-----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, GwFUJCi37w2TIZvCR1mHWgzwDhdBkRMim5yj0SlcOG5dVzYECd4Q6f86Cv/KD5OV 0LoGuPxcr6IEMLXGNp6wDw== 0001085146-09-003523.txt : 20091116 0001085146-09-003523.hdr.sgml : 20091116 20091116161624 ACCESSION NUMBER: 0001085146-09-003523 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091116 DATE AS OF CHANGE: 20091116 EFFECTIVENESS DATE: 20091116 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: 091187071 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 aqr3q09.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: September 30, 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 November 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: 1813 Form13F Information Table Value Total: $8,219,107 (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 21653 4140237 SH SOLE 3462215 0 0 3M CO COM 88579Y101 1769 23968 SH SOLE 23968 0 0 99 CENTS ONLY STORES COM 65440K106 7351 546525 SH SOLE 546525 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 1344 161100 SH SOLE 146300 0 0 AAON INC COM PAR $0.004 000360206 468 23309 SH SOLE 21309 0 0 AAR CORP COM 000361105 293 13352 SH SOLE 9652 0 0 AARONS INC COM 002535201 766 29003 SH SOLE 29003 0 0 ABBOTT LABS COM 002824100 20668 417798 SH SOLE 417798 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 1192 79074 SH SOLE 64512 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3413 91584 SH SOLE 91584 0 0 ACE LTD SHS H0023R105 7755 145056 SH SOLE 145056 0 0 ACORDA THERAPEUTICS INC COM 00484M106 277 11900 SH SOLE 11900 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1521 122722 SH SOLE 122722 0 0 ACTUANT CORP CL A NEW 00508X203 1090 67900 SH SOLE 67900 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 7895 7725000 PRN SOLE 0 0 0 ACUITY BRANDS INC COM 00508Y102 3840 119223 SH SOLE 119223 0 0 ACXIOM CORP COM 005125109 12443 1315356 SH SOLE 1210107 0 0 ADMINISTAFF INC COM 007094105 7833 298155 SH SOLE 256711 0 0 ADOBE SYS INC COM 00724F101 1335 40400 SH SOLE 40400 0 0 ADTRAN INC COM 00738A106 243 9894 SH SOLE 9894 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 3289 587298 SH SOLE 490525 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 8197 208692 SH SOLE 208692 0 0 ADVANCED ENERGY INDS COM 007973100 604 42430 SH SOLE 38130 0 0 ADVANTA CORP CL B 007942204 86 153935 SH SOLE 127205 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 499 18368 SH SOLE 18368 0 0 AEROPOSTALE COM 007865108 7497 172472 SH SOLE 172472 0 0 AES CORP COM 00130H105 8053 543415 SH SOLE 543415 0 0 AETNA INC NEW COM 00817Y108 1611 57894 SH SOLE 57894 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 5177 95564 SH SOLE 95564 0 0 AFFYMETRIX INC COM 00826T108 4043 460475 SH SOLE 368496 0 0 AFLAC INC COM 001055102 603 14119 SH SOLE 14119 0 0 AGCO CORP COM 001084102 3145 113823 SH SOLE 113823 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 449 16148 SH SOLE 16148 0 0 AGL RES INC COM 001204106 1549 43923 SH SOLE 43923 0 0 AGREE REALTY CORP COM 008492100 863 37652 SH SOLE 27060 0 0 AIR METHODS CORP COM PAR $.06 009128307 2658 81601 SH SOLE 66701 0 0 AIR PRODS & CHEMS INC COM 009158106 1210 15600 SH SOLE 15600 0 0 AIRCASTLE LTD COM G0129K104 499 51580 SH SOLE 51580 0 0 AIRGAS INC COM 009363102 364 7516 SH SOLE 7516 0 0 AIRTRAN HLDGS INC COM 00949P108 1035 165639 SH SOLE 100039 0 0 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 2843 2875000 PRN SOLE 0 0 0 AK STL HLDG CORP COM 001547108 2972 150655 SH SOLE 150655 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 813 41300 SH SOLE 41300 0 0 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 24812 18150000 PRN SOLE 0 0 0 ALASKA AIR GROUP INC COM 011659109 11789 440055 SH SOLE 414366 0 0 ALBANY MOLECULAR RESH INC COM 012423109 1864 215280 SH SOLE 161680 0 0 ALBEMARLE CORP COM 012653101 788 22776 SH SOLE 22776 0 0 ALBERTO CULVER CO NEW COM 013078100 33011 1192588 SH SOLE 1192588 0 0 ALCOA INC COM 013817101 1574 119958 SH SOLE 119958 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 3629 1650000 PRN SOLE 0 0 0 ALEXANDERS INC COM 014752109 321 1086 SH SOLE 790 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3076 56600 SH SOLE 56600 0 0 ALIGN TECHNOLOGY INC COM 016255101 385 27086 SH SOLE 27086 0 0 ALKERMES INC COM 01642T108 2454 267013 SH SOLE 247313 0 0 ALLEGHENY ENERGY INC COM 017361106 976 36800 SH SOLE 36800 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 8725 249354 SH SOLE 249354 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 953 800000 PRN SOLE 0 0 0 ALLERGAN INC COM 018490102 766 13500 SH SOLE 13500 0 0 ALLETE INC COM NEW 018522300 602 17933 SH SOLE 17376 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 399 6530 SH SOLE 6530 0 0 ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 10508 10875000 PRN SOLE 0 0 0 ALLIANCE ONE INTL INC COM 018772103 86 19237 SH SOLE 19237 0 0 ALLIANT ENERGY CORP COM 018802108 3981 142941 SH SOLE 142941 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 4033 51803 SH SOLE 51803 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 1891 1800000 PRN SOLE 0 0 0 ALLIED CAP CORP NEW COM 01903Q108 4202 1368600 SH SOLE 1122550 0 0 ALLIED NEVADA GOLD CORP COM 019344100 324 33117 SH SOLE 18017 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 582 12136 SH SOLE 12136 0 0 ALLOS THERAPEUTICS INC COM 019777101 122 16800 SH SOLE 16800 0 0 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 10920 538744 SH SOLE 538744 0 0 ALLSTATE CORP COM 020002101 2041 66648 SH SOLE 66648 0 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 9920 10135000 PRN SOLE 0 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 731 20816 SH SOLE 20816 0 0 ALTERA CORP COM 021441100 874 42600 SH SOLE 42600 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 353 24412 SH SOLE 24412 0 0 ALTRIA GROUP INC COM 02209S103 19821 1112890 SH SOLE 1112890 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 404 9241 SH SOLE 9241 0 0 AMB PROPERTY CORP COM 00163T109 1567 68260 SH SOLE 68260 0 0 AMCORE FINL INC COM 023912108 92 57260 SH SOLE 51026 0 0 AMEREN CORP COM 023608102 1259 49800 SH SOLE 49800 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 3283 122268 SH SOLE 101152 0 0 AMERICAN CAP LTD COM 02503Y103 20175 6246001 SH SOLE 6179501 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 5081 178600 SH SOLE 151451 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 813 48200 SH SOLE 48200 0 0 AMERICAN ECOLOGY CORP COM NEW 025533407 221 11800 SH SOLE 10000 0 0 AMERICAN ELEC PWR INC COM 025537101 1863 60128 SH SOLE 60128 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 431 61424 SH SOLE 44524 0 0 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 19634 21252000 PRN SOLE 0 0 0 AMERICAN EXPRESS CO COM 025816109 3451 101811 SH SOLE 101811 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 11534 452329 SH SOLE 452329 0 0 AMERICAN GREETINGS CORP CL A 026375105 7924 355326 SH SOLE 305293 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 2370 87202 SH SOLE 71564 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 7347 434222 SH SOLE 434222 0 0 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 1085 1024000 PRN SOLE 0 0 0 AMERICAN PHYSICIANS CAPITAL COM 028884104 2427 84252 SH SOLE 68553 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 532 15300 SH SOLE 15300 0 0 AMERICAN RAILCAR INDS INC COM 02916P103 808 76111 SH SOLE 42800 0 0 AMERICAN REPROGRAPHICS CO COM 029263100 387 40700 SH SOLE 33000 0 0 AMERICAN SCIENCE & ENGR INC COM 029429107 318 4667 SH SOLE 4667 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 872 26007 SH SOLE 26007 0 0 AMERICREDIT CORP COM 03060R101 11297 715481 SH SOLE 715481 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 4229 4825000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 3182 4000000 PRN SOLE 0 0 0 AMERIGROUP CORP COM 03073T102 3086 139197 SH SOLE 136697 0 0 AMERIPRISE FINL INC COM 03076C106 11380 313235 SH SOLE 313235 0 0 AMERISOURCEBERGEN CORP COM 03073E105 27376 1223240 SH SOLE 1223240 0 0 AMERISTAR CASINOS INC COM 03070Q101 354 22424 SH SOLE 20124 0 0 AMERON INTL INC COM 030710107 203 2900 SH SOLE 2900 0 0 AMGEN INC COM 031162100 37445 621708 SH SOLE 621708 0 0 AMGEN INC NOTE 0.125% 2/0 031162AN0 100 100000 PRN SOLE 0 0 0 AMKOR TECHNOLOGY INC COM 031652100 1000 145280 SH SOLE 115072 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 10815 11500000 PRN SOLE 0 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 6310 663489 SH SOLE 536117 0 0 AMPHENOL CORP NEW CL A 032095101 358 9493 SH SOLE 9493 0 0 AMR CORP COM 001765106 719 90500 SH SOLE 90500 0 0 AMREP CORP NEW COM 032159105 350 26536 SH SOLE 26536 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 4229 370621 SH SOLE 312888 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 378 27600 SH SOLE 27600 0 0 ANADARKO PETE CORP COM 032511107 10284 163942 SH SOLE 163942 0 0 ANADIGICS INC NOTE 5.000%10/1 032515AD0 728 725000 PRN SOLE 0 0 0 ANALOG DEVICES INC COM 032654105 601 21800 SH SOLE 21800 0 0 ANCHOR BANCORP WIS INC COM 032839102 48 36600 SH SOLE 36600 0 0 ANDERSONS INC COM 034164103 11989 340587 SH SOLE 274113 0 0 ANIXTER INTL INC COM 035290105 305 7600 SH SOLE 7600 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 1802 2800000 PRN SOLE 0 0 0 ANNALY CAP MGMT INC COM 035710409 4671 257500 SH SOLE 257500 0 0 ANNTAYLOR STORES CORP COM 036115103 2706 170307 SH SOLE 168007 0 0 ANSYS INC COM 03662Q105 1034 27607 SH SOLE 27607 0 0 ANTHRACITE CAP INC COM 037023108 410 390370 SH SOLE 262098 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 2487 315562 SH SOLE 265096 0 0 AON CORP COM 037389103 3945 96964 SH SOLE 96964 0 0 APAC CUSTOMER SERVICES INC COM 00185E106 2388 403978 SH SOLE 337978 0 0 APACHE CORP COM 037411105 12319 134153 SH SOLE 134153 0 0 APOGEE ENTERPRISES INC COM 037598109 6910 460076 SH SOLE 377146 0 0 APOLLO GROUP INC CL A 037604105 5170 70183 SH SOLE 70183 0 0 APOLLO INVT CORP COM 03761U106 2953 309198 SH SOLE 254490 0 0 APPLE INC COM 037833100 26037 140461 SH SOLE 140461 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 2036 96213 SH SOLE 96213 0 0 APPLIED MATLS INC COM 038222105 655 48900 SH SOLE 48900 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 2309 231108 SH SOLE 186608 0 0 AQUA AMERICA INC COM 03836W103 207 11760 SH SOLE 11760 0 0 ARBOR RLTY TR INC COM 038923108 60 21000 SH SOLE 21000 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 14189 9850000 PRN SOLE 0 0 0 ARCH CAP GROUP LTD ORD G0450A105 577 8540 SH SOLE 8540 0 0 ARCH COAL INC COM 039380100 460 20800 SH SOLE 20800 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 24492 838193 SH SOLE 838193 0 0 ARENA PHARMACEUTICALS INC COM 040047102 304 68000 SH SOLE 68000 0 0 ARENA RESOURCES INC COM 040049108 1249 35187 SH SOLE 35187 0 0 ARES CAP CORP COM 04010L103 510 46266 SH SOLE 22958 