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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1 800 FLOWERS COM CL A 68243Q106 221 40,777 SH   SOLE   25,877 0 0
3-D SYS CORP DEL COM NEW 88554D205 5,623 60,504 SH   SOLE   60,504 0 0
3M CO COM 88579Y101 75,210 536,256 SH   SOLE   503,956 0 0
8X8 INC NEW COM 282914100 1,729 170,202 SH   SOLE   84,802 0 0
AAON INC COM PAR $0.004 000360206 2,154 67,413 SH   SOLE   29,163 0 0
AAR CORP COM 000361105 5,818 207,722 SH   SOLE   113,682 0 0
AARONS INC COM PAR $0.50 002535300 413 14,045 SH   SOLE   14,045 0 0
ABAXIS INC COM 002567105 286 7,157 SH   SOLE   6,457 0 0
ABBOTT LABS COM 002824100 176,957 4,616,660 SH   SOLE   4,292,460 0 0
ABBVIE INC COM 00287Y109 53,474 1,012,582 SH   SOLE   989,782 0 0
ABERCROMBIE & FITCH CO CL A 002896207 9,759 296,526 SH   SOLE   296,526 0 0
ABERDEEN GLOBAL INCOME FD IN COM 003013109 413 39,742 SH   SOLE   39,742 0 0
ABIOMED INC COM 003654100 415 15,535 SH   SOLE   10,435 0 0
ABRAXAS PETE CORP COM 003830106 128 38,884 SH   SOLE   38,884 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,984 41,920 SH   SOLE   25,420 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 1,926 77,074 SH   SOLE   53,474 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 376 15,129 SH   SOLE   15,129 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 212 17,339 SH   SOLE   11,639 0 0
ACCELRYS INC COM 00430U103 112 11,700 SH   SOLE   7,200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 17,768 216,109 SH   SOLE   210,909 0 0
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 498 8,793 SH   SOLE   8,793 0 0
ACCURAY INC COM 004397105 141 16,200 SH   SOLE   10,900 0 0
ACCURAY INC NOTE 3.750% 8/0 004397AB1 563 500,000 PRN   SOLE   0 0 0
ACCURAY INC NOTE 3.500% 2/0 004397AC9 7,656 4,500,000 PRN   SOLE   0 0 0
ACE LTD SHS H0023R105 51,297 495,478 SH   SOLE   489,278 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 2,510 221,955 SH   SOLE   68,755 0 0
ACETO CORP COM 004446100 335 13,410 SH   SOLE   8,610 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 2,175 655,200 SH   SOLE   72,700 0 0
ACI WORLDWIDE INC COM 004498101 276 4,247 SH   SOLE   2,847 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1,390 47,609 SH   SOLE   16,609 0 0
ACTIVISION BLIZZARD INC COM 00507V109 113,134 6,345,150 SH   SOLE   5,733,050 0 0
ACTUATE CORP COM 00508B102 690 89,530 SH   SOLE   19,130 0 0
ACUITY BRANDS INC COM 00508Y102 2,775 25,381 SH   SOLE   25,381 0 0
ACXIOM CORP COM 005125109 8,978 242,788 SH   SOLE   218,929 0 0
ADCARE HEALTH SYSTEMS INC COM NEW 00650W300 309 71,818 SH   SOLE   71,818 0 0
ADDUS HOMECARE CORP COM 006739106 7,435 331,201 SH   SOLE   151,768 0 0
ADEPT TECHNOLOGY INC COM NEW 006854202 175 10,383 SH   SOLE   7,183 0 0
ADOBE SYS INC COM 00724F101 6,787 113,345 SH   SOLE   113,345 0 0
ADTRAN INC COM 00738A106 6,993 258,900 SH   SOLE   258,900 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 19,956 180,308 SH   SOLE   180,308 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 887 16,356 SH   SOLE   8,356 0 0
ADVANCED ENERGY INDS COM 007973100 6,218 271,998 SH   SOLE   114,298 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,737 707,171 SH   SOLE   707,171 0 0
ADVENT CLAY CONV SEC INC FD COM 007639107 2,797 384,154 SH   SOLE   384,154 0 0
ADVENT CLAYMORE CV SECS & IN COM 00764C109 581 31,347 SH   SOLE   31,347 0 0
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 1,344 132,686 SH   SOLE   132,686 0 0
ADVENT SOFTWARE INC COM 007974108 4,860 138,902 SH   SOLE   124,902 0 0
ADVISORY BRD CO COM 00762W107 414 6,501 SH   SOLE   4,201 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 43,341 1,472,691 SH   SOLE   1,472,691 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 1,583 1,500,000 PRN   SOLE   0 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 2,518 35,486 SH   SOLE   28,086 0 0
AEP INDS INC COM 001031103 1,061 20,090 SH   SOLE   3,490 0 0
AES CORP COM 00130H105 12,651 871,903 SH   SOLE   871,903 0 0
AETNA INC NEW COM 00817Y108 51,219 746,735 SH   SOLE   733,235 0 0
AFFYMETRIX INC COM 00826T108 1,838 214,485 SH   SOLE   197,085 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 976 600,000 PRN   SOLE   0 0 0
AFLAC INC COM 001055102 6,458 96,673 SH   SOLE   96,673 0 0
AGCO CORP COM 001084102 22,666 382,937 SH   SOLE   382,937 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 6,286 4,300,000 PRN   SOLE   0 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 21,920 383,281 SH   SOLE   366,981 0 0
AGL RES INC COM 001204106 4,677 99,031 SH   SOLE   99,031 0 0
AGNICO EAGLE MINES LTD COM 008474108 256 9,700 SH   SOLE   9,700 0 0
AGREE REALTY CORP COM 008492100 3,006 103,594 SH   SOLE   51,094 0 0
AIR LEASE CORP CL A 00912X302 988 31,800 SH   SOLE   31,800 0 0
AIR METHODS CORP COM PAR $.06 009128307 431 7,395 SH   SOLE   6,095 0 0
AIR PRODS & CHEMS INC COM 009158106 1,721 15,400 SH   SOLE   15,400 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 689 85,202 SH   SOLE   68,902 0 0
AIRCASTLE LTD COM G0129k104 7,810 407,620 SH   SOLE   179,520 0 0
AIRGAS INC COM 009363102 1,515 13,545 SH   SOLE   13,545 0 0
AK STL HLDG CORP COM 001547108 5,399 658,400 SH   SOLE   658,400 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 39,631 840,000 SH   SOLE   809,700 0 0
AKORN INC COM 009728106 1,391 56,466 SH   SOLE   38,366 0 0
ALASKA AIR GROUP INC COM 011659109 75,689 1,031,606 SH   SOLE   1,031,606 0 0
ALBANY INTL CORP CL A 012348108 7,050 196,210 SH   SOLE   99,710 0 0
ALBANY MOLECULAR RESH INC COM 012423109 654 64,862 SH   SOLE   46,662 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AA7 2,090 2,250,000 PRN   SOLE   0 0 0
ALBEMARLE CORP COM 012653101 6,878 108,500 SH   SOLE   108,500 0 0
ALCOA INC COM 013817101 4,181 393,300 SH   SOLE   393,300 0 0
ALERE INC COM 01449J105 1,019 28,157 SH   SOLE   28,157 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,232 29,521 SH   SOLE   17,021 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2,023 31,800 SH   SOLE   31,800 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 6,996 52,580 SH   SOLE   52,580 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,623 28,405 SH   SOLE   21,705 0 0
ALLEGHANY CORP DEL COM 017175100 250 626 SH   SOLE   626 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 641 18,000 SH   SOLE   18,000 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,593 15,105 SH   SOLE   10,405 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 38,825 878,597 SH   SOLE   865,531 0 0
ALLERGAN INC COM 018490102 14,558 131,063 SH   SOLE   123,463 0 0
ALLIANCE CALIF MUN INCOME FD COM 018546101 232 19,144 SH   SOLE   19,144 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,445 13,103 SH   SOLE   13,103 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 4.750% 5/1 018581AC2 35,864 6,500,000 PRN   SOLE   0 0 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 699 46,426 SH   SOLE   30,226 0 0
ALLIANCE HEALTHCARE SRVCS IN COM PAR $0.01 018606301 409 16,517 SH   SOLE   11,517 0 0
ALLIANCE ONE INTL INC COM 018772103 37 12,239 SH   SOLE   12,239 0 0
ALLIANCE ONE INTL INC NOTE 5.500% 7/1 018772AQ6 2,880 2,822,000 PRN   SOLE   0 0 0
ALLIANCEBERNSTEIN NATL MUNI COM 01864U106 130 10,384 SH   SOLE   10,384 0 0
ALLIANT ENERGY CORP COM 018802108 14,396 278,983 SH   SOLE   278,983 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 48,000 394,474 SH   SOLE   394,474 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 22,656 200,831 SH   SOLE   200,831 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 5,850 211,870 SH   SOLE   211,870 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 2,379 153,881 SH   SOLE   153,881 0 0
ALLSTATE CORP COM 020002101 71,251 1,306,397 SH   SOLE   1,223,897 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,506 23,405 SH   SOLE   22,005 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 32,215 4,511,944 SH   SOLE   4,072,944 0 0
ALPHA NATURAL RESOURCES INC NOTE 3.750%12/1 02076XAE2 8,960 8,600,000 PRN   SOLE   0 0 0
ALPHA NATURAL RESOURCES INC NOTE 4.875%12/1 02076XAF9 3,244 3,000,000 PRN   SOLE   0 0 0
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 82 11,386 SH   SOLE   11,386 0 0
ALTERA CORP COM 021441100 3,242 99,649 SH   SOLE   99,649 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 3,448 114,500 SH   SOLE   44,400 0 0
ALTRA INDL MOTION CORP COM 02208R106 2,733 79,869 SH   SOLE   20,969 0 0
ALTRIA GROUP INC COM 02209S103 61,639 1,605,599 SH   SOLE   1,453,199 0 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 238 27,300 SH   SOLE   27,300 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1,517 62,500 SH   SOLE   10,800 0 0
AMAZON COM INC COM 023135106 144,781 363,050 SH   SOLE   353,550 0 0
AMBAC FINL GROUP INC COM NEW 023139884 3,188 129,800 SH   SOLE   24,600 0 0
AMBARELLA INC SHS G037AX101 2,532 74,622 SH   SOLE   14,022 0 0
AMBEV SA SPONSORED ADR 02319V103 16,292 2,216,665 SH   SOLE   2,082,365 0 0
AMC NETWORKS INC CL A 00164V103 1,414 20,762 SH   SOLE   20,762 0 0
AMDOCS LTD ORD G02602103 21,152 512,889 SH   SOLE   512,889 0 0
AMEDISYS INC COM 023436108 1,391 95,076 SH   SOLE   11,776 0 0
AMERCO COM 023586100 2,231 9,382 SH   SOLE   8,782 0 0
AMEREN CORP COM 023608102 15,943 440,910 SH   SOLE   440,910 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 80,625 3,449,932 SH   SOLE   3,137,432 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,520 99,804 SH   SOLE   63,104 0 0
AMERICAN ASSETS TR INC COM 024013104 1,078 34,300 SH   SOLE   31,000 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,076 52,632 SH   SOLE   34,932 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 818 25,381 SH   SOLE   25,381 0 0
AMERICAN CAP LTD COM 02503Y103 54,281 3,470,663 SH   SOLE   3,470,663 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,836 95,200 SH   SOLE   63,800 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 34,371 2,386,864 SH   SOLE   2,386,864 0 0
AMERICAN ELEC PWR INC COM 025537101 54,124 1,157,980 SH   SOLE   1,071,580 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,945 73,715 SH   SOLE   57,015 0 0
AMERICAN EXPRESS CO COM 025816109 7,694 84,797 SH   SOLE   84,797 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 42,019 727,974 SH   SOLE   727,974 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 89,310 1,749,471 SH   SOLE   1,684,971 0 0
AMERICAN PAC CORP COM 028740108 617 16,548 SH   SOLE   12,148 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 907 20,866 SH   SOLE   10,466 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 653 14,282 SH   SOLE   10,882 0 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 2,374 184,600 SH   SOLE   115,500 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 31,194 31,175,000 PRN   SOLE   0 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 3,581 49,800 SH   SOLE   19,100 0 0
AMERICAN STS WTR CO COM 029899101 7,639 265,900 SH   SOLE   132,600 0 0
AMERICAN TOWER CORP NEW COM 03027X100 30,077 376,808 SH   SOLE   352,608 0 0
AMERICAN VANGUARD CORP COM 030371108 292 12,023 SH   SOLE   7,123 0 0
AMERICAN WOODMARK CORP COM 030506109 2,094 52,970 SH   SOLE   11,670 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 7,449 176,273 SH   SOLE   176,273 0 0
AMERICAS CAR MART INC COM 03062T105 218 5,161 SH   SOLE   3,161 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 296 6,652 SH   SOLE   6,652 0 0
AMERIPRISE FINL INC COM 03076C106 64,865 563,802 SH   SOLE   550,902 0 0
AMERIS BANCORP COM 03076K108 213 10,089 SH   SOLE   7,267 0 0
AMERISAFE INC COM 03071H100 1,061 25,115 SH   SOLE   13,315 0 0
AMERISOURCEBERGEN CORP COM 03073E105 110,124 1,566,268 SH   SOLE   1,495,668 0 0
AMETEK INC NEW COM 031100100 363 6,900 SH   SOLE   6,900 0 0
AMGEN INC COM 031162100 168,942 1,479,872 SH   SOLE   1,399,272 0 0
AMKOR TECHNOLOGY INC COM 031652100 390 63,622 SH   SOLE   63,622 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 2,587 175,978 SH   SOLE   67,978 0 0
AMPHENOL CORP NEW CL A 032095101 2,265 25,400 SH   SOLE   25,400 0 0
AMSURG CORP COM 03232P405 921 20,051 SH   SOLE   18,851 0 0
AMTRUST FINL SVCS INC COM 032359309 1,236 37,806 SH   SOLE   37,806 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 824 49,130 SH   SOLE   32,130 0 0
ANADARKO PETE CORP COM 032511107 81,851 1,031,905 SH   SOLE   996,605 0 0
ANADIGICS INC COM 032515108 44 24,000 SH   SOLE   16,000 0 0
ANALOG DEVICES INC COM 032654105 9,186 180,360 SH   SOLE   180,360 0 0
ANALOGIC CORP COM PAR $0.05 032657207 2,228 25,162 SH   SOLE   6,662 0 0
ANAREN INC COM 032744104 3,055 109,142 SH   SOLE   109,142 0 0
ANDERSONS INC COM 034164103 14,163 158,830 SH   SOLE   84,210 0 0
ANGIES LIST INC COM 034754101 597 39,432 SH   SOLE   30,532 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 153 13,044 SH   SOLE   13,044 0 0
ANIKA THERAPEUTICS INC COM 035255108 356 9,323 SH   SOLE   6,423 0 0
ANIXTER INTL INC COM 035290105 5,636 62,734 SH   SOLE   59,134 0 0
ANN INC COM 035623107 3,853 105,392 SH   SOLE   99,892 0 0
ANNALY CAP MGMT INC COM 035710409 6,560 657,945 SH   SOLE   581,045 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 16,033 15,825,000 PRN   SOLE   0 0 0
ANSYS INC COM 03662Q105 2,747 31,500 SH   SOLE   31,500 0 0
ANTARES PHARMA INC COM 036642106 419 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 5,070 108,755 SH   SOLE   108,755 0 0
APACHE CORP COM 037411105 6,680 77,723 SH   SOLE   77,723 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 2,803 108,200 SH   SOLE   108,200 0 0
APOGEE ENTERPRISES INC COM 037598109 2,993 83,337 SH   SOLE   35,037 0 0
APOLLO ED GROUP INC CL A 037604105 27,368 1,001,766 SH   SOLE   1,001,766 0 0
APOLLO INVT CORP COM 03761U106 1,116 131,557 SH   SOLE   71,247 0 0
APPLE INC COM 037833100 239,178 426,259 SH   SOLE   390,459 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 3,588 73,087 SH   SOLE   73,087 0 0
APPLIED MATLS INC COM 038222105 22,353 1,263,607 SH   SOLE   1,263,607 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 1,828 136,618 SH   SOLE   98,218 0 0
AQUASITION CORP COM Y0192H103 10,128 990,000 SH   SOLE   990,000 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 149 18,127 SH   SOLE   12,927 0 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 9,829 9,690,000 PRN   SOLE   0 0 0
ARCH CAP GROUP LTD ORD G0450A105 3,929 65,822 SH   SOLE   65,822 0 0
ARCH COAL INC COM 039380100 442 99,300 SH   SOLE   99,300 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 205,490 4,734,785 SH   SOLE   4,423,485 0 0
ARCTIC CAT INC COM 039670104 4,611 80,931 SH   SOLE   33,431 0 0
ARENA PHARMACEUTICALS INC COM 040047102 723 123,661 SH   SOLE   123,661 0 0
ARES CAP CORP COM 04010L103 11,806 664,393 SH   SOLE   664,393 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 12,610 271,246 SH   SOLE   115,322 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 10,183 1,493,118 SH   SOLE   1,493,118 0 0
ARK RESTAURANTS CORP COM 040712101 4,593 207,348 SH   SOLE   207,348 0 0
ARKANSAS BEST CORP DEL COM 040790107 7,136 211,872 SH   SOLE   132,772 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 5,758 218,205 SH   SOLE   97,805 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 642 160,100 SH   SOLE   107,000 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 6,126 106,342 SH   SOLE   106,342 0 0
ARRAY BIOPHARMA INC COM 04269X105 771 153,918 SH   SOLE   24,318 0 0
ARRIS GROUP INC NEW COM 04270V106 10,355 425,005 SH   SOLE   425,005 0 0
ARROW ELECTRS INC COM 042735100 28,659 528,269 SH   SOLE   528,269 0 0
ARROWHEAD RESH CORP COM NEW 042797209 447 41,192 SH   SOLE   27,092 0 0
ARTHROCARE CORP COM 043136100 5,199 129,200 SH   SOLE   61,300 0 0
ARUBA NETWORKS INC COM 043176106 566 31,636 SH   SOLE   8,036 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,892 35,208 SH   SOLE   27,108 0 0
ASCENA RETAIL GROUP INC COM 04351G101 1,963 92,774 SH   SOLE   92,774 0 0
ASCENT CAP GROUP INC COM SER A 043632108 483 5,651 SH   SOLE   3,151 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 6,628 364,201 SH   SOLE   350,581 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 19,563 2,362,697 SH   SOLE   2,170,097 0 0
ASHLAND INC NEW COM 044209104 4,731 48,754 SH   SOLE   48,754 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 3,023 73,187 SH   SOLE   73,187 0 0
ASPEN TECHNOLOGY INC COM 045327103 2,704 64,681 SH   SOLE   18,081 0 0
ASSOCIATED BANC CORP COM 045487105 12,893 740,957 SH   SOLE   740,957 0 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 59 23,450 SH   SOLE   23,450 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 2,317 144,355 SH   SOLE   97,955 0 0
ASSURANT INC COM 04621X108 123,695 1,863,713 SH   SOLE   1,802,313 0 0
ASSURED GUARANTY LTD COM G0585R106 3,071 130,168 SH   SOLE   130,168 0 0
ASTEC INDS INC COM 046224101 301 7,803 SH   SOLE   7,803 0 0
ASTORIA FINL CORP COM 046265104 329 23,818 SH   SOLE   23,818 0 0
ASTRONICS CORP COM 046433108 2,852 55,915 SH   SOLE   19,815 0 0
AT&T INC COM 00206R102 128,889 3,665,798 SH   SOLE   3,270,498 0 0
ATHENAHEALTH INC COM 04685W103 971 7,217 SH   SOLE   7,217 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 301 86,600 SH   SOLE   55,200 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 680 191,430 SH   SOLE   191,430 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,375 33,413 SH   SOLE   33,413 0 0
ATLAS ENERGY LP COM UNITS LP 04930A104 1,482 31,631 SH   SOLE   31,631 0 0
ATMEL CORP COM 049513104 13,774 1,759,166 SH   SOLE   1,759,166 0 0
ATMI INC COM 00207R101 1,980 65,552 SH   SOLE   32,652 0 0
ATMOS ENERGY CORP COM 049560105 4,844 106,639 SH   SOLE   106,639 0 0
ATWOOD OCEANICS INC COM 050095108 2,792 52,289 SH   SOLE   52,289 0 0
AUDIENCE INC COM 05070J102 302 25,938 SH   SOLE   6,038 0 0
AUTHENTIDATE HLDG CORP COM NEW 052666203 1,047 781,106 SH   SOLE   781,106 0 0
AUTOBYTEL INC COM NEW 05275N205 320 21,176 SH   SOLE   14,376 0 0
AUTODESK INC COM 052769106 9,241 183,616 SH   SOLE   183,616 0 0
AUTOLIV INC COM 052800109 32,904 358,434 SH   SOLE   358,434 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 9,887 122,346 SH   SOLE   122,346 0 0
AUTONATION INC COM 05329W102 2,379 47,874 SH   SOLE   47,874 0 0
AUTOZONE INC COM 053332102 17,384 36,372 SH   SOLE   36,372 0 0
AV HOMES INC NOTE 7.500% 2/1 00234PAB8 8,749 7,430,000 PRN   SOLE   0 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 17,470 330,300 SH   SOLE   330,300 0 0
AVALONBAY CMNTYS INC COM 053484101 15,448 130,657 SH   SOLE   121,857 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 464 138,200 SH   SOLE   48,800 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 2,385 2,245,000 PRN   SOLE   0 0 0
AVEO PHARMACEUTICALS INC COM 053588109 175 95,200 SH   SOLE   0 0 0
AVERY DENNISON CORP COM 053611109 74,429 1,482,943 SH   SOLE   1,342,343 0 0
AVG TECHNOLOGIES N V SHS N07831105 3,585 208,300 SH   SOLE   28,892 0 0
AVIS BUDGET GROUP COM 053774105 2,983 73,805 SH   SOLE   73,805 0 0
AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 65,567 26,025,000 PRN   SOLE   0 0 0
AVISTA CORP COM 05379B107 1,656 58,728 SH   SOLE   43,628 0 0
AVNET INC COM 053807103 56,157 1,273,118 SH   SOLE   1,206,218 0 0
AVX CORP NEW COM 002444107 215 15,400 SH   SOLE   15,400 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 611 250,309 SH   SOLE   173,509 0 0
AXIALL CORP COM 05463D100 10,771 227,052 SH   SOLE   227,052 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 67,525 1,419,478 SH   SOLE   1,228,078 0 0
AZZ INC COM 002474104 343 7,016 SH   SOLE   6,016 0 0
B/E AEROSPACE INC COM 073302101 4,779 54,914 SH   SOLE   54,914 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 1,658 48,500 SH   SOLE   48,500 0 0
BADGER METER INC COM 056525108 256 4,700 SH   SOLE   3,300 0 0
BAKER HUGHES INC COM 057224107 8,858 160,300 SH   SOLE   160,300 0 0
BALCHEM CORP COM 057665200 486 8,282 SH   SOLE   5,382 0 0
BALL CORP COM 058498106 5,734 111,000 SH   SOLE   111,000 0 0
BALLY TECHNOLOGIES INC COM 05874B107 1,313 16,737 SH   SOLE   16,737 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 29,963 2,391,288 SH   SOLE   2,280,668 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 10,115 429,153 SH   SOLE   426,689 0 0
BANCORP INC DEL COM 05969A105 383 21,400 SH   SOLE   16,000 0 0
BANCORPSOUTH INC COM 059692103 1,141 44,900 SH   SOLE   27,700 0 0
BANK HAWAII CORP COM 062540109 5,998 101,416 SH   SOLE   101,416 0 0
BANK MONTREAL QUE COM 063671101 2,593 38,900 SH   SOLE   38,900 0 0
BANK MUTUAL CORP NEW COM 063750103 189 15,931 SH   SOLE   15,931 0 0
BANK NEW YORK MELLON CORP COM 064058100 8,240 235,840 SH   SOLE   235,840 0 0
BANK OF AMERICA CORPORATION COM 060505104 56,877 3,653,016 SH   SOLE   3,237,916 0 0
BANK OF THE OZARKS INC COM 063904106 1,551 27,413 SH   SOLE   20,613 0 0
BANKRATE INC DEL COM 06647F102 836 46,601 SH   SOLE   31,101 0 0
BANKUNITED INC COM 06652K103 2,137 64,900 SH   SOLE   64,900 0 0
BANNER CORP COM NEW 06652V208 5,579 124,484 SH   SOLE   66,884 0 0
BARD C R INC COM 067383109 5,063 37,804 SH   SOLE   37,804 0 0
BARNES & NOBLE INC COM 067774109 662 44,287 SH   SOLE   44,287 0 0
BARNES GROUP INC COM 067806109 434 11,324 SH   SOLE   7,724 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 4,892 52,747 SH   SOLE   12,887 0 0
BARRICK GOLD CORP COM 067901108 732 41,500 SH   SOLE   41,500 0 0
BARRY R G CORP OHIO COM 068798107 6,279 325,316 SH   SOLE   325,316 0 0
BAXTER INTL INC COM 071813109 11,886 170,899 SH   SOLE   147,399 0 0
BB&T CORP COM 054937107 4,919 131,807 SH   SOLE   131,807 0 0
BBCN BANCORP INC COM 073295107 489 29,498 SH   SOLE   23,398 0 0
BCE INC COM NEW 05534B760 606 14,005 SH   SOLE   14,005 0 0
BEAM INC COM 073730103 1,880 27,629 SH   SOLE   27,629 0 0
BEAZER HOMES USA INC UNIT 99/99/9999 07556Q709 990 26,600 SH   SOLE   26,600 0 0
BEBE STORES INC COM 075571109 138 26,008 SH   SOLE   11,608 0 0
BECTON DICKINSON & CO COM 075887109 18,510 167,527 SH   SOLE   160,827 0 0
BED BATH & BEYOND INC COM 075896100 13,315 165,814 SH   SOLE   165,814 0 0
BEMIS INC COM 081437105 2,789 68,100 SH   SOLE   68,100 0 0
BENCHMARK ELECTRS INC COM 08160H101 5,363 232,359 SH   SOLE   124,159 0 0
BERKLEY W R CORP COM 084423102 2,361 54,402 SH   SOLE   54,402 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 112,246 946,745 SH   SOLE   886,845 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 210 7,700 SH   SOLE   5,000 0 0
BEST BUY INC COM 086516101 139,247 3,491,659 SH   SOLE   3,352,159 0 0
BGC PARTNERS INC CL A 05541T101 1,227 202,515 SH   SOLE   100,515 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 4,852 244,783 SH   SOLE   45,218 0 0
BIG LOTS INC COM 089302103 17,041 527,738 SH   SOLE   527,738 0 0
BIGLARI HLDGS INC COM 08986R101 4,691 9,260 SH   SOLE   3,530 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 724 95,262 SH   SOLE   75,462 0 0
BIOGEN IDEC INC COM 09062X103 167,185 597,624 SH   SOLE   570,524 0 0
BIOLASE INC COM 090911108 120 42,235 SH   SOLE   30,222 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,634 80,171 SH   SOLE   80,171 0 0
BIOMED REALTY TRUST INC COM 09063H107 3,188 175,934 SH   SOLE   175,934 0 0
BIOSCRIP INC COM 09069N108 148 20,057 SH   SOLE   757 0 0
BIOTELEMETRY INC COM 090672106 527 66,371 SH   SOLE   42,471 0 0
BLACK BOX CORP DEL COM 091826107 386 12,960 SH   SOLE   12,960 0 0
BLACK HILLS CORP COM 092113109 2,325 44,278 SH   SOLE   30,278 0 0
BLACKBAUD INC COM 09227Q100 583 15,486 SH   SOLE   7,886 0 0
BLACKHAWK NETWORK HLDGS INC CL A 09238E104 685 27,100 SH   SOLE   1,500 0 0
BLACKROCK BUILD AMER BD TR SHS 09248X100 1,768 92,336 SH   SOLE   92,336 0 0
