-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, L6XKRwO7FZfYU0fsOy/hk7OC+ix1a/mKiNHsrKAVDahqjK5HvYXQhxcgIO7gym7K VgXyEdWzyQ4bNplv5harzQ== 0001085146-09-002263.txt : 20090515 0001085146-09-002263.hdr.sgml : 20090515 20090515161516 ACCESSION NUMBER: 0001085146-09-002263 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090515 DATE AS OF CHANGE: 20090515 EFFECTIVENESS DATE: 20090515 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: 09833230 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 aqr1q09.txt AQR CAPITAL MANAGEMENT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2009 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: 28-10120 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 11, 2009 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 Form13F Information Table Entry Total: 1586 Form13F Information Table Value Total: $5,065,621 (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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3COM CORP COM 885535104 5199 1682434 SH SOLE 1472788 0 0 3M CO COM 88579Y101 5012 100800 SH SOLE 100800 0 0 99 CENTS ONLY STORES COM 65440K106 1933 209235 SH SOLE 209235 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 1689 384711 SH SOLE 384711 0 0 AAON INC COM PAR $0.004 000360206 651 35900 SH SOLE 32300 0 0 AARON RENTS INC COM 002535201 1157 43400 SH SOLE 37338 0 0 ABBOTT LABS COM 002824100 10518 220500 SH SOLE 220500 0 0 ABERCROMBIE & FITCH CO CL A 002896207 561 23575 SH SOLE 23575 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 443 41771 SH SOLE 36548 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 2797 101761 SH SOLE 101761 0 0 ACE LTD SHS H0023R105 995 24636 SH SOLE 24636 0 0 ACORDA THERAPEUTICS INC COM 00484M106 246 12400 SH SOLE 12400 0 0 ACTEL CORP COM 004934105 105 10400 SH SOLE 10400 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 22727 27000000 PRN SOLE 0 0 0 ACTUANT CORP CL A NEW 00508X203 142 13700 SH SOLE 13700 0 0 ACUITY BRANDS INC COM 00508Y102 5531 245400 SH SOLE 235870 0 0 ACXIOM CORP COM 005125109 9227 1246937 SH SOLE 1170147 0 0 ADTRAN INC COM 00738A106 266 16400 SH SOLE 16400 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 1442 853386 SH SOLE 776987 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 3664 89190 SH SOLE 89190 0 0 ADVANCED ENERGY INDS COM 007973100 488 64850 SH SOLE 54950 0 0 ADVANCED MICRO DEVICES INC COM 007903107 76 25000 SH SOLE 25000 0 0 ADVANCED TECHNOLOGY ACQU COR COM 007556103 510 66000 SH SOLE 66000 0 0 ADVANTA CORP CL B 007942204 259 392523 SH SOLE 327812 0 0 AEROPOSTALE COM 007865108 544 20469 SH SOLE 17769 0 0 AES CORP COM 00130H105 2259 388749 SH SOLE 388749 0 0 AFC ENTERPRISES INC COM 00104Q107 89 19700 SH SOLE 8100 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 6992 145998 SH SOLE 145998 0 0 AFFYMETRIX INC COM 00826T108 2378 727300 SH SOLE 649200 0 0 AFLAC INC COM 001055102 1522 78600 SH SOLE 78600 0 0 AGCO CORP COM 001084102 2223 113424 SH SOLE 113424 0 0 AGCO CORP NOTE 1.750%12/3 001084AL6 21190 19615000 PRN SOLE 0 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 2605 169489 SH SOLE 169489 0 0 AGILYSYS INC COM 00847J105 80 18500 SH SOLE 7900 0 0 AGL RES INC COM 001204106 8066 304050 SH SOLE 299184 0 0 AGREE REALTY CORP COM 008492100 256 16305 SH SOLE 14129 0 0 AIR PRODS & CHEMS INC COM 009158106 219 3900 SH SOLE 3900 0 0 AIRCASTLE LTD COM G0129K104 921 198100 SH SOLE 190000 0 0 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 6080 8000000 PRN SOLE 0 0 0 AK STL HLDG CORP COM 001547108 457 64209 SH SOLE 64209 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 462 23800 SH SOLE 23800 0 0 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 49569 36650000 PRN SOLE 0 0 0 ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 2316 201585 SH SOLE 201585 0 0 ALASKA AIR GROUP INC COM 011659109 5683 323424 SH SOLE 305003 0 0 ALBANY MOLECULAR RESH INC COM 012423109 829 87930 SH SOLE 78530 0 0 ALBERTO CULVER CO NEW COM 013078100 24448 1081307 SH SOLE 1075607 0 0 ALCOA INC COM 013817101 974 132714 SH SOLE 132714 0 0 ALEXANDERS INC COM 014752109 387 2272 SH SOLE 1981 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 636 16900 SH SOLE 16900 0 0 ALIGN TECHNOLOGY INC COM 016255101 288 36300 SH SOLE 36300 0 0 ALKERMES INC COM 01642T108 2337 192649 SH SOLE 181649 0 0 ALLEGHENY ENERGY INC COM 017361106 387 16700 SH SOLE 16700 0 0 ALLETE INC COM NEW 018522300 1810 67812 SH SOLE 63755 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 454 12300 SH SOLE 12300 0 0 ALLIANCE ONE INTL INC COM 018772103 303 79000 SH SOLE 79000 0 0 ALLIANT ENERGY CORP COM 018802108 4727 191456 SH SOLE 191456 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 615 9185 SH SOLE 7700 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 1818 1800000 PRN SOLE 0 0 0 ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 11281 10938000 PRN SOLE 0 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 774 20341 SH SOLE 20341 0 0 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 6082 591063 SH SOLE 584463 0 0 ALLSTATE CORP COM 020002101 5601 292495 SH SOLE 292495 0 0 ALTERA CORP COM 021441100 209 11900 SH SOLE 11900 0 0 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 4333 449962 SH SOLE 449962 0 0 ALTRIA GROUP INC COM 02209S103 18542 1157403 SH SOLE 1157403 0 0 AMAZON COM INC COM 023135106 419 5700 SH SOLE 5700 0 0 AMB PROPERTY CORP COM 00163T109 227 15777 SH SOLE 15777 0 0 AMBAC FINL GROUP INC COM 023139108 111 142100 SH SOLE 142100 0 0 AMCORE FINL INC COM 023912108 268 167361 SH SOLE 145027 0 0 AMEDISYS INC COM 023436108 627 22800 SH SOLE 22800 0 0 AMERICAN BANCORP N J INC COM 02407E104 4029 426314 SH SOLE 426314 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 2141 123334 SH SOLE 109882 0 0 AMERICAN CAP LTD COM 02503Y103 181 96727 SH SOLE 96727 0 0 AMERICAN ELEC PWR INC COM 025537101 15070 596579 SH SOLE 596579 0 0 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 15150 23702000 PRN SOLE 0 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 496 119200 SH SOLE 119200 0 0 AMERICAN EXPRESS CO COM 025816109 2779 203900 SH SOLE 203900 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 9309 579973 SH SOLE 565548 0 0 AMERICAN GREETINGS CORP CL A 026375105 1273 251511 SH SOLE 215336 0 0 AMERICAN INTL GROUP INC COM 026874107 27 27300 SH SOLE 27300 0 0 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 6180 7500000 PRN SOLE 0 0 0 AMERICAN RAILCAR INDS INC COM 02916P103 1048 137368 SH SOLE 97835 0 0 AMERICREDIT CORP COM 03060R101 352 60060 SH SOLE 60060 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 1543 3500000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 1525 4000000 PRN SOLE 0 0 0 AMERIGROUP CORP COM 03073T102 3492 126790 SH SOLE 111700 0 0 AMERIPRISE FINL INC COM 03076C106 7077 345396 SH SOLE 345396 0 0 AMERISAFE INC COM 03071H100 196 12800 SH SOLE 8100 0 0 AMERISOURCEBERGEN CORP COM 03073E105 16383 501634 SH SOLE 501634 0 0 AMGEN INC COM 031162100 33325 672965 SH SOLE 672965 0 0 AMGEN INC NOTE 0.125% 2/0 031162AN0 94 100000 PRN SOLE 0 0 0 AMKOR