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
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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
3-D SYS CORP DEL COM NEW 88554D205 1,790 33,546 SH   SOLE   31,346 0 0
3M CO COM 88579Y101 46,632 502,227 SH   SOLE   470,027 0 0
8X8 INC NEW COM 282914100 391 52,952 SH   SOLE   33,952 0 0
AAON INC COM PAR $0.004 000360206 356 17,049 SH   SOLE   14,749 0 0
AAR CORP COM 000361105 1 46 SH   SOLE   46 0 0
AAR CORP NOTE 1.750% 2/0 000361AH8 2,867 2,860,000 PRN   SOLE   0 0 0
AASTROM BIOSCIENCES INC COM NEW 00253U305 21 16,500 SH   SOLE   16,500 0 0
ABAXIS INC COM 002567105 352 9,478 SH   SOLE   5,578 0 0
ABBOTT LABS COM 002824100 141,130 2,154,659 SH   SOLE   2,002,859 0 0
ABERCROMBIE & FITCH CO CL A 002896207 3,224 67,200 SH   SOLE   67,200 0 0
ABIOMED INC COM 003654100 237 17,635 SH   SOLE   11,235 0 0
ABRAXAS PETE CORP COM 003830106 127 58,200 SH   SOLE   0 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 371 14,472 SH   SOLE   8,972 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,891 81,064 SH   SOLE   76,664 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 477 102,474 SH   SOLE   74,074 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 563 22,429 SH   SOLE   15,629 0 0
ACCELRYS INC COM 00430U103 106 11,700 SH   SOLE   7,200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 89,307 1,342,963 SH   SOLE   1,244,663 0 0
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 295 8,793 SH   SOLE   8,793 0 0
ACCO BRANDS CORP COM 00081T108 2,265 308,633 SH   SOLE   306,433 0 0
ACCURAY INC COM 004397105 1,218 189,400 SH   SOLE   55,700 0 0
ACCURAY INC NOTE 3.750% 8/0 004397AB1 503 500,000 PRN   SOLE   0 0 0
ACE LTD SHS H0023R105 58,903 738,128 SH   SOLE   665,528 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 91 21,180 SH   SOLE   21,180 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 305 38,045 SH   SOLE   25,245 0 0
ACI WORLDWIDE INC COM 004498101 740 16,947 SH   SOLE   12,447 0 0
ACME PACKET INC COM 004764106 363 16,400 SH   SOLE   16,400 0 0
ACTIVISION BLIZZARD INC COM 00507V109 10,303 970,144 SH   SOLE   970,144 0 0
ACTUANT CORP CL A NEW 00508X203 3,676 131,698 SH   SOLE   131,698 0 0
ACTUATE CORP COM 00508B102 2,328 415,630 SH   SOLE   185,230 0 0
ACUITY BRANDS INC COM 00508Y102 12,712 187,681 SH   SOLE   162,781 0 0
ACXIOM CORP COM 005125109 3,107 177,958 SH   SOLE   156,808 0 0
ADAMS EXPRESS CO COM 006212104 213 20,073 SH   SOLE   20,073 0 0
ADOBE SYS INC COM 00724F101 801 21,253 SH   SOLE   21,253 0 0
ADTRAN INC COM 00738A106 7,506 384,129 SH   SOLE   384,129 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 33,504 463,076 SH   SOLE   426,176 0 0
ADVANCED ENERGY INDS COM 007973100 7,384 534,668 SH   SOLE   365,768 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,436 598,200 SH   SOLE   598,200 0 0
ADVENT CLAY CONV SEC INC FD COM 007639107 1,851 285,583 SH   SOLE   285,583 0 0
ADVENT CLAYMORE CV SECS & IN COM 00764C109 311 19,303 SH   SOLE   19,303 0 0
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 604 66,423 SH   SOLE   66,423 0 0
ADVISORY BRD CO COM 00762W107 487 10,401 SH   SOLE   7,901 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 23,475 986,347 SH   SOLE   986,347 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 288 11,338 SH   SOLE   8,538 0 0
AEROPOSTALE COM 007865108 21,523 1,654,372 SH   SOLE   1,654,372 0 0
AES CORP COM 00130H105 11,998 1,121,303 SH   SOLE   1,082,703 0 0
AETNA INC NEW COM 00817Y108 13,963 301,573 SH   SOLE   301,573 0 0
AFC ENTERPRISES INC COM 00104Q107 274 10,473 SH   SOLE   5,273 0 0
AFFORDABLE RESIDENTIAL CMNTY NOTE 7.500% 8/1 00828UAB9 1,147 975,000 PRN   SOLE   0 0 0
AFFYMAX INC COM 00826A109 3,237 170,362 SH   SOLE   99,062 0 0
AFFYMETRIX INC COM 00826T108 2,166 683,429 SH   SOLE   590,529 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 1,582 1,925,000 PRN   SOLE   0 0 0
AFLAC INC COM 001055102 10,205 192,117 SH   SOLE   191,117 0 0
AGCO CORP COM 001084102 10,559 214,961 SH   SOLE   214,961 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 5,075 4,000,000 PRN   SOLE   0 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,136 52,185 SH   SOLE   52,185 0 0
AGILYSYS INC COM 00847J105 144 17,234 SH   SOLE   10,234 0 0
AGL RES INC COM 001204106 1,676 41,931 SH   SOLE   41,931 0 0
AGNICO EAGLE MINES LTD COM 008474108 1,070 20,400 SH   SOLE   20,400 0 0
AGREE REALTY CORP COM 008492100 2,340 87,347 SH   SOLE   59,555 0 0
AIR METHODS CORP COM PAR $.06 009128307 1,159 31,407 SH   SOLE   24,207 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 1,231 307,100 SH   SOLE   200,900 0 0
AIRCASTLE LTD COM G0129k104 19,810 1,579,710 SH   SOLE   1,282,210 0 0
AIRGAS INC COM 009363102 1,317 14,430 SH   SOLE   14,430 0 0
AK STL HLDG CORP COM 001547108 32,511 7,067,643 SH   SOLE   6,899,943 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 28,780 703,500 SH   SOLE   703,500 0 0
AKORN INC COM 009728106 410 30,663 SH   SOLE   19,463 0 0
ALASKA AIR GROUP INC COM 011659109 36,015 835,819 SH   SOLE   796,869 0 0
ALBANY INTL CORP CL A 012348108 8,549 376,926 SH   SOLE   290,326 0 0
ALBANY MOLECULAR RESH INC COM 012423109 179 18,142 SH   SOLE   18,142 0 0
ALBEMARLE CORP COM 012653101 9,433 151,857 SH   SOLE   151,857 0 0
ALCOA INC COM 013817101 3,707 427,100 SH   SOLE   424,400 0 0
ALCOA INC NOTE 5.250% 3/1 013817AT8 25,892 18,020,000 PRN   SOLE   0 0 0
ALEXANDERS INC COM 014752109 268 811 SH   SOLE   211 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2,080 30,000 SH   SOLE   30,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,550 48,500 SH   SOLE   48,500 0 0
ALIGN TECHNOLOGY INC COM 016255101 366 13,205 SH   SOLE   13,205 0 0
ALLEGHANY CORP DEL COM 017175100 537 1,600 SH   SOLE   1,600 0 0
ALLEGIANT TRAVEL CO COM 01748X102 738 10,058 SH   SOLE   7,758 0 0
ALLERGAN INC COM 018490102 4,509 49,155 SH   SOLE   49,155 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 815 5,633 SH   SOLE   5,633 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 4.750% 5/1 018581AC2 26,079 8,500,000 PRN   SOLE   0 0 0
ALLIANCE ONE INTL INC COM 018772103 49 13,439 SH   SOLE   13,439 0 0
ALLIANCE ONE INTL INC NOTE 5.500% 7/1 018772AQ6 10,071 10,250,000 PRN   SOLE   0 0 0
ALLIANT ENERGY CORP COM 018802108 6,201 141,217 SH   SOLE   141,217 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 32,599 526,123 SH   SOLE   526,123 0 0
ALLIED NEVADA GOLD CORP COM 019344100 472 15,673 SH   SOLE   15,673 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 21,847 277,248 SH   SOLE   277,248 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 9,041 959,781 SH   SOLE   959,781 0 0
ALLSTATE CORP COM 020002101 29,326 730,051 SH   SOLE   672,751 0 0
ALMOST FAMILY INC COM 020409108 1,167 57,600 SH   SOLE   46,300 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 648 35,494 SH   SOLE   19,294 0 0
ALON USA ENERGY INC COM 020520102 481 26,592 SH   SOLE   19,692 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 55,199 5,667,200 SH   SOLE   5,060,800 0 0
ALTERA CORP COM 021441100 684 19,849 SH   SOLE   19,849 0 0
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 33,272 1,180,285 SH   SOLE   1,129,908 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 225 2,600 SH   SOLE   2,600 0 0
ALTRA HOLDINGS INC COM 02208R106 942 42,700 SH   SOLE   19,800 0 0
ALTRIA GROUP INC COM 02209S103 55,841 1,777,254 SH   SOLE   1,613,854 0 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 274 23,000 SH   SOLE   23,000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 613 41,700 SH   SOLE   18,200 0 0
AMAZON COM INC COM 023135106 7,893 31,430 SH   SOLE   31,430 0 0
AMC NETWORKS INC CL A 00164V103 1,010 20,400 SH   SOLE   20,400 0 0
AMDOCS LTD ORD G02602103 9,412 276,917 SH   SOLE   276,917 0 0
AMEDISYS INC COM 023436108 7,099 629,900 SH   SOLE   464,000 0 0
AMERCO COM 023586100 1,177 9,285 SH   SOLE   6,485 0 0
AMEREN CORP COM 023608102 16,513 537,523 SH   SOLE   537,523 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 44,981 1,943,858 SH   SOLE   1,673,958 0 0
AMERICAN ASSETS TR INC COM 024013104 406 14,529 SH   SOLE   6,529 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,383 29,981 SH   SOLE   29,981 0 0
AMERICAN CAP LTD COM 02503Y103 82,312 6,859,307 SH   SOLE   6,859,307 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 3,455 119,400 SH   SOLE   119,400 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 37,340 1,820,597 SH   SOLE   1,820,597 0 0
AMERICAN ELEC PWR INC COM 025537101 51,544 1,207,689 SH   SOLE   1,113,889 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 302 24,747 SH   SOLE   24,747 0 0
AMERICAN EXPRESS CO COM 025816109 2,784 48,440 SH   SOLE   48,440 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 36,704 928,755 SH   SOLE   928,755 0 0
AMERICAN GREETINGS CORP CL A 026375105 31,821 1,884,004 SH   SOLE   1,883,504 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 23,231 658,111 SH   SOLE   593,611 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 480 15,116 SH   SOLE   11,916 0 0
AMERICAN RLTY CAP TR INC COM 02917L101 1,878 162,600 SH   SOLE   114,800 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 2,165 33,200 SH   SOLE   14,300 0 0
AMERICAN SOFTWARE INC CL A 029683109 117 15,031 SH   SOLE   8,831 0 0
AMERICAN STS WTR CO COM 029899101 4,936 102,868 SH   SOLE   71,268 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 127 48,600 SH   SOLE   48,600 0 0
AMERICAN TOWER CORP NEW COM 03027X100 25,344 327,988 SH   SOLE   303,788 0 0
AMERICAN VANGUARD CORP COM 030371108 1,160 37,323 SH   SOLE   14,623 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,237 87,181 SH   SOLE   87,181 0 0
AMERICAS CAR MART INC COM 03062T105 914 22,561 SH   SOLE   10,961 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 258 6,652 SH   SOLE   6,652 0 0
AMERIPRISE FINL INC COM 03076C106 95,452 1,524,054 SH   SOLE   1,463,154 0 0
AMERIS BANCORP COM 03076K108 128 10,223 SH   SOLE   5,701 0 0
AMERISAFE INC COM 03071H100 455 16,715 SH   SOLE   12,115 0 0
AMERISOURCEBERGEN CORP COM 03073E105 16,630 385,135 SH   SOLE   385,135 0 0
AMERISTAR CASINOS INC COM 03070Q101 11,697 445,763 SH   SOLE   394,018 0 0
AMETEK INC NEW COM 031100100 2,038 54,250 SH   SOLE   54,250 0 0
AMGEN INC COM 031162100 148,168 1,716,497 SH   SOLE   1,595,497 0 0
AMKOR TECHNOLOGY INC COM 031652100 425 99,979 SH   SOLE   86,279 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 569 49,287 SH   SOLE   45,987 0 0
AMSURG CORP COM 03232P405 2,522 84,053 SH   SOLE   78,453 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 51 15,900 SH   SOLE   0 0 0
AMTRUST FINANCIAL SERVICES I COM 032359309 767 26,749 SH   SOLE   26,749 0 0
ANADARKO PETE CORP COM 032511107 3,812 51,305 SH   SOLE   51,305 0 0
ANALOG DEVICES INC COM 032654105 4,877 115,955 SH   SOLE   115,955 0 0
ANALOGIC CORP COM PAR $0.05 032657207 3,915 52,696 SH   SOLE   25,596 0 0
ANDERSONS INC COM 034164103 14,763 344,120 SH   SOLE   283,100 0 0
ANDINA ACQUISITION CORP COM G0440W100 4,910 495,000 SH   SOLE   495,000 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 201 6,400 SH   SOLE   6,400 0 0
ANIXTER INTL INC COM 035290105 10,233 159,943 SH   SOLE   156,343 0 0
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 344 300,000 PRN   SOLE   0 0 0
ANN INC COM 035623107 6,406 189,289 SH   SOLE   162,289 0 0
ANNALY CAP MGMT INC COM 035710409 10,489 747,045 SH   SOLE   670,145 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 4,977 4,900,000 PRN   SOLE   0 0 0
ANSYS INC COM 03662Q105 384 5,700 SH   SOLE   5,700 0 0
ANTARES PHARMA INC COM 036642106 357 93,631 SH   SOLE   62,931 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 73 11,242 SH   SOLE   11,242 0 0
AOL INC COM 00184X105 7,158 241,733 SH   SOLE   238,933 0 0
APACHE CORP COM 037411105 2,851 36,323 SH   SOLE   36,323 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 3,412 126,100 SH   SOLE   126,100 0 0
APOGEE ENTERPRISES INC COM 037598109 5,926 247,237 SH   SOLE   165,837 0 0
APOLLO GROUP INC CL A 037604105 23,661 1,131,044 SH   SOLE   1,131,044 0 0
APOLLO INVT CORP COM 03761U106 2,201 263,302 SH   SOLE   202,992 0 0
APPLE INC COM 037833100 275,967 517,732 SH   SOLE   470,332 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 9,195 218,877 SH   SOLE   194,377 0 0
APPLIED MATLS INC COM 038222105 11,668 1,019,953 SH   SOLE   1,019,953 0 0
APRICUS BIOSCIENCES INC COM 03832V109 29 14,649 SH   SOLE   8,149 0 0
ARBITRON INC COM 03875Q108 21,543 461,497 SH   SOLE   461,497 0 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 11,164 10,690,000 PRN   SOLE   0 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 1 40 SH   SOLE   40 0 0