BLACKROCK CORE BD TR SHS BEN INT 09249E101 2,954 229,379 SH   SOLE   229,379 0 0
BLACKROCK CORPOR HI YLD FD V COM 09255P107 510 41,897 SH   SOLE   41,897 0 0
BLACKROCK CR ALLCTN INC TR COM 092508100 9,995 765,308 SH   SOLE   765,308 0 0
BLACKROCK ECOSOLUTIONS INVT COM SH 092546100 95 12,111 SH   SOLE   12,111 0 0
BLACKROCK ENERGY & RES TR COM 09250U101 2,202 90,622 SH   SOLE   90,622 0 0
BLACKROCK ENH CAP & INC FD I COM 09256A109 4,020 294,081 SH   SOLE   294,081 0 0
BLACKROCK ENHANCED EQT DIV T COM 09251A104 8,444 1,063,533 SH   SOLE   1,063,533 0 0
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 9,477 633,503 SH   SOLE   633,503 0 0
BLACKROCK INC COM 09247X101 36,532 115,436 SH   SOLE   115,436 0 0
BLACKROCK INCOME OPP TRUST I COM 092475102 2,861 294,966 SH   SOLE   294,966 0 0
BLACKROCK INTL GRWTH & INC T COM BENE INTER 092524107 6,364 782,836 SH   SOLE   782,836 0 0
BLACKROCK KELSO CAPITAL CORP COM 092533108 4,448 476,700 SH   SOLE   220,400 0 0
BLACKROCK MUNI INCOME INV QL COM 09250G102 312 24,226 SH   SOLE   24,226 0 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 297 21,342 SH   SOLE   21,342 0 0
BLACKROCK MUNIASSETS FD INC COM 09254J102 377 32,666 SH   SOLE   32,666 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 248 18,903 SH   SOLE   18,903 0 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 513 38,842 SH   SOLE   38,842 0 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 435 34,751 SH   SOLE   34,751 0 0
BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 396 33,354 SH   SOLE   33,354 0 0
BLACKROCK MUNIY QUALITY FD I COM 09254G108 122 10,473 SH   SOLE   10,473 0 0
BLACKROCK MUNIYIELD CALI QLT COM 09254N103 348 25,526 SH   SOLE   25,526 0 0
BLACKROCK MUNIYIELD N J FD I COM 09254Y109 140 10,247 SH   SOLE   10,247 0 0
BLACKROCK MUNIYIELD PA QLTY COM 09255G107 243 18,991 SH   SOLE   18,991 0 0
BLACKROCK MUNIYIELD QLTY FD COM 09254E103 307 24,254 SH   SOLE   24,254 0 0
BLACKROCK MUNIYLD INVST QLTY COM 09254T100 233 19,012 SH   SOLE   19,012 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 617 49,538 SH   SOLE   49,538 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254W103 386 33,596 SH   SOLE   33,596 0 0
BLACKROCK REAL ASSET EQUITY COM 09254B109 1,091 125,240 SH   SOLE   125,240 0 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 4,139 357,085 SH   SOLE   357,085 0 0
BLOCK H & R INC COM 093671105 55,907 1,925,177 SH   SOLE   1,788,977 0 0
BLUCORA INC COM 095229100 4,715 161,677 SH   SOLE   43,577 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 256 10,012 SH   SOLE   10,012 0 0
BOB EVANS FARMS INC COM 096761101 2,795 55,248 SH   SOLE   52,848 0 0
BOEING CO COM 097023105 114,765 840,833 SH   SOLE   821,933 0 0
BOFI HLDG INC COM 05566U108 1,462 18,637 SH   SOLE   12,737 0 0
BOK FINL CORP COM NEW 05561Q201 942 14,200 SH   SOLE   14,200 0 0
BONANZA CREEK ENERGY INC COM 097793103 1,753 40,323 SH   SOLE   23,123 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 328 17,106 SH   SOLE   17,106 0 0
BORGWARNER INC COM 099724106 4,327 77,388 SH   SOLE   77,388 0 0
BOSTON BEER INC CL A 100557107 1,606 6,643 SH   SOLE   5,643 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 766 60,725 SH   SOLE   49,025 0 0
BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 698 117,799 SH   SOLE   117,799 0 0
BOSTON PROPERTIES INC COM 101121101 16,287 162,274 SH   SOLE   151,774 0 0
BOSTON SCIENTIFIC CORP COM 101137107 144,976 12,061,211 SH   SOLE   11,136,411 0 0
BOULDER BRANDS INC COM 101405108 299 18,862 SH   SOLE   12,762 0 0
BOYD GAMING CORP COM 103304101 1,244 110,467 SH   SOLE   72,567 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 426 30,200 SH   SOLE   30,200 0 0
BRASKEM S A SP ADR PFD A 105532105 432 24,200 SH   SOLE   24,200 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 2,559 157,300 SH   SOLE   43,300 0 0
BRE PROPERTIES INC CL A 05564E106 1,412 25,800 SH   SOLE   25,800 0 0
BRF SA SPONSORED ADR 10552T107 2,360 113,100 SH   SOLE   113,100 0 0
BRIDGEPOINT ED INC COM 10807M105 370 20,888 SH   SOLE   14,238 0 0
BRIGHTCOVE INC COM 10921T101 362 25,600 SH   SOLE   9,700 0 0
BRINKER INTL INC COM 109641100 19,587 422,672 SH   SOLE   422,672 0 0
BRINKS CO COM 109696104 1,617 47,368 SH   SOLE   45,868 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 25,725 484,015 SH   SOLE   484,015 0 0
BRISTOW GROUP INC COM 110394103 13,427 178,883 SH   SOLE   136,183 0 0
BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 616 500,000 PRN   SOLE   0 0 0
BROADCOM CORP CL A 111320107 36,723 1,238,555 SH   SOLE   1,054,755 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 18,655 472,027 SH   SOLE   472,027 0 0
BROADSOFT INC COM 11133B409 216 7,900 SH   SOLE   5,700 0 0
BROADWIND ENERGY INC COM NEW 11161T207 315 33,375 SH   SOLE   22,475 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 117,309 13,225,407 SH   SOLE   13,225,407 0 0
BROOKDALE SR LIVING INC COM 112463104 538 19,800 SH   SOLE   19,800 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 20,209 520,457 SH   SOLE   520,457 0 0
BROOKS AUTOMATION INC COM 114340102 3,012 287,116 SH   SOLE   149,416 0 0
BROWN & BROWN INC COM 115236101 7,104 226,300 SH   SOLE   226,300 0 0
BROWN FORMAN CORP CL B 115637209 10,718 141,831 SH   SOLE   141,831 0 0
BROWN SHOE INC NEW COM 115736100 10,427 370,542 SH   SOLE   180,742 0 0
BRUKER CORP COM 116794108 554 28,000 SH   SOLE   28,000 0 0
BRUNSWICK CORP COM 117043109 2,871 62,325 SH   SOLE   57,225 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 385 5,416 SH   SOLE   5,416 0 0
BUCKLE INC COM 118440106 3,562 67,768 SH   SOLE   67,768 0 0
BUFFALO WILD WINGS INC COM 119848109 495 3,366 SH   SOLE   2,366 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 459 64,259 SH   SOLE   39,159 0 0
BUNGE LIMITED COM G16962105 43,893 534,565 SH   SOLE   460,665 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 2,619 44,900 SH   SOLE   44,900 0 0
CA INC COM 12673P105 76,200 2,264,498 SH   SOLE   2,177,198 0 0
CABELAS INC COM 126804301 753 11,302 SH   SOLE   11,302 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 402 22,400 SH   SOLE   22,400 0 0
CABOT CORP COM 127055101 3,678 71,552 SH   SOLE   71,552 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 763 16,700 SH   SOLE   5,200 0 0
CABOT OIL & GAS CORP COM 127097103 70,707 1,824,220 SH   SOLE   1,779,420 0 0
CACI INTL INC CL A 127190304 9,483 129,512 SH   SOLE   129,512 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,123 80,098 SH   SOLE   80,098 0 0
CADENCE PHARMACEUTICALS INC COM 12738T100 1,778 196,425 SH   SOLE   54,002 0 0
CAESARS ENTMT CORP COM 127686103 671 31,173 SH   SOLE   25,273 0 0
CAL MAINE FOODS INC COM NEW 128030202 319 5,301 SH   SOLE   5,301 0 0
CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 1,214 93,882 SH   SOLE   93,882 0 0
CALAMP CORP COM 128126109 3,004 107,408 SH   SOLE   42,208 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 2,450 106,200 SH   SOLE   51,100 0 0
CALIX INC COM 13100M509 5,403 560,445 SH   SOLE   204,745 0 0
CALLAWAY GOLF CO COM 131193104 114 13,558 SH   SOLE   13,558 0 0
CALLIDUS SOFTWARE INC COM 13123E500 418 30,414 SH   SOLE   17,914 0 0
CALPINE CORP COM NEW 131347304 2,461 126,125 SH   SOLE   126,125 0 0
CAMBREX CORP COM 132011107 2,763 154,975 SH   SOLE   46,475 0 0
CAMCO FINL CORP COM 132618109 5,289 791,805 SH   SOLE   791,805 0 0
CAMDEN PPTY TR SH BEN INT 133131102 3,322 58,400 SH   SOLE   58,400 0 0
CAMECO CORP COM 13321L108 282 13,600 SH   SOLE   13,600 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 2,913 48,933 SH   SOLE   48,933 0 0
CAMPBELL SOUP CO COM 134429109 2,995 69,200 SH   SOLE   69,200 0 0
CAMPUS CREST CMNTYS INC COM 13466Y105 563 59,800 SH   SOLE   10,100 0 0
CANADIAN NAT RES LTD COM 136385101 1,310 38,700 SH   SOLE   38,700 0 0
CANADIAN NATL RY CO COM 136375102 2,778 48,726 SH   SOLE   48,726 0 0
CANADIAN PAC RY LTD COM 13645T100 2,754 18,200 SH   SOLE   18,200 0 0
CANTEL MEDICAL CORP COM 138098108 2,173 64,093 SH   SOLE   23,143 0 0
CAPELLA EDUCATION COMPANY COM 139594105 6,269 94,363 SH   SOLE   38,363 0 0
CAPITAL BK FINL CORP CL A COM 139794101 3,913 172,000 SH   SOLE   95,267 0 0
CAPITAL ONE FINL CORP COM 14040H105 9,924 129,542 SH   SOLE   129,542 0 0
CAPITAL SR LIVING CORP COM 140475104 567 23,632 SH   SOLE   16,932 0 0
CAPITALSOURCE INC COM 14055X102 31,626 2,200,814 SH   SOLE   2,200,814 0 0
CAPITOL ACQUISITION CORP II COM 14056V105 17,285 1,782,000 SH   SOLE   1,782,000 0 0
CAPITOL ACQUISITION CORP II *W EXP 05/15/201 14056V113 535 891,000 SH   SOLE   891,000 0 0
CAPITOL FED FINL INC COM 14057J101 424 35,000 SH   SOLE   35,000 0 0
CARBO CERAMICS INC COM 140781105 2,162 18,557 SH   SOLE   18,557 0 0
CARBONITE INC COM 141337105 155 13,100 SH   SOLE   8,700 0 0
CARDINAL FINL CORP COM 14149F109 2,407 133,700 SH   SOLE   64,164 0 0
CARDINAL HEALTH INC COM 14149Y108 75,715 1,133,294 SH   SOLE   1,103,394 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 2,229 65,011 SH   SOLE   19,711 0 0
CARDTRONICS INC COM 14161H108 706 16,238 SH   SOLE   12,138 0 0
CAREER EDUCATION CORP COM 141665109 21,928 3,846,937 SH   SOLE   3,107,485 0 0
CAREFUSION CORP COM 14170T101 86,782 2,179,354 SH   SOLE   2,004,154 0 0
CARLISLE COS INC COM 142339100 9,106 114,689 SH   SOLE   114,689 0 0
CARMAX INC COM 143130102 3,000 63,800 SH   SOLE   63,800 0 0
CARMIKE CINEMAS INC COM 143436400 2,154 77,369 SH   SOLE   28,569 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 1,427 22,946 SH   SOLE   22,946 0 0
CARRIAGE SVCS INC COM 143905107 1,517 77,652 SH   SOLE   22,652 0 0
CARRIZO OIL & GAS INC COM 144577103 1,870 41,770 SH   SOLE   28,270 0 0
CARTER INC COM 146229109 11,479 159,891 SH   SOLE   159,891 0 0
CASEYS GEN STORES INC COM 147528103 1,057 15,049 SH   SOLE   10,249 0 0
CASTLE A M & CO COM 148411101 2,066 139,860 SH   SOLE   66,360 0 0
CATALYST PHARM PARTNERS INC COM 14888U101 292 149,682 SH   SOLE   133,082 0 0
CATAMARAN CORP COM 148887102 11,583 243,948 SH   SOLE   243,948 0 0
CATERPILLAR INC DEL COM 149123101 772 8,500 SH   SOLE   8,500 0 0
CATHAY GENERAL BANCORP COM 149150104 725 27,137 SH   SOLE   27,137 0 0
CATO CORP NEW CL A 149205106 5,312 167,039 SH   SOLE   68,240 0 0
CBIZ INC COM 124805102 129 14,100 SH   SOLE   10,400 0 0
CBL & ASSOC PPTYS INC COM 124830100 1,501 83,600 SH   SOLE   83,600 0 0
CBOE HLDGS INC COM 12503M108 6,044 116,323 SH   SOLE   116,323 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 1,286 162,421 SH   SOLE   162,421 0 0
CBS CORP NEW CL B 124857202 63,020 988,703 SH   SOLE   949,903 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 888 10,400 SH   SOLE   10,400 0 0
CEC ENTMT INC COM 125137109 794 17,929 SH   SOLE   8,729 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,962 313,436 SH   SOLE   144,736 0 0
CELANESE CORP DEL COM SER A 150870103 5,842 105,624 SH   SOLE   105,624 0 0
CELGENE CORP COM 151020104 232,254 1,374,609 SH   SOLE   1,297,309 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 2,504 103,444 SH   SOLE   56,744 0 0
CELSION CORPORATION COM PAR $0.01 15117N404 73 18,775 SH   SOLE   14,798 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 15,805 1,336,005 SH   SOLE   1,196,305 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 1,870 1,575,000 PRN   SOLE   0 0 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 66,891 50,675,000 PRN   SOLE   0 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 9,885 7,275,000 PRN   SOLE   0 0 0
CEMPRA INC COM 15130J109 173 13,959 SH   SOLE   9,659 0 0
CENOVUS ENERGY INC COM 15135U109 647 22,600 SH   SOLE   22,600 0 0
CENTENE CORP DEL COM 15135B101 965 16,370 SH   SOLE   10,570 0 0
CENTERPOINT ENERGY INC COM 15189T107 10,051 433,621 SH   SOLE   433,621 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 177 25,664 SH   SOLE   25,664 0 0
CENTRAL SECS CORP COM 155123102 2,311 106,421 SH   SOLE   106,421 0 0
CENTURY ALUM CO COM 156431108 3,935 376,199 SH   SOLE   194,584 0 0
CENTURY CASINOS INC COM 156492100 117 22,389 SH   SOLE   15,389 0 0
CENTURYLINK INC COM 156700106 287 9,000 SH   SOLE   9,000 0 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 1,035 925,000 PRN   SOLE   0 0 0
CEPHEID COM 15670R107 526 11,265 SH   SOLE   11,265 0 0
CERNER CORP COM 156782104 3,328 59,710 SH   SOLE   59,710 0 0
CERUS CORP COM 157085101 355 55,101 SH   SOLE   36,301 0 0
CEVA INC COM 157210105 434 28,500 SH   SOLE   7,600 0 0
CF INDS HLDGS INC COM 125269100 94,994 407,629 SH   SOLE   380,329 0 0
CHARLES RIV LABS INTL INC COM 159864107 15,245 287,431 SH   SOLE   287,431 0 0
CHART ACQUISITION CORP COM 161151105 14,791 1,477,575 SH   SOLE   1,477,575 0 0
CHART ACQUISITION CORP *W EXP 12/19/201 161151113 1,108 1,477,575 SH   SOLE   1,477,575 0 0
CHART INDS INC COM PAR $0.01 16115Q308 3,881 40,575 SH   SOLE   40,575 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 20,452 13,200,000 PRN   SOLE   0 0 0
CHATHAM LODGING TR COM 16208T102 11,279 551,535 SH   SOLE   454,435 0 0
CHECKPOINT SYS INC COM 162825103 2,184 138,464 SH   SOLE   89,264 0 0
CHEESECAKE FACTORY INC COM 163072101 7,715 159,829 SH   SOLE   159,829 0 0
CHELSEA THERAPEUTICS INTL LT COM 163428105 507 114,411 SH   SOLE   83,411 0 0
CHEMED CORP NEW COM 16359R103 751 9,800 SH   SOLE   9,800 0 0
CHEMTURA CORP COM NEW 163893209 1,552 55,573 SH   SOLE   25,873 0 0
CHENIERE ENERGY INC COM NEW 16411R208 2,320 53,798 SH   SOLE   53,798 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 500 17,460 SH   SOLE   17,460 0 0
CHESAPEAKE ENERGY CORP COM 165167107 3,381 124,574 SH   SOLE   124,574 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 7,046 278,600 SH   SOLE   110,700 0 0
CHESAPEAKE UTILS CORP COM 165303108 653 10,872 SH   SOLE   7,472 0 0
CHEVRON CORP NEW COM 166764100 200,843 1,607,905 SH   SOLE   1,515,805 0 0
CHICOS FAS INC COM 168615102 18,233 967,786 SH   SOLE   967,786 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 8,464 148,570 SH   SOLE   145,370 0 0
CHIMERIX INC COM 16934W106 1,464 96,864 SH   SOLE   96,864 0 0
CHINA GENGSHENG MINERALS INC COM 16942P101 8 40,774 SH   SOLE   40,774 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 12,285 234,932 SH   SOLE   212,932 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 5,632 68,545 SH   SOLE   68,545 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 10,709 20,101 SH   SOLE   20,101 0 0
CHIQUITA BRANDS INTL INC COM 170032809 9,107 778,396 SH   SOLE   376,069 0 0
CHRISTOPHER & BANKS CORP COM 171046105 588 68,907 SH   SOLE   50,507 0 0
CHUBB CORP COM 171232101 23,432 242,492 SH   SOLE   225,792 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 3,034 98,013 SH   SOLE   98,013 0 0
CHURCH & DWIGHT INC COM 171340102 23,241 350,656 SH   SOLE   350,656 0 0
CHURCHILL DOWNS INC COM 171484108 500 5,575 SH   SOLE   3,675 0 0
CIBER INC COM 17163B102 72 17,380 SH   SOLE   17,380 0 0
CIENA CORP COM NEW 171779309 1,311 54,765 SH   SOLE   33,965 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 15,477 10,484,000 PRN   SOLE   0 0 0
CIGNA CORPORATION COM 125509109 105,142 1,201,893 SH   SOLE   1,159,993 0 0
CIMAREX ENERGY CO COM 171798101 66,361 632,551 SH   SOLE   570,551 0 0
CINCINNATI FINL CORP COM 172062101 2,271 43,372 SH   SOLE   43,372 0 0
CINEMARK HOLDINGS INC COM 17243V102 4,574 137,226 SH   SOLE   137,226 0 0
CINTAS CORP COM 172908105 22,474 377,147 SH   SOLE   377,147 0 0
CIRCOR INTL INC COM 17273K109 6,140 76,014 SH   SOLE   33,014 0 0
CIRRUS LOGIC INC COM 172755100 2,278 111,495 SH   SOLE   79,195 0 0
CIS ACQUISITION LTD SHS SER A G21490209 10,029 990,000 SH   SOLE   990,000 0 0
CISCO SYS INC COM 17275R102 139,467 6,212,320 SH   SOLE   5,805,220 0 0
CIT GROUP INC COM NEW 125581801 2,092 40,124 SH   SOLE   40,124 0 0
CITIGROUP INC COM NEW 172967424 143,661 2,756,871 SH   SOLE   2,536,701 0 0
CITRIX SYS INC COM 177376100 14,944 236,267 SH   SOLE   210,067 0 0
CITY HLDG CO COM 177835105 4,293 92,669 SH   SOLE   54,816 0 0
CITY NATL CORP COM 178566105 2,252 28,431 SH   SOLE   28,431 0 0
CLEAN HARBORS INC COM 184496107 904 15,083 SH   SOLE   15,083 0 0
CLEARFIELD INC COM 18482P103 656 32,414 SH   SOLE   20,914 0 0
CLEARWATER PAPER CORP COM 18538R103 1,100 20,955 SH   SOLE   16,455 0 0
CLECO CORP NEW COM 12561W105 2,301 49,353 SH   SOLE   49,353 0 0
CLIFFS NAT RES INC COM 18683K101 566 21,600 SH   SOLE   21,600 0 0
CLOROX CO DEL COM 189054109 9,256 99,779 SH   SOLE   99,779 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 259 14,400 SH   SOLE   8,200 0 0
CLOVIS ONCOLOGY INC COM 189464100 1,637 27,166 SH   SOLE   17,166 0 0
CME GROUP INC COM 12572Q105 12,060 153,710 SH   SOLE   153,710 0 0
CMS ENERGY CORP COM 125896100 2,583 96,500 SH   SOLE   96,500 0 0
CNO FINL GROUP INC COM 12621E103 2,237 126,466 SH   SOLE   64,666 0 0
CNOOC LTD SPONSORED ADR 126132109 4,579 24,400 SH   SOLE   21,500 0 0
COACH INC COM 189754104 2,546 45,355 SH   SOLE   45,355 0 0
COBALT INTL ENERGY INC COM 19075F106 9,192 558,808 SH   SOLE   558,808 0 0
COCA COLA CO COM 191216100 123,473 2,988,946 SH   SOLE   2,773,546 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 42,368 960,082 SH   SOLE   960,082 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 11,672 95,852 SH   SOLE   90,852 0 0
COEUR MNG INC *W EXP 04/16/201 192108116 40 30,382 SH   SOLE   30,382 0 0
COEUR MNG INC COM NEW 192108504 632 58,293 SH   SOLE   43,103 0 0
COGENT COMM GROUP INC COM NEW 19239V302 1,355 33,519 SH   SOLE   19,619 0 0
COGNEX CORP COM 192422103 1,699 44,491 SH   SOLE   40,791 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 20,355 201,578 SH   SOLE   164,278 0 0
COHEN & STEERS LTD DUR PFD I COM 19248C105 470 20,765 SH   SOLE   20,765 0 0
COHEN & STEERS QUALITY RLTY COM 19247L106 765 80,704 SH   SOLE   80,704 0 0
COHEN & STEERS REIT & PFD IN COM 19247X100 1,722 109,700 SH   SOLE   109,700 0 0
COHEN & STEERS SLT PFD INCM COM 19248Y107 579 23,456 SH   SOLE   23,456 0 0
COHERENT INC COM 192479103 830 11,151 SH   SOLE   11,151 0 0
COINSTAR INC NOTE 4.000% 9/0 19259PAF9 10,991 6,525,000 PRN   SOLE   0 0 0
COLE REAL ESTATE INVTS INC COM 19329V105 439 31,300 SH   SOLE   31,300 0 0
COLEMAN CABLE INC COM 193459302 3,333 127,100 SH   SOLE   24,722 0 0
COLFAX CORP COM 194014106 1,529 24,013 SH   SOLE   24,013 0 0
COLGATE PALMOLIVE CO COM 194162103 51,080 783,321 SH   SOLE   759,321 0 0
COLLABRIUM JAPAN ACQUISITN C SHS G2266G102 7,623 693,000 SH   SOLE   693,000 0 0
COLUMBIA BKG SYS INC COM 197236102 2,459 89,400 SH   SOLE   28,900 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 617 7,841 SH   SOLE   7,841 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 282 10,403 SH   SOLE   9,403 0 0
COMCAST CORP NEW CL A 20030N101 71,659 1,378,993 SH   SOLE   1,304,693 0 0
COMCAST CORP NEW CL A SPL 20030N200 1,417 28,416 SH   SOLE   20,216 0 0
COMERICA INC COM 200340107 69,016 1,451,755 SH   SOLE   1,353,255 0 0
COMERICA INC *W EXP 11/14/201 200340115 1,342 70,421 SH   SOLE   70,421 0 0
COMFORT SYS USA INC COM 199908104 302 32,865 SH   SOLE   32,865 0 0
COMMERCE BANCSHARES INC COM 200525103 5,392 120,053 SH   SOLE   120,053 0 0
COMMERCIAL METALS CO COM 201723103 18,735 921,563 SH   SOLE   921,563 0 0
COMMONWEALTH REIT COM SH BEN INT 203233101 79,260 3,400,272 SH   SOLE   3,400,272 0 0
COMMUNITY BK SYS INC COM 203607106 3,111 78,398 SH   SOLE   30,855 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 9,335 237,719 SH   SOLE   237,719 0 0
COMMUNITY TR BANCORP INC COM 204149108 249 5,519 SH   SOLE   3,519 0 0
COMMVAULT SYSTEMS INC COM 204166102 19,439 259,606 SH   SOLE   256,192 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 42,101 942,481 SH   SOLE   887,481 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 3,842 338,762 SH   SOLE   338,762 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 22,327 2,866,074 SH   SOLE   2,804,470 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 2,764 210,318 SH   SOLE   210,318 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 273 44,000 SH   SOLE   44,000 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1,954 174,127 SH   SOLE   150,927 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2,038 5,000,000 PRN   SOLE   0 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 2,089 33,800 SH   SOLE   5,200 0 0
COMPUTER SCIENCES CORP COM 205363104 151,673 2,714,270 SH   SOLE   2,508,870 0 0
COMPUWARE CORP COM 205638109 26,819 2,392,432 SH   SOLE   2,392,432 0 0
COMSCORE INC COM 20564W105 4,603 160,900 SH   SOLE   39,000 0 0
COMSTOCK RES INC COM NEW 205768203 396 21,672 SH   SOLE   3,372 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 3,957 125,555 SH   SOLE   125,555 0 0
COMVERSE INC COM 20585P105 687 17,700 SH   SOLE   600 0 0
CONAGRA FOODS INC COM 205887102 11,090 329,087 SH   SOLE   329,087 0 0
CONCUR TECHNOLOGIES INC COM 206708109 681 6,600 SH   SOLE   6,600 0 0
CONMED CORP COM 207410101 11,200 263,529 SH   SOLE   142,929 0 0
CONNS INC COM 208242107 1,854 23,530 SH   SOLE   21,630 0 0
CONOCOPHILLIPS COM 20825C104 48,543 687,088 SH   SOLE   677,988 0 0
CONSOL ENERGY INC COM 20854P109 384 10,100 SH   SOLE   10,100 0 0
CONSOLIDATED EDISON INC COM 209115104 27,032 488,998 SH   SOLE   488,998 0 0
CONSOLIDATED GRAPHICS INC COM 209341106 8,798 130,462 SH   SOLE   130,462 0 0
CONSTANT CONTACT INC COM 210313102 1,235 39,746 SH   SOLE   20,046 0 0
CONSTELLATION BRANDS INC CL A 21036P108 5,435 77,222 SH   SOLE   77,222 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 408 43,400 SH   SOLE   32,700 0 0
CONTINENTAL RESOURCES INC COM 212015101 2,182 19,395 SH   SOLE   19,395 0 0
CONVERGYS CORP COM 212485106 23,461 1,114,557 SH   SOLE   1,063,679 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 9,308 4,725,000 PRN   SOLE   0 0 0
CON-WAY INC COM 205944101 8,380 211,034 SH   SOLE   211,034 0 0
COOPER COS INC COM NEW 216648402 15,712 126,870 SH   SOLE   126,870 0 0
COOPER TIRE & RUBR CO COM 216831107 85,824 3,570,051 SH   SOLE   3,538,951 0 0
COPA HOLDINGS SA CL A P31076105 17,334 108,262 SH   SOLE   108,262 0 0
COPART INC COM 217204106 7,851 214,221 SH   SOLE   214,221 0 0
CORE LABORATORIES N V COM N22717107 210 1,100 SH   SOLE   1,100 0 0
CORE MARK HOLDING CO INC COM 218681104 11,098 146,164 SH   SOLE   61,564 0 0
CORELOGIC INC COM 21871D103 21,702 610,813 SH   SOLE   610,813 0 0
CORESITE RLTY CORP COM 21870Q105 2,167 67,334 SH   SOLE   18,034 0 0
CORINTHIAN COLLEGES INC COM 218868107 160 90,100 SH   SOLE   81,500 0 0
CORMEDIX INC *W EXP 03/24/201 21900C118 15 97,150 SH   SOLE   97,150 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 492 9,216 SH   SOLE   7,016 0 0
CORNERSTONE THERAPEUTICS INC COM 21924P103 1,024 107,898 SH   SOLE   107,898 0 0
CORNING INC COM 219350105 22,680 1,272,746 SH   SOLE   1,272,746 0 0
CORONADO BIOSCIENCES INC COM 21976U109 60 22,700 SH   SOLE   0 0 0
CORPORATE EXECUTIVE BRD CO COM 21988R102 1,091 14,089 SH   SOLE   9,989 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1,210 51,090 SH   SOLE   51,090 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 7,173 223,654 SH   SOLE   223,654 0 0
CORVEL CORP COM 221006109 472 10,104 SH   SOLE   6,704 0 0
COSTAR GROUP INC COM 22160N109 740 4,008 SH   SOLE   2,808 0 0
COSTCO WHSL CORP NEW COM 22160K105 52,583 441,834 SH   SOLE   441,834 0 0
COUSINS PPTYS INC COM 222795106 6,481 629,241 SH   SOLE   452,041 0 0
COVANCE INC COM 222816100 3,963 45,000 SH   SOLE   45,000 0 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 29,829 25,400,000 PRN   SOLE   0 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 2,766 172,784 SH   SOLE   172,784 0 0
CRA INTL INC COM 12618T105 377 15,308 SH   SOLE   15,308 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 2,776 25,223 SH   SOLE   16,123 0 0
