-----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, AI9Bs+WiR72fAJCLvjGSV7B33SeErslnn1nXpDNm2iw7PuN74fK0YyyyTd0TD/gD TiD/EepgRXXVOO85rYipeQ== 0001085146-10-000486.txt : 20100517 0001085146-10-000486.hdr.sgml : 20100517 20100517115617 ACCESSION NUMBER: 0001085146-10-000486 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100517 DATE AS OF CHANGE: 20100517 EFFECTIVENESS DATE: 20100517 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: 10836631 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 aqr1q10.txt AQR CAPITAL MANAGEMENT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: AQR Capital Management, LLC Address: Two Greenwich Plaza, 3rd Floor Greenwich, CT 06830 13F File Number: 28-10120 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Clifford S. Asness Title: Managing Member Phone: 203-742-3600 Signature, Place, and Date of Signing: /s/ Clifford S. Asness Greenwich, CT May 07, 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: 1819 Form 13F Information Table Value Total: $9,150,676 (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 22747 2958007 SH SOLE 2845547 0 0 3M CO COM 88579Y101 1624 19433 SH SOLE 19433 0 0 99 CENTS ONLY STORES COM 65440K106 5826 357400 SH SOLE 357400 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 782 106973 SH SOLE 99373 0 0 AAON INC COM PAR $0.004 000360206 226 9918 SH SOLE 9918 0 0 AAR CORP COM 000361105 4430 178500 SH SOLE 153300 0 0 ABAXIS INC COM 002567105 277 10200 SH SOLE 10200 0 0 ABBOTT LABS COM 002824100 14420 273725 SH SOLE 273725 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 1575 88161 SH SOLE 69173 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10466 249484 SH SOLE 249484 0 0 ACE LTD SHS H0023R105 14234 272156 SH SOLE 272156 0 0 ACI WORLDWIDE INC COM 004498101 278 13492 SH SOLE 12619 0 0 ACORDA THERAPEUTICS INC COM 00484M106 2090 61100 SH SOLE 61100 0 0 ACTUANT CORP CL A NEW 00508X203 2051 104897 SH SOLE 104897 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 539 500000 PRN SOLE 0 0 0 ACUITY BRANDS INC COM 00508Y102 615 14581 SH SOLE 14581 0 0 ACXIOM CORP COM 005125109 17224 960093 SH SOLE 862476 0 0 ADMINISTAFF INC COM 007094105 3386 158663 SH SOLE 141936 0 0 ADOBE SYS INC COM 00724F101 1121 31700 SH SOLE 31700 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 1033 177515 SH SOLE 150840 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 4395 104846 SH SOLE 104846 0 0 ADVANCED ENERGY INDS COM 007973100 464 28036 SH SOLE 28036 0 0 ADVANCED MICRO DEVICES INC COM 007903107 116 12500 SH SOLE 12500 0 0 ADVENT SOFTWARE INC COM 007974108 430 9600 SH SOLE 9600 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 1155 40707 SH SOLE 40707 0 0 AERCAP HOLDINGS NV SHS N00985106 4266 370322 SH SOLE 370322 0 0 AEROPOSTALE COM 007865108 20946 726520 SH SOLE 726520 0 0 AES CORP COM 00130H105 5371 488317 SH SOLE 488317 0 0 AETNA INC NEW COM 00817Y108 4881 139023 SH SOLE 139023 0 0 AFFYMETRIX INC COM 00826T108 4464 608180 SH SOLE 477400 0 0 AFLAC INC COM 001055102 5109 94100 SH SOLE 94100 0 0 AGCO CORP COM 001084102 1294 36067 SH SOLE 36067 0 0 AGL RES INC COM 001204106 1467 37965 SH SOLE 37965 0 0 AGNICO EAGLE MINES LTD COM 008474108 896 16100 SH SOLE 16100 0 0 AGREE REALTY CORP COM 008492100 553 24209 SH SOLE 19017 0 0 AIR METHODS CORP COM PAR $.06 009128307 4274 125701 SH SOLE 97300 0 0 AIRCASTLE LTD COM G0129K104 2631 277860 SH SOLE 205360 0 0 AIRGAS INC COM 009363102 2271 35700 SH SOLE 35700 0 0 AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 590 550000 PRN SOLE 0 0 0 AIRVANA INC COM 00950V101 5720 746746 SH SOLE 746746 0 0 AK STL HLDG CORP COM 001547108 6798 297360 SH SOLE 297360 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 3477 110700 SH SOLE 110700 0 0 ALASKA AIR GROUP INC COM 011659109 15848 384387 SH SOLE 369746 0 0 ALBANY MOLECULAR RESH INC COM 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1933 1800000 PRN SOLE 0 0 0 ALLIED CAP CORP NEW COM 01903Q108 16836 3387587 SH SOLE 3262470 0 0 ALLIED DEFENSE GROUP INC COM 019118108 1957 271442 SH SOLE 271442 0 0 ALLIED NEVADA GOLD CORP COM 019344100 1462 88226 SH SOLE 51417 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 616 13736 SH SOLE 13736 0 0 ALLOS THERAPEUTICS INC COM 019777101 186 25000 SH SOLE 25000 0 0 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 10549 538744 SH SOLE 538744 0 0 ALLSTATE CORP COM 020002101 3127 96792 SH SOLE 96792 0 0 ALON USA ENERGY INC COM 020520102 726 100134 SH SOLE 86800 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 284 5700 SH SOLE 5700 0 0 ALTERA CORP COM 021441100 575 23667 SH SOLE 23667 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 754 33671 SH SOLE 33671 0 0 ALTRIA GROUP INC COM 02209S103 14689 715857 SH SOLE 715857 0 0 AMAZON COM INC COM 023135106 556 4100 SH SOLE 4100 0 0 AMB PROPERTY CORP COM 00163T109 437 16051 SH SOLE 16051 0 0 AMCORE FINL INC COM 023912108 9 20121 SH SOLE 20121 0 0 AMEDISYS INC COM 023436108 663 12000 SH SOLE 12000 0 0 AMEREN CORP COM 023608102 1385 53100 SH SOLE 53100 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 4118 148869 SH SOLE 119469 0 0 AMERICAN CAP LTD COM 02503Y103 9208 1812674 SH SOLE 1746174 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 3304 129060 SH SOLE 99751 0 0 AMERICAN COMMERCIAL LINES COM PAR $0.01 025195405 996 39700 SH SOLE 37341 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1657 89489 SH SOLE 89489 0 0 AMERICAN ELEC PWR INC COM 025537101 314 9200 SH SOLE 9200 0 0 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 12794 12602000 PRN SOLE 0 0 0 AMERICAN EXPRESS CO COM 025816109 2297 55668 SH SOLE 55668 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 19776 695128 SH SOLE 695128 0 0 AMERICAN GREETINGS CORP CL A 026375105 5597 268586 SH SOLE 204586 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 2360 60724 SH SOLE 53562 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 6496 349622 SH SOLE 349622 0 0 AMERICAN MED SYS HLDGS INC NOTE 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404576 0 0 AMERISOURCEBERGEN CORP COM 03073E105 23256 804151 SH SOLE 804151 0 0 AMERISTAR CASINOS INC COM 03070Q101 2637 144745 SH SOLE 124800 0 0 AMERON INTL INC COM 030710107 491 7800 SH SOLE 7800 0 0 AMETEK INC NEW COM 031100100 456 11000 SH SOLE 11000 0 0 AMGEN INC COM 031162100 33439 559563 SH SOLE 559563 0 0 AMICAS INC COM 001712108 9995 1660270 SH SOLE 1660270 0 0 AMKOR TECHNOLOGY INC COM 031652100 527 74579 SH SOLE 74579 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 11154 11500000 PRN SOLE 0 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 9019 1024871 SH SOLE 838369 0 0 AMPHENOL CORP NEW CL A 032095101 1363 32300 SH SOLE 32300 0 0 AMR CORP COM 001765106 4387 481600 SH SOLE 481600 0 0 AMR CORP NOTE 6.250%10/1 001765BC9 1736 1500000 PRN SOLE 0 0 0 AMREP CORP NEW COM 032159105 213 14689 SH SOLE 14689 0 0 AMSURG CORP COM 03232P405 1304 60400 SH SOLE 45500 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 7280 521865 SH SOLE 429867 0 0 ANADARKO PETE CORP COM 032511107 2002 27484 SH SOLE 27484 0 0 ANALOG DEVICES INC COM 032654105 3498 121367 SH SOLE 121367 0 0 ANDERSONS INC COM 034164103 14549 434546 SH SOLE 340426 0 0 ANIXTER INTL INC COM 035290105 2230 47600 SH SOLE 37600 0 0 ANNALY CAP MGMT INC COM 035710409 2810 163541 SH SOLE 163541 0 0 ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 6200 6150000 PRN SOLE 0 0 0 ANNTAYLOR STORES CORP COM 036115103 872 42125 SH SOLE 42125 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 2192 325151 SH SOLE 256991 0 0 AOL INC COM 00184X105 1528 60436 SH SOLE 60436 0 0 APAC CUSTOMER SERVICES INC COM 00185E106 3388 589218 SH SOLE 504800 0 0 APACHE CORP COM 037411105 13077 128838 SH SOLE 128838 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 398 21627 SH SOLE 21627 0 0 APOGEE ENTERPRISES INC COM 037598109 10960 693224 SH SOLE 558470 0 0 APOLLO GROUP INC CL A 037604105 4785 78079 SH SOLE 78079 0 0 APOLLO INVT CORP COM 03761U106 3421 268702 SH SOLE 215292 0 0 APPLE INC COM 037833100 27410 116673 SH SOLE 116673 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 2083 83813 SH SOLE 73613 0 0 APPLIED MATLS INC COM 038222105 213 15800 SH SOLE 15800 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 2739 317410 SH SOLE 236400 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 20583 12900000 PRN SOLE 0 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 7283 165856 SH SOLE 165856 0 0 ARCH CAP GROUP LTD ORD G0450A105 293 3840 SH SOLE 3840 0 0 ARCH COAL INC COM 039380100 3348 146500 SH SOLE 146500 