BlackRock Institutional Trust Company

BlackRock Institutional Trust Company as of March 31, 2012

Portfolio Holdings for BlackRock Institutional Trust Company

BlackRock Institutional Trust Company holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing

                COLUMN 1                          COLUMN 2          COLUMN 3  COLUMN 4     COLUMN 5    COLUMN 6 COLUMN 7         COLUMN 8

                                                               VALUE   SHARES/  SH/PRN  INVSTMT OTHR         VOTING AUTHORITY
NAME OF ISSUER                    TITLE OF CLASS     CUSIP    (x1000)  PRN AMT PUT/CALL DSCRETN MGRS     SOLE    SHARED     OTHER
--------------                    --------------     -----    -------  ------- -------- ------- ----     ----    ------     -----
{S}                                                 {C}       {C}      {C}     {C}      {C}     {C}    {C}      {C}      {C}
A H BELO CORP                     COM CL A         001282102     4237    866408   SH     SOLE          866408         0         0
AAON INC                          COM PAR $0.004   000360206    11320    560676   SH     SOLE          560676         0         0
AAR CORP                          COM              000361105    19375   1061649   SH     SOLE         1061649         0         0
AARONS INC                        COM PAR $0.50    002535300    54652   2110099   SH     SOLE         2110099         0         0
AASTROM BIOSCIENCES INC           COM NEW          00253U305     3307   1637280   SH     SOLE         1637280         0         0
ABAXIS INC                        COM              002567105    18308    628501   SH     SOLE          628501         0         0
ABBOTT LABS                       COM              002824100  2469080  40285208   SH     SOLE        40285208         0         0
ABERCROMBIE & FITCH CO            CL A             002896207   116111   2340473   SH     SOLE         2340473         0         0
ABIOMED INC                       COM              003654100    20455    921796   SH     SOLE          921796         0         0
ABITIBIBOWATER INC                COM NEW          003687209    13659    956488   SH     SOLE          956488         0         0
ABM INDS INC                      COM              000957100    30958   1273981   SH     SOLE         1273981         0         0
ABOVENET INC                      COM              00374N107    52189    630307   SH     SOLE          630307         0         0
ABRAXAS PETE CORP                 COM              003830106     8332   2670499   SH     SOLE         2670499         0         0
ACACIA RESH CORP                  ACACIA TCH COM   003881307    51171   1225952   SH     SOLE         1225952         0         0
ACADIA HEALTHCARE COMPANY IN      COM              00404A109      101      6195   SH     SOLE            6195         0         0
ACADIA PHARMACEUTICALS INC        COM              004225108     3281   1526191   SH     SOLE         1526191         0         0
ACADIA RLTY TR                    COM SH BEN INT   004239109    36216   1606739   SH     SOLE         1606739         0         0
ACCELRYS INC                      COM              00430U103    13920   1744391   SH     SOLE         1744391         0         0
ACCENTURE PLC IRELAND             SHS CLASS A      G1151C101  1107667  17173132   SH     SOLE        17173132         0         0
ACCO BRANDS CORP                  COM              00081T108    19525   1573321   SH     SOLE         1573321         0         0
ACCRETIVE HEALTH INC              COM              00438V103    16734    837934   SH     SOLE          837934         0         0
ACCURAY INC                       COM              004397105    12540   1776272   SH     SOLE         1776272         0         0
ACCURIDE CORP NEW                 COM NEW          00439T206     5152    592893   SH     SOLE          592893         0         0
ACE LTD                           SHS              H0023R105   713658   9749421   SH     SOLE         9749421         0         0
ACETO CORP                        COM              004446100     8103    853895   SH     SOLE          853895         0         0
ACHILLION PHARMACEUTICALS IN      COM              00448Q201    11559   1206565   SH     SOLE         1206565         0         0
ACI WORLDWIDE INC                 COM              004498101    48318   1199843   SH     SOLE         1199843         0         0
ACME PACKET INC                   COM              004764106    32078   1165639   SH     SOLE         1165639         0         0
ACORDA THERAPEUTICS INC           COM              00484M106    30834   1161372   SH     SOLE         1161372         0         0
ACTIVE NETWORK INC                COM              00506D100     2543    151081   SH     SOLE          151081         0         0
ACTIVE POWER INC                  COM              00504W100     2122   2720420   SH     SOLE         2720420         0         0
ACTIVISION BLIZZARD INC           COM              00507V109   129799  10124731   SH     SOLE        10124731         0         0
ACTUANT CORP                      CL A NEW         00508X203    55224   1904943   SH     SOLE         1904943         0         0
ACTUANT CORP                      SDCV 2.672%11/1  00508XAB0    13259   9074000  PRN     SOLE         9074000         0         0
ACTUATE CORP                      COM              00508B102     9386   1494548   SH     SOLE         1494548         0         0
ACUITY BRANDS INC                 COM              00508Y102    76558   1218491   SH     SOLE         1218491         0         0
ACURA PHARMACEUTICALS INC         COM NEW          00509L703      409    118135   SH     SOLE          118135         0         0
ACXIOM CORP                       COM              005125109    36291   2472128   SH     SOLE         2472128         0         0
ADA ES INC                        COM              005208103       79      3266   SH     SOLE            3266         0         0
ADAMS RES & ENERGY INC            COM NEW          006351308     8135    142268   SH     SOLE          142268         0         0
ADEPT TECHNOLOGY INC              COM NEW          006854202      687    137305   SH     SOLE          137305         0         0
ADOBE SYS INC                     COM              00724F101   449948  13114186   SH     SOLE        13114186         0         0
ADTRAN INC                        COM              00738A106    57224   1834688   SH     SOLE         1834688         0         0
ADVANCE AMER CASH ADVANCE CT      COM              00739W107    15405   1468530   SH     SOLE         1468530         0         0
ADVANCE AUTO PARTS INC            COM              00751Y106   189471   2139227   SH     SOLE         2139227         0         0
ADVANCED ENERGY INDS              COM              007973100    14517   1106472   SH     SOLE         1106472         0         0
ADVANCED MICRO DEVICES INC        COM              007903107   122856  15318755   SH     SOLE        15318755         0         0
ADVANCED MICRO DEVICES INC        NOTE 6.000% 5/0  007903AL1    32530  31279000  PRN     SOLE        31279000         0         0
ADVANCED PHOTONIX INC             CL A             00754E107      377    566107   SH     SOLE          566107         0         0
ADVANTAGE OIL & GAS LTD           COM              00765F101     3818   1139831   SH     SOLE         1139831         0         0
ADVENT SOFTWARE INC               COM              007974108    24935    974008   SH     SOLE          974008         0         0
ADVENTRX PHARMACEUTICALS INC      COM NEW          00764X202      105    151774   SH     SOLE          151774         0         0
ADVISORY BRD CO                   COM              00762W107    39334    443849   SH     SOLE          443849         0         0
AECOM TECHNOLOGY CORP DELAWA      COM              00766T100    64783   2895978   SH     SOLE         2895978         0         0
AEGERION PHARMACEUTICALS INC      COM              00767E102     1515    109574   SH     SOLE          109574         0         0
AEGION CORP                       COM              00770F104    18834   1056310   SH     SOLE         1056310         0         0
AEP INDS INC                      COM              001031103     7179    206244   SH     SOLE          206244         0         0
AERCAP HOLDINGS NV                SHS              N00985106      527     47457   SH     SOLE           47457         0         0
AEROFLEX HLDG CORP                COM              007767106     2733    245377   SH     SOLE          245377         0         0
AEROPOSTALE                       COM              007865108    50977   2357858   SH     SOLE         2357858         0         0
AEROVIRONMENT INC                 COM              008073108    12912    481613   SH     SOLE          481613         0         0
AES CORP                          COM              00130H105   218155  16691275   SH     SOLE        16691275         0         0
AETNA INC NEW                     COM              00817Y108   451012   8991460   SH     SOLE         8991460         0         0
AFC ENTERPRISES INC               COM              00104Q107    12581    741813   SH     SOLE          741813         0         0
AFFILIATED MANAGERS GROUP         COM              008252108   148787   1330717   SH     SOLE         1330717         0         0
AFFIRMATIVE INS HLDGS INC         COM              008272106       12     22402   SH     SOLE           22402         0         0
AFFYMAX INC                       COM              00826A109    12581   1071634   SH     SOLE         1071634         0         0
AFFYMETRIX INC                    COM              00826T108     7963   1864801   SH     SOLE         1864801         0         0
AFLAC INC                         COM              001055102   539937  11740303   SH     SOLE        11740303         0         0
AG MTG INVT TR INC                COM              001228105     4721    239157   SH     SOLE          239157         0         0
AGCO CORP                         COM              001084102   123707   2620361   SH     SOLE         2620361         0         0
AGILENT TECHNOLOGIES INC          COM              00846U101   400584   8999869   SH     SOLE         8999869         0         0
AGILYSYS INC                      COM              00847J105     4997    555883   SH     SOLE          555883         0         0
AGL RES INC                       COM              001204106   119996   3059564   SH     SOLE         3059564         0         0
AGNICO EAGLE MINES LTD            COM              008474108    76779   2300143   SH     SOLE         2300143         0         0
AGREE REALTY CORP                 COM              008492100    11999    531380   SH     SOLE          531380         0         0
AGRIUM INC                        COM              008916108   155614   1801714   SH     SOLE         1801714         0         0
AIR LEASE CORP                    CL A             00912X302    23492    975979   SH     SOLE          975979         0         0
AIR METHODS CORP                  COM PAR $.06     009128307    26824    307437   SH     SOLE          307437         0         0
AIR PRODS & CHEMS INC             COM              009158106   484139   5273843   SH     SOLE         5273843         0         0
AIR T INC                         COM              009207101      357     37403   SH     SOLE           37403         0         0
AIR TRANSPORT SERVICES GRP I      COM              00922R105     8614   1487683   SH     SOLE         1487683         0         0
AIRCASTLE LTD                     COM              G0129K104    20309   1659256   SH     SOLE         1659256         0         0
AIRGAS INC                        COM              009363102   165259   1857464   SH     SOLE         1857464         0         0
AK STL HLDG CORP                  COM              001547108    18908   2501079   SH     SOLE         2501079         0         0
AKAMAI TECHNOLOGIES INC           COM              00971T101   176266   4802877   SH     SOLE         4802877         0         0
AKORN INC                         COM              009728106    18785   1605558   SH     SOLE         1605558         0         0
ALAMO GROUP INC                   COM              011311107     8080    268794   SH     SOLE          268794         0         0
ALASKA AIR GROUP INC              COM              011659109    77888   2174429   SH     SOLE         2174429         0         0
ALASKA COMMUNICATIONS SYS GR      COM              01167P101     5883   1909952   SH     SOLE         1909952         0         0
ALBANY INTL CORP                  CL A             012348108    16739    729388   SH     SOLE          729388         0         0
ALBANY MOLECULAR RESH INC         COM              012423109     2132    789670   SH     SOLE          789670         0         0
ALBEMARLE CORP                    COM              012653101   171466   2682511   SH     SOLE         2682511         0         0
ALCOA INC                         COM              013817101   274849  27430040   SH     SOLE        27430040         0         0
ALCOA INC                         NOTE 5.250% 3/1  013817AT8    46205  27730000  PRN     SOLE        27730000         0         0
ALERE INC                         COM              01449J105    64247   2470089   SH     SOLE         2470089         0         0
ALEXANDER & BALDWIN INC           COM              014482103    51927   1071759   SH     SOLE         1071759         0         0
ALEXANDERS INC                    COM              014752109    35097     89106   SH     SOLE           89106         0         0
ALEXANDRIA REAL ESTATE EQ IN      COM              015271109   152769   2089000   SH     SOLE         2089000         0         0
ALEXCO RESOURCE CORP              COM              01535P106     1384    198341   SH     SOLE          198341         0         0
ALEXION PHARMACEUTICALS INC       COM              015351109   456171   4912462   SH     SOLE         4912462         0         0
ALICO INC                         COM              016230104     3412    147637   SH     SOLE          147637         0         0
ALIGN TECHNOLOGY INC              COM              016255101    47409   1720849   SH     SOLE         1720849         0         0
ALIMERA SCIENCES INC              COM              016259103      422    124165   SH     SOLE          124165         0         0
ALKERMES PLC                      SHS              G01767105    46506   2507086   SH     SOLE         2507086         0         0
ALLEGHANY CORP DEL                COM              017175100   159646    485099   SH     SOLE          485099         0         0
ALLEGHENY TECHNOLOGIES INC        COM              01741R102   114636   2784456   SH     SOLE         2784456         0         0
ALLEGIANT TRAVEL CO               COM              01748X102    20923    383901   SH     SOLE          383901         0         0
ALLERGAN INC                      COM              018490102   729382   7643114   SH     SOLE         7643114         0         0
ALLETE INC                        COM NEW          018522300    37846    912164   SH     SOLE          912164         0         0
ALLIANCE BANKSHARES CORP          COM              018535104        3       815   SH     SOLE             815         0         0
ALLIANCE DATA SYSTEMS CORP        COM              018581108   174433   1384827   SH     SOLE         1384827         0         0
ALLIANCE FIBER OPTIC PRODS I      COM NEW          018680306     1830    190817   SH     SOLE          190817         0         0
ALLIANCE FINANCIAL CORP NY        COM              019205103     5697    187959   SH     SOLE          187959         0         0
ALLIANCE HEALTHCARE SRVCS IN      COM NEW          018606202     1594   1062857   SH     SOLE         1062857         0         0
ALLIANCE ONE INTL INC             COM              018772103     9459   2509151   SH     SOLE         2509151         0         0
ALLIANT ENERGY CORP               COM              018802108   131789   3042219   SH     SOLE         3042219         0         0
ALLIANT TECHSYSTEMS INC           COM              018804104    62380   1244605   SH     SOLE         1244605         0         0
ALLIED MOTION TECHNOLOGIES I      COM              019330109      577     79646   SH     SOLE           79646         0         0
ALLIED NEVADA GOLD CORP           COM              019344100    67220   2066409   SH     SOLE         2066409         0         0
ALLIED WRLD ASSUR COM HLDG A      SHS              H01531104    81381   1185097   SH     SOLE         1185097         0         0
ALLISON TRANSMISSION HLDGS I      COM              01973R101     3066    128400   SH     SOLE          128400         0         0
ALLOS THERAPEUTICS INC            COM              019777101     3722   2514923   SH     SOLE         2514923         0         0
ALLSCRIPTS HEALTHCARE SOLUTN      COM              01988P108    82273   4956211   SH     SOLE         4956211         0         0
ALLSTATE CORP                     COM              020002101   417974  12696662   SH     SOLE        12696662         0         0
ALMOST FAMILY INC                 COM              020409108     6899    265243   SH     SOLE          265243         0         0
ALNYLAM PHARMACEUTICALS INC       COM              02043Q107    13708   1238343   SH     SOLE         1238343         0         0
ALON USA ENERGY INC               COM              020520102     4834    534180   SH     SOLE          534180         0         0
ALPHA & OMEGA SEMICONDUCTOR       SHS              G6331P104     1625    168876   SH     SOLE          168876         0         0
ALPHA NATURAL RESOURCES INC       COM              02076X102    91399   6009158   SH     SOLE         6009158         0         0
ALPHATEC HOLDINGS INC             COM              02081G102     4055   1710943   SH     SOLE         1710943         0         0
ALTERA CORP                       COM              021441100   374410   9402569   SH     SOLE         9402569         0         0
ALTERRA CAPITAL HOLDINGS LIM      COM              G0229R108     2038     88672   SH     SOLE           88672         0         0
ALTISOURCE PORTFOLIO SOLNS S      REG SHS          L0175J104      274      4514   SH     SOLE            4514         0         0
ALTRA HOLDINGS INC                COM              02208R106    13951    726617   SH     SOLE          726617         0         0
ALTRIA GROUP INC                  COM              02209S103  1622736  52566774   SH     SOLE        52566774         0         0
AMAG PHARMACEUTICALS INC          COM              00163U106    10498    659029   SH     SOLE          659029         0         0
AMAZON COM INC                    COM              023135106  1873005   9248952   SH     SOLE         9248952         0         0
AMBASSADORS GROUP INC             COM              023177108     3598    672484   SH     SOLE          672484         0         0
AMC NETWORKS INC                  CL A             00164V103    67006   1501358   SH     SOLE         1501358         0         0
AMCOL INTL CORP                   COM              02341W103    20499    695120   SH     SOLE          695120         0         0
AMDOCS LTD                        ORD              G02602103    79257   2509708   SH     SOLE         2509708         0         0
AMEDISYS INC                      COM              023436108    12140    839588   SH     SOLE          839588         0         0
AMERCO                            COM              023586100    24046    227901   SH     SOLE          227901         0         0
AMEREN CORP                       COM              023608102   201477   6184080   SH     SOLE         6184080         0         0
AMERESCO INC                      CL A             02361E108     2689    198431   SH     SOLE          198431         0         0
AMERICA MOVIL SAB DE CV           SPON ADR L SHS   02364W105    11379    458292   SH     SOLE          458292         0         0
AMERICAN APPAREL INC              COM              023850100      721    899757   SH     SOLE          899757         0         0
AMERICAN ASSETS TR INC            COM              024013104    16672    731218   SH     SOLE          731218         0         0
AMERICAN AXLE & MFG HLDGS IN      COM              024061103    21272   1816569   SH     SOLE         1816569         0         0
AMERICAN CAMPUS CMNTYS INC        COM              024835100   121021   2706187   SH     SOLE         2706187         0         0
AMERICAN CAP LTD                  COM              02503Y103    29986   3454588   SH     SOLE         3454588         0         0
AMERICAN CAP MTG INVT CORP        COM              02504A104     4938    226833   SH     SOLE          226833         0         0
AMERICAN CAPITAL AGENCY CORP      COM              02503X105   174356   5902360   SH     SOLE         5902360         0         0
AMERICAN EAGLE OUTFITTERS NE      COM              02553E106    87396   5084107   SH     SOLE         5084107         0         0
AMERICAN ELEC PWR INC             COM              025537101   510809  13240260   SH     SOLE        13240260         0         0
AMERICAN EQTY INVT LIFE HLD       COM              025676206    20327   1591800   SH     SOLE         1591800         0         0
AMERICAN EXPRESS CO               COM              025816109  1531366  26466746   SH     SOLE        26466746         0         0
AMERICAN FINL GROUP INC OHIO      COM              025932104    83625   2167573   SH     SOLE         2167573         0         0
AMERICAN GREETINGS CORP           CL A             026375105    16847   1098261   SH     SOLE         1098261         0         0
AMERICAN INTL GROUP INC           *W EXP 01/19/202 026874156      156     14645   SH     SOLE           14645         0         0
AMERICAN INTL GROUP INC           COM NEW          026874784   404639  13124835   SH     SOLE        13124835         0         0
AMERICAN NATL BANKSHARES INC      COM              027745108     3331    156391   SH     SOLE          156391         0         0
AMERICAN NATL INS CO              COM              028591105    19562    269753   SH     SOLE          269753         0         0
AMERICAN PAC CORP                 COM              028740108      111     14719   SH     SOLE           14719         0         0
AMERICAN PUBLIC EDUCATION IN      COM              02913V103    23723    624292   SH     SOLE          624292         0         0
AMERICAN RAILCAR INDS INC         COM              02916P103     2730    116112   SH     SOLE          116112         0         0
AMERICAN REPROGRAPHICS CO         COM              029263100     6356   1179286   SH     SOLE         1179286         0         0
AMERICAN RLTY INVS INC            COM              029174109       84     49311   SH     SOLE           49311         0         0
AMERICAN SCIENCE & ENGR INC       COM              029429107    17078    254705   SH     SOLE          254705         0         0
AMERICAN SOFTWARE INC             CL A             029683109     6791    791953   SH     SOLE          791953         0         0
AMERICAN STS WTR CO               COM              029899101    20975    580377   SH     SOLE          580377         0         0
AMERICAN SUPERCONDUCTOR CORP      COM              030111108     5682   1379156   SH     SOLE         1379156         0         0
AMERICAN TOWER CORP NEW           COM              03027X100   627726   9960744   SH     SOLE         9960744         0         0
AMERICAN VANGUARD CORP            COM              030371108    15370    708636   SH     SOLE          708636         0         0
AMERICAN WOODMARK CORP            COM              030506109     5409    300513   SH     SOLE          300513         0         0
AMERICAN WTR WKS CO INC NEW       COM              030420103   165863   4874031   SH     SOLE         4874031         0         0
AMERICAS CAR MART INC             COM              03062T105    12987    295300   SH     SOLE          295300         0         0
AMERIGON INC                      COM              03070L300    11910    736079   SH     SOLE          736079         0         0
AMERIGROUP CORP                   COM              03073T102    83827   1245945   SH     SOLE         1245945         0         0
AMERIPRISE FINL INC               COM              03076C106   368010   6441620   SH     SOLE         6441620         0         0
AMERIS BANCORP                    COM              03076K108    11228    854469   SH     SOLE          854469         0         0
AMERISAFE INC                     COM              03071H100    14200    573955   SH     SOLE          573955         0         0
AMERISERV FINL INC                COM              03074A102      444    162330   SH     SOLE          162330         0         0
AMERISOURCEBERGEN CORP            COM              03073E105   312226   7872568   SH     SOLE         7872568         0         0
AMERISTAR CASINOS INC             COM              03070Q101    20336   1091580   SH     SOLE         1091580         0         0
AMES NATL CORP                    COM              031001100     4428    186037   SH     SOLE          186037         0         0
AMETEK INC NEW                    COM              031100100   206171   4250076   SH     SOLE         4250076         0         0
AMGEN INC                         COM              031162100  1387494  20413324   SH     SOLE        20413324         0         0
AMGEN INC                         NOTE 0.375% 2/0  031162AQ3     7469   7305000  PRN     SOLE         7305000         0         0
AMICUS THERAPEUTICS INC           COM              03152W109      955    180778   SH     SOLE          180778         0         0
AMKOR TECHNOLOGY INC              COM              031652100    16443   2675833   SH     SOLE         2675833         0         0
AMN HEALTHCARE SERVICES INC       COM              001744101     8020   1323450   SH     SOLE         1323450         0         0
AMPAL AMERN ISRAEL CORP           CL A             032015109       18     79886   SH     SOLE           79886         0         0
AMPCO-PITTSBURGH CORP             COM              032037103     5707    283528   SH     SOLE          283528         0         0
AMPHENOL CORP NEW                 CL A             032095101   264547   4426075   SH     SOLE         4426075         0         0
AMPIO PHARMACEUTICALS INC         COM              03209T109      885    259609   SH     SOLE          259609         0         0
AMREP CORP NEW                    COM              032159105       40      4600   SH     SOLE            4600         0         0
AMSURG CORP                       COM              03232P405    24253    866814   SH     SOLE          866814         0         0
AMTECH SYS INC                    COM PAR $0.01N   032332504     1018    122235   SH     SOLE          122235         0         0
AMTRUST FINANCIAL SERVICES I      COM              032359309    17308    643912   SH     SOLE          643912         0         0
AMYLIN PHARMACEUTICALS INC        COM              032346108    76448   3062804   SH     SOLE         3062804         0         0
AMYRIS INC                        COM              03236M101     1090    210394   SH     SOLE          210394         0         0
ANACOR PHARMACEUTICALS INC        COM              032420101      775    131628   SH     SOLE          131628         0         0
ANADARKO PETE CORP                COM              032511107  1027218  13112306   SH     SOLE        13112306         0         0
ANADIGICS INC                     COM              032515108     5060   2134834   SH     SOLE         2134834         0         0
ANALOG DEVICES INC                COM              032654105   322593   7984987   SH     SOLE         7984987         0         0
ANALOGIC CORP                     COM PAR $0.05    032657207    23214    343708   SH     SOLE          343708         0         0
ANALYSTS INTL CORP                COM NEW          032681207      248     45497   SH     SOLE           45497         0         0
ANAREN INC                        COM              032744104     8583    467739   SH     SOLE          467739         0         0
ANCESTRY COM INC                  COM              032803108    24253   1066524   SH     SOLE         1066524         0         0
ANDERSONS INC                     COM              034164103    24743    508171   SH     SOLE          508171         0         0
ANGEION CORP                      COM              03462H404      509     88638   SH     SOLE           88638         0         0
ANGIES LIST INC                   COM              034754101     2057    108892   SH     SOLE          108892         0         0
ANGIODYNAMICS INC                 COM              03475V101    10813    882730   SH     SOLE          882730         0         0
ANGLOGOLD ASHANTI LTD             SPONSORED ADR    035128206      776     21006   SH     SOLE           21006         0         0
ANIKA THERAPEUTICS INC            COM              035255108     3007    239812   SH     SOLE          239812         0         0
ANIXTER INTL INC                  COM              035290105    55999    772084   SH     SOLE          772084         0         0
ANN INC                           COM              035623107     1619     56542   SH     SOLE           56542         0         0
ANNALY CAP MGMT INC               COM              035710409   351008  22187581   SH     SOLE        22187581         0         0
ANSYS INC                         COM              03662Q105   157582   2423591   SH     SOLE         2423591         0         0
ANTARES PHARMA INC                COM              036642106     9447   2924895   SH     SOLE         2924895         0         0
ANTHERA PHARMACEUTICALS INC       COM              03674U102      553    250375   SH     SOLE          250375         0         0
ANWORTH MORTGAGE ASSET CP         COM              037347101    23609   3587919   SH     SOLE         3587919         0         0
AOL INC                           COM              00184X105    50394   2656508   SH     SOLE         2656508         0         0
AON CORP                          COM              037389103   404511   8245237   SH     SOLE         8245237         0         0
APACHE CORP                       PFD CONV SER D   037411808      167      3000   SH     SOLE            3000         0         0
APACHE CORP                       COM              037411105  1008020  10036041   SH     SOLE        10036041         0         0
APARTMENT INVT & MGMT CO          CL A             03748R101   105224   3984266   SH     SOLE         3984266         0         0
APCO OIL & GAS INTERNATIONAL      SHS              G0471F109    18174    266601   SH     SOLE          266601         0         0
APOGEE ENTERPRISES INC            COM              037598109    10703    826473   SH     SOLE          826473         0         0
APOLLO COML REAL EST FIN INC      COM              03762U105     4355    278246   SH     SOLE          278246         0         0
APOLLO GROUP INC                  CL A             037604105   131701   3408411   SH     SOLE         3408411         0         0
APOLLO INVT CORP                  COM              03761U106    21559   3006815   SH     SOLE         3006815         0         0
APOLLO RESIDENTIAL MTG INC        COM              03763V102     2665    144977   SH     SOLE          144977         0         0
APPLE INC                         COM              037833100 14534119  24241713   SH     SOLE        24241713         0         0
APPLIED INDL TECHNOLOGIES IN      COM              03820C105    49729   1209076   SH     SOLE         1209076         0         0
APPLIED MATLS INC                 COM              038222105   408856  32853023   SH     SOLE        32853023         0         0
APPLIED MICRO CIRCUITS CORP       COM NEW          03822W406    11947   1721441   SH     SOLE         1721441         0         0
APPROACH RESOURCES INC            COM              03834A103    22525    609610   SH     SOLE          609610         0         0
APTARGROUP INC                    COM              038336103    93019   1698348   SH     SOLE         1698348         0         0
AQUA AMERICA INC                  COM              03836W103    82003   3678933   SH     SOLE         3678933         0         0
ARABIAN AMERN DEV CO              COM              038465100      487     52484   SH     SOLE           52484         0         0
ARBITRON INC                      COM              03875Q108    31724    857866   SH     SOLE          857866         0         0
ARBOR RLTY TR INC                 COM              038923108     4492    803503   SH     SOLE          803503         0         0
ARCA BIOPHARMA INC                COM              00211Y100      311    341264   SH     SOLE          341264         0         0
ARCH CAP GROUP LTD                ORD              G0450A105   117611   3158187   SH     SOLE         3158187         0         0
ARCH COAL INC                     COM              039380100    60034   5605426   SH     SOLE         5605426         0         0
ARCHER DANIELS MIDLAND CO         COM              039483102   550726  17395003   SH     SOLE        17395003         0         0
ARCHIPELAGO LEARNING INC          COM              03956P102     1625    146178   SH     SOLE          146178         0         0
ARCOS DORADOS HOLDINGS INC        SHS CLASS -A -   G0457F107     1965    108600   SH     SOLE          108600         0         0
ARCTIC CAT INC                    COM              039670104    16384    382445   SH     SOLE          382445         0         0
ARDEA BIOSCIENCES INC             COM              03969P107    14203    652697   SH     SOLE          652697         0         0
ARDEN GROUP INC                   CL A             039762109     3376     37140   SH     SOLE           37140         0         0
ARENA PHARMACEUTICALS INC         COM              040047102    14743   4794393   SH     SOLE         4794393         0         0
ARES CAP CORP                     COM              04010L103    33338   2039039   SH     SOLE         2039039         0         0
ARGAN INC                         COM              04010E109     1148     71590   SH     SOLE           71590         0         0
ARGO GROUP INTL HLDGS LTD         COM              G0464B107    24722    827653   SH     SOLE          827653         0         0
ARIAD PHARMACEUTICALS INC         COM              04033A100    65238   4082493   SH     SOLE         4082493         0         0
ARIBA INC                         COM NEW          04033V203    76532   2339725   SH     SOLE         2339725         0         0
ARK RESTAURANTS CORP              COM              040712101       63      3934   SH     SOLE            3934         0         0
ARKANSAS BEST CORP DEL            COM              040790107    13702    728463   SH     SOLE          728463         0         0
ARLINGTON ASSET INVT CORP         CL A NEW         041356205     5452    245593   SH     SOLE          245593         0         0
ARMOUR RESIDENTIAL REIT INC       COM              042315101    30581   4530534   SH     SOLE         4530534         0         0
ARMSTRONG WORLD INDS INC NEW      COM              04247X102    24202    496242   SH     SOLE          496242         0         0
AROTECH CORP                      COM NEW          042682203       30     24303   SH     SOLE           24303         0         0
ARQULE INC                        COM              04269E107    10712   1528151   SH     SOLE         1528151         0         0
ARRAY BIOPHARMA INC               COM              04269X105     9509   2792625   SH     SOLE         2792625         0         0
ARRIS GROUP INC                   COM              04269Q100    35432   3135547   SH     SOLE         3135547         0         0
ARROW ELECTRS INC                 COM              042735100   125982   3001725   SH     SOLE         3001725         0         0
ARROW FINL CORP                   COM              042744102    10648    436405   SH     SOLE          436405         0         0
ARROWHEAD RESH CORP               COM NEW          042797209      807    126478   SH     SOLE          126478         0         0
ARTESIAN RESOURCES CORP           CL A             043113208     1979    105296   SH     SOLE          105296         0         0
ARTHROCARE CORP                   COM              043136100    21484    800143   SH     SOLE          800143         0         0
ARTIO GLOBAL INVS INC             COM CL A         04315B107     2145    449660   SH     SOLE          449660         0         0
ARUBA NETWORKS INC                COM              043176106    57842   2596161   SH     SOLE         2596161         0         0
ARVINMERITOR INC                  FRNT 4.625% 3/0  043353AF8     3969   4350000  PRN     SOLE         4350000         0         0
ASBURY AUTOMOTIVE GROUP INC       COM              043436104    22694    840514   SH     SOLE          840514         0         0
ASCENA RETAIL GROUP INC           COM              04351G101    82508   1861652   SH     SOLE         1861652         0         0
ASCENT CAP GROUP INC              COM SER A        043632108    19584    414125   SH     SOLE          414125         0         0
ASHFORD HOSPITALITY TR INC        COM SHS          044103109    25312   2809282   SH     SOLE         2809282         0         0
ASHLAND INC NEW                   COM              044209104   118152   1935022   SH     SOLE         1935022         0         0
ASIAINFO-LINKAGE INC              COM              04518A104       66      5261   SH     SOLE            5261         0         0
ASPEN INSURANCE HOLDINGS LTD      SHS              G05384105    81597   2920440   SH     SOLE         2920440         0         0
ASPEN TECHNOLOGY INC              COM              045327103    47831   2329797   SH     SOLE         2329797         0         0
ASSET ACCEP CAP CORP              COM              04543P100     1258    265486   SH     SOLE          265486         0         0
ASSISTED LIVING CONCPT NEV N      CL A NEW         04544X300     9536    574105   SH     SOLE          574105         0         0
ASSOCIATED BANC CORP              COM              045487105    66756   4781965   SH     SOLE         4781965         0         0
ASSOCIATED ESTATES RLTY CORP      COM              045604105    25319   1549506   SH     SOLE         1549506         0         0
ASSURANT INC                      COM              04621X108    94159   2324910   SH     SOLE         2324910         0         0
ASSURED GUARANTY LTD              COM              G0585R106    69649   4216051   SH     SOLE         4216051         0         0
ASTA FDG INC                      COM              046220109     2307    282395   SH     SOLE          282395         0         0
ASTEA INTL INC                    COM NEW          04622E208      363    108455   SH     SOLE          108455         0         0
ASTEC INDS INC                    COM              046224101    19708    540253   SH     SOLE          540253         0         0
ASTEX PHARMACEUTICALS INC         COM              04624B103     5114   2749426   SH     SOLE         2749426         0         0
ASTORIA FINL CORP                 COM              046265104    25402   2576226   SH     SOLE         2576226         0         0
ASTRONICS CORP                    COM              046433108    12032    344172   SH     SOLE          344172         0         0
ASURE SOFTWARE INC                COM              04649U102      281     35648   SH     SOLE           35648         0         0
AT^T INC                          COM              00206R102  4798384 153646617   SH     SOLE       153646617         0         0
ATHENAHEALTH INC                  COM              04685W103    70124    946090   SH     SOLE          946090         0         0
ATLANTIC AMERN CORP               COM              048209100       62     21543   SH     SOLE           21543         0         0
ATLANTIC COAST FINL CORP          COM              048426100       30     12458   SH     SOLE           12458         0         0
ATLANTIC PWR CORP                 COM NEW          04878Q863    29559   2135784   SH     SOLE         2135784         0         0
ATLANTIC TELE NETWORK INC         COM NEW          049079205    11025    303224   SH     SOLE          303224         0         0
ATLAS AIR WORLDWIDE HLDGS IN      COM NEW          049164205    33104    672702   SH     SOLE          672702         0         0
ATMEL CORP                        COM              049513104   111022  11254146   SH     SOLE        11254146         0         0
ATMI INC                          COM              00207R101    19918    854850   SH     SOLE          854850         0         0
ATMOS ENERGY CORP                 COM              049560105   109891   3493049   SH     SOLE         3493049         0         0
ATP OIL & GAS CORP                COM              00208J108     9573   1302487   SH     SOLE         1302487         0         0
ATRICURE INC                      COM              04963C209     1723    173200   SH     SOLE          173200         0         0
ATRION CORP                       COM              049904105    10575     50305   SH     SOLE           50305         0         0
ATWOOD OCEANICS INC               COM              050095108    67376   1500911   SH     SOLE         1500911         0         0
AUDIOCODES LTD                    ORD              M15342104      285    104723   SH     SOLE          104723         0         0
AUGUSTA RES CORP                  COM NEW          050912203      976    357391   SH     SOLE          357391         0         0
AURICO GOLD INC                   COM              05155C105    19523   2201044   SH     SOLE         2201044         0         0
AURIZON MINES LTD                 COM              05155P106     5498   1135962   SH     SOLE         1135962         0         0
AUTHENTIDATE HLDG CORP            COM              052666104      854   1170294   SH     SOLE         1170294         0         0
AUTOBYTEL INC                     COM              05275N106     1149   1185372   SH     SOLE         1185372         0         0
AUTODESK INC                      COM              052769106   262756   6208794   SH     SOLE         6208794         0         0
AUTOLIV INC                       COM              052800109    57221    853401   SH     SOLE          853401         0         0
AUTOMATIC DATA PROCESSING IN      COM              053015103   716640  12984961   SH     SOLE        12984961         0         0
AUTONATION INC                    COM              05329W102    37811   1102041   SH     SOLE         1102041         0         0
AUTOZONE INC                      COM              053332102   335559    902526   SH     SOLE          902526         0         0
AUXILIUM PHARMACEUTICALS INC      COM              05334D107    25471   1371632   SH     SOLE         1371632         0         0
AV HOMES INC                      COM              00234P102     3871    317840   SH     SOLE          317840         0         0
AVAGO TECHNOLOGIES LTD            SHS              Y0486S104   148274   3804825   SH     SOLE         3804825         0         0
AVALON RARE METALS INC            COM              053470100     1234    412865   SH     SOLE          412865         0         0
AVALONBAY CMNTYS INC              COM              053484101   444424   3144140   SH     SOLE         3144140         0         0
AVANIR PHARMACEUTICALS INC        CL A NEW         05348P401    13262   3877867   SH     SOLE         3877867         0         0
AVEO PHARMACEUTICALS INC          COM              053588109     5789    466452   SH     SOLE          466452         0         0
AVERY DENNISON CORP               COM              053611109    82618   2742059   SH     SOLE         2742059         0         0
AVG TECHNOLOGIES N V              SHS              N07831105     1779    118986   SH     SOLE          118986         0         0
AVI BIOPHARMA INC                 COM              002346104     6623   4300883   SH     SOLE         4300883         0         0
AVIAT NETWORKS INC                COM              05366Y102    12843   4554162   SH     SOLE         4554162         0         0
AVID TECHNOLOGY INC               COM              05367P100     8902    809280   SH     SOLE          809280         0         0
AVIS BUDGET GROUP                 COM              053774105    39043   2759205   SH     SOLE         2759205         0         0
AVISTA CORP                       COM              05379B107    38948   1522606   SH     SOLE         1522606         0         0
AVNET INC                         COM              053807103   143591   3945886   SH     SOLE         3945886         0         0
AVON PRODS INC                    COM              054303102   210193  10857052   SH     SOLE        10857052         0         0
AVX CORP NEW                      COM              002444107    22041   1662199   SH     SOLE         1662199         0         0
AWARE INC MASS                    COM              05453N100     1092    280087   SH     SOLE          280087         0         0
AXCELIS TECHNOLOGIES INC          COM              054540109     5946   3456755   SH     SOLE         3456755         0         0
AXIS CAPITAL HOLDINGS             SHS              G0692U109   123751   3730811   SH     SOLE         3730811         0         0
AXT INC                           COM              00246W103     6322    995516   SH     SOLE          995516         0         0
AZZ INC                           COM              002474104    18798    364013   SH     SOLE          364013         0         0
A123 SYS INC                      COM              03739T108     3234   2887678   SH     SOLE         2887678         0         0
B & G FOODS INC NEW               COM              05508R106    28024   1244948   SH     SOLE         1244948         0         0
B COMMUNICATIONS LTD              SHS              M15629104      225     24416   SH     SOLE           24416         0         0
BABCOCK & WILCOX CO NEW           COM              05615F102    75749   2941697   SH     SOLE         2941697         0         0
BACTERIN INTL HLDGS INC           COM              05644R101      531    219467   SH     SOLE          219467         0         0
BADGER METER INC                  COM              056525108    15066    443250   SH     SOLE          443250         0         0
BAKER HUGHES INC                  COM              057224107   481594  11482933   SH     SOLE        11482933         0         0
BAKER MICHAEL CORP                COM              057149106     6821    286015   SH     SOLE          286015         0         0
BALCHEM CORP                      COM              057665200    25176    832257   SH     SOLE          832257         0         0
BALDWIN & LYONS INC               CL B             057755209     7828    349768   SH     SOLE          349768         0         0
BALL CORP                         COM              058498106   173460   4045242   SH     SOLE         4045242         0         0
BALLANTYNE STRONG INC             COM              058516105       62     11677   SH     SOLE           11677         0         0
BALLY TECHNOLOGIES INC            COM              05874B107    60586   1295963   SH     SOLE         1295963         0         0
BALTIC TRADING LIMITED            COM              Y0553W103      632    152294   SH     SOLE          152294         0         0
BANCFIRST CORP                    COM              05945F103    11441    262659   SH     SOLE          262659         0         0
BANCO BRADESCO S A                SP ADR PFD NEW   059460303      971     55500   SH     SOLE           55500         0         0
BANCO MACRO SA                    SPON ADR B       05961W105     4918    250780   SH     SOLE          250780         0         0
BANCO SANTANDER BRASIL S A        ADS REP 1 UNIT   05967A107     8422    918470   SH     SOLE          918470         0         0
BANCO SANTANDER CHILE NEW         SP ADR REP COM   05965X109      551      6400   SH     SOLE            6400         0         0
BANCOLOMBIA S A                   SPON ADR PREF    05968L102     7053    109075   SH     SOLE          109075         0         0
BANCORP INC DEL                   COM              05969A105    10730   1068677   SH     SOLE         1068677         0         0
BANCORPSOUTH INC                  COM              059692103    33682   2500515   SH     SOLE         2500515         0         0
BANCTRUST FINANCIAL GP            COM              05978R107      578    398687   SH     SOLE          398687         0         0
BANK HAWAII CORP                  COM              062540109    61365   1269177   SH     SOLE         1269177         0         0
BANK KY FINL CORP                 COM              062896105     2005     77911   SH     SOLE           77911         0         0
BANK MONTREAL QUE                 COM              063671101   416621   7011465   SH     SOLE         7011465         0         0
BANK MUTUAL CORP NEW              COM              063750103     6425   1590233   SH     SOLE         1590233         0         0
BANK NOVA SCOTIA HALIFAX          COM              064149107   741483  13231321   SH     SOLE        13231321         0         0
BANK OF AMERICA CORPORATION       COM              060505104  2652056 277121806   SH     SOLE       277121806         0         0
BANK OF MARIN BANCORP             COM              063425102     8360    219933   SH     SOLE          219933         0         0
BANK OF NEW YORK MELLON CORP      COM              064058100   774625  32102151   SH     SOLE        32102151         0         0
BANK OF THE OZARKS INC            COM              063904106    25124    803704   SH     SOLE          803704         0         0
BANKFINANCIAL CORP                COM              06643P104     4544    686393   SH     SOLE          686393         0         0
BANKRATE INC DEL                  COM              06647F102    15881    641672   SH     SOLE          641672         0         0
BANKUNITED INC                    COM              06652K103    24794    991763   SH     SOLE          991763         0         0
BANNER CORP                       COM NEW          06652V208    10341    469390   SH     SOLE          469390         0         0
BANRO CORP                        COM              066800103     6243   1351358   SH     SOLE         1351358         0         0
BAR HBR BANKSHARES                COM              066849100      214      6432   SH     SOLE            6432         0         0
BARD C R INC                      COM              067383109   213556   2163249   SH     SOLE         2163249         0         0
BARNES & NOBLE INC                COM              067774109    13516   1020099   SH     SOLE         1020099         0         0
BARNES GROUP INC                  COM              067806109    35525   1350248   SH     SOLE         1350248         0         0
BARNWELL INDS INC                 COM              068221100      298     90370   SH     SOLE           90370         0         0
BARRETT BILL CORP                 COM              06846N104    33190   1276046   SH     SOLE         1276046         0         0
BARRETT BUSINESS SERVICES IN      COM              068463108     5155    259957   SH     SOLE          259957         0         0
BARRICK GOLD CORP                 COM              067901108   506940  11659155   SH     SOLE        11659155         0         0
BARRY R G CORP OHIO               COM              068798107      843     69108   SH     SOLE           69108         0         0
BASIC ENERGY SVCS INC NEW         COM              06985P100    18583   1071044   SH     SOLE         1071044         0         0
BASSETT FURNITURE INDS INC        COM              070203104     3094    336253   SH     SOLE          336253         0         0
BAXTER INTL INC                   COM              071813109   856306  14324295   SH     SOLE        14324295         0         0
BAYTEX ENERGY CORP                COM              07317Q105    72677   1401413   SH     SOLE         1401413         0         0
BAZAARVOICE INC                   COM              073271108     1678     84463   SH     SOLE           84463         0         0
BB^T CORP                         COM              054937107   549309  17499501   SH     SOLE        17499501         0         0
BBCN BANCORP INC                  COM              073295107    21867   1964675   SH     SOLE         1964675         0         0
BBVA BANCO FRANCES S A            SPONSORED ADR    07329M100     1700    281857   SH     SOLE          281857         0         0
BCB BANCORP INC                   COM              055298103      606     60613   SH     SOLE           60613         0         0
BCE INC                           COM NEW          05534B760   180640   4509237   SH     SOLE         4509237         0         0
BE AEROSPACE INC                  COM              073302101   118190   2543356   SH     SOLE         2543356         0         0
BEACON FED BANCORP INC            COM              073582108      147     10338   SH     SOLE           10338         0         0
BEACON ROOFING SUPPLY INC         COM              073685109    34693   1346767   SH     SOLE         1346767         0         0
BEAM INC                          COM              073730103   230300   3932040   SH     SOLE         3932040         0         0
BEASLEY BROADCAST GROUP INC       CL A             074014101      317     73744   SH     SOLE           73744         0         0
BEAZER HOMES USA INC              COM              07556Q105     7540   2319852   SH     SOLE         2319852         0         0
BEBE STORES INC                   COM              075571109     9144    990701   SH     SOLE          990701         0         0
BECTON DICKINSON & CO             COM              075887109   429595   5532455   SH     SOLE         5532455         0         0
BED BATH & BEYOND INC             COM              075896100   430550   6546300   SH     SOLE         6546300         0         0
BEL FUSE INC                      CL B             077347300     6404    362444   SH     SOLE          362444         0         0
BELDEN INC                        COM              077454106    47224   1245683   SH     SOLE         1245683         0         0
BELO CORP                         COM SER A        080555105    18086   2522517   SH     SOLE         2522517         0         0
BEMIS INC                         COM              081437105    88133   2729407   SH     SOLE         2729407         0         0
BENCHMARK ELECTRS INC             COM              08160H101    28235   1712255   SH     SOLE         1712255         0         0
BENEFICIAL MUTUAL BANCORP IN      COM              08173R104    11830   1353552   SH     SOLE         1353552         0         0
BENIHANA INC                      COM              082047101     6567    503185   SH     SOLE          503185         0         0
BERKLEY W R CORP                  COM              084423102   111417   3084629   SH     SOLE         3084629         0         0
BERKSHIRE BANCORP INC DEL         COM NEW          084597202      174     25205   SH     SOLE           25205         0         0
BERKSHIRE HATHAWAY INC DEL        CL A             084670108    10483        86   SH     SOLE              86         0         0
BERKSHIRE HATHAWAY INC DEL        CL B NEW         084670702  3598177  44339824   SH     SOLE        44339824         0         0
BERKSHIRE HILLS BANCORP INC       COM              084680107    18194    793817   SH     SOLE          793817         0         0
BERRY PETE CO                     CL A             085789105    65623   1392377   SH     SOLE         1392377         0         0
BEST BUY INC                      COM              086516101   172536   7286158   SH     SOLE         7286158         0         0
BG MEDICINE INC                   COM              08861T107      313     44548   SH     SOLE           44548         0         0
BGC PARTNERS INC                  CL A             05541T101    17038   2300881   SH     SOLE         2300881         0         0
BIG LOTS INC                      COM              089302103    75669   1758920   SH     SOLE         1758920         0         0
BIG 5 SPORTING GOODS CORP         COM              08915P101     4718    601839   SH     SOLE          601839         0         0
BIGLARI HLDGS INC                 COM              08986R101    16185     40177   SH     SOLE           40177         0         0
BIO RAD LABS INC                  CL A             090572207    60341    581939   SH     SOLE          581939         0         0
BIO-REFERENCE LABS INC            COM $.01 NEW     09057G602    16850    716735   SH     SOLE          716735         0         0
BIOCLINICA INC                    COM              09071B100     1980    356716   SH     SOLE          356716         0         0
BIOCRYST PHARMACEUTICALS          COM              09058V103     4738    981003   SH     SOLE          981003         0         0
BIODELIVERY SCIENCES INTL IN      COM              09060J106     2679   1107154   SH     SOLE         1107154         0         0
BIOGEN IDEC INC                   COM              09062X103   859720   6823172   SH     SOLE         6823172         0         0
BIOLASE TECHNOLOGY INC            COM              090911108     3263   1204217   SH     SOLE         1204217         0         0
BIOMARIN PHARMACEUTICAL INC       COM              09061G101    88329   2578946   SH     SOLE         2578946         0         0
BIOMED REALTY TRUST INC           COM              09063H107    96645   5091917   SH     SOLE         5091917         0         0
BIOMIMETIC THERAPEUTICS INC       COM              09064X101     1989    805295   SH     SOLE          805295         0         0
BIOSANTE PHARMACEUTICALS INC      COM NEW          09065V203     2082   3062013   SH     SOLE         3062013         0         0
BIOSCRIP INC                      COM              09069N108    10333   1521748   SH     SOLE         1521748         0         0
BIOSPECIFICS TECHNOLOGIES CO      COM              090931106      823     51996   SH     SOLE           51996         0         0
BIOTIME INC                       COM              09066L105     4106    931137   SH     SOLE          931137         0         0
BJS RESTAURANTS INC               COM              09180C106    32361    642721   SH     SOLE          642721         0         0
BLACK BOX CORP DEL                COM              091826107    13436    526715   SH     SOLE          526715         0         0
BLACK DIAMOND INC                 COM              09202G101     1642    177361   SH     SOLE          177361         0         0
BLACK HILLS CORP                  COM              092113109    41322   1232375   SH     SOLE         1232375         0         0
BLACKBAUD INC                     COM              09227Q100    37573   1130688   SH     SOLE         1130688         0         0
BLACKROCK INC                     COM              09247X101   506686   2472846   SH     SOLE         2472846         0         0
BLACKROCK KELSO CAPITAL CORP      COM              092533108     7416    755203   SH     SOLE          755203         0         0
BLOCK H & R INC                   COM              093671105   126928   7706632   SH     SOLE         7706632         0         0
BLOUNT INTL INC NEW               COM              095180105    23323   1398285   SH     SOLE         1398285         0         0
BLUE NILE INC                     COM              09578R103    12324    373669   SH     SOLE          373669         0         0
BLYTH INC                         COM NEW          09643P207    12671    169326   SH     SOLE          169326         0         0
BMC SOFTWARE INC                  COM              055921100   234232   5832473   SH     SOLE         5832473         0         0
BOB EVANS FARMS INC               COM              096761101    34778    922007   SH     SOLE          922007         0         0
BODY CENT CORP                    COM              09689U102    10725    369567   SH     SOLE          369567         0         0
BOEING CO                         COM              097023105  1444627  19424865   SH     SOLE        19424865         0         0
BOFI HLDG INC                     COM              05566U108     2034    119079   SH     SOLE          119079         0         0
BOINGO WIRELESS INC               COM              09739C102      667     55132   SH     SOLE           55132         0         0
BOISE INC                         COM              09746Y105    22080   2689430   SH     SOLE         2689430         0         0
BOK FINL CORP                     COM NEW          05561Q201    37444    665323   SH     SOLE          665323         0         0
BOLT TECHNOLOGY CORP              COM              097698104     4525    291953   SH     SOLE          291953         0         0
BON-TON STORES INC                COM              09776J101     5052    546191   SH     SOLE          546191         0         0
BONANZA CREEK ENERGY INC          COM              097793103     3977    182033   SH     SOLE          182033         0         0
BOOZ ALLEN HAMILTON HLDG COR      CL A             099502106     3814    223957   SH     SOLE          223957         0         0
BORGWARNER INC                    COM              099724106   240705   2853980   SH     SOLE         2853980         0         0
BORGWARNER INC                    NOTE 3.500% 4/1  099724AF3    74998  29182000  PRN     SOLE        29182000         0         0
BOSTON BEER INC                   CL A             100557107    25600    239727   SH     SOLE          239727         0         0
BOSTON PRIVATE FINL HLDGS IN      COM              101119105    22664   2287026   SH     SOLE         2287026         0         0
BOSTON PROPERTIES INC             COM              101121101   515912   4913913   SH     SOLE         4913913         0         0
BOSTON SCIENTIFIC CORP            COM              101137107   219704  36739863   SH     SOLE        36739863         0         0
BOTTOMLINE TECH DEL INC           COM              101388106    27808    995278   SH     SOLE          995278         0         0
BOVIE MEDICAL CORP                COM              10211F100       45     16638   SH     SOLE           16638         0         0
BOYD GAMING CORP                  COM              103304101    11884   1515785   SH     SOLE         1515785         0         0
