0001085146-11-000707.txt : 20110516
0001085146-11-000707.hdr.sgml : 20110516
20110516165824
ACCESSION NUMBER: 0001085146-11-000707
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110516
DATE AS OF CHANGE: 20110516
EFFECTIVENESS DATE: 20110516
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: 11848101
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
aqr1q2011.txt
AQR CAPITAL MANAGEMENT
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, 2011
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: AQR Capital Management, LLC
Address: Two Greenwich Plaza, 3rd Floor
Greenwich, CT 06830
13F File Number: 028-10120
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Clifford S. Asness
Title: Managing Member
Phone: 203-742-3600
Signature, Place, and Date of Signing:
/s/ Clifford S. Asness Greenwich, CT May 13, 2011
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 2,156
Form 13F Information Table Value Total: $13,707,461 (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 476 9800 SH SOLE 4800 0 0
3M CO COM 88579Y101 5168 55277 SH SOLE 48277 0 0
8X8 INC NEW COM 282914100 105 37500 SH SOLE 20500 0 0
99 CENTS ONLY STORES COM 65440K106 2907 148324 SH SOLE 148324 0 0
AAR CORP COM 000361105 829 29903 SH SOLE 29903 0 0
AARONS INC COM PAR $0.50 002535300 715 28200 SH SOLE 14800 0 0
ABBOTT LABS COM 002824100 12077 246216 SH SOLE 183616 0 0
ABINGTON BANCORP INC COM 00350L109 17675 1445197 SH SOLE 1442297 0 0
ABIOMED INC COM 003654100 860 59200 SH SOLE 30200 0 0
ABM INDS INC COM 000957100 302 11900 SH SOLE 9100 0 0
ABOVENET INC COM 00374N107 435 6700 SH SOLE 3700 0 0
ABRAXAS PETE CORP COM 003830106 283 48300 SH SOLE 24300 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 1223 35726 SH SOLE 6226 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 1452 76733 SH SOLE 57145 0 0
ACCELRYS INC COM 00430U103 142 17800 SH SOLE 10200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 23898 434744 SH SOLE 408444 0 0
ACCURAY INC COM 004397105 188 20800 SH SOLE 11800 0 0
ACE LTD SHS H0023R105 22358 345571 SH SOLE 311071 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 132 18400 SH SOLE 9800 0 0
ACI WORLDWIDE INC COM 004498101 3122 95173 SH SOLE 36600 0 0
ACME PACKET INC COM 004764106 6046 85200 SH SOLE 24700 0 0
ACTIVE POWER INC COM 00504W100 113 38300 SH SOLE 23400 0 0
ACTIVISION BLIZZARD INC COM 00507V109 14085 1284000 SH SOLE 1284000 0 0
ACTUANT CORP SDCV 2.000%11/1 00508XAB0 369 250000 PRN SOLE 0 0 0
ACUITY BRANDS INC COM 00508Y102 6603 112899 SH SOLE 112899 0 0
ACXIOM CORP COM 005125109 8482 591076 SH SOLE 562226 0 0
ADCARE HEALTH SYSTEMS INC COM NEW 00650W300 106 21483 SH SOLE 21483 0 0
ADOBE SYS INC COM 00724F101 7126 214910 SH SOLE 214910 0 0
ADTRAN INC COM 00738A106 1669 39300 SH SOLE 39300 0 0
ADVANCE AMER CASH ADVANCE CT COM 00739W107 776 146500 SH SOLE 107300 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 4039 61546 SH SOLE 61546 0 0
ADVANCED BATTERY TECHNOLOG I COM 00752H102 2565 1322142 SH SOLE 1080742 0 0
ADVENT SOFTWARE INC COM 007974108 2354 82100 SH SOLE 60600 0 0
ADVISORY BRD CO COM 00762W107 335 6500 SH SOLE 3600 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2340 84400 SH SOLE 84400 0 0