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 3705 128198 SH SOLE 128198 0 0 ARENA RESOURCES INC COM 040049108 641 19200 SH SOLE 19200 0 0 ARES CAP CORP COM 04010L103 357 24059 SH SOLE 24059 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 9824 301443 SH SOLE 244302 0 0 ARKANSAS BEST CORP DEL COM 040790107 3135 104918 SH SOLE 104918 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 21396 589258 SH SOLE 546453 0 0 ARRIS GROUP INC COM 04269Q100 26040 2168218 SH SOLE 2042903 0 0 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 5506 5475000 PRN SOLE 0 0 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IN COM NEW 049164205 17255 325263 SH SOLE 254153 0 0 ATLAS ENERGY INC COM 049298102 4906 157639 SH SOLE 157639 0 0 ATLAS PIPELINE HOLDINGS LP COM UNITS LP 04939R108 182 29100 SH SOLE 29100 0 0 ATMEL CORP COM 049513104 5629 1119063 SH SOLE 1119063 0 0 ATMOS ENERGY CORP COM 049560105 753 26356 SH SOLE 26356 0 0 ATP OIL & GAS CORP COM 00208J108 465 24700 SH SOLE 24700 0 0 ATWOOD OCEANICS INC COM 050095108 357 10300 SH SOLE 10300 0 0 AUTOCHINA INTERNATIONAL LIMI SHS G06750106 2453 84571 SH SOLE 84571 0 0 AUTOLIV INC COM 052800109 2412 46800 SH SOLE 46800 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 6984 157056 SH SOLE 157056 0 0 AUTONATION INC COM 05329W102 10407 575602 SH SOLE 575602 0 0 AUTOZONE INC COM 053332102 3105 17936 SH SOLE 17936 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 262 8400 SH SOLE 8400 0 0 AVALONBAY CMNTYS INC COM 053484101 1552 17973 SH SOLE 17973 0 0 AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 11278 11450000 PRN SOLE 0 0 0 AVIAT NETWORKS INC COM 05366Y102 3894 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PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 3177 3000000 PRN SOLE 0 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 340 46182 SH SOLE 46182 0 0 BOSTON PROPERTIES INC COM 101121101 2038 27012 SH SOLE 27012 0 0 BOSTON SCIENTIFIC CORP COM 101137107 145 20047 SH SOLE 20047 0 0 BOWNE & CO INC COM 103043105 13409 1201544 SH SOLE 1201544 0 0 BOYD GAMING CORP COM 103304101 5579 564690 SH SOLE 431500 0 0 BPW ACQUISITION CORP *W EXP 02/26/201 055637110 233 141277 SH SOLE 141277 0 0 BPW ACQUISITION CORP COM 055637102 7070 567841 SH SOLE 567841 0 0 BRADY CORP CL A 104674106 9462 304051 SH SOLE 304051 0 0 BRE PROPERTIES INC CL A 05564E106 225 6300 SH SOLE 6300 0 0 BRIGGS & STRATTON CORP COM 109043109 8387 430099 SH SOLE 409721 0 0 BRIGHAM EXPLORATION CO COM 109178103 565 35400 SH SOLE 35400 0 0 BRINKER INTL INC COM 109641100 13519 701203 SH SOLE 669303 0 0 BRINKS CO COM 109696104 14065 498240 SH SOLE 463262 0 0 BRINKS HOME SEC HLDGS INC COM 109699108 25546 600367 SH SOLE 600367 0 0 BRISTOL MYERS SQUIBB CO 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2696936 SH SOLE 2564324 0 0 COMSTOCK RES INC COM NEW 205768203 4455 140098 SH SOLE 140098 0 0 COMSYS IT PARTNERS INC COM 20581E104 23786 1360747 SH SOLE 1360747 0 0 CONAGRA FOODS INC COM 205887102 13437 535990 SH SOLE 535990 0 0 CONCHO RES INC COM 20605P101 4182 83040 SH SOLE 83040 0 0 CONMED CORP COM 207410101 957 40185 SH SOLE 40185 0 0 CONOCOPHILLIPS COM 20825C104 23705 463252 SH SOLE 463252 0 0 CONSECO INC COM NEW 208464883 10374 1667861 SH SOLE 1356761 0 0 CONSOL ENERGY INC COM 20854P109 5968 139900 SH SOLE 139900 0 0 CONSTELLATION BRANDS INC CL A 21036P108 1459 88741 SH SOLE 88741 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 5079 99288 SH SOLE 97388 0 0 CONTINENTAL AIRLS INC CL B 210795308 231 10500 SH SOLE 10500 0 0 CONTINENTAL RESOURCES INC COM 212015101 3458 81272 SH SOLE 81272 0 0 CONVERGYS CORP COM 212485106 22536 1838160 SH SOLE 1671637 0 0 CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 1930 1500000 PRN SOLE 0 0 0 CON-WAY INC COM 205944101 10097 287510 SH SOLE 287510 0 0 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CORP MASS COM 268648102 735 40750 SH SOLE 40750 0 0 E TRADE FINANCIAL CORP COM 269246104 3859 2338500 SH SOLE 1924800 0 0 EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 181 28900 SH SOLE 28900 0 0 EARTHLINK INC COM 270321102 20191 2364303 SH SOLE 2091646 0 0 EARTHLINK INC NOTE 3.250%11/1 270321AA0 16028 14500000 PRN SOLE 0 0 0 EASTGROUP PPTY INC COM 277276101 1824 48326 SH SOLE 38982 0 0 EASTMAN CHEM CO COM 277432100 4158 65292 SH SOLE 65292 0 0 EASTMAN KODAK CO COM 277461109 11420 1972385 SH SOLE 1704118 0 0 EATON CORP COM 278058102 614 8100 SH SOLE 8100 0 0 EATON VANCE CORP COM NON VTG 278265103 221 6600 SH SOLE 6600 0 0 EBAY INC COM 278642103 1424 52856 SH SOLE 52856 0 0 ECLIPSYS CORP COM 278856109 1578 79400 SH SOLE 79400 0 0 EDISON INTL COM 281020107 3820 111800 SH SOLE 111800 0 0 EDUCATION RLTY TR INC COM 28140H104 791 137797 SH SOLE 106997 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 3983 40285 SH SOLE 40285 0 0 EL PASO CORP COM 28336L109 3592 331410 SH SOLE 331410 0 0 EL PASO ELEC CO COM NEW 283677854 17846 866312 SH SOLE 761795 0 0 ELECTRONIC ARTS INC COM 285512109 563 30179 SH SOLE 30179 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 212 18200 SH SOLE 18200 0 0 ELIZABETH ARDEN INC COM 28660G106 255 14183 SH SOLE 8383 0 0 EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 175 10000 SH SOLE 10000 0 0 EMCOR GROUP INC COM 29084Q100 32772 1330587 SH SOLE 1244594 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 11944 211210 SH SOLE 172207 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 1087 64726 SH SOLE 64726 0 0 EMERSON ELEC CO COM 291011104 3589 71300 SH SOLE 71300 0 0 EMPLOYERS HOLDINGS INC COM 292218104 454 30600 SH SOLE 20400 0 0 EMS TECHNOLOGIES INC COM 26873N108 447 26900 SH SOLE 26900 0 0 EMULEX CORP COM NEW 292475209 1249 94047 SH SOLE 94047 0 0 ENCANA CORP COM 292505104 1490 48031 SH SOLE 48031 0 0 ENCORE CAP GROUP INC NOTE 3.375% 9/1 292554AB8 13840 13925000 PRN SOLE 0 0 0 ENCORE WIRE CORP COM 292562105 7206 346446 SH SOLE 288100 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 12256 517345 SH SOLE 517345 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 619 16649 SH SOLE 16649 0 0 ENERGEN CORP COM 29265N108 6712 144247 SH SOLE 144247 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 658 84000 SH SOLE 84000 0 0 ENERGYSOLUTIONS INC COM 292756202 252 39200 SH SOLE 39200 0 0 ENERSYS COM 29275Y102 12461 505295 SH SOLE 395757 0 0 ENPRO INDS INC COM 29355X107 7535 259106 SH SOLE 215063 0 0 ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 16595 15392000 PRN SOLE 0 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 5890 495345 SH SOLE 426316 0 0 ENTERGY CORP NEW COM 29364G103 309 3800 SH SOLE 3800 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 255 7388 SH SOLE 7388 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 4979 121066 SH SOLE 94894 0 0 EOG RES INC COM 26875P101 1203 12941 SH SOLE 12941 0 0 EPICOR SOFTWARE CORP COM 29426L108 1065 111425 SH SOLE 91651 0 0 EQT CORP COM 26884L109 262 6400 SH SOLE 6400 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 3948 2900000 PRN SOLE 0 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 2451 45483 SH SOLE 36800 0 0 EQUITY ONE COM 294752100 1750 92639 SH SOLE 76486 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 3030 77397 SH SOLE 77397 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 1238 179091 SH SOLE 160300 0 0 ESCO TECHNOLOGIES INC COM 296315104 867 27261 SH SOLE 27261 0 0 ESSEX PPTY TR INC COM 297178105 1511 16800 SH SOLE 16800 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 12917 261311 SH SOLE 243229 0 0 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 6908 7350000 PRN SOLE 0 0 0 EVEREST RE GROUP LTD COM G3223R108 16917 209036 SH SOLE 209036 0 0 EXAR CORP COM 300645108 98 13900 SH SOLE 4100 0 0 EXCO RESOURCES INC COM 269279402 3112 169300 SH SOLE 169300 0 0 EXELIXIS INC COM 30161Q104 852 140300 SH SOLE 105200 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 6496 1129702 SH SOLE 1003678 0 0 EXIDE TECHNOLOGIES FRNT 9/1 302051AL1 2989 4675000 PRN SOLE 0 0 0 EXPEDIA INC DEL COM 30212P105 941 37708 SH SOLE 37708 0 0 EXPEDITORS INTL WASH INC COM 302130109 2794 75666 SH SOLE 75666 0 0 EXPONENT INC COM 30214U102 912 31973 SH SOLE 31100 0 0 EXPRESS SCRIPTS INC COM 302182100 804 7900 SH SOLE 7900 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 9794 7900000 PRN SOLE 0 0 0 EXTRA SPACE STORAGE INC COM 30225T102 3155 248786 SH SOLE 200927 0 0 EXXON MOBIL CORP COM 30231G102 76481 1141855 SH SOLE 1141855 0 0 EZCORP INC CL A NON VTG 302301106 2759 133919 SH SOLE 133919 0 0 F M C CORP COM NEW 302491303 312 5154 SH SOLE 5154 0 0 FACET BIOTECH CORP SHS 30303Q103 606 22449 