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, 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: Value Line Inc
Address: 220 East 42nd Street
New York, NY 10017
13F File Number: 28-00401
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: David Henigson
Title: Vice President
Phone: 212-907-1600
Signature, Place, and Date of Signing:
/s/ David Henigson New York, NY October 27, 2008
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: 995
Form13F Information Table Value Total: $2,575,674 (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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
A D C TELECOMMUNICATIONS FRNT 6/1 000886AB7 110 150000 PRN DEFINED 0 150000 0
AAR CORP COM 000361105 853 51400 SH DEFINED 0 51400 0
AAR CORP NOTE 1.750% 2/0 000361AH8 1020 1250000 PRN DEFINED 0 1250000 0
AARON RENTS INC COM 002535201 1031 38100 SH DEFINED 0 38100 0
ABAXIS INC COM 002567105 361 18300 SH DEFINED 0 18300 0
ABB LTD SPONSORED ADR 000375204 1649 85000 SH DEFINED 0 85000 0
ABBOTT LABS COM 002824100 2591 45000 SH DEFINED 0 45000 0
ABERCROMBIE & FITCH CO CL A 002896207 536 15000 SH DEFINED 0 15000 0
ACCENTURE LTD BERMUDA CL A G1150G111 9511 250300 SH DEFINED 0 250300 0
ACE LTD SHS H0023R105 2114 39050 SH DEFINED 0 38500 550
ACTUANT CORP CL A NEW 00508X203 1444 57200 SH DEFINED 0 57200 0
ACUITY BRANDS INC COM 00508Y102 6272 150200 SH DEFINED 0 150200 0
ADOBE SYS INC COM 00724F101 2289 58000 SH DEFINED 0 58000 0
ADVANCE AUTO PARTS INC COM 00751Y106 3391 85500 SH DEFINED 0 85500 0
ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 73 150000 PRN DEFINED 0 150000 0
ADVENT SOFTWARE INC COM 007974108 3220 91400 SH DEFINED 0 91400 0
AEROPOSTALE COM 007865108 10506 327200 SH DEFINED 0 327200 0
AFFILIATED COMPUTER SERVICES CL A 008190100 1018 20000 SH DEFINED 0 20000 0
AFFILIATED MANAGERS GROUP COM 008252108 3326 40145 SH DEFINED 0 40100 45
AFLAC INC COM 001055102 3754 63900 SH DEFINED 0 63900 0
AGCO CORP NOTE 1.250%12/1 001084AM4 62 50000 PRN DEFINED 0 50000 0
AGERE SYS INC NOTE 6.500%12/1 00845VAA8 1921 1900000 PRN DEFINED 0 1900000 0
AGILENT TECHNOLOGIES INC COM 00846U101 2373 80000 SH DEFINED 0 80000 0
AGL RES INC COM 001204106 1939 61800 SH DEFINED 0 61800 0
AGRIUM INC COM 008916108 5159 92000 SH DEFINED 0 92000 0
AIR METHODS CORP COM PAR $.06 009128307 320 11300 SH DEFINED 0 11300 0
AIR PRODS & CHEMS INC COM 009158106 2466 36000 SH DEFINED 0 36000 0
AIRGAS INC COM 009363102 10625 214000 SH DEFINED 0 214000 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 1629 133200 SH DEFINED 0 133200 0
ALBEMARLE CORP COM 012653101 6112 198200 SH DEFINED 0 198200 0
ALCOA INC COM 013817101 428 20000 SH DEFINED 0 20000 0
ALCON INC COM SHS H01301102 8980 55600 SH DEFINED 0 55600 0
ALEXION PHARMACEUTICALS INC COM 015351109 9381 238700 SH DEFINED 0 238700 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1933 65400 SH DEFINED 0 65400 0
ALLERGAN INC COM 018490102 2544 49400 SH DEFINED 0 49400 0
ALLERGAN INC NOTE 1.500% 4/0 018490AL6 259 250000 PRN DEFINED 0 250000 0
ALLETE INC COM NEW 018522300 1313 30000 SH DEFINED 0 30000 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 5603 88400 SH DEFINED 0 88400 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 590 20000 SH DEFINED 0 20000 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 460 12000 SH DEFINED 0 12000 0
ALLIANT TECHSYSTEMS INC COM 018804104 4894 52100 SH DEFINED 0 52000 100
ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 365 300000 PRN DEFINED 0 300000 0
ALLIED WASTE INDS INC SDCV 4.250% 4/1 019589AD2 1126 1200000 PRN DEFINED 0 1200000 0
ALMOST FAMILY INC COM 020409108 237 6000 SH DEFINED 0 6000 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1340 46300 SH DEFINED 0 46300 0
ALTERA CORP COM 021441100 3392 164000 SH DEFINED 0 164000 0
ALTRIA GROUP INC COM 02209S103 322 16240 SH DEFINED 0 16000 240
ALZA CORP SDCV 7/2 02261WAB5 288 300000 PRN DEFINED 0 300000 0
AMAG PHARMACEUTICALS INC COM 00163U106 1545 39900 SH DEFINED 0 39900 0
AMAZON COM INC COM 023135106 4999 68700 SH DEFINED 0 68700 0
AMCOL INTL CORP COM 02341W103 2679 85700 SH DEFINED 0 85700 0
AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 146 150000 PRN DEFINED 0 150000 0
AMEDISYS INC COM 023436108 9200 189033 SH DEFINED 0 188633 400
AMERCO COM 023586100 1182 28200 SH DEFINED 0 28200 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 219 15000 SH DEFINED 0 13500 1500
AMERICAN ECOLOGY CORP COM NEW 025533407 4259 154100 SH DEFINED 0 154100 0
AMERICAN ELEC PWR INC COM 025537101 1284 35000 SH DEFINED 0 35000 0
AMERICAN EQTY INVT LIFE HLD NOTE 5.250%12/0 025676AE7 185 250000 PRN DEFINED 0 250000 0
AMERICAN EXPRESS CO COM 025816109 721 21975 SH DEFINED 0 21200 775
AMERICAN FINL GROUP INC OHIO COM 025932104 3303 113500 SH DEFINED 0 113500 0
AMERICAN MED SYS HLDGS INC COM 02744M108 3428 193000 SH DEFINED 0 193000 0
AMERICAN PHYSICIANS CAPITAL COM 028884104 535 12650 SH DEFINED 0 12650 0
AMERICAN STS WTR CO COM 029899101 1752 47300 SH DEFINED 0 47300 0
AMERICAN TOWER CORP CL A 029912201 7704 214167 SH DEFINED 0 214167 0
AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR3 177 100000 PRN DEFINED 0 100000 0
AMERIGON INC COM 03070L300 170 25800 SH DEFINED 0 25800 0
AMERIPRISE FINL INC COM 03076C106 745 20700 SH DEFINED 0 20700 0
AMERON INTL INC COM 030710107 3704 51700 SH DEFINED 0 51700 0
AMETEK INC NEW COM 031100100 10135 248600 SH DEFINED 0 248600 0
AMGEN INC COM 031162100 2441 41190 SH DEFINED 0 40000 1190
AMGEN INC NOTE 0.375% 2/0 031162AQ3 1493 1700000 PRN DEFINED 0 1700000 0
AMPCO-PITTSBURGH CORP COM 032037103 1080 41700 SH DEFINED 0 41700 0
AMPHENOL CORP NEW CL A 032095101 11392 283800 SH DEFINED 0 283800 0
ANADARKO PETE CORP COM 032511107 972 21400 SH DEFINED 0 20250 1150
ANALOG DEVICES INC COM 032654105 379 15000 SH DEFINED 0 15000 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 610 27006 SH DEFINED 0 27006 0
ANIXTER INTL INC COM 035290105 7510 126200 SH DEFINED 0 126200 0
ANIXTER INTL INC NOTE 7/0 035290AG0 181 200000 PRN DEFINED 0 200000 0
ANNTAYLOR STORES CORP COM 036115103 373 18240 SH DEFINED 0 17000 1240
ANSYS INC COM 03662Q105 10314 272358 SH DEFINED 0 272358 0
APACHE CORP COM 037411105 3012 29300 SH DEFINED 0 29000 300
APOLLO GROUP INC CL A 037604105 2918 50000 SH DEFINED 0 50000 0
APPLE INC COM 037833100 2871 26000 SH DEFINED 0 26000 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 2040 75750 SH DEFINED 0 75750 0
APTARGROUP INC COM 038336103 6641 169800 SH DEFINED 0 169800 0
ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 1542 42000 SH DEFINED 0 42000 0
ARBITRON INC COM 03875Q108 4371 97800 SH DEFINED 0 97800 0
ARCH CAP GROUP LTD ORD G0450A105 5346 73200 SH DEFINED 0 73200 0
ARCH CHEMICALS INC COM 03937R102 349 10000 SH DEFINED 0 10000 0
ARCHER DANIELS MIDLAND CO COM 039483102 536 26080 SH DEFINED 0 25000 1080
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 202 250000 PRN DEFINED 0 250000 0
ARENA RESOURCES INC COM 040049108 4639 119400 SH DEFINED 0 119400 0
ARIBA INC COM NEW 04033V203 763 49700 SH DEFINED 0 49700 0
ARTHROCARE CORP COM 043136100 1533 55300 SH DEFINED 0 55300 0
ARVINMERITOR INC NOTE 4.625% 3/0 043353AF8 121 150000 PRN DEFINED 0 150000 0
ASSURANT INC COM 04621X108 3223 58600 SH DEFINED 0 58600 0
AT&T INC COM 00206R102 370 13300 SH DEFINED 0 12000 1300
ATHEROS COMMUNICATIONS INC COM 04743P108 4888 207300 SH DEFINED 0 207300 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 344 12300 SH DEFINED 0 12300 0
ATLAS AMER INC COM 049167109 2296 67325 SH DEFINED 0 67325 0
ATP OIL & GAS CORP COM 00208J108 178 10000 SH DEFINED 0 10000 0
ATWOOD OCEANICS INC COM 050095108 1529 42000 SH DEFINED 0 42000 0
AUDIOCODES LTD ORD M15342104 87 35000 SH DEFINED 0 35000 0
AUTOLIV INC COM 052800109 2401 71000 SH DEFINED 0 71000 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2180 51000 SH DEFINED 0 51000 0
AUTOZONE INC COM 053332102 1307 10600 SH DEFINED 0 10600 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 4053 125100 SH DEFINED 0 125100 0
AVALONBAY CMNTYS INC COM 053484101 905 9200 SH DEFINED 0 9200 0
AVI BIOPHARMA INC COM 002346104 12 10000 SH DEFINED 0 10000 0
AVID TECHNOLOGY INC COM 05367P100 718 30000 SH DEFINED 0 30000 0
AVNET INC DBCV 2.000% 3/1 053807AL7 149 150000 PRN DEFINED 0 150000 0
AVON PRODS INC COM 054303102 4693 112900 SH DEFINED 0 112900 0
AVX CORP NEW COM 002444107 205 20000 SH DEFINED 0 20000 0
AXIS CAPITAL HOLDINGS SHS G0692U109 412 13000 SH DEFINED 0 13000 0
AXSYS TECHNOLOGIES INC COM 054615109 3713 63000 SH DEFINED 0 63000 0
AZZ INC COM 002474104 5200 125700 SH DEFINED 0 125700 0
BADGER METER INC COM 056525108 2390 50900 SH DEFINED 0 50900 0
