-----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, UE0vhDU98DnSpwrQ2byEUeRIUIS3q+F8vo6O1coOkalK2YAC9qkC+2lGulOaZtDa sae5ycBl+Ti81TWBBBf5ng== 0001085146-10-000731.txt : 20100816 0001085146-10-000731.hdr.sgml : 20100816 20100816111053 ACCESSION NUMBER: 0001085146-10-000731 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100816 DATE AS OF CHANGE: 20100816 EFFECTIVENESS DATE: 20100816 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10120 FILM NUMBER: 101017802 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/A 1 aqr2q10a1.txt AQR CAPITAL MANAGEMENT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2010 Check here if Amendment [ X]; Amendment Number: 1 This Amendment (Check only one.): [ ] is a restatement. [ X] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: AQR Capital Management, LLC Address: Two Greenwich Plaza, 3rd Floor Greenwich, CT 06830 13F File Number: 28-10120 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Clifford S. Asness Title: Managing Member Phone: 203-742-3600 Signature, Place, and Date of Signing: /s/ Clifford S. Asness Greenwich, CT August 11, 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: 2008 Form 13F Information Table Value Total: $9,099,677 (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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 1382 17500 SH SOLE 17500 0 0 8X8 INC NEW COM 282914100 16 12400 SH SOLE 0 0 0 99 CENTS ONLY STORES COM 65440K106 9044 611100 SH SOLE 611100 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 1013 136673 SH SOLE 109073 0 0 AAR CORP COM 000361105 6430 384100 SH SOLE 314500 0 0 AARONS INC COM 002535201 5170 302850 SH SOLE 302850 0 0 ABBOTT LABS COM 002824100 11839 253086 SH SOLE 253086 0 0 ABRAXAS PETE CORP COM 003830106 43 15200 SH SOLE 0 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 1560 92720 SH SOLE 65132 0 0 ACCELRYS INC COM 00430U103 3557 551471 SH SOLE 551471 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 11374 294287 SH SOLE 294287 0 0 ACCO BRANDS CORP COM 00081T108 74 14900 SH SOLE 1200 0 0 ACE LTD SHS H0023R105 18298 355432 SH SOLE 355432 0 0 ACI WORLDWIDE INC COM 004498101 533 27373 SH SOLE 21500 0 0 ACME PACKET INC COM 004764106 836 31100 SH SOLE 900 0 0 ACORDA THERAPEUTICS INC COM 00484M106 2467 79300 SH SOLE 6900 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1730 164900 SH SOLE 164900 0 0 ACTUANT CORP CL A NEW 00508X203 4356 231310 SH SOLE 217910 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 529 500000 PRN SOLE 0 0 0 ACXIOM CORP COM 005125109 13705 932926 SH SOLE 787309 0 0 ADCARE HEALTH SYSTEMS INC COM NEW 00650W300 248 80000 SH SOLE 80000 0 0 ADMINISTAFF INC COM 007094105 1122 46461 SH SOLE 30561 0 0 ADOBE SYS INC COM 00724F101 3185 120500 SH SOLE 120500 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 164 39700 SH SOLE 25300 0 0 ADVANCED ENERGY INDS COM 007973100 251 20400 SH SOLE 17700 0 0 ADVENT SOFTWARE INC COM 007974108 451 9600 SH SOLE 200 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2781 120600 SH SOLE 120600 0 0 AERCAP HOLDINGS NV SHS N00985106 3844 370322 SH SOLE 370322 0 0 AEROPOSTALE COM 007865108 14825 517624 SH SOLE 517624 0 0 AES CORP COM 00130H105 5170 559517 SH SOLE 559517 0 0 AETNA INC NEW COM 00817Y108 4599 174350 SH SOLE 174350 0 0 AFFORDABLE RESIDENTIAL CMNTY NOTE 7.500% 8/1 00828UAB9 1036 998000 PRN SOLE 0 0 0 AFFYMETRIX INC COM 00826T108 2829 479551 SH SOLE 224471 0 0 AFLAC INC COM 001055102 3503 82100 SH SOLE 82100 0 0 AGCO CORP COM 001084102 752 27867 SH SOLE 27867 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 301 10600 SH SOLE 10600 0 0 AGL RES INC COM 001204106 1570 43819 SH SOLE 43819 0 0 AGREE REALTY CORP COM 008492100 513 22015 SH SOLE 16823 0 0 AIR METHODS CORP COM PAR $.06 009128307 3540 119006 SH SOLE 42205 0 0 AIR PRODS & CHEMS INC COM 009158106 311 4800 SH SOLE 4800 0 0 AIR TRANSPORT SERVICES GRP I COM 00922R105 410 86200 SH SOLE 48700 0 0 AIRCASTLE LTD COM G0129K104 4661 593800 SH SOLE 427700 0 0 AIRGAS INC COM 009363102 3875 62300 SH SOLE 62300 0 0 AK STL HLDG CORP COM 001547108 2224 186597 SH SOLE 186597 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 1372 33815 SH SOLE 33815 0 0 AKORN INC COM 009728106 56 18800 SH SOLE 1500 0 0 ALASKA AIR GROUP INC COM 011659109 19577 435536 SH SOLE 394295 0 0 ALBANY MOLECULAR RESH INC COM 012423109 1531 296073 SH SOLE 197588 0 0 ALBEMARLE CORP COM 012653101 556 14000 SH SOLE 14000 0 0 ALBERTO CULVER CO NEW COM 013078100 12443 459327 SH SOLE 459327 0 0 ALCOA INC COM 013817101 963 95700 SH SOLE 95700 0 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 10878 6400000 PRN SOLE 0 0 0 ALEXANDERS INC COM 014752109 1022 3375 SH SOLE 1779 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 982 15500 SH SOLE 15500 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 786 15359 SH SOLE 15359 0 0 ALIGN TECHNOLOGY INC COM 016255101 565 38000 SH SOLE 500 0 0 ALKERMES INC COM 01642T108 2270 182364 SH SOLE 182364 0 0 ALLEGHENY ENERGY INC COM 017361106 27969 1352478 SH SOLE 1352478 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 230 5200 SH SOLE 5200 0 0 ALLEGIANT TRAVEL CO COM 01748X102 1840 43098 SH SOLE 42098 0 0 ALLERGAN INC COM 018490102 235 4036 SH SOLE 4036 0 0 ALLETE INC COM NEW 018522300 267 7800 SH SOLE 7800 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1119 18800 SH SOLE 18800 0 0 ALLIANCE HEALTHCARE SRVCS IN COM NEW 018606202 77 19100 SH SOLE 19100 0 0 ALLIANT ENERGY CORP COM 018802108 3232 101840 SH SOLE 101840 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 1257 20259 SH SOLE 20259 0 0 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 1712 1800000 PRN SOLE 0 0 0 ALLIED DEFENSE GROUP INC COM 019118108 2192 579790 SH SOLE 579790 0 0 ALLIED NEVADA GOLD CORP COM 019344100 1730 87909 SH SOLE 35400 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 1334 29400 SH SOLE 29400 0 0 ALLOS THERAPEUTICS INC COM 019777101 153 25000 SH SOLE 0 0 0 ALLOY INC NEW COM 019855303 7582 808268 SH SOLE 808268 0 0 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 8676 538863 SH SOLE 538863 0 0 ALLSTATE CORP COM 020002101 2721 94711 SH SOLE 94711 0 0 ALON USA ENERGY INC COM 020520102 810 127434 SH SOLE 115600 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 627 18500 SH SOLE 18500 0 0 ALPHATEC HOLDINGS INC COM 02081G102 94 20300 SH SOLE 1500 0 0 ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 11650 620357 SH SOLE 438888 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1186 47933 SH SOLE 47933 0 0 ALTRIA GROUP INC COM 02209S103 15727 784789 SH SOLE 784789 0 0 AMAZON COM INC COM 023135106 967 8852 SH SOLE 8852 0 0 AMB PROPERTY CORP COM 00163T109 1011 42651 SH SOLE 42651 0 0 AMDOCS LTD ORD G02602103 446 16600 SH SOLE 16600 0 0 AMEDISYS INC COM 023436108 3584 81500 SH SOLE 68000 0 0 AMEREN CORP COM 023608102 280 11800 SH SOLE 11800 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 893 18800 SH SOLE 18800 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 112 15300 SH SOLE 1400 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 4152 152151 SH SOLE 109651 0 0 AMERICAN CAP LTD COM 02503Y103 12095 2509262 SH SOLE 2215662 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 3375 127760 SH SOLE 87851 0 0 AMERICAN COMMERCIAL LINES COM PAR $0.01 025195405 1855 82400 SH SOLE 73741 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 794 67546 SH SOLE 67546 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 1221 118300 SH SOLE 101900 0 0 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 12825 12602000 PRN SOLE 0 0 0 AMERICAN EXPRESS CO COM 025816109 2099 52868 SH SOLE 52868 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 20042 733614 SH SOLE 733614 0 0 AMERICAN GREETINGS CORP CL A 026375105 4218 224852 SH SOLE 148452 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 7804 147613 SH SOLE 108051 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 4040 182622 SH SOLE 165622 0 0 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 83 68000 PRN SOLE 0 0 0 AMERICAN MED SYS HLDGS INC NOTE 4.000% 9/1 02744MAB4 570 432000 PRN SOLE 0 0 0 AMERICAN OIL & GAS INC NEW COM 028723104 327 52000 SH SOLE 1200 0 0 AMERICAN PHYSICIANS CAPITAL COM 028884104 4937 160023 SH SOLE 106851 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 1682 38480 SH SOLE 38480 0 0 AMERICAN RAILCAR INDS INC COM 02916P103 129 10676 SH SOLE 400 0 0 AMERICAN REPROGRAPHICS CO COM 029263100 945 108200 SH SOLE 98300 0 0 AMERICAN SCIENCE & ENGR INC COM 029429107 373 4900 SH SOLE 0 0 0 AMERICREDIT CORP COM 03060R101 696 38200 SH SOLE 38200 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 3554 3825000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 12174 14100000 PRN SOLE 0 0 0 AMERIGROUP CORP COM 03073T102 1422 43778 SH SOLE 43778 0 0 AMERIPRISE FINL INC COM 03076C106 14711 407174 SH SOLE 407174 0 0 AMERISOURCEBERGEN CORP COM 03073E105 20823 655832 SH SOLE 655832 0 0 AMERISTAR CASINOS INC COM 03070Q101 2779 184545 SH SOLE 125100 0 0 AMERON INTL INC COM 030710107 471 7800 SH SOLE 6400 0 0 AMETEK INC NEW COM 031100100 221 5500 SH SOLE 5500 0 0 AMGEN INC COM 031162100 40953 778565 SH SOLE 778565 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 11067 11500000 PRN SOLE 0 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 8226 1099727 SH SOLE 753425 0 0 AMR CORP NOTE 6.250%10/1 001765BC9 6028 6300000 PRN SOLE 0 0 0 AMREP CORP NEW COM 032159105 148 11748 SH SOLE 11748 0 0 AMSURG CORP COM 03232P405 2343 131500 SH SOLE 116600 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 5828 484039 SH SOLE 326341 0 0 ANADARKO PETE CORP COM 032511107 609 16874 SH SOLE 16874 0 0 ANALOG DEVICES INC COM 032654105 4992 179167 SH SOLE 179167 0 0 ANDERSONS INC COM 034164103 13622 417979 SH SOLE 290659 0 0 ANIXTER INTL INC COM 035290105 3374 79200 SH SOLE 62200 0 0 ANNALY CAP MGMT INC COM 035710409 3234 188593 SH SOLE 188593 0 0 ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 13378 13100000 PRN SOLE 0 0 0 ANNTAYLOR STORES CORP COM 036115103 403 24800 SH SOLE 1500 0 0 ANSYS INC COM 03662Q105 560 13800 SH SOLE 13800 0 0 ANTARES PHARMA INC COM 036642106 31 17400 SH SOLE 2000 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 2350 330109 SH SOLE 235649 0 0 AOL INC COM 00184X105 1945 93545 SH SOLE 93545 0 0 APAC CUSTOMER SERVICES INC COM 00185E106 3139 550639 SH SOLE 200721 0 0 APACHE CORP COM 037411105 6063 72014 SH SOLE 72014 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 387 19956 SH SOLE 19956 0 0 APOGEE ENTERPRISES INC COM 037598109 9561 882858 SH SOLE 620004 0 0 APOLLO GROUP INC CL A 037604105 10330 243220 SH SOLE 243220 0 0 APOLLO INVT CORP COM 03761U106 3357 359802 SH SOLE 280492 0 0 APPLE INC COM 037833100 35234 140079 SH SOLE 140079 0 0 APPLIED ENERGETICS INC COM 03819M106 23 22100 SH SOLE 2000 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 3102 122513 SH SOLE 89913 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 3026 288710 SH SOLE 68000 0 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 20847 17900000 PRN SOLE 0 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 4437 165816 SH SOLE 165816 0 0 ARCH CAP GROUP LTD ORD G0450A105 1095 14700 SH SOLE 14700 0 0 ARCH CHEMICALS INC COM 03937R102 363 11800 SH SOLE 11800 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 3535 136898 SH SOLE 136898 0 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 829 875000 PRN SOLE 0 0 0 ARENA RESOURCES INC COM 040049108 9984 312981 SH SOLE 299381 0 0 ARES CAP CORP COM 04010L103 5332 425517 SH SOLE 425517 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 9998 326825 SH SOLE 234284 0 0 ARGON ST INC COM 040149106 