SH SOLE 17800 0 0 FACTSET RESH SYS INC COM 303075105 4233 57689 SH SOLE 57689 0 0 FAIR ISAAC CORP COM 303250104 6352 250662 SH SOLE 232771 0 0 FAMILY DLR STORES INC COM 307000109 14106 385310 SH SOLE 385310 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1500 20599 SH SOLE 20599 0 0 FEDERAL SIGNAL CORP COM 313855108 860 95500 SH SOLE 68267 0 0 FEDEX CORP COM 31428X106 530 5674 SH SOLE 5674 0 0 FEI CO COM 30241L109 4168 181909 SH SOLE 181909 0 0 FELCOR LODGING TR INC COM 31430F101 899 157783 SH SOLE 131383 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 169 11400 SH SOLE 11400 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 425 18125 SH SOLE 18125 0 0 FIFTH THIRD BANCORP COM 316773100 10242 753612 SH SOLE 753612 0 0 FINISH LINE INC CL A 317923100 20268 1241899 SH SOLE 1024782 0 0 FIRST AMERN CORP CALIF COM 318522307 1981 58543 SH SOLE 58543 0 0 FIRST BANCORP P R COM 318672102 869 360400 SH SOLE 324800 0 0 FIRST CHESTER CNTY CORP COM 31947W100 2223 219687 SH SOLE 219687 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 669 99644 SH SOLE 82844 0 0 FIRST FINL BANCORP OH COM 320209109 787 44261 SH SOLE 35800 0 0 FIRST FINL BANKSHARES COM 32020R109 392 7600 SH SOLE 7600 0 0 FIRST HORIZON NATL CORP COM 320517105 8392 597272 SH SOLE 597272 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 799 102931 SH SOLE 85331 0 0 FIRST KEYSTONE FINL INC COM 320655103 1137 85775 SH SOLE 85775 0 0 FIRST MARBLEHEAD CORP COM 320771108 85 28435 SH SOLE 28435 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 2692 198692 SH SOLE 187128 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 2600 182859 SH SOLE 182859 0 0 FIRST OPPORTUNITY FD INC COM 33587T108 103 14688 SH SOLE 14688 0 0 FIRST POTOMAC RLTY TR COM 33610F109 2062 137173 SH SOLE 118681 0 0 FIRSTENERGY CORP COM 337932107 1662 42508 SH SOLE 42508 0 0 FIRSTMERIT CORP COM 337915102 2773 128572 SH SOLE 128572 0 0 FISERV INC COM 337738108 4069 80162 SH SOLE 80162 0 0 FLAGSTAR BANCORP INC COM 337930101 93 154770 SH SOLE 154770 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 118 15100 SH SOLE 15100 0 0 FLIR SYS INC COM 302445101 1306 46300 SH SOLE 46300 0 0 FLOWERS FOODS INC COM 343498101 659 26646 SH SOLE 26646 0 0 FLOWSERVE CORP COM 34354P105 9361 84892 SH SOLE 84892 0 0 FLUOR CORP NEW COM 343412102 3033 65205 SH SOLE 65205 0 0 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 835 500000 PRN SOLE 0 0 0 FNB CORP PA COM 302520101 1152 142100 SH SOLE 112800 0 0 FOOT LOCKER INC COM 344849104 12857 854876 SH SOLE 793365 0 0 FORD MTR CO DEL 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SOLE 68525 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 9765 482224 SH SOLE 405345 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 129 17300 SH SOLE 17300 0 0 FRONTIER OIL CORP COM 35914P105 3350 248116 SH SOLE 248116 0 0 FRONTLINE LTD SHS G3682E127 301 9829 SH SOLE 9829 0 0 FTI CONSULTING INC COM 302941109 991 25200 SH SOLE 25200 0 0 FULLER H B CO COM 359694106 2910 125381 SH SOLE 125381 0 0 FURNITURE BRANDS INTL INC COM 360921100 676 105184 SH SOLE 49900 0 0 G & K SVCS INC CL A 361268105 7148 276183 SH SOLE 227568 0 0 G WILLI FOOD INTL LTD ORD M52523103 1337 224291 SH SOLE 224291 0 0 GAMCO INVESTORS INC COM 361438104 209 4600 SH SOLE 2300 0 0 GAMESTOP CORP NEW CL A 36467W109 5017 229000 SH SOLE 229000 0 0 GANNETT INC COM 364730101 622 37671 SH SOLE 37671 0 0 GAP INC DEL COM 364760108 34739 1503206 SH SOLE 1503206 0 0 GARMIN LTD ORD G37260109 562 14600 SH SOLE 14600 0 0 GARTNER INC COM 366651107 3016 135623 SH SOLE 135623 0 0 GATX CORP COM 361448103 3000 104695 SH SOLE 104695 0 0 GAYLORD ENTMT CO NEW COM 367905106 2564 87534 SH SOLE 72836 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T107 2713 128500 SH SOLE 87500 0 0 GENCORP INC SDCV 2.250%11/1 368682AL4 236 250000 PRN SOLE 0 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 7274 269400 SH SOLE 269400 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 28524 33000000 PRN SOLE 0 0 0 GENERAL DYNAMICS CORP COM 369550108 5634 72981 SH SOLE 72981 0 0 GENERAL ELECTRIC CO COM 369604103 21990 1208222 SH SOLE 1208222 0 0 GENERAL GROWTH PPTYS INC COM 370021107 1286 79900 SH SOLE 79900 0 0 GENERAL MLS INC COM 370334104 7298 103097 SH SOLE 103097 0 0 GENESCO INC COM 371532102 385 12411 SH SOLE 12411 0 0 GENESEE & WYO INC CL A 371559105 899 26354 SH SOLE 23400 0 0 GEN-PROBE INC NEW COM 36866T103 550 11006 SH SOLE 11006 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 9232 326461 SH SOLE 268092 0 0 GENUINE PARTS CO COM 372460105 6065 143578 SH SOLE 143578 0 0 GENWORTH FINL INC COM CL A 37247D106 221 12073 SH SOLE 12073 0 0 GENZYME CORP COM 372917104 707 13637 SH SOLE 13637 0 0 GEO GROUP INC COM 36159R103 3562 179740 SH SOLE 179740 0 0 GEOEYE INC COM 37250W108 1083 36696 SH SOLE 21600 0 0 GETTY RLTY CORP NEW COM 374297109 837 35771 SH SOLE 28491 0 0 GFI GROUP INC COM 361652209 3155 545859 SH SOLE 466873 0 0 GIBRALTAR INDS INC COM 374689107 6114 484822 SH SOLE 395727 0 0 GILEAD SCIENCES INC COM 375558103 951 20900 SH SOLE 20900 0 0 GLACIER BANCORP INC NEW COM 37637Q105 623 40900 SH SOLE 40900 0 0 GLATFELTER COM 377316104 5073 350078 SH SOLE 269389 0 0 GLOBAL CASH ACCESS HLDGS INC COM 378967103 173 21171 SH SOLE 21171 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 919 60634 SH SOLE 46434 0 0 GLOBAL INDS LTD COM 379336100 2200 342717 SH SOLE 309840 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 2598 4000000 PRN SOLE 0 0 0 GLOBAL PMTS INC COM 37940X102 2715 59600 SH SOLE 59600 0 0 GMX RES INC NOTE 4.500% 5/0 38011MAJ7 3609 4625000 PRN SOLE 0 0 0 GOLDCORP INC NEW COM 380956409 510 13700 SH SOLE 13700 0 0 GOODRICH CORP COM 382388106 1965 27863 SH SOLE 27863 0 0 GOODRICH PETE CORP COM NEW 382410405 2380 152200 SH SOLE 152200 0 0 GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 2325 2675000 PRN SOLE 0 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 3053 241536 SH SOLE 241536 0 0 GOOGLE INC CL A 38259P508 13079 23066 SH SOLE 23066 0 0 GRACE W R & CO DEL NEW COM 38388F108 16233 584750 SH SOLE 449935 0 0 GRAFTECH INTL LTD COM 384313102 5262 384922 SH SOLE 384922 0 0 GRAHAM PACKAGING CO INC COM 384701108 232 18500 SH SOLE 18500 0 0 GRAINGER W W INC COM 384802104 3252 30079 SH SOLE 30079 0 0 GRAN TIERRA ENERGY INC COM 38500T101 410 69500 SH SOLE 69500 0 0 GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 233 265000 PRN SOLE 0 0 0 GREAT PLAINS ENERGY INC COM 391164100 306 16500 SH SOLE 16500 0 0 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 2696 3000000 PRN SOLE 0 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 9232 95356 SH SOLE 95356 0 0 GREEN PLAINS RENEWABLE ENERG COM 393222104 993 69570 SH SOLE 69570 0 0 GREENHILL & CO INC COM 395259104 1510 18400 SH SOLE 18400 0 0 GREIF INC CL A 397624107 1789 32574 SH SOLE 32574 0 0 GRIFFON CORP COM 398433102 3346 268500 SH SOLE 246414 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 8162 256182 SH SOLE 187050 0 0 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 240 11400 SH SOLE 11400 0 0 GSI COMMERCE INC COM 36238G102 313 11300 SH SOLE 11300 0 0 GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 166 150000 PRN SOLE 0 0 0 GT SOLAR INTL INC COM 3623E0209 2025 387114 SH SOLE 371614 0 0 GUESS INC COM 401617105 4622 98372 SH SOLE 98372 0 0 GULFMARK OFFSHORE INC CL A NEW 402629208 5431 204572 SH SOLE 191892 0 0 GYMBOREE CORP COM 403777105 9599 185919 SH SOLE 177719 0 0 H & Q HEALTHCARE FD SH BEN INT 404052102 512 39899 SH SOLE 39899 0 0 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 204 19870 SH SOLE 19870 0 0 HAEMONETICS CORP COM 405024100 1165 20387 SH SOLE 20387 0 0 HALLIBURTON CO COM 406216101 1314 43600 SH SOLE 43600 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 260 32600 SH SOLE 32600 0 0 HANCOCK HLDG CO COM 410120109 1166 27900 SH SOLE 27900 0 0 HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 1229 67593 SH SOLE 50200 0 0 HANOVER COMPRESSOR CO NOTE 4.750% 1/1 410768AE5 15437 16175000 PRN SOLE 0 0 0 HANOVER INS GROUP INC COM 410867105 1942 44536 SH SOLE 38236 0 0 HANSEN NAT CORP COM 411310105 2303 53100 SH SOLE 53100 0 0 HARLEY DAVIDSON INC COM 412822108 269 9600 SH SOLE 9600 0 0 HARLEYSVILLE GROUP INC COM 412824104 783 23200 SH SOLE 21706 0 0 HARLEYSVILLE NATL CORP PA COM 412850109 21856 3262140 SH SOLE 3251840 0 0 HARMAN INTL INDS INC COM 413086109 832 17791 SH SOLE 17791 0 0 HARRIS CORP DEL COM 413875105 2074 43682 SH SOLE 43682 0 0 HARSCO CORP COM 415864107 2939 92019 SH SOLE 92019 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 4446 156437 