CRAFT BREW ALLIANCE INC COM 224122101 223 13,606 SH   SOLE   9,106 0 0
CRANE CO COM 224399105 31,261 464,841 SH   SOLE   464,841 0 0
CRAY INC COM NEW 225223304 1,634 59,506 SH   SOLE   42,506 0 0
CREDICORP LTD COM G2519Y108 20,896 157,435 SH   SOLE   149,335 0 0
CREDIT ACCEP CORP MICH COM 225310101 2,484 19,111 SH   SOLE   3,911 0 0
CREE INC COM 225447101 5,267 84,178 SH   SOLE   84,178 0 0
CRESTWOOD MIDSTREAM PARTNERS UNIT LTD PARTNER 226378107 307 12,341 SH   SOLE   12,341 0 0
CROCS INC COM 227046109 17,297 1,086,500 SH   SOLE   1,057,000 0 0
CROSSTEX ENERGY INC COM 22765Y104 1,213 33,555 SH   SOLE   21,455 0 0
CROSSTEX ENERGY L P COM 22765U102 579 20,970 SH   SOLE   20,970 0 0
CROWN CASTLE INTL CORP COM 228227104 8,325 113,380 SH   SOLE   113,380 0 0
CROWN HOLDINGS INC COM 228368106 20,001 448,765 SH   SOLE   448,765 0 0
CSG SYS INTL INC COM 126349109 7,860 267,340 SH   SOLE   119,743 0 0
CST BRANDS INC COM 12646R105 41,711 1,135,920 SH   SOLE   1,135,920 0 0
CSX CORP COM 126408103 5,427 188,635 SH   SOLE   188,635 0 0
CTC MEDIA INC COM 12642X106 1,144 82,300 SH   SOLE   82,300 0 0
CTS CORP COM 126501105 560 28,126 SH   SOLE   22,926 0 0
CUBESMART COM 229663109 2,314 145,161 SH   SOLE   145,161 0 0
CUBIC CORP COM 229669106 2,172 41,249 SH   SOLE   38,947 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 5,401 78,422 SH   SOLE   78,422 0 0
CULLEN FROST BANKERS INC COM 229899109 4,233 56,876 SH   SOLE   56,876 0 0
CUMMINS INC COM 231021106 71,087 504,268 SH   SOLE   470,068 0 0
CUMULUS MEDIA INC CL A 231082108 1,239 160,324 SH   SOLE   117,124 0 0
CURIS INC COM 231269101 186 65,947 SH   SOLE   41,147 0 0
CURTISS WRIGHT CORP COM 231561101 989 15,886 SH   SOLE   10,986 0 0
CUTWATER SELECT INCOME FD COM 232229104 728 39,766 SH   SOLE   39,766 0 0
CVB FINL CORP COM 126600105 783 45,858 SH   SOLE   30,399 0 0
CVR ENERGY INC COM 12662P108 12,741 293,372 SH   SOLE   293,372 0 0
CVS CAREMARK CORPORATION COM 126650100 194,458 2,717,027 SH   SOLE   2,489,127 0 0
CYBERONICS INC COM 23251P102 1,599 24,411 SH   SOLE   22,111 0 0
CYNOSURE INC CL A 232577205 289 10,845 SH   SOLE   9,045 0 0
CYS INVTS INC COM 12673A108 711 95,900 SH   SOLE   61,100 0 0
CYTEC INDS INC COM 232820100 21,037 225,817 SH   SOLE   225,817 0 0
CYTOKINETICS INC COM NEW 23282W605 174 26,793 SH   SOLE   17,093 0 0
D R HORTON INC COM 23331A109 2,189 98,093 SH   SOLE   98,093 0 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 15,164 8,775,000 PRN   SOLE   0 0 0
DAKTRONICS INC COM 234264109 541 34,482 SH   SOLE   30,982 0 0
DANA HLDG CORP COM 235825205 9,388 478,486 SH   SOLE   478,486 0 0
DANAHER CORP DEL COM 235851102 7,150 92,617 SH   SOLE   92,617 0 0
DARDEN RESTAURANTS INC COM 237194105 1,136 20,900 SH   SOLE   20,900 0 0
DARLING INTL INC COM 237266101 5,869 281,071 SH   SOLE   266,871 0 0
DATALINK CORP COM 237934104 190 17,400 SH   SOLE   13,500 0 0
DATAWATCH CORP COM NEW 237917208 293 8,610 SH   SOLE   6,010 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 5,928 93,538 SH   SOLE   93,538 0 0
DAWSON GEOPHYSICAL CO COM 239359102 346 10,232 SH   SOLE   6,432 0 0
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 339 6,724 SH   SOLE   6,724 0 0
DCT INDUSTRIAL TRUST INC COM 233153105 562 78,871 SH   SOLE   78,871 0 0
DDR CORP COM 23317H102 1,891 123,000 SH   SOLE   123,000 0 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 513 10,671 SH   SOLE   7,371 0 0
DEAN FOODS CO NEW COM NEW 242370203 14,043 816,912 SH   SOLE   816,912 0 0
DECKERS OUTDOOR CORP COM 243537107 9,306 110,187 SH   SOLE   105,087 0 0
DEERE & CO COM 244199105 16,357 179,100 SH   SOLE   160,000 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 356 15,112 SH   SOLE   15,112 0 0
DELEK US HLDGS INC COM 246647101 4,867 141,449 SH   SOLE   51,849 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 52,313 870,000 SH   SOLE   831,600 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 62,804 2,286,276 SH   SOLE   2,286,276 0 0
DELUXE CORP COM 248019101 7,551 144,685 SH   SOLE   137,385 0 0
DEMANDWARE INC COM 24802Y105 2,182 34,026 SH   SOLE   15,926 0 0
DENBURY RES INC COM NEW 247916208 1,559 94,889 SH   SOLE   94,889 0 0
DENNYS CORP COM 24869P104 3,186 443,099 SH   SOLE   120,026 0 0
DEPOMED INC COM 249908104 2,776 262,400 SH   SOLE   17,800 0 0
DESTINATION MATERNITY CORP COM 25065D100 628 21,003 SH   SOLE   9,303 0 0
DESTINATION XL GROUP INC COM 25065K104 247 37,534 SH   SOLE   23,734 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 8,503 7,592,000 PRN   SOLE   0 0 0
DEVON ENERGY CORP NEW COM 25179M103 12,504 202,103 SH   SOLE   189,503 0 0
DEVRY ED GROUP INC COM 251893103 2,487 70,044 SH   SOLE   67,944 0 0
DEX MEDIA INC NEW COM 25213A107 1,434 211,518 SH   SOLE   98,582 0 0
DEXCOM INC COM 252131107 2,009 56,732 SH   SOLE   34,432 0 0
DFC GLOBAL CORP COM 23324T107 136 11,877 SH   SOLE   11,877 0 0
DFC GLOBAL CORP NOTE 3.250% 4/1 23324TAB3 1,099 1,225,000 PRN   SOLE   0 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 3,694 64,900 SH   SOLE   64,900 0 0
DIAMONDBACK ENERGY INC COM 25278X109 801 15,150 SH   SOLE   10,850 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 567 49,096 SH   SOLE   49,096 0 0
DICKS SPORTING GOODS INC COM 253393102 279 4,800 SH   SOLE   4,800 0 0
DIEBOLD INC COM 253651103 347 10,500 SH   SOLE   10,500 0 0
DIGITAL RIV INC COM 25388B104 2,768 149,600 SH   SOLE   44,500 0 0
DIGITAL RLTY TR INC COM 253868103 2,692 54,827 SH   SOLE   54,827 0 0
DIGITALGLOBE INC COM NEW 25389M877 209 5,075 SH   SOLE   3,875 0 0
DILLARDS INC CL A 254067101 88,645 911,890 SH   SOLE   911,890 0 0
DINEEQUITY INC COM 254423106 510 6,099 SH   SOLE   3,799 0 0
DIODES INC COM 254543101 737 31,296 SH   SOLE   20,696 0 0
DIRECTV COM 25490A309 29,509 427,114 SH   SOLE   410,614 0 0
DISCOVER FINL SVCS COM 254709108 126,578 2,262,350 SH   SOLE   2,122,450 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 3,300 36,492 SH   SOLE   36,492 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 15,112 180,207 SH   SOLE   180,207 0 0
DISH NETWORK CORP CL A 25470M109 19,581 338,064 SH   SOLE   338,064 0 0
DISNEY WALT CO COM DISNEY 254687106 67,354 881,592 SH   SOLE   782,592 0 0
DOLBY LABORATORIES INC COM 25659T107 7,264 188,380 SH   SOLE   188,380 0 0
DOLLAR GEN CORP NEW COM 256677105 7,265 120,446 SH   SOLE   120,446 0 0
DOLLAR TREE INC COM 256746108 15,250 270,289 SH   SOLE   270,289 0 0
DOMINION RES INC VA NEW COM 25746U109 11,434 176,752 SH   SOLE   176,752 0 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 37,361 686,475 SH   SOLE   686,475 0 0
DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 47,819 878,475 SH   SOLE   878,475 0 0
DOMINOS PIZZA INC COM 25754A201 26,656 382,713 SH   SOLE   382,713 0 0
DOMTAR CORP COM NEW 257559203 12,679 134,400 SH   SOLE   134,400 0 0
DONALDSON INC COM 257651109 1,125 25,884 SH   SOLE   25,884 0 0
DONNELLEY R R & SONS CO COM 257867101 24,241 1,195,295 SH   SOLE   1,195,295 0 0
DORMAN PRODUCTS INC COM 258278100 1,221 21,780 SH   SOLE   15,280 0 0
DOUGLAS EMMETT INC COM 25960P109 1,593 68,400 SH   SOLE   68,400 0 0
DOVER CORP COM 260003108 18,505 191,679 SH   SOLE   191,679 0 0
DOW CHEM CO COM 260543103 1,025 23,078 SH   SOLE   23,078 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 17,935 368,128 SH   SOLE   362,728 0 0
DR REDDYS LABS LTD ADR 256135203 19,815 482,945 SH   SOLE   482,945 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 238 6,700 SH   SOLE   6,700 0 0
DRESSER-RAND GROUP INC COM 261608103 11,165 187,246 SH   SOLE   187,246 0 0
DREW INDS INC COM NEW 26168L205 1,265 24,700 SH   SOLE   7,800 0 0
DRIL-QUIP INC COM 262037104 8,805 80,100 SH   SOLE   80,100 0 0
DRYSHIPS INC SHS Y2109Q101 74 15,700 SH   SOLE   15,700 0 0
DST SYS INC DEL COM 233326107 19,527 215,200 SH   SOLE   215,200 0 0
DSW INC CL A 23334L102 3,825 89,514 SH   SOLE   89,514 0 0
DTE ENERGY CO COM 233331107 86,024 1,295,744 SH   SOLE   1,233,244 0 0
DTF TAX-FREE INCOME INC COM 23334J107 150 10,721 SH   SOLE   10,721 0 0
DUCOMMUN INC DEL COM 264147109 593 19,902 SH   SOLE   16,602 0 0
DUFF & PHELPS UTIL CORP BD T COM 26432K108 394 39,307 SH   SOLE   39,307 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 45,438 658,433 SH   SOLE   619,833 0 0
DUKE REALTY CORP COM NEW 264411505 1,718 114,200 SH   SOLE   114,200 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 25,819 210,337 SH   SOLE   196,837 0 0
DUNKIN BRANDS GROUP INC COM 265504100 434 9,000 SH   SOLE   9,000 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 703 28,455 SH   SOLE   28,455 0 0
DWS HIGH INCOME OPPORT FD IN COM NEW 23339M204 895 62,170 SH   SOLE   62,170 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 2,738 23,769 SH   SOLE   13,469 0 0
DYAX CORP COM 26746E103 662 87,887 SH   SOLE   57,487 0 0
DYCOM INDS INC COM 267475101 4,574 164,584 SH   SOLE   70,284 0 0
DYNAVAX TECHNOLOGIES CORP COM 268158102 35 18,000 SH   SOLE   8,200 0 0
DYNEGY INC NEW DEL *W EXP 99/99/999 26817R116 73 53,760 SH   SOLE   35,736 0 0
E M C CORP MASS COM 268648102 946 37,607 SH   SOLE   37,607 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 10,150 516,806 SH   SOLE   516,806 0 0
E TRADE FINANCIAL CORP NOTE 8/3 269246AZ7 3,803 2,000,000 PRN   SOLE   0 0 0
EAGLE BANCORP INC MD COM 268948106 490 15,989 SH   SOLE   11,039 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A119 172 37,513 SH   SOLE   37,513 0 0
EAGLE MATERIALS INC COM 26969P108 1,522 19,654 SH   SOLE   19,654 0 0
EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 182 30,514 SH   SOLE   30,514 0 0
EAST WEST BANCORP INC COM 27579R104 9,942 284,296 SH   SOLE   284,296 0 0
EASTERN INS HLDGS INC COM 276534104 1,901 77,640 SH   SOLE   77,640 0 0
EASTGROUP PPTY INC COM 277276101 1,505 25,979 SH   SOLE   10,010 0 0
EASTMAN CHEM CO COM 277432100 9,113 112,924 SH   SOLE   112,924 0 0
EATON VANCE CALIF MUN BD FD COM 27828A100 588 57,547 SH   SOLE   57,547 0 0
EATON VANCE CORP COM NON VTG 278265103 633 14,800 SH   SOLE   14,800 0 0
EATON VANCE ENH EQTY INC FD COM 278277108 994 76,488 SH   SOLE   76,488 0 0
EATON VANCE ENHANCED EQ INC COM 278274105 772 59,352 SH   SOLE   59,352 0 0
EATON VANCE MUN BD FD COM 27827X101 451 39,893 SH   SOLE   39,893 0 0
EATON VANCE MUN BD FD II COM 27827K109 169 15,371 SH   SOLE   15,371 0 0
EATON VANCE NATL MUN OPPORT COM SHS 27829L105 1,008 54,622 SH   SOLE   54,622 0 0
EATON VANCE RISK MNGD DIV EQ COM 27829G106 3,616 320,873 SH   SOLE   320,873 0 0
EATON VANCE SH TM DR DIVR IN COM 27828V104 277 18,117 SH   SOLE   18,117 0 0
EATON VANCE TAX ADVT DIV INC COM 27828G107 704 37,016 SH   SOLE   37,016 0 0
EATON VANCE TAX MNGD GBL DV COM 27829F108 2,523 252,323 SH   SOLE   252,323 0 0
EATON VANCE TAX-ADV BD & OPT COM SH BEN INT 27829M103 170 11,994 SH   SOLE   11,994 0 0
EATON VANCE TX MGD DIV EQ IN COM 27828N102 2,217 202,984 SH   SOLE   202,984 0 0
EATON VANCE TXMGD GL BUYWR O COM 27829C105 1,736 143,482 SH   SOLE   143,482 0 0
EBAY INC COM 278642103 37,199 677,698 SH   SOLE   677,698 0 0
EBIX INC COM NEW 278715206 526 35,700 SH   SOLE   24,600 0 0
ECHOSTAR CORP CL A 278768106 567 11,403 SH   SOLE   11,403 0 0
ECOLAB INC COM 278865100 5,260 50,447 SH   SOLE   50,447 0 0
EDISON INTL COM 281020107 57,313 1,237,856 SH   SOLE   1,216,056 0 0
EDUCATION MGMT CORP NEW COM 28140M103 331 32,789 SH   SOLE   22,589 0 0
EDUCATION RLTY TR INC COM 28140H104 283 32,097 SH   SOLE   4,297 0 0
EDWARDS GROUP LTD SPONSORED ADR 281736108 3,894 382,481 SH   SOLE   382,481 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4,167 63,369 SH   SOLE   63,369 0 0
EGAIN CORP COM NEW 28225C806 505 49,270 SH   SOLE   32,070 0 0
EHEALTH INC COM 28238P109 718 15,449 SH   SOLE   11,149 0 0
EL PASO ELEC CO COM NEW 283677854 3,622 103,156 SH   SOLE   48,906 0 0
EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 266 7,402 SH   SOLE   7,402 0 0
ELDORADO GOLD CORP NEW COM 284902103 137 24,100 SH   SOLE   24,100 0 0
ELECTRONIC ARTS INC COM 285512109 22,125 964,478 SH   SOLE   930,178 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 3,473 3,250,000 PRN   SOLE   0 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 1,317 33,994 SH   SOLE   20,394 0 0
ELLIE MAE INC COM 28849P100 1,765 65,697 SH   SOLE   15,097 0 0
ELLIS PERRY INTL INC COM 288853104 325 20,600 SH   SOLE   15,900 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 4,174 129,700 SH   SOLE   129,700 0 0
EMCOR GROUP INC COM 29084Q100 11,474 270,356 SH   SOLE   255,856 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 10,951 476,336 SH   SOLE   212,136 0 0
EMERSON ELEC CO COM 291011104 41,659 593,601 SH   SOLE   549,601 0 0
EMPIRE DIST ELEC CO COM 291641108 499 22,000 SH   SOLE   5,500 0 0
EMPLOYERS HOLDINGS INC COM 292218104 4,111 129,879 SH   SOLE   46,179 0 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 3,838 86,100 SH   SOLE   86,100 0 0
EMULEX CORP COM NEW 292475209 1,992 278,189 SH   SOLE   114,989 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 277 9,277 SH   SOLE   9,277 0 0
ENCANA CORP COM 292505104 1,640 90,886 SH   SOLE   90,886 0 0
ENCORE CAP GROUP INC COM 292554102 781 15,540 SH   SOLE   10,740 0 0
ENCORE WIRE CORP COM 292562105 1,680 30,999 SH   SOLE   29,899 0 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 8,440 125,118 SH   SOLE   125,118 0 0
ENDOCYTE INC COM 29269A102 1,102 103,080 SH   SOLE   28,880 0 0
ENDOLOGIX INC COM 29266S106 288 16,490 SH   SOLE   6,890 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1,295 22,067 SH   SOLE   22,067 0 0
ENERGEN CORP COM 29265N108 6,821 96,403 SH   SOLE   96,403 0 0
ENERGIZER HLDGS INC COM 29266R108 23,846 220,308 SH   SOLE   202,708 0 0
ENERGY RECOVERY INC COM 29270J100 291 52,300 SH   SOLE   34,900 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 346 6,042 SH   SOLE   6,042 0 0
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 2,341 86,500 SH   SOLE   42,500 0 0
ENERNOC INC COM 292764107 2,293 133,236 SH   SOLE   41,236 0 0
ENERSIS S A SPONSORED ADR 29274F104 32,898 2,194,683 SH   SOLE   1,966,183 0 0
ENERSYS COM 29275Y102 3,578 51,051 SH   SOLE   29,351 0 0
ENGILITY HLDGS INC COM 29285W104 2,136 63,945 SH   SOLE   35,845 0 0
ENPHASE ENERGY INC COM 29355A107 362 57,064 SH   SOLE   37,164 0 0
ENPRO INDS INC COM 29355X107 1,788 31,007 SH   SOLE   31,007 0 0
ENSCO PLC SHS CLASS A G3157S106 3,831 67,000 SH   SOLE   67,000 0 0
ENSIGN GROUP INC COM 29358P101 5,691 128,544 SH   SOLE   67,944 0 0
ENSTAR GROUP LIMITED SHS G3075P101 410 2,955 SH   SOLE   2,055 0 0
ENTEGRIS INC COM 29362U104 1,947 167,830 SH   SOLE   125,030 0 0
ENTERGY CORP NEW COM 29364G103 18,602 294,004 SH   SOLE   294,004 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 917 13,830 SH   SOLE   13,830 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 4,806 789,180 SH   SOLE   183,457 0 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 146 31,000 SH   SOLE   12,600 0 0
ENVESTNET INC COM 29404K106 1,281 31,792 SH   SOLE   14,492 0 0
EOG RES INC COM 26875P101 39,908 237,772 SH   SOLE   237,772 0 0
EPAM SYS INC COM 29414B104 1,263 36,134 SH   SOLE   26,834 0 0
EPL OIL & GAS INC COM 26883D108 9,964 349,622 SH   SOLE   185,622 0 0
EPLUS INC COM 294268107 379 6,667 SH   SOLE   4,467 0 0
EPR PPTYS COM SH BEN INT 26884U109 933 18,977 SH   SOLE   18,977 0 0
EQT CORP COM 26884L109 790 8,800 SH   SOLE   8,800 0 0
EQUAL ENERGY LTD COM 29390Q109 2,241 419,636 SH   SOLE   419,636 0 0
EQUIFAX INC COM 294429105 20,254 293,161 SH   SOLE   283,061 0 0
EQUINIX INC COM NEW 29444U502 2,611 14,716 SH   SOLE   14,716 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 75,754 34,650,000 PRN   SOLE   0 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,070 29,524 SH   SOLE   29,524 0 0
EQUITY ONE COM 294752100 616 27,454 SH   SOLE   27,454 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 16,580 319,652 SH   SOLE   297,252 0 0
ERA GROUP INC COM 26885G109 11,699 379,105 SH   SOLE   379,105 0 0
ERICKSON AIR-CRANE INC COM 29482P100 1,273 61,246 SH   SOLE   28,946 0 0
ESSEX PPTY TR INC COM 297178105 1,753 12,213 SH   SOLE   12,213 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 8,785 86,166 SH   SOLE   80,466 0 0
EURONET WORLDWIDE INC COM 298736109 2,107 44,040 SH   SOLE   31,540 0 0
EVERBANK FINL CORP COM 29977G102 928 50,622 SH   SOLE   17,122 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 2,532 42,350 SH   SOLE   26,750 0 0
EVEREST RE GROUP LTD COM G3223R108 99,935 641,144 SH   SOLE   572,844 0 0
EVERTEC INC COM 30040P103 7,265 294,605 SH   SOLE   291,405 0 0
EXAMWORKS GROUP INC COM 30066A105 626 20,961 SH   SOLE   13,861 0 0
EXAR CORP COM 300645108 383 32,500 SH   SOLE   23,200 0 0
EXCEL TR INC COM 30068C109 360 31,600 SH   SOLE   20,700 0 0
EXELIS INC COM 30162A108 11,087 581,712 SH   SOLE   581,712 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 10,603 8,625,000 PRN   SOLE   0 0 0
EXELON CORP COM 30161N101 4,402 160,704 SH   SOLE   160,704 0 0
EXLSERVICE HOLDINGS INC COM 302081104 1,604 58,062 SH   SOLE   20,662 0 0
EXPEDIA INC DEL COM NEW 30212P303 3,130 44,930 SH   SOLE   44,930 0 0
EXPEDITORS INTL WASH INC COM 302130109 842 19,030 SH   SOLE   19,030 0 0
EXPONENT INC COM 30214U102 3,217 41,540 SH   SOLE   14,567 0 0
EXPRESS INC COM 30219E103 2,867 153,562 SH   SOLE   80,462 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 30,939 440,473 SH   SOLE   426,073 0 0
EXTERRAN HLDGS INC COM 30225X103 770 22,503 SH   SOLE   17,203 0 0
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 25,890 17,325,000 PRN   SOLE   0 0 0
EXTRA SPACE STORAGE INC COM 30225T102 6,074 144,175 SH   SOLE   144,175 0 0
EXTREME NETWORKS INC COM 30226D106 10,176 1,453,772 SH   SOLE   600,172 0 0
EXXON MOBIL CORP COM 30231G102 282,787 2,794,334 SH   SOLE   2,517,834 0 0
EZCORP INC CL A NON VTG 302301106 1,369 117,116 SH   SOLE   117,116 0 0
F M C CORP COM NEW 302491303 2,221 29,428 SH   SOLE   29,428 0 0
F5 NETWORKS INC COM 315616102 4,185 46,065 SH   SOLE   46,065 0 0
FABRINET SHS G3323L100 6,397 311,159 SH   SOLE   141,759 0 0
FACEBOOK INC CL A 30303M102 214,380 3,922,059 SH   SOLE   3,638,659 0 0
FACTSET RESH SYS INC COM 303075105 2,543 23,420 SH   SOLE   23,420 0 0
FAIR ISAAC CORP COM 303250104 6,177 98,304 SH   SOLE   98,304 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 250 18,700 SH   SOLE   18,700 0 0
FAMILY DLR STORES INC COM 307000109 1,889 29,079 SH   SOLE   29,079 0 0
FARO TECHNOLOGIES INC COM 311642102 1,905 32,679 SH   SOLE   12,679 0 0
FASTENAL CO COM 311900104 1,867 39,295 SH   SOLE   39,295 0 0
FBL FINL GROUP INC CL A 30239F106 604 13,492 SH   SOLE   9,292 0 0
FBR & CO COM NEW 30247C400 412 15,635 SH   SOLE   11,735 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 361 10,531 SH   SOLE   7,431 0 0
FEDERAL MOGUL CORP COM 313549404 1,692 85,963 SH   SOLE   56,363 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,961 19,334 SH   SOLE   19,334 0 0
FEDERAL SIGNAL CORP COM 313855108 1,017 69,405 SH   SOLE   53,105 0 0
FEDERATED INVS INC PA CL B 314211103 2,197 76,274 SH   SOLE   76,274 0 0
FEDEX CORP COM 31428X106 22,467 156,271 SH   SOLE   156,271 0 0
FELCOR LODGING TR INC COM 31430F101 690 84,510 SH   SOLE   69,410 0 0
FERRO CORP COM 315405100 3,553 276,900 SH   SOLE   55,500 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 5,522 472,800 SH   SOLE   431,300 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 1,787 55,058 SH   SOLE   55,058 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 105,733 1,969,700 SH   SOLE   1,808,300 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 268 16,150 SH   SOLE   9,612 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 1,483 28,382 SH   SOLE   19,382 0 0
FIFTH & PAC COS INC COM 316645100 2,400 74,823 SH   SOLE   71,623 0 0
FIFTH THIRD BANCORP COM 316773100 49,728 2,364,618 SH   SOLE   2,316,518 0 0
FINANCIAL ENGINES INC COM 317485100 1,274 18,338 SH   SOLE   16,438 0 0
FINISAR CORP COM NEW 31787A507 9,667 404,122 SH   SOLE   345,222 0 0
FINISAR CORP NOTE 5.000%10/1 31787AAK7 1,826 800,000 PRN   SOLE   0 0 0
FINISH LINE INC CL A 317923100 1,434 50,892 SH   SOLE   50,892 0 0
FIRST AMERN FINL CORP COM 31847R102 273 9,693 SH   SOLE   9,693 0 0
FIRST CASH FINL SVCS INC COM 31942D107 602 9,728 SH   SOLE   5,528 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 8,308 941,900 SH   SOLE   426,800 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 478 2,147 SH   SOLE   2,147 0 0
FIRST FINL BANCORP OH COM 320209109 692 39,714 SH   SOLE   25,253 0 0
FIRST FINL BANKSHARES COM 32020R109 1,163 17,541 SH   SOLE   13,041 0 0
FIRST FINL HLDGS INC NEW COM 32023E105 712 10,700 SH   SOLE   7,500 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 2,203 126,268 SH   SOLE   111,568 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 5,613 197,860 SH   SOLE   97,612 0 0
FIRST MARBLEHEAD CORP COM NEW 320771207 87 28,435 SH   SOLE   28,435 0 0
FIRST MERCHANTS CORP COM 320817109 285 12,527 SH   SOLE   9,627 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 5,327 303,868 SH   SOLE   153,168 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 1,421 133,760 SH   SOLE   133,760 0 0
FIRST POTOMAC RLTY TR COM 33610F109 943 81,090 SH   SOLE   52,398 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 581 11,100 SH   SOLE   11,100 0 0
FIRST SOLAR INC COM 336433107 91,591 1,676,260 SH   SOLE   1,676,260 0 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 632 44,998 SH   SOLE   44,998 0 0
FIRST TR ENHANCED EQTY INC F COM 337318109 1,009 75,755 SH   SOLE   75,755 0 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 886 51,468 SH   SOLE   51,468 0 0
FIRST TR STRATEGIC HIGH INC COM SHS NEW 337353304 173 10,781 SH   SOLE   10,781 0 0
FIRSTBANK CORP MICH COM 33761G104 961 49,696 SH   SOLE   49,696 0 0
FIRSTENERGY CORP COM 337932107 2,681 81,277 SH   SOLE   81,277 0 0
FIRSTMERIT CORP COM 337915102 2,116 95,182 SH   SOLE   95,182 0 0
FISERV INC COM 337738108 21,397 362,348 SH   SOLE   362,348 0 0
FIVE STAR QUALITY CARE INC COM 33832D106 2,542 463,000 SH   SOLE   225,016 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 796 40,574 SH   SOLE   36,374 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 19,151 163,446 SH   SOLE   163,446 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 43,392 5,584,600 SH   SOLE   5,584,600 0 0
FLIR SYS INC COM 302445101 45,753 1,520,038 SH   SOLE   1,411,538 0 0
FLOTEK INDS INC DEL COM 343389102 860 42,868 SH   SOLE   29,968 0 0
FLOW INTL CORP COM 343468104 9,974 2,468,695 SH   SOLE   2,468,695 0 0
FLOWERS FOODS INC COM 343498101 3,207 149,375 SH   SOLE   149,375 0 0
FLOWSERVE CORP COM 34354P105 24,397 309,486 SH   SOLE   293,286 0 0
FLUIDIGM CORP DEL COM 34385P108 367 9,570 SH   SOLE   6,470 0 0
FLUOR CORP NEW COM 343412102 4,688 58,387 SH   SOLE   58,387 0 0
FMC TECHNOLOGIES INC COM 30249U101 2,530 48,464 SH   SOLE   48,464 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 12,185 124,500 SH   SOLE   105,100 0 0
FONAR CORP COM NEW 344437405 242 11,437 SH   SOLE   7,937 0 0
FOOT LOCKER INC COM 344849104 45,694 1,102,664 SH   SOLE   1,102,664 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 63,927 4,143,061 SH   SOLE   3,841,961 0 0
FOREST LABS INC COM 345838106 32,309 538,212 SH   SOLE   538,212 0 0
FOREST OIL CORP COM PAR $0.01 346091705 2,419 670,200 SH   SOLE   242,300 0 0
FORESTAR GROUP INC COM 346233109 462 21,700 SH   SOLE   13,900 0 0
FORMFACTOR INC COM 346375108 5,604 930,863 SH   SOLE   429,563 0 0
FORRESTER RESH INC COM 346563109 1,038 27,139 SH   SOLE   10,243 0 0
FORT DEARBORN INCOME SECS IN COM 347200107 547 39,607 SH   SOLE   39,607 0 0
