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 1,657 336,061 SH   SOLE   336,061 0 0
1ST SOURCE CORP COM 336901103 13,525 502,400 SH   SOLE   502,400 0 0
1ST UNITED BANCORP INC FLA COM 33740N105 2,816 384,146 SH   SOLE   384,146 0 0
21VIANET GROUP INC SPONSORED ADR 90138A103 285 17,257 SH   SOLE   17,257 0 0
3-D SYS CORP DEL COM NEW 88554D205 149,332 2,765,928 SH   SOLE   2,765,928 0 0
3M CO COM 88579Y101 2,080,527 17,423,394 SH   SOLE   17,423,394 0 0
8X8 INC NEW COM 282914100 21,533 2,138,292 SH   SOLE   2,138,292 0 0
A H BELO CORP COM CL A 001282102 4,519 575,637 SH   SOLE   575,637 0 0
AAON INC COM PAR $0.004 000360206 21,276 801,054 SH   SOLE   801,054 0 0
AAR CORP COM 000361105 39,753 1,454,567 SH   SOLE   1,454,567 0 0
AARONS INC COM PAR $0.50 002535300 63,950 2,308,664 SH   SOLE   2,308,664 0 0
AASTROM BIOSCIENCES INC COM NEW 00253U305 530 1,899,842 SH   SOLE   1,899,842 0 0
ABAXIS INC COM 002567105 25,173 597,717 SH   SOLE   597,717 0 0
ABBOTT LABS COM 002824100 1,456,185 43,874,216 SH   SOLE   43,874,216 0 0
ABBVIE INC COM 00287Y109 1,960,396 43,827,325 SH   SOLE   43,827,325 0 0
ABERCROMBIE & FITCH CO CL A 002896207 86,662 2,450,159 SH   SOLE   2,450,159 0 0
ABIOMED INC COM 003654100 20,504 1,075,756 SH   SOLE   1,075,756 0 0
ABM INDS INC COM 000957100 36,409 1,367,741 SH   SOLE   1,367,741 0 0
ABRAXAS PETE CORP COM 003830106 8,096 3,148,970 SH   SOLE   3,148,970 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 32,014 1,388,310 SH   SOLE   1,388,310 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 41,257 1,046,326 SH   SOLE   1,046,326 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 54,866 1,997,324 SH   SOLE   1,997,324 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 52,695 2,135,149 SH   SOLE   2,135,149 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 1,511 112,713 SH   SOLE   112,713 0 0
ACCELRYS INC COM 00430U103 17,247 1,752,755 SH   SOLE   1,752,755 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,259,373 17,101,756 SH   SOLE   17,101,756 0 0
ACCESS NATL CORP COM 004337101 3,446 241,656 SH   SOLE   241,656 0 0
ACCO BRANDS CORP COM 00081T108 20,730 3,121,915 SH   SOLE   3,121,915 0 0
ACCRETIVE HEALTH INC COM 00438V103 13,892 1,523,300 SH   SOLE   1,523,300 0 0
ACCURAY INC COM 004397105 15,720 2,130,131 SH   SOLE   2,130,131 0 0
ACCURIDE CORP NEW COM NEW 00439T206 2,870 558,400 SH   SOLE   558,400 0 0
ACE LTD SHS H0023R105 952,890 10,184,803 SH   SOLE   10,184,803 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 2,862 265,487 SH   SOLE   265,487 0 0
ACETO CORP COM 004446100 13,026 833,937 SH   SOLE   833,937 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 8,169 2,704,904 SH   SOLE   2,704,904 0 0
ACI WORLDWIDE INC COM 004498101 65,781 1,216,821 SH   SOLE   1,216,821 0 0
ACORDA THERAPEUTICS INC COM 00484M106 38,940 1,138,611 SH   SOLE   1,138,611 0 0
ACORN ENERGY INC COM 004848107 1,262 213,839 SH   SOLE   213,839 0 0
ACTAVIS INC COM 00507K103 586,391 4,072,161 SH   SOLE   4,072,161 0 0
ACTIVE NETWORK INC COM 00506D100 18,468 1,290,578 SH   SOLE   1,290,578 0 0
ACTIVE POWER INC COM NEW 00504W308 1,270 436,485 SH   SOLE   436,485 0 0
ACTIVISION BLIZZARD INC COM 00507V109 213,119 12,776,928 SH   SOLE   12,776,928 0 0
ACTUANT CORP CL A NEW 00508X203 74,980 1,930,472 SH   SOLE   1,930,472 0 0
ACTUATE CORP COM 00508B102 10,733 1,460,241 SH   SOLE   1,460,241 0 0
ACUITY BRANDS INC COM 00508Y102 113,094 1,229,011 SH   SOLE   1,229,011 0 0
ACURA PHARMACEUTICALS INC COM NEW 00509L703 61 32,114 SH   SOLE   32,114 0 0
ACXIOM CORP COM 005125109 62,968 2,217,955 SH   SOLE   2,217,955 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 5,762 103,803 SH   SOLE   103,803 0 0
ADDUS HOMECARE CORP COM 006739106 1,537 53,059 SH   SOLE   53,059 0 0
ADEPT TECHNOLOGY INC COM NEW 006854202 1,129 156,766 SH   SOLE   156,766 0 0
ADMINISTRADORA FONDOS PENSIO SPONSORED ADR 00709P108 231 2,781 SH   SOLE   2,781 0 0
ADOBE SYS INC COM 00724F101 640,399 12,329,592 SH   SOLE   12,329,592 0 0
ADTRAN INC COM 00738A106 45,663 1,714,092 SH   SOLE   1,714,092 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 159,813 1,932,914 SH   SOLE   1,932,914 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 5,568 130,346 SH   SOLE   130,346 0 0
ADVANCED ENERGY INDS COM 007973100 25,214 1,440,004 SH   SOLE   1,440,004 0 0
ADVANCED MICRO DEVICES INC COM 007903107 60,126 15,781,090 SH   SOLE   15,781,090 0 0
ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 12,761 12,300,000 PRN   SOLE   12,300,000 0 0
ADVANCED PHOTONIX INC CL A 00754E107 301 547,969 SH   SOLE   547,969 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 37 7,712 SH   SOLE   7,712 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 445 116,099 SH   SOLE   116,099 0 0
ADVENT SOFTWARE INC COM 007974108 40,904 1,288,319 SH   SOLE   1,288,319 0 0
ADVISORY BRD CO COM 00762W107 56,820 955,271 SH   SOLE   955,271 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 82,189 2,628,359 SH   SOLE   2,628,359 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 0 2 SH   SOLE   2 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 56,445 658,246 SH   SOLE   658,246 0 0
AEGION CORP COM 00770F104 25,651 1,081,395 SH   SOLE   1,081,395 0 0
AEP INDS INC COM 001031103 12,020 161,750 SH   SOLE   161,750 0 0
AERCAP HOLDINGS NV SHS N00985106 30 1,561 SH   SOLE   1,561 0 0
AEROCENTURY CORP COM 007737109 235 11,441 SH   SOLE   11,441 0 0
AEROFLEX HLDG CORP COM 007767106 3,735 530,495 SH   SOLE   530,495 0 0
AEROPOSTALE COM 007865108 21,604 2,298,301 SH   SOLE   2,298,301 0 0
AEROVIRONMENT INC COM 008073108 12,842 555,939 SH   SOLE   555,939 0 0
AES CORP COM 00130H105 314,826 23,688,941 SH   SOLE   23,688,941 0 0
AETERNA ZENTARIS INC COM NEW 007975303 153 101,253 SH   SOLE   101,253 0 0
AETNA INC NEW COM 00817Y108 635,193 9,921,784 SH   SOLE   9,921,784 0 0
AFC ENTERPRISES INC COM 00104Q107 30,762 705,713 SH   SOLE   705,713 0 0
AFFILIATED MANAGERS GROUP COM 008252108 254,882 1,395,542 SH   SOLE   1,395,542 0 0
AFFYMETRIX INC COM 00826T108 13,328 2,151,345 SH   SOLE   2,151,345 0 0
AFLAC INC COM 001055102 746,923 12,049,083 SH   SOLE   12,049,083 0 0
AG MTG INVT TR INC COM 001228105 14,909 897,048 SH   SOLE   897,048 0 0
AGCO CORP COM 001084102 159,080 2,632,896 SH   SOLE   2,632,896 0 0
AGENUS INC COM NEW 00847G705 2,328 840,555 SH   SOLE   840,555 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 447,538 8,732,456 SH   SOLE   8,732,456 0 0
AGILYSYS INC COM 00847J105 6,041 506,774 SH   SOLE   506,774 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 2,341 83,722 SH   SOLE   83,722 0 0
AGL RES INC COM 001204106 165,132 3,587,483 SH   SOLE   3,587,483 0 0
AGREE REALTY CORP COM 008492100 18,003 596,529 SH   SOLE   596,529 0 0
AGRIUM INC COM 008916108 5,545 65,987 SH   SOLE   65,987 0 0
AIR LEASE CORP CL A 00912X302 94,279 3,408,494 SH   SOLE   3,408,494 0 0
AIR METHODS CORP COM PAR $.06 009128307 42,116 989,529 SH   SOLE   989,529 0 0
AIR PRODS & CHEMS INC COM 009158106 582,991 5,470,502 SH   SOLE   5,470,502 0 0
AIR T INC COM 009207101 196 17,464 SH   SOLE   17,464 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 10,897 1,454,911 SH   SOLE   1,454,911 0 0
AIRCASTLE LTD COM G0129K104 34,287 1,969,373 SH   SOLE   1,969,373 0 0
AIRGAS INC COM 009363102 180,366 1,700,765 SH   SOLE   1,700,765 0 0
AK STL HLDG CORP COM 001547108 14,857 3,961,903 SH   SOLE   3,961,903 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 240,613 4,654,024 SH   SOLE   4,654,024 0 0
AKORN INC COM 009728106 35,784 1,818,310 SH   SOLE   1,818,310 0 0
ALAMO GROUP INC COM 011311107 11,773 240,716 SH   SOLE   240,716 0 0
ALAMOS GOLD INC COM 011527108 20,823 1,340,808 SH   SOLE   1,340,808 0 0
ALASKA AIR GROUP INC COM 011659109 112,624 1,798,532 SH   SOLE   1,798,532 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 4,588 1,785,230 SH   SOLE   1,785,230 0 0
ALBANY INTL CORP CL A 012348108 27,425 764,572 SH   SOLE   764,572 0 0
ALBANY MOLECULAR RESH INC COM 012423109 10,759 834,684 SH   SOLE   834,684 0 0
ALBEMARLE CORP COM 012653101 136,943 2,175,776 SH   SOLE   2,175,776 0 0
ALCOA INC COM 013817101 223,454 27,518,946 SH   SOLE   27,518,946 0 0
ALCOA INC NOTE 5.250% 3/1 013817AT8 10,282 7,982,000 PRN   SOLE   7,982,000 0 0
ALERE INC COM 01449J105 67,184 2,197,705 SH   SOLE   2,197,705 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 67,234 1,866,562 SH   SOLE   1,866,562 0 0
ALEXANDERS INC COM 014752109 24,543 85,779 SH   SOLE   85,779 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 168,016 2,631,413 SH   SOLE   2,631,413 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 594,494 5,117,892 SH   SOLE   5,117,892 0 0
ALEXZA PHARMACEUTICALS INC COM NEW 015384209 714 139,489 SH   SOLE   139,489 0 0
ALICO INC COM 016230104 5,423 131,711 SH   SOLE   131,711 0 0
ALIGN TECHNOLOGY INC COM 016255101 98,555 2,048,954 SH   SOLE   2,048,954 0 0
ALIMERA SCIENCES INC COM 016259103 654 173,910 SH   SOLE   173,910 0 0
ALKERMES PLC SHS G01767105 103,696 3,084,354 SH   SOLE   3,084,354 0 0
ALLEGHANY CORP DEL COM 017175100 191,677 467,904 SH   SOLE   467,904 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 88,648 2,904,576 SH   SOLE   2,904,576 0 0
ALLEGIANT TRAVEL CO COM 01748X102 39,799 377,743 SH   SOLE   377,743 0 0
ALLERGAN INC COM 018490102 785,861 8,688,350 SH   SOLE   8,688,350 0 0
ALLETE INC COM NEW 018522300 49,592 1,026,756 SH   SOLE   1,026,756 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 277,652 1,312,963 SH   SOLE   1,312,963 0 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 8,154 398,323 SH   SOLE   398,323 0 0
ALLIANCE HEALTHCARE SRVCS IN COM PAR $0.01 018606301 8,303 299,855 SH   SOLE   299,855 0 0
ALLIANCE ONE INTL INC COM 018772103 7,046 2,421,150 SH   SOLE   2,421,150 0 0
ALLIANCE ONE INTL INC NOTE 5.500% 7/1 018772AQ6 1,157 1,164,000 PRN   SOLE   1,164,000 0 0
ALLIANT ENERGY CORP COM 018802108 150,509 3,037,518 SH   SOLE   3,037,518 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 77,688 796,315 SH   SOLE   796,315 0 0
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 31 24,000 PRN   SOLE   24,000 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 605 74,812 SH   SOLE   74,812 0 0
ALLIED NEVADA GOLD CORP COM 019344100 12,865 3,077,719 SH   SOLE   3,077,719 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 75,507 759,708 SH   SOLE   759,708 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 26,077 1,041,013 SH   SOLE   1,041,013 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 6 456 SH   SOLE   456 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 66,012 4,439,298 SH   SOLE   4,439,298 0 0
ALLSTATE CORP COM 020002101 730,597 14,452,949 SH   SOLE   14,452,949 0 0
ALMOST FAMILY INC COM 020409108 6,708 345,251 SH   SOLE   345,251 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 95,262 1,488,229 SH   SOLE   1,488,229 0 0
ALON USA ENERGY INC COM 020520102 5,815 569,575 SH   SOLE   569,575 0 0
ALON USA PARTNERS LP UT LTDPART INT 02052T109 0 4 SH   SOLE   4 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 2,316 275,417 SH   SOLE   275,417 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 40,257 6,754,460 SH   SOLE   6,754,460 0 0
ALPHATEC HOLDINGS INC COM 02081G102 3,797 1,927,211 SH   SOLE   1,927,211 0 0
ALTAIR NANOTECHNOLOGIES INC COM PAR $0.001 021373303 299 116,412 SH   SOLE   116,412 0 0
ALTERA CORP COM 021441100 305,109 8,210,684 SH   SOLE   8,210,684 0 0
ALTISOURCE ASSET MGMT CORP COM 02153X108 1 1 SH   SOLE   1 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 27,462 196,144 SH   SOLE   196,144 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 11,128 484,236 SH   SOLE   484,236 0 0
ALTRA HOLDINGS INC COM 02208R106 19,690 731,694 SH   SOLE   731,694 0 0
ALTRIA GROUP INC COM 02209S103 1,763,350 51,334,797 SH   SOLE   51,334,797 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 14,557 677,879 SH   SOLE   677,879 0 0
AMAZON COM INC COM 023135106 2,979,590 9,530,419 SH   SOLE   9,530,419 0 0
AMBAC FINL GROUP INC COM NEW 023139884 23,401 1,289,999 SH   SOLE   1,289,999 0 0
AMBARELLA INC SHS G037AX101 4,840 247,942 SH   SOLE   247,942 0 0
AMBASSADORS GROUP INC COM 023177108 1,555 450,583 SH   SOLE   450,583 0 0
AMBIT BIOSCIENCES CORP COM 02318X100 147 9,491 SH   SOLE   9,491 0 0
AMC NETWORKS INC CL A 00164V103 181,297 2,646,672 SH   SOLE   2,646,672 0 0
AMCOL INTL CORP COM 02341W103 24,175 739,748 SH   SOLE   739,748 0 0
AMDOCS LTD ORD G02602103 120,324 3,283,954 SH   SOLE   3,283,954 0 0
AMEDISYS INC COM 023436108 15,495 900,365 SH   SOLE   900,365 0 0
AMERCO COM 023586100 35,049 190,350 SH   SOLE   190,350 0 0
AMEREN CORP COM 023608102 217,705 6,248,698 SH   SOLE   6,248,698 0 0
AMERESCO INC CL A 02361E108 2,549 254,378 SH   SOLE   254,378 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 54 2,745 SH   SOLE   2,745 0 0
AMERICAN APPAREL INC COM 023850100 2,480 1,907,964 SH   SOLE   1,907,964 0 0
AMERICAN ASSETS TR INC COM 024013104 39,097 1,281,456 SH   SOLE   1,281,456 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 39,110 1,983,252 SH   SOLE   1,983,252 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 140,524 4,114,903 SH   SOLE   4,114,903 0 0
AMERICAN CAP LTD COM 02503Y103 45,059 3,277,037 SH   SOLE   3,277,037 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 30,811 1,558,492 SH   SOLE   1,558,492 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 206,254 9,134,357 SH   SOLE   9,134,357 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 98,365 7,031,114 SH   SOLE   7,031,114 0 0
AMERICAN ELEC PWR INC COM 025537101 702,696 16,209,816 SH   SOLE   16,209,816 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 33,450 1,576,365 SH   SOLE   1,576,365 0 0
AMERICAN EXPRESS CO COM 025816109 1,876,335 24,845,539 SH   SOLE   24,845,539 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 106,153 1,963,607 SH   SOLE   1,963,607 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 14,781 915,243 SH   SOLE   915,243 0 0
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 233 12,305 SH   SOLE   12,305 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,893,948 38,946,083 SH   SOLE   38,946,083 0 0
AMERICAN NATL BANKSHARES INC COM 027745108 5,628 242,574 SH   SOLE   242,574 0 0
AMERICAN NATL INS CO COM 028591105 20,721 211,349 SH   SOLE   211,349 0 0
AMERICAN PAC CORP COM 028740108 7,437 135,813 SH   SOLE   135,813 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 18,906 500,150 SH   SOLE   500,150 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 4,996 127,348 SH   SOLE   127,348 0 0
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 2,848 161,698 SH   SOLE   161,698 0 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 81,437 6,675,182 SH   SOLE   6,675,182 0 0
AMERICAN RLTY INVS INC COM 029174109 175 38,258 SH   SOLE   38,258 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 14,640 242,742 SH   SOLE   242,742 0 0
AMERICAN SOFTWARE INC CL A 029683109 6,829 799,616 SH   SOLE   799,616 0 0
AMERICAN STS WTR CO COM 029899101 33,861 1,228,638 SH   SOLE   1,228,638 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 3,757 1,605,633 SH   SOLE   1,605,633 0 0
AMERICAN TOWER CORP NEW COM 03027X100 764,252 10,309,615 SH   SOLE   10,309,615 0 0
AMERICAN VANGUARD CORP COM 030371108 18,728 695,696 SH   SOLE   695,696 0 0
AMERICAN WOODMARK CORP COM 030506109 11,611 335,100 SH   SOLE   335,100 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 248,509 6,020,085 SH   SOLE   6,020,085 0 0
AMERICAS CAR MART INC COM 03062T105 11,304 250,598 SH   SOLE   250,598 0 0
AMERIPRISE FINL INC COM 03076C106 474,748 5,212,427 SH   SOLE   5,212,427 0 0
AMERIS BANCORP COM 03076K108 14,874 809,236 SH   SOLE   809,236 0 0
AMERISAFE INC COM 03071H100 19,665 553,791 SH   SOLE   553,791 0 0
AMERISERV FINL INC COM 03074A102 428 136,029 SH   SOLE   136,029 0 0
AMERISOURCEBERGEN CORP COM 03073E105 472,858 7,739,084 SH   SOLE   7,739,084 0 0
AMES NATL CORP COM 031001100 4,585 204,596 SH   SOLE   204,596 0 0
AMETEK INC NEW COM 031100100 290,022 6,302,081 SH   SOLE   6,302,081 0 0
AMGEN INC COM 031162100 2,357,252 21,060,996 SH   SOLE   21,060,996 0 0
AMICUS THERAPEUTICS INC COM 03152W109 733 315,974 SH   SOLE   315,974 0 0
AMIRA NATURE FOODS LTD SHS G0335L102 438 33,877 SH   SOLE   33,877 0 0
AMKOR TECHNOLOGY INC COM 031652100 18,779 4,386,692 SH   SOLE   4,386,692 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 19,029 1,382,899 SH   SOLE   1,382,899 0 0
AMPCO-PITTSBURGH CORP COM 032037103 6,065 338,450 SH   SOLE   338,450 0 0
AMPHENOL CORP NEW CL A 032095101 348,866 4,508,478 SH   SOLE   4,508,478 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 7,383 984,397 SH   SOLE   984,397 0 0
AMREIT INC NEW CL B 03216B208 5,425 312,659 SH   SOLE   312,659 0 0
AMREP CORP NEW COM 032159105 22 2,547 SH   SOLE   2,547 0 0
AMSURG CORP COM 03232P405 34,704 874,147 SH   SOLE   874,147 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 0 2 SH   SOLE   2 0 0
AMTRUST FINL SVCS INC COM 032359309 29,838 764,977 SH   SOLE   764,977 0 0
AMYRIS INC COM 03236M101 662 286,384 SH   SOLE   286,384 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 3,244 305,436 SH   SOLE   305,436 0 0
ANADARKO PETE CORP COM 032511107 1,335,630 14,363,152 SH   SOLE   14,363,152 0 0
ANADIGICS INC COM 032515108 5,092 2,584,622 SH   SOLE   2,584,622 0 0
ANALOG DEVICES INC COM 032654105 376,411 8,000,228 SH   SOLE   8,000,228 0 0
ANALOGIC CORP COM PAR $0.05 032657207 27,054 327,367 SH   SOLE   327,367 0 0
ANALYSTS INTL CORP COM NEW 032681207 220 34,168 SH   SOLE   34,168 0 0
ANAREN INC COM 032744104 11,071 434,160 SH   SOLE   434,160 0 0
ANDERSONS INC COM 034164103 32,592 466,272 SH   SOLE   466,272 0 0
ANGIES LIST INC COM 034754101 27,369 1,216,942 SH   SOLE   1,216,942 0 0
ANGIODYNAMICS INC COM 03475V101 12,438 942,273 SH   SOLE   942,273 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 587 44,170 SH   SOLE   44,170 0 0
ANI PHARMACEUTICALS INC COM 00182C103 2,166 221,702 SH   SOLE   221,702 0 0
ANIKA THERAPEUTICS INC COM 035255108 9,223 386,068 SH   SOLE   386,068 0 0
ANIXTER INTL INC COM 035290105 61,885 705,961 SH   SOLE   705,961 0 0
ANN INC COM 035623107 54,643 1,508,652 SH   SOLE   1,508,652 0 0
ANNALY CAP MGMT INC COM 035710409 247,508 21,373,747 SH   SOLE   21,373,747 0 0
ANNIES INC COM 03600T104 21,329 434,408 SH   SOLE   434,408 0 0
ANSYS INC COM 03662Q105 214,261 2,476,435 SH   SOLE   2,476,435 0 0
ANTARES PHARMA INC COM 036642106 15,019 3,699,209 SH   SOLE   3,699,209 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 449 111,801 SH   SOLE   111,801 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 17,288 3,579,262 SH   SOLE   3,579,262 0 0
AOL INC COM 00184X105 79,149 2,288,854 SH   SOLE   2,288,854 0 0
AON PLC SHS CL A G0408V102 630,264 8,466,738 SH   SOLE   8,466,738 0 0
APACHE CORP COM 037411105 875,609 10,284,347 SH   SOLE   10,284,347 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 152,963 5,474,688 SH   SOLE   5,474,688 0 0
APCO OIL & GAS INTERNATIONAL SHS G0471F109 4,831 338,782 SH   SOLE   338,782 0 0
API TECHNOLOGIES CORP COM NEW 00187E203 969 330,719 SH   SOLE   330,719 0 0
APOGEE ENTERPRISES INC COM 037598109 23,379 788,975 SH   SOLE   788,975 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 13,165 862,163 SH   SOLE   862,163 0 0
APOLLO GROUP INC CL A 037604105 57,670 2,771,275 SH   SOLE   2,771,275 0 0
APOLLO INVT CORP COM 03761U106 29,601 3,631,569 SH   SOLE   3,631,569 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 13,537 927,815 SH   SOLE   927,815 0 0
APPLE INC COM 037833100 11,625,918 24,385,775 SH   SOLE   24,385,775 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 56,354 1,094,246 SH   SOLE   1,094,246 0 0
APPLIED MATLS INC COM 038222105 540,473 30,829,567 SH   SOLE   30,829,567 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 26,318 2,040,158 SH   SOLE   2,040,158 0 0
APPROACH RESOURCES INC COM 03834A103 25,212 959,346 SH   SOLE   959,346 0 0
APTARGROUP INC COM 038336103 109,101 1,814,419 SH   SOLE   1,814,419 0 0
AQUA AMERICA INC COM 03836W103 113,574 4,592,564 SH   SOLE   4,592,564 0 0
ARABIAN AMERN DEV CO COM 038465100 2,396 263,246 SH   SOLE   263,246 0 0
ARATANA THERAPEUTICS INC COM 03874P101 1,224 74,889 SH   SOLE   74,889 0 0
ARBOR RLTY TR INC COM 038923108 4,954 730,708 SH   SOLE   730,708 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 7,044 1,534,656 SH   SOLE   1,534,656 0 0
ARCA BIOPHARMA INC COM NEW 00211Y209 115 72,141 SH   SOLE   72,141 0 0
ARCH CAP GROUP LTD ORD G0450A105 174,459 3,222,970 SH   SOLE   3,222,970 0 0
ARCH COAL INC COM 039380100 26,491 6,445,598 SH   SOLE   6,445,598 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 639,327 17,354,161 SH   SOLE   17,354,161 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 104 8,802 SH   SOLE   8,802 0 0
ARCTIC CAT INC COM 039670104 21,545 377,656 SH   SOLE   377,656 0 0
ARDEN GROUP INC CL A 039762109 5,433 41,796 SH   SOLE   41,796 0 0
ARENA PHARMACEUTICALS INC COM 040047102 33,235 6,306,373 SH   SOLE   6,306,373 0 0
ARES CAP CORP COM 04010L103 46,426 2,685,107 SH   SOLE   2,685,107 0 0
ARES COML REAL ESTATE CORP COM 04013V108 4,789 385,313 SH   SOLE   385,313 0 0
ARGAN INC COM 04010E109 10,731 488,417 SH   SOLE   488,417 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 31,792 741,129 SH   SOLE   741,129 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 81,971 4,454,971 SH   SOLE   4,454,971 0 0
ARK RESTAURANTS CORP COM 040712101 41 1,905 SH   SOLE   1,905 0 0
ARKANSAS BEST CORP DEL COM 040790107 17,656 687,817 SH   SOLE   687,817 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 8,551 359,607 SH   SOLE   359,607 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 2,659 268,310 SH   SOLE   268,310 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 42,355 10,084,636 SH   SOLE   10,084,636 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 32,236 586,528 SH   SOLE   586,528 0 0
AROTECH CORP COM NEW 042682203 11 6,261 SH   SOLE   6,261 0 0
ARQULE INC COM 04269E107 4,728 2,029,171 SH   SOLE   2,029,171 0 0
ARRAY BIOPHARMA INC COM 04269X105 19,744 3,174,320 SH   SOLE   3,174,320 0 0
ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 1,425 1,326,000 PRN   SOLE   1,326,000 0 0
ARRIS GROUP INC NEW COM 04270V106 51,696 3,032,000 SH   SOLE   3,032,000 0 0
ARROW ELECTRS INC COM 042735100 138,752 2,859,104 SH   SOLE   2,859,104 0 0
ARROW FINL CORP COM 042744102 12,307 484,722 SH   SOLE   484,722 0 0
ARROWHEAD RESH CORP COM NEW 042797209 1,776 312,207 SH   SOLE   312,207 0 0
ARTESIAN RESOURCES CORP CL A 043113208 2,358 105,984 SH   SOLE   105,984 0 0
ARTHROCARE CORP COM 043136100 28,358 797,020 SH   SOLE   797,020 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 15,884 303,366 SH   SOLE   303,366 0 0
ARUBA NETWORKS INC COM 043176106 56,743 3,410,017 SH   SOLE   3,410,017 0 0
ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 519 568,000 PRN   SOLE   568,000 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 44,672 839,697 SH   SOLE   839,697 0 0
ASCENA RETAIL GROUP INC COM 04351G101 65,936 3,308,385 SH   SOLE   3,308,385 0 0
ASCENT CAP GROUP INC COM SER A 043632108 30,818 382,262 SH   SOLE   382,262 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 34,337 2,782,572 SH   SOLE   2,782,572 0 0
ASHLAND INC NEW COM 044209104 189,206 2,045,908 SH   SOLE   2,045,908 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 334 3,386 SH   SOLE   3,386 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 72,906 2,008,979 SH   SOLE   2,008,979 0 0
ASPEN TECHNOLOGY INC COM 045327103 112,824 3,265,520 SH   SOLE   3,265,520 0 0
ASSOCIATED BANC CORP COM 045487105 79,634 5,140,975 SH   SOLE   5,140,975 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 33,075 2,218,290 SH   SOLE   2,218,290 0 0
ASSURANT INC COM 04621X108 111,915 2,068,677 SH   SOLE   2,068,677 0 0
ASSURED GUARANTY LTD COM G0585R106 73,978 3,945,508 SH   SOLE   3,945,508 0 0
ASTA FDG INC COM 046220109 2,349 264,226 SH   SOLE   264,226 0 0
ASTEA INTL INC COM NEW 04622E208 312 108,014 SH   SOLE   108,014 0 0
ASTEC INDS INC COM 046224101 20,558 571,680 SH   SOLE   571,680 0 0
ASTEX PHARMACEUTICALS INC COM 04624B103 31,486 3,708,636 SH   SOLE   3,708,636 0 0
ASTORIA FINL CORP COM 046265104 32,751 2,632,696 SH   SOLE   2,632,696 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 4,186 80,600 SH   SOLE   80,600 0 0
ASTRONICS CORP COM 046433108 18,466 371,482 SH   SOLE   371,482 0 0
ASURE SOFTWARE INC COM 04649U102 217 50,149 SH   SOLE   50,149 0 0
AT&T INC COM 00206R102 4,808,202 142,170,369 SH   SOLE   99,999,999 0 0
ATHENAHEALTH INC COM 04685W103 104,910 966,184 SH   SOLE   966,184 0 0
ATHLON ENERGY INC COM 047477104 6,456 197,422 SH   SOLE   197,422 0 0
ATLANTIC AMERN CORP COM 048209100 42 10,432 SH   SOLE   10,432 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 6,403 1,485,565 SH   SOLE   1,485,565 0 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 14,246 273,285 SH   SOLE   273,285 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 1,967 533,077 SH   SOLE   533,077 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 29,551 642,004 SH   SOLE   642,004 0 0
ATMEL CORP COM 049513104 83,848 11,269,867 SH   SOLE   11,269,867 0 0
ATMI INC COM 00207R101 23,520 886,862 SH   SOLE   886,862 0 0
ATMOS ENERGY CORP COM 049560105 100,004 2,348,061 SH   SOLE   2,348,061 0 0
ATRICURE INC COM 04963C209 2,919 265,837 SH   SOLE   265,837 0 0
ATRION CORP COM 049904105 12,490 48,266 SH   SOLE   48,266 0 0
ATWOOD OCEANICS INC COM 050095108 83,013 1,508,234 SH   SOLE   1,508,234 0 0
AUDIENCE INC COM 05070J102 1,687 150,047 SH   SOLE   150,047 0 0
AUDIOCODES LTD ORD M15342104 684 97,666 SH   SOLE   97,666 0 0
AUTHENTIDATE HLDG CORP COM NEW 052666203 488 548,555 SH   SOLE   548,555 0 0
AUTOBYTEL INC COM NEW 05275N205 2,423 337,946 SH   SOLE   337,946 0 0
AUTODESK INC COM 052769106 250,225 6,077,858 SH   SOLE   6,077,858 0 0
AUTOLIV INC COM 052800109 132,443 1,515,535 SH   SOLE   1,515,535 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 916,831 12,666,907 SH   SOLE   12,666,907 0 0
AUTONATION INC COM 05329W102 78,089 1,496,810 SH   SOLE   1,496,810 0 0
AUTOZONE INC COM 053332102 430,231 1,017,744 SH   SOLE   1,017,744 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 27,315 1,500,838 SH   SOLE   1,500,838 0 0
AV HOMES INC COM 00234P102 5,833 334,069 SH   SOLE   334,069 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 264,746 6,145,460 SH   SOLE   6,145,460 0 0
AVALONBAY CMNTYS INC COM 053484101 580,689 4,569,113 SH   SOLE   4,569,113 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 19,034 4,499,712 SH   SOLE   4,499,712 0 0
AVEO PHARMACEUTICALS INC COM 053588109 4,389 2,130,749 SH   SOLE   2,130,749 0 0
AVERY DENNISON CORP COM 053611109 123,080 2,828,126 SH   SOLE   2,828,126 0 0
AVG TECHNOLOGIES N V SHS N07831105 16,489 688,748 SH   SOLE   688,748 0 0
AVIAT NETWORKS INC COM 05366Y102 8,166 3,177,334 SH   SOLE   3,177,334 0 0
AVID TECHNOLOGY INC COM 05367P100 5,622 937,057 SH   SOLE   937,057 0 0
AVIS BUDGET GROUP COM 053774105 75,151 2,606,698 SH   SOLE   2,606,698 0 0
AVISTA CORP COM 05379B107 54,341 2,058,359 SH   SOLE   2,058,359 0 0
AVIV REIT INC MD COM 05381L101 11,906 522,199 SH   SOLE   522,199 0 0
AVNET INC COM 053807103 153,663 3,684,074 SH   SOLE   3,684,074 0 0
AVON PRODS INC COM 054303102 231,833 11,254,012 SH   SOLE   11,254,012 0 0
AVX CORP NEW COM 002444107 20,928 1,593,915 SH   SOLE   1,593,915 0 0
AWARE INC MASS COM 05453N100 1,666 305,120 SH   SOLE   305,120 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 7,336 3,476,871 SH   SOLE   3,476,871 0 0
AXIALL CORP COM 05463D100 75,700 2,003,183 SH   SOLE   2,003,183 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 117,491 2,712,799 SH   SOLE   2,712,799 0 0
AXT INC COM 00246W103 2,105 899,711 SH   SOLE   899,711 0 0
AZZ INC COM 002474104 28,613 683,538 SH   SOLE   683,538 0 0
B & G FOODS INC NEW COM 05508R106 48,017 1,389,773 SH   SOLE   1,389,773 0 0
B/E AEROSPACE INC COM 073302101 191,332 2,591,868 SH   SOLE   2,591,868 0 0
B2GOLD CORP COM 11777Q209 13,860 5,588,588 SH   SOLE   5,588,588 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 87,547 2,596,299 SH   SOLE   2,596,299 0 0
BADGER METER INC COM 056525108 18,803 404,355 SH   SOLE   404,355 0 0
BAIDU INC SPON ADR REP A 056752108 2,770 17,851 SH   SOLE   17,851 0 0
BAKER HUGHES INC COM 057224107 558,528 11,375,314 SH   SOLE   11,375,314 0 0
BAKER MICHAEL CORP COM 057149106 11,720 289,608 SH   SOLE   289,608 0 0
BALCHEM CORP COM 057665200 42,424 819,779 SH   SOLE   819,779 0 0
BALDWIN & LYONS INC CL B 057755209 8,449 346,567 SH   SOLE   346,567 0 0
BALL CORP COM 058498106 180,386 4,019,298 SH   SOLE   4,019,298 0 0
BALLANTYNE STRONG INC COM 058516105 725 170,204 SH   SOLE   170,204 0 0
BALLY TECHNOLOGIES INC COM 05874B107 101,495 1,408,478 SH   SOLE   1,408,478 0 0
BANC CALIF INC COM 05990K106 3,663 264,865 SH   SOLE   264,865 0 0
BANCFIRST CORP COM 05945F103 13,021 240,819 SH   SOLE   240,819 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 4 273 SH   SOLE   273 0 0
BANCO MACRO SA SPON ADR B 05961W105 11,756 489,842 SH   SOLE   489,842 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 2,142 308,264 SH   SOLE   308,264 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 289 10,974 SH   SOLE   10,974 0 0
BANCORP INC DEL COM 05969A105 19,496 1,102,074 SH   SOLE   1,102,074 0 0
BANCORPSOUTH INC COM 059692103 53,684 2,692,259 SH   SOLE   2,692,259 0 0
BANK HAWAII CORP COM 062540109 64,926 1,192,393 SH   SOLE   1,192,393 0 0
BANK KY FINL CORP COM 062896105 2,203 80,653 SH   SOLE   80,653 0 0
BANK MUTUAL CORP NEW COM 063750103 9,539 1,521,381 SH   SOLE   1,521,381 0 0
BANK NEW YORK MELLON CORP COM 064058100 905,292 29,986,495 SH   SOLE   29,986,495 0 0
BANK OF AMERICA CORPORATION COM 060505104 3,853,379 279,230,381 SH   SOLE   99,999,999 0 0
BANK OF MARIN BANCORP COM 063425102 9,368 225,464 SH   SOLE   225,464 0 0
BANK OF THE OZARKS INC COM 063904106 41,021 855,679 SH   SOLE   855,679 0 0
BANKFINANCIAL CORP COM 06643P104 6,024 681,448 SH   SOLE   681,448 0 0
BANKRATE INC DEL COM 06647F102 28,757 1,398,024 SH   SOLE   1,398,024 0 0
BANKUNITED INC COM 06652K103 45,190 1,448,867 SH   SOLE   1,448,867 0 0
BANNER CORP COM NEW 06652V208 20,617 540,283 SH   SOLE   540,283 0 0
BAR HBR BANKSHARES COM 066849100 1,808 49,155 SH   SOLE   49,155 0 0
BARCLAYS PLC ADR 06738E204 3,846 225,678 SH   SOLE   225,678 0 0
BARD C R INC COM 067383109 243,012 2,109,478 SH   SOLE   2,109,478 0 0
BARNES & NOBLE INC COM 067774109 14,188 1,096,482 SH   SOLE   1,096,482 0 0
BARNES GROUP INC COM 067806109 45,662 1,307,610 SH   SOLE   1,307,610 0 0
BARNWELL INDS INC COM 068221100 290 83,953 SH   SOLE   83,953 0 0
BARRETT BILL CORP COM 06846N104 36,378 1,448,756 SH   SOLE   1,448,756 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 14,025 208,360 SH   SOLE   208,360 0 0
BARRY R G CORP OHIO COM 068798107 1,987 105,060 SH   SOLE   105,060 0 0
BASIC ENERGY SVCS INC NEW COM 06985P100 10,433 825,390 SH   SOLE   825,390 0 0
BASSETT FURNITURE INDS INC COM 070203104 6,718 414,963 SH   SOLE   414,963 0 0
BAXTER INTL INC COM 071813109 1,030,892 15,693,294 SH   SOLE   15,693,294 0 0
BAZAARVOICE INC COM 073271108 12,089 1,332,811 SH   SOLE   1,332,811 0 0
BB&T CORP COM 054937107 630,312 18,675,923 SH   SOLE   18,675,923 0 0
BBCN BANCORP INC COM 073295107 30,841 2,242,973 SH   SOLE   2,242,973 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 2,618 394,893 SH   SOLE   394,893 0 0
BBX CAP CORP CL A PAR $0.01 05540P100 5,175 360,105 SH   SOLE   360,105 0 0
BCB BANCORP INC COM 055298103 608 56,026 SH   SOLE   56,026 0 0
BCE INC COM NEW 05534B760 2,207 51,686 SH   SOLE   51,686 0 0
BEACON ROOFING SUPPLY INC COM 073685109 47,256 1,281,701 SH   SOLE   1,281,701 0 0
BEAM INC COM 073730103 271,711 4,202,806 SH   SOLE   4,202,806 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 896 103,084 SH   SOLE   103,084 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 14,125 784,698 SH   SOLE   784,698 0 0
BEBE STORES INC COM 075571109 5,116 840,044 SH   SOLE   840,044 0 0
BECTON DICKINSON & CO COM 075887109 509,827 5,097,250 SH   SOLE   5,097,250 0 0
BED BATH & BEYOND INC COM 075896100 440,666 5,696,300 SH   SOLE   5,696,300 0 0
BEL FUSE INC CL B 077347300 6,806 390,232 SH   SOLE   390,232 0 0
BELDEN INC COM 077454106 81,335 1,269,869 SH   SOLE   1,269,869 0 0
BELLATRIX EXPLORATION LTD COM 078314101 13 1,700 SH   SOLE   1,700 0 0
BELO CORP COM SER A 080555105 35,639 2,601,407 SH   SOLE   2,601,407 0 0
BEMIS INC COM 081437105 111,556 2,859,679 SH   SOLE   2,859,679 0 0
BENCHMARK ELECTRS INC COM 08160H101 52,097 2,275,980 SH   SOLE   2,275,980 0 0
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 11,617 1,165,190 SH   SOLE   1,165,190 0 0
BERKLEY W R CORP COM 084423102 129,724 3,026,693 SH   SOLE   3,026,693 0 0
BERKSHIRE BANCORP INC DEL COM NEW 084597202 178 22,233 SH   SOLE   22,233 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 1,193 7 SH   SOLE   7 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5,234,107 46,111,417 SH   SOLE   46,111,417 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 19,079 759,813 SH   SOLE   759,813 0 0
BERRY PETE CO CL A 085789105 58,275 1,351,154 SH   SOLE   1,351,154 0 0
BERRY PLASTICS GROUP INC COM 08579W103 28,424 1,423,352 SH   SOLE   1,423,352 0 0
BEST BUY INC COM 086516101 289,828 7,728,750 SH   SOLE   7,728,750 0 0
BGC PARTNERS INC CL A 05541T101 18,736 3,321,370 SH   SOLE   3,321,370 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 11,399 708,029 SH   SOLE   708,029 0 0
BIG LOTS INC COM 089302103 55,819 1,504,950 SH   SOLE   1,504,950 0 0
BIGLARI HLDGS INC COM 08986R101 19,514 47,287 SH   SOLE   47,287 0 0
BIO RAD LABS INC CL A 090572207 63,669 541,590 SH   SOLE   541,590 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 20,262 678,115 SH   SOLE   678,115 0 0
BIOAMBER INC COM 09072Q106 3 565 SH   SOLE   565 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 8,483 1,165,193 SH   SOLE   1,165,193 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 6,702 1,234,240 SH   SOLE   1,234,240 0 0
BIOGEN IDEC INC COM 09062X103 1,492,977 6,201,099 SH   SOLE   6,201,099 0 0
BIOLASE INC COM 090911108 2,455 1,284,184 SH   SOLE   1,284,184 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 230,861 3,198,854 SH   SOLE   3,198,854 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 1,839 512,000 PRN   SOLE   512,000 0 0
BIOMED REALTY TRUST INC COM 09063H107 129,801 6,982,280 SH   SOLE   6,982,280 0 0
BIOSCRIP INC COM 09069N108 16,389 1,866,587 SH   SOLE   1,866,587 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 47 2,407 SH   SOLE   2,407 0 0
BIOTA PHARMACEUTIALS INC COM 090694100 671 160,513 SH   SOLE   160,513 0 0
BIOTELEMETRY INC COM 090672106 5,589 563,929 SH   SOLE   563,929 0 0
BIOTIME INC COM 09066L105 5,020 1,321,174 SH   SOLE   1,321,174 0 0
BJS RESTAURANTS INC COM 09180C106 19,221 670,416 SH   SOLE   670,416 0 0
BLACK BOX CORP DEL COM 091826107 14,013 457,349 SH   SOLE   457,349 0 0
BLACK DIAMOND INC COM 09202G101 3,272 269,062 SH   SOLE   269,062 0 0
BLACK HILLS CORP COM 092113109 75,586 1,515,969 SH   SOLE   1,515,969 0 0
BLACKBAUD INC COM 09227Q100 47,661 1,220,812 SH   SOLE   1,220,812 0 0
BLACKHAWK NETWORK HLDGS INC CL A 09238E104 3,145 130,887 SH   SOLE   130,887 0 0
BLACKROCK INC COM 09247X101 902,793 3,336,016 SH   SOLE   3,336,016 0 0
BLACKROCK KELSO CAPITAL CORP COM 092533108 8,266 871,907 SH   SOLE   871,907 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 1,874 74,411 SH   SOLE   74,411 0 0
BLOCK H & R INC COM 093671105 188,191 7,058,940 SH   SOLE   7,058,940 0 0
BLOOMIN BRANDS INC COM 094235108 27,737 1,174,795 SH   SOLE   1,174,795 0 0
BLOUNT INTL INC NEW COM 095180105 16,962 1,400,658 SH   SOLE   1,400,658 0 0
BLUCORA INC COM 095229100 29,695 1,292,206 SH   SOLE   1,292,206 0 0