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 4800 142528 SH SOLE 125430 0 0 ARKANSAS BEST CORP DEL COM 040790107 752 25119 SH SOLE 19854 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 23165 672224 SH SOLE 640008 0 0 ARRIS GROUP INC COM 04269Q100 24034 1847382 SH SOLE 1762082 0 0 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 5278 5100000 PRN SOLE 0 0 0 ARROW ELECTRS INC COM 042735100 17183 610422 SH SOLE 610422 0 0 ART TECHNOLOGY GROUP INC COM 04289L107 598 154906 SH SOLE 154906 0 0 ARVINMERITOR INC COM 043353101 183 23410 SH SOLE 20210 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 443 34900 SH SOLE 24400 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 410 118570 SH SOLE 103070 0 0 ASHLAND INC NEW COM 044209104 4254 98419 SH SOLE 98419 0 0 ASIAINFO HLDGS INC COM 04518A104 1194 59800 SH SOLE 51000 0 0 ASM INTL NV NOTE 4.250%12/0 00207DAG7 1148 1100000 PRN SOLE 0 0 0 ASPECT MED SYS INC COM 045235108 2995 249982 SH SOLE 249982 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 400 15100 SH SOLE 15100 0 0 ASSOCIATED BANC CORP COM 045487105 1853 162289 SH SOLE 161389 0 0 ASSOCIATED ESTATES RLTY CORP COM 045604105 504 52406 SH SOLE 36506 0 0 ASSURANT INC COM 04621X108 436 13600 SH SOLE 13600 0 0 ASTORIA FINL CORP COM 046265104 4473 405171 SH SOLE 354871 0 0 AT&T INC COM 00206R102 28069 1039203 SH SOLE 1039203 0 0 ATC TECHNOLOGY CORP COM 00211W104 302 15300 SH SOLE 15300 0 0 ATHENAHEALTH INC COM 04685W103 288 7500 SH SOLE 7500 0 0 ATHEROS COMMUNICATIONS INC COM 04743P108 297 11200 SH SOLE 11200 0 0 ATLANTIC TELE NETWORK INC COM NEW 049079205 282 5282 SH SOLE 5282 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 7349 229878 SH SOLE 192989 0 0 ATMEL CORP COM 049513104 8273 1974381 SH SOLE 1974381 0 0 ATMOS ENERGY CORP COM 049560105 1800 63885 SH SOLE 63885 0 0 ATP OIL & GAS CORP COM 00208J108 1029 57500 SH SOLE 57500 0 0 ATWOOD OCEANICS INC COM 050095108 480 13600 SH SOLE 13600 0 0 AUTODESK INC COM 052769106 576 24200 SH SOLE 24200 0 0 AUTOLIV INC COM 052800109 2452 72983 SH SOLE 72983 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 11202 285041 SH SOLE 285041 0 0 AUTONATION INC COM 05329W102 14259 788681 SH SOLE 788681 0 0 AUTOZONE INC COM 053332102 3273 22386 SH SOLE 22386 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 496 14500 SH SOLE 14500 0 0 AVALONBAY CMNTYS INC COM 053484101 1038 14276 SH SOLE 14276 0 0 AVATAR HLDGS INC COM 053494100 573 30179 SH SOLE 30179 0 0 AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 10620 11450000 PRN SOLE 0 0 0 AVID TECHNOLOGY INC COM 05367P100 187 13300 SH SOLE 13300 0 0 AVIS BUDGET GROUP COM 053774105 8160 610771 SH SOLE 492528 0 0 AVISTA CORP COM 05379B107 1022 50545 SH SOLE 50545 0 0 AVNET INC COM 053807103 15549 598748 SH SOLE 598748 0 0 AVOCENT CORP COM 053893103 4882 240829 SH SOLE 196476 0 0 AVON PRODS INC COM 054303102 420 12366 SH SOLE 12366 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 65 54077 SH SOLE 54077 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 629 20843 SH SOLE 20843 0 0 B & G FOODS INC NEW CL A 05508R106 959 117123 SH SOLE 117123 0 0 BAKER MICHAEL CORP COM 057149106 2681 73782 SH SOLE 60800 0 0 BALL CORP COM 058498106 1307 26566 SH SOLE 26566 0 0 BALLY TECHNOLOGIES INC COM 05874B107 2399 62521 SH SOLE 62521 0 0 BANCO LATINOAMERICANO DE COM SHS E P16994132 651 45785 SH SOLE 42585 0 0 BANK HAWAII CORP COM 062540109 24037 578652 SH SOLE 506258 0 0 BANK MUTUAL CORP NEW COM 063750103 3401 384775 SH SOLE 331499 0 0 BANK OF AMERICA CORPORATION COM 060505104 33136 1958385 SH SOLE 1958385 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 2543 87721 SH SOLE 87721 0 0 BANK OF THE OZARKS INC COM 063904106 1559 58756 SH SOLE 54688 0 0 BARD C R INC COM 067383109 3029 38526 SH SOLE 38526 0 0 BARNES & NOBLE INC COM 067774109 30368 1366695 SH SOLE 1284128 0 0 BARNES GROUP INC NOTE 3.750% 8/0 067806AB5 1208 1150000 PRN SOLE 0 0 0 BARRETT BILL CORP COM 06846N104 295 9000 SH SOLE 7243 0 0 BASIC ENERGY SVCS INC NEW COM 06985P100 4244 499900 SH SOLE 408374 0 0 BAXTER INTL INC COM 071813109 5787 101500 SH SOLE 101500 0 0 BB&T CORP COM 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COM 09062X103 15103 298959 SH SOLE 298959 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 257 14200 SH SOLE 14200 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 2.500% 3/2 09061GAC5 6834 5500000 PRN SOLE 0 0 0 BIOMED REALTY TRUST INC COM 09063H107 3307 239645 SH SOLE 198898 0 0 BJ SVCS CO COM 055482103 10448 537726 SH SOLE 537726 0 0 BJS WHOLESALE CLUB INC COM 05548J106 13318 367685 SH SOLE 367685 0 0 BLACK & DECKER CORP COM 091797100 6973 150628 SH SOLE 150628 0 0 BLACK BOX CORP DEL COM 091826107 3863 153961 SH SOLE 121988 0 0 BLACK HILLS CORP COM 092113109 244 9700 SH SOLE 7500 0 0 BLACKROCK INC COM 09247X101 268 1235 SH SOLE 1235 0 0 BLOCK H & R INC COM 093671105 3116 169521 SH SOLE 169521 0 0 BLUELINX HLDGS INC COM 09624H109 46 11350 SH SOLE 11350 0 0 BLYTH INC COM NEW 09643P207 2198 56740 SH SOLE 42991 0 0 BMC SOFTWARE INC COM 055921100 3713 98938 SH SOLE 98938 0 0 BOB EVANS FARMS INC COM 096761101 5010 172404 SH SOLE 164487 0 0 BOEING CO COM 097023105 7403 136721 SH SOLE 136721 0 0 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37672 SH SOLE 37672 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 24017 1066462 SH SOLE 1066462 0 0 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 815 1000000 PRN SOLE 0 0 0 BROADCOM CORP CL A 111320107 2032 66225 SH SOLE 66225 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 24593 1223509 SH SOLE 1223509 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 432 54997 SH SOLE 54997 0 0 BRONCO DRILLING CO INC COM 112211107 277 42236 SH SOLE 31636 0 0 BROWN FORMAN CORP CL B 115637209 3392 70344 SH SOLE 70344 0 0 BRUKER CORP COM 116794108 1841 172500 SH SOLE 172500 0 0 BRUNSWICK CORP COM 117043109 4841 404070 SH SOLE 347744 0 0 BRUSH ENGINEERED MATLS INC COM 117421107 683 27936 SH SOLE 21417 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 664 61900 SH SOLE 61900 0 0 BUCKLE INC COM 118440106 3622 106094 SH SOLE 106094 0 0 BUILD A BEAR WORKSHOP COM 120076104 95 19600 SH SOLE 19600 0 0 BUNGE LIMITED COM G16962105 3124 49900 SH SOLE 49900 0 0 BURGER KING HLDGS INC COM 121208201 1032 58667 SH SOLE 58667 0 0 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1869448 SH SOLE 1637218 0 0 EATON CORP COM 278058102 357 6300 SH SOLE 6300 0 0 EATON VANCE CORP COM NON VTG 278265103 904 32300 SH SOLE 32300 0 0 EBAY INC COM 278642103 4291 181738 SH SOLE 181738 0 0 ECOLAB INC COM 278865100 698 15100 SH SOLE 15100 0 0 EDISON INTL COM 281020107 4383 130511 SH SOLE 130511 0 0 EDUCATION RLTY TR INC COM 28140H104 327 55197 SH SOLE 50397 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 477 6823 SH SOLE 6823 0 0 EL PASO CORP COM 28336L109 14126 1368833 SH SOLE 1368833 0 0 EL PASO ELEC CO COM NEW 283677854 14606 826610 SH SOLE 761660 0 0 ELECTRONIC ARTS INC COM 285512109 428 22479 SH SOLE 22479 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 221 19600 SH SOLE 19600 0 0 ELIZABETH ARDEN INC COM 28660G106 304 25824 SH SOLE 25824 0 0 EMCOR GROUP INC COM 29084Q100 33803 1335025 SH SOLE 1261385 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 14475 311297 SH SOLE 262327 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 2594 146872 SH SOLE 121721 0 0 EMERSON ELEC CO COM 291011104 2802 69900 SH SOLE 69900 0 0 EMULEX CORP COM NEW 292475209 1460 141847 SH SOLE 141847 0 0 ENCORE CAP GROUP INC NOTE 3.375% 9/1 292554AB8 13239 13925000 PRN SOLE 0 0 0 ENCORE WIRE CORP COM 292562105 7937 355266 SH SOLE 293935 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 8805 389102 SH SOLE 389102 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 666 18249 SH SOLE 18249 0 0 ENERGEN CORP COM 29265N108 3233 75007 SH SOLE 75007 0 0 ENERGIZER HLDGS INC COM 29266R108 630 9500 SH SOLE 9500 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 761 65723 SH SOLE 65723 0 0 ENERGYSOLUTIONS INC COM 292756202 686 74400 SH SOLE 65400 0 0 ENERSYS COM 29275Y102 9742 440400 SH SOLE 354057 0 0 ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 5239 5717000 PRN SOLE 0 0 0 ENPRO INDS INC COM 29355X107 7231 316330 SH SOLE 254393 0 0 ENSCO INTL INC COM 26874Q100 4889 114924 SH SOLE 114924 0 0 ENTEGRIS INC COM 29362U104 93 18715 SH SOLE 12200 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 4564 894977 SH SOLE 773698 0 0 ENTERGY CORP NEW COM 29364G103 596 7459 SH SOLE 7459 0 0 ENTERPRISE ACQUISITION CORP COM 29365R108 1060 106700 SH SOLE 0 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 963 34000 SH SOLE 34000 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 3405 99730 SH SOLE 83392 0 0 ENZON PHARMACEUTICALS INC COM 293904108 187 22700 SH SOLE 7400 0 0 EOG RES INC COM 26875P101 5946 71200 SH SOLE 71200 0 0 EPICOR SOFTWARE CORP COM 29426L108 980 153871 SH SOLE 125481 0 0 EQUIFAX INC COM 294429105 428 14700 SH SOLE 14700 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 2524 1900000 PRN SOLE 0 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 1524 35621 SH SOLE 29892 0 0 EQUITY ONE COM 294752100 1358 86691 SH SOLE 73191 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 2327 75801 SH SOLE 75801 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 963 137600 SH SOLE 111000 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 9590 244587 SH SOLE 226505 0 0 EURONET WORLDWIDE INC COM 298736109 322 13411 SH SOLE 13411 0 0 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 13072 13850000 PRN SOLE 0 0 0 EVEREST RE GROUP LTD COM G3223R108 7206 82170 SH SOLE 82170 0 0 EXCO RESOURCES INC COM 269279402 581 31100 SH SOLE 31100 0 0 EXELIXIS INC COM 30161Q104 306 48000 SH SOLE 48000 0 0 EXELON CORP COM 30161N101 298 6000 SH SOLE 6000 0 0 EXIDE TECHNOLOGIES FRNT 9/1 302051AL1 1280 1825000 PRN SOLE 0 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 10326 1295645 SH SOLE 1095158 0 0 EXPEDIA INC DEL COM 30212P105 1619 67592 SH SOLE 67592 0 0 EXPEDITORS INTL WASH INC COM 302130109 11986 341006 SH SOLE 341006 0 0 EXPONENT INC COM 30214U102 1028 36500 SH SOLE 32900 0 0 EXPRESS SCRIPTS INC COM 302182100 929 11979 SH SOLE 11979 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 5093 4100000 PRN SOLE 0 0 0 EXTRA SPACE STORAGE INC COM 30225T102 2173 205977 SH SOLE 170384 0 0 EXXON MOBIL CORP COM 30231G102 85516 1246408 SH SOLE 1246408 0 0 EZCORP INC CL A NON VTG 302301106 558 40842 SH SOLE 40842 0 0 F5 NETWORKS INC COM 315616102 491 12387 SH SOLE 12387 0 0 FACET BIOTECH CORP SHS 30303Q103 418 24160 SH SOLE 16960 0 0 FACTSET RESH SYS INC COM 303075105 1586 23937 SH SOLE 23937 0 0 FAIR ISAAC CORP COM 303250104 7050 328050 SH SOLE 308354 0 0 FAMILY DLR STORES INC COM 307000109 23168 877565 SH SOLE 877565 0 0 FASTENAL CO COM 311900104 1064 27500 SH SOLE 27500 0 0 FCSTONE GROUP INC COM 