0001085146-12-001099.txt : 20120814 0001085146-12-001099.hdr.sgml : 20120814 20120814144330 ACCESSION NUMBER: 0001085146-12-001099 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120814 DATE AS OF CHANGE: 20120814 EFFECTIVENESS DATE: 20120814 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: 121031991 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 aqr2q2012.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: June 30, 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 August 14, 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: 2294 Form 13F Information Table Value Total: $18,533,755 (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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3-D SYS CORP DEL COM NEW 88554D205 4168 122073 SH SOLE 114273 0 0 3M CO COM 88579Y101 22547 251643 SH SOLE 206143 0 0 8X8 INC NEW COM 282914100 222 52952 SH SOLE 33952 0 0 AAR CORP NOTE 1.750% 2/0 000361AH8 2541 2560000 PRN SOLE 0 0 0 AASTROM BIOSCIENCES INC COM NEW 00253U305 35 16500 SH SOLE 16500 0 0 ABBOTT LABS COM 002824100 83240 1291137 SH SOLE 1137837 0 0 ABERCROMBIE & FITCH CO CL A 002896207 1796 52612 SH SOLE 52612 0 0 ABIOMED INC COM 003654100 1324 58010 SH SOLE 26410 0 0 ABM INDS INC COM 000957100 350 17900 SH SOLE 17900 0 0 ABOVENET INC COM 00374N107 37760 449524 SH SOLE 446524 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 447 11998 SH SOLE 11098 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 567 24472 SH SOLE 14693 0 0 ACCELRYS INC COM 00430U103 95 11700 SH SOLE 7200 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 62547 1040894 SH SOLE 942594 0 0 ACCO BRANDS CORP COM 00081T108 8368 809314 SH SOLE 730614 0 0 ACE LTD SHS H0023R105 60418 815025 SH SOLE 715425 0 0 ACHILLION PHARMACEUTICALS IN COM 00448Q201 233 37545 SH SOLE 22945 0 0 ACI WORLDWIDE INC COM 004498101 1508 34103 SH SOLE 24922 0 0 ACME PACKET INC COM 004764106 1069 57300 SH SOLE 57300 0 0 ACORDA THERAPEUTICS INC COM 00484M106 213 9061 SH SOLE 361 0 0 ACTIVISION BLIZZARD INC COM 00507V109 17386 1450044 SH SOLE 1450044 0 0 ACTUANT CORP CL A NEW 00508X203 1811 66668 SH SOLE 66668 0 0 ACTUATE CORP COM 00508B102 426 61530 SH SOLE 20230 0 0 ACUITY BRANDS INC COM 00508Y102 9072 178200 SH SOLE 152600 0 0 ACXIOM CORP COM 005125109 4021 266107 SH SOLE 227257 0 0 ADA ES INC COM 005208103 207 8175 SH SOLE 4475 0 0 ADTRAN INC COM 00738A106 251 8300 SH SOLE 8300 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 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346427 SH SOLE 346427 0 0 COST PLUS INC CALIF COM 221485105 3366 152996 SH SOLE 152996 0 0 COSTAR GROUP INC COM 22160N109 236 2908 SH SOLE 2208 0 0 COSTCO WHSL CORP NEW COM 22160K105 29049 305776 SH SOLE 305776 0 0 COUSINS PPTYS INC COM 222795106 115 14800 SH SOLE 14800 0 0 COVANCE INC COM 222816100 6244 130500 SH SOLE 122600 0 0 COVENTRY HEALTH CARE INC COM 222862104 2274 71530 SH SOLE 71530 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 736 11715 SH SOLE 8715 0 0 CRANE CO COM 224399105 12647 347630 SH SOLE 347630 0 0 CREDICORP LTD COM G2519Y108 2694 21400 SH SOLE 13600 0 0 CREDO PETE CORP COM PAR $0.10 225439207 1256 86796 SH SOLE 86796 0 0 CREE INC COM 225447101 258 10059 SH SOLE 10059 0 0 CRESTWOOD MIDSTREAM PRTNERS COM UNITS REPSTG 226372100 252 9734 SH SOLE 9734 0 0 CROCS INC COM 227046109 14592 903500 SH SOLE 881700 0 0 CROSSTEX ENERGY INC COM 22765Y104 3359 239903 SH SOLE 207803 0 0 CROSSTEX ENERGY L P COM 22765U102 344 20970 SH SOLE 20970 0 0 CROWN CASTLE INTL CORP COM 228227104 933 15900 SH SOLE 15900 0 0 CROWN HOLDINGS INC COM 228368106 11796 342002 SH SOLE 342002 0 0 CSG SYS INTL INC COM 126349109 3482 201527 SH SOLE 159030 0 0 CSX CORP COM 126408103 7093 317232 SH SOLE 317232 0 0 CUBESMART COM 229663109 5443 466396 SH SOLE 410841 0 0 CUBIC CORP COM 229669106 4292 89260 SH SOLE 57158 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 5420 142974 SH SOLE 124274 0 0 CULLEN FROST BANKERS INC COM 229899109 2114 36765 SH SOLE 36765 0 0 CUMMINS INC COM 231021106 43960 453620 SH SOLE 407120 0 0 CURIS INC COM 231269101 356 65947 SH SOLE 41147 0 0 CURTISS WRIGHT CORP COM 231561101 920 29641 SH SOLE 24741 0 0 CVB FINL CORP COM 126600105 1193 102441 SH SOLE 61682 0 0 CVD EQUIPMENT CORP COM 126601103 233 18115 SH SOLE 11415 0 0 CVR ENERGY INC COM 12662P108 1740 65462 SH SOLE 34262 0 0 CVS CAREMARK CORPORATION COM 126650100 73293 1568442 SH SOLE 1404142 0 0 CYBERONICS INC COM 23251P102 342 7611 SH SOLE 4600 0 0 CYMER INC COM 232572107 401 6800 SH SOLE 4500 0 0 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29380T105 4791 116535 SH SOLE 83063 0 0 ENTROPIC COMMUNICATIONS INC COM 29384R105 638 113200 SH SOLE 66800 0 0 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 4146 4075000 PRN SOLE 0 0 0 EOG RES INC COM 26875P101 453 5032 SH SOLE 5032 0 0 EPOCH HOLDING CORP COM 29428R103 215 9429 SH SOLE 5329 0 0 EQT CORP COM 26884L109 2575 48020 SH SOLE 48020 0 0 EQUIFAX INC COM 294429105 3884 83346 SH SOLE 83346 0 0 EQUINIX INC COM NEW 29444U502 1060 6036 SH SOLE 6036 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 102847 46775000 PRN SOLE 0 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 7302 105869 SH SOLE 92831 0 0 EQUITY ONE COM 294752100 314 14800 SH SOLE 14800 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 12059 193371 SH SOLE 177671 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 20540 2570706 SH SOLE 2570706 0 0 ESSEX PPTY TR INC COM 297178105 1758 11422 SH SOLE 11422 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 3438 172494 SH SOLE 78994 0 0 EURONET WORLDWIDE INC COM 298736109 465 27143 SH SOLE 19143 0 0 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515098101 4879 94342 SH SOLE 94342 0 0 LAS VEGAS SANDS CORP COM 517834107 10070 231554 SH SOLE 231554 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 4611 158220 SH SOLE 152887 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 580 153950 SH SOLE 79550 0 0 LAUDER ESTEE COS INC CL A 518439104 10538 194713 SH SOLE 190013 0 0 LAYNE CHRISTENSEN CO COM 521050104 1246 60200 SH SOLE 23200 0 0 LDK SOLAR CO LTD NOTE 4.750% 4/1 50183LAD9 678 1000000 PRN SOLE 0 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 215 33506 SH SOLE 33506 0 0 LEAPFROG ENTERPRISES INC CL A 52186N106 1196 116554 SH SOLE 44554 0 0 LEAR CORP COM NEW 521865204 2173 57600 SH SOLE 57600 0 0 LEGG MASON INC COM 524901105 3117 118200 SH SOLE 118200 0 0 LEGGETT & PLATT INC COM 524660107 435 20600 SH SOLE 20600 0 0 LENDER PROCESSING SVCS INC COM 52602E102 17192 680080 SH SOLE 680080 0 0 LENNAR CORP CL A 526057104 1093 35362 SH SOLE 35362 0 0 LENNAR CORP CL B 526057302 1049 43667 SH SOLE 43667 0 0 LENNOX INTL INC COM 526107107 354 7600 SH 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3148 116767 SH SOLE 116067 0 0 MEDTRONIC INC COM 585055106 10144 261911 SH SOLE 234911 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 8790 8725000 PRN SOLE 0 0 0 MELA SCIENCES INC COM 55277R100 95 29200 SH SOLE 19800 0 0 MEMC ELECTR MATLS INC COM 552715104 1409 649247 SH SOLE 649247 0 0 MENTOR GRAPHICS CORP COM 587200106 7736 515731 SH SOLE 477031 0 0 MERCK & CO INC NEW COM 58933Y105 87310 2091268 SH SOLE 1839368 0 0 MERCURY GENL CORP NEW COM 589400100 1046 25100 SH SOLE 15500 0 0 MERGE HEALTHCARE INC COM 589499102 133 46546 SH SOLE 30746 0 0 MERITAGE HOMES CORP COM 59001A102 472 13900 SH SOLE 9000 0 0 MERITOR INC COM 59001K100 3798 727638 SH SOLE 510238 0 0 METALICO INC COM 591176102 177 80600 SH SOLE 80600 0 0 METHODE ELECTRS INC COM 591520200 590 69300 SH SOLE 69300 0 0 METLIFE INC COM 59156R108 725 23500 SH SOLE 23500 0 0 METLIFE INC UNIT 99/99/9999 59156R116 17025 275370 SH SOLE 275370 0 0 METROPCS COMMUNICATIONS INC COM 591708102 6047 999448 SH SOLE 955048 0 0 METROPOLITAN HEALTH NETWORKS COM 592142103 291 30404 SH SOLE 20004 0 0 MFA FINANCIAL INC COM 55272X102 4065 515229 SH SOLE 427399 0 0 MGE ENERGY INC COM 55277P104 2227 47078 SH SOLE 33378 0 0 MGIC INVT CORP WIS COM 552848103 969 336400 SH SOLE 183500 0 0 