TECHNOLOGY INC COM 031652100 3841 1428547 SH SOLE 1242628 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 10850 14000000 PRN SOLE 0 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 1361 266800 SH SOLE 226859 0 0 AMPHENOL CORP NEW CL A 032095101 322 11300 SH SOLE 11300 0 0 AMREP CORP NEW COM 032159105 515 32819 SH SOLE 32819 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 1855 194200 SH SOLE 186500 0 0 ANADARKO PETE CORP COM 032511107 5313 136627 SH SOLE 136627 0 0 ANALOG DEVICES INC COM 032654105 2418 125500 SH SOLE 125500 0 0 ANCHOR BANCORP WIS INC COM 032839102 90 66500 SH SOLE 66500 0 0 ANDERSONS INC COM 034164103 493 34900 SH SOLE 32400 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 1526 2800000 PRN SOLE 0 0 0 ANNALY CAP MGMT INC COM 035710409 1700 122600 SH SOLE 122600 0 0 ANNTAYLOR STORES CORP COM 036115103 2764 531600 SH SOLE 471748 0 0 ANTHRACITE CAP INC COM 037023108 61 179140 SH SOLE 158754 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 1217 198508 SH SOLE 170613 0 0 APACHE CORP COM 037411105 10889 169895 SH SOLE 169895 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 146 26720 SH SOLE 26720 0 0 APOGEE ENTERPRISES INC COM 037598109 605 55100 SH SOLE 45965 0 0 APOLLO GROUP INC CL A 037604105 3250 41494 SH SOLE 41494 0 0 APOLLO INVT CORP COM 03761U106 1814 521400 SH SOLE 477800 0 0 APPLE INC COM 037833100 14093 134070 SH SOLE 134070 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 3419 202638 SH SOLE 202638 0 0 AQUA AMERICA INC COM 03836W103 382 19100 SH SOLE 19100 0 0 ARBOR RLTY TR INC COM 038923108 8 11500 SH SOLE 11500 0 0 ARCH CAP GROUP LTD ORD G0450A105 800 14855 SH SOLE 14855 0 0 ARCH COAL INC COM 039380100 170 12700 SH SOLE 12700 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 2833 101990 SH SOLE 101990 0 0 ARES CAP CORP COM 04010L103 705 145707 SH SOLE 108944 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 795 26400 SH SOLE 18926 0 0 ARIBA INC COM NEW 04033V203 245 28100 SH SOLE 28100 0 0 ARKANSAS BEST CORP DEL COM 040790107 10064 529136 SH SOLE 511492 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 12372 1123751 SH SOLE 1078370 0 0 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 2012 2650000 PRN SOLE 0 0 0 ARRIS GROUP INC COM 04269Q100 2588 351204 SH SOLE 340304 0 0 ARROW ELECTRS INC COM 042735100 7818 410165 SH SOLE 410165 0 0 ARVINMERITOR INC COM 043353101 102 128782 SH SOLE 111482 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 69 15900 SH SOLE 15900 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 268 174021 SH SOLE 146595 0 0 ASHLAND INC NEW COM 044209104 4342 420323 SH SOLE 410542 0 0 ASIAINFO HLDGS INC COM 04518A104 593 35200 SH SOLE 35200 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2961 131834 SH SOLE 110010 0 0 ASSOCIATED BANC CORP COM 045487105 2950 190990 SH SOLE 164640 0 0 ASSURANT INC COM 04621X108 1823 83680 SH SOLE 83680 0 0 ASTORIA FINL CORP COM 046265104 10440 1136038 SH SOLE 1090754 0 0 AT&T INC COM 00206R102 32818 1302318 SH SOLE 1302318 0 0 ATHENAHEALTH INC COM 04685W103 260 10800 SH SOLE 10800 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 4951 285342 SH SOLE 250495 0 0 ATLAS ENERGY RESOURCES LLC COM 049303100 315 29900 SH SOLE 29900 0 0 ATMEL CORP COM 049513104 1580 435280 SH SOLE 435280 0 0 ATMOS ENERGY CORP COM 049560105 2395 103605 SH SOLE 101805 0 0 ATWOOD OCEANICS INC COM 050095108 262 15800 SH SOLE 15800 0 0 AUTODESK INC COM 052769106 3749 223015 SH SOLE 223015 0 0 AUTOLIV INC COM 052800109 6853 369011 SH SOLE 369011 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 10975 312151 SH SOLE 312151 0 0 AUTONATION INC COM 05329W102 6602 475669 SH SOLE 475669 0 0 AUTOZONE INC COM 053332102 5721 35181 SH SOLE 35181 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 283 10200 SH SOLE 10200 0 0 AVALONBAY CMNTYS INC COM 053484101 747 15867 SH SOLE 15867 0 0 AVANEX CORP COM NEW 05348W307 270 154204 SH SOLE 154204 0 0 AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 11521 14050000 PRN SOLE 0 0 0 AVENTINE RENEWABLE ENERGY COM 05356X403 1 17594 SH SOLE 17594 0 0 AVERY DENNISON CORP COM 053611109 295 13200 SH SOLE 13200 0 0 AVID TECHNOLOGY INC COM 05367P100 174 19000 SH SOLE 19000 0 0 AVIS BUDGET GROUP COM 053774105 62 68600 SH SOLE 68600 0 0 AVISTA CORP COM 05379B107 5054 366798 SH SOLE 366798 0 0 AVNET INC COM 053807103 2420 138221 SH SOLE 138221 0 0 AVOCENT CORP COM 053893103 9721 800709 SH SOLE 756809 0 0 AVON PRODS INC COM 054303102 1438 74766 SH SOLE 74766 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 48 126000 SH SOLE 126000 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 1178 52280 SH SOLE 52280 0 0 B & G FOODS INC NEW CL A 05508R106 529 101700 SH SOLE 101700 0 0 BAKER HUGHES INC COM 057224107 1449 50758 SH SOLE 50758 0 0 BAKER MICHAEL CORP COM 057149106 497 19100 SH SOLE 19100 0 0 BALL CORP COM 058498106 547 12600 SH SOLE 12600 0 0 BANCFIRST CORP COM 05945F103 213 5856 SH SOLE 5856 0 0 BANCO LATINOAMERICANO DE EXP CL E P16994132 244 26000 SH SOLE 26000 0 0 BANCO SANTANDER SA ADR 05964H105 150 21796 SH SOLE 21796 0 0 BANK HAWAII CORP COM 062540109 7903 239619 SH SOLE 222613 0 0 BANK MUTUAL CORP NEW COM 063750103 2471 272776 SH SOLE 242900 0 0 BANK OF AMERICA CORPORATION COM 060505104 10429 1529212 SH SOLE 1529212 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 2559 90577 SH SOLE 90577 0 0 BANK OF THE OZARKS INC COM 063904106 208 9000 SH SOLE 9000 0 0 BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE3 2113 16900000 PRN SOLE 0 0 0 BANNER CORP COM 06652V109 35 11900 SH SOLE 11900 0 0 BARD C R INC COM 067383109 909 11400 SH SOLE 11400 0 0 BARNES & NOBLE INC COM 067774109 37971 1776012 SH SOLE 1716766 0 0 BARNES GROUP INC NOTE 3.750% 8/0 067806AB5 988 1150000 PRN SOLE 0 0 0 BAXTER INTL INC COM 071813109 8615 168200 SH SOLE 168200 0 0 BE AEROSPACE INC COM 073302101 101 11700 SH SOLE 11700 0 0 BECKMAN COULTER INC COM 075811109 1484 29101 SH SOLE 29101 0 0 BECTON DICKINSON & CO COM 075887109 4989 74200 SH SOLE 74200 0 0 BELO CORP COM 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SH SOLE 53800 0 0 BLUELINX HLDGS INC COM 09624H109 28 10650 SH SOLE 10650 0 0 BLYTH INC COM NEW 09643P207 3217 123114 SH SOLE 106424 0 0 BOB EVANS FARMS INC COM 096761101 6633 295854 SH SOLE 280223 0 0 BOEING CO COM 097023105 7869 221154 SH SOLE 221154 0 0 BOOKS-A-MILLION INC COM 098570104 144 31300 SH SOLE 31300 0 0 BORDERS GROUP INC COM 099709107 268 425611 SH SOLE 336078 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 253 72000 SH SOLE 72000 0 0 BOSTON PROPERTIES INC COM 101121101 1404 40087 SH SOLE 40087 0 0 BOSTON SCIENTIFIC CORP COM 101137107 6478 814841 SH SOLE 814841 0 0 BOWNE & CO INC COM 103043105 35 11000 SH SOLE 10625 0 0 BOYD GAMING CORP COM 103304101 207 55400 SH SOLE 55400 0 0 BPW ACQUISITION CORP COM 055637102 446 47600 SH SOLE 47600 0 0 BRADY CORP CL A 104674106 8711 494110 SH SOLE 494110 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 485 170000 SH SOLE 170000 0 0 BRE PROPERTIES INC CL A 05564E106 569 29000 SH SOLE 29000 0 0 BRIGGS & STRATTON CORP