-----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, ElfzLKsAHlor51yxFpci1YXNOp/ogtqB4Xq7OjeMNzp1SN0z0YoxDN2jMtEIfvmw KbL1JoJ3UUpy/A12ffjv4Q== 0001085146-10-001026.txt : 20101116 0001085146-10-001026.hdr.sgml : 20101116 20101115182847 ACCESSION NUMBER: 0001085146-10-001026 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101116 DATE AS OF CHANGE: 20101115 EFFECTIVENESS DATE: 20101116 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AQR CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0001167557 IRS NUMBER: 133987414 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10120 FILM NUMBER: 101194534 BUSINESS ADDRESS: STREET 1: TWO GREENWICH PLAZA STREET 2: 3RD FLOOR CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: TWO GREENWICH PLAZA STREET 2: 3RD FLOOR CITY: GREENWICH STATE: CT ZIP: 06830 13F-HR 1 aqr3q10.txt AQR CAPITAL MANAGEMENT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: AQR Capital Management, LLC Address: Two Greenwich Plaza, 3rd Floor Greenwich, CT 06830 13F File Number: 28-10120 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Clifford S. Asness Title: Managing Member Phone: 203-742-3600 Signature, Place, and Date of Signing: /s/ Clifford S. Asness Greenwich, CT November 15, 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: 2023 Form 13F Information Table Value Total: $11,321,517 (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 2539 29277 SH SOLE 22277 0 0 8X8 INC NEW COM 282914100 37 17400 SH SOLE 5000 0 0 99 CENTS ONLY STORES COM 65440K106 6908 365900 SH SOLE 354500 0 0 A D A M INC COM 00088U108 3305 521259 SH SOLE 521259 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 25802 2036480 SH SOLE 2008880 0 0 A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AE1 7094 7140000 PRN SOLE 0 0 0 A D C TELECOMMUNICATIONS NOTE 3.500% 7/1 000886AF8 4568 4603000 PRN SOLE 0 0 0 AAR CORP COM 000361105 5923 317400 SH SOLE 251700 0 0 AARONS INC COM 002535201 3388 183650 SH SOLE 183650 0 0 ABBOTT LABS COM 002824100 9289 177816 SH SOLE 153416 0 0 ABM INDS INC COM 000957100 514 23800 SH SOLE 13000 0 0 ABRAXAS PETE CORP COM 003830106 58 20500 SH SOLE 5300 0 0 ABRAXIS BIOSCIENCE INC NEW COM 00383Y102 33683 435524 SH SOLE 435524 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 303 17226 SH SOLE 2426 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 1919 101020 SH SOLE 67332 0 0 ACCELRYS INC COM 00430U103 245 35232 SH SOLE 35232 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 22132 520887 SH SOLE 506487 0 0 ACE LTD SHS H0023R105 20992 360371 SH SOLE 330271 0 0 ACI WORLDWIDE INC COM 004498101 1083 48373 SH SOLE 23300 0 0 ACME PACKET INC COM 004764106 1612 42500 SH SOLE 3100 0 0 ACORDA THERAPEUTICS INC COM 00484M106 2136 64700 SH SOLE 9000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 2062 190600 SH SOLE 190600 0 0 ACTUANT CORP CL A NEW 00508X203 1887 82200 SH SOLE 69700 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 591 500000 PRN SOLE 0 0 0 ACUITY BRANDS INC COM 00508Y102 1765 39900 SH SOLE 39900 0 0 ACXIOM CORP COM 005125109 11481 723876 SH SOLE 628226 0 0 ADCARE HEALTH SYSTEMS INC COM NEW 00650W300 261 75768 SH SOLE 75768 0 0 ADMINISTAFF INC COM 007094105 816 30300 SH SOLE 22400 0 0 ADOBE SYS INC COM 00724F101 3088 118100 SH SOLE 118100 0 0 ADTRAN INC COM 00738A106 1963 55600 SH SOLE 55600 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 1211 300400 SH SOLE 201100 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1939 33046 SH SOLE 33046 0 0 ADVANCED ENERGY INDS COM 007973100 161 12300 SH SOLE 12300 0 0 ADVENT SOFTWARE INC COM 007974108 799 15300 SH SOLE 1600 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2011 82900 SH SOLE 82900 0 0 AERCAP HOLDINGS NV SHS N00985106 1236 104494 SH SOLE 104494 0 0 AEROPOSTALE COM 007865108 10211 439174 SH SOLE 439174 0 0 AES CORP COM 00130H105 9441 831817 SH SOLE 831817 0 0 AETNA INC NEW COM 00817Y108 6042 191150 SH SOLE 171150 0 0 AFFORDABLE RESIDENTIAL CMNTY NOTE 7.500% 8/1 00828UAB9 1044 998000 PRN SOLE 0 0 0 AFFYMETRIX INC COM 00826T108 970 212810 SH SOLE 112471 0 0 AFLAC INC COM 001055102 1055 20407 SH SOLE 20407 0 0 AGCO CORP COM 001084102 1781 45667 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0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 13928 13980000 PRN SOLE 0 0 0 AMERICREDIT CORP NOTE 2.125% 9/1 03060RAR2 23686 23755000 PRN SOLE 0 0 0 AMERIGROUP CORP COM 03073T102 513 12078 SH SOLE 12078 0 0 AMERIPRISE FINL INC COM 03076C106 25321 534984 SH SOLE 512484 0 0 AMERISOURCEBERGEN CORP COM 03073E105 17238 562232 SH SOLE 562232 0 0 AMERISTAR CASINOS INC COM 03070Q101 1899 108845 SH SOLE 55500 0 0 AMETEK INC NEW COM 031100100 301 6300 SH SOLE 6300 0 0 AMGEN INC COM 031162100 50520 916718 SH SOLE 809718 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 11399 11500000 PRN SOLE 0 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 2589 503627 SH SOLE 358325 0 0 AMR CORP COM 001765106 4725 753600 SH SOLE 753600 0 0 AMR CORP NOTE 6.250%10/1 001765BC9 14494 14800000 PRN SOLE 0 0 0 AMSURG CORP COM 03232P405 2335 133600 SH SOLE 118700 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 3886 267639 SH SOLE 178041 0 0 ANADARKO PETE CORP COM 032511107 874 15319 SH SOLE 15319 0 0 ANALOG DEVICES INC COM 032654105 6554 208867 SH SOLE 194267 0 0 ANALOGIC CORP COM PAR $0.05 032657207 274 6100 SH SOLE 3600 0 0 ANDERSONS INC COM 034164103 13764 363179 SH SOLE 258659 0 0 ANIXTER INTL INC COM 035290105 2084 38600 SH SOLE 28100 0 0 ANNALY CAP MGMT INC COM 035710409 4974 282616 SH SOLE 205716 0 0 ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 19355 17600000 PRN SOLE 0 0 0 ANNTAYLOR STORES CORP COM 036115103 237 11700 SH SOLE 100 0 0 ANSYS INC COM 03662Q105 232 5500 SH SOLE 5500 0 0 ANTARES PHARMA INC COM 036642106 25 17400 SH SOLE 2000 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 2442 342509 SH SOLE 248049 0 0 AOL INC COM 00184X105 3650 147461 SH SOLE 147461 0 0 AON CORP COM 037389103 986 25200 SH SOLE 25200 0 0 APAC CUSTOMER SERVICES INC COM 00185E106 2403 424618 SH SOLE 160100 0 0 APACHE CORP COM 037411105 4878 49899 SH SOLE 48899 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 1146 53589 SH SOLE 53589 0 0 APOGEE ENTERPRISES INC COM 037598109 7350 803312 SH SOLE 578404 0 0 APOLLO GROUP INC CL 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BROOKLINE BANCORP INC DEL COM 11373M107 1146 114800 SH SOLE 71600 0 0 BROWN FORMAN CORP CL B 115637209 6297 102156 SH SOLE 102156 0 0 BROWN SHOE INC NEW COM 115736100 2730 238000 SH SOLE 201100 0 0 BRUKER CORP COM 116794108 1324 94400 SH SOLE 10000 0 0 BRUNSWICK CORP COM 117043109 595 39100 SH SOLE 1300 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 254 17300 SH SOLE 11300 0 0 BUCYRUS INTL INC NEW COM 118759109 1574 22700 SH SOLE 22700 0 0 BURGER KING HLDGS INC COM 121208201 20057 839913 SH SOLE 839913 0 0 C D I CORP COM 125071100 231 17852 SH SOLE 16797 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1224 17500 SH SOLE 17500 0 0 CA INC COM 12673P105 12191 577231 SH SOLE 577231 0 0 CABELAS INC COM 126804301 232 12200 SH SOLE 3000 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 14395 549645 SH SOLE 510845 0 0 CABOT CORP COM 127055101 10308 316485 SH SOLE 316485 0 0 CABOT OIL & GAS CORP COM 127097103 521 17300 SH SOLE 17300 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 1057 138500 SH SOLE 138500 0 0 CAL DIVE INTL INC DEL COM 12802T101 12274 2243914 SH SOLE 1643400 0 0 CAL MAINE FOODS INC COM NEW 128030202 1072 36977 SH SOLE 31877 0 0 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 4867 285283 SH SOLE 127032 0 0 CALIPER LIFE SCIENCES INC COM 130872104 46 11600 SH SOLE 2500 0 0 CALPINE CORP COM NEW 131347304 1233 99057 SH SOLE 99057 0 0 CAMAC ENERGY INC COM 131745101 82 25600 SH SOLE 4900 0 0 CAMDEN PPTY TR SH BEN INT 133131102 1962 40900 SH SOLE 40900 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 2529 58869 SH SOLE 58869 0 0 CAMPBELL SOUP CO COM 134429109 803 22448 SH SOLE 22448 0 0 CANTEL MEDICAL CORP COM 138098108 374 23100 SH SOLE 400 0 0 CAPELLA EDUCATION COMPANY COM 139594105 4184 53900 SH SOLE 17900 0 0 CAPITAL GOLD CORP COM NEW 14018Y205 99 20600 SH SOLE 4600 0 0 CAPITAL ONE FINL CORP COM 14040H105 1111 28100 SH SOLE 28100 0 0 CAPITALSOURCE INC COM 14055X102 7660 1434522 SH SOLE 1434522 0 0 CAPITALSOURCE INC SDCV 4.000% 7/1 14055XAE2 1381 1400000 PRN SOLE 0 0 0 CAPLEASE INC COM 140288101 658 117754 SH SOLE 80182 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 2179 200471 SH SOLE 144059 0 0 CARBO CERAMICS INC COM 140781105 1541 19022 SH SOLE 7022 0 0 CARDINAL HEALTH INC COM 14149Y108 30765 931150 SH SOLE 886450 0 0 CARDTRONICS INC COM 14161H108 1970 127678 SH SOLE 119378 0 0 CAREER EDUCATION CORP COM 141665109 23972 1116536 SH SOLE 986484 0 0 CAREFUSION CORP COM 14170T101 2402 96706 SH SOLE 96706 0 0 CARLISLE COS INC COM 142339100 3557 118779 SH SOLE 118779 0 0 CARMAX INC COM 143130102 7168 257300 SH SOLE 257300 0 0 CARNIVAL CORP PAIRED CTF 143658300 9786 256105 SH SOLE 246805 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 15359 455620 SH SOLE 391020 0 0 CARTER INC COM 146229109 2328 88403 SH SOLE 88403 0 0 CASCADE CORP COM 147195101 1201 37757 SH SOLE 18500 0 0 CASEYS GEN STORES INC COM 147528103 6630 158813 SH SOLE 155400 0 0 CASH AMER INTL INC COM 14754D100 949 27100 SH SOLE 25100 0 0 CASTLE A M & CO COM 148411101 723 54600 SH SOLE 44500 0 0 CATALYST HEALTH SOLUTIONS IN COM 14888B103 3627 103000 SH SOLE 87100 0 0 CATERPILLAR INC DEL COM 149123101 1731 22000 SH SOLE 22000 0 0 CATHAY GENERAL BANCORP COM 149150104 2322 195300 SH SOLE 184800 0 0 CATO CORP NEW CL A 149205106 6747 252139 SH SOLE 127340 0 0 CAVIUM NETWORKS INC COM 14965A101 316 11000 SH SOLE 3700 0 0 CBIZ INC COM 124805102 1327 223794 SH SOLE 223794 0 0 CBL & ASSOC PPTYS INC COM 124830100 5188 397251 SH SOLE 289445 0 0 CBOE HLDGS INC COM 12503M108 309 15400 SH SOLE 15400 0 0 CBS CORP NEW CL A 124857103 153 9650 SH SOLE 9650 0 0 CBS CORP NEW CL B 124857202 726 45764 SH SOLE 45764 0 0 CEDAR SHOPPING CTRS INC COM NEW 150602209 643 105832 SH SOLE 88155 0 0 CELANESE CORP DEL COM SER A 150870103 13053 406647 SH SOLE 406647 0 0 CELLDEX THERAPEUTICS INC NEW COM 15117B103 111 27636 SH SOLE 27636 0 0 CELLU TISSUE HLDGS INC COM 151169109 7150 599290 SH SOLE 599290 0 0 CELSIUS HOLDINGS INC *W EXP 99/99/999 15118V116 36 90000 