-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, M+/9o2/Av7Kd5WXAML+LlNZgsCxQPSkt+xuWR/8i2a2ChCvn7Yxh0QGSTpji8dsI ghqck2SgSMn/xnouT1L5ow== 0001214717-10-000002.txt : 20100212 0001214717-10-000002.hdr.sgml : 20100212 20100212121443 ACCESSION NUMBER: 0001214717-10-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100212 DATE AS OF CHANGE: 20100212 EFFECTIVENESS DATE: 20100212 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GEODE CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0001214717 IRS NUMBER: 043537967 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10386 FILM NUMBER: 10596501 BUSINESS ADDRESS: STREET 1: 1 POST OFFICE SQUARE STREET 2: 28TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 617-392-8533 MAIL ADDRESS: STREET 1: 1 POST OFFICE SQUARE STREET 2: 28TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 13F-HR 1 gcm13f-12312009.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: December 31, 2009 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: Geode Capital Management, LLC Address: One Post Office Square, 28th Floor Boston, MA 02109 13F File Number: 28-10386 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: Jeffrey S. Miller Title: Chief Operating Officer Geode Capital Management, LLC Phone: 617-392-8533 Signature, Place, and Date of Signing: /s/ Jeffrey S. Miller Boston, MA February 12, 2010 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 3712 Form 13F Information Table Value Total: $58,306,527 (x1000) List of Other Included Managers: No. Form 13F File Number Name 1 28-10533 Geode Capital Holdings LLC 2 28-10985 Geode Capital Management LP
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER . -TITLE OF CLASS- --CUSIP-- X$1000 PRN AMT PRN CALL DSCRETN.-MANAGERS SOLE SHARED NONE 1 800 FLOWERS COM CL A CL A 68243Q106 192 72633 SH DEFINED 1 72633 0 0 1ST SOURCE CORP COM COM 336901103 528 32844 SH DEFINED 1 32844 0 0 21ST CENTY HLDG CO COM COM 90136Q100 46 11428 SH DEFINED 1 11428 0 0 3-D SYS CORP DEL COM NEW COM NEW 88554D205 289 25617 SH DEFINED 1 25617 0 0 3COM CORP COM COM 885535104 8069 1075893 SH DEFINED 1 1075893 0 0 3M CO COM 88579Y101 322941 3906391 SH DEFINED 1 3906391 0 0 3PAR INC -REDH COM 88580F109 905 76341 SH DEFINED 1 76341 0 0 4 KIDS ENTMT INC COM COM 350865101 51 31787 SH DEFINED 1 31787 0 0 8X8 INC NEW COM COM 282914100 51 33983 SH DEFINED 1 33983 0 0 99 CENTS ONLY STORES COM COM 65440K106 1253 95890 SH DEFINED 1 95890 0 0 A C MOORE ARTS & CRAFTS INC CO COM 00086T103 80 27105 SH DEFINED 1 27105 0 0 A D C TELECOMMUNICATIONS COM COM NEW 000886309 1726 277885 SH DEFINED 1 277885 0 0 A D C TELECOMMUNICATIONS COM COM NEW 000886309 247 39700 SH DEFINED 1 2 39700 0 0 A. H. BELO CORP COM CL A 001282102 141 24427 SH DEFINED 1 24427 0 0 A123 SYSTEMS INC. COM 03739T108 1597 71160 SH DEFINED 1 71160 0 0 AA 5 1/4 03/15/14 NOTE 5.250% 3/1 013817AT8 13025 5000000 PRN DEFINED 1 2 5000000 0 0 AAI 5 1/2 04/15/15 NOTE 5.500% 4/1 00949PAC2 8704 5750000 PRN DEFINED 1 2 5750000 0 0 AAI 5 1/4 11/1/16 NOTE 5.250%11/0 00949PAD0 816 750000 PRN DEFINED 1 2 750000 0 0 AAON INC COM PAR $0.004 COM PAR $0.004 000360206 1031 52876 SH DEFINED 1 52876 0 0 AAR CORP COM COM 000361105 1897 82551 SH DEFINED 1 82551 0 0 AARON RENTS INC COM COM 002535201 3044 109760 SH DEFINED 1 109760 0 0 AASTROM BIOSCIENCES INC COM COM 00253U107 58 188983 SH DEFINED 1 188983 0 0 ABAXIS INC COM 002567105 1874 73334 SH DEFINED 1 73334 0 0 ABBOTT LABS COM COM 002824100 471721 8737186 SH DEFINED 1 8737186 0 0 ABERCROMBIE & FITCH CO CL A CL A 002896207 13729 393957 SH DEFINED 1 393957 0 0 ABINGTON BANCORP INC COM 00350L109 279 40451 SH DEFINED 1 40451 0 0 ABIOMED INC COM COM 003654100 911 104269 SH DEFINED 1 104269 0 0 ABM INDS INC COM COM 000957100 2186 105800 SH DEFINED 1 105800 0 0 ABOVENET INC. COM 00374N107 3206 49289 SH DEFINED 1 49289 0 0 ABRAXAS PETE CORP COM COM 003830106 97 50751 SH DEFINED 1 50751 0 0 ABRAXIS BIOSCIENCE INC-W/I COM 00383Y102 585 14438 SH DEFINED 1 14438 0 0 ABX 2 3/4 10/15/23 DBCV 2.750%10/1 725906AK7 18027 11000000 PRN DEFINED 1 2 11000000 0 0 ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 755 82892 SH DEFINED 1 82892 0 0 ACADIA PHARMACEUTICALS INC COM COM 004225108 180 136690 SH DEFINED 1 136690 0 0 ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 1644 97446 SH DEFINED 1 97446 0 0 ACCELRYS INC COM COM 00430U103 281 49121 SH DEFINED 1 49121 0 0 ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 165 3986 SH DEFINED 1 3986 0 0 ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 1216 29300 SH DEFINED 1 2 29300 0 0 ACCO BRANDS CORP COM 00081T108 869 119414 SH DEFINED 1 119414 0 0 ACCO BRANDS CORP COM 00081T108 154 21200 SH DEFINED 1 2 21200 0 0 ACCURAY INC COM 004397105 687 122463 SH DEFINED 1 122463 0 0 ACETO CORP COM COM 004446100 366 71021 SH DEFINED 1 71021 0 0 ACI WORLDWIDE INC COM 004498101 1574 91788 SH DEFINED 1 91788 0 0 ACME PACKET INC COM 004764106 965 87707 SH DEFINED 1 87707 0 0 ACORDA THERAPEUTICS INC-REDH COM 00484M106 2271 90044 SH DEFINED 1 90044 0 0 ACTEL CORP COM COM 004934105 1089 91662 SH DEFINED 1 91662 0 0 ACTIVE POWER INC COM COM 00504W100 66 60310 SH DEFINED 1 60310 0 0 ACTIVIDENTITY CORP COM 00506P103 245 104232 SH DEFINED 1 104232 0 0 ACTIVISION BLIZZARD INC COM 00507V109 14868 1338247 SH DEFINED 1 1338247 0 0 ACTUANT CORP CL A NEW CL A NEW 00508X203 2365 127630 SH DEFINED 1 127630 0 0 ACTUATE CORP COM COM 00508B102 628 146823 SH DEFINED 1 146823 0 0 ACUITY BRANDS INC COM COM 00508Y102 3008 84400 SH DEFINED 1 84400 0 0 ACURA PHARMACEUTIALS INC COM NEW 00509L703 75 14075 SH DEFINED 1 14075 0 0 ACXIOM CORP COM COM 005125109 2826 210600 SH DEFINED 1 210600 0 0 ADAMS RESOURCES & ENERGY INC COM NEW 006351308 309 14021 SH DEFINED 1 14021 0 0 ADAPTEC INC COM COM 00651F108 1088 324788 SH DEFINED 1 324788 0 0 ADMINISTAFF INC COM COM 007094105 1043 44203 SH DEFINED 1 44203 0 0 ADOBE SYS INC COM COM 00724F101 92014 2501732 SH DEFINED 1 2501732 0 0 ADOLOR CORP COM COM 00724X102 151 103560 SH DEFINED 1 103560 0 0 ADS 1 3/4 08/01/13 NOTE 1.750% 8/0 018581AD0 3051 3000000 PRN DEFINED 1 2 3000000 0 0 ADTRAN INC COM COM 00738A106 3089 137002 SH DEFINED 1 137002 0 0 ADVANCE AMERICA CASH ADVANCE COM 00739W107 539 96862 SH DEFINED 1 96862 0 0 ADVANCE AMERICA CASH ADVANCE COM 00739W107 315 56600 SH DEFINED 1 2 56600 0 0 ADVANCED ANALOGIC TECHNOLOGIES COM 00752J108 407 103293 SH DEFINED 1 103293 0 0 ADVANCED AUTO PARTS INC COM COM 00751Y106 8285 204668 SH DEFINED 1 204668 0 0 ADVANCED BATTERY TECH INC COM 00752H102 394 98384 SH DEFINED 1 98384 0 0 ADVANCED ENERGY INDS COM COM 007973100 1436 95241 SH DEFINED 1 95241 0 0 ADVANCED MICRO DEVICES INC COM COM 007903107 25163 2599474 SH DEFINED 1 2599474 0 0 ADVANCED PHOTONIX INC CL A CL A 00754E107 11 16420 SH DEFINED 1 16420 0 0 ADVENT SOFTWARE INC COM COM 007974108 1661 40770 SH DEFINED 1 40770 0 0 ADVISORY BRD CO COM COM 00762W107 1361 44385 SH DEFINED 1 44385 0 0 AECOM TECHNOLOGY CORP -REDH COM 00766T100 5489 199602 SH DEFINED 1 199602 0 0 AEHR TEST SYSTEMS COM COM 00760J108 17 12637 SH DEFINED 1 12637 0 0 AEP INDS INC COM COM 001031103 571 14907 SH DEFINED 1 14907 0 0 AEP INDS INC COM COM 001031103 46 1200 SH DEFINED 1 2 1200 0 0 AEROPOSTALE COM COM 007865108 5464 160458 SH DEFINED 1 160458 0 0 AEROVIRONMENT INC COM 008073108 1183 40678 SH DEFINED 1 40678 0 0 AES CORP COM COM 00130H105 41667 3130496 SH DEFINED 1 3130496 0 0 AES CORP COM COM 00130H105 463 34800 SH DEFINED 1 2 34800 0 0 AETERNA ZENTARIS INC COM 007975204 8 10001 SH DEFINED 1 10001 0 0 AETNA INC NEW COM COM 00817Y108 63448 2001517 SH DEFINED 1 2001517 0 0 AFC ENTERPRISES INC COM COM 00104Q107 792 97065 SH DEFINED 1 97065 0 0 AFFILIATED COMPUTER SERVICE CL CL A 008190100 26059 436566 SH DEFINED 1 436566 0 0 AFFILIATED COMPUTER SERVICE CL CL A 008190100 1080 18100 SH DEFINED 1 2 18100 0 0 AFFILIATED MANAGERS GROUP COM COM 008252108 5908 87714 SH DEFINED 1 87714 0 0 AFFYMAX INC COM 00826A109 258 10423 SH DEFINED 1 10423 0 0 AFFYMETRIX INC COM COM 00826T108 1332 228021 SH DEFINED 1 228021 0 0 AFFYMETRIX INC COM COM 00826T108 105 17900 SH DEFINED 1 2 17900 0 0 AFLAC INC COM COM 001055102 106411 2300773 SH DEFINED 1 2300773 0 0 AFTERMARKET TECHNOLOGY CORP CO COM 00211W104 1681 70484 SH DEFINED 1 70484 0 0 AFTERMARKET TECHNOLOGY CORP CO COM 00211W104 525 22000 SH DEFINED 1 2 22000 0 0 AGA MEDICAL HOLDINGS INC COM 008368102 300 20281 SH DEFINED 1 20281 0 0 AGCO CORP COM COM 001084102 6545 202384 SH DEFINED 1 202384 0 0 AGILENT TECHNOLOGIES INC COM COM 00846U101 48473 1560108 SH DEFINED 1 1560108 0 0 AGILYSYS INC COM 00847J105 566 62228 SH DEFINED 1 62228 0 0 AGL RES INC COM COM 001204106 5915 162198 SH DEFINED 1 162198 0 0 AGL RES INC COM COM 001204106 631 17300 SH DEFINED 1 2 17300 0 0 AGREE REALTY CORP COM 008492100 629 26996 SH DEFINED 1 26996 0 0 AGRIUM INC COM COM 008916108 1312 21073 SH DEFINED 1 21073 0 0 AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 1279 38046 SH DEFINED 1 38046 0 0 AIR PRODS & CHEMS INC COM COM 009158106 77616 957512 SH DEFINED 1 957512 0 0 AIR TRANSPORT SERVICES GROUP I COM 00922R105 277 105088 SH DEFINED 1 105088 0 0 AIR TRANSPORT SERVICES GROUP I COM 00922R105 55 20800 SH DEFINED 1 2 20800 0 0 AIRCASTLE LTD COM G0129K104 1142 115901 SH DEFINED 1 115901 0 0 AIRCASTLE LTD COM G0129K104 728 73900 SH DEFINED 1 2 73900 0 0 AIRGAS INC COM COM 009363102 17214 361645 SH DEFINED 1 361645 0 0 AIRTRAN HLDGS INC COM COM 00949P108 1226 234810 SH DEFINED 1 234810 0 0 AIRVANA INC COM 00950V101 646 85054 SH DEFINED 1 85054 0 0 AK STL HLDG CORP COM COM 001547108 10770 504430 SH DEFINED 1 504430 0 0 AKAMAI TECHNOLOGIES INC COM COM 00971T101 20507 809600 SH DEFINED 1 809600 0 0 AKEENA SOLAR INC COM 009720103 44 35000 SH DEFINED 1 35000 0 0 AKORN INC COM COM 009728106 334 186315 SH DEFINED 1 186315 0 0 ALAMO GROUP INC COM COM 011311107 484 28199 SH DEFINED 1 28199 0 0 ALASKA AIR GROUP INC COM COM 011659109 2760 79852 SH DEFINED 1 79852 0 0 ALASKA COMMUNICATIONS SYS G CO COM 01167P101 1357 170005 SH DEFINED 1 170005 0 0 ALBANY INTL CORP CL A CL A 012348108 1364 60713 SH DEFINED 1 60713 0 0 ALBANY MOLECULAR RESH INC COM COM 012423109 773 85121 SH DEFINED 1 85121 0 0 ALBEMARLE CORP COM COM 012653101 6872 188938 SH DEFINED 1 188938 0 0 ALBERTO CULVER CO CL B CONV COM 013078100 5504 187915 SH DEFINED 1 187915 0 0 ALCOA INC COM COM 013817101 85649 5313193 SH DEFINED 1 5313193 0 0 ALCOA INC COM COM 013817101 982 60900 SH DEFINED 1 2 60900 0 0 ALEXANDER & BALDWIN INC COM COM 014482103 2900 84734 SH DEFINED 1 84734 0 0 ALEXANDERS INC COM COM 014752109 1812 5952 SH DEFINED 1 5952 0 0 ALEXANDRIA REAL ESTATE EQ I CO COM 015271109 5634 87638 SH DEFINED 1 87638 0 0 ALEXION PHARMACEUTICALS INC CO COM 015351109 9715 198995 SH DEFINED 1 198995 0 0 ALEXZA PHARMACEUTICALS INC COM 015384100 110 45848 SH DEFINED 1 45848 0 0 ALICO INC COM COM 016230104 227 7986 SH DEFINED 1 7986 0 0 ALIGN TECHNOLOGY INC COM COM 016255101 2716 152395 SH DEFINED 1 152395 0 0 ALKERMES INC COM COM 01642T108 2019 214509 SH DEFINED 1 214509 0 0 ALLEGHANY CORP DEL COM COM 017175100 3550 12861 SH DEFINED 1 12861 0 0 ALLEGHENY ENERGY INC COM COM 017361106 17946 764298 SH DEFINED 1 764298 0 0 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 19543 436530 SH DEFINED 1 436530 0 0 ALLEGIANT TRAVEL CO COM 01748X102 2035 43151 SH DEFINED 1 43151 0 0 ALLEGIANT TRAVEL CO COM 01748X102 524 11100 SH DEFINED 1 2 11100 0 0 ALLERGAN INC COM COM 018490102 88611 1406299 SH DEFINED 1 1406299 0 0 ALLETE INC COM COM NEW 018522300 2911 89090 SH DEFINED 1 89090 0 0 ALLIANCE DATA SYSTEMS CORP COM COM 018581108 7964 123295 SH DEFINED 1 123295 0 0 ALLIANCE FIBER OPTIC PRODS COM COM 018680108 31 25899 SH DEFINED 1 25899 0 0 ALLIANCE FINANCIAL CORP COM 019205103 467 17203 SH DEFINED 1 17203 0 0 ALLIANCE IMAGING INC COM NEW COM NEW 018606202 664 116327 SH DEFINED 1 116327 0 0 ALLIANCE ONE INTERNATIONAL INC COM 018772103 1141 233728 SH DEFINED 1 233728 0 0 ALLIANCE ONE INTERNATIONAL INC COM 018772103 40 8200 SH DEFINED 1 2 8200 0 0 ALLIANCEBERNSTEIN GLOBAL HIGH COM 01879R106 170 12800 PRN DEFINED 1 2 12800 0 0 ALLIANCEBERNSTEIN HLDG LP UNIT LTD PARTN 01881G106 281 10000 SH DEFINED 1 2 10000 0 0 ALLIANT ENERGY CORP COM COM 018802108 6890 227690 SH DEFINED 1 227690 0 0 ALLIANT TECHSYSTEMS INC COM COM 018804104 6076 68829 SH DEFINED 1 68829 0 0 ALLIED HEALTHCARE INTL INC COM 01923A109 125 42980 SH DEFINED 1 42980 0 0 ALLIED NEVADA GOLD CORP COM 019344100 1895 125636 SH DEFINED 1 125636 0 0 ALLIED WORLD ASSNC HDGS-REDH SHS G0219G203 3690 80098 SH DEFINED 1 80098 0 0 ALLION HEALTHCARE INC COM 019615103 217 33141 SH DEFINED 1 33141 0 0 ALLIS-CHALMERS ENERGY INC COM PAR $.01NW 019645506 258 68331 SH DEFINED 1 68331 0 0 ALLOS THERAPEUTICS INC COM COM 019777101 1401 213292 SH DEFINED 1 213292 0 0 ALLOY INC COM NEW COM 019855303 107 13742 SH DEFINED 1 13742 0 0 ALLSCRIPTS HEALTHCARE SOLUT CO COM 01988P108 2747 135809 SH DEFINED 1 135809 0 0 ALLSTATE CORP COM COM 020002101 88015 2929943 SH DEFINED 1 2929943 0 0 ALMOST FAMILY INC COM 020409108 682 17256 SH DEFINED 1 17256 0 0 ALNYLAM PHARMACEUTICALS INC CO COM 02043Q107 1636 92856 SH DEFINED 1 92856 0 0 ALON USA ENERGY INC COM 020520102 323 47181 SH DEFINED 1 47181 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 14861 342568 SH DEFINED 1 342568 0 0 ALPHATEC HOLDINGS INC -REDH COM 02081G102 184 34401 SH DEFINED 1 34401 0 0 ALTAIR NANOTECHNOLOGIES INC COM 021373105 147 166864 SH DEFINED 1 166864 0 0 ALTERA CORP COM COM 021441100 30936 1367047 SH DEFINED 1 1367047 0 0 ALTRA HLDGS INC COM 02208R106 1436 116272 SH DEFINED 1 116272 0 0 ALTRIA GROUP INC COM 02209S103 225995 11512752 SH DEFINED 1 11512752 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 1670 43917 SH DEFINED 1 43917 0 0 AMAZON COM INC COM COM 023135106 252928 1880228 SH DEFINED 1 1880228 0 0 AMB PROPERTY CORP COM COM 00163T109 7623 298351 SH DEFINED 1 298351 0 0 AMBAC FINL GROUP INC COM COM 023139108 647 779049 SH DEFINED 1 779049 0 0 AMBASSADORS GROUP INC COM COM 023177108 618 46481 SH DEFINED 1 46481 0 0 AMCOL INTL CORP COM COM 02341W103 1675 58940 SH DEFINED 1 58940 0 0 AMCORE FINL INC COM COM 023912108 45 35985 SH DEFINED 1 35985 0 0 AMEDISYS INC COM COM 023436108 2963 61014 SH DEFINED 1 61014 0 0 AMERCO COM COM 023586100 781 15715 SH DEFINED 1 15715 0 0 AMEREN CORP COM COM 023608102 28959 1036105 SH DEFINED 1 1036105 0 0 AMEREN CORP COM COM 023608102 126 4500 SH DEFINED 1 2 4500 0 0 AMERICA SERVICE GROUP INC COM 02364L109 493 31065 SH DEFINED 1 31065 0 0 AMERICAN APPAREL INC -REDH COM 023850100 217 70077 SH DEFINED 1 70077 0 0 AMERICAN AXLE & MFG HLDGS I CO COM 024061103 1050 130897 SH DEFINED 1 130897 0 0 AMERICAN CAMPUS COMMUNITIES COM 024835100 3185 113340 SH DEFINED 1 113340 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 1317 49617 SH DEFINED 1 49617 0 0 AMERICAN CAPITAL STRATEGIES CO COM 02503Y103 71 29208 SH DEFINED 1 29208 0 0 AMERICAN CAPITAL STRATEGIES CO COM 02503Y103 157 64400 SH DEFINED 1 2 64400 0 0 AMERICAN COMMERCIAL LINES INC COM PAR $0.01 025195405 579 31614 SH DEFINED 1 31614 0 0 AMERICAN COMMERCIAL LINES INC COM PAR $0.01 025195405 29 1600 SH DEFINED 1 2 1600 0 0 AMERICAN DENTAL PARTNERS INC COM 025353103 503 38991 SH DEFINED 1 38991 0 0 AMERICAN EAGLE OUTFITTERS N CO COM 02553E106 6130 361019 SH DEFINED 1 361019 0 0 AMERICAN ECOLOGY CORP COM NEW 025533407 909 53337 SH DEFINED 1 53337 0 0 AMERICAN ELEC PWR INC COM COM 025537101 92469 2657926 SH DEFINED 1 2657926 0 0 AMERICAN EQUITY INVT LIFE HL COM 025676206 1120 150492 SH DEFINED 1 150492 0 0 AMERICAN EXPRESS CO COM COM 025816109 270179 6667794 SH DEFINED 1 6667794 0 0 AMERICAN FINL GROUP INC OHI CO COM 025932104 5018 201134 SH DEFINED 1 201134 0 0 AMERICAN GREETINGS CORP CL A CL A 026375105 2047 93930 SH DEFINED 1 93930 0 0 AMERICAN GREETINGS CORP CL A CL A 026375105 266 12200 SH DEFINED 1 2 12200 0 0 AMERICAN INTL GROUP INC COM COM NEW 026874784 18135 604910 SH DEFINED 1 604910 0 0 AMERICAN ITALIAN PASTA CO CL A CL A 027070101 2148 61732 SH DEFINED 1 61732 0 0 AMERICAN MED SYS HLDGS INC COM COM 02744M108 5743 297732 SH DEFINED 1 297732 0 0 AMERICAN NATL INS CO COM COM 028591105 4215 35286 SH DEFINED 1 35286 0 0 AMERICAN OIL & GAS INC COM 028723104 185 44073 SH DEFINED 1 44073 0 0 AMERICAN PHYSICIANS CAPITAL CO COM 028884104 1188 39176 SH DEFINED 1 39176 0 0 AMERICAN PHYSICIANS SVC GP COM 028882108 268 11616 SH DEFINED 1 11616 0 0 AMERICAN PUBLIC EDUCATION COM 02913V103 1789 52075 SH DEFINED 1 52075 0 0 AMERICAN RAILCAR INDUSTRIES COM 02916P103 271 24633 SH DEFINED 1 24633 0 0 AMERICAN REPROGRAPHICS COM 029263100 525 74837 SH DEFINED 1 74837 0 0 AMERICAN SCIENCE & ENGR INC CO COM 029429107 2009 26493 SH DEFINED 1 26493 0 0 AMERICAN SOFTWARE INC CL A CL A 029683109 181 30159 SH DEFINED 1 30159 0 0 AMERICAN STS WTR CO COM COM 029899101 2509 70858 SH DEFINED 1 70858 0 0 AMERICAN SUPERCONDUCTOR COR CO COM 030111108 4087 99926 SH DEFINED 1 99926 0 0 AMERICAN TECHNOLOGY CORP COM N COM NEW 030145205 18 11973 SH DEFINED 1 11973 0 0 AMERICAN TOWER CORP CL A CL A 029912201 78299 1812048 SH DEFINED 1 1812048 0 0 AMERICAN VANGUARD CORP COM COM 030371108 573 68995 SH DEFINED 1 68995 0 0 AMERICAN WATER WORKS CO-REDH COM 030420103 5162 230323 SH DEFINED 1 230323 0 0 AMERICAN WOODMARK CORP COM COM 030506109 474 24107 SH DEFINED 1 24107 0 0 AMERICANWEST BANCORPORATION CO COM 03058P109 10 24658 SH DEFINED 1 24658 0 0 AMERICAS CAR MART INC COM COM 03062T105 628 23833 SH DEFINED 1 23833 0 0 AMERICREDIT CORP COM COM 03060R101 2473 129897 SH DEFINED 1 129897 0 0 AMERIGON INCORPORATED COM 03070L300 360 45297 SH DEFINED 1 45297 0 0 AMERIGROUP CORP COM COM 03073T102 2878 106749 SH DEFINED 1 106749 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 44975 1158562 SH DEFINED 1 1158562 0 0 AMERIS BANCORP COM COM 03076K108 181 25313 SH DEFINED 1 25313 0 0 AMERISAFE INC COM 03071H100 1741 96893 SH DEFINED 1 96893 0 0 AMERISOURCEBERGEN CORP COM COM 03073E105 34461 1321876 SH DEFINED 1 1321876 0 0 AMERISOURCEBERGEN CORP COM COM 03073E105 441 16900 SH DEFINED 1 2 16900 0 0 AMERISTAR CASINOS INC COM COM 03070Q101 727 47767 SH DEFINED 1 47767 0 0 AMERITYRE CORP COM 03073V107 10 31741 SH DEFINED 1 31741 0 0 AMERON INTL INC COM COM 030710107 1262 19885 SH DEFINED 1 19885 0 0 AMES NATIONAL CORP COM 031001100 324 15335 SH DEFINED 1 15335 0 0 AMETEK INC NEW COM COM 031100100 8508 222497 SH DEFINED 1 222497 0 0 AMGEN INC COM COM 031162100 327264 5785122 SH DEFINED 1 5785122 0 0 AMGEN INC COM COM 031162100 2172 38400 SH DEFINED 1 2 38400 0 0 AMICAS INC COM 001712108 344 63144 SH DEFINED 1 63144 0 0 AMICUS THERAPEUTICS INC-REDH COM 03152W109 48 12082 SH DEFINED 1 12082 0 0 AMKOR TECHNOLOGY INC COM COM 031652100 2162 301950 SH DEFINED 1 301950 0 0 AMMD 4 9/15/41 NOTE 4.000% 9/1 02744MAB4 7292 6000000 PRN DEFINED 1 2 6000000 0 0 AMN HEALTHCARE SERVICES INC CO COM 001744101 1143 126199 SH DEFINED 1 126199 0 0 AMN HEALTHCARE SERVICES INC CO COM 001744101 209 23100 SH DEFINED 1 2 23100 0 0 AMPCO-PITTSBURGH CORP COM COM 032037103 562 17812 SH DEFINED 1 17812 0 0 AMPHENOL CORP NEW CL A CL A 032095101 35830 775872 SH DEFINED 1 775872 0 0 AMR CORP COM COM 001765106 5444 704309 SH DEFINED 1 704309 0 0 AMSURG CORP COM COM 03232P405 2052 93192 SH DEFINED 1 93192 0 0 AMSURG CORP COM COM 03232P405 1376 62500 SH DEFINED 1 2 62500 0 0 AMTRUST FINANCIAL SVCS -REDH COM 032359309 942 79664 SH DEFINED 1 79664 0 0 AMYLIN PHARMACEUTICALS INC COM COM 032346108 4705 331552 SH DEFINED 1 331552 0 0 ANADARKO PETE CORP COM COM 032511107 142719 2286427 SH DEFINED 1 2286427 0 0 ANADIGICS INC COM COM 032515108 578 137069 SH DEFINED 1 137069 0 0 ANADYS PHARMACEUTICALS INC COM 03252Q408 238 112560 SH DEFINED 1 112560 0 0 ANALOG DEVICES INC COM COM 032654105 41550 1315693 SH DEFINED 1 1315693 0 0 ANALOGIC CORP COM PAR $0.05 COM PAR $0.05 032657207 1205 31297 SH DEFINED 1 31297 0 0 ANAREN INC COM 032744104 1031 68510 SH DEFINED 1 68510 0 0 ANCESTRY.COM INC COM 032803108 285 20351 SH DEFINED 1 20351 0 0 ANCHOR BANCORP WIS INC COM COM 032839102 28 45159 SH DEFINED 1 45159 0 0 ANDERSONS INC COM COM 034164103 1548 59944 SH DEFINED 1 59944 0 0 ANDERSONS INC COM COM 034164103 454 17600 SH DEFINED 1 2 17600 0 0 ANGIODYNAMICS INC COM COM 03475V101 1359 84538 SH DEFINED 1 84538 0 0 ANIKA THERAPEUTICS INC COM COM 035255108 111 14588 SH DEFINED 1 14588 0 0 ANIMAL HEALTH INTL INC COM 03525N109 87 36405 SH DEFINED 1 36405 0 0 ANIXTER INTL INC COM COM 035290105 3289 69821 SH DEFINED 1 69821 0 0 ANIXTER INTL INC COM COM 035290105 47 1000 SH DEFINED 1 2 1000 0 0 ANNALY MTG MGMT INC COM COM 035710409 26373 1520041 SH DEFINED 1 1520041 0 0 ANNTAYLOR STORES CORP COM COM 036115103 1941 142323 SH DEFINED 1 142323 0 0 ANSYS INC COM COM 03662Q105 8280 190530 SH DEFINED 1 190530 0 0 ANTARES PHARMA INC COM 036642106 41 35986 SH DEFINED 1 35986 0 0 ANTIGENICS INC DEL COM COM 037032109 44 68878 SH DEFINED 1 68878 0 0 ANWORTH MORTGAGE ASSET CP COM COM 037347101 1849 264194 SH DEFINED 1 264194 0 0 AOL INC COM 00184X105 5342 229460 SH DEFINED 1 229460 0 0 AOL INC COM 00184X105 144 6200 SH DEFINED 1 2 6200 0 0 AON CORP COM COM 037389103 46488 1212527 SH DEFINED 1 1212527 0 0 APAC CUSTOMER SERVICES INC COM COM 00185E106 312 52428 SH DEFINED 1 52428 0 0 APACHE CORP COM COM 037411105 162063 1570838 SH DEFINED 1 1570838 0 0 APACHE CORP COM COM 037411105 186 1800 SH DEFINED 1 2 1800 0 0 APARTMENT INVT & MGMT CO CL A CL A 03748R101 8715 547433 SH DEFINED 1 547433 0 0 APCO OIL & GAS INTERNATIONAL I SHS G0471F109 540 24435 SH DEFINED 1 24435 0 0 APOGEE ENTERPRISES INC COM COM 037598109 1674 119573 SH DEFINED 1 119573 0 0 APOGEE ENTERPRISES INC COM COM 037598109 615 43900 SH DEFINED 1 2 43900 0 0 APOLLO COMMERCIAL REAL ESTAT COM 03762U105 376 20901 SH DEFINED 1 20901 0 0 APOLLO GROUP INC CL A CL A 037604105 37207 614173 SH DEFINED 1 614173 0 0 APOLLO GROUP INC CL A CL A 037604105 388 6400 SH DEFINED 1 2 6400 0 0 APPLE COMPUTER INC COM COM 037833100 1084935 5145284 SH DEFINED 1 5145284 0 0 APPLIED ENERGETICS INC COM 03819M106 19 58006 SH DEFINED 1 58006 0 0 APPLIED INDL TECHNOLOGIES I CO COM 03820C105 1785 80899 SH DEFINED 1 80899 0 0 APPLIED MATLS INC COM COM 038222105 86053 6173069 SH DEFINED 1 6173069 0 0 APPLIED MICRO CIRCUITS CORP CO COM NEW 03822W406 1061 141985 SH DEFINED 1 141985 0 0 APPLIED SIGNAL TECHNOLOGY I CO COM 038237103 748 38754 SH DEFINED 1 38754 0 0 APPROACH RESOURCES INC COM 03834A103 129 16656 SH DEFINED 1 16656 0 0 APTARGROUP INC COM COM 038336103 4646 130007 SH DEFINED 1 130007 0 0 AQUA AMERICA INC COM 03836W103 5870 335246 SH DEFINED 1 335246 0 0 ARBINET-THEXCHANGE INC COM 03875P100 68 27601 SH DEFINED 1 27601 0 0 ARBITRON INC COM COM 03875Q108 1328 56718 SH DEFINED 1 56718 0 0 ARBOR REALTY TRUST INC COM 038923108 82 41147 SH DEFINED 1 41147 0 0 ARCADIA RESOURCES INC COM 039209101 83 165301 SH DEFINED 1 165301 0 0 ARCH CAPITAL GROUP LTD ORD G0450A105 8838 123517 SH DEFINED 1 123517 0 0 ARCH CAPITAL GROUP LTD ORD G0450A105 50 700 SH DEFINED 1 2 700 0 0 ARCH CHEMICALS INC COM COM 03937R102 2288 74096 SH DEFINED 1 74096 0 0 ARCH COAL INC COM COM 039380100 7649 343770 SH DEFINED 1 343770 0 0 ARCHER DANIELS MIDLAND CO COM COM 039483102 97103 3101334 SH DEFINED 1 3101334 0 0 ARCHIPELAGO LEARNING INC COM 03956P102 346 16723 SH DEFINED 1 16723 0 0 ARCSIGHT INC-REDH COM 039666102 1891 73907 SH DEFINED 1 73907 0 0 ARCTIC CAT INC COM COM 039670104 236 25809 SH DEFINED 1 25809 0 0 ARDEA BIOSCIENCES INC COM 03969P107 229 16387 SH DEFINED 1 16387 0 0 ARDEN GROUP INC CL A CL A 039762109 251 2630 SH DEFINED 1 2630 0 0 ARENA PHARMACEUTICALS INC COM COM 040047102 1123 316382 SH DEFINED 1 316382 0 0 ARENA RESOURCES INC COM 040049108 3646 84557 SH DEFINED 1 84557 0 0 ARGO GROUP INTERNATIONAL COM G0464B107 2104 72192 SH DEFINED 1 72192 0 0 ARGON ST INC COM 040149106 1018 46881 SH DEFINED 1 46881 0 0 ARIAD PHARMACEUTICALS INC COM COM 04033A100 587 257253 SH DEFINED 1 257253 0 0 ARIBA INC COM COM NEW 04033V203 2793 223122 SH DEFINED 1 223122 0 0 ARKANSAS BEST CORP DEL COM COM 040790107 1464 49754 SH DEFINED 1 49754 0 0 ARLINGTON ASSET INVESTMENT COR CL A NEW 041356205 196 12899 SH DEFINED 1 12899 0 0 ARMSTRONG WORLD INDUSTRIE COM 04247X102 1414 36323 SH DEFINED 1 36323 0 0 ARQULE INC COM COM 04269E107 352 95490 SH DEFINED 1 95490 0 0 ARRAY BIOPHARMA INC COM COM 04269X105 415 147589 SH DEFINED 1 147589 0 0 ARRIS GROUP INC COM COM 04269Q100 3294 288200 SH DEFINED 1 288200 0 0 ARROW ELECTRS INC COM COM 042735100 7656 258555 SH DEFINED 1 258555 0 0 ARROW ELECTRS INC COM COM 042735100 71 2400 SH DEFINED 1 2 2400 0 0 ARROW FINL CORP COM COM 042744102 712 28463 SH DEFINED 1 28463 0 0 ARROWHEAD RESEARCH CORP COM 042797100 14 26947 SH DEFINED 1 26947 0 0 ART TECHNOLOGY GROUP INC COM COM 04289L107 1878 416411 SH DEFINED 1 416411 0 0 ARTIO GLOBAL INVESTORS INC COM CL A 04315B107 1348 52900 SH DEFINED 1 52900 0 0 ARUBA NETWORKS INC COM 043176106 1711 160515 SH DEFINED 1 160515 0 0 ARVINMERITOR INC COM COM 043353101 1969 176158 SH DEFINED 1 176158 0 0 ARYX THERAPEUTICS INC -REDH COM 043387109 109 34000 SH DEFINED 1 34000 0 0 ASBURY AUTOMOTIVE GROUP INC CO COM 043436104 1050 91044 SH DEFINED 1 91044 0 0 ASBURY AUTOMOTIVE GROUP INC CO COM 043436104 366 31700 SH DEFINED 1 2 31700 0 0 ASCENT MEDIA CORP-A-W/I COM SER A 043632108 1158 45355 SH DEFINED 1 45355 0 0 ASCENT SOLAR TECH INC -REDH COM 043635101 142 26884 SH DEFINED 1 26884 0 0 ASHFORD HOSPITALITY TRUST COM SHS 044103109 1358 292761 SH DEFINED 1 292761 0 0 ASHLAND INC COM COM 044209104 5548 140024 SH DEFINED 1 140024 0 0 ASHLAND INC COM COM 044209104 301 7600 SH DEFINED 1 2 7600 0 0 ASML HLDG NV N Y SHS NY REG SHS N07059186 489 14332 SH DEFINED 1 14332 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 5015 197052 SH DEFINED 1 197052 0 0 ASPENBIO PHARMA INC COM 045346103 61 35268 SH DEFINED 1 35268 0 0 ASSET ACCEPTANCE CAPITAL COM 04543P100 191 28174 SH DEFINED 1 28174 0 0 ASSISTED LIVING CONCEPTS CL A CL A NEW 04544X300 571 21663 SH DEFINED 1 21663 0 0 ASSOCIATED BANC CORP COM COM 045487105 2895 262926 SH DEFINED 1 262926 0 0 ASSOCIATED ESTATES RLTY COR CO COM 045604105 559 49591 SH DEFINED 1 49591 0 0 ASSURANT INC COM 04621X108 15645 530700 SH DEFINED 1 530700 0 0 ASSURED GUARANTY LTD COM G0585R106 5999 275667 SH DEFINED 1 275667 0 0 ASTA FUNDING INC COM 046220109 125 17684 SH DEFINED 1 17684 0 0 ASTEC INDS INC COM COM 046224101 1086 40305 SH DEFINED 1 40305 0 0 ASTORIA FINL CORP COM COM 046265104 2498 201000 SH DEFINED 1 201000 0 0 ASTRONICS CORP COM COM 046433108 135 15781 SH DEFINED 1 15781 0 0 AT&T INC COM 00206R102 934317 33332767 SH DEFINED 1 33332767 0 0 AT&T INC COM 00206R102 1430 51000 SH DEFINED 1 2 51000 0 0 ATHENAHEALTH INC COM 04685W103 3237 71560 SH DEFINED 1 71560 0 0 ATHEROS COMMUNICATIONS COM 04743P108 5608 163781 SH DEFINED 1 163781 0 0 ATLANTIC TELE NETWORK INC COM COM NEW 049079205 1717 31213 SH DEFINED 1 31213 0 0 ATLAS AIR WORLDWIDE HLDG INC COM NEW 049164205 1428 38344 SH DEFINED 1 38344 0 0 ATLAS ENERGY INC COM 049298102 4871 161449 SH DEFINED 1 161449 0 0 ATMEL CORP COM COM 049513104 4042 876795 SH DEFINED 1 876795 0 0 ATMI INC COM COM 00207R101 1452 77984 SH DEFINED 1 77984 0 0 ATMOS ENERGY CORP COM COM 049560105 5754 195710 SH DEFINED 1 195710 0 0 ATP OIL & GAS CORP COM COM 00208J108 1691 92491 SH DEFINED 1 92491 0 0 ATRION CORP COM COM 049904105 429 2758 SH DEFINED 1 2758 0 0 ATS MED INC COM COM 002083103 303 93684 SH DEFINED 1 93684 0 0 ATWOOD OCEANICS INC COM COM 050095108 4335 120915 SH DEFINED 1 120915 0 0 AUDIOVOX CORP CL A CL A 050757103 269 38010 SH DEFINED 1 38010 0 0 AUTHENTEC INC COM 052660107 52 23458 SH DEFINED 1 23458 0 0 AUTHENTIDATE HLDG CORP COM COM 052666104 38 35731 SH DEFINED 1 35731 0 0 AUTOBYTEL INC COM COM 05275N106 59 58699 SH DEFINED 1 58699 0 0 AUTODESK INC COM COM 052769106 26905 1058840 SH DEFINED 1 1058840 0 0 AUTOLIV INC COM COM 052800109 1789 41263 SH DEFINED 1 41263 0 0 AUTOMATIC DATA PROCESSING I CO COM 053015103 100224 2340581 SH DEFINED 1 2340581 0 0 AUTONATION INC COM COM 05329W102 7917 413425 SH DEFINED 1 413425 0 0 AUTOZONE INC COM COM 053332102 21662 137040 SH DEFINED 1 137040 0 0 AUXILIUM PHARMACEUTICALS INC C COM 05334D107 3325 110901 SH DEFINED 1 110901 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 458 25039 SH DEFINED 1 25039 0 0 AVALONBAY CMNTYS INC COM COM 053484101 30061 366111 SH DEFINED 1 366111 0 0 AVANIR PHARMACEUTICALS CL A. CL A NEW 05348P401 236 124235 SH DEFINED 1 124235 0 0 AVATAR HLDGS INC COM COM 053494100 191 11257 SH DEFINED 1 11257 0 0 AVERY DENNISON CORP COM COM 053611109 18772 514451 SH DEFINED 1 514451 0 0 AVGN ESCROW COM 053690103 35 26230 SH DEFINED 1 26230 0 0 AVI BIOPHARMA INC COM COM 002346104 395 270224 SH DEFINED 1 270224 0 0 AVID TECHNOLOGY INC COM COM 05367P100 960 75234 SH DEFINED 1 75234 0 0 AVIS BUDGET GROUP INC COM 053774105 3065 233635 SH DEFINED 1 233635 0 0 AVIS BUDGET GROUP INC COM 053774105 350 26700 SH DEFINED 1 2 26700 0 0 AVISTA CORP COM COM 05379B107 3242 150156 SH DEFINED 1 150156 0 0 AVNET INC COM COM 053807103 9842 326319 SH DEFINED 1 326319 0 0 AVNET INC COM COM 053807103 202 6700 SH DEFINED 1 2 6700 0 0 AVON PRODS INC COM COM 054303102 73621 2337167 SH DEFINED 1 2337167 0 0 AVON PRODS INC COM COM 054303102 476 15100 SH DEFINED 1 2 15100 0 0 AVX CORP NEW COM COM 002444107 1249 98608 SH DEFINED 1 98608 0 0 AXCELIS TECHNOLOGIES INC COM COM 054540109 276 196026 SH DEFINED 1 196026 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 9176 322998 SH DEFINED 1 322998 0 0 AXT INC COM COM 00246W103 140 43228 SH DEFINED 1 43228 0 0 AZZ INC COM COM 002474104 1366 41781 SH DEFINED 1 41781 0 0 B&G FOODS INC CL A 05508R106 622 67752 SH DEFINED 1 67752 0 0 BADGER METER INC COM 056525108 2019 50698 SH DEFINED 1 50698 0 0 BAIDU.COM ADR SPON ADR REP A 056752108 1151 2799 SH DEFINED 1 2799 0 0 BAKER HUGHES INC COM COM 057224107 68438 1690660 SH DEFINED 1 1690660 0 0 BAKER MICHAEL CORP COM COM 057149106 928 22415 SH DEFINED 1 22415 0 0 BALCHEM CORP COM COM 057665200 1889 56359 SH DEFINED 1 56359 0 0 BALDOR ELEC CO COM COM 057741100 2531 90096 SH DEFINED 1 90096 0 0 BALDWIN & LYONS INC CL B CL B 057755209 500 20317 SH DEFINED 1 20317 0 0 BALL CORP COM COM 058498106 22191 429221 SH DEFINED 1 429221 0 0 BALLARD PWR SYS INC COM COM 058586108 22 11353 SH DEFINED 1 11353 0 0 BALLY TECHNOLOGIES INC COM 05874B107 5184 125545 SH DEFINED 1 125545 0 0 BANCFIRST CORP COM COM 05945F103 1016 27430 SH DEFINED 1 27430 0 0 BANCO LATINOAMERICANO DE EX CL SHS E P16994132 221 15900 SH DEFINED 1 2 15900 0 0 BANCORPSOUTH INC COM COM 059692103 3889 165759 SH DEFINED 1 165759 0 0 BANCTRUST FINANCIAL GP COM COM 05978R107 70 24514 SH DEFINED 1 24514 0 0 BANK MUTUAL CORP COM 063750103 1047 151289 SH DEFINED 1 151289 0 0 BANK NEW YORK INC COM COM 064058100 187275 6695552 SH DEFINED 1 6695552 0 0 BANK OF AMERICA CORPORATION CO COM 060505104 822334 54603826 SH DEFINED 1 54603826 0 0 BANK OF AMERICA CORPORATION CO COM 060505104 1247 82800 SH DEFINED 1 2 82800 0 0 BANK OF FLORIDA CORP COM 062128103 8 10336 SH DEFINED 1 10336 0 0 BANK OF GRANITE CORP COM COM 062401104 18 34698 SH DEFINED 1 34698 0 0 BANK OF HAWAII CORP COM 062540109 4799 101975 SH DEFINED 1 101975 0 0 BANK OF MARIN BANCORP/CA COM 063425102 233 7169 SH DEFINED 1 7169 0 0 BANK OF THE OZARKS INC COM COM 063904106 2418 82623 SH DEFINED 1 82623 0 0 BANKATLANTIC BANCORP CL A CL A NEW 065908600 16 12054 SH DEFINED 1 12054 0 0 BANKFINANCIAL CORP COM 06643P104 423 42696 SH DEFINED 1 42696 0 0 BANNER CORP COM COM 06652V109 240 89687 SH DEFINED 1 89687 0 0 BARD C R INC COM COM 067383109 33858 434634 SH DEFINED 1 434634 0 0 BARE ESCENTUALS INC COM 067511105 2149 175675 SH DEFINED 1 175675 0 0 BARNES & NOBLE INC COM COM 067774109 1513 79360 SH DEFINED 1 79360 0 0 BARNES GROUP INC COM COM 067806109 1563 92483 SH DEFINED 1 92483 0 0 BARNES GROUP INC COM COM 067806109 56 3300 SH DEFINED 1 2 3300 0 0 BARRETT BUSINESS SERVICES I CO COM 068463108 170 13856 SH DEFINED 1 13856 0 0 BARRICK GOLD CORP COM COM 067901108 213 5400 SH DEFINED 1 2 5400 0 0 BASIC ENERGY SRVCS INC COM 06985P100 728 81848 SH DEFINED 1 81848 0 0 BASSETT FURNITURE INDS INC COM COM 070203104 44 12614 SH DEFINED 1 12614 0 0 BAXTER INTL INC COM COM 071813109 196343 3345994 SH DEFINED 1 3345994 0 0 BB&T CORP COM COM 054937107 79211 3122230 SH DEFINED 1 3122230 0 0 BE AEROSPACE INC COM COM 073302101 5465 232540 SH DEFINED 1 232540 0 0 BEACON POWER CORP COM COM 073677106 73 148035 SH DEFINED 1 148035 0 0 BEACON ROOFING SUPPLY INC COM COM 073685109 2156 134763 SH DEFINED 1 134763 0 0 BEAZER HOMES USA INC COM COM 07556Q105 788 162898 SH DEFINED 1 162898 0 0 BEBE STORES INC COM COM 075571109 453 72321 SH DEFINED 1 72321 0 0 BECKMAN COULTER INC COM COM 075811109 9757 149098 SH DEFINED 1 149098 0 0 BECTON DICKINSON & CO COM COM 075887109 84260 1068477 SH DEFINED 1 1068477 0 0 BED BATH & BEYOND INC COM COM 075896100 47077 1218658 SH DEFINED 1 1218658 0 0 BEL FUSE INC CL B CL B 077347300 559 26034 SH DEFINED 1 26034 0 0 BELDEN INC COM 077454106 2529 115377 SH DEFINED 1 115377 0 0 BELO CORP COM SER A COM SER A 080555105 1017 187016 SH DEFINED 1 187016 0 0 BEMIS INC COM COM 081437105 14477 488268 SH DEFINED 1 488268 0 0 BENCHMARK ELECTRS INC COM COM 08160H101 3687 194962 SH DEFINED 1 194962 0 0 BENEFICIAL MUT BANCORP -REDH COM 08173R104 1225 124505 SH DEFINED 1 124505 0 0 BENIHANA INC CL A CL A 082047200 58 15382 SH DEFINED 1 15382 0 0 BERKLEY W R CORP COM COM 084423102 6791 275623 SH DEFINED 1 275623 0 0 BERKSHIRE HATHAWAY INC DEL CL CL A 084670108 251770 2538 SH DEFINED 1 2538 0 0 BERKSHIRE HILLS BANCORP INC CO COM 084680107 669 32345 SH DEFINED 1 32345 0 0 BERRY PETE CO CL A CL A 085789105 2902 99563 SH DEFINED 