13F-HR 1 aqr4q08.txt AQR CAPITAL MANAGEMENT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2008 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: AQR Capital Management, LLC Address: Two Greenwich Plaza, 3rd Floor Greenwich, CT 06830 13F File Number: 28-10120 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Clifford S. Asness Title: Managing Member Phone: 203-742-3600 Signature, Place, and Date of Signing: /s/ Clifford S. Asness Greenwich, CT February 17, 2009 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 1471 Form13F Information Table Value Total: $5,580,890 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3COM CORP COM 885535104 3996 1752834 SH SOLE 1352013 0 0 3M CO COM 88579Y101 4557 79200 SH SOLE 79200 0 0 AAON INC COM PAR $0.004 000360206 975 46700 SH SOLE 43100 0 0 ABBOTT LABS COM 002824100 9094 170400 SH SOLE 170400 0 0 ABERCROMBIE & FITCH CO CL A 002896207 901 39052 SH SOLE 39052 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 505 35416 SH SOLE 27371 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 10978 334800 SH SOLE 334800 0 0 ACE LTD SHS H0023R105 3619 68394 SH SOLE 68394 0 0 ACTEL CORP COM 004934105 122 10400 SH SOLE 10400 0 0 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 26317 25750000 PRN SOLE 0 0 0 ACUITY BRANDS INC COM 00508Y102 5499 157530 SH SOLE 153730 0 0 ACXIOM CORP COM 005125109 7846 967400 SH SOLE 875677 0 0 ADMINISTAFF INC COM 007094105 907 41848 SH SOLE 41848 0 0 ADTRAN INC COM 00738A106 219 14700 SH SOLE 14700 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 2076 1098294 SH SOLE 958997 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 3463 102914 SH SOLE 102914 0 0 ADVANCED ENERGY INDS COM 007973100 2268 227960 SH SOLE 216060 0 0 ADVANTA CORP CL B 007942204 1296 620223 SH SOLE 500782 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 526 17120 SH SOLE 17120 0 0 AEROPOSTALE COM 007865108 636 39531 SH SOLE 36731 0 0 AES CORP COM 00130H105 2932 355800 SH SOLE 355800 0 0 AETNA INC NEW COM 00817Y108 3582 125692 SH SOLE 125692 0 0 AFC ENTERPRISES INC COM 00104Q107 100 21300 SH SOLE 8100 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 7319 159286 SH SOLE 159286 0 0 AFFYMETRIX INC COM 00826T108 2424 810806 SH SOLE 687806 0 0 AGCO CORP COM 001084102 769 32588 SH SOLE 32588 0 0 AGCO CORP NOTE 1.750%12/3 001084AL6 21922 18515000 PRN SOLE 0 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 2787 178304 SH SOLE 178304 0 0 AGILYSYS INC COM 00847J105 89 20700 SH SOLE 8600 0 0 AGL RES INC COM 001204106 14585 465224 SH SOLE 434924 0 0 AGREE REALTY CORP COM 008492100 341 18812 SH SOLE 14329 0 0 AIR PRODS & CHEMS INC COM 009158106 307 6100 SH SOLE 6100 0 0 AIRCASTLE LTD COM G0129K104 554 115951 SH SOLE 89200 0 0 AIRTRAN HLDGS INC NOTE 7.000% 7/0 00949PAB4 4577 8000000 PRN SOLE 0 0 0 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 40033 35500000 PRN SOLE 0 0 0 ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 110 17916 SH SOLE 17916 0 0 ALASKA AIR GROUP INC COM 011659109 7008 239604 SH SOLE 218714 0 0 ALBANY MOLECULAR RESH INC COM 012423109 1076 110430 SH SOLE 97030 0 0 ALBERTO CULVER CO NEW COM 013078100 31326 1278076 SH SOLE 1185476 0 0 ALCOA INC COM 013817101 307 27300 SH SOLE 27300 0 0 ALEXANDERS INC COM 014752109 451 1768 SH SOLE 1381 0 0 ALIGN TECHNOLOGY INC COM 016255101 415 47400 SH SOLE 47400 0 0 ALKERMES INC COM 01642T108 2669 250576 SH SOLE 231976 0 0 ALLETE INC COM 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12914 SH SOLE 12914 0 0 AMEREN CORP COM 023608102 256 7700 SH SOLE 7700 0 0 AMERICAN BANCORP N J INC COM 02407E104 1040 87405 SH SOLE 87405 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 1985 96934 SH SOLE 75109 0 0 AMERICAN CAP LTD COM 02503Y103 99 30426 SH SOLE 30426 0 0 AMERICAN COMMERCIAL LINES COM NEW 025195207 192 39100 SH SOLE 39100 0 0 AMERICAN ELEC PWR INC COM 025537101 20977 630328 SH SOLE 630328 0 0 AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 15701 23702000 PRN SOLE 0 0 0 AMERICAN EXPRESS CO COM 025816109 3816 205700 SH SOLE 205700 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 32947 1439989 SH SOLE 1326289 0 0 AMERICAN GREETINGS CORP CL A 026375105 6223 822119 SH SOLE 707719 0 0 AMERICAN INTL GROUP INC COM 026874107 378 241000 SH SOLE 241000 0 0 AMERICAN LD LEASE INC COM 027118108 217 15711 SH SOLE 15711 0 0 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 5140 7500000 PRN SOLE 0 0 0 AMERICAN NATL INS CO COM 028591105 221 3000 SH SOLE 3000 0 0 AMERICAN RAILCAR INDS INC COM 02916P103 1678 159368 SH SOLE 91600 0 0 AMERICREDIT CORP COM 03060R101 507 66325 SH SOLE 66325 0 0 AMERICREDIT CORP NOTE 0.750% 9/1 03060RAP6 1578 3500000 PRN SOLE 0 0 0 AMERIGROUP CORP