-----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, HFIjTqU9fT5eb6KlkGsWpBjc3piBoylXEwo1m7vxoyWNUSdl+BCIchSch6+14KL+ hWnixWvWI8gClPMS+tDaQw== 0000065100-09-000064.txt : 20091113 0000065100-09-000064.hdr.sgml : 20091113 20091113111158 ACCESSION NUMBER: 0000065100-09-000064 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091113 DATE AS OF CHANGE: 20091113 EFFECTIVENESS DATE: 20091113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MANAGED ACCOUNT ADVISORS LLC CENTRAL INDEX KEY: 0001418660 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1228 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12631 FILM NUMBER: 091179772 BUSINESS ADDRESS: STREET 1: 101 HUDSON STREET, 9TH FLOOR CITY: JERSEY CITY STATE: NJ ZIP: 07302 BUSINESS PHONE: 201-557-4069 MAIL ADDRESS: STREET 1: 101 HUDSON STREET, 9TH FLOOR CITY: JERSEY CITY STATE: NJ ZIP: 07302 13F-HR 1 maa13fhr09302009.txt MANAGED ACCOUNT ADVISORS LLC UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 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: MANAGED ACCOUNT ADVISORS LLC Address: 101 Hudson Street, 9th Floor Jersey City, New Jersey 07302 13F File Number: 028-12631 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, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Gloria Greco Title: Chief Compliance Officer Phone: 212-236-2418 Signature, Place and Date of Signing: - -------------------------------------------------------------------------- /s/ Gloria Greco New York, New York November 13, 2009 This report lists Section 13 (f) securities positions over which Managed Account Advisors LLC (MAA) exercises investment discretion. MAA is an indirect wholly-owned subsidiary of Merrill Lynch & Co., Inc. (ML&Co.). Notwithstanding its subsidiary relationship to ML&Co., with respect to the Positions reported herein, MAA represents that it in fact exercises investment discretion independent from ML&Co. and disclaims sharing of investment discretion with ML&Co. Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1,919 Form 13F Information Table Value Total: $ 14,866,908 (thousands) List of Other Included Managers: NONE MANAGED ACCOUNT ADVISORS, LLC FORM 13F INFORMATION TABLE September 30, 2009
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 VALUE SHARES/ SH/PRN INVSTMT OTHR VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x1000) PRN AMT PUT/CALL DSCRETN MGRS SOLE SHARED OTHER - -------------- -------------- ----- ------- ------- -------- ------- ---- ---- ------ ----- A D C TELECOMMUNICATIONS COM NEW 000886309 199 23842 SH SOLE 23842 0 0 AAR CORP COM 000361105 3873 176545 SH SOLE 176545 0 0 AARONS INC COM 002535201 8193 310345 SH SOLE 310345 0 0 ABB LTD SPONSORED ADR 000375204 22859 1140678 SH SOLE 1140678 0 0 ABBOTT LABS COM 002824100 109363 2210684 SH SOLE 2210684 0 0 ABERCROMBIE & FITCH CO CL A 002896207 253 7702 SH SOLE 7702 0 0 ABM INDS INC COM 000957100 695 33029 SH SOLE 33029 0 0 ABRAXIS BIOSCIENCE INC NEW COM 00383Y102 1300 35734 SH SOLE 35734 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 41 2736 SH SOLE 2736 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 57786 1550465 SH SOLE 1550465 0 0 ACCURAY INC COM 004397105 93 14288 SH SOLE 14288 0 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SOLE 19250 0 0 ADVISORY BRD CO COM 00762W107 1497 59553 SH SOLE 59553 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 5837 215069 SH SOLE 215069 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 3 138 SH SOLE 138 0 0 AEGON N V NY REGISTRY SH 007924103 3 317 SH SOLE 317 0 0 AEROPOSTALE COM 007865108 3028 69653 SH SOLE 69653 0 0 AES CORP COM 00130H105 32881 2218724 SH SOLE 2218724 0 0 AES TR III PFD CV 6.75% 00808N202 627 14255 SH SOLE 14255 0 0 AETNA INC NEW COM 00817Y108 29680 1066476 SH SOLE 1066476 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 35588 656968 SH SOLE 656968 0 0 AFFILIATED MANAGERS GROUP COM 008252108 15631 240434 SH SOLE 240434 0 0 AFFYMETRIX INC COM 00826T108 4281 487621 SH SOLE 487621 0 0 AFLAC INC COM 001055102 269 6291 SH SOLE 6291 0 0 AGCO CORP COM 001084102 4594 166265 SH SOLE 166265 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 973 34946 SH SOLE 34946 0 0 AGL RES INC COM 001204106 1288 36507 SH SOLE 36507 0 0 AGNICO EAGLE MINES LTD COM 008474108 1491 21969 SH SOLE 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MGMT INC COM 035710409 2276 125481 SH SOLE 125481 0 0 ANSYS INC COM 03662Q105 20220 540355 SH SOLE 540355 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 700 88890 SH SOLE 88890 0 0 AON CORP COM 037389103 26041 639982 SH SOLE 639982 0 0 APACHE CORP COM 037411105 62591 681591 SH SOLE 681591 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 798 54123 SH SOLE 54123 0 0 APOGEE ENTERPRISES INC COM 037598109 4 242 SH SOLE 242 0 0 APOLLO GROUP INC CL A 037604105 10698 145219 SH SOLE 145219 0 0 APPLE INC COM 037833100 142972 771360 SH SOLE 771360 0 0 APPLIED MATLS INC COM 038222105 6016 449646 SH SOLE 449646 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 1 132 SH SOLE 132 0 0 APPLIED SIGNAL TECHNOLOGY IN COM 038237103 652 28014 SH SOLE 