0001134813-08-000002.txt : 20121120
0001134813-08-000002.hdr.sgml : 20121120
20080514123443
ACCESSION NUMBER: 0001134813-08-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20080331
FILED AS OF DATE: 20080514
DATE AS OF CHANGE: 20121120
EFFECTIVENESS DATE: 20080514
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TEWKSBURY CAPITAL MANAGEMENT LTD
CENTRAL INDEX KEY: 0001134813
IRS NUMBER: 980370025
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-06263
FILM NUMBER: 08830526
BUSINESS ADDRESS:
STREET 1: 201 KING OF PRUSSIA ROAD
STREET 2: SUITE 400
CITY: RADNOR
STATE: PA
ZIP: 19087
BUSINESS PHONE: 6109715000
MAIL ADDRESS:
STREET 1: 201 KING OF PRUSSIA ROAD
STREET 2: SUITE 400
CITY: RADNOR
STATE: PA
ZIP: 19087
FORMER COMPANY:
FORMER CONFORMED NAME: TEWKSBURY CAPITAL MANAGEMENT LTD
DATE OF NAME CHANGE: 20020429
FORMER COMPANY:
FORMER CONFORMED NAME: TCM
DATE OF NAME CHANGE: 20020426
FORMER COMPANY:
FORMER CONFORMED NAME: TTF/FA
DATE OF NAME CHANGE: 20010213
13F-HR
1
form13ftcm.txt
FORM 13F COVER PAGE
REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 30 MARCH 2008
INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT:
NAME: TEWKSBURY CAPITAL MANAGEMENT LTD.
ADDRESS: WASHINGTON MALL-PHASE I CHURCH ST 4TH FLOOR HAMILTON HM11 BERMUDA
FORM 13F FILE NUMBER: 28-06263
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: JEFFREY W. CAMERON
TITLE: ASSOCIATE LEGAL COUNSEL
PHONE: 441.299.2900
SIGNATURE, PLACE, AND DATE OF SIGNING:
____________________________
SIGNATURE
RADNOR, PA
13 MAY 2008
REPORT TYPE:
[ X ] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
LIST OF OTHER MANAGERS REPORTING FOR THIS MANAGER:
FORM 13F FILE NUMBER: NAME:
NONE
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
NUMBER OF OTHER INCLUDED MANAGERS: 0
FORM 13F INFORMATION TABLE ENTRY TOTAL: 861
FORM 13F INFORMATION TABLE VALUE TOTAL: 2686657
(THOUSANDS)
LIST OF OTHER INCLUDED MANAGERS: NONE
FORM 13F INFORMATION TABLE
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE (x$1000) SHARES/PRN SH/PRN INV DISCR OTHER MNGRS VOTING AUTH - SOLE
1ST INDEPENDENCE FINL GRP IN COM 32053S107 $1,231,481.45 1231 70,572 SH SOLE 70572
3M CO COM 88579Y101 $11,033,826.81 11034 139,404 SH SOLE 139404
A D C TELECOMMUNICATIONS COM NEW 000886309 $2,131,395.19 2131 176,440 SH SOLE 176440
ABB LTD SPONSORED ADR 000375204 $3,836,799.93 3837 142,526 SH SOLE 142526
ABBOTT LABS COM 002824100 $15,006,922.07 15007 272,111 SH SOLE 272111
ABERCROMBIE & FITCH CO CL A 002896207 $12,640,420.39 12640 172,825 SH SOLE 172825
ABINGTON BANCORP INC COM 00350L109 $799,283.98 799 77,450 SH SOLE 77450
ABX HOLDINGS INC COM 00080S101 $212,397.36 212 72,244 SH SOLE 72244
ACCENTURE LTD BERMUDA CL A G1150G111 $4,034,069.13 4034 114,702 SH SOLE 114702
ACTIVISION INC NEW COM NEW 004930202 $7,039,917.04 7040 257,778 SH SOLE 257778
ACTUANT CORP SDCV 2.000%11/1 00508XAB0 $784,008.50 784 500,000 PRN SOLE 500000
ACUITY BRANDS INC COM 00508Y102 $515,442.96 515 12,001 SH SOLE 12001
ACXIOM CORP COM 005125109 $431,486.37 431 36,351 SH SOLE 36351
ADAPTEC INC COM 00651F108 $321,815.35 322 109,461 SH SOLE 109461
ADMINISTAFF INC COM 007094105 $254,940.79 255 10,798 SH SOLE 10798
ADOBE SYS INC COM 00724F101 $16,231,139.88 16231 456,059 SH SOLE 456059
ADTRAN INC COM 00738A106 $901,116.50 901 48,709 SH SOLE 48709
ADVANCE AUTO PARTS INC COM 00751Y106 $2,481,291.54 2481 72,872 SH SOLE 72872
ADVANCED MICRO DEVICES INC COM 007903107 $1,938,457.86 1938 329,110 SH SOLE 329110
ADVENT SOFTWARE INC COM 007974108 $1,261,083.15 1261 29,589 SH SOLE 29589
AEROPOSTALE COM 007865108 $1,759,466.15 1759 64,901 SH SOLE 64901
AETNA INC NEW COM 00817Y108 $4,409,390.51 4409 104,761 SH SOLE 104761
AFFYMETRIX INC COM 00826T108 $810,069.88 810 46,529 SH SOLE 46529
AGCO CORP NOTE 1.250%12/1 001084AM4 $825,907.00 826 500,000 PRN SOLE 500000
AGL RES INC COM 001204106 $4,314,435.80 4314 125,712 SH SOLE 125712
AGNICO EAGLE MINES LTD COM 008474108 $2,252,169.99 2252 33,262 SH SOLE 33262
AGRIUM INC COM 008916108 $3,889,452.46 3889 62,622 SH SOLE 62622
AIR PRODS & CHEMS INC COM 009158106 $4,490,428.00 4490 48,809 SH SOLE 48809
AIRGAS INC COM 009363102 $1,795,883.17 1796 39,496 SH SOLE 39496
AIRTRAN HLDGS INC COM 00949P108 $582,832.79 583 88,308 SH SOLE 88308
AKAMAI TECHNOLOGIES INC COM 00971T101 $412,121.60 412 14,635 SH SOLE 14635
ALBERTO CULVER CO NEW COM 013078100 $2,683,877.55 2684 97,916 SH SOLE 97916
ALEXANDER & BALDWIN INC COM 014482103 $786,813.15 787 18,264 SH SOLE 18264
ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF6 $988,877.00 989 500,000 PRN SOLE 500000
ALFA CORP COM 015385107 $7,887,259.08 7887 358,838 SH SOLE 358838
ALIGN TECHNOLOGY INC COM 016255101 $485,040.37 485 43,658 SH SOLE 43658
ALLEGHENY ENERGY INC COM 017361106 $6,764,121.50 6764 133,943 SH SOLE 133943
ALLEGHENY TECHNOLOGIES INC COM 01741R102 $7,904,618.63 7905 110,771 SH SOLE 110771
ALLERGAN INC COM 018490102 $10,613,500.13 10614 188,216 SH SOLE 188216
ALLERGAN INC NOTE 1.500% 4/0 018490AL6 $1,102,826.00 1103 1,000,000 PRN SOLE 1000000
ALLIANT ENERGY CORP COM 018802108 $1,168,773.78 1169 33,384 SH SOLE 33384
ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 $679,913.00 680 500,000 PRN SOLE 500000
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 $734,754.50 735 500,000 PRN SOLE 500000
ALLIANZ SE SP ADR 1/10 SH 018805101 $841,546.29 842 42,805 SH SOLE 42805
ALLSTATE CORP COM 020002101 $1,571,273.68 1571 32,694 SH SOLE 32694
ALPHARMA INC NOTE 2.125% 3/1 020813AH4 $526,445.00 526 500,000 PRN SOLE 500000
ALTERA CORP COM 021441100 $5,075,548.36 5076 275,396 SH SOLE 275396
ALTRA HOLDINGS INC COM 02208R106 $716,239.39 716 53,252 SH SOLE 53252
AMBAC FINL GROUP INC COM 023139108 $2,723,861.25 2724 473,715 SH SOLE 473715
AMBASSADORS INTL INC COM 023178106 $391,662.95 392 52,856 SH SOLE 52856
AMCOMP INC COM 02342J101 $6,723,187.53 6723 550,179 SH SOLE 550179
AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 $493,506.50 494 500,000 PRN SOLE 500000
AMDOCS LTD ORD G02602103 $818,157.66 818 28,849 SH SOLE 28849
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 $1,248,578.73 1249 19,604 SH SOLE 19604
AMERICAN CAMPUS CMNTYS INC COM 024835100 $1,545,621.15 1546 56,492 SH SOLE 56492
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 $5,563,925.14 5564 317,757 SH SOLE 317757
AMERICAN ELEC PWR INC COM 025537101 $13,242,253.56 13242 318,094 SH SOLE 318094
AMERICAN FINL GROUP INC OHIO COM 025932104 $382,633.19 383 14,970 SH SOLE 14970
AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 $223,718.00 224 500,000 PRN SOLE 500000
AMERICAN FINL RLTY TR COM 02607P305 $6,529,260.55 6529 822,325 SH SOLE 822325
AMERICAN ORIENTAL BIOENGR IN COM 028731107 $201,989.71 202 24,937 SH SOLE 24937
AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR3 $985,125.50 985 500,000 PRN SOLE 500000
AMERICREDIT CORP COM 03060R101 $1,482,978.65 1483 147,267 SH SOLE 147267
AMERIPRISE FINL INC COM 03076C106 $924,692.87 925 17,834 SH SOLE 17834
AMERIS BANCORP COM 03076K108 $1,112,540.40 1113 69,274 SH SOLE 69274
AMERISOURCEBERGEN CORP COM 03073E105 $3,392,037.50 3392 82,773 SH SOLE 82773
AMETEK INC NEW COM 031100100 $951,529.70 952 21,670 SH SOLE 21670
ANADARKO PETE CORP COM 032511107 $24,530,456.13 24530 389,187 SH SOLE 389187
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 $583,497.50 583 500,000 PRN SOLE 500000
ANNALY CAP MGMT INC COM 035710409 $363,788.71 364 23,746 SH SOLE 23746
ANSOFT CORP COM 036384105 $7,306,488.11 7306 239,400 SH SOLE 239400
AON CORP COM 037389103 $4,624,366.89 4624 115,034 SH SOLE 115034
APPLE INC COM 037833100 $29,788,160.50 29788 207,583 SH SOLE 207583
APPLIED MATLS INC COM 038222105 $9,682,735.07 9683 496,296 SH SOLE 496296
APTARGROUP INC COM 038336103 $1,880,708.31 1881 48,310 SH SOLE 48310
AQUILA INC COM 03840P102 $6,831,197.87 6831 2,128,099 SH SOLE 2128099
ARCH COAL INC COM 039380100 $7,048,218.00 7048 162,028 SH SOLE 162028
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 $1,163,940.00 1164 1,000,000 PRN SOLE 1000000
ARMSTRONG WORLD INDS INC NEW COM 04247X102 $451,384.28 451 12,658 SH SOLE 12658
ARRIS GROUP INC COM 04269Q100 $819,514.22 820 140,810 SH SOLE 140810
ART TECHNOLOGY GROUP INC COM 04289L107 $444,384.17 444 114,532 SH SOLE 114532
ASE TEST LTD ORD Y02516105 $6,967,151.19 6967 478,842 SH SOLE 478842
ASHFORD HOSPITALITY TR INC COM SHS 044103109 $850,148.29 850 149,674 SH SOLE 149674
ASIAINFO HLDGS INC COM 04518A104 $453,643.91 454 41,772 SH SOLE 41772