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 16205 23700000 PRN SOLE 0 0 0 MGM RESORTS INTERNATIONAL COM 552953101 5994 537072 SH SOLE 490572 0 0 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 10290 10125000 PRN SOLE 0 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 649 15500 SH SOLE 15500 0 0 MICREL INC COM 594793101 443 46500 SH SOLE 19200 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 969 29296 SH SOLE 29296 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 46994 37520000 PRN SOLE 0 0 0 MICRON TECHNOLOGY INC COM 595112103 7914 1254127 SH SOLE 1254127 0 0 MICRONETICS INC DEL COM 595125105 2490 169156 SH SOLE 169156 0 0 MICROS SYS INC COM 594901100 9386 183326 SH SOLE 183326 0 0 MICROSOFT CORP COM 594918104 146831 4799965 SH SOLE 4396465 0 0 MICROSTRATEGY INC CL A NEW 594972408 508 3911 SH SOLE 2734 0 0 MICROVISION INC DEL COM NEW 594960304 119 73935 SH SOLE 73935 0 0 MID-AMER APT CMNTYS INC COM 59522J103 1477 21649 SH SOLE 14900 0 0 MIDDLEBY CORP COM 596278101 596 5980 SH SOLE 3680 0 0 MIDWAY GOLD CORP COM 598153104 72 51817 SH SOLE 31317 0 0 MILLER ENERGY RES INC COM 600527105 62 12400 SH SOLE 5300 0 0 MILLER INDS INC TENN COM NEW 600551204 182 11412 SH SOLE 7912 0 0 MINE SAFETY APPLIANCES CO COM 602720104 574 14261 SH SOLE 10361 0 0 MINERALS TECHNOLOGIES INC COM 603158106 11472 179876 SH SOLE 139059 0 0 MINES MGMT INC COM 603432105 26 19104 SH SOLE 19104 0 0 MISSION WEST PPTYS INC COM 605203108 108 12554 SH SOLE 8154 0 0 MISTRAS GROUP INC COM 60649T107 380 14442 SH SOLE 9142 0 0 MITCHAM INDS INC COM 606501104 190 11189 SH SOLE 5889 0 0 MITEK SYS INC COM NEW 606710200 62 15900 SH SOLE 15900 0 0 MKS INSTRUMENT INC COM 55306N104 30024 1037813 SH SOLE 995113 0 0 MODINE MFG CO COM 607828100 2791 402795 SH SOLE 255695 0 0 MOHAWK INDS INC COM 608190104 505 7228 SH SOLE 7228 0 0 MOLEX INC COM 608554101 1184 49469 SH SOLE 49469 0 0 MOLINA HEALTHCARE INC COM 60855R100 305 12981 SH SOLE 9481 0 0 MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 8168 7375000 PRN SOLE 0 0 0 MOLSON COORS BREWING CO CL B 60871R209 285 6859 SH SOLE 6859 0 0 MOLYCORP INC DEL COM 608753109 2632 122141 SH SOLE 122141 0 0 MOLYCORP INC DEL COM 608753109 1835 971 SH CALL SOLE 0 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 8294 613484 SH SOLE 480884 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 169 14400 SH SOLE 8600 0 0 MONOLITHIC PWR SYS INC COM 609839105 425 21400 SH SOLE 10300 0 0 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 634 37788 SH SOLE 13388 0 0 MONRO MUFFLER BRAKE INC COM 610236101 768 23098 SH SOLE 15798 0 0 MONSANTO CO NEW COM 61166W101 48829 589864 SH SOLE 534264 0 0 MONSTER BEVERAGE CORP COM 611740101 48155 676338 SH SOLE 676338 0 0 MONTGOMERY STR INCOME SECS I COM 614115103 464 28968 SH SOLE 28968 0 0 MONTPELIER RE HOLDINGS LTD SHS 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SOLE 18803 0 0 MYLAN INC COM 628530107 212 9900 SH SOLE 9900 0 0 MYR GROUP INC DEL COM 55405W104 691 40500 SH SOLE 6600 0 0 MYRIAD GENETICS INC COM 62855J104 7194 302635 SH SOLE 302635 0 0 NABORS INDUSTRIES LTD SHS G6359F103 18735 1301017 SH SOLE 1062017 0 0 NACCO INDS INC CL A 629579103 8864 76246 SH SOLE 52608 0 0 NANOMETRICS INC COM 630077105 199 12925 SH SOLE 9425 0 0 NASDAQ OMX GROUP INC COM 631103108 277 12235 SH SOLE 12235 0 0 NASH FINCH CO COM 631158102 6443 299950 SH SOLE 221776 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 13236 10750000 PRN SOLE 0 0 0 NATIONAL FUEL GAS CO N J COM 636180101 362 7700 SH SOLE 7700 0 0 NATIONAL HEALTH INVS INC COM 63633D104 3628 71240 SH SOLE 53601 0 0 NATIONAL OILWELL VARCO INC COM 637071101 19658 305059 SH SOLE 287859 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 9533 996137 SH SOLE 628637 0 0 NATIONAL PRESTO INDS INC COM 637215104 593 8500 SH SOLE 5000 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 3764 133058 SH SOLE 106785 0 0 NATUS MEDICAL INC DEL COM 639050103 743 63900 SH SOLE 54100 0 0 NAUTILUS MARINE ACQUISIT COR SHS Y6255E101 9144 931200 SH SOLE 931200 0 0 NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 565 151838 SH SOLE 46538 0 0 NAVIGANT CONSULTING INC COM 63935N107 2311 182806 SH SOLE 179006 0 0 NAVIGATORS GROUP INC COM 638904102 284 5683 SH SOLE 1800 0 0 NAVISTAR INTL CORP NEW COM 63934E108 24675 869751 SH SOLE 869751 0 0 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 14555 15525000 PRN SOLE 0 0 0 NBT BANCORP INC COM 628778102 6884 318831 SH SOLE 224331 0 0 NCR CORP NEW COM 62886E108 11235 494295 SH SOLE 494295 0 0 NEENAH PAPER INC COM 640079109 4298 161043 SH SOLE 122843 0 0 NEKTAR THERAPEUTICS NOTE 3.250% 9/2 640268AH1 1008 1000000 PRN SOLE 0 0 0 NELNET INC CL A 64031N108 10473 455344 SH SOLE 290398 0 0 NEOSTEM INC COM NEW 640650305 190 388000 SH SOLE 388000 0 0 NETAPP INC COM 64110D104 4452 139900 SH SOLE 139900 0 0 NETAPP INC 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255487 SH SOLE 227087 0 0 NORTHEAST UTILS COM 664397106 1419 36557 SH SOLE 36557 0 0 NORTHERN TR CORP COM 665859104 520 11306 SH SOLE 11306 0 0 NORTHGATE MINERALS CORP NOTE 3.500%10/0 666416AB8 5553 5100000 PRN SOLE 0 0 0 NORTHROP GRUMMAN CORP COM 666807102 89364 1400907 SH SOLE 1374807 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 757 144925 SH SOLE 144925 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 2108 180056 SH SOLE 108527 0 0 NORTHWEST NAT GAS CO COM 667655104 460 9660 SH SOLE 7760 0 0 NORTHWESTERN CORP COM NEW 668074305 13506 368002 SH SOLE 353738 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 286 114900 SH SOLE 107800 0 0 NTELOS HLDGS CORP COM NEW 67020Q305 219 11600 SH SOLE 8550 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 3170 67597 SH SOLE 45397 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 592 24855 SH SOLE 24855 0 0 NUCOR CORP COM 670346105 2167 57177 SH SOLE 57177 0 0 NUSTAR ENERGY LP UNIT COM 67058H102 244 4526 SH SOLE 4526 0 0 NUVASIVE INC COM 670704105 3715 146500 SH SOLE 146500 0 0 NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM102 2374 199486 SH SOLE 199486 0 0 NUVEEN EQUITY PREM & GROWTH COM 6706EW100 1076 84152 SH SOLE 84152 0 0 NUVEEN EQUITY PREM ADV FD COM 6706ET107 2099 174644 SH SOLE 174644 0 0 NUVEEN EQUITY PREM INCOME FD COM 6706ER101 2341 193504 SH SOLE 193504 0 0 NUVEEN QUALITY PFD INC FD 3 COM 67072W101 335 39246 SH SOLE 39246 0 0 NUVEEN QUALITY PFD INCOME FD COM 67071S101 528 63413 SH SOLE 63413 0 0 NUVEEN QUALITY PFD INCOME FD COM 67072C105 2074 230466 SH SOLE 230466 0 0 NUVEEN TX ADV TOTAL RET STRG COM 67090H102 359 35601 SH SOLE 35601 0 0 NV ENERGY INC COM 67073Y106 8297 471982 SH SOLE 471982 0 0 NVE CORP COM NEW 629445206 204 3800 SH SOLE 2400 0 0 NVIDIA CORP COM 67066G104 15934 1153000 SH SOLE 1153000 0 0 NVR INC COM 62944T105 1618 1903 SH SOLE 1903 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 17137 204573 SH SOLE 198273 0 0 OASIS PETE INC NEW COM 674215108 615 25430 SH SOLE 12230 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 28311 330075 SH SOLE 290975 0 0 OCEANEERING INTL INC COM 675232102 7912 165314 SH SOLE 165314 0 0 OCLARO INC COM NEW 67555N206 1582 520552 SH SOLE 479352 0 0 OCWEN FINL CORP COM NEW 675746309 276 14719 SH SOLE 11019 0 0 ODYSSEY MARINE EXPLORATION I COM 676118102 188 50200 SH SOLE 26100 0 0 OFFICEMAX INC DEL COM 67622P101 428 84600 SH SOLE 34100 0 0 OGE ENERGY CORP COM 670837103 6766 130642 SH SOLE 130642 0 0 OIL STS INTL INC COM 678026105 1451 21925 SH SOLE 21925 0 0 OLD DOMINION FGHT LINES INC COM 679580100 3403 78607 SH SOLE 76607 0 0 OLD NATL BANCORP IND COM 680033107 2379 198058 SH SOLE 115758 0 0 OLD REP INTL CORP COM 680223104 1013 122200 SH SOLE 122200 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 1288 57233 SH SOLE 17284 0 0 OMEGA PROTEIN CORP COM 68210P107 880 119538 SH SOLE 110838 0 0 OMEROS CORP COM 682143102 744 74422 SH SOLE 74422 0 0 OMNICARE INC COM 681904108 46182 1478758 SH SOLE 1406958 0 0 OMNICARE INC NOTE 3.750%12/1 681904AN8 14381 10905000 PRN SOLE 0 0 0 OMNICELL INC COM 68213N109 189 12888 SH