1 99563 0 0 BEST BUY INC COM COM 086516101 61687 1563271 SH DEFINED 1 1563271 0 0 BEST BUY INC COM COM 086516101 2083 52800 SH DEFINED 1 2 52800 0 0 BGC 0 7/8 11/15/13 NOTE 0.875%11/1 369300AD0 4400 5000000 PRN DEFINED 1 2 5000000 0 0 BGC PARTNERS INC CL A 05541T101 882 190847 SH DEFINED 1 190847 0 0 BIDZ.COM INC COM 08883T200 25 12489 SH DEFINED 1 12489 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 942 54814 SH DEFINED 1 54814 0 0 BIG LOTS INC COM COM 089302103 10931 377188 SH DEFINED 1 377188 0 0 BIG LOTS INC COM COM 089302103 597 20600 SH DEFINED 1 2 20600 0 0 BIGBAND NETWORKS INC COM 089750509 475 138162 SH DEFINED 1 138162 0 0 BILL BARRETT CORP COM 06846N104 2461 79106 SH DEFINED 1 79106 0 0 BIO RAD LABS INC CL A CL A 090572207 3896 40386 SH DEFINED 1 40386 0 0 BIO-REFERENCE LABS INC COM $.0 COM $.01 NEW 09057G602 1689 43101 SH DEFINED 1 43101 0 0 BIOCRYST PHARMACEUTICALS COM COM 09058V103 551 85261 SH DEFINED 1 85261 0 0 BIODEL INC COM 09064M105 92 21135 SH DEFINED 1 21135 0 0 BIODELIVERY SCIENCES INTL INC COM 09060J106 79 20000 SH DEFINED 1 20000 0 0 BIOFORM MEDICAL INC-REDH COM 09065G107 36 10730 SH DEFINED 1 10730 0 0 BIOGEN IDEC INC COM 09062X103 75930 1419244 SH DEFINED 1 1419244 0 0 BIOGEN IDEC INC COM 09062X103 2172 40600 SH DEFINED 1 2 40600 0 0 BIOLASE TECHNOLOGY INC COM COM 090911108 51 27068 SH DEFINED 1 27068 0 0 BIOMARIN PHARMACEUTICAL INC CO COM 09061G101 4417 234845 SH DEFINED 1 234845 0 0 BIOMED REALTY TRUST INC COM 09063H107 3595 227833 SH DEFINED 1 227833 0 0 BIOMIMETIC THERAPEUTICS INC COM 09064X101 348 29174 SH DEFINED 1 29174 0 0 BIONOVO INC COM 090643107 20 42852 SH DEFINED 1 42852 0 0 BIOSANTE PHARMACEUTICALS INC COM NEW 09065V203 90 62143 SH DEFINED 1 62143 0 0 BIOSCRIP INC COM COM 09069N108 551 65942 SH DEFINED 1 65942 0 0 BIOTIME INC COM COM 09066L105 59 14108 SH DEFINED 1 14108 0 0 BJ SVCS CO COM COM 055482103 24615 1323393 SH DEFINED 1 1323393 0 0 BJ'S RESTAURANTS INC COM 09180C106 1190 63239 SH DEFINED 1 63239 0 0 BJS WHOLESALE CLUB INC COM COM 05548J106 3598 109994 SH DEFINED 1 109994 0 0 BLACK & DECKER CORP COM COM 091797100 17564 270929 SH DEFINED 1 270929 0 0 BLACK BOX CORP DEL COM COM 091826107 1408 49681 SH DEFINED 1 49681 0 0 BLACK BOX CORP DEL COM COM 091826107 85 3000 SH DEFINED 1 2 3000 0 0 BLACK HILLS CORP COM COM 092113109 2832 106345 SH DEFINED 1 106345 0 0 BLACKBAUD INC COM COM 09227Q100 2315 97978 SH DEFINED 1 97978 0 0 BLACKBOARD INC COM COM 091935502 3130 68952 SH DEFINED 1 68952 0 0 BLACKROCK INC CL A COM 09247X101 20992 90404 SH DEFINED 1 90404 0 0 BLACKSTONE GROUP LP COM UNIT LTD 09253U108 180 13700 SH DEFINED 1 2 13700 0 0 BLOCK H & R INC COM COM 093671105 34596 1529428 SH DEFINED 1 1529428 0 0 BLOCKBUSTER INC CL A CL A 093679108 221 329348 SH DEFINED 1 329348 0 0 BLOUNT INTL INC NEW COM COM 095180105 973 96367 SH DEFINED 1 96367 0 0 BLUE COAT SYSTEMS INC COM NEW 09534T508 3565 124927 SH DEFINED 1 124927 0 0 BLUE NILE INC COM 09578R103 2328 36760 SH DEFINED 1 36760 0 0 BLUEGREEN CORP COM COM 096231105 68 28218 SH DEFINED 1 28218 0 0 BLUELINX HOLDINGS INC COM 09624H109 70 25211 SH DEFINED 1 25211 0 0 BLYTH INC COM COM NEW 09643P207 723 21433 SH DEFINED 1 21433 0 0 BLYTH INC COM COM NEW 09643P207 270 8000 SH DEFINED 1 2 8000 0 0 BMC SOFTWARE INC COM COM 055921100 34353 856686 SH DEFINED 1 856686 0 0 BOB EVANS FARMS INC COM COM 096761101 2775 95846 SH DEFINED 1 95846 0 0 BOEING CO COM COM 097023105 213267 3939912 SH DEFINED 1 3939912 0 0 BOISE INC COM 09746Y105 236 44471 SH DEFINED 1 44471 0 0 BOISE INC COM 09746Y105 179 33700 SH DEFINED 1 2 33700 0 0 BOK FINL CORP COM NEW COM NEW 05561Q201 2594 54595 SH DEFINED 1 54595 0 0 BOLT TECHNOLOGY CORP COM 097698104 172 15622 SH DEFINED 1 15622 0 0 BON-TON STORES INC COM COM 09776J101 543 55343 SH DEFINED 1 55343 0 0 BOOKS-A-MILLION INC COM COM 098570104 172 25631 SH DEFINED 1 25631 0 0 BOOTS & COOTS INTL WELL CTRL I COM NEW 099469504 206 124595 SH DEFINED 1 124595 0 0 BORDERS GROUP INC COM COM 099709107 123 104327 SH DEFINED 1 104327 0 0 BORG WARNER INC COM COM 099724106 7976 240104 SH DEFINED 1 240104 0 0 BOSTON BEER INC CL A CL A 100557107 1486 31898 SH DEFINED 1 31898 0 0 BOSTON PRIVATE FINL HLDGS I CO COM 101119105 1122 194483 SH DEFINED 1 194483 0 0 BOSTON PROPERTIES INC COM COM 101121101 42096 627643 SH DEFINED 1 627643 0 0 BOSTON SCIENTIFIC CORP COM COM 101137107 61995 6888387 SH DEFINED 1 6888387 0 0 BOSTON SCIENTIFIC CORP COM COM 101137107 729 81000 SH DEFINED 1 2 81000 0 0 BOTTOMLINE TECH DEL INC COM COM 101388106 1070 60904 SH DEFINED 1 60904 0 0 BOVIE MEDICAL CORP COM 10211F100 179 22874 SH DEFINED 1 22874 0 0 BOWNE & CO INC COM COM 103043105 663 99178 SH DEFINED 1 99178 0 0 BOYD GAMING CORP COM COM 103304101 1258 150277 SH DEFINED 1 150277 0 0 BP PRUDHOE BAY RTY TR UNIT BEN UNIT BEN INT 055630107 4106 49595 SH DEFINED 1 49595 0 0 BPZ ENERGY INC COM 055639108 2202 231744 SH DEFINED 1 231744 0 0 BRADY CORP CL A CL A 104674106 3538 117896 SH DEFINED 1 117896 0 0 BRANDYWINE RLTY TR SH BEN INT SH BEN INT NEW 105368203 3134 274916 SH DEFINED 1 274916 0 0 BRE PROPERTIES INC CL A CL A 05564E106 3306 99935 SH DEFINED 1 99935 0 0 BREITBURN ENERGY PTNRS -REDH COM UT LTD PTN 106776107 64 6024 SH DEFINED 1 6024 0 0 BREITBURN ENERGY PTNRS -REDH COM UT LTD PTN 106776107 389 36700 SH DEFINED 1 2 36700 0 0 BRIDGEPOINT EDUCATION INC COM 10807M105 521 34659 SH DEFINED 1 34659 0 0 BRIGGS & STRATTON CORP COM COM 109043109 2293 122530 SH DEFINED 1 122530 0 0 BRIGHAM EXPLORATION CO COM COM 109178103 3286 242505 SH DEFINED 1 242505 0 0 BRIGHTPOINT INC COM COM NEW 109473405 1729 235212 SH DEFINED 1 235212 0 0 BRIGHTPOINT INC COM COM NEW 109473405 333 45300 SH DEFINED 1 2 45300 0 0 BRINK'S CO/THE COM 109696104 2276 93490 SH DEFINED 1 93490 0 0 BRINKER INTL INC COM COM 109641100 3216 215517 SH DEFINED 1 215517 0 0 BRINKER INTL INC COM COM 109641100 33 2200 SH DEFINED 1 2 2200 0 0 BRINKS HOME SECURITY HLD-SPN COM 109699108 3073 94159 SH DEFINED 1 94159 0 0 BRISTOL MYERS SQUIBB CO COM COM 110122108 243116 9628372 SH DEFINED 1 9628372 0 0 BRISTOW GROUP INC COM 110394103 3112 80944 SH DEFINED 1 80944 0 0 BROADCOM CORP CL A CL A 111320107 62472 1986379 SH DEFINED 1 1986379 0 0 BROADCOM CORP CL A CL A 111320107 286 9100 SH DEFINED 1 2 9100 0 0 BROADPOINT SECURITIES GROUP COM 11134A103 712 159624 SH DEFINED 1 159624 0 0 BROADRIDGE FINANCIAL SOLUTNS COM 11133T103 10846 480766 SH DEFINED 1 480766 0 0 BROADWIND ENERGY INC COM 11161T108 777 95988 SH DEFINED 1 95988 0 0 BROCADE COMMUNICATIONS SYS COM COM NEW 111621306 7225 946946 SH DEFINED 1 946946 0 0 BRONCO DRILLING CO INC COM 112211107 728 143580 SH DEFINED 1 143580 0 0 BROOKDALE SENIOR LIVING INC COM 112463104 2046 112472 SH DEFINED 1 112472 0 0 BROOKFIELD HOMES CORP COM 112723101 125 15605 SH DEFINED 1 15605 0 0 BROOKFIELD PPTYS CORP COM COM 112900105 6799 558109 SH DEFINED 1 558109 0 0 BROOKLINE BANCORP INC COM COM 11373M107 1844 186107 SH DEFINED 1 186107 0 0 BROOKS-PRI AUTOMATION INC COM 114340102 1358 158270 SH DEFINED 1 158270 0 0 BROWN & BROWN INC COM COM 115236101 4140 230375 SH DEFINED 1 230375 0 0 BROWN FORMAN CORP CL B CL B 115637209 26653 497534 SH DEFINED 1 497534 0 0 BROWN FORMAN CORP CL B CL B 115637209 696 13000 SH DEFINED 1 2 13000 0 0 BROWN SHOE INC NEW COM COM 115736100 1050 106357 SH DEFINED 1 106357 0 0 BRT REALTY TRUST SH BEN INT NEW 055645303 60 11676 SH DEFINED 1 11676 0 0 BRUKER BIOSCIENCES CORP COM 116794108 1857 153978 SH DEFINED 1 153978 0 0 BRUNSWICK CORP COM COM 117043109 2643 207981 SH DEFINED 1 207981 0 0 BRUSH ENGINEERED MATLS INC COM COM 117421107 1086 58558 SH DEFINED 1 58558 0 0 BSD MEDICAL CORP COM 055662100 22 13363 SH DEFINED 1 13363 0 0 BUCKEYE TECHNOLOGIES INC COM COM 118255108 1339 137205 SH DEFINED 1 137205 0 0 BUCKEYE TECHNOLOGIES INC COM COM 118255108 252 25800 SH DEFINED 1 2 25800 0 0 BUCKLE INC COM COM 118440106 1613 55077 SH DEFINED 1 55077 0 0 BUCYRUS INTERNATIONAL INC COM 118759109 9504 168592 SH DEFINED 1 168592 0 0 BUFFALO WILD WINGS INC COM 119848109 1766 43860 SH DEFINED 1 43860 0 0 BUILD-A-BEAR WORKSHOP INC COM 120076104 100 20526 SH DEFINED 1 20526 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 92 23972 SH DEFINED 1 23972 0 0 BUNGE LIMITED COM COM G16962105 18830 294997 SH DEFINED 1 294997 0 0 BURGER KING HOLDINGS INC COM 121208201 3165 168173 SH DEFINED 1 168173 0 0 BURLINGTON NORTHN SANTA FE COM COM 12189T104 143045 1450465 SH DEFINED 1 1450465 0 0 BWAY HOLDING COMPANY -REDH COM 12429T104 405 21091 SH DEFINED 1 21091 0 0 BWAY HOLDING COMPANY -REDH COM 12429T104 15 800 SH DEFINED 1 2 800 0 0 C D I CORP COM COM 125071100 373 28821 SH DEFINED 1 28821 0 0 C H ROBINSON WORLDWIDE INC COM COM NEW 12541W209 45975 782812 SH DEFINED 1 782812 0 0 C&D TECHNOLOGIES INC COM COM 124661109 72 46316 SH DEFINED 1 46316 0 0 CA INC COM 12673P105 41851 1863364 SH DEFINED 1 1863364 0 0 CABELA'S INC-CL A COM 126804301 1132 79373 SH DEFINED 1 79373 0 0 CABLEVISION SYS CORP CL A NY C CL A NY CABLVS 12686C109 12832 496996 SH DEFINED 1 496996 0 0 CABOT CORP COM COM 127055101 2866 109271 SH DEFINED 1 109271 0 0 CABOT CORP COM COM 127055101 753 28700 SH DEFINED 1 2 28700 0 0 CABOT MICROELECTRONICS CORP CO COM 12709P103 2119 64298 SH DEFINED 1 64298 0 0 CABOT OIL & GAS CORP COM 127097103 20253 464616 SH DEFINED 1 464616 0 0 CABOT OIL & GAS CORP COM 127097103 449 10300 SH DEFINED 1 2 10300 0 0 CACHE INC COM NEW COM NEW 127150308 119 26116 SH DEFINED 1 26116 0 0 CACI INTL INC CL A CL A 127190304 3498 71598 SH DEFINED 1 71598 0 0 CADENCE DESIGN SYSTEM INC COM COM 127387108 3809 635822 SH DEFINED 1 635822 0 0 CADENCE FINANCIAL CORP COM COM 12738A101 28 16120 SH DEFINED 1 16120 0 0 CADENCE PHARMACEUTICALS COM 12738T100 818 84610 SH DEFINED 1 84610 0 0 CADIZ INC COM COM NEW 127537207 189 15827 SH DEFINED 1 15827 0 0 CAI INTERNATIONAL INC -REDH COM 12477X106 112 12443 SH DEFINED 1 12443 0 0 CAL 4 1/2 01/15/15 NOTE 4.500% 1/1 210795PU8 7726 7000000 PRN DEFINED 1 2 7000000 0 0 CAL DIVE INTERNATIONAL COM 12802T101 1557 205968 SH DEFINED 1 205968 0 0 CAL DIVE INTERNATIONAL COM 12802T101 996 131800 SH DEFINED 1 2 131800 0 0 CAL-MAINE FOODS INC COM NEW 128030202 1293 37950 SH DEFINED 1 37950 0 0 CALAMOS ASSET MANAGEMENT-A CL A 12811R104 734 63623 SH DEFINED 1 63623 0 0 CALAMOS ASSET MANAGEMENT-A CL A 12811R104 296 25700 SH DEFINED 1 2 25700 0 0 CALAMOS STRAT TOTAL RETRN FD COM SH BEN INT 128125101 135 15479 PRN DEFINED 1 2 15479 0 0 CALAMP CORP COM COM 128126109 113 32903 SH DEFINED 1 32903 0 0 CALAVO GROWERS INC COM 128246105 414 24350 SH DEFINED 1 24350 0 0 CALGON CARBON CORP COM COM 129603106 1858 133673 SH DEFINED 1 133673 0 0 CALIFORNIA MICRO DEVICES CO CO COM 130439102 146 31009 SH DEFINED 1 31009 0 0 CALIFORNIA PIZZA KITCHEN IN CO COM 13054D109 1254 93255 SH DEFINED 1 93255 0 0 CALIFORNIA WTR SVC GROUP COM COM 130788102 2253 61185 SH DEFINED 1 61185 0 0 CALIPER LIFE SCIENCES INC COM 130872104 102 39880 SH DEFINED 1 39880 0 0 CALLAWAY GOLF CO COM COM 131193104 1238 164185 SH DEFINED 1 164185 0 0 CALLIDUS SOFTWARE INC COM 13123E500 63 20963 SH DEFINED 1 20963 0 0 CALLON PETE CO DEL COM COM 13123X102 98 65276 SH DEFINED 1 65276 0 0 CALPINE CORP COM NEW 131347304 8837 803392 SH DEFINED 1 803392 0 0 CALUMET SPECIALTY PROD -REDH UT LTD PARTNER 131476103 51 2786 SH DEFINED 1 2786 0 0 CALUMET SPECIALTY PROD -REDH UT LTD PARTNER 131476103 513 28000 SH DEFINED 1 2 28000 0 0 CAMBREX CORP COM COM 132011107 546 97896 SH DEFINED 1 97896 0 0 CAMDEN NATL CORP COM COM 133034108 328 10025 SH DEFINED 1 10025 0 0 CAMDEN PPTY TR SH BEN INT SH BEN INT 133131102 5587 131866 SH DEFINED 1 131866 0 0 CAMERON INTERNATIONAL CORP COM COM 13342B105 53389 1277247 SH DEFINED 1 1277247 0 0 CAMPBELL SOUP CO COM COM 134429109 35947 1063525 SH DEFINED 1 1063525 0 0 CANDELA CORP COM COM 136907102 99 32788 SH DEFINED 1 32788 0 0 CANO PETROLEUM INC COM 137801106 61 62407 SH DEFINED 1 62407 0 0 CANTEL MEDICAL CORP COM COM 138098108 1630 80780 SH DEFINED 1 80780 0 0 CAPELLA EDUCATION CO COM 139594105 3106 41247 SH DEFINED 1 41247 0 0 CAPITAL CITY BK GROUP INC COM COM 139674105 345 24932 SH DEFINED 1 24932 0 0 CAPITAL LEASE FUNDING INC COM 140288101 663 151337 SH DEFINED 1 151337 0 0 CAPITAL ONE FINL CORP COM COM 14040H105 94619 2467891 SH DEFINED 1 2467891 0 0 CAPITAL SOURCE COM 14055X102 2344 590327 SH DEFINED 1 590327 0 0 CAPITAL SR LIVING CORP COM COM 140475104 279 55542 SH DEFINED 1 55542 0 0 CAPITAL TRUST-CL A CL A NEW 14052H506 107 84580 SH DEFINED 1 84580 0 0 CAPITOL BANCORP LTD COM COM 14056D105 61 31165 SH DEFINED 1 31165 0 0 CAPITOL FED FINL COM COM 14057C106 1959 62255 SH DEFINED 1 62255 0 0 CAPSTEAD MTG CORP COM NO PAR COM NO PAR 14067E506 2716 198964 SH DEFINED 1 198964 0 0 CAPSTONE TURBINE CORP COM COM 14067D102 634 491763 SH DEFINED 1 491763 0 0 CARACO PHARM LABS INC COM COM 14075T107 122 20224 SH DEFINED 1 20224 0 0 CARBO CERAMICS INC COM COM 140781105 6476 94998 SH DEFINED 1 94998 0 0 CARDIAC SCIENCE CORP COM 14141A108 101 45126 SH DEFINED 1 45126 0 0 CARDICA INC -REDH COM 14141R101 24 20317 SH DEFINED 1 20317 0 0 CARDINAL FINANCIAL CORP COM 14149F109 375 42860 SH DEFINED 1 42860 0 0 CARDINAL HEALTH INC COM COM 14149Y108 59163 1835067 SH DEFINED 1 1835067 0 0 CARDINAL HEALTH INC COM COM 14149Y108 1174 36400 SH DEFINED 1 2 36400 0 0 CARDIONET INC COM 14159L103 453 76301 SH DEFINED 1 76301 0 0 CARDIUM THERAPEUTICS INC COM 141916106 14 20939 SH DEFINED 1 20939 0 0 CARDTRONICS INC COM 14161H108 303 27364 SH DEFINED 1 27364 0 0 CARE INVESTMENT TRUST INC COM 141657106 194 25000 SH DEFINED 1 25000 0 0 CAREER EDUCATION CORP COM COM 141665109 3346 143536 SH DEFINED 1 143536 0 0 CAREFUSION CORP COM 14170T101 23929 956782 SH DEFINED 1 956782 0 0 CAREFUSION CORP COM 14170T101 413 16500 SH DEFINED 1 2 16500 0 0 CARLISLE COS INC COM COM 142339100 7581 221264 SH DEFINED 1 221264 0 0 CARLISLE COS INC COM COM 142339100 72 2100 SH DEFINED 1 2 2100 0 0 CARMAX GROUP COM 143130102 10214 421214 SH DEFINED 1 421214 0 0 CARMIKE CINEMAS INC COM COM 143436400 321 42522 SH DEFINED 1 42522 0 0 CARNIVAL CORP PAIRED CTF 143658300 62330 1966877 SH DEFINED 1 1966877 0 0 CARPENTER TECHNOLOGY CORP COM COM 144285103 2355 87370 SH DEFINED 1 87370 0 0 CARRIZO OIL & CO INC COM COM 144577103 2088 78836 SH DEFINED 1 78836 0 0 CARROLS RESTAURANT GRP INC COM 14574X104 112 15788 SH DEFINED 1 15788 0 0 CARTER HOLDINGS COM 146229109 3364 128158 SH DEFINED 1 128158 0 0 CASCADE BANCORP COM COM 147154108 41 59078 SH DEFINED 1 59078 0 0 CASCADE CORP COM COM 147195101 723 26305 SH DEFINED 1 26305 0 0 CASCADE FINANCIAL CORP COM 147272108 35 15797 SH DEFINED 1 15797 0 0 CASELLA WASTE SYS INC CL A CL A 147448104 317 78810 SH DEFINED 1 78810 0 0 CASEYS GEN STORES INC COM COM 147528103 3965 124210 SH DEFINED 1 124210 0 0 CASH AMER INTL INC COM COM 14754D100 2111 60371 SH DEFINED 1 60371 0 0 CASS INFORMATION SYSTEMS INC COM 14808P109 456 15013 SH DEFINED 1 15013 0 0 CASTLE A M & CO COM COM 148411101 521 38042 SH DEFINED 1 38042 0 0 CASUAL MALE RETAIL GROUP INC COM NEW 148711302 142 60946 SH DEFINED 1 60946 0 0 CATALYST HEALTH SOLUTIONS INC COM 14888B103 3239 88813 SH DEFINED 1 88813 0 0 CATERPILLAR INC DEL COM COM 149123101 199236 3495988 SH DEFINED 1 3495988 0 0 CATHAY BANCORP INC COM COM 149150104 896 118695 SH DEFINED 1 118695 0 0 CATO CORP NEW CL A CL A 149205106 1624 80955 SH DEFINED 1 80955 0 0 CAVCO INDUSTRIES INC COM 149568107 725 20170 SH DEFINED 1 20170 0 0 CAVIUM NETWORKS INC -REDH COM 14965A101 2473 103773 SH DEFINED 1 103773 0 0 CB RICHARD ELLIS GROUP INC-A C CL A 12497T101 16410 1209257 SH DEFINED 1 1209257 0 0 CBEYOND COMMUNICATIONS INC COM 149847105 1348 85605 SH DEFINED 1 85605 0 0 CBIZ INC COM COM 124805102 890 115546 SH DEFINED 1 115546 0 0 CBL & ASSOC PPTYS INC COM COM 124830100 2957 305823 SH DEFINED 1 305823 0 0 CBS CORP CL B 124857202 42924 3055068 SH DEFINED 1 3055068 0 0 CDC CORP SHS A G2022L106 22 10038 SH DEFINED 1 10038 0 0 CEC ENTMT INC COM COM 125137109 1820 57026 SH DEFINED 1 57026 0 0 CECO ENVIRONMENTAL CORP COM 125141101 49 12354 SH DEFINED 1 12354 0 0 CEDAR SHOPPING CENTERS INC COM NEW 150602209 1152 169358 SH DEFINED 1 169358 0 0 CEL-SCI CORP COM NEW COM NEW 150837409 439 487706 SH DEFINED 1 487706 0 0 CELADON GROUP INC COM COM 150838100 781 71939 SH DEFINED 1 71939 0 0 CELANESE CORP-SERIES A COM SER A 150870103 10160 316502 SH DEFINED 1 316502 0 0 CELERA CORP COM 15100E106 1317 190533 SH DEFINED 1 190533 0 0 CELGENE CORP COM COM 151020104 119783 2151274 SH DEFINED 1 2151274 0 0 CELL THERAPEUTICS INC COM COM NO PAR 150934503 1459 1280078 SH DEFINED 1 1280078 0 0 CELLCOM ISRAEL LTD COM M2196U109 2 69 SH DEFINED 1 69 0 0 CELLCOM ISRAEL LTD COM M2196U109 1000 31200 SH DEFINED 1 2 31200 0 0 CELLDEX THERAPEUTICS INC COM 15117B103 384 82120 SH DEFINED 1 82120 0 0 CENTENE CORP DEL COM COM 15135B101 2447 115605 SH DEFINED 1 115605 0 0 CENTENE CORP DEL COM COM 15135B101 15 700 SH DEFINED 1 2 700 0 0 CENTER BANCORP INC COM COM 151408101 167 18773 SH DEFINED 1 18773 0 0 CENTER FINANCIAL CORP COM 15146E102 118 25731 SH DEFINED 1 25731 0 0 CENTERPOINT ENERGY INC COM 15189T107 25428 1752443 SH DEFINED 1 1752443 0 0 CENTERSTATE BANKS OF FLORIDA COM 15201P109 351 34769 SH DEFINED 1 34769 0 0 CENTRAL EUROPEAN DIST CORP COM COM 153435102 3859 135816 SH DEFINED 1 135816 0 0 CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 1425 143385 SH DEFINED 1 143385 0 0 CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 274 27600 SH DEFINED 1 2 27600 0 0 CENTRAL PACIFIC FINANCIAL CO COM 154760102 115 87849 SH DEFINED 1 87849 0 0 CENTRAL VT PUB SVC CORP COM COM 155771108 984 47325 SH DEFINED 1 47325 0 0 CENTURY ALUM CO COM COM 156431108 3242 200219 SH DEFINED 1 200219 0 0 CENTURY CASINOS INC COM 156492100 86 32095 SH DEFINED 1 32095 0 0 CENTURYTEL INC COM COM 156700106 49865 1377106 SH DEFINED 1 1377106 0 0 CENTURYTEL INC COM COM 156700106 797 22000 SH DEFINED 1 2 22000 0 0 CENVEO INC COM COM 15670S105 1085 124038 SH DEFINED 1 124038 0 0 CENVEO INC COM COM 15670S105 122 14000 SH DEFINED 1 2 14000 0 0 CEPH 2 06/01/15 NOTE 2.000% 6/0 156708AP4 10650 7500000 PRN DEFINED 1 2 7500000 0 0 CEPHALON INC COM COM 156708109 21273 340856 SH DEFINED 1 340856 0 0 CEPHEID COM COM 15670R107 1699 136157 SH DEFINED 1 136157 0 0 CERADYNE INC COM COM 156710105 1140 59356 SH DEFINED 1 59356 0 0 CERADYNE INC COM COM 156710105 60 3100 SH DEFINED 1 2 3100 0 0 CERNER CORP COM COM 156782104 12007 145650 SH DEFINED 1 145650 0 0 CERUS CORP COM COM 157085101 220 110616 SH DEFINED 1 110616 0 0 CEVA INC COM 157210105 492 38247 SH DEFINED 1 38247 0 0 CF INDUSTRIES HOLDINGS INC COM 125269100 21117 232612 SH DEFINED 1 232612 0 0 CH ENERGY GROUP INC COM COM 12541M102 2067 48615 SH DEFINED 1 48615 0 0 CHARLES RIV LABS INTL INC COM COM 159864107 4644 137849 SH DEFINED 1 137849 0 0 CHARMING SHOPPES INC COM COM 161133103 1294 199966 SH DEFINED 1 199966 0 0 CHART INDUSTRIES INC COM PAR $0.01 16115Q308 1149 69432 SH DEFINED 1 69432 0 0 CHART INDUSTRIES INC COM PAR $0.01 16115Q308 156 9400 SH DEFINED 1 2 9400 0 0 CHASE CORP COM COM 16150R104 140 11862 SH DEFINED 1 11862 0 0 CHATTEM INC COM COM 162456107 4467 47882 SH DEFINED 1 47882 0 0 CHECK POINT SOFTWARE TECHN ORD M22465104 741 21872 SH DEFINED 1 21872 0 0 CHECKPOINT SYS INC COM COM 162825103 1509 98978 SH DEFINED 1 98978 0 0 CHEESECAKE FACTORY INC COM COM 163072101 4359 201904 SH DEFINED 1 201904 0 0 CHELSEA THERAPEUTICS INT COM 163428105 70 26081 SH DEFINED 1 26081 0 0 CHEMED CORP COM 16359R103 2133 44461 SH DEFINED 1 44461 0 0 CHEMICAL FINL CORP COM COM 163731102 1632 69204 SH DEFINED 1 69204 0 0 CHENIERE ENERGY INC COM COM NEW 16411R208 417 172293 SH DEFINED 1 172293 0 0 CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 272 21100 SH DEFINED 1 2 21100 0 0 CHEROKEE INC DEL NEW COM COM 16444H102 600 33644 SH DEFINED 1 33644 0 0 CHESAPEAKE ENERGY CORP COM COM 165167107 75805 2929115 SH DEFINED 1 2929115 0 0 CHESAPEAKE UTILS CORP COM COM 165303108 1310 40881 SH DEFINED 1 40881 0 0 CHEVRON CORP COM COM 166764100 864147 11224147 SH DEFINED 1 11224147 0 0 CHICOS FAS INC COM COM 168615102 5206 370507 SH DEFINED 1 370507 0 0 CHILDRENS PL RETAIL STORES COM COM 168905107 1892 57301 SH DEFINED 1 57301 0 0 CHILDRENS PL RETAIL STORES COM COM 168905107 53 1600 SH DEFINED 1 2 1600 0 0 CHIMERA INVESTMENT CORP-REDH COM 16934Q109 5217 1344715 SH DEFINED 1 1344715 0 0 CHINDEX INTERNATIONAL INC COM 169467107 563 39853 SH DEFINED 1 39853 0 0 CHIPOTLE MEXICAN GRILL -REDH CL A 169656105 6128 69507 SH DEFINED 1 69507 0 0 CHIQUITA BRANDS INTL INC COM COM 170032809 1931 107066 SH DEFINED 1 107066 0 0 CHK 2 1/2 05/15/37 NOTE 2.500% 5/1 165167BZ9 4438 5000000 PRN DEFINED 1 2 5000000 0 0 CHOICE HOTELS INTL INC COM COM 169905106 1997 63070 SH DEFINED 1 63070 0 0 CHORDIANT SOFTWARE INC COM COM NEW 170404305 116 42318 SH DEFINED 1 42318 0 0 CHRISTOPHER & BANKS CORP COM COM 171046105 545 71525 SH DEFINED 1 71525 0 0 CHUBB CORP COM COM 171232101 77646 1578803 SH DEFINED 1 1578803 0 0 CHUBB CORP COM COM 171232101 487 9900 SH DEFINED 1 2 9900 0 0 CHURCH & DWIGHT INC COM COM 171340102 9104 150598 SH DEFINED 1 150598 0 0 CHURCHILL DOWNS INC COM COM 171484108 987 26413 SH DEFINED 1 26413 0 0 CIBER INC COM COM 17163B102 568 164647 SH DEFINED 1 164647 0 0 CIENA CORP COM COM NEW 171779309 2449 225938 SH DEFINED 1 225938 0 0 CIGNA CORP COM COM 125509109 43770 1240994 SH DEFINED 1 1240994 0 0 CIMAREX ENERGY CO COM 171798101 9581 180869 SH DEFINED 1 180869 0 0 CINCINNATI BELL INC COM 171871106 1629 472056 SH DEFINED 1 472056 0 0 CINCINNATI BELL INC COM 171871106 460 133200 SH DEFINED 1 2 133200 0 0 CINCINNATI FINL CORP COM COM 172062101 19191 731354 SH DEFINED 1 731354 0 0 CINEDIGM DIGITAL CINEMA CORP COM 172407108 41 32725 SH DEFINED 1 32725 0 0 CINEMARK HOLDINGS INC -REDH COM 17243V102 1598 111237 SH DEFINED 1 111237 0 0 CINTAS CORP COM COM 172908105 15984 613589 SH DEFINED 1 613589 0 0 CIRCOR INTL INC COM COM 17273K109 1297 51490 SH DEFINED 1 51490 0 0 CIRCOR INTL INC COM COM 17273K109 106 4200 SH DEFINED 1 2 4200 0 0 CIRRUS LOGIC INC COM COM 172755100 1262 185046 SH DEFINED 1 185046 0 0 CISCO SYS INC COM COM 17275R102 792909 33120664 SH DEFINED 1 33120664 0 0 CISCO SYS INC COM COM 17275R102 474 19800 SH DEFINED 1 2 19800 0 0 CIT GROUP INC COM NEW 125581801 11981 433945 SH DEFINED 1 433945 0 0 CITI TRENDS INC COM 17306X102 1234 44662 SH DEFINED 1 44662 0 0 CITIGROUP INC COM COM 172967101 360808109005437 SH DEFINED 1 109005437 0 0 CITIGROUP INC COM COM 172967101 5296 1600129 SH DEFINED 1 2 1600129 0 0 CITIZENS & NORTHERN CORP COM 172922106 173 18111 SH DEFINED 1 18111 0 0 CITIZENS BKG CORP MICH COM COM 174420109 408 591895 SH DEFINED 1 591895 0 0 CITIZENS INC CL A CL A 174740100 404 61821 SH DEFINED 1 61821 0 0 CITIZENS SOUTH BKG CORP COM COM 176682102 74 16084 SH DEFINED 1 16084 0 0 CITRIX SYS INC COM COM 177376100 35186 845607 SH DEFINED 1 845607 0 0 CITY BK LYNNWOOD WASH COM COM 17770A109 58 33216 SH DEFINED 1 33216 0 0 CITY HLDG CO COM COM 177835105 1669 51636 SH DEFINED 1 51636 0 0 CITY NATL CORP COM COM 178566105 3775 82785 SH DEFINED 1 82785 0 0 CKE RESTAURANTS INC COM COM 12561E105 841 99399 SH DEFINED 1 99399 0 0 CKX INC COM 12562M106 606 115080 SH DEFINED 1 115080 0 0 CLARCOR INC COM COM 179895107 3273 100898 SH DEFINED 1 100898 0 0 CLARIENT INC COM 180489106 134 50440 SH DEFINED 1 50440 0 0 CLEAN ENERGY FUELS CORP-REDH COM 184499101 1702 110476 SH DEFINED 1 110476 0 0 CLEAN HARBORS INC COM COM 184496107 2878 48276 SH DEFINED 1 48276 0 0 CLEAR CHANNEL OUTDOOR-CL A CL A 18451C109 1303 125385 SH DEFINED 1 125385 0 0 CLEARWATER PAPER CORP - W/I COM 18538R103 1380 25111 SH DEFINED 1 25111 0 0 CLEARWIRE CORP CL A 18538Q105 1496 221370 SH DEFINED 1 221370 0 0 CLECO CORP NEW COM COM 12561W105 3730 136471 SH DEFINED 1 136471 0 0 CLEVELAND BIOLABS INC -REDH COM 185860103 69 20722 SH DEFINED 1 20722 0 0 CLEVELAND CLIFFS INC COM COM 18683K101 29696 644307 SH DEFINED 1 644307 0 0 CLIFTON SAVINGS BANCORP INC COM 18712Q103 361 38504 SH DEFINED 1 38504 0 0 CLINICAL DATA INC NEW COM 18725U109 291 15948 SH DEFINED 1 15948 0 0 CLOROX CO DEL COM COM 189054109 38377 629135 SH DEFINED 1 629135 0 0 CLOUD PEAK ENERGY INC COM 18911Q102 1069 73447 SH DEFINED 1 73447 0 0 CME GROUP INC COM 12572Q105 105717 314682 SH DEFINED 1 314682 0 0 CMS 2 7/8 12/01/24 NOTE 2.875%12/0 125896AW0 9211 7500000 PRN DEFINED 1 2 7500000 0 0 CMS ENERGY CORP COM COM 125896100 16344 1043670 SH DEFINED 1 1043670 0 0 CMS ENERGY CORP COM COM 125896100 146 9300 SH DEFINED 1 2 9300 0 0 CNA FINL CORP COM COM 126117100 1438 59921 SH DEFINED 1 59921 0 0 CNA SURETY CORP COM COM 12612L108 482 32391 SH DEFINED 1 32391 0 0 CNH GLOBAL N V SHS SHS NEW N20935206 796 31854 SH DEFINED 1 31854 0 0 CNX GAS CORP COM 12618H309 1339 45375 SH DEFINED 1 45375 0 0 COACH INC COM COM 189754104 53410 1462079 SH DEFINED 1 1462079 0 0 COBIZ INC COM COM 190897108 210 44230 SH DEFINED 1 44230 0 0 COCA COLA BOTTLING CO CONS COM COM 191098102 1179 21828 SH DEFINED 1 21828 0 0 COCA COLA CO COM COM 191216100 729736 12802390 SH DEFINED 1 12802390 0 0 COCA COLA CO COM COM 191216100 467 8200 SH DEFINED 1 2 8200 0 0 COCA COLA ENTERPRISES INC COM COM 191219104 36197 1707413 SH DEFINED 1 1707413 0 0 COEUR D ALENE MINES CORP ID CO COM NEW 192108504 2417 133842 SH DEFINED 1 133842 0 0 COGDELL SPENCER INC -REDH COM 19238U107 417 73705 SH DEFINED 1 73705 0 0 COGENT COMM GROUP INC COM COM NEW 19239V302 1124 114026 SH DEFINED 1 114026 0 0 COGENT INC COM COM 19239Y108 994 95694 SH DEFINED 1 95694 0 0 COGNEX CORP COM COM 192422103 1553 87639 SH DEFINED 1 87639 0 0 COGNIZANT TECHNOLOGY SOLUTI CL CL A 192446102 62416 1377841 SH DEFINED 1 1377841 0 0 COHEN & STEERS INC COM 19247A100 1146 50187 SH DEFINED 1 50187 0 0 COHEN & STEERS QTY INCM RLTY COM 19247L106 349 57419 PRN DEFINED 1 2 57419 0 0 COHEN & STEERS SELECT UTIL COM 19248A109 337 21132 PRN DEFINED 1 2 21132 0 0 COHERENT INC COM COM 192479103 1866 62777 SH DEFINED 1 62777 0 0 COHU INC COM COM 192576106 1000 71713 SH DEFINED 1 71713 0 0 COINSTAR INC COM COM 19259P300 1890 68021 SH DEFINED 1 68021 0 0 COLDWATER CREEK INC COM COM 193068103 685 153513 SH DEFINED 1 153513 0 0 COLE KENNETH PRODTNS INC CL A CL A 193294105 260 26894 SH DEFINED 1 26894 0 0 COLEMAN CABLE INC COM 193459302 39 11723 SH DEFINED 1 11723 0 0 COLFAX CORP COM 194014106 700 58140 SH DEFINED 1 58140 0 0 COLGATE PALMOLIVE CO COM COM 194162103 232283 2827546 SH DEFINED 1 2827546 0 0 COLLECTIVE BRANDS INC COM 19421W100 3017 132492 SH DEFINED 1 132492 0 0 COLONIAL PPTYS TR COM SH BEN I COM SH BEN INT 195872106 1989 169607 SH DEFINED 1 169607 0 0 COLONY FINANCIAL INC COM 19624R106 649 31871 SH DEFINED 1 31871 0 0 COLUMBIA BANCORP/OR COM 197231103 18 15473 SH DEFINED 1 15473 0 0 COLUMBIA BKG SYS INC COM COM 197236102 848 52425 SH DEFINED 1 52425 0 0 COLUMBIA LABS INC COM COM 197779101 89 81975 SH DEFINED 1 81975 0 0 COLUMBIA SPORTSWEAR CO COM COM 198516106 1240 31759 SH DEFINED 1 31759 0 0 COLUMBUS MCKINNON CORP N Y COM COM 199333105 873 63909 SH DEFINED 1 63909 0 0 COMBINATORX INC COM COM 20010A103 24 29276 SH DEFINED 1 29276 0 0 COMCAST CORP CL A CL A 20030N101 273737 16235881 SH DEFINED 1 16235881 0 0 COMCAST CORP CL A CL A 20030N101 224 13300 SH DEFINED 1 2 13300 0 0 COMCAST CORP CL A SPL CL A SPL 20030N200 1335 83392 SH DEFINED 1 83392 0 0 COMERICA INC COM COM 200340107 20000 676345 SH DEFINED 1 676345 0 0 COMERICA INC COM COM 200340107 908 30700 SH DEFINED 1 2 30700 0 0 COMFORT SYS USA INC COM COM 199908104 1863 150949 SH DEFINED 1 150949 0 0 COMFORT SYS USA INC COM COM 199908104 260 21100 SH DEFINED 1 2 21100 0 0 COMMERCE BANCSHARES INC COM COM 200525103 6295 162586 SH DEFINED 1 162586 0 0 COMMERCIAL METALS CO COM COM 201723103 3780 241522 SH DEFINED 1 241522 0 0 COMMERCIAL VEHICLE GROUP INC C COM 202608105 281 46888 SH DEFINED 1 46888 0 0 COMMSCOPE INC COM COM 203372107 5137 193642 SH DEFINED 1 193642 0 0 COMMUNITY BK SYS INC COM COM 203607106 2150 111364 SH DEFINED 1 111364 0 0 COMMUNITY HEALTH SYS INC NE CO COM 203668108 6988 196299 SH DEFINED 1 196299 0 0 COMMUNITY TR BANCORP INC COM COM 204149108 1166 47671 SH DEFINED 1 47671 0 0 COMMVAULT SYSTEMS INC -REDH COM 204166102 2812 118690 SH DEFINED 1 118690 0 0 COMPANHIA DE SANEAMENTO BASICO SPONSORED ADR 20441A102 1036 26487 SH DEFINED 1 26487 0 0 COMPANHIA PARANAENSE DE ENERGI SPON ADR PFD 20441B407 2319 108101 SH DEFINED 1 108101 0 0 COMPASS MINERALS INTERNATIONAL COM 20451N101 4465 66457 SH DEFINED 1 66457 0 0 COMPELLENT TECHNOLOGIES-REDH COM 20452A108 1176 51835 SH DEFINED 1 51835 0 0 COMPLETE PRODUCTION SERVICES I COM 20453E109 2526 194342 SH DEFINED 1 194342 0 0 COMPUCREDIT HOLDINGS CORP COM 20478T107 233 69946 SH DEFINED 1 69946 0 0 COMPUTER PROGRAMS & SYS INC CO COM 205306103 1882 40875 SH DEFINED 1 40875 0 0 COMPUTER SCIENCES CORP COM COM 205363104 44259 769317 SH DEFINED 1 769317 0 0 COMPUTER SCIENCES CORP COM COM 205363104 414 7200 SH DEFINED 1 2 7200 0 0 COMPUTER TASK GROUP INC COM COM 205477102 143 17888 SH DEFINED 1 17888 0 0 COMPUWARE CORP COM COM 205638109 7617 1053547 SH DEFINED 1 1053547 0 0 COMPUWARE CORP COM COM 205638109 1019 140900 SH DEFINED 1 2 140900 0 0 COMSCORE INC COM 20564W105 1136 64746 SH DEFINED 1 64746 0 0 COMSTOCK RES INC COM NEW COM NEW 205768203 3906 96266 SH DEFINED 1 96266 0 0 COMSYS IT PARTNERS INC COM 20581E104 206 23182 SH DEFINED 1 23182 0 0 COMTECH TELECOMMUNICATIONS COM COM NEW 205826209 2405 68619 SH DEFINED 1 68619 0 0 COMVERGE INC COM 205859101 469 41734 SH DEFINED 1 41734 0 0 CON-WAY INC COM COM 205944101 3658 104775 SH DEFINED 1 104775 0 0 CONAGRA FOODS INC COM COM 205887102 46325 2009755 SH DEFINED 1 2009755 0 0 CONAGRA FOODS INC COM COM 205887102 848 36800 SH DEFINED 1 2 36800 0 0 CONCEPTUS INC COM COM 206016107 1538 82000 SH DEFINED 1 82000 0 0 CONCHO RESOURCES INC -REDH COM 20605P101 7245 161367 SH DEFINED 1 161367 0 0 CONCUR TECHNOLOGIES INC COM COM 206708109 4231 98972 SH DEFINED 1 98972 0 0 CONEXANT SYSTEMS INC COM COM NEW 207142308 279 120148 SH DEFINED 1 120148 0 0 CONMED CORP COM COM 207410101 1597 70034 SH DEFINED 1 70034 0 0 CONN'S INC COM 208242107 189 32420 SH DEFINED 1 32420 0 0 CONNECTICUT WTR SVC INC COM COM 207797101 303 12226 SH DEFINED 1 12226 0 0 CONOCO PHILLIPS CO COM COM 20825C104 417386 8172817 SH DEFINED 1 8172817 0 0 CONOCO PHILLIPS CO COM COM 20825C104 3524 69000 SH DEFINED 1 2 69000 0 0 CONSECO INC COM NEW 208464883 2266 453231 SH DEFINED 1 453231 0 0 CONSECO INC COM NEW 208464883 70 13900 SH DEFINED 1 2 13900 0 0 CONSOL ENERGY INC COM COM 20854P109 41058 824449 SH DEFINED 1 824449 0 0 CONSOLIDATED COMMUNICATIONS COM 209034107 1806 103214 SH DEFINED 1 103214 0 0 CONSOLIDATED EDISON INC COM COM 209115104 57804 1272366 SH DEFINED 1 1272366 0 0 CONSOLIDATED GRAPHICS INC COM COM 209341106 959 27375 SH DEFINED 1 27375 0 0 CONSOLIDATED TOMOKA LD CO COM COM 210226106 353 10099 SH DEFINED 1 10099 0 0 CONSTANT CONTACT INC COM 210313102 1009 63061 SH DEFINED 1 63061 0 0 CONSTELLATION BRANDS INC CL A CL A 21036P108 14395 903667 SH DEFINED 1 903667 0 0 CONSTELLATION ENERGY GROUP COM COM 210371100 38341 1090162 SH DEFINED 1 1090162 0 0 CONSTELLATION ENERGY GROUP COM COM 210371100 1400 39800 SH DEFINED 1 2 39800 0 0 CONSUMER PORTFOLIO SVCS INC CO COM 210502100 19 16973 SH DEFINED 1 16973 0 0 CONTANGO OIL AND GAS COMPANY COM NEW 21075N204 1410 29995 SH DEFINED 1 29995 0 0 CONTINENTAL AIRLS INC CL B CL B 210795308 5285 294941 SH DEFINED 1 294941 0 0 CONTINENTAL RESOURCES INC COM 212015101 3053 71179 SH DEFINED 1 71179 0 0 CONTINUCARE CORP COM COM 212172100 268 61389 SH DEFINED 1 61389 0 0 CONVERA CORP CL A CL A 211919105 10 41387 SH DEFINED 1 41387 0 0 CONVERGYS CORP COM COM 212485106 2654 246895 SH DEFINED 1 246895 0 0 CONVERGYS CORP COM COM 212485106 41 3800 SH DEFINED 1 2 3800 0 0 CONVERTED ORGANICS INC -REDH COM 21254S107 62 92992 SH DEFINED 1 92992 0 0 COOPER COS INC COM NEW COM NEW 216648402 3495 91676 SH DEFINED 1 91676 0 0 COOPER INDS INC COM SHS G24140108 712 16688 SH DEFINED 1 16688 0 0 COOPER TIRE & RUBR CO COM COM 216831107 2758 137538 SH DEFINED 1 137538 0 0 COOPER TIRE & RUBR CO COM COM 216831107 60 3000 SH DEFINED 1 2 3000 0 0 COPART INC COM COM 217204106 6129 167320 SH DEFINED 1 167320 0 0 CORE MARK HOLDING CO INC COM 218681104 909 27567 SH DEFINED 1 27567 0 0 CORE MARK HOLDING CO INC COM 218681104 105 3200 SH DEFINED 1 2 3200 0 0 CORINTHIAN COLLEGES INC COM COM 218868107 7412 538274 SH DEFINED 1 538274 0 0 CORN PRODS INTL INC COM COM 219023108 4793 163989 SH DEFINED 1 163989 0 0 CORNELL COMPANIES INC COM COM 219141108 646 28451 SH DEFINED 1 28451 0 0 CORNING INC COM COM 219350105 140638 7283173 SH DEFINED 1 7283173 0 0 CORNING INC COM COM 219350105 172 8900 SH DEFINED 1 2 8900 0 0 CORPORATE EXECUTIVE BRD CO COM COM 21988R102 1813 79465 SH DEFINED 1 79465 0 0 CORPORATE OFFICE PPTYS TR SH B SH BEN INT 22002T108 4124 112587 SH DEFINED 1 112587 0 0 CORRECTIONS CORP AMER NEW COM COM NEW 22025Y407 6114 249061 SH DEFINED 1 249061 0 0 CORVEL CORP COM COM 221006109 504 15016 SH DEFINED 1 15016 0 0 COSAN LTD-REDH SHS A G25343107 204 23399 SH DEFINED 1 23399 0 0 COSI INC COM 22122P101 32 53921 SH DEFINED 1 53921 0 0 COST PLUS INC CALIF COM COM 221485105 20 19978 SH DEFINED 1 19978 0 0 COSTAR GROUP INC COM COM 22160N109 1821 43599 SH DEFINED 1 43599 0 0 COSTCO WHSL CORP NEW COM COM 22160K105 144009 2433819 SH DEFINED 1 2433819 0 0 COSTCO WHSL CORP NEW COM COM 22160K105 361 6100 SH DEFINED 1 2 6100 0 0 COURIER CORP COM COM 222660102 294 20626 SH DEFINED 1 20626 0 0 COUSINS PPTYS INC COM COM 222795106 1356 177769 SH DEFINED 1 177769 0 0 COVANCE INC COM COM 222816100 7220 132316 SH DEFINED 1 132316 0 0 COVANTA HOLDING CORP COM 22282E102 6850 378666 SH DEFINED 1 378666 0 0 COVENTRY HEALTH CARE INC COM COM 222862104 16388 674696 SH DEFINED 1 674696 0 0 COVENTRY HEALTH CARE INC COM COM 222862104 279 11500 SH DEFINED 1 2 11500 0 0 COVIDIEN LTD SHS G2554F105 6 116 SH DEFINED 1 116 0 0 COVIDIEN LTD SHS G2554F105 1427 29800 SH DEFINED 1 2 29800 0 0 COWEN GROUP INC CL A 223622101 206 34746 SH DEFINED 1 34746 0 0 CPI CORP COM COM 125902106 138 11236 SH DEFINED 1 11236 0 0 CPI INTERNATIONAL INC -REDH COM 12618M100 249 18799 SH DEFINED 1 18799 0 0 CRA INTERNATIONAL INC COM 12618T105 1032 38720 SH DEFINED 1 38720 0 0 CRACKER BARREL OLD COUNTRY STO COM 22410J106 2085 54880 SH DEFINED 1 54880 0 0 CRANE CO COM COM 224399105 3266 106676 SH DEFINED 1 106676 0 0 CRAWFORD & CO CL B CL B 224633107 167 42474 SH DEFINED 1 42474 0 0 CRAY INC COM COM NEW 225223304 692 107789 SH DEFINED 1 107789 0 0 CREDIT ACCEP CORP MICH COM COM 225310101 525 12460 SH DEFINED 1 12460 0 0 CREDO PETROLEUM CORP COM PAR $0.10 225439207 98 10581 SH DEFINED 1 10581 0 0 CREE INC COM COM 225447101 11946 211916 SH DEFINED 1 211916 0 0 CRESUD S.A.