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 172 29,677 SH   SOLE   29,677 0 0
1ST UNITED BANCORP INC FLA COM 33740N105 10,210 1,184,409 SH   SOLE   1,184,409 0 0
3-D SYS CORP DEL COM NEW 88554D205 2,440 40,804 SH   SOLE   40,804 0 0
3M CO COM 88579Y101 106,340 742,387 SH   SOLE   742,387 0 0
8X8 INC NEW COM 282914100 785 97,202 SH   SOLE   97,202 0 0
A H BELO CORP COM CL A 001282102 277 23,400 SH   SOLE   23,400 0 0
AAON INC COM PAR $0.004 000360206 2,588 77,217 SH   SOLE   77,217 0 0
AAR CORP COM 000361105 1,809 65,622 SH   SOLE   65,622 0 0
AARONS INC COM PAR $0.50 002535300 2,242 62,900 SH   SOLE   62,900 0 0
ABAXIS INC COM 002567105 286 6,457 SH   SOLE   6,457 0 0
ABBOTT LABS COM 002824100 82,917 2,027,322 SH   SOLE   2,027,322 0 0
ABBVIE INC COM 00287Y109 185,120 3,279,950 SH   SOLE   3,279,950 0 0
ABERDEEN GLOBAL INCOME FD IN COM 003013109 287 23,976 SH   SOLE   23,976 0 0
ABIOMED INC COM 003654100 815 32,435 SH   SOLE   32,435 0 0
ABRAXAS PETE CORP COM 003830106 2,177 347,686 SH   SOLE   347,686 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,926 64,318 SH   SOLE   64,318 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 2,245 99,374 SH   SOLE   99,374 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 476 16,929 SH   SOLE   16,929 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 1,322 50,839 SH   SOLE   50,839 0 0
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 559 8,793 SH   SOLE   8,793 0 0
ACCURAY INC COM 004397105 570 64,800 SH   SOLE   64,800 0 0
ACCURAY INC DEBT 3.500% 2/0 004397AF2 8,701 4,900,000 PRN   SOLE   4,900,000 0 0
ACCURAY INC NOTE 3.750% 8/0 004397AB1 1,373 1,200,000 PRN   SOLE   1,200,000 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 650 63,455 SH   SOLE   63,455 0 0
ACETO CORP COM 004446100 1,283 70,710 SH   SOLE   70,710 0 0
ACORDA THERAPEUTICS INC COM 00484M106 2,000 59,320 SH   SOLE   59,320 0 0
ACTIVISION BLIZZARD INC COM 00507V109 78,167 3,505,250 SH   SOLE   3,505,250 0 0
ACTUATE CORP COM 00508B102 72 15,030 SH   SOLE   15,030 0 0
ACUITY BRANDS INC COM 00508Y102 3,661 26,481 SH   SOLE   26,481 0 0
ACXIOM CORP COM 005125109 11,453 528,035 SH   SOLE   528,035 0 0
ADAMS EXPRESS CO COM 006212104 675 49,104 SH   SOLE   49,104 0 0
ADCARE HEALTH SYSTEMS INC COM NEW 00650W300 1,361 318,027 SH   SOLE   318,027 0 0
ADDUS HOMECARE CORP COM 006739106 9,986 444,201 SH   SOLE   444,201 0 0
ADEPT TECHNOLOGY INC COM NEW 006854202 408 38,883 SH   SOLE   38,883 0 0
ADOBE SYS INC COM 00724F101 7,752 107,128 SH   SOLE   107,128 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 28,138 208,551 SH   SOLE   208,551 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 2,670 116,450 SH   SOLE   116,450 0 0
ADVANCED ENERGY INDS COM 007973100 2,845 147,798 SH   SOLE   147,798 0 0
ADVANCED MICRO DEVICES INC COM 007903107 99 23,619 SH   SOLE   23,619 0 0
ADVENT CLAY CONV SEC INC FD COM 007639107 2,045 267,007 SH   SOLE   267,007 0 0
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 988 95,949 SH   SOLE   95,949 0 0
ADVENT SOFTWARE INC COM 007974108 5,501 168,902 SH   SOLE   168,902 0 0
ADVISORY BRD CO COM 00762W107 337 6,501 SH   SOLE   6,501 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 38,775 1,204,191 SH   SOLE   1,204,191 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 1,521 1,500,000 PRN   SOLE   1,500,000 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 761 23,713 SH   SOLE   23,713 0 0
AEP INDS INC COM 001031103 226 6,490 SH   SOLE   6,490 0 0
AEROFLEX HLDG CORP COM 007767106 14,173 1,349,854 SH   SOLE   1,349,854 0 0
AEROVIRONMENT INC COM 008073108 2,290 72,000 SH   SOLE   72,000 0 0
AES CORP COM 00130H105 25,353 1,630,403 SH   SOLE   1,630,403 0 0
AETNA INC NEW COM 00817Y108 85,398 1,053,253 SH   SOLE   1,053,253 0 0
AFFYMETRIX INC COM 00826T108 2,006 225,185 SH   SOLE   225,185 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 10,898 6,475,000 PRN   SOLE   6,475,000 0 0
AFLAC INC COM 001055102 4,463 71,687 SH   SOLE   71,687 0 0
AGCO CORP COM 001084102 24,621 437,944 SH   SOLE   437,944 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 6,347 4,547,000 PRN   SOLE   4,547,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 26,054 453,585 SH   SOLE   453,585 0 0
AGL RES INC COM 001204106 8,196 148,931 SH   SOLE   148,931 0 0
AGNICO EAGLE MINES LTD COM 008474108 368 9,600 SH   SOLE   9,600 0 0
AGREE REALTY CORP COM 008492100 4,912 162,494 SH   SOLE   162,494 0 0
AIR LEASE CORP CL A 00912X302 2,384 61,800 SH   SOLE   61,800 0 0
AIR METHODS CORP COM PAR $.06 009128307 1,239 23,995 SH   SOLE   23,995 0 0
AIR PRODS & CHEMS INC COM 009158106 1,273 9,900 SH   SOLE   9,900 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 364 43,477 SH   SOLE   43,477 0 0
AIRGAS INC COM 009363102 787 7,230 SH   SOLE   7,230 0 0
AK STL HLDG CORP COM 001547108 3,122 392,200 SH   SOLE   392,200 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 100,438 1,644,911 SH   SOLE   1,644,911 0 0
AKORN INC COM 009728106 1,744 52,466 SH   SOLE   52,466 0 0
ALASKA AIR GROUP INC COM 011659109 90,022 947,106 SH   SOLE   947,106 0 0
ALBANY INTL CORP CL A 012348108 3,869 101,910 SH   SOLE   101,910 0 0
ALBANY MOLECULAR RESH INC COM 012423109 1,162 57,762 SH   SOLE   57,762 0 0
ALBEMARLE CORP COM 012653101 3,918 54,800 SH   SOLE   54,800 0 0
ALCOA INC COM 013817101 14,990 1,006,700 SH   SOLE   1,006,700 0 0
ALERE INC COM 01449J105 327 8,736 SH   SOLE   8,736 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,224 29,521 SH   SOLE   29,521 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,270 55,000 SH   SOLE   55,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 86,419 553,080 SH   SOLE   553,080 0 0
ALIGN TECHNOLOGY INC COM 016255101 5,268 94,005 SH   SOLE   94,005 0 0
ALIMERA SCIENCES INC COM 016259103 314 52,500 SH   SOLE   52,500 0 0
ALLEGHANY CORP DEL COM 017175100 669 1,526 SH   SOLE   1,526 0 0
ALLEGIANT TRAVEL CO COM 01748X102 251 2,129 SH   SOLE   2,129 0 0
ALLERGAN INC COM 018490102 108,552 641,484 SH   SOLE   641,484 0 0
ALLIANCE CALIF MUN INCOME FD COM 018546101 455 34,582 SH   SOLE   34,582 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,645 9,403 SH   SOLE   9,403 0 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 1,367 75,526 SH   SOLE   75,526 0 0
ALLIANCE HEALTHCARE SRVCS IN COM PAR $0.01 018606301 478 17,717 SH   SOLE   17,717 0 0
ALLIANCE ONE INTL INC COM 018772103 31 12,239 SH   SOLE   12,239 0 0
ALLIANT ENERGY CORP COM 018802108 19,123 314,217 SH   SOLE   314,217 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 30,501 227,753 SH   SOLE   227,753 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,048 33,700 SH   SOLE   33,700 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,849 115,181 SH   SOLE   115,181 0 0
ALLSTATE CORP COM 020002101 64,453 1,097,636 SH   SOLE   1,097,636 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,769 28,005 SH   SOLE   28,005 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 6,952 1,873,811 SH   SOLE   1,873,811 0 0
ALPHA NATURAL RESOURCES INC NOTE 3.750%12/1 02076XAE2 7,471 8,600,000 PRN   SOLE   8,600,000 0 0
ALPHA NATURAL RESOURCES INC NOTE 4.875%12/1 02076XAF9 2,331 3,000,000 PRN   SOLE   3,000,000 0 0
ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 369 35,114 SH   SOLE   35,114 0 0
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 859 115,498 SH   SOLE   115,498 0 0
ALPINE TOTAL DYNAMIC DIVID F COM SH BEN INT N 021060207 609 68,250 SH   SOLE   68,250 0 0
ALTERA CORP COM 021441100 1,479 42,549 SH   SOLE   42,549 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 2,988 114,800 SH   SOLE   114,800 0 0
ALTRA INDL MOTION CORP COM 02208R106 385 10,569 SH   SOLE   10,569 0 0
ALTRIA GROUP INC COM 02209S103 38,413 915,894 SH   SOLE   915,894 0 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 254 28,200 SH   SOLE   28,200 0 0
AMAZON COM INC COM 023135106 62,277 191,750 SH   SOLE   191,750 0 0
AMBAC FINL GROUP INC COM NEW 023139884 1,650 60,400 SH   SOLE   60,400 0 0
AMBEV SA SPONSORED ADR 02319V103 1,078 153,100 SH   SOLE   153,100 0 0
AMC NETWORKS INC CL A 00164V103 723 11,762 SH   SOLE   11,762 0 0
AMER RLTY CAP HEALTHCAR TR I COM 02917R108 79,196 7,272,382 SH   SOLE   7,272,382 0 0
AMERCO COM 023586100 3,106 10,682 SH   SOLE   10,682 0 0
AMEREN CORP COM 023608102 24,168 591,186 SH   SOLE   591,186 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 149,054 7,183,332 SH   SOLE   7,183,332 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 11,799 274,648 SH   SOLE   274,648 0 0
AMERICAN ASSETS TR INC COM 024013104 1,579 45,700 SH   SOLE   45,700 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 573 30,332 SH   SOLE   30,332 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,204 31,481 SH   SOLE   31,481 0 0
AMERICAN CAP LTD COM 02503Y103 44,350 2,900,563 SH   SOLE   2,900,563 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 679 29,000 SH   SOLE   29,000 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 6,338 564,911 SH   SOLE   564,911 0 0
AMERICAN ELEC PWR INC COM 025537101 84,406 1,513,462 SH   SOLE   1,513,462 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,193 48,515 SH   SOLE   48,515 0 0
AMERICAN EXPRESS CO COM 025816109 18,860 198,797 SH   SOLE   198,797 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 44,001 738,774 SH   SOLE   738,774 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 14,326 262,483 SH   SOLE   262,483 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 439 12,758 SH   SOLE   12,758 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 1,829 26,982 SH   SOLE   26,982 0 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 4,073 325,026 SH   SOLE   325,026 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 34,675 34,100,000 PRN   SOLE   34,100,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 4,938 4,725,000 PRN   SOLE   4,725,000 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 2,818 40,500 SH   SOLE   40,500 0 0
AMERICAN STS WTR CO COM 029899101 9,098 273,800 SH   SOLE   273,800 0 0
AMERICAN TOWER CORP NEW COM 03027X100 38,637 429,400 SH   SOLE   429,400 0 0
AMERICAN WOODMARK CORP COM 030506109 1,599 50,170 SH   SOLE   50,170 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 6,837 138,254 SH   SOLE   138,254 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 302 6,652 SH   SOLE   6,652 0 0
AMERIPRISE FINL INC COM 03076C106 102,861 857,176 SH   SOLE   857,176 0 0
AMERIS BANCORP COM 03076K108 528 24,471 SH   SOLE   24,471 0 0
AMERISAFE INC COM 03071H100 1,566 38,515 SH   SOLE   38,515 0 0
AMERISOURCEBERGEN CORP COM 03073E105 27,345 376,340 SH   SOLE   376,340 0 0
AMETEK INC NEW COM 031100100 4,334 82,900 SH   SOLE   82,900 0 0
AMGEN INC COM 031162100 77,863 657,796 SH   SOLE   657,796 0 0
AMKOR TECHNOLOGY INC COM 031652100 75,849 6,784,380 SH   SOLE   6,784,380 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,143 92,887 SH   SOLE   92,887 0 0
AMPHENOL CORP NEW CL A 032095101 1,040 10,800 SH   SOLE   10,800 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 469 56,200 SH   SOLE   56,200 0 0
AMSURG CORP COM 03232P405 1,107 24,300 SH   SOLE   24,300 0 0
AMTRUST FINL SVCS INC COM 032359309 1,434 34,306 SH   SOLE   34,306 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 1,190 67,130 SH   SOLE   67,130 0 0
ANADARKO PETE CORP COM 032511107 65,877 601,785 SH   SOLE   601,785 0 0
ANALOG DEVICES INC COM 032654105 13,564 250,860 SH   SOLE   250,860 0 0
ANALOGIC CORP COM PAR $0.05 032657207 420 5,362 SH   SOLE   5,362 0 0
ANDERSONS INC COM 034164103 11,587 224,632 SH   SOLE   224,632 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 35,712 2,075,044 SH   SOLE   2,075,044 0 0
ANIKA THERAPEUTICS INC COM 035255108 2,114 45,623 SH   SOLE   45,623 0 0
ANIXTER INTL INC COM 035290105 9,687 96,800 SH   SOLE   96,800 0 0
ANN INC COM 035623107 14,757 358,704 SH   SOLE   358,704 0 0
ANNALY CAP MGMT INC COM 035710409 8,263 722,945 SH   SOLE   722,945 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 39,926 39,000,000 PRN   SOLE   39,000,000 0 0
ANSYS INC COM 03662Q105 5,497 72,500 SH   SOLE   72,500 0 0
ANTARES PHARMA INC COM 036642106 74 27,731 SH   SOLE   27,731 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 73 11,242 SH   SOLE   11,242 0 0
AOL INC COM 00184X105 2,857 71,800 SH   SOLE   71,800 0 0
APACHE CORP COM 037411105 52,999 526,723 SH   SOLE   526,723 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 2,072 64,200 SH   SOLE   64,200 0 0
APOGEE ENTERPRISES INC COM 037598109 650 18,637 SH   SOLE   18,637 0 0
APOLLO ED GROUP INC CL A 037604105 42,015 1,344,481 SH   SOLE   1,344,481 0 0
APOLLO INVT CORP COM 03761U106 1,142 132,657 SH   SOLE   132,657 0 0
APPLE INC COM 037833100 459,624 4,945,913 SH   SOLE   4,945,913 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 830 16,364 SH   SOLE   16,364 0 0
APPLIED MATLS INC COM 038222105 20,960 929,507 SH   SOLE   929,507 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 192 17,800 SH   SOLE   17,800 0 0
AQUA AMERICA INC COM 03836W103 815 31,100 SH   SOLE   31,100 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 348 59,457 SH   SOLE   59,457 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 636 41,850 SH   SOLE   41,850 0 0
ARCBEST CORP COM 03937C105 10,398 238,972 SH   SOLE   238,972 0 0
ARCH COAL INC COM 039380100 56 15,300 SH   SOLE   15,300 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 228,004 5,168,988 SH   SOLE   5,168,988 0 0
ARCTIC CAT INC COM 039670104 314 7,966 SH   SOLE   7,966 0 0
ARENA PHARMACEUTICALS INC COM 040047102 725 123,661 SH   SOLE   123,661 0 0
ARES CAP CORP COM 04010L103 7,445 416,862 SH   SOLE   416,862 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 4,718 4,425,000 PRN   SOLE   4,425,000 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 194 10,670 SH   SOLE   10,670 0 0
ARGAN INC COM 04010E109 576 15,436 SH   SOLE   15,436 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 24,734 3,882,830 SH   SOLE   3,882,830 0 0
ARK RESTAURANTS CORP COM 040712101 4,611 207,348 SH   SOLE   207,348 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1,353 49,500 SH   SOLE   49,500 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 693 160,100 SH   SOLE   160,100 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 3,856 67,142 SH   SOLE   67,142 0 0
AROTECH CORP COM NEW 042682203 546 122,400 SH   SOLE   122,400 0 0
ARRIS GROUP INC NEW COM 04270V106 13,128 403,562 SH   SOLE   403,562 0 0
ARROW ELECTRS INC COM 042735100 37,525 621,169 SH   SOLE   621,169 0 0
ARROWHEAD RESH CORP COM NEW 042797209 993 69,392 SH   SOLE   69,392 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 323 5,700 SH   SOLE   5,700 0 0
ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 2,143 2,000,000 PRN   SOLE   2,000,000 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 2,386 34,708 SH   SOLE   34,708 0 0
ASCENA RETAIL GROUP INC COM 04351G101 1,010 59,074 SH   SOLE   59,074 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 5,473 318,921 SH   SOLE   318,921 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 21,771 1,886,597 SH   SOLE   1,886,597 0 0
ASHLAND INC NEW COM 044209104 15,311 140,800 SH   SOLE   140,800 0 0
ASPEN TECHNOLOGY INC COM 045327103 5,832 125,681 SH   SOLE   125,681 0 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 51 23,450 SH   SOLE   23,450 0 0
ASSOCIATED BANC CORP COM 045487105 5,931 328,067 SH   SOLE   328,067 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 1,877 104,155 SH   SOLE   104,155 0 0
ASSURANT INC COM 04621X108 112,019 1,708,907 SH   SOLE   1,708,907 0 0
ASTEC INDS INC COM 046224101 220 5,003 SH   SOLE   5,003 0 0
ASTORIA FINL CORP COM 046265104 657 48,818 SH   SOLE   48,818 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 88,163 1,186,418 SH   SOLE   1,186,418 0 0
ASTRONICS CORP COM 046433108 3,213 56,915 SH   SOLE   56,915 0 0
AT&T INC COM 00206R102 169,153 4,783,743 SH   SOLE   4,783,743 0 0
ATHENAHEALTH INC COM 04685W103 1,078 8,617 SH   SOLE   8,617 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 355 86,600 SH   SOLE   86,600 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 536 191,430 SH   SOLE   191,430 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 387 10,513 SH   SOLE   10,513 0 0
ATLAS ENERGY LP COM UNITS LP 04930A104 1,420 31,631 SH   SOLE   31,631 0 0
ATMEL CORP COM 049513104 15,857 1,692,266 SH   SOLE   1,692,266 0 0
ATMOS ENERGY CORP COM 049560105 6,859 128,439 SH   SOLE   128,439 0 0
ATRICURE INC COM 04963C209 787 42,800 SH   SOLE   42,800 0 0
ATWOOD OCEANICS INC COM 050095108 2,272 43,289 SH   SOLE   43,289 0 0
AUTHENTIDATE HLDG CORP COM NEW 052666203 383 579,741 SH   SOLE   579,741 0 0
AUTOBYTEL INC COM NEW 05275N205 516 39,376 SH   SOLE   39,376 0 0
AUTODESK INC COM 052769106 42,528 754,316 SH   SOLE   754,316 0 0
AUTOLIV INC COM 052800109 39,250 368,272 SH   SOLE   368,272 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 9,668 121,946 SH   SOLE   121,946 0 0
AUTONATION INC COM 05329W102 906 15,174 SH   SOLE   15,174 0 0
AUTONAVI HLDGS LTD SPONSORED ADR 05330F106 72,125 3,450,967 SH   SOLE   3,450,967 0 0
AUTOZONE INC COM 053332102 22,256 41,503 SH   SOLE   41,503 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 738 36,800 SH   SOLE   36,800 0 0
AV HOMES INC NOTE 7.500% 2/1 00234PAB8 11,137 10,360,000 PRN   SOLE   10,360,000 0 0
AVALONBAY CMNTYS INC COM 053484101 20,512 144,257 SH   SOLE   144,257 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 862 152,800 SH   SOLE   152,800 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 8,992 8,688,000 PRN   SOLE   8,688,000 0 0
AVENUE INCOME CR STRATEGIES COM 05358E106 187 10,405 SH   SOLE   10,405 0 0
AVERY DENNISON CORP COM 053611109 82,573 1,611,187 SH   SOLE   1,611,187 0 0
AVIS BUDGET GROUP COM 053774105 4,608 77,205 SH   SOLE   77,205 0 0
AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 82,397 22,345,000 PRN   SOLE   22,345,000 0 0
AVISTA CORP COM 05379B107 1,962 58,528 SH   SOLE   58,528 0 0
AVNET INC COM 053807103 32,650 736,854 SH   SOLE   736,854 0 0
AVX CORP NEW COM 002444107 208 15,665 SH   SOLE   15,665 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 519 259,486 SH   SOLE   259,486 0 0
AXIALL CORP COM 05463D100 11,144 235,752 SH   SOLE   235,752 0 0
B/E AEROSPACE INC COM 073302101 8,806 95,214 SH   SOLE   95,214 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 5,330 164,200 SH   SOLE   164,200 0 0
BADGER METER INC COM 056525108 247 4,700 SH   SOLE   4,700 0 0
BAKER HUGHES INC COM 057224107 161,378 2,167,600 SH   SOLE   2,167,600 0 0
BALCHEM CORP COM 057665200 288 5,382 SH   SOLE   5,382 0 0
BALL CORP COM 058498106 24,188 385,900 SH   SOLE   385,900 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 45,369 3,124,588 SH   SOLE   3,124,588 0 0
BANCO DE CHILE SPONSORED ADR 059520106 1,402 17,500 SH   SOLE   17,500 0 0
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BB&T CORP COM 054937107 6,217 157,673 SH   SOLE   157,673 0 0
BBCN BANCORP INC COM 073295107 689 43,198 SH   SOLE   43,198 0 0
BCE INC COM NEW 05534B760 631 13,900 SH   SOLE   13,900 0 0
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BED BATH & BEYOND INC COM 075896100 44,572 776,790 SH   SOLE   776,790 0 0
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BERKLEY W R CORP COM 084423102 1,408 30,402 SH   SOLE   30,402 0 0
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BERRY PLASTICS GROUP INC COM 08579W103 1,783 69,100 SH   SOLE   69,100 0 0
BEST BUY INC COM 086516101 105,443 3,400,290 SH   SOLE   3,400,290 0 0
BGC PARTNERS INC CL A 05541T101 5,673 762,444 SH   SOLE   762,444 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 1,783 145,283 SH   SOLE   145,283 0 0
BIG LOTS INC COM 089302103 13,041 285,369 SH   SOLE   285,369 0 0
BIGLARI HLDGS INC COM 08986R101 1,476 3,490 SH   SOLE   3,490 0 0
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BIODELIVERY SCIENCES INTL IN COM 09060J106 678 56,200 SH   SOLE   56,200 0 0
BIOGEN IDEC INC COM 09062X103 249,638 791,724 SH   SOLE   791,724 0 0
BIOLASE INC COM 090911108 80 36,148 SH   SOLE   36,148 0 0
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BLACK HILLS CORP COM 092113109 2,724 44,378 SH   SOLE   44,378 0 0
BLACKHAWK NETWORK HLDGS INC CL B 09238E203 9,021 335,987 SH   SOLE   335,987 0 0
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BLACKROCK CORE BD TR SHS BEN INT 09249E101 3,119 223,426 SH   SOLE   223,426 0 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 2,164 176,061 SH   SOLE   176,061 0 0
BLACKROCK CR ALLCTN INC TR COM 092508100 10,217 743,049 SH   SOLE   743,049 0 0
BLACKROCK ENERGY & RES TR COM 09250U101 1,928 71,496 SH   SOLE   71,496 0 0
BLACKROCK ENH CAP & INC FD I COM 09256A109 1,666 113,118 SH   SOLE   113,118 0 0
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BLACKROCK INTL GRWTH & INC T COM BENE INTER 092524107 2,577 312,759 SH   SOLE   312,759 0 0
BLACKROCK KELSO CAPITAL CORP COM 092533108 138 15,200 SH   SOLE   15,200 0 0
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BLACKROCK MUNIASSETS FD INC COM 09254J102 451 35,158 SH   SOLE   35,158 0 0
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BLACKROCK MUNIY QUALITY FD I COM 09254G108 134 10,473 SH   SOLE   10,473 0 0
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BLACKROCK RES & COMM STRAT T SHS 09257A108 5,191 418,294 SH   SOLE   418,294 0 0
BLACKSTONE GSO STRATEGIC CR COM SHS BEN IN 09257R101 678 38,150 SH   SOLE   38,150 0 0
BLOCK H & R INC COM 093671105 14,488 432,220 SH   SOLE   432,220 0 0
BLOOMIN BRANDS INC COM 094235108 261 11,626 SH   SOLE   11,626 0 0
BLUCORA INC COM 095229100 849 45,012 SH   SOLE   45,012 0 0
BNC BANCORP COM 05566T101 278 16,300 SH   SOLE   16,300 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 291 15,712 SH   SOLE   15,712 0 0
BOB EVANS FARMS INC COM 096761101 1,399 27,948 SH   SOLE   27,948 0 0
BOEING CO COM 097023105 101,878 800,740 SH   SOLE   800,740 0 0
BOFI HLDG INC COM 05566U108 1,384 18,837 SH   SOLE   18,837 0 0
BOK FINL CORP COM NEW 05561Q201 739 11,100 SH   SOLE   11,100 0 0
BONANZA CREEK ENERGY INC COM 097793103 2,739 47,900 SH   SOLE   47,900 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 495 23,313 SH   SOLE   23,313 0 0
BORGWARNER INC COM 099724106 3,630 55,688 SH   SOLE   55,688 0 0
BOSTON BEER INC CL A 100557107 1,038 4,643 SH   SOLE   4,643 0 0
BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 730 117,799 SH   SOLE   117,799 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 839 62,425 SH   SOLE   62,425 0 0
BOSTON PROPERTIES INC COM 101121101 20,513 173,574 SH   SOLE   173,574 0 0
BOSTON SCIENTIFIC CORP COM 101137107 149,178 11,681,911 SH   SOLE   11,681,911 0 0
BOULDER BRANDS INC COM 101405108 676 47,662 SH   SOLE   47,662 0 0
BOULEVARD ACQUISITION CORP *W EXP 02/19/201 10157P112 420 600,000 SH   SOLE   600,000 0 0
BOULEVARD ACQUISITION CORP COM 10157P104 11,759 1,199,900 SH   SOLE   1,199,900 0 0
BOYD GAMING CORP COM 103304101 240 19,800 SH   SOLE   19,800 0 0
BPZ RESOURCES INC COM 055639108 79 25,500 SH   SOLE   25,500 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 3,220 206,400 SH   SOLE   206,400 0 0
BRASKEM S A SP ADR PFD A 105532105 172 13,400 SH   SOLE   13,400 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 1,862 119,300 SH   SOLE   119,300 0 0
BRF SA SPONSORED ADR 10552T107 1,220 50,200 SH   SOLE   50,200 0 0
BRIDGEPOINT ED INC COM 10807M105 448 33,731 SH   SOLE   33,731 0 0
BRIGHTCOVE INC COM 10921T101 2,291 217,400 SH   SOLE   217,400 0 0
BRINKER INTL INC COM 109641100 18,588 382,078 SH   SOLE   382,078 0 0
BRINKS CO COM 109696104 439 15,568 SH   SOLE   15,568 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 48,383 997,386 SH   SOLE   997,386 0 0
BRISTOW GROUP INC COM 110394103 9,618 119,297 SH   SOLE   119,297 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 3,098 135,000 SH   SOLE   135,000 0 0
BROADCOM CORP CL A 111320107 79,541 2,142,799 SH   SOLE   2,142,799 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 24,373 585,327 SH   SOLE   585,327 0 0
BROADSOFT INC COM 11133B409 208 7,900 SH   SOLE   7,900 0 0
BROADWIND ENERGY INC COM NEW 11161T207 330 37,675 SH   SOLE   37,675 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 136,964 14,887,407 SH   SOLE   14,887,407 0 0
BROOKDALE SR LIVING INC COM 112463104 770 23,100 SH   SOLE   23,100 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 21,159 480,657 SH   SOLE   480,657 0 0
BROOKS AUTOMATION INC COM 114340102 1,049 97,416 SH   SOLE   97,416 0 0
BROWN & BROWN INC COM 115236101 4,468 145,500 SH   SOLE   145,500 0 0
BROWN FORMAN CORP CL B 115637209 12,090 128,381 SH   SOLE   128,381 0 0
BROWN SHOE INC NEW COM 115736100 7,719 269,786 SH   SOLE   269,786 0 0
BRUKER CORP COM 116794108 500 20,600 SH   SOLE   20,600 0 0
BRUNSWICK CORP COM 117043109 4,648 110,325 SH   SOLE   110,325 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 450 5,416 SH   SOLE   5,416 0 0
BUCKLE INC COM 118440106 651 14,668 SH   SOLE   14,668 0 0
BUFFALO WILD WINGS INC COM 119848109 3,938 23,766 SH   SOLE   23,766 0 0
BUILD A BEAR WORKSHOP COM 120076104 227 17,000 SH   SOLE   17,000 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 481 64,259 SH   SOLE   64,259 0 0
C D I CORP COM 125071100 470 20,943 SH   SOLE   20,943 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 970 15,200 SH   SOLE   15,200 0 0
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CA INC COM 12673P105 56,537 1,967,172 SH   SOLE   1,967,172 0 0
CABELAS INC COM 126804301 693 11,102 SH   SOLE   11,102 0 0
CABOT CORP COM 127055101 7,374 127,152 SH   SOLE   127,152 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 3,295 73,800 SH   SOLE   73,800 0 0
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CADENCE DESIGN SYSTEM INC COM 127387108 970 55,487 SH   SOLE   55,487 0 0
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CAL DIVE INTL INC DEL COM 12802T101 236 178,956 SH   SOLE   178,956 0 0
CAL DIVE INTL INC DEL NOTE 5.000% 7/1 12802TAB7 3,102 3,625,000 PRN   SOLE   3,625,000 0 0
CAL MAINE FOODS INC COM NEW 128030202 989 13,301 SH   SOLE   13,301 0 0
CALAMP CORP COM 128126109 1,469 67,808 SH   SOLE   67,808 0 0
CALGON CARBON CORP COM 129603106 1,393 62,382 SH   SOLE   62,382 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 2,684 110,900 SH   SOLE   110,900 0 0
CALIX INC COM 13100M509 6,519 796,900 SH   SOLE   796,900 0 0
CALLAWAY GOLF CO COM 131193104 113 13,558 SH   SOLE   13,558 0 0
CALLIDUS SOFTWARE INC COM 13123E500 771 64,614 SH   SOLE   64,614 0 0
CALLON PETE CO DEL COM 13123X102 784 67,300 SH   SOLE   67,300 0 0
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CAMBREX CORP COM 132011107 5,053 244,112 SH   SOLE   244,112 0 0
CAMBRIDGE CAP ACQUISITION CO *W EXP 12/23/201 13215Q114 616 1,760,000 SH   SOLE   1,760,000 0 0
CAMBRIDGE CAP ACQUISITION CO COM 13215Q106 17,178 1,760,000 SH   SOLE   1,760,000 0 0
CAMDEN PPTY TR SH BEN INT 133131102 4,546 63,900 SH   SOLE   63,900 0 0
CAMECO CORP COM 13321L108 288 14,700 SH   SOLE   14,700 0 0
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CAMPBELL SOUP CO COM 134429109 2,167 47,300 SH   SOLE   47,300 0 0
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CAPELLA EDUCATION COMPANY COM 139594105 2,761 50,763 SH   SOLE   50,763 0 0
CAPITAL BK FINL CORP CL A COM 139794101 8,188 346,800 SH   SOLE   346,800 0 0
CAPITAL ONE FINL CORP COM 14040H105 55,259 668,997 SH   SOLE   668,997 0 0
CAPITAL SR LIVING CORP COM 140475104 268 11,232 SH   SOLE   11,232 0 0
CAPITOL ACQUISITION CORP II *W EXP 05/15/201 14056V113 437 891,000 SH   SOLE   891,000 0 0
CAPITOL ACQUISITION CORP II COM 14056V105 17,498 1,781,900 SH   SOLE   1,781,900 0 0
CAPITOL FED FINL INC COM 14057J101 323 26,600 SH   SOLE   26,600 0 0
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CARBO CERAMICS INC COM 140781105 6,112 39,657 SH   SOLE   39,657 0 0
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CARDINAL HEALTH INC COM 14149Y108 134,606 1,963,329 SH   SOLE   1,963,329 0 0
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CARMAX INC COM 143130102 661 12,700 SH   SOLE   12,700 0 0
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CARTER INC COM 146229109 6,830 99,091 SH   SOLE   99,091 0 0
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CASH AMER INTL INC COM 14754D100 5,770 129,868 SH   SOLE   129,868 0 0
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CASTLE A M & CO NOTE 7.000%12/1 148411AF8 2,014 1,550,000 PRN   SOLE   1,550,000 0 0
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CATERPILLAR INC DEL COM 149123101 587 5,400 SH   SOLE   5,400 0 0
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CATO CORP NEW CL A 149205106 2,681 86,770 SH   SOLE   86,770 0 0
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CBEYOND INC COM 149847105 2,524 253,708 SH   SOLE   253,708 0 0
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CBS CORP NEW CL B 124857202 2,715 1,500 SH Call SOLE   1,500 0 0
CBS CORP NEW CL B 124857202 73,665 1,185,462 SH   SOLE   1,185,462 0 0
CBS OUTDOOR AMERS INC COM 14987J106 1,775 1,320 SH Call SOLE   1,320 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 2,231 357,036 SH   SOLE   357,036 0 0
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CELGENE CORP COM 151020104 196,650 2,289,818 SH   SOLE   2,289,818 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 1,725 105,700 SH   SOLE   105,700 0 0
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CENTERPOINT ENERGY INC COM 15189T107 9,540 373,521 SH   SOLE   373,521 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3,253 353,612 SH   SOLE   353,612 0 0
CENTRAL GARDEN & PET CO COM 153527106 1,795 197,260 SH   SOLE   197,260 0 0
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CESCA THERAPEUTICS INC COM 157131103 41 29,200 SH   SOLE   29,200 0 0
CF INDS HLDGS INC COM 125269100 50,532 210,087 SH   SOLE   210,087 0 0
CHARLES RIV LABS INTL INC COM 159864107 22,956 428,931 SH   SOLE   428,931 0 0
CHART ACQUISITION CORP *W EXP 12/19/201 161151113 960 1,477,575 SH   SOLE   1,477,575 0 0
CHART ACQUISITION CORP COM 161151105 14,746 1,477,575 SH   SOLE   1,477,575 0 0
CHART INDS INC COM PAR $0.01 16115Q308 3,225 38,975 SH   SOLE   38,975 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,806 11,400 SH   SOLE   11,400 0 0
CHATHAM LODGING TR COM 16208T102 11,357 518,605 SH   SOLE   518,605 0 0
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CHESAPEAKE UTILS CORP COM 165303108 704 9,872 SH   SOLE   9,872 0 0
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EDISON INTL COM 281020107 77,383 1,331,662 SH   SOLE   1,331,662 0 0
EDUCATION MGMT CORP NEW COM 28140M103 81 48,056 SH   SOLE   48,056 0 0
EDUCATION RLTY TR INC COM 28140H104 2,545 236,997 SH   SOLE   236,997 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4,684 54,569 SH   SOLE   54,569 0 0
EGAIN CORP COM NEW 28225C806 243 35,877 SH   SOLE   35,877 0 0
EHEALTH INC COM 28238P109 716 18,849 SH   SOLE   18,849 0 0
EL PASO ELEC CO COM NEW 283677854 1,713 42,593 SH   SOLE   42,593 0 0
EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 268 7,402 SH   SOLE   7,402 0 0
ELDORADO GOLD CORP NEW COM 284902103 445 58,300 SH   SOLE   58,300 0 0
ELECTRONIC ARTS INC COM 285512109 52,524 1,464,298 SH   SOLE   1,464,298 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 1,785 39,494 SH   SOLE   39,494 0 0
EMCOR GROUP INC COM 29084Q100 6,325 142,028 SH   SOLE   142,028 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 8,484 377,736 SH   SOLE   377,736 0 0
EMERITUS CORP COM 291005106 82,585 2,609,329 SH   SOLE   2,609,329 0 0
EMERSON ELEC CO COM 291011104 47,501 715,801 SH   SOLE   715,801 0 0
EMPIRE DIST ELEC CO COM 291641108 2,791 108,700 SH   SOLE   108,700 0 0
EMPIRE RESORTS INC COM NEW 292052206 232 32,400 SH   SOLE   32,400 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,025 48,400 SH   SOLE   48,400 0 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 4,091 90,500 SH   SOLE   90,500 0 0
EMULEX CORP COM NEW 292475209 2,103 368,960 SH   SOLE   368,960 0 0
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 320 12,220 SH   SOLE   12,220 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 900 20,900 SH   SOLE   20,900 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 343 9,277 SH   SOLE   9,277 0 0
ENBRIDGE INC COM 29250N105 674 14,200 SH   SOLE   14,200 0 0
ENCANA CORP COM 292505104 820 34,600 SH   SOLE   34,600 0 0
ENCORE CAP GROUP INC COM 292554102 801 17,640 SH   SOLE   17,640 0 0
ENCORE WIRE CORP COM 292562105 1,642 33,488 SH   SOLE   33,488 0 0
ENDOCYTE INC COM 29269A102 344 52,200 SH   SOLE   52,200 0 0
ENERGEN CORP COM 29265N108 11,401 128,276 SH   SOLE   128,276 0 0
ENERGIZER HLDGS INC COM 29266R108 15,011 123,008 SH   SOLE   123,008 0 0
ENERGY RECOVERY INC COM 29270J100 257 52,300 SH   SOLE   52,300 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 350 6,042 SH   SOLE   6,042 0 0
ENERNOC INC COM 292764107 1,193 62,938 SH   SOLE   62,938 0 0
ENERSIS S A SPONSORED ADR 29274F104 49,658 2,947,083 SH   SOLE   2,947,083 0 0
ENERSYS COM 29275Y102 1,290 18,751 SH   SOLE   18,751 0 0
ENGILITY HLDGS INC COM 29285W104 6,965 182,045 SH   SOLE   182,045 0 0
ENLINK MIDSTREAM PARTNERS LP COM UNIT REP LTD 29336U107 659 20,970 SH   SOLE   20,970 0 0
ENPHASE ENERGY INC COM 29355A107 268 31,364 SH   SOLE   31,364 0 0
ENPRO INDS INC COM 29355X107 3,381 46,207 SH   SOLE   46,207 0 0
ENSIGN GROUP INC COM 29358P101 6,561 211,112 SH   SOLE   211,112 0 0
ENTEGRIS INC COM 29362U104 2,138 155,530 SH   SOLE   155,530 0 0
ENTERGY CORP NEW COM 29364G103 38,700 471,430 SH   SOLE   471,430 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1,083 13,830 SH   SOLE   13,830 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 4,173 670,980 SH   SOLE   670,980 0 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 961 288,500 SH   SOLE   288,500 0 0
ENVESTNET INC COM 29404K106 2,754 56,292 SH   SOLE   56,292 0 0
ENZO BIOCHEM INC COM 294100102 83 15,800 SH   SOLE   15,800 0 0
EOG RES INC COM 26875P101 265,663 2,273,344 SH   SOLE   2,273,344 0 0
EPAM SYS INC COM 29414B104 2,797 63,934 SH   SOLE   63,934 0 0
EPLUS INC COM 294268107 376 6,467 SH   SOLE   6,467 0 0
EPR PPTYS COM SH BEN INT 26884U109 2,044 36,577 SH   SOLE   36,577 0 0
EQT CORP COM 26884L109 6,243 58,400 SH   SOLE   58,400 0 0
EQUAL ENERGY LTD COM 29390Q109 12,266 2,263,098 SH   SOLE   2,263,098 0 0
EQUIFAX INC COM 294429105 18,800 259,161 SH   SOLE   259,161 0 0
EQUINIX INC COM NEW 29444U502 81,978 390,205 SH   SOLE   390,205 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 37,047 14,500,000 PRN   SOLE   14,500,000 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,286 29,124 SH   SOLE   29,124 0 0
EQUITY ONE COM 294752100 735 31,154 SH   SOLE   31,154 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 23,464 372,452 SH   SOLE   372,452 0 0
ERA GROUP INC COM 26885G109 10,009 349,005 SH   SOLE   349,005 0 0
ERICKSON INC COM 29482P100 402 24,737 SH   SOLE   24,737 0 0
ESSEX PPTY TR INC COM 297178105 12,486 67,527 SH   SOLE   67,527 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 10,046 87,266 SH   SOLE   87,266 0 0
EURONET WORLDWIDE INC COM 298736109 3,374 69,940 SH   SOLE   69,940 0 0
EVERBANK FINL CORP COM 29977G102 442 21,922 SH   SOLE   21,922 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 2,723 47,250 SH   SOLE   47,250 0 0
EXAMWORKS GROUP INC COM 30066A105 798 25,161 SH   SOLE   25,161 0 0
EXAR CORP COM 300645108 367 32,500 SH   SOLE   32,500 0 0
EXELIS INC COM 30162A108 14,462 851,712 SH   SOLE   851,712 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 6,290 7,400,000 PRN   SOLE   7,400,000 0 0
