0001085146-13-000968.txt : 20130515 0001085146-13-000968.hdr.sgml : 20130515 20130515130511 ACCESSION NUMBER: 0001085146-13-000968 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130331 FILED AS OF DATE: 20130515 DATE AS OF CHANGE: 20130515 EFFECTIVENESS DATE: 20130515 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: 13845294 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 aqr1q2013.txt AQR CAPITAL MANAGEMENT, LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2013 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: AQR Capital Management, LLC Address: Two Greenwich Plaza 3rd Floor Greenwich, CT 06830 13F File Number: 028-10120 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Clifford S. Asness Title: Managing Member Phone: 203-742-3600 Signature, Place, and Date of Signing: /s/ Clifford S. Asness Greenwich, CT May 15, 2013 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: 2313 Form 13F Information Table Value Total: $25,723,531 (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 1260 39093 SH SOLE 37593 0 0 3M CO COM 88579Y101 48650 457625 SH SOLE 422825 0 0 8X8 INC NEW COM 282914100 657 95852 SH SOLE 65352 0 0 AAON INC COM PAR $0.004 000360206 470 17049 SH SOLE 14749 0 0 AARONS INC COM PAR $0.50 002535300 748 26093 SH SOLE 26093 0 0 ABAXIS INC COM 002567105 727 15357 SH SOLE 9657 0 0 ABBOTT LABS COM 002824100 107549 3044990 SH SOLE 2790890 0 0 ABBVIE INC COM 00287Y109 1413 34647 SH SOLE 34647 0 0 ABERCROMBIE & FITCH CO CL A 002896207 966 20900 SH SOLE 20900 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 561 18600 SH SOLE 8800 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 1103 37529 SH SOLE 25429 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 647 81474 SH SOLE 53074 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 742 26729 SH SOLE 16229 0 0 ACCELRYS INC COM 00430U103 114 11700 SH SOLE 7200 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 97762 1286850 SH SOLE 1188550 0 0 ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 355 8793 SH SOLE 8793 0 0 ACCURAY INC COM 004397105 1101 237200 SH SOLE 45700 0 0 ACCURAY INC NOTE 3.750% 8/0 004397AB1 454 500000 PRN SOLE 0 0 0 ACCURAY INC NOTE 3.500% 2/0 004397AC9 5456 5000000 PRN SOLE 0 0 0 ACE LTD SHS H0023R105 64100 720468 SH SOLE 647868 0 0 ACHILLION PHARMACEUTICALS IN COM 00448Q201 267 30563 SH SOLE 25763 0 0 ACI WORLDWIDE INC COM 004498101 906 18547 SH SOLE 12447 0 0 ACME PACKET INC COM 004764106 88107 3015310 SH SOLE 3015310 0 0 ACORDA THERAPEUTICS INC COM 00484M106 255 7961 SH SOLE 861 0 0 ACTAVIS INC COM 00507K103 21789 236556 SH SOLE 236556 0 0 ACTIVE NETWORK INC COM 00506D100 497 118500 SH SOLE 41900 0 0 ACTIVISION BLIZZARD INC COM 00507V109 18517 1270900 SH SOLE 1124700 0 0 ACTUATE CORP COM 00508B102 3028 504630 SH SOLE 194030 0 0 ACUITY BRANDS INC COM 00508Y102 4645 66981 SH SOLE 62081 0 0 ACXIOM CORP COM 005125109 3069 150426 SH SOLE 128376 0 0 ADA ES INC COM 005208103 217 8175 SH SOLE 4475 0 0 ADOBE SYS INC COM 00724F101 1342 30844 SH SOLE 30844 0 0 ADTRAN INC COM 00738A106 5742 292216 SH SOLE 292216 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 25449 307909 SH SOLE 299409 0 0 ADVANCED ENERGY INDS COM 007973100 10242 559668 SH SOLE 374968 0 0 ADVANCED MICRO DEVICES INC COM 007903107 4842 1898748 SH SOLE 1898748 0 0 ADVENT CLAY CONV SEC INC FD COM 007639107 2254 313104 SH SOLE 313104 0 0 ADVENT CLAYMORE CV SECS & IN COM 00764C109 466 27499 SH SOLE 27499 0 0 ADVENT CLAYMORE ENH GRW & IN COM 00765E104 823 84632 SH SOLE 84632 0 0 ADVISORY BRD CO COM 00762W107 546 10401 SH SOLE 7901 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 34000 1036600 SH SOLE 1036600 0 0 AEGERION PHARMACEUTICALS INC COM 00767E102 805 19964 SH SOLE 14264 0 0 AEGION CORP COM 00770F104 229 9900 SH SOLE 6800 0 0 AEP INDS INC COM 001031103 258 3590 SH SOLE 2490 0 0 AEROPOSTALE COM 007865108 13993 1028888 SH SOLE 1025488 0 0 AES CORP COM 00130H105 7118 566303 SH SOLE 566303 0 0 AETNA INC NEW COM 00817Y108 15614 305441 SH SOLE 305441 0 0 AFC ENTERPRISES INC COM 00104Q107 569 15673 SH SOLE 10473 0 0 AFFORDABLE RESIDENTIAL CMNTY NOTE 7.500% 8/1 00828UAB9 1163 975000 PRN SOLE 0 0 0 AFFYMAX INC COM 00826A109 1511 1087309 SH SOLE 406909 0 0 AFFYMETRIX INC COM 00826T108 1749 370529 SH SOLE 299429 0 0 AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 1079 1025000 PRN SOLE 0 0 0 AFLAC INC COM 001055102 390 7503 SH SOLE 7503 0 0 AGCO CORP COM 001084102 11324 217267 SH SOLE 217267 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 5210 4000000 PRN SOLE 0 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1964 46785 SH SOLE 46785 0 0 AGL RES INC COM 001204106 1763 42031 SH SOLE 42031 0 0 AGNICO EAGLE MINES LTD COM 008474108 226 5500 SH SOLE 5500 0 0 AGREE REALTY CORP COM 008492100 697 23155 SH SOLE 17555 0 0 AGRIUM INC COM 008916108 839 8600 SH SOLE 8600 0 0 AIR METHODS CORP COM PAR $.06 009128307 1515 31407 SH SOLE 24207 0 0 AIR PRODS & CHEMS INC COM 009158106 200 2300 SH SOLE 2300 0 0 AIR TRANSPORT SERVICES GRP I COM 00922R105 1091 187200 SH SOLE 114200 0 0 AIRCASTLE LTD COM G0129k104 19008 1389510 SH SOLE 1092010 0 0 AIRGAS INC COM 009363102 1123 11330 SH SOLE 11330 0 0 AK STL HLDG CORP COM 001547108 15216 4597007 SH SOLE 4458207 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 15835 448700 SH SOLE 448700 0 0 AKORN INC COM 009728106 147 10662 SH SOLE 7162 0 0 ALASKA AIR GROUP INC COM 011659109 55681 870555 SH SOLE 840005 0 0 ALBANY INTL CORP CL A 012348108 9275 320926 SH SOLE 250526 0 0 ALBANY MOLECULAR RESH INC COM 012423109 487 46364 SH SOLE 38564 0 0 ALBEMARLE CORP COM 012653101 8200 131157 SH SOLE 131157 0 0 ALCOA INC COM 013817101 6574 771600 SH SOLE 771600 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 10796 7795000 PRN SOLE 0 0 0 ALEXANDERS INC COM 014752109 267 811 SH SOLE 211 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2179 30700 SH SOLE 30700 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 2743 29775 SH SOLE 29775 0 0 ALIGN TECHNOLOGY INC COM 016255101 442 13205 SH SOLE 13205 0 0 ALLEGHANY CORP DEL COM 017175100 475 1200 SH SOLE 1200 0 0 ALLEGIANT TRAVEL CO COM 01748X102 1174 13229 SH SOLE 10029 0 0 ALLERGAN INC COM 018490102 3550 31799 SH SOLE 31799 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1139 7033 SH SOLE 7033 0 0 ALLIANCE DATA SYSTEMS CORP NOTE 4.750% 5/1 018581AC2 29059 8500000 PRN SOLE 0 0 0 ALLIANCE ONE INTL INC COM 018772103 48 12239 SH SOLE 12239 0 0 ALLIANCE ONE INTL INC NOTE 5.500% 7/1 018772AQ6 10519 10250000 PRN SOLE 0 0 0 ALLIANT ENERGY CORP COM 018802108 6742 134361 SH SOLE 134361 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 39012 538623 SH SOLE 538623 0 0 ALLIANZGI NFJ DIVID INT & PR COM 01883A107 663 39406 SH SOLE 39406 0 0 ALLIED NEVADA GOLD CORP COM 019344100 258 15673 SH SOLE 15673 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 29295 315948 SH SOLE 315948 0 0 ALLOT COMMUNICATIONS LTD SHS M0854Q105 272 22800 SH SOLE 22800 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 10362 762481 SH SOLE 762481 0 0 ALLSTATE CORP COM 020002101 56021 1141651 SH SOLE 1069551 0 0 ALMOST FAMILY INC COM 020409108 358 17500 SH SOLE 15200 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 826 33894 SH SOLE 19294 0 0 ALON USA ENERGY INC COM 020520102 760 39892 SH SOLE 29092 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 38891 4737000 SH SOLE 4491400 0 0 ALTERA CORP COM 021441100 832 23449 SH SOLE 23449 0 0 ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 83531 2651771 SH SOLE 2601394 0 0 ALTRA HOLDINGS INC COM 02208R106 2488 91400 SH SOLE 46000 0 0 ALTRIA GROUP INC COM 02209S103 60182 1749997 SH SOLE 1578997 0 0 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 267 27400 SH SOLE 27400 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 1543 64700 SH SOLE 29700 0 0 AMAZON COM INC COM 023135106 58042 217802 SH SOLE 203702 0 0 AMDOCS LTD ORD G02602103 13449 371000 SH SOLE 371000 0 0 AMEDISYS INC COM 023436108 6829 614100 SH SOLE 428300 0 0 AMERCO COM 023586100 1802 10385 SH SOLE 7185 0 0 AMEREN CORP COM 023608102 14829 423430 SH SOLE 423430 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 32035 1528370 SH SOLE 1331770 0 0 AMERICAN ASSETS TR INC COM 024013104 1196 37356 SH SOLE 24556 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 1958 43181 SH SOLE 43181 0 0 AMERICAN CAP LTD COM 02503Y103 101685 6967107 SH SOLE 6967107 0 0 AMERICAN CAP MTG INVT CORP COM 02504A104 290 11200 SH SOLE 11200 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 3416 104200 SH SOLE 104200 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 38347 2050646 SH SOLE 2050646 0 0 AMERICAN ELEC PWR INC COM 025537101 60024 1234309 SH SOLE 1140509 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 354 23800 SH SOLE 23800 0 0 AMERICAN EXPRESS CO COM 025816109 3106 46040 SH SOLE 46040 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 43673 921755 SH SOLE 921755 0 0 AMERICAN GREETINGS CORP CL A 026375105 32685 2030153 SH SOLE 2025053 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 26789 690092 SH SOLE 625592 0 0 AMERICAN RAILCAR INDS INC COM 02916P103 707 15116 SH SOLE 11916 0 0 AMERICAN RLTY CAP PPTYS INC COM 02917T104 1444 98369 SH SOLE 86169 0 0 AMERICAN SCIENCE & ENGR INC COM 029429107 2446 40100 SH SOLE 19500 0 0 AMERICAN STS WTR CO COM 029899101 5839 101432 SH SOLE 65732 0 0 AMERICAN TOWER CORP NEW COM 03027X100 30802 400438 SH SOLE 376238 0 0 AMERICAN VANGUARD CORP COM 030371108 1140 37323 SH SOLE 14623 0 0 AMERICAN WOODMARK CORP COM 030506109 346 10170 SH SOLE 7870 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 3003 72459 SH SOLE 72459 0 0 AMERICAS CAR MART INC COM 03062T105 1447 30961 SH SOLE 12161 0 0 AMERIGAS PARTNERS L P UNIT L P INT 030975106 299 6652 SH SOLE 6652 0 0 AMERIPRISE FINL INC COM 03076C106 103880 1410454 SH SOLE 1363754 0 0 AMERIS BANCORP COM 03076K108 147 10223 SH SOLE 5701 0 0 AMERISAFE INC COM 03071H100 953 26815 SH SOLE 18515 0 0 AMERISOURCEBERGEN CORP COM 03073E105 16502 320738 SH SOLE 311738 0 0 AMERISTAR CASINOS INC COM 03070Q101 36930 1407946 SH SOLE 1395701 0 0 AMETEK INC NEW COM 031100100 3530 81400 SH SOLE 81400 0 0 AMGEN INC COM 031162100 183352 1788623 SH SOLE 1667623 0 0 AMKOR TECHNOLOGY INC COM 031652100 251 62779 SH SOLE 62779 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 1054 66587 SH SOLE 57887 0 0 AMPHENOL CORP NEW CL A 032095101 657 8800 SH SOLE 8800 0 0 AMSURG CORP COM 03232P405 2370 70453 SH SOLE 67153 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 934 26949 SH SOLE 26949 0 0 ANADARKO PETE CORP COM 032511107 51299 586605 SH SOLE 576605 0 0 ANALOG DEVICES INC COM 032654105 5949 127965 SH SOLE 127965 0 0 ANALOGIC CORP COM PAR $0.05 032657207 3951 49996 SH SOLE 21196 0 0 ANDERSONS INC COM 034164103 16640 310920 SH SOLE 249900 0 0 ANDINA ACQUISITION CORP COM G0440W100 4945 495000 SH SOLE 495000 0 0 ANIXTER INTL INC COM 035290105 11236 160700 SH SOLE 157100 0 0 ANN INC COM 035623107 3584 123509 SH SOLE 96709 0 0 ANNALY CAP MGMT INC COM 035710409 11580 728745 SH SOLE 651845 0 0 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 5084 4900000 PRN SOLE 0 0 0 ANNIES INC COM 03600T104 4982 130220 SH SOLE 130220 0 0 ANSYS INC COM 03662Q105 472 5800 SH SOLE 5800 0 0 ANTARES PHARMA INC COM 036642106 351 97931 SH SOLE 62931 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 73 11242 SH SOLE 11242 0 0 AOL INC COM 00184X105 4558 118433 SH SOLE 115633 0 0 APACHE CORP COM 037411105 18729 242723 SH SOLE 183323 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 3667 119600 SH SOLE 119600 0 0 APOGEE ENTERPRISES INC COM 037598109 8721 301237 SH SOLE 202737 0 0 APOLLO GROUP INC CL A 037604105 15349 882606 SH SOLE 866606 0 0 APOLLO INVT CORP COM 03761U106 2457 293902 SH SOLE 206592 0 0 APPLE INC COM 037833100 162198 366442 SH SOLE 330242 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 9480 210677 SH SOLE 190077 0 0 APPLIED MATLS INC COM 038222105 17377 1289058 SH SOLE 1174558 0 0 ARBITRON INC COM 03875Q108 67108 1431797 SH SOLE 1431797 0 0 ARBOR RLTY TR INC COM 038923108 1098 140000 SH SOLE 140000 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 10997 10690000 PRN SOLE 0 0 0 ARCH CAP GROUP LTD ORD G0450A105 2896 55086 SH SOLE 55086 0 0 ARCH COAL INC COM 039380100 140 25800 SH SOLE 25800 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 31633 937844 SH SOLE 937844 0 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 3742 3700000 PRN SOLE 0 0 0 ARCTIC CAT INC COM 039670104 8857 202687 SH SOLE 142087 0 0 ARENA PHARMACEUTICALS INC COM 040047102 2313 281726 SH SOLE 236526 0 0 ARES CAP CORP COM 04010L103 12339 681700 SH SOLE 681700 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 12805 309461 SH SOLE 193320 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 1361 75218 SH SOLE 72518 0 0 ARK RESTAURANTS CORP COM 040712101 2069 98720 SH SOLE 98720 0 0 ARKANSAS BEST CORP DEL COM 040790107 1611 137911 SH SOLE 117211 0 0 ARMOUR RESIDENTIAL REIT INC COM 042315101 1180 180700 SH SOLE 127600 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 6881 123123 SH SOLE 123123 0 0 ARQULE INC COM 04269E107 665 256600 SH SOLE 97500 0 0 ARRAY BIOPHARMA INC COM 04269X105 2646 537818 SH SOLE 193118 0 0 ARROW ELECTRS INC COM 042735100 32514 800437 SH SOLE 739837 0 0 ARTHROCARE CORP COM 043136100 2861 82300 SH SOLE 39600 0 0 ARTIO GLOBAL INVS INC COM CL A 04315B107 3472 1276343 SH SOLE 1276343 0 0 ARUBA NETWORKS INC COM 043176106 463 18700 SH SOLE 18700 0 0 ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 488 500000 PRN SOLE 0 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 7166 195319 SH SOLE 187219 0 0 ASCENA RETAIL GROUP INC COM 04351G101 10211 550439 SH SOLE 550439 0 0 ASCENT CAP GROUP INC COM SER A 043632108 623 8363 SH SOLE 4863 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 8191 662699 SH SOLE 639799 0 0 ASHLAND INC NEW COM 044209104 490 6600 SH SOLE 6600 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 9951 257926 SH SOLE 257926 0 0 ASPEN TECHNOLOGY INC COM 045327103 2847 88181 SH SOLE 24981 0 0 ASSET ACCEP CAP CORP COM 04543P100 4721 700394 SH SOLE 700394 0 0 ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 6164 518426 SH SOLE 501826 0 0 ASSOCIATED BANC CORP COM 045487105 17480 1150757 SH SOLE 1150757 0 0 ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 42 24175 SH SOLE 24175 0 0 ASSOCIATED ESTATES RLTY CORP COM 045604105 11046 592611 SH SOLE 543611 0 0 ASSURANT INC COM 04621X108 75465 1676636 SH SOLE 1660236 0 0 ASSURED GUARANTY LTD COM G0585R106 7101 344546 SH SOLE 344546 0 0 ASTEC INDS INC COM 046224101 269 7703 SH SOLE 7703 0 0 ASTEX PHARMACEUTICALS INC COM 04624B103 273 61200 SH SOLE 42400 0 0 ASTORIA FINL CORP COM 046265104 1257 127518 SH SOLE 98018 0 0 ASTRONICS CORP COM 046433108 259 8675 SH SOLE 5475 0 0 AT&T INC COM 00206R102 188902 5148592 SH SOLE 4663092 0 0 ATHENAHEALTH INC COM 04685W103 664 6842 SH SOLE 6842 0 0 ATLANTIC PWR CORP COM NEW 04878Q863 528 107000 SH SOLE 75600 0 0 ATLANTICUS HLDGS CORP COM 04914Y102 703 191430 SH SOLE 191430 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 567 13913 SH SOLE 13613 0 0 ATLAS ENERGY LP COM UNITS LP 04930A104 1393 31631 SH SOLE 31631 0 0 ATMI INC COM 00207R101 1317 58713 SH SOLE 26813 0 0 ATMOS ENERGY CORP COM 049560105 2311 54138 SH SOLE 54138 0 0 ATWOOD OCEANICS INC COM 050095108 1282 24400 SH SOLE 24400 0 0 AUTODESK INC COM 052769106 4033 97804 SH SOLE 97804 0 0 AUTOLIV INC COM 052800109 18986 274600 SH SOLE 274600 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 5237 80537 SH SOLE 80537 0 0 AUTONATION INC COM 05329W102 1001 22890 SH SOLE 22890 0 0 AUTOZONE INC COM 053332102 11735 29577 SH SOLE 29577 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 783 45300 SH SOLE 2600 0 0 AV HOMES INC NOTE 7.500% 2/1 00234PAB8 8241 8020000 PRN SOLE 0 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 29548 822600 SH SOLE 791800 0 0 AVALONBAY CMNTYS INC COM 053484101 11204 88451 SH SOLE 81951 0 0 AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 2609 2580000 PRN SOLE 0 0 0 AVEO PHARMACEUTICALS INC COM 053588109 2058 280000 SH SOLE 174400 0 0 AVERY DENNISON CORP COM 053611109 55391 1286070 SH SOLE 1189770 0 0 AVIS BUDGET GROUP COM 053774105 1302 46773 SH SOLE 45473 0 0 AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 48445 26970000 PRN SOLE 0 0 0 AVISTA CORP COM 05379B107 2297 83828 SH SOLE 68728 0 0 AVNET INC COM 053807103 43825 1210648 SH SOLE 1194648 0 0 AVON PRODS INC COM 054303102 2753 132800 SH SOLE 132800 0 0 AVX CORP NEW COM 002444107 275 23100 SH SOLE 23100 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 12 23177 SH SOLE 23177 0 0 AXIALL CORP COM 05463D100 2463 39620 SH SOLE 28028 0 0 AXIS CAPITAL HOLDINGS INV SHS G0692U109 52887 1270700 SH SOLE 1109100 0 0 AZZ INC COM 002474104 1249 25916 SH SOLE 17616 0 0 B & G FOODS INC NEW COM 05508R106 852 27936 SH SOLE 19436 0 0 B/E AEROSPACE INC COM 073302101 4998 82900 SH SOLE 82900 0 0 BADGER METER INC COM 056525108 252 4700 SH SOLE 3300 0 0 BAKER HUGHES INC COM 057224107 719 15500 SH SOLE 15500 0 0 BAKER MICHAEL CORP COM 057149106 200 8173 SH SOLE 8173 0 0 BALCHEM CORP COM 057665200 350 7958 SH SOLE 5058 0 0 BALL CORP COM 058498106 4339 91200 SH SOLE 91200 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 25752 1513020 SH SOLE 1329100 0 0 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 6383 224192 SH SOLE 213128 0 0 BANCORPSOUTH INC COM 059692103 218 13400 SH SOLE 8700 0 0 BANK HAWAII CORP COM 062540109 3638 71604 SH SOLE 71604 0 0 BANK MONTREAL QUE COM 063671101 491 7800 SH SOLE 7800 0 0 BANK MUTUAL CORP NEW COM 063750103 189 15931 SH SOLE 15931 0 0 BANK NEW YORK MELLON CORP COM 064058100 30785 1099847 SH SOLE 940847 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 1928 33086 SH SOLE 33086 0 0 BANK OF AMERICA CORPORATION COM 060505104 58612 4812154 SH SOLE 4250954 0 0 BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 2444 2000 SH SOLE 2000 0 0 BANK OF THE OZARKS INC COM 063904106 1105 24913 SH SOLE 20613 0 0 BANNER CORP COM NEW 06652V208 3358 105512 SH SOLE 79412 0 0 BARD C R INC COM 067383109 2939 29159 SH SOLE 29159 0 0 BARNES & NOBLE INC COM 067774109 1014 39487 SH SOLE 39487 0 0 BARNES GROUP INC COM 067806109 206 7124 SH SOLE 1324 0 0 BARRETT BUSINESS SERVICES IN COM 068463108 506 9611 SH SOLE 7511 0 0 BARRICK GOLD CORP COM 067901108 1955 66500 SH SOLE 66500 0 0 BAXTER INTL INC COM 071813109 26696 367508 SH SOLE 367508 0 0 BB&T CORP COM 054937107 6666 212347 SH SOLE 212347 0 0 BBCN BANCORP INC COM 073295107 402 30797 SH SOLE 24697 0 0 BEACON ROOFING SUPPLY INC COM 073685109 950 24567 SH SOLE 16767 0 0 BEAM INC COM 073730103 5460 85929 SH SOLE 85929 0 0 BEAZER HOMES USA INC UNIT 99/99/9999 07556Q709 795 29250 SH SOLE 29250 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 4630 292294 SH SOLE 186054 0 0 BEBE STORES INC COM 075571109 460 110385 SH SOLE 93685 0 0 BECTON DICKINSON & CO COM 075887109 17268 180609 SH SOLE 173909 0 0 BED BATH & BEYOND INC COM 075896100 3407 52882 SH SOLE 52882 0 0 BELO CORP COM SER A 080555105 1114 113316 SH SOLE 74616 0 0 BEMIS INC COM 081437105 2724 67500 SH SOLE 67500 0 0 BENCHMARK ELECTRS INC COM 08160H101 3012 167147 SH SOLE 128447 0 0 BERKLEY W R CORP COM 084423102 2079 46863 SH SOLE 46863 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 80682 774302 SH SOLE 721702 