SOLE 7588 0 0 OMNICOM GROUP INC COM 681919106 4296 88400 SH SOLE 88400 0 0 ON ASSIGNMENT INC COM 682159108 374 23421 SH SOLE 14321 0 0 ON SEMICONDUCTOR CORP COM 682189105 5426 764167 SH SOLE 764167 0 0 ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD7 1978 1750000 PRN SOLE 0 0 0 ONCOTHYREON INC COM 682324108 152 32559 SH SOLE 20359 0 0 ONEBEACON INSURANCE GROUP LT CL A G67742109 330 25361 SH SOLE 15061 0 0 ONEOK INC NEW COM 682680103 7715 182346 SH SOLE 182346 0 0 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 327 6078 SH SOLE 6078 0 0 ONYX PHARMACEUTICALS INC COM 683399109 7160 107745 SH SOLE 107745 0 0 ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 912 500000 PRN SOLE 0 0 0 OPKO HEALTH INC COM 68375N103 517 112382 SH SOLE 70882 0 0 OPLINK COMMUNICATIONS INC COM NEW 68375Q403 4911 363000 SH SOLE 251400 0 0 OPNET TECHNOLOGIES INC COM 683757108 617 23206 SH SOLE 3006 0 0 OPNEXT INC COM 68375V105 2206 1751097 SH SOLE 1599697 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 267 17216 SH SOLE 11416 0 0 ORACLE CORP COM 68389X105 33837 1139290 SH SOLE 1083190 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 349 31084 SH SOLE 19584 0 0 ORBITAL SCIENCES CORP COM 685564106 1795 138955 SH SOLE 131255 0 0 ORCKIT COMMUNICATIONS LTD SHS NEW M7531S206 5 18585 SH SOLE 18585 0 0 OREXIGEN THERAPEUTICS INC COM 686164104 831 150000 SH SOLE 50600 0 0 ORIENTAL FINL GROUP INC COM 68618W100 1000 90250 SH SOLE 60200 0 0 ORIENT-EXPRESS HOTELS LTD CL A G67743107 872 104200 SH SOLE 29700 0 0 ORION MARINE GROUP INC COM 68628V308 2100 301700 SH SOLE 225800 0 0 ORITANI FINL CORP DEL COM 68633D103 2283 158660 SH SOLE 108560 0 0 ORTHOFIX INTL N V COM N6748L102 1126 27300 SH SOLE 16900 0 0 OSI SYSTEMS INC COM 671044105 829 13084 SH SOLE 8384 0 0 OTTER TAIL CORP COM 689648103 3186 139315 SH SOLE 105615 0 0 OWENS & MINOR INC NEW COM 690732102 1122 36616 SH SOLE 34416 0 0 OWENS CORNING NEW COM 690742101 4227 148108 SH SOLE 148108 0 0 OWENS ILL INC COM NEW 690768403 21014 1096180 SH SOLE 1013480 0 0 OXFORD INDS INC COM 691497309 4168 93240 SH SOLE 77840 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 40072 778557 SH SOLE 742257 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 3323 95400 SH SOLE 68800 0 0 PACCAR INC COM 693718108 1528 39000 SH SOLE 39000 0 0 PACER INTL INC TENN COM 69373H106 5390 994536 SH SOLE 653600 0 0 PACIFIC ETHANOL INC COM NEW 69423U206 87 245000 SH SOLE 245000 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 484 264500 SH SOLE 203200 0 0 PACKAGING CORP AMER COM 695156109 1655 58600 SH SOLE 58600 0 0 PACWEST BANCORP DEL COM 695263103 5256 222037 SH SOLE 145037 0 0 PAIN THERAPEUTICS INC COM 69562K100 345 73600 SH SOLE 47100 0 0 PALL CORP COM 696429307 12716 232004 SH SOLE 232004 0 0 PAN AMERICAN SILVER CORP COM 697900108 17806 1054253 SH SOLE 1054253 0 0 PANDORA MEDIA INC COM 698354107 239 22000 SH SOLE 22000 0 0 PANERA BREAD CO CL A 69840W108 8746 62723 SH SOLE 62723 0 0 PAPA JOHNS INTL INC COM 698813102 3311 69612 SH SOLE 40712 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 620 17153 SH SOLE 9120 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 1263 48812 SH SOLE 25100 0 0 PARK NATL CORP COM 700658107 279 4000 SH SOLE 2900 0 0 PARKER DRILLING CO COM 701081101 9732 2157876 SH SOLE 1767376 0 0 PARKER HANNIFIN CORP COM 701094104 22969 298762 SH SOLE 266662 0 0 PARKWAY PPTYS INC COM 70159Q104 336 29370 SH SOLE 11020 0 0 PATRIOT COAL CORP COM 70336T104 9307 7628357 SH SOLE 7490339 0 0 PATRIOT COAL CORP NOTE 3.250% 5/3 70336TAA2 5225 19000000 PRN SOLE 0 0 0 PATTERSON COMPANIES INC COM 703395103 3128 90753 SH SOLE 90753 0 0 PATTERSON UTI ENERGY INC COM 703481101 7325 503066 SH SOLE 503066 0 0 PAYCHEX INC COM 704326107 634 20185 SH SOLE 20185 0 0 PDF SOLUTIONS INC COM 693282105 148 14954 SH SOLE 12254 0 0 PDL BIOPHARMA INC COM 69329Y104 29286 4417133 SH SOLE 3297358 0 0 PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAE4 7097 6125000 PRN SOLE 0 0 0 PEABODY ENERGY CORP COM 704549104 3299 134539 SH SOLE 134539 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 2811 120578 SH SOLE 116378 0 0 PEETS COFFEE & TEA INC COM 705560100 866 14427 SH SOLE 7527 0 0 PENN NATL GAMING INC COM 707569109 5832 130784 SH SOLE 130784 0 0 PENN VA CORP COM 707882106 11195 1525249 SH SOLE 1257849 0 0 PENN WEST PETE LTD NEW COM 707887105 1795 134066 SH SOLE 134066 0 0 PENNANTPARK INVT CORP COM 708062104 1854 179169 SH SOLE 179169 0 0 PENNEY J C INC COM 708160106 1223 52448 SH SOLE 52448 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 10215 681908 SH SOLE 580808 0 0 PENTAIR INC COM 709631105 781 20400 SH SOLE 20400 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 898 77336 SH SOLE 77336 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 11797 1191590 SH SOLE 1191590 0 0 PEPCO HOLDINGS INC COM 713291102 405 20719 SH SOLE 20719 0 0 PEPSICO INC COM 713448108 59029 835389 SH SOLE 751489 0 0 PERKINELMER INC COM 714046109 2605 100979 SH SOLE 100979 0 0 PERRIGO CO COM 714290103 2871 24347 SH SOLE 24347 0 0 PETMED EXPRESS INC COM 716382106 1364 112200 SH SOLE 32000 0 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 5411 41900 SH SOLE 41900 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 12222 673765 SH SOLE 355765 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2594 138200 SH SOLE 138200 0 0 PETROLEUM & RES CORP COM 716549100 2391 99784 SH SOLE 99784 0 0 PETROQUEST ENERGY INC COM 716748108 1313 262590 SH SOLE 212390 0 0 PETSMART INC COM 716768106 28504 418076 SH SOLE 418076 0 0 PFIZER INC COM 717081103 132588 5764704 SH SOLE 5150804 0 0 PG&E CORP COM 69331C108 3755 82949 SH SOLE 82949 0 0 PHARMACYCLICS INC COM 716933106 3562 65219 SH SOLE 32219 0 0 PHARMERICA CORP COM 71714F104 3126 286241 SH SOLE 257441 0 0 PHH CORP COM NEW 693320202 362 20735 SH SOLE 16535 0 0 PHH CORP NOTE 6.000% 6/1 693320AQ6 5993 3725000 PRN SOLE 0 0 0 PHILIP MORRIS INTL INC COM 718172109 94462 1082534 SH SOLE 966434 0 0 PHILLIPS 66 COM 718546104 2383 71700 SH SOLE 71700 0 0 PHOENIX COS INC NEW COM 71902E109 1111 600300 SH SOLE 517000 0 0 PHOTRONICS INC COM 719405102 2758 452137 SH SOLE 390837 0 0 PHOTRONICS INC NOTE 5.500%10/0 719405AF9 5775 4000000 PRN SOLE 0 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1490 86600 SH SOLE 86600 0 0 PIER 1 IMPORTS INC COM 720279108 2621 159548 SH SOLE 101848 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 400 55922 SH SOLE 29822 0 0 PINNACLE ENTMT INC COM 723456109 352 36600 SH SOLE 36600 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 3648 186984 SH SOLE 170384 0 0 PINNACLE WEST CAP CORP COM 723484101 8124 157025 SH SOLE 157025 0 0 PIONEER NAT RES CO COM 723787107 396 4490 SH SOLE 4490 0 0 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 3966 2675000 PRN SOLE 0 0 0 PIPER JAFFRAY COS COM 724078100 1031 44000 SH SOLE 15700 0 0 PITNEY BOWES INC COM 724479100 5581 372800 SH SOLE 365200 0 0 PIZZA INN HOLDINGS INC COM 725846109 49 18128 SH SOLE 12228 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 326 4028 SH SOLE 4028 0 0 PLAINS EXPL& PRODTN CO COM 726505100 23859 678185 SH SOLE 615285 0 0 PLANTRONICS INC NEW COM 727493108 10231 306326 SH SOLE 273446 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 1881 49359 SH SOLE 27859 0 0 PLEXUS CORP COM 729132100 533 18900 SH SOLE 11200 0 0 PLUM CREEK TIMBER CO INC COM 729251108 953 24000 SH SOLE 24000 0 0 PLX TECHNOLOGY INC COM 693417107 16866 2656124 SH SOLE 2656124 0 0 PMC-SIERRA INC COM 69344F106 2083 339171 SH SOLE 333471 0 0 PNC FINL SVCS GROUP INC COM 693475105 44886 734506 SH SOLE 660706 0 0 PNM RES INC COM 69349H107 7660 392011 SH SOLE 314711 0 0 POLARIS INDS INC COM 731068102 10553 147638 SH SOLE 147638 0 0 POLYCOM INC COM 73172K104 13672 1299600 SH SOLE 1299600 0 0 POLYONE CORP COM 73179P106 4667 341173 SH SOLE 312573 0 0 POLYPORE INTL INC COM 73179V103 413 10235 SH SOLE 10235 0 0 POOL CORPORATION COM 73278L105 1492 36873 SH SOLE 18273 0 0 POPULAR INC COM NEW 733174700 14888 896346 SH SOLE 896346 