOLE   10,000,000 0 0
RUBICON TECHNOLOGY INC COM 78112T107 4,140 519,492 SH   SOLE   519,492 0 0
RUBY TUESDAY INC COM 781182100 15,170 1,643,540 SH   SOLE   1,643,540 0 0
RUCKUS WIRELESS INC COM 781220108 8,267 645,324 SH   SOLE   645,324 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 11,144 994,986 SH   SOLE   994,986 0 0
RUE21 INC COM 781295100 17,521 421,072 SH   SOLE   421,072 0 0
RUSH ENTERPRISES INC CL A 781846209 23,630 954,764 SH   SOLE   954,764 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 5,894 488,328 SH   SOLE   488,328 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 9,720 188,637 SH   SOLE   188,637 0 0
RYDER SYS INC COM 783549108 131,213 2,158,461 SH   SOLE   2,158,461 0 0
RYDEX ETF TRUST GUG S&P500 EQ WT 78355W106 2 29 SH   SOLE   29 0 0
RYDEX ETF TRUST GUG RUSS TOP 50 78355W205 16 143 SH   SOLE   143 0 0
RYDEX ETF TRUST GUG S&P MC400 PG 78355W601 10 100 SH   SOLE   100 0 0
RYDEX ETF TRUST GUG S&P500EQWTTE 78355W817 13 200 SH   SOLE   200 0 0
RYLAND GROUP INC COM 783764103 50,326 1,255,020 SH   SOLE   1,255,020 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 78,724 2,018,048 SH   SOLE   2,018,048 0 0
S & T BANCORP INC COM 783859101 17,336 884,482 SH   SOLE   884,482 0 0
S L INDS INC COM 784413106 1,806 72,027 SH   SOLE   72,027 0 0
S Y BANCORP INC COM 785060104 12,385 504,902 SH   SOLE   504,902 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 36,899 1,413,220 SH   SOLE   1,413,220 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 11,682 727,840 SH   SOLE   727,840 0 0
SAFETY INS GROUP INC COM 78648T100 19,953 411,318 SH   SOLE   411,318 0 0
SAFEWAY INC COM NEW 786514208 179,340 7,579,883 SH   SOLE   7,579,883 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 6,702 145,990 SH   SOLE   145,990 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 4,600 219,265 SH   SOLE   219,265 0 0
SAIA INC COM 78709Y105 21,187 706,934 SH   SOLE   706,934 0 0
SAIC INC COM 78390X101 108,397 7,781,582 SH   SOLE   7,781,582 0 0
SAKS INC COM 79377W108 42,466 3,113,328 SH   SOLE   3,113,328 0 0
SALEM COMMUNICATIONS CORP DE CL A 794093104 4,412 589,096 SH   SOLE   589,096 0 0
SALESFORCE COM INC COM 79466L302 550,407 14,416,111 SH   SOLE   14,416,111 0 0
SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 64,889 35,838,000 PRN   SOLE   35,838,000 0 0
SALIX PHARMACEUTICALS INC COM 795435106 88,988 1,345,239 SH   SOLE   1,345,239 0 0
SALIX PHARMACEUTICALS INC NOTE 2.750% 5/1 795435AC0 1,548 1,017,000 PRN   SOLE   1,017,000 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 120,547 3,876,108 SH   SOLE   3,876,108 0 0
SANCHEZ ENERGY CORP COM 79970Y105 8,434 367,329 SH   SOLE   367,329 0 0
SANDERSON FARMS INC COM 800013104 40,173 604,828 SH   SOLE   604,828 0 0
SANDISK CORP COM 80004C101 403,971 6,611,638 SH   SOLE   6,611,638 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 2,866 2,150,000 PRN   SOLE   2,150,000 0 0
SANDRIDGE ENERGY INC COM 80007P307 47,376 9,952,876 SH   SOLE   9,952,876 0 0
SANDRIDGE MISSISSIPPIAN TR I SH BEN INT 80007V106 643 51,501 SH   SOLE   51,501 0 0
SANDY SPRING BANCORP INC COM 800363103 17,160 793,705 SH   SOLE   793,705 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 6,913 342,923 SH   SOLE   342,923 0 0
SANGAMO BIOSCIENCES INC COM 800677106 12,864 1,647,125 SH   SOLE   1,647,125 0 0
SANMINA CORPORATION COM 801056102 32,957 2,296,644 SH   SOLE   2,296,644 0 0
SANOFI SPONSORED ADR 80105N105 132 2,555 SH   SOLE   2,555 0 0
SANTARUS INC COM 802817304 41,619 1,977,132 SH   SOLE   1,977,132 0 0
SAP AG SPON ADR 803054204 1,275 17,500 SH   SOLE   17,500 0 0
SAPIENS INTL CORP N V SHS NEW N7716A151 3,047 530,820 SH   SOLE   530,820 0 0
SAPIENT CORP COM 803062108 39,010 2,987,009 SH   SOLE   2,987,009 0 0
SARATOGA RES INC TEX COM 803521103 19 12,578 SH   SOLE   12,578 0 0
SAREPTA THERAPEUTICS INC COM 803607100 32,528 855,128 SH   SOLE   855,128 0 0
SAUL CTRS INC COM 804395101 24,032 540,524 SH   SOLE   540,524 0 0
SAVIENT PHARMACEUTICALS INC COM 80517Q100 1,254 2,238,771 SH   SOLE   2,238,771 0 0
SAVIENT PHARMACEUTICALS INC NOTE 4.750% 2/0 80517QAA8 4,943 24,717,000 PRN   SOLE   24,717,000 0 0
SB FINL GROUP INC COM 78408D105 2 287 SH   SOLE   287 0 0
SBA COMMUNICATIONS CORP COM 78388J106 224,903 3,034,310 SH   SOLE   3,034,310 0 0
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 48,554 19,808,000 PRN   SOLE   19,808,000 0 0
SCANA CORP NEW COM 80589M102 186,822 3,804,927 SH   SOLE   3,804,927 0 0
SCANSOURCE INC COM 806037107 24,022 750,702 SH   SOLE   750,702 0 0
SCBT FINANCIAL CORP COM 78401V102 24,574 487,672 SH   SOLE   487,672 0 0
SCHAWK INC CL A 806373106 4,225 321,773 SH   SOLE   321,773 0 0
SCHEIN HENRY INC COM 806407102 221,547 2,314,053 SH   SOLE   2,314,053 0 0
SCHLUMBERGER LTD COM 806857108 2,643,118 36,884,150 SH   SOLE   36,884,150 0 0
SCHNITZER STL INDS CL A 806882106 15,240 651,832 SH   SOLE   651,832 0 0
SCHOLASTIC CORP COM 807066105 22,990 784,919 SH   SOLE   784,919 0 0
SCHULMAN A INC COM 808194104 22,774 849,160 SH   SOLE   849,160 0 0
SCHWAB CHARLES CORP NEW COM 808513105 620,675 29,235,744 SH   SOLE   29,235,744 0 0
SCHWAB STRATEGIC TR INTL EQTY ETF 808524805 919 33,734 SH   SOLE   33,734 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 399 7,418 SH   SOLE   7,418 0 0
SCHWAB STRATEGIC TR INTL SCEQT ETF 808524888 100 3,693 SH   SOLE   3,693 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 41,965 841,325 SH   SOLE   841,325 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 14,211 2,865,111 SH   SOLE   2,865,111 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 18,482 1,642,821 SH   SOLE   1,642,821 0 0
SCIQUEST INC NEW COM 80908T101 7,298 291,332 SH   SOLE   291,332 0 0
SCORPIO TANKERS INC SHS Y7542C106 18,982 2,113,851 SH   SOLE   2,113,851 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 51,419 1,064,365 SH   SOLE   1,064,365 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 22,888 1,469,049 SH   SOLE   1,469,049 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 166,665 2,496,476 SH   SOLE   2,496,476 0 0
SEABOARD CORP COM 811543107 24,637 9,098 SH   SOLE   9,098 0 0
SEACHANGE INTL INC COM 811699107 11,509 982,809 SH   SOLE   982,809 0 0
SEACOAST BKG CORP FLA COM 811707306 5,845 2,656,752 SH   SOLE   2,656,752 0 0
SEACOR HOLDINGS INC COM 811904101 43,984 529,612 SH   SOLE   529,612 0 0
SEADRILL LIMITED SHS G7945E105 111,038 2,725,529 SH   SOLE   2,725,529 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 283,710 6,328,568 SH   SOLE   6,328,568 0 0
SEALED AIR CORP NEW COM 81211K100 138,896 5,799,434 SH   SOLE   5,799,434 0 0
SEARS HLDGS CORP COM 812350106 40,713 967,508 SH   SOLE   967,508 0 0
SEARS HOMETOWN & OUTLET STOR COM 812362101 25,641 586,472 SH   SOLE   586,472 0 0
SEATTLE GENETICS INC COM 812578102 81,307 2,584,454 SH   SOLE   2,584,454 0 0
SEAWORLD ENTMT INC COM 81282V100 22,806 649,745 SH   SOLE   649,745 0 0
SECURITY NATL FINL CORP CL A NEW 814785309 104 17,587 SH   SOLE   17,587 0 0
SEI INVESTMENTS CO COM 784117103 117,729 4,141,001 SH   SOLE   4,141,001 0 0
SELECT COMFORT CORP COM 81616X103 40,049 1,598,453 SH   SOLE   1,598,453 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 17,441 622,014 SH   SOLE   622,014 0 0
SELECT MED HLDGS CORP COM 81619Q105 6,114 745,643 SH   SOLE   745,643 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 27,641 353,008 SH   SOLE   353,008 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 256 6,000 SH   SOLE   6,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 14,322 468,281 SH   SOLE   468,281 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 184 4,900 SH   SOLE   4,900 0 0
SELECTICA INC COM NEW 816288203 327 36,387 SH   SOLE   36,387 0 0
SELECTIVE INS GROUP INC COM 816300107 35,073 1,523,603 SH   SOLE   1,523,603 0 0
SEMGROUP CORP CL A 81663A105 62,669 1,163,551 SH   SOLE   1,163,551 0 0
SEMPRA ENERGY COM 816851109 513,974 6,286,379 SH   SOLE   6,286,379 0 0
SEMTECH CORP COM 816850101 72,367 2,065,868 SH   SOLE   2,065,868 0 0
SENECA FOODS CORP NEW CL A 817070501 9,267 302,063 SH   SOLE   302,063 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 184,376 7,110,527 SH   SOLE   7,110,527 0 0
SENOMYX INC COM 81724Q107 1,926 883,297 SH   SOLE   883,297 0 0
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 99,610 2,854,160 SH   SOLE   2,854,160 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 59,455 1,469,113 SH   SOLE   1,469,113 0 0
SEQUENOM INC COM NEW 817337405 14,906 3,540,531 SH   SOLE   3,540,531 0 0
SERVICE CORP INTL COM 817565104 171,847 9,531,152 SH   SOLE   9,531,152 0 0
SERVICENOW INC COM 81762P102 34,732 859,912 SH   SOLE   859,912 0 0
SERVICESOURCE INTL LLC COM 81763U100 15,964 1,712,883 SH   SOLE   1,712,883 0 0
SHANDA GAMES LTD SP ADR REPTG A 81941U105 162 41,124 SH   SOLE   41,124 0 0
SHARPS COMPLIANCE CORP COM 820017101 46 17,740 SH   SOLE   17,740 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 11,607 695,852 SH   SOLE   695,852 0 0