ASSURANT INC COM 04621X108 $8,202,771.74 8203 134,781 SH SOLE 134781
ASTRAZENECA PLC SPONSORED ADR 046353108 $1,211,653.11 1212 31,894 SH SOLE 31894
ATHEROS COMMUNICATIONS INC COM 04743P108 $359,469.16 359 17,249 SH SOLE 17249
AU OPTRONICS CORP SPONSORED ADR 002255107 $522,438.50 522 30,392 SH SOLE 30392
AUTODESK INC COM 052769106 $7,617,184.01 7617 241,969 SH SOLE 241969
AUTOZONE INC COM 053332102 $5,403,737.85 5404 47,472 SH SOLE 47472
AVALONBAY CMNTYS INC COM 053484101 $13,199,013.02 13199 136,749 SH SOLE 136749
AVIS BUDGET GROUP COM 053774105 $1,249,421.75 1249 117,648 SH SOLE 117648
AVISTA CORP COM 05379B107 $951,046.29 951 48,622 SH SOLE 48622
AVNET INC DBCV 2.000% 3/1 053807AL7 $1,122,045.00 1122 1,000,000 PRN SOLE 1000000
AVON PRODS INC COM 054303102 $11,902,528.78 11903 301,025 SH SOLE 301025
BAKER HUGHES INC COM 057224107 $7,616,720.50 7617 111,193 SH SOLE 111193
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 $258,280.48 258 11,348 SH SOLE 11348
BANK OF AMERICA CORPORATION COM 060505104 $10,456,184.52 10456 275,816 SH SOLE 275816
BANK OF NEW YORK MELLON CORP COM 064058100 $24,769,717.56 24770 593,571 SH SOLE 593571
BANKFINANCIAL CORP COM 06643P104 $415,903.31 416 26,141 SH SOLE 26141
BANNER CORP COM 06652V109 $1,310,100.53 1310 56,862 SH SOLE 56862
BARCLAYS PLC ADR 06738E204 $1,299,507.63 1300 35,898 SH SOLE 35898
BARD C R INC COM 067383109 $2,811,988.04 2812 29,170 SH SOLE 29170
BARNES & NOBLE INC COM 067774109 $368,198.45 368 12,013 SH SOLE 12013
BAXTER INTL INC COM 071813109 $5,702,786.57 5703 98,630 SH SOLE 98630
BEA SYS INC COM 073325102 $15,602,883.49 15603 814,772 SH SOLE 814772
BECKMAN COULTER INC COM 075811109 $2,786,042.68 2786 43,161 SH SOLE 43161
BECTON DICKINSON & CO COM 075887109 $13,822,450.70 13822 161,007 SH SOLE 161007
BELO CORP COM SER A 080555105 $936,734.51 937 88,622 SH SOLE 88622
BEMIS INC COM 081437105 $2,954,406.58 2954 116,178 SH SOLE 116178
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 $524,071.12 524 52,990 SH SOLE 52990
BERKLEY W R CORP COM 084423102 $1,991,630.98 1992 71,926 SH SOLE 71926
BEST BUY INC COM 086516101 $16,182,459.54 16182 390,315 SH SOLE 390315
BEST BUY INC SDCV 2.250% 1/1 086516AF8 $1,075,259.00 1075 1,000,000 PRN SOLE 1000000
BHP BILLITON PLC SPONSORED ADR 05545E209 $616,287.50 616 10,490 SH SOLE 10490
BIG LOTS INC COM 089302103 $843,385.97 843 37,820 SH SOLE 37820
BIOVAIL CORP COM 09067J109 $1,147,420.31 1147 107,739 SH SOLE 107739
BJS WHOLESALE CLUB INC COM 05548J106 $2,431,666.68 2432 68,133 SH SOLE 68133
BLACK & DECKER CORP COM 091797100 $8,570,591.90 8571 129,661 SH SOLE 129661
BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 $2,057,567.00 2058 1,000,000 PRN SOLE 1000000
BOB EVANS FARMS INC COM 096761101 $1,304,731.11 1305 47,290 SH SOLE 47290
BOEING CO COM 097023105 $16,857,151.04 16857 226,666 SH SOLE 226666
BORDERS GROUP INC COM 099709107 $326,988.34 327 55,705 SH SOLE 55705
BORGWARNER INC COM 099724106 $2,887,226.86 2887 67,098 SH SOLE 67098
BOSTON PROPERTIES INC COM 101121101 $6,014,196.52 6014 65,322 SH SOLE 65322
BP PLC SPONSORED ADR 055622104 $5,199,949.18 5200 85,737 SH SOLE 85737
BRIDGE CAP HLDGS COM 108030107 $1,109,729.96 1110 52,100 SH SOLE 52100
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 $3,073,486.47 3073 71,410 SH SOLE 71410
BRIGHTPOINT INC COM NEW 109473405 $317,696.71 318 38,002 SH SOLE 38002
BRINKS CO COM 109696104 $3,713,508.88 3714 55,277 SH SOLE 55277
BRISTOL MYERS SQUIBB CO COM 110122108 $471,709.78 472 22,146 SH SOLE 22146
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 $221,249.60 221 12,571 SH SOLE 12571
BRONCO DRILLING CO INC COM 112211107 $6,738,587.72 6739 418,286 SH SOLE 418286
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 $1,064,560.74 1065 39,678 SH SOLE 39678
BROOKFIELD PPTYS CORP COM 112900105 $2,724,911.26 2725 141,114 SH SOLE 141114
BROWN & BROWN INC COM 115236101 $833,857.60 834 47,978 SH SOLE 47978
BRUNSWICK CORP COM 117043109 $870,923.96 871 54,535 SH SOLE 54535
BUNGE LIMITED COM G16962105 $1,055,244.45 1055 12,146 SH SOLE 12146
BURLINGTON NORTHN SANTA FE C COM 12189T104 $4,361,083.86 4361 47,290 SH SOLE 47290
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 $5,524,864.15 5525 101,560 SH SOLE 101560
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 $1,613,314.71 1613 75,283 SH SOLE 75283
CADBURY SCHWEPPES PLC ADR 127209302 $961,696.59 962 21,748 SH SOLE 21748
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 $610,365.50 610 500,000 PRN SOLE 500000
CAL DIVE INTL INC DEL COM 12802T101 $399,816.84 400 38,518 SH SOLE 38518
CALLAWAY GOLF CO COM 131193104 $763,037.06 763 51,978 SH SOLE 51978
CALPINE CORP COM NEW 131347304 $481,848.78 482 26,159 SH SOLE 26159
CAMERON INTERNATIONAL CORP COM 13342B105 $3,086,689.87 3087 74,128 SH SOLE 74128
CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 $701,266.00 701 500,000 PRN SOLE 500000
CANADIAN NAT RES LTD COM 136385101 $4,331,370.18 4331 63,454 SH SOLE 63454
CANADIAN NATL RY CO COM 136375102 $841,396.15 841 17,413 SH SOLE 17413
CARDINAL FINL CORP COM 14149F109 $643,864.42 644 72,589 SH SOLE 72589
CARDINAL STATE BANK DURHAM N COM 141546101 $1,338,900.00 1339 89,260 SH SOLE 89260
CARDIOME PHARMA CORP COM NEW 14159U202 $365,903.98 366 43,560 SH SOLE 43560
CARLISLE COS INC COM 142339100 $1,435,244.74 1435 42,920 SH SOLE 42920
CARNIVAL CORP PAIRED CTF 143658300 $5,241,593.22 5242 129,486 SH SOLE 129486
CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 $546,039.50 546 500,000 PRN SOLE 500000
CARNIVAL PLC ADR 14365C103 $550,851.84 551 13,662 SH SOLE 13662
CARPENTER TECHNOLOGY CORP COM 144285103 $4,040,530.36 4041 72,191 SH SOLE 72191
CATHAY GENERAL BANCORP COM 149150104 $908,305.66 908 43,816 SH SOLE 43816
CB RICHARD ELLIS GROUP INC CL A 12497T101 $263,185.67 263 12,162 SH SOLE 12162
CBRL GROUP INC COM 12489V106 $624,723.06 625 17,465 SH SOLE 17465
CBS CORP NEW CL B 124857202 $14,047,030.99 14047 636,188 SH SOLE 636188
CDC CORP SHS A G2022L106 $532,355.77 532 150,809 SH SOLE 150809
CEDAR SHOPPING CTRS INC COM NEW 150602209 $629,890.74 630 53,929 SH SOLE 53929
CELESTICA INC SUB VTG SHS 15101Q108 $217,109.75 217 32,308 SH SOLE 32308
CELGENE CORP NOTE 1.750% 6/0 151020AC8 $2,528,202.00 2528 500,000 PRN SOLE 500000
CENTENNIAL BK HLDGS INC DEL COM 151345303 $539,138.02 539 85,850 SH SOLE 85850
CENTERPOINT ENERGY INC COM 15189T107 $4,178,998.17 4179 292,852 SH SOLE 292852
CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM9 $637,158.00 637 500,000 PRN SOLE 500000
CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 $1,091,348.50 1091 500,000 PRN SOLE 500000
CENTURYTEL INC COM 156700106 $4,054,582.16 4055 121,979 SH SOLE 121979
CENVEO INC COM 15670S105 $223,101.34 223 21,329 SH SOLE 21329
CEPHALON INC NOTE 6/1 156708AL3 $611,142.50 611 500,000 PRN SOLE 500000
CEPHALON INC NOTE 2.000% 6/0 156708AP4 $1,829,472.76 1829 1,219,000 PRN SOLE 1219000
CERNER CORP COM 156782104 $2,885,583.75 2886 77,403 SH SOLE 77403
CF INDS HLDGS INC COM 125269100 $3,951,963.28 3952 38,139 SH SOLE 38139
CGG VERITAS SPONSORED ADR 204386106 $511,537.30 512 10,332 SH SOLE 10332
CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 $1,330,418.00 1330 1,000,000 PRN SOLE 1000000
CHENIERE ENERGY INC COM NEW 16411R208 $1,345,231.75 1345 67,941 SH SOLE 67941
CHEVRON CORP NEW COM 166764100 $3,891,050.27 3891 45,584 SH SOLE 45584
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 $514,789.58 515 13,119 SH SOLE 13119
CHINA NETCOM GROUP CORP HK L SPONSORED ADR 16940Q101 $749,926.70 750 12,932 SH SOLE 12932
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 $1,192,827.58 1193 18,985 SH SOLE 18985
CHOICEPOINT INC COM 170388102 $6,609,116.99 6609 138,847 SH SOLE 138847
CHUBB CORP COM 171232101 $16,357,147.73 16357 330,581 SH SOLE 330581
CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 $853,377.96 853 32,797 SH SOLE 32797
CHURCH & DWIGHT INC COM 171340102 $2,653,963.28 2654 48,930 SH SOLE 48930
CINCINNATI BELL INC NEW COM 171871106 $457,098.02 457 107,300 SH SOLE 107300
CINCINNATI FINL CORP COM 172062101 $896,374.58 896 23,564 SH SOLE 23564
CINTAS CORP COM 172908105 $4,343,388.58 4343 152,186 SH SOLE 152186
CIT GROUP INC COM 125581108 $2,019,405.97 2019 170,414 SH SOLE 170414
CITIGROUP INC COM 172967101 $3,197,556.19 3198 149,279 SH SOLE 149279
CITIZENS COMMUNICATIONS CO COM 17453B101 $261,956.27 262 24,972 SH SOLE 24972
CITIZENS REPUBLIC BANCORP IN COM 174420109 $285,144.21 285 22,940 SH SOLE 22940
