0001085146-11-001237.txt : 20111114 0001085146-11-001237.hdr.sgml : 20111111 20111114151425 ACCESSION NUMBER: 0001085146-11-001237 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 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: 111201605 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 aqr3q2011.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: September 30, 2011 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 November 07, 2011 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: 2139 Form 13F Information Table Value Total: $13,680,652 (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 319 22800 SH SOLE 12800 0 0 3M CO COM 88579Y101 7313 101868 SH SOLE 94868 0 0 8X8 INC NEW COM 282914100 151 37200 SH SOLE 20500 0 0 99 CENTS ONLY STORES COM 65440K106 9504 515956 SH SOLE 515956 0 0 AAR CORP COM 000361105 414 24846 SH SOLE 16246 0 0 ABBOTT LABS COM 002824100 41968 820658 SH SOLE 744758 0 0 ABERCROMBIE & FITCH CO CL A 002896207 406 6600 SH SOLE 6600 0 0 ABINGTON BANCORP INC COM 00350L109 10385 1442297 SH SOLE 1442297 0 0 ABIOMED INC COM 003654100 2366 214500 SH SOLE 93000 0 0 ABOVENET INC COM 00374N107 997 18600 SH SOLE 9500 0 0 ABRAXAS PETE CORP COM 003830106 147 55800 SH SOLE 31800 0 0 ACACIA RESH CORP ACACIA TCH COM 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4050 188909 SH SOLE 139719 0 0 COGDELL SPENCER INC COM 19238U107 138 36600 SH SOLE 19400 0 0 COGENT COMM GROUP INC COM NEW 19239V302 1029 76500 SH SOLE 38100 0 0 COGNEX CORP COM 192422103 1553 57300 SH SOLE 32800 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 464 7400 SH SOLE 7400 0 0 COHEN & STEERS GLOBAL INC BL COM 19248M103 138 15938 SH SOLE 15938 0 0 COHEN & STEERS INC COM 19247A100 2544 88500 SH SOLE 72600 0 0 COHERENT INC COM 192479103 464 10800 SH SOLE 6600 0 0 COINSTAR INC COM 19259P300 700 17500 SH SOLE 17500 0 0 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 9278 7400000 PRN SOLE 0 0 0 COLDWATER CREEK INC COM 193068103 1164 931500 SH SOLE 762600 0 0 COLFAX CORP COM 194014106 344 17000 SH SOLE 9200 0 0 COLGATE PALMOLIVE CO COM 194162103 26990 304353 SH SOLE 284353 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 2406 132514 SH SOLE 103563 0 0 COLUMBIA BKG SYS INC COM 197236102 2308 161200 SH SOLE 110200 0 0 COLUMBIA LABS INC COM 197779101 90 46200 SH SOLE 24600 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 415 8947 SH SOLE 8947 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 491 44800 SH SOLE 32800 0 0 COMCAST CORP NEW CL A 20030N101 9477 453447 SH SOLE 396847 0 0 COMCAST CORP NEW CL A SPL 20030N200 453 21900 SH SOLE 13700 0 0 COMERICA INC COM 200340107 31255 1360691 SH SOLE 1272091 0 0 COMERICA INC *W EXP 11/14/201 200340115 3343 703778 SH SOLE 703778 0 0 COMFORT SYS USA INC COM 199908104 249 29900 SH SOLE 23300 0 0 COMMERCE BANCSHARES INC COM 200525103 1964 56531 SH SOLE 56531 0 0 COMMERCIAL METALS CO COM 201723103 7861 826639 SH SOLE 764239 0 0 COMMONWEALTH REIT COM SH BEN INT 203233101 4116 216973 SH SOLE 202173 0 0 COMMUNITY BK SYS INC COM 203607106 3399 149798 SH SOLE 100755 0 0 COMMUNITY CAP CORP S C COM 20363C102 1223 439880 SH SOLE 439880 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 6406 384961 SH SOLE 373361 0 0 COMMVAULT SYSTEMS INC COM 204166102 1860 50200 SH SOLE 19900 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 2244 73200 SH SOLE 42800 0 0 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CO COM 252784301 718 102675 SH SOLE 86822 0 0 DICE HLDGS INC COM 253017107 126 16100 SH SOLE 10400 0 0 DICKS SPORTING GOODS INC COM 253393102 652 19500 SH SOLE 19500 0 0 DIEBOLD INC COM 253651103 682 24800 SH SOLE 24800 0 0 DIGITAL RLTY TR INC COM 253868103 898 16281 SH SOLE 16281 0 0 DILLARDS INC CL A 254067101 1826 41993 SH SOLE 36800 0 0 DIME CMNTY BANCSHARES COM 253922108 797 78671 SH SOLE 55223 0 0 DIODES INC COM 254543101 319 17800 SH SOLE 10200 0 0 DIRECTV COM CL A 25490A101 10877 257434 SH SOLE 240934 0 0 DISCOVER FINL SVCS COM 254709108 75748 3302025 SH SOLE 3128925 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 371 9866 SH SOLE 9866 0 0 DISH NETWORK CORP CL A 25470M109 39313 1568773 SH SOLE 1528073 0 0 DISNEY WALT CO COM DISNEY 254687106 873 28958 SH SOLE 28958 0 0 DOLBY LABORATORIES INC COM 25659T107 499 18200 SH SOLE 18200 0 0 DOLE FOOD CO INC NEW COM 256603101 3422 342200 SH SOLE 274300 0 0 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 1535 1425000 PRN SOLE 0 0 0 DOLLAR 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0 0 EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 296 30514 SH SOLE 30514 0 0 EARTHLINK INC COM 270321102 479 73300 SH SOLE 73300 0 0 EAST WEST BANCORP INC COM 27579R104 1526 102344 SH SOLE 102344 0 0 EASTGROUP PPTY INC COM 277276101 2481 65054 SH SOLE 45710 0 0 EASTMAN CHEM CO COM 277432100 18098 264094 SH SOLE 247894 0 0 EASTMAN KODAK CO COM 277461109 1313 1682594 SH SOLE 1597957 0 0 EASTMAN KODAK CO NOTE 7.000% 4/0 277461BJ7 1879 7225000 PRN SOLE 0 0 0 EASYLINK SERVICES INTL CORP CL A 277858106 54 12500 SH SOLE 12500 0 0 EATON CORP COM 278058102 381 10738 SH SOLE 10738 0 0 EATON VANCE CORP COM NON VTG 278265103 314 14100 SH SOLE 14100 0 0 EATON VANCE ENH EQTY INC FD COM 278277108 1183 119935 SH SOLE 119935 0 0 EATON VANCE ENHANCED EQ INC COM 278274105 1499 153274 SH SOLE 153274 0 0 EATON VANCE FLTING RATE INC COM 278279104 222 15775 SH SOLE 15775 0 0 EATON VANCE LTD DUR INCOME F COM 27828H105 1024 69878 SH SOLE 69878 0 0 EATON VANCE RISK MNGD DIV EQ COM 27829G106 4578 418067 SH SOLE 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SOLE 68200 0 0 EL PASO ELEC CO COM NEW 283677854 8940 278577 SH SOLE 197760 0 0 EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 250 7054 SH SOLE 7054 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 133 11200 SH SOLE 6800 0 0 ELECTRONIC ARTS INC COM 285512109 9348 457103 SH SOLE 457103 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 1460 108400 SH SOLE 68500 0 0 ELIZABETH ARDEN INC COM 28660G106 1243 43702 SH SOLE 26302 0 0 EMAGIN CORP COM NEW 29076N206 28 10600 SH SOLE 6100 0 0 EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 205 10000 SH SOLE 10000 0 0 EMBRAER S A SP ADR REP 4 COM 29082A107 6655 262300 SH SOLE 132600 0 0 EMCOR GROUP INC COM 29084Q100 9948 489309 SH SOLE 479656 0 0 EMCORE CORP COM 290846104 51 51800 SH SOLE 29000 0 0 EMDEON INC CL A 29084T104 55925 2976291 SH SOLE 2976291 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 344 22300 SH SOLE 10000 0 0 EMERSON ELEC CO COM 291011104 2367 57307 SH SOLE 50107 0 0 EMMIS COMMUNICATIONS CORP CL A 291525103 1911 2852187 SH SOLE 2852187 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 230 8377 SH SOLE 8377 0 0 ENBRIDGE INC COM 29250N105 830 26000 SH SOLE 26000 0 0 ENCANA CORP COM 292505104 3638 189400 SH SOLE 189400 0 0 ENCORE WIRE CORP COM 292562105 1692 82231 SH SOLE 69100 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 4855 173438 SH SOLE 173438 0 0 ENDOLOGIX INC COM 29266S106 265 26400 SH SOLE 15100 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 3214 94100 SH SOLE 81000 0 0 ENERGEN CORP COM 29265N108 8147 199247 SH SOLE 199247 0 0 ENERGIZER HLDGS INC COM 29266R108 512 7700 SH SOLE 7700 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 154 290600 SH SOLE 274200 0 0 ENERGY PARTNERS LTD COM NEW 29270U303 2979 269100 SH SOLE 203500 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 264 6442 SH SOLE 6442 0 0 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 2889 134700 SH SOLE 131500 0 0 ENERPLUS CORP COM 292766102 950 38700 SH SOLE 38700 0 0 ENERSIS S A SPONSORED ADR 29274F104 2558 151300 SH SOLE 73000 0 0 ENPRO INDS INC COM 29355X107 424 14300 SH SOLE 9200 0 0 ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 14166 12592000 PRN SOLE 0 0 0 ENSIGN GROUP INC COM 29358P101 1555 67300 SH SOLE 18800 0 0 ENSTAR GROUP LIMITED SHS G3075P101 305 3200 SH SOLE 1800 0 0 ENTEGRIS INC COM 29362U104 6100 956100 SH SOLE 577800 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 527 100420 SH SOLE 88291 0 0 ENTERGY CORP NEW COM 29364G103 27063 408249 SH SOLE 365349 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 668 16630 SH SOLE 16630 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 3785 97112 SH SOLE 72140 0 0 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 4213 4075000 PRN SOLE 0 0 0 EOG RES INC COM 26875P101 3132 44100 SH SOLE 44100 0 0 EPIQ SYS INC COM 26882D109 233 18600 SH SOLE 13600 0 0 EQT CORP COM 26884L109 1271 23811 SH SOLE 23811 0 0 EQUIFAX INC COM 294429105 1317 42846 SH SOLE 42846 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 27295 21200000 PRN SOLE 0 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 6280 100157 SH SOLE 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COM 30214U102 1127 27273 SH SOLE 10400 0 0 EXPRESS INC COM 30219E103 2977 146700 SH SOLE 78700 0 0 EXPRESS SCRIPTS INC COM 302182100 356 9600 SH SOLE 9600 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 11863 13000000 PRN SOLE 0 0 0 EXTRA SPACE STORAGE INC COM 30225T102 5589 299997 SH SOLE 237138 0 0 EXXON MOBIL CORP COM 30231G102 171953 2367517 SH SOLE 2090717 0 0 EZCORP INC CL A NON VTG 302301106 2279 79839 SH SOLE 59839 0 0 F M C CORP COM NEW 302491303 1630 23572 SH SOLE 23572 0 0 F5 NETWORKS INC COM 315616102 2158 30366 SH SOLE 30366 0 0 FACTSET RESH SYS INC COM 303075105 5872 66000 SH SOLE 66000 0 0 FAIR ISAAC CORP COM 303250104 2419 110828 SH SOLE 110828 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 443 41000 SH SOLE 41000 0 0 FAMILY DLR STORES INC COM 307000109 23971 471307 SH SOLE 471307 0 0 FARO TECHNOLOGIES INC COM 311642102 379 12000 SH SOLE 4600 0 0 FASTENAL CO COM 311900104 649 19500 SH SOLE 19500 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3495 42413 SH SOLE 42413 0 0 FEDERATED INVS INC PA CL B 314211103 1141 65100 SH SOLE 65100 0 0 FEDEX CORP COM 31428X106 11475 169550 SH SOLE 152650 0 0 FEI CO COM 30241L109 560 18700 SH SOLE 10300 0 0 FELCOR LODGING TR INC COM 31430F101 43 18290 SH SOLE 18290 0 0 FERRO CORP COM 315405100 5064 823400 SH SOLE 598900 0 0 FIBRIA CELULOSE S A SP ADR REP COM 31573A109 307 40600 SH SOLE 18500 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 921 60651 SH SOLE 60651 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 1357 55800 SH SOLE 55800 0 0 FIFTH THIRD BANCORP COM 316773100 15762 1560545 SH SOLE 1478345 0 0 FINANCIAL ENGINES INC COM 317485100 270 14900 SH SOLE 8400 0 0 FINISAR CORP COM NEW 31787A507 2989 170395 SH SOLE 170395 0 0 FINISAR CORP NOTE 5.000%10/1 31787AAK7 1529 800000 PRN SOLE 0 0 0 FINISH LINE INC CL A 317923100 12487 624648 SH SOLE 416731 0 0 FIRST CASH FINL SVCS INC COM 31942D107 856 20400 SH SOLE 11300 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 5943 1606100 SH SOLE 1275600 