COM 109043109 3156 191286 SH SOLE 191286 0 0 BRIGHTPOINT INC COM NEW 109473405 76 17700 SH SOLE 17700 0 0 BRINKER INTL INC COM 109641100 3948 261467 SH SOLE 256467 0 0 BRINKS CO COM 109696104 11879 448941 SH SOLE 432932 0 0 BRINKS HOME SEC HLDGS INC COM 109699108 244 10778 SH SOLE 10778 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 10031 457622 SH SOLE 457622 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 8884 477388 SH SOLE 473788 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 434 125905 SH SOLE 125905 0 0 BRONCO DRILLING CO INC COM 112211107 322 61300 SH SOLE 53105 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 195 20500 SH SOLE 20500 0 0 BROWN FORMAN CORP CL B 115637209 2571 66224 SH SOLE 66224 0 0 BRUNSWICK CORP COM 117043109 660 191299 SH SOLE 182599 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 365 171300 SH SOLE 167800 0 0 BUCKLE INC COM 118440106 2980 93317 SH SOLE 91367 0 0 BUILD A BEAR WORKSHOP COM 120076104 172 28300 SH SOLE 27000 0 0 BUNGE LIMITED COM G16962105 629 11100 SH SOLE 11100 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 295 4910 SH SOLE 4910 0 0 C D I CORP COM 125071100 2251 231619 SH SOLE 204005 0 0 CA INC COM 12673P105 850 48249 SH SOLE 48249 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 982 40845 SH SOLE 40845 0 0 CABOT OIL & GAS CORP COM 127097103 422 17900 SH SOLE 17900 0 0 CACI INTL INC CL A 127190304 996 27300 SH SOLE 27300 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 3381 805013 SH SOLE 805013 0 0 CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 2869 6000000 PRN SOLE 0 0 0 CAL MAINE FOODS INC COM NEW 128030202 3008 134336 SH SOLE 134336 0 0 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 199 15200 SH SOLE 15200 0 0 CALLAWAY GOLF CO COM 131193104 2695 375312 SH SOLE 375312 0 0 CALLON PETE CO DEL COM 13123X102 125 114427 SH SOLE 79900 0 0 CAMBREX CORP COM 132011107 61 26820 SH SOLE 17120 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 257 11724 SH SOLE 11724 0 0 CAMPBELL SOUP CO COM 134429109 2581 94320 SH SOLE 94320 0 0 CANDELA CORP COM 136907102 18 44141 SH SOLE 44141 0 0 CAPITAL ONE FINL CORP COM 14040H105 5414 442300 SH SOLE 442300 0 0 CAPITAL TRUST INC MD CL A NEW 14052H506 25 22500 SH SOLE 22500 0 0 CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 4951 8500000 PRN SOLE 0 0 0 CAPITALSOURCE INC COM 14055X102 106 87000 SH SOLE 87000 0 0 CAPITOL ACQUISITION CORP DEL COM 14055E104 2673 282010 SH SOLE 282010 0 0 CAPLEASE INC COM 140288101 149 75749 SH SOLE 65700 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 1376 128131 SH SOLE 110116 0 0 CARBO CERAMICS INC COM 140781105 3260 114643 SH SOLE 114643 0 0 CARDINAL HEALTH INC COM 14149Y108 2304 73188 SH SOLE 73188 0 0 CARE INVESTMENT TRUST INC COM 141657106 67 12348 SH SOLE 8613 0 0 CAREER EDUCATION CORP COM 141665109 5063 211302 SH SOLE 208902 0 0 CARLISLE COS INC COM 142339100 288 14684 SH SOLE 14684 0 0 CARNIVAL CORP PAIRED CTF 143658300 1547 71600 SH SOLE 71600 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 14971 1060241 SH SOLE 1031183 0 0 CARTER INC COM 146229109 483 25684 SH SOLE 25684 0 0 CASEYS GEN STORES INC COM 147528103 4510 169165 SH SOLE 139657 0 0 CASH AMER INTL INC COM 14754D100 1842 117654 SH SOLE 116154 0 0 CATALYST HEALTH SOLUTIONS IN COM 14888B103 499 25190 SH SOLE 25190 0 0 CATHAY GENERAL BANCORP COM 149150104 2198 210698 SH SOLE 189048 0 0 CATO CORP NEW CL A 149205106 5508 301304 SH SOLE 264589 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 438 108580 SH SOLE 108580 0 0 CBIZ INC COM 124805102 70 10100 SH SOLE 10100 0 0 CBIZ INC NOTE 3.125% 6/0 124805AB8 2193 2500000 PRN SOLE 0 0 0 CBL & ASSOC PPTYS INC COM 124830100 132 55900 SH SOLE 55900 0 0 CBS CORP NEW CL B 124857202 2213 576429 SH SOLE 576429 0 0 CEC ENTMT INC COM 125137109 1042 40252 SH SOLE 37292 0 0 CEDAR SHOPPING CTRS INC COM NEW 150602209 143 81970 SH SOLE 69993 0 0 CELANESE CORP DEL COM SER A 150870103 6690 500371 SH SOLE 500371 0 0 CENTENE CORP DEL COM 15135B101 9680 537198 SH SOLE 516231 0 0 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 10699 1295320 SH SOLE 1291388 0 0 CENTERPOINT ENERGY INC COM 15189T107 268 25682 SH SOLE 25682 0 0 CENTEX CORP COM 152312104 2615 348716 SH SOLE 348716 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 141 13100 SH SOLE 13100 0 0 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 187 500000 PRN SOLE 0 0 0 CENTRAL PAC FINL CORP COM 154760102 1152 205660 SH SOLE 173388 0 0 CENTRAL VT PUB SVC CORP COM 155771108 836 48300 SH SOLE 42291 0 0 CENTURY ALUM CO COM 156431108 105 49800 SH SOLE 49800 0 0 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 1276 2868000 PRN SOLE 0 0 0 CENTURYTEL INC COM 156700106 9742 346454 SH SOLE 346454 0 0 CEPHALON INC COM 156708109 1056 15500 SH SOLE 15500 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 54393 36414000 PRN SOLE 0 0 0 CERADYNE INC COM 156710105 10429 575258 SH SOLE 549540 0 0 CERADYNE INC NOTE 2.875%12/1 156710AA3 14450 17902000 PRN SOLE 0 0 0 CF INDS HLDGS INC COM 125269100 7780 109383 SH SOLE 109383 0 0 CH ENERGY GROUP INC COM 12541M102 483 10300 SH SOLE 10300 0 0 CHAMPION ENTERPRISES INC COM 158496109 8 16000 SH SOLE 16000 0 0 CHARLES RIV LABS INTL INC COM 159864107 4206 154577 SH SOLE 149226 0 0 CHARLES RIVER ASSOCIATES DBCV 2.875% 6/1 159852AB8 31498 36650000 PRN SOLE 0 0 0 CHARLOTTE RUSSE HLDG INC COM 161048103 1522 186695 SH SOLE 174359 0 0 CHARMING SHOPPES INC COM 161133103 507 362026 SH SOLE 362026 0 0 CHART INDS INC COM PAR $0.01 16115Q308 614 77900 SH SOLE 71320 0 0 CHATTEM INC COM 162456107 219 3900 SH SOLE 3900 0 0 CHEESECAKE FACTORY INC COM 163072101 1101 96200 SH SOLE 87800 0 0 CHEMICAL FINL CORP COM 163731102 1556 74751 SH SOLE 61820 0 0 CHEMTURA CORP COM 163893100 8 170132 SH SOLE 170132 0 0 CHESAPEAKE ENERGY CORP COM 165167107 411 24100 SH SOLE 24100 0 0 CHEVRON CORP NEW COM 166764100 39317 584730 SH SOLE 584730 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 7279 332541 SH SOLE 319490 0 0 CHIMERA INVT CORP COM 16934Q109 969 288268 SH SOLE 249076 0 0 CHIQUITA BRANDS INTL INC COM 170032809 6779 1022511 SH SOLE 995741 0 0 CHRISTOPHER & BANKS CORP COM 171046105 253 61810 SH SOLE 53934 0 0 CHUBB CORP COM 171232101 9033 213452 SH SOLE 213452 0 0 CHURCH & DWIGHT INC COM 171340102 323 6188 SH SOLE 6188 0 0 CIBER INC COM 17163B102 1003 367500 SH SOLE 296090 0 0 CIGNA CORP COM 125509109 8774 498820 SH SOLE 498820 0 0 CIMAREX ENERGY CO COM 171798101 5932 322730 SH SOLE 319730 0 0 CINCINNATI BELL INC NEW COM 171871106 958 416600 SH SOLE 369106 0 0 CINCINNATI FINL CORP COM 172062101 7633 333747 SH SOLE 333747 0 0 CISCO SYS INC COM 17275R102 26681 1590998 SH SOLE 1590998 0 0 CIT GROUP INC COM 125581108 675 236912 SH SOLE 236912 0 0 CITIGROUP INC COM 172967101 867 2923 CALL SOLE 0 0 0 CITIGROUP INC COM 172967101 3187 1259775 SH SOLE 1259775 0 0 CITIZENS REPUBLIC BANCORP IN COM 174420109 134 86700 SH SOLE 86700 0 0 CITY HLDG CO COM 177835105 4926 180520 SH SOLE 159475 0 0 CITY NATL CORP COM 178566105 402 11900 SH SOLE 11900 0 0 CKE RESTAURANTS