SH SOLE 90000 0 0 CELSIUS HOLDINGS INC COM NEW 15118V207 492 359010 SH SOLE 359010 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 872 102620 SH SOLE 23920 0 0 CENOVUS ENERGY INC COM 15135U109 2692 93561 SH SOLE 93561 0 0 CENTENE CORP DEL COM 15135B101 3358 142363 SH SOLE 142363 0 0 CENTER FINL CORP CALIF COM 15146E102 62 12100 SH SOLE 4200 0 0 CENTERPOINT ENERGY INC COM 15189T107 1424 90582 SH SOLE 90582 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 100 4500 SH SOLE 4500 0 0 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 4969 5500000 PRN SOLE 0 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 6458 623400 SH SOLE 497530 0 0 CENTRAL GARDEN & PET CO COM 153527106 1698 164424 SH SOLE 164424 0 0 CENTRAL JERSEY BANCORP NJ COM 153770102 5082 683981 SH SOLE 683981 0 0 CENTRAL PAC FINL CORP COM 154760102 268 187760 SH SOLE 137316 0 0 CENTURYLINK INC COM 156700106 220 5574 SH SOLE 5574 0 0 CENVEO INC COM 15670S105 421 83782 SH SOLE 83782 0 0 CEPHALON INC COM 156708109 3671 58800 SH SOLE 58800 0 0 CEPHEID COM 15670R107 369 19700 SH SOLE 3900 0 0 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81490 1005434 SH SOLE 877734 0 0 CHICOS FAS INC COM 168615102 744 70700 SH SOLE 61200 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 6044 123934 SH SOLE 83392 0 0 CHIMERA INVT CORP COM 16934Q109 2127 538600 SH SOLE 538600 0 0 CHINA HYDROELECTRIC CORP SPONSORED ADR 16949D101 212 67000 SH SOLE 67000 0 0 CHINA INTLLGNT LTG & ELCTR I COM NEW 16890G202 678 273241 SH SOLE 273241 0 0 CHINA MED TECHNOLOGIES INC NOTE 3.500%11/1 169483AB0 5032 5250000 PRN SOLE 0 0 0 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 4401 5250000 PRN SOLE 0 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1023 20000 SH SOLE 11500 0 0 CHINA NEW BORUN CORP ADR 16890T105 129 11088 SH SOLE 11088 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 591 6700 SH SOLE 6700 0 0 CHIQUITA BRANDS INTL INC COM 170032809 7857 593441 SH SOLE 467579 0 0 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 6608 7000000 PRN SOLE 0 0 0 CHOICE HOTELS INTL INC COM 169905106 438 12000 SH SOLE 12000 0 0 CHRISTOPHER & BANKS CORP COM 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11200 0 0 CLARCOR INC COM 179895107 2171 56200 SH SOLE 56200 0 0 CLEAN ENERGY FUELS CORP COM 184499101 290 20400 SH SOLE 100 0 0 CLEAN HARBORS INC COM 184496107 1063 15691 SH SOLE 11991 0 0 CLEARWATER PAPER CORP COM 18538R103 12774 167900 SH SOLE 115300 0 0 CLECO CORP NEW COM 12561W105 373 12600 SH SOLE 12600 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 989 15474 SH SOLE 10174 0 0 CLOROX CO DEL COM 189054109 968 14500 SH SOLE 14500 0 0 CLOUD PEAK ENERGY INC COM 18911Q102 4541 248800 SH SOLE 196700 0 0 CME GROUP INC COM 12572Q105 3542 13600 SH SOLE 13600 0 0 CMS ENERGY CORP COM 125896100 1738 96426 SH SOLE 96426 0 0 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 698 500000 PRN SOLE 0 0 0 CMS ENERGY CORP NOTE 3.375% 7/1 125896AY6 3271 1750000 PRN SOLE 0 0 0 CNA FINL CORP COM 126117100 5875 209881 SH SOLE 209881 0 0 CNO FINL GROUP INC COM 12621E103 4022 726075 SH SOLE 512475 0 0 CNOOC LTD SPONSORED ADR 126132109 389 2000 SH SOLE 1300 0 0 COACH INC COM 189754104 2024 47107 SH SOLE 34607 0 0 COCA COLA CO COM 191216100 30613 523115 SH SOLE 431815 0 0 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 2863 36600 SH SOLE 11800 0 0 COEUR D ALENE MINES CORP IDA COM NEW 192108504 3719 186708 SH SOLE 115930 0 0 COGDELL SPENCER INC COM 19238U107 485 76700 SH SOLE 55200 0 0 COGENT COMM GROUP INC COM NEW 19239V302 264 27900 SH SOLE 200 0 0 COGNEX CORP COM 192422103 673 25100 SH SOLE 20000 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 761 11800 SH SOLE 11800 0 0 COGO GROUP INC COM 192448108 976 157900 SH SOLE 116596 0 0 COHEN & STEERS DIV MJRS FDIN COM 19248G106 285 25187 SH SOLE 25187 0 0 COHEN & STEERS QUALITY RLTY COM 19247L106 3136 399015 SH SOLE 399015 0 0 COHEN & STEERS REIT & PFD IN COM 19247X100 173 13191 SH SOLE 13191 0 0 COHERENT INC COM 192479103 2725 68100 SH SOLE 37814 0 0 COINSTAR INC COM 19259P300 727 16900 SH SOLE 10600 0 0 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 9653 7400000 PRN SOLE 0 0 0 COLFAX CORP COM 194014106 168 11300 SH SOLE 2700 0 0 COLGATE PALMOLIVE CO COM 194162103 13255 172453 SH SOLE 149653 0 0 COLLECTIVE BRANDS INC COM 19421W100 765 47400 SH SOLE 27300 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 3497 215991 SH SOLE 146132 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 286 4900 SH SOLE 100 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 724 43628 SH SOLE 34665 0 0 COMCAST CORP NEW CL A 20030N101 27143 1501299 SH SOLE 1358599 0 0 COMCAST CORP NEW CL A SPL 20030N200 24071 1415092 SH SOLE 1406892 0 0 COMERICA INC *W EXP 11/14/201 200340115 11182 873570 SH SOLE 873570 0 0 COMERICA INC COM 200340107 1709 46003 SH SOLE 46003 0 0 COMFORT SYS USA INC COM 199908104 3354 312587 SH SOLE 209635 0 0 COMMERCE BANCSHARES INC COM 200525103 4499 119674 SH SOLE 119674 0 0 COMMERCIAL METALS CO COM 201723103 298 20539 SH SOLE 20539 0 0 COMMONWEALTH REIT COM SH BEN INT 203233101 5590 218377 SH SOLE 218377 0 0 COMMSCOPE INC COM 203372107 5 200 SH SOLE 200 0 0 COMMSCOPE INC NOTE 3.250% 7/0 203372AG2 21797 19125000 PRN SOLE 0 0 0 COMMUNITY BK SYS INC COM 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RES INC COM NEW 205768203 1907 84800 SH SOLE 84800 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 2294 83888 SH SOLE 83888 0 0 CONAGRA FOODS INC COM 205887102 19209 875504 SH SOLE 772404 0 0 CONCHO RES INC COM 20605P101 1210 18287 SH SOLE 18287 0 0 CONMED CORP COM 207410101 244 10886 SH SOLE 10886 0 0 CONOCOPHILLIPS COM 20825C104 71485 1244727 SH SOLE 1134727 0 0 CONSOL ENERGY INC COM 20854P109 1297 35100 SH SOLE 35100 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 194 10400 SH SOLE 3200 0 0 CONSOLIDATED EDISON INC COM 209115104 4406 91366 SH SOLE 91366 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 1492 36000 SH SOLE 9300 0 0 CONSTELLATION BRANDS INC CL A 21036P108 2659 150300 SH SOLE 150300 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 2292 45693 SH SOLE 38093 0 0 CONTINENTAL AIRLS INC CL B 210795308 642 25863 SH SOLE 25863 0 0 CONTINENTAL RESOURCES INC COM 212015101 3581 77243 SH SOLE 77243 0 0 CONVERGYS CORP COM 212485106 17774 1700876 SH SOLE 1450753 0 0 CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 2884 2500000 PRN SOLE 0 0 0 CON-WAY INC COM 205944101 7828 252610 SH SOLE 252610 0 0 COOPER COS INC COM NEW 216648402 1793 38800 SH SOLE 38800 0 0 COOPER TIRE & RUBR CO COM 216831107 2002 102000 SH SOLE 44800 0 0 COPANO ENERGY L L C COM UNITS 217202100 225 8200 SH SOLE 8200 0 0 COPART INC COM 217204106 3050 92500 SH SOLE 92500 0 0 CORE MARK HOLDING CO INC COM 218681104 591 19100 SH SOLE 14300 0 0 CORELOGIC INC COM 21871D103 6547 341696 SH SOLE 341696 0 0 CORINTHIAN COLLEGES INC COM 218868107 5548 790332 SH SOLE 789532 0 0 CORMEDIX INC *W EXP 03/24/201 21900C118 44 107300 SH SOLE 107300 0 0 CORMEDIX INC COM 21900C100 337 214600 SH SOLE 214600 0 0 CORN PRODS INTL INC COM 219023108 10226 272700 SH SOLE 262900 0 0 CORNING INC COM 219350105 321 17541 SH SOLE 17541 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 1293 40964 SH SOLE 33264 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 325 8700 SH SOLE 8700 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 869 35213 SH SOLE 35213 0 0 COSAN LTD SHS A G25343107 243 21000 SH SOLE 21000 0 0 COSTCO WHSL CORP NEW COM 22160K105 3812 59106 SH SOLE 59106 0 0 COUSINS PPTYS INC COM 222795106 1727 241844 SH SOLE 178763 0 0 COVANTA HLDG CORP COM 22282E102 72 4600 SH SOLE 4600 0 0 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 2419 2500000 PRN SOLE 0 0 0 COVENTRY HEALTH CARE INC COM 222862104 872 40500 SH SOLE 40500 0 0 COVIDIEN PLC SHS G2554F105 23845 593303 SH SOLE 525003 0 0 CPI INTERNATIONAL INC COM 12618M100 15502 1107307 SH SOLE 1107307 0 0 CRA INTL INC COM 12618T105 2263 125390 SH SOLE 98929 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 1482 29200 SH SOLE 20500 0 0 CRANE CO COM 224399105 17511 461536 SH SOLE 455596 0 0 CREDIT ACCEP CORP MICH COM 225310101 236 3900 SH SOLE 500 0 0 CREE INC COM 225447101 4223 77785 SH SOLE 77785 0 0 CREXUS INVT CORP COM 226553105 247 20563 SH SOLE 20563 0 0 CROCS INC COM 227046109 1042 80100 SH SOLE 65700 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 310 43100 SH SOLE 38100 0 0 CROSSTEX ENERGY INC COM 22765Y104 97 12300 SH SOLE 3100 0 0 CROSSTEX ENERGY L P COM 22765U102 269 21200 SH SOLE 21200 0 0 CROWN CASTLE INTL CORP COM 228227104 287 6500 SH SOLE 6500 0 0 CROWN HOLDINGS INC COM 228368106 20449 713502 SH SOLE 669802 0 0 CRYOLIFE INC COM 228903100 598 98500 SH SOLE 78800 0 0 CSG SYS INTL INC COM 126349109 15989 877066 SH SOLE 656995 0 0 CSX CORP COM 126408103 38494 695844 SH SOLE 657544 0 0 CUBIC CORP COM 229669106 9706 237895 SH SOLE 139293 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 3667 156792 SH SOLE 125592 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 1528 1500000 PRN SOLE 0 0 0 CULLEN FROST BANKERS INC COM 229899109 3494 64867 SH SOLE 64867 0 0 CUMMINS INC COM 231021106 3335 36820 SH SOLE 32120 0 0 CUSHING MLP TOTAL RETURN FD COM SHS 231631102 1522 180975 SH SOLE 180975 0 0 CVB FINL CORP COM 126600105 5607 746659 SH SOLE 597400 0 0 CVR ENERGY INC COM 12662P108 944 114446 SH SOLE 75500 0 0 CVS CAREMARK CORPORATION COM 126650100 1584 50347 SH SOLE 50347 0 0 CYBERONICS INC COM 23251P102 531 19900 SH SOLE 15789 0 0 CYMER INC COM 232572107 260 7000 SH SOLE 7000 0 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 9177 2383713 SH SOLE 2383713 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 938 74600 SH SOLE 74600 0 0 CYPRESS SHARPRIDGE INVTS INC COM 23281A307 4318 323457 SH SOLE 314657 0 0 CYTEC INDS INC COM 232820100 5868 104082 SH SOLE 96882 0 0 D R HORTON INC COM 23331A109 7122 640480 SH SOLE 603080 0 0 D R HORTON INC NOTE 2.000% 5/1 23331ABB4 16826 15231000 PRN SOLE 0 0 0 DAKTRONICS INC COM 234264109 145 14801 SH SOLE 14801 0 0 DANA HLDG CORP COM 235825205 14063 1141500 SH SOLE 715600 0 0 DANAHER CORP DEL COM 235851102 642 15811 SH SOLE 15811 0 0 DARDEN RESTAURANTS INC COM 237194105 9561 223503 SH SOLE 215603 0 0 DARLING INTL INC COM 237266101 2601 305307 SH SOLE 122805 0 0 DAVITA INC COM 23918K108 546 7914 SH SOLE 7914 0 0 DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 228 6798 SH SOLE 6798 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 2958 617464 SH SOLE 449709 0 0 DEAN FOODS CO NEW COM 242370104 1199 117400 SH SOLE 117400 0 0 DECKERS OUTDOOR CORP COM 243537107 19085 382000 SH SOLE 305400 0 0 DEERE & CO COM 244199105 4256 60989 SH SOLE 54789 0 0 DEL MONTE FOODS CO COM 24522P103 3091 235741 SH SOLE 235741 0 0 DELCATH SYS INC COM 24661P104 82 11400 SH SOLE 4400 0 0 DELPHI FINL GROUP INC CL A 247131105 554 22185 SH SOLE 14500 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 2376 204085 SH SOLE 178685 0 0 DELTEK INC COM 24784L105 83 10300 SH SOLE 0 0 0 DELUXE CORP COM 248019101 3497 182815 SH SOLE 171115 0 0 DENBURY RES INC COM NEW 247916208 2214 139360 SH SOLE 139360 0 0 DENNYS CORP COM 24869P104 909 292200 SH SOLE 122000 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1226 109300 SH SOLE 109300 0 0 DEVON ENERGY CORP NEW COM 25179M103 10237 158122 SH SOLE 131622 0 0 DEVRY INC DEL COM 251893103 12982 263800 SH SOLE 257800 0 0 DEX ONE CORP COM 25212W100 538 43800 SH SOLE 37700 0 0 DEXCOM INC COM 252131107 6139 464395 SH SOLE 452795 0 0 DHT HOLDINGS INC COM Y2065G105 1687 408366 SH SOLE 335800 0 0 DIAMOND FOODS INC COM 252603105 279 6800 SH SOLE 1700 0 0 DIAMOND MGMT & TECHNOLOGY CO COM 25269L106 16473 1317855 SH SOLE 1317855 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 5686 83900 SH SOLE 83900 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 4225 445184 SH SOLE 306302 0 0 DIGITALGLOBE INC COM NEW 25389M877 3756 123562 SH SOLE 114662 0 0 DILLARDS INC CL A 254067101 2766 117020 SH SOLE 89577 0 0 DIME CMNTY BANCSHARES COM 253922108 1285 92771 SH SOLE 69623 0 0 DIONEX CORP COM 254546104 1717 19860 SH SOLE 16960 0 0 DIRECTV COM CL A 25490A101 13607 326862 SH SOLE 310362 0 0 DISCOVER FINL SVCS COM 254709108 9946 596253 SH SOLE 566853 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 273 6266 SH SOLE 6266 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 22678 593812 SH SOLE 593812 0 0 DISH NETWORK CORP CL A 25470M109 19326 1008670 SH SOLE 967970 0 0 DISNEY WALT CO COM DISNEY 254687106 4780 144358 SH SOLE 144358 0 0 DIVX INC COM 255413106 3643 382260 SH SOLE 382260 0 0 DOLBY LABORATORIES INC COM 25659T107 2216 39000 SH SOLE 39000 0 0 DOLE FOOD CO INC NEW COM 256603101 2939 321200 SH SOLE 256100 0 0 DOLLAR FINL CORP COM 256664103 265 12700 SH SOLE 9600 0 0 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 1314 1425000 PRN SOLE 0 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 20230 403476 SH SOLE 395976 0 0 DOLLAR TREE INC COM 256746108 18712 383755 SH SOLE 383755 0 0 DOMINION RES INC VA NEW COM 25746U109 498 11400 SH SOLE 11400 0 0 DOMINOS PIZZA INC COM 25754A201 184 13900 SH SOLE 2100 0 0 DOMTAR CORP COM NEW 257559203 1511 23400 SH SOLE 23400 0 0 DONALDSON INC COM 257651109 1060 22500 SH SOLE 22500 0 0 DONNELLEY R R & SONS CO COM 257867101 12120 714604 SH SOLE 701504 0 0 DOUGLAS DYNAMICS INC COM 25960R105 247 19987 SH SOLE 19987 0 0 DOUGLAS EMMETT INC COM 25960P109 364 20800 SH SOLE 20800 0 0 DOVER CORP COM 260003108 3039 58208 SH SOLE 58208 0 0 DPL INC COM 233293109 287 11000 SH SOLE 11000 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 37909 1067255 SH SOLE 985355 0 0 DR REDDYS LABS LTD ADR 256135203 316 9800 SH SOLE 6000 0 0 DREAMWORKS ANIMATION SKG INC CL A 26153C103 1684 52771 SH SOLE 52771 0 0 DRESS BARN INC COM 261570105 808 34000 SH SOLE 34000 0 0 DRESSER-RAND GROUP INC COM 261608103 4771 129336 SH SOLE 129336 0 0 DRIL-QUIP INC COM 262037104 1646 26500 SH SOLE 26000 0 0 DRYSHIPS INC SHS Y2109Q101 280 58300 SH SOLE 58300 0 0 DST SYS INC DEL COM 233326107 215 4800 SH SOLE 4800 0 0 DST SYS INC DEL DBCV 8/1 233326AE7 25129 22750000 PRN SOLE 0 0 0 DSW INC CL A 23334L102 7101 247433 SH SOLE 108611 0 0 DTE ENERGY CO COM 233331107 24949 543200 SH SOLE 488000 0 0 DTS INC COM 23335C101 221 5800 SH SOLE 1000 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 3285 73631 SH SOLE 59431 0 0 DUKE ENERGY CORP NEW COM 26441C105 1171 66100 SH SOLE 66100 0 0 DUKE REALTY CORP COM NEW 264411505 1609 138800 SH SOLE 138800 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 2410 32501 SH SOLE 32501 0 0 DUNCAN ENERGY PARTNERS LP COM UNITS 265026104 204 6529 SH SOLE 6529 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 2472 98298 SH SOLE 64900 0 0 DYCOM INDS INC COM 267475101 5374 537975 SH SOLE 335858 0 0 DYNAVOX INC CL A 26817F104 361 44400 SH SOLE 44400 0 0 DYNEGY INC DEL COM 26817G300 11449 2350833 SH SOLE 2350833 0 0 E M C CORP MASS COM 268648102 1985 97750 SH SOLE 97750 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 8277 6300000 PRN SOLE 0 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 12069 8750000 PRN SOLE 0 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 1073 73800 SH SOLE 73800 0 0 EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 188 30849 SH SOLE 30849 0 0 EARTHLINK INC COM 270321102 20046 2205250 SH SOLE 1793493 0 0 EARTHLINK INC FRNT 3.250%11/1 270321AA0 16984 14500000 PRN SOLE 0 0 0 EAST WEST BANCORP INC COM 27579R104 630 38700 SH SOLE 38700 0 0 EASTGROUP PPTY INC COM 277276101 2146 57420 SH SOLE 35276 0 0 EASTMAN CHEM CO COM 277432100 2251 30415 SH SOLE 30415 0 0 EASTMAN KODAK CO COM 277461109 7958 1894670 SH SOLE 1696133 0 0 EATON CORP COM 278058102 1097 13300 SH SOLE 13300 0 0 EATON VANCE CORP COM NON VTG 278265103 256 8800 SH SOLE 8800 0 0 EDISON INTL COM 281020107 34068 990633 SH SOLE 878233 0 0 EDUCATION MGMT CORP NEW COM 28140M103 172 11700 SH SOLE 11700 0 0 EDUCATION RLTY TR INC COM 28140H104 1184 165544 SH SOLE 110444 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 4546 67800 SH SOLE 67800 0 0 EL PASO CORP COM 28336L109 5104 412306 SH SOLE 412306 0 0 EL PASO ELEC CO COM NEW 283677854 16742 704026 SH SOLE 539409 0 0 EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 205 6400 SH SOLE 6400 0 0 ELECTRONIC ARTS INC COM 285512109 846 51500 SH SOLE 51500 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 390 32200 SH SOLE 14200 0 0 ELIZABETH ARDEN INC COM 28660G106 1743 87200 SH SOLE 63100 0 0 ELLIS PERRY INTL INC COM 288853104 675 30900 SH SOLE 27100 0 0 EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 240 10000 SH SOLE 10000 0 0 EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 3058 107700 SH SOLE 26100 0 0 EMCOR GROUP INC COM 29084Q100 26964 1096559 SH SOLE 964066 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 504 29225 SH SOLE 24225 0 0 EMERSON ELEC CO COM 291011104 5890 111848 SH SOLE 95848 0 0 EMMIS COMMUNICATIONS CORP CL A 291525103 2225 2852187 SH SOLE 2852187 0 0 EMPIRE DIST ELEC CO COM 291641108 268 13300 SH SOLE 3300 0 0 EMS TECHNOLOGIES INC COM 26873N108 624 33500 SH SOLE 30200 0 0 EMULEX CORP COM NEW 292475209 634 60700 SH SOLE 60700 0 0 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 226 4100 SH SOLE 1000 0 0 ENCANA CORP COM 292505104 3727 123299 SH SOLE 123299 0 0 ENCORE WIRE CORP COM 292562105 3851 187758 SH SOLE 149712 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 17531 527403 SH SOLE 510003 0 0 ENERGEN CORP COM 29265N108 12849 281047 SH SOLE 260747 0 0 ENERGIZER HLDGS INC COM 29266R108 6942 103259 SH SOLE 98459 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 927 184600 SH SOLE 184600 0 0 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 1692 73200 SH SOLE 14000 0 0 ENERSIS S A SPONSORED ADR 29274F104 748 31800 SH SOLE 3900 0 0 ENERSYS COM 29275Y102 3109 124500 SH SOLE 86557 0 0 ENPRO INDS INC COM 29355X107 6202 198271 SH SOLE 149156 0 0 ENPRO INDS INC DBCV 3.938%10/1 29355XAB3 14286 12592000 PRN SOLE 0 0 0 ENSCO PLC SPONSORED ADR 29358Q109 41368 924836 SH SOLE 870336 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 2479 315446 SH SOLE 231717 0 0 ENTERGY CORP NEW COM 29364G103 7201 94100 SH SOLE 77000 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 293 7388 SH SOLE 7388 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 5647 130779 SH SOLE 97007 0 0 ENTROPIC COMMUNICATIONS INC COM 29384R105 3818 397744 SH SOLE 362344 0 0 ENZON PHARMACEUTICALS INC COM 293904108 177 15700 SH SOLE 3900 0 0 ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE8 8743 6925000 PRN SOLE 0 0 0 EOG RES INC COM 26875P101 2659 28600 SH SOLE 28600 0 0 EPICOR SOFTWARE CORP COM 29426L108 278 31955 SH SOLE 18567 0 0 EPIQ SYS INC COM 26882D109 588 48000 SH SOLE 31700 0 0 EQT CORP COM 26884L109 1316 36500 SH SOLE 36500 0 0 EQUINIX INC COM NEW 29444U502 856 8367 SH SOLE 8367 0 0 EQUINIX INC NOTE 4.750% 6/1 29444UAH9 4120 2900000 PRN SOLE 0 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 2382 43721 SH SOLE 23838 0 0 EQUITY ONE COM 294752100 1694 100385 SH SOLE 74232 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 5915 124350 SH SOLE 111750 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 1335 178473 SH SOLE 76982 0 0 ERICSSON L M TEL CO ADR B SEK 10 294821608 131 11900 SH SOLE 11900 0 0 ESSEX PPTY TR INC COM 297178105 1435 13116 SH SOLE 13116 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 17658 308542 SH SOLE 257160 0 0 EURONET WORLDWIDE INC COM 298736109 529 29400 SH SOLE 16000 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 3702 129383 SH SOLE 129383 0 0 EXACT SCIENCES CORP COM 30063P105 75 10400 SH SOLE 3100 0 0 EXELIXIS INC COM 30161Q104 358 91300 SH SOLE 2200 0 0 EXELON CORP COM 30161N101 8795 206544 SH SOLE 157544 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 906 189244 SH SOLE 159196 0 0 EXIDE TECHNOLOGIES FRNT 9/1 302051AL1 2676 3675000 PRN SOLE 0 0 0 EXPEDIA INC DEL COM 30212P105 2003 71016 SH SOLE 71016 0 0 EXPEDITORS INTL WASH INC COM 302130109 245 5300 SH SOLE 5300 0 0 EXPONENT INC COM 30214U102 795 23675 SH SOLE 22802 0 0 EXPRESSJET HOLDINGS INC COM NEW 30218U306 9060 1358252 SH SOLE 1358252 0 0 EXTERRAN HLDGS INC COM 30225X103 5 200 SH SOLE 200 0 0 EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 17889 14900000 PRN SOLE 0 0 0 EXTRA SPACE STORAGE INC COM 30225T102 4383 273242 SH SOLE 189983 0 0 EXXON MOBIL CORP COM 30231G102 99873 1616322 SH SOLE 1376222 0 0 EZCORP INC CL A NON VTG 302301106 3341 166707 SH SOLE 158807 0 0 F M C CORP COM NEW 302491303 874 12772 SH SOLE 12772 0 0 F5 NETWORKS INC COM 315616102 422 4066 SH SOLE 4066 0 0 FACTSET RESH SYS INC COM 303075105 4097 50500 SH SOLE 50500 0 0 FAIR ISAAC CORP COM 303250104 5308 215245 SH SOLE 186250 