COM 03073T102 6201 210061 SH SOLE 177661 0 0 AMERIPRISE FINL INC COM 03076C106 9342 399935 SH SOLE 399935 0 0 AMERISAFE INC COM 03071H100 515 25100 SH SOLE 17600 0 0 AMERISOURCEBERGEN CORP COM 03073E105 19219 538960 SH SOLE 538960 0 0 AMERISTAR CASINOS INC COM 03070Q101 226 26173 SH SOLE 26173 0 0 AMERON INTL INC COM 030710107 1089 17300 SH SOLE 10500 0 0 AMGEN INC COM 031162100 28632 495784 SH SOLE 495784 0 0 AMKOR TECHNOLOGY INC COM 031652100 4253 1950749 SH SOLE 1638173 0 0 AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX8 8002 14000000 PRN SOLE 0 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 1445 170750 SH SOLE 126450 0 0 AMPCO-PITTSBURGH CORP COM 032037103 677 31200 SH SOLE 29800 0 0 AMR CORP COM 001765106 107 10000 SH SOLE 10000 0 0 AMREP CORP NEW COM 032159105 1353 43250 SH SOLE 43250 0 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7126 0 0 APOLLO INVT CORP COM 03761U106 730 78400 SH SOLE 78400 0 0 APPLE INC COM 037833100 11537 135170 SH SOLE 135170 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 6279 331847 SH SOLE 331847 0 0 AQUA AMERICA INC COM 03836W103 259 12600 SH SOLE 12600 0 0 ARBOR RLTY TR INC COM 038923108 144 48745 SH SOLE 33984 0 0 ARCH CAP GROUP LTD ORD G0450A105 1437 20500 SH SOLE 20500 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 284 9844 SH SOLE 9844 0 0 ARES CAP CORP COM 04010L103 1382 218400 SH SOLE 142100 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 204 6000 SH SOLE 6000 0 0 ARKANSAS BEST CORP DEL COM 040790107 10984 364792 SH SOLE 350692 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 22248 1029050 SH SOLE 948951 0 0 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 976 1500000 PRN SOLE 0 0 0 ARROW ELECTRS INC COM 042735100 10813 573926 SH SOLE 573926 0 0 ARVINMERITOR INC COM 043353101 1607 563891 SH SOLE 443025 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 73 15900 SH SOLE 15900 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 320 278275 SH SOLE 209933 0 0 ASHLAND INC NEW COM 044209104 2334 222029 SH SOLE 204209 0 0 ASIAINFO HLDGS INC COM 04518A104 515 43500 SH SOLE 43500 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 5558 229200 SH SOLE 178600 0 0 ASSOCIATED BANC CORP COM 045487105 6736 321829 SH SOLE 267629 0 0 ASSURANT INC COM 04621X108 6948 231600 SH SOLE 231600 0 0 ASTORIA FINL CORP COM 046265104 9382 569280 SH SOLE 487080 0 0 AT&T INC COM 00206R102 35209 1235417 SH SOLE 1235417 0 0 ATLANTIC TELE NETWORK INC COM NEW 049079205 284 10700 SH SOLE 10700 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 7539 398882 SH SOLE 338025 0 0 ATLAS ENERGY RESOURCES LLC COM 049303100 199 15600 SH SOLE 15600 0 0 ATMEL CORP COM 049513104 1561 498760 SH SOLE 498760 0 0 ATMOS ENERGY CORP COM 049560105 2334 98466 SH SOLE 96666 0 0 ATWOOD OCEANICS INC COM 050095108 274 17900 SH SOLE 17900 0 0 AUTODESK INC COM 052769106 2687 136749 SH SOLE 136749 0 0 AUTOLIV INC COM 052800109 6188 288369 SH SOLE 288369 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 13693 348065 SH SOLE 348065 0 0 AUTONATION INC COM 05329W102 5728 579740 SH SOLE 579740 0 0 AUTOZONE INC COM 053332102 7441 53350 SH SOLE 53350 0 0 AVALONBAY CMNTYS INC COM 053484101 917 15134 SH SOLE 15134 0 0 AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 11073 14050000 PRN SOLE 0 0 0 AVENTINE RENEWABLE ENERGY COM 05356X403 290 446163 SH SOLE 352499 0 0 AVID TECHNOLOGY INC COM 05367P100 765 70137 SH SOLE 56462 0 0 AVIS BUDGET GROUP COM 053774105 70 99500 SH SOLE 99500 0 0 AVISTA CORP COM 05379B107 6603 340728 SH SOLE 331168 0 0 AVNET INC COM 053807103 3137 172268 SH SOLE 172268 0 0 AVOCENT CORP COM 053893103 7998 446544 SH SOLE 376544 0 0 AVON PRODS INC COM 054303102 2539 105666 SH SOLE 105666 0 0 AVX CORP NEW COM 002444107 3408 429161 SH SOLE 429161 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 3271 112322 SH SOLE 112322 0 0 B & G FOODS INC NEW CL A 05508R106 561 103800 SH SOLE 103800 0 0 BALL CORP COM 058498106 216 5200 SH SOLE 5200 0 0 BANCFIRST CORP COM 05945F103 395 7456 SH SOLE 7456 0 0 BANCO LATINOAMERICANO DE EXP CL E P16994132 876 61000 SH SOLE 49100 0 0 BANCORPSOUTH INC COM 059692103 203 8700 SH SOLE 8700 0 0 BANK HAWAII CORP COM 062540109 12524 277261 SH SOLE 247561 0 0 BANK MUTUAL CORP NEW COM 063750103 4610 399500 SH SOLE 347700 0 0 BANK OF AMERICA CORPORATION COM 060505104 15492 1100258 SH SOLE 1100258 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 5528 195119 SH SOLE 195119 0 0 BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE3 2824 16900000 PRN SOLE 0 0 0 BANNER CORP COM 06652V109 195 20700 SH SOLE 20700 0 0 BARD C R INC COM 067383109 1230 14600 SH SOLE 14600 0 0 BARE ESCENTUALS INC COM 067511105 696 133004 SH SOLE 