0001085146-12-000779.txt : 20120515 0001085146-12-000779.hdr.sgml : 20120515 20120515140217 ACCESSION NUMBER: 0001085146-12-000779 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120515 DATE AS OF CHANGE: 20120515 EFFECTIVENESS DATE: 20120515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AQR CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0001167557 IRS NUMBER: 133987414 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10120 FILM NUMBER: 12843191 BUSINESS ADDRESS: STREET 1: TWO GREENWICH PLAZA STREET 2: 3RD FLOOR CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: TWO GREENWICH PLAZA STREET 2: 3RD FLOOR CITY: GREENWICH STATE: CT ZIP: 06830 13F-HR 1 aqr1q2012.txt AQR CAPITAL MANAGEMENT, LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2012 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: AQR Capital Management, LLC Address: Two Greenwich Plaza 3rd Floor Greenwich, CT 06830 13F File Number: 028-10120 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Clifford S. Asness Title: Managing Member Phone: 203-742-3600 Signature, Place, and Date of Signing: /s/ Clifford S. Asness Greenwich, CT May 15, 2012 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 2283 Form 13F Information Table Value Total: $19,091,243 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 15910 178343 SH SOLE 147043 0 0 8X8 INC NEW COM 282914100 222 52952 SH SOLE 33952 0 0 AASTROM BIOSCIENCES INC COM NEW 00253U305 33 16500 SH SOLE 16500 0 0 ABBOTT LABS COM 002824100 91150 1487188 SH SOLE 1270888 0 0 ABERCROMBIE & FITCH CO CL A 002896207 2293 46212 SH SOLE 46212 0 0 ABIOMED INC COM 003654100 3165 142610 SH SOLE 60710 0 0 ABOVENET INC COM 00374N107 21365 258031 SH SOLE 258031 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 1484 35542 SH SOLE 17042 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 504 22372 SH SOLE 12593 0 0 ACCELRYS INC COM 00430U103 93 11700 SH SOLE 7200 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 56120 870073 SH SOLE 778373 0 0 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472 11472 SH SOLE 7472 0 0 CHEVRON CORP NEW COM 166764100 165107 1539604 SH SOLE 1357204 0 0 CHICOS FAS INC COM 168615102 3692 244500 SH SOLE 241900 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 13482 260927 SH SOLE 239885 0 0 CHIMERA INVT CORP COM 16934Q109 975 344530 SH SOLE 344530 0 0 CHINA GENGSHENG MINERALS INC COM 16942P101 50 53121 SH SOLE 53121 0 0 CHINA GROWTH EQUITY INV LTD UNIT 05/14/2016 G2114K115 4800 480000 SH SOLE 480000 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 15500 281400 SH SOLE 245400 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 6186 56900 SH SOLE 56900 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 2741 6558 SH SOLE 6558 0 0 CHIQUITA BRANDS INTL INC COM 170032809 2542 289184 SH SOLE 223957 0 0 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 6844 7300000 PRN SOLE 0 0 0 CHRISTOPHER & BANKS CORP COM 171046105 617 331500 SH SOLE 242300 0 0 CHUBB CORP COM 171232101 20397 295145 SH SOLE 255045 0 0 CHURCH & DWIGHT INC COM 171340102 17895 363788 SH SOLE 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126132109 7477 36600 SH SOLE 32000 0 0 COACH INC COM 189754104 10098 130673 SH SOLE 130673 0 0 COBALT INTL ENERGY INC COM 19075F106 410 13652 SH SOLE 13652 0 0 COCA COLA BOTTLING CO CONS COM 191098102 1703 27137 SH SOLE 10037 0 0 COCA COLA CO COM 191216100 77796 1051151 SH SOLE 943451 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 6488 226869 SH SOLE 226869 0 0 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 5243 49500 SH SOLE 23000 0 0 COEUR D ALENE MINES CORP IDA COM NEW 192108504 3122 131509 SH SOLE 93319 0 0 COGDELL SPENCER INC COM 19238U107 407 96021 SH SOLE 78821 0 0 COGENT COMM GROUP INC COM NEW 19239V302 346 18114 SH SOLE 12614 0 0 COGNEX CORP COM 192422103 739 17436 SH SOLE 9736 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 373 4852 SH SOLE 4852 0 0 COHEN & STEERS GLOBAL INC BL COM 19248M103 919 85933 SH SOLE 85933 0 0 COHEN & STEERS INC COM 19247A100 2645 82906 SH SOLE 47906 0 0 COHERENT INC COM 192479103 377 6468 SH SOLE 4768 0 0 COINSTAR INC COM 19259P300 216 3394 SH SOLE 1994 0 0 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 13192 7800000 PRN SOLE 0 0 0 COLDWATER CREEK INC COM 193068103 1060 914200 SH SOLE 640900 0 0 COLEMAN CABLE INC COM 193459302 112 11477 SH SOLE 7077 0 0 COLFAX CORP COM 194014106 1172 33270 SH SOLE 9470 0 0 COLGATE PALMOLIVE CO COM 194162103 30770 314688 SH SOLE 299688 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 1986 91413 SH SOLE 75962 0 0 COLUMBIA BKG SYS INC COM 197236102 5319 233500 SH SOLE 152900 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 404 24783 SH SOLE 16183 0 0 COMCAST CORP NEW CL A 20030N101 7019 233878 SH SOLE 228178 0 0 COMCAST CORP NEW CL A SPL 20030N200 634 21500 SH SOLE 13300 0 0 COMERICA INC COM 200340107 24789 766048 SH SOLE 742548 0 0 COMERICA INC *W EXP 11/14/201 200340115 592 70421 SH SOLE 70421 0 0 COMFORT SYS USA INC COM 199908104 1023 93800 SH SOLE 64700 0 0 COMMERCE BANCSHARES INC COM 200525103 1928 47580 SH SOLE 47580 0 0 COMMERCIAL METALS CO COM 201723103 10898 735349 SH SOLE 733149 0 0 COMMONWEALTH REIT COM SH BEN INT 203233101 6334 340182 SH SOLE 301082 0 0 COMMUNITY BK SYS INC COM 203607106 3860 134116 SH SOLE 74673 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 15309 688368 SH SOLE 622968 0 0 COMMVAULT SYSTEMS INC COM 204166102 5322 107212 SH SOLE 89112 0 0 COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 1157 24300 SH SOLE 24300 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 5661 137000 SH SOLE 83800 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 5448 71100 SH SOLE 66000 0 0 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 5375 226010 SH SOLE 139110 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 1002 42600 SH SOLE 27500 0 0 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 155 16400 SH SOLE 16400 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 2064 51200 SH SOLE 28000 0 0 COMPUCREDIT HLDGS CORP NOTE 3.625% 5/3 20478NAB6 3980 4000000 PRN SOLE 0 0 0 COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2219 5000000 PRN SOLE 0 0 0 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CONSOLIDATED COMM HLDGS INC COM 209034107 354 18047 SH SOLE 10547 0 0 CONSOLIDATED EDISON INC COM 209115104 19328 330853 SH SOLE 330853 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 932 20600 SH SOLE 9700 0 0 CONSTELLATION BRANDS INC CL A 21036P108 17334 734807 SH SOLE 734807 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 1935 32846 SH SOLE 21146 0 0 CONTINENTAL RESOURCES INC COM 212015101 912 10626 SH SOLE 10626 0 0 CONVERGYS CORP COM 212485106 23568 1765414 SH SOLE 1566991 0 0 CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 14818 10500000 PRN SOLE 0 0 0 CONVIO INC COM 21257W105 23191 1499096 SH SOLE 1494896 0 0 CON-WAY INC COM 205944101 16586 508610 SH SOLE 508610 0 0 COOPER COS INC COM NEW 216648402 6792 83118 SH SOLE 83118 0 0 COOPER INDUSTRIES PLC SHS G24140108 307 4800 SH SOLE 4800 0 0 COPA HOLDINGS SA CL A P31076105 540 6822 SH SOLE 6822 0 0 COPANO ENERGY L L C COM UNITS 217202100 290 8111 SH SOLE 8111 0 0 COPART INC COM 217204106 4096 157106 SH SOLE 157106 0 0 CORCEPT THERAPEUTICS INC 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47676 1215923 SH SOLE 1166923 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 2704 863991 SH SOLE 846491 0 0 EXIDE TECHNOLOGIES FRNT 9/1 302051AL1 2424 2850000 PRN SOLE 0 0 0 EXLSERVICE HOLDINGS INC COM 302081104 380 13862 SH SOLE 9162 0 0 EXPEDIA INC DEL COM NEW 30212P303 18172 543430 SH SOLE 543430 0 0 EXPEDITORS INTL WASH INC COM 302130109 749 16100 SH SOLE 16100 0 0 EXPONENT INC COM 30214U102 1715 35342 SH SOLE 11269 0 0 EXPRESS INC COM 30219E103 5580 223390 SH SOLE 142390 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 13032 