0001085146-12-000437.txt : 20120214
0001085146-12-000437.hdr.sgml : 20120214
20120214153545
ACCESSION NUMBER: 0001085146-12-000437
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120214
DATE AS OF CHANGE: 20120214
EFFECTIVENESS DATE: 20120214
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: 12608916
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
aqr4q2011.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: December 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 February 06, 2012
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 2226
Form 13F Information Table Value Total: $15,678,950 (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 225 15600 SH SOLE 8500 0 0
3M CO COM 88579Y101 7250 88703 SH SOLE 80403 0 0
8X8 INC NEW COM 282914100 166 52400 SH SOLE 33400 0 0
99 CENTS ONLY STORES COM 65440K106 57628 2625436 SH SOLE 2616936 0 0
AASTROM BIOSCIENCES INC COM NEW 00253U305 30 16500 SH SOLE 16500 0 0
ABBOTT LABS COM 002824100 55898 994103 SH SOLE 914403 0 0
ABERCROMBIE & FITCH CO CL A 002896207 738 15112 SH SOLE 15112 0 0
ABIOMED INC COM 003654100 3805 206000 SH SOLE 90300 0 0
ABOVENET INC COM 00374N107 416 6400 SH SOLE 3800 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 1198 32826 SH SOLE 11726 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 967 97000 SH SOLE 97000 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 714 35458 SH SOLE 21848 0 0
ACCELRYS INC COM 00430U103 91 13600 SH SOLE 7200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 35768 671950 SH SOLE 645650 0 0
ACCO BRANDS CORP COM 00081T108 557 57700 SH SOLE 39700 0 0
ACE LTD SHS H0023R105 31212 445118 SH SOLE 410618 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 283 37200 SH SOLE 22600 0 0
ACI WORLDWIDE INC COM 004498101 2883 100673 SH SOLE 44400 0 0
ACME PACKET INC COM 004764106 451 14600 SH SOLE 14600 0 0
ACTIVE POWER INC COM 00504W100 9 14200 SH SOLE 14200 0 0
ACTIVISION BLIZZARD INC COM 00507V109 20166 1636871 SH SOLE 1636871 0 0
ACTUANT CORP CL A NEW 00508X203 3801 167500 SH SOLE 167500 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 303 250000 PRN SOLE 0 0 0
ACTUATE CORP COM 00508B102 131 22400 SH SOLE 14700 0 0
ACUITY BRANDS INC COM 00508Y102 2215 41800 SH SOLE 37800 0 0
ACXIOM CORP COM 005125109 6591 539775 SH SOLE 532325 0 0
ADAMS EXPRESS CO COM 006212104 227 23536 SH SOLE 23536 0 0
ADTRAN INC COM 00738A106 223 7400 SH SOLE 7400 0 0
ADVANCE AMER CASH ADVANCE CT COM 00739W107 4092 457200 SH SOLE 257100 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 13120 188425 SH SOLE 188425 0 0
ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 18969 3281911 SH SOLE 3281911 0 0
ADVANCED ENERGY INDS COM 007973100 148 13800 SH SOLE 13800 0 0
ADVANCED MICRO DEVICES INC COM 007903107 88 16300 SH SOLE 16300 0 0
ADVENT CLAY GBL CONV SEC INC COM BENE INTER 007639107 470 74664 SH SOLE 74664 0 0
ADVENT CLAYMORE CV SECS & IN COM 00764C109 386 26189 SH SOLE 26189 0 0
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 104 11555 SH SOLE 11555 0 0
ADVISORY BRD CO COM 00762W107 505 6800 SH SOLE 4100 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 1832 89073 SH SOLE 89073 0 0