133004 0 0 BARNES & NOBLE INC COM 067774109 25987 1732440 SH SOLE 1639173 0 0 BAXTER INTL INC COM 071813109 8826 164700 SH SOLE 164700 0 0 BB&T CORP COM 054937107 310 11300 SH SOLE 11300 0 0 BE AEROSPACE INC COM 073302101 168 21800 SH SOLE 21800 0 0 BECKMAN COULTER INC COM 075811109 1187 27021 SH SOLE 27021 0 0 BECTON DICKINSON & CO COM 075887109 3488 51000 SH SOLE 51000 0 0 BED BATH & BEYOND INC COM 075896100 486 19100 SH SOLE 19100 0 0 BELO CORP COM SER A 080555105 1338 857788 SH SOLE 628788 0 0 BENCHMARK ELECTRS INC COM 08160H101 6726 526723 SH SOLE 472494 0 0 BERKLEY W R CORP COM 084423102 4407 142165 SH SOLE 142165 0 0 BERKSHIRE HATHAWAY INC DEL CL B 084670207 2603 810 SH SOLE 810 0 0 BERKSHIRE HILLS BANCORP INC COM 084680107 376 12200 SH SOLE 12200 0 0 BIG LOTS INC COM 089302103 5391 372035 SH SOLE 372035 0 0 BIOGEN IDEC INC COM 09062X103 13455 282492 SH SOLE 282492 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 2.500% 3/2 09061GAC5 3473 3000000 PRN SOLE 0 0 0 BIOMED REALTY TRUST INC COM 09063H107 1980 168944 SH SOLE 129477 0 0 BJ SVCS CO COM 055482103 319 27300 SH SOLE 27300 0 0 BJS WHOLESALE CLUB INC COM 05548J106 7803 227772 SH SOLE 222586 0 0 BLACK & DECKER CORP COM 091797100 2516 60175 SH SOLE 60175 0 0 BLACK BOX CORP DEL COM 091826107 4503 172381 SH SOLE 139508 0 0 BLACKROCK 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COM 109641100 11502 1091262 SH SOLE 1003962 0 0 BRINKS CO COM 109696104 12972 482600 SH SOLE 439620 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 8675 373100 SH SOLE 373100 0 0 BROADCOM CORP CL A 111320107 170 10000 SH SOLE 10000 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 6625 528338 SH SOLE 524738 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 4333 1531111 SH SOLE 1531111 0 0 BRONCO DRILLING CO INC COM 112211107 399 61700 SH SOLE 46700 0 0 BROWN FORMAN CORP CL B 115637209 201 3902 SH SOLE 3902 0 0 BROWN SHOE INC NEW COM 115736100 1207 142456 SH SOLE 142456 0 0 BRUNSWICK CORP COM 117043109 2482 589436 SH SOLE 465387 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 639 175500 SH SOLE 167800 0 0 BUCKLE INC COM 118440106 2215 101535 SH SOLE 97585 0 0 BUILD A BEAR WORKSHOP COM 120076104 166 34100 SH SOLE 34100 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 2485 32826 SH SOLE 32826 0 0 C D I CORP COM 125071100 5288 408619 SH SOLE 347139 0 0 CA INC COM 12673P105 1046 56449 SH SOLE 56449 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 1404 53846 SH SOLE 53846 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 3920 1071100 SH SOLE 1071100 0 0 CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 2753 6000000 PRN SOLE 0 0 0 CAL MAINE FOODS INC COM NEW 128030202 6595 229777 SH SOLE 224277 0 0 CALGON CARBON CORP COM 129603106 19609 1276660 SH SOLE 1276660 0 0 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 163 15200 SH SOLE 15200 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 662 14250 SH SOLE 14250 0 0 CALLAWAY GOLF CO COM 131193104 3481 374682 SH SOLE 351365 0 0 CALLON PETE CO DEL COM 13123X102 373 143500 SH SOLE 80300 0 0 CAMBREX CORP COM 132011107 152 32820 SH SOLE 19020 0 0 CAMDEN PPTY TR SH BEN INT 133131102 702 22400 SH SOLE 22400 0 0 CAMPBELL SOUP CO COM 134429109 3035 101120 SH SOLE 101120 0 0 CANDELA CORP COM 136907102 26 53241 SH SOLE 53241 0 0 CAPITAL CORP OF THE WEST COM NEW 140065202 13 14100 SH SOLE 14100 0 0 CAPITAL ONE FINL CORP COM 14040H105 15977 501000 SH SOLE 501000 0 0 CAPITAL TRUST INC MD CL A NEW 14052H506 166 46202 SH SOLE 36380 0 0 CAPITALSOURCE INC COM 14055X102 49 10500 SH SOLE 10500 0 0 CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 5228 8500000 PRN SOLE 0 0 0 CAPITOL ACQUISITION CORP DEL COM 14055E104 346 38000 SH SOLE 38000 0 0 CAPITOL FED FINL COM 14057C106 1374 30140 SH SOLE 16540 0 0 CAPLEASE INC COM 140288101 124 71700 SH SOLE 51400 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 1431 132831 SH SOLE 101699 0 0 CARDINAL HEALTH INC COM 14149Y108 4292 124520 SH SOLE 124520 0 0 CARE INVESTMENT TRUST INC COM 141657106 168 21548 SH SOLE 16437 0 0 CAREER EDUCATION CORP COM 141665109 3836 213800 SH SOLE 213800 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 19757 961894 SH SOLE 914453 0 0 CASCADE BANCORP COM 147154108 93 13800 SH SOLE 0 0 0 CASEYS GEN STORES INC COM 147528103 2561 112465 SH SOLE 89101 0 0 CASH AMER INTL INC COM 14754D100 1854 67800 SH SOLE 66300 0 0 CASTLE A M & CO COM 148411101 115 10600 SH SOLE 10600 0 0 CASTLEPOINT HOLDINGS LTD COM G19522112 5479 404071 SH SOLE 386671 0 0 CATHAY GENERAL BANCORP COM 149150104 2308 97165 SH SOLE 71272 0 0 CATO CORP NEW CL A 149205106 5113 338604 SH SOLE 259804 0 0 CBIZ INC COM 124805102 87 10100 SH SOLE 10100 0 0 