0001167711-11-000009.txt : 20111114
0001167711-11-000009.hdr.sgml : 20111111
20111114103028
ACCESSION NUMBER: 0001167711-11-000009
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111114
DATE AS OF CHANGE: 20111114
EFFECTIVENESS DATE: 20111114
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MASON STREET ADVISORS LLC
CENTRAL INDEX KEY: 0001167711
IRS NUMBER: 392035564
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-10206
FILM NUMBER: 111198783
BUSINESS ADDRESS:
STREET 1: 720 E WISCONSIN AVE
CITY: MILWAWKEE
STATE: WI
ZIP: 53202
BUSINESS PHONE: 4146655005
MAIL ADDRESS:
STREET 1: 720 EAST WISCONSIN AVE
CITY: MILWAWKEE
STATE: WI
ZIP: 53202
13F-HR
1
msa11q3.txt
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, 2011
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: Mason Street Advisors, LLC
Address: 720 East Wisconsin Avenue
Milwaukee, WI 53202
13F File Number: 28-10206
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: Jefferson V. DeAngelis
Title: President
Phone: 414-665-5291
Signature, Place, and Date of Signing:
Jefferson V. DeAngelis Milwaukee, WI November 14, 2011
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: 1
Form 13F Information Table Entry Total: 1817
Form 13F Information Table Value Total: $12,472,879 (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.
No. 13F File Number Name
1 028-00229 The Northwestern Mutual Life Insurance Company
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 17713 246737 SH DEFINED 1 246737
99 CENTS ONLY STORES COM 65440K106 330 17933 SH DEFINED 1 17933
AAON INC COM PAR $0.004 000360206 28 1786 SH DEFINED 1 1786
AAR CORP COM 000361105 63 3781 SH DEFINED 1 3781
AARONS INC COM PAR $0.50 002535300 8522 337500 SH DEFINED 1 337500
ABAXIS INC COM 002567105 50 2174 SH DEFINED 1 2174
ABBOTT LABS COM 002824100 22152 433157 SH DEFINED 1 433157
ABERCROMBIE & FITCH CO CL A 002896207 18647 302907 SH DEFINED 1 302907
ABM INDS INC COM 000957100 87 4556 SH DEFINED 1 4556
ABOVENET INC COM 00374N107 17082 318700 SH DEFINED 1 318700
ACADIA RLTY TR COM SH BEN INT 004239109 1452 77643 SH DEFINED 1 77643
ACCELRYS INC COM 00430U103 620 102300 SH DEFINED 1 102300
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4978 94500 SH DEFINED 1 94500
ACE LTD SHS H0023R105 10788 178024 SH DEFINED 1 178024
ACI WORLDWIDE INC COM 004498101 350 12700 SH DEFINED 1 12700
ACTIVISION BLIZZARD INC COM 00507V109 293 24600 SH DEFINED 1 24600
ACTUANT CORP CL A NEW 00508X203 7215 365297 SH DEFINED 1 365297
ACUITY BRANDS INC COM 00508Y102 595 16500 SH DEFINED 1 16500
ACXIOM CORP COM 005125109 330 31002 SH DEFINED 1 31002
ADOBE SYS INC COM 00724F101 7561 312812 SH DEFINED 1 312812
ADTRAN INC COM 00738A106 648 24500 SH DEFINED 1 24500
ADVANCE AUTO PARTS INC COM 00751Y106 1627 28000 SH DEFINED 1 28000
ADVANCED ENERGY INDS COM 007973100 8053 934182 SH DEFINED 1 934182
ADVANCED MICRO DEVICES INC COM 007903107 571 112465 SH DEFINED 1 112465
ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 7820 8000000 PRN DEFINED 1 8000000
ADVENT SOFTWARE INC COM 007974108 259 12400 SH DEFINED 1 12400
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 802 45400 SH DEFINED 1 45400
AEROPOSTALE COM 007865108 461 42675 SH DEFINED 1 42675
AEROVIRONMENT INC COM 008073108 49 1757 SH DEFINED 1 1757
AES CORP COM 00130H105 1248 127881 SH DEFINED 1 127881
AETNA INC NEW COM 00817Y108 3009 82796 SH DEFINED 1 82796
AFFILIATED MANAGERS GROUP COM 008252108 1545 19800 SH DEFINED 1 19800
AFFILIATED MANAGERS GROUP NOTE 3.950% 8/1 008252AL2 18353 17500000 PRN DEFINED 1 17500000
AFFYMETRIX INC COM 00826T108 33 6705 SH DEFINED 1 6705
AFLAC INC COM 001055102 36364 1040460 SH DEFINED 1 1040460
AGCO CORP COM 001084102 1269 36700 SH DEFINED 1 36700
AGILENT TECHNOLOGIES INC COM 00846U101 2101 67242 SH DEFINED 1 67242
AGILYSYS INC COM 00847J105 10 1469 SH DEFINED 1 1469
AGL RES INC COM 001204106 1919 47102 SH DEFINED 1 47102
AGNICO EAGLE MINES LTD COM 008474108 12936 217340 SH DEFINED 1 217340
AIR METHODS CORP COM PAR $.06 009128307 68 1075 SH DEFINED 1 1075
AIR PRODS & CHEMS INC COM 009158106 37952 496943 SH DEFINED 1 496943
AIRGAS INC COM 009363102 871 13644 SH DEFINED 1 13644
AK STL HLDG CORP COM 001547108 140 21391 SH DEFINED 1 21391
AKAMAI TECHNOLOGIES INC COM 00971T101 715 35948 SH DEFINED 1 35948
ALASKA AIR GROUP INC COM 011659109 5021 89200 SH DEFINED 1 89200
ALBANY INTL CORP CL A 012348108 49 2679 SH DEFINED 1 2679
ALBEMARLE CORP COM 012653101 1410 34900 SH DEFINED 1 34900
ALCOA INC COM 013817101 1976 206507 SH DEFINED 1 206507
ALEXANDER & BALDWIN INC COM 014482103 577 15800 SH DEFINED 1 15800
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1443 23500 SH DEFINED 1 23500
ALEXION PHARMACEUTICALS INC COM 015351109 29897 466700 SH DEFINED 1 466700
ALIGN TECHNOLOGY INC COM 016255101 3656 240983 SH DEFINED 1 240983
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1533 41439 SH DEFINED 1 41439
ALLEGIANT TRAVEL CO COM 01748X102 68 1434 SH DEFINED 1 1434
ALLERGAN INC COM 018490102 50712 615584 SH DEFINED 1 615584
ALLETE INC COM NEW 018522300 112 3057 SH DEFINED 1 3057
ALLIANCE DATA SYSTEMS CORP COM 018581108 29263 315675 SH DEFINED 1 315675
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 13030 10300000 PRN DEFINED 1 10300000
ALLIANCE ONE INTL INC COM 018772103 704 288697 SH DEFINED 1 288697
ALLIANT ENERGY CORP COM 018802108 1632 42200 SH DEFINED 1 42200
ALLIANT TECHSYSTEMS INC COM 018804104 681 12500 SH DEFINED 1 12500
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1287 71400 SH DEFINED 1 71400
ALLSTATE CORP COM 020002101 9366 395338 SH DEFINED 1 395338
ALMOST FAMILY INC COM 020409108 13 780 SH DEFINED 1 780
ALPHA NATURAL RESOURCES INC COM 02076X102 775 43801 SH DEFINED 1 43801
ALTERA CORP COM 021441100 11447 363058 SH DEFINED 1 363058
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 2193 115600 SH DEFINED 1 115600
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 2086 58950 SH DEFINED 1 58950
ALTRIA GROUP INC COM 02209S103 16845 628322 SH DEFINED 1 628322
AMAZON COM INC COM 023135106 42543 196748 SH DEFINED 1 196748
AMC NETWORKS INC CL A 00164V103 804 25170 SH DEFINED 1 25170
AMCOL INTL CORP COM 02341W103 1816 75682 SH DEFINED 1 75682
AMEDISYS INC COM 023436108 41 2788 SH DEFINED 1 2788
AMEREN CORP COM 023608102 22258 747658 SH DEFINED 1 747658
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1696 76810 SH DEFINED 1 76810
AMERICAN CAMPUS CMNTYS INC COM 024835100 982 26400 SH DEFINED 1 26400
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 868 74050 SH DEFINED 1 74050
AMERICAN ELEC PWR INC COM 025537101 59598 1567532 SH DEFINED 1 1567532
AMERICAN EXPRESS CO COM 025816109 56613 1260863 SH DEFINED 1 1260863
AMERICAN FINL GROUP INC OHIO COM 025932104 924 29750 SH DEFINED 1 29750
AMERICAN GREETINGS CORP CL A 026375105 287 15500 SH DEFINED 1 15500
AMERICAN INTL GROUP INC COM NEW 026874784 2066 94117 SH DEFINED 1 94117
AMERICAN MIDSTREAM PARTNERS COM UNITS 02752P100 8618 450000 SH DEFINED 1 450000
AMERICAN PUBLIC EDUCATION IN COM 02913V103 9203 270690 SH DEFINED 1 270690
AMERICAN SCIENCE & ENGR INC COM 029429107 54 879 SH DEFINED 1 879
AMERICAN STS WTR CO COM 029899101 60 1780 SH DEFINED 1 1780
AMERICAN TOWER CORP CL A 029912201 59007 1096782 SH DEFINED 1 1096782
AMERICAN VANGUARD CORP COM 030371108 1367 122515 SH DEFINED 1 122515
AMERICAN WTR WKS CO INC NEW COM 030420103 11956 396150 SH DEFINED 1 396150
AMERIGROUP CORP COM 03073T102 4954 127000 SH DEFINED 1 127000
AMERIPRISE FINL INC COM 03076C106 2261 57444 SH DEFINED 1 57444
AMERISAFE INC COM 03071H100 32 1755 SH DEFINED 1 1755
AMERISOURCEBERGEN CORP COM 03073E105 50929 1366488 SH DEFINED 1 1366488
AMETEK INC NEW COM 031100100 2024 61375 SH DEFINED 1 61375
AMGEN INC COM 031162100 12961 235868 SH DEFINED 1 235868
AMN HEALTHCARE SERVICES INC COM 001744101 15 3848 SH DEFINED 1 3848
AMPHENOL CORP NEW CL A 032095101 32871 806243 SH DEFINED 1 806243
AMSURG CORP COM 03232P405 67 2981 SH DEFINED 1 2981
ANADARKO PETE CORP COM 032511107 47901 759732 SH DEFINED 1 759732
ANALOG DEVICES INC COM 032654105 3582 114624 SH DEFINED 1 114624
ANALOGIC CORP COM PAR $0.05 032657207 1521 33496 SH DEFINED 1 33496
ANCESTRY COM INC COM 032803108 4414 187850 SH DEFINED 1 187850
ANDERSONS INC COM 034164103 60 1772 SH DEFINED 1 1772
ANGIODYNAMICS INC COM 03475V101 1212 92200 SH DEFINED 1 92200
ANIXTER INTL INC COM 035290105 132 2793 SH DEFINED 1 2793
ANN INC COM 035623107 453 19850 SH DEFINED 1 19850
ANSYS INC COM 03662Q105 1716 35000 SH DEFINED 1 35000
AOL INC COM 00184X105 487 40600 SH DEFINED 1 40600
AON CORP COM 037389103 3853 91784 SH DEFINED 1 91784
APACHE CORP COM 037411105 13820 172233 SH DEFINED 1 172233
APACHE CORP PFD CONV SER D 037411808 17397 335000 SH DEFINED 1 335000
APARTMENT INVT & MGMT CO CL A 03748R101 515 23304 SH DEFINED 1 23304
APOGEE ENTERPRISES INC COM 037598109 23 2678 SH DEFINED 1 2678
APOLLO GROUP INC CL A 037604105 944 23836 SH DEFINED 1 23836
APOLLO INVT CORP COM 03761U106 563 74898 SH DEFINED 1 74898
APPLE INC COM 037833100 251521 659762 SH DEFINED 1 659762
APPLIED INDL TECHNOLOGIES IN COM 03820C105 110 4060 SH DEFINED 1 4060
APPLIED MATLS INC COM 038222105 6058 585307 SH DEFINED 1 585307
APPROACH RESOURCES INC COM 03834A103 38 2222 SH DEFINED 1 2222
APTARGROUP INC COM 038336103 6026 134900 SH DEFINED 1 134900
AQUA AMERICA INC COM 03836W103 1135 52633 SH DEFINED 1 52633
ARBITRON INC COM 03875Q108 86 2594 SH DEFINED 1 2594
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2502 157275 SH DEFINED 1 157275
ARCH CHEMICALS INC COM 03937R102 2272 48423 SH DEFINED 1 48423
ARCH COAL INC COM 039380100 1181 81000 SH DEFINED 1 81000
ARCHER DANIELS MIDLAND CO COM 039483102 27690 1116081 SH DEFINED 1 1116081
ARCTIC CAT INC COM 039670104 17 1161 SH DEFINED 1 1161
ARES CAP CORP COM 04010L103 3732 271000 SH DEFINED 1 271000
ARKANSAS BEST CORP DEL COM 040790107 39 2422 SH DEFINED 1 2422
ARQULE INC COM 04269E107 26 5119 SH DEFINED 1 5119
ARRIS GROUP INC COM 04269Q100 117 11373 SH DEFINED 1 11373
ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 3045 3000000 PRN DEFINED 1 3000000
ARROW ELECTRS INC COM 042735100 1214 43700 SH DEFINED 1 43700
ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 10352 15195000 PRN DEFINED 1 15195000
ASCENA RETAIL GROUP INC COM 04351G101 707 26100 SH DEFINED 1 26100
ASCENT CAP GROUP INC COM SER A 043632108 1730 44000 SH DEFINED 1 44000
ASHLAND INC NEW COM 044209104 1307 29600 SH DEFINED 1 29600
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 620 26900 SH DEFINED 1 26900
ASSOCIATED BANC CORP COM 045487105 613 65863 SH DEFINED 1 65863
ASSURANT INC COM 04621X108 669 18693 SH DEFINED 1 18693
ASTEC INDS INC COM 046224101 1347 46002 SH DEFINED 1 46002
ASTORIA FINL CORP COM 046265104 243 31600 SH DEFINED 1 31600
AT&T INC COM 00206R102 70450 2470195 SH DEFINED 1 2470195
ATLANTIC TELE NETWORK INC COM NEW 049079205 29 880 SH DEFINED 1 880
ATMEL CORP COM 049513104 12912 1600000 SH DEFINED 1 1600000
ATMI INC COM 00207R101 1108 70018 SH DEFINED 1 70018
ATMOS ENERGY CORP COM 049560105 1113 34300 SH DEFINED 1 34300
ATWOOD OCEANICS INC COM 050095108 2233 65000 SH DEFINED 1 65000
AUDIOVOX CORP CL A 050757103 10 1789 SH DEFINED 1 1789
AUTODESK INC COM 052769106 25713 925486 SH DEFINED 1 925486
AUTOMATIC DATA PROCESSING IN COM 053015103 4499 95425 SH DEFINED 1 95425
AUTONATION INC COM 05329W102 342 10445 SH DEFINED 1 10445
AUTOZONE INC COM 053332102 1747 5473 SH DEFINED 1 5473
AVAGO TECHNOLOGIES LTD SHS Y0486S104 31512 961600 SH DEFINED 1 961600
AVALONBAY CMNTYS INC COM 053484101 2026 17763 SH DEFINED 1 17763
AVERY DENNISON CORP COM 053611109 1754 69945 SH DEFINED 1 69945
AVID TECHNOLOGY INC COM 05367P100 22 2791 SH DEFINED 1 2791
AVISTA CORP COM 05379B107 132 5525 SH DEFINED 1 5525
AVNET INC COM 053807103 1515 58100 SH DEFINED 1 58100
AVON PRODS INC COM 054303102 9769 498412 SH DEFINED 1 498412
AZZ INC COM 002474104 46 1196 SH DEFINED 1 1196
B & G FOODS INC NEW COM 05508R106 76 4566 SH DEFINED 1 4566
BADGER METER INC COM 056525108 42 1440 SH DEFINED 1 1440
BAIDU INC SPON ADR REP A 056752108 8018 75000 SH DEFINED 1 75000
BAKER HUGHES INC COM 057224107 9884 214141 SH DEFINED 1 214141
BALCHEM CORP COM 057665200 11559 309806 SH DEFINED 1 309806
BALL CORP COM 058498106 995 32072 SH DEFINED 1 32072
BALLY TECHNOLOGIES INC COM 05874B107 2342 86808 SH DEFINED 1 86808
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 374 51030 SH DEFINED 1 51030
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 277 3766 SH DEFINED 1 3766
BANCOLOMBIA S A SPON ADR PREF 05968L102 268 4814 SH DEFINED 1 4814
BANCORPSOUTH INC COM 059692103 242 27600 SH DEFINED 1 27600
BANK HAWAII CORP COM 062540109 652 17900 SH DEFINED 1 17900
BANK MONTREAL QUE COM 063671101 216 3862 SH DEFINED 1 3862
BANK MUTUAL CORP NEW COM 063750103 11 4405 SH DEFINED 1 4405
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 612 800 SH DEFINED 1 800
BANK OF AMERICA CORPORATION COM 060505104 14471 2364503 SH DEFINED 1 2364503
BANK OF NEW YORK MELLON CORP COM 064058100 1338 71984 SH DEFINED 1 71984
BANK OF THE OZARKS INC COM 063904106 57 2708 SH DEFINED 1 2708
BARD C R INC COM 067383109 1465 16730 SH DEFINED 1 16730
BARNES & NOBLE INC COM 067774109 183 15500 SH DEFINED 1 15500
BARNES GROUP INC COM 067806109 88 4559 SH DEFINED 1 4559
BARRETT BILL CORP COM 06846N104 652 18000 SH DEFINED 1 18000
BARRICK GOLD CORP COM 067901108 10019 214761 SH DEFINED 1 214761
BASIC ENERGY SVCS INC NEW COM 06985P100 39 2789 SH DEFINED 1 2789
BAXTER INTL INC COM 071813109 6231 110987 SH DEFINED 1 110987
BB&T CORP COM 054937107 8817 413363 SH DEFINED 1 413363
BE AEROSPACE INC COM 073302101 37719 1139200 SH DEFINED 1 1139200
BEACON ROOFING SUPPLY INC COM 073685109 4149 259500 SH DEFINED 1 259500
BECTON DICKINSON & CO COM 075887109 3114 42467 SH DEFINED 1 42467
BED BATH & BEYOND INC COM 075896100 40408 705076 SH DEFINED 1 705076
BEL FUSE INC CL B 077347300 15 969 SH DEFINED 1 969
BELDEN INC COM 077454106 2500 96920 SH DEFINED 1 96920
BEMIS INC COM 081437105 2053 70059 SH DEFINED 1 70059
BENCHMARK ELECTRS INC COM 08160H101 74 5678 SH DEFINED 1 5678
BERKLEY W R CORP COM 084423102 1281 43150 SH DEFINED 1 43150
BERKSHIRE HATHAWAY INC DEL CL A 084670108 107 1 SH DEFINED 1 1
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 24808 349209 SH DEFINED 1 349209
BEST BUY INC COM 086516101 1723 73960 SH DEFINED 1 73960
BHP BILLITON LTD SPONSORED ADR 088606108 20710 311705 SH DEFINED 1 311705
BIG 5 SPORTING GOODS CORP COM 08915P101 13 2096 SH DEFINED 1 2096
BIG LOTS INC COM 089302103 462 13275 SH DEFINED 1 13275
BIGLARI HLDGS INC COM 08986R101 41 137 SH DEFINED 1 137
BIO RAD LABS INC CL A 090572207 681 7500 SH DEFINED 1 7500
BIOGEN IDEC INC COM 09062X103 4374 46955 SH DEFINED 1 46955
BIOMED REALTY TRUST INC COM 09063H107 207 12507 SH DEFINED 1 12507
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 44 2370 SH DEFINED 1 2370