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 9429 353666 SH SOLE 292993 0 0 POSCO SPONSORED ADR 693483109 531 6600 SH SOLE 6600 0 0 POST HLDGS INC COM 737446104 2749 89400 SH SOLE 67200 0 0 POST PPTYS INC COM 737464107 8331 170189 SH SOLE 148239 0 0 POTLATCH CORP NEW COM 737630103 11341 355068 SH SOLE 277810 0 0 POWER ONE INC NEW COM 73930R102 76 16900 SH SOLE 0 0 0 POZEN INC COM 73941U102 395 63300 SH SOLE 39400 0 0 PPG INDS INC COM 693506107 30675 289059 SH SOLE 244959 0 0 PPL CORP COM 69351T106 481 17287 SH SOLE 17287 0 0 PPL CORP UNIT 99/99/9999S 69351T114 8137 152100 SH SOLE 152100 0 0 PPL CORP UNIT 99/99/9999 69351T601 18056 337750 SH SOLE 337750 0 0 PRAXAIR INC COM 74005P104 895 8234 SH SOLE 8234 0 0 PRECISION CASTPARTS CORP COM 740189105 4020 24438 SH SOLE 24438 0 0 PRECISION DRILLING CORP COM 2010 74022D308 4994 732300 SH SOLE 732300 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 1192 142023 SH SOLE 84023 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 3559 225100 SH SOLE 167500 0 0 PRICELINE COM INC COM NEW 741503403 5094 7665 SH SOLE 7665 0 0 PRICESMART INC COM 741511109 536 7939 SH SOLE 7939 0 0 PRIME ACQUISITION CORP SHS G72436101 4950 512908 SH SOLE 512908 0 0 PRIMERICA INC COM 74164M108 7899 295499 SH SOLE 237199 0 0 PRIMORIS SVCS CORP COM 74164F103 691 57614 SH SOLE 51514 0 0 PROASSURANCE CORP COM 74267C106 7531 84527 SH SOLE 68527 0 0 PROCERA NETWORKS INC COM NEW 74269U203 358 14734 SH SOLE 9734 0 0 PROCTER & GAMBLE CO COM 742718109 123812 2021420 SH SOLE 1806120 0 0 PROGENICS PHARMACEUTICALS IN COM 743187106 197 20112 SH SOLE 14412 0 0 PROGRESS ENERGY INC COM 743263105 103034 1712375 SH SOLE 1712375 0 0 PROGRESS SOFTWARE CORP COM 743312100 268 12850 SH SOLE 9350 0 0 PROGRESSIVE CORP OHIO COM 743315103 237 11400 SH SOLE 11400 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 39409 35705000 PRN SOLE 0 0 0 PROLOGIS INC COM 74340W103 9109 274118 SH SOLE 251437 0 0 PROS HOLDINGS INC COM 74346Y103 233 13871 SH SOLE 8371 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 620 54400 SH SOLE 41400 0 0 PROSPERITY BANCSHARES INC COM 743606105 5844 139053 SH SOLE 112953 0 0 PROTECTIVE LIFE CORP COM 743674103 33688 1145475 SH SOLE 1122675 0 0 PROVIDENT FINL SVCS INC COM 74386T105 7298 475435 SH SOLE 303546 0 0 PRUDENTIAL FINL INC COM 744320102 20849 430500 SH SOLE 399800 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 8321 122871 SH SOLE 91428 0 0 PSS WORLD MED INC COM 69366A100 1399 66653 SH SOLE 35853 0 0 PUBLIC STORAGE COM 74460D109 15828 109606 SH SOLE 100506 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 13840 425857 SH SOLE 394257 0 0 PULTE GROUP INC COM 745867101 14543 1359193 SH SOLE 1331593 0 0 PVH CORP COM 693656100 8208 105510 SH SOLE 105510 0 0 QEP RES INC COM 74733V100 593 19800 SH SOLE 19800 0 0 QLIK TECHNOLOGIES INC COM 74733T105 759 34300 SH SOLE 34300 0 0 QLOGIC CORP COM 747277101 11887 868308 SH SOLE 782908 0 0 QUAD / GRAPHICS INC COM CL A 747301109 177 12300 SH SOLE 12300 0 0 QUALCOMM INC COM 747525103 7047 126571 SH SOLE 126571 0 0 QUALITY DISTR INC FLA COM 74756M102 205 18453 SH SOLE 12153 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 272 15200 SH SOLE 15200 0 0 QUANTA SVCS INC COM 74762E102 240 9990 SH 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PARTNERS L P COM UNITS L P 75885Y107 253 10647 SH SOLE 10647 0 0 REGENERON PHARMACEUTICALS COM 75886F107 1454 12732 SH SOLE 12732 0 0 REGIS CORP MINN COM 758932107 11520 641442 SH SOLE 498242 0 0 REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 21518 16600000 PRN SOLE 0 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 19604 368433 SH SOLE 368433 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 12220 241985 SH SOLE 241985 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 699 9200 SH SOLE 9200 0 0 RENT A CTR INC NEW COM 76009N100 6785 201108 SH SOLE 156008 0 0 RENTECH INC COM 760112102 193 93524 SH SOLE 53624 0 0 REPROS THERAPEUTICS INC *W EXP 02/08/201 76028H126 402 111718 SH SOLE 111718 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 1432 258000 SH SOLE 236900 0 0 REPUBLIC SVCS INC COM 760759100 1839 69485 SH SOLE 69485 0 0 RESMED INC COM 761152107 1485 47600 SH SOLE 47600 0 0 RESOLUTE FST PRODS INC COM 76117W109 1231 106300 SH SOLE 49700 0 0 RESOURCES CONNECTION INC COM 76122Q105 1396 113500 SH SOLE 55500 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 6067 503091 SH SOLE 438891 0 0 REXAHN PHARMACEUTICALS INC COM 761640101 6 18100 SH SOLE 0 0 0 REYNOLDS AMERICAN INC COM 761713106 19313 430414 SH SOLE 374814 0 0 RF MICRODEVICES INC COM 749941100 2103 494800 SH SOLE 494800 0 0 RICHARDSON ELECTRS LTD COM 763165107 182 14732 SH SOLE 9632 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 190 20405 SH SOLE 14705 0 0 RITE AID CORP COM 767754104 7181 5129121 SH SOLE 3364121 0 0 RITE AID CORP NOTE 8.500% 5/1 767754BU7 619 575000 PRN SOLE 0 0 0 RIVERBED TECHNOLOGY INC COM 768573107 10238 633945 SH SOLE 633945 0 0 RLI CORP COM 749607107 2671 39168 SH SOLE 25868 0 0 RLJ LODGING TR COM 74965L101 437 24100 SH SOLE 24100 0 0 ROBBINS & MYERS INC COM 770196103 738 17654 SH SOLE 17654 0 0 ROBERT HALF INTL INC COM 770323103 514 18000 SH SOLE 18000 0 0 ROCKWELL AUTOMATION INC COM 773903109 4122 62400 SH SOLE 62400 0 0 ROCKWELL COLLINS INC COM 774341101 1762 35700 SH SOLE 35700 0 0 ROCKWOOD HLDGS INC COM 774415103 9850 222098 SH SOLE 222098 0 0 ROGERS CORP COM 775133101 228 5760 SH SOLE 3160 0 0 ROI ACQUISITION CORP UNIT 99/99/9999 74966A203 8811 882000 SH SOLE 882000 0 0 ROLLINS INC COM 775711104 978 43705 SH SOLE 21105 0 0 ROPER INDS INC NEW COM 776696106 217 2200 SH SOLE 2200 0 0 ROSETTA RESOURCES INC COM 777779307 782 21340 SH SOLE 21340 0 0 ROSS STORES INC COM 778296103 26974 431794 SH SOLE 431794 0 0 ROUSE PPTYS INC COM 779287101 365 26961 SH SOLE 26961 0 0 ROVI CORP COM 779376102 985 50200 SH SOLE 50200 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 825 16100 SH SOLE 16100 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 648 24900 SH SOLE 24900 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 43973 652126 SH SOLE 652126 0 0 ROYAL GOLD INC COM 780287108 411 5248 SH SOLE 5248 0 0 ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 2184 2075000 PRN SOLE 0 0 0 ROYALE ENERGY INC COM NEW 78074G200 83 26400 SH SOLE 18600 0 0 ROYCE FOCUS TR COM 78080N108 1017 161868 SH SOLE 161868 0 0 RPC INC COM 749660106 5886 495050 SH SOLE 495050 0 0 RPM INTL INC COM 749685103 1296 47656 SH SOLE 47656 0 0 RTI BIOLOGICS INC COM 74975N105 136 36111 SH SOLE 21511 0 0 RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 16218 15900000 PRN SOLE 0 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 2773 318000 SH SOLE 238900 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 109 16495 SH SOLE 11595 0 0 RYDER SYS INC COM 783549108 6370 176894 SH SOLE 176894 0 0 RYLAND GROUP INC COM 783764103 1679 65632 SH SOLE 48132 0 0 SABA SOFTWARE INC COM NEW 784932600 150 16188 SH SOLE 13388 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 4766 278561 SH SOLE 184400 0 0 SAFETY INS GROUP INC COM 78648T100 1716 42219 SH SOLE 29224 0 0 SAFEWAY INC COM NEW 786514208 10092 556051 SH SOLE 556051 0 0 SAIA INC COM 78709Y105 447 20400 SH SOLE 6500 0 0 SAIC INC COM 78390X101 18529 1528783 SH SOLE 1528783 0 0 SAKS INC COM 79377W108 1845 173210 SH SOLE 130810 0 0 SALESFORCE COM INC COM 79466L302 691 5000 SH SOLE 5000 0 0 SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 106973 62375000 PRN SOLE 0 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 6071 235847 SH SOLE 235847 0 0 SANDERSON FARMS INC COM 800013104 437 9545 SH SOLE 6145 0 0 SANDISK CORP COM 80004C101 673 18444 SH SOLE 18444 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 19652 19850000 PRN SOLE 0 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 15284 14785000 PRN SOLE 0 0 0 SANDRIDGE ENERGY INC COM 80007P307 81 12100 SH SOLE 12100 0 0 SANGAMO BIOSCIENCES INC COM 800677106 94 17100 SH SOLE 7900 0 0 SANMINA SCI CORP COM NEW 800907206 2717 