BPZ RESOURCES INC                 COM              055639108    15698   3895217   SH     SOLE         3895217         0         0
BRADY CORP                        CL A             104674106    40075   1238794   SH     SOLE         1238794         0         0
BRANDYWINE RLTY TR                SH BEN INT NEW   105368203    50393   4389618   SH     SOLE         4389618         0         0
BRASKEM S A                       SP ADR PFD A     105532105     2584    162236   SH     SOLE          162236         0         0
BRAVO BRIO RESTAURANT GROUP       COM              10567B109     6293    315299   SH     SOLE          315299         0         0
BRE PROPERTIES INC                CL A             05564E106   129585   2563492   SH     SOLE         2563492         0         0
BRIDGE BANCORP INC                COM              108035106     2440    116360   SH     SOLE          116360         0         0
BRIDGE CAP HLDGS                  COM              108030107      821     61004   SH     SOLE           61004         0         0
BRIDGEPOINT ED INC                COM              10807M105    14803    598117   SH     SOLE          598117         0         0
BRIDGFORD FOODS CORP              COM              108763103      341     39011   SH     SOLE           39011         0         0
BRIGGS & STRATTON CORP            COM              109043109    26057   1453283   SH     SOLE         1453283         0         0
BRIGHTCOVE INC                    COM              10921T101      752     30334   SH     SOLE           30334         0         0
BRIGHTPOINT INC                   COM NEW          109473405    15873   1971820   SH     SOLE         1971820         0         0
BRINKER INTL INC                  COM              109641100    58055   2107252   SH     SOLE         2107252         0         0
BRINKS CO                         COM              109696104    37727   1580532   SH     SOLE         1580532         0         0
BRISTOL MYERS SQUIBB CO           COM              110122108  1588713  47072990   SH     SOLE        47072990         0         0
BRISTOW GROUP INC                 COM              110394103    44892    940533   SH     SOLE          940533         0         0
BRISTOW GROUP INC                 NOTE 3.000% 6/1  110394AC7    11284  10721000  PRN     SOLE        10721000         0         0
BROADCOM CORP                     CL A             111320107   574440  14616806   SH     SOLE        14616806         0         0
BROADRIDGE FINL SOLUTIONS IN      COM              11133T103    95869   4009564   SH     SOLE         4009564         0         0
BROADSOFT INC                     COM              11133B409    21881    572048   SH     SOLE          572048         0         0
BROADWIND ENERGY INC              COM              11161T108     1324   2816459   SH     SOLE         2816459         0         0
BROCADE COMMUNICATIONS SYS I      COM NEW          111621306    61734  10736293   SH     SOLE        10736293         0         0
BROOKDALE SR LIVING INC           COM              112463104    44889   2397926   SH     SOLE         2397926         0         0
BROOKFIELD ASSET MGMT INC         CL A LTD VT SH   112585104   193484   6128731   SH     SOLE         6128731         0         0
BROOKFIELD OFFICE PPTYS INC       COM              112900105   139234   7979042   SH     SOLE         7979042         0         0
BROOKFIELD RESIDENTIAL PPTYS      COM              11283W104     3873    366087   SH     SOLE          366087         0         0
BROOKLINE BANCORP INC DEL         COM              11373M107    18353   1958661   SH     SOLE         1958661         0         0
BROOKS AUTOMATION INC             COM              114340102    21885   1774962   SH     SOLE         1774962         0         0
BROWN & BROWN INC                 COM              115236101    83639   3517188   SH     SOLE         3517188         0         0
BROWN FORMAN CORP                 CL B             115637209   260233   3120671   SH     SOLE         3120671         0         0
BROWN SHOE INC NEW                COM              115736100    10485   1135951   SH     SOLE         1135951         0         0
BRT RLTY TR                       SH BEN INT NEW   055645303     2861    409343   SH     SOLE          409343         0         0
BRUKER CORP                       COM              116794108    33526   2189804   SH     SOLE         2189804         0         0
BRUNSWICK CORP                    COM              117043109    59359   2305197   SH     SOLE         2305197         0         0
BRYN MAWR BK CORP                 COM              117665109     8444    376296   SH     SOLE          376296         0         0
BSQUARE CORP                      COM NEW          11776U300      858    256053   SH     SOLE          256053         0         0
BTU INTL INC                      COM              056032105       96     31043   SH     SOLE           31043         0         0
BUCKEYE TECHNOLOGIES INC          COM              118255108    38029   1119475   SH     SOLE         1119475         0         0
BUCKLE INC                        COM              118440106    37513    783152   SH     SOLE          783152         0         0
BUFFALO WILD WINGS INC            COM              119848109    45783    504833   SH     SOLE          504833         0         0
BUILD A BEAR WORKSHOP             COM              120076104      877    167022   SH     SOLE          167022         0         0
BUILDERS FIRSTSOURCE INC          COM              12008R107     2015    476293   SH     SOLE          476293         0         0
BUNGE LIMITED                     COM              G16962105   231386   3380854   SH     SOLE         3380854         0         0
C D I CORP                        COM              125071100     7496    418060   SH     SOLE          418060         0         0
C H ROBINSON WORLDWIDE INC        COM NEW          12541W209   359176   5484437   SH     SOLE         5484437         0         0
C^J ENERGY SVCS INC               COM              12467B304    13179    740805   SH     SOLE          740805         0         0
CA INC                            COM              12673P105   269625   9783216   SH     SOLE         9783216         0         0
CABELAS INC                       COM              126804301    45271   1186666   SH     SOLE         1186666         0         0
CABLEVISION SYS CORP              CL A NY CABLVS   12686C109    89191   6075668   SH     SOLE         6075668         0         0
CABOT CORP                        COM              127055101    77078   1805956   SH     SOLE         1805956         0         0
CABOT MICROELECTRONICS CORP       COM              12709P103    24615    633096   SH     SOLE          633096         0         0
CABOT OIL & GAS CORP              COM              127097103   167940   5387875   SH     SOLE         5387875         0         0
CACHE INC                         COM NEW          127150308     2969    424084   SH     SOLE          424084         0         0
CACI INTL INC                     CL A             127190304    54614    876763   SH     SOLE          876763         0         0
CACI INTL INC                     NOTE 2.125% 5/0  127190AD8    10019   8080000  PRN     SOLE         8080000         0         0
CADENCE DESIGN SYSTEM INC         COM              127387108    83886   7084975   SH     SOLE         7084975         0         0
CADENCE DESIGN SYSTEM INC         NOTE 2.625% 6/0  127387AJ7     8227   4952000  PRN     SOLE         4952000         0         0
CADENCE PHARMACEUTICALS INC       COM              12738T100     5532   1495224   SH     SOLE         1495224         0         0
CADIZ INC                         COM NEW          127537207     1676    182183   SH     SOLE          182183         0         0
CAE INC                           COM              124765108    29912   2923902   SH     SOLE         2923902         0         0
CAESARS ENTMT CORP                COM              127686103     2594    175978   SH     SOLE          175978         0         0
CAI INTERNATIONAL INC             COM              12477X106     2535    139425   SH     SOLE          139425         0         0
CAL DIVE INTL INC DEL             COM              12802T101     9066   2747325   SH     SOLE         2747325         0         0
CAL MAINE FOODS INC               COM NEW          128030202    14664    383265   SH     SOLE          383265         0         0
CALAMOS ASSET MGMT INC            CL A             12811R104     8750    667415   SH     SOLE          667415         0         0
CALAMP CORP                       COM              128126109     4218    869673   SH     SOLE          869673         0         0
CALAVO GROWERS INC                COM              128246105    11374    424705   SH     SOLE          424705         0         0
CALGON CARBON CORP                COM              129603106    23568   1509813   SH     SOLE         1509813         0         0
CALIFORNIA FIRST NTNL BANCOR      COM              130222102      151      9868   SH     SOLE            9868         0         0
CALIFORNIA WTR SVC GROUP          COM              130788102    21818   1198137   SH     SOLE         1198137         0         0
CALIX INC                         COM              13100M509     4447    521293   SH     SOLE          521293         0         0
CALLAWAY GOLF CO                  COM              131193104    11182   1654112   SH     SOLE         1654112         0         0
CALLIDUS SOFTWARE INC             COM              13123E500     9199   1177801   SH     SOLE         1177801         0         0
CALLON PETE CO DEL                COM              13123X102     9088   1444868   SH     SOLE         1444868         0         0
CALPINE CORP                      COM NEW          131347304   153175   8900375   SH     SOLE         8900375         0         0
CAMAC ENERGY INC                  COM              131745101      624    623678   SH     SOLE          623678         0         0
CAMBIUM LEARNING GRP INC          COM              13201A107      246     92669   SH     SOLE           92669         0         0
CAMBREX CORP                      COM              132011107     8465   1211013   SH     SOLE         1211013         0         0
CAMCO FINL CORP                   COM              132618109      197     70274   SH     SOLE           70274         0         0
CAMDEN NATL CORP                  COM              133034108     9557    271901   SH     SOLE          271901         0         0
CAMDEN PPTY TR                    SH BEN INT       133131102   198074   3012527   SH     SOLE         3012527         0         0
CAMECO CORP                       COM              13321L108    98207   4569895   SH     SOLE         4569895         0         0
CAMERON INTERNATIONAL CORP        COM              13342B105   329109   6229588   SH     SOLE         6229588         0         0
CAMPBELL SOUP CO                  COM              134429109   160997   4756184   SH     SOLE         4756184         0         0
CAMPUS CREST CMNTYS INC           COM              13466Y105     6268    537580   SH     SOLE          537580         0         0
CANADIAN NAT RES LTD              COM              136385101   441625  13309976   SH     SOLE        13309976         0         0
CANADIAN NATL RY CO               COM              136375102   414896   5223412   SH     SOLE         5223412         0         0
CANADIAN PAC RY LTD               COM              13645T100   153626   2022727   SH     SOLE         2022727         0         0
CANTEL MEDICAL CORP               COM              138098108    14860    592278   SH     SOLE          592278         0         0
CANTERBURY PARK HOLDING CORP      COM              13811E101       10       972   SH     SOLE             972         0         0
CAPE BANCORP INC                  COM              139209100     1311    164341   SH     SOLE          164341         0         0
CAPELLA EDUCATION COMPANY         COM              139594105    13765    382903   SH     SOLE          382903         0         0
CAPITAL BK CORP                   COM              139793103      217     97001   SH     SOLE           97001         0         0
CAPITAL CITY BK GROUP INC         COM              139674105     3202    429763   SH     SOLE          429763         0         0
CAPITAL ONE FINL CORP             COM              14040H105   826567  14828982   SH     SOLE        14828982         0         0
CAPITAL SOUTHWEST CORP            COM              140501107     3536     37397   SH     SOLE           37397         0         0
CAPITAL SR LIVING CORP            COM              140475104     7856    850177   SH     SOLE          850177         0         0
CAPITAL TRUST INC MD              CL A NEW         14052H506      373     99001   SH     SOLE           99001         0         0
CAPITALSOURCE INC                 COM              14055X102    44697   6772275   SH     SOLE         6772275         0         0
CAPITOL FED FINL INC              COM              14057J101    49180   4139731   SH     SOLE         4139731         0         0
CAPLEASE INC                      COM              140288101    11407   2830428   SH     SOLE         2830428         0         0
CAPSTEAD MTG CORP                 COM NO PAR       14067E506    32582   2485274   SH     SOLE         2485274         0         0
CAPSTONE TURBINE CORP             COM              14067D102     8235   8073153   SH     SOLE         8073153         0         0
CARBO CERAMICS INC                COM              140781105    55096    522488   SH     SOLE          522488         0         0
CARBONITE INC                     COM              141337105     1149    104335   SH     SOLE          104335         0         0
CARDINAL FINL CORP                COM              14149F109    11306   1000548   SH     SOLE         1000548         0         0
CARDINAL HEALTH INC               COM              14149Y108   449187  10419559   SH     SOLE        10419559         0         0
CARDIOME PHARMA CORP              COM NEW          14159U202      140    197886   SH     SOLE          197886         0         0
CARDIONET INC                     COM              14159L103     2815    914015   SH     SOLE          914015         0         0
CARDIOVASCULAR SYS INC DEL        COM              141619106     1486    160676   SH     SOLE          160676         0         0
CARDTRONICS INC                   COM              14161H108    31485   1199442   SH     SOLE         1199442         0         0
CAREER EDUCATION CORP             COM              141665109    11764   1459513   SH     SOLE         1459513         0         0
CAREFUSION CORP                   COM              14170T101   148907   5742671   SH     SOLE         5742671         0         0
CARIBOU COFFEE INC                COM              142042209     6763    362809   SH     SOLE          362809         0         0
CARLISLE COS INC                  COM              142339100    79271   1587956   SH     SOLE         1587956         0         0
CARMAX INC                        COM              143130102   209770   6053954   SH     SOLE         6053954         0         0
CARMIKE CINEMAS INC               COM              143436400     1048     75142   SH     SOLE           75142         0         0
CARNIVAL CORP                     PAIRED CTF       143658300   370921  11562381   SH     SOLE        11562381         0         0
CARPENTER TECHNOLOGY CORP         COM              144285103    59381   1136920   SH     SOLE         1136920         0         0
CARRIAGE SVCS INC                 COM              143905107     3120    413184   SH     SOLE          413184         0         0
CARRIZO OIL & CO INC              COM              144577103    28528   1009480   SH     SOLE         1009480         0         0
CARROLS RESTAURANT GROUP INC      COM              14574X104     2622    171910   SH     SOLE          171910         0         0
CARTER INC                        COM              146229109    71505   1436704   SH     SOLE         1436704         0         0
CASCADE BANCORP                   COM NEW          147154207      664    116919   SH     SOLE          116919         0         0
CASCADE CORP                      COM              147195101    12809    255568   SH     SOLE          255568         0         0
CASELLA WASTE SYS INC             CL A             147448104     6240   1001605   SH     SOLE         1001605         0         0
CASEYS GEN STORES INC             COM              147528103    56805   1024251   SH     SOLE         1024251         0         0
CASH AMER INTL INC                COM              14754D100    44754    933730   SH     SOLE          933730         0         0
CASS INFORMATION SYS INC          COM              14808P109    10731    268602   SH     SOLE          268602         0         0
CASTLE A M & CO                   COM              148411101     7214    570285   SH     SOLE          570285         0         0
CASUAL MALE RETAIL GRP INC        COM NEW          148711302     5122   1524480   SH     SOLE         1524480         0         0
CATALYST HEALTH SOLUTIONS IN      COM              14888B103    73715   1156672   SH     SOLE         1156672         0         0
CATERPILLAR INC DEL               COM              149123101  1727280  16215544   SH     SOLE        16215544         0         0
CATHAY GENERAL BANCORP            COM              149150104    40129   2267174   SH     SOLE         2267174         0         0
CATO CORP NEW                     CL A             149205106    20653    747229   SH     SOLE          747229         0         0
CAVCO INDS INC DEL                COM              149568107    10089    216602   SH     SOLE          216602         0         0
CAVIUM INC                        COM              14964U108    38223   1235396   SH     SOLE         1235396         0         0
CBEYOND INC                       COM              149847105     7609    951149   SH     SOLE          951149         0         0
CBIZ INC                          COM              124805102     8668   1371518   SH     SOLE         1371518         0         0
CBL & ASSOC PPTYS INC             COM              124830100    91618   4842407   SH     SOLE         4842407         0         0
CBOE HLDGS INC                    COM              12503M108    55816   1963975   SH     SOLE         1963975         0         0
CBRE GROUP INC                    CL A             12504L109   155611   7796165   SH     SOLE         7796165         0         0
CBS CORP NEW                      CL B             124857202   583048  17193993   SH     SOLE        17193993         0         0
CCA INDS INC                      COM              124867102       66     13959   SH     SOLE           13959         0         0
CDN IMPERIAL BK OF COMMERCE       COM              136069101   335507   4386280   SH     SOLE         4386280         0         0
CEC ENTMT INC                     COM              125137109    20651    544736   SH     SOLE          544736         0         0
CEDAR REALTY TRUST INC            COM NEW          150602209    11567   2259120   SH     SOLE         2259120         0         0
CEL-SCI CORP                      COM NEW          150837409     1480   3083966   SH     SOLE         3083966         0         0
CELADON GROUP INC                 COM              150838100    10334    664561   SH     SOLE          664561         0         0
CELANESE CORP DEL                 COM SER A        150870103   187998   4070981   SH     SOLE         4070981         0         0
CELESTICA INC                     SUB VTG SHS      15101Q108    34584   3613756   SH     SOLE         3613756         0         0
CELGENE CORP                      RIGHT 12/31/2030 151020112        6      2870   SH     SOLE            2870         0         0
CELGENE CORP                      COM              151020104   881855  11375842   SH     SOLE        11375842         0         0
CELL THERAPEUTICS INC             COM NO PAR NEW   150934602     7746   5890295   SH     SOLE         5890295         0         0
CELLCOM ISRAEL LTD                SHS              M2196U109     8587    693024   SH     SOLE          693024         0         0
CELLDEX THERAPEUTICS INC NEW      COM              15117B103     8834   1735471   SH     SOLE         1735471         0         0
CEMEX SAB DE CV                   SPON ADR NEW     151290889     3655    470996   SH     SOLE          470996         0         0
CEMEX SAB DE CV                   NOTE 4.875% 3/1  151290AV5    28619  30446000  PRN     SOLE        30446000         0         0
CENOVUS ENERGY INC                COM              15135U109   331202   9215401   SH     SOLE         9215401         0         0
CENTENE CORP DEL                  COM              15135B101    67642   1381291   SH     SOLE         1381291         0         0
CENTER BANCORP INC                COM              151408101     1373    136862   SH     SOLE          136862         0         0
CENTERPOINT ENERGY INC            COM              15189T107   211058  10702736   SH     SOLE        10702736         0         0
CENTERSTATE BANKS INC             COM              15201P109     7361    902093   SH     SOLE          902093         0         0
CENTRAIS ELETRICAS BRASILEIR      SPON ADR PFD B   15234Q108     4089    318000   SH     SOLE          318000         0         0
CENTRAL BANCORP INC MASS          COM              152418109       38      2075   SH     SOLE            2075         0         0
CENTRAL EUROPEAN DIST CORP        COM              153435102    10196   1995298   SH     SOLE         1995298         0         0
CENTRAL EUROPEAN MEDIA ENTRP      CL A NEW         G20045202     3678    518003   SH     SOLE          518003         0         0
CENTRAL GARDEN & PET CO           COM              153527106        2       172   SH     SOLE             172         0         0
CENTRAL GARDEN & PET CO           CL A NON-VTG     153527205    14004   1454254   SH     SOLE         1454254         0         0
CENTRAL PAC FINL CORP             COM NEW          154760409     3580    276471   SH     SOLE          276471         0         0
CENTRAL VA BANKSHARES INC         COM              155792104        2      1462   SH     SOLE            1462         0         0
CENTRAL VT PUB SVC CORP           COM              155771108    15201    431836   SH     SOLE          431836         0         0
CENTURY ALUM CO                   COM              156431108    13944   1570269   SH     SOLE         1570269         0         0
CENTURY BANCORP INC MASS          CL A NON VTG     156432106     1697     62147   SH     SOLE           62147         0         0
CENTURY CASINOS INC               COM              156492100     1605    559163   SH     SOLE          559163         0         0
CENTURYLINK INC                   COM              156700106   611803  15829327   SH     SOLE        15829327         0         0
CENVEO INC                        COM              15670S105     7775   2300335   SH     SOLE         2300335         0         0
CEPHEID                           COM              15670R107    75435   1803379   SH     SOLE         1803379         0         0
CERADYNE INC                      COM              156710105    22043    676982   SH     SOLE          676982         0         0
CERAGON NETWORKS LTD              ORD              M22013102      838     88259   SH     SOLE           88259         0         0
CERES INC                         COM              156773103       28      1767   SH     SOLE            1767         0         0
CERNER CORP                       COM              156782104   314870   4134327   SH     SOLE         4134327         0         0
CERUS CORP                        COM              157085101     6598   1641226   SH     SOLE         1641226         0         0
CEVA INC                          COM              157210105    16303    717863   SH     SOLE          717863         0         0
CF INDS HLDGS INC                 COM              125269100   333616   1826534   SH     SOLE         1826534         0         0
CFS BANCORP INC                   COM              12525D102      954    167350   SH     SOLE          167350         0         0
CH ENERGY GROUP INC               COM              12541M102    31435    471077   SH     SOLE          471077         0         0
CHARLES RIV LABS INTL INC         COM              159864107    56723   1571706   SH     SOLE         1571706         0         0
CHARLES RIV LABS INTL INC         NOTE 2.250% 6/1  159864AB3     8826   8760000  PRN     SOLE         8760000         0         0
CHARMING SHOPPES INC              COM              161133103    17822   3020735   SH     SOLE         3020735         0         0
CHART INDS INC                    COM PAR $0.01    16115Q308    54145    738381   SH     SOLE          738381         0         0
CHART INDS INC                    NOTE 2.000% 8/0  16115QAC4    10880   8500000  PRN     SOLE         8500000         0         0
CHARTER COMMUNICATIONS INC D      CL A NEW         16117M305    65260   1028528   SH     SOLE         1028528         0         0
CHARTER FINL CORP WEST PT GA      COM              16122M100      324     36154   SH     SOLE           36154         0         0
CHASE CORP                        COM              16150R104     3047    193478   SH     SOLE          193478         0         0
CHATHAM LODGING TR                COM              16208T102     3233    254734   SH     SOLE          254734         0         0
CHECK POINT SOFTWARE TECH LT      ORD              M22465104    18528    290218   SH     SOLE          290218         0         0
CHECKPOINT SYS INC                COM              162825103    11875   1052782   SH     SOLE         1052782         0         0
CHEESECAKE FACTORY INC            COM              163072101    47830   1627431   SH     SOLE         1627431         0         0
CHEFS WHSE INC                    COM              163086101     2729    117917   SH     SOLE          117917         0         0
CHELSEA THERAPEUTICS INTL LT      COM              163428105     2259    882482   SH     SOLE          882482         0         0
CHEMED CORP NEW                   COM              16359R103    34580    551692   SH     SOLE          551692         0         0
CHEMICAL FINL CORP                COM              163731102    20869    890313   SH     SOLE          890313         0         0
CHEMOCENTRYX INC                  COM              16383L106      105      9847   SH     SOLE            9847         0         0
CHEMTURA CORP                     COM NEW          163893209    44056   2594579   SH     SOLE         2594579         0         0
CHENIERE ENERGY INC               COM NEW          16411R208    60381   4030789   SH     SOLE         4030789         0         0
CHEROKEE INC DEL NEW              COM              16444H102     5507    483495   SH     SOLE          483495         0         0
CHESAPEAKE ENERGY CORP            COM              165167107   398054  17179730   SH     SOLE        17179730         0         0
CHESAPEAKE ENERGY CORP            NOTE 2.250%12/1  165167CB1     5830   7800000  PRN     SOLE         7800000         0         0
CHESAPEAKE ENERGY CORP            NOTE 2.500% 5/1  165167CA3    14138  15600000  PRN     SOLE        15600000         0         0
CHESAPEAKE ENERGY CORP            NOTE 2.750%11/1  165167BW6     4859   5650000  PRN     SOLE         5650000         0         0
CHESAPEAKE LODGING TR             SH BEN INT       165240102    12846    714843   SH     SOLE          714843         0         0
CHESAPEAKE UTILS CORP             COM              165303108    15674    381181   SH     SOLE          381181         0         0
CHEVIOT FINL CORP NEW             COM              16677X105        3       335   SH     SOLE             335         0         0
CHEVRON CORP NEW                  COM              166764100  5568350  51938715   SH     SOLE        51938715         0         0
CHICAGO BRIDGE & IRON CO N V      N Y REGISTRY SH  167250109    42967    994840   SH     SOLE          994840         0         0
CHICAGO RIVET & MACH CO           COM              168088102        3       166   SH     SOLE             166         0         0
CHICOPEE BANCORP INC              COM              168565109      297     20464   SH     SOLE           20464         0         0
CHICOS FAS INC                    COM              168615102    68027   4505083   SH     SOLE         4505083         0         0
CHILDRENS PL RETAIL STORES I      COM              168905107    35118    679657   SH     SOLE          679657         0         0
CHIMERA INVT CORP                 COM              16934Q109    70282  24834672   SH     SOLE        24834672         0         0
CHINA BIOLOGIC PRODS INC          COM              16938C106      253     27245   SH     SOLE           27245         0         0
CHINA CORD BLOOD CORP             SHS              G21107100       95     33287   SH     SOLE           33287         0         0
CHINA GREEN AGRICULTURE INC       COM              16943W105       12      2824   SH     SOLE            2824         0         0
CHINA HOUSING & LAND DEV INC      COM              16939V103       26     18900   SH     SOLE           18900         0         0
CHINA INFORMATION TECHNOLOGY      COM NEW          16950L208       75     60258   SH     SOLE           60258         0         0
CHINA MOBILE LIMITED              SPONSORED ADR    16941M109        6       100   SH     SOLE             100         0         0
CHINACAST EDU CORP                COM              16946T109       44     10270   SH     SOLE           10270         0         0
CHINDEX INTERNATIONAL INC         COM              169467107     4442    467602   SH     SOLE          467602         0         0
CHIPOTLE MEXICAN GRILL INC        COM              169656105   348593    833954   SH     SOLE          833954         0         0
CHIQUITA BRANDS INTL INC          COM              170032809    11754   1337228   SH     SOLE         1337228         0         0
CHOICE HOTELS INTL INC            COM              169905106    37976   1017021   SH     SOLE         1017021         0         0
CHRISTOPHER & BANKS CORP          COM              171046105     2073   1114272   SH     SOLE         1114272         0         0
CHUBB CORP                        COM              171232101   486492   7039386   SH     SOLE         7039386         0         0
CHUNGHWA TELECOM CO LTD           SPON ADR NEW11   17133Q502      460     14940   SH     SOLE           14940         0         0
CHURCH & DWIGHT INC               COM              171340102   189393   3850241   SH     SOLE         3850241         0         0
CHURCHILL DOWNS INC               COM              171484108    19868    355415   SH     SOLE          355415         0         0
CHYRON CORP                       COM PAR $.01     171605306       25     15278   SH     SOLE           15278         0         0
CIBER INC                         COM              17163B102     8217   1937998   SH     SOLE         1937998         0         0
CIENA CORP                        COM NEW          171779309    39736   2454385   SH     SOLE         2454385         0         0
CIFC CORP                         COM              12547R105     1266    204119   SH     SOLE          204119         0         0
CIGNA CORPORATION                 COM              125509109   372573   7564943   SH     SOLE         7564943         0         0
CIMAREX ENERGY CO                 COM              171798101   166592   2207391   SH     SOLE         2207391         0         0
CINCINNATI BELL INC NEW           COM              171871106    23393   5819229   SH     SOLE         5819229         0         0
CINCINNATI FINL CORP              COM              172062101   142904   4140957   SH     SOLE         4140957         0         0
CINEDIGM DIGITAL CINEMA CORP      COM              172407108      128     75844   SH     SOLE           75844         0         0
CINEMARK HOLDINGS INC             COM              17243V102    53223   2424729   SH     SOLE         2424729         0         0
CINTAS CORP                       COM              172908105   115227   2945466   SH     SOLE         2945466         0         0
CIRCOR INTL INC                   COM              17273K109    16436    494027   SH     SOLE          494027         0         0
CIRRUS LOGIC INC                  COM              172755100    41071   1725692   SH     SOLE         1725692         0         0
CISCO SYS INC                     COM              17275R102  3005766 142116582   SH     SOLE       142116582         0         0
CIT GROUP INC                     COM NEW          125581801   192380   4664884   SH     SOLE         4664884         0         0
CITI TRENDS INC                   COM              17306X102     5335    465493   SH     SOLE          465493         0         0
CITIGROUP INC                     COM NEW          172967424  2796789  76519531   SH     SOLE        76519531         0         0
CITIZENS & NORTHN CORP            COM              172922106     8060    403001   SH     SOLE          403001         0         0
CITIZENS INC                      CL A             174740100    13211   1337171   SH     SOLE         1337171         0         0
CITIZENS REPUBLIC BANCORP IN      COM NEW          174420307    10965    702458   SH     SOLE          702458         0         0
CITIZENS SOUTH BKG CP DEL         COM              176682102       15      3331   SH     SOLE            3331         0         0
CITRIX SYS INC                    COM              177376100   388388   4921915   SH     SOLE         4921915         0         0
CITY HLDG CO                      COM              177835105    16594    477669   SH     SOLE          477669         0         0
CITY NATL CORP                    COM              178566105    72810   1387651   SH     SOLE         1387651         0         0
CLARCOR INC                       COM              179895107    71072   1447782   SH     SOLE         1447782         0         0
CLAYMORE EXCHANGE TRD FD TR       GUGG BRIC ETF    18383M100      256      6485   SH     SOLE            6485         0         0
CLAYMORE EXCHANGE TRD FD TR       GUGG FRNTR MKT   18383Q838       89      4142   SH     SOLE            4142         0         0
CLEAN ENERGY FUELS CORP           COM              184499101    29551   1388697   SH     SOLE         1388697         0         0
CLEAN HARBORS INC                 COM              184496107    93395   1387121   SH     SOLE         1387121         0         0
CLEAR CHANNEL OUTDOOR HLDGS       CL A             18451C109     7931    993880   SH     SOLE          993880         0         0
CLEARFIELD INC                    COM              18482P103     1440    265240   SH     SOLE          265240         0         0
CLEARWATER PAPER CORP             COM              18538R103    21102    635411   SH     SOLE          635411         0         0
CLEARWIRE CORP NEW                CL A             18538Q105    16789   7363579   SH     SOLE         7363579         0         0
CLECO CORP NEW                    COM              12561W105    72601   1831042   SH     SOLE         1831042         0         0
CLEVELAND BIOLABS INC             COM              185860103      725    294909   SH     SOLE          294909         0         0
CLIFFS NATURAL RESOURCES INC      COM              18683K101   258813   3736831   SH     SOLE         3736831         0         0
CLIFTON SVGS BANCORP INC          COM              18712Q103      489     46883   SH     SOLE           46883         0         0
CLOROX CO DEL                     COM              189054109   236260   3436508   SH     SOLE         3436508         0         0
CLOUD PEAK ENERGY INC             COM              18911Q102    25025   1570906   SH     SOLE         1570906         0         0
CLOVIS ONCOLOGY INC               COM              189464100     2609    102527   SH     SOLE          102527         0         0
CME GROUP INC                     COM              12572Q105   497184   1718399   SH     SOLE         1718399         0         0
CMS ENERGY CORP                   COM              125896100   147500   6704556   SH     SOLE         6704556         0         0
CNA FINL CORP                     COM              126117100    33950   1157519   SH     SOLE         1157519         0         0
CNB FINL CORP PA                  COM              126128107     1988    118947   SH     SOLE          118947         0         0
CNH GLOBAL N V                    SHS NEW          N20935206    26857    676497   SH     SOLE          676497         0         0
CNO FINL GROUP INC                COM              12621E103    45520   5850950   SH     SOLE         5850950         0         0
CNOOC LTD                         SPONSORED ADR    126132109        2         9   SH     SOLE               9         0         0
COACH INC                         COM              189754104   683418   8843407   SH     SOLE         8843407         0         0
COBALT INTL ENERGY INC            COM              19075F106   122250   4070942   SH     SOLE         4070942         0         0
COBIZ FINANCIAL INC               COM              190897108     8471   1198105   SH     SOLE         1198105         0         0
COBRA ELECTRS CORP                COM              191042100       27      6635   SH     SOLE            6635         0         0
COCA COLA BOTTLING CO CONS        COM              191098102     9798    156172   SH     SOLE          156172         0         0
COCA COLA CO                      COM              191216100  4098066  55371781   SH     SOLE        55371781         0         0
COCA COLA ENTERPRISES INC NE      COM              19122T109   220017   7692892   SH     SOLE         7692892         0         0
COCA COLA FEMSA S A B DE C V      SPON ADR REP L   191241108     4094     38657   SH     SOLE           38657         0         0
CODEXIS INC                       COM              192005106     3087    845849   SH     SOLE          845849         0         0
COEUR D ALENE MINES CORP IDA      COM NEW          192108504    58934   2482467   SH     SOLE         2482467         0         0
COGDELL SPENCER INC               COM              19238U107     8631   2035715   SH     SOLE         2035715         0         0
COGENT COMM GROUP INC             COM NEW          19239V302    25983   1361787   SH     SOLE         1361787         0         0
COGNEX CORP                       COM              192422103    43766   1033188   SH     SOLE         1033188         0         0
COGNIZANT TECHNOLOGY SOLUTIO      CL A             192446102   595468   7738372   SH     SOLE         7738372         0         0
COHEN & STEERS INC                COM              19247A100    18366    575739   SH     SOLE          575739         0         0
COHERENT INC                      COM              192479103    39543    677922   SH     SOLE          677922         0         0
COHU INC                          COM              192576106     7565    665346   SH     SOLE          665346         0         0
COINSTAR INC                      COM              19259P300    54269    853963   SH     SOLE          853963         0         0
COINSTAR INC                      NOTE 4.000% 9/0  19259PAF9    34932  20716000  PRN     SOLE        20716000         0         0
COLDWATER CREEK INC               COM              193068103     2459   2119618   SH     SOLE         2119618         0         0
COLE KENNETH PRODTNS INC          CL A             193294105     5255    326427   SH     SOLE          326427         0         0
COLEMAN CABLE INC                 COM              193459302     1381    142064   SH     SOLE          142064         0         0
COLFAX CORP                       COM              194014106    43182   1225375   SH     SOLE         1225375         0         0
COLGATE PALMOLIVE CO              COM              194162103  1224145  12519381   SH     SOLE        12519381         0         0
COLLECTIVE BRANDS INC             COM              19421W100    35419   1801555   SH     SOLE         1801555         0         0
COLLECTORS UNIVERSE INC           COM NEW          19421R200     1678     97312   SH     SOLE           97312         0         0
COLONIAL PPTYS TR                 COM SH BEN INT   195872106    63080   2902898   SH     SOLE         2902898         0         0
COLONY FINL INC                   COM              19624R106     6746    411850   SH     SOLE          411850         0         0
COLUMBIA BKG SYS INC              COM              197236102    25261   1108922   SH     SOLE         1108922         0         0
COLUMBIA LABS INC                 COM              197779101     1417   1995973   SH     SOLE         1995973         0         0
COLUMBIA SPORTSWEAR CO            COM              198516106    16242    342303   SH     SOLE          342303         0         0
COLUMBUS MCKINNON CORP N Y        COM              199333105     9640    591775   SH     SOLE          591775         0         0
COMCAST CORP NEW                  CL A SPL         20030N200    28253    957406   SH     SOLE          957406         0         0
COMCAST CORP NEW                  CL A             20030N101  2122797  70736333   SH     SOLE        70736333         0         0
COMERICA INC                      COM              200340107   168167   5196765   SH     SOLE         5196765         0         0
COMFORT SYS USA INC               COM              199908104    11665   1069202   SH     SOLE         1069202         0         0
COMMERCE BANCSHARES INC           COM              200525103    88440   2182634   SH     SOLE         2182634         0         0
COMMERCIAL METALS CO              COM              201723103    46273   3122331   SH     SOLE         3122331         0         0
COMMERCIAL VEH GROUP INC          COM              202608105     4432    362999   SH     SOLE          362999         0         0
COMMONWEALTH REIT                 COM SH BEN INT   203233101    49939   2682000   SH     SOLE         2682000         0         0
COMMUNICATIONS SYS INC            COM              203900105     2149    163661   SH     SOLE          163661         0         0
COMMUNITY BK SYS INC              COM              203607106    30844   1071732   SH     SOLE         1071732         0         0
COMMUNITY HEALTH SYS INC NEW      COM              203668108    55526   2496668   SH     SOLE         2496668         0         0
COMMUNITY TR BANCORP INC          COM              204149108    14946    466056   SH     SOLE          466056         0         0
COMMUNITY WEST BANCSHARES         COM              204157101       21      8354   SH     SOLE            8354         0         0
COMMVAULT SYSTEMS INC             COM              204166102    69116   1392346   SH     SOLE         1392346         0         0
COMPANHIA DE SANEAMENTO BASI      SPONSORED ADR    20441A102     4462     58234   SH     SOLE           58234         0         0
COMPANHIA ENERGETICA DE MINA      SP ADR N-V PFD   204409601    26535   1115833   SH     SOLE         1115833         0         0
COMPANHIA PARANAENSE ENERG C      SPON ADR PFD     20441B407     1986     84485   SH     SOLE           84485         0         0
COMPANHIA SIDERURGICA NACION      SPONSORED ADR    20440W105      824     87062   SH     SOLE           87062         0         0
COMPANIA CERVECERIAS UNIDAS       SPONSORED ADR    204429104     8632    109702   SH     SOLE          109702         0         0
COMPANIA DE MINAS BUENAVENTU      SPONSORED ADR    204448104    90815   2252921   SH     SOLE         2252921         0         0
COMPASS DIVERSIFIED HOLDINGS      SH BEN INT       20451Q104       84      5688   SH     SOLE            5688         0         0
COMPASS MINERALS INTL INC         COM              20451N101    58389    813897   SH     SOLE          813897         0         0
COMPLETE GENOMICS INC             COM              20454K104      470    166753   SH     SOLE          166753         0         0
COMPUCREDIT HLDGS CORP            COM              20478T107     3678    633055   SH     SOLE          633055         0         0
COMPUCREDIT HLDGS CORP            NOTE 5.875%11/3  20478NAD2     4511  10400000  PRN     SOLE        10400000         0         0
COMPUTER PROGRAMS & SYS INC       COM              205306103    20996    371475   SH     SOLE          371475         0         0
COMPUTER SCIENCES CORP            COM              205363104   121002   4041471   SH     SOLE         4041471         0         0
COMPUTER TASK GROUP INC           COM              205477102     7696    502382   SH     SOLE          502382         0         0
COMPUWARE CORP                    COM              205638109    51780   5634345   SH     SOLE         5634345         0         0
COMPX INTERNATIONAL INC           CL A             20563P101      906     65122   SH     SOLE           65122         0         0
COMSCORE INC                      COM              20564W105    19358    904985   SH     SOLE          904985         0         0
COMSTOCK RES INC                  COM NEW          205768203    20120   1271017   SH     SOLE         1271017         0         0
COMTECH TELECOMMUNICATIONS C      COM NEW          205826209    23115    709479   SH     SOLE          709479         0         0
COMVERGE INC                      COM              205859101     1067    579981   SH     SOLE          579981         0         0
COMVERSE TECHNOLOGY INC           COM PAR $0.10    205862402    18919   2753884   SH     SOLE         2753884         0         0
CON-WAY INC                       COM              205944101    49494   1517748   SH     SOLE         1517748         0         0
CONAGRA FOODS INC                 COM              205887102   275058  10474421   SH     SOLE        10474421         0         0
CONCEPTUS INC                     COM              206016107    13116    912079   SH     SOLE          912079         0         0
CONCHO RES INC                    COM              20605P101   242555   2376128   SH     SOLE         2376128         0         0
CONCUR TECHNOLOGIES INC           COM              206708109    77724   1354555   SH     SOLE         1354555         0         0
CONCURRENT COMPUTER CORP NEW      COM PAR $.01     206710402      952    261569   SH     SOLE          261569         0         0
CONMED CORP                       COM              207410101    23646    791619   SH     SOLE          791619         0         0
CONNECTICUT WTR SVC INC           COM              207797101    11571    409018   SH     SOLE          409018         0         0
CONNS INC                         COM              208242107     2917    190023   SH     SOLE          190023         0         0
CONOCOPHILLIPS                    COM              20825C104  2586071  34022776   SH     SOLE        34022776         0         0
CONSOL ENERGY INC                 COM              20854P109   199680   5855728   SH     SOLE         5855728         0         0
CONSOLIDATED COMM HLDGS INC       COM              209034107    17031    867588   SH     SOLE          867588         0         0
CONSOLIDATED EDISON INC           COM              209115104   433452   7419589   SH     SOLE         7419589         0         0
CONSOLIDATED GRAPHICS INC         COM              209341106    11786    260474   SH     SOLE          260474         0         0
CONSOLIDATED TOMOKA LD CO         COM              210226106     5607    188473   SH     SOLE          188473         0         0
CONSOLIDATED WATER CO INC         ORD              G23773107     1108    140020   SH     SOLE          140020         0         0
CONSTANT CONTACT INC              COM              210313102    23091    775112   SH     SOLE          775112         0         0
CONSTELLATION BRANDS INC          CL A             21036P108   104481   4429045   SH     SOLE         4429045         0         0
CONSUMER PORTFOLIO SVCS INC       COM              210502100       34     27562   SH     SOLE           27562         0         0
CONTANGO OIL & GAS COMPANY        COM NEW          21075N204    23407    397336   SH     SOLE          397336         0         0
CONTINENTAL AIRLS INC             NOTE 4.500% 1/1  210795PU8     6430   4750000  PRN     SOLE         4750000         0         0
CONTINENTAL RESOURCES INC         COM              212015101   104198   1214148   SH     SOLE         1214148         0         0
CONVERGYS CORP                    COM              212485106    41648   3119733   SH     SOLE         3119733         0         0
CONVERGYS CORP                    SDCV 5.750% 9/1  212485AE6    14062  10000000  PRN     SOLE        10000000         0         0
CONVIO INC                        COM              21257W105     2146    138703   SH     SOLE          138703         0         0
COOPER COS INC                    COM NEW          216648402   132852   1625893   SH     SOLE         1625893         0         0
COOPER INDUSTRIES PLC             SHS              G24140108   268369   4196541   SH     SOLE         4196541         0         0
COOPER TIRE & RUBR CO             COM              216831107    26272   1726179   SH     SOLE         1726179         0         0
COPA HOLDINGS SA                  CL A             P31076105    32536    410802   SH     SOLE          410802         0         0
COPART INC                        COM              217204106    82859   3178311   SH     SOLE         3178311         0         0
CORCEPT THERAPEUTICS INC          COM              218352102     6478   1648459   SH     SOLE         1648459         0         0
CORE LABORATORIES N V             COM              N22717107    52782    401169   SH     SOLE          401169         0         0
CORE MARK HOLDING CO INC          COM              218681104    13726    335265   SH     SOLE          335265         0         0
CORELOGIC INC                     COM              21871D103    43428   2661026   SH     SOLE         2661026         0         0
CORESITE RLTY CORP                COM              21870Q105     9336    395781   SH     SOLE          395781         0         0
CORINTHIAN COLLEGES INC           COM              218868107    11089   2678402   SH     SOLE         2678402         0         0
CORN PRODS INTL INC               COM              219023108   115412   2001945   SH     SOLE         2001945         0         0
CORNERSTONE ONDEMAND INC          COM              21925Y103     7823    358205   SH     SOLE          358205         0         0
CORNERSTONE THERAPEUTICS INC      COM              21924P103      722    121224   SH     SOLE          121224         0         0
CORNING INC                       COM              219350105   583355  41431495   SH     SOLE        41431495         0         0
CORPORATE EXECUTIVE BRD CO        COM              21988R102    42615    990815   SH     SOLE          990815         0         0
CORPORATE OFFICE PPTYS TR         SH BEN INT       22002T108    54455   2346182   SH     SOLE         2346182         0         0
CORRECTIONS CORP AMER NEW         COM NEW          22025Y407    74783   2738311   SH     SOLE         2738311         0         0
CORVEL CORP                       COM              221006109     9888    247888   SH     SOLE          247888         0         0
COST PLUS INC CALIF               COM              221485105    12109    676479   SH     SOLE          676479         0         0
COSTAR GROUP INC                  COM              22160N109    46650    675597   SH     SOLE          675597         0         0
COSTCO WHSL CORP NEW              COM              22160K105  1081019  11905493   SH     SOLE        11905493         0         0
COTT CORP QUE                     COM              22163N106     5045    765596   SH     SOLE          765596         0         0
COURIER CORP                      COM              222660102     5854    504678   SH     SOLE          504678         0         0
COUSINS PPTYS INC                 COM              222795106    22808   3008969   SH     SOLE         3008969         0         0
COVANCE INC                       COM              222816100    84544   1775020   SH     SOLE         1775020         0         0
COVANTA HLDG CORP                 COM              22282E102    45259   2788631   SH     SOLE         2788631         0         0
COVENANT TRANSN GROUP INC         CL A             22284P105     1063    332054   SH     SOLE          332054         0         0
COVENTRY HEALTH CARE INC          COM              222862104   134649   3785479   SH     SOLE         3785479         0         0
COVIDIEN PLC                      SHS              G2554F113   668884  12232698   SH     SOLE        12232698         0         0
COWEN GROUP INC NEW               CL A             223622101     7550   2786028   SH     SOLE         2786028         0         0
CRA INTL INC                      COM              12618T105     9233    366118   SH     SOLE          366118         0         0
CRACKER BARREL OLD CTRY STOR      COM              22410J106    33809    605891   SH     SOLE          605891         0         0
CRAFT BREW ALLIANCE INC           COM              224122101      755     98538   SH     SOLE           98538         0         0
CRANE CO                          COM              224399105    65095   1342172   SH     SOLE         1342172         0         0
CRAWFORD & CO                     CL B             224633107     4363    890421   SH     SOLE          890421         0         0
CRAY INC                          COM NEW          225223304     8324   1137116   SH     SOLE         1137116         0         0
CREDICORP LTD                     COM              G2519Y108   102164    775023   SH     SOLE          775023         0         0
CREDIT ACCEP CORP MICH            COM              225310101    19229    190366   SH     SOLE          190366         0         0
CREDO PETE CORP                   COM PAR $0.10    225439207     2070    202575   SH     SOLE          202575         0         0
CREE INC                          COM              225447101    95214   3010230   SH     SOLE         3010230         0         0
CREXENDO INC                      COM              226552107      503    143599   SH     SOLE          143599         0         0
CREXUS INVT CORP                  COM              226553105    12148   1174837   SH     SOLE         1174837         0         0
CRIMSON EXPLORATION INC           COM NEW          22662K207     1111    267716   SH     SOLE          267716         0         0
CROCS INC                         COM              227046109    56978   2723617   SH     SOLE         2723617         0         0
CROSS A T CO                      CL A             227478104     3616    300362   SH     SOLE          300362         0         0
CROSS CTRY HEALTHCARE INC         COM              227483104     5346   1067017   SH     SOLE         1067017         0         0
CROSSTEX ENERGY INC               COM              22765Y104    18646   1318700   SH     SOLE         1318700         0         0
CROWN CASTLE INTL CORP            COM              228227104   364396   6831578   SH     SOLE         6831578         0         0
CROWN HOLDINGS INC                COM              228368106   159167   4321659   SH     SOLE         4321659         0         0
CROWN MEDIA HLDGS INC             CL A             228411104     1632   1026598   SH     SOLE         1026598         0         0
CRYOLIFE INC                      COM              228903100     6456   1225037   SH     SOLE         1225037         0         0
CSG SYS INTL INC                  COM              126349109    15247   1007048   SH     SOLE         1007048         0         0
CSS INDS INC                      COM              125906107     4883    250933   SH     SOLE          250933         0         0
CSX CORP                          COM              126408103   606473  28181848   SH     SOLE        28181848         0         0
CTC MEDIA INC                     COM              12642X106     2476    212939   SH     SOLE          212939         0         0
CTS CORP                          COM              126501105    10211    970585   SH     SOLE          970585         0         0
CUBESMART                         COM              229663109    48046   4037508   SH     SOLE         4037508         0         0
CUBIC CORP                        COM              229669106    20326    429900   SH     SOLE          429900         0         0
CUBIST PHARMACEUTICALS INC        COM              229678107    74460   1721619   SH     SOLE         1721619         0         0
CUBIST PHARMACEUTICALS INC        NOTE 2.500%11/0  229678AD9      252    158000  PRN     SOLE          158000         0         0
CULLEN FROST BANKERS INC          COM              229899109    89108   1531333   SH     SOLE         1531333         0         0
CULP INC                          COM              230215105     2810    255963   SH     SOLE          255963         0         0
CUMMINS INC                       COM              231021106   631059   5257072   SH     SOLE         5257072         0         0
CUMULUS MEDIA INC                 CL A             231082108     4086   1170812   SH     SOLE         1170812         0         0
CURIS INC                         COM              231269101    11341   2352970   SH     SOLE         2352970         0         0
CURRENCYSHARES AUSTRALIAN DL      AUSTRALIAN DOL   23129U101     1468     14137   SH     SOLE           14137         0         0
CURRENCYSHARES CDN DLR TR         CDN DOLLAR SHS   23129X105     1733     17387   SH     SOLE           17387         0         0
CURRENCYSHARES EURO TR            EURO SHS         23130C108        7        52   SH     SOLE              52         0         0
CURRENCYSHARES SWEDISH KRONA      SWEDISH KRONA    23129R108        2        10   SH     SOLE              10         0         0
CURRENCYSHARES SWISS FRANC T      SWISS FRANC SH   23129V109        5        49   SH     SOLE              49         0         0
CURRENCYSHS BRIT POUND STER       BRIT POUND STE   23129S106      105       661   SH     SOLE             661         0         0
CURTISS WRIGHT CORP               COM              231561101    45985   1242496   SH     SOLE         1242496         0         0
CUTERA INC                        COM              232109108     3058    357608   SH     SOLE          357608         0         0
CVB FINL CORP                     COM              126600105    29564   2518266   SH     SOLE         2518266         0         0
CVR ENERGY INC                    COM              12662P108    66301   2478550   SH     SOLE         2478550         0         0
CVS CAREMARK CORPORATION          COM              126650100  1547346  34538963   SH     SOLE        34538963         0         0
CYANOTECH CORP                    COM PAR $0.02    232437301      237     23440   SH     SOLE           23440         0         0
CYBERONICS INC                    COM              23251P102    34152    895667   SH     SOLE          895667         0         0
CYBEROPTICS CORP                  COM              232517102     1366    141405   SH     SOLE          141405         0         0
CYBEX INTL INC                    COM              23252E106       35     13722   SH     SOLE           13722         0         0
CYCLACEL PHARMACEUTICALS INC      COM              23254L108       50     68833   SH     SOLE           68833         0         0
CYMER INC                         COM              232572107    38120    762407   SH     SOLE          762407         0         0
CYNOSURE INC                      CL A             232577205     3064    171539   SH     SOLE          171539         0         0
CYPRESS SEMICONDUCTOR CORP        COM              232806109    71702   4587463   SH     SOLE         4587463         0         0
CYS INVTS INC                     COM              12673A108    38847   2967653   SH     SOLE         2967653         0         0
CYTEC INDS INC                    COM              232820100    76876   1264612   SH     SOLE         1264612         0         0
CYTOKINETICS INC                  COM              23282W100     1626   1413668   SH     SOLE         1413668         0         0
CYTORI THERAPEUTICS INC           COM              23283K105     3686   1480176   SH     SOLE         1480176         0         0
CYTRX CORP                        COM NEW          232828301      951   2377551   SH     SOLE         2377551         0         0
D R HORTON INC                    COM              23331A109   115796   7633211   SH     SOLE         7633211         0         0
D R HORTON INC                    NOTE 2.000% 5/1  23331ABB4    20524  19521000  PRN     SOLE        19521000         0         0
DAILY JOURNAL CORP                COM              233912104       38       491   SH     SOLE             491         0         0
DAKTRONICS INC                    COM              234264109     9772   1099268   SH     SOLE         1099268         0         0
DANA HLDG CORP                    COM              235825205    64699   4174137   SH     SOLE         4174137         0         0
DANAHER CORP DEL                  COM              235851102   854777  15263882   SH     SOLE        15263882         0         0
DARDEN RESTAURANTS INC            COM              237194105   169680   3316662   SH     SOLE         3316662         0         0
DARLING INTL INC                  COM              237266101    54873   3149998   SH     SOLE         3149998         0         0
DATA I O CORP                     COM              237690102      103     26261   SH     SOLE           26261         0         0
DATALINK CORP                     COM              237934104     3984    418477   SH     SOLE          418477         0         0
DATARAM CORP                      COM PAR $1       238108203       15     19609   SH     SOLE           19609         0         0
DATAWATCH CORP                    COM NEW          237917208     2186    164512   SH     SOLE          164512         0         0
DAVITA INC                        COM              23918K108   221603   2457615   SH     SOLE         2457615         0         0
DAWSON GEOPHYSICAL CO             COM              239359102     8166    237720   SH     SOLE          237720         0         0
DAXOR CORP                        COM              239467103      375     41488   SH     SOLE           41488         0         0
