BlackRock Institutional Trust Company

BlackRock Institutional Trust Company as of June 30, 2012

Portfolio Holdings for BlackRock Institutional Trust Company

BlackRock Institutional Trust Company holds 0 positions in its portfolio as reported in the June 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}
1 800 FLOWERS COM                 CL A             68243Q106     1008    288761   SH     SOLE          288761         0         0
1ST SOURCE CORP                   COM              336901103     9781    432802   SH     SOLE          432802         0         0
1ST UNITED BANCORP INC FLA        COM              33740N105     2228    358718   SH     SOLE          358718         0         0
21ST CENTY HLDG CO                COM              90136Q100     1064    268718   SH     SOLE          268718         0         0
3-D SYS CORP DEL                  COM NEW          88554D205    39979   1171032   SH     SOLE         1171032         0         0
3M CO                             COM              88579Y101  1636981  18269875   SH     SOLE        18269875         0         0
8X8 INC NEW                       COM              282914100     9028   2149588   SH     SOLE         2149588         0         0
A H BELO CORP                     COM CL A         001282102     1644    409079   SH     SOLE          409079         0         0
A123 SYS INC                      COM              03739T108     3762   2985758   SH     SOLE         2985758         0         0
A123 SYS INC                      NOTE  3.750% 4   03739TAA6      258   1000000  PRN     SOLE         1000000         0         0
AAON INC                          COM PAR $0.004   000360206    10633    564069   SH     SOLE          564069         0         0
AAR CORP                          COM              000361105    15568   1154877   SH     SOLE         1154877         0         0
AARONS INC                        COM PAR $0.50    002535300    57390   2027188   SH     SOLE         2027188         0         0
AASTROM BIOSCIENCES INC           COM NEW          00253U305     3394   1578584   SH     SOLE         1578584         0         0
ABAXIS INC                        COM              002567105    22844    617398   SH     SOLE          617398         0         0
ABBOTT LABS                       COM              002824100  2701437  41902234   SH     SOLE        41902234         0         0
ABERCROMBIE & FITCH CO            CL A             002896207   101136   2962380   SH     SOLE         2962380         0         0
ABIOMED INC                       COM              003654100    21581    945711   SH     SOLE          945711         0         0
ABM INDS INC                      COM              000957100    24810   1268411   SH     SOLE         1268411         0         0
ABOVENET INC                      COM              00374N107    55825    664585   SH     SOLE          664585         0         0
ABRAXAS PETE CORP                 COM              003830106     8858   2781106   SH     SOLE         2781106         0         0
ACACIA RESH CORP                  ACACIA TCH COM   003881307    49234   1322084   SH     SOLE         1322084         0         0
ACADIA HEALTHCARE COMPANY IN      COM              00404A109     4847    276335   SH     SOLE          276335         0         0
ACADIA PHARMACEUTICALS INC        COM              004225108     2954   1678182   SH     SOLE         1678182         0         0
ACADIA RLTY TR                    COM SH BEN INT   004239109    37173   1603661   SH     SOLE         1603661         0         0
ACCELRYS INC                      COM              00430U103    14132   1746806   SH     SOLE         1746806         0         0
ACCENTURE PLC IRELAND             SHS CLASS A      G1151C101  1022319  17013126   SH     SOLE        17013126         0         0
ACCESS NATL CORP                  COM              004337101      779     59481   SH     SOLE           59481         0         0
ACCO BRANDS CORP                  COM              00081T108    27550   2664404   SH     SOLE         2664404         0         0
ACCRETIVE HEALTH INC              COM              00438V103    16358   1492546   SH     SOLE         1492546         0         0
ACCURAY INC                       COM              004397105    12897   1892476   SH     SOLE         1892476         0         0
ACCURIDE CORP NEW                 COM NEW          00439T206     3843    640438   SH     SOLE          640438         0         0
ACE LTD                           SHS              H0023R105   733906   9900260   SH     SOLE         9900260         0         0
ACETO CORP                        COM              004446100     7083    784411   SH     SOLE          784411         0         0
ACHILLION PHARMACEUTICALS IN      COM              00448Q201     8922   1438968   SH     SOLE         1438968         0         0
ACI WORLDWIDE INC                 COM              004498101    52548   1188592   SH     SOLE         1188592         0         0
ACME PACKET INC                   COM              004764106    23404   1254903   SH     SOLE         1254903         0         0
ACORDA THERAPEUTICS INC           COM              00484M106    29167   1237972   SH     SOLE         1237972         0         0
ACORN ENERGY INC                  COM              004848107     1540    185105   SH     SOLE          185105         0         0
ACTIVE NETWORK INC                COM              00506D100     8681    564075   SH     SOLE          564075         0         0
ACTIVE POWER INC                  COM              00504W100     1460   1809816   SH     SOLE         1809816         0         0
ACTIVISION BLIZZARD INC           COM              00507V109   117306   9783636   SH     SOLE         9783636         0         0
ACTUANT CORP                      CL A NEW         00508X203    49763   1832230   SH     SOLE         1832230         0         0
ACTUATE CORP                      COM              00508B102    10955   1580795   SH     SOLE         1580795         0         0
ACUITY BRANDS INC                 COM              00508Y102    63626   1249774   SH     SOLE         1249774         0         0
ACURA PHARMACEUTICALS INC         COM NEW          00509L703      440    140079   SH     SOLE          140079         0         0
ACXIOM CORP                       COM              005125109    35416   2343854   SH     SOLE         2343854         0         0
ADA ES INC                        COM              005208103     2392     94303   SH     SOLE           94303         0         0
ADAMS RES & ENERGY INC            COM NEW          006351308     6058    144521   SH     SOLE          144521         0         0
ADECOAGRO S A                     COM              L00849106       10      1136   SH     SOLE            1136         0         0
ADEPT TECHNOLOGY INC              COM NEW          006854202      557    128082   SH     SOLE          128082         0         0
ADOBE SYS INC                     COM              00724F101   423717  13089818   SH     SOLE        13089818         0         0
ADTRAN INC                        COM              00738A106    55163   1827210   SH     SOLE         1827210         0         0
ADVANCE AUTO PARTS INC            COM              00751Y106   175397   2571052   SH     SOLE         2571052         0         0
ADVANCED ENERGY INDS              COM              007973100    14183   1056819   SH     SOLE         1056819         0         0
ADVANCED MICRO DEVICES INC        COM              007903107    88798  15497068   SH     SOLE        15497068         0         0
ADVANCED MICRO DEVICES INC        NOTE  6.000% 5   007903AL1     6606   6549000  PRN     SOLE         6549000         0         0
ADVANCED MICRO DEVICES INC        NOTE  5.750% 8   007903AN7     5720   5706000  PRN     SOLE         5706000         0         0
ADVANCED PHOTONIX INC             CL A             00754E107      298    552734   SH     SOLE          552734         0         0
ADVENT SOFTWARE INC               COM              007974108    26558    979656   SH     SOLE          979656         0         0
ADVENTRX PHARMACEUTICALS INC      COM NEW          00764X202       36     70054   SH     SOLE           70054         0         0
ADVISORY BRD CO                   COM              00762W107    45460    916716   SH     SOLE          916716         0         0
AECOM TECHNOLOGY CORP DELAWA      COM              00766T100    46553   2829987   SH     SOLE         2829987         0         0
AEGERION PHARMACEUTICALS INC      COM              00767E102     4039    272173   SH     SOLE          272173         0         0
AEGION CORP                       COM              00770F104    19361   1082212   SH     SOLE         1082212         0         0
AEP INDS INC                      COM              001031103     8837    202912   SH     SOLE          202912         0         0
AERCAP HOLDINGS NV                SHS              N00985106       28      2449   SH     SOLE            2449         0         0
AEROFLEX HLDG CORP                COM              007767106     1457    240825   SH     SOLE          240825         0         0
AEROPOSTALE                       COM              007865108    43607   2445722   SH     SOLE         2445722         0         0
AEROVIRONMENT INC                 COM              008073108    13500    513120   SH     SOLE          513120         0         0
AES CORP                          COM              00130H105   228784  17831957   SH     SOLE        17831957         0         0
AETNA INC NEW                     COM              00817Y108   354887   9153655   SH     SOLE         9153655         0         0
AFC ENTERPRISES INC               COM              00104Q107    18164    784980   SH     SOLE          784980         0         0
AFFILIATED MANAGERS GROUP         COM              008252108   148655   1358199   SH     SOLE         1358199         0         0
AFFYMAX INC                       COM              00826A109    12970   1006994   SH     SOLE         1006994         0         0
AFFYMETRIX INC                    COM              00826T108     8893   1896243   SH     SOLE         1896243         0         0
AFLAC INC                         COM              001055102   533405  12524183   SH     SOLE        12524183         0         0
AG MTG INVT TR INC                COM              001228105     8003    372409   SH     SOLE          372409         0         0
AGCO CORP                         COM              001084102   124247   2716974   SH     SOLE         2716974         0         0
AGILENT TECHNOLOGIES INC          COM              00846U101   363813   9271492   SH     SOLE         9271492         0         0
AGILYSYS INC                      COM              00847J105     4741    546790   SH     SOLE          546790         0         0
AGL RES INC                       COM              001204106   120545   3110834   SH     SOLE         3110834         0         0
AGREE REALTY CORP                 COM              008492100    12407    560664   SH     SOLE          560664         0         0
AIR LEASE CORP                    CL A             00912X302    27417   1413983   SH     SOLE         1413983         0         0
AIR METHODS CORP                  COM PAR $.06     009128307    32843    334275   SH     SOLE          334275         0         0
AIR PRODS & CHEMS INC             COM              009158106   451038   5586999   SH     SOLE         5586999         0         0
AIR T INC                         COM              009207101      151     17264   SH     SOLE           17264         0         0
AIR TRANSPORT SERVICES GRP I      COM              00922R105     7714   1483555   SH     SOLE         1483555         0         0
AIRCASTLE LTD                     COM              G0129K104    25597   2124264   SH     SOLE         2124264         0         0
AIRGAS INC                        COM              009363102   151620   1804790   SH     SOLE         1804790         0         0
AK STL HLDG CORP                  COM              001547108    17721   3018826   SH     SOLE         3018826         0         0
AKAMAI TECHNOLOGIES INC           COM              00971T101   154798   4875524   SH     SOLE         4875524         0         0
AKORN INC                         COM              009728106    26971   1710248   SH     SOLE         1710248         0         0
ALAMO GROUP INC                   COM              011311107     8085    257722   SH     SOLE          257722         0         0
ALASKA AIR GROUP INC              COM              011659109    76203   2122654   SH     SOLE         2122654         0         0
ALASKA COMMUNICATIONS SYS GR      COM              01167P101     2595   1235552   SH     SOLE         1235552         0         0
ALBANY INTL CORP                  CL A             012348108    13902    743046   SH     SOLE          743046         0         0
ALBANY MOLECULAR RESH INC         COM              012423109     1525    597941   SH     SOLE          597941         0         0
ALBEMARLE CORP                    COM              012653101   144104   2416239   SH     SOLE         2416239         0         0
ALCOA INC                         COM              013817101   260091  29724670   SH     SOLE        29724670         0         0
ALCOA INC                         NOTE  5.250% 3   013817AT8    36543  24423000  PRN     SOLE        24423000         0         0
ALERE INC                         COM              01449J105    43267   2225668   SH     SOLE         2225668         0         0
ALEXANDER & BALDWIN HLDGS IN      COM              014481105    53705   1008546   SH     SOLE         1008546         0         0
ALEXANDER & BALDWIN INC NEW       COM              014491104     1256     49909   SH     SOLE           49909         0         0
ALEXANDERS INC                    COM              014752109    37532     87059   SH     SOLE           87059         0         0
ALEXANDRIA REAL ESTATE EQ IN      COM              015271109   151736   2086579   SH     SOLE         2086579         0         0
ALEXCO RESOURCE CORP              COM              01535P106      813    184331   SH     SOLE          184331         0         0
ALEXION PHARMACEUTICALS INC       COM              015351109   503773   5073246   SH     SOLE         5073246         0         0
ALICO INC                         COM              016230104     4692    153623   SH     SOLE          153623         0         0
ALIGN TECHNOLOGY INC              COM              016255101    60530   1809011   SH     SOLE         1809011         0         0
ALKERMES PLC                      SHS              G01767105    50656   2985020   SH     SOLE         2985020         0         0
ALLEGHANY CORP DEL                COM              017175100   161381    475000   SH     SOLE          475000         0         0
ALLEGHENY TECHNOLOGIES INC        COM              01741R102    92301   2894367   SH     SOLE         2894367         0         0
ALLEGIANT TRAVEL CO               COM              01748X102    26185    375788   SH     SOLE          375788         0         0
ALLERGAN INC                      COM              018490102   770790   8326569   SH     SOLE         8326569         0         0
ALLETE INC                        COM NEW          018522300    38679    925332   SH     SOLE          925332         0         0
ALLIANCE BANKSHARES CORP          COM              018535104        2       503   SH     SOLE             503         0         0
ALLIANCE DATA SYSTEMS CORP        COM              018581108   178743   1324025   SH     SOLE         1324025         0         0
ALLIANCE FIBER OPTIC PRODS I      COM NEW          018680306     1600    178971   SH     SOLE          178971         0         0
ALLIANCE FINANCIAL CORP NY        COM              019205103     6669    194209   SH     SOLE          194209         0         0
ALLIANCE HEALTHCARE SRVCS IN      COM NEW          018606202      721    722215   SH     SOLE          722215         0         0
ALLIANCE ONE INTL INC             COM              018772103     8658   2502307   SH     SOLE         2502307         0         0
ALLIANT ENERGY CORP               COM              018802108   134259   2946214   SH     SOLE         2946214         0         0
ALLIANT TECHSYSTEMS INC           COM              018804104    56298   1113277   SH     SOLE         1113277         0         0
ALLIANT TECHSYSTEMS INC           NOTE  3.000% 8   018804AK0       59     59000  PRN     SOLE           59000         0         0
ALLIED MOTION TECHNOLOGIES I      COM              019330109      448     74612   SH     SOLE           74612         0         0
ALLIED NEVADA GOLD CORP           COM              019344100    57619   2030262   SH     SOLE         2030262         0         0
ALLIED WRLD ASSUR COM HLDG A      SHS              H01531104    77775    978677   SH     SOLE          978677         0         0
ALLISON TRANSMISSION HLDGS I      COM              01973R101     5063    288320   SH     SOLE          288320         0         0
ALLOS THERAPEUTICS INC            COM              019777101     4285   2393878   SH     SOLE         2393878         0         0
ALLSCRIPTS HEALTHCARE SOLUTN      COM              01988P108    64385   5890633   SH     SOLE         5890633         0         0
ALLSTATE CORP                     COM              020002101   451652  12871244   SH     SOLE        12871244         0         0
ALMOST FAMILY INC                 COM              020409108     5966    267066   SH     SOLE          267066         0         0
ALNYLAM PHARMACEUTICALS INC       COM              02043Q107    14722   1263723   SH     SOLE         1263723         0         0
ALON USA ENERGY INC               COM              020520102     4012    474255   SH     SOLE          474255         0         0
ALPHA & OMEGA SEMICONDUCTOR       SHS              G6331P104     1805    197282   SH     SOLE          197282         0         0
ALPHA NATURAL RESOURCES INC       COM              02076X102    51943   5963558   SH     SOLE         5963558         0         0
ALPHA NATURAL RESOURCES INC       NOTE  2.375% 4   02076XAA0     3499   4135000  PRN     SOLE         4135000         0         0
ALPHATEC HOLDINGS INC             COM              02081G102     3238   1759845   SH     SOLE         1759845         0         0
ALTERA CORP                       COM              021441100   302495   8938971   SH     SOLE         8938971         0         0
ALTERRA CAPITAL HOLDINGS LIM      COM              G0229R108     1536     65796   SH     SOLE           65796         0         0
ALTISOURCE PORTFOLIO SOLNS S      REG SHS          L0175J104      949     12962   SH     SOLE           12962         0         0
ALTRA HOLDINGS INC                COM              02208R106    11781    748487   SH     SOLE          748487         0         0
ALTRIA GROUP INC                  COM              02209S103  1832820  53048335   SH     SOLE        53048335         0         0
AMAG PHARMACEUTICALS INC          COM              00163U106    10419    676563   SH     SOLE          676563         0         0
AMAZON COM INC                    COM              023135106  2158396   9452140   SH     SOLE         9452140         0         0
AMBASSADORS GROUP INC             COM              023177108     2373    436218   SH     SOLE          436218         0         0
AMBIENT CORP                      COM NEW          02318N201      142     25965   SH     SOLE           25965         0         0
AMC NETWORKS INC                  CL A             00164V103    55371   1557563   SH     SOLE         1557563         0         0
AMCOL INTL CORP                   COM              02341W103    19949    704652   SH     SOLE          704652         0         0
AMDOCS LTD                        ORD              G02602103    71140   2393661   SH     SOLE         2393661         0         0
AMEDISYS INC                      COM              023436108    11084    890314   SH     SOLE          890314         0         0
AMERCO                            COM              023586100    21243    236116   SH     SOLE          236116         0         0
AMEREN CORP                       COM              023608102   218800   6523551   SH     SOLE         6523551         0         0
AMERESCO INC                      CL A             02361E108     2966    248579   SH     SOLE          248579         0         0
AMERICA MOVIL SAB DE CV           SPON ADR L SHS   02364W105    30331   1163908   SH     SOLE         1163908         0         0
AMERICAN APPAREL INC              COM              023850100      770    897850   SH     SOLE          897850         0         0
AMERICAN ASSETS TR INC            COM              024013104    19450    802080   SH     SOLE          802080         0         0
AMERICAN AXLE & MFG HLDGS IN      COM              024061103    19598   1868279   SH     SOLE         1868279         0         0
AMERICAN CAMPUS CMNTYS INC        COM              024835100   108334   2408501   SH     SOLE         2408501         0         0
AMERICAN CAP LTD                  COM              02503Y103    37933   3770722   SH     SOLE         3770722         0         0
AMERICAN CAP MTG INVT CORP        COM              02504A104    14493    607791   SH     SOLE          607791         0         0
AMERICAN CAPITAL AGENCY CORP      COM              02503X105   221565   6592244   SH     SOLE         6592244         0         0
AMERICAN DG ENERGY INC            COM              025398108      382    168476   SH     SOLE          168476         0         0
AMERICAN EAGLE OUTFITTERS NE      COM              02553E106    99586   5047465   SH     SOLE         5047465         0         0
AMERICAN ELEC PWR INC             COM              025537101   558439  13995956   SH     SOLE        13995956         0         0
AMERICAN EQTY INVT LIFE HLD       COM              025676206    17718   1609240   SH     SOLE         1609240         0         0
AMERICAN EXPRESS CO               COM              025816109  1551001  26644927   SH     SOLE        26644927         0         0
AMERICAN FINL GROUP INC OHIO      COM              025932104    85067   2168415   SH     SOLE         2168415         0         0
AMERICAN GREETINGS CORP           CL A             026375105    14182    970034   SH     SOLE          970034         0         0
AMERICAN INTL GROUP INC           *W EXP 01/19/2   026874156      151     14645   SH     SOLE           14645         0         0
AMERICAN INTL GROUP INC           COM NEW          026874784   548149  17081627   SH     SOLE        17081627         0         0
AMERICAN NATL BANKSHARES INC      COM              027745108     4866    206525   SH     SOLE          206525         0         0
AMERICAN NATL INS CO              COM              028591105    19314    270993   SH     SOLE          270993         0         0
AMERICAN PAC CORP                 COM              028740108       71      6794   SH     SOLE            6794         0         0
AMERICAN PUBLIC EDUCATION IN      COM              02913V103    20695    646718   SH     SOLE          646718         0         0
AMERICAN RAILCAR INDS INC         COM              02916P103     3355    123784   SH     SOLE          123784         0         0
AMERICAN REPROGRAPHICS CO         COM              029263100     5435   1080477   SH     SOLE         1080477         0         0
AMERICAN RLTY CAP TR INC          COM              02917L101    34171   3129258   SH     SOLE         3129258         0         0
AMERICAN RLTY INVS INC            COM              029174109       81     41034   SH     SOLE           41034         0         0
AMERICAN SCIENCE & ENGR INC       COM              029429107    15203    269310   SH     SOLE          269310         0         0
AMERICAN SOFTWARE INC             CL A             029683109     6193    778969   SH     SOLE          778969         0         0
AMERICAN STS WTR CO               COM              029899101    22523    569049   SH     SOLE          569049         0         0
AMERICAN SUPERCONDUCTOR CORP      COM              030111108     6467   1376006   SH     SOLE         1376006         0         0
AMERICAN TOWER CORP NEW           COM              03027X100   724884  10368812   SH     SOLE        10368812         0         0
AMERICAN VANGUARD CORP            COM              030371108    19484    732748   SH     SOLE          732748         0         0
AMERICAN WOODMARK CORP            COM              030506109     5121    299471   SH     SOLE          299471         0         0
AMERICAN WTR WKS CO INC NEW       COM              030420103   210147   6130301   SH     SOLE         6130301         0         0
AMERICAS CAR MART INC             COM              03062T105    10983    282707   SH     SOLE          282707         0         0
AMERIGON INC                      COM              03070L300     9799    852836   SH     SOLE          852836         0         0
AMERIGROUP CORP                   COM              03073T102    81097   1230423   SH     SOLE         1230423         0         0
AMERIPRISE FINL INC               COM              03076C106   338050   6468612   SH     SOLE         6468612         0         0
AMERIS BANCORP                    COM              03076K108    10632    843839   SH     SOLE          843839         0         0
AMERISAFE INC                     COM              03071H100    15146    583672   SH     SOLE          583672         0         0
AMERISERV FINL INC                COM              03074A102      405    143476   SH     SOLE          143476         0         0
AMERISOURCEBERGEN CORP            COM              03073E105   308884   7849645   SH     SOLE         7849645         0         0
AMERISTAR CASINOS INC             COM              03070Q101    18120   1019698   SH     SOLE         1019698         0         0
AMES NATL CORP                    COM              031001100     4273    185880   SH     SOLE          185880         0         0
AMETEK INC NEW                    COM              031100100   209447   4196485   SH     SOLE         4196485         0         0
AMGEN INC                         COM              031162100  1532463  21018554   SH     SOLE        21018554         0         0
AMGEN INC                         NOTE  0.375% 2   031162AQ3    52000  50000000  PRN     SOLE        50000000         0         0
AMICUS THERAPEUTICS INC           COM              03152W109     1569    285215   SH     SOLE          285215         0         0
AMKOR TECHNOLOGY INC              COM              031652100    11699   2397397   SH     SOLE         2397397         0         0
AMN HEALTHCARE SERVICES INC       COM              001744101     8136   1371958   SH     SOLE         1371958         0         0
AMPAL AMERN ISRAEL CORP           CL A             032015109        5     40968   SH     SOLE           40968         0         0
AMPCO-PITTSBURGH CORP             COM              032037103     6306    344049   SH     SOLE          344049         0         0
AMPHENOL CORP NEW                 CL A             032095101   232655   4236246   SH     SOLE         4236246         0         0
AMPIO PHARMACEUTICALS INC         COM              03209T109     1245    245171   SH     SOLE          245171         0         0
AMREP CORP NEW                    COM              032159105       13      2123   SH     SOLE            2123         0         0
AMSURG CORP                       COM              03232P405    25970    866241   SH     SOLE          866241         0         0
AMTRUST FINANCIAL SERVICES I      COM              032359309    18903    636251   SH     SOLE          636251         0         0
AMYLIN PHARMACEUTICALS INC        COM              032346108   101868   3612323   SH     SOLE         3612323         0         0
AMYLIN PHARMACEUTICALS INC        NOTE  3.000% 6   032346AF5    32198  31605000  PRN     SOLE        31605000         0         0
AMYRIS INC                        COM              03236M101     1566    353568   SH     SOLE          353568         0         0
ANACOR PHARMACEUTICALS INC        COM              032420101      978    150707   SH     SOLE          150707         0         0
ANADARKO PETE CORP                COM              032511107  1089285  16454451   SH     SOLE        16454451         0         0
ANADIGICS INC                     COM              032515108     3891   2161876   SH     SOLE         2161876         0         0
ANALOG DEVICES INC                COM              032654105   301065   7992170   SH     SOLE         7992170         0         0
ANALOGIC CORP                     COM PAR $0.05    032657207    20514    330875   SH     SOLE          330875         0         0
ANALYSTS INTL CORP                COM NEW          032681207      158     36766   SH     SOLE           36766         0         0
ANAREN INC                        COM              032744104     9328    475924   SH     SOLE          475924         0         0
ANCESTRY COM INC                  COM              032803108    28299   1027927   SH     SOLE         1027927         0         0
ANDERSONS INC                     COM              034164103    21111    494868   SH     SOLE          494868         0         0
ANGEION CORP                      COM              03462H404      488     85518   SH     SOLE           85518         0         0
ANGIES LIST INC                   COM              034754101     6683    421887   SH     SOLE          421887         0         0
ANGIODYNAMICS INC                 COM              03475V101    10710    891764   SH     SOLE          891764         0         0
ANGLOGOLD ASHANTI LTD             SPONSORED ADR    035128206    15650    455743   SH     SOLE          455743         0         0
ANIKA THERAPEUTICS INC            COM              035255108     4772    351119   SH     SOLE          351119         0         0
ANIXTER INTL INC                  COM              035290105    39627    746981   SH     SOLE          746981         0         0
ANIXTER INTL INC                  NOTE  1.000% 2   035290AJ4     2237   2125000  PRN     SOLE         2125000         0         0
ANN INC                           COM              035623107    38397   1506350   SH     SOLE         1506350         0         0
ANNALY CAP MGMT INC               COM              035710409   373061  22232499   SH     SOLE        22232499         0         0
ANNIES INC                        COM              03600T104     2854     68171   SH     SOLE           68171         0         0
ANSYS INC                         COM              03662Q105   155638   2466139   SH     SOLE         2466139         0         0
ANTARES PHARMA INC                COM              036642106    10998   3029668   SH     SOLE         3029668         0         0
ANTHERA PHARMACEUTICALS INC       COM              03674U102        7     10900   SH     SOLE           10900         0         0
ANWORTH MORTGAGE ASSET CP         COM              037347101    24792   3516576   SH     SOLE         3516576         0         0
AOL INC                           COM              00184X105    77821   2771403   SH     SOLE         2771403         0         0
AON PLC                           SHS CL A         G0408V102   398657   8521962   SH     SOLE         8521962         0         0
APACHE CORP                       COM              037411105   949701  10805569   SH     SOLE        10805569         0         0
APACHE CORP                       PFD CONV SER D   037411808      136      2700   SH     SOLE            2700         0         0
APARTMENT INVT & MGMT CO          CL A             03748R101   119195   4409718   SH     SOLE         4409718         0         0
APCO OIL & GAS INTERNATIONAL      SHS              G0471F109     4671    258764   SH     SOLE          258764         0         0
API TECHNOLOGIES CORP             COM NEW          00187E203      995    270376   SH     SOLE          270376         0         0
APOGEE ENTERPRISES INC            COM              037598109    13715    853429   SH     SOLE          853429         0         0
APOLLO COML REAL EST FIN INC      COM              03762U105     4713    293290   SH     SOLE          293290         0         0
APOLLO GROUP INC                  CL A             037604105   114699   3169359   SH     SOLE         3169359         0         0
APOLLO INVT CORP                  COM              03761U106    25872   3373185   SH     SOLE         3373185         0         0
APOLLO RESIDENTIAL MTG INC        COM              03763V102     7263    376690   SH     SOLE          376690         0         0
APPLE INC                         COM              037833100 14689610  25153441   SH     SOLE        25153441         0         0
APPLIED INDL TECHNOLOGIES IN      COM              03820C105    40427   1097060   SH     SOLE         1097060         0         0
APPLIED MATLS INC                 COM              038222105   384293  33577407   SH     SOLE        33577407         0         0
APPLIED MICRO CIRCUITS CORP       COM NEW          03822W406    10114   1768210   SH     SOLE         1768210         0         0
APPROACH RESOURCES INC            COM              03834A103    17039    667164   SH     SOLE          667164         0         0
APTARGROUP INC                    COM              038336103    85041   1665840   SH     SOLE         1665840         0         0
AQUA AMERICA INC                  COM              03836W103    89888   3601264   SH     SOLE         3601264         0         0
ARABIAN AMERN DEV CO              COM              038465100     2060    212625   SH     SOLE          212625         0         0
ARBITRON INC                      COM              03875Q108    24922    712062   SH     SOLE          712062         0         0
ARBOR RLTY TR INC                 COM              038923108     4042    755437   SH     SOLE          755437         0         0
ARCA BIOPHARMA INC                COM              00211Y100      163    339036   SH     SOLE          339036         0         0
ARCH CAP GROUP LTD                ORD              G0450A105   125020   3149911   SH     SOLE         3149911         0         0
ARCH COAL INC                     COM              039380100    42522   6171490   SH     SOLE         6171490         0         0
ARCHER DANIELS MIDLAND CO         COM              039483102   517140  17518276   SH     SOLE        17518276         0         0
ARCOS DORADOS HOLDINGS INC        SHS CLASS -A -   G0457F107     1280     86600   SH     SOLE           86600         0         0
ARCTIC CAT INC                    COM              039670104    13597    371922   SH     SOLE          371922         0         0
ARDEN GROUP INC                   CL A             039762109     3266     37451   SH     SOLE           37451         0         0
ARENA PHARMACEUTICALS INC         COM              040047102    52813   5294577   SH     SOLE         5294577         0         0
ARES CAP CORP                     COM              04010L103    33640   2107776   SH     SOLE         2107776         0         0
ARES COML REAL ESTATE CORP        COM              04013V108     1461     83590   SH     SOLE           83590         0         0
ARGAN INC                         COM              04010E109     1717    122818   SH     SOLE          122818         0         0
ARGO GROUP INTL HLDGS LTD         COM              G0464B107    23299    795999   SH     SOLE          795999         0         0
ARIAD PHARMACEUTICALS INC         COM              04033A100    67312   3911211   SH     SOLE         3911211         0         0
ARIBA INC                         COM NEW          04033V203   104460   2333779   SH     SOLE         2333779         0         0
ARK RESTAURANTS CORP              COM              040712101       26      1816   SH     SOLE            1816         0         0
ARKANSAS BEST CORP DEL            COM              040790107    10153    805803   SH     SOLE          805803         0         0
ARLINGTON ASSET INVT CORP         CL A NEW         041356205     5748    264740   SH     SOLE          264740         0         0
ARMOUR RESIDENTIAL REIT INC       COM              042315101    35924   5052543   SH     SOLE         5052543         0         0
ARMSTRONG WORLD INDS INC NEW      COM              04247X102    24009    488378   SH     SOLE          488378         0         0
AROTECH CORP                      COM NEW          042682203       13     12880   SH     SOLE           12880         0         0
ARQULE INC                        COM              04269E107    10079   1699717   SH     SOLE         1699717         0         0
ARRAY BIOPHARMA INC               COM              04269X105    10432   3006411   SH     SOLE         3006411         0         0
ARRIS GROUP INC                   COM              04269Q100    42400   3048146   SH     SOLE         3048146         0         0
ARROW ELECTRS INC                 COM              042735100    96523   2941874   SH     SOLE         2941874         0         0
ARROW FINL CORP                   COM              042744102    10455    432543   SH     SOLE          432543         0         0
ARROWHEAD RESH CORP               COM NEW          042797209      485    126219   SH     SOLE          126219         0         0
ARTESIAN RESOURCES CORP           CL A             043113208     2418    112268   SH     SOLE          112268         0         0
ARTHROCARE CORP                   COM              043136100    24130    824126   SH     SOLE          824126         0         0
ARTIO GLOBAL INVS INC             COM CL A         04315B107     1762    503331   SH     SOLE          503331         0         0
ARUBA NETWORKS INC                COM              043176106    44857   2980521   SH     SOLE         2980521         0         0
ARVINMERITOR INC                  FRNT  4.625% 3   043353AF8     2760   3177000  PRN     SOLE         3177000         0         0
ARVINMERITOR INC                  FRNT  4.000% 2   043353AH4     1476   2015000  PRN     SOLE         2015000         0         0
ASBURY AUTOMOTIVE GROUP INC       COM              043436104    19778    834879   SH     SOLE          834879         0         0
ASBURY AUTOMOTIVE GROUP INC       NOTE  3.000% 9   043436AG9      125    125000  PRN     SOLE          125000         0         0
ASCENA RETAIL GROUP INC           COM              04351G101    62257   3343580   SH     SOLE         3343580         0         0
ASCENT CAP GROUP INC              COM SER A        043632108    21128    408276   SH     SOLE          408276         0         0
ASHFORD HOSPITALITY TR INC        COM SHS          044103109    23482   2785536   SH     SOLE         2785536         0         0
ASHLAND INC NEW                   COM              044209104   132556   1912515   SH     SOLE         1912515         0         0
ASPEN INSURANCE HOLDINGS LTD      SHS              G05384105    70985   2456242   SH     SOLE         2456242         0         0
ASPEN TECHNOLOGY INC              COM              045327103    58766   2538495   SH     SOLE         2538495         0         0
ASSET ACCEP CAP CORP              COM              04543P100     2577    378991   SH     SOLE          378991         0         0
ASSISTED LIVING CONCPT NEV N      CL A NEW         04544X300     8340    586484   SH     SOLE          586484         0         0
ASSOCIATED BANC CORP              COM              045487105    65925   4998067   SH     SOLE         4998067         0         0
ASSOCIATED ESTATES RLTY CORP      COM              045604105    23651   1582011   SH     SOLE         1582011         0         0
ASSURANT INC                      COM              04621X108    81102   2327836   SH     SOLE         2327836         0         0
ASSURED GUARANTY LTD              COM              G0585R106    63819   4526152   SH     SOLE         4526152         0         0
ASTA FDG INC                      COM              046220109     3355    358098   SH     SOLE          358098         0         0
ASTEA INTL INC                    COM NEW          04622E208      343    108455   SH     SOLE          108455         0         0
ASTEC INDS INC                    COM              046224101    16592    540804   SH     SOLE          540804         0         0
ASTEX PHARMACEUTICALS INC         COM              04624B103     6561   3139050   SH     SOLE         3139050         0         0
ASTORIA FINL CORP                 COM              046265104    25641   2616430   SH     SOLE         2616430         0         0
ASTRONICS CORP                    COM              046433108     9812    347460   SH     SOLE          347460         0         0
ASURE SOFTWARE INC                COM              04649U102      205     49392   SH     SOLE           49392         0         0
AT^T INC                          COM              00206R102  5640848 158184188   SH     SOLE       158184188         0         0
ATHENAHEALTH INC                  COM              04685W103    76582    967314   SH     SOLE          967314         0         0
ATLANTIC AMERN CORP               COM              048209100       27      9944   SH     SOLE            9944         0         0
ATLANTIC COAST FINL CORP          COM              048426100       29     12458   SH     SOLE           12458         0         0
ATLANTIC PWR CORP                 COM NEW          04878Q863    17604   1374201   SH     SOLE         1374201         0         0
ATLANTIC TELE NETWORK INC         COM NEW          049079205     9984    295987   SH     SOLE          295987         0         0
ATLAS AIR WORLDWIDE HLDGS IN      COM NEW          049164205    29577    679764   SH     SOLE          679764         0         0
ATMEL CORP                        COM              049513104    77303  11520568   SH     SOLE        11520568         0         0
ATMI INC                          COM              00207R101    17758    863317   SH     SOLE          863317         0         0
ATMOS ENERGY CORP                 COM              049560105   108212   3085589   SH     SOLE         3085589         0         0
ATP OIL & GAS CORP                COM              00208J108     5115   1522261   SH     SOLE         1522261         0         0
ATRICURE INC                      COM              04963C209     1746    181737   SH     SOLE          181737         0         0
ATRION CORP                       COM              049904105    10551     51475   SH     SOLE           51475         0         0
ATWOOD OCEANICS INC               COM              050095108    56434   1491378   SH     SOLE         1491378         0         0
AUDIENCE INC                      COM              05070J102     1239     64255   SH     SOLE           64255         0         0
AUTHENTEC INC                     COM              052660107     1990    459577   SH     SOLE          459577         0         0
AUTHENTIDATE HLDG CORP            COM              052666104      718   1105149   SH     SOLE         1105149         0         0
AUTOBYTEL INC                     COM              05275N106      859   1140987   SH     SOLE         1140987         0         0
AUTODESK INC                      COM              052769106   221388   6327191   SH     SOLE         6327191         0         0
AUTOLIV INC                       COM              052800109     8000    146352   SH     SOLE          146352         0         0
AUTOMATIC DATA PROCESSING IN      COM              053015103   731801  13147704   SH     SOLE        13147704         0         0
AUTONATION INC                    COM              05329W102    37804   1071554   SH     SOLE         1071554         0         0
AUTOZONE INC                      COM              053332102   307556    837638   SH     SOLE          837638         0         0
AUXILIUM PHARMACEUTICALS INC      COM              05334D107    43759   1627316   SH     SOLE         1627316         0         0
AV HOMES INC                      COM              00234P102     4765    326789   SH     SOLE          326789         0         0
AVAGO TECHNOLOGIES LTD            SHS              Y0486S104   163508   4554552   SH     SOLE         4554552         0         0
AVALONBAY CMNTYS INC              COM              053484101   446262   3154238   SH     SOLE         3154238         0         0
AVANIR PHARMACEUTICALS INC        CL A NEW         05348P401    15113   3855375   SH     SOLE         3855375         0         0
AVEO PHARMACEUTICALS INC          COM              053588109     7427    610795   SH     SOLE          610795         0         0
AVERY DENNISON CORP               COM              053611109    76536   2799422   SH     SOLE         2799422         0         0
AVG TECHNOLOGIES N V              SHS              N07831105     1684    129409   SH     SOLE          129409         0         0
AVI BIOPHARMA INC                 COM              002346104     1544   2466691   SH     SOLE         2466691         0         0
AVIAT NETWORKS INC                COM              05366Y102     6081   2171721   SH     SOLE         2171721         0         0
AVID TECHNOLOGY INC               COM              05367P100     6088    819369   SH     SOLE          819369         0         0
AVIS BUDGET GROUP                 COM              053774105    42795   2815468   SH     SOLE         2815468         0         0
AVIS BUDGET GROUP                 NOTE  3.500%10   053774AB1     1667   1336000  PRN     SOLE         1336000         0         0
AVISTA CORP                       COM              05379B107    40172   1504578   SH     SOLE         1504578         0         0
AVNET INC                         COM              053807103   121519   3937756   SH     SOLE         3937756         0         0
AVON PRODS INC                    COM              054303102   183997  11350860   SH     SOLE        11350860         0         0
AVX CORP NEW                      COM              002444107    17224   1611193   SH     SOLE         1611193         0         0
AWARE INC MASS                    COM              05453N100     2235    346518   SH     SOLE          346518         0         0
AXCELIS TECHNOLOGIES INC          COM              054540109     3934   3277976   SH     SOLE         3277976         0         0
AXIS CAPITAL HOLDINGS INV         SHS              G0692U109   111003   3410241   SH     SOLE         3410241         0         0
AXT INC                           COM              00246W103     3838    971661   SH     SOLE          971661         0         0
AZZ INC                           COM              002474104    21896    357424   SH     SOLE          357424         0         0
B & G FOODS INC NEW               COM              05508R106    34065   1280622   SH     SOLE         1280622         0         0
BABCOCK & WILCOX CO NEW           COM              05615F102    95004   3877730   SH     SOLE         3877730         0         0
BADGER METER INC                  COM              056525108    15834    421672   SH     SOLE          421672         0         0
BAIDU INC                         SPON ADR REP A   056752108     1114      9690   SH     SOLE            9690         0         0
BAKER HUGHES INC                  COM              057224107   470318  11443254   SH     SOLE        11443254         0         0
BAKER MICHAEL CORP                COM              057149106     7525    288440   SH     SOLE          288440         0         0
BALCHEM CORP                      COM              057665200    26394    809381   SH     SOLE          809381         0         0
BALDWIN & LYONS INC               CL B             057755209     7893    339636   SH     SOLE          339636         0         0
BALL CORP                         COM              058498106   179011   4360812   SH     SOLE         4360812         0         0
BALLANTYNE STRONG INC             COM              058516105     1296    217077   SH     SOLE          217077         0         0
BALLY TECHNOLOGIES INC            COM              05874B107    56607   1213189   SH     SOLE         1213189         0         0
BANCFIRST CORP                    COM              05945F103    10375    247545   SH     SOLE          247545         0         0
BANCO BRADESCO S A                SP ADR PFD NEW   059460303     1237     83173   SH     SOLE           83173         0         0
BANCO MACRO SA                    SPON ADR B       05961W105     3468    267598   SH     SOLE          267598         0         0
BANCO SANTANDER BRASIL S A        ADS REP 1 UNIT   05967A107     6781    874931   SH     SOLE          874931         0         0
BANCO SANTANDER CHILE NEW         SP ADR REP COM   05965X109      382      4925   SH     SOLE            4925         0         0
BANCOLOMBIA S A                   SPON ADR PREF    05968L102     6022     97380   SH     SOLE           97380         0         0
BANCORP INC DEL                   COM              05969A105     9900   1049824   SH     SOLE         1049824         0         0
BANCORPSOUTH INC                  COM              059692103    35751   2462206   SH     SOLE         2462206         0         0
BANCTRUST FINANCIAL GP            COM              05978R107     1078    360372   SH     SOLE          360372         0         0
BANK HAWAII CORP                  COM              062540109    56424   1227944   SH     SOLE         1227944         0         0
BANK KY FINL CORP                 COM              062896105     2250     84446   SH     SOLE           84446         0         0
BANK MONTREAL QUE                 COM              063671101       37       665   SH     SOLE             665         0         0
BANK MUTUAL CORP NEW              COM              063750103     7060   1600797   SH     SOLE         1600797         0         0
BANK OF AMERICA CORPORATION       COM              060505104  2376565 290533634   SH     SOLE       290533634         0         0
BANK OF MARIN BANCORP             COM              063425102     8308    224469   SH     SOLE          224469         0         0
BANK OF NEW YORK MELLON CORP      COM              064058100   685132  31213325   SH     SOLE        31213325         0         0
BANK OF THE OZARKS INC            COM              063904106    23447    779479   SH     SOLE          779479         0         0
BANKFINANCIAL CORP                COM              06643P104     5140    682566   SH     SOLE          682566         0         0
BANKRATE INC DEL                  COM              06647F102    20590   1119638   SH     SOLE         1119638         0         0
BANKUNITED INC                    COM              06652K103    24591   1042889   SH     SOLE         1042889         0         0
BANNER CORP                       COM NEW          06652V208    11300    515748   SH     SOLE          515748         0         0
BAR HBR BANKSHARES                COM              066849100     1147     31856   SH     SOLE           31856         0         0
BARD C R INC                      COM              067383109   233947   2177462   SH     SOLE         2177462         0         0
BARNES & NOBLE INC                COM              067774109    17224   1046386   SH     SOLE         1046386         0         0
BARNES GROUP INC                  COM              067806109    32304   1329931   SH     SOLE         1329931         0         0
BARNWELL INDS INC                 COM              068221100      250     84257   SH     SOLE           84257         0         0
BARRETT BILL CORP                 COM              06846N104    27836   1299545   SH     SOLE         1299545         0         0
BARRETT BILL CORP                 NOTE  5.000% 3   06846NAA2       45     45000  PRN     SOLE           45000         0         0
BARRETT BUSINESS SERVICES IN      COM              068463108     5630    266314   SH     SOLE          266314         0         0
BARRY R G CORP OHIO               COM              068798107     1072     78867   SH     SOLE           78867         0         0
BASIC ENERGY SVCS INC NEW         COM              06985P100    11123   1077786   SH     SOLE         1077786         0         0
BASSETT FURNITURE INDS INC        COM              070203104     4183    405753   SH     SOLE          405753         0         0
BAXTER INTL INC                   COM              071813109   815909  15351066   SH     SOLE        15351066         0         0
BAZAARVOICE INC                   COM              073271108     2238    122944   SH     SOLE          122944         0         0
BB^T CORP                         COM              054937107   567315  18389481   SH     SOLE        18389481         0         0
BBCN BANCORP INC                  COM              073295107    22391   2056095   SH     SOLE         2056095         0         0
BBVA BANCO FRANCES S A            SPONSORED ADR    07329M100      869    261039   SH     SOLE          261039         0         0
BCB BANCORP INC                   COM              055298103      584     56272   SH     SOLE           56272         0         0
BCE INC                           COM NEW          05534B760     2550     61900   SH     SOLE           61900         0         0
BE AEROSPACE INC                  COM              073302101   109889   2516923   SH     SOLE         2516923         0         0
BEACON ROOFING SUPPLY INC         COM              073685109    33986   1347567   SH     SOLE         1347567         0         0
BEAM INC                          COM              073730103   256126   4098676   SH     SOLE         4098676         0         0
BEASLEY BROADCAST GROUP INC       CL A             074014101      551     93481   SH     SOLE           93481         0         0
BEAZER HOMES USA INC              COM              07556Q105     9663   2973116   SH     SOLE         2973116         0         0
BEBE STORES INC                   COM              075571109     5990   1020420   SH     SOLE         1020420         0         0
BECTON DICKINSON & CO             COM              075887109   397014   5311218   SH     SOLE         5311218         0         0
BED BATH & BEYOND INC             COM              075896100   404510   6545472   SH     SOLE         6545472         0         0
BEL FUSE INC                      CL B             077347300     6492    368656   SH     SOLE          368656         0         0
BELDEN INC                        COM              077454106    40580   1216803   SH     SOLE         1216803         0         0
BELO CORP                         COM SER A        080555105    15973   2480245   SH     SOLE         2480245         0         0
BEMIS INC                         COM              081437105    87556   2793739   SH     SOLE         2793739         0         0
BENCHMARK ELECTRS INC             COM              08160H101    22320   1599986   SH     SOLE         1599986         0         0
BENEFICIAL MUTUAL BANCORP IN      COM              08173R104    11278   1306869   SH     SOLE         1306869         0         0
BENIHANA INC                      COM              082047101     6086    377768   SH     SOLE          377768         0         0
BERKLEY W R CORP                  COM              084423102   115147   2958544   SH     SOLE         2958544         0         0
BERKSHIRE BANCORP INC DEL         COM NEW          084597202      432     49086   SH     SOLE           49086         0         0
BERKSHIRE HATHAWAY INC DEL        CL A             084670108    37484       300   SH     SOLE             300         0         0
BERKSHIRE HATHAWAY INC DEL        CL B NEW         084670702  3809845  45719974   SH     SOLE        45719974         0         0
BERKSHIRE HILLS BANCORP INC       COM              084680107    16658    757195   SH     SOLE          757195         0         0
BERRY PETE CO                     CL A             085789105    56558   1426066   SH     SOLE         1426066         0         0
BEST BUY INC                      COM              086516101   154910   7390755   SH     SOLE         7390755         0         0
BG MEDICINE INC                   COM              08861T107      676     96848   SH     SOLE           96848         0         0
BGC PARTNERS INC                  CL A             05541T101    15699   2674406   SH     SOLE         2674406         0         0
BIG 5 SPORTING GOODS CORP         COM              08915P101     4206    556400   SH     SOLE          556400         0         0
BIG LOTS INC                      COM              089302103    69455   1702748   SH     SOLE         1702748         0         0
BIGLARI HLDGS INC                 COM              08986R101    18251     47234   SH     SOLE           47234         0         0
BIO RAD LABS INC                  CL A             090572207    54305    542994   SH     SOLE          542994         0         0
BIO-REFERENCE LABS INC            COM $.01 NEW     09057G602    18145    690435   SH     SOLE          690435         0         0
BIOCLINICA INC                    COM              09071B100     1612    333745   SH     SOLE          333745         0         0
BIOCRYST PHARMACEUTICALS          COM              09058V103     4962   1249796   SH     SOLE         1249796         0         0
BIODELIVERY SCIENCES INTL IN      COM              09060J106     5501   1227807   SH     SOLE         1227807         0         0
BIOGEN IDEC INC                   COM              09062X103   958081   6635832   SH     SOLE         6635832         0         0
BIOLASE INC                       COM              090911108     1502    770211   SH     SOLE          770211         0         0
BIOMARIN PHARMACEUTICAL INC       COM              09061G101   107960   2727651   SH     SOLE         2727651         0         0
BIOMED REALTY TRUST INC           COM              09063H107    98524   5274290   SH     SOLE         5274290         0         0
BIOMIMETIC THERAPEUTICS INC       COM              09064X101     1479    562347   SH     SOLE          562347         0         0
BIOSANTE PHARMACEUTICALS INC      COM PAR $0.000   09065V302      953    373554   SH     SOLE          373554         0         0
BIOSCRIP INC                      COM              09069N108    11113   1495639   SH     SOLE         1495639         0         0
BIOSPECIFICS TECHNOLOGIES CO      COM              090931106     1141     60740   SH     SOLE           60740         0         0
BIOTIME INC                       COM              09066L105     4436    964425   SH     SOLE          964425         0         0
BJS RESTAURANTS INC               COM              09180C106    25195    663035   SH     SOLE          663035         0         0
BLACK BOX CORP DEL                COM              091826107    15037    523933   SH     SOLE          523933         0         0
BLACK DIAMOND INC                 COM              09202G101     2019    213694   SH     SOLE          213694         0         0
BLACK HILLS CORP                  COM              092113109    39253   1220168   SH     SOLE         1220168         0         0
BLACKBAUD INC                     COM              09227Q100    32250   1256347   SH     SOLE         1256347         0         0
BLACKROCK INC                     COM              09247X101   555076   3268611   SH     SOLE         3268611         0         0
BLACKROCK KELSO CAPITAL CORP      COM              092533108     7138    731394   SH     SOLE          731394         0         0
BLOCK H & R INC                   COM              093671105   121855   7625446   SH     SOLE         7625446         0         0
BLOUNT INTL INC NEW               COM              095180105    20944   1429611   SH     SOLE         1429611         0         0
BLUCORA INC                       COM              095229100    18505   1502006   SH     SOLE         1502006         0         0
BLUE NILE INC                     COM              09578R103    11982    403300   SH     SOLE          403300         0         0
BLUEFLY INC                       COM NEW          096227301       75     62349   SH     SOLE           62349         0         0
BLUEGREEN CORP                    COM              096231105      634    127774   SH     SOLE          127774         0         0
BLUELINX HLDGS INC                COM              09624H109      396    168652   SH     SOLE          168652         0         0
BLYTH INC                         COM NEW          09643P207    12048    348606   SH     SOLE          348606         0         0
BMC SOFTWARE INC                  COM              055921100   183774   4305854   SH     SOLE         4305854         0         0
BOB EVANS FARMS INC               COM              096761101    34844    866767   SH     SOLE          866767         0         0
BODY CENT CORP                    COM              09689U102     4570    507832   SH     SOLE          507832         0         0
BOEING CO                         COM              097023105  1464176  19706274   SH     SOLE        19706274         0         0
BOFI HLDG INC                     COM              05566U108     2696    136437   SH     SOLE          136437         0         0
BOINGO WIRELESS INC               COM              09739C102     2011    173092   SH     SOLE          173092         0         0
BOISE INC                         COM              09746Y105    18442   2802782   SH     SOLE         2802782         0         0
BOK FINL CORP                     COM NEW          05561Q201    38263    657435   SH     SOLE          657435         0         0
BOLT TECHNOLOGY CORP              COM              097698104     5136    342181   SH     SOLE          342181         0         0
BON-TON STORES INC                COM              09776J101     3809    487733   SH     SOLE          487733         0         0
BONANZA CREEK ENERGY INC          COM              097793103     4305    258853   SH     SOLE          258853         0         0