28014 0 0 APTARGROUP INC COM 038336103 7460 199677 SH SOLE 199677 0 0 AQUA AMERICA INC COM 03836W103 1069 60600 SH SOLE 60600 0 0 ARBITRON INC COM 03875Q108 114 5476 SH SOLE 5476 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 9914 266943 SH SOLE 266943 0 0 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1126 26063 SH SOLE 26063 0 0 ASIAINFO HLDGS INC COM 04518A104 678 33955 SH SOLE 33955 0 0 ASML HOLDING N V NY REG SHS N07059186 4400 148813 SH SOLE 148813 0 0 ASPECT MED SYS INC COM 045235108 485 40494 SH SOLE 40494 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1181 44612 SH SOLE 44612 0 0 ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 19 897 SH SOLE 897 0 0 ASSOCIATED BANC CORP COM 045487105 491 42976 SH SOLE 42976 0 0 ASSURANT INC COM 04621X108 122 3802 SH SOLE 3802 0 0 ASSURED GUARANTY LTD COM G0585R106 2042 105132 SH SOLE 105132 0 0 ASTEC INDS INC COM 046224101 69 2696 SH SOLE 2696 0 0 ASTORIA FINL CORP COM 046265104 6518 590377 SH SOLE 590377 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 233 5176 SH SOLE 5176 0 0 AT&T INC COM 00206R102 152651 5651646 SH SOLE 5651646 0 0 ATHENAHEALTH INC COM 04685W103 1 29 SH SOLE 29 0 0 ATHEROS COMMUNICATIONS INC COM 04743P108 1097 41342 SH SOLE 41342 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 37 1171 SH SOLE 1171 0 0 ATMEL CORP COM 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7671 SH SOLE 7671 0 0 BRE PROPERTIES INC CL A 05564E106 327 10462 SH SOLE 10462 0 0 BRIGHTPOINT INC COM NEW 109473405 566 64631 SH SOLE 64631 0 0 BRINKER INTL INC COM 109641100 7041 447634 SH SOLE 447634 0 0 BRINKS CO COM 109696104 853 31706 SH SOLE 31706 0 0 BRINKS HOME SEC HLDGS INC COM 109699108 74 2401 SH SOLE 2401 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 35315 1568156 SH SOLE 1568156 0 0 BRITISH AMERN TOB PLC SPONSORED ADR 110448107 44541 704208 SH SOLE 704208 0 0 BRITISH SKY BROADCASTING GRO SPONSORED ADR 111013108 729 19956 SH SOLE 19956 0 0 BROADCOM CORP CL A 111320107 5071 165223 SH SOLE 165223 0 0 BROADPOINT GLEACHER SECS GRO COM 11134A103 525 62941 SH SOLE 62941 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 60 2986 SH SOLE 2986 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 393 50048 SH SOLE 50048 0 0 BROOKDALE SR LIVING INC COM 112463104 627 34561 SH SOLE 34561 0 0 BROOKFIELD PPTYS CORP COM 112900105 606 53842 SH SOLE 53842 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 206 21198 SH SOLE 21198 0 0 BROWN & BROWN INC COM 115236101 18 963 SH SOLE 963 0 0 BROWN FORMAN CORP CL B 115637209 6 122 SH SOLE 122 0 0 BROWN SHOE INC NEW COM 115736100 279 34758 SH SOLE 34758 0 0 BRUKER CORP COM 116794108 703 65912 SH SOLE 65912 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 2 151 SH SOLE 151 0 0 BUCKLE INC COM 118440106 12 358 SH SOLE 358 0 0 BUCYRUS INTL INC NEW COM 118759109 16173 454177 SH SOLE 454177 0 0 BUFFALO WILD WINGS INC COM 119848109 279 6711 SH SOLE 6711 0 0 BUNGE LIMITED COM G16962105 2209 35279 SH SOLE 35279 0 0 BURGER KING HLDGS INC COM 121208201 3836 218087 SH SOLE 218087 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 25608 320780 SH SOLE 320780 0 0 C D I CORP COM 125071100 893 63554 SH SOLE 63554 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 8420 145799 SH SOLE 145799 0 0 CA INC COM 12673P105 47158 2144504 SH SOLE 2144504 0 0 CABELAS INC COM 126804301 764 57253 SH SOLE 57253 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 158 6664 SH SOLE 6664 0 0 CABOT CORP COM 127055101 55 2376 SH SOLE 2376 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 1205 34568 SH SOLE 34568 0 0 CABOT OIL & GAS CORP COM 127097103 6135 171601 SH SOLE 171601 0 0 CACI INTL INC CL A 127190304 684 14463 SH SOLE 14463 0 0 CADBURY PLC SPONS ADR 12721E102 559 10922 SH SOLE 10922 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 725 98826 SH SOLE 98826 0 0 CADENCE DESIGN SYSTEM INC NOTE 1.500%12/1 127387AF5 312 389000 PRN SOLE 389000 0 0 CADIZ INC COM NEW 127537207 36 3114 SH SOLE 3114 0 0 CAL DIVE INTL INC DEL COM 12802T101 640 64690 SH SOLE 64690 0 0 CALAMOS ASSET MGMT INC CL A 12811R104 2 181 SH SOLE 181 0 0 CALAVO GROWERS INC COM 128246105 655 34514 SH SOLE 34514 0 0 CALGON CARBON CORP COM 129603106 168 11321 SH SOLE 11321 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 1169 30028 SH SOLE 30028 0 0 CALLAWAY GOLF CO COM 131193104 4 517 SH SOLE 517 0 0 CAMDEN PPTY TR SH BEN INT 133131102 682 16932 SH SOLE 16932 0 0 CAMECO CORP COM 13321L108 9409 338471 SH SOLE 338471 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 676 17869 SH SOLE 17869 0 0 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 165 129000 PRN SOLE 129000 0 0 CAMPBELL SOUP CO COM 134429109 710 21769 SH SOLE 21769 0 0 CANADIAN NAT RES LTD COM 136385101 11082 164934 SH SOLE 164934 0 0 CANADIAN NATL RY CO COM 136375102 7563 154380 SH SOLE 154380 0 0 CANADIAN PAC RY LTD COM 13645T100 15604 333767 SH SOLE 333767 0 0 CANON INC ADR 138006309 49913 1248126 SH SOLE 1248126 0 0 CAPELLA EDUCATION COMPANY COM 139594105 68 1013 SH SOLE 1013 0 0 CAPITAL CITY BK GROUP INC COM 139674105 767 54009 SH SOLE 54009 0 0 