EXELON CORP COM 30161N101 2,028 55,604 SH   SOLE   55,604 0 0
EXLSERVICE HOLDINGS INC COM 302081104 1,227 41,662 SH   SOLE   41,662 0 0
EXPEDIA INC DEL COM NEW 30212P303 15,253 193,667 SH   SOLE   193,667 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,126 25,500 SH   SOLE   25,500 0 0
EXPONENT INC COM 30214U102 2,369 31,971 SH   SOLE   31,971 0 0
EXPRESS INC COM 30219E103 1,511 88,700 SH   SOLE   88,700 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 15,266 220,200 SH   SOLE   220,200 0 0
EXTERRAN HLDGS INC COM 30225X103 27,923 620,651 SH   SOLE   620,651 0 0
EXTRA SPACE STORAGE INC COM 30225T102 8,615 161,775 SH   SOLE   161,775 0 0
EXTREME NETWORKS INC COM 30226D106 3,769 848,919 SH   SOLE   848,919 0 0
EXXON MOBIL CORP COM 30231G102 276,823 2,749,534 SH   SOLE   2,749,534 0 0
EZCORP INC CL A NON VTG 302301106 135 11,716 SH   SOLE   11,716 0 0
F M C CORP COM NEW 302491303 3,638 51,100 SH   SOLE   51,100 0 0
F5 NETWORKS INC COM 315616102 5,791 51,965 SH   SOLE   51,965 0 0
FACEBOOK INC CL A 30303M102 288,402 4,285,959 SH   SOLE   4,285,959 0 0
FACTSET RESH SYS INC COM 303075105 2,192 18,220 SH   SOLE   18,220 0 0
FAIR ISAAC CORP COM 303250104 6,019 94,404 SH   SOLE   94,404 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 785 50,300 SH   SOLE   50,300 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 175 12,500 SH   SOLE   12,500 0 0
FAMILY DLR STORES INC COM 307000109 1,546 23,379 SH   SOLE   23,379 0 0
FAMOUS DAVES AMER INC COM 307068106 342 11,900 SH   SOLE   11,900 0 0
FARO TECHNOLOGIES INC COM 311642102 6,144 125,079 SH   SOLE   125,079 0 0
FASTENAL CO COM 311900104 700 14,143 SH   SOLE   14,143 0 0
FBL FINL GROUP INC CL A 30239F106 552 11,992 SH   SOLE   11,992 0 0
FBR & CO COM NEW 30247C400 451 16,635 SH   SOLE   16,635 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 290 9,331 SH   SOLE   9,331 0 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 2,506 123,863 SH   SOLE   123,863 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,027 25,034 SH   SOLE   25,034 0 0
FEDERAL SIGNAL CORP COM 313855108 1,869 127,560 SH   SOLE   127,560 0 0
FEDERATED INVS INC PA CL B 314211103 253 8,174 SH   SOLE   8,174 0 0
FEDERATED NATL HLDG CO COM 31422T101 620 24,300 SH   SOLE   24,300 0 0
FEDEX CORP COM 31428X106 33,893 223,894 SH   SOLE   223,894 0 0
FEI CO COM 30241L109 2,194 24,187 SH   SOLE   24,187 0 0
FELCOR LODGING TR INC COM 31430F101 1,376 130,910 SH   SOLE   130,910 0 0
FERRO CORP COM 315405100 5,652 450,000 SH   SOLE   450,000 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 4,480 460,900 SH   SOLE   460,900 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 99,545 1,818,500 SH   SOLE   1,818,500 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 213 16,413 SH   SOLE   16,413 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 2,213 47,682 SH   SOLE   47,682 0 0
FIFTH THIRD BANCORP COM 316773100 31,637 1,481,823 SH   SOLE   1,481,823 0 0
FINANCIAL ENGINES INC COM 317485100 880 19,438 SH   SOLE   19,438 0 0
FINISAR CORP COM NEW 31787A507 6,101 308,927 SH   SOLE   308,927 0 0
FINISAR CORP NOTE 5.000%10/1 31787AAK7 1,506 800,000 PRN   SOLE   800,000 0 0
FINISH LINE INC CL A 317923100 2,394 80,501 SH   SOLE   80,501 0 0
FIRST CASH FINL SVCS INC COM 31942D107 215 3,728 SH   SOLE   3,728 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 4,846 525,600 SH   SOLE   525,600 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 532 2,173 SH   SOLE   2,173 0 0
FIRST FINL BANCORP OH COM 320209109 683 39,714 SH   SOLE   39,714 0 0
FIRST FINL BANKSHARES COM 32020R109 1,138 36,282 SH   SOLE   36,282 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,228 65,168 SH   SOLE   65,168 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 9,423 346,689 SH   SOLE   346,689 0 0
FIRST MARBLEHEAD CORP COM NEW 320771207 87 28,435 SH   SOLE   28,435 0 0
FIRST MERCHANTS CORP COM 320817109 273 12,927 SH   SOLE   12,927 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 7,267 426,721 SH   SOLE   426,721 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 576 65,960 SH   SOLE   65,960 0 0
FIRST POTOMAC RLTY TR COM 33610F109 197 14,998 SH   SOLE   14,998 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,424 25,900 SH   SOLE   25,900 0 0
FIRST SOLAR INC COM 336433107 59,531 837,751 SH   SOLE   837,751 0 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 675 45,998 SH   SOLE   45,998 0 0
FIRST TR ENHANCED EQTY INC F COM 337318109 699 48,336 SH   SOLE   48,336 0 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 1,787 98,479 SH   SOLE   98,479 0 0
FIRST TR STRATEGIC HIGH INC COM SHS NEW 337353304 242 14,812 SH   SOLE   14,812 0 0
FIRSTMERIT CORP COM 337915102 910 46,082 SH   SOLE   46,082 0 0
FISERV INC COM 337738108 31,689 525,348 SH   SOLE   525,348 0 0
FIVE STAR QUALITY CARE INC COM 33832D106 2,633 525,600 SH   SOLE   525,600 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 984 54,387 SH   SOLE   54,387 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 31,895 241,995 SH   SOLE   241,995 0 0
FLIR SYS INC COM 302445101 58,535 1,685,438 SH   SOLE   1,685,438 0 0
FLOTEK INDS INC DEL COM 343389102 1,620 50,368 SH   SOLE   50,368 0 0
FLOWERS FOODS INC COM 343498101 585 27,751 SH   SOLE   27,751 0 0
FLOWSERVE CORP COM 34354P105 8,683 116,786 SH   SOLE   116,786 0 0
FLUIDIGM CORP DEL COM 34385P108 1,066 36,270 SH   SOLE   36,270 0 0
FLUOR CORP NEW COM 343412102 16,409 213,387 SH   SOLE   213,387 0 0
FMC TECHNOLOGIES INC COM 30249U101 1,964 32,164 SH   SOLE   32,164 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 15,817 168,900 SH   SOLE   168,900 0 0
FONAR CORP COM NEW 344437405 325 26,637 SH   SOLE   26,637 0 0
FOOT LOCKER INC COM 344849104 67,278 1,326,456 SH   SOLE   1,326,456 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 30,041 1,742,490 SH   SOLE   1,742,490 0 0
FOREST LABS INC COM 345838106 243,081 2,455,366 SH   SOLE   2,455,366 0 0
FOREST OIL CORP COM PAR $0.01 346091705 1,666 730,592 SH   SOLE   730,592 0 0
FORMFACTOR INC COM 346375108 7,438 893,963 SH   SOLE   893,963 0 0
FORRESTER RESH INC COM 346563109 486 12,839 SH   SOLE   12,839 0 0
FORT DEARBORN INCOME SECS IN COM 347200107 483 32,438 SH   SOLE   32,438 0 0
FORTINET INC COM 34959E109 3,066 122,019 SH   SOLE   122,019 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 5,273 132,056 SH   SOLE   132,056 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 663 18,200 SH   SOLE   18,200 0 0
FORWARD AIR CORP COM 349853101 202 4,230 SH   SOLE   4,230 0 0
FOSSIL GROUP INC COM 34988V106 31,657 302,880 SH   SOLE   302,880 0 0
FOSTER L B CO COM 350060109 669 12,365 SH   SOLE   12,365 0 0
FRANKLIN ELEC INC COM 353514102 480 11,902 SH   SOLE   11,902 0 0
FRANKLIN RES INC COM 354613101 11,234 194,217 SH   SOLE   194,217 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 387 30,795 SH   SOLE   30,795 0 0
FRANKLIN TEMPLETON LTD DUR I COM 35472T101 685 52,398 SH   SOLE   52,398 0 0
FREDS INC CL A 356108100 3,241 211,968 SH   SOLE   211,968 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 17,775 486,986 SH   SOLE   486,986 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 7,431 1,272,500 SH   SOLE   1,272,500 0 0
FTD COS INC COM 30281V108 6,855 215,641 SH   SOLE   215,641 0 0
FUEL SYS SOLUTIONS INC COM 35952W103 800 71,800 SH   SOLE   71,800 0 0
FUELCELL ENERGY INC COM 35952H106 1,141 475,370 SH   SOLE   475,370 0 0
FULTON FINL CORP PA COM 360271100 5,807 468,681 SH   SOLE   468,681 0 0
FURIEX PHARMACEUTICALS INC COM 36106P101 79,154 745,469 SH   SOLE   745,469 0 0
FURMANITE CORPORATION COM 361086101 314 27,000 SH   SOLE   27,000 0 0
FUSION-IO INC COM 36112J107 9,678 856,500 SH   SOLE   856,500 0 0
FUTUREFUEL CORPORATION COM 36116M106 1,280 77,141 SH   SOLE   77,141 0 0
FXCM INC COM CL A 302693106 340 22,757 SH   SOLE   22,757 0 0
G & K SVCS INC CL A 361268105 7,376 141,652 SH   SOLE   141,652 0 0
GABELLI HLTHCARE & WELLNESS SHS 36246K103 159 15,443 SH   SOLE   15,443 0 0
GAIN CAP HLDGS INC COM 36268W100 301 38,283 SH   SOLE   38,283 0 0
GALLAGHER ARTHUR J & CO COM 363576109 3,430 73,600 SH   SOLE   73,600 0 0
GAMCO INVESTORS INC COM 361438104 776 9,344 SH   SOLE   9,344 0 0
GAMESTOP CORP NEW CL A 36467W109 135,758 3,354,535 SH   SOLE   3,354,535 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 32,764 964,498 SH   SOLE   964,498 0 0
GANNETT INC COM 364730101 31,640 1,010,527 SH   SOLE   1,010,527 0 0
GAP INC DEL COM 364760108 101,691 2,446,254 SH   SOLE   2,446,254 0 0
GARTNER INC COM 366651107 15,675 222,273 SH   SOLE   222,273 0 0
GASTAR EXPL INC NEW COM 36729W202 511 58,697 SH   SOLE   58,697 0 0
GATX CORP COM 361448103 871 13,013 SH   SOLE   13,013 0 0
GENCORP INC COM 368682100 996 52,168 SH   SOLE   52,168 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 25,195 11,825,000 PRN   SOLE   11,825,000 0 0
GENERAC HLDGS INC COM 368736104 2,420 49,660 SH   SOLE   49,660 0 0
GENERAL AMERN INVS INC COM 368802104 202 5,483 SH   SOLE   5,483 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 6,681 260,376 SH   SOLE   260,376 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 7,403 7,450,000 PRN   SOLE   7,450,000 0 0
GENERAL DYNAMICS CORP COM 369550108 28,188 241,851 SH   SOLE   241,851 0 0
GENERAL ELECTRIC CO COM 369604103 131,893 5,018,760 SH   SOLE   5,018,760 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 12,254 520,139 SH   SOLE   520,139 0 0
GENERAL MLS INC COM 370334104 35,813 681,641 SH   SOLE   681,641 0 0
GENERAL MTRS CO *W EXP 12/31/201 37045V134 895 356,485 SH   SOLE   356,485 0 0
GENERAL MTRS CO COM 37045V100 6,407 176,490 SH   SOLE   176,490 0 0
GENESCO INC COM 371532102 625 7,609 SH   SOLE   7,609 0 0
GENESEE & WYO INC CL A 371559105 1,676 15,965 SH   SOLE   15,965 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 541 9,660 SH   SOLE   9,660 0 0
GENMARK DIAGNOSTICS INC COM 372309104 158 11,694 SH   SOLE   11,694 0 0
GENTEX CORP COM 371901109 3,718 127,820 SH   SOLE   127,820 0 0
GENTHERM INC COM 37253A103 3,052 68,657 SH   SOLE   68,657 0 0
GENTIVA HEALTH SERVICES INC COM 37247A102 14,921 990,796 SH   SOLE   990,796 0 0
GENUINE PARTS CO COM 372460105 18,356 209,068 SH   SOLE   209,068 0 0
GENWORTH FINL INC COM CL A 37247D106 25,207 1,448,667 SH   SOLE   1,448,667 0 0
GERDAU S A SPON ADR REP PFD 373737105 17,799 3,021,900 SH   SOLE   3,021,900 0 0
GERON CORP COM 374163103 540 168,270 SH   SOLE   168,270 0 0
GFI GROUP INC COM 361652209 326 97,406 SH   SOLE   97,406 0 0
GIBRALTAR INDS INC COM 374689107 5,363 345,809 SH   SOLE   345,809 0 0
G-III APPAREL GROUP LTD COM 36237H101 6,090 74,576 SH   SOLE   74,576 0 0
GILEAD SCIENCES INC COM 375558103 80,355 969,185 SH   SOLE   969,185 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 11,488 3,150,000 PRN   SOLE   3,150,000 0 0
GLACIER BANCORP INC NEW COM 37637Q105 1,747 61,574 SH   SOLE   61,574 0 0
GLADSTONE CAPITAL CORP COM 376535100 118 11,740 SH   SOLE   11,740 0 0
GLADSTONE INVT CORP COM 376546107 105 14,142 SH   SOLE   14,142 0 0
GLATFELTER COM 377316104 1,080 40,714 SH   SOLE   40,714 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 728 67,240 SH   SOLE   67,240 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 3,304 371,251 SH   SOLE   371,251 0 0
GLOBAL DEFENSE & NATL SEC SY COM 37953N108 9,161 895,500 SH   SOLE   895,500 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 436 35,200 SH   SOLE   35,200 0 0
GLOBAL PMTS INC COM 37940X102 1,406 19,300 SH   SOLE   19,300 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 4,642 223,400 SH   SOLE   223,400 0 0
GLOBUS MED INC CL A 379577208 6,057 253,200 SH   SOLE   253,200 0 0
GLORI ENERGY INC *W EXP 04/14/201 379606114 409 330,000 SH   SOLE   330,000 0 0
GLU MOBILE INC COM 379890106 1,843 368,554 SH   SOLE   368,554 0 0
GNC HLDGS INC COM CL A 36191G107 4,123 120,897 SH   SOLE   120,897 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 125 33,632 SH   SOLE   33,632 0 0
GOLD RESOURCE CORP COM 38068T105 203 40,100 SH   SOLE   40,100 0 0
GOLDCORP INC NEW COM 380956409 915 32,800 SH   SOLE   32,800 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 502 500,000 PRN   SOLE   500,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 37,858 226,099 SH   SOLE   226,099 0 0
GOODRICH PETE CORP COM NEW 382410405 820 29,700 SH   SOLE   29,700 0 0
GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 1,730 1,675,000 PRN   SOLE   1,675,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 41,307 1,486,950 SH   SOLE   1,486,950 0 0
GOOGLE INC CL A 38259P508 207,371 354,680 SH   SOLE   354,680 0 0
GOOGLE INC CL C 38259P706 119,860 208,351 SH   SOLE   208,351 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 490 19,300 SH   SOLE   19,300 0 0
GRACE W R & CO DEL NEW COM 38388F108 24,957 264,008 SH   SOLE   264,008 0 0
GRAFTECH INTL LTD COM 384313102 1,189 113,683 SH   SOLE   113,683 0 0
GRAHAM HLDGS CO COM 384637104 33,710 46,942 SH   SOLE   46,942 0 0
GRAINGER W W INC COM 384802104 5,002 19,672 SH   SOLE   19,672 0 0
GRAMERCY PPTY TR INC COM 38489R100 246 40,653 SH   SOLE   40,653 0 0
GRAND CANYON ED INC COM 38526M106 3,193 69,462 SH   SOLE   69,462 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 951 81,251 SH   SOLE   81,251 0 0
GRAY TELEVISION INC COM 389375106 2,388 181,889 SH   SOLE   181,889 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 268 33,500 SH   SOLE   33,500 0 0
GREAT PLAINS ENERGY INC COM 391164100 2,010 74,800 SH   SOLE   74,800 0 0
GREATBATCH INC COM 39153L106 6,661 135,781 SH   SOLE   135,781 0 0
GREEN PLAINS INC COM 393222104 14,245 433,360 SH   SOLE   433,360 0 0
GREENBRIER COS INC COM 393657101 1,843 32,000 SH   SOLE   32,000 0 0
GREENHILL & CO INC COM 395259104 350 7,100 SH   SOLE   7,100 0 0
GRIFFON CORP COM 398433102 108 12,048 SH   SOLE   12,048 0 0
GROUPON INC COM CL A 399473107 19,279 2,912,276 SH   SOLE   2,912,276 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 5,785 435,640 SH   SOLE   435,640 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 37,575 1,095,153 SH   SOLE   1,095,153 0 0
GSV CAP CORP COM 36191J101 141 13,336 SH   SOLE   13,336 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 2,671 143,576 SH   SOLE   143,576 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 17,003 6,825,000 PRN   SOLE   6,825,000 0 0
GTX INC DEL COM 40052B108 228 165,400 SH   SOLE   165,400 0 0
GUESS INC COM 401617105 21,278 788,083 SH   SOLE   788,083 0 0
GUGGENHEIM BLD AMR BDS MANG COM 401664107 240 10,907 SH   SOLE   10,907 0 0
GULF ISLAND FABRICATION INC COM 402307102 331 15,390 SH   SOLE   15,390 0 0
GULFPORT ENERGY CORP COM NEW 402635304 5,869 93,449 SH   SOLE   93,449 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 2,019 55,547 SH   SOLE   55,547 0 0
HAIN CELESTIAL GROUP INC COM 405217100 708 7,980 SH   SOLE   7,980 0 0
HALLIBURTON CO COM 406216101 194,929 2,745,094 SH   SOLE   2,745,094 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 642 64,955 SH   SOLE   64,955 0 0
HANCOCK HLDG CO COM 410120109 1,017 28,792 SH   SOLE   28,792 0 0
HANCOCK JOHN PREMUIM DIV FD COM SH BEN INT 41013T105 2,117 155,788 SH   SOLE   155,788 0 0
HANCOCK JOHN TAX-ADV DIV INC COM 41013V100 2,208 105,488 SH   SOLE   105,488 0 0
HANESBRANDS INC COM 410345102 35,142 356,993 SH   SOLE   356,993 0 0
HANGER INC COM NEW 41043F208 357 11,361 SH   SOLE   11,361 0 0
HANMI FINL CORP COM NEW 410495204 3,010 142,773 SH   SOLE   142,773 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 176 12,300 SH   SOLE   12,300 0 0
HANOVER INS GROUP INC COM 410867105 12,131 192,094 SH   SOLE   192,094 0 0
HARBINGER GROUP INC COM 41146A106 986 77,657 SH   SOLE   77,657 0 0
HARLEY DAVIDSON INC COM 412822108 3,585 51,320 SH   SOLE   51,320 0 0
HARMAN INTL INDS INC COM 413086109 36,170 336,685 SH   SOLE   336,685 0 0
HARMONIC INC COM 413160102 5,424 727,013 SH   SOLE   727,013 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 5,513 1,856,125 SH   SOLE   1,856,125 0 0
HARRIS CORP DEL COM 413875105 29,480 389,171 SH   SOLE   389,171 0 0
HARSCO CORP COM 415864107 16,228 609,387 SH   SOLE   609,387 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 8,292 231,564 SH   SOLE   231,564 0 0
HARVEST NATURAL RESOURCES IN COM 41754V103 73 14,578 SH   SOLE   14,578 0 0
HASBRO INC COM 418056107 16,470 310,465 SH   SOLE   310,465 0 0
HAVERTY FURNITURE INC COM 419596101 4,222 168,014 SH   SOLE   168,014 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 410 16,200 SH   SOLE   16,200 0 0
HAWAIIAN HOLDINGS INC COM 419879101 953 69,493 SH   SOLE   69,493 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 1,269 700,000 PRN   SOLE   700,000 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 468 8,275 SH   SOLE   8,275 0 0
HCA HOLDINGS INC COM 40412C101 9,220 163,528 SH   SOLE   163,528 0 0
HCC INS HLDGS INC COM 404132102 11,098 226,765 SH   SOLE   226,765 0 0
HCI GROUP INC COM 40416E103 3,176 78,223 SH   SOLE   78,223 0 0
HCP INC COM 40414L109 23,374 564,869 SH   SOLE   564,869 0 0
HD SUPPLY HLDGS INC COM 40416M105 216 7,600 SH   SOLE   7,600 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 26,187 559,320 SH   SOLE   559,320 0 0
HEADWATERS INC COM 42210P102 202 14,516 SH   SOLE   14,516 0 0
HEALTH CARE REIT INC COM 42217K106 26,641 425,096 SH   SOLE   425,096 0 0
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 31,138 25,175,000 PRN   SOLE   25,175,000 0 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 22,408 384,075 SH   SOLE   384,075 0 0
HEALTH NET INC COM 42222G108 54,459 1,311,000 SH   SOLE   1,311,000 0 0
HEALTHCARE RLTY TR COM 421946104 1,519 59,764 SH   SOLE   59,764 0 0
HEALTHCARE SVCS GRP INC COM 421906108 221 7,518 SH   SOLE   7,518 0 0
HEALTHCARE TR AMER INC CL A 42225P105 2,232 185,400 SH   SOLE   185,400 0 0