CITRIX SYS INC COM 177376100 $11,147,130.44 11147 380,059 SH SOLE 380059
CITY NATL CORP COM 178566105 $2,845,384.29 2845 57,529 SH SOLE 57529
CKE RESTAURANTS INC NOTE 4.000%10/0 12561EAG0 $1,344,567.00 1345 1,000,000 PRN SOLE 1000000
CLAYMORE EXCHANGE TRADED FD CLEAR SPIN OFF 18383M605 $243,270.01 243 10,600 SH SOLE 10600
CLEAR CHANNEL COMMUNICATIONS COM 184502102 $6,694,331.06 6694 229,101 SH SOLE 229101
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 $502,054.11 502 26,410 SH SOLE 26410
CLOROX CO DEL COM 189054109 $8,110,847.91 8111 143,200 SH SOLE 143200
CLOUGH GLOBAL EQUITY FD COM 18914C100 $201,600.00 202 11,200 SH SOLE 11200
CMS ENERGY CORP COM 125896100 $2,848,653.51 2849 210,388 SH SOLE 210388
CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 $564,382.00 564 500,000 PRN SOLE 500000
CMS ENERGY CORP NOTE 3.375% 7/1 125896AY6 $1,332,601.54 1333 1,028,000 PRN SOLE 1028000
CNA FINL CORP COM 126117100 $312,187.96 312 12,105 SH SOLE 12105
CNOOC LTD SPONSORED ADR 126132109 $3,774,557.89 3775 25,714 SH SOLE 25714
CNX GAS CORP COM 12618H309 $1,002,358.52 1002 31,052 SH SOLE 31052
COACH INC COM 189754104 $433,888.64 434 14,391 SH SOLE 14391
COCA COLA ENTERPRISES INC COM 191219104 $4,510,396.14 4510 186,380 SH SOLE 186380
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 $8,294,563.96 8295 287,706 SH SOLE 287706
COHERENT INC COM 192479103 $593,108.73 593 21,266 SH SOLE 21266
COLE KENNETH PRODTNS INC CL A 193294105 $221,219.47 221 13,059 SH SOLE 13059
COLGATE PALMOLIVE CO COM 194162103 $8,113,703.60 8114 104,142 SH SOLE 104142
COLLAGENEX PHARMACEUTICALS I COM 19419B100 $6,785,265.75 6785 409,491 SH SOLE 409491
COLONIAL BANCGROUP INC COM 195493309 $1,038,942.19 1039 107,886 SH SOLE 107886
COLUMBIA BANCORP ORE COM 197231103 $294,342.31 294 17,213 SH SOLE 17213
COMCAST HOLDINGS CORP ZONES CV2% PCS 200300507 $505,375.00 505 15,550 SH SOLE 15550
COMERICA INC COM 200340107 $8,098,428.90 8098 230,856 SH SOLE 230856
COMMERCE BANCORP INC NJ COM 200519106 $13,794,799.71 13795 383,960 SH SOLE 383960
COMMERCE GROUP INC MASS COM 200641108 $8,994,337.96 8994 249,427 SH SOLE 249427
COMMSCOPE INC COM 203372107 $5,446,262.90 5446 156,367 SH SOLE 156367
COMMUNITY BANCORP NEV COM 20343T100 $201,582.97 202 14,866 SH SOLE 14866
COMMUNITY FINL CORP VA COM 20365L100 $532,800.00 533 66,600 SH SOLE 66600
COMMUNITY WEST BANCSHARES COM 204157101 $250,675.00 251 27,100 SH SOLE 27100
COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 $1,216,931.00 1217 1,000,000 PRN SOLE 1000000
COMPUWARE CORP COM 205638109 $649,149.61 649 88,440 SH SOLE 88440
COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0 205826AD2 $499,488.00 499 384,000 PRN SOLE 384000
CONAGRA FOODS INC COM 205887102 $8,676,486.53 8676 362,275 SH SOLE 362275
CONCEPTUS INC COM 206016107 $640,709.74 641 34,521 SH SOLE 34521
CONSECO INC COM NEW 208464883 $388,834.19 389 38,121 SH SOLE 38121
CONSOL ENERGY INC COM 20854P109 $1,967,556.10 1968 28,437 SH SOLE 28437
CONSTELLATION BRANDS INC CL A 21036P108 $3,452,152.57 3452 195,368 SH SOLE 195368
CONTINENTAL AIRLS INC CL B 210795308 $332,294.39 332 17,280 SH SOLE 17280
COOPER INDS LTD CL A G24182100 $3,541,912.68 3542 88,217 SH SOLE 88217
CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 $1,694,276.25 1694 1,250,000 PRN SOLE 1250000
CORNING INC COM 219350105 $4,666,909.42 4667 194,131 SH SOLE 194131
COSTCO WHSL CORP NEW COM 22160K105 $5,449,748.67 5450 83,881 SH SOLE 83881
COVANTA HLDG CORP COM 22282E102 $810,975.00 811 29,490 SH SOLE 29490
COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 $554,146.50 554 500,000 PRN SOLE 500000
COVIDIEN LTD COM G2552X108 $1,420,159.50 1420 32,094 SH SOLE 32094
COWEN GROUP INC COM 223621103 $1,101,282.63 1101 155,329 SH SOLE 155329
CREDIT SUISSE GROUP SPONSORED ADR 225401108 $3,210,985.99 3211 63,109 SH SOLE 63109
CROCS INC COM 227046109 $217,973.18 218 12,477 SH SOLE 12477
CSG SYS INTL INC COM 126349109 $511,263.41 511 44,966 SH SOLE 44966
CUMMINS INC COM 231021106 $2,873,764.76 2874 61,379 SH SOLE 61379
CUMULUS MEDIA INC CL A 231082108 $984,236.24 984 154,269 SH SOLE 154269
CVS CAREMARK CORPORATION COM 126650100 $11,740,081.08 11740 289,807 SH SOLE 289807
CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1 232806AK5 $1,184,318.00 1184 1,000,000 PRN SOLE 1000000
CYTEC INDS INC COM 232820100 $3,736,166.74 3736 69,381 SH SOLE 69381
DARDEN RESTAURANTS INC COM 237194105 $3,263,788.42 3264 100,270 SH SOLE 100270
DEAN FOODS CO NEW COM 242370104 $1,632,412.96 1632 81,255 SH SOLE 81255
DEERE & CO COM 244199105 $8,357,957.57 8358 103,903 SH SOLE 103903
DELIA'S INC NEW COM 246911101 $351,281.23 351 131,566 SH SOLE 131566
DELUXE CORP COM 248019101 $431,629.47 432 22,469 SH SOLE 22469
DENBURY RES INC COM NEW 247916208 $5,147,250.81 5147 180,289 SH SOLE 180289
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 $1,004,399.82 1004 60,579 SH SOLE 60579
DEVRY INC DEL COM 251893103 $2,190,198.49 2190 52,347 SH SOLE 52347
DIAMONDROCK HOSPITALITY CO COM 252784301 $357,775.46 358 28,238 SH SOLE 28238
DICKS SPORTING GOODS INC COM 253393102 $4,052,349.70 4052 151,320 SH SOLE 151320
DIEBOLD INC COM 253651103 $7,562,419.65 7562 201,396 SH SOLE 201396
DIGITAL RIV INC COM 25388B104 $2,376,885.51 2377 76,748 SH SOLE 76748
DIODES INC COM 254543101 $319,122.71 319 14,532 SH SOLE 14532
DIRECTV GROUP INC COM 25459L106 $3,371,539.28 3372 136,004 SH SOLE 136004
DISCOVER FINL SVCS COM 254709108 $1,537,634.18 1538 93,930 SH SOLE 93930
DISNEY WALT CO COM DISNEY 254687106 $9,231,525.05 9232 294,185 SH SOLE 294185
DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 $532,757.50 533 500,000 PRN SOLE 500000
DOLLAR TREE INC COM 256746108 $4,456,033.33 4456 161,509 SH SOLE 161509
DOMINION RES INC VA NEW NOTE 2.125%12/1 25746UAT6 $568,289.50 568 500,000 PRN SOLE 500000
DONALDSON INC COM 257651109 $2,828,944.87 2829 70,232 SH SOLE 70232
DONNELLEY R R & SONS CO COM 257867101 $1,877,098.27 1877 61,930 SH SOLE 61930
DOVER CORP COM 260003108 $3,113,988.65 3114 74,533 SH SOLE 74533
DOW CHEM CO COM 260543103 $6,754,273.07 6754 183,291 SH SOLE 183291
DOWNEY FINL CORP COM 261018105 $499,660.28 500 27,185 SH SOLE 27185
DPL INC COM 233293109 $453,212.63 453 17,676 SH SOLE 17676
DREAMWORKS ANIMATION SKG INC CL A 26153C103 $472,238.05 472 18,318 SH SOLE 18318
DRESS BARN INC COM 261570105 $788,718.85 789 60,952 SH SOLE 60952
DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 $538,019.22 538 370,000 PRN SOLE 370000
DST SYS INC DEL DBCV 3.625% 8/1 233326AD9 $998,598.89 999 737,000 PRN SOLE 737000
DUKE ENERGY CORP NEW COM 26441C105 $3,449,673.22 3450 193,259 SH SOLE 193259
DWS GLOBAL COMMODITIES STK F COM 23338Y100 $454,508.77 455 27,038 SH SOLE 27038
E M C CORP MASS COM 268648102 $14,178,861.57 14179 988,763 SH SOLE 988763
E Z EM INC COM NEW 269305405 $6,824,413.67 6824 325,437 SH SOLE 325437
EAGLE BANCORP INC MD COM 268948106 $1,109,250.02 1109 85,000 SH SOLE 85000
EARTHLINK INC COM 270321102 $368,568.36 369 48,817 SH SOLE 48817
EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 $482,584.00 483 500,000 PRN SOLE 500000
EATON CORP COM 278058102 $13,158,774.92 13159 165,166 SH SOLE 165166
EATON VANCE CORP COM NON VTG 278265103 $1,945,195.57 1945 63,756 SH SOLE 63756
EATON VANCE TX ADV GLBL DIV COM 27828S101 $252,826.21 253 11,300 SH SOLE 11300
ECHELON CORP COM 27874N105 $308,799.00 309 22,874 SH SOLE 22874
ECOLAB INC COM 278865100 $6,008,366.82 6008 138,346 SH SOLE 138346
EDISON INTL COM 281020107 $12,228,578.33 12229 249,461 SH SOLE 249461
EDUCATION RLTY TR INC COM 28140H104 $699,583.33 700 55,655 SH SOLE 55655
EDWARDS LIFESCIENCES CORP COM 28176E108 $1,660,913.07 1661 37,282 SH SOLE 37282
EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB4 $499,277.50 499 500,000 PRN SOLE 500000
EL PASO CORP COM 28336L109 $398,411.51 398 23,943 SH SOLE 23943
EMBARQ CORP COM 29078E105 $6,287,840.16 6288 156,804 SH SOLE 156804
EMCOR GROUP INC COM 29084Q100 $335,370.99 335 15,100 SH SOLE 15100
EMERGING MKTS TELECOMNC FD N COM 290890102 $376,713.01 377 17,100 SH SOLE 17100
ENCANA CORP COM 292505104 $928,543.50 929 12,258 SH SOLE 12258
ENCYSIVE PHARMACEUTICALS INC COM 29256X107 $6,758,428.18 6758 2,875,927 SH SOLE 2875927
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 $2,798,346.66 2798 116,890 SH SOLE 116890
ENERGY EAST CORP COM 29266M109 $6,021,678.81 6022 249,655 SH SOLE 249655
ENI S P A SPONSORED ADR 26874R108 $1,743,684.13 1744 25,601 SH SOLE 25601
ENTERCOM COMMUNICATIONS CORP CL A 293639100 $510,114.05 510 51,371 SH SOLE 51371
