0001085146-12-000779.txt : 20120515
0001085146-12-000779.hdr.sgml : 20120515
20120515140217
ACCESSION NUMBER: 0001085146-12-000779
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120331
FILED AS OF DATE: 20120515
DATE AS OF CHANGE: 20120515
EFFECTIVENESS DATE: 20120515
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: 12843191
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
aqr1q2012.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, 2012
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: AQR Capital Management, LLC
Address: Two Greenwich Plaza
3rd Floor
Greenwich, CT 06830
13F File Number: 028-10120
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Clifford S. Asness
Title: Managing Member
Phone: 203-742-3600
Signature, Place, and Date of Signing:
/s/ Clifford S. Asness Greenwich, CT May 15, 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: 2283
Form 13F Information Table Value Total: $19,091,243 (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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 15910 178343 SH SOLE 147043 0 0
8X8 INC NEW COM 282914100 222 52952 SH SOLE 33952 0 0
AASTROM BIOSCIENCES INC COM NEW 00253U305 33 16500 SH SOLE 16500 0 0
ABBOTT LABS COM 002824100 91150 1487188 SH SOLE 1270888 0 0
ABERCROMBIE & FITCH CO CL A 002896207 2293 46212 SH SOLE 46212 0 0
ABIOMED INC COM 003654100 3165 142610 SH SOLE 60710 0 0
ABOVENET INC COM 00374N107 21365 258031 SH SOLE 258031 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 1484 35542 SH SOLE 17042 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 504 22372 SH SOLE 12593 0 0
ACCELRYS INC COM 00430U103 93 11700 SH SOLE 7200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 56120 870073 SH SOLE 778373 0 0
ACCO BRANDS CORP COM 00081T108 7381 594799 SH SOLE 522499 0 0
ACE LTD SHS H0023R105 50839 694528 SH SOLE 594928 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 360 37545 SH SOLE 22945 0 0
ACI WORLDWIDE INC COM 004498101 8239 204597 SH SOLE 170616 0 0
ACME PACKET INC COM 004764106 771 28000 SH SOLE 28000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 22191 1730971 SH SOLE 1719071 0 0
ACTUANT CORP SDCV 2.672%11/1 00508XAB0 367 250000 PRN SOLE 0 0 0
ACTUATE CORP COM 00508B102 143 22730 SH SOLE 15030 0 0
ACUITY BRANDS INC COM 00508Y102 5359 85300 SH SOLE 64400 0 0
ACXIOM CORP COM 005125109 6016 409812 SH SOLE 381762 0 0
ADAMS EXPRESS CO COM 006212104 313 28525 SH SOLE 28525 0 0
ADOBE SYS INC COM 00724F101 1863 54300 SH SOLE 54300 0 0
ADTRAN INC COM 00738A106 2214 71000 SH SOLE 71000 0 0
ADVANCE AMER CASH ADVANCE CT COM 00739W107 18353 1749530 SH SOLE 1663830 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 20305 229256 SH SOLE 222356 0 0
ADVANCED ENERGY INDS COM 007973100 1232 93932 SH SOLE 92132 0 0
ADVANCED MICRO DEVICES INC COM 007903107 432 53900 SH SOLE 53900 0 0
ADVENT CLAY CONV SEC INC FD COM 007639107 889 129163 SH SOLE 129163 0 0
ADVENT CLAYMORE CV SECS & IN COM 00764C109 216 13245 SH SOLE 13245 0 0
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 165 16451 SH SOLE 16451 0 0
ADVISORY BRD CO COM 00762W107 609 6870 SH SOLE 4170 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 4409 197073 SH SOLE 197073 0 0
AEROPOSTALE COM 007865108 21979 1016625 SH SOLE 942325 0 0
AEROVIRONMENT INC COM 008073108 550 20507 SH SOLE 5507 0 0
AES CORP COM 00130H105 17319 1325103 SH SOLE 1325103 0 0
AETNA INC NEW COM 00817Y108 27825 554721 SH SOLE 501321 0 0
AFC ENTERPRISES INC COM 00104Q107 173 10200 SH SOLE 5000 0 0
AFFORDABLE RESIDENTIAL CMNTY NOTE 7.500% 8/1 00828UAB9 1059 998000 PRN SOLE 0 0 0
AFFYMETRIX INC COM 00826T108 8768 2053500 SH SOLE 1536500 0 0
AFLAC INC COM 001055102 12229 265900 SH SOLE 265900 0 0
AGCO CORP COM 001084102 8320 176239 SH SOLE 176239 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 25713 577700 SH SOLE 513200 0 0
AGILYSYS INC COM 00847J105 155 17234 SH SOLE 10234 0 0
AGL RES INC COM 001204106 15769 402070 SH SOLE 402070 0 0
AGNICO EAGLE MINES LTD COM 008474108 744 22300 SH SOLE 22300 0 0
AGREE REALTY CORP COM 008492100 3627 160615 SH SOLE 98423 0 0
AGRIUM INC COM 008916108 1036 12000 SH SOLE 12000 0 0
AIR METHODS CORP COM PAR $.06 009128307 528 6055 SH SOLE 3455 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 4043 698300 SH SOLE 454200 0 0
AIRCASTLE LTD COM G0129K104 14530 1187053 SH SOLE 972153 0 0
AIRGAS INC COM 009363102 1177 13230 SH SOLE 13230 0 0
AK STL HLDG CORP COM 001547108 16278 2153207 SH SOLE 2051507 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1127 30700 SH SOLE 30700 0 0
AKORN INC COM 009728106 497 42448 SH SOLE 26248 0 0
ALASKA AIR GROUP INC COM 011659109 25926 723772 SH SOLE 629490 0 0
ALBANY INTL CORP CL A 012348108 8788 382926 SH SOLE 298326 0 0
ALBEMARLE CORP COM 012653101 3391 53057 SH SOLE 53057 0 0
ALCOA INC COM 013817101 20525 2048357 SH SOLE 1758857 0 0
ALCOA INC NOTE 5.250% 3/1 013817AT8 38374 22961000 PRN SOLE 0 0 0
ALEXANDER & BALDWIN INC COM 014482103 301 6221 SH SOLE 4021 0 0
ALEXANDERS INC COM 014752109 593 1505 SH SOLE 109 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3766 51500 SH SOLE 51500 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 9186 98919 SH SOLE 98919 0 0
ALEXZA PHARMACEUTICALS INC COM 015384100 29 46400 SH SOLE 46400 0 0
ALKERMES PLC SHS G01767105 402 21655 SH SOLE 12955 0 0
ALLEGHANY CORP DEL COM 017175100 25804 78408 SH SOLE 78408 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1066 25900 SH SOLE 25900 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 58183 46500000 PRN SOLE 0 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1331 24423 SH SOLE 13123 0 0
ALLERGAN INC COM 018490102 2977 31200 SH SOLE 31200 0 0
ALLETE INC COM NEW 018522300 442 10648 SH SOLE 7848 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 584 4633 SH SOLE 4633 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 4.750% 5/1 018581AC2 49996 18500000 PRN SOLE 0 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 6495 4000000 PRN SOLE 0 0 0
ALLIANCE ONE INTL INC NOTE 5.500% 7/1 018772AQ6 10433 10525000 PRN SOLE 0 0 0
ALLIANT ENERGY CORP COM 018802108 6657 153681 SH SOLE 153681 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 13182 263003 SH SOLE 252803 0 0
ALLIED NEVADA GOLD CORP COM 019344100 562 17273 SH SOLE 17273 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 11380 165717 SH SOLE 165717 0 0
ALLOS THERAPEUTICS INC COM 019777101 538 363200 SH SOLE 236400 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1242 74800 SH SOLE 74800 0 0
ALLSTATE CORP COM 020002101 9370 284623 SH SOLE 263423 0 0
ALMOST FAMILY INC COM 020409108 3818 146800 SH SOLE 106000 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1094 98838 SH SOLE 98838 0 0
ALON USA ENERGY INC COM 020520102 321 35492 SH SOLE 19292 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 5430 357000 SH SOLE 357000 0 0
ALTERA CORP COM 021441100 2031 51017 SH SOLE 51017 0 0
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 3422 148919 SH SOLE 98542 0 0
ALTRIA GROUP INC COM 02209S103 59414 1924660 SH SOLE 1746760 0 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 122 10300 SH SOLE 10300 0 0
AMAZON COM INC COM 023135106 6858 33866 SH SOLE 33866 0 0
AMC NETWORKS INC CL A 00164V103 10155 227540 SH SOLE 227540 0 0
AMDOCS LTD ORD G02602103 786 24900 SH SOLE 24900 0 0
AMEDISYS INC COM 023436108 4024 278300 SH SOLE 246700 0 0
AMERCO COM 023586100 612 5800 SH SOLE 3300 0 0
AMEREN CORP COM 023608102 11059 339442 SH SOLE 333442 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 2364 95200 SH SOLE 52800 0 0
AMERICAN ASSETS TR INC COM 024013104 2615 114707 SH SOLE 108207 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1666 37245 SH SOLE 21175 0 0
AMERICAN CAP LTD COM 02503Y103 42296 4878432 SH SOLE 4878432 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 2780 127688 SH SOLE 127688 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 3860 130667 SH SOLE 130667 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 17206 1000946 SH SOLE 1000946 0 0
AMERICAN ELEC PWR INC COM 025537101 24003 622164 SH SOLE 552764 0 0
AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 11953 11452000 PRN SOLE 0 0 0
AMERICAN EXPRESS CO COM 025816109 7108 122847 SH SOLE 122847 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 46620 1208403 SH SOLE 1170403 0 0
AMERICAN GREETINGS CORP CL A 026375105 1896 123629 SH SOLE 116574 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 5072 164500 SH SOLE 164500 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 397 10458 SH SOLE 5958 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 219 9313 SH SOLE 6113 0 0
AMERICAN SOFTWARE INC CL A 029683109 129 15031 SH SOLE 8831 0 0
AMERICAN STS WTR CO COM 029899101 2782 76968 SH SOLE 58468 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 360 87400 SH SOLE 87400 0 0
AMERICAN TOWER CORP NEW COM 03027X100 10573 167780 SH SOLE 143580 0 0
AMERICAN VANGUARD CORP COM 030371108 330 15194 SH SOLE 8994 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1052 30921 SH SOLE 30921 0 0
AMERICAS CAR MART INC COM 03062T105 227 5161 SH SOLE 3161 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 218 5376 SH SOLE 5376 0 0
AMERIGON INC COM 03070L300 210 12957 SH SOLE 8957 0 0
AMERIGROUP CORP COM 03073T102 2966 44087 SH SOLE 44087 0 0
AMERIPRISE FINL INC COM 03076C106 66786 1169016 SH SOLE 1112616 0 0
AMERIS BANCORP COM 03076K108 134 10223 SH SOLE 5701 0 0
AMERISOURCEBERGEN CORP COM 03073E105 47721 1202638 SH SOLE 1102638 0 0
AMERISTAR CASINOS INC COM 03070Q101 2162 116063 SH SOLE 59718 0 0
AMETEK INC NEW COM 031100100 267 5500 SH SOLE 5500 0 0
AMGEN INC COM 031162100 74956 1102460 SH SOLE 1079060 0 0
AMGEN INC NOTE 0.375% 2/0 031162AQ3 8246 8025000 PRN SOLE 0 0 0
AMICUS THERAPEUTICS INC COM 03152W109 364 68921 SH SOLE 68921 0 0
AMSURG CORP COM 03232P405 2942 105153 SH SOLE 99553 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 901 108200 SH SOLE 39800 0 0
AMTRUST FINANCIAL SERVICES I COM 032359309 999 37171 SH SOLE 24738 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 3627 145300 SH SOLE 145300 0 0
AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 6874 6900000 PRN SOLE 0 0 0
ANADARKO PETE CORP COM 032511107 2397 30593 SH SOLE 30593 0 0
ANADIGICS INC COM 032515108 132 55800 SH SOLE 10700 0 0
ANALOG DEVICES INC COM 032654105 2019 49979 SH SOLE 49979 0 0
ANALOGIC CORP COM PAR $0.05 032657207 1459 21596 SH SOLE 19796 0 0
ANCESTRY COM INC COM 032803108 2642 116200 SH SOLE 83500 0 0
ANDERSONS INC COM 034164103 15155 311253 SH SOLE 266333 0 0
ANIXTER INTL INC COM 035290105 2505 34543 SH SOLE 34543 0 0
ANN INC COM 035623107 7761 270968 SH SOLE 183968 0 0
ANNALY CAP MGMT INC COM 035710409 9635 609045 SH SOLE 532145 0 0
ANSYS INC COM 03662Q105 423 6500 SH SOLE 6500 0 0
ANTARES PHARMA INC COM 036642106 1910 591431 SH SOLE 542931 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 1496 227409 SH SOLE 158949 0 0
AOL INC COM 00184X105 643 33902 SH SOLE 33902 0 0
APACHE CORP COM 037411105 3019 30056 SH SOLE 30056 0 0
APOGEE ENTERPRISES INC COM 037598109 1020 78800 SH SOLE 78800 0 0
APOLLO GROUP INC CL A 037604105 24695 639109 SH SOLE 633209 0 0
APOLLO INVT CORP COM 03761U106 1767 246402 SH SOLE 186092 0 0
APOLLO SR FLOATING RATE FD I COM 037636107 1369 76413 SH SOLE 76413 0 0
APPLE INC COM 037833100 278737 464973 SH SOLE 413273 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 10574 257077 SH SOLE 193577 0 0
APPLIED MATLS INC COM 038222105 15117 1215231 SH SOLE 1168031 0 0
APPROACH RESOURCES INC COM 03834A103 445 12039 SH SOLE 8239 0 0
APRICUS BIOSCIENCES INC COM 03832V109 41 14649 SH SOLE 8149 0 0
ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 18948 17565000 PRN SOLE 0 0 0
ARCH CAP GROUP LTD ORD G0450A105 2242 60211 SH SOLE 60211 0 0
ARCH COAL INC COM 039380100 299 27900 SH SOLE 27900 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 35439 1119347 SH SOLE 932147 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 5343 5200000 PRN SOLE 0 0 0
ARCHIPELAGO LEARNING INC COM 03956P102 205 18412 SH SOLE 18412 0 0
ARCTIC CAT INC COM 039670104 5169 120687 SH SOLE 115987 0 0
ARENA PHARMACEUTICALS INC COM 040047102 198 64500 SH SOLE 40600 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 5677 190043 SH SOLE 130402 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 2906 182208 SH SOLE 57508 0 0
ARIBA INC COM NEW 04033V203 2021 61773 SH SOLE 61773 0 0
ARKANSAS BEST CORP DEL COM 040790107 7905 420279 SH SOLE 358779 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 9205 188736 SH SOLE 185171 0 0
ARQULE INC COM 04269E107 89 12700 SH SOLE 6200 0 0
ARRIS GROUP INC COM 04269Q100 884 78242 SH SOLE 68842 0 0
ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 4881 4750000 PRN SOLE 0 0 0
ARROW ELECTRS INC COM 042735100 6462 153976 SH SOLE 153976 0 0
ARTHROCARE CORP COM 043136100 2304 85800 SH SOLE 41800 0 0
ARTIO GLOBAL INVS INC COM CL A 04315B107 717 150300 SH SOLE 97200 0 0
ARUBA NETWORKS INC COM 043176106 1569 70400 SH SOLE 70400 0 0
ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 2294 2500000 PRN SOLE 0 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 10680 395570 SH SOLE 354570 0 0
ASCENA RETAIL GROUP INC COM 04351G101 878 19800 SH SOLE 17500 0 0
ASCENT CAP GROUP INC COM SER A 043632108 395 8363 SH SOLE 4863 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 3840 426199 SH SOLE 426199 0 0
ASHLAND INC NEW COM 044209104 1180 19318 SH SOLE 19318 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 6089 217926 SH SOLE 206126 0 0
ASPEN TECHNOLOGY INC COM 045327103 1591 77484 SH SOLE 21584 0 0
ASSOCIATED BANC CORP COM 045487105 7593 543916 SH SOLE 481616 0 0
ASSOCIATED BANC CORP *W EXP 11/21/201 045487113 51 23450 SH SOLE 23450 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 14429 883019 SH SOLE 763919 0 0
ASSURANT INC COM 04621X108 83194 2054174 SH SOLE 1926274 0 0
ASSURED GUARANTY LTD COM G0585R106 4490 271803 SH SOLE 230303 0 0
ASTEC INDS INC COM 046224101 431 11803 SH SOLE 8303 0 0
ASTORIA FINL CORP COM 046265104 808 81900 SH SOLE 81900 0 0
ASTRONICS CORP COM 046433108 303 8675 SH SOLE 5475 0 0
AT&T INC COM 00206R102 151131 4839300 SH SOLE 4310300 0 0
ATHENAHEALTH INC COM 04685W103 1019 13742 SH SOLE 8542 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 269 19468 SH SOLE 8868 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 392 7961 SH SOLE 5040 0 0
ATLAS ENERGY LP COM UNITS LP 04930A104 1044 31631 SH SOLE 31631 0 0
ATMEL CORP COM 049513104 2035 206418 SH SOLE 206418 0 0
ATMI INC COM 00207R101 709 30415 SH SOLE 23415 0 0
ATMOS ENERGY CORP COM 049560105 851 27039 SH SOLE 27039 0 0
ATP OIL & GAS CORP COM 00208J108 1417 192800 SH SOLE 91000 0 0
ATS CORP COM 00211E104 76 23795 SH SOLE 23795 0 0
ATWOOD OCEANICS INC COM 050095108 411 9145 SH SOLE 9145 0 0
AUSTRALIA ACQUISITION CORP SHS G06368107 7552 756000 SH SOLE 756000 0 0
AUTHENTEC INC COM 052660107 45 14400 SH SOLE 10500 0 0
AUTODESK INC COM 052769106 9040 213600 SH SOLE 213600 0 0
AUTOLIV INC COM 052800109 9200 137214 SH SOLE 135514 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5021 90978 SH SOLE 90978 0 0
AUTONATION INC COM 05329W102 1773 51671 SH SOLE 51671 0 0
AUTOZONE INC COM 053332102 33665 90545 SH SOLE 90145 0 0
AVALONBAY CMNTYS INC COM 053484101 6947 49151 SH SOLE 44651 0 0
AVATAR HLDGS INC NOTE 7.500% 2/1 053494AG5 7406 7500000 PRN SOLE 0 0 0
AVENUE INCOME CR STRATEGIES COM 05358E106 273 16474 SH SOLE 16474 0 0
AVEO PHARMACEUTICALS INC COM 053588109 175 14063 SH SOLE 7963 0 0
AVERY DENNISON CORP COM 053611109 5929 196770 SH SOLE 194070 0 0
AVI BIOPHARMA INC COM 002346104 1321 857500 SH SOLE 857500 0 0
AVIS BUDGET GROUP COM 053774105 522 36900 SH SOLE 3900 0 0
AVIS BUDGET GROUP NOTE 3.500%10/0 053774AB1 47542 40375000 PRN SOLE 0 0 0
AVISTA CORP COM 05379B107 804 31433 SH SOLE 18133 0 0
AVNET INC COM 053807103 33005 906984 SH SOLE 825384 0 0
AVON PRODS INC COM 054303102 3858 199300 SH SOLE 199300 0 0
AVX CORP NEW COM 002444107 3719 280500 SH SOLE 198100 0 0
AZZ INC COM 002474104 786 15227 SH SOLE 10527 0 0
B & G FOODS INC NEW COM 05508R106 6669 296286 SH SOLE 174486 0 0
BAIDU INC SPON ADR REP A 056752108 1808 12400 SH SOLE 12400 0 0
BAKER HUGHES INC COM 057224107 2860 68200 SH SOLE 66300 0 0
BALCHEM CORP COM 057665200 418 13832 SH SOLE 8632 0 0
BALL CORP COM 058498106 1299 30300 SH SOLE 30300 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 5858 334742 SH SOLE 197242 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 2195 25500 SH SOLE 12000 0 0
BANK HAWAII CORP COM 062540109 5893 121892 SH SOLE 103207 0 0
BANK MONTREAL QUE COM 063671101 1028 17300 SH SOLE 17300 0 0
BANK MUTUAL CORP NEW COM 063750103 119 29334 SH SOLE 29334 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 1877 33500 SH SOLE 33500 0 0
BANK OF AMERICA CORPORATION COM 060505104 15987 1670482 SH SOLE 1532782 0 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 1958 2000 SH SOLE 2000 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 5784 239722 SH SOLE 228622 0 0
BANK OF THE OZARKS INC COM 063904106 2137 68358 SH SOLE 35822 0 0
BANNER CORP COM NEW 06652V208 235 10685 SH SOLE 6385 0 0
BARD C R INC COM 067383109 3321 33636 SH SOLE 33636 0 0
BARNES & NOBLE INC COM 067774109 1145 86401 SH SOLE 79701 0 0
BARNES GROUP INC COM 067806109 972 36936 SH SOLE 17336 0 0
BARRICK GOLD CORP COM 067901108 461 10600 SH SOLE 10600 0 0
BAXTER INTL INC COM 071813109 6199 103700 SH SOLE 103700 0 0
BB&T CORP COM 054937107 1771 56406 SH SOLE 56406 0 0
BBCN BANCORP INC COM 073295107 2704 242972 SH SOLE 210072 0 0
BCE INC COM NEW 05534B760 585 14600 SH SOLE 14600 0 0
BE AEROSPACE INC COM 073302101 2549 54856 SH SOLE 54856 0 0
BEACON ROOFING SUPPLY INC COM 073685109 454 17635 SH SOLE 7135 0 0
BEAM INC COM 073730103 8668 147996 SH SOLE 147996 0 0
BEAZER HOMES USA INC COM 07556Q105 1002 308200 SH SOLE 248600 0 0
BEBE STORES INC COM 075571109 2161 234085 SH SOLE 201585 0 0
BECTON DICKINSON & CO COM 075887109 12088 155677 SH SOLE 153977 0 0
BED BATH & BEYOND INC COM 075896100 32267 490611 SH SOLE 485311 0 0
BELDEN INC COM 077454106 2768 73018 SH SOLE 33200 0 0
BEMIS INC COM 081437105 559 17300 SH SOLE 17300 0 0
BENCHMARK ELECTRS INC COM 08160H101 4483 271870 SH SOLE 271870 0 0
BERKLEY W R CORP COM 084423102 2067 57221 SH SOLE 57221 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 35880 442140 SH SOLE 406140 0 0
BERRY PETE CO CL A 085789105 1635 34700 SH SOLE 34700 0 0
BEST BUY INC COM 086516101 56835 2400121 SH SOLE 2151621 0 0
BGC PARTNERS INC CL A 05541T101 2890 391061 SH SOLE 215161 0 0
BGS ACQUISITION CORP UNIT 99/99/9999 G1082J126 7736 783020 SH SOLE 783020 0 0
BIG LOTS INC COM 089302103 26483 615609 SH SOLE 611209 0 0
BIGLARI HLDGS INC COM 08986R101 3718 9230 SH SOLE 6010 0 0
BIO RAD LABS INC CL A 090572207 678 6543 SH SOLE 6543 0 0
BIOGEN IDEC INC COM 09062X103 44027 349506 SH SOLE 346706 0 0
BIOLASE TECHNOLOGY INC COM 090911108 204 75311 SH SOLE 68779 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1599 46682 SH SOLE 46682 0 0
BIOMED REALTY TRUST INC COM 09063H107 8580 452029 SH SOLE 367852 0 0