CAPITAL ONE FINL CORP COM 14040H105 8700 243490 SH SOLE 243490 0 0 CAPITAL PRODUCT PARTNERS L P COM UNIT LP Y11082107 14 1562 SH SOLE 1562 0 0 CAPITALSOURCE INC COM 14055X102 15 3536 SH SOLE 3536 0 0 CAPITOL FED FINL COM 14057C106 44 1350 SH SOLE 1350 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 989 71123 SH SOLE 71123 0 0 CARBO CERAMICS INC COM 140781105 1433 27792 SH SOLE 27792 0 0 CARDINAL HEALTH INC COM 14149Y108 3616 134939 SH SOLE 134939 0 0 CARDIONET INC COM 14159L103 1184 176174 SH SOLE 176174 0 0 CAREER EDUCATION CORP COM 141665109 325 13371 SH SOLE 13371 0 0 CAREFUSION CORP COM 14170T101 8 380 SH SOLE 380 0 0 CARLISLE COS INC COM 142339100 3437 101353 SH SOLE 101353 0 0 CARMAX INC COM 143130102 5175 247621 SH SOLE 247621 0 0 CARNIVAL CORP PAIRED CTF 143658300 20664 620912 SH SOLE 620912 0 0 CARNIVAL CORP DBCV 0.500% 4/2 143658AV4 2 3000 PRN SOLE 3000 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 111 104000 PRN SOLE 104000 0 0 CARNIVAL PLC ADR 14365C103 502 14542 SH SOLE 14542 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 74 3184 SH SOLE 3184 0 0 CARRIZO OIL & CO INC COM 144577103 376 15350 SH SOLE 15350 0 0 CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 216 267000 PRN SOLE 267000 0 0 CARTER INC COM 146229109 1092 40900 SH SOLE 40900 0 0 CASEYS GEN STORES INC COM 147528103 4930 157099 SH SOLE 157099 0 0 CATALYST HEALTH SOLUTIONS IN COM 14888B103 17 576 SH SOLE 576 0 0 CATERPILLAR INC DEL COM 149123101 29503 574766 SH SOLE 574766 0 0 CATO CORP NEW CL A 149205106 630 31051 SH SOLE 31051 0 0 CAVIUM NETWORKS INC COM 14965A101 1071 49879 SH SOLE 49879 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 491 41819 SH SOLE 41819 0 0 CBEYOND INC COM 149847105 3 181 SH SOLE 181 0 0 CBS CORP NEW CL B 124857202 452 37506 SH SOLE 37506 0 0 CEC ENTMT INC COM 125137109 450 17387 SH SOLE 17387 0 0 CECO ENVIRONMENTAL CORP COM 125141101 117 31115 SH SOLE 31115 0 0 CELANESE CORP DEL COM SER A 150870103 193 7725 SH SOLE 7725 0 0 CELERA CORP COM 15100E106 770 123429 SH SOLE 123429 0 0 CELESTICA INC SUB VTG SHS 15101Q108 286 30180 SH SOLE 30180 0 0 CELGENE CORP COM 151020104 13893 248527 SH SOLE 248527 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 138 10647 SH SOLE 10647 0 0 CENTENE CORP DEL COM 15135B101 2415 127495 SH SOLE 127495 0 0 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 813 101883 SH SOLE 101883 0 0 CENTERPOINT ENERGY INC COM 15189T107 57 4595 SH SOLE 4595 0 0 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 26 1684 SH SOLE 1684 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 228 6945 SH SOLE 6945 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 512 46869 SH SOLE 46869 0 0 CENTRAL GARDEN & PET CO COM 153527106 1 112 SH SOLE 112 0 0 CENTURY ALUM CO COM 156431108 1 100 SH SOLE 100 0 0 CENTURYTEL INC COM 156700106 26778 796954 SH SOLE 796954 0 0 CEPHALON INC COM 156708109 9798 168232 SH SOLE 168232 0 0 CEPHEID COM 15670R107 1141 86289 SH SOLE 86289 0 0 CERADYNE INC COM 156710105 303 16506 SH SOLE 16506 0 0 CERNER CORP COM 156782104 11736 156901 SH SOLE 156901 0 0 CF INDS HLDGS INC COM 125269100 10042 116453 SH SOLE 116453 0 0 CHARLES RIV LABS INTL INC COM 159864107 2495 67467 SH SOLE 67467 0 0 CHART INDS INC COM PAR $0.01 16115Q308 669 30991 SH SOLE 30991 0 0 CHATTEM INC COM 162456107 1889 28438 SH SOLE 28438 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 2353 82997 SH SOLE 82997 0 0 CHECKPOINT SYS INC COM 162825103 647 39361 SH SOLE 39361 0 0 CHEESECAKE FACTORY INC COM 163072101 1518 81966 SH SOLE 81966 0 0 CHEMED CORP NEW COM 16359R103 580 13217 SH SOLE 13217 0 0 CHESAPEAKE ENERGY CORP PFD CONV 165167842 121 1447 SH SOLE 1447 0 0 CHESAPEAKE ENERGY CORP COM 165167107 14572 513114 SH SOLE 513114 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 422 521000 PRN SOLE 521000 0 0 CHEVRON CORP NEW COM 166764100 204116 2898143 SH SOLE 2898143 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 2506 134142 SH SOLE 134142 0 0 CHICOS FAS INC COM 168615102 9004 692653 SH SOLE 692653 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 677 22611 SH SOLE 22611 0 0 CHIMERA INVT CORP COM 16934Q109 1516 396842 SH SOLE 396842 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 14915 226981 SH SOLE 226981 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 5271 107322 SH SOLE 107322 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 509 5983 SH SOLE 5983 0 0 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 4967 348827 SH SOLE 348827 0 0 CHIPOTLE MEXICAN GRILL INC CL A 169656105 93 955 SH SOLE 955 0 0 CHIQUITA BRANDS INTL INC COM 170032809 52 3220 SH SOLE 3220 0 0 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 263 265000 PRN SOLE 265000 0 0 CHOICE HOTELS INTL INC COM 169905106 2205 70988 SH SOLE 70988 0 0 CHUBB CORP COM 171232101 88796 1761480 SH SOLE 1761480 0 0 CHUNGHWA TELECOM CO LTD SPONS ADR NEW 09 17133Q403 867 48069 SH SOLE 48069 0 0 CHURCH & DWIGHT INC COM 171340102 17076 300959 SH SOLE 300959 0 0 CIENA CORP COM NEW 171779309 248 15223 SH SOLE 15223 0 0 CIGNA CORP COM 125509109 14982 533371 SH SOLE 533371 0 