BJS RESTAURANTS INC COM 09180C106 101 2296 SH DEFINED 1 2296
BJS WHOLESALE CLUB INC COM 05548J106 1066 20800 SH DEFINED 1 20800
BLACK BOX CORP DEL COM 091826107 37 1719 SH DEFINED 1 1719
BLACK HILLS CORP COM 092113109 2006 65467 SH DEFINED 1 65467
BLACKBAUD INC COM 09227Q100 95 4251 SH DEFINED 1 4251
BLACKROCK INC COM 09247X101 2797 18900 SH DEFINED 1 18900
BLOCK H & R INC COM 093671105 1339 100594 SH DEFINED 1 100594
BLUE COAT SYSTEMS INC COM NEW 09534T508 56 4028 SH DEFINED 1 4028
BLUE NILE INC COM 09578R103 48 1359 SH DEFINED 1 1359
BLYTH INC COM NEW 09643P207 27 495 SH DEFINED 1 495
BMC SOFTWARE INC COM 055921100 34868 904264 SH DEFINED 1 904264
BOB EVANS FARMS INC COM 096761101 328 11500 SH DEFINED 1 11500
BOEING CO COM 097023105 13061 215856 SH DEFINED 1 215856
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 800 53794 SH DEFINED 1 53794
BORGWARNER INC COM 099724106 21589 356670 SH DEFINED 1 356670
BOSTON BEER INC CL A 100557107 60 825 SH DEFINED 1 825
BOSTON PRIVATE FINL HLDGS IN COM 101119105 7778 1322825 SH DEFINED 1 1322825
BOSTON PROPERTIES INC COM 101121101 2519 28267 SH DEFINED 1 28267
BOSTON SCIENTIFIC CORP COM 101137107 8493 1436995 SH DEFINED 1 1436995
BOTTOMLINE TECH DEL INC COM 101388106 65 3242 SH DEFINED 1 3242
BOYD GAMING CORP COM 103304101 25 5180 SH DEFINED 1 5180
BP PLC SPONSORED ADR 055622104 1695 47000 SH DEFINED 1 47000
BRADY CORP CL A 104674106 625 23633 SH DEFINED 1 23633
BRAVO BRIO RESTAURANT GROUP COM 10567B109 9762 586650 SH DEFINED 1 586650
BRE PROPERTIES INC CL A 05564E106 1202 28400 SH DEFINED 1 28400
BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 106776107 8700 500000 SH DEFINED 1 500000
BRIGGS & STRATTON CORP COM 109043109 65 4820 SH DEFINED 1 4820
BRIGHAM EXPLORATION CO COM 109178103 24168 956467 SH DEFINED 1 956467
BRIGHTPOINT INC COM NEW 109473405 60 6498 SH DEFINED 1 6498
BRINKER INTL INC COM 109641100 656 31375 SH DEFINED 1 31375
BRINKS CO COM 109696104 415 17800 SH DEFINED 1 17800
BRISTOL MYERS SQUIBB CO COM 110122108 63304 2017346 SH DEFINED 1 2017346
BRISTOW GROUP INC COM 110394103 148 3484 SH DEFINED 1 3484
BROADCOM CORP CL A 111320107 31303 940307 SH DEFINED 1 940307
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 945 46900 SH DEFINED 1 46900
BROADSOFT INC COM 11133B409 4548 149850 SH DEFINED 1 149850
BROOKLINE BANCORP INC DEL COM 11373M107 43 5641 SH DEFINED 1 5641
BROOKS AUTOMATION INC COM 114340102 1176 144294 SH DEFINED 1 144294
BROWN & BROWN INC COM 115236101 783 44000 SH DEFINED 1 44000
BROWN FORMAN CORP CL B 115637209 1338 19077 SH DEFINED 1 19077
BROWN SHOE INC NEW COM 115736100 28 3999 SH DEFINED 1 3999
BRUNSWICK CORP COM 117043109 904 64388 SH DEFINED 1 64388
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 20699 331130 SH DEFINED 1 331130
BUCKEYE TECHNOLOGIES INC COM 118255108 90 3736 SH DEFINED 1 3736
BUCKLE INC COM 118440106 99 2572 SH DEFINED 1 2572
BUFFALO WILD WINGS INC COM 119848109 105 1749 SH DEFINED 1 1749
C D I CORP COM 125071100 13 1221 SH DEFINED 1 1221
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 8918 130246 SH DEFINED 1 130246
CA INC COM 12673P105 1430 73666 SH DEFINED 1 73666
CABELAS INC COM 126804301 84 4105 SH DEFINED 1 4105
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1820 115681 SH DEFINED 1 115681
CABOT CORP COM 127055101 617 24900 SH DEFINED 1 24900
CABOT MICROELECTRONICS CORP COM 12709P103 1435 41720 SH DEFINED 1 41720
CABOT OIL & GAS CORP COM 127097103 1253 20245 SH DEFINED 1 20245
CACI INTL INC CL A 127190304 145 2896 SH DEFINED 1 2896
CADENCE DESIGN SYSTEM INC COM 127387108 945 102300 SH DEFINED 1 102300
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 26487 27028000 PRN DEFINED 1 27028000
CAL MAINE FOODS INC COM NEW 128030202 43 1364 SH DEFINED 1 1364
CALAMOS ASSET MGMT INC CL A 12811R104 19 1918 SH DEFINED 1 1918
CALAVO GROWERS INC COM 128246105 24 1193 SH DEFINED 1 1193
CALGON CARBON CORP COM 129603106 78 5383 SH DEFINED 1 5383
CALIX INC COM 13100M509 5878 753650 SH DEFINED 1 753650
CALLAWAY GOLF CO COM 131193104 32 6157 SH DEFINED 1 6157
CAMBREX CORP COM 132011107 14 2804 SH DEFINED 1 2804
CAMDEN PPTY TR SH BEN INT 133131102 1492 27000 SH DEFINED 1 27000
CAMERON INTERNATIONAL CORP COM 13342B105 44556 1072609 SH DEFINED 1 1072609
CAMPBELL SOUP CO COM 134429109 2735 84503 SH DEFINED 1 84503
CANADIAN NATL RY CO COM 136375102 4133 61842 SH DEFINED 1 61842
CANADIAN PAC RY LTD COM 13645T100 322 6700 SH DEFINED 1 6700
CANTEL MEDICAL CORP COM 138098108 27 1263 SH DEFINED 1 1263
CAPELLA EDUCATION COMPANY COM 139594105 41 1449 SH DEFINED 1 1449
CAPITAL ONE FINL CORP COM 14040H105 5050 127440 SH DEFINED 1 127440
CAPITOL FED FINL INC COM 14057J101 1060 100357 SH DEFINED 1 100357
CARBO CERAMICS INC COM 140781105 18952 184846 SH DEFINED 1 184846
CARDINAL HEALTH INC COM 14149Y108 25682 613222 SH DEFINED 1 613222
CARDTRONICS INC COM 14161H108 18746 817900 SH DEFINED 1 817900
CAREER EDUCATION CORP COM 141665109 299 22900 SH DEFINED 1 22900
CAREFUSION CORP COM 14170T101 2367 98816 SH DEFINED 1 98816
CARLISLE COS INC COM 142339100 746 23400 SH DEFINED 1 23400
CARMAX INC COM 143130102 1046 43874 SH DEFINED 1 43874
CARNIVAL CORP PAIRED CTF 143658300 6070 200325 SH DEFINED 1 200325
CARPENTER TECHNOLOGY CORP COM 144285103 4211 93800 SH DEFINED 1 93800
CARRIZO OIL & CO INC COM 144577103 13781 639401 SH DEFINED 1 639401
CARTER INC COM 146229109 147 4813 SH DEFINED 1 4813
CASCADE CORP COM 147195101 1470 44023 SH DEFINED 1 44023
CASEYS GEN STORES INC COM 147528103 158 3625 SH DEFINED 1 3625
CASH AMER INTL INC COM 14754D100 143 2794 SH DEFINED 1 2794
CASTLE A M & CO COM 148411101 17 1577 SH DEFINED 1 1577
CATALYST HEALTH SOLUTIONS IN COM 14888B103 1096 19000 SH DEFINED 1 19000
CATERPILLAR INC DEL COM 149123101 37260 504606 SH DEFINED 1 504606
CATHAY GENERAL BANCORP COM 149150104 340 29900 SH DEFINED 1 29900
CATO CORP NEW CL A 149205106 63 2806 SH DEFINED 1 2806
CBEYOND INC COM 149847105 21 2927 SH DEFINED 1 2927
CBL & ASSOC PPTYS INC COM 124830100 3473 305700 SH DEFINED 1 305700
CBS CORP NEW CL B 124857202 5831 286100 SH DEFINED 1 286100
CEC ENTMT INC COM 125137109 1238 43492 SH DEFINED 1 43492
CEDAR SHOPPING CTRS INC COM NEW 150602209 464 149114 SH DEFINED 1 149114
CELGENE CORP COM 151020104 46933 757963 SH DEFINED 1 757963
CENOVUS ENERGY INC COM 15135U109 2343 76300 SH DEFINED 1 76300
CENTENE CORP DEL COM 15135B101 289 10094 SH DEFINED 1 10094
CENTERPOINT ENERGY INC COM 15189T107 54003 2752469 SH DEFINED 1 2752469
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 32 4481 SH DEFINED 1 4481
CENTRAL VT PUB SVC CORP COM 155771108 45 1279 SH DEFINED 1 1279
CENTURY ALUM CO COM 156431108 48 5418 SH DEFINED 1 5418
CENTURYLINK INC COM 156700106 52648 1589602 SH DEFINED 1 1589602
CEPHALON INC COM 156708109 1210 14990 SH DEFINED 1 14990
CERADYNE INC COM 156710105 64 2371 SH DEFINED 1 2371
CERNER CORP COM 156782104 40671 593560 SH DEFINED 1 593560
CEVA INC COM 157210105 54 2229 SH DEFINED 1 2229
CF INDS HLDGS INC COM 125269100 5877 47633 SH DEFINED 1 47633
CH ENERGY GROUP INC COM 12541M102 77 1470 SH DEFINED 1 1470
CHARLES RIV LABS INTL INC COM 159864107 558 19500 SH DEFINED 1 19500
CHART INDS INC COM PAR $0.01 16115Q308 9823 232900 SH DEFINED 1 232900
CHECK POINT SOFTWARE TECH LT ORD M22465104 9233 175000 SH DEFINED 1 175000
CHECKPOINT SYS INC COM 162825103 52 3821 SH DEFINED 1 3821
CHEESECAKE FACTORY INC COM 163072101 529 21450 SH DEFINED 1 21450
CHEMED CORP NEW COM 16359R103 112 2040 SH DEFINED 1 2040
CHESAPEAKE ENERGY CORP COM 165167107 3273 128120 SH DEFINED 1 128120
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 2619 2750000 PRN DEFINED 1 2750000
CHESAPEAKE MIDSTREAM PARTNER UNIT 16524K108 29524 1100000 SH DEFINED 1 1100000
CHEVRON CORP NEW COM 166764100 141856 1532558 SH DEFINED 1 1532558
CHICOS FAS INC COM 168615102 23836 2085375 SH DEFINED 1 2085375
CHILDRENS PL RETAIL STORES I COM 168905107 112 2399 SH DEFINED 1 2399
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 7940 163000 SH DEFINED 1 163000
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 27073 282600 SH DEFINED 1 282600
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 1969 96501 SH DEFINED 1 96501
CHIPOTLE MEXICAN GRILL INC COM 169656105 1818 6000 SH DEFINED 1 6000
CHRISTOPHER & BANKS CORP COM 171046105 12 3411 SH DEFINED 1 3411
CHUBB CORP COM 171232101 29519 492073 SH DEFINED 1 492073
CHURCH & DWIGHT INC COM 171340102 15116 342000 SH DEFINED 1 342000
CIBER INC COM 17163B102 21 6864 SH DEFINED 1 6864
CIENA CORP COM NEW 171779309 412 36800 SH DEFINED 1 36800
CIENA CORP NOTE 0.875% 6/1 171779AE1 1095 1500000 PRN DEFINED 1 1500000
CIGNA CORP COM 125509109 2865 68301 SH DEFINED 1 68301
CIMAREX ENERGY CO COM 171798101 24283 435956 SH DEFINED 1 435956
CINCINNATI BELL INC NEW COM 171871106 59 18953 SH DEFINED 1 18953
CINCINNATI FINL CORP COM 172062101 833 31623 SH DEFINED 1 31623
CINTAS CORP COM 172908105 632 22461 SH DEFINED 1 22461
CIRCOR INTL INC COM 17273K109 1775 60444 SH DEFINED 1 60444
CIRRUS LOGIC INC COM 172755100 92 6213 SH DEFINED 1 6213
CISCO SYS INC COM 17275R102 36492 2355636 SH DEFINED 1 2355636
CITIGROUP INC COM NEW 172967424 22655 884337 SH DEFINED 1 884337
CITIGROUP INC UNIT 99/99/9999 172967416 8361 105000 SH DEFINED 1 105000
CITRIX SYS INC COM 177376100 35036 642516 SH DEFINED 1 642516
CITY HLDG CO COM 177835105 39 1437 SH DEFINED 1 1437
CITY NATL CORP COM 178566105 672 17800 SH DEFINED 1 17800
CLARCOR INC COM 179895107 199 4803 SH DEFINED 1 4803
CLEAN HARBORS INC COM 184496107 918 17900 SH DEFINED 1 17900
CLEARWATER PAPER CORP COM 18538R103 2875 84595 SH DEFINED 1 84595
CLECO CORP NEW COM 12561W105 4462 130700 SH DEFINED 1 130700
CLIFFS NATURAL RESOURCES INC COM 18683K101 7299 142651 SH DEFINED 1 142651
CLOROX CO DEL COM 189054109 26577 400673 SH DEFINED 1 400673
CLOUD PEAK ENERGY INC COM 18911Q102 1610 95000 SH DEFINED 1 95000
CME GROUP INC COM 12572Q105 4653 18885 SH DEFINED 1 18885
CMS ENERGY CORP COM 125896100 968 48916 SH DEFINED 1 48916
COACH INC COM 189754104 32744 631755 SH DEFINED 1 631755
COBALT INTL ENERGY INC COM 19075F106 104 13500 SH DEFINED 1 13500
COCA COLA CO COM 191216100 133903 1981987 SH DEFINED 1 1981987
COCA COLA ENTERPRISES INC NE COM 19122T109 1556 62539 SH DEFINED 1 62539
COGNEX CORP COM 192422103 1066 39308 SH DEFINED 1 39308
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 35463 565604 SH DEFINED 1 565604
COHU INC COM 192576106 23 2301 SH DEFINED 1 2301
COINSTAR INC COM 19259P300 117 2929 SH DEFINED 1 2929
COINSTAR INC NOTE 4.000% 9/0 19259PAF9 12363 9900000 PRN DEFINED 1 9900000
COLDWATER CREEK INC COM 193068103 7 5829 SH DEFINED 1 5829
COLGATE PALMOLIVE CO COM 194162103 8411 94850 SH DEFINED 1 94850
COLLECTIVE BRANDS INC COM 19421W100 299 23042 SH DEFINED 1 23042
COLONIAL PPTYS TR COM SH BEN INT 195872106 151 8309 SH DEFINED 1 8309
COLUMBIA BKG SYS INC COM 197236102 999 69763 SH DEFINED 1 69763
COMCAST CORP NEW CL A 20030N101 23189 1109348 SH DEFINED 1 1109348
COMERICA INC COM 200340107 2309 100520 SH DEFINED 1 100520
COMFORT SYS USA INC COM 199908104 1028 123599 SH DEFINED 1 123599
COMMERCE BANCSHARES INC COM 200525103 2115 60859 SH DEFINED 1 60859
COMMERCIAL METALS CO COM 201723103 417 43900 SH DEFINED 1 43900
COMMUNITY BK SYS INC COM 203607106 80 3507 SH DEFINED 1 3507
COMMUNITY HEALTH SYS INC NEW COM 203668108 589 35400 SH DEFINED 1 35400
COMMVAULT SYSTEMS INC COM 204166102 157 4242 SH DEFINED 1 4242
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 1086 35440 SH DEFINED 1 35440
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 344 43340 SH DEFINED 1 43340
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 721 19100 SH DEFINED 1 19100
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 1656 136000 SH DEFINED 1 136000
COMPASS MINERALS INTL INC COM 20451N101 835 12500 SH DEFINED 1 12500
COMPUTER PROGRAMS & SYS INC COM 205306103 70 1054 SH DEFINED 1 1054
COMPUTER SCIENCES CORP COM 205363104 2938 109440 SH DEFINED 1 109440
COMPUWARE CORP COM 205638109 324 42338 SH DEFINED 1 42338
COMSCORE INC COM 20564W105 51 3036 SH DEFINED 1 3036
COMSTOCK RES INC COM NEW 205768203 280 18100 SH DEFINED 1 18100
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 70 2481 SH DEFINED 1 2481
CONAGRA FOODS INC COM 205887102 3757 155124 SH DEFINED 1 155124
CONCUR TECHNOLOGIES INC COM 206708109 9448 253825 SH DEFINED 1 253825
CONMED CORP COM 207410101 63 2722 SH DEFINED 1 2722
CONOCOPHILLIPS COM 20825C104 64710 1021951 SH DEFINED 1 1021951
CONSOL ENERGY INC COM 20854P109 1493 44014 SH DEFINED 1 44014
CONSOLIDATED EDISON INC COM 209115104 12751 223616 SH DEFINED 1 223616
CONSOLIDATED GRAPHICS INC COM 209341106 33 897 SH DEFINED 1 897
CONSTELLATION BRANDS INC CL A 21036P108 635 35299 SH DEFINED 1 35299
CONSTELLATION ENERGY GROUP I COM 210371100 4414 115985 SH DEFINED 1 115985
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 68 1239 SH DEFINED 1 1239
CONVERGYS CORP COM 212485106 428 45600 SH DEFINED 1 45600
CON-WAY INC COM 205944101 467 21100 SH DEFINED 1 21100
COOPER COS INC COM NEW 216648402 1433 18100 SH DEFINED 1 18100
COOPER INDUSTRIES PLC SHS G24140108 9021 195600 SH DEFINED 1 195600
COPA HOLDINGS SA CL A P31076105 472 7706 SH DEFINED 1 7706
COPART INC COM 217204106 837 21386 SH DEFINED 1 21386
CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 17213 8500000 PRN DEFINED 1 8500000
CORELOGIC INC COM 21871D103 431 40400 SH DEFINED 1 40400
CORINTHIAN COLLEGES INC COM 218868107 13 8079 SH DEFINED 1 8079
CORN PRODS INTL INC COM 219023108 1146 29201 SH DEFINED 1 29201
CORNERSTONE ONDEMAND INC COM 21925Y103 2475 197400 SH DEFINED 1 197400
CORNING INC COM 219350105 5119 414158 SH DEFINED 1 414158
CORPORATE EXECUTIVE BRD CO COM 21988R102 390 13100 SH DEFINED 1 13100
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 592 27200 SH DEFINED 1 27200
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 32440 1429702 SH DEFINED 1 1429702
CORVEL CORP COM 221006109 26 616 SH DEFINED 1 616
COSTCO WHSL CORP NEW COM 22160K105 55177 671868 SH DEFINED 1 671868
COUSINS PPTYS INC COM 222795106 230 39376 SH DEFINED 1 39376
COVANCE INC COM 222816100 23748 522500 SH DEFINED 1 522500
COVENTRY HEALTH CARE INC COM 222862104 832 28882 SH DEFINED 1 28882
COVIDIEN PLC SHS G2554F113 9041 205000 SH DEFINED 1 205000
CRACKER BARREL OLD CTRY STOR COM 22410J106 88 2189 SH DEFINED 1 2189
CRANE CO COM 224399105 660 18500 SH DEFINED 1 18500
CREDICORP LTD COM G2519Y108 841 9121 SH DEFINED 1 9121
CREE INC COM 225447101 1143 44000 SH DEFINED 1 44000
CROCS INC COM 227046109 202 8524 SH DEFINED 1 8524
CROSS CTRY HEALTHCARE INC COM 227483104 12 2975 SH DEFINED 1 2975
CROSSTEX ENERGY L P COM 22765U102 16220 1000000 SH DEFINED 1 1000000
CROWN CASTLE INTL CORP COM 228227104 8118 199600 SH DEFINED 1 199600
CRYOLIFE INC COM 228903100 12 2678 SH DEFINED 1 2678