331700 SH SOLE 258500 0 0 SAPIENT CORP COM 803062108 327 32447 SH SOLE 14647 0 0 SASOL LTD SPONSORED ADR 803866300 781 18400 SH SOLE 18400 0 0 SAUER-DANFOSS INC COM 804137107 1892 54156 SH SOLE 12656 0 0 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 1390 1000000 PRN SOLE 0 0 0 SCHEIN HENRY INC COM 806407102 2407 30664 SH SOLE 30664 0 0 SCHLUMBERGER LTD COM 806857108 7095 109300 SH SOLE 109300 0 0 SCHNITZER STL INDS CL A 806882106 3367 120172 SH SOLE 92172 0 0 SCHOLASTIC CORP COM 807066105 9061 321778 SH SOLE 235556 0 0 SCHULMAN A INC COM 808194104 9943 500902 SH SOLE 396027 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1222 94500 SH SOLE 94500 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1545 22669 SH SOLE 15569 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 233 33274 SH SOLE 20974 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 180 21100 SH SOLE 16400 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 933 22700 SH SOLE 22700 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 551 57315 SH SOLE 40040 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1288 22658 SH SOLE 22658 0 0 SEACOAST BKG CORP FLA COM 811707306 22 14896 SH SOLE 9196 0 0 SEACOR HOLDINGS INC COM 811904101 24269 271527 SH SOLE 265927 0 0 SEACUBE CONTAINER LEASING LT SHS G79978105 184 10755 SH SOLE 7855 0 0 SEADRILL LIMITED SHS G7945E105 881 24791 SH SOLE 24791 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 13163 532262 SH SOLE 532262 0 0 SEALED AIR CORP NEW COM 81211K100 2098 135874 SH SOLE 135874 0 0 SEARS HLDGS CORP COM 812350106 11746 196758 SH SOLE 189158 0 0 SEATTLE GENETICS INC COM 812578102 955 37600 SH SOLE 19600 0 0 SEI INVESTMENTS CO COM 784117103 3324 167113 SH SOLE 167113 0 0 SELECT COMFORT CORP COM 81616X103 1412 67488 SH SOLE 28788 0 0 SELECT MED HLDGS CORP COM 81619Q105 1606 158900 SH SOLE 106800 0 0 SEMGROUP CORP CL A 81663A105 367 11481 SH SOLE 6181 0 0 SEMPRA ENERGY COM 816851109 2786 40443 SH SOLE 40443 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 4524 202700 SH SOLE 202700 0 0 SENOMYX INC COM 81724Q107 41 17400 SH SOLE 8600 0 0 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 1085 40500 SH SOLE 40500 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 4709 128200 SH SOLE 78900 0 0 SERVICE CORP INTL COM 817565104 25777 2083838 SH SOLE 2025538 0 0 SHAW GROUP INC COM 820280105 13199 483286 SH SOLE 483286 0 0 SHERWIN WILLIAMS CO COM 824348106 9297 70245 SH SOLE 70245 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 390 5500 SH SOLE 5500 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 250 16000 SH SOLE 16000 0 0 SHORETEL INC COM 825211105 99 22500 SH SOLE 0 0 0 SHUFFLE MASTER INC COM 825549108 694 50300 SH SOLE 25200 0 0 SIGMA DESIGNS INC COM 826565103 350 54900 SH SOLE 54900 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 1582 25940 SH SOLE 15040 0 0 SIGNATURE BK NEW YORK N Y *W EXP 12/12/201 82669G112 10881 291180 SH SOLE 291180 0 0 SIGNET JEWELERS LIMITED SHS G81276100 11569 262882 SH SOLE 262882 0 0 SILICON GRAPHICS INTL CORP COM 82706L108 69 10721 SH SOLE 221 0 0 SILICON LABORATORIES INC COM 826919102 392 10344 SH SOLE 8644 0 0 SIMON PPTY GROUP INC NEW COM 828806109 36208 232610 SH SOLE 212610 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 2756 93390 SH SOLE 87690 0 0 SINA CORP ORD G81477104 2243 43300 SH SOLE 43300 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 1395 153935 SH SOLE 110835 0 0 SINOHUB INC COM 82935L101 66 243710 SH SOLE 243710 0 0 SIRIUS XM RADIO INC COM 82967N108 663 358613 SH SOLE 358613 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 1166 25900 SH SOLE 22600 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 1000 18455 SH SOLE 7655 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 9116 753400 SH SOLE 618900 0 0 SKECHERS U S A INC CL A 830566105 2866 140700 SH SOLE 78400 0 0 SKILLED HEALTHCARE GROUP INC CL A 83066R107 4590 730900 SH SOLE 552800 0 0 SKYWEST INC COM 830879102 2037 312000 SH SOLE 205100 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 2110 77100 SH SOLE 77100 0 0 SL GREEN RLTY CORP COM 78440X101 1695 21129 SH SOLE 21129 0 0 SLM CORP COM 78442P106 24607 1566344 SH SOLE 1431844 0 0 SM ENERGY CO COM 78454L100 4546 92561 SH SOLE 92561 0 0 SMART BALANCE INC COM 83169Y108 302 32215 SH SOLE 21615 0 0 SMITH & WESSON HLDG CORP COM 831756101 656 78949 SH SOLE 61349 0 0 SMITH A O COM 831865209 1929 39449 SH SOLE 39449 0 0 SMITH MICRO SOFTWARE INC COM 832154108 232 126300 SH SOLE 96100 0 0 SMITHFIELD FOODS INC COM 832248108 3682 170245 SH SOLE 170245 0 0 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 51545 46125000 PRN SOLE 0 0 0 SMUCKER J M CO COM NEW 832696405 7540 99835 SH SOLE 99835 0 0 SNAP ON INC COM 833034101 3411 54801 SH SOLE 54801 0 0 SNYDERS-LANCE INC COM 833551104 590 23374 SH SOLE 16974 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 701 12600 SH SOLE 10000 0 0 SOHU COM INC COM 83408W103 9098 203800 SH SOLE 203800 0 0 SOLAR CAP LTD COM 83413U100 4356 195687 SH SOLE 131687 0 0 SOLARWINDS INC COM 83416B109 1067 24498 SH SOLE 21598 0 0 SOLERA HOLDINGS INC COM 83421A104 247 5900 SH SOLE 5900 0 0 SOLITARIO EXPL & RTY CORP COM 8342EP107 50 38106 SH SOLE 38106 0 0 SOLTA MED INC COM 83438K103 33 11271 SH SOLE 11271 0 0 SOLUTIA INC COM NEW 834376501 72104 2570551 SH SOLE 2570551 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 262 19137 SH SOLE 11437 0 0 SONIC AUTOMOTIVE INC NOTE 5.000%10/0 83545GAQ5 33969 25980000 PRN SOLE 0 0 0 SONUS NETWORKS INC COM 835916107 236 109900 SH SOLE 56900 0 0 SOTHEBYS COM 835898107 8049 241288 SH SOLE 207188 0 0 SOTHEBYS NOTE 3.125% 6/1 835898AC1 8521 7322000 PRN SOLE 0 0 0 SOURCE CAP INC COM 836144105 312 6337 SH SOLE 6337 0 0 SOURCEFIRE INC COM 83616T108 940 18289 SH SOLE 12889 0 0 SOUTH JERSEY INDS INC COM 838518108 224 4385 SH SOLE 4385 0 0 SOUTHERN CO COM 842587107 23091 498718 SH SOLE 498718 0 0 SOUTHERN COPPER CORP COM 84265V105 1988 63101 SH SOLE 52691 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 241 10710 SH SOLE 7035 0 0 SOUTHWEST AIRLS CO COM 844741108 1927 209023 SH SOLE 209023 0 0 SOUTHWESTERN ENERGY CO COM 845467109 971 30400 SH SOLE 30400 0 0 SOVRAN SELF STORAGE INC COM 84610H108 7809 155894 SH SOLE 128888 0 0 SPANSION INC COM CL A NEW 84649R200 610 55600 SH SOLE 35900 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 952 975000 PRN SOLE 0 0 0 SPARTECH CORP COM NEW 847220209 88 17100 SH SOLE 17100 0 0 SPECTRA ENERGY CORP COM 847560109 3543 121918 SH SOLE 121918 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 256 8397 SH SOLE 8397 0 0 SPECTRANETICS CORP COM 84760C107 157 13786 SH SOLE 8486 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 1270 38989 SH SOLE 16289 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 1109 71260 SH SOLE 23660 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 750 31452 SH SOLE 31452 0 0 SPIRIT AIRLS INC COM 848577102 2322 119333 SH SOLE 59433 0 0 SPLUNK INC COM 848637104 981 34900 SH SOLE 34900 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 9787 3002041 SH SOLE 3002041 0 0 SPS COMM INC COM 78463M107 212 6979 SH SOLE 4179 0 0 SPX CORP COM 784635104 7688 117690 SH SOLE 117690 0 0 SRI/SURGICAL EXPRESS INC COM 78464W104 58 15641 SH SOLE 15641 0 0 SRS LABS INC COM 78464M106 7393 821392 SH SOLE 821392 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 308 12301 SH SOLE 9001 0 0 ST JUDE MED INC COM 790849103 27654 692900 SH SOLE 595600 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 185 23828 SH SOLE 15028 0 0 STAGE STORES INC COM NEW 85254C305 435 23741 SH SOLE 23741 0 0 STAMPS COM INC COM NEW 852857200 372 15080 SH SOLE 10780 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 32164 871877 SH SOLE 860477 0 0 STANDARD MTR PRODS INC COM 853666105 2708 192358 SH SOLE 157658 0 0 STANDARD PAC CORP NEW COM 85375C101 880 142125 SH SOLE 90525 0 0 STANDEX INTL CORP COM 854231107 573 13460 SH SOLE 4860 0 0 STAPLES INC COM 855030102 602 46130 SH SOLE 46130 0 0 STAR SCIENTIFIC INC COM 85517P101 