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 90 14,600 SH   SOLE   9,100 0 0
3-D SYS CORP DEL COM NEW 88554D205 2,353 53,593 SH   SOLE   53,593 0 0
3-D SYS CORP DEL NOTE 5.500%12/1 88554DAB2 6,394 2,075,000 PRN   SOLE   0 0 0
3M CO COM 88579Y101 59,770 546,597 SH   SOLE   511,797 0 0
8X8 INC NEW COM 282914100 848 102,852 SH   SOLE   72,352 0 0
AAON INC COM PAR $0.004 000360206 564 17,049 SH   SOLE   14,749 0 0
AAR CORP COM 000361105 1,042 47,400 SH   SOLE   17,900 0 0
AARONS INC COM PAR $0.50 002535300 739 26,393 SH   SOLE   26,393 0 0
ABAXIS INC COM 002567105 682 14,357 SH   SOLE   9,657 0 0
ABBOTT LABS COM 002824100 152,570 4,374,153 SH   SOLE   4,049,953 0 0
ABERCROMBIE & FITCH CO CL A 002896207 15,478 342,059 SH   SOLE   342,059 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 373 16,700 SH   SOLE   8,700 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,391 42,076 SH   SOLE   25,576 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 1,446 79,674 SH   SOLE   56,074 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 1,011 40,929 SH   SOLE   29,729 0 0
ACCELRYS INC COM 00430U103 98 11,700 SH   SOLE   7,200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 100,812 1,400,943 SH   SOLE   1,302,643 0 0
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 419 8,793 SH   SOLE   8,793 0 0
ACCURAY INC COM 004397105 645 112,300 SH   SOLE   10,900 0 0
ACCURAY INC NOTE 3.750% 8/0 004397AB1 482 500,000 PRN   SOLE   0 0 0
ACCURAY INC NOTE 3.500% 2/0 004397AC9 5,779 4,600,000 PRN   SOLE   0 0 0
ACE LTD SHS H0023R105 57,038 637,435 SH   SOLE   579,935 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 350 37,755 SH   SOLE   23,755 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 83 10,145 SH   SOLE   5,345 0 0
ACI WORLDWIDE INC COM 004498101 667 14,347 SH   SOLE   8,247 0 0
ACORDA THERAPEUTICS INC COM 00484M106 993 30,109 SH   SOLE   19,409 0 0
ACTAVIS INC COM 00507K103 11,975 94,875 SH   SOLE   94,875 0 0
ACTIVE NETWORK INC COM 00506D100 154 20,400 SH   SOLE   0 0 0
ACTIVISION BLIZZARD INC COM 00507V109 63,477 4,451,437 SH   SOLE   3,981,637 0 0
ACTUATE CORP COM 00508B102 3,431 516,730 SH   SOLE   190,530 0 0
ACUITY BRANDS INC COM 00508Y102 2,317 30,681 SH   SOLE   25,781 0 0
ACXIOM CORP COM 005125109 3,448 152,024 SH   SOLE   127,574 0 0
ADDUS HOMECARE CORP COM 006739106 357 18,100 SH   SOLE   12,100 0 0
ADOBE SYS INC COM 00724F101 2,598 57,024 SH   SOLE   57,024 0 0
ADTRAN INC COM 00738A106 7,163 291,053 SH   SOLE   291,053 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 19,519 240,468 SH   SOLE   240,468 0 0
ADVANCED ENERGY INDS COM 007973100 9,418 540,939 SH   SOLE   349,939 0 0
ADVANCED MICRO DEVICES INC COM 007903107 6,164 1,510,900 SH   SOLE   1,510,900 0 0
ADVENT CLAY CONV SEC INC FD COM 007639107 2,213 320,251 SH   SOLE   320,251 0 0
ADVENT CLAYMORE CV SECS & IN COM 00764C109 282 16,657 SH   SOLE   16,657 0 0
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 938 95,869 SH   SOLE   95,869 0 0
ADVISORY BRD CO COM 00762W107 355 6,501 SH   SOLE   4,201 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 38,360 1,206,678 SH   SOLE   1,206,678 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 1,389 21,934 SH   SOLE   14,334 0 0
AEGION CORP COM 00770F104 320 14,200 SH   SOLE   8,700 0 0
AEP INDS INC COM 001031103 267 3,590 SH   SOLE   2,490 0 0
AEROPOSTALE COM 007865108 6,966 504,811 SH   SOLE   504,811 0 0
AES CORP COM 00130H105 7,318 610,303 SH   SOLE   610,303 0 0
AETNA INC NEW COM 00817Y108 14,504 228,263 SH   SOLE   228,263 0 0
AFC ENTERPRISES INC COM 00104Q107 750 20,873 SH   SOLE   12,373 0 0
AFFORDABLE RESIDENTIAL CMNTY NOTE 7.500% 8/1 00828UAB9 2,186 1,725,000 PRN   SOLE   0 0 0
AFFYMETRIX INC COM 00826T108 508 114,429 SH   SOLE   108,829 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 693 700,000 PRN   SOLE   0 0 0
AFLAC INC COM 001055102 680 11,703 SH   SOLE   11,703 0 0
AGCO CORP COM 001084102 13,759 274,132 SH   SOLE   274,132 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 4,985 4,000,000 PRN   SOLE   0 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,094 25,585 SH   SOLE   25,585 0 0
AGL RES INC COM 001204106 1,797 41,931 SH   SOLE   41,931 0 0
AGNICO EAGLE MINES LTD COM 008474108 300 10,900 SH   SOLE   10,900 0 0
AGREE REALTY CORP COM 008492100 236 7,994 SH   SOLE   6,594 0 0
AGRIUM INC COM 008916108 3,870 44,500 SH   SOLE   44,500 0 0
AIR METHODS CORP COM PAR $.06 009128307 1,318 38,895 SH   SOLE   23,895 0 0
AIR PRODS & CHEMS INC COM 009158106 2,472 27,000 SH   SOLE   27,000 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 791 119,600 SH   SOLE   73,900 0 0
AIRCASTLE LTD COM G0129k104 19,857 1,241,826 SH   SOLE   994,826 0 0
AIRGAS INC COM 009363102 1,053 11,030 SH   SOLE   11,030 0 0
AK STL HLDG CORP COM 001547108 7,072 2,326,447 SH   SOLE   2,326,447 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 5,689 133,700 SH   SOLE   133,700 0 0
AKORN INC COM 009728106 144 10,662 SH   SOLE   7,162 0 0
ALASKA AIR GROUP INC COM 011659109 49,483 951,589 SH   SOLE   927,239 0 0
ALBANY INTL CORP CL A 012348108 11,377 344,957 SH   SOLE   260,957 0 0
ALBANY MOLECULAR RESH INC COM 012423109 674 56,764 SH   SOLE   38,564 0 0
ALBEMARLE CORP COM 012653101 5,056 81,171 SH   SOLE   81,171 0 0
ALCOA INC COM 013817101 2,268 290,013 SH   SOLE   290,013 0 0
ALCOA INC NOTE 5.250% 3/1 013817AT8 6,506 5,120,000 PRN   SOLE   0 0 0
ALERE INC COM 01449J105 4,885 199,400 SH   SOLE   199,400 0 0
ALEXANDERS INC COM 014752109 238 811 SH   SOLE   211 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2,341 35,614 SH   SOLE   35,614 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,082 22,575 SH   SOLE   22,575 0 0
ALIGN TECHNOLOGY INC COM 016255101 489 13,205 SH   SOLE   13,205 0 0
ALLEGHANY CORP DEL COM 017175100 456 1,190 SH   SOLE   1,190 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,805 17,029 SH   SOLE   12,529 0 0
ALLERGAN INC COM 018490102 10,288 122,127 SH   SOLE   122,127 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,110 6,133 SH   SOLE   6,133 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 4.750% 5/1 018581AC2 24,745 6,500,000 PRN   SOLE   0 0 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 244 12,200 SH   SOLE   7,600 0 0
ALLIANCE ONE INTL INC COM 018772103 47 12,239 SH   SOLE   12,239 0 0
ALLIANCE ONE INTL INC NOTE 5.500% 7/1 018772AQ6 8,657 8,492,000 PRN   SOLE   0 0 0
ALLIANT ENERGY CORP COM 018802108 7,012 139,071 SH   SOLE   139,071 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 45,919 557,748 SH   SOLE   557,748 0 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 664 39,406 SH   SOLE   39,406 0 0
ALLIED NEVADA GOLD CORP COM 019344100 102 15,673 SH   SOLE   15,673 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 29,139 318,424 SH   SOLE   318,424 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 6,711 518,601 SH   SOLE   518,601 0 0
ALLSTATE CORP COM 020002101 68,085 1,414,901 SH   SOLE   1,342,801 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,380 44,494 SH   SOLE   26,794 0 0
ALON USA ENERGY INC COM 020520102 677 46,841 SH   SOLE   29,341 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 23,869 4,555,092 SH   SOLE   4,555,092 0 0
ALPHA NATURAL RESOURCES INC NOTE 3.750%12/1 02076XAE2 2,138 2,500,000 PRN   SOLE   0 0 0
ALTERA CORP COM 021441100 2,360 71,549 SH   SOLE   71,549 0 0
ALTRA HOLDINGS INC COM 02208R106 4,074 148,800 SH   SOLE   76,800 0 0
ALTRIA GROUP INC COM 02209S103 55,854 1,596,283 SH   SOLE   1,443,883 0 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 222 28,200 SH   SOLE   28,200 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1,932 86,827 SH   SOLE   31,827 0 0
AMAZON COM INC COM 023135106 56,190 202,349 SH   SOLE   188,249 0 0
AMC NETWORKS INC CL A 00164V103 386 5,900 SH   SOLE   5,900 0 0
AMDOCS LTD ORD G02602103 14,498 390,900 SH   SOLE   390,900 0 0
AMEDISYS INC COM 023436108 4,514 388,480 SH   SOLE   255,780 0 0
AMERCO COM 023586100 1,794 11,084 SH   SOLE   7,884 0 0
AMEREN CORP COM 023608102 14,510 421,310 SH   SOLE   421,310 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 29,241 1,344,408 SH   SOLE   1,119,008 0 0
AMERICAN ASSETS TR INC COM 024013104 1,083 35,093 SH   SOLE   22,293 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 617 33,138 SH   SOLE   22,138 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,500 36,881 SH   SOLE   36,881 0 0
AMERICAN CAP LTD COM 02503Y103 85,888 6,778,817 SH   SOLE   6,778,817 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 533 23,200 SH   SOLE   23,200 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 40,676 2,227,611 SH   SOLE   2,227,611 0 0
AMERICAN ELEC PWR INC COM 025537101 74,320 1,659,668 SH   SOLE   1,565,868 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,289 145,780 SH   SOLE   145,780 0 0
AMERICAN EXPRESS CO COM 025816109 2,007 26,840 SH   SOLE   26,840 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 43,489 889,165 SH   SOLE   889,165 0 0
AMERICAN GREETINGS CORP CL A 026375105 24,812 1,361,813 SH   SOLE   1,345,913 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 39,489 883,414 SH   SOLE   818,914 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 798 23,816 SH   SOLE   16,916 0 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 1,042 68,312 SH   SOLE   68,312 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 2,391 42,700 SH   SOLE   18,600 0 0
AMERICAN STS WTR CO COM 029899101 7,560 140,864 SH   SOLE   80,264 0 0
AMERICAN TOWER CORP NEW COM 03027X100 33,533 458,292 SH   SOLE   434,092 0 0
AMERICAN VANGUARD CORP COM 030371108 874 37,323 SH   SOLE   14,623 0 0
AMERICAN WOODMARK CORP COM 030506109 499 14,370 SH   SOLE   8,870 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,975 96,406 SH   SOLE   96,406 0 0
AMERICAS CAR MART INC COM 03062T105 1,196 27,661 SH   SOLE   10,661 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 329 6,652 SH   SOLE   6,652 0 0
AMERIPRISE FINL INC COM 03076C106 98,220 1,214,386 SH   SOLE   1,171,186 0 0
AMERISAFE INC COM 03071H100 797 24,615 SH   SOLE   16,315 0 0
AMERISOURCEBERGEN CORP COM 03073E105 71,954 1,288,797 SH   SOLE   1,237,397 0 0
AMERISTAR CASINOS INC COM 03070Q101 45,350 1,725,009 SH   SOLE   1,712,764 0 0
AMETEK INC NEW COM 031100100 4,903 115,900 SH   SOLE   115,900 0 0
AMGEN INC COM 031162100 199,543 2,022,530 SH   SOLE   1,905,630 0 0
AMKOR TECHNOLOGY INC COM 031652100 960 228,094 SH   SOLE   228,094 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,049 73,287 SH   SOLE   64,587 0 0
AMPHENOL CORP NEW CL A 032095101 787 10,100 SH   SOLE   10,100 0 0
AMSURG CORP COM 03232P405 2,276 64,857 SH   SOLE   61,557 0 0
AMTRUST FINANCIAL SERVICES I COM 032359309 1,012 28,349 SH   SOLE   28,349 0 0
ANADARKO PETE CORP COM 032511107 52,598 612,105 SH   SOLE   602,105 0 0
ANALOG DEVICES INC COM 032654105 7,114 157,884 SH   SOLE   157,884 0 0
ANALOGIC CORP COM PAR $0.05 032657207 3,612 49,596 SH   SOLE   20,796 0 0
ANAREN INC COM 032744104 714 31,131 SH   SOLE   31,131 0 0
ANDERSONS INC COM 034164103 15,636 293,960 SH   SOLE   234,340 0 0
ANDINA ACQUISITION CORP COM G0440W100 4,945 495,000 SH   SOLE   495,000 0 0
ANGIES LIST INC COM 034754101 944 35,553 SH   SOLE   22,853 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 610 42,644 SH   SOLE   42,644 0 0
ANIXTER INTL INC COM 035290105 12,228 161,300 SH   SOLE   157,700 0 0
ANN INC COM 035623107 3,686 111,013 SH   SOLE   85,613 0 0
ANNALY CAP MGMT INC COM 035710409 8,916 709,345 SH   SOLE   632,445 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 4,545 4,500,000 PRN   SOLE   0 0 0
ANSYS INC COM 03662Q105 526 7,200 SH   SOLE   7,200 0 0
ANTARES PHARMA INC COM 036642106 390 93,631 SH   SOLE   62,931 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 63 11,242 SH   SOLE   11,242 0 0