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 617 4300 SH SOLE 4300 0 0 FIRST FINL BANCORP OH COM 320209109 876 63461 SH SOLE 55000 0 0 FIRST HORIZON NATL CORP COM 320517105 6358 1066861 SH SOLE 1066861 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 3242 405300 SH SOLE 360000 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 1703 186150 SH SOLE 186150 0 0 FIRST POTOMAC RLTY TR COM 33610F109 2402 192594 SH SOLE 146602 0 0 FIRST SOLAR INC COM 336433107 1359 21500 SH SOLE 21500 0 0 FIRST TR HIGH INCOME L/S FD COM 33738E109 1002 62531 SH SOLE 62531 0 0 FIRST TR/ABERDEEN EMERG OPT COM 33731K102 180 10444 SH SOLE 10444 0 0 FIRSTENERGY CORP COM 337932107 5612 124972 SH SOLE 94072 0 0 FIRSTMERIT CORP COM 337915102 342 30130 SH SOLE 30130 0 0 FIRSTSERVICE CORP SDCV 6.500%12/3 33761NAA7 1924 1800000 PRN SOLE 0 0 0 FISERV INC COM 337738108 14006 275874 SH SOLE 262874 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 35 13900 SH SOLE 12400 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 458 81300 SH SOLE 81300 0 0 FLIR SYS INC COM 302445101 902 36000 SH SOLE 36000 0 0 FLOTEK INDS INC DEL COM 343389102 658 140800 SH SOLE 15200 0 0 FLOW INTL CORP COM 343468104 25 11400 SH SOLE 11400 0 0 FLOWERS FOODS INC COM 343498101 1285 66050 SH SOLE 63650 0 0 FLOWSERVE CORP COM 34354P105 2821 38118 SH SOLE 38118 0 0 FLUOR CORP NEW COM 343412102 14934 320823 SH SOLE 320823 0 0 FMC TECHNOLOGIES INC COM 30249U101 4764 126700 SH SOLE 126700 0 0 FOOT LOCKER INC COM 344849104 14992 746229 SH SOLE 741429 0 0 FORCE PROTECTION INC COM NEW 345203202 3686 957400 SH SOLE 711500 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 9757 1008982 SH SOLE 941082 0 0 FOREST LABS INC COM 345838106 35584 1155703 SH SOLE 1111403 0 0 FOREST OIL CORP COM PAR $0.01 346091705 3047 211600 SH SOLE 211600 0 0 FORMFACTOR INC COM 346375108 611 98100 SH SOLE 84600 0 0 FORRESTER RESH INC COM 346563109 624 19187 SH SOLE 3400 0 0 FORTINET INC COM 34959E109 6562 390600 SH SOLE 390600 0 0 FOSSIL INC COM 349882100 4436 54723 SH SOLE 54723 0 0 FOSTER L B CO COM 350060109 1355 60941 SH SOLE 49894 0 0 FPIC INS GROUP INC COM 302563101 2453 58628 SH SOLE 58628 0 0 FRANKLIN ELEC INC COM 353514102 3407 93900 SH SOLE 57100 0 0 FRANKLIN RES INC COM 354613101 5740 60020 SH SOLE 60020 0 0 FREDS INC CL A 356108100 6641 622938 SH SOLE 426000 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 63424 2082887 SH SOLE 1944287 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 15640 674121 SH SOLE 515842 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 1206 197300 SH SOLE 197300 0 0 FRONTLINE LTD SHS G3682E127 134 27700 SH SOLE 27700 0 0 FTI CONSULTING INC NOTE 3.750% 7/1 302941AB5 1803 1461000 PRN SOLE 0 0 0 FULLER H B CO COM 359694106 621 34100 SH SOLE 34100 0 0 FULTON FINL CORP PA COM 360271100 3069 401200 SH SOLE 384700 0 0 FUNDTECH LTD ORD M47095100 12588 545421 SH SOLE 545421 0 0 FURMANITE CORPORATION COM 361086101 54 10000 SH SOLE 10000 0 0 FUSHI COPPERWELD INC COM 36113E107 3713 750090 SH SOLE 750090 0 0 FX ENERGY INC COM 302695101 122 29600 SH SOLE 15300 0 0 G & K SVCS INC CL A 361268105 3398 133055 SH SOLE 88168 0 0 GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 214 34478 SH SOLE 34478 0 0 GALLAGHER ARTHUR J & CO COM 363576109 537 20400 SH SOLE 20400 0 0 GAMESTOP CORP NEW CL A 36467W109 9682 419136 SH SOLE 413536 0 0 GANNETT INC COM 364730101 2279 239101 SH SOLE 239101 0 0 GAP INC DEL COM 364760108 17615 1084694 SH SOLE 1008894 0 0 GARDNER DENVER INC COM 365558105 3221 50682 SH SOLE 50682 0 0 GARTNER INC COM 366651107 1605 46018 SH SOLE 46018 0 0 GASCO ENERGY INC COM 367220100 354 1862499 SH SOLE 1862499 0 0 GATX CORP COM 361448103 736 23755 SH SOLE 14255 0 0 GENCO SHIPPING & TRADING LTD NOTE 5.000% 8/1 36869MAA3 1160 1600000 PRN SOLE 0 0 0 GENCORP INC COM 368682100 1858 413700 SH SOLE 308100 0 0 GENCORP INC SDCV 2.250%11/1 368682AL4 249 250000 PRN SOLE 0 0 0 GENCORP INC SDCV 4.062%12/3 368682AN0 2429 2800000 PRN SOLE 0 0 0 GENERAC HLDGS INC COM 368736104 254 13500 SH SOLE 8200 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 2440 104492 SH SOLE 104492 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 5244 5700000 PRN SOLE 0 0 0 GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 9276 10250000 PRN SOLE 0 0 0 GENERAL COMMUNICATION INC CL A 369385109 128 15600 SH SOLE 10200 0 0 GENERAL DYNAMICS CORP COM 369550108 12046 211740 SH SOLE 207640 0 0 GENERAL ELECTRIC CO COM 369604103 59856 3927577 SH SOLE 3383077 0 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 474 39200 SH SOLE 39200 0 0 GENERAL MLS INC COM 370334104 19197 499012 SH SOLE 490712 0 0 GENERAL MOLY INC COM 370373102 30 10500 SH SOLE 4800 0 0 GENESCO INC COM 371532102 634 12300 SH SOLE 7500 0 0 GENESEE & WYO INC CL A 371559105 414 8900 SH SOLE 2300 0 0 GENESIS ENERGY L P UNIT LTD PARTN 371927104 234 9660 SH SOLE 9660 0 0 GENOMIC HEALTH INC COM 37244C101 237 10800 SH SOLE 6300 0 0 GENON ENERGY INC COM 37244E107 168 60480 SH SOLE 60480 0 0 GEN-PROBE INC NEW COM 36866T103 286 5000 SH SOLE 5000 0 0 GENTEX CORP COM 371901109 349 14500 SH SOLE 14500 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 404 73108 SH SOLE 50400 0 0 GENUINE PARTS CO COM 372460105 6349 124973 SH SOLE 124973 0 0 GENWORTH FINL INC COM CL A 37247D106 1443 251410 SH SOLE 223210 0 0 GEORGIA GULF CORP COM PAR$0.01 NEW 373200302 860 62200 SH SOLE 33500 0 0 GETTY RLTY CORP NEW COM 374297109 432 29974 SH SOLE 10594 0 0 GFI GROUP INC COM 361652209 69 17100 SH SOLE 17100 0 0 GIBRALTAR INDS INC COM 374689107 8569 1055266 SH SOLE 789871 0 0 GILEAD SCIENCES INC COM 375558103 431 11114 SH SOLE 11114 0 0 GLADSTONE CAPITAL CORP COM 376535100 163 23800 SH SOLE 20100 0 0 GLATFELTER COM 377316104 1260 95359 SH SOLE 75100 0 0 GLIMCHER RLTY TR SH BEN INT 379302102 1217 171900 SH SOLE 139300 0 0 GLOBAL CASH ACCESS HLDGS INC COM 378967103 90 35000 SH SOLE 35000 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 16207 677833 SH SOLE 677833 0 0 GLOBAL EAGLE ACQUISITION COR UNIT 99/99/9999 37951D201 16901 1680000 SH SOLE 1680000 0 0 GLOBAL INDS LTD COM 379336100 14539 1835677 SH SOLE 1763077 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 26627 27101000 PRN SOLE 0 0 0 GLOBAL PMTS INC COM 37940X102 5550 137400 SH SOLE 137400 0 0 GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 200 8600 SH SOLE 5300 0 0 GLOBALSTAR INC COM 378973408 20 48800 SH SOLE 0 0 0 GLOBE SPECIALTY METALS INC COM 37954N206 664 45700 SH SOLE 17200 0 0 GLU MOBILE INC COM 379890106 816 386900 SH SOLE 18300 0 0 GMX RES INC NOTE 4.500% 5/0 38011MAJ7 2244 3500000 PRN SOLE 0 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 4195 132000 SH SOLE 28300 0 0 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 640 41800 SH SOLE 23800 0 0 GOLD RESOURCE CORP COM 38068T105 361 21700 SH SOLE 12400 0 0 GOLDEN MINERALS CO COM 381119106 79 10600 SH SOLE 5900 0 0 GOLDEN STAR RES LTD CDA COM 38119T104 297 159900 SH SOLE 56400 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 4169 44088 SH SOLE 37388 0 0 GOODRICH CORP COM 382388106 46871 388389 SH SOLE 388389 0 0 GOODRICH PETE CORP NOTE 3.250%12/0 382410AB4 3308 3275000 PRN SOLE 0 0 0 GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 1518 1675000 PRN SOLE 0 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 228 22600 SH SOLE 22600 0 0 GOODYEAR TIRE & RUBR CO PFD CONV 382550309 1453 37200 SH SOLE 37200 0 0 GOOGLE INC CL A 38259P508 27196 52872 SH SOLE 47672 0 0 GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 1484 69000 SH SOLE 52600 0 0 GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 1345 40500 SH SOLE 14800 0 0 GRACE W R & CO DEL NEW COM 38388F108 1708 51300 SH SOLE 51300 0 0 GRAINGER W W INC COM 384802104 479 3200 SH SOLE 3200 0 0 GRAMERCY CAP CORP COM 384871109 75 23900 SH SOLE 14400 0 0 GRANITE CONSTR INC COM 387328107 1321 70400 SH SOLE 70400 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 208 60300 SH SOLE 36300 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 4306 1058100 SH SOLE 778400 0 0 GREATBATCH INC COM 39153L106 3920 195900 SH SOLE 152200 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 2231 24000 SH SOLE 24000 0 0 GREENHILL & CO INC COM 395259104 1967 68800 SH SOLE 68800 0 0 GREIF INC CL A 397624107 1250 29140 SH SOLE 29140 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 473 13300 SH SOLE 8200 0 0 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1502 81700 SH SOLE 48000 0 0 GSI TECHNOLOGY COM 36241U106 49 10000 SH SOLE 5000 0 0 GT ADVANCED TECHNOLOGIES INC COM 36191U106 1051 149726 SH SOLE 54126 0 0 GTX INC DEL COM 40052B108 41 12300 SH SOLE 7500 0 0 GUESS INC COM 401617105 33273 1167900 SH SOLE 1130800 0 0 GULF ISLAND FABRICATION INC COM 402307102 1832 88600 SH SOLE 59200 0 0 GULFMARK OFFSHORE INC CL A NEW 402629208 1087 29900 SH SOLE 18200 0 0 GULFPORT ENERGY CORP COM NEW 402635304 779 32200 SH SOLE 12900 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 126 15300 SH SOLE 8500 0 0 HAIN CELESTIAL GROUP INC COM 405217100 656 21469 SH SOLE 12569 0 0 HALLIBURTON CO COM 406216101 7203 236023 SH SOLE 236023 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 200 32600 SH SOLE 0 0 0 HANCOCK HLDG CO COM 410120109 448 16713 SH SOLE 16713 0 0 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 380 20100 SH SOLE 13200 0 0 HANOVER INS GROUP INC COM 410867105 1913 53882 SH SOLE 53882 0 0 HANSEN MEDICAL INC COM 411307101 44 13400 SH SOLE 5000 0 0 HANSEN NAT CORP COM 411310105 12461 142750 SH SOLE 142750 0 0 HARLEY DAVIDSON INC COM 412822108 3371 98204 SH SOLE 98204 0 0 HARLEYSVILLE GROUP INC COM 412824104 31842 540978 SH SOLE 539484 0 0 HARMAN INTL INDS INC COM 413086109 26731 935296 SH SOLE 875396 0 0 HARRIS CORP DEL COM 413875105 1049 30700 SH SOLE 30700 0 0 HARSCO CORP COM 415864107 9894 510267 SH SOLE 481367 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 25962 1608545 SH SOLE 1483645 0 0 HARVEST NATURAL RESOURCES IN COM 41754V103 1677 195700 SH SOLE 143500 0 0 HARVEST NATURAL RESOURCES IN NOTE 8.250% 3/0 41754VAA1 739 475000 PRN SOLE 0 0 0 HASBRO INC COM 418056107 3961 121464 SH SOLE 121464 0 0 HATTERAS FINL CORP COM 41902R103 2533 100691 SH SOLE 76566 0 0 HAVERTY FURNITURE INC COM 419596101 168 16838 SH SOLE 0 0 0 HAWAIIAN HOLDINGS INC COM 419879101 2197 521905 SH SOLE 446895 0 0 HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 613 700000 PRN SOLE 0 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 7190 165482 SH SOLE 103368 0 0 HCC INS HLDGS INC COM 404132102 4846 179162 SH SOLE 179162 0 0 HCP INC COM 40414L109 4200 119789 SH SOLE 108089 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 1067 36600 SH SOLE 27500 0 0 HEADWATERS INC COM 42210P102 699 485400 SH SOLE 392400 0 0 HEALTH CARE REIT INC COM 42217K106 2818 60214 SH SOLE 52314 0 0 