SHERWIN WILLIAMS CO COM 824348106 423,855 2,400,086 SH   SOLE   2,400,086 0 0
SHFL ENTMT INC COM 78423R105 27,139 1,532,429 SH   SOLE   1,532,429 0 0
SHILOH INDS INC COM 824543102 1,841 176,298 SH   SOLE   176,298 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 9,252 623,458 SH   SOLE   623,458 0 0
SHIRE PLC SPONSORED ADR 82481R106 626 6,584 SH   SOLE   6,584 0 0
SHOE CARNIVAL INC COM 824889109 9,926 413,392 SH   SOLE   413,392 0 0
SHORE BANCSHARES INC COM 825107105 1,266 172,040 SH   SOLE   172,040 0 0
SHORETEL INC COM 825211105 3,258 808,418 SH   SOLE   808,418 0 0
SHUTTERFLY INC COM 82568P304 51,782 926,171 SH   SOLE   926,171 0 0
SHUTTERSTOCK INC COM 825690100 4,714 84,505 SH   SOLE   84,505 0 0
SI FINL GROUP INC MD COM 78425V104 1,401 126,769 SH   SOLE   126,769 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 802 272,937 SH   SOLE   272,937 0 0
SIERRA BANCORP COM 82620P102 1,882 127,146 SH   SOLE   127,146 0 0
SIFCO INDS INC COM 826546103 76 4,682 SH   SOLE   4,682 0 0
SIGA TECHNOLOGIES INC COM 826917106 4,406 1,551,519 SH   SOLE   1,551,519 0 0
SIGMA ALDRICH CORP COM 826552101 255,672 3,179,205 SH   SOLE   3,179,205 0 0
SIGMA DESIGNS INC COM 826565103 6,513 1,289,631 SH   SOLE   1,289,631 0 0
SIGMATRON INTL INC COM 82661L101 565 132,597 SH   SOLE   132,597 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 111,582 1,344,032 SH   SOLE   1,344,032 0 0
SIGNET JEWELERS LIMITED SHS G81276100 145,536 2,158,322 SH   SOLE   2,158,322 0 0
SILGAN HOLDINGS INC COM 827048109 63,610 1,354,558 SH   SOLE   1,354,558 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 13,044 974,885 SH   SOLE   974,885 0 0
SILICON IMAGE INC COM 82705T102 14,936 2,553,126 SH   SOLE   2,553,126 0 0
SILICON LABORATORIES INC COM 826919102 43,262 1,044,719 SH   SOLE   1,044,719 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 417 39,392 SH   SOLE   39,392 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 16,459 993,903 SH   SOLE   993,903 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 1,510 60,529 SH   SOLE   60,529 0 0
SILVER WHEATON CORP COM 828336107 455 23,142 SH   SOLE   23,142 0 0
SILVERCORP METALS INC COM 82835P103 171 60,496 SH   SOLE   60,496 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 14,957 573,272 SH   SOLE   573,272 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,757,204 11,127,179 SH   SOLE   11,127,179 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 32,892 1,118,018 SH   SOLE   1,118,018 0 0
SIMULATIONS PLUS INC COM 829214105 1,131 271,228 SH   SOLE   271,228 0 0
SINA CORP ORD G81477104 623 11,173 SH   SOLE   11,173 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 54,396 1,852,109 SH   SOLE   1,852,109 0 0
SINOVAC BIOTECH LTD SHS P8696W104 144 36,525 SH   SOLE   36,525 0 0
SIRIUS XM RADIO INC COM 82967N108 263,078 78,530,615 SH   SOLE   78,530,615 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 126,339 1,917,720 SH   SOLE   1,917,720 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 76,909 2,187,392 SH   SOLE   2,187,392 0 0
SJW CORP COM 784305104 11,388 434,664 SH   SOLE   434,664 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 3,437 169,061 SH   SOLE   169,061 0 0
SKECHERS U S A INC CL A 830566105 26,842 1,117,946 SH   SOLE   1,117,946 0 0
SKILLED HEALTHCARE GROUP INC CL A 83066R107 4,497 673,260 SH   SOLE   673,260 0 0
SKULLCANDY INC COM 83083J104 2,972 544,273 SH   SOLE   544,273 0 0
SKYLINE CORP COM 830830105 670 170,447 SH   SOLE   170,447 0 0
SKYPEOPLE FRUIT JUICE INC COM NEW 83086T208 487 240,931 SH   SOLE   240,931 0 0
SKYWEST INC COM 830879102 19,398 1,432,632 SH   SOLE   1,432,632 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 114,068 5,210,955 SH   SOLE   5,210,955 0 0
SL GREEN RLTY CORP COM 78440X101 285,886 3,241,709 SH   SOLE   3,241,709 0 0
SLM CORP COM 78442P106 276,521 12,096,275 SH   SOLE   12,096,275 0 0
SM ENERGY CO COM 78454L100 106,125 1,769,332 SH   SOLE   1,769,332 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 847 15,108 SH   SOLE   15,108 0 0
SMITH & WESSON HLDG CORP COM 831756101 17,678 1,771,314 SH   SOLE   1,771,314 0 0
SMITH A O COM 831865209 80,163 2,209,577 SH   SOLE   2,209,577 0 0
SMITH MICRO SOFTWARE INC COM 832154108 850 801,672 SH   SOLE   801,672 0 0
SMITHFIELD FOODS INC COM 832248108 115,832 3,536,864 SH   SOLE   3,536,864 0 0
SMTC CORP COM NEW 832682207 4 1,835 SH   SOLE   1,835 0 0
SMUCKER J M CO COM NEW 832696405 312,279 3,027,426 SH   SOLE   3,027,426 0 0
SNAP ON INC COM 833034101 138,692 1,551,710 SH   SOLE   1,551,710 0 0
SNYDERS-LANCE INC COM 833551104 37,886 1,333,528 SH   SOLE   1,333,528 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2,918 72,240 SH   SOLE   72,240 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 71 976 SH   SOLE   976 0 0
SOHU COM INC COM 83408W103 328 5,315 SH   SOLE   5,315 0 0
SOLAR CAP LTD COM 83413U100 13,540 586,416 SH   SOLE   586,416 0 0
SOLAR SR CAP LTD COM 83416M105 3,006 163,265 SH   SOLE   163,265 0 0
SOLARCITY CORP COM 83416T100 16,094 426,342 SH   SOLE   426,342 0 0
SOLARFUN POWER HOLDINGS CO L NOTE 3.500% 1/1 83415UAB4 2,971 3,500,000 PRN   SOLE   3,500,000 0 0
SOLARWINDS INC COM 83416B109 66,048 1,701,831 SH   SOLE   1,701,831 0 0
SOLAZYME INC COM 83415T101 14,759 1,259,304 SH   SOLE   1,259,304 0 0
SOLERA HOLDINGS INC COM 83421A104 107,480 1,931,352 SH   SOLE   1,931,352 0 0
SOLTA MED INC COM 83438K103 2,815 1,234,444 SH   SOLE   1,234,444 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 21,104 998,298 SH   SOLE   998,298 0 0
SONIC CORP COM 835451105 23,978 1,647,964 SH   SOLE   1,647,964 0 0
SONIC FDRY INC COM NEW 83545R207 20 1,892 SH   SOLE   1,892 0 0
SONOCO PRODS CO COM 835495102 100,525 2,907,867 SH   SOLE   2,907,867 0 0
SONUS NETWORKS INC COM 835916107 22,282 7,402,806 SH   SOLE   7,402,806 0 0
SORL AUTO PTS INC COM 78461U101 316 120,081 SH   SOLE   120,081 0 0
SOTHEBYS COM 835898107 76,159 2,008,940 SH   SOLE   2,008,940 0 0
SOUFUN HLDGS LTD ADR 836034108 560 22,552 SH   SOLE   22,552 0 0
SOUND FINL BANCORP INC COM 83607A100 3 217 SH   SOLE   217 0 0
SOURCEFIRE INC COM 83616T108 46,104 829,956 SH   SOLE   829,956 0 0
SOUTH JERSEY INDS INC COM 838518108 48,972 853,023 SH   SOLE   853,023 0 0
SOUTHERN CO COM 842587107 1,014,909 22,998,159 SH   SOLE   22,998,159 0 0
SOUTHERN COPPER CORP COM 84265V105 132,225 4,787,274 SH   SOLE   4,787,274 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 18,560 777,219 SH   SOLE   777,219 0 0
SOUTHWEST AIRLS CO COM 844741108 254,004 19,705,488 SH   SOLE   19,705,488 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 8,775 664,777 SH   SOLE   664,777 0 0
SOUTHWEST GAS CORP COM 844895102 68,108 1,455,619 SH   SOLE   1,455,619 0 0
SOUTHWESTERN ENERGY CO COM 845467109 334,313 9,151,726 SH   SOLE   9,151,726 0 0
SOVRAN SELF STORAGE INC COM 84610H108 76,170 1,175,648 SH   SOLE   1,175,648 0 0
SPANISH BROADCASTING SYS INC CL A NEW 846425833 766 218,808 SH   SOLE   218,808 0 0
SPANSION INC COM CL A NEW 84649R200 20,171 1,611,065 SH   SOLE   1,611,065 0 0
SPAR GROUP INC COM 784933103 3 1,079 SH   SOLE   1,079 0 0
SPARK NETWORKS INC COM 84651P100 1,605 189,932 SH   SOLE   189,932 0 0
SPARTAN MTRS INC COM 846819100 6,256 1,022,146 SH   SOLE   1,022,146 0 0
SPARTAN STORES INC COM 846822104 11,836 641,887 SH   SOLE   641,887 0 0
SPARTON CORP COM 847235108 1,944 112,783 SH   SOLE   112,783 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,669 39,202 SH   SOLE   39,202 0 0
SPDR INDEX SHS FDS STOXX EUR 50 ETF 78463X103 10 300 SH   SOLE   300 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 626 18,900 SH   SOLE   18,900 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 146 2,036 SH   SOLE   2,036 0 0
SPDR INDEX SHS FDS EUROPE ETF 78463X608 101 2,740 SH   SOLE   2,740 0 0
SPDR INDEX SHS FDS S&P BRIC 40ETF 78463X798 92 4,484 SH   SOLE   4,484 0 0
SPDR INDEX SHS FDS MIDEAST AFRICA 78463X806 88 1,421 SH   SOLE   1,421 0 0
SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 227 7,872 SH   SOLE   7,872 0 0
SPDR S&P 500 ETF TR OPTIONS 78462F103 23,100 144,000 SH Call SOLE   144,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 503,041 3,135,776 SH   SOLE   3,135,776 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 37,809 179,959 SH   SOLE   179,959 0 0
SPDR SERIES TRUST S&P 600 SMCP GRW 78464A201 125 857 SH   SOLE   857 0 0
SPDR SERIES TRUST BRC BLD AMER BD 78464A276 162 2,924 SH   SOLE   2,924 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 3,572 83,683 SH   SOLE   83,683 0 0
SPDR SERIES TRUST S&P 500 GROWTH 78464A409 76 1,051 SH   SOLE   1,051 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 1,339 33,900 SH   SOLE   33,900 0 0
SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 4,068 170,222 SH   SOLE   170,222 0 0
SPDR SERIES TRUST DB INT GVT ETF 78464A490 166 2,880 SH   SOLE   2,880 0 0
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 3,496 62,122 SH   SOLE   62,122 0 0
SPDR SERIES TRUST DJ REIT ETF 78464A607 5,664 74,569 SH   SOLE   74,569 0 0