EPICOR SOFTWARE CORP NOTE 2.375% 5/1 29426LAA6 $873,587.00 874 1,000,000 PRN SOLE 1000000
EQUIFAX INC COM 294429105 $2,458,044.69 2458 71,289 SH SOLE 71289
EQUINIX INC DBCV 2.500% 2/1 29444UAE6 $1,103,080.95 1103 638,000 PRN SOLE 638000
EQUITABLE RES INC COM 294549100 $4,154,629.41 4155 70,537 SH SOLE 70537
EQUITY LIFESTYLE PPTYS INC COM 29472R108 $1,431,483.12 1431 28,995 SH SOLE 28995
ESS TECHNOLOGY INC COM 269151106 $1,545,057.00 1545 1,030,038 SH SOLE 1030038
ESSA BANCORP INC COM 29667D104 $524,355.50 524 44,626 SH SOLE 44626
ESTERLINE TECHNOLOGIES CORP COM 297425100 $527,927.96 528 10,481 SH SOLE 10481
EUROPEAN EQUITY FUND COM 298768102 $1,010,807.58 1011 94,468 SH SOLE 94468
EV3 INC COM 26928A200 $342,164.91 342 42,035 SH SOLE 42035
EVEREST RE GROUP LTD COM G3223R108 $2,409,073.21 2409 26,908 SH SOLE 26908
EXELIXIS INC COM 30161Q104 $635,730.38 636 91,472 SH SOLE 91472
EXPEDIA INC DEL COM 30212P105 $3,298,078.65 3298 150,666 SH SOLE 150666
EXPEDITORS INTL WASH INC COM 302130109 $621,812.34 622 13,763 SH SOLE 13763
EXXON MOBIL CORP COM 30231G102 $36,358,828.29 36359 429,875 SH SOLE 429875
F M C CORP COM NEW 302491303 $1,184,711.54 1185 21,350 SH SOLE 21350
F5 NETWORKS INC COM 315616102 $2,161,267.00 2161 118,947 SH SOLE 118947
FAMILY DLR STORES INC COM 307000109 $4,034,569.50 4035 206,901 SH SOLE 206901
FEDERAL HOME LN MTG CORP COM 313400301 $6,855,997.60 6856 270,774 SH SOLE 270774
FEDERAL NATL MTG ASSN COM 313586109 $7,477,775.11 7478 284,110 SH SOLE 284110
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 $1,674,521.83 1675 21,482 SH SOLE 21482
FEDERATED INVS INC PA CL B 314211103 $5,373,613.50 5374 137,222 SH SOLE 137222
FEI CO NOTE 2.875% 6/0 30241LAF6 $497,518.00 498 500,000 PRN SOLE 500000
FELCOR LODGING TR INC COM 31430F101 $1,194,097.77 1194 99,260 SH SOLE 99260
FIDELITY NATIONAL FINANCIAL CL A 31620R105 $485,854.98 486 26,506 SH SOLE 26506
FIDELITY NATL INFORMATION SV COM 31620M106 $7,429,023.50 7429 194,783 SH SOLE 194783
FIFTH THIRD BANCORP COM 316773100 $436,244.76 436 20,853 SH SOLE 20853
FIRST CHARTER CORP COM 319439105 $9,016,467.68 9016 337,569 SH SOLE 337569
FIRST CMNTY BANCORP CALIF COM 31983B101 $1,758,782.42 1759 65,504 SH SOLE 65504
FIRST CTZNS BANCSHARES INC N CL A 31946M103 $1,911,603.38 1912 13,718 SH SOLE 13718
FIRST HORIZON NATL CORP COM 320517105 $2,740,608.22 2741 195,618 SH SOLE 195618
FIRST POTOMAC RLTY TR COM 33610F109 $543,683.01 544 35,373 SH SOLE 35373
FIRST ST BANCORPORATION COM 336453105 $1,128,723.47 1129 84,296 SH SOLE 84296
FIRST TR/FOUR CRNRS SR FLOAT COM 33733U108 $254,765.58 255 18,719 SH SOLE 18719
FIRSTENERGY CORP COM 337932107 $11,173,257.81 11173 162,828 SH SOLE 162828
FIRSTFED FINL CORP COM 337907109 $572,620.64 573 21,091 SH SOLE 21091
FISERV INC COM 337738108 $6,993,151.64 6993 145,418 SH SOLE 145418
FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 $954,234.00 954 1,000,000 PRN SOLE 1000000
FLIR SYS INC NOTE 3.000% 6/0 302445AB7 $2,767,366.00 2767 1,000,000 PRN SOLE 1000000
FLOWSERVE CORP COM 34354P105 $3,236,719.33 3237 31,009 SH SOLE 31009
FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 $1,256,456.50 1256 500,000 PRN SOLE 500000
FOX CHASE BANCORP COM 35137P106 $272,400.01 272 24,000 SH SOLE 24000
FPL GROUP INC COM 302571104 $3,527,682.07 3528 56,227 SH SOLE 56227
FRANKLIN STREET PPTYS CORP COM 35471R106 $219,983.84 220 15,362 SH SOLE 15362
FTI CONSULTING INC NOTE 3.750% 7/1 302941AB5 $1,204,101.00 1204 500,000 PRN SOLE 500000
FULTON FINL CORP PA COM 360271100 $267,086.28 267 21,732 SH SOLE 21732
FURNITURE BRANDS INTL INC COM 360921100 $538,059.59 538 45,988 SH SOLE 45988
G B & T BANCSHARES INC COM 361462104 $4,685,469.41 4685 544,822 SH SOLE 544822
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 $241,965.18 242 23,886 SH SOLE 23886
GAMESTOP CORP NEW CL A 36467W109 $576,411.36 576 11,147 SH SOLE 11147
GAP INC DEL COM 364760108 $2,895,675.88 2896 147,138 SH SOLE 147138
GARMIN LTD ORD G37260109 $2,758,452.64 2758 51,073 SH SOLE 51073
GAYLORD ENTMT CO NEW COM 367905106 $369,416.85 369 12,196 SH SOLE 12196
GEMSTAR-TV GUIDE INTL INC COM 36866W106 $6,960,934.72 6961 1,481,050 SH SOLE 1481050
GENERAL AMERN INVS INC COM 368802104 $632,148.50 632 19,829 SH SOLE 19829
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 $676,314.50 676 500,000 PRN SOLE 500000
GENERAL GROWTH PPTYS INC COM 370021107 $939,783.52 940 24,621 SH SOLE 24621
GENERAL MLS INC COM 370334104 $5,533,989.94 5534 92,418 SH SOLE 92418
GENERAL MTRS CORP COM 370442105 $2,432,494.40 2432 127,690 SH SOLE 127690
GENUINE PARTS CO COM 372460105 $3,959,216.70 3959 98,439 SH SOLE 98439
GETTY IMAGES INC COM 374276103 $3,005,056.00 3005 93,908 SH SOLE 93908
GEVITY HR INC COM 374393106 $282,350.64 282 32,604 SH SOLE 32604
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 $409,265.70 409 37,790 SH SOLE 37790
GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 $732,314.50 732 500,000 PRN SOLE 500000
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 $2,559,377.62 2559 60,320 SH SOLE 60320
GLOBAL PMTS INC COM 37940X102 $1,968,736.03 1969 47,600 SH SOLE 47600
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 $3,394,213.90 3394 245,424 SH SOLE 245424
GOODRICH CORP COM 382388106 $7,976,119.18 7976 138,691 SH SOLE 138691
GOODYEAR TIRE & RUBR CO COM 382550101 $550,184.98 550 21,325 SH SOLE 21325
GOOGLE INC CL A 38259P508 $5,815,965.90 5816 13,204 SH SOLE 13204
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 $868,995.00 869 19,311 SH SOLE 19311
GRACE W R & CO DEL NEW COM 38388F108 $288,193.78 288 12,629 SH SOLE 12629
GRAINGER W W INC COM 384802104 $2,573,273.52 2573 33,686 SH SOLE 33686
GRANT PRIDECO INC COM 38821G101 $11,293,529.28 11294 229,450 SH SOLE 229450
GREAT ATLANTIC & PAC TEA INC COM 390064103 $341,095.97 341 13,009 SH SOLE 13009
GREAT PEE DEE BANCORP INC COM 39115R100 $1,532,466.02 1532 66,600 SH SOLE 66600
GREATER COMMUNITY BANCORP COM 39167M108 $983,949.04 984 55,247 SH SOLE 55247
GREEN BANKSHARES INC COM NEW 394361208 $765,074.83 765 43,249 SH SOLE 43249
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 $680,592.61 681 36,591 SH SOLE 36591
GREY WOLF INC COM 397888108 $309,825.67 310 45,697 SH SOLE 45697
GROUP 1 AUTOMOTIVE INC COM 398905109 $374,224.23 374 15,938 SH SOLE 15938
H & Q HEALTHCARE FD SH BEN INT 404052102 $494,669.57 495 32,956 SH SOLE 32956
HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T105 $747,785.18 748 81,281 SH SOLE 81281
HANOVER INS GROUP INC COM 410867105 $1,602,073.86 1602 38,942 SH SOLE 38942
HANSEN NAT CORP COM 411310105 $4,769,559.40 4770 135,115 SH SOLE 135115
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 $1,334,699.54 1335 112,728 SH SOLE 112728
HARRINGTON WEST FINL GROUP I COM 41383L104 $1,087,427.01 1087 133,100 SH SOLE 133100
HARRIS CORP DEL COM 413875105 $4,153,391.42 4153 85,584 SH SOLE 85584
HARSCO CORP COM 415864107 $2,439,655.19 2440 44,053 SH SOLE 44053
HARTFORD FINL SVCS GROUP INC COM 416515104 $9,678,556.29 9679 127,736 SH SOLE 127736
HARVEST NATURAL RESOURCES IN COM 41754V103 $336,498.13 336 27,902 SH SOLE 27902
HASBRO INC DBCV 2.750%12/0 418056AN7 $676,714.50 677 500,000 PRN SOLE 500000
HCC INS HLDGS INC COM 404132102 $362,994.63 363 15,998 SH SOLE 15998
HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 $787,707.78 788 722,000 PRN SOLE 722000
HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 $543,677.50 544 500,000 PRN SOLE 500000
HEALTHSOUTH CORP COM NEW 421924309 $355,728.86 356 19,996 SH SOLE 19996
HEINZ H J CO COM 423074103 $11,073,835.37 11074 235,764 SH SOLE 235764
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 $888,363.00 888 28,202 SH SOLE 28202
HENRY JACK & ASSOC INC COM 426281101 $261,526.67 262 10,601 SH SOLE 10601
HERCULES TECH GROWTH CAP INC COM 427096508 $221,174.75 221 20,366 SH SOLE 20366
HERITAGE FINL CORP WASH COM 42722X106 $576,183.94 576 33,095 SH SOLE 33095
HESS CORP COM 42809H107 $9,826,161.97 9826 111,433 SH SOLE 111433
HEWLETT PACKARD CO COM 428236103 $23,306,872.96 23307 510,444 SH SOLE 510444
HEXCEL CORP NEW COM 428291108 $212,541.43 213 11,122 SH SOLE 11122
HIGHLAND DISTRESSED OPPORT I COM 430067108 $508,200.00 508 72,600 SH SOLE 72600
HIGHWOODS PPTYS INC COM 431284108 $654,396.33 654 21,062 SH SOLE 21062
HILLENBRAND INDS INC COM 431573104 $1,512,152.98 1512 31,635 SH SOLE 31635
HLTH CORPORATION COM 40422Y101 $5,442,655.84 5443 570,509 SH SOLE 570509
HNI CORP COM 404251100 $626,994.12 627 23,317 SH SOLE 23317