HEALTHSOUTH CORP COM NEW 421924309 5,283 147,284 SH   SOLE   147,284 0 0
HEALTHSTREAM INC COM 42222N103 230 9,455 SH   SOLE   9,455 0 0
HEALTHWAYS INC COM 422245100 481 27,434 SH   SOLE   27,434 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 3,850 3,500,000 PRN   SOLE   3,500,000 0 0
HEARTLAND EXPRESS INC COM 422347104 1,487 69,700 SH   SOLE   69,700 0 0
HEARTLAND PMT SYS INC COM 42235N108 432 10,474 SH   SOLE   10,474 0 0
HECLA MNG CO COM 422704106 793 229,900 SH   SOLE   229,900 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 291 15,704 SH   SOLE   15,704 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 14,475 550,154 SH   SOLE   550,154 0 0
HELMERICH & PAYNE INC COM 423452101 37,425 322,321 SH   SOLE   322,321 0 0
HENNESSY CAP ACQUISITION COR *W EXP 01/23/201 425886116 405 900,000 SH   SOLE   900,000 0 0
HENNESSY CAP ACQUISITION COR COM 425886108 8,766 900,000 SH   SOLE   900,000 0 0
HENRY JACK & ASSOC INC COM 426281101 7,244 121,896 SH   SOLE   121,896 0 0
HERCULES OFFSHORE INC COM 427093109 46 11,395 SH   SOLE   11,395 0 0
HERCULES TECH GROWTH CAP INC COM 427096508 248 15,370 SH   SOLE   15,370 0 0
HERITAGE FINL CORP WASH COM 42722X106 1,924 119,608 SH   SOLE   119,608 0 0
HERON THERAPEUTICS INC COM 427746102 924 75,000 SH   SOLE   75,000 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 693 103,299 SH   SOLE   103,299 0 0
HERSHEY CO COM 427866108 53,091 545,246 SH   SOLE   545,246 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 5,315 189,622 SH   SOLE   189,622 0 0
HESS CORP COM 42809H107 187,095 1,891,946 SH   SOLE   1,891,946 0 0
HEWLETT PACKARD CO COM 428236103 171,731 5,098,895 SH   SOLE   5,098,895 0 0
HEXCEL CORP NEW COM 428291108 4,327 105,800 SH   SOLE   105,800 0 0
HF2 FINL MGMT INC CL A 40421A104 15,004 1,456,730 SH   SOLE   1,456,730 0 0
HFF INC CL A 40418F108 2,733 73,479 SH   SOLE   73,479 0 0
HHGREGG INC COM 42833L108 1,310 128,828 SH   SOLE   128,828 0 0
HIGHWOODS PPTYS INC COM 431284108 1,757 41,887 SH   SOLE   41,887 0 0
HILL ROM HLDGS INC COM 431475102 19,530 470,488 SH   SOLE   470,488 0 0
HILLENBRAND INC COM 431571108 524 16,064 SH   SOLE   16,064 0 0
HILLSHIRE BRANDS CO COM 432589109 118,428 1,900,930 SH   SOLE   1,900,930 0 0
HILLTOP HOLDINGS INC COM 432748101 1,794 84,379 SH   SOLE   84,379 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 3,362 144,300 SH   SOLE   144,300 0 0
HNI CORP COM 404251100 432 11,052 SH   SOLE   11,052 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 328 9,530 SH   SOLE   9,530 0 0
HOLLYFRONTIER CORP COM 436106108 13,402 306,757 SH   SOLE   306,757 0 0
HOME BANCSHARES INC COM 436893200 3,935 119,897 SH   SOLE   119,897 0 0
HOME DEPOT INC COM 437076102 146,670 1,811,636 SH   SOLE   1,811,636 0 0
HOME PROPERTIES INC COM 437306103 2,660 41,594 SH   SOLE   41,594 0 0
HOMEAWAY INC COM 43739Q100 3,485 100,100 SH   SOLE   100,100 0 0
HOMESTREET INC COM 43785V102 686 37,365 SH   SOLE   37,365 0 0
HONEYWELL INTL INC COM 438516106 52,247 562,101 SH   SOLE   562,101 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 21,161 676,730 SH   SOLE   676,730 0 0
HORMEL FOODS CORP COM 440452100 52,221 1,058,167 SH   SOLE   1,058,167 0 0
HORSEHEAD HLDG CORP COM 440694305 1,126 61,671 SH   SOLE   61,671 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2,247 73,900 SH   SOLE   73,900 0 0
HOST HOTELS & RESORTS INC COM 44107P104 11,337 515,091 SH   SOLE   515,091 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 361 70,070 SH   SOLE   70,070 0 0
HOWARD HUGHES CORP COM 44267D107 7,522 47,660 SH   SOLE   47,660 0 0
HSN INC COM 404303109 7,177 121,143 SH   SOLE   121,143 0 0
HUB GROUP INC CL A 443320106 358 7,100 SH   SOLE   7,100 0 0
HUBBELL INC CL B 443510201 12,896 104,719 SH   SOLE   104,719 0 0
HUDSON CITY BANCORP COM 443683107 198,064 20,148,963 SH   SOLE   20,148,963 0 0
HUDSON PAC PPTYS INC COM 444097109 1,287 50,800 SH   SOLE   50,800 0 0
HUMANA INC COM 444859102 227,008 1,777,389 SH   SOLE   1,777,389 0 0
HUNT J B TRANS SVCS INC COM 445658107 5,032 68,200 SH   SOLE   68,200 0 0
HUNTINGTON BANCSHARES INC COM 446150104 18,743 1,964,629 SH   SOLE   1,964,629 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1,064 800 SH   SOLE   800 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 17,091 180,688 SH   SOLE   180,688 0 0
HUNTSMAN CORP COM 447011107 9,332 332,100 SH   SOLE   332,100 0 0
HURON CONSULTING GROUP INC COM 447462102 2,184 30,835 SH   SOLE   30,835 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 1,803 721,300 SH   SOLE   721,300 0 0
HYATT HOTELS CORP COM CL A 448579102 872 14,300 SH   SOLE   14,300 0 0
HYPERION THERAPEUTICS INC COM 44915N101 272 10,409 SH   SOLE   10,409 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 10,617 119,914 SH   SOLE   119,914 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 89,660 1,295,109 SH   SOLE   1,295,109 0 0
IBERIABANK CORP COM 450828108 689 9,963 SH   SOLE   9,963 0 0
ICAD INC COM NEW 44934S206 127 19,800 SH   SOLE   19,800 0 0
ICF INTL INC COM 44925C103 1,391 39,326 SH   SOLE   39,326 0 0
ICG GROUP INC COM 44928D108 967 46,300 SH   SOLE   46,300 0 0
ICICI BK LTD ADR 45104G104 27,849 558,087 SH   SOLE   558,087 0 0
ICONIX BRAND GROUP INC COM 451055107 1,624 37,828 SH   SOLE   37,828 0 0
ICU MED INC COM 44930G107 3,494 57,459 SH   SOLE   57,459 0 0
IDACORP INC COM 451107106 4,920 85,084 SH   SOLE   85,084 0 0
IDENIX PHARMACEUTICALS INC COM 45166R204 72,924 3,025,872 SH   SOLE   3,025,872 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 418 144,215 SH   SOLE   144,215 0 0
IDEX CORP COM 45167R104 3,488 43,200 SH   SOLE   43,200 0 0
IDEXX LABS INC COM 45168D104 3,751 28,083 SH   SOLE   28,083 0 0
IDT CORP CL B NEW 448947507 2,393 137,350 SH   SOLE   137,350 0 0
IGATE CORP COM 45169U105 3,484 95,751 SH   SOLE   95,751 0 0
IGI LABS INC COM 449575109 305 57,500 SH   SOLE   57,500 0 0
IHS INC CL A 451734107 678 5,000 SH   SOLE   5,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 6,276 71,675 SH   SOLE   71,675 0 0
ILLUMINA INC COM 452327109 6,808 38,131 SH   SOLE   38,131 0 0
ILLUMINA INC NOTE 0.250% 3/1 452327AD1 16,726 7,775,000 PRN   SOLE   7,775,000 0 0
IMMERSION CORP COM 452521107 3,912 307,570 SH   SOLE   307,570 0 0
IMMUNOGEN INC COM 45253H101 274 23,127 SH   SOLE   23,127 0 0
IMMUNOMEDICS INC COM 452907108 307 84,200 SH   SOLE   84,200 0 0
IMPAX LABORATORIES INC COM 45256B101 4,205 140,200 SH   SOLE   140,200 0 0
INCONTACT INC COM 45336E109 296 32,200 SH   SOLE   32,200 0 0
INCYTE CORP COM 45337C102 5,604 99,288 SH   SOLE   99,288 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 538 41,838 SH   SOLE   41,838 0 0
INDEPENDENT BK GROUP INC COM 45384B106 418 7,500 SH   SOLE   7,500 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 7,590 112,895 SH   SOLE   112,895 0 0
INFORMATICA CORP COM 45666Q102 1,276 35,791 SH   SOLE   35,791 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 479 99,561 SH   SOLE   99,561 0 0
INFOSYS LTD SPONSORED ADR 456788108 63,132 1,174,115 SH   SOLE   1,174,115 0 0
INGRAM MICRO INC CL A 457153104 61,678 2,111,539 SH   SOLE   2,111,539 0 0
INGREDION INC COM 457187102 24,861 331,300 SH   SOLE   331,300 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 9,937 934,766 SH   SOLE   934,766 0 0
INLAND REAL ESTATE CORP NOTE 5.000%11/1 457461AC5 223 198,000 PRN   SOLE   198,000 0 0
INNERWORKINGS INC COM 45773Y105 114 13,364 SH   SOLE   13,364 0 0
INNOPHOS HOLDINGS INC COM 45774N108 325 5,647 SH   SOLE   5,647 0 0
INNOSPEC INC COM 45768S105 2,776 64,303 SH   SOLE   64,303 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 756 69,901 SH   SOLE   69,901 0 0
INPHI CORP COM 45772F107 163 11,100 SH   SOLE   11,100 0 0
INSIGHT ENTERPRISES INC COM 45765U103 16,373 532,626 SH   SOLE   532,626 0 0
INSMED INC COM PAR $.01 457669307 621 31,090 SH   SOLE   31,090 0 0
INSPERITY INC COM 45778Q107 839 25,415 SH   SOLE   25,415 0 0
INSTALLED BLDG PRODS INC COM 45780R101 1,336 109,064 SH   SOLE   109,064 0 0
INSULET CORP COM 45784P101 1,906 48,048 SH   SOLE   48,048 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 1,229 39,352 SH   SOLE   39,352 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 20,268 1,310,988 SH   SOLE   1,310,988 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 202 13,683 SH   SOLE   13,683 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 36,258 509,741 SH   SOLE   509,741 0 0
INTEL CORP COM 458140100 129,367 4,186,638 SH   SOLE   4,186,638 0 0
INTELIQUENT INC COM 45825N107 1,194 86,111 SH   SOLE   86,111 0 0
INTER PARFUMS INC COM 458334109 501 16,970 SH   SOLE   16,970 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 859 36,900 SH   SOLE   36,900 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 899 16,016 SH   SOLE   16,016 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,856 7,843 SH   SOLE   7,843 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,173 11,502 SH   SOLE   11,502 0 0
INTERDIGITAL INC COM 45867G101 1,699 35,550 SH   SOLE   35,550 0 0
INTERMUNE INC COM 45884X103 7,626 172,726 SH   SOLE   172,726 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 6,429 238,123 SH   SOLE   238,123 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 78,769 434,537 SH   SOLE   434,537 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 16,854 161,627 SH   SOLE   161,627 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,620 101,800 SH   SOLE   101,800 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 8,417 301,697 SH   SOLE   301,697 0 0
INTERPUBLIC GROUP COS INC COM 460690100 72,133 3,697,243 SH   SOLE   3,697,243 0 0
INTERSIL CORP CL A 46069S109 11,181 747,912 SH   SOLE   747,912 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 276 12,600 SH   SOLE   12,600 0 0
INTL PAPER CO COM 460146103 18,440 365,367 SH   SOLE   365,367 0 0
INTRALINKS HLDGS INC COM 46118H104 520 58,508 SH   SOLE   58,508 0 0
INTUIT COM 461202103 15,751 195,595 SH   SOLE   195,595 0 0
INVACARE CORP COM 461203101 4,123 224,429 SH   SOLE   224,429 0 0
INVACARE CORP SDCV 4.125% 2/0 461203AD3 2,606 2,500,000 PRN   SOLE   2,500,000 0 0
INVENSENSE INC COM 46123D205 1,698 74,854 SH   SOLE   74,854 0 0
INVENTURE FOODS INC COM 461212102 125 11,100 SH   SOLE   11,100 0 0
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 728 64,151 SH   SOLE   64,151 0 0
INVESCO BD FD COM 46132L107 1,525 79,515 SH   SOLE   79,515 0 0
INVESCO CALIF VALUE MUN INC COM 46132H106 562 45,433 SH   SOLE   45,433 0 0
INVESCO DYNAMIC CR OPP FD COM 46132R104 394 30,431 SH   SOLE   30,431 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,455 83,800 SH   SOLE   83,800 0 0
INVESCO MUN TR COM 46131J103 1,309 104,549 SH   SOLE   104,549 0 0
INVESCO MUNI INCOME OPP TRST COM 46132X101 174 25,040 SH   SOLE   25,040 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 874 71,138 SH   SOLE   71,138 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 1,031 79,121 SH   SOLE   79,121 0 0
INVESCO VALUE MUN INCOME TR COM 46132P108 452 30,181 SH   SOLE   30,181 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 11,040 653,999 SH   SOLE   653,999 0 0
INVESTORS BANCORP INC NEW COM 46146L101 625 56,587 SH   SOLE   56,587 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 1,179 128,049 SH   SOLE   128,049 0 0
ION GEOPHYSICAL CORP COM 462044108 2,390 566,300 SH   SOLE   566,300 0 0
IPG PHOTONICS CORP COM 44980X109 291 4,233 SH   SOLE   4,233 0 0
IROBOT CORP COM 462726100 512 12,494 SH   SOLE   12,494 0 0
IRON MTN INC COM 462846106 1,391 39,245 SH   SOLE   39,245 0 0
ISIS PHARMACEUTICALS INC COM 464330109 5,024 145,847 SH   SOLE   145,847 0 0
ISORAY INC COM 46489V104 298 95,600 SH   SOLE   95,600 0 0
ISTAR FINL INC NOTE 3.000%11/1 45031UBR1 6,458 4,550,000 PRN   SOLE   4,550,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 48,612 3,380,519 SH   SOLE   3,380,519 0 0
ITC HLDGS CORP COM 465685105 1,817 49,800 SH   SOLE   49,800 0 0
ITRON INC COM 465741106 3,090 76,190 SH   SOLE   76,190 0 0
ITT CORP NEW COM NEW 450911201 58,129 1,208,497 SH   SOLE   1,208,497 0 0
IXIA COM 45071R109 310 27,125 SH   SOLE   27,125 0 0
J & J SNACK FOODS CORP COM 466032109 1,523 16,184 SH   SOLE   16,184 0 0
J2 GLOBAL INC COM 48123V102 842 16,562 SH   SOLE   16,562 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 24,975 24,500,000 PRN   SOLE   24,500,000 0 0
JABIL CIRCUIT INC COM 466313103 43,207 2,067,319 SH   SOLE   2,067,319 0 0
JACK IN THE BOX INC COM 466367109 9,640 161,095 SH   SOLE   161,095 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 7,400 138,883 SH   SOLE   138,883 0 0
JAKKS PAC INC COM 47012E106 130 16,829 SH   SOLE   16,829 0 0
JANUS CAP GROUP INC COM 47102X105 574 46,000 SH   SOLE   46,000 0 0
JARDEN CORP COM 471109108 9,325 157,127 SH   SOLE   157,127 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 12,281 984,872 SH   SOLE   984,872 0 0
JETBLUE AIRWAYS CORP COM 477143101 17,183 7,344,410 SH   SOLE   7,344,410 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 12,963 5,800,000 PRN   SOLE   5,800,000 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,973 95,945 SH   SOLE   95,945 0 0
JOHN HANCOCK HDG EQ & INC FD COM 47804L102 684 36,866 SH   SOLE   36,866 0 0
JOHNSON & JOHNSON COM 478160104 381,324 3,644,848 SH   SOLE   3,644,848 0 0
JOHNSON CTLS INC COM 478366107 79,172 1,585,657 SH   SOLE   1,585,657 0 0
JONES LANG LASALLE INC COM 48020Q107 1,251 9,900 SH   SOLE   9,900 0 0
JOURNAL COMMUNICATIONS INC CL A 481130102 357 40,286 SH   SOLE   40,286 0 0
JOY GLOBAL INC COM 481165108 1,225 19,900 SH   SOLE   19,900 0 0
JPMORGAN CHASE & CO COM 46625H100 148,256 2,572,987 SH   SOLE   2,572,987 0 0
JUNIPER NETWORKS INC COM 48203R104 33,671 1,372,100 SH   SOLE   1,372,100 0 0
KADANT INC COM 48282T104 283 7,370 SH   SOLE   7,370 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 893 12,254 SH   SOLE   12,254 0 0
KAMAN CORP COM 483548103 265 6,193 SH   SOLE   6,193 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,301 12,100 SH   SOLE   12,100 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 5,500 166,026 SH   SOLE   166,026 0 0
KAR AUCTION SVCS INC COM 48238T109 478 15,000 SH   SOLE   15,000 0 0
KATE SPADE & CO COM 485865109 2,279 59,762 SH   SOLE   59,762 0 0
KBR INC COM 48242W106 22,304 935,160 SH   SOLE   935,160 0 0
KCAP FINL INC COM 48668E101 321 37,800 SH   SOLE   37,800 0 0
KELLOGG CO COM 487836108 10,734 163,372 SH   SOLE   163,372 0 0
KELLY SVCS INC CL A 488152208 1,115 64,937 SH   SOLE   64,937 0 0
KEMPER CORP DEL COM 488401100 588 15,946 SH   SOLE   15,946 0 0
KENNAMETAL INC COM 489170100 754 16,300 SH   SOLE   16,300 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 1,507 56,200 SH   SOLE   56,200 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 1,445 93,979 SH   SOLE   93,979 0 0
KEURIG GREEN MTN INC COM 49271M100 20,954 168,160 SH   SOLE   168,160 0 0
KEY ENERGY SVCS INC COM 492914106 1,055 115,447 SH   SOLE   115,447 0 0
KEYCORP NEW COM 493267108 140,771 9,823,512 SH   SOLE   9,823,512 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 2,625 20,000 SH   SOLE   20,000 0 0
KEYW HLDG CORP COM 493723100 136 10,819 SH   SOLE   10,819 0 0
KFORCE INC COM 493732101 2,057 95,003 SH   SOLE   95,003 0 0
KILROY RLTY CORP COM 49427F108 1,557 25,000 SH   SOLE   25,000 0 0
KIMBALL INTL INC CL B 494274103 477 28,535 SH   SOLE   28,535 0 0
KIMBERLY CLARK CORP COM 494368103 169,434 1,523,412 SH   SOLE   1,523,412 0 0
KIMCO RLTY CORP COM 49446R109 7,895 343,541 SH   SOLE   343,541 0 0
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 613 7,451 SH   SOLE   7,451 0 0
KINDER MORGAN INC DEL COM 49456B101 1,737 47,900 SH   SOLE   47,900 0 0
KINDRED HEALTHCARE INC COM 494580103 3,654 158,175 SH   SOLE   158,175 0 0
KINROSS GOLD CORP COM NO PAR 496902404 440 106,400 SH   SOLE   106,400 0 0
KIRBY CORP COM 497266106 2,261 19,299 SH   SOLE   19,299 0 0
KIRKLANDS INC COM 497498105 978 52,727 SH   SOLE   52,727 0 0
KLA-TENCOR CORP COM 482480100 52,588 723,950 SH   SOLE   723,950 0 0
KNIGHT TRANSN INC COM 499064103 1,027 43,200 SH   SOLE   43,200 0 0
KNOWLES CORP COM 49926D109 25,366 825,180 SH   SOLE   825,180 0 0
KODIAK OIL & GAS CORP COM 50015Q100 6,998 480,962 SH   SOLE   480,962 0 0
KOHLBERG CAPITAL CORP NOTE 8.750% 3/1 500233AB7 5,080 4,375,000 PRN   SOLE   4,375,000 0 0
KOHLS CORP COM 500255104 26,313 499,482 SH   SOLE   499,482 0 0
KONA GRILL INC COM 50047H201 227 11,700 SH   SOLE   11,700 0 0
KOPPERS HOLDINGS INC COM 50060P106 1,045 27,317 SH   SOLE   27,317 0 0
KORN FERRY INTL COM NEW 500643200 5,091 173,335 SH   SOLE   173,335 0 0
KRAFT FOODS GROUP INC COM 50076Q106 3,231 53,901 SH   SOLE   53,901 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 1,908 85,200 SH   SOLE   85,200 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 2,854 365,915 SH   SOLE   365,915 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 277 17,325 SH   SOLE   17,325 0 0
KROGER CO COM 501044101 31,626 639,805 SH   SOLE   639,805 0 0
KT CORP SPONSORED ADR 48268K101 4,079 269,421 SH   SOLE   269,421 0 0
KULICKE & SOFFA INDS INC COM 501242101 153 10,735 SH   SOLE   10,735 0 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 1,201 31,300 SH   SOLE   31,300 0 0
L BRANDS INC COM 501797104 1,152 19,646 SH   SOLE   19,646 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 26,258 217,458 SH   SOLE   217,458 0 0
LA Z BOY INC COM 505336107 2,356 101,685 SH   SOLE   101,685 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,852 37,617 SH   SOLE   37,617 0 0
LACLEDE GROUP INC COM 505597104 1,280 26,371 SH   SOLE   26,371 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 520 165,145 SH   SOLE   165,145 0 0
LAKELAND FINL CORP COM 511656100 571 14,956 SH   SOLE   14,956 0 0
LAM RESEARCH CORP COM 512807108 55,807 825,799 SH   SOLE   825,799 0 0
LAMAR ADVERTISING CO CL A 512815101 652 12,300 SH   SOLE   12,300 0 0