3119 90945 SH SOLE 90945 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 75 26600 SH SOLE 2500 0 0 ARIBA INC COM NEW 04033V203 274 17200 SH SOLE 1400 0 0 ARKANSAS BEST CORP DEL COM 040790107 1621 78123 SH SOLE 78123 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 19135 634030 SH SOLE 552629 0 0 ARRIS GROUP INC COM 04269Q100 23247 2281384 SH SOLE 1942469 0 0 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 4300 4550000 PRN SOLE 0 0 0 ARROW ELECTRS INC COM 042735100 13362 597846 SH SOLE 597846 0 0 ARROWHEAD RESH CORP COM 042797100 14 12600 SH SOLE 2300 0 0 ARTHROCARE CORP COM 043136100 254 8300 SH SOLE 3200 0 0 ARTIO GLOBAL INVS INC COM CL A 04315B107 1877 119253 SH SOLE 119253 0 0 ARUBA NETWORKS INC COM 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SH SOLE 92638 0 0 ATLAS PIPELINE HOLDINGS LP COM UNITS LP 04939R108 116 29100 SH SOLE 29100 0 0 ATMEL CORP COM 049513104 4947 1030523 SH SOLE 1030523 0 0 ATMOS ENERGY CORP COM 049560105 759 28056 SH SOLE 28056 0 0 ATP OIL & GAS CORP COM 00208J108 263 24800 SH SOLE 13600 0 0 ATS MED INC COM 002083103 8397 2115113 SH SOLE 2115113 0 0 ATWOOD OCEANICS INC COM 050095108 814 31900 SH SOLE 31900 0 0 AUTOCHINA INTERNATIONAL LIMI SHS G06750106 2280 84571 SH SOLE 84571 0 0 AUTODESK INC COM 052769106 1323 54299 SH SOLE 54299 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 1567 38925 SH SOLE 38925 0 0 AUTOZONE INC COM 053332102 670 3466 SH SOLE 3466 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 870 37000 SH SOLE 30300 0 0 AVALONBAY CMNTYS INC COM 053484101 2274 24359 SH SOLE 24359 0 0 AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 11343 11450000 PRN SOLE 0 0 0 AVIAT NETWORKS INC COM 05366Y102 2436 671112 SH SOLE 632712 0 0 AVIS BUDGET GROUP COM 053774105 3745 381337 SH SOLE 123428 0 0 AVISTA CORP COM 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RAD LABS INC CL A 090572207 2978 34436 SH SOLE 34436 0 0 BIOCRYST PHARMACEUTICALS COM 09058V103 62 10502 SH SOLE 1002 0 0 BIOGEN IDEC INC COM 09062X103 10641 224252 SH SOLE 224252 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 2.500% 3/2 09061GAC5 6285 5000000 PRN SOLE 0 0 0 BIOMED REALTY TRUST INC COM 09063H107 4928 306306 SH SOLE 223029 0 0 BIOSPHERE MEDICAL INC COM 09066V103 2171 502485 SH SOLE 502485 0 0 BIOVAIL CORP COM 09067J109 9376 487307 SH SOLE 487307 0 0 BJS WHOLESALE CLUB INC COM 05548J106 3124 84397 SH SOLE 84397 0 0 BLACK BOX CORP DEL COM 091826107 2482 88984 SH SOLE 69569 0 0 BLACK HILLS CORP COM 092113109 330 11600 SH SOLE 6300 0 0 BLACKBAUD INC COM 09227Q100 790 36300 SH SOLE 500 0 0 BLACKROCK INC COM 09247X101 889 6200 SH SOLE 6200 0 0 BLACKROCK KELSO CAPITAL CORP COM 092533108 3192 323444 SH SOLE 294944 0 0 BLOCK H & R INC COM 093671105 7213 459736 SH SOLE 459736 0 0 BLOCKBUSTER INC CL B 093679207 578 2310878 SH SOLE 2310878 0 0 BLOUNT INTL INC NEW COM 095180105 1582 154000 SH 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287189 SH SOLE 287189 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 154 14300 SH SOLE 14300 0 0 BRE PROPERTIES INC CL A 05564E106 436 11800 SH SOLE 11800 0 0 BRIDGEPOINT ED INC COM 10807M105 435 27500 SH SOLE 4700 0 0 BRIGGS & STRATTON CORP COM 109043109 8030 471781 SH SOLE 425103 0 0 BRIGHAM EXPLORATION CO COM 109178103 518 33700 SH SOLE 1500 0 0 BRINKER INTL INC COM 109641100 13567 938274 SH SOLE 794074 0 0 BRINKS CO COM 109696104 8093 425285 SH SOLE 390307 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 10185 408397 SH SOLE 408397 0 0 BRISTOW GROUP INC COM 110394103 365 12400 SH SOLE 12400 0 0 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 1220 1500000 PRN SOLE 0 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 22691 1191139 SH SOLE 1191139 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 2292 444260 SH SOLE 444260 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 1317 148300 SH SOLE 105100 0 0 BROOKS AUTOMATION INC COM 114340102 136 17600 SH SOLE 2900 0 0 BROWN FORMAN CORP CL B 115637209 2256 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12811R104 267 28800 SH SOLE 0 0 0 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 5260 347183 SH SOLE 153732 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 214 6000 SH SOLE 0 0 0 CALLAWAY GOLF CO COM 131193104 98 16300 SH SOLE 2900 0 0 CALPINE CORP COM NEW 131347304 1374 108057 SH SOLE 108057 0 0 CAMAC ENERGY INC COM 131745101 123 32900 SH SOLE 2500 0 0 CAMDEN PPTY TR SH BEN INT 133131102 2692 65900 SH SOLE 65900 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 1859 57169 SH SOLE 57169 0 0 CAMPBELL SOUP CO COM 134429109 570 15900 SH SOLE 15900 0 0 CANTEL MEDICAL CORP COM 138098108 608 36400 SH SOLE 500 0 0 CAPELLA EDUCATION COMPANY COM 139594105 1188 14600 SH SOLE 4200 0 0 CAPITAL GOLD CORP COM NEW 14018Y205 43 10700 SH SOLE 1300 0 0 CAPITAL ONE FINL CORP COM 14040H105 214 5300 SH SOLE 5300 0 0 CAPITALSOURCE INC COM 14055X102 11508 2417722 SH SOLE 2417722 0 0 CAPITALSOURCE INC SDCV 4.000% 7/1 14055XAE2 1335 1400000 PRN SOLE 0 0 0 CAPLEASE INC COM 140288101 477 103454 SH SOLE 65882 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 2266 204871 SH SOLE 148459 0 0 CARBO CERAMICS INC COM 140781105 1997 27667 SH SOLE 18667 0 0 CARDINAL HEALTH INC COM 14149Y108 30689 913088 SH SOLE 913088 0 0 CARE INVESTMENT TRUST INC COM 141657106 9939 1145015 SH SOLE 1145015 0 0 CAREER EDUCATION CORP COM 141665109 16384 711745 SH SOLE 681193 0 0 CARLISLE COS INC COM 142339100 5568 154117 SH SOLE 154117 0 0 CARMAX INC COM 143130102 6372 320200 SH SOLE 320200 0 0 CARNIVAL CORP PAIRED CTF 143658300 6674 220710 SH SOLE 220710 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 11977 364820 SH SOLE 344520 0 0 CARTER INC COM 146229109 4917 187323 SH SOLE 167996 0 0 CASCADE CORP COM 147195101 1369 38457 SH SOLE 19200 0 0 CASCAL N V COM N1842P109 3732 556985 SH SOLE 556985 0 0 CASEYS GEN STORES INC COM 147528103 8288 237474 SH SOLE 230774 0 0 CASH AMER INTL INC COM 14754D100 1151 33600 SH SOLE 25800 0 0 CASTLE A M & CO COM 148411101 761 54800 SH SOLE 48200 0 0 CASUAL MALE RETAIL GRP INC COM NEW 148711302 39 11400 SH SOLE 1100 0 0 CATALYST HEALTH SOLUTIONS IN COM 14888B103 2812 81500 SH SOLE 65600 0 0 CATERPILLAR INC DEL COM 149123101 517 8600 SH SOLE 8600 0 0 CATHAY GENERAL BANCORP COM 149150104 1689 163500 SH SOLE 151500 0 0 CATO CORP NEW CL A 149205106 5198 236039 SH SOLE 115540 0 0 CAVIUM NETWORKS INC COM 14965A101 223 8500 SH SOLE 800 0 0 CBIZ INC NOTE 3.125% 6/0 124805AB8 290 300000 PRN SOLE 0 0 0 CBL & ASSOC PPTYS INC COM 124830100 5234 420751 SH SOLE 305345 0 0 CBOE HLDGS INC COM 12503M108 501 15400 SH SOLE 15400 0 0 CBS CORP NEW CL B 124857202 810 62667 SH SOLE 62667 0 0 CEDAR SHOPPING CTRS INC COM NEW 150602209 578 96032 SH SOLE 65355 0 0 CELANESE CORP DEL COM SER A 150870103 11019 442347 SH SOLE 442347 0 0 CELLDEX THERAPEUTICS INC NEW COM 15117B103 126 27636 SH SOLE 27636 0 0 CELSIUS HOLDINGS INC *W EXP 99/99/999 15118V116 88 90000 SH SOLE 90000 0 0 CELSIUS HOLDINGS INC COM NEW 15118V207 653 359010 SH SOLE 359010 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 231 23920 SH SOLE 23920 0 0 CENOVUS ENERGY INC COM 15135U109 1379 53461 SH SOLE 53461 0 0 CENTENE CORP DEL COM 15135B101 3216 149563 SH SOLE 149563 0 0 CENTERPOINT ENERGY INC COM 15189T107 1450 110182 SH SOLE 110182 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 468 21900 SH SOLE 21900 0 0 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 4564 5500000 PRN SOLE 0 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 5351 596500 SH SOLE 499030 0 0 CENTRAL JERSEY BANCORP NJ COM 153770102 4347 613981 SH SOLE 613981 0 0 CENTRAL PAC FINL CORP COM 154760102 732 488156 SH SOLE 394012 0 0 CENTURY ALUM CO COM 156431108 520 58900 SH SOLE 39400 0 0 CENVEO INC COM 15670S105 533 97282 SH SOLE 84982 0 0 CEPHALON INC COM 156708109 2168 38200 SH SOLE 38200 0 0 CEPHEID COM 15670R107 247 15400 SH SOLE 1100 0 0 CERADYNE INC COM 156710105 19983 935112 SH SOLE 798727 0 0 CEREPLAST INC COM NEW 156732307 292 89000 SH SOLE 89000 0 0 CERNER CORP COM 156782104 281 3700 SH SOLE 3700 0 0 CF INDS HLDGS INC COM 125269100 3298 51984 SH SOLE 51984 0 0 CH ENERGY GROUP INC COM 12541M102 969 24700 SH SOLE 17700 0 0 CHARLES RIV LABS INTL INC COM 159864107 543 15878 SH SOLE 15878 0 0 CHARLES RIVER ASSOCIATES DBCV 2.875% 6/1 159852AB8 24280 24650000 PRN SOLE 0 0 0 CHARMING SHOPPES INC COM 161133103 456 121626 SH SOLE 121626 0 0 CHART INDS INC COM PAR $0.01 16115Q308 3590 230408 SH SOLE 122754 0 0 CHECKPOINT SYS INC COM 162825103 1333 76767 SH SOLE 13600 0 0 CHEESECAKE FACTORY INC COM 163072101 2480 111427 SH SOLE 50282 0 0 CHEMED CORP NEW COM 16359R103 23091 422600 SH SOLE 334893 0 0 CHEMICAL FINL CORP COM 163731102 2364 108551 SH SOLE 81920 0 0 CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 259 15200 SH SOLE 15200 0 0 CHESAPEAKE ENERGY CORP COM 165167107 714 34100 SH SOLE 34100 0 0 CHEVRON CORP NEW COM 166764100 51837 763882 SH SOLE 763882 0 0 CHICOS FAS INC COM 168615102 253 25608 SH SOLE 8308 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 2955 67134 SH SOLE 55592 0 0 CHIMERA INVT CORP COM 16934Q109 4245 1175911 SH SOLE 1175911 0 0 CHINA HYDROELECTRIC CORP SPONSORED ADR 16949D101 252 33500 SH SOLE 33500 0 0 CHINA HYDROELECTRIC CORPORAT *W EXP 01/25/201 G2112E145 23 33500 SH SOLE 33500 0 0 CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 3755 4750000 PRN SOLE 0 0 0 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 3483 5250000 PRN SOLE 0 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 420 8500 SH SOLE 8500 0 0 CHINA NEW BORUN CORP ADR 16890T105 65 11088 SH SOLE 11088 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 354 4400 SH SOLE 4400 0 0 CHIQUITA BRANDS INTL INC COM 170032809 13460 1107801 SH SOLE 996439 0 0 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 1292 1500000 PRN SOLE 0 0 0 CHOICE HOTELS INTL INC COM 169905106 947 31333 SH SOLE 31333 0 0 CHRISTOPHER & BANKS CORP COM 171046105 72 11700 SH SOLE 200 0 0 CHUBB CORP COM 171232101 6429 128553 SH SOLE 128553 0 0 CHURCHILL DOWNS INC COM 171484108 2436 74255 SH SOLE 74255 0 0 CIENA CORP COM NEW 171779309 281 22200 SH SOLE 2700 0 0 CIGNA CORP COM 125509109 3565 114780 SH SOLE 114780 0 0 CIMAREX ENERGY CO COM 171798101 34430 481000 SH SOLE 481000 0 0 CINCINNATI BELL INC NEW COM 171871106 302 100194 SH SOLE 69600 0 0 CINTAS CORP COM 172908105 8291 345910 SH SOLE 345910 0 0 CIRRUS LOGIC INC COM 172755100 1821 115200 SH SOLE 50200 0 0 CISCO SYS INC COM 17275R102 12050 565470 SH SOLE 565470 0 0 CITI TRENDS INC COM 17306X102 1159 35200 SH SOLE 12500 0 0 CITIGROUP INC COM 172967101 11996 3190371 SH SOLE 3190371 0 0 CITIGROUP INC UNIT 99/99/9999 172967416 1016 9000 SH SOLE 9000 0 0 CITIZENS REPUBLIC BANCORP IN COM 174420109 5639 6634700 SH SOLE 4872436 0 0 CITY HLDG CO COM 177835105 6300 225979 SH SOLE 179326 0 0 CITY NATL CORP COM 178566105 1183 23100 SH SOLE 23100 0 0 CKE RESTAURANTS INC COM 12561E105 21164 1689084 SH SOLE 1629000 0 0 CLARCOR INC COM 179895107 2490 70094 SH SOLE 70094 0 0 CLEAN ENERGY FUELS CORP COM 184499101 477 31900 SH SOLE 1100 0 0 CLEAN HARBORS INC COM 184496107 1447 21791 SH SOLE 18091 0 0 CLEARWATER PAPER CORP COM 18538R103 1791 32700 SH SOLE 19900 0 0 CLEARWIRE CORP NEW CL A 18538Q105 2008 275835 SH SOLE 275835 0 0 CLECO CORP NEW COM 12561W105 1399 52978 SH SOLE 52978 0 0 CLINICAL DATA INC NEW COM 18725U109 343 27568 SH SOLE 22068 0 0 CLOUD PEAK ENERGY INC COM 18911Q102 695 52400 SH SOLE 37000 0 0 CME GROUP INC COM 12572Q105 6419 22800 SH SOLE 22800 0 0 CMS ENERGY CORP COM 125896100 1509 103026 SH SOLE 103026 0 0 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 