0001085146-13-001496.txt : 20130814 0001085146-13-001496.hdr.sgml : 20130814 20130814131739 ACCESSION NUMBER: 0001085146-13-001496 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130814 DATE AS OF CHANGE: 20130814 EFFECTIVENESS DATE: 20130814 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: 131036600 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 primary_doc.xml 13F-HR LIVE false true false 0001167557 XXXXXXXX 06-30-2013 06-30-2013 false AQR CAPITAL MANAGEMENT LLC

TWO GREENWICH PLAZA 3RD FLOOR GREENWICH CT 06830

13F HOLDINGS REPORT 028-10120 N Clifford S. Asness 203-742-3600 /s/ Clifford S. Asness Greenwich CT 08-14-2013 1 2329 28175717 01 0001167456 028-10114 CNH PARTNERS LLC INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 1 800 FLOWERS COM CL A 68243Q106 90 14600 SH SOLE 9100 0 0 3-D SYS CORP DEL COM NEW 88554D205 2353 53593 SH SOLE 53593 0 0 3-D SYS CORP DEL NOTE 5.500%12/1 88554DAB2 6394 2075000 PRN SOLE 0 0 0 3M CO COM 88579Y101 59770 546597 SH SOLE 511797 0 0 8X8 INC NEW COM 282914100 848 102852 SH SOLE 72352 0 0 AAON INC COM PAR $0.004 000360206 564 17049 SH SOLE 14749 0 0 AAR CORP COM 000361105 1042 47400 SH SOLE 17900 0 0 AARONS INC COM PAR $0.50 002535300 739 26393 SH SOLE 26393 0 0 ABAXIS INC COM 002567105 682 14357 SH SOLE 9657 0 0 ABBOTT LABS COM 002824100 152570 4374153 SH SOLE 4049953 0 0 ABERCROMBIE & FITCH CO CL A 002896207 15478 342059 SH SOLE 342059 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 373 16700 SH SOLE 8700 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 1391 42076 SH SOLE 25576 0 0 ACADIA PHARMACEUTICALS INC COM 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0 0 KELLY SVCS INC CL A 488152208 1568 89770 SH SOLE 63170 0 0 KEMET CORP COM NEW 488360207 2034 494999 SH SOLE 391599 0 0 KEMPER CORP DEL COM 488401100 868 25336 SH SOLE 23336 0 0 KENNAMETAL INC COM 489170100 415 10700 SH SOLE 10700 0 0 KERYX BIOPHARMACEUTICALS INC COM 492515101 833 111579 SH SOLE 72079 0 0 KEY ENERGY SVCS INC COM 492914106 406 68198 SH SOLE 68198 0 0 KEYCORP NEW COM 493267108 136845 12395419 SH SOLE 11637719 0 0 KEYCORP NEW PFD 7.75% SR A 493267405 3119 25000 SH SOLE 25000 0 0 KEYNOTE SYS INC COM 493308100 1849 93576 SH SOLE 91576 0 0 KEYW HLDG CORP COM 493723100 472 35619 SH SOLE 22719 0 0 KFORCE INC COM 493732101 6696 458651 SH SOLE 268651 0 0 KILROY RLTY CORP COM 49427F108 753 14200 SH SOLE 14200 0 0 KIMBERLY CLARK CORP COM 494368103 141323 1454840 SH SOLE 1381740 0 0 KIMCO RLTY CORP COM 49446R109 7958 371341 SH SOLE 347141 0 0 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 636 7451 SH SOLE 7451 0 0 KINDER MORGAN INC DEL COM 49456B101 3365 88207 SH SOLE 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SOLUTIO COM NEW 50077B207 571 88092 SH SOLE 88092 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 7342 420725 SH SOLE 229125 0 0 KROGER CO COM 501044101 41408 1198835 SH SOLE 1198835 0 0 KT CORP SPONSORED ADR 48268K101 14858 957321 SH SOLE 934921 0 0 KULICKE & SOFFA INDS INC COM 501242101 6081 549824 SH SOLE 549824 0 0 L BRANDS INC COM 501797104 3612 73339 SH SOLE 73339 0 0 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 19084 18675000 PRN SOLE 0 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 34972 407880 SH SOLE 385280 0 0 LA Z BOY INC COM 505336107 6991 344875 SH SOLE 338475 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1529 15276 SH SOLE 15276 0 0 LACLEDE GROUP INC COM 505597104 5131 112379 SH SOLE 69302 0 0 LAKELAND FINL CORP COM 511656100 353 12716 SH SOLE 7716 0 0 LAM RESEARCH CORP COM 512807108 947 21353 SH SOLE 21353 0 0 LAMAR ADVERTISING CO CL A 512815101 686 15800 SH SOLE 15800 0 0 LANCASTER COLONY CORP COM 513847103 7102 91063 SH SOLE 45226 0 0 LANDSTAR SYS INC COM 515098101 4617 89641 SH SOLE 89641 0 0 LAS VEGAS SANDS CORP COM 517834107 1602 30269 SH SOLE 30269 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2112 85487 SH SOLE 76454 0 0 LAUDER ESTEE COS INC CL A 518439104 6320 96086 SH SOLE 96086 0 0 LAYNE CHRISTENSEN CO COM 521050104 365 18700 SH SOLE 0 0 0 LAZARD GLB TTL RET&INCM FD I COM 52106W103 314 19239 SH SOLE 19239 0 0 LCA-VISION INC COM PAR $.001 501803308 120 10551 SH SOLE 10551 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 248 36900 SH SOLE 36900 0 0 LEAPFROG ENTERPRISES INC CL A 52186N106 145 14701 SH SOLE 6401 0 0 LEAR CORP COM NEW 521865204 2822 46668 SH SOLE 46668 0 0 LEGG MASON INC COM 524901105 3451 111300 SH SOLE 111300 0 0 LEGGETT & PLATT INC COM 524660107 830 26700 SH SOLE 26700 0 0 LENDER PROCESSING SVCS INC COM 52602E102 52397 1619700 SH SOLE 1619700 0 0 LENNAR CORP CL A 526057104 3233 89712 SH SOLE 89712 0 0 LENNAR CORP CL B 526057302 251 8871 SH SOLE 8871 0 0 LENNOX INTL INC COM 526107107 3693 57220 SH SOLE 57220 0 0 LEUCADIA NATL CORP COM 527288104 20667 788200 SH SOLE 747500 0 0 LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 12944 10207000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 4240 201122 SH SOLE 201122 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 5441 4655000 PRN SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 6.500%10/0 52729NBR0 35504 25927000 PRN SOLE 0 0 0 LEXINGTON REALTY TRUST COM 529043101 4074 348766 SH SOLE 288166 0 0 LEXMARK INTL NEW CL A 529771107 12601 412200 SH SOLE 412200 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 2214 186500 SH SOLE 186500 0 0 LHC GROUP INC COM 50187A107 4186 213775 SH SOLE 115375 0 0 LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 1068 46400 SH SOLE 46400 0 0 LIBERTY PPTY TR SH BEN INT 531172104 2279 61650 SH SOLE 61650 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 62945 850497 SH SOLE 840797 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 8475 173529 SH SOLE 173529 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 486 