CSG SYS INTL INC COM 126349109 42 3296 SH DEFINED 1 3296
CSS INDS INC COM 125906107 1276 76500 SH DEFINED 1 76500
CSX CORP COM 126408103 3986 213507 SH DEFINED 1 213507
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 5337 165965 SH DEFINED 1 165965
CTS CORP COM 126501105 27 3280 SH DEFINED 1 3280
CUBIC CORP COM 229669106 59 1503 SH DEFINED 1 1503
CUBIST PHARMACEUTICALS INC COM 229678107 206 5822 SH DEFINED 1 5822
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 10920 8000000 PRN DEFINED 1 8000000
CULLEN FROST BANKERS INC COM 229899109 1495 32603 SH DEFINED 1 32603
CULP INC COM 230215105 669 79200 SH DEFINED 1 79200
CUMMINS INC COM 231021106 24365 298368 SH DEFINED 1 298368
CURTISS WRIGHT CORP COM 231561101 128 4441 SH DEFINED 1 4441
CVS CAREMARK CORPORATION COM 126650100 22959 683691 SH DEFINED 1 683691
CYBERONICS INC COM 23251P102 68 2399 SH DEFINED 1 2399
CYMER INC COM 232572107 2369 63710 SH DEFINED 1 63710
CYPRESS SEMICONDUCTOR CORP COM 232806109 978 65300 SH DEFINED 1 65300
CYTEC INDS INC COM 232820100 661 18800 SH DEFINED 1 18800
D R HORTON INC COM 23331A109 490 54189 SH DEFINED 1 54189
DAKTRONICS INC COM 234264109 30 3499 SH DEFINED 1 3499
DANAHER CORP DEL COM 235851102 38549 919157 SH DEFINED 1 919157
DARDEN RESTAURANTS INC COM 237194105 1127 26355 SH DEFINED 1 26355
DARLING INTL INC COM 237266101 140 11153 SH DEFINED 1 11153
DAVITA INC COM 23918K108 27124 432810 SH DEFINED 1 432810
DEALERTRACK HLDGS INC COM 242309102 62 3946 SH DEFINED 1 3946
DEAN FOODS CO NEW COM 242370104 315 35515 SH DEFINED 1 35515
DECKERS OUTDOOR CORP COM 243537107 5843 62650 SH DEFINED 1 62650
DEERE & CO COM 244199105 5212 80726 SH DEFINED 1 80726
DELL INC COM 24702R101 4364 308479 SH DEFINED 1 308479
DELPHI FINL GROUP INC CL A 247131105 113 5242 SH DEFINED 1 5242
DELTA AIR LINES INC DEL COM NEW 247361702 196 26141 SH DEFINED 1 26141
DELTIC TIMBER CORP COM 247850100 3302 55331 SH DEFINED 1 55331
DELUXE CORP COM 248019101 361 19400 SH DEFINED 1 19400
DENBURY RES INC COM NEW 247916208 11136 968327 SH DEFINED 1 968327
DENDREON CORP NOTE 2.875% 1/1 24823QAC1 9686 13500000 PRN DEFINED 1 13500000
DENTSPLY INTL INC NEW COM 249030107 842 27440 SH DEFINED 1 27440
DEVON ENERGY CORP NEW COM 25179M103 5142 92752 SH DEFINED 1 92752
DEVRY INC DEL COM 251893103 6596 178472 SH DEFINED 1 178472
DEX ONE CORP COM 25212W100 125 223846 SH DEFINED 1 223846
DEXCOM INC COM 252131107 16760 1396634 SH DEFINED 1 1396634
DG FASTCHANNEL INC COM 23326R109 44 2615 SH DEFINED 1 2615
DIAMOND FOODS INC COM 252603105 167 2098 SH DEFINED 1 2098
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4310 78729 SH DEFINED 1 78729
DIAMONDROCK HOSPITALITY CO COM 252784301 111 15949 SH DEFINED 1 15949
DICE HLDGS INC COM 253017107 5831 745697 SH DEFINED 1 745697
DICKS SPORTING GOODS INC COM 253393102 1225 36600 SH DEFINED 1 36600
DIEBOLD INC COM 253651103 671 24400 SH DEFINED 1 24400
DIGI INTL INC COM 253798102 27 2434 SH DEFINED 1 2434
DIGITAL RIV INC COM 25388B104 313 15100 SH DEFINED 1 15100
DIME CMNTY BANCSHARES COM 253922108 27 2668 SH DEFINED 1 2668
DINEEQUITY INC COM 254423106 59 1521 SH DEFINED 1 1521
DIODES INC COM 254543101 6583 367357 SH DEFINED 1 367357
DIRECTV COM CL A 25490A101 45491 1076447 SH DEFINED 1 1076447
DISCOVER FINL SVCS COM 254709108 2428 105862 SH DEFINED 1 105862
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 3793 100821 SH DEFINED 1 100821
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 9188 261400 SH DEFINED 1 261400
DISNEY WALT CO COM DISNEY 254687106 13570 449939 SH DEFINED 1 449939
DOLAN CO COM 25659P402 1311 145872 SH DEFINED 1 145872
DOLLAR TREE INC COM 256746108 37140 494350 SH DEFINED 1 494350
DOMINION RES INC VA NEW COM 25746U109 11754 231521 SH DEFINED 1 231521
DOMTAR CORP COM NEW 257559203 1036 15200 SH DEFINED 1 15200
DONALDSON INC COM 257651109 1573 28700 SH DEFINED 1 28700
DONNELLEY R R & SONS CO COM 257867101 530 37506 SH DEFINED 1 37506
DOVER CORP COM 260003108 73075 1568129 SH DEFINED 1 1568129
DOW CHEM CO COM 260543103 7778 346309 SH DEFINED 1 346309
DPL INC COM 233293109 1350 44800 SH DEFINED 1 44800
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2698 69583 SH DEFINED 1 69583
DREAMWORKS ANIMATION SKG INC CL A 26153C103 3600 198000 SH DEFINED 1 198000
DRESSER-RAND GROUP INC COM 261608103 1228 30300 SH DEFINED 1 30300
DREW INDS INC COM NEW 26168L205 2488 124510 SH DEFINED 1 124510
DRIL-QUIP INC COM 262037104 954 17700 SH DEFINED 1 17700
DSP GROUP INC COM 23332B106 13 2242 SH DEFINED 1 2242
DST SYS INC DEL COM 233326107 587 13400 SH DEFINED 1 13400
DTE ENERGY CO COM 233331107 44479 907372 SH DEFINED 1 907372
DTS INC COM 23335C101 41 1632 SH DEFINED 1 1632
DU PONT E I DE NEMOURS & CO COM 263534109 8728 218352 SH DEFINED 1 218352
DUKE ENERGY CORP NEW COM 26441C105 6845 342418 SH DEFINED 1 342418
DUKE REALTY CORP COM NEW 264411505 1009 96100 SH DEFINED 1 96100
DUN & BRADSTREET CORP DEL NE COM 26483E100 587 9581 SH DEFINED 1 9581
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 14029 712500 SH DEFINED 1 712500
DYCOM INDS INC COM 267475101 49 3191 SH DEFINED 1 3191
E M C CORP MASS COM 268648102 58670 2795142 SH DEFINED 1 2795142
E M C CORP MASS NOTE 1.750%12/0 268648AM4 12278 8700000 PRN DEFINED 1 8700000
E TRADE FINANCIAL CORP COM NEW 269246401 21178 2324652 SH DEFINED 1 2324652
EAGLE MATERIALS INC COM 26969P108 71 4279 SH DEFINED 1 4279
EAST WEST BANCORP INC COM 27579R104 6619 443900 SH DEFINED 1 443900
EASTGROUP PPTY INC COM 277276101 97 2556 SH DEFINED 1 2556
EASTMAN CHEM CO COM 277432100 934 13626 SH DEFINED 1 13626
EASTMAN KODAK CO COM 277461109 80 102200 SH DEFINED 1 102200
EATON CORP COM 278058102 2348 66132 SH DEFINED 1 66132
EATON VANCE CORP COM NON VTG 278265103 9916 445273 SH DEFINED 1 445273
EBAY INC COM 278642103 24364 826171 SH DEFINED 1 826171
EBIX INC COM NEW 278715206 45 3067 SH DEFINED 1 3067
ECOLAB INC COM 278865100 13850 283287 SH DEFINED 1 283287
EDISON INTL COM 281020107 4701 122906 SH DEFINED 1 122906
EDWARDS LIFESCIENCES CORP COM 28176E108 1554 21800 SH DEFINED 1 21800
EHEALTH INC COM 28238P109 28 2040 SH DEFINED 1 2040
EL PASO CORP COM 28336L109 2547 145723 SH DEFINED 1 145723
EL PASO ELEC CO COM NEW 283677854 3658 113985 SH DEFINED 1 113985
EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 40232 1134245 SH DEFINED 1 1134245
ELECTRO RENT CORP COM 285218103 2479 179500 SH DEFINED 1 179500
ELECTRO SCIENTIFIC INDS COM 285229100 995 83700 SH DEFINED 1 83700
ELECTRONIC ARTS INC COM 285512109 1327 64879 SH DEFINED 1 64879
ELLIS PERRY INTL INC COM 288853104 23 1231 SH DEFINED 1 1231
EMCOR GROUP INC COM 29084Q100 130 6375 SH DEFINED 1 6375
EMERGENT BIOSOLUTIONS INC COM 29089Q105 36 2357 SH DEFINED 1 2357
EMERSON ELEC CO COM 291011104 69314 1677887 SH DEFINED 1 1677887
EMPIRE DIST ELEC CO COM 291641108 1245 64254 SH DEFINED 1 64254
EMPLOYERS HOLDINGS INC COM 292218104 861 67507 SH DEFINED 1 67507
EMULEX CORP COM NEW 292475209 508 79387 SH DEFINED 1 79387
ENCANA CORP COM 292505104 6480 337300 SH DEFINED 1 337300
ENCORE CAP GROUP INC COM 292554102 31 1421 SH DEFINED 1 1421
ENCORE WIRE CORP COM 292562105 37 1820 SH DEFINED 1 1820
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1240 44300 SH DEFINED 1 44300
ENDOLOGIX INC COM 29266S106 11900 1185228 SH DEFINED 1 1185228
ENERGEN CORP COM 29265N108 1120 27400 SH DEFINED 1 27400
ENERGIZER HLDGS INC COM 29266R108 1734 26100 SH DEFINED 1 26100
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 37910 1090000 SH DEFINED 1 1090000
ENERSIS S A SPONSORED ADR 29274F104 405 23925 SH DEFINED 1 23925
ENI S P A SPONSORED ADR 26874R108 21327 607100 SH DEFINED 1 607100
ENPRO INDS INC COM 29355X107 59 1974 SH DEFINED 1 1974
ENSIGN GROUP INC COM 29358P101 36 1559 SH DEFINED 1 1559
ENTERGY CORP NEW COM 29364G103 5534 83487 SH DEFINED 1 83487
ENTERPRISE PRODS PARTNERS L COM 293792107 50188 1250000 SH DEFINED 1 1250000
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 173 4446 SH DEFINED 1 4446
ENTROPIC COMMUNICATIONS INC COM 29384R105 34 8238 SH DEFINED 1 8238
ENZO BIOCHEM INC COM 294100102 8 3199 SH DEFINED 1 3199
EOG RES INC COM 26875P101 4406 62043 SH DEFINED 1 62043
EPIQ SYS INC COM 26882D109 38 3028 SH DEFINED 1 3028
EQT CORP COM 26884L109 2261 42371 SH DEFINED 1 42371
EQUIFAX INC COM 294429105 732 23815 SH DEFINED 1 23815
EQUINIX INC COM NEW 29444U502 21615 243329 SH DEFINED 1 243329
EQUINIX INC NOTE 3.000%10/1 29444UAG1 42896 41000000 PRN DEFINED 1 41000000
EQUITY ONE COM 294752100 360 22700 SH DEFINED 1 22700
EQUITY RESIDENTIAL SH BEN INT 29476L107 2979 57441 SH DEFINED 1 57441
ERESEARCHTECHNOLOGY INC COM 29481V108 19 4175 SH DEFINED 1 4175
ESCO TECHNOLOGIES INC COM 296315104 65 2536 SH DEFINED 1 2536
ESSEX PPTY TR INC COM 297178105 1488 12400 SH DEFINED 1 12400
ESTERLINE TECHNOLOGIES CORP COM 297425100 601 11600 SH DEFINED 1 11600
ETHAN ALLEN INTERIORS INC COM 297602104 698 51269 SH DEFINED 1 51269
EV ENERGY PARTNERS LP COM UNITS 26926V107 5376 75000 SH DEFINED 1 75000
EXACT SCIENCES CORP COM 30063P105 11773 1775750 SH DEFINED 1 1775750
EXAR CORP COM 300645108 24 4264 SH DEFINED 1 4264
EXELIXIS INC COM 30161Q104 1178 215800 SH DEFINED 1 215800
EXELON CORP COM 30161N101 58881 1381847 SH DEFINED 1 1381847
EXPEDIA INC DEL COM 30212P105 981 38097 SH DEFINED 1 38097
EXPEDITORS INTL WASH INC COM 302130109 14491 357360 SH DEFINED 1 357360
EXPONENT INC COM 30214U102 54 1301 SH DEFINED 1 1301
EXPRESS SCRIPTS INC COM 302182100 43864 1183281 SH DEFINED 1 1183281
EXTERRAN HLDGS INC COM 30225X103 236 24302 SH DEFINED 1 24302
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 9075 10000000 PRN DEFINED 1 10000000
EXTRA SPACE STORAGE INC COM 30225T102 167 8982 SH DEFINED 1 8982
EXXON MOBIL CORP COM 30231G102 114619 1578117 SH DEFINED 1 1578117
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 4731 142400 SH DEFINED 1 142400
EZCORP INC CL A NON VTG 302301106 118 4140 SH DEFINED 1 4140
F M C CORP COM NEW 302491303 1047 15144 SH DEFINED 1 15144
F5 NETWORKS INC COM 315616102 12276 172781 SH DEFINED 1 172781
FACTSET RESH SYS INC COM 303075105 1548 17400 SH DEFINED 1 17400
FAIR ISAAC CORP COM 303250104 321 14700 SH DEFINED 1 14700
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 524 48500 SH DEFINED 1 48500
FAMILY DLR STORES INC COM 307000109 1207 23726 SH DEFINED 1 23726
FARO TECHNOLOGIES INC COM 311642102 50 1583 SH DEFINED 1 1583
FASTENAL CO COM 311900104 1907 57292 SH DEFINED 1 57292
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1970 23900 SH DEFINED 1 23900
FEDERAL SIGNAL CORP COM 313855108 26 5925 SH DEFINED 1 5925
FEDERATED INVS INC PA CL B 314211103 315 17968 SH DEFINED 1 17968
FEDEX CORP COM 31428X106 31852 470631 SH DEFINED 1 470631
FEI CO COM 30241L109 112 3731 SH DEFINED 1 3731
FIDELITY NATIONAL FINANCIAL CL A 31620R105 1289 84891 SH DEFINED 1 84891
FIDELITY NATL INFORMATION SV COM 31620M106 1195 49133 SH DEFINED 1 49133
FIFTH THIRD BANCORP COM 316773100 1802 178433 SH DEFINED 1 178433
FINANCIAL ENGINES INC COM 317485100 67 3700 SH DEFINED 1 3700
FINISAR CORP COM NEW 31787A507 9543 544050 SH DEFINED 1 544050
FINISH LINE INC CL A 317923100 102 5127 SH DEFINED 1 5127
FIRST AMERN FINL CORP COM 31847R102 512 40000 SH DEFINED 1 40000
FIRST BANCORP P R COM NEW 318672706 6 1999 SH DEFINED 1 1999
FIRST CASH FINL SVCS INC COM 31942D107 10769 256703 SH DEFINED 1 256703
FIRST COMWLTH FINL CORP PA COM 319829107 37 9996 SH DEFINED 1 9996
FIRST FINL BANCORP OH COM 320209109 77 5551 SH DEFINED 1 5551
FIRST FINL BANKSHARES COM 32020R109 78 2997 SH DEFINED 1 2997
FIRST HORIZON NATL CORP COM 320517105 304 51032 SH DEFINED 1 51032
FIRST MIDWEST BANCORP DEL COM 320867104 52 7096 SH DEFINED 1 7096
FIRST NIAGARA FINL GP INC COM 33582V108 1025 112010 SH DEFINED 1 112010
FIRST POTOMAC RLTY TR COM 33610F109 2008 161000 SH DEFINED 1 161000
FIRST SOLAR INC COM 336433107 742 11737 SH DEFINED 1 11737
FIRSTENERGY CORP COM 337932107 9276 206551 SH DEFINED 1 206551
FIRSTMERIT CORP COM 337915102 472 41510 SH DEFINED 1 41510
FISERV INC COM 337738108 1716 33793 SH DEFINED 1 33793
FLEXTRONICS INTL LTD ORD Y2573F102 9726 1727510 SH DEFINED 1 1727510
FLIR SYS INC COM 302445101 775 30946 SH DEFINED 1 30946
FLOWERS FOODS INC COM 343498101 837 43000 SH DEFINED 1 43000
FLOWSERVE CORP COM 34354P105 801 10830 SH DEFINED 1 10830
FLUIDIGM CORP DEL COM 34385P108 8426 604893 SH DEFINED 1 604893
FLUOR CORP NEW COM 343412102 1580 33934 SH DEFINED 1 33934
FMC TECHNOLOGIES INC COM 30249U101 9291 247090 SH DEFINED 1 247090
FNB CORP PA COM 302520101 104 12103 SH DEFINED 1 12103
FOOT LOCKER INC COM 344849104 1167 58100 SH DEFINED 1 58100
FORD MTR CO DEL COM PAR $0.01 345370860 14012 1449029 SH DEFINED 1 1449029
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 14806 11400000 PRN DEFINED 1 11400000
FOREST LABS INC COM 345838106 1661 53950 SH DEFINED 1 53950
FOREST OIL CORP COM PAR $0.01 346091705 1649 114500 SH DEFINED 1 114500
FORESTAR GROUP INC COM 346233109 37 3382 SH DEFINED 1 3382
FORRESTER RESH INC COM 346563109 46 1406 SH DEFINED 1 1406
FORWARD AIR CORP COM 349853101 6295 247362 SH DEFINED 1 247362
FOSSIL INC COM 349882100 1629 20100 SH DEFINED 1 20100
FOSTER WHEELER AG COM H27178104 12021 675700 SH DEFINED 1 675700
FRANCE TELECOM SPONSORED ADR 35177Q105 1658 101300 SH DEFINED 1 101300
FRANCO NEVADA CORP COM 351858105 1659 46000 SH DEFINED 1 46000
FRANKLIN ELEC INC COM 353514102 907 25000 SH DEFINED 1 25000
FRANKLIN RES INC COM 354613101 3354 35073 SH DEFINED 1 35073
FRANKLIN STREET PPTYS CORP COM 35471R106 76 6751 SH DEFINED 1 6751
FREDS INC CL A 356108100 1306 122473 SH DEFINED 1 122473
FREEPORT-MCMORAN COPPER & GO COM 35671D857 39390 1293581 SH DEFINED 1 1293581
FREESCALE SEMICONDUCTOR HLDG SHS OLD G3727Q101 6380 578400 SH DEFINED 1 578400
FRONTIER COMMUNICATIONS CORP COM 35906A108 1628 266433 SH DEFINED 1 266433
FTI CONSULTING INC COM 302941109 2319 63000 SH DEFINED 1 63000
FULLER H B CO COM 359694106 86 4703 SH DEFINED 1 4703
FULTON FINL CORP PA COM 360271100 581 75900 SH DEFINED 1 75900
G & K SVCS INC CL A 361268105 2181 85385 SH DEFINED 1 85385
GALLAGHER ARTHUR J & CO COM 363576109 6399 243300 SH DEFINED 1 243300
GAMESTOP CORP NEW CL A 36467W109 9196 398076 SH DEFINED 1 398076
GANNETT INC COM 364730101 4413 463044 SH DEFINED 1 463044
GAP INC DEL COM 364760108 1178 72560 SH DEFINED 1 72560
GARDNER DENVER INC COM 365558105 1265 19900 SH DEFINED 1 19900
GARTNER INC COM 366651107 1280 36700 SH DEFINED 1 36700
GATX CORP COM 361448103 549 17700 SH DEFINED 1 17700
GENCORP INC COM 368682100 25 5593 SH DEFINED 1 5593
GENERAL CABLE CORP DEL NEW COM 369300108 462 19800 SH DEFINED 1 19800
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 13500 15000000 PRN DEFINED 1 15000000
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 7320 8000000 PRN DEFINED 1 8000000
GENERAL COMMUNICATION INC CL A 369385109 28 3444 SH DEFINED 1 3444
GENERAL DYNAMICS CORP COM 369550108 4028 70804 SH DEFINED 1 70804