13000000 PRN SOLE 0 0 0 EXTRA SPACE STORAGE INC COM 30225T102 2601 90359 SH SOLE 56546 0 0 EXXON MOBIL CORP COM 30231G102 219776 2534024 SH SOLE 2258424 0 0 EZCORP INC CL A NON VTG 302301106 4547 140110 SH SOLE 130210 0 0 F M C CORP COM NEW 302491303 2802 26472 SH SOLE 26472 0 0 F5 NETWORKS INC COM 315616102 3727 27614 SH SOLE 27614 0 0 FACTSET RESH SYS INC COM 303075105 1267 12788 SH SOLE 12788 0 0 FAIR ISAAC CORP COM 303250104 12422 282963 SH SOLE 278463 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 279 19000 SH SOLE 19000 0 0 FAMILY DLR STORES INC COM 307000109 9131 144299 SH SOLE 144299 0 0 FARO TECHNOLOGIES INC COM 311642102 541 9279 SH SOLE 5379 0 0 FASTENAL CO COM 311900104 3600 66543 SH SOLE 66543 0 0 FBL FINL GROUP INC CL A 30239F106 386 11441 SH SOLE 7241 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 245 10777 SH SOLE 7177 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3178 32834 SH SOLE 32834 0 0 FEDERAL SIGNAL CORP COM 313855108 57 10300 SH SOLE 5900 0 0 FEDERATED INVS INC PA CL B 314211103 500 22300 SH SOLE 22300 0 0 FEDEX CORP COM 31428X106 3603 39176 SH SOLE 39176 0 0 FEI CO COM 30241L109 1643 33455 SH SOLE 9355 0 0 FERRO CORP COM 315405100 228 38300 SH SOLE 17200 0 0 FIBRIA CELULOSE S A SP ADR REP COM 31573A109 155 18500 SH SOLE 18500 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 13105 726820 SH SOLE 718320 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 8558 258400 SH SOLE 186800 0 0 FIFTH THIRD BANCORP COM 316773100 28492 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183978 SH SOLE 152286 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 270 8200 SH SOLE 8200 0 0 FIRST SOLAR INC COM 336433107 318 12700 SH SOLE 12700 0 0 FIRST TR HIGH INCOME L/S FD COM 33738E109 1248 68818 SH SOLE 68818 0 0 FIRSTENERGY CORP COM 337932107 4254 93307 SH SOLE 85707 0 0 FIRSTSERVICE CORP SDCV 6.500%12/3 33761NAA7 2223 1800000 PRN SOLE 0 0 0 FISERV INC COM 337738108 13075 188424 SH SOLE 188424 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 1503 38775 SH SOLE 38775 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 12675 1753100 SH SOLE 1648100 0 0 FLOTEK INDS INC DEL COM 343389102 330 27474 SH SOLE 18074 0 0 FLOW INTL CORP COM 343468104 46 11400 SH SOLE 11400 0 0 FLOWERS FOODS INC COM 343498101 2153 105702 SH SOLE 105702 0 0 FLOWSERVE CORP COM 34354P105 2879 24920 SH SOLE 24920 0 0 FLUOR CORP NEW COM 343412102 16235 270400 SH SOLE 268700 0 0 FMC TECHNOLOGIES INC COM 30249U101 2907 57664 SH SOLE 57664 0 0 FNB CORP PA COM 302520101 773 64014 SH SOLE 39414 0 0 FOMENTO ECONOMICO MEXICANO S 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SHS G6359F103 19804 1132315 SH SOLE 1055815 0 0 NACCO INDS INC CL A 629579103 8873 76246 SH SOLE 52208 0 0 NANOMETRICS INC COM 630077105 230 12425 SH SOLE 8925 0 0 NASDAQ OMX GROUP INC COM 631103108 1609 62135 SH SOLE 62135 0 0 NASH FINCH CO COM 631158102 7209 253650 SH SOLE 183576 0 0 NASH FINCH CO FRNT 1.631% 3/1 631158AD4 17625 37400000 PRN SOLE 0 0 0 NATIONAL FINL PARTNERS CORP NOTE 4.000% 6/1 63607PAC3 12501 9200000 PRN SOLE 0 0 0 NATIONAL FUEL GAS CO N J COM 636180101 410 8528 SH SOLE 8528 0 0 NATIONAL HEALTH INVS INC COM 63633D104 3085 63240 SH SOLE 47301 0 0 NATIONAL OILWELL VARCO INC COM 637071101 17173 216095 SH SOLE 174495 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 6076 686514 SH SOLE 488914 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 4917 180849 SH SOLE 127356 0 0 NAUTILUS MARINE ACQUISIT COR SHS Y6255E101 9116 931200 SH SOLE 931200 0 0 NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 522 159038 SH SOLE 46538 0 0 NAVIGANT CONSULTING INC COM 63935N107 2543 182806 SH SOLE 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BIOSCIENCES INC COM 64125C109 3324 417100 SH SOLE 214300 0 0 NEUSTAR INC CL A 64126X201 1779 47769 SH SOLE 47769 0 0 NEW GOLD INC CDA COM 644535106 458 46400 SH SOLE 46400 0 0 NEW JERSEY RES COM 646025106 299 6700 SH SOLE 4200 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 428 30805 SH SOLE 30805 0 0 NEW YORK TIMES CO CL A 650111107 6811 1003100 SH SOLE 1003100 0 0 NEWCASTLE INVT CORP COM 65105M108 1243 198000 SH SOLE 198000 0 0 NEWFIELD EXPL CO COM 651290108 4958 142970 SH SOLE 135470 0 0 NEWMARKET CORP COM 651587107 3243 17304 SH SOLE 8893 0 0 NEWMONT MINING CORP COM 651639106 14515 283118 SH SOLE 259418 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 843 102939 SH SOLE 54439 0 0 NEWPORT CORP COM 651824104 2874 162212 SH SOLE 135612 0 0 NEWS CORP CL A 65248E104 83493 4240376 SH SOLE 3895876 0 0 NEWSTAR FINANCIAL INC COM 65251F105 218 19575 SH SOLE 11275 0 0 NEXEN INC COM 65334H102 943 51400 SH SOLE 51400 0 0 NEXTERA ENERGY INC COM 65339F101 1586 25961 SH SOLE 25961 0 0 NIC INC COM 62914B100 2467 203397 SH SOLE 38997 0 0 NIELSEN HOLDINGS N V COM N63218106 3966 131600 SH SOLE 131600 0 0 NII HLDGS INC CL B NEW 62913F201 5175 282609 SH SOLE 282609 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 4840 4810000 PRN SOLE 0 0 0 NIKE INC CL B 654106103 12478 115066 SH SOLE 115066 0 0 NISOURCE INC COM 65473P105 1844 75713 SH SOLE 75713 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 467 12473 SH SOLE 12473 0 0 NOBLE ENERGY INC COM 655044105 3963 40533 SH SOLE 40533 0 0 NORANDA ALUM HLDG CORP COM 65542W107 1983 198900 SH SOLE 55500 0 0 NORDSON CORP COM 655663102 7484 137300 SH SOLE 137300 0 0 NORDSTROM INC COM 655664100 2449 43959 SH SOLE 43959 0 0 NORFOLK SOUTHERN CORP COM 655844108 18859 286487 SH SOLE 258087 0 0 NORTHEAST UTILS COM 664397106 1169 31491 SH SOLE 31491 0 0 NORTHERN TR CORP COM 665859104 1294 27270 SH SOLE 27270 0 0 NORTHGATE MINERALS CORP NOTE 3.500%10/0 666416AB8 5642 5100000 PRN SOLE 0 0 0 NORTHROP GRUMMAN CORP COM 666807102 82477 1350307 SH SOLE 1324207 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 1802 141856 SH SOLE 93827 0 0 NORTHWEST NAT GAS CO COM 667655104 316 6960 SH SOLE 5060 0 0 NORTHWESTERN CORP COM NEW 668074305 13311 375383 SH SOLE 350438 0 0 NOVAGOLD RES INC COM NEW 66987E206 206 28700 SH SOLE 28700 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 135 40400 SH SOLE 40400 0 0 NOVELLUS SYS INC COM 670008101 97310 1949719 SH SOLE 1949719 0 0 NRG ENERGY INC COM NEW 629377508 3140 200393 SH SOLE 200393 0 0 NSTAR COM 67019E107 20091 413139 SH SOLE 413139 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 4227 72997 SH SOLE 42197 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 3028 118355 SH SOLE 118355 0 0 NUCOR CORP COM 670346105 5794 134900 SH SOLE 134900 0 0 NUSTAR ENERGY LP UNIT COM 67058H102 262 4441 SH SOLE 4441 0 0 NUVASIVE INC COM 670704105 2893 171800 SH SOLE 171800 0 0 NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM102 2182 179109 SH SOLE 179109 0 0 NUVEEN EQUITY PREM & GROWTH COM 6706EW100 1085 81385 SH SOLE 81385 0 0 NUVEEN EQUITY PREM ADV FD COM 6706ET107 1657 136734 SH SOLE 136734 0 0 NUVEEN EQUITY PREM INCOME FD COM 6706ER101 1933 161455 SH SOLE 161455 0 0 NUVEEN QUALITY PFD INC FD 3 COM 67072W101 605 72706 SH SOLE 72706 0 0 NUVEEN QUALITY PFD INCOME FD COM 67071S101 782 95802 SH SOLE 95802 0 0 NUVEEN QUALITY PFD INCOME FD COM 67072C105 2592 300742 SH SOLE 300742 0 0 NUVEEN SHT DUR CR OPP FD COM 67074X107 401 20639 SH SOLE 20639 0 0 NUVEEN TAX ADVANTAGED DIV GR COM 67073G105 183 13312 SH SOLE 13312 0 0 NUVEEN TX ADV TOTAL RET STRG COM 67090H102 305 27461 SH SOLE 27461 0 0 NV ENERGY INC COM 67073Y106 10636 659782 SH SOLE 659782 0 0 NVE CORP COM NEW 629445206 201 3800 SH SOLE 2400 0 0 NVIDIA CORP COM 67066G104 4888 317600 SH SOLE 317600 0 0 NVR INC COM 62944T105 1527 2103 SH SOLE 2103 0 0 O CHARLEYS INC COM 670823103 350 35548 SH SOLE 35548 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 19711 215773 SH SOLE 215773 0 0 OASIS PETE INC NEW COM 674215108 534 17330 SH SOLE 30 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 30852 323975 SH SOLE 284875 0 0 OCEANEERING INTL INC COM 