-----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, HHn7WkCBZw5dPJE7ACnQLbzq+wTxwQsZ521UNZW7ikiwGbI7Tg7ZCt6Vnsw8dWY3 kvTnbh5QeDIRu7je387hQQ== 0001085146-09-003207.txt : 20090814 0001085146-09-003207.hdr.sgml : 20090814 20090814110956 ACCESSION NUMBER: 0001085146-09-003207 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090814 DATE AS OF CHANGE: 20090814 EFFECTIVENESS DATE: 20090814 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: 091013190 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 aqr2q09.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: June 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 August 07, 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: 1651 Form13F Information Table Value Total: $6,339,891 (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 9850 2091334 SH SOLE 1694038 0 0 3M CO COM 88579Y101 5223 86900 SH SOLE 86900 0 0 99 CENTS ONLY STORES COM 65440K106 2768 203815 SH SOLE 203815 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 591 74273 SH SOLE 74273 0 0 AAON INC COM PAR $0.004 000360206 484 24300 SH SOLE 21900 0 0 AARONS INC COM 002535201 781 26200 SH SOLE 26200 0 0 ABBOTT LABS COM 002824100 17329 368398 SH SOLE 368398 0 0 ABERCROMBIE & FITCH CO CL A 002896207 309 12185 SH SOLE 12185 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 1020 78127 SH SOLE 63565 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 2017 60284 SH SOLE 60284 0 0 ACTEL CORP COM 004934105 112 10400 SH SOLE 10400 0 0 ACTIVISION BLIZZARD INC COM 00507V109 524 41500 SH SOLE 41500 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 13860 14800000 PRN SOLE 0 0 0 ACUITY BRANDS INC COM 00508Y102 7263 258934 SH SOLE 240846 0 0 ACXIOM CORP COM 005125109 12295 1392429 SH SOLE 1263380 0 0 ADMINISTAFF INC COM 007094105 3543 152275 SH SOLE 133646 0 0 ADOBE SYS INC COM 00724F101 212 7500 SH SOLE 7500 0 0 ADTRAN INC COM 00738A106 595 27735 SH SOLE 27735 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 3154 711886 SH SOLE 600889 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 5793 139615 SH SOLE 139615 0 0 ADVANCED ENERGY INDS COM 007973100 519 57750 SH SOLE 48450 0 0 ADVANCED MICRO DEVICES INC COM 007903107 565 145900 SH SOLE 145900 0 0 ADVANCED TECHNOLOGY ACQU COR COM 007556103 5113 629700 SH SOLE 0 0 0 ADVANTA CORP CL B 007942204 125 296523 SH SOLE 235882 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 279 8720 SH SOLE 8720 0 0 AEROPOSTALE COM 007865108 1593 46470 SH SOLE 41070 0 0 AES CORP COM 00130H105 2767 238345 SH SOLE 238345 0 0 AETNA INC NEW COM 00817Y108 4738 189129 SH SOLE 189129 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 6377 143553 SH SOLE 143553 0 0 AFFYMETRIX INC COM 00826T108 3218 542700 SH SOLE 422621 0 0 AFLAC INC COM 001055102 2966 95413 SH SOLE 95413 0 0 AGCO CORP COM 001084102 3884 133620 SH SOLE 133620 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1054 51891 SH SOLE 51891 0 0 AGILYSYS INC COM 00847J105 47 10100 SH SOLE 6900 0 0 AGL RES INC COM 001204106 760 23893 SH SOLE 23893 0 0 AGREE REALTY CORP COM 008492100 329 17952 SH SOLE 12360 0 0 AIR METHODS CORP COM PAR $.06 009128307 640 23400 SH SOLE 16400 0 0 AIRCASTLE LTD COM G0129K104 723 98300 SH SOLE 74000 0 0 AIRGAS INC COM 009363102 349 8600 SH SOLE 8600 0 0 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 6628 6875000 PRN SOLE 0 0 0 AK STL HLDG CORP COM 001547108 2241 116799 SH SOLE 116799 0 0 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 49019 36650000 PRN SOLE 0 0 0 ALASKA AIR GROUP INC COM 011659109 7533 412552 SH SOLE 386463 0 0 ALBANY INTL CORP CL A 012348108 118 10400 SH SOLE 10400 0 0 ALBANY MOLECULAR RESH INC COM 012423109 859 102430 SH SOLE 83530 0 0 ALBERTO CULVER CO NEW COM 013078100 28183 1108262 SH SOLE 1108262 0 0 ALCOA INC COM 013817101 240 23249 SH SOLE 23249 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 703 400000 PRN SOLE 0 0 0 ALEXANDER & BALDWIN INC COM 014482103 374 15971 SH SOLE 15971 0 0 ALEXANDERS INC COM 014752109 239 886 SH SOLE 590 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 999 27900 SH SOLE 27900 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 723 17577 SH SOLE 13077 0 0 ALKERMES INC COM 01642T108 3068 283552 SH SOLE 257552 0 0 ALLEGHENY ENERGY INC COM 017361106 359 14000 SH SOLE 14000 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1942 55600 SH SOLE 55600 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 2210 2000000 PRN SOLE 0 0 0 ALLERGAN INC COM 018490102 371 7800 SH SOLE 7800 0 0 ALLETE INC COM NEW 018522300 1445 50250 SH SOLE 49493 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1170 28401 SH SOLE 28401 0 0 ALLIANCE ONE INTL INC COM 018772103 88 23200 SH SOLE 23200 0 0 ALLIANT ENERGY CORP COM 018802108 7070 270560 SH SOLE 270560 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 5723 69492 SH SOLE 69492 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 1939 1800000 PRN SOLE 0 0 0 ALLIED CAP CORP NEW COM 01903Q108 447 128500 SH SOLE 122200 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 1124 27536 SH SOLE 27536 0 0 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 9109 574349 SH SOLE 552994 0 0 ALLSTATE CORP COM 020002101 1430 58623 SH SOLE 58623 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 620 23600 SH SOLE 23600 0 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 5897 7400000 PRN SOLE 0 0 0 ALTERA CORP COM 021441100 841 51682 SH SOLE 51682 0 0 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 4494 459962 SH SOLE 129798 0 0 ALTRIA GROUP INC COM 02209S103 20117 1227388 SH SOLE 1227388 0 0 ALYST ACQUISTION CORP COM 02263A105 264 53400 SH SOLE 0 0 0 AMB PROPERTY CORP COM 00163T109 549 29177 SH SOLE 29177 0 0 AMCORE FINL INC COM 023912108 87 106252 SH SOLE 95418 0 0 AMDOCS LTD ORD G02602103 225 10500 SH SOLE 10500 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 2428 109453 SH SOLE 88337 0 0 AMERICAN CAP LTD COM 02503Y103 13995 4359700 SH SOLE 4359700 0 0 AMERICAN ELEC PWR INC COM 025537101 8352 289100 SH SOLE 289100 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 524 93900 SH SOLE 81824 0 0 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 15548 21502000 PRN SOLE 0 0 0 AMERICAN EXPRESS CO COM 025816109 2982 128311 SH SOLE 128311 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 8499 393816 SH SOLE 393816 0 0 AMERICAN GREETINGS CORP CL A 026375105 4491 384468 SH SOLE 314435 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 1064 36500 SH SOLE 28362 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 1008 63778 SH SOLE 62578 0 0 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 7276 7500000 PRN SOLE 0 0 0 AMERICAN RAILCAR INDS INC COM 02916P103 804 97368 SH SOLE 59343 0 0 AMERICAN REPROGRAPHICS CO COM 029263100 87 10500 SH SOLE 10500 0 0 AMERICAN TOWER CORP CL A 029912201 353 11200 SH SOLE 11200 0 0 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 2674 4000000 PRN SOLE 0 0 0 AMERICREDIT CORP COM 03060R101 1519 112122 SH SOLE 112122 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 2662 3500000 PRN SOLE 0 0 0 AMERIGROUP CORP COM 03073T102 3310 123263 SH SOLE 116342 0 0 AMERIPRISE FINL INC COM 03076C106 10366 427092 SH SOLE 427092 0 0 AMERISOURCEBERGEN CORP COM 03073E105 19038 1073162 SH SOLE 1073162 0 0 AMGEN INC COM 031162100 28808 544164 SH SOLE 544164 0 0 AMGEN INC NOTE 0.125% 2/0 031162AN0 95 100000 PRN SOLE 0 0 0 AMKOR TECHNOLOGY INC COM 031652100 2730 577248 SH SOLE 440894 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 10403 11500000 PRN SOLE 0 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 2484 389341 SH SOLE 304206 0 0 AMPHENOL CORP NEW CL A 032095101 348 11000 SH SOLE 11000 0 0 AMR CORP COM 001765106 53 13200 SH SOLE 13200 0 0 AMREP CORP NEW COM 032159105 306 27715 SH SOLE 27715 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 2304 202100 SH SOLE 180037 0 0 ANADARKO PETE CORP COM 032511107 5331 117440 SH SOLE 117440 0 0 ANADIGICS INC NOTE 5.000%10/1 032515AD0 723 725000 PRN SOLE 0 0 0 ANALOG DEVICES INC COM 032654105 1143 46112 SH SOLE 46112 0 0 ANCHOR BANCORP WIS INC COM 032839102 60 45800 SH SOLE 45800 0 0 ANDERSONS INC COM 034164103 3186 106400 SH SOLE 93926 0 0 ANIXTER INTL INC NOTE 7/0 035290AG0 1694 2800000 PRN SOLE 0 0 0 ANNALY CAP MGMT INC COM 035710409 2498 165000 SH SOLE 165000 0 0 ANNTAYLOR STORES CORP COM 036115103 3741 468842 SH SOLE 380415 0 0 ANTHRACITE CAP INC COM 037023108 154 248726 SH SOLE 175959 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 1627 225708 SH SOLE 184942 0 0 AON CORP COM 037389103 4738 125116 SH SOLE 125116 0 0 APACHE CORP COM 037411105 9411 130430 SH SOLE 130430 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 158 17833 SH SOLE 17833 0 0 APOGEE ENTERPRISES INC COM 037598109 1552 126200 SH SOLE 111628 0 0 APOLLO GROUP INC CL A 037604105 6064 85263 SH SOLE 85263 0 0 APOLLO INVT CORP COM 03761U106 1735 289215 SH SOLE 240707 0 0 APPLE INC COM 037833100 18811 132070 SH SOLE 132070 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 2007 101864 SH SOLE 101864 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 170 20900 SH SOLE 20900 0 0 AQUA AMERICA INC COM 03836W103 832 46500 SH SOLE 46500 0 0 ARBOR RLTY TR INC COM 038923108 29 16300 SH SOLE 12647 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 5308 4175000 PRN SOLE 0 0 0 ARCH CAP GROUP LTD ORD G0450A105 665 11348 SH SOLE 11348 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 6207 231865 SH SOLE 231865 0 0 ARENA RESOURCES INC COM 040049108 576 18100 