HEALTH NET INC COM 42222G108 24996 1054238 SH SOLE 984038 0 0 HEALTHCARE RLTY TR COM 421946104 1287 76367 SH SOLE 39688 0 0 HEALTHSOUTH CORP COM NEW 421924309 743 49758 SH SOLE 40431 0 0 HEALTHSPRING INC COM 42224N101 823 22566 SH SOLE 13466 0 0 HEALTHWAYS INC COM 422245100 5282 537367 SH SOLE 418767 0 0 HEARTLAND EXPRESS INC COM 422347104 651 48000 SH SOLE 48000 0 0 HEARTLAND PMT SYS INC COM 42235N108 319 16200 SH SOLE 9300 0 0 HEARTWARE INTL INC COM 422368100 296 4600 SH SOLE 1200 0 0 HECKMANN CORP COM 422680108 277 52400 SH SOLE 30700 0 0 HECLA MNG CO COM 422704106 486 90618 SH SOLE 11500 0 0 HEICO CORP NEW COM 422806109 1243 25250 SH SOLE 9475 0 0 HEICO CORP NEW CL A 422806208 9156 272007 SH SOLE 272007 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 2139 130000 SH SOLE 104400 0 0 HEINZ H J CO COM 423074103 3288 65144 SH SOLE 49344 0 0 HELEN OF TROY CORP LTD COM G4388N106 548 21800 SH SOLE 12800 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 33114 2527774 SH SOLE 2173274 0 0 HELMERICH & PAYNE INC COM 423452101 1725 42488 SH SOLE 42488 0 0 HENRY JACK & ASSOC INC COM 426281101 310 10700 SH SOLE 10700 0 0 HERALD NATL BK NEW YORK COM 42703Q104 701 205659 SH SOLE 205659 0 0 HERBALIFE LTD COM USD SHS G4412G101 3382 63100 SH SOLE 63100 0 0 HERCULES OFFSHORE INC COM 427093109 2768 947800 SH SOLE 666000 0 0 HERSHEY CO COM 427866108 8459 142800 SH SOLE 134000 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 2804 315100 SH SOLE 315100 0 0 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 63446 48525000 PRN SOLE 0 0 0 HESS CORP COM 42809H107 8835 168416 SH SOLE 162216 0 0 HEWLETT PACKARD CO COM 428236103 16244 723565 SH SOLE 610665 0 0 HFF INC CL A 40418F108 143 16400 SH SOLE 9100 0 0 HIBBETT SPORTS INC COM 428567101 952 28100 SH SOLE 13900 0 0 HIGHWOODS PPTYS INC COM 431284108 5800 205224 SH SOLE 173820 0 0 HILL ROM HLDGS INC COM 431475102 41750 1390728 SH SOLE 1262661 0 0 HILLENBRAND INC COM 431571108 340 18500 SH SOLE 3200 0 0 HI-TECH PHARMACAL INC COM 42840B101 2923 87000 SH SOLE 71300 0 0 HITTITE MICROWAVE CORP COM 43365Y104 2069 42486 SH SOLE 25786 0 0 HMS HLDGS CORP COM 40425J101 290 11900 SH SOLE 9000 0 0 HNI CORP COM 404251100 2240 117100 SH SOLE 94600 0 0 HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 234 4765 SH SOLE 4765 0 0 HOLLYFRONTIER CORP COM 436106108 10007 381638 SH SOLE 381638 0 0 HOLOGIC INC COM 436440101 6192 407100 SH SOLE 407100 0 0 HOME DEPOT INC COM 437076102 10364 315316 SH SOLE 262916 0 0 HOME PROPERTIES INC COM 437306103 11499 202595 SH SOLE 183061 0 0 HONEYWELL INTL INC COM 438516106 5259 119774 SH SOLE 117274 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 10166 890978 SH SOLE 652786 0 0 HORMEL FOODS CORP COM 440452100 16507 610914 SH SOLE 610914 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 369 14800 SH SOLE 9500 0 0 HORSEHEAD HLDG CORP COM 440694305 2006 270400 SH SOLE 189500 0 0 HOSPIRA INC COM 441060100 2990 80800 SH SOLE 80800 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 7547 355500 SH SOLE 355500 0 0 HOST HOTELS & RESORTS INC COM 44107P104 3824 349519 SH SOLE 324219 0 0 HOT TOPIC INC COM 441339108 2369 310545 SH SOLE 207945 0 0 HOVNANIAN ENTERPRISES INC CL A 442487203 25 20100 SH SOLE 20100 0 0 HSN INC COM 404303109 636 19200 SH SOLE 9100 0 0 HUB GROUP INC CL A 443320106 3541 125247 SH SOLE 125247 0 0 HUBBELL INC CL B 443510201 6205 125260 SH SOLE 117160 0 0 HUDSON CITY BANCORP COM 443683107 3877 685022 SH SOLE 685022 0 0 HUMAN GENOME SCIENCES INC COM 444903108 224 17685 SH SOLE 17685 0 0 HUMANA INC COM 444859102 59311 815501 SH SOLE 765301 0 0 HUNT J B TRANS SVCS INC COM 445658107 1080 29900 SH SOLE 29900 0 0 HUNTINGTON BANCSHARES INC COM 446150104 8204 1709148 SH SOLE 1633148 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 3002 123407 SH SOLE 109607 0 0 HUNTSMAN CORP COM 447011107 713 73683 SH SOLE 73683 0 0 HURON CONSULTING GROUP INC COM 447462102 346 11100 SH SOLE 5900 0 0 HUTCHINSON TECHNOLOGY INC NOTE 8.500% 1/1 448407AG1 404 585000 PRN SOLE 0 0 0 HYATT HOTELS CORP COM CL A 448579102 333 10600 SH SOLE 10600 0 0 HYPERDYNAMICS CORP COM 448954107 74 20000 SH SOLE 10100 0 0 IAC INTERACTIVECORP COM PAR $.001 44919P508 25020 632608 SH SOLE 632608 0 0 ICF INTL INC COM 44925C103 3361 178700 SH SOLE 124100 0 0 ICICI BK LTD ADR 45104G104 1708 49200 SH SOLE 42600 0 0 ICU MED INC COM 44930G107 1218 33100 SH SOLE 23000 0 0 IDACORP INC COM 451107106 657 17384 SH SOLE 17384 0 0 IDENIX PHARMACEUTICALS INC COM 45166R204 139 27900 SH SOLE 19000 0 0 IDENTIVE GROUP INC COM 45170X106 382 192000 SH SOLE 192000 0 0 IDEXX LABS INC COM 45168D104 2200 31900 SH SOLE 31900 0 0 IDT CORP CL B NEW 448947507 1854 90900 SH SOLE 41500 0 0 IFM INVTS LTD ADS 45172L100 81 70857 SH SOLE 70857 0 0 IGO INC COM 449593102 19 14600 SH SOLE 14600 0 0 IHS INC CL A 451734107 1122 15000 SH SOLE 15000 0 0 ILLUMINA INC COM 452327109 229 5600 SH SOLE 5600 0 0 IMATION CORP COM 45245A107 1505 205859 SH SOLE 151800 0 0 IMMERSION CORP COM 452521107 106 17800 SH SOLE 9200 0 0 IMMUNOGEN INC COM 45253H101 581 53000 SH SOLE 17500 0 0 IMMUNOMEDICS INC COM 452907108 80 24900 SH SOLE 14300 0 0 INCYTE CORP COM 45337C102 1083 77500 SH SOLE 63500 0 0 INCYTE CORP NOTE 4.750%10/0 45337CAJ1 2489 1400000 PRN SOLE 0 0 0 INDEPENDENT BANK CORP MASS COM 453836108 611 28121 SH SOLE 22200 0 0 INFINERA CORPORATION COM 45667G103 308 39900 SH SOLE 39900 0 0 INFINITY PPTY & CAS CORP COM 45665Q103 11995 228567 SH SOLE 157980 0 0 INFORMATICA CORP COM 45666Q102 491 12000 SH SOLE 12000 0 0 INFOSPACE INC COM PAR $.0001 45678T300 166 19800 SH SOLE 19800 0 0 INFOSYS LTD SPONSORED ADR 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SOLE 56191 0 0 INTERACTIVE INTELLIGENCE GRO COM 45841V109 540 19900 SH SOLE 4500 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 829 7012 SH SOLE 7012 0 0 INTERDIGITAL INC COM 45867G101 3169 68034 SH SOLE 53234 0 0 INTERMUNE INC COM 45884X103 844 41800 SH SOLE 27800 0 0 INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 72 14700 SH SOLE 10100 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 14006 1065095 SH SOLE 813145 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 70670 403762 SH SOLE 366262 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 832 14800 SH SOLE 14800 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 325 22373 SH SOLE 22373 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 2767 148584 SH SOLE 147484 0 0 INTERPUBLIC GROUP COS INC COM 460690100 5245 728421 SH SOLE 728421 0 0 INTERSIL CORP CL A 46069S109 602 58468 SH SOLE 58468 0 0 INTL PAPER CO COM 460146103 10144 436306 SH SOLE 393906 0 0 INTREPID POTASH INC COM 46121Y102 1057 42500 SH SOLE 42500 0 0 INTUIT COM 461202103 2614 55100 SH SOLE 55100 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 729 2000 SH SOLE 2000 0 0 INVACARE CORP COM 461203101 4060 176212 SH SOLE 143214 0 0 INVACARE CORP SDCV 4.125% 2/0 461203AD3 601 500000 PRN SOLE 0 0 0 INVESCO LTD SHS G491BT108 3930 253400 SH SOLE 253400 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 2634 186400 SH SOLE 142400 0 0 INVESCO VAN KAMP BOND FND COM 46132L107 2298 116421 SH SOLE 116421 0 0 INVESCO VAN KAMP DYN CRDT OP COM 46132R104 1227 115238 SH SOLE 115238 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2972 303600 SH SOLE 213900 0 0 INVESTORS BANCORP INC COM 46146P102 270 21400 SH SOLE 12300 0 0 INVESTORS REAL ESTATE TR SH BEN INT 461730103 1400 194496 SH SOLE 135963 0 0 ION GEOPHYSICAL CORP COM 462044108 825 174400 SH SOLE 127400 0 0 IPC THE HOSPITALIST CO INC COM 44984A105 385 10800 SH SOLE 4900 0 0 IPG PHOTONICS CORP COM 44980X109 1573 36200 SH SOLE 36200 0 0 IROBOT CORP COM 462726100 282 11200 SH SOLE 6300 0 0 IRON MTN INC COM 462846106 247 7800 SH SOLE 7800 0 0 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47012E106 17789 938709 SH SOLE 837491 0 0 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 1713 1750000 PRN SOLE 0 0 0 JAZZ PHARMACEUTICALS INC COM 472147107 1009 24300 SH SOLE 0 0 0 JDA SOFTWARE GROUP INC COM 46612K108 675 28800 SH SOLE 23300 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 5973 599052 SH SOLE 599052 0 0 JEFFERIES GROUP INC NEW COM 472319102 4511 363500 SH SOLE 363500 0 0 JETBLUE AIRWAYS CORP COM 477143101 3103 756883 SH SOLE 756883 0 0 JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AD3 1678 1500000 PRN SOLE 0 0 0 JOHNSON & JOHNSON COM 478160104 107098 1681016 SH SOLE 1475016 0 0 JOHNSON CTLS INC COM 478366107 1478 56036 SH SOLE 56036 0 0 JONES LANG LASALLE INC COM 48020Q107 11243 217000 SH SOLE 204400 0 0 JOS A BANK CLOTHIERS INC COM 480838101 3017 64700 SH SOLE 58800 0 0 JOY GLOBAL INC COM 481165108 3705 59400 SH SOLE 59400 0 0 JPMORGAN CHASE & CO COM 46625H100 55745 1850762 SH SOLE 1612362 0 0 JUNIPER NETWORKS INC COM 48203R104 1393 80700 SH SOLE 80700 0 0 K V PHARMACEUTICAL CO CL A 482740206 864 640200 SH SOLE 545500 0 0 KADANT INC COM 48282T104 2259 127200 SH SOLE 95400 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 323 7300 SH SOLE 3900 0 0 KAMAN CORP COM 483548103 546 19600 SH SOLE 9400 0 0 KANDI TECHNOLOGIES CORP COM 483709101 181 84261 SH SOLE 84261 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 1042 20864 SH SOLE 20864 0 0 KAPSTONE PAPER & PACKAGING C COM 48562P103 5848 421000 SH SOLE 305200 0 0 KAYDON CORP COM 486587108 706 24600 SH SOLE 18800 0 0 KB HOME COM 48666K109 4568 779600 SH SOLE 779600 0 0 KBR INC COM 48242W106 32236 1364186 SH SOLE 1300086 0 0 KELLOGG CO COM 487836108 10127 190400 SH SOLE 190400 0 0 KELLY SVCS INC CL A 488152208 4462 391408 SH SOLE 299615 0 0 KEMET CORP COM NEW 488360207 3573 499700 SH SOLE 351400 0 0 KEMET CORP NOTE 2.250%11/1 488360AB4 442 443000 PRN SOLE 0 0 0 KEMPER CORP DEL COM 488401100 6154 256826 SH SOLE 199472 0 0 KENEXA CORP COM 488879107 197 12600 SH SOLE 7200 0 0 KENNAMETAL INC COM 489170100 622 19000 SH SOLE 19000 0 0 KEY ENERGY SVCS INC COM 492914106 823 86700 SH SOLE 86700 0 0 KEYCORP NEW COM 493267108 53879 9085819 SH SOLE 8418319 0 0 KEYCORP NEW PFD 7.75% SR A 493267405 1021 10000 SH SOLE 10000 0 0 KEYNOTE SYS INC COM 493308100 471 22300 SH SOLE 5600 0 0 KILROY RLTY CORP COM 49427F108 673 21512 SH SOLE 3060 0 0 KIMBERLY CLARK CORP COM 494368103 52962 745841 SH SOLE 686741 0 0 KIMCO RLTY CORP COM 49446R109 2901 193031 SH SOLE 178531 0 0 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 307 4496 SH SOLE 4496 0 0 KINDRED HEALTHCARE INC COM 494580103 513 59471 SH SOLE 37213 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 35548 539505 SH SOLE 539505 0 0 KIPS BAY MED INC COM 49726K105 137 110093 SH SOLE 110093 0 0 KIRBY CORP COM 497266106 264 5014 SH SOLE 5014 0 0 KIRKLANDS INC COM 497498105 2773 302450 SH SOLE 217400 0 0 KKR FINANCIAL HLDGS LLC NOTE 7.000% 7/1 48248AAB4 824 800000 PRN SOLE 0 0 0 KLA-TENCOR