SH SOLE 156437 0 0 HASBRO INC COM 418056107 2967 77498 SH SOLE 77498 0 0 HATTERAS FINL CORP COM 41902R103 3023 117291 SH SOLE 95166 0 0 HAVERTY FURNITURE INC COM 419596101 1631 99951 SH SOLE 65900 0 0 HAWAIIAN HOLDINGS INC COM 419879101 3433 465805 SH SOLE 373695 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 11237 316258 SH SOLE 252544 0 0 HCC INS HLDGS INC COM 404132102 11342 410954 SH SOLE 410954 0 0 HCP INC COM 40414L109 1903 57664 SH SOLE 57664 0 0 HEALTH CARE REIT INC COM 42217K106 1722 38081 SH SOLE 38081 0 0 HEALTH NET INC COM 42222G108 1733 69690 SH SOLE 69690 0 0 HEALTHCARE RLTY TR COM 421946104 3928 168637 SH SOLE 135558 0 0 HEALTHSOUTH CORP COM NEW 421924309 13157 703573 SH SOLE 604546 0 0 HEALTHSPRING INC COM 42224N101 3063 174047 SH SOLE 136947 0 0 HEALTHWAYS INC COM 422245100 1969 122550 SH SOLE 80900 0 0 HEARTLAND EXPRESS INC COM 422347104 1560 94517 SH SOLE 94517 0 0 HECLA MNG CO COM 422704106 2823 516118 SH SOLE 383100 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 381 13604 SH SOLE 13604 0 0 HEINZ H J CO COM 423074103 5124 112346 SH SOLE 112346 0 0 HELEN OF TROY CORP LTD COM G4388N106 4601 176571 SH SOLE 130898 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 4571 350819 SH SOLE 350819 0 0 HENRY JACK & ASSOC INC COM 426281101 1972 81969 SH SOLE 81534 0 0 HERCULES OFFSHORE INC COM 427093109 56 12995 SH SOLE 12995 0 0 HERSHA HOSPITALITY TR SH BEN INT A 427825104 634 122299 SH SOLE 122299 0 0 HERSHEY CO COM 427866108 869 20300 SH SOLE 20300 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 181 18100 SH SOLE 18100 0 0 HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 25119 17800000 PRN SOLE 0 0 0 HESS CORP COM 42809H107 3943 63036 SH SOLE 63036 0 0 HEWITT ASSOCS INC COM 42822Q100 9475 238182 SH SOLE 238182 0 0 HEWLETT PACKARD CO COM 428236103 19296 363045 SH SOLE 363045 0 0 HEXCEL CORP NEW COM 428291108 283 19631 SH SOLE 19500 0 0 HIGHWOODS PPTYS INC COM 431284108 6779 213635 SH SOLE 173031 0 0 HILL INTERNATIONAL INC COM 431466101 112 19200 SH SOLE 19200 0 0 HILL ROM HLDGS INC COM 431475102 18922 695405 SH SOLE 626838 0 0 HILLTOP HOLDINGS INC COM 432748101 204 17380 SH SOLE 17380 0 0 HITTITE MICROWAVE CORP COM 43365Y104 2215 50386 SH SOLE 50386 0 0 HMS HLDGS CORP COM 40425J101 444 8700 SH SOLE 8700 0 0 HNI CORP COM 404251100 4839 181715 SH SOLE 143900 0 0 HOLLY CORP COM PAR $0.01 435758305 1293 46322 SH SOLE 46322 0 0 HOLOGIC INC COM 436440101 670 36125 SH SOLE 36125 0 0 HOME DEPOT INC COM 437076102 11497 355400 SH SOLE 355400 0 0 HOME PROPERTIES INC COM 437306103 4508 96335 SH SOLE 78106 0 0 HONEYWELL INTL INC COM 438516106 12040 265955 SH SOLE 265955 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 13869 920909 SH SOLE 745917 0 0 HORIZON LINES INC COM 44044K101 879 161600 SH SOLE 141578 0 0 HORMEL FOODS CORP COM 440452100 8856 210797 SH SOLE 210797 0 0 HORSEHEAD HLDG CORP COM 440694305 474 40024 SH SOLE 40024 0 0 HOSPIRA INC COM 441060100 14225 251100 SH SOLE 251100 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2807 117200 SH SOLE 117200 0 0 HOST HOTELS & RESORTS INC COM 44107P104 2282 155792 SH SOLE 155792 0 0 HOT TOPIC INC COM 441339108 4182 643383 SH SOLE 496580 0 0 HRPT PPTYS TR COM SH BEN INT 40426W101 2889 371340 SH SOLE 371340 0 0 HSN INC COM 404303109 8702 295583 SH SOLE 247000 0 0 HUB GROUP INC CL A 443320106 3654 130593 SH SOLE 130593 0 0 HUBBELL INC CL B 443510201 11766 233311 SH SOLE 220548 0 0 HUDSON CITY BANCORP COM 443683107 11169 788742 SH SOLE 788742 0 0 HUMAN GENOME SCIENCES INC COM 444903108 1073 35515 SH SOLE 35515 0 0 HUMANA INC COM 444859102 19881 425082 SH SOLE 425082 0 0 HUNT J B TRANS SVCS INC COM 445658107 893 24900 SH SOLE 24900 0 0 HUNTINGTON BANCSHARES INC COM 446150104 4714 877800 SH SOLE 877800 0 0 HUNTSMAN CORP COM 447011107 14594 1211085 SH SOLE 1211085 0 0 HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 638 750000 PRN SOLE 0 0 0 HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T107 1923 471317 SH SOLE 471317 0 0 IAC INTERACTIVECORP COM PAR $.001 44919P508 24797 1090467 SH SOLE 1090467 0 0 ICO INC NEW COM 449293109 13796 1707392 SH SOLE 1707392 0 0 ICU MED INC COM 44930G107 723 21000 SH SOLE 17900 0 0 IFM INVTS LTD ADS 45172L100 595 85000 SH SOLE 85000 0 0 IHS INC CL A 451734107 781 14600 SH SOLE 14600 0 0 II VI INC COM 902104108 477 14100 SH SOLE 14100 0 0 IMATION CORP COM 45245A107 2122 192759 SH SOLE 165000 0 0 IMAX CORP COM 45245E109 227 12600 SH SOLE 12600 0 0 IMMUCOR INC COM 452526106 2653 118486 SH SOLE 118486 0 0 IMMUNOGEN INC COM 45253H101 429 53000 SH SOLE 53000 0 0 INFINITY PPTY & CAS CORP COM 45665Q103 5215 114767 SH SOLE 94180 0 0 INFOGROUP INC COM 45670G108 12050 1544830 SH SOLE 1544830 0 0 INFORMATICA CORP COM 45666Q102 1358 50545 SH SOLE 50545 0 0 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 536 9100 SH SOLE 9100 0 0 INGERSOLL-RAND PLC SHS G47791101 335 9600 SH SOLE 9600 0 0 INGRAM MICRO INC CL A 457153104 17299 985722 SH SOLE 985722 0 0 INLAND REAL ESTATE CORP COM NEW 457461200 1719 187895 SH SOLE 148912 0 0 INNOPHOS HOLDINGS INC COM 45774N108 6028 216059 SH SOLE 156400 0 0 INSIGHT ENTERPRISES INC COM 45765U103 11984 834514 SH SOLE 658623 0 0 INSTEEL INDUSTRIES INC COM 45774W108 1052 98385 SH SOLE 84000 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 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NCI BUILDING SYS INC COM NEW 628852204 2088 189138 SH SOLE 164318 0 0 NCR CORP NEW COM 62886E108 2368 171588 SH SOLE 171588 0 0 NEKTAR THERAPEUTICS COM 640268108 1139 74910 SH SOLE 74910 0 0 NELNET INC CL A 64031N108 14238 767157 SH SOLE 643811 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 4852 263844 SH SOLE 255300 0 0 NETGEAR INC COM 64111Q104 5508 211035 SH SOLE 170867 0 0 NEUSTAR INC CL A 64126X201 2046 81208 SH SOLE 81208 0 0 NEW JERSEY RES COM 646025106 5746 152970 SH SOLE 116001 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 1730 104580 SH SOLE 104580 0 0 NEW YORK TIMES CO CL A 650111107 1614 145000 SH SOLE 145000 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 850 67392 SH SOLE 61392 0 0 NEWELL RUBBERMAID INC COM 651229106 2148 141305 SH SOLE 141305 0 0 NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 5406 2875000 PRN SOLE 0 0 0 NEWFIELD EXPL CO COM 651290108 1060 20370 SH SOLE 20370 0 0 NEWMARKET CORP COM 651587107 7447 72311 SH SOLE 53100 0 0 NEWMONT MINING CORP COM 651639106 6579 129182 SH SOLE 129182 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 2901 552488 SH SOLE 502840 0 0 NEWS CORP CL A 65248E104 23375 1622132 SH SOLE 1622132 0 0 NICOR INC COM 654086107 9930 236882 SH SOLE 196393 0 0 NII HLDGS INC CL B NEW 62913F201 1318 31638 SH SOLE 31638 0 0 NIKE INC CL B 654106103 1408 19155 SH SOLE 19155 0 0 NISOURCE INC COM 65473P105 3052 193136 SH SOLE 193136 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 12417 296918 SH SOLE 296918 0 0 NOBLE ENERGY INC COM 655044105 801 10968 SH SOLE 10968 0 0 NORDSTROM INC COM 655664100 1038 25400 SH SOLE 25400 0 0 NORFOLK SOUTHERN CORP COM 655844108 16229 290382 SH SOLE 290382 0 0 NORTHEAST UTILS COM 664397106 2354 85180 SH SOLE 85180 0 0 NORTHROP GRUMMAN CORP COM 666807102 43222 659180 SH SOLE 659180 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 946 224808 SH SOLE 186060 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 481 40979 SH SOLE 37150 0 0 NORTHWEST NAT GAS CO COM 667655104 624 13399 SH SOLE 13399 0 0 NORTHWESTERN CORP COM NEW 668074305 19696 734659 SH SOLE 707314 0 0 NOVAMED INC DEL NOTE 1.000% 6/1 66986WAA6 5204 6175000 PRN SOLE 0 0 0 NOVELL INC COM 670006105 2153 358800 SH SOLE 358800 0 0 NOVELLUS SYS INC COM 670008101 1378 55125 SH SOLE 55125 0 0 NPS PHARMACEUTICALS INC COM 62936P103 487 96722 SH SOLE 96722 0 0 NRG ENERGY INC COM NEW 629377508 474 22700 SH SOLE 22700 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 6346 218077 SH SOLE 154200 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 1875 112700 SH SOLE 112700 0 0 NUCOR CORP COM 670346105 594 13100 SH SOLE 13100 0 0 NUTRI SYS INC NEW COM 67069D108 760 42700 SH SOLE 29400 0 0 NV ENERGY INC COM 67073Y106 9607 779116 SH SOLE 779116 0 0 NVIDIA CORP COM 67066G104 1065 61300 SH SOLE 61300 0 0 NVR INC COM 62944T105 218 300 SH SOLE 300 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 26069 308364 SH SOLE 308364 0 0 OCEANEERING INTL INC COM 675232102 499 7853 SH SOLE 7853 0 0 OCWEN FINL CORP COM NEW 675746309 1250 112681 SH SOLE 112681 0 0 ODYSSEY HEALTHCARE INC COM 67611V101 2356 130100 SH SOLE 81500 0 0 OFFICE DEPOT INC COM 676220106 357 44712 SH SOLE 44712 0 0 OFFICEMAX