INC COM 12561E105 996 118600 SH SOLE 109800 0 0 CKX INC COM 12562M106 230 56000 SH SOLE 47875 0 0 CLEAN HARBORS INC COM 184496107 724 15078 SH SOLE 13478 0 0 CLEARWATER PAPER CORP COM 18538R103 140 17489 SH SOLE 16005 0 0 CLECO CORP NEW COM 12561W105 488 22500 SH SOLE 16700 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 3870 213082 SH SOLE 213082 0 0 CME GROUP INC COM 12572Q105 7637 30994 SH SOLE 30994 0 0 CMS ENERGY CORP COM 125896100 1084 91593 SH SOLE 91593 0 0 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 519 500000 PRN SOLE 0 0 0 CMS ENERGY CORP NOTE 3.375% 7/1 125896AY6 7943 6750000 PRN SOLE 0 0 0 CNA FINL CORP COM 126117100 7991 872434 SH SOLE 872434 0 0 CNX GAS CORP COM 12618H309 360 15184 SH SOLE 15184 0 0 COACH INC COM 189754104 831 49783 SH SOLE 49783 0 0 COCA COLA CO COM 191216100 17814 405318 SH SOLE 405318 0 0 COCA COLA ENTERPRISES INC COM 191219104 3971 301050 SH SOLE 301050 0 0 COEUR D ALENE MINES CORP IDA COM 192108108 1793 1907301 SH SOLE 1535393 0 0 COGNEX CORP COM 192422103 1876 140600 SH SOLE 128800 0 0 COHERENT INC COM 192479103 1283 74400 SH SOLE 62230 0 0 COLE KENNETH PRODTNS INC CL A 193294105 239 37432 SH SOLE 29700 0 0 COLGATE PALMOLIVE CO COM 194162103 3804 64500 SH SOLE 64500 0 0 COLONIAL BANCGROUP INC COM 195493309 174 193208 SH SOLE 193208 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 383 100619 SH SOLE 86978 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 314 10500 SH SOLE 10500 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 407 46620 SH SOLE 41020 0 0 COMCAST CORP NEW CL A 20030N101 4028 295300 SH SOLE 295300 0 0 COMERICA INC COM 200340107 6742 368207 SH SOLE 368207 0 0 COMFORT SYS USA INC COM 199908104 4765 459465 SH SOLE 410311 0 0 COMMERCE BANCSHARES INC COM 200525103 299 8232 SH SOLE 8232 0 0 COMMERCIAL METALS CO COM 201723103 152 13130 SH SOLE 13130 0 0 COMMSCOPE INC COM 203372107 281 24700 SH SOLE 24700 0 0 COMMUNITY BANCORP NEV COM 20343T100 96 49272 SH SOLE 39972 0 0 COMMUNITY TR BANCORP INC COM 204149108 786 29400 SH SOLE 29400 0 0 COMMVAULT SYSTEMS INC COM 204166102 186 17000 SH SOLE 17000 0 0 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 858 96139 SH SOLE 68570 0 0 COMPASS MINERALS INTL INC COM 20451N101 564 10000 SH SOLE 10000 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 1002 325419 SH SOLE 325419 0 0 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 2556 10500000 PRN SOLE 0 0 0 COMPUTER SCIENCES CORP COM 205363104 14369 390029 SH SOLE 390029 0 0 COMPUWARE CORP COM 205638109 13668 2074058 SH SOLE 2064558 0 0 COMSTOCK RES INC COM NEW 205768203 3037 101926 SH SOLE 101926 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 6825 275550 SH SOLE 275550 0 0 CON-WAY INC COM 205944101 449 25020 SH SOLE 25020 0 0 CONAGRA FOODS INC COM 205887102 9022 534772 SH SOLE 534772 0 0 CONMED CORP COM 207410101 5048 350313 SH SOLE 334425 0 0 CONOCOPHILLIPS COM 20825C104 25155 642365 SH SOLE 642365 0 0 CONSECO INC COM NEW 208464883 1231 1338557 SH SOLE 1142129 0 0 CONSOL ENERGY INC COM 20854P109 273 10800 SH SOLE 10800 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 655 51500 SH SOLE 37296 0 0 CONSTELLATION BRANDS INC CL A 21036P108 1622 136318 SH SOLE 136318 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 270 13067 SH SOLE 13067 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 2181 55643 SH SOLE 55643 0 0 CONTINENTAL AIRLS INC CL B 210795308 93 10572 SH SOLE 10572 0 0 CONTINENTAL RESOURCES INC COM 212015101 235 11100 SH SOLE 11100 0 0 CONVERGYS CORP COM 212485106 5797 717400 SH SOLE 688736 0 0 COOPER TIRE & RUBR CO COM 216831107 269 66540 SH SOLE 66540 0 0 COPART INC COM 217204106 623 21000 SH SOLE 21000 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 983 1000000 PRN SOLE 0 0 0 CORN PRODS INTL INC COM 219023108 685 32301 SH SOLE 32301 0 0 CORNING INC COM 219350105 154 11600 SH SOLE 11600 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 1273 87769 SH SOLE 87769 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 2894 116547 SH SOLE 103453 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 301 23468 SH SOLE 23468 0 0 COSTCO WHSL CORP NEW COM 22160K105 1357 29306 SH SOLE 29306 0 0 COUSINS PPTYS INC COM 222795106 302 46848 SH SOLE 40053 0 0 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 1699 2150000 PRN SOLE 0 0 0 COVANTA HLDG CORP COM 22282E102 384 29300 SH SOLE 29300 0 0 COVENTRY HEALTH CARE INC COM 222862104 1633 126200 SH SOLE 126200 0 0 COVIDIEN LTD COM G2552X108 362 10900 SH SOLE 10900 0 0 COX RADIO INC CL A 224051102 695 169568 SH SOLE 145044 0 0 CRA INTL INC COM 12618T105 2690 142500 SH SOLE 124989 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 1334 46573 SH SOLE 40876 0 0 CRANE CO COM 224399105 14460 856649 SH SOLE 853049 0 0 CRAWFORD & CO CL A 224633206 76 18200 SH SOLE 18200 0 0 CRAY INC COM NEW 225223304 49 14060 SH SOLE 14060 0 0 CROWN HOLDINGS INC COM 228368106 2724 119861 SH SOLE 119861 0 0 CSG SYS INTL INC COM 126349109 3850 269625 SH SOLE 255623 0 0 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 24647 27600000 PRN SOLE 0 0 0 CSS INDS INC COM 125906107 1390 81780 SH SOLE 69021 0 0 CSX CORP COM 126408103 7923 306518 SH SOLE 306518 0 0 CTC MEDIA INC COM 12642X106 77 16900 SH SOLE 16900 0 0 CTS CORP COM 126501105 329 91000 SH SOLE 84985 0 0 CUBIC CORP COM 229669106 5748 226920 SH SOLE 202022 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 1527 93329 SH SOLE 93329 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 924 1150000 PRN SOLE 0 0 0 CULLEN FROST BANKERS INC COM 229899109 268 5700 SH SOLE 5700 0 0 CUMMINS INC COM 231021106 479 18820 SH SOLE 18820 0 0 CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF1 11269 10000000 PRN SOLE 0 0 0 CV THERAPEUTICS INC COM 126667104 5443 273792 SH SOLE 271192 0 0 CVB FINL CORP COM 126600105 365 55100 SH SOLE 41231 0 0 CVR ENERGY INC COM 12662P108 1197 216100 SH SOLE 174608 0 0 CVS CAREMARK CORPORATION COM 126650100 3729 135663 SH SOLE 135663 0 0 CYBERONICS INC COM 23251P102 999 75300 SH SOLE 66900 0 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 119 16800 SH SOLE 16800 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 121 17819 SH SOLE 17819 0 0 CYTEC INDS INC COM 232820100 1890 125809 SH SOLE 125809 0 0 DAKTRONICS INC COM 234264109 1199 183000 SH SOLE 163987 0 0 DANAHER CORP DEL COM 235851102 1182 21800 SH SOLE 21800 0 0 DARDEN RESTAURANTS INC COM 237194105 5062 147741 SH SOLE 147741 0 0 DARLING INTL INC COM 237266101 1433 386317 SH SOLE 369317 0 0 DAVITA INC COM 23918K108 379 8614 SH SOLE 8614 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 1120 353187 SH SOLE 301522 0 0 DEAN FOODS CO NEW COM 242370104 3083 170505 SH SOLE 170505 0 0 DECODE GENETICS INC NOTE 3.500% 4/1 243586AB0 186 3250000 PRN SOLE 0 0 0 DEL MONTE FOODS CO COM 24522P103 16561 2271759 SH SOLE 2078310 0 0 DELEK US HLDGS INC COM 246647101 907 87572 SH SOLE 87572 0 0 DELL INC COM 24702R101 2153 227094 SH SOLE 227094 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 4266 757680 SH SOLE 757680 0 0 DELTA PETE CORP COM NEW 247907207 58 