CORP COM 482480100 11718 306116 SH SOLE 295616 0 0 KNIGHT CAP GROUP INC CL A COM 499005106 3980 327320 SH SOLE 296453 0 0 KODIAK OIL & GAS CORP COM 50015Q100 527 101100 SH SOLE 57100 0 0 KOHLS CORP COM 500255104 11061 225272 SH SOLE 216172 0 0 KOPPERS HOLDINGS INC COM 50060P106 438 17100 SH SOLE 9500 0 0 KORN FERRY INTL COM NEW 500643200 2637 216300 SH SOLE 171300 0 0 KRAFT FOODS INC CL A 50075N104 7278 216734 SH SOLE 216734 0 0 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 544 80923 SH SOLE 80923 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 309 45300 SH SOLE 29300 0 0 KROGER CO COM 501044101 24200 1102006 SH SOLE 1102006 0 0 KULICKE & SOFFA INDS INC COM 501242101 12227 1639000 SH SOLE 1246100 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 28361 457654 SH SOLE 420354 0 0 LA Z BOY INC COM 505336107 1383 186600 SH SOLE 124500 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 5186 65600 SH SOLE 65600 0 0 LACLEDE GROUP INC COM 505597104 5378 138777 SH SOLE 96200 0 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 90 57800 SH SOLE 27200 0 0 LAM RESEARCH CORP COM 512807108 38026 1001200 SH SOLE 964600 0 0 LAMAR ADVERTISING CO CL A 512815101 312 18300 SH SOLE 18300 0 0 LANCASTER COLONY CORP COM 513847103 6366 104337 SH SOLE 54900 0 0 LANDSTAR SYS INC COM 515098101 2192 55400 SH SOLE 55400 0 0 LAS VEGAS SANDS CORP COM 517834107 6395 166800 SH SOLE 166800 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 7358 383207 SH SOLE 327109 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 3269 622700 SH SOLE 223300 0 0 LAUDER ESTEE COS INC CL A 518439104 4497 51200 SH SOLE 49300 0 0 LAYNE CHRISTENSEN CO COM 521050104 1497 64800 SH SOLE 43100 0 0 LDK SOLAR CO LTD NOTE 4.750% 4/1 50183LAD9 646 1000000 PRN SOLE 0 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 795 115171 SH SOLE 115171 0 0 LEAR CORP COM NEW 521865204 3908 91100 SH SOLE 91100 0 0 LEGG MASON INC COM 524901105 1627 63300 SH SOLE 63300 0 0 LEGGETT & PLATT INC COM 524660107 814 41113 SH SOLE 41113 0 0 LENDER PROCESSING SVCS INC COM 52602E102 798 58300 SH SOLE 58300 0 0 LENNAR CORP CL B 526057302 1234 120695 SH SOLE 120695 0 0 LEUCADIA NATL CORP COM 527288104 1679 74024 SH SOLE 74024 0 0 LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 8229 6922000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK5 1090 1100000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 15.000% 1/1 52729NBM1 25194 19625000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 3966 3305000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 6.500%10/0 52729NBR0 24263 17027000 PRN SOLE 0 0 0 LEXICON PHARMACEUTICALS INC COM 528872104 100 109000 SH SOLE 85800 0 0 LEXINGTON REALTY TRUST COM 529043101 1736 265438 SH SOLE 204184 0 0 LEXMARK INTL NEW CL A 529771107 29866 1104908 SH SOLE 1069008 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 200 24600 SH SOLE 24600 0 0 LHC GROUP INC COM 50187A107 1179 69100 SH SOLE 51800 0 0 LIBERTY GLOBAL INC COM SER A 530555101 613 16937 SH SOLE 16937 0 0 LIBERTY GLOBAL INC COM SER C 530555309 6963 201178 SH SOLE 201178 0 0 LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 788 1000000 PRN SOLE 0 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 4134 279903 SH SOLE 279903 0 0 LIBERTY PPTY TR SH BEN INT 531172104 2240 76951 SH SOLE 76951 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 1322 34400 SH SOLE 34400 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 5205 142055 SH SOLE 119255 0 0 LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 3053 3000000 PRN SOLE 0 0 0 LILLY ELI & CO COM 532457108 24857 672363 SH SOLE 614363 0 0 LIMITED BRANDS INC COM 532716107 25600 664751 SH SOLE 645651 0 0 LINCARE HLDGS INC COM 532791100 8791 390697 SH SOLE 390697 0 0 LINCOLN EDL SVCS CORP COM 533535100 3383 418200 SH SOLE 319200 0 0 LINCOLN ELEC HLDGS INC COM 533900106 1433 49410 SH SOLE 49410 0 0 LINCOLN NATL CORP IND COM 534187109 1543 98743 SH SOLE 98743 0 0 LINCOLN NATL CORP IND *W EXP 07/10/201 534187117 8246 890459 SH SOLE 890459 0 0 LINDSAY CORP COM 535555106 468 8700 SH SOLE 3500 0 0 LINEAR TECHNOLOGY CORP COM 535678106 1753 63400 SH SOLE 63400 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 26 10600 SH SOLE 0 0 0 LIQUIDITY SERVICES INC COM 53635B107 494 15400 SH SOLE 6200 0 0 LITHIA MTRS INC CL A 536797103 171 11900 SH SOLE 7300 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 724 90400 SH SOLE 67100 0 0 LIVEPERSON INC COM 538146101 244 24551 SH SOLE 13251 0 0 LIZ CLAIBORNE INC COM 539320101 3740 748100 SH SOLE 493900 0 0 LOCKHEED MARTIN CORP COM 539830109 30550 420564 SH SOLE 411964 0 0 LOEWS CORP COM 540424108 19178 555069 SH SOLE 507169 0 0 LOGMEIN INC COM 54142L109 362 10900 SH SOLE 1900 0 0 LOOPNET INC COM 543524300 50326 2937903 SH SOLE 2937903 0 0 LORILLARD INC COM 544147101 13096 118303 SH SOLE 106803 0 0 LOWES COS INC COM 548661107 24236 1253171 SH SOLE 1155971 0 0 LSB INDS INC COM 502160104 1606 56000 SH SOLE 13300 0 0 LSI CORPORATION COM 502161102 9492 1832400 SH SOLE 1832400 0 0 LTC PPTYS INC COM 502175102 8198 323772 SH SOLE 230285 0 0 LTX-CREDENCE CORP COM NEW 502403207 5221 986999 SH SOLE 747100 0 0 LUFKIN INDS INC COM 549764108 1692 31800 SH SOLE 31400 0 0 LULULEMON ATHLETICA INC COM 550021109 477 9800 SH SOLE 9800 0 0 LUMINEX CORP DEL COM 55027E102 346 15600 SH SOLE 8900 0 0 M & F WORLDWIDE CORP COM 552541104 27623 1121992 SH SOLE 1080192 0 0 M & T BK CORP COM 55261F104 449 6420 SH SOLE 6420 0 0 M/I HOMES INC COM 55305B101 84 13900 SH SOLE 13900 0 0 MACERICH CO COM 554382101 1735 40702 SH SOLE 40702 0 0 MACK CALI RLTY CORP COM 554489104 2458 91900 SH SOLE 86400 0 0 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 588 26200 SH SOLE 15900 0 0 MACYS INC COM 55616P104 44240 1680847 SH SOLE 1603147 0 0 MADDEN STEVEN LTD COM 556269108 477 15836 SH SOLE 9536 0 0 MADISON CLAYMORE CALL &EQTY COM 556582104 244 34271 SH SOLE 34271 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 11047 228723 SH SOLE 176086 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 262 4345 SH SOLE 4345 0 0 MAGIC SOFTWARE ENTERPRISES L ORD 559166103 1192 291507 SH SOLE 291507 0 0 MAGMA DESIGN AUTOMATION COM 559181102 231 50700 SH SOLE 18500 0 0 MAGNA INTL INC COM 559222401 3254 98700 SH SOLE 98700 0 0 MAGNUM HUNTER RES CORP DEL COM 55973B102 325 98145 SH SOLE 98145 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 106 14300 SH SOLE 8200 0 0 MAIDENFORM BRANDS INC COM 560305104 733 31300 SH SOLE 22200 0 0 MAJESCO ENTERTAINMENT CO COM NEW 560690208 45 22300 SH SOLE 13800 0 0 MAKO SURGICAL CORP COM 560879108 633 18500 SH SOLE 11000 0 0 MANHATTAN ASSOCS INC COM 562750109 4201 126990 SH SOLE 41483 0 0 MANITOWOC INC COM 563571108 2372 353500 SH SOLE 353500 0 0 MANNKIND CORP COM 56400P201 238 62844 SH SOLE 62844 0 0 MANNKIND CORP NOTE 3.750%12/1 56400PAA0 573 1000000 PRN SOLE 0 0 0 MANPOWERGROUP INC COM 56418H100 3235 96226 SH SOLE 96226 0 0 MANULIFE FINL CORP COM 56501R106 1116 98500 SH SOLE 98500 0 0 MARATHON OIL CORP COM 565849106 56503 2618282 SH SOLE 2487182 0 0 MARATHON PETE CORP COM 56585A102 394 14560 SH SOLE 14560 0 0 MARCHEX INC CL B 56624R108 126 14800 SH SOLE 9200 0 0 MARKETAXESS HLDGS INC COM 57060D108 738 28382 SH SOLE 12782 0 0 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 336 7314 SH SOLE 7314 0 0 MARRIOTT INTL INC NEW CL A 571903202 430 15800 SH SOLE 15800 0 0 MARSH & MCLENNAN COS INC COM 571748102 2823 106363 SH SOLE 106363 0 0 MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 228 7017 SH SOLE 7017 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 12680 872650 SH SOLE 872650 0 0 MASCO CORP COM 574599106 3757 527636 SH SOLE 527636 0 0 MASTEC INC NOTE 4.000% 6/1 576323AL3 4286 3250000 PRN SOLE 0 0 0 MASTEC INC NOTE 4.250%12/1 576323AM1 6897 5025000 PRN SOLE 0 0 0 MASTERCARD INC CL A 57636Q104 2188 6900 SH SOLE 6900 0 0 MATERION CORP COM 576690101 1549 68300 SH SOLE 29600 0 0 MATRIX SVC CO COM 576853105 2251 264500 SH SOLE 198700 0 0 MATTEL INC COM 577081102 1854 71594 SH SOLE 71594 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 903 38700 SH SOLE 38700 0 0 MAXIMUS INC COM 577933104 6375 182672 SH SOLE 59800 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 247 13400 SH SOLE 8700 0 0 MBIA INC COM 55262C100 871 119810 SH SOLE 119810 0 0 MCCLATCHY CO CL A 579489105 554 413600 SH SOLE 288100 0 0 MCCORMICK & CO INC COM NON VTG 579780206 7690 166600 SH SOLE 166600 0 0 MCCORMICK & SCHMICKS SEAFD R COM 579793100 3267 472157 SH SOLE 472157 0 0 MCDERMOTT INTL INC COM 580037109 26883 2498407 SH SOLE 2395707 0 0 MCDONALDS CORP COM 580135101 38903 442981 SH SOLE 393781 0 0 MCG CAPITAL CORP COM 58047P107 6627 1673400 SH SOLE 1232100 0 0 MCGRAW HILL COS INC COM 580645109 8052 196397 SH SOLE 196397 0 0 MCKESSON CORP COM 58155Q103 21669 298055 SH SOLE 287955 0 0 MCMORAN EXPLORATION CO COM 582411104 1609 162028 SH SOLE 162028 0 0 MDU RES GROUP INC COM 552690109 9136 476064 SH SOLE 476064 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 961 13963 SH SOLE 13963 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 2558 287100 SH SOLE 183000 0 0 MEADWESTVACO CORP COM 583334107 2021 82296 SH SOLE 76696 0 0 MEASUREMENT SPECIALTIES INC COM 583421102 231 8900 SH SOLE 4800 0 0 MEDCATH CORP COM 58404W109 196 14100 SH SOLE 7600 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 77431 1651330 SH SOLE 1624130 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 1318 147222 SH SOLE 141730 0 0 MEDICINES CO COM 584688105 4824 324200 SH SOLE 235400 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 22352 612720 SH SOLE 550520 0 0 MEDIFAST INC COM 58470H101 1612 99800 SH SOLE 47100 0 0 MEDIVATION INC COM 58501N101 470 27700 SH SOLE 10100 0 0 MEDNAX INC COM 58502B106 1573 25106 SH SOLE 25106 0 0 MEDTRONIC INC COM 585055106 3521 105913 SH SOLE 88713 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 4742 151900 SH SOLE 151900 0 0 MENS WEARHOUSE INC COM 587118100 1502 57576 SH SOLE 47376 0 0 MENTOR GRAPHICS CORP COM 587200106 5330 554058 SH SOLE 554058 0 0 MERCADOLIBRE INC COM 58733R102 1672 31100 SH SOLE 31100 0 0 MERCK & CO INC NEW COM 58933Y105 49536 1514392 SH SOLE 1308692 0 0 MERCURY COMPUTER SYS COM 589378108 182 15800 SH SOLE 8800 0 0 MERCURY GENL CORP NEW COM 589400100 334 8700 SH SOLE 8700 0 0 MEREDITH CORP COM 589433101 272 12000 SH SOLE 12000 0 0 MERGE HEALTHCARE INC COM 589499102 194 31900 SH SOLE 19700 0 0 METALICO INC COM 591176102 121 31000 SH SOLE 24900 0 0 METALS USA HLDGS CORP COM 59132A104 173 19314 SH SOLE 19314 0 0 METHODE ELECTRS INC COM 591520200 1633 219846 SH SOLE 122539 0 0 METLIFE INC COM 59156R108 1542 55052 SH SOLE 55052 0 0 METROPCS COMMUNICATIONS INC COM 591708102 2443 280428 SH SOLE 280428 0 0 METROPOLITAN HEALTH NETWORKS COM 592142103 109 23900 SH SOLE 16200 