DCT INDUSTRIAL TRUST INC          COM              233153105    48659   8247336   SH     SOLE         8247336         0         0
DDI CORP                          COM 0.0001 NEW   233162502     3034    248714   SH     SOLE          248714         0         0
DDR CORP                          COM              23317H102   104169   7134879   SH     SOLE         7134879         0         0
DEALERTRACK HLDGS INC             COM              242309102    31636   1045470   SH     SOLE         1045470         0         0
DEAN FOODS CO NEW                 COM              242370104    60912   5029903   SH     SOLE         5029903         0         0
DECKERS OUTDOOR CORP              COM              243537107    63918   1013767   SH     SOLE         1013767         0         0
DEERE & CO                        COM              244199105   830649  10267599   SH     SOLE        10267599         0         0
DELCATH SYS INC                   COM              24661P104     5286   1683406   SH     SOLE         1683406         0         0
DELEK US HLDGS INC                COM              246647101    10783    695241   SH     SOLE          695241         0         0
DELIA''S INC NEW                  COM              246911101     1747   1247678   SH     SOLE         1247678         0         0
DELL INC                          COM              24702R101   684396  41241116   SH     SOLE        41241116         0         0
DELPHI AUTOMOTIVE PLC             SHS              G27823106    26851    849726   SH     SOLE          849726         0         0
DELPHI FINL GROUP INC             CL A             247131105    57537   1285174   SH     SOLE         1285174         0         0
DELTA AIR LINES INC DEL           COM NEW          247361702   192105  19375151   SH     SOLE        19375151         0         0
DELTA APPAREL INC                 COM              247368103     2950    179555   SH     SOLE          179555         0         0
DELTA NAT GAS INC                 COM              247748106      397     10444   SH     SOLE           10444         0         0
DELTEK INC                        COM              24784L105     8308    779323   SH     SOLE          779323         0         0
DELTIC TIMBER CORP                COM              247850100    20056    316888   SH     SOLE          316888         0         0
DELUXE CORP                       COM              248019101    37648   1607499   SH     SOLE         1607499         0         0
DEMAND MEDIA INC                  COM              24802N109      837    115506   SH     SOLE          115506         0         0
DENBURY RES INC                   COM NEW          247916208   187597  10290562   SH     SOLE        10290562         0         0
DENDREON CORP                     COM              24823Q107    38619   3624517   SH     SOLE         3624517         0         0
DENDREON CORP                     NOTE 2.875% 1/1  24823QAC1    16960  21200000  PRN     SOLE        21200000         0         0
DENISON MINES CORP                COM              248356107     3378   2207593   SH     SOLE         2207593         0         0
DENNYS CORP                       COM              24869P104    12635   3127571   SH     SOLE         3127571         0         0
DENTSPLY INTL INC NEW             COM              249030107   158729   3955369   SH     SOLE         3955369         0         0
DEPOMED INC                       COM              249908104    10055   1606211   SH     SOLE         1606211         0         0
DESARROLLADORA HOMEX S A DE       SPONSORED ADR    25030W100      103      5500   SH     SOLE            5500         0         0
DESTINATION MATERNITY CORP        COM              25065D100     7319    394142   SH     SOLE          394142         0         0
DEUTSCHE BANK AG                  NAMEN AKT        D18190898   675327  13563500   SH     SOLE        13563500         0         0
DEVON ENERGY CORP NEW             COM              25179M103   756700  10639762   SH     SOLE        10639762         0         0
DEVRY INC DEL                     COM              251893103    59961   1770334   SH     SOLE         1770334         0         0
DEX ONE CORP                      COM              25212W100     2081   1465616   SH     SOLE         1465616         0         0
DEXCOM INC                        COM              252131107    19387   1858750   SH     SOLE         1858750         0         0
DFC GLOBAL CORP                   COM              23324T107    24137   1279123   SH     SOLE         1279123         0         0
DHT HOLDINGS INC                  COM              Y2065G105     2104   2192067   SH     SOLE         2192067         0         0
DIAL GLOBAL INC                   COM              25247X107       69     29635   SH     SOLE           29635         0         0
DIALOGIC INC                      COM              25250T100       91    104622   SH     SOLE          104622         0         0
DIAMOND FOODS INC                 COM              252603105    15213    666662   SH     SOLE          666662         0         0
DIAMOND HILL INVESTMENT GROU      COM NEW          25264R207     8828    119860   SH     SOLE          119860         0         0
DIAMOND OFFSHORE DRILLING IN      COM              25271C102   119903   1796300   SH     SOLE         1796300         0         0
DIAMONDROCK HOSPITALITY CO        COM              252784301    60959   5924144   SH     SOLE         5924144         0         0
DICE HLDGS INC                    COM              253017107    13250   1420144   SH     SOLE         1420144         0         0
DICKS SPORTING GOODS INC          COM              253393102   118117   2456683   SH     SOLE         2456683         0         0
DIEBOLD INC                       COM              253651103    63474   1647831   SH     SOLE         1647831         0         0
DIGI INTL INC                     COM              253798102     8163    742721   SH     SOLE          742721         0         0
DIGIMARC CORP NEW                 COM              25381B101     7229    258740   SH     SOLE          258740         0         0
DIGIRAD CORP                      COM              253827109       99     47254   SH     SOLE           47254         0         0
DIGITAL DOMAIN MEDIA GROUP I      COM              25386U104      198     34860   SH     SOLE           34860         0         0
DIGITAL GENERATION INC            COM              25400B108     8204    803519   SH     SOLE          803519         0         0
DIGITAL RIV INC                   COM              25388B104    19507   1042591   SH     SOLE         1042591         0         0
DIGITAL RLTY TR INC               COM              253868103   238877   3229379   SH     SOLE         3229379         0         0
DIGITALGLOBE INC                  COM NEW          25389M877    13548   1015607   SH     SOLE         1015607         0         0
DILLARDS INC                      CL A             254067101    51129    811312   SH     SOLE          811312         0         0
DIME CMNTY BANCSHARES             COM              253922108    16396   1122214   SH     SOLE         1122214         0         0
DINEEQUITY INC                    COM              254423106    21773    438964   SH     SOLE          438964         0         0
DIODES INC                        COM              254543101    21425    924304   SH     SOLE          924304         0         0
DIRECTV                           COM CL A         25490A101   919896  18644012   SH     SOLE        18644012         0         0
DISCOVER FINL SVCS                COM              254709108   465359  13957986   SH     SOLE        13957986         0         0
DISCOVERY COMMUNICATNS NEW        COM SER C        25470F302    14091    300578   SH     SOLE          300578         0         0
DISCOVERY COMMUNICATNS NEW        COM SER A        25470F104   321667   6357065   SH     SOLE         6357065         0         0
DISH NETWORK CORP                 CL A             25470M109   156884   4764157   SH     SOLE         4764157         0         0
DISNEY WALT CO                    COM DISNEY       254687106  2118709  48394444   SH     SOLE        48394444         0         0
DITECH NETWORKS INC               COM              25500T108      578    584223   SH     SOLE          584223         0         0
DIXIE GROUP INC                   CL A             255519100      512    128190   SH     SOLE          128190         0         0
DOLAN CO                          COM              25659P402     7860    862774   SH     SOLE          862774         0         0
DOLBY LABORATORIES INC            COM              25659T107    83091   2183160   SH     SOLE         2183160         0         0
DOLE FOOD CO INC NEW              COM              256603101     4696    470553   SH     SOLE          470553         0         0
DOLLAR GEN CORP NEW               COM              256677105   124465   2694047   SH     SOLE         2694047         0         0
DOLLAR THRIFTY AUTOMOTIVE GP      COM              256743105    62048    766881   SH     SOLE          766881         0         0
DOLLAR TREE INC                   COM              256746108   358766   3796866   SH     SOLE         3796866         0         0
DOMINION RES BLACK WARRIOR T      UNITS BEN INT    25746Q108       19      1996   SH     SOLE            1996         0         0
DOMINION RES INC VA NEW           COM              25746U109   790044  15427532   SH     SOLE        15427532         0         0
DOMINOS PIZZA INC                 COM              25754A201    77505   2135120   SH     SOLE         2135120         0         0
DOMTAR CORP                       COM NEW          257559203   161387   1692047   SH     SOLE         1692047         0         0
DONALDSON INC                     COM              257651109   133183   3727481   SH     SOLE         3727481         0         0
DONEGAL GROUP INC                 CL A             257701201     5714    417975   SH     SOLE          417975         0         0
DONNELLEY R R & SONS CO           COM              257867101    61579   4970064   SH     SOLE         4970064         0         0
DORAL FINL CORP                   COM NEW          25811P886     3189   2070681   SH     SOLE         2070681         0         0
DORMAN PRODUCTS INC               COM              258278100    16187    319899   SH     SOLE          319899         0         0
DOT HILL SYS CORP                 COM              25848T109     3040   2013019   SH     SOLE         2013019         0         0
DOUBLE EAGLE PETE CO              COM PAR $0.10    258570209     1978    329655   SH     SOLE          329655         0         0
DOUGLAS DYNAMICS INC              COM              25960R105     3316    241139   SH     SOLE          241139         0         0
DOUGLAS EMMETT INC                COM              25960P109    91251   4000476   SH     SOLE         4000476         0         0
DOVER CORP                        COM              260003108   294747   4682978   SH     SOLE         4682978         0         0
DOVER DOWNS GAMING & ENTMT I      COM              260095104     1040    409293   SH     SOLE          409293         0         0
DOVER MOTORSPORTS INC             COM              260174107      455    307748   SH     SOLE          307748         0         0
DOW CHEM CO                       COM              260543103  1078700  31140295   SH     SOLE        31140295         0         0
DR PEPPER SNAPPLE GROUP INC       COM              26138E109   224416   5581094   SH     SOLE         5581094         0         0
DR REDDYS LABS LTD                ADR              256135203     2137     61848   SH     SOLE           61848         0         0
DRDGOLD LIMITED                   SPON ADR REPSTG  26152H301      348     46657   SH     SOLE           46657         0         0
DREAMWORKS ANIMATION SKG INC      CL A             26153C103    34159   1851410   SH     SOLE         1851410         0         0
DRESSER-RAND GROUP INC            COM              261608103    95994   2069286   SH     SOLE         2069286         0         0
DREW INDS INC                     COM NEW          26168L205    14189    519543   SH     SOLE          519543         0         0
DRIL-QUIP INC                     COM              262037104    65923   1013891   SH     SOLE         1013891         0         0
DRYSHIPS INC                      SHS              Y2109Q101       32      9300   SH     SOLE            9300         0         0
DSP GROUP INC                     COM              23332B106     4796    720163   SH     SOLE          720163         0         0
DST SYS INC DEL                   COM              233326107    54170    998885   SH     SOLE          998885         0         0
DSW INC                           CL A             23334L102    32089    585879   SH     SOLE          585879         0         0
DTE ENERGY CO                     COM              233331107   252310   4584949   SH     SOLE         4584949         0         0
DTS INC                           COM              23335C101    16000    529444   SH     SOLE          529444         0         0
DU PONT E I DE NEMOURS & CO       COM              263534109  1289171  24369960   SH     SOLE        24369960         0         0
DUCOMMUN INC DEL                  COM              264147109     4139    347846   SH     SOLE          347846         0         0
DUFF & PHELPS CORP NEW            CL A             26433B107    13444    865094   SH     SOLE          865094         0         0
DUKE ENERGY CORP NEW              COM              26441C105   709619  33775287   SH     SOLE        33775287         0         0
DUKE REALTY CORP                  COM NEW          264411505   123822   8634722   SH     SOLE         8634722         0         0
DUN & BRADSTREET CORP DEL NE      COM              26483E100   112103   1323058   SH     SOLE         1323058         0         0
DUNKIN BRANDS GROUP INC           COM              265504100    28376    943343   SH     SOLE          943343         0         0
DUPONT FABROS TECHNOLOGY INC      COM              26613Q106    50843   2079468   SH     SOLE         2079468         0         0
DURECT CORP                       COM              266605104     2170   2712480   SH     SOLE         2712480         0         0
DUSA PHARMACEUTICALS INC          COM              266898105     3781    603948   SH     SOLE          603948         0         0
DXP ENTERPRISES INC NEW           COM NEW          233377407     9408    216334   SH     SOLE          216334         0         0
DYAX CORP                         COM              26746E103     5116   3279341   SH     SOLE         3279341         0         0
DYCOM INDS INC                    COM              267475101    22267    953200   SH     SOLE          953200         0         0
DYNAMIC MATLS CORP                COM              267888105     8903    421723   SH     SOLE          421723         0         0
DYNAMICS RESH CORP                COM              268057106     3484    361441   SH     SOLE          361441         0         0
DYNATRONICS CORP                  COM              268157104       97    124827   SH     SOLE          124827         0         0
DYNAVAX TECHNOLOGIES CORP         COM              268158102    15100   3001958   SH     SOLE         3001958         0         0
DYNAVOX INC                       CL A             26817F104      317    103022   SH     SOLE          103022         0         0
DYNEGY INC DEL                    COM              26817G300     1787   3191416   SH     SOLE         3191416         0         0
DYNEX CAP INC                     COM NEW          26817Q506      159     16700   SH     SOLE           16700         0         0
E M C CORP MASS                   COM              268648102  1630590  54571271   SH     SOLE        54571271         0         0
E M C CORP MASS                   NOTE 1.750%12/0  268648AM4    17312   9221000  PRN     SOLE         9221000         0         0
E TRADE FINANCIAL CORP            COM NEW          269246401    72216   6595100   SH     SOLE         6595100         0         0
EAGLE BANCORP INC MD              COM              268948106    11475    685461   SH     SOLE          685461         0         0
EAGLE BULK SHIPPING INC           COM              Y2187A101     4031   2077742   SH     SOLE         2077742         0         0
EAGLE MATERIALS INC               COM              26969P108    48445   1394110   SH     SOLE         1394110         0         0
EARTHLINK INC                     COM              270321102    25742   3221791   SH     SOLE         3221791         0         0
EAST WEST BANCORP INC             COM              27579R104    91920   3980956   SH     SOLE         3980956         0         0
EASTERN CO                        COM              276317104      108      5389   SH     SOLE            5389         0         0
EASTERN VA BANKSHARES INC         COM              277196101      178     49366   SH     SOLE           49366         0         0
EASTGROUP PPTY INC                COM              277276101    47941    954627   SH     SOLE          954627         0         0
EASTMAN CHEM CO                   COM              277432100   178673   3456634   SH     SOLE         3456634         0         0
EASYLINK SERVICES INTL CORP       CL A             277858106      983    193317   SH     SOLE          193317         0         0
EATON CORP                        COM              278058102   446249   8955434   SH     SOLE         8955434         0         0
EATON VANCE CORP                  COM NON VTG      278265103    88628   3101059   SH     SOLE         3101059         0         0
EBAY INC                          COM              278642103  1122744  30426657   SH     SOLE        30426657         0         0
EBIX INC                          COM NEW          278715206    20188    871663   SH     SOLE          871663         0         0
ECHELON CORP                      COM              27874N105     4838   1092114   SH     SOLE         1092114         0         0
ECHO GLOBAL LOGISTICS INC         COM              27875T101     2578    160124   SH     SOLE          160124         0         0
ECHOSTAR CORP                     CL A             278768106    32243   1145813   SH     SOLE         1145813         0         0
ECOLAB INC                        COM              278865100   453393   7345973   SH     SOLE         7345973         0         0
ECOPETROL S A                     SPONSORED ADS    279158109     1026     16800   SH     SOLE           16800         0         0
EDELMAN FINL GROUP INC            COM              27943Q105     5725    866041   SH     SOLE          866041         0         0
EDGEWATER TECHNOLOGY INC          COM              280358102       27      6857   SH     SOLE            6857         0         0
EDISON INTL                       COM              281020107   349814   8228977   SH     SOLE         8228977         0         0
EDUCATION MGMT CORP NEW           COM              28140M103    12375    903924   SH     SOLE          903924         0         0
EDUCATION RLTY TR INC             COM              28140H104    35423   3267815   SH     SOLE         3267815         0         0
EDWARDS LIFESCIENCES CORP         COM              28176E108   223873   3078133   SH     SOLE         3078133         0         0
EHEALTH INC                       COM              28238P109    12687    777863   SH     SOLE          777863         0         0
EINSTEIN NOAH REST GROUP INC      COM              28257U104     2122    142250   SH     SOLE          142250         0         0
EL PASO CORP                      COM              28336L109   580549  19646330   SH     SOLE        19646330         0         0
EL PASO ELEC CO                   COM NEW          283677854    45662   1405430   SH     SOLE         1405430         0         0
ELAN PLC                          ADR              284131208       56      3749   SH     SOLE            3749         0         0
ELBIT SYS LTD                     ORD              M3760D101    11523    298980   SH     SOLE          298980         0         0
ELDORADO GOLD CORP NEW            COM              284902103   106946   7783550   SH     SOLE         7783550         0         0
ELECTRO RENT CORP                 COM              285218103    10321    560642   SH     SOLE          560642         0         0
ELECTRO SCIENTIFIC INDS           COM              285229100    12538    835302   SH     SOLE          835302         0         0
ELECTRONIC ARTS INC               COM              285512109   137228   8324395   SH     SOLE         8324395         0         0
ELECTRONICS FOR IMAGING INC       COM              286082102    21613   1300409   SH     SOLE         1300409         0         0
ELEPHANT TALK COMM CORP           COM NEW          286202205      108     48179   SH     SOLE           48179         0         0
ELIZABETH ARDEN INC               COM              28660G106    26323    752518   SH     SOLE          752518         0         0
ELLIE MAE INC                     COM              28849P100     1491    133623   SH     SOLE          133623         0         0
ELLIS PERRY INTL INC              COM              288853104     7243    387923   SH     SOLE          387923         0         0
EMAGIN CORP                       COM NEW          29076N206      630    193984   SH     SOLE          193984         0         0
EMBRAER S A                       SP ADR REP 4 COM 29082A107      444     13899   SH     SOLE           13899         0         0
EMC INS GROUP INC                 COM              268664109     3884    193307   SH     SOLE          193307         0         0
EMCOR GROUP INC                   COM              29084Q100    48866   1762826   SH     SOLE         1762826         0         0
EMCORE CORP                       COM NEW          290846203     1522    319061   SH     SOLE          319061         0         0
EMERGENT BIOSOLUTIONS INC         COM              29089Q105    10159    634934   SH     SOLE          634934         0         0
EMERITUS CORP                     COM              291005106    15018    850424   SH     SOLE          850424         0         0
EMERSON ELEC CO                   COM              291011104  1003960  19240320   SH     SOLE        19240320         0         0
EMERSON RADIO CORP                COM NEW          291087203       77     38107   SH     SOLE           38107         0         0
EMMIS COMMUNICATIONS CORP         CL A             291525103     1025   1249925   SH     SOLE         1249925         0         0
EMPIRE DIST ELEC CO               COM              291641108    24467   1202290   SH     SOLE         1202290         0         0
EMPIRE RESORTS INC                COM NEW          292052206      488    216067   SH     SOLE          216067         0         0
EMPLOYERS HOLDINGS INC            COM              292218104     5949    335937   SH     SOLE          335937         0         0
EMPRESA NACIONAL DE ELCTRCID      SPONSORED ADR    29244T101     2389     44260   SH     SOLE           44260         0         0
EMULEX CORP                       COM NEW          292475209    23878   2300415   SH     SOLE         2300415         0         0
ENBRIDGE INC                      COM              29250N105   338039   8701138   SH     SOLE         8701138         0         0
ENCANA CORP                       COM              292505104   164636   8378400   SH     SOLE         8378400         0         0
ENCORE BANCSHARES INC             COM              29255V201     1521     74650   SH     SOLE           74650         0         0
ENCORE CAP GROUP INC              COM              292554102    13275    588702   SH     SOLE          588702         0         0
ENCORE WIRE CORP                  COM              292562105    16230    545901   SH     SOLE          545901         0         0
ENDEAVOUR INTL CORP               COM NEW          29259G200    10769    908809   SH     SOLE          908809         0         0
ENDEAVOUR SILVER CORP             COM              29258Y103     5628    593687   SH     SOLE          593687         0         0
ENDO PHARMACEUTICALS HLDGS I      COM              29264F205   120315   3106517   SH     SOLE         3106517         0         0
ENDOCYTE INC                      COM              29269A102     1086    218072   SH     SOLE          218072         0         0
ENDOLOGIX INC                     COM              29266S106    21503   1467810   SH     SOLE         1467810         0         0
ENDURANCE SPECIALTY HLDGS LT      SHS              G30397106    65643   1614442   SH     SOLE         1614442         0         0
ENERGEN CORP                      COM              29265N108   102114   2077609   SH     SOLE         2077609         0         0
ENERGIZER HLDGS INC               COM              29266R108   137156   1848957   SH     SOLE         1848957         0         0
ENERGY PARTNERS LTD               COM NEW          29270U303    12374    744981   SH     SOLE          744981         0         0
ENERGY RECOVERY INC               COM              29270J100     3670   1595509   SH     SOLE         1595509         0         0
ENERGY TRANSFER EQUITY L P        COM UT LTD PTN   29273V100     1076     26689   SH     SOLE           26689         0         0
ENERGY XXI (BERMUDA) LTD          USD UNRS SHS     G10082140    38327   1061409   SH     SOLE         1061409         0         0
ENERGYSOLUTIONS INC               COM              292756202    11553   2357818   SH     SOLE         2357818         0         0
ENERNOC INC                       COM              292764107     5133    712862   SH     SOLE          712862         0         0
ENERPLUS CORP                     COM              292766102    49819   2222088   SH     SOLE         2222088         0         0
ENERSIS S A                       SPONSORED ADR    29274F104     1907     94468   SH     SOLE           94468         0         0
ENERSYS                           COM              29275Y102    49268   1421869   SH     SOLE         1421869         0         0
ENERSYS                           NOTE 3.375% 6/0  29275YAA0    16382  14092000  PRN     SOLE        14092000         0         0
ENGLOBAL CORP                     COM              293306106      234     97492   SH     SOLE           97492         0         0
ENNIS INC                         COM              293389102    12611    797176   SH     SOLE          797176         0         0
ENPRO INDS INC                    COM              29355X107    23195    564366   SH     SOLE          564366         0         0
ENSCO PLC                         SPONSORED ADR    29358Q109     3975     75093   SH     SOLE           75093         0         0
ENSIGN GROUP INC                  COM              29358P101    12265    451597   SH     SOLE          451597         0         0
ENSTAR GROUP LIMITED              SHS              G3075P101    22408    226363   SH     SOLE          226363         0         0
ENTEGRIS INC                      COM              29362U104    33796   3618432   SH     SOLE         3618432         0         0
ENTERCOM COMMUNICATIONS CORP      CL A             293639100     4826    743535   SH     SOLE          743535         0         0
ENTERGY CORP NEW                  COM              29364G103   315445   4694123   SH     SOLE         4694123         0         0
ENTERPRISE BANCORP INC MASS       COM              293668109      623     37872   SH     SOLE           37872         0         0
ENTERPRISE FINL SVCS CORP         COM              293712105     2379    202654   SH     SOLE          202654         0         0
ENTERTAINMENT PPTYS TR            COM SH BEN INT   29380T105    82235   1773062   SH     SOLE         1773062         0         0
ENTRAVISION COMMUNICATIONS C      CL A             29382R107     2432   1422389   SH     SOLE         1422389         0         0
ENTREMED INC                      COM NEW          29382F202      503    231617   SH     SOLE          231617         0         0
ENTROPIC COMMUNICATIONS INC       COM              29384R105    12676   2174217   SH     SOLE         2174217         0         0
ENVESTNET INC                     COM              29404K106     2829    225979   SH     SOLE          225979         0         0
ENZO BIOCHEM INC                  COM              294100102     3545   1317682   SH     SOLE         1317682         0         0
ENZON PHARMACEUTICALS INC         COM              293904108     8779   1283469   SH     SOLE         1283469         0         0
EOG RES INC                       COM              26875P101   729597   6567032   SH     SOLE         6567032         0         0
EON COMMUNICATIONS CORP           COM NEW          268763208      182    145451   SH     SOLE          145451         0         0
EPAM SYS INC                      COM              29414B104      624     30402   SH     SOLE           30402         0         0
EPIQ SYS INC                      COM              26882D109    11536    953392   SH     SOLE          953392         0         0
EPLUS INC                         COM              294268107     1347     42138   SH     SOLE           42138         0         0
EPOCH HOLDING CORP                COM              29428R103     5445    228008   SH     SOLE          228008         0         0
EPOCRATES INC                     COM              29429D103      644     75112   SH     SOLE           75112         0         0
EQT CORP                          COM              26884L109   191019   3962232   SH     SOLE         3962232         0         0
EQUIFAX INC                       COM              294429105   142194   3212691   SH     SOLE         3212691         0         0
EQUINIX INC                       COM NEW          29444U502   190454   1209617   SH     SOLE         1209617         0         0
EQUINIX INC                       NOTE 4.750% 6/1  29444UAH9    60886  30443000  PRN     SOLE        30443000         0         0
EQUINIX INC                       NOTE 2.500% 4/1  29444UAF3    13912  10000000  PRN     SOLE        10000000         0         0
EQUITY LIFESTYLE PPTYS INC        COM              29472R108    89323   1280801   SH     SOLE         1280801         0         0
EQUITY ONE                        COM              294752100    42966   2124941   SH     SOLE         2124941         0         0
EQUITY RESIDENTIAL                SH BEN INT       29476L107   617164   9855696   SH     SOLE         9855696         0         0
ERESEARCHTECHNOLOGY INC           COM              29481V108    12333   1577090   SH     SOLE         1577090         0         0
ERIE INDTY CO                     CL A             29530P102    51178    656634   SH     SOLE          656634         0         0
ESB FINL CORP                     COM              26884F102     4900    339799   SH     SOLE          339799         0         0
ESCALADE INC                      COM              296056104       25      4245   SH     SOLE            4245         0         0
ESCALON MED CORP                  COM NEW          296074305      324    320565   SH     SOLE          320565         0         0
ESCO TECHNOLOGIES INC             COM              296315104    25771    700863   SH     SOLE          700863         0         0
ESSA BANCORP INC                  COM              29667D104     1582    161467   SH     SOLE          161467         0         0
ESSEX PPTY TR INC                 COM              297178105   169954   1121734   SH     SOLE         1121734         0         0
ESSEX RENT CORP                   COM              297187106      491    128659   SH     SOLE          128659         0         0
ESTERLINE TECHNOLOGIES CORP       COM              297425100    66617    932223   SH     SOLE          932223         0         0
ETHAN ALLEN INTERIORS INC         COM              297602104    17635    696503   SH     SOLE          696503         0         0
EURONET WORLDWIDE INC             COM              298736109    29370   1405922   SH     SOLE         1405922         0         0
EURONET WORLDWIDE INC             NOTE 3.500%10/1  298736AF6     9293   9258000  PRN     SOLE         9258000         0         0
EVERCORE PARTNERS INC             CLASS A          29977A105    18298    629431   SH     SOLE          629431         0         0
EVEREST RE GROUP LTD              COM              G3223R108   113194   1223454   SH     SOLE         1223454         0         0
EVOLUTION PETROLEUM CORP          COM              30049A107     1689    181593   SH     SOLE          181593         0         0
EVOLVING SYS INC                  COM NEW          30049R209     1570    280895   SH     SOLE          280895         0         0
EXACT SCIENCES CORP               COM              30063P105    17509   1568871   SH     SOLE         1568871         0         0
EXACTECH INC                      COM              30064E109     5089    321076   SH     SOLE          321076         0         0
EXAMWORKS GROUP INC               COM              30066A105     3964    319190   SH     SOLE          319190         0         0
EXAR CORP                         COM              300645108     9959   1185604   SH     SOLE         1185604         0         0
EXCEL MARITIME CARRIERS LTD       COM              V3267N107     1140    569810   SH     SOLE          569810         0         0
EXCEL TR INC                      COM              30068C109     6669    552110   SH     SOLE          552110         0         0
EXCO RESOURCES INC                COM              269279402    23346   3521249   SH     SOLE         3521249         0         0
EXELIS INC                        COM              30162A108   103488   8265848   SH     SOLE         8265848         0         0
EXELIXIS INC                      COM              30161Q104    20003   3861487   SH     SOLE         3861487         0         0
EXELON CORP                       COM              30161N101   847538  21615359   SH     SOLE        21615359         0         0
EXETER RES CORP                   COM              301835104      917    334547   SH     SOLE          334547         0         0
EXIDE TECHNOLOGIES                COM NEW          302051206     7698   2459492   SH     SOLE         2459492         0         0
EXLSERVICE HOLDINGS INC           COM              302081104    15882    578808   SH     SOLE          578808         0         0
EXPEDIA INC DEL                   COM NEW          30212P303    85227   2548647   SH     SOLE         2548647         0         0
EXPEDITORS INTL WASH INC          COM              302130109   285965   6148464   SH     SOLE         6148464         0         0
EXPONENT INC                      COM              30214U102    20375    419927   SH     SOLE          419927         0         0
EXPRESS INC                       COM              30219E103    42263   1691861   SH     SOLE         1691861         0         0
EXPRESS SCRIPTS INC               COM              302182100   689337  12723083   SH     SOLE        12723083         0         0
EXTERRAN HLDGS INC                COM              30225X103    25390   1924978   SH     SOLE         1924978         0         0
EXTERRAN HLDGS INC                NOTE 4.250% 6/1  30225XAA1      249    250000  PRN     SOLE          250000         0         0
EXTORRE GOLD MINES LTD            COM              30227B109     3485    576995   SH     SOLE          576995         0         0
EXTRA SPACE STORAGE INC           COM              30225T102    89605   3112382   SH     SOLE         3112382         0         0
EXTREME NETWORKS INC              COM              30226D106    10377   2709308   SH     SOLE         2709308         0         0
EXXON MOBIL CORP                  COM              30231G102 10620048 122449537   SH     SOLE       122449537         0         0
EZCORP INC                        CL A NON VTG     302301106    41989   1293757   SH     SOLE         1293757         0         0
F M C CORP                        COM NEW          302491303   188138   1777232   SH     SOLE         1777232         0         0
F N B UNITED CORP                 COM NEW          302519202      277     14673   SH     SOLE           14673         0         0
FABRINET                          SHS              G3323L100     4326    244246   SH     SOLE          244246         0         0
FACTSET RESH SYS INC              COM              303075105   114601   1157117   SH     SOLE         1157117         0         0
FAIR ISAAC CORP                   COM              303250104    51256   1167564   SH     SOLE         1167564         0         0
FAIRCHILD SEMICONDUCTOR INTL      COM              303726103    47476   3229678   SH     SOLE         3229678         0         0
FAIRPOINT COMMUNICATIONS INC      COM NEW          305560302     3143    835840   SH     SOLE          835840         0         0
FALCONSTOR SOFTWARE INC           COM              306137100     4395   1175244   SH     SOLE         1175244         0         0
FAMILY DLR STORES INC             COM              307000109   191290   3022915   SH     SOLE         3022915         0         0
FAMOUS DAVES AMER INC             COM              307068106     2827    243671   SH     SOLE          243671         0         0
FARMER BROS CO                    COM              307675108     2636    242076   SH     SOLE          242076         0         0
FARMERS CAP BK CORP               COM              309562106      891    148289   SH     SOLE          148289         0         0
FARO TECHNOLOGIES INC             COM              311642102    26794    459353   SH     SOLE          459353         0         0
FASTENAL CO                       COM              311900104   414897   7669079   SH     SOLE         7669079         0         0
FBL FINL GROUP INC                CL A             30239F106    12608    374120   SH     SOLE          374120         0         0
FBR & CO                          COM              30247C301     4208   1637541   SH     SOLE         1637541         0         0
FEDERAL AGRIC MTG CORP            CL C             313148306     2709    119324   SH     SOLE          119324         0         0
FEDERAL MOGUL CORP                COM              313549404    13593    789843   SH     SOLE          789843         0         0
FEDERAL REALTY INVT TR            SH BEN INT NEW   313747206   206261   2131016   SH     SOLE         2131016         0         0
FEDERAL SIGNAL CORP               COM              313855108    10195   1833633   SH     SOLE         1833633         0         0
FEDERATED INVS INC PA             CL B             314211103    55128   2459972   SH     SOLE         2459972         0         0
FEDEX CORP                        COM              31428X106   727736   7913617   SH     SOLE         7913617         0         0
FEI CO                            COM              30241L109    57357   1167935   SH     SOLE         1167935         0         0
FEIHE INTL INC                    COM              31429Y103       53     16620   SH     SOLE           16620         0         0
FELCOR LODGING TR INC             COM              31430F101    16053   4459106   SH     SOLE         4459106         0         0
FEMALE HEALTH CO                  COM              314462102      884    163147   SH     SOLE          163147         0         0
FERRO CORP                        COM              315405100    13620   2292846   SH     SOLE         2292846         0         0
FIDELITY NATIONAL FINANCIAL       CL A             31620R105   105612   5857564   SH     SOLE         5857564         0         0
FIDELITY NATL INFORMATION SV      COM              31620M106   202991   6128946   SH     SOLE         6128946         0         0
FIDELITY SOUTHERN CORP NEW        COM              316394105       78     11588   SH     SOLE           11588         0         0
FIDUS INVT CORP                   COM              316500107      607     43311   SH     SOLE           43311         0         0
FIFTH STREET FINANCE CORP         COM              31678A103     9983   1022891   SH     SOLE         1022891         0         0
FIFTH THIRD BANCORP               COM              316773100   324899  23132699   SH     SOLE        23132699         0         0
FINANCIAL ENGINES INC             COM              317485100    16052    717896   SH     SOLE          717896         0         0
FINANCIAL INSTNS INC              COM              317585404     9318    576258   SH     SOLE          576258         0         0
FINISAR CORP                      COM NEW          31787A507    47662   2365364   SH     SOLE         2365364         0         0
FINISH LINE INC                   CL A             317923100    33157   1562537   SH     SOLE         1562537         0         0
FIRST ACCEPTANCE CORP             COM              318457108      101     72624   SH     SOLE           72624         0         0
FIRST AMERN FINL CORP             COM              31847R102    55001   3307342   SH     SOLE         3307342         0         0
FIRST BANCORP INC ME              COM              31866P102     3318    223723   SH     SOLE          223723         0         0
FIRST BANCORP N C                 COM              318910106     6073    555618   SH     SOLE          555618         0         0
FIRST BANCORP P R                 COM NEW          318672706     2050    465809   SH     SOLE          465809         0         0
FIRST BUSEY CORP                  COM              319383105    10928   2216635   SH     SOLE         2216635         0         0
FIRST CALIFORNIA FINANCIAL G      COM NEW          319395109      814    139562   SH     SOLE          139562         0         0
FIRST CASH FINL SVCS INC          COM              31942D107    35471    827025   SH     SOLE          827025         0         0
FIRST CMNTY BANCSHARES INC N      COM              31983A103     6785    507830   SH     SOLE          507830         0         0
FIRST COMWLTH FINL CORP PA        COM              319829107    18029   2945855   SH     SOLE         2945855         0         0
FIRST CONN BANCORP INC MD         COM              319850103     1872    141889   SH     SOLE          141889         0         0
FIRST CTZNS BANCSHARES INC N      CL A             31946M103    31219    170883   SH     SOLE          170883         0         0
FIRST DEFIANCE FINL CORP          COM              32006W106     8156    483756   SH     SOLE          483756         0         0
FIRST FED BANCSHARES ARK          COM NEW          32020F303      237     34822   SH     SOLE           34822         0         0
FIRST FINL BANCORP OH             COM              320209109    27703   1601348   SH     SOLE         1601348         0         0
FIRST FINL BANKSHARES             COM              32020R109    31638    898559   SH     SOLE          898559         0         0
FIRST FINL CORP IND               COM              320218100    11486    361774   SH     SOLE          361774         0         0
FIRST FINL HLDGS INC              COM              320239106     7482    680197   SH     SOLE          680197         0         0
FIRST HORIZON NATL CORP           COM              320517105    70326   6775168   SH     SOLE         6775168         0         0
FIRST INDUSTRIAL REALTY TRUS      COM              32054K103    35711   2891546   SH     SOLE         2891546         0         0
FIRST INTST BANCSYSTEM INC        COM CL A         32055Y201     2670    182608   SH     SOLE          182608         0         0
FIRST LONG IS CORP                COM              320734106     8701    328342   SH     SOLE          328342         0         0
FIRST M & F CORP                  COM              320744105      138     28683   SH     SOLE           28683         0         0
FIRST MAJESTIC SILVER CORP        COM              32076V103    12112    730503   SH     SOLE          730503         0         0
FIRST MARBLEHEAD CORP             COM              320771108     2866   2348781   SH     SOLE         2348781         0         0
FIRST MERCHANTS CORP              COM              320817109    13056   1058046   SH     SOLE         1058046         0         0
FIRST MIDWEST BANCORP DEL         COM              320867104    24292   2027696   SH     SOLE         2027696         0         0
FIRST NIAGARA FINL GP INC         COM              33582V108    91307   9279180   SH     SOLE         9279180         0         0
FIRST PACTRUST BANCORP INC        COM              33589V101     1479    124085   SH     SOLE          124085         0         0
FIRST POTOMAC RLTY TR             COM              33610F109    21887   1810375   SH     SOLE         1810375         0         0
FIRST REP BK SAN FRANCISCO C      COM              33616C100   105421   3200392   SH     SOLE         3200392         0         0
FIRST SOLAR INC                   COM              336433107    39570   1579657   SH     SOLE         1579657         0         0
FIRST SOUTH BANCORP INC VA        COM              33646W100      744    185955   SH     SOLE          185955         0         0
FIRST TR EXCHANGE TRADED FD       UTILITIES ALPH   33734X184       35      2000   SH     SOLE            2000         0         0
FIRST TR EXCHANGE TRADED FD       HLTH CARE ALPH   33734X143      551     17869   SH     SOLE           17869         0         0
FIRST TR EXCHANGE TRADED FD       CONSUMR DISCRE   33734X101       19       828   SH     SOLE             828         0         0
FIRST TR ISE CHINDIA INDEX F      COM              33733A102        2        83   SH     SOLE              83         0         0
FIRST TR ISE REVERE NAT GAS       COM              33734J102     1149     65006   SH     SOLE           65006         0         0
FIRST TR MID CAP CORE ALPHAD      COM SHS          33735B108        3        91   SH     SOLE              91         0         0
FIRST UTD CORP                    COM              33741H107      137     22829   SH     SOLE           22829         0         0
FIRSTENERGY CORP                  COM              337932107   513356  11260276   SH     SOLE        11260276         0         0
FIRSTMERIT CORP                   COM              337915102    53349   3164211   SH     SOLE         3164211         0         0
FIRSTSERVICE CORP                 SUB VTG SH       33761N109     5555    181284   SH     SOLE          181284         0         0
FISERV INC                        COM              337738108   255380   3680362   SH     SOLE         3680362         0         0
FISHER COMMUNICATIONS INC         COM              337756209     7131    232132   SH     SOLE          232132         0         0
FIVE STAR QUALITY CARE INC        COM              33832D106     6026   1767156   SH     SOLE         1767156         0         0
FLAGSTAR BANCORP INC              COM NEW          337930507     6025   6548621   SH     SOLE         6548621         0         0
FLAGSTONE REINSURANCE HOLDIN      COM              L3466T104    11220   1425710   SH     SOLE         1425710         0         0
FLEETCOR TECHNOLOGIES INC         COM              339041105     6568    169400   SH     SOLE          169400         0         0
FLEXSTEEL INDS INC                COM              339382103     1259     69555   SH     SOLE           69555         0         0
FLEXTRONICS INTL LTD              ORD              Y2573F102     7826   1083883   SH     SOLE         1083883         0         0
FLIR SYS INC                      COM              302445101   109145   4312341   SH     SOLE         4312341         0         0
FLOTEK INDS INC DEL               COM              343389102    16589   1380101   SH     SOLE         1380101         0         0
FLOW INTL CORP                    COM              343468104     2572    639867   SH     SOLE          639867         0         0
FLOWERS FOODS INC                 COM              343498101    69752   3424256   SH     SOLE         3424256         0         0
FLOWSERVE CORP                    COM              34354P105   164078   1420465   SH     SOLE         1420465         0         0
FLUIDIGM CORP DEL                 COM              34385P108     1330     84555   SH     SOLE           84555         0         0
FLUOR CORP NEW                    COM              343412102   272326   4535746   SH     SOLE         4535746         0         0
FLUSHING FINL CORP                COM              343873105    14538   1080064   SH     SOLE         1080064         0         0
FMC TECHNOLOGIES INC              COM              30249U101   299548   5941054   SH     SOLE         5941054         0         0
FNB CORP PA                       COM              302520101    44063   3647565   SH     SOLE         3647565         0         0
FOMENTO ECONOMICO MEXICANO S      SPON ADR UNITS   344419106     3098     37661   SH     SOLE           37661         0         0
FONAR CORP                        COM NEW          344437405       26      9563   SH     SOLE            9563         0         0
FOOD TECHNOLOGY SERVICE INC       COM NEW          344798202       27      3845   SH     SOLE            3845         0         0
FOOT LOCKER INC                   COM              344849104   127657   4111350   SH     SOLE         4111350         0         0
FORD MTR CO DEL                   COM PAR $0.01    345370860  1173308  94052714   SH     SOLE        94052714         0         0
FOREST CITY ENTERPRISES INC       CL A             345550107    55426   3539356   SH     SOLE         3539356         0         0
FOREST LABS INC                   COM              345838106   258429   7449679   SH     SOLE         7449679         0         0
FOREST OIL CORP                   COM PAR $0.01    346091705    34835   2874154   SH     SOLE         2874154         0         0
FORESTAR GROUP INC                COM              346233109    15497   1006965   SH     SOLE         1006965         0         0
FORMFACTOR INC                    COM              346375108     8465   1516999   SH     SOLE         1516999         0         0
FORRESTER RESH INC                COM              346563109    13353    412118   SH     SOLE          412118         0         0
FORTEGRA FINL CORP                COM              34954W104      336     40238   SH     SOLE           40238         0         0
FORTINET INC                      COM              34959E109    80375   2906868   SH     SOLE         2906868         0         0
FORTUNA SILVER MINES INC          COM              349915108     3877    857671   SH     SOLE          857671         0         0
FORTUNE BRANDS HOME & SEC IN      COM              34964C106   105799   4793774   SH     SOLE         4793774         0         0
FORWARD AIR CORP                  COM              349853101    29111    793863   SH     SOLE          793863         0         0
FORWARD INDS INC N Y              COM NEW          349862300     1057    446166   SH     SOLE          446166         0         0
FOSSIL INC                        COM              349882100   181043   1371744   SH     SOLE         1371744         0         0
FOSTER L B CO                     COM              350060109    10876    381469   SH     SOLE          381469         0         0
FOSTER WHEELER AG                 COM              H27178104     5875    258141   SH     SOLE          258141         0         0
FOX CHASE BANCORP INC NEW         COM              35137T108     2230    171506   SH     SOLE          171506         0         0
FRANCESCAS HLDGS CORP             COM              351793104    10538    333364   SH     SOLE          333364         0         0
FRANCO NEVADA CORP                COM              351858105    64871   1509341   SH     SOLE         1509341         0         0
FRANKLIN COVEY CO                 COM              353469109     4752    505020   SH     SOLE          505020         0         0
FRANKLIN ELEC INC                 COM              353514102    28552    581861   SH     SOLE          581861         0         0
FRANKLIN FINL CORP VA             COM              35353C102     2274    169353   SH     SOLE          169353         0         0
FRANKLIN RES INC                  COM              354613101   466325   3759779   SH     SOLE         3759779         0         0
FRANKLIN STREET PPTYS CORP        COM              35471R106    25695   2424039   SH     SOLE         2424039         0         0
FREDERICKS HOLLYWOOD GROUP I      COM              35582T108        1      4559   SH     SOLE            4559         0         0
FREDS INC                         CL A             356108100    15023   1028260   SH     SOLE         1028260         0         0
FREEPORT-MCMORAN COPPER & GO      COM              35671D857   977103  25686211   SH     SOLE        25686211         0         0
FREESCALE SEMICONDUCTOR HLDG      SHS OLD          G3727Q101     6605    429159   SH     SOLE          429159         0         0
FREIGHTCAR AMER INC               COM              357023100     9880    439301   SH     SOLE          439301         0         0
FREQUENCY ELECTRS INC             COM              358010106     1512    182864   SH     SOLE          182864         0         0
FRESH DEL MONTE PRODUCE INC       ORD              G36738105    23500   1028902   SH     SOLE         1028902         0         0
FRESH MKT INC                     COM              35804H106    40210    838582   SH     SOLE          838582         0         0
FRIENDFINDER NETWORKS INC         COM IPO          358453306      470    345527   SH     SOLE          345527         0         0
FRISCHS RESTAURANTS INC           COM              358748101     2038     75625   SH     SOLE           75625         0         0
FRONTIER COMMUNICATIONS CORP      COM              35906A108   119862  28743781   SH     SOLE        28743781         0         0
FRONTLINE LTD                     SHS              G3682E127     6649    864662   SH     SOLE          864662         0         0
FSI INTL INC                      COM              302633102     6457   1320536   SH     SOLE         1320536         0         0
FTI CONSULTING INC                COM              302941109    47746   1272545   SH     SOLE         1272545         0         0
FTI CONSULTING INC                NOTE 3.750% 7/1  302941AB5     1328   1100000  PRN     SOLE         1100000         0         0
FUEL SYS SOLUTIONS INC            COM              35952W103    12335    471529   SH     SOLE          471529         0         0
FUEL TECH INC                     COM              359523107     3592    657873   SH     SOLE          657873         0         0
FUELCELL ENERGY INC               COM              35952H106     7662   4896000   SH     SOLE         4896000         0         0
FULLER H B CO                     COM              359694106    42308   1288695   SH     SOLE         1288695         0         0
FULTON FINL CORP PA               COM              360271100    53244   5070863   SH     SOLE         5070863         0         0
FURIEX PHARMACEUTICALS INC        COM              36106P101     8711    368633   SH     SOLE          368633         0         0
FURMANITE CORPORATION             COM              361086101     7540   1174452   SH     SOLE         1174452         0         0
FURNITURE BRANDS INTL INC         COM              360921100     2315   1377747   SH     SOLE         1377747         0         0
FUSHI COPPERWELD INC              COM              36113E107     2413    319667   SH     SOLE          319667         0         0
FUSION-IO INC                     COM              36112J107    40975   1442290   SH     SOLE         1442290         0         0
FUTUREFUEL CORPORATION            COM              36116M106     2318    211153   SH     SOLE          211153         0         0
FX ALLIANCE INC                   COM              361202104      353     22486   SH     SOLE           22486         0         0
FX ENERGY INC                     COM              302695101     8998   1654053   SH     SOLE         1654053         0         0
FXCM INC                          COM CL A         302693106     2879    221669   SH     SOLE          221669         0         0
F5 NETWORKS INC                   COM              315616102   292492   2167249   SH     SOLE         2167249         0         0
G & K SVCS INC                    CL A             361268105    18005    526460   SH     SOLE          526460         0         0
G-III APPAREL GROUP LTD           COM              36237H101    12418    436950   SH     SOLE          436950         0         0
GAIAM INC                         CL A             36268Q103     1483    372673   SH     SOLE          372673         0         0
GAIN CAP HLDGS INC                COM              36268W100     1163    231728   SH     SOLE          231728         0         0
GALENA BIOPHARMA                  COM              363256108     4048   1823248   SH     SOLE         1823248         0         0
GALLAGHER ARTHUR J & CO           COM              363576109   109624   3067251   SH     SOLE         3067251         0         0
GAMCO INVESTORS INC               COM              361438104     8653    174428   SH     SOLE          174428         0         0
GAMESTOP CORP NEW                 CL A             36467W109    82178   3762744   SH     SOLE         3762744         0         0
GAMING PARTNERS INTL CORP         COM              36467A107      780    123236   SH     SOLE          123236         0         0
GANNETT INC                       COM              364730101    97550   6363324   SH     SOLE         6363324         0         0
GAP INC DEL                       COM              364760108   235709   9017195   SH     SOLE         9017195         0         0
GARDNER DENVER INC                COM              365558105   100420   1593460   SH     SOLE         1593460         0         0
GARMIN LTD                        SHS              H2906T109   130050   2768205   SH     SOLE         2768205         0         0
GARTNER INC                       COM              366651107   102044   2393152   SH     SOLE         2393152         0         0
GASCO ENERGY INC                  COM              367220100       45    171888   SH     SOLE          171888         0         0
GASTAR EXPL LTD                   COM NEW          367299203     5474   1830808   SH     SOLE         1830808         0         0
GATX CORP                         COM              361448103    50198   1245606   SH     SOLE         1245606         0         0
GAYLORD ENTMT CO NEW              COM              367905106    32224   1046241   SH     SOLE         1046241         0         0
GAZIT GLOBE LTD                   SHS              M4793C102     3065    296738   SH     SOLE          296738         0         0
GEEKNET INC                       COM NEW          36846Q203     2896    200269   SH     SOLE          200269         0         0
GEN-PROBE INC NEW                 COM              36866T103    87759   1321472   SH     SOLE         1321472         0         0
GENCO SHIPPING & TRADING LTD      SHS              Y2685T107     6491   1020639   SH     SOLE         1020639         0         0
GENCORP INC                       COM              368682100    12202   1718578   SH     SOLE         1718578         0         0
GENERAC HLDGS INC                 COM              368736104    15633    636786   SH     SOLE          636786         0         0
GENERAL CABLE CORP DEL NEW        COM              369300108    38599   1327339   SH     SOLE         1327339         0         0
GENERAL COMMUNICATION INC         CL A             369385109     9757   1118878   SH     SOLE         1118878         0         0
GENERAL DYNAMICS CORP             COM              369550108   684609   9329645   SH     SOLE         9329645         0         0
GENERAL ELECTRIC CO               COM              369604103  5425443 270325989   SH     SOLE       270325989         0         0
GENERAL GROWTH PPTYS INC NEW      COM              370023103   227369  13382540   SH     SOLE        13382540         0         0
GENERAL MLS INC                   COM              370334104   641097  16250878   SH     SOLE        16250878         0         0
GENERAL MOLY INC                  COM              370373102     6664   1989275   SH     SOLE         1989275         0         0
GENERAL MTRS CO                   COM              37045V100   379859  14809314   SH     SOLE        14809314         0         0
GENESCO INC                       COM              371532102    44265    617799   SH     SOLE          617799         0         0
GENESEE & WYO INC                 CL A             371559105    60008   1099442   SH     SOLE         1099442         0         0
GENIE ENERGY LTD                  CL B             372284208     4510    466401   SH     SOLE          466401         0         0
GENOMIC HEALTH INC                COM              37244C101    17940    586095   SH     SOLE          586095         0         0
GENON ENERGY INC                  COM              37244E107    39273  18881260   SH     SOLE        18881260         0         0
GENPACT LIMITED                   SHS              G3922B107    42320   2596334   SH     SOLE         2596334         0         0
GENTEX CORP                       COM              371901109   104341   4258825   SH     SOLE         4258825         0         0
GENTIVA HEALTH SERVICES INC       COM              37247A102     8270    946263   SH     SOLE          946263         0         0
GENUINE PARTS CO                  COM              372460105   249122   3970064   SH     SOLE         3970064         0         0
GENVEC INC                        COM NEW          37246C307      823    315409   SH     SOLE          315409         0         0
GENWORTH FINL INC                 COM CL A         37247D106   103732  12467738   SH     SOLE        12467738         0         0
GEO GROUP INC                     COM              36159R103    32754   1722978   SH     SOLE         1722978         0         0
GEOEYE INC                        COM              37250W108    14310    594508   SH     SOLE          594508         0         0
GEOKINETICS INC                   COM PAR $0.01    372910307      267    151939   SH     SOLE          151939         0         0
GEORESOURCES INC                  COM              372476101    19753    603318   SH     SOLE          603318         0         0
GEORGIA GULF CORP                 COM PAR$0.01 NEW 373200302    30809    883273   SH     SOLE          883273         0         0