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1646 175100 SH SOLE 83700 0 0 FAMILY DLR STORES INC COM 307000109 11359 257231 SH SOLE 234731 0 0 FASTENAL CO COM 311900104 926 17400 SH SOLE 17400 0 0 FBL FINL GROUP INC CL A 30239F106 223 8600 SH SOLE 2500 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1414 17313 SH SOLE 17313 0 0 FEDEX CORP COM 31428X106 15529 181622 SH SOLE 162022 0 0 FEI CO COM 30241L109 456 23295 SH SOLE 23295 0 0 FELCOR LODGING TR INC COM 31430F101 747 162476 SH SOLE 122476 0 0 FERRO CORP COM 315405100 3046 236300 SH SOLE 129900 0 0 FIFTH THIRD BANCORP COM 316773100 10150 843712 SH SOLE 818012 0 0 FINISAR CORP COM NEW 31787A507 265 14100 SH SOLE 4100 0 0 FINISAR CORP NOTE 5.000%10/1 31787AAK7 2901 1500000 PRN SOLE 0 0 0 FINISH LINE INC CL A 317923100 25174 1809745 SH SOLE 1189628 0 0 FIRST AMERN FINL CORP COM 31847R102 3844 257320 SH SOLE 242820 0 0 FIRST CASH FINL SVCS INC COM 31942D107 228 8200 SH SOLE 1900 0 0 FIRST CHESTER CNTY CORP COM 31947W100 1096 219687 SH SOLE 219687 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 1258 230900 SH SOLE 193500 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 834 4500 SH SOLE 4500 0 0 FIRST FINL BANCORP OH COM 320209109 1315 78861 SH SOLE 59000 0 0 FIRST FINL BANKSHARES COM 32020R109 328 6974 SH SOLE 6274 0 0 FIRST HORIZON NATL CORP COM 320517105 3825 335241 SH SOLE 335241 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 634 125117 SH SOLE 92117 0 0 FIRST LONG IS CORP COM 320734106 299 11950 SH SOLE 11950 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 1651 143235 SH SOLE 119271 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 10918 937196 SH SOLE 937196 0 0 FIRST POTOMAC RLTY TR COM 33610F109 1796 119700 SH SOLE 78708 0 0 FIRST SOLAR INC COM 336433107 309 2100 SH SOLE 2100 0 0 FIRSTENERGY CORP COM 337932107 3207 83200 SH SOLE 52300 0 0 FIRSTMERIT CORP COM 337915102 1421 77566 SH SOLE 42566 0 0 FIRSTSERVICE CORP SDCV 6.500%12/3 33761NAA7 1969 1800000 PRN SOLE 0 0 0 FISERV INC COM 337738108 3179 59074 SH SOLE 59074 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 53 10400 SH SOLE 3100 0 0 FLIR SYS INC COM 302445101 2501 97309 SH SOLE 97309 0 0 FLOWERS FOODS INC COM 343498101 1244 50100 SH SOLE 50100 0 0 FLOWSERVE CORP COM 34354P105 6520 59586 SH SOLE 59586 0 0 FLUOR CORP NEW COM 343412102 2418 48820 SH SOLE 48820 0 0 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 892 500000 PRN SOLE 0 0 0 FMC TECHNOLOGIES INC COM 30249U101 1557 22800 SH SOLE 22800 0 0 FNB CORP PA COM 302520101 3388 395800 SH SOLE 342300 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 954 18800 SH SOLE 2200 0 0 FOOT LOCKER INC COM 344849104 10156 698955 SH SOLE 558444 0 0 FORCE PROTECTION INC COM NEW 345203202 985 195500 SH SOLE 137100 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 8695 710343 SH SOLE 642443 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 13427 9000000 PRN SOLE 0 0 0 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 16011 10775000 PRN SOLE 0 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 2483 193528 SH SOLE 193528 0 0 FOREST LABS INC COM 345838106 30500 986106 SH SOLE 986106 0 0 FORRESTER RESH INC COM 346563109 1298 39244 SH SOLE 12957 0 0 FOSSIL INC COM 349882100 15514 288423 SH SOLE 288423 0 0 FOSTER L B CO COM 350060109 3894 134545 SH SOLE 99745 0 0 FRANKLIN ELEC INC COM 353514102 3008 90700 SH SOLE 63700 0 0 FRANKLIN RES INC COM 354613101 8509 79600 SH SOLE 76100 0 0 FRANKLIN STREET PPTYS CORP COM 35471R106 2573 207167 SH SOLE 151582 0 0 FREDS INC CL A 356108100 6235 528388 SH SOLE 328800 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 9871 115600 SH SOLE 101100 0 0 FRONTIER OIL CORP COM 35914P105 1816 135487 SH SOLE 135487 0 0 FTI CONSULTING INC NOTE 3.750% 7/1 302941AB5 1819 1461000 PRN SOLE 0 0 0 FULLER H B CO COM 359694106 3148 158431 SH SOLE 158431 0 0 FULTON FINL CORP PA COM 360271100 1313 144900 SH SOLE 144900 0 0 FURNITURE BRANDS INTL INC COM 360921100 1379 256284 SH SOLE 215500 0 0 G & K SVCS INC CL A 361268105 4728 206826 SH SOLE 138511 0 0 GAMESTOP CORP NEW CL A 36467W109 1863 94500 SH SOLE 94500 0 0 GANNETT INC COM 364730101 1642 134300 SH SOLE 134300 0 0 GAP INC DEL COM 364760108 32450 1740897 SH SOLE 1657197 0 0 GARDNER DENVER INC COM 365558105 858 15982 SH SOLE 15982 0 0 GARTNER INC COM 366651107 4308 146318 SH SOLE 146318 0 0 GAYLORD ENTMT CO NEW COM 367905106 2224 72917 SH SOLE 44819 0 0 GENCO SHIPPING & TRADING LTD NOTE 5.000% 8/1 36869MAA3 1808 1700000 PRN SOLE 0 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T107 1926 120800 SH SOLE 66900 0 0 GENCORP INC COM 368682100 1218 247500 SH SOLE 200100 0 0 GENCORP INC SDCV 2.250%11/1 368682AL4 243 250000 PRN SOLE 0 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 3917 144446 SH SOLE 144446 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 26601 29700000 PRN SOLE 0 0 0 GENERAL DYNAMICS CORP COM 369550108 5287 84181 SH SOLE 81681 0 0 GENERAL ELECTRIC CO COM 369604103 40558 2495871 SH SOLE 2108171 0 0 GENERAL MLS INC COM 370334104 18637 510044 SH SOLE 501744 0 0 GENESCO INC COM 371532102 424 14200 SH SOLE 10100 0 0 GENESEE & WYO INC CL A 371559105 668 15400 SH SOLE 8800 0 0 GENESIS ENERGY L P UNIT LTD PARTN 371927104 214 9101 SH SOLE 9101 0 0 GENTEX CORP COM 371901109 562 28800 SH SOLE 28800 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 15719 719416 SH SOLE 524047 0 0 GENUINE PARTS CO COM 372460105 4013 90002 SH SOLE 90002 0 0 GENWORTH FINL INC COM CL A 37247D106 351 28700 SH SOLE 500 0 0 GENZYME CORP COM 372917104 21513 303900 SH SOLE 303900 0 0 GEO GROUP INC COM 36159R103 12202 522571 SH SOLE 522571 0 0 GEOEYE INC COM 37250W108 587 14496 SH SOLE 2200 0 0 GERDAU S A SPONSORED ADR 373737105 1621 119100 SH SOLE 31900 0 0 GETTY RLTY CORP NEW COM 374297109 1062 39571 SH SOLE 26191 0 0 GFI GROUP INC COM 361652209 389 83800 SH SOLE 83800 0 0 GIBRALTAR INDS INC COM 374689107 8389 934206 SH SOLE 688911 0 0 GLATFELTER COM 377316104 3063 251878 SH SOLE 187589 0 0 GLEACHER & CO INC COM 377341102 27 17000 SH SOLE 17000 0 0 GLG PARTNERS INC COM 37929X107 18443 10572351 PRN SOLE 1521351 0 0 GLIMCHER RLTY TR SH BEN INT 379302102 1057 171900 SH SOLE 106300 0 0 GLOBAL CASH ACCESS HLDGS INC COM 378967103 107 26300 SH SOLE 1500 0 0 GLOBAL INDS LTD COM 379336100 1423 260220 SH SOLE 199343 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 2836 4000000 PRN SOLE 0 0 0 GLOBAL PMTS INC COM 37940X102 395 9200 SH SOLE 9200 0 0 GLOBALSTAR INC COM 378973408 132 75800 SH SOLE 13800 0 0 GLOBE SPECIALTY METALS INC COM 37954N206 451 32100 SH SOLE 3500 0 0 GMX RES INC NOTE 4.500% 5/0 38011MAJ7 2370 3700000 PRN SOLE 0 0 0 GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 1094 69600 SH SOLE 7400 0 0 GOLD RESOURCE CORP COM 38068T105 3368 180500 SH SOLE 180500 0 0 GOLDEN MINERALS CO COM 381119106 219 14123 SH SOLE 11823 0 0 GOLDEN STAR RES LTD CDA COM 38119T104 754 152700 SH SOLE 17800 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 28205 195079 SH SOLE 177279 0 0 GOLUB CAP BDC INC COM 38173M102 396 25900 SH SOLE 25900 0 0 GOODRICH CORP COM 382388106 586 7947 SH SOLE 7947 0 0 GOODRICH PETE CORP COM NEW 382410405 803 55100 SH SOLE 55100 0 0 GOODRICH PETE CORP NOTE 3.250%12/0 382410AB4 442 450000 PRN SOLE 0 0 0 GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 1532 1675000 PRN SOLE 0 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 8011 745246 SH SOLE 745246 0 0 GOOGLE INC CL A 38259P508 39278 74703 SH SOLE 66303 0 0 GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 1554 58200 SH SOLE 37800 0 0 GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 1419 41200 SH SOLE 10800 0 0 GRACE W R & CO DEL NEW COM 38388F108 23859 853950 SH SOLE 555735 0 0 GRAFTECH INTL LTD COM 384313102 2235 143019 SH SOLE 117819 0 0 GRAHAM PACKAGING CO INC COM 384701108 219 18500 SH SOLE 18500 0 0 GRAINGER W W INC COM 384802104 5548 46579 SH SOLE 46579 0 0 GRAND CANYON ED INC COM 38526M106 235 10700 SH SOLE 100 0 0 GRANITE CONSTR INC COM 387328107 2749 120900 SH SOLE 120900 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 253 75600 SH SOLE 17600 0 0 GREAT ATLANTIC & PAC TEA INC NOTE 6.750%12/1 390064AK9 146 265000 PRN SOLE 0 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 3197 550300 SH SOLE 371600 0 0 GREAT PLAINS ENERGY INC COM 391164100 1172 62000 SH SOLE 62000 0 0 GREATBATCH INC COM 39153L106 1282 55300 SH SOLE 50900 0 0 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 2823 3000000 PRN SOLE 0 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 4708 150952 SH SOLE 150952 0 0 GREENHILL & CO INC COM 395259104 2863 36100 SH SOLE 36100 0 0 GREIF INC CL A 397624107 2059 34992 SH SOLE 34992 0 0 GRIFFON CORP COM 398433102 4724 387552 SH SOLE 301266 0 0 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1061 56100 SH SOLE 19000 0 0 GSI COMMERCE INC COM 36238G102 21063 852764 SH SOLE 852764 0 0 GSI COMMERCE INC NOTE 2.500% 6/0 36238GAD4 161 150000 PRN SOLE 0 0 0 GT SOLAR INTL INC COM 3623E0209 557 66500 SH SOLE 40600 0 0 GUESS INC COM 401617105 959 23600 SH SOLE 23600 0 0 GULFMARK OFFSHORE INC CL A NEW 402629208 505 16455 SH SOLE 14255 0 0 GULFPORT ENERGY CORP COM NEW 402635304 410 29600 SH SOLE 2800 0 0 GYMBOREE CORP COM 403777105 5359 129006 SH SOLE 129006 0 0 HAEMONETICS CORP COM 405024100 345 5892 SH 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MADDEN STEVEN LTD COM 556269108 661 16091 SH SOLE 10691 0 0 MADISON SQUARE GARDEN INC CL A 55826P100 4585 217490 SH SOLE 217490 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 10071 213183 SH SOLE 164446 0 0 MAGELLAN PETE CORP COM 559091301 20 10600 SH SOLE 2900 0 0 MAGMA DESIGN AUTOMATION COM 559181102 68 18500 SH SOLE 7500 0 0 MAGNA INTL INC COM 559222401 584 7100 SH SOLE 7100 0 0 MAGNUM HUNTER RES CORP DEL COM 55973B102 72 17400 SH SOLE 4600 0 0 MAINE & MARITIMES CORP COM 560377103 2616 58258 SH SOLE 58258 0 0 MANHATTAN ASSOCS INC COM 562750109 5151 175493 SH SOLE 56386 0 0 MANITOWOC INC COM 563571108 1056 87200 SH SOLE 87200 0 0 MANNKIND CORP COM 56400P201 101 14929 SH SOLE 14929 0 0 MANNKIND CORP NOTE 3.750%12/1 56400PAA0 673 1000000 PRN SOLE 0 0 0 MANPOWER INC COM 56418H100 1918 36742 SH SOLE 36742 0 0 MANTECH INTL CORP CL A 564563104 626 15800 SH SOLE 15800 0 0 MARATHON OIL CORP COM 565849106 40636 1227686 SH SOLE 1153486 0 0 MARINER ENERGY INC COM 56845T305 