-SPONS ADR SPONSORED ADR 226406106 186 12921 SH DEFINED 1 12921 0 0 CREXUS INVESTMENT CORP COM 226553105 458 32793 SH DEFINED 1 32793 0 0 CRITICAL THERAPEUTICS INC COM COM 21924P103 140 23000 SH DEFINED 1 23000 0 0 CRM HOLDINGS LTD -REDH COM G2554P103 3 10363 SH DEFINED 1 10363 0 0 CROCS INC COM 227046109 1402 243753 SH DEFINED 1 243753 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 1074 108383 SH DEFINED 1 108383 0 0 CROSS TIMBERS RTY TR TR UNIT TR UNIT 22757R109 850 25215 SH DEFINED 1 25215 0 0 CROSSTEX ENERGY INC COM 22765Y104 740 122300 SH DEFINED 1 122300 0 0 CROWN CASTLE INTL CORP COM COM 228227104 20963 536954 SH DEFINED 1 536954 0 0 CROWN HOLDINGS INC COM 228368106 8744 341813 SH DEFINED 1 341813 0 0 CROWN MEDIA HLDGS INC CL A CL A 228411104 32 22056 SH DEFINED 1 22056 0 0 CRYOLIFE INC COM COM 228903100 480 74746 SH DEFINED 1 74746 0 0 CSG SYS INTL INC COM COM 126349109 1842 96480 SH DEFINED 1 96480 0 0 CSS INDS INC COM COM 125906107 505 25990 SH DEFINED 1 25990 0 0 CSX CORP COM COM 126408103 92915 1916165 SH DEFINED 1 1916165 0 0 CTC MEDIA INC COM 12642X106 247 16575 SH DEFINED 1 16575 0 0 CTRIP.COM INTERNATIONAL-ADR ADR 22943F100 530 7377 SH DEFINED 1 7377 0 0 CTRIP.COM INTERNATIONAL-ADR ADR 22943F100 2084 29000 SH DEFINED 1 2 29000 0 0 CTS CORP COM COM 126501105 767 79728 SH DEFINED 1 79728 0 0 CTV 3 1/4 07/01/15 NOTE 3.250% 7/0 203372AG2 7136 6000000 PRN DEFINED 1 2 6000000 0 0 CUBIC CORP COM COM 229669106 1976 52979 SH DEFINED 1 52979 0 0 CUBIST PHARMACEUTICALS INC COM COM 229678107 2693 141976 SH DEFINED 1 141976 0 0 CULLEN FROST BANKERS INC COM COM 229899109 6399 127987 SH DEFINED 1 127987 0 0 CUMBERLAND PHARMACEUTICALS COM 230770109 179 13141 SH DEFINED 1 13141 0 0 CUMMINS INC COM COM 231021106 41553 906083 SH DEFINED 1 906083 0 0 CUMULUS MEDIA INC CL A CL A 231082108 243 106624 SH DEFINED 1 106624 0 0 CURIS INC COM COM 231269101 200 61677 SH DEFINED 1 61677 0 0 CURTISS WRIGHT CORP COM COM 231561101 2996 95670 SH DEFINED 1 95670 0 0 CUTERA INC COM 232109108 328 38544 SH DEFINED 1 38544 0 0 CVB FINL CORP COM COM 126600105 2407 278596 SH DEFINED 1 278596 0 0 CVR ENERGY INC-REDH COM 12662P108 894 130334 SH DEFINED 1 130334 0 0 CVR ENERGY INC-REDH COM 12662P108 45 6600 SH DEFINED 1 2 6600 0 0 CVS CORP COM COM 126650100 253471 7869317 SH DEFINED 1 7869317 0 0 CYBERONICS INC COM COM 23251P102 1739 85069 SH DEFINED 1 85069 0 0 CYBERSOURCE CORP COM COM 23251J106 3417 169911 SH DEFINED 1 169911 0 0 CYBEX INTERNATIONAL INC COM 23252E106 17 14718 SH DEFINED 1 14718 0 0 CYMER INC COM COM 232572107 2854 74351 SH DEFINED 1 74351 0 0 CYNOSOSURE INC-CLASS A CL A 232577205 210 18246 SH DEFINED 1 18246 0 0 CYPRESS BIOSCIENCES INC COM PA COM PAR $.02 232674507 776 134637 SH DEFINED 1 134637 0 0 CYPRESS SEMICONDUCTOR CORP COM COM 232806109 3634 344131 SH DEFINED 1 344131 0 0 CYPRESS SEMICONDUCTOR CORP COM COM 232806109 729 69000 SH DEFINED 1 2 69000 0 0 CYPRESS SHARPRIDGE INVESTMENTS COM 23281A307 231 17073 SH DEFINED 1 17073 0 0 CYTEC INDS INC COM COM 232820100 3900 107084 SH DEFINED 1 107084 0 0 CYTOKINETICS INC COM COM 23282W100 234 80411 SH DEFINED 1 80411 0 0 CYTORI THERAPEUTICS INC COM 23283K105 482 79013 SH DEFINED 1 79013 0 0 CYTRX CORP COM NEW COM NEW 232828301 245 218780 SH DEFINED 1 218780 0 0 D R HORTON INC COM COM 23331A109 13608 1251930 SH DEFINED 1 1251930 0 0 D R HORTON INC COM COM 23331A109 1565 144000 SH DEFINED 1 2 144000 0 0 DAIMLERCHRYSLER AG STUTTGART COM D1668R123 35132 659141 SH DEFINED 1 659141 0 0 DAKTRONICS INC COM COM 234264109 1373 149024 SH DEFINED 1 149024 0 0 DANA CORP COM 235825205 3028 279290 SH DEFINED 1 279290 0 0 DANAHER CORP DEL COM COM 235851102 90809 1207560 SH DEFINED 1 1207560 0 0 DANVERS BANCORP INC COM 236442109 768 59100 SH DEFINED 1 59100 0 0 DARA BIOSCIENCES INC COM 23703P106 43 97427 SH DEFINED 1 97427 0 0 DARDEN RESTAURANTS INC COM COM 237194105 21665 617773 SH DEFINED 1 617773 0 0 DARLING INTL INC COM COM 237266101 2182 260347 SH DEFINED 1 260347 0 0 DATARAM CORP COM PAR $1 COM PAR $1 238108203 101 27530 SH DEFINED 1 27530 0 0 DAVITA INC COM COM 23918K108 27130 461858 SH DEFINED 1 461858 0 0 DAWSON GEOPHYSICAL CO COM COM 239359102 453 19591 SH DEFINED 1 19591 0 0 DAYSTAR TECHNOLOGIES INC COM 23962Q100 23 55291 SH DEFINED 1 55291 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 2349 467919 SH DEFINED 1 467919 0 0 DDI CORP COM 0.0001 NEW 233162502 107 21894 SH DEFINED 1 21894 0 0 DEALERTRACK HOLDINGS INC COM 242309102 2124 113015 SH DEFINED 1 113015 0 0 DEAN FOODS CO NEW COM COM 242370104 14808 820833 SH DEFINED 1 820833 0 0 DEARBORN BANCORP INC COM 24242R108 5 11727 SH DEFINED 1 11727 0 0 DECKERS OUTDOOR CORP COM COM 243537107 3048 29964 SH DEFINED 1 29964 0 0 DEERE & CO COM COM 244199105 105300 1946761 SH DEFINED 1 1946761 0 0 DEL MONTE FOODS CO COM COM 24522P103 5678 500741 SH DEFINED 1 500741 0 0 DEL MONTE FOODS CO COM COM 24522P103 352 31000 SH DEFINED 1 2 31000 0 0 DELCATH SYSTEMS INC COM 24661P104 500 97223 SH DEFINED 1 97223 0 0 DELEK US HOLDINGS INC COM 246647101 507 74503 SH DEFINED 1 74503 0 0 DELIA*S INC COM 246911101 60 32236 SH DEFINED 1 32236 0 0 DELL INC COM 24702R101 140868 9809770 SH DEFINED 1 9809770 0 0 DELL INC COM 24702R101 487 33900 SH DEFINED 1 2 33900 0 0 DELPHI FINL GROUP INC CL A CL A 247131105 2767 123682 SH DEFINED 1 123682 0 0 DELTA AIR LINES INC COM NEW 247361702 18694 1642728 SH DEFINED 1 1642728 0 0 DELTA PETROLEUM CORP COM NEW 247907207 542 521180 SH DEFINED 1 521180 0 0 DELTEK INC COM 24784L105 280 35951 SH DEFINED 1 35951 0 0 DELTIC TIMBER CORP COM COM 247850100 1479 32036 SH DEFINED 1 32036 0 0 DELUXE CORP COM COM 248019101 1859 125707 SH DEFINED 1 125707 0 0 DELUXE CORP COM COM 248019101 836 56500 SH DEFINED 1 2 56500 0 0 DEMANDTEC INC COM NEW 24802R506 233 26574 SH DEFINED 1 26574 0 0 DENBURY RES INC COM NEW COM NEW 247916208 16680 1127052 SH DEFINED 1 1127052 0 0 DENDREON CORP COM COM 24823Q107 7779 296005 SH DEFINED 1 296005 0 0 DENNY'S CORPORATION COM COM 24869P104 470 214741 SH DEFINED 1 214741 0 0 DENTSPLY INTL INC NEW COM COM 249030107 24455 695332 SH DEFINED 1 695332 0 0 DEPOMED INC COM 249908104 274 81935 SH DEFINED 1 81935 0 0 DEUTSCHE BANK AG NPV(REG D) COM D18190898 30832 434799 SH DEFINED 1 434799 0 0 DEUTSCHE BANK AG NPV(REG D) COM D18190898 227 3200 SH DEFINED 1 2 3200 0 0 DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 2578 278420 SH DEFINED 1 278420 0 0 DEVON ENERGY CORP NEW COM COM 25179M103 180790 2459722 SH DEFINED 1 2459722 0 0 DEVRY INC DEL COM COM 251893103 16160 284851 SH DEFINED 1 284851 0 0 DEVRY INC DEL COM COM 251893103 170 3000 SH DEFINED 1 2 3000 0 0 DEXCOM INC COM 252131107 678 83949 SH DEFINED 1 83949 0 0 DG FASTCHANNEL INC COM 23326R109 1534 54921 SH DEFINED 1 54921 0 0 DHT MARITIME INC COM Y2065G105 731 198597 SH DEFINED 1 198597 0 0 DIALYSIS CORP OF AMERICA COM 252529102 83 11495 SH DEFINED 1 11495 0 0 DIAMOND FOODS INC COM 252603105 2769 77923 SH DEFINED 1 77923 0 0 DIAMOND HILL INVESTMENT GRP IN COM NEW 25264R207 286 4458 SH DEFINED 1 4458 0 0 DIAMOND MANAGEMENT & TECHNOLOG COM 25269L106 551 74806 SH DEFINED 1 74806 0 0 DIAMOND OFFSHORE DRILLING I CO COM 25271C102 34004 345503 SH DEFINED 1 345503 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 2067 244029 SH DEFINED 1 244029 0 0 DICE HOLDINGS INC COM 253017107 176 26816 SH DEFINED 1 26816 0 0 DICK'S SPORTING GOODS INC COM 253393102 4261 171338 SH DEFINED 1 171338 0 0 DIEBOLD INC COM COM 253651103 3856 135547 SH DEFINED 1 135547 0 0 DIEBOLD INC COM COM 253651103 34 1200 SH DEFINED 1 2 1200 0 0 DIGI INTL INC COM COM 253798102 756 82937 SH DEFINED 1 82937 0 0 DIGITAL ALLY INC COM 25382P109 37 18033 SH DEFINED 1 18033 0 0 DIGITAL REALTY TRUST INC COM 253868103 7396 147105 SH DEFINED 1 147105 0 0 DIGITAL RIV INC COM COM 25388B104 2391 88573 SH DEFINED 1 88573 0 0 DIGITALGLOBE INC COM NEW 25389M877 1460 60341 SH DEFINED 1 60341 0 0 DILLARDS INC CL A CL A 254067101 2899 157132 SH DEFINED 1 157132 0 0 DILLARDS INC CL A CL A 254067101 308 16700 SH DEFINED 1 2 16700 0 0 DIME CMNTY BANCSHARES COM COM 253922108 1750 149358 SH DEFINED 1 149358 0 0 DINEEQUITY INC COM 254423106 953 39254 SH DEFINED 1 39254 0 0 DIODES INC COM COM 254543101 1765 86292 SH DEFINED 1 86292 0 0 DIONEX CORP COM COM 254546104 3102 41992 SH DEFINED 1 41992 0 0 DIRECTV GROUP INC/THE COM CL A 25490A101 150480 4512133 SH DEFINED 1 4512133 0 0 DISCOVER FINANCIAL SVCS INC COM 254709108 42336 2878057 SH DEFINED 1 2878057 0 0 DISCOVERY COMMUNICATIONS-C COM SER C 25470F302 382 14422 SH DEFINED 1 14422 0 0 DISCOVERY HOLDING CO-A COM SER A 25470F104 18671 608773 SH DEFINED 1 608773 0 0 DISCOVERY LABORATORIES INC COM COM 254668106 112 178513 SH DEFINED 1 178513 0 0 DISH NETWORK CORP CL A 25470M109 9512 457960 SH DEFINED 1 457960 0 0 DISNEY WALT CO COM DISNEY COM DISNEY 254687106 341495 10588977 SH DEFINED 1 10588977 0 0 DITECH NETWORKS CORP COM 25500T108 47 36121 SH DEFINED 1 36121 0 0 DIVX INC COM 255413106 329 58258 SH DEFINED 1 58258 0 0 DIXIE GROUP INC CL A CL A 255519100 30 11240 SH DEFINED 1 11240 0 0 DOLAN MEDIA CO -REDH COM 25659P402 568 55623 SH DEFINED 1 55623 0 0 DOLBY LABORATORIES INC-CL A COM 25659T107 5093 106695 SH DEFINED 1 106695 0 0 DOLE FOOD CO INC COM 256603101 954 76874 SH DEFINED 1 76874 0 0 DOLLAR FINANCIAL CORP COM COM 256664103 1353 57176 SH DEFINED 1 57176 0 0 DOLLAR GEN CORP COM COM 256677105 1646 73369 SH DEFINED 1 73369 0 0 DOLLAR THRIFTY AUTOMOTIVE G CO COM 256743105 1847 72111 SH DEFINED 1 72111 0 0 DOLLAR THRIFTY AUTOMOTIVE G CO COM 256743105 300 11700 SH DEFINED 1 2 11700 0 0 DOLLAR TREE INC COM COM 256746108 9749 201843 SH DEFINED 1 201843 0 0 DOMINION RES INC VA NEW COM COM 25746U109 106290 2730982 SH DEFINED 1 2730982 0 0 DOMINO'S PIZZA INC COM 25754A201 1062 126751 SH DEFINED 1 126751 0 0 DOMTAR INC COM COM NEW 257559203 9479 171079 SH DEFINED 1 171079 0 0 DOMTAR INC COM COM NEW 257559203 338 6100 SH DEFINED 1 2 6100 0 0 DONALDSON INC COM COM 257651109 6532 153549 SH DEFINED 1 153549 0 0 DONEGAL GROUP INC-CL A CL A 257701201 370 23786 SH DEFINED 1 23786 0 0 DONNELLEY R R & SONS CO COM COM 257867101 21952 985724 SH DEFINED 1 985724 0 0 DONNELLEY R R & SONS CO COM COM 257867101 2637 118400 SH DEFINED 1 2 118400 0 0 DORAL FINL CORP COM COM NEW 25811P886 57 15680 SH DEFINED 1 15680 0 0 DOT HILL SYS CORP COM COM 25848T109 84 44219 SH DEFINED 1 44219 0 0 DOUBLE EAGLE PETROLEUM CO COM PAR $0.10 258570209 58 13413 SH DEFINED 1 13413 0 0 DOUBLE-TAKE SFTWAR INC COM 258598101 497 49701 SH DEFINED 1 49701 0 0 DOUGLAS EMMETT INC COM 25960P109 3849 270080 SH DEFINED 1 270080 0 0 DOVER CORP COM COM 260003108 39277 943939 SH DEFINED 1 943939 0 0 DOVER DOWNS GAMING & ENTMT COM COM 260095104 104 27382 SH DEFINED 1 27382 0 0 DOVER MOTORSPORTS INC COM COM 260174107 72 34311 SH DEFINED 1 34311 0 0 DOW CHEM CO COM COM 260543103 175189 6340546 SH DEFINED 1 6340546 0 0 DPL INC COM COM 233293109 11586 419794 SH DEFINED 1 419794 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 35667 1260319 SH DEFINED 1 1260319 0 0 DREAMWORKS ANIMATION SKG-A CL A 26153C103 6122 153244 SH DEFINED 1 153244 0 0 DRESS BARN INC COM COM 261570105 3378 146239 SH DEFINED 1 146239 0 0 DRESSER-RAND GROUP INC COM 261608103 5403 170928 SH DEFINED 1 170928 0 0 DREW INDS INC COM NEW COM NEW 26168L205 878 42532 SH DEFINED 1 42532 0 0 DRIL-QUIP INC COM COM 262037104 3735 66125 SH DEFINED 1 66125 0 0 DRUGSTORE COM INC COM COM 262241102 286 92615 SH DEFINED 1 92615 0 0 DRYS 5 12/01/14 NOTE 5.000%12/0 262498AB4 7136 7000000 PRN DEFINED 1 2 7000000 0 0 DSP GROUP INC COM COM 23332B106 415 73632 SH DEFINED 1 73632 0 0 DST SYS INC DEL COM COM 233326107 3543 81364 SH DEFINED 1 81364 0 0 DSW INC-CLASS A CL A 23334L102 1460 56411 SH DEFINED 1 56411 0 0 DTE ENERGY CO COM COM 233331107 35732 819734 SH DEFINED 1 819734 0 0 DTE ENERGY CO COM COM 233331107 693 15900 SH DEFINED 1 2 15900 0 0 DTS INC COM 23335C101 1757 51357 SH DEFINED 1 51357 0 0 DU PONT E I DE NEMOURS & CO CO COM 263534109 166791 4953692 SH DEFINED 1 4953692 0 0 DU PONT E I DE NEMOURS & CO CO COM 263534109 340 10100 SH DEFINED 1 2 10100 0 0 DUCOMMUN INC DEL COM COM 264147109 529 28286 SH DEFINED 1 28286 0 0 DUFF & PHELPS CORP CL A 26433B107 566 31000 SH DEFINED 1 31000 0 0 DUKE ENERGY CORP COM COM 26441C105 102356 5947455 SH DEFINED 1 5947455 0 0 DUKE REALTY CORP COM NEW COM NEW 264411505 5595 459752 SH DEFINED 1 459752 0 0 DUN & BRADSTREET CORP DEL N CO COM 26483E100 19638 232766 SH DEFINED 1 232766 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1696 94276 SH DEFINED 1 94276 0 0 DURECT CORP COM COM 266605104 385 155679 SH DEFINED 1 155679 0 0 DUSA PHARMACEUTICALS INC COM COM 266898105 17 10786 SH DEFINED 1 10786 0 0 DXP ENTERPRISES INC COM NEW 233377407 148 11293 SH DEFINED 1 11293 0 0 DYAX CORP COM COM 26746E103 496 146351 SH DEFINED 1 146351 0 0 DYCOM INDS INC COM COM 267475101 928 115551 SH DEFINED 1 115551 0 0 DYNAMEX INC COM COM 26784F103 404 22331 SH DEFINED 1 22331 0 0 DYNAMIC MATERIALS CORP COM 267888105 640 31909 SH DEFINED 1 31909 0 0 DYNAMICS RESH CORP COM COM 268057106 116 10980 SH DEFINED 1 10980 0 0 DYNAVAX TECHNOLOGIES CORP COM 268158102 344 242215 SH DEFINED 1 242215 0 0 DYNCORP INTL INC CL A 26817C101 945 65878 SH DEFINED 1 65878 0 0 DYNCORP INTL INC CL A 26817C101 495 34500 SH DEFINED 1 2 34500 0 0 DYNEGY INC NEW CL A CL A 26817G102 1773 979728 SH DEFINED 1 979728 0 0 DYNEX CAPITAL INC COM NEW 26817Q506 92 10519 SH DEFINED 1 10519 0 0 E M C CORP MASS COM COM 268648102 197758 11319885 SH DEFINED 1 11319885 0 0 E TRADE FINANCIAL CORP COM 269246104 12372 7069978 SH DEFINED 1 7069978 0 0 EAGLE BANCORP INC COM 268948106 149 14275 SH DEFINED 1 14275 0 0 EAGLE BULK SHIPPING INC COM Y2187A101 832 168139 SH DEFINED 1 168139 0 0 EAGLE MATERIALS INC COM 26969P108 2562 98342 SH DEFINED 1 98342 0 0 EARTHLINK INC COM COM 270321102 2503 301172 SH DEFINED 1 301172 0 0 EARTHLINK INC COM COM 270321102 1458 175500 SH DEFINED 1 2 175500 0 0 EAST WEST BANCORP INC COM COM 27579R104 3680 232891 SH DEFINED 1 232891 0 0 EASTERN INSURANCE HLDGS-REDH COM 276534104 109 12612 SH DEFINED 1 12612 0 0 EASTGROUP PPTY INC COM COM 277276101 2456 64169 SH DEFINED 1 64169 0 0 EASTMAN CHEM CO COM COM 277432100 19622 325735 SH DEFINED 1 325735 0 0 EASTMAN KODAK CO COM COM 277461109 5320 1260652 SH DEFINED 1 1260652 0 0 EATON CORP COM COM 278058102 48084 755802 SH DEFINED 1 755802 0 0 EATON VANCE CORP COM NON VTG COM NON VTG 278265103 7668 252169 SH DEFINED 1 252169 0 0 EBAY INC COM COM 278642103 126254 5363364 SH DEFINED 1 5363364 0 0 EBAY INC COM COM 278642103 499 21200 SH DEFINED 1 2 21200 0 0 EBIX INC COM NEW 278715206 969 19849 SH DEFINED 1 19849 0 0 ECHELON CORP COM COM 27874N105 1013 87669 SH DEFINED 1 87669 0 0 ECHO GLOBAL LOGISTICS INC COM 27875T101 268 21150 SH DEFINED 1 21150 0 0 ECHOSTAR CORP CL A 278768106 2153 106898 SH DEFINED 1 106898 0 0 ECLIPSYS CORP COM COM 278856109 2258 121927 SH DEFINED 1 121927 0 0 ECOLAB INC COM COM 278865100 48246 1082223 SH DEFINED 1 1082223 0 0 EDGAR ONLINE INC COM COM 279765101 18 11846 SH DEFINED 1 11846 0 0 EDGEWATER TECHNOLOGY INC COM COM 280358102 31 10282 SH DEFINED 1 10282 0 0 EDIETS.COM INC -CL A COM 280597105 18 14028 SH DEFINED 1 14028 0 0 EDISON INTL COM COM 281020107 50720 1458307 SH DEFINED 1 1458307 0 0 EDUCATION MANAGEMENT CORP COM 28140M103 1196 54319 SH DEFINED 1 54319 0 0 EDUCATION REALTY TRUST INC COM 28140H104 460 95115 SH DEFINED 1 95115 0 0 EDWARDS LIFESCIENCES CORP COM COM 28176E108 10537 121325 SH DEFINED 1 121325 0 0 EHEALTH INC COM 28238P109 1165 70895 SH DEFINED 1 70895 0 0 EINSTEIN NOAH RESTAURANT GROUP COM 28257U104 104 10586 SH DEFINED 1 10586 0 0 EL PASO CORP COM COM 28336L109 31396 3193875 SH DEFINED 1 3193875 0 0 EL PASO ELEC CO COM NEW COM NEW 283677854 2543 125404 SH DEFINED 1 125404 0 0 ELBIT SYSTEMS LTD ORD M3760D101 290 4466 SH DEFINED 1 4466 0 0 ELECTRO RENT CORP COM COM 285218103 463 40100 SH DEFINED 1 40100 0 0 ELECTRO SCIENTIFIC INDS COM COM 285229100 668 61756 SH DEFINED 1 61756 0 0 ELECTRO-OPTICAL SCIENCES INC COM 285192100 398 38399 SH DEFINED 1 38399 0 0 ELECTRONIC ARTS INC COM COM 285512109 26719 1505294 SH DEFINED 1 1505294 0 0 ELECTRONICS FOR IMAGING INC CO COM 286082102 1807 138923 SH DEFINED 1 138923 0 0 ELIZABETH ARDEN INC COM COM 28660G106 1091 75531 SH DEFINED 1 75531 0 0 ELLIS PERRY INTL INC COM COM 288853104 268 17790 SH DEFINED 1 17790 0 0 ELLIS PERRY INTL INC COM COM 288853104 41 2700 SH DEFINED 1 2 2700 0 0 ELOYALTY CORP COM NEW COM NEW 290151307 78 11330 SH DEFINED 1 11330 0 0 EMC INS GROUP INC COM COM 268664109 420 19529 SH DEFINED 1 19529 0 0 EMCOR GROUP INC COM COM 29084Q100 4810 178818 SH DEFINED 1 178818 0 0 EMCOR GROUP INC COM COM 29084Q100 568 21100 SH DEFINED 1 2 21100 0 0 EMCORE CORP COM COM 290846104 125 116486 SH DEFINED 1 116486 0 0 EMDEON INC - CLASS A CL A 29084T104 762 50000 SH DEFINED 1 50000 0 0 EMERGENCY MEDICAL SVCS -REDH CL A 29100P102 2975 54934 SH DEFINED 1 54934 0 0 EMERGENT BIOSOLUTIONS COM 29089Q105 708 52075 SH DEFINED 1 52075 0 0 EMERITUS CORP COM 291005106 504 26888 SH DEFINED 1 26888 0 0 EMERSON ELEC CO COM COM 291011104 146492 3438771 SH DEFINED 1 3438771 0 0 EMMIS COMMUNICATIONS CORP CL A CL A 291525103 89 77292 SH DEFINED 1 77292 0 0 EMPIRE DIST ELEC CO COM COM 291641108 2116 112970 SH DEFINED 1 112970 0 0 EMPIRE RESORTS INC COM 292052107 103 48655 SH DEFINED 1 48655 0 0 EMPLOYERS HOLDINGS INC COM 292218104 1707 111251 SH DEFINED 1 111251 0 0 EMPRESA NACIONAL DE ELECT CHIL SPONSORED ADR 29244T101 2180 43371 SH DEFINED 1 43371 0 0 EMS TECHNOLOGIES INC COM COM 26873N108 835 57579 SH DEFINED 1 57579 0 0 EMULEX CORP COM NEW COM NEW 292475209 1963 180097 SH DEFINED 1 180097 0 0 ENCORE ACQUISITION CO COM COM 29255W100 5385 112138 SH DEFINED 1 112138 0 0 ENCORE CAPITAL GROUP INC COM 292554102 1092 62787 SH DEFINED 1 62787 0 0 ENCORE WIRE CORP COM COM 292562105 1344 63766 SH DEFINED 1 63766 0 0 ENDEAVOUR INTERNATIONAL CORP COM 29259G101 218 201816 SH DEFINED 1 201816 0 0 ENDO PHARMACEUTICALS HLDGS COM COM 29264F205 4823 235131 SH DEFINED 1 235131 0 0 ENDO PHARMACEUTICALS HLDGS COM COM 29264F205 779 38000 SH DEFINED 1 2 38000 0 0 ENDOLOGIX INC COM 29266S106 346 65592 SH DEFINED 1 65592 0 0 ENDP 1 3/4 04/15/15 NOTE 1.750% 4/1 29264FAA4 4632 5000000 PRN DEFINED 1 2 5000000 0 0 ENDURANCE SPECIALTY HOLDINGS SHS G30397106 4195 112674 SH DEFINED 1 112674 0 0 ENDWAVE CORP COM COM NEW 29264A206 47 19367 SH DEFINED 1 19367 0 0 ENER1 INC COM NEW 29267A203 659 103951 SH DEFINED 1 103951 0 0 ENERGEN CORP COM COM 29265N108 7449 159164 SH DEFINED 1 159164 0 0 ENERGIZER HLDGS INC COM COM 29266R108 8753 142840 SH DEFINED 1 142840 0 0 ENERGY CONVERSION DEVICES I CO COM 292659109 1810 171238 SH DEFINED 1 171238 0 0 ENERGY FOCUS, INC. COM 29268T102 8 12941 SH DEFINED 1 12941 0 0 ENERGY RECOVERY INC-REDH COM 29270J100 573 83325 SH DEFINED 1 83325 0 0 ENERGY XXI (BERMUDA) COM SHS G10082108 49 21022 SH DEFINED 1 21022 0 0 ENERGY XXI (BERMUDA) COM SHS G10082108 15 6500 SH DEFINED 1 2 6500 0 0 ENERGYSOLUTIONS INC-REDH COM 292756202 1597 188146 SH DEFINED 1 188146 0 0 ENERNOC INC -REDH COM 292764107 1068 35147 SH DEFINED 1 35147 0 0 ENERSYS INC COM COM 29275Y102 3837 175449 SH DEFINED 1 175449 0 0 ENERSYS INC COM COM 29275Y102 125 5700 SH DEFINED 1 2 5700 0 0 ENGLOBAL CORP COM 293306106 71 22665 SH DEFINED 1 22665 0 0 ENNIS BUSINESS FORMS INC COM COM 293389102 1205 71788 SH DEFINED 1 71788 0 0 ENPRO INDS INC COM COM 29355X107 1520 57546 SH DEFINED 1 57546 0 0 ENSIGN GROUP INC-REDH COM 29358P101 186 12124 SH DEFINED 1 12124 0 0 ENSTAR GROUP LTD SHS G3075P101 1094 14982 SH DEFINED 1 14982 0 0 ENTEGRIS INC COM COM 29362U104 1688 319645 SH DEFINED 1 319645 0 0 ENTERCOM COMMUNICATIONS COR CL CL A 293639100 334 47191 SH DEFINED 1 47191 0 0 ENTERGY CORP NEW COM COM 29364G103 85465 1044293 SH DEFINED 1 1044293 0 0 ENTEROMEDICS INC-REDH COM 29365M109 6 10000 SH DEFINED 1 10000 0 0 ENTERPRISE FINANCIAL SERVICE COM 293712105 153 19854 SH DEFINED 1 19854 0 0 ENTERTAINMENT PPTYS TR COM SH COM SH BEN INT 29380T105 3066 86943 SH DEFINED 1 86943 0 0 ENTRAVISION COMMUNICATIONS CL CL A 29382R107 389 114379 SH DEFINED 1 114379 0 0 ENTREMED INC COM COM 29382F103 30 37574 SH DEFINED 1 37574 0 0 ENTROPIC COMMUN INC-REDH COM 29384R105 403 131198 SH DEFINED 1 131198 0 0 ENVIRONMENTAL POWER CORP COM NEW 29406L201 2 10176 SH DEFINED 1 10176 0 0 ENZO BIOCHEM INC COM COM 294100102 297 55184 SH DEFINED 1 55184 0 0 ENZON PHARMACEUTICALS INC COM 293904108 1749 166061 SH DEFINED 1 166061 0 0 EOG RES INC COM COM 26875P101 111431 1145236 SH DEFINED 1 1145236 0 0 EPICEPT CORPORATION COM 294264205 19 32261 SH DEFINED 1 32261 0 0 EPICOR SOFTWARE CORP COM COM 29426L108 973 127683 SH DEFINED 1 127683 0 0 EPIQ SYS INC COM COM 26882D109 1109 79298 SH DEFINED 1 79298 0 0 EPOCH HOLDING CORP COM 29428R103 196 18746 SH DEFINED 1 18746 0 0 EQIX 3 10/15/14 NOTE 3.000%10/1 29444UAG1 10394 9000000 PRN DEFINED 1 2 9000000 0 0 EQIX4 3/4 06/15/16 NOTE 4.750% 6/1 29444UAH9 3658 2500000 PRN DEFINED 1 2 2500000 0 0 EQT CORP COM 26884L109 25973 591375 SH DEFINED 1 591375 0 0 EQUIFAX INC COM COM 294429105 17683 572453 SH DEFINED 1 572453 0 0 EQUINIX INC COM NEW 29444U502 8946 84281 SH DEFINED 1 84281 0 0 EQUITY LIFESTYLE PROPERTIES IN COM 29472R108 3353 66436 SH DEFINED 1 66436 0 0 EQUITY ONE COM COM 294752100 981 60673 SH DEFINED 1 60673 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 42272 1251385 SH DEFINED 1 1251385 0 0 ERESEARCHTECHNOLOGY INC COM COM 29481V108 958 159376 SH DEFINED 1 159376 0 0 ERESEARCHTECHNOLOGY INC COM COM 29481V108 25 4200 SH DEFINED 1 2 4200 0 0 ERICSSON L M TEL CO ADR CL B S ADR B SEK 10 294821608 250 27210 SH DEFINED 1 27210 0 0 ERIE INDTY CO CL A CL A 29530P102 2886 73951 SH DEFINED 1 73951 0 0 ESB FINL CORP COM COM 26884F102 203 15352 SH DEFINED 1 15352 0 0 ESCO TECHNOLOGIES INC COM COM 296315104 1914 53395 SH DEFINED 1 53395 0 0 ESLR 4 07/15/13 NOTE 4.000% 7/1 30033RAC2 4996 10000000 PRN DEFINED 1 2 10000000 0 0 ESSA BANCORP INC -REDH COM 29667D104 412 35174 SH DEFINED 1 35174 0 0 ESSEX PPTY TR INC COM COM 297178105 4870 58213 SH DEFINED 1 58213 0 0 ESTERLINE TECHNOLOGIES CORP CO COM 297425100 2555 62665 SH DEFINED 1 62665 0 0 ETHAN ALLEN INTERIORS INC COM COM 297602104 806 60038 SH DEFINED 1 60038 0 0 EUROBANCSHARES INC COM 298716101 7 14028 SH DEFINED 1 14028 0 0 EURONET WORLDWIDE INC COM COM 298736109 2686 122388 SH DEFINED 1 122388 0 0 EV3 INC COM 26928A200 2817 211148 SH DEFINED 1 211148 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 853 28051 SH DEFINED 1 28051 0 0 EVEREST RE GROUP LTD COM COM G3223R108 10557 123219 SH DEFINED 1 123219 0 0 EVERGREEN SOLAR INC COM COM 30033R108 987 653676 SH DEFINED 1 653676 0 0 EXACT SCIENCES CORP COM COM 30063P105 101 29773 SH DEFINED 1 29773 0 0 EXACTECH INC COM 30064E109 299 17270 SH DEFINED 1 17270 0 0 EXAR CORP COM COM 300645108 738 103753 SH DEFINED 1 103753 0 0 EXCEL MARITIME CARRIERS LTD COM V3267N107 674 109353 SH DEFINED 1 109353 0 0 EXCO RESOURCES INC COM 269279402 7920 373060 SH DEFINED 1 373060 0 0 EXCO RESOURCES INC COM 269279402 1272 59900 SH DEFINED 1 2 59900 0 0 EXELIXIS INC COM COM 30161Q104 2522 342202 SH DEFINED 1 342202 0 0 EXELIXIS INC COM COM 30161Q104 624 84600 SH DEFINED 1 2 84600 0 0 EXELON CORP COM COM 30161N101 179649 3676067 SH DEFINED 1 3676067 0 0 EXELON CORP COM COM 30161N101 1725 35300 SH DEFINED 1 2 35300 0 0 EXHDLI 4 1/4 06/14 NOTE 4.250% 6/1 30225XAA1 6939 5925000 PRN DEFINED 1 2 5925000 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 1102 154983 SH DEFINED 1 154983 0 0 EXLSERVICE HOLDINGS INC-REDH COM 302081104 430 23681 SH DEFINED 1 23681 0 0 EXPEDIA INC COM 30212P105 25607 995989 SH DEFINED 1 995989 0 0 EXPEDIA INC COM 30212P105 329 12800 SH DEFINED 1 2 12800 0 0 EXPEDITORS INTL WASH INC COM COM 302130109 34141 983036 SH DEFINED 1 983036 0 0 EXPONENT INC COM 30214U102 1205 43295 SH DEFINED 1 43295 0 0 EXPRESS SCRIPTS INC COM COM 302182100 109796 1270050 SH DEFINED 1 1270050 0 0 EXPRESS SCRIPTS INC COM COM 302182100 605 7000 SH DEFINED 1 2 7000 0 0 EXPRESSJET HOLDINGS INC CL A COM NEW 30218U306 64 13201 SH DEFINED 1 13201 0 0 EXTERRAN HOLDINGS INC COM 30225X103 2974 138637 SH DEFINED 1 138637 0 0 EXTERRAN HOLDINGS INC COM 30225X103 221 10300 SH DEFINED 1 2 10300 0 0 EXTRA SPACE STORAGE INC COM 30225T102 2761 239083 SH DEFINED 1 239083 0 0 EXTREME NETWORKS INC COM COM 30226D106 740 257922 SH DEFINED 1 257922 0 0 EXXON MOBIL CORP COM COM 30231G102 1816931 26645125 SH DEFINED 1 26645125 0 0 EXXON MOBIL CORP COM COM 30231G102 4030 59100 SH DEFINED 1 2 59100 0 0 EZCORP INC CL A NON VTG 302301106 1988 115534 SH DEFINED 1 115534 0 0 F 4 1/4 11/15/16 NOTE 4.250%11/1 345370CN8 12015 9500000 PRN DEFINED 1 2 9500000 0 0 F M C CORP COM NEW COM NEW 302491303 18147 325442 SH DEFINED 1 325442 0 0 F5 NETWORKS INC COM COM 315616102 9244 174474 SH DEFINED 1 174474 0 0 FACET BIOTECH CORP-W/I SHS 30303Q103 968 55059 SH DEFINED 1 55059 0 0 FACTSET RESH SYS INC COM COM 303075105 5910 89722 SH DEFINED 1 89722 0 0 FAIR ISAAC INC COM 303250104 2494 117030 SH DEFINED 1 117030 0 0 FAIRCHILD SEMICONDUCTOR INT CL COM 303726103 2876 287888 SH DEFINED 1 287888 0 0 FALCONSTOR SOFTWARE INC COM COM 306137100 370 91149 SH DEFINED 1 91149 0 0 FAMILY DLR STORES INC COM COM 307000109 17116 615034 SH DEFINED 1 615034 0 0 FAMOUS DAVES AMER INC COM COM 307068106 66 10988 SH DEFINED 1 10988 0 0 FARMER BROS CO COM COM 307675108 265 13440 SH DEFINED 1 13440 0 0 FARO TECHNOLOGIES INC COM 311642102 1185 55290 SH DEFINED 1 55290 0 0 FASTENAL CO COM COM 311900104 25782 619171 SH DEFINED 1 619171 0 0 FBL FINL GROUP INC CL A CL A 30239F106 969 52322 SH DEFINED 1 52322 0 0 FBR CAPITAL MRKTS CORP -REDH COM 30247C301 379 61374 SH DEFINED 1 61374 0 0 FBR CAPITAL MRKTS CORP -REDH COM 30247C301 40 6400 SH DEFINED 1 2 6400 0 0 FEDERAL AGRIC MTG CORP CL C CL C 313148306 138 19702 SH DEFINED 1 19702 0 0 FEDERAL HOME LN MTG CORP COM COM 313400301 2234 1519436 SH DEFINED 1 1519436 0 0 FEDERAL MOGUL CORP COM 313549404 1590 91884 SH DEFINED 1 91884 0 0 FEDERAL NATL MTG ASSN COM COM 313586109 2965 2512929 SH DEFINED 1 2512929 0 0 FEDERAL REALTY INVT TR SH BEN SH BEN INT NEW 313747206 8295 122494 SH DEFINED 1 122494 0 0 FEDERAL SIGNAL CORP COM COM 313855108 688 114333 SH DEFINED 1 114333 0 0 FEDERAL SIGNAL CORP COM COM 313855108 16 2600 SH DEFINED 1 2 2600 0 0 FEDERATED DEPT STORES INC D CO COM 55616P104 36032 2149896 SH DEFINED 1 2149896 0 0 FEDERATED DEPT STORES INC D CO COM 55616P104 196 11700 SH DEFINED 1 2 11700 0 0 FEDERATED INVS INC PA CL B CL B 314211103 13700 498180 SH DEFINED 1 498180 0 0 FEDEX CORP COM COM 31428X106 143031 1713969 SH DEFINED 1 1713969 0 0 FEDEX CORP COM COM 31428X106 2078 24900 SH DEFINED 1 2 24900 0 0 FEI CO COM COM 30241L109 2043 87439 SH DEFINED 1 87439 0 0 FELCOR LODGING TR INC COM COM 31430F101 680 188925 SH DEFINED 1 188925 0 0 FEMALE HEALTH COMPANY COM COM 314462102 148 31393 SH DEFINED 1 31393 0 0 FERRO CORP COM COM 315405100 1422 172571 SH DEFINED 1 172571 0 0 FGX INTERNATIONAL HLDNGS LTD ORD SHS G3396L102 442 22549 SH DEFINED 1 22549 0 0 FIBERTOWER CORP COM 31567R209 82 19560 SH DEFINED 1 19560 0 0 FIDELITY NATIONAL FINL-A CL A 31620R105 6453 479411 SH DEFINED 1 479411 0 0 FIDELITY NATIONAL INFORMATION COM 31620M106 35120 1498293 SH DEFINED 1 1498293 0 0 FIFTH THIRD BANCORP COM COM 316773100 36119 3704535 SH DEFINED 1 3704535 0 0 FINANCIAL FED CORP COM COM 317492106 1554 56496 SH DEFINED 1 56496 0 0 FINANCIAL INSTNS INC COM COM 317585404 170 14411 SH DEFINED 1 14411 0 0 FINISAR COM COM NEW 31787A507 1199 134463 SH DEFINED 1 134463 0 0 FINISH LINE INC CL A CL A 317923100 1864 148510 SH DEFINED 1 148510 0 0 FIRST ACCEPTANCE CORP COM 318457108 57 29396 SH DEFINED 1 29396 0 0 FIRST AMERN CORP CALIF COM COM 318522307 7592 229309 SH DEFINED 1 229309 0 0 FIRST BANCORP N C COM COM 318910106 555 39712 SH DEFINED 1 39712 0 0 FIRST BANCORP P R COM COM 318672102 510 221802 SH DEFINED 1 221802 0 0 FIRST BUSEY CORP COM COM 319383105 276 70952 SH DEFINED 1 70952 0 0 FIRST CASH FINL SVCS INC COM COM 31942D107 1912 86172 SH DEFINED 1 86172 0 0 FIRST CLOVER LEAF FINANCIAL COM 31969M105 77 10566 SH DEFINED 1 10566 0 0 FIRST CMNTY BANCSHARES INC COM COM 31983A103 437 36291 SH DEFINED 1 36291 0 0 FIRST COMWLTH FINL CORP PA COM COM 319829107 930 200034 SH DEFINED 1 200034 0 0 FIRST CTZNS BANCSHARES INC CL CL A 31946M103 2337 14250 SH DEFINED 1 14250 0 0 FIRST DEFIANCE FINL CORP COM COM 32006W106 226 20057 SH DEFINED 1 20057 0 0 FIRST FINANCIAL NORTHWEST COM 32022K102 206 31381 SH DEFINED 1 31381 0 0 FIRST FINL BANCORP OH COM COM 320209109 2267 155692 SH DEFINED 1 155692 0 0 FIRST FINL BANKSHARES COM COM 32020R109 3303 60904 SH DEFINED 1 60904 0 0 FIRST FINL CORP IND COM COM 320218100 1003 32877 SH DEFINED 1 32877 0 0 FIRST FINL HLDGS INC COM COM 320239106 402 30929 SH DEFINED 1 30929 0 0 FIRST HORIZON NATL CORP COM COM 320517105 13433 1002494 SH DEFINED 1 1002494 0 0 FIRST INDUSTRIAL REALTY TRU CO COM 32054K103 446 85229 SH DEFINED 1 85229 0 0 FIRST MARBLEHEAD CORP/THE COM 320771108 174 81483 SH DEFINED 1 81483 0 0 FIRST MERCHANTS CORP COM COM 320817109 498 83795 SH DEFINED 1 83795 0 0 FIRST MERCURY FINANCIAL CORP COM 320841109 1097 80003 SH DEFINED 1 80003 0 0 FIRST MIDWEST BANCORP DEL COM COM 320867104 1391 127729 SH DEFINED 1 127729 0 0 FIRST NIAGARA FINL GROUP IN CO COM 33582V108 6166 443293 SH DEFINED 1 443293 0 0 FIRST PL FINL CORP COM COM 33610T109 76 27421 SH DEFINED 1 27421 0 0 FIRST POTOMAC REALTY TRUST COM 33610F109 1499 119267 SH DEFINED 1 119267 0 0 FIRST REGIONAL BANCORP/CAL COM 33615C101 8 21489 SH DEFINED 1 21489 0 0 FIRST SECURITY GROUP INC/TN COM 336312103 27 11266 SH DEFINED 1 11266 0 0 FIRST SOLAR INC COM 336433107 32777 242074 SH DEFINED 1 242074 0 0 FIRST ST BANCORPORATION COM 336453105 17 42338 SH DEFINED 1 42338 0 0 FIRST UTD CORP COM COM 33741H107 63 10489 SH DEFINED 1 10489 0 0 FIRSTENERGY CORP COM COM 337932107 64045 1378796 SH DEFINED 1 1378796 0 0 FIRSTENERGY CORP COM COM 337932107 297 6400 SH DEFINED 1 2 6400 0 0 FIRSTMERIT CORP COM COM 337915102 3755 186460 SH DEFINED 1 186460 0 0 FISERV INC COM COM 337738108 35119 724395 SH DEFINED 1 724395 0 0 FISHER COMMUNICATIONS INC COM COM 337756209 255 15674 SH DEFINED 1 15674 0 0 FIVE STAR QUALITY CARE INC COM COM 33832D106 244 70454 SH DEFINED 1 70454 0 0 FLAGSTAR BANCORP INC COM COM 337930101 63 105751 SH DEFINED 1 105751 0 0 FLAGSTONE REINS HLDGS SHS G3529T105 843 77043 SH DEFINED 1 77043 0 0 FLANDERS CORP COM COM 338494107 151 33934 SH DEFINED 1 33934 0 0 FLEXSTEEL INDS INC COM COM 339382103 108 10509 SH DEFINED 1 10509 0 0 FLEXTRONICS INTL LTD ORD ORD Y2573F102 632 86475 SH DEFINED 1 86475 0 0 FLEXTRONICS INTL LTD ORD ORD Y2573F102 450 61600 SH DEFINED 1 2 61600 0 0 FLIR SYS INC COM COM 302445101 23034 703967 SH DEFINED 1 703967 0 0 FLOTEK INDUSTRIES INC COM 343389102 71 53198 SH DEFINED 1 53198 0 0 FLOW INTL CORP COM COM 343468104 251 81630 SH DEFINED 1 81630 0 0 FLOWERS FOODS INC COM COM 343498101 4212 177292 SH DEFINED 1 177292 0 0 FLOWSERVE CORP COM COM 34354P105 24121 255172 SH DEFINED 1 255172 0 0 FLUOR CORP NEW COM COM 343412102 36744 815819 SH DEFINED 1 815819 0 0 FLUOR CORP NEW COM COM 343412102 504 11200 SH DEFINED 1 2 11200 0 0 FLUSHING FINL CORP COM COM 343873105 976 86648 SH DEFINED 1 86648 0 0 FMC TECHNOLOGIES INC COM COM 30249U101 33819 584693 SH DEFINED 1 584693 0 0 FNB CORP PA COM COM 302520101 1795 264407 SH DEFINED 1 264407 0 0 FNB CORP/NORTH CAROLINA COM 302519103 23 18745 SH DEFINED 1 18745 0 0 FOCUS MEDIA HLDG-ADR -REDH SPONSORED ADR 34415V109 194 12247 SH DEFINED 1 12247 0 0 FOOT LOCKER INC COM COM 344849104 3739 335630 SH DEFINED 1 335630 0 0 FORCE PROTECTION INC COM NEW 345203202 993 190515 SH DEFINED 1 190515 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 184870 18487003 SH DEFINED 1 18487003 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 1643 164300 SH DEFINED 1 2 164300 0 0 FOREST CITY ENTERPRISES INC CL CL A 345550107 2937 249343 SH DEFINED 1 249343 0 0 FOREST LABS INC COM COM 345838106 46396 1444896 SH DEFINED 1 1444896 0 0 FOREST LABS INC COM COM 345838106 1548 48200 SH DEFINED 1 2 48200 0 0 FOREST OIL CORP COM PAR $0.01 COM PAR $0.01 346091705 4670 209868 SH DEFINED 1 209868 0 0 FORESTAR REAL ESTATE GRP-W/I COM 346233109 1824 83006 SH DEFINED 1 83006 0 0 FORMFACTOR INC COM 346375108 2498 114798 SH DEFINED 1 114798 0 0 FORRESTER RESH INC COM COM 346563109 1024 39469 SH DEFINED 1 39469 0 0 FORTINET INC. COM 34959E109 391 22257 SH DEFINED 1 22257 0 0 FORTRESS INVESTMENT GRP-REDH CL A 34958B106 81 18200 SH DEFINED 1 2 18200 0 0 FORTUNE BRANDS INC COM COM 349631101 29447 681655 SH DEFINED 1 681655 0 0 FORWARD AIR CORP COM COM 349853101 1741 69520 