GERDAU S A                        SPONSORED ADR    373737105      620     64362   SH     SOLE           64362         0         0
GERMAN AMERN BANCORP INC          COM              373865104     7696    396074   SH     SOLE          396074         0         0
GERON CORP                        COM              374163103     6235   3678349   SH     SOLE         3678349         0         0
GETTY RLTY CORP NEW               COM              374297109    15069    967212   SH     SOLE          967212         0         0
GEVO INC                          COM              374396109      504     54860   SH     SOLE           54860         0         0
GFI GROUP INC                     COM              361652209     7927   2108189   SH     SOLE         2108189         0         0
GIANT INTERACTIVE GROUP INC       ADR              374511103      600    122380   SH     SOLE          122380         0         0
GIBRALTAR INDS INC                COM              374689107    15332   1012025   SH     SOLE         1012025         0         0
GIGA TRONICS INC                  COM              375175106       21     17433   SH     SOLE           17433         0         0
GILAT SATELLITE NETWORKS LTD      SHS NEW          M51474118      360     89100   SH     SOLE           89100         0         0
GILDAN ACTIVEWEAR INC             COM              375916103    37240   1351736   SH     SOLE         1351736         0         0
GILEAD SCIENCES INC               COM              375558103  1012371  20719830   SH     SOLE        20719830         0         0
GIVEN IMAGING                     ORD SHS          M52020100     1220     65151   SH     SOLE           65151         0         0
GLACIER BANCORP INC NEW           COM              37637Q105    29818   1995849   SH     SOLE         1995849         0         0
GLADSTONE CAPITAL CORP            COM              376535100     2707    333785   SH     SOLE          333785         0         0
GLADSTONE COML CORP               COM              376536108     3344    194333   SH     SOLE          194333         0         0
GLADSTONE INVT CORP               COM              376546107     4237    559651   SH     SOLE          559651         0         0
GLATFELTER                        COM              377316104    19085   1209430   SH     SOLE         1209430         0         0
GLEACHER & CO INC                 COM              377341102     3399   2498934   SH     SOLE         2498934         0         0
GLIMCHER RLTY TR                  SH BEN INT       379302102    41456   4056400   SH     SOLE         4056400         0         0
GLOBAL CASH ACCESS HLDGS INC      COM              378967103    10068   1290717   SH     SOLE         1290717         0         0
GLOBAL GEOPHYSICAL SVCS INC       COM              37946S107     2558    241107   SH     SOLE          241107         0         0
GLOBAL INDEMNITY PLC              SHS              G39319101     8126    416918   SH     SOLE          416918         0         0
GLOBAL PMTS INC                   COM              37940X102   103538   2179750   SH     SOLE         2179750         0         0
GLOBAL POWER EQUIPMENT GRP I      COM PAR $0.01    37941P306     5092    183816   SH     SOLE          183816         0         0
GLOBAL SOURCES LTD                ORD              G39300101      899    145918   SH     SOLE          145918         0         0
GLOBAL X FDS                      CHINA CONS ETF   37950E408       86      5768   SH     SOLE            5768         0         0
GLOBAL X FDS                      SILVER MNR ETF   37950E853      456     20514   SH     SOLE           20514         0         0
GLOBAL X FDS                      GLB X URANIUM    37950E754      216     23026   SH     SOLE           23026         0         0
GLOBALSTAR INC                    COM              378973408      812   1159414   SH     SOLE         1159414         0         0
GLOBE SPECIALTY METALS INC        COM              37954N206    23586   1586172   SH     SOLE         1586172         0         0
GLOBECOMM SYSTEMS INC             COM              37956X103    10093    697045   SH     SOLE          697045         0         0
GLU MOBILE INC                    COM              379890106     6363   1311904   SH     SOLE         1311904         0         0
GMX RES INC                       COM              38011M108     3035   2390049   SH     SOLE         2390049         0         0
GNC HLDGS INC                     COM CL A         36191G107    40906   1172441   SH     SOLE         1172441         0         0
GOLAR LNG LTD BERMUDA             SHS              G9456A100    18543    487324   SH     SOLE          487324         0         0
GOLD RESOURCE CORP                COM              38068T105    11094    456356   SH     SOLE          456356         0         0
GOLDCORP INC NEW                  COM              380956409   433951   9630519   SH     SOLE         9630519         0         0
GOLDEN MINERALS CO                COM              381119106     2880    341650   SH     SOLE          341650         0         0
GOLDEN STAR RES LTD CDA           COM              38119T104     9105   4895264   SH     SOLE         4895264         0         0
GOLDMAN SACHS GROUP INC           COM              38141G104  1657816  13329707   SH     SOLE        13329707         0         0
GOLUB CAP BDC INC                 COM              38173M102     2345    153566   SH     SOLE          153566         0         0
GOODRICH CORP                     COM              382388106   426529   3400260   SH     SOLE         3400260         0         0
GOODRICH PETE CORP                COM NEW          382410405    15341    806546   SH     SOLE          806546         0         0
GOODYEAR TIRE & RUBR CO           COM              382550101    72509   6462456   SH     SOLE         6462456         0         0
GOOGLE INC                        CL A             38259P508  4393584   6851700   SH     SOLE         6851700         0         0
GORDMANS STORES INC               COM              38269P100     1102     50172   SH     SOLE           50172         0         0
GORMAN RUPP CO                    COM              383082104    13883    475781   SH     SOLE          475781         0         0
GOVERNMENT PPTYS INCOME TR        COM SHS BEN INT  38376A103    21057    873369   SH     SOLE          873369         0         0
GP STRATEGIES CORP                COM              36225V104     3418    195298   SH     SOLE          195298         0         0
GPO AEROPORTUARIO DEL PAC SA      SPON ADR B       400506101     5427    149166   SH     SOLE          149166         0         0
GRACE W R & CO DEL NEW            COM              38388F108   103518   1790977   SH     SOLE         1790977         0         0
GRACO INC                         COM              384109104    83610   1575757   SH     SOLE         1575757         0         0
GRAFTECH INTL LTD                 COM              384313102    41354   3463492   SH     SOLE         3463492         0         0
GRAHAM CORP                       COM              384556106     6687    305499   SH     SOLE          305499         0         0
GRAINGER W W INC                  COM              384802104   321928   1498663   SH     SOLE         1498663         0         0
GRAMERCY CAP CORP                 COM              384871109     3330   1247365   SH     SOLE         1247365         0         0
GRAN TIERRA ENERGY INC            COM              38500T101     6002    954169   SH     SOLE          954169         0         0
GRAND CANYON ED INC               COM              38526M106    15616    879266   SH     SOLE          879266         0         0
GRANITE CONSTR INC                COM              387328107    30233   1051932   SH     SOLE         1051932         0         0
GRAPHIC PACKAGING HLDG CO         COM              388689101    20848   3776883   SH     SOLE         3776883         0         0
GRAY TELEVISION INC               COM              389375106     3182   1683338   SH     SOLE         1683338         0         0
GREAT BASIN GOLD LTD              COM              390124105     2295   3369387   SH     SOLE         3369387         0         0
GREAT LAKES DREDGE & DOCK CO      COM              390607109    11549   1599557   SH     SOLE         1599557         0         0
GREAT NORTHN IRON ORE PPTYS       CTFS BEN INT     391064102     1987     20686   SH     SOLE           20686         0         0
GREAT PLAINS ENERGY INC           COM              391164100    73427   3622466   SH     SOLE         3622466         0         0
GREAT SOUTHN BANCORP INC          COM              390905107     8740    364173   SH     SOLE          364173         0         0
GREAT WOLF RESORTS INC            COM              391523107      125     21831   SH     SOLE           21831         0         0
GREATBATCH INC                    COM              39153L106    18165    740839   SH     SOLE          740839         0         0
GREEN DOT CORP                    CL A             39304D102    14622    551356   SH     SOLE          551356         0         0
GREEN MTN COFFEE ROASTERS IN      COM              393122106   156982   3351445   SH     SOLE         3351445         0         0
GREEN PLAINS RENEWABLE ENERG      COM              393222104     2612    242106   SH     SOLE          242106         0         0
GREENBRIER COS INC                COM              393657101    12282    620609   SH     SOLE          620609         0         0
GREENHILL & CO INC                COM              395259104    31128    713302   SH     SOLE          713302         0         0
GREENLIGHT CAPITAL RE LTD         CLASS A          G4095J109    20863    847075   SH     SOLE          847075         0         0
GREENWAY MED TECHNOLOGIES IN      COM              39679B103      814     53299   SH     SOLE           53299         0         0
GREIF INC                         CL A             397624107    57511   1028453   SH     SOLE         1028453         0         0
GRIFFIN LD & NURSERIES INC        CL A             398231100     1800     68139   SH     SOLE           68139         0         0
GRIFFON CORP                      COM              398433102    14581   1362671   SH     SOLE         1362671         0         0
GRIFOLS S A                       SPONSORED ADR    398438309      764     99095   SH     SOLE           99095         0         0
GROUP 1 AUTOMOTIVE INC            COM              398905109    34012    605525   SH     SOLE          605525         0         0
GROUPE CGI INC                    CL A SUB VTG     39945C109    96342   4322203   SH     SOLE         4322203         0         0
GROUPON INC                       COM CL A         399473107    13357    726703   SH     SOLE          726703         0         0
GRUPO AEROPORTUARIO DEL SURE      SPON ADR SER B   40051E202     1223     17854   SH     SOLE           17854         0         0
GRUPO FINANCIERO GALICIA S A      SP ADR 10 SH B   399909100     3431    533593   SH     SOLE          533593         0         0
GSE HLDG INC                      COM              36191X100      424     32291   SH     SOLE           32291         0         0
GSE SYS INC                       COM              36227K106      111     46645   SH     SOLE           46645         0         0
GSI GROUP INC CDA NEW             COM NEW          36191C205     3688    305805   SH     SOLE          305805         0         0
GSI TECHNOLOGY                    COM              36241U106     1004    236874   SH     SOLE          236874         0         0
GT ADVANCED TECHNOLOGIES INC      COM              36191U106    26132   3159808   SH     SOLE         3159808         0         0
GTSI CORP                         COM              36238K103       11      2158   SH     SOLE            2158         0         0
GTX INC DEL                       COM              40052B108     2969    771046   SH     SOLE          771046         0         0
GUANGSHEN RY LTD                  SPONSORED ADR    40065W107     2434    126523   SH     SOLE          126523         0         0
GUARANTY BANCORP DEL              COM              40075T102       94     47394   SH     SOLE           47394         0         0
GUARANTY FED BANCSHARES INC       COM              40108P101       27      3051   SH     SOLE            3051         0         0
GUESS INC                         COM              401617105    54345   1739041   SH     SOLE         1739041         0         0
GUIDANCE SOFTWARE INC             COM              401692108     1575    142510   SH     SOLE          142510         0         0
GUIDEWIRE SOFTWARE INC            COM              40171V100     3007     97706   SH     SOLE           97706         0         0
GULF ISLAND FABRICATION INC       COM              402307102    12463    425800   SH     SOLE          425800         0         0
GULF RESOURCES INC                COM PAR $0.0005  40251W309      127     54217   SH     SOLE           54217         0         0
GULFMARK OFFSHORE INC             CL A NEW         402629208    31252    679975   SH     SOLE          679975         0         0
GULFPORT ENERGY CORP              COM NEW          402635304    33403   1147065   SH     SOLE         1147065         0         0
GYRODYNE CO AMER INC              COM              403820103      775      7755   SH     SOLE            7755         0         0
H & E EQUIPMENT SERVICES INC      COM              404030108    15126    799457   SH     SOLE          799457         0         0
HACKETT GROUP INC                 COM              404609109     7389   1237655   SH     SOLE         1237655         0         0
HAEMONETICS CORP                  COM              405024100    48435    695111   SH     SOLE          695111         0         0
HAIN CELESTIAL GROUP INC          COM              405217100    47501   1084260   SH     SOLE         1084260         0         0
HALCON RES CORP                   COM NEW          40537Q209     4784    509978   SH     SOLE          509978         0         0
HALLADOR ENERGY COMPANY           COM              40609P105      214     24181   SH     SOLE           24181         0         0
HALLIBURTON CO                    COM              406216101   830484  25022122   SH     SOLE        25022122         0         0
HALLMARK FINL SVCS INC    EC      COM NEW          40624Q203     1174    148739   SH     SOLE          148739         0         0
HALLWOOD GROUP INC                COM PAR $0.10    406364406       25      2088   SH     SOLE            2088         0         0
HALOZYME THERAPEUTICS INC         COM              40637H109    29101   2280635   SH     SOLE         2280635         0         0
HAMPDEN BANCORP INC               COM              40867E107       81      6720   SH     SOLE            6720         0         0
HAMPTON ROADS BANKSHARES INC      COM NEW          409321502      377    124457   SH     SOLE          124457         0         0
HANCOCK HLDG CO                   COM              410120109    81688   2300409   SH     SOLE         2300409         0         0
HANDY & HARMAN LTD                COM              410315105      862     59694   SH     SOLE           59694         0         0
HANESBRANDS INC                   COM              410345102    73738   2496208   SH     SOLE         2496208         0         0
HANGER ORTHOPEDIC GROUP INC       COM NEW          41043F208    20140    921325   SH     SOLE          921325         0         0
HANMI FINL CORP                   COM NEW          410495204     7826    773295   SH     SOLE          773295         0         0
HANOVER INS GROUP INC             COM              410867105    76312   1855835   SH     SOLE         1855835         0         0
HANSEN MEDICAL INC                COM              411307101     1955    651728   SH     SOLE          651728         0         0
HARBINGER GROUP INC               COM              41146A106      731    141153   SH     SOLE          141153         0         0
HARDINGE INC                      COM              412324303     3216    339993   SH     SOLE          339993         0         0
HARLEY DAVIDSON INC               COM              412822108   292099   5951495   SH     SOLE         5951495         0         0
HARLEYSVILLE GROUP INC            COM              412824104    20305    351903   SH     SOLE          351903         0         0
HARMAN INTL INDS INC              COM              413086109    94073   2009685   SH     SOLE         2009685         0         0
HARMONIC INC                      COM              413160102    18098   3308594   SH     SOLE         3308594         0         0
HARRIS & HARRIS GROUP INC         COM              413833104     1710    412095   SH     SOLE          412095         0         0
HARRIS CORP DEL                   COM              413875105   135340   3002222   SH     SOLE         3002222         0         0
HARRIS INTERACTIVE INC            COM              414549105     1292    971531   SH     SOLE          971531         0         0
HARRY WINSTON DIAMOND CORP        COM              41587B100     7163    487603   SH     SOLE          487603         0         0
HARSCO CORP                       COM              415864107    56170   2394272   SH     SOLE         2394272         0         0
HARTE-HANKS INC                   COM              416196103    10833   1197038   SH     SOLE         1197038         0         0
HARTFORD FINL SVCS GROUP INC      COM              416515104   237466  11265010   SH     SOLE        11265010         0         0
HARVARD BIOSCIENCE INC            COM              416906105     3848    981521   SH     SOLE          981521         0         0
HARVEST NATURAL RESOURCES IN      COM              41754V103     8081   1141322   SH     SOLE         1141322         0         0
HASBRO INC                        COM              418056107   110650   3013349   SH     SOLE         3013349         0         0
HASTINGS ENTMT INC                COM              418365102      395    141455   SH     SOLE          141455         0         0
HATTERAS FINL CORP                COM              41902R103    54626   1957938   SH     SOLE         1957938         0         0
HAUPPAUGE DIGITAL INC             COM              419131107       56     40011   SH     SOLE           40011         0         0
HAVERTY FURNITURE INC             COM              419596101     6320    569331   SH     SOLE          569331         0         0
HAWAIIAN ELEC INDUSTRIES          COM              419870100    66461   2621739   SH     SOLE         2621739         0         0
HAWAIIAN HOLDINGS INC             COM              419879101     8618   1647817   SH     SOLE         1647817         0         0
HAWAIIAN TELCOM HOLDCO INC        COM              420031106     1601     92863   SH     SOLE           92863         0         0
HAWKINS INC                       COM              420261109     9759    262335   SH     SOLE          262335         0         0
HAWTHORN BANCSHARES INC           COM              420476103        8      1010   SH     SOLE            1010         0         0
HAYNES INTERNATIONAL INC          COM NEW          420877201    20262    319850   SH     SOLE          319850         0         0
HCA HOLDINGS INC                  COM              40412C101   118175   4776688   SH     SOLE         4776688         0         0
HCC INS HLDGS INC                 COM              404132102    88989   2854965   SH     SOLE         2854965         0         0
HCP INC                           COM              40414L109   533766  13526772   SH     SOLE        13526772         0         0
HDFC BANK LTD                     ADR REPS 3 SHS   40415F101     4586    134491   SH     SOLE          134491         0         0
HEADWATERS INC                    COM              42210P102     7945   1900638   SH     SOLE         1900638         0         0
HEALTH CARE REIT INC              COM              42217K106   387623   7052827   SH     SOLE         7052827         0         0
HEALTH MGMT ASSOC INC NEW         CL A             421933102    45417   6758426   SH     SOLE         6758426         0         0
HEALTH NET INC                    COM              42222G108    90679   2282966   SH     SOLE         2282966         0         0
HEALTHCARE RLTY TR                COM              421946104    57595   2617950   SH     SOLE         2617950         0         0
HEALTHCARE SVCS GRP INC           COM              421906108    36820   1731063   SH     SOLE         1731063         0         0
HEALTHSOUTH CORP                  COM NEW          421924309    52591   2567908   SH     SOLE         2567908         0         0
HEALTHSTREAM INC                  COM              42222N103    12622    544283   SH     SOLE          544283         0         0
HEALTHWAYS INC                    COM              422245100     7256    985817   SH     SOLE          985817         0         0
HEARTLAND EXPRESS INC             COM              422347104    20236   1399454   SH     SOLE         1399454         0         0
HEARTLAND FINL USA INC            COM              42234Q102     7577    436995   SH     SOLE          436995         0         0
HEARTLAND PMT SYS INC             COM              42235N108    28584    991116   SH     SOLE          991116         0         0
HEARTWARE INTL INC                COM              422368100     9287    141376   SH     SOLE          141376         0         0
HEARTWARE INTL INC                NOTE 3.500%12/1  422368AA8    11859  11500000  PRN     SOLE        11500000         0         0
HECKMANN CORP                     COM              422680108     6479   1503258   SH     SOLE         1503258         0         0
HECLA MNG CO                      COM              422704106    36280   7852832   SH     SOLE         7852832         0         0
HEICO CORP NEW                    COM              422806109    27104    525380   SH     SOLE          525380         0         0
HEICO CORP NEW                    CL A             422806208    22228    553620   SH     SOLE          553620         0         0
HEIDRICK & STRUGGLES INTL IN      COM              422819102    11371    516149   SH     SOLE          516149         0         0
HEINZ H J CO                      COM              423074103   452081   8442213   SH     SOLE         8442213         0         0
HELEN OF TROY CORP LTD            COM              G4388N106    29032    853644   SH     SOLE          853644         0         0
HELIX ENERGY SOLUTIONS GRP I      COM              42330P107    56884   3195715   SH     SOLE         3195715         0         0
HELMERICH & PAYNE INC             COM              423452101   149970   2779793   SH     SOLE         2779793         0         0
HEMISPHERX BIOPHARMA INC          COM              42366C103      875   2244757   SH     SOLE         2244757         0         0
HENRY JACK & ASSOC INC            COM              426281101    85510   2506148   SH     SOLE         2506148         0         0
HERBALIFE LTD                     COM USD SHS      G4412G101   253469   3683073   SH     SOLE         3683073         0         0
HERCULES OFFSHORE INC             COM              427093109    18941   4004387   SH     SOLE         4004387         0         0
HERCULES TECH GROWTH CAP INC      COM              427096508     7223    651918   SH     SOLE          651918         0         0
HERITAGE COMMERCE CORP            COM              426927109     4068    632654   SH     SOLE          632654         0         0
HERITAGE CRYSTAL CLEAN INC        COM              42726M106      892     44717   SH     SOLE           44717         0         0
HERITAGE FINL CORP WASH           COM              42722X106     6256    460025   SH     SOLE          460025         0         0
HERSHA HOSPITALITY TR             SH BEN INT A     427825104    27819   5094977   SH     SOLE         5094977         0         0
HERSHEY CO                        COM              427866108   285933   4662206   SH     SOLE         4662206         0         0
HERTZ GLOBAL HOLDINGS INC         COM              42805T105    92635   6159235   SH     SOLE         6159235         0         0
HERTZ GLOBAL HOLDINGS INC         NOTE 5.250% 6/0  42805TAA3    70116  36400000  PRN     SOLE        36400000         0         0
HESS CORP                         COM              42809H107   466330   7910610   SH     SOLE         7910610         0         0
HEWLETT PACKARD CO                COM              428236103  1214689  50973101   SH     SOLE        50973101         0         0
HEXCEL CORP NEW                   COM              428291108    65050   2709294   SH     SOLE         2709294         0         0
HF FINL CORP                      COM              404172108        5       401   SH     SOLE             401         0         0
HFF INC                           CL A             40418F108     5850    355186   SH     SOLE          355186         0         0
HHGREGG INC                       COM              42833L108     5842    513360   SH     SOLE          513360         0         0
HI-TECH PHARMACAL INC             COM              42840B101    13257    368967   SH     SOLE          368967         0         0
HIBBETT SPORTS INC                COM              428567101    40217    737254   SH     SOLE          737254         0         0
HICKORY TECH CORP                 COM              429060106     1959    189503   SH     SOLE          189503         0         0
HIGHER ONE HLDGS INC              COM              42983D104    12148    812588   SH     SOLE          812588         0         0
HIGHWOODS PPTYS INC               COM              431284108    81000   2430978   SH     SOLE         2430978         0         0
HILL INTERNATIONAL INC            COM              431466101     3230    821986   SH     SOLE          821986         0         0
HILL ROM HLDGS INC                COM              431475102    58394   1747796   SH     SOLE         1747796         0         0
HILLENBRAND INC                   COM              431571108    39931   1739919   SH     SOLE         1739919         0         0
HILLTOP HOLDINGS INC              COM              432748101    11783   1404458   SH     SOLE         1404458         0         0
HITTITE MICROWAVE CORP            COM              43365Y104    44141    812762   SH     SOLE          812762         0         0
HKN INC                           COM              40420K103      293    127320   SH     SOLE          127320         0         0
HMN FINL INC                      COM              40424G108       82     33151   SH     SOLE           33151         0         0
HMS HLDGS CORP                    COM              40425J101    77985   2498718   SH     SOLE         2498718         0         0
HNI CORP                          COM              404251100    32713   1178854   SH     SOLE         1178854         0         0
HOKU CORP                         COM              434711107        8     13437   SH     SOLE           13437         0         0
HOLLYFRONTIER CORP                COM              436106108   191814   5966223   SH     SOLE         5966223         0         0
HOLLYWOOD MEDIA CORP              COM              436233100      491    458652   SH     SOLE          458652         0         0
HOLOGIC INC                       COM              436440101   154513   7169985   SH     SOLE         7169985         0         0
HOME BANCORP INC                  COM              43689E107      678     38867   SH     SOLE           38867         0         0
HOME BANCSHARES INC               COM              436893200    18472    694166   SH     SOLE          694166         0         0
HOME DEPOT INC                    COM              437076102  2010852  39969240   SH     SOLE        39969240         0         0
HOME FED BANCORP INC MD           COM              43710G105     2192    216421   SH     SOLE          216421         0         0
HOME LN SERVICING SOLUTIONS       ORD SHS          G6648D109      529     37961   SH     SOLE           37961         0         0
HOME PROPERTIES INC               COM              437306103   115570   1894287   SH     SOLE         1894287         0         0
HOMEAWAY INC                      COM              43739Q100     9862    389343   SH     SOLE          389343         0         0
HOMESTREET INC                    COM              43785V102       15       549   SH     SOLE             549         0         0
HONEYWELL INTL INC                COM              438516106  1252634  20518166   SH     SOLE        20518166         0         0
HOOKER FURNITURE CORP             COM              439038100      565     41394   SH     SOLE           41394         0         0
HOOPER HOLMES INC                 COM              439104100      513    732519   SH     SOLE          732519         0         0
HOPFED BANCORP INC                COM              439734104        4       424   SH     SOLE             424         0         0
HORACE MANN EDUCATORS CORP N      COM              440327104    19449   1103787   SH     SOLE         1103787         0         0
HORIZON PHARMA INC                COM              44047T109      132     31766   SH     SOLE           31766         0         0
HORMEL FOODS CORP                 COM              440452100   105326   3567951   SH     SOLE         3567951         0         0
HORNBECK OFFSHORE SVCS INC N      COM              440543106    35100    835112   SH     SOLE          835112         0         0
HORSEHEAD HLDG CORP               COM              440694305    14397   1263999   SH     SOLE         1263999         0         0
HOSPIRA INC                       COM              441060100   160587   4294926   SH     SOLE         4294926         0         0
HOSPITALITY PPTYS TR              COM SH BEN INT   44106M102   113178   4275703   SH     SOLE         4275703         0         0
HOST HOTELS & RESORTS INC         COM              44107P104   377205  22972273   SH     SOLE        22972273         0         0
HOT TOPIC INC                     COM              441339108    12002   1182466   SH     SOLE         1182466         0         0
HOUSTON AMERN ENERGY CORP         COM              44183U100     1064    203867   SH     SOLE          203867         0         0
HOUSTON WIRE & CABLE CO           COM              44244K109     7524    541709   SH     SOLE          541709         0         0
HOVNANIAN ENTERPRISES INC         CL A             442487203     5416   2210726   SH     SOLE         2210726         0         0
HOWARD HUGHES CORP                COM              44267D107    43820    686083   SH     SOLE          686083         0         0
HSN INC                           COM              404303109    47988   1261846   SH     SOLE         1261846         0         0
HUB GROUP INC                     CL A             443320106    37304   1035355   SH     SOLE         1035355         0         0
HUBBELL INC                       CL B             443510201   125618   1598598   SH     SOLE         1598598         0         0
HUDBAY MINERALS INC               COM              443628102    12866   1173864   SH     SOLE         1173864         0         0
HUDSON CITY BANCORP               COM              443683107    98740  13498324   SH     SOLE        13498324         0         0
HUDSON HIGHLAND GROUP INC         COM              443792106     5788   1075773   SH     SOLE         1075773         0         0
HUDSON PAC PPTYS INC              COM              444097109     5343    353123   SH     SOLE          353123         0         0
HUDSON VALLEY HOLDING CORP        COM              444172100     7564    468954   SH     SOLE          468954         0         0
HUMAN GENOME SCIENCES INC         COM              444903108    40350   4896898   SH     SOLE         4896898         0         0
HUMANA INC                        COM              444859102   407655   4408039   SH     SOLE         4408039         0         0
HUNT J B TRANS SVCS INC           COM              445658107   145528   2676614   SH     SOLE         2676614         0         0
HUNTINGTON BANCSHARES INC         COM              446150104   154844  24025456   SH     SOLE        24025456         0         0
HUNTINGTON INGALLS INDS INC       COM              446413106    49636   1233504   SH     SOLE         1233504         0         0
HUNTSMAN CORP                     COM              447011107    88457   6313850   SH     SOLE         6313850         0         0
HURCO COMPANIES INC               COM              447324104     3744    132516   SH     SOLE          132516         0         0
HURON CONSULTING GROUP INC        COM              447462102    25069    667441   SH     SOLE          667441         0         0
HUTCHINSON TECHNOLOGY INC         COM              448407106     1565    711496   SH     SOLE          711496         0         0
HYATT HOTELS CORP                 COM CL A         448579102    47630   1114936   SH     SOLE         1114936         0         0
HYPERDYNAMICS CORP                COM              448954107     5348   4145619   SH     SOLE         4145619         0         0
I D SYSTEMS INC                   COM              449489103     2075    347069   SH     SOLE          347069         0         0
IAC INTERACTIVECORP               COM PAR $.001    44919P508   130516   2658712   SH     SOLE         2658712         0         0
IAMGOLD CORP                      COM              450913108    61272   4610362   SH     SOLE         4610362         0         0
IBERIABANK CORP                   COM              450828108    43418    812005   SH     SOLE          812005         0         0
ICAD INC                          COM              44934S107      770   1570730   SH     SOLE         1570730         0         0
ICAHN ENTERPRISES LP/CORP         FRNT 8/1         451102AB3    13048  13100000  PRN     SOLE        13100000         0         0
ICF INTL INC                      COM              44925C103    14509    571898   SH     SOLE          571898         0         0
ICG GROUP INC                     COM              44928D108    10874   1214996   SH     SOLE         1214996         0         0
ICICI BK LTD                      ADR              45104G104     4985    142972   SH     SOLE          142972         0         0
ICONIX BRAND GROUP INC            COM              451055107    37606   2163762   SH     SOLE         2163762         0         0
ICONIX BRAND GROUP INC            NOTE 1.875% 6/3  451055AB3     5512   5519000  PRN     SOLE         5519000         0         0
ICU MED INC                       COM              44930G107    18275    371746   SH     SOLE          371746         0         0
IDACORP INC                       COM              451107106    57759   1404645   SH     SOLE         1404645         0         0
IDENIX PHARMACEUTICALS INC        COM              45166R204    17498   1787336   SH     SOLE         1787336         0         0
IDENTIVE GROUP INC                COM              45170X106     2300   1100578   SH     SOLE         1100578         0         0
IDEX CORP                         COM              45167R104    90534   2148916   SH     SOLE         2148916         0         0
IDEXX LABS INC                    COM              45168D104   132163   1511293   SH     SOLE         1511293         0         0
IDT CORP                          CL B NEW         448947507     4815    515541   SH     SOLE          515541         0         0
IGATE CORP                        COM              45169U105    14052    838442   SH     SOLE          838442         0         0
IGI LABS INC                      COM              449575109       15     14243   SH     SOLE           14243         0         0
IGO INC                           COM              449593102     1085   1276724   SH     SOLE         1276724         0         0
IHS INC                           CL A             451734107   107959   1152797   SH     SOLE         1152797         0         0
II VI INC                         COM              902104108    32565   1376951   SH     SOLE         1376951         0         0
ILLINOIS TOOL WKS INC             COM              452308109   694110  12151782   SH     SOLE        12151782         0         0
ILLUMINA INC                      COM              452327109   152952   2907284   SH     SOLE         2907284         0         0
IMAGE SENSING SYS INC             COM              45244C104      449     66509   SH     SOLE           66509         0         0
IMATION CORP                      COM              45245A107     7089   1145260   SH     SOLE         1145260         0         0
IMMERSION CORP                    COM              452521107     5135    940493   SH     SOLE          940493         0         0
IMMUNOGEN INC                     COM              45253H101    29290   2035425   SH     SOLE         2035425         0         0
IMMUNOMEDICS INC                  COM              452907108     7586   2089834   SH     SOLE         2089834         0         0
IMPAX LABORATORIES INC            COM              45256B101    43120   1754285   SH     SOLE         1754285         0         0
IMPERIAL HLDGS INC                COM              452834104     1439    538965   SH     SOLE          538965         0         0
IMPERIAL OIL LTD                  COM NEW          453038408   148252   3266189   SH     SOLE         3266189         0         0
IMPERIAL SUGAR CO NEW             COM NEW          453096208     1848    394120   SH     SOLE          394120         0         0
IMPERVA INC                       COM              45321L100     3196     81645   SH     SOLE           81645         0         0
INCONTACT INC                     COM              45336E109     1942    348101   SH     SOLE          348101         0         0
INCYTE CORP                       COM              45337C102    49461   2562722   SH     SOLE         2562722         0         0
INCYTE CORP                       NOTE 4.750%10/0  45337CAJ1    68314  29718000  PRN     SOLE        29718000         0         0
INDEPENDENCE HLDG CO NEW          COM NEW          453440307      731     73443   SH     SOLE           73443         0         0
INDEPENDENT BANK CORP MASS        COM              453836108    18304    637101   SH     SOLE          637101         0         0
INDEPENDENT BANK CORP MICH        COM NEW          453838609      880    400201   SH     SOLE          400201         0         0
INDEXIQ ETF TR                    HDG MACTRK ETF   45409B206       38      1384   SH     SOLE            1384         0         0
INDIANA COMMUNITY BANCORP         COM              454674102     1287     54761   SH     SOLE           54761         0         0
INFINERA CORPORATION              COM              45667G103    23113   2846437   SH     SOLE         2846437         0         0
INFINITY PHARMACEUTICALS INC      COM              45665G303     7848    656205   SH     SOLE          656205         0         0
INFINITY PPTY & CAS CORP          COM              45665Q103    19367    370085   SH     SOLE          370085         0         0
INFORMATICA CORP                  COM              45666Q102   149036   2817312   SH     SOLE         2817312         0         0
INFOSPACE INC                     COM PAR $.0001   45678T300    21043   1642739   SH     SOLE         1642739         0         0
INFOSYS LTD                       SPONSORED ADR    456788108     5169     90640   SH     SOLE           90640         0         0
INGERSOLL-RAND PLC                SHS              G47791101   326001   7883954   SH     SOLE         7883954         0         0
INGLES MKTS INC                   CL A             457030104     8475    480460   SH     SOLE          480460         0         0
INGRAM MICRO INC                  CL A             457153104    76359   4114192   SH     SOLE         4114192         0         0
INLAND REAL ESTATE CORP           COM NEW          457461200    27974   3153724   SH     SOLE         3153724         0         0
INNERWORKINGS INC                 COM              45773Y105     9440    810338   SH     SOLE          810338         0         0
INNODATA ISOGEN INC               COM NEW          457642205     3307    613468   SH     SOLE          613468         0         0
INNOPHOS HOLDINGS INC             COM              45774N108    27668    552027   SH     SOLE          552027         0         0
INNOSPEC INC                      COM              45768S105    10772    354562   SH     SOLE          354562         0         0
INNOVATIVE SOLUTIONS & SUPPO      COM              45769N105     1555    352617   SH     SOLE          352617         0         0
INPHI CORP                        COM              45772F107     3555    250708   SH     SOLE          250708         0         0
INSIGHT ENTERPRISES INC           COM              45765U103    27176   1239195   SH     SOLE         1239195         0         0
INSIGNIA SYS INC                  COM              45765Y105      932    515172   SH     SOLE          515172         0         0
INSMED INC                        COM PAR $.01     457669307     2439    671960   SH     SOLE          671960         0         0
INSPERITY INC                     COM              45778Q107    20739    676857   SH     SOLE          676857         0         0
INSTEEL INDUSTRIES INC            COM              45774W108     7427    611256   SH     SOLE          611256         0         0
INSULET CORP                      COM              45784P101    22391   1169849   SH     SOLE         1169849         0         0
INTEGRA LIFESCIENCES HLDGS C      COM NEW          457985208    19485    561678   SH     SOLE          561678         0         0
INTEGRAMED AMER INC               COM NEW          45810N302        3       274   SH     SOLE             274         0         0
INTEGRATED DEVICE TECHNOLOGY      COM              458118106    30222   4226793   SH     SOLE         4226793         0         0
INTEGRATED SILICON SOLUTION       COM              45812P107     9292    832651   SH     SOLE          832651         0         0
INTEGRYS ENERGY GROUP INC         COM              45822P105   107792   2034192   SH     SOLE         2034192         0         0
INTEL CORP                        COM              458140100  3629322 129088470   SH     SOLE       129088470         0         0
INTELLICHECK MOBILISA INC         COM              45817G102       20     11475   SH     SOLE           11475         0         0
INTER PARFUMS INC                 COM              458334109     7320    466534   SH     SOLE          466534         0         0
INTERACTIVE BROKERS GROUP IN      COM              45841N107    19955   1173823   SH     SOLE         1173823         0         0
INTERACTIVE INTELLIGENCE GRO      COM              45841V109    13067    428290   SH     SOLE          428290         0         0
INTERCONTINENTALEXCHANGE INC      COM              45865V100   251862   1832789   SH     SOLE         1832789         0         0
INTERDIGITAL INC                  COM              45867G101    41430   1188456   SH     SOLE         1188456         0         0
INTERFACE INC                     CL A             458665106    20548   1472942   SH     SOLE         1472942         0         0
INTERLINE BRANDS INC              COM              458743101    22823   1056129   SH     SOLE         1056129         0         0
INTERMEC INC                      COM              458786100    11205   1449597   SH     SOLE         1449597         0         0
INTERMOLECULAR INC                COM              45882D109      658    105889   SH     SOLE          105889         0         0
INTERMUNE INC                     COM              45884X103    24497   1669889   SH     SOLE         1669889         0         0
INTERMUNE INC                     NOTE 5.000% 3/0  45884XAD5    22323  19100000  PRN     SOLE        19100000         0         0
INTERNAP NETWORK SVCS CORP        COM PAR $.001    45885A300    11573   1572377   SH     SOLE         1572377         0         0
INTERNATIONAL BANCSHARES COR      COM              459044103    34736   1642348   SH     SOLE         1642348         0         0
INTERNATIONAL BUSINESS MACHS      COM              459200101  6270436  30052413   SH     SOLE        30052413         0         0
INTERNATIONAL FLAVORS^FRAGRA      COM              459506101   125481   2141314   SH     SOLE         2141314         0         0
INTERNATIONAL GAME TECHNOLOG      COM              459902102   148249   8829595   SH     SOLE         8829595         0         0
INTERNATIONAL RECTIFIER CORP      COM              460254105    41142   1783369   SH     SOLE         1783369         0         0
INTERNATIONAL SHIPHOLDING CO      COM NEW          460321201     5417    234622   SH     SOLE          234622         0         0
INTERNATIONAL SPEEDWAY CORP       CL A             460335201    25505    919110   SH     SOLE          919110         0         0
INTERNATIONAL TOWER HILL MIN      COM              46050R102     1061    247280   SH     SOLE          247280         0         0
INTERNET GOLD-GOLDEN LINES L      ORD              M56595107      128     18425   SH     SOLE           18425         0         0
INTEROIL CORP                     COM              460951106      242      4700   SH     SOLE            4700         0         0
INTERPHASE CORP                   COM              460593106     1202    225545   SH     SOLE          225545         0         0
INTERPUBLIC GROUP COS INC         COM              460690100   144150  12633696   SH     SOLE        12633696         0         0
INTERSECTIONS INC                 COM              460981301     5318    416111   SH     SOLE          416111         0         0
INTERSIL CORP                     CL A             46069S109    36540   3262542   SH     SOLE         3262542         0         0
INTERVAL LEISURE GROUP INC        COM              46113M108    19436   1116991   SH     SOLE         1116991         0         0
INTEST CORP                       COM              461147100     1923    541644   SH     SOLE          541644         0         0
INTEVAC INC                       COM              461148108     6131    721327   SH     SOLE          721327         0         0
INTL FCSTONE INC                  COM              46116V105    11123    527177   SH     SOLE          527177         0         0
INTL PAPER CO                     COM              460146103   433531  12351302   SH     SOLE        12351302         0         0
INTRALINKS HLDGS INC              COM              46118H104     2992    565654   SH     SOLE          565654         0         0
INTREPID POTASH INC               COM              46121Y102    33043   1358133   SH     SOLE         1358133         0         0
INTRICON CORP                     COM              46121H109      107     15814   SH     SOLE           15814         0         0
INTUIT                            COM              461202103   481999   8011956   SH     SOLE         8011956         0         0
INTUITIVE SURGICAL INC            COM NEW          46120E602   592193   1093112   SH     SOLE         1093112         0         0
INVACARE CORP                     COM              461203101    18712   1129258   SH     SOLE         1129258         0         0
INVENSENSE INC                    COM              46123D205     2250    124320   SH     SOLE          124320         0         0
INVENTURE FOODS INC               COM              461212102     3894    785018   SH     SOLE          785018         0         0
INVESCO LTD                       SHS              G491BT108   313858  11768212   SH     SOLE        11768212         0         0
INVESCO MORTGAGE CAPITAL INC      COM              46131B100    49865   2825236   SH     SOLE         2825236         0         0
INVESTMENT TECHNOLOGY GRP NE      COM              46145F105    13885   1160994   SH     SOLE         1160994         0         0
INVESTORS BANCORP INC             COM              46146P102    20053   1335056   SH     SOLE         1335056         0         0
INVESTORS CAP HLDGS LTD           COM              46147M108        0       128   SH     SOLE             128         0         0
INVESTORS REAL ESTATE TR          SH BEN INT       461730103    24582   3196582   SH     SOLE         3196582         0         0
INVESTORS TITLE CO                COM              461804106      520     11134   SH     SOLE           11134         0         0
ION GEOPHYSICAL CORP              COM              462044108    21317   3304921   SH     SOLE         3304921         0         0
IPASS INC                         COM              46261V108      311    119795   SH     SOLE          119795         0         0
IPC THE HOSPITALIST CO INC        COM              44984A105    16534    447961   SH     SOLE          447961         0         0
IPG PHOTONICS CORP                COM              44980X109    41050    788665   SH     SOLE          788665         0         0
IRIDIUM COMMUNICATIONS INC        COM              46269C102     4733    540306   SH     SOLE          540306         0         0
IRIS INTL INC                     COM              46270W105     8475    627293   SH     SOLE          627293         0         0
IROBOT CORP                       COM              462726100    20126    738291   SH     SOLE          738291         0         0
IRON MTN INC                      COM              462846106   124177   4311708   SH     SOLE         4311708         0         0
IRONWOOD PHARMACEUTICALS INC      COM CL A         46333X108    13297    998986   SH     SOLE          998986         0         0
ISHARES GOLD TRUST                ISHARES          464285105   199661  12271720   SH     SOLE        12271720         0         0
ISHARES INC                       MSCI TAIWAN      464286731    15966   1190142   SH     SOLE         1190142         0         0
ISHARES INC                       MSCI TURKEY FD   464286715    45122    850550   SH     SOLE          850550         0         0
ISHARES INC                       MSCI AUSTRALIA   464286103     1809     76958   SH     SOLE           76958         0         0
ISHARES TR                        DJ SEL DIV INX   464287168    69795   1247227   SH     SOLE         1247227         0         0
ISHARES TR                        BARCLYS 1-3 YR   464287457    30435    360952   SH     SOLE          360952         0         0
ISHARES TR                        BARCLYS 7-10 YR  464287440    27782    269000   SH     SOLE          269000         0         0
ISHARES TR                        BARCLYS 20+ YR   464287432     2260     20142   SH     SOLE           20142         0         0
ISHARES TR                        S^P LTN AM 40    464287390     6537    137253   SH     SOLE          137253         0         0
ISHARES TR                        MSCI EMERG MKT   464287234   468842  10917277   SH     SOLE        10917277         0         0
ISHARES TR                        BARCLY USAGG B   464287226   281061   2558589   SH     SOLE         2558589         0         0
ISHARES TR                        S^P 500 INDEX    464287200     3682     26077   SH     SOLE           26077         0         0
ISHARES TR                        BARCLYS TIPS BD  464287176    68456    581859   SH     SOLE          581859         0         0
ISHARES TR                        POLND INVT MKT   46429B606     1051     40500   SH     SOLE           40500         0         0
ISHARES TR                        S^P INDIA 50     464289529     6879    289870   SH     SOLE          289870         0         0
ISHARES TR                        BARCLYS SH TREA  464288679    49280    447227   SH     SOLE          447227         0         0
ISHARES TR                        BARCLYS 1-3YR CR 464288646    28097    267361   SH     SOLE          267361         0         0
ISHARES TR                        HIGH YLD CORP    464288513     3575     39408   SH     SOLE           39408         0         0
ISHARES TR                        MSCI KOKUSAI     464288265   110831   2646400   SH     SOLE         2646400         0         0
ISHARES TR                        MSCI ACWI INDX   464288257     4600     97463   SH     SOLE           97463         0         0
ISHARES TR                        MSCI ACWI EX     464288240    93967   2301415   SH     SOLE         2301415         0         0
ISHARES TR                        DJ US INDUSTRL   464287754      383      5364   SH     SOLE            5364         0         0
ISHARES TR                        RUSSELL 2000     464287655   126967   1533231   SH     SOLE         1533231         0         0
ISHARES TR                        RUSL 2000 GROW   464287648    18694    196000   SH     SOLE          196000         0         0
ISHARES TR                        RUSSELL 1000     464287622   378118   4850151   SH     SOLE         4850151         0         0
ISHARES TR                        S^P MC 400 GRW   464287606     2290     20368   SH     SOLE           20368         0         0
ISHARES TR                        COHEN^ST RLTY    464287564    18253    238165   SH     SOLE          238165         0         0
ISHARES TR                        S^P MIDCAP 400   464287507       62       629   SH     SOLE             629         0         0
ISHARES TR                        MSCI EAFE INDEX  464287465    47926    873133   SH     SOLE          873133         0         0
ISHARES TR                        MSCI RUSS INDX   46429B705     3061    123049   SH     SOLE          123049         0         0
ISIS PHARMACEUTICALS INC          COM              464330109    23340   2661380   SH     SOLE         2661380         0         0
ISLE OF CAPRI CASINOS INC         COM              464592104     5701    807536   SH     SOLE          807536         0         0
ISRAMCO INC                       COM NEW          465141406     1242     14221   SH     SOLE           14221         0         0
ISTA PHARMACEUTICALS INC          COM NEW          45031X204    14702   1631740   SH     SOLE         1631740         0         0
ISTAR FINL INC                    COM              45031U101    16994   2343973   SH     SOLE         2343973         0         0
ITC HLDGS CORP                    COM              465685105   100587   1307337   SH     SOLE         1307337         0         0
ITERIS INC                        COM              46564T107     1117    749798   SH     SOLE          749798         0         0
ITRON INC                         COM              465741106    51045   1124097   SH     SOLE         1124097         0         0
ITT CORP NEW                      COM NEW          450911201    54067   2356902   SH     SOLE         2356902         0         0
ITT EDUCATIONAL SERVICES INC      COM              45068B109    68736   1039253   SH     SOLE         1039253         0         0
ITURAN LOCATION AND CONTROL       SHS              M6158M104      692     51509   SH     SOLE           51509         0         0
IVANHOE ENERGY INC                COM              465790103     1246   1186791   SH     SOLE         1186791         0         0
IVANHOE MINES LTD                 COM              46579N103    50032   3178627   SH     SOLE         3178627         0         0
IVAX DIAGNOSTICS INC              COM              45070W109       51     77060   SH     SOLE           77060         0         0
IXIA                              COM              45071R109    15349   1227396   SH     SOLE         1227396         0         0
IXYS CORP                         COM              46600W106     9322    706210   SH     SOLE          706210         0         0
J & J SNACK FOODS CORP            COM              466032109    20177    384616   SH     SOLE          384616         0         0
JABIL CIRCUIT INC                 COM              466313103   130433   5192382   SH     SOLE         5192382         0         0
JACK IN THE BOX INC               COM              466367109    30418   1268999   SH     SOLE         1268999         0         0
JACOBS ENGR GROUP INC DEL         COM              469814107   154332   3478301   SH     SOLE         3478301         0         0
JAGUAR MNG INC                    COM              47009M103     7506   1607234   SH     SOLE         1607234         0         0
JAKKS PAC INC                     COM              47012E106    13135    752734   SH     SOLE          752734         0         0
JAMBA INC                         COM              47023A101     1957    945366   SH     SOLE          945366         0         0
JAMES RIVER COAL CO               COM NEW          470355207     5384   1051525   SH     SOLE         1051525         0         0
JANUS CAP GROUP INC               COM              47102X105    42185   4734550   SH     SOLE         4734550         0         0
JARDEN CORP                       COM              471109108    85691   2130025   SH     SOLE         2130025         0         0
JAZZ PHARMACEUTICALS PLC          SHS USD          G50871105    41427    854692   SH     SOLE          854692         0         0
JDA SOFTWARE GROUP INC            COM              46612K108    32821   1194364   SH     SOLE         1194364         0         0
JDS UNIPHASE CORP                 COM PAR $0.001   46612J507    85676   5912749   SH     SOLE         5912749         0         0
JEFFERIES GROUP INC NEW           COM              472319102    77950   4137464   SH     SOLE         4137464         0         0
JETBLUE AIRWAYS CORP              COM              477143101    34664   7088677   SH     SOLE         7088677         0         0
JETBLUE AIRWAYS CORP              DBCV 6.750%10/1  477143AF8     3577   2917000  PRN     SOLE         2917000         0         0
JIVE SOFTWARE INC                 COM              47760A108     3837    141270   SH     SOLE          141270         0         0
JMP GROUP INC                     COM              46629U107     1234    167198   SH     SOLE          167198         0         0
JOES JEANS INC                    COM              47777N101      197    161432   SH     SOLE          161432         0         0
JOHN BEAN TECHNOLOGIES CORP       COM              477839104    13839    854258   SH     SOLE          854258         0         0
JOHNSON & JOHNSON                 COM              478160104  4671434  70822226   SH     SOLE        70822226         0         0
JOHNSON CTLS INC                  COM              478366107   575064  17705184   SH     SOLE        17705184         0         0
JOHNSON OUTDOORS INC              CL A             479167108     1636     85675   SH     SOLE           85675         0         0
JONES GROUP INC                   COM              48020T101    27111   2158507   SH     SOLE         2158507         0         0
JONES LANG LASALLE INC            COM              48020Q107    93900   1127113   SH     SOLE         1127113         0         0
JONES SODA CO                     COM              48023P106      746   1628728   SH     SOLE         1628728         0         0
JOS A BANK CLOTHIERS INC          COM              480838101    36822    730441   SH     SOLE          730441         0         0
JOURNAL COMMUNICATIONS INC        CL A             481130102     6791   1206151   SH     SOLE         1206151         0         0
JOY GLOBAL INC                    COM              481165108   206686   2812055   SH     SOLE         2812055         0         0
JPMORGAN CHASE & CO               COM              46625H100  4728787 102844434   SH     SOLE       102844434         0         0
JUNIPER NETWORKS INC              COM              48203R104   301733  13187649   SH     SOLE        13187649         0         0
JUST ENERGY GROUP INC             COM              48213W101    13287    960030   SH     SOLE          960030         0         0
J2 GLOBAL INC                     COM              48123V102    37180   1296378   SH     SOLE         1296378         0         0
K V PHARMACEUTICAL CO             CL A             482740206     2634   1995343   SH     SOLE         1995343         0         0
K-SWISS INC                       CL A             482686102     3569    870572   SH     SOLE          870572         0         0
KADANT INC                        COM              48282T104    10264    430899   SH     SOLE          430899         0         0
KAISER ALUMINUM CORP              COM PAR $0.01    483007704    20067    424616   SH     SOLE          424616         0         0
KAMAN CORP                        COM              483548103    24246    714173   SH     SOLE          714173         0         0
KANSAS CITY LIFE INS CO           COM              484836101     4783    148544   SH     SOLE          148544         0         0
KANSAS CITY SOUTHERN              COM NEW          485170302   216414   3018749   SH     SOLE         3018749         0         0
KAPSTONE PAPER & PACKAGING C      COM              48562P103    21626   1097775   SH     SOLE         1097775         0         0
KAR AUCTION SVCS INC              COM              48238T109     7359    453996   SH     SOLE          453996         0         0
KAYDON CORP                       COM              486587108    22027    863457   SH     SOLE          863457         0         0
KB HOME                           COM              48666K109    18690   2099993   SH     SOLE         2099993         0         0
KBR INC                           COM              48242W106   147990   4162870   SH     SOLE         4162870         0         0
KBW INC                           COM              482423100    16822    909290   SH     SOLE          909290         0         0
KEARNY FINL CORP                  COM              487169104     1466    150367   SH     SOLE          150367         0         0
KEEGAN RES INC                    COM              487275109     1132    301144   SH     SOLE          301144         0         0
KELLOGG CO                        COM              487836108   331733   6185590   SH     SOLE         6185590         0         0
KELLY SVCS INC                    CL A             488152208    12940    809257   SH     SOLE          809257         0         0
KEMET CORP                        COM NEW          488360207    10123   1081465   SH     SOLE         1081465         0         0
KEMPER CORP DEL                   COM              488401100    35648   1177276   SH     SOLE         1177276         0         0
KENEXA CORP                       COM              488879107    20633    660471   SH     SOLE          660471         0         0
KENNAMETAL INC                    COM              489170100    92257   2071802   SH     SOLE         2071802         0         0