BAKER HUGHES INC COM 057224107 1937 32000 SH DEFINED 0 32000 0
BAKER MICHAEL CORP COM 057149106 411 11800 SH DEFINED 0 11800 0
BALDOR ELEC CO COM 057741100 506 18000 SH DEFINED 0 18000 0
BALL CORP COM 058498106 829 21000 SH DEFINED 0 21000 0
BALLY TECHNOLOGIES INC COM 05874B107 2392 79000 SH DEFINED 0 79000 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 2523 156000 SH DEFINED 0 156000 0
BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 2866 163750 SH DEFINED 0 163750 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 235 5500 SH DEFINED 0 5500 0
BANCO SANTANDER SA ADR 05964H105 901 60000 SH DEFINED 0 60000 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 1280 45000 SH DEFINED 0 45000 0
BANK HAWAII CORP COM 062540109 7857 147000 SH DEFINED 0 147000 0
BANK MONTREAL QUE COM 063671101 573 13300 SH DEFINED 0 13300 0
BANK NOVA SCOTIA HALIFAX COM 064149107 1743 38100 SH DEFINED 0 38100 0
BANK OF AMERICA CORPORATION COM 060505104 974 31630 SH DEFINED 0 30250 1380
BANK OF NEW YORK MELLON CORP COM 064058100 631 23100 SH DEFINED 0 22250 850
BARD C R INC COM 067383109 8235 86800 SH DEFINED 0 86800 0
BARNES GROUP INC COM 067806109 4277 211500 SH DEFINED 0 211500 0
BARR PHARMACEUTICALS INC COM 068306109 994 16000 SH DEFINED 0 16000 0
BARRICK GOLD CORP COM 067901108 542 14000 SH DEFINED 0 14000 0
BAXTER INTL INC COM 071813109 7032 107311 SH DEFINED 0 107311 0
BE AEROSPACE INC COM 073302101 3714 234600 SH DEFINED 0 234600 0
BECTON DICKINSON & CO COM 075887109 6774 84500 SH DEFINED 0 84500 0
BELDEN INC COM 077454106 1609 51000 SH DEFINED 0 51000 0
BERKLEY W R CORP COM 084423102 527 22825 SH DEFINED 0 22825 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 669 5 SH DEFINED 0 5 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 196 200000 PRN DEFINED 0 200000 0
BEST BUY INC COM 086516101 732 20000 SH DEFINED 0 20000 0
BHP BILLITON LTD SPONSORED ADR 088606108 640 12650 SH DEFINED 0 12000 650
BIG LOTS INC COM 089302103 3089 111000 SH DEFINED 0 111000 0
BIO RAD LABS INC CL A 090572207 6874 69700 SH DEFINED 0 69700 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 558 19300 SH DEFINED 0 19300 0
BIOGEN IDEC INC COM 09062X103 819 16700 SH DEFINED 0 16000 700
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3332 125800 SH DEFINED 0 125800 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 142 100000 PRN DEFINED 0 100000 0
BLACKBAUD INC COM 09227Q100 2269 123000 SH DEFINED 0 123000 0
BLACKBOARD INC COM 091935502 3892 96600 SH DEFINED 0 96600 0
BLACKROCK INC COM 09247X101 7372 37900 SH DEFINED 0 37900 0
BMC SOFTWARE INC COM 055921100 557 20000 SH DEFINED 0 20000 0
BORGWARNER INC COM 099724106 4968 151600 SH DEFINED 0 151600 0
BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 101 100000 PRN DEFINED 0 100000 0
BOSTON SCIENTIFIC CORP COM 101137107 546 46100 SH DEFINED 0 45000 1100
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 2345 48000 SH DEFINED 0 48000 0
BRASIL TELECOM SA SPONS ADR PFD 10553M101 722 33000 SH DEFINED 0 33000 0
BRE PROPERTIES INC CL A 05564E106 784 16000 SH DEFINED 0 16000 0
BRE PROPERTIES INC NOTE 4.125% 8/1 05564EBH8 87 100000 PRN DEFINED 0 100000 0
BRIGGS & STRATTON CORP COM 109043109 170 10000 SH DEFINED 0 10000 0
BRINKS CO COM 109696104 6773 111000 SH DEFINED 0 111000 0
BRISTOL MYERS SQUIBB CO COM 110122108 733 36600 SH DEFINED 0 34500 2100
BRISTOW GROUP INC COM 110394103 3831 113200 SH DEFINED 0 113200 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 4476 72200 SH DEFINED 0 72200 0
BROADCOM CORP CL A 111320107 2142 115000 SH DEFINED 0 115000 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 957 34875 SH DEFINED 0 34875 0
BROWN SHOE INC NEW COM 115736100 786 48500 SH DEFINED 0 48500 0
BRUKER CORP COM 116794108 2946 221000 SH DEFINED 0 221000 0
BRUNSWICK CORP COM 117043109 307 23900 SH DEFINED 0 22500 1400
BT GROUP PLC ADR 05577E101 753 27100 SH DEFINED 0 26500 600
BUCKLE INC COM 118440106 10253 184600 SH DEFINED 0 184600 0
BUCYRUS INTL INC NEW COM 118759109 7703 172400 SH DEFINED 0 172400 0
BUFFALO WILD WINGS INC COM 119848109 3541 88000 SH DEFINED 0 88000 0
BUNGE LIMITED COM G16962105 1516 23990 SH DEFINED 0 23400 590
BURLINGTON NORTHN SANTA FE C COM 12189T104 6995 75800 SH DEFINED 0 75800 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 6044 118600 SH DEFINED 0 118600 0
CA INC COM 12673P105 2454 125000 SH DEFINED 0 125000 0
CABELAS INC COM 126804301 254 20900 SH DEFINED 0 20000 900
CABOT CORP COM 127055101 465 15000 SH DEFINED 0 15000 0
CABOT OIL & GAS CORP COM 127097103 504 15000 SH DEFINED 0 15000 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 51 50000 PRN DEFINED 0 50000 0
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 1115 1200000 PRN DEFINED 0 1200000 0
CALGON CARBON CORP COM 129603106 5104 250700 SH DEFINED 0 250700 0
CALIFORNIA WTR SVC GROUP COM 130788102 505 14000 SH DEFINED 0 14000 0
CAMECO CORP COM 13321L108 316 15000 SH DEFINED 0 15000 0
CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 126 100000 PRN DEFINED 0 100000 0
CAMPBELL SOUP CO COM 134429109 2277 59000 SH DEFINED 0 59000 0
CANADIAN NAT RES LTD COM 136385101 2549 38000 SH DEFINED 0 38000 0
CANADIAN NATL RY CO COM 136375102 3942 82300 SH DEFINED 0 82300 0
CANADIAN PAC RY LTD COM 13645T100 1928 35700 SH DEFINED 0 35700 0
CANON INC ADR 138006309 793 21000 SH DEFINED 0 21000 0
CAPITALSOURCE INC COM 14055X102 222 20000 SH DEFINED 0 20000 0
CARLISLE COS INC COM 142339100 1978 66000 SH DEFINED 0 66000 0
CARNIVAL CORP NOTE 10/2 143658AS1 129 200000 PRN DEFINED 0 200000 0
CASCADE CORP COM 147195101 819 18700 SH DEFINED 0 18700 0
CASH AMER INTL INC COM 14754D100 757 21000 SH DEFINED 0 21000 0
CATERPILLAR INC DEL COM 149123101 4148 69600 SH DEFINED 0 69600 0
CBS CORP NEW CL B 124857202 337 23500 SH DEFINED 0 23500 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 484 8200 SH DEFINED 0 8200 0
CELANESE CORP DEL COM SER A 150870103 1744 62500 SH DEFINED 0 62500 0
CELESTICA INC SUB VTG SHS 15101Q108 229 35000 SH DEFINED 0 35000 0
CELGENE CORP COM 151020104 12909 203997 SH DEFINED 0 203997 0
CEMEX SAB DE CV SPON ADR NEW 151290889 666 40900 SH DEFINED 0 39000 1900
CENTERPOINT ENERGY INC COM 15189T107 284 20000 SH DEFINED 0 20000 0
CENTRAL EUROPEAN DIST CORP COM 153435102 7453 164125 SH DEFINED 0 163625 500
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 2891 44200 SH DEFINED 0 44200 0
CENTURYTEL INC COM 156700106 770 21000 SH DEFINED 0 21000 0
CENVEO INC COM 15670S105 477 62000 SH DEFINED 0 62000 0
CERADYNE INC COM 156710105 2649 72850 SH DEFINED 0 72550 300
CERNER CORP COM 156782104 268 6000 SH DEFINED 0 6000 0
CF INDS HLDGS INC COM 125269100 3604 39400 SH DEFINED 0 39400 0
CGG VERITAS SPONSORED ADR 204386106 918 31000 SH DEFINED 0 31000 0
CHARLES RIV LABS INTL INC COM 159864107 5831 105000 SH DEFINED 0 105000 0
CHATTEM INC COM 162456107 5895 75400 SH DEFINED 0 75400 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 542 24900 SH DEFINED 0 23000 1900
CHEMED CORP NEW COM 16359R103 698 17000 SH DEFINED 0 17000 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 103 150000 PRN DEFINED 0 150000 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 215 200000 PRN DEFINED 0 200000 0
CHESAPEAKE ENERGY CORP COM 165167107 2901 83170 SH DEFINED 0 82300 870
CHEVRON CORP NEW COM 166764100 4061 50320 SH DEFINED 0 49600 720
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 1082 58000 SH DEFINED 0 58000 0
CHIPOTLE MEXICAN GRILL INC CL A 169656105 2575 46400 SH DEFINED 0 46400 0
CHURCH & DWIGHT INC COM 171340102 11460 184576 SH DEFINED 0 183826 750
CIRCOR INTL INC COM 17273K109 4698 109200 SH DEFINED 0 109200 0
CISCO SYS INC COM 17275R102 916 41800 SH DEFINED 0 39500 2300
CITIGROUP INC COM 172967101 928 51300 SH DEFINED 0 49500 1800
CLARCOR INC COM 179895107 5522 145500 SH DEFINED 0 145500 0
CLEAN HARBORS INC COM 184496107 8255 122200 SH DEFINED 0 122200 0
CLEVELAND CLIFFS INC COM 185896107 8301 156800 SH DEFINED 0 156800 0
CNA SURETY CORP COM 12612L108 304 18200 SH DEFINED 0 18200 0
CNH GLOBAL N V SHS NEW N20935206 557 26700 SH DEFINED 0 26700 0
CNOOC LTD SPONSORED ADR 126132109 985 8600 SH DEFINED 0 8600 0
COACH INC COM 189754104 4557 182000 SH DEFINED 0 182000 0
COCA COLA CO COM 191216100 765 15000 SH DEFINED 0 15000 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 848 16800 SH DEFINED 0 16800 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5193 229400 SH DEFINED 0 228200 1200
COGO GROUP INC COM 192448108 285 54000 SH DEFINED 0 54000 0
COLUMBUS MCKINNON CORP N Y COM 199333105 804 34100 SH DEFINED 0 34100 0
COMCAST CORP NEW CL A SPL 20030N200 5994 303950 SH DEFINED 0 303500 450