AOL INC COM 00184X105 6,717 184,139 SH   SOLE   184,139 0 0
APACHE CORP COM 037411105 3,984 47,523 SH   SOLE   47,523 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 5,092 169,500 SH   SOLE   169,500 0 0
APOGEE ENTERPRISES INC COM 037598109 4,463 185,967 SH   SOLE   109,667 0 0
APOLLO GROUP INC CL A 037604105 19,025 1,073,652 SH   SOLE   1,073,652 0 0
APOLLO INVT CORP COM 03761U106 1,527 197,345 SH   SOLE   126,135 0 0
APPLE INC COM 037833100 176,391 445,342 SH   SOLE   410,142 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 9,162 189,577 SH   SOLE   174,277 0 0
APPLIED MATLS INC COM 038222105 25,965 1,741,473 SH   SOLE   1,741,473 0 0
ARBITRON INC COM 03875Q108 61,993 1,334,614 SH   SOLE   1,334,614 0 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 9,908 9,690,000 PRN   SOLE   0 0 0
ARCH CAP GROUP LTD ORD G0450A105 3,839 74,679 SH   SOLE   74,679 0 0
ARCH COAL INC COM 039380100 1,801 476,400 SH   SOLE   476,400 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 92,101 2,716,028 SH   SOLE   2,560,728 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 3,735 3,700,000 PRN   SOLE   0 0 0
ARCTIC CAT INC COM 039670104 8,631 191,887 SH   SOLE   139,987 0 0
ARENA PHARMACEUTICALS INC COM 040047102 1,966 255,321 SH   SOLE   190,821 0 0
ARES CAP CORP COM 04010L103 17,720 1,030,230 SH   SOLE   1,030,230 0 0
ARES COML REAL ESTATE CORP COM 04013V108 640 50,000 SH   SOLE   50,000 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 13,838 326,439 SH   SOLE   194,115 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 840 48,018 SH   SOLE   48,018 0 0
ARK RESTAURANTS CORP COM 040712101 4,402 207,348 SH   SOLE   207,348 0 0
ARKANSAS BEST CORP DEL COM 040790107 1,531 66,732 SH   SOLE   51,032 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 713 26,650 SH   SOLE   19,550 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 831 176,400 SH   SOLE   123,300 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 4,827 101,006 SH   SOLE   101,006 0 0
ARQULE INC COM 04269E107 574 247,500 SH   SOLE   88,400 0 0
ARRAY BIOPHARMA INC COM 04269X105 2,471 544,218 SH   SOLE   191,718 0 0
ARRIS GROUP INC NEW COM 04270V106 19,418 1,353,136 SH   SOLE   1,321,836 0 0
ARROW ELECTRS INC COM 042735100 26,191 657,237 SH   SOLE   626,137 0 0
ARTHROCARE CORP COM 043136100 3,153 91,300 SH   SOLE   37,600 0 0
ARUBA NETWORKS INC COM 043176106 6,594 429,300 SH   SOLE   418,700 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 7,215 179,919 SH   SOLE   171,819 0 0
ASCENA RETAIL GROUP INC COM 04351G101 1,255 71,917 SH   SOLE   71,917 0 0
ASCENT CAP GROUP INC COM SER A 043632108 653 8,363 SH   SOLE   4,863 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 11,407 996,279 SH   SOLE   968,579 0 0
ASHLAND INC NEW COM 044209104 601 7,200 SH   SOLE   7,200 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 9,736 262,485 SH   SOLE   262,485 0 0
ASPEN TECHNOLOGY INC COM 045327103 2,478 86,081 SH   SOLE   24,681 0 0
ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 27,445 2,294,719 SH   SOLE   2,278,119 0 0
ASSOCIATED BANC CORP COM 045487105 16,814 1,081,304 SH   SOLE   1,081,304 0 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 35 24,175 SH   SOLE   24,175 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 9,574 595,397 SH   SOLE   546,397 0 0
ASSURANT INC COM 04621X108 87,539 1,719,482 SH   SOLE   1,703,082 0 0
ASSURED GUARANTY LTD COM G0585R106 8,674 393,195 SH   SOLE   393,195 0 0
ASTEC INDS INC COM 046224101 268 7,803 SH   SOLE   7,803 0 0
ASTEX PHARMACEUTICALS INC COM 04624B103 511 124,444 SH   SOLE   70,244 0 0
ASTORIA FINL CORP COM 046265104 1,126 104,418 SH   SOLE   87,418 0 0
ASTRONICS CORP COM 046433108 355 8,675 SH   SOLE   5,475 0 0
AT&T INC COM 00206R102 181,060 5,114,682 SH   SOLE   4,629,182 0 0
ATHENAHEALTH INC COM 04685W103 1,112 13,131 SH   SOLE   13,131 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 379 96,300 SH   SOLE   64,900 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 685 191,430 SH   SOLE   191,430 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,213 27,713 SH   SOLE   21,913 0 0
ATLAS ENERGY LP COM UNITS LP 04930A104 1,550 31,631 SH   SOLE   31,631 0 0
ATMEL CORP COM 049513104 2,111 287,271 SH   SOLE   287,271 0 0
ATMI INC COM 00207R101 1,351 57,113 SH   SOLE   23,313 0 0
ATMOS ENERGY CORP COM 049560105 2,590 63,084 SH   SOLE   63,084 0 0
ATWOOD OCEANICS INC COM 050095108 864 16,600 SH   SOLE   16,600 0 0
AUTHENTIDATE HLDG CORP COM NEW 052666203 1,236 1,420,616 SH   SOLE   1,420,616 0 0
AUTODESK INC COM 052769106 4,807 141,625 SH   SOLE   141,625 0 0
AUTOLIV INC COM 052800109 24,347 314,600 SH   SOLE   314,600 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5,539 80,437 SH   SOLE   80,437 0 0
AUTONATION INC COM 05329W102 793 18,274 SH   SOLE   18,274 0 0
AUTOZONE INC COM 053332102 12,194 28,780 SH   SOLE   28,780 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 680 40,900 SH   SOLE   300 0 0
AV HOMES INC NOTE 7.500% 2/1 00234PAB8 8,805 7,330,000 PRN   SOLE   0 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 32,513 869,800 SH   SOLE   849,600 0 0
AVALONBAY CMNTYS INC COM 053484101 12,761 94,591 SH   SOLE   92,791 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 2,321 2,120,000 PRN   SOLE   0 0 0
AVEO PHARMACEUTICALS INC COM 053588109 2,294 917,507 SH   SOLE   433,307 0 0
AVERY DENNISON CORP COM 053611109 62,109 1,452,500 SH   SOLE   1,356,200 0 0
AVIS BUDGET GROUP COM 053774105 2,060 71,636 SH   SOLE   70,336 0 0
AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 47,723 26,025,000 PRN   SOLE   0 0 0
AVISTA CORP COM 05379B107 2,127 78,734 SH   SOLE   63,634 0 0
AVNET INC COM 053807103 41,017 1,220,748 SH   SOLE   1,213,648 0 0
AVX CORP NEW COM 002444107 235 20,031 SH   SOLE   20,031 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 165 90,777 SH   SOLE   65,277 0 0
AXIALL CORP COM 05463D100 633 14,855 SH   SOLE   12,255 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 59,848 1,307,290 SH   SOLE   1,145,690 0 0
AZZ INC COM 002474104 1,111 28,816 SH   SOLE   17,616 0 0
B & G FOODS INC NEW COM 05508R106 767 22,536 SH   SOLE   12,936 0 0
B/E AEROSPACE INC COM 073302101 7,784 123,400 SH   SOLE   123,400 0 0
BADGER METER INC COM 056525108 209 4,700 SH   SOLE   3,300 0 0
BAKER HUGHES INC COM 057224107 720 15,600 SH   SOLE   15,600 0 0
BAKER MICHAEL CORP COM 057149106 222 8,173 SH   SOLE   8,173 0 0
BALCHEM CORP COM 057665200 365 8,158 SH   SOLE   5,258 0 0
BALL CORP COM 058498106 3,980 95,800 SH   SOLE   95,800 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 35,987 2,766,098 SH   SOLE   2,327,578 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 8,694 355,592 SH   SOLE   344,528 0 0
BANCORPSOUTH INC COM 059692103 223 12,600 SH   SOLE   1,300 0 0
BANK HAWAII CORP COM 062540109 3,105 61,702 SH   SOLE   61,702 0 0
BANK MONTREAL QUE COM 063671101 2,234 38,500 SH   SOLE   38,500 0 0
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BEMIS INC COM 081437105 2,575 65,800 SH   SOLE   65,800 0 0
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BERKLEY W R CORP COM 084423102 1,641 40,163 SH   SOLE   40,163 0 0
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BIG LOTS INC COM 089302103 22,210 704,416 SH   SOLE   704,416 0 0
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BIOLASE INC COM 090911108 106 29,551 SH   SOLE   22,857 0 0
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BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 1,058 36,814 SH   SOLE   15,814 0 0
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BLACKROCK CR ALLCTN INC TR COM 092508100 6,070 467,625 SH   SOLE   467,625 0 0
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BLACKROCK INC COM 09247X101 8,819 34,334 SH   SOLE   31,834 0 0
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BLOCK H & R INC COM 093671105 16,420 591,697 SH   SOLE   591,697 0 0
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BMC SOFTWARE INC COM 055921100 61,961 1,372,635 SH   SOLE   1,372,635 0 0
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BOB EVANS FARMS INC COM 096761101 2,943 62,648 SH   SOLE   31,548 0 0
BOEING CO COM 097023105 24,915 243,212 SH   SOLE   243,212 0 0
BOFI HLDG INC COM 05566U108 687 14,988 SH   SOLE   9,088 0 0
BOISE INC COM 09746Y105 6,596 772,360 SH   SOLE   468,160 0 0
BOK FINL CORP COM NEW 05561Q201 1,389 21,688 SH   SOLE   21,688 0 0
BONANZA CREEK ENERGY INC COM 097793103 1,036 29,206 SH   SOLE   18,006 0 0
BON-TON STORES INC COM 09776J101 488 27,043 SH   SOLE   17,443 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 825 47,459 SH   SOLE   34,359 0 0
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BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 519 123,800 SH   SOLE   123,800 0 0
BOSTON PROPERTIES INC COM 101121101 17,450 165,452 SH   SOLE   154,952 0 0
BOSTON SCIENTIFIC CORP COM 101137107 113,625 12,257,300 SH   SOLE   11,476,400 0 0
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BRADY CORP CL A 104674106 227 7,400 SH   SOLE   7,400 0 0
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BRASKEM S A SP ADR PFD A 105532105 448 30,100 SH   SOLE   30,100 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 2,078 116,600 SH   SOLE   46,000 0 0
BRE PROPERTIES INC CL A 05564E106 838 16,750 SH   SOLE   16,750 0 0
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BRINKS CO COM 109696104 1,393 54,603 SH   SOLE   49,003 0 0
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BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 380 5,416 SH   SOLE   5,416 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 21,928 591,998 SH   SOLE   591,998 0 0
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C D I CORP COM 125071100 470 20,943 SH   SOLE   20,943 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,819 32,300 SH   SOLE   32,300 0 0
CA INC COM 12673P105 78,214 2,731,900 SH   SOLE   2,554,900 0 0
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CALAMP CORP COM 128126109 654 44,817 SH   SOLE   24,817 0 0
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CALIX INC COM 13100M509 3,965 392,600 SH   SOLE   153,200 0 0
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CANTEL MEDICAL CORP COM 138098108 1,786 52,729 SH   SOLE   22,929 0 0
CAPELLA EDUCATION COMPANY COM 139594105 3,590 86,198 SH   SOLE   40,998 0 0
CAPITAL ONE FINL CORP COM 14040H105 16,231 258,417 SH   SOLE   258,417 0 0
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CAPLEASE INC COM 140288101 4,349 515,259 SH   SOLE   515,259 0 0
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CARMAX INC COM 143130102 4,256 92,200 SH   SOLE   92,200 0 0
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CARPENTER TECHNOLOGY CORP COM 144285103 1,896 42,059 SH   SOLE   42,059 0 0
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CASTLE A M & CO COM 148411101 336 21,300 SH   SOLE   16,700 0 0
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CBS CORP NEW CL B 124857202 16,107 329,583 SH   SOLE   329,583 0 0
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ENTRAVISION COMMUNICATIONS C CL A 29382R107 861 139,967 SH   SOLE   93,467 0 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 337 79,000 SH   SOLE   0 0 0
EOG RES INC COM 26875P101 19,016 144,407 SH   SOLE   144,407 0 0
EPL OIL & GAS INC COM 26883D108 18,888 643,326 SH   SOLE   477,326 0 0
EPR PPTYS COM SH BEN INT 26884U109 2,277 45,305 SH   SOLE   43,522 0 0
EQT CORP COM 26884L109 689 8,682 SH   SOLE   8,682 0 0
EQUIFAX INC COM 294429105 40,135 681,061 SH   SOLE   610,261 0 0
EQUINIX INC COM NEW 29444U502 4,732 25,616 SH   SOLE   25,616 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 79,900 35,150,000 PRN   SOLE   0 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,393 43,179 SH   SOLE   43,179 0 0