0 CINEMARK HOLDINGS INC COM 17243V102 26 2500 SH SOLE 2500 0 0 CINTAS CORP COM 172908105 6990 230610 SH SOLE 230610 0 0 CISCO SYS INC COM 17275R102 124866 5304434 SH SOLE 5304434 0 0 CITI TRENDS INC COM 17306X102 674 23661 SH SOLE 23661 0 0 CITIGROUP INC COM 172967101 233 48200 SH SOLE 48200 0 0 CITRIX SYS INC COM 177376100 19 481 SH SOLE 481 0 0 CITY NATL CORP COM 178566105 5385 138316 SH SOLE 138316 0 0 CLARCOR INC COM 179895107 202 6431 SH SOLE 6431 0 0 CLARIENT INC COM 180489106 1 277 SH SOLE 277 0 0 CLEAN HARBORS INC COM 184496107 2381 42326 SH SOLE 42326 0 0 CLECO CORP NEW COM 12561W105 3905 155686 SH SOLE 155686 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 7051 217898 SH SOLE 217898 0 0 CLOROX CO DEL COM 189054109 13643 231944 SH SOLE 231944 0 0 CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 0 1 SH SOLE 0 0 1 CME GROUP INC COM 12572Q105 5460 17715 SH SOLE 17715 0 0 CMS ENERGY CORP COM 125896100 34805 2597387 SH SOLE 2597387 0 0 CNOOC LTD SPONSORED ADR 126132109 7310 53974 SH SOLE 53974 0 0 CNX GAS CORP COM 12618H309 246 8003 SH SOLE 8003 0 0 COACH INC COM 189754104 7402 224857 SH SOLE 224857 0 0 COCA COLA CO COM 191216100 88052 1639699 SH SOLE 1639699 0 0 COCA COLA ENTERPRISES INC COM 191219104 1414 66039 SH SOLE 66039 0 0 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 406 8446 SH SOLE 8446 0 0 COCA COLA HELLENIC BTTLG CO SPONSORED ADR 1912EP104 1215 46103 SH SOLE 46103 0 0 COEUR D ALENE MINES CORP IDA COM NEW 192108504 514 25085 SH SOLE 25085 0 0 COGENT INC COM 19239Y108 1082 107106 SH SOLE 107106 0 0 COGNEX CORP COM 192422103 5 300 SH SOLE 300 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 46029 1190623 SH SOLE 1190623 0 0 COHEN & STEERS INC COM 19247A100 3 117 SH SOLE 117 0 0 COHERENT INC COM 192479103 1988 85256 SH SOLE 85256 0 0 COHU INC COM 192576106 784 57833 SH SOLE 57833 0 0 COINSTAR INC COM 19259P300 1443 43740 SH SOLE 43740 0 0 COLDWATER CREEK INC COM 193068103 196 23866 SH SOLE 23866 0 0 COLE KENNETH PRODTNS INC CL A 193294105 290 28886 SH SOLE 28886 0 0 COLGATE PALMOLIVE CO COM 194162103 7745 101533 SH SOLE 101533 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 3701 89914 SH SOLE 89914 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 615 40582 SH SOLE 40582 0 0 COMCAST CORP NEW CL A 20030N101 4899 290220 SH SOLE 290220 0 0 COMCAST CORP NEW CL A SPL 20030N200 6296 391541 SH SOLE 391541 0 0 COMERICA INC COM 200340107 3932 132527 SH SOLE 132527 0 0 COMMERCE BANCSHARES INC COM 200525103 500 13437 SH SOLE 13437 0 0 COMMERCIAL METALS CO COM 201723103 1030 57515 SH SOLE 57515 0 0 COMMSCOPE INC COM 203372107 5419 181047 SH SOLE 181047 0 0 COMMUNITY BK SYS INC COM 203607106 811 44415 SH SOLE 44415 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 1334 41774 SH SOLE 41774 0 0 COMMVAULT SYSTEMS INC COM 204166102 2419 116583 SH SOLE 116583 0 0 COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 178 3163 SH SOLE 3163 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 167 2026 SH SOLE 2026 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 495 28077 SH SOLE 28077 0 0 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 148 4326 SH SOLE 4326 0 0 COMPASS MINERALS INTL INC COM 20451N101 8695 141108 SH SOLE 141108 0 0 COMPELLENT TECHNOLOGIES INC COM 20452A108 1707 94567 SH SOLE 94567 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 105 2533 SH SOLE 2533 0 0 COMPUTER SCIENCES CORP COM 205363104 47214 895728 SH SOLE 895728 0 0 COMPUWARE CORP COM 205638109 4290 585302 SH SOLE 585302 0 0 COMSTOCK RES INC COM NEW 205768203 631 15754 SH SOLE 15754 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 25 741 SH SOLE 741 0 0 CON-WAY INC COM 205944101 270 7041 SH SOLE 7041 0 0 CONAGRA FOODS INC COM 205887102 822 37906 SH SOLE 37906 0 0 CONCEPTUS INC COM 206016107 2 96 SH SOLE 96 0 0 CONCHO RES INC COM 20605P101 1854 51043 SH SOLE 51043 0 0 CONCUR TECHNOLOGIES INC COM 206708109 210 5279 SH SOLE 5279 0 0 CONMED CORP COM 207410101 2 93 SH SOLE 93 0 0 CONMED CORP NOTE 2.500%11/1 207410AD3 240 264000 PRN SOLE 264000 0 0 CONOCOPHILLIPS COM 20825C104 111216 2462707 SH SOLE 2462707 0 0 CONSOL ENERGY INC COM 20854P109 5985 132669 SH SOLE 132669 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 1113 69499 SH SOLE 69499 0 0 CONSTELLATION BRANDS INC CL A 21036P108 140 9263 SH SOLE 9263 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 138 4271 SH SOLE 4271 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 116 2277 SH SOLE 2277 0 0 CONTINENTAL AIRLS INC CL B 210795308 4 236 SH SOLE 236 0 0 CONTINENTAL RESOURCES INC COM 212015101 249 6354 SH SOLE 6354 0 0 CONVERGYS CORP COM 212485106 3946 396938 SH SOLE 396938 0 0 COOPER COS INC COM NEW 216648402 866 29138 SH SOLE 29138 0 0 COOPER INDUSTRIES PLC SHS G24140108 4931 131247 SH SOLE 131247 0 0 COOPER TIRE & RUBR CO COM 216831107 833 47366 SH SOLE 47366 0 0 COPA HOLDINGS SA CL A P31076105 322 7242 SH SOLE 7242 0 0 COPART INC COM 217204106 3908 117662 SH SOLE 117662 0 0 CORE LABORATORIES N V COM N22717107 2801 27169 SH SOLE 27169 0 0 CORN PRODS INTL INC COM 219023108 116 4061 SH SOLE 4061 0 0 