12979 SH SOLE 8579 0 0 LILLY ELI & CO COM 532457108 190502 3878291 SH SOLE 3639691 0 0 LIMELIGHT NETWORKS INC COM 53261M104 2280 1013540 SH SOLE 535640 0 0 LIN TV CORP CL A 532774106 1083 70814 SH SOLE 55514 0 0 LINCOLN EDL SVCS CORP COM 533535100 142 27000 SH SOLE 17600 0 0 LINCOLN ELEC HLDGS INC COM 533900106 1140 19902 SH SOLE 19902 0 0 LINCOLN NATL CORP IND COM 534187109 42745 1172062 SH SOLE 1153262 0 0 LINCOLN NATL CORP IND *W EXP 07/10/201 534187117 3976 147550 SH SOLE 147550 0 0 LINDSAY CORP COM 535555106 697 9300 SH SOLE 2900 0 0 LINEAR TECHNOLOGY CORP COM 535678106 990 26864 SH SOLE 26864 0 0 LINKEDIN CORP COM CL A 53578A108 2722 15265 SH SOLE 15265 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 31 10600 SH SOLE 0 0 0 LIONS GATE ENTMNT CORP COM NEW 535919203 621 22598 SH SOLE 2998 0 0 LITHIA MTRS INC CL A 536797103 1880 35269 SH SOLE 27469 0 0 LITTELFUSE INC COM 537008104 1119 15000 SH SOLE 9100 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 3666 236500 SH SOLE 195000 0 0 LIVEPERSON INC COM 538146101 230 25697 SH SOLE 20697 0 0 LKQ CORP COM 501889208 3458 134302 SH SOLE 134302 0 0 LOCKHEED MARTIN CORP COM 539830109 5358 49404 SH SOLE 49404 0 0 LOEWS CORP COM 540424108 32133 723720 SH SOLE 701820 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 8002 133413 SH SOLE 93613 0 0 LORILLARD INC COM 544147101 930 21299 SH SOLE 21299 0 0 LOUISIANA PAC CORP COM 546347105 1182 79909 SH SOLE 79509 0 0 LOWES COS INC COM 548661107 72192 1765086 SH SOLE 1721386 0 0 LSB INDS INC COM 502160104 775 25479 SH SOLE 8379 0 0 LSI CORPORATION COM 502161102 43936 6153472 SH SOLE 6153472 0 0 LTC PPTYS INC COM 502175102 9679 247863 SH SOLE 167876 0 0 LTX-CREDENCE CORP COM NEW 502403207 3044 508114 SH SOLE 319581 0 0 LUFKIN INDS INC COM 549764108 19830 224145 SH SOLE 219745 0 0 LULULEMON ATHLETICA INC COM 550021109 1500 22900 SH SOLE 22900 0 0 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1838 23605 SH SOLE 16905 0 0 LYDALL INC DEL COM 550819106 200 13699 SH SOLE 9299 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 197937 2987277 SH SOLE 2802377 0 0 M & T BK CORP COM 55261F104 40259 360262 SH SOLE 340562 0 0 M D C HLDGS INC COM 552676108 1667 51279 SH SOLE 37579 0 0 M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 3652 2975000 PRN SOLE 0 0 0 M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 3118 3000000 PRN SOLE 0 0 0 M/I HOMES INC COM 55305B101 1373 59786 SH SOLE 19586 0 0 MACERICH CO COM 554382101 6486 106388 SH SOLE 99088 0 0 MACK CALI RLTY CORP COM 554489104 1099 44872 SH SOLE 44872 0 0 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 457 8548 SH SOLE 6648 0 0 MACYS INC COM 55616P104 90867 1893055 SH SOLE 1796955 0 0 MADDEN STEVEN LTD COM 556269108 1095 22632 SH SOLE 22632 0 0 MADISON CVRED CALL & EQ STR COM 557437100 1087 137018 SH SOLE 137018 0 0 MADISON SQUARE GARDEN CO CL A 55826P100 1036 17491 SH SOLE 17491 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 11013 196373 SH SOLE 185936 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 474 8690 SH SOLE 8690 0 0 MAGICJACK VOCALTEC LTD SHS M6787E101 844 59500 SH SOLE 25300 0 0 MAGNA INTL INC COM 559222401 2984 41900 SH SOLE 41900 0 0 MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 519 28400 SH SOLE 28400 0 0 MAGNUM HUNTER RES CORP DEL COM 55973B102 123 33600 SH SOLE 0 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 291 25947 SH SOLE 16147 0 0 MAIDENFORM BRANDS INC COM 560305104 751 43332 SH SOLE 16532 0 0 MAIN STREET CAPITAL CORP COM 56035L104 679 24517 SH SOLE 13917 0 0 MANHATTAN ASSOCS INC COM 562750109 6591 85416 SH SOLE 41809 0 0 MANITOWOC INC COM 563571108 726 40544 SH SOLE 40544 0 0 MANNKIND CORP COM 56400P201 2097 322572 SH SOLE 244672 0 0 MANNKIND CORP NOTE 3.750%12/1 56400PAA0 1808 1850000 PRN SOLE 0 0 0 MANNKIND CORP NOTE 5.750% 8/1 56400PAC6 5852 5320000 PRN SOLE 0 0 0 MANPOWERGROUP INC COM 56418H100 43721 797826 SH SOLE 797826 0 0 MANULIFE FINL CORP COM 56501R106 4428 276400 SH SOLE 276400 0 0 MARATHON OIL CORP COM 565849106 115168 3330468 SH SOLE 3121568 0 0 MARATHON PETE CORP COM 56585A102 15778 222033 SH SOLE 222033 0 0 MARKEL CORP COM 570535104 517 981 SH SOLE 598 0 0 MARKET LEADER INC COM 57056R103 1638 153049 SH SOLE 153049 0 0 MARKETAXESS HLDGS INC COM 57060D108 474 10148 SH SOLE 6448 0 0 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 489 7314 SH SOLE 7314 0 0 MARRIOTT INTL INC NEW CL A 571903202 510 12628 SH SOLE 12628 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 4156 96124 SH SOLE 52124 0 0 MARSH & MCLENNAN COS INC COM 571748102 6687 167501 SH SOLE 167501 0 0 MARTEN TRANS LTD COM 573075108 164 10446 SH SOLE 7596 0 0 MARTIN MARIETTA MATLS INC COM 573284106 482 4900 SH SOLE 4900 0 0 MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 367 8334 SH SOLE 8334 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 86725 7406093 SH SOLE 6867793 0 0 MASCO CORP COM 574599106 6379 327300 SH SOLE 327300 0 0 MASTEC INC COM 576323109 428 12995 SH SOLE 8795 0 0 MASTEC INC NOTE 4.000% 6/1 576323AL3 6845 3250000 PRN SOLE 0 0 0 MASTEC INC NOTE 4.250%12/1 576323AM1 14028 6500000 PRN SOLE 0 0 0 MASTERCARD INC CL A 57636Q104 9923 17273 SH SOLE 17173 0 0 MATERION CORP COM 576690101 1087 40119 SH SOLE 24919 0 0 MATTEL INC COM 577081102 23199 512002 SH SOLE 512002 0 0 MATTSON TECHNOLOGY INC COM 577223100 52 23900 SH SOLE 0 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 19158 689631 SH SOLE 648931 0 0 MAXIMUS INC COM 577933104 2537 34058 SH SOLE 25070 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 247 34500 SH SOLE 1200 0 0 MB FINANCIAL INC NEW COM 55264U108 1889 70497 SH SOLE 32397 0 0 MCCORMICK & CO INC COM NON VTG 579780206 12608 179186 SH SOLE 179186 0 0 MCDERMOTT INTL INC COM 580037109 10160 1242026 SH SOLE 1242026 0 0 MCDONALDS