EQUITY ONE COM 294752100 578 25,554 SH   SOLE   25,554 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 16,660 286,952 SH   SOLE   264,552 0 0
ERA GROUP INC COM 26885G109 2,375 90,819 SH   SOLE   90,819 0 0
ERICKSON AIR-CRANE INC COM 29482P100 324 17,237 SH   SOLE   10,937 0 0
ESSEX PPTY TR INC COM 297178105 1,450 9,122 SH   SOLE   9,122 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 3,971 54,925 SH   SOLE   49,225 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 245 8,521 SH   SOLE   4,521 0 0
EURONET WORLDWIDE INC COM 298736109 731 22,943 SH   SOLE   13,643 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 2,062 52,500 SH   SOLE   37,600 0 0
EVEREST RE GROUP LTD COM G3223R108 91,341 712,154 SH   SOLE   631,754 0 0
EXACT SCIENCES CORP COM 30063P105 8,174 587,607 SH   SOLE   582,507 0 0
EXACTTARGET INC COM 30064K105 16,275 482,662 SH   SOLE   482,662 0 0
EXCO RESOURCES INC COM 269279402 1,336 174,848 SH   SOLE   174,848 0 0
EXELIS INC COM 30162A108 554 40,202 SH   SOLE   40,202 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 7,415 7,625,000 PRN   SOLE   0 0 0
EXELON CORP COM 30161N101 2,156 69,821 SH   SOLE   69,821 0 0
EXIDE TECHNOLOGIES COM NEW 302051206 72 569,923 SH   SOLE   569,923 0 0
EXLSERVICE HOLDINGS INC COM 302081104 575 19,462 SH   SOLE   11,462 0 0
EXPEDIA INC DEL COM NEW 30212P303 59,012 981,082 SH   SOLE   969,282 0 0
EXPONENT INC COM 30214U102 3,076 52,040 SH   SOLE   21,567 0 0
EXPRESS INC COM 30219E103 2,172 103,594 SH   SOLE   38,694 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 81,873 1,327,173 SH   SOLE   1,281,273 0 0
EXTERRAN HLDGS INC COM 30225X103 1,322 47,023 SH   SOLE   28,323 0 0
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 15,232 11,825,000 PRN   SOLE   0 0 0
EXTRA SPACE STORAGE INC COM 30225T102 6,280 149,775 SH   SOLE   149,775 0 0
EXTREME NETWORKS INC COM 30226D106 577 167,300 SH   SOLE   21,100 0 0
EXXON MOBIL CORP COM 30231G102 338,302 3,744,346 SH   SOLE   3,431,946 0 0
EZCORP INC CL A NON VTG 302301106 2,175 128,860 SH   SOLE   128,860 0 0
F M C CORP COM NEW 302491303 855 14,009 SH   SOLE   14,009 0 0
F5 NETWORKS INC COM 315616102 6,850 99,565 SH   SOLE   99,565 0 0
FABRINET SHS G3323L100 1,378 98,400 SH   SOLE   59,400 0 0
FACTSET RESH SYS INC COM 303075105 1,020 10,001 SH   SOLE   10,001 0 0
FAIR ISAAC CORP COM 303250104 9,689 211,405 SH   SOLE   208,305 0 0
FAMILY DLR STORES INC COM 307000109 2,863 45,950 SH   SOLE   45,950 0 0
FARO TECHNOLOGIES INC COM 311642102 280 8,279 SH   SOLE   179 0 0
FASTENAL CO COM 311900104 4,819 105,105 SH   SOLE   105,105 0 0
FBL FINL GROUP INC CL A 30239F106 586 13,457 SH   SOLE   9,257 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 314 10,883 SH   SOLE   7,283 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,997 38,553 SH   SOLE   38,553 0 0
FEDERAL SIGNAL CORP COM 313855108 332 37,920 SH   SOLE   30,520 0 0
FEDERATED INVS INC PA CL B 314211103 3,292 120,100 SH   SOLE   120,100 0 0
FEDEX CORP COM 31428X106 9,594 97,326 SH   SOLE   97,326 0 0
FELCOR LODGING TR INC COM 31430F101 712 120,410 SH   SOLE   88,310 0 0
FERRO CORP COM 315405100 2,602 374,412 SH   SOLE   220,012 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 955 86,100 SH   SOLE   72,400 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 18,818 790,345 SH   SOLE   790,345 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 87,205 2,035,600 SH   SOLE   1,874,200 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 136 11,028 SH   SOLE   11,028 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 205 5,973 SH   SOLE   5,973 0 0
FIFTH & PAC COS INC COM 316645100 874 39,144 SH   SOLE   35,944 0 0
FIFTH THIRD BANCORP COM 316773100 33,271 1,843,278 SH   SOLE   1,843,278 0 0
FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 1,372 8,860 SH   SOLE   8,860 0 0
FINANCIAL ENGINES INC COM 317485100 1,149 25,199 SH   SOLE   14,799 0 0
FINISAR CORP COM NEW 31787A507 5,624 331,778 SH   SOLE   331,778 0 0
FINISAR CORP NOTE 5.000%10/1 31787AAK7 1,462 800,000 PRN   SOLE   0 0 0
FINISH LINE INC CL A 317923100 1,112 50,892 SH   SOLE   50,892 0 0
FIRST AMERN FINL CORP COM 31847R102 5,254 238,400 SH   SOLE   129,400 0 0
FIRST CASH FINL SVCS INC COM 31942D107 902 18,328 SH   SOLE   9,628 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 11,186 1,517,797 SH   SOLE   1,009,897 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 787 4,098 SH   SOLE   4,098 0 0
FIRST FINL BANCORP OH COM 320209109 632 42,414 SH   SOLE   27,953 0 0
FIRST FINL BANKSHARES COM 32020R109 626 11,250 SH   SOLE   8,850 0 0
FIRST FINL HLDGS INC COM 320239106 12,466 587,723 SH   SOLE   587,723 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 5,867 386,756 SH   SOLE   248,756 0 0
FIRST M & F CORP COM 320744105 159 10,081 SH   SOLE   10,081 0 0
FIRST MARBLEHEAD CORP COM 320771108 87 28,435 SH   SOLE   28,435 0 0
FIRST MERCHANTS CORP COM 320817109 208 12,100 SH   SOLE   9,200 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 2,829 206,175 SH   SOLE   149,375 0 0
FIRST POTOMAC RLTY TR COM 33610F109 2,601 199,171 SH   SOLE   170,479 0 0
FIRST SOLAR INC COM 336433107 53,963 1,206,406 SH   SOLE   1,193,106 0 0
FIRST TR ENHANCED EQTY INC F COM 337318109 754 59,758 SH   SOLE   59,758 0 0
FIRSTENERGY CORP COM 337932107 2,213 59,277 SH   SOLE   59,277 0 0
FIRSTMERIT CORP COM 337915102 1,216 60,719 SH   SOLE   57,687 0 0
FIRSTSERVICE CORP SDCV 6.500%12/3 33761NAA7 3,280 2,800,000 PRN   SOLE   0 0 0
FISERV INC COM 337738108 14,482 165,674 SH   SOLE   165,674 0 0
FIVE BELOW INC COM 33829M101 9,098 247,500 SH   SOLE   247,500 0 0
FIVE STAR QUALITY CARE INC COM 33832D106 324 57,800 SH   SOLE   44,900 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 964 69,057 SH   SOLE   55,757 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 951 11,696 SH   SOLE   11,696 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 51,137 6,606,800 SH   SOLE   6,326,600 0 0
FLIR SYS INC COM 302445101 11,747 435,558 SH   SOLE   435,558 0 0
FLOTEK INDS INC DEL COM 343389102 346 19,274 SH   SOLE   6,374 0 0
FLOW INTL CORP COM 343468104 42 11,400 SH   SOLE   11,400 0 0
FLOWERS FOODS INC COM 343498101 3,720 168,696 SH   SOLE   168,696 0 0
FLOWSERVE CORP COM 34354P105 21,923 405,900 SH   SOLE   400,800 0 0
FLUOR CORP NEW COM 343412102 10,681 180,087 SH   SOLE   175,587 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 12,765 123,700 SH   SOLE   104,300 0 0
FOOT LOCKER INC COM 344849104 57,148 1,626,767 SH   SOLE   1,626,767 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 37,675 2,435,329 SH   SOLE   2,214,629 0 0
FOREST LABS INC COM 345838106 33,314 812,534 SH   SOLE   812,534 0 0
FOREST OIL CORP COM PAR $0.01 346091705 1,600 391,300 SH   SOLE   336,800 0 0
FORESTAR GROUP INC COM 346233109 443 22,100 SH   SOLE   9,200 0 0
FORMFACTOR INC COM 346375108 5,863 868,569 SH   SOLE   504,869 0 0
FORRESTER RESH INC COM 346563109 666 18,139 SH   SOLE   9,443 0 0
FORTINET INC COM 34959E109 5,064 289,373 SH   SOLE   289,373 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 3,488 90,029 SH   SOLE   90,029 0 0
FORWARD AIR CORP COM 349853101 269 7,030 SH   SOLE   4,230 0 0
FOSSIL GROUP INC COM 34988V106 8,740 84,600 SH   SOLE   84,600 0 0
FOSTER L B CO COM 350060109 706 16,349 SH   SOLE   16,349 0 0
FOSTER WHEELER AG COM H27178104 7,592 349,692 SH   SOLE   349,692 0 0
FRANCO NEVADA CORP COM 351858105 508 14,200 SH   SOLE   14,200 0 0
FRANKLIN ELEC INC COM 353514102 875 26,002 SH   SOLE   20,002 0 0
FRANKLIN RES INC COM 354613101 14,847 109,154 SH   SOLE   109,154 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 644 48,795 SH   SOLE   7,495 0 0
FREDS INC CL A 356108100 11,751 758,631 SH   SOLE   509,693 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 11,162 404,284 SH   SOLE   404,284 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 207 15,300 SH   SOLE   15,300 0 0
FREIGHTCAR AMER INC COM 357023100 902 53,106 SH   SOLE   34,106 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 26,989 968,045 SH   SOLE   722,666 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 2,335 576,600 SH   SOLE   576,600 0 0
FRONTLINE LTD SHS G3682E127 279 157,600 SH   SOLE   60,500 0 0
FUELCELL ENERGY INC COM 35952H106 28 21,800 SH   SOLE   0 0 0
FULLER H B CO COM 359694106 564 14,915 SH   SOLE   9,515 0 0
FULTON FINL CORP PA COM 360271100 7,614 663,260 SH   SOLE   663,260 0 0
FURIEX PHARMACEUTICALS INC COM 36106P101 382 11,216 SH   SOLE   7,816 0 0
G & K SVCS INC CL A 361268105 13,546 284,571 SH   SOLE   205,584 0 0
GALENA BIOPHARMA INC COM 363256108 337 151,700 SH   SOLE   85,900 0 0
GALLAGHER ARTHUR J & CO COM 363576109 3,146 72,000 SH   SOLE   72,000 0 0
GAMESTOP CORP NEW CL A 36467W109 176,751 4,205,348 SH   SOLE   3,900,048 0 0
GANNETT INC COM 364730101 40,847 1,669,955 SH   SOLE   1,669,955 0 0
GAP INC DEL COM 364760108 107,225 2,569,489 SH   SOLE   2,430,289 0 0
GARDNER DENVER INC COM 365558105 42,479 565,034 SH   SOLE   565,034 0 0
GARMIN LTD SHS H2906T109 217 6,000 SH   SOLE   6,000 0 0
GARTNER INC COM 366651107 10,376 182,073 SH   SOLE   182,073 0 0
GENCO SHIPPING & TRADING LTD NOTE 5.000% 8/1 36869MAA3 251 900,000 PRN   SOLE   0 0 0
GENCORP INC COM 368682100 987 60,688 SH   SOLE   36,788 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 15,211 8,250,000 PRN   SOLE   0 0 0
GENERAC HLDGS INC COM 368736104 2,079 56,170 SH   SOLE   37,870 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 21,891 711,896 SH   SOLE   711,896 0 0
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 13,608 13,625,000 PRN   SOLE   0 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 21,572 19,500,000 PRN   SOLE   0 0 0
GENERAL DYNAMICS CORP COM 369550108 7,908 100,952 SH   SOLE   100,952 0 0
GENERAL ELECTRIC CO COM 369604103 187,391 8,080,674 SH   SOLE   7,454,874 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 9,838 495,139 SH   SOLE   468,939 0 0
GENERAL MLS INC COM 370334104 22,054 454,439 SH   SOLE   454,439 0 0
GENERAL MTRS CO COM 37045V100 4,290 128,784 SH   SOLE   128,784 0 0
GENESCO INC COM 371532102 486 7,249 SH   SOLE   7,249 0 0
GENESEE & WYO INC CL A 371559105 2,327 27,430 SH   SOLE   11,300 0 0
GENESEE & WYO INC UNIT 10/01/2015 371559204 3,733 31,075 SH   SOLE   31,075 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 501 9,660 SH   SOLE   9,660 0 0
GENTEX CORP COM 371901109 738 32,000 SH   SOLE   32,000 0 0
GENTIVA HEALTH SERVICES INC COM 37247A102 10,670 1,071,289 SH   SOLE   686,189 0 0
GENUINE PARTS CO COM 372460105 16,306 208,862 SH   SOLE   208,862 0 0
GENWORTH FINL INC COM CL A 37247D106 14,831 1,299,843 SH   SOLE   1,299,843 0 0
GEO GROUP INC COM 36159R103 7,156 210,783 SH   SOLE   116,883 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 727 10,520 SH   SOLE   6,320 0 0
GERDAU S A SPON ADR REP PFD 373737105 353 61,800 SH   SOLE   61,800 0 0
GETTY RLTY CORP NEW COM 374297109 1,800 87,159 SH   SOLE   57,479 0 0
GFI GROUP INC COM 361652209 326 97,406 SH   SOLE   97,406 0 0
GIBRALTAR INDS INC COM 374689107 4,290 294,618 SH   SOLE   200,530 0 0
G-III APPAREL GROUP LTD COM 36237H101 1,840 38,239 SH   SOLE   19,539 0 0
GILEAD SCIENCES INC COM 375558103 31,429 613,737 SH   SOLE   613,737 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 78,766 34,775,000 PRN   SOLE   0 0 0
GLACIER BANCORP INC NEW COM 37637Q105 546 24,600 SH   SOLE   16,000 0 0
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GLATFELTER COM 377316104 3,296 131,318 SH   SOLE   81,659 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 897 82,132 SH   SOLE   59,932 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 3,185 508,828 SH   SOLE   196,928 0 0
GLOBAL INDEMNITY PLC SHS G39319101 43 12,205 SH   SOLE   12,205 0 0
GLOBAL PMTS INC COM 37940X102 385 8,322 SH   SOLE   8,322 0 0
GLU MOBILE INC COM 379890106 87 39,754 SH   SOLE   39,754 0 0