GENERAL ELECTRIC CO COM 369604103 49657 3259118 SH DEFINED 1 3259118
GENERAL MLS INC COM 370334104 5628 146266 SH DEFINED 1 146266
GENERAL MTRS CO *W EXP 07/10/201 37045V118 353 30292 SH DEFINED 1 30292
GENERAL MTRS CO *W EXP 07/10/201 37045V126 240 30292 SH DEFINED 1 30292
GENERAL MTRS CO COM 37045V100 1294 64122 SH DEFINED 1 64122
GENERAL MTRS CO JR PFD CNV SRB 37045V209 14214 405200 SH DEFINED 1 405200
GENESCO INC COM 371532102 20120 390454 SH DEFINED 1 390454
GENESEE & WYO INC CL A 371559105 5313 114200 SH DEFINED 1 114200
GEN-PROBE INC NEW COM 36866T103 1048 18300 SH DEFINED 1 18300
GENTEX CORP COM 371901109 1308 54400 SH DEFINED 1 54400
GENTIVA HEALTH SERVICES INC COM 37247A102 16 2916 SH DEFINED 1 2916
GENUINE PARTS CO COM 372460105 24927 490688 SH DEFINED 1 490688
GENWORTH FINL INC COM CL A 37247D106 545 94997 SH DEFINED 1 94997
GEO GROUP INC COM 36159R103 115 6199 SH DEFINED 1 6199
GEORESOURCES INC COM 372476101 34 1893 SH DEFINED 1 1893
GERDAU S A SPONSORED ADR 373737105 337 47230 SH DEFINED 1 47230
GETTY RLTY CORP NEW COM 374297109 37 2577 SH DEFINED 1 2577
GIBRALTAR INDS INC COM 374689107 1242 152898 SH DEFINED 1 152898
GILEAD SCIENCES INC COM 375558103 6324 162998 SH DEFINED 1 162998
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 10813 10000000 PRN DEFINED 1 10000000
GLACIER BANCORP INC NEW COM 37637Q105 1740 185752 SH DEFINED 1 185752
GLOBAL PMTS INC COM 37940X102 28655 709455 SH DEFINED 1 709455
GOLDCORP INC NEW COM 380956409 6077 133156 SH DEFINED 1 133156
GOLDMAN SACHS GROUP INC COM 38141G104 31783 336152 SH DEFINED 1 336152
GOODRICH CORP COM 382388106 2930 24281 SH DEFINED 1 24281
GOODRICH PETE CORP NOTE 3.250%12/0 382410AB4 503 500000 PRN DEFINED 1 500000
GOODYEAR TIRE & RUBR CO COM 382550101 478 47384 SH DEFINED 1 47384
GOOGLE INC CL A 38259P508 61040 118649 SH DEFINED 1 118649
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 1479 68781 SH DEFINED 1 68781
GRACO INC COM 384109104 789 23100 SH DEFINED 1 23100
GRAFTECH INTL LTD COM 384313102 8884 699554 SH DEFINED 1 699554
GRAINGER W W INC COM 384802104 1747 11681 SH DEFINED 1 11681
GRAND CANYON ED INC COM 38526M106 4455 275853 SH DEFINED 1 275853
GRANITE CONSTR INC COM 387328107 248 13200 SH DEFINED 1 13200
GREAT PLAINS ENERGY INC COM 391164100 2682 138954 SH DEFINED 1 138954
GREATBATCH INC COM 39153L106 45 2232 SH DEFINED 1 2232
GREEN MTN COFFEE ROASTERS IN COM 393122106 4545 48900 SH DEFINED 1 48900
GREENHILL & CO INC COM 395259104 317 11100 SH DEFINED 1 11100
GREIF INC CL A 397624107 502 11700 SH DEFINED 1 11700
GRIFFON CORP COM 398433102 37 4523 SH DEFINED 1 4523
GROUP 1 AUTOMOTIVE INC COM 398905109 80 2253 SH DEFINED 1 2253
GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 6825 7000000 PRN DEFINED 1 7000000
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 737 14820 SH DEFINED 1 14820
GT ADVANCED TECHNOLOGIES INC COM 36191U106 85 12060 SH DEFINED 1 12060
GUESS INC COM 401617105 724 25400 SH DEFINED 1 25400
GULF ISLAND FABRICATION INC COM 402307102 28 1368 SH DEFINED 1 1368
GULFPORT ENERGY CORP COM NEW 402635304 6163 254881 SH DEFINED 1 254881
HAEMONETICS CORP COM 405024100 144 2456 SH DEFINED 1 2456
HAIN CELESTIAL GROUP INC COM 405217100 128 4183 SH DEFINED 1 4183
HALLIBURTON CO COM 406216101 47424 1553852 SH DEFINED 1 1553852
HANCOCK HLDG CO COM 410120109 862 32200 SH DEFINED 1 32200
HANESBRANDS INC COM 410345102 923 36900 SH DEFINED 1 36900
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 60 3193 SH DEFINED 1 3193
HANMI FINL CORP COM 410495105 12 14412 SH DEFINED 1 14412
HANOVER INS GROUP INC COM 410867105 614 17300 SH DEFINED 1 17300
HANSEN NAT CORP COM 411310105 21872 250569 SH DEFINED 1 250569
HARLEY DAVIDSON INC COM 412822108 2789 81252 SH DEFINED 1 81252
HARMAN INTL INDS INC COM 413086109 387 13538 SH DEFINED 1 13538
HARMONIC INC COM 413160102 47 11025 SH DEFINED 1 11025
HARRIS CORP DEL COM 413875105 3667 107316 SH DEFINED 1 107316
HARSCO CORP COM 415864107 983 50700 SH DEFINED 1 50700
HARTE-HANKS INC COM 416196103 36 4188 SH DEFINED 1 4188
HARTFORD FINL SVCS GROUP INC COM 416515104 1395 86429 SH DEFINED 1 86429
HASBRO INC COM 418056107 795 24369 SH DEFINED 1 24369
HATTERAS FINL CORP COM 41902R103 1804 71700 SH DEFINED 1 71700
HAVERTY FURNITURE INC COM 419596101 1423 142419 SH DEFINED 1 142419
HAWAIIAN ELEC INDUSTRIES COM 419870100 884 36400 SH DEFINED 1 36400
HAWKINS INC COM 420261109 27 850 SH DEFINED 1 850
HAYNES INTERNATIONAL INC COM NEW 420877201 50 1151 SH DEFINED 1 1151
HCC INS HLDGS INC COM 404132102 2574 95173 SH DEFINED 1 95173
HCP INC COM 40414L109 56629 1615206 SH DEFINED 1 1615206
HDFC BANK LTD ADR REPS 3 SHS 40415F101 440 15090 SH DEFINED 1 15090
HEADWATERS INC COM 42210P102 8 5798 SH DEFINED 1 5798
HEALTH CARE REIT INC COM 42217K106 1610 34410 SH DEFINED 1 34410
HEALTH MGMT ASSOC INC NEW CL A 421933102 4674 675450 SH DEFINED 1 675450
HEALTH NET INC COM 42222G108 801 33800 SH DEFINED 1 33800
HEALTHCARE RLTY TR COM 421946104 125 7416 SH DEFINED 1 7416
HEALTHCARE SVCS GRP INC COM 421906108 102 6330 SH DEFINED 1 6330
HEALTHSPRING INC COM 42224N101 236 6470 SH DEFINED 1 6470
HEALTHWAYS INC COM 422245100 32 3211 SH DEFINED 1 3211
HEARTLAND EXPRESS INC COM 422347104 263 19403 SH DEFINED 1 19403
HEARTLAND PMT SYS INC COM 42235N108 74 3737 SH DEFINED 1 3737
HECKMANN CORP COM 422680108 5941 1123150 SH DEFINED 1 1123150
HEIDRICK & STRUGGLES INTL IN COM 422819102 28 1700 SH DEFINED 1 1700
HEINZ H J CO COM 423074103 3314 65655 SH DEFINED 1 65655
HELEN OF TROY CORP LTD COM G4388N106 74 2944 SH DEFINED 1 2944
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 528 40300 SH DEFINED 1 40300
HELMERICH & PAYNE INC COM 423452101 1156 28466 SH DEFINED 1 28466
HENRY JACK & ASSOC INC COM 426281101 1035 35700 SH DEFINED 1 35700
HERCULES OFFSHORE INC COM 427093109 418 143100 SH DEFINED 1 143100
HERCULES TECH GROWTH CAP INC COM 427096508 1542 181000 SH DEFINED 1 181000
HERITAGE CRYSTAL CLEAN INC COM 42726M106 722 39775 SH DEFINED 1 39775
HERSHEY CO COM 427866108 3807 64260 SH DEFINED 1 64260
HESS CORP COM 42809H107 3075 58621 SH DEFINED 1 58621
HEWLETT PACKARD CO COM 428236103 15340 683276 SH DEFINED 1 683276
HIBBETT SPORTS INC COM 428567101 87 2556 SH DEFINED 1 2556
HIGHER ONE HLDGS INC COM 42983D104 18053 1109605 SH DEFINED 1 1109605
HIGHWOODS PPTYS INC COM 431284108 777 27500 SH DEFINED 1 27500
HILL ROM HLDGS INC COM 431475102 720 24000 SH DEFINED 1 24000
HILLENBRAND INC COM 431571108 110 5975 SH DEFINED 1 5975
HI-TECH PHARMACAL INC COM 42840B101 33 971 SH DEFINED 1 971
HITTITE MICROWAVE CORP COM 43365Y104 129 2659 SH DEFINED 1 2659
HMS HLDGS CORP COM 40425J101 197 8074 SH DEFINED 1 8074
HNI CORP COM 404251100 325 17000 SH DEFINED 1 17000
HOLLYFRONTIER CORP COM 436106108 2092 79780 SH DEFINED 1 79780
HOLOGIC INC COM 436440101 1876 123309 SH DEFINED 1 123309
HOLOGIC INC FRNT 2.000%12/1 436440AB7 23570 22800000 PRN DEFINED 1 22800000
HOME BANCSHARES INC COM 436893200 2490 117346 SH DEFINED 1 117346
HOME DEPOT INC COM 437076102 48260 1468196 SH DEFINED 1 1468196
HOME PROPERTIES INC COM 437306103 999 17600 SH DEFINED 1 17600
HONEYWELL INTL INC COM 438516106 44397 1011102 SH DEFINED 1 1011102
HORACE MANN EDUCATORS CORP N COM 440327104 43 3804 SH DEFINED 1 3804
HORMEL FOODS CORP COM 440452100 728 26925 SH DEFINED 1 26925
HORNBECK OFFSHORE SVCS INC N COM 440543106 56 2257 SH DEFINED 1 2257
HOSPIRA INC COM 441060100 1189 32125 SH DEFINED 1 32125
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 996 46900 SH DEFINED 1 46900
HOST HOTELS & RESORTS INC COM 44107P104 1996 182436 SH DEFINED 1 182436
HOT TOPIC INC COM 441339108 33 4279 SH DEFINED 1 4279
HSN INC COM 404303109 126 3810 SH DEFINED 1 3810
HUB GROUP INC CL A 443320106 11216 396762 SH DEFINED 1 396762
HUBBELL INC CL B 443510201 2010 40571 SH DEFINED 1 40571
HUDSON CITY BANCORP COM 443683107 1748 308765 SH DEFINED 1 308765
HUMANA INC COM 444859102 2813 38683 SH DEFINED 1 38683
HUNT J B TRANS SVCS INC COM 445658107 1271 35200 SH DEFINED 1 35200
HUNTINGTON BANCSHARES INC COM 446150104 804 167586 SH DEFINED 1 167586
HUNTINGTON INGALLS INDS INC COM 446413106 789 32438 SH DEFINED 1 32438
HURON CONSULTING GROUP INC COM 447462102 9996 321097 SH DEFINED 1 321097
ICAHN ENTERPRISES LP/CORP FRNT 8/1 451102AB3 929 1000000 PRN DEFINED 1 1000000
ICICI BK LTD ADR 45104G104 2773 79880 SH DEFINED 1 79880
ICONIX BRAND GROUP INC COM 451055107 110 6974 SH DEFINED 1 6974
ICU MED INC COM 44930G107 43 1171 SH DEFINED 1 1171
IDACORP INC COM 451107106 1353 35800 SH DEFINED 1 35800
IDEX CORP COM 45167R104 3888 124780 SH DEFINED 1 124780
IDEXX LABS INC COM 45168D104 22060 319852 SH DEFINED 1 319852
IGATE CORP COM 45169U105 33 2857 SH DEFINED 1 2857
II VI INC COM 902104108 91 5197 SH DEFINED 1 5197
ILLINOIS TOOL WKS INC COM 452308109 23050 554091 SH DEFINED 1 554091
ILLUMINA INC COM 452327109 17311 423050 SH DEFINED 1 423050
IMPAX LABORATORIES INC COM 45256B101 3184 177750 SH DEFINED 1 177750
INDEPENDENT BANK CORP MASS COM 453836108 44 2045 SH DEFINED 1 2045
INFINITY PPTY & CAS CORP COM 45665Q103 61 1164 SH DEFINED 1 1164
INFORMATICA CORP COM 45666Q102 10717 261700 SH DEFINED 1 261700
INFOSPACE INC COM PAR $.0001 45678T300 30 3635 SH DEFINED 1 3635
INFOSYS LTD SPONSORED ADR 456788108 1972 38623 SH DEFINED 1 38623
INGERSOLL-RAND PLC SHS G47791101 2438 86800 SH DEFINED 1 86800
INGRAM MICRO INC CL A 457153104 965 59800 SH DEFINED 1 59800
INLAND REAL ESTATE CORP COM NEW 457461200 54 7366 SH DEFINED 1 7366
INNOSPEC INC COM 45768S105 3438 142000 SH DEFINED 1 142000
INSIGHT ENTERPRISES INC COM 45765U103 65 4316 SH DEFINED 1 4316
INSITUFORM TECHNOLOGIES INC CL A 457667103 1665 143762 SH DEFINED 1 143762
INSPERITY INC COM 45778Q107 49 2194 SH DEFINED 1 2194
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 69 1940 SH DEFINED 1 1940
INTEGRATED DEVICE TECHNOLOGY COM 458118106 286 55530 SH DEFINED 1 55530
INTEGRYS ENERGY GROUP INC COM 45822P105 737 15154 SH DEFINED 1 15154
INTEL CORP COM 458140100 62606 2934687 SH DEFINED 1 2934687
INTEL CORP SDCV 2.950%12/1 458140AD2 5272 5200000 PRN DEFINED 1 5200000
INTER PARFUMS INC COM 458334109 24 1542 SH DEFINED 1 1542
INTERACTIVE BROKERS GROUP IN COM 45841N107 51 3690 SH DEFINED 1 3690
INTERACTIVE INTELLIGENCE GRO COM 45841V109 37 1363 SH DEFINED 1 1363
INTERCONTINENTALEXCHANGE INC COM 45865V100 23227 196409 SH DEFINED 1 196409
INTERFACE INC CL A 458665106 65 5490 SH DEFINED 1 5490
INTERMEC INC COM 458786100 32 4879 SH DEFINED 1 4879
INTERNATIONAL BANCSHARES COR COM 459044103 266 20200 SH DEFINED 1 20200
INTERNATIONAL BUSINESS MACHS COM 459200101 133632 763751 SH DEFINED 1 763751
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2460 43752 SH DEFINED 1 43752
INTERNATIONAL GAME TECHNOLOG COM 459902102 842 57920 SH DEFINED 1 57920
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 9615 8361000 PRN DEFINED 1 8361000
INTERNATIONAL RECTIFIER CORP COM 460254105 495 26600 SH DEFINED 1 26600
INTERNATIONAL SPEEDWAY CORP CL A 460335201 627 27463 SH DEFINED 1 27463
INTERPUBLIC GROUP COS INC COM 460690100 4305 597857 SH DEFINED 1 597857
INTERPUBLIC GROUP COS INC NOTE 4.750% 3/1 460690BE9 12750 12000000 PRN DEFINED 1 12000000
INTERSIL CORP CL A 46069S109 492 47800 SH DEFINED 1 47800
INTERVAL LEISURE GROUP INC COM 46113M108 52 3897 SH DEFINED 1 3897
INTERXION HOLDING N.V SHS N47279109 663 56100 SH DEFINED 1 56100
INTEVAC INC COM 461148108 15 2180 SH DEFINED 1 2180
INTL PAPER CO COM 460146103 5067 217956 SH DEFINED 1 217956
INTREPID POTASH INC COM 46121Y102 497 20000 SH DEFINED 1 20000
INTUIT COM 461202103 2713 57185 SH DEFINED 1 57185
INTUITIVE SURGICAL INC COM NEW 46120E602 44786 122943 SH DEFINED 1 122943
INVACARE CORP COM 461203101 70 3045 SH DEFINED 1 3045
INVESCO LTD SHS G491BT108 11449 738194 SH DEFINED 1 738194
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 38 3907 SH DEFINED 1 3907
ION GEOPHYSICAL CORP COM 462044108 57 12121 SH DEFINED 1 12121
IPC THE HOSPITALIST CO INC COM 44984A105 6341 177680 SH DEFINED 1 177680
IROBOT CORP COM 462726100 64 2559 SH DEFINED 1 2559
IRON MTN INC COM 462846106 7546 238650 SH DEFINED 1 238650
ISHARES INC MSCI JAPAN 464286848 12298 1300000 SH DEFINED 1 1300000
ISHARES TR HIGH YLD CORP 464288513 49648 599738 SH DEFINED 1 599738
ISHARES TR IBOXX INV CPBD 464287242 14704 130923 SH DEFINED 1 130923
ISHARES TR MSCI EAFE INDEX 464287465 312216 6534730 SH DEFINED 1 6534730
ISHARES TR RUSL 2000 GROW 464287648 1573 21410 SH DEFINED 1 21410
ISHARES TR RUSL 2000 VALU 464287630 2230 39100 SH DEFINED 1 39100
ISHARES TR RUSSELL 2000 464287655 47119 732800 SH DEFINED 1 732800
ISHARES TR RUSSELL MCP GR 464287481 3411 68710 SH DEFINED 1 68710
ISHARES TR RUSSELL1000GRW 464287614 92844 1765750 SH DEFINED 1 1765750
ISHARES TR S&P SMLCAP 600 464287804 814 13916 SH DEFINED 1 13916
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3312 213428 SH DEFINED 1 213428
ITRON INC COM 465741106 457 15500 SH DEFINED 1 15500
ITT CORP NEW COM 450911102 4421 105261 SH DEFINED 1 105261
ITT EDUCATIONAL SERVICES INC COM 45068B109 443 7700 SH DEFINED 1 7700
IVANHOE MINES LTD COM 46579N103 8340 608750 SH DEFINED 1 608750
IXIA COM 45071R109 1511 197000 SH DEFINED 1 197000
J & J SNACK FOODS CORP COM 466032109 66 1370 SH DEFINED 1 1370
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 119 4409 SH DEFINED 1 4409
JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 3350 5000000 PRN DEFINED 1 5000000
JABIL CIRCUIT INC COM 466313103 8997 505733 SH DEFINED 1 505733
JACK IN THE BOX INC COM 466367109 21260 1067267 SH DEFINED 1 1067267
JACOBS ENGR GROUP INC DEL COM 469814107 1086 33626 SH DEFINED 1 33626
JAKKS PAC INC COM 47012E106 49 2592 SH DEFINED 1 2592
JANUS CAP GROUP INC COM 47102X105 216 36016 SH DEFINED 1 36016
JDA SOFTWARE GROUP INC COM 46612K108 95 4053 SH DEFINED 1 4053
JDS UNIPHASE CORP COM PAR $0.001 46612J507 439 44048 SH DEFINED 1 44048
JEFFERIES GROUP INC NEW COM 472319102 696 56100 SH DEFINED 1 56100
JETBLUE AIRWAYS CORP COM 477143101 318 77525 SH DEFINED 1 77525
JMP GROUP INC COM 46629U107 528 90800 SH DEFINED 1 90800
JOHN BEAN TECHNOLOGIES CORP COM 477839104 39 2729 SH DEFINED 1 2729
JOHNSON & JOHNSON COM 478160104 82770 1299404 SH DEFINED 1 1299404
JOHNSON CTLS INC COM 478366107 14041 532463 SH DEFINED 1 532463
JONES LANG LASALLE INC COM 48020Q107 855 16500 SH DEFINED 1 16500
JOS A BANK CLOTHIERS INC COM 480838101 124 2652 SH DEFINED 1 2652
JOY GLOBAL INC COM 481165108 21266 340914 SH DEFINED 1 340914
JPMORGAN CHASE & CO COM 46625H100 65721 2181972 SH DEFINED 1 2181972
JUNIPER NETWORKS INC COM 48203R104 7687 445379 SH DEFINED 1 445379
KAISER ALUMINUM CORP COM PAR $0.01 483007704 67 1507 SH DEFINED 1 1507
KAMAN CORP COM 483548103 1852 66511 SH DEFINED 1 66511
KANSAS CITY SOUTHERN COM NEW 485170302 6889 137900 SH DEFINED 1 137900
KAPSTONE PAPER & PACKAGING C COM 48562P103 52 3708 SH DEFINED 1 3708