SPDR SERIES TRUST BRCLYS AGG ETF 78464A649 405 7,114 SH   SOLE   7,114 0 0
SPDR SERIES TRUST BARCLYS TIPS ETF 78464A656 3 48 SH   SOLE   48 0 0
SPDR SERIES TRUST BRCLYS 1-3MT ETF 78464A680 168 3,666 SH   SOLE   3,666 0 0
SPDR SERIES TRUST S&P PHARMAC 78464A722 0 5 SH   SOLE   5 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 14,813 254,600 SH   SOLE   254,600 0 0
SPDR SERIES TRUST OILGAS EQUIP 78464A748 20 500 SH   SOLE   500 0 0
SPDR SERIES TRUST DJ TTL MKT ETF 78464A805 62 516 SH   SOLE   516 0 0
SPDR SERIES TRUST DJ LRG CAP ETF 78464A854 29 385 SH   SOLE   385 0 0
SPDR SERIES TRUST S&P SEMICNDCTR 78464A862 4 79 SH   SOLE   79 0 0
SPECTRA ENERGY CORP COM 847560109 617,300 17,913,527 SH   SOLE   17,913,527 0 0
SPECTRANETICS CORP COM 84760C107 23,243 1,244,248 SH   SOLE   1,244,248 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 34,646 609,207 SH   SOLE   609,207 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 14,177 1,900,397 SH   SOLE   1,900,397 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 6,705 385,334 SH   SOLE   385,334 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 135,241 6,296,146 SH   SOLE   6,296,146 0 0
SPIRIT AIRLS INC COM 848577102 44,120 1,390,922 SH   SOLE   1,390,922 0 0
SPIRIT RLTY CAP INC COM 84860F109 23,020 1,299,123 SH   SOLE   1,299,123 0 0
SPLUNK INC COM 848637104 69,720 1,503,887 SH   SOLE   1,503,887 0 0
SPORT CHALET INC CL A 849163209 1 609 SH   SOLE   609 0 0
SPRINT NEXTEL CORP COM SER 1 852061100 521,374 74,269,845 SH   SOLE   74,269,845 0 0
SPS COMM INC COM 78463M107 13,583 246,961 SH   SOLE   246,961 0 0
SPX CORP COM 784635104 96,453 1,340,000 SH   SOLE   1,340,000 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 45,766 1,391,070 SH   SOLE   1,391,070 0 0
ST JOE CO COM 790148100 41,631 1,977,696 SH   SOLE   1,977,696 0 0
ST JUDE MED INC COM 790849103 348,381 7,634,914 SH   SOLE   7,634,914 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 10,220 1,006,865 SH   SOLE   1,006,865 0 0
STAG INDL INC COM 85254J102 30,307 1,519,123 SH   SOLE   1,519,123 0 0
STAGE STORES INC COM NEW 85254C305 20,447 870,079 SH   SOLE   870,079 0 0
STAMPS COM INC COM NEW 852857200 15,990 405,953 SH   SOLE   405,953 0 0
STANCORP FINL GROUP INC COM 852891100 56,906 1,151,712 SH   SOLE   1,151,712 0 0
STANDARD MTR PRODS INC COM 853666105 18,828 548,293 SH   SOLE   548,293 0 0
STANDARD PAC CORP NEW COM 85375C101 33,585 4,031,782 SH   SOLE   4,031,782 0 0
STANDARD PARKING CORP COM 853790103 4,413 205,641 SH   SOLE   205,641 0 0
STANDARD REGISTER CO COM 853887206 189 65,518 SH   SOLE   65,518 0 0
STANDEX INTL CORP COM 854231107 19,037 360,882 SH   SOLE   360,882 0 0
STANLEY BLACK & DECKER INC COM 854502101 336,348 4,351,205 SH   SOLE   4,351,205 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 997 249,369 SH   SOLE   249,369 0 0
STAPLES INC COM 855030102 280,148 17,652,654 SH   SOLE   17,652,654 0 0
STAR SCIENTIFIC INC COM 85517P101 6,327 4,551,676 SH   SOLE   4,551,676 0 0
STARBUCKS CORP COM 855244109 1,302,865 19,888,032 SH   SOLE   19,888,032 0 0
STARRETT L S CO CL A 855668109 58 5,705 SH   SOLE   5,705 0 0
STARTEK INC COM 85569C107 1,713 362,210 SH   SOLE   362,210 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 329,911 5,220,935 SH   SOLE   5,220,935 0 0
STARWOOD PPTY TR INC COM 85571B105 97,510 3,939,811 SH   SOLE   3,939,811 0 0
STARZ COM SER A 85571Q102 67,324 3,046,330 SH   SOLE   3,046,330 0 0
STATE AUTO FINL CORP COM 855707105 8,583 472,367 SH   SOLE   472,367 0 0
STATE BK FINL CORP COM 856190103 6,762 449,929 SH   SOLE   449,929 0 0
STATE STR CORP COM 857477103 790,611 12,124,074 SH   SOLE   12,124,074 0 0
STEALTHGAS INC SHS Y81669106 911 82,829 SH   SOLE   82,829 0 0
STEC INC COM 784774101 7,703 1,146,245 SH   SOLE   1,146,245 0 0
STEEL DYNAMICS INC COM 858119100 87,906 5,895,748 SH   SOLE   5,895,748 0 0
STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 59 55,000 PRN   SOLE   55,000 0 0
STEELCASE INC CL A 858155203 32,286 2,214,419 SH   SOLE   2,214,419 0 0
STEIN MART INC COM 858375108 10,554 773,153 SH   SOLE   773,153 0 0
STEINER LEISURE LTD ORD P8744Y102 21,139 399,902 SH   SOLE   399,902 0 0
STEINWAY MUSICAL INSTRS INC COM 858495104 6,928 227,682 SH   SOLE   227,682 0 0
STELLARONE CORP COM 85856G100 15,627 795,267 SH   SOLE   795,267 0 0
STELLUS CAP INVT CORP COM 858568108 2,099 139,439 SH   SOLE   139,439 0 0
STEMCELLS INC COM NEW 85857R204 2,460 1,490,854 SH   SOLE   1,490,854 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 2,367 99,299 SH   SOLE   99,299 0 0
STEPAN CO COM 858586100 27,563 495,650 SH   SOLE   495,650 0 0
STEREOTAXIS INC COM NEW 85916J409 174 112,546 SH   SOLE   112,546 0 0
STERICYCLE INC COM 858912108 254,045 2,300,509 SH   SOLE   2,300,509 0 0
STERIS CORP COM 859152100 74,967 1,748,298 SH   SOLE   1,748,298 0 0
STERLING BANCORP COM 859158107 12,211 1,050,870 SH   SOLE   1,050,870 0 0
STERLING CONSTRUCTION CO INC COM 859241101 6,638 732,717 SH   SOLE   732,717 0 0
STERLING FINL CORP WASH COM NEW 859319303 32,034 1,347,118 SH   SOLE   1,347,118 0 0
STERLITE INDS INDIA LTD ADS 859737207 3,760 643,868 SH   SOLE   643,868 0 0
STEWART ENTERPRISES INC CL A 860370105 26,426 2,014,144 SH   SOLE   2,014,144 0 0
STEWART INFORMATION SVCS COR COM 860372101 15,735 600,805 SH   SOLE   600,805 0 0
STIFEL FINL CORP COM 860630102 61,682 1,729,252 SH   SOLE   1,729,252 0 0
STILLWATER MNG CO COM 86074Q102 35,486 3,304,119 SH   SOLE   3,304,119 0 0
STONE ENERGY CORP COM 861642106 35,373 1,605,673 SH   SOLE   1,605,673 0 0
STONERIDGE INC COM 86183P102 11,179 960,405 SH   SOLE   960,405 0 0
STR HLDGS INC COM 78478V100 2,575 1,134,350 SH   SOLE   1,134,350 0 0
STRATASYS LTD SHS M85548101 23,064 275,423 SH   SOLE   275,423 0 0
STRATEGIC DIAGNOSTICS INC COM 862700101 201 223,046 SH   SOLE   223,046 0 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 53,001 5,982,108 SH   SOLE   5,982,108 0 0
STRATTEC SEC CORP COM 863111100 2,105 56,350 SH   SOLE   56,350 0 0
STRAYER ED INC COM 863236105 16,531 338,542 SH   SOLE   338,542 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 1,103 167,944 SH   SOLE   167,944 0 0
STRYKER CORP COM 863667101 517,084 7,994,494 SH   SOLE   7,994,494 0 0
STUDENT TRANSN INC COM 86388A108 1,830 299,567 SH   SOLE   299,567 0 0
STURM RUGER & CO INC COM 864159108 24,011 499,820 SH   SOLE   499,820 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 1,558 236,735 SH   SOLE   236,735 0 0
SUFFOLK BANCORP COM 864739107 6,216 380,430 SH   SOLE   380,430 0 0
SUMMER INFANT INC COM 865646103 431 140,955 SH   SOLE   140,955 0 0
SUMMIT HOTEL PPTYS COM 866082100 12,826 1,357,257 SH   SOLE   1,357,257 0 0
SUN BANCORP INC COM 86663B102 5,022 1,481,450 SH   SOLE   1,481,450 0 0
SUN CMNTYS INC COM 866674104 66,863 1,343,719 SH   SOLE   1,343,719 0 0
SUN HYDRAULICS CORP COM 866942105 20,360 650,910 SH   SOLE   650,910 0 0
SUNCOKE ENERGY INC COM 86722A103 27,969 1,994,965 SH   SOLE   1,994,965 0 0
SUNCOR ENERGY INC NEW COM 867224107 6,743 228,646 SH   SOLE   228,646 0 0
SUNEDISON INC COM 86732Y109 57,183 6,999,172 SH   SOLE   6,999,172 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 2,334 450,075 SH   SOLE   450,075 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 1 1,668 SH   SOLE   1,668 0 0
SUNOPTA INC COM 8676EP108 551 72,650 SH   SOLE   72,650 0 0
SUNPOWER CORP COM 867652406 20,459 988,361 SH   SOLE   988,361 0 0
SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 10,528 9,956,000 PRN   SOLE   9,956,000 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 77,261 6,395,756 SH   SOLE   6,395,756 0 0
SUNTRUST BKS INC COM 867914103 484,937 15,360,702 SH   SOLE   15,360,702 0 0
SUPER MICRO COMPUTER INC COM 86800U104 10,804 1,015,370 SH   SOLE   1,015,370 0 0
SUPERCONDUCTOR TECHNOLOGIES COM PAR $0.001 867931404 344 109,177 SH   SOLE   109,177 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 119,104 4,591,504 SH   SOLE   4,591,504 0 0
SUPERIOR INDS INTL INC COM 868168105 12,296 714,448 SH   SOLE   714,448 0 0
SUPERIOR UNIFORM GP INC COM 868358102 275 25,463 SH   SOLE   25,463 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 956 148,625 SH   SOLE   148,625 0 0
SUPERTEL HOSPITALITY INC MD COM 868526104 528 556,084 SH   SOLE   556,084 0 0
SUPERTEX INC COM 868532102 8,207 343,260 SH   SOLE   343,260 0 0
SUPERVALU INC COM 868536103 37,854 6,085,775 SH   SOLE   6,085,775 0 0
SUPPORT COM INC COM 86858W101 8,094 1,771,056 SH   SOLE   1,771,056 0 0
SURMODICS INC COM 868873100 17,107 854,918 SH   SOLE   854,918 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 64,205 4,996,510 SH   SOLE   4,996,510 0 0
SUSSER HLDGS CORP COM 869233106 15,887 331,819 SH   SOLE   331,819 0 0
SVB FINL GROUP COM 78486Q101 105,485 1,266,028 SH   SOLE   1,266,028 0 0
SWIFT ENERGY CO COM 870738101 17,333 1,445,642 SH   SOLE   1,445,642 0 0
SWIFT TRANSN CO CL A 87074U101 37,952 2,294,569 SH   SOLE   2,294,569 0 0