48355 SH SOLE 48355 0 0 DELTA PETE CORP NOTE 3.750% 5/0 247907AD0 611 2500000 PRN SOLE 0 0 0 DELUXE CORP COM 248019101 3014 312947 SH SOLE 312947 0 0 DENBURY RES INC COM NEW 247916208 156 10500 SH SOLE 10500 0 0 DENNYS CORP COM 24869P104 59 35300 SH SOLE 35300 0 0 DENTSPLY INTL INC NEW COM 249030107 1475 54953 SH SOLE 54953 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 51 23843 SH SOLE 23843 0 0 DEVON ENERGY CORP NEW COM 25179M103 5239 117233 SH SOLE 117233 0 0 DEVRY INC DEL COM 251893103 470 9752 SH SOLE 9752 0 0 DEXCOM INC NOTE 4.750% 3/1 252131AD9 2620 3500000 PRN SOLE 0 0 0 DHT MARITIME INC COM Y2065G105 45 11700 SH SOLE 11700 0 0 DIAMOND FOODS INC COM 252603105 1189 42587 SH SOLE 32510 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 381 6068 SH SOLE 6068 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 803 200180 SH SOLE 171275 0 0 DIEBOLD INC COM 253651103 1204 56394 SH SOLE 56394 0 0 DIGITAL RIV INC COM 25388B104 2277 76344 SH SOLE 76344 0 0 DIME CMNTY BANCSHARES COM 253922108 526 56071 SH SOLE 46723 0 0 DIRECTV GROUP INC COM 25459L106 351 15400 SH SOLE 15400 0 0 DISCOVER FINL SVCS COM 254709108 1553 246147 SH SOLE 246147 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 162 10100 SH SOLE 10100 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 164 11200 SH SOLE 11200 0 0 DISH NETWORK CORP CL A 25470M109 3728 335572 SH SOLE 335572 0 0 DISNEY WALT CO COM DISNEY 254687106 6531 359649 SH SOLE 359649 0 0 DOLBY LABORATORIES INC COM 25659T107 205 6000 SH SOLE 6000 0 0 DOLLAR FINL CORP COM 256664103 332 34900 SH SOLE 30100 0 0 DOLLAR TREE INC COM 256746108 3018 67735 SH SOLE 67735 0 0 DOMINION RES INC VA NEW COM 25746U109 239 7700 SH SOLE 7700 0 0 DOMINOS PIZZA INC COM 25754A201 481 73500 SH SOLE 61541 0 0 DOMTAR CORP COM 257559104 57 59771 SH SOLE 59771 0 0 DONNELLEY R R & SONS CO COM 257867101 2039 278221 SH SOLE 278221 0 0 DOUGLAS EMMETT INC COM 25960P109 682 92300 SH SOLE 92300 0 0 DOVER CORP COM 260003108 9040 342697 SH SOLE 342697 0 0 DOW CHEM CO COM 260543103 7677 910721 SH SOLE 910721 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 1168 69089 SH SOLE 69089 0 0 DREAMWORKS ANIMATION SKG INC CL A 26153C103 1925 88963 SH SOLE 88963 0 0 DREMAN/CLAYMORE DIVID & INC COM 26153R100 19 12900 SH SOLE 12900 0 0 DRESS BARN INC COM 261570105 1747 142152 SH SOLE 130359 0 0 DRESS BARN INC NOTE 2.500%12/1 261570AB1 21580 17250000 PRN SOLE 0 0 0 DRESSER-RAND GROUP INC COM 261608103 9017 407987 SH SOLE 404987 0 0 DST SYS INC DEL COM 233326107 1208 34900 SH SOLE 34900 0 0 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 23357 24000000 PRN SOLE 0 0 0 DST SYS INC DEL DBCV 8/1 233326AD9 1689 1900000 PRN SOLE 0 0 0 DTE ENERGY CO COM 233331107 405 14619 SH SOLE 14619 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 3113 139400 SH SOLE 139400 0 0 DUCOMMUN INC DEL COM 264147109 1874 128892 SH SOLE 125907 0 0 DUKE ENERGY CORP NEW COM 26441C105 567 39600 SH SOLE 39600 0 0 DUKE REALTY CORP COM NEW 264411505 126 22957 SH SOLE 22957 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 3868 50237 SH SOLE 50237 0 0 DURECT CORP COM 266605104 0 13603 SH SOLE 13603 0 0 DWS RREEF REAL ESTATE FD II COM 23338X102 14 32500 SH SOLE 32500 0 0 DYCOM INDS INC COM 267475101 397 68500 SH SOLE 46409 0 0 DYNCORP INTL INC CL A 26817C101 174 13060 SH SOLE 11460 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 1956 2000000 PRN SOLE 0 0 0 E M C CORP MASS COM 268648102 1954 171400 SH SOLE 171400 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 1257 1250000 PRN SOLE 0 0 0 EARTHLINK INC COM 270321102 13490 2053249 SH SOLE 1995269 0 0 EARTHLINK INC NOTE 3.250%11/1 270321AA0 13848 14500000 PRN SOLE 0 0 0 EAST WEST BANCORP INC COM 27579R104 78 17130 SH SOLE 17130 0 0 EASTGROUP PPTY INC COM 277276101 1188 42330 SH SOLE 36812 0 0 EASTMAN CHEM CO COM 277432100 2311 86236 SH SOLE 86236 0 0 EASTMAN KODAK CO COM 277461109 1292 340029 SH SOLE 340029 0 0 EATON CORP COM 278058102 431 11700 SH SOLE 11700 0 0 EBAY INC COM 278642103 3027 241038 SH SOLE 241038 0 0 ECLIPSYS CORP COM 278856109 122 12000 SH SOLE 12000 0 0 ECOLAB INC COM 278865100 608 17500 SH SOLE 17500 0 0 EDISON INTL COM 281020107 1784 61917 SH SOLE 61917 0 0 EDUCATION RLTY TR INC COM 28140H104 154 44140 SH SOLE 37140 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 2975 49067 SH SOLE 49067 0 0 EL PASO CORP COM 28336L109 2612 417937 SH SOLE 417937 0 0 EL PASO ELEC CO COM NEW 283677854 7008 497355 SH SOLE 458105 0 0 ELECTRONIC ARTS INC COM 285512109 478 26300 SH SOLE 26300 0 0 ELLIS PERRY INTL INC COM 288853104 187 54067 SH SOLE 50500 0 0 EMAGEON INC COM 29076V109 137 75350 SH SOLE 75350 0 0 EMBARQ CORP COM 29078E105 14423 381059 SH SOLE 381059 0 0 EMCOR GROUP INC COM 29084Q100 13669 796096 SH SOLE 758290 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 742 23640 SH SOLE 21640 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 1272 94150 SH SOLE 85866 0 0 EMERSON ELEC CO COM 291011104 1460 51100 SH SOLE 51100 0 0 EMPLOYERS HOLDINGS INC COM 292218104 491 51500 SH SOLE 35638 0 0 EMULEX CORP COM NEW 292475209 3754 746339 SH SOLE 736339 0 0 EN POINTE TECHNOLOGIES INC COM 29247F108 151 72760 SH SOLE 72760 0 0 ENCORE CAP GROUP INC NOTE 3.375% 9/1 292554AB8 14762 18925000 PRN SOLE 0 0 0 ENCORE WIRE CORP COM 292562105 1256 58600 SH SOLE 49490 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 4733 267726 SH SOLE 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SOLE 12300 0 0 EOG RES INC COM 26875P101 1446 26400 SH SOLE 26400 0 0 EPICOR SOFTWARE CORP COM 29426L108 547 143600 SH SOLE 122455 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 843 22117 SH SOLE 19221 0 0 EQUITY ONE COM 294752100 1198 98300 SH SOLE 87946 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 1103 60100 SH SOLE 60100 0 0 ESSEX PPTY TR INC COM 297178105 711 12400 SH SOLE 12400 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 2841 140724 SH SOLE 140724 0 0 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 10513 14500000 PRN SOLE 0 0 0 EVEREST RE GROUP LTD COM G3223R108 209 2947 SH SOLE 2947 0 0 EXELON CORP COM 30161N101 602 13254 SH SOLE 13254 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 3031 1010435 SH SOLE 920441 0 0 EXPEDIA INC DEL COM 30212P105 2672 294269 SH SOLE 294269 0 0 EXPONENT INC COM 30214U102 925 36500 SH SOLE 32900 0 0 EXPRESS SCRIPTS INC COM 302182100 225 4879 SH SOLE 4879 0 0 EXTRA SPACE STORAGE INC COM 30225T102 1022 185538 SH SOLE 158791 0 0 EXXON MOBIL CORP COM 30231G102 82646 1213600 SH SOLE 1213600 0 0 EZCORP INC CL A NON VTG 302301106 285 24670 SH SOLE 24670 0 0 FACET BIOTECH CORP SHS 30303Q103 135 14158 SH SOLE 12159 0 0 FAIR ISAAC CORP COM 303250104 2942 209130 SH SOLE 197670 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 157 42020 SH SOLE 42020 0 0 FAIRPOINT COMMUNICATIONS INC COM 305560104 146 187248 SH SOLE 187248 0 0 FAMILY DLR STORES INC COM 307000109 20826 624091 SH SOLE 624091 0 0 FASTENAL CO COM 311900104 605 18800 SH SOLE 18800 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 576 12523 SH SOLE 12523 0 0 