581 500000 PRN SOLE 0 0 0 CMS ENERGY CORP NOTE 3.375% 7/1 125896AY6 2644 1750000 PRN SOLE 0 0 0 CNA FINL CORP COM 126117100 7826 306181 SH SOLE 306181 0 0 CNH GLOBAL N V SHS NEW N20935206 222 9800 SH SOLE 9800 0 0 CNO FINL GROUP INC COM 12621E103 5570 1125175 SH SOLE 704275 0 0 CNOOC LTD SPONSORED ADR 126132109 221 1300 SH SOLE 1300 0 0 COACH INC COM 189754104 8074 220907 SH SOLE 220907 0 0 COCA COLA CO COM 191216100 18824 375573 SH SOLE 375573 0 0 COCA COLA ENTERPRISES INC COM 191219104 3499 135288 SH SOLE 135288 0 0 COCA COLA FEMSA S A B 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COM 204166102 979 43500 SH SOLE 12300 0 0 COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 348 5000 SH SOLE 5000 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 364 3600 SH SOLE 3600 0 0 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 203 4700 SH SOLE 4700 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 12225 854869 SH SOLE 820569 0 0 COMPUCREDIT HLDGS CORP COM 20478T107 694 175338 SH SOLE 165638 0 0 COMPUCREDIT HLDGS CORP NOTE 3.625% 5/3 20478NAB6 2460 4000000 PRN SOLE 0 0 0 COMPUTER SCIENCES CORP COM 205363104 21713 479838 SH SOLE 479838 0 0 COMPUWARE CORP COM 205638109 19224 2409055 SH SOLE 2142843 0 0 COMSTOCK RES INC COM NEW 205768203 2190 79000 SH SOLE 79000 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 1834 61288 SH SOLE 61288 0 0 CONAGRA FOODS INC COM 205887102 15707 673547 SH SOLE 673547 0 0 CONCHO RES INC COM 20605P101 2132 38540 SH SOLE 38540 0 0 CONEXANT SYSTEMS INC COM NEW 207142308 45 20200 SH SOLE 1200 0 0 CONMED CORP COM 207410101 830 44556 SH SOLE 44556 0 0 CONOCOPHILLIPS COM 20825C104 45945 935925 SH SOLE 935925 0 0 CONSOL ENERGY INC COM 20854P109 1266 37500 SH SOLE 37500 0 0 CONSOLIDATED EDISON INC COM 209115104 1541 35764 SH SOLE 35764 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 679 15700 SH SOLE 5600 0 0 CONSTELLATION BRANDS INC CL A 21036P108 6337 405700 SH SOLE 405700 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 5382 120268 SH SOLE 112668 0 0 CONTINENTAL RESOURCES INC COM 212015101 1158 25943 SH SOLE 25943 0 0 CONTINUCARE CORP COM 212172100 43 12800 SH SOLE 1400 0 0 CONVERGYS CORP COM 212485106 17028 1735827 SH SOLE 1485704 0 0 CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 1635 1500000 PRN SOLE 0 0 0 CON-WAY INC COM 205944101 8100 269810 SH SOLE 269810 0 0 COOPER COS INC COM NEW 216648402 732 18400 SH SOLE 18400 0 0 COOPER TIRE & RUBR CO COM 216831107 1830 93865 SH SOLE 16465 0 0 COPANO ENERGY L L C COM UNITS 217202100 225 8200 SH SOLE 8200 0 0 COPART INC COM 217204106 394 11000 SH SOLE 11000 0 0 CORELOGIC INC COM 21871D103 3091 175050 SH SOLE 175050 0 0 CORINTHIAN COLLEGES INC COM 218868107 9556 970200 SH SOLE 855000 0 0 CORMEDIX INC *W EXP 03/24/201 21900C118 49 107300 SH SOLE 107300 0 0 CORMEDIX INC COM 21900C100 472 214600 SH SOLE 214600 0 0 CORN PRODS INTL INC COM 219023108 7070 233336 SH SOLE 233336 0 0 CORNELL COMPANIES INC COM 219141108 17045 634353 SH SOLE 634353 0 0 CORNING INC COM 219350105 1719 106460 SH SOLE 106460 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 666 25364 SH SOLE 17664 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 336 8900 SH SOLE 8900 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 1003 52561 SH SOLE 52561 0 0 COUSINS PPTYS INC COM 222795106 1519 225301 SH SOLE 162650 0 0 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 2331 2500000 PRN SOLE 0 0 0 COVENTRY HEALTH CARE INC COM 222862104 1944 109961 SH SOLE 109961 0 0 COVIDIEN PLC SHS G2554F105 16876 420000 SH SOLE 420000 0 0 CPI INTERNATIONAL INC COM 12618M100 14690 942267 SH SOLE 942267 0 0 CRA INTL INC COM 12618T105 3299 175190 SH SOLE 130029 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 3226 69278 SH SOLE 32612 0 0 CRANE CO COM 224399105 16081 532304 SH SOLE 526364 0 0 CREDIT ACCEP CORP MICH COM 225310101 322 6600 SH SOLE 400 0 0 CROCS INC COM 227046109 183 17300 SH SOLE 1400 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 579 64424 SH SOLE 52224 0 0 CROSSTEX ENERGY INC COM 22765Y104 68 10600 SH SOLE 1400 0 0 CROSSTEX ENERGY L P COM 22765U102 223 21200 SH SOLE 21200 0 0 CROWN HOLDINGS INC COM 228368106 14751 589102 SH SOLE 589102 0 0 CRYOLIFE INC COM 228903100 1230 228200 SH SOLE 184200 0 0 CSG SYS INTL INC COM 126349109 17265 941896 SH SOLE 764825 0 0 CSX CORP COM 126408103 33557 676144 SH SOLE 676144 0 0 CUBIC CORP COM 229669106 7512 206495 SH SOLE 111093 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 5255 255092 SH SOLE 223892 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 1411 1500000 PRN SOLE 0 0 0 CULLEN FROST BANKERS INC COM 229899109 3555 69167 SH SOLE 69167 0 0 CUMMINS INC COM 231021106 2387 36653 SH SOLE 36653 0 0 CURIS INC COM 231269101 25 17700 SH SOLE 3200 0 0 CUSHING MLP TOTAL RETURN FD COM SHS 231631102 841 100975 SH SOLE 100975 0 0 CVB FINL CORP COM 126600105 1983 208785 SH SOLE 137926 0 0 CVR ENERGY INC COM 12662P108 962 127946 SH SOLE 87600 0 0 CVS CAREMARK CORPORATION COM 126650100 337 11500 SH SOLE 11500 0 0 CYBERONICS INC COM 23251P102 746 31500 SH SOLE 25189 0 0 CYBERSOURCE CORP COM 23251J106 17860 699563 SH SOLE 676163 0 0 CYMER INC COM 232572107 264 8800 SH SOLE 8800 0 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 247 107600 SH SOLE 43500 0 0 CYPRESS SHARPRIDGE INVTS INC COM 23281A307 3538 279499 SH SOLE 278299 0 0 CYTEC INDS INC COM 232820100 2423 60582 SH SOLE 60582 0 0 D R HORTON INC COM 23331A109 939 95474 SH SOLE 95474 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 7909 7800000 PRN SOLE 0 0 0 DAKTRONICS INC COM 234264109 460 61277 SH SOLE 53481 0 0 DANA HOLDING CORP COM 235825205 3882 388200 SH SOLE 154800 0 0 DARDEN RESTAURANTS INC COM 237194105 4270 109903 SH SOLE 109903 0 0 DARLING INTL INC COM 237266101 2159 287507 SH SOLE 105005 0 0 DAVITA INC COM 23918K108 251 4014 SH SOLE 4014 0 0 DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 217 6798 SH SOLE 6798 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 2686 594164 SH SOLE 426409 0 0 DEAN FOODS CO NEW COM 242370104 2020 200600 SH SOLE 200600 0 0 DECKERS OUTDOOR CORP COM 243537107 9772 68400 SH SOLE 51100 0 0 DEERE & CO COM 244199105 615 11048 SH SOLE 11048 0 0 DEL MONTE FOODS CO COM 24522P103 23691 1646380 SH SOLE 1120379 0 0 DELCATH SYS INC COM 24661P104 79 12500 SH SOLE 1400 0 0 DELL INC COM 24702R101 318 26400 SH SOLE 26400 0 0 DELPHI FINL GROUP INC CL A 247131105 542 22185 SH SOLE 14500 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 135 11500 SH SOLE 11500 0 0 DELTA PETE CORP COM NEW 247907207 88 102100 SH SOLE 102100 0 0 DELTEK INC COM 24784L105 117 14000 SH SOLE 900 0 0 DELUXE CORP COM 248019101 4386 233915 SH SOLE 211715 0 0 DENBURY RES INC COM NEW 247916208 1529 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0 DIRECTV COM CL A 25490A101 10387 306234 SH SOLE 306234 0 0 DISCOVER FINL SVCS COM 254709108 6211 444253 SH SOLE 444253 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1191 33366 SH SOLE 33366 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 9965 322189 SH SOLE 322189 0 0 DISH NETWORK CORP CL A 25470M109 16222 893770 SH SOLE 893770 0 0 DISNEY WALT CO COM DISNEY 254687106 2560 81258 SH SOLE 81258 0 0 DIVX INC COM 255413106 2610 340681 SH SOLE 340681 0 0 DOLE FOOD CO INC NEW COM 256603101 565 54200 SH SOLE 49400 0 0 DOLLAR FINL CORP COM 256664103 558 28193 SH SOLE 14493 0 0 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 1281 1425000 PRN SOLE 0 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 6076 142600 SH SOLE 135100 0 0 DOLLAR TREE INC COM 256746108 20152 484078 SH SOLE 484078 0 0 DOMINION RES INC VA NEW COM 25746U109 1364 35200 SH SOLE 35200 0 0 DOMINOS PIZZA INC COM 25754A201 148 13100 SH SOLE 1300 0 0 DOMTAR CORP COM NEW 257559203 1042 21200 SH SOLE 21200 0 0 DONALDSON INC COM 257651109 1083 25400 SH SOLE 25400 0 0 DONNELLEY R R & SONS CO COM 257867101 17079 1043316 SH SOLE 1043316 0 0 DOT HILL SYS CORP COM 25848T109 14 11600 SH SOLE 0 0 0 DOUBLE-TAKE SOFTWARE INC COM 258598101 7309 696728 SH SOLE 696728 0 0 DOUGLAS DYNAMICS INC COM 25960R105 230 19987 SH SOLE 19987 0 0 DOUGLAS EMMETT INC COM 25960P109 461 32400 SH SOLE 32400 0 0 DOVER CORP COM 260003108 2692 64408 SH SOLE 64408 0 0 DOW CHEM CO COM 260543103 427 18000 SH SOLE 18000 0 0 DPL INC COM 233293109 591 24733 SH SOLE 24733 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 20282 542439 SH SOLE 542439 0 0 DR REDDYS LABS LTD ADR 256135203 574 18600 SH SOLE 18600 0 0 DREAMWORKS ANIMATION SKG INC CL A 26153C103 1001 35071 SH SOLE 35071 0 0 DRESS BARN INC COM 261570105 1290 54182 SH SOLE 54182 0 0 DRESSER-RAND GROUP INC COM 261608103 5642 178836 SH SOLE 178836 0 0 DRIL-QUIP INC COM 262037104 753 17100 SH SOLE 16600 0 0 DRUGSTORE COM INC COM 262241102 68 22000 SH SOLE 1600 0 0 DRYSHIPS INC SHS Y2109Q101 250 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MASS NOTE 1.750%12/0 268648AM4 11080 8750000 PRN SOLE 0 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 186 15500 SH SOLE 15500 0 0 EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 149 28900 SH SOLE 28900 0 0 EARTHLINK INC COM 270321102 18979 2384250 SH SOLE 1972493 0 0 EARTHLINK INC NOTE 3.250%11/1 270321AA0 15537 14500000 PRN SOLE 0 0 0 EAST WEST BANCORP INC COM 27579R104 300 19700 SH SOLE 19700 0 0 EASTGROUP PPTY INC COM 277276101 2043 57420 SH SOLE 35276 0 0 EASTMAN CHEM CO COM 277432100 3489 65392 SH SOLE 65392 0 0 EASTMAN KODAK CO COM 277461109 6595 1519657 SH SOLE 1243790 0 0 EATON CORP COM 278058102 340 5200 SH SOLE 5200 0 0 EBAY INC COM 278642103 310 15818 SH SOLE 15818 0 0 ECHOSTAR CORP CL A 278768106 195 10200 SH SOLE 10200 0 0 ECLIPSYS CORP COM 278856109 8933 500717 SH SOLE 500717 0 0 ECOLAB INC COM 278865100 216 4800 SH SOLE 4800 0 0 EDISON INTL COM 281020107 19195 605132 SH SOLE 605132 0 0 EDUCATION RLTY TR INC COM 28140H104 979 162344 SH SOLE 107244 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1788 31910 SH SOLE 31910 0 0 EF JOHNSON TECHNOLOGIES INC COM 26843B101 1426 997228 SH SOLE 997228 0 0 EL PASO CORP COM 28336L109 4371 393410 SH SOLE 393410 0 0 EL PASO ELEC CO COM NEW 283677854 17730 916283 SH SOLE 742166 0 0 ELECTRONIC ARTS INC COM 285512109 1748 121400 SH SOLE 121400 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 462 47400 SH SOLE 29400 0 0 ELIZABETH ARDEN INC COM 28660G106 1135 78200 SH SOLE 54100 0 0 EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 180 10000 SH SOLE 10000 0 0 EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 465 22200 SH SOLE 22200 0 0 EMCOR GROUP INC COM 29084Q100 28202 1217159 SH SOLE 1096766 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 7303 148959 SH SOLE 91156 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 656 40125 SH SOLE 29725 0 0 EMERSON ELEC CO COM 291011104 3452 79011 SH SOLE 79011 0 0 EMMIS COMMUNICATIONS CORP CL A 291525103 5734 2606387 SH SOLE 2606387 0 0 EMPLOYERS HOLDINGS INC COM 292218104 339 23000 SH SOLE 12800 0 0 EMS TECHNOLOGIES INC COM 26873N108 1080 71900 SH SOLE 63300 0 0 EMULEX CORP COM NEW 292475209 365 39773 SH SOLE 39773 0 0 ENCANA CORP COM 292505104 1988 65524 SH SOLE 65524 0 0 ENCORE CAP GROUP INC NOTE 3.375% 9/1 292554AB8 7637 7425000 PRN SOLE 0 0 0 ENCORE WIRE CORP COM 292562105 4841 266158 SH SOLE 192112 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 10244 469469 SH SOLE 469469 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1122 29900 SH SOLE 29900 0 0 ENERGEN CORP COM 29265N108 11785 265847 SH SOLE 265847 0 0 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 876 55500 SH SOLE 6500 0 0 ENERSYS COM 29275Y102 7593 355295 SH SOLE 187057 0 0 ENPRO INDS INC COM 