AEROPOSTALE COM 007865108 11091 456038 SH SOLE 456038 0 0
AES CORP COM 00130H105 11123 855617 SH SOLE 855617 0 0
AETNA INC NEW COM 00817Y108 4177 111608 SH SOLE 91608 0 0
AFFORDABLE RESIDENTIAL CMNTY NOTE 7.500% 8/1 00828UAB9 1077 998000 PRN SOLE 0 0 0
AFFYMETRIX INC COM 00826T108 1335 256300 SH SOLE 181900 0 0
AFLAC INC COM 001055102 5875 111307 SH SOLE 96907 0 0
AGCO CORP COM 001084102 3863 70267 SH SOLE 70267 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3372 75300 SH SOLE 75300 0 0
AGL RES INC COM 001204106 2921 73319 SH SOLE 73319 0 0
AGNICO EAGLE MINES LTD COM 008474108 1068 16100 SH SOLE 16100 0 0
AGREE REALTY CORP COM 008492100 1298 57815 SH SOLE 38723 0 0
AGRIUM INC COM 008916108 1329 14400 SH SOLE 14400 0 0
AIR METHODS CORP COM PAR $.06 009128307 4883 72606 SH SOLE 26905 0 0
AIR PRODS & CHEMS INC COM 009158106 767 8500 SH SOLE 8500 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 8572 1014400 SH SOLE 724000 0 0
AIRCASTLE LTD COM G0129k104 3604 298600 SH SOLE 247000 0 0
AIRTRAN HLDGS INC COM 00949P108 23002 3087515 SH SOLE 3076415 0 0
AIRTRAN HLDGS INC NOTE 5.500% 4/1 00949PAC2 24254 11731000 PRN SOLE 0 0 0
AK STL HLDG CORP COM 001547108 5348 338919 SH SOLE 338919 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 6369 167600 SH SOLE 167600 0 0
AKORN INC COM 009728106 181 31300 SH SOLE 13900 0 0
ALASKA AIR GROUP INC COM 011659109 28262 445636 SH SOLE 389295 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 256 24000 SH SOLE 15400 0 0
ALBANY INTL CORP CL A 012348108 1198 48100 SH SOLE 30700 0 0
ALBANY MOLECULAR RESH INC COM 012423109 84 19671 SH SOLE 19671 0 0
ALBEMARLE CORP COM 012653101 1931 32300 SH SOLE 32300 0 0
ALBERTO CULVER CO NEW COM 013078100 38611 1035993 SH SOLE 1035993 0 0
ALCOA INC COM 013817101 7035 398600 SH SOLE 398600 0 0
ALCON INC COM SHS H01301102 45657 275859 SH SOLE 275859 0 0
ALERE INC COM 01449J105 219 5600 SH SOLE 5600 0 0
ALEXANDER & BALDWIN INC COM 014482103 735 16100 SH SOLE 10500 0 0
ALEXANDERS INC COM 014752109 1156 2841 SH SOLE 1745 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 811 10400 SH SOLE 10400 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 903 9147 SH SOLE 9147 0 0
ALEXZA PHARMACEUTICALS INC COM 015384100 27 15600 SH SOLE 0 0 0
ALIGN TECHNOLOGY INC COM 016255101 670 32700 SH SOLE 2600 0 0
ALKERMES INC COM 01642T108 5478 423012 SH SOLE 406712 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 8554 4850000 PRN SOLE 0 0 0
ALLERGAN INC COM 018490102 2187 30800 SH SOLE 30800 0 0
ALLETE INC COM NEW 018522300 210 5400 SH SOLE 2600 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 258 3000 SH SOLE 3000 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 4231 3500000 PRN SOLE 0 0 0
ALLIANCE ONE INTL INC NOTE 5.500% 7/1 018772AQ6 11287 10475000 PRN SOLE 0 0 0
ALLIANT ENERGY CORP COM 018802108 4711 121017 SH SOLE 110717 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 940 13300 SH SOLE 13300 0 0
ALLIED NEVADA GOLD CORP COM 019344100 1561 44000 SH SOLE 8600 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 1479 23600 SH SOLE 23600 0 0