KENNEDY-WILSON HLDGS INC          COM              489398107    11012    815729   SH     SOLE          815729         0         0
KENSEY NASH CORP                  COM              490057106     9048    309241   SH     SOLE          309241         0         0
KERYX BIOPHARMACEUTICALS INC      COM              492515101     9939   1995725   SH     SOLE         1995725         0         0
KEWAUNEE SCIENTIFIC CORP          COM              492854104       29      3335   SH     SOLE            3335         0         0
KEY ENERGY SVCS INC               COM              492914106    56304   3644258   SH     SOLE         3644258         0         0
KEY TRONICS CORP                  COM              493144109      294     31032   SH     SOLE           31032         0         0
KEYCORP NEW                       COM              493267108   204922  24108483   SH     SOLE        24108483         0         0
KEYNOTE SYS INC                   COM              493308100     9178    464470   SH     SOLE          464470         0         0
KEYW HLDG CORP                    COM              493723100     2018    260340   SH     SOLE          260340         0         0
KFORCE INC                        COM              493732101    15588   1046195   SH     SOLE         1046195         0         0
KID BRANDS INC                    COM              49375T100      949    351388   SH     SOLE          351388         0         0
KILROY RLTY CORP                  COM              49427F108   105439   2262146   SH     SOLE         2262146         0         0
KIMBALL INTL INC                  CL B             494274103     5410    782939   SH     SOLE          782939         0         0
KIMBERLY CLARK CORP               COM              494368103   762586  10320562   SH     SOLE        10320562         0         0
KIMCO RLTY CORP                   COM              49446R109   252445  13107215   SH     SOLE        13107215         0         0
KINDER MORGAN INC DEL             COM              49456B101   134630   3483304   SH     SOLE         3483304         0         0
KINDER MORGAN MANAGEMENT LLC      SHS              49455U100     5610     75175   SH     SOLE           75175         0         0
KINDRED HEALTHCARE INC            COM              494580103    11673   1351032   SH     SOLE         1351032         0         0
KINROSS GOLD CORP                 COM NO PAR       496902404   124584  12725660   SH     SOLE        12725660         0         0
KIOR INC                          CL A             497217109     1606    120114   SH     SOLE          120114         0         0
KIRBY CORP                        COM              497266106    95331   1449013   SH     SOLE         1449013         0         0
KIRKLANDS INC                     COM              497498105     8889    549385   SH     SOLE          549385         0         0
KIT DIGITAL INC                   COM NEW          482470200     6963    967137   SH     SOLE          967137         0         0
KITE RLTY GROUP TR                COM              49803T102    12957   2458692   SH     SOLE         2458692         0         0
KLA-TENCOR CORP                   COM              482480100   235456   4326644   SH     SOLE         4326644         0         0
KMG CHEMICALS INC                 COM              482564101     1552     85990   SH     SOLE           85990         0         0
KNIGHT CAP GROUP INC              CL A COM         499005106    34452   2676927   SH     SOLE         2676927         0         0
KNIGHT TRANSN INC                 COM              499064103    27706   1568855   SH     SOLE         1568855         0         0
KNOLL INC                         COM NEW          498904200    20000   1201926   SH     SOLE         1201926         0         0
KNOLOGY INC                       COM              499183804    18181    998929   SH     SOLE          998929         0         0
KODIAK OIL & GAS CORP             COM              50015Q100    66539   6680613   SH     SOLE         6680613         0         0
KOHLBERG CAPITAL CORP             COM              500233101     2554    369669   SH     SOLE          369669         0         0
KOHLS CORP                        COM              500255104   347211   6940064   SH     SOLE         6940064         0         0
KOPIN CORP                        COM              500600101     8150   2002350   SH     SOLE         2002350         0         0
KOPPERS HOLDINGS INC              COM              50060P106    20332    527294   SH     SOLE          527294         0         0
KOREA ELECTRIC PWR                SPONSORED ADR    500631106      197     20296   SH     SOLE           20296         0         0
KORN FERRY INTL                   COM NEW          500643200    23821   1422133   SH     SOLE         1422133         0         0
KOSMOS ENERGY LTD                 SHS              G5315B107     3863    291749   SH     SOLE          291749         0         0
KOSS CORP                         COM              500692108       71     13182   SH     SOLE           13182         0         0
KRAFT FOODS INC                   CL A             50075N104  1668779  43903673   SH     SOLE        43903673         0         0
KRATON PERFORMANCE POLYMERS       COM              50077C106    21989    827593   SH     SOLE          827593         0         0
KRATOS DEFENSE & SEC SOLUTIO      COM NEW          50077B207     5806   1087280   SH     SOLE         1087280         0         0
KRISPY KREME DOUGHNUTS INC        COM              501014104    11418   1564171   SH     SOLE         1564171         0         0
KROGER CO                         COM              501044101   368784  15220129   SH     SOLE        15220129         0         0
KRONOS WORLDWIDE INC              COM              50105F105    21286    853473   SH     SOLE          853473         0         0
KT CORP                           SPONSORED ADR    48268K101    16886   1233472   SH     SOLE         1233472         0         0
KULICKE & SOFFA INDS INC          COM              501242101    26376   2121937   SH     SOLE         2121937         0         0
KVH INDS INC                      COM              482738101     5624    535638   SH     SOLE          535638         0         0
K12 INC                           COM              48273U102    19567    828059   SH     SOLE          828059         0         0
L & L ENERGY INC                  COM              50162D100      859    350729   SH     SOLE          350729         0         0
L-3 COMMUNICATIONS CORP           DEBT 3.000% 8/0  502413AW7     6719   6900000  PRN     SOLE         6900000         0         0
L-3 COMMUNICATIONS HLDGS INC      COM              502424104   236952   3348198   SH     SOLE         3348198         0         0
LA Z BOY INC                      COM              505336107    20794   1389963   SH     SOLE         1389963         0         0
LABORATORY CORP AMER HLDGS        COM NEW          50540R409   234727   2564197   SH     SOLE         2564197         0         0
LACLEDE GROUP INC                 COM              505597104    25736    659552   SH     SOLE          659552         0         0
LACROSSE FOOTWEAR INC             COM              505688101        5       360   SH     SOLE             360         0         0
LADENBURG THALMAN FIN SVCS I      COM              50575Q102     6614   3715666   SH     SOLE         3715666         0         0
LAKE SHORE GOLD CORP              COM              510728108     2720   2615240   SH     SOLE         2615240         0         0
LAKELAND BANCORP INC              COM              511637100     7965    808609   SH     SOLE          808609         0         0
LAKELAND FINL CORP                COM              511656100    14829    569692   SH     SOLE          569692         0         0
LAM RESEARCH CORP                 COM              512807108   139349   3123008   SH     SOLE         3123008         0         0
LAMAR ADVERTISING CO              CL A             512815101    48967   1510864   SH     SOLE         1510864         0         0
LANCASTER COLONY CORP             COM              513847103    40215    605106   SH     SOLE          605106         0         0
LANDAUER INC                      COM              51476K103    14749    278180   SH     SOLE          278180         0         0
LANDEC CORP                       COM              514766104     6191    948121   SH     SOLE          948121         0         0
LANDSTAR SYS INC                  COM              515098101    83583   1448069   SH     SOLE         1448069         0         0
LANNET INC                        COM              516012101      620    148768   SH     SOLE          148768         0         0
LANTRONIX INC                     COM NEW          516548203      104     37112   SH     SOLE           37112         0         0
LAREDO PETE HLDGS INC             COM              516806106     1644     70124   SH     SOLE           70124         0         0
LAS VEGAS SANDS CORP              COM              517834107   553649   9616975   SH     SOLE         9616975         0         0
LASALLE HOTEL PPTYS               COM SH BEN INT   517942108    90404   3212659   SH     SOLE         3212659         0         0
LATTICE SEMICONDUCTOR CORP        COM              518415104    23526   3658771   SH     SOLE         3658771         0         0
LAUDER ESTEE COS INC              CL A             518439104   402599   6499829   SH     SOLE         6499829         0         0
LAWSON PRODS INC                  COM              520776105     2299    152151   SH     SOLE          152151         0         0
LAYNE CHRISTENSEN CO              COM              521050104    12625    567426   SH     SOLE          567426         0         0
LAZARD LTD                        SHS A            G54050102     2332     81650   SH     SOLE           81650         0         0
LCA-VISION INC                    COM PAR $.001    501803308     2495    397324   SH     SOLE          397324         0         0
LEAP WIRELESS INTL INC            COM NEW          521863308    15050   1723960   SH     SOLE         1723960         0         0
LEAPFROG ENTERPRISES INC          CL A             52186N106    12456   1489919   SH     SOLE         1489919         0         0
LEAR CORP                         COM NEW          521865204   138140   2971392   SH     SOLE         2971392         0         0
LEARNING TREE INTL INC            COM              522015106     1105    184843   SH     SOLE          184843         0         0
LECROY CORP                       COM              52324W109     6494    625022   SH     SOLE          625022         0         0
LEGG MASON INC                    COM              524901105    92235   3302365   SH     SOLE         3302365         0         0
LEGGETT & PLATT INC               COM              524660107    85292   3706736   SH     SOLE         3706736         0         0
LEMAITRE VASCULAR INC             COM              525558201      243     41315   SH     SOLE           41315         0         0
LENDER PROCESSING SVCS INC        COM              52602E102    57427   2208743   SH     SOLE         2208743         0         0
LENNAR CORP                       CL A             526057104   116462   4284835   SH     SOLE         4284835         0         0
LENNAR CORP                       CL B             526057302       16       717   SH     SOLE             717         0         0
LENNOX INTL INC                   COM              526107107    50987   1265189   SH     SOLE         1265189         0         0
LENTUO INTL INC                   SPONSORED ADS    526353107      117     30744   SH     SOLE           30744         0         0
LEUCADIA NATL CORP                COM              527288104   135839   5204554   SH     SOLE         5204554         0         0
LEVEL 3 COMMUNICATIONS INC        COM NEW          52729N308    99403   3863322   SH     SOLE         3863322         0         0
LEXICON PHARMACEUTICALS INC       COM              528872104     9221   4957654   SH     SOLE         4957654         0         0
LEXINGTON REALTY TRUST            COM              529043101    38503   4282897   SH     SOLE         4282897         0         0
LEXMARK INTL NEW                  CL A             529771107    68223   2052436   SH     SOLE         2052436         0         0
LHC GROUP INC                     COM              50187A107     8470    457082   SH     SOLE          457082         0         0
LIBBEY INC                        COM              529898108     3193    246726   SH     SOLE          246726         0         0
LIBERTY GLOBAL INC                COM SER C        530555309    13192    275464   SH     SOLE          275464         0         0
LIBERTY GLOBAL INC                COM SER A        530555101   296904   5928587   SH     SOLE         5928587         0         0
LIBERTY INTERACTIVE CORPORAT      INT COM SER A    53071M104   263857  13821719   SH     SOLE        13821719         0         0
LIBERTY MEDIA CORPORATION         LIB CAP COM A    530322106   244524   2773955   SH     SOLE         2773955         0         0
LIBERTY PPTY TR                   SH BEN INT       531172104   150107   4202333   SH     SOLE         4202333         0         0
LIFE PARTNERS HOLDINGS INC        COM              53215T106     1270    312069   SH     SOLE          312069         0         0
LIFE TECHNOLOGIES CORP            COM              53217V109   236933   4853198   SH     SOLE         4853198         0         0
LIFE TIME FITNESS INC             COM              53217R207    59465   1175891   SH     SOLE         1175891         0         0
LIFEPOINT HOSPITALS INC           COM              53219L109    50758   1286958   SH     SOLE         1286958         0         0
LIFEPOINT HOSPITALS INC           NOTE 3.500% 5/1  53219LAH2     5450   5215000  PRN     SOLE         5215000         0         0
LIFETIME BRANDS INC               COM              53222Q103     3992    355165   SH     SOLE          355165         0         0
LIFEWAY FOODS INC                 COM              531914109      222     23980   SH     SOLE           23980         0         0
LIGAND PHARMACEUTICALS INC        COM NEW          53220K504     8755    548882   SH     SOLE          548882         0         0
LIGHTBRIDGE CORP                  COM              53224K104       39     12209   SH     SOLE           12209         0         0
LIGHTPATH TECHNOLOGIES INC        CL A NEW         532257805      266    190132   SH     SOLE          190132         0         0
LIHUA INTL INC                    COM              532352101     1741    302848   SH     SOLE          302848         0         0
LILLY ELI & CO                    COM              532457108  1084037  26922573   SH     SOLE        26922573         0         0
LIMELIGHT NETWORKS INC            COM              53261M104     6702   2037102   SH     SOLE         2037102         0         0
LIMITED BRANDS INC                COM              532716107   319917   6664929   SH     SOLE         6664929         0         0
LIMONEIRA CO                      COM              532746104     1307     77381   SH     SOLE           77381         0         0
LIN TV CORP                       CL A             532774106     5060   1249378   SH     SOLE         1249378         0         0
LINCARE HLDGS INC                 COM              532791100    61240   2366290   SH     SOLE         2366290         0         0
LINCOLN EDL SVCS CORP             COM              533535100     5192    656403   SH     SOLE          656403         0         0
LINCOLN ELEC HLDGS INC            COM              533900106   100169   2208792   SH     SOLE         2208792         0         0
LINCOLN NATL CORP IND             COM              534187109   199461   7566818   SH     SOLE         7566818         0         0
LINDSAY CORP                      COM              535555106    21207    320003   SH     SOLE          320003         0         0
LINEAR TECHNOLOGY CORP            COM              535678106   195221   5792914   SH     SOLE         5792914         0         0
LINKEDIN CORP                     COM CL A         53578A108    32452    318189   SH     SOLE          318189         0         0
LIONBRIDGE TECHNOLOGIES INC       COM              536252109     5588   1940267   SH     SOLE         1940267         0         0
LIONS GATE ENTMNT CORP            COM NEW          535919203     7665    550666   SH     SOLE          550666         0         0
LIQUIDITY SERVICES INC            COM              53635B107    26108    582779   SH     SOLE          582779         0         0
LITHIA MTRS INC                   CL A             536797103    15766    601764   SH     SOLE          601764         0         0
LITTELFUSE INC                    COM              537008104    37561    599066   SH     SOLE          599066         0         0
LIVE NATION ENTERTAINMENT IN      COM              538034109    38387   4083749   SH     SOLE         4083749         0         0
LIVE NATION ENTERTAINMENT IN      NOTE 2.875% 7/1  538034AB5     9562  10000000  PRN     SOLE        10000000         0         0
LIVEPERSON INC                    COM              538146101    25406   1514945   SH     SOLE         1514945         0         0
LIZ CLAIBORNE INC                 COM              539320101    33630   2517221   SH     SOLE         2517221         0         0
LKQ CORP                          COM              501889208   118366   3797425   SH     SOLE         3797425         0         0
LMI AEROSPACE INC                 COM              502079106     2991    164360   SH     SOLE          164360         0         0
LO-JACK CORP                      COM              539451104     2286    575721   SH     SOLE          575721         0         0
LOCAL COM CORP                    COM              53954R105     1856    719196   SH     SOLE          719196         0         0
LOCKHEED MARTIN CORP              COM              539830109   609706   6785067   SH     SOLE         6785067         0         0
LODGENET INTERACTIVE CORP         COM              540211109     2962    846205   SH     SOLE          846205         0         0
LOEWS CORP                        COM              540424108   322508   8088994   SH     SOLE         8088994         0         0
LOGITECH INTL S A                 SHS              H50430232     6473    829886   SH     SOLE          829886         0         0
LOGMEIN INC                       COM              54142L109    15485    439529   SH     SOLE          439529         0         0
LONE PINE RES INC                 COM              54222A106      859    132126   SH     SOLE          132126         0         0
LOOKSMART LTD                     COM NEW          543442503      789    710526   SH     SOLE          710526         0         0
LOOPNET INC                       COM              543524300    13920    741238   SH     SOLE          741238         0         0
LORAL SPACE & COMMUNICATNS I      COM              543881106    25780    323864   SH     SOLE          323864         0         0
LORILLARD INC                     COM              544147101   475956   3675900   SH     SOLE         3675900         0         0
LOUISIANA PAC CORP                COM              546347105    36516   3905456   SH     SOLE         3905456         0         0
LOWES COS INC                     COM              548661107   999873  31863377   SH     SOLE        31863377         0         0
LPL INVT HLDGS INC                COM              50213H100    11490    302846   SH     SOLE          302846         0         0
LRAD CORP                         COM              50213V109     1651   1071926   SH     SOLE         1071926         0         0
LSB INDS INC                      COM              502160104    18542    476415   SH     SOLE          476415         0         0
LSI CORPORATION                   COM              502161102   137845  15880787   SH     SOLE        15880787         0         0
LSI INDS INC                      COM              50216C108     5350    729857   SH     SOLE          729857         0         0
LTC PPTYS INC                     COM              502175102    34786   1087078   SH     SOLE         1087078         0         0
LTX-CREDENCE CORP                 COM NEW          502403207    10780   1499341   SH     SOLE         1499341         0         0
LUBYS INC                         COM              549282101     3498    576300   SH     SOLE          576300         0         0
LUFKIN INDS INC                   COM              549764108    67427    836048   SH     SOLE          836048         0         0
LULULEMON ATHLETICA INC           COM              550021109    11820    158169   SH     SOLE          158169         0         0
LUMBER LIQUIDATORS HLDGS INC      COM              55003T107    15936    634648   SH     SOLE          634648         0         0
LUMINEX CORP DEL                  COM              55027E102    24917   1067121   SH     SOLE         1067121         0         0
LUMOS NETWORKS CORP               COM              550283105     4907    456045   SH     SOLE          456045         0         0
LYDALL INC DEL                    COM              550819106     2871    281745   SH     SOLE          281745         0         0
LYONDELLBASELL INDUSTRIES N       SHS - A -        N53745100   366057   8386192   SH     SOLE         8386192         0         0
M & T BK CORP                     COM              55261F104   284808   3278181   SH     SOLE         3278181         0         0
M D C HLDGS INC                   COM              552676108    29081   1127599   SH     SOLE         1127599         0         0
M/I HOMES INC                     COM              55305B101     8249    667396   SH     SOLE          667396         0         0
MAC-GRAY CORP                     COM              554153106     2107    139251   SH     SOLE          139251         0         0
MACERICH CO                       COM              554382101   254828   4412613   SH     SOLE         4412613         0         0
MACK CALI RLTY CORP               COM              554489104    84179   2920863   SH     SOLE         2920863         0         0
MACQUARIE INFRASTR CO LLC         MEMBERSHIP INT   55608B105      259      7843   SH     SOLE            7843         0         0
MACYS INC                         COM              55616P104   423640  10662983   SH     SOLE        10662983         0         0
MADDEN STEVEN LTD                 COM              556269108    47254   1105365   SH     SOLE         1105365         0         0
MADISON SQUARE GARDEN CO          CL A             55826P100    49293   1441320   SH     SOLE         1441320         0         0
MAG SILVER CORP                   COM              55903Q104     1719    170205   SH     SOLE          170205         0         0
MAGELLAN HEALTH SVCS INC          COM NEW          559079207    41001    840005   SH     SOLE          840005         0         0
MAGELLAN PETE CORP                COM              559091301     2188   1709281   SH     SOLE         1709281         0         0
MAGNA INTL INC                    COM              559222401   124255   2602743   SH     SOLE         2602743         0         0
MAGNACHIP SEMICONDUCTOR CORP      COM              55933J203     2381    198423   SH     SOLE          198423         0         0
MAGNETEK INC                      COM NEW          559424403     1949    101315   SH     SOLE          101315         0         0
MAGNUM HUNTER RES CORP DEL        COM              55973B102    21491   3352657   SH     SOLE         3352657         0         0
MAIDEN HOLDINGS LTD               SHS              G5753U112    18115   2012823   SH     SOLE         2012823         0         0
MAIDENFORM BRANDS INC             COM              560305104    14296    635078   SH     SOLE          635078         0         0
MAIN STREET CAPITAL CORP          COM              56035L104     7264    294940   SH     SOLE          294940         0         0
MAINSOURCE FINANCIAL GP INC       COM              56062Y102     9370    777617   SH     SOLE          777617         0         0
MAJESCO ENTERTAINMENT CO          COM NEW          560690208      330    133513   SH     SOLE          133513         0         0
MAKO SURGICAL CORP                COM              560879108    37613    892355   SH     SOLE          892355         0         0
MANAGEMENT NETWORK GROUP INC      COM NEW          561693201       56     22685   SH     SOLE           22685         0         0
MANHATTAN ASSOCS INC              COM              562750109    32324    680077   SH     SOLE          680077         0         0
MANITOWOC INC                     COM              563571108    41590   3000718   SH     SOLE         3000718         0         0
MANNATECH INC                     COM NEW          563771203      153     41887   SH     SOLE           41887         0         0
MANNING & NAPIER INC              CL A             56382Q102     2007    136527   SH     SOLE          136527         0         0
MANNKIND CORP                     COM              56400P201     6362   2575623   SH     SOLE         2575623         0         0
MANPOWERGROUP INC                 COM              56418H100   130895   2763248   SH     SOLE         2763248         0         0
MANTECH INTL CORP                 CL A             564563104    23309    676419   SH     SOLE          676419         0         0
MANULIFE FINL CORP                COM              56501R106   268707  19830753   SH     SOLE        19830753         0         0
MAP PHARMACEUTICALS INC           COM              56509R108    12111    843381   SH     SOLE          843381         0         0
MARATHON OIL CORP                 COM              565849106   572373  18055937   SH     SOLE        18055937         0         0
MARATHON PETE CORP                COM              56585A102   449235  10360594   SH     SOLE        10360594         0         0
MARCHEX INC                       CL B             56624R108     4022    901738   SH     SOLE          901738         0         0
MARCUS CORP                       COM              566330106     8572    683005   SH     SOLE          683005         0         0
MARINE PRODS CORP                 COM              568427108     2112    354907   SH     SOLE          354907         0         0
MARINEMAX INC                     COM              567908108     5703    692899   SH     SOLE          692899         0         0
MARKEL CORP                       COM              570535104   106073    236275   SH     SOLE          236275         0         0
MARKET LEADER INC                 COM              57056R103     1405    383961   SH     SOLE          383961         0         0
MARKET VECTORS ETF TR             GOLD MINER ETF   57060U100     2249     45400   SH     SOLE           45400         0         0
MARKET VECTORS ETF TR             MKTVEC INTMUETF  57060U845       11       500   SH     SOLE             500         0         0
MARKET VECTORS ETF TR             COAL ETF         57060U837       15       482   SH     SOLE             482         0         0
MARKET VECTORS ETF TR             INDONESIA ETF    57060U753     1180     39503   SH     SOLE           39503         0         0
MARKET VECTORS ETF TR             BRAZL SMCP ETF   57060U613      129      2933   SH     SOLE            2933         0         0
MARKET VECTORS ETF TR             JR GOLD MINERS E 57060U589      182      7417   SH     SOLE            7417         0         0
MARKET VECTORS ETF TR             RUSSIA ETF       57060U506      364     11800   SH     SOLE           11800         0         0
MARKET VECTORS ETF TR             MV STEEL INDEX   57060U308      779     14695   SH     SOLE           14695         0         0
MARKETAXESS HLDGS INC             COM              57060D108    31168    835814   SH     SOLE          835814         0         0
MARLIN BUSINESS SVCS CORP         COM              571157106     4547    301927   SH     SOLE          301927         0         0
MARRIOTT INTL INC NEW             CL A             571903202   260303   6877219   SH     SOLE         6877219         0         0
MARRIOTT VACATIONS WRLDWDE C      COM              57164Y107    24263    851043   SH     SOLE          851043         0         0
MARSH & MCLENNAN COS INC          COM              571748102   454699  13866996   SH     SOLE        13866996         0         0
MARTEN TRANS LTD                  COM              573075108    10985    497728   SH     SOLE          497728         0         0
MARTHA STEWART LIVING OMNIME      CL A             573083102     3690    968505   SH     SOLE          968505         0         0
MARTIN MARIETTA MATLS INC         COM              573284106   118100   1379185   SH     SOLE         1379185         0         0
MARVELL TECHNOLOGY GROUP LTD      ORD              G5876H105   194519  12366084   SH     SOLE        12366084         0         0
MASCO CORP                        COM              574599106   123223   9216383   SH     SOLE         9216383         0         0
MASIMO CORP                       COM              574795100    39122   1673303   SH     SOLE         1673303         0         0
MASTEC INC                        COM              576323109    29043   1605470   SH     SOLE         1605470         0         0
MASTEC INC                        NOTE 4.250%12/1  576323AM1     2413   1731000  PRN     SOLE         1731000         0         0
MASTECH HOLDINGS INC              COM              57633B100      373     59683   SH     SOLE           59683         0         0
MASTERCARD INC                    CL A             57636Q104  1293563   3075956   SH     SOLE         3075956         0         0
MATADOR RES CO                    COM              576485205      935     85384   SH     SOLE           85384         0         0
MATERION CORP                     COM              576690101    16526    575226   SH     SOLE          575226         0         0
MATRIX SVC CO                     COM              576853105    12729    908590   SH     SOLE          908590         0         0
MATTEL INC                        COM              577081102   301171   8947435   SH     SOLE         8947435         0         0
MATTHEWS INTL CORP                CL A             577128101    26921    850847   SH     SOLE          850847         0         0
MATTRESS FIRM HLDG CORP           COM              57722W106     2353     62076   SH     SOLE           62076         0         0
MATTSON TECHNOLOGY INC            COM              577223100     3895   1406062   SH     SOLE         1406062         0         0
MAUI LD & PINEAPPLE INC           COM              577345101      827    205194   SH     SOLE          205194         0         0
MAXIM INTEGRATED PRODS INC        COM              57772K101   192086   6718654   SH     SOLE         6718654         0         0
MAXIMUS INC                       COM              577933104    40158    987418   SH     SOLE          987418         0         0
MAXLINEAR INC                     CL A             57776J100      971    174397   SH     SOLE          174397         0         0
MAXWELL TECHNOLOGIES INC          COM              577767106    15338    836770   SH     SOLE          836770         0         0
MAXYGEN INC                       COM              577776107     5793   1009168   SH     SOLE         1009168         0         0
MB FINANCIAL INC NEW              COM              55264U108    32971   1570801   SH     SOLE         1570801         0         0
MBIA INC                          COM              55262C100    36215   3695362   SH     SOLE         3695362         0         0
MBT FINL CORP                     COM              578877102       47     20455   SH     SOLE           20455         0         0
MCCLATCHY CO                      CL A             579489105     5688   1968336   SH     SOLE         1968336         0         0
MCCORMICK & CO INC                COM NON VTG      579780206   189163   3475348   SH     SOLE         3475348         0         0
MCDERMOTT INTL INC                COM              580037109    69696   5440772   SH     SOLE         5440772         0         0
MCDONALDS CORP                    COM              580135101  2768782  28224076   SH     SOLE        28224076         0         0
MCEWEN MNG INC                    COM              58039P107    23716   5341488   SH     SOLE         5341488         0         0
MCG CAPITAL CORP                  COM              58047P107     4393   1031217   SH     SOLE         1031217         0         0
MCGRATH RENTCORP                  COM              580589109    23095    719259   SH     SOLE          719259         0         0
MCGRAW HILL COS INC               COM              580645109   422185   8710224   SH     SOLE         8710224         0         0
MCKESSON CORP                     COM              58155Q103   589943   6721463   SH     SOLE         6721463         0         0
MCMORAN EXPLORATION CO            COM              582411104    29985   2802347   SH     SOLE         2802347         0         0
MCMORAN EXPLORATION CO            NOTE 4.000%12/3  582411AJ3     2212   2150000  PRN     SOLE         2150000         0         0
MDC PARTNERS INC                  CL A SUB VTG     552697104     3275    294475   SH     SOLE          294475         0         0
MDU RES GROUP INC                 COM              552690109   108515   4846574   SH     SOLE         4846574         0         0
MEAD JOHNSON NUTRITION CO         COM              582839106   529463   6419295   SH     SOLE         6419295         0         0
MEADE INSTRUMENTS CORP            COM NEW          583062203       10      2658   SH     SOLE            2658         0         0
MEADOWBROOK INS GROUP INC         COM              58319P108    14772   1583288   SH     SOLE         1583288         0         0
MEADWESTVACO CORP                 COM              583334107   177056   5604813   SH     SOLE         5604813         0         0
MEASUREMENT SPECIALTIES INC       COM              583421102    13305    394795   SH     SOLE          394795         0         0
MECHEL OAO                        SPONSORED ADR    583840103    12862   1432266   SH     SOLE         1432266         0         0
MEDALLION FINL CORP               COM              583928106     9039    809944   SH     SOLE          809944         0         0
MEDASSETS INC                     COM              584045108    19872   1510058   SH     SOLE         1510058         0         0
MEDCATH CORP                      COM              58404W109     3661    465797   SH     SOLE          465797         0         0
MEDCO HEALTH SOLUTIONS INC        COM              58405U102   796062  11323789   SH     SOLE        11323789         0         0
MEDIA GEN INC                     CL A             584404107     1626    316374   SH     SOLE          316374         0         0
MEDICAL ACTION INDS INC           COM              58449L100     3961    692444   SH     SOLE          692444         0         0
MEDICAL PPTYS TRUST INC           COM              58463J304    41272   4447366   SH     SOLE         4447366         0         0
MEDICINES CO                      COM              584688105    30530   1521198   SH     SOLE         1521198         0         0
MEDICINOVA INC                    COM NEW          58468P206      174     59981   SH     SOLE           59981         0         0
MEDICIS PHARMACEUTICAL CORP       CL A NEW         584690309    73302   1950040   SH     SOLE         1950040         0         0
MEDICIS PHARMACEUTICAL CORP       NOTE 2.500% 6/0  58470KAA2    24273  18319000  PRN     SOLE        18319000         0         0
MEDIDATA SOLUTIONS INC            COM              58471A105    13585    509955   SH     SOLE          509955         0         0
MEDIFAST INC                      COM              58470H101     7974    456693   SH     SOLE          456693         0         0
MEDIVATION INC                    COM              58501N101    68349    914736   SH     SOLE          914736         0         0
MEDIWARE INFORMATION SYS INC      COM              584946107     2387    162514   SH     SOLE          162514         0         0
MEDLEY CAP CORP                   COM              58503F106     1561    138507   SH     SOLE          138507         0         0
MEDNAX INC                        COM              58502B106    94211   1266794   SH     SOLE         1266794         0         0
MEDTOX SCIENTIFIC INC             COM NEW          584977201     6187    366989   SH     SOLE          366989         0         0
MEDTRONIC INC                     COM              585055106  1100079  28070406   SH     SOLE        28070406         0         0
MEDTRONIC INC                     NOTE 1.625% 4/1  585055AM8    26260  26000000  PRN     SOLE        26000000         0         0
MELA SCIENCES INC                 COM              55277R100     3036    677651   SH     SOLE          677651         0         0
MELCO CROWN ENTMT LTD             ADR              585464100      464     34000   SH     SOLE           34000         0         0
MELLANOX TECHNOLOGIES LTD         SHS              M51363113     5534    132308   SH     SOLE          132308         0         0
MEMC ELECTR MATLS INC             COM              552715104    21674   6003814   SH     SOLE         6003814         0         0
MENS WEARHOUSE INC                COM              587118100    55901   1441873   SH     SOLE         1441873         0         0
MENTOR GRAPHICS CORP              COM              587200106    41758   2810073   SH     SOLE         2810073         0         0
MERCADOLIBRE INC                  COM              58733R102     1554     15893   SH     SOLE           15893         0         0
MERCER INTL INC                   COM              588056101     1118    139926   SH     SOLE          139926         0         0
MERCHANTS BANCSHARES              COM              588448100     6951    246679   SH     SOLE          246679         0         0
MERCK & CO INC NEW                COM              58933Y105  3035458  79048384   SH     SOLE        79048384         0         0
MERCURY COMPUTER SYS              COM              589378108    11408    861006   SH     SOLE          861006         0         0
MERCURY GENL CORP NEW             COM              589400100    32015    731939   SH     SOLE          731939         0         0
MEREDITH CORP                     COM              589433101    34449   1061287   SH     SOLE         1061287         0         0
MERGE HEALTHCARE INC              COM              589499102    10244   1748130   SH     SOLE         1748130         0         0
MERIDIAN BIOSCIENCE INC           COM              589584101    21360   1102159   SH     SOLE         1102159         0         0
MERIDIAN INTERSTAT BANCORP I      COM              58964Q104      854     65039   SH     SOLE           65039         0         0
MERIT MED SYS INC                 COM              589889104    14887   1198643   SH     SOLE         1198643         0         0
MERITAGE HOMES CORP               COM              59001A102    20464    756229   SH     SOLE          756229         0         0
MERITOR INC                       COM              59001K100    20951   2596181   SH     SOLE         2596181         0         0
MERU NETWORKS INC                 COM              59047Q103      496    122428   SH     SOLE          122428         0         0
MET PRO CORP                      COM              590876306     5928    561365   SH     SOLE          561365         0         0
METABOLIX INC                     COM              591018809     2788    985169   SH     SOLE          985169         0         0
METALICO INC                      COM              591176102     6114   1431768   SH     SOLE         1431768         0         0
METALS USA HLDGS CORP             COM              59132A104     2350    163085   SH     SOLE          163085         0         0
METHANEX CORP                     COM              59151K108    49587   1529057   SH     SOLE         1529057         0         0
METHODE ELECTRS INC               COM              591520200     9838   1060164   SH     SOLE         1060164         0         0
METLIFE INC                       COM              59156R108   921233  24664875   SH     SOLE        24664875         0         0
METRO BANCORP INC PA              COM              59161R101     7326    626730   SH     SOLE          626730         0         0
METROCORP BANCSHARES INC          COM              591650106      686     68562   SH     SOLE           68562         0         0
METROPCS COMMUNICATIONS INC       COM              591708102    72735   8063759   SH     SOLE         8063759         0         0
METROPOLITAN HEALTH NETWORKS      COM              592142103    16798   1792755   SH     SOLE         1792755         0         0
METTLER TOLEDO INTERNATIONAL      COM              592688105   158266    856649   SH     SOLE          856649         0         0
MFA FINANCIAL INC                 COM              55272X102    69546   9310031   SH     SOLE         9310031         0         0
MFRI INC                          COM              552721102       31      4139   SH     SOLE            4139         0         0
MGE ENERGY INC                    COM              55277P104    30247    681402   SH     SOLE          681402         0         0
MGIC INVT CORP WIS                COM              552848103    25774   5196440   SH     SOLE         5196440         0         0
MGM RESORTS INTERNATIONAL         COM              552953101   112204   8238163   SH     SOLE         8238163         0         0
MGM RESORTS INTERNATIONAL         NOTE 4.250% 4/1  55303QAE0    17046  16100000  PRN     SOLE        16100000         0         0
MI DEVS INC                       COM              55304X104     7708    222838   SH     SOLE          222838         0         0
MICHAEL KORS HLDGS LTD            SHS              G60754101    29736    638244   SH     SOLE          638244         0         0
MICREL INC                        COM              594793101    16386   1597062   SH     SOLE         1597062         0         0
MICROCHIP TECHNOLOGY INC          COM              595017104   185120   4976332   SH     SOLE         4976332         0         0
MICROCHIP TECHNOLOGY INC          SDCV 2.125%12/1  595017AB0    33617  24360000  PRN     SOLE        24360000         0         0
MICROFINANCIAL INC                COM              595072109      856    124933   SH     SOLE          124933         0         0
MICRON TECHNOLOGY INC             COM              595112103   203100  25089513   SH     SOLE        25089513         0         0
MICRONETICS INC DEL               COM              595125105     1151    141226   SH     SOLE          141226         0         0
MICROS SYS INC                    COM              594901100   137596   2488625   SH     SOLE         2488625         0         0
MICROSEMI CORP                    COM              595137100    48623   2267884   SH     SOLE         2267884         0         0
MICROSOFT CORP                    COM              594918104  6309296 195606774   SH     SOLE       195606774         0         0
MICROSTRATEGY INC                 CL A NEW         594972408    36847    263191   SH     SOLE          263191         0         0
MICROVISION INC DEL               COM NEW          594960304     1488    545057   SH     SOLE          545057         0         0
MID-AMER APT CMNTYS INC           COM              59522J103    86171   1285561   SH     SOLE         1285561         0         0
MIDAS GROUP INC                   COM              595626102     4485    390706   SH     SOLE          390706         0         0
MIDDLEBY CORP                     COM              596278101    50429    498412   SH     SOLE          498412         0         0
MIDDLESEX WATER CO                COM              596680108    11990    634735   SH     SOLE          634735         0         0
MIDSOUTH BANCORP INC              COM              598039105      928     68251   SH     SOLE           68251         0         0
MIDWAY GOLD CORP                  COM              598153104     1406    983521   SH     SOLE          983521         0         0
MILLER ENERGY RES INC             COM              600527105     1624    384800   SH     SOLE          384800         0         0
MILLER HERMAN INC                 COM              600544100    38737   1687147   SH     SOLE         1687147         0         0
MILLER INDS INC TENN              COM NEW          600551204     8174    483107   SH     SOLE          483107         0         0
MINDSPEED TECHNOLOGIES INC        COM NEW          602682205     7183   1127701   SH     SOLE         1127701         0         0
MINE SAFETY APPLIANCES CO         COM              602720104    36015    876697   SH     SOLE          876697         0         0
MINEFINDERS CORP LTD              COM              602900102     7873    566378   SH     SOLE          566378         0         0
MINERALS TECHNOLOGIES INC         COM              603158106    40969    626335   SH     SOLE          626335         0         0
MIPS TECHNOLOGIES INC             COM              604567107     7944   1460217   SH     SOLE         1460217         0         0
MISSION WEST PPTYS INC            COM              605203108    10514   1066301   SH     SOLE         1066301         0         0
MISTRAS GROUP INC                 COM              60649T107     4592    192764   SH     SOLE          192764         0         0
MITCHAM INDS INC                  COM              606501104     6014    267768   SH     SOLE          267768         0         0
MITEK SYS INC                     COM NEW          606710200     3792    326874   SH     SOLE          326874         0         0
MKS INSTRUMENT INC                COM              55306N104    41803   1415617   SH     SOLE         1415617         0         0
MMODAL INC                        COM              60689B107     4265    404241   SH     SOLE          404241         0         0
MOBILE MINI INC                   COM              60740F105    22388   1060021   SH     SOLE         1060021         0         0
MOBILE TELESYSTEMS OJSC           SPONSORED ADR    607409109   111951   6104177   SH     SOLE         6104177         0         0
MOCON INC                         COM              607494101       25      1545   SH     SOLE            1545         0         0
MOD PAC CORP                      COM              607495108      272     38910   SH     SOLE           38910         0         0
MODINE MFG CO                     COM              607828100    11929   1350971   SH     SOLE         1350971         0         0
MODUSLINK GLOBAL SOLUTIONS I      COM              60786L107     8114   1502596   SH     SOLE         1502596         0         0
MOHAWK INDS INC                   COM              608190104    99207   1491614   SH     SOLE         1491614         0         0
MOLEX INC                         CL A             608554200     1181     50379   SH     SOLE           50379         0         0
MOLEX INC                         COM              608554101   102689   3651810   SH     SOLE         3651810         0         0
MOLINA HEALTHCARE INC             COM              60855R100    24543    729805   SH     SOLE          729805         0         0
MOLSON COORS BREWING CO           CL B             60871R209   174055   3846517   SH     SOLE         3846517         0         0
MOLYCORP INC DEL                  COM              608753109    43244   1278261   SH     SOLE         1278261         0         0
MOMENTA PHARMACEUTICALS INC       COM              60877T100    21059   1374592   SH     SOLE         1374592         0         0
MONARCH CASINO & RESORT INC       COM              609027107     2702    262290   SH     SOLE          262290         0         0
MONEYGRAM INTL INC                COM NEW          60935Y208     6372    353985   SH     SOLE          353985         0         0
MONMOUTH REAL ESTATE INVT CO      CL A             609720107    18844   1934677   SH     SOLE         1934677         0         0
MONOLITHIC PWR SYS INC            COM              609839105    17515    890431   SH     SOLE          890431         0         0
MONOTYPE IMAGING HOLDINGS IN      COM              61022P100    14528    975045   SH     SOLE          975045         0         0
MONRO MUFFLER BRAKE INC           COM              610236101    34150    823088   SH     SOLE          823088         0         0
MONSANTO CO NEW                   COM              61166W101  1126708  14126225   SH     SOLE        14126225         0         0
MONSTER BEVERAGE CORP             COM              611740101   352911   5683855   SH     SOLE         5683855         0         0
MONSTER WORLDWIDE INC             COM              611742107    31677   3248903   SH     SOLE         3248903         0         0
MONTPELIER RE HOLDINGS LTD        SHS              G62185106    32270   1670273   SH     SOLE         1670273         0         0
MOODYS CORP                       COM              615369105   211316   5019376   SH     SOLE         5019376         0         0
MOOG INC                          CL A             615394202    49494   1153985   SH     SOLE         1153985         0         0
MORGAN STANLEY                    COM NEW          617446448   744777  37921444   SH     SOLE        37921444         0         0
MORGANS HOTEL GROUP CO            COM              61748W108     1866    376940   SH     SOLE          376940         0         0
MORNINGSTAR INC                   COM              617700109    37990    602540   SH     SOLE          602540         0         0
MOSAIC CO NEW                     COM              61945C103   402600   7281611   SH     SOLE         7281611         0         0
MOSYS INC                         COM              619718109     4437   1117696   SH     SOLE         1117696         0         0
MOTORCAR PTS AMER INC             COM              620071100     1529    158888   SH     SOLE          158888         0         0
MOTOROLA MOBILITY HLDGS INC       COM              620097105   274627   6998648   SH     SOLE         6998648         0         0
MOTOROLA SOLUTIONS INC            COM NEW          620076307   365030   7181391   SH     SOLE         7181391         0         0
MOTRICITY INC                     COM              620107102     1480   1345042   SH     SOLE         1345042         0         0
MOVADO GROUP INC                  COM              624580106    17205    700825   SH     SOLE          700825         0         0
MOVE INC                          COM NEW          62458M207    12129   1249135   SH     SOLE         1249135         0         0
MPG OFFICE TR INC                 COM              553274101     3968   1695565   SH     SOLE         1695565         0         0
MSC INDL DIRECT INC               CL A             553530106   110517   1327052   SH     SOLE         1327052         0         0
MSCI INC                          CL A             55354G100   113990   3096723   SH     SOLE         3096723         0         0
MTR GAMING GROUP INC              COM              553769100     2575    524462   SH     SOLE          524462         0         0
MTS SYS CORP                      COM              553777103    23139    435839   SH     SOLE          435839         0         0
MUELLER INDS INC                  COM              624756102    45191    994304   SH     SOLE          994304         0         0
MUELLER WTR PRODS INC             COM SER A        624758108    13899   4173934   SH     SOLE         4173934         0         0
MULTI COLOR CORP                  COM              625383104     8224    365327   SH     SOLE          365327         0         0
MULTI FINELINE ELECTRONIX IN      COM              62541B101     7298    265860   SH     SOLE          265860         0         0
MULTIMEDIA GAMES HLDG CO INC      COM              625453105    11412   1041238   SH     SOLE         1041238         0         0
MURPHY OIL CORP                   COM              626717102   280955   4992979   SH     SOLE         4992979         0         0
MUTUALFIRST FINL INC              COM              62845B104      101     10340   SH     SOLE           10340         0         0
MVC CAPITAL INC                   COM              553829102     3880    295477   SH     SOLE          295477         0         0
MWI VETERINARY SUPPLY INC         COM              55402X105    29496    335182   SH     SOLE          335182         0         0
MYERS INDS INC                    COM              628464109    15471   1048880   SH     SOLE         1048880         0         0
MYLAN INC                         COM              628530107   263152  11221843   SH     SOLE        11221843         0         0
MYLAN INC                         NOTE 3.750% 9/1  628530AJ6   105796  56500000  PRN     SOLE        56500000         0         0
MYR GROUP INC DEL                 COM              55405W104    10427    583830   SH     SOLE          583830         0         0
MYREXIS INC                       COM              62856H107     3021    997088   SH     SOLE          997088         0         0
MYRIAD GENETICS INC               COM              62855J104    72260   3054080   SH     SOLE         3054080         0         0
NABI BIOPHARMACEUTICALS           COM              629519109     2602   1398858   SH     SOLE         1398858         0         0
NABORS INDUSTRIES LTD             SHS              G6359F103   126893   7255147   SH     SOLE         7255147         0         0
NACCO INDS INC                    CL A             629579103    19850    170574   SH     SOLE          170574         0         0
NANOMETRICS INC                   COM              630077105    11375    614551   SH     SOLE          614551         0         0
NANOPHASE TCHNOLOGIES CORP        COM              630079101      178    423589   SH     SOLE          423589         0         0
NAPCO SEC TECHNOLOGIES INC        COM              630402105      970    310011   SH     SOLE          310011         0         0
NASB FINL INC                     COM              628968109     1297     83963   SH     SOLE           83963         0         0
NASDAQ OMX GROUP INC              COM              631103108   102287   3949323   SH     SOLE         3949323         0         0
NASH FINCH CO                     COM              631158102    10892    383251   SH     SOLE          383251         0         0
NATIONAL AMERN UNIV HLDGS IN      COM              63245Q105      338     53592   SH     SOLE           53592         0         0
NATIONAL BANKSHARES INC VA        COM              634865109     5799    192644   SH     SOLE          192644         0         0
NATIONAL BEVERAGE CORP            COM              635017106     6848    426951   SH     SOLE          426951         0         0
NATIONAL CINEMEDIA INC            COM              635309107    24248   1584861   SH     SOLE         1584861         0         0
NATIONAL FINL PARTNERS CORP       COM              63607P208    18065   1193219   SH     SOLE         1193219         0         0
NATIONAL FUEL GAS CO N J          COM              636180101   100328   2084956   SH     SOLE         2084956         0         0
NATIONAL HEALTH INVS INC          COM              63633D104    41682    854493   SH     SOLE          854493         0         0
NATIONAL HEALTHCARE CORP          COM              635906100    13500    296317   SH     SOLE          296317         0         0
NATIONAL INSTRS CORP              COM              636518102    70691   2478657   SH     SOLE         2478657         0         0
NATIONAL INTERSTATE CORP          COM              63654U100     3219    125841   SH     SOLE          125841         0         0
NATIONAL OILWELL VARCO INC        COM              637071101   852409  10726170   SH     SOLE        10726170         0         0
NATIONAL PENN BANCSHARES INC      COM              637138108    31504   3559741   SH     SOLE         3559741         0         0
NATIONAL PRESTO INDS INC          COM              637215104    11561    152393   SH     SOLE          152393         0         0
NATIONAL RESEARCH CORP            COM              637372103     1000     23285   SH     SOLE           23285         0         0
NATIONAL RETAIL PPTYS INC         COM              637417106   100460   3694751   SH     SOLE         3694751         0         0
NATIONAL TECHNICAL SYS INC        COM              638104109       37      6457   SH     SOLE            6457         0         0
NATIONAL WESTN LIFE INS CO        CL A             638522102    11077     80928   SH     SOLE           80928         0         0
NATURAL GAS SERVICES GROUP        COM              63886Q109     5683    430517   SH     SOLE          430517         0         0
NATURES SUNSHINE PRODUCTS IN      COM              639027101     2571    160473   SH     SOLE          160473         0         0
NATUS MEDICAL INC DEL             COM              639050103    10558    885007   SH     SOLE          885007         0         0
NAUGATUCK VY FINL CORP MD         COM              63906P107      481     66402   SH     SOLE           66402         0         0
NAUTILUS INC                      COM              63910B102     2580    921479   SH     SOLE          921479         0         0
NAVARRE CORP                      COM              639208107     1652    927930   SH     SOLE          927930         0         0
NAVIDEA BIOPHARMACEUTICALS I      COM              63937X103     3663   1116741   SH     SOLE         1116741         0         0
NAVIGANT CONSULTING INC           COM              63935N107    20106   1445455   SH     SOLE         1445455         0         0
NAVIGATORS GROUP INC              COM              638904102    17855    377969   SH     SOLE          377969         0         0
NAVISTAR INTL CORP NEW            COM              63934E108    78430   1938926   SH     SOLE         1938926         0         0
NBT BANCORP INC                   COM              628778102    21825    988468   SH     SOLE          988468         0         0
NCI BUILDING SYS INC              COM NEW          628852204     3560    309272   SH     SOLE          309272         0         0
NCI INC                           CL A             62886K104     1672    261590   SH     SOLE          261590         0         0
NCR CORP NEW                      COM              62886E108    92805   4274761   SH     SOLE         4274761         0         0
NEENAH PAPER INC                  COM              640079109    12548    421922   SH     SOLE          421922         0         0
NEKTAR THERAPEUTICS               COM              640268108    25295   3193762   SH     SOLE         3193762         0         0
NELNET INC                        CL A             64031N108    20872    805564   SH     SOLE          805564         0         0
NEOGEN CORP                       COM              640491106    25998    665424   SH     SOLE          665424         0         0
NEOPHOTONICS CORP                 COM              64051T100      389     82199   SH     SOLE           82199         0         0
NEOSTEM INC                       COM NEW          640650305      149    395645   SH     SOLE          395645         0         0
NET 1 UEPS TECHNOLOGIES INC       COM NEW          64107N206     1219    134840   SH     SOLE          134840         0         0
NETAPP INC                        COM              64110D104   447298   9991021   SH     SOLE         9991021         0         0
NETAPP INC                        NOTE 1.750% 6/0  64110DAB0    87859  60645000  PRN     SOLE        60645000         0         0
NETFLIX INC                       COM              64110L106   165458   1438265   SH     SOLE         1438265         0         0
NETGEAR INC                       COM              64111Q104    37465    980752   SH     SOLE          980752         0         0
NETSCOUT SYS INC                  COM              64115T104    20077    987050   SH     SOLE          987050         0         0
NETSOL TECHNOLOGIES INC           COM NEW          64115A204      829   2239965   SH     SOLE         2239965         0         0
NETSPEND HLDGS INC                COM              64118V106     4414    568816   SH     SOLE          568816         0         0
NETSUITE INC                      COM              64118Q107    38001    755644   SH     SOLE          755644         0         0
NETWORK ENGINES INC               COM              64121A107     1819   1271855   SH     SOLE         1271855         0         0
NETWORK EQUIP TECHNOLOGIES        COM              641208103      760    710199   SH     SOLE          710199         0         0
NEUROCRINE BIOSCIENCES INC        COM              64125C109    13938   1748786   SH     SOLE         1748786         0         0
NEUROMETRIX INC                   COM NEW          641255203       51     68783   SH     SOLE           68783         0         0
NEUSTAR INC                       CL A             64126X201    67157   1802860   SH     SOLE         1802860         0         0
NEUTRAL TANDEM INC                COM              64128B108    11614    952740   SH     SOLE          952740         0         0
NEVSUN RES LTD                    COM              64156L101     5238   1423247   SH     SOLE         1423247         0         0
NEW FRONTIER MEDIA INC            COM              644398109      899    579874   SH     SOLE          579874         0         0
NEW GOLD INC CDA                  COM              644535106    49201   4979854   SH     SOLE         4979854         0         0
NEW JERSEY RES                    COM              646025106    47727   1070834   SH     SOLE         1070834         0         0
NEW MTN FIN CORP                  COM              647551100     1988    144715   SH     SOLE          144715         0         0
NEW ORIENTAL ED & TECH GRP I      SPON ADR         647581107     1044     38010   SH     SOLE           38010         0         0
NEW YORK & CO INC                 COM              649295102     3492    936318   SH     SOLE          936318         0         0
NEW YORK CMNTY BANCORP INC        COM              649445103   157206  11301673   SH     SOLE        11301673         0         0
NEW YORK TIMES CO                 CL A             650111107    26762   3941412   SH     SOLE         3941412         0         0
NEWBRIDGE BANCORP                 COM              65080T102     1057    220627   SH     SOLE          220627         0         0