675232102 7955 147614 SH SOLE 147614 0 0 OCLARO INC COM NEW 67555N206 2062 523352 SH SOLE 491752 0 0 OCWEN FINL CORP COM NEW 675746309 205 13119 SH SOLE 9419 0 0 OCZ TECHNOLOGY GROUP INC COM 67086E303 171 24556 SH SOLE 14856 0 0 ODYSSEY MARINE EXPLORATION I COM 676118102 156 50200 SH SOLE 26100 0 0 OGE ENERGY CORP COM 670837103 6684 124942 SH SOLE 124942 0 0 OI S.A. SPN ADR REP PFD 670851203 2999 188600 SH SOLE 110900 0 0 OIL STS INTL INC COM 678026105 1445 18511 SH SOLE 18511 0 0 OLD DOMINION FGHT LINES INC COM 679580100 3723 78107 SH SOLE 78107 0 0 OLD NATL BANCORP IND COM 680033107 1153 87780 SH SOLE 50880 0 0 OLD REP INTL CORP NOTE 8.000% 5/1 680223AF1 510 500000 PRN SOLE 0 0 0 OLIN CORP COM PAR $1 680665205 457 21032 SH SOLE 17532 0 0 OLYMPIC STEEL INC COM 68162K106 278 11600 SH SOLE 7900 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 885 41633 SH SOLE 1684 0 0 OMEGA PROTEIN CORP COM 68210P107 1019 133838 SH SOLE 125138 0 0 OMNICARE INC COM 681904108 59760 1680075 SH SOLE 1592775 0 0 OMNICARE INC NOTE 3.750%12/1 681904AN8 15894 10905000 PRN SOLE 0 0 0 OMNICELL INC COM 68213N109 164 10788 SH SOLE 6788 0 0 OMNICOM GROUP INC COM 681919106 10210 201584 SH SOLE 198384 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 4678 233900 SH SOLE 233900 0 0 ON ASSIGNMENT INC COM 682159108 409 23421 SH SOLE 14321 0 0 ON SEMICONDUCTOR CORP COM 682189105 4204 466567 SH SOLE 466567 0 0 ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD7 2347 1750000 PRN SOLE 0 0 0 ONCOTHYREON INC COM 682324108 997 228559 SH SOLE 216359 0 0 ONEBEACON INSURANCE GROUP LT CL A G67742109 391 25361 SH SOLE 15061 0 0 ONEOK INC NEW COM 682680103 6469 79223 SH SOLE 79223 0 0 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 332 6078 SH SOLE 6078 0 0 ONYX PHARMACEUTICALS INC COM 683399109 4644 123245 SH SOLE 119245 0 0 ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 1255 1000000 PRN SOLE 0 0 0 OPKO HEALTH INC COM 68375N103 532 112382 SH SOLE 70882 0 0 OPLINK COMMUNICATIONS INC COM NEW 68375Q403 5963 348700 SH SOLE 233100 0 0 OPNET TECHNOLOGIES INC COM 683757108 934 32206 SH SOLE 6706 0 0 OPNEXT INC COM 68375V105 2028 1308440 SH SOLE 1089140 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 239 17216 SH SOLE 11416 0 0 ORACLE CORP COM 68389X105 52458 1798976 SH SOLE 1590676 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 357 31084 SH SOLE 19584 0 0 ORBITAL SCIENCES CORP COM 685564106 2599 197657 SH SOLE 192957 0 0 ORCKIT COMMUNICATIONS LTD SHS NEW M7531S206 9 18585 SH SOLE 18585 0 0 OREXIGEN THERAPEUTICS INC COM 686164104 429 104700 SH SOLE 21100 0 0 ORIENTAL FINL GROUP INC COM 68618W100 1030 85150 SH SOLE 55100 0 0 ORION MARINE GROUP INC COM 68628V308 2382 329400 SH SOLE 256500 0 0 ORITANI FINL CORP DEL COM 68633D103 1818 123860 SH SOLE 93260 0 0 ORTHOFIX INTL N V COM N6748L102 582 15500 SH SOLE 9700 0 0 OSI SYSTEMS INC COM 671044105 385 6284 SH SOLE 3984 0 0 OTTER TAIL CORP COM 689648103 2335 107615 SH SOLE 79915 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 542 42900 SH SOLE 37500 0 0 OWENS & MINOR INC NEW COM 690732102 1193 39216 SH SOLE 37016 0 0 OWENS CORNING NEW COM 690742101 7669 212842 SH SOLE 212842 0 0 OWENS ILL INC COM NEW 690768403 17934 768380 SH SOLE 688280 0 0 OXFORD INDS INC COM 691497309 6390 125740 SH SOLE 86340 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 2529 64000 SH SOLE 28500 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 817 26900 SH 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3500 SH SOLE 2900 0 0 PARKER DRILLING CO COM 701081101 11551 1934776 SH SOLE 1619376 0 0 PARKER HANNIFIN CORP COM 701094104 22360 264462 SH SOLE 235062 0 0 PARKWAY PPTYS INC COM 70159Q104 545 51968 SH SOLE 27759 0 0 PATRIOT COAL CORP COM 70336T104 22847 3661316 SH SOLE 3474316 0 0 PATTERSON COMPANIES INC COM 703395103 2704 80969 SH SOLE 80969 0 0 PATTERSON UTI ENERGY INC COM 703481101 13347 771966 SH SOLE 771966 0 0 PAYCHEX INC COM 704326107 728 23485 SH SOLE 23485 0 0 PDF SOLUTIONS INC COM 693282105 126 14954 SH SOLE 12254 0 0 PDL BIOPHARMA INC COM 69329Y104 31782 5005010 SH SOLE 3937935 0 0 PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAE4 6829 6125000 PRN SOLE 0 0 0 PEABODY ENERGY CORP COM 704549104 460 15900 SH SOLE 15900 0 0 PEETS COFFEE & TEA INC COM 705560100 1255 17027 SH SOLE 7627 0 0 PENN NATL GAMING INC COM 707569109 6047 140684 SH SOLE 140684 0 0 PENN VA CORP COM 707882106 7851 1725549 SH SOLE 1529449 0 0 PENN WEST PETE LTD NEW COM 707887105 2186 111700 SH SOLE 111700 0 0 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SOLE 396490 0 0 PETSMART INC COM 716768106 26426 461826 SH SOLE 458426 0 0 PFIZER INC COM 717081103 133974 5912348 SH SOLE 5321648 0 0 PG&E CORP COM 69331C108 3311 76270 SH SOLE 76270 0 0 PHARMACYCLICS INC COM 716933106 1956 70471 SH SOLE 32071 0 0 PHARMERICA CORP COM 71714F104 17324 1393703 SH SOLE 1364903 0 0 PHH CORP NOTE 4.000% 4/1 693320AH6 20376 20275000 PRN SOLE 0 0 0 PHH CORP NOTE 6.000% 6/1 693320AQ6 5494 3725000 PRN SOLE 0 0 0 PHILIP MORRIS INTL INC COM 718172109 98687 1113724 SH SOLE 1000224 0 0 PHOENIX COS INC NEW COM 71902E109 1883 768500 SH SOLE 652700 0 0 PHOTRONICS INC COM 719405102 3446 518137 SH SOLE 440737 0 0 PHOTRONICS INC NOTE 5.500%10/0 719405AF9 6160 4000000 PRN SOLE 0 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1063 59900 SH SOLE 59900 0 0 PIER 1 IMPORTS INC COM 720279108 2259 124245 SH SOLE 72245 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 93 12400 SH SOLE 8800 0 0 PINNACLE ENTMT INC COM 723456109 421 36600 SH SOLE 36600 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 3224 175684 SH SOLE 165784 0 0 PINNACLE WEST CAP CORP COM 723484101 6870 143425 SH SOLE 143425 0 0 PIONEER DRILLING CO COM 723655106 569 64643 SH SOLE 36543 0 0 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 18228 9475000 PRN SOLE 0 0 0 PITNEY BOWES INC COM 724479100 10302 586000 SH SOLE 578400 0 0 PIZZA INN HOLDINGS INC COM 725846109 88 18128 SH SOLE 12228 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 355 4528 SH SOLE 4528 0 0 PLAINS EXPL& PRODTN CO COM 726505100 21205 497185 SH SOLE 411385 0 0 PLANTRONICS INC NEW COM 727493108 11403 283226 SH SOLE 253646 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 378 10359 SH SOLE 10359 0 0 PLEXUS CORP COM 729132100 773 22100 SH SOLE 14400 0 0 PMC-SIERRA INC COM 69344F106 2068 285965 SH SOLE 285965 0 0 PNC FINL SVCS GROUP INC COM 693475105 49460 766947 SH SOLE 693147 0 0 PNM RES INC COM 69349H107 6854 374511 SH SOLE 301011 0 0 POLARIS INDS INC COM 731068102 9180 127238 SH SOLE 127238 0 0 POLYCOM INC COM 73172K104 13904 729100 SH SOLE 729100 0 0 POLYONE CORP COM 73179P106 6779 470773 SH SOLE 340073 0 0 POLYPORE INTL INC COM 73179V103 420 11935 SH SOLE 11935 0 0 POOL CORPORATION COM 73278L105 1036 27673 SH SOLE 15273 0 0 POPULAR INC COM 733174106 18706 9124918 SH SOLE 9056618 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 8765 350866 SH SOLE 290193 0 0 POSCO SPONSORED ADR 693483109 318 3800 SH SOLE 3800 0 0 POST HLDGS INC COM 737446104 2760 83813 SH SOLE 83813 0 0 POST PPTYS INC COM 737464107 9493 202587 SH SOLE 168657 0 0 POTASH CORP SASK INC COM 73755L107 4245 92900 SH SOLE 92900 0 0 POTLATCH CORP NEW COM 737630103 10404 331968 SH SOLE 259610 0 0 POWER ONE INC NEW COM 73930R102 280 61600 SH SOLE 44700 0 0 PPG INDS INC COM 693506107 23151 241659 SH SOLE 200459 0 0 PPL CORP COM 69351T106 2609 92334 SH SOLE 92334 0 0 PPL CORP UNIT 99/99/9999S 69351T114 5655 105400 SH SOLE 105400 0 0 PPL CORP UNIT 99/99/9999 69351T601 10558 194300 SH SOLE 194300 0 0 PRAXAIR INC COM 74005P104 852 7434 SH SOLE 7434 0 0 PRECISION CASTPARTS CORP COM 740189105 1770 10238 SH SOLE 10238 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 1590 175923 SH SOLE 99823 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 7038 402630 SH SOLE 373830 0 0 PRICE T ROWE GROUP INC COM 74144T108 980 15000 SH SOLE 