29355X107 7392 262599 SH SOLE 197056 0 0 ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 13196 12592000 PRN SOLE 0 0 0 ENSCO PLC SPONSORED ADR 29358Q109 37031 942736 SH SOLE 942736 0 0 ENTEGRIS INC COM 29362U104 137 34400 SH SOLE 3000 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 3309 375146 SH SOLE 306617 0 0 ENTERGY CORP NEW COM 29364G103 1360 18992 SH SOLE 18992 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 261 7388 SH SOLE 7388 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 4964 130379 SH SOLE 94907 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 28 13400 SH SOLE 1500 0 0 ENTROPIC COMMUNICATIONS INC COM 29384R105 100 15800 SH SOLE 1100 0 0 EOG RES INC COM 26875P101 356 3622 SH SOLE 3622 0 0 EPICOR SOFTWARE CORP COM 29426L108 693 86751 SH SOLE 65077 0 0 EPIQ SYS INC COM 26882D109 621 48000 SH SOLE 31700 0 0 EQT CORP COM 26884L109 1550 42880 SH SOLE 42880 0 0 EQUINIX INC COM NEW 29444U502 5155 63475 SH SOLE 63475 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 3438 2900000 PRN SOLE 0 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 2142 44421 SH SOLE 23138 0 0 EQUITY ONE COM 294752100 1566 100385 SH SOLE 74232 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 3954 94949 SH SOLE 94949 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 1406 178473 SH SOLE 76982 0 0 ESSEX PPTY TR INC COM 297178105 1951 20000 SH SOLE 20000 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 12292 259042 SH SOLE 233560 0 0 EV3 INC COM 26928A200 11482 512354 SH SOLE 486754 0 0 EVEREST RE GROUP LTD COM G3223R108 20367 288000 SH SOLE 288000 0 0 EXAR CORP COM 300645108 84 12100 SH SOLE 4100 0 0 EXCEL MARITIME CARRIERS LTD COM V3267N107 119 23200 SH SOLE 23200 0 0 EXCO RESOURCES INC COM 269279402 2120 145100 SH SOLE 145100 0 0 EXELIXIS INC COM 30161Q104 335 96500 SH SOLE 7400 0 0 EXELON CORP COM 30161N101 1324 34881 SH SOLE 34881 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 2613 502520 SH SOLE 335596 0 0 EXIDE TECHNOLOGIES FRNT 9/1 302051AL1 2289 3675000 PRN SOLE 0 0 0 EXPEDIA INC DEL COM 30212P105 498 26493 SH SOLE 26493 0 0 EXPEDITORS INTL WASH INC COM 302130109 1095 31721 SH SOLE 31721 0 0 EXPONENT INC COM 30214U102 775 23675 SH SOLE 22802 0 0 EXPRESS SCRIPTS INC COM 302182100 498 10600 SH SOLE 10600 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 16625 12900000 PRN SOLE 0 0 0 EXTRA SPACE STORAGE INC COM 30225T102 3683 264942 SH SOLE 175083 0 0 EXXON MOBIL CORP COM 30231G102 96042 1682882 SH SOLE 1682882 0 0 EZCORP INC CL A NON VTG 302301106 3682 198507 SH SOLE 189707 0 0 FACTSET RESH SYS INC COM 303075105 4656 69500 SH SOLE 69500 0 0 FAIR ISAAC CORP COM 303250104 6178 283541 SH SOLE 234950 0 0 FAMILY DLR STORES INC COM 307000109 3800 100831 SH SOLE 100831 0 0 FEDERAL HOME LN MTG CORP COM 313400301 54 129700 SH SOLE 0 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1441 20500 SH SOLE 20500 0 0 FEDERAL SIGNAL CORP COM 313855108 413 68400 SH SOLE 41167 0 0 FEDEX CORP COM 31428X106 3142 44822 SH SOLE 44822 0 0 FEI CO COM 30241L109 4841 245595 SH SOLE 245595 0 0 FELCOR LODGING TR INC COM 31430F101 2881 577353 SH SOLE 523453 0 0 FERRO CORP COM 315405100 158 21400 SH SOLE 1700 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 499 18600 SH SOLE 18600 0 0 FIFTH STREET FINANCE CORP COM 31678A103 2521 228589 SH SOLE 228589 0 0 FIFTH THIRD BANCORP COM 316773100 9081 738912 SH SOLE 738912 0 0 FINISAR CORP COM NEW 31787A507 238 16000 SH SOLE 1300 0 0 FINISH LINE INC CL A 317923100 18743 1345545 SH SOLE 882328 0 0 FIRST AMERN FINL CORP COM 31847R102 3277 258445 SH SOLE 243945 0 0 FIRST BANCORP P R COM 318672102 644 1214500 SH SOLE 973500 0 0 FIRST CHESTER CNTY CORP COM 31947W100 1898 219687 SH SOLE 219687 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 710 135200 SH SOLE 118400 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 423 2200 SH SOLE 2200 0 0 FIRST FINL BANCORP OH COM 320209109 837 55961 SH SOLE 36100 0 0 FIRST FINL BANKSHARES COM 32020R109 462 9600 SH SOLE 8900 0 0 FIRST HORIZON NATL CORP COM 320517105 5181 452523 SH SOLE 452523 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 678 140717 SH SOLE 93417 0 0 FIRST KEYSTONE FINL INC COM 320655103 1145 85775 SH SOLE 85775 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 1900 156253 SH SOLE 129789 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 10180 812467 SH SOLE 812467 0 0 FIRST POTOMAC RLTY TR COM 33610F109 1673 116400 SH SOLE 75408 0 0 FIRSTENERGY CORP COM 337932107 1473 41800 SH SOLE 41800 0 0 FIRSTMERIT CORP COM 337915102 1982 115718 SH SOLE 80718 0 0 FIRSTSERVICE CORP SDCV 6.500%12/3 33761NAA7 1856 1800000 PRN SOLE 0 0 0 FISERV INC COM 337738108 1665 36474 SH SOLE 36474 0 0 FLOWERS FOODS INC COM 343498101 3110 127300 SH SOLE 127300 0 0 FLOWSERVE CORP COM 34354P105 6079 71692 SH SOLE 71692 0 0 FLUOR CORP NEW COM 343412102 1976 46483 SH SOLE 46483 0 0 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 764 500000 PRN SOLE 0 0 0 FNB CORP PA COM 302520101 2565 319400 SH SOLE 285000 0 0 FOOT LOCKER INC COM 344849104 9864 781655 SH SOLE 658744 0 0 FORCE PROTECTION INC COM NEW 345203202 56 13700 SH SOLE 13700 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 1177 116743 SH SOLE 116743 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 11219 9000000 PRN SOLE 0 0 0 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 7792 6275000 PRN SOLE 0 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 410 36228 SH SOLE 36228 0 0 FOREST LABS INC COM 345838106 25842 942106 SH SOLE 942106 0 0 FORMFACTOR INC COM 346375108 1741 161200 SH SOLE 161200 0 0 FORRESTER RESH INC COM 346563109 1063 35144 SH SOLE 11957 0 0 FORTUNE BRANDS INC COM 349631101 607 15500 SH SOLE 15500 0 0 FOSSIL INC COM 349882100 22936 660994 SH SOLE 589323 0 0 FOSTER L B CO COM 350060109 4923 189945 SH SOLE 139845 0 0 FOSTER WHEELER AG COM H27178104 480 22800 SH SOLE 22800 0 0 FRANKLIN ELEC INC COM 353514102 2657 92200 SH SOLE 76700 0 0 FRANKLIN RES INC COM 354613101 9429 109400 SH SOLE 109400 0 0 FRANKLIN STREET PPTYS CORP COM 35471R106 2326 196967 SH SOLE 141382 0 0 FREDS INC CL A 356108100 6286 568338 SH SOLE 350100 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 13180 222900 SH SOLE 222900 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 11488 567574 SH SOLE 430995 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 531 74700 SH SOLE 74700 0 0 FRONTIER OIL CORP COM 35914P105 2468 183487 SH SOLE 183487 0 0 FRONTLINE LTD SHS G3682E127 1071 37529 SH SOLE 37529 0 0 FSI INTL INC COM 302633102 257 61449 SH SOLE 54649 0 0 FULLER H B CO COM 359694106 4345 228781 SH SOLE 228781 0 0 FULTON FINL CORP PA COM 360271100 953 98800 SH SOLE 98800 0 0 FURNITURE BRANDS INTL INC COM 360921100 399 76384 SH SOLE 39000 0 0 G & K SVCS INC CL A 361268105 5442 263526 SH SOLE 185211 0 0 G WILLI FOOD INTL LTD ORD M52523103 884 151329 SH SOLE 151329 0 0 GALLAGHER ARTHUR J & CO COM 363576109 266 10900 SH SOLE 10900 0 0 GAMESTOP CORP NEW CL A 36467W109 720 38300 SH SOLE 38300 0 0 GANNETT INC COM 364730101 1062 78900 SH SOLE 78900 0 0 GAP INC DEL COM 364760108 31733 1630697 SH SOLE 1630697 0 0 GARDNER DENVER INC COM 365558105 780 17482 SH SOLE 17482 0 0 GARTNER INC COM 366651107 700 30102 SH SOLE 28702 0 0 GATX CORP COM 361448103 5888 220681 SH SOLE 220681 0 0 GAYLORD ENTMT CO NEW COM 367905106 2145 97117 SH SOLE 63619 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T107 6799 453600 SH SOLE 329700 0 0 GENCORP INC COM 368682100 348 79500 SH SOLE 39500 0 0 GENCORP INC SDCV 2.250%11/1 368682AL4 234 250000 PRN SOLE 0 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 4285 160779 SH SOLE 160779 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 25906 29700000 PRN SOLE 0 0 0 GENERAL DYNAMICS CORP COM 369550108 4976 84981 SH SOLE 84981 0 0 GENERAL ELECTRIC CO COM 369604103 17613 1221419 SH SOLE 1221419 0 0 GENERAL GROWTH PPTYS INC COM 370021107 6512 491100 SH SOLE 491100 0 0 GENERAL MARITIME CORP NEW SHS Y2693R101 1628 269500 SH SOLE 269500 0 0 GENERAL MLS INC COM 370334104 7063 198844 SH SOLE 198844 0 0 GENESCO INC COM 371532102 813 30900 SH SOLE 22100 0 0 GENESEE & WYO INC CL A 371559105 679 18200 SH SOLE 8400 0 0 GENTEX CORP COM 371901109 1210 67300 SH SOLE 67300 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 10110 374316 SH SOLE 263847 0 0 GENUINE PARTS CO COM 372460105 3484 88302 SH SOLE 88302 0 0 GENZYME CORP COM 372917104 555 10934 SH SOLE 10934 0 0 GEO GROUP INC COM 36159R103 3703 178440 SH SOLE 178440 0 0 GEOEYE INC COM 37250W108 1143 36696 SH SOLE 10900 0 0 GERDAU AMERISTEEL CORP COM 37373P105 6910 633925 SH SOLE 633925 0 0 GERDAU S A SPONSORED ADR 373737105 311 23600 SH SOLE 23600 0 0 GEROVA FINANCIAL GROUP LTD UNIT 01/16/2014 G38490143 243 693962 SH SOLE 693962 0 0 GETTY RLTY CORP NEW COM 374297109 829 36971 SH SOLE 23591 0 0 GFI GROUP INC COM 361652209 1119 200561 SH SOLE 149361 0 0 GIBRALTAR INDS INC COM 374689107 6879 681106 SH SOLE 505411 0 0 GILEAD SCIENCES INC COM 375558103 507 14800 SH SOLE 14800 0 0 GLATFELTER COM 377316104 3968 365678 SH SOLE 243189 0 0 GLG PARTNERS INC COM 37929X107 7762 6204000 PRN SOLE 0 0 0 GLIMCHER RLTY TR SH BEN INT 379302102 693 115900 SH SOLE 62500 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 302 28600 SH SOLE 0 0 0 GLOBAL INDS LTD COM 379336100 2161 481310 SH SOLE 378750 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 2360 4000000 PRN SOLE 0 0 0 GLOBALSTAR INC COM 378973408 103 66800 SH SOLE 4800 0 0 GMX RES INC NOTE 4.500% 5/0 38011MAJ7 2546 3700000 PRN SOLE 0 0 0 GOLDCORP INC NEW COM 380956409 1894 43200 SH SOLE 43200 0 0 GOLDEN MINERALS CO COM 381119106 365 44775 SH SOLE 44775 0 0 GOLDEN STAR RES LTD CDA COM 38119T104 220 50300 SH SOLE 4200 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 15407 117372 SH SOLE 117372 0 0 GOLUB CAP BDC INC COM 38173M102 373 25900 SH SOLE 25900 0 0 GOODRICH PETE CORP COM NEW 382410405 3310 275800 SH SOLE 275800 0 0 GOODRICH PETE CORP NOTE 3.250%12/0 382410AB4 426 450000 PRN SOLE 0 0 0 GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 1332 1675000 PRN SOLE 0 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 2745 276136 SH SOLE 276136 0 0 GOOGLE INC CL A 38259P508 8628 19391 SH SOLE 19391 0 0 GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 526 20600 SH SOLE 12700 0 0 GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 203 7000 SH SOLE 7000 0 0 GRACE W R & CO DEL NEW COM 38388F108 13675 649950 SH SOLE 372235 0 0 GRAFTECH INTL LTD COM 384313102 3353 229319 SH SOLE 206919 0 0 GRAHAM PACKAGING CO INC COM 384701108 221 18500 SH SOLE 18500 0 0 GRAINGER W W INC COM 384802104 4364 43879 SH SOLE 43879 0 0 GRAN TIERRA ENERGY INC COM 38500T101 266 53700 SH SOLE 53700 0 0 GRANITE CONSTR INC COM 387328107 1167 49500 SH SOLE 49500 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 229 72600 SH SOLE 5500 0 0 GRAY TELEVISION INC COM 389375106 30 12500 SH SOLE 900 0 0 GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 213 265000 PRN SOLE 0 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 180 30000 SH SOLE 11300 0 0 GREAT PLAINS ENERGY INC COM 391164100 674 39600 SH SOLE 39600 0 0 GREATBATCH INC COM 39153L106 1093 49000 SH SOLE 44600 0 0 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 2711 3000000 PRN SOLE 0 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 5633 219172 SH SOLE 219172 0 0 GREENHILL & CO INC COM 395259104 923 15100 SH SOLE 15100 0 0 GREIF INC CL A 397624107 2028 36511 SH SOLE 36511 0 0 GRIFFON CORP COM 398433102 2906 262752 SH SOLE 198166 0 0 GRUBB & ELLIS CO COM PAR $0.01 400095204 17 17300 SH SOLE 700 0 0 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 