43491 1794929 SH SOLE 1794929 0 0 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 266 7394 SH SOLE 7394 0 0 MARRIOTT INTL INC NEW CL A 571903202 4891 136500 SH SOLE 136500 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 6171 876500 SH SOLE 876500 0 0 MARTEK BIOSCIENCES CORP COM 572901106 3549 156831 SH SOLE 112302 0 0 MARTEN TRANS LTD COM 573075108 1417 61132 SH SOLE 19304 0 0 MASCO CORP COM 574599106 15524 1409979 SH SOLE 1299179 0 0 MASSEY ENERGY COMPANY COM 576206106 550 17728 SH SOLE 17728 0 0 MASTEC INC NOTE 4.000% 6/1 576323AG4 3265 3250000 PRN SOLE 0 0 0 MATRIX SVC CO COM 576853105 868 99225 SH SOLE 76100 0 0 MATRIXX INITIATIVES INC COM 57685L105 264 51700 SH SOLE 35800 0 0 MATTEL INC COM 577081102 22445 956731 SH SOLE 893231 0 0 MAXIMUS INC COM 577933104 9522 154636 SH SOLE 93150 0 0 MCAFEE INC COM 579064106 22740 481173 SH SOLE 481173 0 0 MCCORMICK & CO INC COM NON VTG 579780206 3477 82700 SH SOLE 82700 0 0 MCDERMOTT INTL INC COM 580037109 8488 574278 SH SOLE 574278 0 0 MCDONALDS CORP COM 580135101 12519 168013 SH SOLE 146913 0 0 MCG CAPITAL CORP COM 58047P107 128 22000 SH SOLE 6600 0 0 MCGRAW HILL COS INC COM 580645109 1472 44530 SH SOLE 44530 0 0 MCKESSON CORP COM 58155Q103 12568 203428 SH SOLE 193328 0 0 MCMORAN EXPLORATION CO COM 582411104 4692 272636 SH SOLE 228536 0 0 MDU RES GROUP INC COM 552690109 16173 810664 SH SOLE 797864 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 205 3600 SH SOLE 3600 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 135 15100 SH SOLE 3900 0 0 MEADWESTVACO CORP COM 583334107 2773 113753 SH SOLE 113753 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 11479 220489 SH SOLE 191289 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 3159 311501 SH SOLE 213105 0 0 MEDICINES CO COM 584688105 299 21076 SH SOLE 21076 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 5832 196688 SH SOLE 185352 0 0 MEDIFAST INC COM 58470H101 1935 71332 SH SOLE 3532 0 0 MEDIVATION INC COM 58501N101 133 10200 SH SOLE 100 0 0 MEDNAX INC COM 58502B106 1272 23873 SH SOLE 23873 0 0 MEDTRONIC INC COM 585055106 3778 112514 SH SOLE 95314 0 0 MENS WEARHOUSE INC COM 587118100 3107 130600 SH SOLE 130600 0 0 MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 156 150000 PRN SOLE 0 0 0 MERCK & CO INC NEW COM 58933Y105 10148 275699 SH SOLE 214199 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 382 17461 SH SOLE 17461 0 0 METALS USA HLDGS CORP COM 59132A104 1057 81400 SH SOLE 81400 0 0 METHODE ELECTRS INC COM 591520200 6381 702757 SH SOLE 442650 0 0 METLIFE INC COM 59156R108 4740 123264 SH SOLE 119964 0 0 METROPCS COMMUNICATIONS INC COM 591708102 2026 193700 SH SOLE 193700 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 1060 8520 SH SOLE 8520 0 0 MF GLOBAL HLDGS LTD COM 55277J108 4942 686401 SH SOLE 478601 0 0 MF GLOBAL LTD NOTE 9.000% 6/2 55276YAB2 18834 16200000 PRN SOLE 0 0 0 MFA FINANCIAL INC COM 55272X102 8659 1134831 SH SOLE 921762 0 0 MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 14393 13250000 PRN SOLE 0 0 0 MGM RESORTS INTERNATIONAL COM 552953101 124 11000 SH SOLE 11000 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 357 11339 SH SOLE 11339 0 0 MICRON TECHNOLOGY INC COM 595112103 6176 856600 SH SOLE 856600 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 5359 6000000 PRN SOLE 0 0 0 MICRON TECHNOLOGY INC NOTE 4.250%10/1 595112AJ2 1590 1000000 PRN SOLE 0 0 0 MICROS SYS INC COM 594901100 7113 168026 SH SOLE 168026 0 0 MICROSEMI CORP COM 595137100 729 42528 SH SOLE 42528 0 0 MICROSOFT CORP COM 594918104 86005 3511859 SH SOLE 3107259 0 0 MICROSTRATEGY INC CL A NEW 594972408 8017 92570 SH SOLE 38484 0 0 MID-AMER APT CMNTYS INC COM 59522J103 3317 56911 SH SOLE 32430 0 0 MILLER HERMAN INC COM 600544100 1858 94400 SH SOLE 94400 0 0 MINE SAFETY APPLIANCES CO COM 602720104 955 35224 SH SOLE 17524 0 0 MINERALS TECHNOLOGIES INC COM 603158106 20042 340164 SH SOLE 289047 0 0 MIPS TECHNOLOGIES INC COM 604567107 133 13700 SH SOLE 5600 0 0 MIRANT CORP NEW COM 60467R100 1672 167906 SH SOLE 167906 0 0 MKS INSTRUMENT INC COM 55306N104 6539 363681 SH SOLE 352881 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1587 74750 SH SOLE 37650 0 0 MOHAWK INDS INC COM 608190104 528 9900 SH SOLE 9900 0 0 MOLEX INC CL A 608554200 7539 431278 SH SOLE 431278 0 0 MOLEX INC COM 608554101 111 5300 SH SOLE 5300 0 0 MOLINA HEALTHCARE INC COM 60855R100 6614 245050 SH SOLE 170941 0 0 MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 6190 6375000 PRN SOLE 0 0 0 MOLSON COORS BREWING CO CL B 60871R209 303 6426 SH SOLE 6426 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 151 10000 SH SOLE 2500 0 0 MONRO MUFFLER BRAKE INC COM 610236101 1273 27600 SH SOLE 5000 0 0 MONSANTO CO NEW COM 61166W101 10430 217600 SH SOLE 217600 0 0 MONSTER WORLDWIDE INC COM 611742107 851 65700 SH SOLE 65700 0 0 MOODYS CORP COM 615369105 1124 45000 SH SOLE 45000 0 0 MOOG INC CL A 615394202 1231 34678 SH SOLE 34678 0 0 MORGAN STANLEY COM NEW 617446448 3338 135254 SH SOLE 135254 0 0 MOSAIC CO COM 61945A107 10688 181900 SH SOLE 181900 0 0 MOTOROLA INC COM 620076109 4266 500146 SH SOLE 455546 0 0 MSCI INC CL A 55354G100 2494 75093 SH SOLE 75093 0 0 MUELLER INDS INC COM 624756102 10078 380433 SH SOLE 271897 0 0 MUELLER WTR PRODS INC COM SER A 624758108 452 149700 SH SOLE 90200 0 0 MURPHY OIL CORP COM 626717102 16000 258391 SH SOLE 243091 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 242 4200 SH SOLE 700 0 0 MYLAN INC COM 628530107 249 13250 SH SOLE 13250 0 0 MYLAN INC PFD CONV 628530206 17312 15475 SH SOLE 15475 0 0 MYRIAD GENETICS INC COM 62855J104 5945 362292 SH SOLE 362292 0 0 NABI BIOPHARMACEUTICALS COM 629519109 55 11400 SH SOLE 2900 0 0 NACCO INDS INC CL A 629579103 7655 87593 SH SOLE 57755 0 0 NARA BANCORP INC COM 63080P105 506 71700 SH SOLE 69500 0 0 NASDAQ OMX GROUP INC COM 631103108 898 46200 SH SOLE 46200 0 0 NASH FINCH CO COM 631158102 8900 209217 SH SOLE 160243 0 0 NASH FINCH CO NOTE 1.631% 3/1 631158AD4 27947 56100000 PRN SOLE 0 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 134 10600 SH SOLE 2600 0 0 NATIONAL FUEL GAS CO N J COM 636180101 394 7600 SH SOLE 7600 0 0 NATIONAL HEALTH INVS INC COM 63633D104 3237 73459 SH SOLE 48720 0 0 NATIONAL OILWELL VARCO INC COM 637071101 20778 467242 SH SOLE 428442 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 71 11400 SH SOLE 11400 0 0 NATIONAL PRESTO INDS INC COM 637215104 394 3700 SH SOLE 1900 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 6095 242736 SH SOLE 178643 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 3918 306800 SH SOLE 306800 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 1875 48500 SH SOLE 48500 0 0 NAVIGANT CONSULTING INC COM 63935N107 302 26000 SH SOLE 26000 0 0 NAVIGATORS GROUP INC COM 638904102 647 14500 SH SOLE 9517 0 0 NAVISITE INC COM NEW 63935M208 6041 1803413 SH SOLE 1803413 0 0 NAVISTAR INTL CORP NEW COM 63934E108 6424 147200 SH SOLE 147200 0 0 NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 9478 8400000 PRN SOLE 0 0 0 NBT BANCORP INC COM 628778102 4403 199481 SH SOLE 152081 0 0 NBTY INC COM 628782104 32167 585062 SH SOLE 585062 0 0 NCR CORP NEW COM 62886E108 2787 204500 SH SOLE 204500 0 0 NEENAH PAPER INC COM 640079109 435 28600 SH SOLE 14300 0 0 NEKTAR THERAPEUTICS COM 640268108 1656 112110 SH SOLE 10410 0 0 NELNET INC CL A 64031N108 16904 738804 SH SOLE 532258 0 0 NEOGEN CORP COM 640491106 278 8200 SH SOLE 1300 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 435 37661 SH SOLE 37661 0 0 NETAPP INC COM 64110D104 5736 115200 SH SOLE 115200 0 0 NETEZZA CORP COM 64111N101 1164 43200 SH SOLE 34500 0 0 NETFLIX INC COM 64110L106 4751 29300 SH SOLE 29300 0 0 NETGEAR INC COM 64111Q104 1658 61367 SH SOLE 42067 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 841 30500 SH SOLE 30500 0 0 NETSUITE INC COM 64118Q107 271 11500 SH SOLE 2900 0 0 NEUSTAR INC CL A 64126X201 1231 49500 SH SOLE 49500 0 0 NEW JERSEY RES COM 646025106 1308 33360 SH SOLE 26460 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 228 14000 SH SOLE 14000 0 0 NEW YORK TIMES CO CL A 650111107 661 85400 SH SOLE 85400 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 35503 2813241 SH SOLE 2781141 0 0 NEWELL RUBBERMAID INC COM 651229106 17578 986973 SH SOLE 986973 0 0 NEWFIELD EXPL CO COM 651290108 3301 57470 SH SOLE 57470 0 0 NEWMARKET CORP COM 651587107 8448 74311 SH SOLE 23800 0 0 NEWMONT MINING CORP COM 651639106 10420 165893 SH SOLE 142193 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 1112 132390 SH SOLE 82190 0 0 NEWS CORP CL A 65248E104 39071 2991658 SH SOLE 2810858 0 0 NEWS CORP CL B 65248E203 2 100 SH SOLE 100 0 0 NEWSTAR FINANCIAL INC COM 65251F105 89 12000 SH SOLE 2400 0 0 NICOR INC COM 654086107 25886 564959 SH SOLE 471970 0 0 NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N105 2574 403494 SH SOLE 403494 0 0 NII HLDGS INC CL B NEW 62913F201 5774 140494 SH SOLE 140494 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 4677 4810000 PRN SOLE 0 0 0 NIKE INC CL B 654106103 1864 23259 SH SOLE 23259 0 0 NISOURCE INC COM 65473P105 4645 266981 SH SOLE 266981 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 27243 806235 SH SOLE 746735 0 0 NOBLE ENERGY INC COM 655044105 1021 13600 SH SOLE 13600 0 0 NORDSON CORP COM 655663102 339 4600 SH SOLE 300 0 0 NORDSTROM INC COM 655664100 1335 35900 SH SOLE 35900 0 0 NORFOLK SOUTHERN CORP COM 655844108 21989 369498 SH SOLE 322798 0 0 NORTHEAST UTILS COM 664397106 4515 152680 SH SOLE 152680 0 0 NORTHERN OIL & GAS INC NEV COM 665531109 213 12600 SH SOLE 2700 0 0 NORTHROP GRUMMAN CORP COM 666807102 50839 838512 SH SOLE 824912 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 556 148697 SH SOLE 109949 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 362 32329 SH SOLE 3700 0 0 NORTHWEST NAT GAS CO COM 667655104 394 8300 SH SOLE 2000 0 0 NORTHWEST PIPE CO COM 667746101 492 28100 SH SOLE 22300 0 0 NORTHWESTERN CORP COM NEW 668074305 14990 525966 SH SOLE 480821 0 0 NOVAGOLD RES INC COM NEW 66987E206 590 67500 SH SOLE 67500 0 0 NOVAMED INC DEL NOTE 1.000% 6/1 66986WAA6 6006 6650000 PRN SOLE 0 0 0 NOVELL INC COM 670006105 3861 646784 SH SOLE 646784 0 0 NOVELLUS SYS INC COM 670008101 3408 128200 SH SOLE 128200 0 0 NPS PHARMACEUTICALS INC COM 62936P103 2353 343981 SH SOLE 329354 0 0 NRG ENERGY INC COM NEW 629377508 1489 71500 SH SOLE 71500 0 0 NU HORIZONS