CBIZ INC NOTE 3.125% 6/0 124805AB8 2198 2500000 PRN SOLE 0 0 0 CBS CORP NEW CL B 124857202 5026 613661 SH SOLE 613661 0 0 CEC ENTMT INC COM 125137109 1575 64948 SH SOLE 61988 0 0 CEDAR SHOPPING CTRS INC COM NEW 150602209 568 80170 SH SOLE 59470 0 0 CELANESE CORP DEL COM SER A 150870103 5744 462123 SH SOLE 462123 0 0 CENTENE CORP DEL COM 15135B101 12426 630463 SH SOLE 568763 0 0 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 3395 421200 SH SOLE 418800 0 0 CENTERPOINT ENERGY INC COM 15189T107 752 59582 SH SOLE 59582 0 0 CENTEX CORP COM 152312104 578 54280 SH SOLE 54280 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 199 10100 SH SOLE 10100 0 0 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 253 500000 PRN SOLE 0 0 0 CENTRAL PAC FINL CORP COM 154760102 1065 106060 SH SOLE 66421 0 0 CENTRAL VT PUB SVC CORP COM 155771108 1463 61300 SH SOLE 50300 0 0 CENTURY ALUM CO COM 156431108 415 41520 SH SOLE 41520 0 0 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 1613 2868000 PRN SOLE 0 0 0 CENTURYTEL INC COM 156700106 7221 264200 SH SOLE 264200 0 0 CEPHALON INC NOTE 2.000% 6/0 156708AP4 60493 36414000 PRN SOLE 0 0 0 CERADYNE INC COM 156710105 4548 223945 SH SOLE 204045 0 0 CERADYNE INC NOTE 2.875%12/1 156710AA3 16209 22002000 PRN SOLE 0 0 0 CERNER CORP COM 156782104 388 10100 SH SOLE 10100 0 0 CF INDS HLDGS INC COM 125269100 12014 244381 SH SOLE 244381 0 0 CHAMPION ENTERPRISES INC COM 158496109 17 31000 SH SOLE 31000 0 0 CHARLES RIV LABS INTL INC COM 159864107 7440 283976 SH SOLE 278625 0 0 CHARLES RIVER ASSOCIATES DBCV 2.875% 6/1 159852AB8 32765 36650000 PRN SOLE 0 0 0 CHARLOTTE RUSSE HLDG INC COM 161048103 1628 250825 SH SOLE 231374 0 0 CHARMING SHOPPES INC COM 161133103 1014 415526 SH SOLE 415526 0 0 CHART INDS INC COM PAR $0.01 16115Q308 831 78200 SH SOLE 73220 0 0 CHEMICAL FINL CORP COM 163731102 2478 88870 SH SOLE 64820 0 0 CHEMTURA CORP COM 163893100 2124 1517084 SH SOLE 1323584 0 0 CHEVRON CORP NEW COM 166764100 41654 563114 SH SOLE 563114 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 1393 64240 SH SOLE 64240 0 0 CHIMERA INVT CORP COM 16934Q109 305 88268 SH SOLE 59993 0 0 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 2654 217515 SH SOLE 217515 0 0 CHIQUITA BRANDS INTL INC COM 170032809 8390 567630 SH SOLE 466830 0 0 CHRISTOPHER & BANKS CORP COM 171046105 416 74334 SH SOLE 59734 0 0 CHUBB CORP COM 171232101 11228 220152 SH SOLE 220152 0 0 CHURCH & DWIGHT INC COM 171340102 525 9352 SH SOLE 9352 0 0 CIBER INC COM 17163B102 2011 418100 SH SOLE 294000 0 0 CIENA CORP COM NEW 171779309 67 10002 SH SOLE 10002 0 0 CIGNA CORP COM 125509109 26855 1593753 SH SOLE 1593753 0 0 CIMAREX ENERGY CO COM 171798101 9775 365022 SH SOLE 362022 0 0 CINCINNATI BELL INC NEW COM 171871106 804 416600 SH SOLE 311900 0 0 CINCINNATI FINL CORP COM 172062101 14208 488740 SH SOLE 488740 0 0 CIRCOR INTL INC COM 17273K109 303 11000 SH SOLE 11000 0 0 CISCO SYS INC COM 17275R102 22786 1397932 SH SOLE 1397932 0 0 CITADEL BROADCASTING CORP COM 17285T106 32 200200 SH SOLE 30200 0 0 CITIGROUP INC COM 172967101 6717 1001102 SH SOLE 1001102 0 0 CITIZENS REPUBLIC BANCORP IN COM 174420109 136 45800 SH SOLE 45800 0 0 CITY HLDG CO COM 177835105 5795 166620 SH SOLE 138820 0 0 CITY NATL CORP COM 178566105 2956 60700 SH SOLE 45100 0 0 CKE RESTAURANTS INC COM 12561E105 1101 126883 SH SOLE 126883 0 0 CLEARWATER PAPER CORP COM 18538R103 164 19528 SH SOLE 15724 0 0 CLECO CORP NEW COM 12561W105 308 13500 SH SOLE 7700 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 6789 265075 SH SOLE 265075 0 0 CLOROX CO DEL COM 189054109 389 7000 SH SOLE 7000 0 0 CME GROUP INC COM 12572Q105 2497 12000 SH SOLE 12000 0 0 CMS ENERGY CORP COM 125896100 4039 399532 SH SOLE 312432 0 0 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 435 500000 PRN SOLE 0 0 0 CMS ENERGY CORP NOTE 3.375% 7/1 125896AY6 6794 6750000 PRN SOLE 0 0 0 CNA FINL CORP COM 126117100 7973 484987 SH SOLE 484987 0 0 CNA SURETY CORP COM 12612L108 236 12300 SH SOLE 12300 0 0 COCA COLA CO COM 191216100 4701 103846 SH SOLE 103846 0 0 COCA COLA ENTERPRISES INC COM 191219104 5134 426733 SH SOLE 426733 0 0 COEUR D ALENE MINES CORP IDA COM 192108108 1655 1880701 SH SOLE 1219607 0 0 COGDELL SPENCER INC COM 19238U107 162 17344 SH SOLE 12937 0 0 COGNEX CORP COM 192422103 3203 216444 SH SOLE 204644 0 0 COHERENT INC COM 192479103 738 34400 SH SOLE 29319 0 0 COLE KENNETH PRODTNS INC CL A 193294105 312 44100 SH SOLE 32600 0 0 COLGATE PALMOLIVE CO COM 194162103 6230 90900 SH SOLE 90900 0 0 COLONIAL BANCGROUP INC COM 195493309 863 416900 SH SOLE 416900 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 891 107019 SH SOLE 80556 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 