KAYDON CORP COM 486587108 1524 53130 SH DEFINED 1 53130
KB HOME COM 48666K109 161 27400 SH DEFINED 1 27400
KBR INC COM 48242W106 1354 57300 SH DEFINED 1 57300
KELLOGG CO COM 487836108 3644 68515 SH DEFINED 1 68515
KELLY SVCS INC CL A 488152208 31 2701 SH DEFINED 1 2701
KEMPER CORP DEL COM 488401100 458 19100 SH DEFINED 1 19100
KENNAMETAL INC COM 489170100 1012 30900 SH DEFINED 1 30900
KENSEY NASH CORP COM 490057106 18 731 SH DEFINED 1 731
KEYCORP NEW COM 493267108 1279 215606 SH DEFINED 1 215606
KEYW HLDG CORP COM 493723100 3962 557224 SH DEFINED 1 557224
KID BRANDS INC COM 49375T100 4 1609 SH DEFINED 1 1609
KILROY RLTY CORP COM 49427F108 3511 112171 SH DEFINED 1 112171
KIMBERLY CLARK CORP COM 494368103 52636 741244 SH DEFINED 1 741244
KIMCO RLTY CORP COM 49446R109 1187 78959 SH DEFINED 1 78959
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 25123 367400 SH DEFINED 1 367400
KINDRED HEALTHCARE INC COM 494580103 171 19800 SH DEFINED 1 19800
KINETIC CONCEPTS INC COM NEW 49460W208 1562 23700 SH DEFINED 1 23700
KIRBY CORP COM 497266106 7022 133400 SH DEFINED 1 133400
KIRKLANDS INC COM 497498105 15 1619 SH DEFINED 1 1619
KITE RLTY GROUP TR COM 49803T102 22 6059 SH DEFINED 1 6059
KLA-TENCOR CORP COM 482480100 7640 199593 SH DEFINED 1 199593
KNIGHT TRANSN INC COM 499064103 76 5673 SH DEFINED 1 5673
KNOLL INC COM NEW 498904200 5612 409657 SH DEFINED 1 409657
KOHLBERG CAPITAL CORP COM 500233101 959 164000 SH DEFINED 1 164000
KOHLS CORP COM 500255104 11726 238816 SH DEFINED 1 238816
KOPIN CORP COM 500600101 22 6407 SH DEFINED 1 6407
KOPPERS HOLDINGS INC COM 50060P106 50 1963 SH DEFINED 1 1963
KORN FERRY INTL COM NEW 500643200 218 17900 SH DEFINED 1 17900
KRAFT FOODS INC CL A 50075N104 17986 535631 SH DEFINED 1 535631
KRATON PERFORMANCE POLYMERS COM 50077C106 49 3055 SH DEFINED 1 3055
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 548 81500 SH DEFINED 1 81500
KROGER CO COM 501044101 2962 134869 SH DEFINED 1 134869
KRONOS WORLDWIDE INC COM 50105F105 9210 572778 SH DEFINED 1 572778
K-SWISS INC CL A 482686102 11 2609 SH DEFINED 1 2609
KULICKE & SOFFA INDS INC COM 501242101 52 6927 SH DEFINED 1 6927
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1293 20861 SH DEFINED 1 20861
LA Z BOY INC COM 505336107 37 4960 SH DEFINED 1 4960
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1549 19597 SH DEFINED 1 19597
LACLEDE GROUP INC COM 505597104 83 2137 SH DEFINED 1 2137
LAM RESEARCH CORP COM 512807108 1785 47000 SH DEFINED 1 47000
LAMAR ADVERTISING CO CL A 512815101 378 22200 SH DEFINED 1 22200
LANCASTER COLONY CORP COM 513847103 464 7600 SH DEFINED 1 7600
LANDAUER INC COM 51476K103 1620 32698 SH DEFINED 1 32698
LANDSTAR SYS INC COM 515098101 7105 179600 SH DEFINED 1 179600
LAS VEGAS SANDS CORP COM 517834107 22113 576750 SH DEFINED 1 576750
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2671 139107 SH DEFINED 1 139107
LAUDER ESTEE COS INC CL A 518439104 24989 284488 SH DEFINED 1 284488
LAWSON PRODS INC COM 520776105 5 359 SH DEFINED 1 359
LAZARD LTD SHS A G54050102 6336 300300 SH DEFINED 1 300300
LCA-VISION INC COM PAR $.001 501803308 4 1795 SH DEFINED 1 1795
LEGG MASON INC COM 524901105 2669 103825 SH DEFINED 1 103825
LEGGETT & PLATT INC COM 524660107 4976 251419 SH DEFINED 1 251419
LENDER PROCESSING SVCS INC COM 52602E102 439 32100 SH DEFINED 1 32100
LENNAR CORP CL A 526057104 421 31115 SH DEFINED 1 31115
LENNOX INTL INC COM 526107107 521 20200 SH DEFINED 1 20200
LEUCADIA NATL CORP COM 527288104 873 38472 SH DEFINED 1 38472
LEXINGTON REALTY TRUST COM 529043101 86 13087 SH DEFINED 1 13087
LEXMARK INTL NEW CL A 529771107 415 15357 SH DEFINED 1 15357
LHC GROUP INC COM 50187A107 26 1504 SH DEFINED 1 1504
LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 29528 27500000 PRN DEFINED 1 27500000
LIBERTY PPTY TR SH BEN INT 531172104 1278 43900 SH DEFINED 1 43900
LIFE TECHNOLOGIES CORP COM 53217V109 1346 35014 SH DEFINED 1 35014
LIFE TIME FITNESS INC COM 53217R207 593 16100 SH DEFINED 1 16100
LIFEPOINT HOSPITALS INC COM 53219L109 2333 63671 SH DEFINED 1 63671
LILLY ELI & CO COM 532457108 7583 205125 SH DEFINED 1 205125
LIMITED BRANDS INC COM 532716107 45318 1176790 SH DEFINED 1 1176790
LINCARE HLDGS INC COM 532791100 798 35450 SH DEFINED 1 35450
LINCOLN EDL SVCS CORP COM 533535100 17 2155 SH DEFINED 1 2155
LINCOLN ELEC HLDGS INC COM 533900106 928 32000 SH DEFINED 1 32000
LINCOLN NATL CORP IND COM 534187109 2013 128812 SH DEFINED 1 128812
LINDSAY CORP COM 535555106 64 1198 SH DEFINED 1 1198
LINEAR TECHNOLOGY CORP COM 535678106 1222 44200 SH DEFINED 1 44200
LINN ENERGY LLC UNIT LTD LIAB 536020100 12372 346940 SH DEFINED 1 346940
LIQUIDITY SERVICES INC COM 53635B107 61 1914 SH DEFINED 1 1914
LITHIA MTRS INC CL A 536797103 30 2097 SH DEFINED 1 2097
LITTELFUSE INC COM 537008104 2738 68092 SH DEFINED 1 68092
LIVE NATION ENTERTAINMENT IN COM 538034109 113 14058 SH DEFINED 1 14058
LIVE NATION ENTERTAINMENT IN NOTE 2.875% 7/1 538034AB5 8437 9400000 PRN DEFINED 1 9400000
LIVEPERSON INC COM 538146101 45 4498 SH DEFINED 1 4498
LIZ CLAIBORNE INC COM 539320101 45 9014 SH DEFINED 1 9014
LKQ CORP COM 501889208 20132 833290 SH DEFINED 1 833290
LOCKHEED MARTIN CORP COM 539830109 28882 397607 SH DEFINED 1 397607
LOEWS CORP COM 540424108 2641 76447 SH DEFINED 1 76447
LOGMEIN INC COM 54142L109 67 2006 SH DEFINED 1 2006
LO-JACK CORP COM 539451104 6 1758 SH DEFINED 1 1758
LORILLARD INC COM 544147101 2086 18846 SH DEFINED 1 18846
LOUISIANA PAC CORP COM 546347105 256 50200 SH DEFINED 1 50200
LOWES COS INC COM 548661107 47703 2466558 SH DEFINED 1 2466558
LSB INDS INC COM 502160104 50 1760 SH DEFINED 1 1760
LSI CORPORATION COM 502161102 589 113709 SH DEFINED 1 113709
LTC PPTYS INC COM 502175102 73 2891 SH DEFINED 1 2891
LUCENT TECHNOLOGIES INC DBCV 2.875% 6/1 549463AH0 462 500000 PRN DEFINED 1 500000
LUFKIN INDS INC COM 549764108 154 2903 SH DEFINED 1 2903
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 40 2645 SH DEFINED 1 2645
LYDALL INC DEL COM 550819106 15 1634 SH DEFINED 1 1634
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 11037 451775 SH DEFINED 1 451775
M & T BK CORP COM 55261F104 1682 24069 SH DEFINED 1 24069
M D C HLDGS INC COM 552676108 242 14300 SH DEFINED 1 14300
M/I HOMES INC COM 55305B101 426 70883 SH DEFINED 1 70883
MACERICH CO COM 554382101 2135 50088 SH DEFINED 1 50088
MACK CALI RLTY CORP COM 554489104 885 33100 SH DEFINED 1 33100
MACYS INC COM 55616P104 11233 426783 SH DEFINED 1 426783
MADDEN STEVEN LTD COM 556269108 109 3628 SH DEFINED 1 3628
MADISON SQUARE GARDEN CO CL A 55826P100 644 28250 SH DEFINED 1 28250
MAGELLAN HEALTH SVCS INC COM NEW 559079207 140 2908 SH DEFINED 1 2908
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 39260 650000 SH DEFINED 1 650000
MAIDENFORM BRANDS INC COM 560305104 52 2239 SH DEFINED 1 2239
MANHATTAN ASSOCS INC COM 562750109 67 2016 SH DEFINED 1 2016
MANPOWERGROUP INC COM 56418H100 1046 31100 SH DEFINED 1 31100
MANTECH INTL CORP CL A 564563104 273 8700 SH DEFINED 1 8700
MAP PHARMACEUTICALS INC COM 56509R108 1984 135700 SH DEFINED 1 135700
MARATHON OIL CORP COM 565849106 2985 138338 SH DEFINED 1 138338
MARATHON PETE CORP COM 56585A102 1870 69119 SH DEFINED 1 69119
MARCUS CORP COM 566330106 19 1929 SH DEFINED 1 1929
MARINEMAX INC COM 567908108 830 128218 SH DEFINED 1 128218
MARKEL CORP COM 570535104 2071 5800 SH DEFINED 1 5800
MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 5206 184950 SH DEFINED 1 184950
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 18380 400000 SH DEFINED 1 400000
MARRIOTT INTL INC NEW CL A 571903202 8775 322147 SH DEFINED 1 322147
MARSH & MCLENNAN COS INC COM 571748102 7187 270777 SH DEFINED 1 270777
MARTIN MARIETTA MATLS INC COM 573284106 1479 23400 SH DEFINED 1 23400
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 337 23200 SH DEFINED 1 23200
MASCO CORP COM 574599106 1296 182058 SH DEFINED 1 182058
MASIMO CORP COM 574795100 494 22800 SH DEFINED 1 22800
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 12288 13865000 PRN DEFINED 1 13865000
MASTEC INC NOTE 4.250%12/1 576323AM1 12649 9250000 PRN DEFINED 1 9250000
MASTERCARD INC CL A 57636Q104 28164 88802 SH DEFINED 1 88802
MATERION CORP COM 576690101 44 1947 SH DEFINED 1 1947
MATRIX SVC CO COM 576853105 21 2525 SH DEFINED 1 2525
MATTEL INC COM 577081102 4166 160900 SH DEFINED 1 160900
MATTHEWS INTL CORP CL A 577128101 3461 112500 SH DEFINED 1 112500
MAXIM INTEGRATED PRODS INC COM 57772K101 11765 504300 SH DEFINED 1 504300
MAXIMUS INC COM 577933104 115 3289 SH DEFINED 1 3289
MCCORMICK & CO INC COM NON VTG 579780206 2322 50307 SH DEFINED 1 50307
MCDONALDS CORP COM 580135101 74833 852115 SH DEFINED 1 852115
MCGRATH RENTCORP COM 580589109 3704 155700 SH DEFINED 1 155700
MCGRAW HILL COS INC COM 580645109 14538 354597 SH DEFINED 1 354597
MCKESSON CORP COM 58155Q103 3507 48243 SH DEFINED 1 48243
MDU RES GROUP INC COM 552690109 1376 71700 SH DEFINED 1 71700
MEAD JOHNSON NUTRITION CO COM 582839106 47574 691178 SH DEFINED 1 691178
MEADOWBROOK INS GROUP INC COM 58319P108 727 81538 SH DEFINED 1 81538
MEADWESTVACO CORP COM 583334107 2155 87739 SH DEFINED 1 87739
MEDCATH CORP COM 58404W109 27 1947 SH DEFINED 1 1947
MEDCO HEALTH SOLUTIONS INC COM 58405U102 17046 363541 SH DEFINED 1 363541
MEDICAL PPTYS TRUST INC COM 58463J304 95 10644 SH DEFINED 1 10644
MEDICINES CO COM 584688105 77 5146 SH DEFINED 1 5146
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 879 24100 SH DEFINED 1 24100
MEDIFAST INC COM 58470H101 21 1310 SH DEFINED 1 1310
MEDNAX INC COM 58502B106 1159 18500 SH DEFINED 1 18500
MEDTRONIC INC COM 585055106 7432 223588 SH DEFINED 1 223588
MEMC ELECTR MATLS INC COM 552715104 234 44650 SH DEFINED 1 44650
MENS WEARHOUSE INC COM 587118100 16174 620178 SH DEFINED 1 620178
MENTOR GRAPHICS CORP COM 587200106 342 35500 SH DEFINED 1 35500
MERCK & CO INC NEW COM 58933Y105 68787 2103363 SH DEFINED 1 2103363
MERCURY COMPUTER SYS COM 589378108 33 2890 SH DEFINED 1 2890
MERCURY GENL CORP NEW COM 589400100 1062 27700 SH DEFINED 1 27700
MEREDITH CORP COM 589433101 321 14200 SH DEFINED 1 14200
MERIDIAN BIOSCIENCE INC COM 589584101 62 3911 SH DEFINED 1 3911
MERIT MED SYS INC COM 589889104 52 3993 SH DEFINED 1 3993
MERITAGE HOMES CORP COM 59001A102 1743 115156 SH DEFINED 1 115156
METHODE ELECTRS INC COM 591520200 570 76727 SH DEFINED 1 76727
METLIFE INC COM 59156R108 21062 751937 SH DEFINED 1 751937
METLIFE INC UNIT 99/99/9999 59156R116 20927 370000 SH DEFINED 1 370000
METROPCS COMMUNICATIONS INC COM 591708102 481 55197 SH DEFINED 1 55197
METTLER TOLEDO INTERNATIONAL COM 592688105 33762 241225 SH DEFINED 1 241225
MF GLOBAL HLDGS LTD COM 55277J108 1511 365966 SH DEFINED 1 365966
MFA FINANCIAL INC COM 55272X102 2183 310945 SH DEFINED 1 310945
MGM RESORTS INTERNATIONAL COM 552953101 4803 517014 SH DEFINED 1 517014
MICREL INC COM 594793101 45 4799 SH DEFINED 1 4799
MICROCHIP TECHNOLOGY INC COM 595017104 68619 2205692 SH DEFINED 1 2205692
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 12691 11000000 PRN DEFINED 1 11000000
MICRON TECHNOLOGY INC COM 595112103 939 186366 SH DEFINED 1 186366
MICRON TECHNOLOGY INC NOTE 4.250%10/1 595112AJ2 3355 2700000 PRN DEFINED 1 2700000
MICROS SYS INC COM 594901100 1348 30700 SH DEFINED 1 30700
MICROSEMI CORP COM 595137100 7718 482976 SH DEFINED 1 482976
MICROSOFT CORP COM 594918104 133724 5372604 SH DEFINED 1 5372604
MICROSTRATEGY INC CL A NEW 594972408 87 765 SH DEFINED 1 765
MID-AMER APT CMNTYS INC COM 59522J103 213 3539 SH DEFINED 1 3539
MIDAS GROUP INC COM 595626102 11 1373 SH DEFINED 1 1373
MILLER HERMAN INC COM 600544100 391 21900 SH DEFINED 1 21900
MINE SAFETY APPLIANCES CO COM 602720104 1885 69900 SH DEFINED 1 69900
MINERALS TECHNOLOGIES INC COM 603158106 2468 50096 SH DEFINED 1 50096
MISTRAS GROUP INC COM 60649T107 5719 325700 SH DEFINED 1 325700
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 988 222000 SH DEFINED 1 222000
MKS INSTRUMENT INC COM 55306N104 4646 214004 SH DEFINED 1 214004
MOBILE MINI INC COM 60740F105 56 3428 SH DEFINED 1 3428
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 483 39293 SH DEFINED 1 39293
MOHAWK INDS INC COM 608190104 931 21700 SH DEFINED 1 21700
MOLEX INC CL A 608554200 852 50500 SH DEFINED 1 50500
MOLEX INC COM 608554101 543 26657 SH DEFINED 1 26657
MOLINA HEALTHCARE INC COM 60855R100 42 2721 SH DEFINED 1 2721
MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 2854 3000000 PRN DEFINED 1 3000000
MOLSON COORS BREWING CO CL B 60871R209 2317 58506 SH DEFINED 1 58506
MONARCH CASINO & RESORT INC COM 609027107 11 1092 SH DEFINED 1 1092
MONOLITHIC PWR SYS INC COM 609839105 29 2806 SH DEFINED 1 2806
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 42 3433 SH DEFINED 1 3433
MONRO MUFFLER BRAKE INC COM 610236101 5771 175046 SH DEFINED 1 175046
MONSANTO CO NEW COM 61166W101 9535 158816 SH DEFINED 1 158816
MONSTER WORLDWIDE INC COM 611742107 180 25114 SH DEFINED 1 25114
MOODYS CORP COM 615369105 1185 38919 SH DEFINED 1 38919
MOOG INC CL A 615394202 143 4374 SH DEFINED 1 4374
MORGAN STANLEY COM NEW 617446448 4910 363607 SH DEFINED 1 363607
MOTOROLA MOBILITY HLDGS INC COM 620097105 1990 52666 SH DEFINED 1 52666
MOTOROLA SOLUTIONS INC COM NEW 620076307 2542 60671 SH DEFINED 1 60671
MOVADO GROUP INC COM 624580106 20 1659 SH DEFINED 1 1659
MSC INDL DIRECT INC CL A 553530106 19481 345032 SH DEFINED 1 345032
MSCI INC CL A 55354G100 1389 45800 SH DEFINED 1 45800
MTS SYS CORP COM 553777103 46 1493 SH DEFINED 1 1493
MUELLER INDS INC COM 624756102 139 3611 SH DEFINED 1 3611
MULTIMEDIA GAMES HLDG CO INC COM 625453105 10 2524 SH DEFINED 1 2524
MURPHY OIL CORP COM 626717102 5671 128428 SH DEFINED 1 128428
MWI VETERINARY SUPPLY INC COM 55402X105 82 1197 SH DEFINED 1 1197
MYERS INDS INC COM 628464109 1856 182808 SH DEFINED 1 182808
MYLAN INC COM 628530107 1416 83334 SH DEFINED 1 83334
MYLAN INC NOTE 3.750% 9/1 628530AJ6 5800 4000000 PRN DEFINED 1 4000000
NANOMETRICS INC COM 630077105 9242 637412 SH DEFINED 1 637412
NARA BANCORP INC COM 63080P105 22 3630 SH DEFINED 1 3630
NASDAQ OMX GROUP INC COM 631103108 604 26081 SH DEFINED 1 26081
NASH FINCH CO COM 631158102 1809 67156 SH DEFINED 1 67156
NATIONAL FINL PARTNERS CORP COM 63607P208 45 4078 SH DEFINED 1 4078
NATIONAL FINL PARTNERS CORP NOTE 4.000% 6/1 63607PAC3 3099 2900000 PRN DEFINED 1 2900000
NATIONAL FUEL GAS CO N J COM 636180101 1529 31400 SH DEFINED 1 31400
NATIONAL GRID PLC SPON ADR NEW 636274300 5352 107900 SH DEFINED 1 107900
NATIONAL HEALTH INVS INC COM 63633D104 218 5177 SH DEFINED 1 5177
NATIONAL HEALTHCARE CORP COM 635906100 1841 57000 SH DEFINED 1 57000
NATIONAL INSTRS CORP COM 636518102 804 35175 SH DEFINED 1 35175
NATIONAL INTERSTATE CORP COM 63654U100 2396 109000 SH DEFINED 1 109000
NATIONAL OILWELL VARCO INC COM 637071101 4369 85308 SH DEFINED 1 85308
NATIONAL PENN BANCSHARES INC COM 637138108 82 11707 SH DEFINED 1 11707