145 31855 SH SOLE 25055 0 0 STARBUCKS CORP COM 855244109 10104 189490 SH SOLE 189490 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 271 5100 SH SOLE 5100 0 0 STARWOOD PPTY TR INC COM 85571B105 2740 128600 SH SOLE 85600 0 0 STATE STR CORP COM 857477103 14870 333114 SH SOLE 333114 0 0 STEC INC COM 784774101 972 124600 SH SOLE 81000 0 0 STEEL DYNAMICS INC COM 858119100 31183 2653869 SH SOLE 2653869 0 0 STEELCASE INC CL A 858155203 4069 450598 SH SOLE 284998 0 0 STEINER LEISURE LTD ORD P8744Y102 575 12400 SH SOLE 6600 0 0 STEPAN CO COM 858586100 390 4142 SH SOLE 2742 0 0 STERICYCLE INC COM 858912108 1431 15609 SH SOLE 15609 0 0 STERIS CORP COM 859152100 7990 254701 SH SOLE 212801 0 0 STERLITE INDS INDIA LTD ADS 859737207 194 25600 SH SOLE 19000 0 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 13824 15275000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC CL A 860370105 5554 777900 SH SOLE 513300 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 452 450000 PRN SOLE 0 0 0 STEWART INFORMATION SVCS COR NOTE 6.000%10/1 860372AB7 15103 11250000 PRN SOLE 0 0 0 STILLWATER MNG CO COM 86074Q102 967 113248 SH SOLE 113248 0 0 STILLWATER MNG CO NOTE 1.875% 3/1 86074QAF9 2012 2000000 PRN SOLE 0 0 0 STONE ENERGY CORP COM 861642106 3274 129192 SH SOLE 64237 0 0 STR HLDGS INC COM 78478V100 2977 652900 SH SOLE 480400 0 0 STRATASYS INC COM 862685104 277 5600 SH SOLE 3500 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 3797 587756 SH SOLE 512956 0 0 STRAYER ED INC COM 863236105 1014 9300 SH SOLE 3800 0 0 STRYKER CORP COM 863667101 737 13377 SH SOLE 13377 0 0 STURM RUGER & CO INC COM 864159108 3856 96041 SH SOLE 65080 0 0 SUN COMMUNITIES INC COM 866674104 1374 31066 SH SOLE 20893 0 0 SUN HEALTHCARE GROUP INC NEW COM 86677E100 5077 606536 SH SOLE 606536 0 0 SUN HYDRAULICS CORP COM 866942105 1886 77633 SH SOLE 18033 0 0 SUNCOR ENERGY INC NEW COM 867224107 825 28500 SH SOLE 28500 0 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 317 8736 SH SOLE 8736 0 0 SUNPOWER CORP COM 867652406 645 133999 SH SOLE 133999 0 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 1391 1550000 PRN SOLE 0 0 0 SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 878 1000000 PRN SOLE 0 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 397 54400 SH SOLE 8300 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 10242 931898 SH SOLE 857723 0 0 SUNTRUST BKS INC COM 867914103 552 22800 SH SOLE 22800 0 0 SUPER MICRO COMPUTER INC COM 86800U104 223 14081 SH SOLE 9581 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 3846 190094 SH SOLE 190094 0 0 SUPERIOR INDS INTL INC COM 868168105 2812 171768 SH SOLE 120704 0 0 SUPERMEDIA INC COM 868447103 156 62500 SH SOLE 62500 0 0 SUPERVALU INC COM 868536103 6146 1186580 SH SOLE 1186580 0 0 SUPPORT COM INC COM 86858W101 71 22200 SH SOLE 12700 0 0 SUREWEST COMMUNICATIONS COM 868733106 14458 686210 SH SOLE 686210 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 5595 543204 SH SOLE 373104 0 0 SUSSER HLDGS CORP COM 869233106 517 13918 SH SOLE 9118 0 0 SVB FINL GROUP COM 78486Q101 1315 22400 SH SOLE 17700 0 0 SWIFT ENERGY CO COM 870738101 8141 437476 SH SOLE 397976 0 0 SWIFT TRANSN CO CL A 87074U101 575 60800 SH SOLE 19800 0 0 SYCAMORE NETWORKS INC COM NEW 871206405 931 64100 SH SOLE 56700 0 0 SYKES ENTERPRISES INC COM 871237103 5637 353200 SH SOLE 248700 0 0 SYMANTEC CORP COM 871503108 26202 1793400 SH SOLE 1586500 0 0 SYMETRA FINL CORP COM 87151Q106 4446 352323 SH SOLE 246023 0 0 SYMMETRY MED INC COM 871546206 283 33034 SH SOLE 22734 0 0 SYNAPTICS INC COM 87157D109 2852 99626 SH SOLE 48926 0 0 SYNERGETICS USA INC COM 87160G107 67 15100 SH SOLE 9900 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 779 75000 SH SOLE 47000 0 0 SYNNEX CORP COM 87162W100 1628 47200 SH SOLE 42800 0 0 SYNOPSYS INC COM 871607107 9588 325798 SH SOLE 325798 0 0 SYSCO CORP COM 871829107 7807 261879 SH SOLE 261879 0 0 SYSTEMAX INC COM 871851101 153 12945 SH SOLE 10745 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 9744 698006 SH SOLE 444306 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2405 254223 SH SOLE 243123 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 13659 11775000 PRN SOLE 0 0 0 TAL INTL GROUP INC COM 874083108 727 21700 SH SOLE 15500 0 0 TALBOTS INC COM 874161102 9498 3768870 SH SOLE 3768870 0 0 TALISMAN ENERGY INC COM 87425E103 408 35609 SH SOLE 35609 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 8237 257009 SH SOLE 241109 0 0 TARGA RES CORP COM 87612G101 724 16950 SH SOLE 11450 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 280 7849 SH SOLE 7849 0 0 TARGACEPT INC COM 87611R306 416 96800 SH SOLE 29800 0 0 TARGET CORP COM 87612E106 30642 526589 SH SOLE 476289 0 0 TASER INTL INC COM 87651B104 873 166564 SH SOLE 94364 0 0 TATA MTRS LTD SPONSORED ADR 876568502 10069 458500 SH SOLE 354600 0 0 TAUBMAN CTRS INC COM 876664103 2256 29242 SH SOLE 29242 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 240 5575 SH SOLE 5575 0 0 TEAM HEALTH HOLDINGS INC COM 87817A107 3050 126601 SH SOLE 122701 0 0 TEAM INC COM 878155100 371 11899 SH SOLE 6699 0 0 TECH DATA CORP COM 878237106 20883 433524 SH SOLE 419812 0 0 TECK RESOURCES LTD CL B 878742204 634 20500 SH SOLE 20500 0 0 TECO ENERGY INC COM 872375100 314 17365 SH SOLE 17365 0 0 TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 286 7425 SH SOLE 7425 0 0 TEEKAY TANKERS LTD CL A Y8565N102 784 172000 SH SOLE 59600 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1636 26541 SH SOLE 19741 0 0 TELEFLEX INC COM 879369106 3534 58026 SH SOLE 58026 0 0 TELENAV INC COM 879455103 3003 489900 SH SOLE 345300 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 7365 345914 SH SOLE 345914 0 0 TELESTONE TECHNOLOGIES CORP COM 87953J102 243 141858 SH SOLE 141858 0 0 TELETECH HOLDINGS INC COM 879939106 1972 123274 SH SOLE 80800 0 0 TELLABS INC COM 879664100 21386 6422245 SH SOLE 6363445 0 0 TEMPUR PEDIC INTL INC COM 88023U101 5106 218300 SH SOLE 218300 0 0 TENARIS S A SPONSORED ADR 88031M109 392 11200 SH SOLE 11200 0 0 TENET HEALTHCARE CORP COM 88033G100 8666 1653800 SH SOLE 1653800 0 0 TENNANT CO COM 880345103 376 9415 SH SOLE 7362 0 0 TENNECO INC COM 880349105 848 31600 SH SOLE 26100 0 0 TERADATA CORP DEL COM 88076W103 7944 110313 SH SOLE 110313 0 0 TERADYNE INC COM 880770102 922 65542 SH SOLE 65542 0 0 TEREX CORP NEW COM 880779103 2682 150406 SH SOLE 150406 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 43205 32424000 PRN SOLE 0 0 0 TESCO CORP COM 88157K101 168 14000 SH SOLE 0 0 0 TESLA MTRS INC COM 88160R101 4037 129006 SH SOLE 129006 0 0 TESORO CORP COM 881609101 2129 85306 SH SOLE 85306 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 1527 99335 SH SOLE 75900 0 0 TETRA TECH INC NEW COM 88162G103 342 13100 SH SOLE 7600 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 392 55000 SH SOLE 47400 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1066 26392 SH SOLE 16692 0 0 TEXAS CAPITAL BANCSHARES INC *W EXP 01/16/201 88224Q115 1164 43503 SH SOLE 43503 0 0 TEXAS INSTRS INC COM 882508104 398 13867 SH SOLE 13867 0 0 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 229 6200 SH SOLE 4100 0 0 TEXTRON INC COM 883203101 2563 103072 SH SOLE 103072 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 41297 21425000 PRN SOLE 0 0 0 THERAVANCE INC COM 88338T104 291 13100 SH SOLE 0 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1101 21207 SH SOLE 21207 0 0 THOMPSON CREEK METALS CO INC COM 884768102 3341 1047300 SH SOLE 1047300 0 0 THOMPSON CREEK METALS CO INC UNIT 99/99/9999 884768300 9933 531150 SH SOLE 531150 0 0 THOR INDS INC COM 885160101 677 24700 SH SOLE 24700 0 0 THORATEC CORP COM NEW 885175307 18865 561794 SH SOLE 540294 0 0 THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 397 53632 SH SOLE 35032 0 0 TIBCO SOFTWARE INC COM 88632Q103 14517 485189 SH SOLE 485189 0 0 TICC CAPITAL CORP COM 87244T109 391 40300 SH SOLE 9900 0 0 TIFFANY & CO NEW COM 886547108 389 7339 SH SOLE 7339 0 0 TII NETWORK TECHNOLOGIES INC COM NEW 