ELECTRS CORP COM 669908105 1705 245367 SH SOLE 245367 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 1198 41600 SH SOLE 18900 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 185 11800 SH SOLE 11800 0 0 NUTRI SYS INC NEW COM 67069D108 358 18600 SH SOLE 1600 0 0 NV ENERGY INC COM 67073Y106 6845 520523 SH SOLE 520523 0 0 NVIDIA CORP COM 67066G104 6260 536000 SH SOLE 536000 0 0 NVR INC COM 62944T105 1360 2100 SH SOLE 2100 0 0 NXSTAGE MEDICAL INC COM 67072V103 600 31400 SH SOLE 2900 0 0 NYMAGIC INC COM 629484106 2094 81581 SH SOLE 81581 0 0 OCCAM NETWORKS INC COM NEW 67457P309 6340 809747 SH SOLE 809747 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 20185 257787 SH SOLE 217287 0 0 OCEANEERING INTL INC COM 675232102 5942 110328 SH SOLE 110328 0 0 OCLARO INC COM NEW 67555N206 517 32300 SH SOLE 3800 0 0 OFFICEMAX INC DEL COM 67622P101 274 20900 SH SOLE 12400 0 0 OGE ENERGY CORP COM 670837103 2831 70995 SH SOLE 70995 0 0 OIL STS INTL INC COM 678026105 3857 82867 SH SOLE 82867 0 0 OLD DOMINION FGHT LINES INC COM 679580100 1455 57251 SH SOLE 47951 0 0 OLD REP INTL CORP NOTE 8.000% 5/1 680223AF1 7909 6050000 PRN SOLE 0 0 0 OLIN CORP COM PAR $1 680665205 402 19926 SH SOLE 19926 0 0 OLYMPIC STEEL INC COM 68162K106 4010 174405 SH SOLE 119500 0 0 OM GROUP INC COM 670872100 10402 345356 SH SOLE 287316 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 5043 224639 SH SOLE 158946 0 0 OMEGA NAVIGATION ENTERPRISES CLASS A Y6476R105 1091 917049 SH SOLE 917049 0 0 OMNI ENERGY SERVICES COM NEW 68210T208 2894 1060138 SH SOLE 1060138 0 0 OMNICARE INC COM 681904108 7502 314141 SH SOLE 294341 0 0 OMNICELL INC COM 68213N109 649 49600 SH SOLE 26100 0 0 OMNICOM GROUP INC COM 681919106 8149 206419 SH SOLE 187319 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 2140 92893 SH SOLE 71593 0 0 OMNOVA SOLUTIONS INC COM 682129101 493 68600 SH SOLE 8600 0 0 ON SEMICONDUCTOR CORP COM 682189105 411 57000 SH SOLE 57000 0 0 ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD7 4222 3470000 PRN SOLE 0 0 0 ONEBEACON INSURANCE GROUP LT CL A G67742109 167 11700 SH SOLE 5500 0 0 ONEOK INC NEW COM 682680103 4027 89400 SH SOLE 78000 0 0 ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 205 2733 SH SOLE 2733 0 0 ONYX PHARMACEUTICALS INC COM 683399109 1259 47740 SH SOLE 47740 0 0 OPENTABLE INC COM 68372A104 674 9900 SH SOLE 1100 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 284 31000 SH SOLE 300 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 4123 268433 SH SOLE 237933 0 0 ORACLE CORP COM 68389X105 10346 385343 SH SOLE 327643 0 0 ORBITAL SCIENCES CORP COM 685564106 5306 346773 SH SOLE 320473 0 0 ORBITAL SCIENCES CORP NOTE 2.438% 1/1 685564AN6 9064 9075000 PRN SOLE 0 0 0 ORIENTAL FINL GROUP INC COM 68618W100 2359 177333 SH SOLE 115983 0 0 OSHKOSH CORP COM 688239201 11740 426902 SH SOLE 425502 0 0 OSTEOTECH INC COM 688582105 10556 1634043 SH SOLE 1634043 0 0 OTIX GLOBAL INC COM NEW 68906N200 4398 425725 SH SOLE 425725 0 0 OWENS & MINOR INC NEW COM 690732102 7420 260716 SH SOLE 251066 0 0 OWENS CORNING NEW COM 690742101 31634 1234276 SH SOLE 1155276 0 0 OWENS ILL INC COM NEW 690768403 11923 424899 SH SOLE 384899 0 0 OXFORD INDS INC COM 691497309 2292 96400 SH SOLE 37000 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 3772 81640 SH SOLE 20626 0 0 PACER INTL INC TENN COM 69373H106 3163 523636 SH SOLE 237700 0 0 PACKAGING CORP AMER COM 695156109 758 32700 SH SOLE 32700 0 0 PACTIV CORP COM 695257105 36990 1121600 SH SOLE 1121600 0 0 PACWEST BANCORP DEL COM 695263103 688 36100 SH SOLE 36100 0 0 PALL CORP COM 696429307 13783 331004 SH SOLE 331004 0 0 PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB9 9620 14575000 PRN SOLE 0 0 0 PANERA BREAD CO CL A 69840W108 709 8000 SH SOLE 8000 0 0 PANTRY INC COM 698657103 2241 92938 SH SOLE 76711 0 0 PAPA JOHNS INTL INC COM 698813102 1144 43378 SH SOLE 18400 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 7344 252539 SH SOLE 174906 0 0 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 5040 257947 SH SOLE 197847 0 0 PAREXEL INTL CORP COM 699462107 328 14200 SH SOLE 3900 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 3964 150512 SH SOLE 69300 0 0 PARK NATL CORP COM 700658107 4074 63624 SH SOLE 45300 0 0 PARKER HANNIFIN CORP COM 701094104 516 7360 SH SOLE 7360 0 0 PARKWAY PPTYS INC COM 70159Q104 987 66659 SH SOLE 41850 0 0 PATRIOT COAL CORP COM 70336T104 1057 92629 SH SOLE 92629 0 0 PATTERSON COMPANIES INC COM 703395103 424 14805 SH SOLE 14805 0 0 PATTERSON UTI ENERGY INC COM 703481101 755 44200 SH SOLE 44200 0 0 PAYCHEX INC COM 704326107 913 33200 SH SOLE 33200 0 0 PDL BIOPHARMA INC COM 69329Y104 19880 3779471 SH SOLE 2812579 0 0 PEABODY ENERGY CORP COM 704549104 12821 261600 SH SOLE 234800 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 2238 2000000 PRN SOLE 0 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 969 53800 SH SOLE 33700 0 0 PEETS COFFEE & TEA INC COM 705560100 483 14100 SH SOLE 1400 0 0 PENN NATL GAMING INC COM 707569109 11589 391389 SH SOLE 363789 0 0 PENN VA CORP COM 707882106 1524 95000 SH SOLE 89200 0 0 PENN VA CORP NOTE 4.500%11/1 707882AA4 2587 2650000 PRN SOLE 0 0 0 PENNANTPARK INVT CORP COM 708062104 125 11774 SH SOLE 5574 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1880 158506 SH SOLE 108706 0 0 PENNYMAC MTG INVT TR COM 70931T103 229 12800 SH SOLE 10000 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 727 55106 SH SOLE 55106 0 0 PENTAIR INC COM 709631105 760 22600 SH SOLE 22600 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 2358 180151 SH SOLE 180151 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 223 21100 SH SOLE 15200 0 0 PEPCO HOLDINGS INC COM 713291102 1745 93800 SH SOLE 93800 0 0 PEPSICO INC COM 713448108 32261 485571 SH SOLE 413771 0 0 PERKINELMER INC COM 714046109 699 30200 SH SOLE 30200 0 0 PETROHAWK ENERGY CORP COM 716495106 2211 137000 SH SOLE 137000 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 7547 229965 SH SOLE 42565 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 40 1100 SH SOLE 1100 0 0 PETROLEUM DEV CORP COM 716578109 3729 135116 SH SOLE 108153 0 0 PETROQUEST ENERGY INC COM 716748108 3958 650000 SH SOLE 449500 0 0 PETSMART INC COM 716768106 22577 645054 SH SOLE 608954 0 0 PFIZER INC COM 717081103 35632 2075251 SH SOLE 1781851 0 0 PG&E CORP COM 69331C108 1313 28900 SH SOLE 28900 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 1966 79300 SH SOLE 79300 0 0 PHARMACYCLICS INC COM 716933106 118 14700 SH SOLE 4100 0 0 PHARMASSET INC COM 71715N106 720 24400 SH SOLE 2000 0 0 PHARMERICA CORP COM 71714F104 2339 245458 SH SOLE 214330 0 0 PHH CORP COM NEW 693320202 9849 467661 SH SOLE 348112 0 0 PHILIP MORRIS INTL INC COM 718172109 12899 230252 SH SOLE 192552 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 2212 36762 SH SOLE 36762 0 0 PHOENIX COS INC NEW COM 71902E109 7240 3447774 SH SOLE 2448200 0 0 PHOENIX TECHNOLOGY LTD COM 719153108 7108 1822643 SH SOLE 1822643 0 0 PHOTRONICS INC COM 719405102 238 44900 SH SOLE 27600 0 0 PHOTRONICS INC NOTE 5.500%10/0 719405AF9 5105 4000000 PRN SOLE 0 0 0 PIEDMONT NAT GAS INC COM 720186105 858 29600 SH SOLE 29600 0 0 PIER 1 IMPORTS INC COM 720279108 975 119000 SH SOLE 25700 0 0 PINNACLE ENTMT INC COM 723456109 6554 587819 SH SOLE 411692 0 0 PINNACLE WEST CAP CORP COM 723484101 3590 87000 SH SOLE 87000 0 0 PIONEER NAT RES CO COM 723787107 338 5200 SH SOLE 5200 0 0 PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 3131 2500000 PRN SOLE 0 0 0 PIPER JAFFRAY COS COM 724078100 3061 105097 SH SOLE 95097 0 0 PITNEY BOWES INC COM 724479100 517 24200 SH SOLE 24200 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 220 3500 SH SOLE 3500 0 0 PLAINS EXPL& PRODTN CO COM 726505100 3423 128340 SH SOLE 128340 0 0 PLANTRONICS INC NEW COM 727493108 15272 452103 SH SOLE 322723 0 0 PLAYBOY ENTERPRISES INC CL B 728117300 5454 1061035 SH SOLE 1061035 0 0 PLAYBOY ENTERPRISES INC NOTE 3.000% 3/1 728117AB8 5631 5805000 PRN SOLE 0 0 0 PLEXUS CORP COM 729132100 1562 53218 SH SOLE 53218 0 0 PLUM CREEK TIMBER CO INC COM 729251108 1067 30219 SH SOLE 30219 0 0 PMA CAP CORP CL A 693419202 17199 2281025 SH SOLE 2281025 0 0 PMC-SIERRA INC COM 69344F106 151 20565 SH SOLE 20565 0 0 PMI GROUP INC NOTE 4.500% 4/1 69344MAK7 2705 3150000 PRN SOLE 0 0 0 PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 6638 625600 SH SOLE 625600 0 0 PNC FINL SVCS GROUP INC COM 693475105 16617 320110 SH SOLE 295610 0 0 PNM RES INC COM 69349H107 1944 170663 SH SOLE 170663 0 0 POLARIS INDS INC COM 731068102 7687 118074 SH SOLE 96431 0 0 POLO RALPH LAUREN CORP CL A 731572103 1078 12000 SH SOLE 12000 0 0 POLYCOM INC COM 73172K104 1716 62900 SH SOLE 62900 0 0 POLYONE CORP COM 73179P106 6634 548700 SH SOLE 320300 0 0 POLYPORE INTL INC COM 73179V103 1477 48976 SH SOLE 2900 0 0 POPULAR INC COM 733174106 4027 1388474 SH SOLE 1388474 0 0 PORTEC RAIL PRODS INC COM 736212101 4274 367813 SH SOLE 367813 0 0 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 517 8000 SH SOLE 1200 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 4380 215974 SH SOLE 182701 0 0 POSCO SPONSORED ADR 693483109 832 7300 SH SOLE 4200 0 0 POST PPTYS INC COM 737464107 4153 148741 SH SOLE 103011 0 0 POTASH CORP SASK INC COM 73755L107 10774 74800 SH SOLE 74800 0 0 POTLATCH CORP NEW COM 737630103 3018 88758 SH SOLE 48500 0 0 POWELL INDS INC COM 739128106 1590 51100 SH SOLE 23200 0 0 POWER INTEGRATIONS INC COM 739276103 903 28400 SH SOLE 400 0 0 POWER ONE INC NEW COM 73930R102 2419 266100 SH SOLE 119000 0 0 PPG INDS INC COM 693506107 466 6400 SH SOLE 6400 0 0 PPL CORP COM 69351T106 1397 51300 SH SOLE 51300 0 0 PPL CORP UNIT 99/99/9999 69351T601 4962 87400 SH SOLE 87400 0 0 PRAXAIR INC COM 74005P104 857 9500 SH SOLE 9500 0 0 PRE PAID LEGAL SVCS INC COM 740065107 4668 74702 SH SOLE 30205 0 0 PREFERRED BK LOS ANGELES CA COM 740367107 74 44563 SH SOLE 34677 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 77 10900 SH SOLE 10900 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 2197 222190 SH SOLE 119821 0 0 PRICELINE COM INC COM NEW 741503403 2238 6426 SH SOLE 6426 0 0 PRIDE INTL INC DEL COM 74153Q102 3153 107149 SH SOLE 107149 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 943 36400 SH SOLE 36400 0 0 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SOLUTIONS INC COM 74439H108 24394 727090 SH SOLE 714890 