LANCASTER COLONY CORP COM 513847103 7,159 75,229 SH   SOLE   75,229 0 0
LANDS END INC NEW COM 51509F105 21,181 630,764 SH   SOLE   630,764 0 0
LANDSTAR SYS INC COM 515098101 5,472 85,500 SH   SOLE   85,500 0 0
LANNET INC COM 516012101 3,161 63,702 SH   SOLE   63,702 0 0
LAS VEGAS SANDS CORP COM 517834107 18,916 248,182 SH   SOLE   248,182 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 7,498 212,479 SH   SOLE   212,479 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 1,005 74,900 SH   SOLE   74,900 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 10,521 1,275,300 SH   SOLE   1,275,300 0 0
LAUDER ESTEE COS INC CL A 518439104 6,651 89,569 SH   SOLE   89,569 0 0
LAYNE CHRISTENSEN CO COM 521050104 133 10,008 SH   SOLE   10,008 0 0
LEAR CORP COM NEW 521865204 35,009 391,954 SH   SOLE   391,954 0 0
LEE ENTERPRISES INC COM 523768109 598 134,331 SH   SOLE   134,331 0 0
LEGG MASON INC COM 524901105 11,102 216,368 SH   SOLE   216,368 0 0
LEGGETT & PLATT INC COM 524660107 1,400 40,836 SH   SOLE   40,836 0 0
LEIDOS HLDGS INC COM 525327102 14,464 377,267 SH   SOLE   377,267 0 0
LENNAR CORP CL A 526057104 915 21,800 SH   SOLE   21,800 0 0
LENNOX INTL INC COM 526107107 14,914 166,503 SH   SOLE   166,503 0 0
LEUCADIA NATL CORP COM 527288104 20,652 787,647 SH   SOLE   787,647 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,562 126,678 SH   SOLE   126,678 0 0
LEVY ACQUISITION CORP *W EXP 11/19/201 52748T112 518 1,125,000 SH   SOLE   1,125,000 0 0
LEVY ACQUISITION CORP COM 52748T104 21,825 2,250,000 SH   SOLE   2,250,000 0 0
LEXINGTON REALTY TRUST COM 529043101 809 73,514 SH   SOLE   73,514 0 0
LEXMARK INTL NEW CL A 529771107 49,539 1,028,629 SH   SOLE   1,028,629 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 4,908 311,200 SH   SOLE   311,200 0 0
LIBERATOR MEDICAL HLDGS INC COM 53012L108 493 131,500 SH   SOLE   131,500 0 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 454 75,563 SH   SOLE   75,563 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 2,155 73,400 SH   SOLE   73,400 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 25,496 186,540 SH   SOLE   186,540 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,223 58,600 SH   SOLE   58,600 0 0
LIFELOCK INC COM 53224V100 1,525 109,264 SH   SOLE   109,264 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 1,437 23,136 SH   SOLE   23,136 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,450 23,277 SH   SOLE   23,277 0 0
LILLY ELI & CO COM 532457108 119,302 1,918,959 SH   SOLE   1,918,959 0 0
LINCOLN ELEC HLDGS INC COM 533900106 12,607 180,406 SH   SOLE   180,406 0 0
LINCOLN NATL CORP IND COM 534187109 24,629 478,789 SH   SOLE   478,789 0 0
LINEAR TECHNOLOGY CORP COM 535678106 4,381 93,066 SH   SOLE   93,066 0 0
LINKEDIN CORP COM CL A 53578A108 1,189 6,935 SH   SOLE   6,935 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 322 54,200 SH   SOLE   54,200 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 351 12,298 SH   SOLE   12,298 0 0
LITHIA MTRS INC CL A 536797103 2,332 24,795 SH   SOLE   24,795 0 0
LITTELFUSE INC COM 537008104 1,273 13,700 SH   SOLE   13,700 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 3,087 125,050 SH   SOLE   125,050 0 0
LIVEDEAL INC COM NEW 538144304 528 120,800 SH   SOLE   120,800 0 0
LIVEPERSON INC COM 538146101 216 21,297 SH   SOLE   21,297 0 0
LKQ CORP COM 501889208 3,417 128,015 SH   SOLE   128,015 0 0
LMP REAL ESTATE INCOME FD IN COM 50208C108 545 47,332 SH   SOLE   47,332 0 0
LOCKHEED MARTIN CORP COM 539830109 57,575 358,212 SH   SOLE   358,212 0 0
LOEWS CORP COM 540424108 26,650 605,544 SH   SOLE   605,544 0 0
LOGMEIN INC COM 54142L109 1,179 25,300 SH   SOLE   25,300 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 7,146 98,313 SH   SOLE   98,313 0 0
LORILLARD INC COM 544147101 3,076 50,453 SH   SOLE   50,453 0 0
LOUISIANA PAC CORP COM 546347105 1,200 79,919 SH   SOLE   79,919 0 0
LOWES COS INC COM 548661107 51,183 1,066,545 SH   SOLE   1,066,545 0 0
LPL FINL HLDGS INC COM 50212V100 14,763 296,800 SH   SOLE   296,800 0 0
LTC PPTYS INC COM 502175102 6,413 164,273 SH   SOLE   164,273 0 0
LULULEMON ATHLETICA INC COM 550021109 2,036 50,300 SH   SOLE   50,300 0 0
LUMOS NETWORKS CORP COM 550283105 366 25,293 SH   SOLE   25,293 0 0
LYDALL INC DEL COM 550819106 424 15,506 SH   SOLE   15,506 0 0
LYON WILLIAM HOMES CL A NEW 552074700 216 7,100 SH   SOLE   7,100 0 0
M & T BK CORP COM 55261F104 40,102 323,272 SH   SOLE   323,272 0 0
M D C HLDGS INC COM 552676108 222 7,345 SH   SOLE   7,345 0 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 2,958 2,700,000 PRN   SOLE   2,700,000 0 0
M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 3,615 2,875,000 PRN   SOLE   2,875,000 0 0
MACERICH CO COM 554382101 2,770 41,500 SH   SOLE   41,500 0 0
MACK CALI RLTY CORP COM 554489104 423 19,700 SH   SOLE   19,700 0 0
MACYS INC COM 55616P104 90,758 1,564,261 SH   SOLE   1,564,261 0 0
MADDEN STEVEN LTD COM 556269108 1,083 31,586 SH   SOLE   31,586 0 0
MADISON CVRED CALL & EQ STR COM 557437100 925 105,217 SH   SOLE   105,217 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 3,438 55,048 SH   SOLE   55,048 0 0
MAGELLAN HEALTH INC COM NEW 559079207 3,502 56,262 SH   SOLE   56,262 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 730 8,690 SH   SOLE   8,690 0 0
MAGNUM HUNTER RES CORP DEL COM 55973B102 1,599 195,027 SH   SOLE   195,027 0 0
MANHATTAN ASSOCS INC COM 562750109 10,769 312,785 SH   SOLE   312,785 0 0
MANITEX INTL INC COM 563420108 406 24,978 SH   SOLE   24,978 0 0
MANITOWOC INC COM 563571108 3,240 98,587 SH   SOLE   98,587 0 0
MANNKIND CORP COM 56400P201 558 50,775 SH   SOLE   50,775 0 0
MANNKIND CORP NOTE 5.750% 8/1 56400PAC6 3,764 2,295,000 PRN   SOLE   2,295,000 0 0
MANPOWERGROUP INC COM 56418H100 101,444 1,195,569 SH   SOLE   1,195,569 0 0
MANULIFE FINL CORP COM 56501R106 221 11,100 SH   SOLE   11,100 0 0
MARATHON OIL CORP COM 565849106 108,231 2,711,205 SH   SOLE   2,711,205 0 0
MARATHON PETE CORP COM 56585A102 76,229 976,422 SH   SOLE   976,422 0 0
MARCHEX INC CL B 56624R108 681 56,647 SH   SOLE   56,647 0 0
MARINEMAX INC COM 567908108 251 15,000 SH   SOLE   15,000 0 0
MARKEL CORP COM 570535104 3,298 5,030 SH   SOLE   5,030 0 0
MARKETAXESS HLDGS INC COM 57060D108 3,657 67,652 SH   SOLE   67,652 0 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 524 7,314 SH   SOLE   7,314 0 0
MARLIN MIDSTREAM PARTNERS LP COM UTLTD PTN IN 57118V100 213 10,437 SH   SOLE   10,437 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 1,795 30,609 SH   SOLE   30,609 0 0
MARSH & MCLENNAN COS INC COM 571748102 10,829 208,979 SH   SOLE   208,979 0 0
MARTEN TRANS LTD COM 573075108 600 26,846 SH   SOLE   26,846 0 0
MARTHA STEWART LIVING OMNIME CL A 573083102 218 46,400 SH   SOLE   46,400 0 0
MARTIN MARIETTA MATLS INC COM 573284106 607 4,600 SH   SOLE   4,600 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 343 8,334 SH   SOLE   8,334 0 0
MASCO CORP COM 574599106 7,465 336,281 SH   SOLE   336,281 0 0
MASTEC INC COM 576323109 3,523 114,310 SH   SOLE   114,310 0 0
MASTEC INC NOTE 4.250%12/1 576323AM1 10,047 5,025,000 PRN   SOLE   5,025,000 0 0
MASTERCARD INC CL A 57636Q104 155,377 2,114,840 SH   SOLE   2,114,840 0 0
MATADOR RES CO COM 576485205 8,087 276,193 SH   SOLE   276,193 0 0
MATERION CORP COM 576690101 4,349 117,570 SH   SOLE   117,570 0 0
MATRIX SVC CO COM 576853105 8,149 248,531 SH   SOLE   248,531 0 0
MATTEL INC COM 577081102 8,992 230,748 SH   SOLE   230,748 0 0
MATTHEWS INTL CORP CL A 577128101 258 6,200 SH   SOLE   6,200 0 0
MATTSON TECHNOLOGY INC COM 577223100 340 155,168 SH   SOLE   155,168 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 18,082 534,800 SH   SOLE   534,800 0 0
MAXIMUS INC COM 577933104 1,097 25,507 SH   SOLE   25,507 0 0
MAXLINEAR INC CL A 57776J100 199 19,800 SH   SOLE   19,800 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 611 40,400 SH   SOLE   40,400 0 0
MB FINANCIAL INC NEW COM 55264U108 535 19,785 SH   SOLE   19,785 0 0
MCCLATCHY CO CL A 579489105 602 108,490 SH   SOLE   108,490 0 0
MCCORMICK & CO INC COM NON VTG 579780206 14,202 198,380 SH   SOLE   198,380 0 0
MCDERMOTT INTL INC COM 580037109 2,169 268,100 SH   SOLE   268,100 0 0
MCDONALDS CORP COM 580135101 28,807 285,950 SH   SOLE   285,950 0 0
MCGRATH RENTCORP COM 580589109 308 8,383 SH   SOLE   8,383 0 0
MCGRAW HILL FINL INC COM 580645109 31,123 374,840 SH   SOLE   374,840 0 0
MCKESSON CORP COM 58155Q103 233,141 1,252,033 SH   SOLE   1,252,033 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 5,808 270,245 SH   SOLE   270,245 0 0
MDU RES GROUP INC COM 552690109 6,228 177,445 SH   SOLE   177,445 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 2,884 30,951 SH   SOLE   30,951 0 0
MEADOWBROOK INS GROUP INC COM 58319P108 123 17,099 SH   SOLE   17,099 0 0
MEADOWBROOK INS GROUP INC DBCV 5.000% 3/1 58319PAC2 3,962 3,725,000 PRN   SOLE   3,725,000 0 0
MEADWESTVACO CORP COM 583334107 3,313 74,850 SH   SOLE   74,850 0 0
MECHEL OAO SPONSORED ADR 583840103 31 14,200 SH   SOLE   14,200 0 0
MEDALLION FINL CORP COM 583928106 162 12,995 SH   SOLE   12,995 0 0
MEDASSETS INC COM 584045108 655 28,671 SH   SOLE   28,671 0 0
MEDICAL ACTION INDS INC COM 58449L100 2,496 181,796 SH   SOLE   181,796 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,289 97,360 SH   SOLE   97,360 0 0
MEDICINES CO COM 584688105 469 16,135 SH   SOLE   16,135 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 2,359 55,110 SH   SOLE   55,110 0 0
MEDIFAST INC COM 58470H101 2,556 84,041 SH   SOLE   84,041 0 0
MEDIVATION INC COM 58501N101 2,590 33,600 SH   SOLE   33,600 0 0
MEDNAX INC COM 58502B106 3,954 68,000 SH   SOLE   68,000 0 0
MEDTRONIC INC COM 585055106 182,744 2,866,125 SH   SOLE   2,866,125 0 0
MEETME INC COM 585141104 43 15,800 SH   SOLE   15,800 0 0
MENS WEARHOUSE INC COM 587118100 1,814 32,500 SH   SOLE   32,500 0 0
MENTOR GRAPHICS CORP COM 587200106 8,113 376,129 SH   SOLE   376,129 0 0
MERCANTILE BANK CORP COM 587376104 1,434 62,665 SH   SOLE   62,665 0 0
MERCK & CO INC NEW COM 58933Y105 196,845 3,402,679 SH   SOLE   3,402,679 0 0
MERCURY SYS INC COM 589378108 187 16,500 SH   SOLE   16,500 0 0
MEREDITH CORP COM 589433101 428 8,850 SH   SOLE   8,850 0 0
MERGE HEALTHCARE INC COM 589499102 82 35,946 SH   SOLE   35,946 0 0
MERGEWORTHRX CORP COM 58952R106 6,541 798,700 SH   SOLE   798,700 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 279 13,540 SH   SOLE   13,540 0 0
MERIT MED SYS INC COM 589889104 257 16,990 SH   SOLE   16,990 0 0
MERITAGE HOMES CORP COM 59001A102 476 11,282 SH   SOLE   11,282 0 0
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 3,088 2,925,000 PRN   SOLE   2,925,000 0 0
MERITOR INC COM 59001K100 1,418 108,740 SH   SOLE   108,740 0 0
META FINL GROUP INC COM 59100U108 302 7,554 SH   SOLE   7,554 0 0
METHODE ELECTRS INC COM 591520200 14,869 389,146 SH   SOLE   389,146 0 0
METLIFE INC COM 59156R108 38,834 698,948 SH   SOLE   698,948 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,784 7,048 SH   SOLE   7,048 0 0
MFA FINL INC COM 55272X102 265 32,317 SH   SOLE   32,317 0 0
MFS INVT GRADE MUN TR SH BEN INT 59318B108 248 26,751 SH   SOLE   26,751 0 0
MFS MUN INCOME TR SH BEN INT 552738106 124 18,758 SH   SOLE   18,758 0 0
MGE ENERGY INC COM 55277P104 445 11,267 SH   SOLE   11,267 0 0
MGIC INVT CORP WIS COM 552848103 4,690 507,611 SH   SOLE   507,611 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 85,181 57,025,000 PRN   SOLE   57,025,000 0 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 46,215 39,500,000 PRN   SOLE   39,500,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 3,109 117,767 SH   SOLE   117,767 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 64,781 44,050,000 PRN   SOLE   44,050,000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,235 45,789 SH   SOLE   45,789 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 203,142 106,045,000 PRN   SOLE   106,045,000 0 0
MICRON TECHNOLOGY INC COM 595112103 58,087 1,762,890 SH   SOLE   1,762,890 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 23,641 7,775,000 PRN   SOLE   7,775,000 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 154,306 44,775,000 PRN   SOLE   44,775,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 87,193 25,854,000 PRN   SOLE   25,854,000 0 0
MICROS SYS INC COM 594901100 20,172 297,085 SH   SOLE   297,085 0 0
MICROSOFT CORP COM 594918104 261,343 6,267,209 SH   SOLE   6,267,209 0 0
MICROSTRATEGY INC CL A NEW 594972408 1,366 9,716 SH   SOLE   9,716 0 0
MID-AMER APT CMNTYS INC COM 59522J103 5,251 71,882 SH   SOLE   71,882 0 0
MIDDLEBY CORP COM 596278101 1,925 23,268 SH   SOLE   23,268 0 0
MILLER ENERGY RES INC COM 600527105 543 84,841 SH   SOLE   84,841 0 0
MILLER HERMAN INC COM 600544100 1,280 42,315 SH   SOLE   42,315 0 0
MIMEDX GROUP INC COM 602496101 392 55,291 SH   SOLE   55,291 0 0
MINERALS TECHNOLOGIES INC COM 603158106 4,218 64,323 SH   SOLE   64,323 0 0
MINES MGMT INC COM 603432105 21 19,104 SH   SOLE   19,104 0 0
MISTRAS GROUP INC COM 60649T107 307 12,500 SH   SOLE   12,500 0 0
MITCHAM INDS INC COM 606501104 155 11,100 SH   SOLE   11,100 0 0
MITEK SYS INC COM NEW 606710200 144 43,203 SH   SOLE   43,203 0 0
MKS INSTRUMENT INC COM 55306N104 8,237 263,678 SH   SOLE   263,678 0 0
MOBILE MINI INC COM 60740F105 1,788 37,327 SH   SOLE   37,327 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 8,068 408,730 SH   SOLE   408,730 0 0
MODINE MFG CO COM 607828100 6,083 386,480 SH   SOLE   386,480 0 0
MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 412 110,135 SH   SOLE   110,135 0 0
MOHAWK INDS INC COM 608190104 8,940 64,620 SH   SOLE   64,620 0 0
MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 4,124 2,875,000 PRN   SOLE   2,875,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,594 21,500 SH   SOLE   21,500 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 4,797 397,100 SH   SOLE   397,100 0 0
MONARCH CASINO & RESORT INC COM 609027107 270 17,849 SH   SOLE   17,849 0 0
MONDELEZ INTL INC CL A 609207105 45,172 1,201,061 SH   SOLE   1,201,061 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 151 15,035 SH   SOLE   15,035 0 0
MONOLITHIC PWR SYS INC COM 609839105 891 21,043 SH   SOLE   21,043 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 3,715 131,879 SH   SOLE   131,879 0 0
MONRO MUFFLER BRAKE INC COM 610236101 1,240 23,314 SH   SOLE   23,314 0 0
MONSANTO CO NEW COM 61166W101 9,544 76,513 SH   SOLE   76,513 0 0
MONSTER BEVERAGE CORP COM 611740101 49,735 700,203 SH   SOLE   700,203 0 0
MONSTER WORLDWIDE INC COM 611742107 696 106,356 SH   SOLE   106,356 0 0
MOODYS CORP COM 615369105 9,653 110,113 SH   SOLE   110,113 0 0
MOOG INC CL A 615394202 7,862 107,868 SH   SOLE   107,868 0 0
MORGAN STANLEY COM NEW 617446448 15,503 479,513 SH   SOLE   479,513 0 0
MORGAN STANLEY EMER MKTS FD COM 61744G107 316 19,684 SH   SOLE   19,684 0 0
MORGAN STANLEY TRUSTS INCOME SECS INC 61745P874 1,625 90,046 SH   SOLE   90,046 0 0
MORGANS HOTEL GROUP CO COM 61748W108 1,009 127,259 SH   SOLE   127,259 0 0
MOSAIC CO NEW COM 61945C103 2,116 42,800 SH   SOLE   42,800 0 0
MOTORCAR PTS AMER INC COM 620071100 828 33,997 SH   SOLE   33,997 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,017 45,320 SH   SOLE   45,320 0 0
MOVADO GROUP INC COM 624580106 2,206 52,938 SH   SOLE   52,938 0 0
MOVE INC COM NEW 62458M207 222 15,000 SH   SOLE   15,000 0 0
MPLX LP COM UNIT REP LTD 55336V100 227 3,520 SH   SOLE   3,520 0 0
MRC GLOBAL INC COM 55345K103 6,849 242,105 SH   SOLE   242,105 0 0
MSA SAFETY INC COM 553498106 555 9,661 SH   SOLE   9,661 0 0
MSC INDL DIRECT INC CL A 553530106 1,161 12,135 SH   SOLE   12,135 0 0
MSCI INC COM 55354G100 1,045 22,800 SH   SOLE   22,800 0 0
MTR GAMING GROUP INC COM 553769100 1,232 230,367 SH   SOLE   230,367 0 0
MTS SYS CORP COM 553777103 580 8,553 SH   SOLE   8,553 0 0
MUELLER INDS INC COM 624756102 3,280 111,533 SH   SOLE   111,533 0 0
MUELLER WTR PRODS INC COM SER A 624758108 2,352 272,256 SH   SOLE   272,256 0 0
MULTI COLOR CORP COM 625383104 386 9,644 SH   SOLE   9,644 0 0
MULTIMEDIA GAMES HLDG CO INC COM 625453105 1,081 36,461 SH   SOLE   36,461 0 0
MURPHY OIL CORP COM 626717102 44,061 662,770 SH   SOLE   662,770 0 0
MURPHY USA INC COM 626755102 46,091 942,747 SH   SOLE   942,747 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 2,237 15,755 SH   SOLE   15,755 0 0
MYERS INDS INC COM 628464109 551 27,426 SH   SOLE   27,426 0 0
MYLAN INC COM 628530107 9,905 192,113 SH   SOLE   192,113 0 0
MYR GROUP INC DEL COM 55405W104 5,951 234,922 SH   SOLE   234,922 0 0
MYRIAD GENETICS INC COM 62855J104 55,061 1,414,720 SH   SOLE   1,414,720 0 0
NACCO INDS INC CL A 629579103 1,942 38,383 SH   SOLE   38,383 0 0
NANOMETRICS INC COM 630077105 227 12,425 SH   SOLE   12,425 0 0
NANOSPHERE INC COM 63009F105 22 13,870 SH   SOLE   13,870 0 0
NANOVIRICIDES INC COM NEW 630087203 347 82,100 SH   SOLE   82,100 0 0
NASDAQ OMX GROUP INC COM 631103108 2,925 75,743 SH   SOLE   75,743 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,104 14,100 SH   SOLE   14,100 0 0
NATIONAL HEALTH INVS INC COM 63633D104 1,968 31,455 SH   SOLE   31,455 0 0
NATIONAL OILWELL VARCO INC COM 637071101 74,792 908,223 SH   SOLE   908,223 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 1,426 134,780 SH   SOLE   134,780 0 0
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NAVIENT CORP COM 63938C108 83,582 4,719,475 SH   SOLE   4,719,475 0 0
NAVIGANT CONSULTING INC COM 63935N107 5,742 329,058 SH   SOLE   329,058 0 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 1,493 1,475,000 PRN   SOLE   1,475,000 0 0
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NETLIST INC COM 64118P109 25 19,500 SH   SOLE   19,500 0 0
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NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 102 26,400 SH   SOLE   26,400 0 0
NETSUITE INC COM 64118Q107 1,621 18,656 SH   SOLE   18,656 0 0