0 0 BERRY PETE CO CL A 085789105 218 4700 SH SOLE 0 0 0 BEST BUY INC COM 086516101 42999 1941270 SH SOLE 1795270 0 0 BGC PARTNERS INC CL A 05541T101 3379 812261 SH SOLE 440061 0 0 BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 1790 1800000 PRN SOLE 0 0 0 BGS ACQUISITION CORP SH G1082J100 7974 799000 SH SOLE 799000 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 236 15100 SH SOLE 10400 0 0 BIG LOTS INC COM 089302103 26116 740457 SH SOLE 740457 0 0 BIGLARI HLDGS INC COM 08986R101 4687 12560 SH SOLE 6960 0 0 BIOGEN IDEC INC COM 09062X103 64193 332762 SH SOLE 329262 0 0 BIOLASE INC COM 090911108 183 46039 SH SOLE 39378 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1039 16682 SH SOLE 16682 0 0 BIOMED REALTY TRUST INC COM 09063H107 19441 900047 SH SOLE 900047 0 0 BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 1393 53614 SH SOLE 31414 0 0 BIOSCRIP INC COM 09069N108 1242 97757 SH SOLE 81457 0 0 BLACK BOX CORP DEL COM 091826107 2120 97210 SH SOLE 58942 0 0 BLACK HILLS CORP COM 092113109 2474 56175 SH SOLE 41275 0 0 BLACKROCK CORE BD TR SHS BEN INT 09249E101 1501 101834 SH SOLE 101834 0 0 BLACKROCK CR ALLCTN INC TR COM 092508100 5758 411256 SH SOLE 411256 0 0 BLACKROCK ENH CAP & INC FD I COM 09256A109 1888 145145 SH SOLE 145145 0 0 BLACKROCK ENHANCED EQT DIV T COM 09251A104 6646 849932 SH SOLE 849932 0 0 BLACKROCK GLOBAL OPP EQTY TR COM 092501105 5433 391423 SH SOLE 391423 0 0 BLACKROCK INC COM 09247X101 6456 25134 SH SOLE 25134 0 0 BLACKROCK INCOME OPP TRUST I COM 092475102 1723 153180 SH SOLE 153180 0 0 BLACKROCK INTL GRWTH & INC T COM BENE INTER 092524107 4722 618876 SH SOLE 618876 0 0 BLACKROCK KELSO CAPITAL CORP COM 092533108 12831 1283067 SH SOLE 942267 0 0 BLACKROCK RES & COMM STRAT T SHS 09257A108 2561 198979 SH SOLE 198979 0 0 BLOCK H & R INC COM 093671105 3004 102097 SH SOLE 102097 0 0 BLUCORA INC COM 095229100 6669 430797 SH SOLE 231997 0 0 BLUE WOLF MONGOLIA HOLDINGS SHS G11962100 6494 650000 SH SOLE 650000 0 0 BLUEGREEN CORP COM 096231105 5969 606609 SH SOLE 606609 0 0 BMC SOFTWARE INC COM 055921100 23397 505000 SH SOLE 505000 0 0 BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 293 10012 SH SOLE 10012 0 0 BOB EVANS FARMS INC COM 096761101 3007 70548 SH SOLE 39448 0 0 BOEING CO COM 097023105 7907 92102 SH SOLE 92102 0 0 BOFI HLDG INC COM 05566U108 444 12388 SH SOLE 9088 0 0 BOISE INC COM 09746Y105 7671 885791 SH SOLE 549391 0 0 BOK FINL CORP COM NEW 05561Q201 1315 21100 SH SOLE 21100 0 0 BONANZA CREEK ENERGY INC COM 097793103 984 25453 SH SOLE 17353 0 0 BON-TON STORES INC COM 09776J101 163 12543 SH SOLE 8443 0 0 BORGWARNER INC COM 099724106 1054 13622 SH SOLE 13622 0 0 BOSTON BEER INC CL A 100557107 1316 8243 SH SOLE 7143 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 5844 5657000 PRN SOLE 0 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 670 67825 SH SOLE 56125 0 0 BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 417 123800 SH SOLE 123800 0 0 BOSTON PROPERTIES INC COM 101121101 15166 150074 SH SOLE 139574 0 0 BOSTON SCIENTIFIC CORP COM 101137107 58346 7470700 SH SOLE 6689800 0 0 BOULDER BRANDS INC COM 101405108 589 65562 SH SOLE 49562 0 0 BOYD GAMING CORP COM 103304101 1346 162813 SH SOLE 162813 0 0 BRADY CORP CL A 104674106 593 17700 SH SOLE 16200 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 4814 324184 SH SOLE 294884 0 0 BRASKEM S A SP ADR PFD A 105532105 196 14500 SH SOLE 14500 0 0 BRAVO BRIO RESTAURANT GROUP COM 10567B109 1550 97900 SH SOLE 36500 0 0 BRE PROPERTIES INC CL A 05564E106 1093 22450 SH SOLE 22450 0 0 BRIGGS & STRATTON CORP COM 109043109 330 13300 SH SOLE 8800 0 0 BRINKER INTL INC COM 109641100 21231 563910 SH SOLE 563910 0 0 BRINKS CO COM 109696104 1492 52803 SH SOLE 47203 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 12428 301715 SH SOLE 301715 0 0 BRISTOW GROUP INC COM 110394103 15638 237151 SH SOLE 214951 0 0 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 576 500000 PRN SOLE 0 0 0 BROADCOM CORP CL A 111320107 1807 52133 SH SOLE 52133 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 11425 459956 SH SOLE 459956 0 0 BROADSOFT INC COM 11133B409 209 7900 SH SOLE 5700 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 79632 13801031 SH SOLE 13801031 0 0 BROOKDALE SR LIVING INC COM 112463104 744 26700 SH SOLE 26700 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 8674 237700 SH SOLE 237700 0 0 BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 1460 60000 SH SOLE 60000 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 208 22800 SH SOLE 17200 0 0 BROOKS AUTOMATION INC COM 114340102 1809 177696 SH SOLE 148796 0 0 BROWN & BROWN INC COM 115236101 6318 197200 SH SOLE 197200 0 0 BROWN FORMAN CORP CL B 115637209 8044 112662 SH SOLE 112662 0 0 BROWN SHOE INC NEW COM 115736100 10808 675531 SH SOLE 456131 0 0 BRUNSWICK CORP COM 117043109 1614 47155 SH SOLE 47155 0 0 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 331 5416 SH SOLE 5416 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 217 7256 SH SOLE 7256 0 0 BUCKLE INC COM 118440106 5320 114041 SH SOLE 114041 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 302 51459 SH SOLE 39159 0 0 BUNGE LIMITED COM G16962105 34397 465900 SH SOLE 372700 0 0 C D I CORP COM 125071100 470 20943 SH SOLE 20943 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1167 19619 SH SOLE 19619 0 0 CA INC COM 12673P105 70189 2788600 SH SOLE 2611600 0 0 CABELAS INC COM 126804301 717 11802 SH SOLE 11402 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 797 53271 SH SOLE 53271 0 0 CABOT CORP COM 127055101 8898 260185 SH SOLE 260185 0 0 CABOT OIL & GAS CORP COM 127097103 31110 460139 SH SOLE 460139 0 0 CACI INTL INC CL A 127190304 14970 258675 SH SOLE 258675 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 2574 184803 SH SOLE 184803 0 0 CADENCE DESIGN SYSTEM INC NOTE 1.500%12/1 127387AF5 502 500000 PRN SOLE 0 0 0 CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 22231 11825000 PRN SOLE 0 0 0 CAI INTERNATIONAL INC COM 12477X106 225 7800 SH SOLE 6100 0 0 CAL MAINE FOODS INC COM NEW 128030202 298 7001 SH SOLE 5301 0 0 CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 286 22335 SH SOLE 22335 0 0 CALAMP CORP COM 128126109 392 35717 SH SOLE 24817 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 3319 166800 SH SOLE 144600 0 0 CALIX INC COM 13100M509 3663 449500 SH SOLE 229100 0 0 CALLAWAY GOLF CO COM 131193104 85 12818 SH SOLE 12818 0 0 CALLIDUS SOFTWARE INC COM 13123E500 77 16900 SH SOLE 16900 0 0 CALLON PETE CO DEL COM 13123X102 504 136300 SH SOLE 136300 0 0 CALPINE CORP COM NEW 131347304 1090 52925 SH SOLE 52925 0 0 CAMAC ENERGY INC COM 131745101 7 11900 SH SOLE 0 0 0 CAMBREX CORP COM 132011107 3974 310699 SH SOLE 305099 0 0 CAMDEN PPTY TR SH BEN INT 133131102 10320 150263 SH SOLE 150263 0 0 CAMECO CORP COM 13321L108 3069 147700 SH SOLE 147700 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 6285 96401 SH SOLE 96401 0 0 CAMPBELL SOUP CO COM 134429109 2711 59776 SH SOLE 59776 0 0 CAMPUS CREST CMNTYS INC COM 13466Y105 4379 315000 SH SOLE 181400 0 0 CANADIAN NATL RY CO COM 136375102 1364 13600 SH SOLE 13600 0 0 CANTEL MEDICAL CORP COM 138098108 1585 52729 SH SOLE 22929 0 0 CAPELLA EDUCATION COMPANY COM 139594105 2416 77598 SH SOLE 36498 0 0 CAPITAL ONE FINL CORP COM 14040H105 22140 402917 SH SOLE 402917 0 0 CAPITAL SR LIVING CORP COM 140475104 918 34732 SH SOLE 24132 0 0 CAPITALSOURCE INC COM 14055X102 3724 387133 SH SOLE 379133 0 0 CAPITOL FED FINL INC COM 14057J101 1034 85700 SH SOLE 85700 0 0 CAPLEASE INC COM 140288101 245 38537 SH SOLE 31637 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 1227 95704 SH SOLE 74057 0 0 CARBO CERAMICS INC COM 140781105 3422 37574 SH SOLE 37574 0 0 CARDINAL HEALTH INC COM 14149Y108 45680 1097557 SH SOLE 1012757 0 0 CARDIOVASCULAR SYS INC DEL COM 141619106 401 19600 SH SOLE 14500 0 0 CAREER EDUCATION CORP COM 141665109 15356 6479165 SH SOLE 5547013 0 0 CAREFUSION CORP COM 14170T101 30441 870000 SH SOLE 753800 0 0 CARLISLE COS INC COM 142339100 4454 65700 SH SOLE 65700 0 0 CARMAX INC COM 143130102 684 16400 SH SOLE 16400 0 0 CARMIKE CINEMAS INC COM 143436400 2649 146200 SH SOLE 84900 0 0 CARNIVAL CORP PAIRED CTF 143658300 2208 64387 SH SOLE 64387 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 3870 78516 SH SOLE 78516 0 0 CARRIAGE SVCS INC COM 143905107 305 14352 SH SOLE 10452 0 0 CARRIZO OIL & GAS INC NOTE 4.375% 6/0 144577AA1 12904 12856000 PRN SOLE 0 0 0 CARTER INC COM 146229109 18547 323856 SH SOLE 323856 0 0 CASCADE CORP COM 147195101 47684 733832 SH SOLE 718875 0 0 CASEYS GEN STORES INC COM 147528103 877 15044 SH SOLE 9844 0 0 CASTLE A M & CO COM 148411101 275 15700 SH SOLE 11100 0 0 CATAMARAN CORP COM 148887102 11628 219275 SH SOLE 219275 0 0 CATHAY GENERAL BANCORP COM 149150104 920 45737 SH SOLE 41937 0 0 CATO CORP NEW CL A 149205106 8303 343953 SH SOLE 233654 0 0 CAVIUM INC COM 14964U108 1238 31900 SH SOLE 31900 0 0 CBIZ INC COM 124805102 90 14100 SH SOLE 10400 0 0 CBL & ASSOC PPTYS INC COM 124830100 1428 60500 SH SOLE 60500 0 0 CBOE HLDGS INC COM 12503M108 635 17200 SH SOLE 17200 0 0 CBRE GROUP INC CL A 12504L109 4497 178100 SH SOLE 161500 0 0 CBS CORP NEW CL B 124857202 14995 321165 SH SOLE 321165 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 839 10700 SH SOLE 10700 0 0 CEC ENTMT INC COM 125137109 275 8409 SH SOLE 8409 0 0 CELADON GROUP INC COM 150838100 476 22800 SH SOLE 3900 0 0 CELANESE CORP DEL COM SER A 150870103 4794 108824 SH SOLE 108824 0 0 CELGENE CORP COM 151020104 58334 503268 SH SOLE 447068 0 0 CELLDEX THERAPEUTICS INC NEW COM 15117B103 907 78315 SH SOLE 46015 0 0 CELSION CORPORATION COM NEW 15117N305 90 86094 SH SOLE 68194 0 0 CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 3583 2900000 PRN SOLE 0 0 0 CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 50099 37775000 PRN SOLE 0 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 1356 1000000 PRN SOLE 0 0 0 CENOVUS ENERGY INC COM 15135U109 1202 38800 SH SOLE 38800 0 0 CENTENE CORP DEL COM 15135B101 377 8561 SH SOLE 8561 0 0 CENTERPOINT ENERGY INC COM 15189T107 7412 309335 SH SOLE 309335 0 0 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 466 136200 SH SOLE 136200 0 0 CENTRAL GARDEN & PET CO COM 153527106 3355 389228 SH SOLE 389228 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 663 80700 SH SOLE 80700 0 0 CENTRAL PAC FINL CORP COM NEW 154760409 177 25664 SH SOLE 25664 0 0 CENTURY ALUM CO COM 156431108 3382 436900 SH SOLE 298300 0 0 CENTURYLINK INC COM 156700106 1328 37793 SH SOLE 37793 0 0 CEPHEID COM 15670R107 432 11265 SH SOLE 11265 0 0 CERNER CORP COM 156782104 2005 21161 SH SOLE 21161 0 0 CEVA INC COM 157210105 1036 66413 SH SOLE 19413 0 0 CF INDS HLDGS INC COM 125269100 101219 531698 SH SOLE 498998 0 0 CH ENERGY GROUP INC COM 12541M102 47587 727741 SH SOLE 721041 0 0 CHARLES RIV LABS INTL INC COM 159864107 18669 421700 SH SOLE 421700 0 0 CHART ACQUISITION CORP COM 161151105 14197 1492500 SH SOLE 1492500 0 0 CHART ACQUISITION CORP *W EXP 12/19/201 161151113 731 1492500 SH SOLE 1492500 0 0 CHART INDS INC COM PAR $0.01 16115Q308 6975 87175 SH SOLE 85975 0 0 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 21400 15750000 PRN SOLE 0 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 3698 78700 SH SOLE 78700 0 0 CHECKPOINT SYS INC COM 162825103 187 14300 SH SOLE 14300 0 0 CHEESECAKE FACTORY INC COM 163072101 5468 141629 SH SOLE 141629 0 0 CHEMBIO DIAGNOSTICS INC COM NEW 163572209 51 10000 SH SOLE 10000 0 0 CHEMED CORP NEW COM 16359R103 24322 304100 SH SOLE 270493 0 0 CHEMICAL FINL CORP COM 163731102 723 27423 SH SOLE 26423 0 0 CHEMTURA CORP COM NEW 163893209 3702 171296 SH SOLE 120296 0 0 CHENIERE ENERGY INC COM NEW 16411R208 2044 72988 SH SOLE 72988 0 0 CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 478 17460 SH SOLE 17460 0 0 CHESAPEAKE ENERGY CORP COM 165167107 2204 108002 SH SOLE 108002 0 0 CHESAPEAKE LODGING TR SH BEN INT 165240102 8970 391032 SH SOLE 224932 0 0 CHESAPEAKE UTILS CORP COM 165303108 563 11472 SH SOLE 7472 0 0 CHEVRON CORP NEW COM 166764100 216297 1820377 SH SOLE 1679877 0 0 CHICOS FAS INC COM 168615102 29670 1766100 SH SOLE 1766100 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 18161 405189 SH SOLE 382447 0 0 CHIMERA INVT CORP COM 16934Q109 1099 344530 SH SOLE 344530 0 0 CHINA GENGSHENG MINERALS INC COM 16942P101 12 42935 SH SOLE 42935 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 11334 213332 SH SOLE 181232 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 7160 61235 SH SOLE 61235 0 0 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 549 40761 SH SOLE 40761 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 766 2352 SH SOLE 2352 0 0 CHIQUITA BRANDS INTL INC COM 170032809 12273 1581583 SH SOLE 1120456 0 0 CHUBB CORP COM 171232101 10150 115962 SH SOLE 92262 0 0 CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 2105 67695 SH SOLE 67695 0 0 CHURCH & DWIGHT INC COM 171340102 21474 332254 SH SOLE 332254 0 0 CHURCHILL DOWNS INC COM 171484108 566 8075 SH SOLE 4175 0 0 CIBER INC COM 17163B102 82 17380 SH SOLE 17380 0 0 CIENA CORP COM NEW 171779309 191 11900 SH SOLE 11900 0 0 CIENA CORP DEBT 4.000%12/1 171779AK7 23117 19244000 PRN SOLE 0 0 0 CIGNA CORPORATION COM 125509109 17916 287256 SH SOLE 287256 0 0 CIMAREX ENERGY CO COM 171798101 996 13200 SH SOLE 13200 0 0 CINCINNATI BELL INC NEW COM 171871106 386 118283 SH SOLE 82883 0 0 CINCINNATI FINL CORP COM 172062101 1269 26900 SH SOLE 26900 0 0 CINEMARK HOLDINGS INC COM 17243V102 4208 142922 SH SOLE 142922 0 0 CINTAS CORP COM 172908105 15470 350553 SH SOLE 350553 0 0 CIRCOR INTL INC COM 17273K109 2078 48900 SH SOLE 20500 0 0 CIRRUS LOGIC INC COM 172755100 1285 56495 SH SOLE 56495 0 0 CIS ACQUISITION LTD UNIT 99/99/9999 G21490506 10120 1000000 SH SOLE 1000000 0 0 CISCO SYS INC COM 17275R102 75669 3618811 SH SOLE 3270111 0 0 CIT GROUP INC COM NEW 125581801 507 11660 SH SOLE 11660 0 0 CITIGROUP INC COM NEW 172967424 77398 1749497 SH SOLE 1539127 0 0 CITIZENS INC CL A 174740100 112 13364 SH SOLE 8164 0 0 CITIZENS REPUBLIC BANCORP IN COM NEW 174420307 58533 2595713 SH SOLE 2564113 0 0 CITRIX SYS INC COM 177376100 1470 20367 SH SOLE 20367 0 0 CITY HLDG CO COM 177835105 9838 247258 SH SOLE 171405 0 0 CITY NATL CORP COM 178566105 1278 21689 SH SOLE 21689 0 0 CLARCOR INC COM 179895107 238 4541 SH SOLE 941 0 0 CLEAN HARBORS INC COM 184496107 1736 29883 SH SOLE 29883 0 0 CLEARWATER PAPER CORP COM 18538R103 1259 23900 SH SOLE 20500 0 0 CLEARWIRE CORP NEW CL A 18538Q105 29646 9150009 SH SOLE 9150009 0 0 CLECO CORP NEW COM 12561W105 2331 49570 SH SOLE 49570 0 0 CLIFFS NAT RES INC COM 18683K101 2601 136800 SH SOLE 136800 0 0 CLOROX CO DEL COM 189054109 7613 85988 SH SOLE 85988 0 0 CLOUD PEAK ENERGY INC COM 18911Q102 4410 234800 SH SOLE 133700 0 0 CME GROUP INC COM 12572Q105 4727 76997 SH SOLE 76997 0 0 CMS ENERGY CORP COM 125896100 650 23250 SH SOLE 23250 0 0 CNO FINL GROUP INC COM 12621E103 7714 673692 SH SOLE 585992 0 0 CNO FINL GROUP INC DBCV 7.000%12/3 12621EAC7 7650 3575000 PRN SOLE 0 0 0 CNO FINL GROUP INC DBCV 7.000%12/3 12621EAE3 7982 3730000 PRN SOLE 0 0 0 CNO FINL GROUP INC DBCV 7.000%12/3 12621EAF0 5446 2545000 PRN SOLE 0 0 0 CNOOC LTD SPONSORED ADR 126132109 6071 31700 SH SOLE 27000 0 0 COACH INC COM 189754104 6002 120055 SH SOLE 120055 0 0 COBALT INTL ENERGY INC COM 19075F106 917 32508 SH SOLE 32508 0 0 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 20434 18275000 PRN SOLE 0 0 0 COCA COLA BOTTLING CO CONS COM 191098102 418 6937 SH SOLE 2337 0 0 COCA COLA CO COM 191216100 96816 2394067 SH SOLE 2178667 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 34065 922669 SH SOLE 922669 0 0 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 19824 121050 SH SOLE 107850 0 0 COEUR D ALENE MINES CORP IDA COM NEW 192108504 1853 98245 SH SOLE 75455 0 0 COGENT COMM GROUP INC COM NEW 19239V302 737 27914 SH SOLE 19314 0 0 COGNEX CORP COM 192422103 1243 29482 SH SOLE 29482 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1775 23166 SH SOLE 23166 0 0 COHERENT INC COM 192479103 633 11151 SH SOLE 11151 0 0 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 10808 7525000 PRN SOLE 0 0 0 COLGATE PALMOLIVE CO COM 194162103 44414 376296 SH SOLE 362896 0 0 COLLABRIUM JAPAN ACQUISITN C SHS G2266G102 7000 700000 SH SOLE 700000 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 3377 149370 SH SOLE 118619 0 0 COLUMBIA BKG SYS INC COM 197236102 8280 376700 SH SOLE 222400 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 426 7364 SH SOLE 7364 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 216 11235 SH SOLE 11235 0 0 COMCAST CORP NEW CL A 20030N101 120499 2868350 SH SOLE 2708650 0 0 COMCAST CORP NEW CL A SPL 20030N200 32779 827325 SH SOLE 819125 0 0 COMERICA INC COM 200340107 29511 820903 SH SOLE 739603 0 0 COMERICA INC *W EXP 11/14/201 200340115 797 76974 SH SOLE 76974 0 0 COMFORT SYS USA INC COM 199908104 476 33765 SH SOLE 33765 0 0 COMMERCE BANCSHARES INC COM 200525103 3809 93287 SH SOLE 93287 0 0 COMMERCIAL METALS CO COM 201723103 20121 1269449 SH SOLE 1269449 0 0 COMMONWEALTH REIT COM SH BEN INT 203233101 2871 127938 SH SOLE 127938 0 0 COMMUNITY BK SYS INC COM 203607106 4113 138816 SH SOLE 80073 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 58939 1243707 SH SOLE 1243707 0 0 COMMVAULT SYSTEMS INC COM 204166102 23430 285805 SH SOLE 283391 0 0 COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 28750 539600 SH SOLE 487900 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 20292 479367 SH SOLE 390767 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 29638 620954 SH SOLE 606754 0 0 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 32512 2743665 SH SOLE 2393340 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 1830 118318 SH SOLE 118318 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 4282 164927 SH SOLE 137627 0 0 COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2050 5000000 PRN SOLE 0 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 1618 29900 SH SOLE 4800 0 0 COMPUTER SCIENCES CORP COM 205363104 60003 1218829 SH SOLE 1144929 0 0 COMPUWARE CORP COM 205638109 34418 2753420 SH SOLE 2753420 0 0 COMSTOCK RES INC COM NEW 205768203 1764 108572 SH SOLE 88972 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 9023 371607 SH SOLE 332107 0 0 COMTECH TELECOMMUNICATIONS C NOTE 3.000% 5/0 205826AF7 1028 1000000 PRN SOLE 0 0 0 COMVERSE INC COM 20585P105 9930 354121 SH SOLE 354121 0 0 CONAGRA FOODS INC COM 205887102 101847 2844093 SH SOLE 2588893 0 0 CONCEPTUS INC COM 206016107 693 28706 SH SOLE 17406 0 0 CONCHO RES INC COM 20605P101 848 8700 SH SOLE 8700 0 0 CONCUR TECHNOLOGIES INC COM 206708109 481 7000 SH SOLE 7000 0 0 CONMED CORP COM 207410101 14933 438430 SH SOLE 337730 0 0 CONNS INC COM 208242107 979 27263 SH SOLE 19963 0 0 CONOCOPHILLIPS COM 20825C104 38761 644947 SH SOLE 635847 0 0 CONSOL ENERGY INC COM 20854P109 202 6000 SH SOLE 6000 0 0 CONSOLIDATED EDISON INC COM 209115104 19327 316679 SH SOLE 316679 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 1587 40600 SH SOLE 29000 0 0 CONSTELLATION BRANDS INC CL A 21036P108 7731 162280 SH SOLE 162280 0 0 CONSUMER PORTFOLIO SVCS INC COM 210502100 328 28038 SH SOLE 20238 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 629 15700 SH SOLE 9800 0 0 CONTINENTAL RESOURCES INC COM 212015101 3755 43200 SH SOLE 43200 0 0 CONVERGYS