-----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, HsWyVAOW+5ZtiOY0gJxi8o0WaWBTCOAKPr/ev7WPqo01ahO60FKYTnL5JX89JdPs iUtwUADI8wbcHBrAHKSLaw== 0001085146-10-000228.txt : 20100216 0001085146-10-000228.hdr.sgml : 20100215 20100216113915 ACCESSION NUMBER: 0001085146-10-000228 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100216 DATE AS OF CHANGE: 20100216 EFFECTIVENESS DATE: 20100216 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: 10603715 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 aqr4q09.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: December 31, 2009 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: AQR Capital Management, LLC Address: Two Greenwich Plaza, 3rd Floor Greenwich, CT 06830 13F File Number: 28-10120 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Clifford S. Asness Title: Managing Member Phone: 203-742-3600 Signature, Place, and Date of Signing: /s/ Clifford S. Asness Greenwich, CT February 08, 2010 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1752 Form 13F Information Table Value Total: $8,349,773 (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 16925 2256696 SH SOLE 2132344 0 0 3M CO COM 88579Y101 1304 15777 SH SOLE 15777 0 0 99 CENTS ONLY STORES COM 65440K106 5271 403263 SH SOLE 403263 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 779 125365 SH SOLE 117765 0 0 AAON INC COM PAR $0.004 000360206 263 13509 SH SOLE 13509 0 0 AAR CORP COM 000361105 3638 158300 SH SOLE 142100 0 0 AARONS INC COM 002535201 536 19343 SH SOLE 19343 0 0 ABAXIS INC COM 002567105 268 10500 SH SOLE 10500 0 0 ABBOTT LABS COM 002824100 15826 293131 SH SOLE 293131 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 1282 75974 SH SOLE 61412 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10507 253184 SH SOLE 253184 0 0 ACE LTD SHS 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NEW COM 00817Y108 5038 158923 SH SOLE 158923 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 12929 216602 SH SOLE 216602 0 0 AFFYMETRIX INC COM 00826T108 4741 811875 SH SOLE 627996 0 0 AFLAC INC COM 001055102 259 5600 SH SOLE 5600 0 0 AGCO CORP COM 001084102 2645 81789 SH SOLE 81789 0 0 AGL RES INC COM 001204106 1511 41423 SH SOLE 41423 0 0 AGREE REALTY CORP COM 008492100 935 40152 SH SOLE 30060 0 0 AIR METHODS CORP COM PAR $.06 009128307 3463 103001 SH SOLE 82201 0 0 AIR PRODS & CHEMS INC COM 009158106 794 9800 SH SOLE 9800 0 0 AIRCASTLE LTD COM G0129K104 327 33160 SH SOLE 33160 0 0 AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 600 550000 PRN SOLE 0 0 0 AIRVANA INC COM 00950V101 4583 603057 SH SOLE 603057 0 0 AK STL HLDG CORP COM 001547108 4255 199288 SH SOLE 199288 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 1140 45000 SH SOLE 45000 0 0 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 30281 18150000 PRN SOLE 0 0 0 ALASKA AIR GROUP INC COM 011659109 8252 238762 SH SOLE 230396 0 0 ALBANY 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2200035 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 3418 128800 SH SOLE 98251 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1438 84689 SH SOLE 84689 0 0 AMERICAN ECOLOGY CORP COM NEW 025533407 237 13900 SH SOLE 12100 0 0 AMERICAN ELEC PWR INC COM 025537101 1270 36500 SH SOLE 36500 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 150 20200 SH SOLE 3300 0 0 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 12291 12602000 PRN SOLE 0 0 0 AMERICAN EXPRESS CO COM 025816109 2257 55711 SH SOLE 55711 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 14122 566028 SH SOLE 566028 0 0 AMERICAN GREETINGS CORP CL A 026375105 6616 303626 SH SOLE 258193 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 2185 62816 SH SOLE 55316 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 6785 351722 SH SOLE 351722 0 0 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 77 68000 PRN SOLE 0 0 0 AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1 02744MAB4 7861 6476000 PRN SOLE 0 0 0 AMERICAN OIL & GAS INC NEW COM 028723104 1289 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128908 0 0 AON CORP COM 037389103 501 13067 SH SOLE 13067 0 0 APAC CUSTOMER SERVICES INC COM 00185E106 3900 654378 SH SOLE 544478 0 0 APACHE CORP COM 037411105 13303 128943 SH SOLE 128943 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 373 23427 SH SOLE 23427 0 0 APOGEE ENTERPRISES INC COM 037598109 7940 567176 SH SOLE 462246 0 0 APOLLO GROUP INC CL A 037604105 5086 83957 SH SOLE 83957 0 0 APOLLO INVT CORP COM 03761U106 2593 272083 SH SOLE 217375 0 0 APPLE INC COM 037833100 41894 198682 SH SOLE 198682 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 1022 46313 SH SOLE 46313 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 2624 351208 SH SOLE 254408 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 31962 19200000 PRN SOLE 0 0 0 ARCH CAP GROUP LTD ORD G0450A105 575 8040 SH SOLE 8040 0 0 ARCH COAL INC COM 039380100 590 26500 SH SOLE 26500 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 23765 759024 SH SOLE 759024 0 0 ARENA PHARMACEUTICALS INC COM 040047102 383 108000 SH SOLE 108000 0 0 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ASSOCIATED BANC CORP COM 045487105 748 67947 SH SOLE 67947 0 0 ASSOCIATED ESTATES RLTY CORP COM 045604105 418 37106 SH SOLE 27606 0 0 ASSURANT INC COM 04621X108 3517 119300 SH SOLE 119300 0 0 ASSURED GUARANTY LTD COM G0585R106 544 25000 SH SOLE 25000 0 0 ASTEC INDS INC COM 046224101 720 26730 SH SOLE 26730 0 0 ASTORIA FINL CORP COM 046265104 4046 325501 SH SOLE 265801 0 0 AT&T INC COM 00206R102 35183 1255207 SH SOLE 1255207 0 0 ATC TECHNOLOGY CORP COM 00211W104 606 25400 SH SOLE 25400 0 0 ATHENAHEALTH INC COM 04685W103 1070 23652 SH SOLE 23652 0 0 ATHEROS COMMUNICATIONS INC COM 04743P108 1606 46893 SH SOLE 45632 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 11930 320278 SH SOLE 262389 0 0 ATLAS ENERGY INC COM 049298102 1805 59839 SH SOLE 59839 0 0 ATLAS PIPELINE HOLDINGS LP COM UNITS LP 04939R108 197 29100 SH SOLE 29100 0 0 ATMEL CORP COM 049513104 4688 1016919 SH SOLE 1016919 0 0 ATMOS ENERGY CORP COM 049560105 961 32684 SH SOLE 32684 0 0 ATP OIL & GAS CORP COM 00208J108 1088 59500 SH SOLE 32700 0 0 ATWOOD OCEANICS INC COM 050095108 1387 38700 SH SOLE 38700 0 0 AUTOLIV INC COM 052800109 538 12400 SH SOLE 12400 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 8621 201332 SH SOLE 201332 0 0 AUTONATION INC COM 05329W102 14264 744834 SH SOLE 744834 0 0 AUTOZONE INC COM 053332102 2096 13261 SH SOLE 13261 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 429 14300 SH SOLE 14300 0 0 AVALONBAY CMNTYS INC COM 053484101 578 7044 SH SOLE 7044 0 0 AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 10920 11450000 PRN SOLE 0 0 0 AVID TECHNOLOGY INC COM 05367P100 145 11400 SH SOLE 11400 0 0 AVIS BUDGET GROUP COM 053774105 11104 846371 SH SOLE 653728 0 0 AVISTA CORP COM 05379B107 897 41567 SH SOLE 41567 0 0 AVNET INC COM 053807103 24117 799648 SH SOLE 799648 0 0 AXCELIS TECHNOLOGIES INC COM 054540109 12 23177 SH SOLE 23177 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 942 33143 SH SOLE 33143 0 0 BAIDU INC SPON ADR REP A 056752108 288 700 SH SOLE 700 0 0 BAKER HUGHES INC COM 057224107 320 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SOLE 14600 0 0 CALPINE CORP COM NEW 131347304 1082 98400 SH SOLE 98400 0 0 CAMBREX CORP COM 132011107 73 13120 SH SOLE 13120 0 0 CAMDEN PPTY TR SH BEN INT 133131102 544 12831 SH SOLE 12831 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 4689 112179 SH SOLE 112179 0 0 CAMPBELL SOUP CO COM 134429109 314 9300 SH SOLE 9300 0 0 CANDELA CORP COM 136907102 2967 979239 SH SOLE 979239 0 0 CANTEL MEDICAL CORP COM 138098108 878 43500 SH SOLE 43500 0 0 CAPELLA EDUCATION COMPANY COM 139594105 702 9322 SH SOLE 9322 0 0 CAPITAL ONE FINL CORP COM 14040H105 642 16734 SH SOLE 16734 0 0 CAPITALSOURCE INC COM 14055X102 1462 368330 SH SOLE 368330 0 0 CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 3080 3500000 PRN SOLE 0 0 0 CAPLEASE INC COM 140288101 313 71476 SH SOLE 36404 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 3138 229869 SH SOLE 184759 0 0 CARBO CERAMICS INC COM 140781105 10002 146717 SH SOLE 122217 0 0 CARDINAL HEALTH INC COM 14149Y108 5613 174102 SH SOLE 174102 0 0 CARE INVESTMENT TRUST INC COM 141657106 133 17149 SH SOLE 14743 0 0 CAREER EDUCATION CORP COM 141665109 10679 458127 SH SOLE 449527 0 0 CARLISLE COS INC COM 142339100 5460 159379 SH SOLE 159379 0 0 CARMAX INC COM 143130102 3190 131526 SH SOLE 131526 0 0 CARNIVAL CORP PAIRED CTF 143658300 5097 160842 SH SOLE 160842 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 16403 608663 SH SOLE 592467 0 0 CARTER INC COM 146229109 21247 809403 SH SOLE 757503 0 0 CASCADE CORP COM 147195101 741 26957 SH SOLE 23200 0 0 CASEYS GEN STORES INC COM 147528103 742 23243 SH SOLE 23243 0 0 CATALYST HEALTH SOLUTIONS IN COM 14888B103 817 22400 SH SOLE 22400 0 0 CATHAY GENERAL BANCORP COM 149150104 2865 379526 SH SOLE 379526 0 0 CATO CORP NEW CL A 149205106 4302 214471 SH SOLE 175349 0 0 CBIZ INC NOTE 3.125% 6/0 124805AB8 295 300000 PRN SOLE 0 0 0 CBL & ASSOC PPTYS INC COM 124830100 3299 341188 SH SOLE 275141 0 0 CEC ENTMT INC COM 125137109 262 8209 SH SOLE 8209 0 0 CEDAR SHOPPING CTRS INC COM NEW 150602209 446 65613 SH SOLE 52936 0 0 CELANESE CORP DEL COM SER A 150870103 22183 691064 SH SOLE 691064 0 0 CELLDEX THERAPEUTICS INC NEW COM 15117B103 129 27636 SH SOLE 27636 0 0 CENOVUS ENERGY INC COM 15135U109 267 10600 SH SOLE 10600 0 0 CENTENE CORP DEL COM 15135B101 7089 334843 SH SOLE 334843 0 0 CENTERPOINT ENERGY INC COM 15189T107 454 31282 SH SOLE 31282 0 0 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 2995 3500000 PRN SOLE 0 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 4112 413641 SH SOLE 362671 