BLUE NILE INC COM 09578R103 16,138 394,288 SH   SOLE   394,288 0 0
BLUEBIRD BIO INC COM 09609G100 1,720 63,785 SH   SOLE   63,785 0 0
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BLYTH INC COM NEW 09643P207 3,403 246,078 SH   SOLE   246,078 0 0
BNC BANCORP COM 05566T101 2,516 188,584 SH   SOLE   188,584 0 0
BOB EVANS FARMS INC COM 096761101 46,700 815,442 SH   SOLE   815,442 0 0
BODY CENT CORP COM 09689U102 3,002 492,081 SH   SOLE   492,081 0 0
BOEING CO COM 097023105 2,165,189 18,427,141 SH   SOLE   18,427,141 0 0
BOFI HLDG INC COM 05566U108 10,109 155,974 SH   SOLE   155,974 0 0
BOINGO WIRELESS INC COM 09739C102 1,577 225,277 SH   SOLE   225,277 0 0
BOISE CASCADE CO DEL COM 09739D100 4,388 162,803 SH   SOLE   162,803 0 0
BOISE INC COM 09746Y105 35,233 2,796,232 SH   SOLE   2,796,232 0 0
BOK FINL CORP COM NEW 05561Q201 49,030 773,961 SH   SOLE   773,961 0 0
BOLT TECHNOLOGY CORP COM 097698104 6,260 346,820 SH   SOLE   346,820 0 0
BON-TON STORES INC COM 09776J101 3,970 376,342 SH   SOLE   376,342 0 0
BONANZA CREEK ENERGY INC COM 097793103 38,877 805,576 SH   SOLE   805,576 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 6,961 360,306 SH   SOLE   360,306 0 0
BORGWARNER INC COM 099724106 313,407 3,091,107 SH   SOLE   3,091,107 0 0
BOSTON BEER INC CL A 100557107 52,855 216,433 SH   SOLE   216,433 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 25,502 2,299,591 SH   SOLE   2,299,591 0 0
BOSTON PROPERTIES INC COM 101121101 599,692 5,609,843 SH   SOLE   5,609,843 0 0
BOSTON SCIENTIFIC CORP COM 101137107 421,965 35,942,521 SH   SOLE   35,942,521 0 0
BOTTOMLINE TECH DEL INC COM 101388106 29,282 1,050,302 SH   SOLE   1,050,302 0 0
BOULDER BRANDS INC COM 101405108 27,907 1,739,855 SH   SOLE   1,739,855 0 0
BOVIE MEDICAL CORP COM 10211F100 45 15,898 SH   SOLE   15,898 0 0
BOX SHIPS INCORPORATED SHS Y09675102 166 40,646 SH   SOLE   40,646 0 0
BOYD GAMING CORP COM 103304101 32,461 2,294,059 SH   SOLE   2,294,059 0 0
BP PLC SPONSORED ADR 055622104 865 20,569 SH   SOLE   20,569 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 548 6,321 SH   SOLE   6,321 0 0
BPZ RESOURCES INC COM 055639108 7,890 4,046,063 SH   SOLE   4,046,063 0 0
BRADY CORP CL A 104674106 47,466 1,556,266 SH   SOLE   1,556,266 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 70,509 5,349,705 SH   SOLE   5,349,705 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 9,803 649,195 SH   SOLE   649,195 0 0
BRE PROPERTIES INC CL A 05564E106 147,464 2,905,118 SH   SOLE   2,905,118 0 0
BRIDGE BANCORP INC COM 108035106 2,796 130,025 SH   SOLE   130,025 0 0
BRIDGE CAP HLDGS COM 108030107 1,842 108,510 SH   SOLE   108,510 0 0
BRIDGEPOINT ED INC COM 10807M105 10,187 564,676 SH   SOLE   564,676 0 0
BRIGGS & STRATTON CORP COM 109043109 25,596 1,272,159 SH   SOLE   1,272,159 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 14,303 399,179 SH   SOLE   399,179 0 0
BRIGHTCOVE INC COM 10921T101 3,784 336,314 SH   SOLE   336,314 0 0
BRINKER INTL INC COM 109641100 73,676 1,817,820 SH   SOLE   1,817,820 0 0
BRINKS CO COM 109696104 39,093 1,381,373 SH   SOLE   1,381,373 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 2,013,393 43,504,612 SH   SOLE   43,504,612 0 0
BRISTOW GROUP INC COM 110394103 70,576 969,980 SH   SOLE   969,980 0 0
BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 22 18,000 PRN   SOLE   18,000 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 611 5,812 SH   SOLE   5,812 0 0
BROADCOM CORP CL A 111320107 497,721 19,128,401 SH   SOLE   19,128,401 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 98,526 3,103,188 SH   SOLE   3,103,188 0 0
BROADSOFT INC COM 11133B409 28,886 800,603 SH   SOLE   800,603 0 0
BROADVISION INC COM PAR $.001 111412706 18 1,860 SH   SOLE   1,860 0 0
BROADWIND ENERGY INC COM NEW 11161T207 1,906 242,802 SH   SOLE   242,802 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 83,852 10,416,409 SH   SOLE   10,416,409 0 0
BROOKDALE SR LIVING INC COM 112463104 60,453 2,298,580 SH   SOLE   2,298,580 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 208 177,000 PRN   SOLE   177,000 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 575 15,365 SH   SOLE   15,365 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 21,248 2,260,473 SH   SOLE   2,260,473 0 0
BROOKS AUTOMATION INC COM 114340102 16,501 1,772,413 SH   SOLE   1,772,413 0 0
BROWN & BROWN INC COM 115236101 106,448 3,316,134 SH   SOLE   3,316,134 0 0
BROWN FORMAN CORP CL B 115637209 277,507 4,073,199 SH   SOLE   4,073,199 0 0
BROWN SHOE INC NEW COM 115736100 26,280 1,119,732 SH   SOLE   1,119,732 0 0
BRT RLTY TR SH BEN INT NEW 055645303 2,764 385,543 SH   SOLE   385,543 0 0
BRUKER CORP COM 116794108 50,360 2,438,748 SH   SOLE   2,438,748 0 0
BRUNSWICK CORP COM 117043109 96,041 2,406,436 SH   SOLE   2,406,436 0 0
BRYN MAWR BK CORP COM 117665109 12,520 464,201 SH   SOLE   464,201 0 0
BSQUARE CORP COM NEW 11776U300 701 253,865 SH   SOLE   253,865 0 0
BTU INTL INC COM 056032105 47 14,328 SH   SOLE   14,328 0 0
BUCKLE INC COM 118440106 40,990 758,365 SH   SOLE   758,365 0 0
BUFFALO WILD WINGS INC COM 119848109 58,265 524,084 SH   SOLE   524,084 0 0
BUILD A BEAR WORKSHOP COM 120076104 537 76,902 SH   SOLE   76,902 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 3,638 618,789 SH   SOLE   618,789 0 0
BUNGE LIMITED COM G16962105 250,435 3,299,100 SH   SOLE   3,299,100 0 0
BURGER KING WORLDWIDE INC COM 121220107 36,500 1,869,858 SH   SOLE   1,869,858 0 0
C & F FINL CORP COM 12466Q104 1,834 37,887 SH   SOLE   37,887 0 0
C D I CORP COM 125071100 6,766 441,933 SH   SOLE   441,933 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 255,744 4,291,720 SH   SOLE   4,291,720 0 0
C&J ENERGY SVCS INC COM 12467B304 26,184 1,303,973 SH   SOLE   1,303,973 0 0
CA INC COM 12673P105 281,204 9,477,726 SH   SOLE   9,477,726 0 0
CABELAS INC COM 126804301 80,094 1,270,734 SH   SOLE   1,270,734 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 122,242 7,259,044 SH   SOLE   7,259,044 0 0
CABOT CORP COM 127055101 67,320 1,576,204 SH   SOLE   1,576,204 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 23,293 604,853 SH   SOLE   604,853 0 0
CABOT OIL & GAS CORP COM 127097103 432,879 11,599,126 SH   SOLE   11,599,126 0 0
CACHE INC COM NEW 127150308 3,228 541,539 SH   SOLE   541,539 0 0
CACI INTL INC CL A 127190304 40,351 583,868 SH   SOLE   583,868 0 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 3,455 2,710,000 PRN   SOLE   2,710,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 99,933 7,396,959 SH   SOLE   7,396,959 0 0
CADENCE DESIGN SYSTEM INC NOTE 1.500%12/1 127387AF5 6,894 6,920,000 PRN   SOLE   6,920,000 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 28,416 15,624,000 PRN   SOLE   15,624,000 0 0
CADENCE PHARMACEUTICALS INC COM 12738T100 11,744 1,864,073 SH   SOLE   1,864,073 0 0
CADIZ INC COM NEW 127537207 148 29,036 SH   SOLE   29,036 0 0
CAESARS ENTMT CORP COM 127686103 20,096 1,021,149 SH   SOLE   1,021,149 0 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 682 14,929 SH   SOLE   14,929 0 0
CAFEPRESS INC COM 12769A103 187 30,549 SH   SOLE   30,549 0 0
CAI INTERNATIONAL INC COM 12477X106 5,206 223,709 SH   SOLE   223,709 0 0
CAL DIVE INTL INC DEL COM 12802T101 6,112 2,981,315 SH   SOLE   2,981,315 0 0
CAL MAINE FOODS INC COM NEW 128030202 17,707 368,356 SH   SOLE   368,356 0 0
CALAMOS ASSET MGMT INC CL A 12811R104 7,854 786,214 SH   SOLE   786,214 0 0
CALAMP CORP COM 128126109 17,904 1,016,701 SH   SOLE   1,016,701 0 0
CALAVO GROWERS INC COM 128246105 11,639 384,880 SH   SOLE   384,880 0 0
CALGON CARBON CORP COM 129603106 27,984 1,473,624 SH   SOLE   1,473,624 0 0
CALIFORNIA FIRST NTNL BANCOR COM 130222102 385 22,554 SH   SOLE   22,554 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 26,632 1,310,635 SH   SOLE   1,310,635 0 0
CALIX INC COM 13100M509 15,761 1,238,080 SH   SOLE   1,238,080 0 0
CALLAWAY GOLF CO COM 131193104 13,642 1,916,063 SH   SOLE   1,916,063 0 0
CALLIDUS SOFTWARE INC COM 13123E500 11,911 1,298,954 SH   SOLE   1,298,954 0 0
CALLON PETE CO DEL COM 13123X102 7,825 1,430,583 SH   SOLE   1,430,583 0 0
CALPINE CORP COM NEW 131347304 166,035 8,545,285 SH   SOLE   8,545,285 0 0
CAMBIUM LEARNING GRP INC COM 13201A107 560 363,784 SH   SOLE   363,784 0 0
CAMBREX CORP COM 132011107 12,788 968,807 SH   SOLE   968,807 0 0
CAMCO FINL CORP COM 132618109 230 57,087 SH   SOLE   57,087 0 0
CAMDEN NATL CORP COM 133034108 11,450 280,913 SH   SOLE   280,913 0 0
CAMDEN PPTY TR SH BEN INT 133131102 196,548 3,199,024 SH   SOLE   3,199,024 0 0
CAMECO CORP COM 13321L108 53 2,938 SH   SOLE   2,938 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 368,942 6,320,745 SH   SOLE   6,320,745 0 0
CAMPBELL SOUP CO COM 134429109 196,138 4,817,936 SH   SOLE   4,817,936 0 0
CAMPUS CREST CMNTYS INC COM 13466Y105 20,288 1,878,494 SH   SOLE   1,878,494 0 0
CANADIAN NAT RES LTD COM 136385101 659 20,968 SH   SOLE   20,968 0 0
CANADIAN NATL RY CO COM 136375102 550 5,421 SH   SOLE   5,421 0 0
CANADIAN PAC RY LTD COM 13645T100 272 2,209 SH   SOLE   2,209 0 0
CANTEL MEDICAL CORP COM 138098108 30,036 943,050 SH   SOLE   943,050 0 0
CANTERBURY PARK HOLDING CORP COM 13811E101 5 449 SH   SOLE   449 0 0
CAPE BANCORP INC COM 139209100 387 42,301 SH   SOLE   42,301 0 0
CAPELLA EDUCATION COMPANY COM 139594105 24,065 425,483 SH   SOLE   425,483 0 0
CAPITAL BK FINL CORP CL A COM 139794101 15,522 707,174 SH   SOLE   707,174 0 0
CAPITAL CITY BK GROUP INC COM 139674105 4,931 418,625 SH   SOLE   418,625 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,081,676 15,735,764 SH   SOLE   15,735,764 0 0
CAPITAL PRODUCT PARTNERS L P COM UNIT LP Y11082107 121 13,456 SH   SOLE   13,456 0 0
CAPITAL SOUTHWEST CORP COM 140501107 14,372 420,121 SH   SOLE   420,121 0 0
CAPITAL SR LIVING CORP COM 140475104 17,852 844,064 SH   SOLE   844,064 0 0
CAPITALSOURCE INC COM 14055X102 54,637 4,599,043 SH   SOLE   4,599,043 0 0
CAPITOL FED FINL INC COM 14057J101 49,894 4,014,000 SH   SOLE   4,014,000 0 0
CAPLEASE INC COM 140288101 28,280 3,330,998 SH   SOLE   3,330,998 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 31,025 2,635,902 SH   SOLE   2,635,902 0 0
CAPSTONE TURBINE CORP COM 14067D102 10,581 9,043,547 SH   SOLE   9,043,547 0 0
CARBO CERAMICS INC COM 140781105 57,338 578,525 SH   SOLE   578,525 0 0
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CARDINAL HEALTH INC COM 14149Y108 474,045 9,090,037 SH   SOLE   9,090,037 0 0
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CAREFUSION CORP COM 14170T101 213,618 5,789,095 SH   SOLE   5,789,095 0 0
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CARMAX INC COM 143130102 287,062 5,922,465 SH   SOLE   5,922,465 0 0
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CAROLINA BK HLDGS INC GREENS COM 143785103 206 19,363 SH   SOLE   19,363 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 73,915 1,271,976 SH   SOLE   1,271,976 0 0
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CARRIZO OIL & GAS INC COM 144577103 40,616 1,089,205 SH   SOLE   1,089,205 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 1,602 263,047 SH   SOLE   263,047 0 0
CARTER INC COM 146229109 114,548 1,509,401 SH   SOLE   1,509,401 0 0
CASCADE BANCORP COM NEW 147154207 674 115,526 SH   SOLE   115,526 0 0
CASCADE MICROTECH INC COM 147322101 1,098 122,370 SH   SOLE   122,370 0 0
CASELLA WASTE SYS INC CL A 147448104 7,833 1,362,280 SH   SOLE   1,362,280 0 0
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CASH AMER INTL INC COM 14754D100 35,186 777,086 SH   SOLE   777,086 0 0
CASS INFORMATION SYS INC COM 14808P109 14,901 279,202 SH   SOLE   279,202 0 0
CASTLE A M & CO COM 148411101 9,320 578,856 SH   SOLE   578,856 0 0
CATAMARAN CORP COM 148887102 80,214 1,745,682 SH   SOLE   1,745,682 0 0
CATERPILLAR INC DEL COM 149123101 1,382,945 16,582,078 SH   SOLE   16,582,078 0 0
CATHAY GENERAL BANCORP COM 149150104 52,509 2,246,868 SH   SOLE   2,246,868 0 0
CATO CORP NEW CL A 149205106 19,910 711,597 SH   SOLE   711,597 0 0
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CBOE HLDGS INC COM 12503M108 104,932 2,319,967 SH   SOLE   2,319,967 0 0
CBRE GROUP INC CL A 12504L109 165,922 7,173,455 SH   SOLE   7,173,455 0 0
CBS CORP NEW CL B 124857202 837,865 15,189,712 SH   SOLE   15,189,712 0 0
CCA INDS INC COM 124867102 23 6,759 SH   SOLE   6,759 0 0
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CECO ENVIRONMENTAL CORP COM 125141101 4,077 289,564 SH   SOLE   289,564 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 18,377 3,547,704 SH   SOLE   3,547,704 0 0
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CELL THERAPEUTICS INC COM NPV NEW 2012 150934883 5,714 3,525,002 SH   SOLE   3,525,002 0 0
CELLCOM ISRAEL LTD SHS M2196U109 132 11,979 SH   SOLE   11,979 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 77,848 2,197,220 SH   SOLE   2,197,220 0 0
CELLULAR DYNAMICS INTL INC COM 15117V109 986 53,546 SH   SOLE   53,546 0 0
CELSION CORPORATION COM NEW 15117N305 2,220 1,930,003 SH   SOLE   1,930,003 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 159 14,233 SH   SOLE   14,233 0 0
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CEMPRA INC COM 15130J109 2,418 210,271 SH   SOLE   210,271 0 0
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CENTENE CORP DEL COM 15135B101 91,533 1,431,102 SH   SOLE   1,431,102 0 0
CENTER BANCORP INC COM 151408101 2,133 149,769 SH   SOLE   149,769 0 0
CENTERPOINT ENERGY INC COM 15189T107 283,996 11,847,992 SH   SOLE   11,847,992 0 0
CENTERSTATE BANKS INC COM 15201P109 9,983 1,031,302 SH   SOLE   1,031,302 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 4,996 951,568 SH   SOLE   951,568 0 0
CENTRAL GARDEN & PET CO COM 153527106 2,146 304,763 SH   SOLE   304,763 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 9,969 1,455,391 SH   SOLE   1,455,391 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 13,350 754,227 SH   SOLE   754,227 0 0
CENTURY ALUM CO COM 156431108 11,903 1,482,337 SH   SOLE   1,482,337 0 0
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CENTURY CASINOS INC COM 156492100 3,588 627,281 SH   SOLE   627,281 0 0
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CEPHEID COM 15670R107 70,606 1,808,559 SH   SOLE   1,808,559 0 0
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CEVA INC COM 157210105 12,340 715,371 SH   SOLE   715,371 0 0
CF INDS HLDGS INC COM 125269100 335,033 1,589,114 SH   SOLE   1,589,114 0 0
CFS BANCORP INC COM 12525D102 1,461 131,893 SH   SOLE   131,893 0 0
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CHAMBERS STR PPTYS COM 157842105 37,212 4,238,277 SH   SOLE   4,238,277 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 262 7,377 SH   SOLE   7,377 0 0
CHANNELADVISOR CORP COM 159179100 3,395 92,693 SH   SOLE   92,693 0 0
CHANTICLEER HLDGS INC COM PAR $.0001 N 15930P404 226 46,294 SH   SOLE   46,294 0 0
CHARLES RIV LABS INTL INC COM 159864107 60,241 1,302,225 SH   SOLE   1,302,225 0 0
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CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 204,117 1,514,668 SH   SOLE   1,514,668 0 0
CHARTER FINL CORP MD COM 16122W108 2,929 271,194 SH   SOLE   271,194 0 0
CHASE CORP COM 16150R104 6,097 207,522 SH   SOLE   207,522 0 0
CHATHAM LODGING TR COM 16208T102 8,360 468,059 SH   SOLE   468,059 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 16,169 285,879 SH   SOLE   285,879 0 0
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CHELSEA THERAPEUTICS INTL LT COM 163428105 7,026 2,349,984 SH   SOLE   2,349,984 0 0
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CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 2,942 2,814,000 PRN   SOLE   2,814,000 0 0
CHEMICAL FINL CORP COM 163731102 25,022 896,190 SH   SOLE   896,190 0 0
CHEMOCENTRYX INC COM 16383L106 1,597 287,223 SH   SOLE   287,223 0 0
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CHENIERE ENERGY INC COM NEW 16411R208 185,764 5,441,233 SH   SOLE   5,441,233 0 0
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CHESAPEAKE ENERGY CORP COM 165167107 352,458 13,618,924 SH   SOLE   13,618,924 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 161 215,000 PRN   SOLE   215,000 0 0
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CHESAPEAKE LODGING TR SH BEN INT 165240102 28,487 1,210,164 SH   SOLE   1,210,164 0 0
CHESAPEAKE UTILS CORP COM 165303108 17,620 335,688 SH   SOLE   335,688 0 0
CHEVRON CORP NEW COM 166764100 6,216,866 51,167,623 SH   SOLE   51,167,623 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 155,587 2,295,806 SH   SOLE   2,295,806 0 0
CHICAGO RIVET & MACH CO COM 168088102 2 77 SH   SOLE   77 0 0
CHICOPEE BANCORP INC COM 168565109 347 19,702 SH   SOLE   19,702 0 0
CHICOS FAS INC COM 168615102 72,189 4,333,082 SH   SOLE   4,333,082 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 34,977 604,621 SH   SOLE   604,621 0 0
CHIMERA INVT CORP COM 16934Q109 77,315 25,432,664 SH   SOLE   25,432,664 0 0
CHIMERIX INC COM 16934W106 2,175 98,970 SH   SOLE   98,970 0 0
CHINA BIOLOGIC PRODS INC COM 16938C106 2,673 91,511 SH   SOLE   91,511 0 0
CHINA CERAMICS CO LTD SHS G2113X100 525 157,108 SH   SOLE   157,108 0 0
CHINA CORD BLOOD CORP SHS G21107100 335 88,225 SH   SOLE   88,225 0 0
CHINA GREEN AGRICULTURE INC COM 16943W105 614 135,010 SH   SOLE   135,010 0 0
CHINA INFORMATION TECHNOLOGY COM G21174100 173 33,617 SH   SOLE   33,617 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 11,506 203,900 SH   SOLE   203,900 0 0
CHINDEX INTERNATIONAL INC COM 169467107 7,691 451,326 SH   SOLE   451,326 0 0
CHIPMOS TECH BERMUDA LTD SHS G2110R114 502 27,911 SH   SOLE   27,911 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 346,154 807,254 SH   SOLE   807,254 0 0
CHIQUITA BRANDS INTL INC COM 170032809 20,287 1,602,445 SH   SOLE   1,602,445 0 0
CHOICE HOTELS INTL INC COM 169905106 32,975 763,488 SH   SOLE   763,488 0 0
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CHUBB CORP COM 171232101 607,691 6,808,103 SH   SOLE   6,808,103 0 0
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CIT GROUP INC COM NEW 125581801 233,689 4,791,654 SH   SOLE   4,791,654 0 0
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CITIZENS INC CL A 174740100 11,477 1,328,345 SH   SOLE   1,328,345 0 0
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CITY NATL CORP COM 178566105 86,401 1,296,143 SH   SOLE   1,296,143 0 0
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CLECO CORP NEW COM 12561W105 78,552 1,751,834 SH   SOLE   1,751,834 0 0
CLIFFS NAT RES INC COM 18683K101 90,968 4,437,452 SH   SOLE   4,437,452 0 0
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CLOROX CO DEL COM 189054109 283,527 3,469,495 SH   SOLE   3,469,495 0 0
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CME GROUP INC COM 12572Q105 610,229 8,259,738 SH   SOLE   8,259,738 0 0
CMS ENERGY CORP COM 125896100 211,600 8,039,528 SH   SOLE   8,039,528 0 0
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CNOOC LTD SPONSORED ADR 126132109 1,590 7,881 SH   SOLE   7,881 0 0
COACH INC COM 189754104 410,122 7,521,042 SH   SOLE   7,521,042 0 0
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COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 666 630,000 PRN   SOLE   630,000 0 0
COBIZ FINANCIAL INC COM 190897108 11,425 1,182,757 SH   SOLE   1,182,757 0 0
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COCA COLA CO COM 191216100 3,810,999 100,607,142 SH   SOLE   99,999,999 0 0
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COGNEX CORP COM 192422103 76,560 2,446,787 SH   SOLE   2,446,787 0 0
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COHEN & STEERS INC COM 19247A100 17,202 487,157 SH   SOLE   487,157 0 0
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COLUMBIA SPORTSWEAR CO COM 198516106 18,986 315,224 SH   SOLE   315,224 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 14,924 621,048 SH   SOLE   621,048 0 0
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COMCAST CORP NEW CL A SPL 20030N200 71,308 1,644,933 SH   SOLE   1,644,933 0 0
COMERICA INC COM 200340107 224,573 5,712,871 SH   SOLE   5,712,871 0 0
COMFORT SYS USA INC COM 199908104 17,745 1,055,596 SH   SOLE   1,055,596 0 0
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COMMERCIAL METALS CO COM 201723103 58,560 3,454,860 SH   SOLE   3,454,860 0 0
COMMERCIAL VEH GROUP INC COM 202608105 2,655 334,025 SH   SOLE   334,025 0 0
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COMMUNITYONE BANCORP COM 20416Q108 1,420 143,722 SH   SOLE   143,722 0 0
COMMVAULT SYSTEMS INC COM 204166102 117,886 1,340,836 SH   SOLE   1,340,836 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 33,066 718,508 SH   SOLE   718,508 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 86 8,664 SH   SOLE   8,664 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 11,151 1,290,678 SH   SOLE   1,290,678 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 626 44,821 SH   SOLE   44,821 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 7,309 274,679 SH   SOLE   274,679 0 0
COMPANIA CERVECERIAS UNIDAS RIGHT 10/04/2013 204429112 19 41,873 SH   SOLE   41,873 0 0
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COMPX INTERNATIONAL INC CL A 20563P101 800 61,651 SH   SOLE   61,651 0 0
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CONTANGO OIL & GAS COMPANY COM NEW 21075N204 13,685 372,378 SH   SOLE   372,378 0 0
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COOPER COS INC COM NEW 216648402 165,317 1,274,708 SH   SOLE   1,274,708 0 0
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COPART INC COM 217204106 92,326 2,904,253 SH   SOLE   2,904,253 0 0
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CRA INTL INC COM 12618T105 8,246 442,836 SH   SOLE   442,836 0 0
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CREE INC COM 225447101 202,124 3,358,106 SH   SOLE   3,358,106 0 0
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DANAHER CORP DEL COM 235851102 1,082,458 15,615,373 SH   SOLE   15,615,373 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 27 1,010 SH   SOLE   1,010 0 0
DARA BIOSCIENCES INC COM NEW 23703P205 370 754,896 SH   SOLE   754,896 0 0
DARDEN RESTAURANTS INC COM 237194105 158,475 3,423,533 SH   SOLE   3,423,533 0 0
DARLING INTL INC COM 237266101 68,579 3,240,982 SH   SOLE   3,240,982 0 0
DATA I O CORP COM 237690102 39 12,716 SH   SOLE   12,716 0 0
DATALINK CORP COM 237934104 7,610 562,850 SH   SOLE   562,850 0 0
DATAWATCH CORP COM NEW 237917208 4,372 156,690 SH   SOLE   156,690 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 263,281 4,627,090 SH   SOLE   4,627,090 0 0
DAWSON GEOPHYSICAL CO COM 239359102 12,115 373,107 SH   SOLE   373,107 0 0
DCT INDUSTRIAL TRUST INC COM 233153105 83,762 11,649,802 SH   SOLE   11,649,802 0 0
DDR CORP COM 23317H102 142,551 9,073,917 SH   SOLE   9,073,917 0 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 49,985 1,166,788 SH   SOLE   1,166,788 0 0
DEAN FOODS CO NEW COM NEW 242370203 52,667 2,728,861 SH   SOLE   2,728,861 0 0
DECKERS OUTDOOR CORP COM 243537107 60,748 921,541 SH   SOLE   921,541 0 0
DEERE & CO COM 244199105 837,516 10,290,162 SH   SOLE   10,290,162 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 2,576 127,819 SH   SOLE   127,819 0 0
DELCATH SYS INC COM 24661P104 780 2,381,011 SH   SOLE   2,381,011 0 0
DELEK US HLDGS INC COM 246647101 19,730 935,503 SH   SOLE   935,503 0 0
DELIA'S INC NEW COM 246911101 1,467 1,212,660 SH   SOLE   1,212,660 0 0
DELL INC COM 24702R101 533,462 38,794,384 SH   SOLE   38,794,384 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 454,110 7,773,201 SH   SOLE   7,773,201 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 506,137 21,455,556 SH   SOLE   21,455,556 0 0
DELTA APPAREL INC COM 247368103 2,847 171,902 SH   SOLE   171,902 0 0
DELTA NAT GAS INC COM 247748106 1,863 84,344 SH   SOLE   84,344 0 0
DELTIC TIMBER CORP COM 247850100 20,526 315,100 SH   SOLE   315,100 0 0
DELUXE CORP COM 248019101 70,332 1,688,242 SH   SOLE   1,688,242 0 0
DEMAND MEDIA INC COM 24802N109 4,486 709,799 SH   SOLE   709,799 0 0
DEMANDWARE INC COM 24802Y105 20,293 438,006 SH   SOLE   438,006 0 0
DENBURY RES INC COM NEW 247916208 178,673 9,705,232 SH   SOLE   9,705,232 0 0
DENDREON CORP COM 24823Q107 13,580 4,634,969 SH   SOLE   4,634,969 0 0
DENNYS CORP COM 24869P104 17,885 2,927,120 SH   SOLE   2,927,120 0 0
DENTSPLY INTL INC NEW COM 249030107 160,158 3,688,995 SH   SOLE   3,688,995 0 0
DEPOMED INC COM 249908104 13,865 1,856,025 SH   SOLE   1,856,025 0 0
DERMA SCIENCES INC COM PAR $.01 249827502 1,862 150,442 SH   SOLE   150,442 0 0
DESTINATION MATERNITY CORP COM 25065D100 11,721 368,582 SH   SOLE   368,582 0 0
DESTINATION XL GROUP INC COM 25065K104 8,393 1,297,164 SH   SOLE   1,297,164 0 0
DEVON ENERGY CORP NEW COM 25179M103 622,440 10,776,314 SH   SOLE   10,776,314 0 0
DEVRY INC DEL COM 251893103 45,611 1,492,517 SH   SOLE   1,492,517 0 0
DEX MEDIA INC NEW COM 25213A107 1,558 192,050 SH   SOLE   192,050 0 0
DEXCOM INC COM 252131107 53,588 1,898,936 SH   SOLE   1,898,936 0 0
DFC GLOBAL CORP COM 23324T107 12,541 1,141,122 SH   SOLE   1,141,122 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 646 147,794 SH   SOLE   147,794 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 860 6,770 SH   SOLE   6,770 0 0
DIAMOND FOODS INC COM 252603105 15,476 657,146 SH   SOLE   657,146 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 11,537 107,876 SH   SOLE   107,876 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 111,959 1,796,518 SH   SOLE   1,796,518 0 0
DIAMOND RESORTS INTL INC COM 25272T104 3,253 172,960 SH   SOLE   172,960 0 0
DIAMONDBACK ENERGY INC COM 25278X109 24,616 577,296 SH   SOLE   577,296 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 77,764 7,288,144 SH   SOLE   7,288,144 0 0
DIANA SHIPPING INC COM Y2066G104 31 2,555 SH   SOLE   2,555 0 0
DICE HLDGS INC COM 253017107 11,285 1,326,039 SH   SOLE   1,326,039 0 0
DICKS SPORTING GOODS INC COM 253393102 143,012 2,679,132 SH   SOLE   2,679,132 0 0
DIEBOLD INC COM 253651103 50,385 1,716,097 SH   SOLE   1,716,097 0 0
DIGI INTL INC COM 253798102 7,891 789,898 SH   SOLE   789,898 0 0
DIGIMARC CORP NEW COM 25381B101 6,452 319,415 SH   SOLE   319,415 0 0
DIGIRAD CORP COM 253827109 516 204,654 SH   SOLE   204,654 0 0
DIGITAL GENERATION INC COM 25400B108 9,558 739,181 SH   SOLE   739,181 0 0
DIGITAL RIV INC COM 25388B104 19,591 1,096,306 SH   SOLE   1,096,306 0 0
DIGITAL RLTY TR INC COM 253868103 231,828 4,365,876 SH   SOLE   4,365,876 0 0
DIGITALGLOBE INC COM NEW 25389M877 63,360 2,003,780 SH   SOLE   2,003,780 0 0
DILLARDS INC CL A 254067101 71,386 911,704 SH   SOLE   911,704 0 0
DIME CMNTY BANCSHARES COM 253922108 18,078 1,085,768 SH   SOLE   1,085,768 0 0
DINEEQUITY INC COM 254423106 33,912 491,482 SH   SOLE   491,482 0 0
DIODES INC COM 254543101 24,809 1,012,629 SH   SOLE   1,012,629 0 0
DIRECTV COM 25490A309 926,962 15,506,231 SH   SOLE   15,506,231 0 0
DISCOVER FINL SVCS COM 254709108 680,290 13,460,435 SH   SOLE   13,460,435 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 505,282 5,985,334 SH   SOLE   5,985,334 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 62,553 800,726 SH   SOLE   800,726 0 0
DISCOVERY LABORATORIES INC N COM NEW 254668403 3,074 1,568,522 SH   SOLE   1,568,522 0 0
DISH NETWORK CORP CL A 25470M109 225,182 5,002,933 SH   SOLE   5,002,933 0 0
DISNEY WALT CO COM DISNEY 254687106 2,936,710 45,537,451 SH   SOLE   45,537,451 0 0
DIVERSIFIED RSTRNT HLDGS INC COM 25532M105 698 106,374 SH   SOLE   106,374 0 0
DIXIE GROUP INC CL A 255519100 1,823 163,636 SH   SOLE   163,636 0 0
DLH HLDGS CORP COM 23335Q100 16 12,789 SH   SOLE   12,789 0 0
DOLAN CO COM 25659P402 4,735 2,095,142 SH   SOLE   2,095,142 0 0
DOLBY LABORATORIES INC COM 25659T107 42,842 1,241,450 SH   SOLE   1,241,450 0 0
DOLE FOOD CO INC NEW COM 256603101 18,322 1,345,228 SH   SOLE   1,345,228 0 0
DOLLAR FINL CORP NOTE 3.000% 4/0 256664AC7 3,962 4,151,000 PRN   SOLE   4,151,000 0 0
DOLLAR GEN CORP NEW COM 256677105 448,725 7,947,665 SH   SOLE   7,947,665 0 0
DOLLAR TREE INC COM 256746108 333,503 5,834,550 SH   SOLE   5,834,550 0 0
DOMINION DIAMOND CORP COM 257287102 264 21,690 SH   SOLE   21,690 0 0
DOMINION RES BLACK WARRIOR T UNITS BEN INT 25746Q108 65 12,226 SH   SOLE   12,226 0 0
DOMINION RES INC VA NEW COM 25746U109 945,164 15,127,469 SH   SOLE   15,127,469 0 0
DOMINOS PIZZA INC COM 25754A201 192,630 2,834,875 SH   SOLE   2,834,875 0 0
DOMTAR CORP COM NEW 257559203 89,314 1,124,583 SH   SOLE   1,124,583 0 0
DONALDSON INC COM 257651109 137,949 3,617,850 SH   SOLE   3,617,850 0 0
DONEGAL GROUP INC CL A 257701201 5,243 374,760 SH   SOLE   374,760 0 0
DONNELLEY R R & SONS CO COM 257867101 105,000 6,654,020 SH   SOLE   6,654,020 0 0
DORAL FINL CORP COM PAR 0.01 25811P852 1,494 78,281 SH   SOLE   78,281 0 0
DORMAN PRODUCTS INC COM 258278100 35,222 710,838 SH   SOLE   710,838 0 0
DOT HILL SYS CORP COM 25848T109 3,523 1,646,232 SH   SOLE   1,646,232 0 0
DOUBLE EAGLE PETE CO COM PAR $0.10 258570209 970 319,991 SH   SOLE   319,991 0 0
DOUGLAS DYNAMICS INC COM 25960R105 4,312 292,768 SH   SOLE   292,768 0 0
DOUGLAS EMMETT INC COM 25960P109 108,342 4,616,199 SH   SOLE   4,616,199 0 0
DOVER CORP COM 260003108 398,886 4,440,458 SH   SOLE   4,440,458 0 0
DOVER DOWNS GAMING & ENTMT I COM 260095104 506 374,520 SH   SOLE   374,520 0 0
DOVER MOTORSPORTS INC COM 260174107 665 277,151 SH   SOLE   277,151 0 0
DOW CHEM CO COM 260543103 1,214,410 31,625,273 SH   SOLE   31,625,273 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 257,829 5,752,544 SH   SOLE   5,752,544 0 0
DR REDDYS LABS LTD ADR 256135203 196 5,187 SH   SOLE   5,187 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 56,581 1,988,104 SH   SOLE   1,988,104 0 0
DRESSER-RAND GROUP INC COM 261608103 125,669 2,013,919 SH   SOLE   2,013,919 0 0
DRESSER-RAND GROUP INC OPTIONS 261608103 387 6,200 SH Put SOLE   6,200 0 0
DREW INDS INC COM NEW 26168L205 26,501 581,930 SH   SOLE   581,930 0 0
DRIL-QUIP INC COM 262037104 126,287 1,100,538 SH   SOLE   1,100,538 0 0
DRYSHIPS INC SHS Y2109Q101 77 21,745 SH   SOLE   21,745 0 0
DSP GROUP INC COM 23332B106 5,061 717,850 SH   SOLE   717,850 0 0
DST SYS INC DEL COM 233326107 62,302 826,178 SH   SOLE   826,178 0 0
DSW INC CL A 23334L102 96,700 1,133,381 SH   SOLE   1,133,381 0 0
DTE ENERGY CO COM 233331107 321,941 4,879,375 SH   SOLE   4,879,375 0 0
DTS INC COM 23335C101 11,281 537,201 SH   SOLE   537,201 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,415,305 24,168,452 SH   SOLE   24,168,452 0 0
DUCOMMUN INC DEL COM 264147109 13,125 457,651 SH   SOLE   457,651 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,265,134 18,944,810 SH   SOLE   18,944,810 0 0
DUKE REALTY CORP COM NEW 264411505 191,264 12,387,542 SH   SOLE   12,387,542 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 114,952 1,106,900 SH   SOLE   1,106,900 0 0
DUNKIN BRANDS GROUP INC COM 265504100 104,053 2,299,009 SH   SOLE   2,299,009 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 64,482 2,502,210 SH   SOLE   2,502,210 0 0
DURATA THERAPEUTICS INC COM 26658A107 1,250 138,314 SH   SOLE   138,314 0 0
DURECT CORP COM 266605104 2,987 2,229,416 SH   SOLE   2,229,416 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 21,421 271,250 SH   SOLE   271,250 0 0
DYAX CORP COM 26746E103 23,627 3,444,217 SH   SOLE   3,444,217 0 0
DYCOM INDS INC COM 267475101 28,421 1,015,387 SH   SOLE   1,015,387 0 0
DYNAMIC MATLS CORP COM 267888105 10,220 440,907 SH   SOLE   440,907 0 0
DYNAMICS RESH CORP COM 268057106 1,644 216,364 SH   SOLE   216,364 0 0
DYNATRONICS CORP COM NEW 268157401 72 22,786 SH   SOLE   22,786 0 0
DYNAVAX TECHNOLOGIES CORP COM 268158102 6,627 5,569,155 SH   SOLE   5,569,155 0 0
DYNEGY INC NEW DEL COM 26817R108 50,393 2,608,341 SH   SOLE   2,608,341 0 0
DYNEX CAP INC COM NEW 26817Q506 146 16,700 SH   SOLE   16,700 0 0
E HOUSE CHINA HLDGS LTD ADR 26852W103 1,750 190,875 SH   SOLE   190,875 0 0
E M C CORP MASS COM 268648102 1,409,328 55,138,014 SH   SOLE   55,138,014 0 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 18,876 11,811,000 PRN   SOLE   11,811,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 127,794 7,745,104 SH   SOLE   7,745,104 0 0
E2OPEN INC COM 29788A104 3,735 166,744 SH   SOLE   166,744 0 0
EAGLE BANCORP INC MD COM 268948106 19,513 689,740 SH   SOLE   689,740 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A119 2,459 342,443 SH   SOLE   342,443 0 0
EAGLE MATERIALS INC COM 26969P108 92,712 1,277,904 SH   SOLE   1,277,904 0 0
EARTHLINK INC COM 270321102 17,481 3,531,565 SH   SOLE   3,531,565 0 0
EAST WEST BANCORP INC COM 27579R104 119,545 3,741,631 SH   SOLE   3,741,631 0 0
EASTERN CO COM 276317104 42 2,609 SH   SOLE   2,609 0 0
EASTERN INS HLDGS INC COM 276534104 1,636 67,028 SH   SOLE   67,028 0 0
EASTERN VA BANKSHARES INC COM 277196101 653 107,089 SH   SOLE   107,089 0 0
EASTGROUP PPTY INC COM 277276101 69,646 1,176,246 SH   SOLE   1,176,246 0 0
EASTMAN CHEM CO COM 277432100 406,333 5,216,083 SH   SOLE   5,216,083 0 0
EATON CORP PLC SHS G29183103 850,337 12,352,365 SH   SOLE   12,352,365 0 0
EATON VANCE CORP COM NON VTG 278265103 128,929 3,320,352 SH   SOLE   3,320,352 0 0
EBAY INC COM 278642103 1,765,256 31,638,253 SH   SOLE   31,638,253 0 0
EBIX INC COM NEW 278715206 8,490 854,076 SH   SOLE   854,076 0 0
ECHELON CORP COM 27874N105 2,027 847,949 SH   SOLE   847,949 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 4,732 225,964 SH   SOLE   225,964 0 0
ECHOSTAR CORP CL A 278768106 43,971 1,000,700 SH   SOLE   1,000,700 0 0
ECOLAB INC COM 278865100 698,264 7,070,316 SH   SOLE   7,070,316 0 0
ECOTALITY INC COM NEW 27922Y202 13 174,446 SH   SOLE   174,446 0 0
EDGEN GROUP INC CL A 28014Q107 1,625 213,796 SH   SOLE   213,796 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 17 3,165 SH   SOLE   3,165 0 0
EDISON INTL COM 281020107 389,735 8,461,463 SH   SOLE   8,461,463 0 0
EDUCATION MGMT CORP NEW COM 28140M103 5,710 626,104 SH   SOLE   626,104 0 0
EDUCATION RLTY TR INC COM 28140H104 40,900 4,494,452 SH   SOLE   4,494,452 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 222,636 3,197,422 SH   SOLE   3,197,422 0 0
EGAIN CORP COM NEW 28225C806 2,148 142,372 SH   SOLE   142,372 0 0
EHEALTH INC COM 28238P109 20,082 622,496 SH   SOLE   622,496 0 0
EINSTEIN NOAH REST GROUP INC COM 28257U104 4,836 279,239 SH   SOLE   279,239 0 0
EL PASO ELEC CO COM NEW 283677854 37,466 1,121,724 SH   SOLE   1,121,724 0 0
ELAN PLC ADR 284131208 80 5,145 SH   SOLE   5,145 0 0
ELECTRO RENT CORP COM 285218103 10,557 581,972 SH   SOLE   581,972 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 9,662 826,558 SH   SOLE   826,558 0 0
ELECTRONIC ARTS INC COM 285512109 203,876 7,979,483 SH   SOLE   7,979,483 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 42,178 1,331,374 SH   SOLE   1,331,374 0 0
ELEPHANT TALK COMM CORP COM NEW 286202205 30 45,170 SH   SOLE   45,170 0 0
ELIZABETH ARDEN INC COM 28660G106 24,887 674,091 SH   SOLE   674,091 0 0
ELLIE MAE INC COM 28849P100 18,648 582,579 SH   SOLE   582,579 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 1,286 83,690 SH   SOLE   83,690 0 0
ELLIS PERRY INTL INC COM 288853104 7,728 410,213 SH   SOLE   410,213 0 0
EMAGIN CORP COM NEW 29076N206 67 22,114 SH   SOLE   22,114 0 0
EMC INS GROUP INC COM 268664109 5,590 185,218 SH   SOLE   185,218 0 0
EMCOR GROUP INC COM 29084Q100 67,855 1,734,098 SH   SOLE   1,734,098 0 0
EMCORE CORP COM NEW 290846203 167 37,224 SH   SOLE   37,224 0 0
EMERALD OIL INC COM NEW 29101U209 3,458 480,993 SH   SOLE   480,993 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 18,161 953,324 SH   SOLE   953,324 0 0
EMERITUS CORP COM 291005106 21,662 1,169,045 SH   SOLE   1,169,045 0 0
EMERSON ELEC CO COM 291011104 1,201,235 18,566,233 SH   SOLE   18,566,233 0 0
EMERSON RADIO CORP COM NEW 291087203 35 18,453 SH   SOLE   18,453 0 0
EMMIS COMMUNICATIONS CORP CL A 291525103 3,116 1,158,301 SH   SOLE   1,158,301 0 0