SWISHER HYGIENE INC COM 870808102 1,356 1,577,277 SH   SOLE   1,577,277 0 0
SWS GROUP INC COM 78503N107 5,744 1,053,947 SH   SOLE   1,053,947 0 0
SYKES ENTERPRISES INC COM 871237103 20,525 1,302,338 SH   SOLE   1,302,338 0 0
SYMANTEC CORP COM 871503108 417,638 18,578,212 SH   SOLE   18,578,212 0 0
SYMETRA FINL CORP COM 87151Q106 30,747 1,922,913 SH   SOLE   1,922,913 0 0
SYMMETRICOM INC COM 871543104 7,683 1,711,159 SH   SOLE   1,711,159 0 0
SYMMETRY MED INC COM 871546206 13,131 1,559,526 SH   SOLE   1,559,526 0 0
SYNACOR INC COM 871561106 624 201,349 SH   SOLE   201,349 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 16,565 394,585 SH   SOLE   394,585 0 0
SYNALLOY CP DEL COM 871565107 1,129 72,674 SH   SOLE   72,674 0 0
SYNAPTICS INC COM 87157D109 48,635 1,261,284 SH   SOLE   1,261,284 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 23,344 756,190 SH   SOLE   756,190 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 4,340 1,004,559 SH   SOLE   1,004,559 0 0
SYNERGY RES CORP COM 87164P103 3,509 479,360 SH   SOLE   479,360 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 6 683 SH   SOLE   683 0 0
SYNNEX CORP COM 87162W100 29,749 703,626 SH   SOLE   703,626 0 0
SYNOPSYS INC COM 871607107 154,427 4,319,648 SH   SOLE   4,319,648 0 0
SYNOVUS FINL CORP COM 87161C105 60,952 20,873,973 SH   SOLE   20,873,973 0 0
SYNTA PHARMACEUTICALS CORP COM 87162T206 2,716 544,275 SH   SOLE   544,275 0 0
SYNTEL INC COM 87162H103 48,177 766,291 SH   SOLE   766,291 0 0
SYNTROLEUM CORP COM NEW 871630208 1,270 184,095 SH   SOLE   184,095 0 0
SYNUTRA INTL INC COM 87164C102 1,030 202,368 SH   SOLE   202,368 0 0
SYPRIS SOLUTIONS INC COM 871655106 122 37,988 SH   SOLE   37,988 0 0
SYSCO CORP COM 871829107 536,716 15,711,822 SH   SOLE   15,711,822 0 0
SYSTEMAX INC COM 871851101 2,719 288,928 SH   SOLE   288,928 0 0
T-MOBILE US INC COM 872590104 97,546 3,931,702 SH   SOLE   3,931,702 0 0
TABLEAU SOFTWARE INC CL A 87336U105 9,820 177,187 SH   SOLE   177,187 0 0
TAHOE RES INC COM 873868103 10,565 746,657 SH   SOLE   746,657 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 50,200 2,740,196 SH   SOLE   2,740,196 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 38,060 2,542,440 SH   SOLE   2,542,440 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 7,560 5,345,000 PRN   SOLE   5,345,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 531 484,000 PRN   SOLE   484,000 0 0
TAL INTL GROUP INC COM 874083108 39,968 917,332 SH   SOLE   917,332 0 0
TAMINCO CORP COM 87509U106 3,621 177,565 SH   SOLE   177,565 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 109,588 3,275,183 SH   SOLE   3,275,183 0 0
TANGOE INC COM 87582Y108 14,019 908,529 SH   SOLE   908,529 0 0
TARGA RES CORP COM 87612G101 55,105 856,596 SH   SOLE   856,596 0 0
TARGACEPT INC COM 87611R306 4,749 1,112,243 SH   SOLE   1,112,243 0 0
TARGET CORP COM 87612E106 1,198,108 17,399,181 SH   SOLE   17,399,181 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 1,002 17,928 SH   SOLE   17,928 0 0
TASER INTL INC COM 87651B104 16,866 1,979,603 SH   SOLE   1,979,603 0 0
TATA MTRS LTD SPONSORED ADR 876568502 168 7,159 SH   SOLE   7,159 0 0
TAUBMAN CTRS INC COM 876664103 154,830 2,060,277 SH   SOLE   2,060,277 0 0
TAYLOR CAP GROUP INC COM 876851106 3,682 217,995 SH   SOLE   217,995 0 0
TAYLOR DEVICES INC COM 877163105 15 1,824 SH   SOLE   1,824 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 17,990 737,894 SH   SOLE   737,894 0 0
TCF FINL CORP COM 872275102 62,161 4,383,701 SH   SOLE   4,383,701 0 0
TCP CAP CORP COM 87238Q103 5,395 321,720 SH   SOLE   321,720 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 137,196 5,648,266 SH   SOLE   5,648,266 0 0
TE CONNECTIVITY LTD REG SHS H84989104 374,467 8,222,809 SH   SOLE   8,222,809 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 82,044 1,997,662 SH   SOLE   1,997,662 0 0
TEAM INC COM 878155100 20,591 544,006 SH   SOLE   544,006 0 0
TEARLAB CORP COM 878193101 3,037 285,928 SH   SOLE   285,928 0 0
TECH DATA CORP COM 878237106 62,834 1,334,346 SH   SOLE   1,334,346 0 0
TECHE HLDG CO COM 878330109 26 588 SH   SOLE   588 0 0
TECHNE CORP COM 878377100 71,929 1,041,244 SH   SOLE   1,041,244 0 0
TECHNICAL COMMUNICATIONS COR COM 878409101 1 75 SH   SOLE   75 0 0
TECHTARGET INC COM 87874R100 755 168,904 SH   SOLE   168,904 0 0
TECK RESOURCES LTD CL B 878742204 237 11,076 SH   SOLE   11,076 0 0
TECO ENERGY INC COM 872375100 96,553 5,616,812 SH   SOLE   5,616,812 0 0
TECUMSEH PRODS CO CL A 878895200 5,634 515,417 SH   SOLE   515,417 0 0
TEEKAY CORPORATION COM Y8564W103 37,192 915,389 SH   SOLE   915,389 0 0
TEEKAY TANKERS LTD CL A Y8565N102 2,062 783,872 SH   SOLE   783,872 0 0
TEJON RANCH CO COM 879080109 13,438 471,662 SH   SOLE   471,662 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 13,175 885,404 SH   SOLE   885,404 0 0
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 1,226 176,429 SH   SOLE   176,429 0 0
TELECOMMUNICATION SYS INC CL A 87929J103 5,977 2,565,268 SH   SOLE   2,565,268 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 78,326 1,012,622 SH   SOLE   1,012,622 0 0
TELEFLEX INC COM 879369106 87,551 1,129,833 SH   SOLE   1,129,833 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 16,565 12,265,000 PRN   SOLE   12,265,000 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 29,345 1,285,947 SH   SOLE   1,285,947 0 0
TELEFONICA S A SPONSORED ADR 879382208 134 10,437 SH   SOLE   10,437 0 0
TELENAV INC COM 879455103 5,039 963,502 SH   SOLE   963,502 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 138,725 5,627,779 SH   SOLE   5,627,779 0 0
TELETECH HOLDINGS INC COM 879939106 14,219 606,872 SH   SOLE   606,872 0 0
TELIK INC COM NEW 87959M208 197 146,025 SH   SOLE   146,025 0 0
TELLABS INC COM 879664100 18,609 9,422,435 SH   SOLE   9,422,435 0 0
TELUS CORP COM 87971M103 147,924 5,067,638 SH   SOLE   5,067,638 0 0
TEMPUR PEDIC INTL INC COM 88023U101 71,239 1,622,766 SH   SOLE   1,622,766 0 0
TENARIS S A SPONSORED ADR 88031M109 305 7,565 SH   SOLE   7,565 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 126,707 2,748,523 SH   SOLE   2,748,523 0 0
TENNANT CO COM 880345103 24,871 515,246 SH   SOLE   515,246 0 0
TENNECO INC COM 880349105 79,171 1,748,469 SH   SOLE   1,748,469 0 0
TERADATA CORP DEL COM 88076W103 217,395 4,327,998 SH   SOLE   4,327,998 0 0
TERADYNE INC COM 880770102 90,059 5,125,754 SH   SOLE   5,125,754 0 0
TERADYNE INC NOTE 4.500% 3/1 880770AE2 3,632 1,130,000 PRN   SOLE   1,130,000 0 0
TEREX CORP NEW COM 880779103 78,874 2,999,010 SH   SOLE   2,999,010 0 0
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 8,839 5,087,000 PRN   SOLE   5,087,000 0 0
TERNIUM SA SPON ADR 880890108 14,447 638,385 SH   SOLE   638,385 0 0
TERRENO RLTY CORP COM 88146M101 7,818 421,892 SH   SOLE   421,892 0 0
TERRITORIAL BANCORP INC COM 88145X108 3,347 148,015 SH   SOLE   148,015 0 0
TESARO INC COM 881569107 5,146 157,174 SH   SOLE   157,174 0 0
TESCO CORP COM 88157K101 12,722 960,169 SH   SOLE   960,169 0 0
TESLA MTRS INC COM 88160R101 197,604 1,840,571 SH   SOLE   1,840,571 0 0
TESORO CORP COM 881609101 207,632 3,968,492 SH   SOLE   3,968,492 0 0
TESSCO TECHNOLOGIES INC COM 872386107 6,030 228,425 SH   SOLE   228,425 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 29,667 1,426,313 SH   SOLE   1,426,313 0 0
TETRA TECH INC NEW COM 88162G103 40,901 1,739,730 SH   SOLE   1,739,730 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 22,622 2,204,875 SH   SOLE   2,204,875 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 1,574 223,964 SH   SOLE   223,964 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 12,039 307,123 SH   SOLE   307,123 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 52,813 1,190,550 SH   SOLE   1,190,550 0 0
TEXAS INDS INC COM 882491103 37,892 581,707 SH   SOLE   581,707 0 0
TEXAS INSTRS INC COM 882508104 1,029,170 29,531,414 SH   SOLE   29,531,414 0 0
TEXAS ROADHOUSE INC COM 882681109 39,289 1,570,310 SH   SOLE   1,570,310 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 18,859 490,608 SH   SOLE   490,608 0 0
TEXTRON INC COM 883203101 184,644 7,088,045 SH   SOLE   7,088,045 0 0
TEXTURA CORP COM 883211104 1,719 66,079 SH   SOLE   66,079 0 0
TFS FINL CORP COM 87240R107 24,188 2,159,653 SH   SOLE   2,159,653 0 0
TG THERAPEUTICS INC COM 88322Q108 800 125,194 SH   SOLE   125,194 0 0
TGC INDS INC COM NEW 872417308 1,927 234,378 SH   SOLE   234,378 0 0
THE ADT CORPORATION COM 00101J106 288,618 7,242,622 SH   SOLE   7,242,622 0 0
THERAGENICS CORP COM 883375107 2,715 1,311,438 SH   SOLE   1,311,438 0 0
THERAPEUTICSMD INC COM 88338N107 2,516 830,207 SH   SOLE   830,207 0 0
THERAVANCE INC COM 88338T104 67,452 1,750,640 SH   SOLE   1,750,640 0 0
THERAVANCE INC NOTE 3.000% 1/1 88338TAA2 19,258 12,941,000 PRN   SOLE   12,941,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 810,780 9,580,289 SH   SOLE   9,580,289 0 0
THERMOGENESIS CORP COM PAR $0.001 883623308 829 613,985 SH   SOLE   613,985 0 0