GNC HLDGS INC COM CL A 36191G107 845 19,104 SH   SOLE   19,104 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 1,116 35,008 SH   SOLE   35,008 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 2,969 565,580 SH   SOLE   538,480 0 0
GOLDCORP INC NEW COM 380956409 673 27,200 SH   SOLE   27,200 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 507 500,000 PRN   SOLE   0 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 157,996 1,044,601 SH   SOLE   972,401 0 0
GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 673 675,000 PRN   SOLE   0 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 28,769 1,881,540 SH   SOLE   1,859,540 0 0
GOOGLE INC CL A 38259P508 194,585 221,026 SH   SOLE   202,826 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 4,771 189,156 SH   SOLE   115,556 0 0
GRACE W R & CO DEL NEW COM 38388F108 30,502 362,945 SH   SOLE   362,945 0 0
GRAFTECH INTL LTD COM 384313102 172 23,583 SH   SOLE   23,583 0 0
GRAINGER W W INC COM 384802104 5,742 22,768 SH   SOLE   22,768 0 0
GRAMERCY PPTY TR INC COM 38489R100 183 40,653 SH   SOLE   27,153 0 0
GRAND CANYON ED INC COM 38526M106 1,775 55,068 SH   SOLE   23,068 0 0
GRANITE CONSTR INC COM 387328107 2,417 81,200 SH   SOLE   49,900 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 247 31,851 SH   SOLE   20,451 0 0
GRAY TELEVISION INC COM 389375106 798 110,835 SH   SOLE   76,935 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 311 39,800 SH   SOLE   33,500 0 0
GREATBATCH INC COM 39153L106 4,450 135,707 SH   SOLE   107,807 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 9,559 127,346 SH   SOLE   127,346 0 0
GREEN PLAINS RENEWABLE ENERG COM 393222104 4,751 356,716 SH   SOLE   214,516 0 0
GREEN PLAINS RENEWABLE ENERG NOTE 5.750%11/0 393222AB0 6,735 5,850,000 PRN   SOLE   0 0 0
GREENHILL & CO INC COM 395259104 6,925 151,400 SH   SOLE   140,100 0 0
GRIFFON CORP COM 398433102 108 12,048 SH   SOLE   12,048 0 0
GROUPON INC COM CL A 399473107 99 11,700 SH   SOLE   11,700 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 13,120 528,173 SH   SOLE   494,473 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 6,083 7,125,000 PRN   SOLE   0 0 0
GTX INC DEL COM 40052B108 123 18,600 SH   SOLE   0 0 0
GUESS INC COM 401617105 25,746 829,700 SH   SOLE   829,700 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 888 21,112 SH   SOLE   13,612 0 0
GULF ISLAND FABRICATION INC COM 402307102 295 15,390 SH   SOLE   11,890 0 0
GULFPORT ENERGY CORP COM NEW 402635304 1,582 33,606 SH   SOLE   33,606 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 1,323 62,789 SH   SOLE   33,889 0 0
HAEMONETICS CORP COM 405024100 256 6,200 SH   SOLE   6,200 0 0
HAIN CELESTIAL GROUP INC COM 405217100 499 7,680 SH   SOLE   7,680 0 0
HALLIBURTON CO COM 406216101 11,109 266,273 SH   SOLE   266,273 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 162 20,400 SH   SOLE   0 0 0
HANCOCK JOHN PREMUIM DIV FD COM SH BEN INT 41013T105 147 11,110 SH   SOLE   11,110 0 0
HANESBRANDS INC COM 410345102 2,561 49,800 SH   SOLE   49,800 0 0
HANGER INC COM NEW 41043F208 1,144 36,161 SH   SOLE   19,561 0 0
HANMI FINL CORP COM NEW 410495204 479 27,083 SH   SOLE   19,883 0 0
HANOVER INS GROUP INC COM 410867105 6,669 136,293 SH   SOLE   136,293 0 0
HARBINGER GROUP INC COM 41146A106 522 69,228 SH   SOLE   49,828 0 0
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HARMAN INTL INDS INC COM 413086109 23,072 425,685 SH   SOLE   425,685 0 0
HARMONIC INC COM 413160102 3,240 510,194 SH   SOLE   303,394 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 3,009 789,700 SH   SOLE   789,700 0 0
HARRIS CORP DEL COM 413875105 5,782 117,400 SH   SOLE   117,400 0 0
HARRIS TEETER SUPERMARKETS I COM 414585109 1,401 29,900 SH   SOLE   27,500 0 0
HARSCO CORP COM 415864107 14,683 633,156 SH   SOLE   633,156 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 32,847 1,062,315 SH   SOLE   1,062,315 0 0
HARVEST NATURAL RESOURCES IN COM 41754V103 156 50,478 SH   SOLE   50,478 0 0
HASBRO INC COM 418056107 14,200 316,748 SH   SOLE   316,748 0 0
HATTERAS FINL CORP COM 41902R103 1,013 41,131 SH   SOLE   41,131 0 0
HAVERTY FURNITURE INC COM 419596101 855 37,171 SH   SOLE   35,671 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 390 15,400 SH   SOLE   15,400 0 0
HAWAIIAN HOLDINGS INC COM 419879101 396 64,800 SH   SOLE   64,800 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 439 400,000 PRN   SOLE   0 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 5,736 119,826 SH   SOLE   100,844 0 0
HCA HOLDINGS INC COM 40412C101 13,086 362,904 SH   SOLE   362,904 0 0
HCC INS HLDGS INC COM 404132102 11,338 263,012 SH   SOLE   263,012 0 0
HCI GROUP INC COM 40416E103 658 21,413 SH   SOLE   14,813 0 0
HCP INC COM 40414L109 22,621 497,812 SH   SOLE   468,312 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 63,137 1,742,200 SH   SOLE   1,688,700 0 0
HEADWATERS INC COM 42210P102 4,954 560,416 SH   SOLE   245,116 0 0
HEALTH CARE REIT INC COM 42217K106 19,030 283,896 SH   SOLE   267,996 0 0
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 34,433 25,975,000 PRN   SOLE   0 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 949 60,375 SH   SOLE   60,375 0 0
HEALTH NET INC COM 42222G108 27,328 858,817 SH   SOLE   858,817 0 0
HEALTHCARE RLTY TR COM 421946104 4,666 182,973 SH   SOLE   138,084 0 0
HEALTHCARE SVCS GRP INC COM 421906108 707 28,818 SH   SOLE   19,718 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,189 41,268 SH   SOLE   32,968 0 0
HEALTHSTREAM INC COM 42222N103 639 25,255 SH   SOLE   17,855 0 0
HEALTHWAYS INC COM 422245100 225 12,934 SH   SOLE   12,934 0 0
HECLA MNG CO COM 422704106 2,164 726,276 SH   SOLE   642,876 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 383 13,604 SH   SOLE   13,604 0 0
HELEN OF TROY CORP LTD COM G4388N106 8,655 225,561 SH   SOLE   172,061 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 24,105 1,046,234 SH   SOLE   979,534 0 0
HELMERICH & PAYNE INC COM 423452101 13,328 213,420 SH   SOLE   213,420 0 0
HENRY JACK & ASSOC INC COM 426281101 2,029 43,049 SH   SOLE   43,049 0 0
HERCULES OFFSHORE INC COM 427093109 945 134,209 SH   SOLE   91,309 0 0
HERCULES TECH GROWTH CAP INC COM 427096508 2,394 171,724 SH   SOLE   118,124 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 1,402 248,502 SH   SOLE   187,302 0 0
HERSHEY CO COM 427866108 50,712 568,009 SH   SOLE   560,809 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 2,269 91,492 SH   SOLE   91,492 0 0
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 157,400 52,325,000 PRN   SOLE   0 0 0
HESS CORP COM 42809H107 118,055 1,775,530 SH   SOLE   1,661,830 0 0
HEWLETT PACKARD CO COM 428236103 6,731 271,400 SH   SOLE   271,400 0 0
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HITTITE MICROWAVE CORP COM 43365Y104 1,330 22,928 SH   SOLE   22,928 0 0
HNI CORP COM 404251100 1,059 29,352 SH   SOLE   26,252 0 0
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HOLLYFRONTIER CORP COM 436106108 52,719 1,232,320 SH   SOLE   1,155,320 0 0
HOLOGIC INC COM 436440101 656 34,000 SH   SOLE   34,000 0 0
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HOME PROPERTIES INC COM 437306103 3,575 54,692 SH   SOLE   54,692 0 0
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HONEYWELL INTL INC COM 438516106 28,551 359,851 SH   SOLE   359,851 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 26,282 1,078,011 SH   SOLE   760,319 0 0
HORMEL FOODS CORP COM 440452100 26,345 682,878 SH   SOLE   682,878 0 0
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HORSEHEAD HLDG CORP COM 440694305 2,659 207,587 SH   SOLE   179,987 0 0
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HOST HOTELS & RESORTS INC COM 44107P104 12,519 742,109 SH   SOLE   691,509 0 0
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HUNTINGTON INGALLS INDS INC COM 446413106 1,163 20,600 SH   SOLE   20,600 0 0
HUNTSMAN CORP COM 447011107 16,740 1,010,885 SH   SOLE   1,010,885 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 299 63,215 SH   SOLE   43,915 0 0
HYATT HOTELS CORP COM CL A 448579102 408 10,100 SH   SOLE   10,100 0 0
HYDE PK ACQUISITION CORP II COM 448640102 14,220 1,390,000 SH   SOLE   1,390,000 0 0
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IAC INTERACTIVECORP COM PAR $.001 44919P508 45,878 964,631 SH   SOLE   964,631 0 0
IAMGOLD CORP COM 450913108 125 28,900 SH   SOLE   28,900 0 0
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ICONIX BRAND GROUP INC COM 451055107 1,151 39,130 SH   SOLE   22,930 0 0
ICU MED INC COM 44930G107 10,333 143,388 SH   SOLE   86,788 0 0
IDACORP INC COM 451107106 1,170 24,500 SH   SOLE   24,500 0 0
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INFINITY PHARMACEUTICALS INC COM 45665G303 912 56,098 SH   SOLE   32,898 0 0
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ING GLOBAL EQTY DIV & PREM O COM 45684E107 1,140 121,634 SH   SOLE   121,634 0 0
ING RISK MANAGED NAT RES FD COM 449810100 158 14,578 SH   SOLE   14,578 0 0
INGRAM MICRO INC CL A 457153104 32,356 1,703,828 SH   SOLE   1,703,828 0 0
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INTUIT COM 461202103 2,198 36,016 SH   SOLE   36,016 0 0
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ION GEOPHYSICAL CORP COM 462044108 1,166 193,742 SH   SOLE   193,742 0 0
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IRON MTN INC COM 462846106 1,329 49,926 SH   SOLE   49,926 0 0
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ISTAR FINL INC NOTE 3.000%11/1 45031UBR1 5,528 4,650,000 PRN   SOLE   0 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 20,170 1,561,132 SH   SOLE   1,316,252 0 0
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ITRON INC COM 465741106 9,447 222,647 SH   SOLE   222,647 0 0
ITT CORP NEW COM NEW 450911201 31,987 1,087,618 SH   SOLE   1,087,618 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 7,680 314,735 SH   SOLE   314,735 0 0
IXIA COM 45071R109 1,158 62,925 SH   SOLE   30,725 0 0
J & J SNACK FOODS CORP COM 466032109 1,018 13,084 SH   SOLE   3,584 0 0
J2 GLOBAL INC COM 48123V102 1,342 31,580 SH   SOLE   21,880 0 0
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JAMES RIVER COAL CO COM NEW 470355207 143 78,800 SH   SOLE   78,800 0 0
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JARDEN CORP COM 471109108 14,744 336,995 SH   SOLE   336,995 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 6,944 482,872 SH   SOLE   482,872 0 0
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JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,507 119,315 SH   SOLE   48,115 0 0
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JONES GROUP INC COM 48020T101 144 10,499 SH   SOLE   10,499 0 0
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KADANT INC COM 48282T104 1,660 55,008 SH   SOLE   51,308 0 0
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KANSAS CITY SOUTHERN COM NEW 485170302 4,914 46,373 SH   SOLE   46,373 0 0
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LOEWS CORP COM 540424108 32,133 723,720 SH   SOLE   701,820 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 8,002 133,413 SH   SOLE   93,613 0 0
LORILLARD INC COM 544147101 930 21,299 SH   SOLE   21,299 0 0
LOUISIANA PAC CORP COM 546347105 1,182 79,909 SH   SOLE   79,509 0 0
LOWES COS INC COM 548661107 72,192 1,765,086 SH   SOLE   1,721,386 0 0
LSB INDS INC COM 502160104 775 25,479 SH   SOLE   8,379 0 0
LSI CORPORATION COM 502161102 43,936 6,153,472 SH   SOLE   6,153,472 0 0
LTC PPTYS INC COM 502175102 9,679 247,863 SH   SOLE   167,876 0 0
LTX-CREDENCE CORP COM NEW 502403207 3,044 508,114 SH   SOLE   319,581 0 0
LUFKIN INDS INC COM 549764108 19,830 224,145 SH   SOLE   219,745 0 0
LULULEMON ATHLETICA INC COM 550021109 1,500 22,900 SH   SOLE   22,900 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1,838 23,605 SH   SOLE   16,905 0 0