BIOMIMETIC THERAPEUTICS INC COM 09064X101 139 56100 SH SOLE 33400 0 0
BIOSCRIP INC COM 09069N108 381 56079 SH SOLE 18679 0 0
BJS RESTAURANTS INC COM 09180C106 608 12085 SH SOLE 7385 0 0
BLACK BOX CORP DEL COM 091826107 1772 69444 SH SOLE 43629 0 0
BLACK HILLS CORP COM 092113109 347 10360 SH SOLE 7860 0 0
BLACKBAUD INC COM 09227Q100 408 12286 SH SOLE 8586 0 0
BLACKROCK CORE BD TR SHS BEN INT 09249E101 2890 209880 SH SOLE 209880 0 0
BLACKROCK CREDIT ALL IN TR I COM SHS 09249V103 2338 208232 SH SOLE 208232 0 0
BLACKROCK CREDIT ALL INC TR COM 092508100 3114 238290 SH SOLE 238290 0 0
BLACKROCK CREDIT ALL INC TR COM 09255H105 3321 315964 SH SOLE 315964 0 0
BLACKROCK DIVERS OME STRATE COM 09255W102 473 46018 SH SOLE 46018 0 0
BLACKROCK ENH CAP & INC FD I COM 09256A109 945 70026 SH SOLE 70026 0 0
BLACKROCK ENHANCED EQT DIV T COM 09251A104 2871 382763 SH SOLE 382763 0 0
BLACKROCK FL RATE OME STRA I COM SHS 09255Y108 450 32271 SH SOLE 32271 0 0
BLACKROCK FLOAT RATE OME STR COM 09255X100 924 62342 SH SOLE 62342 0 0
BLACKROCK FLOATING RATE INCO COM 091941104 186 13012 SH SOLE 13012 0 0
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 580 37793 SH SOLE 37793 0 0
BLACKROCK INC COM 09247X101 10238 49964 SH SOLE 46264 0 0
BLACKROCK INCOME OPP TRUST I COM 092475102 3150 300526 SH SOLE 300526 0 0
BLACKROCK INTL GRWTH & INC T COM BENE INTER 092524107 1542 196411 SH SOLE 196411 0 0
BLACKROCK KELSO CAPITAL CORP COM 092533108 4222 429967 SH SOLE 407267 0 0
BLACKROCK RES & COMM STRAT T SHS 09257A108 2031 134217 SH SOLE 134217 0 0
BLOCK H & R INC COM 093671105 7770 471797 SH SOLE 404397 0 0
BLUE WOLF MONGOLIA HOLDINGS UNIT 99/99/9999 G11962126 6500 630500 SH SOLE 630500 0 0
BLYTH INC COM NEW 09643P207 1208 16149 SH SOLE 14449 0 0
BMC SOFTWARE INC COM 055921100 42887 1067900 SH SOLE 1030700 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 244 9212 SH SOLE 9212 0 0
BOB EVANS FARMS INC COM 096761101 7833 207660 SH SOLE 138643 0 0
BODY CENT CORP COM 09689U102 368 12674 SH SOLE 8174 0 0
BOEING CO COM 097023105 7006 94200 SH SOLE 86600 0 0
BOISE INC COM 09746Y105 459 55900 SH SOLE 51200 0 0
BOK FINL CORP COM NEW 05561Q201 1097 19500 SH SOLE 19500 0 0
BORGWARNER INC COM 099724106 1377 16322 SH SOLE 16322 0 0
BOSTON BEER INC CL A 100557107 542 5072 SH SOLE 3472 0 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 13018 11407000 PRN SOLE 0 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 546 55125 SH SOLE 43425 0 0
BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 463 117799 SH SOLE 117799 0 0
BOSTON PROPERTIES INC COM 101121101 8522 81174 SH SOLE 75074 0 0
BOSTON SCIENTIFIC CORP COM 101137107 8111 1356361 SH SOLE 1185861 0 0
BOTTOMLINE TECH DEL INC COM 101388106 361 12906 SH SOLE 7506 0 0
BOYD GAMING CORP COM 103304101 2741 349613 SH SOLE 283113 0 0
BRADY CORP CL A 104674106 1733 53578 SH SOLE 52978 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 4268 371772 SH SOLE 358772 0 0
BRE PROPERTIES INC CL A 05564E106 604 11950 SH SOLE 11950 0 0
BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 442 22100 SH SOLE 22100 0 0
BRIDGEPOINT ED INC COM 10807M105 3017 121916 SH SOLE 61916 0 0
BRIGGS & STRATTON CORP COM 109043109 2202 122811 SH SOLE 115011 0 0
BRIGHTPOINT INC COM NEW 109473405 241 29905 SH SOLE 18605 0 0
BRINKER INTL INC COM 109641100 14332 520203 SH SOLE 409603 0 0
BRINKS CO COM 109696104 2547 106719 SH SOLE 105319 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 51023 1511788 SH SOLE 1282188 0 0
BRISTOW GROUP INC COM 110394103 4189 87769 SH SOLE 70869 0 0
BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 1586 1500000 PRN SOLE 0 0 0
BROADCOM CORP CL A 111320107 2946 74950 SH SOLE 74950 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 10666 446075 SH SOLE 445275 0 0
BROADSOFT INC COM 11133B409 253 6625 SH SOLE 4325 0 0
BROADWIND ENERGY INC COM 11161T108 228 485000 SH SOLE 485000 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 40479 7039779 SH SOLE 7039779 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 657 20800 SH SOLE 20800 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 332 35435 SH SOLE 33200 0 0
BROOKS AUTOMATION INC COM 114340102 4319 350296 SH SOLE 262796 0 0
BROWN & BROWN INC COM 115236101 1893 79598 SH SOLE 79598 0 0
BROWN FORMAN CORP CL B 115637209 4771 57211 SH SOLE 57211 0 0
BSQUARE CORP COM NEW 11776U300 39 11600 SH SOLE 6800 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 227 3717 SH SOLE 3717 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 9033 265920 SH SOLE 167520 0 0
BUCKLE INC COM 118440106 1736 36245 SH SOLE 36245 0 0
BUFFALO WILD WINGS INC COM 119848109 1161 12803 SH SOLE 9403 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 45 10600 SH SOLE 10600 0 0
BUNGE LIMITED COM G16962105 10625 155251 SH SOLE 129551 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1859 28383 SH SOLE 28383 0 0
C&J ENERGY SVCS INC COM 12467B304 928 52137 SH SOLE 52137 0 0
CA INC COM 12673P105 17363 630000 SH SOLE 630000 0 0
CABELAS INC COM 126804301 319 8367 SH SOLE 7467 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 4918 335000 SH SOLE 270900 0 0
CABOT CORP COM 127055101 11531 270180 SH SOLE 270180 0 0
CABOT OIL & GAS CORP COM 127097103 21483 689230 SH SOLE 677930 0 0
CACI INTL INC CL A 127190304 6146 98675 SH SOLE 89475 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 2202 185964 SH SOLE 185964 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 31242 18750000 PRN SOLE 0 0 0
CAL DIVE INTL INC DEL COM 12802T101 169 51114 SH SOLE 0 0 0
CAL MAINE FOODS INC COM NEW 128030202 517 13501 SH SOLE 8501 0 0
CALAMP CORP COM 128126109 53 10949 SH SOLE 6749 0 0
CALLAWAY GOLF CO COM 131193104 550 81300 SH SOLE 30800 0 0
CALLIDUS SOFTWARE INC COM 13123E500 159 20322 SH SOLE 17122 0 0
CALLON PETE CO DEL COM 13123X102 1381 219500 SH SOLE 52400 0 0
CALPINE CORP COM NEW 131347304 477 27717 SH SOLE 27717 0 0
CAMAC ENERGY INC COM 131745101 14 13700 SH SOLE 0 0 0
CAMBREX CORP COM 132011107 2284 326699 SH SOLE 321099 0 0
CAMDEN PPTY TR SH BEN INT 133131102 9821 149363 SH SOLE 149363 0 0
CAMECO CORP COM 13321L108 3445 160300 SH SOLE 160300 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 2028 38378 SH SOLE 38378 0 0
CAMPBELL SOUP CO COM 134429109 6507 192233 SH SOLE 192233 0 0
CANADIAN NAT RES LTD COM 136385101 1291 38900 SH SOLE 38900 0 0
CANTEL MEDICAL CORP COM 138098108 203 8088 SH SOLE 4788 0 0
CAPELLA EDUCATION COMPANY COM 139594105 3012 83770 SH SOLE 75470 0 0
CAPITAL ONE FINL CORP COM 14040H105 12768 229063 SH SOLE 193963 0 0
CAPITAL SR LIVING CORP COM 140475104 136 14713 SH SOLE 12513 0 0
CAPITALSOURCE INC COM 14055X102 4915 744709 SH SOLE 744709 0 0
CAPITOL FED FINL INC COM 14057J101 385 32500 SH SOLE 32500 0 0
CAPLEASE INC COM 140288101 1468 364154 SH SOLE 230982 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 1776 135501 SH SOLE 94389 0 0
CAPSTONE TURBINE CORP COM 14067D102 158 155193 SH SOLE 94393 0 0
CARBO CERAMICS INC COM 140781105 740 7017 SH SOLE 7017 0 0
CARDINAL HEALTH INC COM 14149Y108 32486 753553 SH SOLE 739853 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 99 10700 SH SOLE 5600 0 0
CARDTRONICS INC COM 14161H108 509 19392 SH SOLE 11492 0 0
CAREER EDUCATION CORP COM 141665109 27589 3422959 SH SOLE 3244707 0 0
CAREFUSION CORP COM 14170T101 4017 154900 SH SOLE 120200 0 0
CARIBOU COFFEE INC COM 142042209 310 16643 SH SOLE 11143 0 0
CARLISLE COS INC COM 142339100 1729 34633 SH SOLE 34633 0 0
CARNIVAL CORP PAIRED CTF 143658300 2573 80216 SH SOLE 80216 0 0
CARNIVAL PLC ADR 14365C103 16927 528480 SH SOLE 528480 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 4536 86844 SH SOLE 86844 0 0
CARRIZO OIL & CO INC COM 144577103 5460 193200 SH SOLE 193200 0 0
CARTER INC COM 146229109 914 18359 SH SOLE 18359 0 0
CASCADE CORP COM 147195101 1869 37296 SH SOLE 17339 0 0
CASELLA WASTE SYS INC CL A 147448104 100 16100 SH SOLE 10100 0 0
CASEYS GEN STORES INC COM 147528103 1578 28444 SH SOLE 20244 0 0
CASH AMER INTL INC COM 14754D100 921 19213 SH SOLE 15313 0 0
CASTLE A M & CO COM 148411101 543 42900 SH SOLE 40000 0 0
CATALYST HEALTH SOLUTIONS IN COM 14888B103 10199 160027 SH SOLE 160027 0 0
CATERPILLAR INC DEL COM 149123101 3909 36700 SH SOLE 36700 0 0
CATO CORP NEW CL A 149205106 9504 343844 SH SOLE 242845 0 0
CAVIUM INC COM 14964U108 1962 63400 SH SOLE 63400 0 0
CAZADOR ACQUISITION CORPORAT SHS G19867103 3869 393184 SH SOLE 393184 0 0
CBEYOND INC COM 149847105 204 25500 SH SOLE 25500 0 0
CBIZ INC COM 124805102 89 14100 SH SOLE 10400 0 0
CBL & ASSOC PPTYS INC COM 124830100 1880 99351 SH SOLE 79151 0 0
CBRE CLARION GLOBAL REAL EST COM 12504G100 2647 329274 SH SOLE 329274 0 0
CBRE GROUP INC CL A 12504L109 3467 173700 SH SOLE 173700 0 0
CBS CORP NEW CL B 124857202 34227 1009334 SH SOLE 923134 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 1606 21000 SH SOLE 21000 0 0
CEC ENTMT INC COM 125137109 394 10400 SH SOLE 2900 0 0
CELADON GROUP INC COM 150838100 3377 217200 SH SOLE 141000 0 0
CELANESE CORP DEL COM SER A 150870103 8295 179624 SH SOLE 179624 0 0
CELGENE CORP COM 151020104 2868 36992 SH SOLE 36992 0 0
CELSION CORPORATION COM NEW 15117N305 65 34044 SH SOLE 24844 0 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 4820 5100000 PRN SOLE 0 0 0
CENTENE CORP DEL COM 15135B101 289 5904 SH SOLE 304 0 0
CENTERPOINT ENERGY INC COM 15189T107 5922 300328 SH SOLE 300328 0 0
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 3278 350200 SH SOLE 231500 0 0
CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 4146 4665000 PRN SOLE 0 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 604 85000 SH SOLE 66700 0 0
CENTRAL GARDEN & PET CO COM 153527106 9133 970553 SH SOLE 970553 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 2700 280400 SH SOLE 201330 0 0
CENTRAL VT PUB SVC CORP COM 155771108 29042 825065 SH SOLE 825065 0 0
CENTURY ALUM CO COM 156431108 352 39600 SH SOLE 39600 0 0
CENTURYLINK INC COM 156700106 1097 28387 SH SOLE 28387 0 0
CEPHEID COM 15670R107 869 20765 SH SOLE 16265 0 0
CERADYNE INC COM 156710105 13278 407796 SH SOLE 290711 0 0
CEREPLAST INC COM NEW 156732307 193 311790 SH SOLE 311790 0 0
CERNER CORP COM 156782104 8657 113668 SH SOLE 113668 0 0
CERUS CORP COM 157085101 117 29082 SH SOLE 13382 0 0
CEVA INC COM 157210105 473 20813 SH SOLE 6813 0 0
CF INDS HLDGS INC COM 125269100 75511 413420 SH SOLE 382120 0 0
CH ENERGY GROUP INC COM 12541M102 15763 236227 SH SOLE 226327 0 0
CHARLES RIV LABS INTL INC COM 159864107 7813 216500 SH SOLE 205300 0 0
CHARMING SHOPPES INC COM 161133103 532 90226 SH SOLE 71026 0 0
CHART INDS INC COM PAR $0.01 16115Q308 2389 32575 SH SOLE 31875 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 36976 28775000 PRN SOLE 0 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 964 15100 SH SOLE 15100 0 0
CHEESECAKE FACTORY INC COM 163072101 1096 37300 SH SOLE 33500 0 0
CHEMED CORP NEW COM 16359R103 18285 291726 SH SOLE 243619 0 0
CHEMICAL FINL CORP COM 163731102 2298 98051 SH SOLE 66320 0 0
CHEMTURA CORP COM NEW 163893209 295 17400 SH SOLE 17400 0 0
CHENIERE ENERGY INC COM NEW 16411R208 514 34295 SH SOLE 23395 0 0
CHENIERE ENERGY INC NOTE 2.250% 8/0 16411RAE9 10363 10350000 PRN SOLE 0 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 372 17460 SH SOLE 17460 0 0
CHESAPEAKE ENERGY CORP COM 165167107 697 30102 SH SOLE 30102 0 0
CHESAPEAKE MIDSTREAM PARTNER UNIT 16524K108 261 8793 SH SOLE 8793 0 0
CHESAPEAKE UTILS CORP COM 165303108 472 11472 SH SOLE 7472 0 0
CHEVRON CORP NEW COM 166764100 165107 1539604 SH SOLE 1357204 0 0
CHICOS FAS INC COM 168615102 3692 244500 SH SOLE 241900 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 13482 260927 SH SOLE 239885 0 0
CHIMERA INVT CORP COM 16934Q109 975 344530 SH SOLE 344530 0 0
CHINA GENGSHENG MINERALS INC COM 16942P101 50 53121 SH SOLE 53121 0 0
CHINA GROWTH EQUITY INV LTD UNIT 05/14/2016 G2114K115 4800 480000 SH SOLE 480000 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 15500 281400 SH SOLE 245400 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 6186 56900 SH SOLE 56900 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 2741 6558 SH SOLE 6558 0 0
CHIQUITA BRANDS INTL INC COM 170032809 2542 289184 SH SOLE 223957 0 0
CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 6844 7300000 PRN SOLE 0 0 0
CHRISTOPHER & BANKS CORP COM 171046105 617 331500 SH SOLE 242300 0 0
CHUBB CORP COM 171232101 20397 295145 SH SOLE 255045 0 0
CHURCH & DWIGHT INC COM 171340102 17895 363788 SH SOLE 363788 0 0
CHURCHILL DOWNS INC COM 171484108 340 6075 SH SOLE 3675 0 0
CIBER INC COM 17163B102 298 70400 SH SOLE 70400 0 0
CIGNA CORPORATION COM 125509109 19116 388139 SH SOLE 388139 0 0
CIMAREX ENERGY CO COM 171798101 6490 86000 SH SOLE 86000 0 0
CINCINNATI BELL INC NEW COM 171871106 304 75683 SH SOLE 43083 0 0
CINEMARK HOLDINGS INC COM 17243V102 766 34892 SH SOLE 34892 0 0
CINTAS CORP COM 172908105 1974 50461 SH SOLE 50461 0 0
CISCO SYS INC COM 17275R102 69431 3282767 SH SOLE 2947267 0 0
CITIGROUP INC UNIT 99/99/9999 172967416 5175 50000 SH SOLE 50000 0 0
CITIGROUP INC COM NEW 172967424 81744 2236486 SH SOLE 1996516 0 0
CITIZENS INC CL A 174740100 132 13364 SH SOLE 8164 0 0
CITIZENS REPUBLIC BANCORP IN COM NEW 174420307 7357 471327 SH SOLE 388427 0 0
CITRIX SYS INC COM 177376100 2594 32873 SH SOLE 32873 0 0
CITY HLDG CO COM 177835105 5495 158254 SH SOLE 112001 0 0
CITY NATL CORP COM 178566105 3066 58437 SH SOLE 49337 0 0
CLEAN ENERGY FUELS CORP COM 184499101 1141 53596 SH SOLE 45996 0 0
CLEAN HARBORS INC COM 184496107 6202 92110 SH SOLE 92110 0 0
CLEARWIRE CORP NEW CL A 18538Q105 1437 630300 SH SOLE 630300 0 0
CLECO CORP NEW COM 12561W105 1897 47853 SH SOLE 47853 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 25356 366100 SH SOLE 311800 0 0
CLOROX CO DEL COM 189054109 15196 221029 SH SOLE 204029 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 1646 103300 SH SOLE 25300 0 0
CME GROUP INC COM 12572Q105 2693 9306 SH SOLE 9306 0 0
CMS ENERGY CORP COM 125896100 6540 297276 SH SOLE 297276 0 0
CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 881 500000 PRN SOLE 0 0 0
CNA FINL CORP COM 126117100 1037 35361 SH SOLE 35361 0 0
CNH GLOBAL N V SHS NEW N20935206 945 23800 SH SOLE 23800 0 0
CNO FINL GROUP INC COM 12621E103 8257 1061367 SH SOLE 964167 0 0
CNO FINL GROUP INC DBCV 7.000%12/3 12621EAC7 10449 6666000 PRN SOLE 0 0 0
CNO FINL GROUP INC DBCV 7.000%12/3 12621EAE3 10968 6997000 PRN SOLE 0 0 0
CNO FINL GROUP INC DBCV 7.000%12/3 12621EAF0 8814 5623000 PRN SOLE 0 0 0
CNOOC LTD SPONSORED ADR 126132109 7477 36600 SH SOLE 32000 0 0
COACH INC COM 189754104 10098 130673 SH SOLE 130673 0 0
COBALT INTL ENERGY INC COM 19075F106 410 13652 SH SOLE 13652 0 0
COCA COLA BOTTLING CO CONS COM 191098102 1703 27137 SH SOLE 10037 0 0
COCA COLA CO COM 191216100 77796 1051151 SH SOLE 943451 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 6488 226869 SH SOLE 226869 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 5243 49500 SH SOLE 23000 0 0
COEUR D ALENE MINES CORP IDA COM NEW 192108504 3122 131509 SH SOLE 93319 0 0
COGDELL SPENCER INC COM 19238U107 407 96021 SH SOLE 78821 0 0
COGENT COMM GROUP INC COM NEW 19239V302 346 18114 SH SOLE 12614 0 0
COGNEX CORP COM 192422103 739 17436 SH SOLE 9736 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 373 4852 SH SOLE 4852 0 0
COHEN & STEERS GLOBAL INC BL COM 19248M103 919 85933 SH SOLE 85933 0 0
COHEN & STEERS INC COM 19247A100 2645 82906 SH SOLE 47906 0 0
COHERENT INC COM 192479103 377 6468 SH SOLE 4768 0 0
COINSTAR INC COM 19259P300 216 3394 SH SOLE 1994 0 0
COINSTAR INC NOTE 4.000% 9/0 19259PAF9 13192 7800000 PRN SOLE 0 0 0
COLDWATER CREEK INC COM 193068103 1060 914200 SH SOLE 640900 0 0
COLEMAN CABLE INC COM 193459302 112 11477 SH SOLE 7077 0 0
COLFAX CORP COM 194014106 1172 33270 SH SOLE 9470 0 0
COLGATE PALMOLIVE CO COM 194162103 30770 314688 SH SOLE 299688 0 0
COLONIAL PPTYS TR COM SH BEN INT 195872106 1986 91413 SH SOLE 75962 0 0
COLUMBIA BKG SYS INC COM 197236102 5319 233500 SH SOLE 152900 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 404 24783 SH SOLE 16183 0 0
COMCAST CORP NEW CL A 20030N101 7019 233878 SH SOLE 228178 0 0
COMCAST CORP NEW CL A SPL 20030N200 634 21500 SH SOLE 13300 0 0
COMERICA INC COM 200340107 24789 766048 SH SOLE 742548 0 0
COMERICA INC *W EXP 11/14/201 200340115 592 70421 SH SOLE 70421 0 0
COMFORT SYS USA INC COM 199908104 1023 93800 SH SOLE 64700 0 0
COMMERCE BANCSHARES INC COM 200525103 1928 47580 SH SOLE 47580 0 0
COMMERCIAL METALS CO COM 201723103 10898 735349 SH SOLE 733149 0 0
COMMONWEALTH REIT COM SH BEN INT 203233101 6334 340182 SH SOLE 301082 0 0
COMMUNITY BK SYS INC COM 203607106 3860 134116 SH SOLE 74673 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 15309 688368 SH SOLE 622968 0 0
COMMVAULT SYSTEMS INC COM 204166102 5322 107212 SH SOLE 89112 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 1157 24300 SH SOLE 24300 0 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 5661 137000 SH SOLE 83800 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 5448 71100 SH SOLE 66000 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 5375 226010 SH SOLE 139110 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 1002 42600 SH SOLE 27500 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 155 16400 SH SOLE 16400 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 2064 51200 SH SOLE 28000 0 0
COMPUCREDIT HLDGS CORP NOTE 3.625% 5/3 20478NAB6 3980 4000000 PRN SOLE 0 0 0
COMPUCREDIT HLDGS CORP NOTE 5.875%11/3 20478NAD2 2219 5000000 PRN SOLE 0 0 0
COMPUCREDIT HLDGS CORP COM 20478T107 1466 252685 SH SOLE 252685 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 1679 29700 SH SOLE 8900 0 0
COMPUTER SCIENCES CORP COM 205363104 10553 352464 SH SOLE 352464 0 0
COMPUWARE CORP COM 205638109 10572 1150393 SH SOLE 1098381 0 0
COMSTOCK RES INC COM NEW 205768203 1653 104400 SH SOLE 104400 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 14601 448169 SH SOLE 388169 0 0
COMTECH TELECOMMUNICATIONS C NOTE 3.000% 5/0 205826AF7 1134 1000000 PRN SOLE 0 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 3704 539123 SH SOLE 539123 0 0
CONAGRA FOODS INC COM 205887102 53479 2036519 SH SOLE 1781319 0 0
CONCHO RES INC COM 20605P101 532 5215 SH SOLE 5215 0 0
CONCUR TECHNOLOGIES INC COM 206708109 1423 24800 SH SOLE 24800 0 0
CONMED CORP COM 207410101 10368 347101 SH SOLE 280501 0 0
CONNS INC COM 208242107 306 19919 SH SOLE 12619 0 0
CONOCOPHILLIPS COM 20825C104 98084 1290405 SH SOLE 1170905 0 0
CONSOL ENERGY INC COM 20854P109 5641 165412 SH SOLE 165412 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 354 18047 SH SOLE 10547 0 0
CONSOLIDATED EDISON INC COM 209115104 19328 330853 SH SOLE 330853 0 0
CONSOLIDATED GRAPHICS INC COM 209341106 932 20600 SH SOLE 9700 0 0
CONSTELLATION BRANDS INC CL A 21036P108 17334 734807 SH SOLE 734807 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 1935 32846 SH SOLE 21146 0 0
CONTINENTAL RESOURCES INC COM 212015101 912 10626 SH SOLE 10626 0 0
CONVERGYS CORP COM 212485106 23568 1765414 SH SOLE 1566991 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 14818 10500000 PRN SOLE 0 0 0