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NEW MEDIA INVT GROUP INC COM 64704V106 3,592 254,603 SH   SOLE   254,603 0 0
NEW RESIDENTIAL INVT CORP COM 64828T102 17,886 2,839,065 SH   SOLE   2,839,065 0 0
NEW YORK & CO INC COM 649295102 99 26,800 SH   SOLE   26,800 0 0
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NEW YORK TIMES CO CL A 650111107 1,780 117,012 SH   SOLE   117,012 0 0
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NEWPARK RES INC COM PAR $.01NEW 651718504 9,068 727,735 SH   SOLE   727,735 0 0
NEWS CORP NEW CL A 65249B109 38,387 2,139,717 SH   SOLE   2,139,717 0 0
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NEXTERA ENERGY INC UNIT 99/99/9999 65339F861 46,385 812,775 SH   SOLE   812,775 0 0
NIC INC COM 62914B100 1,394 87,974 SH   SOLE   87,974 0 0
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NIKE INC CL B 654106103 9,826 126,706 SH   SOLE   126,706 0 0
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NORTHWEST BIOTHERAPEUTICS IN COM PAR $0.001 66737P600 358 53,400 SH   SOLE   53,400 0 0
NORTHWEST NAT GAS CO COM 667655104 520 11,022 SH   SOLE   11,022 0 0
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NOVAVAX INC COM 670002104 1,003 217,205 SH   SOLE   217,205 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 82,925 40,875,000 PRN   SOLE   40,875,000 0 0
NOW INC COM 67011P100 14,582 402,702 SH   SOLE   402,702 0 0
NPS PHARMACEUTICALS INC COM 62936P103 11,566 349,951 SH   SOLE   349,951 0 0
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NU SKIN ENTERPRISES INC CL A 67018T105 37,157 502,397 SH   SOLE   502,397 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 461 24,555 SH   SOLE   24,555 0 0
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O REILLY AUTOMOTIVE INC NEW COM 67103H107 39,077 259,473 SH   SOLE   259,473 0 0
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OLIN CORP COM PAR $1 680665205 1,884 69,980 SH   SOLE   69,980 0 0
OM GROUP INC COM 670872100 554 17,087 SH   SOLE   17,087 0 0
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OMNIAMERICAN BANCORP INC COM 68216R107 14,131 565,238 SH   SOLE   565,238 0 0
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ORACLE CORP COM 68389X105 68,387 1,687,325 SH   SOLE   1,687,325 0 0
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P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 9,929 238,339 SH   SOLE   238,339 0 0
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PLX TECHNOLOGY INC COM 693417107 8,413 1,300,268 SH   SOLE   1,300,268 0 0
PMC-SIERRA INC COM 69344F106 2,272 298,506 SH   SOLE   298,506 0 0
PNC FINL SVCS GROUP INC COM 693475105 110,109 1,236,481 SH   SOLE   1,236,481 0 0
PNM RES INC COM 69349H107 9,476 323,079 SH   SOLE   323,079 0 0
POLARIS INDS INC COM 731068102 6,811 52,294 SH   SOLE   52,294 0 0
POLYCOM INC COM 73172K104 39,125 3,122,500 SH   SOLE   3,122,500 0 0
POLYONE CORP COM 73179P106 2,612 61,986 SH   SOLE   61,986 0 0
POLYPORE INTL INC COM 73179V103 487 10,200 SH   SOLE   10,200 0 0
POPEYES LA KITCHEN INC COM 732872106 982 22,473 SH   SOLE   22,473 0 0
POPULAR INC COM NEW 733174700 5,017 146,788 SH   SOLE   146,788 0 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 788 13,236 SH   SOLE   13,236 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 1,726 49,787 SH   SOLE   49,787 0 0
POSCO SPONSORED ADR 693483109 2,057 27,633 SH   SOLE   27,633 0 0
POST PPTYS INC COM 737464107 2,422 45,312 SH   SOLE   45,312 0 0
POTASH CORP SASK INC COM 73755L107 216 5,700 SH   SOLE   5,700 0 0
POTLATCH CORP NEW COM 737630103 6,880 166,179 SH   SOLE   166,179 0 0
POWER INTEGRATIONS INC COM 739276103 1,578 27,424 SH   SOLE   27,424 0 0
POWERSECURE INTL INC COM 73936N105 1,631 167,477 SH   SOLE   167,477 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 3,446 36,700 SH   SOLE   36,700 0 0
POZEN INC COM 73941U102 282 33,900 SH   SOLE   33,900 0 0
PPG INDS INC COM 693506107 135,411 644,355 SH   SOLE   644,355 0 0
PPL CORP COM 69351T106 15,104 425,104 SH   SOLE   425,104 0 0
PRECISION CASTPARTS CORP COM 740189105 7,790 30,863 SH   SOLE   30,863 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 309 13,052 SH   SOLE   13,052 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 451 33,810 SH   SOLE   33,810 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 720 21,242 SH   SOLE   21,242 0 0
PRICE T ROWE GROUP INC COM 74144T108 412 4,879 SH   SOLE   4,879 0 0
PRICELINE GRP INC COM NEW 741503403 78,748 65,460 SH   SOLE   65,460 0 0
PRICESMART INC COM 741511109 915 10,517 SH   SOLE   10,517 0 0
PRIMERICA INC COM 74164M108 3,918 81,887 SH   SOLE   81,887 0 0
PRIMORIS SVCS CORP COM 74164F103 1,933 67,039 SH   SOLE   67,039 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 3,200 63,394 SH   SOLE   63,394 0 0
PRIVATEBANCORP INC COM 742962103 4,138 142,381 SH   SOLE   142,381 0 0
PROASSURANCE CORP COM 74267C106 3,444 77,566 SH   SOLE   77,566 0 0
PROCTER & GAMBLE CO COM 742718109 160,581 2,043,272 SH   SOLE   2,043,272 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 78 18,100 SH   SOLE   18,100 0 0
PROGRESS SOFTWARE CORP COM 743312100 390 16,206 SH   SOLE   16,206 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,934 76,257 SH   SOLE   76,257 0 0
PROLOGIS INC COM 74340W103 20,786 505,863 SH   SOLE   505,863 0 0
PROOFPOINT INC COM 743424103 1,349 36,006 SH   SOLE   36,006 0 0
PROS HOLDINGS INC COM 74346Y103 246 9,300 SH   SOLE   9,300 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 6,893 648,800 SH   SOLE   648,800 0 0
PROSPERITY BANCSHARES INC COM 743606105 6,313 100,853 SH   SOLE   100,853 0 0
PROTECTIVE LIFE CORP COM 743674103 110,582 1,595,009 SH   SOLE   1,595,009 0 0
PROTO LABS INC COM 743713109 767 9,368 SH   SOLE   9,368 0 0
PROVIDENCE SVC CORP COM 743815102 4,099 112,019 SH   SOLE   112,019 0 0
PROVIDENT FINL SVCS INC COM 74386T105 3,465 200,030 SH   SOLE   200,030 0 0
PRUDENTIAL FINL INC COM 744320102 51,752 582,987 SH   SOLE   582,987 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 5,383 64,480 SH   SOLE   64,480 0 0
PSIVIDA CORP COM 74440J101 168 38,700 SH   SOLE   38,700 0 0
PTC INC COM 69370C100 5,868 151,248 SH   SOLE   151,248 0 0
PUBLIC STORAGE COM 74460D109 27,927 162,985 SH   SOLE   162,985 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 74,642 1,829,900 SH   SOLE   1,829,900 0 0
PULTE GROUP INC COM 745867101 53,283 2,643,022 SH   SOLE   2,643,022 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 6,975 105,689 SH   SOLE   105,689 0 0
PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 664 76,282 SH   SOLE   76,282 0 0
PUTNAM MANAGED MUN INCOM TR COM 746823103 524 73,082 SH   SOLE   73,082 0 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 1,387 118,070 SH   SOLE   118,070 0 0
PVH CORP COM 693656100 2,639 22,636 SH   SOLE   22,636 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 333 29,800 SH   SOLE   29,800 0 0
QEP MIDSTREAM PARTNERS LP COM UNIT RP LTD 74735R115 247 9,585 SH   SOLE   9,585 0 0
QEP RES INC COM 74733V100 642 18,600 SH   SOLE   18,600 0 0
QLOGIC CORP COM 747277101 2,809 278,369 SH   SOLE   278,369 0 0
QLT INC COM 746927102 2,555 413,357 SH   SOLE   413,357 0 0
QUAKER CHEM CORP COM 747316107 1,608 20,941 SH   SOLE   20,941 0 0
QUALCOMM INC COM 747525103 66,519 839,891 SH   SOLE   839,891 0 0
QUALITY DISTR INC FLA COM 74756M102 813 54,686 SH   SOLE   54,686 0 0
QUALYS INC COM 74758T303 1,132 44,103 SH   SOLE   44,103 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 331 18,522 SH   SOLE   18,522 0 0
QUANTA SVCS INC COM 74762E102 4,422 127,880 SH   SOLE   127,880 0 0
QUANTUM CORP COM DSSG 747906204 18 14,600 SH   SOLE   14,600 0 0
QUANTUM CORP NOTE 4.500%11/1 747906AJ4 1,736 1,750,000 PRN   SOLE   1,750,000 0 0
QUARTET MERGER CORP COM 747717106 10,886 1,080,000 SH   SOLE   1,080,000 0 0
QUARTET MERGER CORP RIGHT 99/99/9999 747717205 724 1,080,000 SH   SOLE   1,080,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 798 13,589 SH   SOLE   13,589 0 0
QUESTAR CORP COM 748356102 2,653 106,968 SH   SOLE   106,968 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 99,594 1,076,813 SH   SOLE   1,076,813 0 0
QUICKLOGIC CORP COM 74837P108 511 98,900 SH   SOLE   98,900 0 0
QUICKSILVER RESOURCES INC COM 74837R104 904 338,600 SH   SOLE   338,600 0 0
QUIDEL CORP COM 74838J101 332 15,003 SH   SOLE   15,003 0 0
RACKSPACE HOSTING INC COM 750086100 6,906 205,157 SH   SOLE   205,157 0 0
RADIAN GROUP INC COM 750236101 804 54,274 SH   SOLE   54,274 0 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 55,726 37,058,000 PRN   SOLE   37,058,000 0 0
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 86,241 59,425,000 PRN   SOLE   59,425,000 0 0
RADIO ONE INC CL D NON VTG 75040P405 165 33,400 SH   SOLE   33,400 0 0
RADIOSHACK CORP COM 750438103 28 28,013 SH   SOLE   28,013 0 0
RADNET INC COM 750491102 211 31,900 SH   SOLE   31,900 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 210 25,383 SH   SOLE   25,383 0 0
RALPH LAUREN CORP CL A 751212101 10,062 62,617 SH   SOLE   62,617 0 0
RAMBUS INC DEL COM 750917106 1,640 114,705 SH   SOLE   114,705 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 9,092 547,024 SH   SOLE   547,024 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 5,639 93,250 SH   SOLE   93,250 0 0
RANGE RES CORP COM 75281A109 3,092 35,561 SH   SOLE   35,561 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 580 50,191 SH   SOLE   50,191 0 0
RAVEN INDS INC COM 754212108 321 9,700 SH   SOLE   9,700 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,162 22,900 SH   SOLE   22,900 0 0
RAYONIER INC COM 754907103 1,809 50,900 SH   SOLE   50,900 0 0
RAYTHEON CO COM NEW 755111507 127,449 1,381,566 SH   SOLE   1,381,566 0 0
RBC BEARINGS INC COM 75524B104 421 6,566 SH   SOLE   6,566 0 0
RCS CAP CORP COM CL A 74937W102 499 23,500 SH   SOLE   23,500 0 0
REAL GOODS SOLAR INC CL A 75601N104 433 145,306 SH   SOLE   145,306 0 0
REALNETWORKS INC COM NEW 75605L708 89 32,490 SH   SOLE   32,490 0 0
REALTY INCOME CORP COM 756109104 2,682 60,374 SH   SOLE   60,374 0 0
RECEPTOS INC COM 756207106 630 14,800 SH   SOLE   14,800 0 0
RED HAT INC COM 756577102 30,568 553,064 SH   SOLE   553,064 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 3,181 44,671 SH   SOLE   44,671 0 0
REDWOOD TR INC COM 758075402 1,202 61,724 SH   SOLE   61,724 0 0
REGAL BELOIT CORP COM 758750103 7,656 97,454 SH   SOLE   97,454 0 0
REGAL ENTMT GROUP CL A 758766109 2,819 133,600 SH   SOLE   133,600 0 0
REGENCY CTRS CORP COM 758849103 1,219 21,900 SH   SOLE   21,900 0 0
REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 620 19,234 SH   SOLE   19,234 0 0
REGENERON PHARMACEUTICALS COM 75886F107 4,813 17,039 SH   SOLE   17,039 0 0
REGIONS FINL CORP NEW COM 7591EP100 14,858 1,399,022 SH   SOLE   1,399,022 0 0
REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 18,535 18,500,000 PRN   SOLE   18,500,000 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 36,873 467,338 SH   SOLE   467,338 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 56,810 770,727 SH   SOLE   770,727 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 4,730 412,410 SH   SOLE   412,410 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 6,649 6,000,000 PRN   SOLE   6,000,000 0 0
RENT A CTR INC NEW COM 76009N100 1,388 48,389 SH   SOLE   48,389 0 0
RENTECH INC COM 760112102 227 87,630 SH   SOLE   87,630 0 0
RENTRAK CORP COM 760174102 734 14,000 SH   SOLE   14,000 0 0
REPLIGEN CORP COM 759916109 8,599 377,325 SH   SOLE   377,325 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 364 21,059 SH   SOLE   21,059 0 0
REPUBLIC SVCS INC COM 760759100 6,541 172,260 SH   SOLE   172,260 0 0
RESEARCH FRONTIERS INC COM 760911107 92 15,100 SH   SOLE   15,100 0 0
RESMED INC COM 761152107 20,130 397,588 SH   SOLE   397,588 0 0
RESOURCE CAP CORP COM 76120W302 231 40,977 SH   SOLE   40,977 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 2,026 2,000,000 PRN   SOLE   2,000,000 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 2,336 25,100 SH   SOLE   25,100 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 3,579 227,536 SH   SOLE   227,536 0 0
RETAIL PPTYS AMER INC CL A 76131V202 2,339 152,100 SH   SOLE   152,100 0 0
REVLON INC CL A NEW 761525609 712 23,343 SH   SOLE   23,343 0 0
REVOLUTION LIGHTING TECHNOLO COM 76155G107 464 201,844 SH   SOLE   201,844 0 0
REX AMERICAN RESOURCES CORP COM 761624105 667 9,101 SH   SOLE   9,101 0 0
REX ENERGY CORPORATION COM 761565100 192 10,868 SH   SOLE   10,868 0 0
REXAHN PHARMACEUTICALS INC COM 761640101 186 213,900 SH   SOLE   213,900 0 0
REXNORD CORP NEW COM 76169B102 1,073 38,100 SH   SOLE   38,100 0 0
REYNOLDS AMERICAN INC COM 761713106 22,509 372,980 SH   SOLE   372,980 0 0
RF INDS LTD COM PAR $0.01 749552105 130 21,713 SH   SOLE   21,713 0 0
RF MICRODEVICES INC COM 749941100 33,416 3,484,514 SH   SOLE   3,484,514 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 2,251 620,000 SH   SOLE   620,000 0 0
RIGNET INC COM 766582100 1,337 24,851 SH   SOLE   24,851 0 0
RING ENERGY INC COM 76680V108 211 12,100 SH   SOLE   12,100 0 0
RITE AID CORP COM 767754104 15,299 2,133,782 SH   SOLE   2,133,782 0 0
RITE AID CORP NOTE 8.500% 5/1 767754BU7 4,063 1,435,000 PRN   SOLE   1,435,000 0 0
RIVERBED TECHNOLOGY INC COM 768573107 83,393 4,042,322 SH   SOLE   4,042,322 0 0
RLI CORP COM 749607107 256 5,600 SH   SOLE   5,600 0 0
RLJ LODGING TR COM 74965L101 9,083 314,400 SH   SOLE   314,400 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 444 15,800 SH   SOLE   15,800 0 0
ROBERT HALF INTL INC COM 770323103 22,194 464,898 SH   SOLE   464,898 0 0
ROCK CREEK PHARMACEUTICALS I COM 772081105 56 94,600 SH   SOLE   94,600 0 0
ROCK-TENN CO CL A 772739207 21,996 208,319 SH   SOLE   208,319 0 0
ROCKWELL AUTOMATION INC COM 773903109 29,169 233,054 SH   SOLE   233,054 0 0
ROCKWELL COLLINS INC COM 774341101 1,180 15,100 SH   SOLE   15,100 0 0
ROCKWELL MED INC COM 774374102 776 64,724 SH   SOLE   64,724 0 0
ROCKWOOD HLDGS INC COM 774415103 10,808 142,227 SH   SOLE   142,227 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 632 15,700 SH   SOLE   15,700 0 0
ROGERS CORP COM 775133101 2,357 35,520 SH   SOLE   35,520 0 0
ROI ACQUISITION CORP II *W EXP 09/17/201 74966G119 368 1,050,000 SH   SOLE   1,050,000 0 0
ROI ACQUISITION CORP II COM 74966G101 10,321 1,050,000 SH   SOLE   1,050,000 0 0
ROPER INDS INC NEW COM 776696106 1,635 11,200 SH   SOLE   11,200 0 0
ROSE ROCK MIDSTREAM L P COM U REP LTD 777149105 229 4,199 SH   SOLE   4,199 0 0
ROSETTA RESOURCES INC COM 777779307 1,703 31,040 SH   SOLE   31,040 0 0
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ROVI CORP COM 779376102 12,187 508,659 SH   SOLE   508,659 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 25,226 306,257 SH   SOLE   306,257 0 0
ROYAL GOLD INC COM 780287108 944 12,400 SH   SOLE   12,400 0 0
RPC INC COM 749660106 2,905 123,686 SH   SOLE   123,686 0 0
RPM INTL INC COM 749685103 7,401 160,256 SH   SOLE   160,256 0 0
RPX CORP COM 74972G103 2,226 125,394 SH   SOLE   125,394 0 0
RTI INTL METALS INC COM 74973W107 1,142 42,967 SH   SOLE   42,967 0 0
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RUBICON TECHNOLOGY INC COM 78112T107 330 37,700 SH   SOLE   37,700 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 148 15,000 SH   SOLE   15,000 0 0
RUSH ENTERPRISES INC CL A 781846209 303 8,746 SH   SOLE   8,746 0 0
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RYDER SYS INC COM 783549108 36,135 410,205 SH   SOLE   410,205 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 13,950 10,000,000 PRN   SOLE   10,000,000 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 757 15,717 SH   SOLE   15,717 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 7,368 256,650 SH   SOLE   256,650 0 0
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SAIA INC COM 78709Y105 6,012 136,843 SH   SOLE   136,843 0 0
SALESFORCE COM INC COM 79466L302 50,195 864,233 SH   SOLE   864,233 0 0
SALIX PHARMACEUTICALS INC COM 795435106 5,302 42,986 SH   SOLE   42,986 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 2,171 86,547 SH   SOLE   86,547 0 0
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SANDERSON FARMS INC COM 800013104 2,951 30,361 SH   SOLE   30,361 0 0
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SANDRIDGE ENERGY INC COM 80007P307 241 33,700 SH   SOLE   33,700 0 0
SANGAMO BIOSCIENCES INC COM 800677106 851 55,742 SH   SOLE   55,742 0 0
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SAPIENT CORP COM 803062108 5,125 315,405 SH   SOLE   315,405 0 0
SASOL LTD SPONSORED ADR 803866300 7,378 124,799 SH   SOLE   124,799 0 0
SBA COMMUNICATIONS CORP COM 78388J106 1,719 16,800 SH   SOLE   16,800 0 0
SCANA CORP NEW COM 80589M102 3,946 73,329 SH   SOLE   73,329 0 0
SCANSOURCE INC COM 806037107 4,444 116,706 SH   SOLE   116,706 0 0
SCHAWK INC CL A 806373106 3,816 187,440 SH   SOLE   187,440 0 0
SCHEIN HENRY INC COM 806407102 11,138 93,858 SH   SOLE   93,858 0 0
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SCHWAB CHARLES CORP NEW COM 808513105 5,201 193,132 SH   SOLE   193,132 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,083 24,804 SH   SOLE   24,804 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 154 29,280 SH   SOLE   29,280 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 7,377 167,054 SH   SOLE   167,054 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 374 33,655 SH   SOLE   33,655 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,876 33,000 SH   SOLE   33,000 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 840 39,679 SH   SOLE   39,679 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 7,860 96,866 SH   SOLE   96,866 0 0
SEACHANGE INTL INC COM 811699107 330 41,233 SH   SOLE   41,233 0 0
SEACOR HOLDINGS INC COM 811904101 12,538 152,439 SH   SOLE   152,439 0 0