ALLSTATE CORP COM 020002101 1764 55512 SH SOLE 38112 0 0
ALMOST FAMILY INC COM 020409108 1852 49200 SH SOLE 30300 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 3076 51810 SH SOLE 51810 0 0
ALTERA CORP COM 021441100 3015 68500 SH SOLE 68500 0 0
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 4723 211419 SH SOLE 161042 0 0
ALTRA HOLDINGS INC COM 02208R106 409 17300 SH SOLE 11300 0 0
ALTRIA GROUP INC COM 02209S103 38177 1466653 SH SOLE 1258853 0 0
AMAZON COM INC COM 023135106 468 2600 SH SOLE 2600 0 0
AMB PROPERTY CORP COM 00163T109 1752 48700 SH SOLE 48700 0 0
AMEDISYS INC COM 023436108 4641 132600 SH SOLE 108500 0 0
AMERCO COM 023586100 417 4300 SH SOLE 3200 0 0
AMEREN CORP COM 023608102 2287 81492 SH SOLE 81492 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 2812 48400 SH SOLE 14400 0 0
AMERICA SVC GROUP INC COM 02364L109 13001 507071 SH SOLE 507071 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 662 52600 SH SOLE 39100 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 4602 139451 SH SOLE 112551 0 0
AMERICAN CAP LTD COM 02503Y103 57268 5784643 SH SOLE 5257743 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 11507 394898 SH SOLE 356989 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 25827 1625346 SH SOLE 1531146 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 298 22700 SH SOLE 20900 0 0
AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 13736 12602000 PRN SOLE 0 0 0
AMERICAN EXPRESS CO COM 025816109 9524 210717 SH SOLE 177817 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 42266 1206902 SH SOLE 1113502 0 0
AMERICAN GREETINGS CORP CL A 026375105 7407 313852 SH SOLE 246852 0 0
AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 79 68000 PRN SOLE 0 0 0
AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1 02744MAB4 579 432000 PRN SOLE 0 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 705 17435 SH SOLE 14435 0 0
AMERICAN REPROGRAPHICS CO COM 029263100 750 72500 SH SOLE 62600 0 0
AMERICAN TOWER CORP CL A 029912201 2254 43500 SH SOLE 43500 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2735 97500 SH SOLE 97500 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 200 4160 SH SOLE 4160 0 0
AMERIGROUP CORP COM 03073T102 1091 16985 SH SOLE 6285 0 0
AMERIPRISE FINL INC COM 03076C106 34876 570984 SH SOLE 554484 0 0
AMERISOURCEBERGEN CORP COM 03073E105 27614 698032 SH SOLE 698032 0 0
AMERISTAR CASINOS INC COM 03070Q101 2791 157245 SH SOLE 106500 0 0
AMERON INTL INC COM 030710107 4104 58800 SH SOLE 38200 0 0
AMETEK INC NEW COM 031100100 6392 145700 SH SOLE 145700 0 0
AMGEN INC COM 031162100 50805 950518 SH SOLE 843518 0 0
AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 11500 11500000 PRN SOLE 0 0 0
AMPHENOL CORP NEW CL A 032095101 1806 33200 SH SOLE 33200 0 0
AMR CORP COM 001765106 3245 502300 SH SOLE 502300 0 0
AMR CORP NOTE 6.250%10/1 001765BC9 17766 16800000 PRN SOLE 0 0 0
AMSURG CORP COM 03232P405 3422 134500 SH SOLE 124300 0 0
AMTRUST FINANCIAL SERVICES I COM 032359309 2458 128874 SH SOLE 98341 0 0
ANADARKO PETE CORP COM 032511107 1943 23719 SH SOLE 23719 0 0
ANADIGICS INC COM 032515108 247 55100 SH SOLE 0 0 0