571 32800 SH SOLE 32800 0 0 GSI COMMERCE INC COM 36238G102 24439 848564 SH 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1351 65032 SH SOLE 18004 0 0 MARTIN MARIETTA MATLS INC COM 573284106 229 2700 SH SOLE 2700 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 9339 592600 SH SOLE 592600 0 0 MASCO CORP COM 574599106 11878 1103869 SH SOLE 1103869 0 0 MASIMO CORP COM 574795100 2743 115200 SH SOLE 115200 0 0 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 1435 1725000 PRN SOLE 0 0 0 MASSEY ENERGY CORP COM 576206106 1477 53996 SH SOLE 53996 0 0 MASTEC INC NOTE 4.000% 6/1 576323AG4 2927 3250000 PRN SOLE 0 0 0 MATRIX SVC CO COM 576853105 1503 161425 SH SOLE 111800 0 0 MATRIXX INITIATIVES INC COM 57685L105 412 89600 SH SOLE 59000 0 0 MATTEL INC COM 577081102 17978 849631 SH SOLE 849631 0 0 MATTHEWS INTL CORP CL A 577128101 764 26100 SH SOLE 26100 0 0 MATTSON TECHNOLOGY INC COM 577223100 44 11600 SH SOLE 900 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 420 25100 SH SOLE 25100 0 0 MAXIMUS INC COM 577933104 11897 205586 SH SOLE 148494 0 0 MB FINANCIAL INC NEW COM 55264U108 224 12200 SH SOLE 1000 0 0 MBIA INC COM 55262C100 1316 234600 SH SOLE 234600 0 0 MCAFEE INC COM 579064106 551 17948 SH SOLE 17948 0 0 MCCLATCHY CO CL A 579489105 56 15400 SH SOLE 2100 0 0 MCCORMICK & CO INC COM NON VTG 579780206 2069 54500 SH SOLE 54500 0 0 MCDONALDS CORP COM 580135101 11294 171464 SH SOLE 171464 0 0 MCG CAPITAL CORP COM 58047P107 82 16900 SH SOLE 1500 0 0 MCKESSON CORP COM 58155Q103 11197 166728 SH SOLE 166728 0 0 MCMORAN EXPLORATION CO COM 582411104 8101 729136 SH SOLE 661236 0 0 MDU RES GROUP INC COM 552690109 15350 851364 SH SOLE 851364 0 0 MEADWESTVACO CORP COM 583334107 1064 47944 SH SOLE 47944 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 8771 159233 SH SOLE 159233 0 0 MEDICAL NUTRITION USA INC COM 58461X107 248 62724 SH SOLE 62724 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 2946 312101 SH SOLE 211905 0 0 MEDICINES CO COM 584688105 967 127076 SH SOLE 127076 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 5632 257388 SH SOLE 236252 0 0 MEDIFAST INC COM 58470H101 2050 79132 SH SOLE 2832 0 0 MEDIVATION INC COM 58501N101 132 14900 SH SOLE 4800 0 0 MEDNAX INC COM 58502B106 1350 24273 SH SOLE 24273 0 0 MEDTRONIC INC COM 585055106 2219 61180 SH SOLE 61180 0 0 MELA SCIENCES INC COM 55277R100 173 23300 SH SOLE 0 0 0 MENS WEARHOUSE INC COM 587118100 3371 183600 SH SOLE 183600 0 0 MENTOR GRAPHICS CORP COM 587200106 196 22100 SH SOLE 1800 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 148 150000 PRN SOLE 0 0 0 MERCADOLIBRE INC COM 58733R102 694 13200 SH SOLE 500 0 0 MERCK & CO INC NEW COM 58933Y105 6266 179189 SH SOLE 179189 0 0 MEREDITH CORP COM 589433101 297 9539 SH SOLE 9539 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 1722 101323 SH SOLE 100423 0 0 MERITAGE HOMES CORP COM 59001A102 174 10690 SH SOLE 690 0 0 METALS USA HLDGS CORP COM 59132A104 1217 81400 SH SOLE 81400 0 0 METHODE ELECTRS INC COM 591520200 6429 660057 SH SOLE 402550 0 0 METLIFE INC COM 59156R108 2670 70700 SH SOLE 70700 0 0 METROPCS COMMUNICATIONS INC COM 591708102 966 117900 SH SOLE 117900 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 1089 9753 SH SOLE 9753 0 0 MF GLOBAL HLDGS LTD COM 55277J108 7026 1230501 SH SOLE 864301 0 0 MF GLOBAL LTD NOTE 9.000% 6/2 55276YAB2 11971 11700000 PRN SOLE 0 0 0 MFA FINANCIAL INC COM 55272X102 7090 958131 SH SOLE 732862 0 0 MGE ENERGY INC COM 55277P104 317 8800 SH SOLE 0 0 0 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 2772 3075000 PRN SOLE 0 0 0 MGM MIRAGE COM 552953101 211 21900 SH SOLE 21900 0 0 MICREL INC COM 594793101 138 13600 SH SOLE 1000 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1118 40300 SH SOLE 40300 0 0 MICRON TECHNOLOGY INC COM 595112103 3249 382700 SH SOLE 382700 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 5295 6000000 PRN SOLE 0 0 0 MICROS SYS INC COM 594901100 5231 164126 SH SOLE 164126 0 0 MICROSEMI CORP COM 595137100 1191 81428 SH SOLE 81428 0 0 MICROSOFT CORP COM 594918104 51682 2246062 SH SOLE 2246062 0 0 MICROSTRATEGY INC CL A NEW 594972408 6681 88970 SH SOLE 38784 0 0 MID-AMER APT CMNTYS INC COM 59522J103 3178 61744 SH SOLE 38963 0 0 MIDDLESEX WATER CO COM 596680108 170 10710 SH SOLE 10710 0 0 MILLER HERMAN INC COM 600544100 2355 124800 SH SOLE 124800 0 0 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 592 7300 SH SOLE 7300 0 0 MILLIPORE CORP COM 601073109 18021 168971 SH SOLE 168971 0 0 MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 2317 1850000 PRN SOLE 0 0 0 MINE SAFETY APPLIANCES CO COM 602720104 2527 101989 SH SOLE 79557 0 0 MINERALS TECHNOLOGIES INC COM 603158106 15800 332351 SH SOLE 289634 0 0 MIRANT CORP NEW COM 60467R100 3709 351261 SH SOLE 351261 0 0 MKS INSTRUMENT INC COM 55306N104 7355 392881 SH SOLE 382781 0 0 MODINE MFG CO COM 607828100 96 12500 SH SOLE 1200 0 0 MOHAWK INDS INC COM 608190104 435 9500 SH SOLE 9500 0 0 MOLEX INC CL A 608554200 6663 431278 SH SOLE 431278 0 0 MOLEX INC COM 608554101 508 27843 SH SOLE 27843 0 0 MOLINA HEALTHCARE INC COM 60855R100 10018 347850 SH SOLE 248841 0 0 MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 5994 6375000 PRN SOLE 0 0 0 MOLSON COORS BREWING CO CL B 60871R209 388 9152 SH SOLE 9152 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 279 37800 SH SOLE 30224 0 0 MONSANTO CO NEW COM 61166W101 4247 91893 SH SOLE 91893 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 17828 1194086 SH SOLE 838495 0 0 MOOG INC CL A 615394202 1121 34778 SH SOLE 34778 0 0 MOSAIC CO COM 61945A107 1941 49797 SH SOLE 49797 0 0 MOTOROLA INC COM 620076109 2833 434546 SH SOLE 434546 0 0 MOVADO GROUP INC COM 624580106 957 89600 SH SOLE 67500 0 0 MPG OFFICE TR INC COM 553274101 34 11600 SH SOLE 1000 0 0 MSC INDL DIRECT INC CL A 553530106 1008 19900 SH SOLE 19900 0 0 MSCI INC CL A 55354G100 9294 339197 SH SOLE 339197 0 0 MUELLER INDS INC COM 624756102 9536 387633 SH SOLE 280597 0 0 MUELLER WTR PRODS INC COM SER A 624758108 181 48800 SH SOLE 28300 0 0 MURPHY OIL CORP COM 626717102 8584 173249 SH SOLE 173249 0 0 MYLAN INC COM 628530107 290 17000 SH SOLE 17000 0 0 MYLAN INC PFD CONV 628530206 11346 10725 SH SOLE 10725 0 0 MYRIAD GENETICS INC COM 62855J104 2255 150857 SH SOLE 150857 0 0 MYRIAD PHARMACEUTICALS INC COM 62856H107 562 149484 SH SOLE 149484 0 0 NABORS INDUSTRIES LTD SHS G6359F103 1690 95900 SH SOLE 95900 0 0 NACCO INDS INC CL A 629579103 7145 80493 SH SOLE 56355 0 0 NALCO HOLDING COMPANY COM 62985Q101 348 17012 SH SOLE 17012 0 0 NARA BANCORP INC COM 63080P105 112 13300 SH SOLE 11100 0 0 NASDAQ OMX GROUP INC COM 631103108 2373 133455 SH SOLE 133455 0 0 NASH FINCH CO COM 631158102 4663 136517 SH SOLE 106943 0 0 NASH FINCH CO FRNT 1.631% 3/1 631158AD4 22017 51100000 PRN SOLE 0 0 0 NATIONAL DENTEX CORP COM 63563H109 3748 222441 SH SOLE 222441 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 115 11800 SH SOLE 1000 0 0 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 12200 12785000 PRN SOLE 0 0 0 NATIONAL FUEL GAS CO N J COM 636180101 335 7300 SH SOLE 7300 0 0 NATIONAL HEALTH INVS INC COM 63633D104 3037 78759 SH SOLE 54120 0 0 NATIONAL OILWELL VARCO INC COM 637071101 12452 376542 SH SOLE 376542 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 176 29300 SH SOLE 2400 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 5125 239036 SH SOLE 171943 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1019 75700 SH SOLE 75700 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 6811 190414 SH SOLE 190414 0 0 NAVIGANT CONSULTING INC COM 63935N107 171 16500 SH SOLE 16500 0 0 NAVIGATORS GROUP INC COM 638904102 642 15600 SH SOLE 10617 0 0 NAVISTAR INTL CORP NEW COM 63934E108 1153 23445 SH SOLE 23445 0 0 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 9835 8400000 PRN SOLE 0 0 0 NBT BANCORP INC COM 628778102 2832 138681 SH SOLE 104981 0 0 NBTY INC COM 628782104 996 29300 SH SOLE 29300 0 0 NCR CORP NEW COM 62886E108 2072 170988 SH SOLE 170988 0 0 NEKTAR THERAPEUTICS COM 640268108 1353 111810 SH SOLE 8710 0 0 NELNET INC CL A 64031N108 14377 745704 SH SOLE 546558 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 3850 287084 SH SOLE 279940 0 0 NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T201 100 10600 SH SOLE 10600 0 0 NETEZZA CORP COM 64111N101 174 12700 SH SOLE 900 0 0 NETFLIX INC COM 64110L106 282 2600 SH SOLE 2600 0 0 NETGEAR INC COM 64111Q104 2060 115467 SH SOLE 42267 0 0 NEUSTAR INC CL A 64126X201 2955 143300 SH SOLE 143300 0 0 NEW JERSEY RES COM 646025106 2852 81032 SH SOLE 50174 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 693 45400 SH SOLE 45400 0 0 NEW YORK TIMES CO CL A 650111107 746 86300 SH SOLE 57500 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 1786 159300 SH SOLE 153300 0 0 NEWELL RUBBERMAID INC COM 651229106 2470 168732 SH SOLE 168732 0 0 NEWELL RUBBERMAID INC NOTE 5.500% 3/1 651229AH9 14323 7875000 PRN SOLE 0 0 0 NEWFIELD EXPL CO COM 651290108 1557 31862 SH SOLE 31862 0 0 NEWMARKET CORP COM 651587107 6105 69911 SH SOLE 19400 0 0 NEWMONT MINING CORP COM 651639106 9265 150068 SH SOLE 150068 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 1952 322584 SH SOLE 171084 0 0 NEWS CORP CL A 65248E104 26349 2203132 SH SOLE 2203132 0 0 NEWSTAR FINANCIAL INC COM 65251F105 66 10400 SH SOLE 800 0 0 NICOR INC COM 654086107 17527 432759 SH SOLE 361770 0 0 NII HLDGS INC CL B NEW 62913F201 2632 80923 SH SOLE 80923 0 0 NISOURCE INC COM 65473P105 4112 283581 SH SOLE 283581 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 16819 544135 SH SOLE 544135 0 0 NOBLE ENERGY INC COM 655044105 766 12700 SH SOLE 12700 0 0 NORDSON CORP COM 655663102 2383 42500 SH SOLE 38200 0 0 NORDSTROM INC COM 655664100 1291 40100 SH SOLE 40100 0 0 NORFOLK SOUTHERN CORP COM 655844108 14705 277188 SH SOLE 277188 0 0 NORTHEAST UTILS COM 664397106 2461 96580 SH SOLE 96580 0 0 NORTHERN OIL & GAS INC NEV COM 665531109 137 10700 SH SOLE 800 0 0 NORTHROP GRUMMAN CORP COM 666807102 39009 716546 SH SOLE 716546 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 450 168697 SH SOLE 129949 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 328 28629 SH SOLE 0 0 0 NORTHWEST PIPE CO COM 667746101 1794 94400 SH SOLE 77900 0 0 NORTHWESTERN CORP COM NEW 668074305 14040 535887 SH SOLE 498142 0 0 NOVAMED INC DEL NOTE 1.000% 6/1 66986WAA6 5506 6650000 PRN SOLE 0 0 0 NOVELL INC COM 670006105 5166 909484 SH SOLE 909484 0 0 NOVELLUS SYS INC COM 670008101 1194 47100 SH SOLE 47100 0 0 NPS PHARMACEUTICALS INC COM 62936P103 322 49927 SH SOLE 35500 0 0 NRG ENERGY INC COM NEW 629377508 218 10300 SH SOLE 10300 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 4213 168977 SH SOLE 52100 0 0 NUVASIVE INC COM 670704105 2500 70500 SH SOLE 70500 0 0 NV ENERGY INC COM 67073Y106 8088 684823 SH SOLE 684823 0 0 NVIDIA CORP COM 67066G104 629 61583 SH SOLE 61583 0 0 NVR INC COM 62944T105 393 600 SH SOLE 600 0 0 NXSTAGE MEDICAL INC COM 67072V103 193 13000 SH SOLE 1200 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 16113 208859 SH SOLE 208859 0 0 OCEANEERING INTL INC COM 675232102 3342 74428 SH SOLE 74428 0 0 OCWEN FINL CORP COM NEW 675746309 1636 160582 SH SOLE 160582 0 0 ODYSSEY HEALTHCARE INC COM 67611V101 15161 567390 SH SOLE 488290 0 0 OFFICEMAX INC DEL COM 67622P101 363 27800 SH SOLE 10000 0 0 OGE ENERGY CORP COM 670837103 2522 68995 SH SOLE 68995 0 0 OIL STS INTL INC COM 678026105 4725 119367 SH SOLE 119367 0 0 OLD DOMINION FGHT LINES INC COM 679580100 1482 42183 SH SOLE 42183 0 0 OLD REP INTL CORP NOTE 8.000% 5/1 680223AF1 7226 6050000 PRN SOLE 0 0 0 OLIN CORP COM PAR $1 680665205 596 32926 SH SOLE 18026 0 0 OLYMPIC STEEL