AEROPOSTALE COM 007865108 9754 639625 SH SOLE 633525 0 0
AEROVIRONMENT INC COM 008073108 469 14900 SH SOLE 5400 0 0
AES CORP COM 00130H105 15656 1322324 SH SOLE 1322324 0 0
AETNA INC NEW COM 00817Y108 15282 362208 SH SOLE 346708 0 0
AFC ENTERPRISES INC COM 00104Q107 150 10200 SH SOLE 5000 0 0
AFFORDABLE RESIDENTIAL CMNTY NOTE 7.500% 8/1 00828UAB9 1060 998000 PRN SOLE 0 0 0
AFFYMETRIX INC COM 00826T108 6406 1566200 SH SOLE 1230100 0 0
AFLAC INC COM 001055102 1876 43370 SH SOLE 43370 0 0
AGCO CORP COM 001084102 7461 173639 SH SOLE 173639 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 10524 301300 SH SOLE 301300 0 0
AGILYSYS INC COM 00847J105 135 17000 SH SOLE 10000 0 0
AGL RES INC COM 001204106 33621 795579 SH SOLE 779435 0 0
AGNICO EAGLE MINES LTD COM 008474108 1373 37800 SH SOLE 37800 0 0
AGREE REALTY CORP COM 008492100 3209 131615 SH SOLE 80723 0 0
AIR METHODS CORP COM PAR $.06 009128307 1309 15500 SH SOLE 5500 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 3389 718000 SH SOLE 485000 0 0
AIRCASTLE LTD COM G0129k104 4383 344600 SH SOLE 264000 0 0
AK STL HLDG CORP COM 001547108 4633 560907 SH SOLE 560907 0 0
AKORN INC COM 009728106 467 42000 SH SOLE 25800 0 0
ALASKA AIR GROUP INC COM 011659109 21086 280809 SH SOLE 252168 0 0
ALBANY INTL CORP CL A 012348108 4231 183000 SH SOLE 129000 0 0
ALBEMARLE CORP COM 012653101 3096 60100 SH SOLE 60100 0 0
ALCOA INC COM 013817101 18114 2094077 SH SOLE 2021577 0 0
ALCOA INC NOTE 5.250% 3/1 013817AT8 28204 18586000 PRN SOLE 0 0 0
ALERE INC COM 01449J105 345 14939 SH SOLE 14939 0 0
ALEXANDERS INC COM 014752109 557 1505 SH SOLE 109 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 7131 103400 SH SOLE 103400 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 5279 73838 SH SOLE 73838 0 0
ALEXZA PHARMACEUTICALS INC COM 015384100 52 62200 SH SOLE 62200 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 64573 46000000 PRN SOLE 0 0 0
ALLEGIANT TRAVEL CO COM 01748X102 373 7000 SH SOLE 4700 0 0
ALLERGAN INC COM 018490102 2272 25895 SH SOLE 25895 0 0
ALLETE INC COM NEW 018522300 441 10500 SH SOLE 7700 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 478 4600 SH SOLE 4600 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 4.750% 5/1 018581AC2 41856 18500000 PRN SOLE 0 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 4817 3500000 PRN SOLE 0 0 0
ALLIANCE ONE INTL INC NOTE 5.500% 7/1 018772AQ6 7322 9525000 PRN SOLE 0 0 0
ALLIANT ENERGY CORP COM 018802108 9099 206281 SH SOLE 206281 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 8597 150396 SH SOLE 148096 0 0
ALLIED NEVADA GOLD CORP COM 019344100 560 18500 SH SOLE 18500 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 2265 36000 SH SOLE 36000 0 0
ALLOS THERAPEUTICS INC COM 019777101 501 353100 SH SOLE 236400 0 0
ALLSTATE CORP COM 020002101 5209 190040 SH SOLE 168840 0 0
ALMOST FAMILY INC COM 020409108 3454 208300 SH SOLE 157600 0 0
ALON USA ENERGY INC COM 020520102 489 56100 SH SOLE 27600 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 1251 61233 SH SOLE 61233 0 0