SEARS HLDGS CORP COM 812350106 11,104 277,879 SH   SOLE   277,879 0 0
SEATTLE GENETICS INC COM 812578102 2,433 63,600 SH   SOLE   63,600 0 0
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SELECT INCOME REIT COM SH BEN INT 81618T100 2,762 93,200 SH   SOLE   93,200 0 0
SELECT MED HLDGS CORP COM 81619Q105 3,176 203,600 SH   SOLE   203,600 0 0
SEMGROUP CORP CL A 81663A105 208 2,638 SH   SOLE   2,638 0 0
SEMPRA ENERGY COM 816851109 15,162 144,796 SH   SOLE   144,796 0 0
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SEQUENOM INC NOTE 5.000%10/0 817337AB4 10,194 9,450,000 PRN   SOLE   9,450,000 0 0
SERVICE CORP INTL COM 817565104 8,130 392,391 SH   SOLE   392,391 0 0
SERVICENOW INC COM 81762P102 3,271 52,795 SH   SOLE   52,795 0 0
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SHERWIN WILLIAMS CO COM 824348106 15,484 74,834 SH   SOLE   74,834 0 0
SHILOH INDS INC COM 824543102 448 24,286 SH   SOLE   24,286 0 0
SHIRE PLC SPONSORED ADR 82481R106 52,738 223,952 SH   SOLE   223,952 0 0
SHORETEL INC COM 825211105 940 144,200 SH   SOLE   144,200 0 0
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SIGMA ALDRICH CORP COM 826552101 1,375 13,548 SH   SOLE   13,548 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 20,604 163,292 SH   SOLE   163,292 0 0
SILGAN HOLDINGS INC COM 827048109 513 10,100 SH   SOLE   10,100 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 127 13,244 SH   SOLE   13,244 0 0
SILICON IMAGE INC COM 82705T102 3,282 651,247 SH   SOLE   651,247 0 0
SILVER EAGLE ACQUISITION COR *W EXP 07/26/202 827694118 1,544 2,375,000 SH   SOLE   2,375,000 0 0
SILVER EAGLE ACQUISITION COR COM 827694100 23,180 2,375,000 SH   SOLE   2,375,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 70,179 422,053 SH   SOLE   422,053 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,841 52,986 SH   SOLE   52,986 0 0
SIRIUS XM HLDGS INC COM 82968B103 0 938 SH Call SOLE   938 0 0
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SIX FLAGS ENTMT CORP NEW COM 83001A102 2,242 52,700 SH   SOLE   52,700 0 0
SIZMEK INC COM 83013P105 280 29,400 SH   SOLE   29,400 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 15,388 593,228 SH   SOLE   593,228 0 0
SKECHERS U S A INC CL A 830566105 10,220 223,634 SH   SOLE   223,634 0 0
SKULLCANDY INC COM 83083J104 1,534 211,600 SH   SOLE   211,600 0 0
SKYWEST INC COM 830879102 471 38,544 SH   SOLE   38,544 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 75,762 1,613,327 SH   SOLE   1,613,327 0 0
SL GREEN RLTY CORP COM 78440X101 6,039 55,200 SH   SOLE   55,200 0 0
SLM CORP COM 78442P106 14,112 1,698,191 SH   SOLE   1,698,191 0 0
SM ENERGY CO COM 78454L100 30,609 363,956 SH   SOLE   363,956 0 0
SMITH & WESSON HLDG CORP COM 831756101 1,009 69,365 SH   SOLE   69,365 0 0
SMITH A O COM 831865209 27,146 547,527 SH   SOLE   547,527 0 0
SMUCKER J M CO COM NEW 832696405 48,771 457,644 SH   SOLE   457,644 0 0
SNAP ON INC COM 833034101 16,027 135,223 SH   SOLE   135,223 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 887 30,278 SH   SOLE   30,278 0 0
SOLARCITY CORP COM 83416T100 3,769 53,391 SH   SOLE   53,391 0 0
SOLARWINDS INC COM 83416B109 631 16,320 SH   SOLE   16,320 0 0
SOLERA HOLDINGS INC COM 83421A104 470 7,000 SH   SOLE   7,000 0 0
SONIC CORP COM 835451105 3,363 152,331 SH   SOLE   152,331 0 0
SONOCO PRODS CO COM 835495102 2,566 58,400 SH   SOLE   58,400 0 0
SONUS NETWORKS INC COM 835916107 4,146 1,155,001 SH   SOLE   1,155,001 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 112 16,600 SH   SOLE   16,600 0 0
SOUTHERN CO COM 842587107 23,512 518,115 SH   SOLE   518,115 0 0
SOUTHERN COPPER CORP COM 84265V105 6,694 220,422 SH   SOLE   220,422 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 386 13,323 SH   SOLE   13,323 0 0
SOUTHWEST AIRLS CO COM 844741108 79,246 2,950,336 SH   SOLE   2,950,336 0 0
SOUTHWEST GAS CORP COM 844895102 845 16,000 SH   SOLE   16,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 56,445 1,240,828 SH   SOLE   1,240,828 0 0
SOVRAN SELF STORAGE INC COM 84610H108 12,144 157,206 SH   SOLE   157,206 0 0
SPANSION INC COM CL A NEW 84649R200 2,571 122,000 SH   SOLE   122,000 0 0
SPARTANNASH CO COM 847215100 741 35,261 SH   SOLE   35,261 0 0
SPARTON CORP COM 847235108 490 17,666 SH   SOLE   17,666 0 0
SPECTRA ENERGY CORP COM 847560109 5,083 119,659 SH   SOLE   119,659 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 453 8,497 SH   SOLE   8,497 0 0
SPECTRANETICS CORP COM 84760C107 644 28,156 SH   SOLE   28,156 0 0
SPEED COMM INC COM 84764T106 148 39,700 SH   SOLE   39,700 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 7,024 208,437 SH   SOLE   208,437 0 0
SPIRIT AIRLS INC COM 848577102 8,136 128,653 SH   SOLE   128,653 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 866 76,200 SH   SOLE   76,200 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 14,502 14,475,000 PRN   SOLE   14,475,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 17,232 17,125,000 PRN   SOLE   17,125,000 0 0
SPLUNK INC COM 848637104 15,504 280,212 SH   SOLE   280,212 0 0
SPRINT CORP COM SER 1 85207U105 103 12,079 SH   SOLE   12,079 0 0
SPS COMM INC COM 78463M107 871 13,777 SH   SOLE   13,777 0 0
SPX CORP COM 784635104 39,774 367,560 SH   SOLE   367,560 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 510 11,538 SH   SOLE   11,538 0 0
ST JUDE MED INC COM 790849103 14,027 202,563 SH   SOLE   202,563 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 1,083 64,449 SH   SOLE   64,449 0 0
STAG INDL INC COM 85254J102 5,484 228,399 SH   SOLE   228,399 0 0
STAGE STORES INC COM NEW 85254C305 387 20,721 SH   SOLE   20,721 0 0
STAMPS COM INC COM NEW 852857200 5,242 155,606 SH   SOLE   155,606 0 0
STANCORP FINL GROUP INC COM 852891100 2,951 46,105 SH   SOLE   46,105 0 0
STANDARD MTR PRODS INC COM 853666105 4,813 107,752 SH   SOLE   107,752 0 0
STANDARD PAC CORP NEW COM 85375C101 1,398 162,596 SH   SOLE   162,596 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 33,503 26,550,000 PRN   SOLE   26,550,000 0 0
STANDEX INTL CORP COM 854231107 5,904 79,273 SH   SOLE   79,273 0 0
STAPLES INC COM 855030102 206 19,000 SH   SOLE   19,000 0 0
STARBUCKS CORP COM 855244109 85,565 1,105,780 SH   SOLE   1,105,780 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2,500 30,939 SH   SOLE   30,939 0 0
STARWOOD PPTY TR INC COM 85571B105 18,752 788,904 SH   SOLE   788,904 0 0
STARWOOD WAYPOINT RESIDENTL COM SHS 85571W109 3,291 125,581 SH   SOLE   125,581 0 0
STARZ COM SER A 85571Q102 10,009 335,986 SH   SOLE   335,986 0 0
STATE STR CORP COM 857477103 11,677 173,605 SH   SOLE   173,605 0 0
STEEL DYNAMICS INC COM 858119100 44,595 2,484,420 SH   SOLE   2,484,420 0 0
STEELCASE INC CL A 858155203 3,205 211,817 SH   SOLE   211,817 0 0
STEIN MART INC COM 858375108 489 35,189 SH   SOLE   35,189 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 305 20,800 SH   SOLE   20,800 0 0
STEPAN CO COM 858586100 433 8,200 SH   SOLE   8,200 0 0
STEREOTAXIS INC COM NEW 85916J409 227 63,900 SH   SOLE   63,900 0 0
STERICYCLE INC COM 858912108 6,324 53,406 SH   SOLE   53,406 0 0
STERIS CORP COM 859152100 16,116 301,343 SH   SOLE   301,343 0 0
STERLING BANCORP DEL COM 85917A100 214 17,794 SH   SOLE   17,794 0 0
STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 14,346 14,275,000 PRN   SOLE   14,275,000 0 0
STEWART INFORMATION SVCS COR COM 860372101 489 15,766 SH   SOLE   15,766 0 0
STEWART INFORMATION SVCS COR NOTE 6.000%10/1 860372AB7 36,792 14,975,000 PRN   SOLE   14,975,000 0 0
STIFEL FINL CORP COM 860630102 328 6,917 SH   SOLE   6,917 0 0
STILLWATER MNG CO COM 86074Q102 472 26,900 SH   SOLE   26,900 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 18,323 12,550,000 PRN   SOLE   12,550,000 0 0
STONE ENERGY CORP COM 861642106 17,809 380,610 SH   SOLE   380,610 0 0
STONERIDGE INC COM 86183P102 4,596 428,700 SH   SOLE   428,700 0 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 11,378 971,623 SH   SOLE   971,623 0 0
STRATTEC SEC CORP COM 863111100 290 4,500 SH   SOLE   4,500 0 0
STRYKER CORP COM 863667101 15,131 179,448 SH   SOLE   179,448 0 0
STURM RUGER & CO INC COM 864159108 1,480 25,078 SH   SOLE   25,078 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 90 13,000 SH   SOLE   13,000 0 0
SUMMIT HOTEL PPTYS COM 866082100 965 91,000 SH   SOLE   91,000 0 0
SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 254 5,000 SH   SOLE   5,000 0 0
SUN CMNTYS INC COM 866674104 847 17,000 SH   SOLE   17,000 0 0
SUN HYDRAULICS CORP COM 866942105 451 11,100 SH   SOLE   11,100 0 0
SUNCOKE ENERGY INC COM 86722A103 1,478 68,734 SH   SOLE   68,734 0 0
SUNCOR ENERGY INC NEW COM 867224107 3,125 73,300 SH   SOLE   73,300 0 0
SUNEDISON INC COM 86732Y109 3,959 175,190 SH   SOLE   175,190 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 175 26,776 SH   SOLE   26,776 0 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 823 17,472 SH   SOLE   17,472 0 0
SUNPOWER CORP COM 867652406 14,613 356,585 SH   SOLE   356,585 0 0
SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 28,539 15,500,000 PRN   SOLE   15,500,000 0 0
SUNSHINE HEART INC COM 86782U106 58 10,400 SH   SOLE   10,400 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 3,225 215,988 SH   SOLE   215,988 0 0
SUNTRUST BKS INC COM 867914103 13,330 332,759 SH   SOLE   332,759 0 0
SUPER MICRO COMPUTER INC COM 86800U104 1,593 63,027 SH   SOLE   63,027 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 56,184 1,554,629 SH   SOLE   1,554,629 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 999 91,200 SH   SOLE   91,200 0 0
SUPERVALU INC COM 868536103 1,825 222,007 SH   SOLE   222,007 0 0
SUPPORT COM INC COM 86858W101 95 35,000 SH   SOLE   35,000 0 0
SURMODICS INC COM 868873100 561 26,200 SH   SOLE   26,200 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 469 44,368 SH   SOLE   44,368 0 0
SVB FINL GROUP COM 78486Q101 6,770 58,054 SH   SOLE   58,054 0 0
SWIFT ENERGY CO COM 870738101 370 29,018 SH   SOLE   29,018 0 0
SWIFT TRANSN CO CL A 87074U101 1,272 50,432 SH   SOLE   50,432 0 0
SWS GROUP INC COM 78503N107 722 99,202 SH   SOLE   99,202 0 0
SYKES ENTERPRISES INC COM 871237103 3,391 156,040 SH   SOLE   156,040 0 0
SYMANTEC CORP COM 871503108 66,976 2,924,719 SH   SOLE   2,924,719 0 0
SYMETRA FINL CORP COM 87151Q106 5,155 226,713 SH   SOLE   226,713 0 0
SYMMETRY MED INC COM 871546206 488 55,100 SH   SOLE   55,100 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 776 7,400 SH   SOLE   7,400 0 0
SYNAPTICS INC COM 87157D109 2,757 30,422 SH   SOLE   30,422 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 60 14,711 SH   SOLE   14,711 0 0
SYNERGY RES CORP COM 87164P103 1,033 77,962 SH   SOLE   77,962 0 0
SYNNEX CORP COM 87162W100 4,338 59,545 SH   SOLE   59,545 0 0
SYNOPSYS INC COM 871607107 22,798 587,278 SH   SOLE   587,278 0 0
SYNOVUS FINL CORP COM NEW 87161C501 1,264 51,852 SH   SOLE   51,852 0 0
SYNTEL INC COM 87162H103 997 11,600 SH   SOLE   11,600 0 0
SYSCO CORP COM 871829107 18,018 481,111 SH   SOLE   481,111 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 117,016 5,470,582 SH   SOLE   5,470,582 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4,128 185,607 SH   SOLE   185,607 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 14,977 11,400,000 PRN   SOLE   11,400,000 0 0
TALISMAN ENERGY INC COM 87425E103 1,538 145,100 SH   SOLE   145,100 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 2,546 72,808 SH   SOLE   72,808 0 0
TANGOE INC COM 87582Y108 321 21,300 SH   SOLE   21,300 0 0
TARGA RES CORP COM 87612G101 8,290 59,398 SH   SOLE   59,398 0 0
TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 565 7,849 SH   SOLE   7,849 0 0
TARGET CORP COM 87612E106 3,215 55,480 SH   SOLE   55,480 0 0
TASER INTL INC COM 87651B104 5,534 416,103 SH   SOLE   416,103 0 0
TATA MTRS LTD SPONSORED ADR 876568502 81,070 2,075,513 SH   SOLE   2,075,513 0 0
TAUBMAN CTRS INC COM 876664103 2,133 28,130 SH   SOLE   28,130 0 0
TAYLOR CAP GROUP INC COM 876851106 6,447 301,560 SH   SOLE   301,560 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 329 6,375 SH   SOLE   6,375 0 0
TCF FINL CORP COM 872275102 203 12,386 SH   SOLE   12,386 0 0
TCP CAP CORP COM 87238Q103 248 13,600 SH   SOLE   13,600 0 0
TEAM INC COM 878155100 328 7,999 SH   SOLE   7,999 0 0
TEARLAB CORP COM 878193101 91 18,663 SH   SOLE   18,663 0 0
TECH DATA CORP COM 878237106 32,010 511,990 SH   SOLE   511,990 0 0
TECHNE CORP COM 878377100 343 3,700 SH   SOLE   3,700 0 0
TECUMSEH PRODS CO COM 878895309 61 11,968 SH   SOLE   11,968 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,308 13,465 SH   SOLE   13,465 0 0
TELEFLEX INC COM 879369106 4,033 38,190 SH   SOLE   38,190 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 3,477 169,535 SH   SOLE   169,535 0 0
TELENAV INC COM 879455103 86 15,100 SH   SOLE   15,100 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 14,508 555,659 SH   SOLE   555,659 0 0
TELETECH HOLDINGS INC COM 879939106 3,385 116,757 SH   SOLE   116,757 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 437 52,871 SH   SOLE   52,871 0 0
TENARIS S A SPONSORED ADR 88031M109 1,056 22,400 SH   SOLE   22,400 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 756 16,105 SH   SOLE   16,105 0 0
TENNANT CO COM 880345103 587 7,697 SH   SOLE   7,697 0 0
TENNECO INC COM 880349105 5,406 82,277 SH   SOLE   82,277 0 0
TERADATA CORP DEL COM 88076W103 2,158 53,676 SH   SOLE   53,676 0 0
TERADYNE INC COM 880770102 920 46,942 SH   SOLE   46,942 0 0
TEREX CORP NEW COM 880779103 2,796 68,038 SH   SOLE   68,038 0 0
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 76,996 30,084,000 PRN   SOLE   30,084,000 0 0
TERRENO RLTY CORP COM 88146M101 705 36,476 SH   SOLE   36,476 0 0
TESARO INC COM 881569107 1,946 62,556 SH   SOLE   62,556 0 0
TESCO CORP COM 88157K101 12,657 593,102 SH   SOLE   593,102 0 0
TESLA MTRS INC COM 88160R101 51,494 214,506 SH   SOLE   214,506 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 65,569 32,300,000 PRN   SOLE   32,300,000 0 0
TESORO CORP COM 881609101 6,671 113,712 SH   SOLE   113,712 0 0
TESSCO TECHNOLOGIES INC COM 872386107 225 7,097 SH   SOLE   7,097 0 0
TETRA TECH INC NEW COM 88162G103 989 35,972 SH   SOLE   35,972 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 426 36,200 SH   SOLE   36,200 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 197 14,600 SH   SOLE   14,600 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5,442 103,811 SH   SOLE   103,811 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,635 30,308 SH   SOLE   30,308 0 0
TEXAS INDS INC COM 882491103 25,154 272,346 SH   SOLE   272,346 0 0
TEXAS INSTRS INC COM 882508104 34,050 712,499 SH   SOLE   712,499 0 0
TEXAS ROADHOUSE INC COM 882681109 577 22,200 SH   SOLE   22,200 0 0
TEXTRON INC COM 883203101 1,570 41,000 SH   SOLE   41,000 0 0
TF FINL CORP COM 872391107 9,337 219,800 SH   SOLE   219,800 0 0
TG THERAPEUTICS INC COM 88322Q108 164 17,500 SH   SOLE   17,500 0 0
THERAPEUTICSMD INC COM 88338N107 730 165,200 SH   SOLE   165,200 0 0
THERAVANCE INC COM 88338T104 13,506 453,533 SH   SOLE   453,533 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 6,800 4,700,000 PRN   SOLE   4,700,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 29,438 249,474 SH   SOLE   249,474 0 0
THERMON GROUP HLDGS INC COM 88362T103 285 10,817 SH   SOLE   10,817 0 0
THL CR INC COM 872438106 367 26,180 SH   SOLE   26,180 0 0
THOMPSON CREEK METALS CO INC COM 884768102 2,216 748,698 SH   SOLE   748,698 0 0
THOR INDS INC COM 885160101 3,652 64,224 SH   SOLE   64,224 0 0
THORATEC CORP COM NEW 885175307 18,566 532,600 SH   SOLE   532,600 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 190 48,095 SH   SOLE   48,095 0 0
TIBCO SOFTWARE INC COM 88632Q103 8,375 415,226 SH   SOLE   415,226 0 0
TICC CAPITAL CORP COM 87244T109 619 62,511 SH   SOLE   62,511 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 45,622 1,571,535 SH   SOLE   1,571,535 0 0
TIME INC NEW COM 887228104 9,575 395,334 SH   SOLE   395,334 0 0
TIME WARNER CABLE INC COM 88732J207 287,200 1,949,761 SH   SOLE   1,949,761 0 0
TIME WARNER INC COM NEW 887317303 53,703 764,461 SH   SOLE   764,461 0 0
TIMKEN CO COM 887389104 58,242 858,514 SH   SOLE   858,514 0 0
TIVO INC COM 888706108 489 37,856 SH   SOLE   37,856 0 0
TJX COS INC NEW COM 872540109 33,814 636,207 SH   SOLE   636,207 0 0
T-MOBILE US INC COM 872590104 5,823 173,200 SH   SOLE   173,200 0 0
TOLL BROTHERS INC COM 889478103 914 24,766 SH   SOLE   24,766 0 0
TORCHMARK CORP COM 891027104 6,403 78,163 SH   SOLE   78,163 0 0
TORO CO COM 891092108 789 12,400 SH   SOLE   12,400 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,933 37,600 SH   SOLE   37,600 0 0
TOTAL SYS SVCS INC COM 891906109 11,040 351,493 SH   SOLE   351,493 0 0
TOWER GROUP INC NOTE 5.000% 9/1 891777AC8 18,608 21,450,000 PRN   SOLE   21,450,000 0 0
TOWER INTL INC COM 891826109 1,793 48,679 SH   SOLE   48,679 0 0
TOWERS WATSON & CO CL A 891894107 55,586 533,306 SH   SOLE   533,306 0 0
TRACTOR SUPPLY CO COM 892356106 12,183 201,701 SH   SOLE   201,701 0 0
TRANSAMERICA INCOME SHS INC COM 893506105 831 39,214 SH   SOLE   39,214 0 0
TRANSCEPT PHARMACEUTICALS IN COM 89354M106 417 209,318 SH   SOLE   209,318 0 0
TRANSDIGM GROUP INC COM 893641100 1,522 9,100 SH   SOLE   9,100 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 327 7,482 SH   SOLE   7,482 0 0
TRAVELERS COMPANIES INC COM 89417E109 114,131 1,213,255 SH   SOLE   1,213,255 0 0
TREDEGAR CORP COM 894650100 1,418 60,588 SH   SOLE   60,588 0 0
TREE COM INC COM 894675107 351 12,052 SH   SOLE   12,052 0 0
TREEHOUSE FOODS INC COM 89469A104 969 12,097 SH   SOLE   12,097 0 0
TREX CO INC COM 89531P105 695 24,105 SH   SOLE   24,105 0 0
TRIANGLE CAP CORP COM 895848109 330 11,624 SH   SOLE   11,624 0 0
TRIANGLE PETE CORP COM NEW 89600B201 4,125 351,100 SH   SOLE   351,100 0 0