COMMERCE BANCSHARES INC COM 200525103 1614 34789 SH DEFINED 0 34789 0
COMMSCOPE INC COM 203372107 5691 164300 SH DEFINED 0 164300 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 1584 29000 SH DEFINED 0 29000 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 2569 90600 SH DEFINED 0 90600 0
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 418 25000 SH DEFINED 0 25000 0
COMPASS MINERALS INTL INC COM 20451N101 2892 55200 SH DEFINED 0 55200 0
COMPUTER PROGRAMS & SYS INC COM 205306103 3271 113000 SH DEFINED 0 113000 0
COMPUTER SCIENCES CORP COM 205363104 1037 26200 SH DEFINED 0 26200 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 5540 112500 SH DEFINED 0 112500 0
COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0 205826AD2 157 100000 PRN DEFINED 0 100000 0
CONAGRA FOODS INC COM 205887102 465 23950 SH DEFINED 0 22000 1950
CONCUR TECHNOLOGIES INC COM 206708109 7419 193900 SH DEFINED 0 193900 0
CONOCOPHILLIPS COM 20825C104 1241 17750 SH DEFINED 0 17500 250
CONSOLIDATED WATER CO INC ORD G23773107 225 13200 SH DEFINED 0 13200 0
CONSTELLATION BRANDS INC CL A 21036P108 792 37700 SH DEFINED 0 35000 2700
COOPER INDS LTD CL A G24182100 2485 62200 SH DEFINED 0 62200 0
COPART INC COM 217204106 6764 178000 SH DEFINED 0 178000 0
CORE LABORATORIES N V COM N22717107 3242 32000 SH DEFINED 0 32000 0
CORNING INC COM 219350105 371 25000 SH DEFINED 0 25000 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 7281 293000 SH DEFINED 0 293000 0
COSTCO WHSL CORP NEW COM 22160K105 2805 43200 SH DEFINED 0 43200 0
COVANCE INC COM 222816100 12254 138600 SH DEFINED 0 138600 0
COVANTA HLDG CORP COM 22282E102 4745 198200 SH DEFINED 0 198200 0
COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 192 200000 PRN DEFINED 0 200000 0
COVENTRY HEALTH CARE INC COM 222862104 478 15000 SH DEFINED 0 15000 0
COVIDIEN LTD COM G2552X108 2293 43225 SH DEFINED 0 41900 1325
CP HOLDRS DEP RCPTS CP 12616K106 1061 6800 SH DEFINED 0 6800 0
CRAWFORD & CO CL B 224633107 2751 181000 SH DEFINED 0 181000 0
CREDICORP LTD COM G2519Y108 965 15500 SH DEFINED 0 15500 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 241 5000 SH DEFINED 0 5000 0
CROWN CASTLE INTL CORP COM 228227104 4835 166885 SH DEFINED 0 166885 0
CRYOLIFE INC COM 228903100 2847 217000 SH DEFINED 0 217000 0
CSG SYS INTL INC COM 126349109 186 10000 SH DEFINED 0 10000 0
CSX CORP COM 126408103 5566 102000 SH DEFINED 0 102000 0
CTRIP COM INTL LTD ADR 22943F100 3653 94600 SH DEFINED 0 94600 0
CTS CORP NOTE 2.125% 5/0 126501AC9 296 300000 PRN DEFINED 0 300000 0
CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 1400 1450000 PRN DEFINED 0 1450000 0
CUMMINS INC COM 231021106 6514 149000 SH DEFINED 0 149000 0
CURTISS WRIGHT CORP COM 231561101 10114 222600 SH DEFINED 0 222600 0
CV THERAPEUTICS INC NOTE 3.250% 8/1 126667AG9 114 150000 PRN DEFINED 0 150000 0
CVS CAREMARK CORPORATION COM 126650100 5462 163000 SH DEFINED 0 163000 0
CYBERSOURCE CORP COM 23251J106 3715 230600 SH DEFINED 0 230600 0
CYTEC INDS INC COM 232820100 1922 49395 SH DEFINED 0 49000 395
DANAHER CORP DEL COM 235851102 6924 99900 SH DEFINED 0 99300 600
DANAHER CORP DEL NOTE 1/2 235851AF9 253 250000 PRN DEFINED 0 250000 0
DARDEN RESTAURANTS INC COM 237194105 2090 73000 SH DEFINED 0 73000 0
DAWSON GEOPHYSICAL CO COM 239359102 467 10000 SH DEFINED 0 10000 0
DEALERTRACK HLDGS INC COM 242309102 556 33000 SH DEFINED 0 33000 0
DECKERS OUTDOOR CORP COM 243537107 8701 83600 SH DEFINED 0 83600 0
DEERE & CO COM 244199105 2327 47000 SH DEFINED 0 47000 0
DELL INC COM 24702R101 629 40450 SH DEFINED 0 38000 2450
DELPHI FINL GROUP INC CL A 247131105 1009 36000 SH DEFINED 0 36000 0
DENBURY RES INC COM NEW 247916208 2643 138800 SH DEFINED 0 138800 0
DENTSPLY INTL INC NEW COM 249030107 6532 174000 SH DEFINED 0 174000 0
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 647 45000 SH DEFINED 0 45000 0
DEVON ENERGY CORP NEW COM 25179M103 3886 43150 SH DEFINED 0 42700 450
DEVRY INC DEL COM 251893103 1684 34000 SH DEFINED 0 34000 0
DIAGEO P L C SPON ADR NEW 25243Q205 1571 23000 SH DEFINED 0 23000 0
DICKS SPORTING GOODS INC COM 253393102 3795 193800 SH DEFINED 0 193800 0
DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB0 294 300000 PRN DEFINED 0 300000 0
DIODES INC COM 254543101 3103 168200 SH DEFINED 0 168200 0
DIONEX CORP COM 254546104 1798 28300 SH DEFINED 0 28300 0
DIRECTV GROUP INC COM 25459L106 4682 181725 SH DEFINED 0 179500 2225
DISH NETWORK CORP CL A 25470M109 553 27500 SH DEFINED 0 26500 1000
DISNEY WALT CO COM DISNEY 254687106 3477 114050 SH DEFINED 0 113500 550
DOLBY LABORATORIES INC COM 25659T107 4166 118400 SH DEFINED 0 118400 0
DOLLAR FINL CORP COM 256664103 157 10200 SH DEFINED 0 10200 0
DOMINION RES INC VA NEW COM 25746U109 1530 36350 SH DEFINED 0 35600 750
DONALDSON INC COM 257651109 3514 83840 SH DEFINED 0 83800 40
DOW CHEM CO COM 260543103 629 20300 SH DEFINED 0 20000 300
DR PEPPER SNAPPLE GROUP INC COM 26138E109 301 12200 SH DEFINED 0 12200 0
DRS TECHNOLOGIES INC COM 23330X100 8724 113664 SH DEFINED 0 113664 0
DST SYS INC DEL COM 233326107 3989 71250 SH DEFINED 0 70700 550
DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 182 150000 PRN DEFINED 0 150000 0
DU PONT E I DE NEMOURS & CO COM 263534109 886 22400 SH DEFINED 0 22000 400
DUCOMMUN INC DEL COM 264147109 714 29900 SH DEFINED 0 29900 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 8311 88500 SH DEFINED 0 88500 0
DYCOM INDS INC COM 267475101 149 12025 SH DEFINED 0 11000 1025
DYNAMIC MATLS CORP COM 267888105 789 34000 SH DEFINED 0 34000 0
E M C CORP MASS COM 268648102 344 30000 SH DEFINED 0 30000 0
E M C CORP MASS NOTE 1.750%12/0 268648AK8 198 200000 PRN DEFINED 0 200000 0
EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 187 200000 PRN DEFINED 0 200000 0
EATON CORP COM 278058102 2173 39100 SH DEFINED 0 39100 0
EATON VANCE CORP COM NON VTG 278265103 3301 93700 SH DEFINED 0 93700 0
ECOLAB INC COM 278865100 8200 169000 SH DEFINED 0 169000 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4159 72000 SH DEFINED 0 72000 0
EL PASO CORP COM 28336L109 394 35000 SH DEFINED 0 35000 0
EMBARQ CORP COM 29078E105 502 12000 SH DEFINED 0 12000 0
EMCOR GROUP INC COM 29084Q100 9117 346400 SH DEFINED 0 346400 0
EMERSON ELEC CO COM 291011104 2635 64600 SH DEFINED 0 64600 0
ENCANA CORP COM 292505104 3875 59950 SH DEFINED 0 59600 350
ENERGEN CORP COM 29265N108 6398 142000 SH DEFINED 0 142000 0
ENERGIZER HLDGS INC COM 29266R108 4511 56000 SH DEFINED 0 56000 0
ENERGY CONVERSION DEVICES IN COM 292659109 2680 46000 SH DEFINED 0 46000 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 875 41000 SH DEFINED 0 41000 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 886 25175 SH DEFINED 0 24000 1175
ENERSYS COM 29275Y102 3106 157600 SH DEFINED 0 157600 0
ENERSYS NOTE 3.375% 6/0 29275YAA0 111 150000 PRN DEFINED 0 150000 0
ENPRO INDS INC COM 29355X107 1297 34900 SH DEFINED 0 34900 0
ENSCO INTL INC COM 26874Q100 6400 112220 SH DEFINED 0 111700 520
ENTERGY CORP NEW COM 29364G103 3133 35200 SH DEFINED 0 35200 0
ENTERPRISE PRODS PARTNERS L COM 293792107 508 20000 SH DEFINED 0 20000 0
EOG RES INC COM 26875P101 2245 25100 SH DEFINED 0 25100 0
EPIQ SYS INC COM 26882D109 245 18000 SH DEFINED 0 18000 0
EQUIFAX INC COM 294429105 1412 41000 SH DEFINED 0 41000 0
EQUINIX INC COM NEW 29444U502 6112 88000 SH DEFINED 0 88000 0
EQUINIX INC NOTE 2.500% 4/1 29444UAF3 130 150000 PRN DEFINED 0 150000 0
EQUITABLE RES INC COM 294549100 3008 82000 SH DEFINED 0 82000 0
ESCO TECHNOLOGIES INC COM 296315104 3112 64600 SH DEFINED 0 64600 0
ESSEX PPTY TR INC COM 297178105 1112 9400 SH DEFINED 0 9400 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 5297 133800 SH DEFINED 0 133800 0
EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF6 955 1250000 PRN DEFINED 0 1250000 0
EXELON CORP COM 30161N101 4359 70000 SH DEFINED 0 70000 0
EXPONENT INC COM 30214U102 390 11800 SH DEFINED 0 11800 0
EXPRESS SCRIPTS INC COM 302182100 10660 144400 SH DEFINED 0 144400 0
EXTERRAN HLDGS INC COM 30225X103 2442 76400 SH DEFINED 0 76400 0
EXXON MOBIL CORP COM 30231G102 1264 16965 SH DEFINED 0 16500 465
EZCORP INC CL A NON VTG 302301106 2145 114100 SH DEFINED 0 114100 0
F M C CORP COM NEW 302491303 7565 147200 SH DEFINED 0 147200 0
FACTSET RESH SYS INC COM 303075105 5823 111450 SH DEFINED 0 111450 0
FASTENAL CO COM 311900104 6144 124400 SH DEFINED 0 124400 0
FBL FINL GROUP INC CL A 30239F106 287 10300 SH DEFINED 0 10300 0
FEDEX CORP COM 31428X106 499 6275 SH DEFINED 0 6000 275
FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 380 21000 SH DEFINED 0 21000 0
FIDELITY NATL INFORMATION SV COM 31620M106 463 25096 SH DEFINED 0 25096 0