CONVIO INC COM 21257W105 23191 1499096 SH SOLE 1494896 0 0
CON-WAY INC COM 205944101 16586 508610 SH SOLE 508610 0 0
COOPER COS INC COM NEW 216648402 6792 83118 SH SOLE 83118 0 0
COOPER INDUSTRIES PLC SHS G24140108 307 4800 SH SOLE 4800 0 0
COPA HOLDINGS SA CL A P31076105 540 6822 SH SOLE 6822 0 0
COPANO ENERGY L L C COM UNITS 217202100 290 8111 SH SOLE 8111 0 0
COPART INC COM 217204106 4096 157106 SH SOLE 157106 0 0
CORCEPT THERAPEUTICS INC COM 218352102 65 16500 SH SOLE 9500 0 0
CORE MARK HOLDING CO INC COM 218681104 2847 69549 SH SOLE 38449 0 0
CORELOGIC INC COM 21871D103 1721 105449 SH SOLE 102949 0 0
CORESITE RLTY CORP COM 21870Q105 1666 70634 SH SOLE 67934 0 0
CORINTHIAN COLLEGES INC COM 218868107 6677 1612773 SH SOLE 1359473 0 0
CORMEDIX INC COM 21900C100 89 193773 SH SOLE 193773 0 0
CORMEDIX INC *W EXP 03/24/201 21900C118 3 107300 SH SOLE 107300 0 0
CORN PRODS INTL INC COM 219023108 6320 109631 SH SOLE 109631 0 0
CORNING INC COM 219350105 3029 215128 SH SOLE 215128 0 0
CORPORATE EXECUTIVE BRD CO COM 21988R102 923 21453 SH SOLE 17453 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 9286 340013 SH SOLE 327713 0 0
COST PLUS INC CALIF COM 221485105 195 10900 SH SOLE 5800 0 0
COSTAMARE INC SHS Y1771G102 563 40887 SH SOLE 40887 0 0
COSTAR GROUP INC COM 22160N109 567 8208 SH SOLE 5608 0 0
COSTCO WHSL CORP NEW COM 22160K105 28119 309681 SH SOLE 309681 0 0
COVANCE INC COM 222816100 7287 153000 SH SOLE 145100 0 0
COVENTRY HEALTH CARE INC COM 222862104 4320 121438 SH SOLE 121438 0 0
COVIDIEN PLC SHS G2554F113 21509 393368 SH SOLE 318568 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 430 7700 SH SOLE 6000 0 0
CRANE CO COM 224399105 16239 334830 SH SOLE 334830 0 0
CREDICORP LTD COM G2519Y108 2636 20000 SH SOLE 12600 0 0
CRESTWOOD MIDSTREAM PRTNERS COM UNITS REPSTG 226372100 278 9734 SH SOLE 9734 0 0
CROCS INC COM 227046109 18410 880000 SH SOLE 833700 0 0
CROSSTEX ENERGY INC COM 22765Y104 3577 253003 SH SOLE 206403 0 0
CROSSTEX ENERGY L P COM 22765U102 358 20970 SH SOLE 20970 0 0
CROWN CASTLE INTL CORP COM 228227104 2118 39700 SH SOLE 39700 0 0
CROWN HOLDINGS INC COM 228368106 12320 334502 SH SOLE 334502 0 0
CSG SYS INTL INC COM 126349109 1623 107227 SH SOLE 90630 0 0
CSX CORP COM 126408103 12983 603322 SH SOLE 586322 0 0
CUBESMART COM 229663109 4624 388596 SH SOLE 341441 0 0
CUBIC CORP COM 229669106 5478 115860 SH SOLE 67858 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 5439 125746 SH SOLE 96246 0 0
CULLEN FROST BANKERS INC COM 229899109 2090 35920 SH SOLE 35920 0 0
CUMMINS INC COM 231021106 32125 267620 SH SOLE 262920 0 0
CURIS INC COM 231269101 318 65947 SH SOLE 41147 0 0
CURTISS WRIGHT CORP COM 231561101 338 9141 SH SOLE 9141 0 0
CVB FINL CORP COM 126600105 916 78041 SH SOLE 39382 0 0
CVD EQUIPMENT CORP COM 126601103 245 18115 SH SOLE 11415 0 0
CVR ENERGY INC COM 12662P108 12366 462263 SH SOLE 407463 0 0
CVS CAREMARK CORPORATION COM 126650100 66083 1475058 SH SOLE 1282758 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1699 108700 SH SOLE 108700 0 0
CYTEC INDS INC COM 232820100 11193 184129 SH SOLE 184129 0 0
D R HORTON INC COM 23331A109 229 15089 SH SOLE 15089 0 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 87849 67706000 PRN SOLE 0 0 0
DAKTRONICS INC COM 234264109 508 57101 SH SOLE 20601 0 0
DANA HLDG CORP COM 235825205 1288 83100 SH SOLE 13200 0 0
DARDEN RESTAURANTS INC COM 237194105 3602 70400 SH SOLE 70400 0 0
DARLING INTL INC COM 237266101 1181 67824 SH SOLE 57124 0 0
DATALINK CORP COM 237934104 185 19394 SH SOLE 12094 0 0
DAVITA INC COM 23918K108 7841 86954 SH SOLE 86954 0 0
DAWSON GEOPHYSICAL CO COM 239359102 438 12742 SH SOLE 3142 0 0
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 308 6724 SH SOLE 6724 0 0
DDI CORP COM 0.0001 NEW 233162502 159 13000 SH SOLE 8200 0 0
DDR CORP COM 23317H102 2364 161936 SH SOLE 161936 0 0
DEALERTRACK HLDGS INC COM 242309102 365 12071 SH SOLE 7771 0 0
DEAN FOODS CO NEW COM 242370104 12303 1015922 SH SOLE 892522 0 0
DECKERS OUTDOOR CORP COM 243537107 3085 48928 SH SOLE 48928 0 0
DEERE & CO COM 244199105 11156 137900 SH SOLE 118800 0 0
DELCATH SYS INC COM 24661P104 333 106100 SH SOLE 100900 0 0
DELEK US HLDGS INC COM 246647101 7476 482032 SH SOLE 359232 0 0
DELL INC COM 24702R101 48251 2906657 SH SOLE 2740857 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 610 19300 SH SOLE 19300 0 0
DELPHI FINL GROUP INC CL A 247131105 44000 982802 SH SOLE 966002 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3129 315770 SH SOLE 315770 0 0
DELUXE CORP COM 248019101 282 12036 SH SOLE 8136 0 0
DENBURY RES INC COM NEW 247916208 7137 391500 SH SOLE 372200 0 0
DENDREON CORP COM 24823Q107 126 11800 SH SOLE 11800 0 0
DENDREON CORP NOTE 2.875% 1/1 24823QAC1 282 350000 PRN SOLE 0 0 0
DENNYS CORP COM 24869P104 3093 765500 SH SOLE 421600 0 0
DEPOMED INC COM 249908104 182 29100 SH SOLE 1800 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1070 21500 SH SOLE 21500 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 51018 46967000 PRN SOLE 0 0 0
DEVON ENERGY CORP NEW COM 25179M103 33763 474732 SH SOLE 415832 0 0
DEVRY INC DEL COM 251893103 10002 295300 SH SOLE 275700 0 0
DEX ONE CORP COM 25212W100 66 46300 SH SOLE 46300 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 12189 182600 SH SOLE 181100 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 1054 102392 SH SOLE 97400 0 0
DICE HLDGS INC COM 253017107 230 24700 SH SOLE 0 0 0
DICKS SPORTING GOODS INC COM 253393102 423 8800 SH SOLE 8800 0 0
DIEBOLD INC COM 253651103 1710 44400 SH SOLE 44400 0 0
DIGI INTL INC COM 253798102 121 11037 SH SOLE 7337 0 0
DIGITAL RIV INC COM 25388B104 1712 91500 SH SOLE 88700 0 0
DIGITAL RIV INC NOTE 2.000%11/0 25388BAD6 5112 5250000 PRN SOLE 0 0 0
DIGITAL RLTY TR INC COM 253868103 1556 21036 SH SOLE 21036 0 0
DILLARDS INC CL A 254067101 19108 303204 SH SOLE 298011 0 0
DIME CMNTY BANCSHARES COM 253922108 872 59671 SH SOLE 33823 0 0
DIRECTV COM CL A 25490A101 14596 295820 SH SOLE 279320 0 0
DISCOVER FINL SVCS COM 254709108 63032 1890568 SH SOLE 1780168 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 266 5266 SH SOLE 5266 0 0
DISCOVERY LABORATORIES INC N COM NEW 254668403 788 294000 SH SOLE 294000 0 0
DISH NETWORK CORP CL A 25470M109 77503 2353565 SH SOLE 2228065 0 0
DISNEY WALT CO COM DISNEY 254687106 9119 208300 SH SOLE 208300 0 0
DOLBY LABORATORIES INC COM 25659T107 9024 237100 SH SOLE 237100 0 0
DOLE FOOD CO INC NEW COM 256603101 450 45064 SH SOLE 34464 0 0
DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 1543 1425000 PRN SOLE 0 0 0
DOLLAR GEN CORP NEW COM 256677105 8107 175485 SH SOLE 175485 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 29821 368566 SH SOLE 361466 0 0
DOLLAR TREE INC COM 256746108 16993 179843 SH SOLE 179843 0 0
DOMINION RES INC VA NEW COM 25746U109 3585 70009 SH SOLE 70009 0 0
DOMINOS PIZZA INC COM 25754A201 5902 162582 SH SOLE 138182 0 0
DOMTAR CORP COM NEW 257559203 13056 136889 SH SOLE 136889 0 0
DONALDSON INC COM 257651109 1529 42784 SH SOLE 42784 0 0
DONNELLEY R R & SONS CO COM 257867101 3338 269440 SH SOLE 269440 0 0
DORMAN PRODUCTS INC COM 258278100 222 4384 SH SOLE 2384 0 0
DOT HILL SYS CORP COM 25848T109 44 29200 SH SOLE 19100 0 0
DOUBLE EAGLE PETE CO COM PAR $0.10 258570209 68 11300 SH SOLE 9500 0 0
DOUGLAS EMMETT INC COM 25960P109 547 24000 SH SOLE 24000 0 0
DOVER CORP COM 260003108 2424 38508 SH SOLE 38508 0 0
DOW CHEM CO COM 260543103 2653 76600 SH SOLE 76600 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 59497 1479666 SH SOLE 1318166 0 0
DR REDDYS LABS LTD ADR 256135203 843 24400 SH SOLE 18400 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 2210 119800 SH SOLE 119800 0 0
DRESSER-RAND GROUP INC COM 261608103 6040 130208 SH SOLE 130208 0 0
DRIL-QUIP INC COM 262037104 585 9000 SH SOLE 9000 0 0
DRYSHIPS INC SHS Y2109Q101 2307 662800 SH SOLE 662800 0 0
DST SYS INC DEL COM 233326107 13338 245959 SH SOLE 244359 0 0
DST SYS INC DEL DBCV 8/1 233326AE7 5094 4100000 PRN SOLE 0 0 0
DSW INC CL A 23334L102 2845 51951 SH SOLE 49151 0 0
DTE ENERGY CO COM 233331107 37867 688123 SH SOLE 633023 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1328 25100 SH SOLE 25100 0 0
DUKE ENERGY CORP NEW COM 26441C105 19601 932951 SH SOLE 932951 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 4224 49848 SH SOLE 49848 0 0
DUNKIN BRANDS GROUP INC COM 265504100 3765 125050 SH SOLE 125050 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 449 18376 SH SOLE 11676 0 0
DUSA PHARMACEUTICALS INC COM 266898105 85 13628 SH SOLE 8328 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 421 9672 SH SOLE 6672 0 0
DYCOM INDS INC COM 267475101 375 16059 SH SOLE 9259 0 0
DYNAVAX TECHNOLOGIES CORP COM 268158102 253 50081 SH SOLE 29181 0 0
DYNEGY INC DEL COM 26817G300 414 739100 SH SOLE 527700 0 0
E M C CORP MASS COM 268648102 457 15300 SH SOLE 15300 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 19194 1752900 SH SOLE 1752900 0 0
EAGLE BANCORP INC MD COM 268948106 168 10012 SH SOLE 5512 0 0
EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 302 30514 SH SOLE 30514 0 0
EAST WEST BANCORP INC COM 27579R104 5185 224544 SH SOLE 224544 0 0
EASTGROUP PPTY INC COM 277276101 3793 75525 SH SOLE 46481 0 0
EASTMAN CHEM CO COM 277432100 17027 329400 SH SOLE 329400 0 0
EASYLINK SERVICES INTL CORP CL A 277858106 94 18400 SH SOLE 18400 0 0
EATON CORP COM 278058102 1641 32938 SH SOLE 32938 0 0
EATON VANCE CORP COM NON VTG 278265103 412 14400 SH SOLE 14400 0 0
EATON VANCE ENH EQTY INC FD COM 278277108 3340 307012 SH SOLE 307012 0 0
EATON VANCE ENHANCED EQ INC COM 278274105 3356 303403 SH SOLE 303403 0 0
EATON VANCE FLTING RATE INC COM 278279104 248 15254 SH SOLE 15254 0 0
EATON VANCE LTD DUR INCOME F COM 27828H105 2994 186543 SH SOLE 186543 0 0
EATON VANCE RISK MNGD DIV EQ COM 27829G106 6932 654536 SH SOLE 654536 0 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 934 129593 SH SOLE 129593 0 0
EATON VANCE TAX ADVT DIV INC COM 27828G107 2937 175533 SH SOLE 175533 0 0
EATON VANCE TAX MNGD GBL DV COM 27829F108 9559 1072873 SH SOLE 1072873 0 0
EATON VANCE TAX MNGED BUY WR COM 27828X100 2260 164982 SH SOLE 164982 0 0
EATON VANCE TX ADV GLB DIV O COM 27828U106 1711 87383 SH SOLE 87383 0 0
EATON VANCE TX ADV GLBL DIV COM 27828S101 642 44373 SH SOLE 44373 0 0
EATON VANCE TX MGD DIV EQ IN COM 27828N102 6757 709012 SH SOLE 709012 0 0
EATON VANCE TX MNG BY WRT OP COM 27828Y108 3736 288740 SH SOLE 288740 0 0
EATON VANCE TXMGD GL BUYWR O COM 27829C105 5986 542225 SH SOLE 542225 0 0
EBAY INC COM 278642103 10659 288943 SH SOLE 288943 0 0
ECOLAB INC COM 278865100 22330 361799 SH SOLE 361799 0 0
EDISON INTL COM 281020107 21039 494909 SH SOLE 482109 0 0
EDUCATION RLTY TR INC COM 28140H104 2017 186092 SH SOLE 93592 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4568 62812 SH SOLE 62812 0 0
EL PASO CORP COM 28336L109 17821 603065 SH SOLE 603065 0 0
EL PASO ELEC CO COM NEW 283677854 7081 217943 SH SOLE 140026 0 0
EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 246 7054 SH SOLE 7054 0 0
ELECTRONIC ARTS INC COM 285512109 8230 499419 SH SOLE 485619 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 522 31383 SH SOLE 14483 0 0
ELEPHANT TALK COMM CORP COM NEW 286202205 34 14974 SH SOLE 14974 0 0
ELIZABETH ARDEN INC COM 28660G106 1393 39831 SH SOLE 19331 0 0
EMAGIN CORP COM NEW 29076N206 34 10600 SH SOLE 6100 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 1353 42300 SH SOLE 40000 0 0
EMCOR GROUP INC COM 29084Q100 11173 403071 SH SOLE 393418 0 0
EMCORE CORP COM NEW 290846203 62 12950 SH SOLE 7250 0 0
EMERSON ELEC CO COM 291011104 11012 211030 SH SOLE 183030 0 0
EMMIS COMMUNICATIONS CORP CL A 291525103 103 125520 SH SOLE 125520 0 0
EMULEX CORP COM NEW 292475209 1046 100744 SH SOLE 80944 0 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 255 8004 SH SOLE 4828 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 259 8377 SH SOLE 8377 0 0
ENCANA CORP COM 292505104 2906 147900 SH SOLE 147900 0 0
ENCORE CAP GROUP INC COM 292554102 254 11274 SH SOLE 2774 0 0
ENCORE WIRE CORP COM 292562105 1310 44049 SH SOLE 37718 0 0
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 3940 101738 SH SOLE 101738 0 0
ENDOLOGIX INC COM 29266S106 458 31290 SH SOLE 19190 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 7303 179619 SH SOLE 159119 0 0
ENERGEN CORP COM 29265N108 5383 109532 SH SOLE 109532 0 0
ENERGIZER HLDGS INC COM 29266R108 3613 48700 SH SOLE 41400 0 0
ENERGY PARTNERS LTD COM NEW 29270U303 9466 569901 SH SOLE 453001 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 23584 585210 SH SOLE 585210 0 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 302 6442 SH SOLE 6442 0 0
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 2101 58177 SH SOLE 40977 0 0
ENERPLUS CORP COM 292766102 215 9600 SH SOLE 9600 0 0
ENERSIS S A SPONSORED ADR 29274F104 5369 265900 SH SOLE 158100 0 0
ENERSYS COM 29275Y102 1848 53334 SH SOLE 44734 0 0
ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 18645 13585000 PRN SOLE 0 0 0
ENSIGN GROUP INC COM 29358P101 1467 54000 SH SOLE 13700 0 0
ENSTAR GROUP LIMITED SHS G3075P101 401 4055 SH SOLE 2555 0 0
ENTEGRIS INC COM 29362U104 5370 574950 SH SOLE 318150 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 124 19129 SH SOLE 7000 0 0
ENTERGY CORP NEW COM 29364G103 33097 492516 SH SOLE 437316 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 839 16630 SH SOLE 16630 0 0
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 4612 99435 SH SOLE 70363 0 0
ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 4182 4075000 PRN SOLE 0 0 0
EOG RES INC COM 26875P101 1303 11732 SH SOLE 11732 0 0
EPIQ SYS INC COM 26882D109 242 20000 SH SOLE 11500 0 0
EPOCH HOLDING CORP COM 29428R103 225 9429 SH SOLE 5329 0 0
EQT CORP COM 26884L109 3125 64820 SH SOLE 64820 0 0
EQUIFAX INC COM 294429105 1467 33146 SH SOLE 33146 0 0
EQUINIX INC COM NEW 29444U502 917 5826 SH SOLE 5826 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 76290 38050000 PRN SOLE 0 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 7678 110088 SH SOLE 84605 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 9003 143771 SH SOLE 128071 0 0
ESSEX PPTY TR INC COM 297178105 655 4322 SH SOLE 4322 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 6517 257394 SH SOLE 143594 0 0
EURONET WORLDWIDE INC COM 298736109 682 32643 SH SOLE 22943 0 0
EVEREST RE GROUP LTD COM G3223R108 14442 156092 SH SOLE 127792 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 177 18987 SH SOLE 10987 0 0
EXACT SCIENCES CORP COM 30063P105 471 42207 SH SOLE 26907 0 0
EXCEL MARITIME CARRIERS LTD COM V3267N107 1053 526700 SH SOLE 355600 0 0
EXCO RESOURCES INC COM 269279402 3209 484000 SH SOLE 484000 0 0
EXELIS INC COM 30162A108 289 23100 SH SOLE 23100 0 0
EXELIXIS INC COM 30161Q104 133 25677 SH SOLE 25677 0 0
EXELON CORP COM 30161N101 47676 1215923 SH SOLE 1166923 0 0
EXIDE TECHNOLOGIES COM NEW 302051206 2704 863991 SH SOLE 846491 0 0
EXIDE TECHNOLOGIES FRNT 9/1 302051AL1 2424 2850000 PRN SOLE 0 0 0
EXLSERVICE HOLDINGS INC COM 302081104 380 13862 SH SOLE 9162 0 0
EXPEDIA INC DEL COM NEW 30212P303 18172 543430 SH SOLE 543430 0 0
EXPEDITORS INTL WASH INC COM 302130109 749 16100 SH SOLE 16100 0 0
EXPONENT INC COM 30214U102 1715 35342 SH SOLE 11269 0 0
EXPRESS INC COM 30219E103 5580 223390 SH SOLE 142390 0 0
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 13032 13000000 PRN SOLE 0 0 0
EXTRA SPACE STORAGE INC COM 30225T102 2601 90359 SH SOLE 56546 0 0
EXXON MOBIL CORP COM 30231G102 219776 2534024 SH SOLE 2258424 0 0
EZCORP INC CL A NON VTG 302301106 4547 140110 SH SOLE 130210 0 0
F M C CORP COM NEW 302491303 2802 26472 SH SOLE 26472 0 0
F5 NETWORKS INC COM 315616102 3727 27614 SH SOLE 27614 0 0
FACTSET RESH SYS INC COM 303075105 1267 12788 SH SOLE 12788 0 0
FAIR ISAAC CORP COM 303250104 12422 282963 SH SOLE 278463 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 279 19000 SH SOLE 19000 0 0
FAMILY DLR STORES INC COM 307000109 9131 144299 SH SOLE 144299 0 0
FARO TECHNOLOGIES INC COM 311642102 541 9279 SH SOLE 5379 0 0
FASTENAL CO COM 311900104 3600 66543 SH SOLE 66543 0 0
FBL FINL GROUP INC CL A 30239F106 386 11441 SH SOLE 7241 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 245 10777 SH SOLE 7177 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3178 32834 SH SOLE 32834 0 0
FEDERAL SIGNAL CORP COM 313855108 57 10300 SH SOLE 5900 0 0
FEDERATED INVS INC PA CL B 314211103 500 22300 SH SOLE 22300 0 0
FEDEX CORP COM 31428X106 3603 39176 SH SOLE 39176 0 0
FEI CO COM 30241L109 1643 33455 SH SOLE 9355 0 0
FERRO CORP COM 315405100 228 38300 SH SOLE 17200 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 155 18500 SH SOLE 18500 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 13105 726820 SH SOLE 718320 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 8558 258400 SH SOLE 186800 0 0
FIFTH THIRD BANCORP COM 316773100 28492 2027929 SH SOLE 1778129 0 0
FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 1258 8860 SH SOLE 8860 0 0
FINISAR CORP COM NEW 31787A507 2950 146395 SH SOLE 146395 0 0
FINISAR CORP NOTE 5.000%10/1 31787AAK7 1713 800000 PRN SOLE 0 0 0
FINISH LINE INC CL A 317923100 5012 236178 SH SOLE 138161 0 0
FIRST AMERN FINL CORP COM 31847R102 783 47100 SH SOLE 47100 0 0
FIRST BUSEY CORP COM 319383105 97 19712 SH SOLE 12212 0 0
FIRST CASH FINL SVCS INC COM 31942D107 649 15128 SH SOLE 8428 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 7562 1235592 SH SOLE 925592 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 731 4000 SH SOLE 4000 0 0
FIRST FINL BANCORP OH COM 320209109 880 50861 SH SOLE 38200 0 0
FIRST FINL BANKSHARES COM 32020R109 371 10550 SH SOLE 6350 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 5178 419258 SH SOLE 331358 0 0
FIRST MERCHANTS CORP COM 320817109 149 12100 SH SOLE 9200 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 1391 141368 SH SOLE 141368 0 0
FIRST POTOMAC RLTY TR COM 33610F109 2224 183978 SH SOLE 152286 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 270 8200 SH SOLE 8200 0 0
FIRST SOLAR INC COM 336433107 318 12700 SH SOLE 12700 0 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 1248 68818 SH SOLE 68818 0 0
FIRSTENERGY CORP COM 337932107 4254 93307 SH SOLE 85707 0 0
FIRSTSERVICE CORP SDCV 6.500%12/3 33761NAA7 2223 1800000 PRN SOLE 0 0 0
FISERV INC COM 337738108 13075 188424 SH SOLE 188424 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1503 38775 SH SOLE 38775 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 12675 1753100 SH SOLE 1648100 0 0
FLOTEK INDS INC DEL COM 343389102 330 27474 SH SOLE 18074 0 0
FLOW INTL CORP COM 343468104 46 11400 SH SOLE 11400 0 0
FLOWERS FOODS INC COM 343498101 2153 105702 SH SOLE 105702 0 0
FLOWSERVE CORP COM 34354P105 2879 24920 SH SOLE 24920 0 0
FLUOR CORP NEW COM 343412102 16235 270400 SH SOLE 268700 0 0
FMC TECHNOLOGIES INC COM 30249U101 2907 57664 SH SOLE 57664 0 0
FNB CORP PA COM 302520101 773 64014 SH SOLE 39414 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 3760 45700 SH SOLE 28000 0 0
FOOT LOCKER INC COM 344849104 37957 1222436 SH SOLE 1222436 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 22596 1809142 SH SOLE 1695042 0 0