BOOZ ALLEN HAMILTON HLDG COR      CL A             099502106     3794    248327   SH     SOLE          248327         0         0
BORGWARNER INC                    COM              099724106   193294   2947009   SH     SOLE         2947009         0         0
BOSTON BEER INC                   CL A             100557107    27315    225745   SH     SOLE          225745         0         0
BOSTON PRIVATE FINL HLDGS IN      COM              101119105    20892   2339540   SH     SOLE         2339540         0         0
BOSTON PROPERTIES INC             COM              101121101   541989   5001279   SH     SOLE         5001279         0         0
BOSTON SCIENTIFIC CORP            COM              101137107   213616  37674827   SH     SOLE        37674827         0         0
BOTTOMLINE TECH DEL INC           COM              101388106    18098   1002682   SH     SOLE         1002682         0         0
BOVIE MEDICAL CORP                COM              10211F100       40     16638   SH     SOLE           16638         0         0
BOYD GAMING CORP                  COM              103304101    11189   1554093   SH     SOLE         1554093         0         0
BPZ RESOURCES INC                 COM              055639108     9412   3720329   SH     SOLE         3720329         0         0
BRADY CORP                        CL A             104674106    33647   1223077   SH     SOLE         1223077         0         0
BRANDYWINE RLTY TR                SH BEN INT NEW   105368203    52468   4251903   SH     SOLE         4251903         0         0
BRASKEM S A                       SP ADR PFD A     105532105     1141     85724   SH     SOLE           85724         0         0
BRAVO BRIO RESTAURANT GROUP       COM              10567B109     6779    380205   SH     SOLE          380205         0         0
BRE PROPERTIES INC                CL A             05564E106   132554   2650018   SH     SOLE         2650018         0         0
BRIDGE BANCORP INC                COM              108035106     3053    129430   SH     SOLE          129430         0         0
BRIDGE CAP HLDGS                  COM              108030107     1435     88825   SH     SOLE           88825         0         0
BRIDGEPOINT ED INC                COM              10807M105    12484    572675   SH     SOLE          572675         0         0
BRIDGFORD FOODS CORP              COM              108763103      261     34256   SH     SOLE           34256         0         0
BRIGGS & STRATTON CORP            COM              109043109    23440   1340174   SH     SOLE         1340174         0         0
BRIGHTCOVE INC                    COM              10921T101      938     61244   SH     SOLE           61244         0         0
BRIGHTPOINT INC                   COM NEW          109473405    10986   2030694   SH     SOLE         2030694         0         0
BRINKER INTL INC                  COM              109641100    60054   1884343   SH     SOLE         1884343         0         0
BRINKS CO                         COM              109696104    38013   1639888   SH     SOLE         1639888         0         0
BRISTOL MYERS SQUIBB CO           COM              110122108  1710851  47589735   SH     SOLE        47589735         0         0
BRISTOW GROUP INC                 COM              110394103    36675    901764   SH     SOLE          901764         0         0
BRISTOW GROUP INC                 NOTE  3.000% 6   110394AC7     7320   7266000  PRN     SOLE         7266000         0         0
BROADCOM CORP                     CL A             111320107   462397  13696581   SH     SOLE        13696581         0         0
BROADRIDGE FINL SOLUTIONS IN      COM              11133T103    87985   4136569   SH     SOLE         4136569         0         0
BROADSOFT INC                     COM              11133B409    19638    678331   SH     SOLE          678331         0         0
BROADWIND ENERGY INC              COM              11161T108      342   1264075   SH     SOLE         1264075         0         0
BROCADE COMMUNICATIONS SYS I      COM NEW          111621306    51384  10422756   SH     SOLE        10422756         0         0
BROOKDALE SR LIVING INC           COM              112463104    40769   2298161   SH     SOLE         2298161         0         0
BROOKDALE SR LIVING INC           NOTE  2.750% 6   112463AA2      367    396000  PRN     SOLE          396000         0         0
BROOKFIELD OFFICE PPTYS INC       COM              112900105    66517   3818405   SH     SOLE         3818405         0         0
BROOKFIELD RESIDENTIAL PPTYS      COM              11283W104     4293    393844   SH     SOLE          393844         0         0
BROOKLINE BANCORP INC DEL         COM              11373M107    18102   2045457   SH     SOLE         2045457         0         0
BROOKS AUTOMATION INC             COM              114340102    16593   1757745   SH     SOLE         1757745         0         0
BROWN & BROWN INC                 COM              115236101    89990   3299963   SH     SOLE         3299963         0         0
BROWN FORMAN CORP                 CL B             115637209   299308   3090433   SH     SOLE         3090433         0         0
BROWN SHOE INC NEW                COM              115736100    15311   1186018   SH     SOLE         1186018         0         0
BRT RLTY TR                       SH BEN INT NEW   055645303     2515    386987   SH     SOLE          386987         0         0
BRUKER CORP                       COM              116794108    29359   2205807   SH     SOLE         2205807         0         0
BRUNSWICK CORP                    COM              117043109    52520   2363645   SH     SOLE         2363645         0         0
BRYN MAWR BK CORP                 COM              117665109     8172    387837   SH     SOLE          387837         0         0
BSB BANCORP INC MD                COM              05573H108      886     69504   SH     SOLE           69504         0         0
BSQUARE CORP                      COM NEW          11776U300      741    255501   SH     SOLE          255501         0         0
BTU INTL INC                      COM              056032105       38     14328   SH     SOLE           14328         0         0
BUCKEYE TECHNOLOGIES INC          COM              118255108    29506   1035658   SH     SOLE         1035658         0         0
BUCKLE INC                        COM              118440106    40219   1016413   SH     SOLE         1016413         0         0
BUFFALO WILD WINGS INC            COM              119848109    43325    500081   SH     SOLE          500081         0         0
BUILD A BEAR WORKSHOP             COM              120076104      140     29310   SH     SOLE           29310         0         0
BUILDERS FIRSTSOURCE INC          COM              12008R107     2634    555800   SH     SOLE          555800         0         0
BUNGE LIMITED                     COM              G16962105   213266   3399201   SH     SOLE         3399201         0         0
C & F FINL CORP                   COM              12466Q104     1099     27356   SH     SOLE           27356         0         0
C D I CORP                        COM              125071100     6730    410369   SH     SOLE          410369         0         0
C H ROBINSON WORLDWIDE INC        COM NEW          12541W209   318166   5435945   SH     SOLE         5435945         0         0
C^J ENERGY SVCS INC               COM              12467B304    21968   1187451   SH     SOLE         1187451         0         0
CA INC                            COM              12673P105   254435   9392228   SH     SOLE         9392228         0         0
CABELAS INC                       COM              126804301    49966   1321504   SH     SOLE         1321504         0         0
CABLEVISION SYS CORP              CL A NY CABLVS   12686C109    76921   5787896   SH     SOLE         5787896         0         0
CABOT CORP                        COM              127055101    70079   1721853   SH     SOLE         1721853         0         0
CABOT MICROELECTRONICS CORP       COM              12709P103    18215    623592   SH     SOLE          623592         0         0
CABOT OIL & GAS CORP              COM              127097103   213045   5407232   SH     SOLE         5407232         0         0
CACHE INC                         COM NEW          127150308     1947    423186   SH     SOLE          423186         0         0
CACI INTL INC                     CL A             127190304    42679    775697   SH     SOLE          775697         0         0
CACI INTL INC                     NOTE  2.125% 5   127190AD8     1444   1272000  PRN     SOLE         1272000         0         0
CADENCE DESIGN SYSTEM INC         COM              127387108    78628   7154512   SH     SOLE         7154512         0         0
CADENCE DESIGN SYSTEM INC         NOTE  1.500%12   127387AF5    19679  19828000  PRN     SOLE        19828000         0         0
CADENCE DESIGN SYSTEM INC         NOTE  2.625% 6   127387AJ7     8371   5396000  PRN     SOLE         5396000         0         0
CADENCE PHARMACEUTICALS INC       COM              12738T100     6263   1754425   SH     SOLE         1754425         0         0
CADIZ INC                         COM NEW          127537207     1338    185573   SH     SOLE          185573         0         0
CAESARS ENTMT CORP                COM              127686103     4896    429500   SH     SOLE          429500         0         0
CAFEPRESS INC                     COM              12769A103      590     39646   SH     SOLE           39646         0         0
CAI INTERNATIONAL INC             COM              12477X106     3266    164282   SH     SOLE          164282         0         0
CAL DIVE INTL INC DEL             COM              12802T101     7886   2719172   SH     SOLE         2719172         0         0
CAL MAINE FOODS INC               COM NEW          128030202    14939    382072   SH     SOLE          382072         0         0
CALAMOS ASSET MGMT INC            CL A             12811R104     8252    720663   SH     SOLE          720663         0         0
CALAMP CORP                       COM              128126109     8475   1156199   SH     SOLE         1156199         0         0
CALAVO GROWERS INC                COM              128246105    10526    411479   SH     SOLE          411479         0         0
CALGON CARBON CORP                COM              129603106    21771   1531021   SH     SOLE         1531021         0         0
CALIFORNIA FIRST NTNL BANCOR      COM              130222102      263     16761   SH     SOLE           16761         0         0
CALIFORNIA WTR SVC GROUP          COM              130788102    21977   1189865   SH     SOLE         1189865         0         0
CALIX INC                         COM              13100M509     4376    532357   SH     SOLE          532357         0         0
CALLAWAY GOLF CO                  COM              131193104    10409   1761321   SH     SOLE         1761321         0         0
CALLIDUS SOFTWARE INC             COM              13123E500     6016   1207962   SH     SOLE         1207962         0         0
CALLON PETE CO DEL                COM              13123X102     5345   1254660   SH     SOLE         1254660         0         0
CALPINE CORP                      COM NEW          131347304   153337   9287534   SH     SOLE         9287534         0         0
CAMBREX CORP                      COM              132011107    11034   1172632   SH     SOLE         1172632         0         0
CAMCO FINL CORP                   COM              132618109      133     60244   SH     SOLE           60244         0         0
CAMDEN NATL CORP                  COM              133034108     9773    266870   SH     SOLE          266870         0         0
CAMDEN PPTY TR                    SH BEN INT       133131102   199567   2949120   SH     SOLE         2949120         0         0
CAMERON INTERNATIONAL CORP        COM              13342B105   272181   6372779   SH     SOLE         6372779         0         0
CAMPBELL SOUP CO                  COM              134429109   157300   4712390   SH     SOLE         4712390         0         0
CAMPUS CREST CMNTYS INC           COM              13466Y105     6283    604669   SH     SOLE          604669         0         0
CANADIAN NATL RY CO               COM              136375102     8674    102800   SH     SOLE          102800         0         0
CANTEL MEDICAL CORP               COM              138098108    16722    613665   SH     SOLE          613665         0         0
CANTERBURY PARK HOLDING CORP      COM              13811E101        5       449   SH     SOLE             449         0         0
CAPE BANCORP INC                  COM              139209100     1351    162527   SH     SOLE          162527         0         0
CAPELLA EDUCATION COMPANY         COM              139594105    12862    370013   SH     SOLE          370013         0         0
CAPITAL BK CORP                   COM              139793103      263    115492   SH     SOLE          115492         0         0
CAPITAL CITY BK GROUP INC         COM              139674105     3022    410054   SH     SOLE          410054         0         0
CAPITAL ONE FINL CORP             COM              14040H105   879101  16083078   SH     SOLE        16083078         0         0
CAPITAL SOUTHWEST CORP            COM              140501107     4111     39976   SH     SOLE           39976         0         0
CAPITAL SR LIVING CORP            COM              140475104     9299    877251   SH     SOLE          877251         0         0
CAPITAL TRUST INC MD              CL A NEW         14052H506      132     45695   SH     SOLE           45695         0         0
CAPITALSOURCE INC                 COM              14055X102    40201   5982251   SH     SOLE         5982251         0         0
CAPITOL FED FINL INC              COM              14057J101    47146   3968546   SH     SOLE         3968546         0         0
CAPLEASE INC                      COM              140288101    11909   2869645   SH     SOLE         2869645         0         0
CAPSTEAD MTG CORP                 COM NO PAR       14067E506    35210   2531277   SH     SOLE         2531277         0         0
CAPSTONE TURBINE CORP             COM              14067D102     8523   8438768   SH     SOLE         8438768         0         0
CARBO CERAMICS INC                COM              140781105    39536    515262   SH     SOLE          515262         0         0
CARBONITE INC                     COM              141337105     1248    139608   SH     SOLE          139608         0         0
CARDINAL FINL CORP                COM              14149F109    12277    999782   SH     SOLE          999782         0         0
CARDINAL HEALTH INC               COM              14149Y108   475402  11319086   SH     SOLE        11319086         0         0
CARDIONET INC                     COM              14159L103     1204    592889   SH     SOLE          592889         0         0
CARDIOVASCULAR SYS INC DEL        COM              141619106     1918    195919   SH     SOLE          195919         0         0
CARDTRONICS INC                   COM              14161H108    35903   1188432   SH     SOLE         1188432         0         0
CAREER EDUCATION CORP             COM              141665109    10138   1515327   SH     SOLE         1515327         0         0
CAREFUSION CORP                   COM              14170T101   149524   5822598   SH     SOLE         5822598         0         0
CARIBOU COFFEE INC                COM              142042209     6995    541843   SH     SOLE          541843         0         0
CARLISLE COS INC                  COM              142339100    84192   1587926   SH     SOLE         1587926         0         0
CARMAX INC                        COM              143130102   154985   5974733   SH     SOLE         5974733         0         0
CARMIKE CINEMAS INC               COM              143436400     6301    430131   SH     SOLE          430131         0         0
CARNIVAL CORP                     PAIRED CTF       143658300   396023  11555968   SH     SOLE        11555968         0         0
CARPENTER TECHNOLOGY CORP         COM              144285103    56756   1186366   SH     SOLE         1186366         0         0
CARRIAGE SVCS INC                 COM              143905107     4352    523051   SH     SOLE          523051         0         0
CARRIZO OIL & CO INC              COM              144577103    24574   1046136   SH     SOLE         1046136         0         0
CARROLS RESTAURANT GROUP INC      COM              14574X104     1017    171166   SH     SOLE          171166         0         0
CARTER INC                        COM              146229109    66321   1260855   SH     SOLE         1260855         0         0
CASCADE BANCORP                   COM NEW          147154207      706    119008   SH     SOLE          119008         0         0
CASCADE CORP                      COM              147195101    11623    247036   SH     SOLE          247036         0         0
CASELLA WASTE SYS INC             CL A             147448104     5743    981658   SH     SOLE          981658         0         0
CASEYS GEN STORES INC             COM              147528103    61028   1034542   SH     SOLE         1034542         0         0
CASH AMER INTL INC                COM              14754D100    44210   1003871   SH     SOLE         1003871         0         0
CASS INFORMATION SYS INC          COM              14808P109    11220    278746   SH     SOLE          278746         0         0
CASTLE A M & CO                   COM              148411101     5944    559727   SH     SOLE          559727         0         0
CASUAL MALE RETAIL GRP INC        COM NEW          148711302     5230   1440711   SH     SOLE         1440711         0         0
CATALYST HEALTH SOLUTIONS IN      COM              14888B103   112241   1201210   SH     SOLE         1201210         0         0
CATERPILLAR INC DEL               COM              149123101  1441575  16977679   SH     SOLE        16977679         0         0
CATHAY GENERAL BANCORP            COM              149150104    37962   2299338   SH     SOLE         2299338         0         0
CATO CORP NEW                     CL A             149205106    22549    740283   SH     SOLE          740283         0         0
CAVCO INDS INC DEL                COM              149568107    11170    217828   SH     SOLE          217828         0         0
CAVIUM INC                        COM              14964U108    35856   1280586   SH     SOLE         1280586         0         0
CBEYOND INC                       COM              149847105     6581    972146   SH     SOLE          972146         0         0
CBIZ INC                          COM              124805102     8157   1373215   SH     SOLE         1373215         0         0
CBL & ASSOC PPTYS INC             COM              124830100    86068   4404713   SH     SOLE         4404713         0         0
CBOE HLDGS INC                    COM              12503M108    62052   2241773   SH     SOLE         2241773         0         0
CBRE GROUP INC                    CL A             12504L109   138592   8471370   SH     SOLE         8471370         0         0
CBS CORP NEW                      CL B             124857202   565732  17258462   SH     SOLE        17258462         0         0
CCA INDS INC                      COM              124867102       26      6443   SH     SOLE            6443         0         0
CEC ENTMT INC                     COM              125137109    19472    535390   SH     SOLE          535390         0         0
CECO ENVIRONMENTAL CORP           COM              125141101      481     60840   SH     SOLE           60840         0         0
CEDAR REALTY TRUST INC            COM NEW          150602209    11642   2305340   SH     SOLE         2305340         0         0
CEL-SCI CORP                      COM NEW          150837409     1118   2974106   SH     SOLE         2974106         0         0
CELADON GROUP INC                 COM              150838100    10614    647984   SH     SOLE          647984         0         0
CELANESE CORP DEL                 COM SER A        150870103   133931   3868614   SH     SOLE         3868614         0         0
CELGENE CORP                      COM              151020104   863559  13459460   SH     SOLE        13459460         0         0
CELGENE CORP                      RIGHT 12/31/20   151020112        4      2387   SH     SOLE            2387         0         0
CELL THERAPEUTICS INC             COM NO PAR NEW   150934602     1881   3242511   SH     SOLE         3242511         0         0
CELLDEX THERAPEUTICS INC NEW      COM              15117B103     9225   1782557   SH     SOLE         1782557         0         0
CEMEX SAB DE CV                   NOTE  4.875% 3   151290AV5    19352  21929086  PRN     SOLE        21929086         0         0
CEMEX SAB DE CV                   NOTE  3.250% 3   151290BB8     7900   9308000  PRN     SOLE         9308000         0         0
CEMPRA INC                        COM              15130J109      270     28860   SH     SOLE           28860         0         0
CENTENE CORP DEL                  COM              15135B101    43434   1440117   SH     SOLE         1440117         0         0
CENTER BANCORP INC                COM              151408101     1747    155324   SH     SOLE          155324         0         0
CENTERPOINT ENERGY INC            COM              15189T107   231101  11180490   SH     SOLE        11180490         0         0
CENTERSTATE BANKS INC             COM              15201P109     6693    936117   SH     SOLE          936117         0         0
CENTRAL BANCORP INC MASS          COM              152418109       30       958   SH     SOLE             958         0         0
CENTRAL EUROPEAN DIST CORP        COM              153435102     5714   1997749   SH     SOLE         1997749         0         0
CENTRAL EUROPEAN MEDIA ENTRP      CL A NEW         G20045202     2351    463625   SH     SOLE          463625         0         0
CENTRAL GARDEN & PET CO           COM              153527106      176     16943   SH     SOLE           16943         0         0
CENTRAL GARDEN & PET CO           CL A NON-VTG     153527205    14982   1375714   SH     SOLE         1375714         0         0
CENTRAL PAC FINL CORP             COM NEW          154760409     5161    365481   SH     SOLE          365481         0         0
CENTURY ALUM CO                   COM              156431108    11848   1616397   SH     SOLE         1616397         0         0
CENTURY BANCORP INC MASS          CL A NON VTG     156432106     1925     64752   SH     SOLE           64752         0         0
CENTURY CASINOS INC               COM              156492100     1396    513065   SH     SOLE          513065         0         0
CENTURYLINK INC                   COM              156700106   658343  16671136   SH     SOLE        16671136         0         0
CENVEO INC                        COM              15670S105     4962   2570801   SH     SOLE         2570801         0         0
CEPHEID                           COM              15670R107    83938   1879921   SH     SOLE         1879921         0         0
CERADYNE INC                      COM              156710105    16504    643941   SH     SOLE          643941         0         0
CERADYNE INC                      NOTE  2.875%12   156710AA3      478    477000  PRN     SOLE          477000         0         0
CERES INC                         COM              156773103      421     46483   SH     SOLE           46483         0         0
CERNER CORP                       COM              156782104   327604   3963268   SH     SOLE         3963268         0         0
CERUS CORP                        COM              157085101     5594   1685029   SH     SOLE         1685029         0         0
CEVA INC                          COM              157210105    12242    695150   SH     SOLE          695150         0         0
CF INDS HLDGS INC                 COM              125269100   348407   1798321   SH     SOLE         1798321         0         0
CFS BANCORP INC                   COM              12525D102      725    145503   SH     SOLE          145503         0         0
CH ENERGY GROUP INC               COM              12541M102    30110    458370   SH     SOLE          458370         0         0
CHARLES RIV LABS INTL INC         COM              159864107    45224   1380464   SH     SOLE         1380464         0         0
CHARLES RIV LABS INTL INC         NOTE  2.250% 6   159864AB3     2164   2164000  PRN     SOLE         2164000         0         0
CHART INDS INC                    COM PAR $0.01    16115Q308    53285    774935   SH     SOLE          774935         0         0
CHARTER COMMUNICATIONS INC D      CL A NEW         16117M305    82062   1157926   SH     SOLE         1157926         0         0
CHARTER FINL CORP WEST PT GA      COM              16122M100      485     49958   SH     SOLE           49958         0         0
CHASE CORP                        COM              16150R104     2553    193407   SH     SOLE          193407         0         0
CHATHAM LODGING TR                COM              16208T102     4009    280731   SH     SOLE          280731         0         0
CHECK POINT SOFTWARE TECH LT      ORD              M22465104     3222     64967   SH     SOLE           64967         0         0
CHECKPOINT SYS INC                COM              162825103     9465   1086672   SH     SOLE         1086672         0         0
CHEESECAKE FACTORY INC            COM              163072101    49327   1543384   SH     SOLE         1543384         0         0
CHEFS WHSE INC                    COM              163086101     2565    142095   SH     SOLE          142095         0         0
CHELSEA THERAPEUTICS INTL LT      COM              163428105      995    672474   SH     SOLE          672474         0         0
CHEMED CORP NEW                   COM              16359R103    31257    517153   SH     SOLE          517153         0         0
CHEMED CORP NEW                   NOTE  1.875% 5   16359RAC7     2130   2125000  PRN     SOLE         2125000         0         0
CHEMICAL FINL CORP                COM              163731102    18586    864460   SH     SOLE          864460         0         0
CHEMOCENTRYX INC                  COM              16383L106      695     46326   SH     SOLE           46326         0         0
CHEMTURA CORP                     COM NEW          163893209    38371   2646251   SH     SOLE         2646251         0         0
CHENIERE ENERGY INC               COM NEW          16411R208    67246   4562131   SH     SOLE         4562131         0         0
CHEROKEE INC DEL NEW              COM              16444H102     6544    469743   SH     SOLE          469743         0         0
CHESAPEAKE ENERGY CORP            COM              165167107   321912  17307087   SH     SOLE        17307087         0         0
CHESAPEAKE ENERGY CORP            NOTE  2.500% 5   165167BZ9    11175  14900000  PRN     SOLE        14900000         0         0
CHESAPEAKE ENERGY CORP            NOTE  2.500% 5   165167CA3     5389   6493000  PRN     SOLE         6493000         0         0
CHESAPEAKE ENERGY CORP            NOTE  2.250%12   165167CB1     5779   7731000  PRN     SOLE         7731000         0         0
CHESAPEAKE LODGING TR             SH BEN INT       165240102    11151    647533   SH     SOLE          647533         0         0
CHESAPEAKE UTILS CORP             COM              165303108    16550    378543   SH     SOLE          378543         0         0
CHEVRON CORP NEW                  COM              166764100  5666113  53707232   SH     SOLE        53707232         0         0
CHICAGO BRIDGE & IRON CO N V      N Y REGISTRY S   167250109    35909    945969   SH     SOLE          945969         0         0
CHICAGO RIVET & MACH CO           COM              168088102        1        77   SH     SOLE              77         0         0
CHICOPEE BANCORP INC              COM              168565109      288     19907   SH     SOLE           19907         0         0
CHICOS FAS INC                    COM              168615102    65276   4398651   SH     SOLE         4398651         0         0
CHILDRENS PL RETAIL STORES I      COM              168905107    32407    650357   SH     SOLE          650357         0         0
CHIMERA INVT CORP                 COM              16934Q109    58667  24858824   SH     SOLE        24858824         0         0
CHINA BIOLOGIC PRODS INC          COM              16938C106      179     19063   SH     SOLE           19063         0         0
CHINA CORD BLOOD CORP             SHS              G21107100      223     88225   SH     SOLE           88225         0         0
CHINA GREEN AGRICULTURE INC       COM              16943W105       10      2824   SH     SOLE            2824         0         0
CHINA HOUSING & LAND DEV INC      COM              16939V103       37     18900   SH     SOLE           18900         0         0
CHINA INFORMATION TECHNOLOGY      COM NEW          16950L208       60     60258   SH     SOLE           60258         0         0
CHINA SUNERGY CO LTD              SPONSORED ADR    16942X302      128     54296   SH     SOLE           54296         0         0
CHINACAST EDU CORP                COM              16946T109        7     10098   SH     SOLE           10098         0         0
CHINDEX INTERNATIONAL INC         COM              169467107     4529    462113   SH     SOLE          462113         0         0
CHIPOTLE MEXICAN GRILL INC        COM              169656105   315096    829310   SH     SOLE          829310         0         0
CHIQUITA BRANDS INTL INC          COM              170032809     6899   1379894   SH     SOLE         1379894         0         0
CHOICE HOTELS INTL INC            COM              169905106    43563   1090996   SH     SOLE         1090996         0         0
CHRISTOPHER & BANKS CORP          COM              171046105      837    709519   SH     SOLE          709519         0         0
CHUBB CORP                        COM              171232101   527947   7250033   SH     SOLE         7250033         0         0
CHUNGHWA TELECOM CO LTD           SPON ADR NEW11   17133Q502      520     16540   SH     SOLE           16540         0         0
CHURCH & DWIGHT INC               COM              171340102   202157   3644444   SH     SOLE         3644444         0         0
CHURCHILL DOWNS INC               COM              171484108    20835    354395   SH     SOLE          354395         0         0
CHYRON CORP                       COM PAR $.01     171605306       10      7052   SH     SOLE            7052         0         0
CIBER INC                         COM              17163B102     8480   1967429   SH     SOLE         1967429         0         0
CIENA CORP                        COM NEW          171779309    47953   2929298   SH     SOLE         2929298         0         0
CIENA CORP                        NOTE  0.250% 5   171779AB7    21402  21700000  PRN     SOLE        21700000         0         0
CIENA CORP                        NOTE  0.875% 6   171779AE1     1095   1281000  PRN     SOLE         1281000         0         0
CIFC CORP                         COM              12547R105     1271    172401   SH     SOLE          172401         0         0
CIGNA CORPORATION                 COM              125509109   331662   7537765   SH     SOLE         7537765         0         0
CIMAREX ENERGY CO                 COM              171798101   119971   2176534   SH     SOLE         2176534         0         0
CINCINNATI BELL INC NEW           COM              171871106    21557   5794802   SH     SOLE         5794802         0         0
CINCINNATI FINL CORP              COM              172062101   158547   4164630   SH     SOLE         4164630         0         0
CINEDIGM DIGITAL CINEMA CORP      COM              172407108       53     35007   SH     SOLE           35007         0         0
CINEMARK HOLDINGS INC             COM              17243V102    59599   2608254   SH     SOLE         2608254         0         0
CINTAS CORP                       COM              172908105   115334   2987160   SH     SOLE         2987160         0         0
CIRCOR INTL INC                   COM              17273K109    16961    497524   SH     SOLE          497524         0         0
CIRRUS LOGIC INC                  COM              172755100    54700   1832492   SH     SOLE         1832492         0         0
CISCO SYS INC                     COM              17275R102  2556140 148872476   SH     SOLE       148872476         0         0
CIT GROUP INC                     COM NEW          125581801   164761   4622915   SH     SOLE         4622915         0         0
CITI TRENDS INC                   COM              17306X102     7042    456098   SH     SOLE          456098         0         0
CITIGROUP INC                     COM NEW          172967424  2187472  79805636   SH     SOLE        79805636         0         0
CITIZENS & NORTHN CORP            COM              172922106     7798    409364   SH     SOLE          409364         0         0
CITIZENS INC                      CL A             174740100    13044   1337880   SH     SOLE         1337880         0         0
CITIZENS REPUBLIC BANCORP IN      COM NEW          174420307    18723   1092989   SH     SOLE         1092989         0         0
CITIZENS SOUTH BKG CP DEL         COM              176682102       10      1537   SH     SOLE            1537         0         0
CITRIX SYS INC                    COM              177376100   407138   4850348   SH     SOLE         4850348         0         0
CITY HLDG CO                      COM              177835105    15813    469356   SH     SOLE          469356         0         0
CITY NATL CORP                    COM              178566105    62551   1287588   SH     SOLE         1287588         0         0
CLARCOR INC                       COM              179895107    68927   1431199   SH     SOLE         1431199         0         0
CLAYMORE EXCHANGE TRD FD TR       GUGG S^P GBL W   18383Q507       66      3209   SH     SOLE            3209         0         0
CLEAN ENERGY FUELS CORP           COM              184499101    25091   1618757   SH     SOLE         1618757         0         0
CLEAN HARBORS INC                 COM              184496107    67147   1190136   SH     SOLE         1190136         0         0
CLEAR CHANNEL OUTDOOR HLDGS       CL A             18451C109     6293   1045293   SH     SOLE         1045293         0         0
CLEARFIELD INC                    COM              18482P103     1273    264668   SH     SOLE          264668         0         0
CLEARWATER PAPER CORP             COM              18538R103    22034    645778   SH     SOLE          645778         0         0
CLEARWIRE CORP NEW                CL A             18538Q105    10398   9284300   SH     SOLE         9284300         0         0
CLECO CORP NEW                    COM              12561W105    72210   1726268   SH     SOLE         1726268         0         0
CLIFFS NATURAL RESOURCES INC      COM              18683K101   183537   3723618   SH     SOLE         3723618         0         0
CLIFTON SVGS BANCORP INC          COM              18712Q103      718     69009   SH     SOLE           69009         0         0
CLOROX CO DEL                     COM              189054109   256618   3541510   SH     SOLE         3541510         0         0
CLOUD PEAK ENERGY INC             COM              18911Q102    27716   1639048   SH     SOLE         1639048         0         0
CLOVIS ONCOLOGY INC               COM              189464100     4765    219790   SH     SOLE          219790         0         0
CME GROUP INC                     COM              12572Q105   465086   1734685   SH     SOLE         1734685         0         0
CMS ENERGY CORP                   COM              125896100   165337   7035623   SH     SOLE         7035623         0         0
CNA FINL CORP                     COM              126117100    39084   1409956   SH     SOLE         1409956         0         0
CNB FINL CORP PA                  COM              126128107     2354    144347   SH     SOLE          144347         0         0
CNH GLOBAL N V                    SHS NEW          N20935206    11323    291375   SH     SOLE          291375         0         0
CNO FINL GROUP INC                COM              12621E103    45244   5800479   SH     SOLE         5800479         0         0
CNOOC LTD                         SPONSORED ADR    126132109      863      4287   SH     SOLE            4287         0         0
COACH INC                         COM              189754104   528686   9040462   SH     SOLE         9040462         0         0
COBALT INTL ENERGY INC            COM              19075F106    99294   4225296   SH     SOLE         4225296         0         0
COBIZ FINANCIAL INC               COM              190897108     7463   1192222   SH     SOLE         1192222         0         0
COBRA ELECTRS CORP                COM              191042100       16      3540   SH     SOLE            3540         0         0
COCA COLA BOTTLING CO CONS        COM              191098102     9919    154308   SH     SOLE          154308         0         0
COCA COLA CO                      COM              191216100  4465777  57114431   SH     SOLE        57114431         0         0
COCA COLA ENTERPRISES INC NE      COM              19122T109   221859   7912227   SH     SOLE         7912227         0         0
COCA COLA FEMSA S A B DE C V      SPON ADR REP L   191241108       65       494   SH     SOLE             494         0         0
CODEXIS INC                       COM              192005106     3237    872621   SH     SOLE          872621         0         0
COEUR D ALENE MINES CORP IDA      COM NEW          192108504    45897   2613709   SH     SOLE         2613709         0         0
COEUR D ALENE MINES CORP IDA      NOTE  3.250% 3   192108AR9       10     10000  PRN     SOLE           10000         0         0
COGENT COMM GROUP INC             COM NEW          19239V302    26697   1387569   SH     SOLE         1387569         0         0
COGNEX CORP                       COM              192422103    35339   1116569   SH     SOLE         1116569         0         0
COGNIZANT TECHNOLOGY SOLUTIO      CL A             192446102   511156   8519270   SH     SOLE         8519270         0         0
COHEN & STEERS INC                COM              19247A100    19664    569798   SH     SOLE          569798         0         0
COHERENT INC                      COM              192479103    28219    654434   SH     SOLE          654434         0         0
COHU INC                          COM              192576106     6797    669022   SH     SOLE          669022         0         0
COINSTAR INC                      COM              19259P300    64467    938936   SH     SOLE          938936         0         0
COLDWATER CREEK INC               COM              193068103      740   1354618   SH     SOLE         1354618         0         0
COLE KENNETH PRODTNS INC          CL A             193294105     5385    357785   SH     SOLE          357785         0         0
COLEMAN CABLE INC                 COM              193459302     1186    136531   SH     SOLE          136531         0         0
COLFAX CORP                       COM              194014106    29505   1070179   SH     SOLE         1070179         0         0
COLGATE PALMOLIVE CO              COM              194162103  1310951  12593186   SH     SOLE        12593186         0         0
COLLECTIVE BRANDS INC             COM              19421W100    40193   1876430   SH     SOLE         1876430         0         0
COLLECTORS UNIVERSE INC           COM NEW          19421R200     2602    177262   SH     SOLE          177262         0         0
COLONIAL PPTYS TR                 COM SH BEN INT   195872106    64037   2892362   SH     SOLE         2892362         0         0
COLONY FINL INC                   COM              19624R106     7743    447598   SH     SOLE          447598         0         0
COLUMBIA BKG SYS INC              COM              197236102    20627   1097743   SH     SOLE         1097743         0         0
COLUMBIA LABS INC                 COM              197779101      831   1222185   SH     SOLE         1222185         0         0
COLUMBIA SPORTSWEAR CO            COM              198516106    18338    341992   SH     SOLE          341992         0         0
COLUMBUS MCKINNON CORP N Y        COM              199333105     9896    655804   SH     SOLE          655804         0         0
COMCAST CORP NEW                  CL A             20030N101  2233866  69873807   SH     SOLE        69873807         0         0
COMCAST CORP NEW                  CL A SPL         20030N200    39336   1252736   SH     SOLE         1252736         0         0
COMERICA INC                      COM              200340107   160224   5217334   SH     SOLE         5217334         0         0
COMFORT SYS USA INC               COM              199908104    10780   1075854   SH     SOLE         1075854         0         0
COMMERCE BANCSHARES INC           COM              200525103    82970   2189182   SH     SOLE         2189182         0         0
COMMERCIAL METALS CO              COM              201723103    39675   3138808   SH     SOLE         3138808         0         0
COMMERCIAL VEH GROUP INC          COM              202608105     2923    339101   SH     SOLE          339101         0         0
COMMONWEALTH REIT                 COM SH BEN INT   203233101    49512   2589520   SH     SOLE         2589520         0         0
COMMUNICATIONS SYS INC            COM              203900105      946     84668   SH     SOLE           84668         0         0
COMMUNITY BK SYS INC              COM              203607106    29202   1076770   SH     SOLE         1076770         0         0
COMMUNITY HEALTH SYS INC NEW      COM              203668108    67058   2392351   SH     SOLE         2392351         0         0
COMMUNITY TR BANCORP INC          COM              204149108    15386    459418   SH     SOLE          459418         0         0
COMMUNITY WEST BANCSHARES         COM              204157101       10      3856   SH     SOLE            3856         0         0
COMMVAULT SYSTEMS INC             COM              204166102    65079   1312869   SH     SOLE         1312869         0         0
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD     20441W203    18506    482811   SH     SOLE          482811         0         0
COMPANHIA DE SANEAMENTO BASI      SPONSORED ADR    20441A102    12655    166826   SH     SOLE          166826         0         0
COMPANHIA ENERGETICA DE MINA      SP ADR N-V PFD   204409601    15492    841038   SH     SOLE          841038         0         0
COMPANIA CERVECERIAS UNIDAS       SPONSORED ADR    204429104     3779     60595   SH     SOLE           60595         0         0
COMPANIA DE MINAS BUENAVENTU      SPONSORED ADR    204448104    88359   2326453   SH     SOLE         2326453         0         0
COMPASS MINERALS INTL INC         COM              20451N101    63306    829922   SH     SOLE          829922         0         0
COMPUCREDIT HLDGS CORP            NOTE  5.875%11   20478NAD2     4212  10400000  PRN     SOLE        10400000         0         0
COMPUCREDIT HLDGS CORP            COM              20478T107     2199    607371   SH     SOLE          607371         0         0
COMPUTER PROGRAMS & SYS INC       COM              205306103    22431    392019   SH     SOLE          392019         0         0
COMPUTER SCIENCES CORP            COM              205363104   100565   4051780   SH     SOLE         4051780         0         0
COMPUTER TASK GROUP INC           COM              205477102     7705    514017   SH     SOLE          514017         0         0
COMPUWARE CORP                    COM              205638109    54590   5869941   SH     SOLE         5869941         0         0
COMPX INTERNATIONAL INC           CL A             20563P101      765     60740   SH     SOLE           60740         0         0
COMSCORE INC                      COM              20564W105    16115    979033   SH     SOLE          979033         0         0
COMSTOCK RES INC                  COM NEW          205768203    21236   1293329   SH     SOLE         1293329         0         0
COMTECH TELECOMMUNICATIONS C      COM NEW          205826209    17623    616604   SH     SOLE          616604         0         0
COMTECH TELECOMMUNICATIONS C      NOTE  3.000% 5   205826AF7     3701   3500000  PRN     SOLE         3500000         0         0
COMVERSE TECHNOLOGY INC           COM PAR $0.10    205862402    30908   5315283   SH     SOLE         5315283         0         0
CON-WAY INC                       COM              205944101    54671   1514002   SH     SOLE         1514002         0         0
CONAGRA FOODS INC                 COM              205887102   294407  11353926   SH     SOLE        11353926         0         0
CONCEPTUS INC                     COM              206016107    17336    874670   SH     SOLE          874670         0         0
CONCHO RES INC                    COM              20605P101   200639   2357130   SH     SOLE         2357130         0         0
CONCUR TECHNOLOGIES INC           COM              206708109    81105   1190975   SH     SOLE         1190975         0         0
CONCURRENT COMPUTER CORP NEW      COM PAR $.01     206710402     1051    249684   SH     SOLE          249684         0         0
CONMED CORP                       COM              207410101    21594    780404   SH     SOLE          780404         0         0
CONMED CORP                       NOTE  2.500%11   207410AD3       41     41000  PRN     SOLE           41000         0         0
CONNECTICUT WTR SVC INC           COM              207797101    11583    399700   SH     SOLE          399700         0         0
CONNS INC                         COM              208242107     3247    219375   SH     SOLE          219375         0         0
CONOCOPHILLIPS                    COM              20825C104  2019092  36132640   SH     SOLE        36132640         0         0
CONSOL ENERGY INC                 COM              20854P109   179994   5952167   SH     SOLE         5952167         0         0
CONSOLIDATED COMM HLDGS INC       COM              209034107    12943    874526   SH     SOLE          874526         0         0
CONSOLIDATED EDISON INC           COM              209115104   487896   7845249   SH     SOLE         7845249         0         0
CONSOLIDATED GRAPHICS INC         COM              209341106     8065    277640   SH     SOLE          277640         0         0
CONSOLIDATED TOMOKA LD CO         COM              210226106     5301    184189   SH     SOLE          184189         0         0
CONSOLIDATED WATER CO INC         ORD              G23773107     1171    141281   SH     SOLE          141281         0         0
CONSTANT CONTACT INC              COM              210313102    15348    859326   SH     SOLE          859326         0         0
CONSTELLATION BRANDS INC          CL A             21036P108   114827   4243435   SH     SOLE         4243435         0         0
CONSUMER PORTFOLIO SVCS INC       COM              210502100       24     12722   SH     SOLE           12722         0         0
CONTANGO OIL & GAS COMPANY        COM NEW          21075N204    24947    421398   SH     SOLE          421398         0         0
CONTINENTAL AIRLS INC             NOTE  4.500% 1   210795PU8    11144   7600000  PRN     SOLE         7600000         0         0
CONTINENTAL RESOURCES INC         COM              212015101    79073   1186920   SH     SOLE         1186920         0         0
CONVERGYS CORP                    COM              212485106    46985   3181121   SH     SOLE         3181121         0         0
CONVERGYS CORP                    SDCV  5.750% 9   212485AE6       23     15000  PRN     SOLE           15000         0         0
COOPER COS INC                    COM NEW          216648402    99287   1244822   SH     SOLE         1244822         0         0
COOPER INDUSTRIES PLC             SHS              G24140108   289447   4245342   SH     SOLE         4245342         0         0
COOPER TIRE & RUBR CO             COM              216831107    28916   1648588   SH     SOLE         1648588         0         0
COPA HOLDINGS SA                  CL A             P31076105    70225    851418   SH     SOLE          851418         0         0
COPART INC                        COM              217204106    70850   2990702   SH     SOLE         2990702         0         0
CORCEPT THERAPEUTICS INC          COM              218352102     7835   1744885   SH     SOLE         1744885         0         0
CORE LABORATORIES N V             COM              N22717107     8951     77232   SH     SOLE           77232         0         0
CORE MARK HOLDING CO INC          COM              218681104    17006    353262   SH     SOLE          353262         0         0
CORELOGIC INC                     COM              21871D103    58359   3187272   SH     SOLE         3187272         0         0
CORESITE RLTY CORP                COM              21870Q105    13088    506889   SH     SOLE          506889         0         0
CORINTHIAN COLLEGES INC           COM              218868107     6898   2386827   SH     SOLE         2386827         0         0
CORNERSTONE ONDEMAND INC          COM              21925Y103    16921    710669   SH     SOLE          710669         0         0
CORNERSTONE THERAPEUTICS INC      COM              21924P103     1081    170711   SH     SOLE          170711         0         0
CORNING INC                       COM              219350105   521513  40333550   SH     SOLE        40333550         0         0
CORONADO BIOSCIENCES INC          COM              21976U109      556    110018   SH     SOLE          110018         0         0
CORPORATE EXECUTIVE BRD CO        COM              21988R102    40727    996269   SH     SOLE          996269         0         0
CORPORATE OFFICE PPTYS TR         SH BEN INT       22002T108    55330   2353450   SH     SOLE         2353450         0         0
CORRECTIONS CORP AMER NEW         COM NEW          22025Y407    80937   2748286   SH     SOLE         2748286         0         0
CORVEL CORP                       COM              221006109    11868    242204   SH     SOLE          242204         0         0
COSTAR GROUP INC                  COM              22160N109    57096    703156   SH     SOLE          703156         0         0
COSTCO WHSL CORP NEW              COM              22160K105  1138681  11986119   SH     SOLE        11986119         0         0
COURIER CORP                      COM              222660102     6476    488757   SH     SOLE          488757         0         0
COUSINS PPTYS INC                 COM              222795106    24021   3099439   SH     SOLE         3099439         0         0
COVANCE INC                       COM              222816100    69190   1445980   SH     SOLE         1445980         0         0
COVANTA HLDG CORP                 COM              22282E102    45648   2661680   SH     SOLE         2661680         0         0
COVANTA HLDG CORP                 NOTE  3.250% 6   22282EAC6     8564   7296000  PRN     SOLE         7296000         0         0
COVENANT TRANSN GROUP INC         CL A             22284P105      924    247083   SH     SOLE          247083         0         0
COVENTRY HEALTH CARE INC          COM              222862104   122381   3849676   SH     SOLE         3849676         0         0
COVIDIEN PLC                      SHS              G2554F113   676102  12637419   SH     SOLE        12637419         0         0
COWEN GROUP INC NEW               CL A             223622101     7766   2919704   SH     SOLE         2919704         0         0
CPI AEROSTRUCTURES INC            COM NEW          125919308      520     47231   SH     SOLE           47231         0         0
CRA INTL INC                      COM              12618T105     5400    367606   SH     SOLE          367606         0         0
CRACKER BARREL OLD CTRY STOR      COM              22410J106    35580    566558   SH     SOLE          566558         0         0
CRAFT BREW ALLIANCE INC           COM              224122101      794     97044   SH     SOLE           97044         0         0
CRANE CO                          COM              224399105    54126   1487794   SH     SOLE         1487794         0         0
CRAWFORD & CO                     CL B             224633107     3362    821900   SH     SOLE          821900         0         0
CRAY INC                          COM NEW          225223304    13013   1077197   SH     SOLE         1077197         0         0
CREDICORP LTD                     COM              G2519Y108   101421    805629   SH     SOLE          805629         0         0
CREDIT ACCEP CORP MICH            COM              225310101    18427    218251   SH     SOLE          218251         0         0
CREDO PETE CORP                   COM PAR $0.10    225439207     3582    247539   SH     SOLE          247539         0         0
CREE INC                          COM              225447101    78445   3055883   SH     SOLE         3055883         0         0
CRESCENT FINL BANCSHARES INC      COM              225743103       56     12450   SH     SOLE           12450         0         0
CREXENDO INC                      COM              226552107      459    123972   SH     SOLE          123972         0         0
CREXUS INVT CORP                  COM              226553105    15596   1533545   SH     SOLE         1533545         0         0
CRIMSON EXPLORATION INC           COM NEW          22662K207     1049    228461   SH     SOLE          228461         0         0
CROCS INC                         COM              227046109    40091   2482423   SH     SOLE         2482423         0         0
CROSS A T CO                      CL A             227478104     2582    261557   SH     SOLE          261557         0         0
CROSS CTRY HEALTHCARE INC         COM              227483104     5018   1148280   SH     SOLE         1148280         0         0
CROSSTEX ENERGY INC               COM              22765Y104    18745   1338948   SH     SOLE         1338948         0         0
CROWN CASTLE INTL CORP            COM              228227104   408541   6964550   SH     SOLE         6964550         0         0
CROWN HOLDINGS INC                COM              228368106   160496   4653416   SH     SOLE         4653416         0         0
CROWN MEDIA HLDGS INC             CL A             228411104     1691    966392   SH     SOLE          966392         0         0
CRYOLIFE INC                      COM              228903100     6131   1172239   SH     SOLE         1172239         0         0
CRYSTAL ROCK HLDGS INC            COM              22940F103       38     35883   SH     SOLE           35883         0         0
CSG SYS INTL INC                  COM              126349109    17307   1001540   SH     SOLE         1001540         0         0
CSS INDS INC                      COM              125906107     5991    291547   SH     SOLE          291547         0         0
CSX CORP                          COM              126408103   618659  27668105   SH     SOLE        27668105         0         0
CTC MEDIA INC                     COM              12642X106     1089    135170   SH     SOLE          135170         0         0
CTRIP COM INTL LTD                AMERICAN DEP S   22943F100     3266    194895   SH     SOLE          194895         0         0
CTS CORP                          COM              126501105     9134    969606   SH     SOLE          969606         0         0
CUBESMART                         COM              229663109    46892   4018175   SH     SOLE         4018175         0         0
CUBIC CORP                        COM              229669106    20070    417428   SH     SOLE          417428         0         0
CUBIST PHARMACEUTICALS INC        COM              229678107    68357   1803128   SH     SOLE         1803128         0         0
CUBIST PHARMACEUTICALS INC        NOTE  2.250% 6   229678AC1       34     26000  PRN     SOLE           26000         0         0
CUBIST PHARMACEUTICALS INC        NOTE  2.500%11   229678AD9    13140   9133000  PRN     SOLE         9133000         0         0
CULLEN FROST BANKERS INC          COM              229899109    87651   1524632   SH     SOLE         1524632         0         0
CULP INC                          COM              230215105     3204    312593   SH     SOLE          312593         0         0
CUMBERLAND PHARMACEUTICALS I      COM              230770109     1064    164740   SH     SOLE          164740         0         0
CUMMINS INC                       COM              231021106   500045   5159895   SH     SOLE         5159895         0         0
CUMULUS MEDIA INC                 CL A             231082108     4238   1408100   SH     SOLE         1408100         0         0
CURIS INC                         COM              231269101    13865   2567520   SH     SOLE         2567520         0         0
CURRENCYSHARES AUSTRALIAN DL      AUSTRALIAN DOL   23129U101       51       500   SH     SOLE             500         0         0
CURRENCYSHARES CDN DLR TR         CDN DOLLAR SHS   23129X105     1939     19848   SH     SOLE           19848         0         0
CURRENCYSHARES EURO TR            EURO SHS         23130C108     5463     43400   SH     SOLE           43400         0         0
CURRENCYSHARES SWEDISH KRONA      SWEDISH KRONA    23129R108        1        10   SH     SOLE              10         0         0
CURRENCYSHARES SWISS FRANC T      SWISS FRANC SH   23129V109        1         5   SH     SOLE               5         0         0
CURRENCYSHS JAPANESE YEN TR       JAPANESE YEN     23130A102      673      5472   SH     SOLE            5472         0         0
CURTISS WRIGHT CORP               COM              231561101    38024   1224600   SH     SOLE         1224600         0         0
CUTERA INC                        COM              232109108     2568    356855   SH     SOLE          356855         0         0
CVB FINL CORP                     COM              126600105    28884   2479329   SH     SOLE         2479329         0         0
CVR ENERGY INC                    COM              12662P108    14562    547844   SH     SOLE          547844         0         0
CVS CAREMARK CORPORATION          COM              126650100  1738029  37193008   SH     SOLE        37193008         0         0
CYANOTECH CORP                    COM PAR $0.02    232437301       75     10819   SH     SOLE           10819         0         0
CYBERONICS INC                    COM              23251P102    40610    903654   SH     SOLE          903654         0         0
CYBEROPTICS CORP                  COM              232517102     1114    131781   SH     SOLE          131781         0         0
CYBEX INTL INC                    COM              23252E106       10      6334   SH     SOLE            6334         0         0
CYCLACEL PHARMACEUTICALS INC      COM              23254L108       32     68833   SH     SOLE           68833         0         0
CYMER INC                         COM              232572107    45465    771253   SH     SOLE          771253         0         0
CYNOSURE INC                      CL A             232577205     4212    199147   SH     SOLE          199147         0         0
CYPRESS SEMICONDUCTOR CORP        COM              232806109    53621   4056023   SH     SOLE         4056023         0         0
CYS INVTS INC                     COM              12673A108    44100   3202601   SH     SOLE         3202601         0         0
CYTEC INDS INC                    COM              232820100    76565   1305674   SH     SOLE         1305674         0         0
CYTOKINETICS INC                  COM              23282W100      854   1334000   SH     SOLE         1334000         0         0
CYTORI THERAPEUTICS INC           COM              23283K105     4321   1600496   SH     SOLE         1600496         0         0
D R HORTON INC                    COM              23331A109   152989   8323655   SH     SOLE         8323655         0         0
D R HORTON INC                    NOTE  2.000% 5   23331ABB4    14406  13702000  PRN     SOLE        13702000         0         0
DAILY JOURNAL CORP                COM              233912104      525      6122   SH     SOLE            6122         0         0
DAKTRONICS INC                    COM              234264109     7740   1120186   SH     SOLE         1120186         0         0
DANA HLDG CORP                    COM              235825205    50298   3926446   SH     SOLE         3926446         0         0
DANAHER CORP DEL                  COM              235851102   805423  15465110   SH     SOLE        15465110         0         0
DARA BIOSCIENCES INC              COM NEW          23703P205       97    133125   SH     SOLE          133125         0         0
DARDEN RESTAURANTS INC            COM              237194105   171082   3379054   SH     SOLE         3379054         0         0
DARLING INTL INC                  COM              237266101    51975   3151931   SH     SOLE         3151931         0         0
DATA I O CORP                     COM              237690102       35     12121   SH     SOLE           12121         0         0