EMPIRE DIST ELEC CO COM 291641108 26,537 1,225,145 SH   SOLE   1,225,145 0 0
EMPIRE RESORTS INC COM NEW 292052206 911 244,907 SH   SOLE   244,907 0 0
EMPLOYERS HOLDINGS INC COM 292218104 13,238 445,123 SH   SOLE   445,123 0 0
EMULEX CORP COM NEW 292475209 20,386 2,627,112 SH   SOLE   2,627,112 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,878 81,926 SH   SOLE   81,926 0 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 2,511 87,232 SH   SOLE   87,232 0 0
ENCANA CORP COM 292505104 0 1 SH   SOLE   1 0 0
ENCORE CAP GROUP INC COM 292554102 30,779 672,467 SH   SOLE   672,467 0 0
ENCORE WIRE CORP COM 292562105 22,122 560,912 SH   SOLE   560,912 0 0
ENDEAVOUR INTL CORP COM NEW 29259G200 8,653 1,617,319 SH   SOLE   1,617,319 0 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 136,407 3,001,915 SH   SOLE   3,001,915 0 0
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 30,963 19,527,000 PRN   SOLE   19,527,000 0 0
ENDOCYTE INC COM 29269A102 5,646 423,523 SH   SOLE   423,523 0 0
ENDOLOGIX INC COM 29266S106 28,435 1,761,743 SH   SOLE   1,761,743 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 52,432 976,027 SH   SOLE   976,027 0 0
ENERGEN CORP COM 29265N108 146,895 1,922,955 SH   SOLE   1,922,955 0 0
ENERGIZER HLDGS INC COM 29266R108 166,526 1,826,948 SH   SOLE   1,826,948 0 0
ENERGY RECOVERY INC COM 29270J100 10,584 1,461,894 SH   SOLE   1,461,894 0 0
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 63,198 2,091,958 SH   SOLE   2,091,958 0 0
ENERNOC INC COM 292764107 11,876 792,667 SH   SOLE   792,667 0 0
ENERPLUS CORP COM 292766102 41 2,482 SH   SOLE   2,482 0 0
ENERSIS S A SPONSORED ADR 29274F104 34,622 2,155,789 SH   SOLE   2,155,789 0 0
ENERSYS COM 29275Y102 83,977 1,385,077 SH   SOLE   1,385,077 0 0
ENERSYS NOTE 3.375% 6/0 29275YAA0 3,957 2,558,000 PRN   SOLE   2,558,000 0 0
ENGILITY HLDGS INC COM 29285W104 9,030 284,589 SH   SOLE   284,589 0 0
ENGLOBAL CORP COM 293306106 32 32,958 SH   SOLE   32,958 0 0
ENNIS INC COM 293389102 14,072 780,056 SH   SOLE   780,056 0 0
ENPHASE ENERGY INC COM 29355A107 1,360 167,500 SH   SOLE   167,500 0 0
ENPRO INDS INC COM 29355X107 35,187 584,411 SH   SOLE   584,411 0 0
ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 8,814 4,800,000 PRN   SOLE   4,800,000 0 0
ENSCO PLC SHS CLASS A G3157S106 232,428 4,324,251 SH   SOLE   4,324,251 0 0
ENSIGN GROUP INC COM 29358P101 21,990 534,902 SH   SOLE   534,902 0 0
ENSTAR GROUP LIMITED SHS G3075P101 32,534 238,173 SH   SOLE   238,173 0 0
ENTEGRIS INC COM 29362U104 40,196 3,956,308 SH   SOLE   3,956,308 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 6,179 703,799 SH   SOLE   703,799 0 0
ENTERGY CORP NEW COM 29364G103 296,790 4,696,783 SH   SOLE   4,696,783 0 0
ENTERPRISE BANCORP INC MASS COM 293668109 1,386 73,273 SH   SOLE   73,273 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 4,228 250,185 SH   SOLE   250,185 0 0
ENTERTAINMENT GAMING ASIA IN COM NEW 29383V206 26 21,115 SH   SOLE   21,115 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 11,545 1,956,721 SH   SOLE   1,956,721 0 0
ENTREMED INC COM NEW 29382F202 403 224,144 SH   SOLE   224,144 0 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 11,514 2,637,728 SH   SOLE   2,637,728 0 0
ENVESTNET INC COM 29404K106 9,138 294,787 SH   SOLE   294,787 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 15,341 589,357 SH   SOLE   589,357 0 0
ENZO BIOCHEM INC COM 294100102 1,980 785,595 SH   SOLE   785,595 0 0
ENZON PHARMACEUTICALS INC COM 293904108 4,817 2,867,205 SH   SOLE   2,867,205 0 0
EOG RES INC COM 26875P101 1,227,506 7,251,336 SH   SOLE   7,251,336 0 0
EON COMMUNICATIONS CORP COM NEW 268763208 136 129,978 SH   SOLE   129,978 0 0
EPAM SYS INC COM 29414B104 10,016 290,323 SH   SOLE   290,323 0 0
EPIQ SYS INC COM 26882D109 12,552 951,611 SH   SOLE   951,611 0 0
EPIZYME INC COM 29428V104 5,373 134,324 SH   SOLE   134,324 0 0
EPL OIL & GAS INC COM 26883D108 34,407 927,154 SH   SOLE   927,154 0 0
EPLUS INC COM 294268107 2,270 43,928 SH   SOLE   43,928 0 0
EPR PPTYS COM SH BEN INT 26884U109 82,272 1,687,973 SH   SOLE   1,687,973 0 0
EQT CORP COM 26884L109 347,739 3,919,515 SH   SOLE   3,919,515 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 8,393 170,489 SH   SOLE   170,489 0 0
EQUAL ENERGY LTD COM 29390Q109 1,753 372,103 SH   SOLE   372,103 0 0
EQUIFAX INC COM 294429105 195,106 3,259,914 SH   SOLE   3,259,914 0 0
EQUINIX INC COM NEW 29444U502 244,942 1,333,744 SH   SOLE   1,333,744 0 0
EQUINIX INC NOTE 3.000%10/1 29444UAG1 21,031 12,598,000 PRN   SOLE   12,598,000 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 46,631 20,748,000 PRN   SOLE   20,748,000 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 97,666 2,858,231 SH   SOLE   2,858,231 0 0
EQUITY ONE COM 294752100 76,077 3,480,186 SH   SOLE   3,480,186 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 678,752 12,670,381 SH   SOLE   12,670,381 0 0
ERA GROUP INC COM 26885G109 15,625 574,879 SH   SOLE   574,879 0 0
ERBA DIAGNOSTICS COM 29490B101 89 61,548 SH   SOLE   61,548 0 0
ERICKSON AIR-CRANE INC COM 29482P100 605 38,611 SH   SOLE   38,611 0 0
ERIE INDTY CO CL A 29530P102 43,821 604,679 SH   SOLE   604,679 0 0
ESB FINL CORP COM 26884F102 4,805 376,864 SH   SOLE   376,864 0 0
ESCALADE INC COM 296056104 17 1,959 SH   SOLE   1,959 0 0
ESCALON MED CORP COM NEW 296074305 410 273,316 SH   SOLE   273,316 0 0
ESCO TECHNOLOGIES INC COM 296315104 25,011 752,657 SH   SOLE   752,657 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 1,505 79,773 SH   SOLE   79,773 0 0
ESSA BANCORP INC COM 29667D104 1,488 142,756 SH   SOLE   142,756 0 0
ESSEX PPTY TR INC COM 297178105 211,553 1,432,313 SH   SOLE   1,432,313 0 0
ESSEX RENT CORP COM 297187106 8 2,344 SH   SOLE   2,344 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 84,643 1,059,493 SH   SOLE   1,059,493 0 0
ETFS GOLD TR SHS 26922Y105 1,740 13,310 SH   SOLE   13,310 0 0
ETFS PALLADIUM TR SH BEN INT 26923A106 321 4,543 SH   SOLE   4,543 0 0
ETFS PLATINUM TR SH BEN INT 26922V101 505 3,677 SH   SOLE   3,677 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 19,060 683,887 SH   SOLE   683,887 0 0
EURONET WORLDWIDE INC COM 298736109 53,157 1,332,923 SH   SOLE   1,332,923 0 0
EUROSEAS LTD COM NEW Y23592200 231 152,887 SH   SOLE   152,887 0 0
EVERBANK FINL CORP COM 29977G102 38,898 2,596,648 SH   SOLE   2,596,648 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 44,735 908,692 SH   SOLE   908,692 0 0
EVEREST RE GROUP LTD COM G3223R108 193,826 1,332,960 SH   SOLE   1,332,960 0 0
EVERTEC INC COM 30040P103 18,506 833,240 SH   SOLE   833,240 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 2,643 234,736 SH   SOLE   234,736 0 0
EVOLVING SYS INC COM NEW 30049R209 3,001 312,242 SH   SOLE   312,242 0 0
EVRYWARE GLOBAL INC COM 300439106 946 83,026 SH   SOLE   83,026 0 0
EXACT SCIENCES CORP COM 30063P105 24,959 2,115,156 SH   SOLE   2,115,156 0 0
EXACTECH INC COM 30064E109 7,106 352,675 SH   SOLE   352,675 0 0
EXAMWORKS GROUP INC COM 30066A105 10,666 410,395 SH   SOLE   410,395 0 0
EXAR CORP COM 300645108 16,811 1,253,625 SH   SOLE   1,253,625 0 0
EXCEL TR INC COM 30068C109 15,504 1,291,959 SH   SOLE   1,291,959 0 0
EXCO RESOURCES INC COM 269279402 26,146 3,879,193 SH   SOLE   3,879,193 0 0
EXELIS INC COM 30162A108 162,537 10,346,115 SH   SOLE   10,346,115 0 0
EXELIXIS INC COM 30161Q104 29,933 5,143,186 SH   SOLE   5,143,186 0 0
EXELON CORP COM 30161N101 655,317 22,109,220 SH   SOLE   22,109,220 0 0
EXLSERVICE HOLDINGS INC COM 302081104 22,689 796,652 SH   SOLE   796,652 0 0
EXONE CO COM 302104104 5,558 130,471 SH   SOLE   130,471 0 0
EXPEDIA INC DEL COM NEW 30212P303 154,645 2,984,842 SH   SOLE   2,984,842 0 0
EXPEDITORS INTL WASH INC COM 302130109 249,739 5,668,161 SH   SOLE   5,668,161 0 0
EXPONENT INC COM 30214U102 27,263 379,503 SH   SOLE   379,503 0 0
EXPRESS INC COM 30219E103 61,575 2,610,223 SH   SOLE   2,610,223 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,328,257 21,492,839 SH   SOLE   21,492,839 0 0
EXTERRAN HLDGS INC COM 30225X103 45,224 1,640,348 SH   SOLE   1,640,348 0 0
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 906 727,000 PRN   SOLE   727,000 0 0
EXTRA SPACE STORAGE INC COM 30225T102 186,497 4,076,430 SH   SOLE   4,076,430 0 0
EXTREME NETWORKS INC COM 30226D106 18,121 3,471,487 SH   SOLE   3,471,487 0 0
EXXON MOBIL CORP COM 30231G102 10,029,934 116,572,914 SH   SOLE   99,999,999 0 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 1,826 74,119 SH   SOLE   74,119 0 0
EZCORP INC CL A NON VTG 302301106 23,661 1,402,558 SH   SOLE   1,402,558 0 0
F M C CORP COM NEW 302491303 255,814 3,566,849 SH   SOLE   3,566,849 0 0
F5 NETWORKS INC COM 315616102 175,432 2,044,475 SH   SOLE   2,044,475 0 0
FAB UNVL CORP COM 302771100 656 88,996 SH   SOLE   88,996 0 0
FABRINET SHS G3323L100 7,534 447,385 SH   SOLE   447,385 0 0
FACEBOOK INC CL A 30303M102 1,928,464 38,392,673 SH   SOLE   38,392,673 0 0
FACTSET RESH SYS INC COM 303075105 117,081 1,073,152 SH   SOLE   1,073,152 0 0
FAIR ISAAC CORP COM 303250104 57,679 1,043,389 SH   SOLE   1,043,389 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 45,315 3,262,397 SH   SOLE   3,262,397 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 7,400 774,847 SH   SOLE   774,847 0 0
FAIRWAY GROUP HLDGS CORP CL A 30603D109 4,617 180,651 SH   SOLE   180,651 0 0
FALCONSTOR SOFTWARE INC COM 306137100 1,088 823,964 SH   SOLE   823,964 0 0
FAMILY DLR STORES INC COM 307000109 185,414 2,574,480 SH   SOLE   2,574,480 0 0
FAMOUS DAVES AMER INC COM 307068106 3,740 232,416 SH   SOLE   232,416 0 0
FARMER BROS CO COM 307675108 3,713 246,522 SH   SOLE   246,522 0 0
FARMERS CAP BK CORP COM 309562106 5,054 231,205 SH   SOLE   231,205 0 0
FARO TECHNOLOGIES INC COM 311642102 20,907 495,785 SH   SOLE   495,785 0 0
FASTENAL CO COM 311900104 365,866 7,278,018 SH   SOLE   7,278,018 0 0
FBL FINL GROUP INC CL A 30239F106 11,612 258,614 SH   SOLE   258,614 0 0
FBR & CO COM NEW 30247C400 15,181 566,246 SH   SOLE   566,246 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 4,907 146,999 SH   SOLE   146,999 0 0
FEDERAL MOGUL CORP COM 313549404 14,729 877,259 SH   SOLE   877,259 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 291,848 2,876,767 SH   SOLE   2,876,767 0 0
FEDERAL SIGNAL CORP COM 313855108 26,266 2,040,840 SH   SOLE   2,040,840 0 0
FEDERATED INVS INC PA CL B 314211103 70,006 2,577,545 SH   SOLE   2,577,545 0 0
FEDERATED NATL HLDG CO COM 31422T101 2,626 275,865 SH   SOLE   275,865 0 0
FEDEX CORP COM 31428X106 913,120 8,002,099 SH   SOLE   8,002,099 0 0
FEI CO COM 30241L109 105,839 1,205,460 SH   SOLE   1,205,460 0 0
FELCOR LODGING TR INC COM 31430F101 31,440 5,103,940 SH   SOLE   5,103,940 0 0
FEMALE HEALTH CO COM 314462102 2,970 301,203 SH   SOLE   301,203 0 0
FERRO CORP COM 315405100 20,993 2,304,348 SH   SOLE   2,304,348 0 0
FIBROCELL SCIENCE INC COM NEW 315721209 779 177,963 SH   SOLE   177,963 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 152,549 5,734,927 SH   SOLE   5,734,927 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 524,848 11,301,629 SH   SOLE   11,301,629 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 2,754 179,501 SH   SOLE   179,501 0 0
FIDUS INVT CORP COM 316500107 3,443 177,457 SH   SOLE   177,457 0 0
FIELDPOINT PETROLEUM CORP COM 316570100 13 2,922 SH   SOLE   2,922 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 10,152 269,774 SH   SOLE   269,774 0 0
FIFTH & PAC COS INC COM 316645100 81,768 3,253,812 SH   SOLE   3,253,812 0 0
FIFTH STREET FINANCE CORP COM 31678A103 17,920 1,742,357 SH   SOLE   1,742,357 0 0
FIFTH THIRD BANCORP COM 316773100 424,924 23,541,475 SH   SOLE   23,541,475 0 0
FINANCIAL ENGINES INC COM 317485100 77,879 1,310,314 SH   SOLE   1,310,314 0 0
FINANCIAL INSTNS INC COM 317585404 9,162 447,792 SH   SOLE   447,792 0 0
FINISAR CORP COM NEW 31787A507 59,767 2,641,071 SH   SOLE   2,641,071 0 0
FINISH LINE INC CL A 317923100 31,250 1,256,546 SH   SOLE   1,256,546 0 0
FIRST ACCEPTANCE CORP COM 318457108 70 39,814 SH   SOLE   39,814 0 0
FIRST AMERN FINL CORP COM 31847R102 81,494 3,346,774 SH   SOLE   3,346,774 0 0
FIRST BANCORP INC ME COM 31866P102 4,385 263,339 SH   SOLE   263,339 0 0
FIRST BANCORP N C COM 318910106 8,698 601,958 SH   SOLE   601,958 0 0
FIRST BANCORP P R COM NEW 318672706 11,315 1,992,129 SH   SOLE   1,992,129 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 129 3,966 SH   SOLE   3,966 0 0
FIRST BUSEY CORP COM 319383105 11,850 2,274,462 SH   SOLE   2,274,462 0 0
FIRST CASH FINL SVCS INC COM 31942D107 44,872 775,126 SH   SOLE   775,126 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 9,658 590,725 SH   SOLE   590,725 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 21,238 2,798,183 SH   SOLE   2,798,183 0 0
FIRST CONN BANCORP INC MD COM 319850103 3,300 224,488 SH   SOLE   224,488 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 43,938 213,707 SH   SOLE   213,707 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 8,535 364,884 SH   SOLE   364,884 0 0
FIRST FED BANCSHARES ARK COM NEW 32020F303 483 51,640 SH   SOLE   51,640 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 1,713 164,193 SH   SOLE   164,193 0 0
FIRST FINL BANCORP OH COM 320209109 25,635 1,689,821 SH   SOLE   1,689,821 0 0
FIRST FINL BANKSHARES COM 32020R109 50,113 851,537 SH   SOLE   851,537 0 0
FIRST FINL CORP IND COM 320218100 12,146 384,734 SH   SOLE   384,734 0 0
FIRST FINL HLDGS INC NEW COM 32023E105 39,573 717,416 SH   SOLE   717,416 0 0
FIRST HORIZON NATL CORP COM 320517105 71,801 6,533,321 SH   SOLE   6,533,321 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 65,891 4,049,825 SH   SOLE   4,049,825 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 5,435 225,033 SH   SOLE   225,033 0 0
FIRST LONG IS CORP COM 320734106 12,740 327,931 SH   SOLE   327,931 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 85 7,166 SH   SOLE   7,166 0 0
FIRST MARBLEHEAD CORP COM 320771108 2,270 2,767,784 SH   SOLE   2,767,784 0 0
FIRST MERCHANTS CORP COM 320817109 17,828 1,028,740 SH   SOLE   1,028,740 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 31,707 2,102,611 SH   SOLE   2,102,611 0 0
FIRST NBC BK HLDG CO COM 32115D106 1,077 44,168 SH   SOLE   44,168 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 99,081 9,554,611 SH   SOLE   9,554,611 0 0
FIRST POTOMAC RLTY TR COM 33610F109 30,099 2,394,480 SH   SOLE   2,394,480 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 109,383 2,345,756 SH   SOLE   2,345,756 0 0
FIRST SEC GROUP INC COM NEW 336312202 1,380 663,357 SH   SOLE   663,357 0 0
FIRST SOLAR INC COM 336433107 75,238 1,871,138 SH   SOLE   1,871,138 0 0
FIRST SOUTH BANCORP INC VA COM 33646W100 1,067 169,982 SH   SOLE   169,982 0 0
FIRST TR EXCHANGE TRADED FD TECH ALPHADEX 33734X176 52 1,900 SH   SOLE   1,900 0 0
FIRST TR ISE CHINDIA INDEX F COM 33733A102 31 1,200 SH   SOLE   1,200 0 0
FIRST UTD CORP COM 33741H107 98 11,882 SH   SOLE   11,882 0 0
FIRSTBANK CORP MICH COM 33761G104 996 51,159 SH   SOLE   51,159 0 0
FIRSTENERGY CORP COM 337932107 392,690 10,773,395 SH   SOLE   10,773,395 0 0
FIRSTHAND TECH VALUE FD INC COM 33766Y100 2,718 111,040 SH   SOLE   111,040 0 0
FIRSTMERIT CORP COM 337915102 106,111 4,885,425 SH   SOLE   4,885,425 0 0
FISERV INC COM 337738108 346,388 3,427,885 SH   SOLE   3,427,885 0 0
FIVE BELOW INC COM 33829M101 36,715 839,785 SH   SOLE   839,785 0 0
FIVE STAR QUALITY CARE INC COM 33832D106 6,571 1,270,904 SH   SOLE   1,270,904 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 9,757 661,052 SH   SOLE   661,052 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 182,785 1,659,266 SH   SOLE   1,659,266 0 0
FLEETMATICS GROUP PLC COM G35569105 7,311 194,712 SH   SOLE   194,712 0 0
FLEXSTEEL INDS INC COM 339382103 3,299 132,137 SH   SOLE   132,137 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 21,861 2,404,989 SH   SOLE   2,404,989 0 0
FLIR SYS INC COM 302445101 131,238 4,179,553 SH   SOLE   4,179,553 0 0
FLOTEK INDS INC DEL COM 343389102 31,348 1,362,960 SH   SOLE   1,362,960 0 0
FLOW INTL CORP COM 343468104 2,495 625,252 SH   SOLE   625,252 0 0
FLOWERS FOODS INC COM 343498101 97,751 4,559,296 SH   SOLE   4,559,296 0 0
FLOWSERVE CORP COM 34354P105 229,588 3,679,888 SH   SOLE   3,679,888 0 0
FLUIDIGM CORP DEL COM 34385P108 7,189 327,677 SH   SOLE   327,677 0 0
FLUOR CORP NEW COM 343412102 297,671 4,194,907 SH   SOLE   4,194,907 0 0
FLUSHING FINL CORP COM 343873105 18,531 1,004,388 SH   SOLE   1,004,388 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 1,144 82,443 SH   SOLE   82,443 0 0
FMC TECHNOLOGIES INC COM 30249U101 346,204 6,246,923 SH   SOLE   6,246,923 0 0
FNB CORP PA COM 302520101 46,325 3,819,020 SH   SOLE   3,819,020 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 3,431 35,342 SH   SOLE   35,342 0 0
FONAR CORP COM NEW 344437405 813 140,967 SH   SOLE   140,967 0 0
FOOD TECHNOLOGY SERVICE INC COM NEW 344798202 9 1,775 SH   SOLE   1,775 0 0
FOOT LOCKER INC COM 344849104 169,629 4,997,902 SH   SOLE   4,997,902 0 0
FORBES ENERGY SVCS LTD COM 345143101 72 15,421 SH   SOLE   15,421 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,722,132 102,082,534 SH   SOLE   99,999,999 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 90,682 4,787,848 SH   SOLE   4,787,848 0 0
FOREST CITY ENTERPRISES INC NOTE 5.000%10/1 345550AM9 3,058 1,993,000 PRN   SOLE   1,993,000 0 0
FOREST CITY ENTERPRISES INC NOTE 4.250% 8/1 345550AP2 360 324,000 PRN   SOLE   324,000 0 0
FOREST LABS INC COM 345838106 275,927 6,448,392 SH   SOLE   6,448,392 0 0
FOREST OIL CORP COM PAR $0.01 346091705 38,215 6,264,675 SH   SOLE   6,264,675 0 0
FORESTAR GROUP INC COM 346233109 27,846 1,293,370 SH   SOLE   1,293,370 0 0
FORMFACTOR INC COM 346375108 10,897 1,588,509 SH   SOLE   1,588,509 0 0
FORRESTER RESH INC COM 346563109 12,912 351,452 SH   SOLE   351,452 0 0
FORTEGRA FINL CORP COM 34954W104 1,337 157,103 SH   SOLE   157,103 0 0
FORTINET INC COM 34959E109 68,086 3,360,610 SH   SOLE   3,360,610 0 0
FORTUNA SILVER MINES INC COM 349915108 3,869 1,060,088 SH   SOLE   1,060,088 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 214,295 5,147,610 SH   SOLE   5,147,610 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 23,680 876,696 SH   SOLE   876,696 0 0
FORWARD AIR CORP COM 349853101 32,548 807,034 SH   SOLE   807,034 0 0
FORWARD INDS INC N Y COM NEW 349862300 781 417,653 SH   SOLE   417,653 0 0
FOSSIL GROUP INC COM 34988V106 156,272 1,344,389 SH   SOLE   1,344,389 0 0
FOSTER L B CO COM 350060109 14,484 316,663 SH   SOLE   316,663 0 0
FOSTER WHEELER AG COM H27178104 37,188 1,411,853 SH   SOLE   1,411,853 0 0
FOX CHASE BANCORP INC NEW COM 35137T108 2,913 167,403 SH   SOLE   167,403 0 0
FOX FACTORY HLDG CORP COM 35138V102 1,120 58,103 SH   SOLE   58,103 0 0
FRANCESCAS HLDGS CORP COM 351793104 22,737 1,221,109 SH   SOLE   1,221,109 0 0
FRANCO NEVADA CORP COM 351858105 85,551 1,890,219 SH   SOLE   1,890,219 0 0
FRANKLIN COVEY CO COM 353469109 8,530 475,194 SH   SOLE   475,194 0 0
FRANKLIN ELEC INC COM 353514102 44,431 1,127,682 SH   SOLE   1,127,682 0 0
FRANKLIN FINL CORP VA COM 35353C102 2,846 150,094 SH   SOLE   150,094 0 0
FRANKLIN RES INC COM 354613101 574,569 11,366,355 SH   SOLE   11,366,355 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 42,941 3,370,532 SH   SOLE   3,370,532 0 0
FREDS INC CL A 356108100 14,883 950,964 SH   SOLE   950,964 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 888,554 26,860,774 SH   SOLE   26,860,774 0 0
FREEPORT-MCMORAN COPPER & GO OPTIONS 35671D857 632 19,100 SH Call SOLE   19,100 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 15,046 903,647 SH   SOLE   903,647 0 0
FREIGHTCAR AMER INC COM 357023100 7,504 362,886 SH   SOLE   362,886 0 0
FREQUENCY ELECTRS INC COM 358010106 1,981 169,576 SH   SOLE   169,576 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 31,252 1,052,963 SH   SOLE   1,052,963 0 0
FRESH MKT INC COM 35804H106 49,083 1,037,466 SH   SOLE   1,037,466 0 0
FRISCHS RESTAURANTS INC COM 358748101 1,751 72,551 SH   SOLE   72,551 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 141,134 33,764,154 SH   SOLE   33,764,154 0 0
FRONTLINE LTD SHS G3682E127 1,680 633,972 SH   SOLE   633,972 0 0
FS BANCORP INC COM 30263Y104 952 55,983 SH   SOLE   55,983 0 0
FTI CONSULTING INC COM 302941109 44,771 1,184,424 SH   SOLE   1,184,424 0 0
FUEL SYS SOLUTIONS INC COM 35952W103 8,563 435,551 SH   SOLE   435,551 0 0
FUEL TECH INC COM 359523107 2,173 498,329 SH   SOLE   498,329 0 0
FUELCELL ENERGY INC COM 35952H106 6,684 5,181,450 SH   SOLE   5,181,450 0 0
FULLER H B CO COM 359694106 58,574 1,296,179 SH   SOLE   1,296,179 0 0
FULTON FINL CORP PA COM 360271100 57,818 4,950,196 SH   SOLE   4,950,196 0 0
FURIEX PHARMACEUTICALS INC COM 36106P101 11,625 264,264 SH   SOLE   264,264 0 0
FURMANITE CORPORATION COM 361086101 11,958 1,207,833 SH   SOLE   1,207,833 0 0
FUSION-IO INC COM 36112J107 33,207 2,479,989 SH   SOLE   2,479,989 0 0
FUTUREFUEL CORPORATION COM 36116M106 19,281 1,073,577 SH   SOLE   1,073,577 0 0
FX ENERGY INC COM 302695101 5,970 1,740,649 SH   SOLE   1,740,649 0 0
FXCM INC COM CL A 302693106 18,424 932,836 SH   SOLE   932,836 0 0
G & K SVCS INC CL A 361268105 33,800 559,764 SH   SOLE   559,764 0 0
G-III APPAREL GROUP LTD COM 36237H101 24,760 453,563 SH   SOLE   453,563 0 0
GAFISA S A SPONS ADR 362607301 13 4,203 SH   SOLE   4,203 0 0
GAIAM INC CL A 36268Q103 2,023 403,819 SH   SOLE   403,819 0 0
GAIN CAP HLDGS INC COM 36268W100 1,473 116,966 SH   SOLE   116,966 0 0
GALENA BIOPHARMA INC COM 363256108 8,343 3,659,353 SH   SOLE   3,659,353 0 0
GALLAGHER ARTHUR J & CO COM 363576109 153,381 3,513,875 SH   SOLE   3,513,875 0 0
GAMCO INVESTORS INC COM 361438104 12,033 158,481 SH   SOLE   158,481 0 0
GAMESTOP CORP NEW CL A 36467W109 162,139 3,265,632 SH   SOLE   3,265,632 0 0
GAMING PARTNERS INTL CORP COM 36467A107 902 111,249 SH   SOLE   111,249 0 0
GANNETT INC COM 364730101 163,544 6,104,667 SH   SOLE   6,104,667 0 0
GAP INC DEL COM 364760108 324,587 8,058,267 SH   SOLE   8,058,267 0 0
GARMIN LTD SHS H2906T109 144,276 3,192,661 SH   SOLE   3,192,661 0 0
GARRISON CAP INC COM 366554103 951 64,376 SH   SOLE   64,376 0 0
GARTNER INC COM 366651107 159,299 2,654,980 SH   SOLE   2,654,980 0 0
GASLOG LTD SHS G37585109 4,841 324,213 SH   SOLE   324,213 0 0
GASTAR EXPL LTD COM NEW 367299203 7,936 2,009,032 SH   SOLE   2,009,032 0 0
GATX CORP COM 361448103 56,446 1,187,838 SH   SOLE   1,187,838 0 0
GEEKNET INC COM NEW 36846Q203 2,362 140,270 SH   SOLE   140,270 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T107 2,748 699,182 SH   SOLE   699,182 0 0
GENCORP INC COM 368682100 27,398 1,709,196 SH   SOLE   1,709,196 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 1,807 1,000,000 PRN   SOLE   1,000,000 0 0
GENERAC HLDGS INC COM 368736104 79,207 1,857,569 SH   SOLE   1,857,569 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 45,530 1,434,003 SH   SOLE   1,434,003 0 0
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 2,685 2,687,000 PRN   SOLE   2,687,000 0 0
GENERAL COMMUNICATION INC CL A 369385109 11,032 1,158,844 SH   SOLE   1,158,844 0 0
GENERAL DYNAMICS CORP COM 369550108 744,131 8,502,413 SH   SOLE   8,502,413 0 0
GENERAL ELECTRIC CO COM 369604103 6,367,615 266,538,937 SH   SOLE   99,999,999 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 343,824 17,823,960 SH   SOLE   17,823,960 0 0
GENERAL MLS INC COM 370334104 851,559 17,770,438 SH   SOLE   17,770,438 0 0
GENERAL MOLY INC COM 370373102 3,390 2,054,508 SH   SOLE   2,054,508 0 0
GENERAL MTRS CO COM 37045V100 965,414 26,839,419 SH   SOLE   26,839,419 0 0
GENERAL MTRS CO JR PFD CNV SRB 37045V209 2,479 49,432 SH   SOLE   49,432 0 0
GENESCO INC COM 371532102 41,305 629,845 SH   SOLE   629,845 0 0
GENESEE & WYO INC CL A 371559105 113,368 1,219,404 SH   SOLE   1,219,404 0 0
GENIE ENERGY LTD CL B 372284208 5,484 559,613 SH   SOLE   559,613 0 0
GENMARK DIAGNOSTICS INC COM 372309104 5,274 434,438 SH   SOLE   434,438 0 0
GENOMIC HEALTH INC COM 37244C101 15,607 510,364 SH   SOLE   510,364 0 0
GENPACT LIMITED SHS G3922B107 59,607 3,157,133 SH   SOLE   3,157,133 0 0
GENTEX CORP COM 371901109 110,236 4,307,786 SH   SOLE   4,307,786 0 0
GENTHERM INC COM 37253A103 21,835 1,143,778 SH   SOLE   1,143,778 0 0
GENTIVA HEALTH SERVICES INC COM 37247A102 11,336 941,509 SH   SOLE   941,509 0 0
GENUINE PARTS CO COM 372460105 327,769 4,052,035 SH   SOLE   4,052,035 0 0
GENVEC INC COM NEW 37246C307 391 298,618 SH   SOLE   298,618 0 0
GENWORTH FINL INC COM CL A 37247D106 197,187 15,405,210 SH   SOLE   15,405,210 0 0
GEO GROUP INC COM 36159R103 71,585 2,152,925 SH   SOLE   2,152,925 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 30,314 359,657 SH   SOLE   359,657 0 0
GERDAU S A SPON ADR REP PFD 373737105 17,298 2,318,733 SH   SOLE   2,318,733 0 0
GERMAN AMERN BANCORP INC COM 373865104 9,599 380,602 SH   SOLE   380,602 0 0
GERON CORP COM 374163103 15,151 4,522,814 SH   SOLE   4,522,814 0 0
GETTY RLTY CORP NEW COM 374297109 19,275 992,028 SH   SOLE   992,028 0 0
GFI GROUP INC COM 361652209 8,216 2,080,031 SH   SOLE   2,080,031 0 0
GIBRALTAR INDS INC COM 374689107 13,456 943,595 SH   SOLE   943,595 0 0
GIGA TRONICS INC COM 375175106 10 8,046 SH   SOLE   8,046 0 0
GIGAMON INC COM 37518B102 968 25,057 SH   SOLE   25,057 0 0
GIGOPTIX INC COM 37517Y103 27 21,005 SH   SOLE   21,005 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 263 53,575 SH   SOLE   53,575 0 0
GILEAD SCIENCES INC COM 375558103 2,509,880 39,921,747 SH   SOLE   39,921,747 0 0
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 36,422 13,081,000 PRN   SOLE   13,081,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 17,044 6,156,000 PRN   SOLE   6,156,000 0 0
GIVEN IMAGING ORD SHS M52020100 525 27,322 SH   SOLE   27,322 0 0
GLACIER BANCORP INC NEW COM 37637Q105 48,786 1,976,736 SH   SOLE   1,976,736 0 0
GLADSTONE CAPITAL CORP COM 376535100 2,786 319,164 SH   SOLE   319,164 0 0
GLADSTONE COML CORP COM 376536108 5,699 317,299 SH   SOLE   317,299 0 0
GLADSTONE INVT CORP COM 376546107 2,566 364,005 SH   SOLE   364,005 0 0
GLATFELTER COM 377316104 32,783 1,211,027 SH   SOLE   1,211,027 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 85 1,686 SH   SOLE   1,686 0 0
GLEACHER & CO INC COM NEW 377341201 1,059 77,053 SH   SOLE   77,053 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 53,622 5,499,684 SH   SOLE   5,499,684 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 4,482 255,516 SH   SOLE   255,516 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 21,779 2,788,626 SH   SOLE   2,788,626 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 4,074 436,207 SH   SOLE   436,207 0 0
GLOBAL GEOPHYSICAL SVCS INC COM 37946S107 699 257,903 SH   SOLE   257,903 0 0
GLOBAL INDEMNITY PLC SHS G39319101 8,932 350,810 SH   SOLE   350,810 0 0
GLOBAL PMTS INC COM 37940X102 103,477 2,025,782 SH   SOLE   2,025,782 0 0
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 4,357 216,678 SH   SOLE   216,678 0 0
GLOBAL SHIP LEASE INC NEW SHS A Y27183105 350 67,507 SH   SOLE   67,507 0 0
GLOBAL SOURCES LTD ORD G39300101 1,485 200,177 SH   SOLE   200,177 0 0
GLOBAL TECH ADVANCED INNOVAT SHS NEW G39320117 213 34,018 SH   SOLE   34,018 0 0
GLOBAL X FDS CHINA CONS ETF 37950E408 75 4,950 SH   SOLE   4,950 0 0
GLOBAL X FDS COPPER MNR ETF 37950E861 35 3,623 SH   SOLE   3,623 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 27,275 1,769,937 SH   SOLE   1,769,937 0 0
GLOBECOMM SYSTEMS INC COM 37956X103 10,497 749,278 SH   SOLE   749,278 0 0
GLOBUS MED INC CL A 379577208 14,454 827,832 SH   SOLE   827,832 0 0
GLU MOBILE INC COM 379890106 5,003 1,798,947 SH   SOLE   1,798,947 0 0
GNC HLDGS INC COM CL A 36191G107 113,254 2,073,115 SH   SOLE   2,073,115 0 0
GOGO INC COM 38046C109 10,239 576,178 SH   SOLE   576,178 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 14,995 398,052 SH   SOLE   398,052 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 78 2,400 SH   SOLE   2,400 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 92 20,089 SH   SOLE   20,089 0 0
GOLD RESOURCE CORP COM 38068T105 3,178 480,494 SH   SOLE   480,494 0 0
GOLDCORP INC NEW COM 380956409 1,995 76,715 SH   SOLE   76,715 0 0
GOLDEN MINERALS CO COM 381119106 72 76,262 SH   SOLE   76,262 0 0
GOLDEN STAR RES LTD CDA COM 38119T104 1,740 4,349,125 SH   SOLE   4,349,125 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,840,950 11,636,118 SH   SOLE   11,636,118 0 0
GOLUB CAP BDC INC COM 38173M102 8,392 484,381 SH   SOLE   484,381 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 0 50 SH   SOLE   50 0 0
GOODRICH PETE CORP COM NEW 382410405 19,675 809,999 SH   SOLE   809,999 0 0
GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 951 884,000 PRN   SOLE   884,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 180,724 8,049,689 SH   SOLE   8,049,689 0 0
GOOGLE INC CL A 38259P508 6,515,337 7,438,363 SH   SOLE   7,438,363 0 0
GORDMANS STORES INC COM 38269P100 2,005 178,187 SH   SOLE   178,187 0 0
GORMAN RUPP CO COM 383082104 17,673 440,501 SH   SOLE   440,501 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 43,588 1,821,491 SH   SOLE   1,821,491 0 0
GP STRATEGIES CORP COM 36225V104 4,720 180,029 SH   SOLE   180,029 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 7,355 143,802 SH   SOLE   143,802 0 0
GRACE W R & CO DEL NEW COM 38388F108 161,104 1,843,294 SH   SOLE   1,843,294 0 0
GRACO INC COM 384109104 118,525 1,600,396 SH   SOLE   1,600,396 0 0
GRAFTECH INTL LTD COM 384313102 26,348 3,118,090 SH   SOLE   3,118,090 0 0
GRAHAM CORP COM 384556106 11,627 321,806 SH   SOLE   321,806 0 0
GRAINGER W W INC COM 384802104 411,171 1,571,093 SH   SOLE   1,571,093 0 0
GRAMERCY PPTY TR INC COM 38489R100 11,567 2,787,206 SH   SOLE   2,787,206 0 0
GRAN TIERRA ENERGY INC COM 38500T101 17,770 2,506,404 SH   SOLE   2,506,404 0 0
GRANA Y MONTERO S A A SPONSORED ADR 38500P208 902 45,188 SH   SOLE   45,188 0 0
GRAND CANYON ED INC COM 38526M106 50,062 1,244,086 SH   SOLE   1,244,086 0 0
GRANITE CONSTR INC COM 387328107 33,298 1,088,181 SH   SOLE   1,088,181 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 47,323 5,528,375 SH   SOLE   5,528,375 0 0
GRAY TELEVISION INC COM 389375106 11,125 1,417,257 SH   SOLE   1,417,257 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 11,770 1,584,135 SH   SOLE   1,584,135 0 0
GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 391064102 812 11,677 SH   SOLE   11,677 0 0
GREAT PLAINS ENERGY INC COM 391164100 89,199 4,017,991 SH   SOLE   4,017,991 0 0
GREAT SOUTHN BANCORP INC COM 390905107 9,880 349,981 SH   SOLE   349,981 0 0
GREATBATCH INC COM 39153L106 23,178 681,119 SH   SOLE   681,119 0 0
GREEN DOT CORP CL A 39304D102 18,273 694,016 SH   SOLE   694,016 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 269,730 3,580,642 SH   SOLE   3,580,642 0 0
GREEN PLAINS RENEWABLE ENERG COM 393222104 7,385 460,110 SH   SOLE   460,110 0 0
GREENBRIER COS INC COM 393657101 17,046 689,288 SH   SOLE   689,288 0 0
GREENHILL & CO INC COM 395259104 41,670 835,406 SH   SOLE   835,406 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 24,233 852,072 SH   SOLE   852,072 0 0
GREENWAY MED TECHNOLOGIES IN COM 39679B103 3,692 178,772 SH   SOLE   178,772 0 0
GREIF INC CL A 397624107 42,776 872,439 SH   SOLE   872,439 0 0
GRIFFIN LD & NURSERIES INC CL A 398231100 2,447 76,224 SH   SOLE   76,224 0 0
GRIFFON CORP COM 398433102 17,228 1,373,839 SH   SOLE   1,373,839 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 43,440 559,223 SH   SOLE   559,223 0 0
GROUPON INC COM CL A 399473107 104,746 9,343,182 SH   SOLE   9,343,182 0 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 1,948 73,159 SH   SOLE   73,159 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 3,793 34,845 SH   SOLE   34,845 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 323 33,988 SH   SOLE   33,988 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 156 5,587 SH   SOLE   5,587 0 0
GSE HLDG INC COM 36191X100 214 102,899 SH   SOLE   102,899 0 0
GSE SYS INC COM 36227K106 78 49,567 SH   SOLE   49,567 0 0
GSI GROUP INC CDA NEW COM NEW 36191C205 3,842 402,714 SH   SOLE   402,714 0 0
GSI TECHNOLOGY COM 36241U106 1,916 272,582 SH   SOLE   272,582 0 0
GSV CAP CORP COM 36191J101 3,736 252,109 SH   SOLE   252,109 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 27,855 3,273,209 SH   SOLE   3,273,209 0 0
GTX INC DEL COM 40052B108 1,947 961,327 SH   SOLE   961,327 0 0
GUANGSHEN RY LTD SPONSORED ADR 40065W107 618 23,329 SH   SOLE   23,329 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 2,264 165,340 SH   SOLE   165,340 0 0
GUESS INC COM 401617105 51,293 1,718,352 SH   SOLE   1,718,352 0 0
GUIDANCE SOFTWARE INC COM 401692108 1,885 207,809 SH   SOLE   207,809 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 49,545 1,051,678 SH   SOLE   1,051,678 0 0
GULF ISLAND FABRICATION INC COM 402307102 10,416 424,966 SH   SOLE   424,966 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 0 12 SH   SOLE   12 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 34,494 677,822 SH   SOLE   677,822 0 0
GULFPORT ENERGY CORP COM NEW 402635304 130,250 2,024,408 SH   SOLE   2,024,408 0 0
GYRODYNE CO AMER INC COM 403820103 1,717 22,924 SH   SOLE   22,924 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 22,960 864,464 SH   SOLE   864,464 0 0
HACKETT GROUP INC COM 404609109 8,162 1,144,756 SH   SOLE   1,144,756 0 0
HAEMONETICS CORP COM 405024100 54,038 1,355,025 SH   SOLE   1,355,025 0 0
HAIN CELESTIAL GROUP INC COM 405217100 93,981 1,218,638 SH   SOLE   1,218,638 0 0
HALCON RES CORP COM NEW 40537Q209 26,977 6,089,614 SH   SOLE   6,089,614 0 0
HALLADOR ENERGY COMPANY COM 40609P105 864 118,313 SH   SOLE   118,313 0 0
HALLIBURTON CO COM 406216101 1,150,942 23,903,271 SH   SOLE   23,903,271 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 2,201 248,127 SH   SOLE   248,127 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 28,225 2,556,584 SH   SOLE   2,556,584 0 0
HAMPDEN BANCORP INC COM 40867E107 141 8,821 SH   SOLE   8,821 0 0
HAMPTON ROADS BANKSHARES INC COM NEW 409321502 465 329,699 SH   SOLE   329,699 0 0
HANCOCK HLDG CO COM 410120109 75,948 2,420,282 SH   SOLE   2,420,282 0 0
HANDY & HARMAN LTD COM 410315105 1,339 56,100 SH   SOLE   56,100 0 0
HANESBRANDS INC COM 410345102 159,224 2,555,359 SH   SOLE   2,555,359 0 0
HANGER INC COM NEW 41043F208 34,912 1,034,121 SH   SOLE   1,034,121 0 0
HANMI FINL CORP COM NEW 410495204 17,178 1,036,695 SH   SOLE   1,036,695 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 1,827 160,257 SH   SOLE   160,257 0 0
HANOVER INS GROUP INC COM 410867105 61,979 1,120,379 SH   SOLE   1,120,379 0 0
HANSEN MEDICAL INC COM 411307101 1,380 771,120 SH   SOLE   771,120 0 0
HARBINGER GROUP INC COM 41146A106 9,661 931,632 SH   SOLE   931,632 0 0
HARDINGE INC COM 412324303 5,794 374,985 SH   SOLE   374,985 0 0
HARLEY DAVIDSON INC COM 412822108 370,431 5,766,358 SH   SOLE   5,766,358 0 0
HARMAN INTL INDS INC COM 413086109 118,832 1,794,226 SH   SOLE   1,794,226 0 0
HARMONIC INC COM 413160102 22,605 2,943,402 SH   SOLE   2,943,402 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 3,299 976,132 SH   SOLE   976,132 0 0
HARRIS CORP DEL COM 413875105 165,475 2,790,473 SH   SOLE   2,790,473 0 0
HARRIS INTERACTIVE INC COM 414549105 1,835 917,661 SH   SOLE   917,661 0 0
HARRIS TEETER SUPERMARKETS I COM 414585109 71,789 1,459,414 SH   SOLE   1,459,414 0 0
HARSCO CORP COM 415864107 51,635 2,073,708 SH   SOLE   2,073,708 0 0
HARTE-HANKS INC COM 416196103 18,480 2,092,827 SH   SOLE   2,092,827 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 369,196 11,863,617 SH   SOLE   11,863,617 0 0
HARVARD BIOSCIENCE INC COM 416906105 9,131 1,735,848 SH   SOLE   1,735,848 0 0
HARVEST NATURAL RESOURCES IN COM 41754V103 4,013 750,162 SH   SOLE   750,162 0 0
HASBRO INC COM 418056107 142,090 3,014,222 SH   SOLE   3,014,222 0 0
HASTINGS ENTMT INC COM 418365102 342 135,007 SH   SOLE   135,007 0 0
HATTERAS FINL CORP COM 41902R103 40,089 2,142,672 SH   SOLE   2,142,672 0 0