0 0 CENTRAL PAC FINL CORP COM 154760102 139 106220 SH SOLE 99876 0 0 CENTRAL VT PUB SVC CORP COM 155771108 332 15978 SH SOLE 12400 0 0 CENTURY ALUM CO COM 156431108 766 47300 SH SOLE 47300 0 0 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 777 820000 PRN SOLE 0 0 0 CENTURYTEL INC COM 156700106 6713 185384 SH SOLE 185384 0 0 CENVEO INC COM 15670S105 739 84482 SH SOLE 84482 0 0 CEPHALON INC COM 156708109 524 8400 SH SOLE 8400 0 0 CERADYNE INC COM 156710105 14938 777619 SH SOLE 713734 0 0 CF INDS HLDGS INC COM 125269100 8726 96127 SH SOLE 96127 0 0 CH ENERGY GROUP INC COM 12541M102 310 7300 SH SOLE 7300 0 0 CHARLES RIV LABS INTL INC COM 159864107 1131 33571 SH SOLE 33571 0 0 CHARLES RIVER ASSOCIATES DBCV 2.875% 6/1 159852AB8 24326 24650000 PRN SOLE 0 0 0 CHARMING SHOPPES INC COM 161133103 1131 174789 SH SOLE 174789 0 0 CHART INDS INC COM PAR $0.01 16115Q308 10436 630563 SH SOLE 511929 0 0 CHATTEM INC COM 162456107 217 2321 SH SOLE 2321 0 0 CHATTEM INC NOTE 2.000%11/1 162456AP2 14537 8800000 PRN SOLE 0 0 0 CHECKPOINT SYS INC COM 162825103 1212 79500 SH SOLE 65200 0 0 CHEESECAKE FACTORY INC COM 163072101 2748 127295 SH SOLE 104895 0 0 CHEMED CORP NEW COM 16359R103 10222 213093 SH SOLE 194993 0 0 CHEMICAL FINL CORP COM 163731102 1106 46886 SH SOLE 35455 0 0 CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 196 15200 SH SOLE 15200 0 0 CHESAPEAKE ENERGY CORP COM 165167107 347 13400 SH SOLE 13400 0 0 CHEVRON CORP NEW COM 166764100 59453 772222 SH SOLE 772222 0 0 CHICOS FAS INC COM 168615102 1507 107264 SH SOLE 90164 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 4084 123730 SH SOLE 122030 0 0 CHIMERA INVT CORP COM 16934Q109 904 233100 SH SOLE 233100 0 0 CHINA GERUI ADV MAT GR LTD SHS G21101103 119 21200 SH SOLE 21200 0 0 CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 1087 1300000 PRN SOLE 0 0 0 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 3352 5250000 PRN SOLE 0 0 0 CHIPOTLE MEXICAN GRILL INC CL A 169656105 476 5400 SH SOLE 5400 0 0 CHIQUITA BRANDS INTL INC COM 170032809 11227 622357 SH SOLE 591322 0 0 CHOICE HOTELS INTL INC COM 169905106 2686 84830 SH SOLE 84830 0 0 CHUBB CORP COM 171232101 7884 160316 SH SOLE 160316 0 0 CHURCH & DWIGHT INC COM 171340102 226 3736 SH SOLE 3736 0 0 CIBER INC COM 17163B102 454 131631 SH SOLE 88861 0 0 CIENA CORP COM NEW 171779309 2368 218494 SH SOLE 218494 0 0 CIGNA CORP COM 125509109 4118 116762 SH SOLE 116762 0 0 CIMAREX ENERGY CO COM 171798101 853 16100 SH SOLE 16100 0 0 CINCINNATI BELL INC NEW COM 171871106 352 102161 SH SOLE 71567 0 0 CINCINNATI FINL CORP COM 172062101 904 34433 SH SOLE 34433 0 0 CINTAS CORP COM 172908105 2431 93310 SH SOLE 93310 0 0 CIRRUS LOGIC INC COM 172755100 1972 289119 SH SOLE 219319 0 0 CISCO SYS INC COM 17275R102 23364 975924 SH SOLE 975924 0 0 CITI TRENDS INC COM 17306X102 1664 60233 SH SOLE 49333 0 0 CITIGROUP INC COM 172967101 11199 3383370 SH SOLE 3383370 0 0 CITIZENS REPUBLIC BANCORP IN COM 174420109 252 365719 SH SOLE 263755 0 0 CITY HLDG CO COM 177835105 4312 133373 SH SOLE 114505 0 0 CKE RESTAURANTS INC COM 12561E105 1799 212600 SH SOLE 164700 0 0 CKX INC COM 12562M106 124 23596 SH SOLE 23596 0 0 CLARCOR INC COM 179895107 821 25294 SH SOLE 25294 0 0 CLEAN HARBORS INC COM 184496107 676 11341 SH SOLE 11341 0 0 CLEARWATER PAPER CORP COM 18538R103 1038 18889 SH SOLE 17589 0 0 CLEARWIRE CORP NEW CL A 18538Q105 70 10300 SH SOLE 10300 0 0 CLECO CORP NEW COM 12561W105 401 14678 SH SOLE 14678 0 0 CLOROX CO DEL COM 189054109 232 3800 SH SOLE 3800 0 0 CME GROUP INC COM 12572Q105 4846 14424 SH SOLE 14424 0 0 CMS ENERGY CORP COM 125896100 15794 1008548 SH SOLE 1008548 0 0 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 616 500000 PRN SOLE 0 0 0 CMS ENERGY CORP NOTE 3.375% 7/1 125896AY6 2785 1750000 PRN SOLE 0 0 0 CNA FINL CORP COM 126117100 5995 249810 SH SOLE 249810 0 0 CNX GAS CORP COM 12618H309 665 22544 SH SOLE 22544 0 0 COACH INC COM 189754104 2237 61251 SH SOLE 61251 0 0 COCA COLA CO COM 191216100 21959 385246 SH SOLE 385246 0 0 COCA COLA ENTERPRISES INC COM 191219104 3932 185471 SH SOLE 185471 0 0 COEUR D ALENE MINES CORP IDA COM NEW 192108504 3946 218479 SH SOLE 162001 0 0 COGENT COMM GROUP INC COM NEW 19239V302 1588 161100 SH SOLE 144700 0 0 COGNEX CORP COM 192422103 982 55400 SH SOLE 55400 0 0 COGO GROUP INC COM 192448108 2157 292657 SH SOLE 250553 0 0 COHEN & STEERS DIV MJRS FDIN COM 19248G106 434 41521 SH SOLE 41521 0 0 COHEN & STEERS QUALITY RLTY COM 19247L106 591 97315 SH SOLE 97315 0 0 COHEN & STEERS REIT & PFD IN COM 19247X100 442 42748 SH SOLE 42748 0 0 COHERENT INC COM 192479103 2310 77710 SH SOLE 67260 0 0 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 9420 9432000 PRN SOLE 0 0 0 COLDWATER CREEK INC COM 193068103 211 47300 SH SOLE 38700 0 0 COLGATE PALMOLIVE CO COM 194162103 3729 45397 SH SOLE 45397 0 0 COLLECTIVE BRANDS INC COM 19421W100 317 13900 SH SOLE 13900 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 2018 172007 SH SOLE 143499 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 613 15706 SH SOLE 15706 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 1466 107320 SH SOLE 85120 0 0 COMCAST CORP NEW CL A 20030N101 22357 1326066 SH SOLE 1326066 0 0 COMCAST CORP NEW CL A SPL 20030N200 1265 79000 SH SOLE 79000 0 0 COMERICA INC COM 200340107 5414 183086 SH SOLE 183086 0 0 COMFORT SYS USA INC COM 199908104 7253 587771 SH SOLE 485655 0 0 COMMERCE BANCSHARES INC COM 200525103 2745 70905 SH SOLE 70905 0 0 COMMERCIAL METALS CO COM 201723103 5789 369901 SH SOLE 350301 0 0 COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 25815 21625000 PRN SOLE 0 0 0 COMMUNITY BK SYS INC COM 203607106 2739 141860 SH SOLE 130817 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 3402 95564 SH SOLE 95564 0 0 COMMUNITY TR BANCORP INC COM 204149108 420 17187 SH SOLE 17187 0 0 COMMVAULT SYSTEMS INC COM 204166102 1973 83300 SH SOLE 66300 0 0 COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 2591 30000 SH SOLE 30000 0 0 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 185 14471 SH SOLE 0 0 0 COMPASS MINERALS INTL INC COM 20451N101 1334 19859 SH SOLE 19859 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 6111 470106 SH SOLE 470106 0 0 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 1560 4000000 PRN SOLE 0 0 0 COMPUCREDIT HLDGS CORP COM 20478T107 661 198565 SH SOLE 198565 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 596 12938 SH SOLE 12938 0 0 COMPUTER SCIENCES CORP COM 205363104 24486 425621 SH SOLE 425621 0 0 COMPUWARE CORP COM 205638109 19581 2708350 SH SOLE 2621950 0 0 COMSTOCK RES INC COM NEW 205768203 1967 48478 SH SOLE 48478 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 417 11900 SH SOLE 11900 0 0 CONAGRA FOODS INC COM 205887102 11124 482600 SH SOLE 482600 0 0 CONCHO RES INC COM 20605P101 1419 31593 SH SOLE 31593 0 0 CONMED CORP COM 207410101 581 25499 SH SOLE 25499 0 0 CONOCOPHILLIPS COM 20825C104 25218 493794 SH SOLE 493794 0 0 CONSECO INC COM NEW 208464883 14860 2971972 SH SOLE 2524595 0 0 CONSOLIDATED EDISON INC COM 209115104 1567 34500 SH SOLE 34500 0 0 CONSTELLATION BRANDS INC CL A 21036P108 11716 735439 SH SOLE 735439 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 5259 111879 SH SOLE 105879 0 0 CONTINENTAL RESOURCES INC COM 212015101 1140 26572 SH SOLE 26572 0 0 CONVERGYS CORP COM 212485106 12393 1152829 SH SOLE 1099044 0 0 CON-WAY INC COM 205944101 7098 203310 SH SOLE 203310 0 0 COOPER COS INC COM NEW 216648402 1239 32500 SH SOLE 32500 0 0 COOPER TIRE & RUBR CO COM 216831107 659 32865 SH SOLE 24365 0 0 COPART INC COM 217204106 744 20300 SH SOLE 20300 0 0 CORINTHIAN COLLEGES INC COM 218868107 9496 689600 SH SOLE 685800 0 0 CORN PRODS INTL INC COM 219023108 450 15404 SH SOLE 15404 0 0 CORNING INC COM 219350105 641 33200 SH SOLE 33200 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 520 14190 SH SOLE 14190 0 0 COSTCO WHSL CORP NEW COM 22160K105 503 8506 SH SOLE 8506 0 0 COUSINS PPTYS INC COM 222795106 883 115753 SH SOLE 99028 0 0 COVANTA HLDG CORP COM 22282E102 353 19500 SH SOLE 19500 0 0 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 2488 2650000 PRN SOLE 0 0 0 COVENTRY HEALTH CARE INC COM 222862104 729 30000 SH SOLE 30000 0 0 COVIDIEN PLC SHS G2554F105 1451 30300 SH SOLE 30300 0 0 COWEN GROUP INC NEW CL A 223622101 533 89964 SH SOLE 89964 0 0 CRA INTL INC COM 12618T105 6113 229374 SH SOLE 194511 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 475 12511 SH SOLE 7245 0 0 CRANE CO COM 224399105 14703 480169 SH SOLE 476869 0 0 CRAY INC COM NEW 225223304 87 13541 SH SOLE 13541 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 147 14800 SH SOLE 14800 0 0 CROSSTEX ENERGY L P COM 22765U102 261 30400 SH SOLE 30400 0 0 CROWN HOLDINGS INC COM 228368106 13519 528502 SH SOLE 528502 0 0 CRYOLIFE INC COM 228903100 131 20453 SH SOLE 20453 0 0 CSG SYS INTL INC COM 126349109 7830 410148 SH SOLE 382328 0 0 CSS INDS INC COM 125906107 870 44759 SH SOLE 30359 0 0 CSX CORP COM 126408103 14608 301252 SH SOLE 301252 0 0 CTS CORP COM 126501105 294 30604 SH SOLE 17104 0 0 CUBIC CORP COM 229669106 7023 188272 SH SOLE 163970 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 2346 123672 SH SOLE 123672 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 2486 2650000 PRN SOLE 0 0 0 CULLEN FROST BANKERS INC COM 229899109 1150 23000 SH SOLE 23000 0 0 CUMMINS INC COM 231021106 1024 22320 SH SOLE 22320 0 0 CVB FINL CORP COM 126600105 6720 777793 SH SOLE 659134 0 0 CVR ENERGY INC COM 12662P108 990 144307 SH SOLE 103128 0 0 CVS CAREMARK CORPORATION COM 126650100 1282 39800 SH SOLE 39800 0 0 CYBERONICS INC COM 23251P102 1386 67800 SH SOLE 53500 0 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 171 29605 SH SOLE 29605 0 0 CYPRESS SHARPRIDGE INVTS INC COM 23281A307 311 23000 SH SOLE 17600 0 0 CYTEC INDS