SH DEFINED 1 69520 0 0 FOSSIL INC COM COM 349882100 4679 139425 SH DEFINED 1 139425 0 0 FOSTER L B CO COM COM 350060109 1009 33854 SH DEFINED 1 33854 0 0 FOSTER WHEELER LTD SHS COM H27178104 451 15323 SH DEFINED 1 15323 0 0 FPIC INS GROUP INC COM COM 302563101 1166 30187 SH DEFINED 1 30187 0 0 FPL GROUP INC COM COM 302571104 98104 1857327 SH DEFINED 1 1857327 0 0 FRANKLIN COVEY CO COM COM 353469109 122 19359 SH DEFINED 1 19359 0 0 FRANKLIN ELEC INC COM COM 353514102 1530 52623 SH DEFINED 1 52623 0 0 FRANKLIN RES INC COM COM 354613101 74960 711530 SH DEFINED 1 711530 0 0 FRANKLIN STREET PROPERTIES C COM 35471R106 2472 169172 SH DEFINED 1 169172 0 0 FREDS INC CL A CL A 356108100 1428 139965 SH DEFINED 1 139965 0 0 FREEPORT-MCMORAN COPPER & G CL COM 35671D857 195201 2431202 SH DEFINED 1 2431202 0 0 FREEPORT-MCMORAN COPPER & G CL COM 35671D857 1654 20600 SH DEFINED 1 2 20600 0 0 FREIGHTCAR AMERICA INC COM 357023100 898 45283 SH DEFINED 1 45283 0 0 FRESH DEL MONTE PRODUCE INC OR ORD G36738105 2012 91029 SH DEFINED 1 91029 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 10645 1362956 SH DEFINED 1 1362956 0 0 FRONTIER OIL CORP COM COM 35914P105 2716 225595 SH DEFINED 1 225595 0 0 FSI INTL INC COM COM 302633102 110 37376 SH DEFINED 1 37376 0 0 FTI CONSULTING INC COM COM 302941109 5295 112281 SH DEFINED 1 112281 0 0 FUEL SYSTEMS SOL INC COM COM 35952W103 1648 39951 SH DEFINED 1 39951 0 0 FUEL-TECH N.V. COM 359523107 541 66196 SH DEFINED 1 66196 0 0 FUELCELL ENERGY INC COM COM 35952H106 1370 364354 SH DEFINED 1 364354 0 0 FULLER H B CO COM COM 359694106 2589 113820 SH DEFINED 1 113820 0 0 FULLER H B CO COM COM 359694106 177 7800 SH DEFINED 1 2 7800 0 0 FULTON FINL CORP PA COM COM 360271100 3618 414924 SH DEFINED 1 414924 0 0 FURMANITE CORP COM 361086101 280 73548 SH DEFINED 1 73548 0 0 FURNITURE BRANDS INTL INC COM COM 360921100 453 82886 SH DEFINED 1 82886 0 0 FX ENERGY INC COM COM 302695101 253 88635 SH DEFINED 1 88635 0 0 G & K SVCS INC CL A CL A 361268105 1037 41269 SH DEFINED 1 41269 0 0 G-III APPAREL GROUP LTD COM COM 36237H101 1062 49014 SH DEFINED 1 49014 0 0 GAIAM INC CL A CL A 36268Q103 246 31986 SH DEFINED 1 31986 0 0 GALLAGHER ARTHUR J & CO COM COM 363576109 4560 202556 SH DEFINED 1 202556 0 0 GAMCO INVESTORS INC COM 361438104 1038 21489 SH DEFINED 1 21489 0 0 GAMESTOP CORP CL A CL A 36467W109 16407 747804 SH DEFINED 1 747804 0 0 GAMETECH INTERNATIONAL INC COM 36466D102 19 13721 SH DEFINED 1 13721 0 0 GANNETT INC COM COM 364730101 19872 1338204 SH DEFINED 1 1338204 0 0 GANNETT INC COM COM 364730101 3104 209000 SH DEFINED 1 2 209000 0 0 GAP INC DEL COM COM 364760108 48916 2334908 SH DEFINED 1 2334908 0 0 GAP INC DEL COM COM 364760108 473 22600 SH DEFINED 1 2 22600 0 0 GARDNER DENVER INC COM COM 365558105 4821 113307 SH DEFINED 1 113307 0 0 GARMIN LTD ORD ORD G37260109 8767 285569 SH DEFINED 1 285569 0 0 GARTNER INC COM COM 366651107 2394 132716 SH DEFINED 1 132716 0 0 GASCO ENERGY INC COM 367220100 128 241537 SH DEFINED 1 241537 0 0 GASTAR EXPLORATION LTD COM NEW 367299203 196 40820 SH DEFINED 1 40820 0 0 GATX CORP COM COM 361448103 2577 89625 SH DEFINED 1 89625 0 0 GAYLORD ENTMT CO NEW COM COM 367905106 1442 73030 SH DEFINED 1 73030 0 0 GEEKNET INC. COM 36846Q104 75 63379 SH DEFINED 1 63379 0 0 GEN-PROBE INC COM 36866T103 4603 107289 SH DEFINED 1 107289 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T107 1536 68647 SH DEFINED 1 68647 0 0 GENCORP INC COM COM 368682100 1310 187161 SH DEFINED 1 187161 0 0 GENERAL CABLE CORP DEL NEW COM COM 369300108 3187 108336 SH DEFINED 1 108336 0 0 GENERAL COMMUNICATION INC CL A CL A 369385109 617 96678 SH DEFINED 1 96678 0 0 GENERAL DYNAMICS CORP COM COM 369550108 146293 2146009 SH DEFINED 1 2146009 0 0 GENERAL ELEC CO COM COM 369604103 904588 59787704 SH DEFINED 1 59787704 0 0 GENERAL ELEC CO COM COM 369604103 2347 155100 SH DEFINED 1 2 155100 0 0 GENERAL MARITIME CORP SHS Y2693R101 1139 163013 SH DEFINED 1 163013 0 0 GENERAL MLS INC COM COM 370334104 107821 1522681 SH DEFINED 1 1522681 0 0 GENERAL MOLY INC COM 370373102 280 134453 SH DEFINED 1 134453 0 0 GENESCO INC COM COM 371532102 1402 51046 SH DEFINED 1 51046 0 0 GENESEE & WYO INC CL A CL A 371559105 2377 72829 SH DEFINED 1 72829 0 0 GENOMIC HEALTH INC COM 37244C101 542 27729 SH DEFINED 1 27729 0 0 GENOPTIX INC COM 37243V100 1557 43814 SH DEFINED 1 43814 0 0 GENPACT LTD SHS G3922B107 1843 123700 SH DEFINED 1 123700 0 0 GENTEX CORP COM COM 371901109 5502 308252 SH DEFINED 1 308252 0 0 GENTIVA HEALTH SERVICES INC CO COM 37247A102 1914 70872 SH DEFINED 1 70872 0 0 GENUINE PARTS CO COM COM 372460105 27186 716180 SH DEFINED 1 716180 0 0 GENVEC INC COM 37246C109 140 116290 SH DEFINED 1 116290 0 0 GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 25134 2214476 SH DEFINED 1 2214476 0 0 GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 1646 145000 SH DEFINED 1 2 145000 0 0 GENZYME CORP COM GENL DIV COM 372917104 60452 1233461 SH DEFINED 1 1233461 0 0 GENZYME CORP COM GENL DIV COM 372917104 64 1300 SH DEFINED 1 2 1300 0 0 GEO GROUP INC/THE COM 36159R103 2530 115610 SH DEFINED 1 115610 0 0 GEOEYE INC COM 37250W108 1948 69875 SH DEFINED 1 69875 0 0 GEOKINETICS INC COM PAR $0.01 372910307 167 17337 SH DEFINED 1 17337 0 0 GEOMET INC COM 37250U201 64 43602 SH DEFINED 1 43602 0 0 GERBER SCIENTIFIC INC COM COM 373730100 195 38681 SH DEFINED 1 38681 0 0 GERMAN AMERN BANCORP COM COM 373865104 300 18453 SH DEFINED 1 18453 0 0 GERON CORP COM COM 374163103 1311 236185 SH DEFINED 1 236185 0 0 GETTY RLTY CORP NEW COM COM 374297109 1490 63306 SH DEFINED 1 63306 0 0 GFI GROUP INC COM 361652209 1093 239202 SH DEFINED 1 239202 0 0 GIBRALTAR INDUSTRIES, INC COM 374689107 1277 81184 SH DEFINED 1 81184 0 0 GILEAD SCIENCES INC COM COM 375558103 224236 5181059 SH DEFINED 1 5181059 0 0 GILEAD SCIENCES INC COM COM 375558103 887 20500 SH DEFINED 1 2 20500 0 0 GLACIER BANCORP INC NEW COM COM 37637Q105 2124 154801 SH DEFINED 1 154801 0 0 GLADSTONE COMMERCIAL CORP COM 376536108 176 13103 SH DEFINED 1 13103 0 0 GLATFELTER COM COM 377316104 1687 138876 SH DEFINED 1 138876 0 0 GLAXOSMITHKLINE PLC SPONSORED SPONSORED ADR 37733W105 251 5929 SH DEFINED 1 5929 0 0 GLG PARTNERS INC COM 37929X107 1559 484222 SH DEFINED 1 484222 0 0 GLIMCHER RLTY TR SH BEN INT SH BEN INT 379302102 192 71295 SH DEFINED 1 71295 0 0 GLOBAL CASH ACCESS INC COM 378967103 726 96869 SH DEFINED 1 96869 0 0 GLOBAL CASH ACCESS INC COM 378967103 34 4500 SH DEFINED 1 2 4500 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 1019 71519 SH DEFINED 1 71519 0 0 GLOBAL ENERGY HOLDINGS GROUP COM 37991A100 0 28810 SH DEFINED 1 28810 0 0 GLOBAL INDS LTD COM COM 379336100 1890 265018 SH DEFINED 1 265018 0 0 GLOBAL PMTS INC COM COM 37940X102 9404 174599 SH DEFINED 1 174599 0 0 GLOBALSTAR INC COM 378973408 53 60518 SH DEFINED 1 60518 0 0 GLOBECOMM SYSTEMS INC COM COM 37956X103 342 43745 SH DEFINED 1 43745 0 0 GLU MOBILE INC COM 379890106 24 20658 SH DEFINED 1 20658 0 0 GMX RESOURCES INC COM 38011M108 1118 81341 SH DEFINED 1 81341 0 0 GOLDEN STAR RESOURCES LTD COM 38119T104 334 107500 SH DEFINED 1 2 107500 0 0 GOLDMAN SACHS GROUP INC COM COM 38141G104 480107 2843563 SH DEFINED 1 2843563 0 0 GOODRICH CORP COM COM 382388106 36144 562548 SH DEFINED 1 562548 0 0 GOODRICH PETROLEUM CORP COM NEW 382410405 1611 66179 SH DEFINED 1 66179 0 0 GOODYEAR TIRE & RUBR CO COM COM 382550101 15464 1096709 SH DEFINED 1 1096709 0 0 GOOGLE INC-CL A COM CL A 38259P508 849676 1370490 SH DEFINED 1 1370490 0 0 GORMAN RUPP CO COM COM 383082104 1067 38608 SH DEFINED 1 38608 0 0 GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 797 34688 SH DEFINED 1 34688 0 0 GP STRATEGIES CORP COM COM 36225V104 164 21786 SH DEFINED 1 21786 0 0 GRACE W R & CO DEL NEW COM COM 38388F108 3549 140017 SH DEFINED 1 140017 0 0 GRACO INC COM COM 384109104 3558 124552 SH DEFINED 1 124552 0 0 GRAFTECH INTERNATIONAL LTD COM 384313102 4530 291348 SH DEFINED 1 291348 0 0 GRAHAM CORP COM 384556106 432 20873 SH DEFINED 1 20873 0 0 GRAINGER W W INC COM COM 384802104 27510 284102 SH DEFINED 1 284102 0 0 GRAMERCY CAPITAL CORP COM 384871109 146 56248 SH DEFINED 1 56248 0 0 GRAND CANYON EDUCATION-REDH COM 38526M106 711 37398 SH DEFINED 1 37398 0 0 GRANITE CONSTR INC COM COM 387328107 2432 72266 SH DEFINED 1 72266 0 0 GRAPHIC PACKAGING HOLDING CO COM 388689101 464 133678 SH DEFINED 1 133678 0 0 GRAY TELEVISION INC COM COM 389375106 90 59709 SH DEFINED 1 59709 0 0 GREAT ATLANTIC & PAC TEA IN CO COM 390064103 982 83252 SH DEFINED 1 83252 0 0 GREAT LAKES DREDGE&DOCK CORP COM 390607109 883 136307 SH DEFINED 1 136307 0 0 GREAT PLAINS ENERGY INC COM COM 391164100 4950 255278 SH DEFINED 1 255278 0 0 GREAT SOUTHN BANCORP INC COM COM 390905107 504 23588 SH DEFINED 1 23588 0 0 GREAT WOLF RESORTS INC COM 391523107 174 73243 SH DEFINED 1 73243 0 0 GREATBATCH INC COM 39153L106 1181 61423 SH DEFINED 1 61423 0 0 GREEN MTN COFFEE ROASTERS COM 393122106 7428 91170 SH DEFINED 1 91170 0 0 GREEN PLAINS RENEWABLE ENERG COM 393222104 180 12103 SH DEFINED 1 12103 0 0 GREENBRIER COS INC COM COM 393657101 365 35135 SH DEFINED 1 35135 0 0 GREENE BANCSHARES INC COM NEW 394361208 109 30814 SH DEFINED 1 30814 0 0 GREENHILL & CO INC COM COM 395259104 4529 56441 SH DEFINED 1 56441 0 0 GREENLIGHT CAPITAL RE CLASS A G4095J109 1433 60812 SH DEFINED 1 60812 0 0 GREIF INC CL A 397624107 4012 74328 SH DEFINED 1 74328 0 0 GRIFFON CORP COM COM 398433102 1482 121282 SH DEFINED 1 121282 0 0 GROUP 1 AUTOMOTIVE INC COM COM 398905109 1644 57976 SH DEFINED 1 57976 0 0 GRUBB & ELLIS CO COM PAR $0.01 COM PAR $0.01 400095204 52 40464 SH DEFINED 1 40464 0 0 GSE SYSTEMS INC COM 36227K106 95 17257 SH DEFINED 1 17257 0 0 GSI COMMERCE INC COM 36238G102 2355 92747 SH DEFINED 1 92747 0 0 GSI TECHNOLOGY INC COM 36241U106 157 35000 SH DEFINED 1 35000 0 0 GT SOLAR INTL INC -REDH COM 3623E0209 639 114961 SH DEFINED 1 114961 0 0 GTX INC COM 40052B108 184 43928 SH DEFINED 1 43928 0 0 GUARANTY BANCORP COM 40075T102 119 90225 SH DEFINED 1 90225 0 0 GUESS INC COM COM 401617105 5274 124671 SH DEFINED 1 124671 0 0 GUIDANCE SOFTWARE INC COM 401692108 88 16746 SH DEFINED 1 16746 0 0 GULF ISLAND FABRICATION INC CO COM 402307102 930 44211 SH DEFINED 1 44211 0 0 GULFMARK OFFSHORE INC COM COM 402629109 1550 54764 SH DEFINED 1 54764 0 0 GULFPORT ENERGY CORP COM NEW 402635304 1710 149361 SH DEFINED 1 149361 0 0 GULFPORT ENERGY CORP COM NEW 402635304 569 49700 SH DEFINED 1 2 49700 0 0 GYMBOREE CORP COM COM 403777105 3198 73523 SH DEFINED 1 73523 0 0 H&E EQUIPMENT SERVICES INC COM 404030108 693 66068 SH DEFINED 1 66068 0 0 HACKETT GROUP INC/THE COM 404609109 142 51098 SH DEFINED 1 51098 0 0 HAEMONETICS CORP COM COM 405024100 3219 58361 SH DEFINED 1 58361 0 0 HAIN CELESTIAL GROUP INC COM COM 405217100 1518 89219 SH DEFINED 1 89219 0 0 HALLIBURTON CO COM COM 406216101 149577 4970988 SH DEFINED 1 4970988 0 0 HALLMARK FINL SVCS INC COM NEW 40624Q203 311 39085 SH DEFINED 1 39085 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 1192 203148 SH DEFINED 1 203148 0 0 HAMPTON ROADS BANKSHARES INC COM 409321106 126 73099 SH DEFINED 1 73099 0 0 HANCOCK HLDG CO COM COM 410120109 3007 68662 SH DEFINED 1 68662 0 0 HANESBRANDS INC COM 410345102 4710 195342 SH DEFINED 1 195342 0 0 HANGER ORTHOPEDIC GROUP INC CO COM NEW 41043F208 1344 97148 SH DEFINED 1 97148 0 0 HANGER ORTHOPEDIC GROUP INC CO COM NEW 41043F208 15 1100 SH DEFINED 1 2 1100 0 0 HANMI FINL CORP COM COM 410495105 136 113719 SH DEFINED 1 113719 0 0 HANOVER INSURANCE GROUP INC/TH COM 410867105 4738 106635 SH DEFINED 1 106635 0 0 HANSEN MEDICAL INC COM 411307101 170 56197 SH DEFINED 1 56197 0 0 HANSEN NATURAL CORP COM 411310105 6235 162377 SH DEFINED 1 162377 0 0 HARDINGE INC COM COM 412324303 124 22530 SH DEFINED 1 22530 0 0 HARLEY DAVIDSON INC COM COM 412822108 26665 1058137 SH DEFINED 1 1058137 0 0 HARLEY DAVIDSON INC COM COM 412822108 2143 85025 SH DEFINED 1 2 85025 0 0 HARLEYSVILLE GROUP INC COM COM 412824104 1013 31872 SH DEFINED 1 31872 0 0 HARLEYSVILLE NATL CORP PA COM COM 412850109 694 107758 SH DEFINED 1 107758 0 0 HARMAN INTL INDS INC COM COM 413086109 11065 313632 SH DEFINED 1 313632 0 0 HARMONIC INC COM COM 413160102 1483 234252 SH DEFINED 1 234252 0 0 HARRIS CORP DEL COM COM 413875105 29177 613617 SH DEFINED 1 613617 0 0 HARRIS CORP DEL COM COM 413875105 1498 31500 SH DEFINED 1 2 31500 0 0 HARRIS INTERACTIVE INC COM COM 414549105 65 55011 SH DEFINED 1 55011 0 0 HARRIS STRATEX NETWORKS-CL A CL A 41457P106 1257 181941 SH DEFINED 1 181941 0 0 HARSCO CORP COM COM 415864107 5641 175015 SH DEFINED 1 175015 0 0 HARSCO CORP COM COM 415864107 271 8400 SH DEFINED 1 2 8400 0 0 HARTE-HANKS INC COM COM 416196103 1224 113520 SH DEFINED 1 113520 0 0 HARTFORD FINL SVCS GROUP IN CO COM 416515104 40662 1748143 SH DEFINED 1 1748143 0 0 HARTFORD FINL SVCS GROUP IN CO COM 416515104 479 20600 SH DEFINED 1 2 20600 0 0 HARVARD BIOSCIENCE INC COM COM 416906105 102 28697 SH DEFINED 1 28697 0 0 HARVEST NATURAL RESOURCES INC COM 41754V103 532 100596 SH DEFINED 1 100596 0 0 HASBRO INC COM COM 418056107 18024 562189 SH DEFINED 1 562189 0 0 HATTERAS FINANCIAL CORP COM 41902R103 2636 94293 SH DEFINED 1 94293 0 0 HAVERTY FURNITURE INC COM COM 419596101 942 68628 SH DEFINED 1 68628 0 0 HAWAIIAN ELEC INDUSTRIES COM COM 419870100 3991 190978 SH DEFINED 1 190978 0 0 HAWAIIAN HOLDINGS INC COM 419879101 868 124026 SH DEFINED 1 124026 0 0 HAWAIIAN HOLDINGS INC COM 419879101 309 44100 SH DEFINED 1 2 44100 0 0 HAWK CORP - CLASS A CL A 420089104 221 12526 SH DEFINED 1 12526 0 0 HAWKINS INC COM COM 420261109 287 13132 SH DEFINED 1 13132 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 933 28284 SH DEFINED 1 28284 0 0 HCC INS HLDGS INC COM COM 404132102 6440 230249 SH DEFINED 1 230249 0 0 HCP INC COM 40414L109 40694 1332478 SH DEFINED 1 1332478 0 0 HCP INC COM 40414L109 431 14100 SH DEFINED 1 2 14100 0 0 HEADWATERS INC COM COM 42210P102 991 151943 SH DEFINED 1 151943 0 0 HEALTH CARE REIT INC COM COM 42217K106 24740 558220 SH DEFINED 1 558220 0 0 HEALTH GRADES INC COM COM 42218Q102 215 50073 SH DEFINED 1 50073 0 0 HEALTH MGMT ASSOC INC NEW CL A CL A 421933102 3971 546264 SH DEFINED 1 546264 0 0 HEALTH NET INC COM COM 42222G108 4986 214079 SH DEFINED 1 214079 0 0 HEALTHCARE RLTY TR COM COM 421946104 2987 139178 SH DEFINED 1 139178 0 0 HEALTHCARE SVCS GRP INC COM COM 421906108 1851 86256 SH DEFINED 1 86256 0 0 HEALTHSOUTH CORP COM COM NEW 421924309 7407 394620 SH DEFINED 1 394620 0 0 HEALTHSPRING INC COM 42224N101 1965 111593 SH DEFINED 1 111593 0 0 HEALTHSPRING INC COM 42224N101 671 38100 SH DEFINED 1 2 38100 0 0 HEALTHTRONICS INC COM 42222L107 119 45232 SH DEFINED 1 45232 0 0 HEALTHWAYS INC COM 422245100 1730 94304 SH DEFINED 1 94304 0 0 HEARTLAND EXPRESS INC COM COM 422347104 1804 118129 SH DEFINED 1 118129 0 0 HEARTLAND FINANCIAL USA INC COM 42234Q102 378 26355 SH DEFINED 1 26355 0 0 HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 1117 85086 SH DEFINED 1 85086 0 0 HEARUSA INC COM NEW 422360305 17 11117 SH DEFINED 1 11117 0 0 HECLA MNG CO COM COM 422704106 3715 601190 SH DEFINED 1 601190 0 0 HEELYS INC COM COM 42279M107 34 15585 SH DEFINED 1 15585 0 0 HEICO CORP-CL A CL A 422806208 1369 38071 SH DEFINED 1 38071 0 0 HEIDRICK & STRUGGLES INTL I CO COM 422819102 1774 56796 SH DEFINED 1 56796 0 0 HEINZ H J CO COM COM 423074103 78216 1829192 SH DEFINED 1 1829192 0 0 HELEN OF TROY CORP LTD COM COM G4388N106 2056 84063 SH DEFINED 1 84063 0 0 HELICOS BIOSCIENCES CORP COM 42326R109 50 49019 SH DEFINED 1 49019 0 0 HELIX ENERGY SOLUTIONS GROUP I COM 42330P107 2450 208541 SH DEFINED 1 208541 0 0 HELMERICH & PAYNE INC COM COM 423452101 7918 198540 SH DEFINED 1 198540 0 0 HEMISPHERX BIOPHARMA INC COM COM 42366C103 154 275054 SH DEFINED 1 275054 0 0 HENRY JACK & ASSOC INC COM COM 426281101 5300 229228 SH DEFINED 1 229228 0 0 HERBALIFE LTD COM USD SHS G4412G101 7229 178184 SH DEFINED 1 178184 0 0 HERCULES OFFSHORE INC COM 427093109 1075 224912 SH DEFINED 1 224912 0 0 HERCULES OFFSHORE INC COM 427093109 50 10500 SH DEFINED 1 2 10500 0 0 HERITAGE COMMERCE CORP COM COM 426927109 66 16330 SH DEFINED 1 16330 0 0 HERLEY INDS INC DEL COM COM 427398102 482 34680 SH DEFINED 1 34680 0 0 HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 495 157660 SH DEFINED 1 157660 0 0 HERSHEY CO/THE COM 427866108 29133 814007 SH DEFINED 1 814007 0 0 HERTZ GLOBAL HOLDINGS, INC COM 42805T105 4625 387998 SH DEFINED 1 387998 0 0 HESKA CORP COM COM 42805E108 11 20430 SH DEFINED 1 20430 0 0 HESS CORP COM COM 42809H107 80003 1322364 SH DEFINED 1 1322364 0 0 HEWITT ASSOCS INC COM COM 42822Q100 7796 184474 SH DEFINED 1 184474 0 0 HEWLETT PACKARD CO COM COM 428236103 690817 13411320 SH DEFINED 1 13411320 0 0 HEXCEL CORP NEW COM COM 428291108 2522 194301 SH DEFINED 1 194301 0 0 HFF INC-CLASS A CL A 40418F108 136 21700 SH DEFINED 1 21700 0 0 HHGREGG INC -REDH COM 42833L108 1077 48897 SH DEFINED 1 48897 0 0 HI-TECH PHARMACAL INC COM COM 42840B101 528 18817 SH DEFINED 1 18817 0 0 HIBBETT SPORTS INC COM 428567101 1487 67621 SH DEFINED 1 67621 0 0 HICKORY TECH CORP COM COM 429060106 279 31573 SH DEFINED 1 31573 0 0 HIGHWOODS PPTYS INC COM COM 431284108 5135 153965 SH DEFINED 1 153965 0 0 HILL INTERNATIONAL INC COM 431466101 196 31475 SH DEFINED 1 31475 0 0 HILL-ROM HOLDINGS INC COM 431475102 3178 132473 SH DEFINED 1 132473 0 0 HILL-ROM HOLDINGS INC COM 431475102 240 10000 SH DEFINED 1 2 10000 0 0 HILLENBRAND INC -SPN COM 431571108 2458 130466 SH DEFINED 1 130466 0 0 HILLTOP HOLDINGS COM 432748101 1639 140823 SH DEFINED 1 140823 0 0 HIMAX TECHNOLOGIES INC - ADR SPONSORED ADR 43289P106 29 10437 SH DEFINED 1 10437 0 0 HITTITE MICROWAVE CORP COM 43365Y104 1914 46967 SH DEFINED 1 46967 0 0 HMS HOLDINGS CORP COM 40425J101 3093 63531 SH DEFINED 1 63531 0 0 HNI CORP COM COM 404251100 2481 89811 SH DEFINED 1 89811 0 0 HOKU SCIENTIFIC INC COM 434712105 100 36699 SH DEFINED 1 36699 0 0 HOLLY CORP COM PAR $0.01 COM PAR $0.01 435758305 2313 90243 SH DEFINED 1 90243 0 0 HOLLYWOOD MEDIA CORP COM COM 436233100 42 30067 SH DEFINED 1 30067 0 0 HOLOGIC INC COM COM 436440101 8528 588114 SH DEFINED 1 588114 0 0 HOLOGIC INC COM COM 436440101 96 6600 SH DEFINED 1 2 6600 0 0 HOME BANCSHARES INC COM 436893200 1426 59226 SH DEFINED 1 59226 0 0 HOME DEPOT INC COM COM 437076102 276722 9565230 SH DEFINED 1 9565230 0 0 HOME DIAGNOSTICS INC -REDH COM 437080104 127 20843 SH DEFINED 1 20843 0 0 HOME FEDERAL BANCORP INC COM 43710G105 330 24787 SH DEFINED 1 24787 0 0 HOME PROPERTIES INC COM 437306103 3277 68679 SH DEFINED 1 68679 0 0 HONEYWELL INTL INC COM COM 438516106 162074 4134532 SH DEFINED 1 4134532 0 0 HOOKER FURNITURE CORP COM 439038100 412 33306 SH DEFINED 1 33306 0 0 HOOPER HOLMES INC COM COM 439104100 79 75234 SH DEFINED 1 75234 0 0 HORACE MANN EDUCATORS CORP COM COM 440327104 1363 109036 SH DEFINED 1 109036 0 0 HORIZON FINL CORP WASH COM COM 44041F105 7 29794 SH DEFINED 1 29794 0 0 HORIZON LINES INC-CL A COM 44044K101 486 87263 SH DEFINED 1 87263 0 0 HORIZON LINES INC-CL A COM 44044K101 33 5900 SH DEFINED 1 2 5900 0 0 HORMEL FOODS CORP COM COM 440452100 12361 321472 SH DEFINED 1 321472 0 0 HORNBECK OFFSHORE SERVICES COM COM 440543106 1119 48069 SH DEFINED 1 48069 0 0 HORSEHEAD HOLDING CORP COM 440694305 1469 115202 SH DEFINED 1 115202 0 0 HOSPIRA INC COM COM 441060100 39880 781961 SH DEFINED 1 781961 0 0 HOSPITALITY PPTYS TR COM SH BE COM SH BEN INT 44106M102 6291 265332 SH DEFINED 1 265332 0 0 HOST MARRIOTT CORP NEW COM COM 44107P104 33462 2867353 SH DEFINED 1 2867353 0 0 HOT TOPIC INC COM COM 441339108 906 142493 SH DEFINED 1 142493 0 0 HOUSTON AMERN ENERGY CORP COM 44183U100 123 20000 SH DEFINED 1 20000 0 0 HOUSTON WIRE & CABLE COM 44244K109 536 45034 SH DEFINED 1 45034 0 0 HOVNANIAN ENTERPRISES INC CL A CL A 442487203 555 144607 SH DEFINED 1 144607 0 0 HQ SUSTAINABLE MARITIME IND COM NEW 40426A208 96 13641 SH DEFINED 1 13641 0 0 HRPT PPTYS TR COM SH BEN INT COM SH BEN INT 40426W101 6092 941647 SH DEFINED 1 941647 0 0 HSN INC COM 404303109 2597 128610 SH DEFINED 1 128610 0 0 HSN INC COM 404303109 341 16900 SH DEFINED 1 2 16900 0 0 HTZ 5 1/4 06/01/14 NOTE 5.250% 6/0 42805TAA3 13868 8500000 PRN DEFINED 1 2 8500000 0 0 HUB GROUP INC CL A CL A 443320106 2815 104924 SH DEFINED 1 104924 0 0 HUBBELL INC CL B CL B 443510201 11259 238039 SH DEFINED 1 238039 0 0 HUDSON CITY BANCORP COM COM 443683107 30421 2215638 SH DEFINED 1 2215638 0 0 HUDSON HIGHLAND GROUP COM 443792106 178 37482 SH DEFINED 1 37482 0 0 HUDSON VALLEY HOLDING CORP COM 444172100 569 23087 SH DEFINED 1 23087 0 0 HUGHES COMMUNICATIONS INC COM 444398101 385 14804 SH DEFINED 1 14804 0 0 HUGOTON RTY TR TEX UNIT BEN IN UNIT BEN INT 444717102 1360 84590 SH DEFINED 1 84590 0 0 HUMAN GENOME SCIENCES INC COM COM 444903108 12167 397619 SH DEFINED 1 397619 0 0 HUMANA INC COM COM 444859102 33695 767724 SH DEFINED 1 767724 0 0 HUMANA INC COM COM 444859102 2554 58200 SH DEFINED 1 2 58200 0 0 HUNT J B TRANS SVCS INC COM COM 445658107 6679 206985 SH DEFINED 1 206985 0 0 HUNTINGTON BANCSHARES INC COM COM 446150104 11863 3250178 SH DEFINED 1 3250178 0 0 HUNTSMAN CORP COM 447011107 3852 341185 SH DEFINED 1 341185 0 0 HURCO COMPANIES INC COM 447324104 158 10687 SH DEFINED 1 10687 0 0 HURON CONSULTING GROUP INC COM 447462102 1207 52389 SH DEFINED 1 52389 0 0 HUTCHINSON TECHNOLOGY INC COM COM 448407106 661 64446 SH DEFINED 1 64446 0 0 HYATT HOTELS CORP - CL A COM CL A 448579102 2439 81807 SH DEFINED 1 81807 0 0 HYPERCOM CORP COM COM 44913M105 221 69861 SH DEFINED 1 69861 0 0 HYPERDYNAMICS CORP COM 448954107 27 30744 SH DEFINED 1 30744 0 0 HYTHIAM INC COM COM 44919F104 17 39815 SH DEFINED 1 39815 0 0 I2 TECHNOLOGIES INC COM COM NEW 465754208 1214 63503 SH DEFINED 1 63503 0 0 IAC INTERACTIVECORP COM PAR $.001 44919P508 4583 223767 SH DEFINED 1 223767 0 0 IBERIABANK CORP COM COM 450828108 3497 64988 SH DEFINED 1 64988 0 0 ICAD INC COM 44934S107 77 50861 SH DEFINED 1 50861 0 0 ICF INTERNATIONAL INC COM 44925C103 943 35183 SH DEFINED 1 35183 0 0 ICO GLOBAL COM HLDG LTD-NEW CL A 44930K108 114 105832 SH DEFINED 1 105832 0 0 ICO HLDGS INC COM 449293109 548 74906 SH DEFINED 1 74906 0 0 ICONIX BRAND GROUP INC COM 451055107 1897 149933 SH DEFINED 1 149933 0 0 ICT GROUP INC COM COM 44929Y101 287 17578 SH DEFINED 1 17578 0 0 ICU MED INC COM COM 44930G107 1615 44328 SH DEFINED 1 44328 0 0 ID SYSTEMS INC COM 449489103 42 12869 SH DEFINED 1 12869 0 0 IDACORP INC COM COM 451107106 3523 110257 SH DEFINED 1 110257 0 0 IDENIX PHARMACEUTICALS INC COM COM 45166R204 132 61394 SH DEFINED 1 61394 0 0 IDERA PHARMACEUTICALS INC COM NEW 45168K306 315 60980 SH DEFINED 1 60980 0 0 IDEX CORP COM COM 45167R104 5886 188946 SH DEFINED 1 188946 0 0 IDEXX LABS INC COM COM 45168D104 6892 128962 SH DEFINED 1 128962 0 0 IDT CORP CL B CL B NEW 448947507 188 38856 SH DEFINED 1 38856 0 0 IGATE CAPITAL CORP COM COM 45169U105 563 56284 SH DEFINED 1 56284 0 0 IGO INC COM 449593102 34 27543 SH DEFINED 1 27543 0 0 IHS INC-CLASS A CL A 451734107 5544 101144 SH DEFINED 1 101144 0 0 II VI INC COM COM 902104108 1841 57881 SH DEFINED 1 57881 0 0 IKANOS COMMUNICATIONS INC COM 45173E105 151 80742 SH DEFINED 1 80742 0 0 ILLINOIS TOOL WKS INC COM COM 452308109 91631 1909384 SH DEFINED 1 1909384 0 0 ILLINOIS TOOL WKS INC COM COM 452308109 1353 28200 SH DEFINED 1 2 28200 0 0 ILLUMINA INC COM COM 452327109 8711 284208 SH DEFINED 1 284208 0 0 IMA 3 05/15/16 NOTE 3.000% 5/1 46126PAD8 1150 1000000 PRN DEFINED 1 2 1000000 0 0 IMATION CORP COM COM 45245A107 584 67013 SH DEFINED 1 67013 0 0 IMERGENT INC COM 45247Q100 97 16016 SH DEFINED 1 16016 0 0 IMMERSION CORP COM COM 452521107 327 71501 SH DEFINED 1 71501 0 0 IMMUCOR INC COM COM 452526106 3102 153254 SH DEFINED 1 153254 0 0 IMMUNOGEN INC COM COM 45253H101 999 127130 SH DEFINED 1 127130 0 0 IMMUNOMEDICS INC COM COM 452907108 360 112104 SH DEFINED 1 112104 0 0 IMPAX LABORATORIES INC COM 45256B101 1838 135149 SH DEFINED 1 135149 0 0 IMPERIAL SUGAR CO COM NEW 453096208 522 29947 SH DEFINED 1 29947 0 0 IMS HEALTH INC COM COM 449934108 17384 825437 SH DEFINED 1 825437 0 0 IMS HEALTH INC COM COM 449934108 2673 126900 SH DEFINED 1 2 126900 0 0 INCONTACT INC COM 45336E109 54 18286 SH DEFINED 1 18286 0 0 INCYTE INC COM 45337C102 2742 300936 SH DEFINED 1 300936 0 0 INDEPENDENCE HLDG CO NEW COM N COM NEW 453440307 84 14510 SH DEFINED 1 14510 0 0 INDEPENDENT BANK CORP MASS COM COM 453836108 1543 73844 SH DEFINED 1 73844 0 0 INDEPENDENT BANK CORP MICH COM COM 453838104 26 36278 SH DEFINED 1 36278 0 0 INERGY LP UNIT LTD PTNR 456615103 227 6365 SH DEFINED 1 6365 0 0 INFINERA CORP -REDH COM 45667G103 1848 208338 SH DEFINED 1 208338 0 0 INFINITY PHARMACEUTICALS INC C COM 45665G303 88 14194 SH DEFINED 1 14194 0 0 INFINITY PROPERTY & CASUALTY COM 45665Q103 1661 40877 SH DEFINED 1 40877 0 0 INFOGROUP INC NEW COM COM 45670G108 491 61246 SH DEFINED 1 61246 0 0 INFORMATICA CORP COM COM 45666Q102 5606 216797 SH DEFINED 1 216797 0 0 INFORMATION SERVICES GROUP COM 45675Y104 42 13227 SH DEFINED 1 13227 0 0 INFOSPACE INC COM COM PAR $.0001 45678T300 891 103989 SH DEFINED 1 103989 0 0 INFOSYS TECHNOLOGIES-SP ADR SPONSORED ADR 456788108 630 11404 SH DEFINED 1 11404 0 0 ING CLARION GLOBL RE INCM FD COM 44982G104 836 131300 PRN DEFINED 1 2 131300 0 0 INGERSOLL-RAND COMPANY LTD CL SHS G47791101 265 7412 SH DEFINED 1 7412 0 0 INGERSOLL-RAND COMPANY LTD CL SHS G47791101 1147 32100 SH DEFINED 1 2 32100 0 0 INGLES MKTS INC CL A CL A 457030104 616 40681 SH DEFINED 1 40681 0 0 INGRAM MICRO INC CL A CL A 457153104 6062 347421 SH DEFINED 1 347421 0 0 INHIBITEX INC COM COM 45719T103 10 10977 SH DEFINED 1 10977 0 0 INLAND REAL ESTATE CORP COM NEW 457461200 1140 139880 SH DEFINED 1 139880 0 0 INNERWORKINGS INC -REDH COM 45773Y105 504 85378 SH DEFINED 1 85378 0 0 INNODATA ISOGEN CORP COM NEW 457642205 268 48465 SH DEFINED 1 48465 0 0 INNOPHOS HOLDINGS INC -REDH COM 45774N108 1593 69305 SH DEFINED 1 69305 0 0 INNOPHOS HOLDINGS INC -REDH COM 45774N108 352 15300 SH DEFINED 1 2 15300 0 0 INNOVATIVE SOLUTIONS & SUPP CO COM 45769N105 157 34204 SH DEFINED 1 34204 0 0 INOVIO BIOMEDICAL CORP COM 45773H102 100 87351 SH DEFINED 1 87351 0 0 INSIGHT ENTERPRISES INC COM COM 45765U103 1260 110319 SH DEFINED 1 110319 0 0 INSIGNIA SYS INC COM COM 45765Y105 60 12326 SH DEFINED 1 12326 0 0 INSITUFORM TECHNOLOGIES INC CL CL A 457667103 2281 100404 SH DEFINED 1 100404 0 0 INSMED INC COM NEW COM NEW 457669208 115 149133 SH DEFINED 1 149133 0 0 INSPIRE PHARMACEUTICALS INC CO COM 457733103 669 121256 SH DEFINED 1 121256 0 0 INSTEEL INDUSTRIES INC COM COM 45774W108 621 47789 SH DEFINED 1 47789 0 0 INSULET CORP -REDH COM 45784P101 1063 74414 SH DEFINED 1 74414 0 0 INTEGRA BK CORP COM COM 45814P105 24 32887 SH DEFINED 1 32887 0 0 INTEGRA LIFESCIENCES HLDGS COM COM NEW 457985208 1790 48666 SH DEFINED 1 48666 0 0 INTEGRAL SYS INC MD COM COM 45810H107 636 73418 SH DEFINED 1 73418 0 0 INTEGRAMED AMERICA INC COM NEW 45810N302 98 12500 SH DEFINED 1 12500 0 0 INTEGRATED DEVICE TECHNOLOG CO COM 458118106 2683 414677 SH DEFINED 1 414677 0 0 INTEGRATED DEVICE TECHNOLOG CO COM 458118106 488 75500 SH DEFINED 1 2 75500 0 0 INTEGRATED ELECTRICAL SVC COM COM 45811E301 150 25678 SH DEFINED 1 25678 0 0 INTEGRATED SILICON SOLUTION CO COM 45812P107 183 32372 SH DEFINED 1 32372 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 14401 342964 SH DEFINED 1 342964 0 0 INTEL CORP COM COM 458140100 646094 31671271 SH DEFINED 1 31671271 0 0 INTER PARFUMS INC COM COM 458334109 439 36104 SH DEFINED 1 36104 0 0 INTERACTIVE BROKERS GRP COM 45841N107 1668 94115 SH DEFINED 1 94115 0 0 INTERACTIVE DATA CORP COM COM 45840J107 1979 78205 SH DEFINED 1 78205 0 0 INTERACTIVE INTELLIGENCE IN CO COM 45839M103 681 36907 SH DEFINED 1 36907 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 37066 330065 SH DEFINED 1 330065 0 0 INTERDIGITAL INC COM 45867G101 2637 99352 SH DEFINED 1 99352 0 0 INTERDIGITAL INC COM 45867G101 311 11700 SH DEFINED 1 2 11700 0 0 INTERFACE INC CL A CL A 458665106 923 111036 SH DEFINED 1 111036 0 0 INTERLINE BRANDS COM 458743101 1262 73090 SH DEFINED 1 73090 0 0 INTERMEC INC COM 458786100 1274 99040 SH DEFINED 1 99040 0 0 INTERMUNE INC COM COM 45884X103 1363 104489 SH DEFINED 1 104489 0 0 INTERNAP NETWORK SVCS CORP COM COM PAR $.001 45885A300 520 110655 SH DEFINED 1 110655 0 0 INTERNATIONAL BANCSHARES CO CO COM 459044103 5657 298855 SH DEFINED 1 298855 0 0 INTERNATIONAL BUSINESS MACHINE COM 459200101 970724 7415767 SH DEFINED 1 7415767 0 0 INTERNATIONAL BUSINESS MACHINE COM 459200101 1414 10800 SH DEFINED 1 2 10800 0 0 INTERNATIONAL COAL GROUP INC COM 45928H106 917 237588 SH DEFINED 1 237588 0 0 INTERNATIONAL FLAVORS&FRAGR CO COM 459506101 14622 355412 SH DEFINED 1 355412 0 0 INTERNATIONAL GAME TECHNOLO CO COM 459902102 25605 1364122 SH DEFINED 1 1364122 0 0 INTERNATIONAL RECTIFIER COR CO COM 460254105 3412 154228 SH DEFINED 1 154228 0 0 INTERNATIONAL SHIPHOLDING C CO COM NEW 460321201 582 18747 SH DEFINED 1 18747 0 0 INTERNATIONAL SPEEDWAY CORP CL CL A 460335201 1722 60522 SH DEFINED 1 60522 0 0 INTERNET BRANDS INC-REDH COM CLASS A 460608102 231 29440 SH DEFINED 1 29440 0 0 INTERNET CAP GROUP INC COM COM NEW 46059C205 561 84386 SH DEFINED 1 84386 0 0 INTERPUBLIC GROUP COS INC COM COM 460690100 16401 2222307 SH DEFINED 1 2222307 0 0 INTERSECTIONS INC COM 460981301 73 14929 SH DEFINED 1 14929 0 0 INTERSIL CORP CL A CL A 46069S109 4773 311127 SH DEFINED 1 311127 0 0 INTERVAL LEISURE GROUP COM 46113M108 1264 101366 SH DEFINED 1 101366 0 0 INTERVEST BANCSHARES CORP CL A 460927106 58 17777 SH DEFINED 1 17777 0 0 INTEVAC INC COM COM 461148108 516 44953 SH DEFINED 1 44953 0 0 INTL ASSETS HOLDING CORP COM 459028106 277 19071 SH DEFINED 1 19071 0 0 INTL PAPER CO COM COM 460146103 60305 2251874 SH DEFINED 1 2251874 0 0 INTL PAPER CO COM COM 460146103 1457 54400 SH DEFINED 1 2 54400 0 0 INTREPID POTASH INC COM 46121Y102 2930 100429 SH DEFINED 1 100429 0 0 INTUIT COM COM 461202103 44118 1436607 SH DEFINED 1 1436607 0 0 INTUITIVE SURGICAL INC COM COM NEW 46120E602 54083 178305 SH DEFINED 1 178305 0 0 INVACARE CORP COM COM 461203101 2853 114410 SH DEFINED 1 114410 0 0 INVENTIV HEALTH INC COM COM 46122E105 1995 123353 SH DEFINED 1 123353 0 0 INVENTIV HEALTH INC COM COM 46122E105 228 14100 SH DEFINED 1 2 14100 0 0 INVERNESS MED INNOVATIONS I CO COM 46126P106 7216 173849 SH DEFINED 1 173849 0 0 INVESCO MORTGAGE CAPITAL COM 46131B100 1137 49976 SH DEFINED 1 49976 0 0 INVESCO PLC SHS G491BT108 49358 2101232 SH DEFINED 1 2101232 0 0 INVESTMENT TECHNOLOGY GRP N CO COM 46145F105 1740 88330 SH DEFINED 1 88330 0 0 INVESTMENT TECHNOLOGY GRP N CO COM 46145F105 274 13900 SH DEFINED 1 2 13900 0 0 INVESTORS BANCORP INC COM 46146P102 1282 117144 SH DEFINED 1 117144 0 0 INVESTORS REAL ESTATE TR SH BE SH BEN INT 461730103 1691 187843 SH DEFINED 1 187843 0 0 ION GEOPHYSICAL CORP COM COM 462044108 1450 244933 SH DEFINED 1 244933 0 0 IOWA TELECOMMUNICATIONS SERV COM 462594201 1661 99095 SH DEFINED 1 99095 0 0 IPASS INC COM 46261V108 93 89896 SH DEFINED 1 89896 0 0 IPATH DOW JONES-AIG COMMDTY DJUBS CMDT ETN36 06738C778 8051 190500 PRN DEFINED 1 190500 0 0 IPC THE HOSPITALIST CO-REDH COM 44984A105 1100 33087 SH DEFINED 1 33087 0 0 IPG PHOTONICS CORP -REDH COM 44980X109 1014 60556 SH DEFINED 1 60556 0 0 IRIS INTERNATIONAL INC COM COM 46270W105 905 73248 SH DEFINED 1 73248 0 0 IROBOT CORP COM 462726100 1150 65335 SH DEFINED 1 65335 0 0 IRON MTN INC PA COM COM 462846106 18632 818625 SH DEFINED 1 818625 0 0 ISILON SYSTEMS INC COM 46432L104 408 59440 SH DEFINED 1 59440 0 0 ISIS PHARMACEUTICALS INC COM COM 464330109 2376 214053 SH DEFINED 1 214053 0 0 ISLE OF CAPRI CASINOS INC COM COM 464592104 382 51085 SH DEFINED 1 51085 0 0 ISLE OF CAPRI CASINOS INC COM COM 464592104 61 8200 SH DEFINED 1 2 8200 0 0 ISTA PHARMACEUTICALS INC. COM NEW 45031X204 124 27250 SH DEFINED 1 27250 0 0 ISTAR FINL INC COM COM 45031U101 543 212253 SH DEFINED 1 212253 0 0 ITC HOLDINGS CORP COM 465685105 5573 106986 SH DEFINED 1 106986 0 0 ITRON INC COM COM 465741106 6503 96243 SH DEFINED 1 96243 0 0 ITT EDUCATIONAL SERVICES IN CO COM 45068B109 7938 82717 SH DEFINED 1 82717 0 0 ITT INDS INC IND COM COM 450911102 47308 951098 SH DEFINED 1 951098 0 0 ITT INDS INC IND COM COM 450911102 517 10400 SH DEFINED 1 2 10400 0 0 IVANHOE ENERGY INC COM 465790103 80 28221 SH DEFINED 1 28221 0 0 IVANHOE ENERGY INC COM 465790103 230 81600 SH DEFINED 1 2 81600 0 0 IVAX DIAGNOSTICS INC COM COM 45070W109 5 10711 SH DEFINED 1 10711 0 0 IXIA COM COM 45071R109 754 101323 SH DEFINED 1 101323 0 0 IXYS CORP COM COM 46600W106 764 102904 SH DEFINED 1 102904 0 0 J & J SNACK FOODS CORP COM COM 466032109 1290 32276 SH DEFINED 1 32276 0 0 J CREW GROUP INC COM 46612H402 5490 122716 SH DEFINED 1 122716 0 0 J2 GLOBAL COMMUNICATIONS IN CO COM NEW 46626E205 2342 115096 SH DEFINED 1 115096 0 0 J2 GLOBAL COMMUNICATIONS IN CO COM NEW 46626E205 96 4700 SH DEFINED 1 2 4700 0 0 JA SOLAR HOLDINGS CO LTD-ADR SPON ADR 466090107 1480 259659 SH DEFINED 1 259659 0 0 JABIL CIRCUIT INC COM COM 466313103 15097 869127 SH DEFINED 1 869127 0 0 JABIL CIRCUIT INC COM COM 466313103 2420 139300 SH DEFINED 1 2 139300 0 0 JACK IN THE BOX INC COM COM 466367109 2183 110974 SH DEFINED 1 110974 0 0 JACKSON HEWITT TAX SERVICE COM 468202106 593 134683 SH DEFINED 1 134683 0 0 JACOBS ENGR GROUP INC DEL COM COM 469814107 21080 560477 SH DEFINED 1 560477 0 0 JAKKS PAC INC COM COM 47012E106 865 71366 SH DEFINED 1 71366 0 0 JAMBA INC COM 47023A101 112 66521 SH DEFINED 1 66521 0 0 JAMES RIVER COAL CO COM NEW 470355207 1194 64433 SH DEFINED 1 64433 0 0 JANUS CAPITAL GROUP INC COM 47102X105 11421 849137 SH DEFINED 1 849137 0 0 JARDEN CORP COM COM 471109108 11227 363212 SH DEFINED 1 363212 0 0 JAVELIN PHARMACEUTICALS INC COM 471894105 96 73596 SH DEFINED 1 73596 0 0 JAZZ PHARMACEUTICALS -REDH COM 472147107 433 54985 SH DEFINED 1 54985 0 0 JBLU6 3/4 10/15/39 DBCV 6.750%10/1 477143AF8 4371 3200000 PRN DEFINED 1 2 3200000 0 0 JDA SOFTWARE GROUP INC COM COM 46612K108 2212 86845 SH DEFINED 1 86845 0 0 JDS UNIPHASE CORP COM COM PAR $0.001 46612J507 8938 1083445 SH DEFINED 1 1083445 0 0 JDS UNIPHASE CORP COM COM PAR $0.001 46612J507 520 63000 SH DEFINED 1 2 63000 0 0 JEFFERIES GROUP INC NEW COM COM 472319102 5868 247296 SH DEFINED 1 247296 0 0 JETBLUE AIRWAYS CORP COM 477143101 2918 535322 SH DEFINED 1 535322 0 0 JMP GROUP INC COM 46629U107 146 15023 SH DEFINED 1 15023 0 0 JNS 3 1/4 07/15/14 NOTE 3.250% 7/1 47102XAG0 600 500000 PRN DEFINED 1 2 500000 0 0 JO-ANN STORES INC COM 47758P307 2673 73768 SH DEFINED 1 73768 0 0 JOHN BEAN TECHNOLOGIES-SPN COM 477839104 1286 75592 SH DEFINED 1 75592 0 0 JOHNSON & JOHNSON COM COM 478160104 1000764 15537400 SH DEFINED 1 15537400 0 0 JOHNSON & JOHNSON COM COM 478160104 741 11500 SH DEFINED 1 2 11500 0 0 JOHNSON CTLS INC COM COM 478366107 82319 3021972 SH DEFINED 1 3021972 0 0 JONES APPAREL GROUP INC COM COM 480074103 3532 219954 SH DEFINED 1 219954 0 0 JONES APPAREL GROUP INC COM COM 480074103 657 40900 SH DEFINED 1 2 40900 0 0 JONES LANG LASALLE INC COM COM 48020Q107 5292 87612 SH DEFINED 1 87612 0 0 JONES SODA CO COM 48023P106 18 41419 SH DEFINED 1 41419 0 0 JOS A BANK CLOTHIERS INC COM COM 480838101 1672 39620 SH DEFINED 1 39620 0 0 JOURNAL COMMUNICATIONS INC-A CL A 481130102 295 75958 SH DEFINED 1 75958 0 0 JOY GLOBAL INC COM COM 481165108 13472 261127 SH DEFINED 1 261127 0 0 JP MORGAN CHASE & CO COM 46625H100 921526 22114852 SH DEFINED 1 22114852 0 0 JP MORGAN CHASE & CO COM 46625H100 183 4400 SH DEFINED 1 2 4400 0 0 JUNIPER NETWORKS INC COM COM 48203R104 63524 2381854 SH DEFINED 1 2381854 0 0 JUNIPER NETWORKS INC COM COM 48203R104 488 18300 SH DEFINED 1 2 18300 0 0 K V PHARMACEUTICAL CO CL A CL A 482740206 256 69797 SH DEFINED 1 69797 0 0 K-SWISS INC CL A CL A 482686102 810 81505 SH DEFINED 1 81505 0 0 K-TRON INTERNATIONAL INC COM 482730108 797 7328 SH DEFINED 1 7328 0 0 K12 INC COM 48273U102 1056 52105 SH DEFINED 1 52105 0 0 KADANT INC COM COM 48282T104 607 38003 SH DEFINED 1 38003 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 1497 35960 SH DEFINED 1 35960 0 0 KAMAN CORP COM 483548103 1386 60016 SH DEFINED 1 60016 0 0 KANSAS CITY LIFE INS CO COM COM 484836101 225 7569 SH DEFINED 1 7569 0 0 KANSAS CITY SOUTHN INDS INC CO COM NEW 485170302 6554 196867 SH DEFINED 1 196867 0 0 KAPSTONE PAPER AND PACKAGING COM 48562P103 370 37556 SH DEFINED 1 37556 0 0 KAR AUCTION SERVICES INC COM 48238T109 346 25087 SH DEFINED 1 25087 0 0 KAYDON CORP COM COM 486587108 2409 67364 SH DEFINED 1 67364 0 0 KB HOME COM COM 48666K109 2427 177377 SH DEFINED 1 177377 0 0 KBR INC COM 48242W106 6620 348440 SH DEFINED 1 348440 0 0 KBW INC COM 482423100 1998 73041 SH DEFINED 1 73041 0 0 KEARNY FINANCIAL CORP COM 487169104 391 38754 SH DEFINED 1 38754 0 0 KEITHLEY INSTRS INC COM COM 487584104 143 30646 SH DEFINED 1 30646 0 0 KELLOGG CO COM COM 487836108 60541 1137991 SH DEFINED 1 1137991 0 0 KELLY SVCS INC CL A CL A 488152208 1206 101090 SH DEFINED 1 101090 0 0 KENDLE INTERNATIONAL INC COM COM 48880L107 708 38646 SH DEFINED 1 38646 0 0 KENDLE INTERNATIONAL INC COM COM 48880L107 66 3600 SH DEFINED 1 2 3600 0 0 KENEXA CORP COM 488879107 595 45569 SH DEFINED 1 45569 0 0 KENNAMETAL INC COM COM 489170100 4226 163052 SH DEFINED 1 163052 0 0 KENSEY NASH CORP COM COM 490057106 1523 59739 SH DEFINED 1 59739 0 0 KENSEY NASH CORP COM COM 490057106 18 700 SH DEFINED 1 2 700 0 0 KERYX BIOPHARMACEUTICALS IN CO COM 492515101 604 241640 SH DEFINED 1 241640 0 0 KEY ENERGY SVCS INC COM COM 492914106 2867 326129 SH DEFINED 1 326129 0 0 KEYCORP NEW COM COM 493267108 22029 3969130 SH DEFINED 1 3969130 0 0 KEYNOTE SYS INC COM COM 493308100 502 46004 SH DEFINED 1 46004 0 0 KFORCE INC COM COM 493732101 1156 92473 SH DEFINED 1 92473 0 0 KFX INC COM 30024B104 43 125851 SH DEFINED 1 125851 0 0 KI HOLDINGS INC COM 50060P106 1850 60773 SH DEFINED 1 60773 0 0 KI HOLDINGS INC COM 50060P106 27 900 SH DEFINED 1 2 900 0 0 KID BRANDS INC COM 49375T100 89 20210 SH DEFINED 1 20210 0 0 KILROY RLTY CORP COM COM 49427F108 3143 102488 SH DEFINED 1 102488 0 0 KIMBALL INTL INC CL B CL B 494274103 549 64460 SH DEFINED 1 64460 0 0 KIMBERLY CLARK CORP COM COM 494368103 125661 1972396 SH DEFINED 1 1972396 0 0 KIMCO REALTY CORP COM COM 49446R109 24369 1801084 SH DEFINED 1 1801084 0 0 KINDRED HEALTHCARE INC COM COM 494580103 1837 99488 SH DEFINED 1 99488 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 6524 173270 SH DEFINED 1 173270 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 207 5500 SH DEFINED 1 2 5500 0 0 KING PHARMACEUTICALS INC COM COM 495582108 13765 1121882 SH DEFINED 1 1121882 0 0 KIRBY CORP COM COM 497266106 3941 113136 SH DEFINED 1 113136 0 0 KIRKLAND'S INC COM 497498105 359 20648 SH DEFINED 1 20648 0 0 KIRKLAND'S INC COM 497498105 28 1600 SH DEFINED 1 2 1600 0 0 KITE REALTY GROUP TRUST COM 49803T102 504 123830 SH DEFINED 1 123830 0 0 KLA-TENCOR CORP COM COM 482480100 28300 782644 SH DEFINED 1 782644 0 0 KMG CHEMICALS INC COM 482564101 166 11084 SH DEFINED 1 11084 0 0 KNIGHT CAPITAL GROUP INC CL A 499005106 3534 229512 SH DEFINED 1 229512 0 0 KNIGHT TRANSN INC COM COM 499064103 2178 112923 SH DEFINED 1 112923 0 0 KNIGHTSBRIDGE TANKERS LTD ORD ORD G5299G106 37 2793 SH DEFINED 1 2793 0 0 KNIGHTSBRIDGE TANKERS LTD ORD ORD G5299G106 186 14000 SH DEFINED 1 2 14000 0 0 KNOLL INC COM NEW 498904200 1037 100395 SH DEFINED 1 100395 0 0 KNOLL INC COM NEW 498904200 623 60300 SH DEFINED 1 2 60300 0 0 KNOLOGY INC COM 499183804 950 86787 SH DEFINED 1 86787 0 0 KNOT INC (THE) COM 499184109 876 87028 SH DEFINED 1 87028 0 0 KODIAK OIL & GAS CORP COM 50015Q100 431 194122 SH DEFINED 1 194122 0 0 KOHLS CORP COM COM 500255104 74682 1384791 SH DEFINED 1 1384791 0 0 KOHLS CORP COM COM 500255104 469 8700 SH DEFINED 1 2 8700 0 0 KOPIN CORP COM COM 500600101 443 105886 SH DEFINED 1 105886 0 0 KORN FERRY INTL COM NEW COM NEW 500643200 1530 92755 SH DEFINED 1 92755 0 0 KRAFT FOODS INC CL A CL A 50075N104 221660 8155275 SH DEFINED 1 8155275 0 0 KRATOS DEFENSE & SECURITY SOL COM NEW 50077B207 185 17555 SH DEFINED 1 17555 0 0 KRISPY KREME DOUGHNUTS INC COM COM 501014104 447 151583 SH DEFINED 1 151583 0 0 KROGER CO COM COM 501044101 59580 2902105 SH DEFINED 1 2902105 0 0 KULICKE & SOFFA INDS INC COM COM 501242101 828 153541 SH DEFINED 1 153541 0 0 KVH INDUSTRIES INC COM 482738101 419 28394 SH DEFINED 1 28394 0 0 L K Q CORP COM 501889208 6164 314662 SH DEFINED 1 314662 0 0 L-1 IDENTITY SOLUTIONS INC COM 50212A106 1322 176527 SH DEFINED 1 176527 0 0 L-3 COMMUNICATIONS HLDGS IN CO COM 502424104 50848 584800 SH DEFINED 1 584800 0 0 L-3 COMMUNICATIONS HLDGS IN CO COM 502424104 626 7200 SH DEFINED 1 2 7200 0 0 LA JOLLA PHARMACEUTICAL CO COM COM NEW 503459307 7 42003 SH DEFINED 1 42003 0 0 LA Z BOY INC COM COM 505336107 934 98004 SH DEFINED 1 98004 0 0 LA Z BOY INC COM COM 505336107 164 17200 SH DEFINED 1 2 17200 0 0 LABARGE INC COM 502470107 247 20481 SH DEFINED 1 20481 0 0 LABOPHARM INC COM 504905100 21 10097 SH DEFINED 1 10097 0 0 LABORATORY CORP AMER HLDGS COM COM NEW 50540R409 36288 484873 SH DEFINED 1 484873 0 0 LABRANCHE & CO INC COM COM 505447102 495 174411 SH DEFINED 1 174411 0 0 LACLEDE GROUP INC COM COM 505597104 1810 53584 SH DEFINED 1 53584 0 0 LADENBURG THALMANN FINANCIAL COM 50575Q102 63 98328 SH DEFINED 1 98328 0 0 LADISH INC COM NEW COM NEW 505754200 609 40359 SH DEFINED 1 40359 0 0 LAKELAND BANCORP INC COM COM 511637100 322 50338 SH DEFINED 1 50338 0 0 LAKELAND FINL CORP COM COM 511656100 476 27592 SH DEFINED 1 27592 0 0 LAKES ENTERTAINMENT INC COM 51206P109 72 28540 SH DEFINED 1 28540 0 0 LAM RESEARCH CORP COM COM 512807108 10855 276840 SH DEFINED 1 276840 0 0 LAMAR ADVERTISING CO CL A CL A 512815101 4060 130586 SH DEFINED 1 130586 0 0 LANCASTER COLONY CORP COM COM 513847103 3492 70252 SH DEFINED 1 70252 0 0 LANCASTER COLONY CORP COM COM 513847103 467 9400 SH DEFINED 1 2 9400 0 0 LANCE INC COM COM 514606102 2355 89555 SH DEFINED 1 89555 0 0 LANDAUER INC COM COM 51476K103 1684 27428 SH DEFINED 1 27428 0 0 LANDEC CORP COM 514766104 419 67206 SH DEFINED 1 67206 0 0 LANDRYS RESTAURANTS INC COM COM 51508L103 375 17613 SH DEFINED 1 17613 0 0 LANDSTAR SYS INC COM COM 515098101 4330 111676 SH DEFINED 1 111676 0 0 LAS VEGAS SANDS CORP COM 517834107 13911 931148 SH DEFINED 1 931148 0 0 LASALLE HOTEL PPTYS COM SH BEN COM SH BEN INT 517942108 3056 143945 SH DEFINED 1 143945 0 0 LASERCARD CORP COM COM 51807U101 86 14844 SH DEFINED 1 14844 0 0 LATTICE SEMICONDUCTOR CORP COM COM 518415104 1203 445649 SH DEFINED 1 445649 0 0 LAUDER ESTEE COS INC CL A CL A 518439104 25238 521887 SH DEFINED 1 521887 0 0 LAWSON SOFTWARE INC COM COM 52078P102 2349 353161 SH DEFINED 1 353161 0 0 LAYNE CHRISTENSEN COMPANY COM 521050104 1604 55862 SH DEFINED 1 55862 0 0 LCA-VISION INC COM NEW COM PAR $.001 501803308 152 29713 SH DEFINED 1 29713 0 0 LDK SOLAR CO LTD -ADR -REDH SPONSORED ADR 50183L107 1154 164626 SH DEFINED 1 164626 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 2330 132780 SH DEFINED 1 132780 0 0 LEAPFROG ENTERPRISES INC CL A CL A 52186N106 301 77015 SH DEFINED 1 77015 0 0 LEAR CORP COM NEW 521865204 4666 68979 SH DEFINED 1 68979 0 0 LEARNING TREE INTL INC COM COM 522015106 216 18059 SH DEFINED 1 18059 0 0 LECG CORP COM 523234102 127 42454 SH DEFINED 1 42454 0 0 LECROY CORP COM COM 52324W109 59 16114 SH DEFINED 1 16114 0 0 LEE ENTERPRISES INC COM COM 523768109 266 76622 SH DEFINED 1 76622 0 0 LEE ENTERPRISES INC COM COM 523768109 283 81600 SH DEFINED 1 2 81600 0 0 LEGACY BANCORP INC/WISCONSIN CL A 52463G105 192 19517 SH DEFINED 1 19517 0 0 LEGG MASON INC COM COM 524901105 22221 736763 SH DEFINED 1 736763 0 0 LEGGETT & PLATT INC COM COM 524660107 20911 1025069 SH DEFINED 1 1025069 0 0 LENDER PROCESSING SERVCS-SPN COM 52602E102 8492 208862 SH DEFINED 1 208862 0 0 LENNAR CORP COM CL A 526057104 9336 731103 SH DEFINED 1 731103 0 0 LENNOX INTL INC COM COM 526107107 4203 107652 SH DEFINED 1 107652 0 0 LEUCADIA NATL CORP COM COM 527288104 20317 854026 SH DEFINED 1 854026 0 0 LEVEL 3 COMMUNICATIONS INC COM COM 52729N100 5484 3584026 SH DEFINED 1 3584026 0 0 LEXICON GENETICS INC COM COM 528872104 196 115237 SH DEFINED 1 115237 0 0 LEXINGTON CORP PPTYS TR COM COM 529043101 2076 341428 SH DEFINED 1 341428 0 0 LEXMARK INTL NEW CL A CL A 529771107 9256 356266 SH DEFINED 1 356266 0 0 LG.PHILIPS LCD CO LTD-ADR SPONS ADR REP 50186V102 747 44100 SH DEFINED 1 2 44100 0 0 LHC GROUP LLC COM 50187A107 1313 39079 SH DEFINED 1 39079 0 0 LIBERTY GLOBAL INC-A COM SER A 530555101 12328 562684 SH DEFINED 1 562684 0 0 LIBERTY GLOBAL INC-C COM SER C 530555309 299 13687 SH DEFINED 1 13687 0 0 LIBERTY MEDIA HOLD-CAP SER A C CAP COM SER A 53071M302 5472 229130 SH DEFINED 1 229130 0 0 LIBERTY MEDIA-INTERACTIVE A CO INT COM SER A 53071M104 14498 1337409 SH DEFINED 1 1337409 0 0 LIBERTY MEDIA-INTERACTIVE A CO INT COM SER A 53071M104 59 5400 SH DEFINED 1 2 5400 0 0 LIBERTY MEDIA-STARZ SR A LIB STAR COM A 53071M708 5037 109148 SH DEFINED 1 109148 0 0 LIBERTY PPTY TR SH BEN INT SH BEN INT 531172104 7569 236465 SH DEFINED 1 236465 0 0 LIFE PARTNERS HOLDINGS INC COM 53215T106 790 37277 SH DEFINED 1 37277 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 43447 831836 SH DEFINED 1 831836 0 0 LIFE TIME FITNESS INC COM 53217R207 2102 84320 SH DEFINED 1 84320 0 0 LIFEPOINT HOSPITALS INC COM COM 53219L109 3731 114759 SH DEFINED 1 114759 0 0 LIFETIME BRANDS INC COM 53222Q103 96 13387 SH DEFINED 1 13387 0 0 LIFEWAY FOODS INC COM 531914109 137 11551 SH DEFINED 1 11551 0 0 LIGAND PHARMACEUTICALS INC CL CL B 53220K207 754 347612 SH DEFINED 1 347612 0 0 LILLY ELI & CO COM COM 532457108 167221 4682750 SH DEFINED 1 4682750 0 0 LILLY ELI & CO COM COM 532457108 2132 59700 SH DEFINED 1 2 59700 0 0 LIMELIGHT NETWORKS INC -REDH COM 53261M104 237 60212 SH DEFINED 1 60212 0 0 LIMITED BRANDS INC COM 532716107 23491 1220931 SH DEFINED 1 1220931 0 0 LIN TV CORP CL A CL A 532774106 325 72787 SH DEFINED 1 72787 0 0 LINCARE HLDGS INC COM COM 532791100 5798 156197 SH DEFINED 1 156197 0 0 LINCARE HLDGS INC COM COM 532791100 516 13900 SH DEFINED 1 2 13900 0 0 LINCOLN EDUCATIONAL SERVICES COM 533535100 738 34056 SH DEFINED 1 34056 0 0 LINCOLN ELEC HLDGS INC COM COM 533900106 4743 88718 SH DEFINED 1 88718 0 0 LINCOLN NATL CORP IND COM COM 534187109 33661 1352925 SH DEFINED 1 1352925 0 0 LINCOLN NATL CORP IND COM COM 534187109 460 18500 SH DEFINED 1 2 18500 0 0 LINDSAY MFG CO COM COM 535555106 1224 30708 SH DEFINED 1 30708 0 0 LINEAR TECHNOLOGY CORP COM COM 535678106 31439 1029422 SH DEFINED 1 1029422 0 0 LINN ENERGY LLC-UNITS UNIT LTD LIAB 536020100 382 13711 SH DEFINED 1 13711 0 0 LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 375 163089 SH DEFINED 1 163089 0 0 LIQUIDITY SERVICES, INC. COM 53635B107 329 32652 SH DEFINED 1 32652 0 0 LITHIA MTRS INC CL A CL A 536797103 210 25489 SH DEFINED 1 25489 0 0 LITTELFUSE INC COM COM 537008104 2067 64280 SH DEFINED 1 64280 0 0 LIVE NATION COM 538034109 1763 207142 SH DEFINED 1 207142 0 0 LIVEPERSON INC COM 538146101 342 49008 SH DEFINED 1 49008 0 0 LIZ CLAIBORNE INC COM COM 539320101 1647 292584 SH DEFINED 1 292584 0 0 LIZ CLAIBORNE INC COM COM 539320101 124 22000 SH DEFINED 1 2 22000 0 0 LMI AEROSPACE INC COM 502079106 301 22634 SH DEFINED 1 22634 0 0 LO-JACK CORP COM COM 539451104 180 44664 SH DEFINED 1 44664 0 0 LOCKHEED MARTIN CORP COM COM 539830109 131903 1750533 SH DEFINED 1 1750533 0 0 LODGENET INTERACTIVE CORP COM 540211109 258 46735 SH DEFINED 1 46735 0 0 LODGIAN INC COM COM PAR $.01 54021P403 53 35276 SH DEFINED 1 35276 0 0 LOEWS CORP COM COM 540424108 59193 1628406 SH DEFINED 1 1628406 0 0 LOGITECH INTERNATIONAL - REG SHS H50430232 2719 157160 SH DEFINED 1 157160 0 0 LOGMEIN INC COM 54142L109 626 31365 SH DEFINED 1 31365 0 0 LOOPNET INC COM 543524300 993 99906 SH DEFINED 1 99906 0 0 LORAL SPACE & COMMUNICATION CO COM 543881106 694 21943 SH DEFINED 1 21943 0 0 LORAL SPACE & COMMUNICATION CO COM 543881106 322 10200 SH DEFINED 1 2 10200 0 0 LORILLARD INC COM 544147101 58949 734752 SH DEFINED 1 734752 0 0 LOUISIANA PAC CORP COM COM 546347105 1925 275717 SH DEFINED 1 275717 0 0 LOWES COS INC COM COM 548661107 189192 8088601 SH DEFINED 1 8088601 0 0 LSB INDUSTRIES INC COM 502160104 683 48433 SH DEFINED 1 48433 0 0 LSI INDS INC COM COM 50216C108 292 37100 SH DEFINED 1 37100 0 0 LSI LOGIC CORP COM COM 502161102 17739 2951555 SH DEFINED 1 2951555 0 0 LSI LOGIC CORP COM COM 502161102 449 74700 SH DEFINED 1 2 74700 0 0 LTC PPTYS INC COM COM 502175102 1921 71810 SH DEFINED 1 71810 0 0 LTX CORP COM COM 502403108 381 214322 SH DEFINED 1 214322 0 0 LUBRIZOL CORP COM COM 549271104 13301 182331 SH DEFINED 1 182331 0 0 LUBYS INC COM COM 549282101 163 44286 SH DEFINED 1 44286 0 0 LUFKIN INDS INC COM COM 549764108 2786 38066 SH DEFINED 1 38066 0 0 LUMBER LIQUIDATORS INC-REDH COM 55003Q103 506 18872 SH DEFINED 1 18872 0 0 LUMINEX CORP DEL COM COM 55027E102 1544 103405 SH DEFINED 1 103405 0 0 LYDALL INC DEL COM COM 550819106 100 19210 SH DEFINED 1 19210 0 0 M & F WORLDWIDE CORP COM COM 552541104 1934 48955 SH DEFINED 1 48955 0 0 M & T BK CORP COM COM 55261F104 24609 367899 SH DEFINED 1 367899 0 0 M D C HLDGS INC COM COM 552676108 2448 78871 SH DEFINED 1 78871 0 0 M SMUCKER CO/THE-NEW COM COM NEW 832696405 33497 542462 SH DEFINED 1 542462 0 0 M SMUCKER CO/THE-NEW COM COM NEW 832696405 451 7300 SH DEFINED 1 2 7300 0 0 M/I HOMES INC COM 55305B101 805 77490 SH DEFINED 1 77490 0 0 MACATAWA BK CORP COM COM 554225102 76 34977 SH DEFINED 1 34977 0 0 MACE SEC INTL INC COM COM NEW 554335208 12 10018 SH DEFINED 1 10018 0 0 MACERICH CO COM COM 554382101 7353 204521 SH DEFINED 1 204521 0 0 MACK CALI RLTY CORP COM COM 554489104 5608 162214 SH DEFINED 1 162214 0 0 MACQUARIE/FIRST TRUST GLOBAL COM 55607W100 162 13100 PRN DEFINED 1 2 13100 0 0 MADDEN STEVEN LTD COM COM 556269108 1762 42736 SH DEFINED 1 42736 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 3647 89549 SH DEFINED 1 89549 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 1210 29700 SH DEFINED 1 2 29700 0 0 MAGMA DESIGN AUTOMATION COM COM 559181102 184 79507 SH DEFINED 1 79507 0 0 MAGNETEK INC COM COM 559424106 44 28487 SH DEFINED 1 28487 0 0 MAGUIRE PROPERTIES INC COM 559775101 183 120874 SH DEFINED 1 120874 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 1397 190858 SH DEFINED 1 190858 0 0 MAIDENFORM BRANDS INC COM 560305104 1468 87959 SH DEFINED 1 87959 0 0 MAINSOURCE FINANCIAL GP INC CO COM 56062Y102 194 40487 SH DEFINED 1 40487 0 0 MAJESCO ENTERTAINMENT CO COM NEW 560690208 29 25269 SH DEFINED 1 25269 0 0 MAKO SURGICAL CORP-REDH COM 560879108 213 19168 SH DEFINED 1 19168 0 0 MANAGEMENT NETWORK GROUP IN CO COM 561693102 7 15849 SH DEFINED 1 15849 0 0 MANHATTAN ASSOCS INC COM COM 562750109 1888 78569 SH DEFINED 1 78569 0 0 MANITOWOC INC COM COM 563571108 2795 280350 SH DEFINED 1 280350 0 0 MANNATECH INC COM 563771104 68 21662 SH DEFINED 1 21662 0 0 MANNKIND CORP COM COM 56400P201 1546 176531 SH DEFINED 1 176531 0 0 MANPOWER INC COM COM 56418H100 9031 165469 SH DEFINED 1 165469 0 0 MANTECH INTL CORP CL A CL A 564563104 2321 48078 SH DEFINED 1 48078 0 0 MAP PHARMACEUTICALS INC COM 56509R108 167 17518 SH DEFINED 1 17518 0 0 MARATHON OIL CORP COM COM 565849106 100297 3212601 SH DEFINED 1 3212601 0 0 MARATHON OIL CORP COM COM 565849106 484 15500 SH DEFINED 1 2 15500 0 0 MARCHEX INC-CLASS B CL B 56624R108 437 86059 SH DEFINED 1 86059 0 0 MARCUS CORP COM COM 566330106 752 58661 SH DEFINED 1 58661 0 0 MARINE PRODS CORP COM COM 568427108 123 25040 SH DEFINED 1 25040 0 0 MARINEMAX INC COM COM 567908108 257 27958 SH DEFINED 1 27958 0 0 MARINER ENERGY INC COM 56845T305 2756 237380 SH DEFINED 1 237380 0 0 MARKEL CORP COM COM 570535104 6845 20132 SH DEFINED 1 20132 0 0 MARKET LEADER INC COM 57056R103 29 13856 SH DEFINED 1 13856 0 0 MARKET VECTORS AGRIBUSINESS AGRIBUS ETF 57060U605 469 10700 PRN DEFINED 1 10700 0 0 MARKETAXESS HOLDINGS INC COM 57060D108 1168 84030 SH DEFINED 1 84030 0 0 MARLIN BUSINESS SERVICES INC COM 571157106 179 22559 SH DEFINED 1 22559 0 0 MARRIOTT INTL INC NEW CL A CL A 571903202 32736 1201333 SH DEFINED 1 1201333 0 0 MARRIOTT INTL INC NEW CL A CL A 571903202 207 7600 SH DEFINED 1 2 7600 0 0 MARSH & MCLENNAN COS INC COM COM 571748102 52757 2389336 SH DEFINED 1 2389336 0 0 MARSH & MCLENNAN COS INC COM COM 571748102 481 21800 SH DEFINED 1 2 21800 0 0 MARSHALL & ILSLEY CORP COM COM 571837103 12957 2377345 SH DEFINED 1 2377345 0 0 MARTEK BIOSCIENCES CORP COM COM 572901106 1832 96707 SH DEFINED 1 96707 0 0 MARTEK BIOSCIENCES CORP COM COM 572901106 42 2200 SH DEFINED 1 2 2200 0 0 MARTEN TRANSPORT LTD COM 573075108 893 49747 SH DEFINED 1 49747 0 0 MARTHA STEWART LIVING OMNIM CL CL A 573083102 455 92116 SH DEFINED 1 92116 0 0 MARTIN MARIETTA MATLS INC COM COM 573284106 8173 91405 SH DEFINED 1 91405 0 0 MARVELL TECHNOLOGY GROUP LT OR ORD G5876H105 26107 1258156 SH DEFINED 1 1258156 0 0 MASCO CORP COM COM 574599106 22791 1650319 SH DEFINED 1 1650319 0 0 MASIMO CORP -REDH COM 574795100 3460 113727 SH DEFINED 1 113727 0 0 MASSEY ENERGY CORP COM COM 576206106 16451 391607 SH DEFINED 1 391607 0 0 MASSEY ENERGY CORP COM COM 576206106 466 11100 SH DEFINED 1 2 11100 0 0 MASTEC INC COM COM 576323109 1288 103040 SH DEFINED 1 103040 0 0 MASTERCARD INC CL A 57636Q104 135999 531287 SH DEFINED 1 531287 0 0 MATRIX SERVICE CO COM 576853105 581 54512 SH DEFINED 1 54512 0 0 MATRIX SERVICE CO COM 576853105 32 3000 SH DEFINED 1 2 3000 0 0 MATRIXX INITIATIVES INC COM 57685L105 106 25059 SH DEFINED 1 25059 0 0 MATTEL INC COM COM 577081102 33960 1699724 SH DEFINED 1 1699724 0 0 MATTHEWS INTL CORP CL A CL A 577128101 2450 69158 SH DEFINED 1 69158 0 0 MATTSON TECHNOLOGY INC COM COM 577223100 396 110540 SH DEFINED 1 110540 0 0 MAX RE CAPITAL LTD HAMILTON SH SHS G6052F103 2729 122371 SH DEFINED 1 122371 0 0 MAXIM INTEGRATED PRODS INC COM COM 57772K101 13830 681304 SH DEFINED 1 681304 0 0 MAXIMUS INC COM COM 577933104 2138 42768 SH DEFINED 1 42768 0 0 MAXWELL TECHNOLOGIES INC COM COM 577767106 893 50033 SH DEFINED 1 50033 0 0 MAXYGEN INC COM COM 577776107 477 78339 SH DEFINED 1 78339 0 0 MB FINANCIAL INC NEW COM COM 55264U108 2104 106709 SH DEFINED 1 106709 0 0 MBIA INC COM COM 55262C100 1852 465416 SH DEFINED 1 465416 0 0 MBT FINANCIAL CORP COM 578877102 20 13413 SH DEFINED 1 13413 0 0 MCAFEE INC COM 579064106 28956 713728 SH DEFINED 1 713728 0 0 MCCLATCHY CO CL A CL A 579489105 354 99975 SH DEFINED 1 99975 0 0 MCCLATCHY CO CL A CL A 579489105 386 109100 SH DEFINED 1 2 109100 0 0 MCCORMICK & CO INC COM NON VTG COM NON VTG 579780206 20795 575568 SH DEFINED 1 575568 0 0 MCCORMICK & SCHMICK'S SEAFOOD COM 579793100 297 42624 SH DEFINED 1 42624 0 0 MCDERMOTT INTL INC COM COM 580037109 11695 487099 SH DEFINED 1 487099 0 0 MCDONALDS CORP COM COM 580135101 383812 6146886 SH DEFINED 1 6146886 0 0 MCG CAPITAL CORP COM COM 58047P107 279 64600 SH DEFINED 1 2 64600 0 0 MCGRATH RENTCORP COM COM 580589109 1288 57585 SH DEFINED 1 57585 0 0 MCGRAW HILL COS INC COM COM 580645109 48254 1439974 SH DEFINED 1 1439974 0 0 MCGRAW HILL COS INC COM COM 580645109 312 9300 SH DEFINED 1 2 9300 0 0 MCKESSON CORP COM COM 58155Q103 77807 1244915 SH DEFINED 1 1244915 0 0 MCKESSON CORP COM COM 58155Q103 375 6000 SH DEFINED 1 2 6000 0 0 MCMORAN EXPLORATION CO COM COM 582411104 1611 200898 SH DEFINED 1 200898 0 0 MDRNA INC COM 55276N100 47 58287 SH DEFINED 1 58287 0 0 MDS INC COM 55269P302 371 47600 SH DEFINED 1 2 47600 0 0 MDU RES GROUP INC COM COM 552690109 8273 350556 SH DEFINED 1 350556 0 0 MEAD JOHNSON NUTRITION COM CL A 582839106 40671 930680 SH DEFINED 1 930680 0 0 MEADOWBROOK INS GROUP INC COM COM 58319P108 1205 162865 SH DEFINED 1 162865 0 0 MEADWESTVACO CORP COM COM 583334107 22228 776404 SH DEFINED 1 776404 0 0 MEASUREMENT SPECIALTIES INC CO COM 583421102 350 34786 SH DEFINED 1 34786 0 0 MEDALLION FINL CORP COM COM 583928106 452 55384 SH DEFINED 1 55384 0 0 MEDASSETS INC-REDH COM 584045108 2448 115435 SH DEFINED 1 115435 0 0 MEDCATH CORP COM COM 58404W109 279 35214 SH DEFINED 1 35214 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 140408 2196964 SH DEFINED 1 2196964 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1368 21400 SH DEFINED 1 2 21400 0 0 MEDIA GEN INC CL A CL A 584404107 364 46398 SH DEFINED 1 46398 0 0 MEDIACOM COMMUNICATIONS COR CL CL A 58446K105 676 151128 SH DEFINED 1 151128 0 0 MEDICAL ACTION INDS INC COM COM 58449L100 642 39975 SH DEFINED 1 39975 0 0 MEDICAL PROPERTIES TRUST INC COM 58463J304 2298 229826 SH DEFINED 1 229826 0 0 MEDICINES CO COM COM 584688105 1111 133160 SH DEFINED 1 133160 0 0 MEDICIS PHARMACEUTICAL CORP CL CL A NEW 584690309 3865 142894 SH DEFINED 1 142894 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 858 54994 SH DEFINED 1 54994 0 0 MEDIFAST INC COM 58470H101 1039 33975 SH DEFINED 1 33975 0 0 MEDIVATION INC COM 58501N101 3663 97295 SH DEFINED 1 97295 0 0 MEDNAX INC. COM 58502B106 5753 95700 SH DEFINED 1 95700 0 0 MEDTRONIC INC COM COM 585055106 271843 6181062 SH DEFINED 1 6181062 0 0 MELCO PBL ENTERTAINMENT-ADR ADR 585464100 54 15971 SH DEFINED 1 15971 0 0 MEMC ELECTR MATLS INC COM COM 552715104 15393 1130196 SH DEFINED 1 1130196 0 0 MENS WEARHOUSE INC COM COM 587118100 2213 105092 SH DEFINED 1 105092 0 0 MENTOR GRAPHICS CORP COM COM 587200106 2085 236094 SH DEFINED 1 236094 0 0 MERCADOLIBRE INC COM 58733R102 246 4752 SH DEFINED 1 4752 0 0 MERCHANTS BANCSHARES COM COM 588448100 368 16246 SH DEFINED 1 16246 0 0 MERCK & CO INC COM COM 58933Y105 624405 17088273 SH DEFINED 1 17088273 0 0 MERCK & CO INC COM COM 58933Y105 563 15400 SH DEFINED 1 2 15400 0 0 MERCURY COMPUTER SYS COM COM 589378108 534 48458 SH DEFINED 1 48458 0 0 MERCURY GENL CORP NEW COM COM 589400100 2145 54631 SH DEFINED 1 54631 0 0 MEREDITH CORP COM COM 589433101 4951 160477 SH DEFINED 1 160477 0 0 MEREDITH CORP COM COM 589433101 435 14100 SH DEFINED 1 2 14100 0 0 MERGE HEALTHCARE INC COM 589499102 232 68931 SH DEFINED 1 68931 0 0 MERIDIAN BIOSCIENCE INC COM COM 589584101 2626 121837 SH DEFINED 1 121837 0 0 MERIDIAN INTERSTATE BANCORP COM 58964Q104 92 10554 SH DEFINED 1 10554 0 0 MERIDIAN RESOURCE CORP COM COM 58977Q109 31 119862 SH DEFINED 1 119862 0 0 MERIT MED SYS INC COM COM 589889104 1421 73687 SH DEFINED 1 73687 0 0 MERITAGE HOMES CORP COM COM 59001A102 1861 96273 SH DEFINED 1 96273 0 0 MERIX CORP COM COM 590049102 50 20422 SH DEFINED 1 20422 0 0 MERRIMAN CURHAN FORD GROUP INC COM 590418109 9 10677 SH DEFINED 1 10677 0 0 MESA AIR GROUP INC COM COM 590479101 25 208195 SH DEFINED 1 208195 0 0 MET PRO CORP COM COM 590876306 255 24007 SH DEFINED 1 24007 0 0 METABASIS THERAPEUTICS INC COM COM 59101M105 11 29135 SH DEFINED 1 29135 0 0 METABOLIX INC COM 591018809 525 47466 SH DEFINED 1 47466 0 0 METALICO INC COM 591176102 627 127426 SH DEFINED 1 127426 0 0 METALLINE MINING INC COM 591257100 19 25343 SH DEFINED 1 25343 0 0 METHANEX CORP COM COM 59151K108 201 10306 SH DEFINED 1 10306 0 0 METHODE ELECTRS INC CL A COM 591520200 677 77970 SH DEFINED 1 77970 0 0 METLIFE INC COM COM 59156R108 152813 4322868 SH DEFINED 1 4322868 0 0 METLIFE INC COM COM 59156R108 498 14100 SH DEFINED 1 2 14100 0 0 METRO HEALTH NETWORKS INC COM 592142103 106 53082 SH DEFINED 1 53082 0 0 METROPCS COMM INC COM 591708102 8892 1165448 SH DEFINED 1 1165448 0 0 METTLER TOLEDO INTERNATIONA CO COM 592688105 10212 97262 SH DEFINED 1 97262 0 0 MF GLOBAL LTD SHS G60642108 1644 236532 SH DEFINED 1 236532 0 0 MFA MORTGAGE INVESTMENTS INC COM 55272X102 4275 581677 SH DEFINED 1 581677 0 0 MFA MORTGAGE INVESTMENTS INC COM 55272X102 190 25900 SH DEFINED 1 2 25900 0 0 MFRI INC COM 552721102 92 13574 SH DEFINED 1 13574 0 0 MGE ENERGY INC COM 55277P104 1907 53344 SH DEFINED 1 53344 0 0 MGIC INVT CORP WIS COM COM 552848103 1825 315807 SH DEFINED 1 315807 0 0 MGM MIRAGE COM COM 552953101 4837 530344 SH DEFINED 1 530344 0 0 MGP INGREDIENTS INC COM 55302G103 112 14676 SH DEFINED 1 14676 0 0 MICORMET INC COM 59509C105 596 89431 SH DEFINED 1 89431 0 0 MICREL INC COM COM 594793101 895 109154 SH DEFINED 1 109154 0 0 MICROCHIP TECHNOLOGY INC COM COM 595017104 24883 856249 SH DEFINED 1 856249 0 0 MICRON TECHNOLOGY INC COM COM 595112103 41635 3942684 SH DEFINED 1 3942684 0 0 MICRON TECHNOLOGY INC COM COM 595112103 2098 198700 SH DEFINED 1 2 198700 0 0 MICROS SYS INC COM COM 594901100 5833 187994 SH DEFINED 1 187994 0 0 MICROSEMI CORP COM COM 595137100 3177 179010 SH DEFINED 1 179010 0 0 MICROSOFT CORP COM COM 594918104 1359665 44593788 SH DEFINED 1 44593788 0 0 MICROSOFT CORP COM COM 594918104 296 9700 SH DEFINED 1 2 9700 0 0 MICROSTRATEGY INC CL A CL A NEW 594972408 2967 31559 SH DEFINED 1 31559 0 0 MICROTUNE INC DEL COM COM 59514P109 316 140027 SH DEFINED 1 140027 0 0 MICROVISION INC WASH COM COM 594960106 642 202561 SH DEFINED 1 202561 0 0 MICRUS ENDOVASCULAR CORP COM 59518V102 277 18472 SH DEFINED 1 18472 0 0 MID-AMER APT CMNTYS INC COM COM 59522J103 3402 70464 SH DEFINED 1 70464 0 0 MIDAS GROUP INC COM COM 595626102 291 34392 SH DEFINED 1 34392 0 0 MIDDLEBROOK PHARMACEUTICALS IN COM 596087106 52 101689 SH DEFINED 1 101689 0 0 MIDDLEBY CORP COM COM 596278101 2315 47224 SH DEFINED 1 47224 0 0 MIDDLESEX WATER CO COM COM 596680108 413 23405 SH DEFINED 1 23405 0 0 MIDWEST BANC HOLDINGS INC COM COM 598251106 12 34311 SH DEFINED 1 34311 0 0 MILLER HERMAN INC COM COM 600544100 1893 118484 SH DEFINED 1 118484 0 0 MILLICOM INTL CELLULAR S.A. SHS NEW L6388F110 849 11512 SH DEFINED 1 11512 0 0 MILLIPORE CORP COM COM 601073109 18339 253471 SH DEFINED 1 253471 0 0 MINDSPEED TECHNOLOGIES INC COM NEW 602682205 116 24737 SH DEFINED 1 24737 0 0 MINE SAFETY APPLIANCES CO COM COM 602720104 1884 70999 SH DEFINED 1 70999 0 0 MINERALS TECHNOLOGIES INC COM COM 603158106 2627 48235 SH DEFINED 1 48235 0 0 MINES MANAGEMENT INC COM 603432105 34 11916 SH DEFINED 1 11916 0 0 MIPS TECHNOLOGIES INC COM 604567107 325 74407 SH DEFINED 1 74407 0 0 MIRANT CORP COM 60467R100 5034 329694 SH DEFINED 1 329694 0 0 MIRANT CORP COM 60467R100 176 11500 SH DEFINED 1 2 11500 0 0 MISSION WEST PPTYS INC COM COM 605203108 539 74906 SH DEFINED 1 74906 0 0 MISTRAS GROUP INC COM 60649T107 380 25214 SH DEFINED 1 25214 0 0 MITCHAM INDS INC COM COM 606501104 129 17454 SH DEFINED 1 17454 0 0 MKS INSTRUMENT INC COM COM 55306N104 2287 131377 SH DEFINED 1 131377 0 0 MOBILE MINI INC COM COM 60740F105 952 67574 SH DEFINED 1 67574 0 0 MODINE MFG CO COM COM 607828100 1162 98150 SH DEFINED 1 98150 0 0 MODUSLINK GLOBAL SOLUTIONS INC COM 60786L107 920 97749 SH DEFINED 1 97749 0 0 MOHAWK INDS INC COM COM 608190104 5495 115445 SH DEFINED 1 115445 0 0 MOLECULAR INSIGHT PHARM COM 60852M104 30 13296 SH DEFINED 1 13296 0 0 MOLEX INC COM COM 608554101 13628 632367 SH DEFINED 1 632367 0 0 MOLINA HEALTHCARE INC COM 60855R100 755 33011 SH DEFINED 1 33011 0 0 MOLINA HEALTHCARE INC COM 60855R100 96 4200 SH DEFINED 1 2 4200 0 0 MOLSON COORS BREWING CO -B CL B 60871R209 32398 717403 SH DEFINED 1 717403 0 0 MOLSON COORS BREWING CO -B CL B 60871R209 501 11100 SH DEFINED 1 2 11100 0 0 MOMENTA PHARMACEUTICALS INC CO COM 60877T100 1154 91492 SH DEFINED 1 91492 0 0 MONARCH CASINO & RESORT INC CO COM 609027107 177 21799 SH DEFINED 1 21799 0 0 MONEYGRAM INTERNATIONAL, INC. COM 60935Y109 359 124504 SH DEFINED 1 124504 0 0 MONMOUTH REAL ESTATE INVT C CL CL A 609720107 189 25375 SH DEFINED 1 25375 0 0 MONOLITHIC POWER SYSTEMS INC COM 609839105 1937 80817 SH DEFINED 1 80817 0 0 MONOTYPE IMAGING HLDGS -REDH COM 61022P100 428 47362 SH DEFINED 1 47362 0 0 MONRO MUFFLER BRAKE INC COM COM 610236101 1787 53447 SH DEFINED 1 53447 0 0 MONSANTO CO NEW COM COM 61166W101 247809 3031306 SH DEFINED 1 3031306 0 0 MONSTER WORLDWIDE INC COM 611742107 9787 562460 SH DEFINED 1 562460 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 3243 187218 SH DEFINED 1 187218 0 0 MOODYS CORP COM COM 615369105 29283 1092633 SH DEFINED 1 1092633 0 0 MOOG INC CL A CL A 615394202 2448 83754 SH DEFINED 1 83754 0 0 MORGAN STANLEY COM NEW 617446448 222070 7502352 SH DEFINED 1 7502352 0 0 MORGAN STANLEY COM NEW 617446448 488 16500 SH DEFINED 1 2 16500 0 0 MORGANS HOTEL GROUP CO COM 61748W108 279 61584 SH DEFINED 1 61584 0 0 MORGN STAN EMER MKTS DOM DBT COM 617477104 614 44862 PRN DEFINED 1 2 44862 0 0 MORNINGSTAR INC COM 617700109 2330 48197 SH DEFINED 1 48197 0 0 MOSAIC CO COM 61945A107 22500 376696 SH DEFINED 1 376696 0 0 MOSYS INC COM 619718109 121 30807 SH DEFINED 1 30807 0 0 MOTOROLA INC COM COM 620076109 81425 10492974 SH DEFINED 1 10492974 0 0 MOTOROLA INC COM COM 620076109 462 59500 SH DEFINED 1 2 59500 0 0 MOVADO GROUP INC COM COM 624580106 338 34783 SH DEFINED 1 34783 0 0 MOVE INC COM COM 62458M108 501 301747 SH DEFINED 1 301747 0 0 MPS GROUP INC COM COM 553409103 2774 201922 SH DEFINED 1 201922 0 0 MSC INDL DIRECT INC CL A CL A 553530106 4044 86032 SH DEFINED 1 86032 0 0 MSCI INC-A CL A 55354G100 7173 225561 SH DEFINED 1 225561 0 0 MT 5 05/15/14 NOTE 5.000% 5/1 03938LAK0 15100 9100000 PRN DEFINED 1 2 9100000 0 0 MTR GAMING GROUP INC COM COM 553769100 44 33772 SH DEFINED 1 33772 0 0 MTS SYS CORP COM COM 553777103 1460 50789 SH DEFINED 1 50789 0 0 MU 4 1/4 10/15/13 NOTE 4.250%10/1 595112AJ2 16500 7500000 PRN DEFINED 1 2 7500000 0 0 MUELLER INDS INC COM COM 624756102 1759 70799 SH DEFINED 1 70799 0 0 MUELLER WATER PRODUCTS INC-A COM SER A 624758108 2240 430793 SH DEFINED 1 430793 0 0 MULTI-COLOR CORP COM 625383104 277 22665 SH DEFINED 1 22665 0 0 MULTI-FINELINE ELECTRONIX IN COM 62541B101 1186 41808 SH DEFINED 1 41808 0 0 MULTIMEDIA GAMES INC COM COM 625453105 266 44324 SH DEFINED 1 44324 0 0 MURPHY OIL CORP COM COM 626717102 46724 862073 SH DEFINED 1 862073 0 0 MURPHY OIL CORP COM COM 626717102 482 8900 SH DEFINED 1 2 8900 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 1554 41209 SH DEFINED 1 41209 0 0 MYERS INDS INC COM COM 628464109 448 49254 SH DEFINED 1 49254 0 0 MYLAN LABS INC COM COM 628530107 26339 1429130 SH DEFINED 1 1429130 0 0 MYR GROUP INC/DELAWARE COM 55405W104 890 49210 SH DEFINED 1 49210 0 0 MYRIAD GENETICS INC COM COM 62855J104 5572 213485 SH DEFINED 1 213485 0 0 MYRIAD PHARMACEUTICALS-W/I COM 62856H107 877 174338 SH DEFINED 1 174338 0 0 NABI BIOPHARMACEUTICALS COM COM 629519109 468 95445 SH DEFINED 1 95445 0 0 NABORS INDS INC COM SHS G6359F103 28153 1286104 SH DEFINED 1 1286104 0 0 NACCO INDS INC CL A CL A 629579103 502 10088 SH DEFINED 1 10088 0 0 NALCO HOLDING CO COM 62985Q101 9171 359498 SH DEFINED 1 359498 0 0 NALCO HOLDING CO COM 62985Q101 281 11000 SH DEFINED 1 2 11000 0 0 NANOMETRICS INC COM COM 630077105 227 19993 SH DEFINED 1 19993 0 0 NANOPHASE TCHNOLOGIES CORP COM COM 630079101 9 10187 SH DEFINED 1 10187 0 0 NAPCO SECURITY SYSTEMS INC COM 630402105 29 17472 SH DEFINED 1 17472 0 0 NARA BANCORP INC COM COM 63080P105 1053 92870 SH DEFINED 1 92870 0 0 NASDAQ OMX GROUP COM 631103108 13928 702712 SH DEFINED 1 702712 0 0 NASH FINCH CO COM COM 631158102 1530 41254 SH DEFINED 1 41254 0 0 NATIONAL BEVERAGE CORP COM COM 635017106 373 26935 SH DEFINED 1 26935 0 0 NATIONAL CINEMEDIA INC COM 635309107 1781 107510 SH DEFINED 1 107510 0 0 NATIONAL COAL CORP COM NEW 632381208 25 29899 SH DEFINED 1 29899 0 0 NATIONAL FINANCIAL PARTNERS COM 63607P208 838 103554 SH DEFINED 1 103554 0 0 NATIONAL FINANCIAL PARTNERS COM 63607P208 224 27700 SH DEFINED 1 2 27700 0 0 NATIONAL FUEL GAS CO N J COM COM 636180101 7405 148100 SH DEFINED 1 148100 0 0 NATIONAL HEALTH INVS INC COM COM 63633D104 2531 68431 SH DEFINED 1 68431 0 0 NATIONAL HEALTHCARE CORP COM COM 635906100 644 17833 SH DEFINED 1 17833 0 0 NATIONAL INFO CONSORTIUM IN CO COM 62914B100 1358 148604 SH DEFINED 1 148604 0 0 NATIONAL INSTRS CORP COM COM 636518102 3754 