HAUPPAUGE DIGITAL INC COM 419131107 7 18,468 SH   SOLE   18,468 0 0
HAVERTY FURNITURE INC COM 419596101 14,518 591,858 SH   SOLE   591,858 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 65,049 2,591,599 SH   SOLE   2,591,599 0 0
HAWAIIAN HOLDINGS INC COM 419879101 10,329 1,388,336 SH   SOLE   1,388,336 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 3,397 127,950 SH   SOLE   127,950 0 0
HAWKINS INC COM 420261109 10,743 284,658 SH   SOLE   284,658 0 0
HAWTHORN BANCSHARES INC COM 420476103 7 503 SH   SOLE   503 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 15,565 343,983 SH   SOLE   343,983 0 0
HCA HOLDINGS INC COM 40412C101 351,618 8,224,983 SH   SOLE   8,224,983 0 0
HCC INS HLDGS INC COM 404132102 116,413 2,656,610 SH   SOLE   2,656,610 0 0
HCI GROUP INC COM 40416E103 9,921 242,916 SH   SOLE   242,916 0 0
HCP INC COM 40414L109 688,310 16,808,549 SH   SOLE   16,808,549 0 0
HD SUPPLY HLDGS INC COM 40416M105 22,387 1,018,980 SH   SOLE   1,018,980 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 822 26,702 SH   SOLE   26,702 0 0
HEADWATERS INC COM 42210P102 19,589 2,179,016 SH   SOLE   2,179,016 0 0
HEALTH CARE REIT INC COM 42217K106 663,780 10,640,903 SH   SOLE   10,640,903 0 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 390 6,784 SH   SOLE   6,784 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 585 48,944 SH   SOLE   48,944 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 86,467 6,755,271 SH   SOLE   6,755,271 0 0
HEALTH NET INC COM 42222G108 72,295 2,280,592 SH   SOLE   2,280,592 0 0
HEALTHCARE RLTY TR COM 421946104 80,763 3,494,730 SH   SOLE   3,494,730 0 0
HEALTHCARE SVCS GRP INC COM 421906108 47,489 1,843,534 SH   SOLE   1,843,534 0 0
HEALTHCARE TR AMER INC CL A 42225P105 25,470 2,421,103 SH   SOLE   2,421,103 0 0
HEALTHSOUTH CORP COM NEW 421924309 81,617 2,367,075 SH   SOLE   2,367,075 0 0
HEALTHSTREAM INC COM 42222N103 22,635 597,545 SH   SOLE   597,545 0 0
HEALTHWAYS INC COM 422245100 18,413 994,740 SH   SOLE   994,740 0 0
HEARTLAND EXPRESS INC COM 422347104 17,967 1,266,146 SH   SOLE   1,266,146 0 0
HEARTLAND FINL USA INC COM 42234Q102 12,474 447,751 SH   SOLE   447,751 0 0
HEARTLAND PMT SYS INC COM 42235N108 36,808 926,682 SH   SOLE   926,682 0 0
HEARTWARE INTL INC COM 422368100 32,698 446,724 SH   SOLE   446,724 0 0
HECLA MNG CO COM 422704106 29,692 9,455,955 SH   SOLE   9,455,955 0 0
HEICO CORP NEW COM 422806109 42,852 632,598 SH   SOLE   632,598 0 0
HEICO CORP NEW CL A 422806208 32,045 639,108 SH   SOLE   639,108 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 9,623 504,890 SH   SOLE   504,890 0 0
HELEN OF TROY CORP LTD COM G4388N106 38,252 864,458 SH   SOLE   864,458 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 77,100 3,039,034 SH   SOLE   3,039,034 0 0
HELMERICH & PAYNE INC COM 423452101 188,904 2,739,725 SH   SOLE   2,739,725 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 1,041 88,621 SH   SOLE   88,621 0 0
HEMISPHERX BIOPHARMA INC COM 42366C103 522 2,218,355 SH   SOLE   2,218,355 0 0
HENRY JACK & ASSOC INC COM 426281101 114,781 2,221,851 SH   SOLE   2,221,851 0 0
HERBALIFE LTD COM USD SHS G4412G101 141,701 2,030,970 SH   SOLE   2,030,970 0 0
HERCULES OFFSHORE INC COM 427093109 34,701 4,714,211 SH   SOLE   4,714,211 0 0
HERCULES TECH GROWTH CAP INC COM 427096508 12,612 827,020 SH   SOLE   827,020 0 0
HERITAGE COMMERCE CORP COM 426927109 4,942 645,976 SH   SOLE   645,976 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 1,707 94,877 SH   SOLE   94,877 0 0
HERITAGE FINL CORP WASH COM 42722X106 7,269 468,334 SH   SOLE   468,334 0 0
HERITAGE FINL GROUP INC COM 42726X102 1,791 102,809 SH   SOLE   102,809 0 0
HERITAGE OAKS BANCORP COM 42724R107 1,748 273,049 SH   SOLE   273,049 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 41,876 7,491,271 SH   SOLE   7,491,271 0 0
HERSHEY CO COM 427866108 398,436 4,307,421 SH   SOLE   4,307,421 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 206,618 9,323,929 SH   SOLE   9,323,929 0 0
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 178 66,000 PRN   SOLE   66,000 0 0
HESKA CORP COM RESTRC NEW 42805E306 1,032 177,879 SH   SOLE   177,879 0 0
HESS CORP COM 42809H107 599,005 7,745,089 SH   SOLE   7,745,089 0 0
HEWLETT PACKARD CO COM 428236103 1,173,574 55,911,102 SH   SOLE   55,911,102 0 0
HEXCEL CORP NEW COM 428291108 92,813 2,392,089 SH   SOLE   2,392,089 0 0
HF FINL CORP COM 404172108 2 185 SH   SOLE   185 0 0
HFF INC CL A 40418F108 23,240 927,728 SH   SOLE   927,728 0 0
HHGREGG INC COM 42833L108 10,536 588,292 SH   SOLE   588,292 0 0
HI-TECH PHARMACAL INC COM 42840B101 37,501 869,084 SH   SOLE   869,084 0 0
HIBBETT SPORTS INC COM 428567101 38,926 693,712 SH   SOLE   693,712 0 0
HICKORY TECH CORP COM 429060106 2,172 190,891 SH   SOLE   190,891 0 0
HIGHER ONE HLDGS INC COM 42983D104 7,153 932,603 SH   SOLE   932,603 0 0
HIGHWOODS PPTYS INC COM 431284108 130,809 3,704,594 SH   SOLE   3,704,594 0 0
HILL INTERNATIONAL INC COM 431466101 1,759 533,071 SH   SOLE   533,071 0 0
HILL ROM HLDGS INC COM 431475102 54,869 1,531,372 SH   SOLE   1,531,372 0 0
HILLENBRAND INC COM 431571108 43,009 1,571,376 SH   SOLE   1,571,376 0 0
HILLSHIRE BRANDS CO COM 432589109 105,019 3,416,366 SH   SOLE   3,416,366 0 0
HILLTOP HOLDINGS INC COM 432748101 29,738 1,607,434 SH   SOLE   1,607,434 0 0
HINGHAM INSTN SVGS MASS COM 433323102 928 13,275 SH   SOLE   13,275 0 0
HITTITE MICROWAVE CORP COM 43365Y104 50,769 776,877 SH   SOLE   776,877 0 0
HMN FINL INC COM 40424G108 237 29,967 SH   SOLE   29,967 0 0
HMS HLDGS CORP COM 40425J101 55,396 2,577,734 SH   SOLE   2,577,734 0 0
HNI CORP COM 404251100 48,726 1,346,758 SH   SOLE   1,346,758 0 0
HOLLYFRONTIER CORP COM 436106108 216,868 5,150,034 SH   SOLE   5,150,034 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 168 11,243 SH   SOLE   11,243 0 0
HOLLYWOOD MEDIA CORP COM 436233100 692 414,561 SH   SOLE   414,561 0 0
HOLOGIC INC COM 436440101 148,264 7,179,832 SH   SOLE   7,179,832 0 0
HOME BANCORP INC COM 43689E107 1,563 86,532 SH   SOLE   86,532 0 0
HOME BANCSHARES INC COM 436893200 38,413 1,264,431 SH   SOLE   1,264,431 0 0
HOME DEPOT INC COM 437076102 2,940,823 38,771,565 SH   SOLE   38,771,565 0 0
HOME FED BANCORP INC MD COM 43710G105 3,282 260,886 SH   SOLE   260,886 0 0
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 4 116 SH   SOLE   116 0 0
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 41,611 1,890,534 SH   SOLE   1,890,534 0 0
HOME PROPERTIES INC COM 437306103 119,141 2,063,050 SH   SOLE   2,063,050 0 0
HOMEAWAY INC COM 43739Q100 30,666 1,096,782 SH   SOLE   1,096,782 0 0
HOMESTREET INC COM 43785V102 8,943 463,363 SH   SOLE   463,363 0 0
HOMETRUST BANCSHARES INC COM 437872104 4,374 265,063 SH   SOLE   265,063 0 0
HONEYWELL INTL INC COM 438516106 1,695,950 20,423,285 SH   SOLE   20,423,285 0 0
HOOKER FURNITURE CORP COM 439038100 2,107 140,910 SH   SOLE   140,910 0 0
HOOPER HOLMES INC COM 439104100 319 678,923 SH   SOLE   678,923 0 0
HOPFED BANCORP INC COM 439734104 2 196 SH   SOLE   196 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 31,328 1,103,863 SH   SOLE   1,103,863 0 0
HORIZON BANCORP IND COM 440407104 2,248 96,284 SH   SOLE   96,284 0 0
HORIZON PHARMA INC COM 44047T109 2,085 622,506 SH   SOLE   622,506 0 0
HORIZON TECHNOLOGY FIN CORP COM 44045A102 1,354 101,632 SH   SOLE   101,632 0 0
HORMEL FOODS CORP COM 440452100 155,502 3,691,888 SH   SOLE   3,691,888 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 52,966 922,106 SH   SOLE   922,106 0 0
HORSEHEAD HLDG CORP COM 440694305 17,414 1,397,617 SH   SOLE   1,397,617 0 0
HOSPIRA INC COM 441060100 167,555 4,272,192 SH   SOLE   4,272,192 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 149,645 5,287,809 SH   SOLE   5,287,809 0 0
HOST HOTELS & RESORTS INC COM 44107P104 581,392 32,902,759 SH   SOLE   32,902,759 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 7,958 591,662 SH   SOLE   591,662 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 16,096 3,077,587 SH   SOLE   3,077,587 0 0
HOWARD HUGHES CORP COM 44267D107 89,989 800,832 SH   SOLE   800,832 0 0
HSN INC COM 404303109 53,645 1,000,475 SH   SOLE   1,000,475 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 319 7,965 SH   SOLE   7,965 0 0
HUB GROUP INC CL A 443320106 41,213 1,050,540 SH   SOLE   1,050,540 0 0
HUBBELL INC CL B 443510201 155,358 1,483,275 SH   SOLE   1,483,275 0 0
HUDSON CITY BANCORP COM 443683107 121,607 13,450,583 SH   SOLE   13,450,583 0 0
HUDSON GLOBAL INC COM 443787106 2,080 642,067 SH   SOLE   642,067 0 0
HUDSON PAC PPTYS INC COM 444097109 27,298 1,403,487 SH   SOLE   1,403,487 0 0
HUDSON VALLEY HOLDING CORP COM 444172100 9,686 515,748 SH   SOLE   515,748 0 0
HUGOTON RTY TR TEX UNIT BEN INT 444717102 63 8,452 SH   SOLE   8,452 0 0
HUMANA INC COM 444859102 378,083 4,051,036 SH   SOLE   4,051,036 0 0
HUNT J B TRANS SVCS INC COM 445658107 189,234 2,594,741 SH   SOLE   2,594,741 0 0
HUNTINGTON BANCSHARES INC COM 446150104 183,722 22,242,396 SH   SOLE   22,242,396 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 101,515 1,506,161 SH   SOLE   1,506,161 0 0
HUNTSMAN CORP COM 447011107 93,927 4,557,367 SH   SOLE   4,557,367 0 0
HURCO COMPANIES INC COM 447324104 2,148 83,072 SH   SOLE   83,072 0 0
HURON CONSULTING GROUP INC COM 447462102 33,846 643,330 SH   SOLE   643,330 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 3,612 1,035,289 SH   SOLE   1,035,289 0 0
HYATT HOTELS CORP COM CL A 448579102 45,741 1,064,729 SH   SOLE   1,064,729 0 0
HYPERDYNAMICS CORP COM NEW 448954206 1,314 297,213 SH   SOLE   297,213 0 0
HYPERION THERAPEUTICS INC COM 44915N101 2,377 90,968 SH   SOLE   90,968 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 25,411 283,378 SH   SOLE   283,378 0 0
I D SYSTEMS INC COM 449489103 1,964 318,794 SH   SOLE   318,794 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 128,886 2,357,535 SH   SOLE   2,357,535 0 0
IBERIABANK CORP COM 450828108 41,405 797,626 SH   SOLE   797,626 0 0
ICAD INC COM NEW 44934S206 1,690 320,660 SH   SOLE   320,660 0 0
ICF INTL INC COM 44925C103 19,805 559,294 SH   SOLE   559,294 0 0
ICG GROUP INC COM 44928D108 16,624 1,171,496 SH   SOLE   1,171,496 0 0
ICICI BK LTD ADR 45104G104 819 26,856 SH   SOLE   26,856 0 0
ICON PLC SHS G4705A100 3,403 83,134 SH   SOLE   83,134 0 0
ICONIX BRAND GROUP INC COM 451055107 51,583 1,552,302 SH   SOLE   1,552,302 0 0
ICU MED INC COM 44930G107 31,415 462,464 SH   SOLE   462,464 0 0
IDACORP INC COM 451107106 70,755 1,461,876 SH   SOLE   1,461,876 0 0
IDENIX PHARMACEUTICALS INC COM 45166R204 15,144 2,917,920 SH   SOLE   2,917,920 0 0
IDENTIVE GROUP INC COM 45170X106 446 619,604 SH   SOLE   619,604 0 0
IDEX CORP COM 45167R104 137,656 2,109,668 SH   SOLE   2,109,668 0 0
IDEXX LABS INC COM 45168D104 140,620 1,411,134 SH   SOLE   1,411,134 0 0
IDT CORP CL B NEW 448947507 8,775 494,348 SH   SOLE   494,348 0 0
IGATE CORP COM 45169U105 24,963 899,246 SH   SOLE   899,246 0 0
IGI LABS INC COM 449575109 107 58,766 SH   SOLE   58,766 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 1,136 73,214 SH   SOLE   73,214 0 0
IHS INC CL A 451734107 154,692 1,354,804 SH   SOLE   1,354,804 0 0
II VI INC COM 902104108 27,613 1,468,757 SH   SOLE   1,468,757 0 0
ILLINOIS TOOL WKS INC COM 452308109 798,765 10,472,861 SH   SOLE   10,472,861 0 0
ILLUMINA INC COM 452327109 230,670 2,853,761 SH   SOLE   2,853,761 0 0
IMAGE SENSING SYS INC COM 45244C104 420 59,151 SH   SOLE   59,151 0 0
IMATION CORP COM 45245A107 5,153 1,256,869 SH   SOLE   1,256,869 0 0
IMMERSION CORP COM 452521107 14,664 1,110,891 SH   SOLE   1,110,891 0 0
IMMUNOGEN INC COM 45253H101 39,769 2,336,610 SH   SOLE   2,336,610 0 0
IMMUNOMEDICS INC COM 452907108 14,817 2,389,786 SH   SOLE   2,389,786 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 189 19,835 SH   SOLE   19,835 0 0
IMPAX LABORATORIES INC COM 45256B101 46,555 2,274,287 SH   SOLE   2,274,287 0 0
IMPERIAL HLDGS INC COM 452834104 1,676 264,808 SH   SOLE   264,808 0 0
IMPERVA INC COM 45321L100 19,300 459,310 SH   SOLE   459,310 0 0
INCONTACT INC COM 45336E109 5,344 647,727 SH   SOLE   647,727 0 0
INCYTE CORP COM 45337C102 111,013 2,909,909 SH   SOLE   2,909,909 0 0
INCYTE CORP NOTE 4.750%10/0 45337CAJ1 14,605 3,346,000 PRN   SOLE   3,346,000 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 1,161 81,295 SH   SOLE   81,295 0 0
INDEPENDENT BANK CORP MASS COM 453836108 24,299 680,631 SH   SOLE   680,631 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 3,804 380,352 SH   SOLE   380,352 0 0
INDEPENDENT BK GROUP INC COM 45384B106 5,110 141,950 SH   SOLE   141,950 0 0
INFINERA CORPORATION COM 45667G103 35,823 3,164,591 SH   SOLE   3,164,591 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 22,249 1,276,493 SH   SOLE   1,276,493 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 22,414 346,967 SH   SOLE   346,967 0 0
INFOBLOX INC COM 45672H104 53,640 1,282,642 SH   SOLE   1,282,642 0 0
INFORMATICA CORP COM 45666Q102 110,410 2,833,202 SH   SOLE   2,833,202 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,230 25,569 SH   SOLE   25,569 0 0
ING U S INC COM 45685E106 115,902 3,967,877 SH   SOLE   3,967,877 0 0
INGERSOLL-RAND PLC SHS G47791101 470,701 7,248,240 SH   SOLE   7,248,240 0 0
INGLES MKTS INC CL A 457030104 14,125 491,632 SH   SOLE   491,632 0 0
INGRAM MICRO INC CL A 457153104 93,815 4,070,077 SH   SOLE   4,070,077 0 0
INGREDION INC COM 457187102 131,994 1,994,777 SH   SOLE   1,994,777 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 35,736 3,493,222 SH   SOLE   3,493,222 0 0
INNERWORKINGS INC COM 45773Y105 10,242 1,042,984 SH   SOLE   1,042,984 0 0
INNODATA INC COM NEW 457642205 1,481 571,977 SH   SOLE   571,977 0 0
INNOPHOS HOLDINGS INC COM 45774N108 29,716 563,011 SH   SOLE   563,011 0 0
INNOSPEC INC COM 45768S105 14,824 317,711 SH   SOLE   317,711 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 3,858 484,700 SH   SOLE   484,700 0 0
INOVIO PHARMACEUTICALS INC COM 45773H102 332 160,243 SH   SOLE   160,243 0 0
INPHI CORP COM 45772F107 6,663 496,158 SH   SOLE   496,158 0 0
INSIGHT ENTERPRISES INC COM 45765U103 22,101 1,168,746 SH   SOLE   1,168,746 0 0
INSIGNIA SYS INC COM 45765Y105 1,246 466,414 SH   SOLE   466,414 0 0
INSMED INC COM PAR $.01 457669307 16,642 1,066,088 SH   SOLE   1,066,088 0 0
INSPERITY INC COM 45778Q107 22,762 605,372 SH   SOLE   605,372 0 0
INSTEEL INDUSTRIES INC COM 45774W108 8,340 517,993 SH   SOLE   517,993 0 0
INSTITUTIONAL FINL MKTS INC COM 45779L107 574 247,300 SH   SOLE   247,300 0 0
INSULET CORP COM 45784P101 54,883 1,514,428 SH   SOLE   1,514,428 0 0
INSULET CORP NOTE 3.750% 6/1 45784PAC5 325 225,000 PRN   SOLE   225,000 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 4,507 128,807 SH   SOLE   128,807 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 22,381 556,062 SH   SOLE   556,062 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 38,682 4,106,340 SH   SOLE   4,106,340 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 9,751 895,419 SH   SOLE   895,419 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 120,964 2,164,325 SH   SOLE   2,164,325 0 0
INTEL CORP COM 458140100 3,009,054 131,279,330 SH   SOLE   99,999,999 0 0
INTELIQUENT INC COM 45825N107 13,918 1,440,796 SH   SOLE   1,440,796 0 0
INTELLICHECK MOBILISA INC COM 45817G102 3 5,296 SH   SOLE   5,296 0 0
INTELSAT S A COM L5140P101 4,799 199,973 SH   SOLE   199,973 0 0
INTER PARFUMS INC COM 458334109 12,860 428,819 SH   SOLE   428,819 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 16,534 880,878 SH   SOLE   880,878 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 28,267 445,216 SH   SOLE   445,216 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 5,780 83,728 SH   SOLE   83,728 0 0
INTERCONTINENTAL HTLS GRP PL SPON ADR NEW 12 45857P400 939 32,146 SH   SOLE   32,146 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 341,671 1,883,317 SH   SOLE   1,883,317 0 0
INTERDIGITAL INC COM 45867G101 44,899 1,202,427 SH   SOLE   1,202,427 0 0
INTERFACE INC COM 458665304 32,111 1,618,342 SH   SOLE   1,618,342 0 0
INTERMOLECULAR INC COM 45882D109 2,119 384,562 SH   SOLE   384,562 0 0
INTERMUNE INC COM 45884X103 35,826 2,329,417 SH   SOLE   2,329,417 0 0
INTERMUNE INC NOTE 2.500% 9/1 45884XAE3 13,586 15,159,000 PRN   SOLE   15,159,000 0 0
INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 11,383 1,637,806 SH   SOLE   1,637,806 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 34,672 1,603,693 SH   SOLE   1,603,693 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 5,125,211 27,676,912 SH   SOLE   27,676,912 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 180,481 2,192,962 SH   SOLE   2,192,962 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 184,586 9,750,967 SH   SOLE   9,750,967 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 52,731 2,128,830 SH   SOLE   2,128,830 0 0
INTERNATIONAL SHIPHOLDING CO COM NEW 460321201 6,607 240,763 SH   SOLE   240,763 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 23,358 724,289 SH   SOLE   724,289 0 0
INTERNET PATENTS CORP COM 46063G101 69 21,499 SH   SOLE   21,499 0 0
INTEROIL CORP COM 460951106 289 4,046 SH   SOLE   4,046 0 0
INTERPHASE CORP COM 460593106 1,020 225,151 SH   SOLE   225,151 0 0
INTERPUBLIC GROUP COS INC COM 460690100 200,245 11,655,702 SH   SOLE   11,655,702 0 0
INTERSECTIONS INC COM 460981301 3,696 421,485 SH   SOLE   421,485 0 0
INTERSIL CORP CL A 46069S109 41,005 3,651,386 SH   SOLE   3,651,386 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 25,509 1,079,521 SH   SOLE   1,079,521 0 0
INTERVEST BANCSHARES CORP COM 460927106 1,426 179,851 SH   SOLE   179,851 0 0
INTERXION HOLDING N.V SHS N47279109 2,371 106,595 SH   SOLE   106,595 0 0
INTEST CORP COM 461147100 2,051 517,844 SH   SOLE   517,844 0 0
INTEVAC INC COM 461148108 2,877 490,913 SH   SOLE   490,913 0 0
INTL FCSTONE INC COM 46116V105 9,930 485,582 SH   SOLE   485,582 0 0
INTL PAPER CO COM 460146103 573,577 12,803,049 SH   SOLE   12,803,049 0 0
INTRALINKS HLDGS INC COM 46118H104 4,529 514,697 SH   SOLE   514,697 0 0
INTREPID POTASH INC COM 46121Y102 24,015 1,531,541 SH   SOLE   1,531,541 0 0
INTREXON CORP COM 46122T102 4,385 185,087 SH   SOLE   185,087 0 0
INTRICON CORP COM 46121H109 30 7,657 SH   SOLE   7,657 0 0
INTUIT COM 461202103 511,642 7,715,906 SH   SOLE   7,715,906 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 430,094 1,143,046 SH   SOLE   1,143,046 0 0
INUVO INC COM NEW 46122W204 489 411,234 SH   SOLE   411,234 0 0
INVACARE CORP COM 461203101 19,005 1,100,462 SH   SOLE   1,100,462 0 0
INVENSENSE INC COM 46123D205 25,877 1,468,630 SH   SOLE   1,468,630 0 0
INVENTURE FOODS INC COM 461212102 8,671 825,784 SH   SOLE   825,784 0 0
INVESCO LTD SHS G491BT108 369,668 11,588,342 SH   SOLE   11,588,342 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 54,159 3,519,096 SH   SOLE   3,519,096 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 18,345 1,166,996 SH   SOLE   1,166,996 0 0
INVESTORS BANCORP INC COM 46146P102 30,414 1,388,776 SH   SOLE   1,388,776 0 0
INVESTORS CAP HLDGS LTD COM 46147M108 0 59 SH   SOLE   59 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 30,962 3,752,925 SH   SOLE   3,752,925 0 0
INVESTORS TITLE CO COM 461804106 2,216 29,509 SH   SOLE   29,509 0 0
ION GEOPHYSICAL CORP COM 462044108 23,778 4,572,772 SH   SOLE   4,572,772 0 0
IPASS INC COM 46261V108 116 58,008 SH   SOLE   58,008 0 0
IPC THE HOSPITALIST CO INC COM 44984A105 24,420 478,725 SH   SOLE   478,725 0 0
IPG PHOTONICS CORP COM 44980X109 54,021 958,661 SH   SOLE   958,661 0 0
IRIDEX CORP COM 462684101 47 7,957 SH   SOLE   7,957 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 12,417 1,804,733 SH   SOLE   1,804,733 0 0
IROBOT CORP COM 462726100 28,573 759,014 SH   SOLE   759,014 0 0
IRON MTN INC COM 462846106 117,106 4,334,059 SH   SOLE   4,334,059 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 31,916 2,695,588 SH   SOLE   2,695,588 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 1,516 170,004 SH   SOLE   170,004 0 0
ISHARES MSCI BRZ CAP ETF 464286400 9,416 196,532 SH   SOLE   196,532 0 0
ISHARES MSCI CDA ETF 464286509 928 32,793 SH   SOLE   32,793 0 0
ISHARES EM MK MINVOL ETF 464286533 191,535 3,261,828 SH   SOLE   3,261,828 0 0
ISHARES MSCI THI CAP ETF 464286624 2,376 31,864 SH   SOLE   31,864 0 0
ISHARES MSCI CH CAP ETF 464286640 8,671 172,841 SH   SOLE   172,841 0 0
ISHARES MSCI TURKEY ETF 464286715 13,114 237,736 SH   SOLE   237,736 0 0
ISHARES MSCI TAIWAN ETF 464286731 74,677 5,364,719 SH   SOLE   5,364,719 0 0
ISHARES MSCI STH KOR ETF 464286772 79,706 1,296,039 SH   SOLE   1,296,039 0 0
ISHARES SELECT DIVID ETF 464287168 36,427 549,098 SH   SOLE   549,098 0 0
ISHARES TIPS BD ETF 464287176 85,005 755,063 SH   SOLE   755,063 0 0
ISHARES CORE S&P500 ETF 464287200 37,689 223,143 SH   SOLE   223,143 0 0
ISHARES CORE TOTUSBD ETF 464287226 369,348 3,445,407 SH   SOLE   3,445,407 0 0
ISHARES MSCI EMG MKT ETF 464287234 695,105 17,055,702 SH   SOLE   17,055,702 0 0
ISHARES IBOXX INV CP ETF 464287242 639 5,633 SH   SOLE   5,633 0 0
ISHARES 20+ YR TR BD ETF 464287432 17,869 167,940 SH   SOLE   167,940 0 0
ISHARES 1-3 YR TR BD ETF 464287457 93,180 1,103,110 SH   SOLE   1,103,110 0 0
ISHARES MSCI EAFE ETF 464287465 133,606 2,094,105 SH   SOLE   2,094,105 0 0
ISHARES CORE S&P MCP ETF 464287507 204,739 1,649,262 SH   SOLE   1,649,262 0 0
ISHARES COHEN&STEER REIT 464287564 23,613 307,140 SH   SOLE   307,140 0 0
ISHARES RUS 1000 VAL ETF 464287598 12,742 147,815 SH   SOLE   147,815 0 0
ISHARES RUS 1000 GRW ETF 464287614 18,821 240,674 SH   SOLE   240,674 0 0
ISHARES RUS 1000 ETF 464287622 508,201 5,396,629 SH   SOLE   5,396,629 0 0
ISHARES RUS 2000 VAL ETF 464287630 1,582 17,268 SH   SOLE   17,268 0 0
ISHARES RUS 2000 GRW ETF 464287648 2,117 16,823 SH   SOLE   16,823 0 0
ISHARES RUSSELL 2000 ETF 464287655 823,526 7,724,658 SH   SOLE   7,724,658 0 0
ISHARES U.S. REAL ES ETF 464287739 1,875 29,399 SH   SOLE   29,399 0 0
ISHARES CORE S&P SCP ETF 464287804 5,988 60,003 SH   SOLE   60,003 0 0
ISHARES MSCI ACWI US ETF 464288240 121,672 2,714,677 SH   SOLE   2,714,677 0 0
ISHARES MSCI KOKUSAI ETF 464288265 112,136 2,304,000 SH   SOLE   2,304,000 0 0
ISHARES JP MOR EM MK ETF 464288281 12,118 111,145 SH   SOLE   111,145 0 0
ISHARES IBOXX HI YD ETF 464288513 18,359 200,473 SH   SOLE   200,473 0 0
ISHARES 1-3 YR CR BD ETF 464288646 94,589 898,456 SH   SOLE   898,456 0 0
ISHARES SHRT TRS BD ETF 464288679 42,459 385,082 SH   SOLE   385,082 0 0
ISHARES EAFE GRWTH ETF 464288885 13,615 199,837 SH   SOLE   199,837 0 0
ISHARES INDIA 50 ETF 464289529 6,292 299,350 SH   SOLE   299,350 0 0
ISHARES MSCI PHILIPS ETF 46429B408 906 27,546 SH   SOLE   27,546 0 0
ISHARES MSCI POL CAP ETF 46429B606 1,657 57,867 SH   SOLE   57,867 0 0
ISHARES HIGH DIVIDND ETF 46429B663 2,129 32,123 SH   SOLE   32,123 0 0
ISHARES EAFE MIN VOL ETF 46429B689 108,490 1,780,021 SH   SOLE   1,780,021 0 0
ISHARES MSCI RUSSIA CAP 46429B705 26,007 1,202,908 SH   SOLE   1,202,908 0 0
ISHARES 0-5 YR TIPS ETF 46429B747 11,277 111,494 SH   SOLE   111,494 0 0
ISHARES GOLD TRUST ISHARES 464285105 158,182 12,271,720 SH   SOLE   12,271,720 0 0
ISHARES INC CORE MSCI EMKT 46434G103 10,488 215,575 SH   SOLE   215,575 0 0
ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 5,223 161,293 SH   SOLE   161,293 0 0
ISIS PHARMACEUTICALS INC COM 464330109 115,005 3,063,537 SH   SOLE   3,063,537 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 6,066 802,345 SH   SOLE   802,345 0 0
ISRAMCO INC COM NEW 465141406 2,034 16,408 SH   SOLE   16,408 0 0
ISTAR FINL INC COM 45031U101 29,607 2,459,082 SH   SOLE   2,459,082 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,009 71,425 SH   SOLE   71,425 0 0
ITC HLDGS CORP COM 465685105 117,402 1,250,823 SH   SOLE   1,250,823 0 0
ITERIS INC COM 46564T107 1,369 748,138 SH   SOLE   748,138 0 0
ITRON INC COM 465741106 55,991 1,307,279 SH   SOLE   1,307,279 0 0
ITT CORP NEW COM NEW 450911201 87,663 2,438,484 SH   SOLE   2,438,484 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 17,215 555,313 SH   SOLE   555,313 0 0
IXIA COM 45071R109 23,716 1,513,463 SH   SOLE   1,513,463 0 0
IXYS CORP COM 46600W106 9,739 1,009,191 SH   SOLE   1,009,191 0 0
J & J SNACK FOODS CORP COM 466032109 31,603 391,517 SH   SOLE   391,517 0 0
J2 GLOBAL INC COM 48123V102 65,590 1,324,513 SH   SOLE   1,324,513 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 161 15,792 SH   SOLE   15,792 0 0
JABIL CIRCUIT INC COM 466313103 119,650 5,518,901 SH   SOLE   5,518,901 0 0
JACK IN THE BOX INC COM 466367109 55,294 1,382,689 SH   SOLE   1,382,689 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 195,561 3,361,308 SH   SOLE   3,361,308 0 0
JAKKS PAC INC COM 47012E106 2,479 550,941 SH   SOLE   550,941 0 0
JAMBA INC COM NEW 47023A309 2,821 210,839 SH   SOLE   210,839 0 0
JAMES RIVER COAL CO COM NEW 470355207 2,394 1,208,949 SH   SOLE   1,208,949 0 0
JANUS CAP GROUP INC COM 47102X105 39,360 4,625,144 SH   SOLE   4,625,144 0 0
JARDEN CORP COM 471109108 149,405 3,086,876 SH   SOLE   3,086,876 0 0
JAVELIN MTG INVT CORP COM 47200B104 638 53,926 SH   SOLE   53,926 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 112,376 1,221,874 SH   SOLE   1,221,874 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 89,891 6,110,899 SH   SOLE   6,110,899 0 0
JETBLUE AIRWAYS CORP COM 477143101 41,202 6,181,878 SH   SOLE   6,181,878 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 2,573 1,769,000 PRN   SOLE   1,769,000 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 328 14,531 SH   SOLE   14,531 0 0
JINPAN INTL LTD ORD G5138L100 252 34,709 SH   SOLE   34,709 0 0
JIVE SOFTWARE INC COM 47760A108 11,780 942,433 SH   SOLE   942,433 0 0
JMP GROUP INC COM 46629U107 1,196 193,291 SH   SOLE   193,291 0 0
JOES JEANS INC COM 47777N101 499 466,338 SH   SOLE   466,338 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 37,424 1,504,180 SH   SOLE   1,504,180 0 0
JOHNSON & JOHNSON COM 478160104 6,536,409 75,399,807 SH   SOLE   75,399,807 0 0
JOHNSON CTLS INC COM 478366107 786,099 18,942,139 SH   SOLE   18,942,139 0 0
JOHNSON OUTDOORS INC CL A 479167108 3,573 133,205 SH   SOLE   133,205 0 0
JONES ENERGY INC COM CL A 48019R108 1,328 80,912 SH   SOLE   80,912 0 0
JONES GROUP INC COM 48020T101 30,945 2,061,617 SH   SOLE   2,061,617 0 0
JONES LANG LASALLE INC COM 48020Q107 125,295 1,435,228 SH   SOLE   1,435,228 0 0
JOS A BANK CLOTHIERS INC COM 480838101 31,980 728,463 SH   SOLE   728,463 0 0
JOURNAL COMMUNICATIONS INC CL A 481130102 10,256 1,199,566 SH   SOLE   1,199,566 0 0
JOY GLOBAL INC COM 481165108 139,560 2,734,320 SH   SOLE   2,734,320 0 0
JPMORGAN CHASE & CO COM 46625H100 5,300,970 102,553,114 SH   SOLE   99,999,999 0 0
JTH HLDG INC CL A 46637N103 861 45,418 SH   SOLE   45,418 0 0
JUNIPER NETWORKS INC COM 48203R104 273,795 13,786,263 SH   SOLE   13,786,263 0 0
K12 INC COM 48273U102 24,543 794,774 SH   SOLE   794,774 0 0
KADANT INC COM 48282T104 12,007 357,461 SH   SOLE   357,461 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 35,340 496,002 SH   SOLE   496,002 0 0
KALOBIOS PHARMACEUTICALS INC COM 48344T100 1,997 441,815 SH   SOLE   441,815 0 0
KAMAN CORP COM 483548103 27,309 721,323 SH   SOLE   721,323 0 0
KANSAS CITY LIFE INS CO COM 484836101 5,626 127,221 SH   SOLE   127,221 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 315,613 2,885,999 SH   SOLE   2,885,999 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 61,822 1,444,446 SH   SOLE   1,444,446 0 0
KAR AUCTION SVCS INC COM 48238T109 66,307 2,350,463 SH   SOLE   2,350,463 0 0
KAYDON CORP COM 486587108 32,009 901,158 SH   SOLE   901,158 0 0
KB HOME COM 48666K109 48,605 2,697,304 SH   SOLE   2,697,304 0 0
KBR INC COM 48242W106 125,717 3,851,638 SH   SOLE   3,851,638 0 0
KCAP FINL INC COM 48668E101 3,332 372,195 SH   SOLE   372,195 0 0
KCG HLDGS INC CL A 48244B100 11,618 1,340,027 SH   SOLE   1,340,027 0 0
KEARNY FINL CORP COM 487169104 1,614 157,918 SH   SOLE   157,918 0 0
KELLOGG CO COM 487836108 408,915 6,962,626 SH   SOLE   6,962,626 0 0
KELLY SVCS INC CL A 488152208 14,871 763,765 SH   SOLE   763,765 0 0
KEMET CORP COM NEW 488360207 7,679 1,837,025 SH   SOLE   1,837,025 0 0
KEMPER CORP DEL COM 488401100 44,463 1,323,292 SH   SOLE   1,323,292 0 0
KENNAMETAL INC COM 489170100 91,653 2,009,943 SH   SOLE   2,009,943 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 29,453 1,586,893 SH   SOLE   1,586,893 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 24,564 2,434,465 SH   SOLE   2,434,465 0 0
KEWAUNEE SCIENTIFIC CORP COM 492854104 119 6,942 SH   SOLE   6,942 0 0
KEY ENERGY SVCS INC COM 492914106 28,224 3,871,592 SH   SOLE   3,871,592 0 0
KEY TECHNOLOGY INC COM 493143101 37 2,716 SH   SOLE   2,716 0 0
KEY TRONICS CORP COM 493144109 328 31,914 SH   SOLE   31,914 0 0
KEYCORP NEW COM 493267108 271,539 23,819,213 SH   SOLE   23,819,213 0 0
KEYW HLDG CORP COM 493723100 6,630 492,954 SH   SOLE   492,954 0 0
KFORCE INC COM 493732101 18,788 1,062,049 SH   SOLE   1,062,049 0 0
KID BRANDS INC COM 49375T100 497 338,064 SH   SOLE   338,064 0 0
KILROY RLTY CORP COM 49427F108 152,630 3,055,661 SH   SOLE   3,055,661 0 0
KIMBALL INTL INC CL B 494274103 10,543 950,678 SH   SOLE   950,678 0 0
KIMBERLY CLARK CORP COM 494368103 959,939 10,188,273 SH   SOLE   10,188,273 0 0
KIMCO RLTY CORP COM 49446R109 338,456 16,771,852 SH   SOLE   16,771,852 0 0
KINDER MORGAN INC DEL COM 49456B101 663,355 18,649,270 SH   SOLE   18,649,270 0 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 18,583 247,907 SH   SOLE   247,907 0 0
KINDRED HEALTHCARE INC COM 494580103 19,606 1,459,848 SH   SOLE   1,459,848 0 0
KINROSS GOLD CORP COM NO PAR 496902404 53 10,540 SH   SOLE   10,540 0 0
KIOR INC CL A 497217109 1,480 524,956 SH   SOLE   524,956 0 0
KIRBY CORP COM 497266106 131,340 1,517,504 SH   SOLE   1,517,504 0 0
KIRKLANDS INC COM 497498105 11,845 642,340 SH   SOLE   642,340 0 0
KITE RLTY GROUP TR COM 49803T102 21,837 3,682,533 SH   SOLE   3,682,533 0 0
KLA-TENCOR CORP COM 482480100 258,373 4,246,060 SH   SOLE   4,246,060 0 0
KMG CHEMICALS INC COM 482564101 2,270 103,224 SH   SOLE   103,224 0 0
KNIGHT TRANSN INC COM 499064103 26,393 1,597,668 SH   SOLE   1,597,668 0 0
KNOLL INC COM NEW 498904200 23,427 1,382,929 SH   SOLE   1,382,929 0 0
KODIAK OIL & GAS CORP COM 50015Q100 89,355 7,409,228 SH   SOLE   7,409,228 0 0
KOHLS CORP COM 500255104 281,961 5,448,528 SH   SOLE   5,448,528 0 0
KONA GRILL INC COM 50047H201 363 31,242 SH   SOLE   31,242 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 0 1 SH   SOLE   1 0 0
KOPIN CORP COM 500600101 8,533 2,122,610 SH   SOLE   2,122,610 0 0
KOPPERS HOLDINGS INC COM 50060P106 23,245 545,021 SH   SOLE   545,021 0 0
KORN FERRY INTL COM NEW 500643200 33,297 1,555,939 SH   SOLE   1,555,939 0 0
KOSMOS ENERGY LTD SHS G5315B107 11,902 1,157,763 SH   SOLE   1,157,763 0 0
KOSS CORP COM 500692108 55 10,846 SH   SOLE   10,846 0 0
KRAFT FOODS GROUP INC COM 50076Q106 875,901 16,690,193 SH   SOLE   16,690,193 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 17,459 891,197 SH   SOLE   891,197 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 12,831 1,549,694 SH   SOLE   1,549,694 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 35,313 1,825,930 SH   SOLE   1,825,930 0 0
KROGER CO COM 501044101 653,632 16,203,065 SH   SOLE   16,203,065 0 0
KRONOS WORLDWIDE INC COM 50105F105 7,771 501,655 SH   SOLE   501,655 0 0
KT CORP SPONSORED ADR 48268K101 1,770 105,558 SH   SOLE   105,558 0 0
KULICKE & SOFFA INDS INC COM 501242101 23,541 2,038,174 SH   SOLE   2,038,174 0 0
KVH INDS INC COM 482738101 7,438 539,005 SH   SOLE   539,005 0 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 5,551 121,771 SH   SOLE   121,771 0 0
L & L ENERGY INC COM 50162D100 646 512,317 SH   SOLE   512,317 0 0
L BRANDS INC COM 501797104 383,956 6,284,061 SH   SOLE   6,284,061 0 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 30,487 28,002,000 PRN   SOLE   28,002,000 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 221,415 2,343,020 SH   SOLE   2,343,020 0 0
LA Z BOY INC COM 505336107 33,100 1,457,520 SH   SOLE   1,457,520 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 238,495 2,405,637 SH   SOLE   2,405,637 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 154 116,000 PRN   SOLE   116,000 0 0
LACLEDE GROUP INC COM 505597104 37,400 831,103 SH   SOLE   831,103 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 6,866 3,793,260 SH   SOLE   3,793,260 0 0
LAKELAND BANCORP INC COM 511637100 11,241 999,160 SH   SOLE   999,160 0 0
LAKELAND FINL CORP COM 511656100 17,308 530,108 SH   SOLE   530,108 0 0
LAKES ENTMNT INC COM 51206P109 148 35,738 SH   SOLE   35,738 0 0
LAM RESEARCH CORP COM 512807108 214,813 4,195,575 SH   SOLE   4,195,575 0 0
LAMAR ADVERTISING CO CL A 512815101 109,595 2,330,322 SH   SOLE   2,330,322 0 0
LANCASTER COLONY CORP COM 513847103 42,662 544,921 SH   SOLE   544,921 0 0
LANDAUER INC COM 51476K103 15,290 298,344 SH   SOLE   298,344 0 0
LANDEC CORP COM 514766104 9,891 810,749 SH   SOLE   810,749 0 0
LANDSTAR SYS INC COM 515098101 72,714 1,298,935 SH   SOLE   1,298,935 0 0
LANNET INC COM 516012101 5,274 241,724 SH   SOLE   241,724 0 0
LANTRONIX INC COM NEW 516548203 46 32,621 SH   SOLE   32,621 0 0
LAREDO PETE HLDGS INC COM 516806106 29,223 984,589 SH   SOLE   984,589 0 0
LAS VEGAS SANDS CORP COM 517834107 677,391 10,198,595 SH   SOLE   10,198,595 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 103,262 3,620,679 SH   SOLE   3,620,679 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 16,797 3,766,208 SH   SOLE   3,766,208 0 0
LAUDER ESTEE COS INC CL A 518439104 545,277 7,800,820 SH   SOLE   7,800,820 0 0
LAWSON PRODS INC COM 520776105 1,584 153,633 SH   SOLE   153,633 0 0
LAYNE CHRISTENSEN CO COM 521050104 12,987 650,661 SH   SOLE   650,661 0 0
LAZARD LTD SHS A G54050102 2,919 81,025 SH   SOLE   81,025 0 0
LCA-VISION INC COM PAR $.001 501803308 1,569 435,851 SH   SOLE   435,851 0 0
LCNB CORP COM 50181P100 1,116 58,234 SH   SOLE   58,234 0 0
LDK SOLAR CO LTD SPONSORED ADR 50183L107 92 47,520 SH   SOLE   47,520 0 0
LEAP WIRELESS INTL INC COM NEW 521863308 25,026 1,583,912 SH   SOLE   1,583,912 0 0
LEAPFROG ENTERPRISES INC CL A 52186N106 16,511 1,752,733 SH   SOLE   1,752,733 0 0
LEAR CORP COM NEW 521865204 263,005 3,674,791 SH   SOLE   3,674,791 0 0
LEARNING TREE INTL INC COM 522015106 681 173,360 SH   SOLE   173,360 0 0
LEGG MASON INC COM 524901105 101,540 3,036,489 SH   SOLE   3,036,489 0 0
LEGGETT & PLATT INC COM 524660107 114,460 3,796,335 SH   SOLE   3,796,335 0 0
LENDER PROCESSING SVCS INC COM 52602E102 73,674 2,214,431 SH   SOLE   2,214,431 0 0
LENNAR CORP CL A 526057104 156,593 4,423,527 SH   SOLE   4,423,527 0 0
LENNOX INTL INC COM 526107107 90,807 1,206,580 SH   SOLE   1,206,580 0 0
LEUCADIA NATL CORP COM 527288104 220,330 8,088,476 SH   SOLE   8,088,476 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 102,966 3,857,853 SH   SOLE   3,857,853 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 3,641 3,000,000 PRN   SOLE   3,000,000 0 0
LEXICON PHARMACEUTICALS INC COM 528872104 18,176 7,637,100 SH   SOLE   7,637,100 0 0
LEXINGTON REALTY TRUST COM 529043101 67,798 6,037,191 SH   SOLE   6,037,191 0 0
LEXMARK INTL NEW CL A 529771107 79,561 2,410,947 SH   SOLE   2,410,947 0 0
LHC GROUP INC COM 50187A107 9,580 408,334 SH   SOLE   408,334 0 0
LIBBEY INC COM 529898108 6,603 277,686 SH   SOLE   277,686 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 268,439 11,437,527 SH   SOLE   11,437,527 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 86,087 976,380 SH   SOLE   976,380 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 2,095 3,513,000 PRN   SOLE   3,513,000 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 345,863 2,350,411 SH   SOLE   2,350,411 0 0
LIBERTY PPTY TR SH BEN INT 531172104 185,013 5,196,987 SH   SOLE   5,196,987 0 0
LIFE PARTNERS HOLDINGS INC COM 53215T106 784 356,245 SH   SOLE   356,245 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 340,313 4,547,812 SH   SOLE   4,547,812 0 0