ALTERA CORP COM 021441100 1329 35817 SH SOLE 35817 0 0
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 3519 148919 SH SOLE 98542 0 0
ALTRIA GROUP INC COM 02209S103 48858 1647809 SH SOLE 1471309 0 0
AMAZON COM INC COM 023135106 5645 32613 SH SOLE 32613 0 0
AMC NETWORKS INC CL A 00164V103 8551 227540 SH SOLE 227540 0 0
AMDOCS LTD ORD G02602103 391 13700 SH SOLE 13700 0 0
AMEDISYS INC COM 023436108 501 45955 SH SOLE 45955 0 0
AMERCO COM 023586100 831 9400 SH SOLE 5500 0 0
AMEREN CORP COM 023608102 8206 247678 SH SOLE 247678 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 2152 95200 SH SOLE 52800 0 0
AMERICAN ASSETS TR INC COM 024013104 2525 123100 SH SOLE 116600 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 2717 274700 SH SOLE 150900 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 2792 66541 SH SOLE 38041 0 0
AMERICAN CAP LTD COM 02503Y103 24838 3690632 SH SOLE 3690632 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 2892 103000 SH SOLE 103000 0 0
AMERICAN DENTAL PARTNERS COM 025353103 20750 1101941 SH SOLE 1101941 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 38368 2509346 SH SOLE 2470046 0 0
AMERICAN ELEC PWR INC COM 025537101 13216 319914 SH SOLE 319914 0 0
AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 11552 11452000 PRN SOLE 0 0 0
AMERICAN EXPRESS CO COM 025816109 5765 122212 SH SOLE 122212 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 50098 1358049 SH SOLE 1264649 0 0
AMERICAN GREETINGS CORP CL A 026375105 2917 233156 SH SOLE 170456 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 403 9300 SH SOLE 4800 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 220 9200 SH SOLE 6000 0 0
AMERICAN STS WTR CO COM 029899101 401 11500 SH SOLE 9200 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 323 87400 SH SOLE 87400 0 0
AMERICAN VANGUARD CORP COM 030371108 200 15000 SH SOLE 8800 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3154 98999 SH SOLE 98999 0 0
AMERICAS CAR MART INC COM 03062T105 200 5100 SH SOLE 3100 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 247 5376 SH SOLE 5376 0 0
AMERIGON INC COM 03070L300 183 12800 SH SOLE 8800 0 0
AMERIGROUP CORP COM 03073T102 2733 46251 SH SOLE 46251 0 0
AMERIPRISE FINL INC COM 03076C106 60926 1227366 SH SOLE 1163266 0 0
AMERISOURCEBERGEN CORP COM 03073E105 40571 1090902 SH SOLE 1089502 0 0
AMERISTAR CASINOS INC COM 03070Q101 1607 92945 SH SOLE 52600 0 0
AMETEK INC NEW COM 031100100 286 6800 SH SOLE 6800 0 0
AMGEN INC COM 031162100 82391 1283150 SH SOLE 1190250 0 0
AMGEN INC NOTE 0.375% 2/0 031162AQ3 11802 11700000 PRN SOLE 0 0 0
AMSURG CORP COM 03232P405 2760 106000 SH SOLE 86800 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 985 115800 SH SOLE 43500 0 0
AMTRUST FINANCIAL SERVICES I COM 032359309 1952 82200 SH SOLE 55267 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 319 28000 SH SOLE 28000 0 0
ANADARKO PETE CORP COM 032511107 1277 16733 SH SOLE 16733 0 0
ANADIGICS INC COM 032515108 212 97000 SH SOLE 51900 0 0
ANALOG DEVICES INC COM 032654105 2946 82346 SH SOLE 82346 0 0
ANALOGIC CORP COM PAR $0.05 032657207 321 5600 SH SOLE 4200 0 0
