0001085146-12-001457.txt : 20121114 0001085146-12-001457.hdr.sgml : 20121114 20121114144734 ACCESSION NUMBER: 0001085146-12-001457 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121114 DATE AS OF CHANGE: 20121114 EFFECTIVENESS DATE: 20121114 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: 121203563 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 aqr3q2012.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, 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 November 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: 2270 Form 13F Information Table Value Total: $20,731,029 (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 2486 75674 SH SOLE 65974 0 0 3M CO COM 88579Y101 38156 412852 SH SOLE 367352 0 0 8X8 INC NEW COM 282914100 347 52952 SH SOLE 33952 0 0 AAR CORP NOTE 1.750% 2/0 000361AH8 2566 2560000 PRN SOLE 0 0 0 AASTROM BIOSCIENCES INC COM NEW 00253U305 27 16500 SH SOLE 16500 0 0 ABAXIS INC COM 002567105 337 9378 SH SOLE 5478 0 0 ABBOTT LABS COM 002824100 100705 1468857 SH SOLE 1342857 0 0 ABERCROMBIE & FITCH CO CL A 002896207 2585 76200 SH SOLE 76200 0 0 ABIOMED INC COM 003654100 659 31410 SH SOLE 16910 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 328 11972 SH SOLE 8772 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 776 31257 SH SOLE 14678 0 0 ACCELRYS INC 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132256 SH SOLE 132256 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 1001 14922 SH SOLE 10822 0 0 CRANE CO COM 224399105 13663 342169 SH SOLE 342169 0 0 CRAY INC COM NEW 225223304 161 12652 SH SOLE 352 0 0 CREDICORP LTD COM G2519Y108 5061 40400 SH SOLE 32600 0 0 CREE INC COM 225447101 947 37100 SH SOLE 37100 0 0 CRESTWOOD MIDSTREAM PRTNERS COM UNITS REPSTG 226372100 258 10834 SH SOLE 10834 0 0 CROCS INC COM 227046109 18133 1118600 SH SOLE 1117400 0 0 CROSSTEX ENERGY INC COM 22765Y104 2502 178303 SH SOLE 170903 0 0 CROSSTEX ENERGY L P COM 22765U102 323 20970 SH SOLE 20970 0 0 CROWN CASTLE INTL CORP COM 228227104 1705 26600 SH SOLE 26600 0 0 CROWN HOLDINGS INC COM 228368106 12787 347932 SH SOLE 347932 0 0 CSG SYS INTL INC COM 126349109 8992 399827 SH SOLE 272630 0 0 CSX CORP COM 126408103 7597 366106 SH SOLE 366106 0 0 CUBESMART COM 229663109 2129 165432 SH SOLE 119232 0 0 CUBIC CORP COM 229669106 3280 65520 SH SOLE 46858 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 784 16452 SH SOLE 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COM 235825205 4622 375800 SH SOLE 338800 0 0 DARDEN RESTAURANTS INC COM 237194105 2854 51200 SH SOLE 51200 0 0 DARLING INTL INC COM 237266101 3283 179500 SH SOLE 78500 0 0 DATALINK CORP COM 237934104 161 19394 SH SOLE 12094 0 0 DAVITA INC COM 23918K108 10321 99614 SH SOLE 99614 0 0 DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 312 6724 SH SOLE 6724 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 1142 176482 SH SOLE 129182 0 0 DDR CORP COM 23317H102 2930 190778 SH SOLE 190778 0 0 DEALERTRACK HLDGS INC COM 242309102 514 18471 SH SOLE 11871 0 0 DEAN FOODS CO NEW COM 242370104 27686 1693322 SH SOLE 1693322 0 0 DECKERS OUTDOOR CORP COM 243537107 2526 68928 SH SOLE 68928 0 0 DEERE & CO COM 244199105 13916 168700 SH SOLE 149600 0 0 DELEK US HLDGS INC COM 246647101 8242 323332 SH SOLE 226332 0 0 DELL INC COM 24702R101 43575 4419338 SH SOLE 4064138 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 28331 3092953 SH SOLE 3092953 0 0 DELUXE CORP COM 248019101 331 10836 SH SOLE 7536 0 0 DEMAND MEDIA 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SH SOLE 67131 0 0 EQUITY ONE COM 294752100 322 15300 SH SOLE 15300 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 13633 236971 SH SOLE 221271 0 0 ESSEX PPTY TR INC COM 297178105 1293 8722 SH SOLE 8722 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 213 3800 SH SOLE 3400 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 2111 96294 SH SOLE 34294 0 0 EURONET WORLDWIDE INC COM 298736109 510 27143 SH SOLE 19143 0 0 EVEREST RE GROUP LTD COM G3223R108 54139 506158 SH SOLE 460358 0 0 EVOLUTION PETROLEUM CORP COM 30049A107 153 18987 SH SOLE 10987 0 0 EXACT SCIENCES CORP COM 30063P105 465 42207 SH SOLE 26907 0 0 EXACTTARGET INC COM 30064K105 2518 103972 SH SOLE 103972 0 0 EXCEL MARITIME CARRIERS LTD COM V3267N107 87 124600 SH SOLE 56700 0 0 EXCO RESOURCES INC COM 269279402 2731 341000 SH SOLE 341000 0 0 EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 8590 8200000 PRN SOLE 0 0 0 EXELON CORP COM 30161N101 3877 108954 SH SOLE 108954 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 2190 706391 SH SOLE 706391 0 0 EXIDE 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472319102 2086 152400 SH SOLE 152400 0 0 JETBLUE AIRWAYS CORP COM 477143101 10789 7310413 SH SOLE 269913 0 0 JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AD3 1819 1500000 PRN SOLE 0 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 268 16400 SH SOLE 5000 0 0 JOHN HANCOCK HDG EQ & INC FD COM 47804L102 958 58418 SH SOLE 58418 0 0 JOHNSON & JOHNSON COM 478160104 172197 2498871 SH SOLE 2295799 0 0 JONES GROUP INC COM 48020T101 9130 709379 SH SOLE 500579 0 0 JONES LANG LASALLE INC COM 48020Q107 7017 91900 SH SOLE 91900 0 0 JOY GLOBAL INC COM 481165108 5965 106400 SH SOLE 106400 0 0 JPMORGAN CHASE & CO COM 46625H100 169254 4181180 SH SOLE 3814280 0 0 JUNIPER NETWORKS INC COM 48203R104 190 11100 SH SOLE 11100 0 0 KADANT INC COM 48282T104 2759 118959 SH SOLE 98459 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 1108 18968 SH SOLE 18968 0 0 KAMAN CORP COM 483548103 258 7193 SH SOLE 7193 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 1922 25358 SH SOLE 25358 0 0 KAPSTONE PAPER & PACKAGING C COM 48562P103 370 16546 SH SOLE 12246 0 0 KB HOME COM 48666K109 10213 711711 SH SOLE 680711 0 0 KBR INC COM 48242W106 60383 2024925 SH SOLE 1959725 0 0 KELLOGG CO COM 487836108 8604 166553 SH SOLE 166553 0 0 KELLY SVCS INC CL A 488152208 599 47518 SH SOLE 45618 0 0 KEMET CORP COM NEW 488360207 3554 807799 SH SOLE 574099 0 0 KEMPER CORP DEL COM 488401100 1681 54736 SH SOLE 48936 0 0 KENEXA CORP COM 488879107 4609 100562 SH SOLE 96862 0 0 KENNAMETAL INC COM 489170100 1284 34629 SH SOLE 34629 0 0 KEY ENERGY SVCS INC COM 492914106 2648 378334 SH SOLE 378334 0 0 KEYCORP NEW COM 493267108 114051 13049319 SH SOLE 12179019 0 0 KEYCORP NEW PFD 7.75% SR A 493267405 2484 20000 SH SOLE 20000 0 0 KEYNOTE SYS INC COM 493308100 172 11910 SH SOLE 7310 0 0 KEYW HLDG CORP COM 493723100 619 49500 SH SOLE 49500 0 0 KFORCE INC COM 493732101 1450 123000 SH SOLE 65300 0 0 KILROY RLTY CORP COM 49427F108 2154 48111 SH SOLE 48111 0 0 KIMBERLY CLARK CORP COM 494368103 111365 1298265 SH SOLE 1212665 0 0 KIMCO RLTY CORP COM 49446R109 5855 288841 SH SOLE 270341 0 0 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 280 3396 SH SOLE 3396 0 0 KINDER MORGAN INC DEL COM 49456B101 4930 138788 SH SOLE 138788 0 0 KINROSS GOLD CORP COM NO PAR 496902404 266 26100 SH SOLE 26100 0 0 KIPS BAY MED INC COM 49726K105 99 54421 SH SOLE 54421 0 0 KIRBY CORP COM 497266106 561 10147 SH SOLE 10147 0 0 KIRKLANDS INC COM 497498105 1596 160750 SH SOLE 125400 0 0 KIT DIGITAL INC COM NEW 482470200 170 56600 SH SOLE 56600 0 0 KLA-TENCOR CORP COM 482480100 29493 618228 SH SOLE 587928 0 0 KNOLL INC COM NEW 498904200 212 15200 SH SOLE 15200 0 0 KODIAK OIL & GAS CORP COM 50015Q100 614 65589 SH SOLE 65589 0 0 KOHLBERG CAPITAL CORP NOTE 8.750% 3/1 500233AB7 5406 4750000 PRN SOLE 0 0 0 KOHLS CORP COM 500255104 20455 399360 SH SOLE 307760 0 0 KOPPERS HOLDINGS INC COM 50060P106 1290 36921 SH SOLE 23621 0 0 KORN FERRY INTL COM NEW 500643200 604 39400 SH SOLE 32800 0 0 KRATON PERFORMANCE POLYMERS COM 50077C106 4875 