FORTINET INC COM 34959E109 6,954 363,519 SH   SOLE   363,519 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 3,965 86,756 SH   SOLE   86,756 0 0
FOSSIL GROUP INC COM 34988V106 20,987 174,979 SH   SOLE   174,979 0 0
FOSTER L B CO COM 350060109 585 12,365 SH   SOLE   12,365 0 0
FOSTER WHEELER AG COM H27178104 885 26,800 SH   SOLE   26,800 0 0
FRANKLIN ELEC INC COM 353514102 683 15,302 SH   SOLE   11,902 0 0
FRANKLIN RES INC COM 354613101 15,507 268,620 SH   SOLE   268,620 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 986 82,495 SH   SOLE   41,195 0 0
FRANKLIN TEMPLETON LTD DUR I COM 35472T101 168 12,913 SH   SOLE   12,913 0 0
FREDS INC CL A 356108100 7,825 422,538 SH   SOLE   189,600 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,109 55,886 SH   SOLE   55,886 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 599 37,329 SH   SOLE   37,329 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 15,559 549,786 SH   SOLE   289,307 0 0
FRESH MKT INC COM 35804H106 518 12,800 SH   SOLE   12,800 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 3,723 800,600 SH   SOLE   800,600 0 0
FTD COS INC COM 30281V108 8,851 271,685 SH   SOLE   253,621 0 0
FUEL SYS SOLUTIONS INC COM 35952W103 1,036 74,700 SH   SOLE   26,100 0 0
FULTON FINL CORP PA COM 360271100 6,626 506,581 SH   SOLE   506,581 0 0
FURIEX PHARMACEUTICALS INC COM 36106P101 538 12,816 SH   SOLE   9,416 0 0
FURMANITE CORPORATION COM 361086101 224 21,100 SH   SOLE   12,300 0 0
FUTUREFUEL CORPORATION COM 36116M106 2,484 157,241 SH   SOLE   49,241 0 0
FXCM INC COM CL A 302693106 392 21,957 SH   SOLE   13,557 0 0
G & K SVCS INC CL A 361268105 11,342 182,255 SH   SOLE   98,268 0 0
GAIN CAP HLDGS INC COM 36268W100 278 36,983 SH   SOLE   24,483 0 0
GAIN CAP HLDGS INC NOTE 4.125%12/0 36268WAA8 1,403 1,500,000 PRN   SOLE   0 0 0
GALENA BIOPHARMA INC COM 363256108 61 12,200 SH   SOLE   12,200 0 0
GALLAGHER ARTHUR J & CO COM 363576109 3,384 72,100 SH   SOLE   72,100 0 0
GAMESTOP CORP NEW CL A 36467W109 154,183 3,129,983 SH   SOLE   2,949,983 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 40,765 802,308 SH   SOLE   802,308 0 0
GANNETT INC COM 364730101 44,525 1,505,228 SH   SOLE   1,505,228 0 0
GAP INC DEL COM 364760108 90,451 2,314,519 SH   SOLE   2,207,919 0 0
GARMIN LTD SHS H2906T109 3,004 65,000 SH   SOLE   65,000 0 0
GARTNER INC COM 366651107 13,974 196,673 SH   SOLE   196,673 0 0
GASLOG LTD SHS G37585109 176 10,300 SH   SOLE   6,500 0 0
GASTAR EXPL INC COM NEW 367299203 256 37,034 SH   SOLE   25,834 0 0
GENCORP INC COM 368682100 1,102 61,168 SH   SOLE   37,268 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 16,634 8,250,000 PRN   SOLE   0 0 0
GENERAC HLDGS INC COM 368736104 2,796 49,360 SH   SOLE   38,760 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 6,372 216,676 SH   SOLE   216,676 0 0
GENERAL CABLE CORP DEL NEW FRNT 5.000%11/1 369300AL2 39,276 36,600,000 PRN   SOLE   0 0 0
GENERAL DYNAMICS CORP COM 369550108 17,880 187,132 SH   SOLE   187,132 0 0
GENERAL ELECTRIC CO COM 369604103 161,418 5,758,761 SH   SOLE   5,132,961 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 11,246 560,339 SH   SOLE   534,139 0 0
GENERAL MLS INC COM 370334104 33,801 677,241 SH   SOLE   677,241 0 0
GENERAL MTRS CO COM 37045V100 8,170 199,910 SH   SOLE   199,910 0 0
GENERAL MTRS CO *W EXP 12/31/201 37045V134 7,920 1,440,000 SH   SOLE   1,440,000 0 0
GENESCO INC COM 371532102 539 7,372 SH   SOLE   7,372 0 0
GENESEE & WYO INC CL A 371559105 2,142 22,300 SH   SOLE   22,300 0 0
GENESEE & WYO INC UNIT 10/01/2015 371559204 3,949 30,675 SH   SOLE   30,675 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 508 9,660 SH   SOLE   9,660 0 0
GENMARK DIAGNOSTICS INC COM 372309104 311 23,394 SH   SOLE   10,694 0 0
GENPACT LIMITED SHS G3922B107 1,966 107,000 SH   SOLE   107,000 0 0
GENTEX CORP COM 371901109 1,845 55,920 SH   SOLE   55,920 0 0
GENTHERM INC COM 37253A103 444 16,557 SH   SOLE   9,257 0 0
GENTIUM S P A SPONSORED ADR 37250B104 19,568 342,700 SH   SOLE   342,700 0 0
GENTIVA HEALTH SERVICES INC COM 37247A102 6,446 519,460 SH   SOLE   195,360 0 0
GENUINE PARTS CO COM 372460105 19,151 230,205 SH   SOLE   230,205 0 0
GENWORTH FINL INC COM CL A 37247D106 28,573 1,839,832 SH   SOLE   1,839,832 0 0
GEO GROUP INC COM 36159R103 8,950 277,783 SH   SOLE   175,783 0 0
GERDAU S A SPON ADR REP PFD 373737105 389 49,600 SH   SOLE   49,600 0 0
GERON CORP COM 374163103 798 168,270 SH   SOLE   114,070 0 0
GFI GROUP INC COM 361652209 385 98,483 SH   SOLE   98,483 0 0
GIBRALTAR INDS INC COM 374689107 6,293 338,509 SH   SOLE   180,557 0 0
G-III APPAREL GROUP LTD COM 36237H101 3,186 43,176 SH   SOLE   19,276 0 0
GILEAD SCIENCES INC COM 375558103 68,970 917,758 SH   SOLE   903,158 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 252,780 76,600,000 PRN   SOLE   0 0 0
GIVEN IMAGING ORD SHS M52020100 32,225 1,071,323 SH   SOLE   1,071,323 0 0
GLACIER BANCORP INC NEW COM 37637Q105 1,453 48,774 SH   SOLE   35,574 0 0
GLADSTONE CAPITAL CORP COM 376535100 106 11,000 SH   SOLE   7,300 0 0
GLADSTONE INVT CORP COM 376546107 107 13,320 SH   SOLE   10,120 0 0
GLATFELTER COM 377316104 1,550 56,089 SH   SOLE   37,730 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 595 63,540 SH   SOLE   32,540 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 4,836 484,121 SH   SOLE   179,321 0 0
GLOBAL DEFENSE & NATL SEC SY COM 37953N108 9,000 895,500 SH   SOLE   895,500 0 0
GLOBAL INDEMNITY PLC SHS G39319101 43 12,205 SH   SOLE   12,205 0 0
GLOBAL PMTS INC COM 37940X102 630 9,700 SH   SOLE   9,700 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 735 40,800 SH   SOLE   22,600 0 0
GLU MOBILE INC COM 379890106 155 39,754 SH   SOLE   39,754 0 0
GNC HLDGS INC COM CL A 36191G107 4,090 69,967 SH   SOLE   69,967 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 376 10,371 SH   SOLE   10,371 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 92 28,680 SH   SOLE   28,680 0 0
GOLDCORP INC NEW COM 380956409 646 29,802 SH   SOLE   29,802 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 503 500,000 PRN   SOLE   0 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 108,700 613,225 SH   SOLE   541,025 0 0
GOODRICH PETE CORP COM NEW 382410405 702 41,232 SH   SOLE   28,232 0 0
GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 689 675,000 PRN   SOLE   0 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 21,036 882,003 SH   SOLE   882,003 0 0
GOODYEAR TIRE & RUBR CO PFD CONV 5.875% 382550309 18,927 283,950 SH   SOLE   283,950 0 0
GOOGLE INC CL A 38259P508 279,483 249,380 SH   SOLE   231,580 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 2,085 83,900 SH   SOLE   22,700 0 0
GP STRATEGIES CORP COM 36225V104 225 7,552 SH   SOLE   5,152 0 0
GRACE W R & CO DEL NEW COM 38388F108 35,238 356,408 SH   SOLE   356,408 0 0
GRACO INC COM 384109104 430 5,500 SH   SOLE   5,500 0 0
GRAFTECH INTL LTD COM 384313102 265 23,583 SH   SOLE   23,583 0 0
GRAHAM HLDGS CO COM 384637104 24,571 37,042 SH   SOLE   37,042 0 0
GRAINGER W W INC COM 384802104 7,400 28,972 SH   SOLE   28,972 0 0
GRAMERCY PPTY TR INC COM 38489R100 234 40,653 SH   SOLE   27,153 0 0
GRAND CANYON ED INC COM 38526M106 1,869 42,862 SH   SOLE   28,662 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 141 14,707 SH   SOLE   8,307 0 0
GRAY TELEVISION INC COM 389375106 5,718 384,289 SH   SOLE   192,689 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 308 33,500 SH   SOLE   33,500 0 0
GREAT PLAINS ENERGY INC COM 391164100 1,045 43,100 SH   SOLE   43,100 0 0
GREATBATCH INC COM 39153L106 3,605 81,481 SH   SOLE   24,381 0 0
GREEN DOT CORP CL A 39304D102 472 18,749 SH   SOLE   13,049 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 39,488 522,460 SH   SOLE   522,460 0 0
GREEN PLAINS RENEWABLE ENERG COM 393222104 11,619 599,202 SH   SOLE   293,502 0 0
GREEN PLAINS RENEWABLE ENERG NOTE 5.750%11/0 393222AB0 7,941 5,400,000 PRN   SOLE   0 0 0
GRIFFON CORP COM 398433102 108 12,048 SH   SOLE   12,048 0 0
GROUPON INC COM CL A 399473107 22,963 1,950,976 SH   SOLE   1,950,976 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 9,192 303,773 SH   SOLE   299,773 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 962 110,376 SH   SOLE   75,876 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 9,389 6,825,000 PRN   SOLE   0 0 0
GTX INC DEL COM 40052B108 616 373,100 SH   SOLE   286,700 0 0
GUESS INC COM 401617105 24,801 798,241 SH   SOLE   798,241 0 0
GUGGENHEIM BLD AMR BDS MANG COM 401664107 241 12,173 SH   SOLE   12,173 0 0
GULF ISLAND FABRICATION INC COM 402307102 357 15,390 SH   SOLE   11,890 0 0
GULFPORT ENERGY CORP COM NEW 402635304 3,647 57,749 SH   SOLE   57,749 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 1,077 36,347 SH   SOLE   19,447 0 0
HAIN CELESTIAL GROUP INC COM 405217100 697 7,680 SH   SOLE   7,680 0 0
HALCON RES CORP COM NEW 40537Q209 551 142,854 SH   SOLE   142,854 0 0
HALLIBURTON CO COM 406216101 24,743 487,554 SH   SOLE   487,554 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,506 100,455 SH   SOLE   55,255 0 0
HANCOCK JOHN INCOME SECS TR COM 410123103 190 13,318 SH   SOLE   13,318 0 0
HANCOCK JOHN PREMUIM DIV FD COM SH BEN INT 41013T105 1,812 156,169 SH   SOLE   156,169 0 0
HANCOCK JOHN TAX-ADV DIV INC COM 41013V100 1,795 98,501 SH   SOLE   98,501 0 0
HANESBRANDS INC COM 410345102 24,620 350,365 SH   SOLE   350,365 0 0
HANGER INC COM NEW 41043F208 848 21,561 SH   SOLE   11,661 0 0
HANMI FINL CORP COM NEW 410495204 5,318 242,963 SH   SOLE   124,573 0 0
HANOVER INS GROUP INC COM 410867105 11,147 186,694 SH   SOLE   184,294 0 0
HARBINGER GROUP INC COM 41146A106 259 21,857 SH   SOLE   15,657 0 0
HARLEY DAVIDSON INC COM 412822108 1,046 15,100 SH   SOLE   15,100 0 0
HARMAN INTL INDS INC COM 413086109 16,704 204,078 SH   SOLE   204,078 0 0
HARMONIC INC COM 413160102 5,176 701,413 SH   SOLE   274,313 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 3,500 1,383,400 SH   SOLE   890,700 0 0
HARRIS CORP DEL COM 413875105 15,948 228,449 SH   SOLE   228,449 0 0
HARRIS INTERACTIVE INC COM 414549105 1,215 607,413 SH   SOLE   607,413 0 0
HARRIS TEETER SUPERMARKETS I COM 414585109 103,022 2,087,580 SH   SOLE   2,074,580 0 0
HARSCO CORP COM 415864107 13,418 478,687 SH   SOLE   478,687 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 9,333 257,602 SH   SOLE   242,102 0 0
HASBRO INC COM 418056107 19,399 352,652 SH   SOLE   352,652 0 0
HAVERTY FURNITURE INC COM 419596101 4,567 145,914 SH   SOLE   75,638 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 401 15,400 SH   SOLE   15,400 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 543 400,000 PRN   SOLE   0 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 1,942 35,157 SH   SOLE   20,175 0 0
HCA HOLDINGS INC COM 40412C101 11,670 244,606 SH   SOLE   244,606 0 0
HCC INS HLDGS INC COM 404132102 11,166 241,994 SH   SOLE   241,994 0 0
HCI GROUP INC COM 40416E103 2,366 44,223 SH   SOLE   15,123 0 0
HCP INC COM 40414L109 18,378 506,012 SH   SOLE   476,512 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 39,541 1,148,100 SH   SOLE   1,135,000 0 0
HEADWATERS INC COM 42210P102 609 62,216 SH   SOLE   56,716 0 0
HEALTH CARE REIT INC COM 42217K106 16,515 308,296 SH   SOLE   286,196 0 0
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 25,437 22,775,000 PRN   SOLE   0 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 178,631 13,635,982 SH   SOLE   13,635,982 0 0
HEALTH NET INC COM 42222G108 40,024 1,348,977 SH   SOLE   1,348,977 0 0
HEALTHCARE RLTY TR COM 421946104 1,212 56,864 SH   SOLE   31,484 0 0
HEALTHCARE SVCS GRP INC COM 421906108 517 18,218 SH   SOLE   14,218 0 0
HEALTHCARE TR AMER INC CL A 42225P105 898 91,300 SH   SOLE   91,300 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,099 32,984 SH   SOLE   22,984 0 0
HEALTHSTREAM INC COM 42222N103 667 20,355 SH   SOLE   15,055 0 0
HEALTHWAYS INC COM 422245100 441 28,753 SH   SOLE   21,253 0 0
HEARTLAND EXPRESS INC COM 422347104 261 13,300 SH   SOLE   13,300 0 0
HECLA MNG CO COM 422704106 776 251,983 SH   SOLE   168,583 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 310 15,404 SH   SOLE   15,404 0 0
HELEN OF TROY CORP LTD COM G4388N106 6,117 123,542 SH   SOLE   62,642 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 18,240 786,864 SH   SOLE   774,564 0 0
HELMERICH & PAYNE INC COM 423452101 38,333 455,916 SH   SOLE   428,016 0 0
HENRY JACK & ASSOC INC COM 426281101 6,963 117,596 SH   SOLE   117,596 0 0
HERBALIFE LTD COM USD SHS G4412G101 1,700 21,604 SH   SOLE   21,604 0 0
HERCULES OFFSHORE INC COM 427093109 657 100,669 SH   SOLE   75,569 0 0
HERCULES TECH GROWTH CAP INC COM 427096508 820 50,011 SH   SOLE   15,111 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 1,606 288,299 SH   SOLE   252,599 0 0
HERSHEY CO COM 427866108 62,358 641,346 SH   SOLE   622,946 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 7,427 259,516 SH   SOLE   259,516 0 0
HESS CORP COM 42809H107 175,544 2,114,989 SH   SOLE   2,001,289 0 0
HEWLETT PACKARD CO COM 428236103 88,733 3,171,285 SH   SOLE   3,131,985 0 0
HEXCEL CORP NEW COM 428291108 724 16,200 SH   SOLE   16,200 0 0
HF2 FINL MGMT INC CL A 40421A104 14,831 1,456,830 SH   SOLE   1,456,830 0 0
HFF INC CL A 40418F108 1,755 65,379 SH   SOLE   15,479 0 0
HHGREGG INC COM 42833L108 4,601 329,357 SH   SOLE   150,257 0 0
HIGHWOODS PPTYS INC COM 431284108 1,616 44,687 SH   SOLE   33,187 0 0
HILL ROM HLDGS INC COM 431475102 22,887 553,630 SH   SOLE   553,630 0 0
HILLSHIRE BRANDS CO COM 432589109 20,042 599,333 SH   SOLE   599,333 0 0
HILLTOP HOLDINGS INC COM 432748101 733 31,679 SH   SOLE   23,979 0 0
HI-TECH PHARMACAL INC COM 42840B101 55,236 1,273,011 SH   SOLE   1,255,611 0 0
HITTITE MICROWAVE CORP COM 43365Y104 341 5,528 SH   SOLE   5,528 0 0
HNI CORP COM 404251100 857 22,065 SH   SOLE   18,965 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 308 9,530 SH   SOLE   9,530 0 0
HOLLYFRONTIER CORP COM 436106108 33,160 667,338 SH   SOLE   657,038 0 0
HOME BANCSHARES INC COM 436893200 2,689 71,997 SH   SOLE   33,797 0 0
HOME DEPOT INC COM 437076102 168,724 2,049,116 SH   SOLE   1,853,516 0 0
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 1,167 50,800 SH   SOLE   29,900 0 0
HOME PROPERTIES INC COM 437306103 1,732 32,294 SH   SOLE   32,294 0 0
HOMESTREET INC COM 43785V102 1,859 92,965 SH   SOLE   33,265 0 0
HONEYWELL INTL INC COM 438516106 56,777 621,401 SH   SOLE   621,401 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 22,051 699,132 SH   SOLE   375,440 0 0
HORMEL FOODS CORP COM 440452100 36,908 817,093 SH   SOLE   817,093 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 1,175 23,868 SH   SOLE   16,768 0 0
HORSEHEAD HLDG CORP COM 440694305 136 24,371 SH   SOLE   24,371 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2,229 82,459 SH   SOLE   82,459 0 0
HOST HOTELS & RESORTS INC COM 44107P104 8,814 453,391 SH   SOLE   402,791 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 1,270 191,770 SH   SOLE   84,514 0 0
HOVNANIAN ENTERPRISES INC UNIT 99/99/9999 44248W208 641 20,000 SH   SOLE   20,000 0 0
HOWARD HUGHES CORP COM 44267D107 4,991 41,560 SH   SOLE   41,560 0 0
HSN INC COM 404303109 2,906 46,643 SH   SOLE   44,243 0 0
HUBBELL INC CL B 443510201 12,939 118,819 SH   SOLE   118,819 0 0
HUDSON CITY BANCORP COM 443683107 203,941 21,626,805 SH   SOLE   21,626,805 0 0
HUMANA INC COM 444859102 101,040 978,877 SH   SOLE   930,177 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,438 18,600 SH   SOLE   18,600 0 0
HUNTINGTON BANCSHARES INC COM 446150104 12,486 1,293,875 SH   SOLE   1,293,875 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1,020 800 SH   SOLE   800 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,852 31,688 SH   SOLE   31,688 0 0
HUNTSMAN CORP COM 447011107 14,764 600,149 SH   SOLE   600,149 0 0
HURON CONSULTING GROUP INC COM 447462102 1,429 22,791 SH   SOLE   11,091 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 2,262 706,748 SH   SOLE   330,698 0 0
HYATT HOTELS CORP COM CL A 448579102 890 18,000 SH   SOLE   18,000 0 0
HYDE PK ACQUISITION CORP II COM 448640102 14,728 1,390,000 SH   SOLE   1,390,000 0 0
HYPERION THERAPEUTICS INC COM 44915N101 378 18,709 SH   SOLE   12,309 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 6,588 70,714 SH   SOLE   24,108 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 51,844 754,755 SH   SOLE   754,755 0 0
IAMGOLD CORP COM 450913108 124 37,100 SH   SOLE   37,100 0 0
ICF INTL INC COM 44925C103 2,757 79,426 SH   SOLE   39,726 0 0
ICICI BK LTD ADR 45104G104 8,787 236,387 SH   SOLE   236,387 0 0
ICONIX BRAND GROUP INC COM 451055107 1,577 39,728 SH   SOLE   23,528 0 0
ICU MED INC COM 44930G107 8,203 128,759 SH   SOLE   57,659 0 0
IDACORP INC COM 451107106 3,695 71,284 SH   SOLE   71,284 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 645 139,415 SH   SOLE   93,915 0 0
IDEX CORP COM 45167R104 1,521 20,600 SH   SOLE   20,600 0 0
IDEXX LABS INC COM 45168D104 3,571 33,575 SH   SOLE   33,575 0 0
IDT CORP CL B NEW 448947507 2,762 154,550 SH   SOLE   74,250 0 0
IGATE CORP COM 45169U105 1,882 46,872 SH   SOLE   21,672 0 0
IHS INC CL A 451734107 764 6,386 SH   SOLE   6,386 0 0
ILLINOIS TOOL WKS INC COM 452308109 5,917 70,375 SH   SOLE   67,075 0 0
ILLUMINA INC COM 452327109 3,964 35,831 SH   SOLE   35,831 0 0
IMMERSION CORP COM 452521107 3,535 340,570 SH   SOLE   76,675 0 0
IMMUNOGEN INC COM 45253H101 339 23,127 SH   SOLE   127 0 0
IMMUNOMEDICS INC COM 452907108 259 56,400 SH   SOLE   45,200 0 0
IMPAX LABORATORIES INC COM 45256B101 2,577 102,500 SH   SOLE   42,600 0 0
INCONTACT INC COM 45336E109 251 32,200 SH   SOLE   14,500 0 0
INCYTE CORP COM 45337C102 6,470 127,788 SH   SOLE   127,788 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 323 26,938 SH   SOLE   18,538 0 0
INFINERA CORPORATION COM 45667G103 942 96,281 SH   SOLE   61,181 0 0
INFINITY CROSS BORDER ACQUIS SHS G4772R101 2,624 330,000 SH   SOLE   330,000 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 10,848 151,195 SH   SOLE   77,608 0 0
INFOBLOX INC COM 45672H104 1,301 39,414 SH   SOLE   26,714 0 0
INFORMATICA CORP COM 45666Q102 995 23,964 SH   SOLE   23,964 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 320 75,461 SH   SOLE   51,161 0 0
INFOSYS LTD SPONSORED ADR 456788108 74,945 1,324,115 SH   SOLE   1,265,415 0 0
ING GLOBAL EQTY DIV & PREM O COM 45684E107 1,261 140,902 SH   SOLE   140,902 0 0
ING RISK MANAGED NAT RES FD COM 449810100 530 54,040 SH   SOLE   54,040 0 0
ING U S INC COM 45685E106 1,473 41,900 SH   SOLE   41,900 0 0
INGRAM MICRO INC CL A 457153104 36,556 1,558,239 SH   SOLE   1,558,239 0 0
INGREDION INC COM 457187102 28,860 421,567 SH   SOLE   421,567 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 9,395 893,066 SH   SOLE   457,783 0 0
INLAND REAL ESTATE CORP NOTE 5.000%11/1 457461AC5 221 198,000 PRN   SOLE   0 0 0
INNERWORKINGS INC COM 45773Y105 154 19,764 SH   SOLE   13,164 0 0
INNOPHOS HOLDINGS INC COM 45774N108 352 7,247 SH   SOLE   7,247 0 0
INNOSPEC INC COM 45768S105 6,774 146,562 SH   SOLE   47,262 0 0
INOVIO PHARMACEUTICALS INC COM 45773H102 402 138,500 SH   SOLE   92,700 0 0
INSIGHT ENTERPRISES INC COM 45765U103 12,014 529,027 SH   SOLE   304,136 0 0
INSMED INC COM PAR $.01 457669307 968 56,890 SH   SOLE   35,390 0 0
INSPERITY INC COM 45778Q107 3,736 103,415 SH   SOLE   27,015 0 0
INSULET CORP COM 45784P101 1,345 36,248 SH   SOLE   23,748 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 741 19,130 SH   SOLE   12,030 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 4,669 458,188 SH   SOLE   407,988 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 166 13,757 SH   SOLE   8,457 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 2,253 41,400 SH   SOLE   41,400 0 0
INTEL CORP COM 458140100 36,157 1,392,794 SH   SOLE   1,302,094 0 0
INTELIQUENT INC COM 45825N107 964 84,411 SH   SOLE   66,311 0 0
INTER PARFUMS INC COM 458334109 1,012 28,270 SH   SOLE   16,870 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 1,099 16,316 SH   SOLE   10,816 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 460 6,743 SH   SOLE   4,543 0 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 3,172 14,102 SH   SOLE   14,102 0 0
INTERDIGITAL INC COM 45867G101 1,803 61,150 SH   SOLE   61,150 0 0
INTERFACE INC COM 458665304 345 15,700 SH   SOLE   9,500 0 0
INTERMUNE INC COM 45884X103 385 26,126 SH   SOLE   17,326 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 8,497 321,969 SH   SOLE   205,214 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 105,796 564,037 SH   SOLE   513,337 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 6,572 76,436 SH   SOLE   76,436 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 15,945 878,003 SH   SOLE   878,003 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 3,454 132,497 SH   SOLE   127,297 0 0
INTERPUBLIC GROUP COS INC COM 460690100 65,954 3,726,209 SH   SOLE   3,503,209 0 0
INTERSIL CORP CL A 46069S109 5,600 488,212 SH   SOLE   437,112 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 386 12,500 SH   SOLE   9,000 0 0
INTL PAPER CO COM 460146103 20,188 411,741 SH   SOLE   369,341 0 0
INTRALINKS HLDGS INC COM 46118H104 250 20,608 SH   SOLE   13,508 0 0
INTUIT COM 461202103 9,736 127,569 SH   SOLE   127,569 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 628 1,636 SH   SOLE   1,636 0 0
INVACARE CORP COM 461203101 6,604 284,542 SH   SOLE   139,444 0 0
INVACARE CORP SDCV 4.125% 2/0 461203AD3 2,953 2,500,000 PRN   SOLE   0 0 0
INVENSENSE INC COM 46123D205 1,292 62,154 SH   SOLE   42,754 0 0
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 671 63,742 SH   SOLE   63,742 0 0
INVESCO BD FD COM 46132L107 1,521 86,005 SH   SOLE   86,005 0 0
INVESCO CALIF VALUE MUN INC COM 46132H106 551 48,316 SH   SOLE   48,316 0 0
INVESCO DYNAMIC CR OPP FD COM 46132R104 418 32,414 SH   SOLE   32,414 0 0
INVESCO LTD SHS G491BT108 17,425 478,700 SH   SOLE   478,700 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,230 83,800 SH   SOLE   50,400 0 0
INVESCO MUN OPPORTUNITY TR COM 46132C107 1,329 113,454 SH   SOLE   113,454 0 0
INVESCO MUN TR COM 46131J103 1,179 101,721 SH   SOLE   101,721 0 0
INVESCO MUNI INCOME OPP TRST COM 46132X101 486 78,341 SH   SOLE   78,341 0 0
INVESCO PA VALUE MUN INCOME COM 46132K109 188 15,523 SH   SOLE   15,523 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 578 52,000 SH   SOLE   52,000 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 964 79,121 SH   SOLE   79,121 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 14,252 693,199 SH   SOLE   310,399 0 0
INVESTORS BANCORP INC COM 46146P102 2,551 99,731 SH   SOLE   99,731 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 2,034 237,049 SH   SOLE   193,316 0 0
IPG PHOTONICS CORP COM 44980X109 662 8,533 SH   SOLE   8,533 0 0
IROBOT CORP COM 462726100 786 22,594 SH   SOLE   14,894 0 0
IRON MTN INC COM 462846106 681 22,426 SH   SOLE   22,426 0 0
ISIS PHARMACEUTICALS INC COM 464330109 2,503 62,819 SH   SOLE   46,519 0 0
ISTAR FINL INC NOTE 3.000%11/1 45031UBR1 6,222 4,550,000 PRN   SOLE   0 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 39,892 2,939,732 SH   SOLE   2,655,852 0 0
ITC HLDGS CORP COM 465685105 799 8,337 SH   SOLE   8,337 0 0
ITRON INC COM 465741106 4,839 116,790 SH   SOLE   116,790 0 0
ITT CORP NEW COM NEW 450911201 48,057 1,106,797 SH   SOLE   1,106,797 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 580 17,275 SH   SOLE   13,375 0 0
IXIA COM 45071R109 964 72,425 SH   SOLE   55,425 0 0
J & J SNACK FOODS CORP COM 466032109 1,212 13,684 SH   SOLE   3,584 0 0