127478 SH DEFINED 1 127478 0 0 NATIONAL OILWELL VARCO INC COM COM 637071101 106343 2411948 SH DEFINED 1 2411948 0 0 NATIONAL PENN BANCSHARES IN CO COM 637138108 1580 272928 SH DEFINED 1 272928 0 0 NATIONAL PRESTO INDS INC COM COM 637215104 1397 12787 SH DEFINED 1 12787 0 0 NATIONAL RETAIL PROPERTIES INC COM 637417106 3939 185610 SH DEFINED 1 185610 0 0 NATIONAL SEMICONDUCTOR CORP CO COM 637640103 16564 1078368 SH DEFINED 1 1078368 0 0 NATIONAL SEMICONDUCTOR CORP CO COM 637640103 682 44400 SH DEFINED 1 2 44400 0 0 NATIONAL WESTN LIFE INS CO CL CL A 638522102 885 5096 SH DEFINED 1 5096 0 0 NATIONWIDE HEALTH PPTYS INC CO COM 638620104 8526 242364 SH DEFINED 1 242364 0 0 NATURAL GAS SERVICES GROUP INC COM 63886Q109 842 44650 SH DEFINED 1 44650 0 0 NATUS MEDICAL INC COM 639050103 1190 80433 SH DEFINED 1 80433 0 0 NAUTILUS INC COM 63910B102 68 33541 SH DEFINED 1 33541 0 0 NAV 3 10/15/14 NOTE 3.000%10/1 63934EAL2 2083 2000000 PRN DEFINED 1 2 2000000 0 0 NAVARRE CORP COM COM 639208107 126 59318 SH DEFINED 1 59318 0 0 NAVIGANT CONSULTING INC COM COM 63935N107 1907 128319 SH DEFINED 1 128319 0 0 NAVIGATORS GROUP INC COM COM 638904102 2047 43462 SH DEFINED 1 43462 0 0 NAVISITE INC COM COM NEW 63935M208 34 16874 SH DEFINED 1 16874 0 0 NAVISTAR INTL CORP NEW COM COM 63934E108 4253 110044 SH DEFINED 1 110044 0 0 NAVISTAR INTL CORP NEW COM COM 63934E108 843 21800 SH DEFINED 1 2 21800 0 0 NBT BANCORP INC COM COM 628778102 1692 83044 SH DEFINED 1 83044 0 0 NBTY INC COM COM 628782104 5082 116722 SH DEFINED 1 116722 0 0 NCI BUILDING SYS INC COM COM 628852105 51 28140 SH DEFINED 1 28140 0 0 NCI BUILDING SYS INC COM COM 628852105 173 95400 SH DEFINED 1 2 95400 0 0 NCI INC-CLASS A CL A 62886K104 677 24473 SH DEFINED 1 24473 0 0 NCR CORP NEW COM COM 62886E108 3538 317847 SH DEFINED 1 317847 0 0 NCR CORP NEW COM COM 62886E108 125 11200 SH DEFINED 1 2 11200 0 0 NEENAH PAPER INC COM 640079109 523 37512 SH DEFINED 1 37512 0 0 NEKTAR THERAPEUTICS COM 640268108 2413 258938 SH DEFINED 1 258938 0 0 NELNET INC-CL A CL A 64031N108 1681 97568 SH DEFINED 1 97568 0 0 NELNET INC-CL A CL A 64031N108 484 28100 SH DEFINED 1 2 28100 0 0 NEOGEN CORP COM COM 640491106 1596 67597 SH DEFINED 1 67597 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 382 19679 SH DEFINED 1 19679 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1680 86500 SH DEFINED 1 2 86500 0 0 NETAPP INC COM 64110D104 54285 1578506 SH DEFINED 1 1578506 0 0 NETEASE.COM INC -ADR SPONSORED ADR 64110W102 288 7658 SH DEFINED 1 7658 0 0 NETFLIX COM INC COM COM 64110L106 6131 111191 SH DEFINED 1 111191 0 0 NETGEAR INC COM 64111Q104 2374 109444 SH DEFINED 1 109444 0 0 NETLIST INC COM 64118P109 104 20000 SH DEFINED 1 20000 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 2854 61692 SH DEFINED 1 61692 0 0 NETSCOUT SYS INC COM COM 64115T104 1151 78615 SH DEFINED 1 78615 0 0 NETSUITE INC-REDH COM 64118Q107 787 49246 SH DEFINED 1 49246 0 0 NETWORK ENGINES INC COM COM 64121A107 20 14866 SH DEFINED 1 14866 0 0 NETWORK EQUIP TECHNOLOGIES COM COM 641208103 200 49413 SH DEFINED 1 49413 0 0 NEUROCRINE BIOSCIENCES INC COM COM 64125C109 295 108347 SH DEFINED 1 108347 0 0 NEUROGESX INC -REDH COM 641252101 89 11540 SH DEFINED 1 11540 0 0 NEUSTAR INC-CLASS A CL A 64126X201 3583 155500 SH DEFINED 1 155500 0 0 NEUTRAL TANDEM INC COM 64128B108 1459 64135 SH DEFINED 1 64135 0 0 NEW FRONTIER MEDIA INC COM COM 644398109 75 39761 SH DEFINED 1 39761 0 0 NEW JERSEY RES COM COM 646025106 3481 93072 SH DEFINED 1 93072 0 0 NEW YORK & CO COM 649295102 238 55558 SH DEFINED 1 55558 0 0 NEW YORK CMNTY BANCORP INC COM COM 649445103 13846 954243 SH DEFINED 1 954243 0 0 NEW YORK TIMES CO CL A CL A 650111107 6367 515130 SH DEFINED 1 515130 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 2558 212968 SH DEFINED 1 212968 0 0 NEWBRIDGE BANCORP COM 65080T102 51 22909 SH DEFINED 1 22909 0 0 NEWCASTLE INVESTMENT CORP COM 65105M108 197 94264 SH DEFINED 1 94264 0 0 NEWELL RUBBERMAID INC COM COM 651229106 20760 1383056 SH DEFINED 1 1383056 0 0 NEWELL RUBBERMAID INC COM COM 651229106 45 3000 SH DEFINED 1 2 3000 0 0 NEWFIELD EXPL CO COM COM 651290108 13510 280122 SH DEFINED 1 280122 0 0 NEWFIELD EXPL CO COM COM 651290108 613 12700 SH DEFINED 1 2 12700 0 0 NEWMARKET CORP COM COM 651587107 3394 29570 SH DEFINED 1 29570 0 0 NEWMONT MINING CORP COM COM 651639106 105780 2235901 SH DEFINED 1 2235901 0 0 NEWMONT MINING CORP COM COM 651639106 1523 32200 SH DEFINED 1 2 32200 0 0 NEWPARK RES INC COM PAR $.01NE COM PAR $.01NEW 651718504 1584 374373 SH DEFINED 1 374373 0 0 NEWPORT CORP COM COM 651824104 946 102902 SH DEFINED 1 102902 0 0 NEWS CORP-CL A CL A 65248E104 174864 12773096 SH DEFINED 1 12773096 0 0 NEWS CORP-CLASS B CL B 65248E203 1349 84766 SH DEFINED 1 84766 0 0 NEWSTAR FINANCIAL INC COM 65251F105 503 128196 SH DEFINED 1 128196 0 0 NEXTWAVE WIRELESS INC-W/I COM 65337Y102 41 92351 SH DEFINED 1 92351 0 0 NGAS RESOURCES INC COM 62912T103 57 33902 SH DEFINED 1 33902 0 0 NGP CAPITAL RESOURCES CO COM 62912R107 204 25079 SH DEFINED 1 25079 0 0 NICOR INC COM COM 654086107 8741 207634 SH DEFINED 1 207634 0 0 NIGHTHAWK RADIOLOGY HOLDINGS COM 65411N105 521 115003 SH DEFINED 1 115003 0 0 NII HOLDINGS INC-CL B CL B NEW 62913F201 12175 362555 SH DEFINED 1 362555 0 0 NIKE INC CL B CL B 654106103 136503 2066036 SH DEFINED 1 2066036 0 0 NIKE INC CL B CL B 654106103 159 2400 SH DEFINED 1 2 2400 0 0 NISOURCE INC COM COM 65473P105 19477 1266353 SH DEFINED 1 1266353 0 0 NISOURCE INC COM COM 65473P105 221 14400 SH DEFINED 1 2 14400 0 0 NL INDS INC COM NEW COM NEW 629156407 108 15541 SH DEFINED 1 15541 0 0 NMT MEDICAL INC COM 629294109 43 17441 SH DEFINED 1 17441 0 0 NN INC COM COM 629337106 136 34467 SH DEFINED 1 34467 0 0 NOBLE CORP SWITZERLAND NAMEN -AKT H5833N103 203 4993 SH DEFINED 1 4993 0 0 NOBLE ENERGY INC COM 655044105 56224 789443 SH DEFINED 1 789443 0 0 NORDSON CORP COM COM 655663102 4740 77482 SH DEFINED 1 77482 0 0 NORDSTROM INC COM COM 655664100 28484 757961 SH DEFINED 1 757961 0 0 NORFOLK SOUTHERN CORP COM COM 655844108 108874 2076961 SH DEFINED 1 2076961 0 0 NORTH AMERICAN GALVANIZ & COAT COM 65686Y109 105 21665 SH DEFINED 1 21665 0 0 NORTH VALLEY BANCORP COM 66304M105 37 17476 SH DEFINED 1 17476 0 0 NORTHEAST UTILS COM COM 664397106 20396 790867 SH DEFINED 1 790867 0 0 NORTHERN OIL & GAS INC COM 665531109 339 28649 SH DEFINED 1 28649 0 0 NORTHERN TR CORP COM COM 665859104 58861 1123301 SH DEFINED 1 1123301 0 0 NORTHFIELD BANCORP INC COM 66611L105 484 35800 SH DEFINED 1 35800 0 0 NORTHROP GRUMMAN CORP COM COM 666807102 82345 1474403 SH DEFINED 1 1474403 0 0 NORTHROP GRUMMAN CORP COM COM 666807102 1419 25400 SH DEFINED 1 2 25400 0 0 NORTHSTAR REALTY FINANCE CORP COM 66704R100 684 199357 SH DEFINED 1 199357 0 0 NORTHSTAR REALTY FINANCE CORP COM 66704R100 68 19900 SH DEFINED 1 2 19900 0 0 NORTHWEST NAT GAS CO COM COM 667655104 2920 64833 SH DEFINED 1 64833 0 0 NORTHWEST PIPE CO COM COM 667746101 830 30915 SH DEFINED 1 30915 0 0 NORTHWESTERN CORP COM NEW 668074305 2628 101010 SH DEFINED 1 101010 0 0 NOVAMED INC COM 66986W108 139 35813 SH DEFINED 1 35813 0 0 NOVATEL WIRELESS INC COM COM NEW 66987M604 689 86482 SH DEFINED 1 86482 0 0 NOVAVAX INC COM COM 670002104 555 208530 SH DEFINED 1 208530 0 0 NOVELL INC COM COM 670006105 6731 1621915 SH DEFINED 1 1621915 0 0 NOVELL INC COM COM 670006105 1145 275900 SH DEFINED 1 2 275900 0 0 NOVELLUS SYS INC COM COM 670008101 10661 456770 SH DEFINED 1 456770 0 0 NPS PHARMACEUTICALS INC COM COM 62936P103 685 201345 SH DEFINED 1 201345 0 0 NRG ENERGY INC COM NEW 629377508 13472 570617 SH DEFINED 1 570617 0 0 NRG ENERGY INC COM NEW 629377508 1081 45800 SH DEFINED 1 2 45800 0 0 NSTAR COM COM 67019E107 7984 216965 SH DEFINED 1 216965 0 0 NTELOS HOLDINGS CORP COM 67020Q107 1269 71187 SH DEFINED 1 71187 0 0 NTN COMMUNUNICATIONS INC COM N COM NEW 629410309 7 16316 SH DEFINED 1 16316 0 0 NU HORIZONS ELECTRS CORP COM COM 669908105 90 21889 SH DEFINED 1 21889 0 0 NU SKIN ENTERPRISES INC CL A CL A 67018T105 3181 118370 SH DEFINED 1 118370 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 8024 516331 SH DEFINED 1 516331 0 0 NUCOR CORP COM COM 670346105 65472 1403464 SH DEFINED 1 1403464 0 0 NUTRACEUTICAL INTL CORP COM COM 67060Y101 185 14964 SH DEFINED 1 14964 0 0 NUTRI/SYSTEM INC COM 67069D108 2579 82739 SH DEFINED 1 82739 0 0 NUVASIVE INC COM 670704105 2798 87491 SH DEFINED 1 87491 0 0 NUVEEN FLOATNG RATE INCME FD COM 67072T108 109 10523 PRN DEFINED 1 2 10523 0 0 NUVEEN PFD & CONV INCOME FD2 COM SHS 67073D102 125 16200 PRN DEFINED 1 2 16200 0 0 NUVEEN QUAL PFD INCM FD II COM 67072C105 106 14594 PRN DEFINED 1 2 14594 0 0 NV ENERGY INC COM 67073Y106 6041 487983 SH DEFINED 1 487983 0 0 NVE CORP COM NEW 629445206 582 14079 SH DEFINED 1 14079 0 0 NVIDIA CORP COM COM 67066G104 48087 2574259 SH DEFINED 1 2574259 0 0 NVR INC COM COM 62944T105 8946 12588 SH DEFINED 1 12588 0 0 NXSTAGE MEDICAL INC COM 67072V103 598 71659 SH DEFINED 1 71659 0 0 NYMAGIC INC COM COM 629484106 550 33165 SH DEFINED 1 33165 0 0 NYSE EURONEXT COM 629491101 35952 1421014 SH DEFINED 1 1421014 0 0 NYSE EURONEXT COM 629491101 1090 43100 SH DEFINED 1 2 43100 0 0 O CHARLEYS INC COM COM 670823103 240 36703 SH DEFINED 1 36703 0 0 O REILLY AUTOMOTIVE INC COM COM 686091109 24176 634216 SH DEFINED 1 634216 0 0 OBAGI MEDICAL PRODUCTS INC COM 67423R108 485 40416 SH DEFINED 1 40416 0 0 OCCAM NETWORKS INC COM NEW 67457P309 60 11040 SH DEFINED 1 11040 0 0 OCCIDENTAL PETE CORP DEL COM COM 674599105 373855 4595637 SH DEFINED 1 4595637 0 0 OCEANEERING INTL INC COM COM 675232102 6688 114289 SH DEFINED 1 114289 0 0 OCEANEERING INTL INC COM COM 675232102 603 10300 SH DEFINED 1 2 10300 0 0 OCEANFIRST FINL CORP COM COM 675234108 324 28684 SH DEFINED 1 28684 0 0 OCEANFREIGHT INC SHS Y64202107 445 480776 SH DEFINED 1 480776 0 0 OCH-ZIFF CAPITAL MGMT-REDH CL A 67551U105 181 13200 SH DEFINED 1 2 13200 0 0 OCLARO INC COM 67555N107 451 306635 SH DEFINED 1 306635 0 0 OCULUS INNOVATIVE SCNCS-REDH COM 67575P108 35 19210 SH DEFINED 1 19210 0 0 OCWEN FINL CORP COM COM NEW 675746309 1466 153155 SH DEFINED 1 153155 0 0 ODYSSEY HEALTHCARE INC COM COM 67611V101 1577 101191 SH DEFINED 1 101191 0 0 ODYSSEY MARINE EXPLORATION COM 676118102 104 73944 SH DEFINED 1 73944 0 0 OFFICE DEPOT INC COM COM 676220106 7908 1226083 SH DEFINED 1 1226083 0 0 OFFICEMAX INC COM 67622P101 2408 189750 SH DEFINED 1 189750 0 0 OGE ENERGY CORP COM COM 670837103 7235 196120 SH DEFINED 1 196120 0 0 OIL DRI CORP AMER COM COM 677864100 159 10229 SH DEFINED 1 10229 0 0 OIL STS INTL INC COM COM 678026105 7727 196665 SH DEFINED 1 196665 0 0 OLD DOMINION FGHT LINES INC CO COM 679580100 1883 61340 SH DEFINED 1 61340 0 0 OLD NATL BANCORP IND COM COM 680033107 2363 190110 SH DEFINED 1 190110 0 0 OLD REP INTL CORP COM COM 680223104 4778 475850 SH DEFINED 1 475850 0 0 OLD SECOND BANCORP INC ILL COM COM 680277100 201 29185 SH DEFINED 1 29185 0 0 OLIN CORP COM PAR $1 COM PAR $1 680665205 2313 132005 SH DEFINED 1 132005 0 0 OLYMPIC STEEL INC COM COM 68162K106 916 28113 SH DEFINED 1 28113 0 0 OM GROUP INC COM COM 670872100 5168 164639 SH DEFINED 1 164639 0 0 OM GROUP INC COM COM 670872100 97 3100 SH DEFINED 1 2 3100 0 0 OMEGA HEALTHCARE INVS INC COM COM 681936100 4054 208414 SH DEFINED 1 208414 0 0 OMEGA PROTEIN CORP COM 68210P107 113 25882 SH DEFINED 1 25882 0 0 OMEROS CORP COM 682143102 154 21877 SH DEFINED 1 21877 0 0 OMNI ENERGY SERVICES CORP COM NEW 68210T208 42 33322 SH DEFINED 1 33322 0 0 OMNICARE INC COM COM 681904108 5998 248058 SH DEFINED 1 248058 0 0 OMNICARE INC COM COM 681904108 1407 58200 SH DEFINED 1 2 58200 0 0 OMNICELL INC COM COM 68213N109 986 84310 SH DEFINED 1 84310 0 0 OMNICOM GROUP INC COM COM 681919106 55799 1425259 SH DEFINED 1 1425259 0 0 OMNIVISION TECHNOLOGIES INC CO COM 682128103 2013 138552 SH DEFINED 1 138552 0 0 OMNOVA SOLUTIONS INC COM COM 682129101 738 120445 SH DEFINED 1 120445 0 0 OMNOVA SOLUTIONS INC COM COM 682129101 389 63500 SH DEFINED 1 2 63500 0 0 ON ASSIGNMENT INC COM COM 682159108 1253 175255 SH DEFINED 1 175255 0 0 ON SEMICONDUCTOR CORP COM COM 682189105 8389 952159 SH DEFINED 1 952159 0 0 ON2 TECHNOLOGIES INC COM 68338A107 166 272299 SH DEFINED 1 272299 0 0 ONE LIBERTY PROPERTIES INC COM 682406103 341 38814 SH DEFINED 1 38814 0 0 ONEBEACON INSURANCE GRP CL A G67742109 1078 78260 SH DEFINED 1 78260 0 0 ONEOK INC NEW COM COM 682680103 8846 198478 SH DEFINED 1 198478 0 0 ONLINE RESOURCES CORP COM 68273G101 339 64423 SH DEFINED 1 64423 0 0 ONYX PHARMACEUTICALS INC COM COM 683399109 4064 138527 SH DEFINED 1 138527 0 0 OPEN TEXT CORP COM COM 683715106 329 8087 SH DEFINED 1 8087 0 0 OPENTABLE INC COM 68372A104 901 35377 SH DEFINED 1 35377 0 0 OPENWAVE SYS INC COM COM NEW 683718308 295 129556 SH DEFINED 1 129556 0 0 OPEXA THERAPEUTICS INC COM 68372T103 31 16303 SH DEFINED 1 16303 0 0 OPKO HEALTH INC COM 68375N103 214 116888 SH DEFINED 1 116888 0 0 OPLINK COMMUNICATIONS INC COM COM NEW 68375Q403 1401 85478 SH DEFINED 1 85478 0 0 OPNET TECHNOLOGIES INC COM COM 683757108 324 26569 SH DEFINED 1 26569 0 0 OPNEXT INC COM 68375V105 125 65935 SH DEFINED 1 65935 0 0 OPTIMER PHARMA INC COM 68401H104 715 63381 SH DEFINED 1 63381 0 0 OPTIONSXPRESS HOLDINGS INC COM 684010101 1823 117984 SH DEFINED 1 117984 0 0 ORACLE CORP COM COM 68389X105 553091 22538350 SH DEFINED 1 22538350 0 0 ORASURE TECHNOLOGIES INC COM COM 68554V108 506 99599 SH DEFINED 1 99599 0 0 ORBCOMM INC COM 68555P100 199 73779 SH DEFINED 1 73779 0 0 ORBITAL SCIENCES CORP COM COM 685564106 1823 119439 SH DEFINED 1 119439 0 0 ORBITZ WORLDWIDE INC COM 68557K109 589 80183 SH DEFINED 1 80183 0 0 ORCHID CELLMARK INC COM 68573C107 49 28538 SH DEFINED 1 28538 0 0 ORCHIDS PAPER PRODUCTS -REDH COM 68572N104 254 12665 SH DEFINED 1 12665 0 0 OREXIGEN THERPEUTCS INC COM 686164104 434 58324 SH DEFINED 1 58324 0 0 ORI 8 05/15/12 NOTE 8.000% 5/1 680223AF1 3083 2750000 PRN DEFINED 1 2 2750000 0 0 ORIENT-EXPRESS HOTELS LTD CL A CL A G67743107 1624 160136 SH DEFINED 1 160136 0 0 ORIENTAL FINL GROUP INC COM COM 68618W100 671 62116 SH DEFINED 1 62116 0 0 ORION ENERGY SYSTEMS INC COM 686275108 148 33687 SH DEFINED 1 33687 0 0 ORION MARINE GROUP INC-REDH COM 68628V308 1282 60852 SH DEFINED 1 60852 0 0 ORITANI FINANCIAL CORP COM 686323106 407 29659 SH DEFINED 1 29659 0 0 ORMAT TECHNOLOGIES INC COM 686688102 2615 69109 SH DEFINED 1 69109 0 0 ORTHOFIX INTL N V COM COM N6748L102 1632 52710 SH DEFINED 1 52710 0 0 ORTHOLOGIC CORP COM COM 68750J107 34 47691 SH DEFINED 1 47691 0 0 ORTHOVITA INC COM 68750U102 389 110872 SH DEFINED 1 110872 0 0 OSHKOSH TRUCK CORP COM COM 688239201 7305 197274 SH DEFINED 1 197274 0 0 OSHKOSH TRUCK CORP COM COM 688239201 963 26000 SH DEFINED 1 2 26000 0 0 OSI PHARMACEUTICALS INC COM COM 671040103 3859 124379 SH DEFINED 1 124379 0 0 OSI SYSTEMS INC COM COM 671044105 1960 71849 SH DEFINED 1 71849 0 0 OSIRIS THERAPEUTICS INC-REDH COM 68827R108 496 69471 SH DEFINED 1 69471 0 0 OSTEOTECH INC COM COM 688582105 39 12227 SH DEFINED 1 12227 0 0 OTIX GLOBAL INC COM 68906N101 31 37940 SH DEFINED 1 37940 0 0 OTTER TAIL CORP COM COM 689648103 2087 84161 SH DEFINED 1 84161 0 0 OUTDOOR CHANNEL HOLDINGS INC C COM NEW 690027206 171 29427 SH DEFINED 1 29427 0 0 OVERHILL FARMS INC COM 690212105 139 28537 SH DEFINED 1 28537 0 0 OVERSEAS SHIPHOLDING GROUP COM COM 690368105 2000 45515 SH DEFINED 1 45515 0 0 OVERSTOCK COM INC DEL COM COM 690370101 663 48873 SH DEFINED 1 48873 0 0 OWENS & MINOR INC NEW COM COM 690732102 4119 95940 SH DEFINED 1 95940 0 0 OWENS CORNING COM 690742101 5214 203351 SH DEFINED 1 203351 0 0 OWENS ILL INC COM NEW COM NEW 690768403 25245 768036 SH DEFINED 1 768036 0 0 OXFORD INDS INC COM COM 691497309 965 46685 SH DEFINED 1 46685 0 0 OXFORD INDS INC COM COM 691497309 147 7100 SH DEFINED 1 2 7100 0 0 OXIGENE INC COM COM 691828107 39 34314 SH DEFINED 1 34314 0 0 OYO GEOSPACE CORP COM COM 671074102 1006 23464 SH DEFINED 1 23464 0 0 P A M TRANSN SVCS INC COM COM 693149106 138 13340 SH DEFINED 1 13340 0 0 P C CONNECTION COM COM 69318J100 131 19429 SH DEFINED 1 19429 0 0 P F CHANGS CHINA BISTRO INC CO COM 69333Y108 2114 55775 SH DEFINED 1 55775 0 0 PACCAR INC COM COM 693718108 60587 1670450 SH DEFINED 1 1670450 0 0 PACCAR INC COM COM 693718108 493 13600 SH DEFINED 1 2 13600 0 0 PACER INTL INC TENN COM COM 69373H106 269 85009 SH DEFINED 1 85009 0 0 PACIFIC CAP BANCORP NEW COM COM 69404P101 198 205980 SH DEFINED 1 205980 0 0 PACIFIC ETHANOL INC COM 69423U107 38 53231 SH DEFINED 1 53231 0 0 PACIFIC SUNWEAR CALIF INC COM COM 694873100 648 162754 SH DEFINED 1 162754 0 0 PACKAGING CORP AMER COM COM 695156109 4969 215950 SH DEFINED 1 215950 0 0 PACTIV CORP COM COM 695257105 16316 675876 SH DEFINED 1 675876 0 0 PACWEST BANCORP COM 695263103 1724 85540 SH DEFINED 1 85540 0 0 PAETEC HOLDING CORP COM 695459107 969 233450 SH DEFINED 1 233450 0 0 PAETEC HOLDING CORP COM 695459107 122 29500 SH DEFINED 1 2 29500 0 0 PAIN THERAPEUTICS INC COM COM 69562K100 664 123966 SH DEFINED 1 123966 0 0 PALL CORP COM COM 696429307 19107 527818 SH DEFINED 1 527818 0 0 PALL CORP COM COM 696429307 246 6800 SH DEFINED 1 2 6800 0 0 PALM HARBOR HOMES COM COM 696639103 39 18801 SH DEFINED 1 18801 0 0 PALM INC COM 696643105 3740 372556 SH DEFINED 1 372556 0 0 PALOMAR MED TECHNOLOGIES IN CO COM NEW 697529303 421 41806 SH DEFINED 1 41806 0 0 PAN AMERICAN SILVER CORP COM COM 697900108 210 8838 SH DEFINED 1 8838 0 0 PANERA BREAD CO CL A CL A 69840W108 4842 72300 SH DEFINED 1 72300 0 0 PANHANDLE ROYALTY CO-CL A CL A 698477106 374 14442 SH DEFINED 1 14442 0 0 PANTRY INC COM COM 698657103 772 56789 SH DEFINED 1 56789 0 0 PANTRY INC COM COM 698657103 372 27400 SH DEFINED 1 2 27400 0 0 PAPA JOHNS INTL INC COM COM 698813102 1800 77056 SH DEFINED 1 77056 0 0 PAR PHARMACEUTICALS COS INC COM 69888P106 1990 73536 SH DEFINED 1 73536 0 0 PARAMETRIC TECHNOLOGY CORP COM COM NEW 699173209 4051 247902 SH DEFINED 1 247902 0 0 PAREXEL INTL CORP COM COM 699462107 1933 137101 SH DEFINED 1 137101 0 0 PARK ELECTROCHEMICAL CORP COM COM 700416209 1254 45387 SH DEFINED 1 45387 0 0 PARK NATL CORP COM COM 700658107 1622 27545 SH DEFINED 1 27545 0 0 PARK OHIO HLDGS CORP COM COM 700666100 57 10139 SH DEFINED 1 10139 0 0 PARKER DRILLING CO COM COM 701081101 1128 227885 SH DEFINED 1 227885 0 0 PARKER HANNIFIN CORP COM COM 701094104 39535 733759 SH DEFINED 1 733759 0 0 PARKER HANNIFIN CORP COM COM 701094104 480 8900 SH DEFINED 1 2 8900 0 0 PARKERVISION INC COM COM 701354102 96 52429 SH DEFINED 1 52429 0 0 PARKWAY PPTYS INC COM COM 70159Q104 1944 93366 SH DEFINED 1 93366 0 0 PARLUX FRAGRANCES INC COM 701645103 31 14928 SH DEFINED 1 14928 0 0 PARTNERRE LTD COM COM G6852T105 11678 156415 SH DEFINED 1 156415 0 0 PATRIOT COAL CORP COM 70336T104 2943 190380 SH DEFINED 1 190380 0 0 PATTERSON COS INC COM 703395103 12279 438848 SH DEFINED 1 438848 0 0 PATTERSON UTI ENERGY INC COM COM 703481101 5263 342860 SH DEFINED 1 342860 0 0 PAYCHEX INC COM COM 704326107 45711 1491861 SH DEFINED 1 1491861 0 0 PC-TEL INC COM COM 69325Q105 164 27735 SH DEFINED 1 27735 0 0 PDF SOLUTIONS INC COM COM 693282105 147 38114 SH DEFINED 1 38114 0 0 PDL BIOPHARMA INC COM COM 69329Y104 1889 275306 SH DEFINED 1 275306 0 0 PDL BIOPHARMA INC COM COM 69329Y104 818 119245 SH DEFINED 1 2 119245 0 0 PEABODY ENERGY CORP COM COM 704549104 55184 1220618 SH DEFINED 1 1220618 0 0 PEBBLEBROOK HOTEL TRUST COM 70509V100 709 32204 SH DEFINED 1 32204 0 0 PEETS COFFEE & TEA INC COM COM 705560100 1623 48688 SH DEFINED 1 48688 0 0 PEGASYSTEMS INC COM COM 705573103 1142 33575 SH DEFINED 1 33575 0 0 PENFORD CORP COM COM 707051108 267 30703 SH DEFINED 1 30703 0 0 PENN NATL GAMING INC COM COM 707569109 4358 160339 SH DEFINED 1 160339 0 0 PENN VA CORP COM COM 707882106 1937 90973 SH DEFINED 1 90973 0 0 PENN VIRGINIA GP HLDGS -REDH COM UNIT R LIM 70788P105 816 48900 SH DEFINED 1 2 48900 0 0 PENNANTPARK INVESTMENT CORP COM 708062104 482 54038 SH DEFINED 1 54038 0 0 PENNEY J C INC COM COM 708160106 28015 1052783 SH DEFINED 1 1052783 0 0 PENNSYLVANIA RL ESTATE INVT SH SH BEN INT 709102107 1313 155245 SH DEFINED 1 155245 0 0 PENNYMAC MORTGAGE INVESTMENT COM 70931T103 815 47437 SH DEFINED 1 47437 0 0 PENSKE AUTO GROUP COM 70959W103 1361 89662 SH DEFINED 1 89662 0 0 PENSON WORLDWIDE INC COM 709600100 532 58667 SH DEFINED 1 58667 0 0 PENTAIR INC COM COM 709631105 7681 237807 SH DEFINED 1 237807 0 0 PENWEST PHARMACEUTICALS CO COM COM 709754105 63 24339 SH DEFINED 1 24339 0 0 PEOPLES BANCORP INC COM COM 709789101 146 15068 SH DEFINED 1 15068 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 26904 1611014 SH DEFINED 1 1611014 0 0 PEP BOYS MANNY MOE & JACK COM COM 713278109 1100 130069 SH DEFINED 1 130069 0 0 PEPCO HOLDINGS INC COM 713291102 16655 988445 SH DEFINED 1 988445 0 0 PEPSI BOTTLING GROUP INC COM COM 713409100 24381 650173 SH DEFINED 1 650173 0 0 PEPSIAMERICAS INC COM COM 71343P200 3840 131221 SH DEFINED 1 131221 0 0 PEPSICO INC COM COM 713448108 531132 8735728 SH DEFINED 1 8735728 0 0 PEPSICO INC COM COM 713448108 742 12200 SH DEFINED 1 2 12200 0 0 PERDIGAO S A SPONSORED ADR 10552T107 1541 29416 SH DEFINED 1 29416 0 0 PEREGRINE PHARMACEUTICALS I CO COM NEW 713661304 141 47629 SH DEFINED 1 47629 0 0 PERFICIENT INC COM 71375U101 465 55195 SH DEFINED 1 55195 0 0 PERICOM SEMICONDUCTOR CORP COM COM 713831105 796 69005 SH DEFINED 1 69005 0 0 PERKINELMER INC COM COM 714046109 10992 533848 SH DEFINED 1 533848 0 0 PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 73 32252 SH DEFINED 1 32252 0 0 PERRIGO CO COM COM 714290103 7787 195446 SH DEFINED 1 195446 0 0 PERVASIVE SOFTWARE INC COM COM 715710109 56 11520 SH DEFINED 1 11520 0 0 PETMED EXPRESS INC COM 716382106 1574 89257 SH DEFINED 1 89257 0 0 PETROHAWK ENERGY CORP COM COM 716495106 15361 640295 SH DEFINED 1 640295 0 0 PETROLEUM DEV CORP COM COM 716578109 864 47471 SH DEFINED 1 47471 0 0 PETROQUEST ENERGY INC COM COM 716748108 926 150992 SH DEFINED 1 150992 0 0 PETSMART INC COM COM 716768106 7809 292586 SH DEFINED 1 292586 0 0 PFIZER INC COM COM 717081103 825720 45394197 SH DEFINED 1 45394197 0 0 PFIZER INC COM COM 717081103 2556 140500 SH DEFINED 1 2 140500 0 0 PG&E CORP COM COM 69331C108 76741 1718723 SH DEFINED 1 1718723 0 0 PGT INC -REDH COM 69336V101 47 22530 SH DEFINED 1 22530 0 0 PHARMACEUTICAL PROD DEV INC CO COM 717124101 5656 241281 SH DEFINED 1 241281 0 0 PHARMACEUTICAL PROD DEV INC CO COM 717124101 178 7600 SH DEFINED 1 2 7600 0 0 PHARMASSET INC -REDH COM 71715N106 1199 57937 SH DEFINED 1 57937 0 0 PHARMERICA CORP COM 71714F104 1691 106515 SH DEFINED 1 106515 0 0 PHASE FORWARD INC COM COM 71721R406 1778 115840 SH DEFINED 1 115840 0 0 PHH CORP COM NEW 693320202 2213 137396 SH DEFINED 1 137396 0 0 PHI INC COM NON VTG 69336T205 815 39365 SH DEFINED 1 39365 0 0 PHILIP MORRIS INTL -SPN COM 718172109 514874 10684247 SH DEFINED 1 10684247 0 0 PHILIP MORRIS INTL -SPN COM 718172109 1793 37200 SH DEFINED 1 2 37200 0 0 PHILLIPS VAN HEUSEN CORP COM COM 718592108 4382 107713 SH DEFINED 1 107713 0 0 PHOENIX COS INC NEW COM COM 71902E109 625 224804 SH DEFINED 1 224804 0 0 PHOENIX TECHNOLOGY LTD COM COM 719153108 184 66728 SH DEFINED 1 66728 0 0 PHOTRONICS INC COM COM 719405102 593 133297 SH DEFINED 1 133297 0 0 PHYSICIANS FORMULA HOLDINGS COM 719427106 48 17595 SH DEFINED 1 17595 0 0 PICO HLDGS INC COM NEW COM NEW 693366205 1554 47491 SH DEFINED 1 47491 0 0 PIEDMONT NAT GAS INC COM COM 720186105 3655 136651 SH DEFINED 1 136651 0 0 PIER 1 IMPORTS INC COM COM 720279108 826 162291 SH DEFINED 1 162291 0 0 PIKE ELECTRIC CORP COM 721283109 454 48918 SH DEFINED 1 48918 0 0 PINNACLE AIRLINES CORP COM 723443107 322 46770 SH DEFINED 1 46770 0 0 PINNACLE ENTMT INC COM COM 723456109 1835 204330 SH DEFINED 1 204330 0 0 PINNACLE FINANCIAL PARTNERS COM 72346Q104 1074 75549 SH DEFINED 1 75549 0 0 PINNACLE WEST CAP CORP COM COM 723484101 16590 453519 SH DEFINED 1 453519 0 0 PIONEER DRILLING COMPANY COM 723655106 1319 166967 SH DEFINED 1 166967 0 0 PIONEER NAT RES CO COM COM 723787107 25151 522124 SH DEFINED 1 522124 0 0 PIPER JAFFRAY CO COM 724078100 2474 48886 SH DEFINED 1 48886 0 0 PITNEY BOWES INC COM COM 724479100 21245 933441 SH DEFINED 1 933441 0 0 PITNEY BOWES INC COM COM 724479100 1527 67100 SH DEFINED 1 2 67100 0 0 PIXELWORKS INC COM COM NEW 72581M305 45 14892 SH DEFINED 1 14892 0 0 PLAB5 1/2 10/01/14 NOTE 5.500%10/0 719405AF9 2811 2450000 PRN DEFINED 1 2 2450000 0 0 PLAINS EXPLORATION & PROD COM 726505100 7979 288476 SH DEFINED 1 288476 0 0 PLANAR SYS INC COM COM 726900103 66 23178 SH DEFINED 1 23178 0 0 PLANTRONICS INC NEW COM COM 727493108 2706 104150 SH DEFINED 1 104150 0 0 PLATINUM UNDERWRITERS HLDGS COM G7127P100 4399 114894 SH DEFINED 1 114894 0 0 PLATINUM UNDERWRITERS HLDGS COM G7127P100 394 10300 SH DEFINED 1 2 10300 0 0 PLATO LEARNING INC COM COM 72764Y100 133 30583 SH DEFINED 1 30583 0 0 PLAYBOY ENTERPRISES INC CL B CL B 728117300 162 50663 SH DEFINED 1 50663 0 0 PLEXUS CORP COM COM 729132100 2634 92432 SH DEFINED 1 92432 0 0 PLUG POWER INC COM COM 72919P103 97 136592 SH DEFINED 1 136592 0 0 PLUM CREEK TIMBER CO INC COM COM 729251108 27856 737717 SH DEFINED 1 737717 0 0 PLUM CREEK TIMBER CO INC COM COM 729251108 438 11600 SH DEFINED 1 2 11600 0 0 PLX TECHNOLOGY INC COM COM 693417107 146 45234 SH DEFINED 1 45234 0 0 PMA CAP CORP CL A CL A 693419202 403 63984 SH DEFINED 1 63984 0 0 PMC-SIERRA INC COM COM 69344F106 4699 542608 SH DEFINED 1 542608 0 0 PMFG INC COM 69345P103 277 17087 SH DEFINED 1 17087 0 0 PMI GROUP INC COM COM 69344M101 649 257440 SH DEFINED 1 257440 0 0 PNC FINL SVCS GROUP INC COM COM 693475105 119247 2258900 SH DEFINED 1 2258900 0 0 PNC FINL SVCS GROUP INC COM COM 693475105 248 4700 SH DEFINED 1 2 4700 0 0 PNM RES INC COM COM 69349H107 2433 192308 SH DEFINED 1 192308 0 0 POLARIS INDS INC COM COM 731068102 3721 85278 SH DEFINED 1 85278 0 0 POLO RALPH LAUREN CORP CL A CL A 731572103 20903 258125 SH DEFINED 1 258125 0 0 POLYCOM INC COM COM 73172K104 4675 187222 SH DEFINED 1 187222 0 0 POLYONE CORP COM COM 73179P106 1620 216934 SH DEFINED 1 216934 0 0 POLYONE CORP COM COM 73179P106 266 35600 SH DEFINED 1 2 35600 0 0 POLYPORE INTL INC COM 73179V103 491 41262 SH DEFINED 1 41262 0 0 PONIARD PHARMACEUTICALS INC COM NEW 732449301 49 26867 SH DEFINED 1 26867 0 0 POOL CORP COM COM 73278L105 2295 120275 SH DEFINED 1 120275 0 0 POPULAR INC COM COM 733174106 3004 1329066 SH DEFINED 1 1329066 0 0 PORTEC RAIL PRODUCTS INC COM 736212101 172 16066 SH DEFINED 1 16066 0 0 PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 1602 35699 SH DEFINED 1 35699 0 0 PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 3311 162236 SH DEFINED 1 162236 0 0 POST PPTYS INC COM COM 737464107 2095 106866 SH DEFINED 1 106866 0 0 POTASH CORP SASK INC COM COM 73755L107 2890 26545 SH DEFINED 1 26545 0 0 POTLATCH CORP COM COM 737630103 2622 82259 SH DEFINED 1 82259 0 0 POWELL INDS INC COM COM 739128106 660 20924 SH DEFINED 1 20924 0 0 POWER INTEGRATIONS INC COM COM 739276103 2806 77178 SH DEFINED 1 77178 0 0 POWER-ONE INC COM COM 739308104 815 187430 SH DEFINED 1 187430 0 0 POWERSECURE INTERNATIONAL INC COM 73936N105 175 24328 SH DEFINED 1 24328 0 0 POWERSHARES ETF TRUST DMP WNDRHLL CLN EN 73935X500 275 25015 PRN DEFINED 1 25015 0 0 POWERSHARES GLOBAL WATER PRT GBL WTR PORT 73936T623 387 21300 PRN DEFINED 1 21300 0 0 POWERWAVE TECHNOLOGIES INC COM COM 739363109 324 256759 SH DEFINED 1 256759 0 0 POWERWAVE TECHNOLOGIES INC COM COM 739363109 43 34100 SH DEFINED 1 2 34100 0 0 POZEN INC COM COM 73941U102 341 56969 SH DEFINED 1 56969 0 0 PPG INDS INC COM COM 693506107 44164 754431 SH DEFINED 1 754431 0 0 PPL CORP COM COM 69351T106 55509 1718007 SH DEFINED 1 1718007 0 0 PPL CORP COM COM 69351T106 439 13600 SH DEFINED 1 2 13600 0 0 PRAXAIR INC COM COM 74005P104 114137 1421207 SH DEFINED 1 1421207 0 0 PRAXAIR INC COM COM 74005P104 482 6000 SH DEFINED 1 2 6000 0 0 PRE PAID LEGAL SVCS INC COM COM 740065107 801 19498 SH DEFINED 1 19498 0 0 PRE PAID LEGAL SVCS INC COM COM 740065107 230 5600 SH DEFINED 1 2 5600 0 0 PRECISION CASTPARTS CORP COM COM 740189105 70388 637859 SH DEFINED 1 637859 0 0 PREFERRED BANK LOS ANGELES COM COM 740367107 33 18272 SH DEFINED 1 18272 0 0 PREMIER EXHIBITIONS INC COM 74051E102 31 21231 SH DEFINED 1 21231 0 0 PREMIERE GLOBAL SERVICES INC COM 740585104 1081 131034 SH DEFINED 1 131034 0 0 PREMIERWEST BANCORP COM 740921101 31 21779 SH DEFINED 1 21779 0 0 PRESIDENTIAL LIFE CORP COM COM 740884101 382 41780 SH DEFINED 1 41780 0 0 PRESSTEK INC COM COM 741113104 109 51088 SH DEFINED 1 51088 0 0 PRESTIGE BRANDS HOLDINGS INC COM 74112D101 1015 129121 SH DEFINED 1 129121 0 0 PRESTIGE BRANDS HOLDINGS INC COM 74112D101 166 21100 SH DEFINED 1 2 21100 0 0 PRG-SCHULTZ INTERNATIONAL I CO COM NEW 69357C503 132 22405 SH DEFINED 1 22405 0 0 PRICE T ROWE GROUP INC COM COM 74144T108 65038 1221363 SH DEFINED 1 1221363 0 0 PRICELINE COM INC COM COM NEW 741503403 44709 204619 SH DEFINED 1 204619 0 0 PRICESMART INC COM COM 741511109 788 38559 SH DEFINED 1 38559 0 0 PRIDE INTL INC DEL COM COM 74153Q102 10561 330968 SH DEFINED 1 330968 0 0 PRIMEDIA INC COM COM NEW 74157K846 117 32361 SH DEFINED 1 32361 0 0 PRIMUS GUARANTY LTD SHS G72457107 66 21499 SH DEFINED 1 21499 0 0 PRINCETON REVIEW INC COM COM 742352107 203 49981 SH DEFINED 1 49981 0 0 PRINCIPAL FINANCIAL GROUP I CO COM 74251V102 34627 1440406 SH DEFINED 1 1440406 0 0 PRIVATEBANCORP INC COM COM 742962103 1354 150939 SH DEFINED 1 150939 0 0 PROASSURANCE CORP COM COM 74267C106 3783 70441 SH DEFINED 1 70441 0 0 PROCERA NETWORKS INC COM 74269U104 9 21441 SH DEFINED 1 21441 0 0 PROCTER & GAMBLE CO COM COM 742718109 995354 16416853 SH DEFINED 1 16416853 0 0 PROCTER & GAMBLE CO COM COM 742718109 2055 33900 SH DEFINED 1 2 33900 0 0 PROGENICS PHARMACEUTICALS I CO COM 743187106 474 106776 SH DEFINED 1 106776 0 0 PROGRESS ENERGY INC COM COM 743263105 52108 1270627 SH DEFINED 1 1270627 0 0 PROGRESS SOFTWARE CORP COM COM 743312100 2748 94084 SH DEFINED 1 94084 0 0 PROGRESSIVE CORP OHIO COM COM 743315103 54575 3033607 SH DEFINED 1 3033607 0 0 PROLOGIS SH BEN INT 743410102 29796 2176488 SH DEFINED 1 2176488 0 0 PROS HOLDINGS INC COM 74346Y103 372 35929 SH DEFINED 1 35929 0 0 PROSPECT ENERGY CORP COM COM 74348T102 273 23106 SH DEFINED 1 23106 0 0 PROSPERITY BANCSHARES INC COM COM 743606105 11560 285645 SH DEFINED 1 285645 0 0 PROTECTIVE LIFE CORP COM COM 743674103 3049 184244 SH DEFINED 1 184244 0 0 PROVIDENCE SERVICE CORP COM 743815102 858 54326 SH DEFINED 1 54326 0 0 PROVIDENT ENERGY TRUST TR UNIT 74386K104 101 15000 SH DEFINED 1 2 15000 0 0 PROVIDENT FINANCIAL SERVICES COM 74386T105 1437 134884 SH DEFINED 1 134884 0 0 PROVIDENT NEW YORK BANCORP COM 744028101 1333 157918 SH DEFINED 1 157918 0 0 PRUDENTIAL FINL INC COM COM 744320102 106249 2135228 SH DEFINED 1 2135228 0 0 PS BUSINESS PKS INC CALIF COM COM 69360J107 2379 47539 SH DEFINED 1 47539 0 0 PSS WORLD MED INC COM COM 69366A100 2972 131680 SH DEFINED 1 131680 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 2393 113200 SH DEFINED 1 113200 0 0 PUBLIC STORAGE INC COM COM 74460D109 50272 617217 SH DEFINED 1 617217 0 0 PUBLIC SVC ENTERPRISE GROUP CO COM 744573106 79181 2381379 SH DEFINED 1 2381379 0 0 PULTE HOMES INC COM COM 745867101 14451 1445055 SH DEFINED 1 1445055 0 0 PURE BIOSCIENCE COM 746218106 29 20009 SH DEFINED 1 20009 0 0 PURE CYCLE CORP COM COM NEW 746228303 68 23841 SH DEFINED 1 23841 0 0 PVF CAPITAL CORP COM 693654105 21 11320 SH DEFINED 1 11320 0 0 PZENA INVESTMENT MGT-REDH CLASS A 74731Q103 106 13002 SH DEFINED 1 13002 0 0 QAD INC COM COM 74727D108 230 37608 SH DEFINED 1 37608 0 0 QC HOLDINGS INC COM COM 74729T101 59 12254 SH DEFINED 1 12254 0 0 QIAGEN N V ORD ORD N72482107 4248 190009 SH DEFINED 1 190009 0 0 QLOGIC CORP COM COM 747277101 10278 544673 SH DEFINED 1 544673 0 0 QUAKER CHEM CORP COM COM 747316107 810 39234 SH DEFINED 1 39234 0 0 QUALCOMM INC COM COM 747525103 437040 9447464 SH DEFINED 1 9447464 0 0 QUALITY DISTRIBUTION INC COM 74756M102 42 10663 SH DEFINED 1 10663 0 0 QUALITY SYSTEMS INC COM 747582104 2813 44800 SH DEFINED 1 44800 0 0 QUANEX BUILDING PRODUCTS COM 747619104 1613 95050 SH DEFINED 1 95050 0 0 QUANTA SVCS INC COM COM 74762E102 19577 939404 SH DEFINED 1 939404 0 0 QUANTUM CORP COM DSSG COM DSSG 747906204 1672 570509 SH DEFINED 1 570509 0 0 QUANTUM CORP COM DSSG COM DSSG 747906204 585 199500 SH DEFINED 1 2 199500 0 0 QUANTUM FUEL SYS TECH WORLD COM 74765E109 297 267891 SH DEFINED 1 267891 0 0 QUEST DIAGNOSTICS INC COM COM 74834L100 42880 710173 SH DEFINED 1 710173 0 0 QUEST RESOURCE CORP. COM NEW 748349305 25 42371 SH DEFINED 1 42371 0 0 QUEST SOFTWARE INC COM COM 74834T103 3096 168246 SH DEFINED 1 168246 0 0 QUEST SOFTWARE INC COM COM 74834T103 208 11300 SH DEFINED 1 2 11300 0 0 QUESTAR CORP COM COM 748356102 32701 786637 SH DEFINED 1 786637 0 0 QUESTCOR PHARMACEUTICALS COM 74835Y101 872 183518 SH DEFINED 1 183518 0 0 QUESTCOR PHARMACEUTICALS COM 74835Y101 77 16200 SH DEFINED 1 2 16200 0 0 QUICKLOGIC CORP COM COM 74837P108 24 11269 SH DEFINED 1 11269 0 0 QUICKSILVER RESOURCES INC COM COM 74837R104 4047 269629 SH DEFINED 1 269629 0 0 QUIDEL CORP COM COM 74838J101 1624 117822 SH DEFINED 1 117822 0 0 QUIKSILVER INC COM COM 74838C106 452 223516 SH DEFINED 1 223516 0 0 QUIKSILVER INC COM COM 74838C106 66 32700 SH DEFINED 1 2 32700 0 0 QUIXOTE CORP COM COM 749056107 80 12483 SH DEFINED 1 12483 0 0 QWEST COMMUNICATIONS INTL I CO COM 749121109 30167 7165557 SH DEFINED 1 7165557 0 0 QWEST COMMUNICATIONS INTL I CO COM 749121109 209 49600 SH DEFINED 1 2 49600 0 0 R&B INC COM 258278100 231 14740 SH DEFINED 1 14740 0 0 RACKSPACE HOSTING INC COM 750086100 3645 174835 SH DEFINED 1 174835 0 0 RADIAN GROUP INC COM COM 750236101 1575 215442 SH DEFINED 1 215442 0 0 RADIANT SYSTEMS INC COM COM 75025N102 636 61122 SH DEFINED 1 61122 0 0 RADIO ONE INC CL