FOREST LABS INC COM 345838106 33028 952097 SH SOLE 940797 0 0
FOREST OIL CORP COM PAR $0.01 346091705 12021 991850 SH SOLE 991850 0 0
FORMFACTOR INC COM 346375108 3018 540819 SH SOLE 439519 0 0
FORRESTER RESH INC COM 346563109 612 18887 SH SOLE 3900 0 0
FORTINET INC COM 34959E109 15615 564724 SH SOLE 564724 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 13127 594802 SH SOLE 594802 0 0
FORWARD AIR CORP COM 349853101 555 15130 SH SOLE 6330 0 0
FOSSIL INC COM 349882100 1227 9296 SH SOLE 9296 0 0
FOSTER L B CO COM 350060109 1449 50841 SH SOLE 38294 0 0
FOSTER WHEELER AG COM H27178104 7496 329363 SH SOLE 329363 0 0
FRANKLIN ELEC INC COM 353514102 633 12901 SH SOLE 8801 0 0
FRANKLIN RES INC COM 354613101 1191 9600 SH SOLE 9600 0 0
FREDS INC CL A 356108100 11882 813272 SH SOLE 580534 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 37317 981000 SH SOLE 911700 0 0
FREIGHTCAR AMER INC COM 357023100 295 13100 SH SOLE 8100 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 20584 901239 SH SOLE 691860 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 191 45900 SH SOLE 45900 0 0
FTI CONSULTING INC COM 302941109 359 9575 SH SOLE 9075 0 0
FTI CONSULTING INC NOTE 3.750% 7/1 302941AB5 1771 1461000 PRN SOLE 0 0 0
FUELCELL ENERGY INC COM 35952H106 474 301675 SH SOLE 301675 0 0
FULLER H B CO COM 359694106 316 9615 SH SOLE 5115 0 0
FULTON FINL CORP PA COM 360271100 9862 939207 SH SOLE 827107 0 0
FURNITURE BRANDS INTL INC COM 360921100 54 32300 SH SOLE 8900 0 0
FUSION-IO INC COM 36112J107 395 13900 SH SOLE 13900 0 0
G & K SVCS INC CL A 361268105 6477 189378 SH SOLE 140591 0 0
GALLAGHER ARTHUR J & CO COM 363576109 2224 62234 SH SOLE 62234 0 0
GAMESTOP CORP NEW CL A 36467W109 69897 3200428 SH SOLE 2914728 0 0
GANNETT INC COM 364730101 5498 358631 SH SOLE 358631 0 0
GAP INC DEL COM 364760108 40250 1539767 SH SOLE 1351467 0 0
GARDNER DENVER INC COM 365558105 6157 97693 SH SOLE 97693 0 0
GARMIN LTD SHS H2906T109 1512 32200 SH SOLE 32200 0 0
GARTNER INC COM 366651107 3277 76861 SH SOLE 76861 0 0
GASCO ENERGY INC COM 367220100 421 1576266 SH SOLE 1576266 0 0
GATX CORP COM 361448103 361 8951 SH SOLE 5151 0 0
GENCO SHIPPING & TRADING LTD NOTE 5.000% 8/1 36869MAA3 1105 1700000 PRN SOLE 0 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T107 1329 209000 SH SOLE 185600 0 0
GENCORP INC COM 368682100 4134 582259 SH SOLE 403659 0 0
GENCORP INC SDCV 4.062%12/3 368682AN0 9068 8475000 PRN SOLE 0 0 0
GENERAC HLDGS INC COM 368736104 671 27339 SH SOLE 17139 0 0
GENERAL AMERN INVS INC COM 368802104 656 22621 SH SOLE 22621 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 19149 658499 SH SOLE 650399 0 0
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 18693 19075000 PRN SOLE 0 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 24717 23345000 PRN SOLE 0 0 0
GENERAL DYNAMICS CORP COM 369550108 5143 70093 SH SOLE 70093 0 0
GENERAL ELECTRIC CO COM 369604103 88379 4403534 SH SOLE 3899334 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 13931 819940 SH SOLE 793740 0 0
GENERAL MLS INC COM 370334104 16266 412323 SH SOLE 412323 0 0
GENESCO INC COM 371532102 712 9941 SH SOLE 5841 0 0
GENESEE & WYO INC CL A 371559105 1072 19634 SH SOLE 13034 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 297 9660 SH SOLE 9660 0 0
GENIE ENERGY LTD CL B 372284208 2862 295927 SH SOLE 278027 0 0
GENOMIC HEALTH INC COM 37244C101 383 12524 SH SOLE 7924 0 0
GENON ENERGY INC COM 37244E107 1089 523491 SH SOLE 523491 0 0
GEN-PROBE INC NEW COM 36866T103 2583 38900 SH SOLE 38900 0 0
GENTEX CORP COM 371901109 2690 109800 SH SOLE 109800 0 0
GENTIVA HEALTH SERVICES INC COM 37247A102 2413 276100 SH SOLE 194400 0 0
GENUINE PARTS CO COM 372460105 9766 155626 SH SOLE 155626 0 0
GENWORTH FINL INC COM CL A 37247D106 10065 1209700 SH SOLE 1036600 0 0
GEOEYE INC COM 37250W108 2448 101700 SH SOLE 68200 0 0
GEORGIA GULF CORP COM PAR$0.01 NEW 373200302 15585 446815 SH SOLE 429515 0 0
GERDAU S A SPONSORED ADR 373737105 180 18700 SH SOLE 18700 0 0
GERON CORP COM 374163103 185 109300 SH SOLE 0 0 0
GETTY RLTY CORP NEW COM 374297109 1042 66880 SH SOLE 48200 0 0
GFI GROUP INC COM 361652209 64 17100 SH SOLE 17100 0 0
GIBRALTAR INDS INC COM 374689107 12383 817366 SH SOLE 557071 0 0
GILEAD SCIENCES INC COM 375558103 31219 639069 SH SOLE 584969 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 14813 11550000 PRN SOLE 0 0 0
GLADSTONE CAPITAL CORP COM 376535100 193 23800 SH SOLE 20100 0 0
GLADSTONE INVT CORP COM 376546107 101 13320 SH SOLE 10120 0 0
GLATFELTER COM 377316104 2684 170118 SH SOLE 138259 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 6228 609425 SH SOLE 583425 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 1699 217870 SH SOLE 114970 0 0
GLOBAL EAGLE ACQUISITION COR UNIT 99/99/9999 37951D201 17052 1680000 SH SOLE 1680000 0 0
GLOBAL PMTS INC COM 37940X102 3309 69700 SH SOLE 69700 0 0
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 239 8642 SH SOLE 5342 0 0
GLOBALSTAR INC COM 378973408 22 31800 SH SOLE 0 0 0
GLU MOBILE INC COM 379890106 1152 237516 SH SOLE 14516 0 0
GMX RES INC NOTE 4.500% 5/0 38011MAJ7 1978 4300000 PRN SOLE 0 0 0
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 166 24600 SH SOLE 0 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 2510 65971 SH SOLE 54571 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1868 134400 SH SOLE 97900 0 0
GOLDCORP INC NEW COM 380956409 379 8400 SH SOLE 8400 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 606 500000 PRN SOLE 0 0 0
GOLDEN STAR RES LTD CDA COM 38119T104 109 58500 SH SOLE 0 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 9250 74374 SH SOLE 74374 0 0
GOODRICH CORP COM 382388106 63355 505063 SH SOLE 505063 0 0
GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 1658 1675000 PRN SOLE 0 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 8013 714141 SH SOLE 639241 0 0
GOOGLE INC CL A 38259P508 53726 83785 SH SOLE 72585 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 6652 275900 SH SOLE 219300 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 589 16200 SH SOLE 500 0 0
GRACE W R & CO DEL NEW COM 38388F108 7101 122848 SH SOLE 122848 0 0
GRAFTECH INTL LTD COM 384313102 2125 178002 SH SOLE 178002 0 0
GRAINGER W W INC COM 384802104 4005 18643 SH SOLE 18643 0 0
GRAMERCY CAP CORP COM 384871109 92 34315 SH SOLE 20815 0 0
GRANITE CONSTR INC COM 387328107 1988 69180 SH SOLE 62480 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 178 32298 SH SOLE 20898 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 3567 494000 SH SOLE 320900 0 0
GREATBATCH INC COM 39153L106 5578 227507 SH SOLE 177607 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 4196 89584 SH SOLE 89584 0 0
GREEN PLAINS RENEWABLE ENERG COM 393222104 160 14825 SH SOLE 14825 0 0
GREENHILL & CO INC COM 395259104 310 7100 SH SOLE 7100 0 0
GREIF INC CL A 397624107 274 4900 SH SOLE 4900 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 898 15993 SH SOLE 11193 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 2093 99300 SH SOLE 65600 0 0
GSI TECHNOLOGY COM 36241U106 42 10000 SH SOLE 5000 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 1121 135607 SH SOLE 3407 0 0
GTX INC DEL COM 40052B108 79 20394 SH SOLE 12594 0 0
GUESS INC COM 401617105 27182 869820 SH SOLE 869820 0 0
GULF ISLAND FABRICATION INC COM 402307102 3704 126561 SH SOLE 81661 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 2087 45418 SH SOLE 23218 0 0
GULFPORT ENERGY CORP COM NEW 402635304 828 28425 SH SOLE 27725 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 191 10116 SH SOLE 5016 0 0
HAIN CELESTIAL GROUP INC COM 405217100 821 18743 SH SOLE 11343 0 0
HALLIBURTON CO COM 406216101 25430 766200 SH SOLE 659900 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 757 59349 SH SOLE 21849 0 0
HANOVER INS GROUP INC COM 410867105 2964 72079 SH SOLE 72079 0 0
HANSEN MEDICAL INC COM 411307101 478 159308 SH SOLE 25208 0 0
HARLEY DAVIDSON INC COM 412822108 8036 163740 SH SOLE 163740 0 0
HARLEYSVILLE GROUP INC COM 412824104 34767 602554 SH SOLE 599660 0 0
HARMAN INTL INDS INC COM 413086109 32268 689350 SH SOLE 689350 0 0
HARMONIC INC COM 413160102 215 39300 SH SOLE 39300 0 0
HARSCO CORP COM 415864107 9355 398767 SH SOLE 371967 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 26917 1276908 SH SOLE 1226608 0 0
HARVEST NATURAL RESOURCES IN COM 41754V103 2273 321025 SH SOLE 300925 0 0
HASBRO INC COM 418056107 18985 517024 SH SOLE 489524 0 0
HATTERAS FINL CORP COM 41902R103 7295 261464 SH SOLE 237339 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 296 11677 SH SOLE 11677 0 0
HAWAIIAN HOLDINGS INC COM 419879101 2192 419205 SH SOLE 315795 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 686 700000 PRN SOLE 0 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 11125 175613 SH SOLE 134099 0 0
HCA HOLDINGS INC COM 40412C101 260 10500 SH SOLE 10500 0 0
HCC INS HLDGS INC COM 404132102 8788 281941 SH SOLE 281941 0 0
HCP INC COM 40414L109 14071 356578 SH SOLE 332378 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 4232 124100 SH SOLE 110300 0 0
HEADWATERS INC COM 42210P102 2560 612500 SH SOLE 444100 0 0
HEALTH CARE REIT INC COM 42217K106 5373 97770 SH SOLE 83970 0 0
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 25589 22300000 PRN SOLE 0 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 2035 302900 SH SOLE 302900 0 0
HEALTH NET INC COM 42222G108 30209 760538 SH SOLE 759838 0 0
HEALTHCARE RLTY TR COM 421946104 304 13832 SH SOLE 543 0 0
HEALTHCARE SVCS GRP INC COM 421906108 610 28681 SH SOLE 20581 0 0
HEALTHSTREAM INC COM 42222N103 578 24945 SH SOLE 17545 0 0
HEALTHWAYS INC COM 422245100 3644 495067 SH SOLE 357267 0 0
HEARTLAND PMT SYS INC COM 42235N108 1288 44674 SH SOLE 13474 0 0
HECKMANN CORP COM 422680108 4069 944044 SH SOLE 922344 0 0
HECLA MNG CO COM 422704106 279 60300 SH SOLE 1000 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 4549 206500 SH SOLE 147900 0 0
HEINZ H J CO COM 423074103 3427 63992 SH SOLE 63992 0 0
HELEN OF TROY CORP LTD COM G4388N106 4969 146103 SH SOLE 135703 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 36575 2054770 SH SOLE 1852970 0 0
HELMERICH & PAYNE INC COM 423452101 9572 177421 SH SOLE 170921 0 0
HENRY JACK & ASSOC INC COM 426281101 517 15162 SH SOLE 14362 0 0
HERBALIFE LTD COM USD SHS G4412G101 4960 72071 SH SOLE 72071 0 0
HERCULES OFFSHORE INC COM 427093109 3785 800201 SH SOLE 800201 0 0
HERCULES TECH GROWTH CAP INC COM 427096508 745 67224 SH SOLE 67224 0 0
HERSHEY CO COM 427866108 11196 182560 SH SOLE 182560 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 979 65100 SH SOLE 65100 0 0
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 145858 75525000 PRN SOLE 0 0 0
HESS CORP COM 42809H107 22241 377290 SH SOLE 338290 0 0
HEWLETT PACKARD CO COM 428236103 32713 1372768 SH SOLE 1121868 0 0
HEXCEL CORP NEW COM 428291108 1119 46609 SH SOLE 46609 0 0
HFF INC CL A 40418F108 225 13652 SH SOLE 9252 0 0
HHGREGG INC COM 42833L108 4484 394032 SH SOLE 288032 0 0
HIBBETT SPORTS INC COM 428567101 1722 31572 SH SOLE 12872 0 0
HICKS ACQUISITION CO II INC COM 429090103 10279 1050000 SH SOLE 1050000 0 0
HICKS ACQUISITION CO II INC *W EXP 07/14/201 429090111 593 1050000 SH SOLE 1050000 0 0
HIGHWOODS PPTYS INC COM 431284108 772 23181 SH SOLE 8987 0 0
HILL ROM HLDGS INC COM 431475102 40736 1219274 SH SOLE 1111707 0 0
HILLENBRAND INC COM 431571108 671 29254 SH SOLE 12654 0 0
HI-TECH PHARMACAL INC COM 42840B101 6064 168777 SH SOLE 101077 0 0
HITTITE MICROWAVE CORP COM 43365Y104 1381 25428 SH SOLE 22428 0 0
HMS HLDGS CORP COM 40425J101 1706 54657 SH SOLE 54657 0 0
HNI CORP COM 404251100 2220 80000 SH SOLE 61600 0 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 291 4765 SH SOLE 4765 0 0
HOLLYFRONTIER CORP COM 436106108 25003 777684 SH SOLE 696284 0 0
HOLOGIC INC COM 436440101 1750 81200 SH SOLE 81200 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 999 1000000 PRN SOLE 0 0 0
HOME BANCSHARES INC COM 436893200 439 16487 SH SOLE 10887 0 0
HOME DEPOT INC COM 437076102 30579 607803 SH SOLE 548803 0 0
HOME PROPERTIES INC COM 437306103 6534 107095 SH SOLE 84861 0 0
HONEYWELL INTL INC COM 438516106 5305 86902 SH SOLE 84402 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 15998 907943 SH SOLE 651851 0 0
HORMEL FOODS CORP COM 440452100 17499 592775 SH SOLE 592775 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 591 14053 SH SOLE 8853 0 0
HORSEHEAD HLDG CORP COM 440694305 6331 555816 SH SOLE 464916 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 9523 359760 SH SOLE 325560 0 0
HOST HOTELS & RESORTS INC COM 44107P104 6489 395209 SH SOLE 361409 0 0
HOT TOPIC INC COM 441339108 11588 1141687 SH SOLE 778287 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 49 20100 SH SOLE 20100 0 0
HOVNANIAN ENTERPRISES INC UNIT 99/99/9999 44248W208 268 20000 SH SOLE 20000 0 0
HSN INC COM 404303109 751 19757 SH SOLE 12157 0 0
HUB GROUP INC CL A 443320106 2535 70368 SH SOLE 70368 0 0
HUBBELL INC CL B 443510201 7778 98980 SH SOLE 98980 0 0
HUDSON CITY BANCORP COM 443683107 1065 145656 SH SOLE 145656 0 0
HUMAN GENOME SCIENCES INC COM 444903108 2725 330700 SH SOLE 330700 0 0
HUMANA INC COM 444859102 76490 827101 SH SOLE 791601 0 0
HUNT J B TRANS SVCS INC COM 445658107 2318 42639 SH SOLE 42639 0 0
HUNTINGTON BANCSHARES INC COM 446150104 20740 3215550 SH SOLE 3215550 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 920 800 SH SOLE 800 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1907 47400 SH SOLE 23600 0 0
HUNTSMAN CORP COM 447011107 5031 359083 SH SOLE 359083 0 0
HURON CONSULTING GROUP INC COM 447462102 541 14402 SH SOLE 6802 0 0
HUTCHINSON TECHNOLOGY INC NOTE 8.500% 1/1 448407AG1 445 585000 PRN SOLE 0 0 0
HYATT HOTELS CORP COM CL A 448579102 513 12000 SH SOLE 12000 0 0
HYPERDYNAMICS CORP COM 448954107 26 20000 SH SOLE 10100 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 31254 636661 SH SOLE 636661 0 0
ICF INTL INC COM 44925C103 4008 157968 SH SOLE 107768 0 0
ICICI BK LTD ADR 45104G104 1280 36700 SH SOLE 30100 0 0
ICU MED INC COM 44930G107 4760 96836 SH SOLE 65736 0 0
IDACORP INC COM 451107106 715 17384 SH SOLE 17384 0 0
IDENIX PHARMACEUTICALS INC COM 45166R204 475 48555 SH SOLE 33355 0 0
IDENTIVE GROUP INC COM 45170X106 401 192000 SH SOLE 192000 0 0
IDEXX LABS INC COM 45168D104 1911 21847 SH SOLE 21847 0 0
IDT CORP CL B NEW 448947507 2526 270500 SH SOLE 178500 0 0
IGO INC COM 449593102 11 12500 SH SOLE 12500 0 0
IHS INC CL A 451734107 1461 15600 SH SOLE 15600 0 0
IMATION CORP COM 45245A107 1128 182159 SH SOLE 135200 0 0
IMMERSION CORP COM 452521107 121 22200 SH SOLE 13500 0 0
IMMUNOGEN INC COM 45253H101 793 55125 SH SOLE 19625 0 0
IMMUNOMEDICS INC COM 452907108 113 31000 SH SOLE 19800 0 0
INCONTACT INC COM 45336E109 108 19295 SH SOLE 14895 0 0
INCYTE CORP COM 45337C102 330 17100 SH SOLE 3100 0 0
INCYTE CORP NOTE 4.750%10/0 45337CAJ1 3225 1400000 PRN SOLE 0 0 0
INDEPENDENT BANK CORP MASS COM 453836108 1733 60321 SH SOLE 40900 0 0
INFINITY PPTY & CAS CORP COM 45665Q103 11893 227267 SH SOLE 146880 0 0
INFORMATICA CORP COM 45666Q102 878 16600 SH SOLE 16600 0 0
INFOSPACE INC COM PAR $.0001 45678T300 739 57706 SH SOLE 52406 0 0
INFOSYS LTD SPONSORED ADR 456788108 9091 159400 SH SOLE 132600 0 0
ING EMERGING MKTS HGH DIV EQ COM 45685X104 369 23025 SH SOLE 23025 0 0
ING GLOBAL EQTY DIV & PREM O COM 45684E107 154 16014 SH SOLE 16014 0 0
ING INFRASTRUCTURE INDLS & M COM 45685U100 346 18701 SH SOLE 18701 0 0
ING PRIME RATE TR SH BEN INT 44977W106 1441 252788 SH SOLE 252788 0 0
INGERSOLL-RAND PLC SHS G47791101 46720 1129875 SH SOLE 992175 0 0
INGRAM MICRO INC CL A 457153104 22098 1190644 SH SOLE 1189544 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 8244 929371 SH SOLE 750188 0 0
INNERWORKINGS INC COM 45773Y105 230 19764 SH SOLE 13164 0 0
INNOPHOS HOLDINGS INC COM 45774N108 6061 120920 SH SOLE 76761 0 0
INNOSPEC INC COM 45768S105 4087 134519 SH SOLE 59619 0 0
INSIGHT ENTERPRISES INC COM 45765U103 14337 653777 SH SOLE 465786 0 0
INSPERITY INC COM 45778Q107 3260 106400 SH SOLE 55200 0 0
INSULET CORP COM 45784P101 339 17705 SH SOLE 9505 0 0
INSULET CORP NOTE 5.375% 6/1 45784PAA9 1164 1000000 PRN SOLE 0 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1237 173042 SH SOLE 173042 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 980 87774 SH SOLE 54474 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 5030 94917 SH SOLE 94917 0 0
INTEL CORP COM 458140100 80579 2866558 SH SOLE 2569058 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 6122 5300000 PRN SOLE 0 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 950 6912 SH SOLE 6912 0 0
INTERDIGITAL INC COM 45867G101 1232 35334 SH SOLE 35334 0 0
INTERLINE BRANDS INC COM 458743101 903 41800 SH SOLE 41800 0 0
INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 91 12400 SH SOLE 7800 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 13272 627495 SH SOLE 448045 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 102947 493394 SH SOLE 443694 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 536 9151 SH SOLE 9151 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 8799 524073 SH SOLE 524073 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 708 25500 SH SOLE 13400 0 0
INTEROIL CORP COM 460951106 5460 106200 SH SOLE 106200 0 0
INTERPUBLIC GROUP COS INC COM 460690100 16046 1406321 SH SOLE 1361321 0 0
INTERSIL CORP CL A 46069S109 2183 194868 SH SOLE 194868 0 0
INTL PAPER CO COM 460146103 18261 520252 SH SOLE 477852 0 0
INTUIT COM 461202103 3540 58865 SH SOLE 58865 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 6997 12915 SH SOLE 12915 0 0
INVACARE CORP COM 461203101 5834 352059 SH SOLE 282661 0 0
INVACARE CORP SDCV 4.125% 2/0 461203AD3 550 500000 PRN SOLE 0 0 0
INVESCO LTD SHS G491BT108 8041 301500 SH SOLE 301500 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 2729 154600 SH SOLE 110600 0 0
INVESCO VAN KAMP BOND FND COM 46132L107 1598 79059 SH SOLE 79059 0 0
INVESCO VAN KAMP DYN CRDT OP COM 46132R104 3111 266335 SH SOLE 266335 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 7950 664709 SH SOLE 485509 0 0
INVESTORS BANCORP INC COM 46146P102 455 30291 SH SOLE 18091 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 1263 164193 SH SOLE 105660 0 0
ION GEOPHYSICAL CORP COM 462044108 1543 239300 SH SOLE 239300 0 0
IPC THE HOSPITALIST CO INC COM 44984A105 254 6891 SH SOLE 4891 0 0
IPG PHOTONICS CORP COM 44980X109 544 10443 SH SOLE 10443 0 0
IROBOT CORP COM 462726100 331 12130 SH SOLE 7230 0 0
IRON MTN INC COM 462846106 2736 95015 SH SOLE 95015 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 421 31614 SH SOLE 20314 0 0
ISTA PHARMACEUTICALS INC COM NEW 45031X204 4802 532917 SH SOLE 339417 0 0
ISTAR FINL INC COM 45031U101 1254 172943 SH SOLE 122443 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 9420 490890 SH SOLE 345190 0 0
ITC HLDGS CORP COM 465685105 580 7537 SH SOLE 7537 0 0
ITRON INC COM 465741106 5644 124300 SH SOLE 124300 0 0
ITT CORP NEW COM NEW 450911201 46614 2031997 SH SOLE 2031997 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 41769 631530 SH SOLE 609730 0 0