DATALINK CORP                     COM              237934104     5026    526233   SH     SOLE          526233         0         0
DATARAM CORP                      COM PAR $1       238108203       14     19609   SH     SOLE           19609         0         0
DATAWATCH CORP                    COM NEW          237917208     2003    155302   SH     SOLE          155302         0         0
DAVITA INC                        COM              23918K108   240346   2447265   SH     SOLE         2447265         0         0
DAWSON GEOPHYSICAL CO             COM              239359102     6034    253311   SH     SOLE          253311         0         0
DAXOR CORP                        COM              239467103      322     36025   SH     SOLE           36025         0         0
DCT INDUSTRIAL TRUST INC          COM              233153105    51950   8246100   SH     SOLE         8246100         0         0
DDR CORP                          COM              23317H102   102451   6997996   SH     SOLE         6997996         0         0
DEALERTRACK HLDGS INC             COM              242309102    33620   1116562   SH     SOLE         1116562         0         0
DEAN FOODS CO NEW                 COM              242370104    82728   4857805   SH     SOLE         4857805         0         0
DECKERS OUTDOOR CORP              COM              243537107    44341   1007515   SH     SOLE         1007515         0         0
DEERE & CO                        COM              244199105   841178  10401606   SH     SOLE        10401606         0         0
DELCATH SYS INC                   COM              24661P104     1865   1130462   SH     SOLE         1130462         0         0
DELEK US HLDGS INC                COM              246647101     7958    452419   SH     SOLE          452419         0         0
DELIA'S INC NEW                   COM              246911101     1857   1198166   SH     SOLE         1198166         0         0
DELL INC                          COM              24702R101   502476  40165918   SH     SOLE        40165918         0         0
DELPHI AUTOMOTIVE PLC             SHS              G27823106    76428   2997183   SH     SOLE         2997183         0         0
DELTA AIR LINES INC DEL           COM NEW          247361702   203599  18593517   SH     SOLE        18593517         0         0
DELTA APPAREL INC                 COM              247368103     2368    173353   SH     SOLE          173353         0         0
DELTA NAT GAS INC                 COM              247748106     1420     65341   SH     SOLE           65341         0         0
DELTEK INC                        COM              24784L105     9116    786536   SH     SOLE          786536         0         0
DELTIC TIMBER CORP                COM              247850100    19440    318787   SH     SOLE          318787         0         0
DELUXE CORP                       COM              248019101    37236   1493028   SH     SOLE         1493028         0         0
DEMAND MEDIA INC                  COM              24802N109     4323    386000   SH     SOLE          386000         0         0
DEMANDWARE INC                    COM              24802Y105     1573     66418   SH     SOLE           66418         0         0
DENBURY RES INC                   COM NEW          247916208   155815  10312030   SH     SOLE        10312030         0         0
DENDREON CORP                     COM              24823Q107    30890   4174294   SH     SOLE         4174294         0         0
DENNYS CORP                       COM              24869P104    13516   3057881   SH     SOLE         3057881         0         0
DENTSPLY INTL INC NEW             COM              249030107   139971   3701968   SH     SOLE         3701968         0         0
DEPOMED INC                       COM              249908104     9281   1631179   SH     SOLE         1631179         0         0
DERMA SCIENCES INC                COM PAR $.01     249827502      721     75703   SH     SOLE           75703         0         0
DESARROLLADORA HOMEX S A DE       SPONSORED ADR    25030W100      589     38217   SH     SOLE           38217         0         0
DESTINATION MATERNITY CORP        COM              25065D100     8732    404276   SH     SOLE          404276         0         0
DEVON ENERGY CORP NEW             COM              25179M103   613389  10577503   SH     SOLE        10577503         0         0
DEVRY INC DEL                     COM              251893103    54248   1751635   SH     SOLE         1751635         0         0
DEX ONE CORP                      COM              25212W100     1499   1620640   SH     SOLE         1620640         0         0
DEXCOM INC                        COM              252131107    24475   1888525   SH     SOLE         1888525         0         0
DFC GLOBAL CORP                   COM              23324T107    23989   1301603   SH     SOLE         1301603         0         0
DHT HOLDINGS INC                  COM              Y2065G105      884   1416398   SH     SOLE         1416398         0         0
DIAL GLOBAL INC                   COM              25247X107      101     30482   SH     SOLE           30482         0         0
DIAMOND FOODS INC                 COM              252603105    11147    624857   SH     SOLE          624857         0         0
DIAMOND HILL INVESTMENT GROU      COM NEW          25264R207     9721    124163   SH     SOLE          124163         0         0
DIAMOND OFFSHORE DRILLING IN      COM              25271C102   107584   1819455   SH     SOLE         1819455         0         0
DIAMONDROCK HOSPITALITY CO        COM              252784301    57492   5636489   SH     SOLE         5636489         0         0
DICE HLDGS INC                    COM              253017107    13144   1399793   SH     SOLE         1399793         0         0
DICKS SPORTING GOODS INC          COM              253393102   119924   2498418   SH     SOLE         2498418         0         0
DIEBOLD INC                       COM              253651103    67060   1816864   SH     SOLE         1816864         0         0
DIGI INTL INC                     COM              253798102     7667    748733   SH     SOLE          748733         0         0
DIGIMARC CORP NEW                 COM              25381B101     8490    330857   SH     SOLE          330857         0         0
DIGIRAD CORP                      COM              253827109       89     40328   SH     SOLE           40328         0         0
DIGITAL DOMAIN MEDIA GROUP I      COM              25386U104      613     97928   SH     SOLE           97928         0         0
DIGITAL GENERATION INC            COM              25400B108     9573    773895   SH     SOLE          773895         0         0
DIGITAL RIV INC                   COM              25388B104    18061   1086701   SH     SOLE         1086701         0         0
DIGITAL RIV INC                   NOTE  2.000%11   25388BAD6    10271  11000000  PRN     SOLE        11000000         0         0
DIGITAL RLTY TR INC               COM              253868103   251137   3345371   SH     SOLE         3345371         0         0
DIGITALGLOBE INC                  COM NEW          25389M877    14714    970587   SH     SOLE          970587         0         0
DILLARDS INC                      CL A             254067101    48002    753794   SH     SOLE          753794         0         0
DIME CMNTY BANCSHARES             COM              253922108    14439   1086447   SH     SOLE         1086447         0         0
DINEEQUITY INC                    COM              254423106    19726    441900   SH     SOLE          441900         0         0
DIODES INC                        COM              254543101    17315    922457   SH     SOLE          922457         0         0
DIRECT MKTS HLDGS CORP            COM              25456U109        8     21106   SH     SOLE           21106         0         0
DIRECTV                           COM CL A         25490A101   919177  18827876   SH     SOLE        18827876         0         0
DISCOVER FINL SVCS                COM              254709108   490300  14178704   SH     SOLE        14178704         0         0
DISCOVERY COMMUNICATNS NEW        COM SER A        25470F104   349334   6469155   SH     SOLE         6469155         0         0
DISCOVERY COMMUNICATNS NEW        COM SER C        25470F302    31928    637414   SH     SOLE          637414         0         0
DISH NETWORK CORP                 CL A             25470M109   141192   4945419   SH     SOLE         4945419         0         0
DISNEY WALT CO                    COM DISNEY       254687106  2289034  47196578   SH     SOLE        47196578         0         0
DITECH NETWORKS INC               COM              25500T108      473    550098   SH     SOLE          550098         0         0
DIXIE GROUP INC                   CL A             255519100      463    121915   SH     SOLE          121915         0         0
DOLAN CO                          COM              25659P402     6098    906050   SH     SOLE          906050         0         0
DOLBY LABORATORIES INC            COM              25659T107    92472   2239027   SH     SOLE         2239027         0         0
DOLE FOOD CO INC NEW              COM              256603101     4299    489602   SH     SOLE          489602         0         0
DOLLAR GEN CORP NEW               COM              256677105   333241   6126880   SH     SOLE         6126880         0         0
DOLLAR THRIFTY AUTOMOTIVE GP      COM              256743105    65461    808565   SH     SOLE          808565         0         0
DOLLAR TREE INC                   COM              256746108   379463   7053213   SH     SOLE         7053213         0         0
DOMINION RES INC VA NEW           COM              25746U109   843984  15629342   SH     SOLE        15629342         0         0
DOMINOS PIZZA INC                 COM              25754A201    56993   1843849   SH     SOLE         1843849         0         0
DOMTAR CORP                       COM NEW          257559203   126747   1652285   SH     SOLE         1652285         0         0
DONALDSON INC                     COM              257651109   122403   3668041   SH     SOLE         3668041         0         0
DONEGAL GROUP INC                 CL A             257701201     5317    400363   SH     SOLE          400363         0         0
DONNELLEY R R & SONS CO           COM              257867101    56165   4771838   SH     SOLE         4771838         0         0
DORAL FINL CORP                   COM NEW          25811P886     3196   2130510   SH     SOLE         2130510         0         0
DORMAN PRODUCTS INC               COM              258278100    17798    709357   SH     SOLE          709357         0         0
DOT HILL SYS CORP                 COM              25848T109     1482   1300276   SH     SOLE         1300276         0         0
DOUBLE EAGLE PETE CO              COM PAR $0.10    258570209     1354    309139   SH     SOLE          309139         0         0
DOUGLAS DYNAMICS INC              COM              25960R105     4288    300926   SH     SOLE          300926         0         0
DOUGLAS EMMETT INC                COM              25960P109    95431   4131207   SH     SOLE         4131207         0         0
DOVER CORP                        COM              260003108   307804   5741534   SH     SOLE         5741534         0         0
DOVER DOWNS GAMING & ENTMT I      COM              260095104     1144    377703   SH     SOLE          377703         0         0
DOVER MOTORSPORTS INC             COM              260174107      374    285149   SH     SOLE          285149         0         0
DOW CHEM CO                       COM              260543103   994559  31573311   SH     SOLE        31573311         0         0
DR PEPPER SNAPPLE GROUP INC       COM              26138E109   242411   5540818   SH     SOLE         5540818         0         0
DR REDDYS LABS LTD                ADR              256135203     1694     57075   SH     SOLE           57075         0         0
DRDGOLD LIMITED                   SPON ADR REPST   26152H301      163     24898   SH     SOLE           24898         0         0
DREAMWORKS ANIMATION SKG INC      CL A             26153C103    35392   1856870   SH     SOLE         1856870         0         0
DRESSER-RAND GROUP INC            COM              261608103    95558   2145450   SH     SOLE         2145450         0         0
DREW INDS INC                     COM NEW          26168L205    14746    529489   SH     SOLE          529489         0         0
DRIL-QUIP INC                     COM              262037104    71315   1087280   SH     SOLE         1087280         0         0
DRYSHIPS INC                      SHS              Y2109Q101       20      9300   SH     SOLE            9300         0         0
DSP GROUP INC                     COM              23332B106     4238    668461   SH     SOLE          668461         0         0
DST SYS INC DEL                   COM              233326107    49917    919119   SH     SOLE          919119         0         0
DSW INC                           CL A             23334L102    34095    626749   SH     SOLE          626749         0         0
DTE ENERGY CO                     COM              233331107   276215   4655563   SH     SOLE         4655563         0         0
DTS INC                           COM              23335C101    12497    479190   SH     SOLE          479190         0         0
DU PONT E I DE NEMOURS & CO       COM              263534109  1236194  24445203   SH     SOLE        24445203         0         0
DUCOMMUN INC DEL                  COM              264147109     2304    234875   SH     SOLE          234875         0         0
DUFF & PHELPS CORP NEW            CL A             26433B107    13302    917396   SH     SOLE          917396         0         0
DUKE ENERGY CORP NEW              COM              26441C105   811117  35174189   SH     SOLE        35174189         0         0
DUKE REALTY CORP                  COM NEW          264411505   131579   8987637   SH     SOLE         8987637         0         0
DUN & BRADSTREET CORP DEL NE      COM              26483E100    92482   1299452   SH     SOLE         1299452         0         0
DUNKIN BRANDS GROUP INC           COM              265504100    58558   1705235   SH     SOLE         1705235         0         0
DUPONT FABROS TECHNOLOGY INC      COM              26613Q106    61362   2148535   SH     SOLE         2148535         0         0
DURECT CORP                       COM              266605104     1534   1685858   SH     SOLE         1685858         0         0
DUSA PHARMACEUTICALS INC          COM              266898105     3117    597158   SH     SOLE          597158         0         0
DXP ENTERPRISES INC NEW           COM NEW          233377407     9793    236041   SH     SOLE          236041         0         0
DYAX CORP                         COM              26746E103     7207   3383639   SH     SOLE         3383639         0         0
DYCOM INDS INC                    COM              267475101    20392   1095745   SH     SOLE         1095745         0         0
DYNAMIC MATLS CORP                COM              267888105     7538    434941   SH     SOLE          434941         0         0
DYNAMICS RESH CORP                COM              268057106     1266    217958   SH     SOLE          217958         0         0
DYNATRONICS CORP                  COM              268157104       57    113631   SH     SOLE          113631         0         0
DYNAVAX TECHNOLOGIES CORP         COM              268158102    16475   3813701   SH     SOLE         3813701         0         0
DYNEGY INC DEL                    COM              26817G300     1021   1745472   SH     SOLE         1745472         0         0
DYNEX CAP INC                     COM NEW          26817Q506      173     16700   SH     SOLE           16700         0         0
E M C CORP MASS                   COM              268648102  1419302  55376572   SH     SOLE        55376572         0         0
E M C CORP MASS                   NOTE  1.750%12   268648AM4    33995  20888000  PRN     SOLE        20888000         0         0
E TRADE FINANCIAL CORP            COM NEW          269246401    57307   7127747   SH     SOLE         7127747         0         0
EAGLE BANCORP INC MD              COM              268948106    10761    683214   SH     SOLE          683214         0         0
EAGLE MATERIALS INC               COM              26969P108    55905   1497180   SH     SOLE         1497180         0         0
EARTHLINK INC                     COM              270321102    23669   3185641   SH     SOLE         3185641         0         0
EAST WEST BANCORP INC             COM              27579R104    89360   3809047   SH     SOLE         3809047         0         0
EASTERN CO                        COM              276317104      791     49005   SH     SOLE           49005         0         0
EASTERN INS HLDGS INC             COM              276534104     1091     64166   SH     SOLE           64166         0         0
EASTERN VA BANKSHARES INC         COM              277196101      172     46280   SH     SOLE           46280         0         0
EASTGROUP PPTY INC                COM              277276101    52727    989243   SH     SOLE          989243         0         0
EASTMAN CHEM CO                   COM              277432100   185690   3686511   SH     SOLE         3686511         0         0
EASYLINK SERVICES INTL CORP       CL A             277858106     2893    399524   SH     SOLE          399524         0         0
EATON CORP                        COM              278058102   355515   8970846   SH     SOLE         8970846         0         0
EATON VANCE CORP                  COM NON VTG      278265103    83359   3093098   SH     SOLE         3093098         0         0
EBAY INC                          COM              278642103  1281266  30499061   SH     SOLE        30499061         0         0
EBIX INC                          COM NEW          278715206    17772    890852   SH     SOLE          890852         0         0
ECHELON CORP                      COM              27874N105     4146   1191456   SH     SOLE         1191456         0         0
ECHO GLOBAL LOGISTICS INC         COM              27875T101     3913    205295   SH     SOLE          205295         0         0
ECHOSTAR CORP                     CL A             278768106    26551   1004965   SH     SOLE         1004965         0         0
ECOLAB INC                        COM              278865100   503746   7350740   SH     SOLE         7350740         0         0
EDELMAN FINL GROUP INC            COM              27943Q105     6854    787860   SH     SOLE          787860         0         0
EDGEN GROUP INC                   CL A             28014Q107     2129    283061   SH     SOLE          283061         0         0
EDGEWATER TECHNOLOGY INC          COM              280358102       12      3165   SH     SOLE            3165         0         0
EDISON INTL                       COM              281020107   396083   8573226   SH     SOLE         8573226         0         0
EDUCATION MGMT CORP NEW           COM              28140M103     6257    900235   SH     SOLE          900235         0         0
EDUCATION RLTY TR INC             COM              28140H104    36545   3298329   SH     SOLE         3298329         0         0
EDWARDS LIFESCIENCES CORP         COM              28176E108   310201   3002913   SH     SOLE         3002913         0         0
EGA EMERGING GLOBAL SHS TR        EGSHARE FINL G   268461506        9       478   SH     SOLE             478         0         0
EHEALTH INC                       COM              28238P109    11949    741727   SH     SOLE          741727         0         0
EINSTEIN NOAH REST GROUP INC      COM              28257U104     1594     90769   SH     SOLE           90769         0         0
EL PASO ELEC CO                   COM NEW          283677854    42090   1269291   SH     SOLE         1269291         0         0
ELAN PLC                          ADR              284131208       55      3749   SH     SOLE            3749         0         0
ELDORADO GOLD CORP NEW            COM              284902103       77      6266   SH     SOLE            6266         0         0
ELECTRO RENT CORP                 COM              285218103     8929    550129   SH     SOLE          550129         0         0
ELECTRO SCIENTIFIC INDS           COM              285229100    10362    876662   SH     SOLE          876662         0         0
ELECTRONIC ARTS INC               COM              285512109   103620   8390319   SH     SOLE         8390319         0         0
ELECTRONICS FOR IMAGING INC       COM              286082102    20950   1289247   SH     SOLE         1289247         0         0
ELEPHANT TALK COMM CORP           COM NEW          286202205       56     33531   SH     SOLE           33531         0         0
ELIZABETH ARDEN INC               COM              28660G106    28448    732995   SH     SOLE          732995         0         0
ELLIE MAE INC                     COM              28849P100     4608    255977   SH     SOLE          255977         0         0
ELLIS PERRY INTL INC              COM              288853104     8056    388255   SH     SOLE          388255         0         0
EMAGIN CORP                       COM NEW          29076N206       37     12042   SH     SOLE           12042         0         0
EMBRAER S A                       SP ADR REP 4 C   29082A107       21       804   SH     SOLE             804         0         0
EMC INS GROUP INC                 COM              268664109     3743    185311   SH     SOLE          185311         0         0
EMCOR GROUP INC                   COM              29084Q100    49003   1761425   SH     SOLE         1761425         0         0
EMCORE CORP                       COM NEW          290846203      143     32358   SH     SOLE           32358         0         0
EMERGENT BIOSOLUTIONS INC         COM              29089Q105    10404    686722   SH     SOLE          686722         0         0
EMERITUS CORP                     COM              291005106    14590    866911   SH     SOLE          866911         0         0
EMERSON ELEC CO                   COM              291011104   888296  19070327   SH     SOLE        19070327         0         0
EMERSON RADIO CORP                COM NEW          291087203       36     17589   SH     SOLE           17589         0         0
EMMIS COMMUNICATIONS CORP         CL A             291525103     2219   1206023   SH     SOLE         1206023         0         0
EMPIRE DIST ELEC CO               COM              291641108    25098   1189462   SH     SOLE         1189462         0         0
EMPIRE RESORTS INC                COM NEW          292052206      372    197944   SH     SOLE          197944         0         0
EMPLOYERS HOLDINGS INC            COM              292218104     5731    317659   SH     SOLE          317659         0         0
EMULEX CORP                       COM NEW          292475209    17182   2386388   SH     SOLE         2386388         0         0
ENCORE BANCSHARES INC             COM              29255V201     2109    102244   SH     SOLE          102244         0         0
ENCORE CAP GROUP INC              COM              292554102    19424    655772   SH     SOLE          655772         0         0
ENCORE WIRE CORP                  COM              292562105    14595    544978   SH     SOLE          544978         0         0
ENDEAVOUR INTL CORP               COM NEW          29259G200    24471   2913207   SH     SOLE         2913207         0         0
ENDO HEALTH SOLUTIONS INC         COM              29264F205    98578   3181984   SH     SOLE         3181984         0         0
ENDO HEALTH SOLUTIONS INC         NOTE  1.750% 4   29264FAB2    11968   9953000  PRN     SOLE         9953000         0         0
ENDOCYTE INC                      COM              29269A102     3199    389176   SH     SOLE          389176         0         0
ENDOLOGIX INC                     COM              29266S106    24172   1565551   SH     SOLE         1565551         0         0
ENDURANCE SPECIALTY HLDGS LT      SHS              G30397106    58908   1537275   SH     SOLE         1537275         0         0
ENERGEN CORP                      COM              29265N108    87606   1941183   SH     SOLE         1941183         0         0
ENERGIZER HLDGS INC               COM              29266R108   131945   1753423   SH     SOLE         1753423         0         0
ENERGY PARTNERS LTD               COM NEW          29270U303    14042    830884   SH     SOLE          830884         0         0
ENERGY RECOVERY INC               COM              29270J100     3916   1631874   SH     SOLE         1631874         0         0
ENERGY XXI (BERMUDA) LTD          USD UNRS SHS     G10082140    35683   1140395   SH     SOLE         1140395         0         0
ENERGYSOLUTIONS INC               COM              292756202     5549   3283174   SH     SOLE         3283174         0         0
ENERNOC INC                       COM              292764107     5478    756667   SH     SOLE          756667         0         0
ENERSIS S A                       SPONSORED ADR    29274F104     5688    304150   SH     SOLE          304150         0         0
ENERSYS                           COM              29275Y102    45747   1304440   SH     SOLE         1304440         0         0
ENERSYS                           NOTE  3.375% 6   29275YAA0       16     14000  PRN     SOLE           14000         0         0
ENGLOBAL CORP                     COM              293306106       59     39064   SH     SOLE           39064         0         0
ENNIS INC                         COM              293389102    11313    735598   SH     SOLE          735598         0         0
ENPHASE ENERGY INC                COM              29355A107      543     87259   SH     SOLE           87259         0         0
ENPRO INDS INC                    COM              29355X107    21913    586388   SH     SOLE          586388         0         0
ENSIGN GROUP INC                  COM              29358P101    13483    476933   SH     SOLE          476933         0         0
ENSTAR GROUP LIMITED              SHS              G3075P101    24558    248206   SH     SOLE          248206         0         0
ENTEGRIS INC                      COM              29362U104    30858   3613372   SH     SOLE         3613372         0         0
ENTERCOM COMMUNICATIONS CORP      CL A             293639100     4585    761673   SH     SOLE          761673         0         0
ENTERGY CORP NEW                  COM              29364G103   327373   4822102   SH     SOLE         4822102         0         0
ENTEROMEDICS INC                  COM NEW          29365M208      732    212269   SH     SOLE          212269         0         0
ENTERPRISE BANCORP INC MASS       COM              293668109      809     49384   SH     SOLE           49384         0         0
ENTERPRISE FINL SVCS CORP         COM              293712105     2610    238096   SH     SOLE          238096         0         0
ENTERTAINMENT PPTYS TR            COM SH BEN INT   29380T105    75682   1840974   SH     SOLE         1840974         0         0
ENTRAVISION COMMUNICATIONS C      CL A             29382R107     1675   1384174   SH     SOLE         1384174         0         0
ENTREMED INC                      COM NEW          29382F202      406    220569   SH     SOLE          220569         0         0
ENTROPIC COMMUNICATIONS INC       COM              29384R105    13544   2403472   SH     SOLE         2403472         0         0
ENVESTNET INC                     COM              29404K106     3264    272029   SH     SOLE          272029         0         0
ENVIVIO INC                       COM              29413T106      407     63518   SH     SOLE           63518         0         0
ENZO BIOCHEM INC                  COM              294100102     1325    793345   SH     SOLE          793345         0         0
ENZON PHARMACEUTICALS INC         COM              293904108     8904   1296026   SH     SOLE         1296026         0         0
ENZON PHARMACEUTICALS INC         NOTE  4.000% 6   293904AE8     1537   1518000  PRN     SOLE         1518000         0         0
EOG RES INC                       COM              26875P101   631272   7005567   SH     SOLE         7005567         0         0
EON COMMUNICATIONS CORP           COM NEW          268763208      132    133649   SH     SOLE          133649         0         0
EPAM SYS INC                      COM              29414B104     1034     60846   SH     SOLE           60846         0         0
EPIQ SYS INC                      COM              26882D109    11459    935448   SH     SOLE          935448         0         0
EPLUS INC                         COM              294268107     1328     41037   SH     SOLE           41037         0         0
EPOCH HOLDING CORP                COM              29428R103     5323    233677   SH     SOLE          233677         0         0
EPOCRATES INC                     COM              29429D103     1553    193637   SH     SOLE          193637         0         0
EQT CORP                          COM              26884L109   205124   3824803   SH     SOLE         3824803         0         0
EQUIFAX INC                       COM              294429105   149836   3215372   SH     SOLE         3215372         0         0
EQUINIX INC                       COM NEW          29444U502   217935   1240737   SH     SOLE         1240737         0         0
EQUINIX INC                       NOTE  4.750% 6   29444UAH9    41776  19043000  PRN     SOLE        19043000         0         0
EQUITY LIFESTYLE PPTYS INC        COM              29472R108    85892   1245348   SH     SOLE         1245348         0         0
EQUITY ONE                        COM              294752100    43926   2071989   SH     SOLE         2071989         0         0
EQUITY RESIDENTIAL                SH BEN INT       29476L107   623302   9995220   SH     SOLE         9995220         0         0
ERESEARCHTECHNOLOGY INC           COM              29481V108    12203   1526367   SH     SOLE         1526367         0         0
ERIE INDTY CO                     CL A             29530P102    46421    648248   SH     SOLE          648248         0         0
ESB FINL CORP                     COM              26884F102     4228    320301   SH     SOLE          320301         0         0
ESCALADE INC                      COM              296056104       11      1959   SH     SOLE            1959         0         0
ESCALON MED CORP                  COM NEW          296074305      198    282411   SH     SOLE          282411         0         0
ESCO TECHNOLOGIES INC             COM              296315104    25598    702466   SH     SOLE          702466         0         0
ESSA BANCORP INC                  COM              29667D104     1670    154602   SH     SOLE          154602         0         0
ESSEX PPTY TR INC                 COM              297178105   177455   1152904   SH     SOLE         1152904         0         0
ESTERLINE TECHNOLOGIES CORP       COM              297425100    55049    882895   SH     SOLE          882895         0         0
ETHAN ALLEN INTERIORS INC         COM              297602104    14324    718695   SH     SOLE          718695         0         0
EURONET WORLDWIDE INC             COM              298736109    23793   1393838   SH     SOLE         1393838         0         0
EVERBANK FINL CORP                COM              29977G102     4667    429370   SH     SOLE          429370         0         0
EVERCORE PARTNERS INC             CLASS A          29977A105    17523    749152   SH     SOLE          749152         0         0
EVEREST RE GROUP LTD              COM              G3223R108   129845   1254662   SH     SOLE         1254662         0         0
EVOLUTION PETROLEUM CORP          COM              30049A107     1788    214369   SH     SOLE          214369         0         0
EVOLVING SYS INC                  COM NEW          30049R209     1372    249431   SH     SOLE          249431         0         0
EXACT SCIENCES CORP               COM              30063P105    17375   1620839   SH     SOLE         1620839         0         0
EXACTECH INC                      COM              30064E109     5425    323495   SH     SOLE          323495         0         0
EXACTTARGET INC                   COM              30064K105     2782    127256   SH     SOLE          127256         0         0
EXAMWORKS GROUP INC               COM              30066A105     5144    388844   SH     SOLE          388844         0         0
EXAR CORP                         COM              300645108     9660   1188196   SH     SOLE         1188196         0         0
EXCEL TR INC                      COM              30068C109     7104    593998   SH     SOLE          593998         0         0
EXCO RESOURCES INC                COM              269279402    24661   3249139   SH     SOLE         3249139         0         0
EXELIS INC                        COM              30162A108    82744   8391845   SH     SOLE         8391845         0         0
EXELIXIS INC                      COM              30161Q104    22422   4054655   SH     SOLE         4054655         0         0
EXELON CORP                       COM              30161N101   879047  23366470   SH     SOLE        23366470         0         0
EXIDE TECHNOLOGIES                COM NEW          302051206     8653   2575166   SH     SOLE         2575166         0         0
EXLSERVICE HOLDINGS INC           COM              302081104    16215    658085   SH     SOLE          658085         0         0
EXPEDIA INC DEL                   COM NEW          30212P303   114956   2391420   SH     SOLE         2391420         0         0
EXPEDITORS INTL WASH INC          COM              302130109   287064   7408116   SH     SOLE         7408116         0         0
EXPONENT INC                      COM              30214U102    21539    407712   SH     SOLE          407712         0         0
EXPRESS INC                       COM              30219E103    41556   2287042   SH     SOLE         2287042         0         0
EXPRESS SCRIPTS HLDG CO           COM              30219G108  1252903  22441400   SH     SOLE        22441400         0         0
EXTERRAN HLDGS INC                COM              30225X103    22619   1774064   SH     SOLE         1774064         0         0
EXTERRAN HLDGS INC                NOTE  4.250% 6   30225XAA1     3130   3239000  PRN     SOLE         3239000         0         0
EXTRA SPACE STORAGE INC           COM              30225T102    91628   2994367   SH     SOLE         2994367         0         0
EXTREME NETWORKS INC              COM              30226D106     9471   2753069   SH     SOLE         2753069         0         0
EXXON MOBIL CORP                  COM              30231G102 10953375 128004853   SH     SOLE       128004853         0         0
EZCORP INC                        CL A NON VTG     302301106    30929   1318389   SH     SOLE         1318389         0         0
F M C CORP                        COM NEW          302491303   191970   3589559   SH     SOLE         3589559         0         0
F N B UNITED CORP                 COM NEW          302519202     1449    111558   SH     SOLE          111558         0         0
F5 NETWORKS INC                   COM              315616102   241604   2426718   SH     SOLE         2426718         0         0
FABRINET                          SHS              G3323L100     3483    277553   SH     SOLE          277553         0         0
FACEBOOK INC                      CL A             30303M102   313644  10086639   SH     SOLE        10086639         0         0
FACTSET RESH SYS INC              COM              303075105   103268   1111126   SH     SOLE         1111126         0         0
FAIR ISAAC CORP                   COM              303250104    44198   1045364   SH     SOLE         1045364         0         0
FAIRCHILD SEMICONDUCTOR INTL      COM              303726103    45391   3219211   SH     SOLE         3219211         0         0
FAIRPOINT COMMUNICATIONS INC      COM NEW          305560302     4825    784534   SH     SOLE          784534         0         0
FALCONSTOR SOFTWARE INC           COM              306137100     2998   1148522   SH     SOLE         1148522         0         0
FAMILY DLR STORES INC             COM              307000109   193738   2914233   SH     SOLE         2914233         0         0
FAMOUS DAVES AMER INC             COM              307068106     2517    227759   SH     SOLE          227759         0         0
FARMER BROS CO                    COM              307675108     2096    263310   SH     SOLE          263310         0         0
FARMERS CAP BK CORP               COM              309562106      922    140333   SH     SOLE          140333         0         0
FARMERS NATL BANC CORP            COM              309627107      864    138605   SH     SOLE          138605         0         0
FARO TECHNOLOGIES INC             COM              311642102    19695    468045   SH     SOLE          468045         0         0
FASTENAL CO                       COM              311900104   312097   7742416   SH     SOLE         7742416         0         0
FBL FINL GROUP INC                CL A             30239F106     9394    335366   SH     SOLE          335366         0         0
FBR & CO                          COM              30247C301     4491   1621384   SH     SOLE         1621384         0         0
FEDERAL AGRIC MTG CORP            CL C             313148306     3505    133633   SH     SOLE          133633         0         0
FEDERAL MOGUL CORP                COM              313549404     8628    784400   SH     SOLE          784400         0         0
FEDERAL REALTY INVT TR            SH BEN INT NEW   313747206   220540   2118740   SH     SOLE         2118740         0         0
FEDERAL SIGNAL CORP               COM              313855108    10721   1835783   SH     SOLE         1835783         0         0
FEDERATED INVS INC PA             CL B             314211103    53462   2446791   SH     SOLE         2446791         0         0
FEDEX CORP                        COM              31428X106   775830   8468831   SH     SOLE         8468831         0         0
FEI CO                            COM              30241L109    47906   1001378   SH     SOLE         1001378         0         0
FEI CO                            NOTE  2.875% 6   30241LAF6    11585   7000000  PRN     SOLE         7000000         0         0
FEIHE INTL INC                    COM              31429Y103      114     16620   SH     SOLE           16620         0         0
FELCOR LODGING TR INC             COM              31430F101    21389   4550830   SH     SOLE         4550830         0         0
FEMALE HEALTH CO                  COM              314462102     1179    200851   SH     SOLE          200851         0         0
FERRO CORP                        COM              315405100    11037   2299454   SH     SOLE         2299454         0         0
FIBRIA CELULOSE S A               SP ADR REP COM   31573A109     1440    192239   SH     SOLE          192239         0         0
FIDELITY NATIONAL FINANCIAL       CL A             31620R105   113033   5868805   SH     SOLE         5868805         0         0
FIDELITY NATL INFORMATION SV      COM              31620M106   216306   6347001   SH     SOLE         6347001         0         0
FIDELITY SOUTHERN CORP NEW        COM              316394105      702     81270   SH     SOLE           81270         0         0
FIDUS INVT CORP                   COM              316500107     1341     88421   SH     SOLE           88421         0         0
FIESTA RESTAURANT GROUP INC       COM              31660B101     2556    193215   SH     SOLE          193215         0         0
FIFTH & PAC COS INC               COM              316645100    29401   2740041   SH     SOLE         2740041         0         0
FIFTH STREET FINANCE CORP         COM              31678A103    10747   1076900   SH     SOLE         1076900         0         0
FIFTH THIRD BANCORP               COM              316773100   324010  24179873   SH     SOLE        24179873         0         0
FINANCIAL ENGINES INC             COM              317485100    19874    926534   SH     SOLE          926534         0         0
FINANCIAL INSTNS INC              COM              317585404     8283    490673   SH     SOLE          490673         0         0
FINISAR CORP                      COM NEW          31787A507    36331   2428516   SH     SOLE         2428516         0         0
FINISH LINE INC                   CL A             317923100    30251   1446747   SH     SOLE         1446747         0         0
FIRST ACCEPTANCE CORP             COM              318457108       64     47842   SH     SOLE           47842         0         0
FIRST AMERN FINL CORP             COM              31847R102    51895   3059839   SH     SOLE         3059839         0         0
FIRST BANCORP INC ME              COM              31866P102     4053    238437   SH     SOLE          238437         0         0
FIRST BANCORP N C                 COM              318910106     5085    571944   SH     SOLE          571944         0         0
FIRST BANCORP P R                 COM NEW          318672706     4698   1186460   SH     SOLE         1186460         0         0
FIRST BUSEY CORP                  COM              319383105    11039   2290243   SH     SOLE         2290243         0         0
FIRST CALIFORNIA FINANCIAL G      COM NEW          319395109     2527    367238   SH     SOLE          367238         0         0
FIRST CASH FINL SVCS INC          COM              31942D107    31611    786941   SH     SOLE          786941         0         0
FIRST CMNTY BANCSHARES INC N      COM              31983A103     7666    531275   SH     SOLE          531275         0         0
FIRST COMWLTH FINL CORP PA        COM              319829107    19516   2899850   SH     SOLE         2899850         0         0
FIRST CONN BANCORP INC MD         COM              319850103     2607    193086   SH     SOLE          193086         0         0
FIRST CTZNS BANCSHARES INC N      CL A             31946M103    28505    171047   SH     SOLE          171047         0         0
FIRST DEFIANCE FINL CORP          COM              32006W106     8328    486448   SH     SOLE          486448         0         0
FIRST FED BANCSHARES ARK          COM NEW          32020F303      407     50238   SH     SOLE           50238         0         0
FIRST FINANCIAL NORTHWEST IN      COM              32022K102      952    117275   SH     SOLE          117275         0         0
FIRST FINL BANCORP OH             COM              320209109    25791   1613955   SH     SOLE         1613955         0         0
FIRST FINL BANKSHARES             COM              32020R109    30361    878504   SH     SOLE          878504         0         0
FIRST FINL CORP IND               COM              320218100    10851    374189   SH     SOLE          374189         0         0
FIRST FINL HLDGS INC              COM              320239106     6699    624894   SH     SOLE          624894         0         0
FIRST HORIZON NATL CORP           COM              320517105    57564   6654846   SH     SOLE         6654846         0         0
FIRST INDUSTRIAL REALTY TRUS      COM              32054K103    37319   2957149   SH     SOLE         2957149         0         0
FIRST INTST BANCSYSTEM INC        COM CL A         32055Y201     2957    207647   SH     SOLE          207647         0         0
FIRST LONG IS CORP                COM              320734106     9058    312669   SH     SOLE          312669         0         0
FIRST M & F CORP                  COM              320744105      117     22632   SH     SOLE           22632         0         0
FIRST MARBLEHEAD CORP             COM              320771108     2723   2327184   SH     SOLE         2327184         0         0
FIRST MERCHANTS CORP              COM              320817109    13904   1115896   SH     SOLE         1115896         0         0
FIRST MIDWEST BANCORP DEL         COM              320867104    22767   2073493   SH     SOLE         2073493         0         0
FIRST NIAGARA FINL GP INC         COM              33582V108    95544  12489391   SH     SOLE        12489391         0         0
FIRST PACTRUST BANCORP INC        COM              33589V101     1536    129517   SH     SOLE          129517         0         0
FIRST POTOMAC RLTY TR             COM              33610F109    22146   1881574   SH     SOLE         1881574         0         0
FIRST REP BK SAN FRANCISCO C      COM              33616C100   112263   3341168   SH     SOLE         3341168         0         0
FIRST SOLAR INC                   COM              336433107    27664   1836910   SH     SOLE         1836910         0         0
FIRST SOUTH BANCORP INC VA        COM              33646W100      700    172931   SH     SOLE          172931         0         0
FIRST TR EXCHANGE TRADED FD       CONSUMR DISCRE   33734X101       93      4508   SH     SOLE            4508         0         0
FIRST TR EXCHANGE TRADED FD       CONSUMR STAPLE   33734X119       73      3000   SH     SOLE            3000         0         0
FIRST TR ISE REVERE NAT GAS       COM              33734J102     1702    103680   SH     SOLE          103680         0         0
FIRST TR MID CAP CORE ALPHAD      COM SHS          33735B108       60      1745   SH     SOLE            1745         0         0
FIRST UTD CORP                    COM              33741H107       64     14817   SH     SOLE           14817         0         0
FIRSTENERGY CORP                  COM              337932107   547419  11128658   SH     SOLE        11128658         0         0
FIRSTHAND TECH VALUE FD INC       COM              33766Y100     1452     82194   SH     SOLE           82194         0         0
FIRSTMERIT CORP                   COM              337915102    51738   3133752   SH     SOLE         3133752         0         0
FISERV INC                        COM              337738108   256825   3556151   SH     SOLE         3556151         0         0
FISHER COMMUNICATIONS INC         COM              337756209     6727    224910   SH     SOLE          224910         0         0
FIVE STAR QUALITY CARE INC        COM              33832D106     5001   1628868   SH     SOLE         1628868         0         0
FLAGSTAR BANCORP INC              COM NEW          337930507     3566   4244708   SH     SOLE         4244708         0         0
FLAGSTONE REINSURANCE HOLDIN      COM              L3466T104    12027   1501549   SH     SOLE         1501549         0         0
FLEETCOR TECHNOLOGIES INC         COM              339041105    25622    731233   SH     SOLE          731233         0         0
FLEXSTEEL INDS INC                COM              339382103     1963     99239   SH     SOLE           99239         0         0
FLEXTRONICS INTL LTD              ORD              Y2573F102     8885   1433003   SH     SOLE         1433003         0         0
FLIR SYS INC                      COM              302445101    89423   4585810   SH     SOLE         4585810         0         0
FLOTEK INDS INC DEL               COM              343389102    12830   1373700   SH     SOLE         1373700         0         0
FLOW INTL CORP                    COM              343468104     2062    660963   SH     SOLE          660963         0         0
FLOWERS FOODS INC                 COM              343498101    75920   3268181   SH     SOLE         3268181         0         0
FLOWSERVE CORP                    COM              34354P105   162272   1414138   SH     SOLE         1414138         0         0
FLUIDIGM CORP DEL                 COM              34385P108     3779    251255   SH     SOLE          251255         0         0
FLUOR CORP NEW                    COM              343412102   221551   4490284   SH     SOLE         4490284         0         0
FLUSHING FINL CORP                COM              343873105    14495   1063484   SH     SOLE         1063484         0         0
FMC TECHNOLOGIES INC              COM              30249U101   242083   6170864   SH     SOLE         6170864         0         0
FNB CORP PA                       COM              302520101    40529   3728504   SH     SOLE         3728504         0         0
FOMENTO ECONOMICO MEXICANO S      SPON ADR UNITS   344419106     2076     23261   SH     SOLE           23261         0         0
FONAR CORP                        COM NEW          344437405       18      4414   SH     SOLE            4414         0         0
FOOD TECHNOLOGY SERVICE INC       COM NEW          344798202       12      1775   SH     SOLE            1775         0         0
FOOT LOCKER INC                   COM              344849104   125188   4093801   SH     SOLE         4093801         0         0
FORBES ENERGY SVCS LTD            COM              345143101      548    116588   SH     SOLE          116588         0         0
FORD MTR CO DEL                   COM PAR $0.01    345370860   947854  98837715   SH     SOLE        98837715         0         0
FORD MTR CO DEL                   NOTE  4.250%12   345370CF5      338    252000  PRN     SOLE          252000         0         0
FOREST CITY ENTERPRISES INC       CL A             345550107    52391   3588443   SH     SOLE         3588443         0         0
FOREST CITY ENTERPRISES INC       NOTE  5.000%10   345550AM9      386    300000  PRN     SOLE          300000         0         0
FOREST LABS INC                   COM              345838106   272741   7794827   SH     SOLE         7794827         0         0
FOREST OIL CORP                   COM PAR $0.01    346091705    25902   3533764   SH     SOLE         3533764         0         0
FORESTAR GROUP INC                COM              346233109    13103   1022898   SH     SOLE         1022898         0         0
FORMFACTOR INC                    COM              346375108    10178   1573049   SH     SOLE         1573049         0         0
FORRESTER RESH INC                COM              346563109    13960    412286   SH     SOLE          412286         0         0
FORTEGRA FINL CORP                COM              34954W104      483     60406   SH     SOLE           60406         0         0
FORTINET INC                      COM              34959E109    74937   3227257   SH     SOLE         3227257         0         0
FORTUNA SILVER MINES INC          COM              349915108     2875    833325   SH     SOLE          833325         0         0
FORTUNE BRANDS HOME & SEC IN      COM              34964C106   116316   5223008   SH     SOLE         5223008         0         0
FORUM ENERGY TECHNOLOGIES IN      COM              34984V100     5584    283590   SH     SOLE          283590         0         0
FORWARD AIR CORP                  COM              349853101    25228    781784   SH     SOLE          781784         0         0
FORWARD INDS INC N Y              COM NEW          349862300      730    419351   SH     SOLE          419351         0         0
FOSSIL INC                        COM              349882100   111800   1460676   SH     SOLE         1460676         0         0
FOSTER L B CO                     COM              350060109    10471    365975   SH     SOLE          365975         0         0
FOSTER WHEELER AG                 COM              H27178104     4222    244526   SH     SOLE          244526         0         0
FOX CHASE BANCORP INC NEW         COM              35137T108     2690    186257   SH     SOLE          186257         0         0
FRANCESCAS HLDGS CORP             COM              351793104    20288    751116   SH     SOLE          751116         0         0
FRANCO NEVADA CORP                COM              351858105    80454   1779959   SH     SOLE         1779959         0         0
FRANKLIN COVEY CO                 COM              353469109     5117    499678   SH     SOLE          499678         0         0
FRANKLIN ELEC INC                 COM              353514102    29526    577461   SH     SOLE          577461         0         0
FRANKLIN FINL CORP VA             COM              35353C102     3108    188921   SH     SOLE          188921         0         0
FRANKLIN RES INC                  COM              354613101   420832   3791619   SH     SOLE         3791619         0         0
FRANKLIN STREET PPTYS CORP        COM              35471R106    26631   2517153   SH     SOLE         2517153         0         0
FREDERICKS HOLLYWOOD GROUP I      COM              35582T108        1      2104   SH     SOLE            2104         0         0
FREDS INC                         CL A             356108100    15703   1027025   SH     SOLE         1027025         0         0
FREEPORT-MCMORAN COPPER & GO      COM              35671D857   865974  25417494   SH     SOLE        25417494         0         0
FREESCALE SEMICONDUCTOR LTD       SHS              G3727Q101     4559    444804   SH     SOLE          444804         0         0
FREIGHTCAR AMER INC               COM              357023100    10110    440141   SH     SOLE          440141         0         0
FREQUENCY ELECTRS INC             COM              358010106     1388    170309   SH     SOLE          170309         0         0
FRESH DEL MONTE PRODUCE INC       ORD              G36738105    23684   1009109   SH     SOLE         1009109         0         0
FRESH MKT INC                     COM              35804H106    44986    838830   SH     SOLE          838830         0         0
FRIENDFINDER NETWORKS INC         COM IPO          358453306      190    193804   SH     SOLE          193804         0         0
FRISCHS RESTAURANTS INC           COM              358748101     2591     91425   SH     SOLE           91425         0         0
FRONTIER COMMUNICATIONS CORP      COM              35906A108   105618  27576480   SH     SOLE        27576480         0         0
FRONTLINE LTD                     SHS              G3682E127     2926    641654   SH     SOLE          641654         0         0
FSI INTL INC                      COM              302633102     4304   1198922   SH     SOLE         1198922         0         0
FTI CONSULTING INC                COM              302941109    36041   1253586   SH     SOLE         1253586         0         0
FUEL SYS SOLUTIONS INC            COM              35952W103     7820    468520   SH     SOLE          468520         0         0
FUEL TECH INC                     COM              359523107     2062    422530   SH     SOLE          422530         0         0
FUELCELL ENERGY INC               COM              35952H106     4820   4796131   SH     SOLE         4796131         0         0
FULLER H B CO                     COM              359694106    39286   1279677   SH     SOLE         1279677         0         0
FULTON FINL CORP PA               COM              360271100    50403   5045317   SH     SOLE         5045317         0         0
FURIEX PHARMACEUTICALS INC        COM              36106P101     6604    315203   SH     SOLE          315203         0         0
FURMANITE CORPORATION             COM              361086101     5584   1148970   SH     SOLE         1148970         0         0
FURNITURE BRANDS INTL INC         COM              360921100     1046    843925   SH     SOLE          843925         0         0
FUSHI COPPERWELD INC              COM              36113E107     2733    314456   SH     SOLE          314456         0         0
FUSION-IO INC                     COM              36112J107    34234   1638778   SH     SOLE         1638778         0         0
FUTUREFUEL CORPORATION            COM              36116M106     2374    225913   SH     SOLE          225913         0         0
FX ALLIANCE INC                   COM              361202104      914     58209   SH     SOLE           58209         0         0
FX ENERGY INC                     COM              302695101     9935   1669812   SH     SOLE         1669812         0         0
FXCM INC                          COM CL A         302693106     4067    345844   SH     SOLE          345844         0         0
G & K SVCS INC                    CL A             361268105    16168    518371   SH     SOLE          518371         0         0
G-III APPAREL GROUP LTD           COM              36237H101    10739    453333   SH     SOLE          453333         0         0
GAFISA S A                        SPONS ADR        362607301      132     51912   SH     SOLE           51912         0         0
GAIAM INC                         CL A             36268Q103     1381    354125   SH     SOLE          354125         0         0
GAIN CAP HLDGS INC                COM              36268W100     1475    295650   SH     SOLE          295650         0         0
GALENA BIOPHARMA                  COM              363256108     3191   1934188   SH     SOLE         1934188         0         0
GALLAGHER ARTHUR J & CO           COM              363576109   107694   3070818   SH     SOLE         3070818         0         0
GAMCO INVESTORS INC               COM              361438104     7676    172922   SH     SOLE          172922         0         0
GAMESTOP CORP NEW                 CL A             36467W109    71918   3917102   SH     SOLE         3917102         0         0
GAMING PARTNERS INTL CORP         COM              36467A107      682    110429   SH     SOLE          110429         0         0
GANNETT INC                       COM              364730101    92392   6272356   SH     SOLE         6272356         0         0
GAP INC DEL                       COM              364760108   237358   8675381   SH     SOLE         8675381         0         0
GARDNER DENVER INC                COM              365558105    75438   1425788   SH     SOLE         1425788         0         0
GARMIN LTD                        SHS              H2906T109   109379   2856594   SH     SOLE         2856594         0         0
GARTNER INC                       COM              366651107    99578   2313067   SH     SOLE         2313067         0         0
GASCO ENERGY INC                  COM              367220100       14     79338   SH     SOLE           79338         0         0
GASTAR EXPL LTD                   COM NEW          367299203     3647   1889801   SH     SOLE         1889801         0         0
GATX CORP                         COM              361448103    46579   1209844   SH     SOLE         1209844         0         0
GAYLORD ENTMT CO NEW              COM              367905106    38142    989164   SH     SOLE          989164         0         0
GEEKNET INC                       COM NEW          36846Q203     3822    192842   SH     SOLE          192842         0         0
GEN-PROBE INC NEW                 COM              36866T103   121101   1473246   SH     SOLE         1473246         0         0
GENCO SHIPPING & TRADING LTD      SHS              Y2685T107     3100   1016546   SH     SOLE         1016546         0         0
GENCORP INC                       COM              368682100    11318   1738544   SH     SOLE         1738544         0         0
GENCORP INC                       SDCV  4.062%12   368682AN0     1014   1000000  PRN     SOLE         1000000         0         0
GENERAC HLDGS INC                 COM              368736104    15726    653615   SH     SOLE          653615         0         0
GENERAL CABLE CORP DEL NEW        COM              369300108    33531   1292640   SH     SOLE         1292640         0         0
GENERAL CABLE CORP DEL NEW        NOTE  0.875%11   369300AD0     1048   1102000  PRN     SOLE         1102000         0         0
GENERAL CABLE CORP DEL NEW        FRNT  4.500%11   369300AL2     8037   8254000  PRN     SOLE         8254000         0         0
GENERAL COMMUNICATION INC         CL A             369385109     9231   1112218   SH     SOLE         1112218         0         0
GENERAL DYNAMICS CORP             COM              369550108   624632   9469853   SH     SOLE         9469853         0         0
GENERAL ELECTRIC CO               COM              369604103  5861316 281253176   SH     SOLE       281253176         0         0
GENERAL GROWTH PPTYS INC NEW      COM              370023103   233168  12889327   SH     SOLE        12889327         0         0
GENERAL MLS INC                   COM              370334104   663399  17213266   SH     SOLE        17213266         0         0
GENERAL MOLY INC                  COM              370373102     6751   2150139   SH     SOLE         2150139         0         0
GENERAL MTRS CO                   COM              37045V100   292165  14815667   SH     SOLE        14815667         0         0
GENESCO INC                       COM              371532102    38051    632604   SH     SOLE          632604         0         0
GENESEE & WYO INC                 CL A             371559105    57755   1093009   SH     SOLE         1093009         0         0
GENIE ENERGY LTD                  CL B             372284208     4109    528803   SH     SOLE          528803         0         0
GENOMIC HEALTH INC                COM              37244C101    19316    578311   SH     SOLE          578311         0         0
GENON ENERGY INC                  COM              37244E107    42290  24731225   SH     SOLE        24731225         0         0
GENPACT LIMITED                   SHS              G3922B107    40297   2423166   SH     SOLE         2423166         0         0