FINANCIAL FED CORP COM 317492106 1243 54250 SH DEFINED 0 54250 0
FIRST CASH FINL SVCS INC COM 31942D107 492 32800 SH DEFINED 0 32800 0
FIRST FINL BANKSHARES COM 32020R109 1059 20416 SH DEFINED 0 20416 0
FIRSTENERGY CORP COM 337932107 2847 42500 SH DEFINED 0 42500 0
FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 439 300000 PRN DEFINED 0 300000 0
FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 1225 1400000 PRN DEFINED 0 1400000 0
FLIR SYS INC COM 302445101 11115 289300 SH DEFINED 0 289300 0
FLOWERS FOODS INC COM 343498101 9530 324600 SH DEFINED 0 324600 0
FLOWSERVE CORP COM 34354P105 9231 104500 SH DEFINED 0 104500 0
FLUOR CORP NEW COM 343412102 3732 67000 SH DEFINED 0 67000 0
FMC TECHNOLOGIES INC COM 30249U101 11526 247600 SH DEFINED 0 247600 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1114 30000 SH DEFINED 0 30000 0
FOREST LABS INC COM 345838106 804 30000 SH DEFINED 0 30000 0
FOREST OIL CORP COM PAR $0.01 346091705 3383 68200 SH DEFINED 0 68200 0
FOSSIL INC COM 349882100 1327 47000 SH DEFINED 0 47000 0
FOSTER L B CO COM 350060109 548 18000 SH DEFINED 0 18000 0
FOSTER WHEELER LTD SHS NEW G36535139 6428 178000 SH DEFINED 0 178000 0
FPIC INS GROUP INC COM 302563101 308 6000 SH DEFINED 0 6000 0
FRANKLIN RES INC COM 354613101 2344 26600 SH DEFINED 0 26600 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 533 10010 SH DEFINED 0 10000 10
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 1221 23500 SH DEFINED 0 23500 0
FRONTIER OIL CORP COM 35914P105 1709 92800 SH DEFINED 0 92800 0
FTI CONSULTING INC COM 302941109 14802 204900 SH DEFINED 0 204900 0
FUEL TECH INC COM 359523107 682 37700 SH DEFINED 0 37700 0
FULLER H B CO COM 359694106 2692 129000 SH DEFINED 0 129000 0
FURNITURE BRANDS INTL INC COM 360921100 208 20700 SH DEFINED 0 20000 700
G-III APPAREL GROUP LTD COM 36237H101 314 16800 SH DEFINED 0 16800 0
GAMESTOP CORP NEW CL A 36467W109 8484 248000 SH DEFINED 0 248000 0
GANNETT INC COM 364730101 356 20950 SH DEFINED 0 20500 450
GARDNER DENVER INC COM 365558105 6875 198000 SH DEFINED 0 198000 0
GARTNER INC COM 366651107 3538 156000 SH DEFINED 0 156000 0
GEN-PROBE INC NEW COM 36866T103 1883 35500 SH DEFINED 0 35500 0
GENERAL CABLE CORP DEL NEW COM 369300108 5384 151900 SH DEFINED 0 151900 0
GENERAL DYNAMICS CORP COM 369550108 5646 76695 SH DEFINED 0 76200 495
GENERAL ELECTRIC CO COM 369604103 2538 108925 SH DEFINED 0 106000 2925
GENERAL MLS INC COM 370334104 5014 73100 SH DEFINED 0 72600 500
GENESEE & WYO INC CL A 371559105 6142 163700 SH DEFINED 0 163700 0
GENTIVA HEALTH SERVICES INC COM 37247A102 921 34200 SH DEFINED 0 34200 0
GENWORTH FINL INC COM CL A 37247D106 100 20000 SH DEFINED 0 20000 0
GENZYME CORP COM 372917104 4146 52200 SH DEFINED 0 52000 200
GENZYME CORP NOTE 1.250%12/0 372917AN4 462 400000 PRN DEFINED 0 400000 0
GEO GROUP INC COM 36159R103 5018 248300 SH DEFINED 0 248300 0
GEOEYE INC COM 37250W108 606 27400 SH DEFINED 0 27400 0
GFI GROUP INC COM 361652209 254 54000 SH DEFINED 0 54000 0
GIGAMEDIA LTD ORD Y2711Y104 376 51000 SH DEFINED 0 51000 0
GILDAN ACTIVEWEAR INC COM 375916103 2415 106000 SH DEFINED 0 106000 0
GILEAD SCIENCES INC COM 375558103 11481 251600 SH DEFINED 0 251600 0
GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 254 200000 PRN DEFINED 0 200000 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 594 13995 SH DEFINED 0 12500 1495
GLOBAL PMTS INC COM 37940X102 3382 75400 SH DEFINED 0 75000 400
GOLDMAN SACHS GROUP INC COM 38141G104 2245 17540 SH DEFINED 0 17350 190
GOODRICH CORP COM 382388106 2053 49900 SH DEFINED 0 49900 0
GOOGLE INC CL A 38259P508 3351 10077 SH DEFINED 0 10000 77
GORMAN RUPP CO COM 383082104 3610 95700 SH DEFINED 0 95700 0
GRACO INC COM 384109104 3204 89975 SH DEFINED 0 89975 0
GRAHAM CORP COM 384556106 395 7300 SH DEFINED 0 7300 0
GRAINGER W W INC COM 384802104 1983 22800 SH DEFINED 0 22800 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 3592 91300 SH DEFINED 0 91300 0
GREENHILL & CO INC COM 395259104 1106 15000 SH DEFINED 0 15000 0
GREIF INC CL A 397624107 7625 116200 SH DEFINED 0 116200 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 1767 35600 SH DEFINED 0 35600 0
GUESS INC COM 401617105 10451 300400 SH DEFINED 0 300400 0
GULFMARK OFFSHORE INC COM 402629109 516 11500 SH DEFINED 0 11500 0
GULFPORT ENERGY CORP COM NEW 402635304 158 15700 SH DEFINED 0 15700 0
GYMBOREE CORP COM 403777105 4917 138500 SH DEFINED 0 138500 0
HAEMONETICS CORP COM 405024100 5499 89100 SH DEFINED 0 89100 0
HALLIBURTON CO COM 406216101 2073 64000 SH DEFINED 0 64000 0
HANESBRANDS INC COM 410345102 544 25000 SH DEFINED 0 25000 0
HANSEN NAT CORP COM 411310105 4235 140000 SH DEFINED 0 140000 0
HARMONIC INC COM 413160102 164 20000 SH DEFINED 0 20000 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 286 30000 SH DEFINED 0 30000 0
HARRIS CORP DEL COM 413875105 3699 80525 SH DEFINED 0 79900 625
HARSCO CORP COM 415864107 5192 139600 SH DEFINED 0 139600 0
HARTFORD FINL SVCS GROUP INC COM 416515104 500 10000 SH DEFINED 0 10000 0
HASBRO INC DBCV 2.750%12/0 418056AN7 81 50000 PRN DEFINED 0 50000 0
HAYNES INTERNATIONAL INC COM NEW 420877201 712 15200 SH DEFINED 0 15200 0
HCC INS HLDGS INC COM 404132102 481 20000 SH DEFINED 0 20000 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1576 18550 SH DEFINED 0 18550 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 41 10000 SH DEFINED 0 10000 0
HEALTH NET INC COM 42222G108 448 20000 SH DEFINED 0 20000 0
HEALTHCARE SVCS GRP INC COM 421906108 377 20600 SH DEFINED 0 20600 0
HEALTHEXTRAS INC COM 422211102 4302 164700 SH DEFINED 0 164700 0
HEICO CORP NEW COM 422806109 2813 85700 SH DEFINED 0 85700 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 323 10700 SH DEFINED 0 10700 0
HEINZ H J CO COM 423074103 2548 51000 SH DEFINED 0 51000 0
HELMERICH & PAYNE INC COM 423452101 3147 73500 SH DEFINED 0 73500 0
HERBALIFE LTD COM USD SHS G4412G101 1956 49500 SH DEFINED 0 49500 0
HESS CORP COM 42809H107 2134 26000 SH DEFINED 0 26000 0
HEWITT ASSOCS INC COM 42822Q100 4172 114500 SH DEFINED 0 114500 0
HEWLETT PACKARD CO COM 428236103 5009 108870 SH DEFINED 0 108500 370
HILL INTERNATIONAL INC COM 431466101 530 38300 SH DEFINED 0 38300 0
HMS HLDGS CORP COM 40425J101 352 14700 SH DEFINED 0 14700 0
HOLLY CORP COM PAR $0.01 435758305 578 20000 SH DEFINED 0 20000 0
HOLOGIC INC FRNT 2.000%12/1 436440aa9 200 200000 PRN DEFINED 0 200000 0
HOLOGIC INC COM 436440101 4902 253584 SH DEFINED 0 253584 0
HOME DEPOT INC COM 437076102 323 12825 SH DEFINED 0 12000 825
HONDA MOTOR LTD AMERN SHS 438128308 289 10000 SH DEFINED 0 10000 0
HONEYWELL INTL INC COM 438516106 2367 57300 SH DEFINED 0 56900 400
HORMEL FOODS CORP COM 440452100 2909 80200 SH DEFINED 0 80200 0
HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 149 150000 PRN DEFINED 0 150000 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 422 22000 SH DEFINED 0 22000 0
HOST HOTELS & RESORTS INC COM 44107P104 186 15000 SH DEFINED 0 15000 0
HSBC HLDGS PLC SPON ADR NEW 404280406 932 11900 SH DEFINED 0 11700 200
HSBC HLDGS PLC ADR A 1/40PF A 404280604 523 32200 SH DEFINED 0 32200 0
HUB GROUP INC CL A 443320106 5452 144800 SH DEFINED 0 144800 0
HUDSON CITY BANCORP COM 443683107 8518 461673 SH DEFINED 0 461673 0
HUNT J B TRANS SVCS INC COM 445658107 6767 202800 SH DEFINED 0 202800 0
HUNTSMAN CORP COM 447011107 147 20000 SH DEFINED 0 20000 0
HURON CONSULTING GROUP INC COM 447462102 359 6300 SH DEFINED 0 6300 0
IBERIABANK CORP COM 450828108 225 4250 SH DEFINED 0 4250 0
ICICI BK LTD ADR 45104G104 753 32000 SH DEFINED 0 32000 0
ICON PUB LTD CO SPONSORED ADR 45103T107 2616 68400 SH DEFINED 0 68400 0
ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 112 150000 PRN DEFINED 0 150000 0
ICONIX BRAND GROUP INC COM 451055107 1674 128000 SH DEFINED 0 128000 0
IDACORP INC COM 451107106 1685 57975 SH DEFINED 0 55500 2475
IDEX CORP COM 45167R104 5214 168075 SH DEFINED 0 168075 0
IDEXX LABS INC COM 45168D104 6784 123800 SH DEFINED 0 123800 0
IHS INC CL A 451734107 5298 111200 SH DEFINED 0 111200 0
II VI INC COM 902104108 3750 97000 SH DEFINED 0 97000 0
ILLUMINA INC COM 452327109 16180 399200 SH DEFINED 0 399200 0
IMMUCOR INC COM 452526106 4467 140187 SH DEFINED 0 140187 0
IMS HEALTH INC COM 449934108 543 30000 SH DEFINED 0 30000 0
INCYTE CORP NOTE 3.500% 2/1 45337CAE2 183 200000 PRN DEFINED 0 200000 0
INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 145 150000 PRN DEFINED 0 150000 0
INFORMATICA CORP COM 45666Q102 2763 212700 SH DEFINED 0 212700 0
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 4490 134800 SH DEFINED 0 134800 0
INGERSOLL-RAND COMPANY LTD CL A G4776G101 520 17300 SH DEFINED 0 17000 300