ANALOG DEVICES INC COM 032654105 6886 174867 SH SOLE 164367 0 0
ANALOGIC CORP COM PAR $0.05 032657207 243 4300 SH SOLE 3200 0 0
ANCESTRY COM INC COM 032803108 4803 135500 SH SOLE 31500 0 0
ANDERSONS INC COM 034164103 6706 137653 SH SOLE 108433 0 0
ANIMAL HEALTH INTL INC COM 03525N109 735 174957 SH SOLE 174957 0 0
ANIXTER INTL INC COM 035290105 2306 33000 SH SOLE 31500 0 0
ANNALY CAP MGMT INC COM 035710409 5245 300575 SH SOLE 223675 0 0
ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 3178 2725000 PRN SOLE 0 0 0
ANSWERS CORP COM 03662X100 182 17534 SH SOLE 17534 0 0
ANTARES PHARMA INC COM 036642106 26 14700 SH SOLE 0 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 2147 302809 SH SOLE 234349 0 0
AOL INC COM 00184X105 596 30502 SH SOLE 30502 0 0
AON CORP COM 037389103 3030 57211 SH SOLE 57211 0 0
APAC CUSTOMER SERVICES INC COM 00185E106 1040 173000 SH SOLE 54800 0 0
APACHE CORP COM 037411105 7031 53706 SH SOLE 53506 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 434 17056 SH SOLE 17056 0 0
APOGEE ENTERPRISES INC COM 037598109 5418 410734 SH SOLE 337604 0 0
APOLLO GROUP INC CL A 037604105 38407 920820 SH SOLE 856120 0 0
APOLLO INVT CORP COM 03761U106 3749 310902 SH SOLE 250592 0 0
APPLE INC COM 037833100 66285 190228 SH SOLE 166328 0 0
APPLIED ENERGETICS INC COM 03819M106 16 24800 SH SOLE 0 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 10022 301313 SH SOLE 218813 0 0
APPLIED MATLS INC COM 038222105 1192 76300 SH SOLE 76300 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 1575 151700 SH SOLE 66600 0 0
APPROACH RESOURCES INC COM 03834A103 437 13000 SH SOLE 6500 0 0
APTARGROUP INC COM 038336103 767 15300 SH SOLE 15300 0 0
ARBITRON INC COM 03875Q108 436 10900 SH SOLE 5700 0 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 34775 23900000 PRN SOLE 0 0 0
ARCH CAP GROUP LTD ORD G0450A105 1508 15200 SH SOLE 15200 0 0
ARCH CHEMICALS INC COM 03937R102 2375 57100 SH SOLE 45700 0 0
ARCH COAL INC COM 039380100 10945 303700 SH SOLE 300800 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 6099 169377 SH SOLE 169377 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 5667 171525 SH SOLE 137084 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 1161 154400 SH SOLE 28900 0 0
ARIBA INC COM NEW 04033V203 454 13300 SH SOLE 11300 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 15363 332038 SH SOLE 315684 0 0
ARQULE INC COM 04269E107 75 10500 SH SOLE 4500 0 0
ARRIS GROUP INC COM 04269Q100 17061 1339189 SH SOLE 1242274 0 0
ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 4931 4550000 PRN SOLE 0 0 0
ARROW ELECTRS INC COM 042735100 8835 210954 SH SOLE 210954 0 0
ARTHROCARE CORP COM 043136100 357 10700 SH SOLE 7700 0 0
ARUBA NETWORKS INC COM 043176106 954 28200 SH SOLE 11000 0 0
ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 4515 4000000 PRN SOLE 0 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 229 12400 SH SOLE 6900 0 0
ASCENT MEDIA CORP COM SER A 043632108 215 4400 SH SOLE 2100 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 915 83006 SH SOLE 55006 0 0
ASHLAND INC NEW COM 044209104 32875 569162 SH SOLE 526262 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1342 48700 SH SOLE 48700 0 0