186800 SH SOLE 117300 0 0 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 473 80923 SH SOLE 80923 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 252 31735 SH SOLE 21635 0 0 KROGER CO COM 501044101 27069 1149903 SH SOLE 1149903 0 0 KT CORP SPONSORED ADR 48268K101 5001 319732 SH SOLE 301932 0 0 KULICKE & SOFFA INDS INC COM 501242101 6490 624024 SH SOLE 614824 0 0 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 19621 19475000 PRN SOLE 0 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 46240 644824 SH SOLE 597724 0 0 LA Z BOY INC COM 505336107 13079 893975 SH SOLE 743775 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 981 10612 SH SOLE 10612 0 0 LACLEDE GROUP INC COM 505597104 7632 177477 SH SOLE 126700 0 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 107 80819 SH SOLE 47319 0 0 LAKELAND FINL CORP COM 511656100 351 12716 SH SOLE 7716 0 0 LAM RESEARCH CORP COM 512807108 938 29500 SH SOLE 29500 0 0 LANCASTER COLONY CORP COM 513847103 9423 128642 SH SOLE 67505 0 0 LANDSTAR SYS INC COM 515098101 4246 89800 SH SOLE 89800 0 0 LAS VEGAS SANDS CORP COM 517834107 3272 70557 SH SOLE 70557 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2380 89183 SH SOLE 83850 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 104 27150 SH SOLE 27150 0 0 LAUDER ESTEE COS INC CL A 518439104 6326 102749 SH SOLE 102749 0 0 LAYNE CHRISTENSEN CO COM 521050104 1967 100300 SH SOLE 46700 0 0 LAZARD GLB TTL RET&INCM FD I COM 52106W103 388 25855 SH SOLE 25855 0 0 LDK SOLAR CO LTD NOTE 4.750% 4/1 50183LAD9 227 375000 PRN SOLE 0 0 0 LEAPFROG ENTERPRISES INC CL A 52186N106 2890 320401 SH SOLE 161701 0 0 LEAR CORP COM NEW 521865204 3843 101700 SH SOLE 101700 0 0 LEARNING TREE INTL INC COM 522015106 748 146877 SH SOLE 146877 0 0 LEGG MASON INC COM 524901105 2910 117900 SH SOLE 117900 0 0 LEGGETT & PLATT INC COM 524660107 892 35600 SH SOLE 35600 0 0 LENDER PROCESSING SVCS INC COM 52602E102 24830 890280 SH SOLE 890280 0 0 LENNAR CORP CL A 526057104 6773 194791 SH SOLE 194791 0 0 LENNAR CORP CL B 526057302 1176 43667 SH SOLE 43667 0 0 LENNOX INTL INC COM 526107107 1833 37900 SH SOLE 37900 0 0 LEUCADIA NATL CORP COM 527288104 2905 127700 SH SOLE 127700 0 0 LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 7869 6922000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 2232 97189 SH SOLE 97189 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 15.000% 1/1 52729NBM1 23840 21550000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 4014 3305000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 6.500%10/0 52729NBR0 40898 28352000 PRN SOLE 0 0 0 LEXINGTON REALTY TRUST COM 529043101 4845 501554 SH SOLE 454352 0 0 LEXMARK INTL NEW CL A 529771107 9670 434596 SH SOLE 434596 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 3536 281300 SH SOLE 281300 0 0 LHC GROUP INC COM 50187A107 1854 100400 SH SOLE 52300 0 0 LIBERTY GLOBAL INC COM SER A 530555101 1227 20200 SH SOLE 20200 0 0 LIBERTY GLOBAL INC COM SER C 530555309 48475 859188 SH SOLE 859188 0 0 LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 946 1000000 PRN SOLE 0 0 0 LIBERTY MEDIA CORPORATION LIB CAP COM A 530322106 1411 13544 SH SOLE 13544 0 0 LIBERTY PPTY TR SH BEN INT 531172104 1732 47800 SH SOLE 47800 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 4140 84700 SH SOLE 82400 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 10353 242017 SH SOLE 242017 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 223 12979 SH SOLE 8579 0 0 LILLY ELI & CO COM 532457108 129572 2733004 SH SOLE 2523304 0 0 LIMELIGHT NETWORKS INC COM 53261M104 1848 789800 SH SOLE 394500 0 0 LIMITED BRANDS INC COM 532716107 4308 87460 SH SOLE 87460 0 0 LINCOLN EDL SVCS CORP COM 533535100 1015 241600 SH SOLE 163900 0 0 LINCOLN NATL CORP IND COM 534187109 40838 1688200 SH SOLE 1483900 0 0 LINCOLN NATL CORP IND *W EXP 07/10/201 534187117 2288 142753 SH SOLE 142753 0 0 LINDSAY CORP COM 535555106 439 6100 SH SOLE 500 0 0 LINEAR TECHNOLOGY CORP COM 535678106 925 29054 SH SOLE 29054 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 37 10600 SH SOLE 0 0 0 LIONS GATE ENTMNT CORP COM NEW 535919203 180 11798 SH SOLE 5698 0 0 LIQUIDITY SERVICES INC COM 53635B107 1294 25781 SH SOLE 24481 0 0 LITHIA MTRS INC CL A 536797103 401 12038 SH SOLE 7438 0 0 LITTELFUSE INC COM 537008104 503 8900 SH SOLE 4500 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 1230 142800 SH SOLE 99500 0 0 LIVEPERSON INC COM 538146101 619 34197 SH SOLE 20497 0 0 LKQ CORP COM 501889208 1114 60202 SH SOLE 60202 0 0 LML PMT SYS INC COM 50208P109 1168 343608 SH SOLE 343608 0 0 LOCKHEED MARTIN CORP COM 539830109 38331 410487 SH SOLE 403687 0 0 LOEWS CORP COM 540424108 48194 1168062 SH SOLE 1070262 0 0 LOGMEIN INC COM 54142L109 406 18100 SH SOLE 5100 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 1394 19600 SH SOLE 5000 0 0 LORILLARD INC COM 544147101 10047 86274 SH SOLE 86274 0 0 LOUISIANA PAC CORP COM 546347105 3193 255402 SH SOLE 235102 0 0 LOWES COS INC COM 548661107 46946 1552456 SH SOLE 1510256 0 0 LSB INDS INC COM 502160104 898 20479 SH SOLE 8279 0 0 LSI CORPORATION COM 502161102 22284 3224900 SH SOLE 3224900 0 0 LTC PPTYS INC COM 502175102 10259 322108 SH SOLE 240821 0 0 LTX-CREDENCE CORP COM NEW 502403207 3276 569699 SH SOLE 418700 0 0 LUFKIN INDS INC COM 549764108 1179 21900 SH SOLE 21900 0 0 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 781 15408 SH SOLE 10108 0 0 LUMINEX CORP DEL COM 55027E102 266 13695 SH SOLE 10095 0 0 LYDALL INC DEL COM 550819106 188 13365 SH SOLE 8965 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 132047 2556079 SH SOLE 2359479 0 0 M & T BK CORP COM 55261F104 637 6698 SH SOLE 6698 0 0 M D C HLDGS INC COM 552676108 2724 70731 SH SOLE 52231 0 0 M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 3357 3150000 PRN SOLE 0 0 0 M/I HOMES INC COM 55305B101 3170 163923 SH SOLE 89823 0 0 MACERICH CO COM 554382101 5116 89388 SH SOLE 82088 0 0 MACK CALI RLTY CORP COM 554489104 3059 115000 SH SOLE 115000 0 0 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 1189 28663 SH SOLE 19863 0 0 MACYS INC COM 55616P104 50615 1345437 SH SOLE 1297537 0 0 MADISON CLAYMORE CALL &EQTY COM 556582104 1087 137260 SH SOLE 137260 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 6505 126048 SH SOLE 96311 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 380 4345 SH SOLE 4345 0 0 MAGIC SOFTWARE ENTERPRISES L ORD 559166103 258 58699 SH SOLE 58699 0 0 MAGICJACK VOCALTEC LTD SHS M6787E101 2360 96200 SH SOLE 43700 0 0 MAGNA INTL INC COM 559222401 995 23004 SH SOLE 23004 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 231 25947 SH SOLE 16147 0 0 MAIN STREET CAPITAL CORP COM 56035L104 561 19017 SH SOLE 13917 0 0 MAJESCO ENTERTAINMENT CO COM NEW 560690208 85 67397 SH SOLE 43197 0 0 MANHATTAN ASSOCS INC COM 562750109 5664 98894 SH SOLE 40387 0 0 MANITOWOC INC COM 563571108 640 47948 SH SOLE 38648 0 0 MANNKIND CORP COM 56400P201 219 76201 SH SOLE 76201 0 0 MANNKIND CORP NOTE 3.750%12/1 56400PAA0 847 1400000 PRN SOLE 0 0 0 MANNKIND CORP NOTE 5.750% 8/1 56400PAC6 2529 4380000 PRN SOLE 0 0 0 MANPOWERGROUP INC COM 56418H100 15015 408026 SH SOLE 404926 0 0 MANULIFE FINL CORP COM 56501R106 2173 180500 SH SOLE 180500 0 0 MAP PHARMACEUTICALS INC COM 56509R108 176 11300 SH SOLE 9200 0 0 MARATHON OIL CORP COM 565849106 81688 2762515 SH SOLE 2551215 0 0 MARATHON PETE CORP COM 56585A102 5337 97773 SH SOLE 97773 0 0 MARCHEX INC CL B 56624R108 77 20200 SH SOLE 13700 0 0 MARKETAXESS HLDGS INC COM 57060D108 526 16648 SH SOLE 10548 0 0 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 398 7314 SH SOLE 7314 0 0 MARRIOTT INTL INC NEW CL A 571903202 8180 209200 SH