CORNING INC COM 219350105 22729 1484567 SH SOLE 1484567 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 105 4209 SH SOLE 4209 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 149 4030 SH SOLE 4030 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 9831 434033 SH SOLE 434033 0 0 COSTAR GROUP INC COM 22160N109 28 684 SH SOLE 684 0 0 COSTCO WHSL CORP NEW COM 22160K105 9181 162837 SH SOLE 162837 0 0 COUSINS PPTYS INC COM 222795106 325 39203 SH SOLE 39203 0 0 COVANCE INC COM 222816100 15521 286629 SH SOLE 286629 0 0 COVANTA HLDG CORP COM 22282E102 231 13594 SH SOLE 13594 0 0 COVENTRY HEALTH CARE INC COM 222862104 13875 695131 SH SOLE 695131 0 0 COVIDIEN PLC SHS G2554F105 18203 420785 SH SOLE 420785 0 0 CRA INTL INC COM 12618T105 471 17264 SH SOLE 17264 0 0 CRANE CO COM 224399105 68 2625 SH SOLE 2625 0 0 CREDIT SUISSE GROUP SPONSORED ADR 225401108 38113 684874 SH SOLE 684874 0 0 CREE INC COM 225447101 406 11042 SH SOLE 11042 0 0 CROWN CASTLE INTL CORP COM 228227104 4819 153672 SH SOLE 153672 0 0 CROWN HOLDINGS INC COM 228368106 696 25574 SH SOLE 25574 0 0 CSX CORP COM 126408103 21538 514531 SH SOLE 514531 0 0 CTC MEDIA INC COM 12642X106 322 20502 SH SOLE 20502 0 0 CTS CORP COM 126501105 540 58100 SH SOLE 58100 0 0 CUBIC CORP COM 229669106 640 16204 SH SOLE 16204 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 608 30086 SH SOLE 30086 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC1 358 380000 PRN SOLE 380000 0 0 CULLEN FROST BANKERS INC COM 229899109 4564 88390 SH SOLE 88390 0 0 CUMMINS INC COM 231021106 13787 307688 SH SOLE 307688 0 0 CURTISS WRIGHT CORP COM 231561101 4381 128361 SH SOLE 128361 0 0 CUTERA INC COM 232109108 364 42136 SH SOLE 42136 0 0 CVB FINL CORP COM 126600105 298 39230 SH SOLE 39230 0 0 CVS CAREMARK CORPORATION COM 126650100 81444 2278799 SH SOLE 2278799 0 0 CYBERSOURCE CORP COM 23251J106 664 39813 SH SOLE 39813 0 0 CYMER INC COM 232572107 430 11070 SH SOLE 11070 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 2 178 SH SOLE 178 0 0 CYTEC INDS INC COM 232820100 3969 122238 SH SOLE 122238 0 0 D R HORTON INC COM 23331A109 9566 838391 SH SOLE 838391 0 0 DAIMLER AG REG SHS D1668R123 7431 147697 SH SOLE 147697 0 0 DAKTRONICS INC COM 234264109 1069 124759 SH SOLE 124759 0 0 DANAHER CORP DEL COM 235851102 23013 341852 SH SOLE 341852 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 145 146000 PRN SOLE 146000 0 0 DARDEN RESTAURANTS INC COM 237194105 25798 755878 SH SOLE 755878 0 0 DAVITA INC COM 23918K108 933 16477 SH SOLE 16477 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 649 126914 SH SOLE 126914 0 0 DEALERTRACK HLDGS INC COM 242309102 721 38152 SH SOLE 38152 0 0 DEAN FOODS CO NEW COM 242370104 1251 70342 SH SOLE 70342 0 0 DECKERS OUTDOOR CORP COM 243537107 44 516 SH SOLE 516 0 0 DEERE & CO COM 244199105 22828 531874 SH SOLE 531874 0 0 DEL MONTE FOODS CO COM 24522P103 409 35291 SH SOLE 35291 0 0 DELL INC COM 24702R101 6482 424793 SH SOLE 424793 0 0 DELPHI FINL GROUP INC CL A 247131105 3102 137076 SH SOLE 137076 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 342 38116 SH SOLE 38116 0 0 DELUXE CORP COM 248019101 43 2541 SH SOLE 2541 0 0 DENBURY RES INC COM NEW 247916208 233 15430 SH SOLE 15430 0 0 DENNYS CORP COM 24869P104 0 68 SH SOLE 68 0 0 DENTSPLY INTL INC NEW COM 249030107 5998 173666 SH SOLE 173666 0 0 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 23 606 SH SOLE 606 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 14183 184744 SH SOLE 184744 0 0 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 554 40554 SH SOLE 40554 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 461 49871 SH SOLE 49871 0 0 DEVON ENERGY CORP NEW COM 25179M103 24114 358140 SH SOLE 358140 0 0 DEVRY INC DEL COM 251893103 99 1797 SH SOLE 1797 0 0 DEXCOM INC COM 252131107 2 278 SH SOLE 278 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 38099 619589 SH SOLE 619589 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 27057 283256 SH SOLE 283256 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 1020 125946 SH SOLE 125946 0 0 DIAMONDS TR UNIT SER 1 252787106 97 1004 SH SOLE 0 0 1004 DIANA SHIPPING INC COM Y2066G104 13 989 SH SOLE 989 0 0 DICKS SPORTING GOODS INC COM 253393102 169 7526 SH SOLE 7526 0 0 DIEBOLD INC COM 253651103 27 827 SH SOLE 827 0 0 DIGITAL RIV INC COM 25388B104 2621 64994 SH SOLE 64994 0 0 DIGITAL RLTY TR INC COM 253868103 9418 206037 SH SOLE 206037 0 0 DIODES INC COM 254543101 599 33086 SH SOLE 33086 0 0 DIRECTV GROUP INC COM 25459L106 7634 276795 SH SOLE 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1144 63803 SH SOLE 63803 0 0 DRESSER-RAND GROUP INC COM 261608103 433 13924 SH SOLE 13924 0 0 DRIL-QUIP INC COM 262037104 3828 77106 SH SOLE 77106 0 0 DST SYS INC DEL COM 233326107 209 4657 SH SOLE 4657 0 0 DTE ENERGY CO COM 233331107 853 24278 SH SOLE 24278 0 0 DTS INC COM 23335C101 1256 45877 SH SOLE 45877 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 23041 716889 SH SOLE 716889 0 0 DUFF & PHELPS CORP NEW CL A 26433B107 1619 84512 SH SOLE 84512 0 0 DUKE ENERGY CORP NEW COM 26441C105 15249 968777 SH SOLE 