ARCH CAP GROUP LTD ORD G0450A105 2,592 58,886 SH   SOLE   58,886 0 0
ARCH COAL INC COM 039380100 1,461 199,600 SH   SOLE   183,500 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 48,123 1,756,960 SH   SOLE   1,691,460 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 3,721 3,700,000 PRN   SOLE   0 0 0
ARCTIC CAT INC COM 039670104 7,539 225,787 SH   SOLE   168,387 0 0
ARENA PHARMACEUTICALS INC COM 040047102 2,385 264,365 SH   SOLE   224,065 0 0
ARES CAP CORP COM 04010L103 10,002 571,531 SH   SOLE   571,531 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 9,894 294,561 SH   SOLE   186,320 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 1,220 63,598 SH   SOLE   60,898 0 0
ARKANSAS BEST CORP DEL COM 040790107 2,791 292,211 SH   SOLE   260,811 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 1,169 180,700 SH   SOLE   127,600 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 8,103 159,723 SH   SOLE   159,723 0 0
ARQULE INC COM 04269E107 512 183,500 SH   SOLE   94,200 0 0
ARRAY BIOPHARMA INC COM 04269X105 1,800 483,918 SH   SOLE   190,918 0 0
ARRIS GROUP INC COM 04269Q100 18,344 1,227,835 SH   SOLE   1,204,635 0 0
ARROW ELECTRS INC COM 042735100 19,926 523,276 SH   SOLE   523,276 0 0
ARTHROCARE CORP COM 043136100 2,653 76,700 SH   SOLE   34,600 0 0
ARUBA NETWORKS INC COM 043176106 579 27,900 SH   SOLE   27,900 0 0
ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 469 500,000 PRN   SOLE   0 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 9,738 304,019 SH   SOLE   295,919 0 0
ASCENA RETAIL GROUP INC COM 04351G101 12,353 668,074 SH   SOLE   668,074 0 0
ASCENT CAP GROUP INC COM SER A 043632108 518 8,363 SH   SOLE   4,863 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 5,788 550,699 SH   SOLE   534,699 0 0
ASHLAND INC NEW COM 044209104 531 6,600 SH   SOLE   6,600 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 7,113 221,726 SH   SOLE   221,726 0 0
ASPEN TECHNOLOGY INC COM 045327103 2,252 81,481 SH   SOLE   18,781 0 0
ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 666 68,300 SH   SOLE   50,100 0 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 28 24,175 SH   SOLE   24,175 0 0
ASSOCIATED BANC CORP COM 045487105 15,156 1,155,157 SH   SOLE   1,155,157 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 9,002 558,411 SH   SOLE   509,411 0 0
ASSURANT INC COM 04621X108 75,468 2,174,866 SH   SOLE   2,139,666 0 0
ASSURED GUARANTY LTD COM G0585R106 4,140 290,946 SH   SOLE   290,946 0 0
ASTEC INDS INC COM 046224101 257 7,703 SH   SOLE   7,703 0 0
ASTORIA FINL CORP COM 046265104 1,523 162,718 SH   SOLE   133,218 0 0
AT&T INC COM 00206R102 178,435 5,293,239 SH   SOLE   4,807,739 0 0
ATHENAHEALTH INC COM 04685W103 503 6,842 SH   SOLE   6,842 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 1,223 107,000 SH   SOLE   75,600 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 641 191,430 SH   SOLE   191,430 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 803 18,113 SH   SOLE   14,613 0 0
ATLAS ENERGY LP COM UNITS LP 04930A104 1,099 31,631 SH   SOLE   31,631 0 0
ATMI INC COM 00207R101 1,111 53,213 SH   SOLE   23,313 0 0
ATMOS ENERGY CORP COM 049560105 1,259 35,839 SH   SOLE   35,839 0 0
ATWOOD OCEANICS INC COM 050095108 1,359 29,689 SH   SOLE   29,689 0 0
AUTODESK INC COM 052769106 3,677 104,014 SH   SOLE   104,014 0 0
AUTOLIV INC COM 052800109 18,811 279,134 SH   SOLE   279,134 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 4,957 86,944 SH   SOLE   86,944 0 0
AUTONATION INC COM 05329W102 1,187 29,890 SH   SOLE   29,890 0 0
AUTOZONE INC COM 053332102 12,509 35,293 SH   SOLE   35,293 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 2,409 130,000 SH   SOLE   45,400 0 0
AV HOMES INC COM 00234P102 1 80 SH   SOLE   80 0 0
AV HOMES INC NOTE 7.500% 2/1 00234PAB8 8,241 8,020,000 PRN   SOLE   0 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 18,854 595,500 SH   SOLE   513,200 0 0
AVALONBAY CMNTYS INC COM 053484101 11,830 87,251 SH   SOLE   80,751 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 2,619 2,580,000 PRN   SOLE   0 0 0
AVEO PHARMACEUTICALS INC COM 053588109 177 22,000 SH   SOLE   9,100 0 0
AVERY DENNISON CORP COM 053611109 46,278 1,325,270 SH   SOLE   1,224,570 0 0
AVIS BUDGET GROUP COM 053774105 883 44,573 SH   SOLE   33,873 0 0
AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 26,003 18,920,000 PRN   SOLE   0 0 0
AVISTA CORP COM 05379B107 2,021 83,828 SH   SOLE   68,728 0 0
AVNET INC COM 053807103 44,794 1,463,384 SH   SOLE   1,410,284 0 0
AVON PRODS INC COM 054303102 521 36,300 SH   SOLE   36,300 0 0
AVX CORP NEW COM 002444107 465 43,100 SH   SOLE   43,100 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 12 23,177 SH   SOLE   23,177 0 0
AXIS CAPITAL HOLDINGS INV SHS G0692U109 39,275 1,133,800 SH   SOLE   998,100 0 0
AZZ INC COM 002474104 919 23,916 SH   SOLE   17,616 0 0
B & G FOODS INC NEW COM 05508R106 799 28,236 SH   SOLE   19,736 0 0
B/E AEROSPACE INC COM 073302101 3,977 80,500 SH   SOLE   80,500 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 262 10,000 SH   SOLE   10,000 0 0
BAIDU INC SPON ADR REP A 056752108 1,244 12,400 SH   SOLE   12,400 0 0
BAKER HUGHES INC COM 057224107 490 12,000 SH   SOLE   12,000 0 0
BALCHEM CORP COM 057665200 290 7,958 SH   SOLE   5,058 0 0
BALL CORP COM 058498106 7,661 171,200 SH   SOLE   171,200 0 0
BALLY TECHNOLOGIES INC COM 05874B107 773 17,300 SH   SOLE   17,300 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 16,298 938,273 SH   SOLE   777,473 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 4,023 141,192 SH   SOLE   121,328 0 0
BANCORPSOUTH INC COM 059692103 195 13,400 SH   SOLE   8,700 0 0
BANCTRUST FINANCIAL GP COM 05978R107 3,077 1,106,829 SH   SOLE   1,106,829 0 0
BANK HAWAII CORP COM 062540109 3,908 88,721 SH   SOLE   88,721 0 0
BANK MONTREAL QUE COM 063671101 1,201 19,600 SH   SOLE   19,600 0 0
BANK MUTUAL CORP NEW COM 063750103 189 15,931 SH   SOLE   15,931 0 0
BANK NEW YORK MELLON CORP COM 064058100 24,193 941,347 SH   SOLE   856,547 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 555 9,586 SH   SOLE   9,586 0 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 2,271 2,000 SH   SOLE   2,000 0 0
BANK OF AMERICA CORPORATION COM 060505104 90,894 7,835,654 SH   SOLE   7,077,554 0 0
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BANNER CORP COM NEW 06652V208 2,090 68,012 SH   SOLE   45,112 0 0
BARD C R INC COM 067383109 4,311 44,111 SH   SOLE   44,111 0 0
BARNES & NOBLE INC COM 067774109 597 39,588 SH   SOLE   39,588 0 0
BARNES GROUP INC COM 067806109 3,993 177,767 SH   SOLE   159,467 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 220 5,787 SH   SOLE   3,687 0 0
BARRICK GOLD CORP COM 067901108 942 26,900 SH   SOLE   26,900 0 0
BAXTER INTL INC COM 071813109 9,235 138,532 SH   SOLE   138,532 0 0
BB&T CORP COM 054937107 12,760 438,347 SH   SOLE   394,347 0 0
BBCN BANCORP INC COM 073295107 472 40,797 SH   SOLE   29,497 0 0
BCE INC COM NEW 05534B760 391 9,100 SH   SOLE   9,100 0 0
BEACON ROOFING SUPPLY INC COM 073685109 818 24,567 SH   SOLE   16,767 0 0
BEAM INC COM 073730103 3,012 49,300 SH   SOLE   49,300 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 8,043 476,194 SH   SOLE   372,054 0 0
BEAZER HOMES USA INC UNIT 99/99/9999 07556Q709 837 29,250 SH   SOLE   29,250 0 0
BEBE STORES INC COM 075571109 1,216 304,785 SH   SOLE   236,685 0 0
BECTON DICKINSON & CO COM 075887109 16,375 209,425 SH   SOLE   202,725 0 0
BED BATH & BEYOND INC COM 075896100 11,785 210,782 SH   SOLE   210,782 0 0
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BELO CORP COM SER A 080555105 461 60,116 SH   SOLE   41,416 0 0
BEMIS INC COM 081437105 2,014 60,200 SH   SOLE   60,200 0 0
BENCHMARK ELECTRS INC COM 08160H101 2,705 162,747 SH   SOLE   127,647 0 0
BERKLEY W R CORP COM 084423102 1,362 36,099 SH   SOLE   36,099 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 57,367 639,540 SH   SOLE   603,540 0 0
BERRY PETE CO CL A 085789105 1,674 49,900 SH   SOLE   45,200 0 0
BEST BUY INC COM 086516101 30,968 2,613,370 SH   SOLE   2,522,970 0 0
BGC PARTNERS INC CL A 05541T101 1,320 381,571 SH   SOLE   264,271 0 0
BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 1,660 1,800,000 PRN   SOLE   0 0 0
BGS ACQUISITION CORP SH G1082J100 7,790 799,000 SH   SOLE   799,000 0 0
BIG LOTS INC COM 089302103 28,747 1,010,077 SH   SOLE   1,010,077 0 0
BIGLARI HLDGS INC COM 08986R101 4,758 12,200 SH   SOLE   6,760 0 0
BIOGEN IDEC INC COM 09062X103 40,956 279,242 SH   SOLE   279,242 0 0
BIOLASE INC COM 090911108 97 52,407 SH   SOLE   45,779 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,720 116,140 SH   SOLE   116,140 0 0
BIOMED REALTY TRUST INC COM 09063H107 2,847 147,295 SH   SOLE   147,295 0 0
BIOMIMETIC THERAPEUTICS INC COM 09064X101 12,289 1,697,407 SH   SOLE   1,691,607 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 1,343 46,814 SH   SOLE   25,514 0 0
BIOSCRIP INC COM 09069N108 686 63,679 SH   SOLE   54,179 0 0
BLACK BOX CORP DEL COM 091826107 2,506 102,972 SH   SOLE   65,604 0 0
BLACK HILLS CORP COM 092113109 1,976 54,375 SH   SOLE   41,275 0 0
BLACKROCK CORE BD TR SHS BEN INT 09249E101 1,734 116,352 SH   SOLE   116,352 0 0
BLACKROCK CREDIT ALL INC TR COM 092508100 5,740 418,040 SH   SOLE   418,040 0 0
BLACKROCK ENH CAP & INC FD I COM 09256A109 1,809 145,637 SH   SOLE   145,637 0 0
BLACKROCK ENHANCED EQT DIV T COM 09251A104 5,947 828,209 SH   SOLE   828,209 0 0
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 3,988 302,086 SH   SOLE   302,086 0 0
BLACKROCK INC COM 09247X101 5,195 25,134 SH   SOLE   25,134 0 0
BLACKROCK INCOME OPP TRUST I COM 092475102 1,787 157,562 SH   SOLE   157,562 0 0
BLACKROCK INTL GRWTH & INC T COM BENE INTER 092524107 3,992 543,106 SH   SOLE   543,106 0 0
BLACKROCK KELSO CAPITAL CORP COM 092533108 12,618 1,254,267 SH   SOLE   925,967 0 0
BLOCK H & R INC COM 093671105 7,848 422,597 SH   SOLE   422,597 0 0
BLUCORA INC COM 095229100 4,919 313,097 SH   SOLE   180,897 0 0
BLUE WOLF MONGOLIA HOLDINGS SHS G11962100 6,461 650,000 SH   SOLE   650,000 0 0
BLUEGREEN CORP COM 096231105 4,196 447,293 SH   SOLE   447,293 0 0
BMC SOFTWARE INC COM 055921100 24,454 616,600 SH   SOLE   616,600 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 249 10,012 SH   SOLE   10,012 0 0
BOB EVANS FARMS INC COM 096761101 5,745 142,916 SH   SOLE   110,099 0 0
BOEING CO COM 097023105 7,322 97,156 SH   SOLE   97,156 0 0
BOFI HLDG INC COM 05566U108 201 7,211 SH   SOLE   3,911 0 0
BOISE INC COM 09746Y105 4,301 540,991 SH   SOLE   331,191 0 0
BOK FINL CORP COM NEW 05561Q201 1,149 21,100 SH   SOLE   21,100 0 0
BON-TON STORES INC COM 09776J101 149 12,262 SH   SOLE   8,162 0 0
BORGWARNER INC COM 099724106 1,090 15,222 SH   SOLE   15,222 0 0
BOSTON BEER INC CL A 100557107 960 7,143 SH   SOLE   6,043 0 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 6,191 5,657,000 PRN   SOLE   0 0 0
BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 368 123,800 SH   SOLE   123,800 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 611 67,825 SH   SOLE   56,125 0 0
BOSTON PROPERTIES INC COM 101121101 13,399 126,636 SH   SOLE   116,136 0 0
BOSTON SCIENTIFIC CORP COM 101137107 24,315 4,243,400 SH   SOLE   3,780,900 0 0
BOYD GAMING CORP COM 103304101 1,230 185,213 SH   SOLE   182,513 0 0
BPZ RESOURCES INC COM 055639108 230 73,000 SH   SOLE   0 0 0
BRADY CORP CL A 104674106 574 17,200 SH   SOLE   16,300 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 6,209 509,384 SH   SOLE   480,084 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 453 33,700 SH   SOLE   6,400 0 0
BRE PROPERTIES INC CL A 05564E106 750 14,750 SH   SOLE   14,750 0 0
BRINKER INTL INC COM 109641100 19,468 628,210 SH   SOLE   628,210 0 0
BRINKS CO COM 109696104 1,027 36,003 SH   SOLE   30,403 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 14,228 436,570 SH   SOLE   436,570 0 0
BRISTOW GROUP INC COM 110394103 12,022 224,049 SH   SOLE   203,049 0 0
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BROADCOM CORP CL A 111320107 5,651 170,161 SH   SOLE   170,161 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 10,786 471,417 SH   SOLE   471,417 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 73,148 13,723,821 SH   SOLE   13,723,821 0 0
BROOKDALE SR LIVING INC COM 112463104 749 29,600 SH   SOLE   29,600 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1,023 27,900 SH   SOLE   27,900 0 0
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BROOKLINE BANCORP INC DEL COM 11373M107 417 49,000 SH   SOLE   43,400 0 0
BROOKS AUTOMATION INC COM 114340102 1,131 140,496 SH   SOLE   117,896 0 0
BROWN & BROWN INC COM 115236101 4,560 179,098 SH   SOLE   179,098 0 0
BROWN FORMAN CORP CL B 115637209 6,852 108,328 SH   SOLE   108,328 0 0