872479209 746 350158 SH SOLE 350158 0 0 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 13336 485646 SH SOLE 295601 0 0 TIME WARNER CABLE INC COM 88732J207 14290 174061 SH SOLE 174061 0 0 TIME WARNER INC COM NEW 887317303 24936 647696 SH SOLE 572296 0 0 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 3519 2500000 PRN SOLE 0 0 0 TIMKEN CO COM 887389104 27900 609309 SH SOLE 609309 0 0 TITAN MACHY INC COM 88830R101 233 7671 SH SOLE 3971 0 0 TITANIUM METALS CORP COM NEW 888339207 532 47000 SH SOLE 47000 0 0 TIVO INC COM 888706108 195 23568 SH SOLE 18868 0 0 TJX COS INC NEW COM 872540109 16808 391517 SH SOLE 379517 0 0 TORCHMARK CORP COM 891027104 8742 172940 SH SOLE 160840 0 0 TORO CO COM 891092108 330 4500 SH SOLE 4500 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 790 10100 SH SOLE 10100 0 0 TOTAL SYS SVCS INC COM 891906109 19088 797643 SH SOLE 746043 0 0 TOWER GROUP INC COM 891777104 5305 254200 SH SOLE 160500 0 0 TOWERS WATSON & CO CL A 891894107 8602 143604 SH SOLE 143604 0 0 TOWN SPORTS INTL HLDGS INC COM 89214A102 256 19240 SH SOLE 13540 0 0 TPC GROUP INC COM 89236Y104 11623 314557 SH SOLE 235257 0 0 TRACTOR SUPPLY CO COM 892356106 6247 75207 SH SOLE 75207 0 0 TRANSCANADA CORP COM 89353D107 922 22000 SH SOLE 22000 0 0 TRANSDIGM GROUP INC COM 893641100 1723 12832 SH SOLE 12832 0 0 TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 249 7482 SH SOLE 7482 0 0 TRANSOCEAN LTD REG SHS H8817H100 1305 29183 SH SOLE 29183 0 0 TRAVELERS COMPANIES INC COM 89417E109 54480 853380 SH SOLE 761280 0 0 TRAVELZOO INC COM 89421Q106 532 23400 SH SOLE 7600 0 0 TREDEGAR CORP COM 894650100 3770 258926 SH SOLE 165677 0 0 TREEHOUSE FOODS INC COM 89469A104 298 4786 SH SOLE 4786 0 0 TREX CO INC NOTE 6.000% 7/0 89531PAA3 13220 9570000 PRN SOLE 0 0 0 TRIANGLE CAP CORP COM 895848109 1690 74192 SH SOLE 70792 0 0 TRIMBLE NAVIGATION LTD COM 896239100 419 9100 SH SOLE 9100 0 0 TRINITY INDS INC COM 896522109 534 21380 SH SOLE 21380 0 0 TRIO MERGER CORP COM 896697109 5291 547200 SH SOLE 547200 0 0 TRIPADVISOR INC COM 896945201 4976 111354 SH SOLE 111354 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 684 124300 SH SOLE 124300 0 0 TRIUMPH GROUP INC NEW COM 896818101 2711 48187 SH SOLE 48187 0 0 TRIUS THERAPEUTICS INC COM 89685K100 100 17400 SH SOLE 10600 0 0 TRUE RELIGION APPAREL INC COM 89784N104 3843 132623 SH SOLE 66423 0 0 TRUEBLUE INC COM 89785X101 2594 167571 SH SOLE 106680 0 0 TRUNKBOW INTL HLDGS LTD COM 89818A102 137 114358 SH SOLE 114358 0 0 TRUSTMARK CORP COM 898402102 912 37238 SH SOLE 25538 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1225 33337 SH SOLE 33337 0 0 TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 15001 10275000 PRN SOLE 0 0 0 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 8775 8775000 PRN SOLE 0 0 0 TUPPERWARE BRANDS CORP COM 899896104 26852 490355 SH SOLE 490355 0 0 TUTOR PERINI CORP COM 901109108 444 35047 SH SOLE 35047 0 0 TW TELECOM INC COM 87311L104 283 11012 SH SOLE 11012 0 0 TWO HBRS INVT CORP COM 90187B101 505 48700 SH SOLE 48700 0 0 TYCO INTERNATIONAL LTD SHS H89128104 24441 462457 SH SOLE 462457 0 0 TYLER TECHNOLOGIES INC COM 902252105 1620 40137 SH SOLE 20737 0 0 TYSON FOODS INC CL A 902494103 49505 2629027 SH SOLE 2383127 0 0 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 34181 28075000 PRN SOLE 0 0 0 U S AIRWAYS GROUP INC COM 90341W108 1845 138400 SH SOLE 59600 0 0 U S G CORP COM NEW 903293405 1493 78378 SH SOLE 52478 0 0 UBS AG SHS NEW H89231338 874 74600 SH SOLE 74600 0 0 UDR INC COM 902653104 1747 67600 SH SOLE 67600 0 0 UGI CORP NEW COM 902681105 2632 89445 SH SOLE 89445 0 0 UIL HLDG CORP COM 902748102 357 9947 SH SOLE 7847 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 16243 173950 SH SOLE 165550 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 883 9908 SH SOLE 6408 0 0 ULTRA PETROLEUM CORP COM 903914109 3730 161700 SH SOLE 161700 0 0 ULTRATECH INC COM 904034105 410 13012 SH SOLE 5212 0 0 UMB FINL CORP COM 902788108 6127 119600 SH SOLE 78400 0 0 UMPQUA HLDGS CORP COM 904214103 6512 494855 SH SOLE 291655 0 0 UNDER ARMOUR INC CL A 904311107 2725 28841 SH SOLE 28841 0 0 UNI PIXEL INC COM NEW 904572203 318 47344 SH SOLE 47344 0 0 UNIFIRST CORP MASS COM 904708104 644 10100 SH SOLE 6500 0 0 UNILIFE CORP NEW COM 90478E103 293 86588 SH SOLE 86588 0 0 UNION DRILLING INC COM 90653P105 66 14800 SH SOLE 10600 0 0 UNION PAC CORP COM 907818108 8464 70942 SH SOLE 70942 0 0 UNISYS CORP COM NEW 909214306 9821 502334 SH SOLE 347355 0 0 UNIT CORP COM 909218109 6369 172661 SH SOLE 172661 0 0 UNITED BANKSHARES INC WEST V COM 909907107 887 34282 SH SOLE 24982 0 0 UNITED CONTL HLDGS INC COM 910047109 11172 459200 SH SOLE 459200 0 0 UNITED ONLINE INC COM 911268100 4379 1037606 SH SOLE 826986 0 0 UNITED PARCEL SERVICE INC CL B 911312106 9330 118458 SH SOLE 103358 0 0 UNITED RENTALS INC COM 911363109 1086 31891 SH SOLE 31279 0 0 UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 42449 13600000 PRN SOLE 0 0 0 UNITED STATES STL CORP NEW COM 912909108 26110 1267458 SH SOLE 1076858 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 64239 63134000 PRN SOLE 0 0 0 UNITED TECHNOLOGIES CORP COM 913017109 37771 500075 SH SOLE 450675 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 4773 96650 SH SOLE 96650 0 0 UNITEDHEALTH GROUP INC COM 91324P102 22633 386891 SH SOLE 361391 0 0 UNIVERSAL AMERN CORP NEW COM 91338E101 354 33617 SH SOLE 23517 0 0 UNIVERSAL BUSINESS PMT SOL A COM 913384103 6905 1150848 SH SOLE 1150848 0 0 UNIVERSAL BUSINESS PMT SOL A *W EXP 05/09/201 913384111 185 1150848 SH SOLE 1150848 0 0 UNIVERSAL CORP VA COM 913456109 1804 38945 SH SOLE 27892 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 346 9641 SH SOLE 9641 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 484 11658 SH SOLE 7053 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 7625 176658 SH SOLE 176658 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 169 49500 SH SOLE 49500 0 0 UNIVERSAL STAINLESS & ALLOY COM 913837100 203 4948 SH SOLE 2648 0 0 UNIVERSAL TECHNICAL INST INC COM 913915104 1063 78700 SH SOLE 41900 0 0 UNS ENERGY CORP COM 903119105 2723 70885 SH SOLE 30439 0 0 UNUM GROUP COM 91529Y106 31351 1638824 SH SOLE 1448724 0 0 URANERZ ENERGY CORP COM 91688T104 21 14800 SH SOLE 14800 0 0 UROPLASTY INC COM NEW 917277204 82 17900 SH SOLE 11800 0 0 URS CORP NEW COM 903236107 26230 752017 SH SOLE 749017 0 0 URSTADT BIDDLE PPTYS INS CL A 917286205 3566 180396 SH SOLE 117015 0 0 US BANCORP DEL COM NEW 902973304 15699 488150 SH SOLE 423350 0 0 USA MOBILITY INC COM 90341G103 4645 361188 SH SOLE 229610 0 0 USANA HEALTH SCIENCES INC COM 90328M107 1435 34900 SH SOLE 13100 0 0 USEC INC COM 90333E108 1836 1854664 SH SOLE 1569364 0 0 V F CORP COM 918204108 2743 20557 SH SOLE 20557 0 0 VAALCO ENERGY INC COM NEW 91851C201 14217 1647362 SH SOLE 1232828 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 439 20200 SH SOLE 2300 0 0 VALE S A ADR 91912E105 2140 107800 SH SOLE 107800 0 0 VALE S A ADR REPSTG PFD 91912E204 19906 1020300 SH SOLE 603300 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 2710 60500 SH SOLE 60500 0 0 VALERO ENERGY CORP NEW COM 91913Y100 20143 834060 SH SOLE 834060 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 5069 158267 SH SOLE 158267 0 0 VALLEY NATL BANCORP *W EXP 11/14/201 919794131 99 116185 SH SOLE 116185 0 0 VALMONT INDS INC COM 920253101 693 5725 SH SOLE 2525 0 0 VALSPAR CORP COM 920355104 614 11700 SH SOLE 11700 0 0 VALUECLICK INC COM 92046N102 1749 106707 SH SOLE 92107 0 0 VARIAN MED SYS INC COM 92220P105 492 8100 SH SOLE 8100 0 0 VECTOR GROUP LTD COM 92240M108 573 33685 SH SOLE 21235 0 0 VECTOR GROUP LTD DBCV 6/1 92240MAL2 1030 959000 PRN SOLE 0 0 0 VECTOR GROUP LTD FRNT 11/1 92240MAS7 28453 22470000 PRN SOLE 0 0 0 VENOCO INC COM 92275P307 34196 3416199 SH SOLE 3416199 0 0 VENTAS INC COM 92276F100 10554 167198 SH SOLE 151398 0 0 VERIFONE SYS INC COM 92342Y109 673 20348 SH SOLE 20348 0 0 VERISIGN INC COM 92343E102 6630 152159 SH SOLE 152159 