968777 0 0 DUKE REALTY CORP COM NEW 264411505 590 49136 SH SOLE 49136 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 79 5927 SH SOLE 5927 0 0 DYCOM INDS INC COM 267475101 721 58585 SH SOLE 58585 0 0 DYNAMIC MATLS CORP COM 267888105 795 39810 SH SOLE 39810 0 0 DYNCORP INTL INC CL A 26817C101 519 28836 SH SOLE 28836 0 0 DYNEGY INC DEL CL A 26817G102 9786 3837498 SH SOLE 3837498 0 0 E M C CORP MASS COM 268648102 13874 814179 SH SOLE 814179 0 0 E M C CORP MASS NOTE 1.750%12/0 268648AM4 246 200000 PRN SOLE 200000 0 0 EAGLE MATERIALS INC COM 26969P108 477 16688 SH SOLE 16688 0 0 EASTMAN CHEM CO COM 277432100 26046 486477 SH SOLE 486477 0 0 EATON CORP COM 278058102 21505 380011 SH SOLE 380011 0 0 EATON VANCE CORP COM NON VTG 278265103 18370 656292 SH SOLE 656292 0 0 EBAY INC COM 278642103 8786 372278 SH SOLE 372278 0 0 ECLIPSYS CORP COM 278856109 2700 139884 SH SOLE 139884 0 0 ECOLAB INC COM 278865100 8247 178382 SH SOLE 178382 0 0 EDGE PETE CORP DEL PFD CONV A 279862205 31 17785 SH SOLE 17785 0 0 EDISON INTL COM 281020107 5915 176143 SH SOLE 176143 0 0 EDUCATION RLTY TR INC COM 28140H104 156 26344 SH SOLE 26344 0 0 EHEALTH INC COM 28238P109 574 39543 SH SOLE 39543 0 0 EL PASO CORP COM 28336L109 162 15699 SH SOLE 15699 0 0 EL PASO ELEC CO COM NEW 283677854 110 6227 SH SOLE 6227 0 0 ELBIT SYS LTD ORD M3760D101 158 2316 SH SOLE 2316 0 0 ELECTRONIC ARTS INC COM 285512109 3897 204552 SH SOLE 204552 0 0 ELIZABETH ARDEN INC COM 28660G106 427 36240 SH SOLE 36240 0 0 EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 601 26186 SH SOLE 26186 0 0 EMCOR GROUP INC COM 29084Q100 2351 92868 SH SOLE 92868 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 1595 34292 SH SOLE 34292 0 0 EMERSON ELEC CO COM 291011104 24703 616352 SH SOLE 616352 0 0 EMMIS COMMUNICATIONS CORP PFD CV SER A 291525202 36 3703 SH SOLE 3703 0 0 EMPIRE DIST ELEC CO COM 291641108 205 11317 SH SOLE 11317 0 0 EMPLOYERS HOLDINGS INC COM 292218104 467 30167 SH SOLE 30167 0 0 EMS TECHNOLOGIES INC COM 26873N108 1298 62339 SH SOLE 62339 0 0 ENBRIDGE INC COM 29250N105 5663 145962 SH SOLE 145962 0 0 ENCANA CORP COM 292505104 1123 19494 SH SOLE 19494 0 0 ENCORE ACQUISITION CO COM 29255W100 1872 50049 SH SOLE 50049 0 0 ENCORE WIRE CORP COM 292562105 36 1622 SH SOLE 1622 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 748 33048 SH SOLE 33048 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1716 47047 SH SOLE 47047 0 0 ENERGEN CORP COM 29265N108 2288 53090 SH SOLE 53090 0 0 ENERGIZER HLDGS INC COM 29266R108 633 9537 SH SOLE 9537 0 0 ENERGYSOLUTIONS INC COM 292756202 714 77427 SH SOLE 77427 0 0 ENERPLUS RES FD UNIT TR G NEW 29274D604 6710 293140 SH SOLE 293140 0 0 ENERSYS COM 29275Y102 698 31545 SH SOLE 31545 0 0 ENI S P A SPONSORED ADR 26874R108 31344 628767 SH SOLE 628767 0 0 ENNIS INC COM 293389102 1081 67033 SH SOLE 67033 0 0 ENPRO INDS INC COM 29355X107 674 29489 SH SOLE 29489 0 0 ENSCO INTL INC COM 26874Q100 35379 831660 SH SOLE 831660 0 0 ENTERGY CORP NEW COM 29364G103 15393 192756 SH SOLE 192756 0 0 ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T402 550 35572 SH SOLE 35572 0 0 EOG RES INC COM 26875P101 6703 80263 SH SOLE 80263 0 0 EPICOR SOFTWARE CORP COM 29426L108 3 475 SH SOLE 475 0 0 EQT CORP COM 26884L109 5674 133191 SH SOLE 133191 0 0 EQUINIX INC COM NEW 29444U502 12298 133674 SH SOLE 133674 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 963 22495 SH SOLE 22495 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 1847 60174 SH SOLE 60174 0 0 ERICSSON L M TEL CO ADR B SEK 10 294821608 14561 1453159 SH SOLE 1453159 0 0 ESSEX PPTY TR INC COM 297178105 90 1125 SH SOLE 1125 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 22 557 SH SOLE 557 0 0 ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W101 146 2101 SH SOLE 2101 0 0 EVEREST RE GROUP LTD COM G3223R108 1942 22139 SH SOLE 22139 0 0 EVERGREEN ENERGY INC COM 30024B104 178 278692 SH SOLE 278692 0 0 EXCO RESOURCES INC COM 269279402 387 20731 SH SOLE 20731 0 0 EXELON CORP COM 30161N101 23889 481447 SH SOLE 481447 0 0 EXPEDIA INC DEL COM 30212P105 4145 173049 SH SOLE 173049 0 0 EXPEDITORS INTL WASH INC COM 302130109 6757 192239 SH SOLE 192239 0 0 EXPONENT INC COM 30214U102 1939 68847 SH SOLE 68847 0 0 EXPRESS SCRIPTS INC COM 302182100 24448 315130 SH SOLE 315130 0 0 EXTRA SPACE STORAGE INC COM 30225T102 63 5927 SH SOLE 5927 0 0 EXXON MOBIL CORP COM 30231G102 235449 3431698 SH SOLE 3431698 0 0 F M C CORP COM NEW 302491303 5586 99307 SH SOLE 99307 0 0 FACTSET RESH SYS INC COM 303075105 7078 106853 SH SOLE 106853 0 0 FAIR ISAAC CORP COM 303250104 7966 370671 SH SOLE 370671 0 0 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 46 123 SH SOLE 123 0 0 FAIRPOINT COMMUNICATIONS INC COM 305560104 0 1 SH SOLE 1 0 0 FAMILY DLR STORES INC COM 307000109 20011 758005 SH SOLE 758005 0 0 FASTENAL CO COM 311900104 7732 199784 SH SOLE 199784 0 0 FBR CAPITAL MARKETS CORP COM 30247C301 1 149 SH SOLE 149 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 551 8971 SH SOLE 8971 0 0 FEDERATED INVS INC PA CL B 314211103 224 8493 SH SOLE 8493 0 0 FEDEX CORP COM 31428X106 