INC DEL COM 67622P101 274 16700 SH SOLE 16700 0 0 OGE ENERGY CORP COM 670837103 2703 69414 SH SOLE 69414 0 0 OIL STS INTL INC COM 678026105 5374 118534 SH SOLE 118534 0 0 OIL STS INTL INC NOTE 2.375% 7/0 678026AB1 606 400000 PRN SOLE 0 0 0 OLD DOMINION FGHT LINES INC COM 679580100 1228 36783 SH SOLE 36783 0 0 OLD NATL BANCORP IND COM 680033107 326 27260 SH SOLE 27260 0 0 OLD REP INTL CORP NOTE 8.000% 5/1 680223AF1 1318 1050000 PRN SOLE 0 0 0 OLIN CORP COM PAR $1 680665205 305 15556 SH SOLE 15556 0 0 OLYMPIC STEEL INC COM 68162K106 6243 191205 SH SOLE 153500 0 0 OM GROUP INC COM 670872100 15743 464667 SH SOLE 416327 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 4389 225202 SH SOLE 180409 0 0 OMEGA NAVIGATION ENTERPRISES CLASS A Y6476R105 2976 1029660 SH SOLE 1029660 0 0 OMNICARE INC COM 681904108 5152 182109 SH SOLE 182109 0 0 OMNICELL INC COM 68213N109 366 26100 SH SOLE 26100 0 0 OMNICOM GROUP INC COM 681919106 267 6884 SH SOLE 6884 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 8015 466511 SH SOLE 346193 0 0 ON SEMICONDUCTOR CORP COM 682189105 310 38800 SH SOLE 38800 0 0 ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD7 4461 3470000 PRN SOLE 0 0 0 ONEOK INC NEW COM 682680103 1100 24100 SH SOLE 24100 0 0 ONYX PHARMACEUTICALS INC COM 683399109 4313 142440 SH SOLE 142440 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 381 31000 SH SOLE 31000 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 4394 269733 SH SOLE 269733 0 0 ORACLE CORP COM 68389X105 21087 820832 SH SOLE 820832 0 0 ORBITAL SCIENCES CORP COM 685564106 10530 553924 SH SOLE 514824 0 0 ORBITAL SCIENCES CORP NOTE 2.438% 1/1 685564AN6 12777 12375000 PRN SOLE 0 0 0 ORIENT PAPER INC COM NEW 68619F205 1067 127750 SH SOLE 127750 0 0 ORIENTAL FINL GROUP INC COM 68618W100 13532 1002400 SH SOLE 814600 0 0 ORMAT TECHNOLOGIES INC COM 686688102 1728 61400 SH SOLE 61400 0 0 ORRSTOWN FINL SVCS INC COM 687380105 282 11100 SH SOLE 11100 0 0 ORTHOFIX INTL N V COM N6748L102 1208 33200 SH SOLE 31100 0 0 OSHKOSH CORP COM 688239201 10330 256061 SH SOLE 256061 0 0 OSI PHARMACEUTICALS INC COM 671040103 13479 226340 SH SOLE 226340 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 2520 64225 SH SOLE 54520 0 0 OWENS & MINOR INC NEW COM 690732102 3024 65185 SH SOLE 64685 0 0 OWENS CORNING NEW COM 690742101 23154 910160 SH SOLE 910160 0 0 OWENS ILL INC COM NEW 690768403 3808 107156 SH SOLE 107156 0 0 OXFORD INDS INC COM 691497309 579 28500 SH SOLE 28500 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 4709 106714 SH SOLE 87000 0 0 PACER INTL INC TENN COM 69373H106 1630 270755 SH SOLE 232019 0 0 PACIFIC CAP BANCORP NEW COM 69404P101 1595 881343 SH SOLE 757343 0 0 PACKAGING CORP AMER COM 695156109 1174 47714 SH SOLE 47714 0 0 PACTIV CORP COM 695257105 12118 481273 SH SOLE 481273 0 0 PALL CORP COM 696429307 4847 119704 SH SOLE 119704 0 0 PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB9 9911 14575000 PRN SOLE 0 0 0 PANERA BREAD CO CL A 69840W108 2226 29100 SH SOLE 29100 0 0 PANTRY INC COM 698657103 1413 113136 SH SOLE 99909 0 0 PAPA JOHNS INTL INC COM 698813102 2136 83078 SH SOLE 63700 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 6912 278690 SH SOLE 226620 0 0 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 5426 300595 SH SOLE 300595 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 3507 122012 SH SOLE 99300 0 0 PARK NATL CORP COM 700658107 2812 45124 SH SOLE 35100 0 0 PARKER HANNIFIN CORP COM 701094104 1402 21660 SH SOLE 21660 0 0 PARKWAY PPTYS INC COM 70159Q104 1379 73445 SH SOLE 55136 0 0 PARTNERRE LTD COM G6852T105 933 11700 SH SOLE 11700 0 0 PATRIOT COAL CORP COM 70336T104 5136 251020 SH SOLE 251020 0 0 PATTERSON COMPANIES INC COM 703395103 1084 34900 SH SOLE 34900 0 0 PATTERSON UTI ENERGY INC COM 703481101 1526 109249 SH SOLE 109249 0 0 PDL BIOPHARMA INC COM 69329Y104 32517 5236164 SH SOLE 4869472 0 0 PEABODY ENERGY CORP COM 704549104 11082 242500 SH SOLE 242500 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 2149 2000000 PRN SOLE 0 0 0 PENN NATL GAMING INC COM 707569109 8974 322789 SH SOLE 322789 0 0 PENN VA CORP NOTE 4.500%11/1 707882AA4 947 1000000 PRN SOLE 0 0 0 PENNEY J C INC COM 708160106 4108 127701 SH SOLE 127701 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 921 73841 SH SOLE 67741 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 6651 461235 SH SOLE 461235 0 0 PENTAIR INC COM 709631105 370 10400 SH SOLE 10400 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 3881 248126 SH SOLE 248126 0 0 PEPCO HOLDINGS INC COM 713291102 441 25700 SH SOLE 25700 0 0 PEPSICO INC COM 713448108 20420 308652 SH SOLE 308652 0 0 PERKINELMER INC COM 714046109 2446 102352 SH SOLE 95176 0 0 PERRIGO CO COM 714290103 1315 22400 SH SOLE 22400 0 0 PETROHAWK ENERGY CORP COM 716495106 5622 277195 SH SOLE 277195 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 806 20365 SH SOLE 20365 0 0 PETROLEUM DEV CORP COM 716578109 7875 339865 SH SOLE 271650 0 0 PETROQUEST ENERGY INC COM 716748108 2103 418000 SH SOLE 286000 0 0 PETSMART INC COM 716768106 12249 383254 SH SOLE 383254 0 0 PFIZER INC COM 717081103 40095 2337914 SH SOLE 2337914 0 0 PG&E CORP COM 69331C108 488 11500 SH SOLE 11500 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 7559 318264 SH SOLE 318264 0 0 PHARMASSET INC COM 71715N106 244 9100 SH SOLE 9100 0 0 PHARMERICA CORP COM 71714F104 3356 184187 SH SOLE 183259 0 0 PHH CORP COM NEW 693320202 7299 309661 SH SOLE 260712 0 0 PHILIP MORRIS INTL INC COM 718172109 9823 188318 SH SOLE 188318 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 9897 172546 SH SOLE 159238 0 0 PHOENIX COS INC NEW COM 71902E109 4409 1821974 SH SOLE 1361700 0 0 PHOTRONICS INC NOTE 5.500%10/0 719405AF9 5655 4500000 PRN SOLE 0 0 0 PIEDMONT NAT GAS INC COM 720186105 1169 42400 SH SOLE 42400 0 0 PIER 1 IMPORTS INC COM 720279108 3356 526817 SH SOLE 526817 0 0 PINNACLE ENTMT INC COM 723456109 5793 594809 SH SOLE 473482 0 0 PINNACLE WEST CAP CORP COM 723484101 1596 42300 SH SOLE 42300 0 0 PIONEER NAT RES CO COM 723787107 434 7700 SH 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SOLE 354051 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 4489 232482 SH SOLE 197440 0 0 POSCO SPONSORED ADR 693483109 234 2000 SH SOLE 2000 0 0 POST PPTYS INC COM 737464107 3025 137353 SH SOLE 110223 0 0 POTASH CORP SASK INC COM 73755L107 1194 10000 SH SOLE 10000 0 0 POTLATCH CORP NEW COM 737630103 2804 80011 SH SOLE 61853 0 0 POWELL INDS INC COM 739128106 2759 84800 SH SOLE 60900 0 0 POWER INTEGRATIONS INC COM 739276103 820 19900 SH SOLE 19900 0 0 PPL CORP COM 69351T106 845 30500 SH SOLE 30500 0 0 PRE PAID LEGAL SVCS INC COM 740065107 2619 69197 SH SOLE 53200 0 0 PRECISION CASTPARTS CORP COM 740189105 253 2000 SH SOLE 2000 0 0 PREFERRED BK LOS ANGELES CA COM 740367107 72 53215 SH SOLE 43329 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 90 10900 SH SOLE 10900 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 2899 322078 SH SOLE 244930 0 0 PRICELINE COM INC COM NEW 741503403 1486 5826 SH SOLE 5826 0 0 PRIDE INTL INC DEL COM 74153Q102 1079 35823 SH SOLE 35823 0 0 PRIVATEBANCORP INC COM 742962103 1959 143000 SH SOLE 143000 0 0 PROASSURANCE CORP COM 74267C106 3570 60991 SH SOLE 54091 0 0 PROCTER & GAMBLE CO COM 742718109 33999 537369 SH SOLE 537369 0 0 PROGRESS SOFTWARE CORP COM 743312100 1289 41000 SH SOLE 41000 0 0 PROLOGIS NOTE 3.250% 3/1 743410AY8 302 300000 PRN SOLE 0 0 0 PROLOGIS SH BEN INT 743410102 1105 83726 SH SOLE 83726 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 337 27742 SH SOLE 27742 0 0 PROSPERITY BANCSHARES INC COM 743606105 13346 325503 SH SOLE 241003 0 0 PROTECTIVE LIFE CORP COM 743674103 22704 1032459 SH SOLE 1015159 0 0 PROVIDENT FINL SVCS INC COM 74386T105 18339 1541124 SH SOLE 1359735 0 0 PRUDENTIAL FINL INC COM 744320102 13598 224755 SH SOLE 224755 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 2024 37905 SH SOLE 29862 0 0 PSS WORLD MED INC COM 69366A100 4173 177501 SH SOLE 159001 0 0 PUBLIC STORAGE COM 74460D109 3647 39648 SH SOLE 39648 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1556 52715 SH SOLE 52715 0 0 PULTE HOMES INC COM 745867101 349 31000 SH SOLE 31000 0 0 QLOGIC CORP COM 747277101 1149 56589 SH SOLE 56589 0 0 QUALCOMM INC COM 747525103 1385 32979 SH SOLE 32979 0 0 QUALITY SYS INC COM 747582104 307 5000 SH SOLE 5000 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 1313 79451 SH SOLE 67599 0 0 QUANTA SVCS INC COM 74762E102 1906 99500 SH SOLE 99500 0 0 QUEST SOFTWARE INC COM 74834T103 17588 988638 SH SOLE 910013 0 0 QUESTAR CORP COM 748356102 