INC COM 232820100 705 19352 SH SOLE 19352 0 0 D R HORTON INC COM 23331A109 1055 97034 SH SOLE 97034 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 11958 10773000 PRN SOLE 0 0 0 DAKTRONICS INC COM 234264109 755 82001 SH SOLE 74501 0 0 DANAHER CORP DEL COM 235851102 1429 19000 SH SOLE 19000 0 0 DARDEN RESTAURANTS INC COM 237194105 10227 291607 SH SOLE 291607 0 0 DARLING INTL INC COM 237266101 3566 425582 SH SOLE 356982 0 0 DAVITA INC COM 23918K108 342 5814 SH SOLE 5814 0 0 DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 201 6798 SH SOLE 6798 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 2456 489331 SH SOLE 389102 0 0 DEAN FOODS CO NEW COM 242370104 6153 341093 SH SOLE 341093 0 0 DECKERS OUTDOOR CORP COM 243537107 1328 13051 SH SOLE 13051 0 0 DEERE & CO COM 244199105 611 11300 SH SOLE 11300 0 0 DEL MONTE FOODS CO COM 24522P103 21398 1886988 SH SOLE 1517663 0 0 DELL INC COM 24702R101 898 62564 SH SOLE 62564 0 0 DELPHI FINL GROUP INC CL A 247131105 494 22100 SH SOLE 20300 0 0 DELUXE CORP COM 248019101 3484 235540 SH SOLE 235540 0 0 DENBURY RES INC COM NEW 247916208 292 19700 SH SOLE 19700 0 0 DENDREON CORP NOTE 4.750% 6/1 24823QAB3 877 325000 PRN SOLE 0 0 0 DENNYS CORP COM 24869P104 29 13300 SH SOLE 13300 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 3899 421029 SH SOLE 342870 0 0 DEVON ENERGY CORP NEW COM 25179M103 5135 69860 SH SOLE 69860 0 0 DEVRY INC DEL COM 251893103 573 10100 SH SOLE 10100 0 0 DEXCOM INC NOTE 4.750% 3/1 252131AD9 3897 3500000 PRN SOLE 0 0 0 DHT MARITIME INC COM Y2065G105 321 87300 SH SOLE 75000 0 0 DIAMOND FOODS INC COM 252603105 290 8156 SH SOLE 5646 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 354 3600 SH SOLE 3600 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 2242 264695 SH SOLE 219303 0 0 DICKS SPORTING GOODS INC COM 253393102 394 15824 SH SOLE 15824 0 0 DIEBOLD INC COM 253651103 241 8488 SH SOLE 8488 0 0 DIEDRICH COFFEE INC COM NEW 253675201 8949 256795 SH SOLE 256795 0 0 DIGITAL RIV INC COM 25388B104 5258 194804 SH SOLE 177804 0 0 DILLARDS INC CL A 254067101 2128 115350 SH SOLE 93300 0 0 DIME CMNTY BANCSHARES COM 253922108 989 84384 SH SOLE 66836 0 0 DIONEX CORP COM 254546104 392 5300 SH SOLE 5300 0 0 DIRECTV COM CL A 25490A101 6898 206831 SH SOLE 206831 0 0 DISCOVER FINL SVCS COM 254709108 4090 278061 SH SOLE 278061 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 12052 392958 SH SOLE 392958 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 4198 158314 SH SOLE 158314 0 0 DISH NETWORK CORP CL A 25470M109 14219 684608 SH SOLE 684608 0 0 DISNEY WALT CO COM DISNEY 254687106 1229 38094 SH SOLE 38094 0 0 DOLBY LABORATORIES INC COM 25659T107 501 10505 SH SOLE 10505 0 0 DOLLAR FINL CORP COM 256664103 2371 100200 SH SOLE 74200 0 0 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 1322 1425000 PRN SOLE 0 0 0 DOLLAR TREE INC COM 256746108 11648 241154 SH SOLE 241154 0 0 DOMTAR CORP COM NEW 257559203 3155 56935 SH SOLE 50935 0 0 DONALDSON INC COM 257651109 379 8900 SH SOLE 8900 0 0 DONNELLEY R R & SONS CO COM 257867101 6726 302016 SH SOLE 302016 0 0 DOUGLAS EMMETT INC COM 25960P109 152 10700 SH SOLE 10700 0 0 DOVER CORP COM 260003108 11958 287373 SH SOLE 287373 0 0 DOW CHEM CO COM 260543103 408 14784 SH SOLE 14784 0 0 DPL INC COM 233293109 770 27900 SH SOLE 27900 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 9934 351039 SH SOLE 351039 0 0 DREAMWORKS ANIMATION SKG INC CL A 26153C103 248 6200 SH SOLE 6200 0 0 DRESS BARN INC COM 261570105 7770 336383 SH SOLE 272902 0 0 DRESS BARN INC NOTE 2.500%12/1 261570AB1 23892 10750000 PRN SOLE 0 0 0 DRESSER-RAND GROUP INC COM 261608103 10146 320985 SH SOLE 320985 0 0 DRYSHIPS INC SHS Y2109Q101 104 17900 SH SOLE 17900 0 0 DST SYS INC DEL DBCV 8/1 233326AD9 5761 5500000 PRN SOLE 0 0 0 DSW INC CL A 23334L102 2097 81011 SH SOLE 64011 0 0 DTE ENERGY CO COM 233331107 667 15300 SH SOLE 15300 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 345 10259 SH SOLE 10259 0 0 DUCOMMUN INC DEL COM 264147109 1015 54233 SH SOLE 54233 0 0 DUKE ENERGY CORP NEW COM 26441C105 1143 66400 SH SOLE 66400 0 0 DUKE REALTY CORP COM NEW 264411505 238 19583 SH SOLE 19583 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 5935 70345 SH SOLE 70345 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1584 88055 SH SOLE 73055 0 0 DYCOM INDS INC COM 267475101 3830 476900 SH SOLE 343768 0 0 DYNAMIC MATLS CORP COM 267888105 313 15600 SH SOLE 15400 0 0 DYNCORP INTL INC CL A 26817C101 3598 250760 SH SOLE 204360 0 0 DYNEX CAP INC COM NEW 26817Q506 303 34700 SH SOLE 31600 0 0 E M C CORP MASS COM 268648102 5205 297942 SH SOLE 297942 0 0 E TRADE FINANCIAL CORP COM 269246104 2814 1608000 SH SOLE 1194300 0 0 EAGLE BANCORP INC MD COM 268948106 362 34618 SH SOLE 34618 0 0 EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 167 28900 SH SOLE 28900 0 0 EARTHLINK INC COM 270321102 21049 2533013 SH SOLE 2241808 0 0 EARTHLINK INC NOTE 3.250%11/1 270321AA0 15936 14500000 PRN SOLE 0 0 0 EASTGROUP PPTY INC COM 277276101 1394 36423 SH SOLE 32054 0 0 EASTMAN CHEM CO COM 277432100 3542 58792 SH SOLE 58792 0 0 EASTMAN KODAK CO COM 277461109 6236 1477672 SH SOLE 1249242 0 0 EBAY INC COM 278642103 1338 56840 SH SOLE 56840 0 0 ECOLAB INC COM 278865100 513 11500 SH SOLE 11500 0 0 ECTEL LTD ORD M29925100 476 383538 SH SOLE 383538 0 0 EDISON INTL COM 281020107 1781 51200 SH SOLE 51200 0 0 EDUCATION RLTY TR INC COM 28140H104 389 80297 SH SOLE 80297 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1053 12123 SH SOLE 12123 0 0 EL PASO CORP COM 28336L109 7794 792851 SH SOLE 792851 0 0 EL PASO ELEC CO COM NEW 283677854 16902 833449 SH SOLE 737899 0 0 ELECTRO OPTICAL SCIENCES INC COM 285192100 285 27507 SH SOLE 27507 0 0 ELECTRONIC ARTS INC COM 285512109 720 40579 SH SOLE 40579 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 237 18200 SH SOLE 18200 0 0 EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 170 10000 SH SOLE 10000 0 0 EMCOR GROUP INC COM 29084Q100 36897 1371634 SH SOLE 1277094 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 15384 284097 SH SOLE 235127 0 0 EMERGENT 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SH SOLE 6393 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 273 8688 SH SOLE 8688 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 3489 98930 SH SOLE 79692 0 0 ENZON PHARMACEUTICALS INC COM 293904108 245 23300 SH SOLE 8000 0 0 EOG RES INC COM 26875P101 2948 30300 SH SOLE 30300 0 0 EPICOR SOFTWARE CORP COM 29426L108 875 114771 SH SOLE 93081 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 2793 1900000 PRN SOLE 0 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 2318 45929 SH SOLE 38300 0 0 EQUITY ONE COM 294752100 1472 91045 SH SOLE 74091 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 1466 43395 SH SOLE 43395 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 870 144700 SH SOLE 120200 0 0 ESCO TECHNOLOGIES INC COM 296315104 253 7061 SH SOLE 7061 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 9206 225793 SH SOLE 207711 0 0 EURAND N V SHS N31010106 1226 95040 SH SOLE 95040 0 0 EURONET WORLDWIDE INC COM 298736109 578 26311 SH SOLE 26311 0 0 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 6899 7350000 PRN SOLE 0 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PRN SOLE 0 0 0 GT SOLAR INTL INC COM 3623E0209 643 115600 SH SOLE 100100 0 0 GUESS INC COM 401617105 1970 46579 SH SOLE 46579 0 0 GULFMARK OFFSHORE INC COM 402629109 3172 112029 SH SOLE 107329 0 0 GYMBOREE CORP COM 403777105 12234 281315 SH SOLE 272715 0 0 H & Q HEALTHCARE FD SH BEN INT 404052102 474 39899 SH SOLE 39899 0 0 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 210 22255 SH SOLE 22255 0 0 HAEMONETICS CORP COM 405024100 1317 23887 SH SOLE 23887 0 0 HALLIBURTON CO COM 406216101 1002 33300 SH SOLE 33300 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 204 34800 SH SOLE 34800 0 0 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 943 68200 SH SOLE 50300 0 0 HANMI FINL CORP COM 410495105 53 44508 SH SOLE 44508 0 0 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 14570 16175000 PRN SOLE 0 0 0 HANOVER INS GROUP INC COM 410867105 2235 50304 SH SOLE 50304 0 0 HANSEN NAT CORP COM 411310105 997 25965 SH SOLE 25965 0 0 HARLEY DAVIDSON INC COM 412822108 285 11300 SH SOLE 11300 0 0 HARLEYSVILLE GROUP 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KING PHARMACEUTICALS INC COM 495582108 701 57117 SH SOLE 57117 0 0 KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 1950 2100000 PRN SOLE 0 0 0 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AD9 2339 2250000 PRN SOLE 0 0 0 KIRKLANDS INC COM 497498105 9977 574361 SH SOLE 459661 0 0 KITE RLTY GROUP TR COM 49803T102 310 76281 SH SOLE 55781 0 0 KKR FINANCIAL HLDGS LLC NOTE 7.000% 7/1 48248AAB4 744 800000 PRN SOLE 0 0 0 KNIGHT CAPITAL GROUP INC CL A 499005106 18281 1187085 SH SOLE 1107242 0 0 KNIGHT TRANSN INC COM 499064103 284 14700 SH SOLE 14700 0 0 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 4937 372316 SH SOLE 306718 0 0 KNOLL INC COM NEW 498904200 160 15500 SH SOLE 15500 0 0 KNOLOGY INC COM 499183804 384 35100 SH SOLE 35100 0 0 KOHLS CORP COM 500255104 491 9100 SH SOLE 9100 0 0 KONA GRILL INC COM 50047H201 330 109524 SH SOLE 109524 0 0 KOPPERS HOLDINGS INC COM 50060P106 7177 235771 SH SOLE 190971 0 0 KORN FERRY INTL COM NEW 500643200 474 28715 SH SOLE 28715 0 0 KRAFT FOODS INC CL A 50075N104 16868 620592 SH SOLE 620592 0 0 KROGER CO COM 501044101 922 44900 SH SOLE 44900 0 0 KULICKE & SOFFA INDS INC COM 501242101 54 10000 SH SOLE 10000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 7615 87575 SH SOLE 87575 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1026 13709 SH SOLE 13709 0 0 LABRANCHE & CO INC COM 505447102 118 41700 SH SOLE 22600 0 0 LACLEDE GROUP INC COM 505597104 