HOLOGIC INC COM 436440101 $2,797,402.72 2797 50,313 SH SOLE 50313
HOME FED BANCORP INC MD COM 43710G105 $980,040.00 980 81,670 SH SOLE 81670
HONEYWELL INTL INC COM 438516106 $4,352,633.60 4353 77,147 SH SOLE 77147
HORACE MANN EDUCATORS CORP N COM 440327104 $494,841.31 495 28,309 SH SOLE 28309
HORMEL FOODS CORP COM 440452100 $481,173.00 481 11,550 SH SOLE 11550
HORSEHEAD HLDG CORP COM 440694305 $246,468.72 246 21,284 SH SOLE 21284
HOSPIRA INC COM 441060100 $4,648,243.65 4648 108,680 SH SOLE 108680
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 $4,306,353.72 4306 126,583 SH SOLE 126583
HOST HOTELS & RESORTS INC COM 44107P104 $6,844,485.63 6844 429,930 SH SOLE 429930
HOVNANIAN ENTERPRISES INC CL A 442487203 $341,860.61 342 32,251 SH SOLE 32251
HRPT PPTYS TR COM SH BEN INT 40426W101 $406,666.98 407 60,426 SH SOLE 60426
HSBC HLDGS PLC SPON ADR NEW 404280406 $4,158,948.35 4159 50,534 SH SOLE 50534
HUBBELL INC CL B 443510201 $1,301,874.58 1302 29,798 SH SOLE 29798
HUNTSMAN CORP COM 447011107 $7,358,291.46 7358 312,454 SH SOLE 312454
IAC INTERACTIVECORP COM NEW 44919P300 $2,703,284.19 2703 130,216 SH SOLE 130216
IBT BANCORP INC PA COM 44923F108 $1,111,944.87 1112 36,795 SH SOLE 36795
ICONIX BRAND GROUP INC COM 451055107 $223,762.95 224 12,897 SH SOLE 12897
IDEX CORP COM 45167R104 $785,571.94 786 25,597 SH SOLE 25597
ILLINOIS TOOL WKS INC COM 452308109 $8,639,873.89 8640 179,139 SH SOLE 179139
IMS HEALTH INC COM 449934108 $1,996,412.24 1996 95,022 SH SOLE 95022
INDEVUS PHARMACEUTICALS INC COM 454072109 $424,129.32 424 88,916 SH SOLE 88916
INDUSTRIAL DISTR GROUP INC COM 456061100 $281,120.00 281 28,000 SH SOLE 28000
INDYMAC BANCORP INC COM 456607100 $727,552.65 728 146,684 SH SOLE 146684
INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 $1,727,334.18 1727 246,059 SH SOLE 246059
INGRAM MICRO INC CL A 457153104 $1,401,018.31 1401 88,504 SH SOLE 88504
INTEGRYS ENERGY GROUP INC COM 45822P105 $3,709,698.91 3710 79,539 SH SOLE 79539
INTERMUNE INC NOTE 0.250% 3/0 45884XAC7 $974,933.00 975 1,000,000 PRN SOLE 1000000
INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 $442,650.24 443 89,244 SH SOLE 89244
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 $3,137,461.20 3137 71,225 SH SOLE 71225
INTERNATIONAL GAME TECHNOLOG COM 459902102 $14,973,439.67 14973 372,381 SH SOLE 372381
INTERNATIONAL RECTIFIER CORP COM 460254105 $1,095,446.50 1095 50,951 SH SOLE 50951
INTERNATIONAL SPEEDWAY CORP CL A 460335201 $435,484.01 435 10,570 SH SOLE 10570
INTERWOVEN INC COM NEW 46114T508 $517,114.93 517 48,419 SH SOLE 48419
INTL PAPER CO COM 460146103 $3,212,129.69 3212 118,093 SH SOLE 118093
INTUIT COM 461202103 $4,744,387.57 4744 175,653 SH SOLE 175653
INVESTORS BANCORP INC COM 46146P102 $1,058,305.78 1058 68,945 SH SOLE 68945
INVESTORS REAL ESTATE TR SH BEN INT 461730103 $242,710.25 243 24,817 SH SOLE 24817
IRON MTN INC COM 462846106 $1,334,823.43 1335 50,485 SH SOLE 50485
ISHARES SILVER TRUST ISHARES 46428Q109 $12,752,972.13 12753 74,653 SH SOLE 74653
ISLE OF CAPRI CASINOS INC COM 464592104 $420,827.56 421 58,857 SH SOLE 58857
ITC HLDGS CORP COM 465685105 $1,528,377.52 1528 29,358 SH SOLE 29358
I-TRAX INC COM NEW 45069D203 $8,446,264.20 8446 1,578,741 SH SOLE 1578741
ITT CORP NEW COM 450911102 $7,791,032.58 7791 150,377 SH SOLE 150377
ITT EDUCATIONAL SERVICES INC COM 45068B109 $2,026,018.24 2026 44,111 SH SOLE 44111
JACK IN THE BOX INC COM 466367109 $368,253.36 368 13,705 SH SOLE 13705
JAPAN SMALLER CAPTLZTN FD IN COM 47109U104 $297,390.00 297 34,500 SH SOLE 34500
JDS UNIPHASE CORP COM PAR $0.001 46612J507 $3,019,029.99 3019 225,469 SH SOLE 225469
JOHNSON CTLS INC COM 478366107 $3,728,038.52 3728 110,297 SH SOLE 110297
JOURNAL COMMUNICATIONS INC CL A 481130102 $351,302.77 351 47,602 SH SOLE 47602
JOY GLOBAL INC COM 481165108 $1,805,192.74 1805 27,704 SH SOLE 27704
JP MORGAN CHASE & CO COM 46625H100 $485,807.46 486 11,311 SH SOLE 11311
JUNIPER NETWORKS INC COM 48203R104 $297,525.00 298 11,901 SH SOLE 11901
JUNIPER NETWORKS INC NOTE 6/1 48203RAC8 $1,264,200.00 1264 1,000,000 PRN SOLE 1000000
K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC1 $569,680.00 570 500,000 PRN SOLE 500000
KBR INC COM 48242W106 $526,537.23 527 18,988 SH SOLE 18988
KEARNY FINL CORP COM 487169104 $269,194.80 269 24,584 SH SOLE 24584
KEMET CORP COM 488360108 $285,769.40 286 70,735 SH SOLE 70735
KENNAMETAL INC COM 489170100 $1,357,193.89 1357 46,116 SH SOLE 46116
KEY ENERGY SVCS INC COM 492914106 $1,122,878.25 1123 83,672 SH SOLE 83672
KIMBERLY CLARK CORP COM 494368103 $8,468,056.70 8468 131,186 SH SOLE 131186
KINDRED HEALTHCARE INC COM 494580103 $1,154,233.03 1154 52,777 SH SOLE 52777
KINETIC CONCEPTS INC COM NEW 49460W208 $3,255,793.95 3256 70,426 SH SOLE 70426
KINROSS GOLD CORP COM NO PAR 496902404 $1,228,321.08 1228 55,555 SH SOLE 55555
KLA-TENCOR CORP COM 482480100 $376,008.48 376 10,135 SH SOLE 10135
KNIGHT CAPITAL GROUP INC CL A 499005106 $941,822.55 942 57,994 SH SOLE 57994
KNOLL INC COM NEW 498904200 $226,287.86 226 19,609 SH SOLE 19609
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 $2,524,190.59 2524 65,837 SH SOLE 65837
KOREA EQUITY FD INC COM 50063B104 $876,956.01 877 80,900 SH SOLE 80900
KOREA FD COM 500634100 $1,294,644.04 1295 57,900 SH SOLE 57900
KT CORP SPONSORED ADR 48268K101 $822,486.25 822 34,631 SH SOLE 34631
LABORATORY CORP AMER HLDGS COM NEW 50540R409 $6,082,284.03 6082 82,550 SH SOLE 82550
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 $501,354.50 501 500,000 PRN SOLE 500000
LAM RESEARCH CORP COM 512807108 $485,011.82 485 12,690 SH SOLE 12690
LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH4 $498,728.50 499 500,000 PRN SOLE 500000
LANCASTER COLONY CORP COM 513847103 $882,436.66 882 22,083 SH SOLE 22083
LAS VEGAS SANDS CORP COM 517834107 $2,372,533.50 2373 32,218 SH SOLE 32218
LEAR CORP COM 521865105 $572,351.90 572 22,090 SH SOLE 22090
LEE ENTERPRISES INC COM 523768109 $395,955.57 396 39,556 SH SOLE 39556
LEGG MASON INC COM 524901105 $13,650,331.03 13650 243,843 SH SOLE 243843
LEGGETT & PLATT INC COM 524660107 $3,517,458.25 3517 230,653 SH SOLE 230653
LEHMAN BROS HLDGS INC COM 524908100 $6,974,654.25 6975 185,299 SH SOLE 185299
LENNAR CORP CL A 526057104 $1,694,592.85 1695 90,090 SH SOLE 90090
LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 $2,830,068.88 2830 1,360,000 PRN SOLE 1360000
LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG5 $441,875.00 442 500,000 PRN SOLE 500000
LEXMARK INTL NEW CL A 529771107 $3,533,475.76 3533 115,022 SH SOLE 115022
LG DISPLAY CO LTD SPONS ADR REP 50186V102 $573,501.39 574 25,683 SH SOLE 25683
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 $778,589.53 779 121,845 SH SOLE 121845
LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF2 $991,918.00 992 1,000,000 PRN SOLE 1000000
LIFE TIME FITNESS INC COM 53217R207 $665,085.08 665 21,310 SH SOLE 21310
LIFECORE BIOMEDICAL INC COM 532187101 $1,566,372.23 1566 92,248 SH SOLE 92248
LINCOLN ELEC HLDGS INC COM 533900106 $718,225.11 718 11,137 SH SOLE 11137
LIVE NATION INC COM 538034109 $1,051,537.58 1052 86,689 SH SOLE 86689
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 $524,427.22 524 14,608 SH SOLE 14608
LOCKHEED MARTIN CORP COM 539830109 $3,985,207.02 3985 40,133 SH SOLE 40133
LOCKHEED MARTIN CORP DBCV 8/1 539830AP4 $680,292.50 680 500,000 PRN SOLE 500000
LOEWS CORP COM 540424108 $5,986,706.96 5987 148,849 SH SOLE 148849
LONGS DRUG STORES CORP COM 543162101 $508,288.65 508 11,971 SH SOLE 11971
LOUISIANA PAC CORP COM 546347105 $765,731.37 766 83,413 SH SOLE 83413
LOWES COS INC NOTE 10/1 548661CG0 $462,673.50 463 500,000 PRN SOLE 500000
LSI CORPORATION COM 502161102 $334,322.99 334 67,540 SH SOLE 67540
LUBRIZOL CORP COM 549271104 $2,928,929.55 2929 52,764 SH SOLE 52764
LUMINEX CORP DEL COM 55027E102 $460,183.34 460 23,419 SH SOLE 23419
M D C HLDGS INC COM 552676108 $3,193,955.09 3194 72,938 SH SOLE 72938
MACERICH CO COM 554382101 $9,158,780.55 9159 130,337 SH SOLE 130337
MACYS INC COM 55616P104 $1,702,473.64 1702 73,828 SH SOLE 73828
MAGMA DESIGN AUTOMATION COM 559181102 $381,900.41 382 39,906 SH SOLE 39906
MAGUIRE PPTYS INC COM 559775101 $764,683.49 765 53,437 SH SOLE 53437
MANATRON INC COM 562048108 $1,607,412.05 1607 134,399 SH SOLE 134399
MARATHON OIL CORP COM 565849106 $9,469,614.88 9470 207,667 SH SOLE 207667
MARCHEX INC CL B 56624R108 $280,008.85 280 28,057 SH SOLE 28057
MASSBANK CORP READ MASS COM 576152102 $3,551,570.14 3552 91,300 SH SOLE 91300