1048 13939 SH SOLE 13939 0 0 FEI CO COM 30241L109 95 3864 SH SOLE 3864 0 0 FGX INTERNATIONAL HLDGS LTD ORD SHS G3396L102 843 60439 SH SOLE 60439 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 2608 172913 SH SOLE 172913 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 5 211 SH SOLE 211 0 0 FIFTH STREET FINANCE CORP COM 31678A103 3 239 SH SOLE 239 0 0 FIFTH THIRD BANCORP COM 316773100 10083 995360 SH SOLE 995360 0 0 FINANCIAL FED CORP COM 317492106 2304 93354 SH 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COM 34354P105 12202 123829 SH SOLE 123829 0 0 FLUOR CORP NEW COM 343412102 12154 239024 SH SOLE 239024 0 0 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 133 73000 PRN SOLE 73000 0 0 FMC TECHNOLOGIES INC COM 30249U101 32498 622084 SH SOLE 622084 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 23195 609587 SH SOLE 609587 0 0 FOOT LOCKER INC COM 344849104 6506 544447 SH SOLE 544447 0 0 FORCE PROTECTION INC COM NEW 345203202 248 45365 SH SOLE 45365 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 855 118583 SH SOLE 118583 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 13791 1031490 SH SOLE 1031490 0 0 FOREST LABS INC COM 345838106 21653 735493 SH SOLE 735493 0 0 FOREST OIL CORP COM PAR $0.01 346091705 176 8980 SH SOLE 8980 0 0 FORMFACTOR INC COM 346375108 696 29106 SH SOLE 29106 0 0 FORTUNE BRANDS INC COM 349631101 680 15824 SH SOLE 15824 0 0 FORWARD AIR CORP COM 349853101 2017 87129 SH SOLE 87129 0 0 FOSSIL INC COM 349882100 478 16815 SH SOLE 16815 0 0 FOSTER L B CO COM 350060109 174 5698 SH SOLE 5698 0 0 FOSTER WHEELER AG COM H27178104 781 24488 SH SOLE 24488 0 0 FPL GROUP INC COM 302571104 22991 416271 SH SOLE 416271 0 0 FRANCE TELECOM SPONSORED ADR 35177Q105 2666 99025 SH SOLE 99025 0 0 FRANKLIN RES INC COM 354613101 12997 129190 SH SOLE 129190 0 0 FREDS INC CL A 356108100 510 40050 SH SOLE 40050 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 20218 294683 SH SOLE 294683 0 0 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 524 5087 SH SOLE 5087 0 0 FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 8708 175062 SH SOLE 175062 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 525 23203 SH SOLE 23203 0 0 FRONTIER OIL CORP COM 35914P105 20 1412 SH SOLE 1412 0 0 FRONTLINE LTD SHS G3682E127 46 1975 SH SOLE 1975 0 0 FTI CONSULTING INC COM 302941109 2736 64221 SH SOLE 64221 0 0 FUEL SYS SOLUTIONS INC COM 35952W103 952 26463 SH SOLE 26463 0 0 FUQI INTERNATIONAL INC COM NEW 36102A207 3 97 SH SOLE 97 0 0 F5 NETWORKS INC COM 315616102 4188 105687 SH SOLE 105687 0 0 G-III APPAREL 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COM 370334104 19754 306831 SH SOLE 306831 0 0 GENESCO INC COM 371532102 1629 67692 SH SOLE 67692 0 0 GENESEE & WYO INC CL A 371559105 349 11508 SH SOLE 11508 0 0 GENESIS LEASE LTD ADR 37183T107 57 6370 SH SOLE 6370 0 0 GENOPTIX INC COM 37243V100 1224 35188 SH SOLE 35188 0 0 GENTEX CORP COM 371901109 498 35195 SH SOLE 35195 0 0 GENUINE PARTS CO COM 372460105 278 7305 SH SOLE 7305 0 0 GENWORTH FINL INC COM CL A 37247D106 695 58194 SH SOLE 58194 0 0 GENZYME CORP COM 372917104 3484 61414 SH SOLE 61414 0 0 GEO GROUP INC COM 36159R103 2770 137350 SH SOLE 137350 0 0 GEOEYE INC COM 37250W108 1400 52255 SH SOLE 52255 0 0 GERDAU AMERISTEEL CORP COM 37373P105 60 7538 SH SOLE 7538 0 0 GERDAU S A SPONSORED ADR 373737105 169 12547 SH SOLE 12547 0 0 GILDAN ACTIVEWEAR INC COM 375916103 11 563 SH SOLE 563 0 0 GILEAD SCIENCES INC COM 375558103 46395 997752 SH SOLE 997752 0 0 GLACIER BANCORP INC NEW COM 37637Q105 21 1381 SH SOLE 1381 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 36648 927555 SH SOLE 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13315 SH SOLE 13315 0 0 GRANITE CONSTR INC COM 387328107 351 11334 SH SOLE 11334 0 0 GREAT ATLANTIC & PAC TEA INC COM 390064103 305 34242 SH SOLE 34242 0 0 GREAT PLAINS ENERGY INC COM 391164100 617 34395 SH SOLE 34395 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 791 10716 SH SOLE 10716 0 0 GREENHILL & CO INC COM 395259104 3065 34216 SH SOLE 34216 0 0 GROUPE CGI INC CL A SUB VTG 39945C109 74 6298 SH SOLE 6298 0 0 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 7899 424899 SH SOLE 424899 0 0 GSI COMMERCE INC COM 36238G102 2272 117668 SH SOLE 117668 0 0 GUESS INC COM 401617105 1522 41087 SH SOLE 41087 0 0 GULFMARK OFFSHORE INC COM 402629109 786 24003 SH SOLE 24003 0 0 GULFPORT ENERGY CORP COM NEW 402635304 521 59603 SH SOLE 59603 0 0 GYMBOREE CORP COM 403777105 602 12444 SH SOLE 12444 0 0 HAIN CELESTIAL GROUP INC COM 405217100 2266 118193 SH SOLE 118193 0 0 HALLIBURTON CO COM 406216101 27186 1002416 SH SOLE 1002416 0 0 HANCOCK HLDG CO COM 410120109 4 103 SH SOLE 103 0 0 HANESBRANDS INC COM 410345102 112 5229 SH SOLE 5229 0 0 HANOVER INS GROUP INC COM 410867105 2767 66939 SH SOLE 66939 0 0 HANSEN NAT CORP COM 411310105 947 25780 SH SOLE 25780 0 0 HARBIN ELECTRIC INC COM 41145W109 2 138 SH SOLE 138 0 0 HARMONIC INC COM 413160102 267 39943 SH SOLE 39943 0 0 HARRIS CORP DEL COM 413875105 14415 383383 SH SOLE 383383 0 0 HARRIS STRATEX NTWRKS INC CL A 41457P106 0 3 SH SOLE 