BROWN SHOE INC NEW COM 115736100 11,278 613,931 SH   SOLE   416,831 0 0
BRUNSWICK CORP COM 117043109 1,351 46,455 SH   SOLE   46,455 0 0
BSQUARE CORP COM NEW 11776U300 32 10,800 SH   SOLE   6,000 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 246 5,416 SH   SOLE   5,416 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 1,195 41,620 SH   SOLE   35,520 0 0
BUCKLE INC COM 118440106 5,381 120,541 SH   SOLE   120,541 0 0
BUFFALO WILD WINGS INC COM 119848109 296 4,066 SH   SOLE   2,766 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 66 11,859 SH   SOLE   11,859 0 0
BUNGE LIMITED COM G16962105 30,479 419,300 SH   SOLE   342,100 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 1,240 19,610 SH   SOLE   19,610 0 0
CA INC COM 12673P105 58,460 2,659,700 SH   SOLE   2,493,400 0 0
CABELAS INC COM 126804301 1,010 24,202 SH   SOLE   22,102 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 3,281 219,600 SH   SOLE   219,600 0 0
CABOT CORP COM 127055101 10,935 274,829 SH   SOLE   274,829 0 0
CABOT OIL & GAS CORP COM 127097103 33,715 677,830 SH   SOLE   635,230 0 0
CACI INTL INC CL A 127190304 14,427 262,175 SH   SOLE   261,475 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 2,361 174,764 SH   SOLE   174,764 0 0
CADENCE DESIGN SYSTEM INC NOTE 1.500%12/1 127387AF5 499 500,000 PRN   SOLE   0 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 21,773 11,825,000 PRN   SOLE   0 0 0
CAESARS ENTMT CORP COM 127686103 217 31,400 SH   SOLE   31,400 0 0
CAL DIVE INTL INC DEL COM 12802T101 43 25,000 SH   SOLE   25,000 0 0
CAL MAINE FOODS INC COM NEW 128030202 282 7,001 SH   SOLE   5,301 0 0
CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 271 22,335 SH   SOLE   22,335 0 0
CALAMP CORP COM 128126109 91 10,949 SH   SOLE   6,749 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 534 29,100 SH   SOLE   19,700 0 0
CALIX INC COM 13100M509 2,700 351,100 SH   SOLE   154,700 0 0
CALLAWAY GOLF CO COM 131193104 446 68,541 SH   SOLE   68,541 0 0
CALLIDUS SOFTWARE INC COM 13123E500 77 16,900 SH   SOLE   16,900 0 0
CALLON PETE CO DEL COM 13123X102 641 136,400 SH   SOLE   132,900 0 0
CALPINE CORP COM NEW 131347304 495 27,325 SH   SOLE   27,325 0 0
CAMAC ENERGY INC COM 131745101 7 11,900 SH   SOLE   0 0 0
CAMBREX CORP COM 132011107 3,294 289,499 SH   SOLE   283,899 0 0
CAMDEN PPTY TR SH BEN INT 133131102 11,320 165,963 SH   SOLE   165,963 0 0
CAMECO CORP COM 13321L108 4,366 221,400 SH   SOLE   221,400 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 2,010 35,601 SH   SOLE   35,601 0 0
CAMPBELL SOUP CO COM 134429109 10,460 299,804 SH   SOLE   299,804 0 0
CAMPUS CREST CMNTYS INC COM 13466Y105 3,752 306,000 SH   SOLE   174,700 0 0
CANADIAN NAT RES LTD COM 136385101 505 17,500 SH   SOLE   17,500 0 0
CANTEL MEDICAL CORP COM 138098108 848 28,529 SH   SOLE   13,129 0 0
CAPELLA EDUCATION COMPANY COM 139594105 1,691 59,898 SH   SOLE   30,998 0 0
CAPITAL ONE FINL CORP COM 14040H105 35,084 605,622 SH   SOLE   562,822 0 0
CAPITAL SR LIVING CORP COM 140475104 373 19,932 SH   SOLE   16,732 0 0
CAPITALSOURCE INC COM 14055X102 2,946 388,633 SH   SOLE   388,633 0 0
CAPITOL FED FINL INC COM 14057J101 1,116 95,500 SH   SOLE   95,500 0 0
CAPLEASE INC COM 140288101 563 101,037 SH   SOLE   94,137 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,098 95,704 SH   SOLE   74,057 0 0
CARBO CERAMICS INC COM 140781105 2,010 25,660 SH   SOLE   25,660 0 0
CARDINAL HEALTH INC COM 14149Y108 32,047 778,227 SH   SOLE   736,227 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 134 10,700 SH   SOLE   5,600 0 0
CAREER EDUCATION CORP COM 141665109 23,360 6,636,482 SH   SOLE   5,781,030 0 0
CAREFUSION CORP COM 14170T101 5,739 200,800 SH   SOLE   200,800 0 0
CARIBOU COFFEE INC COM 142042209 739 45,643 SH   SOLE   18,443 0 0
CARLISLE COS INC COM 142339100 3,420 58,200 SH   SOLE   58,200 0 0
CARMAX INC COM 143130102 6,585 175,400 SH   SOLE   175,400 0 0
CARMIKE CINEMAS INC COM 143436400 1,634 108,900 SH   SOLE   69,200 0 0
CARNIVAL CORP PAIRED CTF 143658300 2,515 68,400 SH   SOLE   68,400 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 4,271 82,716 SH   SOLE   82,716 0 0
CARTER INC COM 146229109 17,960 322,734 SH   SOLE   322,734 0 0
CASCADE CORP COM 147195101 38,844 604,108 SH   SOLE   589,151 0 0
CASELLA WASTE SYS INC CL A 147448104 71 16,100 SH   SOLE   10,100 0 0
CASEYS GEN STORES INC COM 147528103 1,075 20,244 SH   SOLE   20,244 0 0
CATAMARAN CORP COM 148887102 13,351 283,396 SH   SOLE   283,396 0 0
CATERPILLAR INC DEL COM 149123101 2,956 33,000 SH   SOLE   33,000 0 0
CATHAY GENERAL BANCORP COM 149150104 685 35,137 SH   SOLE   35,137 0 0
CATO CORP NEW CL A 149205106 9,317 339,653 SH   SOLE   243,054 0 0
CAVIUM INC COM 14964U108 964 30,900 SH   SOLE   30,900 0 0
CBIZ INC COM 124805102 83 14,100 SH   SOLE   10,400 0 0
CBL & ASSOC PPTYS INC COM 124830100 3,048 143,699 SH   SOLE   143,699 0 0
CBOE HLDGS INC COM 12503M108 507 17,200 SH   SOLE   17,200 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 201 22,636 SH   SOLE   22,636 0 0
CBRE GROUP INC CL A 12504L109 326 16,400 SH   SOLE   16,400 0 0
CBS CORP NEW CL B 124857202 14,006 368,093 SH   SOLE   323,493 0 0
CEC ENTMT INC COM 125137109 286 8,609 SH   SOLE   8,609 0 0
CELADON GROUP INC COM 150838100 479 26,500 SH   SOLE   7,600 0 0
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CELGENE CORP COM 151020104 17,910 227,520 SH   SOLE   171,320 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 456 68,015 SH   SOLE   46,015 0 0
CELSION CORPORATION COM NEW 15117N305 505 61,635 SH   SOLE   43,735 0 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 4,100 3,600,000 PRN   SOLE   0 0 0
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CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 3,176 2,900,000 PRN   SOLE   0 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 72 7,292 SH   SOLE   7,292 0 0
CENOVUS ENERGY INC COM 15135U109 245 7,300 SH   SOLE   7,300 0 0
CENTENE CORP DEL COM 15135B101 601 14,661 SH   SOLE   14,661 0 0
CENTERPOINT ENERGY INC COM 15189T107 5,041 261,892 SH   SOLE   261,892 0 0
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 577 184,840 SH   SOLE   184,840 0 0
CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 2,625 5,000,000 PRN   SOLE   0 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,284 122,900 SH   SOLE   122,900 0 0
CENTRAL GARDEN & PET CO COM 153527106 6,217 620,419 SH   SOLE   620,419 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 177 25,664 SH   SOLE   25,664 0 0
CENTRAL SECS CORP COM 155123102 509 25,451 SH   SOLE   25,451 0 0
CENTURY ALUM CO COM 156431108 2,269 259,000 SH   SOLE   221,700 0 0
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CEPHEID COM 15670R107 381 11,265 SH   SOLE   11,265 0 0
CEREPLAST INC COM NEW 156732307 7 315,790 SH   SOLE   315,790 0 0
CERNER CORP COM 156782104 1,824 23,496 SH   SOLE   23,496 0 0
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CEVA INC COM 157210105 687 43,613 SH   SOLE   15,413 0 0
CF INDS HLDGS INC COM 125269100 116,030 571,128 SH   SOLE   531,928 0 0
CH ENERGY GROUP INC COM 12541M102 40,441 620,065 SH   SOLE   613,365 0 0
CHARLES RIV LABS INTL INC COM 159864107 15,366 410,100 SH   SOLE   410,100 0 0
CHART ACQUISITION CORP UNIT 99/99/9999 161151204 14,925 1,492,500 SH   SOLE   1,492,500 0 0
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CHECK POINT SOFTWARE TECH LT ORD M22465104 729 15,300 SH   SOLE   15,300 0 0
CHECKPOINT SYS INC COM 162825103 176 16,400 SH   SOLE   16,400 0 0
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CHENIERE ENERGY INC COM NEW 16411R208 527 28,088 SH   SOLE   28,088 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 371 17,460 SH   SOLE   17,460 0 0
CHESAPEAKE ENERGY CORP COM 165167107 3,478 209,282 SH   SOLE   209,282 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 3,803 182,157 SH   SOLE   115,057 0 0
CHESAPEAKE UTILS CORP COM 165303108 521 11,472 SH   SOLE   7,472 0 0
CHEVRON CORP NEW COM 166764100 191,650 1,772,237 SH   SOLE   1,617,437 0 0
CHICOS FAS INC COM 168615102 33,213 1,799,200 SH   SOLE   1,799,200 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 21,549 486,549 SH   SOLE   462,207 0 0
CHIMERA INVT CORP COM 16934Q109 899 344,530 SH   SOLE   344,530 0 0
CHINA GENGSHENG MINERALS INC COM 16942P101 13 42,935 SH   SOLE   42,935 0 0
CHINA GROWTH EQUITY INV LTD SHS G2114K107 5,015 500,000 SH   SOLE   500,000 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 23,353 397,700 SH   SOLE   355,600 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 8,979 78,135 SH   SOLE   78,135 0 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 957 58,764 SH   SOLE   58,764 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 505 1,698 SH   SOLE   1,698 0 0
CHIQUITA BRANDS INTL INC COM 170032809 9,150 1,109,083 SH   SOLE   810,056 0 0
CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 2,013 2,300,000 PRN   SOLE   0 0 0
CHUBB CORP COM 171232101 11,303 150,063 SH   SOLE   109,963 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1,910 59,053 SH   SOLE   59,053 0 0
CHURCH & DWIGHT INC COM 171340102 16,927 315,982 SH   SOLE   315,982 0 0
CHURCHILL DOWNS INC COM 171484108 557 8,375 SH   SOLE   4,175 0 0
CIBER INC COM 17163B102 58 17,380 SH   SOLE   17,380 0 0
CIENA CORP COM NEW 171779309 2,025 128,990 SH   SOLE   128,090 0 0
CIGNA CORPORATION COM 125509109 14,656 274,156 SH   SOLE   274,156 0 0
CIMAREX ENERGY CO COM 171798101 2,923 50,640 SH   SOLE   50,640 0 0
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CIRCOR INTL INC COM 17273K109 1,318 33,300 SH   SOLE   11,400 0 0
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CISCO SYS INC COM 17275R102 73,975 3,764,629 SH   SOLE   3,415,929 0 0
CITIGROUP INC COM NEW 172967424 40,314 1,019,052 SH   SOLE   953,082 0 0
CITIZENS INC CL A 174740100 148 13,364 SH   SOLE   8,164 0 0
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CLECO CORP NEW COM 12561W105 2,111 52,753 SH   SOLE   52,753 0 0
CLOROX CO DEL COM 189054109 6,018 82,195 SH   SOLE   82,195 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 4,485 232,000 SH   SOLE   132,400 0 0
CME GROUP INC COM 12572Q105 7,401 145,947 SH   SOLE   145,947 0 0
CMS ENERGY CORP COM 125896100 506 20,769 SH   SOLE   20,769 0 0
CNO FINL GROUP INC COM 12621E103 6,445 690,772 SH   SOLE   596,672 0 0
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CNOOC LTD SPONSORED ADR 126132109 11,704 53,200 SH   SOLE   48,500 0 0
COACH INC COM 189754104 14,480 260,855 SH   SOLE   260,855 0 0
COBALT INTL ENERGY INC COM 19075F106 1,411 57,467 SH   SOLE   57,467 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 18,538 18,275,000 PRN   SOLE   0 0 0
COCA COLA BOTTLING CO CONS COM 191098102 874 13,137 SH   SOLE   3,537 0 0
COCA COLA CO COM 191216100 88,730 2,447,735 SH   SOLE   2,232,335 0 0
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ENSIGN GROUP INC COM 29358P101 1,884 69,300 SH   SOLE   25,500 0 0
ENSTAR GROUP LIMITED SHS G3075P101 420 3,755 SH   SOLE   2,555 0 0
ENTEGRIS INC COM 29362U104 3,513 382,650 SH   SOLE   280,350 0 0
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ENZON PHARMACEUTICALS INC COM 293904108 1 176 SH   SOLE   176 0 0
ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 5,447 5,400,000 PRN   SOLE   0 0 0
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EQT CORP COM 26884L109 217 3,682 SH   SOLE   3,682 0 0
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EQUITY ONE COM 294752100 503 23,954 SH   SOLE   23,954 0 0
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ESSEX PPTY TR INC COM 297178105 1,279 8,722 SH   SOLE   8,722 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 3,064 48,169 SH   SOLE   47,469 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 407 15,821 SH   SOLE   4,521 0 0
EURONET WORLDWIDE INC COM 298736109 383 16,243 SH   SOLE   13,643 0 0
EVEREST RE GROUP LTD COM G3223R108 73,157 665,370 SH   SOLE   590,070 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 154 18,987 SH   SOLE   10,987 0 0
EXACT SCIENCES CORP COM 30063P105 685 64,707 SH   SOLE   42,007 0 0
EXCO RESOURCES INC COM 269279402 1,090 161,000 SH   SOLE   161,000 0 0
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EXELON CORP COM 30161N101 3,733 125,521 SH   SOLE   125,521 0 0
EXIDE TECHNOLOGIES COM NEW 302051206 2,957 864,523 SH   SOLE   864,523 0 0
EXIDE TECHNOLOGIES FRNT 9/1 302051AL1 1,814 1,950,000 PRN   SOLE   0 0 0
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EXPEDIA INC DEL COM NEW 30212P303 59,328 965,473 SH   SOLE   965,473 0 0
EXPONENT INC COM 30214U102 2,877 51,540 SH   SOLE   21,767 0 0
EXPRESS INC COM 30219E103 1,316 87,194 SH   SOLE   17,994 0 0