IVANHOE MINES LTD COM 46579N103 6678 424300 SH SOLE 424300 0 0
IXYS CORP COM 46600W106 190 14400 SH SOLE 8400 0 0
J & J SNACK FOODS CORP COM 466032109 1253 23884 SH SOLE 9884 0 0
J2 GLOBAL INC COM 48123V102 331 11528 SH SOLE 8828 0 0
JABIL CIRCUIT INC COM 466313103 29346 1168232 SH SOLE 1168232 0 0
JACK IN THE BOX INC COM 466367109 391 16318 SH SOLE 9218 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 2609 58800 SH SOLE 58800 0 0
JAGUAR MNG INC COM 47009M103 48 10341 SH SOLE 6341 0 0
JAGUAR MNG INC NOTE 5.500% 3/3 47009MAJ2 1388 1500000 PRN SOLE 0 0 0
JAKKS PAC INC COM 47012E106 28304 1622012 SH SOLE 1538694 0 0
JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 1868 1750000 PRN SOLE 0 0 0
JARDEN CORP COM 471109108 283 7043 SH SOLE 7043 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 15456 318869 SH SOLE 287169 0 0
JDA SOFTWARE GROUP INC COM 46612K108 1318 47975 SH SOLE 33775 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 20785 1434422 SH SOLE 1434422 0 0
JETBLUE AIRWAYS CORP COM 477143101 2450 501013 SH SOLE 501013 0 0
JETBLUE AIRWAYS CORP DBCV 5.500%10/1 477143AD3 1869 1500000 PRN SOLE 0 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 732 45200 SH SOLE 30500 0 0
JOHN HANCOCK HDG EQ & INC FD COM 47804L102 807 48962 SH SOLE 48962 0 0
JOHNSON & JOHNSON COM 478160104 144413 2189408 SH SOLE 1954508 0 0
JOHNSON CTLS INC COM 478366107 877 27000 SH SOLE 27000 0 0
JONES GROUP INC COM 48020T101 2939 233979 SH SOLE 158679 0 0
JONES LANG LASALLE INC COM 48020Q107 9464 113600 SH SOLE 113600 0 0
JOS A BANK CLOTHIERS INC COM 480838101 5798 115018 SH SOLE 112218 0 0
JOY GLOBAL INC COM 481165108 2571 34980 SH SOLE 34980 0 0
JPMORGAN CHASE & CO COM 46625H100 129975 2826773 SH SOLE 2534573 0 0
JUNIPER NETWORKS INC COM 48203R104 1785 78000 SH SOLE 78000 0 0
K V PHARMACEUTICAL CO CL A 482740206 876 663800 SH SOLE 569100 0 0
KADANT INC COM 48282T104 3501 146959 SH SOLE 106759 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 830 17568 SH SOLE 16268 0 0
KAMAN CORP COM 483548103 428 12593 SH SOLE 7193 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2324 32422 SH SOLE 32422 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 2913 147846 SH SOLE 116346 0 0
KAYDON CORP COM 486587108 209 8200 SH SOLE 3900 0 0
KAYNE ANDERSON MDSTM ENERGY COM 48661E108 878 31995 SH SOLE 31995 0 0
KB HOME COM 48666K109 3876 435500 SH SOLE 435500 0 0
KBR INC COM 48242W106 49985 1406036 SH SOLE 1340836 0 0
KELLOGG CO COM 487836108 13271 247453 SH SOLE 247453 0 0
KELLY SVCS INC CL A 488152208 2633 164670 SH SOLE 126115 0 0
KEMET CORP COM NEW 488360207 8353 892399 SH SOLE 638499 0 0
KEMPER CORP DEL COM 488401100 4520 149262 SH SOLE 114608 0 0
KENEXA CORP COM 488879107 1323 42336 SH SOLE 34536 0 0
KENNAMETAL INC COM 489170100 2979 66900 SH SOLE 66900 0 0
KEY ENERGY SVCS INC COM 492914106 2494 161434 SH SOLE 161434 0 0
KEYCORP NEW COM 493267108 91102 10717919 SH SOLE 10056819 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 2255 20000 SH SOLE 20000 0 0
KEYNOTE SYS INC COM 493308100 235 11910 SH SOLE 7310 0 0
KILROY RLTY CORP COM 49427F108 587 12600 SH SOLE 1500 0 0
KIMBERLY CLARK CORP COM 494368103 79226 1072215 SH SOLE 989715 0 0
KIMCO RLTY CORP COM 49446R109 3814 198041 SH SOLE 179541 0 0
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 372 4496 SH SOLE 4496 0 0
KINDER MORGAN INC DEL COM 49456B101 688 17800 SH SOLE 17800 0 0
KINDER MORGAN INC DEL COM 49456B101 553 850 SH CALL SOLE 0 0 0
KINROSS GOLD CORP COM NO PAR 496902404 790 80700 SH SOLE 80700 0 0
KIPS BAY MED INC COM 49726K105 137 91997 SH SOLE 91997 0 0
KIRBY CORP COM 497266106 1287 19561 SH SOLE 19561 0 0
KIRKLANDS INC COM 497498105 3112 192350 SH SOLE 133800 0 0
KKR FINANCIAL HLDGS LLC NOTE 7.000% 7/1 48248AAB4 914 900000 PRN SOLE 0 0 0
KLA-TENCOR CORP COM 482480100 20151 370280 SH SOLE 334980 0 0
KNIGHT CAP GROUP INC CL A COM 499005106 15964 1240388 SH SOLE 1069521 0 0
KNIGHT TRANSN INC COM 499064103 184 10412 SH SOLE 10412 0 0
KOHLS CORP COM 500255104 31879 637201 SH SOLE 527501 0 0
KOPPERS HOLDINGS INC COM 50060P106 1053 27321 SH SOLE 23221 0 0
KORN FERRY INTL COM NEW 500643200 534 31900 SH SOLE 31900 0 0
KRAFT FOODS INC CL A 50075N104 35030 921606 SH SOLE 764306 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 432 80923 SH SOLE 80923 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 352 48235 SH SOLE 14535 0 0
KROGER CO COM 501044101 37658 1554203 SH SOLE 1554203 0 0
KULICKE & SOFFA INDS INC COM 501242101 19655 1581224 SH SOLE 1263124 0 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 14950 15275000 PRN SOLE 0 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 46958 663524 SH SOLE 613124 0 0
LA Z BOY INC COM 505336107 12249 818774 SH SOLE 677074 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 8386 91612 SH SOLE 91612 0 0
LACLEDE GROUP INC COM 505597104 6590 168876 SH SOLE 118099 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 144 80819 SH SOLE 47319 0 0
LAKELAND FINL CORP COM 511656100 331 12716 SH SOLE 7716 0 0
LAM RESEARCH CORP COM 512807108 19909 446199 SH SOLE 446199 0 0
LAN AIRLINES S A SPONSORED ADR 501723100 218 7500 SH SOLE 4500 0 0
LANCASTER COLONY CORP COM 513847103 8219 123667 SH SOLE 62930 0 0
LANDSTAR SYS INC COM 515098101 5168 89542 SH SOLE 89542 0 0
LAS VEGAS SANDS CORP COM 517834107 5941 103200 SH SOLE 103200 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 3773 134084 SH SOLE 116786 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1290 200650 SH SOLE 83050 0 0
LAUDER ESTEE COS INC CL A 518439104 7496 121013 SH SOLE 103313 0 0
LAYNE CHRISTENSEN CO COM 521050104 937 42100 SH SOLE 20400 0 0
LAZARD GLB TTL RET&INCM FD I COM 52106W103 324 21674 SH SOLE 21674 0 0
LDK SOLAR CO LTD NOTE 4.750% 4/1 50183LAD9 746 1000000 PRN SOLE 0 0 0
LEAPFROG ENTERPRISES INC CL A 52186N106 213 25509 SH SOLE 15809 0 0
LEAR CORP COM NEW 521865204 2422 52100 SH SOLE 52100 0 0
LECROY CORP COM 52324W109 110 10599 SH SOLE 7399 0 0
LEGG MASON INC COM 524901105 7307 261611 SH SOLE 256111 0 0
LEGGETT & PLATT INC COM 524660107 364 15813 SH SOLE 15813 0 0
LENDER PROCESSING SVCS INC COM 52602E102 13023 500880 SH SOLE 500880 0 0
LENNAR CORP CL A 526057104 1919 70604 SH SOLE 70604 0 0
LENNAR CORP CL B 526057302 2055 91935 SH SOLE 91935 0 0
LEUCADIA NATL CORP COM 527288104 3371 129159 SH SOLE 129159 0 0
LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 9073 7172000 PRN SOLE 0 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 6639 258040 SH SOLE 258040 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 15.000% 1/1 52729NBM1 26129 21550000 PRN SOLE 0 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 4330 3305000 PRN SOLE 0 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 6.500%10/0 52729NBR0 33467 20852000 PRN SOLE 0 0 0
LEXICON PHARMACEUTICALS INC COM 528872104 58 31200 SH SOLE 31200 0 0
LEXINGTON REALTY TRUST COM 529043101 2571 285995 SH SOLE 268393 0 0
LEXMARK INTL NEW CL A 529771107 25407 764339 SH SOLE 750839 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 1097 93200 SH SOLE 93200 0 0
LHC GROUP INC COM 50187A107 1238 66800 SH SOLE 54300 0 0
LIBERTY GLOBAL INC COM SER A 530555101 423 8437 SH SOLE 8437 0 0
LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 878 1000000 PRN SOLE 0 0 0
LIBERTY MEDIA CORPORATION LIB CAP COM A 530322106 559 6344 SH SOLE 6344 0 0
LIBERTY PPTY TR SH BEN INT 531172104 772 21600 SH SOLE 21600 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 4657 95400 SH SOLE 95400 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 16224 411350 SH SOLE 369150 0 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 3150 3000000 PRN SOLE 0 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 207 12979 SH SOLE 8579 0 0
LILLY ELI & CO COM 532457108 59733 1483315 SH SOLE 1356015 0 0
LIMELIGHT NETWORKS INC COM 53261M104 268 81600 SH SOLE 64700 0 0
LIMITED BRANDS INC COM 532716107 38540 802910 SH SOLE 772510 0 0
LINCARE HLDGS INC COM 532791100 3108 120097 SH SOLE 120097 0 0
LINCOLN EDL SVCS CORP COM 533535100 3617 457300 SH SOLE 329700 0 0
LINCOLN ELEC HLDGS INC COM 533900106 266 5863 SH SOLE 5863 0 0
LINCOLN NATL CORP IND COM 534187109 4008 152043 SH SOLE 139543 0 0
LINCOLN NATL CORP IND *W EXP 07/10/201 534187117 2639 144688 SH SOLE 144688 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1577 46800 SH SOLE 46800 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 31 10600 SH SOLE 0 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 610 43798 SH SOLE 32098 0 0
LIQUIDITY SERVICES INC COM 53635B107 1370 30581 SH SOLE 7281 0 0
LITHIA MTRS INC CL A 536797103 1124 42917 SH SOLE 38317 0 0
LIVEPERSON INC COM 538146101 676 40297 SH SOLE 13697 0 0
LIZ CLAIBORNE INC COM 539320101 14498 1085178 SH SOLE 760178 0 0
LKQ CORP COM 501889208 1764 56601 SH SOLE 56601 0 0
LMP CORPORATE LN FD INC COM 50208B100 121 10143 SH SOLE 10143 0 0
LMP REAL ESTATE INCOME FD IN COM 50208C108 316 30624 SH SOLE 30624 0 0
LOCKHEED MARTIN CORP COM 539830109 41261 459167 SH SOLE 448167 0 0
LOEWS CORP COM 540424108 39067 979862 SH SOLE 873262 0 0
LOOPNET INC COM 543524300 52054 2771799 SH SOLE 2771799 0 0
LORILLARD INC COM 544147101 15923 122979 SH SOLE 115679 0 0
LOWES COS INC COM 548661107 19095 608507 SH SOLE 573007 0 0
LSB INDS INC COM 502160104 1848 47479 SH SOLE 9879 0 0
LSI CORPORATION COM 502161102 32304 3721700 SH SOLE 3446000 0 0
LTC PPTYS INC COM 502175102 9856 308008 SH SOLE 206521 0 0
LTX-CREDENCE CORP COM NEW 502403207 7509 1044299 SH SOLE 736400 0 0
LUFKIN INDS INC COM 549764108 2290 28400 SH SOLE 28400 0 0
LULULEMON ATHLETICA INC COM 550021109 3032 40600 SH SOLE 40600 0 0
LUMINEX CORP DEL COM 55027E102 392 16795 SH SOLE 10095 0 0
LYDALL INC DEL COM 550819106 136 13365 SH SOLE 8965 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 77719 1780500 SH SOLE 1590800 0 0
M & T BK CORP COM 55261F104 531 6117 SH SOLE 6117 0 0
M/I HOMES INC COM 55305B101 323 26100 SH SOLE 26100 0 0
MACERICH CO COM 554382101 3164 54788 SH SOLE 47488 0 0
MACK CALI RLTY CORP COM 554489104 6067 210500 SH SOLE 181200 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 939 28462 SH SOLE 19662 0 0
MACYS INC COM 55616P104 66761 1680378 SH SOLE 1563778 0 0
MADDEN STEVEN LTD COM 556269108 791 18497 SH SOLE 12397 0 0
MADISON CLAYMORE CALL &EQTY COM 556582104 1088 131614 SH SOLE 131614 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 8989 184168 SH SOLE 139731 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 314 4345 SH SOLE 4345 0 0
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 1036 161343 SH SOLE 161343 0 0
MAGNA INTL INC COM 559222401 1098 23000 SH SOLE 23000 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 234 25947 SH SOLE 16147 0 0
MAIDENFORM BRANDS INC COM 560305104 209 9300 SH SOLE 6400 0 0
MAIN STREET CAPITAL CORP COM 56035L104 338 13727 SH SOLE 8627 0 0
MAJESCO ENTERTAINMENT CO COM NEW 560690208 166 67397 SH SOLE 43197 0 0
MAKO SURGICAL CORP COM 560879108 1979 46945 SH SOLE 25245 0 0
MANHATTAN ASSOCS INC COM 562750109 5352 112594 SH SOLE 38187 0 0
MANITOWOC INC COM 563571108 2159 155800 SH SOLE 155800 0 0
MANNKIND CORP COM 56400P201 144 58276 SH SOLE 58276 0 0
MANNKIND CORP NOTE 3.750%12/1 56400PAA0 796 1400000 PRN SOLE 0 0 0
MANNKIND CORP NOTE 5.750% 8/1 56400PAC6 2628 4380000 PRN SOLE 0 0 0
MANPOWERGROUP INC COM 56418H100 6718 141826 SH SOLE 132626 0 0
MANULIFE FINL CORP COM 56501R106 2112 155900 SH SOLE 155900 0 0
MARATHON OIL CORP COM 565849106 87093 2747415 SH SOLE 2578415 0 0
MARATHON PETE CORP COM 56585A102 234 5400 SH SOLE 5400 0 0
MARCHEX INC CL B 56624R108 90 20200 SH SOLE 13700 0 0
MARKETAXESS HLDGS INC COM 57060D108 744 19948 SH SOLE 10448 0 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 428 7314 SH SOLE 7314 0 0
MARRIOTT INTL INC NEW CL A 571903202 5397 142600 SH SOLE 97400 0 0
MARSH & MCLENNAN COS INC COM 571748102 4330 132059 SH SOLE 132059 0 0
MARTHA STEWART LIVING OMNIME CL A 573083102 40 10426 SH SOLE 6326 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1199 14000 SH SOLE 14000 0 0
MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 573331105 237 7017 SH SOLE 7017 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 19660 1249820 SH SOLE 1136820 0 0
MASCO CORP COM 574599106 4271 319436 SH SOLE 319436 0 0
MASTEC INC COM 576323109 252 13931 SH SOLE 9131 0 0
MASTEC INC NOTE 4.000% 6/1 576323AL3 4416 3250000 PRN SOLE 0 0 0
MASTEC INC NOTE 4.250%12/1 576323AM1 8427 6025000 PRN SOLE 0 0 0
MASTERCARD INC CL A 57636Q104 20162 47943 SH SOLE 43443 0 0
MATRIX SVC CO COM 576853105 4510 321900 SH SOLE 189900 0 0
MATTEL INC COM 577081102 3811 113211 SH SOLE 113211 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1091 38172 SH SOLE 38172 0 0
MAXIMUS INC COM 577933104 5487 134909 SH SOLE 54037 0 0
MAXYGEN INC COM 577776107 96 16682 SH SOLE 11382 0 0
MB FINANCIAL INC NEW COM 55264U108 264 12597 SH SOLE 7797 0 0
MBIA INC COM 55262C100 1321 134800 SH SOLE 134800 0 0
MCCLATCHY CO CL A 579489105 908 314100 SH SOLE 221300 0 0
MCCORMICK & CO INC COM NON VTG 579780206 10748 197467 SH SOLE 197467 0 0
MCDERMOTT INTL INC COM 580037109 20468 1597800 SH SOLE 1597800 0 0
MCDONALDS CORP COM 580135101 83207 848186 SH SOLE 751186 0 0
MCEWEN MNG INC COM 58039P107 271 61048 SH SOLE 3600 0 0
MCG CAPITAL CORP COM 58047P107 7027 1653300 SH SOLE 1141200 0 0
MCGRAW HILL COS INC COM 580645109 7496 154657 SH SOLE 154657 0 0
MCKESSON CORP COM 58155Q103 45612 519680 SH SOLE 478080 0 0
MCMORAN EXPLORATION CO COM 582411104 1492 139400 SH SOLE 136500 0 0
MDU RES GROUP INC COM 552690109 9038 403664 SH SOLE 403664 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 11914 144445 SH SOLE 122445 0 0
MEADOWBROOK INS GROUP INC COM 58319P108 5595 599679 SH SOLE 387179 0 0
MEADWESTVACO CORP COM 583334107 3178 100596 SH SOLE 94996 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 258 7659 SH SOLE 3959 0 0
MEDALLION FINL CORP COM 583928106 144 12891 SH SOLE 7891 0 0
MEDCATH CORP COM 58404W109 146 18600 SH SOLE 10300 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 82944 1179858 SH SOLE 1152658 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 1380 148743 SH SOLE 148743 0 0
MEDICINES CO COM 584688105 8930 444944 SH SOLE 286344 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 11652 309988 SH SOLE 283388 0 0
MEDIFAST INC COM 58470H101 2280 130600 SH SOLE 64800 0 0
MEDIVATION INC COM 58501N101 1494 20000 SH SOLE 7700 0 0
MEDNAX INC COM 58502B106 441 5933 SH SOLE 5933 0 0
MEDTRONIC INC COM 585055106 12365 315511 SH SOLE 288511 0 0
MELA SCIENCES INC COM 55277R100 132 29603 SH SOLE 20203 0 0
MEMC ELECTR MATLS INC COM 552715104 4650 1288030 SH SOLE 1288030 0 0
MENS WEARHOUSE INC COM 587118100 620 16004 SH SOLE 10004 0 0
MENTOR GRAPHICS CORP COM 587200106 6945 467331 SH SOLE 460831 0 0
MERCK & CO INC NEW COM 58933Y105 75145 1956896 SH SOLE 1718696 0 0
MERCURY GENL CORP NEW COM 589400100 905 20700 SH SOLE 15000 0 0
MERGE HEALTHCARE INC COM 589499102 272 46546 SH SOLE 30746 0 0
MERITOR INC COM 59001K100 3699 458400 SH SOLE 365200 0 0
METALICO INC COM 591176102 137 32100 SH SOLE 26000 0 0
METHODE ELECTRS INC COM 591520200 643 69300 SH SOLE 69300 0 0
METLIFE INC COM 59156R108 3363 90052 SH SOLE 90052 0 0
METLIFE INC UNIT 99/99/9999 59156R116 9564 135320 SH SOLE 135320 0 0
METROPCS COMMUNICATIONS INC COM 591708102 7969 883428 SH SOLE 883428 0 0
METROPOLITAN HEALTH NETWORKS COM 592142103 415 44325 SH SOLE 33925 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 598 3235 SH SOLE 3235 0 0
MFA FINANCIAL INC COM 55272X102 4307 576626 SH SOLE 417257 0 0
MGE ENERGY INC COM 55277P104 1397 31478 SH SOLE 17778 0 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 18427 23700000 PRN SOLE 0 0 0
MGM RESORTS INTERNATIONAL COM 552953101 6169 452934 SH SOLE 408234 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 10745 10125000 PRN SOLE 0 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 3921 84150 SH SOLE 84150 0 0
MICREL INC COM 594793101 536 52200 SH SOLE 19200 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 498 13396 SH SOLE 13396 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 50580 36520000 PRN SOLE 0 0 0
MICRON TECHNOLOGY INC COM 595112103 15963 1970685 SH SOLE 1970685 0 0
MICROS SYS INC COM 594901100 9677 175026 SH SOLE 175026 0 0
MICROSOFT CORP COM 594918104 138577 4296960 SH SOLE 3899160 0 0
MICROSTRATEGY INC CL A NEW 594972408 632 4511 SH SOLE 2934 0 0
MID-AMER APT CMNTYS INC COM 59522J103 2529 37735 SH SOLE 20333 0 0
MIDDLEBY CORP COM 596278101 413 4080 SH SOLE 2480 0 0
MIDWAY GOLD CORP COM 598153104 74 51817 SH SOLE 31317 0 0
MILLER ENERGY RES INC COM 600527105 52 12400 SH SOLE 5300 0 0
MILLER INDS INC TENN COM NEW 600551204 193 11412 SH SOLE 7912 0 0
MINE SAFETY APPLIANCES CO COM 602720104 565 13761 SH SOLE 8261 0 0
MINEFINDERS CORP LTD COM 602900102 71490 5143199 SH SOLE 5143199 0 0
MINERALS TECHNOLOGIES INC COM 603158106 14775 225876 SH SOLE 186159 0 0
MINES MGMT INC COM 603432105 32 19104 SH SOLE 19104 0 0
MISSION NEWENERGY LTD SHS NEW Q62163110 13 26475 SH SOLE 26475 0 0
MISSION WEST PPTYS INC COM 605203108 124 12554 SH SOLE 8154 0 0
MISTRAS GROUP INC COM 60649T107 344 14442 SH SOLE 9142 0 0
MITCHAM INDS INC COM 606501104 251 11189 SH SOLE 5889 0 0
MITEK SYS INC COM NEW 606710200 297 25596 SH SOLE 16296 0 0
MKS INSTRUMENT INC COM 55306N104 32421 1097913 SH SOLE 1040313 0 0
MODINE MFG CO COM 607828100 1695 191995 SH SOLE 149295 0 0
MOHAWK INDS INC COM 608190104 989 14870 SH SOLE 14870 0 0
MOLEX INC COM 608554101 1028 36569 SH SOLE 36569 0 0
MOLEX INC CL A 608554200 10217 435692 SH SOLE 435692 0 0
MOLINA HEALTHCARE INC COM 60855R100 763 22681 SH SOLE 18481 0 0
MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 9422 7375000 PRN SOLE 0 0 0
MOLSON COORS BREWING CO CL B 60871R209 1050 23214 SH SOLE 23214 0 0
MOLYCORP INC DEL COM 608753109 583 483 SH CALL SOLE 0 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 8597 561184 SH SOLE 462984 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 140 14400 SH SOLE 8600 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 655 43988 SH SOLE 10988 0 0
MONRO MUFFLER BRAKE INC COM 610236101 844 20348 SH SOLE 10498 0 0
MONSANTO CO NEW COM 61166W101 16858 211364 SH SOLE 183064 0 0
MONSTER BEVERAGE CORP COM 611740101 38941 627168 SH SOLE 627168 0 0
MONSTER WORLDWIDE INC COM 611742107 3521 361143 SH SOLE 361143 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 3773 195315 SH SOLE 161924 0 0
MOODYS CORP COM 615369105 814 19342 SH SOLE 19342 0 0
MORGAN STANLEY COM NEW 617446448 11391 580011 SH SOLE 557511 0 0
MORGAN STANLEY EMER MKTS FD COM 61744G107 320 21894 SH SOLE 21894 0 0
MOSAIC CO NEW COM 61945C103 4047 73200 SH SOLE 73200 0 0
MOSYS INC COM 619718109 46 11700 SH SOLE 5300 0 0
MOTOROLA MOBILITY HLDGS INC COM 620097105 51831 1320866 SH SOLE 1320866 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 43513 856049 SH SOLE 845449 0 0
MOVADO GROUP INC COM 624580106 1437 58525 SH SOLE 55225 0 0
MOVE INC COM NEW 62458M207 487 50150 SH SOLE 18225 0 0
MSC INDL DIRECT INC CL A 553530106 991 11900 SH SOLE 11900 0 0
MSCI INC CL A 55354G100 523 14200 SH SOLE 14200 0 0