2588 59900 SH SOLE 59900 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 8946 1086954 SH SOLE 881800 0 0 QUICKSILVER RESOURCES INC COM 74837R104 165 11700 SH SOLE 11700 0 0 QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB0 1156 1030000 PRN SOLE 0 0 0 QUIDEL CORP COM 74838J101 586 40300 SH SOLE 39400 0 0 QUIKSILVER INC COM 74838C106 53 11200 SH SOLE 11200 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 17422 3337526 SH SOLE 3337526 0 0 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 3604 3200000 PRN SOLE 0 0 0 RADIOSHACK CORP COM 750438103 4766 210614 SH SOLE 210614 0 0 RAIT FINANCIAL TRUST COM 749227104 321 162230 SH SOLE 132278 0 0 RALCORP HLDGS INC NEW COM 751028101 1993 29403 SH SOLE 29403 0 0 RAMBUS INC DEL COM 750917106 902 41300 SH SOLE 41300 0 0 RAMBUS INC DEL NOTE 5.000% 6/1 750917AC0 23776 17225000 PRN SOLE 0 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 570 50604 SH SOLE 36932 0 0 RAVEN INDS INC COM 754212108 1710 57998 SH SOLE 50100 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 291 10900 SH SOLE 10900 0 0 RAYONIER INC COM 754907103 970 21357 SH SOLE 21357 0 0 RAYTHEON CO COM NEW 755111507 32322 565870 SH SOLE 565870 0 0 RCN CORP COM NEW 749361200 2769 183600 SH SOLE 183600 0 0 REALNETWORKS INC COM 75605L104 947 196048 SH SOLE 196048 0 0 REALTY INCOME CORP COM 756109104 812 26474 SH SOLE 26474 0 0 RED HAT INC COM 756577102 10603 362242 SH SOLE 362242 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 6814 278817 SH SOLE 226693 0 0 REDWOOD TR INC COM 758075402 3062 198574 SH SOLE 156890 0 0 REGAL BELOIT CORP COM 758750103 2151 36200 SH SOLE 36200 0 0 REGAL ENTMT GROUP CL A 758766109 381 21700 SH SOLE 21700 0 0 REGENCY CTRS CORP COM 758849103 766 20433 SH SOLE 20433 0 0 REGENERON PHARMACEUTICALS COM 75886F107 673 25400 SH SOLE 25400 0 0 REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 9957 7250000 PRN SOLE 0 0 0 REHABCARE GROUP INC COM 759148109 251 9549 SH SOLE 9549 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 879 16733 SH SOLE 16733 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 14328 291035 SH SOLE 291035 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 329 5800 SH SOLE 5800 0 0 RENT A CTR INC NEW COM 76009N100 22171 937462 SH SOLE 823943 0 0 RENTECH INC COM 760112102 11 18406 SH SOLE 18406 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 3779 638420 SH SOLE 547057 0 0 REPUBLIC BANCORP KY CL A 760281204 3880 205921 SH SOLE 171800 0 0 REPUBLIC SVCS INC COM 760759100 472 16268 SH SOLE 16268 0 0 RES-CARE INC COM 760943100 1366 113900 SH SOLE 98500 0 0 RESEARCH IN MOTION LTD COM 760975102 3394 45900 SH SOLE 45900 0 0 REYNOLDS AMERICAN INC COM 761713106 16375 303344 SH SOLE 303344 0 0 RF MICRODEVICES INC COM 749941100 1178 236583 SH SOLE 236583 0 0 RIGHTNOW TECHNOLOGIES INC COM 76657R106 545 30500 SH SOLE 30500 0 0 RISKMETRICS GROUP INC COM 767735103 10909 482468 SH SOLE 482468 0 0 RITE AID CORP COM 767754104 41 27460 SH SOLE 27460 0 0 RITE AID CORP NOTE 8.500% 5/1 767754BU7 7527 7450000 PRN SOLE 0 0 0 RIVERBED TECHNOLOGY INC COM 768573107 2443 86029 SH SOLE 86029 0 0 ROBBINS & MYERS INC COM 770196103 4706 197562 SH SOLE 197562 0 0 ROBERT HALF INTL INC COM 770323103 590 19375 SH SOLE 19375 0 0 ROCK-TENN CO CL A 772739207 3194 70092 SH SOLE 59592 0 0 ROCKWELL AUTOMATION INC COM 773903109 750 13300 SH SOLE 13300 0 0 ROCKWELL COLLINS INC COM 774341101 782 12500 SH SOLE 12500 0 0 ROCKWOOD HLDGS INC COM 774415103 2577 96800 SH SOLE 96800 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 752 33254 SH SOLE 33254 0 0 ROGERS CORP COM 775133101 1946 67084 SH SOLE 56000 0 0 ROPER INDS INC NEW COM 776696106 474 8200 SH SOLE 8200 0 0 ROSETTA RESOURCES INC COM 777779307 884 37540 SH SOLE 37540 0 0 ROSS STORES INC COM 778296103 32750 612499 SH SOLE 612499 0 0 ROVI CORP COM 779376102 3538 95300 SH SOLE 95300 0 0 ROWAN COS INC COM 779382100 18210 625573 SH SOLE 625573 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 233 4000 SH SOLE 4000 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 9498 171652 SH SOLE 171652 0 0 ROYAL GOLD INC COM 780287108 222 4800 SH SOLE 4800 0 0 ROYCE MICRO-CAP TR INC COM 780915104 229 27995 SH SOLE 27995 0 0 ROYCE VALUE TR INC COM 780910105 256 21606 SH SOLE 21606 0 0 RPM INTL INC COM 749685103 1093 51229 SH SOLE 51229 0 0 RTI INTL METALS INC COM 74973W107 382 12596 SH SOLE 12596 0 0 RUBIOS RESTAURANTS INC COM 78116B102 1576 199497 SH SOLE 199497 0 0 RUDDICK CORP COM 781258108 585 18500 SH SOLE 18500 0 0 RYDER SYS INC COM 783549108 480 12395 SH SOLE 12395 0 0 RYLAND GROUP INC COM 783764103 12846 572471 SH SOLE 488074 0 0 S & T BANCORP INC COM 783859101 1309 62653 SH SOLE 44200 0 0 SAFE BULKERS INC COM Y7388L103 587 75000 SH SOLE 75000 0 0 SAFETY INS GROUP INC COM 78648T100 2934 77886 SH SOLE 70291 0 0 SAIC INC COM 78390X101 1781 100601 SH SOLE 100601 0 0 SAKS INC COM 79377W108 1701 197800 SH SOLE 197800 0 0 SALESFORCE COM INC COM 79466L302 238 3200 SH SOLE 3200 0 0 SANDERSON FARMS INC COM 800013104 2295 42800 SH SOLE 32700 0 0 SANDISK CORP COM 80004C101 2441 70500 SH SOLE 70500 0 0 SANDRIDGE ENERGY INC COM 80007P307 5870 762354 SH SOLE 762354 0 0 SANMINA SCI CORP COM NEW 800907206 3938 238658 SH SOLE 238658 0 0 SAPIENT CORP COM 803062108 705 77109 SH SOLE 77109 0 0 SARA LEE CORP COM 803111103 30233 2170380 SH SOLE 2170380 0 0 SAUER-DANFOSS INC COM 804137107 6216 468102 SH SOLE 452521 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 1491 103200 SH SOLE 103200 0 0 SBA COMMUNICATIONS CORP COM 78388J106 660 18300 SH SOLE 18300 0 0 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 1059 1000000 PRN SOLE 0 0 0 SCANSOURCE INC COM 806037107 3134 108906 SH SOLE 87300 0 0 SCHEIN HENRY INC COM 806407102 1290 21900 SH SOLE 21900 0 0 SCHLUMBERGER LTD COM 806857108 1298 20446 SH SOLE 20446 0 0 SCHNITZER STL INDS CL A 806882106 1760 33500 SH SOLE 33500 0 0 SCHOLASTIC CORP COM 807066105 15487 553121 SH SOLE 472899 0 0 SCHOOL SPECIALTY INC COM 807863105 1063 46829 SH SOLE 36600 0 0 SCHULMAN A INC COM 808194104 13414 548193 SH SOLE 448773 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 2112 44405 SH SOLE 35407 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 2223 157900 SH SOLE 157900 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 1446 171175 SH SOLE 139700 0 0 SEACHANGE INTL INC COM 811699107 113 12133 SH SOLE 12133 0 0 SEACOR HOLDINGS INC COM 811904101 4800 59511 SH SOLE 59511 0 0 SEAGATE TECHNOLOGY SHS G7945J104 30416 1665743 SH SOLE 1665743 0 0 SEALED AIR CORP NEW COM 81211K100 4974 235938 SH SOLE 235938 0 0 SEARS HLDGS CORP COM 812350106 8171 75356 SH SOLE 75356 0 0 SEI INVESTMENTS CO COM 784117103 396 18013 SH SOLE 18013 0 0 SELECTIVE INS GROUP INC COM 816300107 1455 87647 SH SOLE 69583 0 0 SEMPRA ENERGY COM 816851109 584 11700 SH SOLE 11700 0 0 SEMTECH CORP COM 816850101 8157 467966 SH SOLE 467966 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 1351 60979 SH SOLE 60979 0 0 SERVICE CORP INTL COM 817565104 3182 346597 SH SOLE 346597 0 0 SHAW GROUP INC COM 820280105 11690 339625 SH SOLE 339625 0 0 SHERWIN WILLIAMS CO COM 824348106 941 13900 SH SOLE 13900 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 881 49600 SH SOLE 43000 0 0 SIGA TECHNOLOGIES INC COM 826917106 402 60700 SH SOLE 60700 0 0 SIGMA DESIGNS INC COM 826565103 4030 343600 SH SOLE 280600 0 0 SIGNATURE BK NEW YORK N Y *W EXP 12/12/201 82669G112 5691 323380 SH SOLE 323380 0 0 SILGAN HOLDINGS INC COM 827048109 8253 137021 SH SOLE 137021 0 0 SILICON IMAGE INC COM 82705T102 2722 901270 SH SOLE 767170 0 0 SILICON LABORATORIES INC COM 826919102 400 8388 SH SOLE 8388 0 0 SIMON PPTY GROUP INC NEW COM 828806109 4648 55404 SH SOLE 55404 0 0 SINA CORP NOTE 7/1 82922RAB9 2262 1500000 PRN SOLE 0 0 0 SINA CORP ORD G81477104 226 6000 SH SOLE 6000 0 0 SINOENERGY CORPORATION COM NEW 82935B202 1180 733224 SH SOLE 733224 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 1663 43727 SH SOLE 39200 0 0 SKECHERS U S A INC CL A 830566105 7322 201600 SH SOLE 201600 0 0 SKILLSOFT PLC SPONSORED ADR 830928107 30243 2930536 SH SOLE 2930536 0 0 SKYWEST INC COM 830879102 16513 1156379 SH SOLE 1093059 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 3557 228033 SH SOLE 228033 0 0 SL GREEN RLTY CORP COM 78440X101 398 6948 SH SOLE 6948 0 0 SLM CORP COM 78442P106 833 66504 SH SOLE 66504 0 0 SMITH A O COM 831865209 8411 159997 SH SOLE 151656 0 0 SMITH INTL INC COM 832110100 18721 437210 SH SOLE 437210 0 0 SMITHFIELD FOODS INC COM 832248108 3966 191227 SH SOLE 191227 0 0 SMUCKER J M CO COM NEW 832696405 1663 