3109 92076 SH SOLE 83898 0 0 LADISH INC COM NEW 505754200 624 41400 SH SOLE 31100 0 0 LAM RESEARCH CORP COM 512807108 290 7400 SH SOLE 7400 0 0 LANCASTER COLONY CORP COM 513847103 10464 210537 SH SOLE 167622 0 0 LANDRYS RESTAURANTS INC COM 51508L103 1206 56639 SH SOLE 56639 0 0 LANDSTAR SYS INC COM 515098101 3463 89329 SH SOLE 89329 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 3133 147590 SH SOLE 118454 0 0 LAWSON SOFTWARE INC NEW COM 52078P102 1062 159698 SH SOLE 159698 0 0 LCA-VISION INC COM PAR $.001 501803308 982 191865 SH SOLE 159765 0 0 LDK SOLAR CO LTD SPONSORED ADR 50183L107 1237 176400 SH 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1440 31203 SH SOLE 31203 0 0 LIBERTY PPTY TR SH BEN INT 531172104 587 18336 SH SOLE 18336 0 0 LIFE PARTNERS HOLDINGS INC COM 53215T106 640 30200 SH SOLE 30200 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 309 5916 SH SOLE 5916 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 354 10883 SH SOLE 10883 0 0 LILLY ELI & CO COM 532457108 697 19526 SH SOLE 19526 0 0 LIMITED BRANDS INC COM 532716107 10342 537529 SH SOLE 537529 0 0 LINCARE HLDGS INC COM 532791100 17966 483990 SH SOLE 449774 0 0 LINCOLN ELEC HLDGS INC COM 533900106 6919 129420 SH SOLE 108420 0 0 LINCOLN NATL CORP IND COM 534187109 3332 133905 SH SOLE 133905 0 0 LINEAR TECHNOLOGY CORP COM 535678106 1713 56100 SH SOLE 56100 0 0 LINN ENERGY LLC UNIT LTD LIAB 536020100 3305 118549 SH SOLE 118549 0 0 LIZ CLAIBORNE INC COM 539320101 2825 501773 SH SOLE 434216 0 0 LOCKHEED MARTIN CORP COM 539830109 20674 274370 SH SOLE 274370 0 0 LOEWS CORP COM 540424108 15110 415676 SH SOLE 415676 0 0 LOGITECH INTL S A SHS H50430232 231 13500 SH SOLE 13500 0 0 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0 MEADWESTVACO CORP COM 583334107 3136 109527 SH SOLE 109527 0 0 MEDCATH CORP COM 58404W109 335 42400 SH SOLE 42400 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 8595 134479 SH SOLE 134479 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 2546 254637 SH SOLE 201698 0 0 MEDICINES CO COM 584688105 561 67311 SH SOLE 67311 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 2101 77662 SH SOLE 69662 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 330 21168 SH SOLE 21168 0 0 MEDIFAST INC COM 58470H101 1160 37932 SH SOLE 37932 0 0 MEDIVATION INC COM 58501N101 1005 26700 SH SOLE 26700 0 0 MEDNAX INC COM 58502B106 1515 25209 SH SOLE 25209 0 0 MEDTRONIC INC COM 585055106 2398 54533 SH SOLE 54533 0 0 MEMC ELECTR MATLS INC COM 552715104 2011 147651 SH SOLE 147651 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 146 150000 PRN SOLE 0 0 0 MERCADOLIBRE INC COM 58733R102 1406 27100 SH SOLE 27100 0 0 MERCK & CO INC NEW COM 58933Y105 4183 114472 SH SOLE 114472 0 0 MEREDITH CORP COM 589433101 584 18916 SH SOLE 18916 0 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6/0 595112AH6 13545 14000000 PRN SOLE 0 0 0 MICRON TECHNOLOGY INC NOTE 4.250%10/1 595112AJ2 2642 1200000 PRN SOLE 0 0 0 MICROS SYS INC COM 594901100 4688 151091 SH SOLE 151091 0 0 MICROSEMI CORP COM 595137100 201 11328 SH SOLE 11328 0 0 MICROSOFT CORP COM 594918104 53277 1747346 SH SOLE 1747346 0 0 MICROSTRATEGY INC CL A NEW 594972408 4306 45800 SH SOLE 39000 0 0 MID-AMER APT CMNTYS INC COM 59522J103 2662 55146 SH SOLE 46781 0 0 MILLER HERMAN INC COM 600544100 1818 113736 SH SOLE 113736 0 0 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 214 2900 SH SOLE 2900 0 0 MILLIPORE CORP COM 601073109 1428 19736 SH SOLE 19736 0 0 MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 1036 1000000 PRN SOLE 0 0 0 MINE SAFETY APPLIANCES CO COM 602720104 1981 74665 SH SOLE 69933 0 0 MINERALS TECHNOLOGIES INC COM 603158106 13680 251145 SH SOLE 238801 0 0 MIRANT CORP NEW COM 60467R100 19604 1283830 SH SOLE 1283830 0 0 MISSION WEST PPTYS INC COM 605203108 576 80044 SH SOLE 61467 0 0 MKS INSTRUMENT INC COM 55306N104 8379 481286 SH SOLE 470059 0 0 MOLEX INC CL A 608554200 4483 234364 SH SOLE 234364 0 0 MOLEX INC COM 608554101 2731 126724 SH SOLE 126724 0 0 MOLINA HEALTHCARE INC COM 60855R100 6051 264589 SH SOLE 217530 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 308 41417 SH SOLE 33141 0 0 MONOLITHIC PWR SYS INC COM 609839105 244 10191 SH SOLE 10191 0 0 MONSANTO CO NEW COM 61166W101 508 6213 SH SOLE 6213 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 4256 245717 SH SOLE 208032 0 0 MOOG INC CL A 615394202 952 32578 SH SOLE 32578 0 0 MORGAN STANLEY COM NEW 617446448 11702 395323 SH SOLE 395323 0 0 MOSAIC CO COM 61945A107 3010 50392 SH SOLE 50392 0 0 MOTOROLA INC COM 620076109 673 86728 SH SOLE 86728 0 0 MOVE INC COM COM 62458M108 20 12300 SH SOLE 12300 0 0 MPS GROUP INC COM 553409103 18319 1333234 SH SOLE 1285123 0 0 MSCI INC CL A 55354G100 584 18376 SH SOLE 18376 0 0 MTS SYS CORP COM 553777103 221 7700 SH SOLE 7700 0 0 MUELLER INDS INC COM 624756102 13024 524304 SH SOLE 431937 0 0 MURPHY OIL CORP COM 626717102 9950 183582 SH SOLE 183582 0 0 MYERS INDS INC COM 628464109 116 12796 SH SOLE 12796 0 0 MYLAN INC PFD CONV 628530206 9868 8575 SH SOLE 8575 0 0 MYRIAD GENETICS INC COM 62855J104 4606 176475 SH SOLE 176475 0 0 MYRIAD PHARMACEUTICALS INC COM 62856H107 130 25839 SH SOLE 25839 0 0 NABORS INDUSTRIES LTD SHS G6359F103 236 10800 SH SOLE 10800 0 0 NACCO INDS INC CL A 629579103 3911 78535 SH SOLE 63731 0 0 NALCO HOLDING COMPANY COM 62985Q101 2202 86329 SH SOLE 86329 0 0 NANOMETRICS INC COM 630077105 289 25500 SH SOLE 25500 0 0 NASDAQ OMX GROUP INC COM 631103108 201 10125 SH SOLE 10125 0 0 NASDAQ OMX GROUP INC NOTE 2.500% 8/1 631103AA6 3247 3500000 PRN SOLE 0 0 0 NASH FINCH CO COM 631158102 5034 135730 SH SOLE 109356 0 0 NASH FINCH CO FRNT 3.500% 3/1 631158AD4 20203 43950000 PRN SOLE 0 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 513 63408 SH SOLE 63408 0 0 NATIONAL FUEL GAS CO N J COM 636180101 655 13100 SH SOLE 13100 0 0 NATIONAL HEALTH INVS INC COM 63633D104 2579 69720 SH SOLE 58120 0 0 NATIONAL OILWELL VARCO INC COM 637071101 9195 208547 SH SOLE 208547 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 970 167497 SH SOLE 167497 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 5016 236388 SH SOLE 194497 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 3159 205667 SH SOLE 205667 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 746 21200 SH SOLE 21200 0 0 NAVIGANT CONSULTING INC COM 63935N107 1013 68186 SH SOLE 68186 0 0 NAVIGATORS GROUP INC COM 638904102 443 9400 SH SOLE 4417 0 0 NAVISTAR INTL CORP NEW COM 63934E108 7303 188962 SH SOLE 188962 0 0 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 416 400000 PRN SOLE 0 0 0 NBT BANCORP INC COM 628778102 1214 59600 SH SOLE 52800 0 0 NBTY INC COM 628782104 359 8251 SH SOLE 8251 0 0 NCI BUILDING SYS INC COM 628852105 762 421058 SH SOLE 421058 0 0 NCR CORP NEW COM 62886E108 3641 327090 SH SOLE 327090 0 0 NEKTAR THERAPEUTICS COM 640268108 205 22010 SH SOLE 22010 0 0 NELNET INC CL A 64031N108 13411 778331 SH SOLE 653655 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 5796 298453 SH SOLE 286753 0 0 NETAPP INC COM 64110D104 399 11600 SH SOLE 11600 0 0 NETEZZA CORP COM 64111N101 448 46141 SH SOLE 46141 0 0 NETFLIX INC COM 64110L106 383 6947 SH SOLE 6947 0 0 NETGEAR INC COM 64111Q104 6632 305767 SH SOLE 250884 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 805 17391 SH SOLE 17391 0 0 NEW JERSEY RES COM 646025106 5884 157329 SH SOLE 119571 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 3407 234800 SH SOLE 234800 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 317 26392 SH SOLE 26392 0 0 NEWELL RUBBERMAID INC COM 651229106 357 23805 SH SOLE 23805 0 0 NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 10550 5575000 PRN SOLE 0 0 0 NEWFIELD EXPL CO COM 651290108 1249 25893 SH SOLE 25893 0 0 NEWMARKET CORP COM 651587107 6060 52800 SH SOLE 42500 0 0 NEWMONT MINING CORP COM 651639106 5194 109782 SH SOLE 109782 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 2849 673492 SH SOLE 578944 0 0 NEWS CORP CL A 65248E104 4578 334432 SH SOLE 334432 0 0 NICOR INC COM 654086107 10063 239022 SH SOLE 197461 0 0 NII HLDGS INC CL B NEW 62913F201 1179 35109 SH SOLE 35109 0 0 NIKE INC CL B 654106103 2241 33914 SH SOLE 33914 0 0 NISOURCE INC COM 65473P105 2505 162872 SH SOLE 162872 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 18994 466683 SH SOLE 466683 0 0 NOBLE ENERGY INC COM 655044105 896 12586 SH SOLE 12586 0 0 NORDIC AMERICAN TANKER SHIPP COM G65773106 402 13400 SH SOLE 13400 0 0 NORDSON CORP COM 655663102 1707 27900 SH SOLE 27900 0 0 NORFOLK SOUTHERN CORP COM 655844108 15092 287896 SH SOLE 287896 0 0 NORTHEAST UTILS COM 664397106 1707 66180 SH SOLE 66180 0 0 NORTHERN TR CORP COM 665859104 1097 20931 SH SOLE 20931 0 0 NORTHROP GRUMMAN CORP COM 666807102 33678 603007 SH SOLE 603007 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 1312 382364 SH SOLE 326716 0 0 NORTHWEST NAT GAS CO COM 667655104 761 16899 SH SOLE 16899 0 0 NORTHWESTERN CORP COM NEW 668074305 24721 950081 SH SOLE 893400 0 0 NOVAMED INC DEL NOTE 1.000% 6/1 66986WAA6 5048 6175000 PRN SOLE 0 0 0 NOVELL INC COM 670006105 5329 1284121 SH SOLE 1284121 0 0 NOVELLUS SYS INC COM 670008101 2583 110658 SH SOLE 102758 0 0 NPS PHARMACEUTICALS INC COM 62936P103 386 113622 SH SOLE 113622 0 0 NRG ENERGY INC COM NEW 629377508 692 29300 SH SOLE 29300 0 0 NSTAR COM 67019E107 1187 32256 SH SOLE 32256 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 5567 207184 SH SOLE 164900 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 250 16100 SH SOLE 16100 0 0 NUCOR CORP COM 670346105 3552 76152 SH SOLE 76152 0 0 NUTRI SYS INC NEW COM 67069D108 2079 66700 SH SOLE 66700 0 0 NV ENERGY INC COM 67073Y106 18816 1519888 SH SOLE 1519888 0 0 NVIDIA CORP COM 67066G104 623 33353 SH SOLE 33353 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 