MTS SYS CORP COM 553777103 746 14053 SH SOLE 3853 0 0
MUELLER INDS INC COM 624756102 6761 148748 SH SOLE 112912 0 0
MUELLER WTR PRODS INC COM SER A 624758108 495 148600 SH SOLE 141900 0 0
MULTI COLOR CORP COM 625383104 207 9203 SH SOLE 6303 0 0
MULTIMEDIA GAMES HLDG CO INC COM 625453105 146 13356 SH SOLE 9156 0 0
MURPHY OIL CORP COM 626717102 32945 585482 SH SOLE 546482 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 823 9355 SH SOLE 3455 0 0
MYERS INDS INC COM 628464109 227 15403 SH SOLE 11103 0 0
MYLAN INC COM 628530107 657 28000 SH SOLE 28000 0 0
MYR GROUP INC DEL COM 55405W104 339 19000 SH SOLE 3300 0 0
MYRIAD GENETICS INC COM 62855J104 8850 374035 SH SOLE 373035 0 0
NABORS INDUSTRIES LTD SHS G6359F103 19804 1132315 SH SOLE 1055815 0 0
NACCO INDS INC CL A 629579103 8873 76246 SH SOLE 52208 0 0
NANOMETRICS INC COM 630077105 230 12425 SH SOLE 8925 0 0
NASDAQ OMX GROUP INC COM 631103108 1609 62135 SH SOLE 62135 0 0
NASH FINCH CO COM 631158102 7209 253650 SH SOLE 183576 0 0
NASH FINCH CO FRNT 1.631% 3/1 631158AD4 17625 37400000 PRN SOLE 0 0 0
NATIONAL FINL PARTNERS CORP NOTE 4.000% 6/1 63607PAC3 12501 9200000 PRN SOLE 0 0 0
NATIONAL FUEL GAS CO N J COM 636180101 410 8528 SH SOLE 8528 0 0
NATIONAL HEALTH INVS INC COM 63633D104 3085 63240 SH SOLE 47301 0 0
NATIONAL OILWELL VARCO INC COM 637071101 17173 216095 SH SOLE 174495 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 6076 686514 SH SOLE 488914 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 4917 180849 SH SOLE 127356 0 0
NAUTILUS MARINE ACQUISIT COR SHS Y6255E101 9116 931200 SH SOLE 931200 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 522 159038 SH SOLE 46538 0 0
NAVIGANT CONSULTING INC COM 63935N107 2543 182806 SH SOLE 179006 0 0
NAVIGATORS GROUP INC COM 638904102 278 5883 SH SOLE 1500 0 0
NAVISTAR INTL CORP NEW COM 63934E108 21483 531109 SH SOLE 531109 0 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 17194 15525000 PRN SOLE 0 0 0
NBT BANCORP INC COM 628778102 5856 265231 SH SOLE 204831 0 0
NCR CORP NEW COM 62886E108 10627 489495 SH SOLE 489495 0 0
NEENAH PAPER INC COM 640079109 5509 185243 SH SOLE 140943 0 0
NEKTAR THERAPEUTICS NOTE 3.250% 9/2 640268AH1 1008 1000000 PRN SOLE 0 0 0
NELNET INC CL A 64031N108 11298 436044 SH SOLE 286098 0 0
NEOSTEM INC COM NEW 640650305 146 388000 SH SOLE 388000 0 0
NETAPP INC COM 64110D104 2082 46500 SH SOLE 46500 0 0
NETAPP INC NOTE 1.750% 6/0 64110DAB0 22897 15750000 PRN SOLE 0 0 0
NETFLIX INC COM 64110L106 644 5600 SH SOLE 5600 0 0
NETGEAR INC COM 64111Q104 484 12680 SH SOLE 4980 0 0
NETLIST INC COM 64118P109 69 19500 SH SOLE 13900 0 0
NETSCOUT SYS INC COM 64115T104 1235 60700 SH SOLE 28100 0 0
NETSUITE INC COM 64118Q107 592 11772 SH SOLE 11772 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3324 417100 SH SOLE 214300 0 0
NEUSTAR INC CL A 64126X201 1779 47769 SH SOLE 47769 0 0
NEW GOLD INC CDA COM 644535106 458 46400 SH SOLE 46400 0 0
NEW JERSEY RES COM 646025106 299 6700 SH SOLE 4200 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 428 30805 SH SOLE 30805 0 0
NEW YORK TIMES CO CL A 650111107 6811 1003100 SH SOLE 1003100 0 0
NEWCASTLE INVT CORP COM 65105M108 1243 198000 SH SOLE 198000 0 0
NEWFIELD EXPL CO COM 651290108 4958 142970 SH SOLE 135470 0 0
NEWMARKET CORP COM 651587107 3243 17304 SH SOLE 8893 0 0
NEWMONT MINING CORP COM 651639106 14515 283118 SH SOLE 259418 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 843 102939 SH SOLE 54439 0 0
NEWPORT CORP COM 651824104 2874 162212 SH SOLE 135612 0 0
NEWS CORP CL A 65248E104 83493 4240376 SH SOLE 3895876 0 0
NEWSTAR FINANCIAL INC COM 65251F105 218 19575 SH SOLE 11275 0 0
NEXEN INC COM 65334H102 943 51400 SH SOLE 51400 0 0
NEXTERA ENERGY INC COM 65339F101 1586 25961 SH SOLE 25961 0 0
NIC INC COM 62914B100 2467 203397 SH SOLE 38997 0 0
NIELSEN HOLDINGS N V COM N63218106 3966 131600 SH SOLE 131600 0 0
NII HLDGS INC CL B NEW 62913F201 5175 282609 SH SOLE 282609 0 0
NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 4840 4810000 PRN SOLE 0 0 0
NIKE INC CL B 654106103 12478 115066 SH SOLE 115066 0 0
NISOURCE INC COM 65473P105 1844 75713 SH SOLE 75713 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 467 12473 SH SOLE 12473 0 0
NOBLE ENERGY INC COM 655044105 3963 40533 SH SOLE 40533 0 0
NORANDA ALUM HLDG CORP COM 65542W107 1983 198900 SH SOLE 55500 0 0
NORDSON CORP COM 655663102 7484 137300 SH SOLE 137300 0 0
NORDSTROM INC COM 655664100 2449 43959 SH SOLE 43959 0 0
NORFOLK SOUTHERN CORP COM 655844108 18859 286487 SH SOLE 258087 0 0
NORTHEAST UTILS COM 664397106 1169 31491 SH SOLE 31491 0 0
NORTHERN TR CORP COM 665859104 1294 27270 SH SOLE 27270 0 0
NORTHGATE MINERALS CORP NOTE 3.500%10/0 666416AB8 5642 5100000 PRN SOLE 0 0 0
NORTHROP GRUMMAN CORP COM 666807102 82477 1350307 SH SOLE 1324207 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 1802 141856 SH SOLE 93827 0 0
NORTHWEST NAT GAS CO COM 667655104 316 6960 SH SOLE 5060 0 0
NORTHWESTERN CORP COM NEW 668074305 13311 375383 SH SOLE 350438 0 0
NOVAGOLD RES INC COM NEW 66987E206 206 28700 SH SOLE 28700 0 0
NOVATEL WIRELESS INC COM NEW 66987M604 135 40400 SH SOLE 40400 0 0
NOVELLUS SYS INC COM 670008101 97310 1949719 SH SOLE 1949719 0 0
NRG ENERGY INC COM NEW 629377508 3140 200393 SH SOLE 200393 0 0
NSTAR COM 67019E107 20091 413139 SH SOLE 413139 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 4227 72997 SH SOLE 42197 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3028 118355 SH SOLE 118355 0 0
NUCOR CORP COM 670346105 5794 134900 SH SOLE 134900 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 262 4441 SH SOLE 4441 0 0
NUVASIVE INC COM 670704105 2893 171800 SH SOLE 171800 0 0
NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM102 2182 179109 SH SOLE 179109 0 0
NUVEEN EQUITY PREM & GROWTH COM 6706EW100 1085 81385 SH SOLE 81385 0 0
NUVEEN EQUITY PREM ADV FD COM 6706ET107 1657 136734 SH SOLE 136734 0 0
NUVEEN EQUITY PREM INCOME FD COM 6706ER101 1933 161455 SH SOLE 161455 0 0
NUVEEN QUALITY PFD INC FD 3 COM 67072W101 605 72706 SH SOLE 72706 0 0
NUVEEN QUALITY PFD INCOME FD COM 67071S101 782 95802 SH SOLE 95802 0 0
NUVEEN QUALITY PFD INCOME FD COM 67072C105 2592 300742 SH SOLE 300742 0 0
NUVEEN SHT DUR CR OPP FD COM 67074X107 401 20639 SH SOLE 20639 0 0
NUVEEN TAX ADVANTAGED DIV GR COM 67073G105 183 13312 SH SOLE 13312 0 0
NUVEEN TX ADV TOTAL RET STRG COM 67090H102 305 27461 SH SOLE 27461 0 0
NV ENERGY INC COM 67073Y106 10636 659782 SH SOLE 659782 0 0
NVE CORP COM NEW 629445206 201 3800 SH SOLE 2400 0 0
NVIDIA CORP COM 67066G104 4888 317600 SH SOLE 317600 0 0
NVR INC COM 62944T105 1527 2103 SH SOLE 2103 0 0
O CHARLEYS INC COM 670823103 350 35548 SH SOLE 35548 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 19711 215773 SH SOLE 215773 0 0
OASIS PETE INC NEW COM 674215108 534 17330 SH SOLE 30 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 30852 323975 SH SOLE 284875 0 0
OCEANEERING INTL INC COM 675232102 7955 147614 SH SOLE 147614 0 0
OCLARO INC COM NEW 67555N206 2062 523352 SH SOLE 491752 0 0
OCWEN FINL CORP COM NEW 675746309 205 13119 SH SOLE 9419 0 0
OCZ TECHNOLOGY GROUP INC COM 67086E303 171 24556 SH SOLE 14856 0 0
ODYSSEY MARINE EXPLORATION I COM 676118102 156 50200 SH SOLE 26100 0 0
OGE ENERGY CORP COM 670837103 6684 124942 SH SOLE 124942 0 0
OI S.A. SPN ADR REP PFD 670851203 2999 188600 SH SOLE 110900 0 0
OIL STS INTL INC COM 678026105 1445 18511 SH SOLE 18511 0 0
OLD DOMINION FGHT LINES INC COM 679580100 3723 78107 SH SOLE 78107 0 0
OLD NATL BANCORP IND COM 680033107 1153 87780 SH SOLE 50880 0 0
OLD REP INTL CORP NOTE 8.000% 5/1 680223AF1 510 500000 PRN SOLE 0 0 0
OLIN CORP COM PAR $1 680665205 457 21032 SH SOLE 17532 0 0
OLYMPIC STEEL INC COM 68162K106 278 11600 SH SOLE 7900 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 885 41633 SH SOLE 1684 0 0
OMEGA PROTEIN CORP COM 68210P107 1019 133838 SH SOLE 125138 0 0
OMNICARE INC COM 681904108 59760 1680075 SH SOLE 1592775 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 15894 10905000 PRN SOLE 0 0 0
OMNICELL INC COM 68213N109 164 10788 SH SOLE 6788 0 0
OMNICOM GROUP INC COM 681919106 10210 201584 SH SOLE 198384 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 4678 233900 SH SOLE 233900 0 0
ON ASSIGNMENT INC COM 682159108 409 23421 SH SOLE 14321 0 0
ON SEMICONDUCTOR CORP COM 682189105 4204 466567 SH SOLE 466567 0 0
ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD7 2347 1750000 PRN SOLE 0 0 0
ONCOTHYREON INC COM 682324108 997 228559 SH SOLE 216359 0 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 391 25361 SH SOLE 15061 0 0
ONEOK INC NEW COM 682680103 6469 79223 SH SOLE 79223 0 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 332 6078 SH SOLE 6078 0 0
ONYX PHARMACEUTICALS INC COM 683399109 4644 123245 SH SOLE 119245 0 0
ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 1255 1000000 PRN SOLE 0 0 0
OPKO HEALTH INC COM 68375N103 532 112382 SH SOLE 70882 0 0
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 5963 348700 SH SOLE 233100 0 0
OPNET TECHNOLOGIES INC COM 683757108 934 32206 SH SOLE 6706 0 0
OPNEXT INC COM 68375V105 2028 1308440 SH SOLE 1089140 0 0
OPTIMER PHARMACEUTICALS INC COM 68401H104 239 17216 SH SOLE 11416 0 0
ORACLE CORP COM 68389X105 52458 1798976 SH SOLE 1590676 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 357 31084 SH SOLE 19584 0 0
ORBITAL SCIENCES CORP COM 685564106 2599 197657 SH SOLE 192957 0 0
ORCKIT COMMUNICATIONS LTD SHS NEW M7531S206 9 18585 SH SOLE 18585 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 429 104700 SH SOLE 21100 0 0
ORIENTAL FINL GROUP INC COM 68618W100 1030 85150 SH SOLE 55100 0 0
ORION MARINE GROUP INC COM 68628V308 2382 329400 SH SOLE 256500 0 0
ORITANI FINL CORP DEL COM 68633D103 1818 123860 SH SOLE 93260 0 0
ORTHOFIX INTL N V COM N6748L102 582 15500 SH SOLE 9700 0 0
OSI SYSTEMS INC COM 671044105 385 6284 SH SOLE 3984 0 0
OTTER TAIL CORP COM 689648103 2335 107615 SH SOLE 79915 0 0
OVERSEAS SHIPHOLDING GROUP I COM 690368105 542 42900 SH SOLE 37500 0 0
OWENS & MINOR INC NEW COM 690732102 1193 39216 SH SOLE 37016 0 0
OWENS CORNING NEW COM 690742101 7669 212842 SH SOLE 212842 0 0
OWENS ILL INC COM NEW 690768403 17934 768380 SH SOLE 688280 0 0
OXFORD INDS INC COM 691497309 6390 125740 SH SOLE 86340 0 0
P F CHANGS CHINA BISTRO INC COM 69333Y108 2529 64000 SH SOLE 28500 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 817 26900 SH SOLE 26900 0 0
PACCAR INC COM 693718108 1082 23100 SH SOLE 23100 0 0
PACER INTL INC TENN COM 69373H106 5632 891136 SH SOLE 556100 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 668 379700 SH SOLE 245000 0 0
PACKAGING CORP AMER COM 695156109 2231 75400 SH SOLE 65900 0 0
PACWEST BANCORP DEL COM 695263103 3622 149034 SH SOLE 119634 0 0
PAIN THERAPEUTICS INC COM 69562K100 168 46700 SH SOLE 25400 0 0
PALL CORP COM 696429307 11479 192504 SH SOLE 192504 0 0
PANDORA MEDIA INC COM 698354107 340 33300 SH SOLE 33300 0 0
PANERA BREAD CO CL A 69840W108 6955 43223 SH SOLE 43223 0 0
PANTRY INC COM 698657103 193 14800 SH SOLE 7500 0 0
PAPA JOHNS INTL INC COM 698813102 2249 59712 SH SOLE 33712 0 0
PAR PHARMACEUTICAL COS INC COM 69888P106 1418 36624 SH SOLE 20291 0 0
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 277 9900 SH SOLE 5900 0 0
PARAMOUNT GOLD & SILVER CORP COM 69924P102 58 25549 SH SOLE 19349 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 1667 55140 SH SOLE 26328 0 0
PARK NATL CORP COM 700658107 242 3500 SH SOLE 2900 0 0
PARKER DRILLING CO COM 701081101 11551 1934776 SH SOLE 1619376 0 0
PARKER HANNIFIN CORP COM 701094104 22360 264462 SH SOLE 235062 0 0
PARKWAY PPTYS INC COM 70159Q104 545 51968 SH SOLE 27759 0 0
PATRIOT COAL CORP COM 70336T104 22847 3661316 SH SOLE 3474316 0 0
PATTERSON COMPANIES INC COM 703395103 2704 80969 SH SOLE 80969 0 0
PATTERSON UTI ENERGY INC COM 703481101 13347 771966 SH SOLE 771966 0 0
PAYCHEX INC COM 704326107 728 23485 SH SOLE 23485 0 0
PDF SOLUTIONS INC COM 693282105 126 14954 SH SOLE 12254 0 0
PDL BIOPHARMA INC COM 69329Y104 31782 5005010 SH SOLE 3937935 0 0
PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAE4 6829 6125000 PRN SOLE 0 0 0
PEABODY ENERGY CORP COM 704549104 460 15900 SH SOLE 15900 0 0
PEETS COFFEE & TEA INC COM 705560100 1255 17027 SH SOLE 7627 0 0
PENN NATL GAMING INC COM 707569109 6047 140684 SH SOLE 140684 0 0
PENN VA CORP COM 707882106 7851 1725549 SH SOLE 1529449 0 0
PENN WEST PETE LTD NEW COM 707887105 2186 111700 SH SOLE 111700 0 0
PENNANTPARK INVT CORP COM 708062104 1863 179169 SH SOLE 179169 0 0
PENNEY J C INC COM 708160106 3410 96248 SH SOLE 96248 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 9440 618208 SH SOLE 529508 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 898 67816 SH SOLE 67816 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 5868 393282 SH SOLE 393282 0 0
PEPCO HOLDINGS INC COM 713291102 909 48119 SH SOLE 48119 0 0
PEPSICO INC COM 713448108 52900 797289 SH SOLE 713389 0 0
PERKINELMER INC COM 714046109 3540 127979 SH SOLE 125479 0 0
PERRIGO CO COM 714290103 1296 12547 SH SOLE 12547 0 0
PETMED EXPRESS INC COM 716382106 1283 103600 SH SOLE 40900 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 4258 30300 SH SOLE 30300 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 17804 696565 SH SOLE 370965 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1756 66100 SH SOLE 66100 0 0
PETROLEUM & RES CORP COM 716549100 2155 82900 SH SOLE 82900 0 0
PETROQUEST ENERGY INC COM 716748108 3374 549590 SH SOLE 396490 0 0
PETSMART INC COM 716768106 26426 461826 SH SOLE 458426 0 0
PFIZER INC COM 717081103 133974 5912348 SH SOLE 5321648 0 0
PG&E CORP COM 69331C108 3311 76270 SH SOLE 76270 0 0
PHARMACYCLICS INC COM 716933106 1956 70471 SH SOLE 32071 0 0
PHARMERICA CORP COM 71714F104 17324 1393703 SH SOLE 1364903 0 0
PHH CORP NOTE 4.000% 4/1 693320AH6 20376 20275000 PRN SOLE 0 0 0
PHH CORP NOTE 6.000% 6/1 693320AQ6 5494 3725000 PRN SOLE 0 0 0
PHILIP MORRIS INTL INC COM 718172109 98687 1113724 SH SOLE 1000224 0 0
PHOENIX COS INC NEW COM 71902E109 1883 768500 SH SOLE 652700 0 0
PHOTRONICS INC COM 719405102 3446 518137 SH SOLE 440737 0 0
PHOTRONICS INC NOTE 5.500%10/0 719405AF9 6160 4000000 PRN SOLE 0 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1063 59900 SH SOLE 59900 0 0
PIER 1 IMPORTS INC COM 720279108 2259 124245 SH SOLE 72245 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 93 12400 SH SOLE 8800 0 0
PINNACLE ENTMT INC COM 723456109 421 36600 SH SOLE 36600 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 3224 175684 SH SOLE 165784 0 0
PINNACLE WEST CAP CORP COM 723484101 6870 143425 SH SOLE 143425 0 0
PIONEER DRILLING CO COM 723655106 569 64643 SH SOLE 36543 0 0
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 18228 9475000 PRN SOLE 0 0 0
PITNEY BOWES INC COM 724479100 10302 586000 SH SOLE 578400 0 0
PIZZA INN HOLDINGS INC COM 725846109 88 18128 SH SOLE 12228 0 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 355 4528 SH SOLE 4528 0 0
PLAINS EXPL& PRODTN CO COM 726505100 21205 497185 SH SOLE 411385 0 0
PLANTRONICS INC NEW COM 727493108 11403 283226 SH SOLE 253646 0 0
PLATINUM UNDERWRITER HLDGS L COM G7127P100 378 10359 SH SOLE 10359 0 0
PLEXUS CORP COM 729132100 773 22100 SH SOLE 14400 0 0
PMC-SIERRA INC COM 69344F106 2068 285965 SH SOLE 285965 0 0
PNC FINL SVCS GROUP INC COM 693475105 49460 766947 SH SOLE 693147 0 0
PNM RES INC COM 69349H107 6854 374511 SH SOLE 301011 0 0
POLARIS INDS INC COM 731068102 9180 127238 SH SOLE 127238 0 0
POLYCOM INC COM 73172K104 13904 729100 SH SOLE 729100 0 0
POLYONE CORP COM 73179P106 6779 470773 SH SOLE 340073 0 0
POLYPORE INTL INC COM 73179V103 420 11935 SH SOLE 11935 0 0
POOL CORPORATION COM 73278L105 1036 27673 SH SOLE 15273 0 0
POPULAR INC COM 733174106 18706 9124918 SH SOLE 9056618 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 8765 350866 SH SOLE 290193 0 0
POSCO SPONSORED ADR 693483109 318 3800 SH SOLE 3800 0 0
POST HLDGS INC COM 737446104 2760 83813 SH SOLE 83813 0 0
POST PPTYS INC COM 737464107 9493 202587 SH SOLE 168657 0 0
POTASH CORP SASK INC COM 73755L107 4245 92900 SH SOLE 92900 0 0
POTLATCH CORP NEW COM 737630103 10404 331968 SH SOLE 259610 0 0
POWER ONE INC NEW COM 73930R102 280 61600 SH SOLE 44700 0 0
PPG INDS INC COM 693506107 23151 241659 SH SOLE 200459 0 0
PPL CORP COM 69351T106 2609 92334 SH SOLE 92334 0 0
PPL CORP UNIT 99/99/9999S 69351T114 5655 105400 SH SOLE 105400 0 0
PPL CORP UNIT 99/99/9999 69351T601 10558 194300 SH SOLE 194300 0 0
PRAXAIR INC COM 74005P104 852 7434 SH SOLE 7434 0 0
PRECISION CASTPARTS CORP COM 740189105 1770 10238 SH SOLE 10238 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 1590 175923 SH SOLE 99823 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 7038 402630 SH SOLE 373830 0 0
PRICE T ROWE GROUP INC COM 74144T108 980 15000 SH SOLE 15000 0 0
PRICELINE COM INC COM NEW 741503403 4199 5852 SH SOLE 5852 0 0
PRICESMART INC COM 741511109 578 7939 SH SOLE 7939 0 0
PRIME ACQUISITION CORP SHS G72436101 4950 512908 SH SOLE 512908 0 0
PRIMERICA INC COM 74164M108 4946 196209 SH SOLE 176009 0 0
PRIMORIS SVCS CORP COM 74164F103 925 57614 SH SOLE 51514 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1490 50478 SH SOLE 50478 0 0
PROASSURANCE CORP COM 74267C106 8241 93536 SH SOLE 65836 0 0
PROCERA NETWORKS INC COM NEW 74269U203 1848 82634 SH SOLE 77634 0 0
PROCTER & GAMBLE CO COM 742718109 129965 1933714 SH SOLE 1724914 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 199 20112 SH SOLE 14412 0 0
PROGRESS ENERGY INC COM 743263105 93578 1761974 SH SOLE 1761974 0 0
PROGRESSIVE CORP OHIO COM 743315103 1497 64600 SH SOLE 55500 0 0
PROLOGIS NOTE 3.250% 3/1 74340XAT8 40570 35705000 PRN SOLE 0 0 0
PROLOGIS INC COM 74340W103 7008 194556 SH SOLE 171875 0 0
PROS HOLDINGS INC COM 74346Y103 259 13871 SH SOLE 8371 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 379 34500 SH SOLE 27900 0 0
PROSPERITY BANCSHARES INC COM 743606105 6543 142855 SH SOLE 111655 0 0
PROTECTIVE LIFE CORP COM 743674103 37304 1259434 SH SOLE 1259434 0 0
PROVIDENT FINL SVCS INC COM 74386T105 7420 510635 SH SOLE 352846 0 0
PRUDENTIAL FINL INC COM 744320102 11012 173722 SH SOLE 117422 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 6965 106271 SH SOLE 79628 0 0
PSS WORLD MED INC COM 69366A100 2094 82653 SH SOLE 51853 0 0
PUBLIC STORAGE COM 74460D109 11486 83133 SH SOLE 75233 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6332 206857 SH SOLE 194757 0 0
PULTE GROUP INC COM 745867101 11478 1296893 SH SOLE 1280993 0 0
PVH CORP COM 693656100 9470 106010 SH SOLE 106010 0 0
QEP RES INC COM 74733V100 3212 105300 SH SOLE 98100 0 0
QLOGIC CORP COM 747277101 15014 845408 SH SOLE 779408 0 0
QUAD / GRAPHICS INC COM CL A 747301109 171 12300 SH SOLE 12300 0 0
QUAKER CHEM CORP COM 747316107 229 5800 SH SOLE 5800 0 0
QUALCOMM INC COM 747525103 6759 99371 SH SOLE 99371 0 0
QUALITY DISTR INC FLA COM 74756M102 1939 140702 SH SOLE 134402 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 579 32852 SH SOLE 15200 0 0
QUANTUM CORP COM DSSG 747906204 2891 1103500 SH SOLE 711700 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2367 38700 SH SOLE 38700 0 0