GENTEX CORP                       COM              371901109    76067   3644810   SH     SOLE         3644810         0         0
GENTIVA HEALTH SERVICES INC       COM              37247A102     6502    938249   SH     SOLE          938249         0         0
GENUINE PARTS CO                  COM              372460105   246742   4095298   SH     SOLE         4095298         0         0
GENVEC INC                        COM NEW          37246C307      698    293226   SH     SOLE          293226         0         0
GENWORTH FINL INC                 COM CL A         37247D106   109327  19315724   SH     SOLE        19315724         0         0
GEO GROUP INC                     COM              36159R103    37647   1657010   SH     SOLE         1657010         0         0
GEOEYE INC                        COM              37250W108     6988    451391   SH     SOLE          451391         0         0
GEOKINETICS INC                   COM PAR $0.01    372910307       12     45897   SH     SOLE           45897         0         0
GEORESOURCES INC                  COM              372476101    21977    600307   SH     SOLE          600307         0         0
GEORGIA GULF CORP                 COM PAR$0.01 N   373200302    23140    901448   SH     SOLE          901448         0         0
GERDAU S A                        SPONSORED ADR    373737105     1327    151476   SH     SOLE          151476         0         0
GERMAN AMERN BANCORP INC          COM              373865104     7859    383383   SH     SOLE          383383         0         0
GERON CORP                        COM              374163103     6374   3727450   SH     SOLE         3727450         0         0
GETTY RLTY CORP NEW               COM              374297109    18376    959598   SH     SOLE          959598         0         0
GEVO INC                          COM              374396109     1123    225986   SH     SOLE          225986         0         0
GFI GROUP INC                     COM              361652209     7255   2037978   SH     SOLE         2037978         0         0
GIANT INTERACTIVE GROUP INC       ADR              374511103      203     42090   SH     SOLE           42090         0         0
GIBRALTAR INDS INC                COM              374689107    11330   1091505   SH     SOLE         1091505         0         0
GIGA TRONICS INC                  COM              375175106       10      8046   SH     SOLE            8046         0         0
GILEAD SCIENCES INC               COM              375558103  1039732  20275585   SH     SOLE        20275585         0         0
GLACIER BANCORP INC NEW           COM              37637Q105    30415   1967324   SH     SOLE         1967324         0         0
GLADSTONE CAPITAL CORP            COM              376535100     2393    303301   SH     SOLE          303301         0         0
GLADSTONE COML CORP               COM              376536108     3218    193131   SH     SOLE          193131         0         0
GLADSTONE INVT CORP               COM              376546107     3577    483985   SH     SOLE          483985         0         0
GLATFELTER                        COM              377316104    19175   1171343   SH     SOLE         1171343         0         0
GLEACHER & CO INC                 COM              377341102     1190   1487305   SH     SOLE         1487305         0         0
GLIMCHER RLTY TR                  SH BEN INT       379302102    47451   4642981   SH     SOLE         4642981         0         0
GLOBAL CASH ACCESS HLDGS INC      COM              378967103     9117   1264541   SH     SOLE         1264541         0         0
GLOBAL GEOPHYSICAL SVCS INC       COM              37946S107     1746    285349   SH     SOLE          285349         0         0
GLOBAL INDEMNITY PLC              SHS              G39319101     8302    409954   SH     SOLE          409954         0         0
GLOBAL PMTS INC                   COM              37940X102    90442   2092102   SH     SOLE         2092102         0         0
GLOBAL POWER EQUIPMENT GRP I      COM PAR $0.01    37941P306     5571    255102   SH     SOLE          255102         0         0
GLOBAL SOURCES LTD                ORD              G39300101     1240    187856   SH     SOLE          187856         0         0
GLOBAL X FDS                      CHINA CONS ETF   37950E408        0        16   SH     SOLE              16         0         0
GLOBAL X FDS                      GLB X URANIUM    37950E754      144     19336   SH     SOLE           19336         0         0
GLOBAL X FDS                      SILVER MNR ETF   37950E853       60      3248   SH     SOLE            3248         0         0
GLOBALSTAR INC                    COM              378973408       18     56416   SH     SOLE           56416         0         0
GLOBE SPECIALTY METALS INC        COM              37954N206    21062   1568303   SH     SOLE         1568303         0         0
GLOBECOMM SYSTEMS INC             COM              37956X103     7389    728696   SH     SOLE          728696         0         0
GLU MOBILE INC                    COM              379890106     8668   1561768   SH     SOLE         1561768         0         0
GMX RES INC                       COM              38011M108     1207   1488610   SH     SOLE         1488610         0         0
GNC HLDGS INC                     COM CL A         36191G107    69529   1773692   SH     SOLE         1773692         0         0
GOLAR LNG LTD BERMUDA             SHS              G9456A100    13123    348082   SH     SOLE          348082         0         0
GOLD FIELDS LTD NEW               SPONSORED ADR    38059T106     1381    107819   SH     SOLE          107819         0         0
GOLD RESOURCE CORP                COM              38068T105    12384    476502   SH     SOLE          476502         0         0
GOLD RESV INC                     CL A             38068N108     1797    515008   SH     SOLE          515008         0         0
GOLDCORP INC NEW                  COM              380956409       46      1213   SH     SOLE            1213         0         0
GOLDCORP INC NEW                  NOTE  2.000% 8   380956AB8     1297   1152000  PRN     SOLE         1152000         0         0
GOLDEN MINERALS CO                COM              381119106     1728    383083   SH     SOLE          383083         0         0
GOLDEN STAR RES LTD CDA           COM              38119T104     3659   3154571   SH     SOLE         3154571         0         0
GOLDMAN SACHS GROUP INC           COM              38141G104  1290693  13464355   SH     SOLE        13464355         0         0
GOLUB CAP BDC INC                 COM              38173M102     2994    198400   SH     SOLE          198400         0         0
GOODRICH CORP                     COM              382388106   447123   3523425   SH     SOLE         3523425         0         0
GOODRICH PETE CORP                COM NEW          382410405    11184    806895   SH     SOLE          806895         0         0
GOODYEAR TIRE & RUBR CO           COM              382550101    76631   6488614   SH     SOLE         6488614         0         0
GOOGLE INC                        CL A             38259P508  4100606   7069157   SH     SOLE         7069157         0         0
GORDMANS STORES INC               COM              38269P100     1519     92081   SH     SOLE           92081         0         0
GORMAN RUPP CO                    COM              383082104    14115    473670   SH     SOLE          473670         0         0
GOVERNMENT PPTYS INCOME TR        COM SHS BEN IN   38376A103    21851    965996   SH     SOLE          965996         0         0
GP STRATEGIES CORP                COM              36225V104     3590    194364   SH     SOLE          194364         0         0
GPO AEROPORTUARIO DEL PAC SA      SPON ADR B       400506101     5894    149354   SH     SOLE          149354         0         0
GRACE W R & CO DEL NEW            COM              38388F108    77041   1527078   SH     SOLE         1527078         0         0
GRACO INC                         COM              384109104    73203   1588599   SH     SOLE         1588599         0         0
GRAFTECH INTL LTD                 COM              384313102    28770   2981312   SH     SOLE         2981312         0         0
GRAHAM CORP                       COM              384556106     5957    319932   SH     SOLE          319932         0         0
GRAINGER W W INC                  COM              384802104   300211   1569812   SH     SOLE         1569812         0         0
GRAMERCY CAP CORP                 COM              384871109     3997   1598642   SH     SOLE         1598642         0         0
GRAN TIERRA ENERGY INC            COM              38500T101     5674   1155543   SH     SOLE         1155543         0         0
GRAND CANYON ED INC               COM              38526M106    22120   1056372   SH     SOLE         1056372         0         0
GRANITE CONSTR INC                COM              387328107    27026   1035086   SH     SOLE         1035086         0         0
GRAPHIC PACKAGING HLDG CO         COM              388689101    21896   3981148   SH     SOLE         3981148         0         0
GRAY TELEVISION INC               COM              389375106     1475   1003607   SH     SOLE         1003607         0         0
GREAT LAKES DREDGE & DOCK CO      COM              390607109    11681   1640563   SH     SOLE         1640563         0         0
GREAT NORTHN IRON ORE PPTYS       CTFS BEN INT     391064102     3448     45630   SH     SOLE           45630         0         0
GREAT PLAINS ENERGY INC           COM              391164100    77946   3640628   SH     SOLE         3640628         0         0
GREAT SOUTHN BANCORP INC          COM              390905107     9857    357392   SH     SOLE          357392         0         0
GREATBATCH INC                    COM              39153L106    15997    704411   SH     SOLE          704411         0         0
GREEN BANKSHARES INC              COM NEW          394361208       86     51714   SH     SOLE           51714         0         0
GREEN DOT CORP                    CL A             39304D102    17519    792013   SH     SOLE          792013         0         0
GREEN MTN COFFEE ROASTERS IN      COM              393122106    75358   3459946   SH     SOLE         3459946         0         0
GREEN PLAINS RENEWABLE ENERG      COM              393222104     3256    521776   SH     SOLE          521776         0         0
GREENBRIER COS INC                COM              393657101    11875    675473   SH     SOLE          675473         0         0
GREENHILL & CO INC                COM              395259104    30414    853115   SH     SOLE          853115         0         0
GREENLIGHT CAPITAL RE LTD         CLASS A          G4095J109    21755    855813   SH     SOLE          855813         0         0
GREENWAY MED TECHNOLOGIES IN      COM              39679B103     1608     98590   SH     SOLE           98590         0         0
GREIF INC                         CL A             397624107    39460    962443   SH     SOLE          962443         0         0
GRIFFIN LD & NURSERIES INC        CL A             398231100     1980     70727   SH     SOLE           70727         0         0
GRIFFON CORP                      COM              398433102    11657   1358674   SH     SOLE         1358674         0         0
GRIFOLS S A                       SPONSORED ADR    398438309     1127    117395   SH     SOLE          117395         0         0
GROUP 1 AUTOMOTIVE INC            COM              398905109    28063    615284   SH     SOLE          615284         0         0
GROUPON INC                       COM CL A         399473107    39553   3720872   SH     SOLE         3720872         0         0
GRUPO AEROPORTUARIO CTR NORT      SPON ADR         400501102       45      2735   SH     SOLE            2735         0         0
GRUPO AEROPORTUARIO DEL SURE      SPON ADR SER B   40051E202     4207     53887   SH     SOLE           53887         0         0
GRUPO FINANCIERO GALICIA S A      SP ADR 10 SH B   399909100     2047    440185   SH     SOLE          440185         0         0
GRUPO TELEVISA SA                 SPON ADR REP O   40049J206    16715    778168   SH     SOLE          778168         0         0
GSE HLDG INC                      COM              36191X100      772     73015   SH     SOLE           73015         0         0
GSE SYS INC                       COM              36227K106       50     21530   SH     SOLE           21530         0         0
GSI GROUP INC CDA NEW             COM NEW          36191C205     4377    381957   SH     SOLE          381957         0         0
GSI TECHNOLOGY                    COM              36241U106     1184    249818   SH     SOLE          249818         0         0
GSV CAP CORP                      COM              36191J101     1861    200077   SH     SOLE          200077         0         0
GT ADVANCED TECHNOLOGIES INC      COM              36191U106    16614   3146583   SH     SOLE         3146583         0         0
GTX INC DEL                       COM              40052B108     2851    809869   SH     SOLE          809869         0         0
GUANGSHEN RY LTD                  SPONSORED ADR    40065W107     1825    121523   SH     SOLE          121523         0         0
GUARANTY BANCORP DEL              COM              40075T102     1365    653303   SH     SOLE          653303         0         0
GUARANTY FED BANCSHARES INC       COM              40108P101       11      1408   SH     SOLE            1408         0         0
GUESS INC                         COM              401617105    51498   1695686   SH     SOLE         1695686         0         0
GUIDANCE SOFTWARE INC             COM              401692108     1551    163138   SH     SOLE          163138         0         0
GUIDEWIRE SOFTWARE INC            COM              40171V100     6850    243589   SH     SOLE          243589         0         0
GULF ISLAND FABRICATION INC       COM              402307102    11407    404372   SH     SOLE          404372         0         0
GULF RESOURCES INC                COM PAR $0.000   40251W309       66     54217   SH     SOLE           54217         0         0
GULFMARK OFFSHORE INC             CL A NEW         402629208    24405    716956   SH     SOLE          716956         0         0
GULFPORT ENERGY CORP              COM NEW          402635304    27283   1322493   SH     SOLE         1322493         0         0
GYRODYNE CO AMER INC              COM              403820103     1999     17491   SH     SOLE           17491         0         0
H & E EQUIPMENT SERVICES INC      COM              404030108    12341    821117   SH     SOLE          821117         0         0
HACKETT GROUP INC                 COM              404609109     6154   1104930   SH     SOLE         1104930         0         0
HAEMONETICS CORP                  COM              405024100    50059    675468   SH     SOLE          675468         0         0
HAIN CELESTIAL GROUP INC          COM              405217100    54739    994526   SH     SOLE          994526         0         0
HALCON RES CORP                   COM NEW          40537Q209    12574   1332042   SH     SOLE         1332042         0         0
HALLADOR ENERGY COMPANY           COM              40609P105      391     46167   SH     SOLE           46167         0         0
HALLIBURTON CO                    COM              406216101   691512  24357577   SH     SOLE        24357577         0         0
HALLMARK FINL SVCS INC    EC      COM NEW          40624Q203     1181    151409   SH     SOLE          151409         0         0
HALLWOOD GROUP INC                COM PAR $0.10    406364406        9       964   SH     SOLE             964         0         0
HALOZYME THERAPEUTICS INC         COM              40637H109    21726   2452139   SH     SOLE         2452139         0         0
HAMPDEN BANCORP INC               COM              40867E107       95      7378   SH     SOLE            7378         0         0
HANCOCK HLDG CO                   COM              410120109    72983   2397610   SH     SOLE         2397610         0         0
HANDY & HARMAN LTD                COM              410315105      762     56529   SH     SOLE           56529         0         0
HANESBRANDS INC                   COM              410345102    69029   2489343   SH     SOLE         2489343         0         0
HANGER INC                        COM NEW          41043F208    24111    940370   SH     SOLE          940370         0         0
HANMI FINL CORP                   COM NEW          410495204     8532    814137   SH     SOLE          814137         0         0
HANOVER COMPRESSOR CO             NOTE  4.750% 1   410768AE5       15     15000  PRN     SOLE           15000         0         0
HANOVER INS GROUP INC             COM              410867105    64459   1647314   SH     SOLE         1647314         0         0
HANSEN MEDICAL INC                COM              411307101     1560    687116   SH     SOLE          687116         0         0
HARBINGER GROUP INC               COM              41146A106     3443    441932   SH     SOLE          441932         0         0
HARDINGE INC                      COM              412324303     3286    361071   SH     SOLE          361071         0         0
HARLEY DAVIDSON INC               COM              412822108   274242   5996976   SH     SOLE         5996976         0         0
HARMAN INTL INDS INC              COM              413086109    81142   2049048   SH     SOLE         2049048         0         0
HARMONIC INC                      COM              413160102    14221   3338330   SH     SOLE         3338330         0         0
HARRIS & HARRIS GROUP INC         COM              413833104     1596    419913   SH     SOLE          419913         0         0
HARRIS CORP DEL                   COM              413875105   125527   2999444   SH     SOLE         2999444         0         0
HARRIS INTERACTIVE INC            COM              414549105     1035    915877   SH     SOLE          915877         0         0
HARRIS TEETER SUPERMARKETS I      COM              414585109    58954   1438243   SH     SOLE         1438243         0         0
HARSCO CORP                       COM              415864107    43142   2116873   SH     SOLE         2116873         0         0
HARTE-HANKS INC                   COM              416196103    11054   1209405   SH     SOLE         1209405         0         0
HARTFORD FINL SVCS GROUP INC      COM              416515104   204952  11625209   SH     SOLE        11625209         0         0
HARVARD BIOSCIENCE INC            COM              416906105     3581    949855   SH     SOLE          949855         0         0
HARVEST NATURAL RESOURCES IN      COM              41754V103     9935   1162040   SH     SOLE         1162040         0         0
HASBRO INC                        COM              418056107   102672   3031349   SH     SOLE         3031349         0         0
HASTINGS ENTMT INC                COM              418365102      270    136253   SH     SOLE          136253         0         0
HATTERAS FINL CORP                COM              41902R103    63071   2205288   SH     SOLE         2205288         0         0
HAUPPAUGE DIGITAL INC             COM              419131107       21     18468   SH     SOLE           18468         0         0
HAVERTY FURNITURE INC             COM              419596101     6354    568869   SH     SOLE          568869         0         0
HAWAIIAN ELEC INDUSTRIES          COM              419870100    72065   2526839   SH     SOLE         2526839         0         0
HAWAIIAN HOLDINGS INC             COM              419879101     9566   1469366   SH     SOLE         1469366         0         0
HAWAIIAN TELCOM HOLDCO INC        COM              420031106     4489    230063   SH     SOLE          230063         0         0
HAWKINS INC                       COM              420261109    10199    267137   SH     SOLE          267137         0         0
HAWTHORN BANCSHARES INC           COM              420476103        4       484   SH     SOLE             484         0         0
HAYNES INTERNATIONAL INC          COM NEW          420877201    16815    330091   SH     SOLE          330091         0         0
HCA HOLDINGS INC                  COM              40412C101   148476   4879277   SH     SOLE         4879277         0         0
HCC INS HLDGS INC                 COM              404132102    88371   2814348   SH     SOLE         2814348         0         0
HCP INC                           COM              40414L109   611062  13840582   SH     SOLE        13840582         0         0
HDFC BANK LTD                     ADR REPS 3 SHS   40415F101     4358    133670   SH     SOLE          133670         0         0
HEADWATERS INC                    COM              42210P102     9432   1831366   SH     SOLE         1831366         0         0
HEALTH CARE REIT INC              COM              42217K106   413673   7095588   SH     SOLE         7095588         0         0
HEALTH MGMT ASSOC INC NEW         CL A             421933102    52387   6673532   SH     SOLE         6673532         0         0
HEALTH NET INC                    COM              42222G108    58870   2425648   SH     SOLE         2425648         0         0
HEALTHCARE RLTY TR                COM              421946104    62819   2635035   SH     SOLE         2635035         0         0
HEALTHCARE SVCS GRP INC           COM              421906108    34407   1775400   SH     SOLE         1775400         0         0
HEALTHCARE TR AMER INC            CL A             42225P105      163     16467   SH     SOLE           16467         0         0
HEALTHSOUTH CORP                  COM NEW          421924309    59492   2557709   SH     SOLE         2557709         0         0
HEALTHSTREAM INC                  COM              42222N103    15009    577266   SH     SOLE          577266         0         0
HEALTHWAYS INC                    COM              422245100     7852    983964   SH     SOLE          983964         0         0
HEARTLAND EXPRESS INC             COM              422347104    19558   1366748   SH     SOLE         1366748         0         0
HEARTLAND FINL USA INC            COM              42234Q102    10954    456435   SH     SOLE          456435         0         0
HEARTLAND PMT SYS INC             COM              42235N108    32777   1089657   SH     SOLE         1089657         0         0
HEARTWARE INTL INC                COM              422368100    15672    176484   SH     SOLE          176484         0         0
HEARTWARE INTL INC                NOTE  3.500%12   422368AA8     4217   3574000  PRN     SOLE         3574000         0         0
HECKMANN CORP                     COM              422680108     5808   1718310   SH     SOLE         1718310         0         0
HECLA MNG CO                      COM              422704106    35849   7547180   SH     SOLE         7547180         0         0
HEICO CORP NEW                    COM              422806109    24924    630664   SH     SOLE          630664         0         0
HEICO CORP NEW                    CL A             422806208    21303    660359   SH     SOLE          660359         0         0
HEIDRICK & STRUGGLES INTL IN      COM              422819102     9087    519285   SH     SOLE          519285         0         0
HEINZ H J CO                      COM              423074103   464829   8547794   SH     SOLE         8547794         0         0
HELEN OF TROY CORP LTD            COM              G4388N106    28556    842615   SH     SOLE          842615         0         0
HELIX ENERGY SOLUTIONS GRP I      COM              42330P107    52784   3216569   SH     SOLE         3216569         0         0
HELMERICH & PAYNE INC             COM              423452101   120573   2773075   SH     SOLE         2773075         0         0
HEMISPHERX BIOPHARMA INC          COM              42366C103      596   2144350   SH     SOLE         2144350         0         0
HENRY JACK & ASSOC INC            COM              426281101    74667   2162997   SH     SOLE         2162997         0         0
HERBALIFE LTD                     COM USD SHS      G4412G101   175380   3628810   SH     SOLE         3628810         0         0
HERCULES OFFSHORE INC             COM              427093109    15639   4417916   SH     SOLE         4417916         0         0
HERCULES TECH GROWTH CAP INC      COM              427096508     7548    665610   SH     SOLE          665610         0         0
HERITAGE COMMERCE CORP            COM              426927109     4104    631434   SH     SOLE          631434         0         0
HERITAGE CRYSTAL CLEAN INC        COM              42726M106     1221     74677   SH     SOLE           74677         0         0
HERITAGE FINL CORP WASH           COM              42722X106     6570    448446   SH     SOLE          448446         0         0
HERITAGE FINL GROUP INC           COM              42726X102      906     70394   SH     SOLE           70394         0         0
HERITAGE OAKS BANCORP             COM              42724R107      868    155794   SH     SOLE          155794         0         0
HERSHA HOSPITALITY TR             SH BEN INT A     427825104    30588   5793228   SH     SOLE         5793228         0         0
HERSHEY CO                        COM              427866108   306843   4259937   SH     SOLE         4259937         0         0
HERTZ GLOBAL HOLDINGS INC         COM              42805T105    81141   6339141   SH     SOLE         6339141         0         0
HERTZ GLOBAL HOLDINGS INC         NOTE  5.250% 6   42805TAA3    28088  16908000  PRN     SOLE        16908000         0         0
HESS CORP                         COM              42809H107   357852   8235948   SH     SOLE         8235948         0         0
HEWLETT PACKARD CO                COM              428236103  1056278  52525018   SH     SOLE        52525018         0         0
HEXCEL CORP NEW                   COM              428291108    66925   2595010   SH     SOLE         2595010         0         0
HF FINL CORP                      COM              404172108        2       185   SH     SOLE             185         0         0
HFF INC                           CL A             40418F108     6640    476307   SH     SOLE          476307         0         0
HHGREGG INC                       COM              42833L108     6016    531945   SH     SOLE          531945         0         0
HI-TECH PHARMACAL INC             COM              42840B101    11119    343167   SH     SOLE          343167         0         0
HIBBETT SPORTS INC                COM              428567101    42062    728856   SH     SOLE          728856         0         0
HICKORY TECH CORP                 COM              429060106     2005    180447   SH     SOLE          180447         0         0
HIGHER ONE HLDGS INC              COM              42983D104    11895    973419   SH     SOLE          973419         0         0
HIGHWOODS PPTYS INC               COM              431284108    80799   2401172   SH     SOLE         2401172         0         0
HILL INTERNATIONAL INC            COM              431466101     2601    812932   SH     SOLE          812932         0         0
HILL ROM HLDGS INC                COM              431475102    66006   2139573   SH     SOLE         2139573         0         0
HILLENBRAND INC                   COM              431571108    31308   1703378   SH     SOLE         1703378         0         0
HILLSHIRE BRANDS CO               COM              432589109     4078    140672   SH     SOLE          140672         0         0
HILLTOP HOLDINGS INC              COM              432748101    14207   1377974   SH     SOLE         1377974         0         0
HINGHAM INSTN SVGS MASS           COM              433323102      438      7237   SH     SOLE            7237         0         0
HITTITE MICROWAVE CORP            COM              43365Y104    42245    826396   SH     SOLE          826396         0         0
HKN INC                           COM              40420K103      297    122829   SH     SOLE          122829         0         0
HMN FINL INC                      COM              40424G108       91     30435   SH     SOLE           30435         0         0
HMS HLDGS CORP                    COM              40425J101    84479   2536156   SH     SOLE         2536156         0         0
HNI CORP                          COM              404251100    30997   1203757   SH     SOLE         1203757         0         0
HOKU CORP                         COM              434711107        2     13437   SH     SOLE           13437         0         0
HOLLYFRONTIER CORP                COM              436106108   203390   5740604   SH     SOLE         5740604         0         0
HOLLYWOOD MEDIA CORP              COM              436233100      529    430206   SH     SOLE          430206         0         0
HOLOGIC INC                       COM              436440101   127642   7075498   SH     SOLE         7075498         0         0
HOME BANCORP INC                  COM              43689E107     1431     83542   SH     SOLE           83542         0         0
HOME BANCSHARES INC               COM              436893200    21592    706096   SH     SOLE          706096         0         0
HOME DEPOT INC                    COM              437076102  2163804  40834195   SH     SOLE        40834195         0         0
HOME FED BANCORP INC MD           COM              43710G105     2444    232799   SH     SOLE          232799         0         0
HOME LN SERVICING SOLUTIONS       ORD SHS          G6648D109     2157    160999   SH     SOLE          160999         0         0
HOME PROPERTIES INC               COM              437306103   104001   1694933   SH     SOLE         1694933         0         0
HOMEAWAY INC                      COM              43739Q100    15292    703424   SH     SOLE          703424         0         0
HOMEOWNERS CHOICE INC             COM              43741E103     3148    178845   SH     SOLE          178845         0         0
HOMESTREET INC                    COM              43785V102     2013     62917   SH     SOLE           62917         0         0
HONEYWELL INTL INC                COM              438516106  1136331  20349769   SH     SOLE        20349769         0         0
HOOKER FURNITURE CORP             COM              439038100     2658    225433   SH     SOLE          225433         0         0
HOOPER HOLMES INC                 COM              439104100      408    680765   SH     SOLE          680765         0         0
HOPFED BANCORP INC                COM              439734104        1       196   SH     SOLE             196         0         0
HORACE MANN EDUCATORS CORP N      COM              440327104    19157   1095953   SH     SOLE         1095953         0         0
HORIZON BANCORP IND               COM              440407104      787     29926   SH     SOLE           29926         0         0
HORIZON PHARMA INC                COM              44047T109     1396    195862   SH     SOLE          195862         0         0
HORIZON TECHNOLOGY FIN CORP       COM              44045A102     1031     62499   SH     SOLE           62499         0         0
HORMEL FOODS CORP                 COM              440452100   113912   3744642   SH     SOLE         3744642         0         0
HORNBECK OFFSHORE SVCS INC N      COM              440543106    35191    907463   SH     SOLE          907463         0         0
HORSEHEAD HLDG CORP               COM              440694305    12809   1286088   SH     SOLE         1286088         0         0
HOSPIRA INC                       COM              441060100   150840   4312167   SH     SOLE         4312167         0         0
HOSPITALITY PPTYS TR              COM SH BEN INT   44106M102   103178   4165432   SH     SOLE         4165432         0         0
HOST HOTELS & RESORTS INC         COM              44107P104   382453  24175267   SH     SOLE        24175267         0         0
HOT TOPIC INC                     COM              441339108    11075   1142935   SH     SOLE         1142935         0         0
HOUSTON WIRE & CABLE CO           COM              44244K109     6019    550730   SH     SOLE          550730         0         0
HOVNANIAN ENTERPRISES INC         CL A             442487203     8851   3052022   SH     SOLE         3052022         0         0
HOWARD HUGHES CORP                COM              44267D107    52795    856501   SH     SOLE          856501         0         0
HSN INC                           COM              404303109    47744   1183249   SH     SOLE         1183249         0         0
HUB GROUP INC                     CL A             443320106    37777   1045578   SH     SOLE         1045578         0         0
HUBBELL INC                       CL B             443510201   134474   1725352   SH     SOLE         1725352         0         0
HUDSON CITY BANCORP               COM              443683107    90117  14147161   SH     SOLE        14147161         0         0
HUDSON GLOBAL INC                 COM              443787106     4319   1035792   SH     SOLE         1035792         0         0
HUDSON PAC PPTYS INC              COM              444097109    10710    615139   SH     SOLE          615139         0         0
HUDSON VALLEY HOLDING CORP        COM              444172100     8555    472649   SH     SOLE          472649         0         0
HUMAN GENOME SCIENCES INC         COM              444903108    67425   5135224   SH     SOLE         5135224         0         0
HUMAN GENOME SCIENCES INC         NOTE  2.250% 8   444903AM0        2      2000  PRN     SOLE            2000         0         0
HUMAN GENOME SCIENCES INC         NOTE  3.000%11   444903AN8     5081   4256000  PRN     SOLE         4256000         0         0
HUMANA INC                        COM              444859102   370944   4790089   SH     SOLE         4790089         0         0
HUNT J B TRANS SVCS INC           COM              445658107   153137   2569418   SH     SOLE         2569418         0         0
HUNTINGTON BANCSHARES INC         COM              446150104   147718  23081000   SH     SOLE        23081000         0         0
HUNTINGTON INGALLS INDS INC       COM              446413106    50113   1245362   SH     SOLE         1245362         0         0
HUNTSMAN CORP                     COM              447011107    65483   5060490   SH     SOLE         5060490         0         0
HURCO COMPANIES INC               COM              447324104     2780    135688   SH     SOLE          135688         0         0
HURON CONSULTING GROUP INC        COM              447462102    20607    651079   SH     SOLE          651079         0         0
HUTCHINSON TECHNOLOGY INC         COM              448407106     1016    696132   SH     SOLE          696132         0         0
HYATT HOTELS CORP                 COM CL A         448579102    40798   1097890   SH     SOLE         1097890         0         0
HYPERDYNAMICS CORP                COM              448954107     1970   2350382   SH     SOLE         2350382         0         0
I D SYSTEMS INC                   COM              449489103     1391    317909   SH     SOLE          317909         0         0
IAC INTERACTIVECORP               COM PAR $.001    44919P508   105902   2322402   SH     SOLE         2322402         0         0
IBERIABANK CORP                   COM              450828108    40399    800773   SH     SOLE          800773         0         0
ICAD INC                          COM              44934S107      690   1500354   SH     SOLE         1500354         0         0
ICAHN ENTERPRISES LP/CORP         FRNT         8   451102AB3    14149  14148800  PRN     SOLE        14148800         0         0
ICF INTL INC                      COM              44925C103    13524    567289   SH     SOLE          567289         0         0
ICG GROUP INC                     COM              44928D108    11245   1215718   SH     SOLE         1215718         0         0
ICICI BK LTD                      ADR              45104G104     4074    125717   SH     SOLE          125717         0         0
ICONIX BRAND GROUP INC            COM              451055107    33649   1926114   SH     SOLE         1926114         0         0
ICONIX BRAND GROUP INC            NOTE  1.875% 6   451055AB3     4579   4579000  PRN     SOLE         4579000         0         0
ICU MED INC                       COM              44930G107    19226    360168   SH     SOLE          360168         0         0
IDACORP INC                       COM              451107106    58675   1394365   SH     SOLE         1394365         0         0
IDENIX PHARMACEUTICALS INC        COM              45166R204    21142   2056637   SH     SOLE         2056637         0         0
IDENTIVE GROUP INC                COM              45170X106      576    615006   SH     SOLE          615006         0         0
IDEX CORP                         COM              45167R104    83898   2152322   SH     SOLE         2152322         0         0
IDEXX LABS INC                    COM              45168D104   137886   1434366   SH     SOLE         1434366         0         0
IDT CORP                          CL B NEW         448947507     5307    540930   SH     SOLE          540930         0         0
IGATE CORP                        COM              45169U105    15059    884787   SH     SOLE          884787         0         0
IGI LABS INC                      COM              449575109        7      6574   SH     SOLE            6574         0         0
IGNITE RESTAURANT GROUP INC       COM              451730105     1066     58876   SH     SOLE           58876         0         0
IGO INC                           COM              449593102      529   1273972   SH     SOLE         1273972         0         0
IHS INC                           CL A             451734107   122205   1134360   SH     SOLE         1134360         0         0
II VI INC                         COM              902104108    23406   1404097   SH     SOLE         1404097         0         0
ILLINOIS TOOL WKS INC             COM              452308109   631455  11939022   SH     SOLE        11939022         0         0
ILLUMINA INC                      COM              452327109   115126   2850367   SH     SOLE         2850367         0         0
IMAGE SENSING SYS INC             COM              45244C104      326     63985   SH     SOLE           63985         0         0
IMATION CORP                      COM              45245A107     6534   1105512   SH     SOLE         1105512         0         0
IMMERSION CORP                    COM              452521107     5177    919495   SH     SOLE          919495         0         0
IMMUNOCELLULAR THERAPEUTICS       COM              452536105     1536    409539   SH     SOLE          409539         0         0
IMMUNOGEN INC                     COM              45253H101    35466   2118617   SH     SOLE         2118617         0         0
IMMUNOMEDICS INC                  COM              452907108     7671   2154811   SH     SOLE         2154811         0         0
IMPAX LABORATORIES INC            COM              45256B101    36013   1776647   SH     SOLE         1776647         0         0
IMPERIAL HLDGS INC                COM              452834104      657    171461   SH     SOLE          171461         0         0
IMPERVA INC                       COM              45321L100     3297    114394   SH     SOLE          114394         0         0
INCONTACT INC                     COM              45336E109     1961    391364   SH     SOLE          391364         0         0
INCYTE CORP                       COM              45337C102    54188   2387158   SH     SOLE         2387158         0         0
INCYTE CORP                       NOTE  4.750%10   45337CAJ1    29610  11200000  PRN     SOLE        11200000         0         0
INDEPENDENCE HLDG CO NEW          COM NEW          453440307      876     88887   SH     SOLE           88887         0         0
INDEPENDENT BANK CORP MASS        COM              453836108    18628    637725   SH     SOLE          637725         0         0
INDEPENDENT BANK CORP MICH        COM NEW          453838609      979    396065   SH     SOLE          396065         0         0
INDIANA COMMUNITY BANCORP         COM              454674102     1088     49356   SH     SOLE           49356         0         0
INFINERA CORPORATION              COM              45667G103    20427   2986407   SH     SOLE         2986407         0         0
INFINITY PHARMACEUTICALS INC      COM              45665G303     8500    626827   SH     SOLE          626827         0         0
INFINITY PPTY & CAS CORP          COM              45665Q103    19990    346623   SH     SOLE          346623         0         0
INFOBLOX INC                      COM              45672H104     1941     84654   SH     SOLE           84654         0         0
INFORMATICA CORP                  COM              45666Q102   117534   2774636   SH     SOLE         2774636         0         0
INFOSYS LTD                       SPONSORED ADR    456788108     3898     86507   SH     SOLE           86507         0         0
INGERSOLL-RAND PLC                SHS              G47791101   329239   7805570   SH     SOLE         7805570         0         0
INGLES MKTS INC                   CL A             457030104     7604    474338   SH     SOLE          474338         0         0
INGRAM MICRO INC                  CL A             457153104    69088   3954663   SH     SOLE         3954663         0         0
INGREDION INC                     COM              457187102    97278   1964428   SH     SOLE         1964428         0         0
INLAND REAL ESTATE CORP           COM NEW          457461200    26357   3145197   SH     SOLE         3145197         0         0
INNERWORKINGS INC                 COM              45773Y105    11903    879746   SH     SOLE          879746         0         0
INNODATA INC                      COM NEW          457642205     5285    772679   SH     SOLE          772679         0         0
INNOPHOS HOLDINGS INC             COM              45774N108    31587    559459   SH     SOLE          559459         0         0
INNOSPEC INC                      COM              45768S105     8890    300249   SH     SOLE          300249         0         0
INNOVATIVE SOLUTIONS & SUPPO      COM              45769N105     1098    332844   SH     SOLE          332844         0         0
INPHI CORP                        COM              45772F107     2802    295551   SH     SOLE          295551         0         0
INSIGHT ENTERPRISES INC           COM              45765U103    20828   1237572   SH     SOLE         1237572         0         0
INSIGNIA SYS INC                  COM              45765Y105      887    474398   SH     SOLE          474398         0         0
INSMED INC                        COM PAR $.01     457669307     1190    365154   SH     SOLE          365154         0         0
INSPERITY INC                     COM              45778Q107    16653    615655   SH     SOLE          615655         0         0
INSTEEL INDUSTRIES INC            COM              45774W108     7001    627930   SH     SOLE          627930         0         0
INSULET CORP                      COM              45784P101    26824   1255202   SH     SOLE         1255202         0         0
INSULET CORP                      NOTE  3.750% 6   45784PAC5     2778   2500000  PRN     SOLE         2500000         0         0
INTEGRA LIFESCIENCES HLDGS C      COM NEW          457985208    20608    554280   SH     SOLE          554280         0         0
INTEGRAMED AMER INC               COM NEW          45810N302     1047     75609   SH     SOLE           75609         0         0
INTEGRATED DEVICE TECHNOLOGY      COM              458118106    23492   4180137   SH     SOLE         4180137         0         0
INTEGRATED SILICON SOLUTION       COM              45812P107     8646    856904   SH     SOLE          856904         0         0
INTEGRYS ENERGY GROUP INC         COM              45822P105   119759   2105833   SH     SOLE         2105833         0         0
INTEL CORP                        COM              458140100  3532026 132533794   SH     SOLE       132533794         0         0
INTELLICHECK MOBILISA INC         COM              45817G102        9      5296   SH     SOLE            5296         0         0
INTER PARFUMS INC                 COM              458334109     8454    489525   SH     SOLE          489525         0         0
INTERACTIVE BROKERS GROUP IN      COM              45841N107    16846   1144414   SH     SOLE         1144414         0         0
INTERACTIVE INTELLIGENCE GRO      COM              45841V109    12467    441922   SH     SOLE          441922         0         0
INTERCONTINENTALEXCHANGE INC      COM              45865V100   256693   1887728   SH     SOLE         1887728         0         0
INTERDIGITAL INC                  COM              45867G101    34739   1177203   SH     SOLE         1177203         0         0
INTERFACE INC                     COM              458665304    23169   1699874   SH     SOLE         1699874         0         0
INTERLINE BRANDS INC              COM              458743101    22948    915367   SH     SOLE          915367         0         0
INTERMEC INC                      COM              458786100     9359   1509492   SH     SOLE         1509492         0         0
INTERMOLECULAR INC                COM              45882D109      973    125578   SH     SOLE          125578         0         0
INTERMUNE INC                     COM              45884X103    22571   1888754   SH     SOLE         1888754         0         0
INTERMUNE INC                     NOTE  5.000% 3   45884XAD5    24701  22898000  PRN     SOLE        22898000         0         0
INTERMUNE INC                     NOTE  2.500% 9   45884XAE3    13515  17000000  PRN     SOLE        17000000         0         0
INTERNAP NETWORK SVCS CORP        COM PAR $.001    45885A300    10855   1667489   SH     SOLE         1667489         0         0
INTERNATIONAL BANCSHARES COR      COM              459044103    31359   1606518   SH     SOLE         1606518         0         0
INTERNATIONAL BUSINESS MACHS      COM              459200101  5868502  30005634   SH     SOLE        30005634         0         0
INTERNATIONAL FLAVORS^FRAGRA      COM              459506101   118116   2155409   SH     SOLE         2155409         0         0
INTERNATIONAL GAME TECHNOLOG      COM              459902102   130936   8313378   SH     SOLE         8313378         0         0
INTERNATIONAL RECTIFIER CORP      COM              460254105    40021   2002055   SH     SOLE         2002055         0         0
INTERNATIONAL SHIPHOLDING CO      COM NEW          460321201     4421    234392   SH     SOLE          234392         0         0
INTERNATIONAL SPEEDWAY CORP       CL A             460335201    22780    870129   SH     SOLE          870129         0         0
INTEROIL CORP                     COM              460951106      342      4900   SH     SOLE            4900         0         0
INTERPHASE CORP                   COM              460593106      986    225059   SH     SOLE          225059         0         0
INTERPUBLIC GROUP COS INC         COM              460690100   134473  12393815   SH     SOLE        12393815         0         0
INTERPUBLIC GROUP COS INC         NOTE  4.750% 3   460690BE9     2600   2416000  PRN     SOLE         2416000         0         0
INTERSECTIONS INC                 COM              460981301     6315    398394   SH     SOLE          398394         0         0
INTERSIL CORP                     CL A             46069S109    38173   3584351   SH     SOLE         3584351         0         0
INTERVAL LEISURE GROUP INC        COM              46113M108    21126   1111308   SH     SOLE         1111308         0         0
INTEST CORP                       COM              461147100     1781    525357   SH     SOLE          525357         0         0
INTEVAC INC                       COM              461148108     5415    720097   SH     SOLE          720097         0         0
INTL FCSTONE INC                  COM              46116V105    10032    518436   SH     SOLE          518436         0         0
INTL PAPER CO                     COM              460146103   371623  12854471   SH     SOLE        12854471         0         0
INTRALINKS HLDGS INC              COM              46118H104     2849    650360   SH     SOLE          650360         0         0
INTREPID POTASH INC               COM              46121Y102    30963   1360417   SH     SOLE         1360417         0         0
INTRICON CORP                     COM              46121H109       48      7299   SH     SOLE            7299         0         0
INTUIT                            COM              461202103   481732   8116800   SH     SOLE         8116800         0         0
INTUITIVE SURGICAL INC            COM NEW          46120E602   607492   1096971   SH     SOLE         1096971         0         0
INVACARE CORP                     COM              461203101    17480   1132852   SH     SOLE         1132852         0         0
INVENSENSE INC                    COM              46123D205     7955    704012   SH     SOLE          704012         0         0
INVENTURE FOODS INC               COM              461212102     5315    843627   SH     SOLE          843627         0         0
INVESCO LTD                       SHS              G491BT108   266259  11781386   SH     SOLE        11781386         0         0
INVESCO MORTGAGE CAPITAL INC      COM              46131B100    55052   3001756   SH     SOLE         3001756         0         0
INVESTMENT TECHNOLOGY GRP NE      COM              46145F105    10772   1170862   SH     SOLE         1170862         0         0
INVESTORS BANCORP INC             COM              46146P102    20637   1367626   SH     SOLE         1367626         0         0
INVESTORS CAP HLDGS LTD           COM              46147M108        0        59   SH     SOLE              59         0         0
INVESTORS REAL ESTATE TR          SH BEN INT       461730103    25703   3241290   SH     SOLE         3241290         0         0
INVESTORS TITLE CO                COM              461804106     1166     20479   SH     SOLE           20479         0         0
ION GEOPHYSICAL CORP              COM              462044108    22133   3358573   SH     SOLE         3358573         0         0
IPASS INC                         COM              46261V108     1146    485661   SH     SOLE          485661         0         0
IPC THE HOSPITALIST CO INC        COM              44984A105    20781    458545   SH     SOLE          458545         0         0
IPG PHOTONICS CORP                COM              44980X109    33161    760759   SH     SOLE          760759         0         0
IRIDIUM COMMUNICATIONS INC        COM              46269C102     6735    753368   SH     SOLE          753368         0         0
IRIS INTL INC                     COM              46270W105     6822    603695   SH     SOLE          603695         0         0
IROBOT CORP                       COM              462726100    18674    843069   SH     SOLE          843069         0         0
IRON MTN INC                      COM              462846106   144994   4399101   SH     SOLE         4399101         0         0
IRONWOOD PHARMACEUTICALS INC      COM CL A         46333X108    19672   1427583   SH     SOLE         1427583         0         0
ISHARES GOLD TRUST                ISHARES          464285105   190948  12271720   SH     SOLE        12271720         0         0
ISHARES INC                       MSCI AUSTRALIA   464286103      395     18060   SH     SOLE           18060         0         0
ISHARES INC                       MSCI BRAZIL      464286400    35108    679136   SH     SOLE          679136         0         0
ISHARES INC                       MSCI CDA INDEX   464286509      264     10203   SH     SOLE           10203         0         0
ISHARES INC                       MSCI FRANCE      464286707        0         4   SH     SOLE               4         0         0
ISHARES INC                       MSCI TURKEY FD   464286715    51228    978752   SH     SOLE          978752         0         0
ISHARES INC                       MSCI TAIWAN      464286731     5237    428208   SH     SOLE          428208         0         0
ISHARES TR                        DJ SEL DIV INX   464287168    52163    928327   SH     SOLE          928327         0         0
ISHARES TR                        BARCLYS TIPS B   464287176    71754    599452   SH     SOLE          599452         0         0
ISHARES TR                        S^P 500 INDEX    464287200     3858     28209   SH     SOLE           28209         0         0
ISHARES TR                        BARCLY USAGG B   464287226   285588   2565927   SH     SOLE         2565927         0         0
ISHARES TR                        MSCI EMERG MKT   464287234   266422   6807774   SH     SOLE         6807774         0         0
ISHARES TR                        S^P LTN AM 40    464287390     4108     99110   SH     SOLE           99110         0         0
ISHARES TR                        BARCLYS 20+ YR   464287432    10741     85792   SH     SOLE           85792         0         0
ISHARES TR                        BARCLYS 7-10 Y   464287440    34116    316095   SH     SOLE          316095         0         0
ISHARES TR                        BARCLYS 1-3 YR   464287457    30870    365885   SH     SOLE          365885         0         0
ISHARES TR                        MSCI EAFE INDE   464287465    51243   1025690   SH     SOLE         1025690         0         0
ISHARES TR                        S^P MIDCAP 400   464287507       59       629   SH     SOLE             629         0         0
ISHARES TR                        COHEN^ST RLTY    464287564    20036    254784   SH     SOLE          254784         0         0
ISHARES TR                        S^P MC 400 GRW   464287606     1833     17318   SH     SOLE           17318         0         0
ISHARES TR                        RUSSELL 1000     464287622   384165   5107896   SH     SOLE         5107896         0         0
ISHARES TR                        RUSL 2000 GROW   464287648    17928    196000   SH     SOLE          196000         0         0
ISHARES TR                        RUSSELL 2000     464287655   137627   1729846   SH     SOLE         1729846         0         0
ISHARES TR                        MSCI ACWI EX     464288240    96330   2590204   SH     SOLE         2590204         0         0
ISHARES TR                        MSCI ACWI INDX   464288257     4348     99100   SH     SOLE           99100         0         0
ISHARES TR                        MSCI KOKUSAI     464288265   100413   2574700   SH     SOLE         2574700         0         0
ISHARES TR                        HIGH YLD CORP    464288513     3656     40049   SH     SOLE           40049         0         0
ISHARES TR                        BARCLYS 1-3YR    464288646    28116    268513   SH     SOLE          268513         0         0
ISHARES TR                        BARCLYS SH TRE   464288679    49497    449116   SH     SOLE          449116         0         0
ISHARES TR                        S^P INDIA 50     464289529     6033    275740   SH     SOLE          275740         0         0
ISHARES TR                        POLND INVT MKT   46429B606      783     32910   SH     SOLE           32910         0         0
ISHARES TR                        MSCI RUSS INDX   46429B705     2546    123049   SH     SOLE          123049         0         0
ISIS PHARMACEUTICALS INC          COM              464330109    32285   2690382   SH     SOLE         2690382         0         0
ISIS PHARMACEUTICALS INC DEL      NOTE  2.625% 2   464337AE4    11697  11553000  PRN     SOLE        11553000         0         0
ISLE OF CAPRI CASINOS INC         COM              464592104     4816    780620   SH     SOLE          780620         0         0
ISRAMCO INC                       COM NEW          465141406     1821     16551   SH     SOLE           16551         0         0
ISTAR FINL INC                    COM              45031U101    15373   2383370   SH     SOLE         2383370         0         0
ITAU UNIBANCO HLDG SA             SPON ADR REP P   465562106     1402    100717   SH     SOLE          100717         0         0
ITC HLDGS CORP                    COM              465685105    95990   1392980   SH     SOLE         1392980         0         0
ITERIS INC                        COM              46564T107      955    702368   SH     SOLE          702368         0         0
ITRON INC                         COM              465741106    44982   1090746   SH     SOLE         1090746         0         0
ITT CORP NEW                      COM NEW          450911201    40935   2325861   SH     SOLE         2325861         0         0
ITT EDUCATIONAL SERVICES INC      COM              45068B109    66416   1093266   SH     SOLE         1093266         0         0
IVANHOE MINES LTD                 RIGHT 07/19/20   46579N152     3092   3353227   SH     SOLE         3353227         0         0
IXIA                              COM              45071R109    15624   1299872   SH     SOLE         1299872         0         0
IXYS CORP                         COM              46600W106     7835    703315   SH     SOLE          703315         0         0
J & J SNACK FOODS CORP            COM              466032109    23144    391609   SH     SOLE          391609         0         0
J2 GLOBAL INC                     COM              48123V102    36335   1375293   SH     SOLE         1375293         0         0
JABIL CIRCUIT INC                 COM              466313103   100792   4957799   SH     SOLE         4957799         0         0
JACK IN THE BOX INC               COM              466367109    33544   1203154   SH     SOLE         1203154         0         0
JACOBS ENGR GROUP INC DEL         COM              469814107   131123   3463352   SH     SOLE         3463352         0         0
JAKKS PAC INC                     COM              47012E106    11776    735552   SH     SOLE          735552         0         0
JAMBA INC                         COM              47023A101     1852    949707   SH     SOLE          949707         0         0
JAMES RIVER COAL CO               COM NEW          470355207     2370    874716   SH     SOLE          874716         0         0
JANUS CAP GROUP INC               COM              47102X105    38217   4887114   SH     SOLE         4887114         0         0
JARDEN CORP                       COM              471109108    84255   2005119   SH     SOLE         2005119         0         0
JAZZ PHARMACEUTICALS PLC          SHS USD          G50871105    46749   1038630   SH     SOLE         1038630         0         0
JDA SOFTWARE GROUP INC            COM              46612K108    34636   1166576   SH     SOLE         1166576         0         0
JDS UNIPHASE CORP                 COM PAR $0.001   46612J507    66824   6074876   SH     SOLE         6074876         0         0
JDS UNIPHASE CORP                 NOTE  1.000% 5   46612JAD3      124    125000  PRN     SOLE          125000         0         0
JEFFERIES GROUP INC NEW           COM              472319102    53379   4109210   SH     SOLE         4109210         0         0
JETBLUE AIRWAYS CORP              COM              477143101    35208   6642925   SH     SOLE         6642925         0         0
JETBLUE AIRWAYS CORP              DBCV  6.750%10   477143AF8     3734   2917000  PRN     SOLE         2917000         0         0
JIVE SOFTWARE INC                 COM              47760A108     5920    282026   SH     SOLE          282026         0         0
JMP GROUP INC                     COM              46629U107     1113    180158   SH     SOLE          180158         0         0
JOES JEANS INC                    COM              47777N101       85     81417   SH     SOLE           81417         0         0
JOHN BEAN TECHNOLOGIES CORP       COM              477839104    12115    892803   SH     SOLE          892803         0         0
JOHNSON & JOHNSON                 COM              478160104  4998482  73985822   SH     SOLE        73985822         0         0
JOHNSON CTLS INC                  COM              478366107   495293  17874174   SH     SOLE        17874174         0         0
JOHNSON OUTDOORS INC              CL A             479167108     2134    103572   SH     SOLE          103572         0         0
JONES GROUP INC                   COM              48020T101    20578   2152508   SH     SOLE         2152508         0         0
JONES LANG LASALLE INC            COM              48020Q107    80055   1137626   SH     SOLE         1137626         0         0
JONES SODA CO                     COM              48023P106      520   1625335   SH     SOLE         1625335         0         0
JOS A BANK CLOTHIERS INC          COM              480838101    31374    738917   SH     SOLE          738917         0         0
JOURNAL COMMUNICATIONS INC        CL A             481130102     6023   1167302   SH     SOLE         1167302         0         0
JOY GLOBAL INC                    COM              481165108   155791   2746185   SH     SOLE         2746185         0         0
JPMORGAN CHASE & CO               COM              46625H100  3738245 104624815   SH     SOLE       104624815         0         0
JUNIPER NETWORKS INC              COM              48203R104   226888  13910958   SH     SOLE        13910958         0         0