ASPEN TECHNOLOGY INC COM 045327103 349 23300 SH SOLE 12300 0 0
ASSOCIATED BANC CORP COM 045487105 3221 216900 SH SOLE 183200 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 615 38700 SH SOLE 20600 0 0
ASSURANT INC COM 04621X108 48117 1249471 SH SOLE 1179371 0 0
ASTORIA FINL CORP COM 046265104 7494 521484 SH SOLE 408600 0 0
AT&T INC COM 00206R102 78491 2565057 SH SOLE 2174157 0 0
ATHEROS COMMUNICATIONS INC COM 04743P108 46368 1038478 SH SOLE 1038478 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 16116 231150 SH SOLE 190540 0 0
ATLAS ENERGY LP COM UNITS LP 04930A104 714 31978 SH SOLE 31978 0 0
ATMEL CORP COM 049513104 15078 1106216 SH SOLE 1106216 0 0
ATMI INC COM 00207R101 793 42000 SH SOLE 30700 0 0
ATMOS ENERGY CORP COM 049560105 571 16756 SH SOLE 16756 0 0
ATP OIL & GAS CORP COM 00208J108 511 28200 SH SOLE 28200 0 0
AUSTRALIA ACQUISITION CORP SHS G06368107 7288 756000 SH SOLE 756000 0 0
AUTHENTIDATE HLDG CORP COM 052666104 793 1322977 SH SOLE 1322977 0 0
AUTOCHINA INTERNATIONAL LIMI SHS G06750106 2053 63067 SH SOLE 63067 0 0
AUTODESK INC COM 052769106 7746 175599 SH SOLE 175599 0 0
AUTOLIV INC COM 052800109 3511 47300 SH SOLE 47300 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1653 32225 SH SOLE 32225 0 0
AUTOZONE INC COM 053332102 6689 24450 SH SOLE 24450 0 0
AVALONBAY CMNTYS INC COM 053484101 4066 33859 SH SOLE 30459 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 203 49700 SH SOLE 25400 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 6914 6500000 PRN SOLE 0 0 0
AVERY DENNISON CORP COM 053611109 5157 122900 SH SOLE 119800 0 0
AVI BIOPHARMA INC COM 002346104 67 35900 SH SOLE 17800 0 0
AVID TECHNOLOGY INC COM 05367P100 214 9600 SH SOLE 5300 0 0
AVIS BUDGET GROUP COM 053774105 953 53231 SH SOLE 33500 0 0
AVISTA CORP COM 05379B107 898 38830 SH SOLE 38830 0 0
AVNET INC COM 053807103 16610 487248 SH SOLE 487248 0 0
AVON PRODS INC COM 054303102 867 32062 SH SOLE 32062 0 0
AVX CORP NEW COM 002444107 4388 294300 SH SOLE 207700 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 123 46500 SH SOLE 26600 0 0
AXIS CAPITAL HOLDINGS SHS G0692U109 1547 44300 SH SOLE 44300 0 0
AXT INC COM 00246W103 126 17600 SH SOLE 8900 0 0
B & G FOODS INC NEW COM 05508R106 3444 183500 SH SOLE 110800 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 6829 204596 SH SOLE 204596 0 0
BAIDU INC SPON ADR REP A 056752108 276 2000 SH SOLE 2000 0 0
BAKER HUGHES INC COM 057224107 2129 29000 SH SOLE 29000 0 0
BAKER MICHAEL CORP COM 057149106 432 14870 SH SOLE 12552 0 0
BALCHEM CORP COM 057665200 889 23700 SH SOLE 5500 0 0
BALL CORP COM 058498106 9601 267800 SH SOLE 256400 0 0
BALTIC TRADING LIMITED COM Y0553W103 748 82000 SH SOLE 82000 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 4956 238842 SH SOLE 65642 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1509 17400 SH SOLE 5200 0 0
BANK HAWAII CORP COM 062540109 21403 447566 SH SOLE 387487 0 0
BANK MUTUAL CORP NEW COM 063750103 1089 257553 SH SOLE 227777 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 381 6200 SH SOLE 6200 0 0