CORP COM 580135101 20041 202430 SH SOLE 189430 0 0 MCEWEN MNG INC COM 58039P107 103 61048 SH SOLE 3600 0 0 MCG CAPITAL CORP COM 58047P107 1368 262506 SH SOLE 242806 0 0 MCGRATH RENTCORP COM 580589109 286 8383 SH SOLE 4483 0 0 MCGRAW HILL FINL INC COM 580645109 12672 238240 SH SOLE 233540 0 0 MCKESSON CORP COM 58155Q103 84494 737940 SH SOLE 690540 0 0 MDU RES GROUP INC COM 552690109 4173 161045 SH SOLE 161045 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 14527 183351 SH SOLE 183351 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 246 30606 SH SOLE 30606 0 0 MEADWESTVACO CORP COM 583334107 7432 217897 SH SOLE 212297 0 0 MEASUREMENT SPECIALTIES INC COM 583421102 356 7659 SH SOLE 3959 0 0 MECHEL OAO SPONSORED ADR 583840103 39 13400 SH SOLE 13400 0 0 MEDALLION FINL CORP COM 583928106 179 12891 SH SOLE 7891 0 0 MEDASSETS INC COM 584045108 879 49539 SH SOLE 22739 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 2862 199871 SH SOLE 144771 0 0 MEDICINES CO COM 584688105 2236 72707 SH SOLE 36807 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 1430 18459 SH SOLE 10959 0 0 MEDIFAST INC COM 58470H101 4755 184603 SH SOLE 91703 0 0 MEDIVATION INC COM 58501N101 1973 40104 SH SOLE 40104 0 0 MEDLEY CAP CORP COM 58503F106 666 49026 SH SOLE 28826 0 0 MEDTRONIC INC COM 585055106 116663 2266615 SH SOLE 2065415 0 0 MEMSIC INC COM 586264103 3661 892920 SH SOLE 892920 0 0 MENS WEARHOUSE INC COM 587118100 1455 38430 SH SOLE 38430 0 0 MENTOR GRAPHICS CORP COM 587200106 4030 206159 SH SOLE 159559 0 0 MERCADOLIBRE INC COM 58733R102 345 3200 SH SOLE 3200 0 0 MERCK & CO INC NEW COM 58933Y105 155197 3341167 SH SOLE 2989367 0 0 MEREDITH CORP COM 589433101 735 15400 SH SOLE 9400 0 0 MERGE HEALTHCARE INC COM 589499102 168 46546 SH SOLE 30746 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 227 10540 SH SOLE 10540 0 0 MERIT MED SYS INC COM 589889104 197 17651 SH SOLE 16551 0 0 MERITAGE HOMES CORP COM 59001A102 1207 27848 SH SOLE 18548 0 0 MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 3418 3100000 PRN SOLE 0 0 0 MERITOR INC COM 59001K100 4366 619226 SH SOLE 361326 0 0 MERU NETWORKS INC COM 59047Q103 95 23689 SH SOLE 15689 0 0 MET PRO CORP COM 590876306 16710 1243314 SH SOLE 1243314 0 0 METHODE ELECTRS INC COM 591520200 1278 75146 SH SOLE 67646 0 0 METLIFE INC COM 59156R108 56331 1231002 SH SOLE 1062902 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 2312 11491 SH SOLE 11491 0 0 MFA FINL INC COM 55272X102 1085 128417 SH SOLE 128417 0 0 MGE ENERGY INC COM 55277P104 1322 24144 SH SOLE 13844 0 0 MGIC INVT CORP WIS COM 552848103 5384 887050 SH SOLE 705550 0 0 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 11066 10750000 PRN SOLE 0 0 0 MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 13536 11900000 PRN SOLE 0 0 0 MGM RESORTS INTERNATIONAL COM 552953101 5072 343200 SH SOLE 343200 0 0 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 9732 8675000 PRN SOLE 0 0 0 MICREL INC COM 594793101 272 27500 SH SOLE 0 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1013 27200 SH SOLE 27200 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 59928 41170000 PRN SOLE 0 0 0 MICRON TECHNOLOGY INC COM 595112103 16544 1154526 SH SOLE 1154526 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 40387 35350000 PRN SOLE 0 0 0 MICRON TECHNOLOGY INC NOTE 1.500% 8/0 595112AQ6 770 500000 PRN SOLE 0 0 0 MICROS SYS INC COM 594901100 292 6765 SH SOLE 6765 0 0 MICROSOFT CORP COM 594918104 209610 6070369 SH SOLE 5640669 0 0 MICROSTRATEGY INC CL A NEW 594972408 611 7026 SH SOLE 7026 0 0 MID-AMER APT CMNTYS INC COM 59522J103 939 13851 SH SOLE 13851 0 0 MIDDLEBY CORP COM 596278101 231 1356 SH SOLE 1356 0 0 MILLER HERMAN INC COM 600544100 1493 55139 SH SOLE 46539 0 0 MINE SAFETY APPLIANCES CO COM 602720104 1115 23961 SH SOLE 6661 0 0 MINERALS TECHNOLOGIES INC COM 603158106 8950 216493 SH SOLE 134159 0 0 MINES MGMT INC COM 603432105 11 20000 SH SOLE 20000 0 0 MISTRAS GROUP INC COM 60649T107 350 19936 SH SOLE 10336 0 0 MITCHAM INDS INC COM 606501104 2221 132362 SH SOLE 81762 0 0 MITEK SYS INC COM NEW 606710200 224 38803 SH SOLE 17103 0 0 MKS INSTRUMENT INC COM 55306N104 21363 804937 SH SOLE 793437 0 0 MOBILE MINI INC COM 60740F105 978 29500 SH SOLE 18000 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 824 43530 SH SOLE 43530 0 0 MODINE MFG CO COM 607828100 3080 283050 SH SOLE 151750 0 0 MOHAWK INDS INC COM 608190104 19882 176749 SH SOLE 176749 0 0 MOLEX INC COM 608554101 3684 125579 SH SOLE 125579 0 0 MOLEX INC CL A 608554200 3688 148347 SH SOLE 148347 0 0 MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 1289 1000000 PRN SOLE 0 0 0 MOLSON COORS BREWING CO CL B 60871R209 1393 29100 SH SOLE 29100 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 7772 516084 SH SOLE 358184 0 0 MONDELEZ INTL INC CL A 609207105 46545 1631457 SH SOLE 1485057 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 166 16835 SH SOLE 11035 0 0 MONOLITHIC PWR SYS INC COM 609839105 602 24976 SH SOLE 13076 0 0 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 1326 52188 SH SOLE 19688 0 0 MONSANTO CO NEW COM 61166W101 108033 1093450 SH SOLE 1020550 0 0 MONSTER BEVERAGE CORP COM 611740101 1040 17117 SH SOLE 17117 0 0 MONSTER WORLDWIDE INC COM 611742107 385 78352 SH SOLE 78352 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 12773 510713 SH SOLE 326022 0 0 MOODYS CORP COM 615369105 2897 47542 SH SOLE 47542 0 0 MORGAN STANLEY COM NEW 617446448 12886 527479 SH SOLE 527479 0 0 MORGAN STANLEY TRUSTS INCOME SECS INC 61745P874 1254 73653 SH 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SH SOLE 6900 0 0 QUALCOMM INC COM 747525103 9227 151069 SH SOLE 151069 0 0 QUALITY DISTR INC FLA COM 74756M102 163 18453 SH SOLE 12153 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 527 31322 