CORP COM 212485106 32568 1912399 SH SOLE 1717276 0 0 CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 9523 5675000 PRN SOLE 0 0 0 CON-WAY INC COM 205944101 12003 340910 SH SOLE 340910 0 0 COOPER COS INC COM NEW 216648402 11381 105500 SH SOLE 105500 0 0 COOPER TIRE & RUBR CO COM 216831107 6702 261171 SH SOLE 158371 0 0 COPA HOLDINGS SA CL A P31076105 16674 139400 SH SOLE 139400 0 0 COPANO ENERGY L L C COM UNITS 217202100 360 8888 SH SOLE 8888 0 0 COPART INC COM 217204106 12773 372621 SH SOLE 372621 0 0 CORE MARK HOLDING CO INC COM 218681104 7735 150749 SH SOLE 77549 0 0 CORELOGIC INC COM 21871D103 11531 445900 SH SOLE 445900 0 0 CORESITE RLTY CORP COM 21870Q105 10366 296334 SH SOLE 186934 0 0 CORINTHIAN COLLEGES INC COM 218868107 8202 3905673 SH SOLE 2961373 0 0 CORMEDIX INC COM 21900C100 124 153478 SH SOLE 153478 0 0 CORMEDIX INC *W EXP 03/24/201 21900C118 25 145000 SH SOLE 145000 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 1168 34238 SH SOLE 24538 0 0 CORNING INC COM 219350105 9380 703710 SH SOLE 703710 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 393 6753 SH SOLE 4753 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 7182 269181 SH SOLE 269181 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 17672 452313 SH SOLE 452313 0 0 COSTCO WHSL CORP NEW COM 22160K105 40916 385597 SH SOLE 385597 0 0 COUSINS PPTYS INC COM 222795106 2708 253341 SH SOLE 171041 0 0 COVANCE INC COM 222816100 5272 70941 SH SOLE 70941 0 0 COVANTA HLDG CORP COM 22282E102 433 21500 SH SOLE 21500 0 0 COVENTRY HEALTH CARE INC COM 222862104 117323 2494640 SH SOLE 2494640 0 0 CPFL ENERGIA S A SPONSORED ADR 126153105 3867 184684 SH SOLE 184684 0 0 CRA INTL INC COM 12618T105 392 17508 SH SOLE 17508 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 1198 14822 SH SOLE 10722 0 0 CRANE CO COM 224399105 21242 380279 SH SOLE 380279 0 0 CRAY INC COM NEW 225223304 4554 196218 SH SOLE 87818 0 0 CREDICORP LTD COM G2519Y108 13940 83952 SH SOLE 66352 0 0 CREDIT ACCEP CORP MICH COM 225310101 1658 13577 SH SOLE 3777 0 0 CREE INC COM 225447101 1805 33000 SH SOLE 33000 0 0 CRESTWOOD MIDSTREAM PRTNERS COM UNITS REPSTG 226372100 275 11534 SH SOLE 11534 0 0 CREXUS INVT CORP COM 226553105 36754 2822865 SH SOLE 2822865 0 0 CROCS INC COM 227046109 27553 1859200 SH SOLE 1841100 0 0 CROSSTEX ENERGY INC COM 22765Y104 2479 128703 SH SOLE 126103 0 0 CROSSTEX ENERGY L P COM 22765U102 386 20970 SH SOLE 20970 0 0 CROWN CASTLE INTL CORP COM 228227104 5319 76380 SH SOLE 76380 0 0 CROWN HOLDINGS INC COM 228368106 18831 452565 SH SOLE 419265 0 0 CSG SYS INTL INC COM 126349109 11091 523429 SH SOLE 376932 0 0 CSX CORP COM 126408103 7208 292637 SH SOLE 292637 0 0 CTS CORP COM 126501105 81 13004 SH SOLE 13004 0 0 CUBESMART COM 229663109 2330 147442 SH SOLE 121942 0 0 CUBIC CORP COM 229669106 2369 55447 SH SOLE 42285 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 2738 58474 SH SOLE 58474 0 0 CULLEN FROST BANKERS INC COM 229899109 2082 33303 SH SOLE 33303 0 0 CUMMINS INC COM 231021106 14563 125747 SH SOLE 125747 0 0 CURIS INC COM 231269101 216 65947 SH SOLE 41147 0 0 CURTISS WRIGHT CORP COM 231561101 273 7866 SH SOLE 2766 0 0 CVB FINL CORP COM 126600105 782 69358 SH SOLE 53899 0 0 CVD EQUIPMENT CORP COM 126601103 103 10100 SH SOLE 5800 0 0 CVR ENERGY INC COM 12662P108 9898 191754 SH SOLE 183654 0 0 CVS CAREMARK CORPORATION COM 126650100 149421 2717241 SH SOLE 2500741 0 0 CYBERONICS INC COM 23251P102 2273 48551 SH SOLE 40151 0 0 CYMER INC COM 232572107 74132 771405 SH SOLE 765305 0 0 CYNOSURE INC CL A 232577205 514 19645 SH SOLE 14445 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 5879 533000 SH SOLE 533000 0 0 CYS INVTS INC COM 12673A108 1390 118400 SH SOLE 83600 0 0 CYTEC INDS INC COM 232820100 19141 258382 SH SOLE 258382 0 0 D R HORTON INC COM 23331A109 7917 325798 SH SOLE 325798 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 32890 17425000 PRN SOLE 0 0 0 DAKTRONICS INC COM 234264109 358 34062 SH SOLE 30562 0 0 DANA HLDG CORP COM 235825205 8919 500200 SH SOLE 489800 0 0 DANAHER CORP DEL COM 235851102 775 12469 SH SOLE 12469 0 0 DARLING INTL INC COM 237266101 11298 629077 SH SOLE 504177 0 0 DATALINK CORP COM 237934104 234 19394 SH SOLE 12094 0 0 DAVITA HEALTHCARE PARTNERS I COM 23918K108 20245 170714 SH SOLE 170714 0 0 DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 313 6724 SH SOLE 6724 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 1173 158453 SH SOLE 121653 0 0 DDR CORP COM 23317H102 2238 128500 SH SOLE 128500 0 0 DEAN FOODS CO NEW COM 242370104 23074 1272695 SH SOLE 1272695 0 0 DEERE & CO COM 244199105 15236 177200 SH SOLE 158100 0 0 DEL FRISCOS RESTAURANT GROUP COM 245077102 178 10700 SH SOLE 10700 0 0 DELEK US HLDGS INC COM 246647101 13438 340540 SH SOLE 249340 0 0 DELL INC COM 24702R101 41835 2919367 SH SOLE 2919367 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 48694 2949353 SH SOLE 2949353 0 0 DELTIC TIMBER CORP COM 247850100 209 3041 SH SOLE 1941 0 0 DELUXE CORP COM 248019101 1336 32267 SH SOLE 24967 0 0 DEMAND MEDIA INC COM 24802N109 142 16500 SH SOLE 0 0 0 DENBURY RES INC COM NEW 247916208 7029 376890 SH SOLE 376890 0 0 DENDREON CORP NOTE 4.750% 6/1 24823QAB3 94 100000 PRN SOLE 0 0 0 DENDREON CORP NOTE 2.875% 1/1 24823QAC1 281 350000 PRN SOLE 0 0 0 DENNYS CORP COM 24869P104 1113 192900 SH SOLE 181900 0 0 DESTINATION MATERNITY CORP COM 25065D100 4231 180800 SH SOLE 90700 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 1252 32000 SH SOLE 32000 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 35103 29467000 PRN SOLE 0 0 0 DEVON ENERGY CORP NEW COM 25179M103 25500 451972 SH SOLE 451972 0 0 DEXCOM INC COM 252131107 846 50611 SH SOLE 34011 0 0 DFC GLOBAL CORP COM 23324T107 266 15977 SH SOLE 15977 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 13161 189200 SH SOLE 187700 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 437 46896 SH SOLE 46896 0 0 DICE HLDGS INC COM 253017107 1049 103600 SH SOLE 16900 0 0 DICKS SPORTING GOODS INC COM 253393102 237 5000 SH SOLE 5000 0 0 DIEBOLD INC COM 253651103 7889 260200 SH SOLE 260200 0 0 DIGITAL RIV INC COM 25388B104 4564 322800 SH SOLE 225400 0 0 DIGITAL RLTY TR INC COM 253868103 5849 87427 SH SOLE 87427 0 0 DIGITALGLOBE INC COM NEW 25389M877 934 32290 SH SOLE 16974 0 0 DILLARDS INC CL A 254067101 67816 863349 SH SOLE 863349 0 0 DINEEQUITY INC COM 254423106 764 11099 SH SOLE 6999 0 0 DIRECTV COM 25490A309 21848 385947 SH SOLE 369447 0 0 DISCOVER FINL SVCS COM 254709108 131177 2925457 SH SOLE 2747857 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 3617 45942 SH SOLE 45942 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 35615 512156 SH SOLE 512156 0 0 DISH NETWORK CORP CL A 25470M109 63520 1676001 SH SOLE 1543001 0 0 DISNEY WALT CO COM DISNEY 254687106 47631 838582 SH SOLE 738982 0 0 DOLBY LABORATORIES INC COM 25659T107 13765 410170 SH SOLE 410170 0 0 DOLE FOOD CO INC NEW COM 256603101 864 79285 SH SOLE 74185 0 0 DOLLAR GEN CORP NEW COM 256677105 31025 613386 SH SOLE 613386 0 0 DOLLAR TREE INC COM 256746108 20589 425119 SH SOLE 425119 0 0 DOMINION RES INC VA NEW COM 25746U109 7783 133780 SH SOLE 133780 0 0 DOMINOS PIZZA INC COM 25754A201 20717 402746 SH SOLE 391546 0 0 DOMTAR CORP COM NEW 257559203 25963 334489 SH SOLE 334489 0 0 DONALDSON INC COM 257651109 1505 41584 SH SOLE 41584 0 0 DONNELLEY R R & SONS CO COM 257867101 13586 1127456 SH SOLE 1127456 0 0 DORMAN PRODUCTS INC COM 258278100 836 22480 SH SOLE 15680 0 0 DOUGLAS EMMETT INC COM 25960P109 2189 87800 SH SOLE 87800 0 0 DOVER CORP COM 260003108 4643 63708 SH SOLE 63708 0 0 DOW CHEM CO COM 260543103 1169 36700 SH SOLE 36700 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 24253 516570 SH SOLE 497070 0 0 DR REDDYS LABS LTD ADR 256135203 13896 429545 SH SOLE 413645 0 0 DREAMWORKS ANIMATION SKG INC CL A 26153C103 2647 139600 SH SOLE 139600 0 0 DRESSER-RAND GROUP INC COM 261608103 14180 229966 SH SOLE 229966 0 0 DREW INDS INC COM NEW 26168L205 511 14070 SH SOLE 5170 0 0 DST SYS INC DEL COM 233326107 12586 176600 SH SOLE 176600 0 0 DST SYS INC DEL DBCV 8/1 233326AE7 4736 3125000 PRN SOLE 0 0 0 DSW INC CL A 23334L102 649 10165 SH SOLE 10165 0 0 DTE ENERGY CO COM 233331107 65090 952448 SH SOLE 889948 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 2960 60203 SH SOLE 60203 0 0 DUFF & PHELPS CORP NEW CL A 26433B107 15578 1004407 SH SOLE 1004407 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 43512 599416 SH SOLE 560816 0 0 DUKE REALTY CORP COM NEW 264411505 971 57200 SH SOLE 57200 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 12565 150208 SH SOLE 150208 0 0 DUNKIN BRANDS GROUP INC COM 265504100 509 13800 SH SOLE 13800 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 331 13631 SH SOLE 13031 0 0 DXP ENTERPRISES INC NEW COM NEW 233377407 1367 18298 SH SOLE 10298 0 0 DYCOM INDS INC COM 267475101 7417 376669 SH SOLE 209369 0 0 DYNAVAX TECHNOLOGIES CORP COM 268158102 4034 1816932 SH SOLE 1299332 0 0 DYNEGY INC NEW DEL *W EXP 99/99/999 26817R116 88 68460 SH SOLE 50436 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 2172 202800 SH SOLE 202800 0 0 EAGLE BANCORP INC MD COM 268948106 219 10012 SH SOLE 5512 0 0 EAGLE MATERIALS INC COM 26969P108 3415 51254 SH SOLE 51254 0 0 EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 300 30514 SH SOLE 30514 0 0 EARTHLINK INC COM 270321102 2630 485306 SH SOLE 319206 0 0 EAST WEST BANCORP INC COM 27579R104 2898 112900 SH SOLE 112900 0 0 EASTGROUP PPTY INC COM 277276101 2829 48616 SH SOLE 26672 0 0 EASTMAN CHEM CO COM 277432100 4693 67170 SH SOLE 67170 0 0 EATON VANCE CORP COM NON VTG 278265103 590 14100 SH SOLE 14100 0 0 EATON VANCE ENH EQTY INC FD COM 278277108 4597 404996 SH SOLE 404996 0 0 EATON VANCE ENHANCED EQ INC COM 278274105 4342 371779 SH SOLE 371779 0 0 EATON VANCE RISK MNGD DIV EQ COM 27829G106 7049 641446 SH SOLE 641446 0 0 EATON VANCE TAX ADVT DIV INC COM 27828G107 501 26866 SH SOLE 26866 0 0 EATON VANCE TAX MNGD GBL DV COM 27829F108 11171 1198615 SH SOLE 1198615 0 0 EATON VANCE TAX MNGED BUY WR COM 27828X100 1197 81748 SH SOLE 81748 0 0 EATON VANCE TX ADV GLB DIV O COM 27828U106 1851 79789 SH SOLE 79789 0 0 EATON VANCE TX MGD DIV EQ IN COM 27828N102 7197 708354 SH SOLE 708354 0 0 EATON VANCE TX MNG BY WRT OP COM 27828Y108 1295 99012 SH SOLE 99012 0 0 EATON VANCE TXMGD GL BUYWR O COM 27829C105 5866 523717 SH SOLE 523717 0 0 EBAY INC COM 278642103 26671 491906 SH SOLE 483806 0 0 ECHOSTAR CORP CL A 278768106 413 10600 SH SOLE 10600 0 0 ECOLAB INC COM 278865100 2122 26465 SH SOLE 26465 0 0 EDAC TECHNOLOGIES CORP COM 279285100 1155 62300 SH SOLE 62300 0 0 EDISON INTL COM 281020107 31322 622456 SH SOLE 600656 0 0 EDUCATION RLTY TR INC COM 28140H104 605 57459 SH SOLE 20359 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 6839 83239 SH SOLE 83239 0 0 EL PASO ELEC CO COM NEW 283677854 4912 145970 SH SOLE 86053 0 0 EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 325 7402 SH SOLE 7402 0 0 ELAN PLC ADR 284131208 5901 500100 SH SOLE 500100 0 0 ELDORADO GOLD CORP NEW COM 284902103 194 20400 SH SOLE 20400 0 0 ELECTRONIC ARTS INC COM 285512109 3176 179446 SH SOLE 144246 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 276 10883 SH SOLE 5983 0 0 ELIZABETH ARDEN INC COM 28660G106 810 20114 SH SOLE 13614 0 0 ELLIE MAE INC COM 28849P100 3692 153497 SH SOLE 58697 0 0 ELLIS PERRY INTL INC COM 288853104 4340 238600 SH SOLE 152800 0 0 EMBRAER S A SP ADR REP 4 COM 29082A107 2554 71600 SH SOLE 71600 0 0 EMCOR GROUP INC COM 29084Q100 23990 565941 SH SOLE 548488 0 0 EMCORE CORP COM NEW 290846203 75 12950 SH SOLE 7250 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 5570 398401 SH SOLE 196601 0 0 EMERITUS CORP COM 291005106 2125 76466 SH SOLE 73066 0 0 EMERSON ELEC CO COM 291011104 26107 467285 SH SOLE 436285 0 0 EMPLOYERS HOLDINGS INC COM 292218104 1356 57819 SH SOLE 33319 0 0 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 3456 65100 SH SOLE 65100 0 0 EMULEX CORP COM NEW 292475209 3060 468561 SH SOLE 311861 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 280 9277 SH SOLE 9277 0 0 ENCANA CORP COM 292505104 3579 183900 SH SOLE 183900 0 0 ENCORE CAP GROUP INC COM 292554102 2522 83774 SH SOLE 31774 0 0 ENCORE WIRE CORP COM 292562105 1201 34299 SH SOLE 33199 0 0 ENDEAVOUR INTL CORP COM NEW 29259G200 200 67900 SH SOLE 0 0 0 ENDO HEALTH SOLUTIONS INC COM 29264F205 11887 386455 SH SOLE 386455 0 0 ENDOCYTE INC COM 29269A102 2654 213180 SH SOLE 68880 0 0 ENDOLOGIX INC COM 29266S106 465 28790 SH SOLE 19190 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 9348 195519 SH SOLE 195519 0 0 ENERGEN CORP COM 29265N108 1414 27189 SH SOLE 27189 0 0 ENERGIZER HLDGS INC COM 29266R108 11100 111300 SH SOLE 95400 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 306 6042 SH SOLE 6042 0 0 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 10225 375643 SH SOLE 283043 0 0 ENERGYSOLUTIONS INC COM 292756202 1849 493041 SH SOLE 493041 0 0 ENERNOC INC COM 292764107 248 14300 SH SOLE 9900 0 0 ENERSIS S A SPONSORED ADR 29274F104 25509 1325838 SH SOLE 1196638 0 0 ENERSIS S A RIGHT 03/21/2013 29274F112 8 445900 SH SOLE 414765 0 0 ENERSYS COM 29275Y102 6506 142747 SH SOLE 88047 0 0 ENPRO INDS INC COM 29355X107 1428 27907 SH SOLE 27907 0 0 ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 12222 7639000 PRN SOLE 0 0 0 ENSIGN GROUP INC COM 29358P101 2949 88300 SH SOLE 35800 0 0 ENSTAR GROUP LIMITED SHS G3075P101 467 3755 SH SOLE 2555 0 0 ENTEGRIS INC COM 29362U104 3597 364850 SH SOLE 262550 0 0 ENTERGY CORP NEW COM 29364G103 22522 356130 SH SOLE 337130 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 834 13830 SH SOLE 13830 0 0 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 5420 5400000 PRN SOLE 0 0 0 EOG RES INC COM 26875P101 31468 245707 SH SOLE 245707 0 0 EPL OIL & GAS INC COM 26883D108 19049 710510 SH SOLE 544910 0 0 EPR PPTYS COM SH BEN INT 26884U109 3196 61402 SH SOLE 50664 0 0 EQT CORP COM 26884L109 1056 15582 SH SOLE 15582 0 0 EQUIFAX INC COM 294429105 44475 772261 SH SOLE 678161 0 0 EQUINIX INC COM NEW 29444U502 1994 9216 SH SOLE 9216 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 99787 37825000 PRN SOLE 0 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 3454 44979 SH SOLE 44979 0 0 EQUITY ONE COM 294752100 608 25354 SH SOLE 25354 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 15643 284111 SH SOLE 261711 0 0 ERA GROUP INC COM 26885G109 2973 141554 SH SOLE 141554 0 0 ESSEX PPTY TR INC COM 297178105 1419 9422 SH SOLE 9422 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 3911 51669 SH SOLE 50069 0 0 EURONET WORLDWIDE INC COM 298736109 507 19243 SH SOLE 13643 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 333 8000 SH SOLE 5200 0 0 EVEREST RE GROUP LTD COM G3223R108 94143 724955 SH SOLE 641555 0 0 EVOLUTION PETROLEUM CORP COM 30049A107 193 18987 SH SOLE 10987 0 0 EXACT SCIENCES CORP COM 30063P105 355 36207 SH SOLE 23707 0 0 EXCO RESOURCES INC COM 269279402 3203 449200 SH SOLE 449200 0 0 EXELIS INC COM 30162A108 218 20000 SH SOLE 20000 0 0 EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 8190 8200000 PRN SOLE 0 0 0 EXELON CORP COM 30161N101 256 7421 SH SOLE 7421 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 2171 804223 SH SOLE 804223 0 0 EXIDE TECHNOLOGIES FRNT 9/1 302051AL1 1848 1950000 PRN SOLE 0 0 0 EXLSERVICE HOLDINGS INC COM 302081104 640 19462 SH SOLE 11462 0 0 EXPEDIA INC DEL COM NEW 30212P303 57300 954835 SH SOLE 943035 0 0 EXPEDITORS INTL WASH INC COM 302130109 3382 94700 SH SOLE 94700 0 0 EXPONENT INC COM 30214U102 2818 52240 SH SOLE 21767 0 0 EXPRESS INC COM 30219E103 1138 63894 SH SOLE 7194 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 24171 419273 SH SOLE 419273 0 0 EXTERRAN HLDGS INC COM 30225X103 1113 41223 SH SOLE 28323 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 15707 12325000 PRN SOLE 0 0 0 EXTRA SPACE STORAGE INC COM 30225T102 5751 146454 SH SOLE 146454 0 0 EXTREME NETWORKS INC COM 30226D106 651 193100 SH SOLE 31800 0 0 EXXON MOBIL CORP COM 30231G102 288555 3202252 SH SOLE 2889852 0 0 EZCORP INC CL A NON VTG 302301106 2700 126760 SH SOLE 126760 0 0 F M C CORP COM NEW 302491303 6424 112644 SH SOLE 112644 0 0 F5 NETWORKS INC COM 315616102 4754 53366 SH SOLE 53366 0 0 FABRINET SHS G3323L100 1175 80400 SH SOLE 80000 0 0 FACTSET RESH SYS INC COM 303075105 3385 36557 SH SOLE 36557 0 0 FAIR ISAAC CORP COM 303250104 12821 280615 SH SOLE 273515 0 0 FAMILY DLR STORES INC COM 307000109 5574 94391 SH SOLE 94391 0 0 FASTENAL CO COM 311900104 2075 40400 SH SOLE 40400 0 0 FBL FINL GROUP INC CL A 30239F106 530 13641 SH SOLE 9441 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 335 10883 SH SOLE 7283 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 4101 37955 SH SOLE 37955 0 0 FEDERAL SIGNAL CORP COM 313855108 73 18320 SH SOLE 18320 0 0 FEDERATED INVS INC PA CL B 314211103 3853 162800 SH SOLE 162800 0 0 FEDEX CORP COM 31428X106 9548 97226 SH SOLE 97226 0 0 FELCOR LODGING TR INC COM 31430F101 913 153410 SH SOLE 121310 0 0 FERRO CORP COM 315405100 3537 524000 SH SOLE 264400 0 0 FIBRIA CELULOSE S A SP ADR REP COM 31573A109 3357 278100 SH SOLE 278100 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 17559 695945 SH SOLE 695945 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 76672 1935174 SH SOLE 1773774 0 0 FIESTA RESTAURANT GROUP INC COM 31660B101 1817 68373 SH SOLE 65973 0 0 FIFTH & PAC COS INC COM 316645100 1373 72733 SH SOLE 58233 0 0 FIFTH THIRD BANCORP COM 316773100 30340 1860213 SH SOLE 1853413 0 0 FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 1266 8860 SH SOLE 8860 0 0 FINANCIAL ENGINES INC COM 317485100 269 7415 SH SOLE 5015 0 0 FINISAR CORP COM NEW 31787A507 2970 225198 SH SOLE 225198 0 0 FINISAR CORP NOTE 5.000%10/1 31787AAK7 1302 800000 PRN SOLE 0 0 0 FINISH LINE INC CL A 317923100 1173 59892 SH SOLE 56392 0 0 FIRST AMERN FINL CORP COM 31847R102 6058 236900 SH SOLE 125300 0 0 FIRST BUSEY CORP COM 319383105 90 19712 SH SOLE 12212 0 0 FIRST CALIFORNIA FINANCIAL G COM NEW 319395109 18418 2161781 SH SOLE 2161781 0 0 FIRST CASH FINL SVCS INC COM 31942D107 888 15228 SH SOLE 9628 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 12552 1682592 SH SOLE 1174692 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 786 4300 SH SOLE 4300 0 0 FIRST FINL BANCORP OH COM 320209109 967 60261 SH SOLE 45800 0 0 FIRST FINL BANKSHARES COM 32020R109 921 18950 SH SOLE 11550 0 0 FIRST FINL HLDGS INC COM 320239106 391 18671 SH SOLE 18671 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 10832 632321 SH SOLE 504321 0 0 FIRST MARBLEHEAD CORP COM 320771108 87 28435 SH SOLE 28435 0 0 FIRST MERCHANTS CORP COM 320817109 187 12100 SH SOLE 9200 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 1633 122975 SH SOLE 104075 0 0 FIRST POTOMAC RLTY TR COM 33610F109 1299 87567 SH SOLE 67075 0 0 FIRST SOLAR INC COM 336433107 10567 391965 SH SOLE 391965 0 0 FIRST TR ENHANCED EQTY INC F COM 337318109 870 67826 SH SOLE 67826 0 0 FIRSTENERGY CORP COM 337932107 1881 44577 SH SOLE 44577 0 0 FIRSTSERVICE CORP SDCV 6.500%12/3 33761NAA7 3404 2800000 PRN SOLE 0 0 0 FISERV INC COM 337738108 19338 220174 SH SOLE 220174 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 183 27400 SH SOLE 27400 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 962 69057 SH SOLE 55757 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 897 11696 SH SOLE 11696 