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EZCORP INC CL A NON VTG 302301106 2,571 129,460 SH   SOLE   126,760 0 0
F M C CORP COM NEW 302491303 4,713 80,544 SH   SOLE   80,544 0 0
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FACEBOOK INC CL A 30303M102 674 25,300 SH   SOLE   25,300 0 0
FACTSET RESH SYS INC COM 303075105 2,537 28,808 SH   SOLE   28,808 0 0
FAIR ISAAC CORP COM 303250104 13,553 322,463 SH   SOLE   312,663 0 0
FAMILY DLR STORES INC COM 307000109 7,471 117,816 SH   SOLE   117,816 0 0
FASTENAL CO COM 311900104 1,332 28,535 SH   SOLE   28,535 0 0
FBL FINL GROUP INC CL A 30239F106 467 13,641 SH   SOLE   9,441 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 354 10,883 SH   SOLE   7,283 0 0
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FEDERAL SIGNAL CORP COM 313855108 73 18,320 SH   SOLE   18,320 0 0
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FEI CO COM 30241L109 387 6,987 SH   SOLE   5,087 0 0
FELCOR LODGING TR INC COM 31430F101 1,858 397,810 SH   SOLE   381,110 0 0
FERRO CORP COM 315405100 3,449 825,000 SH   SOLE   568,300 0 0
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FIDELITY NATIONAL FINANCIAL CL A 31620R105 13,594 577,241 SH   SOLE   577,241 0 0
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FIFTH & PAC COS INC COM 316645100 1,432 115,000 SH   SOLE   84,800 0 0
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FIFTH THIRD BANCORP COM 316773100 71,222 4,688,725 SH   SOLE   4,363,225 0 0
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FIRST BUSEY CORP COM 319383105 92 19,712 SH   SOLE   12,212 0 0
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FIRST CTZNS BANCSHARES INC N CL A 31946M103 703 4,300 SH   SOLE   4,300 0 0
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FIRST FINL BANKSHARES COM 32020R109 1,086 27,850 SH   SOLE   20,350 0 0
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FIRST REP BK SAN FRANCISCO C COM 33616C100 642 19,600 SH   SOLE   19,600 0 0
FIRST SOLAR INC COM 336433107 10,345 335,000 SH   SOLE   335,000 0 0
FIRST TR ENHANCED EQTY INC F COM 337318109 979 82,722 SH   SOLE   82,722 0 0
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FLAGSTAR BANCORP INC COM PAR .001 337930705 923 47,557 SH   SOLE   40,457 0 0
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FLUOR CORP NEW COM 343412102 6,772 115,287 SH   SOLE   100,187 0 0
FMC TECHNOLOGIES INC COM 30249U101 397 9,264 SH   SOLE   9,264 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 9,244 91,800 SH   SOLE   72,400 0 0
FOOT LOCKER INC COM 344849104 65,948 2,053,187 SH   SOLE   2,053,187 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 21,916 1,692,327 SH   SOLE   1,578,227 0 0
FOREST LABS INC COM 345838106 79,677 2,255,851 SH   SOLE   2,106,551 0 0
FOREST OIL CORP COM PAR $0.01 346091705 2,814 420,600 SH   SOLE   420,600 0 0
FORESTAR GROUP INC COM 346233109 274 15,800 SH   SOLE   3,900 0 0
FORMFACTOR INC COM 346375108 4,976 1,091,319 SH   SOLE   741,019 0 0
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FORWARD AIR CORP COM 349853101 215 6,130 SH   SOLE   3,330 0 0
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FOSTER WHEELER AG COM H27178104 17,434 716,863 SH   SOLE   716,863 0 0
FRANCESCAS HLDGS CORP COM 351793104 304 11,720 SH   SOLE   7,920 0 0
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FREDS INC CL A 356108100 11,764 883,872 SH   SOLE   628,934 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 7,236 211,586 SH   SOLE   211,586 0 0
FREIGHTCAR AMER INC COM 357023100 1,249 55,700 SH   SOLE   35,100 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 26,534 1,006,989 SH   SOLE   764,510 0 0
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FRONTIER COMMUNICATIONS CORP COM 35906A108 1,211 282,900 SH   SOLE   282,900 0 0
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FULLER H B CO COM 359694106 728 20,915 SH   SOLE   14,315 0 0
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G & K SVCS INC CL A 361268105 9,512 278,535 SH   SOLE   207,048 0 0
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GALENA BIOPHARMA COM 363256108 946 618,600 SH   SOLE   600,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1,720 49,634 SH   SOLE   49,634 0 0
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GANNETT INC COM 364730101 32,840 1,823,414 SH   SOLE   1,823,414 0 0
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GARMIN LTD SHS H2906T109 2,200 53,900 SH   SOLE   53,900 0 0
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GLOBAL CASH ACCESS HLDGS INC COM 378967103 2,255 287,628 SH   SOLE   149,528 0 0
GLOBAL EAGLE ACQUISITION COR *W EXP 05/13/201 37951D110 1,183 1,680,000 SH   SOLE   1,680,000 0 0
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GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 14,646 1,172,639 SH   SOLE   1,094,739 0 0
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GOOGLE INC CL A 38259P508 110,623 155,946 SH   SOLE   139,646 0 0
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GT ADVANCED TECHNOLOGIES INC COM 36191U106 715 236,907 SH   SOLE   201,507 0 0
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HEINZ H J CO COM 423074103 7,251 125,710 SH   SOLE   125,710 0 0
HELEN OF TROY CORP LTD COM G4388N106 7,551 226,152 SH   SOLE   183,052 0 0
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HNI CORP COM 404251100 921 30,652 SH   SOLE   27,052 0 0
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HOLOGIC INC COM 436440101 417 20,800 SH   SOLE   20,800 0 0
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HOME PROPERTIES INC COM 437306103 3,874 63,194 SH   SOLE   63,194 0 0
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HORACE MANN EDUCATORS CORP N COM 440327104 21,067 1,055,466 SH   SOLE   772,374 0 0
HORMEL FOODS CORP COM 440452100 19,535 625,933 SH   SOLE   625,933 0 0
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HOST HOTELS & RESORTS INC COM 44107P104 8,818 562,709 SH   SOLE   512,109 0 0
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HUNTINGTON INGALLS INDS INC COM 446413106 988 22,800 SH   SOLE   22,800 0 0
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HUTCHINSON TECHNOLOGY INC NOTE 8.500% 1/1 448407AG1 227 380,000 PRN   SOLE   0 0 0
HYATT HOTELS CORP COM CL A 448579102 432 11,200 SH   SOLE   11,200 0 0
HYDE PK ACQUISITION CORP II COM 448640102 14,220 1,390,000 SH   SOLE   1,390,000 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 4,520 92,624 SH   SOLE   69,599 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 62,156 1,314,075 SH   SOLE   1,314,075 0 0
ICF INTL INC COM 44925C103 306 13,068 SH   SOLE   9,768 0 0
ICICI BK LTD ADR 45104G104 22,214 509,387 SH   SOLE   502,387 0 0
ICU MED INC COM 44930G107 8,855 145,336 SH   SOLE   91,836 0 0
IDACORP INC COM 451107106 754 17,384 SH   SOLE   17,384 0 0
IDENIX PHARMACEUTICALS INC COM 45166R204 766 157,934 SH   SOLE   154,134 0 0
IDEX CORP COM 45167R104 270 5,800 SH   SOLE   5,800 0 0
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IMATION CORP COM 45245A107 164 35,175 SH   SOLE   35,175 0 0
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ING GLBL ADV & PREM OPP FUND COM 44982N109 163 14,400 SH   SOLE   14,400 0 0
ING GLOBAL EQTY DIV & PREM O COM 45684E107 1,114 128,530 SH   SOLE   128,530 0 0
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INGRAM MICRO INC CL A 457153104 31,676 1,872,097 SH   SOLE   1,872,097 0 0
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INTEGRATED DEVICE TECHNOLOGY COM 458118106 405 55,488 SH   SOLE   55,488 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 117 12,974 SH   SOLE   7,674 0 0
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INTERMEC INC COM 458786100 34,039 3,452,184 SH   SOLE   3,359,384 0 0
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INTERNATIONAL BUSINESS MACHS COM 459200101 78,438 409,489 SH   SOLE   361,889 0 0
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INTUIT COM 461202103 3,242 54,483 SH   SOLE   54,483 0 0
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ION GEOPHYSICAL CORP COM 462044108 250 38,400 SH   SOLE   28,300 0 0
IPG PHOTONICS CORP COM 44980X109 256 3,843 SH   SOLE   3,843 0 0
IRON MTN INC COM 462846106 592 19,070 SH   SOLE   19,070 0 0
ISIS PHARMACEUTICALS INC COM 464330109 625 59,710 SH   SOLE   40,310 0 0
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ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 5,678 344,957 SH   SOLE   210,357 0 0
ITC HLDGS CORP COM 465685105 580 7,537 SH   SOLE   7,537 0 0
ITRON INC COM 465741106 12,884 289,200 SH   SOLE   289,200 0 0
ITT CORP NEW COM NEW 450911201 27,033 1,152,318 SH   SOLE   1,152,318 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 13,961 806,536 SH   SOLE   806,536 0 0
IXIA COM 45071R109 687 40,444 SH   SOLE   26,144 0 0
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JAKKS PAC INC COM 47012E106 5,840 466,479 SH   SOLE   430,850 0 0
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JARDEN CORP COM 471109108 8,762 169,481 SH   SOLE   169,481 0 0
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JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,249 70,315 SH   SOLE   30,415 0 0
JOHN HANCOCK HDG EQ & INC FD COM 47804L102 1,402 91,876 SH   SOLE   91,876 0 0
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KADANT INC COM 48282T104 2,589 97,659 SH   SOLE   86,159 0 0
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KANSAS CITY SOUTHERN COM NEW 485170302 5,213 62,451 SH   SOLE   62,451 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 283 12,746 SH   SOLE   8,446 0 0
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KB HOME COM 48666K109 7,846 496,585 SH   SOLE   478,985 0 0
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KERYX BIOPHARMACEUTICALS INC COM 492515101 109 41,500 SH   SOLE   41,500 0 0
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KEYCORP NEW COM 493267108 100,967 11,991,319 SH   SOLE   11,332,519 0 0
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LIFE TECHNOLOGIES CORP COM 53217V109 17,998 366,700 SH   SOLE   361,700 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 7,526 199,377 SH   SOLE   199,377 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 269 12,979 SH   SOLE   8,579 0 0
LILLY ELI & CO COM 532457108 138,197 2,802,050 SH   SOLE   2,569,050 0 0
LIMELIGHT NETWORKS INC COM 53261M104 1,789 806,000 SH   SOLE   476,800 0 0
LIMITED BRANDS INC COM 532716107 2,525 53,660 SH   SOLE   53,660 0 0
LINCOLN EDL SVCS CORP COM 533535100 771 138,000 SH   SOLE   97,800 0 0
LINCOLN ELEC HLDGS INC COM 533900106 1,035 21,268 SH   SOLE   21,268 0 0
LINCOLN NATL CORP IND *W EXP 07/10/201 534187117 2,541 147,550 SH   SOLE   147,550 0 0
LINCOLN NATL CORP IND COM 534187109 48,555 1,874,700 SH   SOLE   1,696,500 0 0
LINDSAY CORP COM 535555106 264 3,300 SH   SOLE   700 0 0
LINEAR TECHNOLOGY CORP COM 535678106 754 21,983 SH   SOLE   21,983 0 0
LINKEDIN CORP COM CL A 53578A108 1,322 11,514 SH   SOLE   11,514 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 43 10,600 SH   SOLE   0 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 243 14,798 SH   SOLE   6,298 0 0
LIQUIDITY SERVICES INC COM 53635B107 432 10,581 SH   SOLE   7,181 0 0
LITHIA MTRS INC CL A 536797103 1,615 43,169 SH   SOLE   23,469 0 0
LITTELFUSE INC COM 537008104 642 10,400 SH   SOLE   6,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,313 141,000 SH   SOLE   99,500 0 0
LIVEPERSON INC COM 538146101 410 31,197 SH   SOLE   20,697 0 0
LKQ CORP COM 501889208 2,254 106,802 SH   SOLE   106,802 0 0
LML PMT SYS INC COM 50208P109 6,979 2,028,740 SH   SOLE   2,028,740 0 0
LOCKHEED MARTIN CORP COM 539830109 20,406 221,107 SH   SOLE   221,107 0 0
LOEWS CORP COM 540424108 46,857 1,149,862 SH   SOLE   1,077,462 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 1,653 30,246 SH   SOLE   16,346 0 0
LORILLARD INC COM 544147101 1,503 12,881 SH   SOLE   12,881 0 0
LOUISIANA PAC CORP COM 546347105 955 49,409 SH   SOLE   45,409 0 0
LOWES COS INC COM 548661107 75,020 2,112,056 SH   SOLE   2,001,156 0 0
LSB INDS INC COM 502160104 789 22,279 SH   SOLE   10,979 0 0
LSI CORPORATION COM 502161102 51,476 7,270,640 SH   SOLE   6,762,640 0 0
LTC PPTYS INC COM 502175102 10,731 304,950 SH   SOLE   228,963 0 0
LTX-CREDENCE CORP COM NEW 502403207 3,724 567,733 SH   SOLE   419,900 0 0
LUFKIN INDS INC COM 549764108 3,093 53,200 SH   SOLE   53,200 0 0
LULULEMON ATHLETICA INC COM 550021109 358 4,700 SH   SOLE   4,700 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1,247 23,605 SH   SOLE   17,105 0 0
LYDALL INC DEL COM 550819106 192 13,365 SH   SOLE   8,965 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 151,350 2,651,075 SH   SOLE   2,468,775 0 0