28234 347065 SH SOLE 347065 0 0 OCEANEERING INTL INC COM 675232102 357 6100 SH SOLE 6100 0 0 OCWEN FINL CORP COM NEW 675746309 776 81104 SH SOLE 72542 0 0 OFFICE DEPOT INC COM 676220106 3873 600541 SH SOLE 470041 0 0 OFFICEMAX INC DEL COM 67622P101 808 63700 SH SOLE 61900 0 0 OGE ENERGY CORP COM 670837103 1155 31314 SH SOLE 31314 0 0 OIL STS INTL INC COM 678026105 6363 161962 SH SOLE 161962 0 0 OIL STS INTL INC NOTE 2.375% 7/0 678026AB1 18169 13100000 PRN SOLE 0 0 0 OLD DOMINION FGHT LINES INC COM 679580100 1399 45583 SH SOLE 45583 0 0 OLD NATL BANCORP IND COM 680033107 275 22160 SH SOLE 22160 0 0 OLD REP INTL CORP NOTE 8.000% 5/1 680223AF1 4878 4350000 PRN SOLE 0 0 0 OLIN CORP COM PAR $1 680665205 218 12456 SH SOLE 12456 0 0 OLYMPIC STEEL INC COM 68162K106 3988 122400 SH SOLE 97600 0 0 OM GROUP INC COM 670872100 15906 506728 SH SOLE 454667 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 4079 209693 SH SOLE 173067 0 0 OMNICARE INC COM 681904108 5477 226509 SH SOLE 226509 0 0 OMNICELL INC COM 68213N109 436 37300 SH SOLE 31900 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 6681 459793 SH SOLE 332993 0 0 ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD7 8261 5970000 PRN SOLE 0 0 0 ON2 TECHNOLOGIES INC COM 68338A107 1437 2355376 SH SOLE 2355376 0 0 ONEOK INC NEW COM 682680103 392 8800 SH SOLE 8800 0 0 ONYX PHARMACEUTICALS INC COM 683399109 986 33615 SH SOLE 33615 0 0 ONYX PHARMACEUTICALS INC NOTE 4.000% 8/1 683399AB5 1330 1250000 PRN SOLE 0 0 0 OPENTV CORP CL A G67543101 16 11536 SH SOLE 11536 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 360 31900 SH SOLE 31900 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 3128 202433 SH SOLE 202433 0 0 ORACLE CORP COM 68389X105 18237 743139 SH SOLE 743139 0 0 ORBITAL SCIENCES CORP COM 685564106 8068 528724 SH SOLE 489624 0 0 ORBITAL SCIENCES CORP NOTE 2.438% 1/1 685564AN6 11767 12375000 PRN SOLE 0 0 0 ORIENTAL FINL GROUP INC COM 68618W100 11056 1023661 SH SOLE 815586 0 0 ORMAT TECHNOLOGIES INC COM 686688102 344 9100 SH SOLE 9100 0 0 ORTHOFIX INTL N V COM N6748L102 1314 42438 SH SOLE 36338 0 0 OSHKOSH CORP COM 688239201 7990 215761 SH SOLE 215761 0 0 OSI PHARMACEUTICALS INC COM 671040103 749 24126 SH SOLE 24126 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 19004 432390 SH SOLE 367567 0 0 OVERTURE ACQUISITION CORP SHS G6830P100 4334 433786 SH SOLE 25000 0 0 OWENS & MINOR INC NEW COM 690732102 1459 33985 SH SOLE 33985 0 0 OWENS CORNING NEW COM 690742101 12798 499160 SH SOLE 499160 0 0 OWENS ILL INC COM NEW 690768403 5246 159590 SH SOLE 159590 0 0 OXFORD INDS INC COM 691497309 630 30450 SH SOLE 30450 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 3287 86695 SH SOLE 70044 0 0 PACER INTL INC TENN COM 69373H106 312 98719 SH SOLE 92219 0 0 PACIFIC CAP BANCORP NEW COM 69404P101 35 36343 SH SOLE 36343 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 288 72388 SH SOLE 56388 0 0 PACKAGING CORP AMER COM 695156109 610 26514 SH SOLE 26514 0 0 PACTIV CORP COM 695257105 11666 483273 SH SOLE 483273 0 0 PAETEC HOLDING CORP COM 695459107 51 12200 SH SOLE 12200 0 0 PALL CORP COM 696429307 3868 106857 SH SOLE 106857 0 0 PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB9 8381 14575000 PRN SOLE 0 0 0 PALM INC NEW COM 696643105 649 64599 SH SOLE 64599 0 0 PANERA BREAD CO CL A 69840W108 455 6800 SH SOLE 6800 0 0 PANTRY INC COM 698657103 1258 92544 SH SOLE 84653 0 0 PAPA JOHNS INTL INC COM 698813102 301 12900 SH SOLE 10200 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 10701 395469 SH SOLE 316532 0 0 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 6504 398047 SH SOLE 381747 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 3216 116353 SH SOLE 88200 0 0 PARK NATL CORP COM 700658107 1005 17062 SH SOLE 14138 0 0 PARKER HANNIFIN CORP COM 701094104 472 8760 SH SOLE 8760 0 0 PARKWAY PPTYS INC COM 70159Q104 1361 65375 SH SOLE 46439 0 0 PARTNERRE LTD COM G6852T105 1814 24300 SH SOLE 24300 0 0 PATRIOT COAL CORP COM 70336T104 683 44191 SH SOLE 44191 0 0 PATTERSON COMPANIES INC COM 703395103 694 24800 SH SOLE 24800 0 0 PATTERSON UTI ENERGY INC COM 703481101 7889 513918 SH SOLE 513918 0 0 PAYCHEX INC COM 704326107 1494 48760 SH SOLE 48760 0 0 PDL BIOPHARMA INC COM 69329Y104 28912 4214638 SH SOLE 3976638 0 0 PEABODY ENERGY CORP COM 704549104 5086 112500 SH SOLE 112500 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 2023 2000000 PRN SOLE 0 0 0 PENN NATL GAMING INC COM 707569109 5683 209100 SH SOLE 209100 0 0 PENN VA CORP COM 707882106 296 13916 SH SOLE 13916 0 0 PENN VA CORP NOTE 4.500%11/1 707882AA4 949 1000000 PRN SOLE 0 0 0 PENNEY J C INC COM 708160106 11964 449613 SH SOLE 449613 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 725 85718 SH SOLE 79618 0 0 PENNYMAC MTG INVT TR COM 70931T103 295 17200 SH SOLE 12900 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 9227 607807 SH SOLE 607807 0 0 PENSON WORLDWIDE INC COM 709600100 250 27546 SH SOLE 27546 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 903 54100 SH SOLE 54100 0 0 PEPCO HOLDINGS INC COM 713291102 376 22300 SH SOLE 22300 0 0 PEPSI BOTTLING GROUP INC COM 713409100 18513 493682 SH SOLE 493682 0 0 PEPSIAMERICAS INC COM 71343P200 16017 547403 SH SOLE 547403 0 0 PEPSICO INC COM 713448108 15262 251013 SH SOLE 251013 0 0 PERKINELMER INC COM 714046109 3244 157535 SH SOLE 148835 0 0 PETROHAWK ENERGY CORP COM 716495106 1142 47595 SH SOLE 47595 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 367 8665 SH SOLE 8665 0 0 PETROLEUM DEV CORP COM 716578109 8409 461773 SH SOLE 371010 0 0 PETSMART INC COM 716768106 7509 281354 SH SOLE 281354 0 0 PFIZER INC COM 717081103 40185 2209200 SH SOLE 2209200 0 0 PG&E CORP COM 69331C108 358 8024 SH SOLE 8024 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 26090 1113063 SH SOLE 1113063 0 0 PHARMERICA CORP COM 71714F104 3381 212927 SH SOLE 197353 0 0 PHH CORP COM NEW 693320202 4067 252428 SH SOLE 215068 0 0 PHILIP MORRIS INTL INC COM 718172109 10428 216385 SH SOLE 216385 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 4974 122277 SH SOLE 107277 0 0 PHOENIX COS INC NEW COM 71902E109 2061 741400 SH SOLE 494400 0 0 PHOTRONICS INC NOTE 5.500%10/0 719405AF9 3111 2700000 PRN SOLE 0 0 0 PIER 1 IMPORTS INC COM 720279108 2882 566188 SH SOLE 566188 0 0 PINNACLE ENTMT INC COM 723456109 4845 539570 SH SOLE 432752 0 0 PINNACLE WEST CAP CORP COM 723484101 252 6900 SH SOLE 6900 0 0 PIPER JAFFRAY COS COM 724078100 10101 199582 SH SOLE 192810 0 0 PITNEY BOWES INC COM 724479100 728 32000 SH SOLE 32000 0 0 PLAINS EXPL& PRODTN CO COM 726505100 966 34933 SH SOLE 34933 0 0 PLANTRONICS INC NEW COM 727493108 6275 241546 SH SOLE 228346 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 20274 529486 SH SOLE 440987 0 0 PLEXUS CORP COM 729132100 1559 54718 SH SOLE 54718 0 0 PLUM CREEK TIMBER CO INC COM 729251108 853 22587 SH SOLE 22587 0 0 PMC-SIERRA INC COM 69344F106 393 45366 SH SOLE 45366 0 0 PNC FINL SVCS GROUP INC COM 693475105 269 5100 SH SOLE 5100 0 0 PNM RES INC COM 69349H107 999 79009 SH SOLE 79009 0 0 POLARIS INDS INC COM 731068102 6249 143221 SH SOLE 141060 0 0 POLO RALPH LAUREN CORP CL A 731572103 2618 32334 SH SOLE 32334 0 0 POLYONE CORP COM 73179P106 1984 265653 SH SOLE 235744 0 0 POOL CORPORATION COM 73278L105 246 12900 SH SOLE 12900 0 0 POPULAR INC COM 733174106 6346 2808029 SH SOLE 2808029 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 4694 229966 SH SOLE 191493 0 0 POST PPTYS INC COM 737464107 2827 144219 SH SOLE 114998 0 0 POTLATCH CORP NEW COM 737630103 2589 81216 SH SOLE 64410 0 0 POWELL INDS INC COM 739128106 1706 54100 SH SOLE 37400 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 308132 6735136 SH SOLE 6735136 0 0 POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 2338 2722000 PRN SOLE 0 0 0 PPG INDS INC COM 693506107 322 5500 SH SOLE 5500 0 0 PPL CORP COM 69351T106 504 15600 SH SOLE 15600 0 0 PRAXAIR INC COM 74005P104 1389 17300 SH SOLE 17300 0 0 PRE PAID LEGAL SVCS INC COM 740065107 2407 58600 SH SOLE 46300 0 0 PREFERRED BK LOS ANGELES CA COM 740367107 107 59611 SH SOLE 43329 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 2629 334431 SH SOLE 245952 0 0 PRIDE INTL INC DEL COM 74153Q102 1251 39191 SH SOLE 39191 0 0 PROASSURANCE CORP COM 74267C106 1772 32991 SH SOLE 32991 0 0 PROCTER & GAMBLE CO COM 742718109 23704 390956 SH SOLE 390956 0 0 PROGRESS SOFTWARE CORP COM 743312100 1148 39300 SH SOLE 39300 0 0 PROGRESSIVE CORP OHIO COM 743315103 529 29400 SH SOLE 29400 0 0 PROLOGIS SH BEN INT 743410102 502 36672 SH SOLE 36672 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 328 27742 SH SOLE 27742 0 0 PROSPERITY BANCSHARES INC COM 743606105 2570 63500 SH SOLE 45400 0 0 PROTECTIVE LIFE CORP COM 743674103 8137 491659 SH SOLE 487059 0 0 PROVIDENT FINL SVCS INC COM 74386T105 16283 1528963 SH SOLE 1384492 0 0 PRUDENTIAL FINL INC COM 744320102 14195 285260 SH SOLE 285260 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 1648 32933 SH SOLE 25868 0 0 PSS WORLD MED INC COM 69366A100 4236 187678 SH SOLE 187678 0 0 PUBLIC STORAGE COM 74460D109 1568 19256 SH SOLE 19256 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1962 59005 SH SOLE 59005 0 0 PULTE HOMES INC COM 745867101 113 11261 SH SOLE 11261 0 0 QLOGIC CORP COM 747277101 2635 139654 SH SOLE 120254 0 0 QUADRAMED CORP COM NEW 74730W507 2963 353192 SH SOLE 353192 0 0 QUALCOMM INC COM 747525103 380 8210 SH SOLE 8210 0 0 QUALITY SYS INC COM 747582104 364 5800 SH SOLE 5800 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 1492 87899 SH SOLE 72399 0 0 QUANTA SVCS INC COM 74762E102 353 16942 SH SOLE 16942 0 0 QUEST DIAGNOSTICS INC COM 74834L100 4051 67100 SH SOLE 67100 0 0 QUEST SOFTWARE INC COM 74834T103 19687 1069951 SH SOLE 992618 0 0 QUESTAR CORP COM 748356102 1114 26800 SH SOLE 26800 