LIFE TIME FITNESS INC COM 53217R207 60,853 1,182,309 SH   SOLE   1,182,309 0 0
LIFELOCK INC COM 53224V100 14,407 971,453 SH   SOLE   971,453 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 56,001 1,200,970 SH   SOLE   1,200,970 0 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 2,059 1,956,000 PRN   SOLE   1,956,000 0 0
LIFETIME BRANDS INC COM 53222Q103 5,221 341,440 SH   SOLE   341,440 0 0
LIFEVANTAGE CORP COM 53222K106 3,477 1,460,943 SH   SOLE   1,460,943 0 0
LIFEWAY FOODS INC COM 531914109 626 46,302 SH   SOLE   46,302 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 24,771 572,344 SH   SOLE   572,344 0 0
LIGHTBRIDGE CORP COM 53224K104 36 20,358 SH   SOLE   20,358 0 0
LIGHTINTHEBOX HLDG CO LTD SPONSORED ADR 53225G102 433 36,563 SH   SOLE   36,563 0 0
LIGHTPATH TECHNOLOGIES INC CL A NEW 532257805 260 214,534 SH   SOLE   214,534 0 0
LIHUA INTL INC COM 532352101 5,980 1,200,804 SH   SOLE   1,200,804 0 0
LILLY ELI & CO COM 532457108 1,432,034 28,452,896 SH   SOLE   28,452,896 0 0
LIMELIGHT NETWORKS INC COM 53261M104 5,379 2,786,853 SH   SOLE   2,786,853 0 0
LIMONEIRA CO COM 532746104 3,184 124,001 SH   SOLE   124,001 0 0
LIN MEDIA LLC CL A COM 532771102 6 293 SH   SOLE   293 0 0
LINCOLN EDL SVCS CORP COM 533535100 3,185 690,967 SH   SOLE   690,967 0 0
LINCOLN ELEC HLDGS INC COM 533900106 144,042 2,162,150 SH   SOLE   2,162,150 0 0
LINCOLN NATL CORP IND COM 534187109 291,529 6,942,830 SH   SOLE   6,942,830 0 0
LINDSAY CORP COM 535555106 37,417 458,427 SH   SOLE   458,427 0 0
LINEAR TECHNOLOGY CORP COM 535678106 245,904 6,200,290 SH   SOLE   6,200,290 0 0
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 33,941 31,888,000 PRN   SOLE   31,888,000 0 0
LINKEDIN CORP COM CL A 53578A108 541,889 2,202,262 SH   SOLE   2,202,262 0 0
LINNCO LLC COMSHS LTD INT 535782106 3,710 127,144 SH   SOLE   127,144 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 6,866 1,860,810 SH   SOLE   1,860,810 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 30,968 883,547 SH   SOLE   883,547 0 0
LIQUIDITY SERVICES INC COM 53635B107 22,006 656,903 SH   SOLE   656,903 0 0
LITHIA MTRS INC CL A 536797103 43,905 601,764 SH   SOLE   601,764 0 0
LITTELFUSE INC COM 537008104 47,019 601,117 SH   SOLE   601,117 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 72,447 3,905,475 SH   SOLE   3,905,475 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.875% 7/1 538034AB5 9,849 9,650,000 PRN   SOLE   9,650,000 0 0
LIVEPERSON INC COM 538146101 14,844 1,574,167 SH   SOLE   1,574,167 0 0
LKQ CORP COM 501889208 251,658 7,896,383 SH   SOLE   7,896,383 0 0
LMI AEROSPACE INC COM 502079106 1,760 131,717 SH   SOLE   131,717 0 0
LNB BANCORP INC COM 502100100 187 19,913 SH   SOLE   19,913 0 0
LO-JACK CORP COM 539451104 1,798 561,729 SH   SOLE   561,729 0 0
LOCKHEED MARTIN CORP COM 539830109 884,289 6,932,880 SH   SOLE   6,932,880 0 0
LOEWS CORP COM 540424108 375,547 8,034,815 SH   SOLE   8,034,815 0 0
LOGITECH INTL S A SHS H50430232 71 8,040 SH   SOLE   8,040 0 0
LOGMEIN INC COM 54142L109 20,190 650,232 SH   SOLE   650,232 0 0
LONE PINE RES INC COM 54222A106 0 349 SH   SOLE   349 0 0
LOOKSMART LTD COM NEW 543442503 518 690,051 SH   SOLE   690,051 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 24,028 354,765 SH   SOLE   354,765 0 0
LORILLARD INC COM 544147101 499,892 11,163,294 SH   SOLE   11,163,294 0 0
LOUISIANA PAC CORP COM 546347105 81,366 4,625,672 SH   SOLE   4,625,672 0 0
LOWES COS INC COM 548661107 1,327,965 27,892,564 SH   SOLE   27,892,564 0 0
LPL FINL HLDGS INC COM 50212V100 48,962 1,278,052 SH   SOLE   1,278,052 0 0
LRAD CORP COM 50213V109 1,478 1,019,622 SH   SOLE   1,019,622 0 0
LSB INDS INC COM 502160104 18,700 557,719 SH   SOLE   557,719 0 0
LSI CORPORATION COM 502161102 123,744 15,813,913 SH   SOLE   15,813,913 0 0
LSI INDS INC COM 50216C108 6,776 802,858 SH   SOLE   802,858 0 0
LTC PPTYS INC COM 502175102 51,817 1,364,326 SH   SOLE   1,364,326 0 0
LTX-CREDENCE CORP COM NEW 502403207 9,938 1,508,050 SH   SOLE   1,508,050 0 0
LUBYS INC COM 549282101 4,774 664,914 SH   SOLE   664,914 0 0
LULULEMON ATHLETICA INC COM 550021109 116,911 1,598,674 SH   SOLE   1,598,674 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 83,838 786,104 SH   SOLE   786,104 0 0
LUMINEX CORP DEL COM 55027E102 21,345 1,067,259 SH   SOLE   1,067,259 0 0
LUMOS NETWORKS CORP COM 550283105 11,910 549,610 SH   SOLE   549,610 0 0
LYDALL INC DEL COM 550819106 4,704 273,989 SH   SOLE   273,989 0 0
LYON WILLIAM HOMES CL A NEW 552074700 3,172 156,122 SH   SOLE   156,122 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 947,662 12,940,904 SH   SOLE   12,940,904 0 0
M & T BK CORP COM 55261F104 373,078 3,333,434 SH   SOLE   3,333,434 0 0
M D C HLDGS INC COM 552676108 33,543 1,117,726 SH   SOLE   1,117,726 0 0
M/I HOMES INC COM 55305B101 14,713 713,544 SH   SOLE   713,544 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 2,763 162,365 SH   SOLE   162,365 0 0
MAC-GRAY CORP COM 554153106 2,252 154,688 SH   SOLE   154,688 0 0
MACATAWA BK CORP COM 554225102 1,310 243,580 SH   SOLE   243,580 0 0
MACERICH CO COM 554382101 290,485 5,146,795 SH   SOLE   5,146,795 0 0
MACK CALI RLTY CORP COM 554489104 87,811 4,002,303 SH   SOLE   4,002,303 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 2,299 42,938 SH   SOLE   42,938 0 0
MACYS INC COM 55616P104 433,619 10,021,250 SH   SOLE   10,021,250 0 0
MADDEN STEVEN LTD COM 556269108 58,141 1,080,090 SH   SOLE   1,080,090 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 94,856 1,633,481 SH   SOLE   1,633,481 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 43,351 723,005 SH   SOLE   723,005 0 0
MAGELLAN PETE CORP COM 559091301 1,778 1,743,243 SH   SOLE   1,743,243 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 9,146 710,619 SH   SOLE   710,619 0 0
MAGNA INTL INC COM 559222401 966 11,700 SH   SOLE   11,700 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 9,046 420,166 SH   SOLE   420,166 0 0
MAGNETEK INC COM NEW 559424403 1,815 102,475 SH   SOLE   102,475 0 0
MAGNUM HUNTER RES CORP DEL COM 55973B102 30,415 4,929,563 SH   SOLE   4,929,563 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 17,681 1,497,100 SH   SOLE   1,497,100 0 0
MAIDENFORM BRANDS INC COM 560305104 15,432 656,959 SH   SOLE   656,959 0 0
MAIN STREET CAPITAL CORP COM 56035L104 14,894 497,633 SH   SOLE   497,633 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 11,189 736,621 SH   SOLE   736,621 0 0
MAKO SURGICAL CORP COM 560879108 34,664 1,174,641 SH   SOLE   1,174,641 0 0
MANAGEMENT NETWORK GROUP INC COM NEW 561693201 51 17,453 SH   SOLE   17,453 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 253 14,555 SH   SOLE   14,555 0 0
MANHATTAN ASSOCS INC COM 562750109 61,122 640,360 SH   SOLE   640,360 0 0
MANITEX INTL INC COM 563420108 1,416 129,507 SH   SOLE   129,507 0 0
MANITOWOC INC COM 563571108 61,071 3,122,079 SH   SOLE   3,122,079 0 0
MANNATECH INC COM NEW 563771203 1,318 54,855 SH   SOLE   54,855 0 0
MANNING & NAPIER INC CL A 56382Q102 3,382 202,754 SH   SOLE   202,754 0 0
MANNKIND CORP COM 56400P201 25,813 4,528,578 SH   SOLE   4,528,578 0 0
MANNKIND CORP NOTE 3.750%12/1 56400PAA0 16,972 17,143,000 PRN   SOLE   17,143,000 0 0
MANPOWERGROUP INC COM 56418H100 151,060 2,076,705 SH   SOLE   2,076,705 0 0
MANTECH INTL CORP CL A 564563104 18,575 645,862 SH   SOLE   645,862 0 0
MARATHON OIL CORP COM 565849106 724,649 20,775,498 SH   SOLE   20,775,498 0 0
MARATHON PETE CORP COM 56585A102 613,994 9,545,928 SH   SOLE   9,545,928 0 0
MARATHON PETE CORP OPTIONS 56585A102 592 9,200 SH Put SOLE   9,200 0 0
MARCHEX INC CL B 56624R108 6,351 872,322 SH   SOLE   872,322 0 0
MARCUS CORP COM 566330106 9,630 662,765 SH   SOLE   662,765 0 0
MARIN SOFTWARE INC COM 56804T106 1,252 99,774 SH   SOLE   99,774 0 0
MARINE PRODS CORP COM 568427108 3,301 363,583 SH   SOLE   363,583 0 0
MARINEMAX INC COM 567908108 8,636 707,851 SH   SOLE   707,851 0 0
MARKEL CORP COM 570535104 162,138 313,146 SH   SOLE   313,146 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,666 66,604 SH   SOLE   66,604 0 0
MARKET VECTORS ETF TR MV STEEL INDEX 57060U308 47 1,049 SH   SOLE   1,049 0 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 13,701 486,187 SH   SOLE   486,187 0 0
MARKET VECTORS ETF TR VIETNAM ETF 57060U761 887 49,500 SH   SOLE   49,500 0 0
MARKET VECTORS ETF TR EGYPT INDX ETF 57061R569 189 3,917 SH   SOLE   3,917 0 0
MARKETAXESS HLDGS INC COM 57060D108 62,124 1,036,202 SH   SOLE   1,036,202 0 0
MARKETO INC COM 57063L107 3,144 98,626 SH   SOLE   98,626 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 7,075 283,462 SH   SOLE   283,462 0 0
MARRIOTT INTL INC NEW CL A 571903202 261,247 6,211,297 SH   SOLE   6,211,297 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 37,663 855,973 SH   SOLE   855,973 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 395 23,457 SH   SOLE   23,457 0 0
MARSH & MCLENNAN COS INC COM 571748102 626,157 14,377,886 SH   SOLE   14,377,886 0 0
MARTEN TRANS LTD COM 573075108 12,160 708,394 SH   SOLE   708,394 0 0
MARTHA STEWART LIVING OMNIME CL A 573083102 2,566 1,115,692 SH   SOLE   1,115,692 0 0
MARTIN MARIETTA MATLS INC COM 573284106 118,183 1,203,863 SH   SOLE   1,203,863 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 108,985 9,476,952 SH   SOLE   9,476,952 0 0
MASCO CORP COM 574599106 223,422 10,499,155 SH   SOLE   10,499,155 0 0
MASIMO CORP COM 574795100 40,213 1,509,482 SH   SOLE   1,509,482 0 0
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 4,391 4,696,000 PRN   SOLE   4,696,000 0 0
MAST THERAPEUTICS INC COM 576314108 32 73,494 SH   SOLE   73,494 0 0
MASTEC INC COM 576323109 48,513 1,601,083 SH   SOLE   1,601,083 0 0
MASTEC INC NOTE 4.250%12/1 576323AM1 7,953 4,000,000 PRN   SOLE   4,000,000 0 0
MASTECH HOLDINGS INC COM 57633B100 761 66,577 SH   SOLE   66,577 0 0
MASTERCARD INC CL A 57636Q104 1,929,420 2,867,832 SH   SOLE   2,867,832 0 0
MATADOR RES CO COM 576485205 16,017 980,817 SH   SOLE   980,817 0 0
MATERION CORP COM 576690101 18,853 588,058 SH   SOLE   588,058 0 0
MATRIX SVC CO COM 576853105 15,881 809,406 SH   SOLE   809,406 0 0
MATSON INC COM 57686G105 63,842 2,433,948 SH   SOLE   2,433,948 0 0
MATTEL INC COM 577081102 399,122 9,530,123 SH   SOLE   9,530,123 0 0
MATTERSIGHT CORP COM 577097108 542 143,064 SH   SOLE   143,064 0 0
MATTHEWS INTL CORP CL A 577128101 32,379 850,298 SH   SOLE   850,298 0 0
MATTRESS FIRM HLDG CORP COM 57722W106 10,225 321,450 SH   SOLE   321,450 0 0
MATTSON TECHNOLOGY INC COM 577223100 2,984 1,248,452 SH   SOLE   1,248,452 0 0
MAUI LD & PINEAPPLE INC COM 577345101 818 202,352 SH   SOLE   202,352 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 286,429 9,605,272 SH   SOLE   9,605,272 0 0
MAXIMUS INC COM 577933104 84,959 1,886,309 SH   SOLE   1,886,309 0 0
MAXLINEAR INC CL A 57776J100 2,277 274,636 SH   SOLE   274,636 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 8,458 933,566 SH   SOLE   933,566 0 0
MB FINANCIAL INC NEW COM 55264U108 42,056 1,490,821 SH   SOLE   1,490,821 0 0
MBIA INC COM 55262C100 33,467 3,271,443 SH   SOLE   3,271,443 0 0
MBT FINL CORP COM 578877102 77 20,023 SH   SOLE   20,023 0 0
MCCLATCHY CO CL A 579489105 13,245 4,415,159 SH   SOLE   4,415,159 0 0
MCCORMICK & CO INC COM NON VTG 579780206 228,686 3,534,565 SH   SOLE   3,534,565 0 0
MCDERMOTT INTL INC COM 580037109 38,832 5,226,334 SH   SOLE   5,226,334 0 0
MCDONALDS CORP COM 580135101 2,559,304 26,601,231 SH   SOLE   26,601,231 0 0
MCEWEN MNG INC COM 58039P107 10,127 4,219,486 SH   SOLE   4,219,486 0 0
MCG CAPITAL CORP COM 58047P107 8,148 1,616,678 SH   SOLE   1,616,678 0 0
MCGRATH RENTCORP COM 580589109 23,716 664,318 SH   SOLE   664,318 0 0
MCGRAW HILL FINL INC COM 580645109 467,505 7,127,690 SH   SOLE   7,127,690 0 0
MCKESSON CORP COM 58155Q103 845,593 6,590,750 SH   SOLE   6,590,750 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 8,499 303,718 SH   SOLE   303,718 0 0
MDU RES GROUP INC COM 552690109 139,175 4,975,884 SH   SOLE   4,975,884 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 474,308 6,387,121 SH   SOLE   6,387,121 0 0
MEADOWBROOK INS GROUP INC COM 58319P108 9,006 1,385,540 SH   SOLE   1,385,540 0 0
MEADWESTVACO CORP COM 583334107 187,582 4,887,506 SH   SOLE   4,887,506 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 23,633 435,708 SH   SOLE   435,708 0 0
MECHEL OAO SPONSORED ADR 583840103 1,516 472,348 SH   SOLE   472,348 0 0
MEDALLION FINL CORP COM 583928106 11,006 739,620 SH   SOLE   739,620 0 0
MEDASSETS INC COM 584045108 46,731 1,838,357 SH   SOLE   1,838,357 0 0
MEDGENICS INC COM NEW 58436Q203 774 99,255 SH   SOLE   99,255 0 0
MEDIA GEN INC CL A 584404107 9,120 639,560 SH   SOLE   639,560 0 0
MEDICAL ACTION INDS INC COM 58449L100 5,461 822,365 SH   SOLE   822,365 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 65,257 5,362,160 SH   SOLE   5,362,160 0 0
MEDICINES CO COM 584688105 58,435 1,743,300 SH   SOLE   1,743,300 0 0
MEDICINOVA INC COM NEW 58468P206 268 104,448 SH   SOLE   104,448 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 68,853 695,972 SH   SOLE   695,972 0 0
MEDIFAST INC COM 58470H101 11,741 436,631 SH   SOLE   436,631 0 0
MEDIVATION INC COM 58501N101 106,580 1,778,107 SH   SOLE   1,778,107 0 0
MEDLEY CAP CORP COM 58503F106 6,682 484,541 SH   SOLE   484,541 0 0
MEDNAX INC COM 58502B106 133,473 1,329,413 SH   SOLE   1,329,413 0 0
MEDTRONIC INC COM 585055106 1,396,326 26,222,077 SH   SOLE   26,222,077 0 0
MEI PHARMA INC COM NEW 55279B202 1,104 98,121 SH   SOLE   98,121 0 0
MELA SCIENCES INC COM 55277R100 1,399 1,915,988 SH   SOLE   1,915,988 0 0
MELCO CROWN ENTMT LTD ADR 585464100 11,070 347,772 SH   SOLE   347,772 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 4,230 111,382 SH   SOLE   111,382 0 0
MENS WEARHOUSE INC COM 587118100 49,479 1,453,139 SH   SOLE   1,453,139 0 0
MENTOR GRAPHICS CORP COM 587200106 67,442 2,885,821 SH   SOLE   2,885,821 0 0
MERCADOLIBRE INC COM 58733R102 6,270 46,472 SH   SOLE   46,472 0 0
MERCANTILE BANK CORP COM 587376104 2,059 94,532 SH   SOLE   94,532 0 0
MERCHANTS BANCSHARES COM 588448100 6,660 230,123 SH   SOLE   230,123 0 0
MERCK & CO INC NEW COM 58933Y105 3,696,387 77,640,502 SH   SOLE   77,640,502 0 0
MERCURY GENL CORP NEW COM 589400100 31,906 660,445 SH   SOLE   660,445 0 0
MERCURY SYS INC COM 589378108 9,431 943,970 SH   SOLE   943,970 0 0
MEREDITH CORP COM 589433101 51,141 1,073,950 SH   SOLE   1,073,950 0 0
MERGE HEALTHCARE INC COM 589499102 5,810 2,225,957 SH   SOLE   2,225,957 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 27,909 1,181,020 SH   SOLE   1,181,020 0 0
MERIDIAN INTERSTAT BANCORP I COM 58964Q104 1,866 85,643 SH   SOLE   85,643 0 0
MERIT MED SYS INC COM 589889104 14,761 1,216,879 SH   SOLE   1,216,879 0 0
MERITAGE HOMES CORP COM 59001A102 40,493 942,800 SH   SOLE   942,800 0 0
MERITOR INC COM 59001K100 21,742 2,766,162 SH   SOLE   2,766,162 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 4,677 1,234,068 SH   SOLE   1,234,068 0 0
MERU NETWORKS INC COM 59047Q103 38 11,519 SH   SOLE   11,519 0 0
MESA LABS INC COM 59064R109 1,841 27,233 SH   SOLE   27,233 0 0
META FINL GROUP INC COM 59100U108 4,315 113,559 SH   SOLE   113,559 0 0
METABOLIX INC COM 591018809 753 597,743 SH   SOLE   597,743 0 0
METALICO INC COM 591176102 2,468 1,763,109 SH   SOLE   1,763,109 0 0
METHODE ELECTRS INC COM 591520200 27,983 999,399 SH   SOLE   999,399 0 0
METLIFE INC COM 59156R108 1,275,415 27,165,386 SH   SOLE   27,165,386 0 0
METLIFE INC OPTIONS 59156R108 254 5,400 SH Call SOLE   5,400 0 0
METRO BANCORP INC PA COM 59161R101 10,795 513,813 SH   SOLE   513,813 0 0
METROCORP BANCSHARES INC COM 591650106 3,821 278,114 SH   SOLE   278,114 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 188,949 786,994 SH   SOLE   786,994 0 0
MFA FINL INC COM 55272X102 71,007 9,531,193 SH   SOLE   9,531,193 0 0
MGC DIAGNOSTICS CORP COM 552768103 940 85,845 SH   SOLE   85,845 0 0
MGE ENERGY INC COM 55277P104 34,537 633,119 SH   SOLE   633,119 0 0
MGIC INVT CORP WIS COM 552848103 66,593 9,147,427 SH   SOLE   9,147,427 0 0
MGM RESORTS INTERNATIONAL COM 552953101 221,002 10,812,211 SH   SOLE   10,812,211 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 4,103 3,223,000 PRN   SOLE   3,223,000 0 0
MGP INGREDIENTS INC NEW COM 55303J106 1,265 241,439 SH   SOLE   241,439 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 316,668 4,249,431 SH   SOLE   4,249,431 0 0
MICREL INC COM 594793101 12,203 1,339,498 SH   SOLE   1,339,498 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 203,756 5,057,227 SH   SOLE   5,057,227 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 99,644 63,594,000 PRN   SOLE   63,594,000 0 0
MICROFINANCIAL INC COM 595072109 906 115,011 SH   SOLE   115,011 0 0
MICRON TECHNOLOGY INC COM 595112103 463,695 26,543,885 SH   SOLE   26,543,885 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 58,304 46,022,000 PRN   SOLE   46,022,000 0 0
MICRON TECHNOLOGY INC DEBT 1.875% 6/0 595112AK9 1,499 931,000 PRN   SOLE   931,000 0 0
MICRONET ENERTEC TECH INC COM 595117102 18 3,285 SH   SOLE   3,285 0 0
MICROS SYS INC COM 594901100 103,091 2,064,302 SH   SOLE   2,064,302 0 0
MICROSEMI CORP COM 595137100 64,719 2,668,840 SH   SOLE   2,668,840 0 0
MICROSOFT CORP COM 594918104 7,037,877 211,474,666 SH   SOLE   99,999,999 0 0
MICROSTRATEGY INC CL A NEW 594972408 25,982 250,406 SH   SOLE   250,406 0 0
MICROVISION INC DEL COM NEW 594960304 1,144 657,365 SH   SOLE   657,365 0 0
MID-AMER APT CMNTYS INC COM 59522J103 91,397 1,462,353 SH   SOLE   1,462,353 0 0
MIDDLEBURG FINANCIAL CORP COM 596094102 1,107 57,411 SH   SOLE   57,411 0 0
MIDDLEBY CORP COM 596278101 104,387 499,673 SH   SOLE   499,673 0 0
MIDDLESEX WATER CO COM 596680108 13,721 641,485 SH   SOLE   641,485 0 0
MIDSOUTH BANCORP INC COM 598039105 1,439 92,809 SH   SOLE   92,809 0 0
MIDSTATES PETE CO INC COM 59804T100 2,759 537,913 SH   SOLE   537,913 0 0
MIDWAY GOLD CORP COM 598153104 1,311 1,372,274 SH   SOLE   1,372,274 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,972 76,705 SH   SOLE   76,705 0 0
MILLENNIAL MEDIA INC COM 60040N105 6,176 873,544 SH   SOLE   873,544 0 0
MILLER ENERGY RES INC COM 600527105 2,729 375,892 SH   SOLE   375,892 0 0
MILLER HERMAN INC COM 600544100 51,248 1,756,277 SH   SOLE   1,756,277 0 0
MILLER INDS INC TENN COM NEW 600551204 6,789 399,805 SH   SOLE   399,805 0 0
MIMEDX GROUP INC COM 602496101 4,213 1,010,295 SH   SOLE   1,010,295 0 0
MIND C T I LTD ORD M70240102 449 268,750 SH   SOLE   268,750 0 0
MINDSPEED TECHNOLOGIES INC COM NEW 602682205 4,318 1,420,472 SH   SOLE   1,420,472 0 0
MINE SAFETY APPLIANCES CO COM 602720104 45,419 880,051 SH   SOLE   880,051 0 0
MINERALS TECHNOLOGIES INC COM 603158106 53,614 1,085,968 SH   SOLE   1,085,968 0 0
MISONIX INC COM 604871103 339 76,933 SH   SOLE   76,933 0 0
MISTRAS GROUP INC COM 60649T107 4,457 262,173 SH   SOLE   262,173 0 0
MITCHAM INDS INC COM 606501104 6,142 401,701 SH   SOLE   401,701 0 0
MITEK SYS INC COM NEW 606710200 4,192 812,307 SH   SOLE   812,307 0 0
MITEL NETWORKS CORP COM 60671Q104 235 39,434 SH   SOLE   39,434 0 0
MIX TELEMATICS LTD SPONSORED ADR 60688N102 306 20,648 SH   SOLE   20,648 0 0
MKS INSTRUMENT INC COM 55306N104 36,886 1,387,212 SH   SOLE   1,387,212 0 0
MOBILE MINI INC COM 60740F105 36,081 1,059,334 SH   SOLE   1,059,334 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 150,838 6,776,203 SH   SOLE   6,776,203 0 0
MOCON INC COM 607494101 10 713 SH   SOLE   713 0 0
MOD PAC CORP COM 607495108 316 34,305 SH   SOLE   34,305 0 0
MODEL N INC COM 607525102 838 84,670 SH   SOLE   84,670 0 0
MODINE MFG CO COM 607828100 19,659 1,343,767 SH   SOLE   1,343,767 0 0
MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 3,643 1,329,596 SH   SOLE   1,329,596 0 0
MOHAWK INDS INC COM 608190104 211,429 1,623,253 SH   SOLE   1,623,253 0 0
MOLEX INC COM 608554101 158,126 4,105,043 SH   SOLE   4,105,043 0 0
MOLEX INC CL A 608554200 238 6,222 SH   SOLE   6,222 0 0
MOLINA HEALTHCARE INC COM 60855R100 26,069 732,272 SH   SOLE   732,272 0 0
MOLSON COORS BREWING CO CL B 60871R209 212,851 4,245,971 SH   SOLE   4,245,971 0 0
MOLYCORP INC DEL COM 608753109 24,442 3,725,883 SH   SOLE   3,725,883 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 20,504 1,424,895 SH   SOLE   1,424,895 0 0
MONARCH CASINO & RESORT INC COM 609027107 5,857 308,598 SH   SOLE   308,598 0 0
MONARCH FINANCIAL HOLDINGS I COM 60907Q100 1,058 90,281 SH   SOLE   90,281 0 0
MONDELEZ INTL INC CL A 609207105 1,483,750 47,221,603 SH   SOLE   47,221,603 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 13,024 665,150 SH   SOLE   665,150 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 17,080 1,883,097 SH   SOLE   1,883,097 0 0
MONOLITHIC PWR SYS INC COM 609839105 28,675 946,987 SH   SOLE   946,987 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 30,271 1,056,205 SH   SOLE   1,056,205 0 0
MONRO MUFFLER BRAKE INC COM 610236101 37,463 806,867 SH   SOLE   806,867 0 0
MONSANTO CO NEW COM 61166W101 1,480,668 14,186,716 SH   SOLE   14,186,716 0 0
MONSTER BEVERAGE CORP COM 611740101 191,309 3,661,420 SH   SOLE   3,661,420 0 0
MONSTER WORLDWIDE INC COM 611742107 20,416 4,618,930 SH   SOLE   4,618,930 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 33,904 1,301,510 SH   SOLE   1,301,510 0 0
MOODYS CORP COM 615369105 364,007 5,175,703 SH   SOLE   5,175,703 0 0
MOOG INC CL A 615394202 70,711 1,205,238 SH   SOLE   1,205,238 0 0
MORGAN STANLEY COM NEW 617446448 1,009,940 37,474,587 SH   SOLE   37,474,587 0 0
MORGANS HOTEL GROUP CO COM 61748W108 2,999 391,031 SH   SOLE   391,031 0 0
MORNINGSTAR INC COM 617700109 43,759 552,092 SH   SOLE   552,092 0 0
MOSAIC CO NEW COM 61945C103 373,417 8,680,077 SH   SOLE   8,680,077 0 0
MOSYS INC COM 619718109 5,117 1,375,413 SH   SOLE   1,375,413 0 0
MOTORCAR PTS AMER INC COM 620071100 185 14,595 SH   SOLE   14,595 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 377,367 6,355,125 SH   SOLE   6,355,125 0 0
MOVADO GROUP INC COM 624580106 24,551 561,155 SH   SOLE   561,155 0 0
MOVE INC COM NEW 62458M207 22,175 1,307,425 SH   SOLE   1,307,425 0 0
MPG OFFICE TR INC COM 553274101 7,193 2,298,031 SH   SOLE   2,298,031 0 0
MRC GLOBAL INC COM 55345K103 80,367 2,998,779 SH   SOLE   2,998,779 0 0
MSC INDL DIRECT INC CL A 553530106 106,759 1,312,342 SH   SOLE   1,312,342 0 0
MSCI INC COM 55354G100 129,242 3,210,194 SH   SOLE   3,210,194 0 0
MTR GAMING GROUP INC COM 553769100 2,483 527,151 SH   SOLE   527,151 0 0
MTS SYS CORP COM 553777103 27,988 434,929 SH   SOLE   434,929 0 0
MUELLER INDS INC COM 624756102 45,011 808,536 SH   SOLE   808,536 0 0
MUELLER WTR PRODS INC COM SER A 624758108 34,208 4,281,374 SH   SOLE   4,281,374 0 0
MULTI COLOR CORP COM 625383104 13,579 400,207 SH   SOLE   400,207 0 0
MULTI FINELINE ELECTRONIX IN COM 62541B101 4,096 252,535 SH   SOLE   252,535 0 0
MULTIMEDIA GAMES HLDG CO INC COM 625453105 29,988 867,947 SH   SOLE   867,947 0 0
MURPHY OIL CORP COM 626717102 284,094 4,709,781 SH   SOLE   4,709,781 0 0
MURPHY USA INC COM 626755102 93,486 2,314,587 SH   SOLE   2,314,587 0 0
MUTUALFIRST FINL INC COM 62845B104 79 5,124 SH   SOLE   5,124 0 0
MVC CAPITAL INC COM 553829102 4,194 321,144 SH   SOLE   321,144 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 51,510 344,872 SH   SOLE   344,872 0 0
MYERS INDS INC COM 628464109 16,016 796,434 SH   SOLE   796,434 0 0
MYLAN INC COM 628530107 377,964 9,902,125 SH   SOLE   9,902,125 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 86,990 30,016,000 PRN   SOLE   30,016,000 0 0
MYR GROUP INC DEL COM 55405W104 16,018 659,160 SH   SOLE   659,160 0 0
MYRIAD GENETICS INC COM 62855J104 46,884 1,995,056 SH   SOLE   1,995,056 0 0
NABORS INDUSTRIES LTD SHS G6359F103 119,043 7,412,392 SH   SOLE   7,412,392 0 0
NACCO INDS INC CL A 629579103 9,754 176,002 SH   SOLE   176,002 0 0
NAM TAI ELECTRS INC COM PAR $0.02 629865205 1,199 154,265 SH   SOLE   154,265 0 0
NANOMETRICS INC COM 630077105 11,705 726,133 SH   SOLE   726,133 0 0
NANOSPHERE INC COM 63009F105 1,332 665,998 SH   SOLE   665,998 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 1,581 297,715 SH   SOLE   297,715 0 0
NASB FINL INC COM 628968109 3,210 117,013 SH   SOLE   117,013 0 0
NASDAQ OMX GROUP INC COM 631103108 174,367 5,430,297 SH   SOLE   5,430,297 0 0
NASH FINCH CO COM 631158102 10,474 396,580 SH   SOLE   396,580 0 0
NATHANS FAMOUS INC NEW COM 632347100 1,445 27,376 SH   SOLE   27,376 0 0
NATIONAL AMERN UNIV HLDGS IN COM 63245Q105 250 72,833 SH   SOLE   72,833 0 0
NATIONAL BANKSHARES INC VA COM 634865109 7,111 198,122 SH   SOLE   198,122 0 0
NATIONAL BEVERAGE CORP COM 635017106 7,808 437,190 SH   SOLE   437,190 0 0
NATIONAL BK HLDGS CORP CL A 633707104 22,413 1,091,183 SH   SOLE   1,091,183 0 0
NATIONAL CINEMEDIA INC COM 635309107 32,352 1,715,378 SH   SOLE   1,715,378 0 0
NATIONAL FUEL GAS CO N J COM 636180101 143,946 2,093,451 SH   SOLE   2,093,451 0 0
NATIONAL HEALTH INVS INC COM 63633D104 47,929 842,480 SH   SOLE   842,480 0 0
NATIONAL HEALTHCARE CORP COM 635906100 12,931 273,555 SH   SOLE   273,555 0 0
NATIONAL INSTRS CORP COM 636518102 88,569 2,863,542 SH   SOLE   2,863,542 0 0
NATIONAL INTERSTATE CORP COM 63654U100 2,778 99,887 SH   SOLE   99,887 0 0
NATIONAL OILWELL VARCO INC COM 637071101 861,860 11,033,928 SH   SOLE   11,033,928 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 32,064 3,190,419 SH   SOLE   3,190,419 0 0
NATIONAL PRESTO INDS INC COM 637215104 11,932 169,469 SH   SOLE   169,469 0 0
NATIONAL RESH CORP CL A 637372202 1,805 95,844 SH   SOLE   95,844 0 0
NATIONAL RESH CORP CL B 637372301 61 2,048 SH   SOLE   2,048 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 138,351 4,347,925 SH   SOLE   4,347,925 0 0
NATIONAL TECHNICAL SYS INC COM 638104109 1,714 75,010 SH   SOLE   75,010 0 0
NATIONAL WESTN LIFE INS CO CL A 638522102 14,228 70,516 SH   SOLE   70,516 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 32,817 583,621 SH   SOLE   583,621 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 11,296 421,179 SH   SOLE   421,179 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 3,993 100,575 SH   SOLE   100,575 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 2,601 136,839 SH   SOLE   136,839 0 0
NATUS MEDICAL INC DEL COM 639050103 14,010 987,982 SH   SOLE   987,982 0 0
NAUGATUCK VY FINL CORP MD COM 63906P107 506 66,124 SH   SOLE   66,124 0 0
NAUTILUS INC COM 63910B102 6,612 915,800 SH   SOLE   915,800 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 4,623 1,744,388 SH   SOLE   1,744,388 0 0
NAVIGANT CONSULTING INC COM 63935N107 21,419 1,385,418 SH   SOLE   1,385,418 0 0
NAVIGATORS GROUP INC COM 638904102 19,124 331,045 SH   SOLE   331,045 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 0 2 SH   SOLE   2 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 261 36,637 SH   SOLE   36,637 0 0
NAVIOS MARITIME PARTNERS L P UNIT LPI Y62267102 742 50,679 SH   SOLE   50,679 0 0
NAVISTAR INTL CORP NEW COM 63934E108 54,832 1,503,071 SH   SOLE   1,503,071 0 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 3,259 3,217,000 PRN   SOLE   3,217,000 0 0
NBT BANCORP INC COM 628778102 30,024 1,306,537 SH   SOLE   1,306,537 0 0
NCI BUILDING SYS INC COM NEW 628852204 5,929 465,414 SH   SOLE   465,414 0 0
NCI INC CL A 62886K104 1,933 343,374 SH   SOLE   343,374 0 0
NCR CORP NEW COM 62886E108 180,208 4,549,570 SH   SOLE   4,549,570 0 0
NEENAH PAPER INC COM 640079109 17,563 446,770 SH   SOLE   446,770 0 0
NEKTAR THERAPEUTICS COM 640268108 34,142 3,268,704 SH   SOLE   3,268,704 0 0
NELNET INC CL A 64031N108 29,564 768,895 SH   SOLE   768,895 0 0
NEOGEN CORP COM 640491106 41,002 675,268 SH   SOLE   675,268 0 0
NEOGENOMICS INC COM NEW 64049M209 988 329,326 SH   SOLE   329,326 0 0
NEONODE INC COM NEW 64051M402 6,044 941,373 SH   SOLE   941,373 0 0
NEOPHOTONICS CORP COM 64051T100 1,647 222,885 SH   SOLE   222,885 0 0
NEOSTEM INC COM PAR $.001 640650404 26 3,053 SH   SOLE   3,053 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 558 46,543 SH   SOLE   46,543 0 0
NET ELEMENT INTL INC COM 64111R102 80 17,367 SH   SOLE   17,367 0 0
NETAPP INC COM 64110D104 388,810 9,122,710 SH   SOLE   9,122,710 0 0
NETFLIX INC COM 64110L106 443,761 1,435,145 SH   SOLE   1,435,145 0 0
NETGEAR INC COM 64111Q104 31,326 1,015,110 SH   SOLE   1,015,110 0 0
NETSCOUT SYS INC COM 64115T104 26,444 1,035,800 SH   SOLE   1,035,800 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 2,645 263,732 SH   SOLE   263,732 0 0
NETSUITE INC COM 64118Q107 81,997 759,652 SH   SOLE   759,652 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 24,097 2,128,731 SH   SOLE   2,128,731 0 0
NEUROMETRIX INC COM PAR $0.0001 641255302 18 10,796 SH   SOLE   10,796 0 0
NEUSTAR INC CL A 64126X201 82,653 1,670,423 SH   SOLE   1,670,423 0 0
NEW GOLD INC CDA COM 644535106 0 2 SH   SOLE   2 0 0
NEW JERSEY RES COM 646025106 45,444 1,031,653 SH   SOLE   1,031,653 0 0
NEW MTN FIN CORP COM 647551100 6,703 465,134 SH   SOLE   465,134 0 0
NEW RESIDENTIAL INVT CORP COM 64828T102 21,592 3,261,624 SH   SOLE   3,261,624 0 0
NEW YORK & CO INC COM 649295102 4,930 852,916 SH   SOLE   852,916 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 175,902 11,641,457 SH   SOLE   11,641,457 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 6,212 995,547 SH   SOLE   995,547 0 0
NEW YORK TIMES CO CL A 650111107 50,383 4,008,163 SH   SOLE   4,008,163 0 0
NEWBRIDGE BANCORP CL A NO PAR 65080T102 3,429 470,316 SH   SOLE   470,316 0 0
NEWELL RUBBERMAID INC COM 651229106 210,677 7,660,994 SH   SOLE   7,660,994 0 0
NEWFIELD EXPL CO COM 651290108 97,806 3,573,458 SH   SOLE   3,573,458 0 0
NEWLINK GENETICS CORP COM 651511107 3,991 212,523 SH   SOLE   212,523 0 0
NEWMARKET CORP COM 651587107 82,750 287,415 SH   SOLE   287,415 0 0
NEWMONT MINING CORP COM 651639106 361,175 12,853,201 SH   SOLE   12,853,201 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 1,613 1,463,000 PRN   SOLE   1,463,000 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 30,642 2,420,390 SH   SOLE   2,420,390 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 21 15,000 PRN   SOLE   15,000 0 0
NEWPORT CORP COM 651824104 18,566 1,187,831 SH   SOLE   1,187,831 0 0
NEWS CORP NEW CL A 65249B109 242,479 15,098,331 SH   SOLE   15,098,331 0 0
NEWS CORP NEW CL B 65249B208 197 11,967 SH   SOLE   11,967 0 0
NEWSTAR FINANCIAL INC COM 65251F105 6,402 350,422 SH   SOLE   350,422 0 0
NEWTEK BUSINESS SVCS INC COM 652526104 317 107,080 SH   SOLE   107,080 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 34,976 785,887 SH   SOLE   785,887 0 0
NEXTERA ENERGY INC COM 65339F101 919,215 11,467,251 SH   SOLE   11,467,251 0 0
NGP CAP RES CO COM 62912R107 2,156 290,148 SH   SOLE   290,148 0 0
NIC INC COM 62914B100 41,845 1,810,699 SH   SOLE   1,810,699 0 0
NICE SYS LTD SPONSORED ADR 653656108 1,614 39,025 SH   SOLE   39,025 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 2,266 139,110 SH   SOLE   139,110 0 0
NIDEC CORP SPONSORED ADR 654090109 389 18,397 SH   SOLE   18,397 0 0
NIELSEN HOLDINGS N V COM N63218106 209,864 5,757,599 SH   SOLE   5,757,599 0 0
NII HLDGS INC CL B NEW 62913F201 27,901 4,596,579 SH   SOLE   4,596,579 0 0
NIKE INC CL B 654106103 1,487,659 20,479,892 SH   SOLE   20,479,892 0 0
NISOURCE INC COM 65473P105 261,618 8,469,344 SH   SOLE   8,469,344 0 0
NL INDS INC COM NEW 629156407 2,084 183,605 SH   SOLE   183,605 0 0
NN INC COM 629337106 8,999 578,367 SH   SOLE   578,367 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 175,603 4,649,264 SH   SOLE   4,649,264 0 0
NOBLE ENERGY INC COM 655044105 615,660 9,187,589 SH   SOLE   9,187,589 0 0
NOODLES & CO CL A 65540B105 4,649 108,475 SH   SOLE   108,475 0 0
NORANDA ALUM HLDG CORP COM 65542W107 1,683 684,291 SH   SOLE   684,291 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 6,720 815,584 SH   SOLE   815,584 0 0
NORDION INC COM 65563C105 468 54,173 SH   SOLE   54,173 0 0
NORDSON CORP COM 655663102 115,011 1,562,006 SH   SOLE   1,562,006 0 0
NORDSTROM INC COM 655664100 210,509 3,745,712 SH   SOLE   3,745,712 0 0
NORFOLK SOUTHERN CORP COM 655844108 658,202 8,509,394 SH   SOLE   8,509,394 0 0
NORTEK INC COM NEW 656559309 11,236 163,526 SH   SOLE   163,526 0 0
NORTH VALLEY BANCORP COM NEW 66304M204 446 23,607 SH   SOLE   23,607 0 0
NORTHEAST UTILS COM 664397106 342,243 8,296,789 SH   SOLE   8,296,789 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 26,636 1,845,903 SH   SOLE   1,845,903 0 0
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 0 4 SH   SOLE   4 0 0
NORTHERN TR CORP COM 665859104 326,334 6,000,985 SH   SOLE   6,000,985 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 14,706 1,211,347 SH   SOLE   1,211,347 0 0
NORTHGATE MINERALS CORP NOTE 3.500%10/0 666416AB8 63 66,000 PRN   SOLE   66,000 0 0
NORTHRIM BANCORP INC COM 666762109 5,329 221,114 SH   SOLE   221,114 0 0
NORTHROP GRUMMAN CORP COM 666807102 732,909 7,693,776 SH   SOLE   7,693,776 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 59,906 6,455,410 SH   SOLE   6,455,410 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 34,851 2,638,248 SH   SOLE   2,638,248 0 0
NORTHWEST NAT GAS CO COM 667655104 32,694 778,807 SH   SOLE   778,807 0 0
NORTHWEST PIPE CO COM 667746101 10,779 327,814 SH   SOLE   327,814 0 0
NORTHWESTERN CORP COM NEW 668074305 43,891 977,088 SH   SOLE   977,088 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 27,619 895,260 SH   SOLE   895,260 0 0
NORWOOD FINANCIAL CORP COM 669549107 335 11,575 SH   SOLE   11,575 0 0
NOVACOPPER INC COM 66988K102 0 1 SH   SOLE   1 0 0
NOVAGOLD RES INC COM NEW 66987E206 599 258,367 SH   SOLE   258,367 0 0
NOVATEL WIRELESS INC COM NEW 66987M604 3,110 1,191,739 SH   SOLE   1,191,739 0 0
NOVAVAX INC COM 670002104 13,624 4,325,145 SH   SOLE   4,325,145 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 54,137 34,196,000 PRN   SOLE   34,196,000 0 0
NOVO-NORDISK A S ADR 670100205 478 2,824 SH   SOLE   2,824 0 0
NPS PHARMACEUTICALS INC COM 62936P103 83,851 2,636,003 SH   SOLE   2,636,003 0 0
NQ MOBILE INC ADR REPSTG CL A 64118U108 359 16,479 SH   SOLE   16,479 0 0
NRG ENERGY INC COM NEW 629377508 226,727 8,295,899 SH   SOLE   8,295,899 0 0
NRG YIELD INC COM CL A 62942X108 6,394 211,101 SH   SOLE   211,101 0 0
NTELOS HLDGS CORP COM NEW 67020Q305 8,767 466,354 SH   SOLE   466,354 0 0
NTN BUZZTIME INC COM NEW 629410309 43 124,635 SH   SOLE   124,635 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 134,033 1,399,965 SH   SOLE   1,399,965 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 115,842 6,201,374 SH   SOLE   6,201,374 0 0
NUCOR CORP COM 670346105 402,382 8,208,520 SH   SOLE   8,208,520 0 0
NUMEREX CORP PA CL A 67053A102 4,025 367,582 SH   SOLE   367,582 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 8,600 362,260 SH   SOLE   362,260 0 0
NUTRI SYS INC NEW COM 67069D108 12,534 871,599 SH   SOLE   871,599 0 0
NUVASIVE INC COM 670704105 30,650 1,251,543 SH   SOLE   1,251,543 0 0
NUVERRA ENVIRONMENTAL SOLUTI COM 67091K104 6,737 2,942,046 SH   SOLE   2,942,046 0 0
NV ENERGY INC COM 67073Y106 149,980 6,352,387 SH   SOLE   6,352,387 0 0
NVE CORP COM NEW 629445206 8,737 171,183 SH   SOLE   171,183 0 0
NVIDIA CORP COM 67066G104 231,526 14,879,592 SH   SOLE   14,879,592 0 0
NVR INC COM 62944T105 113,467 123,442 SH   SOLE   123,442 0 0
NXP SEMICONDUCTORS N V COM N6596X109 22,420 602,515 SH   SOLE   602,515 0 0
NXSTAGE MEDICAL INC COM 67072V103 28,630 2,175,500 SH   SOLE   2,175,500 0 0
NYSE EURONEXT COM 629491101 276,626 6,589,466 SH   SOLE   6,589,466 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 371,798 2,914,009 SH   SOLE   2,914,009 0 0
OASIS PETE INC NEW COM 674215108 119,578 2,433,906 SH   SOLE   2,433,906 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,985,802 21,229,445 SH   SOLE   21,229,445 0 0
OCEAN PWR TECHNOLOGIES INC COM NEW 674870308 30 17,948 SH   SOLE   17,948 0 0
OCEAN RIG UDW INC SHS Y64354205 806 44,291 SH   SOLE   44,291 0 0
OCEANEERING INTL INC COM 675232102 234,606 2,887,810 SH   SOLE   2,887,810 0 0