FEDERAL SIGNAL CORP COM 313855108 1335 253400 SH SOLE 207966 0 0 FEDERATED INVS INC PA CL B 314211103 487 21896 SH SOLE 21896 0 0 FEDEX CORP COM 31428X106 1880 42266 SH SOLE 42266 0 0 FEI CO COM 30241L109 3700 239824 SH SOLE 239824 0 0 FELCOR LODGING TR INC COM 31430F101 123 90394 SH SOLE 78771 0 0 FERRO CORP COM 315405100 184 129000 SH SOLE 91462 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 271 13900 SH SOLE 13900 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 515 28272 SH SOLE 28272 0 0 FIFTH THIRD BANCORP COM 316773100 597 204370 SH SOLE 204370 0 0 FINISH LINE INC CL A 317923100 4828 729370 SH SOLE 632739 0 0 FIRST BANCORP P R COM 318672102 80 18880 SH SOLE 18880 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 172 19400 SH SOLE 19400 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 1412 10716 SH SOLE 9997 0 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 106 12700 SH SOLE 12700 0 0 FIRST FINL BANCORP OH COM 320209109 827 86800 SH SOLE 78339 0 0 FIRST FINL BANKSHARES COM 32020R109 568 11800 SH SOLE 11800 0 0 FIRST FINL HLDGS INC COM 320239106 239 31207 SH SOLE 25244 0 0 FIRST HORIZON NATL CORP COM 320517105 656 61115 SH SOLE 45809 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 187 76277 SH SOLE 63208 0 0 FIRST MARBLEHEAD CORP COM 320771108 455 352542 SH SOLE 352542 0 0 FIRST MERCHANTS CORP COM 320817109 636 58900 SH SOLE 51174 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 6702 780164 SH SOLE 713180 0 0 FIRST NIAGARA FINL 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371559105 1127 53035 SH SOLE 44598 0 0 GENPACT LIMITED SHS G3922B107 119 13400 SH SOLE 13400 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 2482 163300 SH SOLE 154855 0 0 GENUINE PARTS CO COM 372460105 4443 148780 SH SOLE 148780 0 0 GENWORTH FINL INC COM CL A 37247D106 92 48485 SH SOLE 48485 0 0 GENZYME CORP COM 372917104 2306 38820 SH SOLE 38820 0 0 GETTY RLTY CORP NEW COM 374297109 671 36590 SH SOLE 31418 0 0 GEVITY HR INC COM 374393106 1821 461137 SH SOLE 458397 0 0 GFI GROUP INC COM 361652209 4684 1459113 SH SOLE 1286800 0 0 GIBRALTAR INDS INC COM 374689107 587 124359 SH SOLE 110277 0 0 GILEAD SCIENCES INC COM 375558103 3037 65559 SH SOLE 65559 0 0 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 819 650000 PRN SOLE 0 0 0 GLACIER BANCORP INC NEW COM 37637Q105 581 37000 SH SOLE 37000 0 0 GLADSTONE CAPITAL CORP COM 376535100 94 15000 SH SOLE 15000 0 0 GLATFELTER COM 377316104 525 84100 SH SOLE 78400 0 0 GLG PARTNERS INC COM 37929X107 33 11500 SH SOLE 11500 0 0 GLIMCHER RLTY TR SH BEN INT 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INC COM 75952B105 1985 622312 SH SOLE 622312 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 1093 22100 SH SOLE 22100 0 0 RENASANT CORP COM 75970E107 299 23800 SH SOLE 17679 0 0 RENT A CTR INC NEW COM 76009N100 3939 203349 SH SOLE 196943 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 369 57000 SH SOLE 57000 0 0 REPUBLIC SVCS INC COM 760759100 1049 61142 SH SOLE 61142 0 0 RES-CARE INC COM 760943100 229 15700 SH SOLE 13100 0 0 RESOURCE CAP CORP COM 76120W302 64 20916 SH SOLE 13613 0 0 RESOURCES CONNECTION INC COM 76122Q105 470 31165 SH SOLE 28765 0 0 RETALIX LTD ORD M8215W109 138 15358 SH SOLE 15358 0 0 REYNOLDS AMERICAN INC COM 761713106 8792 245305 SH SOLE 245305 0 0 ROBBINS & MYERS INC COM 770196103 5566 366939 SH SOLE 362539 0 0 ROBERT HALF INTL INC COM 770323103 5015 281261 SH SOLE 281261 0 0 ROCKWELL AUTOMATION INC COM 773903109 1897 86873 SH SOLE 86873 0 0 ROCKWELL COLLINS INC COM 774341101 516 15800 SH SOLE 15800 0 0 ROCKWOOD HLDGS INC COM 774415103 1722 216906 SH SOLE 216906 0 0 ROGERS CORP COM 775133101 3806 201600 SH SOLE 175616 0 0 ROHM & HAAS CO COM 775371107 9645 122335 SH SOLE 122335 0 0 ROSETTA RESOURCES INC COM 777779307 654 132040 SH SOLE 115637 0 0 ROSS STORES INC COM 778296103 9393 261800 SH SOLE 261800 0 0 ROWAN COS INC COM 779382100 2141 178901 SH SOLE 178901 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 344 42900 SH SOLE 42900 0 0 ROYAL GOLD INC COM 780287108 1033 22100 SH SOLE 20000 0 0 RPM INTL INC COM 749685103 141 11064 SH SOLE 11064 0 0 RTI INTL METALS INC COM 74973W107 2008 171600 SH SOLE 154231 0 0 RUDDICK CORP COM 781258108 725 32300 SH SOLE 25900 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 506 21900 SH SOLE 21900 0 0 RYDER SYS INC COM 783549108 1324 46766 SH SOLE 46766 0 0 S1 CORPORATION COM 78463B101 132 25600 SH SOLE 25600 0 0 SADIA S A SPON ADR PFD 786326108 47 11400 SH SOLE 11400 0 0 SAFETY INS GROUP INC COM 78648T100 1433 46105 SH SOLE 43717 0 0 SAFEWAY INC COM NEW 786514208 1198 59354 SH SOLE 59354 0 0 SAIA INC COM 78709Y105 376 31492 SH SOLE 31492 0 0 SAIC INC COM 78390X101 7022 376106 SH SOLE 367706 0 0 SAKS INC COM 79377W108 24 12702 SH SOLE 12702 0 0 SAKS INC NOTE 2.000% 3/1 79377WAL2 5409 15183000 PRN SOLE 0 0 0 SANMINA SCI CORP COM 800907107 1047 3432715 SH SOLE 3300315 0 0 SANTA MONICA MEDIA CORP COM 802501106 122 15377 SH SOLE 15377 0 0 SAPIENT CORP COM 803062108 986 220497 SH SOLE 198635 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 5275 553503 SH SOLE 553503 0 0 SARA LEE CORP COM 803111103 15334 1897807 SH SOLE 1897807 0 0 SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ5 942 1000000 PRN SOLE 0 0 0 SCANA CORP NEW COM 80589M102 6398 207122 SH SOLE 207122 0 0 SCHEIN HENRY INC NOTE 3.000% 8/1 806407AB8 2923 2750000 PRN SOLE 0 0 0 SCHERING PLOUGH CORP COM 806605101 6514 276600 SH SOLE 276600 0 0 SCHLUMBERGER LTD COM 806857108 6426 158186 SH SOLE 158186 0 0 SCHNITZER STL INDS CL A 806882106 883 28124 SH SOLE 28124 0 0 SCHOLASTIC CORP COM 807066105 2882 191259 SH SOLE 191259 0 0 SCHOOL SPECIALTY INC COM 807863105 2197 124900 SH SOLE 110307 0 0 SCHULMAN A INC COM 808194104 4923 363300 SH SOLE 318742 0 0 SCHWAB CHARLES CORP NEW COM 808513105 301 19400 SH SOLE 19400 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 2066 111940 SH SOLE 97440 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 467 38600 SH SOLE 38600 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 243 7000 SH SOLE 7000 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 1917 1419666 SH SOLE 1362491 0 0 SEACHANGE INTL INC COM 811699107 706 123400 SH SOLE 115200 0 0 SEACOR HOLDINGS INC COM 811904101 2357 40427 SH SOLE 39627 0 0 SEAGATE TECHNOLOGY SHS G7945J104 512 85245 SH SOLE 85245 0 0 SEALED AIR CORP NEW COM 81211K100 4478 324493 SH SOLE 324493 0 0 SEARS HLDGS CORP COM 812350106 2543 55638 SH SOLE 55638 0 0 SECURE AMER ACQUISITION CORP COM 81372L103 256 33600 SH SOLE 33600 0 0 SEI INVESTMENTS CO COM 784117103 277 22679 SH SOLE 22679 0 0 SELECTIVE INS GROUP INC COM 816300107 2399 197270 SH SOLE 166802 0 0 SEMTECH CORP COM 816850101 2145 160643 SH SOLE 160643 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 3425 244276 SH SOLE 208402 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 2046 87057 SH SOLE 75357 0 0 SEPRACOR INC COM 817315104 4605 314146 SH SOLE 306146 0 0 SEPRACOR INC NOTE 12/1 817315AU8 3225 3700000 PRN SOLE 0 0 0 SEQUENOM INC COM NEW 817337405 503 35400 SH SOLE 