27600 SH SOLE 27600 0 0 SNAP ON INC COM 833034101 1209 27903 SH SOLE 27903 0 0 SOHU COM INC COM 83408W103 1685 30860 SH SOLE 30860 0 0 SOLUTIA INC COM NEW 834376501 749 46521 SH SOLE 46521 0 0 SOMANETICS CORP COM NEW 834445405 802 41892 SH SOLE 28892 0 0 SOMAXON PHARMACEUTICALS INC COM 834453102 640 74000 SH SOLE 74000 0 0 SONIC AUTOMOTIVE INC NOTE 5.000%10/0 83545GAQ5 10445 9450000 PRN SOLE 0 0 0 SONIC CORP COM 835451105 3428 310200 SH SOLE 223700 0 0 SONOCO PRODS CO COM 835495102 1493 48502 SH SOLE 48502 0 0 SONOSITE INC NOTE 3.750% 7/1 83568GAA2 5321 5000000 PRN SOLE 0 0 0 SOUTH FINL GROUP INC COM 837841105 2643 3823804 SH SOLE 3131674 0 0 SOUTHERN UN CO NEW COM 844030106 924 36406 SH SOLE 36406 0 0 SOUTHWEST AIRLS CO COM 844741108 2956 223600 SH SOLE 223600 0 0 SOUTHWEST GAS CORP COM 844895102 2165 72367 SH SOLE 57834 0 0 SOUTHWEST WTR CO COM 845331107 12962 1241557 SH SOLE 1241557 0 0 SOUTHWESTERN ENERGY CO COM 845467109 3532 86735 SH SOLE 86735 0 0 SOVRAN SELF STORAGE INC COM 84610H108 2694 77274 SH SOLE 60468 0 0 SPARTAN STORES INC COM 846822104 1110 76964 SH SOLE 61589 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 6842 8020000 PRN SOLE 0 0 0 SPECTRA ENERGY CORP COM 847560109 4384 194583 SH SOLE 194583 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 268 58233 SH SOLE 58233 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 203 8700 SH SOLE 8700 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 5071 1334388 SH SOLE 1334388 0 0 SPX CORP COM 784635104 8565 129152 SH SOLE 129152 0 0 SRA INTL INC CL A 78464R105 678 32600 SH SOLE 32600 0 0 ST JUDE MED INC COM 790849103 702 17100 SH SOLE 17100 0 0 ST MARY LD & EXPL CO COM 792228108 1302 37404 SH SOLE 37404 0 0 STAGE STORES INC COM NEW 85254C305 12432 807823 SH SOLE 641859 0 0 STANCORP FINL GROUP INC COM 852891100 800 16800 SH SOLE 16800 0 0 STANDARD PAC CORP NEW COM 85375C101 48 20785 SH SOLE 20785 0 0 STANLEY BLACK & DECKER INC COM 854502101 12180 212163 SH SOLE 212163 0 0 STARBUCKS CORP COM 855244109 10022 412934 SH SOLE 412934 0 0 STARLIMS TECHNOLOGIES LTD SHS M8484K109 5139 367879 SH SOLE 367879 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2401 51473 SH SOLE 51473 0 0 STATE STR CORP COM 857477103 1912 42367 SH SOLE 42367 0 0 STEC INC COM 784774101 6189 516594 SH SOLE 421400 0 0 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 494 400000 PRN SOLE 0 0 0 STEELCASE INC CL A 858155203 861 133097 SH SOLE 116597 0 0 STEINER LEISURE LTD ORD P8744Y102 12344 278527 SH SOLE 235965 0 0 STEMCELLS INC COM 85857R105 200 172200 SH SOLE 172200 0 0 STEPAN CO COM 858586100 1369 24500 SH SOLE 15400 0 0 STERICYCLE INC COM 858912108 349 6400 SH SOLE 6400 0 0 STERIS CORP COM 859152100 41385 1229496 SH SOLE 1120476 0 0 STERLING BANCORP COM 859158107 246 24523 SH SOLE 24523 0 0 STERLING BANCSHARES INC COM 858907108 6977 1250371 SH SOLE 982837 0 0 STERLING FINL CORP WASH COM 859319105 494 866707 SH SOLE 732207 0 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 4514 4275000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC CL A 860370105 1085 173529 SH SOLE 100919 0 0 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 607 675000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 390 450000 PRN SOLE 0 0 0 STONE ENERGY CORP COM 861642106 15363 865531 SH SOLE 730204 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 84 19881 SH SOLE 19881 0 0 STRYKER CORP COM 863667101 1081 18888 SH SOLE 18888 0 0 STURM RUGER & CO INC COM 864159108 6541 545516 SH SOLE 418055 0 0 SUN COMMUNITIES INC COM 866674104 1382 54852 SH SOLE 40279 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 6902 723503 SH SOLE 596614 0 0 SUNCOR ENERGY INC NEW COM 867224107 1089 33463 SH SOLE 33463 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 1991 2200000 PRN SOLE 0 0 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 1486 1550000 PRN SOLE 0 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 3173 284087 SH SOLE 224094 0 0 SUNTRUST BKS INC COM 867914103 343 12800 SH SOLE 12800 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 2113 100528 SH SOLE 100528 0 0 SUPERIOR INDS INTL INC COM 868168105 3372 209701 SH SOLE 179937 0 0 SUPERVALU INC COM 868536103 942 56500 SH SOLE 56500 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 2790 284402 SH SOLE 247264 0 0 SVB FINL GROUP COM 78486Q101 1867 40007 SH SOLE 26907 0 0 SWIFT ENERGY CO COM 870738101 2080 67680 SH SOLE 67680 0 0 SWITCH & DATA FACILITIES COM COM 871043105 16259 915495 SH SOLE 915495 0 0 SWS GROUP INC COM 78503N107 1964 170336 SH SOLE 150746 0 0 SYBASE INC COM 871130100 1168 25062 SH SOLE 25062 0 0 SYKES ENTERPRISES INC COM 871237103 1842 80645 SH SOLE 80645 0 0 SYMANTEC CORP COM 871503108 476 28127 SH SOLE 28127 0 0 SYMMETRY MED INC COM 871546206 1969 196094 SH SOLE 150200 0 0 SYNAPTICS INC COM 87157D109 407 14750 SH SOLE 14750 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 498 45578 SH SOLE 45578 0 0 SYNIVERSE HLDGS INC COM 87163F106 8536 438425 SH SOLE 438425 0 0 SYNNEX CORP COM 87162W100 647 21900 SH SOLE 5900 0 0 SYNOPSYS INC COM 871607107 403 18000 SH SOLE 18000 0 0 SYNOVUS FINL CORP COM 87161C105 85 25700 SH SOLE 25700 0 0 SYNTEL INC COM 87162H103 489 12700 SH SOLE 10800 0 0 SYSCO CORP COM 871829107 8316 281914 SH SOLE 281914 0 0 SYSTEMAX INC COM 871851101 1948 89619 SH SOLE 89619 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 423 40309 SH SOLE 40309 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1122 113943 SH SOLE 113943 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 11628 10025000 PRN SOLE 0 0 0 TALBOTS INC COM 874161102 467 915 CALL SOLE 0 0 0 TALEO CORP CL A 87424N104 648 25000 SH SOLE 25000 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 3332 77202 SH SOLE 60586 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 210 7935 SH SOLE 7935 0 0 TARGET CORP COM 87612E106 700 13300 SH SOLE 13300 0 0 TAUBMAN CTRS INC COM 876664103 275 6900 SH SOLE 6900 0 0 TCF FINL CORP COM 872275102 3867 242600 SH SOLE 220922 0 0 TECH DATA CORP COM 878237106 33129 790669 SH SOLE 728678 0 0 TECHNE CORP COM 878377100 2306 36207 SH SOLE 36207 0 0 TECHWELL INC COM 87874D101 10045 537153 SH SOLE 537153 0 0 TECUMSEH PRODS CO CL A 878895200 334 27249 SH SOLE 22092 0 0 TEEKAY TANKERS LTD CL A Y8565N102 1014 80700 SH SOLE 72800 0 0 TEKELEC COM 879101103 5303 291990 SH SOLE 291990 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 2300 55724 SH SOLE 55724 0 0 TELEFLEX INC COM 879369106 3975 62036 SH SOLE 62036 0 0 TELEPHONE & DATA SYS INC COM 879433100 4274 126261 SH SOLE 126261 0 0 TELEPHONE & DATA SYS INC SPL COM 879433860 625 20930 SH SOLE 20930 0 0 TELETECH HOLDINGS INC COM 879939106 3837 224627 SH SOLE 181500 0 0 TELLABS INC COM 879664100 7811 1031787 SH SOLE 1031787 0 0 TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 879690105 7466 387240 SH SOLE 387240 0 0 TEMPUR PEDIC INTL INC COM 88023U101 2413 80000 SH SOLE 80000 0 0 TENNANT CO COM 880345103 414 15100 SH SOLE 15100 0 0 TERADATA CORP DEL COM 88076W103 14958 517761 SH SOLE 517761 0 0 TERADYNE INC COM 880770102 191 17100 SH SOLE 17100 0 0 TERADYNE INC NOTE 4.500% 3/1 880770AE2 2602 1200000 PRN SOLE 0 0 0 TEREX CORP NEW COM 880779103 443 19500 SH SOLE 19500 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 35422 22750000 PRN SOLE 0 0 0 TERRA INDS INC COM 880915103 38411 839396 SH SOLE 839396 0 0 TERREMARK WORLDWIDE INC NOTE 6.625% 6/1 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INC COM 913275103 2001 71326 SH SOLE 56072 0 0 UNIVERSAL AMERICAN CORP COM 913377107 2366 153616 SH SOLE 96063 0 0 UNIVERSAL CORP VA COM 913456109 3084 58522 SH SOLE 51369 0 0 UNIVERSAL ELECTRS INC COM 913483103 424 19000 SH SOLE 16800 0 0 UNIVERSAL FST PRODS INC COM 913543104 7133 185167 SH SOLE 144567 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 768 21719 SH SOLE 16150 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 29468 839772 SH SOLE 839772 0 0 UNIVERSAL TECHNICAL INST INC COM 913915104 317 13900 SH SOLE 13900 0 0 UNUM GROUP COM 91529Y106 32455 1310248 SH SOLE 1310248 0 0 URBAN OUTFITTERS INC COM 917047102 745 19600 SH SOLE 19600 0 0 URS CORP NEW COM 903236107 6948 140060 SH SOLE 140060 0 0 URSTADT BIDDLE PPTYS INS CL A 917286205 838 52996 SH SOLE 39615 0 0 US ECOLOGY INC COM 91732J102 205 12714 SH SOLE 11900 0 0 US GOLD CORPORATION COM PAR $0.10 912023207 1346 498448 SH SOLE 331800 0 0 USA MOBILITY INC COM 90341G103 3480 274688 SH SOLE 214310 0 0 USEC INC COM 90333E108 7488 1297708 SH SOLE 1075747 0 0 V F CORP COM 918204108 1819 22700 SH SOLE 22700 0 0 VAALCO ENERGY INC COM