SH SOLE 18100 0 0 ARES CAP CORP COM 04010L103 526 65207 SH SOLE 43199 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 1561 55300 SH SOLE 42526 0 0 ARKANSAS BEST CORP DEL COM 040790107 984 37358 SH SOLE 27123 0 0 ARLINGTON ASSET INVT CORP COM 041356106 54 142465 SH SOLE 92064 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 12187 739066 SH SOLE 698850 0 0 ARRIS GROUP INC COM 04269Q100 10591 870990 SH SOLE 849690 0 0 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 3899 4150000 PRN SOLE 0 0 0 ARROW ELECTRS INC COM 042735100 11379 535729 SH SOLE 535729 0 0 ARVINMERITOR INC COM 043353101 323 73510 SH SOLE 52710 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 352 125421 SH SOLE 102144 0 0 ASHLAND INC NEW COM 044209104 2027 72270 SH SOLE 72270 0 0 ASIAINFO HLDGS INC COM 04518A104 817 47500 SH SOLE 35200 0 0 ASM INTL NV NOTE 4.250%12/0 00207DAG7 1009 1100000 PRN SOLE 0 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2362 105734 SH SOLE 90199 0 0 ASSOCIATED BANC CORP COM 045487105 670 53600 SH SOLE 53600 0 0 ASSOCIATED ESTATES RLTY CORP COM 045604105 129 21606 SH SOLE 14606 0 0 ASSURANT INC COM 04621X108 1037 43044 SH SOLE 43044 0 0 ASTORIA FINL CORP COM 046265104 9495 1106627 SH SOLE 1040127 0 0 AT&T INC COM 00206R102 24674 993317 SH SOLE 993317 0 0 ATLANTIC TELE NETWORK INC COM NEW 049079205 346 8800 SH SOLE 8800 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 4435 191242 SH SOLE 159993 0 0 ATLAS ENERGY RESOURCES LLC COM 049303100 217 10600 SH SOLE 10600 0 0 ATMEL CORP COM 049513104 5286 1417081 SH SOLE 1417081 0 0 ATMOS ENERGY CORP COM 049560105 1663 66420 SH SOLE 66420 0 0 ATP OIL & GAS CORP COM 00208J108 633 90900 SH SOLE 73382 0 0 AUTODESK INC COM 052769106 1481 78015 SH SOLE 78015 0 0 AUTOLIV INC COM 052800109 978 33988 SH SOLE 33988 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 11254 317552 SH SOLE 317552 0 0 AUTONATION INC COM 05329W102 10045 578982 SH SOLE 578982 0 0 AUTOZONE INC COM 053332102 4315 28553 SH SOLE 28553 0 0 AVALONBAY CMNTYS INC COM 053484101 1039 18576 SH SOLE 18576 0 0 AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 9765 11450000 PRN SOLE 0 0 0 AVERY DENNISON CORP COM 053611109 467 18200 SH SOLE 18200 0 0 AVID TECHNOLOGY INC COM 05367P100 158 11800 SH SOLE 11800 0 0 AVIS BUDGET GROUP COM 053774105 262 46286 SH SOLE 36586 0 0 AVISTA CORP COM 05379B107 5553 311767 SH SOLE 311767 0 0 AVNET INC COM 053807103 5792 275407 SH SOLE 275407 0 0 AVOCENT CORP COM 053893103 6201 444204 SH SOLE 382851 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 110 238527 SH SOLE 200427 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 496 18943 SH SOLE 18943 0 0 AXSYS TECHNOLOGIES INC COM 054615109 4703 87670 SH SOLE 87670 0 0 B & G FOODS INC NEW CL A 05508R106 511 60800 SH SOLE 60800 0 0 BAKER MICHAEL CORP COM 057149106 2775 65500 SH SOLE 53872 0 0 BALL CORP COM 058498106 674 14931 SH SOLE 14931 0 0 BALLY TECHNOLOGIES INC COM 05874B107 1064 35572 SH SOLE 35572 0 0 BANCO LATINOAMERICANO DE EXP CL E P16994132 323 26000 SH SOLE 26000 0 0 BANK HAWAII CORP COM 062540109 11920 332688 SH SOLE 286594 0 0 BANK MUTUAL CORP NEW COM 063750103 2379 272876 SH SOLE 243000 0 0 BANK OF AMERICA CORPORATION COM 060505104 24358 1845312 SH SOLE 1845312 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 4614 157437 SH SOLE 157437 0 0 BANK OF THE OZARKS INC COM 063904106 247 11400 SH SOLE 11400 0 0 BARD C R 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144919 SH SOLE 109713 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1237 23725 SH SOLE 23725 0 0 CA INC COM 12673P105 3822 219263 SH SOLE 219263 0 0 CABOT CORP COM 127055101 224 17800 SH SOLE 17800 0 0 CABOT OIL & GAS CORP COM 127097103 340 11091 SH SOLE 11091 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 402 68196 SH SOLE 68196 0 0 CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 1161 1525000 PRN SOLE 0 0 0 CAL MAINE FOODS INC COM NEW 128030202 2256 90395 SH SOLE 90395 0 0 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 420 31603 SH SOLE 28703 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 483 13100 SH SOLE 7200 0 0 CALLAWAY GOLF CO COM 131193104 1383 272811 SH SOLE 272811 0 0 CALLON PETE CO DEL COM 13123X102 112 56627 SH SOLE 42318 0 0 CAMBREX CORP COM 132011107 54 13120 SH SOLE 13120 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 4014 141834 SH SOLE 141834 0 0 CAMPBELL SOUP CO COM 134429109 1406 47785 SH SOLE 47785 0 0 CANDELA CORP COM 136907102 24 22841 SH SOLE 22841 0 0 CAPITAL ONE FINL CORP COM 14040H105 2581 117978 SH SOLE 117978 0 0 CAPITAL TRUST INC MD CL A NEW 14052H506 41 28000 SH SOLE 28000 0 0 CAPITALSOURCE INC COM 14055X102 5436 1113866 SH SOLE 1113866 0 0 CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 6035 8500000 PRN SOLE 0 0 0 CAPITOL ACQUISITION CORP DEL COM 14055E104 3249 333536 SH SOLE 27100 0 0 CAPLEASE INC COM 140288101 186 67549 SH SOLE 39377 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 2048 161131 SH SOLE 134121 0 0 CARBO CERAMICS INC COM 140781105 10353 302707 SH SOLE 286307 0 0 CARE INVESTMENT TRUST INC COM 141657106 109 20956 SH SOLE 18550 0 0 CAREER EDUCATION CORP COM 141665109 10226 410853 SH SOLE 402253 0 0 CARLISLE COS INC COM 142339100 1572 65411 SH SOLE 65411 0 0 CARMAX INC COM 143130102 1107 75300 SH SOLE 75300 0 0 CARNIVAL CORP PAIRED CTF 143658300 830 32200 SH SOLE 32200 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 18793 903057 SH SOLE 861831 0 0 CARTER INC COM 146229109 8766 356201 SH SOLE 334601 0 0 CASEYS GEN STORES INC COM 147528103 2670 103942 SH 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SH SOLE 30360 0 0 CHARLES RIVER ASSOCIATES DBCV 2.875% 6/1 159852AB8 28940 29650000 PRN SOLE 0 0 0 CHARLOTTE RUSSE HLDG INC COM 161048103 1593 123695 SH SOLE 113359 0 0 CHARMING SHOPPES INC COM 161133103 967 260026 SH SOLE 260026 0 0 CHART INDS INC COM PAR $0.01 16115Q308 1928 106063 SH SOLE 78683 0 0 CHATTEM INC COM 162456107 695 10200 SH SOLE 6200 0 0 CHEESECAKE FACTORY INC COM 163072101 1130 65311 SH SOLE 42911 0 0 CHEMED CORP NEW COM 16359R103 2983 75554 SH SOLE 75554 0 0 CHEMICAL FINL CORP COM 163731102 1373 68951 SH SOLE 56020 0 0 CHESAPEAKE ENERGY CORP COM 165167107 702 35400 SH SOLE 35400 0 0 CHEVRON CORP NEW COM 166764100 46181 697077 SH SOLE 697077 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 6518 246620 SH SOLE 235260 0 0 CHIMERA INVT CORP COM 16934Q109 948 271739 SH SOLE 252902 0 0 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 3326 5250000 PRN SOLE 0 0 0 CHIPOTLE MEXICAN GRILL INC CL A 169656105 392 4900 SH SOLE 4900 0 0 CHIQUITA BRANDS INTL INC COM 170032809 11677 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364456 0 0 CITY HLDG CO COM 177835105 5022 165420 SH SOLE 136152 0 0 CITY NATL CORP COM 178566105 250 6800 SH SOLE 6800 0 0 CKE RESTAURANTS INC COM 12561E105 1052 124000 SH SOLE 94400 0 0 CKX INC COM 12562M106 184 25982 SH SOLE 15682 0 0 CLEAN HARBORS INC COM 184496107 1666 30861 SH SOLE 23961 0 0 CLEARWATER PAPER CORP COM 18538R103 389 15391 SH SOLE 15391 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 1286 52555 SH SOLE 52555 0 0 CME GROUP INC COM 12572Q105 9053 29100 SH SOLE 29100 0 0 CMS ENERGY CORP COM 125896100 10001 827901 SH SOLE 827901 0 0 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 511 500000 PRN SOLE 0 0 0 CMS ENERGY CORP NOTE 3.375% 7/1 125896AY6 8109 6750000 PRN SOLE 0 0 0 CNA FINL CORP COM 126117100 9226 596371 SH SOLE 596371 0 0 COCA COLA CO COM 191216100 20054 417873 SH SOLE 417873 0 0 COCA COLA ENTERPRISES INC COM 191219104 2678 160833 SH SOLE 160833 0 0 COEUR D ALENE MINES CORP IDA COM NEW 192108504 2490 202423 SH SOLE 137646 0 0 COGNEX CORP COM 192422103 1987 140600 SH SOLE 95900 0 0 COGO GROUP INC COM 192448108 537 90000 SH SOLE 83109 0 0 COHERENT INC COM 192479103 1739 84100 SH SOLE 64650 0 0 COLE KENNETH PRODTNS INC CL A 193294105 87 12400 SH SOLE 12400 0 0 COLGATE PALMOLIVE CO COM 194162103 6795 96053 SH SOLE 96053 0 0 COLONIAL BANCGROUP INC COM 195493309 1177 1898058 SH SOLE 1716219 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 893 120719 SH SOLE 100507 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 1098 35500 SH SOLE 35200 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 624 49320 SH SOLE 45120 0 0 COMCAST CORP NEW CL A 20030N101 19631 1354777 SH SOLE 1354777 0 0 COMERICA INC COM 200340107 2862 135322 SH SOLE 135322 0 0 COMFORT SYS USA INC COM 199908104 4987 486565 SH SOLE 398315 0 0 COMMERCE BANCSHARES INC COM 200525103 280 8800 SH SOLE 8800 0 0 COMMERCIAL METALS CO COM 201723103 1090 68000 SH SOLE 68000 0 0 COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 9726 8550000 PRN SOLE 0 0 0 COMMUNITY BANCORP NEV COM 20343T100 39 42072 SH SOLE 33695 0 0 COMMUNITY BK SYS INC COM 203607106 826 56700 SH SOLE 47816 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 3291 130353 SH SOLE 130353 0 0 COMMUNITY TR BANCORP INC COM 204149108 532 19900 SH SOLE 19900 0 0 COMMVAULT SYSTEMS INC COM 204166102 282 17000 SH SOLE 17000 0 0 COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 610 11500 SH SOLE 11500 0 0 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 724 89529 SH SOLE 61960 0 0 COMPASS MINERALS INTL INC COM 20451N101 2136 38893 SH SOLE 38893 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 2844 447095 SH SOLE 447095 0 0 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 3478 10500000 PRN SOLE 0 0 0 COMPUTER SCIENCES CORP COM 205363104 17824 402351 SH SOLE 402351 0 0 COMPUWARE CORP