SOLE 182600 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 4139 114900 SH SOLE 65100 0 0 MARSH & MCLENNAN COS INC COM 571748102 11900 350715 SH SOLE 341215 0 0 MARTHA STEWART LIVING OMNIME CL A 573083102 32 10426 SH SOLE 6326 0 0 MARTIN MARIETTA MATLS INC COM 573284106 307 3700 SH SOLE 3700 0 0 MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 262 7634 SH SOLE 7634 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 34391 3758550 SH SOLE 3435750 0 0 MASCO CORP COM 574599106 3552 236036 SH SOLE 236036 0 0 MASTEC INC NOTE 4.000% 6/1 576323AL3 4532 3250000 PRN SOLE 0 0 0 MASTEC INC NOTE 4.250%12/1 576323AM1 8616 6025000 PRN SOLE 0 0 0 MASTERCARD INC CL A 57636Q104 11906 26370 SH SOLE 26370 0 0 MATERION CORP COM 576690101 674 28300 SH SOLE 23400 0 0 MATRIX SVC CO COM 576853105 2495 236000 SH SOLE 155900 0 0 MATTEL INC COM 577081102 12014 338602 SH SOLE 338602 0 0 MATTHEWS INTL CORP CL A 577128101 286 9600 SH SOLE 9600 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 5292 198800 SH SOLE 198800 0 0 MAXIMUS INC COM 577933104 5286 88509 SH SOLE 43437 0 0 MAXYGEN INC COM 577776107 43 16300 SH SOLE 11000 0 0 MB FINANCIAL INC NEW COM 55264U108 328 16597 SH SOLE 10897 0 0 MBIA INC COM 55262C100 1107 109292 SH SOLE 84092 0 0 MCCLATCHY CO CL A 579489105 350 157100 SH SOLE 121200 0 0 MCCORMICK & CO INC COM NON VTG 579780206 12325 198667 SH SOLE 198667 0 0 MCDERMOTT INTL INC COM 580037109 23899 1955700 SH SOLE 1955700 0 0 MCDONALDS CORP COM 580135101 73795 804302 SH SOLE 707302 0 0 MCEWEN MNG INC COM 58039P107 280 61048 SH SOLE 3600 0 0 MCG CAPITAL CORP COM 58047P107 5959 1292700 SH SOLE 943400 0 0 MCGRATH RENTCORP COM 580589109 219 8383 SH SOLE 4483 0 0 MCGRAW HILL COS INC COM 580645109 8219 150550 SH SOLE 132550 0 0 MCKESSON CORP COM 58155Q103 37750 438795 SH SOLE 430895 0 0 MCMORAN EXPLORATION CO COM 582411104 1668 142000 SH SOLE 142000 0 0 MDU RES GROUP INC COM 552690109 6428 291669 SH SOLE 291669 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 5253 71682 SH SOLE 71682 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 3984 518079 SH SOLE 376879 0 0 MEADWESTVACO CORP COM 583334107 8037 262644 SH SOLE 257044 0 0 MEASUREMENT SPECIALTIES INC COM 583421102 253 7659 SH SOLE 3959 0 0 MEDALLION FINL CORP COM 583928106 152 12891 SH SOLE 7891 0 0 MEDCATH CORP COM 58404W109 144 18600 SH SOLE 10300 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 1600 153149 SH SOLE 112549 0 0 MEDICINES CO COM 584688105 3809 147571 SH SOLE 78371 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 10789 249349 SH SOLE 217549 0 0 MEDICIS PHARMACEUTICAL CORP NOTE 1.375% 6/0 584690AC5 29966 27730000 PRN SOLE 0 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 255 6149 SH SOLE 4149 0 0 MEDIFAST INC COM 58470H101 3109 118900 SH SOLE 47600 0 0 MEDIVATION INC COM 58501N101 2222 39422 SH SOLE 36022 0 0 MEDTRONIC INC COM 585055106 28636 664111 SH SOLE 611711 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 8796 8725000 PRN SOLE 0 0 0 MELA SCIENCES INC COM 55277R100 94 29200 SH SOLE 19800 0 0 MEMC ELECTR MATLS INC COM 552715104 1732 629648 SH SOLE 417448 0 0 MENS WEARHOUSE INC COM 587118100 3286 95453 SH SOLE 95453 0 0 MENTOR GRAPHICS CORP COM 587200106 7591 490361 SH SOLE 443961 0 0 MERCK & CO INC NEW COM 58933Y105 136723 3031551 SH SOLE 2733451 0 0 MERCURY GENL CORP NEW COM 589400100 448 11600 SH SOLE 11600 0 0 MEREDITH CORP COM 589433101 207 5900 SH SOLE 3800 0 0 MERGE HEALTHCARE INC COM 589499102 178 46546 SH SOLE 30746 0 0 MERITAGE HOMES CORP COM 59001A102 759 19948 SH SOLE 13048 0 0 MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 3389 3400000 PRN SOLE 0 0 0 MERITOR INC COM 59001K100 2737 645438 SH SOLE 470338 0 0 METALICO INC COM 591176102 113 44300 SH SOLE 44300 0 0 METALS USA HLDGS CORP COM 59132A104 1306 97700 SH SOLE 32500 0 0 METHODE ELECTRS INC COM 591520200 560 57700 SH SOLE 57700 0 0 METLIFE INC COM 59156R108 12702 368600 SH SOLE 368600 0 0 METLIFE INC UNIT 99/99/9999 59156R116 7125 102995 SH SOLE 102995 0 0 METROPCS COMMUNICATIONS INC COM 591708102 10556 901448 SH SOLE 780948 0 0 METROPOLITAN HEALTH NETWORKS COM 592142103 284 30404 SH SOLE 20004 0 0 MFA FINANCIAL INC COM 55272X102 830 97600 SH SOLE 97600 0 0 MGE ENERGY INC COM 55277P104 1954 36878 SH SOLE 23178 0 0 MGIC INVT CORP WIS COM 552848103 2224 1453300 SH SOLE 918600 0 0 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 7638 11150000 PRN SOLE 0 0 0 MGM RESORTS INTERNATIONAL COM 552953101 9595 892578 SH SOLE 846078 0 0 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 3907 3750000 PRN SOLE 0 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 5201 97800 SH SOLE 97800 0 0 MICREL INC COM 594793101 365 35000 SH SOLE 1700 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 759 23196 SH SOLE 23196 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 38935 30870000 PRN SOLE 0 0 0 MICRON TECHNOLOGY INC COM 595112103 8552 1428927 SH SOLE 1428927 0 0 MICRON TECHNOLOGY INC NOTE 1.500% 8/0 595112AQ6 271 300000 PRN SOLE 0 0 0 MICROS SYS INC COM 594901100 6160 125398 SH SOLE 125398 0 0 MICROSOFT CORP COM 594918104 167564 5626733 SH SOLE 5176433 0 0 MID-AMER APT CMNTYS INC COM 59522J103 529 8100 SH SOLE 8100 0 0 MIDWAY GOLD CORP COM 598153104 84 51200 SH SOLE 30700 0 0 MILLER ENERGY RES INC COM 600527105 62 12400 SH SOLE 5300 0 0 MILLER INDS INC TENN COM NEW 600551204 183 11412 SH SOLE 7912 0 0 MINE SAFETY APPLIANCES CO COM 602720104 1251 33561 SH SOLE 14261 0 0 MINERALS TECHNOLOGIES INC COM 603158106 9671 136352 SH SOLE 95535 0 0 MINES MGMT INC COM 603432105 29 19104 SH SOLE 19104 0 0 MISSION WEST PPTYS INC COM 605203108 109 12554 SH SOLE 8154 0 0 MISTRAS GROUP INC COM 60649T107 335 14436 SH SOLE 9136 0 0 MITCHAM INDS INC COM 606501104 887 55700 SH SOLE 37700 0 0 MITEK SYS INC COM NEW 606710200 51 15900 SH SOLE 15900 0 0 MKS INSTRUMENT INC COM 55306N104 26043 1021713 SH SOLE 979013 0 0 MODINE MFG CO COM 607828100 2280 308900 SH SOLE 161300 0 0 MOHAWK INDS INC COM 608190104 3841 48000 SH SOLE 48000 0 0 MOLEX INC COM 608554101 3479 132369 SH SOLE 132369 0 0 MOLEX INC CL A 608554200 1517 69845 SH SOLE 69845 0 0 MOLINA HEALTHCARE INC COM 60855R100 342 13600 SH SOLE 7800 0 0 MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 4480 4000000 PRN SOLE 0 0 0 MOLSON COORS BREWING CO CL B 60871R209 1145 25410 SH SOLE 25410 0 0 MOLYCORP INC DEL COM 608753109 182 15836 SH SOLE 15836 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 10177 698484 SH SOLE 538684 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 161 14400 SH SOLE 8600 0 0 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 463 29688 SH SOLE 10988 0 0 MONSANTO CO NEW COM 61166W101 45739 502513 SH SOLE 446913 0 0 MONSTER BEVERAGE CORP COM 611740101 22422 413992 SH SOLE 413992 0 0 MONTGOMERY STR INCOME SECS I COM 614115103 472 27793 SH SOLE 27793 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 7120 321715 SH SOLE 202124 0 0 MOODYS CORP COM 615369105 1923 43542 SH SOLE 43542 0 0 MORGAN STANLEY COM NEW 617446448 917 54800 SH SOLE 54800 0 0 MORGAN STANLEY INCOME SEC INC 61745P874 992 51808 SH SOLE 51808 0 0 MORGAN STANLEY EMER MKTS FD COM 61744G107 422 28813 SH SOLE 28813 0 0 MOSAIC CO NEW COM 61945C103 13492 234200 SH SOLE 220500 0 0 MOSYS INC COM 619718109 47 11700 SH SOLE 5300 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 22040 436008 SH SOLE 436008 0 0 MOVADO GROUP INC COM 624580106 9390 278465 SH SOLE 189365 0 0 MOVE INC COM NEW 62458M207 1474 170950 SH SOLE 42325 0 0 MSC INDL DIRECT INC CL A 553530106 540 8000 SH SOLE 8000 0 0 MSCI INC COM 55354G100 508 14200 SH SOLE 14200 0 0 MTS SYS CORP COM 553777103 619 11553 SH SOLE 3353 0 0 MUELLER INDS