M & T BK CORP COM 55261F104 8,622 87,564 SH   SOLE   77,764 0 0
M D C HLDGS INC COM 552676108 3,098 84,279 SH   SOLE   67,579 0 0
M/I HOMES INC COM 55305B101 6,299 237,686 SH   SOLE   148,486 0 0
M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 4,160 3,250,000 PRN   SOLE   0 0 0
MACERICH CO COM 554382101 5,549 95,188 SH   SOLE   87,888 0 0
MACK CALI RLTY CORP COM 554489104 1,546 59,200 SH   SOLE   59,200 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 540 11,848 SH   SOLE   7,948 0 0
MACYS INC COM 55616P104 72,337 1,853,837 SH   SOLE   1,757,737 0 0
MADDEN STEVEN LTD COM 556269108 821 19,432 SH   SOLE   19,432 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 7,124 145,392 SH   SOLE   125,155 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 375 8,690 SH   SOLE   8,690 0 0
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 98 20,864 SH   SOLE   20,864 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 1,885 103,500 SH   SOLE   63,900 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 238 25,947 SH   SOLE   16,147 0 0
MAIDENFORM BRANDS INC COM 560305104 555 28,500 SH   SOLE   7,500 0 0
MAIN STREET CAPITAL CORP COM 56035L104 4,343 142,334 SH   SOLE   133,034 0 0
MAJESCO ENTERTAINMENT CO COM NEW 560690208 71 67,397 SH   SOLE   43,197 0 0
MANHATTAN ASSOCS INC COM 562750109 5,237 86,799 SH   SOLE   43,392 0 0
MANITOWOC INC COM 563571108 438 27,944 SH   SOLE   17,844 0 0
MANNKIND CORP COM 56400P201 458 198,241 SH   SOLE   179,241 0 0
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MANNKIND CORP NOTE 5.750% 8/1 56400PAC6 3,427 5,700,000 PRN   SOLE   0 0 0
MANPOWERGROUP INC COM 56418H100 25,541 601,826 SH   SOLE   601,826 0 0
MANULIFE FINL CORP COM 56501R106 1,120 82,400 SH   SOLE   82,400 0 0
MAP PHARMACEUTICALS INC COM 56509R108 178 11,300 SH   SOLE   9,200 0 0
MARATHON OIL CORP COM 565849106 79,001 2,576,694 SH   SOLE   2,389,594 0 0
MARATHON PETE CORP COM 56585A102 14,707 233,441 SH   SOLE   233,441 0 0
MARCHEX INC CL B 56624R108 83 20,200 SH   SOLE   13,700 0 0
MARKETAXESS HLDGS INC COM 57060D108 503 14,248 SH   SOLE   10,548 0 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 373 7,314 SH   SOLE   7,314 0 0
MARRIOTT INTL INC NEW CL A 571903202 9,609 257,828 SH   SOLE   246,328 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 4,497 107,924 SH   SOLE   60,524 0 0
MARSH & MCLENNAN COS INC COM 571748102 8,692 252,169 SH   SOLE   240,669 0 0
MARTHA STEWART LIVING OMNIME CL A 573083102 26 10,426 SH   SOLE   6,326 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 259 8,334 SH   SOLE   8,334 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 47,305 6,515,788 SH   SOLE   5,717,288 0 0
MASCO CORP COM 574599106 1,309 78,600 SH   SOLE   78,600 0 0
MASTEC INC COM 576323109 3,432 137,677 SH   SOLE   133,377 0 0
MASTEC INC NOTE 4.000% 6/1 576323AL3 5,354 3,250,000 PRN   SOLE   0 0 0
MASTEC INC NOTE 4.250%12/1 576323AM1 11,042 6,500,000 PRN   SOLE   0 0 0
MASTERCARD INC CL A 57636Q104 15,644 31,843 SH   SOLE   28,343 0 0
MATERION CORP COM 576690101 694 26,919 SH   SOLE   19,119 0 0
MATRIX SVC CO COM 576853105 1,346 117,000 SH   SOLE   90,700 0 0
MATTEL INC COM 577081102 15,472 422,502 SH   SOLE   407,302 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 16,725 568,867 SH   SOLE   528,167 0 0
MAXIMUS INC COM 577933104 3,423 54,142 SH   SOLE   29,970 0 0
MAXYGEN INC COM 577776107 40 16,300 SH   SOLE   11,000 0 0
MB FINANCIAL INC NEW COM 55264U108 454 22,997 SH   SOLE   10,897 0 0
MBIA INC COM 55262C100 92 11,675 SH   SOLE   11,675 0 0
MCCORMICK & CO INC COM NON VTG 579780206 13,761 216,614 SH   SOLE   216,614 0 0
MCDERMOTT INTL INC COM 580037109 22,481 2,040,000 SH   SOLE   2,040,000 0 0
MCDONALDS CORP COM 580135101 31,497 357,065 SH   SOLE   312,565 0 0
MCEWEN MNG INC COM 58039P107 234 61,048 SH   SOLE   3,600 0 0
MCG CAPITAL CORP COM 58047P107 4,252 924,400 SH   SOLE   746,700 0 0
MCGRATH RENTCORP COM 580589109 243 8,383 SH   SOLE   4,483 0 0
MCGRAW HILL COS INC COM 580645109 4,952 90,572 SH   SOLE   85,872 0 0
MCKESSON CORP COM 58155Q103 66,326 684,053 SH   SOLE   628,153 0 0
MCMORAN EXPLORATION CO COM 582411104 14,727 917,546 SH   SOLE   887,946 0 0
MDU RES GROUP INC COM 552690109 4,190 197,269 SH   SOLE   197,269 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 687 10,423 SH   SOLE   10,423 0 0
MEADOWBROOK INS GROUP INC COM 58319P108 1,269 219,579 SH   SOLE   192,979 0 0
MEADWESTVACO CORP COM 583334107 8,272 259,544 SH   SOLE   253,944 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 263 7,659 SH   SOLE   3,959 0 0
MECHEL OAO SPONSORED ADR 583840103 69 10,000 SH   SOLE   10,000 0 0
MEDALLION FINL CORP COM 583928106 151 12,891 SH   SOLE   7,891 0 0
MEDASSETS INC COM 584045108 534 31,839 SH   SOLE   16,439 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,221 185,671 SH   SOLE   142,171 0 0
MEDICINES CO COM 584688105 2,781 116,006 SH   SOLE   58,206 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 602 15,349 SH   SOLE   10,649 0 0
MEDIFAST INC COM 58470H101 3,982 150,903 SH   SOLE   72,303 0 0
MEDIVATION INC COM 58501N101 2,700 52,771 SH   SOLE   49,371 0 0
MEDLEY CAP CORP COM 58503F106 368 25,302 SH   SOLE   17,802 0 0
MEDTRONIC INC COM 585055106 27,650 674,073 SH   SOLE   575,073 0 0
MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 8,763 8,725,000 PRN   SOLE   0 0 0
MELA SCIENCES INC COM 55277R100 52 29,200 SH   SOLE   19,800 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 1,793 30,200 SH   SOLE   30,200 0 0
MEMC ELECTR MATLS INC COM 552715104 2,556 796,200 SH   SOLE   558,000 0 0
MEMSIC INC COM 586264103 430 128,839 SH   SOLE   128,839 0 0
MENS WEARHOUSE INC COM 587118100 1,532 49,153 SH   SOLE   49,153 0 0
MENTOR GRAPHICS CORP COM 587200106 4,072 239,259 SH   SOLE   189,859 0 0
MERCK & CO INC NEW COM 58933Y105 128,087 3,128,641 SH   SOLE   2,779,441 0 0
MERCURY GENL CORP NEW COM 589400100 337 8,500 SH   SOLE   8,500 0 0
MEREDITH CORP COM 589433101 203 5,900 SH   SOLE   3,800 0 0
MERGE HEALTHCARE INC COM 589499102 115 46,546 SH   SOLE   30,746 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 213 10,540 SH   SOLE   10,540 0 0
MERIT MED SYS INC COM 589889104 230 16,551 SH   SOLE   16,551 0 0
MERITAGE HOMES CORP COM 59001A102 1,066 28,548 SH   SOLE   19,848 0 0
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 3,502 3,500,000 PRN   SOLE   0 0 0
MERITOR INC COM 59001K100 3,546 749,578 SH   SOLE   519,478 0 0
METALICO INC COM 591176102 53 27,200 SH   SOLE   27,200 0 0
METALS USA HLDGS CORP COM 59132A104 5,466 312,507 SH   SOLE   144,707 0 0
METHODE ELECTRS INC COM 591520200 925 92,246 SH   SOLE   92,246 0 0
METLIFE INC COM 59156R108 3,538 107,420 SH   SOLE   107,420 0 0
METLIFE INC UNIT 99/99/9999 59156R116 1,928 43,382 SH   SOLE   43,382 0 0
METROPCS COMMUNICATIONS INC COM 591708102 42,025 4,227,848 SH   SOLE   4,029,548 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 333 1,722 SH   SOLE   1,722 0 0
MFA FINANCIAL INC COM 55272X102 1,088 134,117 SH   SOLE   134,117 0 0
MGE ENERGY INC COM 55277P104 1,670 32,778 SH   SOLE   20,778 0 0
MGIC INVT CORP WIS COM 552848103 3,849 1,446,993 SH   SOLE   1,113,393 0 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 12,110 16,000,000 PRN   SOLE   0 0 0
MGM RESORTS INTERNATIONAL COM 552953101 6,688 574,538 SH   SOLE   574,538 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 3,977 3,750,000 PRN   SOLE   0 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,322 25,900 SH   SOLE   25,900 0 0
MICREL INC COM 594793101 333 35,000 SH   SOLE   1,700 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 571 17,519 SH   SOLE   17,519 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 43,215 34,095,000 PRN   SOLE   0 0 0
MICRON TECHNOLOGY INC COM 595112103 15,978 2,516,227 SH   SOLE   2,516,227 0 0
MICRON TECHNOLOGY INC NOTE 1.500% 8/0 595112AQ6 465 500,000 PRN   SOLE   0 0 0
MICROS SYS INC COM 594901100 436 10,265 SH   SOLE   10,265 0 0
MICROSOFT CORP COM 594918104 134,112 5,017,296 SH   SOLE   4,566,996 0 0
MICROSTRATEGY INC CL A NEW 594972408 675 7,226 SH   SOLE   7,226 0 0
MID-AMER APT CMNTYS INC COM 59522J103 864 13,351 SH   SOLE   13,351 0 0
MIDDLEBY CORP COM 596278101 225 1,756 SH   SOLE   1,256 0 0
MIDWAY GOLD CORP COM 598153104 71 51,200 SH   SOLE   30,700 0 0
MILLER ENERGY RES INC COM 600527105 49 12,400 SH   SOLE   5,300 0 0
MILLER HERMAN INC COM 600544100 650 30,339 SH   SOLE   30,339 0 0
MILLER INDS INC TENN COM NEW 600551204 174 11,412 SH   SOLE   7,912 0 0
MINE SAFETY APPLIANCES CO COM 602720104 1,216 28,461 SH   SOLE   10,861 0 0
MINERALS TECHNOLOGIES INC COM 603158106 10,037 251,422 SH   SOLE   169,788 0 0
MINES MGMT INC COM 603432105 21 20,000 SH   SOLE   20,000 0 0
MIPS TECHNOLOGIES INC COM 604567107 20,469 2,617,564 SH   SOLE   2,617,564 0 0
MISTRAS GROUP INC COM 60649T107 356 14,436 SH   SOLE   9,136 0 0
MITCHAM INDS INC COM 606501104 2,021 148,300 SH   SOLE   108,500 0 0
MITEK SYS INC COM NEW 606710200 51 15,900 SH   SOLE   15,900 0 0
MKS INSTRUMENT INC COM 55306N104 24,529 951,479 SH   SOLE   931,579 0 0
MODINE MFG CO COM 607828100 2,650 325,900 SH   SOLE   177,100 0 0
MOHAWK INDS INC COM 608190104 11,291 124,800 SH   SOLE   124,800 0 0
MOLEX INC CL A 608554200 2,544 113,996 SH   SOLE   113,996 0 0
MOLEX INC COM 608554101 3,629 132,799 SH   SOLE   132,799 0 0
MOLINA HEALTHCARE INC COM 60855R100 517 19,100 SH   SOLE   13,300 0 0
MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 2,897 2,500,000 PRN   SOLE   0 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,317 30,786 SH   SOLE   30,786 0 0
MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 276 275,000 PRN   SOLE   0 0 0
MOLYCORP INC DEL COM 608753109 139 14,735 SH   SOLE   14,735 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 8,571 727,584 SH   SOLE   538,284 0 0
MONDELEZ INTL INC CL A 609207105 46,840 1,839,034 SH   SOLE   1,622,134 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 174 16,835 SH   SOLE   11,035 0 0
MONOLITHIC PWR SYS INC COM 609839105 361 16,200 SH   SOLE   12,800 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 433 27,088 SH   SOLE   10,988 0 0
MONSANTO CO NEW COM 61166W101 56,728 599,341 SH   SOLE   543,741 0 0
MONSTER BEVERAGE CORP COM 611740101 2,046 38,694 SH   SOLE   38,694 0 0
MONTGOMERY STR INCOME SECS I COM 614115103 348 20,597 SH   SOLE   20,597 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 9,588 419,435 SH   SOLE   268,944 0 0
MOODYS CORP COM 615369105 2,166 43,042 SH   SOLE   43,042 0 0
MORGAN STANLEY COM NEW 617446448 1,916 100,200 SH   SOLE   100,200 0 0
MORGAN STANLEY INCOME SEC INC 61745P874 848 45,960 SH   SOLE   45,960 0 0
MORGAN STANLEY EMER MKTS FD COM 61744G107 686 44,241 SH   SOLE   44,241 0 0
MOSAIC CO NEW COM 61945C103 11,829 208,891 SH   SOLE   178,791 0 0
MOSYS INC COM 619718109 41 11,700 SH   SOLE   5,300 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 13,570 243,707 SH   SOLE   243,707 0 0
MOVADO GROUP INC COM 624580106 9,074 295,765 SH   SOLE   208,765 0 0
MOVE INC COM NEW 62458M207 1,760 231,850 SH   SOLE   68,925 0 0
MSC INDL DIRECT INC CL A 553530106 3,308 43,879 SH   SOLE   43,879 0 0
MTS SYS CORP COM 553777103 802 15,753 SH   SOLE   7,553 0 0
MUELLER INDS INC COM 624756102 7,044 140,792 SH   SOLE   121,654 0 0
MUELLER WTR PRODS INC COM SER A 624758108 2,693 479,956 SH   SOLE   200,556 0 0
MULTI COLOR CORP COM 625383104 221 9,203 SH   SOLE   6,303 0 0
MULTIMEDIA GAMES HLDG CO INC COM 625453105 2,053 139,590 SH   SOLE   59,790 0 0
MURPHY OIL CORP COM 626717102 51,455 864,068 SH   SOLE   797,668 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 886 8,055 SH   SOLE   4,455 0 0
MYERS INDS INC COM 628464109 1,379 90,999 SH   SOLE   31,299 0 0
MYLAN INC COM 628530107 2,086 75,900 SH   SOLE   75,900 0 0
MYR GROUP INC DEL COM 55405W104 4,012 180,300 SH   SOLE   91,100 0 0
MYRIAD GENETICS INC COM 62855J104 8,315 305,122 SH   SOLE   305,122 0 0
NABORS INDUSTRIES LTD SHS G6359F103 44,572 3,084,600 SH   SOLE   2,742,900 0 0
NACCO INDS INC CL A 629579103 5,854 96,461 SH   SOLE   77,323 0 0
NANOMETRICS INC COM 630077105 364 25,225 SH   SOLE   15,325 0 0
NASDAQ OMX GROUP INC COM 631103108 513 20,531 SH   SOLE   20,531 0 0
NASH FINCH CO COM 631158102 3,999 187,942 SH   SOLE   154,068 0 0
NASH FINCH CO FRNT 1.631% 3/1 631158AD4 15,527 33,125,000 PRN   SOLE   0 0 0
NATIONAL FINL PARTNERS CORP COM 63607P208 188 10,953 SH   SOLE   8,753 0 0
NATIONAL FINL PARTNERS CORP NOTE 4.000% 6/1 63607PAC3 13,785 9,275,000 PRN   SOLE   0 0 0
NATIONAL FUEL GAS CO N J COM 636180101 811 16,000 SH   SOLE   16,000 0 0
NATIONAL HEALTH INVS INC COM 63633D104 2,813 49,756 SH   SOLE   35,681 0 0