SH SOLE 27922 0 0 QUANTA SVCS INC COM 74762E102 2937 110997 SH SOLE 110997 0 0 QUANTUM CORP COM DSSG 747906204 1320 963404 SH SOLE 490904 0 0 QUEST DIAGNOSTICS INC COM 74834L100 4577 75489 SH SOLE 71489 0 0 QUESTAR CORP COM 748356102 1906 79903 SH SOLE 79903 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 2288 50326 SH SOLE 50326 0 0 QUICKSILVER RESOURCES INC COM 74837R104 4005 2383800 SH SOLE 2142200 0 0 QUIDEL CORP COM 74838J101 383 15003 SH SOLE 9803 0 0 QUIKSILVER INC COM 74838C106 1157 179726 SH SOLE 119926 0 0 QUINSTREET INC COM 74874Q100 194 22500 SH SOLE 0 0 0 RACKSPACE HOSTING INC COM 750086100 752 19857 SH SOLE 19857 0 0 RADIAN GROUP INC COM 750236101 1750 150602 SH SOLE 99802 0 0 RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 27579 21975000 PRN SOLE 0 0 0 RADIAN GROUP INC NOTE 2.250% 3/0 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BELOIT CORP COM 758750103 8248 127200 SH SOLE 127200 0 0 REGAL ENTMT GROUP CL A 758766109 3412 190600 SH SOLE 190600 0 0 REGENCY CTRS CORP COM 758849103 1585 31200 SH SOLE 31200 0 0 REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 320 11847 SH SOLE 11847 0 0 REGENERON PHARMACEUTICALS COM 75886F107 7064 31411 SH SOLE 31411 0 0 REGIONS FINL CORP NEW COM 7591EP100 32383 3397956 SH SOLE 3245656 0 0 REGIS CORP MINN COM 758932107 1028 62600 SH SOLE 62600 0 0 REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 9477 8100000 PRN SOLE 0 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 40061 579673 SH SOLE 579673 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 50667 772828 SH SOLE 772828 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 4746 54682 SH SOLE 46782 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 334 23481 SH SOLE 14781 0 0 RENT A CTR INC NEW COM 76009N100 2032 54123 SH SOLE 48523 0 0 RENTECH INC COM 760112102 1103 525030 SH SOLE 295430 0 0 REPROS THERAPEUTICS INC COM NEW 76028H209 6283 340559 SH SOLE 322859 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 843 74364 SH SOLE 48064 0 0 REPUBLIC SVCS INC COM 760759100 3718 109560 SH SOLE 109560 0 0 RESMED INC COM 761152107 16585 367500 SH SOLE 367500 0 0 RESOURCES CONNECTION INC COM 76122Q105 6009 517997 SH SOLE 313597 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 5074 365025 SH SOLE 342625 0 0 REVOLUTION LIGHTING TECHNOLO COM 76155G107 347 86703 SH SOLE 54703 0 0 REX ENERGY CORPORATION COM 761565100 776 44135 SH SOLE 24635 0 0 REXNORD CORP NEW COM 76169B102 2527 150000 SH SOLE 150000 0 0 REYNOLDS AMERICAN INC COM 761713106 13333 275655 SH SOLE 261055 0 0 RF MICRODEVICES INC COM 749941100 6979 1304400 SH SOLE 999200 0 0 RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ9 307 300000 PRN SOLE 0 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 1383 414200 SH SOLE 178000 0 0 RITE AID CORP COM 767754104 11981 4189127 SH SOLE 1990927 0 0 RITE AID CORP NOTE 8.500% 5/1 767754BU7 1612 1135000 PRN SOLE 0 0 0 RIVERBED TECHNOLOGY INC COM 768573107 5474 351790 SH SOLE 351790 0 0 RLI CORP COM 749607107 810 10600 SH SOLE 5500 0 0 RLJ LODGING TR COM 74965L101 6213 276267 SH SOLE 183367 0 0 ROBERT HALF INTL INC COM 770323103 24923 750019 SH SOLE 750019 0 0 ROCK-TENN CO CL A 772739207 8431 84413 SH SOLE 84413 0 0 ROCKWELL AUTOMATION INC COM 773903109 16451 197874 SH SOLE 197874 0 0 ROCKWELL COLLINS INC COM 774341101 5162 81400 SH SOLE 81400 0 0 ROCKWOOD HLDGS INC COM 774415103 5579 87127 SH SOLE 87127 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 2834 72300 SH SOLE 72300 0 0 ROGERS CORP COM 775133101 1546 32680 SH SOLE 26880 0 0 ROMA FINANCIAL CORP COM 77581P109 9870 543484 SH SOLE 543484 0 0 ROPER INDS INC NEW COM 776696106 1607 12935 SH SOLE 12935 0 0 ROSETTA RESOURCES INC COM 777779307 1930 45392 SH SOLE 34992 0 0 ROSS STORES INC COM 778296103 20380 314456 SH SOLE 314456 0 0 ROUSE PPTYS INC COM 779287101 330 16845 SH SOLE 10045 0 0 ROVI CORP COM 779376102 3871 169500 SH SOLE 169500 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 290 8500 SH SOLE 8500 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 1574 27000 SH SOLE 27000 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 363 10900 SH SOLE 10900 0 0 ROYAL GOLD INC COM 780287108 911 21648 SH SOLE 21648 0 0 RPC INC COM 749660106 7442 538900 SH SOLE 538900 0 0 RPM INTL INC COM 749685103 4981 155956 SH SOLE 155956 0 0 RPX CORP COM 74972G103 2073 123400 SH SOLE 33200 0 0 RTI BIOLOGICS INC COM 74975N105 140 37146 SH SOLE 22546 0 0 RTI INTL METALS INC COM 74973W107 2878 103877 SH SOLE 94477 0 0 RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 6032 6375000 PRN SOLE 0 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 168 15000 SH SOLE 15000 0 0 RUE21 INC COM 781295100 3353 80577 SH SOLE 80577 0 0 RUSH ENTERPRISES INC CL A 781846209 243 9800 SH SOLE 5900 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 197 16300 SH SOLE 11400 0 0 RYDER SYS INC COM 783549108 20387 335364 SH SOLE 335364 0 0 RYLAND GROUP INC COM 783764103 1272 31730 SH SOLE 19830 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 569 14598 SH SOLE 11111 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 9371 358914 SH SOLE 246353 0 0 SAFETY INS GROUP INC COM 78648T100 716 14762 SH SOLE 13362 0 0 SAFEWAY INC COM NEW 786514208 21664 915653 SH SOLE 915653 0 0 SAIA INC COM 78709Y105 14105 470647 SH SOLE 270997 0 0 SAIC INC COM 78390X101 614 44100 SH SOLE 44100 0 0 SAKS INC COM 79377W108 1697 124400 SH SOLE 82000 0 0 SALESFORCE COM INC COM 79466L302 5287 138478 SH SOLE 138478 0 0 SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 58388 32225000 PRN SOLE 0 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 11907 382847 SH SOLE 382847 0 0 SANDERSON FARMS INC COM 800013104 8828 132915 SH SOLE 125515 0 0 SANDISK CORP COM 80004C101 6818 111580 SH SOLE 111580 0 0 SANGAMO