J2 GLOBAL INC COM 48123V102 2,164 43,262 SH   SOLE   33,562 0 0
JABIL CIRCUIT INC COM 466313103 35,156 2,015,819 SH   SOLE   2,015,819 0 0
JACK IN THE BOX INC COM 466367109 3,091 61,795 SH   SOLE   37,095 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 17,984 285,503 SH   SOLE   285,503 0 0
JAKKS PAC INC COM 47012E106 113 16,829 SH   SOLE   16,829 0 0
JAMBA INC COM NEW 47023A309 145 11,680 SH   SOLE   11,680 0 0
JAMES RIVER COAL CO COM NEW 470355207 15 11,200 SH   SOLE   11,200 0 0
JAMES RIVER COAL CO NOTE 10.000% 6/0 470355AK4 490 1,520,000 PRN   SOLE   0 0 0
JARDEN CORP COM 471109108 7,146 116,477 SH   SOLE   116,477 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 10,253 789,872 SH   SOLE   789,872 0 0
JETBLUE AIRWAYS CORP COM 477143101 13,733 7,315,510 SH   SOLE   15,510 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AF8 10,444 5,800,000 PRN   SOLE   0 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 3,981 135,745 SH   SOLE   30,545 0 0
JOHN HANCOCK HDG EQ & INC FD COM 47804L102 1,563 91,565 SH   SOLE   91,565 0 0
JOHNSON & JOHNSON COM 478160104 279,024 3,046,448 SH   SOLE   2,858,576 0 0
JOHNSON CTLS INC COM 478366107 29,752 579,958 SH   SOLE   579,958 0 0
JONES GROUP INC COM 48020T101 40,055 2,677,446 SH   SOLE   2,677,446 0 0
JONES LANG LASALLE INC COM 48020Q107 2,488 24,300 SH   SOLE   24,300 0 0
JOS A BANK CLOTHIERS INC COM 480838101 27,774 507,466 SH   SOLE   507,466 0 0
JOURNAL COMMUNICATIONS INC CL A 481130102 374 40,186 SH   SOLE   30,086 0 0
JOY GLOBAL INC COM 481165108 790 13,500 SH   SOLE   13,500 0 0
JPMORGAN CHASE & CO COM 46625H100 163,786 2,800,710 SH   SOLE   2,609,510 0 0
JUNIPER NETWORKS INC COM 48203R104 4,011 177,700 SH   SOLE   177,700 0 0
K12 INC COM 48273U102 263 12,112 SH   SOLE   7,912 0 0
KADANT INC COM 48282T104 505 12,470 SH   SOLE   8,770 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 805 11,454 SH   SOLE   11,454 0 0
KAMAN CORP COM 483548103 206 5,193 SH   SOLE   5,193 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,817 22,750 SH   SOLE   22,750 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 2,063 36,928 SH   SOLE   24,028 0 0
KAR AUCTION SVCS INC COM 48238T109 219 7,400 SH   SOLE   7,400 0 0
KB HOME COM 48666K109 1,799 98,411 SH   SOLE   98,411 0 0
KBR INC COM 48242W106 24,120 756,338 SH   SOLE   756,338 0 0
KCAP FINL INC COM 48668E101 305 37,800 SH   SOLE   23,900 0 0
KELLOGG CO COM 487836108 9,818 160,772 SH   SOLE   160,772 0 0
KELLY SVCS INC CL A 488152208 2,799 112,237 SH   SOLE   68,737 0 0
KEMET CORP COM NEW 488360207 102 18,100 SH   SOLE   0 0 0
KEMPER CORP DEL COM 488401100 835 20,436 SH   SOLE   18,436 0 0
KENNAMETAL INC COM 489170100 802 15,406 SH   SOLE   15,406 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 1,587 122,579 SH   SOLE   83,079 0 0
KEY ENERGY SVCS INC COM 492914106 465 58,847 SH   SOLE   58,847 0 0
KEYCORP NEW COM 493267108 138,512 10,321,312 SH   SOLE   9,613,112 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 2,579 20,000 SH   SOLE   20,000 0 0
KEYW HLDG CORP COM 493723100 339 25,219 SH   SOLE   17,919 0 0
KFORCE INC COM 493732101 5,066 247,603 SH   SOLE   95,103 0 0
KILROY RLTY CORP COM 49427F108 763 15,200 SH   SOLE   15,200 0 0
KIMBERLY CLARK CORP COM 494368103 155,407 1,487,720 SH   SOLE   1,417,520 0 0
KIMCO RLTY CORP COM 49446R109 5,523 279,641 SH   SOLE   255,441 0 0
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 601 7,451 SH   SOLE   7,451 0 0
KINDRED HEALTHCARE INC COM 494580103 771 39,064 SH   SOLE   34,564 0 0
KINROSS GOLD CORP COM NO PAR 496902404 631 144,100 SH   SOLE   144,100 0 0
KIRBY CORP COM 497266106 516 5,199 SH   SOLE   5,199 0 0
KIRKLANDS INC COM 497498105 453 19,127 SH   SOLE   13,027 0 0
KITE RLTY GROUP TR COM 49803T102 303 46,168 SH   SOLE   14,668 0 0
KLA-TENCOR CORP COM 482480100 69,556 1,079,050 SH   SOLE   1,053,150 0 0
KNOLL INC COM NEW 498904200 284 15,500 SH   SOLE   15,500 0 0
KODIAK OIL & GAS CORP COM 50015Q100 2,773 247,362 SH   SOLE   90,262 0 0
KOHLBERG CAPITAL CORP NOTE 8.750% 3/1 500233AB7 4,905 4,375,000 PRN   SOLE   0 0 0
KOHLS CORP COM 500255104 2,173 38,298 SH   SOLE   38,298 0 0
KOPPERS HOLDINGS INC COM 50060P106 2,214 48,388 SH   SOLE   27,588 0 0
KORN FERRY INTL COM NEW 500643200 2,793 106,935 SH   SOLE   60,435 0 0
KRAFT FOODS GROUP INC COM 50076Q106 2,852 52,901 SH   SOLE   52,901 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 1,111 48,200 SH   SOLE   13,200 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 2,789 363,143 SH   SOLE   195,943 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 1,426 73,925 SH   SOLE   43,525 0 0
KROGER CO COM 501044101 60,552 1,531,800 SH   SOLE   1,531,800 0 0
KT CORP SPONSORED ADR 48268K101 4,705 316,421 SH   SOLE   292,621 0 0
KULICKE & SOFFA INDS INC COM 501242101 265 19,956 SH   SOLE   19,956 0 0
L BRANDS INC COM 501797104 1,002 16,199 SH   SOLE   16,199 0 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 25,548 21,125,000 PRN   SOLE   0 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 26,811 250,896 SH   SOLE   238,496 0 0
LA Z BOY INC COM 505336107 2,978 96,071 SH   SOLE   77,971 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,483 38,117 SH   SOLE   35,417 0 0
LACLEDE GROUP INC COM 505597104 3,173 69,671 SH   SOLE   35,193 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 58 18,500 SH   SOLE   12,400 0 0
LAKELAND FINL CORP COM 511656100 491 12,600 SH   SOLE   7,600 0 0
LAM RESEARCH CORP COM 512807108 55,414 1,017,709 SH   SOLE   938,109 0 0
LAMAR ADVERTISING CO CL A 512815101 1,024 19,600 SH   SOLE   19,600 0 0
LANCASTER COLONY CORP COM 513847103 6,023 68,329 SH   SOLE   40,826 0 0
LANDSTAR SYS INC COM 515098101 5,759 100,241 SH   SOLE   100,241 0 0
LANNET INC COM 516012101 427 12,902 SH   SOLE   8,802 0 0
LAREDO PETE HLDGS INC COM 516806106 247 8,913 SH   SOLE   8,913 0 0
LAS VEGAS SANDS CORP COM 517834107 34,599 438,682 SH   SOLE   416,282 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 836 27,079 SH   SOLE   27,079 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 206 12,600 SH   SOLE   12,600 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 4,992 906,050 SH   SOLE   437,550 0 0
LAUDER ESTEE COS INC CL A 518439104 2,756 36,586 SH   SOLE   36,586 0 0
LAYNE CHRISTENSEN CO COM 521050104 196 11,500 SH   SOLE   0 0 0
LAZARD GLB TTL RET&INCM FD I COM 52106W103 228 12,966 SH   SOLE   12,966 0 0
LCA-VISION INC COM PAR $.001 501803308 120 10,551 SH   SOLE   10,551 0 0
LEAP WIRELESS INTL INC COM NEW 521863308 18,281 1,050,628 SH   SOLE   1,050,628 0 0
LEAR CORP COM NEW 521865204 18,976 234,354 SH   SOLE   234,354 0 0
LEE ENTERPRISES INC COM 523768109 414 119,231 SH   SOLE   86,631 0 0
LEGG MASON INC COM 524901105 8,250 189,742 SH   SOLE   189,742 0 0
LEGGETT & PLATT INC COM 524660107 1,418 45,836 SH   SOLE   45,836 0 0
LEIDOS HLDGS INC COM 525327102 21,749 467,820 SH   SOLE   439,520 0 0
LENDER PROCESSING SVCS INC COM 52602E102 144,214 3,858,050 SH   SOLE   3,858,050 0 0
LENNAR CORP CL A 526057104 1,354 34,231 SH   SOLE   34,231 0 0
LENNOX INTL INC COM 526107107 10,071 118,403 SH   SOLE   118,403 0 0
LEUCADIA NATL CORP COM 527288104 40,463 1,427,757 SH   SOLE   1,269,757 0 0
LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 9,168 6,887,000 PRN   SOLE   0 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 36,756 1,108,111 SH   SOLE   1,108,111 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 6,126 4,480,000 PRN   SOLE   0 0 0
LEVY ACQUISITION CORP UNIT 99/99/9999 52748T203 22,523 2,250,000 SH   SOLE   2,250,000 0 0
LEXINGTON REALTY TRUST COM 529043101 1,111 108,805 SH   SOLE   104,505 0 0
LEXMARK INTL NEW CL A 529771107 29,360 826,586 SH   SOLE   814,886 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 2,677 220,500 SH   SOLE   220,500 0 0
LHC GROUP INC COM 50187A107 640 26,620 SH   SOLE   9,420 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 1,820 62,000 SH   SOLE   62,000 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 26,714 182,409 SH   SOLE   182,409 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,605 47,400 SH   SOLE   47,400 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 185,859 2,451,965 SH   SOLE   2,442,265 0 0
LIFELOCK INC COM 53224V100 424 25,864 SH   SOLE   17,464 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 2,792 52,836 SH   SOLE   52,836 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,098 20,877 SH   SOLE   13,877 0 0
LILLY ELI & CO COM 532457108 171,079 3,354,486 SH   SOLE   3,127,486 0 0
LIMELIGHT NETWORKS INC COM 53261M104 355 179,500 SH   SOLE   25,900 0 0
LINCOLN ELEC HLDGS INC COM 533900106 8,779 123,058 SH   SOLE   123,058 0 0
LINCOLN NATL CORP IND COM 534187109 27,296 528,794 SH   SOLE   528,794 0 0
LINCOLN NATL CORP IND *W EXP 07/10/201 534187117 6,033 142,753 SH   SOLE   142,753 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2,663 58,466 SH   SOLE   58,466 0 0
LINKEDIN CORP COM CL A 53578A108 84,289 388,735 SH   SOLE   348,835 0 0
LINNCO LLC COMSHS LTD INT 535782106 761 24,696 SH   SOLE   16,800 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 2,346 74,098 SH   SOLE   74,098 0 0
LITHIA MTRS INC CL A 536797103 2,242 32,295 SH   SOLE   24,495 0 0
LITTELFUSE INC COM 537008104 901 9,700 SH   SOLE   7,900 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,142 108,382 SH   SOLE   66,882 0 0
LIVEPERSON INC COM 538146101 378 25,497 SH   SOLE   20,497 0 0
LKQ CORP COM 501889208 10,097 306,901 SH   SOLE   306,901 0 0
LMP REAL ESTATE INCOME FD IN COM 50208C108 123 12,186 SH   SOLE   12,186 0 0
LOCKHEED MARTIN CORP COM 539830109 12,857 86,484 SH   SOLE   86,484 0 0
LOEWS CORP COM 540424108 33,031 684,714 SH   SOLE   683,114 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 7,832 96,713 SH   SOLE   54,413 0 0
LORILLARD INC COM 544147101 1,516 29,916 SH   SOLE   29,916 0 0
LOUISIANA PAC CORP COM 546347105 1,389 75,019 SH   SOLE   75,019 0 0
LOWES COS INC COM 548661107 64,288 1,297,445 SH   SOLE   1,267,745 0 0
LPL FINL HLDGS INC COM 50212V100 3,729 79,300 SH   SOLE   79,300 0 0
LSI CORPORATION COM 502161102 163,154 14,805,281 SH   SOLE   14,742,481 0 0
LTC PPTYS INC COM 502175102 6,079 171,773 SH   SOLE   96,086 0 0
LTX-CREDENCE CORP COM NEW 502403207 436 54,600 SH   SOLE   54,600 0 0
LULULEMON ATHLETICA INC COM 550021109 4,988 84,500 SH   SOLE   84,500 0 0
LUMOS NETWORKS CORP COM 550283105 533 25,393 SH   SOLE   19,093 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 286,492 3,568,656 SH   SOLE   3,382,356 0 0
M & T BK CORP COM 55261F104 47,636 409,172 SH   SOLE   383,472 0 0
M D C HLDGS INC COM 552676108 1,420 44,045 SH   SOLE   44,045 0 0
M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 3,754 2,875,000 PRN   SOLE   0 0 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 3,004 2,700,000 PRN   SOLE   0 0 0
M/I HOMES INC COM 55305B101 713 28,017 SH   SOLE   10,917 0 0
MACERICH CO COM 554382101 2,073 35,200 SH   SOLE   35,200 0 0
MAC-GRAY CORP COM 554153106 947 44,596 SH   SOLE   44,596 0 0
MACK CALI RLTY CORP COM 554489104 380 17,700 SH   SOLE   17,700 0 0
MACQUARIE GLBL INFRA TOTL RE COM 55608D101 215 9,733 SH   SOLE   9,733 0 0
MACYS INC COM 55616P104 80,477 1,507,062 SH   SOLE   1,410,962 0 0
MADDEN STEVEN LTD COM 556269108 1,119 30,586 SH   SOLE   29,236 0 0
MADISON CVRED CALL & EQ STR COM 557437100 1,229 150,368 SH   SOLE   150,368 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 3,527 61,248 SH   SOLE   61,248 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 8,019 133,850 SH   SOLE   118,713 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 550 8,690 SH   SOLE   8,690 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 2,488 208,700 SH   SOLE   99,200 0 0
MAGNA INTL INC COM 559222401 1,477 18,000 SH   SOLE   18,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 304 15,600 SH   SOLE   15,600 0 0
MAGNUM HUNTER RES CORP DEL COM 55973B102 848 116,027 SH   SOLE   77,427 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 1,060 96,956 SH   SOLE   21,656 0 0
MAINSTAY DEFINEDTERM MN OPP COM 56064K100 194 12,300 SH   SOLE   12,300 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 33,471 640,463 SH   SOLE   640,463 0 0
MANHATTAN ASSOCS INC COM 562750109 9,519 81,025 SH   SOLE   40,118 0 0
MANITEX INTL INC COM 563420108 351 22,078 SH   SOLE   14,578 0 0
MANITOWOC INC COM 563571108 1,049 44,987 SH   SOLE   44,987 0 0
MANNKIND CORP COM 56400P201 1,842 353,599 SH   SOLE   275,699 0 0
MANNKIND CORP NOTE 5.750% 8/1 56400PAC6 4,865 4,595,000 PRN   SOLE   0 0 0
MANPOWERGROUP INC COM 56418H100 91,232 1,062,569 SH   SOLE   1,029,069 0 0
MANULIFE FINL CORP COM 56501R106 813 41,200 SH   SOLE   41,200 0 0
MARATHON OIL CORP COM 565849106 111,136 3,148,325 SH   SOLE   2,939,425 0 0
MARATHON PETE CORP COM 56585A102 75,837 826,744 SH   SOLE   789,144 0 0
MARCHEX INC CL B 56624R108 228 26,347 SH   SOLE   17,647 0 0
MARINEMAX INC COM 567908108 241 15,000 SH   SOLE   10,100 0 0
MARKEL CORP COM 570535104 1,468 2,530 SH   SOLE   2,530 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,230 33,352 SH   SOLE   18,652 0 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 484 7,314 SH   SOLE   7,314 0 0
MARRIOTT INTL INC NEW CL A 571903202 534 10,828 SH   SOLE   10,828 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 2,339 44,339 SH   SOLE   16,639 0 0
MARSH & MCLENNAN COS INC COM 571748102 7,712 159,474 SH   SOLE   159,474 0 0
MARTEN TRANS LTD COM 573075108 211 10,446 SH   SOLE   7,596 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 357 8,334 SH   SOLE   8,334 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 108,852 7,569,706 SH   SOLE   6,742,806 0 0
MASCO CORP COM 574599106 6,539 287,167 SH   SOLE   287,167 0 0
MASTEC INC NOTE 4.000% 6/1 576323AL3 6,766 3,250,000 PRN   SOLE   0 0 0
MASTEC INC NOTE 4.250%12/1 576323AM1 10,775 5,025,000 PRN   SOLE   0 0 0
MASTERCARD INC CL A 57636Q104 46,917 56,157 SH   SOLE   54,857 0 0
MATADOR RES CO COM 576485205 4,502 241,530 SH   SOLE   94,030 0 0
MATERION CORP COM 576690101 3,059 99,170 SH   SOLE   49,270 0 0
MATRIX SVC CO COM 576853105 5,078 207,503 SH   SOLE   80,572 0 0
MATTEL INC COM 577081102 24,054 505,550 SH   SOLE   505,550 0 0
MATTHEWS INTL CORP CL A 577128101 205 4,800 SH   SOLE   4,800 0 0
MATTSON TECHNOLOGY INC COM 577223100 436 158,958 SH   SOLE   102,258 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 41,231 1,477,300 SH   SOLE   1,292,600 0 0
MAXIMUS INC COM 577933104 1,355 30,807 SH   SOLE   27,307 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 1,260 162,200 SH   SOLE   22,800 0 0
MB FINANCIAL INC NEW COM 55264U108 3,217 100,236 SH   SOLE   58,036 0 0
MBIA INC COM 55262C100 191 16,034 SH   SOLE   4,134 0 0
MCCORMICK & CO INC COM NON VTG 579780206 13,972 202,722 SH   SOLE   202,722 0 0
MCDERMOTT INTL INC COM 580037109 2,549 278,236 SH   SOLE   278,236 0 0
MCDONALDS CORP COM 580135101 24,728 254,850 SH   SOLE   241,850 0 0
MCGRATH RENTCORP COM 580589109 334 8,383 SH   SOLE   4,483 0 0
MCGRAW HILL FINL INC COM 580645109 20,398 260,840 SH   SOLE   256,140 0 0
MCKESSON CORP COM 58155Q103 175,994 1,090,422 SH   SOLE   1,023,822 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 6,490 254,416 SH   SOLE   105,866 0 0
MDU RES GROUP INC COM 552690109 4,825 157,945 SH   SOLE   157,945 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 16,388 195,651 SH   SOLE   195,651 0 0
MEADWESTVACO CORP COM 583334107 5,806 157,203 SH   SOLE   151,603 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 606 9,978 SH   SOLE   6,278 0 0
MECHEL OAO SPONSORED ADR 583840103 35 13,500 SH   SOLE   13,500 0 0
MEDALLION FINL CORP COM 583928106 186 12,995 SH   SOLE   7,995 0 0
MEDASSETS INC COM 584045108 311 15,671 SH   SOLE   471 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,467 120,060 SH   SOLE   79,460 0 0
MEDICINES CO COM 584688105 1,217 31,507 SH   SOLE   26,507 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 1,546 1,025,000 PRN   SOLE   0 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 2,696 44,508 SH   SOLE   39,308 0 0
MEDIFAST INC COM 58470H101 3,536 135,341 SH   SOLE   32,141 0 0
MEDIVATION INC COM 58501N101 2,601 40,760 SH   SOLE   40,760 0 0
MEDNAX INC COM 58502B106 2,735 51,244 SH   SOLE   51,244 0 0
MEDTRONIC INC COM 585055106 165,194 2,878,443 SH   SOLE   2,644,643 0 0
MENS WEARHOUSE INC COM 587118100 69,752 1,365,551 SH   SOLE   1,351,551 0 0
MENTOR GRAPHICS CORP COM 587200106 3,555 147,711 SH   SOLE   122,711 0 0
MERCK & CO INC NEW COM 58933Y105 72,655 1,451,644 SH   SOLE   1,230,344 0 0
MEREDITH CORP COM 589433101 1,756 33,907 SH   SOLE   27,907 0 0
MERGE HEALTHCARE INC COM 589499102 108 46,546 SH   SOLE   30,746 0 0
MERGEWORTHRX CORP COM 58952R106 6,484 797,500 SH   SOLE   797,500 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 585 22,040 SH   SOLE   12,740 0 0
MERIT MED SYS INC COM 589889104 278 17,651 SH   SOLE   16,551 0 0
MERITAGE HOMES CORP COM 59001A102 329 6,848 SH   SOLE   5,848 0 0
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 3,292 2,925,000 PRN   SOLE   0 0 0
MERITOR INC COM 59001K100 1,184 113,503 SH   SOLE   72,203 0 0
METHANEX CORP COM 59151K108 373 6,297 SH   SOLE   6,297 0 0
METHODE ELECTRS INC COM 591520200 8,299 242,746 SH   SOLE   137,546 0 0
METLIFE INC COM 59156R108 75,317 1,396,822 SH   SOLE   1,228,722 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,257 17,548 SH   SOLE   17,548 0 0
MFA FINL INC COM 55272X102 228 32,317 SH   SOLE   32,317 0 0
MFS INVT GRADE MUN TR SH BEN INT 59318B108 86 10,013 SH   SOLE   10,013 0 0
MFS MUN INCOME TR SH BEN INT 552738106 117 18,758 SH   SOLE   18,758 0 0
MGE ENERGY INC COM 55277P104 624 10,778 SH   SOLE   2,478 0 0
MGIC INVT CORP WIS COM 552848103 4,192 496,688 SH   SOLE   373,388 0 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 32,661 28,650,000 PRN   SOLE   0 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 71,708 51,775,000 PRN   SOLE   0 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,490 105,867 SH   SOLE   105,867 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 53,034 38,500,000 PRN   SOLE   0 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,111 26,000 SH   SOLE   26,000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,293 28,889 SH   SOLE   28,889 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 71,662 41,170,000 PRN   SOLE   0 0 0
MICRON TECHNOLOGY INC COM 595112103 15,227 699,786 SH   SOLE   699,786 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 20,239 13,250,000 PRN   SOLE   0 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 5/0 595112AW3 92,551 39,925,000 PRN   SOLE   0 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 49,811 21,829,000 PRN   SOLE   0 0 0
MICROS SYS INC COM 594901100 388 6,765 SH   SOLE   6,765 0 0
MICROSOFT CORP COM 594918104 312,160 8,339,841 SH   SOLE   7,695,641 0 0
MICROSTRATEGY INC CL A NEW 594972408 860 6,926 SH   SOLE   6,926 0 0
MID-AMER APT CMNTYS INC COM 59522J103 2,763 45,482 SH   SOLE   45,482 0 0
MIDDLEBY CORP COM 596278101 421 1,756 SH   SOLE   1,756 0 0
MILLER ENERGY RES INC COM 600527105 590 83,841 SH   SOLE   56,141 0 0
MILLER HERMAN INC COM 600544100 1,181 40,003 SH   SOLE   35,803 0 0
MIMEDX GROUP INC COM 602496101 1,360 155,591 SH   SOLE   66,491 0 0
MINE SAFETY APPLIANCES CO COM 602720104 817 15,961 SH   SOLE   2,761 0 0
MINERALS TECHNOLOGIES INC COM 603158106 7,683 127,905 SH   SOLE   77,317 0 0
MINES MGMT INC COM 603432105 11 19,104 SH   SOLE   19,104 0 0
MISTRAS GROUP INC COM 60649T107 620 29,700 SH   SOLE   10,100 0 0
MITCHAM INDS INC COM 606501104 436 24,600 SH   SOLE   7,700 0 0
MITEK SYS INC COM NEW 606710200 394 66,303 SH   SOLE   44,603 0 0
MKS INSTRUMENT INC COM 55306N104 13,362 446,297 SH   SOLE   446,297 0 0
MOBILE MINI INC COM 60740F105 1,521 36,927 SH   SOLE   25,427 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 5,925 273,930 SH   SOLE   266,230 0 0
MODEL N INC COM 607525102 302 25,600 SH   SOLE   3,800 0 0
MODINE MFG CO COM 607828100 3,503 273,280 SH   SOLE   110,480 0 0
MOHAWK INDS INC COM 608190104 17,943 120,502 SH   SOLE   120,502 0 0
MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 1,194 1,000,000 PRN   SOLE   0 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,067 19,000 SH   SOLE   19,000 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 3,987 225,500 SH   SOLE   108,200 0 0
MONARCH CASINO & RESORT INC COM 609027107 356 17,749 SH   SOLE   12,549 0 0
MONDELEZ INTL INC CL A 609207105 23,035 652,561 SH   SOLE   652,561 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 137 15,035 SH   SOLE   11,035 0 0
MONOLITHIC PWR SYS INC COM 609839105 875 25,243 SH   SOLE   13,343 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 3,603 113,079 SH   SOLE   24,079 0 0
MONRO MUFFLER BRAKE INC COM 610236101 204 3,614 SH   SOLE   3,614 0 0
MONSANTO CO NEW COM 61166W101 21,834 187,334 SH   SOLE   177,034 0 0
MONSTER BEVERAGE CORP COM 611740101 2,478 36,567 SH   SOLE   36,567 0 0
MONTGOMERY STR INCOME SECS I COM 614115103 336 21,647 SH   SOLE   21,647 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 3,706 127,371 SH   SOLE   20,080 0 0
MOODYS CORP COM 615369105 12,182 155,242 SH   SOLE   155,242 0 0
MOOG INC CL A 615394202 997 14,670 SH   SOLE   8,470 0 0
MORGAN STANLEY COM NEW 617446448 19,096 608,937 SH   SOLE   608,937 0 0
MORGAN STANLEY EMER MKTS FD COM 61744G107 612 39,506 SH   SOLE   39,506 0 0
MORGAN STANLEY TRUSTS INCOME SECS INC 61745P874 1,602 95,280 SH   SOLE   95,280 0 0
MORGANS HOTEL GROUP CO COM 61748W108 1,035 127,259 SH   SOLE   127,259 0 0
MOSAIC CO NEW COM 61945C103 1,858 39,300 SH   SOLE   39,300 0 0
MOTORCAR PTS AMER INC COM 620071100 552 28,597 SH   SOLE   20,497 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 7,603 112,644 SH   SOLE   112,644 0 0
MOVADO GROUP INC COM 624580106 3,632 82,538 SH   SOLE   27,338 0 0
MOVE INC COM NEW 62458M207 3,886 243,000 SH   SOLE   59,675 0 0
MRC GLOBAL INC COM 55345K103 5,742 178,005 SH   SOLE   178,005 0 0
MSC INDL DIRECT INC CL A 553530106 1,095 13,535 SH   SOLE   13,535 0 0
MSCI INC COM 55354G100 1,456 33,300 SH   SOLE   33,300 0 0
MTR GAMING GROUP INC COM 553769100 1,189 230,367 SH   SOLE   230,367 0 0
MTS SYS CORP COM 553777103 688 9,653 SH   SOLE   5,853 0 0
MUELLER INDS INC COM 624756102 4,741 75,247 SH   SOLE   63,409 0 0
MUELLER WTR PRODS INC COM SER A 624758108 4,415 471,156 SH   SOLE   162,956 0 0
MULTI COLOR CORP COM 625383104 356 9,444 SH   SOLE   6,544 0 0
MULTIMEDIA GAMES HLDG CO INC COM 625453105 3,957 126,175 SH   SOLE   43,175 0 0
MURPHY OIL CORP COM 626717102 42,983 662,502 SH   SOLE   661,902 0 0
MURPHY USA INC COM 626755102 34,811 837,599 SH   SOLE   837,599 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 2,688 15,755 SH   SOLE   7,955 0 0
MYERS INDS INC COM 628464109 1,238 58,629 SH   SOLE   43,929 0 0
MYLAN INC COM 628530107 5,080 117,045 SH   SOLE   117,045 0 0
MYR GROUP INC DEL COM 55405W104 7,314 291,622 SH   SOLE   112,222 0 0
MYRIAD GENETICS INC COM 62855J104 19,079 909,383 SH   SOLE   909,383 0 0
NABORS INDUSTRIES LTD SHS G6359F103 13,683 805,373 SH   SOLE   805,373 0 0
NACCO INDS INC CL A 629579103 4,330 69,624 SH   SOLE   44,486 0 0
NANOMETRICS INC COM 630077105 237 12,425 SH   SOLE   8,925 0 0
NANOSPHERE INC COM 63009F105 69 30,170 SH   SOLE   1,970 0 0
NASDAQ OMX GROUP INC COM 631103108 865 21,743 SH   SOLE   21,743 0 0
NATIONAL BK HLDGS CORP CL A 633707104 276 12,900 SH   SOLE   7,300 0 0
NATIONAL CINEMEDIA INC COM 635309107 218 10,900 SH   SOLE   0 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,492 20,900 SH   SOLE   20,900 0 0