31308T100 1178 244452 SH SOLE 235852 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 577 9410 SH SOLE 9410 0 0 FEDERAL SIGNAL CORP COM 313855108 791 109966 SH SOLE 79633 0 0 FEDEX CORP COM 31428X106 1739 23115 SH SOLE 23115 0 0 FEI CO COM 30241L109 6526 264759 SH SOLE 264759 0 0 FELCOR LODGING TR INC COM 31430F101 562 124120 SH SOLE 101620 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 902 59813 SH SOLE 59813 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 7864 308252 SH SOLE 308252 0 0 FIFTH STREET FINANCE CORP COM 31678A103 743 68000 SH SOLE 68000 0 0 FINISH LINE INC CL A 317923100 9845 969041 SH SOLE 819115 0 0 FIRST AMERN CORP CALIF COM 318522307 670 20711 SH SOLE 20711 0 0 FIRST BANCORP P R COM 318672102 2129 698000 SH SOLE 558671 0 0 FIRST BUSEY CORP COM 319383105 636 135300 SH SOLE 135300 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 218 38426 SH SOLE 38426 0 0 FIRST FINL BANCORP OH COM 320209109 681 56549 SH SOLE 48088 0 0 FIRST FINL BANKSHARES COM 32020R109 590 11928 SH SOLE 11928 0 0 FIRST FINL HLDGS INC COM 320239106 1719 107652 SH SOLE 103576 0 0 FIRST HORIZON NATL CORP COM 320517105 4487 339157 SH SOLE 339157 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1744 332125 SH SOLE 325125 0 0 FIRST MARBLEHEAD CORP COM 320771108 329 149500 SH SOLE 149500 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 8798 780634 SH SOLE 676249 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 6608 535945 SH SOLE 535945 0 0 FIRST OPPORTUNITY FD INC COM 33587T108 94 14688 SH SOLE 14688 0 0 FIRST POTOMAC RLTY TR COM 33610F109 1024 88588 SH SOLE 75495 0 0 FIRSTMERIT CORP COM 337915102 2185 114801 SH SOLE 108742 0 0 FISERV INC COM 337738108 7209 149559 SH SOLE 149559 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 61 16600 SH SOLE 16600 0 0 FLAGSTAR BANCORP INC COM 337930101 134 129654 SH SOLE 121954 0 0 FLAGSTONE REINSURANCE HLDGS SHS G3529T105 322 28520 SH SOLE 28520 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 166 22300 SH SOLE 22300 0 0 FLIR SYS INC COM 302445101 678 24224 SH SOLE 24224 0 0 FLOWERS FOODS INC COM 343498101 495 18846 SH SOLE 18846 0 0 FLOWSERVE CORP COM 34354P105 3970 40286 SH SOLE 40286 0 0 FLUOR CORP NEW COM 343412102 3011 59220 SH SOLE 59220 0 0 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 916 500000 PRN SOLE 0 0 0 FLUSHING FINL CORP COM 343873105 2035 178546 SH SOLE 171753 0 0 FMC TECHNOLOGIES INC COM 30249U101 2020 38676 SH SOLE 38676 0 0 FOOT LOCKER INC COM 344849104 28979 2424994 SH SOLE 2281883 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 449 62243 SH SOLE 62243 0 0 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 1371 1350000 PRN SOLE 0 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 1265 94582 SH SOLE 94582 0 0 FOREST LABS INC COM 345838106 16474 559573 SH SOLE 559573 0 0 FORRESTER RESH INC COM 346563109 762 28600 SH SOLE 28600 0 0 FORTRESS INVESTMENT GROUP LL CL A 34958B106 345 66300 SH SOLE 66300 0 0 FORTUNE BRANDS INC COM 349631101 861 20033 SH SOLE 20033 0 0 FOSSIL INC COM 349882100 2608 91664 SH SOLE 91664 0 0 FOSTER L B CO COM 350060109 5082 166192 SH SOLE 129913 0 0 FOSTER WHEELER AG COM H27178104 801 25100 SH SOLE 25100 0 0 FPL GROUP INC COM 302571104 518 9374 SH SOLE 9374 0 0 FRANKLIN ELEC INC COM 353514102 404 14100 SH SOLE 14100 0 0 FRANKLIN RES INC COM 354613101 1137 11300 SH SOLE 11300 0 0 FRANKLIN STREET PPTYS CORP COM 35471R106 1946 148580 SH SOLE 132772 0 0 FREDS INC CL A 356108100 1853 145600 SH SOLE 116600 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1756 25589 SH SOLE 25589 0 0 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 1024 10000 SH SOLE 10000 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 7174 317310 SH SOLE 270069 0 0 FRONTIER OIL CORP COM 35914P105 7117 511312 SH SOLE 471292 0 0 FTI CONSULTING INC COM 302941109 439 10300 SH SOLE 10300 0 0 FUELCELL ENERGY INC COM 35952H106 148 34700 SH SOLE 34700 0 0 FULLER H B CO COM 359694106 3868 185083 SH SOLE 185083 0 0 FULTON FINL CORP PA COM 360271100 93 12606 SH SOLE 12606 0 0 FURNITURE BRANDS INTL INC COM 360921100 1100 198845 SH SOLE 119761 0 0 G & K SVCS INC CL A 361268105 5134 231684 SH SOLE 187197 0 0 GABELLI DIVD & INCOME TR COM 36242H104 127 10246 SH SOLE 10246 0 0 GAMCO INVESTORS INC COM 361438104 233 5100 SH SOLE 2800 0 0 GAMESTOP CORP NEW CL A 36467W109 769 29049 SH SOLE 29049 0 0 GANNETT INC COM 364730101 912 72934 SH SOLE 72934 0 0 GAP INC DEL COM 364760108 28263 1320716 SH SOLE 1320716 0 0 GARDNER DENVER INC COM 365558105 459 13168 SH SOLE 13168 0 0 GARTNER INC COM 366651107 5562 304417 SH SOLE 284817 0 0 GATX CORP COM 361448103 309 11055 SH SOLE 9955 0 0 GATX CORP NOTE 5.000% 8/1 361448AE3 16794 14150000 PRN SOLE 0 0 0 GAYLORD ENTMT CO NEW COM 367905106 2173 108091 SH SOLE 89027 0 0 GEN-PROBE INC NEW COM 36866T103 942 22733 SH SOLE 22733 0 0 GENCORP INC NOTE 4.000% 1/1 368682AJ9 147 150000 PRN SOLE 0 0 0 GENCORP INC SDCV 2.250%11/1 368682AL4 205 250000 PRN SOLE 0 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 4044 103300 SH SOLE 103300 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 27208 27500000 PRN SOLE 0 0 0 GENERAL DYNAMICS CORP COM 369550108 7493 115994 SH SOLE 115994 0 0 GENERAL ELECTRIC CO COM 369604103 27101 1650483 SH SOLE 1650483 0 0 GENERAL MARITIME CORP NEW SHS Y2693R101 236 30503 SH SOLE 30503 0 0 GENERAL MLS INC COM 370334104 12105 188029 SH SOLE 188029 0 0 GENERAL STEEL HOLDINGS INC COM 370853103 53 13700 SH SOLE 8500 0 0 GENESCO INC COM 371532102 323 13411 SH SOLE 13411 0 0 GENESIS LEASE LTD ADR 37183T107 4507 503584 SH SOLE 503584 0 0 GENTEK INC COM NEW 37245X203 5830 153256 SH SOLE 153256 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 9070 362645 SH SOLE 303237 0 0 GENUINE PARTS CO COM 372460105 5163 135665 SH SOLE 135665 0 0 GENWORTH FINL INC COM CL A 37247D106 529 44273 SH SOLE 44273 0 0 GENZYME CORP COM 372917104 1062 18728 SH SOLE 18728 0 0 GEO GROUP INC COM 36159R103 450 22304 SH SOLE 22304 0 0 GEOEYE INC COM 37250W108 1644 61345 SH SOLE 45145 0 0 GETTY RLTY CORP NEW COM 374297109 659 26834 SH SOLE 26834 0 0 GFI GROUP INC COM 361652209 4675 646606 SH SOLE 535783 0 0 GIBRALTAR INDS INC COM 374689107 5950 448402 SH SOLE 378714 0 0 GILEAD SCIENCES INC COM 375558103 349 7500 SH SOLE 7500 0 0 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 63 50000 PRN SOLE 0 0 0 GLADSTONE COML CORP COM 376536108 167 12200 SH SOLE 10700 0 0 GLATFELTER COM 377316104 2349 204648 SH SOLE 157289 0 0 GLIMCHER RLTY TR SH BEN INT 379302102 722 196771 SH SOLE 196771 0 0 GLOBAL BRANDS ACQUISITION CO COM 378982102 2202 222600 SH SOLE 0 0 0 GLOBAL CASH ACCESS HLDGS INC COM 378967103 353 48313 SH SOLE 48313 0 0 GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 3935 4000000 PRN SOLE 0 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 1166 81534 SH SOLE 64734 0 0 GLOBAL INDS LTD COM 379336100 5048 531372 SH SOLE 452010 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 2560 4000000 PRN SOLE 0 0 0 GLOBAL PMTS INC COM 37940X102 1121 24001 SH SOLE 24001 0 0 GOLDEN POND HEALTHCARE INC COM 38116J109 2792 356116 SH SOLE 0 0 0 GOLDLEAF FINANCIAL SOLUTIONS COM NEW 38144H208 2590 2648163 SH SOLE 2648163 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 24217 131366 SH SOLE 131366 0 0 GOODRICH CORP COM 382388106 6166 113467 SH SOLE 113467 0 0 GOODRICH PETE CORP COM NEW 382410405 338 13100 SH SOLE 13100 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 434 25500 SH SOLE 25500 0 0 GOOGLE INC CL A 38259P508 7596 15320 SH SOLE 15320 0 0 GRACE W R & CO DEL NEW COM 38388F108 4198 193100 SH SOLE 156435 0 0 GRACO INC COM 384109104 365 13100 SH SOLE 13100 0 0 GRAFTECH INTL LTD COM 384313102 2789 189705 SH SOLE 183905 0 0 GRAINGER W W INC COM 384802104 1849 20691 SH SOLE 20691 0 0 GRAMERCY CAP CORP COM 384871109 399 164353 SH SOLE 131153 0 0 GRAN TIERRA ENERGY INC COM 38500T101 1426 342710 SH SOLE 269846 0 0 GRANITE CONSTR INC COM 387328107 6329 204548 SH SOLE 202001 0 0 GREAT ATLANTIC & PAC TEA INC COM 390064103 288 32308 SH SOLE 20508 0 0 GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 231 265000 PRN SOLE 0 0 0 GREAT PLAINS ENERGY INC COM 391164100 1023 56997 SH SOLE 56997 0 0 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 3518 3900000 PRN SOLE 0 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 1100 14902 SH SOLE 14902 0 0 GREIF INC CL A 397624107 2417 43909 SH SOLE 43909 0 0 GRIFFON CORP COM 398433102 3217 319477 SH SOLE 283991 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 1432 53350 SH SOLE 43250 0 0 GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 22 25000 PRN SOLE 0 0 0 GT SOLAR INTL INC COM 3623E0209 597 102700 SH SOLE 102700 0 0 GUESS INC COM 401617105 584 15760 SH SOLE 15760 0 0 GULF ISLAND FABRICATION INC COM 402307102 383 20429 SH SOLE 20429 0 0 GULFMARK OFFSHORE INC COM 402629109 2126 64931 SH SOLE 64931 0 0 GYMBOREE CORP COM 403777105 9290 192019 SH SOLE 186619 0 0 H & Q HEALTHCARE FD SH BEN INT 404052102 236 20872 SH SOLE 20872 0 0 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 205 22255 SH SOLE 22255 0 0 HAEMONETICS CORP COM 405024100 1083 19300 SH SOLE 19300 0 0 HAIN CELESTIAL GROUP INC COM 405217100 238 12400 SH SOLE 12400 0 0 HALLIBURTON CO COM 406216101 754 27800 SH SOLE 27800 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 172 24186 SH SOLE 24186 0 0 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 842 60700 SH SOLE 43700 0 0 HANMI FINL CORP COM 410495105 170 103796 SH SOLE 101997 0 0 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 15572 17175000 PRN SOLE 0 0 0 HANOVER INS GROUP INC COM 410867105 4710 113954 SH SOLE 112554 0 0 HANSEN NAT CORP COM 411310105 2156 58680 SH SOLE 58680 0 0 HARLEY DAVIDSON INC COM 412822108 531 23100 SH SOLE 23100 0 0 HARLEYSVILLE GROUP INC COM 412824104 779 24628 SH SOLE 23134 0 0 HARLEYSVILLE NATL CORP PA COM 412850109 5438 1020258 SH SOLE 1006958 0 0 HARMAN INTL INDS INC COM 413086109 288 8491 SH SOLE 8491 0 0 HARRIS CORP DEL COM 413875105 1810 48134 SH SOLE 48134 0 0 HARRIS STRATEX NTWRKS INC CL A 41457P106 4444 634812 SH SOLE 634812 0 0 HARSCO CORP COM 415864107 3999 112922 SH SOLE 112922 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2912 109900 SH SOLE 109900 0 0 HARVEST NATURAL RESOURCES IN COM 41754V103 208 40563 SH SOLE 40563 0 0 HASBRO INC COM 418056107 13299 479248 SH SOLE 479248 0 0 HATTERAS FINL CORP COM 41902R103 4420 147429 SH SOLE 119864 0 0 HAVERTY FURNITURE INC COM 419596101 2728 230962 SH SOLE 158911 0 0 HAWAIIAN HOLDINGS INC COM 419879101 1481 179314 SH SOLE 147295 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 8601 270308 SH SOLE 220076 0 0 HCC INS HLDGS INC COM 404132102 23054 842915 SH SOLE 842915 0 0 HCP INC COM 40414L109 732 25480 SH SOLE 25480 0 0 HEADWATERS INC COM 42210P102 176 45430 SH SOLE 45430 0 0 HEALTH CARE REIT INC COM 42217K106 3473 