NATIONAL OILWELL VARCO INC COM 637071101 14,255 208,554 SH   SOLE   208,554 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 8,839 948,362 SH   SOLE   636,462 0 0
NATIONAL PRESTO INDS INC COM 637215104 926 13,400 SH   SOLE   8,200 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 1,521 48,747 SH   SOLE   48,747 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 412 13,300 SH   SOLE   13,300 0 0
NAUTILUS MARINE ACQUISIT COR SHS Y6255E101 9,600 960,000 SH   SOLE   960,000 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 193 68,138 SH   SOLE   46,538 0 0
NAVIGANT CONSULTING INC COM 63935N107 2,800 250,906 SH   SOLE   221,306 0 0
NAVISTAR INTL CORP NEW COM 63934E108 10,365 476,100 SH   SOLE   476,100 0 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 4,935 5,375,000 PRN   SOLE   0 0 0
NBT BANCORP INC COM 628778102 8,687 428,550 SH   SOLE   298,850 0 0
NCI BUILDING SYS INC COM NEW 628852204 121 17,936 SH   SOLE   17,936 0 0
NCR CORP NEW COM 62886E108 24,486 960,990 SH   SOLE   960,990 0 0
NEENAH PAPER INC COM 640079109 2,458 86,343 SH   SOLE   75,643 0 0
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NELNET INC CL A 64031N108 14,386 482,897 SH   SOLE   314,551 0 0
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NETAPP INC COM 64110D104 10,188 303,661 SH   SOLE   303,661 0 0
NETAPP INC NOTE 1.750% 6/0 64110DAB0 42,780 37,900,000 PRN   SOLE   0 0 0
NETFLIX INC COM 64110L106 1,948 21,000 SH   SOLE   21,000 0 0
NETLIST INC COM 64118P109 14 19,500 SH   SOLE   13,900 0 0
NETSCOUT SYS INC COM 64115T104 2,367 91,076 SH   SOLE   47,976 0 0
NETSPEND HLDGS INC COM 64118V106 294 24,882 SH   SOLE   18,882 0 0
NETSUITE INC COM 64118Q107 577 8,572 SH   SOLE   8,572 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,396 186,600 SH   SOLE   59,300 0 0
NEUSTAR INC CL A 64126X201 1,064 25,369 SH   SOLE   25,369 0 0
NEW JERSEY RES COM 646025106 623 15,721 SH   SOLE   15,721 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,065 81,318 SH   SOLE   81,318 0 0
NEW YORK TIMES CO CL A 650111107 2,210 259,052 SH   SOLE   208,752 0 0
NEWELL RUBBERMAID INC COM 651229106 30,185 1,355,400 SH   SOLE   1,270,500 0 0
NEWFIELD EXPL CO COM 651290108 8,667 323,631 SH   SOLE   323,631 0 0
NEWMARKET CORP COM 651587107 948 3,614 SH   SOLE   3,614 0 0
NEWMONT MINING CORP COM 651639106 11,988 258,138 SH   SOLE   234,438 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 587 74,804 SH   SOLE   74,804 0 0
NEWPORT CORP COM 651824104 357 26,512 SH   SOLE   22,312 0 0
NEWS CORP CL A 65248E104 100,607 3,939,189 SH   SOLE   3,680,689 0 0
NEWS CORP CL B 65248E203 39 1,500 SH   SOLE   1,500 0 0
NEWSTAR FINANCIAL INC COM 65251F105 274 19,575 SH   SOLE   11,275 0 0
NEXEN INC COM 65334H102 51,720 1,919,839 SH   SOLE   1,919,839 0 0
NEXTERA ENERGY INC COM 65339F101 3,829 55,341 SH   SOLE   55,341 0 0
NIC INC COM 62914B100 685 41,897 SH   SOLE   16,397 0 0
NIKE INC CL B 654106103 15,451 299,446 SH   SOLE   299,446 0 0
NISOURCE INC COM 65473P105 1,033 41,489 SH   SOLE   41,489 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 2,251 64,644 SH   SOLE   64,644 0 0
NOBLE ENERGY INC COM 655044105 1,432 14,077 SH   SOLE   14,077 0 0
NORANDA ALUM HLDG CORP COM 65542W107 2,637 431,600 SH   SOLE   211,200 0 0
NORDSON CORP COM 655663102 5,037 79,800 SH   SOLE   79,800 0 0
NORDSTROM INC COM 655664100 3,727 69,659 SH   SOLE   69,659 0 0
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NORTHGATE MINERALS CORP NOTE 3.500%10/0 666416AB8 2,914 2,675,000 PRN   SOLE   0 0 0
NORTHROP GRUMMAN CORP COM 666807102 108,731 1,608,925 SH   SOLE   1,582,825 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 3,603 511,816 SH   SOLE   511,816 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 2,240 184,529 SH   SOLE   125,000 0 0
NORTHWEST NAT GAS CO COM 667655104 531 12,022 SH   SOLE   12,022 0 0
NORTHWESTERN CORP COM NEW 668074305 12,924 372,124 SH   SOLE   355,860 0 0
NOVATEL WIRELESS INC COM NEW 66987M604 37 27,700 SH   SOLE   27,700 0 0
NPS PHARMACEUTICALS INC COM 62936P103 2,680 294,538 SH   SOLE   254,911 0 0
NRG ENERGY INC COM NEW 629377508 55,090 2,396,271 SH   SOLE   2,396,271 0 0
NTELOS HLDGS CORP COM NEW 67020Q305 189 14,450 SH   SOLE   9,450 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 11,732 316,658 SH   SOLE   316,658 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,517 67,955 SH   SOLE   67,955 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 1,527 1,400,000 PRN   SOLE   0 0 0
NUCOR CORP COM 670346105 394 9,129 SH   SOLE   9,129 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 243 5,726 SH   SOLE   5,726 0 0
NUTRI SYS INC NEW COM 67069D108 428 52,200 SH   SOLE   19,400 0 0
NUVASIVE INC COM 670704105 6,628 428,700 SH   SOLE   308,400 0 0
NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM102 1,787 148,089 SH   SOLE   148,089 0 0
NUVEEN EQUITY PREM & GROWTH COM 6706EW100 1,290 99,752 SH   SOLE   99,752 0 0
NUVEEN EQUITY PREM ADV FD COM 6706ET107 2,292 192,618 SH   SOLE   192,618 0 0
NUVEEN EQUITY PREM INCOME FD COM 6706ER101 2,241 189,436 SH   SOLE   189,436 0 0
NUVEEN QUALITY PFD INCOME FD COM 67071S101 94 10,824 SH   SOLE   10,824 0 0
NUVEEN QUALITY PFD INCOME FD COM 67072C105 1,118 118,168 SH   SOLE   118,168 0 0
NUVEEN TX ADV TOTAL RET STRG COM 67090H102 464 44,101 SH   SOLE   44,101 0 0
NV ENERGY INC COM 67073Y106 10,041 553,555 SH   SOLE   553,555 0 0
NVE CORP COM NEW 629445206 211 3,800 SH   SOLE   2,400 0 0
NVIDIA CORP COM 67066G104 24,793 2,017,300 SH   SOLE   1,997,700 0 0
NVR INC COM 62944T105 2,760 3,000 SH   SOLE   3,000 0 0
NYSE EURONEXT COM 629491101 18,733 593,944 SH   SOLE   593,944 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 24,872 278,143 SH   SOLE   277,543 0 0
OASIS PETE INC NEW COM 674215108 542 17,030 SH   SOLE   3,830 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 23,840 311,192 SH   SOLE   252,092 0 0
OCEANEERING INTL INC COM 675232102 13,981 259,914 SH   SOLE   259,914 0 0
OCLARO INC COM NEW 67555N206 896 570,488 SH   SOLE   570,488 0 0
OCWEN FINL CORP COM NEW 675746309 9,790 283,025 SH   SOLE   213,025 0 0
ODYSSEY MARINE EXPLORATION I COM 676118102 149 50,200 SH   SOLE   26,100 0 0
OFFICE DEPOT INC COM 676220106 2,712 826,954 SH   SOLE   406,354 0 0
OFFICEMAX INC DEL COM 67622P101 3,973 407,053 SH   SOLE   257,253 0 0
OGE ENERGY CORP COM 670837103 5,213 92,574 SH   SOLE   92,574 0 0
OIL STS INTL INC COM 678026105 3,901 54,528 SH   SOLE   54,528 0 0
OLD DOMINION FGHT LINES INC COM 679580100 4,256 124,159 SH   SOLE   124,159 0 0
OLD NATL BANCORP IND COM 680033107 3,100 261,145 SH   SOLE   171,645 0 0
OLD REP INTL CORP COM 680223104 339 31,800 SH   SOLE   31,800 0 0
OLIN CORP COM PAR $1 680665205 1,788 82,832 SH   SOLE   82,832 0 0
OM GROUP INC COM 670872100 557 25,096 SH   SOLE   7,296 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,952 81,847 SH   SOLE   61,847 0 0
OMEGA PROTEIN CORP COM 68210P107 299 48,838 SH   SOLE   40,138 0 0
OMNICARE INC COM 681904108 40,615 1,125,058 SH   SOLE   1,125,058 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 12,725 8,605,000 PRN   SOLE   0 0 0
OMNICOM GROUP INC COM 681919106 5,431 108,700 SH   SOLE   108,700 0 0
OMNICOM GROUP INC NOTE 7/0 682134AA9 538 500,000 PRN   SOLE   0 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 3,357 238,400 SH   SOLE   230,900 0 0
ON ASSIGNMENT INC COM 682159108 838 41,326 SH   SOLE   28,126 0 0
ON SEMICONDUCTOR CORP COM 682189105 10,570 1,499,302 SH   SOLE   1,499,302 0 0
ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD7 4,000 4,000,000 PRN   SOLE   0 0 0
ONCOTHYREON INC COM 682324108 63 32,559 SH   SOLE   20,359 0 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 353 25,361 SH   SOLE   15,061 0 0
ONEOK INC NEW COM 682680103 5,993 140,177 SH   SOLE   140,177 0 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 328 6,078 SH   SOLE   6,078 0 0
ONYX PHARMACEUTICALS INC COM 683399109 2,071 27,415 SH   SOLE   27,415 0 0
ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 507 250,000 PRN   SOLE   0 0 0
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 2,756 176,900 SH   SOLE   139,200 0 0
ORACLE CORP COM 68389X105 36,817 1,104,953 SH   SOLE   895,653 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 299 41,684 SH   SOLE   23,084 0 0
ORBITAL SCIENCES CORP COM 685564106 1,354 98,307 SH   SOLE   95,307 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 1,813 343,967 SH   SOLE   162,567 0 0
ORIENTAL FINL GROUP INC COM 68618W100 1,166 87,321 SH   SOLE   87,321 0 0
ORIENT-EXPRESS HOTELS LTD CL A G67743107 28,499 2,437,880 SH   SOLE   2,242,380 0 0
ORION MARINE GROUP INC COM 68628V308 688 94,100 SH   SOLE   71,400 0 0
ORITANI FINL CORP DEL COM 68633D103 4,179 272,760 SH   SOLE   174,560 0 0
ORTHOFIX INTL N V COM N6748L102 7,013 178,300 SH   SOLE   103,100 0 0
OSHKOSH CORP COM 688239201 11,095 374,208 SH   SOLE   374,208 0 0
OSI SYSTEMS INC COM 671044105 1,035 16,155 SH   SOLE   12,155 0 0
OTTER TAIL CORP COM 689648103 4,733 189,315 SH   SOLE   136,415 0 0
OWENS & MINOR INC NEW COM 690732102 2,793 97,973 SH   SOLE   93,973 0 0
OWENS CORNING NEW COM 690742101 222 6,000 SH   SOLE   6,000 0 0
OWENS ILL INC COM NEW 690768403 30,586 1,437,980 SH   SOLE   1,331,180 0 0
OXFORD INDS INC COM 691497309 1,374 29,640 SH   SOLE   26,540 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 13,771 372,685 SH   SOLE   315,885 0 0
PACCAR INC COM 693718108 2,745 60,720 SH   SOLE   60,720 0 0
PACER INTL INC TENN COM 69373H106 2,192 561,955 SH   SOLE   391,419 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 120 75,397 SH   SOLE   41,897 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 618 35,352 SH   SOLE   23,652 0 0
PACKAGING CORP AMER COM 695156109 3,979 103,433 SH   SOLE   103,433 0 0
PACWEST BANCORP DEL COM 695263103 8,176 329,937 SH   SOLE   227,737 0 0
PAIN THERAPEUTICS INC COM 69562K100 71 26,200 SH   SOLE   18,600 0 0
PALL CORP COM 696429307 8,660 143,704 SH   SOLE   143,704 0 0
PANERA BREAD CO CL A 69840W108 10,508 66,156 SH   SOLE   66,156 0 0
PAPA JOHNS INTL INC COM 698813102 3,731 67,912 SH   SOLE   35,212 0 0
PAREXEL INTL CORP COM 699462107 1,448 48,928 SH   SOLE   35,828 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 385 14,967 SH   SOLE   6,667 0 0
PARKER DRILLING CO COM 701081101 11,805 2,566,400 SH   SOLE   2,052,900 0 0
PARKER HANNIFIN CORP COM 701094104 25,974 305,360 SH   SOLE   281,660 0 0
PARKWAY PPTYS INC COM 70159Q104 797 56,949 SH   SOLE   56,949 0 0
PARTNERRE LTD COM G6852T105 7,614 94,600 SH   SOLE   94,600 0 0
PATRICK INDS INC COM 703343103 184 11,833 SH   SOLE   7,833 0 0
PATTERSON COMPANIES INC COM 703395103 21,404 625,314 SH   SOLE   590,814 0 0
PATTERSON UTI ENERGY INC COM 703481101 13,093 702,766 SH   SOLE   702,766 0 0
PAYCHEX INC COM 704326107 2,487 79,877 SH   SOLE   79,877 0 0
PDC ENERGY INC COM 69327R101 385 11,597 SH   SOLE   11,597 0 0
PDF SOLUTIONS INC COM 693282105 206 14,954 SH   SOLE   12,254 0 0
PDL BIOPHARMA INC COM 69329Y104 25,721 3,648,370 SH   SOLE   2,658,295 0 0
PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAE4 10,933 8,600,000 PRN   SOLE   0 0 0
PEABODY ENERGY CORP COM 704549104 3,261 122,534 SH   SOLE   88,734 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 3,213 139,076 SH   SOLE   134,876 0 0
PENN NATL GAMING INC COM 707569109 2,947 60,000 SH   SOLE   60,000 0 0
PENN VA CORP COM 707882106 11,908 2,700,249 SH   SOLE   2,062,949 0 0
PENN WEST PETE LTD NEW COM 707887105 2,654 244,400 SH   SOLE   244,400 0 0
PENNANTPARK INVT CORP COM 708062104 2,531 230,169 SH   SOLE   190,569 0 0
PENNEY J C INC COM 708160106 2,937 149,000 SH   SOLE   149,000 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 8,982 509,163 SH   SOLE   459,663 0 0
PENTAIR LTD SHS H6169Q108 1,779 36,191 SH   SOLE   36,191 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 2,536 209,738 SH   SOLE   209,738 0 0
PEPSICO INC COM 713448108 70,290 1,027,186 SH   SOLE   943,286 0 0
PERKINELMER INC COM 714046109 2,884 90,872 SH   SOLE   90,872 0 0
PERRIGO CO COM 714290103 1,981 19,047 SH   SOLE   19,047 0 0
PERVASIVE SOFTWARE INC COM 715710109 5,306 595,556 SH   SOLE   595,556 0 0
PETMED EXPRESS INC COM 716382106 3,072 276,800 SH   SOLE   92,500 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 11,224 78,065 SH   SOLE   76,865 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 20,941 1,084,480 SH   SOLE   857,980 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3,845 197,500 SH   SOLE   197,500 0 0
PETROLEUM & RES CORP COM 716549100 2,530 105,752 SH   SOLE   105,752 0 0
PETROQUEST ENERGY INC COM 716748108 1,050 212,190 SH   SOLE   156,390 0 0
PETSMART INC COM 716768106 51,733 756,996 SH   SOLE   690,296 0 0
PFIZER INC COM 717081103 160,465 6,398,129 SH   SOLE   5,871,229 0 0