NATIONAL HEALTH INVS INC COM 63633D104 1,602 28,555 SH   SOLE   15,880 0 0
NATIONAL OILWELL VARCO INC COM 637071101 6,158 77,434 SH   SOLE   77,434 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 3,477 306,880 SH   SOLE   109,280 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 1,606 52,961 SH   SOLE   52,961 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 7,160 193,735 SH   SOLE   193,735 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 286 10,365 SH   SOLE   6,865 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 684 16,119 SH   SOLE   10,919 0 0
NAUTILUS INC COM 63910B102 912 108,168 SH   SOLE   54,268 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 140 67,700 SH   SOLE   46,100 0 0
NAVIGANT CONSULTING INC COM 63935N107 4,576 238,336 SH   SOLE   117,336 0 0
NAVISTAR INTL CORP NEW COM 63934E108 443 11,597 SH   SOLE   11,597 0 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 616 600,000 PRN   SOLE   0 0 0
NBT BANCORP INC COM 628778102 7,238 279,467 SH   SOLE   125,767 0 0
NCI BUILDING SYS INC COM NEW 628852204 121 17,936 SH   SOLE   17,936 0 0
NCR CORP NEW COM 62886E108 24,152 709,098 SH   SOLE   709,098 0 0
NEENAH PAPER INC COM 640079109 441 10,308 SH   SOLE   4,208 0 0
NEKTAR THERAPEUTICS COM 640268108 1,797 158,300 SH   SOLE   38,200 0 0
NELNET INC CL A 64031N108 15,774 374,322 SH   SOLE   197,776 0 0
NEOGEN CORP COM 640491106 706 15,450 SH   SOLE   13,050 0 0
NEOSTEM INC COM PAR $.001 640650404 265 38,800 SH   SOLE   38,800 0 0
NETAPP INC COM 64110D104 8,054 195,766 SH   SOLE   195,766 0 0
NETFLIX INC COM 64110L106 29,526 80,196 SH   SOLE   80,196 0 0
NETLIST INC COM 64118P109 14 19,500 SH   SOLE   13,900 0 0
NETSCOUT SYS INC COM 64115T104 2,362 79,831 SH   SOLE   39,931 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 175 30,000 SH   SOLE   14,600 0 0
NETSUITE INC COM 64118Q107 4,303 41,770 SH   SOLE   41,770 0 0
NEURALSTEM INC COM 64127R302 55 19,000 SH   SOLE   19,000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3,407 364,800 SH   SOLE   151,400 0 0
NEUSTAR INC CL A 64126X201 5,438 109,058 SH   SOLE   109,058 0 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 102 10,620 SH   SOLE   10,620 0 0
NEW JERSEY RES COM 646025106 727 15,721 SH   SOLE   15,721 0 0
NEW MTN FIN CORP COM 647551100 3,345 222,380 SH   SOLE   78,980 0 0
NEW RESIDENTIAL INVT CORP COM 64828T102 20,978 3,140,460 SH   SOLE   3,067,960 0 0
NEW YORK & CO INC COM 649295102 120 27,574 SH   SOLE   17,974 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,763 163,978 SH   SOLE   163,978 0 0
NEW YORK TIMES CO CL A 650111107 1,170 73,712 SH   SOLE   59,112 0 0
NEWCASTLE INVT CORP COM 65105M108 19,777 3,445,467 SH   SOLE   3,445,467 0 0
NEWELL RUBBERMAID INC COM 651229106 23,542 726,373 SH   SOLE   726,373 0 0
NEWFIELD EXPL CO COM 651290108 4,179 169,670 SH   SOLE   169,670 0 0
NEWMARKET CORP COM 651587107 1,431 4,282 SH   SOLE   4,282 0 0
NEWMONT MINING CORP COM 651639106 5,583 242,411 SH   SOLE   218,711 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 7,135 580,535 SH   SOLE   319,335 0 0
NEWS CORP NEW CL A 65249B109 26,266 1,457,590 SH   SOLE   1,457,590 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 1,867 33,502 SH   SOLE   22,302 0 0
NEXTERA ENERGY INC COM 65339F101 5,964 69,661 SH   SOLE   69,661 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F861 46,501 920,000 SH   SOLE   920,000 0 0
NIC INC COM 62914B100 1,143 45,974 SH   SOLE   26,174 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 7,009 445,302 SH   SOLE   445,302 0 0
NIELSEN HOLDINGS N V COM N63218106 571 12,448 SH   SOLE   12,448 0 0
NIKE INC CL B 654106103 2,328 29,606 SH   SOLE   29,606 0 0
NISOURCE INC COM 65473P105 2,638 80,216 SH   SOLE   80,216 0 0
NN INC COM 629337106 440 21,790 SH   SOLE   16,090 0 0
NOBLE ENERGY INC COM 655044105 14,687 215,637 SH   SOLE   215,637 0 0
NOODLES & CO CL A 65540B105 3,345 93,127 SH   SOLE   93,127 0 0
NORANDA ALUM HLDG CORP COM 65542W107 474 144,000 SH   SOLE   115,700 0 0
NORDSON CORP COM 655663102 2,004 26,974 SH   SOLE   26,974 0 0
NORDSTROM INC COM 655664100 637 10,300 SH   SOLE   10,300 0 0
NORFOLK SOUTHERN CORP COM 655844108 8,815 94,961 SH   SOLE   86,461 0 0
NORTHEAST UTILS COM 664397106 994 23,458 SH   SOLE   23,458 0 0
NORTHERN TR CORP COM 665859104 6,805 109,950 SH   SOLE   109,950 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 268 20,300 SH   SOLE   5,300 0 0
NORTHGATE MINERALS CORP NOTE 3.500%10/0 666416AB8 1,011 1,050,000 PRN   SOLE   0 0 0
NORTHROP GRUMMAN CORP COM 666807102 188,087 1,641,105 SH   SOLE   1,615,005 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 2,368 176,042 SH   SOLE   117,742 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 781 52,829 SH   SOLE   11,600 0 0
NORTHWEST NAT GAS CO COM 667655104 472 11,022 SH   SOLE   11,022 0 0
NORTHWESTERN CORP COM NEW 668074305 7,065 163,086 SH   SOLE   146,822 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 1,945 54,836 SH   SOLE   54,836 0 0
NOVAVAX INC COM 670002104 682 133,205 SH   SOLE   74,605 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 46,390 27,675,000 PRN   SOLE   0 0 0
NPS PHARMACEUTICALS INC COM 62936P103 9,240 304,351 SH   SOLE   186,051 0 0
NTELOS HLDGS CORP COM NEW 67020Q305 204 10,076 SH   SOLE   6,776 0 0
NTS INC NEV COM 62943B105 4,895 2,484,652 SH   SOLE   2,484,652 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 55,472 401,331 SH   SOLE   401,331 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 1,375 1,400,000 PRN   SOLE   0 0 0
NUCOR CORP COM 670346105 693 12,990 SH   SOLE   12,990 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 292 5,726 SH   SOLE   5,726 0 0
NUTRI SYS INC NEW COM 67069D108 2,511 152,709 SH   SOLE   42,609 0 0
NUVASIVE INC COM 670704105 2,093 64,729 SH   SOLE   28,529 0 0
NUVEEN AMT-FREE MUN INCOME F COM 670657105 1,946 161,633 SH   SOLE   161,633 0 0
NUVEEN ARIZ PREM INCOME MUN COM 67061W104 312 25,743 SH   SOLE   25,743 0 0
NUVEEN BUILD AMER BD FD COM 67074C103 1,192 64,667 SH   SOLE   64,667 0 0
NUVEEN BUILD AMER BD OPPTNY COM 67074Q102 475 24,442 SH   SOLE   24,442 0 0
NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y109 447 39,169 SH   SOLE   39,169 0 0
NUVEEN CA DIV ADVANTG MUN FD COM 67069X104 285 22,602 SH   SOLE   22,602 0 0
NUVEEN CA DIVIDEND ADV MUN F COM 67066Y105 274 21,353 SH   SOLE   21,353 0 0
NUVEEN CAL AMT-FREE MUN INC COM 670651108 1,075 88,329 SH   SOLE   88,329 0 0
NUVEEN CONN PREM INCOME MUN COM 67060D107 367 31,617 SH   SOLE   31,617 0 0
NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 542 55,751 SH   SOLE   55,751 0 0
NUVEEN DIV ADVANTAGE MUN FD COM 67070F100 1,039 81,896 SH   SOLE   81,896 0 0
NUVEEN DIVERSIFIED DIV INCM COM 6706EP105 378 33,506 SH   SOLE   33,506 0 0
NUVEEN DIVID ADVANTAGE MUN F COM 67066V101 1,372 108,957 SH   SOLE   108,957 0 0
NUVEEN DIVID ADVANTAGE MUN I COM 67071L106 1,429 114,116 SH   SOLE   114,116 0 0
NUVEEN EQUITY PREM ADV FD COM 6706ET107 963 76,167 SH   SOLE   76,167 0 0
NUVEEN EQUITY PREM INCOME FD COM 6706ER101 249 19,820 SH   SOLE   19,820 0 0
NUVEEN GA DIV ADV MUN FD 2 COM 67072B107 232 19,750 SH   SOLE   19,750 0 0
NUVEEN GBL VL OPPORTUNITIES COM 6706EH103 907 68,870 SH   SOLE   68,870 0 0
NUVEEN INTER DURATION MN TMF COM 670671106 1,151 100,042 SH   SOLE   100,042 0 0
NUVEEN INVT QUALITY MUN FD I COM 67062E103 487 35,990 SH   SOLE   35,990 0 0
NUVEEN MD PREM INCOME MUN FD COM 67061Q107 782 65,586 SH   SOLE   65,586 0 0
NUVEEN MUN ADVANTAGE FD INC COM 67062H106 1,715 141,053 SH   SOLE   141,053 0 0
NUVEEN MUN MKT OPPORTUNITY F COM 67062W103 1,519 126,597 SH   SOLE   126,597 0 0
NUVEEN MUN OPPORTUNITY FD IN COM 670984103 1,603 121,242 SH   SOLE   121,242 0 0
NUVEEN N C PREM INCOME MUN F COM 67060P100 490 40,990 SH   SOLE   40,990 0 0
NUVEEN NJ INVT QUALITY MUN F COM 670971100 336 26,086 SH   SOLE   26,086 0 0
NUVEEN NY AMT-FREE MUN INCOM COM 670656107 1,139 92,771 SH   SOLE   92,771 0 0
NUVEEN NY DIVID ADVNTG MUN F COM 67066X107 180 14,168 SH   SOLE   14,168 0 0
NUVEEN PA INVT QUALITY MUN F COM 670972108 335 27,160 SH   SOLE   27,160 0 0
NUVEEN PA PREM INCOME MUN FD COM 67061F101 319 26,811 SH   SOLE   26,811 0 0
NUVEEN PERFORMANCE PLUS MUN COM 67062P108 1,128 83,391 SH   SOLE   83,391 0 0
NUVEEN PFD INCOME OPPRTNY FD COM 67073B106 1,650 186,025 SH   SOLE   186,025 0 0
NUVEEN PREM INCOME MUN FD COM 67062T100 1,598 129,635 SH   SOLE   129,635 0 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W102 2,464 196,346 SH   SOLE   196,346 0 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 502 41,377 SH   SOLE   41,377 0 0
NUVEEN PREMIER MUN INCOME FD COM 670988104 474 38,286 SH   SOLE   38,286 0 0
NUVEEN QUALITY INCOME MUN FD COM 670977107 2,289 186,888 SH   SOLE   186,888 0 0
NUVEEN QUALITY MUN FD INC COM 67062N103 1,147 94,909 SH   SOLE   94,909 0 0
NUVEEN QUALITY PFD INC FD 3 COM 67072W101 791 100,751 SH   SOLE   100,751 0 0
NUVEEN QUALITY PFD INCOME FD COM 67071S101 2,271 295,301 SH   SOLE   295,301 0 0
NUVEEN QUALITY PFD INCOME FD COM 67072C105 5,050 620,354 SH   SOLE   620,354 0 0
NUVEEN SELECT QUALITY MUN FD COM 670973106 1,054 85,024 SH   SOLE   85,024 0 0
NUVEEN VA PREM INCOME MUN FD COM 67064R102 212 17,975 SH   SOLE   17,975 0 0
NVIDIA CORP COM 67066G104 84,543 5,277,325 SH   SOLE   4,923,625 0 0
NVR INC COM 62944T105 4,309 4,200 SH   SOLE   4,200 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 36,035 279,973 SH   SOLE   279,973 0 0
OASIS PETE INC NEW COM 674215108 1,088 23,174 SH   SOLE   23,174 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 85,426 898,272 SH   SOLE   829,972 0 0
OCEANEERING INTL INC COM 675232102 43,428 550,554 SH   SOLE   534,754 0 0
OCWEN FINL CORP COM NEW 675746309 4,116 74,230 SH   SOLE   74,230 0 0
ODYSSEY MARINE EXPLORATION I COM 676118102 101 50,200 SH   SOLE   26,100 0 0
OFFICE DEPOT INC COM 676220106 1,259 237,985 SH   SOLE   174,285 0 0
OFG BANCORP COM 67103X102 704 40,621 SH   SOLE   40,621 0 0
OGE ENERGY CORP COM 670837103 15,327 452,128 SH   SOLE   452,128 0 0
OIL STS INTL INC COM 678026105 13,498 132,700 SH   SOLE   132,700 0 0
OLD DOMINION FGHT LINES INC COM 679580100 10,147 191,381 SH   SOLE   191,381 0 0
OLD NATL BANCORP IND COM 680033107 1,458 94,880 SH   SOLE   27,680 0 0
OLD REP INTL CORP COM 680223104 6,401 370,646 SH   SOLE   370,646 0 0
OLIN CORP COM PAR $1 680665205 1,680 58,232 SH   SOLE   58,232 0 0
OM GROUP INC COM 670872100 3,841 105,487 SH   SOLE   58,787 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,144 71,963 SH   SOLE   71,963 0 0
OMEGA PROTEIN CORP COM 68210P107 292 23,734 SH   SOLE   15,034 0 0
OMNICARE INC COM 681904108 36,595 606,273 SH   SOLE   606,273 0 0
OMNICARE INC NOTE 3.500% 2/1 681904AQ1 3,303 3,260,000 PRN   SOLE   0 0 0
OMNICELL INC COM 68213N109 919 35,988 SH   SOLE   16,588 0 0
OMNICOM GROUP INC COM 681919106 177,814 2,390,938 SH   SOLE   2,390,938 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 2,004 116,500 SH   SOLE   50,200 0 0
ON ASSIGNMENT INC COM 682159108 1,597 45,726 SH   SOLE   28,126 0 0
ON SEMICONDUCTOR CORP COM 682189105 18,198 2,208,540 SH   SOLE   2,208,540 0 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 385 24,361 SH   SOLE   15,061 0 0
ONEOK INC NEW COM 682680103 1,425 22,910 SH   SOLE   22,910 0 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 320 6,078 SH   SOLE   6,078 0 0
OPENTABLE INC COM 68372A104 1,175 14,800 SH   SOLE   10,200 0 0
OPKO HEALTH INC COM 68375N103 1,006 119,229 SH   SOLE   119,229 0 0
ORACLE CORP COM 68389X105 65,446 1,710,565 SH   SOLE   1,584,165 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 104 16,600 SH   SOLE   9,400 0 0
ORBITAL SCIENCES CORP COM 685564106 3,351 143,803 SH   SOLE   97,803 0 0
ORBITZ WORLDWIDE INC COM 68557K109 4,350 605,813 SH   SOLE   164,679 0 0
OREXIGEN THERAPEUTICS INC NOTE 2.750%12/0 686164AA2 1,473 1,500,000 PRN   SOLE   0 0 0
ORIENT-EXPRESS HOTELS LTD CL A G67743107 2,004 132,646 SH   SOLE   46,046 0 0
ORITANI FINL CORP DEL COM 68633D103 1,550 96,560 SH   SOLE   22,560 0 0
ORTHOFIX INTL N V COM N6748L102 6,004 263,100 SH   SOLE   129,700 0 0
OSHKOSH CORP COM 688239201 30,087 597,204 SH   SOLE   597,204 0 0
OSIRIS THERAPEUTICS INC NEW COM 68827R108 360 22,372 SH   SOLE   15,072 0 0
OTTER TAIL CORP COM 689648103 4,536 154,966 SH   SOLE   79,766 0 0
OVERSTOCK COM INC DEL COM 690370101 3,229 104,881 SH   SOLE   29,381 0 0
OWENS & MINOR INC NEW COM 690732102 4,002 109,473 SH   SOLE   109,473 0 0
OWENS CORNING NEW COM 690742101 797 19,565 SH   SOLE   19,565 0 0
OWENS ILL INC COM NEW 690768403 82,373 2,302,203 SH   SOLE   2,179,203 0 0
OXFORD INDS INC COM 691497309 458 5,675 SH   SOLE   4,375 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 7,480 208,639 SH   SOLE   162,439 0 0
PACCAR INC COM 693718108 5,409 91,420 SH   SOLE   91,420 0 0
PACER INTL INC TENN COM 69373H106 680 82,268 SH   SOLE   63,868 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 479 91,494 SH   SOLE   61,294 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 326 97,581 SH   SOLE   65,181 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 2,058 35,801 SH   SOLE   23,801 0 0
PACKAGING CORP AMER COM 695156109 19,314 305,213 SH   SOLE   305,213 0 0
PACWEST BANCORP DEL COM 695263103 975 23,103 SH   SOLE   16,403 0 0
PALL CORP COM 696429307 11,561 135,454 SH   SOLE   135,454 0 0
PALO ALTO NETWORKS INC COM 697435105 621 10,800 SH   SOLE   10,800 0 0
PANDORA MEDIA INC COM 698354107 14,275 536,661 SH   SOLE   536,661 0 0
PANERA BREAD CO CL A 69840W108 9,537 53,974 SH   SOLE   53,974 0 0
PAPA JOHNS INTL INC COM 698813102 3,241 71,398 SH   SOLE   49,198 0 0
PARK OHIO HLDGS CORP COM 700666100 516 9,850 SH   SOLE   6,050 0 0
PARKER DRILLING CO COM 701081101 5,316 653,821 SH   SOLE   292,521 0 0
PARKER HANNIFIN CORP COM 701094104 30,111 234,068 SH   SOLE   234,068 0 0
PARKERVISION INC COM 701354102 613 134,690 SH   SOLE   93,790 0 0
PARKWAY PPTYS INC COM 70159Q104 784 40,653 SH   SOLE   40,653 0 0
PARTNERRE LTD COM G6852T105 32,667 309,848 SH   SOLE   267,848 0 0
PATRICK INDS INC COM 703343103 747 25,828 SH   SOLE   21,028 0 0
PATTERSON COMPANIES INC COM 703395103 18,401 446,633 SH   SOLE   444,533 0 0
PATTERSON UTI ENERGY INC COM 703481101 26,438 1,044,148 SH   SOLE   1,044,148 0 0
PAYCHEX INC COM 704326107 6,486 142,455 SH   SOLE   142,455 0 0
PDC ENERGY INC COM 69327R101 2,303 43,269 SH   SOLE   34,169 0 0
PDF SOLUTIONS INC COM 693282105 648 25,287 SH   SOLE   18,087 0 0
PDL BIOPHARMA INC COM 69329Y104 2,741 324,809 SH   SOLE   203,909 0 0
PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAE4 12,214 7,925,000 PRN   SOLE   0 0 0
PEABODY ENERGY CORP COM 704549104 2,717 139,100 SH   SOLE   139,100 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 375 12,200 SH   SOLE   12,200 0 0
PEGASYSTEMS INC COM 705573103 1,816 36,931 SH   SOLE   25,031 0 0
PENDRELL CORP COM 70686R104 341 169,756 SH   SOLE   112,656 0 0
PENN NATL GAMING INC COM 707569109 21,421 1,494,851 SH   SOLE   1,494,851 0 0
PENN VA CORP COM 707882106 434 46,051 SH   SOLE   29,951 0 0
PENN WEST PETE LTD NEW COM 707887105 162 19,400 SH   SOLE   19,400 0 0
PENNANTPARK INVT CORP COM 708062104 2,988 257,600 SH   SOLE   83,500 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2,510 132,238 SH   SOLE   128,138 0 0
PENTAIR LTD SHS H6169Q108 1,604 20,652 SH   SOLE   20,652 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 5,720 378,316 SH   SOLE   378,316 0 0
PEPCO HOLDINGS INC COM 713291102 522 27,300 SH   SOLE   27,300 0 0
PEPSICO INC COM 713448108 107,478 1,295,849 SH   SOLE   1,211,949 0 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 391 281,291 SH   SOLE   190,991 0 0
PERFICIENT INC COM 71375U101 554 23,646 SH   SOLE   15,246 0 0
PERFORMANCE TECHNOLOGIES INC COM 71376K102 496 132,689 SH   SOLE   132,689 0 0
PERFORMANT FINL CORP COM 71377E105 902 87,600 SH   SOLE   6,400 0 0
PERKINELMER INC COM 714046109 2,082 50,493 SH   SOLE   50,493 0 0
PERRIGO CO COM 714290103 3,399 22,147 SH   SOLE   22,147 0 0
PETMED EXPRESS INC COM 716382106 4,286 257,729 SH   SOLE   42,929 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 8,063 73,476 SH   SOLE   73,476 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 9,740 663,067 SH   SOLE   601,667 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,935 213,000 SH   SOLE   213,000 0 0
PETROLEUM & RES CORP COM 716549100 4,148 151,499 SH   SOLE   151,499 0 0
PETROQUEST ENERGY INC COM 716748108 106 24,600 SH   SOLE   24,600 0 0
PETSMART INC COM 716768106 41,997 577,274 SH   SOLE   564,174 0 0
PFIZER INC COM 717081103 238,229 7,777,641 SH   SOLE   7,205,878 0 0
PG&E CORP COM 69331C108 24,694 613,057 SH   SOLE   581,757 0 0
PGT INC COM 69336V101 4,089 404,031 SH   SOLE   95,462 0 0
PHARMACYCLICS INC COM 716933106 14,065 132,963 SH   SOLE   132,963 0 0
PHARMERICA CORP COM 71714F104 6,282 292,185 SH   SOLE   140,585 0 0
PHH CORP NOTE 6.000% 6/1 693320AQ6 89,588 43,227,000 PRN   SOLE   0 0 0
PHILIP MORRIS INTL INC COM 718172109 18,563 213,053 SH   SOLE   204,053 0 0
PHILLIPS 66 COM 718546104 139,629 1,810,305 SH   SOLE   1,697,505 0 0
PHOTRONICS INC COM 719405102 1,305 144,564 SH   SOLE   65,464 0 0
PHOTRONICS INC NOTE 5.500%10/0 719405AF9 13,345 7,250,000 PRN   SOLE   0 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 765 46,300 SH   SOLE   46,300 0 0
PIER 1 IMPORTS INC COM 720279108 13,248 574,010 SH   SOLE   561,110 0 0
PIKE ELEC CORP COM 721283109 3,372 319,005 SH   SOLE   111,016 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 6,759 415,943 SH   SOLE   194,143 0 0
PINNACLE ENTMT INC COM 723456109 1,522 58,556 SH   SOLE   44,456 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 3,711 114,081 SH   SOLE   49,981 0 0
PINNACLE FOODS INC DEL COM 72348P104 3,247 118,227 SH   SOLE   118,227 0 0
PINNACLE WEST CAP CORP COM 723484101 34,166 645,611 SH   SOLE   617,011 0 0
PIONEER ENERGY SVCS CORP COM 723664108 2,248 280,700 SH   SOLE   82,900 0 0
PIONEER NAT RES CO COM 723787107 9,048 49,156 SH   SOLE   49,156 0 0
PIPER JAFFRAY COS COM 724078100 6,571 166,148 SH   SOLE   81,948 0 0
PITNEY BOWES INC COM 724479100 2,182 93,639 SH   SOLE   93,639 0 0
PIXELWORKS INC COM NEW 72581M305 106 21,900 SH   SOLE   14,400 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 417 8,056 SH   SOLE   8,056 0 0
PLANTRONICS INC NEW COM 727493108 6,329 136,258 SH   SOLE   136,258 0 0
PLATINUM UNDERWRITER HLDGS L COM G7127P100 16,823 274,531 SH   SOLE   133,431 0 0
PLEXUS CORP COM 729132100 472 10,893 SH   SOLE   10,893 0 0
PLUM CREEK TIMBER CO INC COM 729251108 2,953 63,500 SH   SOLE   63,500 0 0
PLX TECHNOLOGY INC COM 693417107 118 18,000 SH   SOLE   18,000 0 0
PMC-SIERRA INC COM 69344F106 3,664 569,806 SH   SOLE   569,806 0 0
PNC FINL SVCS GROUP INC COM 693475105 60,860 784,478 SH   SOLE   738,878 0 0
PNM RES INC COM 69349H107 7,252 300,679 SH   SOLE   252,279 0 0
POLARIS INDS INC COM 731068102 14,074 96,636 SH   SOLE   96,636 0 0
POLYCOM INC COM 73172K104 33,468 2,980,200 SH   SOLE   2,980,200 0 0
POLYONE CORP COM 73179P106 2,075 58,686 SH   SOLE   57,886 0 0
POLYPORE INTL INC COM 73179V103 397 10,200 SH   SOLE   10,200 0 0
POOL CORPORATION COM 73278L105 378 6,499 SH   SOLE   6,499 0 0
POPULAR INC COM NEW 733174700 10,353 360,338 SH   SOLE   360,338 0 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 821 15,536 SH   SOLE   9,136 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,146 104,178 SH   SOLE   104,178 0 0
POSCO SPONSORED ADR 693483109 1,180 15,133 SH   SOLE   15,133 0 0
POST HLDGS INC COM 737446104 477 9,677 SH   SOLE   6,477 0 0
POST PPTYS INC COM 737464107 1,421 31,412 SH   SOLE   31,412 0 0
POTLATCH CORP NEW COM 737630103 6,540 156,679 SH   SOLE   99,753 0 0
POWER INTEGRATIONS INC COM 739276103 1,251 22,404 SH   SOLE   15,004 0 0
POWERSECURE INTL INC COM 73936N105 3,079 179,323 SH   SOLE   50,023 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2,753 31,300 SH   SOLE   31,300 0 0
POZEN INC COM 73941U102 96 11,900 SH   SOLE   0 0 0
PPG INDS INC COM 693506107 114,522 603,828 SH   SOLE   584,430 0 0
PPL CORP COM 69351T106 3,843 127,712 SH   SOLE   127,712 0 0
PPL CORP UNIT 99/99/9999S 69351T114 17,095 324,200 SH   SOLE   324,200 0 0
PRAXAIR INC COM 74005P104 285 2,189 SH   SOLE   2,189 0 0
PRECISION CASTPARTS CORP COM 740189105 4,003 14,863 SH   SOLE   14,863 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 2,077 179,210 SH   SOLE   67,910 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 4,044 112,951 SH   SOLE   42,551 0 0
PRICELINE COM INC COM NEW 741503403 39,706 34,159 SH   SOLE   34,159 0 0
PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 138 100,000 PRN   SOLE   0 0 0
PRICESMART INC COM 741511109 1,215 10,517 SH   SOLE   8,317 0 0
PRIMERICA INC COM 74164M108 4,375 101,947 SH   SOLE   54,847 0 0
PRIMORIS SVCS CORP COM 74164F103 1,925 61,839 SH   SOLE   16,339 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 6,885 139,619 SH   SOLE   139,619 0 0
PRIVATEBANCORP INC COM 742962103 595 20,581 SH   SOLE   13,581 0 0
PROASSURANCE CORP COM 74267C106 5,418 111,766 SH   SOLE   111,766 0 0
PROCTER & GAMBLE CO COM 742718109 186,627 2,292,434 SH   SOLE   2,089,834 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 306 57,500 SH   SOLE   38,200 0 0
PROGRESS SOFTWARE CORP COM 743312100 419 16,206 SH   SOLE   16,206 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,897 106,226 SH   SOLE   106,226 0 0
PROLOGIS INC COM 74340W103 17,004 460,196 SH   SOLE   422,115 0 0
PROOFPOINT INC COM 743424103 1,702 51,306 SH   SOLE   25,706 0 0
PROS HOLDINGS INC COM 74346Y103 2,130 53,371 SH   SOLE   17,671 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 2,248 200,400 SH   SOLE   35,400 0 0
PROSPERITY BANCSHARES INC COM 743606105 4,035 63,653 SH   SOLE   56,253 0 0
PROTECTIVE LIFE CORP COM 743674103 28,979 572,034 SH   SOLE   572,034 0 0
PROTO LABS INC COM 743713109 1,927 27,068 SH   SOLE   19,668 0 0
PROVIDENCE SVC CORP COM 743815102 3,529 137,219 SH   SOLE   24,027 0 0
PROVIDENT FINL SVCS INC COM 74386T105 6,156 318,647 SH   SOLE   153,058 0 0
PRUDENTIAL FINL INC COM 744320102 60,494 655,971 SH   SOLE   608,671 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 4,156 54,380 SH   SOLE   32,149 0 0
PTC INC COM 69370C100 1,099 31,048 SH   SOLE   31,048 0 0
PUBLIC STORAGE COM 74460D109 23,494 156,085 SH   SOLE   146,985 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 22,345 697,400 SH   SOLE   697,400 0 0
PULTE GROUP INC COM 745867101 49,779 2,443,745 SH   SOLE   2,443,745 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 6,542 63,189 SH   SOLE   22,189 0 0
PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 642 77,706 SH   SOLE   77,706 0 0
PUTNAM MANAGED MUN INCOM TR COM 746823103 485 73,082 SH   SOLE   73,082 0 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 1,209 112,530 SH   SOLE   112,530 0 0
PVH CORP COM 693656100 4,985 36,647 SH   SOLE   36,647 0 0
QEP RES INC COM 74733V100 1,551 50,617 SH   SOLE   50,617 0 0
QIAGEN NV REG SHS N72482107 1,081 45,400 SH   SOLE   45,400 0 0
QLOGIC CORP COM 747277101 5,700 481,862 SH   SOLE   410,662 0 0
QUAD / GRAPHICS INC COM CL A 747301109 843 30,948 SH   SOLE   21,648 0 0
QUAKER CHEM CORP COM 747316107 1,722 22,341 SH   SOLE   11,641 0 0
QUALCOMM INC COM 747525103 11,129 149,891 SH   SOLE   149,891 0 0
QUALITY DISTR INC FLA COM 74756M102 251 19,555 SH   SOLE   13,255 0 0
QUALYS INC COM 74758T303 656 28,403 SH   SOLE   20,503 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 361 18,122 SH   SOLE   18,122 0 0
QUANTA SVCS INC COM 74762E102 1,250 39,600 SH   SOLE   39,600 0 0
QUANTUM CORP COM DSSG 747906204 121 100,800 SH   SOLE   100,800 0 0