LYDALL INC DEL COM 550819106 200 13,699 SH   SOLE   9,299 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 197,937 2,987,277 SH   SOLE   2,802,377 0 0
M & T BK CORP COM 55261F104 40,259 360,262 SH   SOLE   340,562 0 0
M D C HLDGS INC COM 552676108 1,667 51,279 SH   SOLE   37,579 0 0
M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 3,652 2,975,000 PRN   SOLE   0 0 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 3,118 3,000,000 PRN   SOLE   0 0 0
M/I HOMES INC COM 55305B101 1,373 59,786 SH   SOLE   19,586 0 0
MACERICH CO COM 554382101 6,486 106,388 SH   SOLE   99,088 0 0
MACK CALI RLTY CORP COM 554489104 1,099 44,872 SH   SOLE   44,872 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 457 8,548 SH   SOLE   6,648 0 0
MACYS INC COM 55616P104 90,867 1,893,055 SH   SOLE   1,796,955 0 0
MADDEN STEVEN LTD COM 556269108 1,095 22,632 SH   SOLE   22,632 0 0
MADISON CVRED CALL & EQ STR COM 557437100 1,087 137,018 SH   SOLE   137,018 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 1,036 17,491 SH   SOLE   17,491 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 11,013 196,373 SH   SOLE   185,936 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 474 8,690 SH   SOLE   8,690 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 844 59,500 SH   SOLE   25,300 0 0
MAGNA INTL INC COM 559222401 2,984 41,900 SH   SOLE   41,900 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 519 28,400 SH   SOLE   28,400 0 0
MAGNUM HUNTER RES CORP DEL COM 55973B102 123 33,600 SH   SOLE   0 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 291 25,947 SH   SOLE   16,147 0 0
MAIDENFORM BRANDS INC COM 560305104 751 43,332 SH   SOLE   16,532 0 0
MAIN STREET CAPITAL CORP COM 56035L104 679 24,517 SH   SOLE   13,917 0 0
MANHATTAN ASSOCS INC COM 562750109 6,591 85,416 SH   SOLE   41,809 0 0
MANITOWOC INC COM 563571108 726 40,544 SH   SOLE   40,544 0 0
MANNKIND CORP COM 56400P201 2,097 322,572 SH   SOLE   244,672 0 0
MANNKIND CORP NOTE 3.750%12/1 56400PAA0 1,808 1,850,000 PRN   SOLE   0 0 0
MANNKIND CORP NOTE 5.750% 8/1 56400PAC6 5,852 5,320,000 PRN   SOLE   0 0 0
MANPOWERGROUP INC COM 56418H100 43,721 797,826 SH   SOLE   797,826 0 0
MANULIFE FINL CORP COM 56501R106 4,428 276,400 SH   SOLE   276,400 0 0
MARATHON OIL CORP COM 565849106 115,168 3,330,468 SH   SOLE   3,121,568 0 0
MARATHON PETE CORP COM 56585A102 15,778 222,033 SH   SOLE   222,033 0 0
MARKEL CORP COM 570535104 517 981 SH   SOLE   598 0 0
MARKET LEADER INC COM 57056R103 1,638 153,049 SH   SOLE   153,049 0 0
MARKETAXESS HLDGS INC COM 57060D108 474 10,148 SH   SOLE   6,448 0 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 489 7,314 SH   SOLE   7,314 0 0
MARRIOTT INTL INC NEW CL A 571903202 510 12,628 SH   SOLE   12,628 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 4,156 96,124 SH   SOLE   52,124 0 0
MARSH & MCLENNAN COS INC COM 571748102 6,687 167,501 SH   SOLE   167,501 0 0
MARTEN TRANS LTD COM 573075108 164 10,446 SH   SOLE   7,596 0 0
MARTIN MARIETTA MATLS INC COM 573284106 482 4,900 SH   SOLE   4,900 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 367 8,334 SH   SOLE   8,334 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 86,725 7,406,093 SH   SOLE   6,867,793 0 0
MASCO CORP COM 574599106 6,379 327,300 SH   SOLE   327,300 0 0
MASTEC INC COM 576323109 428 12,995 SH   SOLE   8,795 0 0
MASTEC INC NOTE 4.000% 6/1 576323AL3 6,845 3,250,000 PRN   SOLE   0 0 0
MASTEC INC NOTE 4.250%12/1 576323AM1 14,028 6,500,000 PRN   SOLE   0 0 0
MASTERCARD INC CL A 57636Q104 9,923 17,273 SH   SOLE   17,173 0 0
MATERION CORP COM 576690101 1,087 40,119 SH   SOLE   24,919 0 0
MATTEL INC COM 577081102 23,199 512,002 SH   SOLE   512,002 0 0
MATTSON TECHNOLOGY INC COM 577223100 52 23,900 SH   SOLE   0 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 19,158 689,631 SH   SOLE   648,931 0 0
MAXIMUS INC COM 577933104 2,537 34,058 SH   SOLE   25,070 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 247 34,500 SH   SOLE   1,200 0 0
MB FINANCIAL INC NEW COM 55264U108 1,889 70,497 SH   SOLE   32,397 0 0
MCCORMICK & CO INC COM NON VTG 579780206 12,608 179,186 SH   SOLE   179,186 0 0
MCDERMOTT INTL INC COM 580037109 10,160 1,242,026 SH   SOLE   1,242,026 0 0
MCDONALDS CORP COM 580135101 20,041 202,430 SH   SOLE   189,430 0 0
MCEWEN MNG INC COM 58039P107 103 61,048 SH   SOLE   3,600 0 0
MCG CAPITAL CORP COM 58047P107 1,368 262,506 SH   SOLE   242,806 0 0
MCGRATH RENTCORP COM 580589109 286 8,383 SH   SOLE   4,483 0 0
MCGRAW HILL FINL INC COM 580645109 12,672 238,240 SH   SOLE   233,540 0 0
MCKESSON CORP COM 58155Q103 84,494 737,940 SH   SOLE   690,540 0 0
MDU RES GROUP INC COM 552690109 4,173 161,045 SH   SOLE   161,045 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 14,527 183,351 SH   SOLE   183,351 0 0
MEADOWBROOK INS GROUP INC COM 58319P108 246 30,606 SH   SOLE   30,606 0 0
MEADWESTVACO CORP COM 583334107 7,432 217,897 SH   SOLE   212,297 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 356 7,659 SH   SOLE   3,959 0 0
MECHEL OAO SPONSORED ADR 583840103 39 13,400 SH   SOLE   13,400 0 0
MEDALLION FINL CORP COM 583928106 179 12,891 SH   SOLE   7,891 0 0
MEDASSETS INC COM 584045108 879 49,539 SH   SOLE   22,739 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,862 199,871 SH   SOLE   144,771 0 0
MEDICINES CO COM 584688105 2,236 72,707 SH   SOLE   36,807 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,430 18,459 SH   SOLE   10,959 0 0
MEDIFAST INC COM 58470H101 4,755 184,603 SH   SOLE   91,703 0 0
MEDIVATION INC COM 58501N101 1,973 40,104 SH   SOLE   40,104 0 0
MEDLEY CAP CORP COM 58503F106 666 49,026 SH   SOLE   28,826 0 0
MEDTRONIC INC COM 585055106 116,663 2,266,615 SH   SOLE   2,065,415 0 0
MEMSIC INC COM 586264103 3,661 892,920 SH   SOLE   892,920 0 0
MENS WEARHOUSE INC COM 587118100 1,455 38,430 SH   SOLE   38,430 0 0
MENTOR GRAPHICS CORP COM 587200106 4,030 206,159 SH   SOLE   159,559 0 0
MERCADOLIBRE INC COM 58733R102 345 3,200 SH   SOLE   3,200 0 0
MERCK & CO INC NEW COM 58933Y105 155,197 3,341,167 SH   SOLE   2,989,367 0 0
MEREDITH CORP COM 589433101 735 15,400 SH   SOLE   9,400 0 0
MERGE HEALTHCARE INC COM 589499102 168 46,546 SH   SOLE   30,746 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 227 10,540 SH   SOLE   10,540 0 0
MERIT MED SYS INC COM 589889104 197 17,651 SH   SOLE   16,551 0 0
MERITAGE HOMES CORP COM 59001A102 1,207 27,848 SH   SOLE   18,548 0 0
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 3,418 3,100,000 PRN   SOLE   0 0 0
MERITOR INC COM 59001K100 4,366 619,226 SH   SOLE   361,326 0 0
MERU NETWORKS INC COM 59047Q103 95 23,689 SH   SOLE   15,689 0 0
MET PRO CORP COM 590876306 16,710 1,243,314 SH   SOLE   1,243,314 0 0
METHODE ELECTRS INC COM 591520200 1,278 75,146 SH   SOLE   67,646 0 0
METLIFE INC COM 59156R108 56,331 1,231,002 SH   SOLE   1,062,902 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,312 11,491 SH   SOLE   11,491 0 0
MFA FINL INC COM 55272X102 1,085 128,417 SH   SOLE   128,417 0 0
MGE ENERGY INC COM 55277P104 1,322 24,144 SH   SOLE   13,844 0 0
MGIC INVT CORP WIS COM 552848103 5,384 887,050 SH   SOLE   705,550 0 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 11,066 10,750,000 PRN   SOLE   0 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 13,536 11,900,000 PRN   SOLE   0 0 0
MGM RESORTS INTERNATIONAL COM 552953101 5,072 343,200 SH   SOLE   343,200 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 9,732 8,675,000 PRN   SOLE   0 0 0
MICREL INC COM 594793101 272 27,500 SH   SOLE   0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,013 27,200 SH   SOLE   27,200 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 59,928 41,170,000 PRN   SOLE   0 0 0
MICRON TECHNOLOGY INC COM 595112103 16,544 1,154,526 SH   SOLE   1,154,526 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 40,387 35,350,000 PRN   SOLE   0 0 0
MICRON TECHNOLOGY INC NOTE 1.500% 8/0 595112AQ6 770 500,000 PRN   SOLE   0 0 0
MICROS SYS INC COM 594901100 292 6,765 SH   SOLE   6,765 0 0
MICROSOFT CORP COM 594918104 209,610 6,070,369 SH   SOLE   5,640,669 0 0
MICROSTRATEGY INC CL A NEW 594972408 611 7,026 SH   SOLE   7,026 0 0
MID-AMER APT CMNTYS INC COM 59522J103 939 13,851 SH   SOLE   13,851 0 0
MIDDLEBY CORP COM 596278101 231 1,356 SH   SOLE   1,356 0 0
MILLER HERMAN INC COM 600544100 1,493 55,139 SH   SOLE   46,539 0 0
MINE SAFETY APPLIANCES CO COM 602720104 1,115 23,961 SH   SOLE   6,661 0 0
MINERALS TECHNOLOGIES INC COM 603158106 8,950 216,493 SH   SOLE   134,159 0 0
MINES MGMT INC COM 603432105 11 20,000 SH   SOLE   20,000 0 0
MISTRAS GROUP INC COM 60649T107 350 19,936 SH   SOLE   10,336 0 0
MITCHAM INDS INC COM 606501104 2,221 132,362 SH   SOLE   81,762 0 0
MITEK SYS INC COM NEW 606710200 224 38,803 SH   SOLE   17,103 0 0
MKS INSTRUMENT INC COM 55306N104 21,363 804,937 SH   SOLE   793,437 0 0
MOBILE MINI INC COM 60740F105 978 29,500 SH   SOLE   18,000 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 824 43,530 SH   SOLE   43,530 0 0
MODINE MFG CO COM 607828100 3,080 283,050 SH   SOLE   151,750 0 0
MOHAWK INDS INC COM 608190104 19,882 176,749 SH   SOLE   176,749 0 0
MOLEX INC COM 608554101 3,684 125,579 SH   SOLE   125,579 0 0
MOLEX INC CL A 608554200 3,688 148,347 SH   SOLE   148,347 0 0
MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 1,289 1,000,000 PRN   SOLE   0 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,393 29,100 SH   SOLE   29,100 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 7,772 516,084 SH   SOLE   358,184 0 0
MONDELEZ INTL INC CL A 609207105 46,545 1,631,457 SH   SOLE   1,485,057 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 166 16,835 SH   SOLE   11,035 0 0
MONOLITHIC PWR SYS INC COM 609839105 602 24,976 SH   SOLE   13,076 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 1,326 52,188 SH   SOLE   19,688 0 0
MONSANTO CO NEW COM 61166W101 108,033 1,093,450 SH   SOLE   1,020,550 0 0
MONSTER BEVERAGE CORP COM 611740101 1,040 17,117 SH   SOLE   17,117 0 0
MONSTER WORLDWIDE INC COM 611742107 385 78,352 SH   SOLE   78,352 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 12,773 510,713 SH   SOLE   326,022 0 0
MOODYS CORP COM 615369105 2,897 47,542 SH   SOLE   47,542 0 0
MORGAN STANLEY COM NEW 617446448 12,886 527,479 SH   SOLE   527,479 0 0
MORGAN STANLEY TRUSTS INCOME SECS INC 61745P874 1,254 73,653 SH   SOLE   73,653 0 0
MOSAIC CO NEW COM 61945C103 6,699 124,491 SH   SOLE   124,491 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 11,923 206,535 SH   SOLE   206,535 0 0
MOVADO GROUP INC COM 624580106 6,738 199,163 SH   SOLE   123,663 0 0
MOVE INC COM NEW 62458M207 3,967 309,450 SH   SOLE   92,525 0 0
MPG OFFICE TR INC COM 553274101 11,072 3,526,116 SH   SOLE   3,526,116 0 0
MSC INDL DIRECT INC CL A 553530106 3,190 41,180 SH   SOLE   41,180 0 0
MSCI INC COM 55354G100 579 17,400 SH   SOLE   17,400 0 0
MTS SYS CORP COM 553777103 858 15,153 SH   SOLE   8,153 0 0
MUELLER INDS INC COM 624756102 8,102 160,662 SH   SOLE   135,524 0 0
MUELLER WTR PRODS INC COM SER A 624758108 5,067 733,356 SH   SOLE   375,556 0 0
MULTI COLOR CORP COM 625383104 279 9,203 SH   SOLE   6,303 0 0
MULTIBAND CORP COM NEW 62544X209 2,499 788,371 SH   SOLE   788,371 0 0
MULTIMEDIA GAMES HLDG CO INC COM 625453105 4,794 183,890 SH   SOLE   75,090 0 0
MURPHY OIL CORP COM 626717102 45,426 746,028 SH   SOLE   694,228 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 1,818 14,755 SH   SOLE   9,255 0 0
MYERS INDS INC COM 628464109 1,342 89,399 SH   SOLE   27,999 0 0
MYLAN INC COM 628530107 4,006 129,100 SH   SOLE   129,100 0 0
MYR GROUP INC DEL COM 55405W104 6,976 358,650 SH   SOLE   174,250 0 0
MYRIAD GENETICS INC COM 62855J104 7,439 276,849 SH   SOLE   276,849 0 0
NABORS INDUSTRIES LTD SHS G6359F103 33,288 2,174,285 SH   SOLE   1,849,485 0 0
NACCO INDS INC CL A 629579103 6,009 104,899 SH   SOLE   82,161 0 0