15000 0 0 PRICELINE COM INC COM NEW 741503403 4199 5852 SH SOLE 5852 0 0 PRICESMART INC COM 741511109 578 7939 SH SOLE 7939 0 0 PRIME ACQUISITION CORP SHS G72436101 4950 512908 SH SOLE 512908 0 0 PRIMERICA INC COM 74164M108 4946 196209 SH SOLE 176009 0 0 PRIMORIS SVCS CORP COM 74164F103 925 57614 SH SOLE 51514 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 1490 50478 SH SOLE 50478 0 0 PROASSURANCE CORP COM 74267C106 8241 93536 SH SOLE 65836 0 0 PROCERA NETWORKS INC COM NEW 74269U203 1848 82634 SH SOLE 77634 0 0 PROCTER & GAMBLE CO COM 742718109 129965 1933714 SH SOLE 1724914 0 0 PROGENICS PHARMACEUTICALS IN COM 743187106 199 20112 SH SOLE 14412 0 0 PROGRESS ENERGY INC COM 743263105 93578 1761974 SH SOLE 1761974 0 0 PROGRESSIVE CORP OHIO COM 743315103 1497 64600 SH SOLE 55500 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 40570 35705000 PRN SOLE 0 0 0 PROLOGIS INC COM 74340W103 7008 194556 SH SOLE 171875 0 0 PROS HOLDINGS INC COM 74346Y103 259 13871 SH SOLE 8371 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 379 34500 SH SOLE 27900 0 0 PROSPERITY BANCSHARES INC COM 743606105 6543 142855 SH SOLE 111655 0 0 PROTECTIVE LIFE CORP COM 743674103 37304 1259434 SH SOLE 1259434 0 0 PROVIDENT FINL SVCS INC COM 74386T105 7420 510635 SH SOLE 352846 0 0 PRUDENTIAL FINL INC COM 744320102 11012 173722 SH SOLE 117422 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 6965 106271 SH SOLE 79628 0 0 PSS WORLD MED INC COM 69366A100 2094 82653 SH SOLE 51853 0 0 PUBLIC STORAGE COM 74460D109 11486 83133 SH SOLE 75233 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 6332 206857 SH SOLE 194757 0 0 PULTE GROUP INC COM 745867101 11478 1296893 SH SOLE 1280993 0 0 PVH CORP COM 693656100 9470 106010 SH SOLE 106010 0 0 QEP RES INC COM 74733V100 3212 105300 SH SOLE 98100 0 0 QLOGIC CORP COM 747277101 15014 845408 SH SOLE 779408 0 0 QUAD / GRAPHICS INC COM CL A 747301109 171 12300 SH SOLE 12300 0 0 QUAKER CHEM CORP COM 747316107 229 5800 SH SOLE 5800 0 0 QUALCOMM INC COM 747525103 6759 99371 SH SOLE 99371 0 0 QUALITY DISTR INC FLA COM 74756M102 1939 140702 SH SOLE 134402 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 579 32852 SH SOLE 15200 0 0 QUANTUM CORP COM DSSG 747906204 2891 1103500 SH SOLE 711700 0 0 QUEST DIAGNOSTICS INC COM 74834L100 2367 38700 SH SOLE 38700 0 0 QUEST SOFTWARE INC COM 74834T103 11479 493294 SH SOLE 466702 0 0 QUESTAR CORP COM 748356102 4461 231632 SH SOLE 231632 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 3522 93628 SH SOLE 38474 0 0 QUICKLOGIC CORP COM 74837P108 37 13400 SH SOLE 5700 0 0 QUICKSILVER RESOURCES INC COM 74837R104 2691 533900 SH SOLE 533900 0 0 QUIDEL CORP COM 74838J101 276 15003 SH SOLE 9803 0 0 RACKSPACE HOSTING INC COM 750086100 658 11382 SH SOLE 11382 0 0 RADIAN GROUP INC COM 750236101 1723 396100 SH SOLE 255200 0 0 RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 12222 17875000 PRN SOLE 0 0 0 RADIOSHACK CORP COM 750438103 14012 2252761 SH SOLE 2127961 0 0 RADVISION LTD ORD M81869105 9919 847078 SH SOLE 847078 0 0 RAILAMERICA INC COM 750753402 248 11561 SH SOLE 4361 0 0 RALCORP HLDGS INC NEW COM 751028101 2669 36024 SH SOLE 36024 0 0 RALPH LAUREN CORP CL A 751212101 4801 27540 SH SOLE 27540 0 0 RAMBUS INC DEL NOTE 5.000% 6/1 750917AC0 14799 14725000 PRN SOLE 0 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 7538 616890 SH SOLE 398418 0 0 RANGE RES CORP COM 75281A109 2278 39184 SH SOLE 39184 0 0 RAVEN INDS INC COM 754212108 1206 19773 SH SOLE 5275 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1957 53565 SH SOLE 53565 0 0 RAYONIER INC COM 754907103 8865 201072 SH SOLE 201072 0 0 RAYTHEON CO COM NEW 755111507 28809 545825 SH SOLE 536125 0 0 RBC BEARINGS INC COM 75524B104 492 10666 SH SOLE 3066 0 0 REALNETWORKS INC COM NEW 75605L708 2092 210449 SH SOLE 148374 0 0 REALTY INCOME CORP COM 756109104 682 17600 SH SOLE 17600 0 0 RED HAT INC COM 756577102 15867 264942 SH SOLE 264942 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 1420 38187 SH SOLE 26987 0 0 REDWOOD TR INC COM 758075402 1749 156199 SH SOLE 109715 0 0 REGAL BELOIT CORP COM 758750103 6273 95700 SH SOLE 95700 0 0 REGAL ENTMT GROUP CL A 758766109 5176 380621 SH SOLE 380621 0 0 REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 257 10436 SH SOLE 10436 0 0 REGENERON PHARMACEUTICALS COM 75886F107 1395 11959 SH SOLE 11959 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 380 57668 SH SOLE 57668 0 0 REGIS CORP MINN COM 758932107 11153 605142 SH SOLE 477242 0 0 REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 22244 16600000 PRN SOLE 0 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 15445 259705 SH SOLE 259705 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 6891 122000 SH SOLE 122000 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 344 4549 SH SOLE 4549 0 0 RENT A CTR INC NEW COM 76009N100 5938 157308 SH SOLE 141108 0 0 RENTECH INC COM 760112102 195 93524 SH SOLE 53624 0 0 REPROS THERAPEUTICS INC *W EXP 02/08/201 76028H126 157 111718 SH SOLE 111718 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 783 158600 SH SOLE 129200 0 0 REPUBLIC SVCS INC COM 760759100 2525 82636 SH SOLE 82636 0 0 RESEARCH IN MOTION LTD COM 760975102 4769 324200 SH SOLE 324200 0 0 RESMED INC COM 761152107 1697 54900 SH SOLE 54900 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 6076 504691 SH SOLE 440491 0 0 REX AMERICAN RESOURCES CORP COM 761624105 227 7379 SH SOLE 4579 0 0 REX ENERGY CORPORATION COM 761565100 194 18151 SH SOLE 11851 0 0 REXAHN PHARMACEUTICALS INC COM 761640101 9 18100 SH SOLE 0 0 0 REYNOLDS AMERICAN INC COM 761713106 23348 563410 SH SOLE 495810 0 0 RICHARDSON ELECTRS LTD COM 763165107 176 14732 SH SOLE 9632 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 164 20405 SH SOLE 14705 0 0 RITE AID CORP COM 767754104 6799 3907621 SH SOLE 2525321 0 0 RITE AID CORP NOTE 8.500% 5/1 767754BU7 633 575000 PRN SOLE 0 0 0 RIVERBED TECHNOLOGY INC COM 768573107 432 15400 SH SOLE 15400 0 0 RLI CORP COM 749607107 2534 35368 SH SOLE 22968 0 0 ROBBINS & MYERS INC COM 770196103 352 6754 SH SOLE 6754 0 0 ROCK-TENN CO CL A 772739207 1849 27362 SH SOLE 27362 0 0 ROCKWELL AUTOMATION INC COM 773903109 3921 49200 SH SOLE 49200 0 0 ROCKWELL COLLINS INC COM 774341101 662 11500 SH SOLE 11500 0 0 ROCKWOOD HLDGS INC COM 774415103 8448 161998 SH SOLE 161998 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 671 16900 SH SOLE 16900 0 0 ROGERS CORP COM 775133101 223 5760 SH SOLE 3160 0 0 ROI ACQUISITION CORP UNIT 99/99/9999 74966A203 8820 882000 SH SOLE 882000 0 0 ROLLINS INC COM 775711104 789 37055 SH SOLE 8105 0 0 ROPER INDS INC NEW COM 776696106 416 4200 SH SOLE 4200 0 0 ROSETTA GENOMICS LTD SHS M82183118 124 316635 SH SOLE 316635 0 0 ROSETTA RESOURCES INC COM 777779307 1972 40440 SH SOLE 21740 0 0 ROSETTA STONE INC COM 777780107 120 11600 SH SOLE 2700 0 0 ROSS STORES INC COM 778296103 20067 345387 SH SOLE 345387 0 0 ROUSE PPTYS INC COM 779287101 365 26961 SH SOLE 26961 0 0 ROVI CORP COM 779376102 745 22900 SH SOLE 22900 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 13439 191626 SH SOLE 191626 0 0 ROYAL GOLD INC COM 780287108 1105 16948 SH SOLE 16948 0 0 ROYALE ENERGY INC COM NEW 78074G200 139 26690 SH SOLE 18890 0 0 ROYCE FOCUS TR COM 78080N108 1159 166581 SH SOLE 166581 0 0 RPC INC COM 749660106 6050 570171 SH SOLE 570171 0 0 RPM INTL INC COM 749685103 3453 131856 SH SOLE 131856 0 0 RSC HOLDINGS INC COM 74972L102 63018 2789654 SH SOLE 2758754 0 0 RTI BIOLOGICS INC COM 74975N105 134 36111 SH SOLE 21511 0 0 RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 16258 15900000 PRN SOLE 0 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 3215 289400 SH SOLE 203800 0 0 RUSH ENTERPRISES INC CL A 781846209 209 9865 SH SOLE 5965 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 125 16495 SH SOLE 11595 0 0 RYDER SYS INC COM 783549108 9424 178494 SH SOLE 178494 0 0 RYLAND GROUP