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 4698 989100 SH SOLE 786100 0 0 QUICKSILVER RESOURCES INC COM 74837R104 186 12400 SH SOLE 12400 0 0 QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB0 1224 1030000 PRN SOLE 0 0 0 QUIKSILVER INC COM 74838C106 21 10300 SH SOLE 10300 0 0 QUIXOTE CORP COM 749056107 678 106363 SH SOLE 106363 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 16168 3840269 SH SOLE 3840269 0 0 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 4363 4200000 PRN SOLE 0 0 0 RADIOSHACK CORP COM 750438103 6086 312109 SH SOLE 312109 0 0 RAIT FINANCIAL TRUST COM 749227104 488 372386 SH SOLE 342434 0 0 RALCORP HLDGS INC NEW COM 751028101 1362 22803 SH SOLE 22803 0 0 RAMBUS INC DEL COM 750917106 2342 95999 SH SOLE 95999 0 0 RAMBUS INC DEL NOTE 5.000% 6/1 750917AC0 23656 15725000 PRN SOLE 0 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 572 59955 SH SOLE 46283 0 0 RANGE RES CORP COM 75281A109 1747 35046 SH SOLE 35046 0 0 RAVEN INDS INC COM 754212108 1690 53200 SH SOLE 45000 0 0 RAYONIER INC COM 754907103 875 20757 SH SOLE 20757 0 0 RAYTHEON CO COM NEW 755111507 28212 547600 SH SOLE 547600 0 0 REALNETWORKS INC COM 75605L104 927 249948 SH SOLE 217248 0 0 REALTY INCOME CORP COM 756109104 917 35408 SH SOLE 35408 0 0 RED HAT INC COM 756577102 7323 236978 SH SOLE 236978 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 6032 336964 SH SOLE 271413 0 0 REDWOOD TR INC COM 758075402 2763 191048 SH SOLE 152058 0 0 REGAL ENTMT GROUP CL A 758766109 1090 75510 SH SOLE 75510 0 0 REGENERON PHARMACEUTICALS COM 75886F107 619 25600 SH SOLE 25600 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 511 96589 SH SOLE 96589 0 0 REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 9381 7600000 PRN SOLE 0 0 0 REHABCARE GROUP INC COM 759148109 2054 67510 SH SOLE 56678 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 349 7333 SH SOLE 7333 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 10003 231435 SH SOLE 231435 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 478 9000 SH SOLE 9000 0 0 RENT A CTR INC NEW COM 76009N100 8648 488018 SH SOLE 469599 0 0 RENTECH INC COM 760112102 11 18406 SH SOLE 18406 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 626 84666 SH SOLE 74666 0 0 REPUBLIC BANCORP KY CL A 760281204 3606 175028 SH SOLE 141628 0 0 REPUBLIC SVCS INC COM 760759100 500 17668 SH SOLE 17668 0 0 RES-CARE INC COM 760943100 190 17000 SH SOLE 14400 0 0 RESOURCE CAP CORP COM 76120W302 772 156977 SH SOLE 119777 0 0 RESOURCES CONNECTION INC COM 76122Q105 1196 56343 SH SOLE 56343 0 0 REYNOLDS AMERICAN INC COM 761713106 12139 229171 SH SOLE 229171 0 0 RF MICRODEVICES INC COM 749941100 3363 705083 SH SOLE 536083 0 0 RIGHTNOW TECHNOLOGIES INC COM 76657R106 558 32100 SH SOLE 32100 0 0 RITE AID CORP COM 767754104 20 13100 SH SOLE 13100 0 0 RITE AID CORP NOTE 8.500% 5/1 767754BU7 8656 8500000 PRN SOLE 0 0 0 RIVERBED TECHNOLOGY INC COM 768573107 2400 104497 SH SOLE 104497 0 0 ROBBINS & MYERS INC COM 770196103 4393 186762 SH SOLE 186762 0 0 ROBERT HALF INTL INC COM 770323103 3540 132447 SH SOLE 132447 0 0 ROCK-TENN CO CL A 772739207 1406 27892 SH SOLE 27892 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 851 36054 SH SOLE 36054 0 0 ROGERS CORP COM 775133101 2400 79166 SH SOLE 62482 0 0 ROPER INDS INC NEW COM 776696106 911 17400 SH SOLE 17400 0 0 ROSETTA RESOURCES INC COM 777779307 4213 211411 SH SOLE 163047 0 0 ROSS STORES INC COM 778296103 22051 516306 SH SOLE 516306 0 0 ROWAN COS INC COM 779382100 16549 730973 SH SOLE 730973 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 200 7902 SH SOLE 7902 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 4307 74100 SH SOLE 74100 0 0 ROYAL GOLD INC COM 780287108 371 7879 SH SOLE 7879 0 0 ROYCE MICRO-CAP TR INC COM 780915104 135 18331 SH SOLE 18331 0 0 RPM INTL INC COM 749685103 3681 181087 SH SOLE 181087 0 0 RRI ENERGY INC COM 74971X107 892 155984 SH SOLE 155984 0 0 RTI INTL METALS INC COM 74973W107 3736 148435 SH SOLE 122700 0 0 RUBIOS RESTAURANTS INC COM 78116B102 1438 199497 SH SOLE 199497 0 0 RYDER SYS INC COM 783549108 734 17823 SH SOLE 17823 0 0 RYLAND GROUP INC COM 783764103 10321 523922 SH SOLE 462727 0 0 SAFETY INS GROUP INC COM 78648T100 2839 78372 SH SOLE 71741 0 0 SAIC INC COM 78390X101 4518 238549 SH SOLE 238549 0 0 SAKS INC COM 79377W108 367 55900 SH SOLE 55900 0 0 SAKS INC NOTE 2.000% 3/1 79377WAL2 6393 7683000 PRN SOLE 0 0 0 SANDERSON FARMS INC COM 800013104 775 18374 SH SOLE 18374 0 0 SANDRIDGE ENERGY INC COM 80007P307 1625 172354 SH SOLE 172354 0 0 SANMINA SCI CORP COM NEW 800907206 2629 238358 SH SOLE 238358 0 0 SAPIENT CORP COM 803062108 638 77109 SH SOLE 77109 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 6064 603992 SH SOLE 25025 0 0 SARA LEE CORP COM 803111103 22887 1879027 SH SOLE 1879027 0 0 SAUER-DANFOSS INC COM 804137107 1298 108100 SH SOLE 88619 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 727 53400 SH SOLE 53400 0 0 SCANSOURCE INC COM 806037107 3188 119400 SH SOLE 95872 0 0 SCHLUMBERGER LTD COM 806857108 5936 91200 SH SOLE 91200 0 0 SCHNITZER STL INDS CL A 806882106 738 15467 SH SOLE 15467 0 0 SCHOLASTIC CORP COM 807066105 12943 433899 SH SOLE 372799 0 0 SCHOOL SPECIALTY INC COM 807863105 603 25800 SH SOLE 23900 0 0 SCHULMAN A INC COM 808194104 11196 554813 SH SOLE 453951 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 3440 48905 SH SOLE 39907 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 461 31700 SH SOLE 31700 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 326 8300 SH SOLE 8300 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 1652 237317 SH SOLE 205842 0 0 SEACHANGE INTL INC COM 811699107 98 14933 SH SOLE 14933 0 0 SEACOR HOLDINGS INC COM 811904101 3638 47711 SH SOLE 47711 0 0 SEAGATE TECHNOLOGY SHS G7945J104 294 16143 SH SOLE 16143 0 0 SEALED AIR CORP NEW COM 81211K100 5094 233038 SH SOLE 233038 0 0 SEARS HLDGS CORP COM 812350106 5070 60756 SH SOLE 60756 0 0 SEI INVESTMENTS CO COM 784117103 261 14913 SH SOLE 14913 0 0 SELECTIVE INS GROUP INC COM 816300107 1442 87647 SH SOLE 69583 0 0 SEMITOOL INC COM 816909105 348 31655 SH SOLE 31655 0 0 SEMPRA ENERGY COM 816851109 666 11904 SH SOLE 11904 0 0 SEMTECH CORP COM 816850101 8906 523566 SH SOLE 498766 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 807 36879 SH SOLE 36879 0 0 SERVICE CORP INTL COM 817565104 2631 321197 SH SOLE 321197 0 0 SHANDA INTERACTIVE ENTMT LTD NOTE 2.000% 9/1 81941QAD6 4187 2750000 PRN SOLE 0 0 0 SHAW GROUP INC COM 820280105 9396 326825 SH SOLE 326825 0 0 SHERWIN WILLIAMS CO COM 824348106 1723 27954 SH SOLE 27954 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 236 17300 SH SOLE 17300 0 0 SIGA TECHNOLOGIES INC COM 826917106 366 63170 SH SOLE 63170 0 0 SIGMA DESIGNS INC COM 826565103 1806 168800 SH SOLE 160700 0 0 SILGAN HOLDINGS INC COM 827048109 8330 143921 SH SOLE 143921 0 0 SILICON IMAGE INC COM 82705T102 2237 867170 SH SOLE 733070 0 0 SIMON PPTY GROUP INC NEW COM 828806109 5860 73433 SH SOLE 73433 0 0 SINA CORP NOTE 7/1 82922RAB9 13918 7800000 PRN SOLE 0 0 0 SINOENERGY CORPORATION COM NEW 82935B202 1349 733224 SH SOLE 733224 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 3488 109904 SH SOLE 103404 0 0 SKECHERS U S A INC CL A 830566105 671 22800 SH SOLE 22800 0 0 SKYWEST INC COM 830879102 18990 1122331 SH SOLE 1057038 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 5689 400933 SH SOLE 376733 0 0 SL GREEN RLTY CORP COM 78440X101 661 13148 SH SOLE 13148 0 0 SLM CORP COM 78442P106 3135 278200 SH SOLE 278200 0 0 SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 115 18277 SH SOLE 18277 0 0 SMITH A O COM 831865209 6367 146737 SH SOLE 138196 0 0 SMITHFIELD FOODS INC COM 832248108 3796 249924 SH SOLE 249924 0 0 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 985 1000000 PRN SOLE 0 0 0 SMUCKER J M CO COM NEW 832696405 716 11600 SH SOLE 11600 0 0 SNAP ON INC COM 833034101 423 10003 SH SOLE 10003 0 0 SOLUTIA INC COM NEW 834376501 2157 169821 SH SOLE 124521 0 0 SOMANETICS CORP COM NEW 834445405 934 53222 SH SOLE 36192 0 0 SONIC AUTOMOTIVE INC NOTE 5.000%10/0 83545GAQ5 12341 11450000 PRN SOLE 0 0 0 SONICWALL INC COM 835470105 141 18564 SH SOLE 18564 0 0 SONOCO PRODS CO COM 835495102 2718 92927 SH SOLE 92927 0 0 SONOSITE INC COM 83568G104 2877 121772 SH SOLE 103188 0 0 SONOSITE INC NOTE 3.750% 7/1 83568GAA2 4769 5000000 PRN SOLE 0 0 0 SOUTH FINL GROUP INC COM 837841105 160 248525 SH SOLE 238095 0 0 SOUTHERN COPPER CORP COM 84265V105 661 20100 SH SOLE 20100 0 0 SOUTHERN UN CO NEW COM 844030106 1120 49331 SH SOLE 49331 0 0 SOUTHWEST GAS CORP COM 844895102 2152 75421 SH SOLE 59279 0 0 SOUTHWESTERN ENERGY CO COM 845467109 1006 20881 SH SOLE 20881 0 0 SOVRAN SELF STORAGE INC COM 84610H108 2465 68992 SH SOLE 56060 0 0 SPARTAN STORES INC COM 846822104 682 47724 SH SOLE 38849 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 8036 10020000 PRN SOLE 0 0 0 SPARTECH CORP COM NEW 847220209 267 26050 SH SOLE 26050 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 266 59833 SH SOLE 59833 0 0 SPORTS PPTYS ACQUISITION COR COM 84920F107 3910 393340 SH SOLE 35850 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 5761 1573941 SH SOLE 1573941 0 0 SPX CORP COM 784635104 14203 259652 SH SOLE 259652 0 0 SRA INTL INC CL A 78464R105 204 10700 SH SOLE 10700 0 0 ST MARY LD & EXPL CO COM 792228108 983 28704 SH SOLE 17004 0 0 STAGE STORES INC COM NEW 85254C305 9496 768249 SH SOLE 617608 0 0 STANCORP FINL GROUP INC COM 852891100 2069 51700 SH SOLE 51700 0 0 STANDARD PAC CORP NEW COM 85375C101 222 59408 SH SOLE 54908 0 0 STANDEX INTL CORP COM 854231107 358 17800 SH SOLE 9100 0 0 STAPLES INC COM 855030102 445 18100 SH SOLE 18100 0 0 STARLIMS TECHNOLOGIES LTD SHS M8484K109 3887 279820 SH SOLE 279820 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3230 