NEWELL RUBBERMAID INC             COM              651229106   137764   7735208   SH     SOLE         7735208         0         0
NEWFIELD EXPL CO                  COM              651290108   120345   3470145   SH     SOLE         3470145         0         0
NEWLINK GENETICS CORP             COM              651511107      493     53878   SH     SOLE           53878         0         0
NEWMARKET CORP                    COM              651587107    50189    267817   SH     SOLE          267817         0         0
NEWMONT MINING CORP               COM              651639106   643385  12548953   SH     SOLE        12548953         0         0
NEWPARK RES INC                   COM PAR $.01NEW  651718504    20417   2492925   SH     SOLE         2492925         0         0
NEWPORT CORP                      COM              651824104    19608   1106548   SH     SOLE         1106548         0         0
NEWS CORP                         CL A             65248E104  1103294  55976334   SH     SOLE        55976334         0         0
NEWS CORP                         CL B             65248E203     7722    386660   SH     SOLE          386660         0         0
NEWSTAR FINANCIAL INC             COM              65251F105     3940    354272   SH     SOLE          354272         0         0
NEWTEK BUSINESS SVCS INC          COM              652526104      186    122135   SH     SOLE          122135         0         0
NEXEN INC                         COM              65334H102   106317   5793868   SH     SOLE         5793868         0         0
NEXSTAR BROADCASTING GROUP I      CL A             65336K103     3616    435082   SH     SOLE          435082         0         0
NEXTERA ENERGY INC                COM              65339F101   676255  11071625   SH     SOLE        11071625         0         0
NGP CAP RES CO                    COM              62912R107     2385    364046   SH     SOLE          364046         0         0
NIC INC                           COM              62914B100    22362   1841289   SH     SOLE         1841289         0         0
NICE SYS LTD                      SPONSORED ADR    653656108      445     11315   SH     SOLE           11315         0         0
NICHOLAS FINANCIAL INC            COM NEW          65373J209     1836    139187   SH     SOLE          139187         0         0
NIELSEN HOLDINGS N V              COM              N63218106    51152   1697131   SH     SOLE         1697131         0         0
NII HLDGS INC                     CL B NEW         62913F201    90742   4955863   SH     SOLE         4955863         0         0
NIKE INC                          CL B             654106103   994637   9172229   SH     SOLE         9172229         0         0
NISOURCE INC                      COM              65473P105   180623   7417774   SH     SOLE         7417774         0         0
NL INDS INC                       COM NEW          629156407     2734    183513   SH     SOLE          183513         0         0
NN INC                            COM              629337106     4824    591181   SH     SOLE          591181         0         0
NOBLE CORPORATION BAAR            NAMEN -AKT       H5833N103   184388   4920963   SH     SOLE         4920963         0         0
NOBLE ENERGY INC                  COM              655044105   426373   4360532   SH     SOLE         4360532         0         0
NORANDA ALUM HLDG CORP            COM              65542W107     3716    372721   SH     SOLE          372721         0         0
NORDIC AMERICAN TANKERS LIMI      COM              G65773106     9963    627415   SH     SOLE          627415         0         0
NORDION INC                       COM              65563C105     1778    182942   SH     SOLE          182942         0         0
NORDSON CORP                      COM              655663102    85863   1575187   SH     SOLE         1575187         0         0
NORDSTROM INC                     COM              655664100   233534   4191202   SH     SOLE         4191202         0         0
NORFOLK SOUTHERN CORP             COM              655844108   596495   9061139   SH     SOLE         9061139         0         0
NORTH AMERN PALLADIUM LTD         COM              656912102     2471    942951   SH     SOLE          942951         0         0
NORTH VALLEY BANCORP              COM NEW          66304M204      288     23428   SH     SOLE           23428         0         0
NORTHEAST UTILS                   COM              664397106   179223   4828200   SH     SOLE         4828200         0         0
NORTHERN DYNASTY MINERALS LT      COM NEW          66510M204     2678    440402   SH     SOLE          440402         0         0
NORTHERN OIL & GAS INC NEV        COM              665531109    36823   1775469   SH     SOLE         1775469         0         0
NORTHERN TR CORP                  COM              665859104   287898   6067389   SH     SOLE         6067389         0         0
NORTHFIELD BANCORP INC NEW        COM              66611L105     8124    571276   SH     SOLE          571276         0         0
NORTHGATE MINERALS CORP           NOTE 3.500%10/0  666416AB8    10823   9828000  PRN     SOLE         9828000         0         0
NORTHRIM BANCORP INC              COM              666762109     4503    209229   SH     SOLE          209229         0         0
NORTHROP GRUMMAN CORP             COM              666807102   474583   7769859   SH     SOLE         7769859         0         0
NORTHSTAR RLTY FIN CORP           COM              66704R100    20331   3757975   SH     SOLE         3757975         0         0
NORTHWEST BANCSHARES INC MD       COM              667340103    35143   2767166   SH     SOLE         2767166         0         0
NORTHWEST NAT GAS CO              COM              667655104    32410    713877   SH     SOLE          713877         0         0
NORTHWEST PIPE CO                 COM              667746101     6773    318894   SH     SOLE          318894         0         0
NORTHWESTERN CORP                 COM NEW          668074305    38475   1085013   SH     SOLE         1085013         0         0
NORWOOD FINANCIAL CORP            COM              669549107      290     10956   SH     SOLE           10956         0         0
NOVAGOLD RES INC                  COM NEW          66987E206    10561   1470874   SH     SOLE         1470874         0         0
NOVATEL WIRELESS INC              COM NEW          66987M604     3444   1027971   SH     SOLE         1027971         0         0
NOVAVAX INC                       COM              670002104     3888   3085322   SH     SOLE         3085322         0         0
NOVELLUS SYS INC                  COM              670008101    91957   1842466   SH     SOLE         1842466         0         0
NPS PHARMACEUTICALS INC           COM              62936P103    16403   2398154   SH     SOLE         2398154         0         0
NRG ENERGY INC                    COM NEW          629377508   113019   7212474   SH     SOLE         7212474         0         0
NSTAR                             COM              67019E107   137979   2837332   SH     SOLE         2837332         0         0
NTELOS HLDGS CORP                 COM NEW          67020Q305     9854    476017   SH     SOLE          476017         0         0
NTN BUZZTIME INC                  COM NEW          629410309       38    151215   SH     SOLE          151215         0         0
NU SKIN ENTERPRISES INC           CL A             67018T105   100226   1730719   SH     SOLE         1730719         0         0
NUANCE COMMUNICATIONS INC         COM              67020Y100   144001   5629453   SH     SOLE         5629453         0         0
NUANCE COMMUNICATIONS INC         DBCV 2.750% 8/1  67020YAB6     6027   4139000  PRN     SOLE         4139000         0         0
NUCOR CORP                        COM              670346105   356605   8302790   SH     SOLE         8302790         0         0
NUMEREX CORP PA                   CL A             67053A102     2063    210931   SH     SOLE          210931         0         0
NUTRACEUTICAL INTL CORP           COM              67060Y101     5038    346049   SH     SOLE          346049         0         0
NUTRI SYS INC NEW                 COM              67069D108     9107    810920   SH     SOLE          810920         0         0
NUVASIVE INC                      COM              670704105    19160   1137790   SH     SOLE         1137790         0         0
NV ENERGY INC                     COM              67073Y106   113553   7044220   SH     SOLE         7044220         0         0
NVE CORP                          COM NEW          629445206     8272    156081   SH     SOLE          156081         0         0
NVIDIA CORP                       COM              67066G104   261824  17007091   SH     SOLE        17007091         0         0
NVR INC                           COM              62944T105   140378    193270   SH     SOLE          193270         0         0
NXP SEMICONDUCTORS N V            COM              N6596X109     7692    289051   SH     SOLE          289051         0         0
NXSTAGE MEDICAL INC               COM              67072V103    23472   1218041   SH     SOLE         1218041         0         0
NYMOX PHARMACEUTICAL CORP         COM              67076P102     1870    232556   SH     SOLE          232556         0         0
NYSE EURONEXT                     COM              629491101   238328   7941613   SH     SOLE         7941613         0         0
O CHARLEYS INC                    COM              670823103     6759    686935   SH     SOLE          686935         0         0
O REILLY AUTOMOTIVE INC NEW       COM              67103H107   321153   3515628   SH     SOLE         3515628         0         0
OASIS PETE INC NEW                COM              674215108    50330   1632514   SH     SOLE         1632514         0         0
OBAGI MEDICAL PRODUCTS INC        COM              67423R108    11040    823892   SH     SOLE          823892         0         0
OCCIDENTAL PETE CORP DEL          COM              674599105  1947542  20450927   SH     SOLE        20450927         0         0
OCEAN PWR TECHNOLOGIES INC        COM NEW          674870308       43     14046   SH     SOLE           14046         0         0
OCEANEERING INTL INC              COM              675232102   149403   2772372   SH     SOLE         2772372         0         0
OCEANFIRST FINL CORP              COM              675234108     9348    656460   SH     SOLE          656460         0         0
OCLARO INC                        COM NEW          67555N206     5793   1470264   SH     SOLE         1470264         0         0
OCWEN FINL CORP                   COM NEW          675746309    47581   3044227   SH     SOLE         3044227         0         0
OCZ TECHNOLOGY GROUP INC          COM              67086E303    11417   1635707   SH     SOLE         1635707         0         0
ODYSSEY MARINE EXPLORATION I      COM              676118102     7298   2346770   SH     SOLE         2346770         0         0
OFFICE DEPOT INC                  COM              676220106    28821   8353901   SH     SOLE         8353901         0         0
OFFICEMAX INC DEL                 COM              67622P101    13269   2319787   SH     SOLE         2319787         0         0
OGE ENERGY CORP                   COM              670837103   141633   2647350   SH     SOLE         2647350         0         0
OHIO VY BANC CORP                 COM              677719106      506     28903   SH     SOLE           28903         0         0
OIL DRI CORP AMER                 COM              677864100      518     24342   SH     SOLE           24342         0         0
OIL STS INTL INC                  COM              678026105   125413   1606621   SH     SOLE         1606621         0         0
OILSANDS QUEST INC                COM              678046103        2      3061   SH     SOLE            3061         0         0
OLD DOMINION FGHT LINES INC       COM              679580100    70275   1474201   SH     SOLE         1474201         0         0
OLD NATL BANCORP IND              COM              680033107    32890   2503065   SH     SOLE         2503065         0         0
OLD REP INTL CORP                 COM              680223104    70560   6688166   SH     SOLE         6688166         0         0
OLD SECOND BANCORP INC ILL        COM              680277100      893    485373   SH     SOLE          485373         0         0
OLIN CORP                         COM PAR $1       680665205    48342   2222631   SH     SOLE         2222631         0         0
OLYMPIC STEEL INC                 COM              68162K106     7358    306563   SH     SOLE          306563         0         0
OM GROUP INC                      COM              670872100    24236    880978   SH     SOLE          880978         0         0
OMEGA FLEX INC                    COM              682095104      218     17192   SH     SOLE           17192         0         0
OMEGA HEALTHCARE INVS INC         COM              681936100    76222   3585242   SH     SOLE         3585242         0         0
OMEGA PROTEIN CORP                COM              68210P107     3834    503802   SH     SOLE          503802         0         0
OMNIAMERICAN BANCORP INC          COM              68216R107     2509    129602   SH     SOLE          129602         0         0
OMNICARE INC                      COM              681904108   108998   3064312   SH     SOLE         3064312         0         0
OMNICELL INC                      COM              68213N109    15635   1027911   SH     SOLE         1027911         0         0
OMNICOM GROUP INC                 COM              681919106   359103   7089894   SH     SOLE         7089894         0         0
OMNIVISION TECHNOLOGIES INC       COM              682128103    29514   1475685   SH     SOLE         1475685         0         0
OMNOVA SOLUTIONS INC              COM              682129101     9048   1340447   SH     SOLE         1340447         0         0
ON ASSIGNMENT INC                 COM              682159108    18620   1065849   SH     SOLE         1065849         0         0
ON SEMICONDUCTOR CORP             COM              682189105    91206  10122746   SH     SOLE        10122746         0         0
ON SEMICONDUCTOR CORP             NOTE 4/1         682189AE5      423    424000  PRN     SOLE          424000         0         0
ONCOGENEX PHARMACEUTICALS IN      COM              68230A106     5180    389786   SH     SOLE          389786         0         0
ONCOTHYREON INC                   COM              682324108     4955   1136524   SH     SOLE         1136524         0         0
ONE LIBERTY PPTYS INC             COM              682406103     9853    538429   SH     SOLE          538429         0         0
ONEBEACON INSURANCE GROUP LT      CL A             G67742109     9811    636682   SH     SOLE          636682         0         0
ONEOK INC NEW                     COM              682680103   295760   3621849   SH     SOLE         3621849         0         0
ONLINE RES CORP                   COM              68273G101     1792    628914   SH     SOLE          628914         0         0
ONVIA INC                         COM NEW          68338T403        0       104   SH     SOLE             104         0         0
ONYX PHARMACEUTICALS INC          COM              683399109    66976   1777490   SH     SOLE         1777490         0         0
ONYX PHARMACEUTICALS INC          NOTE 4.000% 8/1  683399AB5     9065   7252000  PRN     SOLE         7252000         0         0
OPEN TEXT CORP                    COM              683715106    71896   1175532   SH     SOLE         1175532         0         0
OPENTABLE INC                     COM              68372A104    31242    771975   SH     SOLE          771975         0         0
OPENWAVE SYS INC                  COM NEW          683718308     6374   2808129   SH     SOLE         2808129         0         0
OPKO HEALTH INC                   COM              68375N103    16954   3584411   SH     SOLE         3584411         0         0
OPLINK COMMUNICATIONS INC         COM NEW          68375Q403     9638    563648   SH     SOLE          563648         0         0
OPNET TECHNOLOGIES INC            COM              683757108    11834    408063   SH     SOLE          408063         0         0
OPNEXT INC                        COM              68375V105      990    638647   SH     SOLE          638647         0         0
OPPENHEIMER HLDGS INC             CL A NON VTG     683797104     3024    174310   SH     SOLE          174310         0         0
OPTICAL CABLE CORP                COM NEW          683827208       16      4498   SH     SOLE            4498         0         0
OPTIMER PHARMACEUTICALS INC       COM              68401H104    16131   1160492   SH     SOLE         1160492         0         0
ORACLE CORP                       COM              68389X105  3053620 104719492   SH     SOLE       104719492         0         0
ORASURE TECHNOLOGIES INC          COM              68554V108    15337   1334771   SH     SOLE         1334771         0         0
ORBCOMM INC                       COM              68555P100     1585    411794   SH     SOLE          411794         0         0
ORBIT INTL CORP                   COM NEW          685559304      524    119156   SH     SOLE          119156         0         0
ORBITAL SCIENCES CORP             COM              685564106    20508   1559568   SH     SOLE         1559568         0         0
ORBITZ WORLDWIDE INC              COM              68557K109     2383    781290   SH     SOLE          781290         0         0
ORCHARD SUPPLY HARDWARE STOR      CL A             685691404      339     16410   SH     SOLE           16410         0         0
OREXIGEN THERAPEUTICS INC         COM              686164104     6314   1540120   SH     SOLE         1540120         0         0
ORIENT-EXPRESS HOTELS LTD         CL A             G67743107    25671   2516770   SH     SOLE         2516770         0         0
ORIENTAL FINL GROUP INC           COM              68618W100    14659   1211517   SH     SOLE         1211517         0         0
ORION ENERGY SYSTEMS INC          COM              686275108       62     26233   SH     SOLE           26233         0         0
ORION MARINE GROUP INC            COM              68628V308     6256    865278   SH     SOLE          865278         0         0
ORITANI FINL CORP DEL             COM              68633D103    21055   1434252   SH     SOLE         1434252         0         0
ORMAT TECHNOLOGIES INC            COM              686688102     9349    463953   SH     SOLE          463953         0         0
ORRSTOWN FINL SVCS INC            COM              687380105     2181    248668   SH     SOLE          248668         0         0
ORTHOFIX INTL N V                 COM              N6748L102    18375    488960   SH     SOLE          488960         0         0
OSHKOSH CORP                      COM              688239201    54250   2341402   SH     SOLE         2341402         0         0
OSI SYSTEMS INC                   COM              671044105    31512    514066   SH     SOLE          514066         0         0
OSIRIS THERAPEUTICS INC NEW       COM              68827R108     3120    609391   SH     SOLE          609391         0         0
OTTER TAIL CORP                   COM              689648103    21356    984137   SH     SOLE          984137         0         0
OUTDOOR CHANNEL HLDGS INC         COM NEW          690027206     3656    500070   SH     SOLE          500070         0         0
OVERHILL FARMS INC                COM              690212105      267     59266   SH     SOLE           59266         0         0
OVERLAND STORAGE INC              COM NEW          690310206      308    139559   SH     SOLE          139559         0         0
OVERSEAS SHIPHOLDING GROUP I      COM              690368105     9481    750671   SH     SOLE          750671         0         0
OVERSTOCK COM INC DEL             COM              690370101     2349    448257   SH     SOLE          448257         0         0
OWENS & MINOR INC NEW             COM              690732102    57381   1886921   SH     SOLE         1886921         0         0
OWENS CORNING NEW                 COM              690742101    99120   2751046   SH     SOLE         2751046         0         0
OWENS ILL INC                     COM NEW          690768403   101615   4353694   SH     SOLE         4353694         0         0
OXFORD INDS INC                   COM              691497309    17783    349912   SH     SOLE          349912         0         0
OXIGENE INC                       COM NEW          691828305       54     51352   SH     SOLE           51352         0         0
OYO GEOSPACE CORP                 COM              671074102    13985    132773   SH     SOLE          132773         0         0
P A M TRANSN SVCS INC             COM              693149106     1631    145751   SH     SOLE          145751         0         0
P C CONNECTION                    COM              69318J100     4968    604365   SH     SOLE          604365         0         0
P F CHANGS CHINA BISTRO INC       COM              69333Y108    22352    565594   SH     SOLE          565594         0         0
PACCAR INC                        COM              693718108   422302   9017774   SH     SOLE         9017774         0         0
PACER INTL INC TENN               COM              69373H106     7912   1251927   SH     SOLE         1251927         0         0
PACIFIC BIOSCIENCES CALIF IN      COM              69404D108     1402    410085   SH     SOLE          410085         0         0
PACIFIC CAP BANCORP NEW           COM NEW          69404P200     2007     44012   SH     SOLE           44012         0         0
PACIFIC CONTINENTAL CORP          COM              69412V108     6122    649904   SH     SOLE          649904         0         0
PACIFIC MERCANTILE BANCORP        COM              694552100      799    145555   SH     SOLE          145555         0         0
PACIFIC OFFICE PPTYS TR INC       COM              694714106        9     25213   SH     SOLE           25213         0         0
PACIFIC SUNWEAR CALIF INC         COM              694873100     3268   1856934   SH     SOLE         1856934         0         0
PACIRA PHARMACEUTICALS INC        COM              695127100      853     73876   SH     SOLE           73876         0         0
PACKAGING CORP AMER               COM              695156109    77045   2603738   SH     SOLE         2603738         0         0
PACWEST BANCORP DEL               COM              695263103    21233    873787   SH     SOLE          873787         0         0
PAIN THERAPEUTICS INC             COM              69562K100     4413   1219151   SH     SOLE         1219151         0         0
PALL CORP                         COM              696429307   175235   2938697   SH     SOLE         2938697         0         0
PALOMAR MED TECHNOLOGIES INC      COM NEW          697529303     6091    652155   SH     SOLE          652155         0         0
PAN AMERICAN SILVER CORP          COM              697900108    36301   1645552   SH     SOLE         1645552         0         0
PANDORA MEDIA INC                 COM              698354107    11537   1129961   SH     SOLE         1129961         0         0
PANERA BREAD CO                   CL A             69840W108   126688    787273   SH     SOLE          787273         0         0
PANHANDLE OIL AND GAS INC         CL A             698477106     7975    270533   SH     SOLE          270533         0         0
PANTRY INC                        COM              698657103     9546    733727   SH     SOLE          733727         0         0
PAPA JOHNS INTL INC               COM              698813102    22154    588270   SH     SOLE          588270         0         0
PAR PHARMACEUTICAL COS INC        COM              69888P106    45212   1167368   SH     SOLE         1167368         0         0
PAR TECHNOLOGY CORP               COM              698884103     1224    249326   SH     SOLE          249326         0         0
PARAMETRIC TECHNOLOGY CORP        COM NEW          699173209    98797   3536029   SH     SOLE         3536029         0         0
PARAMOUNT GOLD & SILVER CORP      COM              69924P102     3040   1345153   SH     SOLE         1345153         0         0
PAREXEL INTL CORP                 COM              699462107    43346   1607202   SH     SOLE         1607202         0         0
PARK ELECTROCHEMICAL CORP         COM              700416209    16849    557353   SH     SOLE          557353         0         0
PARK NATL CORP                    COM              700658107    25795    372923   SH     SOLE          372923         0         0
PARK OHIO HLDGS CORP              COM              700666100     2274    113395   SH     SOLE          113395         0         0
PARK STERLING CORP                COM              70086Y105     1929    401859   SH     SOLE          401859         0         0
PARKER DRILLING CO                COM              701081101    19992   3348676   SH     SOLE         3348676         0         0
PARKER HANNIFIN CORP              COM              701094104   322802   3817886   SH     SOLE         3817886         0         0
PARKERVISION INC                  COM              701354102       40     36919   SH     SOLE           36919         0         0
PARKWAY PPTYS INC                 COM              70159Q104    11250   1073516   SH     SOLE         1073516         0         0
PARLUX FRAGRANCES INC             COM              701645103      289     51020   SH     SOLE           51020         0         0
PARTNERRE LTD                     COM              G6852T105   146455   2157244   SH     SOLE         2157244         0         0
PATRIOT COAL CORP                 COM              70336T104    16705   2677079   SH     SOLE         2677079         0         0
PATRIOT TRANSN HLDG INC           COM              70337B102     4026    172870   SH     SOLE          172870         0         0
PATTERSON COMPANIES INC           COM              703395103    81403   2437215   SH     SOLE         2437215         0         0
PATTERSON UTI ENERGY INC          COM              703481101    68853   3982229   SH     SOLE         3982229         0         0
PAYCHEX INC                       COM              704326107   263425   8500310   SH     SOLE         8500310         0         0
PC MALL INC                       COM              69323K100      376     62472   SH     SOLE           62472         0         0
PC-TEL INC                        COM              69325Q105     3452    519102   SH     SOLE          519102         0         0
PDF SOLUTIONS INC                 COM              693282105     7029    833828   SH     SOLE          833828         0         0
PDI INC                           COM              69329V100     1852    277591   SH     SOLE          277591         0         0
PDL BIOPHARMA INC                 COM              69329Y104    25020   3933954   SH     SOLE         3933954         0         0
PDL BIOPHARMA INC                 NOTE 3.750% 5/0  69329YAC8     7725   7401000  PRN     SOLE         7401000         0         0
PEABODY ENERGY CORP               COM              704549104   200249   6914691   SH     SOLE         6914691         0         0
PEAPACK-GLADSTONE FINL CORP       COM              704699107     2269    167831   SH     SOLE          167831         0         0
PEBBLEBROOK HOTEL TR              COM              70509V100    38014   1683539   SH     SOLE         1683539         0         0
PEETS COFFEE & TEA INC            COM              705560100    27186    368877   SH     SOLE          368877         0         0
PEGASYSTEMS INC                   COM              705573103    17830    467251   SH     SOLE          467251         0         0
PENDRELL CORP                     COM              70686R104     4932   1889535   SH     SOLE         1889535         0         0
PENFORD CORP                      COM              707051108     2263    334796   SH     SOLE          334796         0         0
PENGROWTH ENERGY CORP             COM              70706P104    38396   4084680   SH     SOLE         4084680         0         0
PENN NATL GAMING INC              COM              707569109    80624   1875855   SH     SOLE         1875855         0         0
PENN VA CORP                      COM              707882106     5999   1318549   SH     SOLE         1318549         0         0
PENN WEST PETE LTD NEW            COM              707887105   107165   5476005   SH     SOLE         5476005         0         0
PENNANTPARK INVT CORP             COM              708062104     7662    736757   SH     SOLE          736757         0         0
PENNEY J C INC                    COM              708160106   140966   3978731   SH     SOLE         3978731         0         0
PENNS WOODS BANCORP INC           COM              708430103     2663     65130   SH     SOLE           65130         0         0
PENNSYLVANIA RL ESTATE INVT       SH BEN INT       709102107    28366   1857627   SH     SOLE         1857627         0         0
PENNYMAC MTG INVT TR              COM              70931T103    11359    608404   SH     SOLE          608404         0         0
PENSKE AUTOMOTIVE GRP INC         COM              70959W103    29619   1202561   SH     SOLE         1202561         0         0
PENSON WORLDWIDE INC              COM              709600100      307    451815   SH     SOLE          451815         0         0
PENTAIR INC                       COM              709631105   124748   2620207   SH     SOLE         2620207         0         0
PEOPLES BANCORP INC               COM              709789101     6173    351932   SH     SOLE          351932         0         0
PEOPLES FINL CORP MISS            COM              71103B102      897     91483   SH     SOLE           91483         0         0
PEOPLES UNITED FINANCIAL INC      COM              712704105   126446   9557508   SH     SOLE         9557508         0         0
PEP BOYS MANNY MOE & JACK         COM              713278109    21321   1429027   SH     SOLE         1429027         0         0
PEPCO HOLDINGS INC                COM              713291102   112770   5969824   SH     SOLE         5969824         0         0
PEPSICO INC                       COM              713448108  2748332  41421727   SH     SOLE        41421727         0         0
PEREGRINE PHARMACEUTICALS IN      COM NEW          713661304     1507   2791155   SH     SOLE         2791155         0         0
PERFICIENT INC                    COM              71375U101    11392    948552   SH     SOLE          948552         0         0
PERFORMANCE TECHNOLOGIES INC      COM              71376K102      336    130265   SH     SOLE          130265         0         0
PERFUMANIA HLDGS INC              COM NEW          71376C100      725     78345   SH     SOLE           78345         0         0
PERICOM SEMICONDUCTOR CORP        COM              713831105     6103    754345   SH     SOLE          754345         0         0
PERKINELMER INC                   COM              714046109    90152   3259283   SH     SOLE         3259283         0         0
PERMA-FIX ENVIRONMENTAL SVCS      COM              714157104     2602   1636167   SH     SOLE         1636167         0         0
PERNIX THERAPEUTICS HLDGS IN      COM              71426V108     1017    112993   SH     SOLE          112993         0         0
PERRIGO CO                        COM              714290103   240022   2323314   SH     SOLE         2323314         0         0
PERVASIVE SOFTWARE INC            COM              715710109     2364    394619   SH     SOLE          394619         0         0
PETMED EXPRESS INC                COM              716382106     9344    754740   SH     SOLE          754740         0         0
PETROBRAS ARGENTINA S A           SPONS ADR        71646J109     3479    258450   SH     SOLE          258450         0         0
PETROLEO BRASILEIRO SA PETRO      SP ADR NON VTG   71654V101     9446    369572   SH     SOLE          369572         0         0
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR    71654V408     6250    235305   SH     SOLE          235305         0         0
PETROLEUM DEV CORP                COM              716578109    22867    616530   SH     SOLE          616530         0         0
PETROQUEST ENERGY INC             COM              716748108    10602   1726660   SH     SOLE         1726660         0         0
PETSMART INC                      COM              716768106   177185   3096563   SH     SOLE         3096563         0         0
PFIZER INC                        COM              717081103  4491826 198358386   SH     SOLE       198358386         0         0
PFSWEB INC                        COM NEW          717098206     2708    687335   SH     SOLE          687335         0         0
PG^E CORP                         COM              69331C108   452691  10428255   SH     SOLE        10428255         0         0
PHARMACYCLICS INC                 COM              716933106    39743   1431672   SH     SOLE         1431672         0         0
PHARMATHENE INC                   COM              71714G102      734    414673   SH     SOLE          414673         0         0
PHARMERICA CORP                   COM              71714F104    10876    875000   SH     SOLE          875000         0         0
PHAZAR CORP                       COM              71722R108        4      1787   SH     SOLE            1787         0         0
PHH CORP                          COM NEW          693320202    24376   1575686   SH     SOLE         1575686         0         0
PHI INC                           COM NON VTG      69336T205    10574    456747   SH     SOLE          456747         0         0
PHILIP MORRIS INTL INC            COM              718172109  3937071  44431450   SH     SOLE        44431450         0         0
PHOENIX COS INC NEW               COM              71902E109     8395   3426411   SH     SOLE         3426411         0         0
PHOTRONICS INC                    COM              719405102    11024   1657748   SH     SOLE         1657748         0         0
PICO HLDGS INC                    COM NEW          693366205    15868    676670   SH     SOLE          676670         0         0
PIEDMONT NAT GAS INC              COM              720186105    56603   1821789   SH     SOLE         1821789         0         0
PIEDMONT OFFICE REALTY TR IN      COM CL A         720190206    98085   5525917   SH     SOLE         5525917         0         0
PIER 1 IMPORTS INC                COM              720279108    53442   2939626   SH     SOLE         2939626         0         0
PIKE ELEC CORP                    COM              721283109     4391    533556   SH     SOLE          533556         0         0
PILGRIMS PRIDE CORP NEW           COM              72147K108     5867    786489   SH     SOLE          786489         0         0
PIMCO ETF TR                      15YR US TRS FD   72201R809       19       181   SH     SOLE             181         0         0
PIMCO ETF TR                      1-3YR USTREIDX   72201R106      193      3794   SH     SOLE            3794         0         0
PINNACLE AIRL CORP                COM              723443107      568    420664   SH     SOLE          420664         0         0
PINNACLE ENTMT INC                COM              723456109    21105   1833582   SH     SOLE         1833582         0         0
PINNACLE FINL PARTNERS INC        COM              72346Q104    19148   1043475   SH     SOLE         1043475         0         0
PINNACLE WEST CAP CORP            COM              723484101   135427   2827290   SH     SOLE         2827290         0         0
PIONEER DRILLING CO               COM              723655106    13981   1588767   SH     SOLE         1588767         0         0
PIONEER NAT RES CO                COM              723787107   351209   3147314   SH     SOLE         3147314         0         0
PIPER JAFFRAY COS                 COM              724078100    14698    552157   SH     SOLE          552157         0         0
PITNEY BOWES INC                  COM              724479100    87237   4962281   SH     SOLE         4962281         0         0
PIZZA INN HOLDINGS INC            COM              725846109      350     72660   SH     SOLE           72660         0         0
PLAINS EXPL& PRODTN CO            COM              726505100   156614   3672079   SH     SOLE         3672079         0         0
PLANAR SYS INC                    COM              726900103     1129    470392   SH     SOLE          470392         0         0
PLANTRONICS INC NEW               COM              727493108    52864   1313072   SH     SOLE         1313072         0         0
PLATINUM UNDERWRITER HLDGS L      COM              G7127P100    38102   1043903   SH     SOLE         1043903         0         0
PLEXUS CORP                       COM              729132100    32811    937724   SH     SOLE          937724         0         0
PLUG POWER INC                    COM NEW          72919P202      638    487300   SH     SOLE          487300         0         0
PLUM CREEK TIMBER CO INC          COM              729251108   166713   4011374   SH     SOLE         4011374         0         0
PLX TECHNOLOGY INC                COM              693417107     6038   1501955   SH     SOLE         1501955         0         0
PMC COML TR                       SH BEN INT       693434102     1778    207726   SH     SOLE          207726         0         0
PMC-SIERRA INC                    COM              69344F106    38879   5377467   SH     SOLE         5377467         0         0
PMFG INC                          COM              69345P103     3733    248716   SH     SOLE          248716         0         0
PNC FINL SVCS GROUP INC           COM              693475105   919512  14258204   SH     SOLE        14258204         0         0
PNM RES INC                       COM              69349H107    43888   2398245   SH     SOLE         2398245         0         0
POINT 360                         COM              730507100        4      4752   SH     SOLE            4752         0         0
POLARIS INDS INC                  COM              731068102   180503   2501780   SH     SOLE         2501780         0         0
POLYCOM INC                       COM              73172K104    92719   4862032   SH     SOLE         4862032         0         0
POLYONE CORP                      COM              73179P106    37004   2569727   SH     SOLE         2569727         0         0
POLYPORE INTL INC                 COM              73179V103    31070    883674   SH     SOLE          883674         0         0
POOL CORPORATION                  COM              73278L105    47002   1256070   SH     SOLE         1256070         0         0
POPULAR INC                       COM              733174106    49114  23958263   SH     SOLE        23958263         0         0
PORTFOLIO RECOVERY ASSOCS IN      COM              73640Q105    39623    552467   SH     SOLE          552467         0         0
PORTLAND GEN ELEC CO              COM NEW          736508847    49548   1983518   SH     SOLE         1983518         0         0
POST HLDGS INC                    COM              737446104    47078   1429653   SH     SOLE         1429653         0         0
POST PPTYS INC                    COM              737464107    89071   1900786   SH     SOLE         1900786         0         0
POSTROCK ENERGY CORP              COM              737525105       44     14339   SH     SOLE           14339         0         0
POTASH CORP SASK INC              COM              73755L107   467471  10231358   SH     SOLE        10231358         0         0
POTLATCH CORP NEW                 COM              737630103    42410   1353219   SH     SOLE         1353219         0         0
POWELL INDS INC                   COM              739128106     9454    276034   SH     SOLE          276034         0         0
POWER INTEGRATIONS INC            COM              739276103    26559    715479   SH     SOLE          715479         0         0
POWER ONE INC NEW                 COM              73930R102     7902   1736793   SH     SOLE         1736793         0         0
POWER REIT                        COM              73933H101       72      7468   SH     SOLE            7468         0         0
POWERSECURE INTL INC              COM              73936N105     4931    813733   SH     SOLE          813733         0         0
POWERSHARES DB G10 CURCY HAR      COM UT BEN INT   73935Y102      996     39841   SH     SOLE           39841         0         0
POWERSHARES ETF TR II             S^P SMCP HC PO   73937B886       87      2486   SH     SOLE            2486         0         0
POWERSHARES ETF TRUST             DYN BIOT & GEN   73935X856        1        55   SH     SOLE              55         0         0
POWERSHARES ETF TRUST             DYN MEDIA PORT   73935X823      123      8111   SH     SOLE            8111         0         0
POWERSHARES ETF TRUST             DYN LSR & ENT    73935X757        2        98   SH     SOLE              98         0         0
POWERSHARES ETF TRUST             DYNM LRG CP VL   73935X708       49      2364   SH     SOLE            2364         0         0
POWERSHARES ETF TRUST             DYN EN EX PROD   73935X658      108      4314   SH     SOLE            4314         0         0
POWERSHARES ETF TRUST             DYN OIL SVCS     73935X625      653     31309   SH     SOLE           31309         0         0
POWERSHARES ETF TRUST             DYNM LRG CP GR   73935X609       37      1973   SH     SOLE            1973         0         0
POWERSHARES ETF TRUST             FTSE RAFI 1000   73935X583     1074     17759   SH     SOLE           17759         0         0
POWERSHARES ETF TRUST             FTSE US1500 SM   73935X567        4        64   SH     SOLE              64         0         0
POWERSHARES ETF TRUST             GOLDEN DRG USX   73935X401       53      2431   SH     SOLE            2431         0         0
POWERSHARES ETF TRUST             HI YLD EQ DVDN   73935X302      343     36402   SH     SOLE           36402         0         0
POWERSHARES ETF TRUST             DWA TECH LDRS    73935X153      246      9000   SH     SOLE            9000         0         0
POWERSHARES ETF TRUST             NASD INTNT ETF   73935X146       84      2023   SH     SOLE            2023         0         0
POWERSHARES ETF TRUST II          CEF INC COMPST   73936Q843      333     13329   SH     SOLE           13329         0         0
POWERSHARES GLOBAL ETF FD         S^P 500 BUYWRT   73936G308      183      8886   SH     SOLE            8886         0         0
POWERSHARES GLOBAL ETF TRUST      WK VRDO TX FR    73936T433      181      7230   SH     SOLE            7230         0         0
POWERSHARES GLOBAL ETF TRUST      GBL WTR PORT     73936T623       28      1522   SH     SOLE            1522         0         0
POWERSHARES GLOBAL ETF TRUST      SOVEREIGN DEBT   73936T573     2537     90546   SH     SOLE           90546         0         0
POWERSHARES INDIA ETF TR          INDIA PORT       73935L100     4551    241704   SH     SOLE          241704         0         0
POWERSHARES QQQ TRUST             UNIT SER 1       73935A104    37428    554078   SH     SOLE          554078         0         0
POWERSHS DB US DOLLAR INDEX       DOLL INDX BULL   73936D107     6196    282814   SH     SOLE          282814         0         0
POWERWAVE TECHNOLOGIES INC        COM NEW          739363307     2110   1029444   SH     SOLE         1029444         0         0
POZEN INC                         COM              73941U102     6845   1140789   SH     SOLE         1140789         0         0
PPG INDS INC                      COM              693506107   373039   3893938   SH     SOLE         3893938         0         0
PPL CORP                          COM              69351T106   431540  15270363   SH     SOLE        15270363         0         0
PRAXAIR INC                       COM              74005P104   906822   7910173   SH     SOLE         7910173         0         0
PRECISION CASTPARTS CORP          COM              740189105   660838   3822082   SH     SOLE         3822082         0         0
PRECISION DRILLING CORP           COM 2010         74022D308    30897   3080452   SH     SOLE         3080452         0         0
PREFORMED LINE PRODS CO           COM              740444104     1951     29789   SH     SOLE           29789         0         0
PREMIER FINL BANCORP INC          COM              74050M105       50      6478   SH     SOLE            6478         0         0
PREMIERE GLOBAL SVCS INC          COM              740585104    13451   1487906   SH     SOLE         1487906         0         0
PREMIERWEST BANCORP               COM NEW          740921200      194    100103   SH     SOLE          100103         0         0
PRESIDENTIAL LIFE CORP            COM              740884101     7824    684553   SH     SOLE          684553         0         0
PRESSTEK INC                      COM              741113104      355    609320   SH     SOLE          609320         0         0
PRESTIGE BRANDS HLDGS INC         COM              74112D101    24047   1375699   SH     SOLE         1375699         0         0
PRETIUM RES INC                   COM              74139C102     6261    438171   SH     SOLE          438171         0         0
PRGX GLOBAL INC                   COM NEW          69357C503     4697    746684   SH     SOLE          746684         0         0
PRICE T ROWE GROUP INC            COM              74144T108   429620   6579172   SH     SOLE         6579172         0         0
PRICELINE COM INC                 COM NEW          741503403  1005216   1400998   SH     SOLE         1400998         0         0
PRICESMART INC                    COM              741511109    36797    505382   SH     SOLE          505382         0         0
PRIMEENERGY CORP                  COM              74158E104        9       360   SH     SOLE             360         0         0
PRIMERICA INC                     COM              74164M108    10861    430819   SH     SOLE          430819         0         0
PRIMO WTR CORP                    COM              74165N105      547    280488   SH     SOLE          280488         0         0
PRIMORIS SVCS CORP                COM              74164F103     5167    321706   SH     SOLE          321706         0         0
PRIMUS TELECOMMUNICATIONS GR      COM              741929301      602     37444   SH     SOLE           37444         0         0
PRINCETON REVIEW INC              COM              742352107       73   1181407   SH     SOLE         1181407         0         0
PRINCIPAL FINL GROUP INC          COM              74251V102   233040   7896990   SH     SOLE         7896990         0         0
PRIVATEBANCORP INC                COM              742962103    26719   1761322   SH     SOLE         1761322         0         0
PRO-DEX INC COLO                  COM NEW          74265M205        0        91   SH     SOLE              91         0         0
PROASSURANCE CORP                 COM              74267C106    72264    820160   SH     SOLE          820160         0         0
PROCERA NETWORKS INC              COM NEW          74269U203     7274    325302   SH     SOLE          325302         0         0
PROCTER & GAMBLE CO               COM              742718109  4833592  71917748   SH     SOLE        71917748         0         0
PROGENICS PHARMACEUTICALS IN      COM              743187106    10868   1097754   SH     SOLE         1097754         0         0
PROGRESS ENERGY INC               COM              743263105   394756   7432801   SH     SOLE         7432801         0         0
PROGRESS SOFTWARE CORP            COM              743312100    42011   1778629   SH     SOLE         1778629         0         0
PROGRESSIVE CORP OHIO             COM              743315103   372753  16080795   SH     SOLE        16080795         0         0
PROGRESSIVE WASTE SOLUTIONS       COM              74339G101    16652    768074   SH     SOLE          768074         0         0
PROLOGIS INC                      COM              74340W103   533762  14818483   SH     SOLE        14818483         0         0
PROS HOLDINGS INC                 COM              74346Y103    10797    577398   SH     SOLE          577398         0         0
PROSPECT CAPITAL CORPORATION      COM              74348T102    16217   1476944   SH     SOLE         1476944         0         0
PROSPERITY BANCSHARES INC         COM              743606105    62709   1369183   SH     SOLE         1369183         0         0
PROTALIX BIOTHERAPEUTICS INC      COM              74365A101     1236    193977   SH     SOLE          193977         0         0
PROTECTIVE LIFE CORP              COM              743674103    63688   2150157   SH     SOLE         2150157         0         0
PROTO LABS INC                    COM              743713109      345     10119   SH     SOLE           10119         0         0
PROVIDENCE SVC CORP               COM              743815102     7567    487890   SH     SOLE          487890         0         0
PROVIDENT ENERGY LTD NEW          COM              74386V100    22672   1889333   SH     SOLE         1889333         0         0
PROVIDENT FINL HLDGS INC          COM              743868101     2925    267653   SH     SOLE          267653         0         0
PROVIDENT FINL SVCS INC           COM              74386T105    24420   1680670   SH     SOLE         1680670         0         0
PROVIDENT NEW YORK BANCORP        COM              744028101     9913   1171705   SH     SOLE         1171705         0         0
PRUDENTIAL FINL INC               COM              744320102   767454  12106856   SH     SOLE        12106856         0         0
PS BUSINESS PKS INC CALIF         COM              69360J107    52452    800310   SH     SOLE          800310         0         0
PSS WORLD MED INC                 COM              69366A100    35485   1400356   SH     SOLE         1400356         0         0
PSYCHEMEDICS CORP                 COM NEW          744375205      316     32180   SH     SOLE           32180         0         0
PUBLIC STORAGE                    COM              74460D109   670289   4851188   SH     SOLE         4851188         0         0
PUBLIC SVC ENTERPRISE GROUP       COM              744573106   420304  13730949   SH     SOLE        13730949         0         0
PULASKI FINL CORP                 COM              745548107      167     21125   SH     SOLE           21125         0         0
PULSE ELECTRONICS CORP            COM              74586W106     3827   1524827   SH     SOLE         1524827         0         0
PULTE GROUP INC                   COM              745867101    81111   9165031   SH     SOLE         9165031         0         0
PVH CORP                          COM              693656100   142248   1592391   SH     SOLE         1592391         0         0
PZENA INVESTMENT MGMT INC         CLASS A          74731Q103      354     60584   SH     SOLE           60584         0         0
QAD INC                           CL B             74727D207      459     35318   SH     SOLE           35318         0         0
QAD INC                           CL A             74727D306     2541    193947   SH     SOLE          193947         0         0
QC HLDGS INC                      COM              74729T101       29      6975   SH     SOLE            6975         0         0
QEP RES INC                       COM              74733V100   141815   4649680   SH     SOLE         4649680         0         0
QIAGEN NV                         REG SHS          N72482107    92225   5923241   SH     SOLE         5923241         0         0
QLIK TECHNOLOGIES INC             COM              74733T105    62101   1940664   SH     SOLE         1940664         0         0
QLOGIC CORP                       COM              747277101    48980   2757864   SH     SOLE         2757864         0         0
QUAD / GRAPHICS INC               COM CL A         747301109     8606    619105   SH     SOLE          619105         0         0
QUAKER CHEM CORP                  COM              747316107    13970    354112   SH     SOLE          354112         0         0
QUALCOMM INC                      COM              747525103  3012223  44258346   SH     SOLE        44258346         0         0
QUALITY DISTR INC FLA             COM              74756M102     8440    612505   SH     SOLE          612505         0         0
QUALITY SYS INC                   COM              747582104    45162   1032742   SH     SOLE         1032742         0         0
QUALSTAR CORP                     COM              74758R109      206    106073   SH     SOLE          106073         0         0
QUANEX BUILDING PRODUCTS COR      COM              747619104    17924   1016701   SH     SOLE         1016701         0         0
QUANTA SVCS INC                   COM              74762E102   119441   5714884   SH     SOLE         5714884         0         0
QUANTUM CORP                      COM DSSG         747906204    16356   6242607   SH     SOLE         6242607         0         0
QUANTUM FUEL SYS TECH WORLDW      COM NEW          74765E208      532    770435   SH     SOLE          770435         0         0
QUEPASA CORP                      COM NEW          74833W206      288     64806   SH     SOLE           64806         0         0
QUEST DIAGNOSTICS INC             COM              74834L100   261914   4283133   SH     SOLE         4283133         0         0
QUEST SOFTWARE INC                COM              74834T103    52333   2248955   SH     SOLE         2248955         0         0
QUESTAR CORP                      COM              748356102    92172   4785681   SH     SOLE         4785681         0         0
QUESTCOR PHARMACEUTICALS INC      COM              74835Y101    65785   1748662   SH     SOLE         1748662         0         0
QUICKLOGIC CORP                   COM              74837P108     2285    836833   SH     SOLE          836833         0         0
QUICKSILVER RESOURCES INC         COM              74837R104    15806   3136167   SH     SOLE         3136167         0         0
QUIDEL CORP                       COM              74838J101    15891    865032   SH     SOLE          865032         0         0
QUIKSILVER INC                    COM              74838C106    15598   3860889   SH     SOLE         3860889         0         0
QUINSTREET INC                    COM              74874Q100     4136    394304   SH     SOLE          394304         0         0
RACKSPACE HOSTING INC             COM              750086100   168280   2911929   SH     SOLE         2911929         0         0
RADIAN GROUP INC                  COM              750236101    16057   3691347   SH     SOLE         3691347         0         0
RADIO ONE INC                     CL D NON VTG     75040P405      680    700704   SH     SOLE          700704         0         0
RADIOSHACK CORP                   COM              750438103    15837   2546129   SH     SOLE         2546129         0         0
RADISYS CORP                      COM              750459109     5561    751448   SH     SOLE          751448         0         0
RADNET INC                        COM              750491102     1546    486040   SH     SOLE          486040         0         0
RAILAMERICA INC                   COM              750753402     5470    254891   SH     SOLE          254891         0         0
RAINMAKER SYSTEMS                 COM NEW          750875304      338    406700   SH     SOLE          406700         0         0
RAIT FINANCIAL TRUST              COM NEW          749227609     6177   1242949   SH     SOLE         1242949         0         0
RALCORP HLDGS INC NEW             COM              751028101   111668   1507188   SH     SOLE         1507188         0         0
RALPH LAUREN CORP                 CL A             751212101   303566   1741327   SH     SOLE         1741327         0         0
RAMBUS INC DEL                    COM              750917106    17253   2674861   SH     SOLE         2674861         0         0
RAMCO-GERSHENSON PPTYS TR         COM SH BEN INT   751452202    18783   1537090   SH     SOLE         1537090         0         0
RAMTRON INTL CORP                 COM NEW          751907304     2334   1172879   SH     SOLE         1172879         0         0
RANGE RES CORP                    COM              75281A109   242574   4172234   SH     SOLE         4172234         0         0
RAPTOR PHARMACEUTICAL CORP        COM              75382F106     4380    647944   SH     SOLE          647944         0         0
RAVEN INDS INC                    COM              754212108    29382    481601   SH     SOLE          481601         0         0
RAYMOND JAMES FINANCIAL INC       COM              754730109   104796   2868767   SH     SOLE         2868767         0         0
RAYONIER INC                      COM              754907103   209087   4742267   SH     SOLE         4742267         0         0
RAYTHEON CO                       COM NEW          755111507   490056   9284887   SH     SOLE         9284887         0         0
RBC BEARINGS INC                  COM              75524B104    26504    574561   SH     SOLE          574561         0         0
RCM TECHNOLOGIES INC              COM NEW          749360400       77     13787   SH     SOLE           13787         0         0
REACHLOCAL INC                    COM              75525F104     1427    200077   SH     SOLE          200077         0         0
REALD INC                         COM              75604L105    12240    906662   SH     SOLE          906662         0         0
REALNETWORKS INC                  COM NEW          75605L708     8197    824610   SH     SOLE          824610         0         0
REALPAGE INC                      COM              75606N109    12541    654201   SH     SOLE          654201         0         0
REALTY INCOME CORP                COM              756109104   165435   4271504   SH     SOLE         4271504         0         0
RED HAT INC                       COM              756577102   314418   5249923   SH     SOLE         5249923         0         0
RED LION HOTELS CORP              COM              756764106     5488    668478   SH     SOLE          668478         0         0
RED ROBIN GOURMET BURGERS IN      COM              75689M101    17194    462335   SH     SOLE          462335         0         0
REDWOOD TR INC                    COM              758075402    24299   2169530   SH     SOLE         2169530         0         0
REGAL BELOIT CORP                 COM              758750103    68152   1039699   SH     SOLE         1039699         0         0
REGAL ENTMT GROUP                 CL A             758766109    27338   2010141   SH     SOLE         2010141         0         0
REGENCY CTRS CORP                 COM              758849103   136163   3061218   SH     SOLE         3061218         0         0
REGENERON PHARMACEUTICALS         COM              75886F107   219650   1883466   SH     SOLE         1883466         0         0
REGIONS FINANCIAL CORP NEW        COM              7591EP100   248599  37723736   SH     SOLE        37723736         0         0
REGIS CORP MINN                   COM              758932107    30707   1666125   SH     SOLE         1666125         0         0
REGIS CORP MINN                   NOTE 5.000% 7/1  758932AA5     4272   3200000  PRN     SOLE         3200000         0         0
REINSURANCE GROUP AMER INC        COM NEW          759351604   118589   1994105   SH     SOLE         1994105         0         0
REIS INC                          COM              75936P105     1014    113758   SH     SOLE          113758         0         0
RELIANCE STEEL & ALUMINUM CO      COM              759509102   110733   1960573   SH     SOLE         1960573         0         0
RENAISSANCERE HOLDINGS LTD        COM              G7496G103    92696   1224031   SH     SOLE         1224031         0         0
RENASANT CORP                     COM              75970E107    12717    781155   SH     SOLE          781155         0         0
RENEWABLE ENERGY GROUP INC        COM NEW          75972A301      245     23623   SH     SOLE           23623         0         0
RENT A CTR INC NEW                COM              76009N100    64956   1720696   SH     SOLE         1720696         0         0
RENTECH INC                       COM              760112102    14062   6760582   SH     SOLE         6760582         0         0
RENTRAK CORP                      COM              760174102     3154    138926   SH     SOLE          138926         0         0
REPLIGEN CORP                     COM              759916109     4929    835374   SH     SOLE          835374         0         0
REPROS THERAPEUTICS INC           COM NEW          76028H209     1759    415888   SH     SOLE          415888         0         0
REPUBLIC AWYS HLDGS INC           COM              760276105     9267   1875910   SH     SOLE         1875910         0         0
REPUBLIC BANCORP KY               CL A             760281204     8902    372162   SH     SOLE          372162         0         0
REPUBLIC FIRST BANCORP INC        COM              760416107       17      7200   SH     SOLE            7200         0         0
REPUBLIC SVCS INC                 COM              760759100   246191   8055999   SH     SOLE         8055999         0         0
RESEARCH FRONTIERS INC            COM              760911107     1777    502007   SH     SOLE          502007         0         0
RESEARCH IN MOTION LTD            COM              760975102    79677   5420195   SH     SOLE         5420195         0         0
RESMED INC                        COM              761152107   122980   3978652   SH     SOLE         3978652         0         0
RESOLUTE ENERGY CORP              COM              76116A108    13109   1151975   SH     SOLE         1151975         0         0
RESOURCE AMERICA INC              CL A             761195205     2822    447244   SH     SOLE          447244         0         0
RESOURCE CAP CORP                 COM              76120W302     5760   1068608   SH     SOLE         1068608         0         0
RESOURCES CONNECTION INC          COM              76122Q105    16916   1204018   SH     SOLE         1204018         0         0