BIOSCIENCES INC COM 800677106 518 66300 SH SOLE 31800 0 0 SANMINA CORPORATION COM 801056102 9397 654878 SH SOLE 537678 0 0 SANTARUS INC COM 802817304 7362 349731 SH SOLE 141731 0 0 SAPIENT CORP COM 803062108 778 59556 SH SOLE 49056 0 0 SAREPTA THERAPEUTICS INC COM 803607100 1156 30373 SH SOLE 20573 0 0 SASOL LTD SPONSORED ADR 803866300 2356 54399 SH SOLE 54399 0 0 SBA COMMUNICATIONS CORP COM 78388J106 2320 31300 SH SOLE 31300 0 0 SCANA CORP NEW COM 80589M102 560 11400 SH SOLE 11400 0 0 SCANSOURCE INC COM 806037107 224 7005 SH SOLE 7005 0 0 SCHEIN HENRY INC COM 806407102 2824 29495 SH SOLE 29495 0 0 SCHLUMBERGER LTD COM 806857108 11166 155821 SH SOLE 155821 0 0 SCHNITZER STL INDS CL A 806882106 4492 192145 SH SOLE 155445 0 0 SCHOLASTIC CORP COM 807066105 8972 306330 SH SOLE 208408 0 0 SCHULMAN A INC COM 808194104 15950 594706 SH SOLE 460031 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1861 87647 SH SOLE 87647 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1417 28404 SH SOLE 19204 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 3846 775400 SH SOLE 283000 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 451 28928 SH SOLE 21528 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1075 16108 SH SOLE 16108 0 0 SEACHANGE INTL INC COM 811699107 192 16433 SH SOLE 16433 0 0 SEACOR HOLDINGS INC COM 811904101 19166 230771 SH SOLE 230771 0 0 SEADRILL LIMITED SHS G7945E105 1513 37128 SH SOLE 37128 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 150236 3351240 SH SOLE 3169340 0 0 SEARS HLDGS CORP COM 812350106 2713 64471 SH SOLE 64471 0 0 SEATTLE GENETICS INC COM 812578102 1807 57440 SH SOLE 57440 0 0 SECURITY NATL FINL CORP CL A NEW 814785309 138 23300 SH SOLE 18400 0 0 SEI INVESTMENTS CO COM 784117103 10446 367413 SH SOLE 367413 0 0 SELECT COMFORT CORP COM 81616X103 571 22800 SH SOLE 21400 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 2776 99000 SH SOLE 99000 0 0 SELECT MED HLDGS CORP COM 81619Q105 5588 681455 SH SOLE 485455 0 0 SEMGROUP CORP CL A 81663A105 1268 23540 SH SOLE 13740 0 0 SEMPRA ENERGY COM 816851109 4059 49648 SH SOLE 49648 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 3921 151216 SH SOLE 151216 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 2068 51100 SH SOLE 19500 0 0 SERVICE CORP INTL COM 817565104 31872 1767711 SH SOLE 1767711 0 0 SHERWIN WILLIAMS CO COM 824348106 37801 214048 SH SOLE 207048 0 0 SHFL ENTMT INC COM 78423R105 478 27000 SH SOLE 18300 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 2333 157222 SH SOLE 66522 0 0 SHUTTERFLY INC COM 82568P304 1278 22904 SH SOLE 15004 0 0 SIGMA ALDRICH CORP COM 826552101 512 6368 SH SOLE 6368 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 589 7100 SH SOLE 7100 0 0 SIGNATURE BK NEW YORK N Y *W EXP 12/12/201 82669G112 17050 316500 SH SOLE 316500 0 0 SIGNET JEWELERS LIMITED SHS G81276100 46479 689297 SH SOLE 689297 0 0 SILICON GRAPHICS INTL CORP COM 82706L108 352 26321 SH SOLE 12921 0 0 SILICON IMAGE INC COM 82705T102 2429 415147 SH SOLE 144347 0 0 SILICON LABORATORIES INC COM 826919102 236 5700 SH SOLE 5700 0 0 SILVER WHEATON CORP COM 828336107 860 43700 SH SOLE 43700 0 0 SIMON PPTY GROUP INC NEW COM 828806109 56255 356227 SH SOLE 332027 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 2565 87306 SH SOLE 68306 0 0 SIRIUS XM RADIO INC COM 82967N108 3404 1016210 SH SOLE 1016210 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 3189 48400 SH SOLE 48400 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 2154 61266 SH SOLE 36666 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 35341 1738368 SH SOLE 1513468 0 0 SKECHERS U S A INC CL A 830566105 1878 78234 SH SOLE 51434 0 0 SKILLED HEALTHCARE GROUP INC CL A 83066R107 382 57223 SH SOLE 53523 0 0 SKYWEST INC COM 830879102 3132 231309 SH SOLE 139609 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 1445 66000 SH SOLE 66000 0 0 SL GREEN RLTY CORP COM 78440X101 2734 31000 SH SOLE 31000 0 0 SLM CORP COM 78442P106 82496 3608763 SH SOLE 3359463 0 0 SM ENERGY CO COM 78454L100 7067 117826 SH SOLE 117826 0 0 SMITH & WESSON HLDG CORP COM 831756101 4489 449836 SH SOLE 224836 0 0 SMITH A O COM 831865209 10479 288827 SH SOLE 268927 0 0 SMITH MICRO SOFTWARE INC COM 832154108 37 34500 SH SOLE 25000 0 0 SMITHFIELD FOODS INC COM 832248108 42907 1310131 SH SOLE 1310131 0 0 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 40143 30425000 PRN SOLE 0 0 0 SMUCKER J M CO COM NEW 832696405 42368 410740 SH SOLE 381240 0 0 SNAP ON INC COM 833034101 7001 78323 SH SOLE 78323 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 18946 468957 SH SOLE 445357 0 0 SOHU COM INC COM 83408W103 18479 299879 SH SOLE 299879 0 0 SOLAR CAP LTD COM 83413U100 6184 267802 SH SOLE 181102 0 0 SOLARWINDS INC COM 83416B109 505 13020 SH SOLE 13020 0 0 SOLERA HOLDINGS INC COM 83421A104 2371 42600 SH SOLE 42600 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 550 26037 SH SOLE 13437 0 0 SONIC CORP COM 835451105 4396 301900 SH SOLE 141900 0 0 SONOCO PRODS CO COM 835495102 498 14400 SH SOLE 14400 0 0 SONUS NETWORKS INC COM 835916107 586 194600 SH SOLE 29800 0 0 SOUNDBITE COMMUNICATIONS INC COM 836091108 3046 610400 SH SOLE 610400 0 0 SOUTHERN CO COM 842587107 17622 399326 SH SOLE 399326 0 0 SOUTHERN COPPER CORP COM 84265V105 5157 186699 SH SOLE 162589 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 269 11245 SH SOLE 7387 0 0 SOUTHWEST AIRLS CO COM 844741108 34364 2665973 SH SOLE 2665973 0 0 SOUTHWESTERN ENERGY CO COM 845467109 7651 209440 SH SOLE 209440 0 0 SOVRAN SELF STORAGE INC COM 84610H108 7309 112813 SH SOLE 89021 0 0 SPANSION INC COM CL A NEW 84649R200 3964 316579 SH SOLE 209679 0 0 SPARTAN STORES INC COM 846822104 262 14204 SH SOLE 14204 0 0 SPECTRA ENERGY CORP COM 847560109 4008 116304 SH SOLE 116304 