NATIONAL PRESTO INDS INC COM 637215104 40 458 SH DEFINED 1 458
NATIONAL RETAIL PROPERTIES I COM 637417106 241 8974 SH DEFINED 1 8974
NATUS MEDICAL INC DEL COM 639050103 27 2793 SH DEFINED 1 2793
NAVIGANT CONSULTING INC COM 63935N107 1580 170478 SH DEFINED 1 170478
NAVIGATORS GROUP INC COM 638904102 47 1096 SH DEFINED 1 1096
NBT BANCORP INC COM 628778102 60 3201 SH DEFINED 1 3201
NCI BUILDING SYS INC COM NEW 628852204 14 1896 SH DEFINED 1 1896
NCI INC CL A 62886K104 9 761 SH DEFINED 1 761
NCR CORP NEW COM 62886E108 1010 59800 SH DEFINED 1 59800
NEENAH PAPER INC COM 640079109 20 1428 SH DEFINED 1 1428
NEOGEN CORP COM 640491106 77 2220 SH DEFINED 1 2220
NETAPP INC COM 64110D104 6227 183514 SH DEFINED 1 183514
NETAPP INC NOTE 1.750% 6/0 64110DAB0 10913 9000000 PRN DEFINED 1 9000000
NETFLIX INC COM 64110L106 1103 9745 SH DEFINED 1 9745
NETGEAR INC COM 64111Q104 92 3572 SH DEFINED 1 3572
NETSCOUT SYS INC COM 64115T104 39 3381 SH DEFINED 1 3381
NETWORK EQUIP TECHNOLOGIES COM 641208103 5 2816 SH DEFINED 1 2816
NEUSTAR INC CL A 64126X201 701 27900 SH DEFINED 1 27900
NEUTRAL TANDEM INC COM 64128B108 29 2993 SH DEFINED 1 2993
NEW JERSEY RES COM 646025106 168 3948 SH DEFINED 1 3948
NEW YORK CMNTY BANCORP INC COM 649445103 38568 3241021 SH DEFINED 1 3241021
NEW YORK TIMES CO CL A 650111107 809 139200 SH DEFINED 1 139200
NEWELL RUBBERMAID INC COM 651229106 671 56537 SH DEFINED 1 56537
NEWFIELD EXPL CO COM 651290108 1023 25787 SH DEFINED 1 25787
NEWMARKET CORP COM 651587107 638 4200 SH DEFINED 1 4200
NEWMONT MINING CORP COM 651639106 10306 163786 SH DEFINED 1 163786
NEWPORT CORP COM 651824104 1260 116577 SH DEFINED 1 116577
NEWS CORP CL A 65248E104 18975 1226474 SH DEFINED 1 1226474
NEXTERA ENERGY INC COM 65339F101 4425 81915 SH DEFINED 1 81915
NICE SYS LTD SPONSORED ADR 653656108 630 20768 SH DEFINED 1 20768
NICOR INC COM 654086107 484 8790 SH DEFINED 1 8790
NIELSEN HOLDINGS N V COM N63218106 63 2400 SH DEFINED 1 2400
NII HLDGS INC CL B NEW 62913F201 7589 281600 SH DEFINED 1 281600
NIKE INC CL B 654106103 16590 194009 SH DEFINED 1 194009
NISOURCE INC COM 65473P105 19182 897217 SH DEFINED 1 897217
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 1010 34400 SH DEFINED 1 34400
NOBLE ENERGY INC COM 655044105 3305 46687 SH DEFINED 1 46687
NOKIA CORP SPONSORED ADR 654902204 7550 1334000 SH DEFINED 1 1334000
NORDSON CORP COM 655663102 6509 163800 SH DEFINED 1 163800
NORDSTROM INC COM 655664100 12789 279964 SH DEFINED 1 279964
NORFOLK SOUTHERN CORP COM 655844108 9452 154899 SH DEFINED 1 154899
NORTH AMERN PALLADIUM LTD COM 656912102 1623 636300 SH DEFINED 1 636300
NORTHEAST UTILS COM 664397106 1959 58206 SH DEFINED 1 58206
NORTHERN OIL & GAS INC NEV COM 665531109 3195 164800 SH DEFINED 1 164800
NORTHERN TR CORP COM 665859104 6254 178799 SH DEFINED 1 178799
NORTHROP GRUMMAN CORP COM 666807102 3000 57506 SH DEFINED 1 57506
NORTHWEST BANCSHARES INC MD COM 667340103 117 9841 SH DEFINED 1 9841
NORTHWEST NAT GAS CO COM 667655104 112 2542 SH DEFINED 1 2542
NORTHWESTERN CORP COM NEW 668074305 2183 68355 SH DEFINED 1 68355
NOVATEL WIRELESS INC COM NEW 66987M604 9 3054 SH DEFINED 1 3054
NOVELLUS SYS INC COM 670008101 401 14727 SH DEFINED 1 14727
NRG ENERGY INC COM NEW 629377508 1000 47149 SH DEFINED 1 47149
NSTAR COM 67019E107 1766 39400 SH DEFINED 1 39400
NTELOS HLDGS CORP COM 67020Q107 51 2851 SH DEFINED 1 2851
NUCOR CORP COM 670346105 10376 327944 SH DEFINED 1 327944
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 27680 902800 SH DEFINED 1 902800
NUTRI SYS INC NEW COM 67069D108 32 2660 SH DEFINED 1 2660
NUVASIVE INC COM 670704105 65 3801 SH DEFINED 1 3801
NV ENERGY INC COM 67073Y106 2987 203033 SH DEFINED 1 203033
NVIDIA CORP COM 67066G104 1448 115828 SH DEFINED 1 115828
NVR INC COM 62944T105 1510 2500 SH DEFINED 1 2500
NXSTAGE MEDICAL INC COM 67072V103 16739 802462 SH DEFINED 1 802462
NYSE EURONEXT COM 629491101 2455 105641 SH DEFINED 1 105641
O CHARLEYS INC COM 670823103 11 1773 SH DEFINED 1 1773
O REILLY AUTOMOTIVE INC NEW COM 67103H107 45972 689963 SH DEFINED 1 689963
OASIS PETE INC NEW COM 674215108 16683 747100 SH DEFINED 1 747100
OCCIDENTAL PETE CORP DEL COM 674599105 58869 823342 SH DEFINED 1 823342
OCEANEERING INTL INC COM 675232102 1456 41200 SH DEFINED 1 41200
OCH ZIFF CAP MGMT GROUP CL A 67551U105 299 32700 SH DEFINED 1 32700
OFFICE DEPOT INC COM 676220106 219 106400 SH DEFINED 1 106400
OFFICEMAX INC DEL COM 67622P101 40 8195 SH DEFINED 1 8195
OGE ENERGY CORP COM 670837103 1778 37200 SH DEFINED 1 37200
OIL STS INTL INC COM 678026105 993 19500 SH DEFINED 1 19500
OLD DOMINION FGHT LINES INC COM 679580100 130 4488 SH DEFINED 1 4488
OLD NATL BANCORP IND COM 680033107 84 9028 SH DEFINED 1 9028
OLD REP INTL CORP COM 680223104 866 97075 SH DEFINED 1 97075
OLIN CORP COM PAR $1 680665205 1072 59500 SH DEFINED 1 59500
OLYMPIC STEEL INC COM 68162K106 15 872 SH DEFINED 1 872
OM GROUP INC COM 670872100 80 3079 SH DEFINED 1 3079
OMEGA HEALTHCARE INVS INC COM 681936100 624 39200 SH DEFINED 1 39200
OMNICARE INC COM 681904108 1119 44000 SH DEFINED 1 44000
OMNICARE INC DBCV 3.250%12/1 681904AL2 18346 20300000 PRN DEFINED 1 20300000
OMNICARE INC NOTE 3.750%12/1 681904AN8 17117 15300000 PRN DEFINED 1 15300000
OMNICELL INC COM 68213N109 13185 956838 SH DEFINED 1 956838
OMNICOM GROUP INC COM 681919106 2523 68490 SH DEFINED 1 68490
ON ASSIGNMENT INC COM 682159108 1611 227929 SH DEFINED 1 227929
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 6390 6000000 PRN DEFINED 1 6000000
ONEOK INC NEW COM 682680103 1341 20304 SH DEFINED 1 20304
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 30 1968 SH DEFINED 1 1968
ORACLE CORP COM 68389X105 88690 3085929 SH DEFINED 1 3085929
ORBITAL SCIENCES CORP COM 685564106 71 5570 SH DEFINED 1 5570
ORION MARINE GROUP INC COM 68628V308 15 2534 SH DEFINED 1 2534
ORITANI FINL CORP DEL COM 68633D103 69 5359 SH DEFINED 1 5359
OSHKOSH CORP COM 688239201 1073 68200 SH DEFINED 1 68200
OSI SYSTEMS INC COM 671044105 63 1868 SH DEFINED 1 1868
OTELCO INC UNIT 99/99/9999 688823202 3613 225000 SH DEFINED 1 225000
OVERSEAS SHIPHOLDING GROUP I COM 690368105 536 39000 SH DEFINED 1 39000
OWENS & MINOR INC NEW COM 690732102 6112 214600 SH DEFINED 1 214600
OWENS CORNING NEW COM 690742101 12962 597900 SH DEFINED 1 597900
OWENS ILL INC COM NEW 690768403 482 31890 SH DEFINED 1 31890
OXFORD INDS INC COM 691497309 45 1320 SH DEFINED 1 1320
OYO GEOSPACE CORP COM 671074102 25 441 SH DEFINED 1 441
P F CHANGS CHINA BISTRO INC COM 69333Y108 58 2129 SH DEFINED 1 2129
PAA NAT GAS STORAGE L P COM UNIT LTD 693139107 16300 1000000 SH DEFINED 1 1000000
PACCAR INC COM 693718108 12655 374192 SH DEFINED 1 374192
PACKAGING CORP AMER COM 695156109 883 37900 SH DEFINED 1 37900
PACWEST BANCORP DEL COM 695263103 45 3194 SH DEFINED 1 3194
PALL CORP COM 696429307 956 22543 SH DEFINED 1 22543
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 14 1813 SH DEFINED 1 1813
PANERA BREAD CO CL A 69840W108 1206 11600 SH DEFINED 1 11600
PAPA JOHNS INTL INC COM 698813102 56 1833 SH DEFINED 1 1833
PAR PHARMACEUTICAL COS INC COM 69888P106 93 3478 SH DEFINED 1 3478
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 686 44600 SH DEFINED 1 44600
PAREXEL INTL CORP COM 699462107 106 5619 SH DEFINED 1 5619
PARK ELECTROCHEMICAL CORP COM 700416209 42 1975 SH DEFINED 1 1975
PARKER HANNIFIN CORP COM 701094104 1925 30496 SH DEFINED 1 30496
PARKWAY PPTYS INC COM 70159Q104 23 2108 SH DEFINED 1 2108
PATRIOT COAL CORP COM 70336T104 294 34700 SH DEFINED 1 34700
PATTERSON COMPANIES INC COM 703395103 1673 58449 SH DEFINED 1 58449
PATTERSON UTI ENERGY INC COM 703481101 1025 59100 SH DEFINED 1 59100
PAYCHEX INC COM 704326107 46163 1750594 SH DEFINED 1 1750594
PC-TEL INC COM 69325Q105 11 1763 SH DEFINED 1 1763
PEABODY ENERGY CORP COM 704549104 3821 112791 SH DEFINED 1 112791
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 42694 41250000 PRN DEFINED 1 41250000
PEETS COFFEE & TEA INC COM 705560100 68 1230 SH DEFINED 1 1230
PEGASYSTEMS INC COM 705573103 7506 245220 SH DEFINED 1 245220
PENN NATL GAMING INC COM 707569109 21855 656505 SH DEFINED 1 656505
PENN VA CORP COM 707882106 1970 353634 SH DEFINED 1 353634
PENNEY J C INC COM 708160106 888 33171 SH DEFINED 1 33171
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 41 5306 SH DEFINED 1 5306
PENTAIR INC COM 709631105 9945 310695 SH DEFINED 1 310695
PEOPLES UNITED FINANCIAL INC COM 712704105 2126 186519 SH DEFINED 1 186519
PEP BOYS MANNY MOE & JACK COM 713278109 50 5019 SH DEFINED 1 5019
PEPCO HOLDINGS INC COM 713291102 830 43847 SH DEFINED 1 43847
PEPSICO INC COM 713448108 64797 1046805 SH DEFINED 1 1046805
PERFICIENT INC COM 71375U101 21 2929 SH DEFINED 1 2929
PERICOM SEMICONDUCTOR CORP COM 713831105 17 2332 SH DEFINED 1 2332
PERKINELMER INC COM 714046109 422 21972 SH DEFINED 1 21972
PERRIGO CO COM 714290103 3428 35300 SH DEFINED 1 35300
PETMED EXPRESS INC COM 716382106 18 2002 SH DEFINED 1 2002
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 10690 476154 SH DEFINED 1 476154
PETROLEUM DEV CORP COM 716578109 44 2248 SH DEFINED 1 2248
PETROQUEST ENERGY INC COM 716748108 29 5354 SH DEFINED 1 5354
PETSMART INC COM 716768106 1825 42800 SH DEFINED 1 42800
PFIZER INC COM 717081103 83492 4722381 SH DEFINED 1 4722381
PG&E CORP COM 69331C108 15362 363092 SH DEFINED 1 363092
PHARMACEUTICAL PROD DEV INC COM 717124101 37676 1468286 SH DEFINED 1 1468286
PHARMASSET INC COM 71715N106 1071 13000 SH DEFINED 1 13000
PHARMERICA CORP COM 71714F104 40 2800 SH DEFINED 1 2800
PHILIP MORRIS INTL INC COM 718172109 58252 933822 SH DEFINED 1 933822
PIEDMONT NAT GAS INC COM 720186105 198 6858 SH DEFINED 1 6858
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 980 60616 SH DEFINED 1 60616
PINNACLE ENTMT INC COM 723456109 54 5912 SH DEFINED 1 5912
PINNACLE FINL PARTNERS INC COM 72346Q104 36 3253 SH DEFINED 1 3253
PINNACLE WEST CAP CORP COM 723484101 41317 962212 SH DEFINED 1 962212
PIONEER DRILLING CO COM 723655106 42 5873 SH DEFINED 1 5873
PIONEER NAT RES CO COM 723787107 1490 22650 SH DEFINED 1 22650
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 47910 40050000 PRN DEFINED 1 40050000
PIPER JAFFRAY COS COM 724078100 651 36283 SH DEFINED 1 36283
PITNEY BOWES INC COM 724479100 48950 2603734 SH DEFINED 1 2603734
PLAINS EXPL& PRODTN CO COM 726505100 1216 53566 SH DEFINED 1 53566
PLANTRONICS INC NEW COM 727493108 504 17700 SH DEFINED 1 17700
PLEXUS CORP COM 729132100 76 3376 SH DEFINED 1 3376
PLUM CREEK TIMBER CO INC COM 729251108 1093 31482 SH DEFINED 1 31482
PNC FINL SVCS GROUP INC COM 693475105 13360 277231 SH DEFINED 1 277231
PNM RES INC COM 69349H107 1521 92550 SH DEFINED 1 92550
POLARIS INDS INC COM 731068102 17420 348600 SH DEFINED 1 348600
POLYCOM INC COM 73172K104 1234 67200 SH DEFINED 1 67200
POLYONE CORP COM 73179P106 95 8826 SH DEFINED 1 8826
POLYPORE INTL INC COM 73179V103 16481 291600 SH DEFINED 1 291600
POOL CORPORATION COM 73278L105 2750 105027 SH DEFINED 1 105027
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 11829 190118 SH DEFINED 1 190118
PORTLAND GEN ELEC CO COM NEW 736508847 620 26173 SH DEFINED 1 26173
POST PPTYS INC COM 737464107 167 4809 SH DEFINED 1 4809
POTASH CORP SASK INC COM 73755L107 40413 934581 SH DEFINED 1 934581
POTLATCH CORP NEW COM 737630103 2949 93547 SH DEFINED 1 93547
POWELL INDS INC COM 739128106 26 851 SH DEFINED 1 851
POWER INTEGRATIONS INC COM 739276103 85 2770 SH DEFINED 1 2770
PPG INDS INC COM 693506107 61045 863932 SH DEFINED 1 863932
PPL CORP COM 69351T106 50295 1762252 SH DEFINED 1 1762252
PPL CORP UNIT 99/99/9999 69351T601 11316 205000 SH DEFINED 1 205000
PRAXAIR INC COM 74005P104 31673 338822 SH DEFINED 1 338822
PRECISION CASTPARTS CORP COM 740189105 25338 162985 SH DEFINED 1 162985
PREMIERE GLOBAL SVCS INC COM 740585104 1335 207900 SH DEFINED 1 207900
PRESIDENTIAL LIFE CORP COM 740884101 17 2029 SH DEFINED 1 2029
PRESTIGE BRANDS HLDGS INC COM 74112D101 43 4803 SH DEFINED 1 4803
PRICE T ROWE GROUP INC COM 74144T108 3082 64513 SH DEFINED 1 64513
PRICELINE COM INC COM NEW 741503403 37547 83539 SH DEFINED 1 83539
PRIMERICA INC COM 74164M108 111 5136 SH DEFINED 1 5136
PRIMO WTR CORP COM 74165N105 3182 564200 SH DEFINED 1 564200
PRINCIPAL FINL GROUP INC COM 74251V102 1789 78896 SH DEFINED 1 78896
PRIVATEBANCORP INC COM 742962103 43 5679 SH DEFINED 1 5679
PROASSURANCE CORP COM 74267C106 7599 105515 SH DEFINED 1 105515
PROCTER & GAMBLE CO COM 742718109 80187 1269178 SH DEFINED 1 1269178
PROGRESS ENERGY INC COM 743263105 5136 99307 SH DEFINED 1 99307
PROGRESS SOFTWARE CORP COM 743312100 3243 184770 SH DEFINED 1 184770
PROGRESSIVE CORP OHIO COM 743315103 2603 146560 SH DEFINED 1 146560
PROLOGIS INC COM 74340W103 1873 77257 SH DEFINED 1 77257
PROSPECT CAPITAL CORPORATION COM 74348T102 62 7401 SH DEFINED 1 7401
PROSPERITY BANCSHARES INC COM 743606105 582 17800 SH DEFINED 1 17800
PROTECTIVE LIFE CORP COM 743674103 503 32200 SH DEFINED 1 32200
PROVIDENCE SVC CORP NOTE 6.500% 5/1 743815AB8 6312 6400000 PRN DEFINED 1 6400000
PROVIDENT FINL SVCS INC COM 74386T105 55 5127 SH DEFINED 1 5127
PRUDENTIAL FINL INC COM 744320102 4872 103972 SH DEFINED 1 103972
PRUDENTIAL PLC ADR 74435K204 3437 201472 SH DEFINED 1 201472
PS BUSINESS PKS INC CALIF COM 69360J107 90 1813 SH DEFINED 1 1813
PSS WORLD MED INC COM 69366A100 100 5080 SH DEFINED 1 5080
PUBLIC STORAGE COM 74460D109 3051 27401 SH DEFINED 1 27401
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3277 98205 SH DEFINED 1 98205
PULSE ELECTRONICS CORP COM 74586W106 11 3968 SH DEFINED 1 3968
PULTE GROUP INC COM 745867101 4456 1128121 SH DEFINED 1 1128121
PVH CORP COM 693656100 1497 25700 SH DEFINED 1 25700
QEP RES INC COM 74733V100 2752 101663 SH DEFINED 1 101663
QLOGIC CORP COM 747277101 501 39500 SH DEFINED 1 39500
QUAKER CHEM CORP COM 747316107 32 1222 SH DEFINED 1 1222
QUALCOMM INC COM 747525103 59050 1214266 SH DEFINED 1 1214266
QUALITY SYS INC COM 747582104 181 1870 SH DEFINED 1 1870
QUANEX BUILDING PRODUCTS COR COM 747619104 1069 97606 SH DEFINED 1 97606
QUANTA SVCS INC COM 74762E102 778 41392 SH DEFINED 1 41392
QUEST DIAGNOSTICS INC COM 74834L100 3165 64130 SH DEFINED 1 64130
QUEST SOFTWARE INC COM 74834T103 353 22200 SH DEFINED 1 22200
QUESTAR CORP COM 748356102 5220 294743 SH DEFINED 1 294743
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 162 5938 SH DEFINED 1 5938
QUICKSILVER RESOURCES INC COM 74837R104 343 45200 SH DEFINED 1 45200
QUIDEL CORP COM 74838J101 1572 96000 SH DEFINED 1 96000
QUIKSILVER INC COM 74838C106 36 11782 SH DEFINED 1 11782
RACKSPACE HOSTING INC COM 750086100 1335 39100 SH DEFINED 1 39100
RADIAN GROUP INC COM 750236101 327 149500 SH DEFINED 1 149500
RADIOSHACK CORP COM 750438103 512 44032 SH DEFINED 1 44032
RADISYS CORP COM 750459109 13 2190 SH DEFINED 1 2190
RALCORP HLDGS INC NEW COM 751028101 20558 268000 SH DEFINED 1 268000
RALPH LAUREN CORP CL A 751212101 1633 12591 SH DEFINED 1 12591