PG&E CORP COM 69331C108 12,891 320,829 SH   SOLE   289,529 0 0
PHARMACYCLICS INC COM 716933106 3,029 52,308 SH   SOLE   34,808 0 0
PHARMERICA CORP COM 71714F104 4,595 322,674 SH   SOLE   251,574 0 0
PHH CORP COM NEW 693320202 365 16,035 SH   SOLE   10,935 0 0
PHH CORP NOTE 6.000% 6/1 693320AQ6 52,342 26,352,000 PRN   SOLE   0 0 0
PHILIP MORRIS INTL INC COM 718172109 94,150 1,125,654 SH   SOLE   992,854 0 0
PHILLIPS 66 COM 718546104 24,250 456,686 SH   SOLE   456,686 0 0
PHOENIX COS INC NEW COM NEW 71902E604 262 10,595 SH   SOLE   10,595 0 0
PHOTRONICS INC COM 719405102 3,548 595,337 SH   SOLE   465,137 0 0
PHOTRONICS INC NOTE 5.500%10/0 719405AF9 11,591 8,250,000 PRN   SOLE   0 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,848 102,400 SH   SOLE   102,400 0 0
PIER 1 IMPORTS INC COM 720279108 15,542 777,089 SH   SOLE   772,189 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 3,351 462,222 SH   SOLE   197,022 0 0
PINNACLE ENTMT INC COM 723456109 1,007 63,590 SH   SOLE   50,790 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 4,591 243,684 SH   SOLE   212,284 0 0
PINNACLE WEST CAP CORP COM 723484101 23,659 464,078 SH   SOLE   440,878 0 0
PIONEER NAT RES CO COM 723787107 929 8,720 SH   SOLE   8,720 0 0
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 4,436 2,475,000 PRN   SOLE   0 0 0
PIPER JAFFRAY COS COM 724078100 4,614 143,598 SH   SOLE   91,398 0 0
PITNEY BOWES INC COM 724479100 2,146 201,700 SH   SOLE   201,700 0 0
PIZZA INN HOLDINGS INC COM 725846109 62 18,128 SH   SOLE   12,228 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 364 8,056 SH   SOLE   8,056 0 0
PLAINS EXPL& PRODTN CO COM 726505100 59,879 1,275,649 SH   SOLE   1,242,349 0 0
PLANTRONICS INC NEW COM 727493108 9,657 261,926 SH   SOLE   244,946 0 0
PLATINUM UNDERWRITER HLDGS L COM G7127P100 10,567 229,710 SH   SOLE   146,510 0 0
PLEXUS CORP COM 729132100 849 32,900 SH   SOLE   25,600 0 0
PLUM CREEK TIMBER CO INC COM 729251108 2,130 48,000 SH   SOLE   48,000 0 0
PLX TECHNOLOGY INC COM 693417107 11,317 3,117,580 SH   SOLE   3,117,580 0 0
PMC-SIERRA INC COM 69344F106 4,536 870,665 SH   SOLE   870,665 0 0
PNC FINL SVCS GROUP INC COM 693475105 31,794 545,266 SH   SOLE   540,266 0 0
PNM RES INC COM 69349H107 7,804 380,479 SH   SOLE   318,079 0 0
POLARIS INDS INC COM 731068102 10,954 130,167 SH   SOLE   130,167 0 0
POLYCOM INC COM 73172K104 16,708 1,597,300 SH   SOLE   1,597,300 0 0
POLYONE CORP COM 73179P106 4,782 234,159 SH   SOLE   219,359 0 0
POLYPORE INTL INC COM 73179V103 476 10,235 SH   SOLE   10,235 0 0
POOL CORPORATION COM 73278L105 474 11,199 SH   SOLE   8,699 0 0
POPULAR INC COM NEW 733174700 13,947 670,832 SH   SOLE   670,832 0 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 707 6,612 SH   SOLE   4,512 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 11,292 412,713 SH   SOLE   359,740 0 0
POSCO SPONSORED ADR 693483109 830 10,100 SH   SOLE   10,100 0 0
POST HLDGS INC COM 737446104 2,565 74,877 SH   SOLE   62,477 0 0
POST PPTYS INC COM 737464107 5,635 112,812 SH   SOLE   112,812 0 0
POTASH CORP SASK INC COM 73755L107 2,767 68,000 SH   SOLE   68,000 0 0
POTLATCH CORP NEW COM 737630103 12,342 314,921 SH   SOLE   235,463 0 0
POWER ONE INC NEW COM 73930R102 4,759 1,157,900 SH   SOLE   758,200 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,316 20,200 SH   SOLE   20,200 0 0
POWERWAVE TECHNOLOGIES INC COM NEW 739363307 87 279,405 SH   SOLE   279,405 0 0
POZEN INC COM 73941U102 1,032 206,000 SH   SOLE   79,100 0 0
PPG INDS INC COM 693506107 55,751 411,902 SH   SOLE   385,402 0 0
PPL CORP COM 69351T106 3,462 120,936 SH   SOLE   120,936 0 0
PPL CORP UNIT 99/99/9999 69351T601 12,329 233,675 SH   SOLE   233,675 0 0
PPL CORP UNIT 99/99/9999S 69351T114 4,829 89,675 SH   SOLE   89,675 0 0
PRAXAIR INC COM 74005P104 1,060 9,689 SH   SOLE   9,689 0 0
PRECISION CASTPARTS CORP COM 740189105 884 4,668 SH   SOLE   4,668 0 0
PRECISION DRILLING CORP COM 2010 74022D308 1,250 151,000 SH   SOLE   151,000 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 261 26,678 SH   SOLE   17,078 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 4,790 239,142 SH   SOLE   126,642 0 0
PRICE T ROWE GROUP INC COM 74144T108 409 6,279 SH   SOLE   6,279 0 0
PRICELINE COM INC COM NEW 741503403 16,076 25,879 SH   SOLE   25,879 0 0
PRICESMART INC COM 741511109 612 7,939 SH   SOLE   7,939 0 0
PRIME ACQUISITION CORP SHS G72436101 5,307 535,000 SH   SOLE   535,000 0 0
PRIMERICA INC COM 74164M108 8,476 282,433 SH   SOLE   230,833 0 0
PRIMORIS SVCS CORP COM 74164F103 1,098 73,014 SH   SOLE   43,614 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 4,198 147,200 SH   SOLE   147,200 0 0
PRIVATEBANCORP INC COM 742962103 600 39,181 SH   SOLE   26,081 0 0
PROASSURANCE CORP COM 74267C106 4,078 96,654 SH   SOLE   96,654 0 0
PROCERA NETWORKS INC COM NEW 74269U203 282 15,207 SH   SOLE   10,207 0 0
PROCTER & GAMBLE CO COM 742718109 174,839 2,575,321 SH   SOLE   2,352,321 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 258 86,703 SH   SOLE   81,003 0 0
PROGRESS SOFTWARE CORP COM 743312100 447 21,306 SH   SOLE   18,606 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,039 49,259 SH   SOLE   49,259 0 0
PROLOGIS NOTE 3.250% 3/1 74340XAT8 27,087 23,800,000 PRN   SOLE   0 0 0
PROLOGIS INC COM 74340W103 13,254 363,218 SH   SOLE   335,937 0 0
PROS HOLDINGS INC COM 74346Y103 267 14,571 SH   SOLE   9,071 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 8,010 736,906 SH   SOLE   381,706 0 0
PROSPERITY BANCSHARES INC COM 743606105 2,669 63,553 SH   SOLE   56,153 0 0
PROTECTIVE LIFE CORP COM 743674103 32,044 1,121,209 SH   SOLE   1,121,209 0 0
PROVIDENT FINL SVCS INC COM 74386T105 8,404 563,245 SH   SOLE   380,456 0 0
PRUDENTIAL FINL INC COM 744320102 28,324 531,099 SH   SOLE   475,499 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 8,601 132,370 SH   SOLE   98,627 0 0
PSS WORLD MED INC COM 69366A100 65,072 2,253,192 SH   SOLE   2,217,392 0 0
PUBLIC STORAGE COM 74460D109 17,364 119,785 SH   SOLE   110,685 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 17,293 565,147 SH   SOLE   565,147 0 0
PULTE GROUP INC COM 745867101 28,363 1,561,850 SH   SOLE   1,561,850 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 719 38,327 SH   SOLE   38,327 0 0
PVH CORP COM 693656100 11,238 101,232 SH   SOLE   101,232 0 0
QEP RES INC COM 74733V100 1,162 38,400 SH   SOLE   38,400 0 0
QLOGIC CORP COM 747277101 16,854 1,732,212 SH   SOLE   1,606,112 0 0
QUAD / GRAPHICS INC COM CL A 747301109 377 18,500 SH   SOLE   17,200 0 0
QUALCOMM INC COM 747525103 6,321 101,920 SH   SOLE   101,920 0 0
QUALITY DISTR INC FLA COM 74756M102 111 18,453 SH   SOLE   12,153 0 0
QUALITY SYS INC COM 747582104 314 18,100 SH   SOLE   5,600 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 1,354 66,322 SH   SOLE   49,622 0 0
QUANTUM CORP COM DSSG 747906204 2,314 1,866,300 SH   SOLE   1,093,300 0 0
QUEST DIAGNOSTICS INC COM 74834L100 20,472 351,330 SH   SOLE   302,830 0 0
QUESTAR CORP COM 748356102 1,517 76,791 SH   SOLE   76,791 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 2,253 84,301 SH   SOLE   77,226 0 0
QUICKLOGIC CORP COM 74837P108 29 13,400 SH   SOLE   5,700 0 0
QUICKSILVER RESOURCES INC COM 74837R104 342 119,700 SH   SOLE   119,700 0 0
QUIDEL CORP COM 74838J101 280 15,003 SH   SOLE   9,803 0 0
QUIKSILVER INC COM 74838C106 303 71,400 SH   SOLE   39,100 0 0
QUINSTREET INC COM 74874Q100 170 25,300 SH   SOLE   2,800 0 0
RACKSPACE HOSTING INC COM 750086100 1,402 18,882 SH   SOLE   18,882 0 0
RADIAN GROUP INC COM 750236101 639 104,591 SH   SOLE   71,491 0 0
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 12,451 14,000,000 PRN   SOLE   0 0 0
RADIOSHACK CORP COM 750438103 3,753 1,770,098 SH   SOLE   1,770,098 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 991 175,383 SH   SOLE   175,383 0 0
RALCORP HLDGS INC NEW COM 751028101 44,730 498,936 SH   SOLE   498,936 0 0
RALPH LAUREN CORP CL A 751212101 13,859 92,440 SH   SOLE   92,440 0 0
RAMBUS INC DEL COM 750917106 1 194 SH   SOLE   194 0 0
RAMBUS INC DEL NOTE 5.000% 6/1 750917AC0 8,306 8,275,000 PRN   SOLE   0 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 11,690 878,271 SH   SOLE   557,799 0 0
RANGE RES CORP COM 75281A109 1,111 17,684 SH   SOLE   17,684 0 0
RAVEN INDS INC COM 754212108 306 11,600 SH   SOLE   6,800 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,840 47,765 SH   SOLE   47,765 0 0
RAYONIER INC COM 754907103 6,169 119,021 SH   SOLE   119,021 0 0
RAYTHEON CO COM NEW 755111507 72,082 1,252,289 SH   SOLE   1,231,689 0 0
RBC BEARINGS INC COM 75524B104 324 6,466 SH   SOLE   4,166 0 0
REALNETWORKS INC COM NEW 75605L708 1,303 172,365 SH   SOLE   143,290 0 0
REALTY INCOME CORP COM 756109104 2,460 61,174 SH   SOLE   61,174 0 0
RED HAT INC COM 756577102 4,173 78,800 SH   SOLE   78,800 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 3,513 99,539 SH   SOLE   61,539 0 0
REGAL BELOIT CORP COM 758750103 3,798 53,890 SH   SOLE   53,890 0 0
REGAL ENTMT GROUP CL A 758766109 3,501 251,000 SH   SOLE   251,000 0 0
REGENCY CTRS CORP COM 758849103 1,729 36,700 SH   SOLE   36,700 0 0
REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 257 11,847 SH   SOLE   11,847 0 0
REGENERON PHARMACEUTICALS COM 75886F107 2,929 17,120 SH   SOLE   17,120 0 0
REGIONS FINL CORP NEW COM 7591EP100 8,904 1,250,515 SH   SOLE   1,250,515 0 0
REGIS CORP MINN COM 758932107 4,806 284,018 SH   SOLE   271,918 0 0
REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 11,233 9,100,000 PRN   SOLE   0 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 28,630 534,933 SH   SOLE   534,933 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 30,351 488,745 SH   SOLE   488,745 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 5,761 70,900 SH   SOLE   52,800 0 0
RENT A CTR INC NEW COM 76009N100 4,513 131,344 SH   SOLE   108,444 0 0
RENTECH INC COM 760112102 1,556 591,630 SH   SOLE   350,830 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 719 45,655 SH   SOLE   43,355 0 0
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SYNOVUS FINL CORP COM 87161C105 4,302 1,755,866 SH   SOLE   1,657,066 0 0
SYNTA PHARMACEUTICALS CORP COM 87162T206 254 28,181 SH   SOLE   13,981 0 0
SYSCO CORP COM 871829107 6,525 206,093 SH   SOLE   206,093 0 0
SYSTEMAX INC COM 871851101 137 14,218 SH   SOLE   12,018 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 54,108 3,153,162 SH   SOLE   2,721,062 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 502 45,560 SH   SOLE   45,560 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 2,964 3,100,000 PRN   SOLE   0 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 7,499 6,150,000 PRN   SOLE   0 0 0
TAL INTL GROUP INC COM 874083108 509 14,000 SH   SOLE   8,300 0 0
TALISMAN ENERGY INC COM 87425E103 1,433 126,500 SH   SOLE   126,500 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 2,965 86,686 SH   SOLE   86,686 0 0
TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 293 7,849 SH   SOLE   7,849 0 0
TARGET CORP COM 87612E106 20,778 351,166 SH   SOLE   334,666 0 0
TASER INTL INC COM 87651B104 2,490 278,564 SH   SOLE   107,864 0 0
TATA MTRS LTD SPONSORED ADR 876568502 35,955 1,251,913 SH   SOLE   1,142,913 0 0
TAUBMAN CTRS INC COM 876664103 6,584 83,642 SH   SOLE   83,642 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 257 6,375 SH   SOLE   6,375 0 0
TCF FINL CORP COM 872275102 144 11,886 SH   SOLE   11,886 0 0
TEAM INC COM 878155100 453 11,899 SH   SOLE   6,699 0 0
TEAVANA HLDGS INC COM 87819P102 29,715 1,917,077 SH   SOLE   1,917,077 0 0
TECH DATA CORP COM 878237106 29,517 648,289 SH   SOLE   648,289 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 281 7,425 SH   SOLE   7,425 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,162 17,865 SH   SOLE   14,265 0 0
TELEFLEX INC COM 879369106 6,691 93,826 SH   SOLE   93,826 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 8,705 361,801 SH   SOLE   339,901 0 0
TELENAV INC COM 879455103 1,794 224,800 SH   SOLE   167,600 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 13,719 619,629 SH   SOLE   619,629 0 0
TELESTONE TECHNOLOGIES CORP COM 87953J102 196 150,000 SH   SOLE   150,000 0 0
TELETECH HOLDINGS INC COM 879939106 1,564 87,843 SH   SOLE   51,716 0 0
TELLABS INC COM 879664100 17,515 7,682,164 SH   SOLE   7,557,664 0 0
TEMPUR PEDIC INTL INC COM 88023U101 20,550 652,600 SH   SOLE   652,600 0 0
TENARIS S A SPONSORED ADR 88031M109 671 16,000 SH   SOLE   16,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 3,551 109,375 SH   SOLE   109,375 0 0
TENNANT CO COM 880345103 385 8,762 SH   SOLE   7,462 0 0
TERADATA CORP DEL COM 88076W103 1,450 23,426 SH   SOLE   23,426 0 0