BANK OF AMERICA CORPORATION COM 060505104 26813 2011450 SH SOLE 1627250 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 4826 161576 SH SOLE 146576 0 0
BANK OF THE OZARKS INC COM 063904106 6063 138700 SH SOLE 96032 0 0
BARD C R INC COM 067383109 1321 13300 SH SOLE 13300 0 0
BARNES & NOBLE INC COM 067774109 321 34907 SH SOLE 23061 0 0
BARRETT BILL CORP COM 06846N104 990 24800 SH SOLE 24800 0 0
BARRICK GOLD CORP COM 067901108 753 14500 SH SOLE 14500 0 0
BASIC ENERGY SVCS INC NEW COM 06985P100 207 8100 SH SOLE 3700 0 0
BAXTER INTL INC COM 071813109 2355 43800 SH SOLE 43800 0 0
BCE INC COM NEW 05534B760 705 19400 SH SOLE 19400 0 0
BE AEROSPACE INC COM 073302101 1865 52500 SH SOLE 52500 0 0
BEAZER HOMES USA INC COM 07556Q105 508 111200 SH SOLE 111200 0 0
BEAZER HOMES USA INC NT SUB7.5%2013 07556Q402 883 36150 SH SOLE 36150 0 0
BEAZER HOMES USA INC UNIT 99/99/9999 07556Q501 2165 103975 SH SOLE 103975 0 0
BEBE STORES INC COM 075571109 1187 202900 SH SOLE 124600 0 0
BECKMAN COULTER INC COM 075811109 15757 189682 SH SOLE 189682 0 0
BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 40716 34143000 PRN SOLE 0 0 0
BECTON DICKINSON & CO COM 075887109 10711 134530 SH SOLE 132830 0 0
BED BATH & BEYOND INC COM 075896100 19531 404620 SH SOLE 374220 0 0
BELDEN INC COM 077454106 11506 306417 SH SOLE 227699 0 0
BELO CORP COM SER A 080555105 1881 213500 SH SOLE 89500 0 0
BENCHMARK ELECTRS INC COM 08160H101 17579 926668 SH SOLE 867124 0 0
BERKLEY W R CORP COM 084423102 432 13400 SH SOLE 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 18890 225872 SH SOLE 194772 0 0
BERRY PETE CO CL A 085789105 575 11400 SH SOLE 11400 0 0
BEST BUY INC COM 086516101 10025 349062 SH SOLE 346362 0 0
BGC PARTNERS INC CL A 05541T101 1956 210600 SH SOLE 82100 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 25422 319370 SH SOLE 319370 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 247 20700 SH SOLE 0 0 0
BIG LOTS INC COM 089302103 10618 244481 SH SOLE 244481 0 0
BIO RAD LABS INC CL A 090572207 3014 25085 SH SOLE 25085 0 0
BIOGEN IDEC INC COM 09062X103 18592 253332 SH SOLE 239532 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4343 172818 SH SOLE 172818 0 0
BIOMED REALTY TRUST INC COM 09063H107 5602 294506 SH SOLE 225829 0 0
BIONOVO INC COM NEW 090643206 63 95106 SH SOLE 95106 0 0
BJS RESTAURANTS INC COM 09180C106 354 9000 SH SOLE 4700 0 0
BJS WHOLESALE CLUB INC COM 05548J106 5435 111331 SH SOLE 111331 0 0
BLACK BOX CORP DEL COM 091826107 3077 87544 SH SOLE 65729 0 0
BLACKBAUD INC COM 09227Q100 539 19800 SH SOLE 0 0 0
BLACKROCK CORE BD TR SHS BEN INT 09249E101 2187 181078 SH SOLE 181078 0 0
BLACKROCK CORPOR HI YLD FD V COM 09255N102 1379 116078 SH SOLE 116078 0 0
BLACKROCK CORPOR HI YLD III COM 09255M104 817 114317 SH SOLE 114317 0 0
BLACKROCK CORPOR HIGH YLD FD COM 09255L106 139 19455 SH SOLE 19455 0 0
BLACKROCK CREDIT ALL IN TR I COM SHS 09249V103 1928 183126 SH SOLE 183126 0 0
BLACKROCK CREDIT ALL INC TR COM 092508100 3738 308445 SH SOLE 308445 0 0
BLACKROCK CREDIT ALL INC TR COM 09255H105 2829 287769 SH SOLE 287769 0 0
BLACKROCK DEBT STRAT FD INC COM 09255R103 184 46098 SH SOLE 46098 0 0
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