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 45229 6690700 SH SOLE 6450300 0 0 FLIR SYS INC COM 302445101 11288 434000 SH SOLE 434000 0 0 FLOTEK INDS INC DEL COM 343389102 214 13074 SH SOLE 10474 0 0 FLOW INTL CORP COM 343468104 45 11400 SH SOLE 11400 0 0 FLOWERS FOODS INC COM 343498101 747 22681 SH SOLE 22681 0 0 FLOWSERVE CORP COM 34354P105 20830 124200 SH SOLE 111100 0 0 FLUOR CORP NEW COM 343412102 5372 80987 SH SOLE 65887 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 10748 94700 SH SOLE 75300 0 0 FOOT LOCKER INC COM 344849104 57686 1684746 SH SOLE 1684746 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 23858 1814327 SH SOLE 1700227 0 0 FOREST LABS INC COM 345838106 57354 1507737 SH SOLE 1437037 0 0 FOREST OIL CORP COM PAR $0.01 346091705 1238 235300 SH SOLE 180800 0 0 FORESTAR GROUP INC COM 346233109 299 13700 SH SOLE 5800 0 0 FORMFACTOR INC COM 346375108 5291 1125719 SH SOLE 754919 0 0 FORRESTER RESH INC COM 346563109 577 18239 SH SOLE 9543 0 0 FORTINET INC COM 34959E109 7607 321224 SH SOLE 321224 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 3395 90704 SH SOLE 90704 0 0 FORWARD AIR CORP COM 349853101 262 7030 SH SOLE 4230 0 0 FOSSIL INC COM 349882100 2438 25237 SH SOLE 25237 0 0 FOSTER L B CO COM 350060109 919 20742 SH SOLE 20742 0 0 FOSTER WHEELER AG COM H27178104 12948 566663 SH SOLE 566663 0 0 FRANCESCAS HLDGS CORP COM 351793104 2825 98583 SH SOLE 96083 0 0 FRANCO NEVADA CORP COM 351858105 638 14000 SH SOLE 14000 0 0 FRANKLIN ELEC INC COM 353514102 873 26002 SH SOLE 20002 0 0 FRANKLIN RES INC COM 354613101 12842 85154 SH SOLE 85154 0 0 FREDS INC CL A 356108100 11758 859472 SH SOLE 601434 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 30912 933886 SH SOLE 796186 0 0 FREIGHTCAR AMER INC COM 357023100 1215 55700 SH SOLE 35100 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 27382 1014889 SH SOLE 761510 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 422 106000 SH SOLE 106000 0 0 FRONTLINE LTD SHS G3682E127 264 113000 SH SOLE 60100 0 0 FUELCELL ENERGY INC COM 35952H106 75 79400 SH SOLE 0 0 0 FULLER H B CO COM 359694106 817 20915 SH SOLE 14315 0 0 FULTON FINL CORP PA COM 360271100 8116 693700 SH SOLE 693700 0 0 FURIEX PHARMACEUTICALS INC COM 36106P101 420 11216 SH SOLE 7816 0 0 G & K SVCS INC CL A 361268105 12899 283435 SH SOLE 211048 0 0 GALENA BIOPHARMA INC COM 363256108 218 104500 SH SOLE 85900 0 0 GALLAGHER ARTHUR J & CO COM 363576109 2768 67000 SH SOLE 67000 0 0 GAMESTOP CORP NEW CL A 36467W109 111810 3997490 SH SOLE 3665090 0 0 GANNETT INC COM 364730101 34073 1558000 SH SOLE 1558000 0 0 GAP INC DEL COM 364760108 87151 2461889 SH SOLE 2322689 0 0 GARDNER DENVER INC COM 365558105 22380 297963 SH SOLE 297963 0 0 GARMIN LTD SHS H2906T109 1434 43400 SH SOLE 43400 0 0 GARTNER INC COM 366651107 10228 187973 SH SOLE 187973 0 0 GASCO ENERGY INC COM 367220100 45 1077151 SH SOLE 1077151 0 0 GENCO SHIPPING & TRADING LTD NOTE 5.000% 8/1 36869MAA3 440 1200000 PRN SOLE 0 0 0 GENCORP INC COM 368682100 630 47359 SH SOLE 36459 0 0 GENCORP INC SDCV 4.062%12/3 368682AN0 14414 9225000 PRN SOLE 0 0 0 GENERAC HLDGS INC COM 368736104 531 15027 SH SOLE 11927 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 31321 855070 SH SOLE 855070 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 13591 13625000 PRN SOLE 0 0 0 GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 26996 21575000 PRN SOLE 0 0 0 GENERAL DYNAMICS CORP COM 369550108 5840 82824 SH SOLE 82824 0 0 GENERAL ELECTRIC CO COM 369604103 137363 5941290 SH SOLE 5458590 0 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 25162 1265671 SH SOLE 1239471 0 0 GENERAL MLS INC COM 370334104 21528 436583 SH SOLE 436583 0 0 GENERAL MTRS CO COM 37045V100 1815 65234 SH SOLE 65234 0 0 GENESCO INC COM 371532102 436 7249 SH SOLE 7249 0 0 GENESEE & WYO INC CL A 371559105 3411 36630 SH SOLE 20000 0 0 GENESEE & WYO INC UNIT 10/01/2015 371559204 4235 32750 SH SOLE 32750 0 0 GENESIS ENERGY L P UNIT LTD PARTN 371927104 466 9660 SH SOLE 9660 0 0 GENTEX CORP COM 371901109 2147 107300 SH SOLE 107300 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 10816 999647 SH SOLE 647147 0 0 GENUINE PARTS CO COM 372460105 13777 176626 SH SOLE 176626 0 0 GENWORTH FINL INC COM CL A 37247D106 10888 1088800 SH SOLE 1088800 0 0 GEO GROUP INC COM 36159R103 3991 106085 SH SOLE 87285 0 0 GEOSPACE TECHNOLOGIES CORP COM 37364X109 984 9120 SH SOLE 6420 0 0 GERDAU S A SPON ADR REP PFD 373737105 2933 380400 SH SOLE 380400 0 0 GETTY RLTY CORP NEW COM 374297109 1883 93180 SH SOLE 63500 0 0 GFI GROUP INC COM 361652209 326 97406 SH SOLE 97406 0 0 GIBRALTAR INDS INC COM 374689107 8508 466170 SH SOLE 325375 0 0 G-III APPAREL GROUP LTD COM 36237H101 1931 48139 SH SOLE 27439 0 0 GILEAD SCIENCES INC COM 375558103 14722 300870 SH SOLE 300870 0 0 GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 75440 34725000 PRN SOLE 0 0 0 GLACIER BANCORP INC NEW COM 37637Q105 467 24600 SH SOLE 16000 0 0 GLADSTONE CAPITAL CORP COM 376535100 101 11000 SH SOLE 7300 0 0 GLADSTONE INVT CORP COM 376546107 97 13320 SH SOLE 10120 0 0 GLATFELTER COM 377316104 3657 156418 SH SOLE 104159 0 0 GLIMCHER RLTY TR SH BEN INT 379302102 1104 95132 SH SOLE 59632 0 0 GLOBAL CASH ACCESS HLDGS INC COM 378967103 3549 503428 SH SOLE 194528 0 0 GLOBAL INDEMNITY PLC SHS G39319101 299 12905 SH SOLE 12205 0 0 GLOBAL PMTS INC COM 37940X102 8492 171000 SH SOLE 171000 0 0 GLU MOBILE INC COM 379890106 467 156554 SH SOLE 69254 0 0 GMX RES INC NOTE 4.500% 5/0 38011MAJ7 2650 5571000 PRN SOLE 0 0 0 GNC HLDGS INC COM CL A 36191G107 1194 30404 SH SOLE 30404 0 0 GOLAR LNG LTD BERMUDA SHS G9456A100 442 11971 SH SOLE 11971 0 0 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 5049 651480 SH SOLE 573580 0 0 GOLDCORP INC NEW COM 380956409 1180 35100 SH SOLE 35100 0 0 GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 523 500000 PRN SOLE 0 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 112713 765972 SH SOLE 702572 0 0 GOODRICH PETE CORP COM NEW 382410405 572 36571 SH SOLE 171 0 0 GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 675 675000 PRN SOLE 0 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 20563 1630686 SH SOLE 1630686 0 0 GOOGLE INC CL A 38259P508 106038 133544 SH SOLE 121744 0 0 GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 10850 421684 SH SOLE 348084 0 0 GRACE W R & CO DEL NEW COM 38388F108 26342 339848 SH SOLE 339848 0 0 GRAFTECH INTL LTD COM 384313102 181 23583 SH SOLE 23583 0 0 GRAINGER W W INC COM 384802104 2580 11468 SH SOLE 11468 0 0 GRAND CANYON ED INC COM 38526M106 1388 54668 SH SOLE 23068 0 0 GRANITE CONSTR INC COM 387328107 2741 86100 SH SOLE 59200 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 4807 641851 SH SOLE 630451 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 385 57200 SH SOLE 45500 0 0 GREATBATCH INC COM 39153L106 3997 133807 SH SOLE 105107 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 226 3984 SH SOLE 3984 0 0 GREEN PLAINS RENEWABLE ENERG COM 393222104 1098 96000 SH SOLE 46300 0 0 GREEN PLAINS RENEWABLE ENERG NOTE 5.750%11/0 393222AB0 8875 8000000 PRN SOLE 0 0 0 GREENHILL & CO INC COM 395259104 2674 50100 SH SOLE 43800 0 0 GRIFFON CORP COM 398433102 108 12048 SH SOLE 12048 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 252 4193 SH SOLE 3093 0 0 GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 10159 381773 SH SOLE 348073 0 0 GT ADVANCED TECHNOLOGIES INC COM 36191U106 1160 352607 SH SOLE 174707 0 0 GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 5770 7500000 PRN SOLE 0 0 0 GUESS INC COM 401617105 22638 911700 SH SOLE 911700 0 0 GULF ISLAND FABRICATION INC COM 402307102 465 22090 SH SOLE 16190 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 1524 74689 SH SOLE 45789 0 0 HAEMONETICS CORP COM 405024100 258 6200 SH SOLE 6200 0 0 HAIN CELESTIAL GROUP INC COM 405217100 530 8680 SH SOLE 8680 0 0 HALCON RES CORP COM NEW 40537Q209 889 114154 SH SOLE 114154 0 0 HALLIBURTON CO COM 406216101 4357 107808 SH SOLE 107808 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 118 20400 SH SOLE 0 0 0 HANGER INC COM NEW 41043F208 1679 53261 SH SOLE 27061 0 0 HANMI FINL CORP COM NEW 410495204 256 15983 SH SOLE 15983 0 0 HANOVER INS GROUP INC COM 410867105 6488 130605 SH SOLE 130605 0 0 HANSEN MEDICAL INC COM 411307101 76 37700 SH SOLE 19600 0 0 HARBINGER GROUP INC COM 41146A106 572 69228 SH SOLE 49828 0 0 HARLEY DAVIDSON INC COM 412822108 1450 27200 SH SOLE 27200 0 0 HARMAN INTL INDS INC COM 413086109 32345 724741 SH SOLE 724741 0 0 HARMONIC INC COM 413160102 3366 581300 SH SOLE 343700 0 0 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 97 15200 SH SOLE 15200 0 0 HARRIS CORP DEL COM 413875105 6353 137100 SH SOLE 137100 0 0 HARRIS TEETER SUPERMARKETS I COM 414585109 2323 54400 SH SOLE 40000 0 0 HARSCO CORP COM 415864107 15286 617119 SH SOLE 617119 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 13431 520600 SH SOLE 520600 0 0 HARVEST NATURAL RESOURCES IN COM 41754V103 306 87103 SH SOLE 67703 0 0 HASBRO INC COM 418056107 12662 288164 SH SOLE 288164 0 0 HATTERAS FINL CORP COM 41902R103 1667 60762 SH SOLE 60762 0 0 HAVERTY FURNITURE INC COM 419596101 610 29671 SH SOLE 28171 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 5137 185400 SH SOLE 185400 0 0 HAWAIIAN HOLDINGS INC COM 419879101 889 154400 SH SOLE 141800 0 0 HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 429 400000 PRN SOLE 0 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 6538 118226 SH SOLE 99244 0 0 HCA HOLDINGS INC COM 40412C101 11992 295142 SH SOLE 295142 0 0 HCC INS HLDGS INC COM 404132102 11382 270803 SH SOLE 270803 0 0 HCP INC COM 40414L109 20573 412612 SH SOLE 383412 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 43976 1175200 SH SOLE 1161400 0 0 HEADWATERS INC COM 42210P102 6320 579816 SH SOLE 240816 0 0 HEALTH CARE REIT INC COM 42217K106 14057 206996 SH SOLE 193196 0 0 HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 35306 26900000 PRN SOLE 0 0 0 HEALTH NET INC COM 42222G108 25701 898000 SH SOLE 898000 0 0 HEALTHCARE RLTY TR COM 421946104 7862 276916 SH SOLE 229827 0 0 HEALTHCARE SVCS GRP INC COM 421906108 921 35918 SH SOLE 27618 0 0 HEALTHSOUTH CORP COM NEW 421924309 2186 82884 SH SOLE 82884 0 0 HEALTHSOUTH CORP COM NEW 421924309 244 650 SH CALL SOLE 0 0 0 HEALTHSTREAM INC COM 42222N103 579 25255 SH SOLE 17855 0 0 HEALTHWAYS INC COM 422245100 565 46134 SH SOLE 46134 0 0 HEARTLAND PMT SYS INC COM 42235N108 1015 30774 SH SOLE 11574 0 0 HEARTWARE INTL INC COM 422368100 8370 94648 SH SOLE 92248 0 0 HECLA MNG CO COM 422704106 1389 351600 SH SOLE 268200 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 383 13604 SH SOLE 13604 0 0 HEINZ H J CO COM 423074103 96014 1328549 SH SOLE 1328549 0 0 HELEN OF TROY CORP LTD COM G4388N106 8637 225152 SH SOLE 171652 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 32987 1441722 SH SOLE 1360222 0 0 HELMERICH & PAYNE INC COM 423452101 4765 78500 SH SOLE 78500 0 0 HENRY JACK & ASSOC INC COM 426281101 1712 37049 SH SOLE 37049 0 0 HERCULES OFFSHORE INC COM 427093109 659 88826 SH SOLE 64326 0 0 HERCULES TECH GROWTH CAP INC COM 427096508 2085 170224 SH SOLE 124624 0 0 HERSHA HOSPITALITY TR SH BEN INT A 427825104 881 150799 SH SOLE 89599 0 0 HERSHEY CO COM 427866108 19974 228194 SH SOLE 220994 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 861 38700 SH SOLE 38700 0 0 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 144882 53425000 PRN SOLE 0 0 0 HESS CORP COM 42809H107 44491 621293 SH SOLE 546293 0 0 HEXCEL CORP NEW COM 428291108 459 15809 SH SOLE 15809 0 0 HFF INC CL A 40418F108 272 13652 SH SOLE 9252 0 0 HHGREGG INC COM 42833L108 5646 510932 SH SOLE 302532 0 0 HIBBETT SPORTS INC COM 428567101 707 12572 SH SOLE 4672 0 0 HIGHWOODS PPTYS INC COM 431284108 1464 36987 SH SOLE 23687 0 0 HILL ROM HLDGS INC COM 431475102 32347 918430 SH SOLE 918430 0 0 HILLENBRAND INC COM 431571108 419 16564 SH SOLE 7264 0 0 HILLSHIRE BRANDS CO COM 432589109 43352 1233346 SH SOLE 1233346 0 0 HILLTOP HOLDINGS INC COM 432748101 576 42680 SH SOLE 35080 0 0 HI-TECH PHARMACAL INC COM 42840B101 3274 98877 SH SOLE 61377 0 0 HITTITE MICROWAVE CORP COM 43365Y104 1352 22328 SH SOLE 22328 0 0 HMS HLDGS CORP COM 40425J101 757 27900 SH SOLE 27900 0 0 HNI CORP COM 404251100 1042 29352 SH SOLE 26252 0 0 HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 382 9530 SH SOLE 9530 0 0 HOLLYFRONTIER CORP COM 436106108 65388 1270899 SH SOLE 1190599 0 0 HOLOGIC INC COM 436440101 357 15800 SH SOLE 15800 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AA9 1006 1000000 PRN SOLE 0 0 0 HOME BANCSHARES INC COM 436893200 3141 83387 SH SOLE 44587 0 0 HOME DEPOT INC COM 437076102 70758 1014011 SH SOLE 930311 0 0 HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 266 11385 SH SOLE 7985 0 0 HOME PROPERTIES INC COM 437306103 3557 56094 SH SOLE 56094 0 0 HOMEOWNERS CHOICE INC COM 43741E103 491 18013 SH SOLE 14813 0 0 HOMESTREET INC COM 43785V102 247 11065 SH SOLE 7765 0 0 HONEYWELL INTL INC COM 438516106 6220 82551 SH SOLE 82551 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 23099 1107866 SH SOLE 803774 0 0 HORMEL FOODS CORP COM 440452100 25335 613133 SH SOLE 613133 0 0 HORSEHEAD HLDG CORP COM 440694305 3282 301687 SH SOLE 247087 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 14112 514300 SH SOLE 514300 0 0 HOST HOTELS & RESORTS INC COM 44107P104 10403 594809 SH SOLE 544209 0 0 HOT TOPIC INC COM 441339108 30849 2222558 SH SOLE 2073858 0 0 HOVNANIAN ENTERPRISES INC CL A 442487203 1400 242609 SH SOLE 150509 0 0 HOVNANIAN ENTERPRISES INC UNIT 99/99/9999 44248W208 585 20000 SH SOLE 20000 0 0 HSN INC COM 404303109 567 10332 SH SOLE 9887 0 0 HUBBELL INC CL B 443510201 12818 131996 SH SOLE 131996 0 0 HUDSON CITY BANCORP COM 443683107 121929 14112160 SH SOLE 14112160 0 0 HUDSON PAC PPTYS INC COM 444097109 445 20472 SH SOLE 15772 0 0 HUMANA INC COM 444859102 46147 667734 SH SOLE 633134 0 0 HUNT J B TRANS SVCS INC COM 445658107 1236 16600 SH SOLE 16600 0 0 HUNTINGTON BANCSHARES INC COM 446150104 24042 3253362 SH SOLE 3253362 0 0 HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1024 800 SH SOLE 800 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 1099 20600 SH SOLE 20600 0 0 HUNTSMAN CORP COM 447011107 17028 916000 SH SOLE 916000 0 0 HYATT HOTELS CORP COM CL A 448579102 437 10100 SH SOLE 10100 0 0 HYDE PK ACQUISITION CORP II COM 448640102 14317 1390000 SH SOLE 1390000 0 0 HYPERION THERAPEUTICS INC COM 44915N101 388 15021 SH SOLE 15021 0 0 HYSTER YALE MATLS HANDLING I CL A 449172105 1857 32520 SH SOLE 24946 0 0 IAC INTERACTIVECORP COM PAR $.001 44919P508 44936 1005731 SH SOLE 1005731 0 0 IAMGOLD CORP COM 450913108 194 27000 SH SOLE 27000 0 0 ICICI BK LTD ADR 45104G104 43341 1010287 SH SOLE 1003287 0 0 ICONIX BRAND GROUP INC COM 451055107 623 24100 SH SOLE 16100 0 0 ICU MED INC COM 44930G107 9170 155559 SH SOLE 95459 0 0 IDACORP INC COM 451107106 1081 22400 SH SOLE 22400 0 0 IDEXX LABS INC COM 45168D104 1202 13009 SH SOLE 13009 0 0 IDT CORP CL B NEW 448947507 265 22000 SH SOLE 20600 0 0 IHS INC CL A 451734107 429 4100 SH SOLE 4100 0 0 ILLINOIS TOOL WKS INC COM 452308109 7829 128475 SH SOLE 119475 0 0 ILLUMINA INC COM 452327109 1042 19300 SH SOLE 19300 0 0 IMMERSION CORP COM 452521107 151 12900 SH SOLE 7100 0 0 IMMUNOGEN INC COM 45253H101 371 23127 SH SOLE 127 0 0 IMMUNOMEDICS INC COM 452907108 75 31000 SH SOLE 19800 0 0 IMPAX LABORATORIES INC COM 45256B101 1163 75300 SH SOLE 34400 0 0 IMPERIAL OIL LTD COM NEW 453038408 919 22500 SH SOLE 22500 0 0 INCONTACT INC COM 45336E109 156 19295 SH SOLE 14895 0 0 INCYTE CORP COM 45337C102 805 34397 SH SOLE 34397 0 0 INDEPENDENT BANK CORP MASS COM 453836108 261 8000 SH SOLE 8000 0 0 INFINITY CROSS BORDER ACQUIS SHS G4772R101 2541 330000 SH SOLE 330000 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 1992 41098 SH SOLE 21498 0 0 INFINITY PPTY & CAS CORP COM 45665Q103 13492 240070 SH SOLE 157483 0 0 INFORMATICA CORP COM 45666Q102 1100 31917 SH SOLE 31917 0 0 INFOSYS LTD SPONSORED ADR 456788108 55005 1020315 SH SOLE 951315 0 0 ING GLOBAL EQTY DIV & PREM O COM 45684E107 1190 128530 SH SOLE 128530 0 0 ING RISK MANAGED NAT RES FD COM 449810100 116 10387 SH SOLE 10387 0 0 INGRAM MICRO INC CL A 457153104 36558 1857614 SH SOLE 1857614 0 0 INGREDION INC COM 457187102 27243 376700 SH SOLE 376700 0 0 INLAND REAL ESTATE CORP COM NEW 457461200 14419 1428995 SH SOLE 1024012 0 0 INLAND REAL ESTATE CORP NOTE 5.000%11/1 457461AC5 207 198000 PRN SOLE 0 0 0 INNERWORKINGS INC COM 45773Y105 299 19764 SH SOLE 13164 0 0 INNOPHOS HOLDINGS INC COM 45774N108 739 13547 SH SOLE 11547 0 0 INNOSPEC INC COM 45768S105 12545 283303 SH SOLE 163903 0 0 INPHI CORP COM 45772F107 357 34200 SH SOLE 14200 0 0 INSIGHT ENTERPRISES INC COM 45765U103 15641 758516 SH SOLE 535125 0 0 INSPERITY INC COM 45778Q107 2991 105415 SH SOLE 35115 0 0 INSULET CORP NOTE 5.375% 6/1 45784PAA9 1784 1500000 PRN SOLE 0 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 367 9400 SH SOLE 7200 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 414 55488 SH SOLE 55488 0 0 INTEGRATED SILICON SOLUTION COM 45812P107 119 12974 SH SOLE 7674 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 3818 65639 SH SOLE 65639 0 0 INTEL CORP COM 458140100 27340 1251279 SH SOLE 1111579 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 459 2812 SH SOLE 2812 0 0 INTERDIGITAL INC COM 45867G101 3434 71800 SH SOLE 71800 0 0 INTERFACE INC COM 458665304 515 26800 SH SOLE 18400 0 0 INTERMEC INC COM 458786100 37556 3820567 SH SOLE 3727767 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 13591 653405 SH SOLE 468355 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 90296 423328 SH SOLE 372628 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1173 15294 SH SOLE 15294 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 4641 281300 SH SOLE 281300 0 0 INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 1081 1000000 PRN SOLE 0 0 0 INTEROIL CORP COM 460951106 4201 55200 SH SOLE 55200 0 0 INTERPUBLIC GROUP COS INC COM 460690100 26023 1997152 SH SOLE 1997152 0 0 INTERSIL CORP CL A 46069S109 1664 191100 SH SOLE 191100 0 0 INTERVAL LEISURE GROUP INC COM 46113M108 391 18000 SH SOLE 14500 0 0 INTL PAPER CO COM 460146103 17476 375186 SH SOLE 332786 0 0 INTREPID POTASH INC COM 46121Y102 2655 141500 SH SOLE 141500 0 0 INTUIT COM 461202103 4504 68613 SH SOLE 68613 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 3505 7136 SH SOLE 7136 0 0 INVACARE CORP COM 461203101 4108 314760 SH SOLE 221262 0 0 INVACARE CORP SDCV 4.125% 2/0 461203AD3 2269 2500000 PRN SOLE 0 0 0 INVESCO BD FD COM 46132L107 724 36406 SH SOLE 36406 0 0 INVESCO LTD SHS G491BT108 28453 982476 SH SOLE 942776 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 2269 106100 SH SOLE 72700 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 10342 936809 SH SOLE 635809 0 0 INVESTORS BANCORP INC COM 46146P102 360 19191 SH SOLE 13991 0 0 INVESTORS REAL ESTATE TR SH BEN INT 461730103 3278 332151 SH SOLE 288418 0 0 ION GEOPHYSICAL CORP COM 462044108 2754 404400 SH SOLE 394300 0 0 IPG PHOTONICS CORP COM 44980X109 281 4233 SH SOLE 4233 0 0 IRON MTN INC COM 462846106 692 19070 SH SOLE 19070 0 0 ISIS PHARMACEUTICALS INC COM 464330109 686 40510 SH SOLE 28310 0 0 ISTAR FINL INC NOTE 3.000%11/1 45031UBR1 5891 5000000 PRN SOLE 0 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 18581 1043857 SH SOLE 909257 0 0 