TERADYNE INC COM 880770102 1,063 62,942 SH   SOLE   62,942 0 0
TEREX CORP NEW COM 880779103 3,212 114,267 SH   SOLE   114,267 0 0
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 57,462 30,749,000 PRN   SOLE   0 0 0
TESCO CORP COM 88157K101 4,736 415,800 SH   SOLE   279,800 0 0
TESLA MTRS INC COM 88160R101 1,059 31,256 SH   SOLE   31,256 0 0
TESORO CORP COM 881609101 19,843 450,466 SH   SOLE   450,466 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 1,138 69,335 SH   SOLE   59,800 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 734 96,700 SH   SOLE   61,500 0 0
TEXAS CAPITAL BANCSHARES INC *W EXP 01/16/201 88224Q115 1,317 47,286 SH   SOLE   47,286 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 747 16,658 SH   SOLE   8,758 0 0
TEXAS INDS INC COM 882491103 536 10,511 SH   SOLE   7,411 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 463 14,731 SH   SOLE   10,631 0 0
TEXTRON INC COM 883203101 2,176 87,782 SH   SOLE   87,782 0 0
TEXTRON INC NOTE 4.500% 5/0 883203BN0 32,553 17,150,000 PRN   SOLE   0 0 0
THE ADT CORPORATION COM 00101J106 4,040 86,896 SH   SOLE   86,896 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 41,648 652,994 SH   SOLE   596,494 0 0
THOMPSON CREEK METALS CO INC UNIT 99/99/9999 884768300 7,416 345,475 SH   SOLE   345,475 0 0
THOR INDS INC COM 885160101 787 21,027 SH   SOLE   15,427 0 0
THORATEC CORP COM NEW 885175307 20,415 544,101 SH   SOLE   544,101 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 1,500 356,395 SH   SOLE   158,095 0 0
TIBCO SOFTWARE INC COM 88632Q103 13,528 614,626 SH   SOLE   614,626 0 0
TICC CAPITAL CORP COM 87244T109 3,793 374,800 SH   SOLE   177,400 0 0
TIDEWATER INC COM 886423102 859 19,218 SH   SOLE   19,218 0 0
TIFFANY & CO NEW COM 886547108 736 12,839 SH   SOLE   12,839 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 2,769 139,690 SH   SOLE   74,645 0 0
TIME WARNER CABLE INC COM 88732J207 39,650 407,966 SH   SOLE   390,466 0 0
TIME WARNER INC COM NEW 887317303 21,751 454,759 SH   SOLE   454,759 0 0
TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 1,957 1,425,000 PRN   SOLE   0 0 0
TIMKEN CO COM 887389104 46,128 964,409 SH   SOLE   964,409 0 0
TITAN INTL INC ILL COM 88830M102 3,546 163,279 SH   SOLE   163,279 0 0
TIVO INC COM 888706108 287 23,268 SH   SOLE   23,268 0 0
TJX COS INC NEW COM 872540109 46,059 1,085,027 SH   SOLE   1,039,927 0 0
TNS INC COM 872960109 27,545 1,328,731 SH   SOLE   1,328,731 0 0
TOLL BROTHERS INC COM 889478103 2,806 86,800 SH   SOLE   86,800 0 0
TORCHMARK CORP COM 891027104 8,799 170,290 SH   SOLE   158,090 0 0
TORO CO COM 891092108 928 21,600 SH   SOLE   21,600 0 0
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TOWER GROUP INC COM 891777104 549 30,900 SH   SOLE   26,700 0 0
TOWERS WATSON & CO CL A 891894107 6,184 110,018 SH   SOLE   110,018 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 205 19,240 SH   SOLE   13,540 0 0
TRACTOR SUPPLY CO COM 892356106 6,985 79,054 SH   SOLE   79,054 0 0
TRANSDIGM GROUP INC COM 893641100 4,722 34,632 SH   SOLE   34,632 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 284 7,482 SH   SOLE   7,482 0 0
TRANSOCEAN LTD REG SHS H8817H100 10,513 235,450 SH   SOLE   235,450 0 0
TRAVELERS COMPANIES INC COM 89417E109 83,904 1,168,255 SH   SOLE   1,076,155 0 0
TRAVELZOO INC COM 89421Q106 849 44,700 SH   SOLE   14,700 0 0
TREDEGAR CORP COM 894650100 2,628 128,674 SH   SOLE   91,432 0 0
TREEHOUSE FOODS INC COM 89469A104 605 11,597 SH   SOLE   11,597 0 0
TREX CO INC COM 89531P105 5,398 144,999 SH   SOLE   124,299 0 0
TRI CONTL CORP COM 895436103 313 19,479 SH   SOLE   19,479 0 0
TRIANGLE CAP CORP COM 895848109 1,800 70,616 SH   SOLE   61,916 0 0
TRIMBLE NAVIGATION LTD COM 896239100 203 3,400 SH   SOLE   3,400 0 0
TRIO MERGER CORP COM 896697109 5,586 558,600 SH   SOLE   558,600 0 0
TRIPADVISOR INC COM 896945201 6,107 145,554 SH   SOLE   145,554 0 0
TRIUMPH GROUP INC NEW COM 896818101 744 11,387 SH   SOLE   11,387 0 0
TRIUS THERAPEUTICS INC COM 89685K100 83 17,400 SH   SOLE   10,600 0 0
TRUE RELIGION APPAREL INC COM 89784N104 308 12,123 SH   SOLE   12,123 0 0
TRUEBLUE INC COM 89785X101 5,925 376,204 SH   SOLE   231,713 0 0
TRUSTMARK CORP COM 898402102 881 39,222 SH   SOLE   39,222 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 25,982 484,657 SH   SOLE   484,657 0 0
TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 7,375 3,850,000 PRN   SOLE   0 0 0
TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 4,232 4,175,000 PRN   SOLE   0 0 0
TUPPERWARE BRANDS CORP COM 899896104 37,045 577,923 SH   SOLE   577,923 0 0
TURQUOISE HILL RES LTD COM 900435108 1,418 186,300 SH   SOLE   186,300 0 0
TUTOR PERINI CORP COM 901109108 166 12,100 SH   SOLE   12,100 0 0
TW TELECOM INC COM 87311L104 1,287 50,546 SH   SOLE   50,546 0 0
TWO HBRS INVT CORP COM 90187B101 5,175 467,100 SH   SOLE   324,400 0 0
TYCO INTERNATIONAL LTD SHS H89128104 28,678 980,457 SH   SOLE   967,057 0 0
TYLER TECHNOLOGIES INC COM 902252105 1,881 38,837 SH   SOLE   20,937 0 0
TYSON FOODS INC CL A 902494103 82,451 4,250,060 SH   SOLE   3,837,760 0 0
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U S AIRWAYS GROUP INC COM 90341W108 3,346 247,843 SH   SOLE   208,243 0 0
U S G CORP COM NEW 903293405 1,463 52,109 SH   SOLE   48,609 0 0
UDR INC COM 902653104 1,396 58,700 SH   SOLE   58,700 0 0
UGI CORP NEW COM 902681105 2,812 85,960 SH   SOLE   85,960 0 0
UIL HLDG CORP COM 902748102 729 20,352 SH   SOLE   20,352 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 5,527 56,250 SH   SOLE   56,250 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 548 5,808 SH   SOLE   5,108 0 0
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ULTRATECH INC COM 904034105 907 24,316 SH   SOLE   16,316 0 0
UMB FINL CORP COM 902788108 4,611 105,179 SH   SOLE   76,979 0 0
UMPQUA HLDGS CORP COM 904214103 6,823 578,678 SH   SOLE   372,978 0 0
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UNION PAC CORP COM 907818108 22,301 177,389 SH   SOLE   177,389 0 0
UNISYS CORP COM NEW 909214306 10,687 617,753 SH   SOLE   441,374 0 0
UNIT CORP COM 909218109 9,405 208,761 SH   SOLE   208,761 0 0
UNITED CONTL HLDGS INC COM 910047109 10,172 435,061 SH   SOLE   435,061 0 0
UNITED ONLINE INC COM 911268100 9,730 1,740,657 SH   SOLE   1,293,037 0 0
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UNITED RENTALS INC COM 911363109 2,909 63,912 SH   SOLE   63,300 0 0
UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 35,475 8,600,000 PRN   SOLE   0 0 0
UNITED STATES STL CORP NEW COM 912909108 23,991 1,005,066 SH   SOLE   965,266 0 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 29,001 26,775,000 PRN   SOLE   0 0 0
UNITED TECHNOLOGIES CORP COM 913017109 7,600 92,669 SH   SOLE   92,669 0 0
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UNITEDHEALTH GROUP INC COM 91324P102 34,190 630,352 SH   SOLE   567,752 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 254 29,617 SH   SOLE   19,517 0 0
UNIVERSAL BUSINESS PMT SOL A *W EXP 05/09/201 913384111 312 1,198,800 SH   SOLE   1,198,800 0 0
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UNIVERSAL CORP VA COM 913456109 2,677 53,642 SH   SOLE   44,389 0 0
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UNIVERSAL HLTH SVCS INC CL B 913903100 10,678 220,858 SH   SOLE   220,858 0 0
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UNUM GROUP COM 91529Y106 51,132 2,455,924 SH   SOLE   2,347,324 0 0
URANERZ ENERGY CORP COM 91688T104 21 14,800 SH   SOLE   14,800 0 0
URBAN OUTFITTERS INC COM 917047102 5,676 144,200 SH   SOLE   144,200 0 0
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URS CORP NEW COM 903236107 18,765 477,968 SH   SOLE   474,968 0 0
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US BANCORP DEL COM NEW 902973304 21,253 665,416 SH   SOLE   617,716 0 0
USA MOBILITY INC COM 90341G103 1,356 116,088 SH   SOLE   64,410 0 0
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V F CORP COM 918204108 2,909 19,271 SH   SOLE   19,271 0 0
VAALCO ENERGY INC COM NEW 91851C201 11,175 1,291,850 SH   SOLE   964,550 0 0
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VALE S A ADR REPSTG PFD 91912E204 45,866 2,260,532 SH   SOLE   1,840,332 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 2,141 35,829 SH   SOLE   35,829 0 0
VALERO ENERGY CORP NEW COM 91913Y100 37,313 1,093,595 SH   SOLE   1,053,895 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 12,717 367,751 SH   SOLE   367,751 0 0
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VALSPAR CORP COM 920355104 10,090 161,700 SH   SOLE   161,700 0 0
VALUECLICK INC COM 92046N102 248 12,801 SH   SOLE   12,801 0 0
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VIACOM INC NEW CL B 92553P201 33,964 643,983 SH   SOLE   576,183 0 0
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VMWARE INC CL A COM 928563402 376 3,989 SH   SOLE   3,989 0 0
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WD-40 CO COM 929236107 885 18,778 SH   SOLE   11,578 0 0
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WESTELL TECHNOLOGIES INC CL A 957541105 63 33,900 SH   SOLE   19,600 0 0
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WGL HLDGS INC COM 92924F106 2,518 64,244 SH   SOLE   57,744 0 0
WHIRLPOOL CORP COM 963320106 55,721 547,625 SH   SOLE   545,925 0 0
WHITING PETE CORP NEW COM 966387102 28,461 656,246 SH   SOLE   626,946 0 0
WHITING PETE CORP NEW PERP PFD CONV 966387201 569 2,825 SH   SOLE   2,825 0 0
WHOLE FOODS MKT INC COM 966837106 5,261 57,607 SH   SOLE   57,607 0 0
WILLBROS GROUP INC DEL COM 969203108 5,280 984,983 SH   SOLE   657,783 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 1,190 29,738 SH   SOLE   22,738 0 0
WILLIAMS COS INC DEL COM 969457100 16,445 502,286 SH   SOLE   488,786 0 0
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 539 11,080 SH   SOLE   11,080 0 0
WILLIAMS SONOMA INC COM 969904101 14,441 329,930 SH   SOLE   329,930 0 0
WILSHIRE BANCORP INC COM 97186T108 4,141 705,500 SH   SOLE   482,900 0 0
WINDSTREAM CORP COM 97381W104 91 11,049 SH   SOLE   11,049 0 0
WINNEBAGO INDS INC COM 974637100 562 32,800 SH   SOLE   13,400 0 0
WINTRUST FINANCIAL CORP *W EXP 12/19/201 97650W157 8,946 525,000 SH   SOLE   525,000 0 0
WINTRUST FINANCIAL CORP COM 97650W108 902 24,569 SH   SOLE   23,569 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,699 193,966 SH   SOLE   170,266 0 0
WISCONSIN ENERGY CORP COM 976657106 5,816 157,842 SH   SOLE   157,842 0 0
WISDOMTREE INVTS INC COM 97717P104 208 34,068 SH   SOLE   23,468 0 0
WMS INDS INC COM 929297109 1,113 63,600 SH   SOLE   63,600 0 0
WOLVERINE WORLD WIDE INC COM 978097103 2,892 70,563 SH   SOLE   70,563 0 0
WORLD ACCEP CORP DEL COM 981419104 1,660 22,268 SH   SOLE   17,468 0 0
WORLD FUEL SVCS CORP COM 981475106 771 18,731 SH   SOLE   18,731 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 289 19,425 SH   SOLE   19,425 0 0
WORTHINGTON INDS INC COM 981811102 9,446 363,461 SH   SOLE   334,661 0 0
WPX ENERGY INC COM 98212B103 3,342 224,566 SH   SOLE   224,566 0 0
WRIGHT MED GROUP INC COM 98235T107 2,946 140,338 SH   SOLE   133,538 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 41,476 779,471 SH   SOLE   779,471 0 0
WYNN RESORTS LTD COM 983134107 5,809 51,637 SH   SOLE   51,637 0 0
XCEL ENERGY INC COM 98389B100 7,887 295,290 SH   SOLE   274,390 0 0
XENOPORT INC COM 98411C100 2,514 323,608 SH   SOLE   146,008 0 0
XEROX CORP COM 984121103 7,719 1,131,820 SH   SOLE   1,131,820 0 0
XILINX INC COM 983919101 1,985 55,304 SH   SOLE   55,304 0 0
XILINX INC SDCV 3.125% 3/1 983919AD3 54,722 43,025,000 PRN   SOLE   0 0 0
XL GROUP PLC SHS G98290102 955 38,119 SH   SOLE   38,119 0 0
XPO LOGISTICS INC COM 983793100 287 16,526 SH   SOLE   11,826 0 0
XYLEM INC COM 98419M100 732 27,000 SH   SOLE   27,000 0 0
XYRATEX LTD COM G98268108 405 48,200 SH   SOLE   48,200 0 0
YAHOO INC COM 984332106 76,098 3,824,007 SH   SOLE   3,595,607 0 0
YAMANA GOLD INC COM 98462Y100 339 19,700 SH   SOLE   19,700 0 0
YM BIOSCIENCES INC COM 984238105 28,712 10,004,301 SH   SOLE   10,004,301 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 686 170,901 SH   SOLE   170,901 0 0
YUM BRANDS INC COM 988498101 9,249 139,287 SH   SOLE   139,287 0 0
ZALE CORP NEW COM 988858106 350 85,221 SH   SOLE   71,421 0 0
ZILLOW INC CL A 98954A107 383 13,800 SH   SOLE   9,300 0 0
ZIMMER HLDGS INC COM 98956P102 66,577 998,761 SH   SOLE   926,061 0 0
ZIONS BANCORPORATION COM 989701107 5,005 233,900 SH   SOLE   233,900 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 114 27,300 SH   SOLE   15,600 0 0
ZIX CORP COM 98974P100 67 23,800 SH   SOLE   14,200 0 0
ZWEIG FD COM NEW 989834205 144 11,838 SH   SOLE   11,838 0 0
ZYGO CORP COM 989855101 221 14,058 SH   SOLE   9,758 0 0