THERMON GROUP HLDGS INC COM 88362T103 7,015 343,875 SH   SOLE   343,875 0 0
THESTREET INC COM 88368Q103 2,501 1,344,662 SH   SOLE   1,344,662 0 0
THL CR INC COM 872438106 5,287 348,082 SH   SOLE   348,082 0 0
THOMAS PPTYS GROUP INC COM 884453101 5,926 1,118,187 SH   SOLE   1,118,187 0 0
THOMSON REUTERS CORP COM 884903105 96,801 2,972,078 SH   SOLE   2,972,078 0 0
THOR INDS INC COM 885160101 62,155 1,263,836 SH   SOLE   1,263,836 0 0
THORATEC CORP COM NEW 885175307 129,324 4,130,434 SH   SOLE   4,130,434 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 7,201 1,368,929 SH   SOLE   1,368,929 0 0
TIBCO SOFTWARE INC COM 88632Q103 94,376 4,409,081 SH   SOLE   4,409,081 0 0
TICC CAPITAL CORP COM 87244T109 6,740 700,616 SH   SOLE   700,616 0 0
TIDEWATER INC COM 886423102 75,337 1,322,397 SH   SOLE   1,322,397 0 0
TIFFANY & CO NEW COM 886547108 225,980 3,102,417 SH   SOLE   3,102,417 0 0
TILE SHOP HLDGS INC COM 88677Q109 7,374 254,621 SH   SOLE   254,621 0 0
TILLYS INC CL A 886885102 2,018 126,136 SH   SOLE   126,136 0 0
TIMBERLAND BANCORP INC COM 887098101 749 88,973 SH   SOLE   88,973 0 0
TIME WARNER CABLE INC COM 88732J207 858,966 7,636,613 SH   SOLE   7,636,613 0 0
TIME WARNER INC COM NEW 887317303 1,491,523 25,795,977 SH   SOLE   25,795,977 0 0
TIMKEN CO COM 887389104 139,196 2,473,269 SH   SOLE   2,473,269 0 0
TIMMINS GOLD CORP COM 88741P103 1,326 608,139 SH   SOLE   608,139 0 0
TITAN INTL INC ILL COM 88830M102 26,954 1,597,760 SH   SOLE   1,597,760 0 0
TITAN MACHY INC COM 88830R101 9,555 486,775 SH   SOLE   486,775 0 0
TIVO INC COM 888706108 38,198 3,456,801 SH   SOLE   3,456,801 0 0
TJX COS INC NEW COM 872540109 982,706 19,630,563 SH   SOLE   19,630,563 0 0
TMS INTL CORP CL A 87261Q103 3,677 247,976 SH   SOLE   247,976 0 0
TOLL BROTHERS INC COM 889478103 141,112 4,324,618 SH   SOLE   4,324,618 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 18,632 412,302 SH   SOLE   412,302 0 0
TOOTSIE ROLL INDS INC COM 890516107 20,721 652,023 SH   SOLE   652,023 0 0
TOR MINERALS INTL INC COM NEW 890878309 892 81,090 SH   SOLE   81,090 0 0
TORCHMARK CORP COM 891027104 161,384 2,477,500 SH   SOLE   2,477,500 0 0
TORNIER N V SHS N87237108 5,692 325,230 SH   SOLE   325,230 0 0
TORO CO COM 891092108 63,372 1,395,541 SH   SOLE   1,395,541 0 0
TOTAL S A SPONSORED ADR 89151E109 22,648 465,057 SH   SOLE   465,057 0 0
TOTAL SYS SVCS INC COM 891906109 128,980 5,268,773 SH   SOLE   5,268,773 0 0
TOWER GROUP INTL LTD COM G8988C105 27,559 1,343,689 SH   SOLE   1,343,689 0 0
TOWER INTL INC COM 891826109 3,012 152,195 SH   SOLE   152,195 0 0
TOWERS WATSON & CO CL A 891894107 133,353 1,627,451 SH   SOLE   1,627,451 0 0
TOWERSTREAM CORP COM 892000100 2,015 790,210 SH   SOLE   790,210 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 4,713 437,636 SH   SOLE   437,636 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 13,265 901,188 SH   SOLE   901,188 0 0
TRACTOR SUPPLY CO COM 892356106 220,500 1,875,833 SH   SOLE   1,875,833 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 1,945 400,251 SH   SOLE   400,251 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 1,918 234,724 SH   SOLE   234,724 0 0
TRANSCANADA CORP COM 89353D107 161 3,746 SH   SOLE   3,746 0 0
TRANSCEPT PHARMACEUTICALS IN COM 89354M106 286 94,664 SH   SOLE   94,664 0 0
TRANSDIGM GROUP INC COM 893641100 223,251 1,424,070 SH   SOLE   1,424,070 0 0
TRANSOCEAN LTD REG SHS H8817H100 242,030 5,047,548 SH   SOLE   5,047,548 0 0
TRANSWITCH CORP COM NEW 894065309 313 868,587 SH   SOLE   868,587 0 0
TRAVELERS COMPANIES INC COM 89417E109 844,936 10,572,271 SH   SOLE   10,572,271 0 0
TRAVELZOO INC COM 89421Q106 17,711 649,713 SH   SOLE   649,713 0 0
TRC COS INC COM 872625108 3,113 444,699 SH   SOLE   444,699 0 0
TREDEGAR CORP COM 894650100 18,246 709,978 SH   SOLE   709,978 0 0
TREE COM INC COM 894675107 4,089 238,589 SH   SOLE   238,589 0 0
TREEHOUSE FOODS INC COM 89469A104 64,072 977,596 SH   SOLE   977,596 0 0
TREX CO INC COM 89531P105 21,769 458,398 SH   SOLE   458,398 0 0
TRI POINTE HOMES INC COM 87265H109 5,900 355,873 SH   SOLE   355,873 0 0
TRIANGLE CAP CORP COM 895848109 9,997 363,380 SH   SOLE   363,380 0 0
TRIANGLE PETE CORP COM NEW 89600B201 6,117 872,597 SH   SOLE   872,597 0 0
TRICO BANCSHARES COM 896095106 11,317 530,576 SH   SOLE   530,576 0 0
TRIMAS CORP COM NEW 896215209 34,764 932,503 SH   SOLE   932,503 0 0
TRIMBLE NAVIGATION LTD COM 896239100 194,005 7,464,592 SH   SOLE   7,464,592 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 38 6,357 SH   SOLE   6,357 0 0
TRINA SOLAR LIMITED NOTE 4.000% 7/1 89628EAA2 474 479,000 PRN   SOLE   479,000 0 0
TRINITY INDS INC COM 896522109 85,601 2,226,885 SH   SOLE   2,226,885 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 2,326 1,984,000 PRN   SOLE   1,984,000 0 0
TRIPADVISOR INC COM 896945201 176,211 2,894,878 SH   SOLE   2,894,878 0 0
TRIPLE-S MGMT CORP CL B 896749108 13,145 612,257 SH   SOLE   612,257 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 30,791 4,443,094 SH   SOLE   4,443,094 0 0
TRISTATE CAP HLDGS INC COM 89678F100 871 63,340 SH   SOLE   63,340 0 0
TRIUMPH GROUP INC NEW COM 896818101 162,281 2,050,299 SH   SOLE   2,050,299 0 0
TRIUS THERAPEUTICS INC COM 89685K100 3,795 468,510 SH   SOLE   468,510 0 0
TRONOX LTD SHS CL A Q9235V101 6,682 331,614 SH   SOLE   331,614 0 0
TROVAGENE INC COM NEW 897238309 30 4,333 SH   SOLE   4,333 0 0
TRUE RELIGION APPAREL INC COM 89784N104 21,364 674,809 SH   SOLE   674,809 0 0
TRUEBLUE INC COM 89785X101 23,724 1,127,046 SH   SOLE   1,127,046 0 0
TRULIA INC COM 897888103 9,494 305,357 SH   SOLE   305,357 0 0
TRUNKBOW INTL HLDGS LTD COM 89818A102 39 44,049 SH   SOLE   44,049 0 0
TRUSTCO BK CORP N Y COM 898349105 15,850 2,913,645 SH   SOLE   2,913,645 0 0
TRUSTMARK CORP COM 898402102 51,197 2,082,865 SH   SOLE   2,082,865 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 209,058 3,146,568 SH   SOLE   3,146,568 0 0
TTM TECHNOLOGIES INC COM 87305R109 13,445 1,600,587 SH   SOLE   1,600,587 0 0
TUCOWS INC COM 898697107 396 212,933 SH   SOLE   212,933 0 0
TUESDAY MORNING CORP COM NEW 899035505 12,728 1,227,347 SH   SOLE   1,227,347 0 0
TUMI HLDGS INC COM 89969Q104 28,439 1,184,967 SH   SOLE   1,184,967 0 0
TUPPERWARE BRANDS CORP COM 899896104 108,733 1,399,577 SH   SOLE   1,399,577 0 0
TURQUOISE HILL RES LTD COM 900435108 0 1 SH   SOLE   1 0 0
TUTOR PERINI CORP COM 901109108 18,694 1,033,395 SH   SOLE   1,033,395 0 0
TW TELECOM INC COM 87311L104 111,504 3,962,460 SH   SOLE   3,962,460 0 0
TWIN DISC INC COM 901476101 6,180 260,743 SH   SOLE   260,743 0 0
TWO HBRS INVT CORP COM 90187B101 86,926 8,480,543 SH   SOLE   8,480,543 0 0
TYCO INTERNATIONAL LTD SHS H89128104 303,651 9,215,500 SH   SOLE   9,215,500 0 0
TYLER TECHNOLOGIES INC COM 902252105 54,354 792,903 SH   SOLE   792,903 0 0
TYSON FOODS INC CL A 902494103 235,618 9,175,164 SH   SOLE   9,175,164 0 0
TYSON FOODS INC NOTE 3.250%10/1 902494AP8 5,687 3,731,000 PRN   SOLE   3,731,000 0 0
U M H PROPERTIES INC COM 903002103 5,978 582,062 SH   SOLE   582,062 0 0
U S AIRWAYS GROUP INC COM 90341W108 73,056 4,449,204 SH   SOLE   4,449,204 0 0
U S CONCRETE INC COM NEW 90333L201 2,342 142,626 SH   SOLE   142,626 0 0
U S ENERGY CORP WYO COM 911805109 1,802 870,727 SH   SOLE   870,727 0 0
U S G CORP COM NEW 903293405 51,250 2,223,448 SH   SOLE   2,223,448 0 0
U S GLOBAL INVS INC CL A 902952100 743 352,318 SH   SOLE   352,318 0 0
U S PHYSICAL THERAPY INC COM 90337L108 10,787 390,270 SH   SOLE   390,270 0 0
U S SILICA HLDGS INC COM 90346E103 10,422 501,527 SH   SOLE   501,527 0 0
UBIQUITI NETWORKS INC COM 90347A100 9,816 559,653 SH   SOLE   559,653 0 0
UDR INC COM 902653104 230,885 9,057,876 SH   SOLE   9,057,876 0 0
UFP TECHNOLOGIES INC COM 902673102 1,392 71,105 SH   SOLE   71,105 0 0
UGI CORP NEW COM 902681105 121,352 3,102,827 SH   SOLE   3,102,827 0 0
UIL HLDG CORP COM 902748102 54,254 1,418,402 SH   SOLE   1,418,402 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 150,518 1,503,372 SH   SOLE   1,503,372 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 87,951 749,856 SH   SOLE   749,856 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 5,443 899,724 SH   SOLE   899,724 0 0
ULTRA PETROLEUM CORP COM 903914109 76,055 3,837,307 SH   SOLE   3,837,307 0 0
ULTRALIFE CORP COM 903899102 511 143,669 SH   SOLE   143,669 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 33 1,397 SH   SOLE   1,397 0 0
ULTRAPETROL BAHAMAS LTD COM P94398107 507 178,034 SH   SOLE   178,034 0 0
ULTRATECH INC COM 904034105 28,225 768,648 SH   SOLE   768,648 0 0
UMB FINL CORP COM 902788108 48,482 870,884 SH   SOLE   870,884 0 0
UMPQUA HLDGS CORP COM 904214103 46,503 3,098,120 SH   SOLE   3,098,120 0 0
UNDER ARMOUR INC CL A 904311107 135,787 2,274,106 SH   SOLE   2,274,106 0 0
UNI PIXEL INC COM NEW 904572203 1,529 104,295 SH   SOLE   104,295 0 0
UNIFI INC COM NEW 904677200 12,920 625,082 SH   SOLE   625,082 0 0
UNIFIRST CORP MASS COM 904708104 40,454 443,332 SH   SOLE   443,332 0 0