COM 205638109 13712 1998761 SH SOLE 1989261 0 0 COMSTOCK RES INC COM NEW 205768203 4669 141283 SH SOLE 138583 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 564 17686 SH SOLE 17686 0 0 CONAGRA FOODS INC COM 205887102 8580 450159 SH SOLE 450159 0 0 CONMED CORP COM 207410101 4657 300082 SH SOLE 275158 0 0 CONOCOPHILLIPS COM 20825C104 23876 567658 SH SOLE 567658 0 0 CONSECO INC COM NEW 208464883 3675 1550808 SH SOLE 1410141 0 0 CONSOL ENERGY INC COM 20854P109 706 20800 SH SOLE 20800 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 324 18604 SH SOLE 14282 0 0 CONSTELLATION BRANDS INC CL A 21036P108 10105 796939 SH SOLE 796939 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 314 11803 SH SOLE 11803 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 2509 59056 SH SOLE 59056 0 0 CONTINENTAL AIRLS INC CL B 210795308 157 17711 SH SOLE 17711 0 0 CONVERGYS CORP COM 212485106 6859 739133 SH SOLE 698348 0 0 COOPER COS INC COM NEW 216648402 631 25500 SH SOLE 25500 0 0 COOPER INDS LTD CL A G24182100 603 19434 SH SOLE 19434 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 1028 1000000 PRN SOLE 0 0 0 CORE LABORATORIES N V COM N22717107 218 2500 SH SOLE 2500 0 0 CORN PRODS INTL INC COM 219023108 311 11600 SH SOLE 11600 0 0 CORNING INC COM 219350105 3072 191300 SH SOLE 191300 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 267 12862 SH SOLE 12862 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 2281 77761 SH SOLE 68424 0 0 COSTCO WHSL CORP NEW COM 22160K105 297 6506 SH SOLE 6506 0 0 COUGAR BIOTECHNOLOGY INC COM 222083107 6385 148631 SH SOLE 146831 0 0 COUSINS PPTYS INC COM 222795106 937 110191 SH SOLE 90947 0 0 COVANTA HLDG CORP COM 22282E102 270 15900 SH SOLE 15900 0 0 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 1864 2150000 PRN SOLE 0 0 0 COVENTRY HEALTH CARE INC COM 222862104 1919 102542 SH SOLE 102542 0 0 COVIDIEN PLC SHS G2554F105 228 6100 SH SOLE 6100 0 0 CRA INTL INC COM 12618T105 5707 205600 SH SOLE 174837 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 413 14814 SH SOLE 7443 0 0 CRANE CO COM 224399105 14185 635812 SH SOLE 617328 0 0 CRAY INC COM NEW 225223304 111 14060 SH SOLE 14060 0 0 CREE INC COM 225447101 206 7000 SH SOLE 7000 0 0 CROWN HOLDINGS INC COM 228368106 5665 234669 SH SOLE 234669 0 0 CRYOLIFE INC COM 228903100 114 20640 SH SOLE 15240 0 0 CSG SYS INTL INC COM 126349109 5061 382242 SH SOLE 354422 0 0 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 17825 20100000 PRN SOLE 0 0 0 CSS INDS INC COM 125906107 1363 66859 SH SOLE 49059 0 0 CSX CORP COM 126408103 11488 331742 SH SOLE 331742 0 0 CTS CORP COM 126501105 698 106600 SH SOLE 80185 0 0 CUBIC CORP COM 229669106 7778 217320 SH SOLE 179272 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 1867 101880 SH SOLE 101880 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 984 1150000 PRN SOLE 0 0 0 CULLEN FROST BANKERS INC COM 229899109 212 4600 SH SOLE 4600 0 0 CUMMINS INC COM 231021106 985 27965 SH SOLE 27965 0 0 CURAGEN CORP COM 23126R101 729 506255 SH SOLE 506255 0 0 CVB FINL CORP COM 126600105 4711 789118 SH SOLE 649221 0 0 CVR ENERGY INC COM 12662P108 535 72979 SH SOLE 38892 0 0 CVS CAREMARK CORPORATION COM 126650100 3932 123363 SH SOLE 123363 0 0 CYBERONICS INC COM 23251P102 1350 81200 SH SOLE 51500 0 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 158 16800 SH SOLE 16800 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 158 17193 SH SOLE 17193 0 0 CYTEC INDS INC COM 232820100 462 24800 SH SOLE 24800 0 0 D & E COMMUNICATIONS INC COM 232860106 1246 121763 SH SOLE 121763 0 0 D R HORTON INC COM 23331A109 1746 186499 SH SOLE 186499 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 8105 8425000 PRN SOLE 0 0 0 DAKTRONICS INC COM 234264109 1552 201600 SH SOLE 148687 0 0 DANAHER CORP DEL COM 235851102 2261 36627 SH SOLE 36627 0 0 DARDEN RESTAURANTS INC COM 237194105 4971 150731 SH SOLE 150731 0 0 DARLING INTL INC COM 237266101 1944 294482 SH SOLE 225882 0 0 DATA DOMAIN INC COM 23767P109 7472 224059 SH SOLE 217959 0 0 DAVITA INC COM 23918K108 208 4214 SH SOLE 4214 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 1612 394987 SH SOLE 317458 0 0 DEAN FOODS CO NEW COM 242370104 11612 605100 SH SOLE 605100 0 0 DECKERS OUTDOOR CORP COM 243537107 264 3758 SH SOLE 3758 0 0 DECODE GENETICS INC NOTE 3.500% 4/1 243586AB0 137 1975000 PRN SOLE 0 0 0 DEERE & CO COM 244199105 1115 27900 SH SOLE 27900 0 0 DEL MONTE FOODS CO COM 24522P103 18976 2023059 SH SOLE 1728900 0 0 DELL INC COM 24702R101 1405 102322 SH SOLE 102322 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 1089 188134 SH SOLE 188134 0 0 DELTA PETE CORP COM NEW 247907207 905 468900 SH SOLE 468900 0 0 DELTA PETE CORP NOTE 3.750% 5/0 247907AD0 1575 2500000 PRN SOLE 0 0 0 DELUXE CORP COM 248019101 4483 349942 SH SOLE 349942 0 0 DENDREON CORP COM 24823Q107 842 33900 SH SOLE 32000 0 0 DENNYS CORP COM 24869P104 75 34900 SH SOLE 34900 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1791 366988 SH SOLE 321857 0 0 DEVON ENERGY CORP NEW COM 25179M103 5946 109109 SH SOLE 109109 0 0 DEXCOM INC NOTE 4.750% 3/1 252131AD9 3139 3500000 PRN SOLE 0 0 0 DIAMOND FOODS INC COM 252603105 787 28210 SH SOLE 23000 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 849 10220 SH SOLE 10220 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 1300 207680 SH SOLE 166988 0 0 DIGITAL RIV INC COM 25388B104 2653 73044 SH SOLE 67044 0 0 DILLARDS INC CL A 254067101 816 88700 SH SOLE 75250 0 0 DIME CMNTY BANCSHARES COM 253922108 328 35971 SH SOLE 26623 0 0 DIRECTV GROUP INC COM 25459L106 1270 51398 SH SOLE 51398 0 0 DISCOVER FINL SVCS COM 254709108 2502 243654 SH SOLE 243654 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 733 35700 SH SOLE 35700 0 0 DISH NETWORK CORP CL A 25470M109 8375 516668 SH SOLE 516668 0 0 DISNEY WALT CO COM DISNEY 254687106 4012 171955 SH SOLE 171955 0 0 DOLBY LABORATORIES INC COM 25659T107 635 17026 SH SOLE 17026 0 0 DOLLAR FINL CORP COM 256664103 618 44800 SH SOLE 31000 0 0 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 568 825000 PRN SOLE 0 0 0 DOLLAR TREE INC COM 256746108 6904 164000 SH SOLE 164000 0 0 DOMINOS PIZZA INC COM 25754A201 678 90488 SH SOLE 83596 0 0 DOMTAR CORP COM NEW 257559203 186 11235 SH SOLE 11235 0 0 DONNELLEY R R & SONS CO COM 257867101 3103 267065 SH SOLE 267065 0 0 DOUGLAS EMMETT INC COM 25960P109 114 12700 SH SOLE 12700 0 0 DOVER CORP COM 260003108 10730 324259 SH SOLE 324259 0 0 DOW CHEM CO COM 260543103 3178 196873 SH SOLE 196873 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 3894 183763 SH SOLE 183763 0 0 DRESS BARN INC COM 261570105 992 69350 SH SOLE 53150 0 0 DRESS BARN INC NOTE 2.500%12/1 261570AB1 24766 17250000 PRN SOLE 0 0 0 DRESSER-RAND GROUP INC COM 261608103 9492 363679 SH SOLE 363679 0 0 DRIL-QUIP INC COM 262037104 512 13446 SH SOLE 13446 0 0 DST SYS INC DEL COM 233326107 1382 37405 SH SOLE 37405 0 0 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 11414 11525000 PRN SOLE 0 0 0 DST SYS INC DEL DBCV 8/1 233326AD9 1919 2150000 PRN SOLE 0 0 0 DSW INC CL A 23334L102 581 59000 SH SOLE 59000 0 0 DTE ENERGY CO COM 233331107 596 18619 SH SOLE 18619 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 2490 97200 SH SOLE 97200 0 0 DUCOMMUN INC DEL COM 264147109 2127 113192 SH SOLE 108528 0 0 DUKE REALTY CORP COM NEW 264411505 294 33557 SH SOLE 33557 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 9173 112953 SH SOLE 112953 0 0 DURECT CORP COM 266605104 32 13603 SH SOLE 13603 0 0 DYCOM INDS INC COM 267475101 930 84000 SH SOLE 56568 0 0 DYNEGY INC DEL CL A 26817G102 67 29700 SH SOLE 29700 0 0 E M C CORP MASS COM 268648102 3141 239782 SH SOLE 239782 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 1299 1250000 PRN SOLE 0 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 7149 7000000 PRN SOLE 0 0 0 EARTHLINK INC COM 270321102 17633 2379610 SH SOLE 2227785 0 0 EARTHLINK INC NOTE 3.250%11/1 270321AA0 14496 14500000 PRN SOLE 0 0 0 EAST WEST BANCORP INC COM 27579R104 1905 293536 SH SOLE 292336 0 0 EASTGROUP PPTY INC COM 277276101 1365 41330 SH SOLE 32623 0 0 EASTMAN CHEM CO COM 277432100 2070 54606 SH SOLE 54606 0 0 EASTMAN KODAK CO COM 277461109 6678 2256178 SH SOLE 2148142 0 0 EATON CORP COM 278058102 298 6685 SH SOLE 6685 0 0 EATON VANCE CORP COM NON VTG 278265103 463 17300 SH SOLE 17300 0 0 EBAY INC COM 278642103 4744 276918 SH SOLE 276918 0 0 EDISON INTL COM 281020107 5651 179617 SH SOLE 179617 0 0 EDUCATION RLTY TR INC COM 28140H104 212 49411 SH SOLE 33697 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1384 20350 SH SOLE 20350 0 0 EL PASO CORP COM 28336L109 5796 627903 SH SOLE 627903 0 0 EL PASO ELEC CO COM NEW 283677854 8732 625534 SH SOLE 578684 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 209 19600 SH SOLE 19600 0 0 ELIZABETH ARDEN INC COM 28660G106 342 39131 SH SOLE 35231 0 0 EMBARQ CORP COM 29078E105 13120 311929 SH SOLE 311929 0 0 EMCOR GROUP INC COM 29084Q100 20916 1039542 SH SOLE 980802 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 6921 187977 SH SOLE 150607 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 2378 165950 SH SOLE 133599 0 0 EMERSON ELEC CO COM 291011104 3310 102155 SH SOLE 102155 0 0 EMPLOYERS HOLDINGS INC COM 292218104 275 20300 SH SOLE 12330 0 0 EMULEX CORP COM NEW 292475209 5869 600056 SH SOLE 545616 0 0 EN POINTE TECHNOLOGIES INC COM 29247F108 164 72760 SH SOLE 72760 0 0 ENCORE ACQUISITION CO COM 29255W100 1011 32775 SH SOLE 32775 0 0 ENCORE CAP GROUP INC NOTE 3.375% 9/1 292554AB8 13750 