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 1889 13500 SH SOLE 13500 0 0 MF GLOBAL HLDGS LTD NOTE 3.375% 8/0 55277JAB4 6005 7625000 PRN SOLE 0 0 0 MFA FINANCIAL INC COM 55272X102 4569 650806 SH SOLE 491437 0 0 MGE ENERGY INC COM 55277P104 362 8900 SH SOLE 3900 0 0 MGIC INVT CORP WIS COM 552848103 1719 919100 SH SOLE 919100 0 0 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 12826 22700000 PRN SOLE 0 0 0 MGM RESORTS INTERNATIONAL COM 552953101 7301 785905 SH SOLE 749605 0 0 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 8262 9375000 PRN SOLE 0 0 0 MICREL INC COM 594793101 1101 116300 SH SOLE 50900 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 408 13100 SH SOLE 13100 0 0 MICRON TECHNOLOGY INC COM 595112103 6905 1370045 SH SOLE 1370045 0 0 MICROS SYS INC COM 594901100 10035 228526 SH SOLE 228526 0 0 MICROSEMI CORP COM 595137100 522 32684 SH SOLE 31884 0 0 MICROSOFT CORP COM 594918104 113819 4572882 SH SOLE 4084282 0 0 MICROSTRATEGY INC CL A NEW 594972408 2382 20886 SH SOLE 8800 0 0 MID-AMER APT CMNTYS INC COM 59522J103 2429 40335 SH SOLE 22933 0 0 MIDDLEBY CORP COM 596278101 691 9800 SH SOLE 5900 0 0 MILLER ENERGY RES INC COM 600527105 33 12400 SH SOLE 5300 0 0 MINE SAFETY APPLIANCES CO COM 602720104 391 14500 SH SOLE 8400 0 0 MINERALS TECHNOLOGIES INC COM 603158106 16016 325066 SH SOLE 285849 0 0 MINES MGMT INC COM 603432105 31 19104 SH SOLE 19104 0 0 MISSION NEWENERGY LTD SHS NEW Q62163110 115 26475 SH SOLE 26475 0 0 MITCHAM INDS INC COM 606501104 151 13500 SH SOLE 8200 0 0 MKS INSTRUMENT INC COM 55306N104 29466 1357236 SH SOLE 1270836 0 0 MOBILE MINI INC COM 60740F105 294 17900 SH SOLE 10500 0 0 MODINE MFG CO COM 607828100 219 24200 SH SOLE 24200 0 0 MOLEX INC COM 608554101 1805 88620 SH SOLE 88620 0 0 MOLEX INC CL A 608554200 4292 254259 SH SOLE 254259 0 0 MOLINA HEALTHCARE INC COM 60855R100 590 38186 SH SOLE 29398 0 0 MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 6096 6375000 PRN SOLE 0 0 0 MOLSON COORS BREWING CO CL B 60871R209 275 6931 SH SOLE 6931 0 0 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 353 29100 SH SOLE 9200 0 0 MONRO MUFFLER BRAKE INC COM 610236101 1314 39850 SH SOLE 12750 0 0 MONSANTO CO NEW COM 61166W101 7019 116900 SH SOLE 116900 0 0 MONSTER WORLDWIDE INC COM 611742107 260 36143 SH SOLE 36143 0 0 MONTGOMERY STR INCOME SECS I COM 614115103 289 18507 SH SOLE 18507 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 2596 146806 SH SOLE 76915 0 0 MOODYS CORP COM 615369105 317 10403 SH SOLE 10403 0 0 MORGAN STANLEY COM NEW 617446448 2195 162581 SH SOLE 124281 0 0 MORGAN STANLEY INCOME SEC INC 61745P874 1274 74080 SH SOLE 74080 0 0 MORGAN STANLEY EMER MKTS FD COM 61744G107 250 19918 SH SOLE 19918 0 0 MORGANS HOTEL GROUP CO COM 61748W108 69 11500 SH SOLE 6200 0 0 MOSAIC CO NEW COM 61945C103 12826 261908 SH SOLE 261908 0 0 MOSYS INC COM 619718109 43 11700 SH SOLE 5300 0 0 MOTOROLA MOBILITY HLDGS INC COM 620097105 66672 1764752 SH SOLE 1764752 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 71684 1710846 SH SOLE 1634475 0 0 MOVE INC COM COM 62458M108 530 365600 SH SOLE 182900 0 0 MSCI INC CL A 55354G100 1750 57700 SH SOLE 57700 0 0 MTS SYS CORP COM 553777103 622 20300 SH SOLE 7800 0 0 MUELLER INDS INC COM 624756102 2262 58607 SH SOLE 36671 0 0 MURPHY OIL CORP COM 626717102 19887 450342 SH SOLE 435042 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 984 14300 SH SOLE 3700 0 0 MYLAN INC COM 628530107 2358 138700 SH SOLE 138700 0 0 MYLAN INC NOTE 1.250% 3/1 628530AG2 6241 6225000 PRN SOLE 0 0 0 MYR GROUP INC DEL COM 55405W104 383 21700 SH SOLE 6700 0 0 MYRIAD GENETICS INC COM 62855J104 13061 696950 SH SOLE 675450 0 0 NABORS INDUSTRIES LTD SHS G6359F103 2966 241886 SH SOLE 241886 0 0 NACCO INDS INC CL A 629579103 4397 69346 SH SOLE 46308 0 0 NALCO HOLDING COMPANY COM 62985Q101 80033 2287951 SH SOLE 2287951 0 0 NANOMETRICS INC COM 630077105 190 13100 SH SOLE 11200 0 0 NARA BANCORP INC COM 63080P105 1122 184900 SH SOLE 150600 0 0 NASDAQ OMX GROUP INC COM 631103108 706 30519 SH SOLE 30519 0 0 NASH FINCH CO COM 631158102 6506 241595 SH SOLE 184821 0 0 NASH FINCH CO FRNT 1.631% 3/1 631158AD4 16236 36900000 PRN SOLE 0 0 0 NATIONAL FINL PARTNERS CORP NOTE 4.000% 6/1 63607PAC3 8805 8200000 PRN SOLE 0 0 0 NATIONAL FUEL GAS CO N J COM 636180101 3130 64300 SH SOLE 64300 0 0 NATIONAL HEALTH INVS INC COM 63633D104 2050 48658 SH SOLE 35519 0 0 NATIONAL INSTRS CORP COM 636518102 331 14500 SH SOLE 14500 0 0 NATIONAL OILWELL VARCO INC COM 637071101 13243 258554 SH SOLE 243954 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 3093 441200 SH SOLE 336200 0 0 NATIONAL PRESTO INDS INC COM 637215104 243 2800 SH SOLE 2000 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 5089 189398 SH SOLE 141805 0 0 NAUTILUS MARINE ACQUISIT COR SHS Y6255E101 8846 931200 SH SOLE 931200 0 0 NAVISTAR INTL CORP NEW COM 63934E108 6070 188989 SH SOLE 186589 0 0 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 18728 18775000 PRN SOLE 0 0 0 NBT BANCORP INC COM 628778102 4277 229700 SH SOLE 175100 0 0 NCR CORP NEW COM 62886E108 8256 488800 SH SOLE 488800 0 0 NEENAH PAPER INC COM 640079109 910 64200 SH SOLE 35500 0 0 NELNET INC CL A 64031N108 10229 544670 SH SOLE 390224 0 0 NEOGEN CORP COM 640491106 340 9800 SH SOLE 2100 0 0 NEOPROBE CORP COM 640518106 525 177500 SH SOLE 33300 0 0 NEOSTEM INC COM NEW 640650305 252 388000 SH SOLE 388000 0 0 NESS TECHNOLOGIES INC COM 64104X108 18131 2366964 SH SOLE 2366964 0 0 NETAPP INC COM 64110D104 1728 50900 SH SOLE 50900 0 0 NETFLIX INC COM 64110L106 6880 60800 SH SOLE 60800 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 58257 1210906 SH SOLE 1208606 0 0 NETSCOUT SYS INC COM 64115T104 1120 98100 SH SOLE 44300 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 1743 291500 SH SOLE 166400 0 0 NEUSTAR INC CL A 64126X201 1825 72600 SH SOLE 72600 0 0 NEW GOLD INC CDA COM 644535106 871 84945 SH SOLE 84945 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 366 30734 SH SOLE 30734 0 0 NEW YORK TIMES CO CL A 650111107 4242 730050 SH SOLE 730050 0 0 NEWCASTLE INVT CORP COM 65105M108 1974 485000 SH SOLE 485000 0 0 NEWELL RUBBERMAID INC COM 651229106 157 13200 SH SOLE 13200 0 0 NEWFIELD EXPL CO COM 651290108 3178 80070 SH SOLE 80070 0 0 NEWMARKET CORP COM 651587107 1171 7711 SH SOLE 900 0 0 NEWMONT MINING CORP COM 651639106 9376 149063 SH SOLE 125363 0 0 NEWPORT CORP COM 651824104 4250 393200 SH SOLE 289800 0 0 NEWS CORP CL A 65248E104 26856 1735983 SH SOLE 1606983 0 0 NEWSTAR FINANCIAL INC COM 65251F105 158 16900 SH SOLE 8600 0 0 NEXTERA ENERGY INC COM 65339F101 1164 21552 SH SOLE 21552 0 0 NIC INC COM 62914B100 1889 165000 SH SOLE 34800 0 0 NICOR INC COM 654086107 52409 952709 SH SOLE 917120 0 0 NII HLDGS INC CL B NEW 62913F201 7014 260260 SH SOLE 260260 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 4870 4810000 PRN SOLE 0 0 0 NIKE INC CL B 654106103 5866 68600 SH SOLE 68600 0 0 NISOURCE INC COM 65473P105 1567 73274 SH SOLE 73274 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 443 15083 SH SOLE 15083 0 0 NOBLE ENERGY INC COM 655044105 4691 66252 SH SOLE 66252 0 0 NORANDA ALUM HLDG CORP COM 65542W107 1226 146800 SH SOLE 36900 0 0 NORDSON CORP COM 655663102 6029 151700 SH SOLE 151700 0 0 NORDSTROM INC COM 655664100 3239 70900 SH SOLE 70900 0 0 NORFOLK SOUTHERN CORP COM 655844108 17459 286116 SH SOLE 249116 0 0 NORTHEAST UTILS COM 664397106 1150 34167 SH SOLE 34167 0 0 NORTHERN OIL & GAS INC NEV COM 665531109 450 23200 SH SOLE 13400 0 0 NORTHGATE MINERALS CORP NOTE 3.500%10/0 666416AB8 5667 5100000 PRN SOLE 0 0 0 NORTHROP GRUMMAN CORP COM 666807102 59673 1144030 SH SOLE 1125630 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 233 19529 SH SOLE 5000 0 0 NORTHWESTERN CORP COM NEW 668074305 12039 376913 SH SOLE 355468 0 0 NOVAGOLD RES INC COM NEW 66987E206 137 21300 SH SOLE 21300 0 0 NOVELLUS SYS INC COM 670008101 13707 502836 SH SOLE 502836 0 0 NPS PHARMACEUTICALS INC COM 62936P103 101 15527 SH SOLE 4400 0 0 NRG ENERGY INC COM NEW 629377508 2778 130999 SH SOLE 130999 0 0 NSTAR COM 67019E107 19034 424780 SH SOLE 424780 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 1005 24800 SH SOLE 12800 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 3237 159000 SH SOLE 159000 0 0 NUCOR CORP COM 670346105 7351 232332 SH SOLE 214832 0 0 NUSTAR ENERGY LP UNIT COM 67058H102 232 4441 SH SOLE 4441 0 0 NUVASIVE INC COM 670704105 1506 88200 SH SOLE 88200 0 0 NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM102 428 39394 SH SOLE 39394 0 0 NUVEEN EQUITY PREM & GROWTH COM 6706EW100 368 31998 SH SOLE 31998 0 0 NUVEEN EQUITY PREM ADV FD COM 6706ET107 354 32261 SH SOLE 32261 0 0 NUVEEN EQUITY PREM INCOME FD COM 6706ER101 433 40525 SH SOLE 40525 0 0 NUVEEN QUALITY PFD INC FD 3 COM 67072W101 964 130296 SH SOLE 130296 0 0 NUVEEN QUALITY PFD INCOME FD COM 67071S101 1799 238920 SH SOLE 238920 0 0 NUVEEN QUALITY PFD INCOME FD COM 67072C105 3990 526445 SH SOLE 526445 0 0 NV ENERGY INC COM 67073Y106 7011 476623 SH SOLE 476623 0 0 NVE CORP COM NEW 629445206 231 3800 SH SOLE 2400 0 0 NVIDIA CORP COM 67066G104 11108 888663 SH SOLE 888663 0 0 NVR INC COM 62944T105 1148 1900 SH SOLE 1900 0 0 NXSTAGE MEDICAL INC COM 67072V103 211 10100 SH SOLE 0 0 0 NYSE EURONEXT COM 629491101 45123 1941603 SH SOLE 1941603 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 15204 228189 SH SOLE 228189 0 0 OASIS PETE INC NEW COM 674215108 386 17300 SH SOLE 0 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 24505 342732 SH SOLE 301132 0 0 OCEANEERING INTL INC COM 675232102 7496 212106 SH SOLE 212106 0 0 OCLARO INC COM NEW 67555N206 286 78600 SH SOLE 78600 0 0 OCWEN FINL CORP COM NEW 675746309 544 41200 SH SOLE 24100 0 0 OCZ TECHNOLOGY GROUP INC COM 67086E303 148 30600 SH SOLE 17000 0 0 ODYSSEY MARINE EXPLORATION I COM 676118102 127 51800 SH SOLE 28600 0 0 OGE ENERGY CORP COM 670837103 6035 126281 SH SOLE 126281 0 0 OIL STS INTL INC COM 678026105 284 5574 SH SOLE 5574 0 0 OLD DOMINION FGHT LINES INC COM 679580100 946 32651 SH SOLE 32651 0 0 OLYMPIC STEEL INC COM 68162K106 640 37800 SH SOLE 37200 0 0 OM GROUP INC COM 670872100 9125 351350 SH SOLE 305510 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 1528 95899 SH SOLE 53150 0 0 OMEGA PROTEIN CORP COM 68210P107 680 74900 SH SOLE 66600 0 0 OMNICARE INC COM 681904108 43857 1724621 SH SOLE 1610321 0 0 OMNICARE INC NOTE 3.750%12/1 681904AN8 11131 9905000 PRN SOLE 0 0 0 OMNICOM GROUP INC COM 681919106 13675 371202 SH SOLE 352102 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 1852 131900 SH SOLE 131200 0 0 ON ASSIGNMENT INC COM 682159108 148 20900 SH SOLE 11800 0 0 ON SEMICONDUCTOR CORP COM 682189105 1965 274000 SH SOLE 274000 0 0 ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD7 2074 1750000 PRN SOLE 0 0 0 ON TRACK INNOVATION