UNILEVER N V N Y SHS NEW 904784709 17,440 443,655 SH   SOLE   443,655 0 0
UNILEVER PLC SPON ADR NEW 904767704 171 4,223 SH   SOLE   4,223 0 0
UNILIFE CORP NEW COM 90478E103 3,673 1,158,686 SH   SOLE   1,158,686 0 0
UNION FIRST MKT BANKSH CP COM 90662P104 13,133 637,834 SH   SOLE   637,834 0 0
UNION PAC CORP COM 907818108 2,096,401 13,588,286 SH   SOLE   13,588,286 0 0
UNISYS CORP COM NEW 909214306 30,138 1,365,547 SH   SOLE   1,365,547 0 0
UNIT CORP COM 909218109 52,591 1,235,112 SH   SOLE   1,235,112 0 0
UNITED BANKSHARES INC WEST V COM 909907107 26,587 1,005,188 SH   SOLE   1,005,188 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 15,117 1,217,149 SH   SOLE   1,217,149 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 4,494 966,434 SH   SOLE   966,434 0 0
UNITED CONTL HLDGS INC COM 910047109 242,995 7,765,886 SH   SOLE   7,765,886 0 0
UNITED FINANCIAL BANCORP INC COM 91030T109 11,571 763,777 SH   SOLE   763,777 0 0
UNITED FIRE GROUP INC COM 910340108 16,323 657,404 SH   SOLE   657,404 0 0
UNITED GUARDIAN INC COM 910571108 409 16,757 SH   SOLE   16,757 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 46 19,666 SH   SOLE   19,666 0 0
UNITED NAT FOODS INC COM 911163103 81,337 1,506,520 SH   SOLE   1,506,520 0 0
UNITED ONLINE INC COM 911268100 24,285 3,203,851 SH   SOLE   3,203,851 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,632,276 18,874,608 SH   SOLE   18,874,608 0 0
UNITED RENTALS INC COM 911363109 129,039 2,585,440 SH   SOLE   2,585,440 0 0
UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 84,387 18,847,000 PRN   SOLE   18,847,000 0 0
UNITED SECURITY BANCSHARES C COM 911460103 0 1 SH   SOLE   1 0 0
UNITED STATES ANTIMONY CORP COM 911549103 27 24,238 SH   SOLE   24,238 0 0
UNITED STATES CELLULAR CORP COM 911684108 10,279 280,159 SH   SOLE   280,159 0 0
UNITED STATES LIME & MINERAL COM 911922102 5,187 99,270 SH   SOLE   99,270 0 0
UNITED STATES STL CORP NEW COM 912909108 67,534 3,852,460 SH   SOLE   3,852,460 0 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 5,744 5,618,000 PRN   SOLE   5,618,000 0 0
UNITED STATIONERS INC COM 913004107 40,154 1,196,834 SH   SOLE   1,196,834 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,143,102 23,058,982 SH   SOLE   23,058,982 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 271 4,571 SH   SOLE   4,571 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 96,042 1,459,160 SH   SOLE   1,459,160 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,749,995 26,725,643 SH   SOLE   26,725,643 0 0
UNITIL CORP COM 913259107 17,399 602,465 SH   SOLE   602,465 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 8,716 980,409 SH   SOLE   980,409 0 0
UNIVERSAL CORP VA COM 913456109 37,973 656,404 SH   SOLE   656,404 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 37,616 1,338,158 SH   SOLE   1,338,158 0 0
UNIVERSAL ELECTRS INC COM 913483103 14,821 526,874 SH   SOLE   526,874 0 0
UNIVERSAL FST PRODS INC COM 913543104 21,770 545,337 SH   SOLE   545,337 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 22,155 513,672 SH   SOLE   513,672 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 161,469 2,411,426 SH   SOLE   2,411,426 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 3,349 472,957 SH   SOLE   472,957 0 0
UNIVERSAL SEC INSTRS INC COM NEW 913821302 323 59,857 SH   SOLE   59,857 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 2,956 100,261 SH   SOLE   100,261 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 6,950 672,801 SH   SOLE   672,801 0 0
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 4,558 189,065 SH   SOLE   189,065 0 0
UNIVEST CORP PA COM 915271100 10,828 567,812 SH   SOLE   567,812 0 0
UNS ENERGY CORP COM 903119105 50,255 1,123,523 SH   SOLE   1,123,523 0 0
UNUM GROUP COM 91529Y106 226,758 7,720,743 SH   SOLE   7,720,743 0 0
UNWIRED PLANET INC NEW COM 91531F103 4,555 2,347,893 SH   SOLE   2,347,893 0 0
UQM TECHNOLOGIES INC COM 903213106 1,153 960,943 SH   SOLE   960,943 0 0
UR ENERGY INC COM 91688R108 1,609 1,201,111 SH   SOLE   1,201,111 0 0
URANIUM ENERGY CORP COM 916896103 4,860 2,715,224 SH   SOLE   2,715,224 0 0
URANIUM RES INC COM PAR$0.001NEW 916901606 1,952 742,037 SH   SOLE   742,037 0 0
URBAN OUTFITTERS INC COM 917047102 133,120 3,309,808 SH   SOLE   3,309,808 0 0
UROPLASTY INC COM NEW 917277204 571 275,954 SH   SOLE   275,954 0 0
URS CORP NEW COM 903236107 95,760 2,027,955 SH   SOLE   2,027,955 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 15,778 782,244 SH   SOLE   782,244 0 0
US BANCORP DEL COM NEW 902973304 1,783,333 49,331,480 SH   SOLE   49,331,480 0 0
US ECOLOGY INC COM 91732J102 14,714 536,223 SH   SOLE   536,223 0 0
USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 11,370 483,168 SH   SOLE   483,168 0 0
USA MOBILITY INC COM 90341G103 9,787 721,240 SH   SOLE   721,240 0 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 94 54,088 SH   SOLE   54,088 0 0
USA TRUCK INC COM 902925106 1,750 271,696 SH   SOLE   271,696 0 0
USANA HEALTH SCIENCES INC COM 90328M107 13,881 191,783 SH   SOLE   191,783 0 0
USEC INC COM 90333E108 471 1,607,319 SH   SOLE   1,607,319 0 0
USMD HLDGS INC COM 903313104 256 8,664 SH   SOLE   8,664 0 0
UTAH MED PRODS INC COM 917488108 2,445 45,028 SH   SOLE   45,028 0 0
UTI WORLDWIDE INC ORD G87210103 51,541 3,129,379 SH   SOLE   3,129,379 0 0
V F CORP COM 918204108 469,655 2,432,687 SH   SOLE   2,432,687 0 0
VAALCO ENERGY INC COM NEW 91851C201 14,068 2,459,456 SH   SOLE   2,459,456 0 0
VAIL RESORTS INC COM 91879Q109 59,417 965,824 SH   SOLE   965,824 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 31,856 1,295,502 SH   SOLE   1,295,502 0 0
VALE S A ADR 91912E105 128 9,741 SH   SOLE   9,741 0 0
VALE S A ADR REPSTG PFD 91912E204 40 3,327 SH   SOLE   3,327 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 8,061 93,649 SH   SOLE   93,649 0 0
VALERO ENERGY CORP NEW COM 91913Y100 532,034 15,301,535 SH   SOLE   15,301,535 0 0
VALHI INC NEW COM 918905100 3,614 263,006 SH   SOLE   263,006 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 86,260 2,388,149 SH   SOLE   2,388,149 0 0
VALLEY NATL BANCORP COM 919794107 50,240 5,305,124 SH   SOLE   5,305,124 0 0
VALMONT INDS INC COM 920253101 156,926 1,096,696 SH   SOLE   1,096,696 0 0
VALSPAR CORP COM 920355104 143,836 2,224,150 SH   SOLE   2,224,150 0 0
VALUE LINE INC COM 920437100 377 44,407 SH   SOLE   44,407 0 0
VALUECLICK INC COM 92046N102 57,714 2,335,668 SH   SOLE   2,335,668 0 0
VALUEVISION MEDIA INC CL A 92047K107 6,960 1,362,106 SH   SOLE   1,362,106 0 0
VANDA PHARMACEUTICALS INC COM 921659108 7,372 912,374 SH   SOLE   912,374 0 0
VANGUARD BD INDEX FD INC LONG TERM BOND 921937793 627 7,364 SH   SOLE   7,364 0 0
VANGUARD BD INDEX FD INC INTERMED TERM 921937819 2,232 26,729 SH   SOLE   26,729 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 10,172 127,035 SH   SOLE   127,035 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 1,099 13,582 SH   SOLE   13,582 0 0
VANGUARD HEALTH SYS INC COM 922036207 9,287 447,793 SH   SOLE   447,793 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 0 7 SH   SOLE   7 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 680 8,700 SH   SOLE   8,700 0 0
VANGUARD INDEX FDS REIT ETF 922908553 16,004 232,892 SH   SOLE   232,892 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 322 3,124 SH   SOLE   3,124 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 2 20 SH   SOLE   20 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 1,923 26,192 SH   SOLE   26,192 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 4 53 SH   SOLE   53 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 1,305 16,700 SH   SOLE   16,700 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 122 1,300 SH   SOLE   1,300 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 5,868 70,983 SH   SOLE   70,983 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 45 500 SH   SOLE   500 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 116 2,612 SH   SOLE   2,612 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 551 14,194 SH   SOLE   14,194 0 0
VANGUARD INTL EQUITY INDEX F MEGA CAP GRO ETF 922042866 207 3,700 SH   SOLE   3,700 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 506 6,400 SH   SOLE   6,400 0 0
VANGUARD SCOTTSDALE FDS VNG RUS2000GRW 92206C623 64 780 SH   SOLE   780 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 8 100 SH   SOLE   100 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 257 3,100 SH   SOLE   3,100 0 0
VANGUARD WORLD FD EXTENDED DUR 921910709 279 2,762 SH   SOLE   2,762 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 5 77 SH   SOLE   77 0 0
VANGUARD WORLD FD MEGA CAP VAL ETF 921910840 1 27 SH   SOLE   27 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 401 4,400 SH   SOLE   4,400 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 1,088 10,663 SH   SOLE   10,663 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 170 1,515 SH   SOLE   1,515 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 7 77 SH   SOLE   77 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 4,562 61,664 SH   SOLE   61,664 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 5,428 2,660,760 SH   SOLE   2,660,760 0 0