14925000 PRN SOLE 0 0 0 ENCORE WIRE CORP COM 292562105 3965 185700 SH SOLE 153453 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 7802 435376 SH SOLE 435376 0 0 ENDOCARE INC COM NEW 29264P203 529 401078 SH SOLE 401078 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 497 16949 SH SOLE 16949 0 0 ENERGEN CORP COM 29265N108 3369 84435 SH SOLE 84435 0 0 ENERGYSOLUTIONS INC COM 292756202 889 96600 SH SOLE 68700 0 0 ENERSYS COM 29275Y102 1037 57000 SH SOLE 57000 0 0 ENPRO INDS INC COM 29355X107 5823 323300 SH SOLE 255498 0 0 ENPRO INDS INC DBCV 3.937%10/1 29355XAB3 4114 5417000 PRN SOLE 0 0 0 ENSCO INTL INC COM 26874Q100 2874 82424 SH SOLE 82424 0 0 ENTEGRIS INC COM 29362U104 917 337011 SH SOLE 213900 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1628 1064104 SH SOLE 905425 0 0 ENTERPRISE ACQUISITION CORP COM 29365R108 1282 131400 SH SOLE 42000 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 1753 85121 SH SOLE 70183 0 0 ENTRUST INC COM 293848107 2132 1177786 SH SOLE 1162986 0 0 EOG RES INC COM 26875P101 2674 39367 SH SOLE 39367 0 0 EPICOR SOFTWARE CORP COM 29426L108 1175 221641 SH SOLE 179328 0 0 EQUIFAX INC COM 294429105 752 28800 SH SOLE 28800 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 2031 1900000 PRN SOLE 0 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 462 12433 SH SOLE 9204 0 0 EQUITY ONE COM 294752100 1006 75900 SH SOLE 62400 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 1429 64301 SH SOLE 64301 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 515 83000 SH SOLE 56400 0 0 ESSEX PPTY TR INC COM 297178105 1276 20500 SH SOLE 20500 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 6679 246723 SH SOLE 234453 0 0 ETRIALS WORLDWIDE INC COM 29786P103 732 326960 SH SOLE 326960 0 0 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 13382 15350000 PRN SOLE 0 0 0 EXCO RESOURCES INC COM 269279402 593 45917 SH SOLE 45917 0 0 EXELON CORP COM 30161N101 1760 34359 SH SOLE 34359 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 4453 1193839 SH SOLE 988448 0 0 EXPEDITORS INTL WASH INC COM 302130109 404 12103 SH SOLE 12103 0 0 EXPONENT INC COM 30214U102 895 36500 SH SOLE 32900 0 0 EXPRESS SCRIPTS INC COM 302182100 342 4979 SH SOLE 4979 0 0 EXTERRAN HLDGS INC COM 30225X103 764 47625 SH SOLE 47625 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 2887 3100000 PRN SOLE 0 0 0 EXTRA SPACE STORAGE INC COM 30225T102 1646 197138 SH SOLE 161545 0 0 EXXON MOBIL CORP COM 30231G102 85934 1229205 SH SOLE 1229205 0 0 F M C CORP COM NEW 302491303 393 8313 SH SOLE 8313 0 0 F5 NETWORKS INC COM 315616102 400 11563 SH SOLE 11563 0 0 FACTSET RESH SYS INC COM 303075105 603 12100 SH SOLE 12100 0 0 FAIR ISAAC CORP COM 303250104 3231 208993 SH SOLE 204568 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 571 81719 SH SOLE 81719 0 0 FAIRPOINT COMMUNICATIONS INC COM 305560104 25 41900 SH SOLE 3500 0 0 FAMILY DLR STORES INC COM 307000109 16540 584455 SH SOLE 584455 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 593 11511 SH SOLE 11511 0 0 FEDERAL SIGNAL CORP COM 313855108 1334 174400 SH SOLE 124067 0 0 FEDERATED INVS INC PA CL B 314211103 628 26083 SH SOLE 26083 0 0 FEDEX CORP COM 31428X106 3519 63266 SH SOLE 63266 0 0 FEI CO COM 30241L109 7243 316306 SH SOLE 316306 0 0 FELCOR LODGING TR INC COM 31430F101 300 121792 SH SOLE 101560 0 0 FERRO CORP COM 315405100 207 75100 SH SOLE 50974 0 0 FIBERNET TELECOM GRP INC COM PAR $0.001 315653402 2087 168000 SH SOLE 168000 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 655 48400 SH SOLE 48400 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 5466 273823 SH SOLE 273823 0 0 FINISH LINE INC CL A 317923100 3965 534308 SH SOLE 414082 0 0 FIRST AMERN CORP CALIF COM 318522307 852 32900 SH SOLE 32900 0 0 FIRST BANCORP P R COM 318672102 113 28700 SH SOLE 28700 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 449 3358 SH SOLE 3010 0 0 FIRST FINL BANCORP OH COM 320209109 465 61861 SH SOLE 53400 0 0 FIRST FINL BANKSHARES COM 32020R109 448 8900 SH SOLE 8900 0 0 FIRST FINL HLDGS INC COM 320239106 293 31185 SH SOLE 25222 0 0 FIRST HORIZON NATL CORP COM 320517105 1778 148152 SH SOLE 148152 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 652 149974 SH SOLE 116053 0 0 FIRST MARBLEHEAD CORP COM 320771108 512 253242 SH SOLE 253242 0 0 FIRST MERCHANTS CORP COM 320817109 305 37926 SH SOLE 32900 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 5216 713546 SH SOLE 613041 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 5868 513869 SH SOLE 493611 0 0 FIRST POTOMAC RLTY TR COM 33610F109 590 60530 SH SOLE 48506 0 0 FIRSTENERGY CORP COM 337932107 2403 62001 SH SOLE 62001 0 0 FIRSTMERIT CORP COM 337915102 2980 175493 SH SOLE 149403 0 0 FISERV INC COM 337738108 5907 129247 SH SOLE 129247 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 49 25600 SH SOLE 25600 0 0 FLAGSTAR BANCORP INC COM 337930101 97 143254 SH SOLE 100754 0 0 FLAGSTONE REINSURANCE HLDGS SHS G3529T105 442 42920 SH SOLE 42920 0 0 FLIR SYS INC COM 302445101 5303 235052 SH SOLE 235052 0 0 FLOWERS FOODS INC COM 343498101 1072 49070 SH SOLE 42812 0 0 FLOWSERVE CORP COM 34354P105 2028 29057 SH SOLE 29057 0 0 FLUOR CORP NEW COM 343412102 2430 47387 SH SOLE 47387 0 0 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 924 500000 PRN SOLE 0 0 0 FLUSHING FINL CORP COM 343873105 962 102900 SH SOLE 93100 0 0 FMC TECHNOLOGIES INC COM 30249U101 2406 64031 SH SOLE 64031 0 0 FOOT LOCKER INC COM 344849104 23994 2291645 SH SOLE 2141934 0 0 FORCE PROTECTION INC COM NEW 345203202 106 12000 SH SOLE 12000 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 409 61900 SH SOLE 61900 0 0 FOREST LABS INC COM 345838106 13662 544100 SH SOLE 544100 0 0 FORRESTER RESH INC COM 346563109 282 11500 SH SOLE 11500 0 0 FORTRESS INVESTMENT GROUP LL CL A 34958B106 127 37199 SH SOLE 37199 0 0 FORTUNE BRANDS INC COM 349631101 3273 94200 SH SOLE 94200 0 0 FOSSIL INC COM 349882100 386 16032 SH SOLE 16032 0 0 FOSTER L B CO COM 350060109 3568 118673 SH SOLE 90194 0 0 FOSTER WHEELER AG COM H27178104 987 41564 SH SOLE 41564 0 0 FOUNDATION COAL HLDGS INC COM 35039W100 12873 457937 SH SOLE 457937 0 0 FPL GROUP INC COM 302571104 444 7800 SH SOLE 7800 0 0 FRANKLIN RES INC COM 354613101 1048 14552 SH SOLE 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INC COM 365558105 549 21828 SH SOLE 21828 0 0 GARTNER INC COM 366651107 6395 419072 SH SOLE 388372 0 0 GATX CORP COM 361448103 668 25955 SH SOLE 19056 0 0 GATX CORP NOTE 5.000% 8/1 361448AE3 16853 16000000 PRN SOLE 0 0 0 GAYLORD ENTMT CO NEW COM 367905106 965 75900 SH SOLE 64670 0 0 GEN-PROBE INC NEW COM 36866T103 1784 41501 SH SOLE 41501 0 0 GENCORP INC NOTE 4.000% 1/1 368682AJ9 5935 7150000 PRN SOLE 0 0 0 GENCORP INC SDCV 2.250%11/1 368682AL4 126 250000 PRN SOLE 0 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 23012 25325000 PRN SOLE 0 0 0 GENERAL DYNAMICS CORP COM 369550108 7548 136274 SH SOLE 136274 0 0 GENERAL ELECTRIC CO COM 369604103 22522 1921683 SH SOLE 1921683 0 0 GENERAL MLS INC COM 370334104 13818 246657 SH SOLE 246657 0 0 GENESCO INC COM 371532102 2562 136516 SH SOLE 123083 0 0 GENESEE & WYO INC CL A 371559105 969 36535 SH SOLE 23693 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 5626 341800 SH SOLE 281892 0 0 GENUINE PARTS CO COM 372460105 5418 161442 SH SOLE 161442 0 0 GENWORTH FINL INC COM CL A 37247D106 140 20073 SH SOLE 20073 0 0 GENZYME CORP COM 372917104 1671 30020 SH SOLE 30020 0 0 GETTY RLTY CORP NEW COM 374297109 483 25609 SH SOLE 21237 0 0 GFI GROUP INC COM 361652209 6796 1008280 SH SOLE 808872 0 0 GIBRALTAR INDS INC COM 374689107 2691 391715 SH SOLE 327742 0 0 GILEAD SCIENCES INC COM 375558103 3099 66156 SH SOLE 66156 0 0 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 821 650000 PRN SOLE 0 0 0 GLATFELTER COM 377316104 462 51948 SH SOLE 47948 0 0 GLIMCHER RLTY TR SH BEN INT 379302102 148 51065 SH SOLE 46465 0 0 GLOBAL BRANDS ACQUISITION CO COM 378982102 3025 310220 SH SOLE 87620 0 0 GLOBAL CASH ACCESS HLDGS INC COM 378967103 677 85100 SH SOLE 85100 0 0 GLOBAL CONSUMER ACQST CORP COM 378983100 4134 427975 SH SOLE 136075 0 0 GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 3490 4000000 PRN SOLE 0 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 145 15834 SH SOLE 15834 0 0 GLOBAL INDS LTD COM 379336100 3546 626423 SH SOLE 506528 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 1829 4000000 PRN SOLE 0 0 0 GLOBAL PMTS INC COM 37940X102 293 7826 SH SOLE 7826 0 0 GOLDEN POND HEALTHCARE INC COM 38116J109 2673 346700 SH SOLE 8615 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 16635 112824 SH SOLE 112824 0 0 GOODRICH CORP COM 382388106 5615 112362 SH SOLE 112362 0 0 GOOGLE INC CL A 38259P508 8482 20120 SH SOLE 20120 0 0 GRAFTECH INTL LTD COM 384313102 3118 275692 SH SOLE 246992 0 0 GRAHAM CORP COM 384556106 137 10300 SH SOLE 6647 0 0 GRAINGER W W INC COM 384802104 702 8570 SH SOLE 8570 0 0 GRAMERCY CAP CORP COM 384871109 51 31600 SH SOLE 22800 0 0 GRAN TIERRA ENERGY INC COM 38500T101 387 112100 SH SOLE 88936 0 0 GRANITE CONSTR INC COM 387328107 4765 143172 SH SOLE 136892 0 0 GREAT ATLANTIC & PAC TEA INC COM 390064103 125 29508 SH SOLE 26808 0 0 GREAT PLAINS ENERGY INC COM 391164100 223 14371 SH SOLE 14371 0 0 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 3276 3900000 PRN SOLE 0 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 357 6036 SH SOLE 6036 0 0 GREIF INC CL A 397624107 3933 88949 SH SOLE 88949 0 0 GRIFFON CORP COM 398433102 2057 247200 SH SOLE 223675 0 0 