295 21620 SH SOLE 18220 0 0 COMCAST CORP NEW CL A SPL 20030N200 580 35900 SH SOLE 35900 0 0 COMCAST CORP NEW CL A 20030N101 3643 215800 SH SOLE 215800 0 0 COMERICA INC COM 200340107 10580 533006 SH SOLE 533006 0 0 COMFORT SYS USA INC COM 199908104 3711 348165 SH SOLE 270800 0 0 COMMERCE BANCSHARES INC COM 200525103 1012 23032 SH SOLE 23032 0 0 COMMERCIAL METALS CO COM 201723103 2809 236685 SH SOLE 236685 0 0 COMMUNITY BANCORP NEV COM 20343T100 183 52672 SH SOLE 52672 0 0 COMMUNITY TR BANCORP INC COM 204149108 1047 28500 SH SOLE 28500 0 0 COMMVAULT SYSTEMS INC COM 204166102 247 18400 SH SOLE 18400 0 0 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 1350 120039 SH SOLE 68660 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 1989 244000 SH SOLE 244000 0 0 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 2901 10500000 PRN SOLE 0 0 0 COMPUTER SCIENCES CORP COM 205363104 15058 428512 SH SOLE 428512 0 0 COMPUWARE CORP COM 205638109 13508 2001135 SH SOLE 1991635 0 0 COMSTOCK RES INC COM NEW 205768203 242 5126 SH SOLE 5126 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 224 4886 SH SOLE 4886 0 0 COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0 205826AD2 40134 27250000 PRN SOLE 0 0 0 CONAGRA FOODS INC COM 205887102 7082 429184 SH SOLE 429184 0 0 CONCHO RES INC COM 20605P101 417 18254 SH SOLE 18254 0 0 CONEXANT SYSTEMS INC COM NEW 207142308 20 28500 SH SOLE 28500 0 0 CONMED CORP COM 207410101 2382 99482 SH SOLE 94482 0 0 CONOCOPHILLIPS COM 20825C104 29429 568136 SH SOLE 568136 0 0 CONSECO INC COM NEW 208464883 10762 2077532 SH SOLE 1849684 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 1927 85097 SH SOLE 59097 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 3508 139803 SH SOLE 139803 0 0 CONTINENTAL AIRLS INC CL B 210795308 344 19072 SH SOLE 19072 0 0 CONVERGYS CORP COM 212485106 5931 925302 SH SOLE 829661 0 0 COOPER INDS LTD CL A G24182100 728 24900 SH SOLE 24900 0 0 COOPER TIRE & RUBR CO COM 216831107 2559 415354 SH SOLE 341039 0 0 COPA HOLDINGS SA CL A P31076105 218 7200 SH SOLE 7200 0 0 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 429 500000 PRN SOLE 0 0 0 CORN PRODS INTL INC COM 219023108 563 19500 SH SOLE 19500 0 0 CORNING INC COM 219350105 731 76700 SH SOLE 76700 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 1681 76217 SH SOLE 76217 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 2691 87647 SH SOLE 67199 0 0 CORUS BANKSHARES INC COM 220873103 224 201631 SH SOLE 146672 0 0 COSTCO WHSL CORP NEW COM 22160K105 993 18906 SH SOLE 18906 0 0 COUSINS PPTYS INC COM 222795106 934 67448 SH SOLE 58159 0 0 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 455 500000 PRN SOLE 0 0 0 COVENTRY HEALTH CARE INC COM 222862104 1727 116030 SH SOLE 116030 0 0 COVIDIEN LTD COM G2552X108 366 10100 SH SOLE 10100 0 0 COX RADIO INC CL A 224051102 1815 302045 SH SOLE 261068 0 0 CRA INTL INC COM 12618T105 2469 91700 SH SOLE 74000 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 4960 240871 SH SOLE 194769 0 0 CRANE CO COM 224399105 16948 983060 SH SOLE 946230 0 0 CRAY INC COM NEW 225223304 29 14060 SH SOLE 14060 0 0 CREE INC COM 225447101 405 25500 SH SOLE 25500 0 0 CSG SYS INTL INC COM 126349109 5159 295326 SH SOLE 262426 0 0 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 23667 27600000 PRN SOLE 0 0 0 CSS INDS INC COM 125906107 1568 88380 SH SOLE 67280 0 0 CSX CORP COM 126408103 10540 324618 SH SOLE 324618 0 0 CTS CORP COM 126501105 398 72300 SH SOLE 66285 0 0 CUBIC CORP COM 229669106 7946 292120 SH SOLE 244220 0 0 CUMMINS INC COM 231021106 598 22375 SH SOLE 22375 0 0 CURTISS WRIGHT CORP COM 231561101 204 6100 SH SOLE 6100 0 0 CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF1 7100 10000000 PRN SOLE 0 0 0 CVR ENERGY INC COM 12662P108 441 110200 SH SOLE 34800 0 0 CVS CAREMARK CORPORATION COM 126650100 2313 80463 SH SOLE 80463 0 0 CYBERONICS INC COM 23251P102 875 52800 SH SOLE 44200 0 0 CYNOSURE INC CL A 232577205 92 10100 SH SOLE 10100 0 0 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 240 35100 SH SOLE 35100 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 51 11326 SH SOLE 11326 0 0 CYTEC INDS INC COM 232820100 1513 71300 SH SOLE 71300 0 0 DAKTRONICS INC COM 234264109 1628 173919 SH SOLE 165619 0 0 DANA HOLDING CORP COM 235825205 9 12200 SH SOLE 12200 0 0 DARDEN RESTAURANTS INC COM 237194105 2250 79861 SH SOLE 79861 0 0 DARLING INTL INC COM 237266101 1252 228065 SH SOLE 218965 0 0 DATASCOPE CORP COM 238113104 5701 109126 SH SOLE 108726 0 0 DAVITA INC COM 23918K108 239 4814 SH SOLE 4814 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 1791 353887 SH SOLE 265165 0 0 DEAN FOODS CO NEW COM 242370104 2334 129900 SH SOLE 129900 0 0 DECODE