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 391 8497 SH SOLE 8497 0 0 SPECTRANETICS CORP COM 84760C107 513 27456 SH SOLE 18056 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 1218 21423 SH SOLE 4423 0 0 SPIRIT AIRLS INC COM 848577102 880 27700 SH SOLE 4500 0 0 SPLUNK INC COM 848637104 496 10700 SH SOLE 10700 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 50213 7152824 SH SOLE 7004424 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 5071 16820 SH Call SOLE 0 0 0 SPS COMM INC COM 78463M107 752 13673 SH SOLE 8673 0 0 SPX CORP COM 784635104 14499 201427 SH SOLE 192927 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 361 10974 SH SOLE 8874 0 0 ST JUDE MED INC COM 790849103 28897 633289 SH SOLE 624589 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 242 23828 SH SOLE 15028 0 0 STAG INDL INC COM 85254J102 4989 250057 SH SOLE 150957 0 0 STAGE STORES INC COM NEW 85254C305 1342 57121 SH SOLE 41421 0 0 STAMPS COM INC COM NEW 852857200 1122 28480 SH SOLE 21480 0 0 STANDARD MTR PRODS INC COM 853666105 14793 430774 SH SOLE 318074 0 0 STANDARD PAC CORP NEW COM 85375C101 1490 178896 SH SOLE 173896 0 0 STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 3618 2825000 PRN SOLE 0 0 0 STANDEX INTL CORP COM 854231107 3580 67872 SH SOLE 38572 0 0 STAR SCIENTIFIC INC COM 85517P101 134 96501 SH SOLE 66101 0 0 STARBUCKS CORP COM 855244109 18410 281118 SH SOLE 281118 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1637 25900 SH SOLE 25900 0 0 STARWOOD PPTY TR INC COM 85571B105 4903 198100 SH SOLE 148200 0 0 STARZ COM SER A 85571Q102 610 27600 SH SOLE 27600 0 0 STATE STR CORP COM 857477103 27028 414478 SH SOLE 414478 0 0 STEC INC COM 784774101 8943 1330798 SH SOLE 1286798 0 0 STEEL DYNAMICS INC COM 858119100 36834 2470406 SH SOLE 2470406 0 0 STEELCASE INC CL A 858155203 10239 702291 SH SOLE 431191 0 0 STEIN MART INC COM 858375108 225 16500 SH SOLE 10300 0 0 STEINER LEISURE LTD ORD P8744Y102 2171 41076 SH SOLE 24576 0 0 STEPAN CO COM 858586100 644 11584 SH SOLE 8784 0 0 STERICYCLE INC COM 858912108 3331 30161 SH SOLE 30161 0 0 STERIS CORP COM 859152100 13487 314519 SH SOLE 279519 0 0 STERLING BANCORP COM 859158107 249 21428 SH SOLE 21428 0 0 STERLING FINL CORP WASH COM NEW 859319303 385 16202 SH SOLE 9202 0 0 STERLITE INDS INDIA LTD ADS 859737207 997 170700 SH SOLE 164100 0 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 8719 8925000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC CL A 860370105 21113 1612881 SH SOLE 1407181 0 0 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 1451 1175000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 583 450000 PRN SOLE 0 0 0 STEWART INFORMATION SVCS COR COM 860372101 797 30427 SH SOLE 19427 0 0 STEWART INFORMATION SVCS COR NOTE 6.000%10/1 860372AB7 18568 8850000 PRN SOLE 0 0 0 STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 3427 3325000 PRN SOLE 0 0 0 STONE ENERGY CORP COM 861642106 7679 348551 SH SOLE 232096 0 0 STONERIDGE INC COM 86183P102 122 10500 SH SOLE 0 0 0 STR HLDGS INC COM 78478V100 382 168071 SH SOLE 168071 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 4655 525423 SH SOLE 461723 0 0 STRAYER ED INC COM 863236105 273 5600 SH SOLE 5600 0 0 STRYKER CORP COM 863667101 76477 1182389 SH SOLE 1068689 0 0 STURM RUGER & CO INC COM 864159108 1432 29808 SH SOLE 25708 0 0 SUN CMNTYS INC COM 866674104 1168 23466 SH SOLE 14693 0 0 SUN HYDRAULICS CORP COM 866942105 356 11383 SH SOLE 6783 0 0 SUN LIFE FINL INC COM 866796105 643 21700 SH SOLE 21700 0 0 SUNCOKE ENERGY INC COM 86722A103 2703 192821 SH SOLE 103521 0 0 SUNCOR ENERGY INC NEW COM 867224107 1634 55400 SH SOLE 55400 0 0 SUNEDISON INC COM 86732Y109 6795 831746 SH SOLE 655846 0 0 SUNESIS PHARMACEUTICALS INC COM NEW 867328601 396 76076 SH SOLE 52276 0 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 559 8736 SH SOLE 8736 0 0 SUNPOWER CORP COM 867652406 2421 116945 SH SOLE 74845 0 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 8367 7875000 PRN SOLE 0 0 0 SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 7471 6375000 PRN SOLE 0 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 3719 307858 SH SOLE 278058 0 0 SUNTRUST BKS INC COM 867914103 10400 329435 SH SOLE 329435 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 9808 378090 SH SOLE 378090 0 0 SUPERVALU INC COM 868536103 4769 766800 SH SOLE 742900 0 0 SUPPORT COM INC COM 86858W101 101 22200 SH SOLE 12700 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 3184 247748 SH SOLE 179448 0 0 SUSSER HLDGS CORP COM 869233106 986 20595 SH SOLE 12595 0 0 SVB FINL GROUP COM 78486Q101 554 6654 SH SOLE 6654 0 0 SWIFT ENERGY CO COM 870738101 1948 162448 SH SOLE 127448 0 0 SWIFT TRANSN CO CL A 87074U101 4796 289960 SH SOLE 163460 0 0 SWS GROUP INC COM 78503N107 199 13118 SH SOLE 13118 0 0 SYKES ENTERPRISES INC COM 871237103 4808 305072 SH SOLE 202072 0 0 SYMANTEC CORP COM 871503108 115945 5160000 SH SOLE 4847900 0 0 SYMETRA FINL CORP COM 87151Q106 9872 617407 SH SOLE 452207 0 0 SYMMETRY MED INC COM 871546206 480 57029 SH SOLE 57029 0 0 SYNAGEVA BIOPHARMA CORP COM 87159A103 462 11000 SH SOLE 7200 0 0 SYNAPTICS INC COM 87157D109 382 9900 SH SOLE 6700 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 312 10100 SH SOLE 6300 0 0 SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 223 51511 SH SOLE 36211 0 0 SYNERGY RES CORP COM 87164P103 1019 139175 SH SOLE 139175 0 0 SYNNEX CORP COM 87162W100 592 14000 SH SOLE 14000 0 0 SYNOPSYS INC COM 871607107 14953 418252 SH SOLE 418252 0 0 SYNOVUS FINL CORP COM 87161C105 3439 1177822 SH SOLE 1177822 0 0 SYNTA PHARMACEUTICALS CORP COM 87162T206 425 85181 SH SOLE 48181 0 0 SYNTEL INC COM 87162H103 302 4800 SH SOLE 3300 0 0 SYSCO CORP COM 871829107 8552 250362 SH SOLE 250362 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 97813 5339162 