83455 SH SOLE 83455 0 0 HEALTH NET INC COM 42222G108 3503 227487 SH SOLE 227487 0 0 HEALTHCARE RLTY TR COM 421946104 4965 234989 SH SOLE 209719 0 0 HEALTHSOUTH CORP COM NEW 421924309 4679 299188 SH SOLE 279988 0 0 HEALTHSPRING INC COM 42224N101 2668 217821 SH SOLE 217821 0 0 HEALTHWAYS INC COM 422245100 758 49500 SH SOLE 34000 0 0 HEARTLAND EXPRESS INC COM 422347104 917 63681 SH SOLE 63681 0 0 HECLA MNG CO COM 422704106 175 39900 SH SOLE 18300 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 433 18600 SH SOLE 16100 0 0 HEINZ H J CO COM 423074103 2951 74246 SH SOLE 74246 0 0 HELEN OF TROY CORP LTD COM G4388N106 1827 94051 SH SOLE 63798 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 505 33700 SH SOLE 33700 0 0 HENRY JACK & ASSOC INC COM 426281101 3628 154580 SH SOLE 153480 0 0 HERCULES OFFSHORE INC COM 427093109 1779 362295 SH SOLE 362295 0 0 HERCULES TECH GROWTH CAP INC COM 427096508 268 27313 SH SOLE 27313 0 0 HERSHA HOSPITALITY TR SH BEN INT A 427825104 968 312241 SH SOLE 246844 0 0 HERSHEY CO COM 427866108 678 17452 SH SOLE 17452 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 1122 103600 SH SOLE 103600 0 0 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 20573 13600000 PRN SOLE 0 0 0 HESS CORP COM 42809H107 2904 54326 SH SOLE 54326 0 0 HEWITT ASSOCS INC COM 42822Q100 14522 398634 SH SOLE 398634 0 0 HEWLETT PACKARD CO COM 428236103 15344 325024 SH SOLE 325024 0 0 HI SHEAR TECHNOLOGY CORP COM 42839Y104 3401 178321 SH SOLE 178321 0 0 HIGHLANDS ACQUISITION CORP COM 430880104 266 27000 SH SOLE 27000 0 0 HIGHWOODS PPTYS INC COM 431284108 5928 188483 SH SOLE 158055 0 0 HILL ROM HLDGS INC COM 431475102 15535 713249 SH SOLE 642106 0 0 HILLTOP HOLDINGS INC COM 432748101 309 25237 SH SOLE 25237 0 0 HITTITE MICROWAVE CORP COM 43365Y104 710 19293 SH SOLE 19293 0 0 HLTH CORPORATION COM 40422Y101 500 34240 SH SOLE 34240 0 0 HMS HLDGS CORP COM 40425J101 286 7475 SH SOLE 7475 0 0 HNI CORP COM 404251100 1567 66400 SH SOLE 51400 0 0 HOLLY CORP COM PAR $0.01 435758305 601 23442 SH SOLE 23442 0 0 HOLOGIC INC COM 436440101 420 25700 SH SOLE 25700 0 0 HOME BANCSHARES INC COM 436893200 466 21250 SH SOLE 21250 0 0 HOME DEPOT INC COM 437076102 14530 545421 SH SOLE 545421 0 0 HOME PROPERTIES INC COM 437306103 3289 76340 SH SOLE 62606 0 0 HONEYWELL INTL INC COM 438516106 15090 406185 SH SOLE 406185 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 11916 852991 SH SOLE 703677 0 0 HORIZON LINES INC COM 44044K101 400 63000 SH SOLE 55278 0 0 HORMEL FOODS CORP COM 440452100 7990 224942 SH SOLE 224942 0 0 HORSEHEAD HLDG CORP COM 440694305 2415 206048 SH SOLE 191268 0 0 HOSPIRA INC COM 441060100 3461 77591 SH SOLE 77591 0 0 HOST HOTELS & RESORTS INC COM 44107P104 195 16578 SH SOLE 16578 0 0 HOT TOPIC INC COM 441339108 4964 662771 SH SOLE 514171 0 0 HRPT PPTYS TR COM SH BEN INT 40426W101 1013 134700 SH SOLE 134700 0 0 HSN INC COM 404303109 4590 281943 SH SOLE 239216 0 0 HUB GROUP INC CL A 443320106 3191 139665 SH SOLE 139665 0 0 HUBBELL INC CL B 443510201 8945 212968 SH SOLE 204905 0 0 HUDSON CITY BANCORP COM 443683107 8292 630603 SH SOLE 630603 0 0 HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK4 4276 3075000 PRN SOLE 0 0 0 HUMANA INC COM 444859102 6061 162492 SH SOLE 162492 0 0 HUNT J B TRANS SVCS INC COM 445658107 276 8600 SH SOLE 8600 0 0 HUNTINGTON BANCSHARES INC COM 446150104 2409 511390 SH SOLE 511390 0 0 HUNTSMAN CORP COM 447011107 15885 1743711 SH SOLE 1743711 0 0 HURON CONSULTING GROUP INC COM 447462102 369 14300 SH SOLE 14300 0 0 I2 TECHNOLOGIES INC COM NEW 465754208 6217 387592 SH SOLE 319138 0 0 IAC INTERACTIVECORP COM PAR $.001 44919P508 26729 1323873 SH SOLE 1323873 0 0 ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 878 1000000 PRN SOLE 0 0 0 ICU MED INC COM 44930G107 808 21919 SH SOLE 17478 0 0 IDACORP INC COM 451107106 655 22756 SH SOLE 22756 0 0 IDEX CORP COM 45167R104 218 7800 SH SOLE 7800 0 0 IDEXX LABS INC COM 45168D104 490 9800 SH SOLE 9800 0 0 IHS INC CL A 451734107 1795 35100 SH SOLE 35100 0 0 ILLINOIS TOOL WKS INC COM 452308109 2847 66658 SH SOLE 66658 0 0 ILLUMINA INC COM 452327109 479 11281 SH SOLE 11281 0 0 IMATION CORP COM 45245A107 1518 163718 SH SOLE 124718 0 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ITT CORP NEW COM 450911102 8224 157698 SH SOLE 157698 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 898 8129 SH SOLE 8129 0 0 J & J SNACK FOODS CORP COM 466032109 425 9849 SH SOLE 9849 0 0 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 4205 182728 SH SOLE 177128 0 0 JABIL CIRCUIT INC COM 466313103 15334 1143492 SH SOLE 1143492 0 0 JACK IN THE BOX INC COM 466367109 7849 383065 SH SOLE 375965 0 0 JACKSON HEWITT TAX SVCS INC COM 468202106 2168 425114 SH SOLE 357689 0 0 JAKKS PAC INC NOTE 4.625% 6/1 47012EAB2 8865 8750000 PRN SOLE 0 0 0 JAKKS PAC INC COM 47012E106 3347 233749 SH SOLE 200931 0 0 JANUS CAP GROUP INC COM 47102X105 146 10300 SH SOLE 10300 0 0 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 1564 1250000 PRN SOLE 0 0 0 JARDEN CORP COM 471109108 1923 68520 SH SOLE 68520 0 0 JDA SOFTWARE GROUP INC COM 46612K108 588 26800 SH SOLE 26800 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 12465 1753182 SH SOLE 1744105 0 0 JETBLUE AIRWAYS CORP COM 477143101 708 118411 SH SOLE 118411 0 0 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LADISH INC COM NEW 505754200 694 45900 SH SOLE 34500 0 0 LANCASTER COLONY CORP COM 513847103 10958 213737 SH SOLE 170822 0 0 LANDSTAR SYS INC COM 515098101 907 23829 SH SOLE 23829 0 0 LAS VEGAS SANDS CORP COM 517834107 1534 91100 SH SOLE 91100 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1832 93190 SH SOLE 75854 0 0 LAUDER ESTEE COS INC CL A 518439104 237 6400 SH SOLE 6400 0 0 LAWSON SOFTWARE INC NEW COM 52078P102 564 90425 SH SOLE 90425 0 0 LCA-VISION INC COM PAR $.001 501803308 1244 177465 SH SOLE 142965 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 291 14900 SH SOLE 14900 0 0 LEAPFROG ENTERPRISES INC CL A 52186N106 277 67400 SH SOLE 67400 0 0 LEGG MASON INC COM 524901105 297 9576 SH SOLE 9576 0 0 LEGGETT & PLATT INC COM 524660107 1754 90431 SH SOLE 90431 0 0 LENDER PROCESSING SVCS INC COM 52602E102 224 5856 SH SOLE 5856 0 0 LENNAR CORP CL A 526057104 2385 167400 SH SOLE 167400 0 0 LENNAR CORP CL B 526057302 1989 176030 SH SOLE 176030 0 0 LENNOX INTL INC COM 526107107 5864 162348 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SOLUTIONS INC COM 58405U102 7419 134141 SH SOLE 134141 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 1997 255737 SH SOLE 217098 0 0 MEDICINES CO COM 584688105 562 51035 SH SOLE 51035 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1312 61468 SH SOLE 53468 0 0 MEDIVATION INC COM 58501N101 383 14100 SH SOLE 14100 0 0 MEDNAX INC COM 58502B106 494 9000 SH SOLE 9000 0 0 MEDTRONIC INC COM 585055106 5119 139100 SH SOLE 139100 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 296 300000 PRN SOLE 0 0 0 MEMC ELECTR MATLS INC COM 552715104 691 41546 SH SOLE 41546 0 0 MENS WEARHOUSE INC COM 587118100 206 8360 SH SOLE 8360 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 942 975000 PRN SOLE 0 0 0 MEREDITH CORP COM 589433101 695 23216 SH SOLE 23216 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 1035 41402 SH SOLE 35002 0 0 MERIT MED SYS INC COM 589889104 518 29900 SH SOLE 26600 0 0 MERITAGE HOMES CORP COM 59001A102 639 31500 SH SOLE 29900 0 0 METAVANTE TECHNOLOGIES INC COM 591407101 10717 310806 SH SOLE 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MICROSTRATEGY INC CL A NEW 594972408 2955 41300 SH SOLE 35000 0 0 MID-AMER APT CMNTYS INC COM 59522J103 1577 34946 SH SOLE 28981 0 0 MILLER HERMAN INC COM 600544100 4235 250437 SH SOLE 246488 0 0 MILLIPORE CORP COM 601073109 2010 28580 SH SOLE 28580 0 0 MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 1040 1000000 PRN SOLE 0 0 0 MINE SAFETY APPLIANCES CO COM 602720104 2038 74065 SH SOLE 69333 0 0 MINERALS TECHNOLOGIES INC COM 603158106 17648 371060 SH SOLE 357416 0 0 MIRANT CORP NEW COM 60467R100 20919 1273228 SH SOLE 1273228 0 0 MISSION WEST PPTYS INC COM 605203108 591 87813 SH SOLE 67036 0 0 MKS INSTRUMENT INC COM 55306N104 11975 620786 SH SOLE 608459 0 0 MODINE MFG CO COM 607828100 164 17700 SH SOLE 17700 0 0 MOHAWK INDS INC COM 608190104 277 5800 SH SOLE 5800 0 0 MOLEX INC CL A 608554200 644 34300 SH SOLE 34300 0 0 MOLEX INC COM 608554101 11463 549001 SH SOLE 549001 0 0 MOLINA HEALTHCARE INC COM 60855R100 3865 186789 SH SOLE 166030 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 1491 140500 SH SOLE 140500 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 298 42815 SH SOLE 33339 0 0 MONSANTO CO NEW COM 61166W101 810 10466 SH SOLE 10466 0 0 MONSTER WORLDWIDE INC COM 611742107 958 54810 SH SOLE 54810 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 2137 130917 SH SOLE 93232 0 0 MOODYS CORP COM 615369105 2015 98500 SH SOLE 98500 0 0 MOOG INC CL A 615394202 448 15200 SH SOLE 15200 0 0 MORGAN STANLEY COM NEW 617446448 4251 137661 SH SOLE 137661 0 0 MOSAIC CO COM 61945A107 1610 33490 SH SOLE 33490 0 0 MOTOROLA INC COM 620076109 548 63763 SH SOLE 63763 0 0 MOVE INC COM COM 62458M108 39 14300 SH SOLE 14300 0 0 MPS GROUP INC COM 553409103 19772 1879470 SH SOLE 1715159 0 0 MSC INDL DIRECT INC CL A 553530106 713 16361 SH SOLE 16361 0 0 MSC SOFTWARE CORP COM 553531104 5883 699526 SH SOLE 677226 0 0 MSCI INC CL A 55354G100 836 28236 SH SOLE 28236 0 0 MTS MEDICATION TECHNLGS INC COM 553773102 927 162078 SH SOLE 162078 0 0 MTS SYS CORP COM 553777103 240 8200 SH SOLE 8200 0 0 MUELLER INDS INC COM 624756102 11940 500204 SH SOLE 413937 0 0 MUELLER WTR PRODS INC COM SER A 624758108 2572 469350 SH SOLE 469350 0 0 MURPHY OIL CORP COM 626717102 12262 212994 SH SOLE 212994 0 0 MYERS INDS INC COM 628464109 296 27500 SH SOLE 22800 0 0 MYRIAD GENETICS INC COM 62855J104 2817 102794 SH SOLE 102794 0 0 MYRIAD PHARMACEUTICALS INC COM 62856H107 164 28043 SH SOLE 28043 0 0 NABORS INDUSTRIES LTD SHS G6359F103 309 14800 SH SOLE 14800 0 0 NACCO INDS INC CL A 629579103 4393 73135 SH SOLE 60131 0 0 NASDAQ OMX GROUP INC COM 631103108 235 11149 SH SOLE 11149 0 0 NASDAQ OMX GROUP INC NOTE 2.500% 8/1 631103AA6 2178 2500000 PRN SOLE 0 0 0 NASH FINCH CO COM 631158102 4148 151730 SH SOLE 124556 0 0 NASH FINCH CO FRNT 3.500% 3/1 631158AD4 10212 24450000 PRN SOLE 0 0 0 NATCO GROUP INC CL A 63227W203 9192 207589 SH SOLE 199621 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 1028 117888 SH SOLE 117888 0 0 NATIONAL FUEL GAS CO N J COM 636180101 1571 34290 SH SOLE 34290 0 0 NATIONAL HEALTH INVS INC COM 63633D104 2043 64537 SH SOLE 54637 0 0 NATIONAL OILWELL VARCO INC COM 637071101 3565 82648 SH SOLE 82648 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 1814 296971 SH SOLE 293612 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 5099 237488 SH SOLE 201997 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 