GENETICS INC NOTE 3.500% 4/1 243586AB0 318 3250000 PRN SOLE 0 0 0 DEERFIELD CAPITAL CORP COM NEW 244331302 52 14600 SH SOLE 14600 0 0 DEL MONTE FOODS CO COM 24522P103 22294 3122359 SH SOLE 2792700 0 0 DELEK US HLDGS INC COM 246647101 595 112472 SH SOLE 112472 0 0 DELL INC COM 24702R101 2552 249256 SH SOLE 249256 0 0 DELPHI FINL GROUP INC CL A 247131105 3267 177189 SH SOLE 155377 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 9814 856396 SH SOLE 779644 0 0 DELTA PETE CORP NOTE 3.750% 5/0 247907AD0 1128 2500000 PRN SOLE 0 0 0 DELUXE CORP COM 248019101 1840 123000 SH SOLE 83000 0 0 DENNYS CORP COM 24869P104 98 49400 SH SOLE 49400 0 0 DENTSPLY INTL INC NEW COM 249030107 2587 91600 SH SOLE 91600 0 0 DEVON ENERGY CORP NEW COM 25179M103 8576 130518 SH SOLE 130518 0 0 DG FASTCHANNEL INC COM 23326R109 1067 85461 SH SOLE 85461 0 0 DHT MARITIME INC COM Y2065G105 206 37200 SH SOLE 37200 0 0 DIAMOND FOODS INC COM 252603105 1195 59287 SH SOLE 45600 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 401 6800 SH SOLE 6800 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 1135 223780 SH SOLE 166430 0 0 DICKS SPORTING GOODS INC COM 253393102 175 12400 SH SOLE 12400 0 0 DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB8 2025 3000000 PRN SOLE 0 0 0 DIEBOLD INC COM 253651103 1000 35600 SH SOLE 35600 0 0 DIGITAL RIV INC COM 25388B104 1450 58468 SH SOLE 58468 0 0 DIME CMNTY BANCSHARES COM 253922108 661 49700 SH SOLE 49700 0 0 DIRECTV GROUP INC COM 25459L106 257 11200 SH SOLE 11200 0 0 DISCOVER FINL SVCS COM 254709108 297 31200 SH SOLE 31200 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 334 23554 SH SOLE 23554 0 0 DISH NETWORK CORP CL A 25470M109 2634 237517 SH SOLE 237517 0 0 DISNEY WALT CO COM DISNEY 254687106 13170 580445 SH SOLE 580445 0 0 DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 254753106 767 31723 SH SOLE 31723 0 0 DOLBY LABORATORIES INC COM 25659T107 381 11626 SH SOLE 11626 0 0 DOLLAR TREE INC COM 256746108 3004 72053 SH SOLE 72053 0 0 DOMINOS PIZZA INC COM 25754A201 422 89566 SH SOLE 89566 0 0 DOMTAR CORP COM 257559104 566 338895 SH SOLE 338895 0 0 DONALDSON INC COM 257651109 357 10600 SH SOLE 10600 0 0 DOVER CORP COM 260003108 7414 225200 SH SOLE 225200 0 0 DOW CHEM CO COM 260543103 2613 173177 SH SOLE 173177 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 661 40700 SH SOLE 40700 0 0 DREAMWORKS ANIMATION SKG INC CL A 26153C103 1667 66000 SH SOLE 66000 0 0 DRESS BARN INC COM 261570105 2610 242974 SH SOLE 242974 0 0 DRESS BARN INC NOTE 2.500%12/1 261570AB1 18552 17250000 PRN SOLE 0 0 0 DRESSER-RAND GROUP INC COM 261608103 6875 398528 SH SOLE 395528 0 0 DST SYS INC DEL COM 233326107 1907 50200 SH SOLE 50200 0 0 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 28525 29500000 PRN SOLE 0 0 0 DST SYS INC DEL DBCV 8/1 233326AD9 1665 1900000 PRN SOLE 0 0 0 DTE ENERGY CO COM 233331107 603 16900 SH SOLE 16900 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 3876 153200 SH SOLE 153200 0 0 DUCOMMUN INC DEL COM 264147109 2273 136092 SH SOLE 130628 0 0 DUKE REALTY CORP COM NEW 264411505 310 28300 SH SOLE 28300 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 3999 51797 SH SOLE 51797 0 0 DYCOM INDS INC COM 267475101 169 20500 SH SOLE 20500 0 0 DYNCORP INTL INC CL A 26817C101 2334 153845 SH SOLE 153845 0 0 E M C CORP MASS COM 268648102 378 36100 SH SOLE 36100 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AK8 491 500000 PRN SOLE 0 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 466 500000 PRN SOLE 0 0 0 EARTHLINK INC NOTE 3.250%11/1 270321AA0 13014 14500000 PRN SOLE 0 0 0 EARTHLINK INC COM 270321102 12528 1853263 SH SOLE 1718036 0 0 EASTGROUP PPTY INC COM 277276101 1392 39130 SH SOLE 30043 0 0 EASTMAN CHEM CO COM 277432100 1980 62446 SH SOLE 62446 0 0 EASTMAN KODAK CO COM 277461109 2427 368909 SH SOLE 368909 0 0 EBAY INC COM 278642103 3320 237818 SH SOLE 237818 0 0 ECOLAB INC COM 278865100 647 18400 SH SOLE 18400 0 0 EDISON INTL COM 281020107 1986 61817 SH SOLE 61817 0 0 EDUCATION RLTY TR INC COM 28140H104 297 56940 SH SOLE 42940 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 2671 48616 SH SOLE 48616 0 0 EL PASO CORP COM 28336L109 1030 131500 SH SOLE 131500 0 0 EL PASO ELEC CO COM NEW 283677854 2959 163566 SH SOLE 150066 0 0 ELECTRONIC ARTS INC COM 285512109 602 37500 SH SOLE 37500 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 301 31500 SH SOLE 31500 0 0 ELLIS PERRY INTL INC COM 288853104 472 74500 SH SOLE 67100 0 0 EMBARQ CORP COM 29078E105 21599 600649 SH SOLE 600649 0 0 EMCOR GROUP INC COM 29084Q100 6971 310778 SH SOLE 304478 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 554 15140 SH SOLE 12540 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 