INNOSPEC INC COM 45768S105 193 16000 SH DEFINED 0 16000 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 2307 52400 SH DEFINED 0 52400 0
INTEGRAL SYS INC MD COM 45810H107 307 14800 SH DEFINED 0 14800 0
INTEL CORP COM 458140100 2849 154450 SH DEFINED 0 151000 3450
INTEL CORP SDCV 2.950%12/1 458140AD2 350 400000 PRN DEFINED 0 400000 0
INTERACTIVE DATA CORP COM 45840J107 681 27000 SH DEFINED 0 27000 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 1210 15000 SH DEFINED 0 15000 0
INTERFACE INC CL A 458665106 2022 178400 SH DEFINED 0 178400 0
INTERNATIONAL BUSINESS MACHS COM 459200101 4079 35090 SH DEFINED 0 34500 590
INTERNATIONAL RECTIFIER CORP COM 460254105 364 20000 SH DEFINED 0 20000 0
INTL PAPER CO COM 460146103 778 29750 SH DEFINED 0 28500 1250
INTUIT COM 461202103 2276 72000 SH DEFINED 0 72000 0
INTUITIVE SURGICAL INC COM NEW 46120E602 18604 77200 SH DEFINED 0 77200 0
INVENTIV HEALTH INC COM 46122E105 1582 89600 SH DEFINED 0 89600 0
INVERNESS MED INNOVATIONS IN COM 46126P106 1250 42000 SH DEFINED 0 42000 0
INVESCO LTD SHS G491BT108 560 27000 SH DEFINED 0 27000 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1077 35400 SH DEFINED 0 35400 0
INVITROGEN CORP COM 46185R100 3616 95650 SH DEFINED 0 95000 650
INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 225 250000 PRN DEFINED 0 250000 0
IRON MTN INC COM 462846106 1926 78900 SH DEFINED 0 78900 0
ITC HLDGS CORP COM 465685105 6409 123800 SH DEFINED 0 123800 0
ITRON INC COM 465741106 9207 104000 SH DEFINED 0 104000 0
ITRON INC NOTE 2.500% 8/0 465741AJ5 214 150000 PRN DEFINED 0 150000 0
ITT CORP NEW COM 450911102 7474 134400 SH DEFINED 0 134400 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 10033 124000 SH DEFINED 0 123700 300
J & J SNACK FOODS CORP COM 466032109 475 14000 SH DEFINED 0 14000 0
JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 109 150000 PRN DEFINED 0 150000 0
JACOBS ENGR GROUP INC DEL COM 469814107 5225 96200 SH DEFINED 0 96200 0
JARDEN CORP COM 471109108 288 12300 SH DEFINED 0 12300 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 677 53481 SH DEFINED 0 53481 0
JOHNSON & JOHNSON COM 478160104 4983 73125 SH DEFINED 0 72500 625
JOHNSON CTLS INC COM 478366107 6187 204000 SH DEFINED 0 204000 0
JPMORGAN & CHASE & CO COM 46625H100 1290 30670 SH DEFINED 0 29400 1270
K TRON INTL INC COM 482730108 3143 24400 SH DEFINED 0 24400 0
KANSAS CITY SOUTHERN COM NEW 485170302 12305 277400 SH DEFINED 0 277400 0
KAYDON CORP COM 486587108 5083 112800 SH DEFINED 0 112800 0
KENDLE INTERNATIONAL INC COM 48880L107 1538 34400 SH DEFINED 0 34400 0
KENNAMETAL INC COM 489170100 3005 110800 SH DEFINED 0 110800 0
KHD HUMBOLDT WEDAG INTL LTD COM 482462108 282 14700 SH DEFINED 0 14700 0
KINETIC CONCEPTS INC COM NEW 49460W208 284 10100 SH DEFINED 0 10000 100
KING PHARMACEUTICALS INC COM 495582108 368 40400 SH DEFINED 0 40000 400
KIRBY CORP COM 497266106 6268 165200 SH DEFINED 0 165200 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 1038 40500 SH DEFINED 0 40500 0
KOPPERS HOLDINGS INC COM 50060P106 3928 105000 SH DEFINED 0 105000 0
KRAFT FOODS INC CL A 50075N104 930 29089 SH DEFINED 0 27500 1589
KROGER CO COM 501044101 2556 93000 SH DEFINED 0 93000 0
L-1 IDENTITY SOLUTIONS INC NOTE 3.750% 5/1 50212AAB2 83 100000 PRN DEFINED 0 100000 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 382 350000 PRN DEFINED 0 350000 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 5962 60635 SH DEFINED 0 60000 635
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3407 49300 SH DEFINED 0 48100 1200
LACLEDE GROUP INC COM 505597104 291 6000 SH DEFINED 0 6000 0
LADISH INC COM NEW 505754200 520 25700 SH DEFINED 0 25700 0
LAN AIRLINES S A SPONSORED ADR 501723100 1214 106500 SH DEFINED 0 106500 0
LANDSTAR SYS INC COM 515098101 6534 148300 SH DEFINED 0 148300 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2397 102800 SH DEFINED 0 102800 0
LASERCARD CORP COM 51807U101 84 20000 SH DEFINED 0 20000 0
LAUDER ESTEE COS INC CL A 518439104 2199 44060 SH DEFINED 0 44000 60
LAWSON SOFTWARE INC NEW COM 52078P102 2667 381000 SH DEFINED 0 381000 0
LAYNE CHRISTENSEN CO COM 521050104 510 14400 SH DEFINED 0 14400 0
LEAR CORP COM 521865105 337 31950 SH DEFINED 0 31500 450
LENNOX INTL INC COM 526107107 5792 174100 SH DEFINED 0 174100 0
LEUCADIA NATL CORP COM 527288104 4771 105000 SH DEFINED 0 105000 0
LEXMARK INTL NEW CL A 529771107 637 20000 SH DEFINED 0 20000 0
LHC GROUP INC COM 50187A107 259 9100 SH DEFINED 0 9100 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 164 200000 PRN DEFINED 0 200000 0
LIFETIME BRANDS INC NOTE 4.750% 7/1 53222QAB9 192 250000 PRN DEFINED 0 250000 0
LILLY ELI & CO COM 532457108 659 15000 SH DEFINED 0 15000 0
LINCARE HLDGS INC COM 532791100 618 20000 SH DEFINED 0 20000 0
LINCOLN ELEC HLDGS INC COM 533900106 7413 116100 SH DEFINED 0 116100 0
LINCOLN NATL CORP IND COM 534187109 462 10900 SH DEFINED 0 9800 1100
LINDSAY CORP COM 535555106 5238 72000 SH DEFINED 0 72000 0
LINEAR TECHNOLOGY CORP COM 535678106 589 20000 SH DEFINED 0 20000 0
LIZ CLAIBORNE INC COM 539320101 322 20000 SH DEFINED 0 20000 0
LKQ CORP COM 501889208 6337 373400 SH DEFINED 0 373400 0
LMI AEROSPACE INC COM 502079106 384 19100 SH DEFINED 0 19100 0
LOCKHEED MARTIN CORP COM 539830109 5797 52860 SH DEFINED 0 52860 0
LOEWS CORP COM 540424108 1284 33722 SH DEFINED 0 33722 0
LOGITECH INTL S A SHS H50430232 1704 74200 SH DEFINED 0 74200 0
LONGS DRUG STORES CORP COM 543162101 7776 102800 SH DEFINED 0 102800 0
LORILLARD INC COM 544147101 756 11000 SH DEFINED 0 11000 0
LSB INDS INC COM 502160104 1568 113200 SH DEFINED 0 113200 0
LSI CORPORATION NOTE 4.000% 5/1 502161AJ1 964 1000000 PRN DEFINED 0 1000000 0
LUBRIZOL CORP COM 549271104 4371 102100 SH DEFINED 0 101600 500
LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 1001 1150000 PRN DEFINED 0 1150000 0
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 1007 43800 SH DEFINED 0 43800 0
MACYS INC COM 55616P104 173 10000 SH DEFINED 0 10000 0
MANITOWOC INC COM 563571108 3968 255200 SH DEFINED 0 255200 0
MANTECH INTL CORP CL A 564563104 6949 117200 SH DEFINED 0 117200 0
MANULIFE FINL CORP COM 56501R106 4503 122575 SH DEFINED 0 121000 1575
MARATHON OIL CORP COM 565849106 754 20000 SH DEFINED 0 20000 0
MARKEL CORP COM 570535104 1441 4100 SH DEFINED 0 4100 0
MARRIOTT INTL INC NEW CL A 571903202 639 24500 SH DEFINED 0 24500 0
MARSH & MCLENNAN COS INC COM 571748102 2287 72000 SH DEFINED 0 72000 0
MARTEK BIOSCIENCES CORP COM 572901106 3268 104000 SH DEFINED 0 104000 0
MARVEL ENTERTAINMENT INC COM 57383T103 5650 165500 SH DEFINED 0 165500 0
MASIMO CORP COM 574795100 1812 48700 SH DEFINED 0 48700 0
MASSEY ENERGY CORP COM 576206106 2782 78000 SH DEFINED 0 78000 0
MASTERCARD INC CL A 57636Q104 1649 9300 SH DEFINED 0 9300 0
MATRIX SVC CO COM 576853105 430 22500 SH DEFINED 0 22500 0
MATSUSHITA ELEC INDL ADR 576879209 1993 115000 SH DEFINED 0 115000 0
MATTHEWS INTL CORP CL A 577128101 3029 59700 SH DEFINED 0 59700 0
MAXTOR CORP NOTE 2.375% 8/1 577729AE6 1127 1250000 PRN DEFINED 0 1250000 0
MCCORMICK & CO INC COM NON VTG 579780206 6575 171000 SH DEFINED 0 171000 0
MCDERMOTT INTL INC COM 580037109 2941 115100 SH DEFINED 0 115100 0
MCDONALDS CORP COM 580135101 8626 139800 SH DEFINED 0 139800 0
MCKESSON CORP COM 58155Q103 969 18000 SH DEFINED 0 18000 0
MCMORAN EXPLORATION CO NOTE 5.250%10/0 582411AE4 150 100000 PRN DEFINED 0 100000 0
MDU RES GROUP INC COM 552690109 6206 214000 SH DEFINED 0 214000 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 5922 131600 SH DEFINED 0 131600 0
MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 249 250000 PRN DEFINED 0 250000 0
MEDTRONIC INC COM 585055106 3461 69300 SH DEFINED 0 68000 1300
MEMC ELECTR MATLS INC COM 552715104 2920 104850 SH DEFINED 0 103700 1150
MENS WEARHOUSE INC COM 587118100 1332 62700 SH DEFINED 0 62700 0
MENTOR CORP MINN COM 587188103 576 24000 SH DEFINED 0 24000 0
MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF3 222 250000 PRN DEFINED 0 250000 0
MERIDIAN BIOSCIENCE INC COM 589584101 4283 147500 SH DEFINED 0 147500 0
METLIFE INC COM 59156R108 4014 74951 SH DEFINED 0 74651 300
METLIFE INC UNIT 02/15/2010 59156R702 288 25000 SH DEFINED 0 25000 0
METTLER TOLEDO INTERNATIONAL COM 592688105 8203 83700 SH DEFINED 0 83700 0
MGM MIRAGE COM 552953101 246 8630 SH DEFINED 0 8630 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 48 50000 PRN DEFINED 0 50000 0
MICROS SYS INC COM 594901100 4500 168800 SH DEFINED 0 168800 0
MICROSOFT CORP COM 594918104 2230 88600 SH DEFINED 0 85000 3600
MIDDLEBY CORP COM 596278101 3841 70900 SH DEFINED 0 70900 0
MILLICOM INTL CELLULAR S A SHS NEW L6388F110 2410 35100 SH DEFINED 0 35100 0
MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 189 200000 PRN DEFINED 0 200000 0
MILLIPORE CORP COM 601073109 201 3000 SH DEFINED 0 3000 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2590 46250 SH DEFINED 0 46000 250
MOHAWK INDS INC COM 608190104 776 11525 SH DEFINED 0 11000 525
MOLSON COORS BREWING CO CL B 60871R209 935 20000 SH DEFINED 0 20000 0
MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 270 250000 PRN DEFINED 0 250000 0
MONSANTO CO NEW COM 61166W101 6929 70000 SH DEFINED 0 70000 0
MONSTER WORLDWIDE INC COM 611742107 149 10000 SH DEFINED 0 10000 0
MOOG INC CL A 615394202 3921 91450 SH DEFINED 0 91450 0
MORGAN STANLEY COM NEW 617446448 519 24500 SH DEFINED 0 24000 500
MOSAIC CO COM 61945A107 3900 57900 SH DEFINED 0 57900 0
MOTOROLA INC COM 620076109 174 25600 SH DEFINED 0 24000 1600
MSC INDL DIRECT INC CL A 553530106 2833 61500 SH DEFINED 0 61500 0
MUELLER WTR PRODS INC COM SER A 624758108 411 45800 SH DEFINED 0 45000 800
MURPHY OIL CORP COM 626717102 2787 44000 SH DEFINED 0 44000 0
NABORS INDS INC NOTE 0.940% 5/1 629568AP1 180 200000 PRN DEFINED 0 200000 0
NABORS INDUSTRIES LTD SHS G6359F103 707 30350 SH DEFINED 0 30000 350
NASDAQ OMX GROUP INC COM 631103108 205 7000 SH DEFINED 0 7000 0
NATIONAL FUEL GAS CO N J COM 636180101 1807 44000 SH DEFINED 0 44000 0
NATIONAL OILWELL VARCO INC COM 637071101 2657 54000 SH DEFINED 0 54000 0
NATUS MEDICAL INC DEL COM 639050103 1124 49600 SH DEFINED 0 49600 0
NAVIGATORS GROUP INC COM 638904102 650 11200 SH DEFINED 0 11200 0
NCI BUILDING SYS INC COM 628852105 340 10700 SH DEFINED 0 10700 0
NCI BUILDING SYS INC NOTE 2.125%11/1 628852AG0 252 250000 PRN DEFINED 0 250000 0
NCR CORP NEW COM 62886E108 4196 190300 SH DEFINED 0 190300 0
NDS GROUP PLC SPONSORED ADR 628891103 481 8600 SH DEFINED 0 8600 0
NETAPP INC COM 64110D104 574 33650 SH DEFINED 0 32500 1150
NETFLIX INC COM 64110L106 3212 104000 SH DEFINED 0 104000 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1799 28000 SH DEFINED 0 28000 0
NEWELL RUBBERMAID INC COM 651229106 408 24000 SH DEFINED 0 24000 0
NEWFIELD EXPL CO COM 651290108 592 19650 SH DEFINED 0 19250 400
NEWMARKET CORP COM 651587107 1256 23900 SH DEFINED 0 23900 0
NEWMONT MINING CORP COM 651639106 828 21100 SH DEFINED 0 19500 1600
NEWS CORP CL B 65248E203 506 41910 SH DEFINED 0 40000 1910
NEXEN INC COM 65334H102 465 20000 SH DEFINED 0 20000 0
NICE SYS LTD SPONSORED ADR 653656108 2789 102400 SH DEFINED 0 102400 0
NII HLDGS INC CL B NEW 62913F201 3697 97500 SH DEFINED 0 97500 0
NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 1109 1500000 PRN DEFINED 0 1500000 0
NIKE INC CL B 654106103 6282 93900 SH DEFINED 0 93900 0
NOBLE CORPORATION SHS G65422100 1195 28720 SH DEFINED 0 27500 1220
NOKIA CORP SPONSORED ADR 654902204 802 45275 SH DEFINED 0 43500 1775
NORDSON CORP COM 655663102 2765 56300 SH DEFINED 0 56300 0
NORDSTROM INC COM 655664100 1545 54000 SH DEFINED 0 54000 0
NORFOLK SOUTHERN CORP COM 655844108 10678 161400 SH DEFINED 0 161400 0
NORTHERN TR CORP COM 665859104 3422 47400 SH DEFINED 0 47400 0
NORTHROP GRUMMAN CORP COM 666807102 2089 34500 SH DEFINED 0 34500 0
NORTHWEST NAT GAS CO COM 667655104 4560 87700 SH DEFINED 0 87700 0
NORTHWEST PIPE CO COM 667746101 257 5900 SH DEFINED 0 5900 0
NOVARTIS A G SPONSORED ADR 66987V109 3140 59320 SH DEFINED 0 58500 820
NOVO-NORDISK A S ADR 670100205 1311 25600 SH DEFINED 0 25600 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3942 323400 SH DEFINED 0 323400 0
NUCOR CORP COM 670346105 370 10000 SH DEFINED 0 10000 0
NUVASIVE INC COM 670704105 7469 151400 SH DEFINED 0 151400 0
NVIDIA CORP COM 67066G104 402 39540 SH DEFINED 0 39000 540
O REILLY AUTOMOTIVE INC COM 686091109 1215 45400 SH DEFINED 0 45400 0
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 92 27000 SH DEFINED 0 27000 0
OCCIDENTAL PETE CORP DEL COM 674599105 2114 30000 SH DEFINED 0 30000 0
OCEANEERING INTL INC COM 675232102 2645 49600 SH DEFINED 0 49600 0
ODYSSEY RE HLDGS CORP COM 67612W108 1183 27000 SH DEFINED 0 27000 0
OGE ENERGY CORP COM 670837103 758 25000 SH DEFINED 0 25000 0
OLIN CORP COM PAR $1 680665205 2755 142000 SH DEFINED 0 142000 0
OMNICELL INC COM 68213N109 1026 78000 SH DEFINED 0 78000 0
OMNICOM GROUP INC COM 681919106 2321 60200 SH DEFINED 0 60000 200
OMNITURE INC COM 68212S109 3017 164300 SH DEFINED 0 164300 0
ON ASSIGNMENT INC COM 682159108 2837 360000 SH DEFINED 0 360000 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 86 100000 PRN DEFINED 0 100000 0
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 4514 224500 SH DEFINED 0 224500 0
ORACLE CORP COM 68389X105 3468 173420 SH DEFINED 0 172500 920
ORBITAL SCIENCES CORP NOTE 2.438% 1/1 685564AN6 336 300000 PRN DEFINED 0 300000 0
ORBITAL SCIENCES CORP COM 685564106 6175 257600 SH DEFINED 0 257600 0
ORIENT-EXPRESS HOTELS LTD CL A G67743107 1228 50900 SH DEFINED 0 50900 0
OSI PHARMACEUTICALS INC COM 671040103 3426 69500 SH DEFINED 0 69500 0
OSI SYSTEMS INC COM 671044105 463 20000 SH DEFINED 0 20000 0
OWENS & MINOR INC NEW COM 690732102 8216 169400 SH DEFINED 0 169400 0
OWENS ILL INC COM NEW 690768403 2017 68601 SH DEFINED 0 68601 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 673 22600 SH DEFINED 0 22600 0
PAETEC HOLDING CORP COM 695459107 312 145000 SH DEFINED 0 145000 0
PALL CORP COM 696429307 2014 58700 SH DEFINED 0 58700 0
PANERA BREAD CO CL A 69840W108 2901 57000 SH DEFINED 0 57000 0
PAREXEL INTL CORP COM 699462107 7581 264500 SH DEFINED 0 264500 0
PARKER HANNIFIN CORP COM 701094104 2234 42600 SH DEFINED 0 42600 0
PEABODY ENERGY CORP COM 704549104 2025 45000 SH DEFINED 0 45000 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 45 50000 PRN DEFINED 0 50000 0
PEDIATRIX MED GROUP COM 705324101 4583 85000 SH DEFINED 0 85000 0
PENGROWTH ENERGY TR TR UNIT NEW 706902509 824 56515 SH DEFINED 0 53000 3515
PENN NATL GAMING INC COM 707569109 3964 149200 SH DEFINED 0 149200 0
PENN VA CORP COM 707882106 8379 156800 SH DEFINED 0 156800 0
PENN VA CORP NOTE 4.500%11/1 707882AA4 58 50000 PRN DEFINED 0 50000 0
PENNEY J C INC COM 708160106 414 12500 SH DEFINED 0 12000 500
PENTAIR INC COM 709631105 819 23650 SH DEFINED 0 23000 650
PEPCO HOLDINGS INC COM 713291102 1541 67900 SH DEFINED 0 65500 2400
PERDIGAO S A SPONSORED ADR 71361V303 720 18400 SH DEFINED 0 18400 0
PERICOM SEMICONDUCTOR CORP COM 713831105 257 24500 SH DEFINED 0 24500 0
PERKINELMER INC COM 714046109 1176 47700 SH DEFINED 0 44500 3200
PERRIGO CO COM 714290103 9173 238500 SH DEFINED 0 238500 0
PETRO-CDA COM 71644E102 1042 32000 SH DEFINED 0 32000 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2813 64000 SH DEFINED 0 64000 0
PETSMART INC COM 716768106 485 20000 SH DEFINED 0 20000 0
PFIZER INC COM 717081103 1013 57050 SH DEFINED 0 54000 3050
PG&E CORP COM 69331C108 747 20000 SH DEFINED 0 20000 0
PHARMACEUTICAL PROD DEV INC COM 717124101 6327 153000 SH DEFINED 0 153000 0
PHASE FORWARD INC COM 71721R406 667 31900 SH DEFINED 0 31900 0
PHILADELPHIA CONS HLDG CORP COM 717528103 4727 80700 SH DEFINED 0 80700 0
PHILIP MORRIS INTL INC COM 718172109 829 17240 SH DEFINED 0 17000 240
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 1099 19500 SH DEFINED 0 19500 0
PHILLIPS VAN HEUSEN CORP COM 718592108 6096 160800 SH DEFINED 0 160800 0
PINNACLE FINL PARTNERS INC COM 72346Q104 240 7800 SH DEFINED 0 7800 0
PINNACLE WEST CAP CORP COM 723484101 691 20000 SH DEFINED 0 20000 0
PLAINS EXPL& PRODTN CO COM 726505100 634 20000 SH DEFINED 0 20000 0
PLANTRONICS INC NEW COM 727493108 510 24100 SH DEFINED 0 23000 1100
PMC-SIERRA INC COM 69344F106 2834 382000 SH DEFINED 0 382000 0
PNC FINL SVCS GROUP INC COM 693475105 1393 19547 SH DEFINED 0 19022 525
POLYCOM INC COM 73172K104 220 10000 SH DEFINED 0 10000 0
POTASH CORP SASK INC COM 73755L107 6072 46000 SH DEFINED 0 46000 0
POWELL INDS INC COM 739128106 469 11500 SH DEFINED 0 11500 0
POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 929 1500000 PRN DEFINED 0 1500000 0
PPL CORP COM 69351T106 1543 42200 SH DEFINED 0 42200 0
PRAXAIR INC COM 74005P104 9893 137900 SH DEFINED 0 137900 0
PRECISION CASTPARTS CORP COM 740189105 6885 87400 SH DEFINED 0 87400 0
PREMIERE GLOBAL SVCS INC COM 740585104 1520 108100 SH DEFINED 0 108100 0
PRICE T ROWE GROUP INC COM 74144T108 3104 57800 SH DEFINED 0 57800 0
PRICESMART INC COM 741511109 310 18500 SH DEFINED 0 18500 0
PRIDE INTL INC DEL COM 74153Q102 568 20000 SH DEFINED 0 20000 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2718 63000 SH DEFINED 0 63000 0
PROASSURANCE CORP COM 74267C106 5824 104000 SH DEFINED 0 104000 0
PROGRESS ENERGY INC COM 743263105 1289 30000 SH DEFINED 0 30000 0