RESPONSYS INC                     COM              761248103     1334    111427   SH     SOLE          111427         0         0
RETAIL OPPORTUNITY INVTS COR      COM              76131N101    13438   1116098   SH     SOLE         1116098         0         0
RETALIX LTD                       ORD              M8215W109      944     51732   SH     SOLE           51732         0         0
RETRACTABLE TECHNOLOGIES INC      COM              76129W105       17     12344   SH     SOLE           12344         0         0
REVETT MINERALS INC               COM NEW          761505205      977    233707   SH     SOLE          233707         0         0
REVLON INC                        CL A NEW         761525609     7830    453907   SH     SOLE          453907         0         0
REX AMERICAN RESOURCES CORP       COM              761624105     8043    261986   SH     SOLE          261986         0         0
REX ENERGY CORPORATION            COM              761565100    13145   1230776   SH     SOLE         1230776         0         0
REYNOLDS AMERICAN INC             COM              761713106   348274   8404286   SH     SOLE         8404286         0         0
RF INDS LTD                       COM PAR $0.01    749552105      377    112150   SH     SOLE          112150         0         0
RF MICRODEVICES INC               COM              749941100    39668   7965410   SH     SOLE         7965410         0         0
RF MONOLITHICS INC                COM              74955F106       60     57896   SH     SOLE           57896         0         0
RICHARDSON ELECTRS LTD            COM              763165107     5473    456832   SH     SOLE          456832         0         0
RICKS CABARET INTL INC            COM NEW          765641303      469     50220   SH     SOLE           50220         0         0
RIGEL PHARMACEUTICALS INC         COM NEW          766559603    16288   2023414   SH     SOLE         2023414         0         0
RIGNET INC                        COM              766582100      971     55405   SH     SOLE           55405         0         0
RIMAGE CORP                       COM              766721104     3885    388136   SH     SOLE          388136         0         0
RITCHIE BROS AUCTIONEERS          COM              767744105    19370    815221   SH     SOLE          815221         0         0
RITE AID CORP                     COM              767754104    29231  16799249   SH     SOLE        16799249         0         0
RIVERBED TECHNOLOGY INC           COM              768573107   111695   3977746   SH     SOLE         3977746         0         0
RIVERVIEW BANCORP INC             COM              769397100       25     10944   SH     SOLE           10944         0         0
RLI CORP                          COM              749607107    41475    578935   SH     SOLE          578935         0         0
RLJ LODGING TR                    COM              74965L101    34204   1835960   SH     SOLE         1835960         0         0
ROADRUNNER TRNSN SVCS HLDG I      COM              76973Q105     1855    106930   SH     SOLE          106930         0         0
ROBBINS & MYERS INC               COM              770196103    53955   1036599   SH     SOLE         1036599         0         0
ROBERT HALF INTL INC              COM              770323103   114659   3784120   SH     SOLE         3784120         0         0
ROCK-TENN CO                      CL A             772739207   130223   1927516   SH     SOLE         1927516         0         0
ROCKVILLE FINL INC NEW            COM              774188106     9574    821776   SH     SOLE          821776         0         0
ROCKWELL AUTOMATION INC           COM              773903109   290987   3651023   SH     SOLE         3651023         0         0
ROCKWELL COLLINS INC              COM              774341101   223976   3891170   SH     SOLE         3891170         0         0
ROCKWELL MEDICAL TECH             COM              774374102     2172    229638   SH     SOLE          229638         0         0
ROCKWOOD HLDGS INC                COM              774415103    85612   1641658   SH     SOLE         1641658         0         0
ROCKY BRANDS INC                  COM              774515100     2341    171724   SH     SOLE          171724         0         0
RODMAN & RENSHAW CAP GP INC       COM              77487R100       22     21106   SH     SOLE           21106         0         0
ROFIN SINAR TECHNOLOGIES INC      COM              775043102    20006    758652   SH     SOLE          758652         0         0
ROGERS COMMUNICATIONS INC         CL B             775109200   201383   5072619   SH     SOLE         5072619         0         0
ROGERS CORP                       COM              775133101    16829    434299   SH     SOLE          434299         0         0
ROLLINS INC                       COM              775711104    43044   2022742   SH     SOLE         2022742         0         0
ROMA FINANCIAL CORP               COM              77581P109      911     93091   SH     SOLE           93091         0         0
ROPER INDS INC NEW                COM              776696106   252249   2543857   SH     SOLE         2543857         0         0
ROSETTA RESOURCES INC             COM              777779307    65435   1341985   SH     SOLE         1341985         0         0
ROSETTA STONE INC                 COM              777780107     1375    133271   SH     SOLE          133271         0         0
ROSS STORES INC                   COM              778296103   402693   6931038   SH     SOLE         6931038         0         0
ROUNDYS INC                       COM              779268101     1116    104319   SH     SOLE          104319         0         0
ROUSE PPTYS INC                   COM              779287101     7537    556672   SH     SOLE          556672         0         0
ROVI CORP                         COM              779376102    95415   2931340   SH     SOLE         2931340         0         0
ROWAN COS INC                     COM              779382100   109038   3311208   SH     SOLE         3311208         0         0
ROYAL BANCSHARES PA INC           CL A             780081105      196    123296   SH     SOLE          123296         0         0
ROYAL BK CDA MONTREAL QUE         COM              780087102   928086  15987700   SH     SOLE        15987700         0         0
ROYAL CARIBBEAN CRUISES LTD       COM              V7780T103    99462   3379619   SH     SOLE         3379619         0         0
ROYAL GOLD INC                    COM              780287108    91896   1409014   SH     SOLE         1409014         0         0
ROYALE ENERGY INC                 COM NEW          78074G200     2021    387935   SH     SOLE          387935         0         0
RPC INC                           COM              749660106    18336   1728178   SH     SOLE         1728178         0         0
RPM INTL INC                      COM              749685103    90992   3474298   SH     SOLE         3474298         0         0
RPX CORP                          COM              74972G103     3554    209568   SH     SOLE          209568         0         0
RSC HOLDINGS INC                  COM              74972L102    48555   2149401   SH     SOLE         2149401         0         0
RTI BIOLOGICS INC                 COM              74975N105     9217   2491080   SH     SOLE         2491080         0         0
RTI INTL METALS INC               COM              74973W107    18638    808237   SH     SOLE          808237         0         0
RUBICON MINERALS CORP             COM              780911103     6281   1926675   SH     SOLE         1926675         0         0
RUBICON TECHNOLOGY INC            COM              78112T107     5080    487009   SH     SOLE          487009         0         0
RUBY TUESDAY INC                  COM              781182100    15518   1699671   SH     SOLE         1699671         0         0
RUDDICK CORP                      COM              781258108    53827   1342308   SH     SOLE         1342308         0         0
RUDOLPH TECHNOLOGIES INC          COM              781270103    10741    966748   SH     SOLE          966748         0         0
RUE21 INC                         COM              781295100    11717    399368   SH     SOLE          399368         0         0
RUSH ENTERPRISES INC              CL A             781846209    19129    901452   SH     SOLE          901452         0         0
RUTHS HOSPITALITY GROUP INC       COM              783332109     3243    427211   SH     SOLE          427211         0         0
RYANAIR HLDGS PLC                 SPONSORED ADR    783513104     7015    193363   SH     SOLE          193363         0         0
RYDER SYS INC                     COM              783549108    77357   1465090   SH     SOLE         1465090         0         0
RYDEX ETF TRUST                   GUG RUSS TOP 50  78355W205        0         2   SH     SOLE               2         0         0
RYLAND GROUP INC                  COM              783764103    22679   1176286   SH     SOLE         1176286         0         0
S & T BANCORP INC                 COM              783859101    17718    816877   SH     SOLE          816877         0         0
S L INDS INC                      COM              784413106     1056     53961   SH     SOLE           53961         0         0
S Y BANCORP INC                   COM              785060104    10892    469462   SH     SOLE          469462         0         0
SABA SOFTWARE INC                 COM NEW          784932600    10195   1039214   SH     SOLE         1039214         0         0
SABRA HEALTH CARE REIT INC        COM              78573L106    22633   1376686   SH     SOLE         1376686         0         0
SAFEGUARD SCIENTIFICS INC         COM NEW          786449207    11997    697507   SH     SOLE          697507         0         0
SAFETY INS GROUP INC              COM              78648T100    17212    413358   SH     SOLE          413358         0         0
SAFEWAY INC                       COM NEW          786514208   151919   7517041   SH     SOLE         7517041         0         0
SAGA COMMUNICATIONS INC           CL A NEW         786598300     3712    103693   SH     SOLE          103693         0         0
SAGENT PHARMACEUTICALS INC        COM              786692103     1430     80035   SH     SOLE           80035         0         0
SAIA INC                          COM              78709Y105     8708    511933   SH     SOLE          511933         0         0
SAIC INC                          COM              78390X101    96213   7288833   SH     SOLE         7288833         0         0
SAKS INC                          COM              79377W108    41871   3606452   SH     SOLE         3606452         0         0
SAKS INC                          NOTE 2.000% 3/1  79377WAL2     5419   5106000  PRN     SOLE         5106000         0         0
SALEM COMMUNICATIONS CORP DE      CL A             794093104     1298    275685   SH     SOLE          275685         0         0
SALESFORCE COM INC                COM              79466L302   556899   3604291   SH     SOLE         3604291         0         0
SALESFORCE COM INC                NOTE 0.750% 1/1  79466LAB0   151657  81100000  PRN     SOLE        81100000         0         0
SALIX PHARMACEUTICALS INC         COM              795435106    77493   1476061   SH     SOLE         1476061         0         0
SALIX PHARMACEUTICALS INC         NOTE 2.750% 5/1  795435AC0     8097   6054000  PRN     SOLE         6054000         0         0
SALLY BEAUTY HLDGS INC            COM              79546E104    86077   3470852   SH     SOLE         3470852         0         0
SANCHEZ ENERGY CORP               COM              79970Y105     1312     58438   SH     SOLE           58438         0         0
SANDERSON FARMS INC               COM              800013104    29203    550681   SH     SOLE          550681         0         0
SANDISK CORP                      COM              80004C101   317013   6392680   SH     SOLE         6392680         0         0
SANDRIDGE ENERGY INC              COM              80007P307    70564   9012050   SH     SOLE         9012050         0         0
SANDY SPRING BANCORP INC          COM              800363103    13686    753247   SH     SOLE          753247         0         0
SANFILIPPO JOHN B & SON INC       COM              800422107     3220    258181   SH     SOLE          258181         0         0
SANGAMO BIOSCIENCES INC           COM              800677106     8008   1634364   SH     SOLE         1634364         0         0
SANMINA SCI CORP                  COM NEW          800907206    25764   2250172   SH     SOLE         2250172         0         0
SANOFI                            RIGHT 12/31/2020 80105N113        8      5825   SH     SOLE            5825         0         0
SANTARUS INC                      COM              802817304    10760   1839277   SH     SOLE         1839277         0         0
SAPIENT CORP                      COM              803062108    35772   2873213   SH     SOLE         2873213         0         0
SARA LEE CORP                     COM              803111103   327101  15192818   SH     SOLE        15192818         0         0
SARATOGA RES INC TEX              COM              803521103       26      3536   SH     SOLE            3536         0         0
SATCON TECHNOLOGY CORP            COM              803893106     1048   2910475   SH     SOLE         2910475         0         0
SAUER-DANFOSS INC                 COM              804137107    17130    364472   SH     SOLE          364472         0         0
SAUL CTRS INC                     COM              804395101    16540    409811   SH     SOLE          409811         0         0
SAVIENT PHARMACEUTICALS INC       COM              80517Q100     4731   2170115   SH     SOLE         2170115         0         0
SAVIENT PHARMACEUTICALS INC       NOTE 4.750% 2/0  80517QAA8        0      1000  PRN     SOLE            1000         0         0
SBA COMMUNICATIONS CORP           COM              78388J106   135698   2670699   SH     SOLE         2670699         0         0
SBA COMMUNICATIONS CORP           NOTE 1.875% 5/0  78388JAN6    15438  12228000  PRN     SOLE        12228000         0         0
SBA COMMUNICATIONS CORP           NOTE 4.000%10/0  78388JAM8    21266  12100000  PRN     SOLE        12100000         0         0
SCANA CORP NEW                    COM              80589M102   137307   3010461   SH     SOLE         3010461         0         0
SCANSOURCE INC                    COM              806037107    26563    711753   SH     SOLE          711753         0         0
SCBT FINANCIAL CORP               COM              78401V102    13619    416359   SH     SOLE          416359         0         0
SCHAWK INC                        CL A             806373106     3904    312069   SH     SOLE          312069         0         0
SCHEIN HENRY INC                  COM              806407102   178524   2358926   SH     SOLE         2358926         0         0
SCHIFF NUTRITION INTL INC         COM              806693107     1930    157044   SH     SOLE          157044         0         0
SCHLUMBERGER LTD                  COM              806857108  2400201  34322915   SH     SOLE        34322915         0         0
SCHNITZER STL INDS                CL A             806882106    21888    548648   SH     SOLE          548648         0         0
SCHOLASTIC CORP                   COM              807066105    34934    990199   SH     SOLE          990199         0         0
SCHOOL SPECIALTY INC              COM              807863105     2020    570565   SH     SOLE          570565         0         0
SCHOOL SPECIALTY INC              SDCV 3.750%11/3  807863AM7     6184   8500000  PRN     SOLE         8500000         0         0
SCHULMAN A INC                    COM              808194104    22291    824988   SH     SOLE          824988         0         0
SCHWAB CHARLES CORP NEW           COM              808513105   395798  27543328   SH     SOLE        27543328         0         0
SCHWAB STRATEGIC TR               INTL SCEQT ETF   808524888      106      4004   SH     SOLE            4004         0         0
SCHWEITZER-MAUDUIT INTL INC       COM              808541106    36518    528789   SH     SOLE          528789         0         0
SCICLONE PHARMACEUTICALS INC      COM              80862K104    10578   1676367   SH     SOLE         1676367         0         0
SCIENTIFIC GAMES CORP             CL A             80874P109    21249   1822427   SH     SOLE         1822427         0         0
SCIQUEST INC NEW                  COM              80908T101     2189    143636   SH     SOLE          143636         0         0
SCORPIO TANKERS INC               SHS              Y7542C106     2419    342598   SH     SOLE          342598         0         0
SCOTTS MIRACLE GRO CO             CL A             810186106    59512   1098811   SH     SOLE         1098811         0         0
SCRIPPS E W CO OHIO               CL A NEW         811054402    20187   2045280   SH     SOLE         2045280         0         0
SCRIPPS NETWORKS INTERACT IN      CL A COM         811065101   194935   4003584   SH     SOLE         4003584         0         0
SEABOARD CORP                     COM              811543107    17255      8844   SH     SOLE            8844         0         0
SEABRIDGE GOLD INC                COM              811916105     2507    124799   SH     SOLE          124799         0         0
SEABRIGHT HOLDINGS INC            COM              811656107     7506    825782   SH     SOLE          825782         0         0
SEACHANGE INTL INC                COM              811699107     6715    863099   SH     SOLE          863099         0         0
SEACOAST BKG CORP FLA             COM              811707306     4426   2514527   SH     SOLE         2514527         0         0
SEACOR HOLDINGS INC               COM              811904101    64754    676065   SH     SOLE          676065         0         0
SEACUBE CONTAINER LEASING LT      SHS              G79978105     2309    134235   SH     SOLE          134235         0         0
SEADRILL LIMITED                  SHS              G7945E105   156998   4185488   SH     SOLE         4185488         0         0
SEAGATE TECHNOLOGY PLC            SHS              G7945M107   184093   6829658   SH     SOLE         6829658         0         0
SEALED AIR CORP NEW               COM              81211K100   100234   5190765   SH     SOLE         5190765         0         0
SEALY CORP                        COM              812139301     3572   1768444   SH     SOLE         1768444         0         0
SEARS HLDGS CORP                  COM              812350106    68128   1028342   SH     SOLE         1028342         0         0
SEASPAN CORP                      SHS              Y75638109       27      1542   SH     SOLE            1542         0         0
SEATTLE GENETICS INC              COM              812578102    54745   2686205   SH     SOLE         2686205         0         0
SECURITY NATL FINL CORP           CL A NEW         814785309        7      4974   SH     SOLE            4974         0         0
SEI INVESTMENTS CO                COM              784117103    80241   3878238   SH     SOLE         3878238         0         0
SELECT COMFORT CORP               COM              81616X103    54615   1686181   SH     SOLE         1686181         0         0
SELECT MED HLDGS CORP             COM              81619Q105     4283    556898   SH     SOLE          556898         0         0
SELECT SECTOR SPDR TR             TECHNOLOGY       81369Y803    19908    660080   SH     SOLE          660080         0         0
SELECT SECTOR SPDR TR             SBI INT-ENERGY   81369Y506    28054    391000   SH     SOLE          391000         0         0
SELECT SECTOR SPDR TR             SBI CONS DISCR   81369Y407     1587     35200   SH     SOLE           35200         0         0
SELECT SECTOR SPDR TR             SBI CONS STPLS   81369Y308     4427    129900   SH     SOLE          129900         0         0
SELECT SECTOR SPDR TR             SBI HEALTHCARE   81369Y209      271      7200   SH     SOLE            7200         0         0
SELECT SECTOR SPDR TR             SBI MATERIALS    81369Y100      702     19000   SH     SOLE           19000         0         0
SELECTICA INC                     COM NEW          816288203      156     40864   SH     SOLE           40864         0         0
SELECTIVE INS GROUP INC           COM              816300107    25538   1450194   SH     SOLE         1450194         0         0
SEMGROUP CORP                     CL A             81663A105    31881   1094057   SH     SOLE         1094057         0         0
SEMPRA ENERGY                     COM              816851109   363727   6066157   SH     SOLE         6066157         0         0
SEMTECH CORP                      COM              816850101    53523   1880622   SH     SOLE         1880622         0         0
SENECA FOODS CORP NEW             CL A             817070501     8537    324104   SH     SOLE          324104         0         0
SENIOR HSG PPTYS TR               SH BEN INT       81721M109   121287   5500563   SH     SOLE         5500563         0         0
SENOMYX INC                       COM              81724Q107     3267   1192362   SH     SOLE         1192362         0         0
SENSATA TECHNOLOGIES HLDG BV      SHS              N7902X106      860     25700   SH     SOLE           25700         0         0
SENSIENT TECHNOLOGIES CORP        COM              81725T100    61103   1607962   SH     SOLE         1607962         0         0
SEQUENOM INC                      COM NEW          817337405    13386   3288953   SH     SOLE         3288953         0         0
SERVICE CORP INTL                 COM              817565104    67289   5975908   SH     SOLE         5975908         0         0
SERVICESOURCE INTL LLC            COM              81763U100    10925    705741   SH     SOLE          705741         0         0
SHANDA GAMES LTD                  SP ADR REPTG A   81941U105     1033    198559   SH     SOLE          198559         0         0
SHARPS COMPLIANCE CORP            COM              820017101       34      9079   SH     SOLE            9079         0         0
SHAW COMMUNICATIONS INC           CL B CONV        82028K200    89331   4223695   SH     SOLE         4223695         0         0
SHAW GROUP INC                    COM              820280105    57689   1819282   SH     SOLE         1819282         0         0
SHENANDOAH TELECOMMUNICATION      COM              82312B106     7807    700199   SH     SOLE          700199         0         0
SHERWIN WILLIAMS CO               COM              824348106   249460   2295573   SH     SOLE         2295573         0         0
SHILOH INDS INC                   COM              824543102     1490    156390   SH     SOLE          156390         0         0
SHIP FINANCE INTERNATIONAL L      SHS              G81075106    17832   1165468   SH     SOLE         1165468         0         0
SHIRE PLC                         SPONSORED ADR    82481R106      332      3500   SH     SOLE            3500         0         0
SHOE CARNIVAL INC                 COM              824889109     9339    289856   SH     SOLE          289856         0         0
SHORE BANCSHARES INC              COM              825107105     1311    184930   SH     SOLE          184930         0         0
SHORETEL INC                      COM              825211105     5046    888369   SH     SOLE          888369         0         0
SHUFFLE MASTER INC                COM              825549108    29092   1652963   SH     SOLE         1652963         0         0
SHUTTERFLY INC                    COM              82568P304    24464    780835   SH     SOLE          780835         0         0
SI FINL GROUP INC MD              COM              78425V104     1300    113814   SH     SOLE          113814         0         0
SIERRA BANCORP                    COM              82620P102      850     86510   SH     SOLE           86510         0         0
SIERRA WIRELESS INC               COM              826516106      807    110281   SH     SOLE          110281         0         0
SIFCO INDS INC                    COM              826546103      181      9669   SH     SOLE            9669         0         0
SIGA TECHNOLOGIES INC             COM              826917106     5042   1500497   SH     SOLE         1500497         0         0
SIGMA ALDRICH CORP                COM              826552101   228408   3126306   SH     SOLE         3126306         0         0
SIGMA DESIGNS INC                 COM              826565103     4657    899029   SH     SOLE          899029         0         0
SIGMATRON INTL INC                COM              82661L101      600    146045   SH     SOLE          146045         0         0
SIGNATURE BK NEW YORK N Y         COM              82669G104    87404   1386486   SH     SOLE         1386486         0         0
SIGNET JEWELERS LIMITED           SHS              G81276100   113078   2391671   SH     SOLE         2391671         0         0
SILGAN HOLDINGS INC               COM              827048109    55916   1265067   SH     SOLE         1265067         0         0
SILICON GRAPHICS INTL CORP        COM              82706L108     8685    897198   SH     SOLE          897198         0         0
SILICON IMAGE INC                 COM              82705T102    13570   2307816   SH     SOLE         2307816         0         0
SILICON LABORATORIES INC          COM              826919102    47992   1116096   SH     SOLE         1116096         0         0
SILICONWARE PRECISION INDS L      SPONSD ADR SPL   827084864      485     80436   SH     SOLE           80436         0         0
SILVER STD RES INC                COM              82823L106     9252    615161   SH     SOLE          615161         0         0
SILVER WHEATON CORP               COM              828336107   140910   4244263   SH     SOLE         4244263         0         0
SILVERCORP METALS INC             COM              82835P103     9199   1335072   SH     SOLE         1335072         0         0
SIMMONS 1ST NATL CORP             CL A $1 PAR      828730200    13544    524366   SH     SOLE          524366         0         0
SIMON PPTY GROUP INC NEW          COM              828806109  1420823   9753038   SH     SOLE         9753038         0         0
SIMPSON MANUFACTURING CO INC      COM              829073105    34183   1059935   SH     SOLE         1059935         0         0
SIMULATIONS PLUS INC              COM              829214105     1127    255579   SH     SOLE          255579         0         0
SINCLAIR BROADCAST GROUP INC      CL A             829226109    15812   1429628   SH     SOLE         1429628         0         0
SINOPEC SHANGHAI PETROCHEMIC      SPON ADR H       82935M109       95      2644   SH     SOLE            2644         0         0
SIRIUS XM RADIO INC               COM              82967N108   206010  89181833   SH     SOLE        89181833         0         0
SIRONA DENTAL SYSTEMS INC         COM              82966C103   108498   2105121   SH     SOLE         2105121         0         0
SIX FLAGS ENTMT CORP NEW          COM              83001A102    57374   1226737   SH     SOLE         1226737         0         0
SJW CORP                          COM              784305104    10174    421820   SH     SOLE          421820         0         0
SK TELECOM LTD                    SPONSORED ADR    78440P108    15526   1116186   SH     SOLE         1116186         0         0
SKECHERS U S A INC                CL A             830566105    13003   1022235   SH     SOLE         1022235         0         0
SKILLED HEALTHCARE GROUP INC      CL A             83066R107     5709    745276   SH     SOLE          745276         0         0
SKULLCANDY INC                    COM              83083J104     1739    109872   SH     SOLE          109872         0         0
SKYLINE CORP                      COM              830830105     1917    250535   SH     SOLE          250535         0         0
SKYWEST INC                       COM              830879102    15314   1385856   SH     SOLE         1385856         0         0
SKYWORKS SOLUTIONS INC            COM              83088M102   132179   4780418   SH     SOLE         4780418         0         0
SL GREEN RLTY CORP                COM              78440X101   216062   2786094   SH     SOLE         2786094         0         0
SLM CORP                          COM              78442P106   219547  13930652   SH     SOLE        13930652         0         0
SM ENERGY CO                      COM              78454L100   115514   1632250   SH     SOLE         1632250         0         0
SMART BALANCE INC                 COM              83169Y108    13488   2040478   SH     SOLE         2040478         0         0
SMF ENERGY CORPORATION            COM NEW          78453M208       97     83138   SH     SOLE           83138         0         0
SMITH & WESSON HLDG CORP          COM              831756101    14459   1865653   SH     SOLE         1865653         0         0
SMITH A O                         COM              831865209    44559    991301   SH     SOLE          991301         0         0
SMITH MICRO SOFTWARE INC          COM              832154108     2849   1222666   SH     SOLE         1222666         0         0
SMITHFIELD FOODS INC              COM              832248108    90951   4128510   SH     SOLE         4128510         0         0
SMITHFIELD FOODS INC              NOTE 4.000% 6/3  832248AR9    21587  19019000  PRN     SOLE        19019000         0         0
SMUCKER J M CO                    COM NEW          832696405   246022   3023864   SH     SOLE         3023864         0         0
SNAP ON INC                       COM              833034101    92608   1518911   SH     SOLE         1518911         0         0
SNYDERS-LANCE INC                 COM              833551104    39081   1511838   SH     SOLE         1511838         0         0
SOCIEDAD QUIMICA MINERA DE C      SPON ADR SER B   833635105      634     10800   SH     SOLE           10800         0         0
SOCKET MOBILE INC                 COM NEW          83368E200       86     33218   SH     SOLE           33218         0         0
SOHU COM INC                      COM              83408W103      347      6286   SH     SOLE            6286         0         0
SOLAR CAP LTD                     COM              83413U100    10358    469321   SH     SOLE          469321         0         0
SOLAR SR CAP LTD                  COM              83416M105     1646    102144   SH     SOLE          102144         0         0
SOLARFUN POWER HOLDINGS CO L      NOTE 3.500% 1/1  83415UAB4    11475  17000000  PRN     SOLE        17000000         0         0
SOLARWINDS INC                    COM              83416B109    67410   1744106   SH     SOLE         1744106         0         0
SOLAZYME INC                      COM              83415T101     1965    134342   SH     SOLE          134342         0         0
SOLERA HOLDINGS INC               COM              83421A104    94615   2061768   SH     SOLE         2061768         0         0
SOLTA MED INC                     COM              83438K103     2199    725812   SH     SOLE          725812         0         0
SOLUTIA INC                       COM NEW          834376501    77279   2765902   SH     SOLE         2765902         0         0
SOMAXON PHARMACEUTICALS INC       COM              834453102      430    827702   SH     SOLE          827702         0         0
SONIC AUTOMOTIVE INC              CL A             83545G102    18185   1015380   SH     SOLE         1015380         0         0
SONIC AUTOMOTIVE INC              NOTE 5.000%10/0  83545GAQ5     7866   5175000  PRN     SOLE         5175000         0         0
SONIC CORP                        COM              835451105    14175   1845668   SH     SOLE         1845668         0         0
SONIC FDRY INC                    COM NEW          83545R207       35      4099   SH     SOLE            4099         0         0
SONOCO PRODS CO                   COM              835495102    87249   2627971   SH     SOLE         2627971         0         0
SONUS NETWORKS INC                COM              835916107    20613   7108039   SH     SOLE         7108039         0         0
SOTHEBYS                          COM              835898107    75181   1911061   SH     SOLE         1911061         0         0
SOURCEFIRE INC                    COM              83616T108    36056    749146   SH     SOLE          749146         0         0
SOUTH JERSEY INDS INC             COM              838518108    40602    811396   SH     SOLE          811396         0         0
SOUTHERN CO                       COM              842587107   985970  21944579   SH     SOLE        21944579         0         0
SOUTHERN COPPER CORP              COM              84265V105   205737   6488084   SH     SOLE         6488084         0         0
SOUTHSIDE BANCSHARES INC          COM              84470P109    14987    678149   SH     SOLE          678149         0         0
SOUTHWEST AIRLS CO                COM              844741108   160960  19534009   SH     SOLE        19534009         0         0
SOUTHWEST BANCORP INC OKLA        COM              844767103     6414    695686   SH     SOLE          695686         0         0
SOUTHWEST GAS CORP                COM              844895102    51399   1202600   SH     SOLE         1202600         0         0
SOUTHWESTERN ENERGY CO            COM              845467109   269547   8808713   SH     SOLE         8808713         0         0
SOVRAN SELF STORAGE INC           COM              84610H108    48412    971541   SH     SOLE          971541         0         0
SPANISH BROADCASTING SYS INC      CL A NEW         846425833     1164    172437   SH     SOLE          172437         0         0
SPANSION INC                      COM CL A NEW     84649R200    12624   1036484   SH     SOLE         1036484         0         0
SPAR GROUP INC                    COM              784933103        3      2338   SH     SOLE            2338         0         0
SPARTAN MTRS INC                  COM              846819100     5452   1030679   SH     SOLE         1030679         0         0
SPARTAN STORES INC                COM              846822104    12572    693824   SH     SOLE          693824         0         0
SPARTECH CORP                     COM NEW          847220209     5187   1063010   SH     SOLE         1063010         0         0
SPARTON CORP                      COM              847235108      168     17488   SH     SOLE           17488         0         0
SPDR DOW JONES INDL AVRG ETF      UT SER 1         78467X109    12916     98000   SH     SOLE           98000         0         0
SPDR GOLD TRUST                   GOLD SHS         78463V107     3891     24000   SH     SOLE           24000         0         0
SPDR INDEX SHS FDS                ASIA PACIF ETF   78463X301       51       687   SH     SOLE             687         0         0
SPDR INDEX SHS FDS                RUSS NOM SC JP   78463X822       40       897   SH     SOLE             897         0         0
SPDR INDEX SHS FDS                S^P BRIC 40ETF   78463X798       95      3865   SH     SOLE            3865         0         0
SPDR INDEX SHS FDS                S^P INTL SMLCP   78463X871        1        48   SH     SOLE              48         0         0
SPDR S^P MIDCAP 400 ETF TR        UTSER1 S^PDCRP   78467Y107    10460     57882   SH     SOLE           57882         0         0
SPDR S^P 500 ETF TR               TR UNIT          78462F103   234472   1665166   SH     SOLE         1665166         0         0
SPDR SERIES TRUST                 NUVN BR SHT MUNI 78464A425     2611    107143   SH     SOLE          107143         0         0
SPDR SERIES TRUST                 BRCLYS CAP CONV  78464A359     3450     86564   SH     SOLE           86564         0         0
SPDR SERIES TRUST                 BRCLYS INTL ETF  78464A516      659     10986   SH     SOLE           10986         0         0
SPDR SERIES TRUST                 DB INT GVT ETF   78464A490     2997     49580   SH     SOLE           49580         0         0
SPDR SERIES TRUST                 BARC CAPTL ETF   78464A474        6       191   SH     SOLE             191         0         0
SPDR SERIES TRUST                 NUVN BRCLY MUNI  78464A458        2        91   SH     SOLE              91         0         0
SPDR SERIES TRUST                 S^P SEMICNDCTR   78464A862      166      3169   SH     SOLE            3169         0         0
SPDR SERIES TRUST                 S^P DIVID ETF    78464A763        8       142   SH     SOLE             142         0         0
SPDR SERIES TRUST                 OILGAS EQUIP     78464A748      466     12800   SH     SOLE           12800         0         0
SPDR SERIES TRUST                 S^P PHARMAC      78464A722        1        21   SH     SOLE              21         0         0
SPDR SERIES TRUST                 S^P RETAIL ETF   78464A714    28242    461100   SH     SOLE          461100         0         0
SPDR SERIES TRUST                 BRCLYS 1-3MT ETF 78464A680     2541     55465   SH     SOLE           55465         0         0
SPDR SERIES TRUST                 BARCL CAP TIPS   78464A656        5        94   SH     SOLE              94         0         0
SPDR SERIES TRUST                 BRCLYS AGG ETF   78464A649      106      1841   SH     SOLE            1841         0         0
SPDR SERIES TRUST                 DJ REIT ETF      78464A607     1670     23580   SH     SOLE           23580         0         0
SPECTRA ENERGY CORP               COM              847560109   541589  17166060   SH     SOLE        17166060         0         0
SPECTRANETICS CORP                COM              84760C107    13109   1260476   SH     SOLE         1260476         0         0
SPECTRUM BRANDS HLDGS INC         COM              84763R101    14986    428652   SH     SOLE          428652         0         0
SPECTRUM PHARMACEUTICALS INC      COM              84763A108    20802   1646995   SH     SOLE         1646995         0         0
SPEEDWAY MOTORSPORTS INC          COM              847788106     5613    300475   SH     SOLE          300475         0         0
SPIRIT AEROSYSTEMS HLDGS INC      COM CL A         848574109    68608   2804897   SH     SOLE         2804897         0         0
SPIRIT AIRLS INC                  COM              848577102    12492    622398   SH     SOLE          622398         0         0
SPORT CHALET INC                  CL A             849163209        2      1319   SH     SOLE            1319         0         0
SPORT CHALET INC                  CL B             849163308        0       224   SH     SOLE             224         0         0
SPRINT NEXTEL CORP                COM SER 1        852061100   219424  76990765   SH     SOLE        76990765         0         0
SPROTT RESOURCE LENDING CORP      COM              85207J100      657    420896   SH     SOLE          420896         0         0
SPS COMM INC                      COM              78463M107     2854    106160   SH     SOLE          106160         0         0
SPX CORP                          COM              784635104   131255   1692958   SH     SOLE         1692958         0         0
SRI/SURGICAL EXPRESS INC          COM              78464W104       44     11795   SH     SOLE           11795         0         0
SRS LABS INC                      COM              78464M106     3349    481851   SH     SOLE          481851         0         0
SS^C TECHNOLOGIES HLDGS INC       COM              78467J100     7483    320740   SH     SOLE          320740         0         0
ST JOE CO                         COM              790148100    36327   1910959   SH     SOLE         1910959         0         0
ST JUDE MED INC                   COM              790849103   379575   8566348   SH     SOLE         8566348         0         0
STAAR SURGICAL CO                 COM PAR $0.01    852312305    11526   1064293   SH     SOLE         1064293         0         0
STAG INDL INC                     COM              85254J102     2915    208815   SH     SOLE          208815         0         0
STAGE STORES INC                  COM NEW          85254C305    14602    899147   SH     SOLE          899147         0         0
STAMPS COM INC                    COM NEW          852857200    12871    461654   SH     SOLE          461654         0         0
STANCORP FINL GROUP INC           COM              852891100    46089   1125758   SH     SOLE         1125758         0         0
STANDARD MICROSYSTEMS CORP        COM              853626109    16770    648244   SH     SOLE          648244         0         0
STANDARD MTR PRODS INC            COM              853666105    11293    636574   SH     SOLE          636574         0         0
STANDARD PAC CORP                 NOTE 6.000%10/0  853763AA8     9631   9500000  PRN     SOLE         9500000         0         0
STANDARD PAC CORP NEW             COM              85375C101    13184   2956126   SH     SOLE         2956126         0         0
STANDARD PARKING CORP             COM              853790103     3818    186260   SH     SOLE          186260         0         0
STANDARD REGISTER CO              COM              853887107      495    395857   SH     SOLE          395857         0         0
STANDEX INTL CORP                 COM              854231107    14595    354333   SH     SOLE          354333         0         0
STANLEY BLACK & DECKER INC        COM              854502101   350194   4550336   SH     SOLE         4550336         0         0
STANLEY FURNITURE CO INC          COM NEW          854305208     1272    265067   SH     SOLE          265067         0         0
STANTEC INC                       COM              85472N109    10024    314833   SH     SOLE          314833         0         0
STAPLES INC                       COM              855030102   287596  17763777   SH     SOLE        17763777         0         0
STAR SCIENTIFIC INC               COM              85517P101    10106   3081234   SH     SOLE         3081234         0         0
STARBUCKS CORP                    COM              855244109  1066375  19079888   SH     SOLE        19079888         0         0
STARRETT L S CO                   CL A             855668109      154     11782   SH     SOLE           11782         0         0
STARTEK INC                       COM              85569C107      631    287945   SH     SOLE          287945         0         0
STARWOOD HOTELS^RESORTS WRLD      COM              85590A401   273713   4852203   SH     SOLE         4852203         0         0
STARWOOD PPTY TR INC              COM              85571B105    52217   2484179   SH     SOLE         2484179         0         0
STATE AUTO FINL CORP              COM              855707105     6455    441799   SH     SOLE          441799         0         0
STATE BK FINL CORP                COM              856190103     6878    392776   SH     SOLE          392776         0         0
STATE STR CORP                    COM              857477103   594115  13057481   SH     SOLE        13057481         0         0
STEC INC                          COM              784774101    10650   1128167   SH     SOLE         1128167         0         0
STEEL DYNAMICS INC                COM              858119100    82002   5639741   SH     SOLE         5639741         0         0
STEELCASE INC                     CL A             858155203    20768   2163292   SH     SOLE         2163292         0         0
STEIN MART INC                    COM              858375108     4806    728200   SH     SOLE          728200         0         0
STEINER LEISURE LTD               ORD              P8744Y102    18868    386399   SH     SOLE          386399         0         0
STEINWAY MUSICAL INSTRS INC       COM              858495104     5469    218775   SH     SOLE          218775         0         0
STELLARONE CORP                   COM              85856G100     8737    736068   SH     SOLE          736068         0         0
STEPAN CO                         COM              858586100    19306    219891   SH     SOLE          219891         0         0
STEREOTAXIS INC                   COM              85916J102     1088   1674017   SH     SOLE         1674017         0         0
STERICYCLE INC                    COM              858912108   184695   2208211   SH     SOLE         2208211         0         0
STERIS CORP                       COM              859152100    51120   1616705   SH     SOLE         1616705         0         0
STERLING BANCORP                  COM              859158107    10126   1055843   SH     SOLE         1055843         0         0
STERLING CONSTRUCTION CO INC      COM              859241101     5288    542408   SH     SOLE          542408         0         0
STERLING FINL CORP WASH           COM NEW          859319303    14450    692056   SH     SOLE          692056         0         0
STERLITE INDS INDIA LTD           ADS              859737207     1840    215428   SH     SOLE          215428         0         0
STEWART ENTERPRISES INC           CL A             860370105    13020   2144929   SH     SOLE         2144929         0         0
STEWART INFORMATION SVCS COR      COM              860372101     8288    583228   SH     SOLE          583228         0         0
STIFEL FINL CORP                  COM              860630102    53830   1422562   SH     SOLE         1422562         0         0
STILLWATER MNG CO                 COM              86074Q102    40520   3205718   SH     SOLE         3205718         0         0
STONE ENERGY CORP                 COM              861642106    40011   1399476   SH     SOLE         1399476         0         0
STONERIDGE INC                    COM              86183P102     8584    867897   SH     SOLE          867897         0         0
STR HLDGS INC                     COM              78478V100     4856   1003268   SH     SOLE         1003268         0         0
STRATASYS INC                     COM              862685104    20951    573672   SH     SOLE          573672         0         0
STRATEGIC DIAGNOSTICS INC         COM              862700101      457    244444   SH     SOLE          244444         0         0
STRATEGIC HOTELS & RESORTS I      COM              86272T106    35747   5432727   SH     SOLE         5432727         0         0
STRATTEC SEC CORP                 COM              863111100     1276     54542   SH     SOLE           54542         0         0
STRATUS PPTYS INC                 COM NEW          863167201      474     50157   SH     SOLE           50157         0         0
STRAYER ED INC                    COM              863236105    39537    419355   SH     SOLE          419355         0         0
STREAM GLOBAL SVCS INC            COM              86323M100      172     52399   SH     SOLE           52399         0         0
STREAMLINE HEALTH SOLUTIONS       COM              86323X106      169     98800   SH     SOLE           98800         0         0
STRYKER CORP                      COM              863667101   485488   8750690   SH     SOLE         8750690         0         0
STUDENT TRANSN INC                COM              86388A108     1702    240777   SH     SOLE          240777         0         0
STURM RUGER & CO INC              COM              864159108    27034    550595   SH     SOLE          550595         0         0
SUCAMPO PHARMACEUTICALS INC       CL A             864909106      723     97088   SH     SOLE           97088         0         0
SUFFOLK BANCORP                   COM              864739107     5295    407590   SH     SOLE          407590         0         0
SUMMER INFANT INC                 COM              865646103      802    133661   SH     SOLE          133661         0         0
SUMMIT HOTEL PPTYS INC            COM              866082100     3656    482256   SH     SOLE          482256         0         0
SUN BANCORP INC                   COM              86663B102     4785   1355466   SH     SOLE         1355466         0         0
SUN COMMUNITIES INC               COM              866674104    42164    973082   SH     SOLE          973082         0         0
SUN HEALTHCARE GROUP INC NEW      COM              86677E100     6694    978661   SH     SOLE          978661         0         0
SUN HYDRAULICS CORP               COM              866942105    14720    562707   SH     SOLE          562707         0         0
SUN LIFE FINL INC                 COM              866796105   152153   6422659   SH     SOLE         6422659         0         0
SUNCOKE ENERGY INC                COM              86722A103    27133   1909460   SH     SOLE         1909460         0         0
SUNCOR ENERGY INC NEW             COM              867224107   630376  19277568   SH     SOLE        19277568         0         0
SUNESIS PHARMACEUTICALS INC       COM NEW          867328601      763    265799   SH     SOLE          265799         0         0
SUNLINK HEALTH SYSTEMS INC        COM              86737U102        4      3613   SH     SOLE            3613         0         0
SUNOCO INC                        COM              86764P109   107861   2827284   SH     SOLE         2827284         0         0
SUNPOWER CORP                     COM              867652406     9483   1486342   SH     SOLE         1486342         0         0
SUNRISE SENIOR LIVING INC         COM              86768K106     9032   1429080   SH     SOLE         1429080         0         0
SUNSTONE HOTEL INVS INC NEW       COM              867892101    41752   4286660   SH     SOLE         4286660         0         0
SUNTRUST BKS INC                  COM              867914103   359739  14883701   SH     SOLE        14883701         0         0
SUPER MICRO COMPUTER INC          COM              86800U104    13047    747231   SH     SOLE          747231         0         0
SUPERCONDUCTOR TECHNOLOGIES       COM NEW          867931305      703    901398   SH     SOLE          901398         0         0
SUPERIOR ENERGY SVCS INC          COM              868157108   111154   4216766   SH     SOLE         4216766         0         0
SUPERIOR INDS INTL INC            COM              868168105    12976    664060   SH     SOLE          664060         0         0
SUPERIOR UNIFORM GP INC           COM              868358102      319     27147   SH     SOLE           27147         0         0
SUPERMEDIA INC                    COM              868447103       49     20300   SH     SOLE           20300         0         0
SUPERTEL HOSPITALITY INC MD       COM              868526104      630    600263   SH     SOLE          600263         0         0
SUPERTEX INC                      COM              868532102     6358    351849   SH     SOLE          351849         0         0
SUPERVALU INC                     COM              868536103    33643   5891926   SH     SOLE         5891926         0         0
SUPPORT COM INC                   COM              86858W101     5217   1656348   SH     SOLE         1656348         0         0
SUREWEST COMMUNICATIONS           COM              868733106     9825    435684   SH     SOLE          435684         0         0
SURMODICS INC                     COM              868873100     7794    507064   SH     SOLE          507064         0         0
SUSQUEHANNA BANCSHARES INC P      COM              869099101    53782   5443541   SH     SOLE         5443541         0         0
SUSSER HLDGS CORP                 COM              869233106     7874    306720   SH     SOLE          306720         0         0
SVB FINL GROUP                    COM              78486Q101    90561   1407531   SH     SOLE         1407531         0         0
SWIFT ENERGY CO                   COM              870738101    33627   1158357   SH     SOLE         1158357         0         0
SWIFT TRANSN CO                   CL A             87074U101    22959   1989519   SH     SOLE         1989519         0         0
SWISHER HYGIENE INC               COM              870808102     2589   1052562   SH     SOLE         1052562         0         0
SWS GROUP INC                     COM              78503N107     5974   1044360   SH     SOLE         1044360         0         0
SXC HEALTH SOLUTIONS CORP         COM              78505P100    93617   1248892   SH     SOLE         1248892         0         0
SYCAMORE NETWORKS INC             COM NEW          871206405    10133    571179   SH     SOLE          571179         0         0
SYKES ENTERPRISES INC             COM              871237103    19189   1214492   SH     SOLE         1214492         0         0
SYMANTEC CORP                     COM              871503108   368644  19713585   SH     SOLE        19713585         0         0
SYMETRA FINL CORP                 COM              87151Q106    23584   2045478   SH     SOLE         2045478         0         0
SYMMETRICOM INC                   COM              871543104     8080   1400360   SH     SOLE         1400360         0         0
SYMMETRY MED INC                  COM              871546206     8183   1157404   SH     SOLE         1157404         0         0
SYNACOR INC                       COM              871561106      132     17521   SH     SOLE           17521         0         0
SYNAGEVA BIOPHARMA CORP           COM              87159A103     5624    156802   SH     SOLE          156802         0         0
SYNALLOY CP DEL                   COM              871565107      961     73154   SH     SOLE           73154         0         0
SYNAPTICS INC                     COM              87157D109    32270    883871   SH     SOLE          883871         0         0
SYNCHRONOSS TECHNOLOGIES INC      COM              87157B103    23967    750854   SH     SOLE          750854         0         0
SYNERGETICS USA INC               COM              87160G107     1945    299249   SH     SOLE          299249         0         0
SYNNEX CORP                       COM              87162W100    25920    679600   SH     SOLE          679600         0         0
SYNOPSYS INC                      COM              871607107   122846   4006731   SH     SOLE         4006731         0         0
SYNOVUS FINL CORP                 COM              87161C105    35687  17408323   SH     SOLE        17408323         0         0
SYNTA PHARMACEUTICALS CORP        COM              87162T206     1147    261206   SH     SOLE          261206         0         0
SYNTEL INC                        COM              87162H103    22892    408781   SH     SOLE          408781         0         0
SYNTROLEUM CORP                   COM              871630109     2811   2913404   SH     SOLE         2913404         0         0
SYNUTRA INTL INC                  COM              87164C102     1209    205594   SH     SOLE          205594         0         0
SYPRIS SOLUTIONS INC              COM              871655106       55     13524   SH     SOLE           13524         0         0
SYSCO CORP                        COM              871829107   462546  15490484   SH     SOLE        15490484         0         0
SYSTEMAX INC                      COM              871851101     4961    294236   SH     SOLE          294236         0         0
TAITRON COMPONENTS INC            CL A             874028103        1       773   SH     SOLE             773         0         0
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR    874039100     6969    456092   SH     SOLE          456092         0         0
TAKE-TWO INTERACTIVE SOFTWAR      COM              874054109    33948   2206587   SH     SOLE         2206587         0         0
TAL INTL GROUP INC                COM              874083108    22298    607397   SH     SOLE          607397         0         0
TALBOTS INC                       COM              874161102     3045   1004997   SH     SOLE         1004997         0         0
TALEO CORP                        CL A             87424N104    50378   1096834   SH     SOLE         1096834         0         0
TALISMAN ENERGY INC               COM              87425E103   141294  11213774   SH     SOLE        11213774         0         0
TANGER FACTORY OUTLET CTRS I      COM              875465106    93135   3132709   SH     SOLE         3132709         0         0
TANGOE INC                        COM              87582Y108     2252    119750   SH     SOLE          119750         0         0
TANZANIAN ROYALTY EXPL CORP       COM              87600U104     2052    400030   SH     SOLE          400030         0         0
TARGA RES CORP                    COM              87612G101    29404    646948   SH     SOLE          646948         0         0
TARGACEPT INC                     COM              87611R306     4707    919429   SH     SOLE          919429         0         0
TARGET CORP                       COM              87612E106   990236  16993932   SH     SOLE        16993932         0         0
TASEKO MINES LTD                  COM              876511106     4688   1331813   SH     SOLE         1331813         0         0
TASER INTL INC                    COM              87651B104     9113   2099794   SH     SOLE         2099794         0         0
TATA MTRS LTD                     SPONSORED ADR    876568502     5756    213405   SH     SOLE          213405         0         0
TAUBMAN CTRS INC                  COM              876664103   157777   2162804   SH     SOLE         2162804         0         0
TAYLOR CAP GROUP INC              COM              876851106     2164    150811   SH     SOLE          150811         0         0
TAYLOR DEVICES INC                COM              877163105       40      3952   SH     SOLE            3952         0         0
TCF FINL CORP                     COM              872275102    47109   3962103   SH     SOLE         3962103         0         0
TD AMERITRADE HLDG CORP           COM              87236Y108    99494   5040233   SH     SOLE         5040233         0         0
TE CONNECTIVITY LTD               REG SHS          H84989104   301083   8192731   SH     SOLE         8192731         0         0
TEAM HEALTH HOLDINGS INC          COM              87817A107    11852    576469   SH     SOLE          576469         0         0
TEAM INC                          COM              878155100    16662    538346   SH     SOLE          538346         0         0
TEAMSTAFF INC                     COM PAR $.001    87815U303       31     15578   SH     SOLE           15578         0         0
TEAVANA HLDGS INC                 COM              87819P102     1520     77078   SH     SOLE           77078         0         0
TECH DATA CORP                    COM              878237106    62469   1151295   SH     SOLE         1151295         0         0
TECHE HLDG CO                     COM              878330109      384     10161   SH     SOLE           10161         0         0
TECHNE CORP                       COM              878377100    72618   1035927   SH     SOLE         1035927         0         0
TECHNICAL COMMUNICATIONS COR      COM              878409101        2       163   SH     SOLE             163         0         0
TECHTARGET INC                    COM              87874R100     1049    151374   SH     SOLE          151374         0         0
TECK RESOURCES LTD                CL B             878742204   265738   7451997   SH     SOLE         7451997         0         0
TECO ENERGY INC                   COM              872375100    94984   5412194   SH     SOLE         5412194         0         0
TECUMSEH PRODS CO                 CL A             878895200     2229    554387   SH     SOLE          554387         0         0
TEEKAY CORPORATION                COM              Y8564W103    34426    990681   SH     SOLE          990681         0         0
TEEKAY TANKERS LTD                CL A             Y8565N102     3999    658818   SH     SOLE          658818         0         0
TEJON RANCH CO                    COM              879080109    13213    461336   SH     SOLE          461336         0         0
TELE NORTE LESTE PART S A         SPON ADR PFD     879246106     4514    397736   SH     SOLE          397736         0         0
TELECOM ARGENTINA S A             SPON ADR REP B   879273209    13658    770740   SH     SOLE          770740         0         0
TELECOMMUNICATION SYS INC         CL A             87929J103     5443   1957907   SH     SOLE         1957907         0         0
TELEDYNE TECHNOLOGIES INC         COM              879360105    61141    969719   SH     SOLE          969719         0         0
TELEFLEX INC                      COM              879369106    65807   1076157   SH     SOLE         1076157         0         0
TELENAV INC                       COM              879455103     3203    456231   SH     SOLE          456231         0         0
TELEPHONE & DATA SYS INC          COM NEW          879433829    67168   2901418   SH     SOLE         2901418         0         0
TELETECH HOLDINGS INC             COM              879939106    11956    742587   SH     SOLE          742587         0         0
TELIK INC                         COM              87959M109      140   1001897   SH     SOLE         1001897         0         0
TELLABS INC                       COM              879664100    39208   9681040   SH     SOLE         9681040         0         0
TELULAR CORP                      COM NEW          87970T208     4961    586429   SH     SOLE          586429         0         0
TELUS CORP                        NON-VTG SHS      87971M202    90865   1598608   SH     SOLE         1598608         0         0
TEMPUR PEDIC INTL INC             COM              88023U101   166206   1968571   SH     SOLE         1968571         0         0
TENET HEALTHCARE CORP             COM              88033G100    70423  13262286   SH     SOLE        13262286         0         0
TENNANT CO                        COM              880345103    21708    493359   SH     SOLE          493359         0         0
TENNECO INC                       COM              880349105    58685   1579679   SH     SOLE         1579679         0         0
TERADATA CORP DEL                 COM              88076W103   303166   4448510   SH     SOLE         4448510         0         0