LTD SHS M8791A109 309 205759 SH SOLE 205759 0 0 ONCOTHYREON INC COM 682324108 114 19000 SH SOLE 10700 0 0 ONEBEACON INSURANCE GROUP LT CL A G67742109 153 11200 SH SOLE 6400 0 0 ONEOK INC NEW COM 682680103 4590 69500 SH SOLE 69500 0 0 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 283 6078 SH SOLE 6078 0 0 ONYX PHARMACEUTICALS INC COM 683399109 2740 91287 SH SOLE 91287 0 0 OPEN TEXT CORP COM 683715106 552 10600 SH SOLE 10600 0 0 OPKO HEALTH INC COM 68375N103 346 79800 SH SOLE 49500 0 0 OPLINK COMMUNICATIONS INC COM NEW 68375Q403 4544 300100 SH SOLE 210300 0 0 OPNET TECHNOLOGIES INC COM 683757108 1714 49100 SH SOLE 6700 0 0 OPNEXT INC COM 68375V105 812 649600 SH SOLE 471100 0 0 ORACLE CORP COM 68389X105 37025 1288267 SH SOLE 1128467 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 214 26900 SH SOLE 16200 0 0 ORBITAL SCIENCES CORP COM 685564106 2556 199682 SH SOLE 199682 0 0 ORCHID CELLMARK INC COM 68573C107 5791 2160797 SH SOLE 2160797 0 0 ORCKIT COMMUNICATIONS LTD SHS NEW M7531S206 24 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SH SOLE 0 0 0 RIGHTNOW TECHNOLOGIES INC COM 76657R106 432 13080 SH SOLE 7200 0 0 RITE AID CORP COM 767754104 6643 6779000 SH SOLE 5081900 0 0 RITE AID CORP NOTE 8.500% 5/1 767754BU7 528 575000 PRN SOLE 0 0 0 ROCK-TENN CO CL A 772739207 1243 25541 SH SOLE 25541 0 0 ROCKWELL AUTOMATION INC COM 773903109 4911 87700 SH SOLE 84500 0 0 ROCKWELL COLLINS INC COM 774341101 723 13700 SH SOLE 13700 0 0 ROCKWOOD HLDGS INC COM 774415103 3916 116246 SH SOLE 116246 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 311 9100 SH SOLE 9100 0 0 ROGERS CORP COM 775133101 391 10000 SH SOLE 6200 0 0 ROLLINS INC COM 775711104 800 42750 SH SOLE 4900 0 0 ROSETTA GENOMICS LTD SHS M82183118 332 316633 SH SOLE 316633 0 0 ROSETTA RESOURCES INC COM 777779307 2279 66600 SH SOLE 43400 0 0 ROSETTA STONE INC COM 777780107 232 25400 SH SOLE 13400 0 0 ROSS STORES INC COM 778296103 15302 194453 SH SOLE 193653 0 0 ROVI CORP COM 779376102 1122 26100 SH SOLE 26100 0 0 ROWAN COS INC COM 779382100 7085 234675 SH SOLE 234675 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 1943 42500 SH SOLE 42500 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2945 136100 SH SOLE 136100 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 40900 664818 SH SOLE 664818 0 0 ROYAL GOLD INC COM 780287108 3869 60400 SH SOLE 60400 0 0 ROYCE FOCUS TR COM 78080N108 888 147021 SH SOLE 147021 0 0 RPC INC COM 749660106 6467 396248 SH SOLE 396248 0 0 RPM INTL INC COM 749685103 1003 53656 SH SOLE 53656 0 0 RTI BIOLOGICS INC COM 74975N105 47 14400 SH SOLE 8300 0 0 RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 10275 10275000 PRN SOLE 0 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 1701 254200 SH SOLE 187800 0 0 RUSH ENTERPRISES INC CL A 781846209 296 20900 SH SOLE 12400 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 46 10800 SH SOLE 6200 0 0 RYDER SYS INC COM 783549108 6912 184269 SH SOLE 184269 0 0 S & T BANCORP INC COM 783859101 188 11653 SH SOLE 5500 0 0 S1 CORPORATION COM 78463B101 17336 1890528 SH SOLE 1864028 0 0 SABA SOFTWARE INC COM NEW 784932600 59 10200 SH SOLE 10200 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 1112 116594 SH SOLE 81833 0 0 SAFEGUARD SCIENTIFICS INC COM NEW 786449207 161 10700 SH SOLE 6400 0 0 SAFETY INS GROUP INC COM 78648T100 2134 56419 SH SOLE 41124 0 0 SAFEWAY INC COM NEW 786514208 10860 653057 SH SOLE 653057 0 0 SAIC INC COM 78390X101 2786 235900 SH SOLE 212400 0 0 SAKS INC COM 79377W108 1537 175632 SH SOLE 133232 0 0 SALESFORCE COM INC COM 79466L302 983 8600 SH SOLE 8600 0 0 SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 32431 21950000 PRN SOLE 0 0 0 SALIX PHARMACEUTICALS INC COM 795435106 1622 54800 SH SOLE 54800 0 0 SANDISK CORP COM 80004C101 492 12200 SH SOLE 12200 0 0 SANGAMO BIOSCIENCES INC COM 800677106 137 31400 SH SOLE 17600 0 0 SARA LEE CORP COM 803111103 28098 1718522 SH SOLE 1662622 0 0 SASOL LTD SPONSORED ADR 803866300 621 15300 SH SOLE 15300 0 0 SAUER-DANFOSS INC COM 804137107 2731 94500 SH SOLE 17900 0 0 SBA COMMUNICATIONS CORP COM 78388J106 238 6900 SH SOLE 6900 0 0 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 1043 1000000 PRN SOLE 0 0 0 SCHLUMBERGER LTD COM 806857108 6698 112131 SH SOLE 112131 0 0 SCHOLASTIC CORP COM 807066105 10691 381422 SH SOLE 272000 0 0 SCHULMAN A INC COM 808194104 1120 65939 SH SOLE 57764 0 0 SCHWAB CHARLES CORP NEW COM 808513105 29083 2580578 SH SOLE 2580578 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 93 24300 SH SOLE 13800 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 1708 243975 SH SOLE 185700 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2197 59100 SH SOLE 59100 0 0 SEACOR HOLDINGS INC COM 811904101 39262 489494 SH SOLE 422694 0 0 SEADRILL LIMITED SHS G7945E105 1007 36582 SH SOLE 36582 0 0 SEALED AIR CORP NEW COM 81211K100 8873 531306 SH SOLE 516506 0 0 SEARS HLDGS CORP COM 812350106 1284 22323 SH SOLE 22323 0 0 SEASPAN CORP SHS Y75638109 303 26400 SH SOLE 15200 0 0 SEATTLE GENETICS INC COM 812578102 1616 84800 SH SOLE 84800 0 0 SEI INVESTMENTS CO COM 784117103 2476 161013 SH SOLE 161013 0 0 SELECT COMFORT CORP COM 81616X103 732 52400 SH SOLE 28500 0 0 SELECTIVE INS GROUP INC COM 816300107 1015 77785 SH SOLE 59721 0 0 SEMPRA ENERGY COM 816851109 1773 34431 SH SOLE 34431 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 3128 145200 SH SOLE 145200 0 0 SENOMYX INC COM 81724Q107 69 19600 SH SOLE 10700 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 1432 44000 SH SOLE 32100 0 0 SERVICE CORP INTL COM 817565104 22039 2406026 SH SOLE 2242526 0 0 SESI L L C FRNT 1.500%12/1 78412FAH7 9225 9225000 PRN SOLE 0 0 0 SHAW GROUP INC COM 820280105 3687 169586 SH SOLE 169586 0 0 SHERWIN WILLIAMS CO COM 824348106 2579 34700 SH SOLE 34700 0 0 SHORETEL INC COM 825211105 341 68400 SH SOLE 8600 0 0 SHUTTERFLY INC COM 82568P304 1430 34723 SH SOLE 33823 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 597 12500 SH SOLE 12500 0 0 SIGNATURE BK NEW YORK N Y *W EXP 12/12/201 82669G112 7870 291180 SH SOLE 291180 0 0 SIGNET JEWELERS LIMITED SHS G81276100 2342 69300 SH SOLE 69300 0 0 SILICON GRAPHICS INTL CORP COM 82706L108 1000 83900 SH SOLE 33900 0 0 SILICON IMAGE INC COM 82705T102 1344 228900 SH SOLE 66300 0 0 SILVER STD RES INC COM 82823L106 1672 91100 SH SOLE 91100 0 0 SILVER WHEATON CORP COM 828336107 1947 66100 SH SOLE 66100 0 0 SIMON PPTY GROUP INC NEW COM 828806109 16917 153815 SH SOLE 140315 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 16988 681430 SH SOLE 540930 0 0 SINA CORP ORD G81477104 1396 19500 SH SOLE 19500 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 4258 593900 SH SOLE 384800 0 0 SINOHUB INC COM 82935L101 427 779194 SH SOLE 779194 0 0 SIRIUS XM RADIO INC COM 82967N108 896 593100 SH SOLE 593100 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 209 4927 SH SOLE 0 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 4609 327600 SH SOLE 224000 0 0 SKILLED HEALTHCARE GROUP INC CL A 83066R107 1443 399600 SH SOLE 287500 0 0 SKYWEST INC COM 830879102 1107 96216 SH SOLE 72323 0 0 SL GREEN RLTY CORP COM 78440X101 1954 33600 SH SOLE 33600 0 0 SLM CORP COM 78442P106 4481 359908 SH SOLE 359908 0 0 SM ENERGY CO COM 78454L100 3815 62904 SH SOLE 62904 0 0 SMITH A O COM 831865209 626 19549 SH SOLE 19549 0 0 SMITH MICRO SOFTWARE INC COM 832154108 135 89100 SH SOLE 89100 0 0 SMITHFIELD FOODS INC COM 832248108 33721 1729279 SH SOLE 1625479 0 0 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 23977 21625000 PRN SOLE 0 0 0 SMUCKER J M CO COM NEW 832696405 5129 70361 SH SOLE 70361 0 0 SNAP ON INC COM 833034101 2131 48001 SH SOLE 48001 0 0 SNYDERS-LANCE INC COM 833551104 505 24200 SH SOLE 13300 0 0 SOHU COM INC COM 83408W103 14094 292416 SH SOLE 292416 0 0 SOLAR CAP LTD COM 83413U100 3805 189000 SH SOLE 147300 0 0 SOLAR SR CAP LTD COM 83416M105 157 11016 SH SOLE 11016 0 0 SOLERA HOLDINGS INC COM 83421A104 298 5900 SH SOLE 5900 0 0 SOLITARIO EXPL & RTY CORP COM 8342EP107 124 72000 SH SOLE 72000 0 0 SOLTA MED INC COM 83438K103 14 11100 SH SOLE 11100 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 207 19200 SH SOLE 10800 0 0 SONIC AUTOMOTIVE INC NOTE 5.000%10/0 83545GAQ5 28021 25330000 PRN SOLE 0 0 0 SONIC CORP COM 835451105 198 28000 SH SOLE 16100 0 0 SONOCO PRODS CO COM 835495102 852 30164 SH SOLE 30164 0 0 SONOSITE INC NOTE 3.750% 7/1 83568GAA2 3913 3700000 PRN SOLE 0 0 0 SOTHEBYS COM 835898107 2812 102000 SH SOLE 102000 0 0 SOUTHERN CO COM 842587107 14777 348765 SH SOLE 348765 0 0 SOUTHERN COPPER CORP COM 84265V105 1874 75000 SH SOLE 64700 0 0 SOUTHERN UN CO NEW COM 844030106 48801 1202872 SH SOLE 1202872 0 0 SOUTHWEST AIRLS CO COM 844741108 3870 481324 SH SOLE 474224 0 0 SOUTHWEST GAS CORP COM 844895102 3258 90073 SH SOLE 75540 0 0 SOUTHWESTERN ENERGY CO COM 845467109 1364 40932 SH SOLE 40932 0 0 SOVRAN SELF STORAGE INC COM 84610H108 3122 83984 SH SOLE 62578 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 1036 1105000 PRN SOLE 0 0 0 SPARTECH CORP COM NEW 847220209 129 40200 SH SOLE 26300 0 0 SPECTRA ENERGY CORP COM 847560109 2445 99669 SH SOLE 99669 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 237 8397 SH SOLE 8397 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 952 124800 SH SOLE 15000 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 895 56086 SH SOLE 56086 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 4596 1511994 SH SOLE 1511994 0 0 SPX CORP COM 784635104 2844 62760 SH SOLE 62760 0 0 ST JUDE MED INC COM 790849103 2512 69400 SH SOLE 69400 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 105 13500 SH SOLE 6700 0 0 STAGE STORES INC COM NEW 85254C305 399 28800 SH SOLE 21100 0 0 STANCORP FINL GROUP INC COM 852891100 567 20571 SH SOLE 20571 0 0 STANLEY BLACK & DECKER INC COM 854502101 1397 28448 SH SOLE 28448 0 0 STAPLES INC COM 855030102 516 38800 SH SOLE 38800 0 0 STARBUCKS CORP COM 855244109 5612 150487 SH SOLE 150487 0 0 STARWOOD PPTY TR INC COM 85571B105 2083 121400 SH SOLE 96500 0 0 STATE BANCORP INC N.Y COM 855716106 6122 579218 SH SOLE 579218 0 0 STATE STR CORP COM 857477103 858 26691 SH SOLE 26691 0 0 STEEL DYNAMICS INC COM 858119100 17980 1812461 SH SOLE 1723761 0 0 STEELCASE INC CL A 858155203 722 114500 SH SOLE 81000 0 0 STEINER LEISURE LTD ORD P8744Y102 355 8700 SH SOLE 5100 0 0 STEPAN CO COM 858586100 249 3700 SH SOLE 2300 0 0 STERICYCLE INC COM 858912108 3285 40700 SH SOLE 40700 0 0 STERIS CORP COM 859152100 20066 685551 SH SOLE 551231 0 0 STERLITE INDS INDIA LTD ADS 859737207 173 18800 SH SOLE 12200 0 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 11890 14050000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC CL A 860370105 3441 578400 SH SOLE 362100 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 435 450000 PRN SOLE 0 