INC COM 68162K106 4300 187205 SH SOLE 126500 0 0 OM GROUP INC COM 670872100 10042 420871 SH SOLE 351331 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 4399 220739 SH SOLE 155046 0 0 OMEGA NAVIGATION ENTERPRISES CLASS A Y6476R105 1835 940952 SH SOLE 940952 0 0 OMNI ENERGY SERVICES COM NEW 68210T208 1273 476720 SH SOLE 476720 0 0 OMNICARE INC COM 681904108 2317 97766 SH SOLE 97766 0 0 OMNICELL INC COM 68213N109 580 49600 SH SOLE 26100 0 0 OMNICOM GROUP INC COM 681919106 641 18684 SH SOLE 18684 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 6355 296411 SH SOLE 189693 0 0 OMNOVA SOLUTIONS INC COM 682129101 288 36889 SH SOLE 1089 0 0 ON SEMICONDUCTOR CORP COM 682189105 1910 299400 SH SOLE 299400 0 0 ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD7 3839 3470000 PRN SOLE 0 0 0 ONEOK INC NEW COM 682680103 2656 61400 SH SOLE 61400 0 0 ONYX PHARMACEUTICALS INC COM 683399109 2050 94940 SH SOLE 94940 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 287 31000 SH SOLE 300 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 4225 268433 SH SOLE 237933 0 0 ORACLE CORP COM 68389X105 8770 408670 SH SOLE 408670 0 0 ORBITAL SCIENCES CORP COM 685564106 9580 607469 SH SOLE 531369 0 0 ORBITAL SCIENCES CORP NOTE 2.438% 1/1 685564AN6 8731 9075000 PRN SOLE 0 0 0 ORBITZ WORLDWIDE INC COM 68557K109 90 23700 SH SOLE 2100 0 0 ORIENTAL FINL GROUP INC COM 68618W100 2859 225833 SH SOLE 151683 0 0 ORMAT TECHNOLOGIES INC COM 686688102 2311 81700 SH SOLE 81700 0 0 ORTHOFIX INTL N V COM N6748L102 859 26800 SH SOLE 12700 0 0 OSHKOSH CORP COM 688239201 13421 430702 SH SOLE 430702 0 0 OWENS & MINOR INC NEW COM 690732102 8006 282116 SH SOLE 272466 0 0 OWENS CORNING NEW COM 690742101 30791 1029460 SH SOLE 1029460 0 0 OWENS ILL INC COM NEW 690768403 1444 54599 SH SOLE 54599 0 0 OXFORD INDS INC COM 691497309 837 40000 SH SOLE 3200 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 3126 78840 SH SOLE 19726 0 0 PACCAR INC COM 693718108 1069 26800 SH SOLE 26800 0 0 PACER INTL INC TENN COM 69373H106 2972 425236 SH SOLE 237600 0 0 PACIFIC CAP BANCORP NEW COM 69404P101 518 718895 SH SOLE 635295 0 0 PACKAGING CORP AMER COM 695156109 456 20700 SH SOLE 20700 0 0 PACTIV CORP COM 695257105 2571 92300 SH SOLE 92300 0 0 PACWEST BANCORP DEL COM 695263103 1476 80600 SH SOLE 73300 0 0 PAETEC HOLDING CORP COM 695459107 127 37200 SH SOLE 3000 0 0 PALL CORP COM 696429307 11081 322404 SH SOLE 322404 0 0 PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB9 10786 14575000 PRN SOLE 0 0 0 PALM INC NEW COM 696643105 19534 3433060 SH SOLE 3433060 0 0 PANTRY INC COM 698657103 1945 137838 SH SOLE 110911 0 0 PAPA JOHNS INTL INC COM 698813102 1796 77678 SH SOLE 45700 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 4578 176339 SH SOLE 105506 0 0 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 4863 310347 SH SOLE 271447 0 0 PAREXEL INTL CORP COM 699462107 267 12300 SH SOLE 1300 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 3574 146412 SH SOLE 65200 0 0 PARK NATL CORP COM 700658107 3936 60524 SH SOLE 42200 0 0 PARKER HANNIFIN CORP COM 701094104 541 9760 SH SOLE 9760 0 0 PARKWAY PPTYS INC COM 70159Q104 971 66659 SH SOLE 41850 0 0 PARTNERRE LTD COM G6852T105 554 7900 SH SOLE 7900 0 0 PATRIOT COAL CORP COM 70336T104 1393 118520 SH SOLE 118520 0 0 PATTERSON COMPANIES INC COM 703395103 1135 39800 SH SOLE 39800 0 0 PATTERSON UTI ENERGY INC COM 703481101 361 28081 SH SOLE 28081 0 0 PDL BIOPHARMA INC COM 69329Y104 27974 4977533 SH SOLE 4276741 0 0 PEABODY ENERGY CORP COM 704549104 6152 157229 SH SOLE 157229 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 1958 2000000 PRN SOLE 0 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 226 12000 SH SOLE 7600 0 0 PEETS COFFEE & TEA INC COM 705560100 675 17200 SH SOLE 300 0 0 PENN NATL GAMING INC COM 707569109 6999 302989 SH SOLE 302989 0 0 PENN VA CORP COM 707882106 1637 81400 SH SOLE 75600 0 0 PENN VA CORP NOTE 4.500%11/1 707882AA4 2489 2650000 PRN SOLE 0 0 0 PENNEY J C INC COM 708160106 2627 122294 SH SOLE 122294 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1804 147606 SH SOLE 95206 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 3154 277607 SH SOLE 277607 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 2038 150951 SH SOLE 150951 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 249 28100 SH SOLE 22200 0 0 PEPCO HOLDINGS INC COM 713291102 372 23700 SH SOLE 23700 0 0 PEPSICO INC COM 713448108 18756 307727 SH SOLE 307727 0 0 PERKINELMER INC COM 714046109 1488 71966 SH SOLE 71966 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1018 34165 SH SOLE 34165 0 0 PETROLEUM DEV CORP COM 716578109 5019 195916 SH SOLE 153853 0 0 PETROQUEST ENERGY INC COM 716748108 3187 471500 SH SOLE 261800 0 0 PETSMART INC COM 716768106 16560 548893 SH SOLE 548893 0 0 PFIZER INC COM 717081103 28034 1965897 SH SOLE 1965897 0 0 PG&E CORP COM 69331C108 1328 32300 SH SOLE 32300 0 0 PGT INC COM 69336V101 26 10000 SH SOLE 0 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 1842 72500 SH SOLE 72500 0 0 PHARMACYCLICS INC COM 716933106 77 11600 SH SOLE 1000 0 0 PHARMASSET INC COM 71715N106 511 18700 SH SOLE 900 0 0 PHARMERICA CORP COM 71714F104 3093 211013 SH SOLE 204385 0 0 PHASE FORWARD INC COM 71721R406 24375 1461330 SH SOLE 1461330 0 0 PHH CORP COM NEW 693320202 8417 442061 SH SOLE 324812 0 0 PHILIP MORRIS INTL INC COM 718172109 8603 187666 SH SOLE 187666 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 614 13262 SH SOLE 13262 0 0 PHOENIX COS INC NEW COM 71902E109 6882 3261774 SH SOLE 2297600 0 0 PHOTRONICS INC NOTE 5.500%10/0 719405AF9 4584 4000000 PRN SOLE 0 0 0 PIEDMONT NAT GAS INC COM 720186105 498 19700 SH SOLE 19700 0 0 PIER 1 IMPORTS INC COM 720279108 365 57000 SH SOLE 29800 0 0 PINNACLE ENTMT INC COM 723456109 6012 635519 SH SOLE 459392 0 0 PINNACLE WEST CAP CORP COM 723484101 4261 117200 SH SOLE 117200 0 0 PIONEER NAT RES CO COM 723787107 1694 28500 SH SOLE 28500 0 0 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 1718 1500000 PRN SOLE 0 0 0 PIPER JAFFRAY COS COM 724078100 7798 242017 SH SOLE 230745 0 0 PITNEY BOWES INC COM 724479100 479 21800 SH SOLE 21800 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 205 3500 SH SOLE 3500 0 0 PLAINS EXPL& PRODTN CO COM 726505100 502 24340 SH SOLE 24340 0 0 PLANTRONICS INC NEW COM 727493108 9444 330203 SH SOLE 258823 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 24842 684535 SH SOLE 483611 0 0 PLEXUS CORP COM 729132100 2434 91018 SH SOLE 82518 0 0 PLUM CREEK TIMBER CO INC COM 729251108 954 27619 SH SOLE 27619 0 0 PMA CAP CORP CL A 693419202 6056 924567 SH SOLE 918567 0 0 PMC-SIERRA INC COM 69344F106 186 24765 SH SOLE 24765 0 0 PMI GROUP INC COM 69344M101 115 39900 SH SOLE 4200 0 0 PMI GROUP INC NOTE 4.500% 4/1 69344MAK7 2173 3150000 PRN SOLE 0 0 0 PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 7251 625600 SH SOLE 625600 0 0 PNC FINL SVCS GROUP INC COM 693475105 4458 78900 SH SOLE 78900 0 0 PNM RES INC COM 69349H107 3687 329809 SH SOLE 279809 0 0 POLARIS INDS INC COM 731068102 7561 138436 SH SOLE 118993 0 0 POLO RALPH LAUREN CORP CL A 731572103 4574 62695 SH SOLE 62695 0 0 POLYCOM INC COM 73172K104 2666 89500 SH SOLE 89500 0 0 POLYONE CORP COM 73179P106 1443 171400 SH SOLE 57200 0 0 POLYPORE INTL INC COM 73179V103 1105 48576 SH SOLE 1200 0 0 POPULAR INC COM 733174106 11847 4420661 SH SOLE 4420661 0 0 PORTEC RAIL PRODS INC COM 736212101 3847 338044 SH SOLE 338044 0 0 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 461 6900 SH SOLE 300 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 3189 174000 SH SOLE 140727 0 0 POSCO SPONSORED ADR 693483109 340 3600 SH SOLE 3600 0 0 POST PPTYS INC COM 737464107 3313 145741 SH SOLE 99211 0 0 POTASH CORP SASK INC COM 73755L107 207 2400 SH SOLE 2400 0 0 POTLATCH CORP NEW COM 737630103 3153 88258 SH SOLE 46700 0 0 POWELL INDS INC COM 739128106 2707 99000 SH SOLE 42900 0 0 POWER INTEGRATIONS INC COM 739276103 1484 46100 SH SOLE 18100 0 0 POWER ONE INC NEW COM 73930R102 643 95200 SH SOLE 3600 0 0 PPG INDS INC COM 693506107 1994 33000 SH SOLE 33000 0 0 PPL CORP COM 69351T106 221 8867 SH SOLE 8867 0 0 PRE PAID LEGAL SVCS INC COM 740065107 3398 74702 SH SOLE 30205 0 0 PREFERRED BK LOS ANGELES CA COM 740367107 93 44563 SH SOLE 34677 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 69 10900 SH SOLE 10900 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 1996 281869 SH SOLE 149821 0 0 PRICELINE COM INC COM NEW 741503403 1117 6326 SH SOLE 6326 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 390 16657 SH SOLE 16657 0 0 PRIVATEBANCORP INC COM 742962103 2509 226472 SH SOLE 226472 0 0 PROASSURANCE CORP COM 74267C106 3666 64591 SH SOLE 51191 0 0 PROCTER & GAMBLE CO COM 742718109 38766 646311 SH SOLE 646311 0 0 PROGRESS ENERGY INC COM 743263105 1800 45900 SH SOLE 45900 0 0 PROGRESS SOFTWARE CORP COM 743312100 1257 41844 SH SOLE 28944 0 0 PROGRESSIVE CORP OHIO COM 743315103 636 34000 SH SOLE 34000 0 0 PROLOGIS NOTE 3.250% 3/1 743410AY8 6527 7300000 PRN SOLE 0 0 0 PROLOGIS SH BEN INT 743410102 852 84100 SH SOLE 84100 0 0 PROSPERITY BANCSHARES INC COM 743606105 16548 476203 SH SOLE 339403 0 0 PROTECTIVE LIFE CORP COM 743674103 28220 1319306 SH SOLE 1273806 0 0 PROVIDENT FINL SVCS INC COM 74386T105 20307 1737122 SH SOLE 1458133 0 0 PRUDENTIAL FINL INC COM 744320102 8299 154655 SH SOLE 154655 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 2345 42049 SH SOLE 28506 0 0 PSS WORLD MED INC COM 69366A100 3767 178101 SH SOLE 120201 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 12590 384780 SH SOLE 372580 0 0 PUBLIC STORAGE COM 74460D109 2107 23971 SH SOLE 23971 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 2055 65605 SH SOLE 65605 0 0 PULTE GROUP INC COM 745867101 471 56900 SH SOLE 56900 0 0 QIAGEN N V ORD N72482107 360 18721 SH SOLE 18721 0 0 QLOGIC CORP COM 747277101 1812 109008 SH SOLE 109008 0 0 QUALCOMM INC COM 747525103 361 11000 SH SOLE 11000 0 0 QUALITY SYS INC COM 747582104 1258 21700 SH SOLE 19700 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 1195 69129 SH SOLE 31677 0 0 QUANTUM 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GROUP CL A 758766109 1201 92100 SH SOLE 92100 0 0 REGENCY CTRS CORP COM 758849103 1748 50800 SH SOLE 50800 0 0 REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 218 9030 SH SOLE 9030 0 0 REGENERON PHARMACEUTICALS COM 75886F107 404 18100 SH SOLE 18100 0 0 REGENERX BIOPHARMACEUTICALS COM 75886X108 178 671557 SH SOLE 671557 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 107 16200 SH SOLE 16200 0 0 REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 2521 2100000 PRN SOLE 0 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 8508 186133 SH SOLE 186133 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 9126 252435 SH SOLE 252435 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 799 14200 SH SOLE 14200 0 0 RENT A CTR INC NEW COM 76009N100 18873 931562 SH SOLE 755443 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 6027 986357 SH SOLE 766757 0 0 REPUBLIC BANCORP KY CL A 760281204 5567 248521 SH SOLE 181500 0 0 REPUBLIC SVCS INC COM 760759100 710 23868 SH SOLE 23868 0 0 RES-CARE INC COM 760943100 2287 236700 SH SOLE 189600 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SOLE 4562 0 0 RUDDICK CORP COM 781258108 208 6700 SH SOLE 6700 0 0 RYDER SYS INC COM 783549108 1058 26295 SH SOLE 26295 0 0 RYLAND GROUP INC COM 783764103 11847 748871 SH SOLE 616674 0 0 S & T BANCORP INC COM 783859101 1420 71853 SH SOLE 42800 0 0 SAFETY INS GROUP INC COM 78648T100 2875 77655 SH SOLE 57751 0 0 SAFEWAY INC COM NEW 786514208 1469 74700 SH SOLE 74700 0 0 SAIC INC COM 78390X101 