35400 0 0 SERVICE CORP INTL COM 817565104 4767 1365996 SH SOLE 1354596 0 0 SFBC INTL INC NOTE 2.250% 8/1 784121AB1 586 600000 PRN SOLE 0 0 0 SHAW GROUP INC COM 820280105 3700 134991 SH SOLE 134991 0 0 SHERWIN WILLIAMS CO COM 824348106 3216 61874 SH SOLE 61874 0 0 SIGMA ALDRICH CORP COM 826552101 797 21100 SH SOLE 21100 0 0 SILGAN HOLDINGS INC COM 827048109 814 15494 SH SOLE 15494 0 0 SILICON IMAGE INC COM 82705T102 164 68400 SH SOLE 68400 0 0 SILICON LABORATORIES INC COM 826919102 1353 51242 SH SOLE 51242 0 0 SIMON PPTY GROUP INC NEW COM 828806109 1706 49251 SH SOLE 49251 0 0 SINA CORP NOTE 7/1 82922RAB9 5087 4500000 PRN SOLE 0 0 0 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW9 2230 4000000 PRN SOLE 0 0 0 SIRF TECHNOLOGY HLDGS INC COM 82967H101 1596 693925 SH SOLE 672665 0 0 SKECHERS U S A INC CL A 830566105 774 115999 SH SOLE 111499 0 0 SKYWEST INC COM 830879102 9950 799832 SH SOLE 764155 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 348 43163 SH SOLE 43163 0 0 SLM CORP COM 78442P106 4714 952400 SH SOLE 952400 0 0 SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 158 114500 SH SOLE 89400 0 0 SMITH A O COM 831865209 6163 244770 SH SOLE 232529 0 0 SMUCKER J M CO COM NEW 832696405 1228 32944 SH SOLE 32044 0 0 SNAP ON INC COM 833034101 1518 60470 SH SOLE 60470 0 0 SOLUTIA INC COM NEW 834376501 201 107300 SH SOLE 95800 0 0 SOMANETICS CORP COM NEW 834445405 340 22415 SH SOLE 20585 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 513 320550 SH SOLE 245846 0 0 SONICWALL INC COM 835470105 333 74600 SH SOLE 67100 0 0 SONOCO PRODS CO COM 835495102 3939 187760 SH SOLE 187760 0 0 SOUTH FINL GROUP INC COM 837841105 288 261429 SH SOLE 193104 0 0 SOUTH JERSEY INDS INC COM 838518108 483 13800 SH SOLE 13800 0 0 SOUTHERN CO COM 842587107 248 8100 SH SOLE 8100 0 0 SOUTHERN COPPER CORP COM 84265V105 1096 62900 SH SOLE 62900 0 0 SOUTHERN UN CO NEW COM 844030106 1791 117679 SH SOLE 105379 0 0 SOUTHWEST GAS CORP COM 844895102 2117 100479 SH SOLE 78637 0 0 SOUTHWESTERN ENERGY CO COM 845467109 620 20892 SH SOLE 20892 0 0 SOVRAN SELF STORAGE INC COM 84610H108 970 48300 SH SOLE 41618 0 0 SP ACQUISITION HOLDINGS INC COM 78470A104 2969 312175 SH SOLE 312175 0 0 SPARTAN STORES INC COM 846822104 1897 123100 SH SOLE 104125 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 712 1150000 PRN SOLE 0 0 0 SPARTECH CORP COM NEW 847220209 399 162350 SH SOLE 135350 0 0 SPECTRA ENERGY CORP COM 847560109 234 16525 SH SOLE 16525 0 0 SPHERION CORP COM 848420105 31 14800 SH SOLE 8400 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2772 278075 SH SOLE 274775 0 0 SPORTS PPTYS ACQUISITION COR COM 84920F107 4097 433550 SH SOLE 433550 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 8097 2268201 SH SOLE 2268201 0 0 SPSS INC COM 78462K102 5307 186658 SH SOLE 161276 0 0 SPX CORP COM 784635104 285 6060 SH SOLE 6060 0 0 ST JOE CO COM 790148100 206 12300 SH SOLE 12300 0 0 ST JUDE MED INC COM 790849103 1442 39700 SH SOLE 39700 0 0 ST MARY LD & EXPL CO COM 792228108 413 31238 SH SOLE 29038 0 0 STAGE STORES INC COM NEW 85254C305 2265 224700 SH SOLE 198465 0 0 STANCORP FINL GROUP INC COM 852891100 11189 491166 SH SOLE 491166 0 0 STANDARD PAC CORP NEW COM 85375C101 280 317967 SH SOLE 267446 0 0 STANDEX INTL CORP COM 854231107 362 39300 SH SOLE 36700 0 0 STAPLES INC COM 855030102 967 53400 SH SOLE 53400 0 0 STARENT NETWORKS CORP COM 85528P108 428 27040 SH SOLE 27040 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 5754 453061 SH SOLE 453061 0 0 STEEL DYNAMICS INC COM 858119100 813 92236 SH SOLE 92236 0 0 STEELCASE INC CL A 858155203 5331 1064010 SH SOLE 970670 0 0 STEINWAY MUSICAL INSTRS INC COM 858495104 305 25500 SH SOLE 24500 0 0 STERICYCLE INC COM 858912108 215 4500 SH SOLE 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1.250% 2/1 867652AA7 1057 1500000 PRN SOLE 0 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 214 81434 SH SOLE 67436 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 906 70271 SH SOLE 67971 0 0 SUPERIOR INDS INTL INC COM 868168105 1138 96001 SH SOLE 82594 0 0 SUPERVALU INC COM 868536103 7525 526977 SH SOLE 526977 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 1851 198366 SH SOLE 158411 0 0 SVB FINL GROUP COM 78486Q101 5436 271649 SH SOLE 238749 0 0 SWIFT ENERGY CO COM 870738101 3885 532127 SH SOLE 508173 0 0 SWS GROUP INC COM 78503N107 2287 147236 SH SOLE 129881 0 0 SYBASE INC COM 871130100 1793 59208 SH SOLE 57308 0 0 SYKES ENTERPRISES INC COM 871237103 390 23480 SH SOLE 23480 0 0 SYMANTEC CORP COM 871503108 3767 252148 SH SOLE 252148 0 0 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 1237 1250000 PRN SOLE 0 0 0 SYMMETRICOM INC COM 871543104 38 10900 SH SOLE 10900 0 0 SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 505 500000 PRN SOLE 0 0 0 SYNIVERSE HLDGS INC COM 87163F106 2345 148790 SH SOLE 144970 0 0 SYNOPSYS INC COM 871607107 324 15643 SH SOLE 15643 0 0 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 140 10100 SH SOLE 7000 0 0 SYNOVUS FINL CORP COM 87161C105 280 86000 SH SOLE 86000 0 0 SYSCO CORP COM 871829107 12561 550915 SH SOLE 550915 0 0 SYSTEMAX INC COM 871851101 1705 131941 SH SOLE 125441 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 269 32200 SH SOLE 29100 0 0 TALBOTS INC COM 874161102 766 218200 SH SOLE 159581 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 559 18100 SH SOLE 16700 0 0 TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1 875484AE7 5918 6000000 PRN SOLE 0 0 0 TARGET CORP COM 87612E106 2232 64900 SH SOLE 64900 0 0 TCF FINL CORP COM 872275102 2428 206454 SH SOLE 194454 0 0 TECH DATA CORP COM 878237106 21786 1000297 SH SOLE 965697 0 0 TECHNE CORP COM 878377100 2868 52420 SH SOLE 52420 0 0 TECUMSEH PRODS CO CL A 878895200 593 131154 SH SOLE 108906 0 0 TEEKAY CORPORATION COM Y8564W103 268 18800 SH SOLE 18800 0 0 TEKELEC COM 879101103 3423 258734 SH SOLE 254534 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 2384 89354 SH SOLE 89354 0 0 TELEFLEX INC COM 879369106 3179 81321 SH SOLE 81321 0 0 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 173 11490 SH SOLE 11490 0 0 TELEPHONE & DATA SYS INC COM 879433100 3723 140438 SH SOLE 140438 0 0 TELETECH HOLDINGS INC COM 879939106 273 25100 SH SOLE 22900 0 0 TELLABS INC COM 879664100 467 102000 SH SOLE 102000 0 0 TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 879690105 107 11628 SH SOLE 11628 0 0 TENET HEALTHCARE CORP COM 88033G100 66 56800 SH SOLE 56800 0 0 TERADATA CORP DEL COM 88076W103 2092 128971 SH SOLE 128971 0 0 TERADYNE INC COM 880770102 2356 537919 SH SOLE 537919 0 0 TEREX CORP NEW COM 880779103 926 100073 SH SOLE 100073 0 0 TERRA INDS INC COM 880915103 8610 306500 SH SOLE 306500 0 0 TESORO CORP COM 881609101 1161 86200 SH SOLE 79148 0 0 TETRA TECH INC NEW COM 88162G103 320 15686 SH SOLE 15686 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 2252 692940 SH SOLE 626235 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 842 18700 SH SOLE 18700 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 664 59000 SH SOLE 48287 0 0 TEXAS INDS INC COM 882491103 