INC COM 783764103 359 18600 SH SOLE 14900 0 0 SABA SOFTWARE INC COM NEW 784932600 159 16188 SH SOLE 13388 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 3028 184161 SH SOLE 120600 0 0 SAFE BULKERS INC COM Y7388L103 97 14504 SH SOLE 14504 0 0 SAFETY INS GROUP INC COM 78648T100 1937 46519 SH SOLE 30224 0 0 SAFEWAY INC COM NEW 786514208 12620 624454 SH SOLE 624454 0 0 SAIC INC COM 78390X101 31201 2363683 SH SOLE 2213283 0 0 SAKS INC COM 79377W108 2485 214032 SH SOLE 171632 0 0 SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 115078 61375000 PRN SOLE 0 0 0 SALIX PHARMACEUTICALS INC COM 795435106 404 7700 SH SOLE 7700 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 4480 180647 SH SOLE 180647 0 0 SANDERSON FARMS INC COM 800013104 3518 66345 SH SOLE 62945 0 0 SANDISK CORP COM 80004C101 2104 42419 SH SOLE 42419 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 19900 19850000 PRN SOLE 0 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 11483 9660000 PRN SOLE 0 0 0 SANDRIDGE ENERGY INC COM 80007P307 693 88526 SH SOLE 88526 0 0 SANGAMO BIOSCIENCES INC COM 800677106 84 17100 SH SOLE 7900 0 0 SANMINA SCI CORP COM NEW 800907206 1531 133700 SH SOLE 110300 0 0 SAPIENT CORP COM 803062108 502 40308 SH SOLE 12408 0 0 SARA LEE CORP COM 803111103 19633 911873 SH SOLE 849873 0 0 SASOL LTD SPONSORED ADR 803866300 968 19900 SH SOLE 19900 0 0 SAUER-DANFOSS INC COM 804137107 3358 71456 SH SOLE 14456 0 0 SAUL CTRS INC COM 804395101 250 6200 SH SOLE 1900 0 0 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 1268 1000000 PRN SOLE 0 0 0 SCHEIN HENRY INC COM 806407102 542 7164 SH SOLE 7164 0 0 SCHLUMBERGER LTD COM 806857108 7776 111200 SH SOLE 111200 0 0 SCHOLASTIC CORP COM 807066105 11920 337878 SH SOLE 233256 0 0 SCHULMAN A INC COM 808194104 10624 393202 SH SOLE 334927 0 0 SCHWAB CHARLES CORP NEW COM 808513105 24215 1685130 SH SOLE 1685130 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1372 19869 SH SOLE 13769 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 210 33274 SH SOLE 20974 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 190 16300 SH SOLE 10200 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 1666 168775 SH SOLE 118100 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1754 36025 SH SOLE 36025 0 0 SEACOAST BKG CORP FLA COM 811707306 26 14896 SH SOLE 9196 0 0 SEACOR HOLDINGS INC COM 811904101 30665 320157 SH SOLE 302557 0 0 SEACUBE CONTAINER LEASING LT SHS G79978105 185 10755 SH SOLE 7855 0 0 SEADRILL LIMITED SHS G7945E105 405 10791 SH SOLE 10791 0 0 SEALED AIR CORP NEW COM 81211K100 4808 248974 SH SOLE 238474 0 0 SEARS HLDGS CORP COM 812350106 6669 100658 SH SOLE 100658 0 0 SEATTLE GENETICS INC COM 812578102 463 22700 SH SOLE 4700 0 0 SEI INVESTMENTS CO COM 784117103 3149 152213 SH SOLE 152213 0 0 SELECT COMFORT CORP COM 81616X103 1506 46486 SH SOLE 12986 0 0 SELECT MED HLDGS CORP COM 81619Q105 558 72556 SH SOLE 62256 0 0 SEMPRA ENERGY COM 816851109 5023 83774 SH SOLE 83774 0 0 SEMTECH CORP COM 816850101 414 14532 SH SOLE 9432 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 5369 243500 SH SOLE 243500 0 0 SENOMYX INC COM 81724Q107 48 17400 SH SOLE 8600 0 0 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 733 21900 SH SOLE 21900 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 4621 121600 SH SOLE 73500 0 0 SERACARE LIFE SCIENCES INC D COM 81747T104 2149 539851 SH SOLE 539851 0 0 SERVICE CORP INTL COM 817565104 26939 2392495 SH SOLE 2271195 0 0 SHAW GROUP INC COM 820280105 14605 460586 SH SOLE 460586 0 0 SHERWIN WILLIAMS CO COM 824348106 7720 71045 SH SOLE 71045 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 424 5500 SH SOLE 5500 0 0 SHORETEL INC COM 825211105 211 37200 SH SOLE 0 0 0 SHUFFLE MASTER INC COM 825549108 280 15900 SH SOLE 11200 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 1093 17340 SH SOLE 9840 0 0 SIGNATURE BK NEW YORK N Y *W EXP 12/12/201 82669G112 11636 291180 SH SOLE 291180 0 0 SIGNET JEWELERS LIMITED SHS G81276100 9323 197182 SH SOLE 197182 0 0 SILICON GRAPHICS INTL CORP COM 82706L108 139 14321 SH SOLE 2721 0 0 SIMON PPTY GROUP INC NEW COM 828806109 36349 249510 SH SOLE 230210 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 7624 236390 SH SOLE 183790 0 0 SINA CORP ORD G81477104 507 7800 SH SOLE 7800 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 4512 407935 SH SOLE 238435 0 0 SINOHUB INC COM 82935L101 264 479687 SH SOLE 479687 0 0 SIRIUS XM RADIO INC COM 82967N108 363 156983 SH SOLE 156983 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 573 11127 SH SOLE 6200 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 1298 27755 SH SOLE 7655 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 7485 538100 SH SOLE 368700 0 0 SKILLED HEALTHCARE GROUP INC CL A 83066R107 4971 648900 SH SOLE 472300 0 0 SKYWEST INC COM 830879102 1133 102500 SH SOLE 100300 0 0 SL GREEN RLTY CORP COM 78440X101 1287 16600 SH SOLE 16600 0 0 SLM CORP COM 78442P106 19274 1222952 SH SOLE 1060852 0 0 SM ENERGY CO COM 78454L100 5694 80461 SH SOLE 80461 0 0 SMART BALANCE INC COM 83169Y108 213 32215 SH SOLE 21615 0 0 SMITH & WESSON HLDG CORP COM 831756101 377 48600 SH SOLE 39400 0 0 SMITH A O COM 831865209 1634 36349 SH SOLE 36349 0 0 SMITH MICRO SOFTWARE INC COM 832154108 236 101100 SH SOLE 64800 0 0 SMITHFIELD FOODS INC COM 832248108 8408 381641 SH SOLE 381641 0 0 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 50131 43975000 PRN SOLE 0 0 0 SMUCKER J M CO COM NEW 832696405 7366 90535 SH SOLE 90535 0 0 SNAP ON INC COM 833034101 3774 61901 SH SOLE 61901 0 0 SNYDERS-LANCE INC COM 833551104 480 18574 SH SOLE 12274 0 0 SOHU COM INC COM 83408W103 15072 273200 SH SOLE 273200 0 0 SOLAR CAP LTD COM 83413U100 3308 149891 SH SOLE 119691 0 0 SOLARWINDS INC COM 83416B109 1411 36498 SH SOLE 35898 0 0 SOLERA HOLDINGS INC COM 83421A104 2134 46500 SH SOLE 46500 0 0 SOLITARIO EXPL & RTY CORP COM 8342EP107 95 68640 SH SOLE 68640 0 0 SOLTA MED INC COM 83438K103 34 11271 SH SOLE 11271 0 0 SOLUTIA INC COM NEW 834376501 65922 2359416 SH SOLE 2359416 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 1647 91937 SH SOLE 55437 0 0 SONIC AUTOMOTIVE INC NOTE 5.000%10/0 83545GAQ5 40153 26330000 PRN SOLE 0 0 0 SONOCO PRODS CO COM 835495102 402 12100 SH SOLE 12100 0 0 SONOSITE INC NOTE 3.750% 7/1 83568GAA2 5249 3700000 PRN SOLE 0 0 0 SONUS NETWORKS INC COM 835916107 319 109900 SH SOLE 56900 0 0 SOTHEBYS COM 835898107 11959 303988 SH SOLE 267388 0 0 SOTHEBYS NOTE 3.125% 6/1 835898AC1 8371 6572000 PRN SOLE 0 0 0 SOURCE CAP INC COM 836144105 333 6287 SH SOLE 6287 0 0 SOURCEFIRE INC COM 83616T108 402 8344 SH SOLE 4544 0 0 SOUTH JERSEY INDS INC COM 838518108 350 6985 SH SOLE 5085 0 0 SOUTHERN CO COM 842587107 16977 377847 SH SOLE 377847 0 0 SOUTHERN COPPER CORP COM 84265V105 1974 62243 SH SOLE 51833 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 225 10200 SH SOLE 6700 0 0 SOUTHWEST AIRLS CO COM 844741108 3503 425122 SH SOLE 425122 0 0 SOUTHWESTERN ENERGY CO COM 845467109 3223 105332 SH SOLE 105332 0 0 SOVRAN SELF STORAGE INC COM 84610H108 6797 136394 SH SOLE 107788 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 1072 1105000 PRN SOLE 0 0 0 SPARTECH CORP COM NEW 847220209 87 17800 SH SOLE 17800 0 0 SPECTRA ENERGY CORP COM 847560109 3157 100076 SH SOLE 100076 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 268 8397 SH SOLE 8397 0 0 SPECTRANETICS CORP COM 84760C107 143 13786 SH SOLE 8486 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 832 23789 SH SOLE 12489 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 995 78760 SH SOLE 16960 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 758 30986 SH SOLE 30986 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 9153 3211441 SH SOLE 2827941 0 0 SPX CORP COM 784635104 8471 109260 SH SOLE 109260 0 0 ST JUDE MED INC COM 790849103 8033 181300 SH SOLE 167500 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 