2166 82950 SH SOLE 74166 0 0 EMERSON ELEC CO COM 291011104 2596 70900 SH SOLE 70900 0 0 EMULEX CORP COM NEW 292475209 4726 677064 SH SOLE 666164 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 5506 212755 SH SOLE 212755 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 2574 84300 SH SOLE 84300 0 0 ENERGEN CORP COM 29265N108 3485 118835 SH SOLE 118835 0 0 ENERGY PARTNERS LTD COM 29270U105 72 53400 SH SOLE 46100 0 0 ENERGYSOLUTIONS INC DEPOSITARY SH 292756202 82 14500 SH SOLE 14500 0 0 ENPRO INDS INC DBCV 3.937%10/1 29355XAB3 2913 3697000 PRN SOLE 0 0 0 ENPRO INDS INC COM 29355X107 3255 151106 SH SOLE 145106 0 0 ENSCO INTL INC COM 26874Q100 744 26219 SH SOLE 26219 0 0 ENTEGRIS INC COM 29362U104 1141 520900 SH SOLE 285300 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1482 1205004 SH SOLE 986191 0 0 ENTERGY CORP NEW COM 29364G103 2528 30412 SH SOLE 30412 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 2087 70021 SH SOLE 53230 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 234 150300 SH SOLE 150300 0 0 ENZON PHARMACEUTICALS INC COM 293904108 117 20000 SH SOLE 20000 0 0 EOG RES INC COM 26875P101 260 3900 SH SOLE 3900 0 0 EPICOR SOFTWARE CORP COM 29426L108 728 151700 SH SOLE 107800 0 0 EQUINIX INC COM NEW 29444U502 282 5300 SH SOLE 5300 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 864 22517 SH SOLE 18467 0 0 EQUITY ONE COM 294752100 1531 86500 SH SOLE 68700 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 1619 54300 SH SOLE 54300 0 0 ESSEX PPTY TR INC COM 297178105 230 3000 SH SOLE 3000 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 305 21236 SH SOLE 21236 0 0 EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 9348 14500000 PRN SOLE 0 0 0 EVEREST RE GROUP LTD COM G3223R108 305 4004 SH SOLE 4004 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 3615 683345 SH SOLE 536834 0 0 EXLSERVICE HOLDINGS INC COM 302081104 116 13500 SH SOLE 13500 0 0 EXPEDIA INC DEL COM 30212P105 3116 378180 SH SOLE 378180 0 0 EXPEDITORS INTL WASH INC COM 302130109 443 13304 SH SOLE 13304 0 0 EXPONENT INC COM 30214U102 1101 36600 SH SOLE 33000 0 0 EXPRESS SCRIPTS INC COM 302182100 1106 20115 SH SOLE 20115 0 0 EXTRA SPACE STORAGE INC COM 30225T102 1771 171638 SH SOLE 129004 0 0 EXXON MOBIL CORP COM 30231G102 97648 1223200 SH SOLE 1223200 0 0 FAIRPOINT COMMUNICATIONS INC COM 305560104 44 13500 SH SOLE 13500 0 0 FAMILY DLR STORES INC COM 307000109 17631 676312 SH SOLE 676312 0 0 FEDERAL HOME LN MTG CORP COM 313400301 34 46356 SH SOLE 46356 0 0 FEDERAL NATL MTG ASSN COM 313586109 95 124403 SH SOLE 124403 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 733 11812 SH SOLE 11812 0 0 FEDERATED INVS INC PA CL B 314211103 1431 84400 SH SOLE 84400 0 0 FEDEX CORP COM 31428X106 2096 32666 SH SOLE 32666 0 0 FELCOR LODGING TR INC COM 31430F101 197 107094 SH SOLE 82944 0 0 FERRO CORP COM 315405100 227 32222 SH SOLE 32222 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 3841 216400 SH SOLE 136900 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 175 10748 SH SOLE 10748 0 0 FIFTH THIRD BANCORP COM 316773100 256 31000 SH SOLE 31000 0 0 FINISH LINE INC CL A 317923100 1157 206570 SH SOLE 194084 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 2781 18197 SH SOLE 16697 0 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 119 12700 SH SOLE 12700 0 0 FIRST FINL BANCORP OH COM 320209109 1171 94522 SH SOLE 75922 0 0 FIRST FINL BANKSHARES COM 32020R109 536 9700 SH SOLE 9700 0 0 FIRST FINL HLDGS INC COM 320239106 757 37407 SH SOLE 28322 0 0 FIRST HORIZON NATL CORP COM 320517105 1800 170294 SH SOLE 135365 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 706 93458 SH SOLE 68008 0 0 FIRST MARBLEHEAD CORP COM 320771108 1041 806594 SH SOLE 806594 0 0 FIRST MERCHANTS CORP COM 320817109 1473 66300 SH SOLE 54400 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 7433 372200 SH SOLE 284800 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 13895 859293 SH SOLE 775027 0 0 FIRST PL FINL CORP COM 33610T109 70 18200 SH SOLE 18200 0 0 FIRST POTOMAC RLTY TR COM 33610F109 460 49430 SH SOLE 37930 0 0 FIRSTENERGY CORP COM 337932107 3718 76540 SH SOLE 76540 0 0 FIRSTMERIT CORP COM 337915102 3558 172805 SH SOLE 146505 0 0 FISERV INC COM 337738108 929 25535 SH SOLE 25535 0 0 FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW5 29384 20000000 PRN SOLE 0 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 39 25600 SH SOLE 25600 0 0 FLAGSTAR BANCORP INC COM 337930101 303 427100 SH SOLE 383400 0 0 FLAGSTONE REINSURANCE HLDGS SHS G3529T105 477 48820 SH SOLE 48820 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 145 56800 SH SOLE 56800 0 0 FLIR SYS INC NOTE 3.000% 6/0 302445AB7 