VANTIV INC CL A 92210H105 63,469 2,299,606 SH   SOLE   2,299,606 0 0
VARIAN MED SYS INC COM 92220P105 197,923 2,934,363 SH   SOLE   2,934,363 0 0
VASCO DATA SEC INTL INC COM 92230Y104 7,496 901,994 SH   SOLE   901,994 0 0
VASCULAR SOLUTIONS INC COM 92231M109 3,627 246,549 SH   SOLE   246,549 0 0
VCA ANTECH INC COM 918194101 67,025 2,568,998 SH   SOLE   2,568,998 0 0
VECTOR GROUP LTD COM 92240M108 25,897 1,596,579 SH   SOLE   1,596,579 0 0
VECTREN CORP COM 92240G101 76,009 2,246,787 SH   SOLE   2,246,787 0 0
VEECO INSTRS INC DEL COM 922417100 37,772 1,066,716 SH   SOLE   1,066,716 0 0
VENTAS INC COM 92276F100 760,601 10,950,208 SH   SOLE   10,950,208 0 0
VENTRUS BIOSCIENCES INC COM 922822101 747 311,294 SH   SOLE   311,294 0 0
VERA BRADLEY INC COM 92335C106 13,466 621,679 SH   SOLE   621,679 0 0
VERASTEM INC COM 92337C104 2,539 182,928 SH   SOLE   182,928 0 0
VERENIUM CORP COM NEW 92340P209 1,402 625,695 SH   SOLE   625,695 0 0
VERIFONE SYS INC COM 92342Y109 49,091 2,920,370 SH   SOLE   2,920,370 0 0
VERINT SYS INC COM 92343X100 53,987 1,522,051 SH   SOLE   1,522,051 0 0
VERISIGN INC COM 92343E102 272,172 6,094,315 SH   SOLE   6,094,315 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 39,871 28,340,000 PRN   SOLE   28,340,000 0 0
VERISK ANALYTICS INC CL A 92345Y106 224,165 3,754,862 SH   SOLE   3,754,862 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,933,970 78,147,989 SH   SOLE   78,147,989 0 0
VERMILLION INC COM NEW 92407M206 33 12,530 SH   SOLE   12,530 0 0
VERSAR INC COM 925297103 896 197,379 SH   SOLE   197,379 0 0
VERSO PAPER CORP COM 92531L108 52 45,196 SH   SOLE   45,196 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 467,242 5,836,143 SH   SOLE   5,836,143 0 0
VIACOM INC NEW CL B 92553P201 856,241 12,586,221 SH   SOLE   12,586,221 0 0
VIAD CORP COM NEW 92552R406 23,677 965,611 SH   SOLE   965,611 0 0
VIASAT INC COM 92552V100 77,629 1,086,322 SH   SOLE   1,086,322 0 0
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 1,538 133,394 SH   SOLE   133,394 0 0
VICAL INC COM 925602104 7,607 2,430,428 SH   SOLE   2,430,428 0 0
VICOR CORP COM 925815102 4,750 693,481 SH   SOLE   693,481 0 0
VIDEO DISPLAY CORP COM 926555103 19 4,587 SH   SOLE   4,587 0 0
VIEWPOINT FINL GROUP INC MD COM 92672A101 11,033 530,195 SH   SOLE   530,195 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 7,317 221,122 SH   SOLE   221,122 0 0
VIMPELCOM LTD SPONSORED ADR 92719A106 780 77,508 SH   SOLE   77,508 0 0
VIRCO MFG CO COM 927651109 196 83,632 SH   SOLE   83,632 0 0
VIRGINIA COMM BANCORP INC COM 92778Q109 5,154 369,209 SH   SOLE   369,209 0 0
VIRNETX HLDG CORP COM 92823T108 23,418 1,171,481 SH   SOLE   1,171,481 0 0
VIROPHARMA INC COM 928241108 50,716 1,770,199 SH   SOLE   1,770,199 0 0
VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 21,775 13,262,000 PRN   SOLE   13,262,000 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 29,186 165,575 SH   SOLE   165,575 0 0
VIRTUSA CORP COM 92827P102 5,718 258,047 SH   SOLE   258,047 0 0
VISA INC COM CL A 92826C839 2,479,959 13,570,229 SH   SOLE   13,570,229 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 55,527 3,997,595 SH   SOLE   3,997,595 0 0
VISHAY PRECISION GROUP INC COM 92835K103 8,519 562,673 SH   SOLE   562,673 0 0
VISION-SCIENCES INC DEL COM 927912105 86 84,573 SH   SOLE   84,573 0 0
VISTAPRINT N V SHS N93540107 22,087 447,383 SH   SOLE   447,383 0 0
VISTEON CORP COM NEW 92839U206 113,340 1,795,631 SH   SOLE   1,795,631 0 0
VITACOST COM INC COM 92847A200 2,208 261,282 SH   SOLE   261,282 0 0
VITAMIN SHOPPE INC COM 92849E101 35,864 799,826 SH   SOLE   799,826 0 0
VITESSE SEMICONDUCTOR CORP COM NEW 928497304 162 61,672 SH   SOLE   61,672 0 0
VITESSE SEMICONDUCTOR CORP DBCV 8.000% 6/1 928497AE6 4,168 4,000,000 PRN   SOLE   4,000,000 0 0
VIVUS INC COM 928551100 35,051 2,786,265 SH   SOLE   2,786,265 0 0
VMWARE INC CL A COM 928563402 132,358 1,975,784 SH   SOLE   1,975,784 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 3,670 249,664 SH   SOLE   249,664 0 0
VOCUS INC COM 92858J108 7,482 711,222 SH   SOLE   711,222 0 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1,420 49,402 SH   SOLE   49,402 0 0
VOLCANO CORPORATION COM 928645100 27,218 1,501,277 SH   SOLE   1,501,277 0 0
VOLTARI CORP COM NEW 92870X309 440 123,324 SH   SOLE   123,324 0 0
VOLTERRA SEMICONDUCTOR CORP COM 928708106 13,284 942,115 SH   SOLE   942,115 0 0
VONAGE HLDGS CORP COM 92886T201 10,488 3,706,127 SH   SOLE   3,706,127 0 0
VORNADO RLTY TR SH BEN INT 929042109 527,140 6,362,579 SH   SOLE   6,362,579 0 0
VOXX INTL CORP CL A 91829F104 7,883 642,435 SH   SOLE   642,435 0 0
VRINGO INC COM 92911N104 5,403 1,704,298 SH   SOLE   1,704,298 0 0
VSE CORP COM 918284100 5,580 135,873 SH   SOLE   135,873 0 0
VULCAN MATLS CO COM 929160109 165,188 3,412,269 SH   SOLE   3,412,269 0 0
W & T OFFSHORE INC COM 92922P106 13,436 940,206 SH   SOLE   940,206 0 0
W P CAREY INC COM 92936U109 107,160 1,619,472 SH   SOLE   1,619,472 0 0
WABASH NATL CORP COM 929566107 19,561 1,921,541 SH   SOLE   1,921,541 0 0
WABCO HLDGS INC COM 92927K102 124,017 1,660,425 SH   SOLE   1,660,425 0 0
WABTEC CORP COM 929740108 137,074 2,565,484 SH   SOLE   2,565,484 0 0
WADDELL & REED FINL INC CL A 930059100 103,671 2,383,232 SH   SOLE   2,383,232 0 0
WAGEWORKS INC COM 930427109 11,732 340,540 SH   SOLE   340,540 0 0
WAL-MART STORES INC COM 931142103 3,181,029 42,704,112 SH   SOLE   42,704,112 0 0
WALGREEN CO COM 931422109 1,044,173 23,623,823 SH   SOLE   23,623,823 0 0
WALKER & DUNLOP INC COM 93148P102 3,977 227,266 SH   SOLE   227,266 0 0
WALTER ENERGY INC COM 93317Q105 20,920 2,011,565 SH   SOLE   2,011,565 0 0
WALTER INVT MGMT CORP COM 93317W102 34,315 1,014,926 SH   SOLE   1,014,926 0 0
WARNER CHILCOTT PLC IRELAND SHS A G94368100 150,876 7,578,259 SH   SOLE   7,578,259 0 0
WARREN RES INC COM 93564A100 13,906 5,453,168 SH   SOLE   5,453,168 0 0
WASHINGTON BKG CO OAK HBR WA COM 937303105 3,107 218,829 SH   SOLE   218,829 0 0
WASHINGTON FED INC COM 938824109 54,863 2,905,861 SH   SOLE   2,905,861 0 0
WASHINGTON POST CO CL B 939640108 61,788 127,721 SH   SOLE   127,721 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 68,322 2,538,892 SH   SOLE   2,538,892 0 0
WASHINGTON TR BANCORP COM 940610108 14,336 502,648 SH   SOLE   502,648 0 0
WASTE CONNECTIONS INC COM 941053100 134,443 3,267,938 SH   SOLE   3,267,938 0 0
WASTE MGMT INC DEL COM 94106L109 477,381 11,836,870 SH   SOLE   11,836,870 0 0
WATERS CORP COM 941848103 225,539 2,254,263 SH   SOLE   2,254,263 0 0
WATERSTONE FINANCIAL INC COM 941888109 766 75,386 SH   SOLE   75,386 0 0
WATSCO INC COM 942622200 69,373 826,265 SH   SOLE   826,265 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 33,781 745,065 SH   SOLE   745,065 0 0
WAUSAU PAPER CORP COM 943315101 15,972 1,401,077 SH   SOLE   1,401,077 0 0
WAVE SYSTEMS CORP COM NEW 943526301 45 149,471 SH   SOLE   149,471 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 1,552 134,025 SH   SOLE   134,025 0 0
WD-40 CO COM 929236107 24,244 445,008 SH   SOLE   445,008 0 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 168,891 12,327,783 SH   SOLE   12,327,783 0 0
WEB COM GROUP INC COM 94733A104 27,715 1,082,598 SH   SOLE   1,082,598 0 0
WEBMD HEALTH CORP COM 94770V102 35,159 1,197,089 SH   SOLE   1,197,089 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 12,831 13,871,000 PRN   SOLE   13,871,000 0 0
WEBSTER FINL CORP CONN COM 947890109 72,178 2,810,656 SH   SOLE   2,810,656 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 30,075 653,800 SH   SOLE   653,800 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 133,154 4,327,386 SH   SOLE   4,327,386 0 0
WEIS MKTS INC COM 948849104 15,247 338,305 SH   SOLE   338,305 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 71,790 1,292,353 SH   SOLE   1,292,353 0 0
WELLPOINT INC COM 94973V107 663,269 8,104,458 SH   SOLE   8,104,458 0 0
WELLS FARGO & CO NEW COM 949746101 5,436,228 131,723,489 SH   SOLE   99,999,999 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 270 226 SH   SOLE   226 0 0
WELLS GARDNER ELECTRS CORP COM 949765101 15 8,415 SH   SOLE   8,415 0 0
WENDYS CO COM 95058W100 44,653 7,659,158 SH   SOLE   7,659,158 0 0
WERNER ENTERPRISES INC COM 950755108 33,972 1,405,550 SH   SOLE   1,405,550 0 0
WESBANCO INC COM 950810101 20,655 781,505 SH   SOLE   781,505 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 9,731 524,032 SH   SOLE   524,032 0 0
WESCO INTL INC COM 95082P105 72,930 1,073,131 SH   SOLE   1,073,131 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 34,831 14,166,000 PRN   SOLE   14,166,000 0 0
WEST BANCORPORATION INC CAP STK 95123P106 1,900 161,727 SH   SOLE   161,727 0 0
WEST CORP COM 952355204 13,635 615,863 SH   SOLE   615,863 0 0