0 0 PUBLIC STORAGE COM 74460D109 3739 38532 SH SOLE 34232 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 2723 82305 SH SOLE 82305 0 0 PULTE GROUP INC COM 745867101 1561 178200 SH SOLE 178200 0 0 QEP RES INC COM 74733V100 4157 137922 SH SOLE 137922 0 0 QLOGIC CORP COM 747277101 5419 307208 SH SOLE 285708 0 0 QUALCOMM INC COM 747525103 880 19500 SH SOLE 19500 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 5411 313329 SH SOLE 186677 0 0 QUANTUM CORP COM DSSG 747906204 791 373200 SH SOLE 19300 0 0 QUEST SOFTWARE INC COM 74834T103 23435 953018 SH SOLE 724793 0 0 QUESTAR CORP COM 748356102 5068 289122 SH SOLE 289122 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 6729 678328 SH SOLE 291674 0 0 QUICKSILVER RESOURCES INC COM 74837R104 14 1100 SH SOLE 1100 0 0 QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB0 1096 1030000 PRN SOLE 0 0 0 QUIDEL CORP COM 74838J101 417 37900 SH SOLE 27700 0 0 QUIKSILVER INC COM 74838C106 415 106200 SH SOLE 41300 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 37613 5998844 SH SOLE 5998844 0 0 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 4188 3200000 PRN SOLE 0 0 0 RADIANT SYSTEMS INC COM 75025N102 364 21275 SH SOLE 14975 0 0 RADIOSHACK CORP COM 750438103 1669 78224 SH SOLE 78224 0 0 RAE SYS INC COM 75061P102 2416 1539053 SH SOLE 1539053 0 0 RAILAMERICA INC COM 750753402 126 13100 SH SOLE 400 0 0 RALCORP HLDGS INC NEW COM 751028101 553 9448 SH SOLE 9448 0 0 RAM ENERGY RESOURCES INC COM 75130P109 27 17600 SH SOLE 2400 0 0 RAMBUS INC DEL COM 750917106 2422 116200 SH SOLE 116200 0 0 RAMBUS INC DEL NOTE 5.000% 6/1 750917AC0 26856 20325000 PRN SOLE 0 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 969 90490 SH SOLE 59818 0 0 RANGE RES CORP COM 75281A109 2856 74900 SH SOLE 74900 0 0 RAVEN INDS INC COM 754212108 2311 60998 SH SOLE 17500 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 727 28700 SH SOLE 28700 0 0 RAYONIER INC COM 754907103 4940 98557 SH SOLE 98557 0 0 RAYTHEON CO COM NEW 755111507 50885 1113206 SH SOLE 1085006 0 0 RC2 CORP COM 749388104 318 15200 SH SOLE 8600 0 0 RCM TECHNOLOGIES INC COM NEW 749360400 4678 928179 SH SOLE 928179 0 0 REALNETWORKS INC COM 75605L104 676 207258 SH SOLE 114458 0 0 REALTY INCOME CORP COM 756109104 658 19500 SH SOLE 19500 0 0 RED HAT INC COM 756577102 12704 309842 SH SOLE 309842 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 2356 120165 SH SOLE 86341 0 0 REDWOOD TR INC COM 758075402 3246 224450 SH SOLE 163866 0 0 REGAL BELOIT CORP COM 758750103 4616 78645 SH SOLE 78645 0 0 REGAL ENTMT GROUP CL A 758766109 1563 119100 SH SOLE 119100 0 0 REGENCY CTRS CORP COM 758849103 1930 48900 SH SOLE 48900 0 0 REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 221 9030 SH SOLE 9030 0 0 REGENERX BIOPHARMACEUTICALS COM 75886X108 163 532954 SH SOLE 532954 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 1381 190000 SH SOLE 142600 0 0 REGIS CORP MINN COM 758932107 821 42900 SH SOLE 34300 0 0 REGIS CORP MINN NOTE 5.000% 7/1 758932AA5 14241 10100000 PRN SOLE 0 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 13585 281316 SH SOLE 239316 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 7597 182935 SH SOLE 182135 0 0 RENT A CTR INC NEW COM 76009N100 20226 903762 SH SOLE 727643 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 6628 800457 SH SOLE 596357 0 0 REPUBLIC BANCORP KY CL A 760281204 3895 184321 SH SOLE 133900 0 0 REPUBLIC SVCS INC COM 760759100 942 30909 SH SOLE 30909 0 0 RES-CARE INC COM 760943100 9810 739256 SH SOLE 719056 0 0 RESEARCH IN MOTION LTD COM 760975102 1013 20800 SH SOLE 20800 0 0 RESMED INC COM 761152107 3547 108100 SH SOLE 108100 0 0 RESOURCE CAP CORP COM 76120W302 373 58800 SH SOLE 50400 0 0 RESOURCES CONNECTION INC COM 76122Q105 1179 85700 SH SOLE 85700 0 0 RETAIL VENTURES INC COM 76128Y102 1333 123900 SH SOLE 32700 0 0 REVLON INC CL A NEW 761525609 153 12100 SH SOLE 1800 0 0 REX ENERGY CORPORATION COM 761565100 134 10500 SH SOLE 2700 0 0 REXAHN PHARMACEUTICALS INC COM 761640101 21 18200 SH SOLE 0 0 0 REYNOLDS AMERICAN INC COM 761713106 32203 542227 SH SOLE 510327 0 0 RIGHTNOW TECHNOLOGIES INC COM 76657R106 491 24900 SH SOLE 7500 0 0 RITE AID CORP NOTE 8.500% 5/1 767754BU7 5803 6100000 PRN SOLE 0 0 0 RIVERBED TECHNOLOGY INC COM 768573107 1650 36200 SH SOLE 8400 0 0 ROBBINS & MYERS INC COM 770196103 1264 47207 SH SOLE 47207 0 0 ROCK-TENN CO CL A 772739207 3725 74789 SH SOLE 54789 0 0 ROCKWELL AUTOMATION INC COM 773903109 5000 81000 SH SOLE 68800 0 0 ROCKWOOD HLDGS INC COM 774415103 217 6900 SH SOLE 6900 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 661 26061 SH SOLE 26061 0 0 ROGERS CORP COM 775133101 487 15484 SH SOLE 13300 0 0 ROSETTA RESOURCES INC COM 777779307 995 42340 SH SOLE 32840 0 0 ROSS STORES INC COM 778296103 28029 513169 SH SOLE 497169 0 0 ROVI CORP COM 779376102 689 13666 SH SOLE 13666 0 0 ROWAN COS INC COM 779382100 18273 601873 SH SOLE 574773 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 10062 171152 SH SOLE 171152 0 0 ROYCE FOCUS TR COM 78080N108 657 103159 SH SOLE 103159 0 0 ROYCE MICRO-CAP TR INC COM 780915104 331 40037 SH SOLE 40037 0 0 ROYCE VALUE TR INC COM 780910105 210 17283 SH SOLE 17283 0 0 RPC INC COM 749660106 2448 115700 SH SOLE 115700 0 0 RPM INTL INC COM 749685103 1595 80087 SH SOLE 80087 0 0 RTI INTL METALS INC COM 74973W107 245 8000 SH SOLE 2100 0 0 RUDDICK CORP COM 781258108 232 6700 SH SOLE 6700 0 0 RYDER SYS INC COM 783549108 1942 45395 SH SOLE 45395 0 0 RYLAND GROUP INC COM 783764103 8166 455698 SH SOLE 329101 0 0 S & T BANCORP INC COM 783859101 1381 79253 SH SOLE 50200 0 0 SAFETY INS GROUP INC COM 78648T100 3397 80846 SH SOLE 58451 0 0 SAFEWAY INC COM NEW 786514208 6416 303200 SH SOLE 303200 0 0 SAIC INC COM 78390X101 9395 587895 SH SOLE 587895 0 0 SAKS INC COM 79377W108 2798 325400 SH SOLE 288200 0 0 SALESFORCE COM INC COM 79466L302 1699 15200 SH SOLE 15200 0 0 SALIX PHARMACEUTICALS INC COM 795435106 1223 30800 SH SOLE 4300 0 0 SALIX PHARMACEUTICALS INC NOTE 2.750% 5/1 795435AC0 912 800000 PRN SOLE 0 0 0 SANDERSON FARMS INC COM 800013104 3567 82400 SH SOLE 58400 0 0 SANDISK CORP COM 80004C101 14969 408440 SH SOLE 370940 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 1887 2025000 PRN SOLE 0 0 0 SANDRIDGE ENERGY INC COM 80007P307 4125 726272 SH SOLE 726272 0 0 SANMINA SCI CORP COM NEW 800907206 1378 114100 SH SOLE 29900 0 0 SAPIENT CORP COM 803062108 820 68500 SH SOLE 46700 0 0 SARA LEE CORP COM 803111103 24897 1853860 SH SOLE 1797960 0 0 SATCON TECHNOLOGY CORP COM 803893106 46 12300 SH SOLE 3500 0 0 SATYAM COMPUTER SERVICES LTD ADR 804098101 131 33600 SH SOLE 16900 0 0 SAUER-DANFOSS INC COM 804137107 415 19500 SH SOLE 2700 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 2733 119500 SH SOLE 19700 0 0 SAVVIS INC COM NEW 805423308 288 13651 SH SOLE 3951 0 0 SBA COMMUNICATIONS CORP COM 78388J106 60 1500 SH SOLE 1500 0 0 SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 1120 1000000 PRN SOLE 0 0 0 SCANA CORP NEW COM 80589M102 497 12333 SH SOLE 12333 0 0 SCANSOURCE INC COM 806037107 621 22373 SH SOLE 14473 0 0 SCHEIN HENRY INC COM 806407102 662 11300 SH SOLE 11300 0 0 SCHLUMBERGER LTD COM 806857108 1828 29667 SH SOLE 29667 0 0 SCHOLASTIC CORP COM 807066105 19519 701621 SH SOLE 549499 0 0 SCHOOL SPECIALTY INC COM 807863105 932 71632 SH SOLE 50603 0 0 SCHULMAN A INC COM 808194104 5923 293924 SH SOLE 239849 0 0 SCHWAB CHARLES CORP NEW COM 808513105 3250 233818 SH SOLE 233818 0 0 SCORPIO TANKERS INC SHS Y7542C106 824 73000 SH SOLE 73000 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 1381 26700 SH SOLE 26700 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 1446 183475 SH SOLE 135000 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 395 8300 SH SOLE 8300 0 0 SEACOR HOLDINGS INC COM 811904101 4624 54303 SH SOLE 54303 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 15167 1287500 SH SOLE 1202800 0 0 SEALED AIR CORP NEW COM 81211K100 7518 334442 SH SOLE 319642 0 0 SEARS HLDGS CORP COM 812350106 1451 20111 SH SOLE 20111 0 0 SEI INVESTMENTS CO COM 784117103 802 39413 SH SOLE 39413 0 0 SELECTIVE INS GROUP INC COM 816300107 1506 92458 SH SOLE 74394 0 0 SEMPRA ENERGY COM 816851109 742 13800 SH SOLE 13800 0 0 SEMTECH CORP COM 816850101 317 15712 SH SOLE 15712 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 592 25200 SH SOLE 25200 0 0 SEQUENOM INC COM NEW 817337405 109 15600 SH SOLE 4100 0 0 SERVICE CORP INTL COM 817565104 1618 187731 SH SOLE 187731 0 0 SHAW GROUP INC COM 820280105 9755 290681 SH SOLE 279281 0 0 SHERWIN WILLIAMS CO COM 824348106 1533 20400 SH SOLE 15000 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 207 2700 SH SOLE 2700 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 1879 96700 SH SOLE 40300 0 0 SHUTTERFLY INC COM 82568P304 565 21723 SH SOLE 1923 0 0 SIGA TECHNOLOGIES INC COM 826917106 387 45700 SH SOLE 500 0 0 SIGMA DESIGNS INC COM 826565103 198 17200 SH SOLE 4600 0 0 SIGNATURE BK NEW YORK N Y *W EXP 12/12/201 82669G112 5358 291180 SH SOLE 291180 0 0 SIGNET JEWELERS LIMITED SHS G81276100 1587 50000 SH SOLE 50000 0 0 SILGAN HOLDINGS INC COM 827048109 9388 296142 SH SOLE 296142 0 0 SILICON IMAGE INC COM 82705T102 2078 434823 SH SOLE 343523 0 0 SILICON LABORATORIES INC COM 826919102 307 8388 SH SOLE 8388 0 0 SIMON PPTY GROUP INC NEW COM 828806109 8985 96880 SH SOLE 83380 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 333 12900 SH SOLE 3900 0 0 SINA CORP NOTE 7/1 82922RAB9 2956 1500000 PRN SOLE 0 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 110 15600 SH SOLE 4300 0 0 SIRIUS XM RADIO INC COM 82967N108 35 29000 SH SOLE 29000 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 1486 41227 SH SOLE 12700 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 674 38600 SH SOLE 38600 0 0 SKECHERS U S A INC CL A 830566105 4524 192600 SH SOLE 149200 0 0 SKYPEOPLE FRUIT JUICE INC COM NEW 83086T208 4086 873155 SH SOLE 873155 0 0 SKYWEST INC COM 830879102 16404 1175106 SH SOLE 984986 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 1592 77000 SH SOLE 77000 0 0 SL GREEN RLTY CORP COM 78440X101 918 14500 SH SOLE 14500 0 0 SLM CORP COM 78442P106 1608 139204 SH SOLE 139204 0 0 SM ENERGY CO COM 78454L100 2068 55204 SH SOLE 55204 0 0 SMITH A O COM 831865209 7881 136141 SH SOLE 136141 0 0 SMITHFIELD FOODS INC COM 832248108 2595 154200 SH SOLE 154200 0 0 SMITHTOWN BANCORP INC