D NON VTG CL D NON VTG 75040P405 266 91838 SH DEFINED 1 91838 0 0 RADIOSHACK CORP COM COM 750438103 12454 638648 SH DEFINED 1 638648 0 0 RADISYS CORP COM COM 750459109 719 75285 SH DEFINED 1 75285 0 0 RADNET INC COM 750491102 89 43552 SH DEFINED 1 43552 0 0 RAE SYSTEMS INC COM 75061P102 51 46052 SH DEFINED 1 46052 0 0 RAILAMERICA INC COM 750753402 578 47341 SH DEFINED 1 47341 0 0 RAINMAKER SYSTEMS INC. COM NEW 750875304 29 19790 SH DEFINED 1 19790 0 0 RAIT INVT TR COM COM 749227104 155 118285 SH DEFINED 1 118285 0 0 RALCORP HLDGS INC NEW COM COM 751028101 6857 114834 SH DEFINED 1 114834 0 0 RAM ENERGY RESOURCES INC COM 75130P109 145 70915 SH DEFINED 1 70915 0 0 RAMBUS INC DEL COM COM 750917106 5838 239245 SH DEFINED 1 239245 0 0 RAMCO-GERSHENSON PPTYS TR COM COM SH BEN INT 751452202 614 64331 SH DEFINED 1 64331 0 0 RAMTRON INTL CORP COM NEW COM NEW 751907304 29 16544 SH DEFINED 1 16544 0 0 RANDGOLD RESOURCES LTD-ADR ADR 752344309 535 6759 SH DEFINED 1 6759 0 0 RANGE RES CORP COM COM 75281A109 35563 713407 SH DEFINED 1 713407 0 0 RASER TECHNOLOGIES INC COM 754055101 209 168169 SH DEFINED 1 168169 0 0 RAVEN INDS INC COM COM 754212108 1655 52087 SH DEFINED 1 52087 0 0 RAYMOND JAMES FINANCIAL INC CO COM 754730109 10474 440646 SH DEFINED 1 440646 0 0 RAYONIER INC COM COM 754907103 6892 163481 SH DEFINED 1 163481 0 0 RAYTHEON CO COM NEW COM NEW 755111507 114359 2219707 SH DEFINED 1 2219707 0 0 RBC BEARINGS INC -REDH COM 75524B104 1464 60177 SH DEFINED 1 60177 0 0 RC2 CORP COM 749388104 624 42301 SH DEFINED 1 42301 0 0 RCM TECHNOLOGIES INC COM NEW COM NEW 749360400 40 16159 SH DEFINED 1 16159 0 0 RCN CORP COM NEW 749361200 859 79185 SH DEFINED 1 79185 0 0 READING INTERNATIONAL INC-A CL A 755408101 43 10681 SH DEFINED 1 10681 0 0 REALNETWORKS INC COM COM 75605L104 997 268763 SH DEFINED 1 268763 0 0 REALTY INCOME CORP COM COM 756109104 5536 213654 SH DEFINED 1 213654 0 0 RED HAT INC COM COM 756577102 26255 849678 SH DEFINED 1 849678 0 0 RED HAT INC COM COM 756577102 510 16500 SH DEFINED 1 2 16500 0 0 RED LION HOTELS CORP COM 756764106 134 27043 SH DEFINED 1 27043 0 0 RED ROBIN GOURMET BURGERS COM 75689M101 922 51506 SH DEFINED 1 51506 0 0 REDDY ICE HOLDINGS INC COM 75734R105 267 62156 SH DEFINED 1 62156 0 0 REDWOOD TR INC COM COM 758075402 2207 152603 SH DEFINED 1 152603 0 0 REGAL BELOIT CORP COM COM 758750103 4371 84160 SH DEFINED 1 84160 0 0 REGAL ENTMT GROUP CL A CL A 758766109 2341 162127 SH DEFINED 1 162127 0 0 REGENCY CTRS CORP COM COM 758849103 6648 189609 SH DEFINED 1 189609 0 0 REGENERON PHARMACEUTICALS COM COM 75886F107 3585 148281 SH DEFINED 1 148281 0 0 REGENT COMMUNICATIONS INC D CO COM 758865109 6 25071 SH DEFINED 1 25071 0 0 REGIONS FINL CORP COM COM 7591EP100 34526 6526583 SH DEFINED 1 6526583 0 0 REGIS CORP MINN COM COM 758932107 1905 122323 SH DEFINED 1 122323 0 0 REHABCARE GROUP INC COM COM 759148109 2281 74963 SH DEFINED 1 74963 0 0 REINSURANCE GROUP AMER INC COM COM NEW 759351604 8393 176136 SH DEFINED 1 176136 0 0 RELIANCE STEEL & ALUMINUM C CO COM 759509102 6311 146024 SH DEFINED 1 146024 0 0 RELIANCE STEEL & ALUMINUM C CO COM 759509102 1327 30700 SH DEFINED 1 2 30700 0 0 RELIANT ENERGY INC COM COM 74971X107 4395 768350 SH DEFINED 1 768350 0 0 RELIV INTERNATIONAL INC COM 75952R100 40 12214 SH DEFINED 1 12214 0 0 RENAISSANCE LEARNING INC COM COM 75968L105 205 18007 SH DEFINED 1 18007 0 0 RENAISSANCE RE HLDGS LTD COM COM G7496G103 6920 130201 SH DEFINED 1 130201 0 0 RENASANT CORP COM 75970E107 1212 89100 SH DEFINED 1 89100 0 0 RENT A CTR INC NEW COM COM 76009N100 2937 165723 SH DEFINED 1 165723 0 0 RENT A CTR INC NEW COM COM 76009N100 167 9400 SH DEFINED 1 2 9400 0 0 RENTECH INC COM 760112102 423 343619 SH DEFINED 1 343619 0 0 RENTRAK CORP COM COM 760174102 301 17038 SH DEFINED 1 17038 0 0 REPLIGEN CORP COM COM 759916109 207 50383 SH DEFINED 1 50383 0 0 REPROS THERAPEUTICS INC COM 76028H100 23 29203 SH DEFINED 1 29203 0 0 REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 1055 142803 SH DEFINED 1 142803 0 0 REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 401 54200 SH DEFINED 1 2 54200 0 0 REPUBLIC BANCORP KY CL A CL A 760281204 944 45817 SH DEFINED 1 45817 0 0 REPUBLIC SVCS INC COM COM 760759100 41297 1458736 SH DEFINED 1 1458736 0 0 REPUBLIC SVCS INC COM COM 760759100 229 8100 SH DEFINED 1 2 8100 0 0 RES-CARE INC COM COM 760943100 643 57413 SH DEFINED 1 57413 0 0 RESEARCH FRONTIERS INC COM COM 760911107 93 24607 SH DEFINED 1 24607 0 0 RESEARCH IN MOTION LTD COM COM 760975102 4086 60492 SH DEFINED 1 60492 0 0 RESMED INC COM COM 761152107 8554 163659 SH DEFINED 1 163659 0 0 RESOLUTE ENERGY CORP COM 76116A108 1033 89665 SH DEFINED 1 89665 0 0 RESOURCE AMERICA INC CL A CL A 761195205 81 19965 SH DEFINED 1 19965 0 0 RESOURCE CAPITAL CORP COM 76120W302 198 40246 SH DEFINED 1 40246 0 0 RESOURCE CAPITAL CORP COM 76120W302 14 2900 SH DEFINED 1 2 2900 0 0 RESOURCES CONNECTION INC COM COM 76122Q105 2243 105684 SH DEFINED 1 105684 0 0 RETAIL VENTURES INC COM 76128Y102 303 34117 SH DEFINED 1 34117 0 0 RETRACTABLE TECHNOLOGIES INC COM 76129W105 19 11706 SH DEFINED 1 11706 0 0 REVLON INC CL A CL A NEW 761525609 667 39239 SH DEFINED 1 39239 0 0 REWARDS NETWORK INC COM NEW 761557206 145 11434 SH DEFINED 1 11434 0 0 REX ENERGY CORP COM 761565100 727 60578 SH DEFINED 1 60578 0 0 REX STORES CORP COM COM 761624105 173 12289 SH DEFINED 1 12289 0 0 REYNOLDS AMERICAN INC COM 761713106 43983 830331 SH DEFINED 1 830331 0 0 REYNOLDS AMERICAN INC COM 761713106 11 200 SH DEFINED 1 2 200 0 0 RF MICRODEVICES INC COM COM 749941100 2663 558343 SH DEFINED 1 558343 0 0 RF MICRODEVICES INC COM COM 749941100 151 31600 SH DEFINED 1 2 31600 0 0 RGS 5 07/15/14 NOTE 5.000% 7/1 758932AA5 5204 4250000 PRN DEFINED 1 2 4250000 0 0 RHAPSODY ACQUISITION CORP COM 74164F103 203 25466 SH DEFINED 1 25466 0 0 RICHARDSON ELECTRS LTD COM COM 763165107 226 38420 SH DEFINED 1 38420 0 0 RIGEL PHARMACEUTICALS INC COM COM NEW 766559603 1312 137912 SH DEFINED 1 137912 0 0 RIGHTNOW TECHNOLOGIES COM COM 76657R106 1184 68175 SH DEFINED 1 68175 0 0 RIMAGE CORP COM COM 766721104 615 35492 SH DEFINED 1 35492 0 0 RINO INTERNATIONAL CORP COM 766883102 633 22900 SH DEFINED 1 22900 0 0 RISKMETRICS GROUP INC-REDH COM 767735103 1009 63440 SH DEFINED 1 63440 0 0 RITE AID CORP COM COM 767754104 1777 1176663 SH DEFINED 1 1176663 0 0 RIVERBED TECHNOLOGY INC COM 768573107 2932 127650 SH DEFINED 1 127650 0 0 RIVERVIEW BANCORP INC COM 769397100 52 23493 SH DEFINED 1 23493 0 0 RLI CORP COM COM 749607107 2035 38218 SH DEFINED 1 38218 0 0 ROBBINS & MYERS INC COM COM 770196103 1678 71356 SH DEFINED 1 71356 0 0 ROBERT HALF INTL INC COM COM 770323103 18392 688051 SH DEFINED 1 688051 0 0 ROBERT HALF INTL INC COM COM 770323103 446 16700 SH DEFINED 1 2 16700 0 0 ROCHESTER MEDICAL CORP COM 771497104 196 17632 SH DEFINED 1 17632 0 0 ROCK-TENN CO CL A CL A 772739207 7672 152195 SH DEFINED 1 152195 0 0 ROCK-TENN CO CL A CL A 772739207 555 11000 SH DEFINED 1 2 11000 0 0 ROCKVILLE FINANCIAL INC COM 774186100 113 10754 SH DEFINED 1 10754 0 0 ROCKWELL AUTOMATION INC COM COM 773903109 29905 636538 SH DEFINED 1 636538 0 0 ROCKWELL COLLINS INC COM COM 774341101 39493 713386 SH DEFINED 1 713386 0 0 ROCKWELL MEDICAL TECH INC COM 774374102 93 12109 SH DEFINED 1 12109 0 0 ROCKWOOD HOLDINGS INC COM 774415103 2656 112752 SH DEFINED 1 112752 0 0 RODMAN & RENSHAW CAPITAL GROUP COM 77487R100 89 21810 SH DEFINED 1 21810 0 0 ROFIN SINAR TECHNOLOGIES IN CO COM 775043102 1566 66334 SH DEFINED 1 66334 0 0 ROGERS CORP COM COM 775133101 1398 46123 SH DEFINED 1 46123 0 0 ROLLINS INC COM COM 775711104 1900 98542 SH DEFINED 1 98542 0 0 ROMA FINANCIAL CORP COM 77581P109 223 18006 SH DEFINED 1 18006 0 0 ROME BANCORP INC COM 77587P103 107 13404 SH DEFINED 1 13404 0 0 ROPER INDS INC NEW COM COM 776696106 21493 410404 SH DEFINED 1 410404 0 0 ROSETTA RESOURCES INC COM 777779307 2634 132154 SH DEFINED 1 132154 0 0 ROSETTA STONE INCE COM 777780107 559 31140 SH DEFINED 1 31140 0 0 ROSS STORES INC COM COM 778296103 27354 640464 SH DEFINED 1 640464 0 0 ROVI CORP COM 779376102 7085 222303 SH DEFINED 1 222303 0 0 ROWAN COS INC COM COM 779382100 11505 508176 SH DEFINED 1 508176 0 0 ROYAL BANCSHARES PA INC CL A CL A 780081105 14 11083 SH DEFINED 1 11083 0 0 ROYAL CARIBBEAN CRUISES LTD CO COM V7780T103 7248 286702 SH DEFINED 1 286702 0 0 ROYAL GOLD INC COM COM 780287108 4642 98566 SH DEFINED 1 98566 0 0 RPC INC COM COM 749660106 742 71302 SH DEFINED 1 71302 0 0 RPM INTERNATIONAL INC COM 749685103 5252 258322 SH DEFINED 1 258322 0 0 RSC HOLDINGS INC COM 74972L102 676 96010 SH DEFINED 1 96010 0 0 RTI BIOLOGICS INC COM 74975N105 470 122483 SH DEFINED 1 122483 0 0 RTI INTL METALS INC COM COM 74973W107 1837 72997 SH DEFINED 1 72997 0 0 RUBICON TECHNOLOGY INC-REDH COM 78112T107 422 20790 SH DEFINED 1 20790 0 0 RUBY TUESDAY INC COM COM 781182100 882 122512 SH DEFINED 1 122512 0 0 RUDDICK CORP COM COM 781258108 2030 78901 SH DEFINED 1 78901 0 0 RUDOLPH TECHNOLOGIES INC COM COM 781270103 308 45831 SH DEFINED 1 45831 0 0 RUE21 INC COM 781295100 488 17370 SH DEFINED 1 17370 0 0 RURAL / METRO CORP COM COM 781748108 187 31087 SH DEFINED 1 31087 0 0 RUSH ENTERPRISES INC-CL A CL A 781846209 1085 91271 SH DEFINED 1 91271 0 0 RUTH'S CHRIS STEAK HOUSE COM 783332109 91 43370 SH DEFINED 1 43370 0 0 RYANAIR HLDGS PLC SPONSORED AD SPONSORED ADR 783513104 325 12102 SH DEFINED 1 12102 0 0 RYDER SYS INC COM COM 783549108 10883 264338 SH DEFINED 1 264338 0 0 RYLAND GROUP INC COM COM 783764103 2115 107383 SH DEFINED 1 107383 0 0 S & T BANCORP INC COM COM 783859101 1674 98420 SH DEFINED 1 98420 0 0 S L M CORP COM 78442P106 24121 2140258 SH DEFINED 1 2140258 0 0 S Y BANCORP INC COM COM 785060104 685 32081 SH DEFINED 1 32081 0 0 S1 CORPORATION COM COM 78463B101 918 140872 SH DEFINED 1 140872 0 0 SABA SOFTWARE INC COM COM NEW 784932600 182 44077 SH DEFINED 1 44077 0 0 SAFEGUARD SCIENTIFICS INC COM COM NEW 786449207 516 50046 SH DEFINED 1 50046 0 0 SAFETY INSURANCE GROUP INC COM 78648T100 1793 49494 SH DEFINED 1 49494 0 0 SAFEWAY INC COM NEW COM NEW 786514208 39352 1848386 SH DEFINED 1 1848386 0 0 SAFEWAY INC COM NEW COM NEW 786514208 1109 52100 SH DEFINED 1 2 52100 0 0 SAH 5 10/01/29 NOTE 5.000%10/0 83545GAQ5 3765 3500000 PRN DEFINED 1 2 3500000 0 0 SAIA INC COM 78709Y105 583 39349 SH DEFINED 1 39349 0 0 SAIC INC COM 78390X101 25040 1322051 SH DEFINED 1 1322051 0 0 SAKS INC COM COM 79377W108 2245 342187 SH DEFINED 1 342187 0 0 SALARY.COM COM 794006106 30 12817 SH DEFINED 1 12817 0 0 SALEM COMMUNICATIONS CORP D CL CL A 794093104 63 10557 SH DEFINED 1 10557 0 0 SALESFORCE.COM INC COM 79466L302 36402 493449 SH DEFINED 1 493449 0 0 SALIX PHARMACEUTICALS INC COM COM 795435106 3420 134663 SH DEFINED 1 134663 0 0 SALLY BEAUTY HOLDINGS INC COM 79546E104 4362 570133 SH DEFINED 1 570133 0 0 SALLY BEAUTY HOLDINGS INC COM 79546E104 141 18400 SH DEFINED 1 2 18400 0 0 SANDERS MORRIS HARRIS GRP IN COM 80000Q104 323 58758 SH DEFINED 1 58758 0 0 SANDERSON FARMS INC COM COM 800013104 2132 50562 SH DEFINED 1 50562 0 0 SANDISK CORP COM COM 80004C101 30429 1049655 SH DEFINED 1 1049655 0 0 SANDISK CORP COM COM 80004C101 449 15500 SH DEFINED 1 2 15500 0 0 SANDRIDGE ENERGY INC COM 80007P307 3872 410579 SH DEFINED 1 410579 0 0 SANDRIDGE ENERGY INC COM 80007P307 316 33500 SH DEFINED 1 2 33500 0 0 SANDY SPRING BANCORP INC COM COM 800363103 347 39013 SH DEFINED 1 39013 0 0 SANGAMO BIOSCIENCES INC COM COM 800677106 827 139779 SH DEFINED 1 139779 0 0 SANMINA SCI CORP COM COM NEW 800907206 1925 174513 SH DEFINED 1 174513 0 0 SANMINA SCI CORP COM COM NEW 800907206 154 14000 SH DEFINED 1 2 14000 0 0 SANTARUS INC COM COM 802817304 406 87831 SH DEFINED 1 87831 0 0 SAPIENT CORP COM COM 803062108 1979 239291 SH DEFINED 1 239291 0 0 SARA LEE CORP COM COM 803111103 46116 3786236 SH DEFINED 1 3786236 0 0 SARA LEE CORP COM COM 803111103 693 56900 SH DEFINED 1 2 56900 0 0 SATCON TECHNOLOGY CORP COM COM 803893106 157 55563 SH DEFINED 1 55563 0 0 SAUER-DANFOSS INC COM COM 804137107 480 39951 SH DEFINED 1 39951 0 0 SAUL CTRS INC COM COM 804395101 859 26216 SH DEFINED 1 26216 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 2100 154322 SH DEFINED 1 154322 0 0 SAVVIS INC COM COM NEW 805423308 1610 114607 SH DEFINED 1 114607 0 0 SBA COMMUNICATIONS CORP COM COM 78388J106 9035 264478 SH DEFINED 1 264478 0 0 SBA COMMUNICATIONS CORP COM COM 78388J106 33 970 SH DEFINED 1 2 970 0 0 SCANA CORP NEW COM COM 80589M102 18758 497813 SH DEFINED 1 497813 0 0 SCANSOURCE INC COM COM 806037107 2051 76821 SH DEFINED 1 76821 0 0 SCBT FINANCIAL CORP COM 78401V102 814 29392 SH DEFINED 1 29392 0 0 SCHAWK INC CL A CL A 806373106 641 47145 SH DEFINED 1 47145 0 0 SCHEIN HENRY INC COM COM 806407102 10206 194038 SH DEFINED 1 194038 0 0 SCHIFF NUTRITION INTERNATIONAL COM 806693107 92 11731 SH DEFINED 1 11731 0 0 SCHLUMBERGER LTD COM COM 806857108 439937 6758904 SH DEFINED 1 6758904 0 0 SCHNITZER STL INDS CL A CL A 806882106 2247 47115 SH DEFINED 1 47115 0 0 SCHOLASTIC CORP COM COM 807066105 1946 65238 SH DEFINED 1 65238 0 0 SCHOOL SPECIALTY INC COM COM 807863105 951 40664 SH DEFINED 1 40664 0 0 SCHULMAN A INC COM COM 808194104 1548 76715 SH DEFINED 1 76715 0 0 SCHULMAN A INC COM COM 808194104 965 47800 SH DEFINED 1 2 47800 0 0 SCHWAB CHARLES CORP NEW COM COM 808513105 83180 4419792 SH DEFINED 1 4419792 0 0 SCHWEITZER-MAUDUIT INTL INC CO COM 808541106 2699 38367 SH DEFINED 1 38367 0 0 SCICLONE PHARMACEUTICALS IN CO COM 80862K104 127 54567 SH DEFINED 1 54567 0 0 SCIENTIFIC GAMES CORP CL A CL A 80874P109 2216 152312 SH DEFINED 1 152312 0 0 SCOLR PHARMA INC COM COM 78402X107 8 17200 SH DEFINED 1 17200 0 0 SCOTTS MIRACLE-GRO CO CL A 810186106 3439 87476 SH DEFINED 1 87476 0 0 SCRIPPS E W CO OHIO CL A CL A NEW 811054402 355 50960 SH DEFINED 1 50960 0 0 SCRIPPS NETWORKS INTERCT-SPN CL A COM 811065101 16805 404931 SH DEFINED 1 404931 0 0 SEABOARD CORP COM COM 811543107 768 569 SH DEFINED 1 569 0 0 SEABRIGHT INSURANCE HOLDINGS COM 811656107 1424 123915 SH DEFINED 1 123915 0 0 SEACHANGE INTL INC COM COM 811699107 447 67983 SH DEFINED 1 67983 0 0 SEACOAST BKG CORP FLA COM 811707306 133 81735 SH DEFINED 1 81735 0 0 SEACOR HOLDINGS INC COM 811904101 3333 43718 SH DEFINED 1 43718 0 0 SEAGATE TECHNOLOGY SHS G7945J104 20288 1115352 SH DEFINED 1 1115352 0 0 SEAGATE TECHNOLOGY SHS G7945J104 446 24500 SH DEFINED 1 2 24500 0 0 SEAHAWK DRILLING INC COM 81201R107 863 38299 SH DEFINED 1 38299 0 0 SEALED AIR CORP NEW COM COM 81211K100 15603 713757 SH DEFINED 1 713757 0 0 SEALY CORP COM 812139301 327 103442 SH DEFINED 1 103442 0 0 SEARS HOLDINGS CORP COM 812350106 20076 240572 SH DEFINED 1 240572 0 0 SEATTLE GENETICS INC COM COM 812578102 2219 218436 SH DEFINED 1 218436 0 0 SEI INVESTMENTS CO COM COM 784117103 6182 352828 SH DEFINED 1 352828 0 0 SELECT COMFORT CORP COM COM 81616X103 643 98617 SH DEFINED 1 98617 0 0 SELECT COMFORT CORP COM COM 81616X103 812 124600 SH DEFINED 1 2 124600 0 0 SELECT MEDICAL HOLDINGS CORP COM 81619Q105 674 63435 SH DEFINED 1 63435 0 0 SELECTICA INC COM COM 816288104 9 38677 SH DEFINED 1 38677 0 0 SELECTIVE INS GROUP INC COM COM 816300107 1922 116859 SH DEFINED 1 116859 0 0 SEMPRA ENERGY COM COM 816851109 67679 1208981 SH DEFINED 1 1208981 0 0 SEMTECH CORP COM COM 816850101 2528 148618 SH DEFINED 1 148618 0 0 SENECA FOODS CORP - CL A CL A 817070501 202 8443 SH DEFINED 1 8443 0 0 SENIOR HSG PPTYS TR SH BEN INT SH BEN INT 81721M109 5457 249536 SH DEFINED 1 249536 0 0 SENOMYX INC COM COM 81724Q107 211 56018 SH DEFINED 1 56018 0 0 SENORX INC -REDH COM 81724W104 98 11839 SH DEFINED 1 11839 0 0 SENSIENT TECHNOLOGIES CORP COM COM 81725T100 2885 109698 SH DEFINED 1 109698 0 0 SEQUENOM INC COM COM NEW 817337405 1147 277146 SH DEFINED 1 277146 0 0 SERVICE CORP INTL COM COM 817565104 4249 518797 SH DEFINED 1 518797 0 0 SHAW GROUP INC COM COM 820280105 4993 173660 SH DEFINED 1 173660 0 0 SHENANDOAH TELECOMMUNICATIO CO COM 82312B106 1118 54929 SH DEFINED 1 54929 0 0 SHERWIN WILLIAMS CO COM COM 824348106 26407 428330 SH DEFINED 1 428330 0 0 SHIP FINANCE INTL LTD SHS G81075106 1445 106033 SH DEFINED 1 106033 0 0 SHIRE LTD-ADR SPONSORED ADR 82481R106 333 5675 SH DEFINED 1 5675 0 0 SHOE CARNIVAL INC COM COM 824889109 286 13985 SH DEFINED 1 13985 0 0 SHORE BANCSHARES INC COM COM 825107105 174 12005 SH DEFINED 1 12005 0 0 SHORETEL INC COM 825211105 194 33580 SH DEFINED 1 33580 0 0 SHUFFLE MASTER INC COM COM 825549108 933 113217 SH DEFINED 1 113217 0 0 SHUTTERFLY INC COM 82568P304 1147 64424 SH DEFINED 1 64424 0 0 SIEBERT FINL CORP COM COM 826176109 29 12435 SH DEFINED 1 12435 0 0 SIERRA BANCORP COM 82620P102 109 14307 SH DEFINED 1 14307 0 0 SIGA TECHNOLOGIES INC COM COM 826917106 522 89993 SH DEFINED 1 89993 0 0 SIGMA ALDRICH CORP COM COM 826552101 30589 605360 SH DEFINED 1 605360 0 0 SIGMA DESIGNS INC COM COM 826565103 838 78350 SH DEFINED 1 78350 0 0 SIGNATURE BANK COM 82669G104 3424 107327 SH DEFINED 1 107327 0 0 SIGNET JEWELERS LTD SHS G81276100 4974 186162 SH DEFINED 1 186162 0 0 SILGAN HOLDINGS INC COM COM 827048109 3776 65244 SH DEFINED 1 65244 0 0 SILICON GRAPHICS INTERNATIONAL COM 82706L108 335 47773 SH DEFINED 1 47773 0 0 SILICON IMAGE INC COM COM 82705T102 708 274559 SH DEFINED 1 274559 0 0 SILICON LABORATORIES INC COM COM 826919102 5175 107044 SH DEFINED 1 107044 0 0 SILICON STORAGE TECHNOLOGY COM COM 827057100 426 166437 SH DEFINED 1 166437 0 0 SILVERLEAF RESORTS INC COM 828395103 13 16000 SH DEFINED 1 16000 0 0 SIMMONS 1ST NATL CORP CL A $5 CL A $1 PAR 828730200 1017 36575 SH DEFINED 1 36575 0 0 SIMON PPTY GROUP INC NEW COM COM 828806109 103708 1299602 SH DEFINED 1 1299602 0 0 SIMPSON MANUFACTURING CO IN CO COM 829073105 2038 75774 SH DEFINED 1 75774 0 0 SIMULATIONS PLUS INC COM 829214105 33 24000 SH DEFINED 1 24000 0 0 SINA CORP ORD G81477104 258 5719 SH DEFINED 1 5719 0 0 SINCLAIR BROADCAST GROUP IN CL CL A 829226109 525 130221 SH DEFINED 1 130221 0 0 SINCLAIR BROADCAST GROUP IN CL CL A 829226109 47 11700 SH DEFINED 1 2 11700 0 0 SIRIUS XM RADIO INC COM COM 82967N108 5106 8509887 SH DEFINED 1 8509887 0 0 SIRIUS XM RADIO INC COM COM 82967N108 420 700000 SH DEFINED 1 2 700000 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 1552 48889 SH DEFINED 1 48889 0 0 SJW CORP COM COM 784305104 934 41361 SH DEFINED 1 41361 0 0 SKECHERS U S A INC CL A CL A 830566105 2067 70278 SH DEFINED 1 70278 0 0 SKILLED HEALTHCARE GROU-CL A CL A 83066R107 751 100865 SH DEFINED 1 100865 0 0 SKILLSOFT PLC ADR SPONSORED ADR 830928107 109 10442 SH DEFINED 1 10442 0 0 SKILLSOFT PLC ADR SPONSORED ADR 830928107 379 36200 SH DEFINED 1 2 36200 0 0 SKYLINE CORP COM COM 830830105 393 21341 SH DEFINED 1 21341 0 0 SKYWEST INC COM COM 830879102 2885 170517 SH DEFINED 1 170517 0 0 SKYWEST INC COM COM 830879102 526 31100 SH DEFINED 1 2 31100 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 9260 652590 SH DEFINED 1 652590 0 0 SL GREEN RLTY CORP COM COM 78440X101 8327 165752 SH DEFINED 1 165752 0 0 SLT 4 10/30/14 NOTE 4.000%10/3 859737AB4 1049 1000000 PRN DEFINED 1 2 1000000 0 0 SMART BALANCE INC COM 83169Y108 937 156194 SH DEFINED 1 156194 0 0 SMART MODULAR TECHNOLOGIES ORD SHS G82245104 407 64684 SH DEFINED 1 64684 0 0 SMITH & WESSON HLDG CORP COM 831756101 464 113447 SH DEFINED 1 113447 0 0 SMITH A O COM COM 831865209 2987 68836 SH DEFINED 1 68836 0 0 SMITH INTL INC COM COM 832110100 29869 1099349 SH DEFINED 1 1099349 0 0 SMITH MICRO SOFTWARE INC COM COM 832154108 648 70940 SH DEFINED 1 70940 0 0 SMITHFIELD FOODS INC COM COM 832248108 5518 363261 SH DEFINED 1 363261 0 0 SMITHTOWN BANCORP INC COM 832449102 98 16528 SH DEFINED 1 16528 0 0 SNAP ON INC COM COM 833034101 10977 259738 SH DEFINED 1 259738 0 0 SOCIEDAD QUIMICA Y MINERA DE C SPON ADR SER B 833635105 1327 35316 SH DEFINED 1 35316 0 0 SOHU COM INC COM 83408W103 323 5644 SH DEFINED 1 5644 0 0 SOLARFUN POWER HOLD-SPON ADR SPONSORED ADR 83415U108 738 96777 SH DEFINED 1 96777 0 0 SOLARWINDS INC-REDH COM 83416B109 1518 65964 SH DEFINED 1 65964 0 0 SOLERA HOLDINGS INC COM 83421A104 5861 162748 SH DEFINED 1 162748 0 0 SOLTA MEDICAL, INC COM 83438K103 74 36221 SH DEFINED 1 36221 0 0 SOLUTIA INC COM NEW 834376501 3212 252882 SH DEFINED 1 252882 0 0 SOMANETICS CORP COM NEW 834445405 707 40301 SH DEFINED 1 40301 0 0 SOMAXON PHARMACEUTICALS INC COM 834453102 12 10945 SH DEFINED 1 10945 0 0 SONIC AUTOMOTIVE INC CL A CL A 83545G102 1193 114820 SH DEFINED 1 114820 0 0 SONIC AUTOMOTIVE INC CL A CL A 83545G102 166 16000 SH DEFINED 1 2 16000 0 0 SONIC CORP COM COM 835451105 1606 159532 SH DEFINED 1 159532 0 0 SONIC SOLUTIONS COM COM 835460106 721 60981 SH DEFINED 1 60981 0 0 SONICWALL INC COM COM 835470105 1418 186348 SH DEFINED 1 186348 0 0 SONOCO PRODS CO COM COM 835495102 6120 209244 SH DEFINED 1 209244 0 0 SONOCO PRODS CO COM COM 835495102 351 12000 SH DEFINED 1 2 12000 0 0 SONOSITE INC COM COM 83568G104 1492 63125 SH DEFINED 1 63125 0 0 SONUS NETWORKS INC COM COM 835916107 1246 590441 SH DEFINED 1 590441 0 0 SOTHEBYS HLDGS INC CL A COM 835898107 3747 166688 SH DEFINED 1 166688 0 0 SOURCEFIRE INC COM 83616T108 1091 40781 SH DEFINED 1 40781 0 0 SOUTH FINL GROUP INC COM COM 837841105 244 378871 SH DEFINED 1 378871 0 0 SOUTH JERSEY INDS INC COM COM 838518108 2769 72527 SH DEFINED 1 72527 0 0 SOUTHERN CO COM COM 842587107 146493 4396562 SH DEFINED 1 4396562 0 0 SOUTHERN COPPER CORP COM COM 84265V105 15429 468835 SH DEFINED 1 468835 0 0 SOUTHERN UN CO NEW COM COM 844030106 5463 240679 SH DEFINED 1 240679 0 0 SOUTHERN UN CO NEW COM COM 844030106 16 700 SH DEFINED 1 2 700 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 1023 52136 SH DEFINED 1 52136 0 0 SOUTHWEST AIRLS CO COM COM 844741108 38508 3369041 SH DEFINED 1 3369041 0 0 SOUTHWEST AIRLS CO COM COM 844741108 822 71900 SH DEFINED 1 2 71900 0 0 SOUTHWEST BANCORP INC OKLA COM COM 844767103 326 47046 SH DEFINED 1 47046 0 0 SOUTHWEST GAS CORP COM COM 844895102 2926 102543 SH DEFINED 1 102543 0 0 SOUTHWEST WTR CO COM COM 845331107 273 46367 SH DEFINED 1 46367 0 0 SOUTHWESTERN ENERGY CO COM COM 845467109 75750 1571568 SH DEFINED 1 1571568 0 0 SOVRAN SELF STORAGE INC COM COM 84610H108 2130 59611 SH DEFINED 1 59611 0 0 SPANISH BROADCASTING SYS IN CL CL A 846425882 69 87980 SH DEFINED 1 87980 0 0 SPARTAN MOTORS INC COM 846819100 488 86646 SH DEFINED 1 86646 0 0 SPARTAN MOTORS INC COM 846819100 160 28400 SH DEFINED 1 2 28400 0 0 SPARTAN STORES INC COM COM 846822104 1055 73849 SH DEFINED 1 73849 0 0 SPARTECH CORP COM NEW COM NEW 847220209 665 64773 SH DEFINED 1 64773 0 0 SPDR BARCLAYS CAPTL CONV BND BARCLY CNV ETF 78464A359 3311 87615 PRN DEFINED 1 2 87615 0 0 SPECTRA ENERGY CORP COM 847560109 65585 3197713 SH DEFINED 1 3197713 0 0 SPECTRANETICS CORP COM 84760C107 430 61761 SH DEFINED 1 61761 0 0 SPECTRUM CTL INC COM COM 847615101 160 16928 SH DEFINED 1 16928 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 427 96162 SH DEFINED 1 96162 0 0 SPEEDWAY MOTORSPORTS INC COM COM 847788106 489 27749 SH DEFINED 1 27749 0 0 SPHERION CORP COM COM 848420105 781 138931 SH DEFINED 1 138931 0 0 SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 4117 207293 SH DEFINED 1 207293 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 59780 16333243 SH DEFINED 1 16333243 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 107 29100 SH DEFINED 1 2 29100 0 0 SPWRA 4 3/4 04/14 DBCV 4.750% 4/1 867652AC3 5987 5250000 PRN DEFINED 1 2 5250000 0 0 SPX CORP COM COM 784635104 5637 103049 SH DEFINED 1 103049 0 0 SPX CORP COM COM 784635104 301 5500 SH DEFINED 1 2 5500 0 0 SRA INTL INC CL A CL A 78464R105 1672 87540 SH DEFINED 1 87540 0 0 SRS LABS INC COM COM 78464M106 206 28042 SH DEFINED 1 28042 0 0 ST JOE CO COM COM 790148100 5561 192495 SH DEFINED 1 192495 0 0 ST JUDE MED INC COM COM 790849103 55974 1521860 SH DEFINED 1 1521860 0 0 ST MARY LD & EXPL CO COM COM 792228108 4433 129467 SH DEFINED 1 129467 0 0 ST PAUL TRAVELERS CO INC COM 89417E109 126515 2537406 SH DEFINED 1 2537406 0 0 STAAR SURGICAL CO COM PAR $0.0 COM PAR $0.01 852312305 137 44083 SH DEFINED 1 44083 0 0 STAGE STORES INC COM NEW COM NEW 85254C305 1036 83853 SH DEFINED 1 83853 0 0 STAMPS COM INC COM COM NEW 852857200 283 31485 SH DEFINED 1 31485 0 0 STANCORP FINL GROUP INC COM COM 852891100 3940 98458 SH DEFINED 1 98458 0 0 STANDARD MICROSYSTEMS CORP COM COM 853626109 1383 66532 SH DEFINED 1 66532 0 0 STANDARD MTR PRODS INC COM COM 853666105 396 46510 SH DEFINED 1 46510 0 0 STANDARD PAC CORP NEW COM COM 85375C101 1233 329634 SH DEFINED 1 329634 0 0 STANDARD PAC CORP NEW COM COM 85375C101 35 9300 SH DEFINED 1 2 9300 0 0 STANDARD PARKING CORP COM COM 853790103 318 20026 SH DEFINED 1 20026 0 0 STANDARD REGISTER CO COM COM 853887107 232 45588 SH DEFINED 1 45588 0 0 STANDEX INTL CORP COM COM 854231107 767 38179 SH DEFINED 1 38179 0 0 STANLEY FURNITURE INC COM NEW COM NEW 854305208 226 22271 SH DEFINED 1 22271 0 0 STANLEY INC COM 854532108 1223 44635 SH DEFINED 1 44635 0 0 STANLEY WKS COM COM 854616109 18729 363602 SH DEFINED 1 363602 0 0 STAPLES INC COM COM 855030102 83026 3376404 SH DEFINED 1 3376404 0 0 STAR SCIENTIFIC INC COM COM 85517P101 108 154108 SH DEFINED 1 154108 0 0 STARBUCKS CORP COM COM 855244109 79570 3450547 SH DEFINED 1 3450547 0 0 STARBUCKS CORP COM COM 855244109 1010 43800 SH DEFINED 1 2 43800 0 0 STARTEK INC COM COM 85569C107 109 14581 SH DEFINED 1 14581 0 0 STARWOOD HOTELS&RESORTS WRL PA COM 85590A401 30468 833144 SH DEFINED 1 833144 0 0 STARWOOD PROPERTY TRUST INC COM 85571B105 1719 91000 SH DEFINED 1 91000 0 0 STATE AUTO FINL CORP COM COM 855707105 555 30002 SH DEFINED 1 30002 0 0 STATE BANCORP INC N.Y COM COM 855716106 122 17101 SH DEFINED 1 17101 0 0 STATE STR CORP COM COM 857477103 99224 2278906 SH DEFINED 1 2278906 0 0 STATE STR CORP COM COM 857477103 148 3400 SH DEFINED 1 2 3400 0 0 STEC INC COM 784774101 1386 84847 SH DEFINED 1 84847 0 0 STEEL DYNAMICS INC COM COM 858119100 8432 475857 SH DEFINED 1 475857 0 0 STEELCASE INC CL A CL A 858155203 1116 175402 SH DEFINED 1 175402 0 0 STEIN MART INC COM COM 858375108 522 49003 SH DEFINED 1 49003 0 0 STEIN MART INC COM COM 858375108 33 3100 SH DEFINED 1 2 3100 0 0 STEINER LEISURE LTD ORD ORD P8744Y102 1868 46986 SH DEFINED 1 46986 0 0 STEINWAY MUSICAL INSTRS INC CO COM 858495104 253 15898 SH DEFINED 1 15898 0 0 STELLARONE CORP COM 85856G100 508 50991 SH DEFINED 1 50991 0 0 STEMCELLS INC COM 85857R105 292 231566 SH DEFINED 1 231566 0 0 STEPAN CO COM COM 858586100 2358 36387 SH DEFINED 1 36387 0 0 STEPAN CO COM COM 858586100 460 7100 SH DEFINED 1 2 7100 0 0 STEREOTAXIS INC COM COM 85916J102 259 65892 SH DEFINED 1 65892 0 0 STERICYCLE INC COM COM 858912108 21649 392413 SH DEFINED 1 392413 0 0 STERIS CORP COM COM 859152100 3524 126001 SH DEFINED 1 126001 0 0 STERIS CORP COM COM 859152100 996 35600 SH DEFINED 1 2 35600 0 0 STERLING BANCORP COM COM 859158107 458 64134 SH DEFINED 1 64134 0 0 STERLING BANCSHARES INC COM COM 858907108 1269 247330 SH DEFINED 1 247330 0 0 STERLING CONSTRUCTION CO COM 859241101 1291 67332 SH DEFINED 1 67332 0 0 STERLING CONSTRUCTION CO COM 859241101 351 18300 SH DEFINED 1 2 18300 0 0 STERLING FINL CORP WASH COM COM 859319105 72 116307 SH DEFINED 1 116307 0 0 STEWART ENTERPRISES INC CL A CL A 860370105 1269 246314 SH DEFINED 1 246314 0 0 STEWART INFORMATION SVCS CO CO COM 860372101 670 59408 SH DEFINED 1 59408 0 0 STIFEL FINL CORP COM COM 860630102 4004 67586 SH DEFINED 1 67586 0 0 STILLWATER MNG CO COM COM 86074Q102 1024 107982 SH DEFINED 1 107982 0 0 STILLWATER MNG CO COM COM 86074Q102 52 5500 SH DEFINED 1 2 5500 0 0 STONE ENERGY CORP COM COM 861642106 2809 155624 SH DEFINED 1 155624 0 0 STONE ENERGY CORP COM COM 861642106 379 21000 SH DEFINED 1 2 21000 0 0 STONERIDGE INC COM COM 86183P102 225 24939 SH DEFINED 1 24939 0 0 STR HOLDINGS INC COM 78478V100 199 12648 SH DEFINED 1 12648 0 0 STRATASYS INC COM 862685104 1207 69867 SH DEFINED 1 69867 0 0 STRATEGIC HOTELS & RESORTS INC COM 86272T106 548 294880 SH DEFINED 1 294880 0 0 STRAYER ED INC COM COM 863236105 6565 30896 SH DEFINED 1 30896 0 0 STRYKER CORP COM COM 863667101 65386 1298116 SH DEFINED 1 1298116 0 0 STRYKER CORP COM COM 863667101 423 8400 SH DEFINED 1 2 8400 0 0 STUDENT LN CORP COM COM 863902102 377 8098 SH DEFINED 1 8098 0 0 STURM RUGER & CO INC COM COM 864159108 697 71897 SH DEFINED 1 71897 0 0 SUBURBANPROPANE PRTNRS -LP UNIT LTD PARTN 864482104 1403 29800 SH DEFINED 1 2 29800 0 0 SUCCESSFACTORS INC COM 864596101 2079 125417 SH DEFINED 1 125417 0 0 SUFFOLK BANCORP COM COM 864739107 1344 45267 SH DEFINED 1 45267 0 0 SULPHCO INC COM 865378103 57 85471 SH DEFINED 1 85471 0 0 SUN BANCORP INC COM COM 86663B102 127 33802 SH DEFINED 1 33802 0 0 SUN COMMUNITIES INC COM COM 866674104 1515 76711 SH DEFINED 1 76711 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 1012 110309 SH DEFINED 1 110309 0 0 SUN HYDRAULICS CORP COM COM 866942105 1149 43758 SH DEFINED 1 43758 0 0 SUN MICROSYSTEMS INC COM COM NEW 866810203 32549 3473779 SH DEFINED 1 3473779 0 0 SUNESIS PHARMACEUTICALS INC COM 867328502 72 67036 SH DEFINED 1 67036 0 0 SUNOCO INC COM COM 86764P109 13743 526554 SH DEFINED 1 526554 0 0 SUNPOWER CORP-CLASS A COM CL A 867652109 6420 271134 SH DEFINED 1 271134 0 0 SUNRISE ASSISTED LIVING INC CO COM 86768K106 360 111677 SH DEFINED 1 111677 0 0 SUNSTONE HOTEL INV INC -REDH COM 867892101 1795 202145 SH DEFINED 1 202145 0 0 SUNTECH POWER HLDG ADS -REDH ADR 86800C104 2172 130604 SH DEFINED 1 130604 0 0 SUNTRUST BKS INC COM COM 867914103 45989 2266588 SH DEFINED 1 2266588 0 0 SUPER MICRO COMPUTR INC COM 86800U104 720 64779 SH DEFINED 1 64779 0 0 SUPERCONDUCTOR TECHNOLOGIES CO COM NEW 867931305 29 12244 SH DEFINED 1 12244 0 0 SUPERGEN INC COM COM 868059106 164 62510 SH DEFINED 1 62510 0 0 SUPERIOR BANCORP COM COM NEW 86806M205 62 18761 SH DEFINED 1 18761 0 0 SUPERIOR ENERGY SVCS INC COM COM 868157108 3977 163741 SH DEFINED 1 163741 0 0 SUPERIOR INDS INTL INC COM COM 868168105 1182 77237 SH DEFINED 1 77237 0 0 SUPERIOR WELL SERVICES INC COM 86837X105 617 43237 SH DEFINED 1 43237 0 0 SUPERTEL HOSPITALITY INC COM 868526104 20 13197 SH DEFINED 1 13197 0 0 SUPERTEX INC COM COM 868532102 1221 40985 SH DEFINED 1 40985 0 0 SUPERVALU INC COM COM 868536103 12579 989673 SH DEFINED 1 989673 0 0 SUPERVALU INC COM COM 868536103 485 38190 SH DEFINED 1 2 38190 0 0 SUPPORT.COM INC COM 86858W101 188 71225 SH DEFINED 1 71225 0 0 SUREWEST COMMUNICATIONS COM 868733106 312 31334 SH DEFINED 1 31334 0 0 SURMODICS INC COM COM 868873100 1176 51908 SH DEFINED 1 51908 0 0 SUSQUEHANNA BANCSHARES INC COM COM 869099101 1106 187771 SH DEFINED 1 187771 0 0 SUSSER HOLDINGS CORP -REDH COM 869233106 220 25626 SH DEFINED 1 25626 0 0 SVB FINANCIAL GROUP COM 78486Q101 3830 91878 SH DEFINED 1 91878 0 0 SWIFT ENERGY CO COM COM 870738101 1858 77535 SH DEFINED 1 77535 0 0 SWITCH & DATA INC COM 871043105 1202 59454 SH DEFINED 1 59454 0 0 SWS GROUP INC COM COM 78503N107 928 76661 SH DEFINED 1 76661 0 0 SYBASE INC COM COM 871130100 7566 174323 SH DEFINED 1 174323 0 0 SYKES ENTERPRISES INC COM COM 871237103 2255 88545 SH DEFINED 1 88545 0 0 SYMANTEC CORP COM COM 871503108 69237 3870133 SH DEFINED 1 3870133 0 0 SYMANTEC CORP COM COM 871503108 1424 79600 SH DEFINED 1 2 79600 0 0 SYMMETRICOM INC COM COM 871543104 610 117369 SH DEFINED 1 117369 0 0 SYMMETRY MEDICAL INC COM 871546206 843 104639 SH DEFINED 1 104639 0 0 SYMYX TECHNOLOGIES COM COM 87155S108 402 73100 SH DEFINED 1 73100 0 0 SYNAPTICS INC COM COM 87157D109 2724 88889 SH DEFINED 1 88889 0 0 SYNCHRONOSS TECHNLGS COM 87157B103 1119 70749 SH DEFINED 1 70749 0 0 SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 3161 56182 SH DEFINED 1 56182 0 0 SYNIVERSE HOLDINGS INC COM 87163F106 2808 160623 SH DEFINED 1 160623 0 0 SYNNEX CORP COM COM 87162W100 4682 152708 SH DEFINED 1 152708 0 0 SYNNEX CORP COM COM 87162W100 126 4100 SH DEFINED 1 2 4100 0 0 SYNOPSYS INC COM COM 871607107 6835 306781 SH DEFINED 1 306781 0 0 SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 444 34398 SH DEFINED 1 34398 0 0 SYNOVUS FINL CORP COM COM 87161C105 2033 991848 SH DEFINED 1 991848 0 0 SYNTA PHARMA CORP-REDH COM 87162T206 147 29098 SH DEFINED 1 29098 0 0 SYNTEL INC COM COM 87162H103 1926 50632 SH DEFINED 1 50632 0 0 SYNTHESIS ENERGY SYSTEMS INC COM 871628103 27 29182 SH DEFINED 1 29182 0 0 SYNTROLEUM CORP COM COM 871630109 368 138189 SH DEFINED 1 138189 0 0 SYPRIS SOLUTIONS INC COM COM 871655106 37 13187 SH DEFINED 1 13187 0 0 SYSCO CORP COM COM 871829107 75291 2694730 SH DEFINED 1 2694730 0 0 SYSCO CORP COM COM 871829107 522 18700 SH DEFINED 1 2 18700 0 0 SYSTEMAX INC COM COM 871851101 410 26112 SH DEFINED 1 26112 0 0 SYSTEMAX INC COM COM 871851101 349 22200 SH DEFINED 1 2 22200 0 0 T G C INDUSTRIES INC COM NEW 872417308 60 15247 SH DEFINED 1 15247 0 0 T-3 ENERGY SRVCS INC COM COM 87306E107 941 36899 SH DEFINED 1 36899 0 0 T-3 ENERGY SRVCS INC COM COM 87306E107 472 18500 SH DEFINED 1 2 18500 0 0 TAKE-TWO INTERACTIVE SOFTWA CO COM 874054109 1775 176598 SH DEFINED 1 176598 0 0 TAL INTERNATIONAL GROUP INC COM 874083108 547 41372 SH DEFINED 1 41372 0 0 TALBOTS INC COM COM 874161102 404 45394 SH DEFINED 1 45394 0 0 TALECRIS BIOTHERAPEUTICS COM 874227101 2686 120600 SH DEFINED 1 120600 0 0 TALEO CORP-CLASS A CL A 87424N104 1782 75783 SH DEFINED 1 75783 0 0 TANGER FACTORY OUTLET CTRS COM COM 875465106 2963 76004 SH DEFINED 1 76004 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 159 6561 SH DEFINED 1 6561 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 250 10300 SH DEFINED 1 2 10300 0 0 TARGACEPT INC COM 87611R306 593 28331 SH DEFINED 1 28331 0 0 TARGET CORP COM COM 87612E106 201228 4160179 SH DEFINED 1 4160179 0 0 TASER INTL INC COM COM 87651B104 854 194996 SH DEFINED 1 194996 0 0 TAUBMAN CTRS INC COM COM 876664103 3898 108550 SH DEFINED 1 108550 0 0 TAYLOR CAPITAL GROUP INC COM 876851106 219 19215 SH DEFINED 