PROLOGIS NOTE 1.875%11/1 743410AR3 1369 2000000 PRN DEFINED 0 2000000 0
PROLOGIS SH BEN INT 743410102 2803 67925 SH DEFINED 0 67500 425
PROSPERITY BANCSHARES INC COM 743606105 469 13800 SH DEFINED 0 13800 0
PRUDENTIAL FINL INC COM 744320102 784 11900 SH DEFINED 0 11500 400
PS BUSINESS PKS INC CALIF COM 69360J107 778 13500 SH DEFINED 0 13500 0
PSS WORLD MED INC NOTE 2.250% 3/1 69366AAB6 117 100000 PRN DEFINED 0 100000 0
PSS WORLD MED INC COM 69366A100 2942 151500 SH DEFINED 0 151500 0
PSYCHIATRIC SOLUTIONS INC COM 74439H108 8083 213000 SH DEFINED 0 213000 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1705 52000 SH DEFINED 0 52000 0
QUAKER CHEM CORP COM 747316107 433 15200 SH DEFINED 0 15200 0
QUALCOMM INC COM 747525103 2363 55000 SH DEFINED 0 55000 0
QUALITY SYS INC COM 747582104 1099 26000 SH DEFINED 0 26000 0
QUANTA SVCS INC COM 74762E102 7393 273724 SH DEFINED 0 273724 0
QUANTA SVCS INC SDCV 4.500%10/0 74762EAC6 121 50000 PRN DEFINED 0 50000 0
QUEST DIAGNOSTICS INC COM 74834L100 3278 64000 SH DEFINED 0 64000 0
QUESTAR CORP COM 748356102 818 20000 SH DEFINED 0 20000 0
QUICKSILVER RESOURCES INC COM 74837R104 2252 114700 SH DEFINED 0 114700 0
QUIDEL CORP COM 74838J101 271 16500 SH DEFINED 0 16500 0
RALCORP HLDGS INC NEW COM 751028101 4860 72100 SH DEFINED 0 72100 0
RANGE RES CORP COM 75281A109 11785 274900 SH DEFINED 0 274900 0
RAYMOND JAMES FINANCIAL INC COM 754730109 3428 103950 SH DEFINED 0 103950 0
RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB2 98 100000 PRN DEFINED 0 100000 0
RAYTHEON CO COM NEW 755111507 4811 89900 SH DEFINED 0 89900 0
RBC BEARINGS INC COM 75524B104 579 17200 SH DEFINED 0 17200 0
RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ3 86 100000 PRN DEFINED 0 100000 0
REGAL BELOIT CORP COM 758750103 3117 73300 SH DEFINED 0 73300 0
REINSURANCE GROUP AMER INC CL B 759351505 327 6902 SH DEFINED 0 6902 0
REINSURANCE GROUP AMER INC PFD TR INC EQ 759351307 1363 22900 SH DEFINED 0 22900 0
RELIANT ENERGY INC COM 75952B105 991 125500 SH DEFINED 0 123500 2000
REPUBLIC SVCS INC COM 760759100 4232 141150 SH DEFINED 0 141150 0
RES-CARE INC COM 760943100 212 11700 SH DEFINED 0 11700 0
RESEARCH IN MOTION LTD COM 760975102 3340 48900 SH DEFINED 0 48900 0
RESOURCES CONNECTION INC COM 76122Q105 3244 144000 SH DEFINED 0 144000 0
RITCHIE BROS AUCTIONEERS COM 767744105 3142 134500 SH DEFINED 0 134500 0
RLI CORP COM 749607107 4483 72200 SH DEFINED 0 72200 0
ROBBINS & MYERS INC COM 770196103 9421 304600 SH DEFINED 0 304600 0
ROCK-TENN CO CL A 772739207 2919 73000 SH DEFINED 0 73000 0
ROCKWELL COLLINS INC COM 774341101 3684 76600 SH DEFINED 0 76600 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 2608 85200 SH DEFINED 0 85200 0
ROGERS COMMUNICATIONS INC CL B 775109200 2420 72800 SH DEFINED 0 72800 0
ROLLINS INC COM 775711104 266 14000 SH DEFINED 0 14000 0
ROPER INDS INC NEW COM 776696106 7439 130600 SH DEFINED 0 130600 0
ROPER INDS INC NEW NOTE 1.481% 1/1 776696AA4 205 300000 PRN DEFINED 0 300000 0
ROSS STORES INC COM 778296103 3423 93000 SH DEFINED 0 93000 0
ROWAN COS INC COM 779382100 1006 35500 SH DEFINED 0 35000 500
ROYAL BK CDA MONTREAL QUE COM 780087102 3316 69057 SH DEFINED 0 69057 0
RUDDICK CORP COM 781258108 6023 185600 SH DEFINED 0 185600 0
RUSH ENTERPRISES INC CL A 781846209 1121 87550 SH DEFINED 0 87550 0
RYDER SYS INC COM 783549108 3422 55500 SH DEFINED 0 55500 0
SADIA S A SPON ADR PFD 786326108 1827 194999 SH DEFINED 0 194999 0
SALESFORCE COM INC COM 79466L302 5464 112900 SH DEFINED 0 112900 0
SANDISK CORP COM 80004C101 188 10000 SH DEFINED 0 10000 0
SANDISK CORP NOTE 1.000% 5/1 80004CAC5 970 1250000 PRN DEFINED 0 1250000 0
SANOFI AVENTIS SPONSORED ADR 80105N105 1280 40400 SH DEFINED 0 38500 1900
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 5343 100000 SH DEFINED 0 100000 0
SAPIENT CORP COM 803062108 2965 399000 SH DEFINED 0 399000 0
SARA LEE CORP COM 803111103 442 35000 SH DEFINED 0 35000 0
SASOL LTD SPONSORED ADR 803866300 586 14000 SH DEFINED 0 14000 0
SATYAM COMPUTER SERVICES LTD ADR 804098101 678 42000 SH DEFINED 0 42000 0
SAUER-DANFOSS INC COM 804137107 516 20900 SH DEFINED 0 20900 0
SAVIENT PHARMACEUTICALS INC COM 80517Q100 878 58900 SH DEFINED 0 58900 0
SBA COMMUNICATIONS CORP COM 78388J106 5624 217400 SH DEFINED 0 217400 0
SCHEIN HENRY INC COM 806407102 7952 147700 SH DEFINED 0 147700 0
SCHEIN HENRY INC NOTE 3.000% 8/1 806407AB8 62 50000 PRN DEFINED 0 50000 0
SCHERING PLOUGH CORP COM 806605101 459 26000 SH DEFINED 0 26000 0
SCHLUMBERGER LTD COM 806857108 2366 30300 SH DEFINED 0 30300 0
SCHWAB CHARLES CORP NEW COM 808513105 2834 109000 SH DEFINED 0 109000 0
SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD1 196 200000 PRN DEFINED 0 200000 0
SEAGATE TECHNOLOGY SHS G7945J104 277 23500 SH DEFINED 0 23500 0
SEI INVESTMENTS CO COM 784117103 755 34000 SH DEFINED 0 34000 0
SEMPRA ENERGY COM 816851109 3450 68250 SH DEFINED 0 67700 550
SERVICE CORP INTL COM 817565104 744 89000 SH DEFINED 0 89000 0
SESI L L C NOTE 1.500%12/1 78412FAH7 175 200000 PRN DEFINED 0 200000 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1484 73000 SH DEFINED 0 73000 0
SHAW GROUP INC COM 820280105 1137 37000 SH DEFINED 0 37000 0
SHERWIN WILLIAMS CO COM 824348106 2115 37000 SH DEFINED 0 37000 0
SIEMENS A G SPONSORED ADR 826197501 579 6215 SH DEFINED 0 5800 415
SIGMA ALDRICH CORP COM 826552101 7590 144800 SH DEFINED 0 144800 0
SILGAN HOLDINGS INC COM 827048109 3525 69000 SH DEFINED 0 69000 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 554 95950 SH DEFINED 0 95950 0
SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 236 3000 SH DEFINED 0 3000 0
SL GREEN RLTY CORP COM 78440X101 259 4000 SH DEFINED 0 4000 0
SMITH INTL INC COM 832110100 1935 33000 SH DEFINED 0 33000 0
SMITHFIELD FOODS INC COM 832248108 287 20000 SH DEFINED 0 20000 0
SNAP ON INC COM 833034101 6372 121000 SH DEFINED 0 121000 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2078 84000 SH DEFINED 0 84000 0
SONIC CORP COM 835451105 3497 239999 SH DEFINED 0 239999 0
SONOSITE INC NOTE 3.750% 7/1 83568GAA2 151 145000 PRN DEFINED 0 145000 0
SONY CORP ADR NEW 835699307 461 15000 SH DEFINED 0 15000 0
SOUTH JERSEY INDS INC COM 838518108 3795 106300 SH DEFINED 0 106300 0
SOUTHERN CO COM 842587107 2508 67000 SH DEFINED 0 67000 0
SOUTHERN UN CO NEW COM 844030106 2819 136500 SH DEFINED 0 136500 0
SOUTHWESTERN ENERGY CO COM 845467109 5222 171000 SH DEFINED 0 171000 0
SPARTAN STORES INC COM 846822104 386 15500 SH DEFINED 0 15500 0
SPX CORP COM 784635104 2210 28700 SH DEFINED 0 28700 0
ST JUDE MED INC COM 790849103 6002 138000 SH DEFINED 0 138000 0
ST MARY LD & EXPL CO COM 792228108 842 25000 SH DEFINED 0 25000 0
STANLEY INC COM 854532108 3566 96600 SH DEFINED 0 96600 0
STERICYCLE INC COM 858912108 9119 154800 SH DEFINED 0 154800 0
STERIS CORP COM 859152100 4410 118000 SH DEFINED 0 118000 0
STIFEL FINL CORP COM 860630102 5389 108000 SH DEFINED 0 108000 0
STRAYER ED INC COM 863236105 10474 52300 SH DEFINED 0 52300 0
STRYKER CORP COM 863667101 4127 66250 SH DEFINED 0 65000 1250
SUN HEALTHCARE GROUP INC COM NEW 866933401 1758 119900 SH DEFINED 0 119900 0
SUN HYDRAULICS CORP COM 866942105 721 27700 SH DEFINED 0 27700 0
SUN LIFE FINL INC COM 866796105 2232 63100 SH DEFINED 0 63100 0
SUNCOR ENERGY INC COM 867229106 5822 139000 SH DEFINED 0 139000 0
SUNTRUST BKS INC COM 867914103 260 6475 SH DEFINED 0 6250 225
SUPERIOR ENERGY SVCS INC COM 868157108 2262 72650 SH DEFINED 0 72000 650
SUPERVALU INC COM 868536103 426 19000 SH DEFINED 0 19000 0
SVB FINL GROUP COM 78486Q101 2566 44300 SH DEFINED 0 44300 0
SWIFT ENERGY CO COM 870738101 982 26575 SH DEFINED 0 26200 375
SYBASE INC COM 871130100 1818 59620 SH DEFINED 0 58400 1220
SYBASE INC NOTE 1.750% 2/2 871130AB6 321 250000 PRN DEFINED 0 250000 0
SYMANTEC CORP COM 871503108 3041 156300 SH DEFINED 0 155500 800
SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 164 150000 PRN DEFINED 0 150000 0
SYNAPTICS INC COM 87157D109 5790 191600 SH DEFINED 0 191600 0
SYNGENTA AG SPONSORED ADR 87160A100 1557 36800 SH DEFINED 0 36800 0
SYNIVERSE HLDGS INC COM 87163F106 1312 79000 SH DEFINED 0 79000 0
SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 277 14700 SH DEFINED 0 14700 0
SYSCO CORP COM 871829107 2109 68400 SH DEFINED 0 68000 400
T-3 ENERGY SRVCS INC COM 87306E107 486 13100 SH DEFINED 0 13100 0
TALISMAN ENERGY INC COM 87425E103 242 17000 SH DEFINED 0 17000 0
TATA MTRS LTD SPONSORED ADR 876568502 146 20000 SH DEFINED 0 20000 0
TAUBMAN CTRS INC COM 876664103 4635 92700 SH DEFINED 0 92700 0
TBS INTERNATIONAL LIMITED COM CL A G86975151 318 25000 SH DEFINED 0 25000 0
TECH DATA CORP DBCV 2.750%12/1 878237AE6 2106 2450000 PRN DEFINED 0 2450000 0