3901 233010 SH SOLE 233010 0 0 SAKS INC COM 79377W108 4920 648200 SH SOLE 605000 0 0 SALESFORCE COM INC COM 79466L302 916 10670 SH SOLE 10670 0 0 SALIX PHARMACEUTICALS INC COM 795435106 226 5800 SH SOLE 600 0 0 SALIX PHARMACEUTICALS INC NOTE 2.750% 5/1 795435AC0 866 800000 PRN SOLE 0 0 0 SANDERSON FARMS INC COM 800013104 3630 71540 SH SOLE 52440 0 0 SANDISK CORP COM 80004C101 6806 161772 SH SOLE 161772 0 0 SANMINA SCI CORP COM NEW 800907206 1320 97000 SH SOLE 15900 0 0 SANTANDER BANCORP COM 802809103 155 12237 SH SOLE 12237 0 0 SAPIENT CORP COM 803062108 673 66400 SH SOLE 41100 0 0 SARA LEE CORP COM 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SOLE 1200 0 0 SERVICE CORP INTL COM 817565104 1652 223267 SH SOLE 223267 0 0 SFN GROUP INC COM 784153108 239 43836 SH SOLE 30736 0 0 SHAW GROUP INC COM 820280105 12797 373958 SH SOLE 373958 0 0 SHERWIN WILLIAMS CO COM 824348106 1598 23100 SH SOLE 23100 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 1055 59000 SH SOLE 22000 0 0 SIGA TECHNOLOGIES INC COM 826917106 467 60700 SH SOLE 3500 0 0 SIGMA DESIGNS INC COM 826565103 2259 225700 SH SOLE 151500 0 0 SIGNATURE BK NEW YORK N Y *W EXP 12/12/201 82669G112 5285 291180 SH SOLE 291180 0 0 SIGNET JEWELERS LIMITED SHS G81276100 971 35300 SH SOLE 35300 0 0 SILGAN HOLDINGS INC COM 827048109 8995 316958 SH SOLE 316958 0 0 SILICON IMAGE INC COM 82705T102 3075 876023 SH SOLE 631823 0 0 SILICON LABORATORIES INC COM 826919102 584 14388 SH SOLE 14388 0 0 SIMON PPTY GROUP INC NEW COM 828806109 4925 60995 SH SOLE 60995 0 0 SINA CORP NOTE 7/1 82922RAB9 2122 1500000 PRN SOLE 0 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 75 12800 SH SOLE 1500 0 0 SINOENERGY CORPORATION COM NEW 82935B202 1246 733224 SH SOLE 733224 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 1457 41827 SH SOLE 13300 0 0 SKECHERS U S A INC CL A 830566105 8706 238400 SH SOLE 208700 0 0 SKYWEST INC COM 830879102 16694 1366161 SH SOLE 1224641 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 1031 61400 SH SOLE 61400 0 0 SL GREEN RLTY CORP COM 78440X101 710 12900 SH SOLE 12900 0 0 SLM CORP COM 78442P106 715 68804 SH SOLE 68804 0 0 SM ENERGY CO COM 78454L100 1450 36104 SH SOLE 36104 0 0 SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 79 13500 SH SOLE 1100 0 0 SMITH A O COM 831865209 10392 215646 SH SOLE 212305 0 0 SMITH INTL INC COM 832110100 23145 614742 SH SOLE 614742 0 0 SMITHFIELD FOODS INC COM 832248108 2581 173224 SH SOLE 173224 0 0 SMUCKER J M CO COM NEW 832696405 5793 96200 SH SOLE 96200 0 0 SNAP ON INC COM 833034101 1342 32803 SH SOLE 32803 0 0 SOHU COM INC COM 83408W103 7190 174981 SH SOLE 174981 0 0 SOLERA HOLDINGS INC COM 83421A104 2375 65600 SH SOLE 65600 0 0 SOLUTIA INC COM NEW 834376501 156 11900 SH SOLE 11900 0 0 SOMANETICS CORP COM NEW 834445405 10448 418748 SH SOLE 404248 0 0 SONIC AUTOMOTIVE INC NOTE 5.000%10/0 83545GAQ5 10658 10950000 PRN SOLE 0 0 0 SONIC SOLUTIONS COM 835460106 213 25500 SH SOLE 1000 0 0 SONICWALL INC COM 835470105 7148 608303 SH SOLE 608303 0 0 SONOCO PRODS CO COM 835495102 1463 48002 SH SOLE 48002 0 0 SONOSITE INC NOTE 3.750% 7/1 83568GAA2 3689 3700000 PRN SOLE 0 0 0 SONUS NETWORKS INC COM 835916107 155 57300 SH SOLE 4500 0 0 SOTHEBYS COM 835898107 1734 75833 SH SOLE 59933 0 0 SOUTH FINL GROUP INC COM 837841105 2185 8019410 SH SOLE 6808280 0 0 SOUTHERN CO COM 842587107 1601 48100 SH SOLE 48100 0 0 SOUTHERN COPPER CORP COM 84265V105 1675 63100 SH SOLE 63100 0 0 SOUTHERN UN CO NEW COM 844030106 201 9200 SH SOLE 9200 0 0 SOUTHWEST AIRLS CO COM 844741108 768 69100 SH SOLE 69100 0 0 SOUTHWEST GAS CORP COM 844895102 1719 58267 SH SOLE 43734 0 0 SOUTHWEST WTR CO COM 845331107 14358 1370027 SH SOLE 1370027 0 0 SOUTHWESTERN ENERGY CO COM 845467109 1327 34340 SH SOLE 34340 0 0 SOVRAN SELF STORAGE INC COM 84610H108 2967 86180 SH SOLE 57574 0 0 SPARTAN STORES INC COM 846822104 1765 128667 SH SOLE 106592 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 6923 8020000 PRN SOLE 0 0 0 SPARTECH CORP COM NEW 847220209 252 24600 SH SOLE 8000 0 0 SPECTRA ENERGY CORP COM 847560109 6370 317383 SH SOLE 317383 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 226 57600 SH SOLE 600 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 275 14434 SH SOLE 14434 0 0 SPORT SUPPLY GROUP INC DEL COM 84916A104 4327 321501 SH SOLE 321501 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 5152 1215009 SH SOLE 1215009 0 0 SPX CORP COM 784635104 7048 133452 SH SOLE 133452 0 0 SRA INTL INC CL A 78464R105 637 32400 SH SOLE 32400 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 702 43800 SH SOLE 43800 0 0 ST JUDE MED INC COM 790849103 357 9900 SH SOLE 9900 0 0 STAGE STORES INC COM NEW 85254C305 8327 779713 SH SOLE 540049 0 0 STANCORP FINL GROUP INC COM 852891100 1386 34200 SH SOLE 34200 0 0 STANLEY BLACK & DECKER INC COM 854502101 2418 47868 SH SOLE 47868 0 0 STANLEY INC COM 854532108 15894 425197 SH SOLE 425197 0 0 STAPLES INC COM 855030102 197 10356 SH SOLE 10356 0 0 STAR SCIENTIFIC INC COM 85517P101 45 27200 SH SOLE 2100 0 0 STARBUCKS CORP COM 855244109 11503 473385 SH SOLE 473385 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1921 46377 SH SOLE 46377 0 0 STARWOOD PPTY TR INC COM 85571B105 631 37200 SH SOLE 26600 0 0 STATE STR CORP COM 857477103 461 13625 SH SOLE 13625 0 0 STEC INC COM 784774101 990 78794 SH SOLE 9000 0 0 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 433 400000 PRN SOLE 0 0 0 STEINER LEISURE LTD ORD P8744Y102 9539 248151 SH SOLE 164789 0 0 STEMCELLS INC COM 85857R105 154 163400 SH SOLE 0 0 0 STEPAN CO COM 858586100 1827 26700 SH SOLE 7900 0 0 STERICYCLE INC COM 858912108 256 3900 SH SOLE 3900 0 0 STERIS CORP COM 859152100 38426 1236362 SH SOLE 984042 0 0 STERLING BANCSHARES INC *W EXP 12/12/201 858907116 31 27300 SH SOLE 27300 0 0 STERLING BANCSHARES INC COM 858907108 6381 1354871 SH SOLE 972337 0 0 STERLING FINL CORP WASH COM 859319105 637 1158908 SH SOLE 754308 0 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 3968 4275000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC CL A 860370105 255 47100 SH SOLE 3300 0 0 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 22 25000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 385 450000 PRN SOLE 0 0 0 STIFEL FINL CORP COM 860630102 798 18400 SH SOLE 18400 0 0 STILLWATER MNG CO COM 86074Q102 251 21600 SH SOLE 1800 0 0 STILLWATER MNG CO NOTE 1.875% 3/1 86074QAF9 1788 2000000 PRN SOLE 0 0 0 STONE ENERGY CORP COM 861642106 10440 935446 SH SOLE 764619 0 0 STRATASYS INC COM 862685104 356 14500 SH SOLE 1200 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 1353 308200 SH SOLE 182000 0 0 STRAYER ED INC COM 863236105 1829 8800 SH SOLE 8800 0 0 STRYKER CORP COM 863667101 810 16178 SH SOLE 16178 0 0 STURM RUGER & CO INC COM 864159108 9110 635728 SH SOLE 320367 0 0 SUN COMMUNITIES INC COM 866674104 1642 63252 SH SOLE 41179 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 5949 736304 SH SOLE 549415 0 0 SUNCOR ENERGY INC NEW COM 867224107 218 7400 SH SOLE 7400 0 0 SUNPOWER CORP DBCV 0.750% 8/0 867652AB5 283 285000 PRN SOLE 0 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 1898 2200000 PRN SOLE 0 0 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 1233 1550000 PRN SOLE 0 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 188 67500 SH SOLE 2000 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 2998 301886 SH SOLE 201593 0 0 SUNTRUST BKS INC COM 867914103 494 21200 SH SOLE 21200 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 1568 83972 SH SOLE 83972 0 0 SUPERIOR INDS INTL INC COM 868168105 2133 158701 SH SOLE 116037 0 0 SUPERVALU INC COM 868536103 844 77900 SH SOLE 77900 0 0 SUPPORT COM INC COM 86858W101 45 10800 SH SOLE 900 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 1543 185199 SH SOLE 122261 0 0 SVB FINL GROUP COM 78486Q101 878 21286 SH SOLE 2286 0 0 SWIFT ENERGY CO COM 870738101 890 33062 SH SOLE 26562 0 0 SWS GROUP INC COM 78503N107 214 22480 SH SOLE 20190 0 0 SYCAMORE NETWORKS INC COM NEW 871206405 183 11000 SH SOLE 11000 0 0 SYKES ENTERPRISES INC COM 871237103 420 29496 SH SOLE 29496 0 0 SYMANTEC CORP COM 871503108 1076 77500 SH SOLE 77500 0 0 SYMMETRY MED INC COM 871546206 2288 217094 SH SOLE 143800 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 252 13300 SH SOLE 600 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 432 42071 SH SOLE 42071 0 0 SYNIVERSE HLDGS INC COM 87163F106 6211 303738 SH SOLE 303738 0 0 SYNNEX CORP COM 87162W100 410 16000 SH SOLE 0 0 0 SYNOPSYS INC COM 871607107 812 38900 SH SOLE 38900 0 0 SYNOVUS FINL CORP COM 87161C105 125 49400 SH SOLE 49400 0 0 SYNOVUS FINL CORP UNIT 99/99/9999 87161C204 1153 47600 SH SOLE 47600 0 0 SYNTEL INC COM 87162H103 384 11300 SH SOLE 100 0 0 SYSCO CORP COM 871829107 1626 56902 SH SOLE 56902 0 0 SYSTEMAX INC COM 871851101 886 58811 SH SOLE 51411 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 384 39309 SH SOLE 39309 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 276 30700 SH SOLE 30700 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 7227 6725000 PRN SOLE 0 0 0 TAL INTL GROUP INC COM 874083108 377 16800 SH SOLE 800 0 0 TALBOTS INC *W EXP 04/09/201 874161110 118 58018 SH SOLE 58018 0 0 TALBOTS INC COM 874161102 2181 211576 SH SOLE 211576 0 0 TALECRIS BIOTHERAPEUTICS HLD COM 874227101 1424 67500 SH SOLE 67500 0 0 TALEO CORP CL A 87424N104 734 30200 SH SOLE 300 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 3102 74957 SH SOLE 43641 0 0 TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1 875484AE7 7263 6000000 PRN SOLE 0 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 203 7935 SH SOLE 7935 0 0 TARGACEPT INC COM 87611R306 230 11900 SH SOLE 600 0 0 TARGET CORP COM 87612E106 1087 22100 SH SOLE 22100 0 0 TATA MTRS LTD SPONSORED ADR 876568502 304 17700 SH SOLE 17700 0 0 TAUBMAN CTRS INC COM 876664103 316 8400 SH SOLE 8400 0 0 TCF FINL CORP COM 872275102 3584 215744 SH SOLE 194066 0 0 TECH DATA CORP COM 878237106 22868 642007 SH SOLE 572116 0 0 TECHNE CORP COM 878377100 1149 20007 SH SOLE 20007 0 0 TECO ENERGY INC COM 872375100 428 28400 SH SOLE 28400 0 0 TEEKAY TANKERS LTD CL A Y8565N102 875 78600 SH SOLE 70700 0 0 TEKELEC COM 879101103 3364 254098 SH SOLE 254098 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 3688 95600 SH SOLE 95600 0 0 TELEFLEX INC COM 879369106 3686 67913 SH SOLE 67913 0 0 TELEPHONE & DATA SYS INC COM 879433100 5375 176861 SH SOLE 176861 0 0 TELEPHONE & DATA SYS INC SPL COM 879433860 555 20930 SH SOLE 20930 0 0 TELETECH HOLDINGS INC COM 879939106 3559 276111 SH SOLE 124884 0 0 TELLABS INC COM 879664100 8308 1300087 SH SOLE 1300087 0 0 TEMPUR PEDIC INTL INC COM 88023U101 1784 58000 SH SOLE 6400 0 0 TENET HEALTHCARE CORP COM 88033G100 110 25300 SH SOLE 25300 0 0 TENGION INC COM 88034G109 127 34780 SH SOLE 34780 0 0 TENNANT CO COM 880345103 734 21700 SH SOLE 400 0 0 TENNECO INC COM 880349105 286 13600 SH SOLE 2400 0 0 TERADATA CORP DEL COM 88076W103 19461 638473 SH SOLE 638473 0 0 TERADYNE INC COM 880770102 350 35915 SH SOLE 35915 0 0 TERADYNE INC NOTE 4.500% 3/1 880770AE2 2288 1200000 PRN SOLE 0 0 0 TEREX CORP NEW COM 880779103 654 34900 SH SOLE 34900 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 26229 19450000 PRN SOLE 0 0 0 TERREMARK WORLDWIDE INC NOTE 6.625% 6/1 881448AF1 791 800000 PRN SOLE 0 0 0 TESORO CORP COM 881609101 6635 568510 SH SOLE 568510 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 1297 80835 SH SOLE 37300 0 0 TETRA TECH INC NEW COM 88162G103 3802 193890 SH SOLE 185790 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 1856 204400 SH SOLE 102800 0 0 TEXAS CAPITAL BANCSHARES INC *W EXP 01/16/201 88224Q115 350 