325 13000 SH SOLE 13000 0 0 TEXAS INSTRS INC COM 882508104 5777 349900 SH SOLE 349900 0 0 TEXTRON INC COM 883203101 959 167000 SH SOLE 167000 0 0 TFS FINL CORP COM 87240R107 278 22900 SH SOLE 22900 0 0 THERAVANCE INC COM 88338T104 214 12600 SH SOLE 12600 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1724 48338 SH SOLE 48338 0 0 THOMAS & BETTS CORP COM 884315102 5745 229599 SH SOLE 229599 0 0 THOR INDS INC COM 885160101 201 12900 SH SOLE 12900 0 0 THORATEC CORP NOTE 1.379% 5/1 885175AB5 38009 47150000 PRN SOLE 0 0 0 TIBCO SOFTWARE INC COM 88632Q103 13950 2376553 SH SOLE 2296007 0 0 TICKETMASTER ENTMT INC COM 88633P302 148 40014 SH SOLE 40014 0 0 TIDEWATER INC COM 886423102 11332 305204 SH SOLE 297322 0 0 TIERONE CORP COM 88650R108 66 30806 SH SOLE 30806 0 0 TIMBERLAND CO CL A 887100105 6079 509144 SH SOLE 487121 0 0 TIME WARNER CABLE INC COM 88732J207 3867 155924 SH SOLE 155924 0 0 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 3044 4100000 PRN SOLE 0 0 0 TIMKEN CO COM 887389104 5459 391042 SH SOLE 391042 0 0 TIVO INC COM 888706108 150 21300 SH SOLE 21300 0 0 TJX COS INC NEW COM 872540109 7422 289457 SH SOLE 289457 0 0 TM ENTMT & MEDIA INC COM 87260T108 305 40000 SH SOLE 40000 0 0 TNS INC COM 872960109 486 59400 SH SOLE 53158 0 0 TOOTSIE ROLL INDS INC COM 890516107 365 16821 SH SOLE 16821 0 0 TORCHMARK CORP COM 891027104 1249 47606 SH SOLE 47606 0 0 TORO CO COM 891092108 742 30671 SH SOLE 30671 0 0 TOTAL SYS SVCS INC COM 891906109 954 69100 SH SOLE 69100 0 0 TOWER GROUP INC COM 891777104 409 16589 SH SOLE 11122 0 0 TRACTOR SUPPLY CO COM 892356106 10365 287445 SH SOLE 284245 0 0 TRADESTATION GROUP INC COM 89267P105 181 27400 SH SOLE 27400 0 0 TRANSDIGM GROUP INC COM 893641100 588 17900 SH SOLE 17900 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 1079 1250000 PRN SOLE 0 0 0 TRAVELERS COMPANIES INC COM 89417E109 3775 92893 SH SOLE 92893 0 0 TREDEGAR CORP COM 894650100 4892 299558 SH SOLE 263040 0 0 TREE COM INC COM 894675107 149 32216 SH SOLE 32216 0 0 TREEHOUSE FOODS INC COM 89469A104 717 24900 SH SOLE 24900 0 0 TREMISIS ENERGY ACQ CORP II COM 89472N101 1374 180260 SH SOLE 180260 0 0 TREX INC NOTE 6.000% 7/0 89531PAA3 2074 4000000 PRN SOLE 0 0 0 TRIAN ACQUISITION I CORP COM 89582E108 2644 284000 SH SOLE 284000 0 0 TRICO MARINE SERVICES INC COM NEW 896106200 133 63545 SH SOLE 55876 0 0 TRINITY INDS INC COM 896522109 441 48196 SH SOLE 48196 0 0 TRIPLECROWN ACQUISITION CORP COM 89677G109 5736 612120 SH SOLE 612120 0 0 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 478 500000 PRN SOLE 0 0 0 TRUEBLUE INC COM 89785X101 3982 482712 SH SOLE 419323 0 0 TRUSTMARK CORP COM 898402102 6282 341772 SH SOLE 296707 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 82 25500 SH SOLE 25500 0 0 TTM TECHNOLOGIES INC COM 87305R109 565 97400 SH SOLE 85857 0 0 TUPPERWARE BRANDS CORP COM 899896104 5861 344943 SH SOLE 344943 0 0 TW TELECOM INC COM 87311L104 646 73800 SH SOLE 67400 0 0 TYCO ELECTRONICS LTD COM NEW G9144P105 439 39800 SH SOLE 39800 0 0 TYLER TECHNOLOGIES INC COM 902252105 241 16500 SH SOLE 16500 0 0 TYSON FOODS INC CL A 902494103 131 13900 SH SOLE 13900 0 0 U S AIRWAYS GROUP INC COM 90341W108 2501 988725 SH SOLE 940989 0 0 U STORE IT TR COM 91274F104 180 89270 SH SOLE 75571 0 0 UAL CORP COM NEW 902549807 814 181592 SH SOLE 158382 0 0 UCBH HOLDINGS INC COM 90262T308 4189 2774397 SH SOLE 2580176 0 0 UDR INC COM 902653104 217 25181 SH SOLE 25181 0 0 UGI CORP NEW COM 902681105 4486 189990 SH SOLE 182713 0 0 UIL HLDG CORP COM 902748102 3571 159973 SH SOLE 141895 0 0 ULTRATECH INC COM 904034105 232 18541 SH SOLE 18541 0 0 UMB FINL CORP COM 902788108 3691 86870 SH SOLE 77103 0 0 UMPQUA HLDGS CORP COM 904214103 290 32064 SH SOLE 26115 0 0 UNION DRILLING INC COM 90653P105 150 39413 SH SOLE 34000 0 0 UNION PAC CORP COM 907818108 4819 117215 SH SOLE 117215 0 0 UNISOURCE ENERGY CORP COM 909205106 8853 314059 SH SOLE 274992 0 0 UNISYS CORP COM 909214108 29 55050 SH SOLE 55050 0 0 UNIT CORP COM 909218109 6548 312989 SH SOLE 309289 0 0 UNITED AMER INDEMNITY LTD CL A 90933T109 535 133187 SH SOLE 106616 0 0 UNITED BANKSHARES INC WEST V COM 909907107 3463 200858 SH SOLE 173037 0 0 UNITED CMNTY FINL CORP OHIO COM 909839102 14 11697 SH SOLE 11697 0 0 UNITED FINANCIAL BANCORP INC COM 91030T109 254 19400 SH SOLE 19400 0 0 UNITED ONLINE INC COM 911268100 573 128402 SH SOLE 121040 0 0 UNITED REFINING ENERGY CORP COM 911360105 5592 583750 SH SOLE 583750 0 0 UNITED RENTALS INC COM 911363109 725 172095 SH SOLE 139091 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 10707 14313000 PRN SOLE 0 0 0 UNITED STATES CELLULAR CORP COM 911684108 277 8300 SH SOLE 8300 0 0 UNITED STATES STL CORP NEW COM 912909108 2254 106679 SH SOLE 106679 0 0 UNITED STATIONERS INC COM 913004107 3438 122444 SH SOLE 115518 0 0 UNITED TECHNOLOGIES CORP COM 913017109 7433 172935 SH SOLE 172935 0 0 UNITEDHEALTH GROUP INC COM 91324P102 860 41110 SH SOLE 41110 0 0 UNITRIN INC COM 913275103 3387 242300 SH SOLE 208632 0 0 UNIVERSAL CORP VA COM 913456109 4084 136491 SH SOLE 124938 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 681 23290 SH SOLE 19926 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 5501 143475 SH SOLE 136914 0 0 UNUM GROUP COM 91529Y106 6740 539225 SH SOLE 539225 0 0 URSTADT BIDDLE PPTYS INS CL A 917286205 627 46750 SH SOLE 40044 0 0 US BANCORP DEL COM NEW 902973304 7602 520298 SH SOLE 520298 0 0 USA MOBILITY INC COM 90341G103 135 14610 SH SOLE 11710 0 0 UTI WORLDWIDE INC ORD G87210103 191 16000 SH SOLE 16000 0 0 V F CORP COM 918204108 1416 24795 SH SOLE 24795 0 0 VAALCO ENERGY INC COM NEW 91851C201 1374 259660 SH SOLE 248360 0 0 VAIL RESORTS INC COM 91879Q109 221 10800 SH SOLE 10800 0 0 VALERO ENERGY CORP NEW COM 91913Y100 9202 514072 SH SOLE 514072 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 4560 192556 SH SOLE 163351 0 0 VALSPAR CORP COM 920355104 440 22009 SH SOLE 22009 0 0 VALUECLICK INC COM 92046N102 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CORP COM 97650W108 1216 98900 SH SOLE 88934 0 0 WISCONSIN ENERGY CORP COM 976657106 3414 82924 SH SOLE 82924 0 0 WMS INDS INC COM 929297109 303 14500 SH SOLE 14500 0 0 WMS INDS INC NOTE 2.750% 7/1 929297AE9 41597 25500000 PRN SOLE 0 0 0 WOLVERINE WORLD WIDE INC COM 978097103 10202 654796 SH SOLE 619996 0 0 WORLD ACCEP CORP DEL COM 981419104 3834 224200 SH SOLE 191329 0 0 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 4218 6650000 PRN SOLE 0 0 0 WORLD FUEL SVCS CORP COM 981475106 2670 84400 SH SOLE 67224 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 1036 89760 SH SOLE 82760 0 0 WORTHINGTON INDS INC COM 981811102 5314 610138 SH SOLE 610138 0 0 WSFS FINL CORP COM 929328102 387 17300 SH SOLE 17300 0 0 WYETH COM 983024100 23199 539019 SH SOLE 539019 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 5865 1396375 SH SOLE 1325648 0 0 WYNN RESORTS LTD COM 983134107 320 16000 SH SOLE 16000 0 0 XEROX CORP COM 984121103 570 125246 SH SOLE 125246 0 0 XILINX INC COM 983919101 1298 67735 SH SOLE 67735 0 0 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