258 23828 SH SOLE 15028 0 0 STAGE STORES INC COM NEW 85254C305 415 25541 SH SOLE 23741 0 0 STAMPS COM INC COM NEW 852857200 290 10385 SH SOLE 6085 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 422 16300 SH SOLE 4900 0 0 STANDARD MTR PRODS INC COM 853666105 2646 149158 SH SOLE 146058 0 0 STANDEX INTL CORP COM 854231107 241 5860 SH SOLE 3560 0 0 STANLEY BLACK & DECKER INC COM 854502101 2497 32450 SH SOLE 30450 0 0 STAPLES INC COM 855030102 5049 312030 SH SOLE 293030 0 0 STAR SCIENTIFIC INC COM 85517P101 239 72755 SH SOLE 51655 0 0 STARBUCKS CORP COM 855244109 11149 199490 SH SOLE 199490 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 440 7800 SH SOLE 7800 0 0 STARWOOD PPTY TR INC COM 85571B105 2171 103300 SH SOLE 78400 0 0 STATE STR CORP COM 857477103 10879 239091 SH SOLE 239091 0 0 STEC INC COM 784774101 743 78700 SH SOLE 75100 0 0 STEEL DYNAMICS INC COM 858119100 28704 1974140 SH SOLE 1974140 0 0 STEELCASE INC CL A 858155203 3599 374898 SH SOLE 246598 0 0 STEINER LEISURE LTD ORD P8744Y102 620 12700 SH SOLE 6600 0 0 STEPAN CO COM 858586100 337 3842 SH SOLE 2442 0 0 STERICYCLE INC COM 858912108 2183 26105 SH SOLE 26105 0 0 STERIS CORP COM 859152100 8041 254301 SH SOLE 212401 0 0 STERLITE INDS INDIA LTD ADS 859737207 219 25600 SH SOLE 19000 0 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 14416 15275000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC CL A 860370105 4807 791900 SH SOLE 528600 0 0 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 25 25000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 438 450000 PRN SOLE 0 0 0 STEWART INFORMATION SVCS COR NOTE 6.000%10/1 860372AB7 14344 11250000 PRN SOLE 0 0 0 STILLWATER MNG CO COM 86074Q102 825 65255 SH SOLE 65255 0 0 STILLWATER MNG CO NOTE 1.875% 3/1 86074QAF9 2030 2000000 PRN SOLE 0 0 0 STONE ENERGY CORP COM 861642106 4571 159895 SH SOLE 89140 0 0 STR HLDGS INC COM 78478V100 1575 325500 SH SOLE 233400 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 5070 770556 SH SOLE 710956 0 0 STRAYER ED INC COM 863236105 1301 13800 SH SOLE 6600 0 0 STRYKER CORP COM 863667101 626 11277 SH SOLE 11277 0 0 STURM RUGER & CO INC COM 864159108 9583 195172 SH SOLE 84811 0 0 SUN COMMUNITIES INC COM 866674104 1693 39066 SH SOLE 19293 0 0 SUN HYDRAULICS CORP COM 866942105 2326 88933 SH SOLE 21033 0 0 SUN LIFE FINL INC COM 866796105 1438 60700 SH SOLE 60700 0 0 SUNCOR ENERGY INC NEW COM 867224107 536 16400 SH SOLE 16400 0 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 330 8736 SH SOLE 8736 0 0 SUNPOWER CORP COM 867652406 98 15299 SH SOLE 15299 0 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 1461 1550000 PRN SOLE 0 0 0 SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 900 1000000 PRN SOLE 0 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 478 75600 SH SOLE 14600 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 3578 367348 SH SOLE 337473 0 0 SUPER MICRO COMPUTER INC COM 86800U104 246 14081 SH SOLE 9581 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 19747 749129 SH SOLE 747477 0 0 SUPERIOR INDS INTL INC COM 868168105 3546 181468 SH SOLE 123104 0 0 SUPERMEDIA INC COM 868447103 171 71600 SH SOLE 71600 0 0 SUPERVALU INC COM 868536103 8444 1478880 SH SOLE 1478880 0 0 SUPPORT COM INC COM 86858W101 70 22200 SH SOLE 12700 0 0 SUREWEST COMMUNICATIONS COM 868733106 14778 655330 SH SOLE 653430 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 6668 674892 SH SOLE 561492 0 0 SUSSER HLDGS CORP COM 869233106 357 13918 SH SOLE 9118 0 0 SVB FINL GROUP COM 78486Q101 2451 38088 SH SOLE 29988 0 0 SWIFT ENERGY CO COM 870738101 5056 174162 SH SOLE 164562 0 0 SXC HEALTH SOLUTIONS CORP COM 78505P100 2222 29644 SH SOLE 29644 0 0 SYCAMORE NETWORKS INC COM NEW 871206405 1692 95400 SH SOLE 68200 0 0 SYKES ENTERPRISES INC COM 871237103 5156 326300 SH SOLE 231900 0 0 SYMANTEC CORP COM 871503108 20692 1106500 SH SOLE 1065100 0 0 SYMETRA FINL CORP COM 87151Q106 2393 207523 SH SOLE 165523 0 0 SYMMETRY MED INC COM 871546206 685 96934 SH SOLE 75034 0 0 SYNAPTICS INC COM 87157D109 1699 46526 SH SOLE 15726 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 356 11143 SH SOLE 7543 0 0 SYNERGETICS USA INC COM 87160G107 100 15353 SH SOLE 10153 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 634 59100 SH SOLE 35500 0 0 SYNOPSYS INC COM 871607107 9218 300638 SH SOLE 300638 0 0 SYNOVUS FINL CORP COM 87161C105 1012 493456 SH SOLE 493456 0 0 SYSCO CORP COM 871829107 5261 176179 SH SOLE 176179 0 0 SYSTEMAX INC COM 871851101 218 12945 SH SOLE 10745 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 13100 857306 SH SOLE 506306 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 7930 515448 SH SOLE 449248 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 18251 11775000 PRN SOLE 0 0 0 TALBOTS INC COM 874161102 6973 2301343 SH SOLE 2301343 0 0 TALEO CORP CL A 87424N104 42718 930067 SH SOLE 920267 0 0 TALISMAN ENERGY INC COM 87425E103 140 11100 SH SOLE 11100 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 8909 299651 SH SOLE 268157 0 0 TANGOE INC COM 87582Y108 3743 198990 SH SOLE 198990 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 325 7849 SH SOLE 7849 0 0 TARGACEPT INC COM 87611R306 335 65400 SH SOLE 40000 0 0 TARGET CORP COM 87612E106 29566 507389 SH SOLE 436689 0 0 TASER INTL INC COM 87651B104 421 97064 SH SOLE 86964 0 0 TATA MTRS LTD SPONSORED ADR 876568502 9065 336100 SH SOLE 232200 0 0 TAUBMAN CTRS INC COM 876664103 1586 21742 SH SOLE 21742 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 239 5319 SH SOLE 5319 0 0 TE CONNECTIVITY LTD REG SHS H84989104 32045 871969 SH SOLE 817269 0 0 TEAM HEALTH HOLDINGS INC COM 87817A107 462 22486 SH SOLE 15286 0 0 TEAM INC COM 878155100 368 11899 SH SOLE 6699 0 0 TECH DATA CORP COM 878237106 23609 435103 SH SOLE 403512 0 0 TECK RESOURCES LTD CL B 878742204 218 6100 SH SOLE 6100 0 0 TECO ENERGY INC COM 872375100 307 17465 SH SOLE 17465 0 0 TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 291 7425 SH SOLE 7425 0 0 TELECOMMUNICATION SYS INC CL A 87929J103 67 24200 SH SOLE 0 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1202 19066 SH SOLE 19066 0 0 TELEFLEX INC COM 879369106 3585 58626 SH SOLE 57626 0 0 TELENAV INC COM 879455103 3482 495994 SH SOLE 337894 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 6345 274082 SH SOLE 274082 0 0 TELESTONE TECHNOLOGIES CORP COM 87953J102 457 141858 SH SOLE 141858 0 0 TELETECH HOLDINGS INC COM 879939106 2009 124774 SH SOLE 78200 0 0 TELLABS INC COM 879664100 25590 6318468 SH SOLE 6265368 0 0 TEMPUR PEDIC INTL INC COM 88023U101 747 8849 SH SOLE 8849 0 0 TENARIS S A SPONSORED ADR 88031M109 248 6500 SH SOLE 6500 0 0 TENET HEALTHCARE CORP COM 88033G100 3608 679400 SH SOLE 666400 0 0 TENNANT CO COM 880345103 414 9415 SH SOLE 7362 0 0 TENNECO INC COM 880349105 539 14500 SH SOLE 9600 0 0 TERADATA CORP DEL COM 88076W103 6746 98982 SH SOLE 98982 0 0 TERADYNE INC COM 880770102 2011 119085 SH SOLE 119085 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 51352 32424000 PRN SOLE 0 0 0 TESCO CORP COM 88157K101 512 36100 SH SOLE 0 0 0 TESORO CORP COM 881609101 3288 122506 SH SOLE 122506 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 1277 74035 SH SOLE 55600 0 0 TETRA TECH INC NEW COM 88162G103 609 23117 SH SOLE 23117 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 2291 243200 SH SOLE 121800 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 802 23165 SH SOLE 13465 0 0 TEXAS CAPITAL BANCSHARES INC *W EXP 01/16/201 88224Q115 945 43503 SH SOLE 43503 0 0 TEXAS INSTRS INC COM 882508104 1259 37467 SH SOLE 37467 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 45983 21425000 PRN SOLE 0 0 0 THERAVANCE INC COM 88338T104 255 13100 SH SOLE 0 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1196 21207 SH SOLE 21207 0 0 THOMAS & BETTS CORP COM 884315102 18151 252417 SH SOLE 252417 0 0 THOMPSON CREEK METALS CO INC COM 884768102 324 47900 