RANGE RES CORP COM 75281A109 3038 51962 SH DEFINED 1 51962
RAYMOND JAMES FINANCIAL INC COM 754730109 20614 794057 SH DEFINED 1 794057
RAYONIER INC COM 754907103 1703 46299 SH DEFINED 1 46299
RAYTHEON CO COM NEW 755111507 3566 87250 SH DEFINED 1 87250
REALTY INCOME CORP COM 756109104 1554 48200 SH DEFINED 1 48200
RED HAT INC COM 756577102 1584 37485 SH DEFINED 1 37485
RED ROBIN GOURMET BURGERS IN COM 75689M101 3452 143299 SH DEFINED 1 143299
REDWOOD TR INC COM 758075402 1419 127000 SH DEFINED 1 127000
REGAL BELOIT CORP COM 758750103 717 15800 SH DEFINED 1 15800
REGENCY CTRS CORP COM 758849103 1208 34200 SH DEFINED 1 34200
REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 13999 624965 SH DEFINED 1 624965
REGENERON PHARMACEUTICALS COM 75886F107 417 7159 SH DEFINED 1 7159
REGIONS FINANCIAL CORP NEW COM 7591EP100 1310 393397 SH DEFINED 1 393397
REGIS CORP MINN COM 758932107 309 21900 SH DEFINED 1 21900
REINSURANCE GROUP AMER INC COM NEW 759351604 1296 28200 SH DEFINED 1 28200
RELIANCE STEEL & ALUMINUM CO COM 759509102 969 28500 SH DEFINED 1 28500
RENT A CTR INC NEW COM 76009N100 642 23400 SH DEFINED 1 23400
REPUBLIC SVCS INC COM 760759100 12044 429209 SH DEFINED 1 429209
RESMED INC COM 761152107 1658 57600 SH DEFINED 1 57600
RESOURCES CONNECTION INC COM 76122Q105 41 4174 SH DEFINED 1 4174
REYNOLDS AMERICAN INC COM 761713106 1724 46000 SH DEFINED 1 46000
RF MICRODEVICES INC COM 749941100 666 105000 SH DEFINED 1 105000
RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ9 5363 5000000 PRN DEFINED 1 5000000
RIGHTNOW TECHNOLOGIES INC COM 76657R106 11993 362862 SH DEFINED 1 362862
RIO TINTO PLC SPONSORED ADR 767204100 11920 270414 SH DEFINED 1 270414
RITE AID CORP COM 767754104 7 7410 SH DEFINED 1 7410
RIVERBED TECHNOLOGY INC COM 768573107 3686 184650 SH DEFINED 1 184650
RLI CORP COM 749607107 101 1586 SH DEFINED 1 1586
ROBBINS & MYERS INC COM 770196103 9115 262604 SH DEFINED 1 262604
ROBERT HALF INTL INC COM 770323103 21546 1015370 SH DEFINED 1 1015370
ROCK-TENN CO CL A 772739207 1319 27100 SH DEFINED 1 27100
ROCKWELL AUTOMATION INC COM 773903109 1551 27701 SH DEFINED 1 27701
ROCKWELL COLLINS INC COM 774341101 1580 29940 SH DEFINED 1 29940
ROFIN SINAR TECHNOLOGIES INC COM 775043102 52 2713 SH DEFINED 1 2713
ROGERS CORP COM 775133101 60 1531 SH DEFINED 1 1531
ROLLINS INC COM 775711104 459 24530 SH DEFINED 1 24530
ROPER INDS INC NEW COM 776696106 28826 418307 SH DEFINED 1 418307
ROSS STORES INC COM 778296103 1779 22603 SH DEFINED 1 22603
ROVI CORP COM 779376102 1818 42300 SH DEFINED 1 42300
ROWAN COS INC COM 779382100 745 24673 SH DEFINED 1 24673
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 2999 48328 SH DEFINED 1 48328
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 12833 208600 SH DEFINED 1 208600
ROYAL GOLD INC COM 780287108 5623 87779 SH DEFINED 1 87779
RPM INTL INC COM 749685103 7339 392448 SH DEFINED 1 392448
RTI INTL METALS INC COM 74973W107 67 2877 SH DEFINED 1 2877
RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 3980 4000000 PRN DEFINED 1 4000000
RUBICON TECHNOLOGY INC COM 78112T107 18 1690 SH DEFINED 1 1690
RUBY TUESDAY INC COM 781182100 43 6012 SH DEFINED 1 6012
RUDDICK CORP COM 781258108 729 18700 SH DEFINED 1 18700
RUDOLPH TECHNOLOGIES INC COM 781270103 20 3030 SH DEFINED 1 3030
RUE21 INC COM 781295100 34 1492 SH DEFINED 1 1492
RUTHS HOSPITALITY GROUP INC COM 783332109 14 3341 SH DEFINED 1 3341
RYDER SYS INC COM 783549108 374 9969 SH DEFINED 1 9969
RYLAND GROUP INC COM 783764103 180 16900 SH DEFINED 1 16900
S & T BANCORP INC COM 783859101 43 2676 SH DEFINED 1 2676
SAFETY INS GROUP INC COM 78648T100 55 1447 SH DEFINED 1 1447
SAFEWAY INC COM NEW 786514208 1147 68943 SH DEFINED 1 68943
SAGA COMMUNICATIONS INC CL A NEW 786598300 1225 41500 SH DEFINED 1 41500
SAIC INC COM 78390X101 645 54627 SH DEFINED 1 54627
SAKS INC COM 79377W108 532 60800 SH DEFINED 1 60800
SALESFORCE COM INC COM 79466L302 6058 53008 SH DEFINED 1 53008
SALIX PHARMACEUTICALS INC COM 795435106 167 5630 SH DEFINED 1 5630
SALIX PHARMACEUTICALS INC NOTE 2.750% 5/1 795435AC0 15920 16000000 PRN DEFINED 1 16000000
SANDERSON FARMS INC COM 800013104 85 1794 SH DEFINED 1 1794
SANDISK CORP COM 80004C101 1869 46321 SH DEFINED 1 46321
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 10959 10500000 PRN DEFINED 1 10500000
SANOFI RIGHT 12/31/2020 80105N113 16 15140 SH DEFINED 1 15140
SARA LEE CORP COM 803111103 1900 116216 SH DEFINED 1 116216
SAUL CTRS INC COM 804395101 1014 30000 SH DEFINED 1 30000
SAVIENT PHARMACEUTICALS INC COM 80517Q100 28 6803 SH DEFINED 1 6803
SBA COMMUNICATIONS CORP COM 78388J106 14878 431500 SH DEFINED 1 431500
SCANA CORP NEW COM 80589M102 898 22197 SH DEFINED 1 22197
SCANSOURCE INC COM 806037107 76 2585 SH DEFINED 1 2585
SCHEIN HENRY INC COM 806407102 2177 35100 SH DEFINED 1 35100
SCHLUMBERGER LTD COM 806857108 69644 1165975 SH DEFINED 1 1165975
SCHNITZER STL INDS CL A 806882106 1376 37400 SH DEFINED 1 37400
SCHOLASTIC CORP COM 807066105 269 9600 SH DEFINED 1 9600
SCHOOL SPECIALTY INC COM 807863105 11 1538 SH DEFINED 1 1538
SCHULMAN A INC COM 808194104 50 2938 SH DEFINED 1 2938
SCHWAB CHARLES CORP NEW COM 808513105 8622 764999 SH DEFINED 1 764999
SCHWEITZER-MAUDUIT INTL INC COM 808541106 86 1535 SH DEFINED 1 1535
SCIENTIFIC GAMES CORP CL A 80874P109 157 22100 SH DEFINED 1 22100
SCOTTS MIRACLE GRO CO CL A 810186106 758 17000 SH DEFINED 1 17000
SCRIPPS E W CO OHIO CL A NEW 811054402 22 3113 SH DEFINED 1 3113
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1002 26951 SH DEFINED 1 26951
SEACOR HOLDINGS INC COM 811904101 166 2067 SH DEFINED 1 2067
SEAGATE TECHNOLOGY PLC SHS G7945M107 298 29000 SH DEFINED 1 29000
SEALED AIR CORP NEW COM 81211K100 517 30976 SH DEFINED 1 30976
SEARS HLDGS CORP COM 812350106 449 7805 SH DEFINED 1 7805
SEATTLE GENETICS INC COM 812578102 633 33200 SH DEFINED 1 33200
SEI INVESTMENTS CO COM 784117103 875 56900 SH DEFINED 1 56900
SELECT COMFORT CORP COM 81616X103 75 5335 SH DEFINED 1 5335
SELECT MED HLDGS CORP COM 81619Q105 193 28915 SH DEFINED 1 28915
SELECTIVE INS GROUP INC COM 816300107 67 5161 SH DEFINED 1 5161
SEMPRA ENERGY COM 816851109 2397 46543 SH DEFINED 1 46543
SEMTECH CORP COM 816850101 523 24800 SH DEFINED 1 24800
SENECA FOODS CORP NEW CL A 817070501 17 872 SH DEFINED 1 872
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1256 58300 SH DEFINED 1 58300
SENSIENT TECHNOLOGIES CORP COM 81725T100 618 19000 SH DEFINED 1 19000
SERVICE CORP INTL COM 817565104 825 90100 SH DEFINED 1 90100
SHAW GROUP INC COM 820280105 598 27500 SH DEFINED 1 27500
SHERWIN WILLIAMS CO COM 824348106 1276 17173 SH DEFINED 1 17173
SHIRE PLC SPONSORED ADR 82481R106 958 10200 SH DEFINED 1 10200
SHUFFLE MASTER INC COM 825549108 3283 390410 SH DEFINED 1 390410
SIEMENS A G SPONSORED ADR 826197501 20561 228990 SH DEFINED 1 228990
SIGMA ALDRICH CORP COM 826552101 1462 23668 SH DEFINED 1 23668
SIGMA DESIGNS INC COM 826565103 24 3063 SH DEFINED 1 3063
SIGNATURE BK NEW YORK N Y COM 82669G104 2529 52990 SH DEFINED 1 52990
SIGNET JEWELERS LIMITED SHS G81276100 88 2600 SH DEFINED 1 2600
SILGAN HOLDINGS INC COM 827048109 695 18913 SH DEFINED 1 18913
SILICON LABORATORIES INC COM 826919102 563 16800 SH DEFINED 1 16800
SILVER WHEATON CORP COM 828336107 1266 42977 SH DEFINED 1 42977
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 36 1653 SH DEFINED 1 1653
SIMON PPTY GROUP INC NEW COM 828806109 23024 209350 SH DEFINED 1 209350
SIMPSON MANUFACTURING CO INC COM 829073105 96 3864 SH DEFINED 1 3864
SIMS METAL MANAGEMENT LTD SPONS ADR 829160100 379 32040 SH DEFINED 1 32040
SKECHERS U S A INC CL A 830566105 49 3517 SH DEFINED 1 3517
SKYLINE CORP COM 830830105 6 656 SH DEFINED 1 656
SKYWEST INC COM 830879102 57 4944 SH DEFINED 1 4944
SKYWORKS SOLUTIONS INC COM 83088M102 8012 446600 SH DEFINED 1 446600
SL GREEN RLTY CORP COM 78440X101 1890 32500 SH DEFINED 1 32500
SLM CORP COM 78442P106 2899 232885 SH DEFINED 1 232885
SM ENERGY CO COM 78454L100 9110 150200 SH DEFINED 1 150200
SMITH A O COM 831865209 118 3698 SH DEFINED 1 3698
SMITH MICRO SOFTWARE INC COM 832154108 5 3030 SH DEFINED 1 3030
SMITHFIELD FOODS INC COM 832248108 1223 62700 SH DEFINED 1 62700
SMUCKER J M CO COM NEW 832696405 1633 22401 SH DEFINED 1 22401
SNAP ON INC COM 833034101 5157 116146 SH DEFINED 1 116146
SNYDERS-LANCE INC COM 833551104 93 4448 SH DEFINED 1 4448
SOLARWINDS INC COM 83416B109 6176 280487 SH DEFINED 1 280487
SOLERA HOLDINGS INC COM 83421A104 1358 26900 SH DEFINED 1 26900
SOLUTIA INC COM NEW 834376501 13566 1055685 SH DEFINED 1 1055685
SONIC AUTOMOTIVE INC CL A 83545G102 36 3329 SH DEFINED 1 3329
SONIC CORP COM 835451105 42 5901 SH DEFINED 1 5901
SONOCO PRODS CO COM 835495102 1073 38000 SH DEFINED 1 38000
SONOSITE INC COM 83568G104 40 1324 SH DEFINED 1 1324
SONUS NETWORKS INC COM 835916107 1030 474500 SH DEFINED 1 474500
SOTHEBYS COM 835898107 709 25700 SH DEFINED 1 25700
SOURCEFIRE INC COM 83616T108 18049 674494 SH DEFINED 1 674494
SOUTH JERSEY INDS INC COM 838518108 142 2862 SH DEFINED 1 2862
SOUTHERN CO COM 842587107 24717 583367 SH DEFINED 1 583367
SOUTHERN COPPER CORP COM 84265V105 36818 1473300 SH DEFINED 1 1473300
SOUTHERN UN CO NEW COM 844030106 1923 47400 SH DEFINED 1 47400
SOUTHWEST AIRLS CO COM 844741108 2600 323384 SH DEFINED 1 323384
SOUTHWEST GAS CORP COM 844895102 2806 77572 SH DEFINED 1 77572
SOUTHWESTERN ENERGY CO COM 845467109 5164 154943 SH DEFINED 1 154943
SOVRAN SELF STORAGE INC COM 84610H108 98 2640 SH DEFINED 1 2640
SPARTAN MTRS INC COM 846819100 13 3183 SH DEFINED 1 3183
SPARTAN STORES INC COM 846822104 34 2179 SH DEFINED 1 2179
SPDR S&P 500 ETF TR TR UNIT 78462F103 100162 885210 SH DEFINED 1 885210
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 102594 721830 SH DEFINED 1 721830
SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 46621 1288217 SH DEFINED 1 1288217
SPECTRA ENERGY CORP COM 847560109 4329 176484 SH DEFINED 1 176484
SPECTRA ENERGY PARTNERS LP COM 84756N109 253 8982 SH DEFINED 1 8982
SPEEDWAY MOTORSPORTS INC COM 847788106 203 16834 SH DEFINED 1 16834
SPRINT NEXTEL CORP COM SER 1 852061100 1766 580939 SH DEFINED 1 580939
SPS COMM INC COM 78463M107 10499 644499 SH DEFINED 1 644499
SPX CORP COM 784635104 879 19400 SH DEFINED 1 19400
ST JUDE MED INC COM 790849103 2308 63769 SH DEFINED 1 63769
ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 29282 24100000 PRN DEFINED 1 24100000
STAGE STORES INC COM NEW 85254C305 41 2964 SH DEFINED 1 2964
STAMPS COM INC COM NEW 852857200 23 1144 SH DEFINED 1 1144
STANCORP FINL GROUP INC COM 852891100 466 16900 SH DEFINED 1 16900
STANDARD MICROSYSTEMS CORP COM 853626109 43 2208 SH DEFINED 1 2208
STANDARD MTR PRODS INC COM 853666105 24 1876 SH DEFINED 1 1876
STANDARD PAC CORP NEW COM 85375C101 24 9605 SH DEFINED 1 9605
STANDARD REGISTER CO COM 853887107 3 1163 SH DEFINED 1 1163
STANDEX INTL CORP COM 854231107 37 1203 SH DEFINED 1 1203
STANLEY BLACK & DECKER INC COM 854502101 9786 199314 SH DEFINED 1 199314
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 5103 50000 SH DEFINED 1 50000
STANLEY FURNITURE CO INC COM NEW 854305208 268 91000 SH DEFINED 1 91000
STAPLES INC COM 855030102 5240 393965 SH DEFINED 1 393965
STARBUCKS CORP COM 855244109 16831 451343 SH DEFINED 1 451343
STARTEK INC COM 85569C107 351 123000 SH DEFINED 1 123000
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1449 37339 SH DEFINED 1 37339
STATE STR CORP COM 857477103 3566 110895 SH DEFINED 1 110895
STEEL DYNAMICS INC COM 858119100 824 83100 SH DEFINED 1 83100
STEIN MART INC COM 858375108 1435 229609 SH DEFINED 1 229609
STEPAN CO COM 858586100 53 784 SH DEFINED 1 784
STERICYCLE INC COM 858912108 1344 16650 SH DEFINED 1 16650
STERIS CORP COM 859152100 659 22500 SH DEFINED 1 22500
STERLING BANCORP COM 859158107 21 2947 SH DEFINED 1 2947
STERLING CONSTRUCTION CO INC COM 859241101 436 39000 SH DEFINED 1 39000
STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 1683 2000000 PRN DEFINED 1 2000000
STEWART INFORMATION SVCS COR COM 860372101 16 1839 SH DEFINED 1 1839
STIFEL FINL CORP COM 860630102 2228 83869 SH DEFINED 1 83869
STONE ENERGY CORP COM 861642106 76 4671 SH DEFINED 1 4671
STR HLDGS INC COM 78478V100 32 3895 SH DEFINED 1 3895
STRATASYS INC COM 862685104 37 2016 SH DEFINED 1 2016
STRAYER ED INC COM 863236105 353 4600 SH DEFINED 1 4600
STRYKER CORP COM 863667101 3035 64404 SH DEFINED 1 64404
STURM RUGER & CO INC COM 864159108 47 1802 SH DEFINED 1 1802
SUCCESSFACTORS INC COM 864596101 8168 355303 SH DEFINED 1 355303
SUN LIFE FINL INC COM 866796105 1249 52500 SH DEFINED 1 52500
SUNOCO INC COM 86764P109 728 23492 SH DEFINED 1 23492
SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 148 150000 PRN DEFINED 1 150000
SUNTRUST BKS INC COM 867914103 8758 487909 SH DEFINED 1 487909
SUPER MICRO COMPUTER INC COM 86800U104 32 2522 SH DEFINED 1 2522
SUPERIOR ENERGY SVCS INC COM 868157108 14819 564750 SH DEFINED 1 564750
SUPERIOR INDS INTL INC COM 868168105 35 2251 SH DEFINED 1 2251
SUPERTEX INC COM 868532102 21 1205 SH DEFINED 1 1205
SUPERVALU INC COM 868536103 274 41069 SH DEFINED 1 41069
SURMODICS INC COM 868873100 13 1386 SH DEFINED 1 1386
SUSQUEHANNA BANCSHARES INC P COM 869099101 68 12396 SH DEFINED 1 12396
SVB FINL GROUP COM 78486Q101 4122 111400 SH DEFINED 1 111400
SWIFT ENERGY CO COM 870738101 15193 624196 SH DEFINED 1 624196
SWS GROUP INC COM 78503N107 13 2790 SH DEFINED 1 2790
SYKES ENTERPRISES INC COM 871237103 60 3990 SH DEFINED 1 3990
SYMANTEC CORP COM 871503108 2385 146297 SH DEFINED 1 146297
SYMETRA FINL CORP COM 87151Q106 326 40052 SH DEFINED 1 40052
SYMMETRICOM INC COM 871543104 18 4100 SH DEFINED 1 4100
SYMMETRY MED INC COM 871546206 27 3461 SH DEFINED 1 3461
SYNAPTICS INC COM 87157D109 75 3137 SH DEFINED 1 3137
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 10724 430491 SH DEFINED 1 430491
SYNNEX CORP COM 87162W100 2359 90034 SH DEFINED 1 90034
SYNOPSYS INC COM 871607107 1332 54700 SH DEFINED 1 54700
SYNOVUS FINL CORP COM 87161C105 321 300300 SH DEFINED 1 300300
SYSCO CORP COM 871829107 4642 179237 SH DEFINED 1 179237
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 23427 2049643 SH DEFINED 1 2049643
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 105 8265 SH DEFINED 1 8265
TALEO CORP CL A 87424N104 101 3937 SH DEFINED 1 3937
TANGER FACTORY OUTLET CTRS I COM 875465106 213 8186 SH DEFINED 1 8186
TARGA RES CORP COM 87612G101 41804 1405163 SH DEFINED 1 1405163
TARGET CORP COM 87612E106 20192 411738 SH DEFINED 1 411738
TAUBMAN CTRS INC COM 876664103 1107 22000 SH DEFINED 1 22000
TCF FINL CORP COM 872275102 556 60700 SH DEFINED 1 60700
TE CONNECTIVITY LTD REG SHS H84989104 4990 177315 SH DEFINED 1 177315
TECH DATA CORP COM 878237106 713 16500 SH DEFINED 1 16500
TECHNE CORP COM 878377100 959 14100 SH DEFINED 1 14100
TECK RESOURCES LTD CL B 878742204 3859 132219 SH DEFINED 1 132219
TECO ENERGY INC COM 872375100 1279 74656 SH DEFINED 1 74656