SH SOLE 4829362 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 679 45343 SH SOLE 45343 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 2150 1515000 PRN SOLE 0 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 221 200000 PRN SOLE 0 0 0 TALISMAN ENERGY INC COM 87425E103 3678 321785 SH SOLE 321785 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 2857 85377 SH SOLE 85377 0 0 TARGA RES CORP COM 87612G101 1410 21913 SH SOLE 21113 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 396 7849 SH SOLE 7849 0 0 TARGET CORP COM 87612E106 5148 74763 SH SOLE 74763 0 0 TASER INTL INC COM 87651B104 3284 385464 SH SOLE 162964 0 0 TATA MTRS LTD SPONSORED ADR 876568502 14167 604413 SH SOLE 553413 0 0 TAUBMAN CTRS INC COM 876664103 3832 50988 SH SOLE 50988 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 308 6375 SH SOLE 6375 0 0 TCF FINL CORP COM 872275102 169 11886 SH SOLE 11886 0 0 TEAM INC COM 878155100 477 12599 SH SOLE 7699 0 0 TEARLAB CORP COM 878193101 492 46363 SH SOLE 24463 0 0 TECH DATA CORP COM 878237106 30006 637206 SH SOLE 637206 0 0 TECHNE CORP COM 878377100 504 7300 SH SOLE 7300 0 0 TECK RESOURCES LTD CL B 878742204 3049 142700 SH SOLE 142700 0 0 TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 324 7425 SH SOLE 7425 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1219 15765 SH SOLE 12165 0 0 TELEFLEX INC COM 879369106 6948 89661 SH SOLE 89661 0 0 TELEFONICA BRASIL SA SPONSORED ADR 87936R106 21919 960501 SH SOLE 884101 0 0 TELENAV INC COM 879455103 79 15100 SH SOLE 9300 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 17143 695474 SH SOLE 695474 0 0 TELETECH HOLDINGS INC COM 879939106 1517 64743 SH SOLE 28616 0 0 TELLABS INC COM 879664100 25045 12649150 SH SOLE 11435150 0 0 TEMPUR PEDIC INTL INC COM 88023U101 3688 84000 SH SOLE 84000 0 0 TENARIS S A SPONSORED ADR 88031M109 757 18800 SH SOLE 18800 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 1577 34205 SH SOLE 34205 0 0 TENNANT CO COM 880345103 428 8862 SH SOLE 7562 0 0 TENNECO INC COM 880349105 1259 27800 SH SOLE 8200 0 0 TERADATA CORP DEL COM 88076W103 3760 74862 SH SOLE 74862 0 0 TERADYNE INC COM 880770102 329 18700 SH SOLE 18700 0 0 TEREX CORP NEW COM 880779103 8969 341038 SH SOLE 341038 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 39658 22759000 PRN SOLE 0 0 0 TESARO INC COM 881569107 311 9500 SH SOLE 5900 0 0 TESCO CORP COM 88157K101 9388 708541 SH SOLE 426141 0 0 TESLA MTRS INC COM 88160R101 2797 26039 SH SOLE 26039 0 0 TESORO CORP COM 881609101 70999 1357017 SH SOLE 1357017 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 551 26500 SH SOLE 26500 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 440 42900 SH SOLE 40700 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 388 8746 SH SOLE 146 0 0 TEXAS CAPITAL BANCSHARES INC *W EXP 01/16/201 88224Q115 1462 47286 SH SOLE 47286 0 0 TEXAS INDS INC COM 882491103 1108 17011 SH SOLE 10111 0 0 TEXAS INSTRS INC COM 882508104 12580 360759 SH SOLE 332859 0 0 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 397 10331 SH SOLE 3231 0 0 TEXTRON INC COM 883203101 9283 356335 SH SOLE 356335 0 0 THERAGENICS CORP COM 883375107 105 50529 SH SOLE 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0 0 TIME WARNER INC COM NEW 887317303 65965 1140862 SH SOLE 1140862 0 0 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 2151 1425000 PRN SOLE 0 0 0 TIMKEN CO COM 887389104 58298 1035863 SH SOLE 1035863 0 0 TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 118 125000 PRN SOLE 0 0 0 TIVO INC COM 888706108 270 24468 SH SOLE 24468 0 0 TJX COS INC NEW COM 872540109 39555 790151 SH SOLE 779951 0 0 T-MOBILE US INC COM 872590104 9156 369050 SH SOLE 345400 0 0 TOLL BROTHERS INC COM 889478103 2740 83966 SH SOLE 83966 0 0 TORCHMARK CORP COM 891027104 7032 107950 SH SOLE 107950 0 0 TORO CO COM 891092108 1063 23400 SH SOLE 23400 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 1961 24400 SH SOLE 24400 0 0 TOTAL SYS SVCS INC COM 891906109 24425 997773 SH SOLE 894273 0 0 TOWERS WATSON & CO CL A 891894107 8654 105609 SH SOLE 105609 0 0 TOWN SPORTS INTL HLDGS INC COM 89214A102 130 12100 SH SOLE 9000 0 0 TRACTOR SUPPLY CO COM 892356106 9591 81552 SH SOLE 81552 0 0 TRANSCANADA CORP COM 89353D107 2306 53500 SH SOLE 53500 0 0 TRANSDIGM GROUP INC COM 893641100 3438 21932 SH SOLE 21932 0 0 TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 314 7482 SH SOLE 7482 0 0 TRANSOCEAN LTD REG SHS H8817H100 16936 353200 SH SOLE 353200 0 0 TRANSWITCH CORP COM NEW 894065309 343 952900 SH SOLE 952900 0 0 TRAVELERS COMPANIES INC COM 89417E109 117250 1467093 SH SOLE 1374993 0 0 TRAVELZOO INC COM 89421Q106 2252 82600 SH SOLE 32500 0 0 TREDEGAR CORP COM 894650100 1115 43388 SH SOLE 36288 0 0 TREEHOUSE FOODS INC COM 89469A104 760 11597 SH SOLE 11597 0 0 TREX CO INC COM 89531P105 1487 31304 SH SOLE 12604 0 0 TRI CONTL CORP COM 895436103 349 19479 SH SOLE 19479 0 0 TRIANGLE CAP CORP COM 895848109 897 32624 SH SOLE 18624 0 0 TRIANGLE PETE CORP COM NEW 89600B201 444 63400 SH SOLE 25000 0 0 TRIMAS CORP COM NEW 896215209 906 24313 SH SOLE 17913 0 0 TRIMBLE NAVIGATION LTD COM 896239100 5777 222100 SH SOLE 222100 0 0 TRINITY INDS INC COM 896522109 1349 35100 SH SOLE 35100 0 0 TRIPADVISOR INC COM 896945201 3545 58232 SH SOLE 58232 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 691 99700 SH SOLE 99700 0 0 TRIUMPH GROUP INC NEW COM 896818101 668 8444 SH SOLE 8444 0 0 TRIUS THERAPEUTICS INC COM 89685K100 141 17400 SH SOLE 10600 0 0 TRUE RELIGION APPAREL INC COM 89784N104 41805 1320438 SH SOLE 1320438 0 0 TRUEBLUE INC COM 89785X101 7458 354320 SH SOLE 194529 0 0 TRUSTMARK CORP COM 898402102 402 16353 SH SOLE 16353 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 42485 639447 SH SOLE 639447 0 0 TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 