INC COM 624756102 5059 111250 SH SOLE 96312 0 0 MUELLER WTR PRODS INC COM SER A 624758108 1727 352500 SH SOLE 105700 0 0 MULTI COLOR CORP COM 625383104 213 9203 SH SOLE 6303 0 0 MULTIMEDIA GAMES HLDG CO INC COM 625453105 1083 68856 SH SOLE 21356 0 0 MURPHY OIL CORP COM 626717102 50682 943982 SH SOLE 887282 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 817 7655 SH SOLE 4055 0 0 MYERS INDS INC COM 628464109 1257 80503 SH SOLE 21803 0 0 MYR GROUP INC DEL COM 55405W104 1135 56900 SH SOLE 12900 0 0 MYRIAD GENETICS INC COM 62855J104 7237 268135 SH SOLE 268135 0 0 NABORS INDUSTRIES LTD SHS G6359F103 30179 2151000 SH SOLE 1959800 0 0 NACCO INDS INC CL A 629579103 8429 67208 SH SOLE 49570 0 0 NANOMETRICS INC COM 630077105 172 12425 SH SOLE 8925 0 0 NASDAQ OMX GROUP INC COM 631103108 665 28531 SH SOLE 28531 0 0 NASH FINCH CO COM 631158102 5002 244950 SH SOLE 185576 0 0 NASH FINCH CO FRNT 1.631% 3/1 631158AD4 15527 33125000 PRN SOLE 0 0 0 NATIONAL FINL PARTNERS CORP NOTE 4.000% 6/1 63607PAC3 9890 6725000 PRN SOLE 0 0 0 NATIONAL FUEL GAS CO N J COM 636180101 308 5700 SH SOLE 5700 0 0 NATIONAL HEALTH INVS INC COM 63633D104 2386 46376 SH SOLE 32301 0 0 NATIONAL OILWELL VARCO INC COM 637071101 19340 241413 SH SOLE 241413 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 10621 1165837 SH SOLE 764637 0 0 NATIONAL PRESTO INDS INC COM 637215104 1152 15800 SH SOLE 8500 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 973 31900 SH SOLE 31900 0 0 NAUTILUS MARINE ACQUISIT COR SHS Y6255E101 9293 931200 SH SOLE 931200 0 0 NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 187 68138 SH SOLE 46538 0 0 NAVIGANT CONSULTING INC COM 63935N107 2074 187706 SH SOLE 181806 0 0 NAVISTAR INTL CORP NEW COM 63934E108 6858 325189 SH SOLE 325189 0 0 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 9276 10400000 PRN SOLE 0 0 0 NBT BANCORP INC COM 628778102 8776 397631 SH SOLE 270231 0 0 NCR CORP NEW COM 62886E108 18552 795895 SH SOLE 795895 0 0 NEENAH PAPER INC COM 640079109 2994 104543 SH SOLE 87243 0 0 NEKTAR THERAPEUTICS COM 640268108 739 69223 SH SOLE 30923 0 0 NELNET INC CL A 64031N108 10997 463244 SH SOLE 292598 0 0 NEOSTEM INC COM NEW 640650305 266 388000 SH SOLE 388000 0 0 NEPTUNE TECHNOLOGIES BIORESO COM 64077P108 547 138600 SH SOLE 138600 0 0 NETAPP INC COM 64110D104 2400 73000 SH SOLE 73000 0 0 NETAPP INC NOTE 1.750% 6/0 64110DAB0 33741 29500000 PRN SOLE 0 0 0 NETFLIX INC COM 64110L106 523 9600 SH SOLE 9600 0 0 NETLIST INC COM 64118P109 25 19500 SH SOLE 13900 0 0 NETSCOUT SYS INC COM 64115T104 1913 75000 SH SOLE 35900 0 0 NETSUITE INC COM 64118Q107 547 8572 SH SOLE 8572 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 2102 263400 SH SOLE 119400 0 0 NEUSTAR INC CL A 64126X201 1776 44369 SH SOLE 44369 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 1184 83641 SH SOLE 83641 0 0 NEW YORK TIMES CO CL A 650111107 3646 373600 SH SOLE 302600 0 0 NEWELL RUBBERMAID INC COM 651229106 13096 686000 SH SOLE 660500 0 0 NEWFIELD EXPL CO COM 651290108 10875 347231 SH SOLE 295431 0 0 NEWMARKET CORP COM 651587107 1600 6493 SH SOLE 6493 0 0 NEWMONT MINING CORP COM 651639106 15477 276318 SH SOLE 252618 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 182 24500 SH SOLE 24500 0 0 NEWPORT CORP COM 651824104 263 23812 SH SOLE 23812 0 0 NEWS CORP CL A 65248E104 94337 3845789 SH SOLE 3610989 0 0 NEWSTAR FINANCIAL INC COM 65251F105 235 19575 SH SOLE 11275 0 0 NEXEN INC COM 65334H102 36700 1448310 SH SOLE 1448310 0 0 NEXTERA ENERGY INC COM 65339F101 2747 39061 SH SOLE 39061 0 0 NIC INC COM 62914B100 1388 93797 SH SOLE 27997 0 0 NII HLDGS INC CL B NEW 62913F201 662 84300 SH SOLE 84300 0 0 NIKE INC CL B 654106103 11079 116731 SH SOLE 116731 0 0 NISOURCE INC COM 65473P105 2178 85495 SH SOLE 85495 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 742 20744 SH SOLE 20744 0 0 NOBLE ENERGY INC COM 655044105 1272 13723 SH SOLE 13723 0 0 NORANDA ALUM HLDG CORP COM 65542W107 2240 334900 SH SOLE 120500 0 0 NORDSON CORP COM 655663102 652 11124 SH SOLE 11124 0 0 NORDSTROM INC COM 655664100 1350 24459 SH SOLE 24459 0 0 NORFOLK SOUTHERN CORP COM 655844108 19301 303327 SH SOLE 294027 0 0 NORTHERN TR CORP COM 665859104 831 17906 SH SOLE 17906 0 0 NORTHGATE MINERALS CORP NOTE 3.500%10/0 666416AB8 2352 2275000 PRN SOLE 0 0 0 NORTHROP GRUMMAN CORP COM 666807102 115556 1739516 SH SOLE 1713416 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 3698 302356 SH SOLE 184027 0 0 NORTHWESTERN CORP COM NEW 668074305 13377 369232 SH SOLE 349668 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 122 61500 SH SOLE 59400 0 0 NRG ENERGY INC COM NEW 629377508 599 28000 SH SOLE 28000 0 0 NTELOS HLDGS CORP COM NEW 67020Q305 298 17150 SH SOLE 12150 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 4753 122397 SH SOLE 122397 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 1731 69555 SH SOLE 69555 0 0 NUCOR CORP COM 670346105 467 12200 SH SOLE 12200 0 0 NUSTAR ENERGY LP UNIT COM 67058H102 256 5026 SH SOLE 5026 0 0 NUTRI SYS INC NEW COM 67069D108 374 35500 SH SOLE 9400 0 0 NUVASIVE INC COM 670704105 749 32700 SH SOLE 25300 0 0 NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM102 2518 199486 SH SOLE 199486 0 0 NUVEEN EQUITY PREM & GROWTH COM 6706EW100 1144 84152 SH SOLE 84152 0 0 NUVEEN EQUITY PREM ADV FD COM 6706ET107 2211 174644 SH SOLE 174644 0 0 NUVEEN EQUITY PREM INCOME FD COM 6706ER101 2434 193504 SH SOLE 193504 0 0 NUVEEN QUALITY PFD INCOME FD COM 67071S101 146 16270 SH SOLE 16270 0 0 NUVEEN QUALITY PFD INCOME FD COM 67072C105 1380 145090 SH SOLE 145090 0 0 NUVEEN TX ADV TOTAL RET STRG COM 67090H102 405 36763 SH SOLE 36763 0 0 NV ENERGY INC COM 67073Y106 8747 485682 SH SOLE 485682 0 0 NVE CORP COM NEW 629445206 225 3800 SH SOLE 2400 0 0 NVIDIA CORP COM 67066G104 23014 1725200 SH SOLE 1725200 0 0 NVR INC COM 62944T105 2449 2900 SH SOLE 2900 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 13707 163923 SH SOLE 163323 0 0 OASIS PETE INC NEW COM 674215108 1062 36030 SH SOLE 22830 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 25230 293162 SH SOLE 260262 0 0 OCEANEERING INTL INC COM 675232102 10520 190414 SH SOLE 190414 0 0 OCLARO INC COM NEW 67555N206 1466 542788 SH SOLE 512864 0 0 OCWEN FINL CORP COM NEW 675746309 842 30719 SH SOLE 27019 0 0 ODYSSEY MARINE EXPLORATION I COM 676118102 159 50200 SH SOLE 26100 0 0 OFFICE DEPOT INC COM 676220106 1252 489200 SH SOLE 183400 0 0 OFFICEMAX INC DEL COM 67622P101 950 121600 SH SOLE 55100 0 0 OGE ENERGY CORP COM 670837103 7213 130056 SH SOLE 130056 0 0 OIL STS INTL INC COM 678026105 646 8128 SH SOLE 8128 0 0 OLD DOMINION FGHT LINES INC COM 679580100 3428 113659 SH SOLE 113659 0 0 OLD NATL BANCORP IND COM 680033107 5203 382323 SH SOLE 249023 0 0 OLD REP INTL CORP COM 680223104 467 50200 SH SOLE 50200 0 0 OLIN CORP COM PAR $1 680665205 2104 96832 SH SOLE 96832 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 1858 81733 SH SOLE 41784 0 0 OMEGA PROTEIN CORP COM 68210P107 592 86338 SH SOLE 77638 0 0 OMNICARE INC COM 681904108 44394 1306858 SH SOLE 1259658 0 0 OMNICARE INC NOTE 3.750%12/1 681904AN8 12056 8505000 PRN SOLE 0 0 0 OMNICELL INC COM 68213N109 150 10788 SH SOLE 6788 0 0 OMNICOM GROUP INC COM 681919106 9559 185400 SH SOLE 185400 0 0 ON ASSIGNMENT INC COM 682159108 1835 92113 SH SOLE 83013 0 0 ON SEMICONDUCTOR CORP COM 682189105 8755 1419000 SH SOLE 1419000 0 0 ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD7 1539 1500000 PRN SOLE 0 0 0 ONCOTHYREON INC COM 682324108 167 32559 SH SOLE 20359 0 0 ONEBEACON INSURANCE GROUP LT CL A G67742109 341 25361 SH SOLE 15061 0 0 ONEOK INC NEW COM 682680103 2909 60222 SH SOLE 60222 0 0 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 