1 19215 0 0 TBS INTERNATIONAL LTD-A COM CL A G86975151 498 67742 SH DEFINED 1 67742 0 0 TCF FINL CORP COM COM 872275102 3423 251355 SH DEFINED 1 251355 0 0 TD AMERITRADE HOLDING CORP COM 87236Y108 11155 575579 SH DEFINED 1 575579 0 0 TEAM INC COM 878155100 1056 56141 SH DEFINED 1 56141 0 0 TECH DATA CORP COM COM 878237106 10294 220616 SH DEFINED 1 220616 0 0 TECH DATA CORP COM COM 878237106 527 11300 SH DEFINED 1 2 11300 0 0 TECHNE CORP COM COM 878377100 5861 85482 SH DEFINED 1 85482 0 0 TECHNITROL INC COM COM 878555101 376 85896 SH DEFINED 1 85896 0 0 TECHNITROL INC COM COM 878555101 165 37700 SH DEFINED 1 2 37700 0 0 TECHTARGET INC -REDH COM 87874R100 69 12236 SH DEFINED 1 12236 0 0 TECHWELL INC COM 87874D101 600 45450 SH DEFINED 1 45450 0 0 TECO ENERGY INC COM COM 872375100 15559 959233 SH DEFINED 1 959233 0 0 TECUMSEH PRODS CO CL A CL A 878895200 632 54040 SH DEFINED 1 54040 0 0 TEEKAY SHIPPING MARSHALL IS CO COM Y8564W103 2317 99839 SH DEFINED 1 99839 0 0 TEJON RANCH CO DEL COM COM 879080109 952 32588 SH DEFINED 1 32588 0 0 TEKELEC COM COM 879101103 2760 180620 SH DEFINED 1 180620 0 0 TELECOMMUNICATION SYS INC CL A CL A 87929J103 1450 149805 SH DEFINED 1 149805 0 0 TELEDYNE TECHNOLOGIES INC COM COM 879360105 2988 77886 SH DEFINED 1 77886 0 0 TELEFLEX INC COM COM 879369106 4185 77658 SH DEFINED 1 77658 0 0 TELEFLEX INC COM COM 879369106 92 1700 SH DEFINED 1 2 1700 0 0 TELEPHONE & DATA SYS INC COM COM 879433100 7164 211193 SH DEFINED 1 211193 0 0 TELETECH HOLDINGS INC COM COM 879939106 1913 95499 SH DEFINED 1 95499 0 0 TELETECH HOLDINGS INC COM COM 879939106 855 42700 SH DEFINED 1 2 42700 0 0 TELIK INC COM COM 87959M109 47 61273 SH DEFINED 1 61273 0 0 TELLABS INC COM COM 879664100 9951 1752005 SH DEFINED 1 1752005 0 0 TELULAR CORP COM NEW COM NEW 87970T208 67 17979 SH DEFINED 1 17979 0 0 TELVENT GIT SA SHS E90215109 126 3232 SH DEFINED 1 3232 0 0 TELVENT GIT SA SHS E90215109 90 2300 SH DEFINED 1 2 2300 0 0 TEMPLE INLAND INC COM COM 879868107 4667 221098 SH DEFINED 1 221098 0 0 TEMPUR-PEDIC INTERNATIONAL COM 88023U101 6899 291970 SH DEFINED 1 291970 0 0 TENET HEALTHCARE CORP COM COM 88033G100 10609 1968190 SH DEFINED 1 1968190 0 0 TENNANT CO COM COM 880345103 1555 59387 SH DEFINED 1 59387 0 0 TENNANT CO COM COM 880345103 10 400 SH DEFINED 1 2 400 0 0 TENNECO AUTOMOTIVE INC COM COM 880349105 2421 136572 SH DEFINED 1 136572 0 0 TENNECO AUTOMOTIVE INC COM COM 880349105 110 6200 SH DEFINED 1 2 6200 0 0 TERADATA CORP-REDH COM 88076W103 24841 790361 SH DEFINED 1 790361 0 0 TERADYNE INC COM COM 880770102 8729 813517 SH DEFINED 1 813517 0 0 TERADYNE INC COM COM 880770102 766 71400 SH DEFINED 1 2 71400 0 0 TEREX CORP NEW COM COM 880779103 4423 223289 SH DEFINED 1 223289 0 0 TERRA INDS INC COM COM 880915103 7424 230622 SH DEFINED 1 230622 0 0 TERREMARK WORLDWIDE INC COM COM NEW 881448203 439 64215 SH DEFINED 1 64215 0 0 TERRESTAR CORP COM 881451108 98 104205 SH DEFINED 1 104205 0 0 TESCO CORP COM 88157K101 1188 91989 SH DEFINED 1 91989 0 0 TESORO CORP COM COM 881609101 8656 638815 SH DEFINED 1 638815 0 0 TESORO CORP COM COM 881609101 373 27500 SH DEFINED 1 2 27500 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 2822 121260 SH DEFINED 1 121260 0 0 TETRA TECH INC NEW COM COM 88162G103 4717 173600 SH DEFINED 1 173600 0 0 TETRA TECHNOLOGIES INC DEL COM COM 88162F105 1803 162690 SH DEFINED 1 162690 0 0 TEVA PHARM INDS -ADR ADR 881624209 4331 77098 SH DEFINED 1 77098 0 0 TEX 4 06/01/15 NOTE 4.000% 6/0 880779AV5 9384 6550000 PRN DEFINED 1 2 6550000 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1412 101135 SH DEFINED 1 101135 0 0 TEXAS INDS INC COM COM 882491103 1631 46607 SH DEFINED 1 46607 0 0 TEXAS INSTRS INC COM COM 882508104 188009 7214472 SH DEFINED 1 7214472 0 0 TEXAS INSTRS INC COM COM 882508104 1900 72900 SH DEFINED 1 2 72900 0 0 TEXAS ROADHOUSE INC-CLASS A COM 882681109 1993 177476 SH DEFINED 1 177476 0 0 TEXTAINER GROUP HLDNGS-REDH SHS G8766E109 353 20900 SH DEFINED 1 20900 0 0 TEXTRON INC COM COM 883203101 23122 1229231 SH DEFINED 1 1229231 0 0 TFS FINANCIAL CORP COM 87240R107 3070 252845 SH DEFINED 1 252845 0 0 THE BANCORP INC COM 05969A105 148 21504 SH DEFINED 1 21504 0 0 THERAGENICS CORP COM COM 883375107 62 46404 SH DEFINED 1 46404 0 0 THERAVANCE INC COM 88338T104 1786 136615 SH DEFINED 1 136615 0 0 THERMADYNE HOLDINGS CORP COM PAR $0.01 883435307 93 12828 SH DEFINED 1 12828 0 0 THERMO ELECTRON CORP COM COM 883556102 91467 1917959 SH DEFINED 1 1917959 0 0 THERMOGENESIS CORP COM NEW 883623209 69 120871 SH DEFINED 1 120871 0 0 THESTREET COM COM COM 88368Q103 73 30284 SH DEFINED 1 30284 0 0 THOMAS & BETTS CORP COM COM 884315102 9940 277727 SH DEFINED 1 277727 0 0 THOMAS & BETTS CORP COM COM 884315102 1120 31300 SH DEFINED 1 2 31300 0 0 THOMAS PROPERTIES GROUP COM 884453101 210 71076 SH DEFINED 1 71076 0 0 THOMAS WEISEL PARTNERS GROUP COM 884481102 237 62789 SH DEFINED 1 62789 0 0 THOR INDS INC COM COM 885160101 2605 82950 SH DEFINED 1 82950 0 0 THORATEC CORP COM NEW COM NEW 885175307 3493 129762 SH DEFINED 1 129762 0 0 THQ INC COM NEW COM NEW 872443403 1181 234249 SH DEFINED 1 234249 0 0 TIB FINL CORP COM COM 872449103 7 11056 SH DEFINED 1 11056 0 0 TIBCO SOFTWARE INC COM COM 88632Q103 3798 394366 SH DEFINED 1 394366 0 0 TICKETMASTER COM 88633P302 1383 113150 SH DEFINED 1 113150 0 0 TIDEWATER INC COM COM 886423102 4985 103958 SH DEFINED 1 103958 0 0 TIERONE CORP COM 88650R108 21 30586 SH DEFINED 1 30586 0 0 TIFFANY & CO NEW COM COM 886547108 24368 566697 SH DEFINED 1 566697 0 0 TIMBERLAND BANCORP INC COM COM 887098101 84 18880 SH DEFINED 1 18880 0 0 TIMBERLAND CO CL A CL A 887100105 2171 121079 SH DEFINED 1 121079 0 0 TIME WARNER CABLE INC COM 88732J207 66986 1618420 SH DEFINED 1 1618420 0 0 TIME WARNER CABLE INC COM 88732J207 1369 33071 SH DEFINED 1 2 33071 0 0 TIME WARNER INC COM COM NEW 887317303 191878 6584711 SH DEFINED 1 6584711 0 0 TIME WARNER INC COM COM NEW 887317303 1370 47000 SH DEFINED 1 2 47000 0 0 TIMKEN CO COM COM 887389104 3998 168616 SH DEFINED 1 168616 0 0 TITAN INTL INC ILL COM COM 88830M102 603 74307 SH DEFINED 1 74307 0 0 TITAN INTL INC ILL COM COM 88830M102 114 14000 SH DEFINED 1 2 14000 0 0 TITAN MACHINERY INC-REDH COM 88830R101 638 55324 SH DEFINED 1 55324 0 0 TITANIUM METALS CORP COM COM NEW 888339207 4908 392050 SH DEFINED 1 392050 0 0 TIVO INC COM COM 888706108 2441 239743 SH DEFINED 1 239743 0 0 TIX CORP COM 888733102 24 13667 SH DEFINED 1 13667 0 0 TJX COS INC NEW COM COM 872540109 70466 1927921 SH DEFINED 1 1927921 0 0 TJX COS INC NEW COM COM 872540109 479 13100 SH DEFINED 1 2 13100 0 0 TNS INC COM 872960109 1719 66901 SH DEFINED 1 66901 0 0 TOLL BROTHERS INC COM COM 889478103 5106 271441 SH DEFINED 1 271441 0 0 TOLLGRADE COMMUNICATIONS IN CO COM 889542106 119 19436 SH DEFINED 1 19436 0 0 TOMOTHERAPY INC -REDH COM 890088107 400 102463 SH DEFINED 1 102463 0 0 TOMPKINSTRUSTCO INC COM COM 890110109 881 21747 SH DEFINED 1 21747 0 0 TOOTSIE ROLL INDS INC COM COM 890516107 1178 43022 SH DEFINED 1 43022 0 0 TORCHMARK CORP COM COM 891027104 16332 371601 SH DEFINED 1 371601 0 0 TOREADOR RESOURCES CORP COM 891050106 309 31238 SH DEFINED 1 31238 0 0 TORO CO COM COM 891092108 3153 75403 SH DEFINED 1 75403 0 0 TOTAL SYS SVCS INC COM COM 891906109 15405 891984 SH DEFINED 1 891984 0 0 TOWER GROUP INC COM 891777104 2351 100410 SH DEFINED 1 100410 0 0 TOWERSTREAM CORP COM 892000100 28 14553 SH DEFINED 1 14553 0 0 TOWN SPORTS INTL HOLDINGS COM 89214A102 68 29083 SH DEFINED 1 29083 0 0 TOWNE BANK COM 89214P109 668 57207 SH DEFINED 1 57207 0 0 TRACTOR SUPPLY CO COM COM 892356106 4436 83769 SH DEFINED 1 83769 0 0 TRADESTATION GROUP INC COM COM 89267P105 816 103415 SH DEFINED 1 103415 0 0 TRANS WORLD ENTMT CORP COM COM 89336Q100 37 24399 SH DEFINED 1 24399 0 0 TRANSACT TECHNOLOGIES INC COM COM 892918103 72 10415 SH DEFINED 1 10415 0 0 TRANSATLANTIC HLDGS INC COM COM 893521104 8195 157264 SH DEFINED 1 157264 0 0 TRANSATLANTIC HLDGS INC COM COM 893521104 813 15600 SH DEFINED 1 2 15600 0 0 TRANSCEND SERVICES INC COM NEW 893929208 324 15191 SH DEFINED 1 15191 0 0 TRANSIDGM GROUP INC COM 893641100 3853 81143 SH DEFINED 1 81143 0 0 TRANSOCEAN LTD REG SHS H8817H100 6 71 SH DEFINED 1 71 0 0 TRANSOCEAN LTD REG SHS H8817H100 712 8600 SH DEFINED 1 2 8600 0 0 TRANSWITCH CORP COM COM NEW 894065309 55 26213 SH DEFINED 1 26213 0 0 TRAVELZOO INC COM 89421Q106 129 10491 SH DEFINED 1 10491 0 0 TREDEGAR CORP COM COM 894650100 1424 90028 SH DEFINED 1 90028 0 0 TREE.COM INC COM 894675107 106 11536 SH DEFINED 1 11536 0 0 TREEHOUSE FOODS INC COM 89469A104 3646 93834 SH DEFINED 1 93834 0 0 TREX INC COM COM 89531P105 655 33394 SH DEFINED 1 33394 0 0 TRI-CONTINENTAL CORP COM 895436103 225 19545 PRN DEFINED 1 2 19545 0 0 TRI-VALLEY CORP COM 895735108 69 35638 SH DEFINED 1 35638 0 0 TRICO BANCSHARES COM COM 896095106 612 36737 SH DEFINED 1 36737 0 0 TRICO MARINE SERVICES INC COM NEW 896106200 144 31628 SH DEFINED 1 31628 0 0 TRIDENT MICROSYSTEMS INC COM COM 895919108 296 159112 SH DEFINED 1 159112 0 0 TRIMAS CORP COM NEW 896215209 130 19271 SH DEFINED 1 19271 0 0 TRIMBLE NAVIGATION LTD COM COM 896239100 6623 262826 SH DEFINED 1 262826 0 0 TRIMERIS INC COM COM 896263100 88 33651 SH DEFINED 1 33651 0 0 TRINA SOLAR LTD -ADR SPON ADR 89628E104 1347 24964 SH DEFINED 1 24964 0 0 TRINITY INDS INC COM COM 896522109 2877 164981 SH DEFINED 1 164981 0 0 TRIPLE-S MANAGEMENT CP-REDH CL B 896749108 1150 65318 SH DEFINED 1 65318 0 0 TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 2095 349158 SH DEFINED 1 349158 0 0 TRIUMPH GROUP INC NEW COM COM 896818101 1657 34351 SH DEFINED 1 34351 0 0 TRUE RELIGION APPAREL INC COM 89784N104 1299 70274 SH DEFINED 1 70274 0 0 TRUEBLUE INC COM 89785X101 1401 94566 SH DEFINED 1 94566 0 0 TRUSTCO BK CORP N Y COM COM 898349105 1416 224791 SH DEFINED 1 224791 0 0 TRUSTMARK CORP COM COM 898402102 2839 125950 SH DEFINED 1 125950 0 0 TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 4750 198892 SH DEFINED 1 198892 0 0 TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 344 14400 SH DEFINED 1 2 14400 0 0 TTM TECHNOLOGIES INC COM COM 87305R109 1683 146005 SH DEFINED 1 146005 0 0 TTMI3 1/4 05/15/15 NOTE 3.250% 5/1 87305RAC3 4986 5000000 PRN DEFINED 1 2 5000000 0 0 TUESDAY MORNING CORP COM NEW COM NEW 899035505 135 52136 SH DEFINED 1 52136 0 0 TUPPERWARE BRANDS CORP COM COM 899896104 6799 145990 SH DEFINED 1 145990 0 0 TUTOR PERINI CORP COM COM 901109108 1164 64403 SH DEFINED 1 64403 0 0 TW TELECOM INC COM 87311L104 6046 352761 SH DEFINED 1 352761 0 0 TWIN DISC INC COM COM 901476101 234 22409 SH DEFINED 1 22409 0 0 TXT 4 1/2 05/01/13 NOTE 4.500% 5/0 883203BN0 8056 5000000 PRN DEFINED 1 2 5000000 0 0 TYCO ELECTRONICS LTD SHS H8912P106 4 167 SH DEFINED 1 167 0 0 TYCO ELECTRONICS LTD SHS H8912P106 1475 60100 SH DEFINED 1 2 60100 0 0 TYCO INTERNATIONAL LTD SHS H89128104 280 7848 SH DEFINED 1 7848 0 0 TYCO INTERNATIONAL LTD SHS H89128104 1006 28200 SH DEFINED 1 2 28200 0 0 TYLER TECHNOLOGIES INC COM COM 902252105 1759 88368 SH DEFINED 1 88368 0 0 TYSON FOODS INC CL A CL A 902494103 17278 1408174 SH DEFINED 1 1408174 0 0 U S CONCRETE INC COM COM 90333L102 73 80051 SH DEFINED 1 80051 0 0 U S ENERGY CORP - WYOMING COM 911805109 129 21686 SH DEFINED 1 21686 0 0 U S G CORP COM NEW COM NEW 903293405 2069 147228 SH DEFINED 1 147228 0 0 U S GEOTHERMAL INC COM 90338S102 107 69824 SH DEFINED 1 69824 0 0 U S PHYSICAL THERAPY INC COM COM 90337L108 631 37289 SH DEFINED 1 37289 0 0 U-STORE-IT TRUST COM 91274F104 931 127213 SH DEFINED 1 127213 0 0 U.S. GLOBAL INVESTORS INC-A CL A 902952100 354 28751 SH DEFINED 1 28751 0 0 UAL CORP COM NEW 902549807 4682 362626 SH DEFINED 1 362626 0 0 UAUA 6 10/15/29 NOTE 6.000%10/1 902549AJ3 14419 8750000 PRN DEFINED 1 2 8750000 0 0 UBS AG COM H89231338 40541 2605931 SH DEFINED 1 2605931 0 0 UDR INC COM 902653104 5233 318309 SH DEFINED 1 318309 0 0 UGI CORP NEW COM COM 902681105 5467 225984 SH DEFINED 1 225984 0 0 UGI CORP NEW COM COM 902681105 1892 78200 SH DEFINED 1 2 78200 0 0 UIL HLDG CORP COM COM 902748102 2704 96286 SH DEFINED 1 96286 0 0 ULTA SALON COSMETICS & FRAGR COM 90384S303 1389 76462 SH DEFINED 1 76462 0 0 ULTIMATE SOFTWARE GROUP INC CO COM 90385D107 1689 57495 SH DEFINED 1 57495 0 0 ULTRA CLEAN HOLDINGS COM 90385V107 266 37996 SH DEFINED 1 37996 0 0 ULTRA PETE CORP COM COM 903914109 16253 325975 SH DEFINED 1 325975 0 0 ULTRALIFE CORP COM 903899102 178 41291 SH DEFINED 1 41291 0 0 ULTRATECH STEPPER INC COM COM 904034105 1242 83586 SH DEFINED 1 83586 0 0 UMB FINL CORP COM COM 902788108 2962 75270 SH DEFINED 1 75270 0 0 UMPQUA HLDGS CORP COM COM 904214103 2584 192666 SH DEFINED 1 192666 0 0 UNDER ARMOUR INC-CLASS A CL A 904311107 2218 81334 SH DEFINED 1 81334 0 0 UNIFI INC COM COM 904677101 542 139601 SH DEFINED 1 139601 0 0 UNIFIRST CORP MASS COM COM 904708104 1192 24785 SH DEFINED 1 24785 0 0 UNION BANKSHARES CORP COM COM 905399101 446 36028 SH DEFINED 1 36028 0 0 UNION DRILLING INC COM 90653P105 168 26875 SH DEFINED 1 26875 0 0 UNION PAC CORP COM COM 907818108 146382 2290802 SH DEFINED 1 2290802 0 0 UNISOURCE ENERGY CORP COM COM 909205106 2685 83423 SH DEFINED 1 83423 0 0 UNISYS CORP COM COM NEW 909214306 2737 70972 SH DEFINED 1 70972 0 0 UNIT CORP COM COM 909218109 4209 99038 SH DEFINED 1 99038 0 0 UNITED AMERICA INDEMNITY LTD CL A 90933T109 884 111616 SH DEFINED 1 111616 0 0 UNITED BANKSHARES INC WEST COM COM 909907107 2015 100900 SH DEFINED 1 100900 0 0 UNITED CMNTY BKS BLAIRSVLE CAP CAP STK 90984P105 811 239293 SH DEFINED 1 239293 0 0 UNITED CMNTY FINL CORP OHIO CO COM 909839102 64 44334 SH DEFINED 1 44334 0 0 UNITED FINANCIAL BANCORP INC COM 91030T109 449 34283 SH DEFINED 1 34283 0 0 UNITED FIRE & CAS CO COM COM 910331107 1137 62344 SH DEFINED 1 62344 0 0 UNITED NAT FOODS INC COM COM 911163103 2374 88765 SH DEFINED 1 88765 0 0 UNITED ONLINE INC COM COM 911268100 1578 219509 SH DEFINED 1 219509 0 0 UNITED ONLINE INC COM COM 911268100 91 12700 SH DEFINED 1 2 12700 0 0 UNITED PARCEL SERVICE INC CL B CL B 911312106 305543 5325824 SH DEFINED 1 5325824 0 0 UNITED PARCEL SERVICE INC CL B CL B 911312106 310 5400 SH DEFINED 1 2 5400 0 0 UNITED RENTALS INC COM COM 911363109 1342 136803 SH DEFINED 1 136803 0 0 UNITED RENTALS INC COM COM 911363109 475 48400 SH DEFINED 1 2 48400 0 0 UNITED STATES CELLULAR CORP CO COM 911684108 1098 25895 SH DEFINED 1 25895 0 0 UNITED STATES STL CORP NEW COM COM 912909108 35909 651462 SH DEFINED 1 651462 0 0 UNITED STATIONERS INC COM COM 913004107 2744 48272 SH DEFINED 1 48272 0 0 UNITED TECHNOLOGIES CORP COM COM 913017109 362961 5229225 SH DEFINED 1 5229225 0 0 UNITED THERAPEUTICS CORP DE CO COM 91307C102 5808 110320 SH DEFINED 1 110320 0 0 UNITEDHEALTH GROUP INC COM COM 91324P102 198627 6516619 SH DEFINED 1 6516619 0 0 UNITEDHEALTH GROUP INC COM COM 91324P102 396 13000 SH DEFINED 1 2 13000 0 0 UNITIL CORP COM COM 913259107 499 21725 SH DEFINED 1 21725 0 0 UNITRIN INC COM COM 913275103 2426 110033 SH DEFINED 1 110033 0 0 UNITRIN INC COM COM 913275103 703 31900 SH DEFINED 1 2 31900 0 0 UNIVERSAL AMERN FINL CORP COM COM 913377107 1101 94100 SH DEFINED 1 94100 0 0 UNIVERSAL CORP VA COM COM 913456109 2756 60432 SH DEFINED 1 60432 0 0 UNIVERSAL CORP VA COM COM 913456109 515 11300 SH DEFINED 1 2 11300 0 0 UNIVERSAL DISPLAY CORP COM COM 91347P105 994 80395 SH DEFINED 1 80395 0 0 UNIVERSAL ELECTRS INC COM COM 913483103 1322 56923 SH DEFINED 1 56923 0 0 UNIVERSAL FST PRODS INC COM COM 913543104 1793 48710 SH DEFINED 1 48710 0 0 UNIVERSAL HEALTH RLTY INCM SH SH BEN INT 91359E105 1123 35050 SH DEFINED 1 35050 0 0 UNIVERSAL HLTH SVCS INC CL B CL B 913903100 5982 196116 SH DEFINED 1 196116 0 0 UNIVERSAL INSURANCE HLDGS COM 91359V107 88 15000 SH DEFINED 1 15000 0 0 UNIVERSAL STAINLESS & ALLOY COM 913837100 278 14729 SH DEFINED 1 14729 0 0 UNIVERSAL TECHNICAL INSTITUT COM 913915104 1371 67862 SH DEFINED 1 67862 0 0 UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 203 11232 SH DEFINED 1 11232 0 0 UNIVEST CORP OF PENNSYLVANIA COM 915271100 536 30554 SH DEFINED 1 30554 0 0 UNUMPROVIDENT CORP COM COM 91529Y106 30009 1537344 SH DEFINED 1 1537344 0 0 UQM TECHNOLOGIES INC COM COM 903213106 259 37852 SH DEFINED 1 37852 0 0 URANIUM ENERGY CORP COM 916896103 181 47985 SH DEFINED 1 47985 0 0 URANIUM RESOURCES INC COM PAR $0.001 916901507 70 91123 SH DEFINED 1 91123 0 0 URBAN OUTFITTERS INC COM COM 917047102 10437 298272 SH DEFINED 1 298272 0 0 URI 4 11/15/15 NOTE 4.000%11/1 911363AL3 562 500000 PRN DEFINED 1 2 500000 0 0 URS CORP NEW COM COM 903236107 7920 177901 SH DEFINED 1 177901 0 0 URSTADT BIDDLE PPTYS INS CL A CL A 917286205 1126 73753 SH DEFINED 1 73753 0 0 US AIRWAYS GROUP INC COM 90341W108 1952 403291 SH DEFINED 1 403291 0 0 US AUTO PARTS NTWRK INC-REDH COM 90343C100 161 30943 SH DEFINED 1 30943 0 0 US BANCORP DEL COM NEW COM NEW 902973304 241233 10716711 SH DEFINED 1 10716711 0 0 US BANCORP DEL COM NEW COM NEW 902973304 754 33500 SH DEFINED 1 2 33500 0 0 US GOLD CORP COM PAR $0.10 912023207 364 146946 SH DEFINED 1 146946 0 0 USA MOBILITY INC COM 90341G103 998 90616 SH DEFINED 1 90616 0 0 USA MOBILITY INC COM 90341G103 1468 133300 SH DEFINED 1 2 133300 0 0 USA TRUCK INC COM COM 902925106 139 11064 SH DEFINED 1 11064 0 0 USANA HEALTH SCIENCES INC COM 90328M107 679 21276 SH DEFINED 1 21276 0 0 USEC INC COM COM 90333E108 1118 290360 SH DEFINED 1 290360 0 0 UTEK CORP COM COM 91759P106 44 10333 SH DEFINED 1 10333 0 0 UTI WORLDWIDE INC ORD G87210103 3185 222442 SH DEFINED 1 222442 0 0 UTSTARCOM INC COM COM 918076100 648 295690 SH DEFINED 1 295690 0 0 V F CORP COM COM 918204108 29317 400288 SH DEFINED 1 400288 0 0 VAALCO ENERGY INC COM NEW 91851C201 970 213273 SH DEFINED 1 213273 0 0 VAALCO ENERGY INC COM NEW 91851C201 20 4400 SH DEFINED 1 2 4400 0 0 VAIL RESORTS INC COM COM 91879Q109 2830 74873 SH DEFINED 1 74873 0 0 VALASSIS COMMUNICATIONS INC CO COM 918866104 2650 145104 SH DEFINED 1 145104 0 0 VALEANT PHARMACEUTICALS INC COM 91911X104 5302 166776 SH DEFINED 1 166776 0 0 VALENCE TECHNOLOGY INC COM COM 918914102 85 93936 SH DEFINED 1 93936 0 0 VALERO ENERGY CORP NEW COM COM 91913Y100 42918 2562278 SH DEFINED 1 2562278 0 0 VALHI INC NEW COM COM 918905100 182 12997 SH DEFINED 1 12997 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 5311 197136 SH DEFINED 1 197136 0 0 VALLEY NATL BANCORP COM COM 919794107 4716 333740 SH DEFINED 1 333740 0 0 VALMONT INDS INC COM COM 920253101 3795 48379 SH DEFINED 1 48379 0 0 VALSPAR CORP COM COM 920355104 5728 211064 SH DEFINED 1 211064 0 0 VALUECLICK INC COM COM 92046N102 2282 225488 SH DEFINED 1 225488 0 0 VALUECLICK INC COM COM 92046N102 910 89900 SH DEFINED 1 2 89900 0 0 VALUEVISION MEDIA INC CL A 92047K107 312 64959 SH DEFINED 1 64959 0 0 VANDA PHARMACTCLS INC COM 921659108 735 65409 SH DEFINED 1 65409 0 0 VARIAN INC COM COM 922206107 3484 67592 SH DEFINED 1 67592 0 0 VARIAN MED SYS INC COM COM 92220P105 26268 560679 SH DEFINED 1 560679 0 0 VARIAN SEMICONDUCTOR EQUIPM CO COM 922207105 5497 153211 SH DEFINED 1 153211 0 0 VASCO DATA SECURITY INTL COM 92230Y104 814 129877 SH DEFINED 1 129877 0 0 VASCULAR SOLUTIONS INC COM 92231M109 199 23706 SH DEFINED 1 23706 0 0 VCA ANTECH INC COM COM 918194101 4605 184778 SH DEFINED 1 184778 0 0 VCG HOLDING CORP COM 91821K101 39 18692 SH DEFINED 1 18692 0 0 VECTOR GROUP CV VAR/6.75% 11/1 FRNT 11/1 92240MAS7 9754 9095000 PRN DEFINED 1 2 9095000 0 0 VECTOR GROUP LTD COM COM 92240M108 1110 79284 SH DEFINED 1 79284 0 0 VECTREN CORP COM COM 92240G101 4158 168460 SH DEFINED 1 168460 0 0 VEECO INSTRS INC DEL COM COM 922417100 3308 100112 SH DEFINED 1 100112 0 0 VENOCO INC COM 92275P307 641 49143 SH DEFINED 1 49143 0 0 VENTAS INC COM COM 92276F100 31075 710442 SH DEFINED 1 710442 0 0 VERENIUM CORP COM NEW 92340P209 103 22841 SH DEFINED 1 22841 0 0 VERIFONE HOLDINGS INC COM 92342Y109 3057 186659 SH DEFINED 1 186659 0 0 VERIFONE HOLDINGS INC COM 92342Y109 67 4100 SH DEFINED 1 2 4100 0 0 VERISIGN INC COM COM 92343E102 21611 891559 SH DEFINED 1 891559 0 0 VERISK ANALYTICS INC-CL A CL A 92345Y106 5822 192278 SH DEFINED 1 192278 0 0 VERIZON COMMUNICATIONS COM COM 92343V104 525999 15876829 SH DEFINED 1 15876829 0 0 VERIZON COMMUNICATIONS COM COM 92343V104 2084 62900 SH DEFINED 1 2 62900 0 0 VERSO PAPER CORP-REDH COM 92531L108 26 10000 SH DEFINED 1 10000 0 0 VERTEX PHARMACEUTICALS INC COM COM 92532F100 18082 421986 SH DEFINED 1 421986 0 0 VIACOM INC CL B CL B 92553P201 86776 2918786 SH DEFINED 1 2918786 0 0 VIAD CORP COM COM NEW 92552R406 1030 49950 SH DEFINED 1 49950 0 0 VIASAT INC COM COM 92552V100 2169 68266 SH DEFINED 1 68266 0 0 VICAL INC COM COM 925602104 224 68235 SH DEFINED 1 68235 0 0 VICON INDUSTRIES INC COM 925811101 98 18575 SH DEFINED 1 18575 0 0 VICOR CORP COM COM 925815102 319 34255 SH DEFINED 1 34255 0 0 VIEWPOINT FINANCIAL GROUP COM 926727108 487 33787 SH DEFINED 1 33787 0 0 VILLAGE SUPER MARKET INC CL A NEW 927107409 355 13003 SH DEFINED 1 13003 0 0 VIRAGE LOGIC CORP COM COM 92763R104 75 13651 SH DEFINED 1 13651 0 0 VIRGIN MEDIA INC COM COM 92769L101 10982 652548 SH DEFINED 1 652548 0 0 VIRGINIA COMMERCE BANCORP COM 92778Q109 230 61784 SH DEFINED 1 61784 0 0 VIRNETX HOLDING CORP COM 92823T108 108 36503 SH DEFINED 1 36503 0 0 VIROPHARMA INC COM COM 928241108 1466 174699 SH DEFINED 1 174699 0 0 VIRTUAL RADIOLOGC CORP -REDH COM 92826B104 581 45528 SH DEFINED 1 45528 0 0 VIRTUS INVESTMENT PARTNERS COM 92828Q109 179 11239 SH DEFINED 1 11239 0 0 VIRTUSA CORP COM 92827P102 208 22940 SH DEFINED 1 22940 0 0 VISA INC COM CL A 92826C839 179998 2058058 SH DEFINED 1 2058058 0 0 VISHAY INTERTECHNOLOGY INC COM COM 928298108 4350 520940 SH DEFINED 1 520940 0 0 VISHAY INTERTECHNOLOGY INC COM COM 928298108 340 40700 SH DEFINED 1 2 40700 0 0 VISTA GOLD CORP COM NEW 927926303 81 32930 SH DEFINED 1 32930 0 0 VISTAPRINT LTD SHS N93540107 251 4426 SH DEFINED 1 4426 0 0 VITACOST.COM INC COM 92847A200 333 31915 SH DEFINED 1 31915 0 0 VITAL IMAGES INC COM 92846N104 484 38151 SH DEFINED 1 38151 0 0 VITAMIN SHOPPE INC. COM 92849E101 435 19571 SH DEFINED 1 19571 0 0 VIVUS INC COM COM 928551100 1830 199119 SH DEFINED 1 199119 0 0 VMWARE INC-CLASS A CL A COM 928563402 3343 78870 SH DEFINED 1 78870 0 0 VOCUS INC -REDH COM 92858J108 1126 62532 SH DEFINED 1 62532 0 0 VODAFONE GROUP PLC NEW SPONSOR SPONS ADR NEW 92857W209 1570 67994 SH DEFINED 1 67994 0 0 VOLCANO CORP -REDH COM 928645100 1901 109359 SH DEFINED 1 109359 0 0 VOLCOM INC COM 92864N101 821 49072 SH DEFINED 1 49072 0 0 VOLT INFORMATION SCIENCES I CO COM 928703107 211 21057 SH DEFINED 1 21057 0 0 VOLTERRA SEMICONDUCTOR CORP CO COM 928708106 1661 86857 SH DEFINED 1 86857 0 0 VONAGE HOLDINGS CORP COM 92886T201 346 246814 SH DEFINED 1 246814 0 0 VORNADO RLTY TR SH BEN INT SH BEN INT 929042109 50950 728478 SH DEFINED 1 728478 0 0 VORNADO RLTY TR SH BEN INT SH BEN INT 929042109 1252 17900 SH DEFINED 1 2 17900 0 0 VSE CORP COM 918284100 442 9795 SH DEFINED 1 9795 0 0 VULCAN MATLS CO COM COM 929160109 29395 558091 SH DEFINED 1 558091 0 0 W&T OFFSHORE COM 92922P106 1127 96324 SH DEFINED 1 96324 0 0 WABASH NATL CORP COM COM 929566107 108 57148 SH DEFINED 1 57148 0 0 WABCO HOLDINGS INC COM 92927K102 3840 148893 SH DEFINED 1 148893 0 0 WABTEC CORP COM COM 929740108 4161 101882 SH DEFINED 1 101882 0 0 WADDELL & REED FINL INC CL A CL A 930059100 5427 177715 SH DEFINED 1 177715 0 0 WAL MART STORES INC COM COM 931142103 643250 12034604 SH DEFINED 1 12034604 0 0 WAL MART STORES INC COM COM 931142103 1785 33400 SH DEFINED 1 2 33400 0 0 WALGREEN CO COM COM 931422109 203959 5554448 SH DEFINED 1 5554448 0 0 WALGREEN CO COM COM 931422109 881 24000 SH DEFINED 1 2 24000 0 0 WALTER INDS INC COM COM 93317Q105 12778 169675 SH DEFINED 1 169675 0 0 WALTER INVESTMENT MANAGEMENT COM 93317W102 554 38656 SH DEFINED 1 38656 0 0 WARNACO GROUP INC/THE COM NEW 934390402 4343 102929 SH DEFINED 1 102929 0 0 WARNER CHILCOTT PLC SHS A G94368100 6102 214334 SH DEFINED 1 214334 0 0 WARNER MUSIC GROUP CORP COM 934550104 539 95309 SH DEFINED 1 95309 0 0 WARREN RESOURCES INC COM 93564A100 381 155493 SH DEFINED 1 155493 0 0 WASHINGTON BANKING CO COM 937303105 215 17978 SH DEFINED 1 17978 0 0 WASHINGTON FED INC COM COM 938824109 5027 259925 SH DEFINED 1 259925 0 0 WASHINGTON POST CO CL B CL B 939640108 12073 27464 SH DEFINED 1 27464 0 0 WASHINGTON REAL ESTATE INVT SH SH BEN INT 939653101 3371 122372 SH DEFINED 1 122372 0 0 WASHINGTON TR BANCORP COM COM 940610108 769 49384 SH DEFINED 1 49384 0 0 WASTE CONNECTIONS INC COM COM 941053100 5534 166000 SH DEFINED 1 166000 0 0 WASTE MGMT INC DEL COM COM 94106L109 75281 2226581 SH DEFINED 1 2226581 0 0 WASTE SERVICES INC COM COM NEW 941075202 322 35396 SH DEFINED 1 35396 0 0 WATERS CORP COM COM 941848103 28460 459332 SH DEFINED 1 459332 0 0 WATERSTONE FINANCIAL INC COM 941888109 24 11524 SH DEFINED 1 11524 0 0 WATSCO INC COM COM 942622200 2933 59875 SH DEFINED 1 59875 0 0 WATSON PHARMACEUTICALS INC COM COM 942683103 21348 538947 SH DEFINED 1 538947 0 0 WATSON PHARMACEUTICALS INC COM COM 942683103 16 400 SH DEFINED 1 2 400 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 2621 84767 SH DEFINED 1 84767 0 0 WAUSAU PAPER CORP COM COM 943315101 1387 119529 SH DEFINED 1 119529 0 0 WAVE SYSTEMS CORP CL A COM NEW 943526301 27 18904 SH DEFINED 1 18904 0 0 WCA WASTE CORP COM COM 92926K103 74 17118 SH DEFINED 1 17118 0 0 WD-40 CO COM COM 929236107 1527 47188 SH DEFINED 1 47188 0 0 WEB.COM GROUP INC COM 94733A104 394 60318 SH DEFINED 1 60318 0 0 WEBMD HEALTH CORP COM 94770V102 4748 123346 SH DEFINED 1 123346 0 0 WEBMEDIABRANDS INC. COM 94770W100 33 36294 SH DEFINED 1 36294 0 0 WEBSENSE INC COM COM 947684106 1677 96026 SH DEFINED 1 96026 0 0 WEBSTER FINL CORP CONN COM COM 947890109 2041 171974 SH DEFINED 1 171974 0 0 WEIGHT WATCHERS INTL INC NE CO COM 948626106 2190 75094 SH DEFINED 1 75094 0 0 WEINGARTEN RLTY INVS SH BEN IN SH BEN INT 948741103 5030 254156 SH DEFINED 1 254156 0 0 WEIS MKTS INC COM COM 948849104 754 20749 SH DEFINED 1 20749 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 3362 91458 SH DEFINED 1 91458 0 0 WELLPOINT INC COM COM 94973V107 127031 2179289 SH DEFINED 1 2179289 0 0 WELLPOINT INC COM COM 94973V107 1935 33200 SH DEFINED 1 2 33200 0 0 WELLS FARGO & CO NEW COM COM 949746101 771021 28566917 SH DEFINED 1 28566917 0 0 WELLS FARGO & CO NEW COM COM 949746101 1903 70500 SH DEFINED 1 2 70500 0 0 WENDYS INTL INC COM COM 950587105 3746 798754 SH DEFINED 1 798754 0 0 WERNER ENTERPRISES INC COM COM 950755108 2677 135256 SH DEFINED 1 135256 0 0 WESBANCO INC COM COM 950810101 1158 93813 SH DEFINED 1 93813 0 0 WESCO FINL CORP COM COM 950817106 1016 2962 SH DEFINED 1 2962 0 0 WESCO INTL INC COM COM 95082P105 2345 86809 SH DEFINED 1 86809 0 0 WESCO INTL INC COM COM 95082P105 354 13100 SH DEFINED 1 2 13100 0 0 WEST BANCORPORATION CAP STK 95123P106 78 15829 SH DEFINED 1 15829 0 0 WEST COAST BANCORP ORE NEW COM COM 952145100 71 33800 SH DEFINED 1 33800 0 0 WEST MARINE INC COM COM 954235107 195 24217 SH DEFINED 1 24217 0 0 WEST PHARMACEUTICAL SVSC IN CO COM 955306105 2685 68488 SH DEFINED 1 68488 0 0 WESTAMERICA BANCORPORATION COM COM 957090103 4082 73717 SH DEFINED 1 73717 0 0 WESTAR ENERGY, INC COM 95709T100 4709 216795 SH DEFINED 1 216795 0 0 WESTELL TECHNOLOGIES INC CL A CL A 957541105 128 106333 SH DEFINED 1 106333 0 0 WESTERN ALLIANCE BANCORP COM 957638109 644 170371 SH DEFINED 1 170371 0 0 WESTERN DIGITAL CORP COM COM 958102105 46618 1055899 SH DEFINED 1 1055899 0 0 WESTERN REFINING INC COM 959319104 580 123098 SH DEFINED 1 123098 0 0 WESTERN UNION CO COM 959802109 63384 3362536 SH DEFINED 1 3362536 0 0 WESTERN UNION CO COM 959802109 483 25600 SH DEFINED 1 2 25600 0 0 WESTFIELD FINANCIAL INC COM COM 96008P104 868 105244 SH DEFINED 1 105244 0 0 WESTLAKE CHEMICAL CORP COM COM 960413102 1237 49606 SH DEFINED 1 49606 0 0 WESTMORELAND COAL CO COM 960878106 169 18922 SH DEFINED 1 18922 0 0 WESTWOOD HLDGS GROUP INC COM COM 961765104 516 14201 SH DEFINED 1 14201 0 0 WET SEAL INC CL A CL A 961840105 713 206542 SH DEFINED 1 206542 0 0 WEYCO GROUP INC COM 962149100 342 14469 SH DEFINED 1 14469 0 0 WEYERHAEUSER CO COM COM 962166104 49999 1158995 SH DEFINED 1 1158995 0 0 WEYERHAEUSER CO COM COM 962166104 15 354 SH DEFINED 1 2 354 0 0 WGL HLDGS INC COM COM 92924F106 3768 112354 SH DEFINED 1 112354 0 0 WHIRLPOOL CORP COM COM 963320106 27116 336180 SH DEFINED 1 336180 0 0 WHIRLPOOL CORP COM COM 963320106 2097 26000 SH DEFINED 1 2 26000 0 0 WHITE ELECTR DESIGNS CORP COM COM 963801105 60 12900 SH DEFINED 1 12900 0 0 WHITE MTNS INS GROUP LTD COM COM G9618E107 5640 16955 SH DEFINED 1 16955 0 0 WHITING PETROLEUM CORP COM 966387102 7572 105975 SH DEFINED 1 105975 0 0 WHITNEY HLDG CORP COM COM 966612103 1914 210067 SH DEFINED 1 210067 0 0 WHOLE FOODS MKT INC COM COM 966837106 17916 652674 SH DEFINED 1 652674 0 0 WILEY JOHN & SONS INC CL A CL A 968223206 7933 189413 SH DEFINED 1 189413 0 0 WILLBROS GROUP INC COM COM 969203108 379 22472 SH DEFINED 1 22472 0 0 WILLBROS GROUP INC COM COM 969203108 245 14500 SH DEFINED 1 2 14500 0 0 WILLIAMS CLAYTON ENERGY INC CO COM 969490101 901 25714 SH DEFINED 1 25714 0 0 WILLIAMS COS INC DEL COM COM 969457100 67044 3180465 SH DEFINED 1 3180465 0 0 WILLIAMS SONOMA INC COM COM 969904101 4061 195419 SH DEFINED 1 195419 0 0 WILMINGTON TRUST CORP COM COM 971807102 1809 146632 SH DEFINED 1 146632 0 0 WILSHIRE BANCORP INC COM 97186T108 784 95777 SH DEFINED 1 95777 0 0 WINDSTREAM CORP COM COM 97381W104 22770 2071900 SH DEFINED 1 2071900 0 0 WINN DIXIE STORES INC COM NEW 974280307 1303 129825 SH DEFINED 1 129825 0 0 WINNEBAGO INDS INC COM COM 974637100 801 65686 SH DEFINED 1 65686 0 0 WINTHROP REALTY TRUST SH BEN INT NEW 976391300 354 32555 SH DEFINED 1 32555 0 0 WINTRUST FINANCIAL CORP COM COM 97650W108 2466 80078 SH DEFINED 1 80078 0 0 WISCONSIN ENERGY CORP COM COM 976657106 26260 526999 SH DEFINED 1 526999 0 0 WLL 6 1/4 PERP PFD CONV 966387201 1797 10000 PRN DEFINED 1 2 10000 0 0 WMS INDS INC COM COM 929297109 5607 140176 SH DEFINED 1 140176 0 0 WOLVERINE WORLD WIDE INC COM COM 978097103 2930 107626 SH DEFINED 1 107626 0 0 WOODWARD GOVERNOR CO COM COM 980745103 3297 127953 SH DEFINED 1 127953 0 0 WORLD ACCEP CORP DEL COM COM 981419104 2966 82786 SH DEFINED 1 82786 0 0 WORLD FUEL SVCS CORP COM COM 981475106 9077 338813 SH DEFINED 1 338813 0 0 WORLD WRESTLING ENTMT CL A 98156Q108 1534 100088 SH DEFINED 1 100088 0 0 WORTHINGTON INDS INC COM COM 981811102 2279 174336 SH DEFINED 1 174336 0 0 WORTHINGTON INDS INC COM COM 981811102 34 2600 SH DEFINED 1 2 2600 0 0 WRIGHT EXPRESS CORP COM 98233Q105 6209 194884 SH DEFINED 1 194884 0 0 WRIGHT MED GROUP INC COM COM 98235T107 1730 91270 SH DEFINED 1 91270 0 0 WSFS FINL CORP COM COM 929328102 449 17523 SH DEFINED 1 17523 0 0 WYN 3 1/2 05/01/12 NOTE 3.500% 5/0 98310WAC2 7159 4250000 PRN DEFINED 1 2 4250000 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 16511 818582 SH DEFINED 1 818582 0 0 WYNN RESORTS LTD COM 983134107 19269 330905 SH DEFINED 1 330905 0 0 WYNN RESORTS LTD COM 983134107 1200 20600 SH DEFINED 1 2 20600 0 0 X 4 05/15/14 NOTE 4.000% 5/1 912909AE8 15906 8500000 PRN DEFINED 1 2 8500000 0 0 X-RITE INC COM COM 983857103 160 73593 SH DEFINED 1 73593 0 0 XCEL ENERGY INC COM COM 98389B100 43745 2061508 SH DEFINED 1 2061508 0 0 XENOPORT INC COM 98411C100 1355 72988 SH DEFINED 1 72988 0 0 XERIUM TECHNOLOGIES INC COM 98416J100 16 21467 SH DEFINED 1 21467 0 0 XEROX CORP COM COM 984121103 40552 4793357 SH DEFINED 1 4793357 0 0 XEROX CORP COM COM 984121103 2078 245600 SH DEFINED 1 2 245600 0 0 XILINX INC COM COM 983919101 33216 1325465 SH DEFINED 1 1325465 0 0 XILINX INC COM COM 983919101 534 21300 SH DEFINED 1 2 21300 0 0 XL CAP LTD CL A CL A G98255105 28394 1549047 SH DEFINED 1 1549047 0 0 XL CAP LTD CL A CL A G98255105 601 32800 SH DEFINED 1 2 32800 0 0 XOMA LTD ORD ORD G9825R107 297 425566 SH DEFINED 1 425566 0 0 XTO ENERGY CORP COM COM 98385X106 125646 2700312 SH DEFINED 1 2700312 0 0 YADKIN VALLEY FINANCIAL CORP COM 984314104 47 12797 SH DEFINED 1 12797 0 0 YAHOO INC COM COM 984332106 94558 5635175 SH DEFINED 1 5635175 0 0 YINGLI GREEN ENERGY HLDG-ADR ADR 98584B103 1595 100867 SH DEFINED 1 100867 0 0 YORK WATER CO COM 987184108 202 13893 SH DEFINED 1 13893 0 0 YOUBET COM INC COM COM 987413101 104 36176 SH DEFINED 1 36176 0 0 YOUNG INNOVATIONS INC COM 987520103 609 24570 SH DEFINED 1 24570 0 0 YRC WORLDWIDE INC COM 984249102 136 162111 SH DEFINED 1 162111 0 0 YUM! BRANDS INC COM 988498101 73864 2112218 SH DEFINED 1 2112218 0 0 YUM! BRANDS INC COM 988498101 346 9900 SH DEFINED 1 2 9900 0 0 ZALE CORP NEW COM COM 988858106 203 74489 SH DEFINED 1 74489 0 0 ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 3690 130127 SH DEFINED 1 130127 0 0 ZENITH NATL INS CORP COM COM 989390109 2474 83131 SH DEFINED 1 83131 0 0 ZEP INC COM 98944B108 977 56404 SH DEFINED 1 56404 0 0 ZHONE TECHNOLOGIES INC COM 98950P108 36 87146 SH DEFINED 1 87146 0 0 ZILOG INC COM PAR $0.01 989524301 48 13696 SH DEFINED 1 13696 0 0 ZIMMER HLDGS INC COM COM 98956P102 57222 968059 SH DEFINED 1 968059 0 0 ZION OIL & GAS INC COM 989696109 282 39423 SH DEFINED 1 39423 0 0 ZIONS BANCORPORATION COM COM 989701107 8162 636164 SH DEFINED 1 636164 0 0 ZIPREALTY INC COM 98974V107 46 12177 SH DEFINED 1 12177 0 0 ZIX CORP COM COM 98974P100 175 102519 SH DEFINED 1 102519 0 0 ZOLL MED CORP COM COM 989922109 1632 61076 SH DEFINED 1 61076 0 0 ZOLTEK COS INC COM COM 98975W104 1060 111533 SH DEFINED 1 111533 0 0 ZOOM TELEPHONICS INC COM COM NEW 98976E301 227 36757 SH DEFINED 1 36757 0 0 ZORAN CORP COM COM 98975F101 1642 148591 SH DEFINED 1 148591 0 0 ZUMIEZ INC COM 989817101 734 57701 SH DEFINED 1 57701 0 0 ZYGO CORP COM COM 989855101 211 31303 SH DEFINED 1 31303 0 0 ZYMOGENETICS INC COM COM 98985T109 873 136618 SH DEFINED 1 136618 0 0
-----END PRIVACY-ENHANCED MESSAGE-----