NANOMETRICS INC COM 630077105 300 20,425 SH   SOLE   10,525 0 0
NANOSPHERE INC COM 63009F105 91 29,670 SH   SOLE   1,470 0 0
NASDAQ OMX GROUP INC COM 631103108 663 20,231 SH   SOLE   20,231 0 0
NASH FINCH CO COM 631158102 2,254 102,417 SH   SOLE   95,143 0 0
NATIONAL FINL PARTNERS CORP COM 63607P208 26,420 1,043,867 SH   SOLE   1,043,867 0 0
NATIONAL FINL PARTNERS CORP NOTE 4.000% 6/1 63607PAC3 20,463 10,000,000 PRN   SOLE   0 0 0
NATIONAL FUEL GAS CO N J COM 636180101 806 13,900 SH   SOLE   13,900 0 0
NATIONAL HEALTH INVS INC COM 63633D104 2,935 49,037 SH   SOLE   34,562 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,570 37,296 SH   SOLE   37,296 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 5,522 543,462 SH   SOLE   295,362 0 0
NATIONAL PRESTO INDS INC COM 637215104 562 7,800 SH   SOLE   2,600 0 0
NATIONAL RESH CORP CL B 637372301 209 5,980 SH   SOLE   3,780 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 2,680 77,893 SH   SOLE   77,893 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 1,032 27,570 SH   SOLE   27,570 0 0
NAUTILUS INC COM 63910B102 441 50,757 SH   SOLE   24,857 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 182 68,138 SH   SOLE   46,538 0 0
NAVIGANT CONSULTING INC COM 63935N107 3,261 271,754 SH   SOLE   229,454 0 0
NAVISTAR INTL CORP NEW COM 63934E108 752 27,100 SH   SOLE   27,100 0 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 586 600,000 PRN   SOLE   0 0 0
NBT BANCORP INC COM 628778102 8,038 379,668 SH   SOLE   242,968 0 0
NCI BUILDING SYS INC COM NEW 628852204 121 17,936 SH   SOLE   17,936 0 0
NCR CORP NEW COM 62886E108 28,490 863,590 SH   SOLE   863,590 0 0
NEENAH PAPER INC COM 640079109 2,155 67,843 SH   SOLE   57,143 0 0
NEKTAR THERAPEUTICS COM 640268108 782 67,748 SH   SOLE   34,848 0 0
NELNET INC CL A 64031N108 16,593 459,758 SH   SOLE   280,712 0 0
NEOGEN CORP COM 640491106 572 10,300 SH   SOLE   8,700 0 0
NETAPP INC COM 64110D104 10,402 275,343 SH   SOLE   275,343 0 0
NETFLIX INC COM 64110L106 5,677 26,896 SH   SOLE   26,896 0 0
NETLIST INC COM 64118P109 17 19,500 SH   SOLE   13,900 0 0
NETSCOUT SYS INC COM 64115T104 2,240 95,976 SH   SOLE   50,376 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 340 33,781 SH   SOLE   15,281 0 0
NETSPEND HLDGS INC COM 64118V106 29,367 1,838,892 SH   SOLE   1,838,892 0 0
NETSUITE INC COM 64118Q107 786 8,572 SH   SOLE   8,572 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,507 187,400 SH   SOLE   60,200 0 0
NEUSTAR INC CL A 64126X201 1,845 37,909 SH   SOLE   37,909 0 0
NEW JERSEY RES COM 646025106 653 15,721 SH   SOLE   15,721 0 0
NEW MTN FIN CORP COM 647551100 384 27,121 SH   SOLE   25,021 0 0
NEW RESIDENTIAL INVT CORP COM 64828T102 7,571 1,123,340 SH   SOLE   1,123,340 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,264 90,258 SH   SOLE   90,258 0 0
NEW YORK TIMES CO CL A 650111107 4,282 387,117 SH   SOLE   334,617 0 0
NEWCASTLE INVT CORP COM 65105M108 6,982 1,335,017 SH   SOLE   1,335,017 0 0
NEWELL RUBBERMAID INC COM 651229106 24,475 932,400 SH   SOLE   932,400 0 0
NEWFIELD EXPL CO COM 651290108 30,660 1,283,376 SH   SOLE   1,209,076 0 0
NEWMARKET CORP COM 651587107 746 2,842 SH   SOLE   2,842 0 0
NEWMONT MINING CORP COM 651639106 8,776 293,018 SH   SOLE   269,318 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 2,067 188,104 SH   SOLE   133,604 0 0
NEWPORT CORP COM 651824104 1,497 107,500 SH   SOLE   64,700 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 1,269 35,779 SH   SOLE   21,679 0 0
NEXTERA ENERGY INC COM 65339F101 1,926 23,632 SH   SOLE   23,632 0 0
NIC INC COM 62914B100 1,137 68,774 SH   SOLE   26,174 0 0
NIELSEN HOLDINGS N V COM N63218106 521 15,500 SH   SOLE   15,500 0 0
NIKE INC CL B 654106103 10,737 168,606 SH   SOLE   168,606 0 0
NISOURCE INC COM 65473P105 2,353 82,165 SH   SOLE   82,165 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 2,864 76,200 SH   SOLE   76,200 0 0
NOBLE ENERGY INC COM 655044105 6,923 115,308 SH   SOLE   115,308 0 0
NORANDA ALUM HLDG CORP COM 65542W107 2,561 792,900 SH   SOLE   373,900 0 0
NORDSON CORP COM 655663102 1,409 20,322 SH   SOLE   20,322 0 0
NORFOLK SOUTHERN CORP COM 655844108 16,139 222,153 SH   SOLE   222,153 0 0
NORTHEAST UTILS COM 664397106 931 22,158 SH   SOLE   22,158 0 0
NORTHERN TR CORP COM 665859104 1,881 32,483 SH   SOLE   32,483 0 0
NORTHGATE MINERALS CORP NOTE 3.500%10/0 666416AB8 1,232 1,300,000 PRN   SOLE   0 0 0
NORTHROP GRUMMAN CORP COM 666807102 146,894 1,774,086 SH   SOLE   1,747,986 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 313 34,342 SH   SOLE   34,342 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 1,508 111,646 SH   SOLE   52,317 0 0
NORTHWEST NAT GAS CO COM 667655104 468 11,022 SH   SOLE   11,022 0 0
NORTHWESTERN CORP COM NEW 668074305 14,358 359,851 SH   SOLE   343,587 0 0
NOVAVAX INC COM 670002104 210 102,600 SH   SOLE   71,700 0 0
NPS PHARMACEUTICALS INC COM 62936P103 1,991 131,857 SH   SOLE   91,930 0 0
NRG ENERGY INC COM NEW 629377508 2,651 99,298 SH   SOLE   99,298 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 14,917 244,058 SH   SOLE   244,058 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,032 110,555 SH   SOLE   110,555 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 1,449 1,400,000 PRN   SOLE   0 0 0
NUCOR CORP COM 670346105 521 12,029 SH   SOLE   12,029 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 261 5,726 SH   SOLE   5,726 0 0
NUTRI SYS INC NEW COM 67069D108 1,821 154,600 SH   SOLE   51,100 0 0
NUVASIVE INC COM 670704105 3,823 154,200 SH   SOLE   86,300 0 0
NUVEEN EQUITY PREM & GROWTH COM 6706EW100 377 27,325 SH   SOLE   27,325 0 0
NUVEEN EQUITY PREM ADV FD COM 6706ET107 1,008 81,652 SH   SOLE   81,652 0 0
NUVEEN EQUITY PREM INCOME FD COM 6706ER101 256 20,365 SH   SOLE   20,365 0 0
NUVEEN QUALITY PFD INC FD 3 COM 67072W101 220 26,136 SH   SOLE   26,136 0 0
NUVEEN QUALITY PFD INCOME FD COM 67071S101 497 59,847 SH   SOLE   59,847 0 0
NUVEEN QUALITY PFD INCOME FD COM 67072C105 1,769 203,089 SH   SOLE   203,089 0 0
NV ENERGY INC COM 67073Y106 34,549 1,472,669 SH   SOLE   1,472,669 0 0
NVIDIA CORP COM 67066G104 67,838 4,835,182 SH   SOLE   4,537,382 0 0
NVR INC COM 62944T105 4,141 4,491 SH   SOLE   4,491 0 0
NYSE EURONEXT COM 629491101 119,728 2,891,980 SH   SOLE   2,891,980 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 36,819 326,931 SH   SOLE   326,931 0 0
OASIS PETE INC NEW COM 674215108 776 19,976 SH   SOLE   6,776 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 32,861 368,278 SH   SOLE   307,978 0 0
OCEANEERING INTL INC COM 675232102 19,030 263,573 SH   SOLE   263,573 0 0
OCLARO INC COM NEW 67555N206 434 367,752 SH   SOLE   367,752 0 0
OCWEN FINL CORP COM NEW 675746309 6,883 166,978 SH   SOLE   119,078 0 0
OCZ TECHNOLOGY GROUP INC COM 67086E303 411 283,500 SH   SOLE   129,000 0 0
ODYSSEY MARINE EXPLORATION I COM 676118102 149 50,200 SH   SOLE   26,100 0 0
OFFICE DEPOT INC COM 676220106 1,964 507,620 SH   SOLE   328,520 0 0
OFFICEMAX INC DEL COM 67622P101 2,015 196,928 SH   SOLE   115,728 0 0
OFG BANCORP COM 67103X102 736 40,621 SH   SOLE   40,621 0 0
OGE ENERGY CORP COM 670837103 10,315 151,245 SH   SOLE   151,245 0 0
OIL STS INTL INC COM 678026105 7,319 79,000 SH   SOLE   79,000 0 0
OLD DOMINION FGHT LINES INC COM 679580100 5,387 129,431 SH   SOLE   129,431 0 0
OLD NATL BANCORP IND COM 680033107 2,282 165,032 SH   SOLE   94,132 0 0
OLD REP INTL CORP COM 680223104 156 12,100 SH   SOLE   12,100 0 0
OLIN CORP COM PAR $1 680665205 2,066 86,356 SH   SOLE   86,356 0 0
OM GROUP INC COM 670872100 1,898 61,396 SH   SOLE   22,796 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 3,932 126,763 SH   SOLE   110,463 0 0
OMEGA PROTEIN CORP COM 68210P107 195 21,700 SH   SOLE   13,000 0 0
OMNICARE INC COM 681904108 40,651 852,052 SH   SOLE   852,052 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 15,499 8,355,000 PRN   SOLE   0 0 0
OMNICOM GROUP INC COM 681919106 3,481 55,364 SH   SOLE   55,364 0 0
ON ASSIGNMENT INC COM 682159108 1,222 45,726 SH   SOLE   28,126 0 0
ON SEMICONDUCTOR CORP COM 682189105 10,487 1,297,874 SH   SOLE   1,297,874 0 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 367 25,361 SH   SOLE   15,061 0 0
ONEOK INC NEW COM 682680103 4,451 107,746 SH   SOLE   107,746 0 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 301 6,078 SH   SOLE   6,078 0 0
ONYX PHARMACEUTICALS INC COM 683399109 1,147 13,208 SH   SOLE   13,208 0 0
OPENTABLE INC COM 68372A104 748 11,700 SH   SOLE   7,100 0 0
OPKO HEALTH INC COM 68375N103 241 33,945 SH   SOLE   23,745 0 0
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 1,128 64,946 SH   SOLE   64,146 0 0
ORACLE CORP COM 68389X105 51,514 1,676,873 SH   SOLE   1,536,473 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 1,271 327,584 SH   SOLE   122,184 0 0
ORBITAL SCIENCES CORP COM 685564106 1,125 64,764 SH   SOLE   61,764 0 0
ORBITZ WORLDWIDE INC COM 68557K109 682 84,914 SH   SOLE   57,314 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 1,218 208,267 SH   SOLE   79,067 0 0
ORIENT-EXPRESS HOTELS LTD CL A G67743107 1,697 139,516 SH   SOLE   43,216 0 0
ORITANI FINL CORP DEL COM 68633D103 3,210 204,736 SH   SOLE   107,536 0 0
ORTHOFIX INTL N V COM N6748L102 7,787 289,496 SH   SOLE   181,696 0 0
OSHKOSH CORP COM 688239201 16,064 423,078 SH   SOLE   423,078 0 0
OSI SYSTEMS INC COM 671044105 512 7,955 SH   SOLE   6,555 0 0
OTTER TAIL CORP COM 689648103 5,563 195,865 SH   SOLE   136,865 0 0
OVERSTOCK COM INC DEL COM 690370101 829 29,385 SH   SOLE   17,085 0 0
OWENS & MINOR INC NEW COM 690732102 3,108 91,873 SH   SOLE   91,873 0 0
OWENS CORNING NEW COM 690742101 1,149 29,400 SH   SOLE   29,400 0 0
OWENS ILL INC COM NEW 690768403 56,158 2,020,802 SH   SOLE   1,897,802 0 0
OXFORD INDS INC COM 691497309 273 4,375 SH   SOLE   4,375 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 17,803 416,539 SH   SOLE   359,239 0 0
PACCAR INC COM 693718108 2,636 49,120 SH   SOLE   49,120 0 0
PACER INTL INC TENN COM 69373H106 1,539 243,919 SH   SOLE   174,719 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 259 70,997 SH   SOLE   47,897 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 1,218 42,015 SH   SOLE   23,815 0 0
PACKAGING CORP AMER COM 695156109 11,708 239,133 SH   SOLE   239,133 0 0
PACWEST BANCORP DEL COM 695263103 5,540 180,737 SH   SOLE   115,437 0 0
PALL CORP COM 696429307 8,630 129,904 SH   SOLE   129,904 0 0
PANERA BREAD CO CL A 69840W108 9,101 48,948 SH   SOLE   48,948 0 0
PAPA JOHNS INTL INC COM 698813102 4,524 69,212 SH   SOLE   35,212 0 0
PAREXEL INTL CORP COM 699462107 961 20,928 SH   SOLE   13,428 0 0
PARKER DRILLING CO COM 701081101 11,363 2,281,654 SH   SOLE   1,679,054 0 0
PARKER HANNIFIN CORP COM 701094104 35,103 367,960 SH   SOLE   344,260 0 0
PARKERVISION INC COM 701354102 613 134,690 SH   SOLE   93,790 0 0
PARKWAY PPTYS INC COM 70159Q104 1,431 85,409 SH   SOLE   72,409 0 0
PARTNERRE LTD COM G6852T105 8,259 91,200 SH   SOLE   91,200 0 0
PATRICK INDS INC COM 703343103 514 24,722 SH   SOLE   20,722 0 0
PATTERSON COMPANIES INC COM 703395103 26,360 701,074 SH   SOLE   656,274 0 0
PATTERSON UTI ENERGY INC COM 703481101 24,891 1,286,000 SH   SOLE   1,286,000 0 0
PAYCHEX INC COM 704326107 1,933 52,930 SH   SOLE   52,930 0 0
PBF ENERGY INC CL A 69318G106 6,779 261,728 SH   SOLE   261,728 0 0
PDC ENERGY INC COM 69327R101 1,744 33,881 SH   SOLE   26,681 0 0
PDF SOLUTIONS INC COM 693282105 276 14,954 SH   SOLE   12,254 0 0
PDL BIOPHARMA INC COM 69329Y104 22,972 2,975,678 SH   SOLE   2,248,903 0 0
PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAE4 11,086 8,125,000 PRN   SOLE   0 0 0
PEABODY ENERGY CORP COM 704549104 11,535 787,900 SH   SOLE   726,800 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 791 30,613 SH   SOLE   30,613 0 0
PEGASYSTEMS INC COM 705573103 247 7,454 SH   SOLE   3,554 0 0
PENDRELL CORP COM 70686R104 86 32,700 SH   SOLE   20,600 0 0