362 6078 SH SOLE 6078 0 0 ONYX PHARMACEUTICALS INC COM 683399109 2793 33058 SH SOLE 33058 0 0 ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 565 250000 PRN SOLE 0 0 0 OPENTABLE INC COM 68372A104 453 10900 SH SOLE 10900 0 0 OPKO HEALTH INC COM 68375N103 467 111645 SH SOLE 70145 0 0 OPLINK COMMUNICATIONS INC COM NEW 68375Q403 4223 255300 SH SOLE 184600 0 0 OPNET TECHNOLOGIES INC COM 683757108 804 23606 SH SOLE 2506 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 243 17216 SH SOLE 11416 0 0 ORACLE CORP COM 68389X105 17867 567387 SH SOLE 555787 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 346 31084 SH SOLE 19584 0 0 ORBITAL SCIENCES CORP COM 685564106 1433 98422 SH SOLE 90722 0 0 OREXIGEN THERAPEUTICS INC COM 686164104 1060 185691 SH SOLE 73591 0 0 ORIENTAL FINL GROUP INC COM 68618W100 949 90250 SH SOLE 60200 0 0 ORIENT-EXPRESS HOTELS LTD CL A G67743107 719 80800 SH SOLE 28800 0 0 ORION MARINE GROUP INC COM 68628V308 1431 192600 SH SOLE 149600 0 0 ORITANI FINL CORP DEL COM 68633D103 4307 286160 SH SOLE 179360 0 0 ORTHOFIX INTL N V COM N6748L102 4488 100300 SH SOLE 59200 0 0 OSI SYSTEMS INC COM 671044105 969 12455 SH SOLE 8455 0 0 OTTER TAIL CORP COM 689648103 4154 174115 SH SOLE 126715 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 1894 286900 SH SOLE 199500 0 0 OWENS & MINOR INC NEW COM 690732102 3045 101916 SH SOLE 95916 0 0 OWENS CORNING NEW COM 690742101 2611 78035 SH SOLE 78035 0 0 OWENS ILL INC COM NEW 690768403 17287 921480 SH SOLE 898880 0 0 OXFORD INDS INC COM 691497309 3592 63640 SH SOLE 60540 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 10465 268806 SH SOLE 220606 0 0 PACCAR INC COM 693718108 4667 116600 SH SOLE 116600 0 0 PACER INTL INC TENN COM 69373H106 3157 793236 SH SOLE 545200 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 255 101800 SH SOLE 53600 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 385 22128 SH SOLE 14728 0 0 PACKAGING CORP AMER COM 695156109 3467 95500 SH SOLE 95500 0 0 PACWEST BANCORP DEL COM 695263103 7075 302737 SH SOLE 205237 0 0 PAIN THERAPEUTICS INC COM 69562K100 182 36000 SH SOLE 25300 0 0 PALL CORP COM 696429307 8971 141304 SH SOLE 141304 0 0 PANDORA MEDIA INC COM 698354107 584 53300 SH SOLE 53300 0 0 PANERA BREAD CO CL A 69840W108 7246 42404 SH SOLE 42404 0 0 PAPA JOHNS INTL INC COM 698813102 3723 69712 SH SOLE 33412 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 37263 745553 SH SOLE 741520 0 0 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 1033 47400 SH SOLE 32300 0 0 PAREXEL INTL CORP COM 699462107 650 21128 SH SOLE 10228 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 795 32000 SH SOLE 16700 0 0 PARK NATL CORP COM 700658107 266 3800 SH SOLE 2700 0 0 PARKER DRILLING CO COM 701081101 9888 2337500 SH SOLE 1881500 0 0 PARKER HANNIFIN CORP COM 701094104 34607 414062 SH SOLE 381962 0 0 PARKWAY PPTYS INC COM 70159Q104 296 22120 SH SOLE 22120 0 0 PARTNERRE LTD COM G6852T105 2786 37500 SH SOLE 37500 0 0 PATTERSON COMPANIES INC COM 703395103 7884 230253 SH SOLE 230253 0 0 PATTERSON UTI ENERGY INC COM 703481101 11927 752966 SH SOLE 752966 0 0 PAYCHEX INC COM 704326107 1294 38885 SH SOLE 38885 0 0 PDF SOLUTIONS INC COM 693282105 204 14954 SH SOLE 12254 0 0 PDL BIOPHARMA INC COM 69329Y104 30482 3963835 SH SOLE 2868560 0 0 PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAE4 6308 4725000 PRN SOLE 0 0 0 PEABODY ENERGY CORP COM 704549104 343 15400 SH SOLE 15400 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 528 22576 SH SOLE 18376 0 0 PENN NATL GAMING INC COM 707569109 4301 99784 SH SOLE 99784 0 0 PENN VA CORP COM 707882106 11434 1844149 SH SOLE 1499249 0 0 PENN WEST PETE LTD NEW COM 707887105 810 56900 SH SOLE 56900 0 0 PENNANTPARK INVT CORP COM 708062104 1901 179169 SH SOLE 179169 0 0 PENNEY J C INC COM 708160106 3024 124500 SH SOLE 124500 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 6252 394195 SH SOLE 355895 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 1539 126736 SH SOLE 126736 0 0 PEPCO HOLDINGS INC COM 713291102 352 18600 SH SOLE 18600 0 0 PEPSICO INC COM 713448108 71280 1007206 SH SOLE 923306 0 0 PERKINELMER INC COM 714046109 2233 75779 SH SOLE 75779 0 0 PERRIGO CO COM 714290103 3351 28847 SH SOLE 28847 0 0 PERVASIVE SOFTWARE INC COM 715710109 584 67959 SH SOLE 67959 0 0 PETMED EXPRESS INC COM 716382106 2497 248700 SH SOLE 77000 0 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 7086 54865 SH SOLE 54865 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 19933 903165 SH SOLE 617465 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3711 161800 SH SOLE 161800 0 0 PETROLEUM & RES CORP COM 716549100 2789 106279 SH SOLE 106279 0 0 PETROQUEST ENERGY INC COM 716748108 1361 202790 SH SOLE 180190 0 0 PETSMART INC COM 716768106 28794 417426 SH SOLE 417426 0 0 PFIZER INC COM 717081103 196382 7902695 SH SOLE 7266995 0 0 PG&E CORP COM 69331C108 9117 213668 SH SOLE 213668 0 0 PHARMACYCLICS INC COM 716933106 3076 47687 SH SOLE 33287 0 0 PHARMERICA CORP COM 71714F104 2504 197800 SH SOLE 157700 0 0 PHH CORP COM NEW 693320202 400 19635 SH SOLE 15435 0 0 PHH CORP NOTE 6.000% 6/1 693320AQ6 33333 18302000 PRN SOLE 0 0 0 PHILIP MORRIS INTL INC COM 718172109 104456 1161394 SH SOLE 1045294 0 0 PHILLIPS 66 COM 718546104 13469 290459 SH SOLE 290459 0 0 PHOENIX COS INC NEW COM NEW 71902E604 570 18590 SH SOLE 18590 0 0 PHOTRONICS INC COM 719405102 2801 521637 SH SOLE 405837 0 0 PHOTRONICS INC NOTE 5.500%10/0 719405AF9 2413 1800000 PRN SOLE 0 0 0 PHYSICIANS FORMULA HLDGS INC COM 719427106 3308 679282 SH SOLE 679282 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1946 112200 SH SOLE 112200 0 0 PIER 1 IMPORTS INC COM 720279108 3430 183048 SH SOLE 127348 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 1941 379922 SH SOLE 144222 0 0 PINNACLE ENTMT INC COM 723456109 448 36600 SH SOLE 36600 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 4557 235884 SH SOLE 204284 0 0 PINNACLE WEST CAP CORP COM 723484101 12003 227325 SH SOLE 227325 0 0 PIONEER NAT RES CO COM 723787107 516 4938 SH SOLE 4938 0 0 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 4308 2475000 PRN SOLE 0 0 0 PIPER JAFFRAY COS COM 724078100 2079 81700 SH SOLE 50200 0 0 PITNEY BOWES INC COM 724479100 10096 730500 SH SOLE 588700 0 0 PIZZA INN HOLDINGS INC COM 725846109 53 18128 SH SOLE 12228 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 355 4028 SH SOLE 4028 0 0 PLAINS EXPL& PRODTN CO COM 726505100 25142 670978 SH SOLE 620478 0 0 PLANTRONICS INC NEW COM 727493108 10731 303726 SH SOLE 272846 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 5672 138783 SH SOLE 86283 0 0 PLEXUS CORP COM 729132100 1805 59600 SH SOLE 40200 0 0 PLUM CREEK TIMBER CO INC COM 729251108 1811 41300 SH SOLE 41300 0 0 PLURISTEM THERAPEUTICS INC COM 72940R102 129 32712 SH SOLE 32712 0 0 PLX TECHNOLOGY INC COM 693417107 17706 3068588 SH SOLE 3068588 0 0 PMC-SIERRA INC COM 69344F106 3834 679718 SH SOLE 679718 0 0 PNC FINL SVCS GROUP INC COM 693475105 65132 1032206 SH SOLE 958406 0 0 PNM RES INC COM 69349H107 8310 395168 SH SOLE 322068 0 0 POLARIS INDS INC COM 731068102 12004 148438 SH SOLE 148438 0 0 POLYCOM INC COM 73172K104 14293 1448100 SH SOLE 1448100 0 0 POLYONE CORP COM 73179P106 3824 230773 SH SOLE 229473 0 0 POLYPORE INTL INC COM 73179V103 362 10235 SH SOLE 10235 0 0 POOL CORPORATION COM 73278L105 686 16499 SH SOLE 11599 0 0 POPULAR INC COM NEW 733174700 13473 772996 SH SOLE 772996 0 0 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 212 2027 SH SOLE 1327 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 9790 362066 SH SOLE 301393 0 0 POSCO SPONSORED ADR 693483109 1174 14400 SH SOLE 14400 