5907 413967 SH SOLE 413967 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 1023 33000 SH SOLE 33000 0 0 NAVIGANT CONSULTING INC COM 63935N107 566 41900 SH SOLE 41900 0 0 NAVIGATORS GROUP INC COM 638904102 627 11400 SH SOLE 6417 0 0 NAVIOS MARITIME PARTNERS L P UNIT LPI Y62267102 918 76798 SH SOLE 76798 0 0 NAVISTAR INTL CORP NEW COM 63934E108 4762 127262 SH SOLE 127262 0 0 NBT BANCORP INC COM 628778102 1418 62900 SH SOLE 53900 0 0 NBTY INC COM 628782104 251 6351 SH SOLE 6351 0 0 NCI BUILDING SYS INC COM 628852105 405 126700 SH SOLE 112622 0 0 NCR CORP NEW COM 62886E108 12347 893436 SH SOLE 893436 0 0 NEKTAR THERAPEUTICS COM 640268108 431 44210 SH SOLE 36110 0 0 NELNET INC CL A 64031N108 9522 765431 SH SOLE 635455 0 0 NESS TECHNOLOGIES INC COM 64104X108 262 33200 SH SOLE 27400 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 759 36200 SH SOLE 36200 0 0 NETAPP INC COM 64110D104 205 7700 SH SOLE 7700 0 0 NETEZZA CORP COM 64111N101 443 39395 SH SOLE 36695 0 0 NETFLIX INC COM 64110L106 321 6947 SH SOLE 6947 0 0 NETGEAR INC COM 64111Q104 3225 175767 SH SOLE 136684 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 909 20191 SH SOLE 20191 0 0 NEUSTAR INC CL A 64126X201 217 9600 SH SOLE 9600 0 0 NEUTRAL TANDEM INC COM 64128B108 434 19082 SH SOLE 19082 0 0 NEW JERSEY RES COM 646025106 9123 251247 SH SOLE 200089 0 0 NEW YORK & CO INC COM 649295102 80 15700 SH SOLE 15700 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 4421 387100 SH SOLE 387100 0 0 NEW YORK TIMES CO CL A 650111107 327 40300 SH SOLE 40300 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 254 23700 SH SOLE 23700 0 0 NEWELL RUBBERMAID INC COM 651229106 1786 113816 SH SOLE 113816 0 0 NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 6087 3075000 PRN SOLE 0 0 0 NEWFIELD EXPL CO COM 651290108 1582 37170 SH SOLE 37170 0 0 NEWMARKET CORP COM 651587107 3067 32963 SH SOLE 26463 0 0 NEWMONT MINING CORP COM 651639106 2011 45681 SH SOLE 45681 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 2868 893592 SH SOLE 749744 0 0 NEWS CORP CL A 65248E104 3949 329398 SH SOLE 329398 0 0 NICOR INC COM 654086107 4864 132919 SH SOLE 118858 0 0 NII HLDGS INC CL B NEW 62913F201 1639 54660 SH SOLE 54660 0 0 NIKE INC CL B 654106103 6886 106430 SH SOLE 106430 0 0 NISOURCE INC COM 65473P105 2756 198400 SH SOLE 198400 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 12473 328583 SH SOLE 328583 0 0 NOBLE ENERGY INC COM 655044105 895 13572 SH SOLE 13572 0 0 NORDSTROM INC COM 655664100 678 22200 SH SOLE 22200 0 0 NORFOLK SOUTHERN CORP COM 655844108 16291 377898 SH SOLE 377898 0 0 NORTHEAST UTILS COM 664397106 2657 111932 SH SOLE 111932 0 0 NORTHERN TR CORP COM 665859104 3328 57222 SH SOLE 57222 0 0 NORTHROP GRUMMAN CORP COM 666807102 32244 623080 SH SOLE 623080 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 1776 506044 SH SOLE 396478 0 0 NORTHWEST NAT GAS CO COM 667655104 886 21274 SH SOLE 20274 0 0 NORTHWESTERN CORP COM NEW 668074305 30584 1251883 SH SOLE 1186502 0 0 NOVAMED INC DEL NOTE 1.000% 6/1 66986WAA6 3706 4350000 PRN SOLE 0 0 0 NOVELL INC COM 670006105 4737 1050402 SH SOLE 1050402 0 0 NOVELLUS SYS INC COM 670008101 9083 432956 SH SOLE 424356 0 0 NPS PHARMACEUTICALS INC COM 62936P103 993 247109 SH SOLE 206409 0 0 NSTAR COM 67019E107 1033 32463 SH SOLE 32463 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 3106 167643 SH SOLE 125359 0 0 NUCOR CORP COM 670346105 4224 89852 SH SOLE 89852 0 0 NUTRI SYS INC NEW COM 67069D108 864 56600 SH SOLE 56600 0 0 NV ENERGY INC COM 67073Y106 17372 1498886 SH SOLE 1498886 0 0 NVIDIA CORP COM 67066G104 320 21300 SH SOLE 21300 0 0 NYFIX INC COM 670712108 1917 1162118 SH SOLE 1162118 0 0 O REILLY AUTOMOTIVE INC COM 686091109 311 8605 SH SOLE 8605 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 26206 334263 SH SOLE 334263 0 0 OCWEN FINL CORP COM NEW 675746309 1054 93078 SH SOLE 84516 0 0 ODYSSEY RE HLDGS CORP COM 67612W108 18334 282887 SH SOLE 282887 0 0 OFFICE DEPOT INC COM 676220106 7831 1182883 SH SOLE 970383 0 0 OGE ENERGY CORP COM 670837103 1578 47693 SH SOLE 47693 0 0 OIL STS INTL INC NOTE 2.375% 7/0 678026AB1 16192 12700000 PRN SOLE 0 0 0 OIL STS INTL INC COM 678026105 3197 90993 SH SOLE 90993 0 0 OLD NATL BANCORP IND COM 680033107 1192 106400 SH SOLE 106400 0 0 OLD REP INTL CORP NOTE 8.000% 5/1 680223AF1 6058 4900000 PRN SOLE 0 0 0 OLIN CORP COM PAR $1 680665205 421 24156 SH SOLE 24156 0 0 OM GROUP INC COM 670872100 20466 673437 SH SOLE 621376 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 3129 195293 SH SOLE 166367 0 0 OMNICARE INC COM 681904108 5696 252909 SH SOLE 252909 0 0 OMNICOM GROUP INC COM 681919106 273 7384 SH SOLE 7384 0 0 OMNITURE INC COM 68212S109 1419 66186 SH SOLE 52986 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 3282 201593 SH SOLE 158493 0 0 ON SEMICONDUCTOR CORP COM 682189105 490 59400 SH SOLE 59400 0 0 ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD7 8500 6470000 PRN SOLE 0 0 0 ON2 TECHNOLOGIES INC COM 68338A107 946 1604076 SH SOLE 1604076 0 0 ONE LIBERTY PPTYS INC COM 682406103 234 26033 SH SOLE 24859 0 0 ONEOK INC NEW COM 682680103 278 7600 SH SOLE 7600 0 0 ONYX PHARMACEUTICALS INC COM 683399109 2227 74313 SH SOLE 74313 0 0 OPENTABLE INC COM 68372A104 586 21250 SH SOLE 21250 0 0 OPENTV CORP CL A G67543101 97 70460 SH SOLE 52460 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 245 18081 SH SOLE 18081 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 2249 130175 SH SOLE 130175 0 0 ORACLE CORP COM 68389X105 12052 578307 SH SOLE 578307 0 0 ORBITAL SCIENCES CORP COM 685564106 6279 419424 SH SOLE 393524 0 0 ORBITAL SCIENCES CORP NOTE 2.438% 1/1 685564AN6 3976 4375000 PRN SOLE 0 0 0 ORIENTAL FINL GROUP INC COM 68618W100 10509 827461 SH SOLE 678986 0 0 ORTHOFIX INTL N V COM N6748L102 859 29238 SH SOLE 23138 0 0 OSHKOSH CORP COM 688239201 7547 244000 SH SOLE 244000 0 0 OSI PHARMACEUTICALS INC COM 671040103 343 9720 SH SOLE 9720 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 31179 834340 SH SOLE 786017 0 0 OVERTURE ACQUISITION CORP SHS G6830P100 4294 433786 SH SOLE 25000 0 0 OWENS & MINOR INC NEW COM 690732102 1521 33607 SH SOLE 30607 0 0 OWENS CORNING NEW COM 690742101 8587 382474 SH SOLE 382474 0 0 OWENS ILL INC COM NEW 690768403 4953 134236 SH SOLE 134236 0 0 OXFORD INDS INC COM 691497309 397 20150 SH SOLE 20150 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 3084 90795 SH SOLE 72144 0 0 PACER INTL INC TENN COM 69373H106 1311 339736 SH SOLE 312064 0 0 PACIFIC CAP BANCORP NEW COM 69404P101 1253 870182 SH SOLE 778046 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 749 145484 SH SOLE 111084 0 0 PACKAGING CORP AMER COM 695156109 1973 96728 SH SOLE 92717 0 0 PACTIV CORP COM 695257105 18639 715505 SH SOLE 715505 0 0 PAETEC HOLDING CORP COM 695459107 47 12200 SH SOLE 12200 0 0 PALL CORP COM 696429307 1824 56504 SH SOLE 56504 0 0 PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB9 6171 19575000 PRN SOLE 0 0 0 PALM INC NEW COM 696643105 1931 110799 SH SOLE 110399 0 0 PAN AMERICAN SILVER CORP COM 697900108 328 14400 SH SOLE 14400 0 0 PANERA BREAD CO CL A 69840W108 448 8148 SH SOLE 8148 0 0 PANTRY INC COM 698657103 1815 115744 SH SOLE 102953 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 9668 449469 SH SOLE 360632 0 0 PARALLEL PETE CORP DEL COM 699157103 300 94720 SH SOLE 90520 0 0 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 10984 794761 SH SOLE 764361 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 1530 62053 SH SOLE 45700 0 0 PARK NATL CORP COM 700658107 1334 22862 SH SOLE 18738 0 0 PARKER DRILLING CO COM 701081101 775 142000 SH SOLE 128400 0 0 PARKER HANNIFIN CORP COM 701094104 573 11050 SH SOLE 11050 0 0 PARKWAY PPTYS INC COM 70159Q104 1485 75375 SH SOLE 56439 0 0 PARTNERRE LTD COM G6852T105 1100 14291 SH SOLE 14291 0 0 PATRIOT CAPITAL FUNDING INC COM 70335Y104 1921 470848 SH SOLE 470848 0 0 PATRIOT COAL CORP COM 70336T104 2265 192564 SH SOLE 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0 0 PEPCO HOLDINGS INC COM 713291102 452 30400 SH SOLE 30400 0 0 PEPSI BOTTLING GROUP INC COM 713409100 13048 358065 SH SOLE 358065 0 0 PEPSIAMERICAS INC COM 71343P200 7896 276470 SH SOLE 276470 0 0 PEPSICO INC COM 713448108 18173 309800 SH SOLE 309800 0 0 PERKINELMER INC COM 714046109 5055 262727 SH SOLE 254027 0 0 PEROT SYS CORP CL A 714265105 15059 507042 SH SOLE 475642 0 0 PERRIGO CO COM 714290103 684 20109 SH SOLE 20109 0 0 PETROHAWK ENERGY CORP COM 716495106 278 11500 SH SOLE 11500 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 313 7965 SH SOLE 7965 0 0 PETROLEUM DEV CORP COM 716578109 7697 412473 SH SOLE 343510 0 0 PETSMART INC COM 716768106 4308 198054 SH SOLE 198054 0 0 PFIZER INC COM 717081103 36422 2200732 SH SOLE 2200732 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 29732 1355164 SH SOLE 1355164 0 0 PHARMERICA CORP COM 71714F104 4132 222532 SH SOLE 206958 0 0 PHASE FORWARD INC COM 71721R406 164 11649 SH SOLE 11649 0 0 PHH CORP COM NEW 693320202 4667 235209 SH SOLE 199949 0 0 PHILIP MORRIS INTL INC COM 718172109 12049 247200 SH SOLE 247200 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 5954 139141 SH SOLE 124141 0 0 PHOENIX COS INC NEW COM 71902E109 944 290500 SH SOLE 185600 0 0 PHOTRONICS INC NOTE 5.500%10/0 719405AF9 120 100000 PRN SOLE 0 0 0 PIEDMONT NAT GAS INC COM 720186105 680 28400 SH SOLE 28400 0 0 PINNACLE ENTMT INC COM 723456109 5402 530143 SH SOLE 423325 0 0 PINNACLE WEST CAP CORP COM 723484101 223 6808 SH SOLE 6808 0 0 PIPER JAFFRAY COS COM 724078100 12087 253289 SH SOLE 242517 0 0 PLAINS EXPL& PRODTN CO COM 726505100 2774 100286 SH SOLE 100286 0 0 PLANTRONICS INC NEW COM 727493108 4804 179186 SH SOLE 179186 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 19160 534586 SH SOLE 446087 0 0 PLEXUS CORP COM 729132100 367 13918 SH SOLE 13918 0 0 PLUM CREEK TIMBER CO INC COM 729251108 1636 53382 SH SOLE 53382 0 0 PMC-SIERRA INC COM 69344F106 369 38643 SH SOLE 38643 0 0 PNM RES INC COM 69349H107 2799 239634 SH SOLE 239634 0 0 POLARIS INDS INC COM 731068102 10120 248172 SH SOLE 242311 0 0 POLO RALPH LAUREN CORP CL A 731572103 3934 51339 SH SOLE 51339 0 0 POLYONE CORP COM 73179P106 2480 371753 SH SOLE 325644 0 0 POMEROY IT SOLUTIONS INC COM 731822102 882 136717 SH SOLE 136717 0 0 POPULAR INC COM 733174106 6855 2422159 SH SOLE 2422159 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 6736 341568 SH SOLE 285895 0 0 POST PPTYS INC COM 737464107 2580 143319 SH SOLE 114098 0 0 POTLATCH CORP NEW COM 737630103 2159 75874 SH SOLE 62468 0 0 POWELL INDS INC COM 739128106 752 19600 SH SOLE 14100 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 284559 6735136 SH SOLE 6735136 0 0 POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 8470 10722000 PRN SOLE 0 0 0 PPG INDS INC COM 693506107 2218 38100 SH SOLE 38100 0 0 PRE PAID LEGAL SVCS INC COM 