0 0 STEWART INFORMATION SVCS COR NOTE 6.000%10/1 860372AB7 9789 10250000 PRN SOLE 0 0 0 STILLWATER MNG CO COM 86074Q102 677 79700 SH SOLE 79700 0 0 STILLWATER MNG CO NOTE 1.875% 3/1 86074QAF9 1870 2000000 PRN SOLE 0 0 0 STONE ENERGY CORP COM 861642106 4381 270292 SH SOLE 141537 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 843 195700 SH SOLE 195700 0 0 STRAYER ED INC COM 863236105 560 7300 SH SOLE 6000 0 0 STRYKER CORP COM 863667101 1785 37878 SH SOLE 37878 0 0 STURM RUGER & CO INC COM 864159108 7098 273221 SH SOLE 120760 0 0 SUN COMMUNITIES INC COM 866674104 2440 69352 SH SOLE 44179 0 0 SUN HYDRAULICS CORP COM 866942105 1299 63750 SH SOLE 19150 0 0 SUN LIFE FINL INC COM 866796105 866 36400 SH SOLE 36400 0 0 SUNCOR ENERGY INC NEW COM 867224107 341 13400 SH SOLE 13400 0 0 SUNOCO INC COM 86764P109 1321 42600 SH SOLE 42600 0 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 258 2912 SH SOLE 2912 0 0 SUNPOWER CORP COM CL A 867652109 157 19411 SH SOLE 19411 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 2178 2200000 PRN SOLE 0 0 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 1356 1550000 PRN SOLE 0 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 2251 486200 SH SOLE 210300 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 434 76328 SH SOLE 46453 0 0 SUNTRUST BKS INC COM 867914103 438 24393 SH SOLE 24393 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 7444 283705 SH SOLE 264905 0 0 SUPERIOR INDS INTL INC COM 868168105 3697 239268 SH SOLE 165804 0 0 SUPERMEDIA INC COM 868447103 208 134000 SH SOLE 106500 0 0 SUPPORT COM INC COM 86858W101 44 22200 SH SOLE 12700 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 1808 330600 SH SOLE 239800 0 0 SVB FINL GROUP COM 78486Q101 1883 50888 SH SOLE 47888 0 0 SWIFT ENERGY CO COM 870738101 2590 106406 SH SOLE 98106 0 0 SWS GROUP INC COM 78503N107 2294 489225 SH SOLE 489225 0 0 SXC HEALTH SOLUTIONS CORP COM 78505P100 3080 55300 SH SOLE 55300 0 0 SYCAMORE NETWORKS INC COM NEW 871206405 2845 157600 SH SOLE 102200 0 0 SYKES ENTERPRISES INC COM 871237103 2938 196500 SH SOLE 146300 0 0 SYMANTEC CORP COM 871503108 6424 394100 SH SOLE 394100 0 0 SYMETRA FINL CORP COM 87151Q106 1016 124700 SH SOLE 76500 0 0 SYMMETRY MED INC COM 871546206 447 57934 SH SOLE 47734 0 0 SYNAPTICS INC COM 87157D109 325 13600 SH SOLE 11900 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 346 13900 SH SOLE 7900 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 650 65600 SH SOLE 46500 0 0 SYNNEX CORP NOTE 4.000% 5/1 87162WAB6 2436 2200000 PRN SOLE 0 0 0 SYNOPSYS INC COM 871607107 3768 154678 SH SOLE 154678 0 0 SYNTEL INC COM 87162H103 242 5600 SH SOLE 700 0 0 SYSCO CORP COM 871829107 5580 215437 SH SOLE 215437 0 0 SYSTEMAX INC COM 871851101 284 22326 SH SOLE 20326 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5213 456106 SH SOLE 205806 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 8470 665900 SH SOLE 604300 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 17338 12725000 PRN SOLE 0 0 0 TAL INTL GROUP INC COM 874083108 377 15100 SH SOLE 9400 0 0 TALISMAN ENERGY INC COM 87425E103 804 65500 SH SOLE 65500 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 5053 194279 SH SOLE 150885 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 258 7849 SH SOLE 7849 0 0 TARGACEPT INC COM 87611R306 216 14400 SH SOLE 0 0 0 TARGET CORP COM 87612E106 22672 462326 SH SOLE 406226 0 0 TATA MTRS LTD SPONSORED ADR 876568502 2885 187600 SH SOLE 120900 0 0 TAUBMAN CTRS INC COM 876664103 4815 95700 SH SOLE 95700 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 233 5319 SH SOLE 5319 0 0 TEAM HEALTH HOLDINGS INC COM 87817A107 205 12500 SH SOLE 7100 0 0 TEAM INC COM 878155100 292 13900 SH SOLE 7300 0 0 TECH DATA CORP COM 878237106 17384 402119 SH SOLE 363228 0 0 TECHNE CORP COM 878377100 823 12100 SH SOLE 12100 0 0 TECK RESOURCES LTD CL B 878742204 321 11000 SH SOLE 11000 0 0 TECO ENERGY INC COM 872375100 1276 74465 SH SOLE 74465 0 0 TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 231 7425 SH SOLE 7425 0 0 TEKELEC COM 879101103 7528 1246279 SH SOLE 1119979 0 0 TELECOMMUNICATION SYS INC CL A 87929J103 110 31900 SH SOLE 4300 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 2089 42756 SH SOLE 42756 0 0 TELEFLEX INC COM 879369106 3029 56326 SH SOLE 56326 0 0 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 1247 83400 SH SOLE 57500 0 0 TELENAV INC COM 879455103 3783 426500 SH SOLE 298400 0 0 TELEPHONE & DATA SYS INC COM 879433100 4833 227416 SH SOLE 227416 0 0 TELEPHONE & DATA SYS INC SPL COM 879433860 48283 2442223 SH SOLE 2442223 0 0 TELESTONE TECHNOLOGIES CORP COM 87953J102 580 141858 SH SOLE 141858 0 0 TELETECH HOLDINGS INC COM 879939106 3692 242227 SH SOLE 120800 0 0 TELLABS INC COM 879664100 11642 2713831 SH SOLE 2713831 0 0 TELUS CORP NON-VTG SHS 87971M202 333 7200 SH SOLE 7200 0 0 TEMPLE INLAND INC COM 879868107 49462 1576716 SH SOLE 1576716 0 0 TEMPUR PEDIC INTL INC COM 88023U101 1820 34600 SH SOLE 34600 0 0 TENET HEALTHCARE CORP COM 88033G100 4286 1037800 SH SOLE 1037800 0 0 TENNANT CO COM 880345103 562 15900 SH SOLE 6500 0 0 TENNECO INC COM 880349105 300 11700 SH SOLE 11700 0 0 TERADATA CORP DEL COM 88076W103 5594 104508 SH SOLE 104508 0 0 TERADYNE INC COM 880770102 7753 704200 SH SOLE 632800 0 0 TEREX CORP NEW COM 880779103 1403 136793 SH SOLE 136793 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 24053 24450000 PRN SOLE 0 0 0 TESCO CORP COM 88157K101 943 81300 SH SOLE 35700 0 0 TESORO CORP COM 881609101 346 17753 SH SOLE 17753 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 3144 263335 SH SOLE 211000 0 0 TETRA TECH INC NEW COM 88162G103 1469 78386 SH SOLE 78386 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 5612 727000 SH SOLE 462100 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 372 10000 SH SOLE 10000 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 930 40713 SH SOLE 17500 0 0 TEXAS CAPITAL BANCSHARES INC *W EXP 01/16/201 88224Q115 459 43503 SH SOLE 43503 0 0 TEXAS INSTRS INC COM 882508104 3073 115302 SH SOLE 115302 0 0 TEXTRON INC COM 883203101 839 47573 SH SOLE 47573 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 29873 19800000 PRN SOLE 0 0 0 TGC INDS INC COM NEW 872417308 1981 450275 SH SOLE 450275 0 0 THERAGENICS CORP COM 883375107 479 362849 SH SOLE 362849 0 0 THERAVANCE INC COM 88338T104 340 16900 SH SOLE 0 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 583 11507 SH SOLE 11507 0 0 THOMAS & BETTS CORP COM 884315102 26029 652189 SH SOLE 614289 0 0 THOMPSON CREEK METALS CO INC COM 884768102 1653 272300 SH SOLE 258000 0 0 THOMSON REUTERS CORP COM 884903105 871 32200 SH SOLE 32200 0 0 THORATEC CORP COM NEW 885175307 11546 353741 SH SOLE 353741 0 0 THQ INC COM NEW 872443403 36 20600 SH SOLE 20600 0 0 THQ INC NOTE 5.000% 8/1 872443AB2 6342 7300000 PRN SOLE 0 0 0 TIBCO SOFTWARE INC COM 88632Q103 7133 318600 SH SOLE 318600 0 0 TICC CAPITAL CORP COM 87244T109 1551 189800 SH SOLE 151500 0 0 TIFFANY & CO NEW COM 886547108 4555 74900 SH SOLE 74900 0 0 TIM HORTONS INC COM 88706M103 1930 41700 SH SOLE 41700 0 0 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 585 24846 SH SOLE 301 0 0 TIME WARNER CABLE INC COM 88732J207 6796 108434 SH SOLE 101134 0 0 TIME WARNER INC COM NEW 887317303 15794 526979 SH SOLE 456579 0 0 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 2750 2500000 PRN SOLE 0 0 0 TIMKEN CO COM 887389104 36077 1099245 SH SOLE 1059845 0 0 TITAN INTL INC ILL COM 88830M102 417 27800 SH SOLE 17100 0 0 TITAN MACHY INC COM 88830R101 186 10400 SH SOLE 5400 0 0 TIVO INC COM 888706108 545 58300 SH SOLE 36100 0 0 TJX COS INC NEW COM 872540109 4011 72306 SH SOLE 65506 0 0 TOLL BROTHERS INC COM 889478103 632 43813 SH SOLE 43813 0 0 TORCHMARK CORP COM 891027104 6724 192882 SH SOLE 167082 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 2166 30533 SH SOLE 30533 0 0 TOTAL SYS SVCS INC COM 891906109 1410 83300 SH SOLE 83300 0 0 TOWER BANCORP INC COM 891709107 17058 814610 SH SOLE 814610 0 0 TOWER GROUP INC COM 891777104 2421 105895 SH SOLE 54095 0 0 TOWERS WATSON & CO CL A 891894107 4792 80165 SH SOLE 80165 0 0 TOWERSTREAM CORP COM 892000100 322 125600 SH SOLE 113500 0 0 TPC GROUP INC COM 89236Y104 1639 81600 SH SOLE 48800 0 0 TRACTOR SUPPLY CO COM 892356106 1902 30400 SH SOLE 30400 0 0 TRANSATLANTIC HLDGS INC COM 893521104 38267 788682 SH SOLE 788682 0 0 TRANSCANADA CORP COM 89353D107 1271 31400 SH SOLE 31400 0 0 TRANSDIGM GROUP INC COM 893641100 1772 21700 SH SOLE 21700 0 0 TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 235 7151 SH SOLE 7151 0 0 TRANSOCEAN LTD REG SHS H8817H100 2032 42565 SH SOLE 42565 0 0 TRAVELERS COMPANIES INC COM 89417E109 63182 1296563 SH SOLE 1186463 0 0 TRAVELZOO INC COM 89421Q106 1231 56000 SH SOLE 12400 0 0 TREDEGAR CORP COM 894650100 4156 280223 SH SOLE 190174 0 0 TREX CO INC NOTE 6.000% 7/0 89531PAA3 8952 8820000 PRN SOLE 0 0 0 TRIMAS CORP COM NEW 896215209 229 15400 SH SOLE 7900 0 0 TRIMBLE NAVIGATION LTD COM 896239100 862 25700 SH SOLE 25700 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 2713 540400 SH SOLE 540400 0 0 TRUE RELIGION APPAREL INC COM 89784N104 2734 101400 SH SOLE 69200 0 0 TRUEBLUE INC COM 89785X101 774 68271 SH SOLE 54480 0 0 TRUNKBOW INTL HLDGS LTD COM 89818A102 406 182802 SH SOLE 182802 0 0 TRUSTMARK CORP COM 898402102 465 25638 SH SOLE 23373 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1443 44100 SH SOLE 44100 0 0 TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 10860 8000000 PRN SOLE 0 0 0 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 2450 2450000 PRN SOLE 0 0 0 TUPPERWARE BRANDS CORP COM 899896104 29739 553393 SH SOLE 531793 0 0 TUTOR PERINI CORP COM 901109108 3452 300423 SH SOLE 299323 0 0 TW TELECOM INC COM 87311L104 1854 112200 SH SOLE 112200 0 0 TWIN DISC INC COM 901476101 232 8700 SH SOLE 5100 0 0 TYCO INTERNATIONAL LTD SHS H89128104 27221 668002 SH SOLE 643102 0 0 TYLER TECHNOLOGIES INC COM 902252105 528 20900 SH SOLE 7000 0 0 TYSON FOODS INC CL A 902494103 27722 1596894 SH SOLE 1513294 0 0 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 29191 24100000 PRN SOLE 0 0 0 U S AIRWAYS GROUP INC COM 90341W108 4414 802500 SH SOLE 800700 0 0 UBS AG SHS NEW H89231338 1086 95000 SH SOLE 95000 0 0 UDR INC COM 902653104 1371 61930 SH SOLE 61930 0 0 UGI CORP NEW COM 902681105 4601 175128 SH SOLE 175128 0 0 UIL HLDG CORP COM 902748102 254 7700 SH SOLE 7700 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 2520 40500 SH SOLE 17600 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 836 17900 SH SOLE 7100 0 0 ULTRA PETROLEUM CORP COM 903914109 2298 82900 SH SOLE 82900 0 0 ULTRATECH INC COM 904034105 308 17941 SH SOLE 8241 0 0 UMB FINL CORP COM 902788108 4962 154666 SH SOLE 127466 0 0 UNDER ARMOUR INC CL A 904311107 299 4500 SH SOLE 