0 0 POST HLDGS INC COM 737446104 8218 273400 SH SOLE 215700 0 0 POST PPTYS INC COM 737464107 4316 90000 SH SOLE 90000 0 0 POTASH CORP SASK INC COM 73755L107 1459 33600 SH SOLE 33600 0 0 POTLATCH CORP NEW COM 737630103 11815 316168 SH SOLE 228110 0 0 POWER ONE INC NEW COM 73930R102 1902 339700 SH SOLE 192200 0 0 POZEN INC COM 73941U102 1160 175000 SH SOLE 68700 0 0 PPG INDS INC COM 693506107 49365 429859 SH SOLE 385759 0 0 PPL CORP COM 69351T106 3923 135042 SH SOLE 135042 0 0 PPL CORP UNIT 99/99/9999S 69351T114 4739 86375 SH SOLE 86375 0 0 PPL CORP UNIT 99/99/9999 69351T601 9250 171425 SH SOLE 171425 0 0 PRAXAIR INC COM 74005P104 3629 34934 SH SOLE 34934 0 0 PRECISION CASTPARTS CORP COM 740189105 1279 7833 SH SOLE 7833 0 0 PRECISION DRILLING CORP COM 2010 74022D308 2293 292500 SH SOLE 292500 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 562 60078 SH SOLE 31278 0 0 PRESIDENTIAL LIFE CORP COM 740884101 5836 418958 SH SOLE 418958 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 2383 140533 SH SOLE 75533 0 0 PRICELINE COM INC COM NEW 741503403 3938 6365 SH SOLE 6365 0 0 PRICESMART INC COM 741511109 601 7939 SH SOLE 7939 0 0 PRIME ACQUISITION CORP SHS G72436101 5119 512908 SH SOLE 512908 0 0 PRIMERICA INC COM 74164M108 8430 294355 SH SOLE 236055 0 0 PRIMORIS SVCS CORP COM 74164F103 1070 82014 SH SOLE 51514 0 0 PRIVATEBANCORP INC COM 742962103 427 26681 SH SOLE 17681 0 0 PROASSURANCE CORP COM 74267C106 3864 42727 SH SOLE 42727 0 0 PROCERA NETWORKS INC COM NEW 74269U203 346 14734 SH SOLE 9734 0 0 PROCTER & GAMBLE CO COM 742718109 172643 2489079 SH SOLE 2266079 0 0 PROGENICS PHARMACEUTICALS IN COM 743187106 60 20766 SH SOLE 15066 0 0 PROGRESS SOFTWARE CORP COM 743312100 301 14050 SH SOLE 10550 0 0 PROGRESSIVE CORP OHIO COM 743315103 1209 58300 SH SOLE 58300 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 26820 23800000 PRN SOLE 0 0 0 PROLOGIS INC COM 74340W103 11518 328818 SH SOLE 306137 0 0 PROS HOLDINGS INC COM 74346Y103 265 13871 SH SOLE 8371 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 4061 352506 SH SOLE 233906 0 0 PROSPERITY BANCSHARES INC COM 743606105 5198 121953 SH SOLE 97953 0 0 PROTECTIVE LIFE CORP COM 743674103 29138 1111709 SH SOLE 1111709 0 0 PROVIDENT FINL SVCS INC COM 74386T105 8503 538535 SH SOLE 350746 0 0 PRUDENTIAL FINL INC COM 744320102 23995 440200 SH SOLE 427900 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 8153 122014 SH SOLE 87271 0 0 PSS WORLD MED INC COM 69366A100 1543 67753 SH SOLE 36953 0 0 PUBLIC STORAGE COM 74460D109 18754 134757 SH SOLE 125657 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 22280 692357 SH SOLE 660757 0 0 PULTE GROUP INC COM 745867101 23342 1505950 SH SOLE 1505950 0 0 PVH CORP COM 693656100 8520 90910 SH SOLE 90910 0 0 QEP RES INC COM 74733V100 263 8300 SH SOLE 8300 0 0 QLIK TECHNOLOGIES INC COM 74733T105 350 15630 SH SOLE 15630 0 0 QLOGIC CORP COM 747277101 13983 1224408 SH SOLE 1102708 0 0 QUAD / GRAPHICS INC COM CL A 747301109 1111 65500 SH SOLE 38600 0 0 QUALCOMM INC COM 747525103 4010 64171 SH SOLE 64171 0 0 QUALITY DISTR INC FLA COM 74756M102 171 18453 SH SOLE 12153 0 0 QUALITY SYS INC COM 747582104 877 47300 SH SOLE 31200 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 723 38400 SH SOLE 21700 0 0 QUANTA SVCS INC COM 74762E102 469 18979 SH SOLE 18979 0 0 QUANTUM CORP COM DSSG 747906204 731 453800 SH SOLE 353000 0 0 QUEST DIAGNOSTICS INC COM 74834L100 5988 94400 SH SOLE 94400 0 0 QUESTAR CORP COM 748356102 2747 135132 SH SOLE 135132 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 3561 192500 SH SOLE 154700 0 0 QUICKLOGIC CORP COM 74837P108 38 13400 SH SOLE 5700 0 0 QUICKSILVER RESOURCES INC COM 74837R104 455 111200 SH SOLE 111200 0 0 QUIDEL CORP COM 74838J101 284 15003 SH SOLE 9803 0 0 RACKSPACE HOSTING INC COM 750086100 1248 18882 SH SOLE 18882 0 0 RADIAN GROUP INC COM 750236101 205 47162 SH SOLE 31462 0 0 RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 9327 12700000 PRN SOLE 0 0 0 RADIOSHACK CORP COM 750438103 5351 2248461 SH SOLE 2207361 0 0 RAILAMERICA INC COM 750753402 6601 240284 SH SOLE 235684 0 0 RALCORP HLDGS INC NEW COM 751028101 367 5026 SH SOLE 5026 0 0 RALPH LAUREN CORP CL A 751212101 13329 88140 SH SOLE 88140 0 0 RAMBUS INC DEL NOTE 5.000% 6/1 750917AC0 8337 8275000 PRN SOLE 0 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 10031 800590 SH SOLE 496818 0 0 RAMTRON INTL CORP COM NEW 751907304 566 183742 SH SOLE 180642 0 0 RANGE RES CORP COM 75281A109 691 9884 SH SOLE 9884 0 0 RAVEN INDS INC COM 754212108 505 17150 SH SOLE 9750 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1743 47565 SH SOLE 47565 0 0 RAYONIER INC COM 754907103 7735 157822 SH SOLE 157822 0 0 RAYTHEON CO COM NEW 755111507 69917 1223177 SH SOLE 1202577 0 0 RBC BEARINGS INC COM 75524B104 268 5566 SH SOLE 3266 0 0 REALNETWORKS INC COM NEW 75605L708 1496 179825 SH SOLE 136250 0 0 REALTY INCOME CORP COM 756109104 1865 45600 SH SOLE 45600 0 0 RED HAT INC COM 756577102 8765 153928 SH SOLE 153928 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 3542 108787 SH SOLE 51787 0 0 REGAL BELOIT CORP COM 758750103 319 4533 SH SOLE 4533 0 0 REGAL ENTMT GROUP CL A 758766109 3654 259700 SH SOLE 259700 0 0 REGENCY CTRS CORP COM 758849103 902 18500 SH SOLE 18500 0 0 REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 260 11147 SH SOLE 11147 0 0 REGENERON PHARMACEUTICALS COM 75886F107 1858 12171 SH SOLE 12171 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 1433 198800 SH SOLE 198800 0 0 REGIS CORP MINN COM 758932107 11920 648542 SH SOLE 511642 0 0 REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 8638 6600000 PRN SOLE 0 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 25407 439033 SH SOLE 439033 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 16065 306885 SH SOLE 306885 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 1171 15200 SH SOLE 15200 0 0 RENT A CTR INC NEW COM 76009N100 6788 193508 SH SOLE 147108 0 0 RENTECH INC COM 760112102 230 93524 SH SOLE 53624 0 0 REPROS THERAPEUTICS INC COM NEW 76028H209 1358 89168 SH SOLE 89168 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 780 168500 SH SOLE 168500 0 0 REPUBLIC SVCS INC COM 760759100 2766 100542 SH SOLE 100542 0 0 RESEARCH IN MOTION LTD COM 760975102 132 17600 SH SOLE 17600 0 0 RESMED INC COM 761152107 202 5000 SH SOLE 5000 0 0 RESOLUTE FST PRODS INC COM 76117W109 3747 288200 SH SOLE 170200 0 0 RESOURCES CONNECTION INC COM 76122Q105 3009 229500 SH SOLE 119700 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 5393 419070 SH SOLE 385570 0 0 REXAHN PHARMACEUTICALS INC COM 761640101 9 18100 SH SOLE 0 0 0 REYNOLDS AMERICAN INC COM 761713106 22836 526914 SH SOLE 471314 0 0 RF MICRODEVICES INC COM 749941100 1170 296100 SH SOLE 176700 0 0 RICHARDSON ELECTRS LTD COM 763165107 175 14732 SH SOLE 9632 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 151 14705 SH SOLE 14705 0 0 RITE AID CORP COM 767754104 6997 5980521 SH SOLE 3880921 0 0 RITE AID CORP NOTE 8.500% 5/1 767754BU7 288 275000 PRN SOLE 0 0 0 RIVERBED TECHNOLOGY INC COM 768573107 8927 383645 SH SOLE 383645 0 0 RLI CORP COM 749607107 2800 42000 SH SOLE 25800 0 0 RLJ LODGING TR COM 74965L101 5681 300400 SH SOLE 206400 0 0 ROBBINS & MYERS INC COM 770196103 35578 596942 SH SOLE 586642 0 0 ROBERT HALF INTL INC COM 770323103 1656 62200 SH SOLE 62200 0 0 ROCK-TENN CO CL A 772739207 1073 14862 SH SOLE 14862 0 0 ROCKWELL AUTOMATION INC COM 773903109 2093 30100 SH SOLE 30100 0 0 ROCKWOOD HLDGS INC COM 774415103 5850 125527 SH SOLE 125527 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 679 16800 SH SOLE 16800 0 0 ROGERS CORP COM 775133101 244 5760 SH SOLE 3160 0 0 ROI