QUEST SOFTWARE INC COM 74834T103 11479 493294 SH SOLE 466702 0 0
QUESTAR CORP COM 748356102 4461 231632 SH SOLE 231632 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 3522 93628 SH SOLE 38474 0 0
QUICKLOGIC CORP COM 74837P108 37 13400 SH SOLE 5700 0 0
QUICKSILVER RESOURCES INC COM 74837R104 2691 533900 SH SOLE 533900 0 0
QUIDEL CORP COM 74838J101 276 15003 SH SOLE 9803 0 0
RACKSPACE HOSTING INC COM 750086100 658 11382 SH SOLE 11382 0 0
RADIAN GROUP INC COM 750236101 1723 396100 SH SOLE 255200 0 0
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 12222 17875000 PRN SOLE 0 0 0
RADIOSHACK CORP COM 750438103 14012 2252761 SH SOLE 2127961 0 0
RADVISION LTD ORD M81869105 9919 847078 SH SOLE 847078 0 0
RAILAMERICA INC COM 750753402 248 11561 SH SOLE 4361 0 0
RALCORP HLDGS INC NEW COM 751028101 2669 36024 SH SOLE 36024 0 0
RALPH LAUREN CORP CL A 751212101 4801 27540 SH SOLE 27540 0 0
RAMBUS INC DEL NOTE 5.000% 6/1 750917AC0 14799 14725000 PRN SOLE 0 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 7538 616890 SH SOLE 398418 0 0
RANGE RES CORP COM 75281A109 2278 39184 SH SOLE 39184 0 0
RAVEN INDS INC COM 754212108 1206 19773 SH SOLE 5275 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1957 53565 SH SOLE 53565 0 0
RAYONIER INC COM 754907103 8865 201072 SH SOLE 201072 0 0
RAYTHEON CO COM NEW 755111507 28809 545825 SH SOLE 536125 0 0
RBC BEARINGS INC COM 75524B104 492 10666 SH SOLE 3066 0 0
REALNETWORKS INC COM NEW 75605L708 2092 210449 SH SOLE 148374 0 0
REALTY INCOME CORP COM 756109104 682 17600 SH SOLE 17600 0 0
RED HAT INC COM 756577102 15867 264942 SH SOLE 264942 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1420 38187 SH SOLE 26987 0 0
REDWOOD TR INC COM 758075402 1749 156199 SH SOLE 109715 0 0
REGAL BELOIT CORP COM 758750103 6273 95700 SH SOLE 95700 0 0
REGAL ENTMT GROUP CL A 758766109 5176 380621 SH SOLE 380621 0 0
REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 257 10436 SH SOLE 10436 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1395 11959 SH SOLE 11959 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 380 57668 SH SOLE 57668 0 0
REGIS CORP MINN COM 758932107 11153 605142 SH SOLE 477242 0 0
REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 22244 16600000 PRN SOLE 0 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 15445 259705 SH SOLE 259705 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 6891 122000 SH SOLE 122000 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 344 4549 SH SOLE 4549 0 0
RENT A CTR INC NEW COM 76009N100 5938 157308 SH SOLE 141108 0 0
RENTECH INC COM 760112102 195 93524 SH SOLE 53624 0 0
REPROS THERAPEUTICS INC *W EXP 02/08/201 76028H126 157 111718 SH SOLE 111718 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 783 158600 SH SOLE 129200 0 0
REPUBLIC SVCS INC COM 760759100 2525 82636 SH SOLE 82636 0 0
RESEARCH IN MOTION LTD COM 760975102 4769 324200 SH SOLE 324200 0 0
RESMED INC COM 761152107 1697 54900 SH SOLE 54900 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 6076 504691 SH SOLE 440491 0 0
REX AMERICAN RESOURCES CORP COM 761624105 227 7379 SH SOLE 4579 0 0
REX ENERGY CORPORATION COM 761565100 194 18151 SH SOLE 11851 0 0
REXAHN PHARMACEUTICALS INC COM 761640101 9 18100 SH SOLE 0 0 0
REYNOLDS AMERICAN INC COM 761713106 23348 563410 SH SOLE 495810 0 0
RICHARDSON ELECTRS LTD COM 763165107 176 14732 SH SOLE 9632 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 164 20405 SH SOLE 14705 0 0
RITE AID CORP COM 767754104 6799 3907621 SH SOLE 2525321 0 0
RITE AID CORP NOTE 8.500% 5/1 767754BU7 633 575000 PRN SOLE 0 0 0
RIVERBED TECHNOLOGY INC COM 768573107 432 15400 SH SOLE 15400 0 0
RLI CORP COM 749607107 2534 35368 SH SOLE 22968 0 0
ROBBINS & MYERS INC COM 770196103 352 6754 SH SOLE 6754 0 0
ROCK-TENN CO CL A 772739207 1849 27362 SH SOLE 27362 0 0
ROCKWELL AUTOMATION INC COM 773903109 3921 49200 SH SOLE 49200 0 0
ROCKWELL COLLINS INC COM 774341101 662 11500 SH SOLE 11500 0 0
ROCKWOOD HLDGS INC COM 774415103 8448 161998 SH SOLE 161998 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 671 16900 SH SOLE 16900 0 0
ROGERS CORP COM 775133101 223 5760 SH SOLE 3160 0 0
ROI ACQUISITION CORP UNIT 99/99/9999 74966A203 8820 882000 SH SOLE 882000 0 0
ROLLINS INC COM 775711104 789 37055 SH SOLE 8105 0 0
ROPER INDS INC NEW COM 776696106 416 4200 SH SOLE 4200 0 0
ROSETTA GENOMICS LTD SHS M82183118 124 316635 SH SOLE 316635 0 0
ROSETTA RESOURCES INC COM 777779307 1972 40440 SH SOLE 21740 0 0
ROSETTA STONE INC COM 777780107 120 11600 SH SOLE 2700 0 0
ROSS STORES INC COM 778296103 20067 345387 SH SOLE 345387 0 0
ROUSE PPTYS INC COM 779287101 365 26961 SH SOLE 26961 0 0
ROVI CORP COM 779376102 745 22900 SH SOLE 22900 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 13439 191626 SH SOLE 191626 0 0
ROYAL GOLD INC COM 780287108 1105 16948 SH SOLE 16948 0 0
ROYALE ENERGY INC COM NEW 78074G200 139 26690 SH SOLE 18890 0 0
ROYCE FOCUS TR COM 78080N108 1159 166581 SH SOLE 166581 0 0
RPC INC COM 749660106 6050 570171 SH SOLE 570171 0 0
RPM INTL INC COM 749685103 3453 131856 SH SOLE 131856 0 0
RSC HOLDINGS INC COM 74972L102 63018 2789654 SH SOLE 2758754 0 0
RTI BIOLOGICS INC COM 74975N105 134 36111 SH SOLE 21511 0 0
RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 16258 15900000 PRN SOLE 0 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 3215 289400 SH SOLE 203800 0 0
RUSH ENTERPRISES INC CL A 781846209 209 9865 SH SOLE 5965 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 125 16495 SH SOLE 11595 0 0
RYDER SYS INC COM 783549108 9424 178494 SH SOLE 178494 0 0
RYLAND GROUP INC COM 783764103 359 18600 SH SOLE 14900 0 0
SABA SOFTWARE INC COM NEW 784932600 159 16188 SH SOLE 13388 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 3028 184161 SH SOLE 120600 0 0
SAFE BULKERS INC COM Y7388L103 97 14504 SH SOLE 14504 0 0
SAFETY INS GROUP INC COM 78648T100 1937 46519 SH SOLE 30224 0 0
SAFEWAY INC COM NEW 786514208 12620 624454 SH SOLE 624454 0 0
SAIC INC COM 78390X101 31201 2363683 SH SOLE 2213283 0 0
SAKS INC COM 79377W108 2485 214032 SH SOLE 171632 0 0
SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 115078 61375000 PRN SOLE 0 0 0
SALIX PHARMACEUTICALS INC COM 795435106 404 7700 SH SOLE 7700 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 4480 180647 SH SOLE 180647 0 0
SANDERSON FARMS INC COM 800013104 3518 66345 SH SOLE 62945 0 0
SANDISK CORP COM 80004C101 2104 42419 SH SOLE 42419 0 0
SANDISK CORP NOTE 1.000% 5/1 80004CAC5 19900 19850000 PRN SOLE 0 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 11483 9660000 PRN SOLE 0 0 0
SANDRIDGE ENERGY INC COM 80007P307 693 88526 SH SOLE 88526 0 0
SANGAMO BIOSCIENCES INC COM 800677106 84 17100 SH SOLE 7900 0 0
SANMINA SCI CORP COM NEW 800907206 1531 133700 SH SOLE 110300 0 0
SAPIENT CORP COM 803062108 502 40308 SH SOLE 12408 0 0
SARA LEE CORP COM 803111103 19633 911873 SH SOLE 849873 0 0
SASOL LTD SPONSORED ADR 803866300 968 19900 SH SOLE 19900 0 0
SAUER-DANFOSS INC COM 804137107 3358 71456 SH SOLE 14456 0 0
SAUL CTRS INC COM 804395101 250 6200 SH SOLE 1900 0 0
SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 1268 1000000 PRN SOLE 0 0 0
SCHEIN HENRY INC COM 806407102 542 7164 SH SOLE 7164 0 0
SCHLUMBERGER LTD COM 806857108 7776 111200 SH SOLE 111200 0 0
SCHOLASTIC CORP COM 807066105 11920 337878 SH SOLE 233256 0 0
SCHULMAN A INC COM 808194104 10624 393202 SH SOLE 334927 0 0
SCHWAB CHARLES CORP NEW COM 808513105 24215 1685130 SH SOLE 1685130 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1372 19869 SH SOLE 13769 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 210 33274 SH SOLE 20974 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 190 16300 SH SOLE 10200 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 1666 168775 SH SOLE 118100 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1754 36025 SH SOLE 36025 0 0
SEACOAST BKG CORP FLA COM 811707306 26 14896 SH SOLE 9196 0 0
SEACOR HOLDINGS INC COM 811904101 30665 320157 SH SOLE 302557 0 0
SEACUBE CONTAINER LEASING LT SHS G79978105 185 10755 SH SOLE 7855 0 0
SEADRILL LIMITED SHS G7945E105 405 10791 SH SOLE 10791 0 0
SEALED AIR CORP NEW COM 81211K100 4808 248974 SH SOLE 238474 0 0
SEARS HLDGS CORP COM 812350106 6669 100658 SH SOLE 100658 0 0
SEATTLE GENETICS INC COM 812578102 463 22700 SH SOLE 4700 0 0
SEI INVESTMENTS CO COM 784117103 3149 152213 SH SOLE 152213 0 0
SELECT COMFORT CORP COM 81616X103 1506 46486 SH SOLE 12986 0 0
SELECT MED HLDGS CORP COM 81619Q105 558 72556 SH SOLE 62256 0 0
SEMPRA ENERGY COM 816851109 5023 83774 SH SOLE 83774 0 0
SEMTECH CORP COM 816850101 414 14532 SH SOLE 9432 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 5369 243500 SH SOLE 243500 0 0
SENOMYX INC COM 81724Q107 48 17400 SH SOLE 8600 0 0
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 733 21900 SH SOLE 21900 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 4621 121600 SH SOLE 73500 0 0
SERACARE LIFE SCIENCES INC D COM 81747T104 2149 539851 SH SOLE 539851 0 0
SERVICE CORP INTL COM 817565104 26939 2392495 SH SOLE 2271195 0 0
SHAW GROUP INC COM 820280105 14605 460586 SH SOLE 460586 0 0
SHERWIN WILLIAMS CO COM 824348106 7720 71045 SH SOLE 71045 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 424 5500 SH SOLE 5500 0 0
SHORETEL INC COM 825211105 211 37200 SH SOLE 0 0 0
SHUFFLE MASTER INC COM 825549108 280 15900 SH SOLE 11200 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1093 17340 SH SOLE 9840 0 0
SIGNATURE BK NEW YORK N Y *W EXP 12/12/201 82669G112 11636 291180 SH SOLE 291180 0 0
SIGNET JEWELERS LIMITED SHS G81276100 9323 197182 SH SOLE 197182 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 139 14321 SH SOLE 2721 0 0
SIMON PPTY GROUP INC NEW COM 828806109 36349 249510 SH SOLE 230210 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 7624 236390 SH SOLE 183790 0 0
SINA CORP ORD G81477104 507 7800 SH SOLE 7800 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 4512 407935 SH SOLE 238435 0 0
SINOHUB INC COM 82935L101 264 479687 SH SOLE 479687 0 0
SIRIUS XM RADIO INC COM 82967N108 363 156983 SH SOLE 156983 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 573 11127 SH SOLE 6200 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1298 27755 SH SOLE 7655 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 7485 538100 SH SOLE 368700 0 0
SKILLED HEALTHCARE GROUP INC CL A 83066R107 4971 648900 SH SOLE 472300 0 0
SKYWEST INC COM 830879102 1133 102500 SH SOLE 100300 0 0
SL GREEN RLTY CORP COM 78440X101 1287 16600 SH SOLE 16600 0 0
SLM CORP COM 78442P106 19274 1222952 SH SOLE 1060852 0 0
SM ENERGY CO COM 78454L100 5694 80461 SH SOLE 80461 0 0
SMART BALANCE INC COM 83169Y108 213 32215 SH SOLE 21615 0 0
SMITH & WESSON HLDG CORP COM 831756101 377 48600 SH SOLE 39400 0 0
SMITH A O COM 831865209 1634 36349 SH SOLE 36349 0 0
SMITH MICRO SOFTWARE INC COM 832154108 236 101100 SH SOLE 64800 0 0
SMITHFIELD FOODS INC COM 832248108 8408 381641 SH SOLE 381641 0 0
SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 50131 43975000 PRN SOLE 0 0 0
SMUCKER J M CO COM NEW 832696405 7366 90535 SH SOLE 90535 0 0
SNAP ON INC COM 833034101 3774 61901 SH SOLE 61901 0 0
SNYDERS-LANCE INC COM 833551104 480 18574 SH SOLE 12274 0 0
SOHU COM INC COM 83408W103 15072 273200 SH SOLE 273200 0 0
SOLAR CAP LTD COM 83413U100 3308 149891 SH SOLE 119691 0 0
SOLARWINDS INC COM 83416B109 1411 36498 SH SOLE 35898 0 0
SOLERA HOLDINGS INC COM 83421A104 2134 46500 SH SOLE 46500 0 0
SOLITARIO EXPL & RTY CORP COM 8342EP107 95 68640 SH SOLE 68640 0 0
SOLTA MED INC COM 83438K103 34 11271 SH SOLE 11271 0 0
SOLUTIA INC COM NEW 834376501 65922 2359416 SH SOLE 2359416 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 1647 91937 SH SOLE 55437 0 0
SONIC AUTOMOTIVE INC NOTE 5.000%10/0 83545GAQ5 40153 26330000 PRN SOLE 0 0 0
SONOCO PRODS CO COM 835495102 402 12100 SH SOLE 12100 0 0
SONOSITE INC NOTE 3.750% 7/1 83568GAA2 5249 3700000 PRN SOLE 0 0 0
SONUS NETWORKS INC COM 835916107 319 109900 SH SOLE 56900 0 0
SOTHEBYS COM 835898107 11959 303988 SH SOLE 267388 0 0
SOTHEBYS NOTE 3.125% 6/1 835898AC1 8371 6572000 PRN SOLE 0 0 0
SOURCE CAP INC COM 836144105 333 6287 SH SOLE 6287 0 0
SOURCEFIRE INC COM 83616T108 402 8344 SH SOLE 4544 0 0
SOUTH JERSEY INDS INC COM 838518108 350 6985 SH SOLE 5085 0 0
SOUTHERN CO COM 842587107 16977 377847 SH SOLE 377847 0 0
SOUTHERN COPPER CORP COM 84265V105 1974 62243 SH SOLE 51833 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 225 10200 SH SOLE 6700 0 0
SOUTHWEST AIRLS CO COM 844741108 3503 425122 SH SOLE 425122 0 0
SOUTHWESTERN ENERGY CO COM 845467109 3223 105332 SH SOLE 105332 0 0
SOVRAN SELF STORAGE INC COM 84610H108 6797 136394 SH SOLE 107788 0 0
SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 1072 1105000 PRN SOLE 0 0 0
SPARTECH CORP COM NEW 847220209 87 17800 SH SOLE 17800 0 0
SPECTRA ENERGY CORP COM 847560109 3157 100076 SH SOLE 100076 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 268 8397 SH SOLE 8397 0 0
SPECTRANETICS CORP COM 84760C107 143 13786 SH SOLE 8486 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 832 23789 SH SOLE 12489 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 995 78760 SH SOLE 16960 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 758 30986 SH SOLE 30986 0 0
SPRINT NEXTEL CORP COM SER 1 852061100 9153 3211441 SH SOLE 2827941 0 0
SPX CORP COM 784635104 8471 109260 SH SOLE 109260 0 0
ST JUDE MED INC COM 790849103 8033 181300 SH SOLE 167500 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 258 23828 SH SOLE 15028 0 0
STAGE STORES INC COM NEW 85254C305 415 25541 SH SOLE 23741 0 0
STAMPS COM INC COM NEW 852857200 290 10385 SH SOLE 6085 0 0
STANDARD MICROSYSTEMS CORP COM 853626109 422 16300 SH SOLE 4900 0 0
STANDARD MTR PRODS INC COM 853666105 2646 149158 SH SOLE 146058 0 0
STANDEX INTL CORP COM 854231107 241 5860 SH SOLE 3560 0 0
STANLEY BLACK & DECKER INC COM 854502101 2497 32450 SH SOLE 30450 0 0
STAPLES INC COM 855030102 5049 312030 SH SOLE 293030 0 0
STAR SCIENTIFIC INC COM 85517P101 239 72755 SH SOLE 51655 0 0
STARBUCKS CORP COM 855244109 11149 199490 SH SOLE 199490 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 440 7800 SH SOLE 7800 0 0
STARWOOD PPTY TR INC COM 85571B105 2171 103300 SH SOLE 78400 0 0
STATE STR CORP COM 857477103 10879 239091 SH SOLE 239091 0 0
STEC INC COM 784774101 743 78700 SH SOLE 75100 0 0
STEEL DYNAMICS INC COM 858119100 28704 1974140 SH SOLE 1974140 0 0
STEELCASE INC CL A 858155203 3599 374898 SH SOLE 246598 0 0
STEINER LEISURE LTD ORD P8744Y102 620 12700 SH SOLE 6600 0 0
STEPAN CO COM 858586100 337 3842 SH SOLE 2442 0 0
STERICYCLE INC COM 858912108 2183 26105 SH SOLE 26105 0 0
STERIS CORP COM 859152100 8041 254301 SH SOLE 212401 0 0
STERLITE INDS INDIA LTD ADS 859737207 219 25600 SH SOLE 19000 0 0
STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 14416 15275000 PRN SOLE 0 0 0
STEWART ENTERPRISES INC CL A 860370105 4807 791900 SH SOLE 528600 0 0
STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 25 25000 PRN SOLE 0 0 0
STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 438 450000 PRN SOLE 0 0 0
STEWART INFORMATION SVCS COR NOTE 6.000%10/1 860372AB7 14344 11250000 PRN SOLE 0 0 0
STILLWATER MNG CO COM 86074Q102 825 65255 SH SOLE 65255 0 0
STILLWATER MNG CO NOTE 1.875% 3/1 86074QAF9 2030 2000000 PRN SOLE 0 0 0
STONE ENERGY CORP COM 861642106 4571 159895 SH SOLE 89140 0 0
STR HLDGS INC COM 78478V100 1575 325500 SH SOLE 233400 0 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 5070 770556 SH SOLE 710956 0 0
STRAYER ED INC COM 863236105 1301 13800 SH SOLE 6600 0 0
STRYKER CORP COM 863667101 626 11277 SH SOLE 11277 0 0
STURM RUGER & CO INC COM 864159108 9583 195172 SH SOLE 84811 0 0
SUN COMMUNITIES INC COM 866674104 1693 39066 SH SOLE 19293 0 0
SUN HYDRAULICS CORP COM 866942105 2326 88933 SH SOLE 21033 0 0
SUN LIFE FINL INC COM 866796105 1438 60700 SH SOLE 60700 0 0
SUNCOR ENERGY INC NEW COM 867224107 536 16400 SH SOLE 16400 0 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 330 8736 SH SOLE 8736 0 0
SUNPOWER CORP COM 867652406 98 15299 SH SOLE 15299 0 0
SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 1461 1550000 PRN SOLE 0 0 0
SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 900 1000000 PRN SOLE 0 0 0
SUNRISE SENIOR LIVING INC COM 86768K106 478 75600 SH SOLE 14600 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 3578 367348 SH SOLE 337473 0 0
SUPER MICRO COMPUTER INC COM 86800U104 246 14081 SH SOLE 9581 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 19747 749129 SH SOLE 747477 0 0
SUPERIOR INDS INTL INC COM 868168105 3546 181468 SH SOLE 123104 0 0
SUPERMEDIA INC COM 868447103 171 71600 SH SOLE 71600 0 0
SUPERVALU INC COM 868536103 8444 1478880 SH SOLE 1478880 0 0
SUPPORT COM INC COM 86858W101 70 22200 SH SOLE 12700 0 0
SUREWEST COMMUNICATIONS COM 868733106 14778 655330 SH SOLE 653430 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 6668 674892 SH SOLE 561492 0 0
SUSSER HLDGS CORP COM 869233106 357 13918 SH SOLE 9118 0 0
SVB FINL GROUP COM 78486Q101 2451 38088 SH SOLE 29988 0 0
SWIFT ENERGY CO COM 870738101 5056 174162 SH SOLE 164562 0 0
SXC HEALTH SOLUTIONS CORP COM 78505P100 2222 29644 SH SOLE 29644 0 0
SYCAMORE NETWORKS INC COM NEW 871206405 1692 95400 SH SOLE 68200 0 0
SYKES ENTERPRISES INC COM 871237103 5156 326300 SH SOLE 231900 0 0
SYMANTEC CORP COM 871503108 20692 1106500 SH SOLE 1065100 0 0
SYMETRA FINL CORP COM 87151Q106 2393 207523 SH SOLE 165523 0 0
SYMMETRY MED INC COM 871546206 685 96934 SH SOLE 75034 0 0
SYNAPTICS INC COM 87157D109 1699 46526 SH SOLE 15726 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 356 11143 SH SOLE 7543 0 0
SYNERGETICS USA INC COM 87160G107 100 15353 SH SOLE 10153 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 634 59100 SH SOLE 35500 0 0
SYNOPSYS INC COM 871607107 9218 300638 SH SOLE 300638 0 0
SYNOVUS FINL CORP COM 87161C105 1012 493456 SH SOLE 493456 0 0
SYSCO CORP COM 871829107 5261 176179 SH SOLE 176179 0 0
SYSTEMAX INC COM 871851101 218 12945 SH SOLE 10745 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 13100 857306 SH SOLE 506306 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 7930 515448 SH SOLE 449248 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 18251 11775000 PRN SOLE 0 0 0
TALBOTS INC COM 874161102 6973 2301343 SH SOLE 2301343 0 0
TALEO CORP CL A 87424N104 42718 930067 SH SOLE 920267 0 0
TALISMAN ENERGY INC COM 87425E103 140 11100 SH SOLE 11100 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 8909 299651 SH SOLE 268157 0 0
TANGOE INC COM 87582Y108 3743 198990 SH SOLE 198990 0 0
TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 325 7849 SH SOLE 7849 0 0
TARGACEPT INC COM 87611R306 335 65400 SH SOLE 40000 0 0
TARGET CORP COM 87612E106 29566 507389 SH SOLE 436689 0 0
TASER INTL INC COM 87651B104 421 97064 SH SOLE 86964 0 0
TATA MTRS LTD SPONSORED ADR 876568502 9065 336100 SH SOLE 232200 0 0
TAUBMAN CTRS INC COM 876664103 1586 21742 SH SOLE 21742 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 239 5319 SH SOLE 5319 0 0
TE CONNECTIVITY LTD REG SHS H84989104 32045 871969 SH SOLE 817269 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 462 22486 SH SOLE 15286 0 0