740065107 2178 42882 SH SOLE 34382 0 0 PRECISION CASTPARTS CORP COM 740189105 916 8994 SH SOLE 8994 0 0 PREFERRED BK LOS ANGELES CA COM 740367107 221 67811 SH SOLE 51529 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 2323 330031 SH SOLE 241552 0 0 PRICE T ROWE GROUP INC COM 74144T108 1270 27800 SH SOLE 27800 0 0 PRIDE INTL INC DEL COM 74153Q102 765 25123 SH SOLE 25123 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 236 8600 SH SOLE 8600 0 0 PROASSURANCE CORP COM 74267C106 939 17991 SH SOLE 17991 0 0 PROCTER & GAMBLE CO COM 742718109 28795 497149 SH SOLE 497149 0 0 PROGRESS SOFTWARE CORP COM 743312100 960 42400 SH SOLE 37800 0 0 PROGRESSIVE CORP OHIO COM 743315103 342 20600 SH SOLE 20600 0 0 PROLOGIS SH BEN INT 743410102 708 59410 SH SOLE 59410 0 0 PROSPECT ACQUISITION CORP COM 74347T103 1844 186231 SH SOLE 0 0 0 PROTECTIVE LIFE CORP COM 743674103 1428 66669 SH SOLE 66669 0 0 PROVIDENT FINL SVCS INC COM 74386T105 21437 2083312 SH SOLE 1923841 0 0 PRUDENTIAL FINL INC COM 744320102 8030 160899 SH SOLE 160899 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 1485 28933 SH SOLE 23768 0 0 PSS WORLD MED INC COM 69366A100 3791 173671 SH SOLE 173671 0 0 PUBLIC STORAGE COM 74460D109 1514 20120 SH SOLE 20120 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 3754 119391 SH SOLE 119391 0 0 PULTE HOMES INC COM 745867101 1182 107553 SH SOLE 107553 0 0 QIAGEN N V ORD N72482107 2409 113200 SH SOLE 113200 0 0 QLOGIC CORP COM 747277101 2597 150979 SH SOLE 126479 0 0 QUALCOMM INC COM 747525103 555 12339 SH SOLE 12339 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 1053 73299 SH SOLE 59199 0 0 QUANTA SVCS INC COM 74762E102 235 10600 SH SOLE 10600 0 0 QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE2 170 150000 PRN SOLE 0 0 0 QUEST DIAGNOSTICS INC COM 74834L100 4953 94903 SH SOLE 94903 0 0 QUEST SOFTWARE INC COM 74834T103 21721 1289095 SH SOLE 1202262 0 0 QUESTAR CORP COM 748356102 533 14200 SH SOLE 14200 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 3164 573200 SH SOLE 460000 0 0 QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB0 14767 12775000 PRN SOLE 0 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 19395 5090507 SH SOLE 5090507 0 0 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 2220 2200000 PRN SOLE 0 0 0 RADIOSHACK CORP COM 750438103 13566 818688 SH SOLE 801988 0 0 RAIT FINANCIAL TRUST COM 749227104 806 274300 SH SOLE 206748 0 0 RALCORP HLDGS INC NEW COM 751028101 1958 33495 SH SOLE 33495 0 0 RAMBUS INC DEL COM 750917106 992 57000 SH SOLE 57000 0 0 RAMBUS INC DEL NOTE 5.000% 6/1 750917AC0 10647 8775000 PRN SOLE 0 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 763 85506 SH SOLE 60134 0 0 RANGE RES CORP COM 75281A109 1663 33700 SH SOLE 33700 0 0 RAVEN INDS INC COM 754212108 1157 43300 SH SOLE 37400 0 0 RAYONIER INC COM 754907103 2843 69500 SH SOLE 69500 0 0 RAYTHEON CO COM NEW 755111507 28628 596796 SH SOLE 596796 0 0 REALNETWORKS INC COM 75605L104 1300 349542 SH SOLE 281979 0 0 REALTY INCOME CORP COM 756109104 1411 54996 SH SOLE 54996 0 0 RED HAT INC COM 756577102 5733 207429 SH SOLE 207429 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 6056 296564 SH SOLE 239313 0 0 REDWOOD TR INC COM 758075402 2671 172348 SH SOLE 145258 0 0 REGAL BELOIT CORP COM 758750103 699 15282 SH SOLE 15282 0 0 REGAL ENTMT GROUP CL A 758766109 3672 298074 SH SOLE 298074 0 0 REGENCY CTRS CORP COM 758849103 1313 35433 SH SOLE 35433 0 0 REGENERON PHARMACEUTICALS COM 75886F107 432 22400 SH SOLE 22400 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 9781 1575003 SH SOLE 1575003 0 0 REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 5104 4175000 PRN SOLE 0 0 0 REHABCARE GROUP INC COM 759148109 1951 89964 SH SOLE 71432 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 1241 27814 SH SOLE 27814 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 2085 49000 SH SOLE 49000 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 1037 18946 SH SOLE 18946 0 0 RENESOLA LTD SPONS ADS 75971T103 2068 430000 SH SOLE 430000 0 0 RENT A CTR INC NEW COM 76009N100 7045 373132 SH SOLE 354713 0 0 RENTECH INC COM 760112102 49 30306 SH SOLE 30306 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 479 51309 SH SOLE 51309 0 0 REPUBLIC BANCORP KY CL A 760281204 1857 93028 SH SOLE 77028 0 0 REPUBLIC SVCS INC COM 760759100 342 12874 SH SOLE 12874 0 0 RES-CARE INC COM 760943100 234 16500 SH SOLE 13900 0 0 RESEARCH IN MOTION LTD COM 760975102 892 13200 SH SOLE 13200 0 0 RESOURCE CAP CORP COM 76120W302 803 147660 SH SOLE 110660 0 0 RESOURCES CONNECTION INC COM 76122Q105 1246 73016 SH SOLE 70616 0 0 RETALIX LTD ORD M8215W109 155 15358 SH SOLE 15358 0 0 REYNOLDS AMERICAN INC COM 761713106 11582 260156 SH SOLE 260156 0 0 RF MICRODEVICES INC COM 749941100 1661 305983 SH SOLE 238783 0 0 RIGHTNOW TECHNOLOGIES INC COM 76657R106 308 21300 SH SOLE 21300 0 0 RITE AID CORP NOTE 8.500% 5/1 767754BU7 1017 1000000 PRN SOLE 0 0 0 RIVERBED TECHNOLOGY INC COM 768573107 2640 120199 SH SOLE 120199 0 0 ROBBINS & MYERS INC COM 770196103 3829 163075 SH SOLE 163075 0 0 ROBERT HALF INTL INC COM 770323103 6183 247125 SH SOLE 247125 0 0 ROCK-TENN CO CL A 772739207 511 10852 SH SOLE 10852 0 0 ROCKWELL AUTOMATION INC COM 773903109 545 12800 SH SOLE 12800 0 0 ROCKWELL COLLINS INC COM 774341101 452 8897 SH SOLE 8897 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 347 15100 SH SOLE 15100 0 0 ROGERS CORP COM 775133101 4102 136866 SH SOLE 107082 0 0 ROSETTA RESOURCES INC COM 777779307 2644 180011 SH SOLE 157247 0 0 ROSS STORES INC COM 778296103 19698 412346 SH SOLE 412346 0 0 ROWAN COS INC COM 779382100 17002 736973 SH SOLE 736973 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 926 16600 SH SOLE 16600 0 0 RPM INTL INC COM 749685103 2745 148464 SH SOLE 148464 0 0 RRI ENERGY INC COM 74971X107 211 29600 SH SOLE 29600 0 0 RTI INTL METALS INC COM 74973W107 6507 261214 SH SOLE 214679 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 1128 38844 SH SOLE 38844 0 0 RYDER SYS INC COM 783549108 451 11540 SH SOLE 11540 0 0 RYLAND GROUP INC COM 783764103 15329 727522 SH SOLE 671727 0 0 S & T BANCORP INC COM 783859101 313 24129 SH SOLE 16076 0 0 SAFETY INS GROUP INC COM 78648T100 2158 65563 SH SOLE 61432 0 0 SAFEWAY INC COM NEW 786514208 1848 93702 SH SOLE 93702 0 0 SAIA INC COM 78709Y105 234 14564 SH SOLE 14564 0 0 SAIC INC COM 78390X101 7611 433923 SH SOLE 433923 0 0 SAKS INC NOTE 2.000% 3/1 79377WAL2 12570 15183000 PRN SOLE 0 0 0 SAKS INC COM 79377W108 174 25500 SH SOLE 25500 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 83 11700 SH SOLE 11700 0 0 SANDERSON FARMS INC COM 800013104 262 6967 SH SOLE 6967 0 0 SANDISK CORP COM 80004C101 1426 65700 SH SOLE 65700 0 0 SANDRIDGE ENERGY INC COM 80007P307 1310 101100 SH SOLE 101100 0 0 SANMINA SCI CORP COM NEW 800907206 3531 410545 SH SOLE 402680 0 0 SAPIENT CORP COM 803062108 609 75709 SH SOLE 75709 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 5992 603992 SH SOLE 25025 0 0 SARA LEE CORP COM 803111103 22335 2004980 SH SOLE 2004980 0 0 SAUER-DANFOSS INC COM 804137107 977 127400 SH SOLE 106219 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 810 53300 SH SOLE 53300 0 0 SCANA CORP NEW COM 80589M102 433 12400 SH SOLE 12400 0 0 SCANSOURCE INC COM 806037107 2396 84600 SH SOLE 63972 0 0 SCHERING PLOUGH CORP COM 806605101 18394 651100 SH SOLE 651100 0 0 SCHLUMBERGER LTD COM 806857108 3838 64400 SH SOLE 64400 0 0 SCHNITZER STL INDS CL A 806882106 831 15600 SH SOLE 15600 0 0 SCHOLASTIC CORP COM 807066105 8371 343902 SH SOLE 305002 0 0 SCHOOL SPECIALTY INC COM 807863105 1272 53615 SH SOLE 44222 0 0 SCHULMAN A INC COM 808194104 11205 562213 SH SOLE 469151 0 0 SCHWAB CHARLES CORP NEW COM 808513105 438 22865 SH SOLE 22865 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 3748 68954 SH SOLE 52603 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 761 48100 SH SOLE 48100 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 251 5850 SH SOLE 5850 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 3353 447017 SH SOLE 402242 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 344 9300 SH SOLE 9300 0 0 SEACHANGE INTL INC COM 811699107 458 61100 SH SOLE 56600 0 0 SEACOR HOLDINGS INC COM 811904101 5389 66019 SH SOLE 65419 0 0 SEAGATE TECHNOLOGY SHS G7945J104 1356 89143 SH SOLE 89143 0 0 SEALED AIR CORP NEW COM 81211K100 8226 419034 SH SOLE 419034 0 0 SEARS HLDGS CORP COM 812350106 6339 97064 SH SOLE 97064 0 0 SEATTLE GENETICS INC COM 812578102 144 10275 SH SOLE 10275 0 0 SELECTIVE INS GROUP INC COM 816300107 2058 130808 SH SOLE 111544 0 0 SEMPRA ENERGY COM 816851109 648 13000 SH SOLE 13000 0 0 SEMTECH CORP COM 816850101 7179 422071 SH SOLE 407371 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 772 40414 SH SOLE 40414 0 0 SEPRACOR INC COM 817315104 12971 566418 SH SOLE 566018 0 0 SERVICE CORP INTL COM 817565104 3732 532448 SH SOLE 532448 0 0 SHAW GROUP INC COM 820280105 6596 205534 SH SOLE 205534 0 0 SHERWIN WILLIAMS CO COM 824348106 4036 67090 SH SOLE 67090 0 0 SIGA TECHNOLOGIES INC COM 826917106 274 34770 SH SOLE 34770 0 0 SIGMA ALDRICH CORP COM 826552101 610 11300 SH SOLE 11300 0 0 SIGMA DESIGNS INC COM 826565103 337 23200 SH SOLE 23200 0 0 SILGAN HOLDINGS INC COM 827048109 8174 155021 SH SOLE 155021 0 0 SILICON IMAGE INC COM 82705T102 1980 814870 SH SOLE 680070 0 0 SILICON LABORATORIES INC COM 826919102 1463 31554 SH SOLE 31554 0 0 SILVER STD RES INC COM 82823L106 1017 47600 SH SOLE 47600 0 0 SIMON PPTY GROUP INC NEW COM 828806109 2886 41574 SH SOLE 41574 0 0 SINA CORP NOTE 7/1 82922RAB9 6891 4500000 PRN SOLE 0 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 1074 36100 SH SOLE 33100 0 0 SKYWEST INC COM 830879102 23680 1428224 SH SOLE 1361731 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 5905 445991 SH SOLE 445991 0 0 SL GREEN RLTY CORP COM 78440X101 423 9656 SH SOLE 9656 0 0 SLM CORP COM 78442P106 11397 1307000 SH SOLE 1307000 0 0 SMART BALANCE INC COM 83169Y108 155 25300 SH SOLE 25300 0 0 SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 1352 284000 SH SOLE 273100 0 0 SMARTHEAT INC COM 83172F104 1009 85000 SH SOLE 85000 0 0 SMITH A O COM 831865209 6675 175186 SH SOLE 162945 0 0 SMITHFIELD FOODS INC COM 832248108 6036 437415 SH SOLE 437415 0 0 SMUCKER J M CO COM NEW 832696405 1565 29523 SH SOLE 29523 0 0 SNAP ON INC COM 833034101 463 13326 SH SOLE 13326 0 0 SOLERA HOLDINGS INC COM 83421A104 624 20042 SH SOLE 20042 0 0 SOLUTIA INC COM NEW 834376501 1687 145721 SH SOLE 119621 0 0 SOMANETICS CORP COM NEW 834445405 869 53922 SH SOLE 36892 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 1122 106850 SH SOLE 106850 0 0 SONICWALL INC COM 835470105 208 24800 SH SOLE 23700 0 0 SONOCO PRODS CO COM 835495102 4985 181024 SH SOLE 181024 0 0 SONOSITE INC COM 83568G104 3706 140072 SH SOLE 121488 0 0 SONOSITE INC NOTE 3.750% 7/1 83568GAA2 965 1000000 