ACQUISITION CORP COM 74966A104 8511 882000 SH SOLE 882000 0 0 ROI ACQUISITION CORP *W EXP 02/28/201 74966A112 326 882000 SH SOLE 882000 0 0 ROSETTA RESOURCES INC COM 777779307 481 10040 SH SOLE 10040 0 0 ROSS STORES INC COM 778296103 26676 412947 SH SOLE 412947 0 0 ROUSE PPTYS INC COM 779287101 387 26961 SH SOLE 26961 0 0 ROVI CORP COM 779376102 244 16800 SH SOLE 16800 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1523 50400 SH SOLE 50400 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 38403 553282 SH SOLE 553282 0 0 ROYAL GOLD INC COM 780287108 1263 12648 SH SOLE 12648 0 0 ROYALE ENERGY INC COM NEW 78074G200 107 26400 SH SOLE 18600 0 0 ROYCE FOCUS TR COM 78080N108 1039 154641 SH SOLE 154641 0 0 RPC INC COM 749660106 5318 447250 SH SOLE 447250 0 0 RPM INTL INC COM 749685103 2413 84556 SH SOLE 84556 0 0 RPX CORP COM 74972G103 488 43500 SH SOLE 20600 0 0 RTI BIOLOGICS INC COM 74975N105 151 36111 SH SOLE 21511 0 0 RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 11176 10650000 PRN SOLE 0 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 1470 140000 SH SOLE 111800 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 104 16300 SH SOLE 11400 0 0 RYDER SYS INC COM 783549108 10550 270094 SH SOLE 270094 0 0 RYLAND GROUP INC COM 783764103 2105 70177 SH SOLE 54677 0 0 SABA SOFTWARE INC COM NEW 784932600 162 16188 SH SOLE 13388 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 3613 180561 SH SOLE 131100 0 0 SAFETY INS GROUP INC COM 78648T100 1070 23311 SH SOLE 18111 0 0 SAFEWAY INC COM NEW 786514208 4297 267057 SH SOLE 267057 0 0 SAIA INC COM 78709Y105 2505 124400 SH SOLE 69800 0 0 SAIC INC COM 78390X101 10028 832883 SH SOLE 789383 0 0 SAKS INC COM 79377W108 1618 156900 SH SOLE 114500 0 0 SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 72220 38750000 PRN SOLE 0 0 0 SALIX PHARMACEUTICALS INC COM 795435106 1456 34400 SH SOLE 34400 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 9724 387547 SH SOLE 387547 0 0 SANDERSON FARMS INC COM 800013104 1871 42165 SH SOLE 37265 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 9484 9550000 PRN SOLE 0 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 2977 2619000 PRN SOLE 0 0 0 SANGAMO BIOSCIENCES INC COM 800677106 104 17100 SH SOLE 7900 0 0 SANMINA SCI CORP COM NEW 800907206 3543 417300 SH SOLE 298900 0 0 SANTARUS INC COM 802817304 545 61331 SH SOLE 23931 0 0 SAPIENT CORP COM 803062108 186 17447 SH SOLE 5447 0 0 SAREPTA THERAPEUTICS INC COM 803607100 2445 157415 SH SOLE 152515 0 0 SASOL LTD SPONSORED ADR 803866300 932 20900 SH SOLE 20900 0 0 SAUER-DANFOSS INC COM 804137107 939 23356 SH SOLE 8056 0 0 SAVANNAH BANCORP INC COM 804748101 718 71855 SH SOLE 71855 0 0 SBA COMMUNICATIONS CORP COM 78388J106 981 15600 SH SOLE 15600 0 0 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 1525 1000000 PRN SOLE 0 0 0 SCHEIN HENRY INC COM 806407102 4040 50964 SH SOLE 50964 0 0 SCHLUMBERGER LTD COM 806857108 6278 86800 SH SOLE 86800 0 0 SCHNITZER STL INDS CL A 806882106 15707 557972 SH SOLE 456072 0 0 SCHOLASTIC CORP COM 807066105 13925 438178 SH SOLE 309656 0 0 SCHULMAN A INC COM 808194104 14290 599902 SH SOLE 460327 0 0 SCHWAB CHARLES CORP NEW COM 808513105 4020 314300 SH SOLE 314300 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1273 38600 SH SOLE 26800 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 1195 215274 SH SOLE 85674 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 219 20600 SH SOLE 16500 0 0 SEABRIGHT HOLDINGS INC COM 811656107 12461 1132817 SH SOLE 1132817 0 0 SEACOAST BKG CORP FLA COM 811707306 24 14896 SH SOLE 9196 0 0 SEACOR HOLDINGS INC COM 811904101 21759 261027 SH SOLE 258627 0 0 SEACUBE CONTAINER LEASING LT SHS G79978105 202 10755 SH SOLE 7855 0 0 SEADRILL LIMITED SHS G7945E105 1398 35635 SH SOLE 35635 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 14315 461762 SH SOLE 461762 0 0 SEALED AIR CORP NEW COM 81211K100 761 49200 SH SOLE 49200 0 0 SEARS HLDGS CORP COM 812350106 13995 252214 SH SOLE 221214 0 0 SEATTLE GENETICS INC COM 812578102 1081 40100 SH SOLE 22100 0 0 SEI INVESTMENTS CO COM 784117103 3385 157813 SH SOLE 157813 0 0 SELECT COMFORT CORP COM 81616X103 1189 37700 SH SOLE 24000 0 0 SELECT MED HLDGS CORP COM 81619Q105 5732 510422 SH SOLE 355222 0 0 SEMGROUP CORP CL A 81663A105 680 18444 SH SOLE 11144 0 0 SEMPRA ENERGY COM 816851109 3283 50912 SH SOLE 50912 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 4426 203200 SH SOLE 203200 0 0 SENOMYX INC COM 81724Q107 33 17400 SH SOLE 8600 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 4448 121000 SH SOLE 69800 0 0 SERVICE CORP INTL COM 817565104 24476 1818460 SH SOLE 1818460 0 0 SHAW GROUP INC COM 820280105 62829 1440380 SH SOLE 1440380 0 0 SHERWIN WILLIAMS CO COM 824348106 9242 62061 SH SOLE 62061 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 369 5500 SH SOLE 5500 0 0 SIGNATURE BK NEW 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SOLE 446800 0 0 SKYWEST INC COM 830879102 4117 398500 SH SOLE 266200 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 2689 114100 SH SOLE 114100 0 0 SL GREEN RLTY CORP COM 78440X101 2949 36829 SH SOLE 36829 0 0 SLM CORP COM 78442P106 38527 2450844 SH SOLE 2316344 0 0 SM ENERGY CO COM 78454L100 5538 102346 SH SOLE 102346 0 0 SMART BALANCE INC COM 83169Y108 389 32215 SH SOLE 21615 0 0 SMITH & WESSON HLDG CORP COM 831756101 3334 302801 SH SOLE 161201 0 0 SMITH A O COM 831865209 3743 65049 SH SOLE 63349 0 0 SMITH MICRO SOFTWARE INC COM 832154108 148 92200 SH SOLE 68500 0 0 SMITHFIELD FOODS INC COM 832248108 7155 364145 SH SOLE 364145 0 0 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 35384 33050000 PRN SOLE 0 0 0 SMUCKER J M CO COM NEW 832696405 8705 100835 SH SOLE 100835 0 0 SNAP ON INC COM 833034101 3780 52601 SH SOLE 52601 0 0 SNYDERS-LANCE INC COM 833551104 289 11552 SH SOLE 11552 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 3164 51328 SH SOLE 48728 0 0 SOHU COM INC COM 83408W103 10139 240900 SH SOLE 240900 0 0 SOLAR CAP LTD COM 83413U100 6559 286155 SH SOLE 207655 0 0 SOLARWINDS INC COM 83416B109 1377 24698 SH SOLE 24698 0 0 SOLERA HOLDINGS INC COM 83421A104 1886 43000 SH SOLE 43000 0 0 SOLTA MED INC COM 83438K103 37 11877 SH SOLE 11877 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 3161 166523 SH SOLE 162923 0 0 SONIC CORP COM 835451105 1174 114300 SH SOLE 31700 0 0 SONUS NETWORKS INC COM 835916107 227 120700 SH SOLE 56900 0 0 SOTHEBYS COM 835898107 1323 41988 SH SOLE 33888 0 0 SOTHEBYS NOTE 3.125% 6/1 835898AC1 2564 2297000 PRN SOLE 0 0 0 SOURCE CAP INC COM 836144105 299 5737 SH SOLE 5737 0 0 SOURCEFIRE INC COM 83616T108 964 19653 SH SOLE 14253 0 0 SOUTHERN CO COM 842587107 17157 372242 SH SOLE 372242 0 0 SOUTHERN COPPER CORP COM 84265V105 4312 125499 SH SOLE 98189 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 234 10710 SH SOLE 7035 0 0 SOUTHWEST AIRLS CO COM 844741108 2794 318564 SH SOLE 318564 0 0 SOUTHWESTERN ENERGY CO COM 845467109 383 11000 SH SOLE 11000 0 0 SOVRAN SELF STORAGE INC COM 84610H108 6173 106712 SH SOLE 88020 0 0 SPANSION INC COM CL A NEW 84649R200 783 65700 SH SOLE 44400 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 945 975000 PRN SOLE 0 0 0 SPARTECH CORP COM NEW 847220209 67 12500 SH SOLE 12500 0 0 SPECTRA ENERGY CORP COM 847560109 3263 111147 SH SOLE 111147 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 267 8397 SH SOLE 8397 0 0 SPECTRANETICS CORP COM 84760C107 203 13786 SH SOLE 8486 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 2079 51957 SH SOLE 21857 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 703 60060 SH SOLE 34960 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3339 150352 SH SOLE 