COM 832449102 5045 1320747 SH SOLE 1320747 0 0 SMUCKER J M CO COM NEW 832696405 1719 28400 SH SOLE 28400 0 0 SNAP ON INC COM 833034101 1624 34923 SH SOLE 34923 0 0 SOHU COM INC COM 83408W103 5399 93700 SH SOLE 93700 0 0 SOLERA HOLDINGS INC COM 83421A104 1259 28500 SH SOLE 28500 0 0 SOMAXON PHARMACEUTICALS INC COM 834453102 42 10700 SH SOLE 2700 0 0 SONIC AUTOMOTIVE INC NOTE 5.000%10/0 83545GAQ5 17860 16950000 PRN SOLE 0 0 0 SONOCO PRODS CO COM 835495102 903 27002 SH SOLE 27002 0 0 SONOSITE INC COM 83568G104 107 3200 SH SOLE 800 0 0 SONOSITE INC NOTE 3.750% 7/1 83568GAA2 4116 3700000 PRN SOLE 0 0 0 SONUS NETWORKS INC COM 835916107 262 74200 SH SOLE 21400 0 0 SOTHEBYS COM 835898107 1441 39133 SH SOLE 7433 0 0 SOUTH FINL GROUP INC COM 837841105 1467 5165409 SH SOLE 4643279 0 0 SOUTH JERSEY INDS INC COM 838518108 420 8500 SH SOLE 2100 0 0 SOUTHERN CO COM 842587107 585 15700 SH SOLE 15700 0 0 SOUTHERN COPPER CORP COM 84265V105 414 11800 SH SOLE 1500 0 0 SOUTHERN UN CO NEW COM 844030106 302 12566 SH SOLE 12566 0 0 SOUTHWEST AIRLS CO COM 844741108 3030 231800 SH SOLE 146300 0 0 SOUTHWEST GAS CORP COM 844895102 3129 93167 SH SOLE 70534 0 0 SOUTHWESTERN ENERGY CO COM 845467109 5783 172940 SH SOLE 172940 0 0 SOVRAN SELF STORAGE INC COM 84610H108 3372 88980 SH SOLE 59774 0 0 SPARTAN STORES INC COM 846822104 1771 122167 SH SOLE 100092 0 0 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 7281 8020000 PRN SOLE 0 0 0 SPARTECH CORP COM NEW 847220209 883 107600 SH SOLE 58500 0 0 SPECTRA ENERGY CORP COM 847560109 7239 321016 SH SOLE 321016 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 240 57600 SH SOLE 600 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 319 16000 SH SOLE 16000 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 9417 2034009 SH SOLE 2034009 0 0 SPX CORP COM 784635104 6806 107552 SH SOLE 107552 0 0 SRA INTL INC CL A 78464R105 986 50000 SH SOLE 38500 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 692 43800 SH SOLE 43800 0 0 ST JUDE MED INC COM 790849103 507 12900 SH SOLE 12900 0 0 STAGE STORES INC COM NEW 85254C305 6619 509147 SH SOLE 371783 0 0 STANCORP FINL GROUP INC COM 852891100 1091 28700 SH SOLE 28700 0 0 STANLEY BLACK & DECKER INC COM 854502101 3344 54568 SH SOLE 54568 0 0 STAR SCIENTIFIC INC COM 85517P101 66 31600 SH SOLE 6500 0 0 STARBUCKS CORP COM 855244109 9532 372634 SH SOLE 368734 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 368 7000 SH SOLE 7000 0 0 STARWOOD PPTY TR INC COM 85571B105 2372 119400 SH SOLE 88900 0 0 STEEL DYNAMICS INC COM 858119100 528 37400 SH SOLE 37400 0 0 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 454 400000 PRN SOLE 0 0 0 STEMCELLS INC COM 85857R105 65 78200 SH SOLE 0 0 0 STEPAN CO COM 858586100 1306 22100 SH SOLE 7600 0 0 STERICYCLE INC COM 858912108 382 5500 SH SOLE 5500 0 0 STERIS CORP COM 859152100 45185 1360189 SH SOLE 1084869 0 0 STERLING BANCSHARES INC *W EXP 12/12/201 858907116 37 27300 SH SOLE 27300 0 0 STERLING BANCSHARES INC COM 858907108 1636 304620 SH SOLE 249286 0 0 STERLING FINL CORP WASH COM 859319105 753 1158908 SH SOLE 754308 0 0 STERLITE INDS INDIA LTD ADS 859737207 436 29100 SH SOLE 22500 0 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 10952 11275000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 24 25000 PRN SOLE 0 0 0 STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 399 450000 PRN SOLE 0 0 0 STIFEL FINL CORP COM 860630102 326 7038 SH SOLE 7038 0 0 STILLWATER MNG CO COM 86074Q102 377 22400 SH SOLE 6800 0 0 STILLWATER MNG CO NOTE 1.875% 3/1 86074QAF9 2047 2000000 PRN SOLE 0 0 0 STONE ENERGY CORP COM 861642106 6125 415848 SH SOLE 306721 0 0 STRATASYS INC COM 862685104 238 8600 SH SOLE 2100 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 1305 307900 SH SOLE 189000 0 0 STRAYER ED INC COM 863236105 1570 9000 SH SOLE 9000 0 0 STRYKER CORP COM 863667101 2446 48878 SH SOLE 48878 0 0 STURM RUGER & CO INC COM 864159108 9422 690728 SH SOLE 342867 0 0 SUCCESSFACTORS INC COM 864596101 819 32600 SH SOLE 7300 0 0 SUN COMMUNITIES INC COM 866674104 1963 63952 SH SOLE 41879 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 5938 701104 SH SOLE 506515 0 0 SUNCOR ENERGY INC NEW COM 867224107 963 29600 SH SOLE 29600 0 0 SUNOCO INC COM 86764P109 3044 83400 SH SOLE 83400 0 0 SUNPOWER CORP COM CL A 867652109 504 35000 SH SOLE 35000 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 2024 2200000 PRN SOLE 0 0 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 1415 1550000 PRN SOLE 0 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 406 118300 SH SOLE 22600 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 2770 305386 SH SOLE 205093 0 0 SUNTRUST BKS INC COM 867914103 958 37100 SH SOLE 37100 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 2102 78772 SH SOLE 78772 0 0 SUPERIOR INDS INTL INC COM 868168105 1476 85401 SH SOLE 57637 0 0 SUPERVALU INC COM 868536103 2330 202100 SH SOLE 202100 0 0 SUPPORT COM INC COM 86858W101 57 12400 SH SOLE 2500 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 681 80742 SH SOLE 54942 0 0 SWIFT ENERGY CO COM 870738101 2602 92662 SH SOLE 85562 0 0 SXC HEALTH SOLUTIONS CORP COM 78505P100 864 23700 SH SOLE 23700 0 0 SYCAMORE NETWORKS INC COM NEW 871206405 207 6400 SH SOLE 6400 0 0 SYKES ENTERPRISES INC COM 871237103 401 29496 SH SOLE 29496 0 0 SYMANTEC CORP COM 871503108 5892 388400 SH SOLE 388400 0 0 SYMMETRY MED INC COM 871546206 1122 116394 SH SOLE 64400 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 335 18800 SH SOLE 1900 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 417 42071 SH SOLE 42071 0 0 SYNIVERSE HLDGS INC COM 87163F106 4666 205838 SH SOLE 194538 0 0 SYNNEX CORP COM 87162W100 450 16000 SH SOLE 0 0 0 SYNOPSYS INC COM 871607107 1239 50000 SH SOLE 50000 0 0 SYNOVUS FINL CORP COM 87161C105 1193 484805 SH SOLE 484805 0 0 SYNTEL INC COM 87162H103 329 7400 SH SOLE 100 0 0 SYSCO CORP COM 871829107 1309 45900 SH SOLE 45900 0 0 SYSTEMAX INC COM 871851101 474 38626 SH SOLE 35926 0 0 TAIWAN SEMICONDUCTOR 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FINL CORP COM 872275102 4422 273144 SH SOLE 251466 0 0 TECH DATA CORP COM 878237106 19379 480857 SH SOLE 413766 0 0 TECO ENERGY INC COM 872375100 1725 99600 SH SOLE 99600 0 0 TEKELEC COM 879101103 1906 147078 SH SOLE 147078 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 3715 93300 SH SOLE 80000 0 0 TELEFLEX INC COM 879369106 4164 73336 SH SOLE 73336 0 0 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 181 12100 SH SOLE 0 0 0 TELEPHONE & DATA SYS INC COM 879433100 6480 197561 SH SOLE 197561 0 0 TELEPHONE & DATA SYS INC SPL COM 879433860 593 20930 SH SOLE 20930 0 0 TELETECH HOLDINGS INC COM 879939106 5500 370611 SH SOLE 190684 0 0 TELLABS INC COM 879664100 10991 1475286 SH SOLE 1475286 0 0 TEMPUR PEDIC INTL INC COM 88023U101 1085 35000 SH SOLE 1300 0 0 TENGION INC COM 88034G109 110 34780 SH SOLE 34780 0 0 TENNANT CO COM 880345103 544 17600 SH SOLE 100 0 0 TENNECO INC COM 880349105 420 14500 SH SOLE 14500 0 0 TERADATA CORP DEL COM 88076W103 23455 608273 SH SOLE 605473 0 0 TERADYNE INC COM 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2917 2500000 PRN SOLE 0 0 0 TIMKEN CO COM 887389104 55887 1456903 SH SOLE 1356203 0 0 TITANIUM METALS CORP COM NEW 888339207 1242 62200 SH SOLE 62200 0 0 TIVO INC COM 888706108 221 24380 SH SOLE 1900 0 0 TJX COS INC NEW COM 872540109 27034 605731 SH SOLE 548831 0 0 TOLL BROTHERS INC COM 889478103 886 46600 SH SOLE 46600 0 0 TORCHMARK CORP COM 891027104 632 11900 SH SOLE 11900 0 0 TORO CO COM 891092108 725 12885 SH SOLE 12885 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 1286 17800 SH SOLE 17800 0 0 TOTAL SYS SVCS INC COM 891906109 698 45800 SH SOLE 45800 0 0 TOWER GROUP INC COM 891777104 1810 77501 SH SOLE 33401 0 0 TOWERS WATSON & CO CL A 891894107 4617 93870 SH SOLE 93870 0 0 TRACTOR SUPPLY CO COM 892356106 1256 31667 SH SOLE 11667 0 0 TRADESTATION GROUP INC COM 89267P105 1320 200681 SH SOLE 126900 0 0 TRANSATLANTIC HLDGS INC COM 893521104 981 19300 SH SOLE 19300 0 0 TRANSDIGM GROUP INC COM 893641100 1117 18000 SH SOLE 18000 0 0 TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 211 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BRANDS CORP COM 899896104 30048 656649 SH SOLE 640449 0 0 TUTOR PERINI CORP COM 901109108 3204 159461 SH SOLE 159461 0 0 TW TELECOM INC COM 87311L104 1703 91700 SH SOLE 91700 0 0 TWO HBRS INVT CORP COM 90187B101 194 21500 SH SOLE 20300 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 42168 1443116 SH SOLE 1322816 0 0 TYCO INTERNATIONAL LTD SHS H89128104 23819 648492 SH SOLE 618692 0 0 TYSON FOODS INC CL A 902494103 25369 1583605 SH SOLE 1500005 0 0 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 18865 15900000 PRN SOLE 0 0 0 U S AIRWAYS GROUP INC COM 90341W108 4890 528600 SH SOLE 491900 0 0 U S G CORP COM NEW 903293405 211 16000 SH SOLE 16000 0 0 U STORE IT TR COM 91274F104 2323 278247 SH SOLE 196492 0 0 UDR INC COM 902653104 679 32130 SH SOLE 32130 0 0 UGI CORP NEW COM 902681105 3694 129128 SH SOLE 129128 0 0 UIL HLDG CORP COM 902748102 7791 276661 SH SOLE 229487 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 2435 83400 SH SOLE 21100 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 583 15100 SH 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955306105 420 12233 SH SOLE 12233 0 0 WEST PHARMACEUTICAL SVSC INC SDCV 4.000% 3/1 955306AA3 1610 2000000 PRN SOLE 0 0 0 WESTAMERICA BANCORPORATION COM 957090103 3517 64552 SH SOLE 42352 0 0 WESTAR ENERGY INC COM 95709T100 1812 74788 SH SOLE 74788 0 0 WESTELL TECHNOLOGIES INC CL A 957541105 32 13800 SH SOLE 3400 0 0 WESTERN DIGITAL CORP COM 958102105 30898 1088347 SH SOLE 1021147 0 0 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 213 7866 SH SOLE 7866 0 0 WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 12101 14425000 PRN SOLE 0 0 0 WESTERN UN CO COM 959802109 28011 1585218 SH SOLE 1450118 0 0 WET SEAL INC CL A 961840105 246 72700 SH SOLE 72700 0 0 WEYERHAEUSER CO COM 962166104 1538 97604 SH SOLE 97604 0 0 WGL HLDGS INC COM 92924F106 1873 49579 SH SOLE 32261 0 0 WHIRLPOOL CORP COM 963320106 19627 242428 SH SOLE 229628 0 0 WHITING PETE CORP NEW COM 966387102 11501 120421 SH SOLE 120421 0 0 WHITING PETE CORP NEW PERP PFD CONV 966387201 671 2865 SH SOLE 2865 0 0 WHITNEY HLDG CORP COM 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