OCEANFIRST FINL CORP COM 675234108 11,659 689,498 SH   SOLE   689,498 0 0
OCLARO INC COM NEW 67555N206 3,108 1,755,825 SH   SOLE   1,755,825 0 0
OCULUS INNOVATIVE SCIENCES I COM NEW 67575P207 330 120,481 SH   SOLE   120,481 0 0
OCWEN FINL CORP COM NEW 675746309 157,170 2,818,182 SH   SOLE   2,818,182 0 0
OCZ TECHNOLOGY GROUP INC COM 67086E303 1,846 1,419,927 SH   SOLE   1,419,927 0 0
ODYSSEY MARINE EXPLORATION I COM 676118102 7,887 2,629,057 SH   SOLE   2,629,057 0 0
OFFICE DEPOT INC COM 676220106 36,358 7,527,598 SH   SOLE   7,527,598 0 0
OFFICEMAX INC DEL COM 67622P101 29,891 2,337,070 SH   SOLE   2,337,070 0 0
OFFICIAL PMTS HLDGS INC COM 67623R106 290 34,815 SH   SOLE   34,815 0 0
OFG BANCORP COM 67103X102 25,417 1,569,905 SH   SOLE   1,569,905 0 0
OGE ENERGY CORP COM 670837103 208,860 5,787,207 SH   SOLE   5,787,207 0 0
OHIO VY BANC CORP COM 677719106 526 26,057 SH   SOLE   26,057 0 0
OI S.A. SPONSORED ADR 670851104 66 33,894 SH   SOLE   33,894 0 0
OI S.A. SPN ADR REP PFD 670851203 639 347,311 SH   SOLE   347,311 0 0
OIL DRI CORP AMER COM 677864100 1,733 51,372 SH   SOLE   51,372 0 0
OIL STS INTL INC COM 678026105 148,674 1,437,016 SH   SOLE   1,437,016 0 0
OLD DOMINION FGHT LINES INC COM 679580100 86,738 1,886,018 SH   SOLE   1,886,018 0 0
OLD NATL BANCORP IND COM 680033107 37,622 2,649,457 SH   SOLE   2,649,457 0 0
OLD REP INTL CORP COM 680223104 103,478 6,719,349 SH   SOLE   6,719,349 0 0
OLD SECOND BANCORP INC ILL COM 680277100 2,705 475,337 SH   SOLE   475,337 0 0
OLIN CORP COM PAR $1 680665205 62,875 2,725,413 SH   SOLE   2,725,413 0 0
OLYMPIC STEEL INC COM 68162K106 8,716 313,768 SH   SOLE   313,768 0 0
OM GROUP INC COM 670872100 38,365 1,135,726 SH   SOLE   1,135,726 0 0
OMEGA FLEX INC COM 682095104 477 25,261 SH   SOLE   25,261 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 114,429 3,830,899 SH   SOLE   3,830,899 0 0
OMEGA PROTEIN CORP COM 68210P107 9,288 913,228 SH   SOLE   913,228 0 0
OMEROS CORP COM 682143102 3,701 379,618 SH   SOLE   379,618 0 0
OMNIAMERICAN BANCORP INC COM 68216R107 3,753 153,453 SH   SOLE   153,453 0 0
OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 310 4,536 SH   SOLE   4,536 0 0
OMNICARE INC COM 681904108 154,103 2,776,625 SH   SOLE   2,776,625 0 0
OMNICARE INC DBCV 3.250%12/1 681904AL2 2,336 2,199,000 PRN   SOLE   2,199,000 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 8,238 3,878,000 PRN   SOLE   3,878,000 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 43,122 30,637,000 PRN   SOLE   30,637,000 0 0
OMNICELL INC COM 68213N109 26,731 1,128,824 SH   SOLE   1,128,824 0 0
OMNICOM GROUP INC COM 681919106 435,873 6,870,640 SH   SOLE   6,870,640 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 23,746 1,550,987 SH   SOLE   1,550,987 0 0
OMNOVA SOLUTIONS INC COM 682129101 12,163 1,422,515 SH   SOLE   1,422,515 0 0
ON ASSIGNMENT INC COM 682159108 42,871 1,299,125 SH   SOLE   1,299,125 0 0
ON SEMICONDUCTOR CORP COM 682189105 75,553 10,337,039 SH   SOLE   10,337,039 0 0
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 5,546 598,310 SH   SOLE   598,310 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 2,495 162,954 SH   SOLE   162,954 0 0
ONCONOVA THERAPEUTICS INC COM 68232V108 1,213 45,823 SH   SOLE   45,823 0 0
ONCOTHYREON INC COM 682324108 2,972 1,442,636 SH   SOLE   1,442,636 0 0
ONE LIBERTY PPTYS INC COM 682406103 11,548 569,420 SH   SOLE   569,420 0 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 9,625 652,095 SH   SOLE   652,095 0 0
ONEIDA FINL CORP MD COM 682479100 130 9,809 SH   SOLE   9,809 0 0
ONEOK INC NEW COM 682680103 282,600 5,300,080 SH   SOLE   5,300,080 0 0
ONVIA INC COM NEW 68338T403 0 48 SH   SOLE   48 0 0
ONYX PHARMACEUTICALS INC COM 683399109 220,274 1,766,433 SH   SOLE   1,766,433 0 0
ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 48,162 15,033,000 PRN   SOLE   15,033,000 0 0
OPENTABLE INC COM 68372A104 49,631 709,266 SH   SOLE   709,266 0 0
OPKO HEALTH INC COM 68375N103 46,352 5,261,269 SH   SOLE   5,261,269 0 0
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 10,936 581,076 SH   SOLE   581,076 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 2,916 164,099 SH   SOLE   164,099 0 0
OPTICAL CABLE CORP COM NEW 683827208 8 2,076 SH   SOLE   2,076 0 0
OPTIMER PHARMACEUTICALS INC COM 68401H104 18,536 1,472,312 SH   SOLE   1,472,312 0 0
ORACLE CORP COM 68389X105 3,099,443 93,441,146 SH   SOLE   93,441,146 0 0
ORANGE SPONSORED ADR 684060106 528 42,207 SH   SOLE   42,207 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 10,880 1,810,372 SH   SOLE   1,810,372 0 0
ORBCOMM INC COM 68555P100 2,116 403,789 SH   SOLE   403,789 0 0
ORBIT INTL CORP COM NEW 685559304 380 111,901 SH   SOLE   111,901 0 0
ORBITAL SCIENCES CORP COM 685564106 34,307 1,619,768 SH   SOLE   1,619,768 0 0
ORBITZ WORLDWIDE INC COM 68557K109 13,384 1,389,775 SH   SOLE   1,389,775 0 0
ORBOTECH LTD ORD M75253100 39 3,249 SH   SOLE   3,249 0 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 1,883 68,069 SH   SOLE   68,069 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 16,918 2,759,885 SH   SOLE   2,759,885 0 0
ORGANOVO HLDGS INC COM 68620A104 93 16,143 SH   SOLE   16,143 0 0
ORIENT PAPER INC COM NEW 68619F205 138 79,993 SH   SOLE   79,993 0 0
ORIENT-EXPRESS HOTELS LTD CL A G67743107 35,450 2,731,107 SH   SOLE   2,731,107 0 0
ORION ENERGY SYSTEMS INC COM 686275108 285 75,691 SH   SOLE   75,691 0 0
ORION MARINE GROUP INC COM 68628V308 9,425 905,402 SH   SOLE   905,402 0 0
ORITANI FINL CORP DEL COM 68633D103 22,832 1,387,114 SH   SOLE   1,387,114 0 0
ORMAT TECHNOLOGIES INC COM 686688102 15,156 566,150 SH   SOLE   566,150 0 0
ORRSTOWN FINL SVCS INC COM 687380105 2,899 166,145 SH   SOLE   166,145 0 0
ORTHOFIX INTL N V COM N6748L102 14,830 713,990 SH   SOLE   713,990 0 0
OSHKOSH CORP COM 688239201 110,638 2,258,850 SH   SOLE   2,258,850 0 0
OSI SYSTEMS INC COM 671044105 38,282 514,679 SH   SOLE   514,679 0 0
OSIRIS THERAPEUTICS INC NEW COM 68827R108 9,050 543,869 SH   SOLE   543,869 0 0
OTELCO INC CL A NEW 688823301 251 33,565 SH   SOLE   33,565 0 0
OTTER TAIL CORP COM 689648103 27,393 992,489 SH   SOLE   992,489 0 0
OUTERWALL INC COM 690070107 41,258 824,662 SH   SOLE   824,662 0 0
OVASCIENCE INC COM 69014Q101 1,055 106,419 SH   SOLE   106,419 0 0
OVERLAND STORAGE INC COM NEW 690310206 125 125,773 SH   SOLE   125,773 0 0
OVERSTOCK COM INC DEL COM 690370101 12,266 413,403 SH   SOLE   413,403 0 0
OWENS & MINOR INC NEW COM 690732102 61,960 1,791,270 SH   SOLE   1,791,270 0 0
OWENS CORNING NEW COM 690742101 144,644 3,808,418 SH   SOLE   3,808,418 0 0
OWENS ILL INC COM NEW 690768403 163,677 5,452,249 SH   SOLE   5,452,249 0 0
OXFORD INDS INC COM 691497309 24,543 361,031 SH   SOLE   361,031 0 0
OXIGENE INC COM PAR$.001 691828404 4 1,465 SH   SOLE   1,465 0 0
P A M TRANSN SVCS INC COM 693149106 2,407 137,618 SH   SOLE   137,618 0 0
P C CONNECTION COM 69318J100 6,409 424,708 SH   SOLE   424,708 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 16,029 441,460 SH   SOLE   441,460 0 0
PACCAR INC COM 693718108 506,963 9,108,215 SH   SOLE   9,108,215 0 0
PACER INTL INC TENN COM 69373H106 9,117 1,472,783 SH   SOLE   1,472,783 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 3,496 633,314 SH   SOLE   633,314 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 9,724 741,755 SH   SOLE   741,755 0 0
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 71 6,400 SH   SOLE   6,400 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 1,310 373,172 SH   SOLE   373,172 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 925 149,004 SH   SOLE   149,004 0 0
PACIFIC PREMIER BANCORP COM 69478X105 2,406 179,246 SH   SOLE   179,246 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 4,842 1,608,795 SH   SOLE   1,608,795 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 21,193 440,827 SH   SOLE   440,827 0 0
PACKAGING CORP AMER COM 695156109 183,083 3,206,926 SH   SOLE   3,206,926 0 0
PACWEST BANCORP DEL COM 695263103 37,309 1,088,040 SH   SOLE   1,088,040 0 0
PAIN THERAPEUTICS INC COM 69562K100 3,698 1,359,664 SH   SOLE   1,359,664 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 74 107,624 SH   SOLE   107,624 0 0
PALL CORP COM 696429307 221,944 2,880,892 SH   SOLE   2,880,892 0 0
PALMETTO BANCSHARES INC COM NEW 697062206 568 43,561 SH   SOLE   43,561 0 0
PALO ALTO NETWORKS INC COM 697435105 42,064 918,031 SH   SOLE   918,031 0 0
PAN AMERICAN SILVER CORP COM 697900108 43 4,101 SH   SOLE   4,101 0 0
PANDORA MEDIA INC COM 698354107 86,470 3,440,894 SH   SOLE   3,440,894 0 0
PANERA BREAD CO CL A 69840W108 121,182 764,409 SH   SOLE   764,409 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 7,154 252,958 SH   SOLE   252,958 0 0
PANTRY INC COM 698657103 11,808 1,065,682 SH   SOLE   1,065,682 0 0
PAPA JOHNS INTL INC COM 698813102 32,208 460,901 SH   SOLE   460,901 0 0
PAR TECHNOLOGY CORP COM 698884103 1,218 246,464 SH   SOLE   246,464 0 0
PARAMETRIC SOUND CORP COM NEW 699172201 2,169 173,095 SH   SOLE   173,095 0 0
PARAMOUNT GOLD & SILVER CORP COM 69924P102 2,458 1,905,604 SH   SOLE   1,905,604 0 0
PAREXEL INTL CORP COM 699462107 76,228 1,518,487 SH   SOLE   1,518,487 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 16,386 571,936 SH   SOLE   571,936 0 0
PARK NATL CORP COM 700658107 28,264 357,409 SH   SOLE   357,409 0 0
PARK OHIO HLDGS CORP COM 700666100 4,336 112,861 SH   SOLE   112,861 0 0
PARK STERLING CORP COM 70086Y105 4,072 635,265 SH   SOLE   635,265 0 0
PARKER DRILLING CO COM 701081101 20,707 3,632,869 SH   SOLE   3,632,869 0 0
PARKER HANNIFIN CORP COM 701094104 419,033 3,854,242 SH   SOLE   3,854,242 0 0
PARKERVISION INC COM 701354102 3,905 1,165,524 SH   SOLE   1,165,524 0 0
PARKWAY PPTYS INC COM 70159Q104 31,734 1,785,844 SH   SOLE   1,785,844 0 0
PARTNERRE LTD COM G6852T105 117,049 1,278,662 SH   SOLE   1,278,662 0 0
PATRICK INDS INC COM 703343103 2,279 75,827 SH   SOLE   75,827 0 0
PATRIOT TRANSN HLDG INC COM 70337B102 6,620 195,673 SH   SOLE   195,673 0 0
PATTERSON COMPANIES INC COM 703395103 91,614 2,279,809 SH   SOLE   2,279,809 0 0
PATTERSON UTI ENERGY INC COM 703481101 80,264 3,754,182 SH   SOLE   3,754,182 0 0
PAYCHEX INC COM 704326107 351,092 8,639,085 SH   SOLE   8,639,085 0 0
PBF ENERGY INC CL A 69318G106 17,608 784,337 SH   SOLE   784,337 0 0
PC-TEL INC COM 69325Q105 5,722 646,586 SH   SOLE   646,586 0 0
PCM INC COM 69323K100 133 14,338 SH   SOLE   14,338 0 0
PDC ENERGY INC COM 69327R101 58,069 975,287 SH   SOLE   975,287 0 0
PDF SOLUTIONS INC COM 693282105 15,608 735,185 SH   SOLE   735,185 0 0
PDI INC COM 69329V100 1,110 230,217 SH   SOLE   230,217 0 0
PDL BIOPHARMA INC COM 69329Y104 34,820 4,368,821 SH   SOLE   4,368,821 0 0
PDL BIOPHARMA INC NOTE 3.750% 5/0 69329YAC8 12,313 9,559,000 PRN   SOLE   9,559,000 0 0
PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAE4 12,859 8,949,000 PRN   SOLE   8,949,000 0 0
PEABODY ENERGY CORP COM 704549104 124,415 7,212,478 SH   SOLE   7,212,478 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 4,266 229,991 SH   SOLE   229,991 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 70,188 2,444,716 SH   SOLE   2,444,716 0 0
PEGASYSTEMS INC COM 705573103 19,874 499,213 SH   SOLE   499,213 0 0
PEMBINA PIPELINE CORP COM 706327103 0 1 SH   SOLE   1 0 0
PENDRELL CORP COM 70686R104 4,072 2,098,860 SH   SOLE   2,098,860 0 0
PENFORD CORP COM 707051108 5,325 373,697 SH   SOLE   373,697 0 0
PENN NATL GAMING INC COM 707569109 107,163 1,935,755 SH   SOLE   1,935,755 0 0
PENN VA CORP COM 707882106 9,955 1,496,995 SH   SOLE   1,496,995 0 0
PENNANTPARK FLOATING RATE CA COM 70806A106 2,232 161,970 SH   SOLE   161,970 0 0
PENNANTPARK INVT CORP COM 708062104 9,968 883,687 SH   SOLE   883,687 0 0
PENNEY J C INC COM 708160106 59,370 6,742,751 SH   SOLE   6,742,751 0 0
PENNS WOODS BANCORP INC COM 708430103 3,360 67,451 SH   SOLE   67,451 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 49,146 2,628,125 SH   SOLE   2,628,125 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 2,792 148,564 SH   SOLE   148,564 0 0
PENNYMAC MTG INVT TR COM 70931T103 33,627 1,482,669 SH   SOLE   1,482,669 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 49,197 1,151,338 SH   SOLE   1,151,338 0 0
PENTAIR LTD SHS H6169Q108 334,560 5,151,826 SH   SOLE   5,151,826 0 0
PEOPLES BANCORP INC COM 709789101 7,951 380,783 SH   SOLE   380,783 0 0
PEOPLES FINL CORP MISS COM 71103B102 1,013 87,129 SH   SOLE   87,129 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 129,118 8,978,982 SH   SOLE   8,978,982 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 17,944 1,438,967 SH   SOLE   1,438,967 0 0
PEPCO HOLDINGS INC COM 713291102 123,074 6,667,069 SH   SOLE   6,667,069 0 0
PEPSICO INC COM 713448108 3,252,425 40,911,011 SH   SOLE   40,911,011 0 0
PERCEPTRON INC COM 71361F100 1,044 97,743 SH   SOLE   97,743 0 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 6,671 4,765,012 SH   SOLE   4,765,012 0 0
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 2,669 297,543 SH   SOLE   297,543 0 0
PERFICIENT INC COM 71375U101 18,962 1,032,787 SH   SOLE   1,032,787 0 0
PERFORMANCE TECHNOLOGIES INC COM 71376K102 354 122,776 SH   SOLE   122,776 0 0
PERFORMANT FINL CORP COM 71377E105 2,750 252,308 SH   SOLE   252,308 0 0
PERFUMANIA HLDGS INC COM NEW 71376C100 355 73,650 SH   SOLE   73,650 0 0
PERICOM SEMICONDUCTOR CORP COM 713831105 7,559 969,084 SH   SOLE   969,084 0 0
PERKINELMER INC COM 714046109 111,626 2,956,981 SH   SOLE   2,956,981 0 0
PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 1,138 1,550,222 SH   SOLE   1,550,222 0 0
PERNIX THERAPEUTICS HLDGS IN COM 71426V108 1,062 390,541 SH   SOLE   390,541 0 0
PERRIGO CO COM 714290103 302,063 2,448,230 SH   SOLE   2,448,230 0 0
PETMED EXPRESS INC COM 716382106 16,785 1,031,015 SH   SOLE   1,031,015 0 0
PETROBRAS ARGENTINA S A SPONS ADR 71646J109 3,595 637,362 SH   SOLE   637,362 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 25,297 1,512,055 SH   SOLE   1,512,055 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 651 42,045 SH   SOLE   42,045 0 0
PETROQUEST ENERGY INC COM 716748108 7,563 1,886,005 SH   SOLE   1,886,005 0 0
PETSMART INC COM 716768106 207,167 2,716,593 SH   SOLE   2,716,593 0 0
PFIZER INC COM 717081103 5,019,937 174,758,466 SH   SOLE   99,999,999 0 0
PFSWEB INC COM NEW 717098206 3,873 648,822 SH   SOLE   648,822 0 0
PG&E CORP COM 69331C108 477,991 11,681,113 SH   SOLE   11,681,113 0 0
PGT INC COM 69336V101 6,887 695,258 SH   SOLE   695,258 0 0
PHARMACYCLICS INC COM 716933106 190,563 1,378,295 SH   SOLE   1,378,295 0 0
PHARMATHENE INC COM 71714G102 155 73,796 SH   SOLE   73,796 0 0
PHARMERICA CORP COM 71714F104 14,140 1,065,582 SH   SOLE   1,065,582 0 0
PHH CORP COM NEW 693320202 35,880 1,511,392 SH   SOLE   1,511,392 0 0
PHI INC COM NON VTG 69336T205 15,448 409,652 SH   SOLE   409,652 0 0
PHILIP MORRIS INTL INC COM 718172109 3,566,654 41,190,133 SH   SOLE   41,190,133 0 0
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 240 3,545 SH   SOLE   3,545 0 0
PHILLIPS 66 COM 718546104 954,007 16,499,598 SH   SOLE   16,499,598 0 0
PHILLIPS 66 OPTIONS 718546104 705 12,200 SH Put SOLE   12,200 0 0
PHOENIX COS INC NEW COM NEW 71902E604 6,296 162,802 SH   SOLE   162,802 0 0
PHOTOMEDEX INC COM PAR $0.01 719358301 2,782 174,990 SH   SOLE   174,990 0 0
PHOTRONICS INC COM 719405102 13,776 1,757,138 SH   SOLE   1,757,138 0 0
PHYSICIANS RLTY TR COM 71943U104 637 52,549 SH   SOLE   52,549 0 0
PICO HLDGS INC COM NEW 693366205 16,048 740,892 SH   SOLE   740,892 0 0
PIEDMONT NAT GAS INC COM 720186105 62,983 1,915,528 SH   SOLE   1,915,528 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 102,148 5,884,083 SH   SOLE   5,884,083 0 0
PIER 1 IMPORTS INC COM 720279108 54,723 2,803,426 SH   SOLE   2,803,426 0 0
PIKE ELEC CORP COM 721283109 12,613 1,114,226 SH   SOLE   1,114,226 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 37,864 2,256,505 SH   SOLE   2,256,505 0 0
PIMCO ETF TR 1-5 US TIP IDX 72201R205 1,141 21,514 SH   SOLE   21,514 0 0
PIMCO ETF TR 3-7YR US TREAS 72201R601 24 308 SH   SOLE   308 0 0
PIMCO ETF TR 15YR US TRS FD 72201R809 4 38 SH   SOLE   38 0 0
PINNACLE ENTMT INC COM 723456109 41,139 1,642,293 SH   SOLE   1,642,293 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 29,813 1,000,117 SH   SOLE   1,000,117 0 0
PINNACLE FOODS INC DEL COM 72348P104 36,567 1,381,443 SH   SOLE   1,381,443 0 0
PINNACLE WEST CAP CORP COM 723484101 165,424 3,021,997 SH   SOLE   3,021,997 0 0
PIONEER ENERGY SVCS CORP COM 723664108 13,280 1,768,366 SH   SOLE   1,768,366 0 0
PIONEER NAT RES CO COM 723787107 668,883 3,542,811 SH   SOLE   3,542,811 0 0
PIPER JAFFRAY COS COM 724078100 16,475 480,464 SH   SOLE   480,464 0 0
PITNEY BOWES INC COM 724479100 95,403 5,244,828 SH   SOLE   5,244,828 0 0
PIZZA INN HOLDINGS INC COM 725846109 141 18,130 SH   SOLE   18,130 0 0
PLANAR SYS INC COM 726900103 805 437,335 SH   SOLE   437,335 0 0
PLANET PAYMENT INC SHS U72603118 1,197 471,364 SH   SOLE   471,364 0 0
PLANTRONICS INC NEW COM 727493108 57,771 1,254,518 SH   SOLE   1,254,518 0 0
PLATINUM UNDERWRITER HLDGS L COM G7127P100 47,599 796,903 SH   SOLE   796,903 0 0
PLEXUS CORP COM 729132100 33,850 910,916 SH   SOLE   910,916 0 0
PLUG POWER INC COM NEW 72919P202 412 556,534 SH   SOLE   556,534 0 0
PLUM CREEK TIMBER CO INC COM 729251108 198,012 4,228,307 SH   SOLE   4,228,307 0 0
PLX TECHNOLOGY INC COM 693417107 8,305 1,379,579 SH   SOLE   1,379,579 0 0
PLY GEM HLDGS INC COM 72941W100 11,554 826,461 SH   SOLE   826,461 0 0
PMC COML TR SH BEN INT 693434102 2,056 231,742 SH   SOLE   231,742 0 0
PMC-SIERRA INC COM 69344F106 36,701 5,543,970 SH   SOLE   5,543,970 0 0
PMFG INC COM 69345P103 1,988 269,039 SH   SOLE   269,039 0 0
PNC FINL SVCS GROUP INC COM 693475105 984,952 13,594,915 SH   SOLE   13,594,915 0 0
PNM RES INC COM 69349H107 53,361 2,357,965 SH   SOLE   2,357,965 0 0
POINTS INTL LTD COM NEW 730843208 23 978 SH   SOLE   978 0 0
POLARIS INDS INC COM 731068102 219,049 1,695,686 SH   SOLE   1,695,686 0 0
POLYCOM INC COM 73172K104 51,134 4,682,598 SH   SOLE   4,682,598 0 0
POLYONE CORP COM 73179P106 79,726 2,596,105 SH   SOLE   2,596,105 0 0
POLYPORE INTL INC COM 73179V103 50,895 1,242,252 SH   SOLE   1,242,252 0 0
POOL CORPORATION COM 73278L105 67,341 1,201,018 SH   SOLE   1,201,018 0 0
POPULAR INC COM NEW 733174700 61,988 2,361,430 SH   SOLE   2,361,430 0 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 88,381 1,474,745 SH   SOLE   1,474,745 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 53,755 1,904,179 SH   SOLE   1,904,179 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 5,239 195,864 SH   SOLE   195,864 0 0
POST HLDGS INC COM 737446104 41,212 1,020,859 SH   SOLE   1,020,859 0 0
POST PPTYS INC COM 737464107 84,079 1,867,596 SH   SOLE   1,867,596 0 0
POSTROCK ENERGY CORP COM 737525105 35 26,523 SH   SOLE   26,523 0 0
POTLATCH CORP NEW COM 737630103 74,199 1,869,935 SH   SOLE   1,869,935 0 0
POWELL INDS INC COM 739128106 16,707 272,588 SH   SOLE   272,588 0 0
POWER INTEGRATIONS INC COM 739276103 41,731 770,517 SH   SOLE   770,517 0 0
POWER REIT COM 73933H101 31 3,616 SH   SOLE   3,616 0 0
POWER SOLUTIONS INTL INC COM NEW 73933G202 3,675 62,154 SH   SOLE   62,154 0 0
POWERSECURE INTL INC COM 73936N105 10,003 623,243 SH   SOLE   623,243 0 0
POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y102 16 611 SH   SOLE   611 0 0
POWERSHARES ETF TR II BUILD AMER ETF 73937B407 156 5,700 SH   SOLE   5,700 0 0
POWERSHARES ETF TRUST NASD INTNT ETF 73935X146 587 9,530 SH   SOLE   9,530 0 0
POWERSHARES ETF TRUST DYNA BUYBK ACH 73935X286 1,586 40,600 SH   SOLE   40,600 0 0
POWERSHARES ETF TRUST DYNM LRG CP GR 73935X609 1 60 SH   SOLE   60 0 0
POWERSHARES ETF TRUST DYN OIL SVCS 73935X625 2 74 SH   SOLE   74 0 0
POWERSHARES ETF TRUST S&P 500 HGH QLTY 73935X682 15 800 SH   SOLE   800 0 0
POWERSHARES GLOBAL ETF FD S&P 500 BUYWRT 73936G308 158 7,876 SH   SOLE   7,876 0 0
POWERSHARES GLOBAL ETF TRUST WK VRDO TX FR 73936T433 220 8,808 SH   SOLE   8,808 0 0
POWERSHARES GLOBAL ETF TRUST NY MUNI BD ETF 73936T458 146 6,560 SH   SOLE   6,560 0 0
POWERSHARES GLOBAL ETF TRUST INSUR NATL MUN 73936T474 863 37,400 SH   SOLE   37,400 0 0
POWERSHARES GLOBAL ETF TRUST FDM HG YLD RAFI 73936T557 60 3,200 SH   SOLE   3,200 0 0
POWERSHARES GLOBAL ETF TRUST AGG PFD PORT 73936T565 100 7,300 SH   SOLE   7,300 0 0
POWERSHARES GLOBAL ETF TRUST GBL WTR PORT 73936T623 217 10,263 SH   SOLE   10,263 0 0
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 253 11,700 SH   SOLE   11,700 0 0
POZEN INC COM 73941U102 5,740 1,001,757 SH   SOLE   1,001,757 0 0
PPG INDS INC COM 693506107 664,568 3,978,021 SH   SOLE   3,978,021 0 0
PPL CORP COM 69351T106 491,450 16,176,752 SH   SOLE   16,176,752 0 0
PPL CORP UNIT 99/99/9999S 69351T114 335 6,227 SH   SOLE   6,227 0 0
PRAXAIR INC COM 74005P104 925,984 7,703,051 SH   SOLE   7,703,051 0 0
PRECISION CASTPARTS CORP COM 740189105 912,895 4,017,318 SH   SOLE   4,017,318 0 0
PREFERRED APT CMNTYS INC COM 74039L103 26 3,148 SH   SOLE   3,148 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 2,384 133,993 SH   SOLE   133,993 0 0
PREFORMED LINE PRODS CO COM 740444104 2,422 33,669 SH   SOLE   33,669 0 0
PREMIER EXIBITIONS INC COM 74051E102 0 17 SH   SOLE   17 0 0
PREMIER FINL BANCORP INC COM 74050M105 36 3,137 SH   SOLE   3,137 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 12,986 1,303,824 SH   SOLE   1,303,824 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 47,211 1,567,428 SH   SOLE   1,567,428 0 0
PRGX GLOBAL INC COM NEW 69357C503 5,628 899,085 SH   SOLE   899,085 0 0
PRICE T ROWE GROUP INC COM 74144T108 491,190 6,828,723 SH   SOLE   6,828,723 0 0
PRICELINE COM INC COM NEW 741503403 1,459,499 1,443,691 SH   SOLE   1,443,691 0 0
PRICESMART INC COM 741511109 48,503 509,313 SH   SOLE   509,313 0 0
PRIMERICA INC COM 74164M108 59,937 1,485,803 SH   SOLE   1,485,803 0 0
PRIMERO MNG CORP COM 74164W106 49 9,026 SH   SOLE   9,026 0 0
PRIMO WTR CORP COM 74165N105 696 292,424 SH   SOLE   292,424 0 0
PRIMORIS SVCS CORP COM 74164F103 23,527 923,371 SH   SOLE   923,371 0 0
PRIMUS TELECOMMUNICATIONS GR COM 741929301 517 152,578 SH   SOLE   152,578 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 308,572 7,206,263 SH   SOLE   7,206,263 0 0
PRIVATEBANCORP INC COM 742962103 38,785 1,812,393 SH   SOLE   1,812,393 0 0
PRO-DEX INC COLO COM NEW 74265M205 0 42 SH   SOLE   42 0 0
PROASSURANCE CORP COM 74267C106 66,332 1,472,080 SH   SOLE   1,472,080 0 0
PROCERA NETWORKS INC COM NEW 74269U203 9,899 639,069 SH   SOLE   639,069 0 0
PROCTER & GAMBLE CO COM 742718109 5,466,703 72,320,459 SH   SOLE   72,320,459 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 9,064 1,805,568 SH   SOLE   1,805,568 0 0
PROGRESS SOFTWARE CORP COM 743312100 51,049 1,974,816 SH   SOLE   1,974,816 0 0
PROGRESSIVE CORP OHIO COM 743315103 402,576 14,784,268 SH   SOLE   14,784,268 0 0
PROLOGIS INC COM 74340W103 693,149 18,425,007 SH   SOLE   18,425,007 0 0
PROOFPOINT INC COM 743424103 8,589 267,389 SH   SOLE   267,389 0 0
PROS HOLDINGS INC COM 74346Y103 20,427 597,444 SH   SOLE   597,444 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 38,681 3,462,918 SH   SOLE   3,462,918 0 0
PROSPERITY BANCSHARES INC COM 743606105 101,805 1,646,266 SH   SOLE   1,646,266 0 0
PROTECTIVE LIFE CORP COM 743674103 86,410 2,030,778 SH   SOLE   2,030,778 0 0
PROTHENA CORP PLC SHS G72800108 3,217 159,014 SH   SOLE   159,014 0 0
PROTO LABS INC COM 743713109 23,581 308,694 SH   SOLE   308,694 0 0
PROVIDENCE SVC CORP COM 743815102 14,022 488,748 SH   SOLE   488,748 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 13,205 794,978 SH   SOLE   794,978 0 0
PROVIDENT FINL SVCS INC COM 74386T105 27,022 1,666,984 SH   SOLE   1,666,984 0 0
PROVIDENT NEW YORK BANCORP COM 744028101 14,206 1,304,488 SH   SOLE   1,304,488 0 0
PRUDENTIAL FINL INC COM 744320102 966,935 12,399,778 SH   SOLE   12,399,778 0 0
PRUDENTIAL FINL INC OPTIONS 744320102 273 3,500 SH Call SOLE   3,500 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 70,092 939,325 SH   SOLE   939,325 0 0
PSYCHEMEDICS CORP COM NEW 744375205 243 18,312 SH   SOLE   18,312 0 0
PTC INC COM 69370C100 102,854 3,613,983 SH   SOLE   3,613,983 0 0
PTC THERAPEUTICS INC COM 69366J200 1,226 57,129 SH   SOLE   57,129 0 0
PUBLIC STORAGE COM 74460D109 864,139 5,382,367 SH   SOLE   5,382,367 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 438,008 13,301,183 SH   SOLE   13,301,183 0 0
PULASKI FINL CORP COM 745548107 386 37,393 SH   SOLE   37,393 0 0
PULSE ELECTRONICS CORP COM NEW 74586W205 370 94,871 SH   SOLE   94,871 0 0
PULTE GROUP INC COM 745867101 180,054 10,912,384 SH   SOLE   10,912,384 0 0
PULTE GROUP INC OPTIONS 745867101 205 12,400 SH Put SOLE   12,400 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 16,228 302,414 SH   SOLE   302,414 0 0
PURECYCLE CORP COM NEW 746228303 792 171,460 SH   SOLE   171,460 0 0
PVF CAPITAL CORP COM 693654105 33 8,000 SH   SOLE   8,000 0 0
PVH CORP COM 693656100 247,478 2,085,082 SH   SOLE   2,085,082 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 778 114,782 SH   SOLE   114,782 0 0
QAD INC CL B 74727D207 349 31,030 SH   SOLE   31,030 0 0
QAD INC CL A 74727D306 2,686 196,922 SH   SOLE   196,922 0 0
QCR HOLDINGS INC COM 74727A104 211 13,273 SH   SOLE   13,273 0 0
QEP RES INC COM 74733V100 135,721 4,901,456 SH   SOLE   4,901,456 0 0
QIAGEN NV REG SHS N72482107 44,335 2,071,729 SH   SOLE   2,071,729 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 157 1,888 SH   SOLE   1,888 0 0
QIWI PLC SPON ADR REP B 74735M108 447 14,302 SH   SOLE   14,302 0 0
QLIK TECHNOLOGIES INC COM 74733T105 82,656 2,414,732 SH   SOLE   2,414,732 0 0
QLOGIC CORP COM 747277101 25,923 2,369,577 SH   SOLE   2,369,577 0 0
QLT INC COM 746927102 164 35,345 SH   SOLE   35,345 0 0
QUAD / GRAPHICS INC COM CL A 747301109 20,542 676,615 SH   SOLE   676,615 0 0
QUAKER CHEM CORP COM 747316107 26,569 363,705 SH   SOLE   363,705 0 0
QUALCOMM INC COM 747525103 3,091,249 45,918,727 SH   SOLE   45,918,727 0 0
QUALITY DISTR INC FLA COM 74756M102 7,424 803,507 SH   SOLE   803,507 0 0
QUALITY SYS INC COM 747582104 24,988 1,149,921 SH   SOLE   1,149,921 0 0
QUALYS INC COM 74758T303 3,872 181,003 SH   SOLE   181,003 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 18,903 1,003,864 SH   SOLE   1,003,864 0 0
QUANTA SVCS INC COM 74762E102 165,160 6,003,632 SH   SOLE   6,003,632 0 0
QUANTUM CORP COM DSSG 747906204 9,717 7,041,042 SH   SOLE   7,041,042 0 0
QUANTUM FUEL SYS TECH WORLDW COM PAR $0.02 74765E307 719 226,245 SH   SOLE   226,245 0 0
QUEST DIAGNOSTICS INC COM 74834L100 259,961 4,207,165 SH   SOLE   4,207,165 0 0
QUESTAR CORP COM 748356102 102,113 4,540,386 SH   SOLE   4,540,386 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 85,424 1,472,819 SH   SOLE   1,472,819 0 0
QUICKLOGIC CORP COM 74837P108 3,013 1,145,483 SH   SOLE   1,145,483 0 0
QUICKSILVER RESOURCES INC COM 74837R104 7,713 3,915,057 SH   SOLE   3,915,057 0 0
QUIDEL CORP COM 74838J101 24,172 851,121 SH   SOLE   851,121 0 0
QUIKSILVER INC COM 74838C106 24,605 3,499,983 SH   SOLE   3,499,983 0 0
QUINSTREET INC COM 74874Q100 6,721 711,934 SH   SOLE   711,934 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 41,649 928,002 SH   SOLE   928,002 0 0
RACKSPACE HOSTING INC COM 750086100 167,890 3,182,141 SH   SOLE   3,182,141 0 0
RADIAN GROUP INC COM 750236101 67,054 4,813,643 SH   SOLE   4,813,643 0 0
RADIO ONE INC CL D NON VTG 75040P405 1,895 704,610 SH   SOLE   704,610 0 0
RADIOSHACK CORP COM 750438103 9,475 2,778,681 SH   SOLE   2,778,681 0 0
RADISYS CORP COM 750459109 3,198 996,212 SH   SOLE   996,212 0 0
RADNET INC COM 750491102 1,933 802,260 SH   SOLE   802,260 0 0
RADWARE LTD ORD M81873107 25 1,782 SH   SOLE   1,782 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 13,128 1,854,271 SH   SOLE   1,854,271 0 0
RALLY SOFTWARE DEV CORP COM 751198102 2,450 81,774 SH   SOLE   81,774 0 0
RALPH LAUREN CORP CL A 751212101 306,785 1,862,350 SH   SOLE   1,862,350 0 0
RAMBUS INC DEL COM 750917106 29,208 3,107,270 SH   SOLE   3,107,270 0 0
RAMBUS INC DEL NOTE 5.000% 6/1 750917AC0 1,416 1,379,000 PRN   SOLE   1,379,000 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 37,494 2,433,101 SH   SOLE   2,433,101 0 0
RANGE RES CORP COM 75281A109 318,066 4,191,144 SH   SOLE   4,191,144 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 15,773 1,057,146 SH   SOLE   1,057,146 0 0
RAVEN INDS INC COM 754212108 31,584 965,579 SH   SOLE   965,579 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 137,718 3,304,958 SH   SOLE   3,304,958 0 0
RAYONIER INC COM 754907103 186,781 3,356,361 SH   SOLE   3,356,361 0 0
RAYTHEON CO COM NEW 755111507 845,308 10,968,055 SH   SOLE   10,968,055 0 0
RBC BEARINGS INC COM 75524B104 39,900 605,548 SH   SOLE   605,548 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 40 6,677 SH   SOLE   6,677 0 0
RCS CAP CORP COM CL A 74937W102 322 19,276 SH   SOLE   19,276 0 0
REACHLOCAL INC COM 75525F104 1,395 117,087 SH   SOLE   117,087 0 0
READING INTERNATIONAL INC CL A 755408101 1,208 183,796 SH   SOLE   183,796 0 0
REALD INC COM 75604L105 10,465 1,495,012 SH   SOLE   1,495,012 0 0
REALNETWORKS INC COM NEW 75605L708 7,344 858,967 SH   SOLE   858,967 0 0
REALOGY HLDGS CORP COM 75605Y106 168,393 3,914,295 SH   SOLE   3,914,295 0 0
REALPAGE INC COM 75606N109 26,549 1,148,801 SH   SOLE   1,148,801 0 0
REALTY INCOME CORP COM 756109104 248,227 6,244,715 SH   SOLE   6,244,715 0 0
RECEPTOS INC COM 756207106 2,298 88,481 SH   SOLE   88,481 0 0
RED HAT INC COM 756577102 224,261 4,860,452 SH   SOLE   4,860,452 0 0
RED LION HOTELS CORP COM 756764106 3,015 572,152 SH   SOLE   572,152 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 27,888 392,233 SH   SOLE   392,233 0 0
REDWOOD TR INC COM 758075402 45,347 2,303,036 SH   SOLE   2,303,036 0 0
REGAL BELOIT CORP COM 758750103 84,399 1,242,439 SH   SOLE   1,242,439 0 0
REGAL ENTMT GROUP CL A 758766109 42,910 2,260,797 SH   SOLE   2,260,797 0 0
REGENCY CTRS CORP COM 758849103 169,065 3,496,690 SH   SOLE   3,496,690 0 0
REGENERON PHARMACEUTICALS COM 75886F107 640,978 2,048,704 SH   SOLE   2,048,704 0 0
REGIONAL MGMT CORP COM 75902K106 2,210 69,488 SH   SOLE   69,488 0 0
REGIONS FINL CORP NEW COM 7591EP100 338,730 36,579,903 SH   SOLE   36,579,903 0 0
REGIS CORP MINN COM 758932107 20,824 1,418,526 SH   SOLE   1,418,526 0 0
REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 3,845 3,493,000 PRN   SOLE   3,493,000 0 0
REGULUS THERAPEUTICS INC COM 75915K101 1,963 208,126 SH   SOLE   208,126 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 122,821 1,833,417 SH   SOLE   1,833,417 0 0
REIS INC COM 75936P105 3,204 198,388 SH   SOLE   198,388 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 158,415 2,162,072 SH   SOLE   2,162,072 0 0
REMY INTL INC COM 759663107 3,352 165,630 SH   SOLE   165,630 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 96,525 1,066,219 SH   SOLE   1,066,219 0 0
RENASANT CORP COM 75970E107 22,757 837,569 SH   SOLE   837,569 0 0
RENESOLA LTD SPONS ADS 75971T103 406 81,305 SH   SOLE   81,305 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 5,118 337,852 SH   SOLE   337,852 0 0
RENT A CTR INC NEW COM 76009N100 63,527 1,666,934 SH   SOLE   1,666,934 0 0
RENTECH INC COM 760112102 11,386 5,750,726 SH   SOLE   5,750,726 0 0
RENTRAK CORP COM 760174102 4,693 143,877 SH   SOLE   143,877 0 0
REPLIGEN CORP COM 759916109 13,953 1,258,144 SH   SOLE   1,258,144 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 19,040 710,457 SH   SOLE   710,457 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 16,733 1,406,692 SH   SOLE   1,406,692 0 0
REPUBLIC BANCORP KY CL A 760281204 10,133 367,809 SH   SOLE   367,809 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 121 37,920 SH   SOLE   37,920 0 0
REPUBLIC SVCS INC COM 760759100 252,691 7,574,683 SH   SOLE   7,574,683 0 0
RESEARCH FRONTIERS INC COM 760911107 2,326 548,627 SH   SOLE   548,627 0 0
RESMED INC COM 761152107 198,455 3,757,189 SH   SOLE   3,757,189 0 0
RESOLUTE ENERGY CORP COM 76116A108 16,665 1,993,421 SH   SOLE   1,993,421 0 0
RESOLUTE FST PRODS INC COM 76117W109 28,708 2,171,527 SH   SOLE   2,171,527 0 0
RESOURCE AMERICA INC CL A 761195205 4,117 512,696 SH   SOLE   512,696 0 0
RESOURCE CAP CORP COM 76120W302 19,109 3,217,011 SH   SOLE   3,217,011 0 0
RESOURCES CONNECTION INC COM 76122Q105 22,667 1,670,402 SH   SOLE   1,670,402 0 0
RESPONSYS INC COM 761248103 9,625 582,608 SH   SOLE   582,608 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 38,302 604,610 SH   SOLE   604,610 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 31,243 2,263,972 SH   SOLE   2,263,972 0 0
RETAIL PPTYS AMER INC CL A 76131V202 39,765 2,892,003 SH   SOLE   2,892,003 0 0
RETAILMENOT INC COM SER 1 76132B106 10,540 296,309 SH   SOLE   296,309 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 18 5,698 SH   SOLE   5,698 0 0
REVETT MINERALS INC COM NEW 761505205 44 38,609 SH   SOLE   38,609 0 0
REVLON INC CL A NEW 761525609 10,429 375,538 SH   SOLE   375,538 0 0
REVOLUTION LIGHTING TECHNOLO COM 76155G107 794 311,457 SH   SOLE   311,457 0 0
REX AMERICAN RESOURCES CORP COM 761624105 13,530 440,149 SH   SOLE   440,149 0 0
REX ENERGY CORPORATION COM 761565100 29,503 1,321,868 SH   SOLE   1,321,868 0 0
REXFORD INDL RLTY INC COM 76169C100 2,193 162,292 SH   SOLE   162,292 0 0
REXNORD CORP NEW COM 76169B102 18,070 868,734 SH   SOLE   868,734 0 0
REYNOLDS AMERICAN INC COM 761713106 405,976 8,322,590 SH   SOLE   8,322,590 0 0
RF INDS LTD COM PAR $0.01 749552105 2,242 309,631 SH   SOLE   309,631 0 0
RF MICRODEVICES INC COM 749941100 47,319 8,389,968 SH   SOLE   8,389,968 0 0
RICHARDSON ELECTRS LTD COM 763165107 4,779 420,281 SH   SOLE   420,281 0 0
RICKS CABARET INTL INC COM NEW 765641303 619 52,488 SH   SOLE   52,488 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 9,653 2,696,481 SH   SOLE   2,696,481 0 0
RIGNET INC COM 766582100 5,724 158,256 SH   SOLE   158,256 0 0
RIO ALTO MNG LTD NEW COM 76689T104 1,077 541,426 SH   SOLE   541,426 0 0
RIO TINTO PLC SPONSORED ADR 767204100 1,250 25,643 SH   SOLE   25,643 0 0
RITE AID CORP COM 767754104 146,958 30,873,545 SH   SOLE   30,873,545 0 0
RITE AID CORP NOTE 8.500% 5/1 767754BU7 13,944 7,094,000 PRN   SOLE   7,094,000 0 0
RIVERBED TECHNOLOGY INC COM 768573107 65,927 4,518,639 SH   SOLE   4,518,639 0 0
RIVERVIEW BANCORP INC COM 769397100 67 25,378 SH   SOLE   25,378 0 0
RLI CORP COM 749607107 45,738 523,193 SH   SOLE   523,193 0 0
RLJ LODGING TR COM 74965L101 93,490 3,979,993 SH   SOLE   3,979,993 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 8,632 305,662 SH   SOLE   305,662 0 0
ROBERT HALF INTL INC COM 770323103 151,250 3,875,235 SH   SOLE   3,875,235 0 0
ROCHESTER MED CORP COM 771497104 2,369 118,677 SH   SOLE   118,677 0 0
ROCK-TENN CO CL A 772739207 228,815 2,259,451 SH   SOLE   2,259,451 0 0
ROCKVILLE FINL INC NEW COM 774188106 12,726 978,890 SH   SOLE   978,890 0 0
ROCKWELL AUTOMATION INC COM 773903109 394,329 3,687,386 SH   SOLE   3,687,386 0 0
ROCKWELL COLLINS INC COM 774341101 238,411 3,513,271 SH   SOLE   3,513,271 0 0
ROCKWELL MED INC COM 774374102 5,852 513,293 SH   SOLE   513,293 0 0
ROCKWOOD HLDGS INC COM 774415103 126,272 1,887,476 SH   SOLE   1,887,476 0 0
ROCKY BRANDS INC COM 774515100 3,427 196,867 SH   SOLE   196,867 0 0
ROCKY MTN CHOCOLATE FACTORY COM PAR $0.03 774678403 613 50,678 SH   SOLE   50,678 0 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 18,783 775,838 SH   SOLE   775,838 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 354 8,227 SH   SOLE   8,227 0 0
ROGERS CORP COM 775133101 28,303 475,836 SH   SOLE   475,836 0 0
ROLLINS INC COM 775711104 48,040 1,812,143 SH   SOLE   1,812,143 0 0
ROMA FINANCIAL CORP COM 77581P109 1,470 79,081 SH   SOLE   79,081 0 0
ROPER INDS INC NEW COM 776696106 349,344 2,629,216 SH   SOLE   2,629,216 0 0
ROSETTA RESOURCES INC COM 777779307 98,243 1,803,622 SH   SOLE   1,803,622 0 0
ROSETTA STONE INC COM 777780107 3,435 211,640 SH   SOLE   211,640 0 0