GRIFFON CORP NOTE 4.000% 7/1 398433AC6 3823 3987000 PRN SOLE 0 0 0 GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 19 25000 PRN SOLE 0 0 0 GT SOLAR INTL INC COM 3623E0209 348 65500 SH SOLE 65500 0 0 GULF ISLAND FABRICATION INC COM 402307102 823 51959 SH SOLE 51047 0 0 GULFMARK OFFSHORE INC COM 402629109 1066 38631 SH SOLE 38631 0 0 GYMBOREE CORP COM 403777105 1466 41329 SH SOLE 41329 0 0 HANESBRANDS INC COM 410345102 498 33176 SH SOLE 33176 0 0 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 310 22800 SH SOLE 11700 0 0 HANMI FINL CORP COM 410495105 527 301061 SH SOLE 256195 0 0 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 16270 21175000 PRN SOLE 0 0 0 HANOVER INS GROUP INC COM 410867105 10352 271635 SH SOLE 243946 0 0 HARLEYSVILLE GROUP INC COM 412824104 522 18500 SH SOLE 18500 0 0 HARMAN INTL INDS INC COM 413086109 757 40241 SH SOLE 39641 0 0 HARMONIC INC COM 413160102 105 17800 SH SOLE 17800 0 0 HARRIS CORP DEL COM 413875105 3458 121929 SH SOLE 121929 0 0 HARRIS STRATEX NTWRKS INC CL A 41457P106 285 43938 SH SOLE 43938 0 0 HARSCO CORP COM 415864107 2343 82797 SH SOLE 82797 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 4900 412800 SH SOLE 412800 0 0 HARVEST NATURAL RESOURCES IN COM 41754V103 226 51263 SH SOLE 51263 0 0 HASBRO INC COM 418056107 14139 583288 SH SOLE 583288 0 0 HATTERAS FINL CORP COM 41902R103 2521 88178 SH SOLE 73513 0 0 HAVERTY FURNITURE INC COM 419596101 2303 251711 SH SOLE 179360 0 0 HAWAIIAN HOLDINGS INC COM 419879101 1098 182363 SH SOLE 149855 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 2798 118076 SH SOLE 92437 0 0 HCC INS HLDGS INC COM 404132102 10292 428672 SH SOLE 428672 0 0 HCP INC COM 40414L109 1210 57080 SH SOLE 57080 0 0 HEALTH CARE REIT INC COM 42217K106 820 24058 SH SOLE 24058 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 565 114357 SH SOLE 114357 0 0 HEALTH NET INC COM 42222G108 1546 99390 SH SOLE 99390 0 0 HEALTHCARE RLTY TR COM 421946104 2425 144096 SH SOLE 118826 0 0 HEALTHSOUTH CORP COM NEW 421924309 4135 286339 SH SOLE 269839 0 0 HEALTHSPRING INC COM 42224N101 7367 678341 SH SOLE 650258 0 0 HEALTHWAYS INC COM 422245100 651 48400 SH SOLE 32900 0 0 HEARTLAND EXPRESS INC COM 422347104 462 31400 SH SOLE 31400 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 626 34300 SH SOLE 29000 0 0 HEINZ H J CO COM 423074103 3927 109996 SH SOLE 109996 0 0 HELEN OF TROY CORP LTD COM G4388N106 2898 172600 SH SOLE 126714 0 0 HENRY JACK & ASSOC INC COM 426281101 3334 160680 SH SOLE 159580 0 0 HERCULES OFFSHORE INC COM 427093109 533 134200 SH SOLE 103074 0 0 HERCULES TECH GROWTH CAP INC COM 427096508 516 61667 SH SOLE 61667 0 0 HERSHA HOSPITALITY TR SH BEN INT A 427825104 420 169409 SH SOLE 135565 0 0 HERSHEY CO COM 427866108 510 14173 SH SOLE 14173 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 3650 456822 SH SOLE 456822 0 0 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 12107 10600000 PRN SOLE 0 0 0 HESS CORP COM 42809H107 577 10726 SH SOLE 10726 0 0 HEWITT ASSOCS INC COM 42822Q100 8930 299863 SH SOLE 299863 0 0 HEWLETT PACKARD CO COM 428236103 14132 365633 SH SOLE 365633 0 0 HEXCEL CORP NEW COM 428291108 106 11100 SH SOLE 0 0 0 HIGHLANDS ACQUISITION CORP COM 430880104 263 27000 SH SOLE 27000 0 0 HIGHWOODS PPTYS INC COM 431284108 3515 157148 SH SOLE 126720 0 0 HILL ROM HLDGS INC COM 431475102 11876 732198 SH SOLE 661055 0 0 HILLTOP HOLDINGS INC COM 432748101 482 40600 SH SOLE 36300 0 0 HLTH CORPORATION COM 40422Y101 1505 114895 SH SOLE 114895 0 0 HNI CORP COM 404251100 450 24900 SH SOLE 24900 0 0 HOLLY CORP COM PAR $0.01 435758305 788 43846 SH SOLE 31442 0 0 HOLOGIC INC COM 436440101 440 30900 SH SOLE 30900 0 0 HOME DEPOT INC COM 437076102 13143 556200 SH SOLE 556200 0 0 HOME PROPERTIES INC COM 437306103 1536 45040 SH SOLE 40101 0 0 HONEYWELL INTL INC COM 438516106 11382 362482 SH SOLE 362482 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 6656 667631 SH SOLE 553486 0 0 HORMEL FOODS CORP COM 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421 500000 PRN SOLE 0 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 6134 300810 SH SOLE 300810 0 0 INVESTORS REAL ESTATE TR SH BEN INT 461730103 870 97861 SH SOLE 82248 0 0 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 30779 24400000 PRN SOLE 0 0 0 IOWA TELECOMM SERVICES INC COM 462594201 535 42800 SH SOLE 30097 0 0 IPC HLDGS LTD ORD G4933P101 13709 501429 SH SOLE 467953 0 0 IRWIN FINL CORP COM 464119106 74 102500 SH SOLE 51938 0 0 ISTAR FINL INC COM 45031U101 515 181345 SH SOLE 156916 0 0 ITC HLDGS CORP COM 465685105 590 13000 SH SOLE 13000 0 0 ITRON INC NOTE 2.500% 8/0 465741AJ5 3023 2775000 PRN SOLE 0 0 0 ITRON INC COM 465741106 408 7400 SH SOLE 7400 0 0 ITT CORP NEW COM 450911102 7153 160752 SH SOLE 160752 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 306 3038 SH SOLE 3038 0 0 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 3229 143150 SH SOLE 137550 0 0 JABIL CIRCUIT INC COM 466313103 6107 823000 SH SOLE 823000 0 0 JACK IN THE BOX INC COM 466367109 5002 222807 SH SOLE 215707 0 0 JACKSON HEWITT TAX SVCS INC COM 468202106 2066 330000 SH SOLE 289877 0 0 JAKKS PAC INC COM 47012E106 3004 234100 SH SOLE 197482 0 0 JAKKS PAC INC NOTE 4.625% 6/1 47012EAB2 8444 8750000 PRN SOLE 0 0 0 JARDEN CORP COM 471109108 255 13600 SH SOLE 13600 0 0 JDA SOFTWARE GROUP INC COM 46612K108 247 16500 SH SOLE 16500 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 15083 2636949 SH SOLE 2583872 0 0 JEFFERIES GROUP INC NEW COM 472319102 813 38098 SH SOLE 38098 0 0 JETBLUE AIRWAYS CORP COM 477143101 207 48500 SH SOLE 48500 0 0 JO-ANN STORES INC COM 47758P307 4675 226186 SH SOLE 180607 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 1035 82632 SH SOLE 69588 0 0 JOHNSON & JOHNSON COM 478160104 54444 958522 SH SOLE 958522 0 0 JONES APPAREL GROUP INC COM 480074103 308 28680 SH SOLE 21795 0 0 JOURNAL COMMUNICATIONS INC CL A 481130102 256 244156 SH SOLE 219927 0 0 JOY GLOBAL INC COM 481165108 734 20536 SH SOLE 20536 0 0 JPMORGAN CHASE & CO COM 46625H100 24005 703762 SH SOLE 703762 0 0 K V PHARMACEUTICAL CO CL A 482740206 420 130982 SH SOLE 90219 0 0 K2 INC NOTE 5.000% 6/1 482732AB0 2463 2500000 PRN SOLE 0 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 2386 66447 SH SOLE 53208 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 369 22900 SH SOLE 22900 0 0 KBR INC COM 48242W106 1181 64069 SH SOLE 64069 0 0 KELLOGG CO COM 487836108 5500 118106 SH SOLE 118106 0 0 KELLY SVCS INC CL A 488152208 1007 91970 SH SOLE 78437 0 0 KENDLE INTERNATIONAL INC COM 48880L107 1749 142912 SH SOLE 99254 0 0 KENNAMETAL INC COM 489170100 549 28605 SH SOLE 28605 0 0 KENSEY NASH CORP COM 490057106 790 30143 SH SOLE 23264 0 0 KEY ENERGY SVCS INC COM 492914106 4802 833600 SH SOLE 683132 0 0 KEYCORP NEW COM 493267108 123 23500 SH SOLE 23500 0 0 KFORCE INC COM 493732101 146 17600 SH SOLE 17600 0 0 KILROY RLTY CORP COM 49427F108 1548 75385 SH SOLE 64933 0 0 KIMBERLY CLARK CORP COM 494368103 28906 551333 SH SOLE 551333 0 0 KIMCO REALTY CORP COM 49446R109 913 90813 SH SOLE 90813 0 0 KINDRED HEALTHCARE INC COM 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453453 0 0 MGIC INVT CORP WIS COM 552848103 1845 419400 SH SOLE 318862 0 0 MGM MIRAGE COM 552953101 3708 580234 SH SOLE 580234 0 0 MICRON TECHNOLOGY INC NOTE 4.250%10/1 595112AJ2 234 200000 PRN SOLE 0 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 4734 8075000 PRN SOLE 0 0 0 MICRON TECHNOLOGY INC COM 595112103 58 11500 SH SOLE 11500 0 0 MICROS SYS INC COM 594901100 1664 65707 SH SOLE 59007 0 0 MICROSEMI CORP COM 595137100 207 15028 SH SOLE 15028 0 0 MICROSOFT CORP COM 594918104 45491 1913784 SH SOLE 1913784 0 0 MICROSTRATEGY INC CL A NEW 594972408 1441 28700 SH SOLE 25200 0 0 MID-AMER APT CMNTYS INC COM 59522J103 773 21046 SH SOLE 16560 0 0 MILLER HERMAN INC COM 600544100 14660 955640 SH SOLE 861484 0 0 MILLIPORE CORP COM 601073109 2222 31646 SH SOLE 31646 0 0 MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 997 1000000 PRN SOLE 0 0 0 MINE SAFETY APPLIANCES CO COM 602720104 1364 56600 SH SOLE 51468 0 0 MINERALS TECHNOLOGIES INC COM 603158106 15043 417629 SH SOLE 404055 0 0 MIRANT CORP NEW 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0 0 POPULAR INC COM 733174106 507 230506 SH SOLE 230506 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 9722 499095 SH SOLE 414695 0 0 POST PPTYS INC COM 737464107 1524 113418 SH SOLE 92297 0 0 POTLATCH CORP NEW COM 737630103 2434 100213 SH SOLE 86807 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 175308 4818800 SH SOLE 4818800 0 0 POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 6519 10722000 PRN SOLE 0 0 0 PRAXAIR INC COM 74005P104 1436 20200 SH SOLE 20200 0 0 PRE PAID LEGAL SVCS INC COM 740065107 894 20500 SH SOLE 13400 0 0 PRECISION DRILLING TR TR UNIT 740215108 443 90749 SH SOLE 90749 0 0 PREFERRED BK LOS ANGELES CA COM 740367107 197 51957 SH SOLE 39328 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 493 80230 SH SOLE 56317 0 0 PRIDE INTL INC DEL COM 74153Q102 3816 152277 SH SOLE 152277 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 373 19800 SH SOLE 19800 0 0 PROASSURANCE CORP COM 74267C106 1534 33200 SH SOLE 33200 0 0 PROCTER & GAMBLE CO COM 742718109 26226 513222 SH SOLE 513222 0 0 PROGRESS ENERGY INC COM 743263105 1290 34100 SH SOLE 34100 0 0 PROGRESS SOFTWARE CORP COM 743312100 1281 60498 SH SOLE 50151 0 0 PROGRESSIVE CORP OHIO COM 743315103 1307 86500 SH SOLE 86500 0 0 PROLOGIS SH BEN INT 743410102 947 117442 SH SOLE 117442 0 