ITC HLDGS CORP COM 465685105 673 7537 SH SOLE 7537 0 0 ITRON INC COM 465741106 13827 298000 SH SOLE 298000 0 0 ITT CORP NEW COM NEW 450911201 31328 1101918 SH SOLE 1101918 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 8013 581500 SH SOLE 581500 0 0 IXIA COM 45071R109 875 40444 SH SOLE 26144 0 0 J & J SNACK FOODS CORP COM 466032109 1044 13584 SH SOLE 3584 0 0 J2 GLOBAL INC COM 48123V102 462 11780 SH SOLE 9780 0 0 JABIL CIRCUIT INC COM 466313103 24626 1332602 SH SOLE 1332602 0 0 JACK IN THE BOX INC COM 466367109 1684 48690 SH SOLE 27890 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 725 12900 SH SOLE 12900 0 0 JAGUAR MNG INC NOTE 5.500% 3/3 47009MAJ2 540 1500000 PRN SOLE 0 0 0 JAKKS PAC INC COM 47012E106 2508 239110 SH SOLE 212997 0 0 JAMBA INC COM 47023A101 166 58400 SH SOLE 58400 0 0 JAMES RIVER COAL CO COM NEW 470355207 174 99600 SH SOLE 99600 0 0 JANUS CAP GROUP INC COM 47102X105 103 10972 SH SOLE 10972 0 0 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 2634 2500000 PRN SOLE 0 0 0 JARDEN CORP COM 471109108 16184 377700 SH SOLE 377700 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 7322 547672 SH SOLE 547672 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 8649 8382000 PRN SOLE 0 0 0 JETBLUE AIRWAYS CORP COM 477143101 11916 7306400 SH SOLE 6400 0 0 JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AD3 6981 4500000 PRN SOLE 0 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 2212 106615 SH SOLE 42815 0 0 JOHN HANCOCK HDG EQ & INC FD COM 47804L102 1543 91876 SH SOLE 91876 0 0 JOHNSON & JOHNSON COM 478160104 152005 1864408 SH SOLE 1676536 0 0 JONES GROUP INC COM 48020T101 365 28699 SH SOLE 22999 0 0 JONES LANG LASALLE INC COM 48020Q107 7535 75800 SH SOLE 75800 0 0 JOURNAL COMMUNICATIONS INC CL A 481130102 139 20627 SH SOLE 20627 0 0 JOY GLOBAL INC COM 481165108 3339 56100 SH SOLE 56100 0 0 JPMORGAN CHASE & CO COM 46625H100 210292 4430935 SH SOLE 4082335 0 0 JUNIPER NETWORKS INC COM 48203R104 1040 56100 SH SOLE 56100 0 0 KADANT INC COM 48282T104 1915 76600 SH SOLE 70600 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 2154 33322 SH SOLE 30622 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 3300 29758 SH SOLE 29758 0 0 KAPSTONE PAPER & PACKAGING C COM 48562P103 719 25846 SH SOLE 17946 0 0 KAR AUCTION SVCS INC COM 48238T109 2733 136429 SH SOLE 136429 0 0 KAYAK SOFTWARE CORP CL A 486577109 48180 1205708 SH SOLE 1205708 0 0 KB HOME COM 48666K109 4077 187285 SH SOLE 173585 0 0 KBR INC COM 48242W106 47932 1494128 SH SOLE 1492628 0 0 KCAP FINL INC COM 48668E101 335 31100 SH SOLE 23900 0 0 KELLOGG CO COM 487836108 9509 147582 SH SOLE 147582 0 0 KELLY SVCS INC CL A 488152208 698 37370 SH SOLE 34170 0 0 KEMET CORP COM NEW 488360207 3947 631599 SH SOLE 482199 0 0 KEMPER CORP DEL COM 488401100 826 25336 SH SOLE 23336 0 0 KENNAMETAL INC COM 489170100 714 18300 SH SOLE 18300 0 0 KENNEDY-WILSON HLDGS INC COM 489398107 1163 75000 SH SOLE 75000 0 0 KERYX BIOPHARMACEUTICALS INC COM 492515101 512 72780 SH SOLE 58780 0 0 KEY ENERGY SVCS INC COM 492914106 2819 348847 SH SOLE 348847 0 0 KEYCORP NEW COM 493267108 105246 10566819 SH SOLE 9809119 0 0 KEYCORP NEW PFD 7.75% SR A 493267405 3248 25000 SH SOLE 25000 0 0 KEYNOTE SYS INC COM 493308100 166 11910 SH SOLE 7310 0 0 KEYW HLDG CORP COM 493723100 449 27819 SH SOLE 22719 0 0 KFORCE INC COM 493732101 5950 363500 SH SOLE 206200 0 0 KILROY RLTY CORP COM 49427F108 912 17400 SH SOLE 17400 0 0 KIMBERLY CLARK CORP COM 494368103 108312 1105450 SH SOLE 1032350 0 0 KIMCO RLTY CORP COM 49446R109 6961 310741 SH SOLE 292241 0 0 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 305 3396 SH SOLE 3396 0 0 KINDER MORGAN INC DEL COM 49456B101 3149 81407 SH SOLE 81407 0 0 KINDRED HEALTHCARE INC COM 494580103 378 35883 SH SOLE 33883 0 0 KINROSS GOLD CORP COM NO PAR 496902404 423 53400 SH SOLE 53400 0 0 KIRBY CORP COM 497266106 357 4647 SH SOLE 4647 0 0 KIRKLANDS INC COM 497498105 888 77500 SH SOLE 77500 0 0 KLA-TENCOR CORP COM 482480100 31279 593080 SH SOLE 593080 0 0 KNIGHT CAP GROUP INC CL A COM 499005106 1691 454452 SH SOLE 454452 0 0 KNIGHT CAP GROUP INC NOTE 3.500% 3/1 499005AE6 22943 23000000 PRN SOLE 0 0 0 KNOLL INC COM NEW 498904200 203 11200 SH SOLE 11200 0 0 KODIAK OIL & GAS CORP COM 50015Q100 527 57962 SH SOLE 53662 0 0 KOHLBERG CAPITAL CORP NOTE 8.750% 3/1 500233AB7 6688 5000000 PRN SOLE 0 0 0 KOHLS CORP COM 500255104 14493 314184 SH SOLE 314184 0 0 KOPPERS HOLDINGS INC COM 50060P106 2693 61238 SH SOLE 44338 0 0 KORN FERRY INTL COM NEW 500643200 795 44515 SH SOLE 40715 0 0 KRATON PERFORMANCE POLYMERS COM 50077C106 4407 188338 SH SOLE 123138 0 0 KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 443 88092 SH SOLE 88092 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 5441 376835 SH SOLE 198835 0 0 KROGER CO COM 501044101 40025 1207748 SH SOLE 1207748 0 0 K-SWISS INC CL A 482686102 8278 1746344 SH SOLE 1746344 0 0 KT CORP SPONSORED ADR 48268K101 13550 862521 SH SOLE 840121 0 0 KULICKE & SOFFA INDS INC COM 501242101 6409 554424 SH SOLE 548124 0 0 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 19791 19475000 PRN SOLE 0 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 38957 481427 SH SOLE 458827 0 0 LA Z BOY INC COM 505336107 7885 417875 SH SOLE 409875 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 847 9385 SH SOLE 9385 0 0 LACLEDE GROUP INC COM 505597104 6139 143770 SH SOLE 101293 0 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 32 19300 SH SOLE 4700 0 0 LAKELAND FINL CORP COM 511656100 339 12716 SH SOLE 7716 0 0 LAM RESEARCH CORP COM 512807108 885 21353 SH SOLE 21353 0 0 LAMAR ADVERTISING CO CL A 512815101 598 12300 SH SOLE 12300 0 0 LANCASTER COLONY CORP COM 513847103 7797 101263 SH SOLE 50826 0 0 LANDSTAR SYS INC COM 515098101 5204 91156 SH SOLE 91156 0 0 LAS VEGAS SANDS CORP COM 517834107 2319 41157 SH SOLE 41157 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1206 47502 SH SOLE 38469 0 0 LAUDER ESTEE COS INC CL A 518439104 5608 87586 SH SOLE 87586 0 0 LAYNE CHRISTENSEN CO COM 521050104 535 25000 SH SOLE 6300 0 0 LAZARD GLB TTL RET&INCM FD I COM 52106W103 590 35958 SH SOLE 35958 0 0 LCA-VISION INC COM PAR $.001 501803308 120 10551 SH SOLE 10551 0 0 LDK SOLAR CO LTD NOTE 4.750% 4/1 50183LAD9 334 375000 PRN SOLE 0 0 0 LEAPFROG ENTERPRISES INC CL A 52186N106 532 62101 SH SOLE 46501 0 0 LEAR CORP COM NEW 521865204 4263 77700 SH SOLE 77700 0 0 LEGG MASON INC COM 524901105 3999 124400 SH SOLE 124400 0 0 LEGGETT & PLATT INC COM 524660107 747 22100 SH SOLE 22100 0 0 LENDER PROCESSING SVCS INC COM 52602E102 35134 1379980 SH SOLE 1379980 0 0 LENNAR CORP CL A 526057104 5418 130612 SH SOLE 130612 0 0 LENNAR CORP CL B 526057302 699 21666 SH SOLE 21666 0 0 LENNOX INTL INC COM 526107107 3360 52920 SH SOLE 52920 0 0 LEUCADIA NATL CORP COM 527288104 3311 120700 SH SOLE 120700 0 0 LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 13932 10707000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 3261 160722 SH SOLE 160722 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 5449 4655000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 6.500%10/0 52729NBR0 39186 29477000 PRN SOLE 0 0 0 LEXINGTON REALTY TRUST COM 529043101 12497 1059085 SH SOLE 1020885 0 0 LEXMARK INTL NEW CL A 529771107 11220 425000 SH SOLE 425000 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 1843 126300 SH SOLE 126300 0 0 LHC GROUP INC COM 50187A107 4474 208183 SH SOLE 120183 0 0 LIBERTY GLOBAL INC COM SER A 530555101 3337 45458 SH SOLE 45458 0 0 LIBERTY GLOBAL INC COM SER C 530555309 59715 870102 SH SOLE 870102 0 0 LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 1159 54200 SH SOLE 54200 0 0 LIBERTY MEDIA CORP DELAWARE CL A 531229102 3315 29700 SH SOLE 29700 0 0 LIBERTY PPTY TR SH BEN INT 531172104 2600 65400 SH SOLE 65400 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 21541 333300 SH SOLE 323600 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 8656 178629 SH SOLE 178629 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 346 12979 SH SOLE 8579 0 0 LILLY ELI & CO COM 532457108 167078 2942040 SH SOLE 2703440 0 0 LIMELIGHT NETWORKS INC COM 53261M104 2033 986900 SH SOLE 527400 0 0 LIN TV CORP CL A 532774106 428 38914 SH SOLE 23614 0 0 LINCOLN EDL SVCS CORP COM 533535100 342 58400 SH SOLE 41200 0 0 LINCOLN ELEC HLDGS INC COM 533900106 1116 20602 SH SOLE 20602 0 0 LINCOLN NATL CORP IND COM 534187109 54667 1676400 SH SOLE 1496200 0 0 LINCOLN NATL CORP IND *W EXP 07/10/201 534187117 3428 147550 SH SOLE 147550 0 0 LINDSAY CORP COM 535555106 626 7100 SH SOLE 3100 0 0 LINEAR TECHNOLOGY CORP COM 535678106 1286 33518 SH SOLE 33518 0 0 LINKEDIN CORP COM CL A 53578A108 2793 15865 SH SOLE 15865 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 41 10600 SH SOLE 0 0 0 LIONS GATE ENTMNT CORP COM NEW 535919203 357 14998 SH SOLE 7998 0 0 LITHIA MTRS INC CL A 536797103 1276 26869 SH SOLE 19169 0 0 LITTELFUSE INC COM 537008104 1018 15000 SH SOLE 9100 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 1744 141000 SH SOLE 99500 0 0 LIVEPERSON INC COM 538146101 406 29897 SH SOLE 24897 0 0 LKQ CORP COM 501889208 1610 74002 SH SOLE 74002 0 0 LOCKHEED MARTIN CORP COM 539830109 7185 74442 SH SOLE 74442 0 0 LOEWS CORP COM 540424108 44571 1011368 SH SOLE 938968 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 4858 78513 SH SOLE 51213 0 0 LORILLARD INC COM 544147101 906 22449 SH SOLE 22449 0 0 LOUISIANA PAC CORP COM 546347105 1037 48009 SH SOLE 47609 0 0 LOWES COS INC COM 548661107 56057 1478286 SH SOLE 1411086 0 0 LSB INDS INC COM 502160104 775 22279 SH SOLE 10979 0 0 LSI CORPORATION COM 502161102 34364 5068472 SH SOLE 4914772 0 0 LTC PPTYS INC COM 502175102 11117 272945 SH SOLE 196958 0 0 LTX-CREDENCE CORP COM NEW 502403207 4324 715933 SH SOLE 494100 0 0 LUFKIN INDS INC COM 549764108 1593 24000 SH SOLE 24000 0 0 LULULEMON ATHLETICA INC COM 550021109 2376 38100 SH SOLE 38100 0 0 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1405 20005 SH SOLE 14605 0 0 LYDALL INC DEL COM 550819106 205 13365 SH SOLE 8965 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 180566 2852996 SH SOLE 2670696 0 0 M & T BK CORP COM 55261F104 20668 200346 SH SOLE 176446 0 0 M D C HLDGS INC COM 552676108 2425 66179 SH SOLE 49479 0 0 M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 4075 3250000 PRN SOLE 0 0 0 M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 3114 3000000 PRN SOLE 0 0 0 M/I HOMES INC COM 55305B101 5644 230822 SH SOLE 176422 0 0 MACERICH CO COM 554382101 5922 91988 SH SOLE 84688 0 0 MACK CALI RLTY CORP COM 554489104 1330 46500 SH SOLE 46500 0 0 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 354 6548 SH SOLE 4648 0 0 MACYS INC COM 55616P104 77385 1849555 SH SOLE 1753455 0 0 MADDEN STEVEN LTD COM 556269108 920 21332 SH SOLE 21332 0 0 MADISON SQUARE GARDEN CO CL A 55826P100 938 16291 SH SOLE 16291 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 8219 172771 SH SOLE 152534 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 464 8690 SH SOLE 8690 0 0 MAGICJACK VOCALTEC LTD SHS M6787E101 742 53000 SH SOLE 22300 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 275 25947 SH SOLE 16147 0 0 MAIDENFORM BRANDS INC COM 560305104 810 46200 SH SOLE 19400 0 0 MAIN STREET CAPITAL CORP COM 56035L104 1043 32517 SH SOLE 23317 0 0 MANHATTAN ASSOCS INC COM 562750109 6346 85416 SH SOLE 42009 0 0 MANNKIND CORP COM 56400P201 553 163230 SH SOLE 163230 0 0 MANNKIND CORP NOTE 3.750%12/1 56400PAA0 1935 2150000 PRN SOLE 0 0 0 MANNKIND CORP NOTE 5.750% 8/1 56400PAC6 4827 5700000 PRN SOLE 0 0 0 MANPOWERGROUP INC COM 56418H100 36285 639726 SH SOLE 639726 0 0 MARATHON OIL CORP COM 565849106 85438 2533738 SH SOLE 2324838 0 0 MARATHON PETE CORP COM 56585A102 19443 216999 SH SOLE 216999 0 0 MARKETAXESS HLDGS INC COM 57060D108 464 12448 SH SOLE 6448 0 0 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 444 7314 SH SOLE 7314 0 0 MARRIOTT INTL INC NEW CL A 571903202 1534 36328 SH SOLE 36328 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 3961 92303 SH SOLE 51703 0 0 MARSH & MCLENNAN COS INC COM 571748102 7179 189058 SH SOLE 189058 0 0 MARTIN MARIETTA MATLS INC COM 573284106 245 2400 SH SOLE 2400 0 0 MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 321 8334 SH SOLE 8334 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 54963 5194991 SH SOLE 4782291 0 0 MASCO CORP COM 574599106 2264 111811 SH SOLE 111811 0 0 MASTEC INC COM 576323109 1032 35395 SH SOLE 25795 0 0 MASTEC INC NOTE 4.000% 6/1 576323AL3 6108 3250000 PRN SOLE 0 0 0 MASTEC INC NOTE 4.250%12/1 576323AM1 12561 6500000 PRN SOLE 0 0 0 MASTERCARD INC CL A 57636Q104 13586 25107 SH SOLE 23907 0 0 MATERION CORP COM 576690101 260 9119 SH SOLE 1319 0 0 MATRIX SVC CO COM 576853105 429 28800 SH SOLE 19500 0 0 MATTEL INC COM 577081102 20568 469702 SH SOLE 454502 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 29213 894731 SH SOLE 821531 0 0 MAXIMUS INC COM 577933104 3443 43058 SH SOLE 26070 0 0 MB FINANCIAL INC NEW COM 55264U108 1119 46297 SH SOLE 31197 0 0 MBIA INC COM 55262C100 4210 409975 SH SOLE 409975 0 0 MCCORMICK & CO INC COM NON VTG 579780206 17208 233970 SH SOLE 233970 0 0 MCDERMOTT INTL INC COM 580037109 22568 2053500 SH SOLE 2053500 0 0 MCDONALDS CORP COM 580135101 20474 205380 SH SOLE 185680 0 0 MCEWEN MNG INC COM 58039P107 175 61048 SH SOLE 3600 0 0 MCG CAPITAL CORP COM 58047P107 2797 585100 SH SOLE 513300 0 0 MCGRATH RENTCORP COM 580589109 261 8383 SH SOLE 4483 0 0 MCGRAW HILL COS INC COM 580645109 13548 260140 SH SOLE 255440 0 0 MCKESSON CORP COM 58155Q103 77170 714801 SH SOLE 664701 0 0 MCMORAN EXPLORATION CO COM 582411104 54169 3313063 SH SOLE 3283463 0 0 MDU RES GROUP INC COM 552690109 4977 199169 SH SOLE 199169 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 5640 72823 SH SOLE 72823 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 756 107279 SH SOLE 107279 0 0 MEADWESTVACO CORP COM 583334107 8921 245744 SH SOLE 240144 0 0 MEASUREMENT SPECIALTIES INC COM 583421102 305 7659 SH SOLE 3959 0 0 MECHEL OAO SPONSORED ADR 583840103 51 10000 SH SOLE 10000 0 0 MEDALLION FINL CORP COM 583928106 170 12891 SH SOLE 7891 0 0 MEDASSETS INC COM 584045108 807 41939 SH SOLE 22739 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 3480 216971 SH SOLE 159571 0 0 MEDICINES CO COM 584688105 2780 83179 SH SOLE 40279 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 890 15349 SH SOLE 10649 0 0 MEDIFAST INC COM 58470H101 4071 177603 SH SOLE 86003 0 0 MEDIVATION INC COM 58501N101 2226 47604 SH SOLE 46204 0 0 MEDLEY CAP CORP COM 58503F106 659 41594 SH SOLE 29194 0 0 MEDTRONIC INC COM 585055106 47616 1013965 SH SOLE 914965 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 8736 8725000 PRN SOLE 0 0 0 MEMC ELECTR MATLS INC COM 552715104 2930 666000 SH SOLE 427800 0 0 MEMSIC INC COM 586264103 674 247974 SH SOLE 247974 0 0 MENS WEARHOUSE INC COM 587118100 631 18877 SH SOLE 18877 0 0 MENTOR GRAPHICS CORP COM 587200106 3234 179159 SH SOLE 132559 0 0 MERCK & CO INC NEW COM 58933Y105 122458 2768672 SH SOLE 2436372 0 0 MERGE HEALTHCARE INC COM 589499102 135 46546 SH SOLE 30746 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 241 10540 SH SOLE 10540 0 0 MERIT MED SYS INC COM 589889104 216 17651 SH SOLE 16551 0 0 MERITAGE HOMES CORP COM 59001A102 1258 26848 SH SOLE 19848 0 0 MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 3948 3500000 PRN SOLE 0 0 0 MERITOR INC COM 59001K100 3695 781240 SH SOLE 535840 0 0 METALICO INC COM 591176102 20 12400 SH SOLE 12400 0 0 METALS USA HLDGS CORP COM 59132A104 13827 669610 SH SOLE 635410 0 0 METHODE ELECTRS INC COM 591520200 909 70546 SH SOLE 70546 0 0 METLIFE INC COM 59156R108 16212 426402 SH SOLE 348502 0 0 METROPCS COMMUNICATIONS INC COM 591708102 30277 2777700 SH SOLE 2706200 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 700 3283 SH SOLE 3283 0 0 MFA FINANCIAL INC COM 55272X102 1172 125717 SH SOLE 125717 0 0 MGE ENERGY INC COM 55277P104 1618 29178 SH SOLE 17178 0 0 MGIC INVT CORP WIS COM 552848103 2744 554393 SH SOLE 241593 0 0 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 16040 16000000 PRN SOLE 0 0 0 MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 12255 12000000 PRN SOLE 0 0 0 MGM RESORTS INTERNATIONAL COM 552953101 5676 431600 SH SOLE 431600 0 0 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 4080 3750000 PRN SOLE 0 0 0 MICREL INC COM 594793101 368 35000 SH SOLE 1700 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 919 25000 SH SOLE 25000 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 62835 44095000 PRN SOLE 0 0 0 MICRON TECHNOLOGY INC COM 595112103 12697 1272200 SH SOLE 1272200 0 0 MICRON TECHNOLOGY INC NOTE 1.500% 8/0 595112AQ6 583 500000 PRN SOLE 0 0 0 MICROS SYS INC COM 594901100 585 12865 SH SOLE 12865 0 0 MICROSOFT CORP COM 594918104 131002 4578895 SH SOLE 4182295 0 0 MICROSTRATEGY INC CL A NEW 594972408 730 7226 SH SOLE 7226 0 0 MID-AMER APT CMNTYS INC COM 59522J103 1371 19851 SH SOLE 19851 0 0 MILLER ENERGY RES INC COM 600527105 46 12400 SH SOLE 5300 0 0 MILLER HERMAN INC COM 600544100 909 32839 SH SOLE 32839 0 0 MINE SAFETY APPLIANCES CO COM 602720104 1412 28461 SH SOLE 10861 0 0 MINERALS TECHNOLOGIES INC COM 603158106 9490 228626 SH SOLE 149492 0 0 MINES MGMT INC COM 603432105 19 20000 SH SOLE 20000 0 0 MISTRAS GROUP INC COM 60649T107 456 18836 SH SOLE 10336 0 0 MITCHAM INDS INC COM 606501104 2734 161600 SH SOLE 104900 0 0 MITEK SYS INC COM NEW 606710200 74 15900 SH SOLE 15900 0 0 MKS INSTRUMENT INC COM 55306N104 23219 853624 SH SOLE 841024 0 0 MODINE MFG CO COM 607828100 2751 302300 SH SOLE 153500 0 0 MOHAWK INDS INC COM 608190104 16085 142197 SH SOLE 142197 0 0 MOLEX INC COM 608554101 3718 126979 SH SOLE 126979 0 0 MOLEX INC CL A 608554200 3978 164908 SH SOLE 164908 0 0 MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 2953 2500000 PRN SOLE 0 0 0 MOLSON COORS BREWING CO CL B 60871R209 998 20400 SH SOLE 20400 0 0 MOLYCORP INC DEL COM 608753109 239 45900 SH SOLE 45900 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 8673 650184 SH SOLE 460884 0 0 MONDELEZ INTL INC CL A 609207105 49564 1619220 SH SOLE 1450620 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 188 16835 SH SOLE 11035 0 0 MONOLITHIC PWR SYS INC COM 609839105 480 19676 SH SOLE 13076 0 0 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 831 34988 SH SOLE 13188 0 0 MONSANTO CO NEW COM 61166W101 79134 749164 SH SOLE 676264 0 0 MONSTER BEVERAGE CORP COM 611740101 3214 67317 SH SOLE 67317 0 0 MONSTER WORLDWIDE INC COM 611742107 2509 494900 SH SOLE 494900 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 14448 554635 SH SOLE 375244 0 0 MOODYS CORP COM 615369105 2279 42742 SH SOLE 42742 0 0 MORGAN STANLEY COM NEW 617446448 5415 246351 SH SOLE 246351 0 0 MORGAN STANLEY INCOME SEC INC 61745P874 993 54953 SH SOLE 54953 0 0 MORGAN STANLEY EMER MKTS FD COM 61744G107 513 32679 SH SOLE 32679 0 0 MOSAIC CO NEW COM 61945C103 6819 114391 SH SOLE 114391 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 14279 223007 SH SOLE 223007 0 0 MOVADO GROUP INC COM 624580106 8520 254165 SH SOLE 164865 0 0 MOVE INC COM NEW 62458M207 3741 313050 SH SOLE 96125 0 0 MRC GLOBAL INC COM 55345K103 1219 37012 SH SOLE 37012 0 0 MSC INDL DIRECT INC CL A 553530106 1118 13036 SH SOLE 13036 0 0 MSCI INC COM 55354G100 499 14700 SH SOLE 14700 0 0 MTS SYS CORP COM 553777103 928 15953 SH SOLE 7753 0 0 MUELLER INDS INC COM 624756102 8222 154292 