SH SOLE 47900 0 0 THOR INDS INC COM 885160101 931 29500 SH SOLE 29500 0 0 THORATEC CORP COM NEW 885175307 15510 460112 SH SOLE 446512 0 0 THQ INC COM NEW 872443403 226 402900 SH SOLE 218000 0 0 THQ INC NOTE 5.000% 8/1 872443AB2 2790 5650000 PRN SOLE 0 0 0 TIBCO SOFTWARE INC COM 88632Q103 10245 335893 SH SOLE 335893 0 0 TICC CAPITAL CORP COM 87244T109 543 55759 SH SOLE 34159 0 0 TIDEWATER INC COM 886423102 880 16298 SH SOLE 16298 0 0 TIFFANY & CO NEW COM 886547108 9404 136039 SH SOLE 136039 0 0 TIM HORTONS INC COM 88706M103 731 13650 SH SOLE 13650 0 0 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 13854 429446 SH SOLE 262601 0 0 TIME WARNER CABLE INC COM 88732J207 26526 325477 SH SOLE 305177 0 0 TIME WARNER INC COM NEW 887317303 26497 701896 SH SOLE 625196 0 0 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 3109 2500000 PRN SOLE 0 0 0 TIMKEN CO COM 887389104 29261 576687 SH SOLE 576687 0 0 TITAN MACHY INC COM 88830R101 205 7271 SH SOLE 3971 0 0 TITANIUM METALS CORP COM NEW 888339207 1022 75400 SH SOLE 75400 0 0 TIVO INC COM 888706108 247 20568 SH SOLE 15068 0 0 TJX COS INC NEW COM 872540109 5873 147888 SH SOLE 147888 0 0 TORCHMARK CORP COM 891027104 6239 125147 SH SOLE 106747 0 0 TOTAL SYS SVCS INC COM 891906109 15033 651643 SH SOLE 609443 0 0 TOWER GROUP INC COM 891777104 3957 176400 SH SOLE 107300 0 0 TOWERS WATSON & CO CL A 891894107 9607 145404 SH SOLE 145404 0 0 TOWERSTREAM CORP COM 892000100 483 101600 SH SOLE 97000 0 0 TOWN SPORTS INTL HLDGS INC COM 89214A102 243 19240 SH SOLE 13540 0 0 TPC GROUP INC COM 89236Y104 12421 280957 SH SOLE 216157 0 0 TRACTOR SUPPLY CO COM 892356106 4175 46107 SH SOLE 46107 0 0 TRANSCANADA CORP COM 89353D107 667 15500 SH SOLE 15500 0 0 TRANSCEND SERVICES INC COM NEW 893929208 14675 499986 SH SOLE 495786 0 0 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10913 0 0 TRUE RELIGION APPAREL INC COM 89784N104 3834 139923 SH SOLE 71323 0 0 TRUEBLUE INC COM 89785X101 879 49171 SH SOLE 31080 0 0 TRUNKBOW INTL HLDGS LTD COM 89818A102 266 155847 SH SOLE 155847 0 0 TRUSTMARK CORP COM 898402102 449 17983 SH SOLE 12583 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 5263 113300 SH SOLE 113300 0 0 TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 18007 10275000 PRN SOLE 0 0 0 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 9444 8775000 PRN SOLE 0 0 0 TUPPERWARE BRANDS CORP COM 899896104 30204 475655 SH SOLE 475655 0 0 TUTOR PERINI CORP COM 901109108 1544 99078 SH SOLE 99078 0 0 TW TELECOM INC COM 87311L104 679 30650 SH SOLE 30650 0 0 TWIN DISC INC COM 901476101 221 8479 SH SOLE 4879 0 0 TYCO INTERNATIONAL LTD SHS H89128104 35357 629357 SH SOLE 604457 0 0 TYLER TECHNOLOGIES INC COM 902252105 1062 27637 SH SOLE 9737 0 0 TYSON FOODS INC CL A 902494103 38703 2021027 SH SOLE 1946327 0 0 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 34988 28075000 PRN SOLE 0 0 0 U S AIRWAYS GROUP INC COM 90341W108 2009 264700 SH SOLE 177200 0 0 U S G CORP COM NEW 903293405 375 21800 SH SOLE 21800 0 0 UBS AG SHS NEW H89231338 2449 174700 SH SOLE 174700 0 0 UDR INC COM 902653104 211 7900 SH SOLE 7900 0 0 UGI CORP NEW COM 902681105 2974 109145 SH SOLE 109145 0 0 UIL HLDG CORP COM 902748102 273 7847 SH SOLE 7847 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 13613 146550 SH SOLE 130450 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 253 3459 SH SOLE 2559 0 0 ULTRA PETROLEUM CORP COM 903914109 1066 47100 SH SOLE 47100 0 0 ULTRATECH INC COM 904034105 458 15812 SH SOLE 5212 0 0 UMB FINL CORP COM 902788108 4268 95400 SH SOLE 64400 0 0 UMPQUA HLDGS CORP COM 904214103 4922 362977 SH SOLE 250477 0 0 UNDER ARMOUR INC CL A 904311107 1198 12741 SH SOLE 12741 0 0 UNI PIXEL INC COM NEW 904572203 255 47344 SH SOLE 47344 0 0 UNIFIRST CORP MASS COM 904708104 1176 19100 SH SOLE 12700 0 0 UNION DRILLING INC COM 90653P105 82 14800 SH SOLE 10600 0 0 UNION PAC CORP COM 907818108 8883 82651 SH SOLE 82651 0 0 UNISOURCE ENERGY CORP COM 909205106 3950 108004 SH SOLE 63158 0 0 UNISYS CORP COM NEW 909214306 7790 395044 SH SOLE 285465 0 0 UNIT CORP COM 909218109 7443 174061 SH SOLE 171461 0 0 UNITED BANKSHARES INC WEST V COM 909907107 637 22079 SH SOLE 15679 0 0 UNITED CONTL HLDGS INC COM 910047109 5326 247700 SH SOLE 247700 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 219 89400 SH SOLE 89400 0 0 UNITED ONLINE INC COM 911268100 3942 806206 SH SOLE 654986 0 0 UNITED PARCEL SERVICE INC CL B 911312106 6826 84558 SH SOLE 69458 0 0 UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 53040 13600000 PRN SOLE 0 0 0 UNITED STATES STL CORP NEW COM 912909108 23546 801700 SH SOLE 699300 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 72597 61134000 PRN SOLE 0 0 0 UNITED STATIONERS INC COM 913004107 271 8720 SH SOLE 5220 0 0 UNITED TECHNOLOGIES CORP COM 913017109 35629 429575 SH SOLE 380175 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 3396 72050 SH SOLE 72050 0 0 UNITEDHEALTH GROUP INC COM 91324P102 26407 448026 SH SOLE 413626 0 0 UNIVERSAL AMERN CORP NEW COM 91338E101 362 33617 SH SOLE 23517 0 0 UNIVERSAL BUSINESS PMT SOL A COM 913384103 6617 1150848 SH SOLE 1150848 0 0 UNIVERSAL BUSINESS PMT SOL A *W EXP 05/09/201 913384111 398 1150848 SH SOLE 1150848 0 0 UNIVERSAL CORP VA COM 913456109 1927 41345 SH SOLE 28892 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 6825 186841 SH SOLE 186841 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 462 11658 SH SOLE 7053 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 12886 307458 SH SOLE 307458 0 0 UNIVERSAL STAINLESS & ALLOY COM 913837100 211 4948 SH SOLE 2648 0 0 UNIVERSAL TECHNICAL INST INC COM 913915104 1229 93200 SH SOLE 47200 0 0 UNUM GROUP COM 91529Y106 49619 2026926 SH SOLE 1894726 0 0 URANERZ ENERGY CORP COM 91688T104 64 25200 SH SOLE 14800 0 0 UROPLASTY INC COM NEW 917277204 54 17900 SH SOLE 11800 0 0 URS CORP NEW COM 903236107 34706 816219 SH SOLE 813219 0 0 URSTADT BIDDLE PPTYS INS CL A 917286205 3379 171196 SH SOLE 102615 0 0 US BANCORP DEL COM NEW 902973304 6062 191354 SH SOLE 184454 0 0 USA MOBILITY INC COM 90341G103 4297 308488 SH SOLE 179410 0 0 USANA HEALTH SCIENCES INC COM 90328M107 791 21200 SH SOLE 9000 0 0 USEC INC COM 90333E108 1785 1684164 SH SOLE 1491464 0 0 UTSTARCOM HOLDINGS CORP USD ORD SHS G9310A106 335 231100 SH SOLE 231100 0 0 V F CORP COM 918204108 3804 26057 SH SOLE 26057 0 0 VAALCO ENERGY INC COM NEW 91851C201 16433 1738962 SH SOLE 1244028 0 0 VALE S A ADR 91912E105 1239 53100 SH SOLE 53100 0 0 VALE S A ADR REPSTG PFD 91912E204 21762 959100 SH SOLE 528800 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 354 6600 SH SOLE 6600 0 0 VALERO ENERGY CORP NEW COM 91913Y100 36304 1408760 SH SOLE 1385260 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 3886 125569 SH SOLE 125569 0 0 VALLEY NATL BANCORP *W EXP 11/14/201 919794131 184 116185 SH SOLE 116185 0 0 VALSPAR CORP COM 920355104 1217 25200 SH SOLE 25200 0 0 VALUECLICK INC COM 92046N102 3226 163409 SH SOLE 155809 0 0 VALUEVISION MEDIA INC CL A 92047K107 37 18000 SH SOLE 18000 0 0 VARIAN MED SYS INC COM 92220P105 764 11072 SH SOLE 11072 0 0 VECTOR GROUP LTD COM 92240M108 967 54574 SH SOLE 34224 0 0 VECTOR GROUP LTD DBCV 6/1 92240MAL2 1079 959000 PRN SOLE 0 0 0 VECTOR GROUP LTD FRNT 11/1 92240MAS7 29436 22470000 PRN SOLE 0 0 0 VEECO INSTRS INC DEL COM 922417100 692 24200 SH SOLE 18000 0 0 VENOCO INC COM 92275P307 36906 3404593 SH SOLE 3404593 0 0 VENTAS INC COM 92276F100 10926 191346 SH SOLE 175546 0 0 VERIFONE SYS INC COM 92342Y109 13415 258620 SH SOLE 258620 0 0 VERIFONE SYS INC NOTE 1.375% 6/1 92342YAB5 3589 3000000 PRN SOLE 0 0 0 VERISIGN INC COM 92343E102 5919 154394 SH SOLE 154394 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 74332 57959000 PRN SOLE 0 0 0 VERISK ANALYTICS INC CL A 92345Y106 2403 51152 SH SOLE 51152 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 72169 1887749 SH SOLE 1665749 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 