TEKELEC COM 879101103 35 5864 SH DEFINED 1 5864
TELEDYNE TECHNOLOGIES INC COM 879360105 171 3505 SH DEFINED 1 3505
TELEFLEX INC COM 879369106 833 15500 SH DEFINED 1 15500
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 5431 5000000 PRN DEFINED 1 5000000
TELEFONICA S A SPONSORED ADR 879382208 22705 1187514 SH DEFINED 1 1187514
TELEPHONE & DATA SYS INC COM 879433100 742 34900 SH DEFINED 1 34900
TELETECH HOLDINGS INC COM 879939106 37 2430 SH DEFINED 1 2430
TELLABS INC COM 879664100 303 70712 SH DEFINED 1 70712
TEMPLE INLAND INC COM 879868107 1296 41300 SH DEFINED 1 41300
TENARIS S A SPONSORED ADR 88031M109 570 22398 SH DEFINED 1 22398
TENET HEALTHCARE CORP COM 88033G100 382 92618 SH DEFINED 1 92618
TENNANT CO COM 880345103 9423 266404 SH DEFINED 1 266404
TERADATA CORP DEL COM 88076W103 24244 452900 SH DEFINED 1 452900
TERADYNE INC COM 880770102 3621 328871 SH DEFINED 1 328871
TEREX CORP NEW COM 880779103 427 41600 SH DEFINED 1 41600
TERNIUM SA SPON ADR 880890108 475 22790 SH DEFINED 1 22790
TESORO CORP COM 881609101 543 27899 SH DEFINED 1 27899
TESORO LOGISTICS LP COM UNIT LP 88160T107 22041 925300 SH DEFINED 1 925300
TESSERA TECHNOLOGIES INC COM 88164L100 58 4883 SH DEFINED 1 4883
TETRA TECH INC NEW COM 88162G103 112 5953 SH DEFINED 1 5953
TETRA TECHNOLOGIES INC DEL COM 88162F105 1601 207354 SH DEFINED 1 207354
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3511 94343 SH DEFINED 1 94343
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 81 3557 SH DEFINED 1 3557
TEXAS INDS INC COM 882491103 84 2657 SH DEFINED 1 2657
TEXAS INSTRS INC COM 882508104 6855 257239 SH DEFINED 1 257239
TEXAS ROADHOUSE INC COM 882681109 77 5854 SH DEFINED 1 5854
TEXTRON INC COM 883203101 949 53800 SH DEFINED 1 53800
THERMO FISHER SCIENTIFIC INC COM 883556102 14212 280642 SH DEFINED 1 280642
THOMAS & BETTS CORP COM 884315102 2336 58544 SH DEFINED 1 58544
THOR INDS INC COM 885160101 751 33900 SH DEFINED 1 33900
THORATEC CORP COM NEW 885175307 741 22700 SH DEFINED 1 22700
THQ INC COM NEW 872443403 11 6511 SH DEFINED 1 6511
THQ INC NOTE 5.000% 8/1 872443AB2 7683 8895000 PRN DEFINED 1 8895000
TIBCO SOFTWARE INC COM 88632Q103 1384 61800 SH DEFINED 1 61800
TIDEWATER INC COM 886423102 828 19700 SH DEFINED 1 19700
TIFFANY & CO NEW COM 886547108 2420 39794 SH DEFINED 1 39794
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 664 28170 SH DEFINED 1 28170
TIME WARNER CABLE INC COM 88732J207 10337 164940 SH DEFINED 1 164940
TIME WARNER INC COM NEW 887317303 10862 362413 SH DEFINED 1 362413
TIMKEN CO COM 887389104 1054 32100 SH DEFINED 1 32100
TITANIUM METALS CORP COM NEW 888339207 17747 1184681 SH DEFINED 1 1184681
TJX COS INC NEW COM 872540109 20080 361993 SH DEFINED 1 361993
TOLL BROTHERS INC COM 889478103 807 55900 SH DEFINED 1 55900
TOMPKINS FINANCIAL CORPORATI COM 890110109 27 764 SH DEFINED 1 764
TOOTSIE ROLL INDS INC COM 890516107 229 9493 SH DEFINED 1 9493
TORCHMARK CORP COM 891027104 1498 42965 SH DEFINED 1 42965
TORO CO COM 891092108 144 2922 SH DEFINED 1 2922
TOTAL S A SPONSORED ADR 89151E109 25896 590300 SH DEFINED 1 590300
TOTAL SYS SVCS INC COM 891906109 537 31695 SH DEFINED 1 31695
TOWER GROUP INC COM 891777104 90 3928 SH DEFINED 1 3928
TOWERS WATSON & CO CL A 891894107 1196 20000 SH DEFINED 1 20000
TRACTOR SUPPLY CO COM 892356106 1695 27100 SH DEFINED 1 27100
TRANSATLANTIC HLDGS INC COM 893521104 2847 58670 SH DEFINED 1 58670
TRANSCANADA CORP COM 89353D107 2697 66600 SH DEFINED 1 66600
TRANSDIGM GROUP INC COM 893641100 12353 151250 SH DEFINED 1 151250
TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 493 500000 PRN DEFINED 1 500000
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 22496 23071000 PRN DEFINED 1 23071000
TRANSOCEAN LTD REG SHS H8817H100 2470 51747 SH DEFINED 1 51747
TRAVELERS COMPANIES INC COM 89417E109 7270 149181 SH DEFINED 1 149181
TREDEGAR CORP COM 894650100 33 2227 SH DEFINED 1 2227
TREEHOUSE FOODS INC COM 89469A104 13126 212262 SH DEFINED 1 212262
TRIMBLE NAVIGATION LTD COM 896239100 1567 46700 SH DEFINED 1 46700
TRINITY INDS INC COM 896522109 652 30450 SH DEFINED 1 30450
TRIPLE-S MGMT CORP CL B 896749108 1442 86100 SH DEFINED 1 86100
TRIQUINT SEMICONDUCTOR INC COM 89674K103 79 15701 SH DEFINED 1 15701
TRIUMPH GROUP INC NEW COM 896818101 707 14500 SH DEFINED 1 14500
TRUE RELIGION APPAREL INC COM 89784N104 66 2454 SH DEFINED 1 2454
TRUEBLUE INC COM 89785X101 47 4112 SH DEFINED 1 4112
TRUSTCO BK CORP N Y COM 898349105 40 8876 SH DEFINED 1 8876
TRUSTMARK CORP COM 898402102 443 24400 SH DEFINED 1 24400
TTM TECHNOLOGIES INC COM 87305R109 46 4882 SH DEFINED 1 4882
TUESDAY MORNING CORP COM NEW 899035505 14 4115 SH DEFINED 1 4115
TUPPERWARE BRANDS CORP COM 899896104 1236 23000 SH DEFINED 1 23000
TW TELECOM INC COM 87311L104 1474 89200 SH DEFINED 1 89200
TYCO INTERNATIONAL LTD SHS H89128104 4354 106850 SH DEFINED 1 106850
TYLER TECHNOLOGIES INC COM 902252105 63 2482 SH DEFINED 1 2482
TYSON FOODS INC CL A 902494103 1001 57687 SH DEFINED 1 57687
U S G CORP COM NEW 903293405 268 39800 SH DEFINED 1 39800
U S PHYSICAL THERAPY INC COM 90337L108 2089 112800 SH DEFINED 1 112800
UDR INC COM 902653104 1842 83202 SH DEFINED 1 83202
UGI CORP NEW COM 902681105 1116 42500 SH DEFINED 1 42500
UIL HLDG CORP COM 902748102 159 4816 SH DEFINED 1 4816
ULTA SALON COSMETCS & FRAG I COM 90384S303 2359 37900 SH DEFINED 1 37900
ULTIMATE SOFTWARE GROUP INC COM 90385D107 14792 316600 SH DEFINED 1 316600
ULTRA PETROLEUM CORP COM 903914109 829 29903 SH DEFINED 1 29903
ULTRATECH INC COM 904034105 42 2445 SH DEFINED 1 2445
UMB FINL CORP COM 902788108 99 3086 SH DEFINED 1 3086
UMPQUA HLDGS CORP COM 904214103 96 10914 SH DEFINED 1 10914
UNDER ARMOUR INC CL A 904311107 923 13900 SH DEFINED 1 13900
UNIFIRST CORP MASS COM 904708104 66 1458 SH DEFINED 1 1458
UNION DRILLING INC COM 90653P105 315 67000 SH DEFINED 1 67000
UNION PAC CORP COM 907818108 35827 438681 SH DEFINED 1 438681
UNISOURCE ENERGY CORP COM 909205106 127 3516 SH DEFINED 1 3516
UNIT CORP COM 909218109 580 15700 SH DEFINED 1 15700
UNITED BANKSHARES INC WEST V COM 909907107 86 4304 SH DEFINED 1 4304
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 15 1807 SH DEFINED 1 1807
UNITED FIRE & CAS CO COM 910331107 35 1991 SH DEFINED 1 1991
UNITED NAT FOODS INC COM 911163103 17313 467421 SH DEFINED 1 467421
UNITED ONLINE INC COM 911268100 44 8451 SH DEFINED 1 8451
UNITED PARCEL SERVICE INC CL B 911312106 25631 405879 SH DEFINED 1 405879
UNITED RENTALS INC COM 911363109 401 23823 SH DEFINED 1 23823
UNITED STATES STL CORP NEW COM 912909108 614 27883 SH DEFINED 1 27883
UNITED STATIONERS INC COM 913004107 115 4233 SH DEFINED 1 4233
UNITED TECHNOLOGIES CORP COM 913017109 17399 247289 SH DEFINED 1 247289
UNITED THERAPEUTICS CORP DEL COM 91307C102 739 19700 SH DEFINED 1 19700
UNITEDHEALTH GROUP INC COM 91324P102 12380 268441 SH DEFINED 1 268441
UNIVERSAL CORP VA COM 913456109 316 8800 SH DEFINED 1 8800
UNIVERSAL ELECTRS INC COM 913483103 23 1425 SH DEFINED 1 1425
UNIVERSAL FST PRODS INC COM 913543104 1656 68861 SH DEFINED 1 68861
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 40 1204 SH DEFINED 1 1204
UNIVERSAL HLTH SVCS INC CL B 913903100 1666 49000 SH DEFINED 1 49000
UNIVERSAL TECHNICAL INST INC COM 913915104 28 2038 SH DEFINED 1 2038
UNUM GROUP COM 91529Y106 2055 98033 SH DEFINED 1 98033
URBAN OUTFITTERS INC COM 917047102 7502 336117 SH DEFINED 1 336117
URS CORP NEW COM 903236107 896 30200 SH DEFINED 1 30200
URSTADT BIDDLE PPTYS INS CL A 917286205 35 2191 SH DEFINED 1 2191
US BANCORP DEL COM NEW 902973304 13699 581929 SH DEFINED 1 581929
USA MOBILITY INC COM 90341G103 28 2106 SH DEFINED 1 2106
UTI WORLDWIDE INC ORD G87210103 2525 193620 SH DEFINED 1 193620
V F CORP COM 918204108 22773 187404 SH DEFINED 1 187404
VALASSIS COMMUNICATIONS INC COM 918866104 335 17900 SH DEFINED 1 17900
VALE CAP II VALEP 6.75%12 91912F300 6740 100000 SH DEFINED 1 100000
VALE S A ADR 91912E105 4950 217102 SH DEFINED 1 217102
VALE S A ADR REPSTG PFD 91912E204 18501 881000 SH DEFINED 1 881000
VALERO ENERGY CORP NEW COM 91913Y100 2233 125581 SH DEFINED 1 125581
VALLEY NATL BANCORP COM 919794107 684 64611 SH DEFINED 1 64611
VALMONT INDS INC COM 920253101 8269 106100 SH DEFINED 1 106100
VALSPAR CORP COM 920355104 9307 298199 SH DEFINED 1 298199
VALUECLICK INC COM 92046N102 490 31500 SH DEFINED 1 31500
VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 218619 6099621 SH DEFINED 1 6099621
VARIAN MED SYS INC COM 92220P105 1198 22959 SH DEFINED 1 22959
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 1755 28700 SH DEFINED 1 28700
VCA ANTECH INC COM 918194101 526 32900 SH DEFINED 1 32900
VECTREN CORP COM 92240G101 2234 82500 SH DEFINED 1 82500
VEECO INSTRS INC DEL COM 922417100 95 3912 SH DEFINED 1 3912
VENTAS INC COM 92276F100 2655 53742 SH DEFINED 1 53742
VERA BRADLEY INC COM 92335C106 18130 502915 SH DEFINED 1 502915
VERIFONE SYS INC COM 92342Y109 23080 659052 SH DEFINED 1 659052
VERISIGN INC COM 92343E102 937 32754 SH DEFINED 1 32754
VERIZON COMMUNICATIONS INC COM 92343V104 71552 1944357 SH DEFINED 1 1944357
VERTEX PHARMACEUTICALS INC COM 92532F100 8554 192043 SH DEFINED 1 192043
VIACOM INC NEW CL B 92553P201 8638 222976 SH DEFINED 1 222976
VIAD CORP COM NEW 92552R406 33 1941 SH DEFINED 1 1941
VIASAT INC COM 92552V100 134 4014 SH DEFINED 1 4014
VICOR CORP COM 925815102 16 1872 SH DEFINED 1 1872
VIROPHARMA INC COM 928241108 131 7236 SH DEFINED 1 7236
VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 8383 7000000 PRN DEFINED 1 7000000
VIRTUSA CORP COM 92827P102 23 1769 SH DEFINED 1 1769
VISA INC COM CL A 92826C839 9574 111692 SH DEFINED 1 111692
VISHAY INTERTECHNOLOGY INC COM 928298108 499 59687 SH DEFINED 1 59687
VITAMIN SHOPPE INC COM 92849E101 104 2775 SH DEFINED 1 2775
VMWARE INC CL A COM 928563402 3239 40300 SH DEFINED 1 40300
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 36144 1408605 SH DEFINED 1 1408605
VOLCANO CORPORATION COM 928645100 5268 177800 SH DEFINED 1 177800
VOLTERRA SEMICONDUCTOR CORP COM 928708106 45 2364 SH DEFINED 1 2364
VORNADO RLTY TR SH BEN INT 929042109 2578 34549 SH DEFINED 1 34549
VULCAN MATLS CO COM 929160109 4326 156981 SH DEFINED 1 156981
WABTEC CORP COM 929740108 968 18300 SH DEFINED 1 18300
WADDELL & REED FINL INC CL A 930059100 818 32700 SH DEFINED 1 32700
WAL MART STORES INC COM 931142103 52190 1005580 SH DEFINED 1 1005580
WALGREEN CO COM 931422109 5812 176715 SH DEFINED 1 176715
WARNACO GROUP INC COM NEW 934390402 751 16300 SH DEFINED 1 16300
WASHINGTON FED INC COM 938824109 533 41865 SH DEFINED 1 41865
WASHINGTON POST CO CL B 939640108 329 1007 SH DEFINED 1 1007
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1981 70300 SH DEFINED 1 70300
WASTE CONNECTIONS INC COM 941053100 5545 163950 SH DEFINED 1 163950
WASTE MGMT INC DEL COM 94106L109 3641 111823 SH DEFINED 1 111823
WATERS CORP COM 941848103 1336 17694 SH DEFINED 1 17694
WATSCO INC COM 942622200 552 10800 SH DEFINED 1 10800
WATSON PHARMACEUTICALS INC COM 942683103 1665 24394 SH DEFINED 1 24394
WATTS WATER TECHNOLOGIES INC CL A 942749102 76 2838 SH DEFINED 1 2838
WAUSAU PAPER CORP COM 943315101 1108 173386 SH DEFINED 1 173386
WD-40 CO COM 929236107 63 1578 SH DEFINED 1 1578
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 19413 1589900 SH DEFINED 1 1589900
WEBSENSE INC COM 947684106 1896 109592 SH DEFINED 1 109592
WEBSTER FINL CORP CONN COM 947890109 427 27900 SH DEFINED 1 27900
WEINGARTEN RLTY INVS SH BEN INT 948741103 972 45900 SH DEFINED 1 45900
WELLCARE HEALTH PLANS INC COM 94946T106 615 16200 SH DEFINED 1 16200
WELLPOINT INC COM 94973V107 19419 297467 SH DEFINED 1 297467
WELLS FARGO & CO NEW COM 949746101 53062 2199901 SH DEFINED 1 2199901
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 31538 30920 SH DEFINED 1 30920
WENDYS CO COM 95058W100 525 114400 SH DEFINED 1 114400
WERNER ENTERPRISES INC COM 950755108 351 16850 SH DEFINED 1 16850
WESCO INTL INC COM 95082P105 3874 115480 SH DEFINED 1 115480
WEST PHARMACEUTICAL SVSC INC COM 955306105 2920 78708 SH DEFINED 1 78708
WESTAMERICA BANCORPORATION COM 957090103 925 24145 SH DEFINED 1 24145
WESTAR ENERGY INC COM 95709T100 2997 113432 SH DEFINED 1 113432
WESTERN DIGITAL CORP COM 958102105 1449 56329 SH DEFINED 1 56329
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 23639 700000 SH DEFINED 1 700000
WESTERN UN CO COM 959802109 14914 975423 SH DEFINED 1 975423
WEYERHAEUSER CO COM 962166104 3111 200036 SH DEFINED 1 200036
WGL HLDGS INC COM 92924F106 762 19500 SH DEFINED 1 19500
WHIRLPOOL CORP COM 963320106 4387 87907 SH DEFINED 1 87907
WHITING PETE CORP NEW COM 966387102 8086 230489 SH DEFINED 1 230489
WHOLE FOODS MKT INC COM 966837106 1963 30052 SH DEFINED 1 30052
WILEY JOHN & SONS INC CL A 968223206 804 18100 SH DEFINED 1 18100
WILLIAMS COS INC DEL COM 969457100 2779 114180 SH DEFINED 1 114180
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 26224 483476 SH DEFINED 1 483476
WILLIAMS SONOMA INC COM 969904101 1222 39700 SH DEFINED 1 39700
WILSHIRE BANCORP INC COM 97186T108 16 5706 SH DEFINED 1 5706
WINDSTREAM CORP COM 97381W104 11626 997629 SH DEFINED 1 997629
WINNEBAGO INDS INC COM 974637100 1092 157775 SH DEFINED 1 157775
WINTRUST FINANCIAL CORP COM 97650W108 2578 99886 SH DEFINED 1 99886
WISCONSIN ENERGY CORP COM 976657106 1878 60008 SH DEFINED 1 60008
WISDOMTREE INVTS INC COM 97717P104 875 124700 SH DEFINED 1 124700
WMS INDS INC COM 929297109 373 21200 SH DEFINED 1 21200
WOLVERINE WORLD WIDE INC COM 978097103 156 4696 SH DEFINED 1 4696
WOODWARD INC COM 980745103 3502 127800 SH DEFINED 1 127800
WORLD ACCEP CORP DEL COM 981419104 80 1427 SH DEFINED 1 1427
WORLD FUEL SVCS CORP COM 981475106 221 6778 SH DEFINED 1 6778
WORTHINGTON INDS INC COM 981811102 293 21000 SH DEFINED 1 21000
WPP PLC ADR 92933H101 249 5400 SH DEFINED 1 5400
WRIGHT EXPRESS CORP COM 98233Q105 140 3682 SH DEFINED 1 3682
WYNDHAM WORLDWIDE CORP COM 98310W108 925 32429 SH DEFINED 1 32429
WYNN RESORTS LTD COM 983134107 26280 228363 SH DEFINED 1 228363
XCEL ENERGY INC COM 98389B100 5468 221222 SH DEFINED 1 221222
XEROX CORP COM 984121103 1897 272190 SH DEFINED 1 272190
XILINX INC COM 983919101 1406 51233 SH DEFINED 1 51233
XL GROUP PLC SHS G98290102 840 44700 SH DEFINED 1 44700
XO GROUP INC COM 983772104 24 2890 SH DEFINED 1 2890
XYRATEX LTD COM G98268108 827 89200 SH DEFINED 1 89200
YAHOO INC COM 984332106 3774 286702 SH DEFINED 1 286702
YOUKU COM INC SPONSORED ADR 98742U100 4073 248952 SH DEFINED 1 248952
YUM BRANDS INC COM 988498101 4463 90356 SH DEFINED 1 90356
ZALE CORP NEW COM 988858106 7 2482 SH DEFINED 1 2482
ZEBRA TECHNOLOGIES CORP CL A 989207105 18426 595550 SH DEFINED 1 595550
ZEP INC COM 98944B108 31 2092 SH DEFINED 1 2092
ZIMMER HLDGS INC COM 98956P102 4127 77149 SH DEFINED 1 77149
ZIONS BANCORPORATION COM 989701107 503 35709 SH DEFINED 1 35709
ZOLL MED CORP COM 989922109 80 2110 SH DEFINED 1 2110
ZUMIEZ INC COM 989817101 36 2075 SH DEFINED 1 2075