0 PROSPECT ACQUISITION CORP COM 74347T103 2578 266300 SH SOLE 80069 0 0 PROTECTIVE LIFE CORP COM 743674103 664 58054 SH SOLE 58054 0 0 PROVIDENT FINL SVCS INC COM 74386T105 17794 1955349 SH SOLE 1803078 0 0 PRUDENTIAL FINL INC COM 744320102 7047 189345 SH SOLE 189345 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 1212 25013 SH SOLE 19848 0 0 PSS WORLD MED INC COM 69366A100 2277 123032 SH SOLE 123032 0 0 PUBLIC STORAGE COM 74460D109 1881 28720 SH SOLE 28720 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 416 12739 SH SOLE 12739 0 0 PULTE HOMES INC COM 745867101 2230 252502 SH SOLE 252502 0 0 QLOGIC CORP COM 747277101 8873 699753 SH SOLE 665253 0 0 QUALCOMM INC COM 747525103 4326 95708 SH SOLE 95708 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 582 51899 SH SOLE 45499 0 0 QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE2 1541 1320000 PRN SOLE 0 0 0 QUEST DIAGNOSTICS INC COM 74834L100 5970 105793 SH SOLE 105793 0 0 QUEST SOFTWARE INC COM 74834T103 13418 962572 SH SOLE 885039 0 0 QUESTAR CORP COM 748356102 419 13500 SH SOLE 13500 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 944 188800 SH SOLE 146900 0 0 QUICKSILVER RESOURCES INC COM 74837R104 1371 147549 SH SOLE 147549 0 0 QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB0 16609 18000000 PRN SOLE 0 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 8690 2093893 SH SOLE 2093893 0 0 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 2175 2200000 PRN SOLE 0 0 0 RADIOSHACK CORP COM 750438103 13415 960943 SH SOLE 916522 0 0 RAIT FINANCIAL TRUST COM 749227104 205 149600 SH SOLE 119100 0 0 RALCORP HLDGS INC NEW COM 751028101 2038 33456 SH SOLE 29082 0 0 RAMBUS INC DEL COM 750917106 629 40600 SH SOLE 40600 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 476 47552 SH SOLE 33980 0 0 RANGE RES CORP COM 75281A109 1416 34200 SH SOLE 34200 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 365 21212 SH SOLE 21212 0 0 RAYONIER INC COM 754907103 912 25100 SH SOLE 25100 0 0 RAYTHEON CO COM NEW 755111507 21064 474087 SH SOLE 474087 0 0 RC2 CORP COM 749388104 142 10710 SH SOLE 10710 0 0 REALNETWORKS INC COM 75605L104 702 234948 SH SOLE 167385 0 0 REALTY INCOME CORP COM 756109104 3347 152710 SH SOLE 130960 0 0 RED HAT INC COM 756577102 2369 117678 SH SOLE 117678 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 3254 173544 SH SOLE 144893 0 0 REDWOOD TR INC COM 758075402 1991 134891 SH SOLE 110301 0 0 REGAL BELOIT CORP COM 758750103 253 6382 SH SOLE 6382 0 0 REGAL ENTMT GROUP CL A 758766109 5676 427066 SH SOLE 427066 0 0 REGENCY CTRS CORP COM 758849103 1014 29057 SH SOLE 29057 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 9291 2299699 SH SOLE 2299699 0 0 REGIS CORP MINN COM 758932107 207 11900 SH SOLE 11900 0 0 REHABCARE GROUP INC COM 759148109 3110 129981 SH SOLE 104398 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 455 13023 SH SOLE 13023 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 465 12100 SH SOLE 12100 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 498 10700 SH SOLE 10700 0 0 RENASANT CORP COM 75970E107 266 17721 SH SOLE 11600 0 0 RENT A CTR INC NEW COM 76009N100 6048 339191 SH SOLE 320772 0 0 RENTECH INC COM 760112102 69 120310 SH SOLE 86110 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 372 57000 SH SOLE 57000 0 0 RES-CARE INC COM 760943100 225 15700 SH SOLE 13100 0 0 RESEARCH IN MOTION LTD COM 760975102 1667 23465 SH SOLE 23465 0 0 RESOURCE CAP CORP COM 76120W302 111 34550 SH SOLE 25350 0 0 RESOURCES CONNECTION INC COM 76122Q105 504 29327 SH SOLE 26927 0 0 RETALIX LTD ORD M8215W109 139 15358 SH SOLE 15358 0 0 REYNOLDS AMERICAN INC COM 761713106 3802 98455 SH SOLE 98455 0 0 RIGHTNOW TECHNOLOGIES INC COM 76657R106 131 11100 SH SOLE 11100 0 0 RIVERBED TECHNOLOGY INC COM 768573107 281 12100 SH SOLE 12100 0 0 ROBBINS & MYERS INC COM 770196103 5268 273663 SH SOLE 262863 0 0 ROBERT HALF INTL INC COM 770323103 6410 271392 SH SOLE 271392 0 0 ROCKWELL AUTOMATION INC COM 773903109 437 13600 SH SOLE 13600 0 0 ROCKWOOD HLDGS INC COM 774415103 331 22625 SH SOLE 22625 0 0 ROGERS CORP COM 775133101 4184 206800 SH SOLE 161616 0 0 ROSETTA RESOURCES INC COM 777779307 1598 182640 SH SOLE 156276 0 0 ROSS STORES INC COM 778296103 11659 302057 SH SOLE 302057 0 0 ROWAN COS INC COM 779382100 12093 625926 SH SOLE 625926 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 381 7600 SH SOLE 7600 0 0 ROYAL GOLD INC COM 780287108 688 16500 SH SOLE 12500 0 0 RRI ENERGY INC COM 74971X107 4225 843289 SH SOLE 843289 0 0 RTI INTL METALS INC COM 74973W107 2901 164200 SH SOLE 131931 0 0 RUDDICK CORP COM 781258108 370 15800 SH SOLE 13100 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 764 26900 SH SOLE 26900 0 0 RYDER SYS INC COM 783549108 723 25890 SH SOLE 25890 0 0 RYLAND GROUP INC COM 783764103 3719 221896 SH SOLE 214007 0 0 S & T BANCORP INC COM 783859101 679 55800 SH SOLE 47747 0 0 S1 CORPORATION COM 78463B101 177 25600 SH SOLE 25600 0 0 SADIA S A SPON ADR PFD 786326108 570 77590 SH SOLE 77590 0 0 SAFETY INS GROUP INC COM 78648T100 1488 48705 SH SOLE 46317 0 0 SAFEWAY INC COM NEW 786514208 1062 52158 SH SOLE 52158 0 0 SAIA INC COM 78709Y105 552 30650 SH SOLE 30650 0 0 SAIC INC COM 78390X101 8006 431599 SH SOLE 431599 0 0 SAKS INC COM 79377W108 199 44900 SH SOLE 44900 0 0 SAKS INC NOTE 2.000% 3/1 79377WAL2 10075 15183000 PRN SOLE 0 0 0 SANDERSON FARMS INC COM 800013104 512 11376 SH SOLE 11376 0 0 SANDISK CORP COM 80004C101 783 53300 SH SOLE 53300 0 0 SANDRIDGE ENERGY INC COM 80007P307 597 70100 SH SOLE 70100 0 0 SANMINA SCI CORP COM 800907107 1128 2563915 SH SOLE 2463815 0 0 SANTA MONICA MEDIA CORP COM 802501106 123 15377 SH SOLE 15377 0 0 SAPIENT CORP COM 803062108 977 155300 SH SOLE 139638 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 7058 722426 SH SOLE 143509 0 0 SARA LEE CORP COM 803111103 18923 1938815 SH SOLE 1938815 0 0 SAUER-DANFOSS INC COM 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0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1140 40960 SH SOLE 40960 0 0 SEACHANGE INTL INC COM 811699107 769 95800 SH SOLE 90300 0 0 SEACOR HOLDINGS INC COM 811904101 6568 87295 SH SOLE 82120 0 0 SEAGATE TECHNOLOGY SHS G7945J104 289 27643 SH SOLE 27643 0 0 SEALED AIR CORP NEW COM 81211K100 6391 346386 SH SOLE 346386 0 0 SEARS HLDGS CORP COM 812350106 7336 110285 SH SOLE 110285 0 0 SECURE AMER ACQUISITION CORP COM 81372L103 260 33600 SH SOLE 33600 0 0 SELECTIVE INS GROUP INC COM 816300107 2821 220930 SH SOLE 181140 0 0 SEMTECH CORP COM 816850101 4328 272021 SH SOLE 272021 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 3506 214806 SH SOLE 189148 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 860 38087 SH SOLE 34932 0 0 SEPRACOR INC COM 817315104 5720 330266 SH SOLE 307066 0 0 SERVICE CORP INTL COM 817565104 4834 882094 SH SOLE 862570 0 0 SHAW GROUP INC COM 820280105 4840 176578 SH SOLE 176578 0 0 SHERWIN WILLIAMS CO COM 824348106 3835 71358 SH SOLE 71358 0 0 SILGAN HOLDINGS INC COM 827048109 5770 117683 SH SOLE 116283 0 0 SILICON IMAGE INC COM 82705T102 543 236270 SH SOLE 203770 0 0 SILICON LABORATORIES INC COM 826919102 1403 36987 SH SOLE 36987 0 0 SIMON PPTY GROUP INC NEW COM 828806109 2978 57905 SH SOLE 57905 0 0 SINA CORP NOTE 7/1 82922RAB9 5676 4500000 PRN SOLE 0 0 0 SIRF TECHNOLOGY HLDGS INC COM 82967H101 4235 995098 SH SOLE 966238 0 0 SKYWEST INC COM 830879102 10959 1074442 SH SOLE 1013549 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 3105 317506 SH SOLE 317506 0 0 SL GREEN RLTY CORP COM 78440X101 451 19658 SH SOLE 19658 0 0 SLM CORP COM 78442P106 8544 831949 SH SOLE 831949 0 0 SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 181 79900 SH SOLE 68400 0 0 SMITH A O COM 831865209 7118 218543 SH SOLE 199043 0 0 SMITHFIELD FOODS INC COM 832248108 2728 195300 SH SOLE 195300 0 0 SMUCKER J M CO COM NEW 832696405 3111 63939 SH SOLE 63939 0 0 SNAP ON INC COM 833034101 288 10026 SH SOLE 10026 0 0 SOFTBRANDS INC COM 83402A107 1020 1133466 SH SOLE 1133466 0 0 SOLERA HOLDINGS INC COM 83421A104 238 9379 SH SOLE 9379 0 0 SOLUTIA INC COM NEW 834376501 843 146400 SH SOLE 107300 0 0 SOMANETICS CORP COM NEW 834445405 639 38722 SH SOLE 21692 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 742 72994 SH SOLE 34004 0 0 SONICWALL INC COM 835470105 228 41600 SH SOLE 39100 0 0 SONOCO PRODS CO COM 835495102 3775 157615 SH SOLE 157615 0 0 SONOSITE INC COM 83568G104 1378 68687 SH SOLE 59977 0 0 SOUTH FINL GROUP INC COM 837841105 228 191385 SH SOLE 132655 0 0 SOUTHERN COPPER CORP COM 84265V105 919 44975 SH SOLE 44975 0 0 SOUTHERN UN CO NEW COM 844030106 1168 63531 SH SOLE 63531 0 0 SOUTHWEST GAS CORP COM 844895102 1841 82879 SH SOLE 59786 0 0 SOUTHWESTERN ENERGY CO COM 845467109 1238 31879 SH SOLE 31879 0 0 SOVRAN SELF STORAGE INC COM 84610H108 1373 55800 SH SOLE 45468 0 0 SP ACQUISITION HOLDINGS INC COM 78470A104 3022 312175 SH SOLE 133175 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 4214 6370000 PRN SOLE 0 0 0 SPARTAN STORES INC COM 846822104 1376 110900 SH SOLE 86831 0 0 SPARTECH CORP COM NEW 847220209 1106 120350 SH SOLE 98850 0 0 SPECIALTY UNDERWRITERS ALLIA COM 84751T309 1708 269377 SH SOLE 269377 0 0 SPECTRA ENERGY CORP COM 847560109 1073 63406 SH SOLE 63406 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2747 199957 SH SOLE 190157 0 0 SPORTS PPTYS ACQUISITION COR COM 84920F107 4650 479400 SH SOLE 126710 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 8125 1689283 SH SOLE 1689283 0 0 SPSS INC COM 78462K102 6229 186658 SH SOLE 