NEW 91851C201 10139 2052515 SH SOLE 1707426 0 0 VAIL RESORTS INC COM 91879Q109 2386 59523 SH SOLE 59523 0 0 VALE S A ADR REPSTG PFD 91912E204 891 32100 SH SOLE 32100 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 1882 43863 SH SOLE 43863 0 0 VALERO ENERGY CORP NEW COM 91913Y100 2625 133256 SH SOLE 133256 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 1069 38848 SH SOLE 38848 0 0 VALLEY NATL BANCORP COM 919794107 2232 145191 SH SOLE 145191 0 0 VALMONT INDS INC COM 920253101 3139 37900 SH SOLE 37900 0 0 VALSPAR CORP COM 920355104 785 26631 SH SOLE 26631 0 0 VALUECLICK INC COM 92046N102 11340 1118359 SH SOLE 1048377 0 0 VARIAN INC COM 922206107 22891 442077 SH SOLE 430735 0 0 VARIAN MED SYS INC COM 92220P105 478 8643 SH SOLE 8643 0 0 VASCO DATA SEC INTL INC COM 92230Y104 1358 164630 SH SOLE 127700 0 0 VCA ANTECH INC COM 918194101 1435 51200 SH SOLE 51200 0 0 VCG HLDG CORP COM 91821K101 342 142589 SH SOLE 142589 0 0 VECTOR GROUP LTD COM 92240M108 271 17533 SH SOLE 13858 0 0 VECTOR GROUP LTD DBCV 5.750% 6/1 92240MAL2 4232 3950000 PRN SOLE 0 0 0 VECTOR GROUP LTD FRNT 11/1 92240MAS7 14518 12583000 PRN SOLE 0 0 0 VEECO INSTRS INC DEL COM 922417100 1418 32600 SH SOLE 32600 0 0 VENOCO INC COM 92275P307 511 39800 SH SOLE 39800 0 0 VENTAS INC COM 92276F100 2550 53700 SH SOLE 53700 0 0 VERENIUM CORP NOTE 9.000% 4/0 92340PAB6 653 900000 PRN SOLE 0 0 0 VERIFONE HLDGS INC COM 92342Y109 614 30400 SH SOLE 30400 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 7115 7875000 PRN SOLE 0 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 17715 571081 SH SOLE 571081 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 797 19501 SH SOLE 19501 0 0 VIACOM INC NEW CL B 92553P201 15347 446383 SH SOLE 446383 0 0 VIAD CORP COM NEW 92552R406 1046 50895 SH SOLE 45600 0 0 VIASAT INC COM 92552V100 640 18500 SH SOLE 18500 0 0 VIRGIN MEDIA INC COM 92769L101 4422 256204 SH SOLE 256204 0 0 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 17230 14000000 PRN SOLE 0 0 0 VIROPHARMA INC COM 928241108 3850 282453 SH SOLE 282453 0 0 VISA INC COM CL A 92826C839 2185 24000 SH SOLE 24000 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 18777 1835452 SH SOLE 1783326 0 0 VISTAPRINT N V SHS N93540107 231 4031 SH SOLE 4031 0 0 VIVUS INC COM 928551100 148 17000 SH SOLE 17000 0 0 VOCUS INC COM 92858J108 256 15000 SH SOLE 15000 0 0 VOLTERRA SEMICONDUCTOR CORP COM 928708106 4064 161903 SH SOLE 130400 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 3670 48485 SH SOLE 48485 0 0 VULCAN MATLS CO COM 929160109 487 10300 SH SOLE 10300 0 0 W & T OFFSHORE INC COM 92922P106 542 64565 SH SOLE 64565 0 0 WABCO HLDGS INC COM 92927K102 2126 71053 SH SOLE 71053 0 0 WABTEC CORP COM 929740108 220 5235 SH SOLE 5235 0 0 WADDELL & REED FINL INC CL A 930059100 829 23005 SH SOLE 23005 0 0 WAL MART STORES INC COM 931142103 29925 538219 SH SOLE 538219 0 0 WALGREEN CO COM 931422109 22180 598003 SH SOLE 598003 0 0 WALTER ENERGY INC COM 93317Q105 13304 144182 SH SOLE 144182 0 0 WALTER INVT MGMT CORP COM 93317W102 978 61130 SH SOLE 50701 0 0 WARNACO GROUP INC COM NEW 934390402 748 15683 SH SOLE 15683 0 0 WARNER CHILCOTT PLC IRELAND SHS A G94368100 973 38100 SH SOLE 38100 0 0 WASHINGTON FED INC COM 938824109 325 16000 SH SOLE 16000 0 0 WASHINGTON POST CO CL B 939640108 1023 2302 SH SOLE 2302 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 4809 157425 SH SOLE 124274 0 0 WASTE CONNECTIONS INC COM 941053100 1790 52707 SH SOLE 52707 0 0 WASTE MGMT INC DEL COM 94106L109 20790 603834 SH SOLE 603834 0 0 WASTE SERVICES INC DEL COM NEW 941075202 14379 1453909 SH SOLE 1453909 0 0 WATERS CORP COM 941848103 3987 59029 SH SOLE 59029 0 0 WATSON PHARMACEUTICALS INC COM 942683103 1136 27200 SH SOLE 27200 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 8577 276138 SH SOLE 259059 0 0 WAUSAU PAPER CORP COM 943315101 1124 131571 SH SOLE 106100 0 0 WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK0 88 17500000 PRN SOLE 0 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 4926 310600 SH SOLE 310600 0 0 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 1136 850000 PRN SOLE 0 0 0 WEBSENSE INC COM 947684106 4685 205767 SH SOLE 195323 0 0 WEBSTER FINL CORP CONN COM 947890109 1368 78225 SH SOLE 78225 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 714 33100 SH SOLE 33100 0 0 WEIS MKTS INC COM 948849104 385 10600 SH SOLE 8608 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 3904 131000 SH SOLE 105800 0 0 WELLPOINT INC COM 94973V107 39726 617054 SH SOLE 617054 0 0 WELLS FARGO & CO NEW COM 949746101 23512 755513 SH SOLE 755513 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 1121 1150 SH SOLE 1150 0 0 WENDYS ARBYS GROUP INC COM 950587105 319 63700 SH SOLE 63700 0 0 WERNER ENTERPRISES INC COM 950755108 6940 299533 SH SOLE 298966 0 0 WESBANCO INC COM 950810101 3603 221596 SH SOLE 195983 0 0 WESCO INTL INC COM 95082P105 20601 593506 SH SOLE 530008 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 538 369000 PRN SOLE 0 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 1018 24276 SH SOLE 24276 0 0 WEST PHARMACEUTICAL SVSC INC SDCV 4.000% 3/1 955306AA3 4001 4500000 PRN SOLE 0 0 0 WESTAMERICA BANCORPORATION COM 957090103 1902 33000 SH SOLE 28600 0 0 WESTERN DIGITAL CORP COM 958102105 30391 779447 SH SOLE 779447 0 0 WESTERN REFNG INC COM 959319104 3135 569957 SH SOLE 450832 0 0 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 14357 17725000 PRN SOLE 0 0 0 WESTERN UN CO COM 959802109 9650 569000 SH SOLE 569000 0 0 WESTLAKE CHEM CORP COM 960413102 882 34200 SH SOLE 34200 0 0 WET SEAL INC CL A 961840105 864 181600 SH SOLE 137100 0 0 WEYERHAEUSER CO COM 962166104 453 10000 SH SOLE 10000 0 0 WGL HLDGS INC COM 92924F106 3321 95855 SH SOLE 78537 0 0 WHIRLPOOL CORP COM 963320106 925 10600 SH SOLE 10600 0 0 WHITE ELECTR DESIGNS CORP COM 963801105 815 116409 SH SOLE 116409 0 0 WHITING PETE CORP NEW COM 966387102 396 4900 SH SOLE 4900 0 0 WHITING PETE CORP NEW PERP PFD CONV 966387201 3826 19300 SH SOLE 19300 0 0 WHITNEY HLDG CORP COM 966612103 224 16254 SH SOLE 16254 0 0 WHOLE FOODS MKT INC COM 966837106 474 13100 SH SOLE 13100 0 0 WILLBROS GROUP INC NOTE 2.750% 3/1 969199AC2 19669 20114000 PRN SOLE 0 0 0 WILLBROS GROUP INC DEL COM 969203108 8254 687283 SH SOLE 520700 0 0 WILLIAMS CLAYTON ENERGY INC COM 969490101 2144 61300 SH SOLE 53066 0 0 WILLIAMS COS INC DEL COM 969457100 15618 676083 SH SOLE 676083 0 0 WILLIAMS PARTNERS L P COM UNIT L P 96950F104 246 6120 SH SOLE 6120 0 0 WILLIAMS PIPELINE PARTNERS L COM UNIT LP IN 96950K103 203 6700 SH SOLE 6700 0 0 WILLIAMS SONOMA INC COM 969904101 9040 343852 SH SOLE 343852 0 0 WINDSTREAM CORP COM 97381W104 3116 286091 SH SOLE 286091 0 0 WINN DIXIE STORES INC COM NEW 974280307 6859 549185 SH SOLE 442211 0 0 WINTRUST FINANCIAL CORP COM 97650W108 3541 95166 SH SOLE 70000 0 0 WMS INDS INC COM 929297109 2055 49000 SH SOLE 49000 0 0 WOLVERINE WORLD WIDE INC COM 978097103 1582 54247 SH SOLE 54247 0 0 WORLD ACCEP CORP DEL COM 981419104 1900 52658 SH SOLE 41700 0 0 WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB4 143 150000 PRN SOLE 0 0 0 WORLD FUEL SVCS CORP COM 981475106 2311 86764 SH SOLE 86764 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 904 52269 SH SOLE 51527 0 0 WORTHINGTON INDS INC COM 981811102 17680 1022561 SH SOLE 943545 0 0 WRIGHT EXPRESS CORP COM 98233Q105 4360 144738 SH SOLE 114500 0 0 WRIGHT MED GROUP INC COM 98235T107 2250 126600 SH SOLE 126600 0 0 WRIGHT MED GROUP INC NOTE 2.625%12/0 98235TAA5 956 1075000 PRN SOLE 0 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 21601 839535 SH SOLE 839535 0 0 WYNDHAM WORLDWIDE CORP NOTE 3.500% 5/0 98310WAC2 16617 8107000 PRN SOLE 0 0 0 WYNN RESORTS LTD COM 983134107 311 4100 SH SOLE 4100 0 0 XEROX CORP COM 984121103 5168 530051 SH SOLE 530051 0 0 XILINX INC COM 983919101 1550 60800 SH SOLE 60800 0 0 XTO ENERGY INC COM 98385X106 25301 536268 SH SOLE 536268 0 0 YAHOO INC COM 984332106 2076 125582 SH SOLE 125582 0 0 YOUBET COM INC COM 987413101 9050 3078351 SH SOLE 3078351 0 0 YRC WORLDWIDE INC COM 984249102 895 1645481 SH SOLE 1511842 0 0 YUM BRANDS INC COM 988498101 782 20400 SH SOLE 20400 0 0 ZALE CORP NEW COM 988858106 1001 365319 SH SOLE 269982 0 0 ZAREBA SYSTEMS INC COM 989131107 1200 133578 SH SOLE 133578 0 0 ZENITH NATL INS CORP COM 989390109 9271 241927 SH SOLE 231127 0 0 ZIMMER HLDGS INC COM 98956P102 2841 47989 SH SOLE 47989 0 0 ZIONS BANCORPORATION COM 989701107 838 38400 SH SOLE 38400 0 0 ZORAN CORP COM 98975F101 7486 695692 SH SOLE 574275 0 0
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