4500 0 0 UNI PIXEL INC COM NEW 904572203 233 47344 SH SOLE 47344 0 0 UNIFIRST CORP MASS COM 904708104 4909 108400 SH SOLE 84600 0 0 UNION DRILLING INC COM 90653P105 57 12100 SH SOLE 9800 0 0 UNION PAC CORP COM 907818108 367 4493 SH SOLE 4493 0 0 UNISOURCE ENERGY CORP COM 909205106 14696 407195 SH SOLE 292582 0 0 UNISYS CORP COM NEW 909214306 5333 339868 SH SOLE 255389 0 0 UNISYS CORP PFD SER A 6.25% 909214405 757 13225 SH SOLE 13225 0 0 UNIT CORP COM 909218109 6485 175642 SH SOLE 161342 0 0 UNITED BANKSHARES INC WEST V COM 909907107 335 16672 SH SOLE 14763 0 0 UNITED CONTL HLDGS INC COM 910047109 1103 56900 SH SOLE 56900 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 422 221200 SH SOLE 221200 0 0 UNITED ONLINE INC COM 911268100 1589 303758 SH SOLE 211838 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1737 27500 SH SOLE 23500 0 0 UNITED RENTALS INC COM 911363109 3028 179800 SH SOLE 179800 0 0 UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 18464 10950000 PRN SOLE 0 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CORP COM 916896103 46 16900 SH SOLE 10200 0 0 URANIUM RES INC COM PAR $0.001 916901507 35 51800 SH SOLE 38800 0 0 URBAN OUTFITTERS INC COM 917047102 716 32100 SH SOLE 32100 0 0 UROPLASTY INC COM NEW 917277204 82 16900 SH SOLE 11000 0 0 URS CORP NEW COM 903236107 21357 720064 SH SOLE 709164 0 0 URSTADT BIDDLE PPTYS INS CL A 917286205 2509 157096 SH SOLE 91915 0 0 US BANCORP DEL COM NEW 902973304 259 11007 SH SOLE 11007 0 0 US GOLD CORPORATION COM PAR $0.10 912023207 245 61048 SH SOLE 3600 0 0 USA MOBILITY INC COM 90341G103 4473 338888 SH SOLE 193810 0 0 V F CORP COM 918204108 3791 31200 SH SOLE 31200 0 0 VAALCO ENERGY INC COM NEW 91851C201 8264 1700447 SH SOLE 1151013 0 0 VALE S A ADR 91912E105 433 19000 SH SOLE 19000 0 0 VALE S A ADR REPSTG PFD 91912E204 14547 692700 SH SOLE 329800 0 0 VALERO ENERGY CORP NEW COM 91913Y100 41896 2356345 SH SOLE 2250745 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 1593 63908 SH SOLE 63908 0 0 VALLEY NATL BANCORP *W EXP 11/14/201 919794131 186 116185 SH SOLE 116185 0 0 VALUECLICK INC COM 92046N102 15424 991282 SH SOLE 890500 0 0 VALUEVISION MEDIA INC CL A 92047K107 124 52500 SH SOLE 12500 0 0 VANTAGE DRILLING COMPANY ORD SHS G93205113 36 28700 SH SOLE 16100 0 0 VARIAN MED SYS INC COM 92220P105 2083 39943 SH SOLE 39943 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 58888 963010 SH SOLE 963010 0 0 VECTOR GROUP LTD COM 92240M108 200 11653 SH SOLE 7602 0 0 VECTOR GROUP LTD DBCV 6/1 92240MAL2 4058 3556000 PRN SOLE 0 0 0 VECTOR GROUP LTD FRNT 11/1 92240MAS7 28830 21820000 PRN SOLE 0 0 0 VEECO INSTRS INC DEL COM 922417100 2831 116033 SH SOLE 92900 0 0 VENOCO INC COM 92275P307 11720 1330319 SH SOLE 1263319 0 0 VENTAS INC COM 92276F100 17199 348149 SH SOLE 335549 0 0 VERENIUM CORP COM NEW 92340P209 54 22538 SH SOLE 22538 0 0 VERIFONE SYS INC COM 92342Y109 8169 233272 SH SOLE 233272 0 0 VERISIGN INC COM 92343E102 10191 356194 SH SOLE 356194 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 34456 33575000 PRN SOLE 0 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 60134 1634073 SH SOLE 1436273 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 2632 59100 SH SOLE 59100 0 0 VIACOM INC NEW CL B 92553P201 12810 330663 SH SOLE 305063 0 0 VIAD CORP COM NEW 92552R406 3060 180205 SH SOLE 137210 0 0 VICAL INC COM 925602104 92 37100 SH SOLE 22700 0 0 VIEWPOINT FINL GROUP INC MD COM 92672A101 157 13700 SH SOLE 7900 0 0 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 27843 18500000 PRN SOLE 0 0 0 VIRGINIA COMM BANCORP INC COM 92778Q109 75 12800 SH SOLE 8700 0 0 VIRNETX HLDG CORP COM 92823T108 393 26200 SH SOLE 10600 0 0 VIROPHARMA INC COM 928241108 16912 935900 SH SOLE 865300 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 252 4700 SH SOLE 2800 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 30017 3590596 SH SOLE 3226270 0 0 VISTA GOLD CORP COM NEW 927926303 147 44100 SH SOLE 21600 0 0 VISTAPRINT N V SHS N93540107 305 11300 SH SOLE 11300 0 0 VISTEON CORP COM NEW 92839U206 292 6800 SH SOLE 2100 0 0 VITAMIN SHOPPE INC COM 92849E101 520 13900 SH SOLE 7600 0 0 VITESSE SEMICONDUCTOR CORP COM NEW 928497304 876 296990 SH SOLE 296990 0 0 VIVUS INC COM 928551100 293 36300 SH SOLE 21000 0 0 VMWARE INC CL A COM 928563402 892 11100 SH SOLE 11100 0 0 VOCUS INC COM 92858J108 337 20100 SH SOLE 5000 0 0 VOLCANO CORPORATION COM 928645100 732 24700 SH SOLE 14300 0 0 VONAGE HLDGS CORP COM 92886T201 705 271100 SH SOLE 195600 0 0 VORNADO RLTY TR SH BEN INT 929042109 4747 63618 SH SOLE 56218 0 0 VULCAN MATLS CO COM 929160109 2385 86525 SH SOLE 86525 0 0 W & T OFFSHORE INC COM 92922P106 19826 1440857 SH SOLE 1153457 0 0 WABCO HLDGS INC COM 92927K102 8452 223253 SH SOLE 223253 0 0 WABTEC CORP COM 929740108 613 11600 SH SOLE 11600 0 0 WADDELL & REED FINL INC CL A 930059100 3992 159610 SH SOLE 159610 0 0 WAL MART STORES INC COM 931142103 86257 1661978 SH SOLE 1476478 0 0 WALGREEN CO COM 931422109 43541 1323846 SH SOLE 1267446 0 0 WALTER ENERGY INC COM 93317Q105 5499 91628 SH SOLE 91628 0 0 WALTER INVT MGMT CORP COM 93317W102 314 13700 SH SOLE 8100 0 0 WARNACO GROUP INC COM NEW 934390402 20632 447638 SH SOLE 409538 0 0 WARNER CHILCOTT PLC IRELAND SHS A G94368100 922 64500 SH SOLE 64500 0 0 WARREN RES INC COM 93564A100 28 11800 SH SOLE 11800 0 0 WASHINGTON FED INC COM 938824109 344 26994 SH SOLE 26994 0 0 WASHINGTON POST CO CL B 939640108 3752 11474 SH SOLE 11474 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 3138 111338 SH SOLE 79587 0 0 WASTE MGMT INC DEL COM 94106L109 9163 281426 SH SOLE 244426 0 0 WATERS CORP COM 941848103 4000 52989 SH SOLE 52989 0 0 WATSON PHARMACEUTICALS INC COM 942683103 3305 48421 SH SOLE 48421 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 3116 116927 SH SOLE 116927 0 0 WAUSAU PAPER CORP COM 943315101 238 37300 SH SOLE 29700 0 0 WAVE SYSTEMS CORP COM NEW 943526301 24 10100 SH SOLE 0 0 0 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 218 17850 SH SOLE 17850 0 0 WEB COM GROUP INC COM 94733A104 119 17100 SH SOLE 9000 0 0 WEBSENSE INC COM 947684106 2233 129077 SH SOLE 116033 0 0 WEBSTER FINL CORP CONN COM 947890109 8421 550379 SH SOLE 439979 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 1969 33800 SH SOLE 33800 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 1829 86400 SH SOLE 86400 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 12150 319900 SH SOLE 223700 0 0 WELLPOINT INC COM 94973V107 59964 918569 SH SOLE 853769 0 0 WELLS FARGO & CO NEW COM 949746101 32086 1330257 SH SOLE 1126357 0 0 WELLS FARGO & CO NEW *W EXP 10/28/201 949746119 1250 162076 SH SOLE 162076 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 1188 1150 SH SOLE 1150 0 0 WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 656 46135 SH SOLE 46135 0 0 WERNER ENTERPRISES INC COM 950755108 7257 348388 SH SOLE 341921 0 0 WESBANCO INC COM 950810101 1375 79413 SH SOLE 51100 0 0 WESCO INTL INC COM 95082P105 1049 31259 SH SOLE 31259 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 464 12500 SH SOLE 7000 0 0 WEST PHARMACEUTICAL SVSC INC SDCV 4.000% 3/1 955306AA3 1740 2000000 PRN SOLE 0 0 0 WESTAR ENERGY INC COM 95709T100 1907 72180 SH SOLE 72180 0 0 WESTELL TECHNOLOGIES INC CL A 957541105 73 33900 SH SOLE 19600 0 0 WESTERN ALLIANCE BANCORP COM 957638109 105 19200 SH SOLE 2700 0 0 WESTERN ASSET GLOBAL CP DEFI COM 95790C107 2875 166270 SH SOLE 166270 0 0 WESTERN ASSET INCOME FD COM 95766T100 1024 77356 SH SOLE 77356 0 0 WESTERN ASSET INVT GRADE DEF COM 95790A101 519 24207 SH SOLE 24207 0 0 WESTERN DIGITAL CORP COM 958102105 50849 1977015 SH SOLE 1880015 0 0 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 263 7781 SH SOLE 7781 0 0 WESTERN REFNG INC COM 959319104 3733 299619 SH SOLE 185719 0 0 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 44779 32775000 PRN SOLE 0 0 0 WESTERN UN CO COM 959802109 1465 95800 SH SOLE 95800 0 0 WESTLAKE CHEM CORP COM 960413102 2664 77700 SH SOLE 76800 0 0 WET SEAL INC CL A 961840105 3652 815100 SH SOLE 600600 0 0 WEYERHAEUSER CO COM 962166104 4464 287069 SH SOLE 265469 0 0 WGL HLDGS INC COM 92924F106 2487 63662 SH SOLE 39844 0 0 WHIRLPOOL CORP COM 963320106 10958 219553 SH SOLE 206753 0 0 WHITING PETE CORP NEW COM 966387102 7128 203200 SH SOLE 203200 0 0 WHITING PETE CORP NEW PERP PFD CONV 966387201 481 2865 SH SOLE 2865 0 0 WHOLE FOODS MKT INC COM 966837106 1535 23500 SH SOLE 23500 0 0 WILLIAMS CLAYTON ENERGY INC COM 969490101 2141 50000 SH SOLE 23600 0 0 WILLIAMS COS INC DEL COM 969457100 14615 600440 SH SOLE 563540 0 0 WILLIAMS PARTNERS L P COM UNIT L P 96950F104 601 11080 SH SOLE 11080 0 0 WILLIAMS SONOMA INC COM 969904101 16226 526982 SH SOLE 523182 0 0 WINDSTREAM CORP COM 97381W104 1965 168500 SH SOLE 168500 0 0 WINN DIXIE STORES INC COM NEW 974280307 1240 209518 SH SOLE 172496 0 0 WINNEBAGO INDS INC COM 974637100 830 119900 SH SOLE 90500 0 0 WINTHROP RLTY TR SH BEN INT NEW 976391300 729 83900 SH SOLE 53500 0 0 WINTRUST FINANCIAL CORP *W EXP 12/18/201 97650W157 5804 499929 SH SOLE 499929 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 245 26466 SH SOLE 8766 0 0 WISCONSIN ENERGY CORP COM 976657106 3805 121600 SH SOLE 121600 0 0 WISDOMTREE INVTS INC COM 97717P104 161 22900 SH SOLE 13200 0 0 WMS INDS INC COM 929297109 625 35525 SH SOLE 35525 0 0 WOLVERINE WORLD WIDE INC COM 978097103 757 22777 SH SOLE 22077 0 0 WORLD ACCEP CORP DEL COM 981419104 1192 21300 SH SOLE 6200 0 0 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 150 150000 PRN SOLE 0 0 0 WORLD FUEL SVCS CORP COM 981475106 232 7100 SH SOLE 7100 0 0 WORTHINGTON INDS INC COM 981811102 7153 512027 SH SOLE 496111 0 0 WRIGHT EXPRESS CORP COM 98233Q105 692 18200 SH SOLE 10700 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 22244 780201 SH SOLE 727601 0 0 WYNN RESORTS LTD COM 983134107 15020 130521 SH SOLE 122321 0 0 XCEL ENERGY INC COM 98389B100 1552 62841 SH SOLE 62841 0 0 XILINX INC COM 983919101 2179 79400 SH SOLE 79400 0 0 XILINX INC SDCV 3.125% 3/1 983919AD3 20577 20475000 PRN SOLE 0 0 0 X-RITE INC COM 983857103 74 19800 SH SOLE 5200 0 0 XYRATEX LTD COM G98268108 3525 380300 SH SOLE 296000 0 0 YAHOO INC COM 984332106 7033 534400 SH SOLE 534400 0 0 YUM BRANDS INC COM 988498101 7008 141900 SH SOLE 141900 0 0 ZAGG INC COM 98884U108 128 12900 SH SOLE 6800 0 0 ZALE CORP NEW COM 988858106 46 16000 SH SOLE 9400 0 0 ZALICUS INC COM 98887C105 46 47100 SH SOLE 29600 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 1293 41800 SH SOLE 41800 0 0 ZIMMER HLDGS INC COM 98956P102 16845 314865 SH SOLE 306665 0 0 ZIONS BANCORPORATION COM 989701107 1602 113889 SH SOLE 113889 0 0 ZIOPHARM ONCOLOGY INC COM 98973P101 172 39100 SH SOLE 21300 0 0 ZIX CORP COM 98974P100 99 37100 SH SOLE 21200 0 0 ZOLL MED CORP COM 989922109 876 23200 SH SOLE 6000 0 0