PRN SOLE 0 0 0 SOUTH FINL GROUP INC COM 837841105 409 278085 SH SOLE 219355 0 0 SOUTHERN COPPER CORP COM 84265V105 368 12000 SH SOLE 12000 0 0 SOUTHERN UN CO NEW COM 844030106 1047 50359 SH SOLE 50359 0 0 SOUTHWEST AIRLS CO COM 844741108 616 64200 SH SOLE 64200 0 0 SOUTHWEST GAS CORP COM 844895102 2296 89772 SH SOLE 66679 0 0 SOUTHWESTERN ENERGY CO COM 845467109 945 22147 SH SOLE 22147 0 0 SOVRAN SELF STORAGE INC COM 84610H108 3142 103252 SH SOLE 92920 0 0 SP ACQUISITION HOLDINGS INC COM 78470A104 3216 332225 SH SOLE 27000 0 0 SPARTAN STORES INC COM 846822104 1171 82860 SH SOLE 61791 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 4846 6370000 PRN SOLE 0 0 0 SPARTECH CORP COM NEW 847220209 435 40350 SH SOLE 40350 0 0 SPECIALTY UNDERWRITERS ALLIA COM 84751T309 6189 937775 SH SOLE 937775 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 270 40133 SH SOLE 40133 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1412 78170 SH SOLE 78170 0 0 SPORTS PPTYS ACQUISITION COR COM 84920F107 3878 393340 SH SOLE 35850 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 6958 1761412 SH SOLE 1761412 0 0 SPSS INC COM 78462K102 9521 190608 SH SOLE 186435 0 0 SPX CORP COM 784635104 11404 186126 SH SOLE 186126 0 0 ST JUDE MED INC COM 790849103 1082 27747 SH SOLE 27747 0 0 STAGE STORES INC COM NEW 85254C305 8582 662177 SH SOLE 540236 0 0 STANCORP FINL GROUP INC COM 852891100 3591 88948 SH SOLE 88948 0 0 STANDARD PAC CORP NEW COM 85375C101 930 252095 SH SOLE 200795 0 0 STANDEX INTL CORP COM 854231107 754 38000 SH SOLE 25000 0 0 STANLEY WKS COM 854616109 229 5362 SH SOLE 5362 0 0 STARBUCKS CORP COM 855244109 829 40134 SH SOLE 40134 0 0 STARENT NETWORKS CORP COM 85528P108 835 32858 SH SOLE 32858 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3392 102705 SH SOLE 102705 0 0 STATE STR CORP COM 857477103 4453 84666 SH SOLE 84666 0 0 STEC INC COM 784774101 992 33744 SH SOLE 33744 0 0 STEEL DYNAMICS INC COM 858119100 2259 147237 SH SOLE 147237 0 0 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 474 400000 PRN SOLE 0 0 0 STEELCASE INC CL A 858155203 1779 286438 SH SOLE 262894 0 0 STEINER LEISURE LTD ORD P8744Y102 9396 262741 SH SOLE 220475 0 0 STEMCELLS INC COM 85857R105 187 114647 SH SOLE 114647 0 0 STEPAN CO COM 858586100 203 3372 SH SOLE 1472 0 0 STERICYCLE INC COM 858912108 574 11854 SH SOLE 11854 0 0 STERIS CORP COM 859152100 33203 1090410 SH SOLE 1041190 0 0 STERLING BANCORP COM 859158107 292 40500 SH SOLE 39600 0 0 STERLING BANCSHARES INC COM 858907108 1175 160686 SH SOLE 131252 0 0 STERLING FINL CORP WASH COM 859319105 153 76402 SH SOLE 76402 0 0 STEWART ENTERPRISES INC CL A 860370105 1820 348063 SH SOLE 260153 0 0 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 573 675000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 472 575000 PRN SOLE 0 0 0 STEWART INFORMATION SVCS COR COM 860372101 992 80187 SH SOLE 67820 0 0 STIFEL FINL CORP COM 860630102 255 4636 SH SOLE 4636 0 0 STILLWATER MNG CO COM 86074Q102 662 98500 SH SOLE 76900 0 0 STONE ENERGY CORP COM 861642106 9702 594822 SH SOLE 575022 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 895 345630 SH SOLE 292130 0 0 STRYKER CORP COM 863667101 663 14593 SH SOLE 14593 0 0 STURM RUGER & CO INC COM 864159108 3678 284227 SH SOLE 217027 0 0 SUN COMMUNITIES INC COM 866674104 1101 51179 SH SOLE 37079 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 4802 555838 SH SOLE 462552 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 11905 1309712 SH SOLE 1309712 0 0 SUNAMERICA FCSED ALPHA GRW F COM 867037103 125 10380 SH SOLE 10380 0 0 SUNCOR ENERGY INC NEW COM 867224107 4045 117038 SH SOLE 117038 0 0 SUNOCO INC COM 86764P109 7923 278474 SH SOLE 278474 0 0 SUNPOWER CORP COM CL A 867652109 778 26033 SH SOLE 26033 0 0 SUNPOWER CORP COM CL B 867652307 267 10599 SH SOLE 10599 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 3982 4500000 PRN SOLE 0 0 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 1030 800000 PRN SOLE 0 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 541 76239 SH SOLE 50164 0 0 SUNTRUST BKS INC COM 867914103 620 27500 SH SOLE 27500 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 837 37172 SH SOLE 37172 0 0 SUPERIOR INDS INTL INC COM 868168105 2741 193014 SH SOLE 161350 0 0 SUPERVALU INC COM 868536103 8717 578808 SH SOLE 578808 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 6591 1119024 SH SOLE 1013286 0 0 SVB FINL GROUP COM 78486Q101 596 13773 SH SOLE 13773 0 0 SWIFT ENERGY CO COM 870738101 8954 378130 SH SOLE 344014 0 0 SWS GROUP INC COM 78503N107 3419 237406 SH SOLE 199416 0 0 SXC HEALTH SOLUTIONS CORP COM 78505P100 555 11865 SH SOLE 11865 0 0 SYBASE INC COM 871130100 561 14409 SH SOLE 14409 0 0 SYKES ENTERPRISES INC COM 871237103 1084 52080 SH SOLE 52080 0 0 SYMANTEC CORP COM 871503108 875 53127 SH SOLE 53127 0 0 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 26 25000 PRN SOLE 0 0 0 SYMMETRICOM INC COM 871543104 58 11268 SH SOLE 11268 0 0 SYMMETRY MED INC COM 871546206 114 11000 SH SOLE 11000 0 0 SYNAPTICS INC COM 87157D109 510 20223 SH SOLE 20223 0 0 SYNIVERSE HLDGS INC COM 87163F106 11619 663940 SH SOLE 649040 0 0 SYNOVUS FINL CORP COM 87161C105 794 211800 SH SOLE 211800 0 0 SYSCO CORP COM 871829107 10838 436151 SH SOLE 436151 0 0 SYSTEMAX INC COM 871851101 1126 92845 SH SOLE 88945 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 191 17409 SH SOLE 17409 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1536 137043 SH SOLE 137043 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 10785 8525000 PRN SOLE 0 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 2372 63511 SH SOLE 53342 0 0 TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1 875484AE7 6794 6000000 PRN SOLE 0 0 0 TASER INTL INC COM 87651B104 150 31700 SH SOLE 31700 0 0 TCF FINL CORP COM 872275102 6361 487830 SH SOLE 444052 0 0 TECH DATA CORP COM 878237106 43505 1045549 SH SOLE 979048 0 0 TECHNE CORP COM 878377100 1094 17495 SH SOLE 17495 0 0 TECUMSEH PRODS CO CL A 878895200 780 68835 SH SOLE 51222 0 0 TEEKAY CORPORATION COM Y8564W103 422 19300 SH SOLE 19300 0 0 TEKELEC COM 879101103 4418 268894 SH SOLE 264694 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 863 23977 SH SOLE 23977 0 0 TELEFLEX INC COM 879369106 4143 85764 SH SOLE 85764 0 0 TELEPHONE & DATA SYS INC COM 879433100 3912 126142 SH SOLE 126142 0 0 TELETECH HOLDINGS INC COM 879939106 2054 120400 SH SOLE 95300 0 0 TELLABS INC COM 879664100 3181 459708 SH SOLE 459708 0 0 TEMPLE INLAND INC COM 879868107 369 22487 SH SOLE 22487 0 0 TEMPUR PEDIC INTL INC COM 88023U101 2546 134444 SH SOLE 125544 0 0 TENET HEALTHCARE CORP COM 88033G100 360 61200 SH SOLE 61200 0 0 TENNANT CO COM 880345103 253 8700 SH SOLE 8700 0 0 TERADATA CORP DEL COM 88076W103 11366 413000 SH SOLE 413000 0 0 TERADYNE INC COM 880770102 545 58904 SH SOLE 58904 0 0 TERADYNE INC NOTE 4.500% 3/1 880770AE2 2248 1200000 PRN SOLE 0 0 0 TEREX CORP NEW COM 880779103 2844 137177 SH SOLE 137177 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 19726 13250000 PRN SOLE 0 0 0 TERRA INDS INC COM 880915103 2184 63000 SH SOLE 63000 0 0 TESORO CORP COM 881609101 14113 942110 SH SOLE 942110 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 2727 97763 SH SOLE 82563 0 0 TETRA TECH INC NEW COM 88162G103 1430 53903 SH SOLE 53903 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 965 57323 SH SOLE 46610 0 0 TEXAS INDS INC COM 882491103 739 17600 SH SOLE 17600 0 0 TEXAS INSTRS INC COM 882508104 14434 609276 SH SOLE 609276 0 0 TEXTRON INC COM 883203101 1625 85600 SH SOLE 85600 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 18846 11500000 PRN SOLE 0 0 0 THERAVANCE INC COM 88338T104 216 14769 SH SOLE 14769 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1218 27885 SH SOLE 27885 0 0 THOMAS & BETTS CORP COM 884315102 19162 637025 SH SOLE 637025 0 0 THOR INDS INC COM 885160101 427 13800 SH SOLE 13800 0 0 THORATEC CORP COM NEW 885175307 614 20300 SH SOLE 20300 0 0 THORATEC CORP NOTE 1.380% 5/1 885175AB5 43793 47150000 PRN SOLE 0 0 0 TIBCO SOFTWARE INC COM 88632Q103 31350 3303434 SH SOLE 3106512 0 0 TICKETMASTER ENTMT INC COM 88633P302 286 24481 SH SOLE 19181 0 0 TIDEWATER INC COM 886423102 11883 252346 SH SOLE 252346 0 0 TIERONE CORP COM 88650R108 74 22306 SH SOLE 22306 0 0 TIMBERLAND CO CL A 887100105 22350 1605625 SH SOLE 1454701 0 0 TIME WARNER CABLE INC COM 88732J207 3580 83084 SH SOLE 83084 0 0 TIME WARNER INC COM NEW 887317303 38804 1348298 SH SOLE 1348298 0 0 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 4139 4250000 PRN SOLE 0 0 0 TIMKEN CO COM 887389104 12901 550636 SH SOLE 550636 0 0 TITAN MACHY INC COM 88830R101 135 10800 SH SOLE 10800 0 0 TITANIUM METALS CORP COM NEW 888339207 898 93630 SH SOLE 93630 0 0 TIVO INC COM 888706108 724 69891 SH SOLE 56191 0 0 TJX COS INC NEW COM 872540109 3105 83573 SH SOLE 83573 0 0 TNS INC COM 872960109 621 22656 SH SOLE 21714 0 0 TOLL BROTHERS INC COM 889478103 565 28939 SH SOLE 28939 0 0 TORCHMARK CORP COM 891027104 2468 56828 SH SOLE 56828 0 0 TORO CO COM 891092108 2158 54251 SH SOLE 47194 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 275 4263 SH SOLE 4263 0 0 TOWER GROUP INC COM 891777104 814 33392 SH SOLE 19592 0 0 TRACTOR SUPPLY CO COM 892356106 12217 252321 SH SOLE 244721 0 0 TRADESTATION GROUP INC COM 89267P105 1956 240000 SH SOLE 209300 0 0 TRANSATLANTIC HLDGS INC COM 893521104 919 18316 SH SOLE 18316 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 1213 1250000 PRN SOLE 0 0 0 TRANSOCEAN LTD REG SHS H8817H100 4456 52100 SH SOLE 52100 0 0 TRAVELERS COMPANIES INC COM 89417E109 11613 235889 SH SOLE 235889 0 0 TREDEGAR CORP COM 894650100 4182 288441 SH SOLE 229299 0 0 TREE COM INC COM 894675107 104 13712 SH SOLE 13712 0 0 TREEHOUSE FOODS INC COM 89469A104 3781 106005 SH SOLE 93105 0 0 TREMISIS ENERGY ACQ CORP II COM 89472N101 524 66800 SH SOLE 0 0 0 TREX INC COM 89531P105 212 11635 SH SOLE 11635 0 0 TREX INC NOTE 6.000% 7/0 89531PAA3 4244 4000000 PRN SOLE 0 0 0 TRIAN ACQUISITION I CORP COM 89582E108 3321 341340 SH SOLE 15200 0 0 TRIMBLE NAVIGATION LTD COM 896239100 234 9800 SH SOLE 9800 0 0 TRIPLECROWN ACQUISITION CORP COM 89677G109 5632 580634 SH SOLE 27300 0 0 TRIUMPH GROUP INC NEW COM 896818101 626 13041 SH SOLE 9720 0 0 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 544 500000 PRN SOLE 0 0 0 TRUE RELIGION APPAREL INC COM 89784N104 239 9200 SH SOLE 9200 0 0 TRUEBLUE INC COM 89785X101 7725 549071 SH SOLE 457170 0 0 TRUSTMARK CORP COM 898402102 6552 343957 SH SOLE 288092 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 333 19900 SH SOLE 19900 0 0 TTM TECHNOLOGIES INC COM 87305R109 2147 187141 SH SOLE 146098 0 0 TUPPERWARE BRANDS CORP COM 899896104 14592 365532 SH SOLE 363232 0 0 TUTOR PERINI CORP COM 901109108 411 19300 SH SOLE 19300 0 0 TW TELECOM INC COM 87311L104 343 25530 SH SOLE 25530 0 0 TWEEN BRANDS INC