5509 134329 SH SOLE 134329 0 0 VIACOM INC NEW CL B 92553P201 20474 431398 SH SOLE 408398 0 0 VIAD CORP COM NEW 92552R406 2476 127443 SH SOLE 91648 0 0 VICAL INC COM 925602104 1832 538820 SH SOLE 308420 0 0 VIEWPOINT FINL GROUP INC MD COM 92672A101 326 21201 SH SOLE 12501 0 0 VIRGIN MEDIA INC COM 92769L101 1389 55600 SH SOLE 55600 0 0 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 28351 18500000 PRN SOLE 0 0 0 VIRGINIA COMM BANCORP INC COM 92778Q109 186 21236 SH SOLE 13936 0 0 VIRNETX HLDG CORP COM 92823T108 933 39000 SH SOLE 10500 0 0 VIROPHARMA INC COM 928241108 20622 685785 SH SOLE 642585 0 0 VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 28531 16600000 PRN SOLE 0 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 406 4734 SH SOLE 2834 0 0 VISA INC COM CL A 92826C839 32754 277573 SH SOLE 256373 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 28850 2372547 SH SOLE 2243621 0 0 VISTA GOLD CORP COM NEW 927926303 179 57001 SH SOLE 34501 0 0 VITAMIN SHOPPE INC COM 92849E101 585 13221 SH SOLE 8621 0 0 VITESSE SEMICONDUCTOR CORP COM NEW 928497304 937 251853 SH SOLE 251853 0 0 VIVUS INC COM 928551100 1129 50487 SH SOLE 30387 0 0 VMWARE INC CL A COM 928563402 826 7355 SH SOLE 7355 0 0 VONAGE HLDGS CORP COM 92886T201 74 33614 SH SOLE 33614 0 0 VORNADO RLTY TR SH BEN INT 929042109 6394 75942 SH SOLE 66942 0 0 VOXX INTL CORP CL A 91829F104 153 11300 SH SOLE 6800 0 0 W & T OFFSHORE INC COM 92922P106 10603 503002 SH SOLE 409102 0 0 WABCO HLDGS INC COM 92927K102 15293 252853 SH SOLE 252853 0 0 WABTEC CORP COM 929740108 2422 32140 SH SOLE 32140 0 0 WADDELL & REED FINL INC CL A 930059100 2910 89800 SH SOLE 89800 0 0 WAL MART STORES INC COM 931142103 134239 2193446 SH SOLE 1955846 0 0 WALGREEN CO COM 931422109 22829 681654 SH SOLE 645454 0 0 WALTER ENERGY INC COM 93317Q105 12844 216928 SH SOLE 216928 0 0 WALTER INVT MGMT CORP COM 93317W102 329 14586 SH SOLE 8969 0 0 WARNACO GROUP INC COM NEW 934390402 19222 329138 SH SOLE 310538 0 0 WARNER CHILCOTT PLC IRELAND SHS A G94368100 26494 1576100 SH SOLE 1369400 0 0 WASHINGTON FED INC COM 938824109 2693 160100 SH SOLE 131800 0 0 WASHINGTON POST CO CL B 939640108 4796 12837 SH SOLE 12337 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 2965 99838 SH SOLE 59687 0 0 WASTE CONNECTIONS INC COM 941053100 739 22729 SH SOLE 22729 0 0 WASTE MGMT INC DEL COM 94106L109 12093 345919 SH SOLE 308919 0 0 WATERS CORP COM 941848103 3168 34189 SH SOLE 34189 0 0 WATSON PHARMACEUTICALS INC COM 942683103 16102 240115 SH SOLE 240115 0 0 WAVE SYSTEMS CORP COM NEW 943526301 19 10100 SH SOLE 0 0 0 WD-40 CO COM 929236107 561 12378 SH SOLE 6378 0 0 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 2977 197300 SH SOLE 197300 0 0 WEB COM GROUP INC COM 94733A104 220 15212 SH SOLE 11712 0 0 WEBMD HEALTH CORP COM 94770V102 2193 85718 SH SOLE 85718 0 0 WEBSENSE INC COM 947684106 416 19744 SH SOLE 13900 0 0 WEBSTER FINL CORP CONN COM 947890109 11686 515502 SH SOLE 397302 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 5392 69851 SH SOLE 69851 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 400 488 SH CALL SOLE 0 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 1533 58000 SH SOLE 58000 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 14184 197331 SH SOLE 147331 0 0 WELLPOINT INC COM 94973V107 88649 1201205 SH SOLE 1083505 0 0 WELLS FARGO & CO NEW COM 949746101 53343 1562492 SH SOLE 1352292 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 3405 3050 SH SOLE 3050 0 0 WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 908 59959 SH SOLE 59959 0 0 WENDYS CO COM 95058W100 56 11159 SH SOLE 11159 0 0 WERNER ENTERPRISES INC COM 950755108 8855 356200 SH SOLE 336933 0 0 WESBANCO INC COM 950810101 311 15452 SH SOLE 10952 0 0 WESCO INTL INC COM 95082P105 357 5459 SH SOLE 5459 0 0 WEST COAST BANCORP ORE NEW COM NEW 952145209 235 12428 SH SOLE 10228 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 281 6600 SH SOLE 3900 0 0 WEST PHARMACEUTICAL SVSC INC SDCV 4.000% 3/1 955306AA3 2805 3000000 PRN SOLE 0 0 0 WESTELL TECHNOLOGIES INC CL A 957541105 79 33900 SH SOLE 19600 0 0 WESTERN ASSET GLOBAL CP DEFI COM 95790C107 2005 103989 SH SOLE 103989 0 0 WESTERN ASSET INCOME FD COM 95766T100 743 51045 SH SOLE 51045 0 0 WESTERN DIGITAL CORP COM 958102105 89310 2157765 SH SOLE 2038165 0 0 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 359 7781 SH SOLE 7781 0 0 WESTERN REFNG INC COM 959319104 1314 69830 SH SOLE 35430 0 0 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 101925 53822000 PRN SOLE 0 0 0 WESTERN UN CO COM 959802109 424 24100 SH SOLE 24100 0 0 WESTPORT INNOVATIONS INC COM NEW 960908309 1514 37000 SH SOLE 37000 0 0 WET SEAL INC CL A 961840105 10939 3170800 SH SOLE 2334000 0 0 WEYERHAEUSER CO COM 962166104 6183 282059 SH SOLE 260459 0 0 WGL HLDGS INC COM 92924F106 2498 61386 SH SOLE 37568 0 0 WHIRLPOOL CORP COM 963320106 9631 125300 SH SOLE 123600 0 0 WHITING PETE CORP NEW COM 966387102 4692 86400 SH SOLE 86400 0 0 WHITING PETE CORP NEW PERP PFD CONV 966387201 772 2865 SH SOLE 2865 0 0 WHOLE FOODS MKT INC COM 966837106 2727 32776 SH SOLE 32776 0 0 WILLBROS GROUP INC DEL COM 969203108 1671 515600 SH SOLE 391400 0 0 WILLIAMS CLAYTON ENERGY INC COM 969490101 1064 13400 SH SOLE 7100 0 0 WILLIAMS COS INC DEL COM 969457100 17521 568687 SH SOLE 547487 0 0 WILLIAMS PARTNERS L P COM UNIT L P 96950F104 627 11080 SH SOLE 11080 0 0 WILLIAMS SONOMA INC COM 969904101 13780 367650 SH SOLE 367650 0 0 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 206 5900 SH SOLE 5900 0 0 WINDSTREAM CORP COM 97381W104 9978 852068 SH SOLE 852068 0 0 WINNEBAGO INDS INC COM 974637100 368 37500 SH SOLE 37500 0 0 WINTHROP RLTY TR SH BEN INT NEW 976391300 1531 132100 SH SOLE 85900 0 0 WINTRUST FINANCIAL CORP *W EXP 12/19/201 97650W157 8774 499929 SH SOLE 499929 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 706 64166 SH SOLE 21966 0 0 WISCONSIN ENERGY CORP COM 976657106 4235 120373 SH SOLE 120373 0 0 WISDOMTREE INVTS INC COM 97717P104 334 39915 SH SOLE 23915 0 0 WMS INDS INC COM 929297109 1439 60625 SH SOLE 58125 0 0 WOLVERINE WORLD WIDE INC COM 978097103 2682 72127 SH SOLE 72127 0 0 WORLD ACCEP CORP DEL COM 981419104 1554 25366 SH SOLE 6166 0 0 WORLD FUEL SVCS CORP COM 981475106 1884 45952 SH SOLE 45952 0 0 WORTHINGTON INDS INC COM 981811102 7921 412977 SH SOLE 405761 0 0 WPX ENERGY INC COM 98212B103 1784 99067 SH SOLE 99067 0 0 WRIGHT MED GROUP INC COM 98235T107 2551 132016 SH SOLE 129916 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 36235 779073 SH SOLE 779073 0 0 WYNN RESORTS LTD COM 983134107 15243 122058 SH SOLE 112158 0 0 XCEL ENERGY INC COM 98389B100 2184 82524 SH SOLE 82524 0 0 XENOPORT INC COM 98411C100 594 132100 SH SOLE 94200 0 0 XEROX CORP COM 984121103 1067 132091 SH SOLE 132091 0 0 XILINX INC COM 983919101 849 23310 SH SOLE 23310 0 0 XILINX INC SDCV 3.125% 3/1 983919AD3 65312 51225000 PRN SOLE 0 0 0 XPO LOGISTICS INC COM 983793100 4094 243703 SH SOLE 243703 0 0 X-RITE INC COM 983857103 103 22592 SH SOLE 8192 0 0 XYRATEX LTD COM G98268108 9851 619200 SH SOLE 441500 0 0 YAHOO INC COM 984332106 9479 622800 SH SOLE 622800 0 0 YAMANA GOLD INC COM 98462Y100 864 55300 SH SOLE 55300 0 0 YM BIOSCIENCES INC COM 984238105 587 315856 SH SOLE 315856 0 0 YUM BRANDS INC COM 988498101 7750 108875 SH SOLE 108875 0 0 ZAGG INC COM 98884U108 199 18720 SH SOLE 10220 0 0 ZALE CORP NEW COM 988858106 67 21800 SH SOLE 14700 0 0 ZALICUS INC COM 98887C105 57 47100 SH SOLE 29600 0 0 ZIMMER HLDGS INC COM 98956P102 32063 498809 SH SOLE 438509 0 0 ZIOPHARM ONCOLOGY INC COM 98973P101 147 27300 SH SOLE 15600 0 0 ZIX CORP COM 98974P100 69 23800 SH SOLE 14200 0 0 ZOLL MED CORP COM 989922109 76828 829412 SH SOLE 816412 0 0 ZUMIEZ INC COM 989817101 284 7857 SH SOLE 5557 0 0 ZYGO CORP COM 989855101 239 12226 SH SOLE 7926 0 0 ZYNGA INC CL A 98986T108 4166 316800 SH SOLE 316800 0 0