K V PHARMACEUTICAL CO             CL A             482740206      683   1265049   SH     SOLE         1265049         0         0
K-SWISS INC                       CL A             482686102     2654    861781   SH     SOLE          861781         0         0
K12 INC                           COM              48273U102    19856    852170   SH     SOLE          852170         0         0
KADANT INC                        COM              48282T104     9098    387955   SH     SOLE          387955         0         0
KAISER ALUMINUM CORP              COM PAR $0.01    483007704    24511    472818   SH     SOLE          472818         0         0
KAISER FED FINL GROUP INC         COM              483056107     1073     72603   SH     SOLE           72603         0         0
KAMAN CORP                        COM              483548103    21864    706652   SH     SOLE          706652         0         0
KANSAS CITY LIFE INS CO           COM              484836101     5321    151207   SH     SOLE          151207         0         0
KANSAS CITY SOUTHERN              COM NEW          485170302   204401   2938489   SH     SOLE         2938489         0         0
KAPSTONE PAPER & PACKAGING C      COM              48562P103    17912   1130103   SH     SOLE         1130103         0         0
KAR AUCTION SVCS INC              COM              48238T109     9024    524973   SH     SOLE          524973         0         0
KAYDON CORP                       COM              486587108    17744    829558   SH     SOLE          829558         0         0
KB FINANCIAL GROUP INC            SPONSORED ADR    48241A105      272      8327   SH     SOLE            8327         0         0
KB HOME                           COM              48666K109    21057   2148702   SH     SOLE         2148702         0         0
KBR INC                           COM              48242W106   100015   4047551   SH     SOLE         4047551         0         0
KBW INC                           COM              482423100    15117    918980   SH     SOLE          918980         0         0
KEARNY FINL CORP                  COM              487169104     1602    165310   SH     SOLE          165310         0         0
KELLOGG CO                        COM              487836108   319795   6482769   SH     SOLE         6482769         0         0
KELLY SVCS INC                    CL A             488152208    10215    791276   SH     SOLE          791276         0         0
KEMET CORP                        COM NEW          488360207     7324   1218578   SH     SOLE         1218578         0         0
KEMPER CORP DEL                   COM              488401100    36050   1172354   SH     SOLE         1172354         0         0
KENEXA CORP                       COM              488879107    21128    727810   SH     SOLE          727810         0         0
KENNAMETAL INC                    COM              489170100    69842   2106845   SH     SOLE         2106845         0         0
KENNEDY-WILSON HLDGS INC          COM              489398107    13770    982890   SH     SOLE          982890         0         0
KERYX BIOPHARMACEUTICALS INC      COM              492515101     3706   2058620   SH     SOLE         2058620         0         0
KEWAUNEE SCIENTIFIC CORP          COM              492854104       18      1539   SH     SOLE            1539         0         0
KEY ENERGY SVCS INC               COM              492914106    30639   4031459   SH     SOLE         4031459         0         0
KEY TRONICS CORP                  COM              493144109      896    108713   SH     SOLE          108713         0         0
KEYCORP NEW                       COM              493267108   194476  25126117   SH     SOLE        25126117         0         0
KEYNOTE SYS INC                   COM              493308100     6945    467677   SH     SOLE          467677         0         0
KEYW HLDG CORP                    COM              493723100     2773    276194   SH     SOLE          276194         0         0
KFORCE INC                        COM              493732101    13492   1002379   SH     SOLE         1002379         0         0
KID BRANDS INC                    COM              49375T100      681    340582   SH     SOLE          340582         0         0
KILROY RLTY CORP                  COM              49427F108    98344   2031491   SH     SOLE         2031491         0         0
KIMBALL INTL INC                  CL B             494274103     6110    793462   SH     SOLE          793462         0         0
KIMBERLY CLARK CORP               COM              494368103   872971  10421040   SH     SOLE        10421040         0         0
KIMCO RLTY CORP                   COM              49446R109   259480  13635335   SH     SOLE        13635335         0         0
KINDER MORGAN INC DEL             COM              49456B101   436559  13549326   SH     SOLE        13549326         0         0
KINDER MORGAN MANAGEMENT LLC      SHS              49455U100    23651    322132   SH     SOLE          322132         0         0
KINDRED HEALTHCARE INC            COM              494580103    13814   1405265   SH     SOLE         1405265         0         0
KIOR INC                          CL A             497217109     2875    321253   SH     SOLE          321253         0         0
KIRBY CORP                        COM              497266106    68197   1448533   SH     SOLE         1448533         0         0
KIRKLANDS INC                     COM              497498105     5644    501730   SH     SOLE          501730         0         0
KIT DIGITAL INC                   COM NEW          482470200     5296   1234388   SH     SOLE         1234388         0         0
KITE RLTY GROUP TR                COM              49803T102    12353   2475464   SH     SOLE         2475464         0         0
KLA-TENCOR CORP                   COM              482480100   226798   4605034   SH     SOLE         4605034         0         0
KMG CHEMICALS INC                 COM              482564101     1868     96910   SH     SOLE           96910         0         0
KNIGHT CAP GROUP INC              CL A COM         499005106    32641   2733716   SH     SOLE         2733716         0         0
KNIGHT TRANSN INC                 COM              499064103    24659   1542142   SH     SOLE         1542142         0         0
KNOLL INC                         COM NEW          498904200    16861   1256390   SH     SOLE         1256390         0         0
KNOLOGY INC                       COM              499183804    24872   1264455   SH     SOLE         1264455         0         0
KODIAK OIL & GAS CORP             COM              50015Q100    58344   7106446   SH     SOLE         7106446         0         0
KOHLBERG CAPITAL CORP             COM              500233101     2973    409436   SH     SOLE          409436         0         0
KOHLS CORP                        COM              500255104   297671   6543650   SH     SOLE         6543650         0         0
KOPIN CORP                        COM              500600101     7034   2044751   SH     SOLE         2044751         0         0
KOPPERS HOLDINGS INC              COM              50060P106    18948    557296   SH     SOLE          557296         0         0
KOREA ELECTRIC PWR                SPONSORED ADR    500631106       99      8867   SH     SOLE            8867         0         0
KORN FERRY INTL                   COM NEW          500643200    20080   1399310   SH     SOLE         1399310         0         0
KOSMOS ENERGY LTD                 SHS              G5315B107     6571    594629   SH     SOLE          594629         0         0
KOSS CORP                         COM              500692108       61     11463   SH     SOLE           11463         0         0
KRAFT FOODS INC                   CL A             50075N104  1917414  49648220   SH     SOLE        49648220         0         0
KRATON PERFORMANCE POLYMERS       COM              50077C106    22622   1032491   SH     SOLE         1032491         0         0
KRATOS DEFENSE & SEC SOLUTIO      COM NEW          50077B207     7457   1276814   SH     SOLE         1276814         0         0
KRISPY KREME DOUGHNUTS INC        COM              501014104    10376   1623745   SH     SOLE         1623745         0         0
KROGER CO                         COM              501044101   355877  15346150   SH     SOLE        15346150         0         0
KRONOS WORLDWIDE INC              COM              50105F105     8968    567967   SH     SOLE          567967         0         0
KT CORP                           SPONSORED ADR    48268K101     2808    213031   SH     SOLE          213031         0         0
KULICKE & SOFFA INDS INC          COM              501242101    11787   1321371   SH     SOLE         1321371         0         0
KVH INDS INC                      COM              482738101     6578    526265   SH     SOLE          526265         0         0
L-3 COMMUNICATIONS CORP           DEBT  3.000% 8   502413AW7      149    153000  PRN     SOLE          153000         0         0
L-3 COMMUNICATIONS HLDGS INC      COM              502424104   214603   2899646   SH     SOLE         2899646         0         0
LA Z BOY INC                      COM              505336107    17528   1426174   SH     SOLE         1426174         0         0
LABORATORY CORP AMER HLDGS        COM NEW          50540R409   233331   2519506   SH     SOLE         2519506         0         0
LACLEDE GROUP INC                 COM              505597104    25779    647540   SH     SOLE          647540         0         0
LADENBURG THALMAN FIN SVCS I      COM              50575Q102     5528   3589719   SH     SOLE         3589719         0         0
LAKE SHORE GOLD CORP              COM              510728108     2297   2581368   SH     SOLE         2581368         0         0
LAKELAND BANCORP INC              COM              511637100     8956    851299   SH     SOLE          851299         0         0
LAKELAND FINL CORP                COM              511656100    14841    553154   SH     SOLE          553154         0         0
LAM RESEARCH CORP                 COM              512807108   202845   5374801   SH     SOLE         5374801         0         0
LAMAR ADVERTISING CO              CL A             512815101    47522   1661617   SH     SOLE         1661617         0         0
LANCASTER COLONY CORP             COM              513847103    43160    606092   SH     SOLE          606092         0         0
LANDAUER INC                      COM              51476K103    16152    281744   SH     SOLE          281744         0         0
LANDEC CORP                       COM              514766104     7909    923954   SH     SOLE          923954         0         0
LANDSTAR SYS INC                  COM              515098101    75520   1460166   SH     SOLE         1460166         0         0
LANNET INC                        COM              516012101      654    154336   SH     SOLE          154336         0         0
LANTRONIX INC                     COM NEW          516548203       68     33131   SH     SOLE           33131         0         0
LAREDO PETE HLDGS INC             COM              516806106     3846    184883   SH     SOLE          184883         0         0
LAS VEGAS SANDS CORP              COM              517834107   406391   9344459   SH     SOLE         9344459         0         0
LASALLE HOTEL PPTYS               COM SH BEN INT   517942108    87958   3018456   SH     SOLE         3018456         0         0
LATTICE SEMICONDUCTOR CORP        COM              518415104    12164   3243796   SH     SOLE         3243796         0         0
LAUDER ESTEE COS INC              CL A             518439104   398235   7358362   SH     SOLE         7358362         0         0
LAWSON PRODS INC                  COM              520776105      835     90293   SH     SOLE           90293         0         0
LAYNE CHRISTENSEN CO              COM              521050104    12064    583093   SH     SOLE          583093         0         0
LAZARD LTD                        SHS A            G54050102     2122     81650   SH     SOLE           81650         0         0
LCA-VISION INC                    COM PAR $.001    501803308     1844    428937   SH     SOLE          428937         0         0
LEAP WIRELESS INTL INC            COM NEW          521863308    11136   1731931   SH     SOLE         1731931         0         0
LEAPFROG ENTERPRISES INC          CL A             52186N106    17102   1666897   SH     SOLE         1666897         0         0
LEAR CORP                         COM NEW          521865204   102635   2720258   SH     SOLE         2720258         0         0
LEARNING TREE INTL INC            COM              522015106      758    173920   SH     SOLE          173920         0         0
LECROY CORP                       COM              52324W109     8092    567485   SH     SOLE          567485         0         0
LEGG MASON INC                    COM              524901105   126435   4794661   SH     SOLE         4794661         0         0
LEGGETT & PLATT INC               COM              524660107    82439   3901537   SH     SOLE         3901537         0         0
LEMAITRE VASCULAR INC             COM              525558201      248     41315   SH     SOLE           41315         0         0
LENDER PROCESSING SVCS INC        COM              52602E102    54642   2161490   SH     SOLE         2161490         0         0
LENNAR CORP                       CL A             526057104   146581   4742202   SH     SOLE         4742202         0         0
LENNAR CORP                       CL B             526057302      170      7073   SH     SOLE            7073         0         0
LENNOX INTL INC                   COM              526107107    57231   1227337   SH     SOLE         1227337         0         0
LEUCADIA NATL CORP                COM              527288104   117643   5530922   SH     SOLE         5530922         0         0
LEVEL 3 COMMUNICATIONS INC        COM NEW          52729N308    87257   3939367   SH     SOLE         3939367         0         0
LEXICON PHARMACEUTICALS INC       COM              528872104    11927   5312683   SH     SOLE         5312683         0         0
LEXINGTON REALTY TRUST            COM              529043101    36833   4348659   SH     SOLE         4348659         0         0
LEXMARK INTL NEW                  CL A             529771107    53676   2019427   SH     SOLE         2019427         0         0
LHC GROUP INC                     COM              50187A107     7933    467742   SH     SOLE          467742         0         0
LIBBEY INC                        COM              529898108     4308    280277   SH     SOLE          280277         0         0
LIBERTY GLOBAL INC                COM SER A        530555101   286749   5777745   SH     SOLE         5777745         0         0
LIBERTY GLOBAL INC                COM SER C        530555309    12296    257502   SH     SOLE          257502         0         0
LIBERTY INTERACTIVE CORPORAT      INT COM SER A    53071M104   241876  13607675   SH     SOLE        13607675         0         0
LIBERTY MEDIA CORPORATION         LIB CAP COM A    530322106   262507   2986083   SH     SOLE         2986083         0         0
LIBERTY PPTY TR                   SH BEN INT       531172104   141263   3834500   SH     SOLE         3834500         0         0
LIFE PARTNERS HOLDINGS INC        COM              53215T106      663    311299   SH     SOLE          311299         0         0
LIFE TECHNOLOGIES CORP            COM              53217V109   209272   4651525   SH     SOLE         4651525         0         0
LIFE TIME FITNESS INC             COM              53217R207    56655   1218120   SH     SOLE         1218120         0         0
LIFEPOINT HOSPITALS INC           COM              53219L109    50394   1229715   SH     SOLE         1229715         0         0
LIFEPOINT HOSPITALS INC           SDCV  3.250% 8   53219LAG4       16     16000  PRN     SOLE           16000         0         0
LIFETIME BRANDS INC               COM              53222Q103     4057    325373   SH     SOLE          325373         0         0
LIFEWAY FOODS INC                 COM              531914109      402     38718   SH     SOLE           38718         0         0
LIGAND PHARMACEUTICALS INC        COM NEW          53220K504     9135    539283   SH     SOLE          539283         0         0
LIGHTBRIDGE CORP                  COM              53224K104       28     13674   SH     SOLE           13674         0         0
LIGHTPATH TECHNOLOGIES INC        CL A NEW         532257805      193    187535   SH     SOLE          187535         0         0
LIHUA INTL INC                    COM              532352101     1413    257919   SH     SOLE          257919         0         0
LILLY ELI & CO                    COM              532457108  1188470  27696803   SH     SOLE        27696803         0         0
LIMELIGHT NETWORKS INC            COM              53261M104     6194   2114153   SH     SOLE         2114153         0         0
LIMITED BRANDS INC                COM              532716107   279383   6569087   SH     SOLE         6569087         0         0
LIMONEIRA CO                      COM              532746104     1542     95056   SH     SOLE           95056         0         0
LIN TV CORP                       CL A             532774106     3461   1146121   SH     SOLE         1146121         0         0
LINCARE HLDGS INC                 COM              532791100    75932   2231994   SH     SOLE         2231994         0         0
LINCOLN EDL SVCS CORP             COM              533535100     4399    676787   SH     SOLE          676787         0         0
LINCOLN ELEC HLDGS INC            COM              533900106    95077   2171201   SH     SOLE         2171201         0         0
LINCOLN NATL CORP IND             COM              534187109   166462   7611446   SH     SOLE         7611446         0         0
LINDSAY CORP                      COM              535555106    21656    333684   SH     SOLE          333684         0         0
LINEAR TECHNOLOGY CORP            COM              535678106   195455   6238581   SH     SOLE         6238581         0         0
LINKEDIN CORP                     COM CL A         53578A108   133552   1256723   SH     SOLE         1256723         0         0
LIONBRIDGE TECHNOLOGIES INC       COM              536252109     5999   1904435   SH     SOLE         1904435         0         0
LIONS GATE ENTMNT CORP            COM NEW          535919203    15850   1075317   SH     SOLE         1075317         0         0
LIQUIDITY SERVICES INC            COM              53635B107    35698    697495   SH     SOLE          697495         0         0
LITHIA MTRS INC                   CL A             536797103    14052    609622   SH     SOLE          609622         0         0
LITTELFUSE INC                    COM              537008104    33704    592445   SH     SOLE          592445         0         0
LIVE NATION ENTERTAINMENT IN      COM              538034109    38231   4164632   SH     SOLE         4164632         0         0
LIVEPERSON INC                    COM              538146101    29894   1568431   SH     SOLE         1568431         0         0
LKQ CORP                          COM              501889208   125980   3775800   SH     SOLE         3775800         0         0
LMI AEROSPACE INC                 COM              502079106     2660    153056   SH     SOLE          153056         0         0
LO-JACK CORP                      COM              539451104     1670    552918   SH     SOLE          552918         0         0
LOCAL COM CORP                    COM              53954R105     1730    714934   SH     SOLE          714934         0         0
LOCKHEED MARTIN CORP              COM              539830109   591376   6791176   SH     SOLE         6791176         0         0
LODGENET INTERACTIVE CORP         COM              540211109      979    747172   SH     SOLE          747172         0         0
LOEWS CORP                        COM              540424108   331709   8108272   SH     SOLE         8108272         0         0
LOGMEIN INC                       COM              54142L109    18113    593467   SH     SOLE          593467         0         0
LONE PINE RES INC                 COM              54222A106     1668    606462   SH     SOLE          606462         0         0
LOOKSMART LTD                     COM NEW          543442503      508    695346   SH     SOLE          695346         0         0
LORAL SPACE & COMMUNICATNS I      COM              543881106    22543    334720   SH     SOLE          334720         0         0
LORILLARD INC                     COM              544147101   527362   3996684   SH     SOLE         3996684         0         0
LOUISIANA PAC CORP                COM              546347105    43824   4027941   SH     SOLE         4027941         0         0
LOWES COS INC                     COM              548661107   900607  31666925   SH     SOLE        31666925         0         0
LRAD CORP                         COM              50213V109     1189    999153   SH     SOLE          999153         0         0
LSB INDS INC                      COM              502160104    15926    515225   SH     SOLE          515225         0         0
LSI CORPORATION                   COM              502161102   100565  15787208   SH     SOLE        15787208         0         0
LSI INDS INC                      COM              50216C108     5001    702457   SH     SOLE          702457         0         0
LTC PPTYS INC                     COM              502175102    40496   1116219   SH     SOLE         1116219         0         0
LTX-CREDENCE CORP                 COM NEW          502403207     9816   1465147   SH     SOLE         1465147         0         0
LUBYS INC                         COM              549282101     4026    600915   SH     SOLE          600915         0         0
LUCENT TECHNOLOGIES INC           DBCV  2.875% 6   549463AH0    34921  35408000  PRN     SOLE        35408000         0         0
LUFKIN INDS INC                   COM              549764108    48020    884024   SH     SOLE          884024         0         0
LULULEMON ATHLETICA INC           COM              550021109     9390    157463   SH     SOLE          157463         0         0
LUMBER LIQUIDATORS HLDGS INC      COM              55003T107    23582    697894   SH     SOLE          697894         0         0
LUMINEX CORP DEL                  COM              55027E102    27657   1129324   SH     SOLE         1129324         0         0
LUMOS NETWORKS CORP               COM              550283105     4707    499143   SH     SOLE          499143         0         0
LYDALL INC DEL                    COM              550819106     3515    259978   SH     SOLE          259978         0         0
LYONDELLBASELL INDUSTRIES N       SHS - A -        N53745100   333034   8270017   SH     SOLE         8270017         0         0
M & T BK CORP                     COM              55261F104   276394   3347394   SH     SOLE         3347394         0         0
M D C HLDGS INC                   COM              552676108    42941   1314395   SH     SOLE         1314395         0         0
M/I HOMES INC                     COM              55305B101    10725    619243   SH     SOLE          619243         0         0
MA COM TECHNOLOGY SOLUTIONS       COM              55405Y100      988     53427   SH     SOLE           53427         0         0
MAC-GRAY CORP                     COM              554153106     2515    178508   SH     SOLE          178508         0         0
MACERICH CO                       COM              554382101   256078   4336625   SH     SOLE         4336625         0         0
MACK CALI RLTY CORP               COM              554489104    85076   2926575   SH     SOLE         2926575         0         0
MACQUARIE INFRASTR CO LLC         MEMBERSHIP INT   55608B105     1031     30971   SH     SOLE           30971         0         0
MACYS INC                         COM              55616P104   372366  10840350   SH     SOLE        10840350         0         0
MADDEN STEVEN LTD                 COM              556269108    34667   1091862   SH     SOLE         1091862         0         0
MADISON SQUARE GARDEN CO          CL A             55826P100    54324   1450956   SH     SOLE         1450956         0         0
MAGELLAN HEALTH SVCS INC          COM NEW          559079207    34681    765081   SH     SOLE          765081         0         0
MAGELLAN PETE CORP                COM              559091301     1876   1705597   SH     SOLE         1705597         0         0
MAGICJACK VOCALTEC LTD            SHS              M6787E101     3464    182340   SH     SOLE          182340         0         0
MAGNACHIP SEMICONDUCTOR CORP      COM              55933J203     2003    210130   SH     SOLE          210130         0         0
MAGNETEK INC                      COM NEW          559424403     1507     97627   SH     SOLE           97627         0         0
MAGNUM HUNTER RES CORP DEL        COM              55973B102    18007   4307876   SH     SOLE         4307876         0         0
MAIDEN HOLDINGS LTD               SHS              G5753U112    16404   1889833   SH     SOLE         1889833         0         0
MAIDENFORM BRANDS INC             COM              560305104    13258    665555   SH     SOLE          665555         0         0
MAIN STREET CAPITAL CORP          COM              56035L104     7597    313942   SH     SOLE          313942         0         0
MAINSOURCE FINANCIAL GP INC       COM              56062Y102     8761    740560   SH     SOLE          740560         0         0
MAJESCO ENTERTAINMENT CO          COM NEW          560690208      145     72335   SH     SOLE           72335         0         0
MAKO SURGICAL CORP                COM              560879108    25279    987060   SH     SOLE          987060         0         0
MANAGEMENT NETWORK GROUP INC      COM NEW          561693201       40     18906   SH     SOLE           18906         0         0
MANHATTAN ASSOCS INC              COM              562750109    32364    708019   SH     SOLE          708019         0         0
MANITOWOC INC                     COM              563571108    34945   2986766   SH     SOLE         2986766         0         0
MANNATECH INC                     COM NEW          563771203      279     39935   SH     SOLE           39935         0         0
MANNING & NAPIER INC              CL A             56382Q102     2359    165760   SH     SOLE          165760         0         0
MANNKIND CORP                     COM              56400P201     6812   2974845   SH     SOLE         2974845         0         0
MANNKIND CORP                     NOTE  3.750%12   56400PAA0     1605   3000000  PRN     SOLE         3000000         0         0
MANPOWERGROUP INC                 COM              56418H100   102939   2808692   SH     SOLE         2808692         0         0
MANTECH INTL CORP                 CL A             564563104    16273    694246   SH     SOLE          694246         0         0
MAP PHARMACEUTICALS INC           COM              56509R108    11468    767100   SH     SOLE          767100         0         0
MARATHON OIL CORP                 COM              565849106   504754  19740070   SH     SOLE        19740070         0         0
MARATHON PETE CORP                COM              56585A102   459181  10222188   SH     SOLE        10222188         0         0
MARCHEX INC                       CL B             56624R108     3383    937204   SH     SOLE          937204         0         0
MARCUS CORP                       COM              566330106     9143    664429   SH     SOLE          664429         0         0
MARINE PRODS CORP                 COM              568427108     2085    342846   SH     SOLE          342846         0         0
MARINEMAX INC                     COM              567908108     6395    672488   SH     SOLE          672488         0         0
MARKEL CORP                       COM              570535104   102575    232227   SH     SOLE          232227         0         0
MARKET LEADER INC                 COM              57056R103     2872    565278   SH     SOLE          565278         0         0
MARKET VECTORS ETF TR             GOLD MINER ETF   57060U100    60565   1352800   SH     SOLE         1352800         0         0
MARKET VECTORS ETF TR             RUSSIA ETF       57060U506     5828    222767   SH     SOLE          222767         0         0
MARKET VECTORS ETF TR             JR GOLD MINERS   57060U589     3321    172862   SH     SOLE          172862         0         0
MARKET VECTORS ETF TR             AGRIBUS ETF      57060U605     1192     24035   SH     SOLE           24035         0         0
MARKET VECTORS ETF TR             GULF STS ETF     57060U779        5       252   SH     SOLE             252         0         0
MARKET VECTORS ETF TR             MKTVEC INTMUET   57060U845        2        87   SH     SOLE              87         0         0
MARKETAXESS HLDGS INC             COM              57060D108    28977   1087729   SH     SOLE         1087729         0         0
MARLIN BUSINESS SVCS CORP         COM              571157106     4783    291824   SH     SOLE          291824         0         0
MARRIOTT INTL INC NEW             CL A             571903202   267750   6830368   SH     SOLE         6830368         0         0
MARRIOTT VACATIONS WRLDWDE C      COM              57164Y107    34517   1114169   SH     SOLE         1114169         0         0
MARSH & MCLENNAN COS INC          COM              571748102   458977  14240688   SH     SOLE        14240688         0         0
MARTEN TRANS LTD                  COM              573075108    10301    484548   SH     SOLE          484548         0         0
MARTHA STEWART LIVING OMNIME      CL A             573083102     3257    958003   SH     SOLE          958003         0         0
MARTIN MARIETTA MATLS INC         COM              573284106   112016   1421163   SH     SOLE         1421163         0         0
MARVELL TECHNOLOGY GROUP LTD      ORD              G5876H105   123909  10984879   SH     SOLE        10984879         0         0
MASCO CORP                        COM              574599106   128373   9255418   SH     SOLE         9255418         0         0
MASIMO CORP                       COM              574795100    35475   1585110   SH     SOLE         1585110         0         0
MASTEC INC                        COM              576323109    24295   1615351   SH     SOLE         1615351         0         0
MASTEC INC                        NOTE  4.000% 6   576323AL3     1408   1171000  PRN     SOLE         1171000         0         0
MASTEC INC                        NOTE  4.250%12   576323AM1     2136   1731000  PRN     SOLE         1731000         0         0
MASTECH HOLDINGS INC              COM              57633B100      301     51982   SH     SOLE           51982         0         0
MASTERCARD INC                    CL A             57636Q104  1304946   3033982   SH     SOLE         3033982         0         0
MATADOR RES CO                    COM              576485205     2030    188980   SH     SOLE          188980         0         0
MATERION CORP                     COM              576690101    14174    615457   SH     SOLE          615457         0         0
MATRIX SVC CO                     COM              576853105     9491    837727   SH     SOLE          837727         0         0
MATSON INC                        COM              57686G105     1279     48279   SH     SOLE           48279         0         0
MATTEL INC                        COM              577081102   293088   9034774   SH     SOLE         9034774         0         0
MATTHEWS INTL CORP                CL A             577128101    27532    847388   SH     SOLE          847388         0         0
MATTRESS FIRM HLDG CORP           COM              57722W106     6965    229793   SH     SOLE          229793         0         0
MATTSON TECHNOLOGY INC            COM              577223100     3866   2208965   SH     SOLE         2208965         0         0
MAUI LD & PINEAPPLE INC           COM              577345101      786    204752   SH     SOLE          204752         0         0
MAXIM INTEGRATED PRODS INC        COM              57772K101   172385   6723280   SH     SOLE         6723280         0         0
MAXIMUS INC                       COM              577933104    46953    907298   SH     SOLE          907298         0         0
MAXLINEAR INC                     CL A             57776J100     1162    234277   SH     SOLE          234277         0         0
MAXWELL TECHNOLOGIES INC          COM              577767106     5854    892393   SH     SOLE          892393         0         0
MAXYGEN INC                       COM              577776107     5965   1000761   SH     SOLE         1000761         0         0
MB FINANCIAL INC NEW              COM              55264U108    33088   1536113   SH     SOLE         1536113         0         0
MBIA INC                          COM              55262C100    37204   3441601   SH     SOLE         3441601         0         0
MBT FINL CORP                     COM              578877102       56     20455   SH     SOLE           20455         0         0
MCCLATCHY CO                      CL A             579489105     3967   1803238   SH     SOLE         1803238         0         0
MCCORMICK & CO INC                COM NON VTG      579780206   211113   3480846   SH     SOLE         3480846         0         0
MCDERMOTT INTL INC                COM              580037109    61245   5497733   SH     SOLE         5497733         0         0
MCDONALDS CORP                    COM              580135101  2523885  28508811   SH     SOLE        28508811         0         0
MCEWEN MNG INC                    COM              58039P107    18409   6115890   SH     SOLE         6115890         0         0
MCG CAPITAL CORP                  COM              58047P107     4976   1086422   SH     SOLE         1086422         0         0
MCGRATH RENTCORP                  COM              580589109    18363    692937   SH     SOLE          692937         0         0
MCGRAW HILL COS INC               COM              580645109   364359   8096861   SH     SOLE         8096861         0         0
MCKESSON CORP                     COM              58155Q103   584329   6232845   SH     SOLE         6232845         0         0
MCMORAN EXPLORATION CO            COM              582411104    35978   2839644   SH     SOLE         2839644         0         0
MDC PARTNERS INC                  CL A SUB VTG     552697104     3621    319354   SH     SOLE          319354         0         0
MDU RES GROUP INC                 COM              552690109   102161   4727467   SH     SOLE         4727467         0         0
MEAD JOHNSON NUTRITION CO         COM              582839106   514043   6384832   SH     SOLE         6384832         0         0
MEADE INSTRUMENTS CORP            COM NEW          583062203        5      1475   SH     SOLE            1475         0         0
MEADOWBROOK INS GROUP INC         COM              58319P108    13320   1515315   SH     SOLE         1515315         0         0
MEADWESTVACO CORP                 COM              583334107   172427   5997449   SH     SOLE         5997449         0         0
MEASUREMENT SPECIALTIES INC       COM              583421102    13798    424436   SH     SOLE          424436         0         0
MECHEL OAO                        SPONSORED ADR    583840103    10154   1574333   SH     SOLE         1574333         0         0
MEDALLION FINL CORP               COM              583928106     8822    830656   SH     SOLE          830656         0         0
MEDASSETS INC                     COM              584045108    21987   1634690   SH     SOLE         1634690         0         0
MEDCATH CORP                      COM              58404W109     3257    436069   SH     SOLE          436069         0         0
MEDIA GEN INC                     CL A             584404107     1446    313768   SH     SOLE          313768         0         0
MEDICAL ACTION INDS INC           COM              58449L100     1338    384555   SH     SOLE          384555         0         0
MEDICAL PPTYS TRUST INC           COM              58463J304    43503   4522160   SH     SOLE         4522160         0         0
MEDICINES CO                      COM              584688105    35520   1548392   SH     SOLE         1548392         0         0
MEDICINOVA INC                    COM NEW          58468P206      123     75259   SH     SOLE           75259         0         0
MEDICIS PHARMACEUTICAL CORP       CL A NEW         584690309    64051   1875580   SH     SOLE         1875580         0         0
MEDICIS PHARMACEUTICAL CORP       NOTE  2.500% 6   58470KAA2     9806   7790000  PRN     SOLE         7790000         0         0
MEDIDATA SOLUTIONS INC            COM              58471A105    20208    618554   SH     SOLE          618554         0         0
MEDIFAST INC                      COM              58470H101     8916    453030   SH     SOLE          453030         0         0
MEDIVATION INC                    COM              58501N101    80731    883276   SH     SOLE          883276         0         0
MEDIWARE INFORMATION SYS INC      COM              584946107     2550    174656   SH     SOLE          174656         0         0
MEDLEY CAP CORP                   COM              58503F106     2626    218087   SH     SOLE          218087         0         0
MEDNAX INC                        COM              58502B106    87609   1278220   SH     SOLE         1278220         0         0
MEDTOX SCIENTIFIC INC             COM NEW          584977201     8683    322069   SH     SOLE          322069         0         0
MEDTRONIC INC                     COM              585055106  1068366  27584977   SH     SOLE        27584977         0         0
MEDTRONIC INC                     NOTE  1.625% 4   585055AM8    50400  50274000  PRN     SOLE        50274000         0         0
MEETME INC                        COM              585141104      388    165065   SH     SOLE          165065         0         0
MELA SCIENCES INC                 COM              55277R100     2319    711251   SH     SOLE          711251         0         0
MELCO CROWN ENTMT LTD             ADR              585464100      461     40021   SH     SOLE           40021         0         0
MEMC ELECTR MATLS INC             COM              552715104    15080   6949177   SH     SOLE         6949177         0         0
MENS WEARHOUSE INC                COM              587118100    39350   1398361   SH     SOLE         1398361         0         0
MENTOR GRAPHICS CORP              COM              587200106    41889   2792570   SH     SOLE         2792570         0         0
MERCADOLIBRE INC                  COM              58733R102     2424     31985   SH     SOLE           31985         0         0
MERCANTILE BANK CORP              COM              587376104     1371     74336   SH     SOLE           74336         0         0
MERCER INTL INC                   COM              588056101      176     30809   SH     SOLE           30809         0         0
MERCHANTS BANCSHARES              COM              588448100     6327    229669   SH     SOLE          229669         0         0
MERCK & CO INC NEW                COM              58933Y105  3407735  81622401   SH     SOLE        81622401         0         0
MERCURY COMPUTER SYS              COM              589378108    11339    876986   SH     SOLE          876986         0         0
MERCURY GENL CORP NEW             COM              589400100    27837    668031   SH     SOLE          668031         0         0
MEREDITH CORP                     COM              589433101    33136   1037444   SH     SOLE         1037444         0         0
MERGE HEALTHCARE INC              COM              589499102     6872   2402642   SH     SOLE         2402642         0         0
MERIDIAN BIOSCIENCE INC           COM              589584101    22627   1105916   SH     SOLE         1105916         0         0
MERIDIAN INTERSTAT BANCORP I      COM              58964Q104     1093     78512   SH     SOLE           78512         0         0
MERIT MED SYS INC                 COM              589889104    16487   1193853   SH     SOLE         1193853         0         0
MERITAGE HOMES CORP               COM              59001A102    26138    770111   SH     SOLE          770111         0         0
MERITOR INC                       COM              59001K100    13969   2676144   SH     SOLE         2676144         0         0
MERRIMACK PHARMACEUTICALS IN      COM              590328100      954    130978   SH     SOLE          130978         0         0
MESA LABS INC                     COM              59064R109     1001     21535   SH     SOLE           21535         0         0
MET PRO CORP                      COM              590876306     5000    542909   SH     SOLE          542909         0         0
METABOLIX INC                     COM              591018809     1107    598167   SH     SOLE          598167         0         0
METALICO INC                      COM              591176102     3514   1597111   SH     SOLE         1597111         0         0
METALS USA HLDGS CORP             COM              59132A104     2391    150254   SH     SOLE          150254         0         0
METHODE ELECTRS INC               COM              591520200     8978   1054942   SH     SOLE         1054942         0         0
METLIFE INC                       COM              59156R108   799793  25925226   SH     SOLE        25925226         0         0
METRO BANCORP INC PA              COM              59161R101     7559    628335   SH     SOLE          628335         0         0
METROCORP BANCSHARES INC          COM              591650106     2147    201235   SH     SOLE          201235         0         0
METROPCS COMMUNICATIONS INC       COM              591708102    69546  11495198   SH     SOLE        11495198         0         0
METROPOLITAN HEALTH NETWORKS      COM              592142103    13319   1391698   SH     SOLE         1391698         0         0
METTLER TOLEDO INTERNATIONAL      COM              592688105   125718    806662   SH     SOLE          806662         0         0
MFA FINANCIAL INC                 COM              55272X102    63684   8071432   SH     SOLE         8071432         0         0
MFRI INC                          COM              552721102       29      4139   SH     SOLE            4139         0         0
MGE ENERGY INC                    COM              55277P104    31769    671641   SH     SOLE          671641         0         0
MGIC INVT CORP WIS                COM              552848103    14967   5197027   SH     SOLE         5197027         0         0
MGM RESORTS INTERNATIONAL         COM              552953101    94882   8501939   SH     SOLE         8501939         0         0
MICHAEL KORS HLDGS LTD            SHS              G60754101    64084   1531649   SH     SOLE         1531649         0         0
MICREL INC                        COM              594793101    14965   1570282   SH     SOLE         1570282         0         0
MICROCHIP TECHNOLOGY INC          COM              595017104   166332   5028166   SH     SOLE         5028166         0         0
MICROCHIP TECHNOLOGY INC          SDCV  2.125%12   595017AB0    73962  59288000  PRN     SOLE        59288000         0         0
MICROFINANCIAL INC                COM              595072109     1376    169936   SH     SOLE          169936         0         0
MICRON TECHNOLOGY INC             COM              595112103   164051  25998557   SH     SOLE        25998557         0         0
MICRON TECHNOLOGY INC             NOTE  1.875% 6   595112AH6    49008  50008000  PRN     SOLE        50008000         0         0
MICRONETICS INC DEL               COM              595125105     1875    127389   SH     SOLE          127389         0         0
MICROS SYS INC                    COM              594901100   110041   2149248   SH     SOLE         2149248         0         0
MICROSEMI CORP                    COM              595137100    43129   2332543   SH     SOLE         2332543         0         0
MICROSOFT CORP                    COM              594918104  6256359 204523010   SH     SOLE       204523010         0         0
MICROSTRATEGY INC                 CL A NEW         594972408    30086    231679   SH     SOLE          231679         0         0
MICROVISION INC DEL               COM NEW          594960304      693    430310   SH     SOLE          430310         0         0
MID-AMER APT CMNTYS INC           COM              59522J103    81371   1192419   SH     SOLE         1192419         0         0
MIDDLEBURG FINANCIAL CORP         COM              596094102      677     39829   SH     SOLE           39829         0         0
MIDDLEBY CORP                     COM              596278101    50708    509070   SH     SOLE          509070         0         0
MIDDLESEX WATER CO                COM              596680108    12223    643318   SH     SOLE          643318         0         0
MIDSOUTH BANCORP INC              COM              598039105     1119     79443   SH     SOLE           79443         0         0
MIDSTATES PETE CO INC             COM              59804T100     2523    259885   SH     SOLE          259885         0         0
MIDWAY GOLD CORP                  COM              598153104     1948   1401175   SH     SOLE         1401175         0         0
MIDWESTONE FINL GROUP INC NE      COM              598511103     1150     53501   SH     SOLE           53501         0         0
MILLENNIAL MEDIA INC              COM              60040N105     2297    174138   SH     SOLE          174138         0         0
MILLER ENERGY RES INC             COM              600527105     1834    366869   SH     SOLE          366869         0         0
MILLER HERMAN INC                 COM              600544100    32224   1739936   SH     SOLE         1739936         0         0
MILLER INDS INC TENN              COM NEW          600551204     7396    464251   SH     SOLE          464251         0         0
MINDRAY MEDICAL INTL LTD          SPON ADR         602675100      361     11933   SH     SOLE           11933         0         0
MINDSPEED TECHNOLOGIES INC        COM NEW          602682205     2724   1107188   SH     SOLE         1107188         0         0
MINE SAFETY APPLIANCES CO         COM              602720104    35063    871342   SH     SOLE          871342         0         0
MINERALS TECHNOLOGIES INC         COM              603158106    33899    531505   SH     SOLE          531505         0         0
MIPS TECHNOLOGIES INC             COM              604567107     9529   1428684   SH     SOLE         1428684         0         0
MISSION WEST PPTYS INC            COM              605203108     8819   1023104   SH     SOLE         1023104         0         0
MISTRAS GROUP INC                 COM              60649T107     5319    202379   SH     SOLE          202379         0         0
MITCHAM INDS INC                  COM              606501104     4516    266135   SH     SOLE          266135         0         0
MITEK SYS INC                     COM NEW          606710200     1742    447796   SH     SOLE          447796         0         0
MKS INSTRUMENT INC                COM              55306N104    39734   1376782   SH     SOLE         1376782         0         0
MMODAL INC                        COM              60689B107     6750    520063   SH     SOLE          520063         0         0
MOBILE MINI INC                   COM              60740F105    15751   1093827   SH     SOLE         1093827         0         0
MOBILE TELESYSTEMS OJSC           SPONSORED ADR    607409109    99606   5791036   SH     SOLE         5791036         0         0
MOCON INC                         COM              607494101       11       713   SH     SOLE             713         0         0
MOD PAC CORP                      COM              607495108      175     35312   SH     SOLE           35312         0         0
MODINE MFG CO                     COM              607828100     9133   1317915   SH     SOLE         1317915         0         0
MODUSLINK GLOBAL SOLUTIONS I      COM              60786L107     4371   1461980   SH     SOLE         1461980         0         0
MOHAWK INDS INC                   COM              608190104   108809   1558192   SH     SOLE         1558192         0         0
MOLEX INC                         COM              608554101    86147   3598473   SH     SOLE         3598473         0         0
MOLEX INC                         CL A             608554200     1223     60471   SH     SOLE           60471         0         0
MOLINA HEALTHCARE INC             COM              60855R100    18604    793023   SH     SOLE          793023         0         0
MOLSON COORS BREWING CO           CL B             60871R209   189619   4557064   SH     SOLE         4557064         0         0
MOLYCORP INC DEL                  COM              608753109    31181   1446893   SH     SOLE         1446893         0         0
MOMENTA PHARMACEUTICALS INC       COM              60877T100    19027   1412575   SH     SOLE         1412575         0         0
MONARCH CASINO & RESORT INC       COM              609027107     2465    269657   SH     SOLE          269657         0         0
MONEYGRAM INTL INC                COM NEW          60935Y208     7485    512684   SH     SOLE          512684         0         0
MONMOUTH REAL ESTATE INVT CO      CL A             609720107    22362   1908041   SH     SOLE         1908041         0         0
MONOLITHIC PWR SYS INC            COM              609839105    17647    889009   SH     SOLE          889009         0         0
MONOTYPE IMAGING HOLDINGS IN      COM              61022P100    16737    998016   SH     SOLE          998016         0         0
MONRO MUFFLER BRAKE INC           COM              610236101    27029    813152   SH     SOLE          813152         0         0
MONSANTO CO NEW                   COM              61166W101  1231100  14871945   SH     SOLE        14871945         0         0
MONSTER BEVERAGE CORP             COM              611740101   368958   5181998   SH     SOLE         5181998         0         0
MONSTER WORLDWIDE INC             COM              611742107    31297   3766147   SH     SOLE         3766147         0         0
MONTPELIER RE HOLDINGS LTD        SHS              G62185106    31370   1473464   SH     SOLE         1473464         0         0
MOODYS CORP                       COM              615369105   187572   5131922   SH     SOLE         5131922         0         0
MOOG INC                          CL A             615394202    46718   1129826   SH     SOLE         1129826         0         0
MORGAN STANLEY                    COM NEW          617446448   583190  39971888   SH     SOLE        39971888         0         0
MORGANS HOTEL GROUP CO            COM              61748W108     2044    434836   SH     SOLE          434836         0         0
MORNINGSTAR INC                   COM              617700109    35632    616049   SH     SOLE          616049         0         0
MOSAIC CO NEW                     COM              61945C103   426445   7787522   SH     SOLE         7787522         0         0
MOSYS INC                         COM              619718109     3485   1075710   SH     SOLE         1075710         0         0
MOTORCAR PTS AMER INC             COM              620071100       57     12750   SH     SOLE           12750         0         0
MOTOROLA SOLUTIONS INC            COM NEW          620076307   364958   7585914   SH     SOLE         7585914         0         0
MOTRICITY INC                     COM              620107102      503    811332   SH     SOLE          811332         0         0
MOVADO GROUP INC                  COM              624580106    14114    564125   SH     SOLE          564125         0         0
MOVE INC                          COM NEW          62458M207    11366   1250429   SH     SOLE         1250429         0         0
MPG OFFICE TR INC                 COM              553274101     2296   1142289   SH     SOLE         1142289         0         0
MRC GLOBAL INC                    COM              55345K103     4671    219495   SH     SOLE          219495         0         0
MSC INDL DIRECT INC               CL A             553530106    92249   1407300   SH     SOLE         1407300         0         0
MSCI INC                          COM              55354G100   106326   3125383   SH     SOLE         3125383         0         0
MTR GAMING GROUP INC              COM              553769100     3433    722643   SH     SOLE          722643         0         0
MTS SYS CORP                      COM              553777103    16834    436691   SH     SOLE          436691         0         0
MUELLER INDS INC                  COM              624756102    38514    904300   SH     SOLE          904300         0         0
MUELLER WTR PRODS INC             COM SER A        624758108    14607   4221600   SH     SOLE         4221600         0         0
MULTI COLOR CORP                  COM              625383104     8742    393067   SH     SOLE          393067         0         0
MULTI FINELINE ELECTRONIX IN      COM              62541B101     6720    272707   SH     SOLE          272707         0         0
MULTIMEDIA GAMES HLDG CO INC      COM              625453105    15385   1098916   SH     SOLE         1098916         0         0
MURPHY OIL CORP                   COM              626717102   260308   5176146   SH     SOLE         5176146         0         0
MUTUALFIRST FINL INC              COM              62845B104       50      4773   SH     SOLE            4773         0         0
MV OIL TR                         TR UNITS         553859109       98      2900   SH     SOLE            2900         0         0
MVC CAPITAL INC                   COM              553829102     4192    323668   SH     SOLE          323668         0         0
MWI VETERINARY SUPPLY INC         COM              55402X105    34897    339560   SH     SOLE          339560         0         0
MYERS INDS INC                    COM              628464109    15620    910283   SH     SOLE          910283         0         0
MYLAN INC                         COM              628530107   236497  11066784   SH     SOLE        11066784         0         0
MYLAN INC                         NOTE  3.750% 9   628530AJ6    89603  52095000  PRN     SOLE        52095000         0         0
MYR GROUP INC DEL                 COM              55405W104    10616    622290   SH     SOLE          622290         0         0
MYREXIS INC                       COM              62856H107     2484    951822   SH     SOLE          951822         0         0
MYRIAD GENETICS INC               COM              62855J104    77852   3275224   SH     SOLE         3275224         0         0
NABI BIOPHARMACEUTICALS           COM              629519109     1387    877678   SH     SOLE          877678         0         0
NABORS INDUSTRIES LTD             SHS              G6359F103   112824   7834995   SH     SOLE         7834995         0         0
NACCO INDS INC                    CL A             629579103    18882    162429   SH     SOLE          162429         0         0
NANOMETRICS INC                   COM              630077105    10338    673062   SH     SOLE          673062         0         0
NAPCO SEC TECHNOLOGIES INC        COM              630402105      873    296930   SH     SOLE          296930         0         0
NASB FINL INC                     COM              628968109     2131    107371   SH     SOLE          107371         0         0
NASDAQ OMX GROUP INC              COM              631103108    87403   3855441   SH     SOLE         3855441         0         0
NASH FINCH CO                     COM              631158102     9418    438454   SH     SOLE          438454         0         0
NATHANS FAMOUS INC NEW            COM              632347100      603     20437   SH     SOLE           20437         0         0
NATIONAL AMERN UNIV HLDGS IN      COM              63245Q105      356     82790   SH     SOLE           82790         0         0
NATIONAL BANKSHARES INC VA        COM              634865109     5883    195322   SH     SOLE          195322         0         0
NATIONAL BEVERAGE CORP            COM              635017106     6165    412649   SH     SOLE          412649         0         0
NATIONAL CINEMEDIA INC            COM              635309107    24001   1582136   SH     SOLE         1582136         0         0
NATIONAL FINL PARTNERS CORP       COM              63607P208    16202   1209128   SH     SOLE         1209128         0         0
NATIONAL FUEL GAS CO N J          COM              636180101    95238   2027196   SH     SOLE         2027196         0         0
NATIONAL HEALTH INVS INC          COM              63633D104    41629    817530   SH     SOLE          817530         0         0
NATIONAL HEALTHCARE CORP          COM              635906100    13301    294081   SH     SOLE          294081         0         0
NATIONAL INSTRS CORP              COM              636518102    65073   2422691   SH     SOLE         2422691         0         0
NATIONAL INTERSTATE CORP          COM              63654U100     2871    107955   SH     SOLE          107955         0         0
NATIONAL OILWELL VARCO INC        COM              637071101   758171  11765538   SH     SOLE        11765538         0         0
NATIONAL PENN BANCSHARES INC      COM              637138108    31747   3326027   SH     SOLE         3326027         0         0
NATIONAL PRESTO INDS INC          COM              637215104    10235    146690   SH     SOLE          146690         0         0
NATIONAL RESEARCH CORP            COM              637372103     1145     21877   SH     SOLE           21877         0         0
NATIONAL RETAIL PPTYS INC         COM              637417106    91767   3243810   SH     SOLE         3243810         0         0
NATIONAL TECHNICAL SYS INC        COM              638104109       19      2980   SH     SOLE            2980         0         0
NATIONAL WESTN LIFE INS CO        CL A             638522102    11473     80840   SH     SOLE           80840         0         0
NATIONSTAR MTG HLDGS INC          COM              63861C109     6261    290952   SH     SOLE          290952         0         0
NATURAL GAS SERVICES GROUP        COM              63886Q109     6864    463170   SH     SOLE          463170         0         0
NATURES SUNSHINE PRODUCTS IN      COM              639027101     2129    140982   SH     SOLE          140982         0         0
NATUS MEDICAL INC DEL             COM              639050103    10325    888531   SH     SOLE          888531         0         0
NAUGATUCK VY FINL CORP MD         COM              63906P107      511     66402   SH     SOLE           66402         0         0
NAUTILUS INC                      COM              63910B102     3135    947097   SH     SOLE          947097         0         0
NAVARRE CORP                      COM              639208107     1427    897675   SH     SOLE          897675         0         0
NAVIDEA BIOPHARMACEUTICALS I      COM              63937X103     4764   1280776   SH     SOLE         1280776         0         0
NAVIGANT CONSULTING INC           COM              63935N107    18459   1460365   SH     SOLE         1460365         0         0
NAVIGATORS GROUP INC              COM              638904102    18109    361814   SH     SOLE          361814         0         0
NAVISTAR INTL CORP NEW            COM              63934E108    41067   1447559   SH     SOLE         1447559         0         0
NAVISTAR INTL CORP NEW            NOTE  3.000%10   63934EAL2    11683  12529000  PRN     SOLE        12529000         0         0
NBT BANCORP INC                   COM              628778102    20913    968621   SH     SOLE          968621         0         0
NCI BUILDING SYS INC              COM NEW          628852204     3254    300500   SH     SOLE          300500         0         0
NCI INC                           CL A             62886K104      803    198183   SH     SOLE          198183         0         0
NCR CORP NEW                      COM              62886E108    97710   4298714   SH     SOLE         4298714         0         0
NEENAH PAPER INC                  COM              640079109    11972    448549   SH     SOLE          448549         0         0
NEKTAR THERAPEUTICS               COM              640268108    25686   3182930   SH     SOLE         3182930         0         0
NEKTAR THERAPEUTICS               NOTE  3.250% 9   640268AH1    50073  49948000  PRN     SOLE        49948000         0         0
NELNET INC                        CL A             64031N108    17961    780894   SH     SOLE          780894         0         0
NEOGEN CORP                       COM              640491106    30448    659057   SH     SOLE          659057         0         0
NEONODE INC                       COM NEW          64051M402     1449    235539   SH     SOLE          235539         0         0
NEOPHOTONICS CORP                 COM              64051T100      843    170676   SH     SOLE          170676         0         0
NET 1 UEPS TECHNOLOGIES INC       COM NEW          64107N206      962    114949   SH     SOLE          114949         0         0