TEAM INC COM 878155100 368 11899 SH SOLE 6699 0 0
TECH DATA CORP COM 878237106 23609 435103 SH SOLE 403512 0 0
TECK RESOURCES LTD CL B 878742204 218 6100 SH SOLE 6100 0 0
TECO ENERGY INC COM 872375100 307 17465 SH SOLE 17465 0 0
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 291 7425 SH SOLE 7425 0 0
TELECOMMUNICATION SYS INC CL A 87929J103 67 24200 SH SOLE 0 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1202 19066 SH SOLE 19066 0 0
TELEFLEX INC COM 879369106 3585 58626 SH SOLE 57626 0 0
TELENAV INC COM 879455103 3482 495994 SH SOLE 337894 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 6345 274082 SH SOLE 274082 0 0
TELESTONE TECHNOLOGIES CORP COM 87953J102 457 141858 SH SOLE 141858 0 0
TELETECH HOLDINGS INC COM 879939106 2009 124774 SH SOLE 78200 0 0
TELLABS INC COM 879664100 25590 6318468 SH SOLE 6265368 0 0
TEMPUR PEDIC INTL INC COM 88023U101 747 8849 SH SOLE 8849 0 0
TENARIS S A SPONSORED ADR 88031M109 248 6500 SH SOLE 6500 0 0
TENET HEALTHCARE CORP COM 88033G100 3608 679400 SH SOLE 666400 0 0
TENNANT CO COM 880345103 414 9415 SH SOLE 7362 0 0
TENNECO INC COM 880349105 539 14500 SH SOLE 9600 0 0
TERADATA CORP DEL COM 88076W103 6746 98982 SH SOLE 98982 0 0
TERADYNE INC COM 880770102 2011 119085 SH SOLE 119085 0 0
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 51352 32424000 PRN SOLE 0 0 0
TESCO CORP COM 88157K101 512 36100 SH SOLE 0 0 0
TESORO CORP COM 881609101 3288 122506 SH SOLE 122506 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 1277 74035 SH SOLE 55600 0 0
TETRA TECH INC NEW COM 88162G103 609 23117 SH SOLE 23117 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 2291 243200 SH SOLE 121800 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 802 23165 SH SOLE 13465 0 0
TEXAS CAPITAL BANCSHARES INC *W EXP 01/16/201 88224Q115 945 43503 SH SOLE 43503 0 0
TEXAS INSTRS INC COM 882508104 1259 37467 SH SOLE 37467 0 0
TEXTRON INC NOTE 4.500% 5/0 883203BN0 45983 21425000 PRN SOLE 0 0 0
THERAVANCE INC COM 88338T104 255 13100 SH SOLE 0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1196 21207 SH SOLE 21207 0 0
THOMAS & BETTS CORP COM 884315102 18151 252417 SH SOLE 252417 0 0
THOMPSON CREEK METALS CO INC COM 884768102 324 47900 SH SOLE 47900 0 0
THOR INDS INC COM 885160101 931 29500 SH SOLE 29500 0 0
THORATEC CORP COM NEW 885175307 15510 460112 SH SOLE 446512 0 0
THQ INC COM NEW 872443403 226 402900 SH SOLE 218000 0 0
THQ INC NOTE 5.000% 8/1 872443AB2 2790 5650000 PRN SOLE 0 0 0
TIBCO SOFTWARE INC COM 88632Q103 10245 335893 SH SOLE 335893 0 0
TICC CAPITAL CORP COM 87244T109 543 55759 SH SOLE 34159 0 0
TIDEWATER INC COM 886423102 880 16298 SH SOLE 16298 0 0
TIFFANY & CO NEW COM 886547108 9404 136039 SH SOLE 136039 0 0
TIM HORTONS INC COM 88706M103 731 13650 SH SOLE 13650 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 13854 429446 SH SOLE 262601 0 0
TIME WARNER CABLE INC COM 88732J207 26526 325477 SH SOLE 305177 0 0
TIME WARNER INC COM NEW 887317303 26497 701896 SH SOLE 625196 0 0
TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 3109 2500000 PRN SOLE 0 0 0
TIMKEN CO COM 887389104 29261 576687 SH SOLE 576687 0 0
TITAN MACHY INC COM 88830R101 205 7271 SH SOLE 3971 0 0
TITANIUM METALS CORP COM NEW 888339207 1022 75400 SH SOLE 75400 0 0
TIVO INC COM 888706108 247 20568 SH SOLE 15068 0 0
TJX COS INC NEW COM 872540109 5873 147888 SH SOLE 147888 0 0
TORCHMARK CORP COM 891027104 6239 125147 SH SOLE 106747 0 0
TOTAL SYS SVCS INC COM 891906109 15033 651643 SH SOLE 609443 0 0
TOWER GROUP INC COM 891777104 3957 176400 SH SOLE 107300 0 0
TOWERS WATSON & CO CL A 891894107 9607 145404 SH SOLE 145404 0 0
TOWERSTREAM CORP COM 892000100 483 101600 SH SOLE 97000 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 243 19240 SH SOLE 13540 0 0
TPC GROUP INC COM 89236Y104 12421 280957 SH SOLE 216157 0 0
TRACTOR SUPPLY CO COM 892356106 4175 46107 SH SOLE 46107 0 0
TRANSCANADA CORP COM 89353D107 667 15500 SH SOLE 15500 0 0
TRANSCEND SERVICES INC COM NEW 893929208 14675 499986 SH SOLE 495786 0 0
TRANSDIGM GROUP INC COM 893641100 1740 15032 SH SOLE 15032 0 0
TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 249 7151 SH SOLE 7151 0 0
TRANSOCEAN LTD REG SHS H8817H100 252 4600 SH SOLE 4600 0 0
TRAVELERS COMPANIES INC COM 89417E109 60440 1020948 SH SOLE 924348 0 0
TRAVELZOO INC COM 89421Q106 846 36800 SH SOLE 7600 0 0
TREDEGAR CORP COM 894650100 5552 283426 SH SOLE 178477 0 0
TREEHOUSE FOODS INC COM 89469A104 285 4786 SH SOLE 4786 0 0
TREX CO INC COM 89531P105 221 6900 SH SOLE 1800 0 0
TREX CO INC NOTE 6.000% 7/0 89531PAA3 14092 9570000 PRN SOLE 0 0 0
TRIANGLE CAP CORP COM 895848109 1534 77692 SH SOLE 73492 0 0
TRIMBLE NAVIGATION LTD COM 896239100 1367 25125 SH SOLE 25125 0 0
TRINITY INDS INC COM 896522109 622 18880 SH SOLE 18880 0 0
TRIPADVISOR INC COM 896945201 2774 77760 SH SOLE 77760 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 3455 501100 SH SOLE 501100 0 0
TRIUMPH GROUP INC NEW COM 896818101 1171 18687 SH SOLE 18687 0 0
TRIUS THERAPEUTICS INC COM 89685K100 95 17713 SH SOLE 10913 0 0
TRUE RELIGION APPAREL INC COM 89784N104 3834 139923 SH SOLE 71323 0 0
TRUEBLUE INC COM 89785X101 879 49171 SH SOLE 31080 0 0
TRUNKBOW INTL HLDGS LTD COM 89818A102 266 155847 SH SOLE 155847 0 0
TRUSTMARK CORP COM 898402102 449 17983 SH SOLE 12583 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 5263 113300 SH SOLE 113300 0 0
TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 18007 10275000 PRN SOLE 0 0 0
TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 9444 8775000 PRN SOLE 0 0 0
TUPPERWARE BRANDS CORP COM 899896104 30204 475655 SH SOLE 475655 0 0
TUTOR PERINI CORP COM 901109108 1544 99078 SH SOLE 99078 0 0
TW TELECOM INC COM 87311L104 679 30650 SH SOLE 30650 0 0
TWIN DISC INC COM 901476101 221 8479 SH SOLE 4879 0 0
TYCO INTERNATIONAL LTD SHS H89128104 35357 629357 SH SOLE 604457 0 0
TYLER TECHNOLOGIES INC COM 902252105 1062 27637 SH SOLE 9737 0 0
TYSON FOODS INC CL A 902494103 38703 2021027 SH SOLE 1946327 0 0
TYSON FOODS INC NOTE 3.250%10/1 902494AP8 34988 28075000 PRN SOLE 0 0 0
U S AIRWAYS GROUP INC COM 90341W108 2009 264700 SH SOLE 177200 0 0
U S G CORP COM NEW 903293405 375 21800 SH SOLE 21800 0 0
UBS AG SHS NEW H89231338 2449 174700 SH SOLE 174700 0 0
UDR INC COM 902653104 211 7900 SH SOLE 7900 0 0
UGI CORP NEW COM 902681105 2974 109145 SH SOLE 109145 0 0
UIL HLDG CORP COM 902748102 273 7847 SH SOLE 7847 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 13613 146550 SH SOLE 130450 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 253 3459 SH SOLE 2559 0 0
ULTRA PETROLEUM CORP COM 903914109 1066 47100 SH SOLE 47100 0 0
ULTRATECH INC COM 904034105 458 15812 SH SOLE 5212 0 0
UMB FINL CORP COM 902788108 4268 95400 SH SOLE 64400 0 0
UMPQUA HLDGS CORP COM 904214103 4922 362977 SH SOLE 250477 0 0
UNDER ARMOUR INC CL A 904311107 1198 12741 SH SOLE 12741 0 0
UNI PIXEL INC COM NEW 904572203 255 47344 SH SOLE 47344 0 0
UNIFIRST CORP MASS COM 904708104 1176 19100 SH SOLE 12700 0 0
UNION DRILLING INC COM 90653P105 82 14800 SH SOLE 10600 0 0
UNION PAC CORP COM 907818108 8883 82651 SH SOLE 82651 0 0
UNISOURCE ENERGY CORP COM 909205106 3950 108004 SH SOLE 63158 0 0
UNISYS CORP COM NEW 909214306 7790 395044 SH SOLE 285465 0 0
UNIT CORP COM 909218109 7443 174061 SH SOLE 171461 0 0
UNITED BANKSHARES INC WEST V COM 909907107 637 22079 SH SOLE 15679 0 0
UNITED CONTL HLDGS INC COM 910047109 5326 247700 SH SOLE 247700 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 219 89400 SH SOLE 89400 0 0
UNITED ONLINE INC COM 911268100 3942 806206 SH SOLE 654986 0 0
UNITED PARCEL SERVICE INC CL B 911312106 6826 84558 SH SOLE 69458 0 0
UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 53040 13600000 PRN SOLE 0 0 0
UNITED STATES STL CORP NEW COM 912909108 23546 801700 SH SOLE 699300 0 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 72597 61134000 PRN SOLE 0 0 0
UNITED STATIONERS INC COM 913004107 271 8720 SH SOLE 5220 0 0
UNITED TECHNOLOGIES CORP COM 913017109 35629 429575 SH SOLE 380175 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 3396 72050 SH SOLE 72050 0 0
UNITEDHEALTH GROUP INC COM 91324P102 26407 448026 SH SOLE 413626 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 362 33617 SH SOLE 23517 0 0
UNIVERSAL BUSINESS PMT SOL A COM 913384103 6617 1150848 SH SOLE 1150848 0 0
UNIVERSAL BUSINESS PMT SOL A *W EXP 05/09/201 913384111 398 1150848 SH SOLE 1150848 0 0
UNIVERSAL CORP VA COM 913456109 1927 41345 SH SOLE 28892 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 6825 186841 SH SOLE 186841 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 462 11658 SH SOLE 7053 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 12886 307458 SH SOLE 307458 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 211 4948 SH SOLE 2648 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 1229 93200 SH SOLE 47200 0 0
UNUM GROUP COM 91529Y106 49619 2026926 SH SOLE 1894726 0 0
URANERZ ENERGY CORP COM 91688T104 64 25200 SH SOLE 14800 0 0
UROPLASTY INC COM NEW 917277204 54 17900 SH SOLE 11800 0 0
URS CORP NEW COM 903236107 34706 816219 SH SOLE 813219 0 0
URSTADT BIDDLE PPTYS INS CL A 917286205 3379 171196 SH SOLE 102615 0 0
US BANCORP DEL COM NEW 902973304 6062 191354 SH SOLE 184454 0 0
USA MOBILITY INC COM 90341G103 4297 308488 SH SOLE 179410 0 0
USANA HEALTH SCIENCES INC COM 90328M107 791 21200 SH SOLE 9000 0 0
USEC INC COM 90333E108 1785 1684164 SH SOLE 1491464 0 0
UTSTARCOM HOLDINGS CORP USD ORD SHS G9310A106 335 231100 SH SOLE 231100 0 0
V F CORP COM 918204108 3804 26057 SH SOLE 26057 0 0
VAALCO ENERGY INC COM NEW 91851C201 16433 1738962 SH SOLE 1244028 0 0
VALE S A ADR 91912E105 1239 53100 SH SOLE 53100 0 0
VALE S A ADR REPSTG PFD 91912E204 21762 959100 SH SOLE 528800 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 354 6600 SH SOLE 6600 0 0
VALERO ENERGY CORP NEW COM 91913Y100 36304 1408760 SH SOLE 1385260 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 3886 125569 SH SOLE 125569 0 0
VALLEY NATL BANCORP *W EXP 11/14/201 919794131 184 116185 SH SOLE 116185 0 0
VALSPAR CORP COM 920355104 1217 25200 SH SOLE 25200 0 0
VALUECLICK INC COM 92046N102 3226 163409 SH SOLE 155809 0 0
VALUEVISION MEDIA INC CL A 92047K107 37 18000 SH SOLE 18000 0 0
VARIAN MED SYS INC COM 92220P105 764 11072 SH SOLE 11072 0 0
VECTOR GROUP LTD COM 92240M108 967 54574 SH SOLE 34224 0 0
VECTOR GROUP LTD DBCV 6/1 92240MAL2 1079 959000 PRN SOLE 0 0 0
VECTOR GROUP LTD FRNT 11/1 92240MAS7 29436 22470000 PRN SOLE 0 0 0
VEECO INSTRS INC DEL COM 922417100 692 24200 SH SOLE 18000 0 0
VENOCO INC COM 92275P307 36906 3404593 SH SOLE 3404593 0 0
VENTAS INC COM 92276F100 10926 191346 SH SOLE 175546 0 0
VERIFONE SYS INC COM 92342Y109 13415 258620 SH SOLE 258620 0 0
VERIFONE SYS INC NOTE 1.375% 6/1 92342YAB5 3589 3000000 PRN SOLE 0 0 0
VERISIGN INC COM 92343E102 5919 154394 SH SOLE 154394 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 74332 57959000 PRN SOLE 0 0 0
VERISK ANALYTICS INC CL A 92345Y106 2403 51152 SH SOLE 51152 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 72169 1887749 SH SOLE 1665749 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 5509 134329 SH SOLE 134329 0 0
VIACOM INC NEW CL B 92553P201 20474 431398 SH SOLE 408398 0 0
VIAD CORP COM NEW 92552R406 2476 127443 SH SOLE 91648 0 0
VICAL INC COM 925602104 1832 538820 SH SOLE 308420 0 0
VIEWPOINT FINL GROUP INC MD COM 92672A101 326 21201 SH SOLE 12501 0 0
VIRGIN MEDIA INC COM 92769L101 1389 55600 SH SOLE 55600 0 0
VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 28351 18500000 PRN SOLE 0 0 0
VIRGINIA COMM BANCORP INC COM 92778Q109 186 21236 SH SOLE 13936 0 0
VIRNETX HLDG CORP COM 92823T108 933 39000 SH SOLE 10500 0 0
VIROPHARMA INC COM 928241108 20622 685785 SH SOLE 642585 0 0
VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 28531 16600000 PRN SOLE 0 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 406 4734 SH SOLE 2834 0 0
VISA INC COM CL A 92826C839 32754 277573 SH SOLE 256373 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 28850 2372547 SH SOLE 2243621 0 0
VISTA GOLD CORP COM NEW 927926303 179 57001 SH SOLE 34501 0 0
VITAMIN SHOPPE INC COM 92849E101 585 13221 SH SOLE 8621 0 0
VITESSE SEMICONDUCTOR CORP COM NEW 928497304 937 251853 SH SOLE 251853 0 0
VIVUS INC COM 928551100 1129 50487 SH SOLE 30387 0 0
VMWARE INC CL A COM 928563402 826 7355 SH SOLE 7355 0 0
VONAGE HLDGS CORP COM 92886T201 74 33614 SH SOLE 33614 0 0
VORNADO RLTY TR SH BEN INT 929042109 6394 75942 SH SOLE 66942 0 0
VOXX INTL CORP CL A 91829F104 153 11300 SH SOLE 6800 0 0
W & T OFFSHORE INC COM 92922P106 10603 503002 SH SOLE 409102 0 0
WABCO HLDGS INC COM 92927K102 15293 252853 SH SOLE 252853 0 0
WABTEC CORP COM 929740108 2422 32140 SH SOLE 32140 0 0
WADDELL & REED FINL INC CL A 930059100 2910 89800 SH SOLE 89800 0 0
WAL MART STORES INC COM 931142103 134239 2193446 SH SOLE 1955846 0 0
WALGREEN CO COM 931422109 22829 681654 SH SOLE 645454 0 0
WALTER ENERGY INC COM 93317Q105 12844 216928 SH SOLE 216928 0 0
WALTER INVT MGMT CORP COM 93317W102 329 14586 SH SOLE 8969 0 0
WARNACO GROUP INC COM NEW 934390402 19222 329138 SH SOLE 310538 0 0
WARNER CHILCOTT PLC IRELAND SHS A G94368100 26494 1576100 SH SOLE 1369400 0 0
WASHINGTON FED INC COM 938824109 2693 160100 SH SOLE 131800 0 0
WASHINGTON POST CO CL B 939640108 4796 12837 SH SOLE 12337 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 2965 99838 SH SOLE 59687 0 0
WASTE CONNECTIONS INC COM 941053100 739 22729 SH SOLE 22729 0 0
WASTE MGMT INC DEL COM 94106L109 12093 345919 SH SOLE 308919 0 0
WATERS CORP COM 941848103 3168 34189 SH SOLE 34189 0 0
WATSON PHARMACEUTICALS INC COM 942683103 16102 240115 SH SOLE 240115 0 0
WAVE SYSTEMS CORP COM NEW 943526301 19 10100 SH SOLE 0 0 0
WD-40 CO COM 929236107 561 12378 SH SOLE 6378 0 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 2977 197300 SH SOLE 197300 0 0
WEB COM GROUP INC COM 94733A104 220 15212 SH SOLE 11712 0 0
WEBMD HEALTH CORP COM 94770V102 2193 85718 SH SOLE 85718 0 0
WEBSENSE INC COM 947684106 416 19744 SH SOLE 13900 0 0
WEBSTER FINL CORP CONN COM 947890109 11686 515502 SH SOLE 397302 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 5392 69851 SH SOLE 69851 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 400 488 SH CALL SOLE 0 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1533 58000 SH SOLE 58000 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 14184 197331 SH SOLE 147331 0 0
WELLPOINT INC COM 94973V107 88649 1201205 SH SOLE 1083505 0 0
WELLS FARGO & CO NEW COM 949746101 53343 1562492 SH SOLE 1352292 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 3405 3050 SH SOLE 3050 0 0
WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 908 59959 SH SOLE 59959 0 0
WENDYS CO COM 95058W100 56 11159 SH SOLE 11159 0 0
WERNER ENTERPRISES INC COM 950755108 8855 356200 SH SOLE 336933 0 0
WESBANCO INC COM 950810101 311 15452 SH SOLE 10952 0 0
WESCO INTL INC COM 95082P105 357 5459 SH SOLE 5459 0 0
WEST COAST BANCORP ORE NEW COM NEW 952145209 235 12428 SH SOLE 10228 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 281 6600 SH SOLE 3900 0 0
WEST PHARMACEUTICAL SVSC INC SDCV 4.000% 3/1 955306AA3 2805 3000000 PRN SOLE 0 0 0
WESTELL TECHNOLOGIES INC CL A 957541105 79 33900 SH SOLE 19600 0 0
WESTERN ASSET GLOBAL CP DEFI COM 95790C107 2005 103989 SH SOLE 103989 0 0
WESTERN ASSET INCOME FD COM 95766T100 743 51045 SH SOLE 51045 0 0
WESTERN DIGITAL CORP COM 958102105 89310 2157765 SH SOLE 2038165 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 359 7781 SH SOLE 7781 0 0
WESTERN REFNG INC COM 959319104 1314 69830 SH SOLE 35430 0 0
WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 101925 53822000 PRN SOLE 0 0 0
WESTERN UN CO COM 959802109 424 24100 SH SOLE 24100 0 0
WESTPORT INNOVATIONS INC COM NEW 960908309 1514 37000 SH SOLE 37000 0 0
WET SEAL INC CL A 961840105 10939 3170800 SH SOLE 2334000 0 0
WEYERHAEUSER CO COM 962166104 6183 282059 SH SOLE 260459 0 0
WGL HLDGS INC COM 92924F106 2498 61386 SH SOLE 37568 0 0
WHIRLPOOL CORP COM 963320106 9631 125300 SH SOLE 123600 0 0
WHITING PETE CORP NEW COM 966387102 4692 86400 SH SOLE 86400 0 0
WHITING PETE CORP NEW PERP PFD CONV 966387201 772 2865 SH SOLE 2865 0 0
WHOLE FOODS MKT INC COM 966837106 2727 32776 SH SOLE 32776 0 0
WILLBROS GROUP INC DEL COM 969203108 1671 515600 SH SOLE 391400 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 1064 13400 SH SOLE 7100 0 0
WILLIAMS COS INC DEL COM 969457100 17521 568687 SH SOLE 547487 0 0
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 627 11080 SH SOLE 11080 0 0
WILLIAMS SONOMA INC COM 969904101 13780 367650 SH SOLE 367650 0 0
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 206 5900 SH SOLE 5900 0 0
WINDSTREAM CORP COM 97381W104 9978 852068 SH SOLE 852068 0 0
WINNEBAGO INDS INC COM 974637100 368 37500 SH SOLE 37500 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 1531 132100 SH SOLE 85900 0 0
WINTRUST FINANCIAL CORP *W EXP 12/19/201 97650W157 8774 499929 SH SOLE 499929 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 706 64166 SH SOLE 21966 0 0
WISCONSIN ENERGY CORP COM 976657106 4235 120373 SH SOLE 120373 0 0
WISDOMTREE INVTS INC COM 97717P104 334 39915 SH SOLE 23915 0 0
WMS INDS INC COM 929297109 1439 60625 SH SOLE 58125 0 0
WOLVERINE WORLD WIDE INC COM 978097103 2682 72127 SH SOLE 72127 0 0
WORLD ACCEP CORP DEL COM 981419104 1554 25366 SH SOLE 6166 0 0
WORLD FUEL SVCS CORP COM 981475106 1884 45952 SH SOLE 45952 0 0
WORTHINGTON INDS INC COM 981811102 7921 412977 SH SOLE 405761 0 0
WPX ENERGY INC COM 98212B103 1784 99067 SH SOLE 99067 0 0
WRIGHT MED GROUP INC COM 98235T107 2551 132016 SH SOLE 129916 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 36235 779073 SH SOLE 779073 0 0
WYNN RESORTS LTD COM 983134107 15243 122058 SH SOLE 112158 0 0
XCEL ENERGY INC COM 98389B100 2184 82524 SH SOLE 82524 0 0
XENOPORT INC COM 98411C100 594 132100 SH SOLE 94200 0 0
XEROX CORP COM 984121103 1067 132091 SH SOLE 132091 0 0
XILINX INC COM 983919101 849 23310 SH SOLE 23310 0 0
XILINX INC SDCV 3.125% 3/1 983919AD3 65312 51225000 PRN SOLE 0 0 0
XPO LOGISTICS INC COM 983793100 4094 243703 SH SOLE 243703 0 0
X-RITE INC COM 983857103 103 22592 SH SOLE 8192 0 0
XYRATEX LTD COM G98268108 9851 619200 SH SOLE 441500 0 0
YAHOO INC COM 984332106 9479 622800 SH SOLE 622800 0 0
YAMANA GOLD INC COM 98462Y100 864 55300 SH SOLE 55300 0 0
YM BIOSCIENCES INC COM 984238105 587 315856 SH SOLE 315856 0 0
YUM BRANDS INC COM 988498101 7750 108875 SH SOLE 108875 0 0
ZAGG INC COM 98884U108 199 18720 SH SOLE 10220 0 0
ZALE CORP NEW COM 988858106 67 21800 SH SOLE 14700 0 0
ZALICUS INC COM 98887C105 57 47100 SH SOLE 29600 0 0
ZIMMER HLDGS INC COM 98956P102 32063 498809 SH SOLE 438509 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 147 27300 SH SOLE 15600 0 0
ZIX CORP COM 98974P100 69 23800 SH SOLE 14200 0 0
ZOLL MED CORP COM 989922109 76828 829412 SH SOLE 816412 0 0
ZUMIEZ INC COM 989817101 284 7857 SH SOLE 5557 0 0
ZYGO CORP COM 989855101 239 12226 SH SOLE 7926 0 0
ZYNGA INC CL A 98986T108 4166 316800 SH SOLE 316800 0 0