5302 2325000 PRN SOLE 0 0 0 TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 1009 1000000 PRN SOLE 0 0 0 TUESDAY MORNING CORP COM NEW 899035505 212 20400 SH SOLE 12700 0 0 TUPPERWARE BRANDS CORP COM 899896104 51428 661963 SH SOLE 661963 0 0 TURQUOISE HILL RES LTD COM 900435108 6762 1140300 SH SOLE 1140300 0 0 TUTOR PERINI CORP COM 901109108 2945 162800 SH SOLE 129600 0 0 TW TELECOM INC COM 87311L104 999 35514 SH SOLE 35514 0 0 TWO HBRS INVT CORP COM 90187B101 5535 540000 SH SOLE 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SH SOLE 5415 0 0 USA MOBILITY INC COM 90341G103 225 16610 SH SOLE 910 0 0 USANA HEALTH SCIENCES INC COM 90328M107 9011 124497 SH SOLE 49497 0 0 V F CORP COM 918204108 4549 23565 SH SOLE 23565 0 0 VAALCO ENERGY INC COM NEW 91851C201 7806 1364663 SH SOLE 924263 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 829 33700 SH SOLE 19100 0 0 VALE S A ADR 91912E105 2267 172400 SH SOLE 172400 0 0 VALE S A ADR REPSTG PFD 91912E204 14664 1205932 SH SOLE 994032 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 25497 296206 SH SOLE 296206 0 0 VALERO ENERGY CORP NEW COM 91913Y100 25207 724950 SH SOLE 690150 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 18266 505695 SH SOLE 505695 0 0 VALLEY NATL BANCORP *W EXP 11/14/201 919794131 87 125000 SH SOLE 125000 0 0 VALMONT INDS INC COM 920253101 6131 42849 SH SOLE 42849 0 0 VALSPAR CORP COM 920355104 13510 208900 SH SOLE 208900 0 0 VALUECLICK INC COM 92046N102 13862 561663 SH SOLE 463063 0 0 VALUEVISION MEDIA INC CL A 92047K107 232 45492 SH SOLE 29192 0 0 VANDA PHARMACEUTICALS INC COM 921659108 120 14900 SH SOLE 0 0 0 VANGUARD HEALTH SYS INC COM 922036207 6164 297190 SH SOLE 295390 0 0 VANTAGE DRILLING COMPANY NOTE 7.875% 9/0 G93205AA3 7069 5750000 PRN SOLE 0 0 0 VANTIV INC CL A 92210H105 226 8200 SH SOLE 8200 0 0 VARIAN MED SYS INC COM 92220P105 472 7000 SH SOLE 7000 0 0 VCA ANTECH INC COM 918194101 237 9100 SH SOLE 9100 0 0 VECTOR GROUP LTD COM 92240M108 226 13963 SH SOLE 9711 0 0 VECTOR GROUP LTD DBCV 6/1 92240MAL2 1343 1229000 PRN SOLE 0 0 0 VECTOR GROUP LTD FRNT 11/1 92240MAS7 32034 25100000 PRN SOLE 0 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 9944 8475000 PRN SOLE 0 0 0 VEECO INSTRS INC DEL COM 922417100 251 7100 SH SOLE 6600 0 0 VENTAS INC COM 92276F100 23011 331278 SH SOLE 310778 0 0 VERIFONE SYS INC COM 92342Y109 556 33065 SH SOLE 33065 0 0 VERISIGN INC COM 92343E102 1550 34700 SH SOLE 34700 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 126926 89899000 PRN SOLE 0 0 0 VERISK ANALYTICS INC CL A 92345Y106 3012 50448 SH SOLE 50448 0 0 VERIZON 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744308 0 0 WALTER INVT MGMT CORP COM 93317W102 827 24458 SH SOLE 15558 0 0 WARNER CHILCOTT PLC IRELAND SHS A G94368100 111956 5631609 SH SOLE 5631609 0 0 WASHINGTON FED INC COM 938824109 2518 133364 SH SOLE 133364 0 0 WASHINGTON POST CO CL B 939640108 7533 15571 SH SOLE 15571 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 2485 92344 SH SOLE 46893 0 0 WASTE CONNECTIONS INC COM 941053100 583 14183 SH SOLE 14183 0 0 WASTE MGMT INC DEL COM 94106L109 16289 403890 SH SOLE 366890 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 642 14158 SH SOLE 10658 0 0 WAUSAU PAPER CORP COM 943315101 307 26897 SH SOLE 24497 0 0 WD-40 CO COM 929236107 1186 21778 SH SOLE 14178 0 0 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 333 24300 SH SOLE 24300 0 0 WEB COM GROUP INC COM 94733A104 574 22429 SH SOLE 15129 0 0 WEBMD HEALTH CORP COM 94770V102 1501 51100 SH SOLE 39700 0 0 WEBSENSE INC COM 947684106 5630 227761 SH SOLE 227761 0 0 WEBSTER FINL CORP CONN COM 947890109 5702 222055 SH SOLE 164655 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 1090 35436 SH SOLE 35436 0 0 WEIS MKTS INC COM 948849104 522 11580 SH SOLE 3780 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 1396 25129 SH SOLE 14653 0 0 WELLPOINT INC COM 94973V107 32811 400911 SH SOLE 400911 0 0 WELLS FARGO & CO NEW COM 949746101 218428 5292665 SH SOLE 4838765 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 2261 1900 SH SOLE 1900 0 0 WENDYS CO COM 95058W100 1259 216000 SH SOLE 216000 0 0 WERNER ENTERPRISES INC COM 950755108 6898 285386 SH SOLE 285386 0 0 WESBANCO INC COM 950810101 366 13852 SH SOLE 9352 0 0 WESCO INTL INC COM 95082P105 1268 18651 SH SOLE 18651 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 12319 5000000 PRN SOLE 0 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 499 7108 SH SOLE 5608 0 0 WESTAMERICA BANCORPORATION COM 957090103 228 5000 SH SOLE 4700 0 0 WESTERN ALLIANCE BANCORP COM 957638109 646 40825 SH SOLE 27925 0 0 WESTERN ASSET GLOBAL CP DEFI COM 95790C107 1279 70344 SH SOLE 70344 0 0 WESTERN ASSET INCOME FD COM 95766T100 150 11645 SH SOLE 11645 0 0 WESTERN DIGITAL CORP COM 958102105 172321 2775347 SH SOLE 2644547 0 0 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 505 7781 SH SOLE 7781 0 0 WESTERN REFNG INC COM 959319104 6814 242740 SH SOLE 168140 0 0 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 61084 21000000 PRN SOLE 0 0 0 WESTERN UN CO COM 959802109 213 12471 SH SOLE 12471 0 0 WESTLAKE CHEM CORP COM 960413102 4914 50971 SH SOLE 50971 0 0 WET SEAL INC CL A 961840105 11926 2532085 SH SOLE 1628285 0 0 WEX INC COM 96208T104 271 3534 SH SOLE 3534 0 0 WEYERHAEUSER CO COM 962166104 47835 1679005 SH SOLE 1639905 0 0 WGL HLDGS INC COM 92924F106 2967 68644 SH SOLE 62144 0 0 WHIRLPOOL CORP COM 963320106 71031 621114 SH SOLE 619414 0 0 WHITEWAVE FOODS CO COM CL A 966244105 2682 165075 SH SOLE 165075 0 0 WHITEWAVE FOODS CO COM CL B 966244204 3959 260482 SH SOLE 260482 0 0 WHITING PETE CORP NEW COM 966387102 19834 430324 SH SOLE 423424 0 0 WHOLE FOODS MKT INC COM 966837106 7842 152334 SH SOLE 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