SH SOLE 132154 0 0 MUELLER WTR PRODS INC COM SER A 624758108 4367 736456 SH SOLE 372456 0 0 MULTI COLOR CORP COM 625383104 237 9203 SH SOLE 6303 0 0 MULTIMEDIA GAMES HLDG CO INC COM 625453105 3796 181890 SH SOLE 69190 0 0 MURPHY OIL CORP COM 626717102 49773 780993 SH SOLE 718693 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 1866 14110 SH SOLE 8710 0 0 MYERS INDS INC COM 628464109 1294 92699 SH SOLE 31299 0 0 MYLAN INC COM 628530107 4769 164800 SH SOLE 164800 0 0 MYR GROUP INC DEL COM 55405W104 7474 304300 SH SOLE 158300 0 0 MYRIAD GENETICS INC COM 62855J104 6842 269376 SH SOLE 269376 0 0 NABORS INDUSTRIES LTD SHS G6359F103 63586 3920250 SH SOLE 3487450 0 0 NACCO INDS INC CL A 629579103 5782 108361 SH SOLE 85623 0 0 NANOMETRICS INC COM 630077105 364 25225 SH SOLE 15325 0 0 NASDAQ OMX GROUP INC COM 631103108 650 20131 SH SOLE 20131 0 0 NASH FINCH CO COM 631158102 2830 144542 SH SOLE 127168 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 232 10351 SH SOLE 8151 0 0 NATIONAL FINL PARTNERS CORP NOTE 4.000% 6/1 63607PAC3 17188 9275000 PRN SOLE 0 0 0 NATIONAL FUEL GAS CO N J COM 636180101 331 5400 SH SOLE 5400 0 0 NATIONAL HEALTH INVS INC COM 63633D104 3158 48256 SH SOLE 33781 0 0 NATIONAL OILWELL VARCO INC COM 637071101 8274 116954 SH SOLE 116954 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 7777 727462 SH SOLE 443762 0 0 NATIONAL PRESTO INDS INC COM 637215104 749 9300 SH SOLE 4100 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 1745 48247 SH SOLE 48247 0 0 NAUTILUS INC COM 63910B102 254 34800 SH SOLE 24100 0 0 NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 185 68138 SH SOLE 46538 0 0 NAVIGANT CONSULTING INC COM 63935N107 3621 275552 SH SOLE 233252 0 0 NAVISTAR INTL CORP NEW COM 63934E108 7059 204200 SH SOLE 204200 0 0 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 667 650000 PRN SOLE 0 0 0 NBT BANCORP INC COM 628778102 9165 413750 SH SOLE 282150 0 0 NCI BUILDING SYS INC COM NEW 628852204 121 17936 SH SOLE 17936 0 0 NCR CORP NEW COM 62886E108 26984 979090 SH SOLE 979090 0 0 NEENAH PAPER INC COM 640079109 2201 71543 SH SOLE 60843 0 0 NEKTAR THERAPEUTICS COM 640268108 340 30948 SH SOLE 18548 0 0 NELNET INC CL A 64031N108 15886 469997 SH SOLE 295851 0 0 NEOGEN CORP COM 640491106 506 10200 SH SOLE 8600 0 0 NEOSTEM INC COM NEW 640650305 272 400000 SH SOLE 400000 0 0 NETAPP INC COM 64110D104 5121 149898 SH SOLE 149898 0 0 NETAPP INC NOTE 1.750% 6/0 64110DAB0 41429 37900000 PRN SOLE 0 0 0 NETFLIX INC COM 64110L106 865 4566 SH SOLE 4566 0 0 NETLIST INC COM 64118P109 15 19500 SH SOLE 13900 0 0 NETSCOUT SYS INC COM 64115T104 2309 93976 SH SOLE 48376 0 0 NETSPEND HLDGS INC COM 64118V106 13760 865968 SH SOLE 865968 0 0 NETSUITE INC COM 64118Q107 686 8572 SH SOLE 8572 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 1995 164300 SH SOLE 43300 0 0 NEUSTAR INC CL A 64126X201 1503 32309 SH SOLE 32309 0 0 NEW JERSEY RES COM 646025106 705 15721 SH SOLE 15721 0 0 NEW MTN FIN CORP COM 647551100 576 39418 SH SOLE 29118 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 1730 120554 SH SOLE 120554 0 0 NEW YORK TIMES CO CL A 650111107 2477 252752 SH SOLE 215852 0 0 NEWCASTLE INVT CORP COM 65105M108 206 18400 SH SOLE 18400 0 0 NEWELL RUBBERMAID INC COM 651229106 37882 1451400 SH SOLE 1366500 0 0 NEWFIELD EXPL CO COM 651290108 22454 1001536 SH SOLE 953736 0 0 NEWMARKET CORP COM 651587107 844 3242 SH SOLE 3242 0 0 NEWMONT MINING CORP COM 651639106 10860 259253 SH SOLE 235553 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 696 75004 SH SOLE 75004 0 0 NEWPORT CORP COM 651824104 1208 71412 SH SOLE 50312 0 0 NEWS CORP CL A 65248E104 146795 4809805 SH SOLE 4488105 0 0 NEWSTAR FINANCIAL INC COM 65251F105 159 12000 SH SOLE 6000 0 0 NEXSTAR BROADCASTING GROUP I CL A 65336K103 414 23020 SH SOLE 14220 0 0 NEXTERA ENERGY INC COM 65339F101 4739 61012 SH SOLE 61012 0 0 NIC INC COM 62914B100 1065 55597 SH SOLE 25897 0 0 NIKE INC CL B 654106103 15867 268894 SH SOLE 268894 0 0 NISOURCE INC COM 65473P105 1146 39065 SH SOLE 39065 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 2930 76800 SH SOLE 76800 0 0 NOBLE ENERGY INC COM 655044105 5075 43877 SH SOLE 43877 0 0 NORANDA ALUM HLDG CORP COM 65542W107 2666 593800 SH SOLE 267700 0 0 NORDSON CORP COM 655663102 4834 73300 SH SOLE 73300 0 0 NORDSTROM INC COM 655664100 2452 44400 SH SOLE 44400 0 0 NORFOLK SOUTHERN CORP COM 655844108 13485 174953 SH SOLE 166653 0 0 NORTHERN TR CORP COM 665859104 1349 24726 SH SOLE 24726 0 0 NORTHGATE MINERALS CORP NOTE 3.500%10/0 666416AB8 1758 1700000 PRN SOLE 0 0 0 NORTHROP GRUMMAN CORP COM 666807102 111180 1584886 SH SOLE 1558786 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 326 34342 SH SOLE 34342 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 1767 139229 SH SOLE 79900 0 0 NORTHWEST NAT GAS CO COM 667655104 483 11022 SH SOLE 11022 0 0 NORTHWESTERN CORP COM NEW 668074305 14782 370851 SH SOLE 354587 0 0 NPS PHARMACEUTICALS INC COM 62936P103 2471 242538 SH SOLE 190311 0 0 NRG ENERGY INC COM NEW 629377508 567 21400 SH SOLE 21400 0 0 NTELOS HLDGS CORP COM NEW 67020Q305 147 11450 SH SOLE 6450 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 6968 157658 SH SOLE 157658 0 0 NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 1453 1400000 PRN SOLE 0 0 0 NUCOR CORP COM 670346105 454 9829 SH SOLE 9829 0 0 NUSTAR ENERGY LP UNIT COM 67058H102 305 5726 SH SOLE 5726 0 0 NUTRI SYS INC NEW COM 67069D108 1068 126000 SH SOLE 37100 0 0 NUVASIVE INC COM 670704105 9102 427100 SH SOLE 310800 0 0 NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM102 399 31631 SH SOLE 31631 0 0 NUVEEN EQUITY PREM & GROWTH COM 6706EW100 722 52919 SH SOLE 52919 0 0 NUVEEN EQUITY PREM ADV FD COM 6706ET107 1771 142485 SH SOLE 142485 0 0 NUVEEN EQUITY PREM INCOME FD COM 6706ER101 1315 102718 SH SOLE 102718 0 0 NUVEEN QUALITY PFD INCOME FD COM 67072C105 966 102487 SH SOLE 102487 0 0 NV ENERGY INC COM 67073Y106 12451 621623 SH SOLE 621623 0 0 NVE CORP COM NEW 629445206 214 3800 SH SOLE 2400 0 0 NVIDIA CORP COM 67066G104 13899 1084200 SH SOLE 1084200 0 0 NVR INC COM 62944T105 3456 3200 SH SOLE 3200 0 0 NXP SEMICONDUCTORS N V COM N6596X109 363 12000 SH SOLE 12000 0 0 NYSE EURONEXT COM 629491101 95672 2475987 SH SOLE 2475987 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 28987 282661 SH SOLE 282061 0 0 OASIS PETE INC NEW COM 674215108 511 13430 SH SOLE 230 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 22357 285278 SH SOLE 229178 0 0 OCEANEERING INTL INC COM 675232102 17584 264773 SH SOLE 264773 0 0 OCLARO INC COM NEW 67555N206 507 402052 SH SOLE 402052 0 0 OCWEN FINL CORP COM NEW 675746309 10536 277842 SH SOLE 195442 0 0 OCZ TECHNOLOGY GROUP INC COM 67086E303 573 318300 SH SOLE 307500 0 0 ODYSSEY MARINE EXPLORATION I COM 676118102 164 50200 SH SOLE 26100 0 0 OFFICE DEPOT INC COM 676220106 3049 775754 SH SOLE 426254 0 0 OFFICEMAX INC DEL COM 67622P101 5061 435900 SH SOLE 260900 0 0 OGE ENERGY CORP COM 670837103 8492 121345 SH SOLE 121345 0 0 OIL STS INTL INC COM 678026105 3573 43800 SH SOLE 43800 0 0 OLD DOMINION FGHT LINES INC COM 679580100 4725 123681 SH SOLE 123681 0 0 OLD NATL BANCORP IND COM 680033107 2546 185180 SH SOLE 109880 0 0 OLIN CORP COM PAR $1 680665205 1966 77956 SH SOLE 77956 0 0 OM GROUP INC COM 670872100 1547 65896 SH SOLE 29896 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 1465 48263 SH SOLE 31163 0 0 OMEGA PROTEIN CORP COM 68210P107 262 24338 SH SOLE 15638 0 0 OMNICARE INC COM 681904108 36471 895661 SH SOLE 895661 0 0 OMNICARE INC NOTE 3.750%12/1 681904AN8 13940 8605000 PRN SOLE 0 0 0 OMNICELL INC COM 68213N109 309 16393 SH SOLE 16393 0 0 OMNICOM GROUP INC COM 681919106 4630 78600 SH SOLE 78600 0 0 OMNICOM GROUP INC NOTE 7/0 682134AA9 593 500000 PRN SOLE 0 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 2015 146200 SH SOLE 146200 0 0 ON ASSIGNMENT INC COM 682159108 1046 41326 SH SOLE 28126 0 0 ON SEMICONDUCTOR CORP COM 682189105 11908 1438180 SH SOLE 1438180 0 0 ONEBEACON INSURANCE GROUP LT CL A G67742109 343 25361 SH SOLE 15061 0 0 ONEOK INC NEW COM 682680103 5198 109046 SH SOLE 109046 0 0 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 349 6078 SH SOLE 6078 0 0 ONYX PHARMACEUTICALS INC COM 683399109 4622 52015 SH SOLE 52015 0 0 ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 584 250000 PRN SOLE 0 0 0 OPENTABLE INC COM 68372A104 630 10000 SH SOLE 10000 0 0 OPKO HEALTH INC COM 68375N103 261 34245 SH SOLE 23745 0 0 OPLINK COMMUNICATIONS INC COM NEW 68375Q403 1784 108800 SH SOLE 101700 0 0 ORACLE CORP COM 68389X105 86928 2687936 SH SOLE 2429636 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 1048 194084 SH SOLE 64784 0 0 ORBITAL SCIENCES CORP COM 685564106 1420 85107 SH SOLE 82107 0 0 OREXIGEN THERAPEUTICS INC COM 686164104 2884 461467 SH SOLE 195567 0 0 ORIENT-EXPRESS HOTELS LTD CL A G67743107 31360 3180492 SH SOLE 2978392 0 0 ORION MARINE GROUP INC COM 68628V308 399 40100 SH SOLE 35400 0 0 ORITANI FINL CORP DEL COM 68633D103 3974 256560 SH SOLE 157660 0 0 ORTHOFIX INTL N V COM N6748L102 8716 243000 SH SOLE 146000 0 0 OSHKOSH CORP COM 688239201 3782 89000 SH SOLE 89000 0 0 OSI SYSTEMS INC COM 671044105 882 14155 SH SOLE 11355 0 0 OTTER TAIL CORP COM 689648103 6380 204881 SH SOLE 145881 0 0 OUTDOOR CHANNEL HLDGS INC COM NEW 690027206 871 97700 SH SOLE 97700 0 0 OWENS & MINOR INC NEW COM 690732102 3040 93373 SH SOLE 90673 0 0 OWENS ILL INC COM NEW 690768403 48782 1830480 SH SOLE 1707480 0 0 OXFORD INDS INC COM 691497309 317 5975 SH SOLE 4375 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 18813 417331 SH SOLE 360531 0 0 PACCAR INC COM 693718108 3424 67720 SH SOLE 67720 0 0 PACER INTL INC TENN COM 69373H106 1790 355855 SH SOLE 246019 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 36 16997 SH SOLE 9797 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 1020 35352 SH SOLE 23652 0 0 PACKAGING CORP AMER COM 695156109 8249 183833 SH SOLE 183833 0 0 PACWEST BANCORP DEL COM 695263103 7837 269237 SH SOLE 164637 0 0 PALL CORP COM 696429307 11213 164004 SH SOLE 164004 0 0 PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 2802 207697 SH SOLE 207697 0 0 PAN AMERICAN SILVER CORP COM 697900108 316 19300 SH SOLE 19300 0 0 PANERA BREAD CO CL A 69840W108 10476 63398 SH SOLE 63398 0 0 PAPA JOHNS INTL INC COM 698813102 4198 67912 SH SOLE 35212 0 0 PAREXEL INTL CORP COM 699462107 511 12928 SH SOLE 5428 0 0 PARKER DRILLING CO COM 701081101 10508 2455100 SH SOLE 1900500 0 0 PARKER HANNIFIN CORP COM 701094104 22104 241360 SH SOLE 217660 0 0 PARKERVISION INC COM 701354102 748 203685 SH SOLE 162785 0 0 PARKWAY PPTYS INC COM 70159Q104 4663 251386 SH SOLE 245086 0 0 PARTNERRE LTD COM G6852T105 9507 102100 SH SOLE 102100 0 0 PATRICK INDS INC COM 703343103 390 24722 SH SOLE 20722 0 0 PATTERSON COMPANIES INC COM 703395103 26086 685760 SH SOLE 640960 0 0 PATTERSON UTI ENERGY INC COM 703481101 17069 716000 SH SOLE 716000 0 0 PAYCHEX INC COM 704326107 1946 55494 SH SOLE 55494 0 0 PDC ENERGY INC COM 69327R101 1165 23497 SH SOLE 23497 0 0 PDF SOLUTIONS INC COM 693282105 240 14954 SH SOLE 12254 0 0 PDL BIOPHARMA INC COM 69329Y104 26399 3611370 SH SOLE 2599795 0 0 PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAE4 11175 8600000 PRN SOLE 0 0 0 PEABODY ENERGY CORP COM 704549104 4820 227900 SH SOLE 227900 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 2700 104676 SH SOLE 104176 0 0 PENN VA CORP COM 707882106 10795 2672049 SH SOLE 1954949 0 0 PENN WEST PETE LTD NEW COM 707887105 2998 278600 SH SOLE 278600 0 0 PENNANTPARK INVT CORP COM 708062104 5968 528569 SH SOLE 351569 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 13035 672263 SH SOLE 596263 0 0 PENTAIR LTD SHS H6169Q108 1420 26923 SH SOLE 26923 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 2034 151354 SH SOLE 151354 0 0 PEPSICO INC COM 713448108 80334 1015474 SH SOLE 931574 0 0 PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 156 116700 SH SOLE 79800 0 0 PERKINELMER INC COM 714046109 3737 111093 SH SOLE 111093 0 0 PERRIGO CO COM 714290103 2891 24347 SH SOLE 24347 0 0 PERVASIVE SOFTWARE INC COM 715710109 5817 634299 SH SOLE 634299 0 0 PETMED EXPRESS INC COM 716382106 4210 313800 SH SOLE 112000 0 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 10252 77776 SH SOLE 76576 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 14705 810167 SH SOLE 628567 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4152 250600 SH SOLE 250600 0 0 PETROLEUM & RES CORP COM 716549100 2610 100284 SH SOLE 100284 0 0 PETROQUEST ENERGY INC COM 716748108 1760 396390 SH SOLE 257390 0 0 PETSMART INC COM 716768106 52527 845847 SH SOLE 779147 0 0 PFIZER INC COM 717081103 189792 6576287 SH SOLE 6003587 0 0 PG&E CORP COM 69331C108 13712 307918 SH SOLE 276618 0 0 PGT INC COM 69336V101 192 28000 SH SOLE 25000 0 0 PHARMACYCLICS INC COM 716933106 4487 55806 SH SOLE 38406 0 0 PHARMERICA CORP COM 71714F104 6657 475474 SH SOLE 332674 0 0 PHH CORP COM NEW 693320202 902 41093 SH SOLE 28593 0 0 PHH CORP NOTE 6.000% 6/1 693320AQ6 70352 36452000 PRN SOLE 0 0 0 PHILIP MORRIS INTL INC COM 718172109 65438 705834 SH SOLE 611634 0 0 PHILLIPS 66 COM 718546104 31382 448500 SH SOLE 448500 0 0 PHOTRONICS INC COM 719405102 3137 469637 SH SOLE 369837 0 0 PHOTRONICS INC NOTE 5.500%10/0 719405AF9 12344 8250000 PRN SOLE 0 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 2075 105900 SH SOLE 105900 0 0 PIER 1 IMPORTS INC COM 720279108 15453 671889 SH SOLE 670389 0 0 PIKE ELEC CORP COM 721283109 168 11800 SH SOLE 11800 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 4146 451100 SH SOLE 184300 0 0 PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 9928 400000 SH SOLE 400000 0 0 PINNACLE ENTMT INC COM 723456109 705 48190 SH SOLE 30390 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 5636 241284 SH SOLE 208884 0 0 PINNACLE WEST CAP CORP COM 723484101 26667 460656 SH SOLE 432056 0 0 PIONEER ENERGY SVCS CORP COM 723664108 299 36200 SH SOLE 18800 0 0 PIONEER NAT RES CO COM 723787107 2609 21000 SH SOLE 21000 0 0 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 5363 2475000 PRN SOLE 0 0 0 PIPER JAFFRAY COS COM 724078100 7217 210398 SH SOLE 131298 0 0 PITNEY BOWES INC COM 724479100 831 55900 SH SOLE 55900 0 0 PIZZA INN HOLDINGS INC COM 725846109 54 12200 SH SOLE 8100 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 455 8056 SH SOLE 8056 0 0 PLAINS EXPL& PRODTN CO COM 726505100 35784 753826 SH SOLE 720526 0 0 PLANTRONICS INC NEW COM 727493108 10555 238846 SH SOLE 229546 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 19160 343310 SH SOLE 232110 0 0 PLEXUS CORP COM 729132100 318 13100 SH SOLE 10500 0 0 PLUM CREEK TIMBER CO INC COM 729251108 2662 51000 SH SOLE 51000 0 0 PLX TECHNOLOGY INC COM 693417107 15585 3417829 SH SOLE 3193829 0 0 PMC-SIERRA INC COM 69344F106 6798 1001162 SH SOLE 1001162 0 0 PNC FINL SVCS GROUP INC COM 693475105 21205 318870 SH SOLE 318370 0 0 PNM RES INC COM 69349H107 8043 345329 SH SOLE 281829 0 0 POLARIS INDS INC COM 731068102 11928 128967 SH SOLE 128967 0 0 POLYCOM INC COM 73172K104 21854 1972400 SH SOLE 1972400 0 0 POLYONE CORP COM 73179P106 4798 196559 SH SOLE 181759 0 0 POLYPORE INTL INC COM 73179V103 410 10200 SH SOLE 10200 0 0 POOL CORPORATION COM 73278L105 610 12699 SH SOLE 10199 0 0 POPULAR INC COM NEW 733174700 19198 695342 SH SOLE 695342 0 0 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 1550 12212 SH SOLE 7012 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 11766 387921 SH SOLE 334948 0 0 POSCO SPONSORED ADR 693483109 998 13533 SH SOLE 13533 0 0 POST HLDGS INC COM 737446104 2223 51777 SH SOLE 39377 0 0 POST PPTYS INC COM 737464107 5285 112212 SH SOLE 112212 0 0 POTASH CORP SASK INC COM 73755L107 1119 28500 SH SOLE 28500 0 0 POTLATCH CORP NEW COM 737630103 14249 310701 SH SOLE 228643 0 0 POWER ONE INC NEW COM 73930R102 6996 1685900 SH SOLE 1119400 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1414 20500 SH SOLE 20500 0 0 POZEN INC COM 73941U102 1436 272500 SH SOLE 91300 0 0 PPG INDS INC COM 693506107 37107 277039 SH SOLE 261141 0 0 PPL CORP COM 69351T106 3964 126612 SH SOLE 126612 0 0 PPL CORP UNIT 99/99/9999S 69351T114 9009 160850 SH SOLE 160850 0 0 PPL CORP UNIT 99/99/9999 69351T601 26440 479675 SH SOLE 479675 0 0 PRAXAIR INC COM 74005P104 1181 10589 SH SOLE 10589 0 0 PRECISION CASTPARTS CORP COM 740189105 2156 11368 SH SOLE 11368 0 0 PRECISION DRILLING CORP COM 2010 74022D308 3418 370300 SH SOLE 370300 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 271 24678 SH SOLE 20878 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 6131 238642 SH SOLE 126142 0 0 PRICELINE COM INC COM NEW 741503403 7153 10398 SH SOLE 10398 0 0 PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 111 100000 PRN SOLE 0 0 0 PRICESMART INC COM 741511109 624 8019 SH SOLE 8019 0 0 PRIME ACQUISITION CORP SHS G72436101 5323 535000 SH SOLE 535000 0 0 PRIMERICA INC COM 74164M108 9213 281053 SH SOLE 229453 0 0 PRIMORIS SVCS CORP COM 74164F103 1747 79014 SH SOLE 55614 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 3403 100000 SH SOLE 100000 0 0 PRIVATEBANCORP INC COM 742962103 346 18281 SH SOLE 13481 0 0 PROASSURANCE CORP COM 74267C106 4291 90666 SH SOLE 90666 0 0 PROCERA NETWORKS INC COM NEW 74269U203 946 79600 SH SOLE 44000 0 0 PROCTER & GAMBLE CO COM 742718109 203503 2640843 SH SOLE 2414143 0 0 PROGRESS SOFTWARE CORP COM 743312100 438 19206 SH SOLE 16606 0 0 PROGRESSIVE CORP OHIO COM 743315103 446 17639 SH SOLE 17639 0 0 PROLOGIS NOTE 3.250% 3/1 74340XAT8 20303 17550000 PRN SOLE 0 0 0 PROLOGIS INC COM 74340W103 14821 370720 SH SOLE 343439 0 0 PROS HOLDINGS INC COM 74346Y103 798 29371 SH SOLE 11471 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 10044 920606 SH SOLE 532306 0 0 PROSPERITY BANCSHARES INC COM 743606105 2050 43253 SH SOLE 35853 0 0 PROTECTIVE LIFE CORP COM 743674103 35625 995109 SH SOLE 995109 0 0 PROVIDENT FINL SVCS INC COM 74386T105 7964 521545 SH SOLE 336056 0 0 PRUDENTIAL FINL INC COM 744320102 20245 343199 SH SOLE 295899 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 9894 125370 SH SOLE 92627 0 0 PTC INC COM 69370C100 1923 75448 SH SOLE 66248 0 0 PUBLIC STORAGE COM 74460D109 19403 127385 SH SOLE 118285 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 14067 409648 SH SOLE 409648 0 0 PULTE GROUP INC COM 745867101 41057 2028528 SH SOLE 2028528 0 0 PVF CAPITAL CORP COM 693654105 3317 837610 SH SOLE 837610 0 0 PVH CORP COM 693656100 11991 112262 SH SOLE 112135 0 0 QEP RES INC COM 74733V100 1232 38700 SH SOLE 38700 0 0 QIAGEN NV REG SHS N72482107 780 37000 SH SOLE 37000 0 0 QLOGIC CORP COM 747277101 17205 1483212 SH SOLE 1357112 0 0 QUAD / GRAPHICS INC COM CL A 747301109 537 22444 SH SOLE 15144 0 0 QUAKER CHEM CORP COM 747316107 519 8800 SH SOLE 6900 0 0 QUALCOMM INC COM 747525103 6726 100469 SH SOLE 100469 0 0 QUALITY DISTR INC FLA COM 74756M102 155 18453 SH SOLE 12153 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 773 48022 SH SOLE 27922 0 0 QUANTA SVCS INC COM 74762E102 1732 60602 SH SOLE 60602 0 0 QUANTUM CORP COM DSSG 747906204 1944 1518500 SH SOLE 758200 0 0 QUEST DIAGNOSTICS INC COM 74834L100 19518 345758 SH SOLE 297258 0 0 QUESTAR CORP COM 748356102 2116 86974 SH SOLE 86974 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 2129 65426 SH SOLE 65426 0 0 QUICKSILVER RESOURCES INC COM 74837R104 98 43500 SH SOLE 23300 0 0 QUIDEL CORP COM 74838J101 356 15003 SH SOLE 9803 0 