150352 0 0 SPIRIT AIRLS INC COM 848577102 3038 177888 SH SOLE 75788 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 26911 4875123 SH SOLE 4726723 0 0 SPS COMM INC COM 78463M107 268 6979 SH SOLE 4179 0 0 SPX CORP COM 784635104 4491 68660 SH SOLE 68660 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 224 8893 SH SOLE 5593 0 0 ST JUDE MED INC COM 790849103 31490 747441 SH SOLE 650141 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 180 23828 SH SOLE 15028 0 0 STAG INDL INC COM 85254J102 1084 66655 SH SOLE 32755 0 0 STAGE STORES INC COM NEW 85254C305 673 31941 SH SOLE 31941 0 0 STAMPS COM INC COM NEW 852857200 349 15080 SH SOLE 10780 0 0 STANDARD MTR PRODS INC COM 853666105 5184 281458 SH SOLE 221258 0 0 STANDARD PAC CORP NEW COM 85375C101 1647 243620 SH SOLE 181120 0 0 STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 2624 2375000 PRN SOLE 0 0 0 STANDEX INTL CORP COM 854231107 1558 35060 SH SOLE 14460 0 0 STAPLES INC COM 855030102 796 69130 SH SOLE 69130 0 0 STAR SCIENTIFIC INC COM 85517P101 373 107701 SH SOLE 66101 0 0 STARBUCKS CORP COM 855244109 10936 215492 SH SOLE 215492 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 719 12400 SH SOLE 12400 0 0 STARWOOD PPTY TR INC COM 85571B105 3162 135900 SH SOLE 92900 0 0 STATE STR CORP COM 857477103 8263 196914 SH SOLE 196914 0 0 STEC INC COM 784774101 2002 296600 SH SOLE 230400 0 0 STEEL DYNAMICS INC COM 858119100 34719 3091669 SH SOLE 3091669 0 0 STEELCASE INC CL A 858155203 6675 677698 SH SOLE 423298 0 0 STEINER LEISURE LTD ORD P8744Y102 791 17000 SH SOLE 7600 0 0 STEPAN CO COM 858586100 398 4142 SH SOLE 2742 0 0 STERICYCLE INC COM 858912108 2450 27065 SH SOLE 27065 0 0 STERIS CORP COM 859152100 9265 261201 SH SOLE 218701 0 0 STERLING FINL CORP WASH COM NEW 859319303 1652 74200 SH SOLE 49100 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 9503 9925000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC CL A 860370105 6128 730000 SH SOLE 474600 0 0 STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 466 450000 PRN SOLE 0 0 0 STEWART INFORMATION SVCS COR NOTE 6.000%10/1 860372AB7 8501 5125000 PRN SOLE 0 0 0 STILLWATER MNG CO COM 86074Q102 4700 398637 SH SOLE 398637 0 0 STILLWATER MNG CO NOTE 1.875% 3/1 86074QAF9 998 1000000 PRN SOLE 0 0 0 STONE ENERGY CORP COM 861642106 5664 225492 SH SOLE 151637 0 0 STR HLDGS INC COM 78478V100 1545 498400 SH SOLE 395100 0 0 STRATASYS INC COM 862685104 1336 24553 SH SOLE 18653 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 1116 185742 SH SOLE 147742 0 0 STRAYER ED INC COM 863236105 322 5000 SH SOLE 300 0 0 STRYKER CORP COM 863667101 29169 524056 SH SOLE 479156 0 0 STURM RUGER & CO INC COM 864159108 2128 43000 SH SOLE 32280 0 0 SUMMIT HOTEL PPTYS INC COM 866082100 507 59400 SH SOLE 59400 0 0 SUN COMMUNITIES INC COM 866674104 3350 75924 SH SOLE 63151 0 0 SUN HEALTHCARE GROUP INC NEW COM 86677E100 10137 1197551 SH SOLE 1197551 0 0 SUN HYDRAULICS CORP COM 866942105 1563 58833 SH SOLE 12083 0 0 SUNCOR ENERGY INC NEW COM 867224107 1560 47500 SH SOLE 47500 0 0 SUNOCO INC COM 86764P109 585 12500 SH SOLE 12500 0 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 408 8736 SH SOLE 8736 0 0 SUNPOWER CORP COM 867652406 383 84899 SH SOLE 84899 0 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 1476 1550000 PRN SOLE 0 0 0 SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 924 1000000 PRN 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87611X105 337 7849 SH SOLE 7849 0 0 TARGACEPT INC COM 87611R306 157 32200 SH SOLE 7300 0 0 TARGET CORP COM 87612E106 28002 441189 SH SOLE 390889 0 0 TASER INTL INC COM 87651B104 1628 270064 SH SOLE 79364 0 0 TATA MTRS LTD SPONSORED ADR 876568502 13952 543300 SH SOLE 447400 0 0 TAUBMAN CTRS INC COM 876664103 4408 57442 SH SOLE 57442 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 256 5675 SH SOLE 5675 0 0 TEAM HEALTH HOLDINGS INC COM 87817A107 2751 101413 SH SOLE 101413 0 0 TEAM INC COM 878155100 379 11899 SH SOLE 6699 0 0 TECH DATA CORP COM 878237106 23305 514460 SH SOLE 514460 0 0 TECK RESOURCES LTD CL B 878742204 598 20300 SH SOLE 20300 0 0 TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 279 7425 SH SOLE 7425 0 0 TEEKAY TANKERS LTD CL A Y8565N102 155 41500 SH SOLE 7500 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1068 16841 SH SOLE 12141 0 0 TELEFLEX INC COM 879369106 5640 81926 SH SOLE 81926 0 0 TELEFONICA BRASIL SA SPONSORED ADR 87936R106 3292 151435 SH SOLE 146835 0 0 TELENAV INC COM 879455103 2251 377100 SH SOLE 270500 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 14768 576655 SH SOLE 576655 0 0 TELESTONE TECHNOLOGIES CORP COM 87953J102 274 141858 SH SOLE 141858 0 0 TELETECH HOLDINGS INC COM 879939106 1644 96427 SH SOLE 60300 0 0 TELLABS INC COM 879664100 25681 7254424 SH SOLE 7063824 0 0 TELUS CORP NON-VTG SHS 87971M202 625 10000 SH SOLE 10000 0 0 TEMPUR PEDIC INTL INC COM 88023U101 16717 559300 SH SOLE 559300 0 0 TENARIS S A SPONSORED ADR 88031M109 538 13200 SH SOLE 13200 0 0 TENNANT CO COM 880345103 371 8662 SH SOLE 7362 0 0 TENNECO INC COM 880349105 613 21900 SH SOLE 21900 0 0 TERADATA CORP DEL COM 88076W103 3256 43179 SH SOLE 43179 0 0 TERADYNE INC COM 880770102 1317 92642 SH SOLE 92642 0 0 TEREX CORP NEW COM 880779103 1366 60477 SH SOLE 60477 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 35453 22324000 PRN SOLE 0 0 0 TESCO CORP COM 88157K101 927 86800 SH SOLE 59700 0 0 TESLA MTRS INC COM 88160R101 4370 149256 SH SOLE 149256 0 0 TESORO CORP COM 881609101 6566 156706 SH SOLE 156706 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 1340 97935 SH SOLE 74500 0 0 TETRA TECH INC NEW COM 88162G103 344 13100 SH SOLE 7600 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 91 15000 SH SOLE 12800 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1396 28092 SH SOLE 16692 0 0 TEXAS CAPITAL BANCSHARES INC *W EXP 01/16/201 88224Q115 1516 43503 SH SOLE 43503 0 0 TEXAS ROADHOUSE INC COM 882681109 190 11100 SH SOLE 7200 0 0 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 1867 61128 SH SOLE 52928 0 0 TEXTRON INC COM 883203101 2198 83972 SH SOLE 83972 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 34210 17025000 PRN SOLE 0 0 0 THERAVANCE INC COM 88338T104 641 24722 SH SOLE 7322 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 943 16027 SH SOLE 16027 0 0 THERMON GROUP HLDGS INC COM 88362T103 1487 59517 SH SOLE 59517 0 0 THOMPSON CREEK METALS CO INC COM 884768102 2427 851500 SH SOLE 851500 0 0 THOMPSON CREEK METALS CO INC UNIT 99/99/9999 884768300 4793 280300 SH SOLE 280300 0 0 THOMSON 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COM 918866104 225 9100 SH SOLE 200 0 0 VALE S A ADR 91912E105 2191 122400 SH SOLE 122400 0 0 VALE S A ADR REPSTG PFD 91912E204 25163 1449500 SH SOLE 1059800 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 580 10500 SH SOLE 10500 0 0 VALERO ENERGY CORP NEW COM 91913Y100 19001 599791 SH SOLE 599791 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 5584 164667 SH SOLE 164667 0 0 VALLEY NATL BANCORP *W EXP 11/14/201 919794131 94 116185 SH SOLE 116185 0 0 VALMONT INDS INC COM 920253101 766 5825 SH SOLE 5825 0 0 VALSPAR CORP COM 920355104 6468 115300 SH SOLE 115300 0 0 VALUECLICK INC COM 92046N102 390 22716 SH SOLE 20516 0 0 VANTAGE DRILLING COMPANY NOTE 7.875% 9/0 G93205AA3 7020 6000000 PRN SOLE 0 0 0 VECTOR GROUP LTD DBCV 6/1 92240MAL2 1055 959000 PRN SOLE 0 0 0 VECTOR GROUP LTD FRNT 11/1 92240MAS7 28748 22470000 PRN SOLE 0 0 0 VENOCO INC COM 92275P307 40977 3449268 SH SOLE 3442268 0 0 VENTAS INC COM 92276F100 15832 254327 SH SOLE 238527 0 0 VERIFONE SYS INC COM 92342Y109 3405 122248 SH SOLE 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