QUANTUM CORP NOTE 4.500%11/1 747906AJ4 1,793 1,750,000 PRN   SOLE   0 0 0
QUARTET MERGER CORP UNIT 99/99/9999T 747717304 10,811 1,080,000 SH   SOLE   1,080,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 4,748 88,689 SH   SOLE   88,689 0 0
QUESTAR CORP COM 748356102 3,416 148,568 SH   SOLE   148,568 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 3,226 59,243 SH   SOLE   55,943 0 0
QUICKLOGIC CORP COM 74837P108 65 16,400 SH   SOLE   16,400 0 0
QUICKSILVER RESOURCES INC COM 74837R104 1,391 453,189 SH   SOLE   195,889 0 0
QUIDEL CORP COM 74838J101 463 15,003 SH   SOLE   9,803 0 0
QUIKSILVER INC COM 74838C106 1,243 141,767 SH   SOLE   81,967 0 0
QUINPARIO ACQUISITION CORP COM 74874R108 23,639 2,329,000 SH   SOLE   2,329,000 0 0
QUINPARIO ACQUISITION CORP *W EXP 09/27/201 74874R116 838 2,329,000 SH   SOLE   2,329,000 0 0
RACKSPACE HOSTING INC COM 750086100 2,472 63,175 SH   SOLE   63,175 0 0
RADIAN GROUP INC COM 750236101 2,274 161,057 SH   SOLE   109,857 0 0
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 61,684 43,325,000 PRN   SOLE   0 0 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 46,945 31,908,000 PRN   SOLE   0 0 0
RADIOSHACK CORP COM 750438103 81 31,088 SH   SOLE   31,088 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 473 52,683 SH   SOLE   42,483 0 0
RALPH LAUREN CORP CL A 751212101 12,822 72,617 SH   SOLE   72,617 0 0
RAMBUS INC DEL COM 750917106 1,073 113,305 SH   SOLE   72,005 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 11,555 734,094 SH   SOLE   379,122 0 0
RANDGOLD RES LTD ADR 752344309 5,515 87,800 SH   SOLE   87,800 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 700 53,791 SH   SOLE   34,791 0 0
RAVEN INDS INC COM 754212108 399 9,700 SH   SOLE   6,800 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,191 22,824 SH   SOLE   22,824 0 0
RAYONIER INC COM 754907103 1,886 44,800 SH   SOLE   44,800 0 0
RAYTHEON CO COM NEW 755111507 95,805 1,056,289 SH   SOLE   1,036,189 0 0
RBC BEARINGS INC COM 75524B104 528 7,466 SH   SOLE   6,566 0 0
REAL GOODS SOLAR INC CL A 75601N104 593 196,206 SH   SOLE   134,606 0 0
REALNETWORKS INC COM NEW 75605L708 89 32,490 SH   SOLE   32,490 0 0
REALTY INCOME CORP COM 756109104 2,512 67,298 SH   SOLE   67,298 0 0
RED HAT INC COM 756577102 5,579 99,562 SH   SOLE   99,562 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 5,374 73,071 SH   SOLE   28,871 0 0
REDWOOD TR INC COM 758075402 1,196 61,724 SH   SOLE   37,524 0 0
REGAL BELOIT CORP COM 758750103 8,076 109,554 SH   SOLE   109,554 0 0
REGAL ENTMT GROUP CL A 758766109 4,597 236,353 SH   SOLE   236,353 0 0
REGENCY CTRS CORP COM 758849103 1,227 26,500 SH   SOLE   26,500 0 0
REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 311 11,847 SH   SOLE   11,847 0 0
REGENERON PHARMACEUTICALS COM 75886F107 9,534 34,639 SH   SOLE   34,639 0 0
REGIONAL MGMT CORP COM 75902K106 249 7,353 SH   SOLE   5,553 0 0
REGIONS FINL CORP NEW COM 7591EP100 41,900 4,236,622 SH   SOLE   4,084,322 0 0
REGIS CORP MINN COM 758932107 148 10,200 SH   SOLE   10,200 0 0
REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 8,733 8,100,000 PRN   SOLE   0 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 35,070 453,048 SH   SOLE   453,048 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 59,749 787,827 SH   SOLE   787,827 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,745 28,200 SH   SOLE   20,300 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 5,096 444,712 SH   SOLE   136,912 0 0
RENT A CTR INC NEW COM 76009N100 2,753 82,568 SH   SOLE   82,568 0 0
RENTECH INC COM 760112102 153 87,630 SH   SOLE   72,030 0 0
RENTRAK CORP COM 760174102 277 7,300 SH   SOLE   4,700 0 0
REPLIGEN CORP COM 759916109 4,191 307,225 SH   SOLE   61,232 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 515 28,159 SH   SOLE   22,859 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 1,532 143,322 SH   SOLE   96,022 0 0
REPUBLIC SVCS INC COM 760759100 5,241 157,860 SH   SOLE   157,860 0 0
RESMED INC COM 761152107 19,472 413,588 SH   SOLE   413,588 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 2,006 2,000,000 PRN   SOLE   0 0 0
RESOURCES CONNECTION INC COM 76122Q105 1,346 93,900 SH   SOLE   45,500 0 0
RESPONSYS INC COM 761248103 39,844 1,453,627 SH   SOLE   1,244,527 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 773 52,500 SH   SOLE   22,400 0 0
RETAIL PPTYS AMER INC CL A 76131V202 1,255 98,700 SH   SOLE   98,700 0 0
RETAILMENOT INC COM SER 1 76132B106 2,683 93,188 SH   SOLE   93,188 0 0
REVLON INC CL A NEW 761525609 613 24,543 SH   SOLE   15,843 0 0
REVOLUTION LIGHTING TECHNOLO COM 76155G107 810 236,444 SH   SOLE   163,844 0 0
REX AMERICAN RESOURCES CORP COM 761624105 367 8,201 SH   SOLE   5,701 0 0
REX ENERGY CORPORATION COM 761565100 878 44,568 SH   SOLE   25,068 0 0
REYNOLDS AMERICAN INC COM 761713106 16,289 325,836 SH   SOLE   325,836 0 0
RF INDS LTD COM PAR $0.01 749552105 192 20,838 SH   SOLE   13,738 0 0
RF MICRODEVICES INC COM 749941100 2,759 534,712 SH   SOLE   512,212 0 0
RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ9 302 300,000 PRN   SOLE   0 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 1,580 554,500 SH   SOLE   102,800 0 0
RIGNET INC COM 766582100 836 17,451 SH   SOLE   12,151 0 0
RITE AID CORP COM 767754104 14,100 2,786,482 SH   SOLE   1,451,982 0 0
RITE AID CORP NOTE 8.500% 5/1 767754BU7 2,338 1,135,000 PRN   SOLE   0 0 0
RLI CORP COM 749607107 545 5,600 SH   SOLE   2,800 0 0
RLJ LODGING TR COM 74965L101 6,455 265,400 SH   SOLE   163,300 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 426 15,800 SH   SOLE   13,100 0 0
ROBERT HALF INTL INC COM 770323103 28,009 667,049 SH   SOLE   667,049 0 0
ROCK-TENN CO CL A 772739207 21,736 206,988 SH   SOLE   206,988 0 0
ROCKWELL AUTOMATION INC COM 773903109 32,961 278,954 SH   SOLE   278,954 0 0
ROCKWELL COLLINS INC COM 774341101 4,650 62,900 SH   SOLE   62,900 0 0
ROCKWELL MED INC COM 774374102 306 29,324 SH   SOLE   19,724 0 0
ROCKWOOD HLDGS INC COM 774415103 10,761 149,627 SH   SOLE   149,627 0 0
ROGERS CORP COM 775133101 1,745 28,380 SH   SOLE   22,480 0 0
ROI ACQUISITION CORP II COM 74966G101 9,922 1,050,000 SH   SOLE   1,050,000 0 0
ROI ACQUISITION CORP II *W EXP 99/99/999 74966G119 525 1,050,000 SH   SOLE   1,050,000 0 0
ROPER INDS INC NEW COM 776696106 2,136 15,400 SH   SOLE   15,400 0 0
ROSETTA RESOURCES INC COM 777779307 775 16,140 SH   SOLE   11,040 0 0
ROSETTA STONE INC COM 777780107 649 53,100 SH   SOLE   6,900 0 0
ROSS STORES INC COM 778296103 24,289 324,156 SH   SOLE   324,156 0 0
ROUNDYS INC COM 779268101 224 22,719 SH   SOLE   15,919 0 0
ROUSE PPTYS INC COM 779287101 2,257 101,703 SH   SOLE   58,203 0 0
ROVI CORP COM 779376102 13,902 706,039 SH   SOLE   706,039 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,680 47,500 SH   SOLE   47,500 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 2,587 38,483 SH   SOLE   38,483 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3,722 78,500 SH   SOLE   78,500 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 5,459 76,592 SH   SOLE   76,592 0 0
ROYAL GOLD INC COM 780287108 583 12,648 SH   SOLE   12,648 0 0
ROYCE VALUE TR INC COM 780910105 228 14,220 SH   SOLE   14,220 0 0
RPC INC COM 749660106 4,588 257,016 SH   SOLE   257,016 0 0
RPM INTL INC COM 749685103 8,541 205,756 SH   SOLE   205,756 0 0
RPX CORP COM 74972G103 5,922 350,394 SH   SOLE   159,394 0 0
RTI INTL METALS INC COM 74973W107 4,697 137,303 SH   SOLE   134,203 0 0
RTI SURGICAL INC COM 74975N105 131 37,146 SH   SOLE   22,546 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 176 15,000 SH   SOLE   15,000 0 0
RUSH ENTERPRISES INC CL A 781846209 259 8,746 SH   SOLE   6,146 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 3,751 263,951 SH   SOLE   58,242 0 0
RYDER SYS INC COM 783549108 33,754 457,490 SH   SOLE   457,490 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 6,500 4,250,000 PRN   SOLE   0 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 247 5,917 SH   SOLE   5,917 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 7,639 292,250 SH   SOLE   151,889 0 0
SAFETY INS GROUP INC COM 78648T100 521 9,256 SH   SOLE   7,856 0 0
SAFEWAY INC COM NEW 786514208 20,882 641,128 SH   SOLE   641,128 0 0
SAIA INC COM 78709Y105 5,594 174,537 SH   SOLE   41,537 0 0
SALESFORCE COM INC COM 79466L302 1,060 19,215 SH   SOLE   19,215 0 0
SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 83,141 32,225,000 PRN   SOLE   0 0 0
SALIX PHARMACEUTICALS INC COM 795435106 1,501 16,686 SH   SOLE   16,686 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 3,732 123,447 SH   SOLE   123,447 0 0
SANCHEZ ENERGY CORP COM 79970Y105 262 10,695 SH   SOLE   10,695 0 0
SANDERSON FARMS INC COM 800013104 6,607 91,346 SH   SOLE   69,546 0 0
SANDISK CORP COM 80004C101 4,795 67,969 SH   SOLE   67,969 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 101,747 68,806,000 PRN   SOLE   0 0 0
SANDRIDGE ENERGY INC COM 80007P307 264 43,500 SH   SOLE   43,500 0 0
SANGAMO BIOSCIENCES INC COM 800677106 765 55,042 SH   SOLE   32,542 0 0
SANMINA CORPORATION COM 801056102 9,594 574,509 SH   SOLE   474,809 0 0
SANTARUS INC COM 802817304 106,669 3,337,584 SH   SOLE   3,313,884 0 0
SAPIENT CORP COM 803062108 1,760 101,405 SH   SOLE   77,205 0 0
SAREPTA THERAPEUTICS INC COM 803607100 652 32,000 SH   SOLE   29,200 0 0
SASOL LTD SPONSORED ADR 803866300 3,639 73,599 SH   SOLE   73,599 0 0
SBA COMMUNICATIONS CORP COM 78388J106 2,731 30,400 SH   SOLE   30,400 0 0
SCANA CORP NEW COM 80589M102 2,385 50,813 SH   SOLE   50,813 0 0
SCANSOURCE INC COM 806037107 1,987 46,829 SH   SOLE   28,829 0 0
SCHEIN HENRY INC COM 806407102 5,822 50,958 SH   SOLE   50,958 0 0
SCHLUMBERGER LTD COM 806857108 10,464 116,121 SH   SOLE   116,121 0 0
SCHOLASTIC CORP COM 807066105 3,362 98,841 SH   SOLE   47,241 0 0
SCHULMAN A INC COM 808194104 12,249 347,389 SH   SOLE   194,414 0 0
SCHWAB CHARLES CORP NEW COM 808513105 5,518 212,232 SH   SOLE   212,232 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,892 36,754 SH   SOLE   22,954 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 1,149 227,980 SH   SOLE   65,780 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 5,538 167,452 SH   SOLE   167,452 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 1,017 60,055 SH   SOLE   44,755 0 0
SCIQUEST INC NEW COM 80908T101 207 7,282 SH   SOLE   2,382 0 0
SCORPIO TANKERS INC SHS Y7542C106 2,721 230,800 SH   SOLE   95,200 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 953 43,879 SH   SOLE   28,079 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,302 26,645 SH   SOLE   26,645 0 0
SEACHANGE INTL INC COM 811699107 224 18,461 SH   SOLE   16,661 0 0
SEACOR HOLDINGS INC COM 811904101 19,335 212,005 SH   SOLE   212,005 0 0
SEADRILL LIMITED SHS G7945E105 5,563 135,428 SH   SOLE   135,428 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 66,447 1,183,170 SH   SOLE   1,183,170 0 0
SEALED AIR CORP NEW COM 81211K100 11,339 332,998 SH   SOLE   258,398 0 0
SEARS HLDGS CORP COM 812350106 14,300 291,605 SH   SOLE   241,071 0 0
SEATTLE GENETICS INC COM 812578102 1,181 29,600 SH   SOLE   29,600 0 0
SEI INVESTMENTS CO COM 784117103 18,324 527,613 SH   SOLE   527,613 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,802 67,400 SH   SOLE   40,700 0 0
SELECT MED HLDGS CORP COM 81619Q105 1,242 107,000 SH   SOLE   90,400 0 0
SEMGROUP CORP CL A 81663A105 1,379 21,138 SH   SOLE   13,638 0 0
SEMPRA ENERGY COM 816851109 6,319 70,396 SH   SOLE   70,396 0 0
SEMTECH CORP COM 816850101 1,153 45,617 SH   SOLE   45,617 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,858 83,579 SH   SOLE   83,579 0 0
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 2,052 52,927 SH   SOLE   52,927 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 713 14,700 SH   SOLE   2,000 0 0
SEQUENOM INC NOTE 5.000%10/0 817337AB4 4,310 4,950,000 PRN   SOLE   0 0 0
SERVICE CORP INTL COM 817565104 15,439 851,591 SH   SOLE   851,591 0 0
SERVICENOW INC COM 81762P102 1,915 34,195 SH   SOLE   34,195 0 0
SERVICESOURCE INTL LLC COM 81763U100 363 43,292 SH   SOLE   28,892 0 0
SESA STERLITE LTD SPONSORED ADR 78413F103 840 63,840 SH   SOLE   63,840 0 0
SHERWIN WILLIAMS CO COM 824348106 19,559 106,588 SH   SOLE   99,588 0 0
SHORETEL INC COM 825211105 163 17,600 SH   SOLE   17,600 0 0
SHUTTERFLY INC COM 82568P304 1,517 29,789 SH   SOLE   19,489 0 0
SHUTTERSTOCK INC COM 825690100 1,300 15,541 SH   SOLE   10,541 0 0
SIGMA ALDRICH CORP COM 826552101 1,283 13,648 SH   SOLE   13,648 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2,953 27,493 SH   SOLE   27,493 0 0
SIGNATURE BK NEW YORK N Y *W EXP 12/12/201 82669G112 22,473 291,180 SH   SOLE   291,180 0 0
SIGNET JEWELERS LIMITED SHS G81276100 53,253 676,660 SH   SOLE   676,660 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 2,184 162,831 SH   SOLE   69,386 0 0
SILICON IMAGE INC COM 82705T102 3,184 517,747 SH   SOLE   135,347 0 0
SILVER EAGLE ACQUISITION COR COM 827694100 22,919 2,375,000 SH   SOLE   2,375,000 0 0
SILVER EAGLE ACQUISITION COR *W EXP 07/26/202 827694118 1,425 2,375,000 SH   SOLE   2,375,000 0 0
SILVER WHEATON CORP COM 828336107 329 16,300 SH   SOLE   16,300 0 0
SIMON PPTY GROUP INC NEW COM 828806109 53,086 348,885 SH   SOLE   323,385 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 2,348 65,719 SH   SOLE   62,319 0 0
SIRIUS XM HLDGS INC COM 82968B103 5,884 1,685,937 SH   SOLE   1,685,937 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 5,216 74,300 SH   SOLE   74,300 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,245 33,824 SH   SOLE   33,824 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 21,137 858,536 SH   SOLE   839,736 0 0
SKECHERS U S A INC CL A 830566105 1,508 45,503 SH   SOLE   37,703 0 0
SKULLCANDY INC COM 83083J104 211 29,200 SH   SOLE   3,200 0 0
SKYWEST INC COM 830879102 2,033 137,073 SH   SOLE   79,173 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 10,765 376,940 SH   SOLE   376,940 0 0
SL GREEN RLTY CORP COM 78440X101 3,603 39,000 SH   SOLE   33,600 0 0
SLM CORP COM 78442P106 98,656 3,754,019 SH   SOLE   3,520,619 0 0
SM ENERGY CO COM 78454L100 17,455 210,028 SH   SOLE   210,028 0 0
SMITH & WESSON HLDG CORP COM 831756101 1,929 143,010 SH   SOLE   81,110 0 0
SMITH A O COM 831865209 19,954 369,931 SH   SOLE   369,931 0 0
SMUCKER J M CO COM NEW 832696405 59,563 574,823 SH   SOLE   529,423 0 0
SNAP ON INC COM 833034101 9,388 85,720 SH   SOLE   85,720 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 3,736 144,357 SH   SOLE   144,357 0 0
SOHU COM INC COM 83408W103 5,120 70,199 SH   SOLE   70,199 0 0
SOLAR CAP LTD COM 83413U100 1,132 50,200 SH   SOLE   2,500 0 0
SOLARCITY CORP COM 83416T100 1,039 18,291 SH   SOLE   18,291 0 0
SOLARWINDS INC COM 83416B109 2,728 72,120 SH   SOLE   72,120 0 0
SOLERA HOLDINGS INC COM 83421A104 1,642 23,200 SH   SOLE   23,200 0 0
SONIC CORP COM 835451105 4,311 213,531 SH   SOLE   83,731 0 0
SONOCO PRODS CO COM 835495102 1,869 44,800 SH   SOLE   44,800 0 0
SONUS NETWORKS INC COM 835916107 1,047 332,501 SH   SOLE   152,601 0 0
SOUTHERN CO COM 842587107 19,162 466,115 SH   SOLE   466,115 0 0
SOUTHERN COPPER CORP COM 84265V105 5,562 193,722 SH   SOLE   169,612 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 307 11,245 SH   SOLE   7,387 0 0
SOUTHWEST AIRLS CO COM 844741108 51,378 2,727,056 SH   SOLE   2,727,056 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,819 46,240 SH   SOLE   46,240 0 0
SOVRAN SELF STORAGE INC COM 84610H108 5,181 79,506 SH   SOLE   57,514 0 0
SPANSION INC COM CL A NEW 84649R200 1,107 79,700 SH   SOLE   37,000 0 0
SPARTAN STORES INC COM 846822104 999 41,161 SH   SOLE   41,161 0 0
SPARTON CORP COM 847235108 343 12,266 SH   SOLE   8,166 0 0
SPECTRA ENERGY CORP COM 847560109 2,518 70,686 SH   SOLE   70,686 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 385 8,497 SH   SOLE   8,497 0 0
SPECTRANETICS CORP COM 84760C107 816 32,656 SH   SOLE   20,156 0 0
SPEED COMM INC COM 84764T106 185 39,700 SH   SOLE   25,500 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,371 40,237 SH   SOLE   40,237 0 0
SPIRIT AIRLS INC COM 848577102 3,980 87,653 SH   SOLE   54,853 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 286 29,100 SH   SOLE   29,100 0 0
SPLUNK INC COM 848637104 10,645 155,012 SH   SOLE   155,012 0 0
SPRINT CORP COM SER 1 85207U105 18,414 1,712,912 SH   SOLE   1,712,912 0 0
SPRINT CORP COM SER 1 85207U105 2,624 16,820 SH Call SOLE   0 0 0
SPS COMM INC COM 78463M107 900 13,777 SH   SOLE   8,777 0 0
SPX CORP COM 784635104 29,779 298,960 SH   SOLE   248,060 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 497 11,238 SH   SOLE   9,938 0 0
ST JUDE MED INC COM 790849103 19,480 314,447 SH   SOLE   314,447 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 542 33,449 SH   SOLE   23,049 0 0
STAG INDL INC COM 85254J102 4,977 244,099 SH   SOLE   124,599 0 0
STAGE STORES INC COM NEW 85254C305 460 20,721 SH   SOLE   20,721 0 0
STAMPS COM INC COM NEW 852857200 6,006 142,664 SH   SOLE   50,909 0 0
STANCORP FINL GROUP INC COM 852891100 2,399 36,205 SH   SOLE   31,605 0 0
STANDARD MTR PRODS INC COM 853666105 7,277 197,752 SH   SOLE   86,252 0 0
STANDARD PAC CORP NEW COM 85375C101 1,471 162,596 SH   SOLE   162,596 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 29,598 22,275,000 PRN   SOLE   0 0 0
STANDEX INTL CORP COM 854231107 4,750 75,539 SH   SOLE   34,739 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,195 39,600 SH   SOLE   39,600 0 0
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502804 5,140 50,000 SH   SOLE   50,000 0 0
STAPLES INC COM 855030102 2,468 155,322 SH   SOLE   155,322 0 0
STAR SCIENTIFIC INC COM 85517P101 112 96,501 SH   SOLE   66,101 0 0
STARBUCKS CORP COM 855244109 98,480 1,256,280 SH   SOLE   1,236,880 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3,170 39,900 SH   SOLE   39,900 0 0
STARWOOD PPTY TR INC COM 85571B105 9,133 329,698 SH   SOLE   312,998 0 0
STARZ COM SER A 85571Q102 11,942 408,398 SH   SOLE   408,398 0 0
STATE STR CORP COM 857477103 27,979 381,243 SH   SOLE   381,243 0 0
STEEL DYNAMICS INC COM 858119100 53,633 2,744,766 SH   SOLE   2,744,766 0 0
STEELCASE INC CL A 858155203 5,063 319,217 SH   SOLE   197,217 0 0
STEIN MART INC COM 858375108 480 35,689 SH   SOLE   24,789 0 0
STEINER LEISURE LTD ORD P8744Y102 3,181 64,676 SH   SOLE   29,476 0 0
STEPAN CO COM 858586100 504 7,684 SH   SOLE   5,784 0 0
STERICYCLE INC COM 858912108 7,238 62,306 SH   SOLE   62,306 0 0
STERIS CORP COM 859152100 15,114 314,543 SH   SOLE   276,643 0 0
STERLING FINL CORP WASH COM NEW 859319303 22,597 663,047 SH   SOLE   656,047 0 0
STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 8,886 8,925,000 PRN   SOLE   0 0 0
STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 532 425,000 PRN   SOLE   0 0 0
STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 592 450,000 PRN   SOLE   0 0 0
STEWART INFORMATION SVCS COR COM 860372101 1,984 61,484 SH   SOLE   31,456 0 0
STEWART INFORMATION SVCS COR NOTE 6.000%10/1 860372AB7 22,579 8,850,000 PRN   SOLE   0 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 14,134 12,550,000 PRN   SOLE   0 0 0
STONE ENERGY CORP COM 861642106 5,632 162,810 SH   SOLE   107,746 0 0
STONERIDGE INC COM 86183P102 5,999 470,482 SH   SOLE   195,681 0 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 4,234 448,023 SH   SOLE   414,423 0 0
STRAYER ED INC COM 863236105 272 7,900 SH   SOLE   7,900 0 0
STRYKER CORP COM 863667101 80,599 1,072,648 SH   SOLE   958,948 0 0
STURM RUGER & CO INC COM 864159108 1,454 19,899 SH   SOLE   17,599 0 0
SUMMIT HOTEL PPTYS COM 866082100 1,864 207,100 SH   SOLE   98,600 0 0
SUN CMNTYS INC COM 866674104 661 15,500 SH   SOLE   6,800 0 0
SUN HYDRAULICS CORP COM 866942105 453 11,100 SH   SOLE   6,700 0 0
SUNCOKE ENERGY INC COM 86722A103 2,204 96,634 SH   SOLE   56,634 0 0
SUNCOR ENERGY INC NEW COM 867224107 2,250 64,200 SH   SOLE   64,200 0 0
SUNEDISON INC COM 86732Y109 1,780 136,390 SH   SOLE   95,790 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 301 63,476 SH   SOLE   43,876 0 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 659 8,736 SH   SOLE   8,736 0 0
SUNPOWER CORP COM 867652406 4,087 137,112 SH   SOLE   124,312 0 0
SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 9,401 7,875,000 PRN   SOLE   0 0 0
SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 20,909 14,875,000 PRN   SOLE   0 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 941 70,188 SH   SOLE   70,188 0 0
SUNTRUST BKS INC COM 867914103 9,509 258,324 SH   SOLE   258,324 0 0
SUPER MICRO COMPUTER INC COM 86800U104 244 14,227 SH   SOLE   11,027 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 39,833 1,496,934 SH   SOLE   1,327,434 0 0
SUPERVALU INC COM 868536103 2,503 343,320 SH   SOLE   168,720 0 0
SUPPORT COM INC COM 86858W101 133 35,000 SH   SOLE   22,100 0 0
SURMODICS INC COM 868873100 1,202 49,300 SH   SOLE   2,800 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 1,922 149,668 SH   SOLE   97,668 0 0
SUSSER HLDGS CORP COM 869233106 720 10,995 SH   SOLE   8,095 0 0
SVB FINL GROUP COM 78486Q101 771 7,354 SH   SOLE   7,354 0 0
SWIFT ENERGY CO COM 870738101 392 29,018 SH   SOLE   29,018 0 0
SWIFT TRANSN CO CL A 87074U101 4,839 217,888 SH   SOLE   214,588 0 0
SWS GROUP INC COM 78503N107 199 13,118 SH   SOLE   13,118 0 0
SYKES ENTERPRISES INC COM 871237103 3,127 143,359 SH   SOLE   66,859 0 0
SYMANTEC CORP COM 871503108 147,994 6,276,236 SH   SOLE   5,904,136 0 0
SYMETRA FINL CORP COM 87151Q106 4,674 246,512 SH   SOLE   130,412 0 0
SYMMETRY MED INC COM 871546206 2,153 213,600 SH   SOLE   103,500 0 0
SYNAPTICS INC COM 87157D109 1,276 24,622 SH   SOLE   18,222 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 885 28,477 SH   SOLE   20,777 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 133 23,711 SH   SOLE   14,711 0 0
SYNERGY RES CORP COM 87164P103 1,951 210,662 SH   SOLE   54,127 0 0
SYNNEX CORP COM 87162W100 4,310 63,945 SH   SOLE   39,445 0 0
SYNOPSYS INC COM 871607107 19,987 492,650 SH   SOLE   472,850 0 0
SYNOVUS FINL CORP COM 87161C105 1,589 441,264 SH   SOLE   428,964 0 0
SYNTEL INC COM 87162H103 809 8,900 SH   SOLE   5,100 0 0
SYSCO CORP COM 871829107 13,703 379,593 SH   SOLE   379,593 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 62,700 3,595,162 SH   SOLE   3,350,862 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,390 80,040 SH   SOLE   68,340 0 0
TAL INTL GROUP INC COM 874083108 828 14,434 SH   SOLE   10,634 0 0
TALISMAN ENERGY INC COM 87425E103 391 33,600 SH   SOLE   33,600 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 1,973 61,608 SH   SOLE   61,608 0 0
TANGOE INC COM 87582Y108 375 20,800 SH   SOLE   13,700 0 0
TARGA RES CORP COM 87612G101 1,569 17,798 SH   SOLE   14,798 0 0
TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 411 7,849 SH   SOLE   7,849 0 0
TARGET CORP COM 87612E106 6,189 97,826 SH   SOLE   97,826 0 0
TASER INTL INC COM 87651B104 6,585 414,703 SH   SOLE   101,503 0 0
TATA MTRS LTD SPONSORED ADR 876568502 51,172 1,661,413 SH   SOLE   1,570,913 0 0
TAUBMAN CTRS INC COM 876664103 910 14,230 SH   SOLE   14,230 0 0
TAYLOR CAP GROUP INC COM 876851106 215 8,096 SH   SOLE   8,096 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 309 6,375 SH   SOLE   6,375 0 0
TCF FINL CORP COM 872275102 193 11,886 SH   SOLE   11,886 0 0
TCP CAP CORP COM 87238Q103 2,367 141,086 SH   SOLE   80,686 0 0
TEAM INC COM 878155100 339 7,999 SH   SOLE   6,699 0 0
TEARLAB CORP COM 878193101 610 65,263 SH   SOLE   43,363 0 0
TECH DATA CORP COM 878237106 26,838 520,125 SH   SOLE   520,125 0 0