NETAPP INC                        COM              64110D104   313300   9846016   SH     SOLE         9846016         0         0
NETAPP INC                        NOTE  1.750% 6   64110DAB0    52122  45621000  PRN     SOLE        45621000         0         0
NETFLIX INC                       COM              64110L106   101461   1481513   SH     SOLE         1481513         0         0
NETGEAR INC                       COM              64111Q104    34804   1008525   SH     SOLE         1008525         0         0
NETSCOUT SYS INC                  COM              64115T104    21400    991189   SH     SOLE          991189         0         0
NETSOL TECHNOLOGIES INC           COM NEW          64115A204      931   2125889   SH     SOLE         2125889         0         0
NETSPEND HLDGS INC                COM              64118V106     6886    749305   SH     SOLE          749305         0         0
NETSUITE INC                      COM              64118Q107    39768    726086   SH     SOLE          726086         0         0
NETWORK ENGINES INC               COM              64121A107     1545   1095560   SH     SOLE         1095560         0         0
NETWORK EQUIP TECHNOLOGIES        COM              641208103      880    671766   SH     SOLE          671766         0         0
NEUROCRINE BIOSCIENCES INC        COM              64125C109    14276   1808261   SH     SOLE         1808261         0         0
NEUROMETRIX INC                   COM NEW          641255203       42     67645   SH     SOLE           67645         0         0
NEUSTAR INC                       CL A             64126X201    57734   1728550   SH     SOLE         1728550         0         0
NEUTRAL TANDEM INC                COM              64128B108    12045    913860   SH     SOLE          913860         0         0
NEW FRONTIER MEDIA INC            COM              644398109      875    533313   SH     SOLE          533313         0         0
NEW JERSEY RES                    COM              646025106    48731   1117426   SH     SOLE         1117426         0         0
NEW MTN FIN CORP                  COM              647551100     2040    143784   SH     SOLE          143784         0         0
NEW YORK & CO INC                 COM              649295102     3009    864677   SH     SOLE          864677         0         0
NEW YORK CMNTY BANCORP INC        COM              649445103   141073  11258818   SH     SOLE        11258818         0         0
NEW YORK MTG TR INC               COM PAR $.02     649604501     1153    163728   SH     SOLE          163728         0         0
NEW YORK TIMES CO                 CL A             650111107    31496   4037950   SH     SOLE         4037950         0         0
NEWBRIDGE BANCORP                 COM              65080T102      877    200277   SH     SOLE          200277         0         0
NEWELL RUBBERMAID INC             COM              651229106   141581   7804905   SH     SOLE         7804905         0         0
NEWFIELD EXPL CO                  COM              651290108   106237   3624614   SH     SOLE         3624614         0         0
NEWLINK GENETICS CORP             COM              651511107     2073    138406   SH     SOLE          138406         0         0
NEWMARKET CORP                    COM              651587107    50736    234236   SH     SOLE          234236         0         0
NEWMONT MINING CORP               COM              651639106   640090  13195019   SH     SOLE        13195019         0         0
NEWPARK RES INC                   COM PAR $.01NE   651718504    14625   2478730   SH     SOLE         2478730         0         0
NEWPARK RES INC                   NOTE  4.000%10   651718AC2       76     80000  PRN     SOLE           80000         0         0
NEWPORT CORP                      COM              651824104    12862   1070012   SH     SOLE         1070012         0         0
NEWS CORP                         CL A             65248E104  1207374  54166636   SH     SOLE        54166636         0         0
NEWS CORP                         CL B             65248E203    14740    654514   SH     SOLE          654514         0         0
NEWSTAR FINANCIAL INC             COM              65251F105     4682    361252   SH     SOLE          361252         0         0
NEWTEK BUSINESS SVCS INC          COM              652526104      126    101661   SH     SOLE          101661         0         0
NEXSTAR BROADCASTING GROUP I      CL A             65336K103     2834    420533   SH     SOLE          420533         0         0
NEXTERA ENERGY INC                COM              65339F101   760936  11058515   SH     SOLE        11058515         0         0
NGP CAP RES CO                    COM              62912R107     3861    545315   SH     SOLE          545315         0         0
NIC INC                           COM              62914B100    23780   1872462   SH     SOLE         1872462         0         0
NICE SYS LTD                      SPONSORED ADR    653656108     1062     29014   SH     SOLE           29014         0         0
NICHOLAS FINANCIAL INC            COM NEW          65373J209     1517    118298   SH     SOLE          118298         0         0
NIELSEN HOLDINGS N V              COM              N63218106    52961   2019878   SH     SOLE         2019878         0         0
NII HLDGS INC                     CL B NEW         62913F201    42270   4132013   SH     SOLE         4132013         0         0
NIKE INC                          CL B             654106103   851446   9699777   SH     SOLE         9699777         0         0
NISOURCE INC                      COM              65473P105   184726   7463687   SH     SOLE         7463687         0         0
NL INDS INC                       COM NEW          629156407     2276    182521   SH     SOLE          182521         0         0
NN INC                            COM              629337106     5459    534671   SH     SOLE          534671         0         0
NOBLE CORPORATION BAAR            NAMEN -AKT       H5833N103   158605   4875642   SH     SOLE         4875642         0         0
NOBLE ENERGY INC                  COM              655044105   393755   4642245   SH     SOLE         4642245         0         0
NORANDA ALUM HLDG CORP            COM              65542W107     4640    582961   SH     SOLE          582961         0         0
NORDIC AMERICAN TANKERS LIMI      COM              G65773106     8626    635637   SH     SOLE          635637         0         0
NORDSON CORP                      COM              655663102    81000   1579255   SH     SOLE         1579255         0         0
NORDSTROM INC                     COM              655664100   207580   4177506   SH     SOLE         4177506         0         0
NORFOLK SOUTHERN CORP             COM              655844108   631877   8804191   SH     SOLE         8804191         0         0
NORTEK INC                        COM NEW          656559309     5670    113315   SH     SOLE          113315         0         0
NORTH VALLEY BANCORP              COM NEW          66304M204      287     21742   SH     SOLE           21742         0         0
NORTHEAST UTILS                   COM              664397106   323598   8337996   SH     SOLE         8337996         0         0
NORTHERN OIL & GAS INC NEV        COM              665531109    30145   1891163   SH     SOLE         1891163         0         0
NORTHERN TR CORP                  COM              665859104   278074   6042465   SH     SOLE         6042465         0         0
NORTHFIELD BANCORP INC NEW        COM              66611L105     8166    574654   SH     SOLE          574654         0         0
NORTHGATE MINERALS CORP           NOTE  3.500%10   666416AB8     8681   8010000  PRN     SOLE         8010000         0         0
NORTHRIM BANCORP INC              COM              666762109     5243    243986   SH     SOLE          243986         0         0
NORTHROP GRUMMAN CORP             COM              666807102   441897   6927369   SH     SOLE         6927369         0         0
NORTHSTAR RLTY FIN CORP           COM              66704R100    24114   4619559   SH     SOLE         4619559         0         0
NORTHWEST BANCSHARES INC MD       COM              667340103    32171   2747336   SH     SOLE         2747336         0         0
NORTHWEST NAT GAS CO              COM              667655104    33896    712103   SH     SOLE          712103         0         0
NORTHWEST PIPE CO                 COM              667746101     7979    328889   SH     SOLE          328889         0         0
NORTHWESTERN CORP                 COM NEW          668074305    40538   1104580   SH     SOLE         1104580         0         0
NORWOOD FINANCIAL CORP            COM              669549107      312     10956   SH     SOLE           10956         0         0
NOVACOPPER INC                    COM              66988K102        0         1   SH     SOLE               1         0         0
NOVAGOLD RES INC                  NOTE  5.500% 5   66987EAA5      237    230000  PRN     SOLE          230000         0         0
NOVATEL WIRELESS INC              COM NEW          66987M604     2145    861270   SH     SOLE          861270         0         0
NOVAVAX INC                       COM              670002104     5122   3283013   SH     SOLE         3283013         0         0
NOVELLUS SYS INC                  NOTE  2.625% 5   670008AD3    25219  20524000  PRN     SOLE        20524000         0         0
NPS PHARMACEUTICALS INC           COM              62936P103    21448   2491082   SH     SOLE         2491082         0         0
NRG ENERGY INC                    COM NEW          629377508   119249   6869162   SH     SOLE         6869162         0         0
NTELOS HLDGS CORP                 COM NEW          67020Q305     9232    489738   SH     SOLE          489738         0         0
NTN BUZZTIME INC                  COM NEW          629410309       18    133116   SH     SOLE          133116         0         0
NU SKIN ENTERPRISES INC           CL A             67018T105    64463   1374486   SH     SOLE         1374486         0         0
NUANCE COMMUNICATIONS INC         COM              67020Y100   133480   5603697   SH     SOLE         5603697         0         0
NUCOR CORP                        COM              670346105   315707   8330006   SH     SOLE         8330006         0         0
NUMEREX CORP PA                   CL A             67053A102     2036    218892   SH     SOLE          218892         0         0
NUTRACEUTICAL INTL CORP           COM              67060Y101     5145    337366   SH     SOLE          337366         0         0
NUTRI SYS INC NEW                 COM              67069D108    10169    879696   SH     SOLE          879696         0         0
NUVASIVE INC                      COM              670704105    30746   1212374   SH     SOLE         1212374         0         0
NV ENERGY INC                     COM              67073Y106   118334   6731192   SH     SOLE         6731192         0         0
NVE CORP                          COM NEW          629445206     8542    158921   SH     SOLE          158921         0         0
NVIDIA CORP                       COM              67066G104   227374  16452552   SH     SOLE        16452552         0         0
NVR INC                           COM              62944T105   148562    174779   SH     SOLE          174779         0         0
NXP SEMICONDUCTORS N V            COM              N6596X109      271     11682   SH     SOLE           11682         0         0
NXSTAGE MEDICAL INC               COM              67072V103    22846   1363154   SH     SOLE         1363154         0         0
NYSE EURONEXT                     COM              629491101   187354   7324237   SH     SOLE         7324237         0         0
O REILLY AUTOMOTIVE INC NEW       COM              67103H107   281027   3354751   SH     SOLE         3354751         0         0
OASIS PETE INC NEW                COM              674215108    47851   1978934   SH     SOLE         1978934         0         0
OBAGI MEDICAL PRODUCTS INC        COM              67423R108    17860   1169635   SH     SOLE         1169635         0         0
OCCIDENTAL PETE CORP DEL          COM              674599105  1864390  21737086   SH     SOLE        21737086         0         0
OCEAN PWR TECHNOLOGIES INC        COM NEW          674870308       29     14046   SH     SOLE           14046         0         0
OCEANEERING INTL INC              COM              675232102   132104   2760211   SH     SOLE         2760211         0         0
OCEANFIRST FINL CORP              COM              675234108     9328    649551   SH     SOLE          649551         0         0
OCLARO INC                        COM NEW          67555N206     4767   1568060   SH     SOLE         1568060         0         0
OCWEN FINL CORP                   COM NEW          675746309    62290   3316817   SH     SOLE         3316817         0         0
OCZ TECHNOLOGY GROUP INC          COM              67086E303    10075   1904629   SH     SOLE         1904629         0         0
ODYSSEY MARINE EXPLORATION I      COM              676118102     9176   2463439   SH     SOLE         2463439         0         0
OFFICE DEPOT INC                  COM              676220106    18200   8426102   SH     SOLE         8426102         0         0
OFFICEMAX INC DEL                 COM              67622P101    12358   2442214   SH     SOLE         2442214         0         0
OGE ENERGY CORP                   COM              670837103   139501   2693590   SH     SOLE         2693590         0         0
OHIO VY BANC CORP                 COM              677719106      470     24403   SH     SOLE           24403         0         0
OI S.A.                           SPONSORED ADR    670851104      328     70460   SH     SOLE           70460         0         0
OI S.A.                           SPN ADR REP PF   670851203     2971    240773   SH     SOLE          240773         0         0
OIL DRI CORP AMER                 COM              677864100      870     39734   SH     SOLE           39734         0         0
OIL STS INTL INC                  COM              678026105    87229   1317658   SH     SOLE         1317658         0         0
OIL STS INTL INC                  NOTE  2.375% 7   678026AB1    13430   6453000  PRN     SOLE         6453000         0         0
OILSANDS QUEST INC                COM              678046103        0      3061   SH     SOLE            3061         0         0
OLD DOMINION FGHT LINES INC       COM              679580100    62703   1448447   SH     SOLE         1448447         0         0
OLD NATL BANCORP IND              COM              680033107    30068   2503593   SH     SOLE         2503593         0         0
OLD REP INTL CORP                 COM              680223104    54962   6629928   SH     SOLE         6629928         0         0
OLD SECOND BANCORP INC ILL        COM              680277100      631    484372   SH     SOLE          484372         0         0
OLIN CORP                         COM PAR $1       680665205    46057   2204748   SH     SOLE         2204748         0         0
OLYMPIC STEEL INC                 COM              68162K106     5964    363210   SH     SOLE          363210         0         0
OM GROUP INC                      COM              670872100    17134    901797   SH     SOLE          901797         0         0
OMEGA FLEX INC                    COM              682095104      227     19078   SH     SOLE           19078         0         0
OMEGA HEALTHCARE INVS INC         COM              681936100    84063   3736142   SH     SOLE         3736142         0         0
OMEGA PROTEIN CORP                COM              68210P107     3623    492299   SH     SOLE          492299         0         0
OMEROS CORP                       COM              682143102     2388    238819   SH     SOLE          238819         0         0
OMNIAMERICAN BANCORP INC          COM              68216R107     3376    157534   SH     SOLE          157534         0         0
OMNICARE INC                      COM              681904108    93257   2986130   SH     SOLE         2986130         0         0
OMNICARE INC                      DBCV  3.250%12   681904AL2      737    775000  PRN     SOLE          775000         0         0
OMNICELL INC                      COM              68213N109    15842   1082133   SH     SOLE         1082133         0         0
OMNICOM GROUP INC                 COM              681919106   350704   7216136   SH     SOLE         7216136         0         0
OMNIVISION TECHNOLOGIES INC       COM              682128103    19691   1476063   SH     SOLE         1476063         0         0
OMNOVA SOLUTIONS INC              COM              682129101    10174   1349346   SH     SOLE         1349346         0         0
ON ASSIGNMENT INC                 COM              682159108    17521   1097782   SH     SOLE         1097782         0         0
ON SEMICONDUCTOR CORP             COM              682189105    74692  10520021   SH     SOLE        10520021         0         0
ON SEMICONDUCTOR CORP             NOTE  2.625%12   682189AG0     1132   1100000  PRN     SOLE         1100000         0         0
ONCOGENEX PHARMACEUTICALS IN      COM              68230A106     5999    446345   SH     SOLE          446345         0         0
ONCOTHYREON INC                   COM              682324108     6691   1429638   SH     SOLE         1429638         0         0
ONE LIBERTY PPTYS INC             COM              682406103    10044    533405   SH     SOLE          533405         0         0
ONEBEACON INSURANCE GROUP LT      CL A             G67742109     8723    669966   SH     SOLE          669966         0         0
ONEOK INC NEW                     COM              682680103   322185   7614873   SH     SOLE         7614873         0         0
ONLINE RES CORP                   COM              68273G101     1441    592971   SH     SOLE          592971         0         0
ONSTREAM MEDIA CORP               COM NEW          682875208      218    340076   SH     SOLE          340076         0         0
ONVIA INC                         COM NEW          68338T403        0        48   SH     SOLE              48         0         0
ONYX PHARMACEUTICALS INC          COM              683399109   102090   1536340   SH     SOLE         1536340         0         0
ONYX PHARMACEUTICALS INC          NOTE  4.000% 8   683399AB5    24102  13252000  PRN     SOLE        13252000         0         0
OPENTABLE INC                     COM              68372A104    32254    716606   SH     SOLE          716606         0         0
OPKO HEALTH INC                   COM              68375N103    16777   3647086   SH     SOLE         3647086         0         0
OPLINK COMMUNICATIONS INC         COM NEW          68375Q403     7524    556113   SH     SOLE          556113         0         0
OPNET TECHNOLOGIES INC            COM              683757108    10937    411303   SH     SOLE          411303         0         0
OPNEXT INC                        COM              68375V105       30     24184   SH     SOLE           24184         0         0
OPPENHEIMER HLDGS INC             CL A NON VTG     683797104     2833    180194   SH     SOLE          180194         0         0
OPTICAL CABLE CORP                COM NEW          683827208        9      2076   SH     SOLE            2076         0         0
OPTIMER PHARMACEUTICALS INC       COM              68401H104    19445   1257793   SH     SOLE         1257793         0         0
ORACLE CORP                       COM              68389X105  3032725 102111964   SH     SOLE       102111964         0         0
ORASURE TECHNOLOGIES INC          COM              68554V108    15375   1367891   SH     SOLE         1367891         0         0
ORBCOMM INC                       COM              68555P100     1256    385179   SH     SOLE          385179         0         0
ORBIT INTL CORP                   COM NEW          685559304      411    113138   SH     SOLE          113138         0         0
ORBITAL SCIENCES CORP             COM              685564106    20270   1568909   SH     SOLE         1568909         0         0
ORBITAL SCIENCES CORP             NOTE  2.438% 1   685564AN6       59     60000  PRN     SOLE           60000         0         0
ORBITZ WORLDWIDE INC              COM              68557K109     2824    773660   SH     SOLE          773660         0         0
ORCHARD SUPPLY HARDWARE STOR      CL A             685691404      308     18541   SH     SOLE           18541         0         0
ORCHIDS PAPER PRODS CO DEL        COM              68572N104      898     50780   SH     SOLE           50780         0         0
OREXIGEN THERAPEUTICS INC         COM              686164104     8934   1612646   SH     SOLE         1612646         0         0
ORIENT-EXPRESS HOTELS LTD         CL A             G67743107    21343   2549993   SH     SOLE         2549993         0         0
ORIENTAL FINL GROUP INC           COM              68618W100    13108   1183016   SH     SOLE         1183016         0         0
ORION ENERGY SYSTEMS INC          COM              686275108       58     26233   SH     SOLE           26233         0         0
ORION MARINE GROUP INC            COM              68628V308     6066    871503   SH     SOLE          871503         0         0
ORITANI FINL CORP DEL             COM              68633D103    20155   1400649   SH     SOLE         1400649         0         0
ORMAT TECHNOLOGIES INC            COM              686688102    10187    476241   SH     SOLE          476241         0         0
ORRSTOWN FINL SVCS INC            COM              687380105     1355    168737   SH     SOLE          168737         0         0
ORTHOFIX INTL N V                 COM              N6748L102    21314    516703   SH     SOLE          516703         0         0
OSHKOSH CORP                      COM              688239201    49128   2345003   SH     SOLE         2345003         0         0
OSI SYSTEMS INC                   COM              671044105    33834    534164   SH     SOLE          534164         0         0
OSIRIS THERAPEUTICS INC NEW       COM              68827R108     6693    610107   SH     SOLE          610107         0         0
OTTER TAIL CORP                   COM              689648103    22330    978943   SH     SOLE          978943         0         0
OUTDOOR CHANNEL HLDGS INC         COM NEW          690027206     3791    518592   SH     SOLE          518592         0         0
OVERHILL FARMS INC                COM              690212105      233     59266   SH     SOLE           59266         0         0
OVERLAND STORAGE INC              COM NEW          690310206      242    128568   SH     SOLE          128568         0         0
OVERSEAS SHIPHOLDING GROUP I      COM              690368105     8235    741236   SH     SOLE          741236         0         0
OVERSTOCK COM INC DEL             COM              690370101     2832    409844   SH     SOLE          409844         0         0
OWENS & MINOR INC NEW             COM              690732102    54943   1793765   SH     SOLE         1793765         0         0
OWENS CORNING NEW                 COM              690742101    79594   2788874   SH     SOLE         2788874         0         0
OWENS ILL INC                     COM NEW          690768403    98115   5118179   SH     SOLE         5118179         0         0
OXFORD INDS INC                   COM              691497309    16849    376929   SH     SOLE          376929         0         0
OXIGENE INC                       COM NEW          691828305       14     25756   SH     SOLE           25756         0         0
OYO GEOSPACE CORP                 COM              671074102    14629    162561   SH     SOLE          162561         0         0
P A M TRANSN SVCS INC             COM              693149106     1327    137485   SH     SOLE          137485         0         0
P C CONNECTION                    COM              69318J100     5761    542465   SH     SOLE          542465         0         0
P F CHANGS CHINA BISTRO INC       COM              69333Y108    32381    629125   SH     SOLE          629125         0         0
P T TELEKOMUNIKASI INDONESIA      SPONSORED ADR    715684106    14161    406570   SH     SOLE          406570         0         0
PACCAR INC                        COM              693718108   367369   9374053   SH     SOLE         9374053         0         0
PACER INTL INC TENN               COM              69373H106     6501   1203919   SH     SOLE         1203919         0         0
PACIFIC BIOSCIENCES CALIF IN      COM              69404D108      834    384115   SH     SOLE          384115         0         0
PACIFIC CAP BANCORP NEW           COM NEW          69404P200     2468     53978   SH     SOLE           53978         0         0
PACIFIC CONTINENTAL CORP          COM              69412V108     5833    657558   SH     SOLE          657558         0         0
PACIFIC MERCANTILE BANCORP        COM              694552100     1539    222700   SH     SOLE          222700         0         0
PACIFIC SUNWEAR CALIF INC         COM              694873100     2316   1265804   SH     SOLE         1265804         0         0
PACIRA PHARMACEUTICALS INC        COM              695127100     3617    225494   SH     SOLE          225494         0         0
PACKAGING CORP AMER               COM              695156109    74934   2653455   SH     SOLE         2653455         0         0
PACWEST BANCORP DEL               COM              695263103    20892    882650   SH     SOLE          882650         0         0
PAIN THERAPEUTICS INC             COM              69562K100     6063   1292663   SH     SOLE         1292663         0         0
PALL CORP                         COM              696429307   163958   2991396   SH     SOLE         2991396         0         0
PALOMAR MED TECHNOLOGIES INC      COM NEW          697529303     5503    647400   SH     SOLE          647400         0         0
PANDORA MEDIA INC                 COM              698354107    18802   1729711   SH     SOLE         1729711         0         0
PANERA BREAD CO                   CL A             69840W108   107206    768836   SH     SOLE          768836         0         0
PANHANDLE OIL AND GAS INC         CL A             698477106     7769    257762   SH     SOLE          257762         0         0
PANTRY INC                        COM              698657103    12073    821307   SH     SOLE          821307         0         0
PAPA JOHNS INTL INC               COM              698813102    27514    578393   SH     SOLE          578393         0         0
PAR PHARMACEUTICAL COS INC        COM              69888P106    38694   1070657   SH     SOLE         1070657         0         0
PAR TECHNOLOGY CORP               COM              698884103     1227    248811   SH     SOLE          248811         0         0
PARAMETRIC SOUND CORP             COM NEW          699172201      774     84449   SH     SOLE           84449         0         0
PARAMETRIC TECHNOLOGY CORP        COM NEW          699173209    73579   3510447   SH     SOLE         3510447         0         0
PARAMOUNT GOLD & SILVER CORP      COM              69924P102     4077   1698671   SH     SOLE         1698671         0         0
PAREXEL INTL CORP                 COM              699462107    45663   1617520   SH     SOLE         1617520         0         0
PARK ELECTROCHEMICAL CORP         COM              700416209    14332    553806   SH     SOLE          553806         0         0
PARK NATL CORP                    COM              700658107    24962    357880   SH     SOLE          357880         0         0
PARK OHIO HLDGS CORP              COM              700666100     2212    116226   SH     SOLE          116226         0         0
PARK STERLING CORP                COM              70086Y105     2180    462913   SH     SOLE          462913         0         0
PARKER DRILLING CO                COM              701081101    15789   3500967   SH     SOLE         3500967         0         0
PARKER HANNIFIN CORP              COM              701094104   303242   3944357   SH     SOLE         3944357         0         0
PARKERVISION INC                  COM              701354102     1967    826438   SH     SOLE          826438         0         0
PARKWAY PPTYS INC                 COM              70159Q104    12585   1100056   SH     SOLE         1100056         0         0
PARTNERRE LTD                     COM              G6852T105   126789   1675556   SH     SOLE         1675556         0         0
PATRICK INDS INC                  COM              703343103     1007     78980   SH     SOLE           78980         0         0
PATRIOT COAL CORP                 COM              70336T104     1718   1407810   SH     SOLE         1407810         0         0
PATRIOT COAL CORP                 NOTE  3.250% 5   70336TAA2     2369   8773000  PRN     SOLE         8773000         0         0
PATRIOT TRANSN HLDG INC           COM              70337B102     4149    176332   SH     SOLE          176332         0         0
PATTERSON COMPANIES INC           COM              703395103    82604   2396389   SH     SOLE         2396389         0         0
PATTERSON UTI ENERGY INC          COM              703481101    58687   4030685   SH     SOLE         4030685         0         0
PAYCHEX INC                       COM              704326107   264691   8426965   SH     SOLE         8426965         0         0
PC MALL INC                       COM              69323K100      252     46528   SH     SOLE           46528         0         0
PC-TEL INC                        COM              69325Q105     4058    627206   SH     SOLE          627206         0         0
PDC ENERGY INC                    COM              69327R101    19527    796357   SH     SOLE          796357         0         0
PDF SOLUTIONS INC                 COM              693282105     7889    799309   SH     SOLE          799309         0         0
PDI INC                           COM              69329V100     2802    340075   SH     SOLE          340075         0         0
PDL BIOPHARMA INC                 COM              69329Y104    26137   3942186   SH     SOLE         3942186         0         0
PDL BIOPHARMA INC                 NOTE  3.750% 5   69329YAC8    13138  12165000  PRN     SOLE        12165000         0         0
PDL BIOPHARMA INC                 NOTE  2.875% 2   69329YAE4    13804  11964225  PRN     SOLE        11964225         0         0
PEABODY ENERGY CORP               COM              704549104   175663   7164054   SH     SOLE         7164054         0         0
PEAPACK-GLADSTONE FINL CORP       COM              704699107     3688    237800   SH     SOLE          237800         0         0
PEBBLEBROOK HOTEL TR              COM              70509V100    42013   1802366   SH     SOLE         1802366         0         0
PEETS COFFEE & TEA INC            COM              705560100    22787    379536   SH     SOLE          379536         0         0
PEGASYSTEMS INC                   COM              705573103    15489    469661   SH     SOLE          469661         0         0
PENDRELL CORP                     COM              70686R104     2090   1900400   SH     SOLE         1900400         0         0
PENFORD CORP                      COM              707051108     2894    322660   SH     SOLE          322660         0         0
PENN NATL GAMING INC              COM              707569109    74308   1666475   SH     SOLE         1666475         0         0
PENN VA CORP                      COM              707882106     9542   1299941   SH     SOLE         1299941         0         0
PENNANTPARK INVT CORP             COM              708062104     7852    758653   SH     SOLE          758653         0         0
PENNEY J C INC                    COM              708160106    98070   4207200   SH     SOLE         4207200         0         0
PENNS WOODS BANCORP INC           COM              708430103     2748     69020   SH     SOLE           69020         0         0
PENNSYLVANIA RL ESTATE INVT       SH BEN INT       709102107    28623   1910715   SH     SOLE         1910715         0         0
PENNYMAC MTG INVT TR              COM              70931T103    14148    717089   SH     SOLE          717089         0         0
PENSKE AUTOMOTIVE GRP INC         COM              70959W103    25403   1196013   SH     SOLE         1196013         0         0
PENSON WORLDWIDE INC              COM              709600100       69    451815   SH     SOLE          451815         0         0
PENTAIR INC                       COM              709631105    99749   2605771   SH     SOLE         2605771         0         0
PEOPLES BANCORP INC               COM              709789101     7934    360950   SH     SOLE          360950         0         0
PEOPLES FED BANCSHARES INC        COM              711037101      763     45680   SH     SOLE           45680         0         0
PEOPLES FINL CORP MISS            COM              71103B102      877     89947   SH     SOLE           89947         0         0
PEOPLES UNITED FINANCIAL INC      COM              712704105   112920   9726056   SH     SOLE         9726056         0         0
PEP BOYS MANNY MOE & JACK         COM              713278109    14354   1449900   SH     SOLE         1449900         0         0
PEPCO HOLDINGS INC                COM              713291102   124097   6341180   SH     SOLE         6341180         0         0
PEPSICO INC                       COM              713448108  2921229  41342052   SH     SOLE        41342052         0         0
PEREGRINE PHARMACEUTICALS IN      COM NEW          713661304      881   1629772   SH     SOLE         1629772         0         0
PERFICIENT INC                    COM              71375U101    11448   1019411   SH     SOLE         1019411         0         0
PERFORMANCE TECHNOLOGIES INC      COM              71376K102      260    116474   SH     SOLE          116474         0         0
PERFUMANIA HLDGS INC              COM NEW          71376C100      997    120304   SH     SOLE          120304         0         0
PERICOM SEMICONDUCTOR CORP        COM              713831105     6692    743545   SH     SOLE          743545         0         0
PERKINELMER INC                   COM              714046109    78116   3027756   SH     SOLE         3027756         0         0
PERMA-FIX ENVIRONMENTAL SVCS      COM              714157104     1824   1558582   SH     SOLE         1558582         0         0
PERNIX THERAPEUTICS HLDGS IN      COM              71426V108     1064    146000   SH     SOLE          146000         0         0
PERRIGO CO                        COM              714290103   285006   2416737   SH     SOLE         2416737         0         0
PERVASIVE SOFTWARE INC            COM              715710109     3591    479733   SH     SOLE          479733         0         0
PETMED EXPRESS INC                COM              716382106    10548    867425   SH     SOLE          867425         0         0
PETROBRAS ARGENTINA S A           SPONS ADR        71646J109     1615    212550   SH     SOLE          212550         0         0
PETROLEO BRASILEIRO SA PETRO      SP ADR NON VTG   71654V101    21165   1166741   SH     SOLE         1166741         0         0
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR    71654V408     3008    160247   SH     SOLE          160247         0         0
PETROQUEST ENERGY INC             COM              716748108     8874   1774735   SH     SOLE         1774735         0         0
PETSMART INC                      COM              716768106   200890   2946467   SH     SOLE         2946467         0         0
PFIZER INC                        COM              717081103  4654744 202380156   SH     SOLE       202380156         0         0
PFSWEB INC                        COM NEW          717098206     1850    651380   SH     SOLE          651380         0         0
PG^E CORP                         COM              69331C108   511963  11309099   SH     SOLE        11309099         0         0
PGT INC                           COM              69336V101      449    148311   SH     SOLE          148311         0         0
PHARMACYCLICS INC                 COM              716933106    85250   1561073   SH     SOLE         1561073         0         0
PHARMERICA CORP                   COM              71714F104     9495    869510   SH     SOLE          869510         0         0
PHAZAR CORP                       COM              71722R108        3      1102   SH     SOLE            1102         0         0
PHH CORP                          COM NEW          693320202    27412   1568212   SH     SOLE         1568212         0         0
PHI INC                           COM NON VTG      69336T205    12128    436111   SH     SOLE          436111         0         0
PHILIP MORRIS INTL INC            COM              718172109  3933811  45081494   SH     SOLE        45081494         0         0
PHILLIPS 66                       COM              718546104   596437  17943343   SH     SOLE        17943343         0         0
PHOENIX COS INC NEW               COM              71902E109     6537   3533262   SH     SOLE         3533262         0         0
PHOTRONICS INC                    COM              719405102    10358   1697982   SH     SOLE         1697982         0         0
PICO HLDGS INC                    COM NEW          693366205    15369    685832   SH     SOLE          685832         0         0
PIEDMONT NAT GAS INC              COM              720186105    57665   1791408   SH     SOLE         1791408         0         0
PIEDMONT OFFICE REALTY TR IN      COM CL A         720190206   105330   6120303   SH     SOLE         6120303         0         0
PIER 1 IMPORTS INC                COM              720279108    48363   2943549   SH     SOLE         2943549         0         0
PIKE ELEC CORP                    COM              721283109     4379    567246   SH     SOLE          567246         0         0
PILGRIMS PRIDE CORP NEW           COM              72147K108     7092    991820   SH     SOLE          991820         0         0
PIMCO ETF TR                      1-3YR USTREIDX   72201R106      124      2440   SH     SOLE            2440         0         0
PIMCO ETF TR                      15YR US TRS FD   72201R809       13       122   SH     SOLE             122         0         0
PINNACLE ENTMT INC                COM              723456109    16678   1733698   SH     SOLE         1733698         0         0
PINNACLE FINL PARTNERS INC        COM              72346Q104    20438   1047575   SH     SOLE         1047575         0         0
PINNACLE WEST CAP CORP            COM              723484101   153119   2959394   SH     SOLE         2959394         0         0
PIONEER DRILLING CO               COM              723655106    13525   1697011   SH     SOLE         1697011         0         0
PIONEER NAT RES CO                COM              723787107   279673   3170536   SH     SOLE         3170536         0         0
PIONEER NAT RES CO                NOTE  2.875% 1   723787AH0      739    500000  PRN     SOLE          500000         0         0
PIPER JAFFRAY COS                 COM              724078100    12763    544711   SH     SOLE          544711         0         0
PITNEY BOWES INC                  COM              724479100    76017   5077969   SH     SOLE         5077969         0         0
PIZZA INN HOLDINGS INC            COM              725846109       92     33537   SH     SOLE           33537         0         0
PLAINS EXPL& PRODTN CO            COM              726505100   121035   3440456   SH     SOLE         3440456         0         0
PLANAR SYS INC                    COM              726900103      727    448695   SH     SOLE          448695         0         0
PLANTRONICS INC NEW               COM              727493108    42444   1270766   SH     SOLE         1270766         0         0
PLATINUM UNDERWRITER HLDGS L      COM              G7127P100    36316    953177   SH     SOLE          953177         0         0
PLEXUS CORP                       COM              729132100    26821    951112   SH     SOLE          951112         0         0
PLUG POWER INC                    COM NEW          72919P202      638    559293   SH     SOLE          559293         0         0
PLUM CREEK TIMBER CO INC          COM              729251108   165437   4167170   SH     SOLE         4167170         0         0
PLX TECHNOLOGY INC                COM              693417107     8773   1381569   SH     SOLE         1381569         0         0
PMC COML TR                       SH BEN INT       693434102     1465    190040   SH     SOLE          190040         0         0
PMC-SIERRA INC                    COM              69344F106    32539   5299589   SH     SOLE         5299589         0         0
PMC-SIERRA INC                    NOTE  2.250%10   69344FAD8     3640   3649000  PRN     SOLE         3649000         0         0
PMFG INC                          COM              69345P103     2119    271259   SH     SOLE          271259         0         0
PNC FINL SVCS GROUP INC           COM              693475105   862493  14113778   SH     SOLE        14113778         0         0
PNM RES INC                       COM              69349H107    48758   2495304   SH     SOLE         2495304         0         0
POLARIS INDS INC                  COM              731068102   133822   1872155   SH     SOLE         1872155         0         0
POLYCOM INC                       COM              73172K104    52530   4993372   SH     SOLE         4993372         0         0
POLYONE CORP                      COM              73179P106    34153   2496554   SH     SOLE         2496554         0         0
POLYPORE INTL INC                 COM              73179V103    38582    955233   SH     SOLE          955233         0         0
POOL CORPORATION                  COM              73278L105    51403   1270462   SH     SOLE         1270462         0         0
POPULAR INC                       COM NEW          733174700     1900    114400   SH     SOLE          114400         0         0
PORTFOLIO RECOVERY ASSOCS IN      COM              73640Q105    45625    499948   SH     SOLE          499948         0         0
PORTLAND GEN ELEC CO              COM NEW          736508847    55588   2085060   SH     SOLE         2085060         0         0
POST HLDGS INC                    COM              737446104    46532   1513244   SH     SOLE         1513244         0         0
POST PPTYS INC                    COM              737464107    79226   1618505   SH     SOLE         1618505         0         0
POSTROCK ENERGY CORP              COM              737525105       10      6618   SH     SOLE            6618         0         0
POTLATCH CORP NEW                 COM              737630103    38334   1200202   SH     SOLE         1200202         0         0
POWELL INDS INC                   COM              739128106    10898    291705   SH     SOLE          291705         0         0
POWER INTEGRATIONS INC            COM              739276103    28123    753974   SH     SOLE          753974         0         0
POWER ONE INC NEW                 COM              73930R102     8504   1881427   SH     SOLE         1881427         0         0
POWER REIT                        COM              73933H101       28      3447   SH     SOLE            3447         0         0
POWERSECURE INTL INC              COM              73936N105     2767    555665   SH     SOLE          555665         0         0
POWERSHARES DB G10 CURCY HAR      COM UT BEN INT   73935Y102      677     27500   SH     SOLE           27500         0         0
POWERSHARES ETF TRUST             NASD INTNT ETF   73935X146       77      1994   SH     SOLE            1994         0         0
POWERSHARES ETF TRUST             HI YLD EQ DVDN   73935X302       64      6776   SH     SOLE            6776         0         0
POWERSHARES ETF TRUST             GOLDEN DRG CHI   73935X401        3       165   SH     SOLE             165         0         0
POWERSHARES ETF TRUST             FTSE US1500 SM   73935X567        4        63   SH     SOLE              63         0         0
POWERSHARES ETF TRUST             WATER RESOURCE   73935X575       38      2100   SH     SOLE            2100         0         0
POWERSHARES ETF TRUST             FTSE RAFI 1000   73935X583        4        74   SH     SOLE              74         0         0
POWERSHARES ETF TRUST             DYNM LRG CP GR   73935X609       12       641   SH     SOLE             641         0         0
POWERSHARES ETF TRUST             DYN OIL SVCS     73935X625      184     10356   SH     SOLE           10356         0         0
POWERSHARES ETF TRUST             DYN EN EX PROD   73935X658       54      2358   SH     SOLE            2358         0         0
POWERSHARES ETF TRUST             DYNM LRG CP VL   73935X708        2        94   SH     SOLE              94         0         0
POWERSHARES ETF TRUST             DYN LSR & ENT    73935X757        3       123   SH     SOLE             123         0         0
POWERSHARES ETF TRUST             DYN PHRMA PORT   73935X799      252      7589   SH     SOLE            7589         0         0
POWERSHARES ETF TRUST             DYN MEDIA PORT   73935X823       80      5460   SH     SOLE            5460         0         0
POWERSHARES ETF TRUST II          CEF INC COMPST   73936Q843      315     12780   SH     SOLE           12780         0         0
POWERSHARES GLOBAL ETF TRUST      WK VRDO TX FR    73936T433      459     18366   SH     SOLE           18366         0         0
POWERSHARES GLOBAL ETF TRUST      INSUR NATL MUN   73936T474        2        63   SH     SOLE              63         0         0
POWERSHARES GLOBAL ETF TRUST      SOVEREIGN DEBT   73936T573     1644     57016   SH     SOLE           57016         0         0
POWERSHARES GLOBAL ETF TRUST      GBL WTR PORT     73936T623        0        24   SH     SOLE              24         0         0
POWERSHARES INDIA ETF TR          INDIA PORT       73935L100      891     51451   SH     SOLE           51451         0         0
POWERSHARES QQQ TRUST             UNIT SER 1       73935A104    97009   1511990   SH     SOLE         1511990         0         0
POWERSHS DB US DOLLAR INDEX       DOLL INDX BULL   73936D107       27      1208   SH     SOLE            1208         0         0
POWERWAVE TECHNOLOGIES INC        COM NEW          739363307      456    629145   SH     SOLE          629145         0         0
POWERWAVE TECHNOLOGIES INC        NOTE  3.875%10   739363AF6        1      8000  PRN     SOLE            8000         0         0
POZEN INC                         COM              73941U102     5709    916335   SH     SOLE          916335         0         0
PPG INDS INC                      COM              693506107   418637   3944944   SH     SOLE         3944944         0         0
PPL CORP                          COM              69351T106   430467  15478867   SH     SOLE        15478867         0         0
PRAXAIR INC                       COM              74005P104   855373   7866945   SH     SOLE         7866945         0         0
PRECISION CASTPARTS CORP          COM              740189105   632341   3844249   SH     SOLE         3844249         0         0
PREFORMED LINE PRODS CO           COM              740444104     1744     30116   SH     SOLE           30116         0         0
PREMIER EXIBITIONS INC            COM              74051E102      572    211768   SH     SOLE          211768         0         0
PREMIER FINL BANCORP INC          COM              74050M105       22      2990   SH     SOLE            2990         0         0
PREMIERE GLOBAL SVCS INC          COM              740585104    12063   1437781   SH     SOLE         1437781         0         0
PREMIERWEST BANCORP               COM NEW          740921200      137    100103   SH     SOLE          100103         0         0
PRESIDENTIAL LIFE CORP            COM              740884101     6702    681763   SH     SOLE          681763         0         0
PRESSTEK INC                      COM              741113104      247    577352   SH     SOLE          577352         0         0
PRESTIGE BRANDS HLDGS INC         COM              74112D101    21829   1380719   SH     SOLE         1380719         0         0
PRGX GLOBAL INC                   COM NEW          69357C503     5832    733554   SH     SOLE          733554         0         0
PRICE T ROWE GROUP INC            COM              74144T108   428450   6805115   SH     SOLE         6805115         0         0
PRICELINE COM INC                 COM NEW          741503403   952247   1432984   SH     SOLE         1432984         0         0
PRICESMART INC                    COM              741511109    35591    527190   SH     SOLE          527190         0         0
PRIMERICA INC                     COM              74164M108    19007    711071   SH     SOLE          711071         0         0
PRIMO WTR CORP                    COM              74165N105       51     45532   SH     SOLE           45532         0         0
PRIMORIS SVCS CORP                COM              74164F103     5861    488400   SH     SOLE          488400         0         0
PRIMUS TELECOMMUNICATIONS GR      COM              741929301     2325    149338   SH     SOLE          149338         0         0
PRINCIPAL FINL GROUP INC          COM              74251V102   206817   7884738   SH     SOLE         7884738         0         0
PRIVATEBANCORP INC                COM              742962103    25162   1704767   SH     SOLE         1704767         0         0
PRO-DEX INC COLO                  COM NEW          74265M205        0        42   SH     SOLE              42         0         0
PROASSURANCE CORP                 COM              74267C106    60699    681327   SH     SOLE          681327         0         0
PROCERA NETWORKS INC              COM NEW          74269U203    11758    483650   SH     SOLE          483650         0         0
PROCTER & GAMBLE CO               COM              742718109  4517560  73756080   SH     SOLE        73756080         0         0
PROGENICS PHARMACEUTICALS IN      COM              743187106    10233   1046347   SH     SOLE         1046347         0         0
PROGRESS ENERGY INC               COM              743263105   473676   7872287   SH     SOLE         7872287         0         0
PROGRESS SOFTWARE CORP            COM              743312100    35727   1711871   SH     SOLE         1711871         0         0
PROGRESSIVE CORP OHIO             COM              743315103   333798  16024858   SH     SOLE        16024858         0         0
PROLOGIS INC                      COM              74340W103   507648  15276807   SH     SOLE        15276807         0         0
PROOFPOINT INC                    COM              743424103     2040    120344   SH     SOLE          120344         0         0
PROS HOLDINGS INC                 COM              74346Y103    10260    609985   SH     SOLE          609985         0         0
PROSPECT CAPITAL CORPORATION      COM              74348T102    18020   1582095   SH     SOLE         1582095         0         0
PROSPERITY BANCSHARES INC         COM              743606105    62087   1477206   SH     SOLE         1477206         0         0
PROTECTIVE LIFE CORP              COM              743674103    60917   2071287   SH     SOLE         2071287         0         0
PROTO LABS INC                    COM              743713109     1654     57525   SH     SOLE           57525         0         0
PROVIDENCE SVC CORP               COM              743815102     6542    477199   SH     SOLE          477199         0         0
PROVIDENT FINL HLDGS INC          COM              743868101     3712    321949   SH     SOLE          321949         0         0
PROVIDENT FINL SVCS INC           COM              74386T105    25756   1677912   SH     SOLE         1677912         0         0
PROVIDENT NEW YORK BANCORP        COM              744028101     8697   1145818   SH     SOLE         1145818         0         0
PRUDENTIAL FINL INC               COM              744320102   629043  12988709   SH     SOLE        12988709         0         0
PS BUSINESS PKS INC CALIF         COM              69360J107    48343    713869   SH     SOLE          713869         0         0
PSS WORLD MED INC                 COM              69366A100    29797   1419587   SH     SOLE         1419587         0         0
PSYCHEMEDICS CORP                 COM NEW          744375205      201     19556   SH     SOLE           19556         0         0
PUBLIC STORAGE                    COM              74460D109   716039   4958375   SH     SOLE         4958375         0         0
PUBLIC SVC ENTERPRISE GROUP       COM              744573106   451825  13902311   SH     SOLE        13902311         0         0
PULASKI FINL CORP                 COM              745548107      157     21125   SH     SOLE           21125         0         0
PULSE ELECTRONICS CORP            COM              74586W106     1887    957922   SH     SOLE          957922         0         0
PULTE GROUP INC                   COM              745867101   108182  10110474   SH     SOLE        10110474         0         0
PVH CORP                          COM              693656100   137419   1766536   SH     SOLE         1766536         0         0
PZENA INVESTMENT MGMT INC         CLASS A          74731Q103      376     84962   SH     SOLE           84962         0         0
QAD INC                           CL B             74727D207      439     31812   SH     SOLE           31812         0         0
QAD INC                           CL A             74727D306     2529    177882   SH     SOLE          177882         0         0
QC HLDGS INC                      COM              74729T101       29      6975   SH     SOLE            6975         0         0
QEP RES INC                       COM              74733V100   139463   4653404   SH     SOLE         4653404         0         0
QIAGEN NV                         REG SHS          N72482107    33504   2006234   SH     SOLE         2006234         0         0
QLIK TECHNOLOGIES INC             COM              74733T105    47767   2159451   SH     SOLE         2159451         0         0
QLOGIC CORP                       COM              747277101    41517   3032671   SH     SOLE         3032671         0         0
QUAD / GRAPHICS INC               COM CL A         747301109     9150    636314   SH     SOLE          636314         0         0
QUAKER CHEM CORP                  COM              747316107    16328    353351   SH     SOLE          353351         0         0
QUALCOMM INC                      COM              747525103  2604875  46782951   SH     SOLE        46782951         0         0
QUALITY DISTR INC FLA             COM              74756M102     7577    683885   SH     SOLE          683885         0         0
QUALITY SYS INC                   COM              747582104    29957   1088952   SH     SOLE         1088952         0         0
QUALSTAR CORP                     COM              74758R109      187     98176   SH     SOLE           98176         0         0
QUANEX BUILDING PRODUCTS COR      COM              747619104    17907   1001491   SH     SOLE         1001491         0         0
QUANTA SVCS INC                   COM              74762E102   137572   5715498   SH     SOLE         5715498         0         0
QUANTUM CORP                      COM DSSG         747906204    13106   6456202   SH     SOLE         6456202         0         0
QUANTUM FUEL SYS TECH WORLDW      COM NEW          74765E208      552    751994   SH     SOLE          751994         0         0
QUEST DIAGNOSTICS INC             COM              74834L100   256429   4280954   SH     SOLE         4280954         0         0
QUEST SOFTWARE INC                COM              74834T103    60495   2175280   SH     SOLE         2175280         0         0
QUESTAR CORP                      COM              748356102    96051   4604569   SH     SOLE         4604569         0         0
QUESTCOR PHARMACEUTICALS INC      COM              74835Y101    84333   1584012   SH     SOLE         1584012         0         0
QUICKLOGIC CORP                   COM              74837P108     3040   1211354   SH     SOLE         1211354         0         0
QUICKSILVER RESOURCES INC         COM              74837R104    19599   3616075   SH     SOLE         3616075         0         0
QUIDEL CORP                       COM              74838J101    13415    855551   SH     SOLE          855551         0         0
QUIKSILVER INC                    COM              74838C106     8959   3845248   SH     SOLE         3845248         0         0
QUINSTREET INC                    COM              74874Q100     4959    535543   SH     SOLE          535543         0         0
RACKSPACE HOSTING INC             COM              750086100   143316   3261631   SH     SOLE         3261631         0         0
RADIAN GROUP INC                  COM              750236101    12236   3719060   SH     SOLE         3719060         0         0
RADIO ONE INC                     CL D NON VTG     75040P405      656    699194   SH     SOLE          699194         0         0
RADIOSHACK CORP                   COM              750438103    11360   2958273   SH     SOLE         2958273         0         0
RADISYS CORP                      COM              750459109     4800    764291   SH     SOLE          764291         0         0
RADNET INC                        COM              750491102     1262    474302   SH     SOLE          474302         0         0
RAILAMERICA INC                   COM              750753402     6576    271742   SH     SOLE          271742         0         0
RAINMAKER SYSTEMS                 COM NEW          750875304      318    378848   SH     SOLE          378848         0         0
RAIT FINANCIAL TRUST              COM NEW          749227609     6353   1375185   SH     SOLE         1375185         0         0
RALCORP HLDGS INC NEW             COM              751028101   105297   1577713   SH     SOLE         1577713         0         0
RALPH LAUREN CORP                 CL A             751212101   233775   1669107   SH     SOLE         1669107         0         0
RAMBUS INC DEL                    COM              750917106    16747   2917582   SH     SOLE         2917582         0         0
RAMCO-GERSHENSON PPTYS TR         COM SH BEN INT   751452202    21089   1677734   SH     SOLE         1677734         0         0
RAMTRON INTL CORP                 COM NEW          751907304     3377   1118315   SH     SOLE         1118315         0         0
RAND LOGISTICS INC                COM              752182105     1210    142308   SH     SOLE          142308         0         0
RANGE RES CORP                    COM              75281A109   258706   4181443   SH     SOLE         4181443         0         0
RAPTOR PHARMACEUTICAL CORP        COM              75382F106     3884    696145   SH     SOLE          696145         0         0
RAVEN INDS INC                    COM              754212108    33559    482238   SH     SOLE          482238         0         0
RAYMOND JAMES FINANCIAL INC       COM              754730109    99282   2899601   SH     SOLE         2899601         0         0
RAYONIER INC                      COM              754907103   153164   3411235   SH     SOLE         3411235         0         0
RAYTHEON CO                       COM NEW          755111507   509213   8998293   SH     SOLE         8998293         0         0
RBC BEARINGS INC                  COM              75524B104    28884    610663   SH     SOLE          610663         0         0
RCM TECHNOLOGIES INC              COM NEW          749360400       35      6364   SH     SOLE            6364         0         0
REACHLOCAL INC                    COM              75525F104     2023    183930   SH     SOLE          183930         0         0
READING INTERNATIONAL INC         CL A             755408101      756    139783   SH     SOLE          139783         0         0
REALD INC                         COM              75604L105    16385   1095259   SH     SOLE         1095259         0         0
REALNETWORKS INC                  COM NEW          75605L708     7093    820982   SH     SOLE          820982         0         0
REALPAGE INC                      COM              75606N109    19546    843967   SH     SOLE          843967         0         0
REALTY INCOME CORP                COM              756109104   176133   4216746   SH     SOLE         4216746         0         0
RED HAT INC                       COM              756577102   290476   5142989   SH     SOLE         5142989         0         0
RED LION HOTELS CORP              COM              756764106     4949    572189   SH     SOLE          572189         0         0
RED ROBIN GOURMET BURGERS IN      COM              75689M101    13221    433338   SH     SOLE          433338         0         0
REDWOOD TR INC                    COM              758075402    27608   2212214   SH     SOLE         2212214         0         0
REGAL BELOIT CORP                 COM              758750103    65304   1048887   SH     SOLE         1048887         0         0
REGAL ENTMT GROUP                 CL A             758766109    29246   2125442   SH     SOLE         2125442         0         0
REGENCY CTRS CORP                 COM              758849103   145714   3063142   SH     SOLE         3063142         0         0