0 QUIKSILVER INC COM 74838C106 486 80000 SH SOLE 66600 0 0 QUINSTREET INC COM 74874Q100 173 28900 SH SOLE 6400 0 0 RACKSPACE HOSTING INC COM 750086100 2463 48782 SH SOLE 48782 0 0 RADIAN GROUP INC COM 750236101 1230 114891 SH SOLE 89291 0 0 RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 20765 17250000 PRN SOLE 0 0 0 RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 10285 8500000 PRN SOLE 0 0 0 RADIOSHACK CORP COM 750438103 2711 806698 SH SOLE 806698 0 0 RAIT FINANCIAL TRUST COM NEW 749227609 497 62383 SH SOLE 51683 0 0 RALPH LAUREN CORP CL A 751212101 11977 70740 SH SOLE 70740 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 18931 1126873 SH SOLE 778501 0 0 RANGE RES CORP COM 75281A109 2381 29384 SH SOLE 29384 0 0 RAVEN INDS INC COM 754212108 390 11600 SH SOLE 6800 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 2548 55265 SH SOLE 55265 0 0 RAYONIER INC COM 754907103 6308 105721 SH SOLE 105721 0 0 RAYTHEON CO COM NEW 755111507 75485 1283973 SH SOLE 1255873 0 0 RBC BEARINGS INC COM 75524B104 256 5066 SH SOLE 4166 0 0 REALNETWORKS INC COM NEW 75605L708 798 103565 SH SOLE 95390 0 0 REALTY INCOME CORP COM 756109104 3300 72774 SH SOLE 72774 0 0 RED HAT INC COM 756577102 9081 179607 SH SOLE 179607 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 3353 73539 SH SOLE 35539 0 0 REGAL BELOIT CORP COM 758750103 3597 44100 SH SOLE 44100 0 0 REGAL ENTMT GROUP CL A 758766109 3152 189100 SH SOLE 189100 0 0 REGENCY CTRS CORP COM 758849103 2021 38200 SH SOLE 38200 0 0 REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 297 11847 SH SOLE 11847 0 0 REGENERON PHARMACEUTICALS COM 75886F107 3389 19211 SH SOLE 19211 0 0 REGIONS FINL CORP NEW COM 7591EP100 29724 3629356 SH SOLE 3477056 0 0 REGIS CORP MINN COM 758932107 1656 91042 SH SOLE 91042 0 0 REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 11722 9100000 PRN SOLE 0 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 34545 578933 SH SOLE 578933 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 47570 668400 SH SOLE 668400 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 6265 68100 SH SOLE 60200 0 0 RENT A CTR INC NEW COM 76009N100 3335 90273 SH SOLE 67973 0 0 RENTECH INC COM 760112102 1627 692130 SH SOLE 329830 0 0 REPROS THERAPEUTICS INC COM NEW 76028H209 519 32259 SH SOLE 22859 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 1099 95200 SH SOLE 86600 0 0 REPUBLIC SVCS INC COM 760759100 3365 101960 SH SOLE 101960 0 0 RESEARCH IN MOTION LTD COM 760975102 1871 129500 SH SOLE 129500 0 0 RESMED INC COM 761152107 14960 322700 SH SOLE 322700 0 0 RESOURCES CONNECTION INC COM 76122Q105 6781 533900 SH SOLE 343600 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 5705 407231 SH SOLE 370731 0 0 REX ENERGY CORPORATION COM 761565100 289 17551 SH SOLE 12751 0 0 REXAHN PHARMACEUTICALS INC COM 761640101 397 1302496 SH SOLE 1302496 0 0 REYNOLDS AMERICAN INC COM 761713106 12772 287078 SH SOLE 272478 0 0 RF MICRODEVICES INC COM 749941100 2942 553000 SH SOLE 553000 0 0 RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ9 305 300000 PRN SOLE 0 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 1511 222500 SH SOLE 92700 0 0 RITE AID CORP COM 767754104 5611 2953300 SH SOLE 1275300 0 0 RITE AID CORP NOTE 8.500% 5/1 767754BU7 1383 1160000 PRN SOLE 0 0 0 RIVERBED TECHNOLOGY INC COM 768573107 9047 606796 SH SOLE 606796 0 0 RLI CORP COM 749607107 1193 16600 SH SOLE 8500 0 0 RLJ LODGING TR COM 74965L101 13938 612400 SH SOLE 519500 0 0 ROBERT HALF INTL INC COM 770323103 21931 584370 SH SOLE 584370 0 0 ROCK-TENN CO CL A 772739207 3461 37300 SH SOLE 37300 0 0 ROCKWELL AUTOMATION INC COM 773903109 12009 139074 SH SOLE 139074 0 0 ROCKWELL COLLINS INC COM 774341101 4286 67897 SH SOLE 67897 0 0 ROCKWOOD HLDGS INC COM 774415103 7200 110027 SH SOLE 110027 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 408 8000 SH SOLE 8000 0 0 ROGERS CORP COM 775133101 1509 31680 SH SOLE 25880 0 0 ROI ACQUISITION CORP COM 74966A104 9522 900000 SH SOLE 900000 0 0 ROI ACQUISITION CORP *W EXP 02/28/201 74966A112 720 900000 SH SOLE 900000 0 0 ROMA FINANCIAL CORP COM 77581P109 3064 190814 SH SOLE 190814 0 0 ROPER INDS INC NEW COM 776696106 1940 15235 SH SOLE 15235 0 0 ROSETTA RESOURCES INC COM 777779307 487 10240 SH SOLE 10240 0 0 ROSS STORES INC COM 778296103 23245 383456 SH SOLE 383456 0 0 ROUSE PPTYS INC COM 779287101 496 27377 SH SOLE 27377 0 0 ROVI CORP COM 779376102 1223 57100 SH SOLE 57100 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 1097 18200 SH SOLE 18200 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1269 38200 SH SOLE 38200 0 0 ROYAL GOLD INC COM 780287108 1701 23948 SH SOLE 23948 0 0 ROYCE FOCUS TR COM 78080N108 906 129744 SH SOLE 129744 0 0 RPC INC COM 749660106 5183 341650 SH SOLE 341650 0 0 RPM INTL INC COM 749685103 5443 172356 SH SOLE 172356 0 0 RPX CORP COM 74972G103 373 26400 SH SOLE 4400 0 0 RTI BIOLOGICS INC COM 74975N105 146 37146 SH SOLE 22546 0 0 RTI INTL METALS INC COM 74973W107 567 17877 SH SOLE 17877 0 0 RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 12374 10650000 PRN SOLE 0 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 177 15000 SH SOLE 15000 0 0 RUE21 INC COM 781295100 233 7939 SH SOLE 5439 0 0 RUSH ENTERPRISES INC CL A 781846209 236 9800 SH SOLE 5900 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 156 16300 SH SOLE 11400 0 0 RYDER SYS INC COM 783549108 19348 323820 SH SOLE 323820 0 0 RYLAND GROUP INC COM 783764103 1219 29277 SH SOLE 19777 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 2374 51898 SH SOLE 36911 0 0 SABA SOFTWARE INC COM NEW 784932600 243 30585 SH SOLE 17085 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 9759 336386 SH SOLE 230025 0 0 SAFETY INS GROUP INC COM 78648T100 749 15231 SH SOLE 13831 0 0 SAFEWAY INC COM NEW 786514208 26703 1013390 SH SOLE 1013390 0 0 SAIA INC COM 78709Y105 11901 329029 SH SOLE 203429 0 0 SAIC INC COM 78390X101 3184 235000 SH SOLE 235000 0 0 SAKS INC COM 79377W108 1347 117400 SH SOLE 75000 0 0 SALESFORCE COM INC COM 79466L302 1998 11170 SH SOLE 11170 0 0 SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 74913 35525000 PRN SOLE 0 0 0 SALIX PHARMACEUTICALS INC COM 795435106 2764 54000 SH SOLE 54000 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 11460 390047 SH SOLE 390047 0 0 SANDERSON FARMS INC COM 800013104 9183 168123 SH SOLE 160123 0 0 SANDISK CORP COM 80004C101 231 4200 SH SOLE 4200 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 10356 10350000 PRN SOLE 0 0 0 SANGAMO BIOSCIENCES INC COM 800677106 471 49300 SH SOLE 31800 0 0 SANMINA CORPORATION COM 801056102 5767 507658 SH SOLE 476658 0 0 SANTARUS INC COM 802817304 6215 358631 SH SOLE 144031 0 0 SAPIENT CORP COM 803062108 726 59556 SH SOLE 49056 0 0 SAREPTA THERAPEUTICS INC COM 803607100 995 26930 SH SOLE 20130 0 0 SASOL LTD SPONSORED ADR 803866300 1459 32900 SH SOLE 32900 0 0 SAUER-DANFOSS INC COM 804137107 12864 220163 SH SOLE 210963 0 0 SBA COMMUNICATIONS CORP COM 78388J106 1880 26100 SH SOLE 26100 0 0 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 1731 1000000 PRN SOLE 0 0 0 SCANA CORP NEW COM 80589M102 307 6000 SH SOLE 6000 0 0 SCG FINL ACQUISITION CORP COM 78404K103 1986 199000 SH SOLE 199000 0 0 SCHEIN HENRY INC COM 806407102 2677 28920 SH SOLE 28920 0 0 SCHLUMBERGER LTD COM 806857108 11482 153321 SH SOLE 153321 0 0 SCHNITZER STL INDS CL A 806882106 8099 303800 SH SOLE 267100 0 0 SCHOLASTIC CORP COM 807066105 9892 371178 SH SOLE 252156 0 0 SCHULMAN A INC COM 808194104 19787 626956 SH SOLE 484381 0 0 SCHWAB CHARLES CORP NEW COM 808513105 421 23800 SH SOLE 23800 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1193 30804 SH SOLE 21604 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 3393 737600 SH SOLE 283600 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 120 10000 SH SOLE 10000 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2074 32240 SH SOLE 32240 0 0 SEACHANGE INTL INC COM 811699107 195 16433 SH SOLE 16433 0 0 SEACOR HOLDINGS INC COM 811904101 17314 234987 SH SOLE 234987 0 0 SEACUBE CONTAINER LEASING LT SHS G79978105 5946 258980 SH SOLE 258980 0 0 SEADRILL LIMITED SHS G7945E105 1460 39228 SH SOLE 39228 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 134592 3681400 SH SOLE 3461900 0 0 SEALED AIR CORP NEW COM 81211K100 3720 154300 SH SOLE 154300 0 0 SEALY CORP SR SECD 3RD 8% 812139400 32338 419971 SH SOLE 419971 0 0 SEARS HLDGS CORP COM 812350106 7370 147479 SH SOLE 132279 0 0 SECURITY NATL FINL CORP CL A NEW 814785309 260 36219 SH SOLE 26719 0 0 SEI INVESTMENTS CO COM 784117103 7608 263713 SH SOLE 263713 0 0 SELECT COMFORT CORP COM 81616X103 601 30400 SH SOLE 29000 0 0 SELECT MED HLDGS CORP COM 81619Q105 6360 706622 SH SOLE 488222 0 0 SEMGROUP CORP CL A 81663A105 1083 20938 SH SOLE 13638 0 0 SEMPRA ENERGY COM 816851109 4312 53935 SH SOLE 53935 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 3935 146679 SH SOLE 146679 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 2838 72600 SH SOLE 29000 0 0 SERVICE CORP INTL COM 817565104 28459 1701091 SH SOLE 1701091 0 0 SHERWIN WILLIAMS CO COM 824348106 23546 139418 SH SOLE 132418 0 0 SHFL ENTMT INC COM 78423R105 447 27000 SH SOLE 18300 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 3489 197797 SH SOLE 90097 0 0 SHUTTERFLY INC COM 82568P304 468 10600 SH SOLE 6500 0 0 SIBANYE GOLD LTD SPONSORED ADR 825724206 948 167737 SH SOLE 148262 0 0 SIGMA ALDRICH CORP COM 826552101 477 6145 SH SOLE 6145 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 457 5800 SH SOLE 5800 0 0 SIGNATURE BK NEW YORK N Y *W EXP 12/12/201 82669G112 14733 316500 SH SOLE 316500 0 0 SIGNET JEWELERS LIMITED SHS G81276100 33787 504282 SH SOLE 504282 0 0 SILICON GRAPHICS INTL CORP COM 82706L108 255 18521 SH SOLE 12921 0 0 SILICON IMAGE INC COM 82705T102 1099 226047 SH SOLE 58147 0 0 SILICON LABORATORIES INC COM 826919102 236 5700 SH SOLE 5700 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 239 41000 SH SOLE 41000 0 0 SILVER BAY RLTY TR CORP COM 82735Q102 1977 95498 SH SOLE 88508 0 0 SILVER WHEATON CORP COM 828336107 624 19900 SH SOLE 19900 0 0 SIMON PPTY GROUP INC NEW COM 828806109 49380 311427 SH SOLE 287927 0 0 SINA CORP ORD G81477104 1710 35200 SH SOLE 35200 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 659 32535 SH SOLE 26935 0 0 SIRIUS XM RADIO INC COM 82967N108 1680 545610 SH SOLE 545610 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 1357 18400 SH SOLE 18400 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 2155 29733 SH SOLE 17433 0 0 SJW CORP COM 784305104 265 10000 SH SOLE 10000 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 21801 1219958 SH SOLE 1088658 0 0 SKECHERS U S A INC CL A 830566105 2763 130634 SH SOLE 91434 0 0 SKILLED HEALTHCARE GROUP INC CL A 83066R107 1193 181523 SH SOLE 164123 0 0 SKYWEST INC COM 830879102 2572 160244 SH SOLE 108844 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 782 35500 SH SOLE 35500 0 0 SL GREEN RLTY CORP COM 78440X101 2850 33100 SH SOLE 33100 0 0 SLM CORP COM 78442P106 62938 3073164 SH SOLE 2806464 0 0 SM ENERGY CO COM 78454L100 6665 112546 SH SOLE 112546 0 0 SMITH & WESSON HLDG CORP COM 831756101 4229 469936 SH SOLE 237836 0 0 SMITH A O COM 831865209 8367 113729 SH SOLE 112429 0 0 SMITH MICRO SOFTWARE INC COM 832154108 61 46300 SH SOLE 34800 0 0 SMITHFIELD FOODS INC COM 832248108 8580 324019 SH SOLE 324019 0 0 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 37209 31600000 PRN SOLE 0 0 0 SMUCKER J M CO COM NEW 832696405 31033 312955 SH SOLE 278655 0 0 SNAP ON INC COM 833034101 6469 78223 SH SOLE 78223 0 0 SNYDERS-LANCE INC COM 833551104 219 8652 SH SOLE 8652 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 25164 453807 SH SOLE 427607 0 0 SOHU COM INC COM 83408W103 8000 161256 SH SOLE 161256 0 0 SOLAR CAP LTD COM 83413U100 6447 274467 SH SOLE 196067 0 0 SOLARWINDS INC COM 83416B109 750 12698 SH SOLE 12698 0 0 SOLERA HOLDINGS INC COM 83421A104 1044 17900 SH SOLE 17900 0 0 SOMERSET HILLS BANCORP COM 834728107 520 44800 SH SOLE 44800 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 468 21137 SH SOLE 13437 0 0 SONIC CORP COM 835451105 3877 301000 SH SOLE 155100 0 0 SONUS NETWORKS INC COM 835916107 612 236400 SH SOLE 83600 0 0 SOTHEBYS COM 835898107 232 6200 SH SOLE 6200 0 0 SOTHEBYS NOTE 3.125% 6/1 835898AC1 4545 4047000 PRN SOLE 0 0 0 SOURCEFIRE INC COM 83616T108 489 8253 SH SOLE 5753 0 0 SOUTHERN CO COM 842587107 18030 384279 SH SOLE 384279 0 0 SOUTHERN COPPER CORP COM 84265V105 7210 191899 SH SOLE 167789 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 225 10710 SH SOLE 7035 0 0 SOUTHWEST AIRLS CO COM 844741108 24399 1810032 SH SOLE 1810032 0 0 SOUTHWESTERN ENERGY CO COM 845467109 5121 137440 SH SOLE 137440 0 0 SOVRAN SELF STORAGE INC COM 84610H108 7984 123806 SH SOLE 104814 0 0 SPANSION INC COM CL A NEW 84649R200 2274 176679 SH SOLE 122379 0 0 SPARTAN STORES INC COM 846822104 249 14204 SH SOLE 14204 0 0 SPECTRA ENERGY CORP COM 847560109 1050 34143 SH SOLE 34143 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 334 8497 SH SOLE 8497 0 0 SPECTRANETICS CORP COM 84760C107 509 27456 SH SOLE 18056 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 1925 34023 SH SOLE 10023 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 841 44300 SH SOLE 44300 0 0 SPIRIT AIRLS INC COM 848577102 1676 66100 SH SOLE 15200 0 0 SPLUNK INC COM 848637104 280 7000 SH SOLE 7000 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 5821 11820 SH CALL SOLE 0 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 23324 3755902 SH SOLE 3607502 0 0 SPS COMM INC COM 78463M107 486 11381 SH SOLE 8581 0 0 SPX CORP COM 784635104 6016 76194 SH SOLE 76194 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 2910 97079 SH SOLE 92379 0 0 ST JUDE MED INC COM 790849103 23722 586589 SH SOLE 577889 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 134 23828 SH SOLE 15028 0 0 STAG INDL INC COM 85254J102 4546 213742 SH SOLE 132042 0 0 STAGE STORES INC COM NEW 85254C305 1689 65262 SH SOLE 54762 0 0 STANDARD MTR PRODS INC COM 853666105 10499 378758 SH SOLE 287658 0 0 STANDARD PAC CORP NEW COM 85375C101 1526 176638 SH SOLE 171638 0 0 STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 3912 3050000 PRN SOLE 0 0 0 STANDEX INTL CORP COM 854231107 3889 70433 SH SOLE 41133 0 0 STAR SCIENTIFIC INC COM 85517P101 160 96501 SH SOLE 66101 0 0 STARBUCKS CORP COM 855244109 7242 127142 SH SOLE 127142 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2524 39600 SH SOLE 39600 0 0 STARWOOD PPTY TR INC COM 85571B105 5075 182800 SH SOLE 132900 0 0 STARZ LIBRTY CAP COM A 85571Q102 467 21100 SH SOLE 21100 0 0 STATE STR CORP COM 857477103 24601 416332 SH SOLE 416332 0 0 STEC INC COM 784774101 2090 472800 SH SOLE 344100 0 0 STEEL DYNAMICS INC COM 858119100 43994 2772140 SH SOLE 2772140 0 0 STEELCASE INC CL A 858155203 10425 707708 SH SOLE 445308 0 0 STEINER LEISURE LTD ORD P8744Y102 1914 39576 SH SOLE 23076 0 0 STEPAN CO COM 858586100 731 11584 SH SOLE 8784 0 0 STERICYCLE INC COM 858912108 3831 36078 SH SOLE 36078 0 0 STERIS CORP COM 859152100 13106 314971 SH SOLE 278471 0 0 STERLING FINL CORP WASH COM NEW 859319303 397 18302 SH SOLE 12802 0 0 STERLITE INDS INDIA LTD ADS 859737207 863 123700 SH SOLE 117100 0 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 9770 9925000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC CL A 860370105 5575 600081 SH SOLE 372981 0 0 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 1232 1175000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 4719 4400000 PRN SOLE 0 0 0 STEWART INFORMATION SVCS COR COM 860372101 589 23127 SH SOLE 16327 0 0 STEWART INFORMATION SVCS COR NOTE 6.000%10/1 860372AB7 20496 10050000 PRN SOLE 0 0 0 STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 4131 3450000 PRN SOLE 0 0 0 STONE ENERGY CORP COM 861642106 6245 287123 SH SOLE 201268 0 0 STR HLDGS INC COM 78478V100 400 184300 SH SOLE 184300 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 2716 325223 SH SOLE 298923 0 0 STRAYER ED INC COM 863236105 1234 25500 SH SOLE 25500 0 0 STRYKER CORP COM 863667101 60938 934064 SH SOLE 820364 0 0 STURM RUGER & CO INC COM 864159108 1543 30408 SH SOLE 25608 0 0 SUN CMNTYS INC COM 866674104 3421 69349 SH SOLE 60576 0 0 SUN HYDRAULICS CORP COM 866942105 575 17683 SH SOLE 6783 0 0 SUN LIFE FINL INC COM 866796105 611 22400 SH SOLE 22400 0 0 SUNCOKE ENERGY INC COM 86722A103 1001 61321 SH SOLE 46921 0 0 SUNCOR ENERGY INC NEW COM 867224107 2605 86817 SH SOLE 86817 0 0 SUNESIS PHARMACEUTICALS INC COM NEW 867328601 416 76076 SH SOLE 52276 0 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 571 8736 SH SOLE 8736 0 0 SUNPOWER CORP COM 867652406 568 49200 SH SOLE 10700 0 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 3015 3000000 PRN SOLE 0 0 0 SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 1007 1000000 PRN SOLE 0 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 6931 563002 SH SOLE 511302 0 0 SUNTRUST BKS INC COM 867914103 10254 355935 SH SOLE 355935 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 4125 158856 SH SOLE 158856 0 0 SUPERIOR INDS INTL INC COM 868168105 200 10728 SH SOLE 10728 0 0 SUPERMEDIA INC COM 868447103 146 37800 SH SOLE 37800 0 0 SUPERVALU INC COM 868536103 455 7000 SH CALL SOLE 0 0 0 SUPERVALU INC COM 868536103 7514 1490800 SH SOLE 1481600 0 0 SUPPORT COM INC COM 86858W101 93 22200 SH SOLE 12700 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 3536 284448 SH SOLE 207048 0 0 SUSSER HLDGS CORP COM 869233106 884 17295 SH SOLE 12595 0 0 SVB FINL GROUP COM 78486Q101 458 6454 SH SOLE 6454 0 0 SWIFT ENERGY CO COM 870738101 11683 788880 SH SOLE 668880 0 0 SWIFT TRANSN CO CL A 87074U101 4197 296000 SH SOLE 161000 0 0 SWS GROUP INC COM 78503N107 119 19621 SH SOLE 19621 0 0 SYKES ENTERPRISES INC COM 871237103 5794 363020 SH SOLE 243520 0 0 SYMANTEC CORP COM 871503108 109616 4441500 SH SOLE 4129400 0 0 SYMETRA FINL CORP COM 87151Q106 8694 648294 SH SOLE 483094 0 0 SYMMETRY MED INC COM 871546206 520 45400 SH SOLE 45400 0 0 SYNAGEVA BIOPHARMA CORP COM 87159A103 604 11000 SH SOLE 7200 0 0 SYNNEX CORP COM 87162W100 518 14000 SH SOLE 14000 0 0 SYNOPSYS INC COM 871607107 15265 425452 SH SOLE 425452 0 0 SYNOVUS FINL CORP COM 87161C105 3656 1319870 SH SOLE 1319870 0 0 SYNTA PHARMACEUTICALS CORP COM 87162T206 383 44581 SH SOLE 30381 0 0 SYSCO CORP COM 871829107 8895 252920 SH SOLE 252920 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 62040 3609062 SH SOLE 3126662 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 524 32443 SH SOLE 32443 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 2776 1790000 PRN SOLE 0 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 231 200000 PRN SOLE 0 0 0 TAL INTL GROUP INC COM 874083108 517 11400 SH SOLE 8300 0 0 TALISMAN ENERGY INC COM 87425E103 3560 290600 SH SOLE 290600 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 3082 85177 SH SOLE 85177 0 0 TARGA RES CORP COM 87612G101 1231 18113 SH SOLE 17313 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 361 7849 SH SOLE 7849 0 0 TARGET CORP COM 87612E106 4364 63753 SH SOLE 63753 0 0 TASER INTL INC COM 87651B104 3037 381964 SH SOLE 167964 0 0 TATA MTRS LTD SPONSORED ADR 876568502 23297 954413 SH SOLE 848313 0 0 TAUBMAN CTRS INC COM 876664103 5811 74830 SH SOLE 74830 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 309 6375 SH SOLE 6375 0 0 TCF FINL CORP COM 872275102 178 11886 SH SOLE 