TECHNE CORP COM 878377100 8092 112200 SH DEFINED 0 112200 0
TECO ENERGY INC COM 872375100 930 60300 SH DEFINED 0 60000 300
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 716 41000 SH DEFINED 0 41000 0
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 322 36219 SH DEFINED 0 32111 4108
TELEDYNE TECHNOLOGIES INC COM 879360105 7299 127700 SH DEFINED 0 127700 0
TELEFLEX INC COM 879369106 983 15500 SH DEFINED 0 15500 0
TELEFONICA S A SPONSORED ADR 879382208 2917 41000 SH DEFINED 0 40300 700
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 927 36000 SH DEFINED 0 36000 0
TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 879690105 468 36000 SH DEFINED 0 36000 0
TEMPUR PEDIC INTL INC COM 88023U101 446 40025 SH DEFINED 0 38000 2025
TENARIS S A SPONSORED ADR 88031M109 4960 133000 SH DEFINED 0 133000 0
TENNANT CO COM 880345103 2662 77700 SH DEFINED 0 77700 0
TEREX CORP NEW COM 880779103 3742 123415 SH DEFINED 0 122400 1015
TERRA INDS INC COM 880915103 2558 87000 SH DEFINED 0 87000 0
TESORO CORP COM 881609101 1030 62000 SH DEFINED 0 62000 0
TETRA TECH INC NEW COM 88162G103 3358 140100 SH DEFINED 0 139000 1100
TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 306 250000 PRN DEFINED 0 250000 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 6350 140000 SH DEFINED 0 140000 0
TEXAS INSTRS INC COM 882508104 456 21200 SH DEFINED 0 21200 0
THERMO FISHER SCIENTIFIC INC COM 883556102 10483 190600 SH DEFINED 0 190600 0
THOMAS & BETTS CORP COM 884315102 4968 128150 SH DEFINED 0 126900 1250
THORATEC CORP COM NEW 885175307 3098 118000 SH DEFINED 0 118000 0
TIME WARNER INC COM 887317105 1003 77650 SH DEFINED 0 77000 650
TITAN INTL INC ILL COM 88830M102 533 25000 SH DEFINED 0 25000 0
TITANIUM METALS CORP COM NEW 888339207 393 36575 SH DEFINED 0 35000 1575
TJX COS INC NEW COM 872540109 4709 154300 SH DEFINED 0 154300 0
TORCHMARK CORP COM 891027104 359 6000 SH DEFINED 0 6000 0
TORO CO COM 891092108 4820 116700 SH DEFINED 0 116700 0
TORONTO DOMINION BK ONT COM NEW 891160509 1201 19684 SH DEFINED 0 19684 0
TOTAL S A SPONSORED ADR 89151E109 1936 31900 SH DEFINED 0 31800 100
TOWER GROUP INC COM 891777104 497 21100 SH DEFINED 0 21100 0
TRANSCANADA CORP COM 89353D107 940 26000 SH DEFINED 0 26000 0
TRANSOCEAN INC NEW SHS G90073100 3201 29354 SH DEFINED 0 28900 454
TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 367 400000 PRN DEFINED 0 400000 0
TRIMBLE NAVIGATION LTD COM 896239100 4192 162100 SH DEFINED 0 162100 0
TRINITY INDS INC NOTE 3.875% 6/0 896522af6 198 200000 PRN DEFINED 0 200000 0
TRIUMPH GROUP INC NEW COM 896818101 3035 66400 SH DEFINED 0 66400 0
TUPPERWARE BRANDS CORP COM 899896104 6139 222200 SH DEFINED 0 221800 400
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 292 20000 SH DEFINED 0 20000 0
TYCO ELECTRONICS LTD COM NEW G9144P105 838 33175 SH DEFINED 0 32000 1175
TYCO INTL LTD BERMUDA SHS G9143X208 1012 29575 SH DEFINED 0 28000 1575
TYLER TECHNOLOGIES INC COM 902252105 440 29000 SH DEFINED 0 29000 0
UGI CORP NEW COM 902681105 2418 93800 SH DEFINED 0 93800 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 645 23900 SH DEFINED 0 23900 0
ULTRALIFE CORP COM 903899102 393 50000 SH DEFINED 0 50000 0
ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P101 315 12600 SH DEFINED 0 12600 0
UMB FINL CORP COM 902788108 746 14200 SH DEFINED 0 14200 0
UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 1327 13300 SH DEFINED 0 13300 0
UNIFIRST CORP MASS COM 904708104 3275 76000 SH DEFINED 0 76000 0
UNILEVER PLC SPON ADR NEW 904767704 1278 47400 SH DEFINED 0 47400 0
UNION PAC CORP COM 907818108 5906 83000 SH DEFINED 0 83000 0
UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 171 200000 PRN DEFINED 0 200000 0
UNITED STATES STL CORP NEW COM 912909108 2018 26000 SH DEFINED 0 26000 0
UNITED TECHNOLOGIES CORP COM 913017109 3483 58000 SH DEFINED 0 58000 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 8009 76150 SH DEFINED 0 76150 0
UNIVERSAL ELECTRS INC COM 913483103 330 13200 SH DEFINED 0 13200 0
UNUM GROUP COM 91529Y106 487 20000 SH DEFINED 0 20000 0
URBAN OUTFITTERS INC COM 917047102 8758 274800 SH DEFINED 0 274800 0
URS CORP NEW COM 903236107 5997 163534 SH DEFINED 0 163534 0
V F CORP COM 918204108 2876 37200 SH DEFINED 0 37200 0
VAIL RESORTS INC COM 91879Q109 3705 106000 SH DEFINED 0 106000 0
VALEANT PHARMACEUTICALS INTL NOTE 4.000%11/1 91911XAD6 698 750000 PRN DEFINED 0 750000 0
VALERO ENERGY CORP NEW COM 91913Y100 494 16450 SH DEFINED 0 16200 250
VALMONT INDS INC COM 920253101 9848 119100 SH DEFINED 0 119100 0
VARIAN INC COM 922206107 3179 74100 SH DEFINED 0 74100 0
VARIAN MED SYS INC COM 92220P105 6595 115550 SH DEFINED 0 115550 0
VCA ANTECH INC COM 918194101 984 33400 SH DEFINED 0 33400 0
VERISIGN INC COM 92343E102 1179 45200 SH DEFINED 0 45200 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 45 50000 PRN DEFINED 0 50000 0
VERIZON COMMUNICATIONS INC COM 92343V104 353 11335 SH DEFINED 0 10500 835
VNUS MED TECHNOLOGIES INC COM 928566108 216 10300 SH DEFINED 0 10300 0
VOCUS INC COM 92858J108 492 14500 SH DEFINED 0 14500 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 456 21187 SH DEFINED 0 20250 937
VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 292 350000 PRN DEFINED 0 350000 0
VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 2501 162300 SH DEFINED 0 162300 0
WABTEC CORP COM 929740108 9216 179900 SH DEFINED 0 179900 0
WAL MART STORES INC COM 931142103 7712 129375 SH DEFINED 0 128000 1375
WALGREEN CO COM 931422109 2081 67200 SH DEFINED 0 66500 700
WARNACO GROUP INC COM NEW 934390402 11522 254400 SH DEFINED 0 254400 0
WASTE CONNECTIONS INC COM 941053100 8661 252500 SH DEFINED 0 252500 0
WASTE CONNECTIONS INC NOTE 3.750% 4/0 941053AG5 280 250000 PRN DEFINED 0 250000 0
WASTE MGMT INC DEL COM 94106L109 3138 99650 SH DEFINED 0 99000 650
WATERS CORP COM 941848103 2583 44400 SH DEFINED 0 44400 0
WATSON PHARMACEUTICALS INC COM 942683103 826 30000 SH DEFINED 0 30000 0
WATSON WYATT WORLDWIDE INC CL A 942712100 8071 162300 SH DEFINED 0 162300 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 949 35000 SH DEFINED 0 35000 0
WEATHERFORD INTERNATIONAL LT COM G95089101 3340 134500 SH DEFINED 0 134500 0
WELLCARE HEALTH PLANS INC COM 94946T106 415 11525 SH DEFINED 0 10900 625
WELLPOINT INC COM 94973V107 356 8000 SH DEFINED 0 8000 0
WELLS FARGO & CO NEW COM 949746101 7079 191805 SH DEFINED 0 190250 1555
WESCO INTL INC COM 95082P105 320 10000 SH DEFINED 0 10000 0
WESCO INTL INC DBCV 2.625%10/1 95082PAE5 231 250000 PRN DEFINED 0 250000 0
WESCO INTL INC NOTE 1.750%11/1 95082PAG0 1456 1850000 PRN DEFINED 0 1850000 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 5741 117600 SH DEFINED 0 117600 0
WESTAR ENERGY INC COM 95709T100 817 35000 SH DEFINED 0 35000 0
WESTERN DIGITAL CORP COM 958102105 629 32200 SH DEFINED 0 30000 2200
WESTERN UN CO COM 959802109 1110 45000 SH DEFINED 0 45000 0
WEYERHAEUSER CO COM 962166104 465 8000 SH DEFINED 0 8000 0
WHOLE FOODS MKT INC COM 966837106 468 24000 SH DEFINED 0 24000 0
WILEY JOHN & SONS INC CL A 968223206 526 13000 SH DEFINED 0 13000 0
WILLBROS GROUP INC COM 969199108 3861 145700 SH DEFINED 0 145700 0
WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 518 7300 SH DEFINED 0 7300 0
WMS INDS INC COM 929297109 6432 210400 SH DEFINED 0 210400 0
WOLVERINE WORLD WIDE INC COM 978097103 2878 108750 SH DEFINED 0 108750 0
WOODWARD GOVERNOR CO COM 980745103 8306 235500 SH DEFINED 0 235500 0
WORLD ACCEP CORP DEL COM 981419104 529 14700 SH DEFINED 0 14700 0
WRIGHT EXPRESS CORP COM 98233Q105 1837 61550 SH DEFINED 0 61200 350
WRIGLEY WM JR CO COM 982526105 3922 49400 SH DEFINED 0 49400 0
WYETH COM 983024100 673 18350 SH DEFINED 0 17000 1350
WYETH DBCV 1/1 983024AD2 194 200000 PRN DEFINED 0 200000 0
WYNDHAM WORLDWIDE CORP COM 98310W108 298 20000 SH DEFINED 0 20000 0
XCEL ENERGY INC COM 98389B100 1089 55000 SH DEFINED 0 55000 0
XENOPORT INC COM 98411C100 305 6300 SH DEFINED 0 6300 0
XILINX INC DBCV 3.125% 3/1 983919AD3 974 1200000 PRN DEFINED 0 1200000 0
XTO ENERGY INC COM 98385X106 9508 204382 SH DEFINED 0 204382 0
YAMANA GOLD INC COM 98462Y100 214 25000 SH DEFINED 0 25000 0
YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA3 86 100000 PRN DEFINED 0 100000 0
YINGLI GREEN ENERGY HLDG CO NOTE 12/1 98584BAA1 1780 2200000 PRN DEFINED 0 2200000 0
YUM BRANDS INC COM 988498101 2785 85400 SH DEFINED 0 85400 0
ZENITH NATL INS CORP COM 989390109 1249 34100 SH DEFINED 0 34100 0
ZIMMER HLDGS INC COM 98956P102 798 12800 SH DEFINED 0 12000 800
ZOLL MED CORP COM 989922109 4793 146500 SH DEFINED 0 146500 0
ZOLTEK COS INC COM 98975W104 2507 146700 SH DEFINED 0 146700 0