PENN VA CORP COM 707882106 7,634 1,624,343 SH   SOLE   1,192,543 0 0
PENN WEST PETE LTD NEW COM 707887105 692 65,379 SH   SOLE   65,379 0 0
PENNANTPARK INVT CORP COM 708062104 5,528 500,269 SH   SOLE   321,069 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 10,752 569,485 SH   SOLE   517,185 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 212 6,931 SH   SOLE   131 0 0
PENTAIR LTD SHS H6169Q108 840 14,552 SH   SOLE   14,552 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 2,606 174,904 SH   SOLE   174,904 0 0
PEPSICO INC COM 713448108 100,291 1,226,200 SH   SOLE   1,142,300 0 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 412 319,239 SH   SOLE   212,839 0 0
PERKINELMER INC COM 714046109 2,928 90,093 SH   SOLE   90,093 0 0
PERRIGO CO COM 714290103 1,205 9,955 SH   SOLE   9,955 0 0
PETMED EXPRESS INC COM 716382106 3,832 304,100 SH   SOLE   104,400 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 8,619 77,876 SH   SOLE   77,876 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 27,557 1,879,767 SH   SOLE   1,451,667 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3,044 227,000 SH   SOLE   227,000 0 0
PETROLEUM & RES CORP COM 716549100 2,923 113,840 SH   SOLE   113,840 0 0
PETROQUEST ENERGY INC COM 716748108 1,363 344,290 SH   SOLE   205,390 0 0
PETSMART INC COM 716768106 56,670 845,952 SH   SOLE   779,252 0 0
PFIZER INC COM 717081103 28,009 40,300 SH Call SOLE   0 0 0
PFIZER INC COM 717081103 302,580 10,802,570 SH   SOLE   10,343,007 0 0
PG&E CORP COM 69331C108 20,790 454,618 SH   SOLE   423,318 0 0
PGT INC COM 69336V101 654 75,416 SH   SOLE   51,516 0 0
PHARMACYCLICS INC COM 716933106 3,648 45,906 SH   SOLE   29,906 0 0
PHARMERICA CORP COM 71714F104 6,997 504,868 SH   SOLE   345,268 0 0
PHH CORP COM NEW 693320202 346 16,973 SH   SOLE   9,973 0 0
PHH CORP NOTE 6.000% 6/1 693320AQ6 73,129 40,627,000 PRN   SOLE   0 0 0
PHILIP MORRIS INTL INC COM 718172109 44,865 517,948 SH   SOLE   429,248 0 0
PHILLIPS 66 COM 718546104 44,457 754,652 SH   SOLE   754,652 0 0
PHOTRONICS INC COM 719405102 3,325 412,471 SH   SOLE   312,671 0 0
PHOTRONICS INC NOTE 5.500%10/0 719405AF9 14,020 8,250,000 PRN   SOLE   0 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,860 104,047 SH   SOLE   104,047 0 0
PIER 1 IMPORTS INC COM 720279108 19,098 813,038 SH   SOLE   806,138 0 0
PIKE ELEC CORP COM 721283109 368 29,900 SH   SOLE   20,500 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 7,462 499,452 SH   SOLE   248,252 0 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 4,729 206,407 SH   SOLE   206,407 0 0
PINNACLE ENTMT INC COM 723456109 968 49,190 SH   SOLE   35,090 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 5,699 221,684 SH   SOLE   189,284 0 0
PINNACLE WEST CAP CORP COM 723484101 33,416 602,415 SH   SOLE   573,815 0 0
PIONEER ENERGY SVCS CORP COM 723664108 1,317 198,900 SH   SOLE   96,000 0 0
PIONEER NAT RES CO COM 723787107 4,100 28,326 SH   SOLE   28,326 0 0
PIPER JAFFRAY COS COM 724078100 7,041 222,735 SH   SOLE   134,935 0 0
PITNEY BOWES INC COM 724479100 668 45,500 SH   SOLE   45,500 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 450 8,056 SH   SOLE   8,056 0 0
PLANTRONICS INC NEW COM 727493108 8,760 199,446 SH   SOLE   199,446 0 0
PLATINUM UNDERWRITER HLDGS L COM G7127P100 20,180 352,682 SH   SOLE   226,782 0 0
PLEXUS CORP COM 729132100 392 13,100 SH   SOLE   10,500 0 0
PLUM CREEK TIMBER CO INC COM 729251108 3,356 71,900 SH   SOLE   71,900 0 0
PLX TECHNOLOGY INC COM 693417107 6,275 1,318,363 SH   SOLE   1,123,463 0 0
PMC-SIERRA INC COM 69344F106 6,253 984,662 SH   SOLE   984,662 0 0
PNC FINL SVCS GROUP INC COM 693475105 31,193 427,770 SH   SOLE   427,270 0 0
PNM RES INC COM 69349H107 7,170 323,110 SH   SOLE   255,510 0 0
POLARIS INDS INC COM 731068102 9,935 104,584 SH   SOLE   104,584 0 0
POLYCOM INC COM 73172K104 26,178 2,483,728 SH   SOLE   2,483,728 0 0
POLYONE CORP COM 73179P106 4,192 169,159 SH   SOLE   159,959 0 0
POLYPORE INTL INC COM 73179V103 415 10,300 SH   SOLE   10,300 0 0
POOL CORPORATION COM 73278L105 666 12,699 SH   SOLE   10,199 0 0
POPULAR INC COM NEW 733174700 25,345 835,641 SH   SOLE   835,641 0 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 1,246 8,112 SH   SOLE   4,612 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 11,881 388,406 SH   SOLE   335,433 0 0
POSCO SPONSORED ADR 693483109 952 14,633 SH   SOLE   14,633 0 0
POST HLDGS INC COM 737446104 1,558 35,689 SH   SOLE   28,389 0 0
POST PPTYS INC COM 737464107 3,524 71,202 SH   SOLE   71,202 0 0
POTASH CORP SASK INC COM 73755L107 3,561 93,400 SH   SOLE   93,400 0 0
POTLATCH CORP NEW COM 737630103 12,681 313,569 SH   SOLE   226,811 0 0
POWER ONE INC NEW COM 73930R102 12,688 2,007,608 SH   SOLE   1,740,908 0 0
POWERSECURE INTL INC COM 73936N105 316 21,046 SH   SOLE   13,346 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,311 18,400 SH   SOLE   18,400 0 0
POZEN INC COM 73941U102 1,248 249,200 SH   SOLE   77,100 0 0
PPG INDS INC COM 693506107 72,821 497,379 SH   SOLE   481,481 0 0
PPL CORP COM 69351T106 3,672 121,333 SH   SOLE   121,333 0 0
PPL CORP UNIT 99/99/9999 69351T601 23,182 439,050 SH   SOLE   439,050 0 0
PRAXAIR INC COM 74005P104 1,063 9,232 SH   SOLE   9,232 0 0
PRECISION CASTPARTS CORP COM 740189105 1,123 4,968 SH   SOLE   4,968 0 0
PRECISION DRILLING CORP COM 2010 74022D308 384 44,900 SH   SOLE   44,900 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 291 24,108 SH   SOLE   20,308 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 7,190 246,742 SH   SOLE   125,442 0 0
PRICE T ROWE GROUP INC COM 74144T108 664 9,079 SH   SOLE   9,079 0 0
PRICELINE COM INC COM NEW 741503403 3,557 4,301 SH   SOLE   4,301 0 0
PRICELINE COM INC NOTE 1.250% 3/1 741503AN6 23,253 8,500,000 PRN   SOLE   0 0 0
PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 117 100,000 PRN   SOLE   0 0 0
PRICESMART INC COM 741511109 703 8,019 SH   SOLE   8,019 0 0
PRIME ACQUISITION CORP SHS G72436101 5,339 535,000 SH   SOLE   535,000 0 0
PRIMERICA INC COM 74164M108 10,615 283,520 SH   SOLE   226,720 0 0
PRIMORIS SVCS CORP COM 74164F103 2,883 146,214 SH   SOLE   84,614 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 3,513 93,800 SH   SOLE   93,800 0 0
PROASSURANCE CORP COM 74267C106 4,659 89,330 SH   SOLE   89,330 0 0
PROCERA NETWORKS INC COM NEW 74269U203 207 15,100 SH   SOLE   10,000 0 0
PROCTER & GAMBLE CO COM 742718109 231,460 3,006,358 SH   SOLE   2,779,658 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 1,115 250,000 SH   SOLE   250,000 0 0
PROGRESS SOFTWARE CORP COM 743312100 373 16,206 SH   SOLE   16,206 0 0
PROGRESSIVE CORP OHIO COM 743315103 904 35,565 SH   SOLE   35,565 0 0
PROLOGIS INC COM 74340W103 17,993 477,026 SH   SOLE   438,945 0 0
PROS HOLDINGS INC COM 74346Y103 958 31,971 SH   SOLE   11,471 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 6,837 633,058 SH   SOLE   386,258 0 0
PROSPERITY BANCSHARES INC COM 743606105 2,043 39,453 SH   SOLE   32,053 0 0
PROTECTIVE LIFE CORP COM 743674103 34,859 907,554 SH   SOLE   907,554 0 0
PROTO LABS INC COM 743713109 954 14,685 SH   SOLE   9,285 0 0
PROVIDENCE SVC CORP COM 743815102 268 9,200 SH   SOLE   7,200 0 0
PROVIDENT FINL SVCS INC COM 74386T105 7,562 479,186 SH   SOLE   293,697 0 0
PRUDENTIAL FINL INC COM 744320102 23,727 324,899 SH   SOLE   277,599 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 7,152 99,101 SH   SOLE   77,058 0 0
PTC INC COM 69370C100 1,049 42,748 SH   SOLE   35,348 0 0
PUBLIC STORAGE COM 74460D109 23,365 152,385 SH   SOLE   143,285 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 12,438 380,848 SH   SOLE   380,848 0 0
PULTE GROUP INC COM 745867101 44,842 2,363,818 SH   SOLE   2,363,818 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 325 7,315 SH   SOLE   4,615 0 0
PVF CAPITAL CORP COM 693654105 5,562 1,390,383 SH   SOLE   1,390,383 0 0
PVH CORP COM 693656100 11,780 94,200 SH   SOLE   94,200 0 0
QIAGEN NV REG SHS N72482107 804 40,405 SH   SOLE   40,405 0 0
QLOGIC CORP COM 747277101 13,006 1,360,476 SH   SOLE   1,234,376 0 0
QUAD / GRAPHICS INC COM CL A 747301109 541 22,444 SH   SOLE   15,144 0 0
QUAKER CHEM CORP COM 747316107 546 8,800 SH   SOLE   6,900 0 0
QUALCOMM INC COM 747525103 9,227 151,069 SH   SOLE   151,069 0 0
QUALITY DISTR INC FLA COM 74756M102 163 18,453 SH   SOLE   12,153 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 527 31,322 SH   SOLE   27,922 0 0
QUANTA SVCS INC COM 74762E102 2,937 110,997 SH   SOLE   110,997 0 0
QUANTUM CORP COM DSSG 747906204 1,320 963,404 SH   SOLE   490,904 0 0
QUEST DIAGNOSTICS INC COM 74834L100 4,577 75,489 SH   SOLE   71,489 0 0
QUESTAR CORP COM 748356102 1,906 79,903 SH   SOLE   79,903 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 2,288 50,326 SH   SOLE   50,326 0 0
QUICKSILVER RESOURCES INC COM 74837R104 4,005 2,383,800 SH   SOLE   2,142,200 0 0
QUIDEL CORP COM 74838J101 383 15,003 SH   SOLE   9,803 0 0
QUIKSILVER INC COM 74838C106 1,157 179,726 SH   SOLE   119,926 0 0
QUINSTREET INC COM 74874Q100 194 22,500 SH   SOLE   0 0 0
RACKSPACE HOSTING INC COM 750086100 752 19,857 SH   SOLE   19,857 0 0
RADIAN GROUP INC COM 750236101 1,750 150,602 SH   SOLE   99,802 0 0
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 27,579 21,975,000 PRN   SOLE   0 0 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 25,046 19,558,000 PRN   SOLE   0 0 0
RADIOSHACK CORP COM 750438103 1,223 387,100 SH   SOLE   387,100 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 771 102,583 SH   SOLE   75,483 0 0
RALPH LAUREN CORP CL A 751212101 12,725 73,240 SH   SOLE   73,240 0 0
RAMBUS INC DEL COM 750917106 308 35,800 SH   SOLE   22,300 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 14,747 949,612 SH   SOLE   602,840 0 0
RANGE RES CORP COM 75281A109 2,844 36,784 SH   SOLE   36,784 0 0
RAVEN INDS INC COM 754212108 348 11,600 SH   SOLE   6,800 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 4,565 106,208 SH   SOLE   106,208 0 0
RAYONIER INC COM 754907103 6,143 110,902 SH   SOLE   110,902 0 0
RAYTHEON CO COM NEW 755111507 76,055 1,150,253 SH   SOLE   1,130,153 0 0
RBC BEARINGS INC COM 75524B104 274 5,266 SH   SOLE   4,366 0 0
REALNETWORKS INC COM NEW 75605L708 471 62,365 SH   SOLE   61,315 0 0
REALTY INCOME CORP COM 756109104 5,199 124,024 SH   SOLE   124,024 0 0
RED HAT INC COM 756577102 3,955 82,701 SH   SOLE   82,701 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 3,269 59,239 SH   SOLE   19,039 0 0
REGAL BELOIT CORP COM 758750103 8,248 127,200 SH   SOLE   127,200 0 0
REGAL ENTMT GROUP CL A 758766109 3,412 190,600 SH   SOLE   190,600 0 0
REGENCY CTRS CORP COM 758849103 1,585 31,200 SH   SOLE   31,200 0 0
REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 320 11,847 SH   SOLE   11,847 0 0
REGENERON PHARMACEUTICALS COM 75886F107 7,064 31,411 SH   SOLE   31,411 0 0
REGIONS FINL CORP NEW COM 7591EP100 32,383 3,397,956 SH   SOLE   3,245,656 0 0
REGIS CORP MINN COM 758932107 1,028 62,600 SH   SOLE   62,600 0 0
REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 9,477 8,100,000 PRN   SOLE   0 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 40,061 579,673 SH   SOLE   579,673 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 50,667 772,828 SH   SOLE   772,828 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 4,746 54,682 SH   SOLE   46,782 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 334 23,481 SH   SOLE   14,781 0 0
RENT A CTR INC NEW COM 76009N100 2,032 54,123 SH   SOLE   48,523 0 0
RENTECH INC COM 760112102 1,103 525,030 SH   SOLE   295,430 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 6,283 340,559 SH   SOLE   322,859 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 843 74,364 SH   SOLE   48,064 0 0
REPUBLIC SVCS INC COM 760759100 3,718 109,560 SH   SOLE   109,560 0 0
RESMED INC COM 761152107 16,585 367,500 SH   SOLE   367,500 0 0