MATRIX SVC CO COM 576853105 $208,066.98 208 12,111 SH SOLE 12111
MATSUSHITA ELEC INDL ADR 576879209 $283,445.75 283 13,056 SH SOLE 13056
MATTEL INC COM 577081102 $4,855,739.21 4856 244,007 SH SOLE 244007
MATTHEWS INTL CORP CL A 577128101 $948,402.00 948 19,656 SH SOLE 19656
MBIA INC COM 55262C100 $1,366,452.65 1366 111,821 SH SOLE 111821
MCCORMICK & CO INC COM NON VTG 579780206 $1,200,231.09 1200 32,465 SH SOLE 32465
MCG CAPITAL CORP COM 58047P107 $864,895.33 865 95,148 SH SOLE 95148
MCKESSON CORP COM 58155Q103 $6,805,586.10 6806 129,952 SH SOLE 129952
MDU RES GROUP INC COM 552690109 $2,597,340.82 2597 105,798 SH SOLE 105798
MEDCO HEALTH SOLUTIONS INC COM 58405U102 $9,088,877.43 9089 207,556 SH SOLE 207556
MEDICAL PPTYS TRUST INC COM 58463J304 $416,926.91 417 36,831 SH SOLE 36831
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 $1,556,986.79 1557 79,075 SH SOLE 79075
MEMC ELECTR MATLS INC COM 552715104 $9,260,461.90 9260 130,613 SH SOLE 130613
MENTOR GRAPHICS CORP COM 587200106 $416,272.69 416 47,143 SH SOLE 47143
METHANEX CORP COM 59151K108 $287,765.32 288 10,996 SH SOLE 10996
METLIFE INC COM 59156R108 $1,421,232.06 1421 23,585 SH SOLE 23585
MEXICO EQUITY & INCOME FD COM 592834105 $764,066.54 764 30,834 SH SOLE 30834
MEXICO FD INC COM 592835102 $4,546,396.00 4546 131,247 SH SOLE 131247
MFB CORP COM 55272D106 $367,510.00 368 11,000 SH SOLE 11000
MFS GOVT MKTS INCOME TR SH BEN INT 552939100 $512,711.28 513 75,288 SH SOLE 75288
MFS MULTIMARKET INCOME TR SH BEN INT 552737108 $201,995.00 202 35,500 SH SOLE 35500
MGIC INVT CORP WIS COM 552848103 $2,377,358.04 2377 225,770 SH SOLE 225770
MICROCHIP TECHNOLOGY INC COM 595017104 $5,023,073.03 5023 153,470 SH SOLE 153470
MICRON TECHNOLOGY INC COM 595112103 $13,376,954.65 13377 2,240,696 SH SOLE 2240696
MICROSOFT CORP COM 594918104 $10,656,576.16 10657 375,496 SH SOLE 375496
MIDLAND CO COM 597486109 $6,816,935.80 6817 104,989 SH SOLE 104989
MILLER HERMAN INC COM 600544100 $1,341,767.68 1342 54,610 SH SOLE 54610
MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 $1,026,576.00 1027 1,000,000 PRN SOLE 1000000
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 $730,138.78 730 83,924 SH SOLE 83924
MOLSON COORS BREWING CO CL B 60871R209 $2,723,967.10 2724 51,816 SH SOLE 51816
MONSANTO CO NEW COM 61166W101 $13,160,233.50 13160 118,029 SH SOLE 118029
MORGAN STANLEY COM NEW 617446448 $2,435,992.84 2436 53,304 SH SOLE 53304
MORGAN STANLEY ASIA PAC FD I COM 61744U106 $281,579.99 282 15,600 SH SOLE 15600
MOTOROLA INC COM 620076109 $251,509.21 252 27,044 SH SOLE 27044
MOVADO GROUP INC COM 624580106 $245,632.47 246 12,603 SH SOLE 12603
MTC TECHNOLOGIES INC COM 55377A106 $6,739,109.51 6739 283,394 SH SOLE 283394
MVC CAPITAL INC COM 553829102 $304,388.52 304 19,973 SH SOLE 19973
NATIONAL ATLANTIC HLDGS CORP COM 63253Y107 $2,428,331.42 2428 408,810 SH SOLE 408810
NATIONAL CITY CORP COM 635405103 $1,345,747.42 1346 135,251 SH SOLE 135251
NATIONAL MED HEALTH CARD SYS COM NEW 636918302 $2,165,265.70 2165 212,698 SH SOLE 212698
NATIONAL OILWELL VARCO INC COM 637071101 $1,565,284.59 1565 26,812 SH SOLE 26812
NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA4 $509,489.00 509 500,000 PRN SOLE 500000
NATIONWIDE FINL SVCS INC CL A 638612101 $15,312,573.20 15313 323,870 SH SOLE 323870
NAVIGANT CONSULTING INC COM 63935N107 $1,019,966.20 1020 53,739 SH SOLE 53739
NAVTEQ CORP COM 63936L100 $14,158,824.00 14159 208,218 SH SOLE 208218
NEKTAR THERAPEUTICS COM 640268108 $305,720.88 306 44,052 SH SOLE 44052
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 $301,290.54 301 13,361 SH SOLE 13361
NETFLIX INC COM 64110L106 $864,413.59 864 24,947 SH SOLE 24947
NEW GERMANY FD INC COM 644465106 $344,535.00 345 22,300 SH SOLE 22300
NEW IRELAND FUND INC COM 645673104 $510,125.00 510 26,500 SH SOLE 26500
NEWALLIANCE BANCSHARES INC COM 650203102 $1,589,325.13 1589 129,635 SH SOLE 129635
NEWELL RUBBERMAID INC COM 651229106 $2,538,592.96 2539 111,001 SH SOLE 111001
NEWFIELD EXPL CO COM 651290108 $3,503,584.95 3504 66,293 SH SOLE 66293
NEWMONT MINING CORP COM 651639106 $15,118,059.35 15118 333,732 SH SOLE 333732
NII HLDGS INC CL B NEW 62913F201 $2,907,329.80 2907 91,483 SH SOLE 91483
NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 $988,997.00 989 1,000,000 PRN SOLE 1000000
NOBLE CORPORATION SHS G65422100 $3,781,029.27 3781 76,123 SH SOLE 76123
NOBLE ENERGY INC COM 655044105 $12,147,554.11 12148 166,862 SH SOLE 166862
NORDSTROM INC COM 655664100 $4,827,538.17 4828 148,084 SH SOLE 148084
NORTH POINTE HLDGS CORP COM 661696104 $5,557,097.07 5557 351,715 SH SOLE 351715
NORTH VALLEY BANCORP COM 66304M105 $1,541,966.25 1542 129,577 SH SOLE 129577
NORTHEAST CMNTY BANCORP INC COM 664112109 $507,507.00 508 42,900 SH SOLE 42900
NORTHEAST UTILS COM 664397106 $4,966,896.19 4967 202,400 SH SOLE 202400
NORTHERN TR CORP COM 665859104 $13,392,774.67 13393 201,486 SH SOLE 201486
NORTHROP GRUMMAN CORP COM 666807102 $17,344,315.32 17344 222,906 SH SOLE 222906
NOVELL INC COM 670006105 $2,753,617.31 2754 437,777 SH SOLE 437777
NOVELLUS SYS INC COM 670008101 $2,114,409.27 2114 100,447 SH SOLE 100447
NPS PHARMACEUTICALS INC COM 62936P103 $234,924.31 235 60,237 SH SOLE 60237
NRG ENERGY INC COM NEW 629377508 $6,134,141.00 6134 157,326 SH SOLE 157326
NUCOR CORP COM 670346105 $13,679,347.43 13679 201,939 SH SOLE 201939
NUVEEN EQUITY PREM INCOME FD COM 6706ER101 $201,653.26 202 13,300 SH SOLE 13300
NVIDIA CORP COM 67066G104 $1,593,787.72 1594 80,535 SH SOLE 80535
NYSE EURONEXT COM 629491101 $2,080,429.20 2080 33,713 SH SOLE 33713
OFFICEMAX INC DEL COM 67622P101 $2,160,312.59 2160 112,869 SH SOLE 112869
OMEGA FINL CORP COM 682092101 $11,025,893.07 11026 353,394 SH SOLE 353394
OMNICOM GROUP INC COM 681919106 $2,512,295.72 2512 56,865 SH SOLE 56865
ONEBEACON INSURANCE GROUP LT CL A G67742109 $461,843.65 462 24,282 SH SOLE 24282
ONEOK INC NEW COM 682680103 $4,059,053.97 4059 90,949 SH SOLE 90949
ORTHOVITA INC COM 68750U102 $227,468.27 227 88,166 SH SOLE 88166
OSHKOSH CORP COM 688239201 $3,071,609.82 3072 84,664 SH SOLE 84664
PACCAR INC COM 693718108 $2,096,100.00 2096 46,580 SH SOLE 46580
PACKAGING CORP AMER COM 695156109 $2,106,455.88 2106 94,333 SH SOLE 94333
PACTIV CORP COM 695257105 $5,113,230.09 5113 195,087 SH SOLE 195087
PARTNERRE LTD COM G6852T105 $928,952.54 929 12,175 SH SOLE 12175
PENN NATL GAMING INC COM 707569109 $2,721,274.14 2721 62,229 SH SOLE 62229
PENNEY J C INC COM 708160106 $9,976,368.81 9976 264,555 SH SOLE 264555
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 $869,820.55 870 35,663 SH SOLE 35663
PEOPLES BANCORP INC COM 709789101 $1,045,723.06 1046 43,373 SH SOLE 43373
PEOPLES CMNTY BANCORP INC COM 71086E107 $517,369.50 517 121,734 SH SOLE 121734
PEOPLES UNITED FINANCIAL INC COM 712704105 $378,587.00 379 21,871 SH SOLE 21871
PEPSI BOTTLING GROUP INC COM 713409100 $1,403,568.80 1404 41,391 SH SOLE 41391
PERFORMANCE FOOD GROUP CO COM 713755106 $3,226,169.63 3226 98,720 SH SOLE 98720
PERKINELMER INC COM 714046109 $328,102.50 328 13,530 SH SOLE 13530
PFIZER INC COM 717081103 $36,141,087.33 36141 1,726,760 SH SOLE 1726760
PG&E CORP COM 69331C108 $9,956,569.76 9957 270,412 SH SOLE 270412
PHARMACEUTICAL PROD DEV INC COM 717124101 $1,315,785.75 1316 31,403 SH SOLE 31403
PHARMERICA CORP COM 71714F104 $934,017.74 934 56,368 SH SOLE 56368
PHH CORP COM NEW 693320202 $691,273.81 691 39,660 SH SOLE 39660
PHOENIX COS INC NEW COM 71902E109 $341,721.27 342 27,987 SH SOLE 27987
PHOTRONICS INC COM 719405102 $205,974.40 206 21,568 SH SOLE 21568
PINNACLE GAS RESOURCES INC COM 723464301 $2,920,181.24 2920 1,145,214 SH SOLE 1145214
PIONEER DRILLING CO COM 723655106 $330,866.11 331 20,770 SH SOLE 20770
PIPER JAFFRAY COS COM 724078100 $385,344.11 385 11,347 SH SOLE 11347
PITNEY BOWES INC COM 724479100 $861,772.17 862 24,608 SH SOLE 24608
PLUM CREEK TIMBER CO INC COM 729251108 $2,525,882.75 2526 62,061 SH SOLE 62061
PMI GROUP INC COM 69344M101 $611,507.42 612 105,070 SH SOLE 105070
POLYONE CORP COM 73179P106 $370,683.03 371 58,192 SH SOLE 58192
PORTLAND GEN ELEC CO COM NEW 736508847 $1,454,768.10 1455 64,513 SH SOLE 64513
POSSIS MEDICAL INC COM 737407106 $6,704,645.72 6705 344,181 SH SOLE 344181
POST PPTYS INC COM 737464107 $1,241,401.25 1241 32,144 SH SOLE 32144
POTLATCH CORP NEW COM 737630103 $915,946.39 916 22,194 SH SOLE 22194
PPG INDS INC COM 693506107 $3,370,225.38 3370 55,697 SH SOLE 55697
PPL CORP COM 69351T106 $12,053,861.76 12054 262,497 SH SOLE 262497