ROSS STORES INC COM 778296103 464,123 6,375,310 SH   SOLE   6,375,310 0 0
ROUNDYS INC COM 779268101 4,456 518,093 SH   SOLE   518,093 0 0
ROUSE PPTYS INC COM 779287101 21,731 1,055,908 SH   SOLE   1,055,908 0 0
ROVI CORP COM 779376102 81,547 4,253,876 SH   SOLE   4,253,876 0 0
ROVI CORP NOTE 2.625% 2/1 779376AB8 30,150 30,000,000 PRN   SOLE   30,000,000 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 122,915 3,347,348 SH   SOLE   3,347,348 0 0
ROYAL BANCSHARES PA INC CL A 780081105 157 115,118 SH   SOLE   115,118 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF T 780097713 294 12,531 SH   SOLE   12,531 0 0
ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS Q 780097754 99 4,525 SH   SOLE   4,525 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 780097796 171 8,150 SH   SOLE   8,150 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 141,999 3,709,488 SH   SOLE   3,709,488 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,217 33,750 SH   SOLE   33,750 0 0
ROYAL GOLD INC COM 780287108 83,924 1,724,708 SH   SOLE   1,724,708 0 0
ROYALE ENERGY INC COM NEW 78074G200 1,405 516,592 SH   SOLE   516,592 0 0
RPC INC COM 749660106 24,429 1,579,133 SH   SOLE   1,579,133 0 0
RPM INTL INC COM 749685103 123,980 3,424,857 SH   SOLE   3,424,857 0 0
RPX CORP COM 74972G103 25,070 1,429,300 SH   SOLE   1,429,300 0 0
RRSAT GLOBAL COMM NTWRK LTD SHS M8183P102 51 6,729 SH   SOLE   6,729 0 0
RTI INTL METALS INC COM 74973W107 28,787 898,482 SH   SOLE   898,482 0 0
RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 11,375 10,000,000 PRN   SOLE   10,000,000 0 0
RTI SURGICAL INC COM 74975N105 12,448 3,328,230 SH   SOLE   3,328,230 0 0
RUBICON TECHNOLOGY INC COM 78112T107 6,786 560,374 SH   SOLE   560,374 0 0
RUBY TUESDAY INC COM 781182100 12,130 1,617,389 SH   SOLE   1,617,389 0 0
RUCKUS WIRELESS INC COM 781220108 15,193 902,731 SH   SOLE   902,731 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 11,504 1,009,112 SH   SOLE   1,009,112 0 0
RUE21 INC COM 781295100 17,191 426,257 SH   SOLE   426,257 0 0
RUSH ENTERPRISES INC CL A 781846209 24,980 942,276 SH   SOLE   942,276 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 6,217 524,663 SH   SOLE   524,663 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 9,147 183,894 SH   SOLE   183,894 0 0
RYDER SYS INC COM 783549108 137,319 2,300,145 SH   SOLE   2,300,145 0 0
RYLAND GROUP INC COM 783764103 52,969 1,306,586 SH   SOLE   1,306,586 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 57,166 1,656,512 SH   SOLE   1,656,512 0 0
S & T BANCORP INC COM 783859101 21,152 873,322 SH   SOLE   873,322 0 0
S L INDS INC COM 784413106 1,490 60,946 SH   SOLE   60,946 0 0
S Y BANCORP INC COM 785060104 14,342 506,232 SH   SOLE   506,232 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 33,639 1,461,920 SH   SOLE   1,461,920 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 11,520 734,247 SH   SOLE   734,247 0 0
SAFETY INS GROUP INC COM 78648T100 21,451 404,967 SH   SOLE   404,967 0 0
SAFEWAY INC COM NEW 786514208 203,201 6,352,026 SH   SOLE   6,352,026 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 6,243 140,675 SH   SOLE   140,675 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 5,214 255,610 SH   SOLE   255,610 0 0
SAIA INC COM 78709Y105 21,733 697,030 SH   SOLE   697,030 0 0
SAIC INC COM 78390X101 82,557 1,813,640 SH   SOLE   1,813,640 0 0
SAKS INC COM 79377W108 49,543 3,108,088 SH   SOLE   3,108,088 0 0
SALEM COMMUNICATIONS CORP DE CL A 794093104 4,662 563,074 SH   SOLE   563,074 0 0
SALESFORCE COM INC COM 79466L302 746,596 14,382,505 SH   SOLE   14,382,505 0 0
SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 101,637 41,783,000 PRN   SOLE   41,783,000 0 0
SALIX PHARMACEUTICALS INC COM 795435106 107,513 1,607,554 SH   SOLE   1,607,554 0 0
SALIX PHARMACEUTICALS INC NOTE 2.750% 5/1 795435AC0 3,310 2,166,000 PRN   SOLE   2,166,000 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 97,117 3,712,442 SH   SOLE   3,712,442 0 0
SANCHEZ ENERGY CORP COM 79970Y105 12,859 486,888 SH   SOLE   486,888 0 0
SANDERSON FARMS INC COM 800013104 40,606 622,411 SH   SOLE   622,411 0 0
SANDISK CORP COM 80004C101 382,365 6,425,228 SH   SOLE   6,425,228 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 6,449 4,876,000 PRN   SOLE   4,876,000 0 0
SANDRIDGE ENERGY INC COM 80007P307 56,079 9,569,868 SH   SOLE   9,569,868 0 0
SANDY SPRING BANCORP INC COM 800363103 18,501 796,065 SH   SOLE   796,065 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 7,711 332,528 SH   SOLE   332,528 0 0
SANGAMO BIOSCIENCES INC COM 800677106 18,178 1,732,851 SH   SOLE   1,732,851 0 0
SANMINA CORPORATION COM 801056102 47,003 2,687,418 SH   SOLE   2,687,418 0 0
SANOFI SPONSORED ADR 80105N105 1,367 27,006 SH   SOLE   27,006 0 0
SANTARUS INC COM 802817304 46,273 2,048,367 SH   SOLE   2,048,367 0 0
SAP AG SPON ADR 803054204 8,686 117,500 SH   SOLE   117,500 0 0
SAPIENS INTL CORP N V SHS NEW N7716A151 2,929 484,090 SH   SOLE   484,090 0 0
SAPIENT CORP COM 803062108 47,183 3,024,535 SH   SOLE   3,024,535 0 0
SARATOGA RES INC TEX COM 803521103 43 18,025 SH   SOLE   18,025 0 0
SAREPTA THERAPEUTICS INC COM 803607100 42,688 903,834 SH   SOLE   903,834 0 0
SAUL CTRS INC COM 804395101 25,016 540,888 SH   SOLE   540,888 0 0
SAVIENT PHARMACEUTICALS INC COM 80517Q100 1,402 2,245,944 SH   SOLE   2,245,944 0 0
SAVIENT PHARMACEUTICALS INC NOTE 4.750% 2/0 80517QAA8 4,781 25,000,000 PRN   SOLE   25,000,000 0 0
SB FINL GROUP INC COM 78408D105 1 107 SH   SOLE   107 0 0
SBA COMMUNICATIONS CORP COM 78388J106 244,139 3,034,286 SH   SOLE   3,034,286 0 0
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 4,005 1,506,000 PRN   SOLE   1,506,000 0 0
SCANA CORP NEW COM 80589M102 172,858 3,754,528 SH   SOLE   3,754,528 0 0
SCANSOURCE INC COM 806037107 26,721 772,497 SH   SOLE   772,497 0 0
SCHAWK INC CL A 806373106 4,894 329,799 SH   SOLE   329,799 0 0
SCHEIN HENRY INC COM 806407102 232,115 2,236,930 SH   SOLE   2,236,930 0 0
SCHLUMBERGER LTD COM 806857108 3,155,097 35,707,304 SH   SOLE   35,707,304 0 0
SCHNITZER STL INDS CL A 806882106 17,163 624,100 SH   SOLE   624,100 0 0
SCHOLASTIC CORP COM 807066105 21,476 749,025 SH   SOLE   749,025 0 0
SCHULMAN A INC COM 808194104 24,001 814,697 SH   SOLE   814,697 0 0
SCHWAB CHARLES CORP NEW COM 808513105 626,732 29,646,759 SH   SOLE   29,646,759 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 287 7,700 SH   SOLE   7,700 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 1,061 22,000 SH   SOLE   22,000 0 0
SCHWAB STRATEGIC TR INTL EQTY ETF 808524805 936 30,797 SH   SOLE   30,797 0 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 484 8,949 SH   SOLE   8,949 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 50,284 830,727 SH   SOLE   830,727 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 13,620 2,686,413 SH   SOLE   2,686,413 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 24,718 1,528,627 SH   SOLE   1,528,627 0 0
SCIQUEST INC NEW COM 80908T101 6,606 294,128 SH   SOLE   294,128 0 0
SCORPIO TANKERS INC SHS Y7542C106 21,950 2,248,975 SH   SOLE   2,248,975 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 62,425 1,134,388 SH   SOLE   1,134,388 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 15,429 840,791 SH   SOLE   840,791 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 222,555 2,849,250 SH   SOLE   2,849,250 0 0
SEABOARD CORP COM 811543107 24,424 8,888 SH   SOLE   8,888 0 0
SEACHANGE INTL INC COM 811699107 10,094 880,033 SH   SOLE   880,033 0 0
SEACOAST BKG CORP FLA COM 811707306 5,875 2,707,387 SH   SOLE   2,707,387 0 0
SEACOR HOLDINGS INC COM 811904101 48,309 534,151 SH   SOLE   534,151 0 0
SEADRILL LIMITED SHS G7945E105 124,851 2,769,550 SH   SOLE   2,769,550 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 262,423 5,996,863 SH   SOLE   5,996,863 0 0
SEALED AIR CORP NEW COM 81211K100 182,182 6,700,324 SH   SOLE   6,700,324 0 0
SEARS HLDGS CORP COM 812350106 60,302 1,013,650 SH   SOLE   1,013,650 0 0
SEARS HOMETOWN & OUTLET STOR COM 812362101 16,026 504,741 SH   SOLE   504,741 0 0
SEATTLE GENETICS INC COM 812578102 110,463 2,520,254 SH   SOLE   2,520,254 0 0
SEAWORLD ENTMT INC COM 81282V100 26,078 880,130 SH   SOLE   880,130 0 0
SECURITY NATL FINL CORP CL A NEW 814785309 107 17,587 SH   SOLE   17,587 0 0
SEI INVESTMENTS CO COM 784117103 137,981 4,463,945 SH   SOLE   4,463,945 0 0
SELECT COMFORT CORP COM 81616X103 38,149 1,566,714 SH   SOLE   1,566,714 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 22,745 881,606 SH   SOLE   881,606 0 0
SELECT MED HLDGS CORP COM 81619Q105 5,478 678,768 SH   SOLE   678,768 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,589 55,800 SH   SOLE   55,800 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1,874 58,501 SH   SOLE   58,501 0 0
SELECTICA INC COM NEW 816288203 190 34,132 SH   SOLE   34,132 0 0
SELECTIVE INS GROUP INC COM 816300107 36,703 1,498,092 SH   SOLE   1,498,092 0 0
SEMGROUP CORP CL A 81663A105 66,896 1,173,204 SH   SOLE   1,173,204 0 0
SEMPRA ENERGY COM 816851109 526,965 6,156,133 SH   SOLE   6,156,133 0 0
SEMTECH CORP COM 816850101 60,237 2,008,585 SH   SOLE   2,008,585 0 0
SENECA FOODS CORP NEW CL A 817070501 8,926 296,649 SH   SOLE   296,649 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 167,741 7,186,856 SH   SOLE   7,186,856 0 0
SENOMYX INC COM 81724Q107 3,109 880,833 SH   SOLE   880,833 0 0
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 77,890 2,035,287 SH   SOLE   2,035,287 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 68,529 1,430,964 SH   SOLE   1,430,964 0 0
SEQUENOM INC COM NEW 817337405 10,105 3,784,555 SH   SOLE   3,784,555 0 0
SERVICE CORP INTL COM 817565104 146,505 7,868,143 SH   SOLE   7,868,143 0 0
SERVICENOW INC COM 81762P102 86,657 1,668,093 SH   SOLE   1,668,093 0 0
SERVICESOURCE INTL LLC COM 81763U100 19,301 1,597,752 SH   SOLE   1,597,752 0 0
SESA GOA LTD SPONSORED ADR 78413F103 4,204 373,027 SH   SOLE   373,027 0 0
SHANDA GAMES LTD SP ADR REPTG A 81941U105 180 45,986 SH   SOLE   45,986 0 0
SHARPS COMPLIANCE CORP COM 820017101 68 22,020 SH   SOLE   22,020 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 27 1,181 SH   SOLE   1,181 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 16,296 676,190 SH   SOLE   676,190 0 0
SHERWIN WILLIAMS CO COM 824348106 419,799 2,304,309 SH   SOLE   2,304,309 0 0
SHFL ENTMT INC COM 78423R105 34,753 1,512,995 SH   SOLE   1,512,995 0 0
SHILOH INDS INC COM 824543102 2,309 176,264 SH   SOLE   176,264 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 10,684 699,705 SH   SOLE   699,705 0 0
SHIRE PLC SPONSORED ADR 82481R106 190 1,586 SH   SOLE   1,586 0 0
SHOE CARNIVAL INC COM 824889109 10,855 401,885 SH   SOLE   401,885 0 0
SHORE BANCSHARES INC COM 825107105 1,468 166,840 SH   SOLE   166,840 0 0
SHORETEL INC COM 825211105 5,148 852,353 SH   SOLE   852,353 0 0
SHUTTERFLY INC COM 82568P304 56,688 1,014,467 SH   SOLE   1,014,467 0 0
SHUTTERSTOCK INC COM 825690100 7,170 98,603 SH   SOLE   98,603 0 0
SI FINL GROUP INC MD COM 78425V104 1,487 130,979 SH   SOLE   130,979 0 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 1,530 293,661 SH   SOLE   293,661 0 0
SIERRA BANCORP COM 82620P102 1,996 126,907 SH   SOLE   126,907 0 0
SIFCO INDS INC COM 826546103 86 4,682 SH   SOLE   4,682 0 0
SIGA TECHNOLOGIES INC COM 826917106 5,862 1,534,542 SH   SOLE   1,534,542 0 0
SIGMA ALDRICH CORP COM 826552101 268,097 3,142,987 SH   SOLE   3,142,987 0 0
SIGMA DESIGNS INC COM 826565103 6,444 1,154,822 SH   SOLE   1,154,822 0 0
SIGMATRON INTL INC COM 82661L101 708 132,123 SH   SOLE   132,123 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 120,116 1,312,455 SH   SOLE   1,312,455 0 0
SIGNET JEWELERS LIMITED SHS G81276100 149,961 2,092,972 SH   SOLE   2,092,972 0 0
SILGAN HOLDINGS INC COM 827048109 60,964 1,297,100 SH   SOLE   1,297,100 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 15,769 970,379 SH   SOLE   970,379 0 0
SILICON IMAGE INC COM 82705T102 12,564 2,352,790 SH   SOLE   2,352,790 0 0
SILICON LABORATORIES INC COM 826919102 44,205 1,035,004 SH   SOLE   1,035,004 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 936 71,674 SH   SOLE   71,674 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 16,718 1,067,579 SH   SOLE   1,067,579 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 1,045 60,288 SH   SOLE   60,288 0 0
SILVER WHEATON CORP COM 828336107 536 21,654 SH   SOLE   21,654 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 325 23,857 SH   SOLE   23,857 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 16,578 533,227 SH   SOLE   533,227 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,695,955 11,441,372 SH   SOLE   11,441,372 0 0
SIMPLICITY BANCORP COM 828867101 131 8,434 SH   SOLE   8,434 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 33,830 1,038,687 SH   SOLE   1,038,687 0 0
SIMULATIONS PLUS INC COM 829214105 1,305 271,269 SH   SOLE   271,269 0 0
SINA CORP ORD G81477104 14,480 178,394 SH   SOLE   178,394 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 65,042 1,940,394 SH   SOLE   1,940,394 0 0
SINOVAC BIOTECH LTD SHS P8696W104 155 26,002 SH   SOLE   26,002 0 0
SIRIUS XM RADIO INC COM 82967N108 292,447 75,470,245 SH   SOLE   75,470,245 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 178,646 2,669,153 SH   SOLE   2,669,153 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 66,136 1,957,277 SH   SOLE   1,957,277 0 0
SJW CORP COM 784305104 12,158 433,918 SH   SOLE   433,918 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 820 36,129 SH   SOLE   36,129 0 0
SKECHERS U S A INC CL A 830566105 33,261 1,069,134 SH   SOLE   1,069,134 0 0
SKILLED HEALTHCARE GROUP INC CL A 83066R107 2,931 672,347 SH   SOLE   672,347 0 0
SKULLCANDY INC COM 83083J104 3,227 520,919 SH   SOLE   520,919 0 0
SKYLINE CORP COM 830830105 821 165,584 SH   SOLE   165,584 0 0
SKYPEOPLE FRUIT JUICE INC COM NEW 83086T208 504 253,308 SH   SOLE   253,308 0 0
SKYWEST INC COM 830879102 19,043 1,311,475 SH   SOLE   1,311,475 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 136,561 5,497,610 SH   SOLE   5,497,610 0 0
SL GREEN RLTY CORP COM 78440X101 286,050 3,219,830 SH   SOLE   3,219,830 0 0
SLM CORP COM 78442P106 303,916 12,205,463 SH   SOLE   12,205,463 0 0
SM ENERGY CO COM 78454L100 137,849 1,785,846 SH   SOLE   1,785,846 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 122 1,960 SH   SOLE   1,960 0 0
SMITH & WESSON HLDG CORP COM 831756101 19,733 1,795,581 SH   SOLE   1,795,581 0 0
SMITH A O COM 831865209 82,537 1,826,038 SH   SOLE   1,826,038 0 0
SMITH MICRO SOFTWARE INC COM 832154108 719 798,613 SH   SOLE   798,613 0 0
SMUCKER J M CO COM NEW 832696405 309,297 2,944,565 SH   SOLE   2,944,565 0 0
SNAP ON INC COM 833034101 199,988 2,009,931 SH   SOLE   2,009,931 0 0
SNYDERS-LANCE INC COM 833551104 37,266 1,292,600 SH   SOLE   1,292,600 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 358 11,704 SH   SOLE   11,704 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 188 3,010 SH   SOLE   3,010 0 0
SOHU COM INC COM 83408W103 2,089 26,505 SH   SOLE   26,505 0 0
SOLAR CAP LTD COM 83413U100 12,975 585,002 SH   SOLE   585,002 0 0
SOLAR SR CAP LTD COM 83416M105 3,057 169,106 SH   SOLE   169,106 0 0
SOLARCITY CORP COM 83416T100 21,663 626,112 SH   SOLE   626,112 0 0
SOLARFUN POWER HOLDINGS CO L NOTE 3.500% 1/1 83415UAB4 1,055 1,151,000 PRN   SOLE   1,151,000 0 0
SOLARWINDS INC COM 83416B109 60,923 1,737,691 SH   SOLE   1,737,691 0 0
SOLAZYME INC COM 83415T101 14,659 1,359,203 SH   SOLE   1,359,203 0 0
SOLERA HOLDINGS INC COM 83421A104 108,087 2,044,400 SH   SOLE   2,044,400 0 0
SOLTA MED INC COM 83438K103 2,155 1,041,158 SH   SOLE   1,041,158 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 23,103 970,717 SH   SOLE   970,717 0 0
SONIC CORP COM 835451105 28,104 1,583,328 SH   SOLE   1,583,328 0 0
SONIC FDRY INC COM NEW 83545R207 17 1,892 SH   SOLE   1,892 0 0
SONOCO PRODS CO COM 835495102 109,253 2,805,673 SH   SOLE   2,805,673 0 0
SONUS NETWORKS INC COM 835916107 24,570 7,290,764 SH   SOLE   7,290,764 0 0
SORL AUTO PTS INC COM 78461U101 741 199,321 SH   SOLE   199,321 0 0
SOTHEBYS COM 835898107 97,827 1,991,183 SH   SOLE   1,991,183 0 0
SOUFUN HLDGS LTD ADR 836034108 871 16,875 SH   SOLE   16,875 0 0
SOUND FINL BANCORP INC COM 83607A100 3 217 SH   SOLE   217 0 0
SOURCEFIRE INC COM 83616T108 64,360 847,731 SH   SOLE   847,731 0 0
SOUTH JERSEY INDS INC COM 838518108 49,781 849,798 SH   SOLE   849,798 0 0
SOUTHERN CO COM 842587107 940,034 22,827,445 SH   SOLE   22,827,445 0 0
SOUTHERN COPPER CORP COM 84265V105 109,633 4,024,703 SH   SOLE   4,024,703 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 20,053 747,140 SH   SOLE   747,140 0 0
SOUTHWEST AIRLS CO COM 844741108 286,019 19,644,176 SH   SOLE   19,644,176 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 9,865 666,113 SH   SOLE   666,113 0 0
SOUTHWEST GAS CORP COM 844895102 69,502 1,390,045 SH   SOLE   1,390,045 0 0
SOUTHWESTERN ENERGY CO COM 845467109 330,962 9,097,372 SH   SOLE   9,097,372 0 0
SOVRAN SELF STORAGE INC COM 84610H108 90,634 1,197,599 SH   SOLE   1,197,599 0 0
SPANISH BROADCASTING SYS INC CL A NEW 846425833 871 212,971 SH   SOLE   212,971 0 0
SPANSION INC COM CL A NEW 84649R200 14,438 1,430,964 SH   SOLE   1,430,964 0 0
SPAR GROUP INC COM 784933103 2 1,079 SH   SOLE   1,079 0 0
SPARK NETWORKS INC COM 84651P100 1,663 199,881 SH   SOLE   199,881 0 0
SPARTAN MTRS INC COM 846819100 6,157 1,014,385 SH   SOLE   1,014,385 0 0
SPARTAN STORES INC COM 846822104 13,615 617,181 SH   SOLE   617,181 0 0
SPARTON CORP COM 847235108 3,018 118,348 SH   SOLE   118,348 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 3,838 29,944 SH   SOLE   29,944 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 360 7,911 SH   SOLE   7,911 0 0
SPDR INDEX SHS FDS S&P BRIC 40ETF 78463X798 10 447 SH   SOLE   447 0 0
SPDR INDEX SHS FDS MIDEAST AFRICA 78463X806 53 782 SH   SOLE   782 0 0
SPDR INDEX SHS FDS RUSS NOM SC JP 78463X822 115 2,252 SH   SOLE   2,252 0 0
SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 46 1,400 SH   SOLE   1,400 0 0
SPDR S&P 500 ETF TR OPTIONS 78462F103 16,499 98,200 SH Call SOLE   98,200 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,559 39,040 SH   SOLE   39,040 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 21,304 94,126 SH   SOLE   94,126 0 0
SPDR SERIES TRUST S&P 600 SMCP GRW 78464A201 171 1,049 SH   SOLE   1,049 0 0
SPDR SERIES TRUST BRC BLD AMER BD 78464A276 173 3,230 SH   SOLE   3,230 0 0
SPDR SERIES TRUST S&P 600 SMCP VAL 78464A300 128 1,304 SH   SOLE   1,304 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 6,162 136,333 SH   SOLE   136,333 0 0
SPDR SERIES TRUST S&P 500 GROWTH 78464A409 99 1,276 SH   SOLE   1,276 0 0
SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 3,445 142,245 SH   SOLE   142,245 0 0
SPDR SERIES TRUST NUVN CALI MUNI 78464A441 223 9,784 SH   SOLE   9,784 0 0
SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 2,306 100,982 SH   SOLE   100,982 0 0
SPDR SERIES TRUST DB INT GVT ETF 78464A490 89 1,500 SH   SOLE   1,500 0 0
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 3,445 59,013 SH   SOLE   59,013 0 0
SPDR SERIES TRUST DJ REIT ETF 78464A607 613 8,401 SH   SOLE   8,401 0 0
SPDR SERIES TRUST BARCLYS TIPS ETF 78464A656 22 400 SH   SOLE   400 0 0
SPDR SERIES TRUST BRCLYS 1-3MT ETF 78464A680 8,755 191,198 SH   SOLE   191,198 0 0
SPDR SERIES TRUST OILGAS EQUIP 78464A748 210 5,000 SH   SOLE   5,000 0 0
SPDR SERIES TRUST RUSSELL 3000 ETF 78464A805 64 503 SH   SOLE   503 0 0
SPDR SERIES TRUST S&P 600 SML CAP 78464A813 150 1,561 SH   SOLE   1,561 0 0
SPDR SERIES TRUST RUSSELL 1000 ETF 78464A854 30 375 SH   SOLE   375 0 0
SPECTRA ENERGY CORP COM 847560109 604,150 17,649,721 SH   SOLE   17,649,721 0 0
SPECTRANETICS CORP COM 84760C107 20,455 1,217,571 SH   SOLE   1,217,571 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 38,913 591,025 SH   SOLE   591,025 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 15,150 1,807,832 SH   SOLE   1,807,832 0 0
SPEED COMM INC COM 84764T106 4,335 1,321,726 SH   SOLE   1,321,726 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 6,366 355,658 SH   SOLE   355,658 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 124,942 5,154,373 SH   SOLE   5,154,373 0 0
SPIRIT AIRLS INC COM 848577102 69,247 2,020,631 SH   SOLE   2,020,631 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 83,399 9,084,852 SH   SOLE   9,084,852 0 0
SPLUNK INC COM 848637104 101,759 1,694,861 SH   SOLE   1,694,861 0 0
SPORT CHALET INC CL A 849163209 1 609 SH   SOLE   609 0 0
SPRINT CORP COM SER 1 85207U105 136,742 21,987,787 SH   SOLE   21,987,787 0 0
SPROUTS FMRS MKT INC COM 85208M102 13,165 296,577 SH   SOLE   296,577 0 0
SPS COMM INC COM 78463M107 19,669 293,912 SH   SOLE   293,912 0 0
SPX CORP COM 784635104 101,787 1,202,584 SH   SOLE   1,202,584 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 56,483 1,482,486 SH   SOLE   1,482,486 0 0
ST JOE CO COM 790148100 37,416 1,907,015 SH   SOLE   1,907,015 0 0
ST JUDE MED INC COM 790849103 400,256 7,461,898 SH   SOLE   7,461,898 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 13,316 983,467 SH   SOLE   983,467 0 0
STAG INDL INC COM 85254J102 33,020 1,641,144 SH   SOLE   1,641,144 0 0
STAGE STORES INC COM NEW 85254C305 15,862 826,147 SH   SOLE   826,147 0 0
STAMPS COM INC COM NEW 852857200 19,316 420,557 SH   SOLE   420,557 0 0
STANCORP FINL GROUP INC COM 852891100 61,796 1,123,158 SH   SOLE   1,123,158 0 0
STANDARD MTR PRODS INC COM 853666105 17,544 545,507 SH   SOLE   545,507 0 0
STANDARD PAC CORP NEW COM 85375C101 32,049 4,051,761 SH   SOLE   4,051,761 0 0
STANDARD PARKING CORP COM 853790103 5,533 205,780 SH   SOLE   205,780 0 0
STANDARD REGISTER CO COM 853887206 811 78,255 SH   SOLE   78,255 0 0
STANDEX INTL CORP COM 854231107 20,865 351,264 SH   SOLE   351,264 0 0
STANLEY BLACK & DECKER INC COM 854502101 374,610 4,136,133 SH   SOLE   4,136,133 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 930 250,613 SH   SOLE   250,613 0 0
STAPLES INC COM 855030102 251,630 17,176,120 SH   SOLE   17,176,120 0 0
STAR SCIENTIFIC INC COM 85517P101 8,239 4,313,836 SH   SOLE   4,313,836 0 0
STARBUCKS CORP COM 855244109 1,518,342 19,726,412 SH   SOLE   19,726,412 0 0
STARRETT L S CO CL A 855668109 63 5,705 SH   SOLE   5,705 0 0
STARTEK INC COM 85569C107 2,358 366,193 SH   SOLE   366,193 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 337,364 5,076,954 SH   SOLE   5,076,954 0 0
STARWOOD PPTY TR INC COM 85571B105 102,403 4,272,129 SH   SOLE   4,272,129 0 0
STARZ COM SER A 85571Q102 78,369 2,785,956 SH   SOLE   2,785,956 0 0
STATE AUTO FINL CORP COM 855707105 9,706 463,536 SH   SOLE   463,536 0 0
STATE BK FINL CORP COM 856190103 7,158 451,064 SH   SOLE   451,064 0 0
STATE STR CORP COM 857477103 770,464 11,718,083 SH   SOLE   11,718,083 0 0
STEALTHGAS INC SHS Y81669106 873 95,473 SH   SOLE   95,473 0 0
STEEL DYNAMICS INC COM 858119100 96,047 5,744,465 SH   SOLE   5,744,465 0 0
STEELCASE INC CL A 858155203 35,234 2,119,959 SH   SOLE   2,119,959 0 0
STEIN MART INC COM 858375108 10,699 779,846 SH   SOLE   779,846 0 0
STEINER LEISURE LTD ORD P8744Y102 23,194 396,959 SH   SOLE   396,959 0 0
STELLARONE CORP COM 85856G100 17,512 778,317 SH   SOLE   778,317 0 0
STELLUS CAP INVT CORP COM 858568108 2,246 149,948 SH   SOLE   149,948 0 0
STEMCELLS INC COM NEW 85857R204 2,733 1,627,038 SH   SOLE   1,627,038 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 4,980 109,938 SH   SOLE   109,938 0 0
STEPAN CO COM 858586100 27,763 480,911 SH   SOLE   480,911 0 0
STEREOTAXIS INC COM NEW 85916J409 1,023 307,205 SH   SOLE   307,205 0 0
STERICYCLE INC COM 858912108 263,970 2,287,433 SH   SOLE   2,287,433 0 0
STERIS CORP COM 859152100 72,426 1,685,901 SH   SOLE   1,685,901 0 0
STERLING BANCORP COM 859158107 14,221 1,035,765 SH   SOLE   1,035,765 0 0
STERLING CONSTRUCTION CO INC COM 859241101 5,227 565,055 SH   SOLE   565,055 0 0
STERLING FINL CORP WASH COM NEW 859319303 23,657 825,738 SH   SOLE   825,738 0 0
STEWART ENTERPRISES INC CL A 860370105 25,576 1,944,966 SH   SOLE   1,944,966 0 0
STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 2,470 2,000,000 PRN   SOLE   2,000,000 0 0
STEWART INFORMATION SVCS COR COM 860372101 18,719 585,148 SH   SOLE   585,148 0 0
STIFEL FINL CORP COM 860630102 70,641 1,713,760 SH   SOLE   1,713,760 0 0
STILLWATER MNG CO COM 86074Q102 39,477 3,585,543 SH   SOLE   3,585,543 0 0
STONE ENERGY CORP COM 861642106 47,414 1,462,046 SH   SOLE   1,462,046 0 0
STONERIDGE INC COM 86183P102 9,532 881,749 SH   SOLE   881,749 0 0
STR HLDGS INC COM 78478V100 3,235 1,450,665 SH   SOLE   1,450,665 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 1,314 249,824 SH   SOLE   249,824 0 0
STRATASYS LTD SHS M85548101 30,213 298,373 SH   SOLE   298,373 0 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 52,259 6,020,675 SH   SOLE   6,020,675 0 0
STRATTEC SEC CORP COM 863111100 2,176 56,734 SH   SOLE   56,734 0 0
STRAYER ED INC COM 863236105 11,988 288,739 SH   SOLE   288,739 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 1,365 179,605 SH   SOLE   179,605 0 0
STRYKER CORP COM 863667101 535,508 7,922,887 SH   SOLE   7,922,887 0 0
STUDENT TRANSN INC COM 86388A108 1,906 302,994 SH   SOLE   302,994 0 0
STURM RUGER & CO INC COM 864159108 34,054 543,739 SH   SOLE   543,739 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 933 149,470 SH   SOLE   149,470 0 0
SUFFOLK BANCORP COM 864739107 6,919 390,486 SH   SOLE   390,486 0 0
SUMMER INFANT INC COM 865646103 331 119,388 SH   SOLE   119,388 0 0
SUMMIT HOTEL PPTYS COM 866082100 15,733 1,711,955 SH   SOLE   1,711,955 0 0
SUN BANCORP INC COM 86663B102 5,743 1,499,584 SH   SOLE   1,499,584 0 0
SUN CMNTYS INC COM 866674104 59,271 1,390,688 SH   SOLE   1,390,688 0 0
SUN HYDRAULICS CORP COM 866942105 23,426 645,945 SH   SOLE   645,945 0 0
SUNCOKE ENERGY INC COM 86722A103 33,546 1,973,290 SH   SOLE   1,973,290 0 0
SUNCOR ENERGY INC NEW COM 867224107 6,890 192,556 SH   SOLE   192,556 0 0
SUNEDISON INC COM 86732Y109 59,135 7,419,749 SH   SOLE   7,419,749 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 1,894 381,824 SH   SOLE   381,824 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 1 1,668 SH   SOLE   1,668 0 0
SUNPOWER CORP COM 867652406 29,297 1,119,928 SH   SOLE   1,119,928 0 0
SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 11,356 10,000,000 PRN   SOLE   10,000,000 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 82,674 6,489,338 SH   SOLE   6,489,338 0 0
SUNTECH PWR HLDGS CO LTD ADR 86800C104 123 72,269 SH   SOLE   72,269 0 0
SUNTRUST BKS INC COM 867914103 486,472 15,005,302 SH   SOLE   15,005,302 0 0
SUPER MICRO COMPUTER INC COM 86800U104 10,937 807,744 SH   SOLE   807,744 0 0
SUPERCONDUCTOR TECHNOLOGIES COM PAR $0.001 867931404 201 123,986 SH   SOLE   123,986 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 116,433 4,649,864 SH   SOLE   4,649,864 0 0
SUPERIOR INDS INTL INC COM 868168105 12,120 679,756 SH   SOLE   679,756 0 0
SUPERIOR UNIFORM GP INC COM 868358102 323 25,873 SH   SOLE   25,873 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,139 155,442 SH   SOLE   155,442 0 0
SUPERTEL HOSPITALITY INC MD COM NEW 868526401 410 65,596 SH   SOLE   65,596 0 0
SUPERTEX INC COM 868532102 8,440 333,060 SH   SOLE   333,060 0 0
SUPERVALU INC COM 868536103 49,734 6,042,978 SH   SOLE   6,042,978 0 0
SUPPORT COM INC COM 86858W101 9,485 1,740,277 SH   SOLE   1,740,277 0 0
SURMODICS INC COM 868873100 19,491 819,628 SH   SOLE   819,628 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 60,821 4,854,059 SH   SOLE   4,854,059 0 0
SUSSER HLDGS CORP COM 869233106 19,086 359,095 SH   SOLE   359,095 0 0
SVB FINL GROUP COM 78486Q101 107,322 1,242,579 SH   SOLE   1,242,579 0 0
SWIFT ENERGY CO COM 870738101 14,004 1,226,281 SH   SOLE   1,226,281 0 0
SWIFT TRANSN CO CL A 87074U101 49,610 2,457,143 SH   SOLE   2,457,143 0 0
SWISHER HYGIENE INC COM 870808102 873 1,438,649 SH   SOLE   1,438,649 0 0
SWS GROUP INC COM 78503N107 5,729 1,026,754 SH   SOLE   1,026,754 0 0
SYKES ENTERPRISES INC COM 871237103 19,700 1,101,168 SH   SOLE   1,101,168 0 0
SYMANTEC CORP COM 871503108 448,952 18,139,477 SH   SOLE   18,139,477 0 0
SYMETRA FINL CORP COM 87151Q106 33,931 1,904,074 SH   SOLE   1,904,074 0 0
SYMMETRICOM INC COM 871543104 8,120 1,684,693 SH   SOLE   1,684,693 0 0
SYMMETRY MED INC COM 871546206 11,471 1,405,805 SH   SOLE   1,405,805 0 0
SYNACOR INC COM 871561106 544 211,029 SH   SOLE   211,029 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 26,537 418,616 SH   SOLE   418,616 0 0
SYNALLOY CP DEL COM 871565107 1,196 73,013 SH   SOLE   73,013 0 0
SYNAPTICS INC COM 87157D109 53,572 1,210,676 SH   SOLE   1,210,676 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 30,471 800,601 SH   SOLE   800,601 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 4,911 1,074,550 SH   SOLE   1,074,550 0 0
SYNERGY RES CORP COM 87164P103 5,868 601,797 SH   SOLE   601,797 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 6 683 SH   SOLE   683 0 0
SYNNEX CORP COM 87162W100 41,846 680,983 SH   SOLE   680,983 0 0
SYNOPSYS INC COM 871607107 161,574 4,285,776 SH   SOLE   4,285,776 0 0
SYNOVUS FINL CORP COM 87161C105 79,358 24,047,788 SH   SOLE   24,047,788 0 0
SYNTA PHARMACEUTICALS CORP COM 87162T206 3,449 546,627 SH   SOLE   546,627 0 0
SYNTEL INC COM 87162H103 57,622 719,380 SH   SOLE   719,380 0 0
SYNTROLEUM CORP COM NEW 871630208 900 195,273 SH   SOLE   195,273 0 0
SYNUTRA INTL INC COM 87164C102 1,060 200,039 SH   SOLE   200,039 0 0
SYPRIS SOLUTIONS INC COM 871655106 244 78,312 SH   SOLE   78,312 0 0
SYSCO CORP COM 871829107 493,078 15,490,999 SH   SOLE   15,490,999 0 0
SYSTEMAX INC COM 871851101 2,581 278,376 SH   SOLE   278,376 0 0
T-MOBILE US INC COM 872590104 115,968 4,465,474 SH   SOLE   4,465,474 0 0
TABLEAU SOFTWARE INC CL A 87336U105 9,004 126,388 SH   SOLE   126,388 0 0
TAHOE RES INC COM 873868103 13,169 734,894 SH   SOLE   734,894 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 473 27,916 SH   SOLE   27,916 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 52,875 2,910,035 SH   SOLE   2,910,035 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 574 484,000 PRN   SOLE   484,000 0 0
TAL ED GROUP ADS REPSTG COM 874080104 284 19,591 SH   SOLE   19,591 0 0
TAL INTL GROUP INC COM 874083108 41,421 886,396 SH   SOLE   886,396 0 0
TAMINCO CORP COM 87509U106 9,132 449,855 SH   SOLE   449,855 0 0
TANDY LEATHER FACTORY INC COM 87538X105 13 1,589 SH   SOLE   1,589 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 106,003 3,246,653 SH   SOLE   3,246,653 0 0
TANGOE INC COM 87582Y108 23,409 982,351 SH   SOLE   982,351 0 0
TARGA RES CORP COM 87612G101 63,441 869,538 SH   SOLE   869,538 0 0
TARGACEPT INC COM 87611R306 6,470 1,218,158 SH   SOLE   1,218,158 0 0
TARGET CORP COM 87612E106 1,222,584 19,108,843 SH   SOLE   19,108,843 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 1,158 15,242 SH   SOLE   15,242 0 0
TASER INTL INC COM 87651B104 36,320 2,440,847 SH   SOLE   2,440,847 0 0
TATA MTRS LTD SPONSORED ADR 876568502 586 22,006 SH   SOLE   22,006 0 0
TAUBMAN CTRS INC COM 876664103 161,936 2,405,823 SH   SOLE   2,405,823 0 0
TAYLOR CAP GROUP INC COM 876851106 4,886 220,569 SH   SOLE   220,569 0 0
TAYLOR DEVICES INC COM 877163105 16 1,824 SH   SOLE   1,824 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 15,644 690,704 SH   SOLE   690,704 0 0
TCF FINL CORP COM 872275102 60,731 4,252,905 SH   SOLE   4,252,905 0 0
TCP CAP CORP COM 87238Q103 5,532 340,857 SH   SOLE   340,857 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 144,074 5,503,226 SH   SOLE   5,503,226 0 0
TE CONNECTIVITY LTD REG SHS H84989104 415,486 8,024,054 SH   SOLE   8,024,054 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 72,926 1,922,149 SH   SOLE   1,922,149 0 0
TEAM INC COM 878155100 21,497 540,815 SH   SOLE   540,815 0 0
TEARLAB CORP COM 878193101 4,006 362,177 SH   SOLE   362,177 0 0
TECH DATA CORP COM 878237106 63,127 1,264,817 SH   SOLE   1,264,817 0 0
TECHE HLDG CO COM 878330109 128 2,813 SH   SOLE   2,813 0 0
TECHNE CORP COM 878377100 75,045 937,357 SH   SOLE   937,357 0 0
TECHNICAL COMMUNICATIONS COR COM 878409101 1 75 SH   SOLE   75 0 0
TECHTARGET INC COM 87874R100 845 169,702 SH   SOLE   169,702 0 0
TECK RESOURCES LTD CL B 878742204 297 11,076 SH   SOLE   11,076 0 0
TECO ENERGY INC COM 872375100 111,733 6,755,304 SH   SOLE   6,755,304 0 0
TECUMSEH PRODS CO CL A 878895200 4,547 508,020 SH   SOLE   508,020 0 0
TEEKAY CORPORATION COM Y8564W103 37,995 888,765 SH   SOLE   888,765 0 0
TEEKAY TANKERS LTD CL A Y8565N102 2,076 792,480 SH   SOLE   792,480 0 0
TEJON RANCH CO COM 879080109 14,975 485,572 SH   SOLE   485,572 0 0
TEJON RANCH CO *W EXP 08/31/201 879080133 11 3,923 SH   SOLE   3,923 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 14,778 823,310 SH   SOLE   823,310 0 0
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 699 85,730 SH   SOLE   85,730 0 0
TELECOMMUNICATION SYS INC CL A 87929J103 5,641 2,301,543 SH   SOLE   2,301,543 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 83,109 978,561 SH   SOLE   978,561 0 0
TELEFLEX INC COM 879369106 88,627 1,077,145 SH   SOLE   1,077,145 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 34,261 24,331,000 PRN   SOLE   24,331,000 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 1,281 57,077 SH   SOLE   57,077 0 0
TELEFONICA S A SPONSORED ADR 879382208 146 9,450 SH   SOLE   9,450 0 0
TELENAV INC COM 879455103 5,176 886,382 SH   SOLE   886,382 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 144,947 4,905,138 SH   SOLE   4,905,138 0 0
TELETECH HOLDINGS INC COM 879939106 14,496 577,765 SH   SOLE   577,765 0 0
TELIK INC COM NEW 87959M208 174 146,025 SH   SOLE   146,025 0 0
TELLABS INC COM 879664100 39,576 17,426,851 SH   SOLE   17,426,851 0 0
TELUS CORP COM 87971M103 142,195 4,293,333 SH   SOLE   4,293,333 0 0
TEMPUR SEALY INTL INC COM 88023U101 70,354 1,600,407 SH   SOLE   1,600,407 0 0
TENARIS S A SPONSORED ADR 88031M109 354 7,565 SH   SOLE   7,565 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 109,769 2,664,934 SH   SOLE   2,664,934 0 0
TENNANT CO COM 880345103 30,854 497,647 SH   SOLE   497,647 0 0
TENNECO INC COM 880349105 87,394 1,730,566 SH   SOLE   1,730,566 0 0
TERADATA CORP DEL COM 88076W103 234,467 4,229,196 SH   SOLE   4,229,196 0 0
TERADYNE INC COM 880770102 83,901 5,078,743 SH   SOLE   5,078,743 0 0
TERADYNE INC NOTE 4.500% 3/1 880770AE2 5,916 1,960,000 PRN   SOLE   1,960,000 0 0
TEREX CORP NEW COM 880779103 97,233 2,893,833 SH   SOLE   2,893,833 0 0
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 12,424 5,792,000 PRN   SOLE   5,792,000 0 0
TERNIUM SA SPON ADR 880890108 10,806 449,869 SH   SOLE   449,869 0 0
TERRENO RLTY CORP COM 88146M101 9,517 535,843 SH   SOLE   535,843 0 0
TERRITORIAL BANCORP INC COM 88145X108 3,331 151,615 SH   SOLE   151,615 0 0
TESARO INC COM 881569107 7,109 183,514 SH   SOLE   183,514 0 0
TESCO CORP COM 88157K101 14,694 887,829 SH   SOLE   887,829 0 0
TESLA MTRS INC COM 88160R101 368,267 1,904,469 SH   SOLE   1,904,469 0 0
TESORO CORP COM 881609101 167,567 3,810,079 SH   SOLE   3,810,079 0 0
TESSCO TECHNOLOGIES INC COM 872386107 6,748 200,235 SH   SOLE   200,235 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 32,386 1,674,549 SH   SOLE   1,674,549 0 0
TETRA TECH INC NEW COM 88162G103 43,427 1,677,354 SH   SOLE   1,677,354 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 27,366 2,184,050 SH   SOLE   2,184,050 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 2,927 257,227 SH   SOLE   257,227 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,598 95,241 SH   SOLE   95,241 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 53,146 1,158,064 SH   SOLE   1,158,064 0 0
TEXAS INDS INC COM 882491103 38,011 573,238 SH   SOLE   573,238 0 0
TEXAS INSTRS INC COM 882508104 1,145,365 28,428,034 SH   SOLE   28,428,034 0 0