ANCESTRY COM INC COM 032803108 2482 108100 SH SOLE 71000 0 0
ANDERSONS INC COM 034164103 3315 75920 SH SOLE 57800 0 0
ANIXTER INTL INC COM 035290105 2156 36143 SH SOLE 36143 0 0
ANN INC COM 035623107 2094 84500 SH SOLE 39500 0 0
ANNALY CAP MGMT INC COM 035710409 7874 493375 SH SOLE 416475 0 0
ANSYS INC COM 03662Q105 361 6300 SH SOLE 6300 0 0
ANTARES PHARMA INC COM 036642106 1347 612400 SH SOLE 563900 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1428 227409 SH SOLE 158949 0 0
AON CORP COM 037389103 2344 50092 SH SOLE 50092 0 0
APACHE CORP COM 037411105 3347 36956 SH SOLE 36956 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1565 68298 SH SOLE 68298 0 0
APOGEE ENTERPRISES INC COM 037598109 1355 110530 SH SOLE 92400 0 0
APOLLO GROUP INC CL A 037604105 50347 934598 SH SOLE 892698 0 0
APOLLO INVT CORP COM 03761U106 1587 246402 SH SOLE 186092 0 0
APOLLO SR FLOATING RATE FD I COM 037636107 1271 79380 SH SOLE 79380 0 0
APPLE INC COM 037833100 132475 327099 SH SOLE 291199 0 0
APPLIED ENERGETICS INC COM 03819M106 2 24400 SH SOLE 0 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 8916 253513 SH SOLE 184213 0 0
APPLIED MATLS INC COM 038222105 16741 1563107 SH SOLE 1563107 0 0
APPROACH RESOURCES INC COM 03834A103 406 13800 SH SOLE 8100 0 0
APRICUS BIOSCIENCES INC COM 03832V109 55 10700 SH SOLE 7900 0 0
APTARGROUP INC COM 038336103 876 16800 SH SOLE 16800 0 0
ARBITRON INC COM 03875Q108 327 9500 SH SOLE 5000 0 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 18553 17565000 PRN SOLE 0 0 0
ARCH CAP GROUP LTD ORD G0450A105 1977 53100 SH SOLE 53100 0 0
ARCH COAL INC COM 039380100 1138 78400 SH SOLE 78400 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 11459 400647 SH SOLE 386747 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 5151 5100000 PRN SOLE 0 0 0
ARCTIC CAT INC COM 039670104 300 13300 SH SOLE 8600 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 4759 164343 SH SOLE 116102 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 5920 483300 SH SOLE 439900 0 0
ARIBA INC COM NEW 04033V203 1716 61100 SH SOLE 61100 0 0
ARKANSAS BEST CORP DEL COM 040790107 1033 53600 SH SOLE 46300 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 8770 199920 SH SOLE 194955 0 0
ARQULE INC COM 04269E107 72 12700 SH SOLE 6200 0 0
ARRIS GROUP INC COM 04269Q100 166 15342 SH SOLE 15342 0 0
ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 4584 4550000 PRN SOLE 0 0 0
ARROW ELECTRS INC COM 042735100 5102 136376 SH SOLE 136376 0 0
ARTHROCARE CORP COM 043136100 2522 79600 SH SOLE 41800 0 0
ARUBA NETWORKS INC COM 043176106 854 46100 SH SOLE 46100 0 0
ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 1856 2500000 PRN SOLE 0 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 3378 156700 SH SOLE 117600 0 0
ASCENA RETAIL GROUP INC COM 04351G101 1248 42000 SH SOLE 39700 0 0
ASCENT CAP GROUP INC COM SER A 043632108 421 8300 SH SOLE 4800 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1362 170300 SH SOLE 170300 0 0
ASHLAND INC NEW COM 044209104 1956 34216 SH SOLE 34216 0 0
ASPEN TECHNOLOGY INC COM 045327103 1371 79000 SH SOLE 21200 0 0