43503 SH SOLE 43503 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 789 48100 SH SOLE 31987 0 0 TEXAS INSTRS INC COM 882508104 15082 647379 SH SOLE 647379 0 0 TEXTRON INC COM 883203101 1174 69200 SH SOLE 69200 0 0 TEXTRON INC NOTE 4.500% 5/0 883203BN0 13855 9500000 PRN SOLE 0 0 0 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899035505 43 10900 SH SOLE 1100 0 0 TUPPERWARE BRANDS CORP COM 899896104 32261 809549 SH SOLE 794749 0 0 TUTOR PERINI CORP COM 901109108 1952 118461 SH SOLE 118461 0 0 TW TELECOM INC COM 87311L104 1435 86036 SH SOLE 86036 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 24301 957500 SH SOLE 957500 0 0 TYCO INTERNATIONAL LTD SHS H89128104 30448 864267 SH SOLE 864267 0 0 TYSON FOODS INC CL A 902494103 21996 1342027 SH SOLE 1342027 0 0 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 9813 8400000 PRN SOLE 0 0 0 U S AIRWAYS GROUP INC COM 90341W108 4301 499500 SH SOLE 415200 0 0 U S G CORP COM NEW 903293405 207 17100 SH SOLE 17100 0 0 U STORE IT TR COM 91274F104 1925 258047 SH SOLE 176292 0 0 UDR INC COM 902653104 1810 94630 SH SOLE 94630 0 0 UGI CORP NEW COM 902681105 2514 98836 SH SOLE 98836 0 0 UIL HLDG CORP COM 902748102 3329 133008 SH SOLE 83335 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 5541 234213 SH SOLE 169513 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 322 9800 SH SOLE 100 0 0 ULTRATECH INC COM 904034105 178 10941 SH SOLE 10941 0 0 UMB FINL CORP COM 902788108 6616 186047 SH SOLE 163347 0 0 UMPQUA HLDGS CORP COM 904214103 1671 145514 SH SOLE 122614 0 0 UNDER ARMOUR INC CL A 904311107 338 10200 SH SOLE 2900 0 0 UNIFI INC COM 904677101 48 12500 SH SOLE 1300 0 0 UNIFIRST CORP MASS COM 904708104 3073 69800 SH SOLE 51800 0 0 UNION PAC CORP COM 907818108 2658 38242 SH SOLE 38242 0 0 UNISOURCE ENERGY CORP COM 909205106 12508 414445 SH SOLE 300032 0 0 UNISYS CORP COM NEW 909214306 5582 301868 SH SOLE 166429 0 0 UNIT CORP COM 909218109 1449 35700 SH SOLE 25900 0 0 UNITED BANKSHARES INC WEST V COM 909907107 18713 781675 SH SOLE 586698 0 0 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 940 238100 SH SOLE 196000 0 0 UNITED FIRE & CAS CO COM 910331107 1187 59900 SH SOLE 44400 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 86 29600 SH SOLE 29600 0 0 UNITED NAT FOODS INC COM 911163103 2615 87500 SH SOLE 52800 0 0 UNITED ONLINE INC COM 911268100 567 98485 SH SOLE 81065 0 0 UNITED PARCEL SERVICE INC CL B 911312106 7674 134900 SH SOLE 134900 0 0 UNITED RENTALS INC COM 911363109 3456 370779 SH SOLE 244481 0 0 UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 2086 1950000 PRN SOLE 0 0 0 UNITED STATES CELLULAR CORP COM 911684108 490 11900 SH SOLE 11900 0 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 28467 20375000 PRN SOLE 0 0 0 UNITED STATIONERS INC COM 913004107 7877 144605 SH SOLE 135105 0 0 UNITED TECHNOLOGIES CORP COM 913017109 20152 310463 SH SOLE 310463 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 5197 106464 SH SOLE 106464 0 0 UNITEDHEALTH GROUP INC COM 91324P102 10870 382750 SH SOLE 382750 0 0 UNITRIN INC COM 913275103 2748 107326 SH SOLE 78472 0 0 UNIVERSAL AMERICAN CORP COM 913377107 6067 421316 SH SOLE 282563 0 0 UNIVERSAL CORP VA COM 913456109 2814 70925 SH SOLE 58872 0 0 UNIVERSAL ELECTRS INC COM 913483103 368 22100 SH SOLE 15900 0 0 UNIVERSAL FST PRODS INC COM 913543104 4897 161573 SH SOLE 109873 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 618 19249 SH SOLE 8880 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 20459 536272 SH SOLE 536272 0 0 UNIVERSAL TECHNICAL INST INC COM 913915104 1612 68200 SH SOLE 39000 0 0 UNUM GROUP COM 91529Y106 26245 1209448 SH SOLE 1209448 0 0 URBAN OUTFITTERS INC COM 917047102 347 10100 SH SOLE 10100 0 0 URS CORP NEW COM 903236107 8227 209080 SH SOLE 209080 0 0 URSTADT BIDDLE PPTYS INS CL A 917286205 860 53296 SH SOLE 35315 0 0 US ECOLOGY INC COM 91732J102 251 17214 SH SOLE 3000 0 0 US GOLD CORPORATION COM PAR $0.10 912023207 1935 386248 SH SOLE 164300 0 0 USA MOBILITY INC COM 90341G103 3934 304488 SH SOLE 153810 0 0 USEC INC COM 90333E108 6196 1301608 SH SOLE 965547 0 0 V F CORP COM 918204108 1204 16920 SH SOLE 16920 0 0 VAALCO ENERGY INC COM NEW 91851C201 8232 1469972 SH SOLE 1003538 0 0 VAIL RESORTS INC COM 91879Q109 2444 70000 SH SOLE 62500 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 764 24100 SH SOLE 900 0 0 VALE S A ADR 91912E105 795 32639 SH SOLE 32639 0 0 VALE S A ADR REPSTG PFD 91912E204 816 38800 SH SOLE 38800 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 298 5700 SH SOLE 0 0 0 VALERO ENERGY CORP NEW COM 91913Y100 2195 122100 SH SOLE 122100 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 1372 56201 SH SOLE 56201 0 0 VALLEY NATL BANCORP *W EXP 11/14/201 919794131 290 116185 SH SOLE 116185 0 0 VALLEY NATL BANCORP COM 919794107 3266 239789 SH SOLE 239789 0 0 VALMONT INDS INC COM 920253101 6518 89700 SH SOLE 89700 0 0 VALSPAR CORP COM 920355104 1344 44631 SH SOLE 44631 0 0 VALUECLICK INC COM 92046N102 11125 1040667 SH SOLE 805285 0 0 VARIAN MED SYS INC COM 92220P105 771 14743 SH SOLE 14743 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 533 18600 SH SOLE 18600 0 0 VASCO DATA SEC INTL INC COM 92230Y104 725 117430 SH SOLE 56400 0 0 VCG HLDG CORP COM 91821K101 228 142589 SH SOLE 142589 0 0 VECTOR GROUP LTD DBCV 5.750% 6/1 92240MAL2 4320 3950000 PRN SOLE 0 0 0 VECTOR GROUP LTD FRNT 11/1 92240MAS7 15279 12583000 PRN SOLE 0 0 0 VEECO INSTRS INC DEL COM 922417100 1292 37691 SH SOLE 10691 0 0 VENOCO INC COM 92275P307 168 10200 SH SOLE 900 0 0 VENTAS INC COM 92276F100 1718 36600 SH SOLE 36600 0 0 VERIFONE SYS INC COM 92342Y109 354 18700 SH SOLE 700 0 0 VERISIGN INC COM 92343E102 2474 93200 SH SOLE 93200 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 12460 13900000 PRN SOLE 0 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 15915 568035 SH SOLE 568035 0 0 VERSO PAPER CORP COM 92531L108 30 13000 SH SOLE 1100 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1257 38201 SH SOLE 38201 0 0 VIACOM INC NEW CL B 92553P201 7922 252549 SH SOLE 252549 0 0 VIAD CORP COM NEW 92552R406 898 50895 SH SOLE 45600 0 0 VIRAGE LOGIC CORP COM 92763R104 3794 319082 SH SOLE 314882 0 0 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 9924 8500000 PRN SOLE 0 0 0 VIROPHARMA INC COM 928241108 10523 938693 SH SOLE 833593 0 0 VIRTUAL RADIOLOGIC CORPORATI COM 92826B104 12278 715513 SH SOLE 715513 0 0 VISA INC COM CL A 92826C839 616 8700 SH SOLE 8700 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 21217 2741186 SH SOLE 2633160 0 0 VISTAPRINT N V SHS N93540107 239 5031 SH SOLE 2600 0 0 VIVUS INC COM 928551100 758 79000 SH SOLE 47000 0 0 VOCUS INC COM 92858J108 214 14000 SH SOLE 3000 0 0 VOLCANO CORPORATION COM 928645100 225 10300 SH SOLE 900 0 0 VOLTERRA SEMICONDUCTOR CORP COM 928708106 2408 104403 SH SOLE 35700 0 0 VONAGE HLDGS CORP COM 92886T201 105 45500 SH SOLE 4200 0 0 VORNADO RLTY TR SH BEN INT 929042109 2217 30393 SH SOLE 30393 0 0 W & T OFFSHORE INC COM 92922P106 2001 211500 SH SOLE 211500 0 0 WABASH NATL CORP COM 929566107 81 11400 SH SOLE 900 0 0 WABCO HLDGS INC COM 92927K102 2485 78953 SH SOLE 78953 0 0 WADDELL & REED FINL INC CL A 930059100 571 26105 SH SOLE 26105 0 0 WAINWRIGHT BK&TR CO BOSTON M COM 930705108 8922 478380 SH SOLE 478380 0 0 WAL MART STORES INC COM 931142103 20296 422227 SH SOLE 422227 0 0 WALGREEN CO COM 931422109 17844 668303 SH SOLE 668303 0 0 WALTER ENERGY INC COM 93317Q105 23883 392482 SH SOLE 392482 0 0 WALTER INVT MGMT CORP COM 93317W102 1130 69130 SH SOLE 52401 0 0 WARNACO GROUP INC COM NEW 934390402 510 14100 SH SOLE 12300 0 0 WASHINGTON POST CO CL B 939640108 1211 2951 SH SOLE 2951 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 4393 159217 SH SOLE 110366 0 0 WASTE MGMT INC DEL COM 94106L109 17698 565627 SH SOLE 565627 0 0 WASTE SERVICES INC DEL COM NEW 941075202 16305 1398386 SH SOLE 1398386 0 0 WATERS CORP COM 941848103 3994 61729 SH SOLE 61729 0 0 WATSON PHARMACEUTICALS INC COM 942683103 754 18581 SH SOLE 18581 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 9361 326638 SH SOLE 273859 0 0 WAUSAU PAPER CORP COM 943315101 921 135974 SH SOLE 66303 0 0 WAVE SYSTEMS CORP COM NEW 943526301 50 15400 SH SOLE 800 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 564 42900 SH SOLE 42900 0 0 WEBMD HEALTH CORP COM 94770V102 1140 24543 SH SOLE 24543 0 0 WEBSENSE INC COM 947684106 2073 109667 SH SOLE 84023 0 0 WEBSTER FINL CORP CONN COM 947890109 1293 72100 SH SOLE 48300 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 452 17600 SH SOLE 17600 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 427 22400 SH SOLE 22400 0 0 WEIS MKTS INC COM 948849104 326 9900 SH SOLE 6708 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 2713 114300 SH SOLE 64400 0 0 WELLPOINT INC COM 94973V107 34915 713575 SH SOLE 713575 0 0 WELLS FARGO & CO NEW *W EXP 10/28/201 949746119 3592 465273 SH SOLE 465273 0 0 WELLS FARGO & CO NEW COM 949746101 18292 714520 SH SOLE 714520 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 1061 1150 SH SOLE 1150 0 0 WENDYS ARBYS GROUP INC COM 950587105 189 47135 SH SOLE 47135 0 0 WERNER ENTERPRISES INC COM 950755108 8119 370896 SH SOLE 370329 0 0 WESBANCO INC COM 950810101 4337 257396 SH SOLE 191683 0 0 WESCO INTL INC COM 95082P105 16538 491178 SH SOLE 417780 0 0 WEST COAST BANCORP ORE NEW COM 952145100 50 19600 SH SOLE 1700 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 377 10333 SH SOLE 10333 0 0 WEST PHARMACEUTICAL SVSC INC SDCV 4.000% 3/1 955306AA3 1622 2000000 PRN SOLE 0 0 0 WESTAMERICA BANCORPORATION COM 957090103 3897 74200 SH SOLE 52000 0 0 WESTAR ENERGY INC COM 95709T100 987 45688 SH SOLE 45688 0 0 WESTELL TECHNOLOGIES INC CL A 957541105 16 10400 SH SOLE 0 0 0 WESTERN DIGITAL CORP COM 958102105 27203 901947 SH SOLE 901947 0 0 WESTERN REFNG INC COM 959319104 1659 329900 SH SOLE 269675 0 0 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 10873 14425000 PRN SOLE 0 0 0 WESTERN UN CO COM 959802109 14284 958000 SH SOLE 958000 0 0 WESTLAKE CHEM CORP COM 960413102 1235 66500 SH SOLE 66500 0 0 WET SEAL INC CL A 961840105 291 79700 SH SOLE 79700 0 0 WEYERHAEUSER CO COM 962166104 697 19800 SH SOLE 19800 0 0 WGL HLDGS INC COM 92924F106 1731 50879 SH SOLE 33561 0 0 WHIRLPOOL CORP COM 963320106 5963 67900 SH SOLE 67900 0 0 WHITING PETE CORP NEW PERP PFD CONV 966387201 3691 19300 SH SOLE 19300 0 0 WHITNEY HLDG CORP COM 966612103 545 58900 SH SOLE 41900 0 0 WILEY JOHN & SONS INC CL A 968223206 1621 41917 SH SOLE 41917 0 0 WILLBROS GROUP INC NOTE 2.750% 3/1 969199AC2 19196 20114000 PRN SOLE 0 0 0 WILLBROS GROUP INC DEL COM 969203108 2056 277800 SH SOLE 141717 0 0 WILLIAMS CLAYTON ENERGY INC COM 969490101 1730 41062 SH SOLE 29828 0 0 WILLIAMS COS INC DEL COM 969457100 14302 782383 SH SOLE 782383 0 0 WILLIAMS PARTNERS L P COM UNIT L P 96950F104 267 6120 SH SOLE 6120 0 0 WILLIAMS PIPELINE PARTNERS L COM UNIT LP IN 96950K103 217 6700 SH SOLE 6700 0 0 WILLIAMS SONOMA INC COM 969904101 10572 425942 SH SOLE 425942 0 0 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 255 14300 SH SOLE 14300 0 0 WINDSTREAM CORP COM 97381W104 6361 602336 SH SOLE 602336 0 0 WINN DIXIE STORES INC COM NEW 974280307 5123 531470 SH SOLE 387796 0 0 WINTHROP RLTY TR SH BEN INT NEW 976391300 142 11100 SH SOLE 5600 0 0 WINTRUST FINANCIAL CORP COM 97650W108 1954 58600 SH SOLE 23734 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 316 26332 SH SOLE 26332 0 0 WMS INDS INC COM 929297109 310 7900 SH SOLE 7900 0 0 WOLVERINE WORLD WIDE INC COM 978097103 782 31007 SH SOLE 27307 0 0 WORLD ACCEP CORP DEL COM 981419104 489 12758 SH 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