88333 SH SOLE 88333 0 0 STARWOOD PPTY TR INC COM 85571B105 325 17200 SH SOLE 10700 0 0 STATE STR CORP COM 857477103 4029 92533 SH SOLE 92533 0 0 STEC INC COM 784774101 8495 519900 SH SOLE 401300 0 0 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 509 400000 PRN SOLE 0 0 0 STEELCASE INC CL A 858155203 655 102918 SH SOLE 102918 0 0 STEINER LEISURE LTD ORD P8744Y102 11349 285441 SH SOLE 237975 0 0 STEMCELLS INC COM 85857R105 225 178447 SH SOLE 178447 0 0 STEPAN CO COM 858586100 214 3300 SH SOLE 1400 0 0 STERICYCLE INC COM 858912108 993 18000 SH SOLE 18000 0 0 STERIS CORP COM 859152100 28027 1002047 SH SOLE 952827 0 0 STERLING BANCORP COM 859158107 168 23590 SH SOLE 23590 0 0 STERLING BANCSHARES INC COM 858907108 695 135486 SH SOLE 103652 0 0 STERLING FINL CORP WASH COM 859319105 27 44002 SH SOLE 44002 0 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 4468 4275000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC CL A 860370105 1737 337363 SH SOLE 249453 0 0 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 886 1025000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 947 1130000 PRN SOLE 0 0 0 STIFEL FINL CORP COM 860630102 309 5217 SH SOLE 5217 0 0 STILLWATER MNG CO COM 86074Q102 1242 131000 SH SOLE 81400 0 0 STONE ENERGY CORP COM 861642106 9164 507713 SH SOLE 442913 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 134 72181 SH SOLE 34681 0 0 STRAYER ED INC COM 863236105 276 1300 SH SOLE 1300 0 0 STRYKER CORP COM 863667101 292 5788 SH SOLE 5788 0 0 STURM RUGER & CO INC COM 864159108 4374 450955 SH SOLE 337255 0 0 SUN COMMUNITIES INC COM 866674104 1159 58679 SH SOLE 42579 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 5764 628538 SH SOLE 533652 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 13126 1400822 SH SOLE 1400822 0 0 SUNCOR ENERGY INC NEW COM 867224107 1144 32390 SH SOLE 32390 0 0 SUNOCO INC COM 86764P109 4437 169987 SH SOLE 169987 0 0 SUNPOWER CORP COM CL A 867652109 316 13353 SH SOLE 13353 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 6477 7500000 PRN SOLE 0 0 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 1775 1550000 PRN SOLE 0 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 1791 201639 SH SOLE 155864 0 0 SUNTRUST BKS INC COM 867914103 437 21521 SH SOLE 21521 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 2450 100878 SH SOLE 100878 0 0 SUPERIOR INDS INTL INC COM 868168105 3248 212314 SH SOLE 182550 0 0 SUPERVALU INC COM 868536103 756 59448 SH SOLE 59448 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 3556 603773 SH SOLE 539435 0 0 SVB FINL GROUP COM 78486Q101 526 12607 SH SOLE 12607 0 0 SWIFT ENERGY CO COM 870738101 4743 197949 SH SOLE 159633 0 0 SWITCH & DATA FACILITIES COM COM 871043105 15562 769999 SH SOLE 769999 0 0 SWS GROUP INC COM 78503N107 2954 244166 SH SOLE 210476 0 0 SYBASE INC COM 871130100 583 13439 SH SOLE 13439 0 0 SYKES ENTERPRISES INC COM 871237103 1339 52580 SH SOLE 52580 0 0 SYMMETRICOM INC COM 871543104 58 11168 SH SOLE 11168 0 0 SYMMETRY MED INC COM 871546206 513 63700 SH SOLE 45200 0 0 SYNAPTICS INC COM 87157D109 477 15550 SH SOLE 15550 0 0 SYNIVERSE HLDGS INC COM 87163F106 11310 647038 SH SOLE 629938 0 0 SYNOPSYS INC COM 871607107 909 40810 SH SOLE 40810 0 0 SYNOVUS FINL CORP COM 87161C105 1065 519736 SH SOLE 519736 0 0 SYNTEL INC COM 87162H103 312 8200 SH SOLE 6300 0 0 SYSCO CORP COM 871829107 8531 305324 SH SOLE 305324 0 0 SYSTEMAX INC COM 871851101 1492 94986 SH SOLE 91086 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 213 18609 SH SOLE 18609 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3670 365143 SH SOLE 365143 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 11784 10025000 PRN SOLE 0 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 3018 77411 SH SOLE 63342 0 0 TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1 875484AE7 6986 6000000 PRN SOLE 0 0 0 TAUBMAN CTRS INC COM 876664103 1034 28800 SH SOLE 28800 0 0 TCF FINL CORP COM 872275102 4805 352756 SH SOLE 314078 0 0 TECH DATA CORP COM 878237106 40547 868984 SH SOLE 802483 0 0 TECHNE CORP COM 878377100 734 10707 SH SOLE 10707 0 0 TECO ENERGY INC COM 872375100 402 24800 SH SOLE 24800 0 0 TECUMSEH PRODS CO CL A 878895200 625 53435 SH SOLE 39922 0 0 TEKELEC COM 879101103 3874 253560 SH SOLE 249360 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 691 18024 SH SOLE 18024 0 0 TELEFLEX INC COM 879369106 2804 52036 SH SOLE 52036 0 0 TELEPHONE & DATA SYS INC COM 879433100 3754 110661 SH SOLE 110661 0 0 TELETECH HOLDINGS INC COM 879939106 3641 181800 SH SOLE 141100 0 0 TELLABS INC COM 879664100 4521 795887 SH SOLE 795887 0 0 TEMPUR PEDIC INTL INC COM 88023U101 4074 172400 SH SOLE 157000 0 0 TENET HEALTHCARE CORP COM 88033G100 104 19300 SH SOLE 19300 0 0 TENNANT CO COM 880345103 296 11300 SH SOLE 11300 0 0 TERADATA CORP DEL COM 88076W103 12725 404863 SH SOLE 404863 0 0 TERADYNE INC COM 880770102 430 40100 SH SOLE 40100 0 0 TERADYNE INC NOTE 4.500% 3/1 880770AE2 9271 4400000 PRN SOLE 0 0 0 TEREX CORP NEW COM 880779103 778 39254 SH SOLE 39254 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 32668 22750000 PRN SOLE 0 0 0 TERRA INDS INC COM 880915103 1754 54500 SH SOLE 54500 0 0 TERREMARK WORLDWIDE INC NOTE 6.625% 6/1 881448AF1 3640 4000000 PRN SOLE 0 0 0 TESORO CORP COM 881609101 15980 1179314 SH SOLE 1179314 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 3634 156163 SH SOLE 111763 0 0 TETRA TECH INC NEW COM 88162G103 1876 69062 SH SOLE 69062 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 770 13700 SH SOLE 13700 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 709 50823 SH SOLE 40110 0 0 TEXAS INSTRS INC COM 882508104 11008 422403 SH SOLE 422403 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 18532 11500000 PRN SOLE 0 0 0 THERAVANCE INC COM 88338T104 233 17800 SH SOLE 17800 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 686 14385 SH SOLE 14385 0 0 THOMAS & BETTS CORP COM 884315102 21464 599721 SH SOLE 599721 0 0 THORATEC CORP COM NEW 885175307 977 36311 SH SOLE 36311 0 0 THORATEC CORP NOTE 1.380% 5/1 885175AB5 39073 47150000 PRN SOLE 0 0 0 TIBCO SOFTWARE INC COM 88632Q103 35253 3660714 SH SOLE 3456692 0 0 TICKETMASTER ENTMT INC COM 88633P302 292 23900 SH SOLE 18600 0 0 TIDEWATER INC COM 886423102 5923 123520 SH SOLE 123520 0 0 TIMBERLAND CO CL A 887100105 26154 1458653 SH SOLE 1302429 0 0 TIME WARNER CABLE INC COM 88732J207 2121 51235 SH SOLE 51235 0 0 TIME WARNER INC COM NEW 887317303 33575 1152194 SH SOLE 1152194 0 0 TIMKEN CO COM 887389104 13281 560145 SH SOLE 560145 0 0 TITAN MACHY INC COM 88830R101 195 16900 SH SOLE 16900 0 0 TITANIUM METALS CORP COM NEW 888339207 611 48784 SH SOLE 48784 0 0 TIVO INC COM 888706108 748 73500 SH SOLE 61400 0 0 TJX COS INC NEW COM 872540109 1276 34920 SH SOLE 34920 0 0 TNS INC COM 872960109 463 18014 SH SOLE 18014 0 0 TORCHMARK CORP COM 891027104 242 5495 SH SOLE 5495 0 0 TORO CO COM 891092108 3263 78051 SH SOLE 70994 0 0 TOWER GROUP INC COM 891777104 1561 66668 SH SOLE 52868 0 0 TRACTOR SUPPLY CO COM 892356106 8058 152156 SH SOLE 147756 0 0 TRADESTATION GROUP INC COM 89267P105 2276 288500 SH SOLE 248100 0 0 TRANSATLANTIC HLDGS INC COM 893521104 396 7600 SH SOLE 7600 0 0 TRANSOCEAN LTD REG SHS H8817H100 9588 115800 SH SOLE 115800 0 0 TRAVELERS COMPANIES INC COM 89417E109 17422 349416 SH SOLE 349416 0 0 TREDEGAR CORP COM 894650100 4362 275741 SH SOLE 216599 0 0 TREEHOUSE FOODS INC COM 89469A104 1050 27031 SH SOLE 27031 0 0 TREX CO INC COM 89531P105 212 10803 SH SOLE 10803 0 0 TREX CO INC NOTE 6.000% 7/0 89531PAA3 4518 4000000 PRN SOLE 0 0 0 TRI CONTL CORP COM 895436103 244 21159 SH SOLE 21159 0 0 TRIAN ACQUISITION I CORP COM 89582E108 3359 341340 SH SOLE 15200 0 0 TRICO MARINE SERVICES INC DBCV 8.125% 2/0 896106AW1 1702 2000000 PRN SOLE 0 0 0 TRIMERIS INC COM 896263100 1788 682580 SH SOLE 682580 0 0 TRINITY INDS INC COM 896522109 502 28800 SH SOLE 28800 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 1466 244400 SH SOLE 213200 0 0 TRIUMPH GROUP INC NEW COM 896818101 595 12341 SH SOLE 12341 0 0 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 549 500000 PRN SOLE 0 0 0 TRUE RELIGION APPAREL INC COM 89784N104 342 18500 SH SOLE 14100 0 0 TRUEBLUE INC COM 89785X101 6294 424971 SH SOLE 352470 0 0 TRUSTMARK CORP COM 898402102 7864 348885 SH SOLE 293020 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1029 43100 SH SOLE 35800 0 0 TTM TECHNOLOGIES INC COM 87305R109 3612 313241 SH SOLE 225498 0 0 TUPPERWARE BRANDS CORP COM 899896104 19399 416549 SH SOLE 414249 0 0 TUTOR PERINI CORP COM 901109108 1257 69539 SH SOLE 69539 0 0 TW TELECOM INC COM 87311L104 2257 131655 SH SOLE 131655 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 821 23000 SH SOLE 23000 0 0 TYCO INTERNATIONAL LTD SHS H89128104 7085 288600 SH SOLE 288600 0 0 TYSON FOODS INC CL A 902494103 1841 150051 SH SOLE 150051 0 0 U S AIRWAYS GROUP INC COM 90341W108 399 82374 SH SOLE 82374 0 0 U S ENERGY CORP WYO COM 911805109 302 50988 SH SOLE 50988 0 0 U S G CORP COM NEW 903293405 306 21800 SH SOLE 21800 0 0 U STORE IT TR COM 91274F104 1439 196573 SH SOLE 148315 0 0 UAL CORP COM NEW 902549807 807 62511 SH SOLE 62511 0 0 UGI CORP NEW COM 902681105 2468 102038 SH SOLE 102038 0 0 UIL HLDG CORP COM 902748102 4895 174323 SH SOLE 142949 0 0 ULTRATECH INC COM 904034105 669 45045 SH SOLE 45045 0 0 UMB FINL CORP COM 902788108 5229 132892 SH SOLE 119992 0 0 UNION PAC CORP COM 907818108 3903 61081 SH SOLE 61081 0 0 UNISOURCE ENERGY CORP COM 909205106 12945 402147 SH SOLE 327280 0 0 UNISYS CORP COM NEW 909214306 9313 241525 SH SOLE 202337 0 0 UNIT CORP COM 909218109 438 10300 SH SOLE 10300 0 0 UNITED AMER INDEMNITY LTD CL A 90933T109 469 59162 SH SOLE 38508 0 0 UNITED BANKSHARES INC WEST V COM 909907107 10855 543572 SH SOLE 446063 0 0 UNITED NAT FOODS INC