WEST MARINE INC COM 954235107 6,146 558,687 SH   SOLE   558,687 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 66,082 940,541 SH   SOLE   940,541 0 0
WESTAMERICA BANCORPORATION COM 957090103 37,655 824,144 SH   SOLE   824,144 0 0
WESTAR ENERGY INC COM 95709T100 109,459 3,424,861 SH   SOLE   3,424,861 0 0
WESTELL TECHNOLOGIES INC CL A 957541105 3,878 1,622,643 SH   SOLE   1,622,643 0 0
WESTERN ALLIANCE BANCORP COM 957638109 32,697 2,065,536 SH   SOLE   2,065,536 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 11,493 658,258 SH   SOLE   658,258 0 0
WESTERN DIGITAL CORP COM 958102105 363,056 5,847,259 SH   SOLE   5,847,259 0 0
WESTERN REFNG INC COM 959319104 52,350 1,864,981 SH   SOLE   1,864,981 0 0
WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 23,962 8,252,000 PRN   SOLE   8,252,000 0 0
WESTERN UN CO COM 959802109 253,644 14,824,335 SH   SOLE   14,824,335 0 0
WESTFIELD FINANCIAL INC NEW COM 96008P104 8,728 1,246,907 SH   SOLE   1,246,907 0 0
WESTLAKE CHEM CORP COM 960413102 48,949 507,722 SH   SOLE   507,722 0 0
WESTMORELAND COAL CO COM 960878106 4,805 427,869 SH   SOLE   427,869 0 0
WESTPORT INNOVATIONS INC COM NEW 960908309 31 936 SH   SOLE   936 0 0
WESTWOOD HLDGS GROUP INC COM 961765104 10,694 249,150 SH   SOLE   249,150 0 0
WET SEAL INC CL A 961840105 16,862 3,572,495 SH   SOLE   3,572,495 0 0
WEX INC COM 96208T104 87,433 1,139,941 SH   SOLE   1,139,941 0 0
WEYCO GROUP INC COM 962149100 5,595 222,018 SH   SOLE   222,018 0 0
WEYERHAEUSER CO COM 962166104 425,133 14,922,167 SH   SOLE   14,922,167 0 0
WGL HLDGS INC COM 92924F106 63,916 1,478,849 SH   SOLE   1,478,849 0 0
WHIRLPOOL CORP COM 963320106 264,525 2,313,090 SH   SOLE   2,313,090 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 83,329 144,935 SH   SOLE   144,935 0 0
WHITEHORSE FIN INC COM 96524V106 1,142 72,491 SH   SOLE   72,491 0 0
WHITESTONE REIT COM 966084204 5,696 361,451 SH   SOLE   361,451 0 0
WHITEWAVE FOODS CO COM CL A 966244105 58,012 3,569,954 SH   SOLE   3,569,954 0 0
WHITEWAVE FOODS CO COM CL B 966244204 1,673 110,033 SH   SOLE   110,033 0 0
WHITING PETE CORP NEW COM 966387102 128,379 2,785,403 SH   SOLE   2,785,403 0 0
WHOLE FOODS MKT INC COM 966837106 482,353 9,369,713 SH   SOLE   9,369,713 0 0
WI-LAN INC COM 928972108 4,443 963,700 SH   SOLE   963,700 0 0
WILEY JOHN & SONS INC CL A 968223206 49,870 1,243,962 SH   SOLE   1,243,962 0 0
WILLBROS GROUP INC DEL COM 969203108 9,342 1,521,485 SH   SOLE   1,521,485 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 8,506 195,551 SH   SOLE   195,551 0 0
WILLIAMS COS INC DEL COM 969457100 576,786 17,763,662 SH   SOLE   17,763,662 0 0
WILLIAMS SONOMA INC COM 969904101 136,007 2,433,482 SH   SOLE   2,433,482 0 0
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 109,335 2,681,091 SH   SOLE   2,681,091 0 0
WILLIS LEASE FINANCE CORP COM 970646105 255 18,873 SH   SOLE   18,873 0 0
WILSHIRE BANCORP INC COM 97186T108 12,763 1,927,943 SH   SOLE   1,927,943 0 0
WINDSTREAM CORP COM 97381W104 122,656 15,908,681 SH   SOLE   15,908,681 0 0
WINMARK CORP COM 974250102 1,626 25,069 SH   SOLE   25,069 0 0
WINNEBAGO INDS INC COM 974637100 16,660 793,708 SH   SOLE   793,708 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 15,204 1,263,837 SH   SOLE   1,263,837 0 0
WINTRUST FINANCIAL CORP COM 97650W108 39,203 1,024,106 SH   SOLE   1,024,106 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 707 97,144 SH   SOLE   97,144 0 0
WIRELESS TELECOM GROUP INC COM 976524108 56 39,034 SH   SOLE   39,034 0 0
WISCONSIN ENERGY CORP COM 976657106 253,900 6,194,187 SH   SOLE   6,194,187 0 0
WISDOMTREE INVTS INC COM 97717P104 26,037 2,250,425 SH   SOLE   2,250,425 0 0
WISDOMTREE TR EM LCL DEBT FD 97717X867 1,856 38,640 SH   SOLE   38,640 0 0
WISDOMTREE TRUST DRYFS CURR ETF 97717W133 279 13,903 SH   SOLE   13,903 0 0
WISDOMTREE TRUST CHINESE YUAN ETF 97717W182 94 3,634 SH   SOLE   3,634 0 0
WISDOMTREE TRUST BRAZILN RL ETF 97717W240 12 700 SH   SOLE   700 0 0
WISDOMTREE TRUST EMG MKTS SMCAP 97717W281 2,983 64,800 SH   SOLE   64,800 0 0
WISDOMTREE TRUST EMERG MKTS ETF 97717W315 68 1,400 SH   SOLE   1,400 0 0
WISDOMTREE TRUST INTL SMCAP DIV 97717W760 2 39 SH   SOLE   39 0 0
WISDOMTREE TRUST JAPN HEDGE EQT 97717W851 22,326 489,500 SH   SOLE   489,500 0 0
WISDOMTREE TRUST GLB EQTY INC FD 97717W877 21 500 SH   SOLE   500 0 0
WMS INDS INC COM 929297109 43,534 1,706,559 SH   SOLE   1,706,559 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 14 816 SH   SOLE   816 0 0
WOLVERINE WORLD WIDE INC COM 978097103 73,266 1,341,619 SH   SOLE   1,341,619 0 0
WOODWARD INC COM 980745103 74,600 1,864,998 SH   SOLE   1,864,998 0 0
WORKDAY INC CL A 98138H101 41,031 640,213 SH   SOLE   640,213 0 0
WORLD ACCEP CORP DEL COM 981419104 27,140 312,168 SH   SOLE   312,168 0 0
WORLD ENERGY SOLUTIONS INC D COM NEW 98145W208 26 6,456 SH   SOLE   6,456 0 0
WORLD FUEL SVCS CORP COM 981475106 79,779 1,995,483 SH   SOLE   1,995,483 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 9,972 967,245 SH   SOLE   967,245 0 0
WORTHINGTON INDS INC COM 981811102 51,227 1,615,478 SH   SOLE   1,615,478 0 0
WPCS INTL INC COM PAR $.0001 92931L302 144 33,464 SH   SOLE   33,464 0 0
WPP PLC NEW ADR 92937A102 25 296 SH   SOLE   296 0 0
WPX ENERGY INC COM 98212B103 101,164 5,341,285 SH   SOLE   5,341,285 0 0
WRIGHT MED GROUP INC COM 98235T107 32,116 1,225,328 SH   SOLE   1,225,328 0 0
WSFS FINL CORP COM 929328102 14,412 275,089 SH   SOLE   275,089 0 0
WSI INDS INC COM 92932Q102 573 108,965 SH   SOLE   108,965 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 539 25,681 SH   SOLE   25,681 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 210,325 3,675,078 SH   SOLE   3,675,078 0 0
WYNN RESORTS LTD COM 983134107 293,745 2,295,417 SH   SOLE   2,295,417 0 0
XCEL ENERGY INC COM 98389B100 424,711 14,986,265 SH   SOLE   14,986,265 0 0
XENITH BANKSHARES INC COM 98410X105 3 557 SH   SOLE   557 0 0
XENOPORT INC COM 98411C100 7,664 1,548,199 SH   SOLE   1,548,199 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 2,097 205,989 SH   SOLE   205,989 0 0
XEROX CORP COM 984121103 307,114 33,860,392 SH   SOLE   33,860,392 0 0
XILINX INC COM 983919101 274,732 6,935,931 SH   SOLE   6,935,931 0 0
XILINX INC SDCV 3.125% 3/1 983919AD3 56,227 40,744,000 PRN   SOLE   40,744,000 0 0
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 1,296 300,096 SH   SOLE   300,096 0 0
XL GROUP PLC SHS G98290102 289,185 9,537,756 SH   SOLE   9,537,756 0 0
XO GROUP INC COM 983772104 9,910 884,816 SH   SOLE   884,816 0 0
XOMA CORP DEL COM 98419J107 8,881 2,446,502 SH   SOLE   2,446,502 0 0
XOOM CORP COM 98419Q101 1,738 75,816 SH   SOLE   75,816 0 0
XPO LOGISTICS INC COM 983793100 4,302 237,828 SH   SOLE   237,828 0 0
XYLEM INC COM 98419M100 141,143 5,239,153 SH   SOLE   5,239,153 0 0
XYRATEX LTD COM G98268108 73 7,245 SH   SOLE   7,245 0 0
YADKIN FINL CORP COM 984305102 1,939 138,096 SH   SOLE   138,096 0 0
YAHOO INC COM 984332106 641,378 25,522,396 SH   SOLE   25,522,396 0 0
YANDEX N V SHS CLASS A N97284108 5,535 200,189 SH   SOLE   200,189 0 0
YELP INC CL A 985817105 22,132 636,520 SH   SOLE   636,520 0 0
YORK WTR CO COM 987184108 3,884 204,094 SH   SOLE   204,094 0 0
YOUKU TUDOU INC SPONSORED ADR 98742U100 56 2,894 SH   SOLE   2,894 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 10,641 720,939 SH   SOLE   720,939 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 3,010 104,701 SH   SOLE   104,701 0 0
YUM BRANDS INC COM 988498101 830,350 11,975,053 SH   SOLE   11,975,053 0 0
ZAGG INC COM 98884U108 7,159 1,338,141 SH   SOLE   1,338,141 0 0
ZAIS FINL CORP COM 98886K108 1,923 105,821 SH   SOLE   105,821 0 0
ZALE CORP NEW COM 988858106 8,829 970,215 SH   SOLE   970,215 0 0
ZAZA ENERGY CORP COM 98919T100 1,797 1,497,615 SH   SOLE   1,497,615 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 62,672 1,442,734 SH   SOLE   1,442,734 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 1,152 180,269 SH   SOLE   180,269 0 0
ZEP INC COM 98944B108 10,740 678,447 SH   SOLE   678,447 0 0
ZHONE TECHNOLOGIES INC NEW COM NEW 98950P884 386 481,959 SH   SOLE   481,959 0 0
ZILLOW INC CL A 98954A107 26,693 474,120 SH   SOLE   474,120 0 0
ZIMMER HLDGS INC COM 98956P102 346,769 4,627,283 SH   SOLE   4,627,283 0 0
ZIONS BANCORPORATION COM 989701107 142,513 4,927,844 SH   SOLE   4,927,844 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 1,902 901,195 SH   SOLE   901,195 0 0
ZIX CORP COM 98974P100 8,234 1,946,625 SH   SOLE   1,946,625 0 0
ZOETIS INC CL A 98978V103 380,581 12,320,525 SH   SOLE   12,320,525 0 0
ZOGENIX INC COM 98978L105 1,316 769,603 SH   SOLE   769,603 0 0
ZOLTEK COS INC COM 98975W104 10,404 805,924 SH   SOLE   805,924 0 0
ZOOM TECHNOLOGIES INC COM NEW 98976E301 245 601,482 SH   SOLE   601,482 0 0
ZUMIEZ INC COM 989817101 16,323 567,773 SH   SOLE   567,773 0 0
ZYGO CORP COM 989855101 8,907 562,336 SH   SOLE   562,336 0 0
ZYNGA INC CL A 98986T108 34,356 12,358,220 SH   SOLE   12,358,220 0 0