ASSOCIATED BANC CORP COM 045487105 2051 183626 SH SOLE 163926 0 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 28 23450 SH SOLE 23450 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 5986 375300 SH SOLE 324200 0 0
ASSURANT INC COM 04621X108 68005 1656244 SH SOLE 1561044 0 0
ASTEC INDS INC COM 046224101 380 11800 SH SOLE 8300 0 0
ASTORIA FINL CORP COM 046265104 1408 165800 SH SOLE 165800 0 0
ASTRONICS CORP COM 046433108 308 8600 SH SOLE 5400 0 0
AT&T INC COM 00206R102 117706 3892384 SH SOLE 3467184 0 0
ATHENAHEALTH INC COM 04685W103 678 13800 SH SOLE 7600 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 5466 142238 SH SOLE 101328 0 0
ATLAS ENERGY LP COM UNITS LP 04930A104 769 31631 SH SOLE 31631 0 0
ATMEL CORP COM 049513104 3828 472595 SH SOLE 472595 0 0
ATMI INC COM 00207R101 1006 50200 SH SOLE 36900 0 0
ATMOS ENERGY CORP COM 049560105 1759 52739 SH SOLE 52739 0 0
ATP OIL & GAS CORP COM 00208J108 1030 140000 SH SOLE 107000 0 0
ATWOOD OCEANICS INC COM 050095108 520 13077 SH SOLE 13077 0 0
AUSTRALIA ACQUISITION CORP SHS G06368107 7401 756000 SH SOLE 756000 0 0
AUTHENTEC INC COM 052660107 45 14000 SH SOLE 10100 0 0
AUTODESK INC COM 052769106 6378 210300 SH SOLE 210300 0 0
AUTOLIV INC COM 052800109 6276 117334 SH SOLE 113334 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 4568 84578 SH SOLE 84578 0 0
AUTONATION INC COM 05329W102 678 18381 SH SOLE 18381 0 0
AUTOZONE INC COM 053332102 30003 92324 SH SOLE 92324 0 0
AVALONBAY CMNTYS INC COM 053484101 5069 38814 SH SOLE 35414 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 5883 6500000 PRN SOLE 0 0 0
AVENUE INCOME CR STRATEGIES COM 05358E106 156 10111 SH SOLE 10111 0 0
AVEO PHARMACEUTICALS INC COM 053588109 800 46500 SH SOLE 7800 0 0
AVERY DENNISON CORP COM 053611109 6298 219600 SH SOLE 191400 0 0
AVI BIOPHARMA INC COM 002346104 639 857500 SH SOLE 857500 0 0
AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 35491 34625000 PRN SOLE 0 0 0
AVISTA CORP COM 05379B107 1614 62666 SH SOLE 50166 0 0
AVNET INC COM 053807103 16431 528484 SH SOLE 528484 0 0
AVON PRODS INC COM 054303102 6717 384462 SH SOLE 384462 0 0
AVX CORP NEW COM 002444107 3751 294000 SH SOLE 214000 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 53 40100 SH SOLE 25300 0 0
B & G FOODS INC NEW COM 05508R106 8104 336700 SH SOLE 176200 0 0
BAIDU INC SPON ADR REP A 056752108 1444 12400 SH SOLE 12400 0 0
BAKER HUGHES INC COM 057224107 7942 163276 SH SOLE 155576 0 0
BALCHEM CORP COM 057665200 1188 29300 SH SOLE 8500 0 0
BALL CORP COM 058498106 825 23100 SH SOLE 23100 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 5507 330142 SH SOLE 156942 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1317 17400 SH SOLE 5200 0 0
BANCORP RHODE ISLAND INC COM 059690107 9047 227875 SH SOLE 226875 0 0
BANK HAWAII CORP COM 062540109 5271 118472 SH SOLE 101187 0 0
BANK MONTREAL QUE COM 063671101 2028 37000 SH SOLE 37000 0 0
BANK MUTUAL CORP NEW COM 063750103 187 58710 SH SOLE 53434 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 1893 38000 SH SOLE 38000 0 0