141485 0 0 SPX CORP COM 784635104 8862 180960 SH SOLE 180960 0 0 ST JUDE MED INC COM 790849103 2760 67155 SH SOLE 67155 0 0 ST MARY LD & EXPL CO COM 792228108 336 16104 SH SOLE 14104 0 0 STAGE STORES INC COM NEW 85254C305 3408 307000 SH SOLE 250651 0 0 STANCORP FINL GROUP INC COM 852891100 7589 264593 SH SOLE 264593 0 0 STANDARD PAC CORP NEW COM 85375C101 668 329154 SH SOLE 266233 0 0 STANDEX INTL CORP COM 854231107 578 49800 SH SOLE 36200 0 0 STANLEY WKS COM 854616109 673 19900 SH SOLE 19900 0 0 STARBUCKS CORP COM 855244109 181 13000 SH SOLE 13000 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2890 130202 SH SOLE 130202 0 0 STATE STR CORP COM 857477103 4017 85103 SH SOLE 85103 0 0 STEC INC COM 784774101 316 13617 SH SOLE 13617 0 0 STEEL DYNAMICS INC COM 858119100 423 28720 SH SOLE 28720 0 0 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 1646 1500000 PRN SOLE 0 0 0 STEELCASE INC CL A 858155203 5467 939350 SH SOLE 819127 0 0 STEINER LEISURE LTD ORD P8744Y102 3878 127031 SH SOLE 107740 0 0 STERICYCLE INC COM 858912108 222 4300 SH SOLE 4300 0 0 STERIS CORP COM 859152100 25709 985777 SH SOLE 944857 0 0 STERLING BANCORP COM 859158107 549 65700 SH SOLE 63800 0 0 STERLING BANCSHARES INC COM 858907108 1990 314400 SH SOLE 242037 0 0 STERLING FINL CORP WASH COM 859319105 78 26925 SH SOLE 17325 0 0 STEWART ENTERPRISES INC CL A 860370105 1752 363395 SH SOLE 270685 0 0 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 535 675000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 426 575000 PRN SOLE 0 0 0 STEWART INFORMATION SVCS COR COM 860372101 693 48662 SH SOLE 43929 0 0 STIFEL FINL CORP COM 860630102 217 4506 SH SOLE 4506 0 0 STONE ENERGY CORP COM 861642106 7927 1068313 SH SOLE 1040413 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 176 158471 SH SOLE 125471 0 0 STRYKER CORP COM 863667101 2189 55093 SH SOLE 55093 0 0 STUDENT LN CORP COM 863902102 1053 28299 SH SOLE 26473 0 0 STURM RUGER & CO INC COM 864159108 639 51355 SH SOLE 36855 0 0 SUMTOTAL SYS INC COM 866615107 4683 973597 SH SOLE 973597 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 2705 320500 SH SOLE 263854 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 8711 944827 SH SOLE 944827 0 0 SUNOCO INC COM 86764P109 6213 267807 SH SOLE 267807 0 0 SUNPOWER CORP COM CL A 867652109 410 15400 SH SOLE 15400 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 3554 4500000 PRN SOLE 0 0 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 914 800000 PRN SOLE 0 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 138 25874 SH SOLE 19774 0 0 SUNTRUST BKS INC COM 867914103 2603 158216 SH SOLE 158216 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 833 48256 SH SOLE 48256 0 0 SUPERIOR INDS INTL INC COM 868168105 1359 96401 SH SOLE 71594 0 0 SUPERVALU INC COM 868536103 6752 521386 SH SOLE 521386 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 1240 253666 SH SOLE 213711 0 0 SVB FINL GROUP COM 78486Q101 2018 74126 SH SOLE 53157 0 0 SWIFT ENERGY CO COM 870738101 11135 668771 SH SOLE 598255 0 0 SWS GROUP INC COM 78503N107 2860 204736 SH SOLE 166746 0 0 SYBASE INC COM 871130100 2252 71842 SH SOLE 69942 0 0 SYKES ENTERPRISES INC COM 871237103 425 23480 SH SOLE 23480 0 0 SYMANTEC CORP COM 871503108 4816 309519 SH SOLE 309519 0 0 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 1265 1250000 PRN SOLE 0 0 0 SYMMETRICOM INC COM 871543104 63 10900 SH SOLE 10900 0 0 SYNIVERSE HLDGS INC COM 87163F106 7988 498346 SH SOLE 498346 0 0 SYNOPSYS INC COM 871607107 519 26588 SH SOLE 26588 0 0 SYNOVUS FINL CORP COM 87161C105 1297 433900 SH SOLE 433900 0 0 SYSCO CORP COM 871829107 11183 497467 SH SOLE 497467 0 0 SYSTEMAX INC COM 871851101 1161 97455 SH SOLE 90755 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1166 123100 SH SOLE 85400 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 8381 7650000 PRN SOLE 0 0 0 TALBOTS INC COM 874161102 745 137919 SH SOLE 92968 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 1454 44830 SH SOLE 34661 0 0 TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1 875484AE7 6669 6000000 PRN SOLE 0 0 0 TARGET CORP COM 87612E106 347 8800 SH SOLE 8800 0 0 TASER INTL INC COM 87651B104 81 17700 SH SOLE 0 0 0 TCF FINL CORP COM 872275102 2322 173654 SH SOLE 141176 0 0 TECH DATA CORP COM 878237106 32039 979497 SH SOLE 916196 0 0 TECHNE CORP COM 878377100 1264 19804 SH SOLE 19804 0 0 TECUMSEH PRODS CO CL A 878895200 971 99954 SH SOLE 78250 0 0 TEEKAY CORPORATION COM Y8564W103 279 13275 SH SOLE 13275 0 0 TEKELEC COM 879101103 4370 259629 SH SOLE 255429 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1156 35300 SH SOLE 25100 0 0 TELEFLEX INC COM 879369106 3306 73754 SH SOLE 73754 0 0 TELEPHONE & DATA SYS INC COM 879433100 3566 126022 SH SOLE 126022 0 0 TELETECH HOLDINGS INC COM 879939106 530 35000 SH SOLE 23500 0 0 TELLABS INC COM 879664100 2240 390964 SH SOLE 390964 0 0 TENET HEALTHCARE CORP COM 88033G100 66 23500 SH SOLE 23500 0 0 TERADATA CORP DEL COM 88076W103 5187 221392 SH SOLE 221392 0 0 TERADYNE INC COM 880770102 763 111237 SH SOLE 111237 0 0 TERADYNE INC NOTE 4.500% 3/1 880770AE2 2500 1750000 PRN SOLE 0 0 0 TEREX CORP NEW COM 880779103 2024 167677 SH SOLE 167677 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 10422 10675000 PRN SOLE 0 0 0 TERRA INDS INC COM 880915103 3047 125800 SH SOLE 125800 0 0 TESORO CORP COM 881609101 6273 492799 SH SOLE 492799 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 859 17400 SH SOLE 17400 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 868 56100 SH SOLE 45387 0 0 TEXAS INDS INC COM 882491103 232 7400 SH SOLE 7400 0 0 TEXAS INSTRS INC COM 882508104 6642 311839 SH SOLE 311839 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 8352 8300000 PRN SOLE 0 0 0 TFS FINL CORP COM 87240R107 582 54800 SH SOLE 54800 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1502 36838 SH SOLE 36838 0 0 THOMAS & BETTS CORP COM 884315102 11574 401045 SH SOLE 401045 0 0 THORATEC CORP NOTE 1.379% 5/1 885175AB5 38968 47150000 PRN SOLE 0 0 0 TIBCO SOFTWARE INC COM 88632Q103 17098 2384593 SH SOLE 2254571 0 0 TICKETMASTER ENTMT INC COM 88633P302 2421 377089 SH SOLE 377089 0 0 TIDEWATER INC COM 886423102 11173 260626 SH SOLE 260626 0 0 TIERONE CORP COM 88650R108 54 26306 SH SOLE 26306 0 0 TIFFANY & CO NEW COM 886547108 585 23075 SH SOLE 23075 0 0 TIMBERLAND CO CL A 887100105 12574 947561 SH SOLE 868024 0 0 TIME WARNER CABLE INC COM 88732J207 3600 113674 SH SOLE 113674 0 0 TIME WARNER INC COM NEW 887317303 28477 1130500 SH SOLE 1130500 0 0 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 3547 4250000 PRN SOLE 0 0 0 TIMKEN CO COM 887389104 8519 498773 SH SOLE 498773 0 0 TITANIUM METALS CORP COM NEW 888339207 378 41100 SH SOLE 41100 0 0 TIVO INC COM 888706108 291 27800 SH SOLE 15100 0 0 TJX COS INC NEW COM 872540109 4889 155406 SH SOLE 155406 0 0 TM ENTMT & MEDIA INC COM 87260T108 310 40100 SH SOLE 0 0 0 TNS INC COM 872960109 833 44400 SH SOLE 39558 0 0 TOLL BROTHERS INC COM 889478103 227 13400 SH SOLE 13400 0 0 TOOTSIE ROLL INDS INC COM 890516107 325 14333 SH SOLE 14333 0 0 TORCHMARK CORP COM 891027104 702 18955 SH SOLE 18955 0 0 TORO CO COM 891092108 1937 64768 SH SOLE 57711 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 1703 32932 SH SOLE 32932 0 0 TOTAL SYS SVCS INC COM 891906109 275 20505 SH SOLE 20505 0 0 TRACTOR SUPPLY CO COM 892356106 12107 292994 SH SOLE 285394 0 0 TRADESTATION GROUP INC COM 89267P105 235 27800 SH SOLE 27800 0 0 TRANSATLANTIC HLDGS INC COM 893521104 481 11100 SH SOLE 11100 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 1148 1250000 PRN SOLE 0 0 0 TRANSOCEAN LTD REG SHS H8817H100 401 5400 SH SOLE 5400 0 0 TRAVELERS COMPANIES INC COM 89417E109 7133 173809 SH SOLE 173809 0 0 TREDEGAR CORP COM 894650100 3481 261358 SH SOLE 199616 0 0 TREE COM INC COM 894675107 309 32216 SH SOLE 32216 0 0 TREEHOUSE FOODS INC COM 89469A104 3114 108253 SH SOLE 95353 0 0 TREMISIS ENERGY ACQ CORP II COM 89472N101 1390 180260 SH SOLE 113460 0 0 TREX INC NOTE 6.000% 7/0 89531PAA3 3277 4000000 PRN SOLE 0 0 0 TRIAN ACQUISITION I CORP COM 89582E108 3267 341340 SH SOLE 15200 0 0 TRICO MARINE SERVICES INC COM NEW 896106200 52 15200 SH SOLE 15200 0 0 TRIMBLE NAVIGATION LTD COM 896239100 363 18500 SH SOLE 18500 0 0 TRINITY INDS INC COM 896522109 496 36444 SH SOLE 36444 0 0 TRIPLECROWN ACQUISITION CORP COM 89677G109 6356 662120 SH SOLE 133786 0 0 TRIUMPH GROUP INC NEW COM 896818101 480 12000 SH SOLE 12000 0 0 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 482 500000 PRN SOLE 0 0 0 TRUEBLUE INC COM 89785X101 5035 599412 SH SOLE 484673 0 0 TRUSTMARK CORP COM 898402102 5828 301665 SH SOLE 245800 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 245 21700 SH SOLE 21700 0 0 TTM TECHNOLOGIES INC COM 87305R109 773 97100 SH SOLE 85557 0 0 TUPPERWARE BRANDS CORP COM 899896104 8234 316452 SH SOLE 316452 0 0 TW TELECOM INC COM 87311L104 1545 150400 SH SOLE 107600 0 0 TWEEN BRANDS INC COM 901166108 794 118908 SH SOLE 118908 0 0 TYLER TECHNOLOGIES INC COM 902252105 258 16500 SH SOLE 1900 0 0 TYSON FOODS INC CL A 902494103 875 69400 SH SOLE 69400 0 0 U S AIRWAYS GROUP INC COM 90341W108 199 81810 SH SOLE 81810 0 0 U S G CORP COM NEW 903293405 513 50900 SH SOLE 50900 0 0 U STORE IT TR COM 91274F104 1136 231847 SH SOLE 183289 0 0 UAL CORP COM NEW 902549807 79 24711 SH SOLE 24711 0 0 UCBH HOLDINGS INC COM 90262T308 2358 1871643 SH SOLE 1718128 0 0 UDR INC COM 902653104 664 64280 SH SOLE 64280 0 0 UGI CORP NEW COM 902681105 2867 112474 SH SOLE 112474 