COM 901166108 5516 657441 SH SOLE 646741 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 7727 346800 SH SOLE 346800 0 0 TYCO INTERNATIONAL LTD SHS H89128104 1026 29766 SH SOLE 29766 0 0 TYSON FOODS INC CL A 902494103 3968 314151 SH SOLE 314151 0 0 U S AIRWAYS GROUP INC COM 90341W108 432 92010 SH SOLE 92010 0 0 U S G CORP COM NEW 903293405 522 30400 SH SOLE 30400 0 0 U STORE IT TR COM 91274F104 1317 210773 SH SOLE 162515 0 0 UCBH HOLDINGS INC COM 90262T308 721 901531 SH SOLE 901531 0 0 UDR INC COM 902653104 171 10884 SH SOLE 10884 0 0 UGI CORP NEW COM 902681105 2918 116438 SH SOLE 116438 0 0 UIL HLDG CORP COM 902748102 4687 177624 SH SOLE 146450 0 0 ULTRA PETROLEUM CORP COM 903914109 2796 57100 SH SOLE 57100 0 0 ULTRATECH INC COM 904034105 1238 93541 SH SOLE 74541 0 0 UMB FINL CORP COM 902788108 3866 95600 SH SOLE 88000 0 0 UNDER ARMOUR INC CL A 904311107 637 22900 SH SOLE 22900 0 0 UNION BANKSHARES CORP COM 905399101 304 24444 SH SOLE 24444 0 0 UNION PAC CORP COM 907818108 5445 93317 SH SOLE 93317 0 0 UNISOURCE ENERGY CORP COM 909205106 14315 465517 SH SOLE 390650 0 0 UNIT CORP COM 909218109 231 5600 SH SOLE 5600 0 0 UNITED AMER INDEMNITY LTD CL A 90933T109 612 82876 SH SOLE 53022 0 0 UNITED BANKSHARES INC WEST V COM 909907107 8184 417760 SH SOLE 352851 0 0 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 1078 215504 SH SOLE 215504 0 0 UNITED NAT FOODS INC COM 911163103 593 24785 SH SOLE 24785 0 0 UNITED ONLINE INC COM 911268100 900 111882 SH SOLE 98720 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1530 27100 SH SOLE 27100 0 0 UNITED REFINING ENERGY CORP COM 911360105 4946 497132 SH SOLE 27000 0 0 UNITED RENTALS INC COM 911363109 2506 243280 SH SOLE 203176 0 0 UNITED STATES STL CORP NEW COM 912909108 6188 139474 SH SOLE 139474 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 20169 12675000 PRN SOLE 0 0 0 UNITED STATIONERS INC COM 913004107 7518 157910 SH SOLE 157910 0 0 UNITED TECHNOLOGIES CORP COM 913017109 24330 399308 SH SOLE 399308 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 333 6800 SH SOLE 6800 0 0 UNITED WESTN BANCORP INC COM 913201109 439 110500 SH SOLE 110500 0 0 UNITEDHEALTH GROUP INC COM 91324P102 2083 83183 SH SOLE 83183 0 0 UNITRIN INC COM 913275103 279 14326 SH SOLE 9572 0 0 UNIVERSAL AMERICAN CORP COM 913377107 1217 129200 SH SOLE 86841 0 0 UNIVERSAL CORP VA COM 913456109 3710 88722 SH SOLE 73169 0 0 UNIVERSAL FST PRODS INC COM 913543104 6447 163378 SH SOLE 131145 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 808 24808 SH SOLE 20744 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 11596 187236 SH SOLE 187236 0 0 UNIVERSAL TECHNICAL INST INC COM 913915104 244 12388 SH SOLE 12388 0 0 UNUM GROUP COM 91529Y106 16198 755481 SH SOLE 755481 0 0 URBAN OUTFITTERS INC COM 917047102 1056 34993 SH SOLE 34993 0 0 URS CORP NEW COM 903236107 2966 67941 SH SOLE 67941 0 0 URSTADT BIDDLE PPTYS INS CL A 917286205 605 41465 SH SOLE 33059 0 0 US BANCORP DEL COM NEW 902973304 2109 96467 SH SOLE 96467 0 0 US GOLD CORPORATION COM PAR $0.10 912023207 641 221873 SH SOLE 146273 0 0 USA MOBILITY INC COM 90341G103 1742 135213 SH SOLE 105413 0 0 USEC INC COM 90333E108 2374 506208 SH SOLE 408047 0 0 UTI WORLDWIDE INC ORD G87210103 246 17000 SH SOLE 17000 0 0 V F CORP COM 918204108 869 12000 SH SOLE 12000 0 0 VAALCO ENERGY INC COM NEW 91851C201 8393 1824559 SH SOLE 1534725 0 0 VAIL RESORTS INC COM 91879Q109 678 20200 SH SOLE 20200 0 0 VALE CAP II VALEP 6.75%12 91912F300 5089 72000 SH SOLE 72000 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 6986 248972 SH SOLE 222672 0 0 VALERO ENERGY CORP NEW COM 91913Y100 1849 95336 SH SOLE 95336 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 2456 95190 SH SOLE 95190 0 0 VALLEY NATL BANCORP COM 919794107 1356 110354 SH SOLE 110354 0 0 VALSPAR CORP COM 920355104 1873 68072 SH SOLE 68072 0 0 VALUECLICK INC COM 92046N102 9985 757050 SH SOLE 705250 0 0 VARIAN INC COM 922206107 18227 356972 SH SOLE 345272 0 0 VASCO DATA SEC INTL INC COM 92230Y104 172 23200 SH SOLE 10400 0 0 VECTOR GROUP LTD COM 92240M108 352 22573 SH SOLE 18898 0 0 VECTOR GROUP LTD DBCV 5.750% 6/1 92240MAL2 1005 1000000 PRN SOLE 0 0 0 VEECO INSTRS INC DEL COM 922417100 422 18100 SH SOLE 13900 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 6573 7503000 PRN SOLE 0 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 14627 483202 SH SOLE 483202 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 349 9198 SH SOLE 9198 0 0 VERTEX PHARMACEUTICALS INC NOTE 4.750% 2/1 92532FAM2 415 250000 PRN SOLE 0 0 0 VIACOM INC NEW CL B 92553P201 6793 242249 SH SOLE 242249 0 0 VIAD CORP COM NEW 92552R406 1569 78801 SH SOLE 72906 0 0 VIRGIN MEDIA INC COM 92769L101 303 21800 SH SOLE 21800 0 0 VIRGIN MOBILE USA INC CL A 92769R108 525 104935 SH SOLE 87335 0 0 VIROPHARMA INC COM 928241108 6185 642930 SH SOLE 638130 0 0 VISA INC COM CL A 92826C839 926 13400 SH SOLE 13400 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 9922 1255909 SH SOLE 1132808 0 0 VISTAPRINT N V SHS N93540107 601 11834 SH SOLE 11834 0 0 VIVUS INC COM 928551100 2043 195500 SH SOLE 195500 0 0 VMWARE INC CL A COM 928563402 434 10800 SH SOLE 10800 0 0 VOCUS INC COM 92858J108 393 18800 SH SOLE 18800 0 0 VOLTERRA SEMICONDUCTOR CORP COM 928708106 1942 105700 SH SOLE 75600 0 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 1054 1000000 PRN SOLE 0 0 0 VORNADO RLTY TR SH BEN INT 929042109 1676 26017 SH SOLE 26017 0 0 W & T OFFSHORE INC COM 92922P106 972 83034 SH SOLE 83034 0 0 WABCO HLDGS INC COM 92927K102 4185 199289 SH SOLE 199289 0 0 WABTEC CORP COM 929740108 324 8635 SH SOLE 8635 0 0 WADDELL & REED FINL INC CL A 930059100 262 9210 SH SOLE 9210 0 0 WAL MART STORES INC COM 931142103 23638 481526 SH SOLE 481526 0 0 WALGREEN CO COM 931422109 11320 302096 SH SOLE 302096 0 0 WALTER ENERGY INC COM 93317Q105 2048 34100 SH SOLE 34100 0 0 WALTER INVT MGMT CORP COM 93317W102 365 22802 SH SOLE 14902 0 0 WARNACO GROUP INC COM NEW 934390402 2942 67073 SH SOLE 63573 0 0 WASHINGTON FED INC COM 938824109 1436 85200 SH SOLE 85200 0 0 WASHINGTON POST CO CL B 939640108 329 702 SH SOLE 702 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 3458 120054 SH SOLE 100774 0 0 WASTE CONNECTIONS INC COM 941053100 899 31149 SH SOLE 31149 0 0 WASTE MGMT INC DEL COM 94106L109 30285 1015583 SH SOLE 1015583 0 0 WATERS CORP COM 941848103 4896 87656 SH SOLE 87656 0 0 WATSCO INC COM 942622200 672 12468 SH SOLE 12468 0 0 WATSON PHARMACEUTICALS INC COM 942683103 3542 96675 SH SOLE 96675 0 0 WATSON WYATT WORLDWIDE INC CL A 942712100 2498 57355 SH SOLE 57355 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 8637 285536 SH SOLE 272257 0 0 WAUSAU PAPER CORP COM 943315101 1183 118300 SH SOLE 106500 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 1381 66600 SH SOLE 66600 0 0 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 896 850000 PRN SOLE 0 0 0 WEBSENSE INC COM 947684106 3205 190750 SH SOLE 180050 0 0 WEBSTER FINL CORP CONN COM 947890109 433 34725 SH SOLE 34725 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 211 10600 SH SOLE 10600 0 0 WEIS MKTS INC COM 948849104 301 9428 SH SOLE 7436 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 1306 53000 SH SOLE 41300 0 0 WELLPOINT INC COM 94973V107 9365 197742 SH SOLE 197742 0 0 WELLS FARGO & CO NEW COM 949746101 10813 383696 SH SOLE 383696 0 0 WENDYS ARBYS GROUP INC COM 950587105 1514 320000 SH SOLE 320000 0 0 WERNER ENTERPRISES INC COM 950755108 3040 163181 SH SOLE 158081 0 0 WESBANCO INC COM 950810101 2728 176438 SH SOLE 155721 0 0 WESCO INTL INC COM 95082P105 17481 606975 SH SOLE 568438 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 476 369000 PRN SOLE 0 0 0 WEST PHARMACEUTICAL SVSC INC SDCV 4.000% 3/1 955306AA3 3811 4500000 PRN SOLE 0 0 0 WESTERN DIGITAL CORP COM 958102105 7085 193947 SH SOLE 193947 0 0 WESTERN REFNG INC COM 959319104 5162 800324 SH SOLE 646299 0 0 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 5687 6225000 PRN SOLE 0 0 0 WET SEAL INC CL A 961840105 1046 276600 SH SOLE 215800 0 0 WGL HLDGS INC COM 92924F106 7591 229049 SH SOLE 187931 0 0 WHITING PETE CORP NEW PERP PFD CONV 966387201 2287 15200 SH SOLE 15200 0 0 WHITNEY HLDG CORP COM 966612103 794 83212 SH SOLE 76486 0 0 WILEY JOHN & SONS INC CL A 968223206 627 18014 SH SOLE 18014 0 0 WILLBROS GROUP INC NOTE 2.750% 3/1 969199AC2 18525 17739000 PRN SOLE 0 0 0 WILLBROS GROUP INC DEL COM 969203108 9258 607876 SH SOLE 496493 0 0 WILLIAMS CLAYTON ENERGY INC COM 969490101 1590 52782 SH SOLE 47948 0 0 WILLIAMS COS INC DEL COM 969457100 10305 576683 SH SOLE 576683 0 0 WILLIAMS SONOMA INC COM 969904101 7834 387230 SH SOLE 387230 0 0 WILMINGTON TRUST CORP COM 971807102 785 55257 SH SOLE 44888 0 0 WINDSTREAM CORP COM 97381W104 3585 353858 SH SOLE 353858 0 0 WINN DIXIE STORES INC COM NEW 974280307 6497 495192 SH SOLE 392851 0 0 WINTHROP RLTY TR SH BEN INT NEW 976391300 287 29441 SH SOLE 19441 0 0 WINTRUST FINANCIAL CORP COM 97650W108 3129 111921 SH SOLE 89555 0 0 WISCONSIN ENERGY CORP COM 976657106 1368 30282 SH SOLE 30282 0 0 WMS INDS INC COM 929297109 6651 149250 SH SOLE 149250 0 0 WOLVERINE WORLD WIDE INC COM 978097103 3126 125842 SH SOLE 125842 0 0 WORLD ACCEP CORP DEL COM 981419104 4897 194235 SH SOLE 151276 0 0 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 3192 3650000 PRN SOLE 0 0 0 WORLD FUEL SVCS CORP COM 981475106 4769 99200 SH SOLE 79700 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 1366 97519 SH SOLE 82619 0 0 WORTHINGTON INDS INC COM 981811102 13935 1002531 SH SOLE 941131 0 0 WRIGHT EXPRESS CORP COM 98233Q105 3605 122146 SH SOLE 101646 0 0 WRIGHT MED GROUP INC NOTE 2.625%12/0 98235TAA5 2370 2800000 PRN SOLE 0 0 0 WYETH COM 983024100 27947 575269 SH SOLE 575269 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 5527 338690 SH SOLE 338690 0 0 WYNDHAM WORLDWIDE CORP NOTE 3.500% 5/0 98310WAC2 11304 7942000 PRN SOLE 0 0 0 WYNN RESORTS LTD COM 983134107 418 5900 SH SOLE 5900 0 0 XEROX CORP COM 984121103 1539 198862 SH SOLE 198862 0 0 XILINX INC COM 983919101 3361 143502 SH SOLE 143502 0 0 XL CAP LTD CL A G98255105 395 22605 SH SOLE 22605 0 0 XTO ENERGY INC COM 98385X106 2378 57550 SH SOLE 57550 0 0 YAHOO INC COM 984332106 849 47645 SH SOLE 47645 0 0 YRC WORLDWIDE INC COM 984249102 11015 2475234 SH SOLE 2038384 0 0 YUM BRANDS INC COM 988498101 544 16112 SH SOLE 16112 0 0 ZALE CORP NEW COM 988858106 6392 893934 SH SOLE 727497 0 0 ZENITH NATL INS CORP COM 989390109 2821 91302 SH SOLE 82121 0 0 ZEP INC COM 98944B108 206 12700 SH SOLE 12700 0 0 ZIMMER HLDGS INC COM 98956P102 603 11289 SH SOLE 11289 0 0 ZIONS BANCORPORATION COM 989701107 353 19659 SH SOLE 19659 0 0 ZOLL MED CORP COM 989922109 346 16100 SH SOLE 16100 0 0 ZORAN CORP COM 98975F101 10265 891074 SH SOLE 725619 0 0 ZYGO CORP COM 989855101 92 13505 SH SOLE 10805 0 0
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