COM 911163103 468 17500 SH SOLE 17500 0 0 UNITED ONLINE INC COM 911268100 891 123882 SH SOLE 116520 0 0 UNITED PARCEL SERVICE INC CL B 911312106 631 11000 SH SOLE 11000 0 0 UNITED RENTALS INC COM 911363109 2000 203880 SH SOLE 173076 0 0 UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 4434 3950000 PRN SOLE 0 0 0 UNITED STATES CELLULAR CORP COM 911684108 310 7300 SH SOLE 7300 0 0 UNITED STATES STL CORP NEW COM 912909108 623 11300 SH SOLE 11300 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 40604 21675000 PRN SOLE 0 0 0 UNITED STATIONERS INC COM 913004107 6464 113700 SH SOLE 113700 0 0 UNITED TECHNOLOGIES CORP COM 913017109 30430 438407 SH SOLE 438407 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 1857 35264 SH SOLE 35264 0 0 UNITEDHEALTH GROUP INC COM 91324P102 544 17859 SH SOLE 17859 0 0 UNITRIN INC COM 913275103 547 24826 SH SOLE 20072 0 0 UNIVERSAL AMERICAN CORP COM 913377107 1272 108722 SH SOLE 67763 0 0 UNIVERSAL CORP VA COM 913456109 2642 57922 SH SOLE 50769 0 0 UNIVERSAL FST PRODS INC COM 913543104 6527 177313 SH SOLE 136580 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 830 25908 SH SOLE 19944 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 15392 504672 SH SOLE 504672 0 0 UNIVERSAL TECHNICAL INST INC COM 913915104 283 14000 SH SOLE 14000 0 0 UNUM GROUP COM 91529Y106 17284 885448 SH SOLE 885448 0 0 URS CORP NEW COM 903236107 3254 73080 SH SOLE 73080 0 0 URSTADT BIDDLE PPTYS INS CL A 917286205 743 48665 SH SOLE 40259 0 0 US BANCORP DEL COM NEW 902973304 760 33767 SH SOLE 33767 0 0 US GOLD CORPORATION COM PAR $0.10 912023207 1243 501073 SH SOLE 321573 0 0 USA MOBILITY INC COM 90341G103 2445 222110 SH SOLE 170510 0 0 USEC INC COM 90333E108 3351 870408 SH SOLE 764347 0 0 V F CORP COM 918204108 754 10300 SH SOLE 10300 0 0 VAALCO ENERGY INC COM NEW 91851C201 9670 2125359 SH SOLE 1760225 0 0 VAIL RESORTS INC COM 91879Q109 1668 44123 SH SOLE 44123 0 0 VALE CAP II VALEP 6.75%12 91912F300 6169 74375 SH SOLE 74375 0 0 VALE S A ADR REPSTG PFD 91912E204 315 12698 SH SOLE 12698 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 5384 169363 SH SOLE 143063 0 0 VALERO ENERGY CORP NEW COM 91913Y100 1621 96761 SH SOLE 96761 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 1047 38848 SH SOLE 38848 0 0 VALLEY NATL BANCORP COM 919794107 2245 158891 SH SOLE 158891 0 0 VALMONT INDS INC COM 920253101 879 11200 SH SOLE 11200 0 0 VALSPAR CORP COM 920355104 349 12856 SH SOLE 12856 0 0 VALUECLICK INC COM 92046N102 9969 985089 SH SOLE 917189 0 0 VARIAN INC COM 922206107 17010 330031 SH SOLE 317731 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 285 7953 SH SOLE 7953 0 0 VASCO DATA SEC INTL INC COM 92230Y104 1018 162400 SH SOLE 117100 0 0 VCA ANTECH INC COM 918194101 339 13600 SH SOLE 13600 0 0 VCG HLDG CORP COM 91821K101 297 142589 SH SOLE 142589 0 0 VECTOR GROUP LTD COM 92240M108 248 17688 SH SOLE 14013 0 0 VECTOR GROUP LTD DBCV 5.750% 6/1 92240MAL2 4029 3950000 PRN SOLE 0 0 0 VECTOR GROUP LTD FRNT 11/1 92240MAS7 15768 14583000 PRN SOLE 0 0 0 VEECO INSTRS INC DEL COM 922417100 1834 55500 SH SOLE 47200 0 0 VENOCO INC COM 92275P307 222 17000 SH SOLE 17000 0 0 VENTAS INC COM 92276F100 1562 35700 SH SOLE 35700 0 0 VERIFONE HLDGS INC COM 92342Y109 319 19500 SH SOLE 19500 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 12782 14375000 PRN SOLE 0 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 20774 627032 SH SOLE 627032 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 369 8600 SH SOLE 8600 0 0 VERTEX PHARMACEUTICALS INC NOTE 4.750% 2/1 92532FAM2 466 250000 PRN SOLE 0 0 0 VIACOM INC NEW CL B 92553P201 9402 316249 SH SOLE 316249 0 0 VIAD CORP COM NEW 92552R406 1161 56301 SH SOLE 51006 0 0 VIRGIN MEDIA INC COM 92769L101 1983 117800 SH SOLE 117800 0 0 VIROPHARMA INC COM 928241108 615 73303 SH SOLE 73303 0 0 VISA INC COM CL A 92826C839 612 7000 SH SOLE 7000 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 9709 1162814 SH SOLE 1064913 0 0 VISTAPRINT N V SHS N93540107 423 7465 SH SOLE 7465 0 0 VIVUS INC COM 928551100 256 27900 SH SOLE 27900 0 0 VMWARE INC CL A COM 928563402 208 4900 SH SOLE 4900 0 0 VOCUS INC COM 92858J108 419 23300 SH SOLE 23300 0 0 VOLTERRA SEMICONDUCTOR CORP COM 928708106 3346 175000 SH SOLE 122500 0 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 439 400000 PRN SOLE 0 0 0 VORNADO RLTY TR SH BEN INT 929042109 3083 44074 SH SOLE 44074 0 0 W & T OFFSHORE INC COM 92922P106 1145 97865 SH SOLE 79065 0 0 WABCO HLDGS INC COM 92927K102 2467 95646 SH SOLE 95646 0 0 WABTEC CORP COM 929740108 210 5135 SH SOLE 5135 0 0 WADDELL & REED FINL INC CL A 930059100 669 21905 SH SOLE 21905 0 0 WAL MART STORES INC COM 931142103 30067 562526 SH SOLE 562526 0 0 WALGREEN CO COM 931422109 10053 273784 SH SOLE 273784 0 0 WALTER ENERGY INC COM 93317Q105 10683 141854 SH SOLE 141854 0 0 WALTER INVT MGMT CORP COM 93317W102 817 57001 SH SOLE 45501 0 0 WARNACO GROUP INC COM NEW 934390402 2574 61009 SH SOLE 52009 0 0 WASHINGTON POST CO CL B 939640108 484 1102 SH SOLE 1102 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 3751 136154 SH SOLE 109974 0 0 WASTE CONNECTIONS INC COM 941053100 497 14907 SH SOLE 14907 0 0 WASTE MGMT INC DEL COM 94106L109 27152 803066 SH SOLE 803066 0 0 WASTE SERVICES INC DEL COM NEW 941075202 8867 973320 SH SOLE 973320 0 0 WATERS CORP COM 941848103 3488 56296 SH SOLE 56296 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1997 50423 SH SOLE 50423 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 7660 247738 SH SOLE 234459 0 0 WAUSAU PAPER CORP COM 943315101 1377 118700 SH SOLE 106900 0 0 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 959 850000 PRN SOLE 0 0 0 WEBSENSE INC COM 947684106 4000 229096 SH SOLE 215496 0 0 WEBSTER FINL CORP CONN COM 947890109 267 22525 SH SOLE 22525 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 604 30500 SH SOLE 30500 0 0 WEIS MKTS INC COM 948849104 390 10728 SH SOLE 8736 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 7165 194900 SH SOLE 161700 0 0 WELLPOINT INC COM 94973V107 25347 434842 SH SOLE 434842 0 0 WELLS FARGO & CO NEW COM 949746101 8409 311575 SH SOLE 311575 0 0 WENDYS ARBYS GROUP INC COM 950587105 319 68100 SH SOLE 68100 0 0 WERNER ENTERPRISES INC COM 950755108 4225 213514 SH SOLE 212214 0 0 WESBANCO INC COM 950810101 2178 176538 SH SOLE 155821 0 0 WESCO INTL INC COM 95082P105 16764 620644 SH SOLE 572907 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 451 369000 PRN SOLE 0 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 273 6976 SH SOLE 6976 0 0 WEST PHARMACEUTICAL SVSC INC SDCV 4.000% 3/1 955306AA3 3784 4500000 PRN SOLE 0 0 0 WESTAR ENERGY INC COM 95709T100 469 21600 SH SOLE 21600 0 0 WESTERN DIGITAL CORP COM 958102105 10373 234947 SH SOLE 234947 0 0 WESTERN REFNG INC COM 959319104 2711 575581 SH SOLE 456456 0 0 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 14022 17725000 PRN SOLE 0 0 0 WESTERN UN CO COM 959802109 1497 79400 SH SOLE 79400 0 0 WESTPORT INNOVATIONS INC COM NEW 960908309 890 76860 SH SOLE 76860 0 0 WET SEAL INC CL A 961840105 1423 412500 SH SOLE 302400 0 0 WEYERHAEUSER CO COM 962166104 293 6800 SH SOLE 6800 0 0 WGL HLDGS INC COM 92924F106 2998 89397 SH SOLE 72079 0 0 WHIRLPOOL CORP COM 963320106 427 5300 SH SOLE 5300 0 0 WHITING PETE CORP NEW PERP PFD CONV 966387201 2726 15200 SH SOLE 15200 0 0 WHITNEY HLDG CORP COM 966612103 153 16754 SH SOLE 16754 0 0 WILEY JOHN & SONS INC CL A 968223206 804 19200 SH SOLE 19200 0 0 WILLBROS GROUP INC NOTE 2.750% 3/1 969199AC2 22363 20114000 PRN SOLE 0 0 0 WILLBROS GROUP INC DEL COM 969203108 11061 655667 SH SOLE 524284 0 0 WILLIAMS CLAYTON ENERGY INC COM 969490101 1706 48682 SH SOLE 44448 0 0 WILLIAMS COS INC DEL COM 969457100 13301 630983 SH SOLE 630983 0 0 WILLIAMS SONOMA INC COM 969904101 6141 295530 SH SOLE 295530 0 0 WINDSTREAM CORP COM 97381W104 2743 249591 SH SOLE 249591 0 0 WINN DIXIE STORES INC COM NEW 974280307 4642 462392 SH SOLE 364851 0 0 WINTHROP RLTY TR SH BEN INT NEW 976391300 124 11442 SH SOLE 7542 0 0 WINTRUST FINANCIAL CORP COM 97650W108 2322 75416 SH SOLE 62750 0 0 WISCONSIN ENERGY CORP COM 976657106 867 17400 SH SOLE 17400 0 0 WMS INDS INC COM 929297109 2213 55314 SH SOLE 55314 0 0 WOLVERINE WORLD WIDE INC COM 978097103 1664 61133 SH SOLE 61133 0 0 WORLD ACCEP CORP DEL COM 981419104 6143 171435 SH SOLE 139176 0 0 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 140 150000 PRN SOLE 0 0 0 WORLD FUEL SVCS CORP COM 981475106 6131 228864 SH SOLE 167464 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 829 54046 SH SOLE 52346 0 0 WORTHINGTON INDS INC COM 981811102 16636 1272845 SH SOLE 1163945 0 0 WRIGHT EXPRESS CORP COM 98233Q105 4863 152646 SH SOLE 131746 0 0 WRIGHT MED GROUP INC COM 98235T107 786 41500 SH SOLE 41500 0 0 WRIGHT MED GROUP INC NOTE 2.625%12/0 98235TAA5 5696 6500000 PRN SOLE 0 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 10979 544316 SH SOLE 544316 0 0 WYNDHAM WORLDWIDE CORP NOTE 3.500% 5/0 98310WAC2 23505 13967000 PRN SOLE 0 0 0 XEROX CORP COM 984121103 1317 155628 SH SOLE 155628 0 0 XILINX INC COM 983919101 684 27300 SH SOLE 27300 0 0 XL CAP LTD CL A G98255105 251 13705 SH SOLE 13705 0 0 XTO ENERGY INC COM 98385X106 7822 168100 SH SOLE 168100 0 0 YAHOO INC COM 984332106 1458 86882 SH SOLE 86882 0 0 YOUBET COM INC COM 987413101 5438 1894664 SH SOLE 1894664 0 0 YRC WORLDWIDE INC COM 984249102 853 1015954 SH SOLE 788804 0 0 ZALE CORP NEW COM 988858106 874 321219 SH SOLE 293482 0 0 ZILOG INC COM PAR $0.01 989524301 1887 533044 SH SOLE 533044 0 0 ZIMMER HLDGS INC COM 98956P102 827 13989 SH SOLE 13989 0 0 ZIONS BANCORPORATION COM 989701107 1199 93441 SH SOLE 93441 0 0 ZOLL MED CORP COM 989922109 200 7500 SH SOLE 7500 0 0 ZORAN CORP COM 98975F101 8184 740674 SH SOLE 607419 0 0
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