11886 0 0 TEAM INC COM 878155100 390 9499 SH SOLE 6699 0 0 TECH DATA CORP COM 878237106 28901 633662 SH SOLE 633662 0 0 TECHNE CORP COM 878377100 455 6700 SH SOLE 6700 0 0 TECK RESOURCES LTD CL B 878742204 1346 47800 SH SOLE 47800 0 0 TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 308 7425 SH SOLE 7425 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1237 15765 SH SOLE 12165 0 0 TELEFLEX INC COM 879369106 8817 104336 SH SOLE 104336 0 0 TELEFONICA BRASIL SA SPONSORED ADR 87936R106 12129 454601 SH SOLE 432701 0 0 TELENAV INC COM 879455103 256 39700 SH SOLE 33900 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 13100 621721 SH SOLE 621721 0 0 TELESTONE TECHNOLOGIES CORP COM 87953J102 211 150000 SH SOLE 150000 0 0 TELETECH HOLDINGS INC COM 879939106 1628 76743 SH SOLE 40616 0 0 TELLABS INC COM 879664100 23841 11407324 SH SOLE 10542624 0 0 TEMPUR PEDIC INTL INC COM 88023U101 14393 290000 SH SOLE 290000 0 0 TENARIS S A SPONSORED ADR 88031M109 754 18500 SH SOLE 18500 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 2441 51300 SH SOLE 51300 0 0 TENNANT CO COM 880345103 425 8762 SH SOLE 7462 0 0 TENNECO INC COM 880349105 5067 128900 SH SOLE 124000 0 0 TERADATA CORP DEL COM 88076W103 3516 60088 SH SOLE 60088 0 0 TERADYNE INC COM 880770102 605 37300 SH SOLE 37300 0 0 TEREX CORP NEW COM 880779103 8260 239990 SH SOLE 239990 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 67629 30749000 PRN SOLE 0 0 0 TESCO CORP COM 88157K101 8604 642600 SH SOLE 404800 0 0 TESLA MTRS INC COM 88160R101 2143 56556 SH SOLE 56556 0 0 TESORO CORP COM 881609101 22631 386520 SH SOLE 386520 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 694 37000 SH SOLE 33200 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 693 67500 SH SOLE 32300 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 747 18458 SH SOLE 8758 0 0 TEXAS CAPITAL BANCSHARES INC *W EXP 01/16/201 88224Q115 1326 47286 SH SOLE 47286 0 0 TEXAS INDS INC COM 882491103 745 11811 SH SOLE 7411 0 0 TEXAS INSTRS INC COM 882508104 2046 57656 SH SOLE 57656 0 0 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 250 6331 SH SOLE 3231 0 0 TEXTRON INC COM 883203101 1976 66300 SH SOLE 66300 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 9230 4075000 PRN SOLE 0 0 0 THE ADT CORPORATION COM 00101J106 443 9050 SH SOLE 9050 0 0 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 5503 5000000 PRN SOLE 0 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 69576 909608 SH SOLE 831208 0 0 THERMON GROUP HLDGS INC COM 88362T103 349 15717 SH SOLE 10717 0 0 THL CR INC COM 872438106 173 11534 SH SOLE 11534 0 0 THOMPSON CREEK METALS CO INC UNIT 99/99/9999 884768300 5731 345475 SH SOLE 345475 0 0 THORATEC CORP COM NEW 885175307 22088 589000 SH SOLE 589000 0 0 THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 1541 334195 SH SOLE 111495 0 0 TIBCO SOFTWARE INC COM 88632Q103 6691 330926 SH SOLE 330926 0 0 TICC CAPITAL CORP COM 87244T109 7241 728500 SH SOLE 394200 0 0 TIDEWATER INC COM 886423102 515 10200 SH SOLE 10200 0 0 TIFFANY & CO NEW COM 886547108 914 13139 SH SOLE 13139 0 0 TILE SHOP HLDGS INC COM 88677Q109 2395 114006 SH SOLE 114006 0 0 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 13999 639790 SH SOLE 570045 0 0 TIME WARNER CABLE INC COM 88732J207 20629 214756 SH SOLE 204256 0 0 TIME WARNER INC COM NEW 887317303 19947 346176 SH SOLE 346176 0 0 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 1927 1425000 PRN SOLE 0 0 0 TIMKEN CO COM 887389104 57346 1013545 SH SOLE 1013545 0 0 TIVO INC COM 888706108 220 17768 SH SOLE 11668 0 0 TJX COS INC NEW COM 872540109 49666 1062378 SH SOLE 1040178 0 0 TOLL BROTHERS INC COM 889478103 3729 108900 SH SOLE 108900 0 0 TORCHMARK CORP COM 891027104 8815 147400 SH SOLE 147400 0 0 TORO CO COM 891092108 994 21600 SH SOLE 21600 0 0 TOTAL SYS SVCS INC COM 891906109 36483 1472275 SH SOLE 1353875 0 0 TOWERS WATSON & CO CL A 891894107 7735 111582 SH SOLE 111582 0 0 TOWN SPORTS INTL HLDGS INC COM 89214A102 182 19240 SH SOLE 13540 0 0 TRACTOR SUPPLY CO COM 892356106 7897 75836 SH SOLE 75836 0 0 TRANSCANADA CORP COM 89353D107 1355 28300 SH SOLE 28300 0 0 TRANSDIGM GROUP INC COM 893641100 3063 20032 SH SOLE 20032 0 0 TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 380 7482 SH SOLE 7482 0 0 TRANSOCEAN LTD REG SHS H8817H100 18971 365100 SH SOLE 365100 0 0 TRANSWITCH CORP COM NEW 894065309 776 1600000 SH SOLE 1600000 0 0 TRAVELERS COMPANIES INC COM 89417E109 97714 1160633 SH SOLE 1068533 0 0 TRAVELZOO INC COM 89421Q106 1498 70100 SH SOLE 27700 0 0 TREDEGAR CORP COM 894650100 1582 53720 SH SOLE 40488 0 0 TREEHOUSE FOODS INC COM 89469A104 756 11597 SH SOLE 11597 0 0 TREX CO INC COM 89531P105 1746 35504 SH SOLE 14604 0 0 TRI CONTL CORP COM 895436103 342 19479 SH SOLE 19479 0 0 TRIANGLE CAP CORP COM 895848109 765 27324 SH SOLE 18624 0 0 TRIANGLE PETE CORP COM NEW 89600B201 978 148200 SH SOLE 58100 0 0 TRIMAS CORP COM NEW 896215209 507 15600 SH SOLE 11700 0 0 TRIMBLE NAVIGATION LTD COM 896239100 1720 57400 SH SOLE 57400 0 0 TRINITY INDS INC COM 896522109 2244 49500 SH SOLE 49500 0 0 TRIO MERGER CORP COM 896697109 5636 558600 SH SOLE 558600 0 0 TRIPADVISOR INC COM 896945201 6575 125192 SH SOLE 125192 0 0 TRIUMPH GROUP INC NEW COM 896818101 859 10944 SH SOLE 10944 0 0 TRIUS THERAPEUTICS INC COM 89685K100 119 17400 SH SOLE 10600 0 0 TRUE RELIGION APPAREL INC COM 89784N104 379 14523 SH SOLE 14523 0 0 TRUEBLUE INC COM 89785X101 7568 358004 SH SOLE 209313 0 0 TRULIA INC COM 897888103 5366 171000 SH SOLE 171000 0 0 TRUSTMARK CORP COM 898402102 409 16353 SH SOLE 16353 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 34088 619782 SH SOLE 619782 0 0 TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 7498 3850000 PRN SOLE 0 0 0 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 1002 1000000 PRN SOLE 0 0 0 TUMI HLDGS INC COM 89969Q104 4397 210000 SH SOLE 210000 0 0 TUPPERWARE BRANDS CORP COM 899896104 48088 588299 SH SOLE 588299 0 0 TURQUOISE HILL RES LTD COM 900435108 4493 706400 SH SOLE 706400 0 0 TUTOR PERINI CORP COM 901109108 1563 81000 SH SOLE 65400 0 0 TW TELECOM INC COM 87311L104 3173 125956 SH SOLE 125956 0 0 TWO HBRS INVT CORP COM 90187B101 24578 1949100 SH SOLE 1806400 0 0 TYCO INTERNATIONAL LTD SHS H89128104 35054 1095450 SH SOLE 1082050 0 0 TYLER TECHNOLOGIES INC COM 902252105 2557 41737 SH SOLE 23737 0 0 TYSON FOODS INC CL A 902494103 104868 4225160 SH SOLE 3799860 0 0 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 23545 15875000 PRN SOLE 0 0 0 U S AIRWAYS GROUP INC COM 90341W108 751 44248 SH SOLE 10948 0 0 U S G CORP COM NEW 903293405 1111 42009 SH SOLE 41109 0 0 U S SILICA HLDGS INC COM 90346E103 5183 219816 SH SOLE 216416 0 0 UBS AG SHS NEW H89231338 362 23500 SH SOLE 23500 0 0 UDR INC COM 902653104 2061 85200 SH SOLE 85200 0 0 UGI CORP NEW COM 902681105 3917 102022 SH SOLE 102022 0 0 UIL HLDG CORP COM 902748102 806 20352 SH SOLE 20352 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 4996 61550 SH SOLE 61550 0 0 ULTRA PETROLEUM CORP COM 903914109 2609 129800 SH SOLE 129800 0 0 ULTRATECH INC COM 904034105 961 24316 SH SOLE 16316 0 0 UMB FINL CORP COM 902788108 4523 92179 SH SOLE 63979 0 0 UMPQUA HLDGS CORP COM 904214103 5187 391178 SH SOLE 203278 0 0 UNDER ARMOUR INC CL A 904311107 1786 34882 SH SOLE 34882 0 0 UNI PIXEL INC COM NEW 904572203 812 26478 SH SOLE 19778 0 0 UNIFIRST CORP MASS COM 904708104 1439 15900 SH SOLE 12300 0 0 UNION PAC CORP COM 907818108 28692 201474 SH SOLE 201474 0 0 UNISYS CORP COM NEW 909214306 13810 607053 SH SOLE 430674 0 0 UNIT CORP COM 909218109 10035 220300 SH SOLE 220300 0 0 UNITED CONTL HLDGS INC COM 910047109 3167 98941 SH SOLE 98941 0 0 UNITED ONLINE INC COM 911268100 11623 1927457 SH SOLE 1469037 0 0 UNITED PARCEL SERVICE INC CL B 911312106 13217 153860 SH SOLE 144660 0 0 UNITED RENTALS INC COM 911363109 2705 49214 SH SOLE 49214 0 0 UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 35167 7100000 PRN SOLE 0 0 0 UNITED STATES STL CORP NEW COM 912909108 24533 1258127 SH SOLE 1198627 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 10587 10125000 PRN SOLE 0 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1807 19343 SH SOLE 19343 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 10135 166500 SH SOLE 166500 0 0 UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 689 500000 PRN SOLE 0 0 0 UNITEDHEALTH GROUP INC COM 91324P102 46454 811992 SH SOLE 738092 0 0 UNIVERSAL AMERN CORP NEW COM 91338E101 247 29617 SH SOLE 19517 0 0 UNIVERSAL BUSINESS PMT SOL A COM 913384103 596 161095 SH SOLE 161095 0 0 UNIVERSAL CORP VA COM 913456109 3442 61421 SH SOLE 52168 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 2117 72041 SH SOLE 72041 0 0 UNIVERSAL FST PRODS INC COM 913543104 609 15294 SH SOLE 13594 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 679 11763 SH SOLE 7158 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 16613 260100 SH SOLE 260100 0 0 UNS ENERGY CORP COM 903119105 2628 53696 SH SOLE 35250 0 0 UNUM GROUP COM 91529Y106 61780 2186915 SH SOLE 2053715 0 0 URBAN OUTFITTERS INC COM 917047102 5075 131000 SH SOLE 131000 0 0 URS CORP NEW COM 903236107 21474 452946 SH SOLE 433646 0 0 URSTADT BIDDLE PPTYS INC CL A 917286205 221 10175 SH SOLE 3075 0 0 US BANCORP DEL COM NEW 902973304 15060 443855 SH SOLE 396155 0 0 US ECOLOGY INC COM 91732J102 213 8015 SH SOLE 5415 0 0 USA MOBILITY INC COM 90341G103 639 48188 SH SOLE 20210 0 0 USANA HEALTH SCIENCES INC COM 90328M107 4209 87097 SH SOLE 33397 0 0 USEC INC COM 90333E108 360 972964 SH SOLE 972964 0 0 V F CORP COM 918204108 2980 17765 SH SOLE 17765 0 0 VAALCO ENERGY INC COM NEW 91851C201 9912 1305863 SH SOLE 903763 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 1783 59700 SH SOLE 45100 0 0 VALE S A ADR 91912E105 2853 165000 SH SOLE 165000 0 0 VALE S A ADR REPSTG PFD 91912E204 34943 2113932 SH SOLE 1724132 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 3123 41629 SH SOLE 41629 0 0 VALERO ENERGY CORP NEW COM 91913Y100 50705 1114639 SH SOLE 1114639 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 16103 430914 SH SOLE 430914 0 0 VALLEY NATL BANCORP *W EXP 11/14/201 919794131 94 125000 SH SOLE 125000 0 0 VALMONT INDS INC COM 920253101 6283 39949 SH SOLE 39949 0 0 VALSPAR CORP COM 920355104 13988 224700 SH SOLE 224700 0 0 VALUECLICK INC COM 92046N102 629 21301 SH SOLE 18601 0 0 VANGUARD HEALTH SYS INC COM 922036207 245 16464 SH SOLE 11464 0 0 VANTAGE DRILLING COMPANY NOTE 7.875% 9/0 G93205AA3 7503 6500000 PRN SOLE 0 0 0 VANTIV INC CL A 92210H105 418 17600 SH SOLE 17600 0 0 VARIAN MED SYS INC COM 92220P105 342 4756 SH SOLE 4756 0 0 VECTOR GROUP LTD COM 92240M108 225 13963 SH SOLE 9711 0 0 VECTOR GROUP LTD DBCV 6/1 92240MAL2 1307 1229000 PRN SOLE 0 0 0 VECTOR GROUP LTD FRNT 11/1 92240MAS7 33033 26100000 PRN SOLE 0 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 10808 9250000 PRN SOLE 0 0 0 VEECO INSTRS INC DEL COM 922417100 728 19000 SH SOLE 12000 0 0 VENTAS INC COM 92276F100 18899 258178 SH SOLE 237678 0 0 VERIFONE SYS INC COM 92342Y109 2445 118248 SH SOLE 118248 0 0 VERISIGN INC COM 92343E102 6863 145158 SH SOLE 145158 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 131513 88449000 PRN SOLE 0 0 0 VERISK ANALYTICS INC CL A 92345Y106 3750 60848 SH SOLE 60848 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 110037 2238792 SH SOLE 2003092 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 38123 693398 SH SOLE 693398 0 0 VIACOM INC NEW CL B 92553P201 41639 676294 SH SOLE 608494 0 0 VIAD CORP COM NEW 92552R406 1469 53100 SH SOLE 50400 0 0 VICAL INC COM 925602104 295 74220 SH SOLE 55320 0 0 VIEWPOINT FINL GROUP INC MD COM 92672A101 4350 216292 SH SOLE 122592 0 0 VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 3137 103307 SH SOLE 103307 0 0 VIRGIN MEDIA INC COM 92769L101 60730 1240149 SH SOLE 1240149 0 0 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 38773 14725000 PRN SOLE 0 0 0 VIROPHARMA INC COM 928241108 2354 93560 SH SOLE 93560 0 0 VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 25816 17125000 PRN SOLE 0 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 1388 7449 SH SOLE 5249 0 0 VISA INC COM CL A 92826C839 69523 409344 SH SOLE 382544 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 20509 1506887 SH SOLE 1506887 0 0 VISTA GOLD CORP COM NEW 927926303 122 56400 SH SOLE 33900 0 0 VISTEON CORP COM NEW 92839U206 462 8000 SH SOLE 8000 0 0 VITAMIN SHOPPE INC COM 92849E101 754 15432 SH SOLE 10832 0 0 VITESSE SEMICONDUCTOR CORP COM NEW 928497304 667 308915 SH SOLE 308915 0 0 VIVUS INC COM 928551100 417 37899 SH SOLE 37899 0 0 VMWARE INC CL A COM 928563402 2864 36314 SH SOLE 36314 0 0 VOLTERRA SEMICONDUCTOR CORP COM 928708106 1258 88575 SH SOLE 26675 0 0 VONAGE HLDGS CORP COM 92886T201 938 324414 SH SOLE 254914 0 0 VORNADO RLTY TR SH BEN INT 929042109 13252 158442 SH SOLE 149442 0 0 VOXX INTL CORP CL A 91829F104 537 50100 SH SOLE 45600 0 0 VULCAN MATLS CO COM 929160109 507 9800 SH SOLE 9800 0 0 W & T OFFSHORE INC COM 92922P106 2211 155735 SH SOLE 136335 0 0 WABCO HLDGS INC COM 92927K102 36259 513653 SH SOLE 513653 0 0 WABTEC CORP COM 929740108 4347 42575 SH SOLE 42575 0 0 WADDELL & REED FINL INC CL A 930059100 3734 85300 SH SOLE 85300 0 0 WAGEWORKS INC COM 930427109 1758 70220 SH SOLE 70220 0 0 WALGREEN CO COM 931422109 20009 419651 SH SOLE 387751 0 0 WALKER & DUNLOP INC COM 93148P102 213 11862 SH SOLE 8362 0 0 WAL-MART STORES INC COM 931142103 129800 1734596 SH SOLE 1670496 0 0 WALTER ENERGY INC COM 93317Q105 5501 193000 SH SOLE 193000 0 0 WALTER INVT MGMT CORP COM 93317W102 249 6694 SH SOLE 4194 0 0 WARNER CHILCOTT PLC IRELAND SHS A G94368100 70911 5233300 SH SOLE 5233300 0 0 WASHINGTON FED INC COM 938824109 2469 141100 SH SOLE 141100 0 0 WASHINGTON POST CO CL B 939640108 7400 16555 SH SOLE 16055 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 2730 98045 SH SOLE 52594 0 0 WASTE CONNECTIONS INC COM 941053100 553 15383 SH SOLE 15383 0 0 WASTE MGMT INC DEL COM 94106L109 14582 371890 SH SOLE 334890 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 511 10658 SH SOLE 10658 0 0 WAUSAU PAPER CORP COM 943315101 638 59197 SH SOLE 36597 0 0 WD-40 CO COM 929236107 1083 19778 SH SOLE 12178 0 0 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 3722 306600 SH SOLE 306600 0 0 WEB COM GROUP INC COM 94733A104 383 22429 SH SOLE 15129 0 0 WEBMD HEALTH CORP COM 94770V102 411 16900 SH SOLE 0 0 0 WEBSENSE INC COM 947684106 249 16600 SH SOLE 13700 0 0 WEBSTER FINL CORP CONN COM 947890109 5304 218623 SH SOLE 182623 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 1022 32400 SH SOLE 32400 0 0 WEIS MKTS INC COM 948849104 581 14280 SH SOLE 6480 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 3848 66397 SH SOLE 55921 0 0 WELLPOINT INC COM 94973V107 28217 426041 SH SOLE 426041 0 0 WELLS FARGO & CO NEW COM 949746101 158699 4290321 SH SOLE 3914021 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 2449 1900 SH SOLE 1900 0 0 WERNER ENTERPRISES INC COM 950755108 7627 315944 SH SOLE 315944 0 0 WESBANCO INC COM 950810101 332 13852 SH SOLE 9352 0 0 WESCO INTL INC COM 95082P105 2777 38251 SH SOLE 38251 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 13159 5000000 PRN SOLE 0 0 0 WEST COAST BANCORP ORE NEW COM NEW 952145209 33068 1361924 SH SOLE 1361924 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 1070 16478 SH SOLE 11378 0 0 WESTAMERICA BANCORPORATION COM 957090103 458 10100 SH SOLE 7900 0 0 WESTERN ALLIANCE BANCORP COM 957638109 565 40825 SH SOLE 27925 0 0 WESTERN ASSET GLOBAL CP DEFI COM 95790C107 1112 55631 SH SOLE 55631 0 0 WESTERN DIGITAL CORP COM 958102105 99098 1970915 SH SOLE 1880515 0 0 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 462 7781 SH SOLE 7781 0 0 WESTERN REFNG INC COM 959319104 8687 245327 SH SOLE 168427 0 0 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 79980 21950000 PRN SOLE 0 0 0 WESTERN UN CO COM 959802109 401 26671 SH SOLE 26671 0 0 WESTLAKE CHEM CORP COM 960413102 4049 43300 SH SOLE 43300 0 0 WET SEAL INC CL A 961840105 10138 3356820 SH SOLE 2273920 0 0 WEX INC COM 96208T104 277 3534 SH SOLE 3534 0 0 WEYERHAEUSER CO COM 962166104 19628 625482 SH SOLE 586382 0 0 WGL HLDGS INC COM 92924F106 2846 64544 SH SOLE 58044 0 0 WHIRLPOOL CORP COM 963320106 66043 557514 SH SOLE 555814 0 0 WHITING PETE CORP NEW COM 966387102 16752 329500 SH SOLE 329500 0 0 WHITING PETE CORP NEW PERP PFD CONV 966387201 664 2825 SH SOLE 2825 0 0 WHOLE FOODS MKT INC COM 966837106 5559 64079 SH SOLE 64079 0 0 WILLBROS GROUP INC DEL COM 969203108 11420 1162883 SH SOLE 733283 0 0 WILLIAMS CLAYTON ENERGY INC COM 969490101 1217 27838 SH SOLE 21038 0 0 WILLIAMS COS INC DEL COM 969457100 17381 463986 SH SOLE 463986 0 0 WILLIAMS PARTNERS L P COM UNIT L P 96950F104 574 11080 SH SOLE 11080 0 0 WILLIAMS SONOMA INC COM 969904101 16014 310830 SH SOLE 310830 0 0 WILSHIRE BANCORP INC COM 97186T108 7348 1083800 SH SOLE 698800 0 0 WINDSTREAM CORP COM 97381W104 501 63049 SH SOLE 63049 0 0 WINNEBAGO INDS INC COM 974637100 968 46900 SH SOLE 22400 0 0 WINTRUST FINANCIAL CORP COM 97650W108 823 22226 SH SOLE 18026 0 0 WINTRUST FINANCIAL CORP *W EXP 12/19/201 97650W157 9188 525000 SH SOLE 525000 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 4211 416942 SH SOLE 393242 0 0 WISCONSIN ENERGY CORP COM 976657106 8249 192328 SH SOLE 192328 0 0 WISDOMTREE INVTS INC COM 97717P104 264 25368 SH SOLE 23468 0 0 WMS INDS INC COM 929297109 45927 1821771 SH SOLE 1805771 0 0 WOLVERINE WORLD WIDE INC COM 978097103 1826 41163 SH SOLE 41163 0 0 WORLD ACCEP CORP DEL COM 981419104 1732 20168 SH SOLE 16268 0 0 WORLD FUEL SVCS CORP COM 981475106 742 18688 SH SOLE 18688 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 289 19425 SH SOLE 19425 0 0 WORTHINGTON INDS INC COM 981811102 13443 433922 SH SOLE 400022 0 0 WPX ENERGY INC COM 98212B103 3443 214900 SH SOLE 214900 0 0 WRIGHT MED GROUP INC COM 98235T107 3464 145495 SH SOLE 137628 0 0 WRIGHT MED GROUP INC RIGHT 03/01/2019 98235T115 444 177458 SH SOLE 173158 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 48936 758939 SH SOLE 758939 0 0 WYNN RESORTS LTD COM 983134107 8040 64237 SH SOLE 64237 0 0 XCEL ENERGY INC COM 98389B100 8281 278815 SH SOLE 257915 0 0 XENOPORT INC COM 98411C100 4170 583208 SH SOLE 269408 0 0 XEROX CORP COM 984121103 32839 3818520 SH SOLE 3564020 0 0 XILINX INC COM 983919101 2464 64542 SH SOLE 64542 0 0 XILINX INC SDCV 3.125% 3/1 983919AD3 72832 54125000 PRN SOLE 0 0 0 XL GROUP PLC SHS G98290102 1252 41319 SH SOLE 41319 0 0 XPO LOGISTICS INC COM 983793100 278 16526 SH SOLE 11826 0 0 XYLEM INC COM 98419M100 1053 38200 SH SOLE 38200 0 0 YAHOO INC COM 984332106 130081 5528300 SH SOLE 5270100 0 0 YAMANA GOLD INC COM 98462Y100 358 23300 SH SOLE 23300 0 0 YANDEX N V SHS CLASS A N97284108 18471 798918 SH SOLE 798918 0 0 YRC WORLDWIDE INC COM PAR $.01 984249607 686 170901 SH SOLE 170901 0 0 YUM BRANDS INC COM 988498101 4220 58662 SH SOLE 58662 0 0 ZALE CORP NEW COM 988858106 335 85221 SH SOLE 71421 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 273 5800 SH SOLE 5800 0 0 ZILLOW INC CL A 98954A107 278 5094 SH SOLE 4494 0 0 ZIMMER HLDGS INC COM 98956P102 51234 681121 SH SOLE 648121 0 0 ZIONS BANCORPORATION COM 989701107 1747 69900 SH SOLE 69900 0 0 ZIOPHARM ONCOLOGY INC COM 98973P101 50 27300 SH SOLE 15600 0 0 ZIX CORP COM 98974P100 85 23800 SH SOLE 14200 0 0 ZWEIG FD COM NEW 989834205 316 24321 SH SOLE 24321 0 0