RESOURCES CONNECTION INC COM 76122Q105 6,009 517,997 SH   SOLE   313,597 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 5,074 365,025 SH   SOLE   342,625 0 0
REVOLUTION LIGHTING TECHNOLO COM 76155G107 347 86,703 SH   SOLE   54,703 0 0
REX ENERGY CORPORATION COM 761565100 776 44,135 SH   SOLE   24,635 0 0
REXNORD CORP NEW COM 76169B102 2,527 150,000 SH   SOLE   150,000 0 0
REYNOLDS AMERICAN INC COM 761713106 13,333 275,655 SH   SOLE   261,055 0 0
RF MICRODEVICES INC COM 749941100 6,979 1,304,400 SH   SOLE   999,200 0 0
RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ9 307 300,000 PRN   SOLE   0 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 1,383 414,200 SH   SOLE   178,000 0 0
RITE AID CORP COM 767754104 11,981 4,189,127 SH   SOLE   1,990,927 0 0
RITE AID CORP NOTE 8.500% 5/1 767754BU7 1,612 1,135,000 PRN   SOLE   0 0 0
RIVERBED TECHNOLOGY INC COM 768573107 5,474 351,790 SH   SOLE   351,790 0 0
RLI CORP COM 749607107 810 10,600 SH   SOLE   5,500 0 0
RLJ LODGING TR COM 74965L101 6,213 276,267 SH   SOLE   183,367 0 0
ROBERT HALF INTL INC COM 770323103 24,923 750,019 SH   SOLE   750,019 0 0
ROCK-TENN CO CL A 772739207 8,431 84,413 SH   SOLE   84,413 0 0
ROCKWELL AUTOMATION INC COM 773903109 16,451 197,874 SH   SOLE   197,874 0 0
ROCKWELL COLLINS INC COM 774341101 5,162 81,400 SH   SOLE   81,400 0 0
ROCKWOOD HLDGS INC COM 774415103 5,579 87,127 SH   SOLE   87,127 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,834 72,300 SH   SOLE   72,300 0 0
ROGERS CORP COM 775133101 1,546 32,680 SH   SOLE   26,880 0 0
ROMA FINANCIAL CORP COM 77581P109 9,870 543,484 SH   SOLE   543,484 0 0
ROPER INDS INC NEW COM 776696106 1,607 12,935 SH   SOLE   12,935 0 0
ROSETTA RESOURCES INC COM 777779307 1,930 45,392 SH   SOLE   34,992 0 0
ROSS STORES INC COM 778296103 20,380 314,456 SH   SOLE   314,456 0 0
ROUSE PPTYS INC COM 779287101 330 16,845 SH   SOLE   10,045 0 0
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RPC INC COM 749660106 7,442 538,900 SH   SOLE   538,900 0 0
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RPX CORP COM 74972G103 2,073 123,400 SH   SOLE   33,200 0 0
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RTI INTL METALS INC COM 74973W107 2,878 103,877 SH   SOLE   94,477 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 6,032 6,375,000 PRN   SOLE   0 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 168 15,000 SH   SOLE   15,000 0 0
RUE21 INC COM 781295100 3,353 80,577 SH   SOLE   80,577 0 0
RUSH ENTERPRISES INC CL A 781846209 243 9,800 SH   SOLE   5,900 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 197 16,300 SH   SOLE   11,400 0 0
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SAIA INC COM 78709Y105 14,105 470,647 SH   SOLE   270,997 0 0
SAIC INC COM 78390X101 614 44,100 SH   SOLE   44,100 0 0
SAKS INC COM 79377W108 1,697 124,400 SH   SOLE   82,000 0 0
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SALLY BEAUTY HLDGS INC COM 79546E104 11,907 382,847 SH   SOLE   382,847 0 0
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SBA COMMUNICATIONS CORP COM 78388J106 2,320 31,300 SH   SOLE   31,300 0 0
SCANA CORP NEW COM 80589M102 560 11,400 SH   SOLE   11,400 0 0
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SEARS HLDGS CORP COM 812350106 2,713 64,471 SH   SOLE   64,471 0 0
SEATTLE GENETICS INC COM 812578102 1,807 57,440 SH   SOLE   57,440 0 0
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SHERWIN WILLIAMS CO COM 824348106 37,801 214,048 SH   SOLE   207,048 0 0
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SHIP FINANCE INTERNATIONAL L SHS G81075106 2,333 157,222 SH   SOLE   66,522 0 0
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SIGMA ALDRICH CORP COM 826552101 512 6,368 SH   SOLE   6,368 0 0
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SIGNET JEWELERS LIMITED SHS G81276100 46,479 689,297 SH   SOLE   689,297 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 352 26,321 SH   SOLE   12,921 0 0
SILICON IMAGE INC COM 82705T102 2,429 415,147 SH   SOLE   144,347 0 0
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SIMON PPTY GROUP INC NEW COM 828806109 56,255 356,227 SH   SOLE   332,027 0 0
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SIX FLAGS ENTMT CORP NEW COM 83001A102 2,154 61,266 SH   SOLE   36,666 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 35,341 1,738,368 SH   SOLE   1,513,468 0 0
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SLM CORP COM 78442P106 82,496 3,608,763 SH   SOLE   3,359,463 0 0
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SMITH & WESSON HLDG CORP COM 831756101 4,489 449,836 SH   SOLE   224,836 0 0
SMITH A O COM 831865209 10,479 288,827 SH   SOLE   268,927 0 0
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SMUCKER J M CO COM NEW 832696405 42,368 410,740 SH   SOLE   381,240 0 0
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SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 18,946 468,957 SH   SOLE   445,357 0 0
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SPANSION INC COM CL A NEW 84649R200 3,964 316,579 SH   SOLE   209,679 0 0
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SPX CORP COM 784635104 14,499 201,427 SH   SOLE   192,927 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 361 10,974 SH   SOLE   8,874 0 0
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STAR SCIENTIFIC INC COM 85517P101 134 96,501 SH   SOLE   66,101 0 0
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STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,637 25,900 SH   SOLE   25,900 0 0
STARWOOD PPTY TR INC COM 85571B105 4,903 198,100 SH   SOLE   148,200 0 0
STARZ COM SER A 85571Q102 610 27,600 SH   SOLE   27,600 0 0
STATE STR CORP COM 857477103 27,028 414,478 SH   SOLE   414,478 0 0
STEC INC COM 784774101 8,943 1,330,798 SH   SOLE   1,286,798 0 0
STEEL DYNAMICS INC COM 858119100 36,834 2,470,406 SH   SOLE   2,470,406 0 0
STEELCASE INC CL A 858155203 10,239 702,291 SH   SOLE   431,191 0 0
STEIN MART INC COM 858375108 225 16,500 SH   SOLE   10,300 0 0
STEINER LEISURE LTD ORD P8744Y102 2,171 41,076 SH   SOLE   24,576 0 0
STEPAN CO COM 858586100 644 11,584 SH   SOLE   8,784 0 0
STERICYCLE INC COM 858912108 3,331 30,161 SH   SOLE   30,161 0 0
STERIS CORP COM 859152100 13,487 314,519 SH   SOLE   279,519 0 0
STERLING BANCORP COM 859158107 249 21,428 SH   SOLE   21,428 0 0
STERLING FINL CORP WASH COM NEW 859319303 385 16,202 SH   SOLE   9,202 0 0
STERLITE INDS INDIA LTD ADS 859737207 997 170,700 SH   SOLE   164,100 0 0
STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 8,719 8,925,000 PRN   SOLE   0 0 0
STEWART ENTERPRISES INC CL A 860370105 21,113 1,612,881 SH   SOLE   1,407,181 0 0
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STEWART INFORMATION SVCS COR COM 860372101 797 30,427 SH   SOLE   19,427 0 0
STEWART INFORMATION SVCS COR NOTE 6.000%10/1 860372AB7 18,568 8,850,000 PRN   SOLE   0 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 3,427 3,325,000 PRN   SOLE   0 0 0
STONE ENERGY CORP COM 861642106 7,679 348,551 SH   SOLE   232,096 0 0
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STR HLDGS INC COM 78478V100 382 168,071 SH   SOLE   168,071 0 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 4,655 525,423 SH   SOLE   461,723 0 0
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STRYKER CORP COM 863667101 76,477 1,182,389 SH   SOLE   1,068,689 0 0
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SUNEDISON INC COM 86732Y109 6,795 831,746 SH   SOLE   655,846 0 0
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SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 559 8,736 SH   SOLE   8,736 0 0
SUNPOWER CORP COM 867652406 2,421 116,945 SH   SOLE   74,845 0 0
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SUPPORT COM INC COM 86858W101 101 22,200 SH   SOLE   12,700 0 0
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SUSSER HLDGS CORP COM 869233106 986 20,595 SH   SOLE   12,595 0 0
SVB FINL GROUP COM 78486Q101 554 6,654 SH   SOLE   6,654 0 0
SWIFT ENERGY CO COM 870738101 1,948 162,448 SH   SOLE   127,448 0 0
SWIFT TRANSN CO CL A 87074U101 4,796 289,960 SH   SOLE   163,460 0 0
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TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 97,813 5,339,162 SH   SOLE   4,829,362 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 679 45,343 SH   SOLE   45,343 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 2,150 1,515,000 PRN   SOLE   0 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 221 200,000 PRN   SOLE   0 0 0
TALISMAN ENERGY INC COM 87425E103 3,678 321,785 SH   SOLE   321,785 0 0
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TARGET CORP COM 87612E106 5,148 74,763 SH   SOLE   74,763 0 0
TASER INTL INC COM 87651B104 3,284 385,464 SH   SOLE   162,964 0 0
TATA MTRS LTD SPONSORED ADR 876568502 14,167 604,413 SH   SOLE   553,413 0 0
TAUBMAN CTRS INC COM 876664103 3,832 50,988 SH   SOLE   50,988 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 308 6,375 SH   SOLE   6,375 0 0
TCF FINL CORP COM 872275102 169 11,886 SH   SOLE   11,886 0 0
TEAM INC COM 878155100 477 12,599 SH   SOLE   7,699 0 0
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TECH DATA CORP COM 878237106 30,006 637,206 SH   SOLE   637,206 0 0
TECHNE CORP COM 878377100 504 7,300 SH   SOLE   7,300 0 0
TECK RESOURCES LTD CL B 878742204 3,049 142,700 SH   SOLE   142,700 0 0
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TELEDYNE TECHNOLOGIES INC COM 879360105 1,219 15,765 SH   SOLE   12,165 0 0
TELEFLEX INC COM 879369106 6,948 89,661 SH   SOLE   89,661 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 21,919 960,501 SH   SOLE   884,101 0 0
TELENAV INC COM 879455103 79 15,100 SH   SOLE   9,300 0 0
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TEMPUR PEDIC INTL INC COM 88023U101 3,688 84,000 SH   SOLE   84,000 0 0
TENARIS S A SPONSORED ADR 88031M109 757 18,800 SH   SOLE   18,800 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,577 34,205 SH   SOLE   34,205 0 0
TENNANT CO COM 880345103 428 8,862 SH   SOLE   7,562 0 0
TENNECO INC COM 880349105 1,259 27,800 SH   SOLE   8,200 0 0
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TEREX CORP NEW COM 880779103 8,969 341,038 SH   SOLE   341,038 0 0
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 39,658 22,759,000 PRN   SOLE   0 0 0
TESARO INC COM 881569107 311 9,500 SH   SOLE   5,900 0 0
TESCO CORP COM 88157K101 9,388 708,541 SH   SOLE   426,141 0 0
TESLA MTRS INC COM 88160R101 2,797 26,039 SH   SOLE   26,039 0 0
TESORO CORP COM 881609101 70,999 1,357,017 SH   SOLE   1,357,017 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 551 26,500 SH   SOLE   26,500 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 440 42,900 SH   SOLE   40,700 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 388 8,746 SH   SOLE   146 0 0
TEXAS CAPITAL BANCSHARES INC *W EXP 01/16/201 88224Q115 1,462 47,286 SH   SOLE   47,286 0 0
TEXAS INDS INC COM 882491103 1,108 17,011 SH   SOLE   10,111 0 0
TEXAS INSTRS INC COM 882508104 12,580 360,759 SH   SOLE   332,859 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 397 10,331 SH   SOLE   3,231 0 0
TEXTRON INC COM 883203101 9,283 356,335 SH   SOLE   356,335 0 0
THERAGENICS CORP COM 883375107 105 50,529 SH   SOLE   50,529 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 7,422 4,800,000 PRN   SOLE   0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 28,436 336,008 SH   SOLE   300,008 0 0
THERMON GROUP HLDGS INC COM 88362T103 321 15,717 SH   SOLE   10,717 0 0
THL CR INC COM 872438106 170 11,208 SH   SOLE   11,208 0 0
THOMPSON CREEK METALS CO INC UNIT 99/99/9999 884768300 5,338 327,300 SH   SOLE   327,300 0 0
THOMSON REUTERS CORP COM 884903105 430 13,200 SH   SOLE   13,200 0 0
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