71929 25900000 PRN SOLE 0 0 0 FLOWERS FOODS INC COM 343498101 8252 338743 SH SOLE 294443 0 0 FLOWSERVE CORP COM 34354P105 5300 102918 SH SOLE 102918 0 0 FLUOR CORP NEW COM 343412102 5610 125020 SH SOLE 125020 0 0 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 811 500000 PRN SOLE 0 0 0 FLUSHING FINL CORP COM 343873105 1664 139100 SH SOLE 120200 0 0 FMC TECHNOLOGIES INC COM 30249U101 2634 110535 SH SOLE 110535 0 0 FOOT LOCKER INC COM 344849104 15537 2116720 SH SOLE 2018535 0 0 FORCE PROTECTION INC COM NEW 345203202 545 91100 SH SOLE 36000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 1862 813055 SH SOLE 813055 0 0 FOREST LABS INC COM 345838106 13133 515632 SH SOLE 515632 0 0 FORRESTER RESH INC COM 346563109 409 14500 SH SOLE 14500 0 0 FORTUNE BRANDS INC COM 349631101 8698 210700 SH SOLE 210700 0 0 FOSSIL INC COM 349882100 532 31878 SH SOLE 31878 0 0 FOSTER L B CO COM 350060109 2370 75773 SH SOLE 54500 0 0 FOUNDATION COAL HLDGS INC COM 35039W100 518 36964 SH SOLE 36964 0 0 FPL GROUP INC COM 302571104 604 12000 SH SOLE 12000 0 0 FRANKLIN RES INC COM 354613101 1563 24500 SH SOLE 24500 0 0 FRANKLIN STREET PPTYS CORP COM 35471R106 1699 115158 SH SOLE 85110 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1213 49620 SH SOLE 49620 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 5863 261486 SH SOLE 208046 0 0 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 46 272772 SH SOLE 147205 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 128 14700 SH SOLE 14700 0 0 FRONTIER OIL CORP COM 35914P105 1611 127538 SH SOLE 95538 0 0 FRONTLINE LTD SHS G3682E127 1873 63251 SH SOLE 63251 0 0 FTI CONSULTING INC NOTE 3.750% 7/1 302941AB5 746 500000 PRN SOLE 0 0 0 FULLER H B CO COM 359694106 4600 285534 SH SOLE 260934 0 0 FURNITURE BRANDS INTL INC COM 360921100 1788 809000 SH SOLE 585100 0 0 G & K SVCS INC CL A 361268105 1475 72955 SH SOLE 48172 0 0 GAMESTOP CORP NEW CL A 36467W109 478 22049 SH SOLE 22049 0 0 GANNETT INC COM 364730101 3763 470371 SH SOLE 470371 0 0 GAP INC DEL COM 364760108 15024 1122054 SH SOLE 1122054 0 0 GARDNER DENVER INC COM 365558105 2791 119592 SH SOLE 119592 0 0 GARMIN LTD ORD G37260109 652 34000 SH SOLE 34000 0 0 GARTNER INC COM 366651107 1977 110881 SH SOLE 104281 0 0 GATX CORP COM 361448103 5363 173166 SH SOLE 132066 0 0 GATX CORP NOTE 5.000% 8/1 361448AE3 26298 20750000 PRN SOLE 0 0 0 GEN-PROBE INC NEW COM 36866T103 705 16449 SH SOLE 16449 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T107 595 40200 SH SOLE 36000 0 0 GENCORP INC COM 368682100 74 20000 SH SOLE 20000 0 0 GENCORP INC NOTE 4.000% 1/1 368682AJ9 3938 7000000 PRN SOLE 0 0 0 GENENTECH INC COM NEW 368710406 10314 124400 SH SOLE 124400 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 13474 23500000 PRN SOLE 0 0 0 GENERAL DYNAMICS CORP COM 369550108 11954 207579 SH SOLE 207579 0 0 GENERAL ELECTRIC CO COM 369604103 30602 1888983 SH SOLE 1888983 0 0 GENERAL GROWTH PPTYS INC COM 370021107 16 12557 SH SOLE 12557 0 0 GENERAL MLS INC COM 370334104 5930 97620 SH SOLE 97620 0 0 GENESCO INC COM 371532102 2059 121697 SH SOLE 98297 0 0 GENESCO INC SDCV 4.125% 6/1 371532AN2 6929 7443000 PRN SOLE 0 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 269 9200 SH SOLE 9200 0 0 GENUINE PARTS CO COM 372460105 5259 138912 SH SOLE 138912 0 0 GENWORTH FINL INC COM CL A 37247D106 6431 2272497 SH SOLE 2272497 0 0 GENZYME CORP COM 372917104 2628 39600 SH SOLE 39600 0 0 GETTY RLTY CORP NEW COM 374297109 747 35490 SH SOLE 27237 0 0 GEVITY HR INC COM 374393106 51 33780 SH SOLE 33780 0 0 GFI GROUP INC COM 361652209 5139 1451600 SH SOLE 1188500 0 0 GILEAD SCIENCES INC COM 375558103 205 4000 SH SOLE 4000 0 0 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 679 500000 PRN SOLE 0 0 0 GLADSTONE CAPITAL CORP COM 376535100 121 15000 SH SOLE 15000 0 0 GLATFELTER COM 377316104 320 34400 SH SOLE 34400 0 0 GLG PARTNERS INC COM 37929X107 27 11700 SH SOLE 11700 0 0 GLIMCHER RLTY TR SH BEN INT 379302102 256 91262 SH SOLE 58439 0 0 GLOBAL BRANDS ACQUISITION CO COM 378982102 321 35000 SH SOLE 35000 0 0 GLOBAL CASH ACCESS HLDGS INC COM 378967103 424 190900 SH SOLE 190900 0 0 GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 2302 4000000 PRN SOLE 0 0 0 GLOBAL INDS LTD COM 379336100 5407 1549413 SH SOLE 1358213 0 0 GLOBAL PMTS INC COM 37940X102 201 6126 SH SOLE 6126 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 3079 36482 SH SOLE 36482 0 0 GOODRICH CORP COM 382388106 4879 131786 SH SOLE 131786 0 0 GOOGLE INC CL A 38259P508 6282 20420 SH SOLE 20420 0 0 GRAFTECH INTL LTD COM 384313102 8036 965859 SH SOLE 956159 0 0 GRAMERCY CAP CORP COM 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COM 989855101 744 107702 SH SOLE 107702 0 0