TECHNE CORP COM 878377100 1,874 19,800 SH   SOLE   19,800 0 0
TECK RESOURCES LTD CL B 878742204 421 16,200 SH   SOLE   16,200 0 0
TECO ENERGY INC COM 872375100 438 25,409 SH   SOLE   25,409 0 0
TECUMSEH PRODS CO CL A 878895200 305 33,692 SH   SOLE   24,992 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 317 7,425 SH   SOLE   7,425 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,117 12,165 SH   SOLE   12,165 0 0
TELEFLEX INC COM 879369106 5,521 58,820 SH   SOLE   58,820 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 28,547 1,485,301 SH   SOLE   1,370,101 0 0
TELENAV INC COM 879455103 100 15,100 SH   SOLE   9,300 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 12,733 493,926 SH   SOLE   493,926 0 0
TELETECH HOLDINGS INC COM 879939106 1,647 68,797 SH   SOLE   21,370 0 0
TEMPUR SEALY INTL INC COM 88023U101 766 14,200 SH   SOLE   10,600 0 0
TENARIS S A SPONSORED ADR 88031M109 9,666 221,230 SH   SOLE   221,230 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,491 35,396 SH   SOLE   35,396 0 0
TENNANT CO COM 880345103 576 8,497 SH   SOLE   7,197 0 0
TENNECO INC COM 880349105 2,001 35,377 SH   SOLE   23,977 0 0
TERADATA CORP DEL COM 88076W103 3,643 80,076 SH   SOLE   80,076 0 0
TERADYNE INC COM 880770102 708 40,178 SH   SOLE   40,178 0 0
TEREX CORP NEW COM 880779103 9,201 219,133 SH   SOLE   219,133 0 0
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 49,219 18,759,000 PRN   SOLE   0 0 0
TESARO INC COM 881569107 3,342 118,356 SH   SOLE   31,985 0 0
TESCO CORP COM 88157K101 13,530 684,002 SH   SOLE   319,302 0 0
TESLA MTRS INC COM 88160R101 11,159 74,206 SH   SOLE   74,206 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 45,482 32,750,000 PRN   SOLE   0 0 0
TESORO CORP COM 881609101 14,608 249,712 SH   SOLE   249,712 0 0
TESSCO TECHNOLOGIES INC COM 872386107 238 5,897 SH   SOLE   3,897 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 428 21,700 SH   SOLE   21,700 0 0
TETRA TECH INC NEW COM 88162G103 1,006 35,972 SH   SOLE   22,772 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 847 68,500 SH   SOLE   42,400 0 0
TEXAS CAPITAL BANCSHARES INC *W EXP 01/16/201 88224Q115 2,056 43,503 SH   SOLE   43,503 0 0
TEXAS INDS INC COM 882491103 214 3,111 SH   SOLE   1,211 0 0
TEXAS INSTRS INC COM 882508104 17,331 394,699 SH   SOLE   363,199 0 0
TEXAS ROADHOUSE INC COM 882681109 1,710 61,500 SH   SOLE   31,800 0 0
TEXTRON INC COM 883203101 893 24,300 SH   SOLE   24,300 0 0
TG THERAPEUTICS INC COM 88322Q108 168 43,100 SH   SOLE   27,900 0 0
THE ADT CORPORATION COM 00101J106 3,922 96,900 SH   SOLE   96,900 0 0
THERAPEUTICSMD INC COM 88338N107 71 13,700 SH   SOLE   9,200 0 0
THERAVANCE INC COM 88338T104 16,136 452,633 SH   SOLE   452,633 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 6,856 4,700,000 PRN   SOLE   0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 26,621 239,074 SH   SOLE   239,074 0 0
THERMON GROUP HLDGS INC COM 88362T103 296 10,817 SH   SOLE   7,417 0 0
THL CR INC COM 872438106 3,547 215,080 SH   SOLE   81,280 0 0
THOMPSON CREEK METALS CO INC UNIT 99/99/9999 884768300 4,221 327,300 SH   SOLE   327,300 0 0
THOR INDS INC COM 885160101 3,790 68,624 SH   SOLE   68,624 0 0
THORATEC CORP COM NEW 885175307 15,808 431,900 SH   SOLE   431,900 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 266 56,895 SH   SOLE   37,295 0 0
TIBCO SOFTWARE INC COM 88632Q103 7,776 345,926 SH   SOLE   345,926 0 0
TICC CAPITAL CORP COM 87244T109 3,294 318,559 SH   SOLE   83,659 0 0
TIDEWATER INC COM 886423102 207 3,500 SH   SOLE   3,500 0 0
TIFFANY & CO NEW COM 886547108 956 10,300 SH   SOLE   10,300 0 0
TILE SHOP HLDGS INC COM 88677Q109 526 29,100 SH   SOLE   18,900 0 0
TIM HORTONS INC COM 88706M103 414 7,100 SH   SOLE   7,100 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 16,396 624,835 SH   SOLE   614,590 0 0
TIME WARNER CABLE INC COM 88732J207 84,216 621,517 SH   SOLE   575,817 0 0
TIME WARNER INC COM NEW 887317303 49,218 705,931 SH   SOLE   639,731 0 0
TIMKEN CO COM 887389104 59,905 1,087,790 SH   SOLE   1,087,790 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 107 125,000 PRN   SOLE   0 0 0
TIVO INC COM 888706108 1,614 123,056 SH   SOLE   55,856 0 0
TJX COS INC NEW COM 872540109 48,912 767,482 SH   SOLE   757,282 0 0
T-MOBILE US INC COM 872590104 3,028 90,000 SH   SOLE   66,350 0 0
TOLL BROTHERS INC COM 889478103 1,090 29,466 SH   SOLE   29,466 0 0
TORCHMARK CORP COM 891027104 7,369 94,292 SH   SOLE   94,292 0 0
TORO CO COM 891092108 1,493 23,476 SH   SOLE   23,476 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,346 14,281 SH   SOLE   14,281 0 0
TOTAL SYS SVCS INC COM 891906109 20,587 618,593 SH   SOLE   537,893 0 0
TOWER FINANCIAL CORP COM 891769101 2,690 107,961 SH   SOLE   107,961 0 0
TOWER INTL INC COM 891826109 594 27,779 SH   SOLE   19,579 0 0
TOWERS WATSON & CO CL A 891894107 53,125 416,306 SH   SOLE   416,306 0 0
TRACTOR SUPPLY CO COM 892356106 11,017 142,013 SH   SOLE   142,013 0 0
TRANSAMERICA INCOME SHS INC COM 893506105 823 39,414 SH   SOLE   39,414 0 0
TRANSCANADA CORP COM 89353D107 534 11,700 SH   SOLE   11,700 0 0
TRANSCEPT PHARMACEUTICALS IN COM 89354M106 703 209,318 SH   SOLE   209,318 0 0
TRANSDIGM GROUP INC COM 893641100 1,562 9,700 SH   SOLE   9,700 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 318 7,482 SH   SOLE   7,482 0 0
TRANSOCEAN LTD REG SHS H8817H100 573 11,600 SH   SOLE   11,600 0 0
TRAVELERS COMPANIES INC COM 89417E109 126,506 1,397,235 SH   SOLE   1,305,135 0 0
TRAVELZOO INC COM NEW 89421Q205 983 46,111 SH   SOLE   32,211 0 0
TREDEGAR CORP COM 894650100 2,140 74,288 SH   SOLE   46,588 0 0
TREE COM INC COM 894675107 396 12,052 SH   SOLE   7,952 0 0
TREEHOUSE FOODS INC COM 89469A104 896 12,997 SH   SOLE   12,997 0 0
TREX CO INC COM 89531P105 1,567 19,704 SH   SOLE   14,204 0 0
TRI CONTL CORP COM 895436103 303 15,158 SH   SOLE   15,158 0 0
TRIANGLE CAP CORP COM 895848109 418 15,124 SH   SOLE   10,424 0 0
TRIANGLE PETE CORP COM NEW 89600B201 3,327 399,900 SH   SOLE   134,330 0 0
TRIMAS CORP COM NEW 896215209 1,101 27,613 SH   SOLE   17,913 0 0
TRIMBLE NAVIGATION LTD COM 896239100 281 8,100 SH   SOLE   8,100 0 0
TRINITY INDS INC COM 896522109 3,015 55,293 SH   SOLE   55,293 0 0
TRIPADVISOR INC COM 896945201 6,747 81,454 SH   SOLE   81,454 0 0
TRIPLE-S MGMT CORP CL B 896749108 2,848 146,500 SH   SOLE   63,800 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 1,030 123,540 SH   SOLE   84,140 0 0
TRIUMPH GROUP INC NEW COM 896818101 3,174 41,727 SH   SOLE   41,727 0 0
TRUEBLUE INC COM 89785X101 5,950 230,787 SH   SOLE   118,996 0 0
TRULIA INC COM 897888103 1,346 38,168 SH   SOLE   25,868 0 0
TRUSTMARK CORP COM 898402102 439 16,353 SH   SOLE   16,353 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 33,059 444,398 SH   SOLE   444,398 0 0
TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 5,908 2,325,000 PRN   SOLE   0 0 0
TTM TECHNOLOGIES INC COM 87305R109 710 82,761 SH   SOLE   82,761 0 0
TUESDAY MORNING CORP COM NEW 899035505 910 57,022 SH   SOLE   36,722 0 0
TUPPERWARE BRANDS CORP COM 899896104 52,328 553,560 SH   SOLE   553,560 0 0
TURQUOISE HILL RES LTD COM 900435108 145 43,900 SH   SOLE   43,900 0 0
TUTOR PERINI CORP COM 901109108 3,991 151,746 SH   SOLE   83,346 0 0
TW TELECOM INC COM 87311L104 3,231 106,055 SH   SOLE   106,055 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 55,945 1,590,250 SH   SOLE   1,590,250 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 3,346 96,700 SH   SOLE   96,700 0 0
TWITTER INC COM 90184L102 407 6,400 SH   SOLE   6,400 0 0
TWO HBRS INVT CORP COM 90187B101 636 68,500 SH   SOLE   19,700 0 0
TYCO INTERNATIONAL LTD SHS H89128104 45,054 1,097,812 SH   SOLE   1,097,812 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,598 25,437 SH   SOLE   14,437 0 0
TYSON FOODS INC CL A 902494103 170,126 5,084,458 SH   SOLE   4,682,158 0 0
U S CONCRETE INC COM NEW 90333L201 434 19,184 SH   SOLE   12,984 0 0
U S G CORP COM NEW 903293405 1,203 42,390 SH   SOLE   42,390 0 0
U S SILICA HLDGS INC COM 90346E103 9,179 269,094 SH   SOLE   254,694 0 0
UBIQUITI NETWORKS INC COM 90347A100 3,410 74,193 SH   SOLE   57,393 0 0
UBS AG SHS NEW H89231338 599 31,100 SH   SOLE   31,100 0 0
UDR INC COM 902653104 1,114 47,700 SH   SOLE   47,700 0 0
UGI CORP NEW COM 902681105 6,970 168,123 SH   SOLE   168,123 0 0
UIL HLDG CORP COM 902748102 789 20,352 SH   SOLE   20,352 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 3,422 35,450 SH   SOLE   35,450 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 109 10,860 SH   SOLE   5,560 0 0
ULTRATECH INC COM 904034105 227 7,816 SH   SOLE   7,316 0 0
UMB FINL CORP COM 902788108 2,036 31,678 SH   SOLE   12,878 0 0
UMPQUA HLDGS CORP COM 904214103 2,492 130,178 SH   SOLE   37,378 0 0
UNDER ARMOUR INC CL A 904311107 1,252 14,345 SH   SOLE   14,345 0 0
UNI PIXEL INC COM NEW 904572203 255 25,429 SH   SOLE   15,229 0 0
UNIFI INC COM NEW 904677200 458 16,814 SH   SOLE   11,481 0 0
UNIFIRST CORP MASS COM 904708104 3,744 34,989 SH   SOLE   22,989 0 0
UNION PAC CORP COM 907818108 68,857 409,862 SH   SOLE   403,062 0 0
UNISYS CORP COM NEW 909214306 6,991 208,254 SH   SOLE   128,875 0 0
UNIT CORP COM 909218109 9,171 177,661 SH   SOLE   177,661 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 6,978 393,134 SH   SOLE   180,834 0 0
UNITED CONTL HLDGS INC COM 910047109 3,998 105,692 SH   SOLE   105,692 0 0
UNITED ONLINE INC COM NEW 911268209 6,725 488,762 SH   SOLE   281,790 0 0
UNITED PARCEL SERVICE INC CL B 911312106 29,611 281,793 SH   SOLE   272,593 0 0
UNITED RENTALS INC COM 911363109 5,997 76,929 SH   SOLE   76,929 0 0
UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 51,829 7,400,000 PRN   SOLE   0 0 0
UNITED STATES STL CORP NEW COM 912909108 25,670 870,176 SH   SOLE   870,176 0 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 10,055 9,375,000 PRN   SOLE   0 0 0
UNITED STATIONERS INC COM 913004107 845 18,424 SH   SOLE   13,724 0 0
UNITED TECHNOLOGIES CORP COM 913017109 26,092 229,280 SH   SOLE   209,480 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 30,185 266,933 SH   SOLE   266,933 0 0
UNITEDHEALTH GROUP INC COM 91324P102 76,720 1,018,854 SH   SOLE   921,254 0 0
UNITIL CORP COM 913259107 201 6,594 SH   SOLE   4,294 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 216 29,617 SH   SOLE   19,517 0 0
UNIVERSAL CORP VA COM 913456109 1,737 31,821 SH   SOLE   22,568 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 297 8,641 SH   SOLE   8,641 0 0
UNIVERSAL ELECTRS INC COM 913483103 498 13,059 SH   SOLE   9,659 0 0
UNIVERSAL FST PRODS INC COM 913543104 610 11,694 SH   SOLE   9,994 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 251 6,263 SH   SOLE   3,158 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 26,444 325,420 SH   SOLE   325,420 0 0
UNS ENERGY CORP COM 903119105 37,499 626,543 SH   SOLE   603,143 0 0
UNUM GROUP COM 91529Y106 112,121 3,196,160 SH   SOLE   3,039,460 0 0
URBAN OUTFITTERS INC COM 917047102 5,484 147,829 SH   SOLE   147,829 0 0
URS CORP NEW COM 903236107 21,754 410,533 SH   SOLE   410,533 0 0
US BANCORP DEL COM NEW 902973304 12,683 313,941 SH   SOLE   286,141 0 0
US ECOLOGY INC COM 91732J102 694 18,665 SH   SOLE   16,065 0 0
USANA HEALTH SCIENCES INC COM 90328M107 7,275 96,254 SH   SOLE   30,754 0 0
V F CORP COM 918204108 6,204 99,524 SH   SOLE   99,524 0 0
VAALCO ENERGY INC COM NEW 91851C201 7,829 1,136,348 SH   SOLE   586,248 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 32,135 938,242 SH   SOLE   938,242 0 0
VALE S A ADR 91912E105 5,915 387,853 SH   SOLE   387,853 0 0
VALE S A ADR REPSTG PFD 91912E204 12,162 868,113 SH   SOLE   837,613 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 4,148 35,329 SH   SOLE   35,329 0 0
VALERO ENERGY CORP NEW COM 91913Y100 56,277 1,116,605 SH   SOLE   1,027,805 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 12,010 298,082 SH   SOLE   298,082 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 64 116,185 SH   SOLE   116,185 0 0
VALMONT INDS INC COM 920253101 12,195 81,783 SH   SOLE   81,783 0 0
VALSPAR CORP COM 920355104 9,445 132,488 SH   SOLE   132,488 0 0
VALUECLICK INC COM 92046N102 17,803 761,788 SH   SOLE   694,688 0 0
VALUEVISION MEDIA INC CL A 92047K107 789 112,823 SH   SOLE   71,823 0 0
VANDA PHARMACEUTICALS INC COM 921659108 925 74,513 SH   SOLE   46,513 0 0
VANTAGE DRILLING COMPANY NOTE 7.875% 9/0 G93205AA3 6,785 5,750,000 PRN   SOLE   0 0 0
VANTIV INC CL A 92210H105 382 11,700 SH   SOLE   11,700 0 0
VARIAN MED SYS INC COM 92220P105 1,600 20,600 SH   SOLE   20,600 0 0
VCA ANTECH INC COM 918194101 4,262 135,900 SH   SOLE   135,900 0 0
VECTOR GROUP LTD COM 92240M108 482 29,436 SH   SOLE   24,971 0 0
VECTOR GROUP LTD FRNT 11/1 92240MAS7 27,403 21,222,000 PRN   SOLE   0 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 15,407 13,025,000 PRN   SOLE   0 0 0
VECTREN CORP COM 92240G101 1,193 33,600 SH   SOLE   33,600 0 0
VENTAS INC COM 92276F100 16,473 287,584 SH   SOLE   267,084 0 0
VERASTEM INC COM 92337C104 116 10,200 SH   SOLE   7,900 0 0
VERIFONE SYS INC COM 92342Y109 2,096 78,148 SH   SOLE   78,148 0 0
VERISIGN INC COM 92343E102 3,647 61,000 SH   SOLE   61,000 0 0
VERISK ANALYTICS INC CL A 92345Y106 6,247 95,048 SH   SOLE   95,048 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 113,128 2,302,149 SH   SOLE   2,127,649 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 38,701 520,879 SH   SOLE   503,979 0 0
VIACOM INC NEW CL B 92553P201 98,994 1,133,435 SH   SOLE   1,065,635 0 0
VIAD CORP COM NEW 92552R406 1,278 46,000 SH   SOLE   24,200 0 0
VICAL INC COM 925602104 61 51,700 SH   SOLE   32,800 0 0
VIEWPOINT FINL GROUP INC MD COM 92672A101 2,116 77,092 SH   SOLE   36,092 0 0
VIROPHARMA INC COM 928241108 141,841 2,845,348 SH   SOLE   2,837,548 0 0
VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 18,483 6,900,000 PRN   SOLE   0 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 3,491 17,449 SH   SOLE   6,649 0 0
VIRTUSA CORP COM 92827P102 1,984 52,078 SH   SOLE   11,878 0 0
VISA INC COM CL A 92826C839 40,096 180,059 SH   SOLE   162,759 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 12,641 953,340 SH   SOLE   953,340 0 0
VISTEON CORP COM NEW 92839U206 9,053 110,555 SH   SOLE   110,555 0 0
VITESSE SEMICONDUCTOR CORP DBCV 8.000% 6/1 928497AE6 3,428 3,189,000 PRN   SOLE   0 0 0
VITRAN CORP INC COM 92850E107 535 82,518 SH   SOLE   82,518 0 0
VIVUS INC COM 928551100 344 37,899 SH   SOLE   37,899 0 0
VMWARE INC CL A COM 928563402 1,899 21,173 SH   SOLE   21,173 0 0
VOCUS INC COM 92858J108 1,462 128,315 SH   SOLE   38,900 0 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 147,548 3,753,453 SH   SOLE   3,753,453 0 0
VONAGE HLDGS CORP COM 92886T201 1,584 475,664 SH   SOLE   304,364 0 0
VORNADO RLTY TR SH BEN INT 929042109 9,760 109,924 SH   SOLE   100,924 0 0
VOXX INTL CORP CL A 91829F104 307 18,378 SH   SOLE   12,078 0 0
VULCAN MATLS CO COM 929160109 642 10,800 SH   SOLE   10,800 0 0
W & T OFFSHORE INC COM 92922P106 342 21,365 SH   SOLE   21,365 0 0
WABASH NATL CORP COM 929566107 466 37,757 SH   SOLE   25,657 0 0
WABCO HLDGS INC COM 92927K102 43,280 463,333 SH   SOLE   463,333 0 0
WABTEC CORP COM 929740108 5,527 74,420 SH   SOLE   74,420 0 0
WADDELL & REED FINL INC CL A 930059100 16,886 259,300 SH   SOLE   259,300 0 0
WAGEWORKS INC COM 930427109 2,012 33,851 SH   SOLE   20,551 0 0
WALGREEN CO COM 931422109 95,928 1,670,052 SH   SOLE   1,598,052 0 0
WALKER & DUNLOP INC COM 93148P102 184 11,400 SH   SOLE   7,900 0 0
WAL-MART STORES INC COM 931142103 103,109 1,310,315 SH   SOLE   1,274,515 0 0
WALTER ENERGY INC COM 93317Q105 519 31,218 SH   SOLE   31,218 0 0
WASHINGTON BKG CO OAK HBR WA COM 937303105 993 56,028 SH   SOLE   56,028 0 0
WASHINGTON FED INC COM 938824109 3,310 142,100 SH   SOLE   142,100 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1,518 64,988 SH   SOLE   22,008 0 0
WASTE CONNECTIONS INC COM 941053100 1,171 26,844 SH   SOLE   26,844 0 0
WASTE MGMT INC DEL COM 94106L109 22,042 491,235 SH   SOLE   454,235 0 0
WATERS CORP COM 941848103 2,798 27,984 SH   SOLE   27,984 0 0
WATSCO INC COM 942622200 672 7,000 SH   SOLE   7,000 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 538 8,700 SH   SOLE   5,200 0 0
WAUSAU PAPER CORP COM 943315101 184 24,497 SH   SOLE   24,497 0 0
WD-40 CO COM 929236107 932 12,478 SH   SOLE   9,378 0 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 1,893 122,200 SH   SOLE   122,200 0 0
WEB COM GROUP INC COM 94733A104 1,095 34,441 SH   SOLE   23,041 0 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 46,312 41,075,000 PRN   SOLE   0 0 0
WEBMD HEALTH CORP COM 94770V102 2,091 52,938 SH   SOLE   26,597 0 0
WEBSTER FINL CORP CONN COM 947890109 3,988 127,903 SH   SOLE   60,503 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 930 28,251 SH   SOLE   28,251 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,982 72,300 SH   SOLE   72,300 0 0
WEIS MKTS INC COM 948849104 241 4,576 SH   SOLE   2,276 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 16,161 229,488 SH   SOLE   197,288 0 0
WELLPOINT INC COM 94973V107 145,620 1,576,144 SH   SOLE   1,456,644 0 0
WELLS FARGO & CO NEW COM 949746101 184,603 4,066,151 SH   SOLE   3,754,151 0 0
WELLS FARGO ADV GLB DIV OPP COM 94987C103 506 69,797 SH   SOLE   69,797 0 0
WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 2,123 150,965 SH   SOLE   150,965 0 0
WENDYS CO COM 95058W100 1,485 170,300 SH   SOLE   170,300 0 0
WERNER ENTERPRISES INC COM 950755108 6,705 271,108 SH   SOLE   271,108 0 0
WESBANCO INC COM 950810101 451 14,094 SH   SOLE   9,594 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 415 18,939 SH   SOLE   12,839 0 0
WESCO INTL INC COM 95082P105 2,305 25,314 SH   SOLE   25,314 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 16,219 5,000,000 PRN   SOLE   0 0 0
WESTAR ENERGY INC COM 95709T100 2,996 93,122 SH   SOLE   93,122 0 0
WESTELL TECHNOLOGIES INC CL A 957541105 138 33,969 SH   SOLE   22,869 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,475 61,806 SH   SOLE   38,906 0 0
WESTERN ASSET GLOBAL CP DEFI COM 95790C107 2,240 123,937 SH   SOLE   123,937 0 0
WESTERN ASSET INCOME FD COM 95766T100 551 41,793 SH   SOLE   41,793 0 0
WESTERN ASSET INVT GRADE DEF COM 95790A101 307 15,220 SH   SOLE   15,220 0 0
WESTERN ASSET MGD HI INCM FD COM 95766L107 130 22,906 SH   SOLE   22,906 0 0
WESTERN ASSET MUN HI INCM FD COM 95766N103 362 53,812 SH   SOLE   53,812 0 0
WESTERN ASSET WORLDWIDE INCO COM 957668106 573 47,038 SH   SOLE   47,038 0 0
WESTERN ASST MN PRT FD INC COM 95766P108 188 13,637 SH   SOLE   13,637 0 0
WESTERN DIGITAL CORP COM 958102105 265,992 3,170,350 SH   SOLE   3,039,550 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 480 7,781 SH   SOLE   7,781 0 0
WESTERN REFNG INC COM 959319104 4,408 103,949 SH   SOLE   75,949 0 0
WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 93,293 21,000,000 PRN   SOLE   0 0 0
WESTERN UN CO COM 959802109 861 49,891 SH   SOLE   49,891 0 0
WESTLAKE CHEM CORP COM 960413102 18,182 148,945 SH   SOLE   148,945 0 0
WET SEAL INC CL A 961840105 3,183 1,166,020 SH   SOLE   500,220 0 0
WEX INC COM 96208T104 350 3,534 SH   SOLE   3,534 0 0
WEYERHAEUSER CO COM 962166104 17,472 553,429 SH   SOLE   514,329 0 0
WGL HLDGS INC COM 92924F106 2,758 68,844 SH   SOLE   68,844 0 0
WHIRLPOOL CORP COM 963320106 97,777 623,340 SH   SOLE   621,640 0 0
WHITEWAVE FOODS CO COM CL A 966244105 15,311 667,443 SH   SOLE   667,443 0 0
WHITING PETE CORP NEW COM 966387102 28,627 462,703 SH   SOLE   462,703 0 0
WHOLE FOODS MKT INC COM 966837106 16,305 281,947 SH   SOLE   281,947 0 0
WILEY JOHN & SONS INC CL A 968223206 276 5,000 SH   SOLE   5,000 0 0
WILLBROS GROUP INC DEL COM 969203108 9,688 1,028,405 SH   SOLE   496,405 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 1,188 14,491 SH   SOLE   13,891 0 0
WILLIAMS COS INC DEL COM 969457100 2,235 57,940 SH   SOLE   57,940 0 0
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 564 11,080 SH   SOLE   11,080 0 0
WILLIAMS SONOMA INC COM 969904101 8,146 139,774 SH   SOLE   139,774 0 0
WILSHIRE BANCORP INC COM 97186T108 1,536 140,533 SH   SOLE   88,333 0 0
WINDSTREAM HLDGS INC COM 97382A101 1,388 173,900 SH   SOLE   173,900 0 0
WINNEBAGO INDS INC COM 974637100 1,689 61,536 SH   SOLE   20,736 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 691 62,542 SH   SOLE   32,442 0 0
WINTRUST FINL CORP COM 97650W108 504 10,928 SH   SOLE   10,928 0 0
WINTRUST FINL CORP *W EXP 12/19/201 97650W157 12,198 499,929 SH   SOLE   499,929 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 22,044 1,750,915 SH   SOLE   1,676,376 0 0
WISCONSIN ENERGY CORP COM 976657106 9,928 240,155 SH   SOLE   240,155 0 0
WISDOMTREE INVTS INC COM 97717P104 3,185 179,838 SH   SOLE   79,938 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,790 52,712 SH   SOLE   52,712 0 0
WORKDAY INC CL A 98138H101 472 5,678 SH   SOLE   5,678 0 0
WORLD ACCEP CORP DEL COM 981419104 1,495 17,085 SH   SOLE   15,285 0 0
WORLD FUEL SVCS CORP COM 981475106 936 21,688 SH   SOLE   21,688 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 501 30,225 SH   SOLE   26,625 0 0
WORTHINGTON INDS INC COM 981811102 26,479 629,253 SH   SOLE   586,953 0 0
WPX ENERGY INC COM 98212B103 1,817 89,161 SH   SOLE   89,161 0 0
WSFS FINL CORP COM 929328102 239 3,088 SH   SOLE   2,088 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 35,836 486,303 SH   SOLE   464,403 0 0
WYNN RESORTS LTD COM 983134107 2,963 15,255 SH   SOLE   15,255 0 0
XCEL ENERGY INC COM 98389B100 10,546 377,439 SH   SOLE   377,439 0 0
XENOPORT INC COM 98411C100 284 49,477 SH   SOLE   18,877 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 411 24,953 SH   SOLE   17,253 0 0
XEROX CORP COM 984121103 66,409 5,456,756 SH   SOLE   5,382,156 0 0
XILINX INC COM 983919101 4,837 105,344 SH   SOLE   105,344 0 0
XILINX INC SDCV 3.125% 3/1 983919AD3 32,477 20,450,000 PRN   SOLE   0 0 0
XL GROUP PLC SHS G98290102 1,223 38,419 SH   SOLE   38,419 0 0
XOMA CORP DEL COM 98419J107 1,816 269,908 SH   SOLE   249,508 0 0
XOOM CORP COM 98419Q101 1,158 42,300 SH   SOLE   6,600 0 0
XPO LOGISTICS INC COM 983793100 434 16,526 SH   SOLE   11,826 0 0
XYLEM INC COM 98419M100 263 7,600 SH   SOLE   7,600 0 0
YAHOO INC COM 984332106 289,313 7,154,131 SH   SOLE   6,784,731 0 0
YAMANA GOLD INC COM 98462Y100 221 25,600 SH   SOLE   25,600 0 0
YANDEX N V SHS CLASS A N97284108 401 9,300 SH   SOLE   9,300 0 0
YELP INC CL A 985817105 4,403 63,852 SH   SOLE   46,952 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 4,381 252,223 SH   SOLE   179,023 0 0
YUM BRANDS INC COM 988498101 1,764 23,334 SH   SOLE   23,334 0 0
ZAGG INC COM 98884U108 1,316 302,600 SH   SOLE   144,192 0 0
ZALE CORP NEW COM 988858106 1,842 116,781 SH   SOLE   88,581 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 954 17,640 SH   SOLE   17,640 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 488 25,831 SH   SOLE   17,231 0 0
ZHONE TECHNOLOGIES INC NEW COM NEW 98950P884 559 104,597 SH   SOLE   76,697 0 0
ZILLOW INC CL A 98954A107 2,000 24,468 SH   SOLE   24,468 0 0
ZIMMER HLDGS INC COM 98956P102 38,524 413,388 SH   SOLE   399,588 0 0
ZIONS BANCORPORATION COM 989701107 3,527 117,734 SH   SOLE   117,734 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 118 27,300 SH   SOLE   15,600 0 0
ZIX CORP COM 98974P100 189 41,400 SH   SOLE   25,400 0 0
ZOETIS INC CL A 98978V103 3,038 92,935 SH   SOLE   92,935 0 0
ZOLTEK COS INC COM 98975W104 15,716 938,297 SH   SOLE   938,297 0 0
ZWEIG FD COM NEW 989834205 837 56,299 SH   SOLE   56,299 0 0
ZYNGA INC CL A 98986T108 1,012 266,336 SH   SOLE   223,536 0 0