BANK OF AMERICA CORPORATION COM 060505104 9629 1731924 SH SOLE 1569724 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 5496 276048 SH SOLE 276048 0 0
BANK OF THE OZARKS INC COM 063904106 5076 171300 SH SOLE 101464 0 0
BANKRATE INC DEL COM 06647F102 3878 180351 SH SOLE 180351 0 0
BANNER CORP COM NEW 06652V208 182 10600 SH SOLE 6300 0 0
BARD C R INC COM 067383109 2585 30236 SH SOLE 30236 0 0
BARNES & NOBLE INC COM 067774109 6505 449229 SH SOLE 410229 0 0
BARNES GROUP INC COM 067806109 485 20112 SH SOLE 11912 0 0
BARRETT BILL CORP COM 06846N104 658 19313 SH SOLE 19313 0 0
BARRICK GOLD CORP COM 067901108 317 7000 SH SOLE 7000 0 0
BASIC ENERGY SVCS INC NEW COM 06985P100 392 19900 SH SOLE 10100 0 0
BAXTER INTL INC COM 071813109 7783 157301 SH SOLE 157301 0 0
BB&T CORP COM 054937107 415 16506 SH SOLE 16506 0 0
BBCN BANCORP INC COM 073295107 10388 1099285 SH SOLE 1058285 0 0
BCE INC COM NEW 05534B760 3242 77800 SH SOLE 77800 0 0
BEACON ROOFING SUPPLY INC COM 073685109 277 13700 SH SOLE 7000 0 0
BEAM INC COM 073730103 7618 148694 SH SOLE 148694 0 0
BEAZER HOMES USA INC COM 07556Q105 364 146900 SH SOLE 146900 0 0
BEAZER HOMES USA INC NT SUB7.5%2013 07556Q402 541 41150 SH SOLE 41150 0 0
BEAZER HOMES USA INC UNIT 99/99/9999 07556Q501 1231 103975 SH SOLE 103975 0 0
BEBE STORES INC COM 075571109 197 23600 SH SOLE 15600 0 0
BECTON DICKINSON & CO COM 075887109 12838 171817 SH SOLE 170117 0 0
BED BATH & BEYOND INC COM 075896100 33177 572318 SH SOLE 545218 0 0
BELDEN INC COM 077454106 8639 259581 SH SOLE 202063 0 0
BENCHMARK ELECTRS INC COM 08160H101 7375 547516 SH SOLE 547516 0 0
BERKLEY W R CORP COM 084423102 510 14827 SH SOLE 14827 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 23757 311360 SH SOLE 280260 0 0
BEST BUY INC COM 086516101 29833 1276571 SH SOLE 1205871 0 0
BGC PARTNERS INC CL A 05541T101 1675 282000 SH SOLE 125900 0 0
BIG LOTS INC COM 089302103 24684 653700 SH SOLE 630200 0 0
BIGLARI HLDGS INC COM 08986R101 3108 8440 SH SOLE 5240 0 0
BIO RAD LABS INC CL A 090572207 2987 31105 SH SOLE 31105 0 0
BIOGEN IDEC INC COM 09062X103 42455 385780 SH SOLE 384280 0 0
BIOLASE TECHNOLOGY INC COM 090911108 192 74540 SH SOLE 68040 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 835 24300 SH SOLE 24300 0 0
BIOMED REALTY TRUST INC COM 09063H107 6822 377329 SH SOLE 315052 0 0
BIOSANTE PHARMACEUTICALS INC COM NEW 09065V203 166 329900 SH SOLE 222400 0 0
BIOSCRIP INC COM 09069N108 385 70500 SH SOLE 33100 0 0
BJS RESTAURANTS INC COM 09180C106 571 12600 SH SOLE 7200 0 0
BLACK BOX CORP DEL COM 091826107 2009 71644 SH SOLE 49229 0 0
BLACK HILLS CORP COM 092113109 343 10200 SH SOLE 7700 0 0
BLACKBAUD INC COM 09227Q100 385 13900 SH SOLE 6500 0 0
BLACKROCK CORE BD TR SHS BEN INT 09249E101 3473 256861 SH SOLE 256861 0 0
BLACKROCK CORPOR HI YLD FD V COM 09255N102 127 10893 SH SOLE 10893 0 0
BLACKROCK CORPOR HI YLD III COM 09255M104 303 42813 SH SOLE 42813 0 0
BLACKROCK CREDIT ALL IN TR I COM SHS 09249V103 2488 236088 SH SOLE 236088 0 0
BLACKROCK CREDIT ALL INC TR COM 092508100 4154 341858 SH SOLE 341858 0 0
BLACKROCK CREDIT ALL INC TR COM 09255H105 3786 385148 SH SOLE 385148 0 0
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