TERADYNE INC                      COM              880770102    84172   4983512   SH     SOLE         4983512         0         0
TERADYNE INC                      NOTE 4.500% 3/1  880770AE2      157     50000  PRN     SOLE           50000         0         0
TEREX CORP NEW                    COM              880779103    69695   3097550   SH     SOLE         3097550         0         0
TERNIUM SA                        SPON ADR         880890108    35968   1518912   SH     SOLE         1518912         0         0
TERRENO RLTY CORP                 COM              88146M101     1960    136984   SH     SOLE          136984         0         0
TERRITORIAL BANCORP INC           COM              88145X108     2852    137055   SH     SOLE          137055         0         0
TESCO CORP                        COM              88157K101    11901    838667   SH     SOLE          838667         0         0
TESLA MTRS INC                    COM              88160R101    51230   1375665   SH     SOLE         1375665         0         0
TESORO CORP                       COM              881609101    99730   3715710   SH     SOLE         3715710         0         0
TESSCO TECHNOLOGIES INC           COM              872386107     5997    235459   SH     SOLE          235459         0         0
TESSERA TECHNOLOGIES INC          COM              88164L100    29318   1699589   SH     SOLE         1699589         0         0
TETRA TECH INC NEW                COM              88162G103    44640   1693467   SH     SOLE         1693467         0         0
TETRA TECHNOLOGIES INC DEL        COM              88162F105    19251   2043657   SH     SOLE         2043657         0         0
TEVA PHARMACEUTICAL INDS LTD      ADR              881624209      630     13979   SH     SOLE           13979         0         0
TEXAS CAPITAL BANCSHARES INC      COM              88224Q107    36769   1062060   SH     SOLE         1062060         0         0
TEXAS INDS INC                    COM              882491103    21857    624299   SH     SOLE          624299         0         0
TEXAS INSTRS INC                  COM              882508104  1007902  29988169   SH     SOLE        29988169         0         0
TEXAS ROADHOUSE INC               COM              882681109    26889   1615944   SH     SOLE         1615944         0         0
TEXTAINER GROUP HOLDINGS LTD      SHS              G8766E109    13200    389383   SH     SOLE          389383         0         0
TEXTRON INC                       COM              883203101   198614   7136671   SH     SOLE         7136671         0         0
TFS FINL CORP                     COM              87240R107    20407   2148110   SH     SOLE         2148110         0         0
TGC INDS INC                      COM NEW          872417308      866     87328   SH     SOLE           87328         0         0
THERAGENICS CORP                  COM              883375107     2108   1145676   SH     SOLE         1145676         0         0
THERATECHNOLOGIES INC             COM              88338H100      424    212173   SH     SOLE          212173         0         0
THERAVANCE INC                    COM              88338T104    36547   1874200   SH     SOLE         1874200         0         0
THERAVANCE INC                    NOTE 3.000% 1/1  88338TAA2    14899  14500000  PRN     SOLE        14500000         0         0
THERMO FISHER SCIENTIFIC INC      COM              883556102   584967  10375436   SH     SOLE        10375436         0         0
THERMOGENESIS CORP                COM PAR $0.001   883623308      582    653987   SH     SOLE          653987         0         0
THERMON GROUP HLDGS INC           COM              88362T103     2568    125559   SH     SOLE          125559         0         0
THESTREET INC                     COM              88368Q103     3087   1396960   SH     SOLE         1396960         0         0
THL CR INC                        COM              872438106     1562    121445   SH     SOLE          121445         0         0
THOMAS & BETTS CORP               COM              884315102    98548   1370442   SH     SOLE         1370442         0         0
THOMAS PPTYS GROUP INC            COM              884453101     3549    773197   SH     SOLE          773197         0         0
THOMPSON CREEK METALS CO INC      COM              884768102    19732   2918867   SH     SOLE         2918867         0         0
THOMSON REUTERS CORP              COM              884903105   210124   7270739   SH     SOLE         7270739         0         0
THOR INDS INC                     COM              885160101    37186   1178265   SH     SOLE         1178265         0         0
THORATEC CORP                     COM NEW          885175307    68236   2024217   SH     SOLE         2024217         0         0
THQ INC                           COM NEW          872443403     1061   1894707   SH     SOLE         1894707         0         0
TIBCO SOFTWARE INC                COM              88632Q103   143442   4703005   SH     SOLE         4703005         0         0
TICC CAPITAL CORP                 COM              87244T109     4465    458408   SH     SOLE          458408         0         0
TIDEWATER INC                     COM              886423102    72197   1336479   SH     SOLE         1336479         0         0
TIFFANY & CO NEW                  COM              886547108   225961   3268632   SH     SOLE         3268632         0         0
TII NETWORK TECHNOLOGIES INC      COM NEW          872479209     1143    788339   SH     SOLE          788339         0         0
TIM HORTONS INC                   COM              88706M103    98447   1838756   SH     SOLE         1838756         0         0
TIM PARTICIPACOES S A             SPONSORED ADR    88706P205      461     14280   SH     SOLE           14280         0         0
TIMBERLAND BANCORP INC            COM              887098101      473    101444   SH     SOLE          101444         0         0
TIME WARNER CABLE INC             COM              88732J207   649569   7970177   SH     SOLE         7970177         0         0
TIME WARNER INC                   COM NEW          887317303   964634  25553209   SH     SOLE        25553209         0         0
TIME WARNER TELECOM INC           DBCV 2.375% 4/0  887319AC5     5595   4517000  PRN     SOLE         4517000         0         0
TIMKEN CO                         COM              887389104   119544   2356017   SH     SOLE         2356017         0         0
TITAN INTL INC ILL                COM              88830M102    25197   1065431   SH     SOLE         1065431         0         0
TITAN MACHY INC                   COM              88830R101    13093    464290   SH     SOLE          464290         0         0
TITANIUM METALS CORP              COM NEW          888339207    30099   2219706   SH     SOLE         2219706         0         0
TIVO INC                          COM              888706108    43729   3647104   SH     SOLE         3647104         0         0
TJX COS INC NEW                   COM              872540109   775243  19522609   SH     SOLE        19522609         0         0
TMS INTL CORP                     CL A             87261Q103     1814    149877   SH     SOLE          149877         0         0
TNS INC                           COM              872960109    18436    848423   SH     SOLE          848423         0         0
TOLL BROTHERS INC                 COM              889478103    96169   4008694   SH     SOLE         4008694         0         0
TOMPKINS FINANCIAL CORPORATI      COM              890110109    13177    328934   SH     SOLE          328934         0         0
TOOTSIE ROLL INDS INC             COM              890516107    17833    778409   SH     SOLE          778409         0         0
TOR MINERALS INTL INC             COM NEW          890878309     1251     85419   SH     SOLE           85419         0         0
TORCHMARK CORP                    COM              891027104   133146   2670927   SH     SOLE         2670927         0         0
TORNIER N V                       SHS              N87237108     3086    120069   SH     SOLE          120069         0         0
TORO CO                           COM              891092108    50183    705710   SH     SOLE          705710         0         0
TORONTO DOMINION BK ONT           COM NEW          891160509   951557  11201379   SH     SOLE        11201379         0         0
TOTAL S A                         SPONSORED ADR    89151E109     8731    170800   SH     SOLE          170800         0         0
TOTAL SYS SVCS INC                COM              891906109   117615   5098193   SH     SOLE         5098193         0         0
TOWER GROUP INC                   COM              891777104    24021   1070925   SH     SOLE         1070925         0         0
TOWER INTL INC                    COM              891826109     1228    100805   SH     SOLE          100805         0         0
TOWER SEMICONDUCTOR LTD           ORD              M87915100      739    840815   SH     SOLE          840815         0         0
TOWERS WATSON & CO                CL A             891894107   103507   1566620   SH     SOLE         1566620         0         0
TOWERSTREAM CORP                  COM              892000100     2315    487399   SH     SOLE          487399         0         0
TOWN SPORTS INTL HLDGS INC        COM              89214A102     7440    589082   SH     SOLE          589082         0         0
TOWNEBANK PORTSMOUTH VA           COM              89214P109    10657    789996   SH     SOLE          789996         0         0
TPC GROUP INC                     COM              89236Y104    18460    417548   SH     SOLE          417548         0         0
TRACTOR SUPPLY CO                 COM              892356106   170302   1880540   SH     SOLE         1880540         0         0
TRANS WORLD ENTMT CORP            COM              89336Q100      690    325338   SH     SOLE          325338         0         0
TRANSACT TECHNOLOGIES INC         COM              892918103     1964    250252   SH     SOLE          250252         0         0
TRANSALTA CORP                    COM              89346D107    46238   2463401   SH     SOLE         2463401         0         0
TRANSCANADA CORP                  COM              89353D107   331904   7718692   SH     SOLE         7718692         0         0
TRANSCEND SERVICES INC            COM NEW          893929208     8840    301179   SH     SOLE          301179         0         0
TRANSCEPT PHARMACEUTICALS IN      COM              89354M106      500     47524   SH     SOLE           47524         0         0
TRANSDIGM GROUP INC               COM              893641100   127869   1104602   SH     SOLE         1104602         0         0
TRANSGLOBE ENERGY CORP            COM              893662106     6500    538059   SH     SOLE          538059         0         0
TRANSOCEAN LTD                    REG SHS          H8817H100   244901   4477164   SH     SOLE         4477164         0         0
TRANSWITCH CORP                   COM NEW          894065309     2363    901797   SH     SOLE          901797         0         0
TRAVELCENTERS OF AMERICA LLC      COM              894174101     1332    210057   SH     SOLE          210057         0         0
TRAVELERS COMPANIES INC           COM              89417E109   665095  11234705   SH     SOLE        11234705         0         0
TRAVELZOO INC                     COM              89421Q106     5112    222249   SH     SOLE          222249         0         0
TRC COS INC                       COM              872625108     2974    486672   SH     SOLE          486672         0         0
TREDEGAR CORP                     COM              894650100    12609    643627   SH     SOLE          643627         0         0
TREE COM INC                      COM              894675107     1390    182197   SH     SOLE          182197         0         0
TREEHOUSE FOODS INC               COM              89469A104    56292    946089   SH     SOLE          946089         0         0
TREX CO INC                       COM              89531P105    14559    453822   SH     SOLE          453822         0         0
TREX CO INC                       NOTE 6.000% 7/0  89531PAA3    12268   8360000  PRN     SOLE         8360000         0         0
TRI VY CORP                       COM              895735108       13     75907   SH     SOLE           75907         0         0
TRIANGLE CAP CORP                 COM              895848109     6797    344137   SH     SOLE          344137         0         0
TRIANGLE PETE CORP                COM NEW          89600B201     3484    504897   SH     SOLE          504897         0         0
TRICO BANCSHARES                  COM              896095106     8707    499812   SH     SOLE          499812         0         0
TRIMAS CORP                       COM NEW          896215209     7912    353390   SH     SOLE          353390         0         0
TRIMBLE NAVIGATION LTD            COM              896239100   177451   3260775   SH     SOLE         3260775         0         0
TRINITY INDS INC                  COM              896522109    71291   2163623   SH     SOLE         2163623         0         0
TRIPADVISOR INC                   COM              896945201    98902   2772684   SH     SOLE         2772684         0         0
TRIPLE-S MGMT CORP                CL B             896749108    12244    530040   SH     SOLE          530040         0         0
TRIQUINT SEMICONDUCTOR INC        COM              89674K103    29381   4261261   SH     SOLE         4261261         0         0
TRIUMPH GROUP INC NEW             COM              896818101    70103   1118778   SH     SOLE         1118778         0         0
TRIUMPH GROUP INC NEW             NOTE 2.625%10/0  896818AB7    10741   4665000  PRN     SOLE         4665000         0         0
TRIUS THERAPEUTICS INC            COM              89685K100      796    148746   SH     SOLE          148746         0         0
TRUE RELIGION APPAREL INC         COM              89784N104    27402   1000077   SH     SOLE         1000077         0         0
TRUEBLUE INC                      COM              89785X101    20961   1172314   SH     SOLE         1172314         0         0
TRUSTCO BK CORP N Y               COM              898349105    15919   2788001   SH     SOLE         2788001         0         0
TRUSTMARK CORP                    COM              898402102    44196   1769242   SH     SOLE         1769242         0         0
TRW AUTOMOTIVE HLDGS CORP         COM              87264S106   120667   2597776   SH     SOLE         2597776         0         0
TSR INC                           COM NEW          872885207        1       153   SH     SOLE             153         0         0
TTM TECHNOLOGIES  INC             COM              87305R109    16868   1465485   SH     SOLE         1465485         0         0
TUESDAY MORNING CORP              COM NEW          899035505     4900   1275962   SH     SOLE         1275962         0         0
TUPPERWARE BRANDS CORP            COM              899896104    97456   1534743   SH     SOLE         1534743         0         0
TURKCELL ILETISIM HIZMETLERI      SPON ADR NEW     900111204     7423    589146   SH     SOLE          589146         0         0
TUTOR PERINI CORP                 COM              901109108    14839    952417   SH     SOLE          952417         0         0
TW TELECOM INC                    COM              87311L104    87588   3952549   SH     SOLE         3952549         0         0
TWIN DISC INC                     COM              901476101     6888    264023   SH     SOLE          264023         0         0
TWO HBRS INVT CORP                COM              90187B101    60653   5981532   SH     SOLE         5981532         0         0
TYCO INTERNATIONAL LTD            SHS              H89128104   672183  11964811   SH     SOLE        11964811         0         0
TYLER TECHNOLOGIES INC            COM              902252105    33208    864574   SH     SOLE          864574         0         0
TYSON FOODS INC                   CL A             902494103   162192   8469538   SH     SOLE         8469538         0         0
TYSON FOODS INC                   NOTE 3.250%10/1  902494AP8     5782   4658000  PRN     SOLE         4658000         0         0
U M H PROPERTIES INC              COM              903002103     5206    474993   SH     SOLE          474993         0         0
U S AIRWAYS GROUP INC             COM              90341W108    32472   4278218   SH     SOLE         4278218         0         0
U S ENERGY CORP WYO               COM              911805109     3142    994378   SH     SOLE          994378         0         0
U S G CORP                        COM NEW          903293405    31631   1839004   SH     SOLE         1839004         0         0
U S GLOBAL INVS INC               CL A             902952100     2761    380845   SH     SOLE          380845         0         0
U S HOME SYS INC                  COM              90335C100     3237    347311   SH     SOLE          347311         0         0
U S PHYSICAL THERAPY INC          COM              90337L108     9752    423095   SH     SOLE          423095         0         0
U S SILICA HLDGS INC              COM              90346E103     2216    105831   SH     SOLE          105831         0         0
U.S. AUTO PARTS NETWORK INC       COM              90343C100      618    171064   SH     SOLE          171064         0         0
UAL CORP                          NOTE 6.000%10/1  902549AJ3     6286   2434000  PRN     SOLE         2434000         0         0
UBIQUITI NETWORKS INC             COM              90347A100     4838    152969   SH     SOLE          152969         0         0
UBS AG                            SHS NEW          H89231338   703722  50194155   SH     SOLE        50194155         0         0
UDR INC                           COM              902653104   196093   7341563   SH     SOLE         7341563         0         0
UFP TECHNOLOGIES INC              COM              902673102      478     24577   SH     SOLE           24577         0         0
UGI CORP NEW                      COM              902681105    92680   3401091   SH     SOLE         3401091         0         0
UIL HLDG CORP                     COM              902748102    47476   1365834   SH     SOLE         1365834         0         0
ULTA SALON COSMETCS & FRAG I      COM              90384S303   107179   1153823   SH     SOLE         1153823         0         0
ULTIMATE SOFTWARE GROUP INC       COM              90385D107    51140    697874   SH     SOLE          697874         0         0
ULTRA CLEAN HLDGS INC             COM              90385V107     5035    667721   SH     SOLE          667721         0         0
ULTRA PETROLEUM CORP              COM              903914109    78113   3451746   SH     SOLE         3451746         0         0
ULTRALIFE CORP                    COM              903899102      792    152811   SH     SOLE          152811         0         0
ULTRAPETROL BAHAMAS LTD           COM              P94398107      424    211755   SH     SOLE          211755         0         0
ULTRATECH INC                     COM              904034105    22186    765571   SH     SOLE          765571         0         0
UMB FINL CORP                     COM              902788108    39940    892810   SH     SOLE          892810         0         0
UMPQUA HLDGS CORP                 COM              904214103    42452   3130676   SH     SOLE         3130676         0         0
UNDER ARMOUR INC                  CL A             904311107    93100    990424   SH     SOLE          990424         0         0
UNICO AMERN CORP                  COM              904607108       28      2528   SH     SOLE            2528         0         0
UNIFI INC                         COM NEW          904677200     5650    584842   SH     SOLE          584842         0         0
UNIFIRST CORP MASS                COM              904708104    25666    416998   SH     SOLE          416998         0         0
UNILEVER N V                      N Y SHS NEW      904784709    11441    336200   SH     SOLE          336200         0         0
UNILIFE CORP NEW                  COM              90478E103     3129    770806   SH     SOLE          770806         0         0
UNION DRILLING INC                COM              90653P105     1004    180599   SH     SOLE          180599         0         0
UNION FIRST MKT BANKSH CP         COM              90662P104     9108    650593   SH     SOLE          650593         0         0
UNION PAC CORP                    COM              907818108  1487203  13837018   SH     SOLE        13837018         0         0
UNISOURCE ENERGY CORP             COM              909205106    35779    978377   SH     SOLE          978377         0         0
UNISOURCE ENERGY CORP             NOTE 4.500% 3/0  909205AB2    14074  13200000  PRN     SOLE        13200000         0         0
UNISYS CORP                       COM NEW          909214306    23385   1185845   SH     SOLE         1185845         0         0
UNIT CORP                         COM              909218109    52425   1226037   SH     SOLE         1226037         0         0
UNITED BANKSHARES INC WEST V      COM              909907107    30725   1064638   SH     SOLE         1064638         0         0
UNITED CMNTY BKS BLAIRSVLE G      COM              90984P303     8092    830000   SH     SOLE          830000         0         0
UNITED CMNTY FINL CORP OHIO       COM              909839102     1475    604671   SH     SOLE          604671         0         0
UNITED CONTL HLDGS INC            COM              910047109   157952   7346611   SH     SOLE         7346611         0         0
UNITED FINANCIAL BANCORP INC      COM              91030T109    10818    683815   SH     SOLE          683815         0         0
UNITED FIRE GROUP INC             COM              910340108    11516    643720   SH     SOLE          643720         0         0
UNITED GUARDIAN INC               COM              910571108       27      1489   SH     SOLE            1489         0         0
UNITED MICROELECTRONICS CORP      SPON ADR NEW     910873405        2       668   SH     SOLE             668         0         0
UNITED NAT FOODS INC              COM              911163103    60910   1305403   SH     SOLE         1305403         0         0
UNITED ONLINE INC                 COM              911268100    15919   3255518   SH     SOLE         3255518         0         0
UNITED PARCEL SERVICE INC         CL B             911312106  1830263  22674217   SH     SOLE        22674217         0         0
UNITED RENTALS INC                COM              911363109    78408   1828107   SH     SOLE         1828107         0         0
UNITED RENTALS INC                NOTE 4.000%11/1  911363AL3    20410   5240000  PRN     SOLE         5240000         0         0
UNITED SECURITY BANCSHARES C      COM              911460103        0         1   SH     SOLE               1         0         0
UNITED STATES CELLULAR CORP       COM              911684108    20933    511438   SH     SOLE          511438         0         0
UNITED STATES LIME & MINERAL      COM              911922102     4922     82181   SH     SOLE           82181         0         0
UNITED STATES STL CORP NEW        COM              912909108   111074   3781891   SH     SOLE         3781891         0         0
UNITED STATES STL CORP NEW        NOTE 4.000% 5/1  912909AE8    46945  39700000  PRN     SOLE        39700000         0         0
UNITED STATIONERS INC             COM              913004107    35767   1152672   SH     SOLE         1152672         0         0
UNITED TECHNOLOGIES CORP          COM              913017109  1975525  23818722   SH     SOLE        23818722         0         0
UNITED THERAPEUTICS CORP DEL      COM              91307C102    67992   1442640   SH     SOLE         1442640         0         0
UNITEDHEALTH GROUP INC            COM              91324P102  1578669  26784335   SH     SOLE        26784335         0         0
UNITEK GLOBAL SVCS INC            COM PAR $.00002  91324T302      320     95084   SH     SOLE           95084         0         0
UNITIL CORP                       COM              913259107    15019    559771   SH     SOLE          559771         0         0
UNIVERSAL AMERN CORP NEW          COM              91338E101    10077    934817   SH     SOLE          934817         0         0
UNIVERSAL CORP VA                 COM              913456109    30381    651949   SH     SOLE          651949         0         0
UNIVERSAL DISPLAY CORP            COM              91347P105    43404   1188172   SH     SOLE         1188172         0         0
UNIVERSAL ELECTRS INC             COM              913483103     9217    461326   SH     SOLE          461326         0         0
UNIVERSAL FST PRODS INC           COM              913543104    17673    512548   SH     SOLE          512548         0         0
UNIVERSAL HEALTH RLTY INCM T      SH BEN INT       91359E105    19786    499263   SH     SOLE          499263         0         0
UNIVERSAL HLTH SVCS INC           CL B             913903100   100551   2399221   SH     SOLE         2399221         0         0
UNIVERSAL INS HLDGS INC           COM              91359V107     1050    269893   SH     SOLE          269893         0         0
UNIVERSAL SEC INSTRS INC          COM NEW          913821302      323     60043   SH     SOLE           60043         0         0
UNIVERSAL STAINLESS & ALLOY       COM              913837100     3691     86409   SH     SOLE           86409         0         0
UNIVERSAL TECHNICAL INST INC      COM              913915104     8579    650419   SH     SOLE          650419         0         0
UNIVERSAL TRAVEL GROUP            COM NEW          91388Q202       12      2602   SH     SOLE            2602         0         0
UNIVERSAL TRUCKLOAD SVCS INC      COM              91388P105     2852    189370   SH     SOLE          189370         0         0
UNIVEST CORP PA                   COM              915271100     8777    523057   SH     SOLE          523057         0         0
UNUM GROUP                        COM              91529Y106   179459   7330822   SH     SOLE         7330822         0         0
UQM TECHNOLOGIES INC              COM              903213106     1500   1013250   SH     SOLE         1013250         0         0
UR ENERGY INC                     COM              91688R108     1481   1213781   SH     SOLE         1213781         0         0
URANERZ ENERGY CORP               COM              91688T104     1878    745235   SH     SOLE          745235         0         0
URANIUM ENERGY CORP               COM              916896103     8548   2191906   SH     SOLE         2191906         0         0
URANIUM RES INC                   COM PAR $0.001   916901507     3243   3568078   SH     SOLE         3568078         0         0
URBAN OUTFITTERS INC              COM              917047102    84778   2912334   SH     SOLE         2912334         0         0
UROLOGIX INC                      COM              917273104      240    187420   SH     SOLE          187420         0         0
UROPLASTY INC                     COM NEW          917277204      746    247807   SH     SOLE          247807         0         0
URS CORP NEW                      COM              903236107    96116   2260484   SH     SOLE         2260484         0         0
URSTADT BIDDLE PPTYS INS          CL A             917286205    13630    690499   SH     SOLE          690499         0         0
URSTADT BIDDLE PPTYS INS          COM              917286106      302     16161   SH     SOLE           16161         0         0
US BANCORP DEL                    COM NEW          902973304  1540354  48622271   SH     SOLE        48622271         0         0
US ECOLOGY INC                    COM              91732J102    13100    602572   SH     SOLE          602572         0         0
USA MOBILITY INC                  COM              90341G103    10534    756233   SH     SOLE          756233         0         0
USA TRUCK INC                     COM              902925106     2354    303775   SH     SOLE          303775         0         0
USANA HEALTH SCIENCES INC         COM              90328M107     8198    219602   SH     SOLE          219602         0         0
USEC INC                          COM              90333E108     3144   2965846   SH     SOLE         2965846         0         0
UTAH MED PRODS INC                COM              917488108      661     21260   SH     SOLE           21260         0         0
UTI WORLDWIDE INC                 ORD              G87210103    49214   2856291   SH     SOLE         2856291         0         0
UTSTARCOM HOLDINGS CORP           USD ORD SHS      G9310A106     3046   2100998   SH     SOLE         2100998         0         0
V F CORP                          COM              918204108   341272   2337798   SH     SOLE         2337798         0         0
VAALCO ENERGY INC                 COM NEW          91851C201    18814   1990926   SH     SOLE         1990926         0         0
VAIL RESORTS INC                  COM              91879Q109    40727    941656   SH     SOLE          941656         0         0
VALASSIS COMMUNICATIONS INC       COM              918866104    30948   1345585   SH     SOLE         1345585         0         0
VALE S A                          ADR REPSTG PFD   91912E204    12014    529477   SH     SOLE          529477         0         0
VALE S A                          ADR              91912E105     1508     64626   SH     SOLE           64626         0         0
VALEANT PHARMACEUTICALS INTL      COM              91911K102   189784   3534805   SH     SOLE         3534805         0         0
VALENCE TECHNOLOGY INC            COM              918914102     2609   3228444   SH     SOLE         3228444         0         0
VALERO ENERGY CORP NEW            COM              91913Y100   380432  14762606   SH     SOLE        14762606         0         0
VALHI INC NEW                     COM              918905100     4677     88160   SH     SOLE           88160         0         0
VALIDUS HOLDINGS LTD              COM SHS          G9319H102    60839   1965719   SH     SOLE         1965719         0         0
VALLEY NATL BANCORP               COM              919794107    64410   4973743   SH     SOLE         4973743         0         0
VALMONT INDS INC                  COM              920253101    69152    588981   SH     SOLE          588981         0         0
VALSPAR CORP                      COM              920355104   130966   2712074   SH     SOLE         2712074         0         0
VALUE LINE INC                    COM              920437100      663     53964   SH     SOLE           53964         0         0
VALUECLICK INC                    COM              92046N102    47485   2405510   SH     SOLE         2405510         0         0
VALUEVISION MEDIA INC             CL A             92047K107     2719   1313658   SH     SOLE         1313658         0         0
VANDA PHARMACEUTICALS INC         COM              921659108     4436    926083   SH     SOLE          926083         0         0
VANGUARD BD INDEX FD INC          TOTAL BND MRKT   921937835    23399    280966   SH     SOLE          280966         0         0
VANGUARD BD INDEX FD INC          SHORT TRM BOND   921937827     9626    118924   SH     SOLE          118924         0         0
VANGUARD HEALTH SYS INC           COM              922036207     3436    348507   SH     SOLE          348507         0         0
VANGUARD INDEX FDS                EXTEND MKT ETF   922908652        8       131   SH     SOLE             131         0         0
VANGUARD INDEX FDS                REIT ETF         922908553     6021     94598   SH     SOLE           94598         0         0
VANGUARD INDEX FDS                MCAP GR IDXVIP   922908538       16       237   SH     SOLE             237         0         0
VANGUARD INDEX FDS                MCAP VL IDXVIP   922908512       57      1000   SH     SOLE            1000         0         0
VANGUARD INTL EQUITY INDEX F      MSCI EUROPE ETF  922042874      965     20928   SH     SOLE           20928         0         0
VANGUARD INTL EQUITY INDEX F      MSCI EMR MKT ETF 922042858    91833   2112549   SH     SOLE         2112549         0         0
VANGUARD SPECIALIZED PORTFOL      DIV APP ETF      921908844       59      1010   SH     SOLE            1010         0         0
VANGUARD WORLD FD                 MEGA GRWTH IND   921910816        3        53   SH     SOLE              53         0         0
VANGUARD WORLD FD                 MEGA VALUE 300   921910840        2        38   SH     SOLE              38         0         0
VANGUARD WORLD FDS                CONSUM STP ETF   92204A207        6        65   SH     SOLE              65         0         0
VANGUARD WORLD FDS                CONSUM DIS ETF   92204A108      531      7359   SH     SOLE            7359         0         0
VANGUARD WORLD FDS                HEALTH CAR ETF   92204A504        4        59   SH     SOLE              59         0         0
VANTAGE DRILLING COMPANY          ORD SHS          G93205113     3296   2060268   SH     SOLE         2060268         0         0
VARIAN MED SYS INC                COM              92220P105   209359   3035947   SH     SOLE         3035947         0         0
VASCO DATA SEC INTL INC           COM              92230Y104    10034    929898   SH     SOLE          929898         0         0
VASCULAR SOLUTIONS INC            COM              92231M109     2311    214189   SH     SOLE          214189         0         0
VCA ANTECH INC                    COM              918194101    51541   2220618   SH     SOLE         2220618         0         0
VECTOR GROUP LTD                  COM              92240M108    24854   1402602   SH     SOLE         1402602         0         0
VECTREN CORP                      COM              92240G101    65823   2265062   SH     SOLE         2265062         0         0
VEECO INSTRS INC DEL              COM              922417100    30255   1057859   SH     SOLE         1057859         0         0
VENOCO INC                        COM              92275P307    10959   1011006   SH     SOLE         1011006         0         0
VENTAS INC                        COM              92276F100   530718   9294544   SH     SOLE         9294544         0         0
VERA BRADLEY INC                  COM              92335C106    17057    564976   SH     SOLE          564976         0         0
VERASTEM INC                      COM              92337C104       68      6182   SH     SOLE            6182         0         0
VERENIUM CORP                     COM NEW          92340P209     2628    633166   SH     SOLE          633166         0         0
VERIFONE SYS INC                  COM              92342Y109   149507   2882349   SH     SOLE         2882349         0         0
VERIFONE SYS INC                  NOTE 1.375% 6/1  92342YAB5    29781  25000000  PRN     SOLE        25000000         0         0
VERINT SYS INC                    COM              92343X100    13591    419604   SH     SOLE          419604         0         0
VERISIGN INC                      COM              92343E102   196797   5131604   SH     SOLE         5131604         0         0
VERISIGN INC                      SDCV 3.250% 8/1  92343EAD4    24220  18959000  PRN     SOLE        18959000         0         0
VERISK ANALYTICS INC              CL A             92345Y106   161136   3430623   SH     SOLE         3430623         0         0
VERIZON COMMUNICATIONS INC        COM              92343V104  2861249  74843020   SH     SOLE        74843020         0         0
VERMILLION INC                    COM NEW          92407M206       45     22242   SH     SOLE           22242         0         0
VERSANT CORP                      COM NEW          925284309      633     61768   SH     SOLE           61768         0         0
VERSO PAPER CORP                  COM              92531L108      338    179553   SH     SOLE          179553         0         0
VERTEX PHARMACEUTICALS INC        COM              92532F100   221127   5392028   SH     SOLE         5392028         0         0
VERTEX PHARMACEUTICALS INC        NOTE 3.350%10/0  92532FAN0     7012   6117000  PRN     SOLE         6117000         0         0
VIACOM INC NEW                    CL B             92553P201   730331  15388356   SH     SOLE        15388356         0         0
VIAD CORP                         COM NEW          92552R406    11374    585398   SH     SOLE          585398         0         0
VIASAT INC                        COM              92552V100    50112   1039452   SH     SOLE         1039452         0         0
VIASYSTEMS GROUP INC              COM PAR$.01      92553H803     2411    127028   SH     SOLE          127028         0         0
VICAL INC                         COM              925602104     7879   2317240   SH     SOLE         2317240         0         0
VICOR CORP                        COM              925815102     4511    563912   SH     SOLE          563912         0         0
VIDEO DISPLAY CORP                COM              926555103       56      9938   SH     SOLE            9938         0         0
VIEWPOINT FINL GROUP INC MD       COM              92672A101     6737    438061   SH     SOLE          438061         0         0
VILLAGE SUPER MKT INC             CL A NEW         927107409     7084    224258   SH     SOLE          224258         0         0
VIRCO MFG CO                      COM              927651109      195     95200   SH     SOLE           95200         0         0
VIRGIN MEDIA INC                  COM              92769L101   171699   6873446   SH     SOLE         6873446         0         0
VIRGIN MEDIA INC                  NOTE 6.500%11/1  92769LAB7   107973  70686000  PRN     SOLE        70686000         0         0
VIRGINIA COMM BANCORP INC         COM              92778Q109     2784    317111   SH     SOLE          317111         0         0
VIRNETX HLDG CORP                 COM              92823T108    24842   1038091   SH     SOLE         1038091         0         0
VIROPHARMA INC                    COM              928241108    65368   2173857   SH     SOLE         2173857         0         0
VIROPHARMA INC                    NOTE 2.000% 3/1  928241AH1     8113   4734000  PRN     SOLE         4734000         0         0
VIRTUS INVT PARTNERS INC          COM              92828Q109    16828    196174   SH     SOLE          196174         0         0
VIRTUSA CORP                      COM              92827P102     3039    175992   SH     SOLE          175992         0         0
VISA INC                          COM CL A         92826C839  1720870  14583641   SH     SOLE        14583641         0         0
VISHAY INTERTECHNOLOGY INC        COM              928298108    49437   4065552   SH     SOLE         4065552         0         0
VISHAY PRECISION GROUP INC        COM              92835K103     7176    483884   SH     SOLE          483884         0         0
VISION-SCIENCES INC DEL           COM              927912105      190    110264   SH     SOLE          110264         0         0
VISTA GOLD CORP                   COM NEW          927926303     6838   2177795   SH     SOLE         2177795         0         0
VISTAPRINT N V                    SHS              N93540107    40238   1041094   SH     SOLE         1041094         0         0
VISTEON CORP                      COM NEW          92839U206    62323   1175911   SH     SOLE         1175911         0         0
VITACOST COM INC                  COM              92847A200        2       200   SH     SOLE             200         0         0
VITAMIN SHOPPE INC                COM              92849E101    28856    652705   SH     SOLE          652705         0         0
VIVUS INC                         COM              928551100    59228   2648833   SH     SOLE         2648833         0         0
VMWARE INC                        CL A COM         928563402   221358   1969904   SH     SOLE         1969904         0         0
VOCUS INC                         COM              92858J108    12105    913601   SH     SOLE          913601         0         0
VODAFONE GROUP PLC NEW            SPONS ADR NEW    92857W209     4956    179100   SH     SOLE          179100         0         0
VOLCANO CORPORATION               COM              928645100    37954   1337359   SH     SOLE         1337359         0         0
VOLCANO CORPORATION               NOTE 2.875% 9/0  928645AA8    18624  15667000  PRN     SOLE        15667000         0         0
VOLTERRA SEMICONDUCTOR CORP       COM              928708106    22796    662383   SH     SOLE          662383         0         0
VONAGE HLDGS CORP                 COM              92886T201    10593   4793287   SH     SOLE         4793287         0         0
VORNADO RLTY TR                   SH BEN INT       929042109   514234   6107293   SH     SOLE         6107293         0         0
VOXX INTL CORP                    CL A             91829F104    10590    781009   SH     SOLE          781009         0         0
VOYAGER OIL & GAS INC             COM              92911K100     1416    582542   SH     SOLE          582542         0         0
VSE CORP                          COM              918284100     3647    147003   SH     SOLE          147003         0         0
VULCAN MATLS CO                   COM              929160109   160275   3750873   SH     SOLE         3750873         0         0
W & T OFFSHORE INC                COM              92922P106    20408    968122   SH     SOLE          968122         0         0
WABASH NATL CORP                  COM              929566107    17963   1735593   SH     SOLE         1735593         0         0
WABCO HLDGS INC                   COM              92927K102   134396   2222148   SH     SOLE         2222148         0         0
WABTEC CORP                       COM              929740108   115416   1531319   SH     SOLE         1531319         0         0
WADDELL & REED FINL INC           CL A             930059100    75613   2333025   SH     SOLE         2333025         0         0
WAL MART STORES INC               COM              931142103  2796501  45694460   SH     SOLE        45694460         0         0
WALGREEN CO                       COM              931422109   779800  23284558   SH     SOLE        23284558         0         0
WALKER & DUNLOP INC               COM              93148P102     1775    140878   SH     SOLE          140878         0         0
WALTER ENERGY INC                 COM              93317Q105   104091   1758003   SH     SOLE         1758003         0         0
WALTER INVT MGMT CORP             COM              93317W102    19124    848088   SH     SOLE          848088         0         0
WARNACO GROUP INC                 COM NEW          934390402    69720   1193842   SH     SOLE         1193842         0         0
WARNER CHILCOTT PLC IRELAND       SHS A            G94368100    65160   3876285   SH     SOLE         3876285         0         0
WARREN RES INC                    COM              93564A100     8574   2630129   SH     SOLE         2630129         0         0
WARWICK VALLEY TEL CO             COM              936750108      133      8936   SH     SOLE            8936         0         0
WASHINGTON BKG CO OAK HBR WA      COM              937303105     2829    204830   SH     SOLE          204830         0         0
WASHINGTON FED INC                COM              938824109    47740   2836584   SH     SOLE         2836584         0         0
WASHINGTON POST CO                CL B             939640108    65354    174945   SH     SOLE          174945         0         0
WASHINGTON REAL ESTATE INVT       SH BEN INT       939653101    65455   2203878   SH     SOLE         2203878         0         0
WASHINGTON TR BANCORP             COM              940610108    12326    510597   SH     SOLE          510597         0         0
WASTE CONNECTIONS INC             COM              941053100   117337   3607025   SH     SOLE         3607025         0         0
WASTE MGMT INC DEL                COM              94106L109   422786  12093417   SH     SOLE        12093417         0         0
WATERS CORP                       COM              941848103   236403   2551292   SH     SOLE         2551292         0         0
WATSCO INC                        COM              942622200    57980    783087   SH     SOLE          783087         0         0
WATSON PHARMACEUTICALS INC        COM              942683103   271046   4041838   SH     SOLE         4041838         0         0
WATTS WATER TECHNOLOGIES INC      CL A             942749102    31346    769230   SH     SOLE          769230         0         0
WAUSAU PAPER CORP                 COM              943315101    12652   1348813   SH     SOLE         1348813         0         0
WAVE SYSTEMS CORP                 COM NEW          943526301     2080   1118520   SH     SOLE         1118520         0         0
WAYNE SVGS BANCSHARES INC NE      COM              94624Q101       21      2513   SH     SOLE            2513         0         0
WAYSIDE TECHNOLOGY GROUP INC      COM              946760105     2150    151286   SH     SOLE          151286         0         0
WD-40 CO                          COM              929236107    22165    488763   SH     SOLE          488763         0         0
WEATHERFORD INTERNATIONAL LT      REG SHS          H27013103    31986   2119668   SH     SOLE         2119668         0         0
WEB COM GROUP INC                 COM              94733A104    13776    954685   SH     SOLE          954685         0         0
WEBMD HEALTH CORP                 COM              94770V102    37422   1462931   SH     SOLE         1462931         0         0
WEBMEDIABRANDS INC                COM              94770W100      666    640625   SH     SOLE          640625         0         0
WEBSENSE INC                      COM              947684106    23505   1114525   SH     SOLE         1114525         0         0
WEBSTER FINL CORP CONN            COM              947890109    48832   2154029   SH     SOLE         2154029         0         0
WEIGHT WATCHERS INTL INC NEW      COM              948626106    57832    749212   SH     SOLE          749212         0         0
WEINGARTEN RLTY INVS              SH BEN INT       948741103   106525   4030449   SH     SOLE         4030449         0         0
WEIS MKTS INC                     COM              948849104    15255    349896   SH     SOLE          349896         0         0
WELLCARE HEALTH PLANS INC         COM              94946T106   119692   1665168   SH     SOLE         1665168         0         0
WELLPOINT INC                     COM              94973V107   681993   9241099   SH     SOLE         9241099         0         0
WELLS FARGO & CO NEW              COM              949746101  4491170 131551546   SH     SOLE       131551546         0         0
WELLS GARDNER ELECTRS CORP        COM              949765101       42     18231   SH     SOLE           18231         0         0
WENDYS CO                         COM              95058W100    41083   8200263   SH     SOLE         8200263         0         0
WERNER ENTERPRISES INC            COM              950755108    37077   1491422   SH     SOLE         1491422         0         0
WESBANCO INC                      COM              950810101    14383    714149   SH     SOLE          714149         0         0
WESCO AIRCRAFT HLDGS INC          COM              950814103     4157    256580   SH     SOLE          256580         0         0
WESCO INTL INC                    COM              95082P105    89863   1375948   SH     SOLE         1375948         0         0
WEST BANCORPORATION INC           CAP STK          95123P106     1274    127483   SH     SOLE          127483         0         0
WEST COAST BANCORP ORE NEW        COM NEW          952145209     7364    389206   SH     SOLE          389206         0         0
WEST MARINE INC                   COM              954235107     6057    505561   SH     SOLE          505561         0         0
WEST PHARMACEUTICAL SVSC INC      COM              955306105    37759    887823   SH     SOLE          887823         0         0
WESTAMERICA BANCORPORATION        COM              957090103    40377    841179   SH     SOLE          841179         0         0
WESTAR ENERGY INC                 COM              95709T100    86087   3082238   SH     SOLE         3082238         0         0
WESTELL TECHNOLOGIES INC          CL A             957541105     3814   1636733   SH     SOLE         1636733         0         0
WESTERN ALLIANCE BANCORP          COM              957638109    17557   2072883   SH     SOLE         2072883         0         0
WESTERN DIGITAL CORP              COM              958102105   268860   6495776   SH     SOLE         6495776         0         0
WESTERN REFNG INC                 COM              959319104    28466   1512544   SH     SOLE         1512544         0         0
WESTERN UN CO                     COM              959802109   298537  16962319   SH     SOLE        16962319         0         0
WESTFIELD FINANCIAL INC NEW       COM              96008P104    10225   1292611   SH     SOLE         1292611         0         0
WESTLAKE CHEM CORP                COM              960413102    29949    462245   SH     SOLE          462245         0         0
WESTMORELAND COAL CO              COM              960878106     4459    399151   SH     SOLE          399151         0         0
WESTPORT INNOVATIONS INC          COM NEW          960908309    13255    323931   SH     SOLE          323931         0         0
WESTWOOD HLDGS GROUP INC          COM              961765104     9213    237869   SH     SOLE          237869         0         0
WET SEAL INC                      CL A             961840105     9991   2895847   SH     SOLE         2895847         0         0
WEYCO GROUP INC                   COM              962149100     5119    215988   SH     SOLE          215988         0         0
WEYERHAEUSER CO                   COM              962166104   307523  14029355   SH     SOLE        14029355         0         0
WGL HLDGS INC                     COM              92924F106    59162   1453617   SH     SOLE         1453617         0         0
WHIRLPOOL CORP                    COM              963320106   154704   2012802   SH     SOLE         2012802         0         0
WHITE MTNS INS GROUP LTD          COM              G9618E107    75982    151444   SH     SOLE          151444         0         0
WHITESTONE REIT                   CL B SBI         966084204     1189     91205   SH     SOLE           91205         0         0
WHITING PETE CORP NEW             COM              966387102   145841   2685835   SH     SOLE         2685835         0         0
WHOLE FOODS MKT INC               COM              966837106   370548   4453705   SH     SOLE         4453705         0         0
WI-LAN INC                        COM              928972108     4367    847965   SH     SOLE          847965         0         0
WILEY JOHN & SONS INC             CL A             968223206    71840   1509562   SH     SOLE         1509562         0         0
WILLBROS GROUP INC DEL            COM              969203108     4156   1282643   SH     SOLE         1282643         0         0
WILLIAMS CLAYTON ENERGY INC       COM              969490101    17240    217019   SH     SOLE          217019         0         0
WILLIAMS COS INC DEL              COM              969457100   479777  15572130   SH     SOLE        15572130         0         0
WILLIAMS CTLS INC                 COM NEW          969465608       65      5890   SH     SOLE            5890         0         0
WILLIAMS SONOMA INC               COM              969904101   100832   2690288   SH     SOLE         2690288         0         0
WILLIS GROUP HOLDINGS PUBLIC      SHS              G96666105    61303   1752509   SH     SOLE         1752509         0         0
WILLIS LEASE FINANCE CORP         COM              970646105      132     10111   SH     SOLE           10111         0         0
WILSHIRE BANCORP INC              COM              97186T108     8464   1752460   SH     SOLE         1752460         0         0
WINDSTREAM CORP                   COM              97381W104   177707  15182110   SH     SOLE        15182110         0         0
WINMARK CORP                      COM              974250102     1319     22759   SH     SOLE           22759         0         0
WINNEBAGO INDS INC                COM              974637100     8145    831126   SH     SOLE          831126         0         0
WINTHROP RLTY TR                  SH BEN INT NEW   976391300    12628   1089534   SH     SOLE         1089534         0         0
WINTRUST FINANCIAL CORP           COM              97650W108    34762    971284   SH     SOLE          971284         0         0
WIPRO LTD                         SPON ADR 1 SH    97651M109     1876    170501   SH     SOLE          170501         0         0
WIRELESS RONIN TECHNOLOGIES       COM              97652A203      367    412370   SH     SOLE          412370         0         0
WISCONSIN ENERGY CORP             COM              976657106   232801   6617417   SH     SOLE         6617417         0         0
WISDOMTREE INVTS INC              COM              97717P104      226     27031   SH     SOLE           27031         0         0
WISDOMTREE TR                     EM LCL DEBT FD   97717X867       14       265   SH     SOLE             265         0         0
WISDOMTREE TRUST                  ASIA PAC EXJP FD 97717W828       44       685   SH     SOLE             685         0         0
WISDOMTREE TRUST                  INTL SMCAP DIV   97717W760      278      5615   SH     SOLE            5615         0         0
WISDOMTREE TRUST                  CHINESE YUAN ETF 97717W182      512     20201   SH     SOLE           20201         0         0
WMS INDS INC                      COM              929297109    36377   1532970   SH     SOLE         1532970         0         0
WOLVERINE WORLD WIDE INC          COM              978097103    46652   1254764   SH     SOLE         1254764         0         0
WOODWARD INC                      COM              980745103    73624   1718974   SH     SOLE         1718974         0         0
WORLD ACCEP CORP DEL              COM              981419104    27374    446928   SH     SOLE          446928         0         0
WORLD FUEL SVCS CORP              COM              981475106    88747   2164562   SH     SOLE         2164562         0         0
WORLD WRESTLING ENTMT INC         CL A             98156Q108     7232    815330   SH     SOLE          815330         0         0
WORTHINGTON INDS INC              COM              981811102    30005   1564411   SH     SOLE         1564411         0         0
WPCS INTL INC                     COM NEW          92931L203      298    234848   SH     SOLE          234848         0         0
WPX ENERGY INC                    COM              98212B103   121342   6737496   SH     SOLE         6737496         0         0
WRIGHT EXPRESS CORP               COM              98233Q105    72382   1118215   SH     SOLE         1118215         0         0
WRIGHT MED GROUP INC              COM              98235T107    21736   1125055   SH     SOLE         1125055         0         0
WSFS FINL CORP                    COM              929328102    12356    301377   SH     SOLE          301377         0         0
WSI INDS INC                      COM              92932Q102      661    115902   SH     SOLE          115902         0         0
WYNDHAM WORLDWIDE CORP            COM              98310W108   179633   3862235   SH     SOLE         3862235         0         0
WYNN RESORTS LTD                  COM              983134107   279352   2236966   SH     SOLE         2236966         0         0
X-RITE INC                        COM              983857103     4296    946151   SH     SOLE          946151         0         0
XCEL ENERGY INC                   COM              98389B100   347180  13115962   SH     SOLE        13115962         0         0
XENITH BANKSHARES INC             COM              98410X105        2       557   SH     SOLE             557         0         0
XENOPORT INC                      COM              98411C100     5384   1196444   SH     SOLE         1196444         0         0
XERIUM TECHNOLOGIES INC           COM NEW          98416J118     1307    202698   SH     SOLE          202698         0         0
XEROX CORP                        COM              984121103   281475  34857563   SH     SOLE        34857563         0         0
XILINX INC                        COM              983919101   255128   6993654   SH     SOLE         6993654         0         0
XILINX INC                        SDCV 3.125% 3/1  983919AD3    14878  11715000  PRN     SOLE        11715000         0         0
XL GROUP PLC                      SHS              G98290102   185389   8547221   SH     SOLE         8547221         0         0
XO GROUP INC                      COM              983772104     8824    939724   SH     SOLE          939724         0         0
XYLEM INC                         COM              98419M100   199165   7177108   SH     SOLE         7177108         0         0
XYRATEX LTD                       COM              G98268108     6180    388450   SH     SOLE          388450         0         0
YADKIN VALLEY FINANCIAL CORP      COM              984314104       51     17817   SH     SOLE           17817         0         0
YAHOO INC                         COM              984332106   489633  32170362   SH     SOLE        32170362         0         0
YAMANA GOLD INC                   COM              98462Y100   142768   9140073   SH     SOLE         9140073         0         0
YANDEX N V                        SHS CLASS A      N97284108      373     13900   SH     SOLE           13900         0         0
YORK WTR CO                       COM              987184108     4025    232676   SH     SOLE          232676         0         0
YOUNG INNOVATIONS INC             COM              987520103     6276    202990   SH     SOLE          202990         0         0
YPF SOCIEDAD ANONIMA              SPON ADR CL D    984245100    14287    502888   SH     SOLE          502888         0         0
YUM BRANDS INC                    COM              988498101   858982  12067737   SH     SOLE        12067737         0         0
ZAGG INC                          COM              98884U108     6398    601923   SH     SOLE          601923         0         0
ZALE CORP NEW                     COM              988858106     2782    900374   SH     SOLE          900374         0         0
ZALICUS INC                       COM              98887C105     1073    894473   SH     SOLE          894473         0         0
ZAZA ENERGY CORP                  COM              98919T100     3211    687563   SH     SOLE          687563         0         0
ZEBRA TECHNOLOGIES CORP           CL A             989207105    57113   1386922   SH     SOLE         1386922         0         0
ZELTIQ AESTHETICS INC             COM              98933Q108      509     82529   SH     SOLE           82529         0         0
ZEP INC                           COM              98944B108     9351    649355   SH     SOLE          649355         0         0
ZHONE TECHNOLOGIES INC NEW        COM NEW          98950P884      594    512252   SH     SOLE          512252         0         0
ZHONGPIN INC                      COM              98952K107      875     77734   SH     SOLE           77734         0         0
ZILLOW INC                        CL A             98954A107     1626     45674   SH     SOLE           45674         0         0
ZIMMER HLDGS INC                  COM              98956P102   311550   4846758   SH     SOLE         4846758         0         0
ZION OIL & GAS INC                COM              989696109      885    335063   SH     SOLE          335063         0         0
ZIONS BANCORPORATION              COM              989701107   105749   4927723   SH     SOLE         4927723         0         0
ZIOPHARM ONCOLOGY INC             COM              98973P101     4214    780460   SH     SOLE          780460         0         0
ZIPCAR INC                        COM              98974X103     6933    468107   SH     SOLE          468107         0         0
ZIX CORP                          COM              98974P100     5973   2052480   SH     SOLE         2052480         0         0
ZOGENIX INC                       COM              98978L105      377    188629   SH     SOLE          188629         0         0
ZOLL MED CORP                     COM              989922109    55190    595813   SH     SOLE          595813         0         0
ZOLTEK COS INC                    COM              98975W104     9742    860605   SH     SOLE          860605         0         0
ZOOM TECHNOLOGIES INC             COM NEW          98976E301      683    604200   SH     SOLE          604200         0         0
ZUMIEZ INC                        COM              989817101    20108    556853   SH     SOLE          556853         0         0
ZYGO CORP                         COM              989855101    10092    515687   SH     SOLE          515687         0         0
ZYNGA INC                         CL A             98986T108    12675    963842   SH     SOLE          963842         0         0
1 800 FLOWERS COM                 CL A             68243Q106      873    288081   SH     SOLE          288081         0         0
1ST SOURCE CORP                   COM              336901103    10749    439265   SH     SOLE          439265         0         0
1ST UNITED BANCORP INC FLA        COM              33740N105     1891    312562   SH     SOLE          312562         0         0
21ST CENTY HLDG CO                COM              90136Q100     1325    294408   SH     SOLE          294408         0         0
3-D SYS CORP DEL                  COM NEW          88554D205    27471   1167001   SH     SOLE         1167001         0         0
3M CO                             COM              88579Y101  1602013  17957776   SH     SOLE        17957776         0         0
8X8 INC NEW                       COM              282914100     8393   1998345   SH     SOLE         1998345         0         0