PPL ENERGY SUPPLY LLC NOTE 2.625% 5/1 69352JAE7 $917,658.50 918 500,000 PRN SOLE 500000
PRECISION CASTPARTS CORP COM 740189105 $1,797,322.59 1797 17,607 SH SOLE 17607
PREMIERWEST BANCORP COM 740921101 $1,796,246.58 1796 178,731 SH SOLE 178731
PRIDE INTL INC DEL COM 74153Q102 $8,905,819.39 8906 254,816 SH SOLE 254816
PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB2 $653,400.00 653 500,000 PRN SOLE 500000
PROGENICS PHARMACEUTICALS IN COM 743187106 $406,583.93 407 62,264 SH SOLE 62264
PROGRESS ENERGY INC COM 743263105 $2,652,120.05 2652 63,600 SH SOLE 63600
PROGRESSIVE CORP OHIO COM 743315103 $6,983,298.72 6983 434,555 SH SOLE 434555
PROLOGIS SH BEN INT 743410102 $9,458,390.08 9458 160,693 SH SOLE 160693
PROVIDENT BANKSHARES CORP COM 743859100 $219,965.94 220 20,481 SH SOLE 20481
PSS WORLD MED INC COM 69366A100 $294,448.84 294 17,674 SH SOLE 17674
PUGET ENERGY INC NEW COM 745310102 $2,905,563.27 2906 112,314 SH SOLE 112314
PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 $231,880.00 232 31,000 SH SOLE 31000
PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 $340,602.51 341 55,203 SH SOLE 55203
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 $218,404.27 218 19,873 SH SOLE 19873
PVF CAPITAL CORP COM 693654105 $3,253,932.10 3254 298,800 SH SOLE 298800
QUANEX CORP DBCV 2.500% 5/1 747620AE2 $1,025,222.50 1025 500,000 PRN SOLE 500000
QUANTA SVCS INC SDCV 4.500%10/0 74762EAC6 $775,512.17 776 369,000 PRN SOLE 369000
QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE2 $1,259,219.00 1259 1,000,000 PRN SOLE 1000000
QUESTAR CORP COM 748356102 $8,658,035.33 8658 153,077 SH SOLE 153077
QWEST COMMUNICATIONS INTL IN COM 749121109 $5,300,163.67 5300 1,170,014 SH SOLE 1170014
QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 $1,451,265.89 1451 1,417,000 PRN SOLE 1417000
RADIOSHACK CORP COM 750438103 $489,141.25 489 30,101 SH SOLE 30101
RADISYS CORP COM 750459109 $323,979.81 324 32,109 SH SOLE 32109
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 $488,802.06 489 23,155 SH SOLE 23155
RANDGOLD RES LTD ADR 752344309 $1,117,535.44 1118 24,116 SH SOLE 24116
RAYONIER INC COM 754907103 $3,376,634.53 3377 77,731 SH SOLE 77731
REALTY INCOME CORP COM 756109104 $815,484.63 815 31,830 SH SOLE 31830
RENT A CTR INC NEW COM 76009N100 $232,219.25 232 12,655 SH SOLE 12655
REPUBLIC SVCS INC COM 760759100 $685,414.83 685 23,441 SH SOLE 23441
RESTORATION HARDWARE INC DEL COM 760981100 $3,131,925.98 3132 719,983 SH SOLE 719983
RETAIL HOLDRS TR DEP RCPT 76127U101 $1,851,330.03 1851 20,200 SH SOLE 20200
REYNOLDS AMERICAN INC COM 761713106 $9,503,652.71 9504 160,997 SH SOLE 160997
RIO TINTO PLC SPONSORED ADR 767204100 $17,183,200.17 17183 41,723 SH SOLE 41723
RMR REAL ESTATE FD SH BEN INT 74963F106 $325,118.99 325 30,300 SH SOLE 30300
ROCKWELL COLLINS INC COM 774341101 $1,682,781.79 1683 29,445 SH SOLE 29445
ROLLINS INC COM 775711104 $408,355.97 408 23,084 SH SOLE 23084
ROMA FINANCIAL CORP COM 77581P109 $294,681.24 295 19,764 SH SOLE 19764
ROSS STORES INC COM 778296103 $1,495,423.39 1495 49,914 SH SOLE 49914
ROYAL BK SCOTLAND GROUP PLC SP ADR REP SHS 780097721 $661,043.24 661 97,499 SH SOLE 97499
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 $1,127,154.05 1127 34,260 SH SOLE 34260
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 $1,145,688.88 1146 16,609 SH SOLE 16609
RPM INTL INC NOTE 1.389% 5/1 749685AK9 $291,558.00 292 500,000 PRN SOLE 500000
RTI BIOLOGICS INC COM 74975N105 $248,175.89 248 26,262 SH SOLE 26262
RUBY TUESDAY INC COM 781182100 $301,387.50 301 40,185 SH SOLE 40185
RURAL CELLULAR CORP CL A 781904107 $6,821,238.99 6821 154,222 SH SOLE 154222
RYANAIR HLDGS PLC SPONSORED ADR 783513104 $1,032,785.63 1033 36,520 SH SOLE 36520
RYDER SYS INC COM 783549108 $5,944,815.99 5945 97,600 SH SOLE 97600
SADIA S A SPON ADR PFD 786326108 $245,875.60 246 13,821 SH SOLE 13821
SAFECO CORP COM 786429100 $1,213,896.35 1214 27,664 SH SOLE 27664
SAIC INC COM 78390X101 $698,705.16 699 37,585 SH SOLE 37585
SAKS INC NOTE 2.000% 3/1 79377WAL2 $578,499.00 578 500,000 PRN SOLE 500000
SALESFORCE COM INC COM 79466L302 $1,230,837.01 1231 21,269 SH SOLE 21269
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 $1,587,181.82 1587 32,019 SH SOLE 32019
SCANA CORP NEW COM 80589M102 $3,381,016.41 3381 92,428 SH SOLE 92428
SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 $2,188,220.00 2188 1,000,000 PRN SOLE 1000000
SCHWAB CHARLES CORP NEW COM 808513105 $2,493,242.63 2493 132,408 SH SOLE 132408
SCIELE PHARMA INC COM 808627103 $360,828.00 361 18,504 SH SOLE 18504
SCOTTS MIRACLE GRO CO CL A 810186106 $1,854,196.96 1854 57,193 SH SOLE 57193
SCPIE HLDGS INC COM 78402P104 $6,828,542.81 6829 247,860 SH SOLE 247860
SECURE COMPUTING CORP COM 813705100 $216,410.39 216 33,552 SH SOLE 33552
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 $1,839,810.63 1840 45,585 SH SOLE 45585
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 $1,917,040.00 1917 62,000 SH SOLE 62000
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 $10,299,704.19 10300 414,976 SH SOLE 414976
SEMPRA ENERGY COM 816851109 $12,995,684.34 12996 243,913 SH SOLE 243913
SEPRACOR INC COM 817315104 $1,427,712.35 1428 73,141 SH SOLE 73141
SEPRACOR INC NOTE 12/1 817315AT1 $961,250.00 961 1,000,000 PRN SOLE 1000000
SERVICE CORP INTL COM 817565104 $1,551,521.45 1552 153,010 SH SOLE 153010
SHAW GROUP INC COM 820280105 $534,096.19 534 11,330 SH SOLE 11330
SHERWIN WILLIAMS CO COM 824348106 $5,308,006.98 5308 103,997 SH SOLE 103997
SIEMENS A G SPONSORED ADR 826197501 $3,705,267.36 3705 34,012 SH SOLE 34012
SIGMATEL INC COM 82661W107 $4,140,884.63 4141 1,432,832 SH SOLE 1432832
SIGNATURE BK NEW YORK N Y COM 82669G104 $482,842.50 483 18,935 SH SOLE 18935
SILVER WHEATON CORP COM 828336107 $1,219,027.33 1219 78,495 SH SOLE 78495
SIMON PPTY GROUP INC NEW COM 828806109 $19,423,765.37 19424 209,060 SH SOLE 209060
SINGAPORE FD INC COM 82929L109 $351,148.99 351 25,100 SH SOLE 25100
SK TELECOM LTD SPONSORED ADR 78440P108 $1,510,042.01 1510 69,877 SH SOLE 69877
SKECHERS U S A INC CL A 830566105 $241,408.44 241 11,945 SH SOLE 11945
SL GREEN RLTY CORP COM 78440X101 $7,641,641.70 7642 93,797 SH SOLE 93797
SLM CORP COM 78442P106 $2,507,499.31 2507 163,355 SH SOLE 163355
SMITH INTL INC COM 832110100 $914,185.64 914 14,233 SH SOLE 14233
SMUCKER J M CO COM NEW 832696405 $1,763,252.42 1763 34,840 SH SOLE 34840
SNAP ON INC COM 833034101 $822,498.73 822 16,175 SH SOLE 16175
SONOCO PRODS CO COM 835495102 $1,178,811.59 1179 41,174 SH SOLE 41174
SOTHEBYS COM 835898107 $1,167,877.26 1168 40,397 SH SOLE 40397
SOUTHCOAST FINANCIAL CORP COM 84129R100 $222,943.69 223 15,218 SH SOLE 15218
SOUTHERN UN CO NEW COM 844030106 $3,250,842.33 3251 139,701 SH SOLE 139701
SOVEREIGN BANCORP INC COM 845905108 $6,356,892.19 6357 682,070 SH SOLE 682070
SRA INTL INC CL A 78464R105 $476,573.23 477 19,604 SH SOLE 19604
STAGE STORES INC COM NEW 85254C305 $227,318.41 227 14,032 SH SOLE 14032
STANCORP FINL GROUP INC COM 852891100 $648,188.05 648 13,586 SH SOLE 13586
STANLEY WKS COM 854616109 $2,536,717.34 2537 53,270 SH SOLE 53270
STARBUCKS CORP COM 855244109 $7,666,207.50 7666 438,069 SH SOLE 438069
STATE STR CORP COM 857477103 $3,877,241.00 3877 49,079 SH SOLE 49079
STATOILHYDRO ASA SPONSORED ADR 85771P102 $1,446,365.18 1446 48,422 SH SOLE 48422
STERICYCLE INC COM 858912108 $3,169,361.50 3169 61,541 SH SOLE 61541
STERLING FINL CORP COM 859317109 $9,195,975.90 9196 526,990 SH SOLE 526990
STMICROELECTRONICS N V NY REGISTRY 861012102 $1,131,537.66 1132 106,148 SH SOLE 106148
STRATEGIC HOTELS & RESORTS I COM 86272T106 $793,130.79 793 60,406 SH SOLE 60406
STRYKER CORP COM 863667101 $6,509,033.41 6509 100,062 SH SOLE 100062
SUN MICROSYSTEMS INC COM NEW 866810203 $3,926,247.94 3926 252,817 SH SOLE 252817
SUNAMERICA FCSED ALPHA GRW F COM 867037103 $263,511.00 264 17,100 SH SOLE 17100
SUNAMERICA FOCUSE ALPHA LC F COM 867038101 $434,973.00 435 26,900 SH SOLE 26900
SUNCOR ENERGY INC COM 867229106 $4,805,937.92 4806 49,880 SH SOLE 49880
SUPERIOR ENERGY SVCS INC COM 868157108 $799,650.44 800 20,183 SH SOLE 20183
SWISS HELVETIA FD INC COM 870875101 $1,512,457.43 1512 93,189 SH SOLE 93189
SWS GROUP INC COM 78503N107 $249,259.62 249 20,381 SH SOLE 20381
SYBASE INC COM 871130100 $1,730,434.75 1730 65,796 SH SOLE 65796
SYBASE INC NOTE 1.750% 2/2 871130AB6 $585,776.50 586 500,000 PRN SOLE 500000
SYMANTEC CORP COM 871503108 $3,122,898.16 3123 187,900 SH SOLE 187900
SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 $534,906.50 535 500,000 PRN SOLE 500000
SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 $535,861.00 536 500,000 PRN SOLE 500000
SYNOPSYS INC COM 871607107 $486,425.47 486 21,419 SH SOLE 21419
SYNOVUS FINL CORP COM 87161C105 $2,587,697.24 2588 233,969 SH SOLE 233969
SYNPLICITY INC COM 87160Y108 $6,660,542.46 6661 850,644 SH SOLE 850644
TAIWAN GREATER CHINA FD SH BEN INT 874037104 $283,645.20 284 41,108 SH SOLE 41108
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 $4,909,008.87 4909 477,995 SH SOLE 477995
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 $7,684,352.86 7684 301,111 SH SOLE 301111
TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1 875484AE7 $578,347.00 578 500,000 PRN SOLE 500000
TARGET CORP COM 87612E106 $3,807,740.46 3808 75,133 SH SOLE 75133
TAUBMAN CTRS INC COM 876664103 $2,136,985.64 2137 41,017 SH SOLE 41017
TAYLOR CAP GROUP INC COM 876851106 $228,369.36 228 13,908 SH SOLE 13908
TELEFLEX INC COM 879369106 $1,720,088.60 1720 36,053 SH SOLE 36053
TELEFONICA S A SPONSORED ADR 879382208 $2,007,983.66 2008 23,211 SH SOLE 23211
TELLABS INC COM 879664100 $1,786,597.14 1787 327,816 SH SOLE 327816
TEMPLE INLAND INC COM 879868107 $1,114,869.86 1115 87,647 SH SOLE 87647
TEMPLETON DRAGON FD INC COM 88018T101 $498,780.02 499 20,400 SH SOLE 20400
TERADATA CORP DEL COM 88076W103 $834,662.14 835 37,836 SH SOLE 37836
TERNIUM SA SPON ADR 880890108 $411,974.17 412 11,482 SH SOLE 11482
TERRA INDS INC COM 880915103 $3,918,958.87 3919 110,300 SH SOLE 110300
TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 $1,232,369.00 1232 1,000,000 PRN SOLE 1000000
TEXAS INSTRS INC COM 882508104 $10,184,013.23 10184 360,241 SH SOLE 360241
TFS FINL CORP COM 87240R107 $668,639.42 669 55,581 SH SOLE 55581
THERMO FISHER SCIENTIFIC INC COM 883556102 $6,729,287.62 6729 118,390 SH SOLE 118390
THOMAS & BETTS CORP COM 884315102 $2,852,098.95 2852 78,419 SH SOLE 78419
THOR INDS INC COM 885160101 $440,804.40 441 14,807 SH SOLE 14807
THORATEC CORP COM NEW 885175307 $305,720.26 306 21,394 SH SOLE 21394
TIBCO SOFTWARE INC COM 88632Q103 $280,980.41 281 39,353 SH SOLE 39353
TIDELANDS BANCSHARES INC COM 886374107 $406,243.34 406 40,665 SH SOLE 40665
TIMBERLAND BANCORP INC COM 887098101 $232,033.04 232 19,917 SH SOLE 19917
TIMBERLAND CO CL A 887100105 $349,606.98 350 25,463 SH SOLE 25463
TIME WARNER CABLE INC CL A 88732J108 $589,103.33 589 23,583 SH SOLE 23583
TIME WARNER INC COM 887317105 $22,724,990.70 22725 1,620,898 SH SOLE 1620898
TIMKEN CO COM 887389104 $514,155.99 514 17,300 SH SOLE 17300
TITANIUM METALS CORP COM NEW 888339207 $4,638,786.31 4639 308,225 SH SOLE 308225
TOOTSIE ROLL INDS INC COM 890516107 $252,781.21 253 10,031 SH SOLE 10031
TORCHMARK CORP COM 891027104 $3,853,832.47 3854 64,113 SH SOLE 64113
TOTAL S A SPONSORED ADR 89151E109 $2,684,046.74 2684 36,266 SH SOLE 36266
TOTAL SYS SVCS INC COM 891906109 $702,962.26 703 29,711 SH SOLE 29711
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 $2,171,354.57 2171 21,522 SH SOLE 21522
TRANE INC COM 892893108 $15,803,783.63 15804 344,309 SH SOLE 344309
TRANSOCEAN INC NEW SHS G90073100 $8,704,311.00 8704 64,381 SH SOLE 64381
TRI CONTL CORP COM 895436103 $265,358.86 265 15,233 SH SOLE 15233
TRIARC COS INC CL B SER 1 895927309 $230,780.17 231 33,398 SH SOLE 33398
TRICO BANCSHARES COM 896095106 $708,480.97 708 40,929 SH SOLE 40929
TRINITY INDS INC COM 896522109 $2,699,938.11 2700 101,311 SH SOLE 101311
TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 $622,000.00 622 500,000 PRN SOLE 500000
TRIZETTO GROUP INC NOTE 2.750%10/0 896882AB3 $554,234.50 554 500,000 PRN SOLE 500000
TRONOX INC CL A 897051108 $302,773.17 303 75,883 SH SOLE 75883
TYCO ELECTRONICS LTD COM NEW G9144P105 $732,937.91 733 21,356 SH SOLE 21356
TYSON FOODS INC CL A 902494103 $2,881,861.92 2882 180,681 SH SOLE 180681
UAL CORP COM NEW 902549807 $591,709.01 592 27,483 SH SOLE 27483
UAP HLDG CORP COM 903441103 $11,113,079.08 11113 289,856 SH SOLE 289856
UBS AG SHS NEW H89231338 $1,005,926.37 1006 34,928 SH SOLE 34928
UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 $4,940,170.53 4940 42,354 SH SOLE 42354
UNION PAC CORP COM 907818108 $4,750,021.20 4750 37,885 SH SOLE 37885
UNISOURCE ENERGY CORP COM 909205106 $3,999,854.92 4000 179,688 SH SOLE 179688
UNITED FINANCIAL BANCORP INC COM 91030T109 $584,248.40 584 52,730 SH SOLE 52730
UNITED STATES OIL FUND LP UNITS 91232N108 $4,196,734.89 4197 51,500 SH SOLE 51500
UNITED TECHNOLOGIES CORP COM 913017109 $35,579,526.92 35580 516,994 SH SOLE 516994
UNIVERSAL HLTH SVCS INC CL B 913903100 $1,250,064.24 1250 23,283 SH SOLE 23283
UNUM GROUP COM 91529Y106 $2,702,629.94 2703 122,791 SH SOLE 122791
URS CORP NEW COM 903236107 $3,505,675.45 3506 107,240 SH SOLE 107240
US BIOENERGY CORP COM 90342V109 $3,248,528.25 3249 550,598 SH SOLE 550598
V F CORP COM 918204108 $7,368,178.31 7368 95,061 SH SOLE 95061
VAIL RESORTS INC COM 91879Q109 $1,069,526.94 1070 22,148 SH SOLE 22148
VALASSIS COMMUNICATIONS INC NOTE 1.625% 5/2 918866AK0 $331,875.00 332 500,000 PRN SOLE 500000
VALSPAR CORP COM 920355104 $237,941.12 238 11,993 SH SOLE 11993
VALUECLICK INC COM 92046N102 $281,865.00 282 16,340 SH SOLE 16340
VCA ANTECH INC COM 918194101 $1,831,191.93 1831 66,954 SH SOLE 66954
VECTREN CORP COM 92240G101 $842,220.53 842 31,391 SH SOLE 31391
VENTAS INC COM 92276F100 $7,044,358.03 7044 156,855 SH SOLE 156855
VERTEX PHARMACEUTICALS INC COM 92532F100 $1,665,706.32 1666 69,724 SH SOLE 69724
VIEWPOINT FINL GROUP COM 926727108 $401,159.99 401 24,298 SH SOLE 24298
VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 $559,500.50 560 500,000 PRN SOLE 500000
VORNADO RLTY TR SH BEN INT 929042109 $5,515,284.69 5515 63,975 SH SOLE 63975
VULCAN MATLS CO COM 929160109 $10,668,621.05 10669 160,672 SH SOLE 160672
WABCO HLDGS INC COM 92927K102 $1,631,964.22 1632 35,773 SH SOLE 35773
WACHOVIA CORP NEW COM 929903102 $17,670,204.00 17670 654,452 SH SOLE 654452
WASHINGTON BKG CO OAK HBR WA COM 937303105 $2,720,067.51 2720 171,831 SH SOLE 171831
WASHINGTON MUT INC COM 939322103 $222,840.50 223 21,635 SH SOLE 21635
WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AJ0 $463,582.00 464 500,000 PRN SOLE 500000
WASTE INDUSTRIES USA INC COM 941057101 $3,077,051.98 3077 85,119 SH SOLE 85119
WATTS WATER TECHNOLOGIES INC CL A 942749102 $412,321.31 412 14,710 SH SOLE 14710
WEBSENSE INC COM 947684106 $332,625.00 333 17,740 SH SOLE 17740
WEBSTER FINL CORP CONN COM 947890109 $687,664.40 688 24,674 SH SOLE 24674
WELLPOINT INC COM 94973V107 $19,906,955.22 19907 451,098 SH SOLE 451098
WELLS FARGO & CO NEW COM 949746101 $18,875,104.15 18875 648,629 SH SOLE 648629
WENDYS INTL INC COM 950590109 $3,087,318.85 3087 133,882 SH SOLE 133882
WESCO INTL INC DBCV 2.625%10/1 95082PAE5 $1,093,495.00 1093 1,000,000 PRN SOLE 1000000
WESTAR ENERGY INC COM 95709T100 $2,150,034.52 2150 94,424 SH SOLE 94424
WESTERN ALLIANCE BANCORP COM 957638109 $526,115.45 526 40,911 SH SOLE 40911
WESTERN ASSET INFL MGMT FD I COM 95766U107 $872,552.14 873 51,478 SH SOLE 51478
WESTERN DIGITAL CORP COM 958102105 $3,135,774.83 3136 115,968 SH SOLE 115968
WESTERN UN CO COM 959802109 $1,041,506.84 1042 48,966 SH SOLE 48966
WESTFIELD FINANCIAL INC NEW COM 96008P104 $775,083.45 775 79,333 SH SOLE 79333
WHITNEY HLDG CORP COM 966612103 $462,779.74 463 18,668 SH SOLE 18668
WILLIAMS COS INC DEL COM 969457100 $19,578,378.85 19578 593,644 SH SOLE 593644
WINN DIXIE STORES INC COM NEW 974280307 $749,255.24 749 41,718 SH SOLE 41718
WMS INDS INC NOTE 2.750% 7/1 929297AE9 $745,766.45 746 269,000 PRN SOLE 269000
WORTHINGTON INDS INC COM 981811102 $1,459,457.51 1459 86,512 SH SOLE 86512
WYETH DBCV 1/1 983024AD2 $500,851.00 501 500,000 PRN SOLE 500000
WYNDHAM WORLDWIDE CORP COM 98310W108 $3,742,811.22 3743 180,987 SH SOLE 180987
XL CAP LTD CL A G98255105 $6,781,045.17 6781 229,477 SH SOLE 229477
XM SATELLITE RADIO HLDGS INC CL A 983759101 $11,021,174.81 11021 948,466 SH SOLE 948466
XTO ENERGY INC COM 98385X106 $4,181,797.90 4182 67,601 SH SOLE 67601
YAHOO INC COM 984332106 $14,180,936.48 14181 490,181 SH SOLE 490181
YAMANA GOLD INC COM 98462Y100 $882,624.01 883 60,371 SH SOLE 60371
ZEBRA TECHNOLOGIES CORP CL A 989207105 $2,180,194.22 2180 65,432 SH SOLE 65432
ZEP INC COM 98944B108 $808,356.11 808 49,837 SH SOLE 49837
ZIMMER HLDGS INC COM 98956P102 $1,463,923.73 1464 18,802 SH SOLE 18802
ZIONS BANCORPORATION COM 989701107 $1,548,107.82 1548 33,987 SH SOLE 33987
ZWEIG FD COM 989834106 $1,032,327.75 1032 224,908 SH SOLE 224908