REGENERON PHARMACEUTICALS         COM              75886F107   225661   1975674   SH     SOLE         1975674         0         0
REGIONAL MGMT CORP                COM              75902K106      679     41254   SH     SOLE           41254         0         0
REGIONS FINANCIAL CORP NEW        COM              7591EP100   257946  38214231   SH     SOLE        38214231         0         0
REGIS CORP MINN                   COM              758932107    29304   1631606   SH     SOLE         1631606         0         0
REGIS CORP MINN                   NOTE  5.000% 7   758932AA5    13026  10088000  PRN     SOLE        10088000         0         0
REINSURANCE GROUP AMER INC        COM NEW          759351604   105243   1977885   SH     SOLE         1977885         0         0
REIS INC                          COM              75936P105      971    101102   SH     SOLE          101102         0         0
RELIANCE STEEL & ALUMINUM CO      COM              759509102    99310   1966528   SH     SOLE         1966528         0         0
RENAISSANCERE HOLDINGS LTD        COM              G7496G103    93582   1231174   SH     SOLE         1231174         0         0
RENASANT CORP                     COM              75970E107    12412    790077   SH     SOLE          790077         0         0
RENEWABLE ENERGY GROUP INC        COM NEW          75972A301      681     91591   SH     SOLE           91591         0         0
RENT A CTR INC NEW                COM              76009N100    58105   1723678   SH     SOLE         1723678         0         0
RENTECH INC                       COM              760112102    13243   6428730   SH     SOLE         6428730         0         0
RENTRAK CORP                      COM              760174102     2667    129175   SH     SOLE          129175         0         0
REPLIGEN CORP                     COM              759916109     4332   1007394   SH     SOLE         1007394         0         0
REPROS THERAPEUTICS INC           COM NEW          76028H209     4810    529727   SH     SOLE          529727         0         0
REPUBLIC AWYS HLDGS INC           COM              760276105     7634   1375536   SH     SOLE         1375536         0         0
REPUBLIC BANCORP KY               CL A             760281204     7771    349255   SH     SOLE          349255         0         0
REPUBLIC FIRST BANCORP INC        COM              760416107       15      7200   SH     SOLE            7200         0         0
REPUBLIC SVCS INC                 COM              760759100   229169   8660967   SH     SOLE         8660967         0         0
RESEARCH FRONTIERS INC            COM              760911107     1485    475815   SH     SOLE          475815         0         0
RESMED INC                        COM              761152107   116327   3728439   SH     SOLE         3728439         0         0
RESOLUTE ENERGY CORP              COM              76116A108    13213   1380680   SH     SOLE         1380680         0         0
RESOLUTE FST PRODS INC            COM              76117W109    21267   1836544   SH     SOLE         1836544         0         0
RESOURCE AMERICA INC              CL A             761195205     3129    490391   SH     SOLE          490391         0         0
RESOURCE CAP CORP                 COM              76120W302     6453   1210726   SH     SOLE         1210726         0         0
RESOURCES CONNECTION INC          COM              76122Q105    14561   1183809   SH     SOLE         1183809         0         0
RESPONSYS INC                     COM              761248103     5459    450425   SH     SOLE          450425         0         0
RETAIL OPPORTUNITY INVTS COR      COM              76131N101    15056   1248413   SH     SOLE         1248413         0         0
RETAIL PPTYS AMER INC             CL A             76131V202     5769    593563   SH     SOLE          593563         0         0
RETRACTABLE TECHNOLOGIES INC      COM              76129W105        6      5698   SH     SOLE            5698         0         0
REVETT MINERALS INC               COM NEW          761505205      937    284810   SH     SOLE          284810         0         0
REVLON INC                        CL A NEW         761525609     6178    434128   SH     SOLE          434128         0         0
REX AMERICAN RESOURCES CORP       COM              761624105     5539    283747   SH     SOLE          283747         0         0
REX ENERGY CORPORATION            COM              761565100    14277   1273584   SH     SOLE         1273584         0         0
REXNORD CORP NEW                  COM              76169B102     6086    303703   SH     SOLE          303703         0         0
REYNOLDS AMERICAN INC             COM              761713106   390301   8698478   SH     SOLE         8698478         0         0
RF INDS LTD                       COM PAR $0.01    749552105      407    104663   SH     SOLE          104663         0         0
RF MICRODEVICES INC               COM              749941100    34510   8119998   SH     SOLE         8119998         0         0
RF MONOLITHICS INC                COM              74955F106       90     50559   SH     SOLE           50559         0         0
RICHARDSON ELECTRS LTD            COM              763165107     5699    462225   SH     SOLE          462225         0         0
RICKS CABARET INTL INC            COM NEW          765641303      426     49163   SH     SOLE           49163         0         0
RIGEL PHARMACEUTICALS INC         COM NEW          766559603    19152   2059303   SH     SOLE         2059303         0         0
RIGNET INC                        COM              766582100     2102    120871   SH     SOLE          120871         0         0
RIMAGE CORP                       COM              766721104     1854    231809   SH     SOLE          231809         0         0
RITE AID CORP                     COM              767754104    26513  18937823   SH     SOLE        18937823         0         0
RITE AID CORP                     NOTE  8.500% 5   767754BU7     1088   1016000  PRN     SOLE         1016000         0         0
RIVERBED TECHNOLOGY INC           COM              768573107    67106   4155158   SH     SOLE         4155158         0         0
RIVERVIEW BANCORP INC             COM              769397100        6      5051   SH     SOLE            5051         0         0
RLI CORP                          COM              749607107    41744    612082   SH     SOLE          612082         0         0
RLJ LODGING TR                    COM              74965L101    49624   2737094   SH     SOLE         2737094         0         0
ROADRUNNER TRNSN SVCS HLDG I      COM              76973Q105     2665    157767   SH     SOLE          157767         0         0
ROBBINS & MYERS INC               COM              770196103    43488   1039882   SH     SOLE         1039882         0         0
ROBERT HALF INTL INC              COM              770323103   107462   3761372   SH     SOLE         3761372         0         0
ROCHESTER MED CORP                COM              771497104      946     87881   SH     SOLE           87881         0         0
ROCK-TENN CO                      CL A             772739207   130138   2385671   SH     SOLE         2385671         0         0
ROCKVILLE FINL INC NEW            COM              774188106     9937    858855   SH     SOLE          858855         0         0
ROCKWELL AUTOMATION INC           COM              773903109   248988   3769118   SH     SOLE         3769118         0         0
ROCKWELL COLLINS INC              COM              774341101   188420   3818029   SH     SOLE         3818029         0         0
ROCKWELL MEDICAL TECH             COM              774374102     2637    283209   SH     SOLE          283209         0         0
ROCKWOOD HLDGS INC                COM              774415103    73439   1655899   SH     SOLE         1655899         0         0
ROCKY BRANDS INC                  COM              774515100     2204    167085   SH     SOLE          167085         0         0
ROFIN SINAR TECHNOLOGIES INC      COM              775043102    14534    767802   SH     SOLE          767802         0         0
ROGERS CORP                       COM              775133101    17589    444063   SH     SOLE          444063         0         0
ROLLINS INC                       COM              775711104    39538   1767451   SH     SOLE         1767451         0         0
ROMA FINANCIAL CORP               COM              77581P109      872    102336   SH     SOLE          102336         0         0
ROPER INDS INC NEW                COM              776696106   253344   2569938   SH     SOLE         2569938         0         0
ROSETTA RESOURCES INC             COM              777779307    50690   1384209   SH     SOLE         1384209         0         0
ROSETTA STONE INC                 COM              777780107     1937    139969   SH     SOLE          139969         0         0
ROSS STORES INC                   COM              778296103   396096   6340582   SH     SOLE         6340582         0         0
ROUNDYS INC                       COM              779268101     2768    271152   SH     SOLE          271152         0         0
ROUSE PPTYS INC                   COM              779287101     9943    733801   SH     SOLE          733801         0         0
ROVI CORP                         COM              779376102    59097   3012069   SH     SOLE         3012069         0         0
ROVI CORP                         NOTE  2.625% 2   779376AB8    19956  20733000  PRN     SOLE        20733000         0         0
ROYAL BANCSHARES PA INC           CL A             780081105      212    116881   SH     SOLE          116881         0         0
ROYAL CARIBBEAN CRUISES LTD       COM              V7780T103    83427   3205017   SH     SOLE         3205017         0         0
ROYAL GOLD INC                    COM              780287108   118371   1509838   SH     SOLE         1509838         0         0
ROYALE ENERGY INC                 COM NEW          78074G200     1498    469627   SH     SOLE          469627         0         0
RPC INC                           COM              749660106    18131   1524873   SH     SOLE         1524873         0         0
RPM INTL INC                      COM              749685103    91257   3355021   SH     SOLE         3355021         0         0
RPX CORP                          COM              74972G103     6152    428680   SH     SOLE          428680         0         0
RTI BIOLOGICS INC                 COM              74975N105     9404   2501183   SH     SOLE         2501183         0         0
RTI INTL METALS INC               COM              74973W107    18848    832876   SH     SOLE          832876         0         0
RTI INTL METALS INC               NOTE  3.000%12   74973WAA5     1438   1417000  PRN     SOLE         1417000         0         0
RUBICON TECHNOLOGY INC            COM              78112T107     5123    502227   SH     SOLE          502227         0         0
RUBY TUESDAY INC                  COM              781182100    11512   1690400   SH     SOLE         1690400         0         0
RUDOLPH TECHNOLOGIES INC          COM              781270103     8534    978703   SH     SOLE          978703         0         0
RUE21 INC                         COM              781295100    11107    440062   SH     SOLE          440062         0         0
RUSH ENTERPRISES INC              CL A             781846209    15132    925535   SH     SOLE          925535         0         0
RUTHS HOSPITALITY GROUP INC       COM              783332109     3101    469793   SH     SOLE          469793         0         0
RYANAIR HLDGS PLC                 SPONSORED ADR    783513104     5842    192172   SH     SOLE          192172         0         0
RYDER SYS INC                     COM              783549108    55479   1540652   SH     SOLE         1540652         0         0
RYDEX ETF TRUST                   GUG RUSS TOP 5   78355W205        3        30   SH     SOLE              30         0         0
RYLAND GROUP INC                  COM              783764103    30619   1196982   SH     SOLE         1196982         0         0
S & T BANCORP INC                 COM              783859101    15391    833302   SH     SOLE          833302         0         0
S L INDS INC                      COM              784413106      791     59985   SH     SOLE           59985         0         0
S Y BANCORP INC                   COM              785060104    11013    459832   SH     SOLE          459832         0         0
SABA SOFTWARE INC                 COM NEW          784932600     9810   1057118   SH     SOLE         1057118         0         0
SABRA HEALTH CARE REIT INC        COM              78573L106    23708   1385622   SH     SOLE         1385622         0         0
SAFEGUARD SCIENTIFICS INC         COM NEW          786449207    10781    696473   SH     SOLE          696473         0         0
SAFETY INS GROUP INC              COM              78648T100    16769    412630   SH     SOLE          412630         0         0
SAFEWAY INC                       COM NEW          786514208   121545   6696674   SH     SOLE         6696674         0         0
SAGA COMMUNICATIONS INC           CL A NEW         786598300     3772    101634   SH     SOLE          101634         0         0
SAGENT PHARMACEUTICALS INC        COM              786692103     2221    122858   SH     SOLE          122858         0         0
SAIA INC                          COM              78709Y105    10757    491407   SH     SOLE          491407         0         0
SAIC INC                          COM              78390X101    91696   7565716   SH     SOLE         7565716         0         0
SAKS INC                          COM              79377W108    37330   3505128   SH     SOLE         3505128         0         0
SAKS INC                          NOTE  2.000% 3   79377WAL2     4105   3905000  PRN     SOLE         3905000         0         0
SALEM COMMUNICATIONS CORP DE      CL A             794093104     1921    351179   SH     SOLE          351179         0         0
SALESFORCE COM INC                COM              79466L302   501858   3629813   SH     SOLE         3629813         0         0
SALESFORCE COM INC                NOTE  0.750% 1   79466LAB0    77112  45094650  PRN     SOLE        45094650         0         0
SALIX PHARMACEUTICALS INC         COM              795435106    69305   1273051   SH     SOLE         1273051         0         0
SALIX PHARMACEUTICALS INC         NOTE  2.750% 5   795435AC0     2283   1685000  PRN     SOLE         1685000         0         0
SALLY BEAUTY HLDGS INC            COM              79546E104   103706   4028977   SH     SOLE         4028977         0         0
SANCHEZ ENERGY CORP               COM              79970Y105     2847    136858   SH     SOLE          136858         0         0
SANDERSON FARMS INC               COM              800013104    26880    586638   SH     SOLE          586638         0         0
SANDISK CORP                      COM              80004C101   241120   6609660   SH     SOLE         6609660         0         0
SANDISK CORP                      NOTE  1.500% 8   80004CAD3     2821   2742000  PRN     SOLE         2742000         0         0
SANDRIDGE ENERGY INC              COM              80007P307    66164   9889960   SH     SOLE         9889960         0         0
SANDY SPRING BANCORP INC          COM              800363103    13539    752157   SH     SOLE          752157         0         0
SANFILIPPO JOHN B & SON INC       COM              800422107     5660    317087   SH     SOLE          317087         0         0
SANGAMO BIOSCIENCES INC           COM              800677106     8978   1626508   SH     SOLE         1626508         0         0
SANMINA SCI CORP                  COM NEW          800907206    18188   2220706   SH     SOLE         2220706         0         0
SANTARUS INC                      COM              802817304    16045   2263067   SH     SOLE         2263067         0         0
SAPIENS INTL CORP N V             SHS NEW          N7716A151      358     99426   SH     SOLE           99426         0         0
SAPIENT CORP                      COM              803062108    31079   3086305   SH     SOLE         3086305         0         0
SARA LEE CORP                     COM              803111103    77332   2667543   SH     SOLE         2667543         0         0
SARATOGA RES INC TEX              COM              803521103      937    159347   SH     SOLE          159347         0         0
SATCON TECHNOLOGY CORP            COM              803893106      384   1675346   SH     SOLE         1675346         0         0
SAUER-DANFOSS INC                 COM              804137107    12528    358662   SH     SOLE          358662         0         0
SAUL CTRS INC                     COM              804395101    17593    410376   SH     SOLE          410376         0         0
SAVIENT PHARMACEUTICALS INC       COM              80517Q100      692   1281609   SH     SOLE         1281609         0         0
SAVIENT PHARMACEUTICALS INC       NOTE  4.750% 2   80517QAA8     3478  10700000  PRN     SOLE        10700000         0         0
SBA COMMUNICATIONS CORP           COM              78388J106   162198   2843087   SH     SOLE         2843087         0         0
SBA COMMUNICATIONS CORP           NOTE  4.000%10   78388JAM8    88530  45900000  PRN     SOLE        45900000         0         0
SBA COMMUNICATIONS CORP           NOTE  1.875% 5   78388JAN6     8942   6456000  PRN     SOLE         6456000         0         0
SCANA CORP NEW                    COM              80589M102   151556   3167979   SH     SOLE         3167979         0         0
SCANSOURCE INC                    COM              806037107    22332    728859   SH     SOLE          728859         0         0
SCBT FINANCIAL CORP               COM              78401V102    15712    445731   SH     SOLE          445731         0         0
SCHAWK INC                        CL A             806373106     4038    317918   SH     SOLE          317918         0         0
SCHEIN HENRY INC                  COM              806407102   181896   2317442   SH     SOLE         2317442         0         0
SCHIFF NUTRITION INTL INC         COM              806693107     3186    177516   SH     SOLE          177516         0         0
SCHLUMBERGER LTD                  COM              806857108  2295245  35360422   SH     SOLE        35360422         0         0
SCHNITZER STL INDS                CL A             806882106    20275    723578   SH     SOLE          723578         0         0
SCHOLASTIC CORP                   COM              807066105    22402    796093   SH     SOLE          796093         0         0
SCHOOL SPECIALTY INC              COM              807863105     1249    383156   SH     SOLE          383156         0         0
SCHOOL SPECIALTY INC              SDCV  3.750%11   807863AM7     6364   8500000  PRN     SOLE         8500000         0         0
SCHULMAN A INC                    COM              808194104    15683    790056   SH     SOLE          790056         0         0
SCHWAB CHARLES CORP NEW           COM              808513105   365008  28229544   SH     SOLE        28229544         0         0
SCHWEITZER-MAUDUIT INTL INC       COM              808541106    34092    500327   SH     SOLE          500327         0         0
SCICLONE PHARMACEUTICALS INC      COM              80862K104    13565   1935048   SH     SOLE         1935048         0         0
SCIENTIFIC GAMES CORP             CL A             80874P109    15744   1841457   SH     SOLE         1841457         0         0
SCIQUEST INC NEW                  COM              80908T101     4373    243468   SH     SOLE          243468         0         0
SCORPIO TANKERS INC               SHS              Y7542C106     2888    451949   SH     SOLE          451949         0         0
SCOTTS MIRACLE GRO CO             CL A             810186106    52282   1271452   SH     SOLE         1271452         0         0
SCRIPPS E W CO OHIO               CL A NEW         811054402    20345   2117078   SH     SOLE         2117078         0         0
SCRIPPS NETWORKS INTERACT IN      CL A COM         811065101   156138   2746000   SH     SOLE         2746000         0         0
SEABOARD CORP                     COM              811543107    18538      8691   SH     SOLE            8691         0         0
SEABRIGHT HOLDINGS INC            COM              811656107     7212    811285   SH     SOLE          811285         0         0
SEACHANGE INTL INC                COM              811699107     7610    924688   SH     SOLE          924688         0         0
SEACOAST BKG CORP FLA             COM              811707306     3860   2590310   SH     SOLE         2590310         0         0
SEACOR HOLDINGS INC               COM              811904101    47789    534673   SH     SOLE          534673         0         0
SEACUBE CONTAINER LEASING LT      SHS              G79978105     2590    151721   SH     SOLE          151721         0         0
SEAGATE TECHNOLOGY PLC            SHS              G7945M107   184100   7444407   SH     SOLE         7444407         0         0
SEALED AIR CORP NEW               COM              81211K100    82603   5349949   SH     SOLE         5349949         0         0
SEALY CORP                        COM              812139301     3439   1859056   SH     SOLE         1859056         0         0
SEARS HLDGS CORP                  COM              812350106    59336    993909   SH     SOLE          993909         0         0
SEASPAN CORP                      SHS              Y75638109       27      1542   SH     SOLE            1542         0         0
SEATTLE GENETICS INC              COM              812578102    71244   2806004   SH     SOLE         2806004         0         0
SECURITY NATL FINL CORP           CL A NEW         814785309        6      2296   SH     SOLE            2296         0         0
SEI INVESTMENTS CO                COM              784117103    74875   3764479   SH     SOLE         3764479         0         0
SELECT COMFORT CORP               COM              81616X103    40105   1917047   SH     SOLE         1917047         0         0
SELECT INCOME REIT                COM SH BEN INT   81618T100     2109     88762   SH     SOLE           88762         0         0
SELECT MED HLDGS CORP             COM              81619Q105     5121    506493   SH     SOLE          506493         0         0
SELECT SECTOR SPDR TR             SBI HEALTHCARE   81369Y209    51793   1362785   SH     SOLE         1362785         0         0
SELECT SECTOR SPDR TR             SBI INT-ENERGY   81369Y506    39782    599400   SH     SOLE          599400         0         0
SELECT SECTOR SPDR TR             TECHNOLOGY       81369Y803     7678    267293   SH     SOLE          267293         0         0
SELECT SECTOR SPDR TR             SBI INT-UTILS    81369Y886    33582    907876   SH     SOLE          907876         0         0
SELECTICA INC                     COM NEW          816288203      146     35730   SH     SOLE           35730         0         0
SELECTIVE INS GROUP INC           COM              816300107    25267   1451320   SH     SOLE         1451320         0         0
SEMGROUP CORP                     CL A             81663A105    35178   1101718   SH     SOLE         1101718         0         0
SEMPRA ENERGY                     COM              816851109   438247   6362467   SH     SOLE         6362467         0         0
SEMTECH CORP                      COM              816850101    45984   1890807   SH     SOLE         1890807         0         0
SENECA FOODS CORP NEW             CL A             817070501     8929    331925   SH     SOLE          331925         0         0
SENIOR HSG PPTYS TR               SH BEN INT       81721M109   122443   5485803   SH     SOLE         5485803         0         0
SENOMYX INC                       COM              81724Q107     1657    705061   SH     SOLE          705061         0         0
SENSATA TECHNOLOGIES HLDG BV      SHS              N7902X106     3674    137210   SH     SOLE          137210         0         0
SENSIENT TECHNOLOGIES CORP        COM              81725T100    52221   1421740   SH     SOLE         1421740         0         0
SEQUENOM INC                      COM NEW          817337405    13337   3285007   SH     SOLE         3285007         0         0
SERVICE CORP INTL                 COM              817565104    70939   5734728   SH     SOLE         5734728         0         0
SERVICESOURCE INTL LLC            COM              81763U100    16968   1225156   SH     SOLE         1225156         0         0
SHANDA GAMES LTD                  SP ADR REPTG A   81941U105      313     78347   SH     SOLE           78347         0         0
SHARPS COMPLIANCE CORP            COM              820017101       40     11821   SH     SOLE           11821         0         0
SHAW GROUP INC                    COM              820280105    48354   1770558   SH     SOLE         1770558         0         0
SHENANDOAH TELECOMMUNICATION      COM              82312B106     9494    697578   SH     SOLE          697578         0         0
SHERWIN WILLIAMS CO               COM              824348106   297256   2245983   SH     SOLE         2245983         0         0
SHILOH INDS INC                   COM              824543102     1917    166672   SH     SOLE          166672         0         0
SHIP FINANCE INTERNATIONAL L      SHS              G81075106    17545   1122540   SH     SOLE         1122540         0         0
SHOE CARNIVAL INC                 COM              824889109     9395    437183   SH     SOLE          437183         0         0
SHORE BANCSHARES INC              COM              825107105     1047    175081   SH     SOLE          175081         0         0
SHORETEL INC                      COM              825211105     3706    846145   SH     SOLE          846145         0         0
SHUFFLE MASTER INC                COM              825549108    20616   1493948   SH     SOLE         1493948         0         0
SHUTTERFLY INC                    COM              82568P304    30549    995393   SH     SOLE          995393         0         0
SI FINL GROUP INC MD              COM              78425V104     2300    200038   SH     SOLE          200038         0         0
SIERRA BANCORP                    COM              82620P102     1068    107891   SH     SOLE          107891         0         0
SIFCO INDS INC                    COM              826546103      526     22893   SH     SOLE           22893         0         0
SIGA TECHNOLOGIES INC             COM              826917106     4069   1422576   SH     SOLE         1422576         0         0
SIGMA ALDRICH CORP                COM              826552101   231704   3134101   SH     SOLE         3134101         0         0
SIGMA DESIGNS INC                 COM              826565103     6318    990312   SH     SOLE          990312         0         0
SIGMATRON INTL INC                COM              82661L101      445    132952   SH     SOLE          132952         0         0
SIGNATURE BK NEW YORK N Y         COM              82669G104    75712   1241793   SH     SOLE         1241793         0         0
SIGNET JEWELERS LIMITED           SHS              G81276100   100455   2282552   SH     SOLE         2282552         0         0
SILGAN HOLDINGS INC               COM              827048109    55314   1295723   SH     SOLE         1295723         0         0
SILICON GRAPHICS INTL CORP        COM              82706L108     6083    947581   SH     SOLE          947581         0         0
SILICON IMAGE INC                 COM              82705T102     9608   2329323   SH     SOLE         2329323         0         0
SILICON LABORATORIES INC          COM              826919102    62850   1660495   SH     SOLE         1660495         0         0
SIMMONS 1ST NATL CORP             CL A $1 PAR      828730200    12114    521023   SH     SOLE          521023         0         0
SIMON PPTY GROUP INC NEW          COM              828806109  1574365  10114130   SH     SOLE        10114130         0         0
SIMPSON MANUFACTURING CO INC      COM              829073105    31240   1058616   SH     SOLE         1058616         0         0
SIMULATIONS PLUS INC              COM              829214105     1045    251123   SH     SOLE          251123         0         0
SINCLAIR BROADCAST GROUP INC      CL A             829226109    13690   1511000   SH     SOLE         1511000         0         0
SIRIUS XM RADIO INC               COM              82967N108   161046  87052101   SH     SOLE        87052101         0         0
SIRONA DENTAL SYSTEMS INC         COM              82966C103    90148   2002833   SH     SOLE         2002833         0         0
SIX FLAGS ENTMT CORP NEW          COM              83001A102    67828   1251895   SH     SOLE         1251895         0         0
SJW CORP                          COM              784305104    10387    432632   SH     SOLE          432632         0         0
SK TELECOM LTD                    SPONSORED ADR    78440P108    11464    947460   SH     SOLE          947460         0         0
SKECHERS U S A INC                CL A             830566105    21568   1058823   SH     SOLE         1058823         0         0
SKILLED HEALTHCARE GROUP INC      CL A             83066R107     4649    740313   SH     SOLE          740313         0         0
SKULLCANDY INC                    COM              83083J104     4260    301025   SH     SOLE          301025         0         0
SKYLINE CORP                      COM              830830105      838    164703   SH     SOLE          164703         0         0
SKYWEST INC                       COM              830879102     9334   1429371   SH     SOLE         1429371         0         0
SKYWORKS SOLUTIONS INC            COM              83088M102   130911   4791771   SH     SOLE         4791771         0         0
SL GREEN RLTY CORP                COM              78440X101   232687   2899883   SH     SOLE         2899883         0         0
SLM CORP                          COM              78442P106   208837  13293274   SH     SOLE        13293274         0         0
SM ENERGY CO                      COM              78454L100    81034   1650059   SH     SOLE         1650059         0         0
SMART BALANCE INC                 COM              83169Y108    17431   1856385   SH     SOLE         1856385         0         0
SMITH & WESSON HLDG CORP          COM              831756101    16352   1968969   SH     SOLE         1968969         0         0
SMITH A O                         COM              831865209    49927   1021221   SH     SOLE         1021221         0         0
SMITH MICRO SOFTWARE INC          COM              832154108     1381    750354   SH     SOLE          750354         0         0
SMITHFIELD FOODS INC              COM              832248108    86795   4012732   SH     SOLE         4012732         0         0
SMITHFIELD FOODS INC              NOTE  4.000% 6   832248AR9      882    793000  PRN     SOLE          793000         0         0
SMUCKER J M CO                    COM NEW          832696405   227447   3011744   SH     SOLE         3011744         0         0
SNAP ON INC                       COM              833034101    94565   1519112   SH     SOLE         1519112         0         0
SNYDERS-LANCE INC                 COM              833551104    39304   1557809   SH     SOLE         1557809         0         0
SOCIEDAD QUIMICA MINERA DE C      SPON ADR SER B   833635105     6138    110264   SH     SOLE          110264         0         0
SOCKET MOBILE INC                 COM NEW          83368E200       61     29983   SH     SOLE           29983         0         0
SODASTREAM INTERNATIONAL LTD      USD SHS          M9068E105       33       813   SH     SOLE             813         0         0
SOHU COM INC                      COM              83408W103       44       989   SH     SOLE             989         0         0
SOLAR CAP LTD                     COM              83413U100    10694    480410   SH     SOLE          480410         0         0
SOLAR SR CAP LTD                  COM              83416M105     2000    118328   SH     SOLE          118328         0         0
SOLARFUN POWER HOLDINGS CO L      NOTE  3.500% 1   83415UAB4    10331  15000000  PRN     SOLE        15000000         0         0
SOLARWINDS INC                    COM              83416B109    63041   1447217   SH     SOLE         1447217         0         0
SOLAZYME INC                      COM              83415T101     8937    642978   SH     SOLE          642978         0         0
SOLERA HOLDINGS INC               COM              83421A104    77447   1853237   SH     SOLE         1853237         0         0
SOLTA MED INC                     COM              83438K103     2214    755792   SH     SOLE          755792         0         0
SOLUTIA INC                       COM NEW          834376501    77703   2770146   SH     SOLE         2770146         0         0
SOMAXON PHARMACEUTICALS INC       COM              834453102      236    827702   SH     SOLE          827702         0         0
SONIC AUTOMOTIVE INC              CL A             83545G102    14032   1026499   SH     SOLE         1026499         0         0
SONIC AUTOMOTIVE INC              NOTE  5.000%10   83545GAQ5    10793   8286000  PRN     SOLE         8286000         0         0
SONIC CORP                        COM              835451105    17787   1775156   SH     SOLE         1775156         0         0
SONIC FDRY INC                    COM NEW          83545R207       14      1892   SH     SOLE            1892         0         0
SONOCO PRODS CO                   COM              835495102    82001   2719783   SH     SOLE         2719783         0         0
SONUS NETWORKS INC                COM              835916107    14997   6991462   SH     SOLE         6991462         0         0
SOTHEBYS                          COM              835898107    65740   1970618   SH     SOLE         1970618         0         0
SOURCEFIRE INC                    COM              83616T108    40526    788437   SH     SOLE          788437         0         0
SOUTH JERSEY INDS INC             COM              838518108    40240    789486   SH     SOLE          789486         0         0
SOUTHERN CO                       COM              842587107  1067339  23052682   SH     SOLE        23052682         0         0
SOUTHERN COPPER CORP              COM              84265V105   200705   6369566   SH     SOLE         6369566         0         0
SOUTHSIDE BANCSHARES INC          COM              84470P109    16308    725451   SH     SOLE          725451         0         0
SOUTHWEST AIRLS CO                COM              844741108   179630  19482611   SH     SOLE        19482611         0         0
SOUTHWEST BANCORP INC OKLA        COM              844767103     6453    685774   SH     SOLE          685774         0         0
SOUTHWEST GAS CORP                COM              844895102    51761   1185809   SH     SOLE         1185809         0         0
SOUTHWESTERN ENERGY CO            COM              845467109   289314   9060885   SH     SOLE         9060885         0         0
SOVRAN SELF STORAGE INC           COM              84610H108    50307   1004327   SH     SOLE         1004327         0         0
SPANISH BROADCASTING SYS INC      CL A NEW         846425833      874    215325   SH     SOLE          215325         0         0
SPANSION INC                      COM CL A NEW     84649R200    12043   1096830   SH     SOLE         1096830         0         0
SPAR GROUP INC                    COM              784933103        1      1079   SH     SOLE            1079         0         0
SPARK NETWORKS INC                COM              84651P100      470     91023   SH     SOLE           91023         0         0
SPARTAN MTRS INC                  COM              846819100     5780   1103067   SH     SOLE         1103067         0         0
SPARTAN STORES INC                COM              846822104    12192    672462   SH     SOLE          672462         0         0
SPARTAN STORES INC                NOTE  3.375% 5   846822AE4     1802   1855000  PRN     SOLE         1855000         0         0
SPARTECH CORP                     COM NEW          847220209     5407   1045846   SH     SOLE         1045846         0         0
SPARTON CORP                      COM              847235108       80      8072   SH     SOLE            8072         0         0
SPDR DOW JONES INDL AVRG ETF      UT SER 1         78467X109    42143    328092   SH     SOLE          328092         0         0
SPDR GOLD TRUST                   GOLD SHS         78463V107     1629     10500   SH     SOLE           10500         0         0
SPDR INDEX SHS FDS                ASIA PACIF ETF   78463X301      225      3270   SH     SOLE            3270         0         0
SPDR INDEX SHS FDS                S^P CHINA ETF    78463X400        1        15   SH     SOLE              15         0         0
SPDR INDEX SHS FDS                S^P INTL SMLCP   78463X871        0        10   SH     SOLE              10         0         0
SPDR S^P 500 ETF TR               TR UNIT          78462F103   182061   1337650   SH     SOLE         1337650         0         0
SPDR S^P MIDCAP 400 ETF TR        UTSER1 S^PDCRP   78467Y107    19665    114800   SH     SOLE          114800         0         0
SPDR SERIES TRUST                 BRCLYS CAP CON   78464A359      586     15600   SH     SOLE           15600         0         0
SPDR SERIES TRUST                 BRCLYS YLD ETF   78464A417       28       700   SH     SOLE             700         0         0
SPDR SERIES TRUST                 NUVN BR SHT MU   78464A425     1667     68216   SH     SOLE           68216         0         0
SPDR SERIES TRUST                 NUVN BRCLY MUN   78464A458      674     27934   SH     SOLE           27934         0         0
SPDR SERIES TRUST                 DB INT GVT ETF   78464A490     2276     38657   SH     SOLE           38657         0         0
SPDR SERIES TRUST                 BRCLYS INTL ET   78464A516      737     12468   SH     SOLE           12468         0         0
SPDR SERIES TRUST                 BRCLYS AGG ETF   78464A649      267      4554   SH     SOLE            4554         0         0
SPDR SERIES TRUST                 BARCL CAP TIPS   78464A656        2        32   SH     SOLE              32         0         0
SPDR SERIES TRUST                 BRCLYS 1-3MT E   78464A680     1692     36926   SH     SOLE           36926         0         0
SPDR SERIES TRUST                 S^P RETAIL ETF   78464A714    25391    429700   SH     SOLE          429700         0         0
SPDR SERIES TRUST                 S^P OILGAS EXP   78464A730    44366    880286   SH     SOLE          880286         0         0
SPDR SERIES TRUST                 S^P DIVID ETF    78464A763     9305    167212   SH     SOLE          167212         0         0
SPDR SERIES TRUST                 S^P SEMICNDCTR   78464A862      255      5720   SH     SOLE            5720         0         0
SPECTRA ENERGY CORP               COM              847560109   506967  17445529   SH     SOLE        17445529         0         0
SPECTRANETICS CORP                COM              84760C107    13660   1196142   SH     SOLE         1196142         0         0
SPECTRUM BRANDS HLDGS INC         COM              84763R101    22577    693188   SH     SOLE          693188         0         0
SPECTRUM PHARMACEUTICALS INC      COM              84763A108    26424   1698173   SH     SOLE         1698173         0         0
SPEEDWAY MOTORSPORTS INC          COM              847788106     4714    278796   SH     SOLE          278796         0         0
SPIRIT AEROSYSTEMS HLDGS INC      COM CL A         848574109    65492   2748313   SH     SOLE         2748313         0         0
SPIRIT AIRLS INC                  COM              848577102    18013    925621   SH     SOLE          925621         0         0
SPLUNK INC                        COM              848637104     5804    206557   SH     SOLE          206557         0         0
SPORT CHALET INC                  CL A             849163209        1       609   SH     SOLE             609         0         0
SPRINT NEXTEL CORP                COM SER 1        852061100   257822  79086391   SH     SOLE        79086391         0         0
SPS COMM INC                      COM              78463M107     4367    143742   SH     SOLE          143742         0         0
SPX CORP                          COM              784635104    88092   1348624   SH     SOLE         1348624         0         0
SRI/SURGICAL EXPRESS INC          COM              78464W104       22      6061   SH     SOLE            6061         0         0
SRS LABS INC                      COM              78464M106     3916    435121   SH     SOLE          435121         0         0
SS^C TECHNOLOGIES HLDGS INC       COM              78467J100    12679    507150   SH     SOLE          507150         0         0
ST JOE CO                         COM              790148100    30128   1905650   SH     SOLE         1905650         0         0
ST JUDE MED INC                   COM              790849103   325787   8163033   SH     SOLE         8163033         0         0
STAAR SURGICAL CO                 COM PAR $0.01    852312305     8251   1061932   SH     SOLE         1061932         0         0
STAG INDL INC                     COM              85254J102     4645    318620   SH     SOLE          318620         0         0
STAGE STORES INC                  COM NEW          85254C305    15443    842968   SH     SOLE          842968         0         0
STAMPS COM INC                    COM NEW          852857200    11886    481788   SH     SOLE          481788         0         0
STANCORP FINL GROUP INC           COM              852891100    41192   1108502   SH     SOLE         1108502         0         0
STANDARD MICROSYSTEMS CORP        COM              853626109    25023    678312   SH     SOLE          678312         0         0
STANDARD MTR PRODS INC            COM              853666105    10202    724554   SH     SOLE          724554         0         0
STANDARD PAC CORP NEW             COM              85375C101    18559   2998278   SH     SOLE         2998278         0         0
STANDARD PARKING CORP             COM              853790103     5113    237581   SH     SOLE          237581         0         0
STANDARD REGISTER CO              COM              853887107      202    337030   SH     SOLE          337030         0         0
STANDEX INTL CORP                 COM              854231107    15591    366254   SH     SOLE          366254         0         0
STANLEY BLACK & DECKER INC        COM              854502101   304183   4726280   SH     SOLE         4726280         0         0
STANLEY FURNITURE CO INC          COM NEW          854305208     1010    253008   SH     SOLE          253008         0         0
STAPLES INC                       COM              855030102   239664  18365045   SH     SOLE        18365045         0         0
STAR SCIENTIFIC INC               COM              85517P101    16202   3553007   SH     SOLE         3553007         0         0
STARBUCKS CORP                    COM              855244109  1103201  20690200   SH     SOLE        20690200         0         0
STARRETT L S CO                   CL A             855668109       63      5438   SH     SOLE            5438         0         0
STARTEK INC                       COM              85569C107      833    287324   SH     SOLE          287324         0         0
STARWOOD HOTELS^RESORTS WRLD      COM              85590A401   270466   5099288   SH     SOLE         5099288         0         0
STARWOOD PPTY TR INC              COM              85571B105    62038   2911209   SH     SOLE         2911209         0         0
STATE AUTO FINL CORP              COM              855707105     6049    430506   SH     SOLE          430506         0         0
STATE BK FINL CORP                COM              856190103     6746    445012   SH     SOLE          445012         0         0
STATE STR CORP                    COM              857477103   577642  12940000   SH     SOLE        12940000         0         0
STEC INC                          COM              784774101     8829   1131872   SH     SOLE         1131872         0         0
STEEL DYNAMICS INC                COM              858119100    67546   5763304   SH     SOLE         5763304         0         0
STEELCASE INC                     CL A             858155203    19323   2139912   SH     SOLE         2139912         0         0
STEIN MART INC                    COM              858375108     6105    767958   SH     SOLE          767958         0         0
STEINER LEISURE LTD               ORD              P8744Y102    18783    404710   SH     SOLE          404710         0         0
STEINWAY MUSICAL INSTRS INC       COM              858495104     5434    221784   SH     SOLE          221784         0         0
STELLARONE CORP                   COM              85856G100     9243    740610   SH     SOLE          740610         0         0
STEPAN CO                         COM              858586100    20847    221353   SH     SOLE          221353         0         0
STEREOTAXIS INC                   COM              85916J102      225   1070033   SH     SOLE         1070033         0         0
STERICYCLE INC                    COM              858912108   203149   2216087   SH     SOLE         2216087         0         0
STERIS CORP                       COM              859152100    49220   1569028   SH     SOLE         1569028         0         0
STERLING BANCORP                  COM              859158107    10457   1047800   SH     SOLE         1047800         0         0
STERLING CONSTRUCTION CO INC      COM              859241101     5540    542098   SH     SOLE          542098         0         0
STERLING FINL CORP WASH           COM NEW          859319303    14061    744347   SH     SOLE          744347         0         0
STERLITE INDS INDIA LTD           ADS              859737207     1857    244966   SH     SOLE          244966         0         0
STEWART ENTERPRISES INC           CL A             860370105    14796   2081014   SH     SOLE         2081014         0         0
STEWART INFORMATION SVCS COR      COM              860372101     9026    587997   SH     SOLE          587997         0         0
STIFEL FINL CORP                  COM              860630102    45088   1459164   SH     SOLE         1459164         0         0
STILLWATER MNG CO                 COM              86074Q102    27386   3206768   SH     SOLE         3206768         0         0
STILLWATER MNG CO                 NOTE  1.875% 3   86074QAF9       12     12000  PRN     SOLE           12000         0         0
STONE ENERGY CORP                 COM              861642106    33831   1335073   SH     SOLE         1335073         0         0
STONERIDGE INC                    COM              86183P102     5492    806408   SH     SOLE          806408         0         0
STR HLDGS INC                     COM              78478V100     4648   1019286   SH     SOLE         1019286         0         0
STRATASYS INC                     COM              862685104    28803    581875   SH     SOLE          581875         0         0
STRATEGIC DIAGNOSTICS INC         COM              862700101      269    224308   SH     SOLE          224308         0         0
STRATEGIC HOTELS & RESORTS I      COM              86272T106    35841   5548139   SH     SOLE         5548139         0         0
STRATTEC SEC CORP                 COM              863111100     1054     50108   SH     SOLE           50108         0         0
STRATUS PPTYS INC                 COM NEW          863167201      414     45983   SH     SOLE           45983         0         0
STRAYER ED INC                    COM              863236105    42430    389197   SH     SOLE          389197         0         0
STREAMLINE HEALTH SOLUTIONS       COM              86323X106      365     98694   SH     SOLE           98694         0         0
STRYKER CORP                      COM              863667101   458878   8328091   SH     SOLE         8328091         0         0
STUDENT TRANSN INC                COM              86388A108     1676    251275   SH     SOLE          251275         0         0
STURM RUGER & CO INC              COM              864159108    24627    613364   SH     SOLE          613364         0         0
SUCAMPO PHARMACEUTICALS INC       CL A             864909106      803    114216   SH     SOLE          114216         0         0
SUFFOLK BANCORP                   COM              864739107     5190    400147   SH     SOLE          400147         0         0
SUMMIT HOTEL PPTYS INC            COM              866082100     4757    568294   SH     SOLE          568294         0         0
SUN BANCORP INC                   COM              86663B102     3646   1360518   SH     SOLE         1360518         0         0
SUN COMMUNITIES INC               COM              866674104    42765    966648   SH     SOLE          966648         0         0
SUN HEALTHCARE GROUP INC NEW      COM              86677E100     6027    720033   SH     SOLE          720033         0         0
SUN HYDRAULICS CORP               COM              866942105    14842    611044   SH     SOLE          611044         0         0
SUNCOKE ENERGY INC                COM              86722A103    28601   1952283   SH     SOLE         1952283         0         0
SUNESIS PHARMACEUTICALS INC       COM NEW          867328601      769    267991   SH     SOLE          267991         0         0
SUNLINK HEALTH SYSTEMS INC        COM              86737U102        2      1668   SH     SOLE            1668         0         0
SUNOCO INC                        COM              86764P109   134873   2839435   SH     SOLE         2839435         0         0
SUNPOWER CORP                     COM              867652406     6091   1270312   SH     SOLE         1270312         0         0
SUNRISE SENIOR LIVING INC         COM              86768K106    11089   1521127   SH     SOLE         1521127         0         0
SUNSTONE HOTEL INVS INC NEW       COM              867892101    47784   4347967   SH     SOLE         4347967         0         0
SUNTECH PWR HLDGS CO LTD          NOTE  3.000% 3   86800CAE4     3724   5497000  PRN     SOLE         5497000         0         0
SUNTRUST BKS INC                  COM              867914103   387717  16001524   SH     SOLE        16001524         0         0
SUPER MICRO COMPUTER INC          COM              86800U104    12746    803648   SH     SOLE          803648         0         0
SUPERCONDUCTOR TECHNOLOGIES       COM NEW          867931305      567    899455   SH     SOLE          899455         0         0
SUPERIOR ENERGY SVCS INC          COM              868157108    85197   4211405   SH     SOLE         4211405         0         0
SUPERIOR INDS INTL INC            COM              868168105    11051    675048   SH     SOLE          675048         0         0
SUPERIOR UNIFORM GP INC           COM              868358102      301     25769   SH     SOLE           25769         0         0
SUPERMEDIA INC                    COM              868447103       51     20300   SH     SOLE           20300         0         0
SUPERNUS PHARMACEUTICALS INC      COM              868459108      254     27177   SH     SOLE           27177         0         0
SUPERTEL HOSPITALITY INC MD       COM              868526104      528    555629   SH     SOLE          555629         0         0
SUPERTEX INC                      COM              868532102     6482    343848   SH     SOLE          343848         0         0
SUPERVALU INC                     COM              868536103    23815   4597513   SH     SOLE         4597513         0         0
SUPPORT COM INC                   COM              86858W101     5160   1617503   SH     SOLE         1617503         0         0
SUREWEST COMMUNICATIONS           COM              868733106     9362    444336   SH     SOLE          444336         0         0
SURMODICS INC                     COM              868873100     8874    512923   SH     SOLE          512923         0         0
SUSQUEHANNA BANCSHARES INC P      COM              869099101    52656   5124645   SH     SOLE         5124645         0         0
SUSSER HLDGS CORP                 COM              869233106     6331    170323   SH     SOLE          170323         0         0
SVB FINL GROUP                    COM              78486Q101    75227   1281111   SH     SOLE         1281111         0         0
SWIFT ENERGY CO                   COM              870738101    22975   1234531   SH     SOLE         1234531         0         0
SWIFT TRANSN CO                   CL A             87074U101    19573   2071172   SH     SOLE         2071172         0         0
SWISHER HYGIENE INC               COM              870808102     3640   1447252   SH     SOLE         1447252         0         0
SWS GROUP INC                     COM              78503N107     5757   1080109   SH     SOLE         1080109         0         0
SXC HEALTH SOLUTIONS CORP         COM              78505P100    55080    555187   SH     SOLE          555187         0         0
SYCAMORE NETWORKS INC             COM NEW          871206405     8168    562538   SH     SOLE          562538         0         0
SYKES ENTERPRISES INC             COM              871237103    17511   1099912   SH     SOLE         1099912         0         0
SYMANTEC CORP                     COM              871503108   284798  19493368   SH     SOLE        19493368         0         0
SYMETRA FINL CORP                 COM              87151Q106    27293   2162661   SH     SOLE         2162661         0         0
SYMMETRICOM INC                   COM              871543104     8248   1376891   SH     SOLE         1376891         0         0
SYMMETRY MED INC                  COM              871546206     9242   1077124   SH     SOLE         1077124         0         0
SYNACOR INC                       COM              871561106     2249    164149   SH     SOLE          164149         0         0
SYNAGEVA BIOPHARMA CORP           COM              87159A103     9532    234998   SH     SOLE          234998         0         0
SYNALLOY CP DEL                   COM              871565107      831     72996   SH     SOLE           72996         0         0
SYNAPTICS INC                     COM              87157D109    26432    923227   SH     SOLE          923227         0         0
SYNCHRONOSS TECHNOLOGIES INC      COM              87157B103    17290    936137   SH     SOLE          936137         0         0
SYNERGETICS USA INC               COM              87160G107      197     44182   SH     SOLE           44182         0         0
SYNERGY PHARMACEUTICALS DEL       COM NEW          871639308     2061    433812   SH     SOLE          433812         0         0
SYNERGY RES CORP                  COM              87164P103     1050    340747   SH     SOLE          340747         0         0
SYNNEX CORP                       COM              87162W100    23055    668453   SH     SOLE          668453         0         0
SYNOPSYS INC                      COM              871607107   116945   3973671   SH     SOLE         3973671         0         0
SYNOVUS FINL CORP                 COM              87161C105    33824  17082622   SH     SOLE        17082622         0         0
SYNTA PHARMACEUTICALS CORP        COM              87162T206     2559    467854   SH     SOLE          467854         0         0
SYNTEL INC                        COM              87162H103    27897    459589   SH     SOLE          459589         0         0
SYNTROLEUM CORP                   COM              871630109     1181   1749034   SH     SOLE         1749034         0         0
SYNUTRA INTL INC                  COM              87164C102     1066    197495   SH     SOLE          197495         0         0
SYPRIS SOLUTIONS INC              COM              871655106      774    111058   SH     SOLE          111058         0         0
SYSCO CORP                        COM              871829107   472108  15837251   SH     SOLE        15837251         0         0
SYSTEMAX INC                      COM              871851101     3528    298519   SH     SOLE          298519         0         0
TAHOE RES INC                     COM              873868103     8141    586083   SH     SOLE          586083         0         0
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR    874039100    16561   1186351   SH     SOLE         1186351         0         0
TAKE-TWO INTERACTIVE SOFTWAR      COM              874054109    23218   2454357   SH     SOLE         2454357         0         0
TAKE-TWO INTERACTIVE SOFTWAR      NOTE  4.375% 6   874054AA7     1059    917000  PRN     SOLE          917000         0         0
TAL INTL GROUP INC                COM              874083108    26236    783409   SH     SOLE          783409         0         0
TALBOTS INC                       COM              874161102     2604   1033261   SH     SOLE         1033261         0         0
TANGER FACTORY OUTLET CTRS I      COM              875465106    88084   2748328   SH     SOLE         2748328         0         0
TANGOE INC                        COM              87582Y108    12186    571843   SH     SOLE          571843         0         0
TARGA RES CORP                    COM              87612G101    35500    831380   SH     SOLE          831380         0         0
TARGACEPT INC                     COM              87611R306     4028    936649   SH     SOLE          936649         0         0
TARGET CORP                       COM              87612E106  1011243  17378294   SH     SOLE        17378294         0         0
TASER INTL INC                    COM              87651B104    10303   1966255   SH     SOLE         1966255         0         0
TATA MTRS LTD                     SPONSORED ADR    876568502     4934    224675   SH     SOLE          224675         0         0
TAUBMAN CTRS INC                  COM              876664103   162944   2111762   SH     SOLE         2111762         0         0
TAYLOR CAP GROUP INC              COM              876851106     2982    181928   SH     SOLE          181928         0         0
TAYLOR DEVICES INC                COM              877163105       16      1824   SH     SOLE            1824         0         0
TCF FINL CORP                     COM              872275102    45679   3979048   SH     SOLE         3979048         0         0
TCP CAP CORP                      COM              87238Q103      709     49055   SH     SOLE           49055         0         0
TD AMERITRADE HLDG CORP           COM              87236Y108    86609   5094668   SH     SOLE         5094668         0         0
TE CONNECTIVITY LTD               REG SHS          H84989104   257185   8059711   SH     SOLE         8059711         0         0
TEAM HEALTH HOLDINGS INC          COM              87817A107    15388    638766   SH     SOLE          638766         0         0
TEAM INC                          COM              878155100    17364    556897   SH     SOLE          556897         0         0
TEAVANA HLDGS INC                 COM              87819P102     1286     95079   SH     SOLE           95079         0         0
TECH DATA CORP                    COM              878237106    51747   1074250   SH     SOLE         1074250         0         0
TECHE HLDG CO                     COM              878330109      397     10161   SH     SOLE           10161         0         0
TECHNE CORP                       COM              878377100    69696    939295   SH     SOLE          939295         0         0
TECHNICAL COMMUNICATIONS COR      COM              878409101        1        75   SH     SOLE              75         0         0
TECHTARGET INC                    COM              87874R100      842    167140   SH     SOLE          167140         0         0
TECO ENERGY INC                   COM              872375100   102007   5648233   SH     SOLE         5648233         0         0
TECUMSEH PRODS CO                 CL A             878895200     1454    287828   SH     SOLE          287828         0         0
TEEKAY CORPORATION                COM              Y8564W103    25686    877248   SH     SOLE          877248         0         0
TEEKAY TANKERS LTD                CL A             Y8565N102     3495    766389   SH     SOLE          766389         0         0
TEJON RANCH CO                    COM              879080109    12787    446771   SH     SOLE          446771         0         0
TELECOM ARGENTINA S A             SPON ADR REP B   879273209     8174    692090   SH     SOLE          692090         0         0
TELECOMMUNICATION SYS INC         CL A             87929J103     1585   1288451   SH     SOLE         1288451         0         0
TELEDYNE TECHNOLOGIES INC         COM              879360105    59303    961938   SH     SOLE          961938         0         0
TELEFLEX INC                      COM              879369106    64470   1058448   SH     SOLE         1058448         0         0
TELEFLEX INC                      NOTE  3.875% 8   879369AA4     8455   7250000  PRN     SOLE         7250000         0         0
TELENAV INC                       COM              879455103     2585    421677   SH     SOLE          421677         0         0
TELEPHONE & DATA SYS INC          COM NEW          879433829   101081   4747836   SH     SOLE         4747836         0         0