0 0 UIL HLDG CORP COM 902748102 3667 163353 SH SOLE 132179 0 0 ULTRA PETROLEUM CORP COM 903914109 1283 32900 SH SOLE 32900 0 0 ULTRATECH INC COM 904034105 636 51641 SH SOLE 43141 0 0 UMB FINL CORP COM 902788108 2814 74020 SH SOLE 67180 0 0 UMPQUA HLDGS CORP COM 904214103 857 110400 SH SOLE 93463 0 0 UNION DRILLING INC COM 90653P105 116 17500 SH SOLE 16900 0 0 UNION PAC CORP COM 907818108 5449 104667 SH SOLE 104667 0 0 UNISOURCE ENERGY CORP COM 909205106 12208 459968 SH SOLE 383201 0 0 UNISYS CORP COM 909214108 551 364624 SH SOLE 261824 0 0 UNIT CORP COM 909218109 801 29066 SH SOLE 29066 0 0 UNITED AMER INDEMNITY LTD CL A 90933T109 511 106723 SH SOLE 73252 0 0 UNITED BANKSHARES INC WEST V COM 909907107 3550 181658 SH SOLE 153837 0 0 UNITED CMNTY FINL CORP OHIO COM 909839102 13 11697 SH SOLE 11697 0 0 UNITED ONLINE INC COM 911268100 812 124802 SH SOLE 117440 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1654 33086 SH SOLE 33086 0 0 UNITED REFINING ENERGY CORP COM 911360105 5709 583750 SH SOLE 113618 0 0 UNITED RENTALS INC COM 911363109 1579 243295 SH SOLE 185691 0 0 UNITED RENTALS NORTH AMER IN NOTE 1.875%10/1 911365AH7 9200 10000000 PRN SOLE 0 0 0 UNITED STATES STL CORP NEW COM 912909108 4111 115018 SH SOLE 115018 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 10794 8225000 PRN SOLE 0 0 0 UNITED STATIONERS INC COM 913004107 5386 154404 SH SOLE 142074 0 0 UNITED TECHNOLOGIES CORP COM 913017109 17791 342405 SH SOLE 342405 0 0 UNITEDHEALTH GROUP INC COM 91324P102 981 39278 SH SOLE 39278 0 0 UNITRIN INC COM 913275103 122 10126 SH SOLE 5372 0 0 UNIVERSAL AMERICAN CORP COM 913377107 466 53400 SH SOLE 44516 0 0 UNIVERSAL CORP VA COM 913456109 3851 116322 SH SOLE 100769 0 0 UNIVERSAL FST PRODS INC COM 913543104 2965 89600 SH SOLE 72473 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 557 17683 SH SOLE 14919 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 5025 102868 SH SOLE 102868 0 0 UNUM GROUP COM 91529Y106 9440 595196 SH SOLE 595196 0 0 URS CORP NEW COM 903236107 609 12300 SH SOLE 12300 0 0 URSTADT BIDDLE PPTYS INS CL A 917286205 472 33521 SH SOLE 27815 0 0 US BANCORP DEL COM NEW 902973304 312 17431 SH SOLE 17431 0 0 USA MOBILITY INC COM 90341G103 222 17410 SH SOLE 14510 0 0 UTI WORLDWIDE INC ORD G87210103 748 65600 SH SOLE 65600 0 0 V F CORP COM 918204108 1048 18942 SH SOLE 18942 0 0 VAALCO ENERGY INC COM NEW 91851C201 4057 959060 SH SOLE 829715 0 0 VAIL RESORTS INC COM 91879Q109 689 25700 SH SOLE 25700 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 4746 184523 SH SOLE 158623 0 0 VALERO ENERGY CORP NEW COM 91913Y100 3769 223162 SH SOLE 223162 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 2466 112175 SH SOLE 97960 0 0 VALLEY NATL BANCORP COM 919794107 377 32190 SH SOLE 32190 0 0 VALSPAR CORP COM 920355104 1477 65545 SH SOLE 65545 0 0 VALUECLICK INC COM 92046N102 4172 396580 SH SOLE 377780 0 0 VARIAN INC COM 922206107 13535 343269 SH SOLE 329869 0 0 VECTOR GROUP LTD COM 92240M108 340 23799 SH SOLE 20299 0 0 VECTOR GROUP LTD DBCV 5.750% 6/1 92240MAL2 950 1000000 PRN SOLE 0 0 0 VECTREN CORP COM 92240G101 316 13500 SH SOLE 13500 0 0 VENTAS INC COM 92276F100 420 14054 SH SOLE 14054 0 0 VERISIGN INC COM 92343E102 688 37204 SH SOLE 37204 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 5014 7503000 PRN SOLE 0 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 19639 639085 SH SOLE 639085 0 0 VERTEX PHARMACEUTICALS INC NOTE 4.750% 2/1 92532FAM2 390 250000 PRN SOLE 0 0 0 VIACOM INC NEW CL B 92553P201 3074 135403 SH SOLE 135403 0 0 VIAD CORP COM NEW 92552R406 1085 63000 SH SOLE 59596 0 0 VIGNETTE CORP COM NEW 926734401 10268 780823 SH SOLE 774923 0 0 VIROPHARMA INC COM 928241108 6412 1081293 SH SOLE 1067947 0 0 VISA INC COM CL A 92826C839 784 12600 SH SOLE 12600 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 8712 1283019 SH SOLE 1159918 0 0 VMWARE INC CL A COM 928563402 237 8700 SH SOLE 8700 0 0 VOLT INFORMATION SCIENCES IN COM 928703107 83 13300 SH SOLE 13300 0 0 VOLTERRA SEMICONDUCTOR CORP COM 928708106 276 21000 SH SOLE 8400 0 0 VONAGE HLDGS CORP COM 92886T201 6 15000 SH SOLE 15000 0 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 2150 2321000 PRN SOLE 0 0 0 VORNADO RLTY TR SH BEN INT 929042109 1960 43517 SH SOLE 43517 0 0 VULCAN MATLS CO COM 929160109 599 13900 SH SOLE 13900 0 0 W & T OFFSHORE INC COM 92922P106 2917 299479 SH SOLE 275179 0 0 WABCO HLDGS INC COM 92927K102 3793 214275 SH SOLE 214275 0 0 WABTEC CORP COM 929740108 1527 47458 SH SOLE 42471 0 0 WAL MART STORES INC COM 931142103 27016 557726 SH SOLE 557726 0 0 WALGREEN CO COM 931422109 3055 103900 SH SOLE 103900 0 0 WARNACO GROUP INC COM NEW 934390402 4284 132233 SH SOLE 128633 0 0 WASHINGTON FED INC COM 938824109 161 12400 SH SOLE 12400 0 0 WASHINGTON POST CO CL B 939640108 2811 7981 SH SOLE 7981 0 0 WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AK7 1411 1500000 PRN SOLE 0 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 945 42254 SH SOLE 33773 0 0 WASTE CONNECTIONS INC COM 941053100 1117 43113 SH SOLE 37413 0 0 WASTE MGMT INC DEL COM 94106L109 16049 569907 SH SOLE 569907 0 0 WATERS CORP COM 941848103 7608 147821 SH SOLE 147821 0 0 WATSCO INC COM 942622200 644 13153 SH SOLE 13153 0 0 WATSON PHARMACEUTICALS INC COM 942683103 6707 199070 SH SOLE 199070 0 0 WATSON WYATT WORLDWIDE INC CL A 942712100 1985 52901 SH SOLE 51901 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 4869 226039 SH SOLE 220560 0 0 WAUSAU PAPER CORP COM 943315101 936 139235 SH SOLE 115600 0 0 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 843 850000 PRN SOLE 0 0 0 WEBSENSE INC COM 947684106 1074 60223 SH SOLE 60223 0 0 WEBSTER FINL CORP CONN COM 947890109 1684 209185 SH SOLE 194207 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 237 9200 SH SOLE 9200 0 0 WEIS MKTS INC COM 948849104 315 9400 SH SOLE 7408 0 0 WELLPOINT INC COM 94973V107 1648 32377 SH SOLE 32377 0 0 WELLS FARGO & CO NEW COM 949746101 11860 488865 SH SOLE 488865 0 0 WERNER ENTERPRISES INC COM 950755108 3753 207145 SH SOLE 174156 0 0 WESBANCO INC COM 950810101 1075 73900 SH SOLE 71576 0 0 WESCO INTL INC COM 95082P105 10914 435882 SH SOLE 419947 0 0 WESCO INTL INC DBCV 2.625%10/1 95082PAE5 770 820000 PRN SOLE 0 0 0 WEST PHARMACEUTICAL SVSC INC SDCV 4.000% 3/1 955306AA3 3150 4500000 PRN SOLE 0 0 0 WESTAMERICA BANCORPORATION COM 957090103 675 13600 SH SOLE 13600 0 0 WESTAR ENERGY INC COM 95709T100 702 37380 SH SOLE 37380 0 0 WESTERN REFNG INC COM 959319104 2228 315650 SH SOLE 267442 0 0 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 3366 3725000 PRN SOLE 0 0 0 WET SEAL INC CL A 961840105 440 143400 SH SOLE 123900 0 0 WGL HLDGS INC COM 92924F106 11305 353054 SH SOLE 282395 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 361 1575 SH SOLE 1575 0 0 WHITING PETE CORP NEW COM 966387102 613 17446 SH SOLE 17446 0 0 WHITNEY HLDG CORP COM 966612103 982 107198 SH SOLE 97172 0 0 WILEY JOHN & SONS INC CL A 968223206 529 15914 SH SOLE 15914 0 0 WILLBROS GROUP INC NOTE 2.750% 3/1 969199AC2 16045 17632000 PRN SOLE 0 0 0 WILLBROS GROUP INC DEL COM 969203108 2635 210600 SH SOLE 179797 0 0 WILLIAMS CLAYTON ENERGY INC COM 969490101 730 38700 SH SOLE 35225 0 0 WILLIAMS COS INC DEL COM 969457100 6882 440854 SH SOLE 440854 0 0 WILLIAMS SONOMA INC COM 969904101 6129 516328 SH SOLE 516228 0 0 WILLIS GROUP HOLDINGS LTD SHS G96655108 446 17321 SH SOLE 17321 0 0 WILMINGTON TRUST CORP COM 971807102 1343 98316 SH SOLE 87186 0 0 WIND RIVER SYSTEMS INC COM 973149107 4743 413909 SH SOLE 389709 0 0 WINDSTREAM CORP COM 97381W104 2209 264200 SH SOLE 264200 0 0 WINN DIXIE STORES INC COM NEW 974280307 5300 422652 SH SOLE 337611 0 0 WINTHROP RLTY TR SH BEN INT NEW 976391300 150 16841 SH SOLE 11441 0 0 WINTRUST FINANCIAL CORP COM 97650W108 1425 88600 SH SOLE 78634 0 0 WISCONSIN ENERGY CORP COM 976657106 3225 79224 SH SOLE 79224 0 0 WMS INDS INC COM 929297109 2085 66179 SH SOLE 66179 0 0 WOLVERINE WORLD WIDE INC COM 978097103 8108 367565 SH SOLE 337365 0 0 WORLD ACCEP CORP DEL COM 981419104 3566 179100 SH SOLE 136141 0 0 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 4537 6650000 PRN SOLE 0 0 0 WORLD FUEL SVCS CORP COM 981475106 5772 140000 SH SOLE 107924 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 1073 85400 SH SOLE 78400 0 0 WORTHINGTON INDS INC COM 981811102 7385 577369 SH SOLE 577369 0 0 WRIGHT EXPRESS CORP COM 98233Q105 502 19700 SH SOLE 18600 0 0 WRIGHT MED GROUP INC NOTE 2.625%12/0 98235TAA5 171 225000 PRN SOLE 0 0 0 WSFS FINL CORP COM 929328102 287 10500 SH SOLE 10500 0 0 WYETH COM 983024100 24995 550669 SH SOLE 550669 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 3237 267078 SH SOLE 267078 0 0 WYNDHAM WORLDWIDE CORP NOTE 3.500% 5/0 98310WAC2 4875 4385000 PRN SOLE 0 0 0 WYNN RESORTS LTD COM 983134107 459 13000 SH SOLE 13000 0 0 XEROX CORP COM 984121103 970 149727 SH SOLE 149727 0 0 XTO ENERGY INC COM 98385X106 273 7150 SH SOLE 7150 0 0 YAHOO INC COM 984332106 221 14112 SH SOLE 14112 0 0 YRC WORLDWIDE INC COM 984249102 3274 1892487 SH SOLE 1494424 0 0 YUM BRANDS INC COM 988498101 4122 123624 SH SOLE 123624 0 0 ZALE CORP NEW COM 988858106 2841 825934 SH SOLE 664590 0 0 ZENITH NATL INS CORP COM 989390109 2764 127133 SH SOLE 117952 0 0 ZIMMER HLDGS INC COM 98956P102 2147 50400 SH SOLE 50400 0 0 ZIONS BANCORPORATION COM 989701107 1102 95313 SH SOLE 95313 0 0 ZORAN CORP COM 98975F101 2188 200730 SH SOLE 176143 0 0 ZYGO CORP COM 989855101 69 14905 SH SOLE 11605 0 0
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