TRIMAS CORP COM NEW 896215209 367 9,613 SH   SOLE   9,613 0 0
TRIMBLE NAVIGATION LTD COM 896239100 1,264 34,200 SH   SOLE   34,200 0 0
TRINITY INDS INC COM 896522109 19,219 439,586 SH   SOLE   439,586 0 0
TRIPADVISOR INC COM 896945201 11,793 108,529 SH   SOLE   108,529 0 0
TRIPLE-S MGMT CORP CL B 896749108 1,926 107,400 SH   SOLE   107,400 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 34,406 2,176,210 SH   SOLE   2,176,210 0 0
TRIUMPH GROUP INC NEW COM 896818101 623 8,927 SH   SOLE   8,927 0 0
TRUEBLUE INC COM 89785X101 5,654 205,087 SH   SOLE   205,087 0 0
TRUSTMARK CORP COM 898402102 404 16,353 SH   SOLE   16,353 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 23,954 267,584 SH   SOLE   267,584 0 0
TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 27,306 8,975,000 PRN   SOLE   8,975,000 0 0
TUESDAY MORNING CORP COM NEW 899035505 1,018 57,122 SH   SOLE   57,122 0 0
TUPPERWARE BRANDS CORP COM 899896104 27,835 332,560 SH   SOLE   332,560 0 0
TURQUOISE HILL RES LTD COM 900435108 239 71,500 SH   SOLE   71,500 0 0
TUTOR PERINI CORP COM 901109108 6,737 212,246 SH   SOLE   212,246 0 0
TW TELECOM INC COM 87311L104 9,839 244,073 SH   SOLE   244,073 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 39,788 1,131,946 SH   SOLE   1,131,946 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 43,008 1,256,456 SH   SOLE   1,256,456 0 0
TWO HBRS INVT CORP COM 90187B101 703 67,100 SH   SOLE   67,100 0 0
TYLER TECHNOLOGIES INC COM 902252105 1,828 20,037 SH   SOLE   20,037 0 0
TYSON FOODS INC CL A 902494103 193,269 5,148,358 SH   SOLE   5,148,358 0 0
U S CONCRETE INC COM NEW 90333L201 616 24,884 SH   SOLE   24,884 0 0
U S ENERGY CORP WYO COM 911805109 105 24,200 SH   SOLE   24,200 0 0
U S G CORP COM NEW 903293405 1,302 43,209 SH   SOLE   43,209 0 0
U S SILICA HLDGS INC COM 90346E103 2,052 37,007 SH   SOLE   37,007 0 0
UBIQUITI NETWORKS INC COM 90347A100 6,615 146,393 SH   SOLE   146,393 0 0
UDR INC COM 902653104 2,929 102,300 SH   SOLE   102,300 0 0
UGI CORP NEW COM 902681105 9,217 182,523 SH   SOLE   182,523 0 0
UIL HLDG CORP COM 902748102 788 20,352 SH   SOLE   20,352 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 5,334 58,350 SH   SOLE   58,350 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 559 61,756 SH   SOLE   61,756 0 0
ULTRA PETROLEUM CORP COM 903914109 962 32,400 SH   SOLE   32,400 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 269 11,400 SH   SOLE   11,400 0 0
UMB FINL CORP COM 902788108 968 15,278 SH   SOLE   15,278 0 0
UMPQUA HLDGS CORP COM 904214103 7,712 430,337 SH   SOLE   430,337 0 0
UNDER ARMOUR INC CL A 904311107 5,901 99,190 SH   SOLE   99,190 0 0
UNIFI INC COM NEW 904677200 466 16,914 SH   SOLE   16,914 0 0
UNIFIRST CORP MASS COM 904708104 3,052 28,789 SH   SOLE   28,789 0 0
UNILIFE CORP NEW COM 90478E103 242 81,900 SH   SOLE   81,900 0 0
UNION PAC CORP COM 907818108 86,429 866,458 SH   SOLE   866,458 0 0
UNISYS CORP COM NEW 909214306 4,573 184,846 SH   SOLE   184,846 0 0
UNIT CORP COM 909218109 18,492 268,661 SH   SOLE   268,661 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 7,050 430,671 SH   SOLE   430,671 0 0
UNITED CONTL HLDGS INC COM 910047109 3,809 92,753 SH   SOLE   92,753 0 0
UNITED INS HLDGS CORP COM 910710102 961 55,700 SH   SOLE   55,700 0 0
UNITED NAT FOODS INC COM 911163103 944 14,500 SH   SOLE   14,500 0 0
UNITED ONLINE INC COM NEW 911268209 3,328 319,996 SH   SOLE   319,996 0 0
UNITED PARCEL SERVICE INC CL B 911312106 29,858 290,839 SH   SOLE   290,839 0 0
UNITED RENTALS INC COM 911363109 28,066 267,989 SH   SOLE   267,989 0 0
UNITED STATES STL CORP NEW COM 912909108 34,789 1,335,992 SH   SOLE   1,335,992 0 0
UNITED STATIONERS INC COM 913004107 316 7,620 SH   SOLE   7,620 0 0
UNITED TECHNOLOGIES CORP COM 913017109 60,390 523,080 SH   SOLE   523,080 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 45,470 513,844 SH   SOLE   513,844 0 0
UNITEDHEALTH GROUP INC COM 91324P102 104,499 1,278,275 SH   SOLE   1,278,275 0 0
UNITIL CORP COM 913259107 223 6,594 SH   SOLE   6,594 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 247 29,617 SH   SOLE   29,617 0 0
UNIVERSAL CORP VA COM 913456109 1,723 31,130 SH   SOLE   31,130 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 277 8,641 SH   SOLE   8,641 0 0
UNIVERSAL ELECTRS INC COM 913483103 1,044 21,359 SH   SOLE   21,359 0 0
UNIVERSAL FST PRODS INC COM 913543104 593 12,294 SH   SOLE   12,294 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 220 5,063 SH   SOLE   5,063 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 27,993 292,320 SH   SOLE   292,320 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 1,477 113,845 SH   SOLE   113,845 0 0
UNS ENERGY CORP COM 903119105 122,706 2,031,225 SH   SOLE   2,031,225 0 0
UNUM GROUP COM 91529Y106 99,854 2,872,660 SH   SOLE   2,872,660 0 0
UQM TECHNOLOGIES INC COM 903213106 99 43,600 SH   SOLE   43,600 0 0
UR ENERGY INC COM 91688R108 57 49,600 SH   SOLE   49,600 0 0
URBAN OUTFITTERS INC COM 917047102 1,354 40,000 SH   SOLE   40,000 0 0
URS CORP NEW COM 903236107 7,675 167,391 SH   SOLE   167,391 0 0
US BANCORP DEL COM NEW 902973304 14,109 325,687 SH   SOLE   325,687 0 0
US ECOLOGY INC COM 91732J102 766 15,649 SH   SOLE   15,649 0 0
USANA HEALTH SCIENCES INC COM 90328M107 3,020 38,654 SH   SOLE   38,654 0 0
V F CORP COM 918204108 9,305 147,698 SH   SOLE   147,698 0 0
VAALCO ENERGY INC COM NEW 91851C201 9,882 1,366,748 SH   SOLE   1,366,748 0 0
VALE S A ADR 91912E105 2,552 192,900 SH   SOLE   192,900 0 0
VALE S A ADR REPSTG PFD 91912E204 31,099 2,613,399 SH   SOLE   2,613,399 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 4,456 35,329 SH   SOLE   35,329 0 0
VALERO ENERGY CORP NEW COM 91913Y100 110,601 2,207,602 SH   SOLE   2,207,602 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 264 5,246 SH   SOLE   5,246 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 52 116,185 SH   SOLE   116,185 0 0
VALMONT INDS INC COM 920253101 11,591 76,283 SH   SOLE   76,283 0 0
VALSPAR CORP COM 920355104 7,755 101,788 SH   SOLE   101,788 0 0
VALUEVISION MEDIA INC CL A 92047K107 423 84,823 SH   SOLE   84,823 0 0
VANDA PHARMACEUTICALS INC COM 921659108 717 44,313 SH   SOLE   44,313 0 0
VANTAGE DRILLING COMPANY NOTE 7.875% 9/0 G93205AA3 6,728 5,750,000 PRN   SOLE   5,750,000 0 0
VARIAN MED SYS INC COM 92220P105 1,688 20,300 SH   SOLE   20,300 0 0
VCA INC COM 918194101 6,695 190,800 SH   SOLE   190,800 0 0
VECTOR GROUP LTD COM 92240M108 1,616 78,136 SH   SOLE   78,136 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 17,473 13,025,000 PRN   SOLE   13,025,000 0 0
VECTOR GROUP LTD FRNT 11/1 92240MAS7 32,881 21,222,000 PRN   SOLE   21,222,000 0 0
VECTREN CORP COM 92240G101 2,984 70,200 SH   SOLE   70,200 0 0
VENTAS INC COM 92276F100 22,113 344,984 SH   SOLE   344,984 0 0
VERASTEM INC COM 92337C104 92 10,200 SH   SOLE   10,200 0 0
VERIFONE SYS INC COM 92342Y109 1,036 28,200 SH   SOLE   28,200 0 0
VERINT SYS INC COM 92343X100 2,899 59,100 SH   SOLE   59,100 0 0
VERISIGN INC COM 92343E102 5,940 121,700 SH   SOLE   121,700 0 0
VERISK ANALYTICS INC CL A 92345Y106 4,273 71,200 SH   SOLE   71,200 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 161,088 3,292,212 SH   SOLE   3,292,212 0 0
VERTEX ENERGY INC COM 92534K107 364 37,500 SH   SOLE   37,500 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 45,842 484,178 SH   SOLE   484,178 0 0
VIACOM INC NEW CL B 92553P201 100,362 1,157,182 SH   SOLE   1,157,182 0 0
VIAD CORP COM NEW 92552R406 229 9,600 SH   SOLE   9,600 0 0
VIEWPOINT FINL GROUP INC MD COM 92672A101 635 23,592 SH   SOLE   23,592 0 0
VINCE HLDG CORP COM 92719W108 1,648 45,000 SH   SOLE   45,000 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 942 4,449 SH   SOLE   4,449 0 0
VIRTUSA CORP COM 92827P102 2,455 68,579 SH   SOLE   68,579 0 0
VISA INC COM CL A 92826C839 13,793 65,459 SH   SOLE   65,459 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 9,809 633,247 SH   SOLE   633,247 0 0
VISTEON CORP COM NEW 92839U206 12,393 127,748 SH   SOLE   127,748 0 0
VITESSE SEMICONDUCTOR CORP COM NEW 928497304 128 37,000 SH   SOLE   37,000 0 0
VITESSE SEMICONDUCTOR CORP DBCV 8.000% 6/1 928497AE6 3,380 3,189,000 PRN   SOLE   3,189,000 0 0
VIVUS INC COM 928551100 202 37,899 SH   SOLE   37,899 0 0
VMWARE INC CL A COM 928563402 7,752 80,073 SH   SOLE   80,073 0 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 301 9,000 SH   SOLE   9,000 0 0
VONAGE HLDGS CORP COM 92886T201 1,250 333,464 SH   SOLE   333,464 0 0
VORNADO RLTY TR SH BEN INT 929042109 14,123 132,324 SH   SOLE   132,324 0 0
VOXX INTL CORP CL A 91829F104 173 18,378 SH   SOLE   18,378 0 0
VOYA FINL INC COM 929089100 451 12,400 SH   SOLE   12,400 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 741 76,410 SH   SOLE   76,410 0 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 414 22,288 SH   SOLE   22,288 0 0
VOYA RISK MANAGED NAT RES FD COM 92913C106 967 84,094 SH   SOLE   84,094 0 0
VSE CORP COM 918284100 218 3,100 SH   SOLE   3,100 0 0
VULCAN MATLS CO COM 929160109 625 9,800 SH   SOLE   9,800 0 0
W & T OFFSHORE INC COM 92922P106 1,563 95,465 SH   SOLE   95,465 0 0
WABASH NATL CORP COM 929566107 520 36,457 SH   SOLE   36,457 0 0
WABCO HLDGS INC COM 92927K102 52,414 490,673 SH   SOLE   490,673 0 0
WABTEC CORP COM 929740108 7,121 86,220 SH   SOLE   86,220 0 0
WADDELL & REED FINL INC CL A 930059100 23,996 383,390 SH   SOLE   383,390 0 0
WAGEWORKS INC COM 930427109 2,037 42,251 SH   SOLE   42,251 0 0
WALGREEN CO COM 931422109 99,169 1,337,776 SH   SOLE   1,337,776 0 0
WAL-MART STORES INC COM 931142103 73,119 974,010 SH   SOLE   974,010 0 0
WARREN RES INC COM 93564A100 397 64,103 SH   SOLE   64,103 0 0
WASHINGTON FED INC COM 938824109 3,729 166,262 SH   SOLE   166,262 0 0
WASHINGTON PRIME GROUP INC COM 939647103 8,637 460,887 SH   SOLE   460,887 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 658 25,308 SH   SOLE   25,308 0 0
WASTE CONNECTIONS INC COM 941053100 2,629 54,144 SH   SOLE   54,144 0 0
WASTE MGMT INC DEL COM 94106L109 21,809 487,570 SH   SOLE   487,570 0 0
WATERS CORP COM 941848103 2,287 21,900 SH   SOLE   21,900 0 0
WATERSTONE FINL INC MD COM 94188P101 241 21,100 SH   SOLE   21,100 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 377 6,100 SH   SOLE   6,100 0 0
WAUSAU PAPER CORP COM 943315101 265 24,497 SH   SOLE   24,497 0 0
WD-40 CO COM 929236107 933 12,400 SH   SOLE   12,400 0 0
WEB COM GROUP INC COM 94733A104 3,370 116,741 SH   SOLE   116,741 0 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 30,484 28,275,000 PRN   SOLE   28,275,000 0 0
WEBMD HEALTH CORP COM 94770V102 1,876 38,849 SH   SOLE   38,849 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 9,376 9,075,000 PRN   SOLE   9,075,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 3,010 2,850,000 PRN   SOLE   2,850,000 0 0
WEBSTER FINL CORP CONN COM 947890109 8,311 263,503 SH   SOLE   263,503 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 999 49,551 SH   SOLE   49,551 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 936 28,500 SH   SOLE   28,500 0 0
WEIS MKTS INC COM 948849104 214 4,676 SH   SOLE   4,676 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 32,133 430,388 SH   SOLE   430,388 0 0
WELLPOINT INC COM 94973V107 209,478 1,946,639 SH   SOLE   1,946,639 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 41,995 27,325,000 PRN   SOLE   27,325,000 0 0
WELLS FARGO & CO NEW COM 949746101 304,634 5,795,928 SH   SOLE   5,795,928 0 0
WELLS FARGO ADV GLB DIV OPP COM 94987C103 1,343 158,207 SH   SOLE   158,207 0 0
WELLS FARGO ADVANTAGE INCOME COM SHS 94987B105 146 15,306 SH   SOLE   15,306 0 0
WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 2,195 147,328 SH   SOLE   147,328 0 0
WENDYS CO COM 95058W100 1,396 163,700 SH   SOLE   163,700 0 0
WERNER ENTERPRISES INC COM 950755108 6,548 247,008 SH   SOLE   247,008 0 0
WESBANCO INC COM 950810101 450 14,499 SH   SOLE   14,499 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 554 27,739 SH   SOLE   27,739 0 0
WESCO INTL INC COM 95082P105 2,343 27,119 SH   SOLE   27,119 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 15,356 5,000,000 PRN   SOLE   5,000,000 0 0
WESTAR ENERGY INC COM 95709T100 4,679 122,522 SH   SOLE   122,522 0 0
WESTELL TECHNOLOGIES INC CL A 957541105 223 90,900 SH   SOLE   90,900 0 0
WESTERN ALLIANCE BANCORP COM 957638109 4,126 173,372 SH   SOLE   173,372 0 0
WESTERN ASSET GLB HI INCOME COM 95766B109 331 25,722 SH   SOLE   25,722 0 0
WESTERN ASSET GLOBAL CP DEFI COM 95790C107 2,143 114,663 SH   SOLE   114,663 0 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 386 63,208 SH   SOLE   63,208 0 0
WESTERN ASSET INCOME FD COM 95766T100 511 36,796 SH   SOLE   36,796 0 0
WESTERN ASSET INVT GRADE DEF COM 95790A101 310 14,563 SH   SOLE   14,563 0 0
WESTERN ASSET MGD HI INCM FD COM 95766L107 259 44,576 SH   SOLE   44,576 0 0
WESTERN ASSET MUN HI INCM FD COM 95766N103 364 49,343 SH   SOLE   49,343 0 0
WESTERN ASSET WORLDWIDE INCO COM 957668106 879 66,868 SH   SOLE   66,868 0 0
WESTERN ASST MN PRT FD INC COM 95766P108 206 14,016 SH   SOLE   14,016 0 0
WESTERN DIGITAL CORP COM 958102105 282,867 3,064,643 SH   SOLE   3,064,643 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 595 7,781 SH   SOLE   7,781 0 0
WESTERN REFNG INC COM 959319104 134,709 3,587,448 SH   SOLE   3,587,448 0 0
WESTERN UN CO COM 959802109 546 31,491 SH   SOLE   31,491 0 0
WESTLAKE CHEM CORP COM 960413102 32,867 392,390 SH   SOLE   392,390 0 0
WESTMORELAND COAL CO COM 960878106 755 20,800 SH   SOLE   20,800 0 0
WET SEAL INC CL A 961840105 359 395,020 SH   SOLE   395,020 0 0
WEX INC COM 96208T104 444 4,234 SH   SOLE   4,234 0 0
WEYERHAEUSER CO COM 962166104 20,988 634,273 SH   SOLE   634,273 0 0
WGL HLDGS INC COM 92924F106 2,691 62,444 SH   SOLE   62,444 0 0
WHIRLPOOL CORP COM 963320106 64,576 463,840 SH   SOLE   463,840 0 0
WHITEWAVE FOODS CO COM CL A 966244105 13,133 405,725 SH   SOLE   405,725 0 0
WHITING PETE CORP NEW COM 966387102 95,273 1,187,203 SH   SOLE   1,187,203 0 0
WHOLE FOODS MKT INC COM 966837106 3,439 89,037 SH   SOLE   89,037 0 0
WIDEPOINT CORP COM 967590100 408 232,100 SH   SOLE   232,100 0 0
WILEY JOHN & SONS INC CL A 968223206 1,303 21,500 SH   SOLE   21,500 0 0
WILLBROS GROUP INC DEL COM 969203108 7,042 570,241 SH   SOLE   570,241 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 2,155 15,691 SH   SOLE   15,691 0 0
WILLIAMS COS INC DEL COM 969457100 3,867 66,440 SH   SOLE   66,440 0 0
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 602 11,080 SH   SOLE   11,080 0 0
WILLIAMS SONOMA INC COM 969904101 10,128 141,095 SH   SOLE   141,095 0 0
WILSHIRE BANCORP INC COM 97186T108 810 78,833 SH   SOLE   78,833 0 0
WINNEBAGO INDS INC COM 974637100 249 9,904 SH   SOLE   9,904 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 214 13,942 SH   SOLE   13,942 0 0
WINTRUST FINL CORP COM 97650W108 11,436 248,604 SH   SOLE   248,604 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 32,737 2,753,315 SH   SOLE   2,753,315 0 0
WISCONSIN ENERGY CORP COM 976657106 12,685 270,355 SH   SOLE   270,355 0 0
WISDOMTREE INVTS INC COM 97717P104 465 37,638 SH   SOLE   37,638 0 0
WL ROSS HLDG CORP UNIT 99/99/9999 92939D203 35,535 3,450,000 SH   SOLE   3,450,000 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,269 48,712 SH   SOLE   48,712 0 0
WORKDAY INC CL A 98138H101 2,047 22,778 SH   SOLE   22,778 0 0
WORLD ACCEP CORP DEL COM 981419104 1,153 15,185 SH   SOLE   15,185 0 0
WORLD FUEL SVCS CORP COM 981475106 1,511 30,688 SH   SOLE   30,688 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,093 91,625 SH   SOLE   91,625 0 0
WORTHINGTON INDS INC COM 981811102 34,435 800,065 SH   SOLE   800,065 0 0
WPX ENERGY INC COM 98212B103 9,306 389,200 SH   SOLE   389,200 0 0
WSFS FINL CORP COM 929328102 345 4,688 SH   SOLE   4,688 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 38,792 512,306 SH   SOLE   512,306 0 0
WYNN RESORTS LTD COM 983134107 28,758 138,555 SH   SOLE   138,555 0 0
XCEL ENERGY INC COM 98389B100 12,606 391,139 SH   SOLE   391,139 0 0
XCERRA CORP COM 98400J108 482 53,000 SH   SOLE   53,000 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 386 27,653 SH   SOLE   27,653 0 0
XEROX CORP COM 984121103 47,807 3,842,976 SH   SOLE   3,842,976 0 0
XILINX INC COM 983919101 41,554 878,344 SH   SOLE   878,344 0 0
XOMA CORP DEL COM 98419J107 191 41,544 SH   SOLE   41,544 0 0
XPO LOGISTICS INC COM 983793100 5,951 207,920 SH   SOLE   207,920 0 0
XYLEM INC COM 98419M100 234 6,000 SH   SOLE   6,000 0 0
YAHOO INC COM 984332106 224,966 6,403,822 SH   SOLE   6,403,822 0 0
YAMANA GOLD INC COM 98462Y100 269 32,700 SH   SOLE   32,700 0 0
YELP INC CL A 985817105 5,035 65,660 SH   SOLE   65,660 0 0
YOU ON DEMAND HLDGS INC COM NEW 98741R207 153 56,700 SH   SOLE   56,700 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 10,486 373,023 SH   SOLE   373,023 0 0
YUM BRANDS INC COM 988498101 5,882 72,434 SH   SOLE   72,434 0 0
ZAGG INC COM 98884U108 1,235 227,400 SH   SOLE   227,400 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 3,169 38,500 SH   SOLE   38,500 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 1,248 82,131 SH   SOLE   82,131 0 0
ZHONE TECHNOLOGIES INC NEW COM NEW 98950P884 446 143,897 SH   SOLE   143,897 0 0
ZILLOW INC CL A 98954A107 3,307 23,135 SH   SOLE   23,135 0 0
ZIMMER HLDGS INC COM 98956P102 68,796 662,388 SH   SOLE   662,388 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 503 124,900 SH   SOLE   124,900 0 0
ZIX CORP COM 98974P100 142 41,400 SH   SOLE   41,400 0 0
ZOETIS INC CL A 98978V103 1,406 43,573 SH   SOLE   43,573 0 0
ZOGENIX INC COM 98978L105 303 150,700 SH   SOLE   150,700 0 0
ZULILY INC CL A 989774104 450 11,000 SH   SOLE   11,000 0 0
ZWEIG FD COM NEW 989834205 240 15,320 SH   SOLE   15,320 0 0
ZYNGA INC CL A 98986T108 1,054 328,400 SH   SOLE   328,400 0 0