TEXAS ROADHOUSE INC COM 882681109 40,499 1,539,876 SH   SOLE   1,539,876 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 17,442 460,576 SH   SOLE   460,576 0 0
TEXTRON INC COM 883203101 194,057 7,028,496 SH   SOLE   7,028,496 0 0
TEXTURA CORP COM 883211104 6,019 139,707 SH   SOLE   139,707 0 0
TFS FINL CORP COM 87240R107 25,850 2,159,542 SH   SOLE   2,159,542 0 0
TG THERAPEUTICS INC COM 88322Q108 823 163,232 SH   SOLE   163,232 0 0
TGC INDS INC COM NEW 872417308 1,799 227,948 SH   SOLE   227,948 0 0
THE ADT CORPORATION COM 00101J106 215,260 5,294,153 SH   SOLE   5,294,153 0 0
THERAGENICS CORP COM 883375107 2,847 1,305,902 SH   SOLE   1,305,902 0 0
THERAPEUTICSMD INC COM 88338N107 2,663 908,807 SH   SOLE   908,807 0 0
THERAVANCE INC COM 88338T104 70,737 1,730,784 SH   SOLE   1,730,784 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 862,984 9,364,987 SH   SOLE   9,364,987 0 0
THERMOGENESIS CORP COM PAR $0.001 883623308 661 611,626 SH   SOLE   611,626 0 0
THERMON GROUP HLDGS INC COM 88362T103 8,186 354,216 SH   SOLE   354,216 0 0
THESTREET INC COM 88368Q103 2,789 1,334,459 SH   SOLE   1,334,459 0 0
THL CR INC COM 872438106 6,944 444,873 SH   SOLE   444,873 0 0
THOMAS PPTYS GROUP INC COM 884453101 7,367 1,096,265 SH   SOLE   1,096,265 0 0
THOMSON REUTERS CORP COM 884903105 103,422 2,954,063 SH   SOLE   2,954,063 0 0
THOR INDS INC COM 885160101 72,797 1,254,256 SH   SOLE   1,254,256 0 0
THORATEC CORP COM NEW 885175307 89,820 2,408,678 SH   SOLE   2,408,678 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 6,964 1,497,577 SH   SOLE   1,497,577 0 0
TIBCO SOFTWARE INC COM 88632Q103 106,085 4,145,572 SH   SOLE   4,145,572 0 0
TICC CAPITAL CORP COM 87244T109 6,900 708,366 SH   SOLE   708,366 0 0
TIDEWATER INC COM 886423102 76,986 1,296,935 SH   SOLE   1,296,935 0 0
TIFFANY & CO NEW COM 886547108 222,536 2,904,407 SH   SOLE   2,904,407 0 0
TILE SHOP HLDGS INC COM 88677Q109 7,200 244,136 SH   SOLE   244,136 0 0
TILLYS INC CL A 886885102 1,733 119,408 SH   SOLE   119,408 0 0
TIMBERLAND BANCORP INC COM 887098101 809 89,842 SH   SOLE   89,842 0 0
TIME WARNER CABLE INC COM 88732J207 994,639 8,912,539 SH   SOLE   8,912,539 0 0
TIME WARNER INC COM NEW 887317303 1,665,614 25,309,434 SH   SOLE   25,309,434 0 0
TIMKEN CO COM 887389104 165,786 2,744,809 SH   SOLE   2,744,809 0 0
TIMMINS GOLD CORP COM 88741P103 1,033 618,860 SH   SOLE   618,860 0 0
TITAN INTL INC ILL COM 88830M102 20,627 1,408,952 SH   SOLE   1,408,952 0 0
TITAN MACHY INC COM 88830R101 7,182 446,945 SH   SOLE   446,945 0 0
TIVO INC COM 888706108 43,280 3,479,110 SH   SOLE   3,479,110 0 0
TJX COS INC NEW COM 872540109 1,087,519 19,285,675 SH   SOLE   19,285,675 0 0
TMS INTL CORP CL A 87261Q103 4,390 251,692 SH   SOLE   251,692 0 0
TOLL BROTHERS INC COM 889478103 137,068 4,226,568 SH   SOLE   4,226,568 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 19,161 414,551 SH   SOLE   414,551 0 0
TOOTSIE ROLL INDS INC COM 890516107 19,499 632,680 SH   SOLE   632,680 0 0
TOR MINERALS INTL INC COM NEW 890878309 919 78,876 SH   SOLE   78,876 0 0
TORCHMARK CORP COM 891027104 172,573 2,385,247 SH   SOLE   2,385,247 0 0
TORNIER N V SHS N87237108 6,505 336,516 SH   SOLE   336,516 0 0
TORO CO COM 891092108 72,455 1,333,110 SH   SOLE   1,333,110 0 0
TOTAL S A SPONSORED ADR 89151E109 26,836 463,328 SH   SOLE   463,328 0 0
TOTAL SYS SVCS INC COM 891906109 144,781 4,921,175 SH   SOLE   4,921,175 0 0
TOWER GROUP INTL LTD COM G8988C105 10,344 1,477,674 SH   SOLE   1,477,674 0 0
TOWER INTL INC COM 891826109 4,143 207,247 SH   SOLE   207,247 0 0
TOWERS WATSON & CO CL A 891894107 178,550 1,669,318 SH   SOLE   1,669,318 0 0
TOWERSTREAM CORP COM 892000100 2,356 826,565 SH   SOLE   826,565 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 4,928 379,643 SH   SOLE   379,643 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 12,836 890,134 SH   SOLE   890,134 0 0
TRACTOR SUPPLY CO COM 892356106 244,092 3,633,951 SH   SOLE   3,633,951 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 1,967 424,901 SH   SOLE   424,901 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 3,046 232,719 SH   SOLE   232,719 0 0
TRANSCEPT PHARMACEUTICALS IN COM 89354M106 301 94,664 SH   SOLE   94,664 0 0
TRANSDIGM GROUP INC COM 893641100 175,796 1,267,453 SH   SOLE   1,267,453 0 0
TRANSGLOBE ENERGY CORP COM 893662106 658 83,703 SH   SOLE   83,703 0 0
TRANSITION THERAPEUTICS INC COM NEW 893716209 76 18,587 SH   SOLE   18,587 0 0
TRANSOCEAN LTD REG SHS H8817H100 205,709 4,622,676 SH   SOLE   4,622,676 0 0
TRAVELERS COMPANIES INC COM 89417E109 880,996 10,392,778 SH   SOLE   10,392,778 0 0
TRAVELZOO INC COM 89421Q106 14,276 538,293 SH   SOLE   538,293 0 0
TRC COS INC COM 872625108 3,321 448,794 SH   SOLE   448,794 0 0
TREDEGAR CORP COM 894650100 17,483 672,440 SH   SOLE   672,440 0 0
TREE COM INC COM 894675107 5,938 226,138 SH   SOLE   226,138 0 0
TREEHOUSE FOODS INC COM 89469A104 63,799 954,645 SH   SOLE   954,645 0 0
TREMOR VIDEO INC COM 89484Q100 2,085 225,903 SH   SOLE   225,903 0 0
TREX CO INC COM 89531P105 23,610 476,682 SH   SOLE   476,682 0 0
TRI POINTE HOMES INC COM 87265H109 4,889 333,022 SH   SOLE   333,022 0 0
TRIANGLE CAP CORP COM 895848109 10,790 367,379 SH   SOLE   367,379 0 0
TRIANGLE PETE CORP COM NEW 89600B201 9,181 934,953 SH   SOLE   934,953 0 0
TRICO BANCSHARES COM 896095106 12,149 533,298 SH   SOLE   533,298 0 0
TRIMAS CORP COM NEW 896215209 38,928 1,043,372 SH   SOLE   1,043,372 0 0
TRIMBLE NAVIGATION LTD COM 896239100 216,205 7,277,182 SH   SOLE   7,277,182 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 2,829 182,982 SH   SOLE   182,982 0 0
TRINITY INDS INC COM 896522109 91,100 2,008,820 SH   SOLE   2,008,820 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 5,252 4,329,000 PRN   SOLE   4,329,000 0 0
TRIPADVISOR INC COM 896945201 218,557 2,881,811 SH   SOLE   2,881,811 0 0
TRIPLE-S MGMT CORP CL B 896749108 10,800 587,258 SH   SOLE   587,258 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 38,015 4,681,692 SH   SOLE   4,681,692 0 0
TRISTATE CAP HLDGS INC COM 89678F100 881 68,385 SH   SOLE   68,385 0 0
TRIUMPH GROUP INC NEW COM 896818101 158,829 2,261,875 SH   SOLE   2,261,875 0 0
TRONOX LTD SHS CL A Q9235V101 10,053 410,821 SH   SOLE   410,821 0 0
TRUEBLUE INC COM 89785X101 26,044 1,084,732 SH   SOLE   1,084,732 0 0
TRULIA INC COM 897888103 29,522 627,730 SH   SOLE   627,730 0 0
TRUNKBOW INTL HLDGS LTD COM 89818A102 49 43,349 SH   SOLE   43,349 0 0
TRUSTCO BK CORP N Y COM 898349105 17,091 2,872,374 SH   SOLE   2,872,374 0 0
TRUSTMARK CORP COM 898402102 52,189 2,038,651 SH   SOLE   2,038,651 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 267,081 3,745,350 SH   SOLE   3,745,350 0 0
TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 376 154,000 PRN   SOLE   154,000 0 0
TTM TECHNOLOGIES INC COM 87305R109 15,511 1,592,535 SH   SOLE   1,592,535 0 0
TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 1,043 1,020,000 PRN   SOLE   1,020,000 0 0
TUCOWS INC COM 898697107 325 136,038 SH   SOLE   136,038 0 0
TUESDAY MORNING CORP COM NEW 899035505 17,435 1,141,051 SH   SOLE   1,141,051 0 0
TUMI HLDGS INC COM 89969Q104 25,043 1,242,835 SH   SOLE   1,242,835 0 0
TUPPERWARE BRANDS CORP COM 899896104 116,766 1,351,923 SH   SOLE   1,351,923 0 0
TURQUOISE HILL RES LTD COM 900435108 0 1 SH   SOLE   1 0 0
TUTOR PERINI CORP COM 901109108 23,331 1,094,335 SH   SOLE   1,094,335 0 0
TW TELECOM INC COM 87311L104 113,881 3,813,194 SH   SOLE   3,813,194 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,688,152 50,377,572 SH   SOLE   50,377,572 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 19,002 568,918 SH   SOLE   568,918 0 0
TWIN DISC INC COM 901476101 7,350 281,293 SH   SOLE   281,293 0 0
TWO HBRS INVT CORP COM 90187B101 88,013 9,064,146 SH   SOLE   9,064,146 0 0
TYCO INTERNATIONAL LTD SHS H89128104 305,499 8,733,540 SH   SOLE   8,733,540 0 0
TYLER TECHNOLOGIES INC COM 902252105 71,204 814,039 SH   SOLE   814,039 0 0
TYSON FOODS INC CL A 902494103 259,930 9,191,290 SH   SOLE   9,191,290 0 0
TYSON FOODS INC NOTE 3.250%10/1 902494AP8 9,169 5,356,000 PRN   SOLE   5,356,000 0 0
U M H PROPERTIES INC COM 903002103 6,027 606,966 SH   SOLE   606,966 0 0
U S AIRWAYS GROUP INC COM 90341W108 95,787 5,052,077 SH   SOLE   5,052,077 0 0
U S CONCRETE INC COM NEW 90333L201 3,170 158,006 SH   SOLE   158,006 0 0
U S ENERGY CORP WYO COM 911805109 1,926 912,886 SH   SOLE   912,886 0 0
U S G CORP COM NEW 903293405 62,171 2,175,320 SH   SOLE   2,175,320 0 0
U S GLOBAL INVS INC CL A 902952100 1,009 352,971 SH   SOLE   352,971 0 0
U S PHYSICAL THERAPY INC COM 90337L108 11,776 378,893 SH   SOLE   378,893 0 0
U S SILICA HLDGS INC COM 90346E103 12,757 512,321 SH   SOLE   512,321 0 0
UBIQUITI NETWORKS INC COM 90347A100 20,948 623,651 SH   SOLE   623,651 0 0
UCP INC CL A 90265Y106 666 44,875 SH   SOLE   44,875 0 0
UDR INC COM 902653104 218,065 9,201,073 SH   SOLE   9,201,073 0 0
UFP TECHNOLOGIES INC COM 902673102 1,633 71,702 SH   SOLE   71,702 0 0
UGI CORP NEW COM 902681105 118,604 3,031,015 SH   SOLE   3,031,015 0 0
UIL HLDG CORP COM 902748102 51,956 1,397,411 SH   SOLE   1,397,411 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 215,617 1,804,933 SH   SOLE   1,804,933 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 119,934 813,662 SH   SOLE   813,662 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 5,983 865,816 SH   SOLE   865,816 0 0
ULTRA PETROLEUM CORP COM 903914109 75,749 3,682,516 SH   SOLE   3,682,516 0 0
ULTRALIFE CORP COM 903899102 571 142,769 SH   SOLE   142,769 0 0
ULTRAPETROL BAHAMAS LTD COM P94398107 775 207,135 SH   SOLE   207,135 0 0
ULTRATECH INC COM 904034105 23,235 766,825 SH   SOLE   766,825 0 0
UMB FINL CORP COM 902788108 47,548 875,015 SH   SOLE   875,015 0 0
UMPQUA HLDGS CORP COM 904214103 50,058 3,086,175 SH   SOLE   3,086,175 0 0
UNDER ARMOUR INC CL A 904311107 178,232 2,243,327 SH   SOLE   2,243,327 0 0
UNI PIXEL INC COM NEW 904572203 1,994 112,537 SH   SOLE   112,537 0 0
UNIFI INC COM NEW 904677200 13,173 563,900 SH   SOLE   563,900 0 0
UNIFIRST CORP MASS COM 904708104 41,492 397,355 SH   SOLE   397,355 0 0
UNILEVER N V N Y SHS NEW 904784709 16,387 434,448 SH   SOLE   434,448 0 0
UNILEVER PLC SPON ADR NEW 904767704 163 4,223 SH   SOLE   4,223 0 0
UNILIFE CORP NEW COM 90478E103 4,183 1,259,982 SH   SOLE   1,259,982 0 0
UNION FIRST MKT BANKSH CP COM 90662P104 15,232 651,758 SH   SOLE   651,758 0 0
UNION PAC CORP COM 907818108 2,085,772 13,427,140 SH   SOLE   13,427,140 0 0
UNISYS CORP COM NEW 909214306 46,041 1,827,755 SH   SOLE   1,827,755 0 0
UNIT CORP COM 909218109 55,236 1,188,125 SH   SOLE   1,188,125 0 0
UNITED BANKSHARES INC WEST V COM 909907107 28,470 982,412 SH   SOLE   982,412 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 18,316 1,221,886 SH   SOLE   1,221,886 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 4,241 1,090,313 SH   SOLE   1,090,313 0 0
UNITED CONTL HLDGS INC COM 910047109 240,176 7,820,771 SH   SOLE   7,820,771 0 0
UNITED FINANCIAL BANCORP INC COM 91030T109 12,886 796,937 SH   SOLE   796,937 0 0
UNITED FIRE GROUP INC COM 910340108 19,189 629,781 SH   SOLE   629,781 0 0
UNITED GUARDIAN INC COM 910571108 348 13,879 SH   SOLE   13,879 0 0
UNITED NAT FOODS INC COM 911163103 99,761 1,483,166 SH   SOLE   1,483,166 0 0
UNITED ONLINE INC COM 911268100 24,519 3,076,066 SH   SOLE   3,076,066 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,752,371 19,178,846 SH   SOLE   19,178,846 0 0
UNITED RENTALS INC COM 911363109 148,736 2,551,649 SH   SOLE   2,551,649 0 0
UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 128,663 24,595,000 PRN   SOLE   24,595,000 0 0
UNITED SECURITY BANCSHARES C COM 911460103 0 1 SH   SOLE   1 0 0
UNITED STATES ANTIMONY CORP COM 911549103 34 24,238 SH   SOLE   24,238 0 0
UNITED STATES CELLULAR CORP COM 911684108 12,048 264,616 SH   SOLE   264,616 0 0
UNITED STATES LIME & MINERAL COM 911922102 5,667 96,712 SH   SOLE   96,712 0 0
UNITED STATES STL CORP NEW COM 912909108 95,593 4,642,673 SH   SOLE   4,642,673 0 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 37 36,000 PRN   SOLE   36,000 0 0
UNITED STATIONERS INC COM 913004107 48,209 1,109,786 SH   SOLE   1,109,786 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,481,012 23,010,686 SH   SOLE   23,010,686 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 296 4,571 SH   SOLE   4,571 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 128,827 1,633,829 SH   SOLE   1,633,829 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,879,957 26,252,723 SH   SOLE   26,252,723 0 0
UNITIL CORP COM 913259107 18,045 616,505 SH   SOLE   616,505 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 6,921 908,285 SH   SOLE   908,285 0 0
UNIVERSAL CORP VA COM 913456109 30,733 603,439 SH   SOLE   603,439 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 42,761 1,335,017 SH   SOLE   1,335,017 0 0
UNIVERSAL ELECTRS INC COM 913483103 17,575 487,791 SH   SOLE   487,791 0 0
UNIVERSAL FST PRODS INC COM 913543104 22,133 527,100 SH   SOLE   527,100 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 21,339 509,660 SH   SOLE   509,660 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 176,340 2,351,507 SH   SOLE   2,351,507 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 3,685 522,643 SH   SOLE   522,643 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 3,218 99,978 SH   SOLE   99,978 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 8,061 664,524 SH   SOLE   664,524 0 0
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 4,951 185,712 SH   SOLE   185,712 0 0
UNIVEST CORP PA COM 915271100 10,632 564,045 SH   SOLE   564,045 0 0
UNS ENERGY CORP COM 903119105 51,843 1,112,032 SH   SOLE   1,112,032 0 0
UNUM GROUP COM 91529Y106 231,558 7,607,034 SH   SOLE   7,607,034 0 0
UNWIRED PLANET INC NEW COM 91531F103 4,317 2,495,366 SH   SOLE   2,495,366 0 0
UQM TECHNOLOGIES INC COM 903213106 1,836 1,008,796 SH   SOLE   1,008,796 0 0
UR ENERGY INC COM 91688R108 1,489 1,283,274 SH   SOLE   1,283,274 0 0
URANIUM ENERGY CORP COM 916896103 6,203 2,757,095 SH   SOLE   2,757,095 0 0
URANIUM RES INC COM PAR$0.001NEW 916901606 1,815 740,649 SH   SOLE   740,649 0 0
URBAN OUTFITTERS INC COM 917047102 210,639 5,728,545 SH   SOLE   5,728,545 0 0
UROPLASTY INC COM NEW 917277204 948 286,412 SH   SOLE   286,412 0 0
URS CORP NEW COM 903236107 102,917 1,914,730 SH   SOLE   1,914,730 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 15,457 777,492 SH   SOLE   777,492 0 0
US BANCORP DEL COM NEW 902973304 1,744,088 47,678,728 SH   SOLE   47,678,728 0 0
US ECOLOGY INC COM 91732J102 15,835 525,541 SH   SOLE   525,541 0 0
USA COMPRESSION PARTNERS LP COMUNIT LTDPAR 90290N109 8,851 371,567 SH   SOLE   371,567 0 0
USA MOBILITY INC COM 90341G103 9,923 700,748 SH   SOLE   700,748 0 0
USA TRUCK INC COM 902925106 2,424 270,582 SH   SOLE   270,582 0 0
USANA HEALTH SCIENCES INC COM 90328M107 18,619 214,528 SH   SOLE   214,528 0 0
USEC INC COM NEW 90333E207 2,059 195,745 SH   SOLE   195,745 0 0
USMD HLDGS INC COM 903313104 266 10,033 SH   SOLE   10,033 0 0
UTAH MED PRODS INC COM 917488108 2,588 43,538 SH   SOLE   43,538 0 0
UTI WORLDWIDE INC ORD G87210103 44,771 2,962,984 SH   SOLE   2,962,984 0 0
V F CORP COM 918204108 476,026 2,391,488 SH   SOLE   2,391,488 0 0
VAALCO ENERGY INC COM NEW 91851C201 11,970 2,145,185 SH   SOLE   2,145,185 0 0
VAIL RESORTS INC COM 91879Q109 64,868 934,973 SH   SOLE   934,973 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 35,109 1,215,693 SH   SOLE   1,215,693 0 0
VALE S A ADR 91912E105 2,600 166,549 SH   SOLE   166,549 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 11,465 109,893 SH   SOLE   109,893 0 0
VALERO ENERGY CORP NEW COM 91913Y100 514,940 15,078,776 SH   SOLE   15,078,776 0 0
VALHI INC NEW COM 918905100 5,382 269,645 SH   SOLE   269,645 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 89,112 2,409,722 SH   SOLE   2,409,722 0 0
VALLEY NATL BANCORP COM 919794107 51,268 5,152,531 SH   SOLE   5,152,531 0 0
VALMONT INDS INC COM 920253101 159,026 1,144,811 SH   SOLE   1,144,811 0 0
VALSPAR CORP COM 920355104 155,195 2,446,708 SH   SOLE   2,446,708 0 0
VALUE LINE INC COM 920437100 391 44,229 SH   SOLE   44,229 0 0
VALUECLICK INC COM 92046N102 49,777 2,386,229 SH   SOLE   2,386,229 0 0
VALUEVISION MEDIA INC CL A 92047K107 5,251 1,204,379 SH   SOLE   1,204,379 0 0
VANDA PHARMACEUTICALS INC COM 921659108 10,989 1,003,542 SH   SOLE   1,003,542 0 0
VANGUARD BD INDEX FD INC LONG TERM BOND 921937793 820 9,872 SH   SOLE   9,872 0 0
VANGUARD BD INDEX FD INC INTERMED TERM 921937819 3,022 36,192 SH   SOLE   36,192 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 9,516 118,400 SH   SOLE   118,400 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 3,695 45,690 SH   SOLE   45,690 0 0
VANGUARD HEALTH SYS INC COM 922036207 9,399 447,356 SH   SOLE   447,356 0 0
VANGUARD INDEX FDS REIT ETF 922908553 18,590 281,074 SH   SOLE   281,074 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 57 500 SH   SOLE   500 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 388 4,300 SH   SOLE   4,300 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 82 800 SH   SOLE   800 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 6,193 127,418 SH   SOLE   127,418 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 45,507 1,133,858 SH   SOLE   1,133,858 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 15,829 290,435 SH   SOLE   290,435 0 0
VANGUARD SCOTTSDALE FDS VNG RUS2000GRW 92206C623 70 767 SH   SOLE   767 0 0
VANGUARD WORLD FD EXTENDED DUR 921910709 280 2,934 SH   SOLE   2,934 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 899 8,671 SH   SOLE   8,671 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 299 3,700 SH   SOLE   3,700 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 4,887 2,824,950 SH   SOLE   2,824,950 0 0
VANTAGESOUTH BANCSHARES INC COM 92209W105 647 121,821 SH   SOLE   121,821 0 0
VANTIV INC CL A 92210H105 60,780 2,175,361 SH   SOLE   2,175,361 0 0
VARIAN MED SYS INC COM 92220P105 208,941 2,795,941 SH   SOLE   2,795,941 0 0
VASCO DATA SEC INTL INC COM 92230Y104 7,143 905,320 SH   SOLE   905,320 0 0
VASCULAR SOLUTIONS INC COM 92231M109 4,093 243,637 SH   SOLE   243,637 0 0
VCA ANTECH INC COM 918194101 95,218 3,467,513 SH   SOLE   3,467,513 0 0
VECTOR GROUP LTD COM 92240M108 27,586 1,713,401 SH   SOLE   1,713,401 0 0
VECTREN CORP COM 92240G101 74,285 2,227,447 SH   SOLE   2,227,447 0 0
VEECO INSTRS INC DEL COM 922417100 39,166 1,052,251 SH   SOLE   1,052,251 0 0
VENTAS INC COM 92276F100 677,088 11,009,567 SH   SOLE   11,009,567 0 0
VENTRUS BIOSCIENCES INC COM 922822101 1,012 350,271 SH   SOLE   350,271 0 0
VERA BRADLEY INC COM 92335C106 12,175 592,892 SH   SOLE   592,892 0 0
VERASTEM INC COM 92337C104 2,673 214,701 SH   SOLE   214,701 0 0
VERENIUM CORP COM NEW 92340P209 2,443 615,451 SH   SOLE   615,451 0 0
VERIFONE SYS INC COM 92342Y109 65,870 2,881,465 SH   SOLE   2,881,465 0 0
VERINT SYS INC COM 92343X100 62,173 1,677,631 SH   SOLE   1,677,631 0 0
VERISIGN INC COM 92343E102 284,313 5,586,823 SH   SOLE   5,586,823 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 64,877 41,455,000 PRN   SOLE   41,455,000 0 0
VERISK ANALYTICS INC CL A 92345Y106 239,686 3,689,747 SH   SOLE   3,689,747 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,650,777 78,216,975 SH   SOLE   78,216,975 0 0
VERMILLION INC COM NEW 92407M206 42 16,234 SH   SOLE   16,234 0 0
VERSAR INC COM 925297103 654 158,247 SH   SOLE   158,247 0 0
VERSO PAPER CORP COM 92531L108 15 19,269 SH   SOLE   19,269 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 461,403 6,085,501 SH   SOLE   6,085,501 0 0
VIACOM INC NEW CL B 92553P201 1,031,831 12,345,427 SH   SOLE   12,345,427 0 0
VIAD CORP COM NEW 92552R406 20,948 839,582 SH   SOLE   839,582 0 0
VIASAT INC COM 92552V100 69,109 1,085,939 SH   SOLE   1,085,939 0 0
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 1,904 131,773 SH   SOLE   131,773 0 0
VICAL INC COM 925602104 3,155 2,524,077 SH   SOLE   2,524,077 0 0
VICOR CORP COM 925815102 5,452 666,501 SH   SOLE   666,501 0 0
VIDEO DISPLAY CORP COM 926555103 16 4,587 SH   SOLE   4,587 0 0
VIEWPOINT FINL GROUP INC MD COM 92672A101 11,051 534,643 SH   SOLE   534,643 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 8,215 216,186 SH   SOLE   216,186 0 0
VIMPELCOM LTD SPONSORED ADR 92719A106 904 76,939 SH   SOLE   76,939 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 168 2,949 SH   SOLE   2,949 0 0
VIRCO MFG CO COM 927651109 160 77,836 SH   SOLE   77,836 0 0
VIRGINIA COMM BANCORP INC COM 92778Q109 5,736 368,427 SH   SOLE   368,427 0 0
VIRNETX HLDG CORP COM 92823T108 24,490 1,200,483 SH   SOLE   1,200,483 0 0
VIROPHARMA INC COM 928241108 67,693 1,724,215 SH   SOLE   1,724,215 0 0
VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 34,153 15,936,000 PRN   SOLE   15,936,000 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 29,917 183,947 SH   SOLE   183,947 0 0
VIRTUSA CORP COM 92827P102 7,506 258,282 SH   SOLE   258,282 0 0
VISA INC COM CL A 92826C839 2,604,260 13,627,735 SH   SOLE   13,627,735 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 61,990 4,809,166 SH   SOLE   4,809,166 0 0
VISHAY PRECISION GROUP INC COM 92835K103 7,192 494,268 SH   SOLE   494,268 0 0
VISION-SCIENCES INC DEL COM 927912105 83 84,573 SH   SOLE   84,573 0 0
VISIONCHINA MEDIA INC SPON ADR NEW 92833U202 12 5,389 SH   SOLE   5,389 0 0
VISTAPRINT N V SHS N93540107 25,363 448,128 SH   SOLE   448,128 0 0
VISTEON CORP COM NEW 92839U206 111,556 1,474,834 SH   SOLE   1,474,834 0 0
VITACOST COM INC COM 92847A200 2,233 262,677 SH   SOLE   262,677 0 0
VITAMIN SHOPPE INC COM 92849E101 35,188 804,287 SH   SOLE   804,287 0 0
VITESSE SEMICONDUCTOR CORP COM NEW 928497304 661 217,314 SH   SOLE   217,314 0 0
VITESSE SEMICONDUCTOR CORP DBCV 8.000% 6/1 928497AE6 4,183 4,000,000 PRN   SOLE   4,000,000 0 0
VIVUS INC COM 928551100 26,012 2,797,026 SH   SOLE   2,797,026 0 0
VMWARE INC CL A COM 928563402 156,926 1,939,755 SH   SOLE   1,939,755 0 0
VOC ENERGY TR TR UNIT 91829B103 147 9,377 SH   SOLE   9,377 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 4,785 257,240 SH   SOLE   257,240 0 0
VOCUS INC COM 92858J108 5,678 609,896 SH   SOLE   609,896 0 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1,425 40,519 SH   SOLE   40,519 0 0
VOLCANO CORPORATION COM 928645100 35,160 1,468,076 SH   SOLE   1,468,076 0 0
VOLTARI CORP COM NEW 92870X309 444 83,439 SH   SOLE   83,439 0 0
VOLTERRA SEMICONDUCTOR CORP COM 928708106 16,545 719,368 SH   SOLE   719,368 0 0
VONAGE HLDGS CORP COM 92886T201 11,564 3,682,937 SH   SOLE   3,682,937 0 0
VORNADO RLTY TR SH BEN INT 929042109 543,773 6,468,872 SH   SOLE   6,468,872 0 0
VOXX INTL CORP CL A 91829F104 8,618 629,066 SH   SOLE   629,066 0 0
VRINGO INC COM 92911N104 5,916 2,061,325 SH   SOLE   2,061,325 0 0
VSE CORP COM 918284100 6,262 133,375 SH   SOLE   133,375 0 0
VULCAN MATLS CO COM 929160109 174,018 3,358,764 SH   SOLE   3,358,764 0 0
W & T OFFSHORE INC COM 92922P106 16,328 921,423 SH   SOLE   921,423 0 0
W P CAREY INC COM 92936U109 105,667 1,633,178 SH   SOLE   1,633,178 0 0
WABASH NATL CORP COM 929566107 22,810 1,956,228 SH   SOLE   1,956,228 0 0
WABCO HLDGS INC COM 92927K102 126,881 1,505,831 SH   SOLE   1,505,831 0 0
WABTEC CORP COM 929740108 158,350 2,518,683 SH   SOLE   2,518,683 0 0
WADDELL & REED FINL INC CL A 930059100 123,836 2,405,510 SH   SOLE   2,405,510 0 0
WAGEWORKS INC COM 930427109 21,993 435,932 SH   SOLE   435,932 0 0
WAL-MART STORES INC COM 931142103 3,117,459 42,150,615 SH   SOLE   42,150,615 0 0
WALGREEN CO COM 931422109 1,261,333 23,444,844 SH   SOLE   23,444,844 0 0
WALKER & DUNLOP INC COM 93148P102 4,428 278,307 SH   SOLE   278,307 0 0
WALTER ENERGY INC COM 93317Q105 24,092 1,717,154 SH   SOLE   1,717,154 0 0
WALTER INVT MGMT CORP COM 93317W102 42,087 1,064,405 SH   SOLE   1,064,405 0 0
WARNER CHILCOTT PLC IRELAND SHS A G94368100 58,526 2,552,358 SH   SOLE   2,552,358 0 0
WARREN RES INC COM 93564A100 17,019 5,848,610 SH   SOLE   5,848,610 0 0
WASHINGTON BKG CO OAK HBR WA COM 937303105 3,184 226,442 SH   SOLE   226,442 0 0
WASHINGTON FED INC COM 938824109 58,238 2,816,136 SH   SOLE   2,816,136 0 0
WASHINGTON POST CO CL B 939640108 73,587 120,368 SH   SOLE   120,368 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 64,112 2,537,065 SH   SOLE   2,537,065 0 0
WASHINGTON TR BANCORP COM 940610108 15,630 497,281 SH   SOLE   497,281 0 0
WASTE CONNECTIONS INC COM 941053100 145,313 3,200,013 SH   SOLE   3,200,013 0 0
WASTE MGMT INC DEL COM 94106L109 481,861 11,684,310 SH   SOLE   11,684,310 0 0
WATERS CORP COM 941848103 235,219 2,214,660 SH   SOLE   2,214,660 0 0
WATERSTONE FINANCIAL INC COM 941888109 779 76,775 SH   SOLE   76,775 0 0
WATSCO INC COM 942622200 75,729 803,318 SH   SOLE   803,318 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 41,250 731,773 SH   SOLE   731,773 0 0
WAUSAU PAPER CORP COM 943315101 18,035 1,388,338 SH   SOLE   1,388,338 0 0
WAVE SYSTEMS CORP CL A PAR $0.01 943526400 33 25,129 SH   SOLE   25,129 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 1,738 134,191 SH   SOLE   134,191 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 684 39,608 SH   SOLE   39,608 0 0
WD-40 CO COM 929236107 28,325 436,439 SH   SOLE   436,439 0 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 171,408 11,181,236 SH   SOLE   11,181,236 0 0
WEB COM GROUP INC COM 94733A104 39,233 1,212,754 SH   SOLE   1,212,754 0 0
WEBMD HEALTH CORP COM 94770V102 33,703 1,180,485 SH   SOLE   1,180,485 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 11,364 12,065,000 PRN   SOLE   12,065,000 0 0
WEBSTER FINL CORP CONN COM 947890109 70,262 2,752,127 SH   SOLE   2,752,127 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 23,975 641,565 SH   SOLE   641,565 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 127,357 4,342,206 SH   SOLE   4,342,206 0 0
WEIS MKTS INC COM 948849104 16,305 333,162 SH   SOLE   333,162 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 88,526 1,269,370 SH   SOLE   1,269,370 0 0
WELLPOINT INC COM 94973V107 732,955 8,766,357 SH   SOLE   8,766,357 0 0
WELLS FARGO & CO NEW COM 949746101 5,291,538 128,062,399 SH   SOLE   99,999,999 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 257 226 SH   SOLE   226 0 0
WELLS GARDNER ELECTRS CORP COM 949765101 14 8,415 SH   SOLE   8,415 0 0
WENDYS CO COM 95058W100 62,602 7,382,315 SH   SOLE   7,382,315 0 0
WERNER ENTERPRISES INC COM 950755108 31,704 1,358,933 SH   SOLE   1,358,933 0 0
WESBANCO INC COM 950810101 22,992 773,372 SH   SOLE   773,372 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 12,649 604,338 SH   SOLE   604,338 0 0
WESCO INTL INC COM 95082P105 79,155 1,034,306 SH   SOLE   1,034,306 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 26,099 9,510,000 PRN   SOLE   9,510,000 0 0
WEST BANCORPORATION INC CAP STK 95123P106 2,206 159,856 SH   SOLE   159,856 0 0
WEST CORP COM 952355204 14,185 639,851 SH   SOLE   639,851 0 0
WEST MARINE INC COM 954235107 6,816 562,352 SH   SOLE   562,352 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 77,109 1,873,863 SH   SOLE   1,873,863 0 0
WESTAMERICA BANCORPORATION COM 957090103 40,683 817,913 SH   SOLE   817,913 0 0
WESTAR ENERGY INC COM 95709T100 101,674 3,317,249 SH   SOLE   3,317,249 0 0
WESTBURY BANCORP INC COM 95727P106 18 1,265 SH   SOLE   1,265 0 0
WESTELL TECHNOLOGIES INC CL A 957541105 5,545 1,655,303 SH   SOLE   1,655,303 0 0
WESTERN ALLIANCE BANCORP COM 957638109 40,631 2,146,365 SH   SOLE   2,146,365 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 11,477 717,740 SH   SOLE   717,740 0 0
WESTERN DIGITAL CORP COM 958102105 359,883 5,676,384 SH   SOLE   5,676,384 0 0
WESTERN REFNG INC COM 959319104 49,776 1,656,978 SH   SOLE   1,656,978 0 0
WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 3,390 1,083,000 PRN   SOLE   1,083,000 0 0
WESTERN UN CO COM 959802109 272,762 14,617,463 SH   SOLE   14,617,463 0 0
WESTFIELD FINANCIAL INC NEW COM 96008P104 8,630 1,222,370 SH   SOLE   1,222,370 0 0
WESTLAKE CHEM CORP COM 960413102 47,418 453,066 SH   SOLE   453,066 0 0
WESTMORELAND COAL CO COM 960878106 5,769 437,688 SH   SOLE   437,688 0 0
WESTPORT INNOVATIONS INC COM NEW 960908309 98 4,037 SH   SOLE   4,037 0 0
WESTWOOD HLDGS GROUP INC COM 961765104 12,107 251,962 SH   SOLE   251,962 0 0
WET SEAL INC CL A 961840105 13,806 3,513,040 SH   SOLE   3,513,040 0 0
WEX INC COM 96208T104 98,695 1,124,732 SH   SOLE   1,124,732 0 0
WEYCO GROUP INC COM 962149100 6,213 219,369 SH   SOLE   219,369 0 0
WEYERHAEUSER CO COM 962166104 430,379 15,032,456 SH   SOLE   15,032,456 0 0
WGL HLDGS INC COM 92924F106 62,429 1,461,703 SH   SOLE   1,461,703 0 0
WHIRLPOOL CORP COM 963320106 315,974 2,157,702 SH   SOLE   2,157,702 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 83,753 147,552 SH   SOLE   147,552 0 0
WHITEHORSE FIN INC COM 96524V106 1,145 75,854 SH   SOLE   75,854 0 0
WHITESTONE REIT COM 966084204 6,138 416,692 SH   SOLE   416,692 0 0
WHITEWAVE FOODS CO COM CL A 966244105 80,135 4,012,787 SH   SOLE   4,012,787 0 0
WHITING PETE CORP NEW COM 966387102 162,147 2,709,223 SH   SOLE   2,709,223 0 0
WHOLE FOODS MKT INC COM 966837106 567,387 9,698,924 SH   SOLE   9,698,924 0 0
WI-LAN INC COM 928972108 3,656 947,231 SH   SOLE   947,231 0 0
WILEY JOHN & SONS INC CL A 968223206 56,758 1,190,138 SH   SOLE   1,190,138 0 0
WILLBROS GROUP INC DEL COM 969203108 11,704 1,274,896 SH   SOLE   1,274,896 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 10,091 192,313 SH   SOLE   192,313 0 0
WILLIAMS COS INC DEL COM 969457100 638,031 17,547,620 SH   SOLE   17,547,620 0 0
WILLIAMS SONOMA INC COM 969904101 136,309 2,425,435 SH   SOLE   2,425,435 0 0
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 111,953 2,583,730 SH   SOLE   2,583,730 0 0
WILLIS LEASE FINANCE CORP COM 970646105 385 24,476 SH   SOLE   24,476 0 0
WILSHIRE BANCORP INC COM 97186T108 15,358 1,879,817 SH   SOLE   1,879,817 0 0
WINDSTREAM HLDGS INC COM 97382A101 125,346 15,687,906 SH   SOLE   15,687,906 0 0
WINMARK CORP COM 974250102 1,800 24,422 SH   SOLE   24,422 0 0
WINNEBAGO INDS INC COM 974637100 21,054 811,017 SH   SOLE   811,017 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 14,242 1,277,334 SH   SOLE   1,277,334 0 0
WINTRUST FINL CORP COM 97650W108 42,279 1,029,430 SH   SOLE   1,029,430 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,188 115,777 SH   SOLE   115,777 0 0
WIRELESS TELECOM GROUP INC COM 976524108 79 39,034 SH   SOLE   39,034 0 0
WISCONSIN ENERGY CORP COM 976657106 246,164 6,096,193 SH   SOLE   6,096,193 0 0
WISDOMTREE INVTS INC COM 97717P104 29,564 2,548,380 SH   SOLE   2,548,380 0 0
WISDOMTREE TR DRYFS CURR ETF 97717W133 153 7,600 SH   SOLE   7,600 0 0
WISDOMTREE TR CHINESE YUAN ETF 97717W182 198 7,532 SH   SOLE   7,532 0 0
WISDOMTREE TR INDIA ERNGS FD 97717W422 12,682 827,830 SH   SOLE   827,830 0 0
WISDOMTREE TR EARNING 500 FD 97717W588 6 94 SH   SOLE   94 0 0
WISDOMTREE TR INTL SMCAP DIV 97717W760 643 10,700 SH   SOLE   10,700 0 0
WISDOMTREE TR ASIA PAC EXJP FD 97717W828 47 704 SH   SOLE   704 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 685 14,300 SH   SOLE   14,300 0 0
WISDOMTREE TR EM LCL DEBT FD 97717X867 100 2,127 SH   SOLE   2,127 0 0
WMS INDS INC COM 929297109 44,240 1,704,809 SH   SOLE   1,704,809 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 52 2,427 SH   SOLE   2,427 0 0
WOLVERINE WORLD WIDE INC COM 978097103 76,102 1,306,927 SH   SOLE   1,306,927 0 0
WOODWARD INC COM 980745103 74,651 1,828,346 SH   SOLE   1,828,346 0 0
WORKDAY INC CL A 98138H101 61,177 755,926 SH   SOLE   755,926 0 0
WORLD ACCEP CORP DEL COM 981419104 27,450 305,275 SH   SOLE   305,275 0 0
WORLD ENERGY SOLUTIONS INC D COM NEW 98145W208 23 6,865 SH   SOLE   6,865 0 0
WORLD FUEL SVCS CORP COM 981475106 74,043 1,984,534 SH   SOLE   1,984,534 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 9,832 966,786 SH   SOLE   966,786 0 0
WORTHINGTON INDS INC COM 981811102 64,036 1,859,895 SH   SOLE   1,859,895 0 0
WPCS INTL INC COM PAR $.0001 92931L302 107 38,092 SH   SOLE   38,092 0 0
WPX ENERGY INC COM 98212B103 101,745 5,282,711 SH   SOLE   5,282,711 0 0
WRIGHT MED GROUP INC COM 98235T107 31,258 1,198,557 SH   SOLE   1,198,557 0 0
WSFS FINL CORP COM 929328102 16,547 274,641 SH   SOLE   274,641 0 0
WSI INDS INC COM 92932Q102 702 108,552 SH   SOLE   108,552 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 231 8,424 SH   SOLE   8,424 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 215,023 3,526,703 SH   SOLE   3,526,703 0 0
WYNN RESORTS LTD COM 983134107 369,915 2,341,088 SH   SOLE   2,341,088 0 0
XCEL ENERGY INC COM 98389B100 368,826 13,358,409 SH   SOLE   13,358,409 0 0
XENITH BANKSHARES INC COM 98410X105 3 557 SH   SOLE   557 0 0
XENOPORT INC COM 98411C100 9,930 1,748,219 SH   SOLE   1,748,219 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 2,347 202,525 SH   SOLE   202,525 0 0
XEROX CORP COM 984121103 424,958 41,298,169 SH   SOLE   41,298,169 0 0
XILINX INC COM 983919101 333,322 7,114,509 SH   SOLE   7,114,509 0 0
XILINX INC SDCV 3.125% 3/1 983919AD3 48,564 30,024,000 PRN   SOLE   30,024,000 0 0
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 758 126,167 SH   SOLE   126,167 0 0
XL GROUP PLC SHS G98290102 288,266 9,353,214 SH   SOLE   9,353,214 0 0
XO GROUP INC COM 983772104 11,529 892,341 SH   SOLE   892,341 0 0
XOMA CORP DEL COM 98419J107 9,850 2,193,744 SH   SOLE   2,193,744 0 0
XOOM CORP COM 98419Q101 4,381 137,910 SH   SOLE   137,910 0 0
XPO LOGISTICS INC COM 983793100 8,035 370,810 SH   SOLE   370,810 0 0
XYLEM INC COM 98419M100 137,916 4,937,918 SH   SOLE   4,937,918 0 0
XYRATEX LTD COM G98268108 677 60,857 SH   SOLE   60,857 0 0
YADKIN FINL CORP COM 984305102 2,601 150,978 SH   SOLE   150,978 0 0
YAHOO INC COM 984332106 840,365 25,335,080 SH   SOLE   25,335,080 0 0
YAMANA GOLD INC COM 98462Y100 0 3 SH   SOLE   3 0 0
YANDEX N V SHS CLASS A N97284108 10,934 300,220 SH   SOLE   300,220 0 0
YELP INC CL A 985817105 33,198 501,629 SH   SOLE   501,629 0 0
YONGYE INTL INC COM 98607B106 1,694 273,671 SH   SOLE   273,671 0 0
YORK WTR CO COM 987184108 3,908 194,722 SH   SOLE   194,722 0 0
YOUKU TUDOU INC SPONSORED ADR 98742U100 4 150 SH   SOLE   150 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 15,634 776,643 SH   SOLE   776,643 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 2,200 130,313 SH   SOLE   130,313 0 0
YUM BRANDS INC COM 988498101 839,371 11,757,542 SH   SOLE   11,757,542 0 0
YUME INC COM 98872B104 605 57,067 SH   SOLE   57,067 0 0
YY INC ADS REPCOM CLA 98426T106 254 5,434 SH   SOLE   5,434 0 0
ZAGG INC COM 98884U108 5,901 1,311,423 SH   SOLE   1,311,423 0 0
ZAIS FINL CORP COM 98886K108 2,107 121,414 SH   SOLE   121,414 0 0
ZALE CORP NEW COM 988858106 13,503 888,339 SH   SOLE   888,339 0 0
ZAZA ENERGY CORP COM 98919T100 1,753 1,537,604 SH   SOLE   1,537,604 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 70,460 1,546,540 SH   SOLE   1,546,540 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 1,649 182,778 SH   SOLE   182,778 0 0
ZEP INC COM 98944B108 10,945 673,150 SH   SOLE   673,150 0 0
ZHONE TECHNOLOGIES INC NEW COM NEW 98950P884 2,141 679,704 SH   SOLE   679,704 0 0
ZILLOW INC CL A 98954A107 55,840 662,367 SH   SOLE   662,367 0 0
ZIMMER HLDGS INC COM 98956P102 366,088 4,456,876 SH   SOLE   4,456,876 0 0
ZIONS BANCORPORATION COM 989701107 132,236 4,822,627 SH   SOLE   4,822,627 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 3,725 945,547 SH   SOLE   945,547 0 0
ZIX CORP COM 98974P100 9,597 1,958,616 SH   SOLE   1,958,616 0 0
ZOETIS INC CL A 98978V103 460,883 14,809,853 SH   SOLE   14,809,853 0 0
ZOGENIX INC COM 98978L105 1,491 805,762 SH   SOLE   805,762 0 0
ZOLTEK COS INC COM 98975W104 13,293 796,494 SH   SOLE   796,494 0 0
ZOOM TECHNOLOGIES INC COM NEW 98976E301 150 601,482 SH   SOLE   601,482 0 0
ZUMIEZ INC COM 989817101 15,570 565,444 SH   SOLE   565,444 0 0
ZYGO CORP COM 989855101 9,059 566,871 SH   SOLE   566,871 0 0
ZYNGA INC CL A 98986T108 52,349 14,260,049 SH   SOLE   14,260,049 0 0