TELETECH HOLDINGS INC             COM              879939106    11205    700331   SH     SOLE          700331         0         0
TELLABS INC                       COM              879664100    33118   9945370   SH     SOLE         9945370         0         0
TELULAR CORP                      COM NEW          87970T208     6594    713612   SH     SOLE          713612         0         0
TEMPUR PEDIC INTL INC             COM              88023U101    70962   3033853   SH     SOLE         3033853         0         0
TENET HEALTHCARE CORP             COM              88033G100    57469  10967288   SH     SOLE        10967288         0         0
TENNANT CO                        COM              880345103    20126    503773   SH     SOLE          503773         0         0
TENNECO INC                       COM              880349105    43567   1624428   SH     SOLE         1624428         0         0
TERADATA CORP DEL                 COM              88076W103   317729   4412286   SH     SOLE         4412286         0         0
TERADYNE INC                      COM              880770102    69373   4934096   SH     SOLE         4934096         0         0
TERADYNE INC                      NOTE  4.500% 3   880770AE2    31727  12150000  PRN     SOLE        12150000         0         0
TEREX CORP NEW                    COM              880779103    54500   3056652   SH     SOLE         3056652         0         0
TEREX CORP NEW                    NOTE  4.000% 6   880779AV5     8261   6223000  PRN     SOLE         6223000         0         0
TERNIUM SA                        SPON ADR         880890108    15699    802193   SH     SOLE          802193         0         0
TERRENO RLTY CORP                 COM              88146M101     2355    155882   SH     SOLE          155882         0         0
TERRITORIAL BANCORP INC           COM              88145X108     3495    153502   SH     SOLE          153502         0         0
TESCO CORP                        COM              88157K101    10349    862425   SH     SOLE          862425         0         0
TESLA MTRS INC                    COM              88160R101    47588   1520873   SH     SOLE         1520873         0         0
TESORO CORP                       COM              881609101    96958   3884523   SH     SOLE         3884523         0         0
TESSCO TECHNOLOGIES INC           COM              872386107     6076    275559   SH     SOLE          275559         0         0
TESSERA TECHNOLOGIES INC          COM              88164L100    23960   1558849   SH     SOLE         1558849         0         0
TETRA TECH INC NEW                COM              88162G103    43437   1665540   SH     SOLE         1665540         0         0
TETRA TECHNOLOGIES INC DEL        COM              88162F105    14884   2087478   SH     SOLE         2087478         0         0
TEVA PHARMACEUTICAL INDS LTD      ADR              881624209      454     11500   SH     SOLE           11500         0         0
TEXAS CAPITAL BANCSHARES INC      COM              88224Q107    41493   1027301   SH     SOLE         1027301         0         0
TEXAS INDS INC                    COM              882491103    24121    618337   SH     SOLE          618337         0         0
TEXAS INSTRS INC                  COM              882508104   861176  30016580   SH     SOLE        30016580         0         0
TEXAS ROADHOUSE INC               COM              882681109    29568   1607380   SH     SOLE         1607380         0         0
TEXTAINER GROUP HOLDINGS LTD      SHS              G8766E109    14398    390178   SH     SOLE          390178         0         0
TEXTRON INC                       COM              883203101   179613   7222062   SH     SOLE         7222062         0         0
TFS FINL CORP                     COM              87240R107    21504   2251714   SH     SOLE         2251714         0         0
TGC INDS INC                      COM NEW          872417308     2717    279830   SH     SOLE          279830         0         0
THERAGENICS CORP                  COM              883375107     2208   1098632   SH     SOLE         1098632         0         0
THERAVANCE INC                    COM              88338T104    41704   1876869   SH     SOLE         1876869         0         0
THERAVANCE INC                    NOTE  3.000% 1   88338TAA2     8940   8230000  PRN     SOLE         8230000         0         0
THERMO FISHER SCIENTIFIC INC      COM              883556102   532251  10253349   SH     SOLE        10253349         0         0
THERMOGENESIS CORP                COM PAR $0.001   883623308      590    621419   SH     SOLE          621419         0         0
THERMON GROUP HLDGS INC           COM              88362T103     3970    191688   SH     SOLE          191688         0         0
THESTREET INC                     COM              88368Q103     2012   1341229   SH     SOLE         1341229         0         0
THL CR INC                        COM              872438106     1952    144915   SH     SOLE          144915         0         0
THOMAS PPTYS GROUP INC            COM              884453101     5711   1049875   SH     SOLE         1049875         0         0
THOMSON REUTERS CORP              COM              884903105    83452   2933297   SH     SOLE         2933297         0         0
THOR INDS INC                     COM              885160101    30839   1125117   SH     SOLE         1125117         0         0
THORATEC CORP                     COM NEW          885175307    78474   2336924   SH     SOLE         2336924         0         0
THQ INC                           COM NEW          872443403      646   1041773   SH     SOLE         1041773         0         0
THRESHOLD PHARMACEUTICAL INC      COM NEW          885807206     7445   1006090   SH     SOLE         1006090         0         0
TIBCO SOFTWARE INC                COM              88632Q103   129286   4321051   SH     SOLE         4321051         0         0
TICC CAPITAL CORP                 COM              87244T109     4867    502310   SH     SOLE          502310         0         0
TIDEWATER INC                     COM              886423102    61162   1319291   SH     SOLE         1319291         0         0
TIFFANY & CO NEW                  COM              886547108   176779   3338609   SH     SOLE         3338609         0         0
TII NETWORK TECHNOLOGIES INC      COM NEW          872479209     1589    749619   SH     SOLE          749619         0         0
TILLYS INC                        CL A             886885102     1548     96452   SH     SOLE           96452         0         0
TIMBERLAND BANCORP INC            COM              887098101      463     91644   SH     SOLE           91644         0         0
TIME WARNER CABLE INC             COM              88732J207   712233   8675190   SH     SOLE         8675190         0         0
TIME WARNER INC                   COM NEW          887317303   999918  25971888   SH     SOLE        25971888         0         0
TIME WARNER TELECOM INC           DBCV  2.375% 4   887319AC5    29054  20716000  PRN     SOLE        20716000         0         0
TIMKEN CO                         COM              887389104   100859   2202636   SH     SOLE         2202636         0         0
TITAN INTL INC ILL                COM              88830M102    27276   1111955   SH     SOLE         1111955         0         0
TITAN MACHY INC                   COM              88830R101    14742    485411   SH     SOLE          485411         0         0
TITANIUM METALS CORP              COM NEW          888339207    26485   2341721   SH     SOLE         2341721         0         0
TIVO INC                          COM              888706108    35115   4251235   SH     SOLE         4251235         0         0
TJX COS INC NEW                   COM              872540109   884682  20607555   SH     SOLE        20607555         0         0
TMS INTL CORP                     CL A             87261Q103     1625    162958   SH     SOLE          162958         0         0
TNS INC                           COM              872960109    14540    810469   SH     SOLE          810469         0         0
TOLL BROTHERS INC                 COM              889478103   129959   4371323   SH     SOLE         4371323         0         0
TOMPKINS FINANCIAL CORPORATI      COM              890110109    12605    334524   SH     SOLE          334524         0         0
TOOTSIE ROLL INDS INC             COM              890516107    18127    759736   SH     SOLE          759736         0         0
TOR MINERALS INTL INC             COM NEW          890878309     1359     81216   SH     SOLE           81216         0         0
TORCHMARK CORP                    COM              891027104   132063   2612521   SH     SOLE         2612521         0         0
TORNIER N V                       SHS              N87237108     4252    189668   SH     SOLE          189668         0         0
TORO CO                           COM              891092108    74316   1013993   SH     SOLE         1013993         0         0
TOTAL S A                         SPONSORED ADR    89151E109     9813    218300   SH     SOLE          218300         0         0
TOTAL SYS SVCS INC                COM              891906109   111169   4645576   SH     SOLE         4645576         0         0
TOWER GROUP INC                   COM              891777104    21094   1010716   SH     SOLE         1010716         0         0
TOWER INTL INC                    COM              891826109      971     92513   SH     SOLE           92513         0         0
TOWERS WATSON & CO                CL A             891894107    91384   1525607   SH     SOLE         1525607         0         0
TOWERSTREAM CORP                  COM              892000100     2528    609273   SH     SOLE          609273         0         0
TOWN SPORTS INTL HLDGS INC        COM              89214A102     6927    521207   SH     SOLE          521207         0         0
TOWNEBANK PORTSMOUTH VA           COM              89214P109    11999    857062   SH     SOLE          857062         0         0
TPC GROUP INC                     COM              89236Y104    16487    446204   SH     SOLE          446204         0         0
TRACTOR SUPPLY CO                 COM              892356106   158387   1906896   SH     SOLE         1906896         0         0
TRANS WORLD ENTMT CORP            COM              89336Q100      924    298046   SH     SOLE          298046         0         0
TRANSACT TECHNOLOGIES INC         COM              892918103     1780    230903   SH     SOLE          230903         0         0
TRANSCEPT PHARMACEUTICALS IN      COM              89354M106      705    113668   SH     SOLE          113668         0         0
TRANSDIGM GROUP INC               COM              893641100   152556   1135937   SH     SOLE         1135937         0         0
TRANSWITCH CORP                   COM NEW          894065309      935    849902   SH     SOLE          849902         0         0
TRAVELCENTERS OF AMERICA LLC      COM              894174101     1023    201762   SH     SOLE          201762         0         0
TRAVELERS COMPANIES INC           COM              89417E109   680076  10652814   SH     SOLE        10652814         0         0
TRAVELZOO INC                     COM              89421Q106     5397    237542   SH     SOLE          237542         0         0
TRC COS INC                       COM              872625108     2705    444834   SH     SOLE          444834         0         0
TREDEGAR CORP                     COM              894650100     9395    645272   SH     SOLE          645272         0         0
TREE COM INC                      COM              894675107     2636    230382   SH     SOLE          230382         0         0
TREEHOUSE FOODS INC               COM              89469A104    60108    964975   SH     SOLE          964975         0         0
TREX CO INC                       COM              89531P105    12824    426198   SH     SOLE          426198         0         0
TRI VY CORP                       COM              895735108        1     35036   SH     SOLE           35036         0         0
TRIANGLE CAP CORP                 COM              895848109     8263    362750   SH     SOLE          362750         0         0
TRIANGLE PETE CORP                COM NEW          89600B201     3268    585697   SH     SOLE          585697         0         0
TRICO BANCSHARES                  COM              896095106     8105    526301   SH     SOLE          526301         0         0
TRIMAS CORP                       COM NEW          896215209     9745    484818   SH     SOLE          484818         0         0
TRIMBLE NAVIGATION LTD            COM              896239100   151827   3299863   SH     SOLE         3299863         0         0
TRINA SOLAR LIMITED               SPON ADR         89628E104        4       619   SH     SOLE             619         0         0
TRINA SOLAR LIMITED               NOTE  4.000% 7   89628EAA2     3326   3711000  PRN     SOLE         3711000         0         0
TRINITY INDS INC                  COM              896522109    55847   2235682   SH     SOLE         2235682         0         0
TRIPADVISOR INC                   COM              896945201   122950   2751180   SH     SOLE         2751180         0         0
TRIPLE-S MGMT CORP                CL B             896749108    10011    547663   SH     SOLE          547663         0         0
TRIQUINT SEMICONDUCTOR INC        COM              89674K103    24016   4366495   SH     SOLE         4366495         0         0
TRIUMPH GROUP INC NEW             COM              896818101    72034   1280141   SH     SOLE         1280141         0         0
TRIUMPH GROUP INC NEW             NOTE  2.625%10   896818AB7     9657   4671000  PRN     SOLE         4671000         0         0
TRIUS THERAPEUTICS INC            COM              89685K100     1633    283525   SH     SOLE          283525         0         0
TRUE RELIGION APPAREL INC         COM              89784N104    24349    840216   SH     SOLE          840216         0         0
TRUEBLUE INC                      COM              89785X101    17763   1147471   SH     SOLE         1147471         0         0
TRUSTCO BK CORP N Y               COM              898349105    14866   2722684   SH     SOLE         2722684         0         0
TRUSTMARK CORP                    COM              898402102    44332   1810968   SH     SOLE         1810968         0         0
TRW AUTOMOTIVE HLDGS CORP         COM              87264S106    89723   2440767   SH     SOLE         2440767         0         0
TTM TECHNOLOGIES  INC             COM              87305R109    13994   1491148   SH     SOLE         1491148         0         0
TTM TECHNOLOGIES  INC             NOTE  3.250% 5   87305RAC3       74     74000  PRN     SOLE           74000         0         0
TUESDAY MORNING CORP              COM NEW          899035505     5438   1267511   SH     SOLE         1267511         0         0
TUMI HLDGS INC                    COM              89969Q104     7393    422449   SH     SOLE          422449         0         0
TUPPERWARE BRANDS CORP            COM              899896104    87148   1591457   SH     SOLE         1591457         0         0
TUTOR PERINI CORP                 COM              901109108    11838    934309   SH     SOLE          934309         0         0
TW TELECOM INC                    COM              87311L104    99489   3877197   SH     SOLE         3877197         0         0
TWIN DISC INC                     COM              901476101     4772    258067   SH     SOLE          258067         0         0
TWO HBRS INVT CORP                COM              90187B101    63412   6120876   SH     SOLE         6120876         0         0
TYCO INTERNATIONAL LTD            SHS              H89128104   667009  12620796   SH     SOLE        12620796         0         0
TYLER TECHNOLOGIES INC            COM              902252105    33970    841885   SH     SOLE          841885         0         0
TYSON FOODS INC                   CL A             902494103   154386   8198912   SH     SOLE         8198912         0         0
TYSON FOODS INC                   NOTE  3.250%10   902494AP8    21307  17573000  PRN     SOLE        17573000         0         0
U M H PROPERTIES INC              COM              903002103     4879    454716   SH     SOLE          454716         0         0
U S AIRWAYS GROUP INC             COM              90341W108    56354   4227576   SH     SOLE         4227576         0         0
U S ENERGY CORP WYO               COM              911805109     1662    704432   SH     SOLE          704432         0         0
U S G CORP                        COM NEW          903293405    36196   1900040   SH     SOLE         1900040         0         0
U S GLOBAL INVS INC               CL A             902952100     1668    381806   SH     SOLE          381806         0         0
U S HOME SYS INC                  COM              90335C100     3544    349131   SH     SOLE          349131         0         0
U S PHYSICAL THERAPY INC          COM              90337L108    10354    407138   SH     SOLE          407138         0         0
U S SILICA HLDGS INC              COM              90346E103     2686    238518   SH     SOLE          238518         0         0
U.S. AUTO PARTS NETWORK INC       COM              90343C100      658    157517   SH     SOLE          157517         0         0
UAL CORP                          NOTE  6.000%10   902549AJ3    28912  10000000  PRN     SOLE        10000000         0         0
UBIQUITI NETWORKS INC             COM              90347A100     4608    323361   SH     SOLE          323361         0         0
UDR INC                           COM              902653104   204177   7901592   SH     SOLE         7901592         0         0
UFP TECHNOLOGIES INC              COM              902673102      941     55695   SH     SOLE           55695         0         0
UGI CORP NEW                      COM              902681105    86765   2948175   SH     SOLE         2948175         0         0
UIL HLDG CORP                     COM              902748102    49394   1377399   SH     SOLE         1377399         0         0
ULTA SALON COSMETCS & FRAG I      COM              90384S303   137971   1477525   SH     SOLE         1477525         0         0
ULTIMATE SOFTWARE GROUP INC       COM              90385D107    64319    723259   SH     SOLE          723259         0         0
ULTRA CLEAN HLDGS INC             COM              90385V107     4543    706477   SH     SOLE          706477         0         0
ULTRA PETROLEUM CORP              COM              903914109    85362   3700141   SH     SOLE         3700141         0         0
ULTRALIFE CORP                    COM              903899102      590    152811   SH     SOLE          152811         0         0
ULTRATECH INC                     COM              904034105    24376    775332   SH     SOLE          775332         0         0
UMB FINL CORP                     COM              902788108    44863    875709   SH     SOLE          875709         0         0
UMPQUA HLDGS CORP                 COM              904214103    39400   2993919   SH     SOLE         2993919         0         0
UNDER ARMOUR INC                  CL A             904311107    99430   1052394   SH     SOLE         1052394         0         0
UNIFI INC                         COM NEW          904677200     6110    539256   SH     SOLE          539256         0         0
UNIFIRST CORP MASS                COM              904708104    25450    399215   SH     SOLE          399215         0         0
UNILEVER N V                      N Y SHS NEW      904784709   133377   3999321   SH     SOLE         3999321         0         0
UNILIFE CORP NEW                  COM              90478E103     3332    985868   SH     SOLE          985868         0         0
UNION DRILLING INC                COM              90653P105      762    170071   SH     SOLE          170071         0         0
UNION FIRST MKT BANKSH CP         COM              90662P104     9396    650275   SH     SOLE          650275         0         0
UNION PAC CORP                    COM              907818108  1534644  12862663   SH     SOLE        12862663         0         0
UNISYS CORP                       COM NEW          909214306    23503   1202219   SH     SOLE         1202219         0         0
UNIT CORP                         COM              909218109    47173   1278742   SH     SOLE         1278742         0         0
UNITED BANKSHARES INC WEST V      COM              909907107    27051   1045243   SH     SOLE         1045243         0         0
UNITED CMNTY BKS BLAIRSVLE G      COM              90984P303     7891    920818   SH     SOLE          920818         0         0
UNITED CMNTY FINL CORP OHIO       COM              909839102     1712    574607   SH     SOLE          574607         0         0
UNITED CONTL HLDGS INC            COM              910047109   172567   7092781   SH     SOLE         7092781         0         0
UNITED FINANCIAL BANCORP INC      COM              91030T109     9806    681903   SH     SOLE          681903         0         0
UNITED FIRE GROUP INC             COM              910340108    13279    622527   SH     SOLE          622527         0         0
UNITED GUARDIAN INC               COM              910571108       13       687   SH     SOLE             687         0         0
UNITED NAT FOODS INC              COM              911163103    74937   1365960   SH     SOLE         1365960         0         0
UNITED ONLINE INC                 COM              911268100    13495   3197898   SH     SOLE         3197898         0         0
UNITED PARCEL SERVICE INC         CL B             911312106  1845438  23431160   SH     SOLE        23431160         0         0
UNITED RENTALS INC                COM              911363109    75772   2225970   SH     SOLE         2225970         0         0
UNITED RENTALS INC                NOTE  4.000%11   911363AL3    31125   9988000  PRN     SOLE         9988000         0         0
UNITED SECURITY BANCSHARES C      COM              911460103        0         1   SH     SOLE               1         0         0
UNITED STATES ANTIMONY CORP       COM              911549103     2111    522624   SH     SOLE          522624         0         0
UNITED STATES CELLULAR CORP       COM              911684108    26135    676717   SH     SOLE          676717         0         0
UNITED STATES LIME & MINERAL      COM              911922102     3835     82178   SH     SOLE           82178         0         0
UNITED STATES STL CORP NEW        COM              912909108    80746   3919719   SH     SOLE         3919719         0         0
UNITED STATES STL CORP NEW        NOTE  4.000% 5   912909AE8    27141  26806000  PRN     SOLE        26806000         0         0
UNITED STATIONERS INC             COM              913004107    30624   1136333   SH     SOLE         1136333         0         0
UNITED TECHNOLOGIES CORP          COM              913017109  1851913  24518901   SH     SOLE        24518901         0         0
UNITED THERAPEUTICS CORP DEL      COM              91307C102    67943   1375926   SH     SOLE         1375926         0         0
UNITED THERAPEUTICS CORP DEL      NOTE  1.000% 9   91307CAE2      359    300000  PRN     SOLE          300000         0         0
UNITEDHEALTH GROUP INC            COM              91324P102  1604715  27431032   SH     SOLE        27431032         0         0
UNITIL CORP                       COM              913259107    15240    575102   SH     SOLE          575102         0         0
UNIVERSAL AMERN CORP NEW          COM              91338E101    10675   1013730   SH     SOLE         1013730         0         0
UNIVERSAL CORP VA                 COM              913456109    28910    623993   SH     SOLE          623993         0         0
UNIVERSAL DISPLAY CORP            COM              91347P105    42187   1173806   SH     SOLE         1173806         0         0
UNIVERSAL ELECTRS INC             COM              913483103     6279    476777   SH     SOLE          476777         0         0
UNIVERSAL FST PRODS INC           COM              913543104    20192    518011   SH     SOLE          518011         0         0
UNIVERSAL HEALTH RLTY INCM T      SH BEN INT       91359E105    20047    482723   SH     SOLE          482723         0         0
UNIVERSAL HLTH SVCS INC           CL B             913903100   101359   2348437   SH     SOLE         2348437         0         0
UNIVERSAL INS HLDGS INC           COM              91359V107      939    275461   SH     SOLE          275461         0         0
UNIVERSAL SEC INSTRS INC          COM NEW          913821302      305     59943   SH     SOLE           59943         0         0
UNIVERSAL STAINLESS & ALLOY       COM              913837100     3975     96719   SH     SOLE           96719         0         0
UNIVERSAL TECHNICAL INST INC      COM              913915104     8789    650576   SH     SOLE          650576         0         0
UNIVERSAL TRUCKLOAD SVCS INC      COM              91388P105     2839    187675   SH     SOLE          187675         0         0
UNIVEST CORP PA                   COM              915271100     8908    538926   SH     SOLE          538926         0         0
UNS ENERGY CORP                   COM              903119105    40270   1048422   SH     SOLE         1048422         0         0
UNUM GROUP                        COM              91529Y106   144159   7535737   SH     SOLE         7535737         0         0
UNWIRED PLANET INC NEW            COM              91531F103      287    124654   SH     SOLE          124654         0         0
UQM TECHNOLOGIES INC              COM              903213106      829    952914   SH     SOLE          952914         0         0
URANERZ ENERGY CORP               COM              91688T104     1037    715196   SH     SOLE          715196         0         0
URANIUM ENERGY CORP               COM              916896103     5708   2492676   SH     SOLE         2492676         0         0
URANIUM RES INC                   COM PAR $0.001   916901507     1502   2421895   SH     SOLE         2421895         0         0
URBAN OUTFITTERS INC              COM              917047102    82018   2972737   SH     SOLE         2972737         0         0
UROLOGIX INC                      COM              917273104      131    170600   SH     SOLE          170600         0         0
URS CORP NEW                      COM              903236107    74018   2122087   SH     SOLE         2122087         0         0
URSTADT BIDDLE PPTYS INS          COM              917286106      247     12985   SH     SOLE           12985         0         0
URSTADT BIDDLE PPTYS INS          CL A             917286205    13664    691161   SH     SOLE          691161         0         0
US AIRWAYS GROUP INC              NOTE  7.250% 5   911905AC1    54783  18299000  PRN     SOLE        18299000         0         0
US BANCORP DEL                    COM NEW          902973304  1614653  50206870   SH     SOLE        50206870         0         0
US ECOLOGY INC                    COM              91732J102    11095    625432   SH     SOLE          625432         0         0
USA MOBILITY INC                  COM              90341G103     9613    747520   SH     SOLE          747520         0         0
USA TRUCK INC                     COM              902925106     1265    264629   SH     SOLE          264629         0         0
USANA HEALTH SCIENCES INC         COM              90328M107     8744    212635   SH     SOLE          212635         0         0
USEC INC                          COM              90333E108     1566   1582036   SH     SOLE         1582036         0         0
UTAH MED PRODS INC                COM              917488108     1416     42225   SH     SOLE           42225         0         0
UTI WORLDWIDE INC                 ORD              G87210103    39910   2731720   SH     SOLE         2731720         0         0
V F CORP                          COM              918204108   310412   2326052   SH     SOLE         2326052         0         0
VAALCO ENERGY INC                 COM NEW          91851C201    17980   2083387   SH     SOLE         2083387         0         0
VAIL RESORTS INC                  COM              91879Q109    48041    959283   SH     SOLE          959283         0         0
VALASSIS COMMUNICATIONS INC       COM              918866104    28527   1311583   SH     SOLE         1311583         0         0
VALE S A                          ADR              91912E105     1773     89309   SH     SOLE           89309         0         0
VALE S A                          ADR REPSTG PFD   91912E204     7978    408926   SH     SOLE          408926         0         0
VALEANT PHARMACEUTICALS INTL      COM              91911K102     5917    132100   SH     SOLE          132100         0         0
VALENCE TECHNOLOGY INC            COM              918914102     1416   2279561   SH     SOLE         2279561         0         0
VALERO ENERGY CORP NEW            COM              91913Y100   350018  14493489   SH     SOLE        14493489         0         0
VALHI INC NEW                     COM              918905100     3055    244567   SH     SOLE          244567         0         0
VALIDUS HOLDINGS LTD              COM SHS          G9319H102    99626   3110407   SH     SOLE         3110407         0         0
VALLEY NATL BANCORP               COM              919794107    55239   5211264   SH     SOLE         5211264         0         0
VALMONT INDS INC                  COM              920253101    71143    588102   SH     SOLE          588102         0         0
VALSPAR CORP                      COM              920355104   125106   2383425   SH     SOLE         2383425         0         0
VALUE LINE INC                    COM              920437100      635     53398   SH     SOLE           53398         0         0
VALUECLICK INC                    COM              92046N102    42811   2612010   SH     SOLE         2612010         0         0
VALUEVISION MEDIA INC             CL A             92047K107     1586    762320   SH     SOLE          762320         0         0
VANDA PHARMACEUTICALS INC         COM              921659108     4013    912124   SH     SOLE          912124         0         0
VANGUARD BD INDEX FD INC          SHORT TRM BOND   921937827     9955    122701   SH     SOLE          122701         0         0
VANGUARD BD INDEX FD INC          TOTAL BND MRKT   921937835     1336     15839   SH     SOLE           15839         0         0
VANGUARD HEALTH SYS INC           COM              922036207     3787    425947   SH     SOLE          425947         0         0
VANGUARD INDEX FDS                MCAP GR IDXVIP   922908538       32       491   SH     SOLE             491         0         0
VANGUARD INDEX FDS                REIT ETF         922908553        0         1   SH     SOLE               1         0         0
VANGUARD INDEX FDS                EXTEND MKT ETF   922908652        4        74   SH     SOLE              74         0         0
VANGUARD INTL EQUITY INDEX F      ALLWRLD EX US    922042775     5532    135000   SH     SOLE          135000         0         0
VANGUARD INTL EQUITY INDEX F      MSCI EMR MKT E   922042858    15935    399068   SH     SOLE          399068         0         0
VANGUARD SPECIALIZED PORTFOL      DIV APP ETF      921908844      237      4178   SH     SOLE            4178         0         0
VANGUARD WORLD FD                 MEGA GRWTH IND   921910816        1        26   SH     SOLE              26         0         0
VANGUARD WORLD FD                 MEGA VALUE 300   921910840        2        53   SH     SOLE              53         0         0
VANGUARD WORLD FDS                CONSUM DIS ETF   92204A108      689      9933   SH     SOLE            9933         0         0
VANGUARD WORLD FDS                CONSUM STP ETF   92204A207        6        66   SH     SOLE              66         0         0
VANGUARD WORLD FDS                HEALTH CAR ETF   92204A504        5        76   SH     SOLE              76         0         0
VANTAGE DRILLING COMPANY          ORD SHS          G93205113     3739   2492400   SH     SOLE         2492400         0         0
VANTIV INC                        CL A             92210H105     9417    404328   SH     SOLE          404328         0         0
VARIAN MED SYS INC                COM              92220P105   177378   2918841   SH     SOLE         2918841         0         0
VASCO DATA SEC INTL INC           COM              92230Y104     6853    837718   SH     SOLE          837718         0         0
VASCULAR SOLUTIONS INC            COM              92231M109     2876    229020   SH     SOLE          229020         0         0
VCA ANTECH INC                    COM              918194101    48333   2198971   SH     SOLE         2198971         0         0
VECTOR GROUP LTD                  COM              92240M108    24518   1440531   SH     SOLE         1440531         0         0
VECTOR GROUP LTD                  FRNT        11   92240MAS7     3732   2959000  PRN     SOLE         2959000         0         0
VECTREN CORP                      COM              92240G101    64149   2173073   SH     SOLE         2173073         0         0
VEECO INSTRS INC DEL              COM              922417100    35545   1034477   SH     SOLE         1034477         0         0
VENOCO INC                        COM              92275P307     9290    928032   SH     SOLE          928032         0         0
VENTAS INC                        COM              92276F100   618901   9805149   SH     SOLE         9805149         0         0
VENTRUS BIOSCIENCES INC           COM              922822101      556    130251   SH     SOLE          130251         0         0
VERA BRADLEY INC                  COM              92335C106    13627    646424   SH     SOLE          646424         0         0
VERASTEM INC                      COM              92337C104      462     47630   SH     SOLE           47630         0         0
VERENIUM CORP                     COM NEW          92340P209     1962    626990   SH     SOLE          626990         0         0
VERIFONE SYS INC                  COM              92342Y109    97206   2937636   SH     SOLE         2937636         0         0
VERINT SYS INC                    COM              92343X100    15588    528233   SH     SOLE          528233         0         0
VERISIGN INC                      COM              92343E102   209269   4803053   SH     SOLE         4803053         0         0
VERISIGN INC                      SDCV  3.250% 8   92343EAD4    45415  32614000  PRN     SOLE        32614000         0         0
VERISK ANALYTICS INC              CL A             92345Y106   177369   3600679   SH     SOLE         3600679         0         0
VERIZON COMMUNICATIONS INC        COM              92343V104  3361290  75636582   SH     SOLE        75636582         0         0
VERMILLION INC                    COM NEW          92407M206       33     14814   SH     SOLE           14814         0         0
VERSANT CORP                      COM NEW          925284309      601     61635   SH     SOLE           61635         0         0
VERSO PAPER CORP                  COM              92531L108       46     39162   SH     SOLE           39162         0         0
VERTEX PHARMACEUTICALS INC        COM              92532F100   317612   5679751   SH     SOLE         5679751         0         0
VERTEX PHARMACEUTICALS INC        NOTE  3.350%10   92532FAN0     8197   6275000  PRN     SOLE         6275000         0         0
VIACOM INC NEW                    CL B             92553P201   709401  15087218   SH     SOLE        15087218         0         0
VIAD CORP                         COM NEW          92552R406    11557    577870   SH     SOLE          577870         0         0
VIASAT INC                        COM              92552V100    40897   1082784   SH     SOLE         1082784         0         0
VIASYSTEMS GROUP INC              COM PAR$.01      92553H803     2251    132387   SH     SOLE          132387         0         0
VICAL INC                         COM              925602104     8173   2270232   SH     SOLE         2270232         0         0
VICOR CORP                        COM              925815102     3951    569332   SH     SOLE          569332         0         0
VIDEO DISPLAY CORP                COM              926555103       18      4587   SH     SOLE            4587         0         0
VIEWPOINT FINL GROUP INC MD       COM              92672A101     7412    473910   SH     SOLE          473910         0         0
VILLAGE SUPER MKT INC             CL A NEW         927107409     8154    250291   SH     SOLE          250291         0         0
VIMPELCOM LTD                     SPONSORED ADR    92719A106      556     68568   SH     SOLE           68568         0         0
VIPSHOP HLDGS LTD                 SPONSORED ADR    92763W103     1164    190815   SH     SOLE          190815         0         0
VIRCO MFG CO                      COM              927651109      141     84895   SH     SOLE           84895         0         0
VIRGIN MEDIA INC                  COM              92769L101   154552   6336711   SH     SOLE         6336711         0         0
VIRGIN MEDIA INC                  NOTE  6.500%11   92769LAB7    54204  36257000  PRN     SOLE        36257000         0         0
VIRGINIA COMM BANCORP INC         COM              92778Q109     2826    335180   SH     SOLE          335180         0         0
VIRNETX HLDG CORP                 COM              92823T108    39030   1107222   SH     SOLE         1107222         0         0
VIROPHARMA INC                    COM              928241108    45143   1904785   SH     SOLE         1904785         0         0
VIROPHARMA INC                    NOTE  2.000% 3   928241AH1    20805  14677000  PRN     SOLE        14677000         0         0
VIRTUS INVT PARTNERS INC          COM              92828Q109    15781    194827   SH     SOLE          194827         0         0
VIRTUSA CORP                      COM              92827P102     3209    240398   SH     SOLE          240398         0         0
VISA INC                          COM CL A         92826C839  1719715  13910178   SH     SOLE        13910178         0         0
VISHAY INTERTECHNOLOGY INC        COM              928298108    35818   3798318   SH     SOLE         3798318         0         0
VISHAY PRECISION GROUP INC        COM              92835K103     6466    463535   SH     SOLE          463535         0         0
VISION-SCIENCES INC DEL           COM              927912105      121     80442   SH     SOLE           80442         0         0
VISTA GOLD CORP                   COM NEW          927926303     6193   2128050   SH     SOLE         2128050         0         0
VISTAPRINT N V                    SHS              N93540107    34420   1065640   SH     SOLE         1065640         0         0
VISTEON CORP                      COM NEW          92839U206    47878   1276760   SH     SOLE         1276760         0         0
VITACOST COM INC                  COM              92847A200     1231    208666   SH     SOLE          208666         0         0
VITAMIN SHOPPE INC                COM              92849E101    41967    764015   SH     SOLE          764015         0         0
VIVUS INC                         COM              928551100    75784   2655375   SH     SOLE         2655375         0         0
VMWARE INC                        CL A COM         928563402   163696   1798072   SH     SOLE         1798072         0         0
VOCERA COMMUNICATIONS INC         COM              92857F107     1935     72243   SH     SOLE           72243         0         0
VOCUS INC                         COM              92858J108    13134    706148   SH     SOLE          706148         0         0
VODAFONE GROUP PLC NEW            SPONS ADR NEW    92857W209     5943    210900   SH     SOLE          210900         0         0
VOLCANO CORPORATION               COM              928645100    40689   1420222   SH     SOLE         1420222         0         0
VOLCANO CORPORATION               NOTE  2.875% 9   928645AA8    16822  13931000  PRN     SOLE        13931000         0         0
VOLTERRA SEMICONDUCTOR CORP       COM              928708106    21083    899046   SH     SOLE          899046         0         0
VONAGE HLDGS CORP                 COM              92886T201     9932   4941300   SH     SOLE         4941300         0         0
VORNADO RLTY TR                   SH BEN INT       929042109   512072   6097547   SH     SOLE         6097547         0         0
VOXX INTL CORP                    CL A             91829F104     6598    707921   SH     SOLE          707921         0         0
VOYAGER OIL & GAS INC             COM              92911K100      990    562579   SH     SOLE          562579         0         0
VSE CORP                          COM              918284100     3483    146417   SH     SOLE          146417         0         0
VULCAN MATLS CO                   COM              929160109   148949   3750917   SH     SOLE         3750917         0         0
W & T OFFSHORE INC                COM              92922P106    14701    960834   SH     SOLE          960834         0         0
WABASH NATL CORP                  COM              929566107    12265   1852761   SH     SOLE         1852761         0         0
WABCO HLDGS INC                   COM              92927K102    97679   1845434   SH     SOLE         1845434         0         0
WABTEC CORP                       COM              929740108    97374   1248225   SH     SOLE         1248225         0         0
WADDELL & REED FINL INC           CL A             930059100    69216   2285878   SH     SOLE         2285878         0         0
WAGEWORKS INC                     COM              930427109     1087     72199   SH     SOLE           72199         0         0
WAL-MART STORES INC               COM              931142103  3261683  46782605   SH     SOLE        46782605         0         0
WALGREEN CO                       COM              931422109   732135  24751024   SH     SOLE        24751024         0         0
WALKER & DUNLOP INC               COM              93148P102     1972    153427   SH     SOLE          153427         0         0
WALTER ENERGY INC                 COM              93317Q105    75489   1709442   SH     SOLE         1709442         0         0
WALTER INVT MGMT CORP             COM              93317W102    25251   1077265   SH     SOLE         1077265         0         0
WARNACO GROUP INC                 COM NEW          934390402    54748   1285773   SH     SOLE         1285773         0         0
WARNER CHILCOTT PLC IRELAND       SHS A            G94368100    45363   2530018   SH     SOLE         2530018         0         0
WARREN RES INC                    COM              93564A100     5822   2436100   SH     SOLE         2436100         0         0
WARWICK VALLEY TEL CO             COM              936750108       54      4125   SH     SOLE            4125         0         0
WASHINGTON BKG CO OAK HBR WA      COM              937303105     2959    212872   SH     SOLE          212872         0         0
WASHINGTON FED INC                COM              938824109    46839   2773207   SH     SOLE         2773207         0         0
WASHINGTON POST CO                CL B             939640108    61939    165691   SH     SOLE          165691         0         0
WASHINGTON REAL ESTATE INVT       SH BEN INT       939653101    62808   2207678   SH     SOLE         2207678         0         0
WASHINGTON TR BANCORP             COM              940610108    12439    510211   SH     SOLE          510211         0         0
WASTE CONNECTIONS INC             COM              941053100   106739   3567490   SH     SOLE         3567490         0         0
WASTE MGMT INC DEL                COM              94106L109   404938  12123882   SH     SOLE        12123882         0         0
WATERS CORP                       COM              941848103   187060   2353842   SH     SOLE         2353842         0         0
WATERSTONE FINANCIAL INC          COM              941888109      167     43942   SH     SOLE           43942         0         0
WATSCO INC                        COM              942622200    60463    819277   SH     SOLE          819277         0         0
WATSON PHARMACEUTICALS INC        COM              942683103   249757   3375553   SH     SOLE         3375553         0         0
WATTS WATER TECHNOLOGIES INC      CL A             942749102    25837    774944   SH     SOLE          774944         0         0
WAUSAU PAPER CORP                 COM              943315101    12821   1317694   SH     SOLE         1317694         0         0
WAVE SYSTEMS CORP                 COM NEW          943526301       79    113864   SH     SOLE          113864         0         0
WAYSIDE TECHNOLOGY GROUP INC      COM              946760105     1651    134782   SH     SOLE          134782         0         0
WD-40 CO                          COM              929236107    23857    478960   SH     SOLE          478960         0         0
WEATHERFORD INTERNATIONAL LT      REG SHS          H27013103    24967   1976770   SH     SOLE         1976770         0         0
WEB COM GROUP INC                 COM              94733A104    19908   1089652   SH     SOLE         1089652         0         0
WEBMD HEALTH CORP                 COM              94770V102    36391   1774299   SH     SOLE         1774299         0         0
WEBMD HEALTH CORP                 NOTE  2.250% 3   94770VAH5    46625  50000000  PRN     SOLE        50000000         0         0
WEBMEDIABRANDS INC                COM              94770W100      383    608542   SH     SOLE          608542         0         0
WEBSENSE INC                      COM              947684106    19992   1067402   SH     SOLE         1067402         0         0
WEBSTER FINL CORP CONN            COM              947890109    47399   2188320   SH     SOLE         2188320         0         0
WEIGHT WATCHERS INTL INC NEW      COM              948626106    39779    771513   SH     SOLE          771513         0         0
WEINGARTEN RLTY INVS              SH BEN INT       948741103   105459   4003745   SH     SOLE         4003745         0         0
WEIS MKTS INC                     COM              948849104    15169    340731   SH     SOLE          340731         0         0
WELLCARE HEALTH PLANS INC         COM              94946T106    90399   1705645   SH     SOLE         1705645         0         0
WELLPOINT INC                     COM              94973V107   552334   8658629   SH     SOLE         8658629         0         0
WELLS FARGO & CO NEW              COM              949746101  4652342 139125064   SH     SOLE       139125064         0         0
WELLS GARDNER ELECTRS CORP        COM              949765101       19      8415   SH     SOLE            8415         0         0
WENDYS CO                         COM              95058W100    36455   7723539   SH     SOLE         7723539         0         0
WERNER ENTERPRISES INC            COM              950755108    34659   1450754   SH     SOLE         1450754         0         0
WESBANCO INC                      COM              950810101    15387    723750   SH     SOLE          723750         0         0
WESCO AIRCRAFT HLDGS INC          COM              950814103     3171    249061   SH     SOLE          249061         0         0
WESCO INTL INC                    COM              95082P105    68760   1194789   SH     SOLE         1194789         0         0
WESCO INTL INC                    DBCV  6.000% 9   95082PAH8    31275  14496000  PRN     SOLE        14496000         0         0
WEST BANCORPORATION INC           CAP STK          95123P106     1400    147194   SH     SOLE          147194         0         0
WEST COAST BANCORP ORE NEW        COM NEW          952145209     7523    382835   SH     SOLE          382835         0         0
WEST MARINE INC                   COM              954235107     5819    495240   SH     SOLE          495240         0         0
WEST PHARMACEUTICAL SVSC INC      COM              955306105    44034    872124   SH     SOLE          872124         0         0
WESTAMERICA BANCORPORATION        COM              957090103    38923    824807   SH     SOLE          824807         0         0
WESTAR ENERGY INC                 COM              95709T100    97764   3264243   SH     SOLE         3264243         0         0
WESTELL TECHNOLOGIES INC          CL A             957541105     3832   1610047   SH     SOLE         1610047         0         0
WESTERN ALLIANCE BANCORP          COM              957638109    20054   2142552   SH     SOLE         2142552         0         0
WESTERN ASSET MTG CAP CORP        COM              95790D105     1716     88067   SH     SOLE           88067         0         0
WESTERN DIGITAL CORP              COM              958102105   195984   6429924   SH     SOLE         6429924         0         0
WESTERN REFNG INC                 COM              959319104    34643   1555591   SH     SOLE         1555591         0         0
WESTERN REFNG INC                 NOTE  5.750% 6   959319AC8    26105  12044000  PRN     SOLE        12044000         0         0
WESTERN UN CO                     COM              959802109   272548  16184550   SH     SOLE        16184550         0         0
WESTFIELD FINANCIAL INC NEW       COM              96008P104     9120   1249258   SH     SOLE         1249258         0         0
WESTLAKE CHEM CORP                COM              960413102    23925    457801   SH     SOLE          457801         0         0
WESTMORELAND COAL CO              COM              960878106     3100    385062   SH     SOLE          385062         0         0
WESTWAY GROUP INC                 COM              96169B100      509     84928   SH     SOLE           84928         0         0
WESTWOOD HLDGS GROUP INC          COM              961765104     9073    243502   SH     SOLE          243502         0         0
WET SEAL INC                      CL A             961840105     8502   2694889   SH     SOLE         2694889         0         0
WEYCO GROUP INC                   COM              962149100     4970    214408   SH     SOLE          214408         0         0
WEYERHAEUSER CO                   COM              962166104   315475  14108893   SH     SOLE        14108893         0         0
WGL HLDGS INC                     COM              92924F106    57752   1452868   SH     SOLE         1452868         0         0
WHIRLPOOL CORP                    COM              963320106   144208   2357886   SH     SOLE         2357886         0         0
WHITE MTNS INS GROUP LTD          COM              G9618E107    74628    143034   SH     SOLE          143034         0         0
WHITESTONE REIT                   CL B SBI         966084204     1521    110128   SH     SOLE          110128         0         0
WHITING PETE CORP NEW             COM              966387102   110610   2689935   SH     SOLE         2689935         0         0
WHOLE FOODS MKT INC               COM              966837106   446097   4679990   SH     SOLE         4679990         0         0
WI-LAN INC                        COM              928972108     4746    962625   SH     SOLE          962625         0         0
WILEY JOHN & SONS INC             CL A             968223206    74805   1526939   SH     SOLE         1526939         0         0
WILLBROS GROUP INC DEL            COM              969203108     9191   1422705   SH     SOLE         1422705         0         0
WILLIAMS CLAYTON ENERGY INC       COM              969490101    10494    216915   SH     SOLE          216915         0         0
WILLIAMS COS INC DEL              COM              969457100   486690  16887216   SH     SOLE        16887216         0         0
WILLIAMS CTLS INC                 COM NEW          969465608       33      2719   SH     SOLE            2719         0         0
WILLIAMS SONOMA INC               COM              969904101    83457   2386521   SH     SOLE         2386521         0         0
WILLIS GROUP HOLDINGS PUBLIC      SHS              G96666105    46741   1280939   SH     SOLE         1280939         0         0
WILLIS LEASE FINANCE CORP         COM              970646105      911     73985   SH     SOLE           73985         0         0
WILSHIRE BANCORP INC              COM              97186T108    10181   1861243   SH     SOLE         1861243         0         0
WINDSTREAM CORP                   COM              97381W104   150640  15594184   SH     SOLE        15594184         0         0
WINMARK CORP                      COM              974250102     1479     25266   SH     SOLE           25266         0         0
WINNEBAGO INDS INC                COM              974637100     8871    870539   SH     SOLE          870539         0         0
WINTHROP RLTY TR                  SH BEN INT NEW   976391300    13592   1117791   SH     SOLE         1117791         0         0
WINTRUST FINANCIAL CORP           COM              97650W108    34221    963976   SH     SOLE          963976         0         0
WIPRO LTD                         SPON ADR 1 SH    97651M109     1515    165043   SH     SOLE          165043         0         0
WIRELESS RONIN TECHNOLOGIES       COM              97652A203      375    412370   SH     SOLE          412370         0         0
WISCONSIN ENERGY CORP             COM              976657106   243616   6156590   SH     SOLE         6156590         0         0
WISDOMTREE INVTS INC              COM              97717P104     5427    826093   SH     SOLE          826093         0         0
WISDOMTREE TRUST                  DRYFS CURR ETF   97717W133       76      3758   SH     SOLE            3758         0         0
WISDOMTREE TRUST                  CHINESE YUAN E   97717W182       33      1308   SH     SOLE            1308         0         0
WISDOMTREE TRUST                  INTL SMCAP DIV   97717W760      128      2876   SH     SOLE            2876         0         0
WMS INDS INC                      COM              929297109    34416   1725133   SH     SOLE         1725133         0         0
WOLVERINE WORLD WIDE INC          COM              978097103    48888   1260640   SH     SOLE         1260640         0         0
WOODWARD INC                      COM              980745103    71463   1811947   SH     SOLE         1811947         0         0
WORLD ACCEP CORP DEL              COM              981419104    25371    385580   SH     SOLE          385580         0         0
WORLD FUEL SVCS CORP              COM              981475106    70346   1849746   SH     SOLE         1849746         0         0
WORLD WRESTLING ENTMT INC         CL A             98156Q108     6595    843343   SH     SOLE          843343         0         0
WORTHINGTON INDS INC              COM              981811102    31777   1552363   SH     SOLE         1552363         0         0
WPCS INTL INC                     COM NEW          92931L203      197    234848   SH     SOLE          234848         0         0
WPX ENERGY INC                    COM              98212B103    85145   5262372   SH     SOLE         5262372         0         0
WRIGHT EXPRESS CORP               COM              98233Q105    69474   1125628   SH     SOLE         1125628         0         0
WRIGHT MED GROUP INC              COM              98235T107    23308   1091689   SH     SOLE         1091689         0         0
WSFS FINL CORP                    COM              929328102    12487    309018   SH     SOLE          309018         0         0
WSI INDS INC                      COM              92932Q102      641    109368   SH     SOLE          109368         0         0
WUXI PHARMATECH CAYMAN INC        SPONS ADR SHS    929352102        3       245   SH     SOLE             245         0         0
WYNDHAM WORLDWIDE CORP            COM              98310W108   201491   3820454   SH     SOLE         3820454         0         0
WYNN RESORTS LTD                  COM              983134107   239311   2307283   SH     SOLE         2307283         0         0
XCEL ENERGY INC                   COM              98389B100   393980  13867662   SH     SOLE        13867662         0         0
XENITH BANKSHARES INC             COM              98410X105        2       557   SH     SOLE             557         0         0
XENOPORT INC                      COM              98411C100     6965   1153187   SH     SOLE         1153187         0         0
XERIUM TECHNOLOGIES INC           COM NEW          98416J118      228     78735   SH     SOLE           78735         0         0
XEROX CORP                        COM              984121103   277126  35212946   SH     SOLE        35212946         0         0
XILINX INC                        COM              983919101   238772   7112655   SH     SOLE         7112655         0         0
XILINX INC                        SDCV  3.125% 3   983919AD3     3110   2608000  PRN     SOLE         2608000         0         0
XL GROUP PLC                      SHS              G98290102   194452   9242016   SH     SOLE         9242016         0         0
XO GROUP INC                      COM              983772104     8525    961158   SH     SOLE          961158         0         0
XPO LOGISTICS INC                 COM              983793100     3095    184209   SH     SOLE          184209         0         0
XYLEM INC                         COM              98419M100   188468   7487798   SH     SOLE         7487798         0         0
XYRATEX LTD                       COM              G98268108      266     23489   SH     SOLE           23489         0         0
YADKIN VALLEY FINANCIAL CORP      COM              984314104       47     17817   SH     SOLE           17817         0         0
YAHOO INC                         COM              984332106   517266  32676296   SH     SOLE        32676296         0         0
YANDEX N V                        SHS CLASS A      N97284108      894     46943   SH     SOLE           46943         0         0
YELP INC                          CL A             985817105     3507    154276   SH     SOLE          154276         0         0
YORK WTR CO                       COM              987184108     4264    238324   SH     SOLE          238324         0         0
YOUNG INNOVATIONS INC             COM              987520103     6705    194392   SH     SOLE          194392         0         0
YPF SOCIEDAD ANONIMA              SPON ADR CL D    984245100     5768    467038   SH     SOLE          467038         0         0
YRC WORLDWIDE INC                 COM PAR $.01     984249607        2       342   SH     SOLE             342         0         0
YUM BRANDS INC                    COM              988498101   772982  11999100   SH     SOLE        11999100         0         0
ZAGG INC                          COM              98884U108     8072    739902   SH     SOLE          739902         0         0
ZALE CORP NEW                     COM              988858106     1536    570869   SH     SOLE          570869         0         0
ZAZA ENERGY CORP                  COM              98919T100     3915    869933   SH     SOLE          869933         0         0
ZEBRA TECHNOLOGIES CORP           CL A             989207105    47198   1373623   SH     SOLE         1373623         0         0
ZELTIQ AESTHETICS INC             COM              98933Q108      926    165269   SH     SOLE          165269         0         0
ZEP INC                           COM              98944B108     8971    653370   SH     SOLE          653370         0         0
ZHONE TECHNOLOGIES INC NEW        COM NEW          98950P884      313    477129   SH     SOLE          477129         0         0
ZHONGPIN INC                      COM              98952K107      318     34525   SH     SOLE           34525         0         0
ZILLOW INC                        CL A             98954A107     5510    142633   SH     SOLE          142633         0         0
ZIMMER HLDGS INC                  COM              98956P102   299610   4655225   SH     SOLE         4655225         0         0
ZIONS BANCORPORATION              COM              989701107    94654   4874028   SH     SOLE         4874028         0         0
ZIOPHARM ONCOLOGY INC             COM              98973P101     5365    901721   SH     SOLE          901721         0         0
ZIPCAR INC                        COM              98974X103     8339    710874   SH     SOLE          710874         0         0
ZIX CORP                          COM              98974P100     5148   1980012   SH     SOLE         1980012         0         0
ZOGENIX INC                       COM              98978L105      843    339926   SH     SOLE          339926         0         0
ZOLTEK COS INC                    COM              98975W104     7577    839142   SH     SOLE          839142         0         0
ZOOM TECHNOLOGIES INC             COM NEW          98976E301      627    602898   SH     SOLE          602898         0         0
ZUMIEZ INC                        COM              989817101    22859    577397   SH     SOLE          577397         0         0
ZYGO CORP                         COM              989855101     9194    514790   SH     SOLE          514790         0         0
ZYNGA INC                         CL A             98986T108    17547   3225563   SH     SOLE         3225563         0         0