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 103113 73784000 PRN SOLE 0 0 0 VERISK ANALYTICS INC CL A 92345Y106 2227 45210 SH SOLE 45210 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 85624 1926743 SH SOLE 1704743 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 12332 220529 SH SOLE 220529 0 0 VIACOM INC NEW CL B 92553P201 22642 481531 SH SOLE 449431 0 0 VIAD CORP COM NEW 92552R406 2027 101343 SH SOLE 73948 0 0 VICAL INC COM 925602104 858 238320 SH SOLE 126620 0 0 VIEWPOINT FINL GROUP INC MD COM 92672A101 505 32301 SH SOLE 14601 0 0 VIRGIN MEDIA INC COM 92769L101 2245 92041 SH SOLE 92041 0 0 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 35250 23500000 PRN SOLE 0 0 0 VIRGINIA COMM BANCORP INC COM 92778Q109 179 21236 SH SOLE 13936 0 0 VIRNETX HLDG CORP COM 92823T108 235 6680 SH SOLE 5480 0 0 VIROPHARMA INC COM 928241108 16876 712050 SH SOLE 641650 0 0 VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 36096 25375000 PRN SOLE 0 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 383 4734 SH SOLE 2834 0 0 VISA INC COM CL A 92826C839 28792 232891 SH SOLE 228391 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 18079 1917211 SH SOLE 1896810 0 0 VISTA GOLD CORP COM NEW 927926303 164 56400 SH SOLE 33900 0 0 VITAMIN SHOPPE INC COM 92849E101 726 13221 SH SOLE 8621 0 0 VITESSE SEMICONDUCTOR CORP COM NEW 928497304 667 251853 SH SOLE 251853 0 0 VIVUS INC COM 928551100 1202 42099 SH SOLE 26399 0 0 VMWARE INC CL A COM 928563402 4273 46940 SH SOLE 46940 0 0 VOLCANO CORPORATION COM 928645100 241 8400 SH SOLE 5300 0 0 VORNADO RLTY TR SH BEN INT 929042109 8931 106342 SH SOLE 97342 0 0 VOXX INTL CORP CL A 91829F104 105 11300 SH SOLE 6800 0 0 W & T OFFSHORE INC COM 92922P106 3303 215870 SH SOLE 162870 0 0 WABCO HLDGS INC COM 92927K102 16803 317453 SH SOLE 317453 0 0 WABTEC CORP COM 929740108 2733 35040 SH SOLE 35040 0 0 WADDELL & REED FINL INC CL A 930059100 2435 80400 SH SOLE 80400 0 0 WALGREEN CO COM 931422109 22993 777320 SH SOLE 683520 0 0 WAL-MART STORES INC COM 931142103 158341 2271098 SH SOLE 2058198 0 0 WALTER ENERGY INC COM 93317Q105 10856 245828 SH SOLE 245828 0 0 WALTER INVT MGMT CORP COM 93317W102 342 14586 SH SOLE 8969 0 0 WARNACO GROUP INC COM NEW 934390402 17821 418538 SH SOLE 384138 0 0 WARNER CHILCOTT PLC IRELAND SHS A G94368100 35465 1979100 SH SOLE 1913100 0 0 WASHINGTON FED INC COM 938824109 2662 157600 SH SOLE 130400 0 0 WASHINGTON POST CO CL B 939640108 5322 14237 SH SOLE 13737 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 3096 108838 SH SOLE 63287 0 0 WASTE CONNECTIONS INC COM 941053100 363 12129 SH SOLE 12129 0 0 WASTE MGMT INC DEL COM 94106L109 11550 345819 SH SOLE 308819 0 0 WATERS CORP COM 941848103 4546 57200 SH SOLE 57200 0 0 WATSON PHARMACEUTICALS INC COM 942683103 12814 173191 SH SOLE 173191 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 585 17558 SH SOLE 15358 0 0 WAUSAU PAPER CORP COM 943315101 1103 113400 SH SOLE 56800 0 0 WAVE SYSTEMS CORP COM NEW 943526301 7 10100 SH SOLE 0 0 0 WD-40 CO COM 929236107 716 14378 SH SOLE 7478 0 0 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 2024 160260 SH SOLE 160260 0 0 WEB COM GROUP INC COM 94733A104 229 12512 SH SOLE 8712 0 0 WEBMD HEALTH CORP COM 94770V102 4904 239100 SH SOLE 220400 0 0 WEBSENSE INC COM 947684106 370 19744 SH SOLE 13900 0 0 WEBSTER FINL CORP CONN COM 947890109 11947 551552 SH SOLE 421452 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 1013 19651 SH SOLE 19651 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 2360 89600 SH SOLE 89600 0 0 WEIS MKTS INC COM 948849104 226 5080 SH SOLE 2080 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 11715 221031 SH SOLE 185031 0 0 WELLPOINT INC COM 94973V107 71445 1120005 SH SOLE 1050105 0 0 WELLS FARGO & CO NEW COM 949746101 92518 2766698 SH SOLE 2523198 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 3432 3050 SH SOLE 3050 0 0 WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 914 59959 SH SOLE 59959 0 0 WERNER ENTERPRISES INC COM 950755108 8820 369200 SH SOLE 352633 0 0 WESBANCO INC COM 950810101 294 13852 SH SOLE 9352 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 6488 3000000 PRN SOLE 0 0 0 WEST COAST BANCORP ORE NEW COM NEW 952145209 244 12428 SH SOLE 10228 0 0 WESTAMERICA BANCORPORATION COM 957090103 958 20300 SH SOLE 8600 0 0 WESTELL TECHNOLOGIES INC CL A 957541105 81 33900 SH SOLE 19600 0 0 WESTERN ASSET GLOBAL CP DEFI COM 95790C107 1678 87422 SH SOLE 87422 0 0 WESTERN ASSET INCOME FD COM 95766T100 597 42372 SH SOLE 42372 0 0 WESTERN DIGITAL CORP COM 958102105 59286 1945084 SH SOLE 1827984 0 0 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 339 7781 SH SOLE 7781 0 0 WESTERN REFNG INC COM 959319104 2537 113930 SH SOLE 59230 0 0 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 116928 53822000 PRN SOLE 0 0 0 WESTERN UN CO COM 959802109 3090 183500 SH SOLE 183500 0 0 WESTLAKE CHEM CORP COM 960413102 447 8557 SH SOLE 8557 0 0 WET SEAL INC CL A 961840105 11483 3633800 SH SOLE 2616200 0 0 WEYERHAEUSER CO COM 962166104 7796 348659 SH SOLE 320259 0 0 WGL HLDGS INC COM 92924F106 1676 42168 SH SOLE 35668 0 0 WHIRLPOOL CORP COM 963320106 14397 235400 SH SOLE 233700 0 0 WHITING PETE CORP NEW COM 966387102 5564 135300 SH SOLE 124200 0 0 WHITING PETE CORP NEW PERP PFD CONV 966387201 547 2865 SH SOLE 2865 0 0 WHOLE FOODS MKT INC COM 966837106 3901 40930 SH SOLE 40930 0 0 WILLBROS GROUP INC DEL COM 969203108 4541 703000 SH SOLE 500200 0 0 WILLIAMS CLAYTON ENERGY INC COM 969490101 416 8600 SH SOLE 6600 0 0 WILLIAMS COS INC DEL COM 969457100 7038 244215 SH SOLE 244215 0 0 WILLIAMS PARTNERS L P COM UNIT L P 96950F104 579 11080 SH SOLE 11080 0 0 WILLIAMS SONOMA INC COM 969904101 10335 295550 SH SOLE 295550 0 0 WILSHIRE BANCORP INC COM 97186T108 382 69700 SH SOLE 20800 0 0 WINDSTREAM CORP COM 97381W104 1437 148800 SH SOLE 148800 0 0 WINNEBAGO INDS INC COM 974637100 500 49100 SH SOLE 23900 0 0 WINTHROP RLTY TR SH BEN INT NEW 976391300 1947 160100 SH SOLE 124700 0 0 WINTRUST FINANCIAL CORP COM 97650W108 376 10600 SH SOLE 7500 0 0 WINTRUST FINANCIAL CORP *W EXP 12/19/201 97650W157 8324 499929 SH SOLE 499929 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 381 41466 SH SOLE 24966 0 0 WISCONSIN ENERGY CORP COM 976657106 4356 110073 SH SOLE 110073 0 0 WISDOMTREE INVTS INC COM 97717P104 262 39915 SH SOLE 23915 0 0 WOLVERINE WORLD WIDE INC COM 978097103 2774 71527 SH SOLE 68327 0 0 WORLD ACCEP CORP DEL COM 981419104 1781 27066 SH SOLE 10666 0 0 WORLD FUEL SVCS CORP COM 981475106 589 15495 SH SOLE 15495 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 852 108900 SH SOLE 87200 0 0 WORTHINGTON INDS INC COM 981811102 7956 388661 SH SOLE 384761 0 0 WPX ENERGY INC COM 98212B103 435 26866 SH SOLE 26866 0 0 WRIGHT MED GROUP INC COM 98235T107 2819 132016 SH SOLE 129916 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 41399 784973 SH SOLE 784973 0 0 WYNN RESORTS LTD COM 983134107 9048 87237 SH SOLE 85137 0 0 XCEL ENERGY INC COM 98389B100 2967 104424 SH SOLE 104424 0 0 XENOPORT INC COM 98411C100 771 127700 SH SOLE 89800 0 0 XEROX CORP COM 984121103 4822 612691 SH SOLE 475791 0 0 XILINX INC COM 983919101 1036 30858 SH SOLE 30858 0 0 XILINX INC SDCV 3.125% 3/1 983919AD3 61342 51225000 PRN SOLE 0 0 0 XL GROUP PLC SHS G98290102 259 12319 SH SOLE 12319 0 0 XPO LOGISTICS INC COM 983793100 278 16526 SH SOLE 11826 0 0 XYRATEX LTD COM G98268108 7391 653500 SH SOLE 505300 0 0 YAHOO INC COM 984332106 8993 568107 SH SOLE 568107 0 0 YAMANA GOLD INC COM 98462Y100 348 22600 SH SOLE 22600 0 0 YUM BRANDS INC COM 988498101 9294 144275 SH SOLE 144275 0 0 ZAGG INC COM 98884U108 136 12420 SH SOLE 10220 0 0 ZALE CORP NEW COM 988858106 59 21800 SH SOLE 14700 0 0 ZIMMER HLDGS INC COM 98956P102 36489 566957 SH SOLE 502457 0 0 ZIOPHARM ONCOLOGY INC COM 98973P101 162 27300 SH SOLE 15600 0 0 ZIX CORP COM 98974P100 62 23800 SH SOLE 14200 0 0 ZUMIEZ INC COM 989817101 928 23438 SH SOLE 8538 0 0 ZYGO CORP COM 989855101 218 12226 SH SOLE 7926 0 0 ZYNGA INC CL A 98986T108 814 149700 SH SOLE 149700 0 0