3 0 0 HARSCO CORP COM 415864107 16325 461028 SH SOLE 461028 0 0 HARTE-HANKS INC COM 416196103 9907 716351 SH SOLE 716351 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 1287 48576 SH SOLE 48576 0 0 HASBRO INC COM 418056107 31565 1137488 SH SOLE 1137488 0 0 HASBRO INC DBCV 2.750%12/0 418056AN7 140 106000 PRN SOLE 106000 0 0 HATTERAS FINL CORP COM 41902R103 4715 157258 SH SOLE 157258 0 0 HAWAIIAN HOLDINGS INC COM 419879101 931 112693 SH SOLE 112693 0 0 HCC INS HLDGS INC COM 404132102 7122 260417 SH SOLE 260417 0 0 HCP INC COM 40414L109 6977 242777 SH SOLE 242777 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 22884 193325 SH SOLE 193325 0 0 HEALTH CARE REIT INC COM 42217K106 298 7172 SH SOLE 7172 0 0 HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 104 97000 PRN SOLE 97000 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 80 10619 SH SOLE 10619 0 0 HEALTH NET INC COM 42222G108 2167 140686 SH SOLE 140686 0 0 HEALTHCARE SVCS GRP INC COM 421906108 1097 59776 SH SOLE 59776 0 0 HEALTHSOUTH CORP COM NEW 421924309 5 340 SH SOLE 340 0 0 HEARTLAND EXPRESS INC COM 422347104 626 43448 SH SOLE 43448 0 0 HEICO CORP NEW COM 422806109 16 379 SH SOLE 379 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 15 639 SH SOLE 639 0 0 HEINZ H J CO COM 423074103 3184 80109 SH SOLE 80109 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 15017 1002480 SH SOLE 1002480 0 0 HELMERICH & PAYNE INC COM 423452101 600 15188 SH SOLE 15188 0 0 HENRY JACK & ASSOC INC COM 426281101 8048 342907 SH SOLE 342907 0 0 HERBALIFE LTD COM USD SHS G4412G101 849 25917 SH SOLE 25917 0 0 HERCULES OFFSHORE INC COM 427093109 375 76364 SH SOLE 76364 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 240 22180 SH SOLE 22180 0 0 HESS CORP COM 42809H107 54052 1011081 SH SOLE 1011081 0 0 HEWITT ASSOCS INC COM 42822Q100 9134 250725 SH SOLE 250725 0 0 HEWLETT PACKARD CO COM 428236103 90557 1918166 SH SOLE 1918166 0 0 HEXCEL CORP NEW COM 428291108 535 46771 SH SOLE 46771 0 0 HIBBETT SPORTS INC COM 428567101 1051 57640 SH SOLE 57640 0 0 HIGHWOODS PPTYS INC COM 431284108 201 6394 SH SOLE 6394 0 0 HILL INTERNATIONAL INC COM 431466101 1 164 SH SOLE 164 0 0 HILL ROM HLDGS INC COM 431475102 118 5415 SH SOLE 5415 0 0 HITTITE MICROWAVE CORP COM 43365Y104 6 165 SH SOLE 165 0 0 HLTH CORPORATION COM 40422Y101 6476 443252 SH SOLE 443252 0 0 HMS HLDGS CORP COM 40425J101 6 163 SH SOLE 163 0 0 HOLLY CORP COM PAR $0.01 435758305 971 37891 SH SOLE 37891 0 0 HOLOGIC INC COM 436440101 2226 136223 SH SOLE 136223 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AA9 540 660000 PRN SOLE 660000 0 0 HOME DEPOT INC COM 437076102 11867 445466 SH SOLE 445466 0 0 HONDA MOTOR LTD AMERN SHS 438128308 4334 142999 SH SOLE 142999 0 0 HONEYWELL INTL INC COM 438516106 28520 767707 SH SOLE 767707 0 0 HORIZON LINES INC COM 44044K101 4 640 SH SOLE 640 0 0 HORMEL FOODS CORP COM 440452100 1928 54268 SH SOLE 54268 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 123 4461 SH SOLE 4461 0 0 HOSPIRA INC COM 441060100 801 17966 SH SOLE 17966 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 586 28765 SH SOLE 28765 0 0 HOST HOTELS & RESORTS INC COM 44107P104 7222 613613 SH SOLE 613613 0 0 HOUSTON WIRE & CABLE CO COM 44244K109 64 5747 SH SOLE 5747 0 0 HQ SUSTAINABLE MARITIM IND I COM NEW 40426A208 258 29297 SH SOLE 29297 0 0 HRPT PPTYS TR COM SH BEN INT 40426W101 155 20557 SH SOLE 20557 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 95585 1666690 SH SOLE 1666690 0 0 HSBC HLDGS PLC ADR A 1/40PF A 404280604 4106 190730 SH SOLE 190730 0 0 HUANENG PWR INTL INC SPON ADR H SHS 443304100 614 23046 SH SOLE 23046 0 0 HUBBELL INC CL B 443510201 73 1735 SH SOLE 1735 0 0 HUDSON CITY BANCORP COM 443683107 299 22755 SH SOLE 22755 0 0 HUMAN GENOME SCIENCES INC COM 444903108 3931 208888 SH SOLE 208888 0 0 HUMANA INC COM 444859102 4902 131419 SH SOLE 131419 0 0 HUNT J B TRANS SVCS INC COM 445658107 2686 83612 SH SOLE 83612 0 0 HUNTSMAN CORP COM 447011107 2384 261673 SH SOLE 261673 0 0 HURCO COMPANIES INC COM 447324104 55 3201 SH SOLE 3201 0 0 IAC INTERACTIVECORP COM PAR $.001 44919P508 6131 303647 SH SOLE 303647 0 0 ICF INTL INC COM 44925C103 747 24635 SH SOLE 24635 0 0 ICICI BK LTD ADR 45104G104 17564 455503 SH SOLE 455503 0 0 ICON PUB LTD CO SPONSORED ADR 45103T107 1056 43108 SH SOLE 43108 0 0 ICONIX BRAND GROUP INC COM 451055107 714 57263 SH SOLE 57263 0 0 ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 383 439000 PRN SOLE 439000 0 0 ICT GROUP INC COM 44929Y101 387 36858 SH SOLE 36858 0 0 ICU MED INC COM 44930G107 1101 29873 SH SOLE 29873 0 0 IDACORP INC COM 451107106 475 16486 SH SOLE 16486 0 0 IDEX CORP COM 45167R104 6068 217107 SH SOLE 217107 0 0 IDEXX LABS INC COM 45168D104 1494 29873 SH SOLE 29873 0 0 IHS INC CL A 451734107 18048 352975 SH SOLE 352975 0 0 II VI INC COM 902104108 4 150 SH SOLE 150 0 0 ILLINOIS TOOL WKS INC COM 452308109 2560 59942 SH SOLE 59942 0 0 ILLUMINA INC COM 452327109 10585 249068 SH SOLE 249068 0 0 IMMUCOR INC COM 452526106 2665 150560 SH SOLE 150560 0 0 IMMUNOGEN INC COM 45253H101 3 318 SH SOLE 318 0 0 IMPAX LABORATORIES INC COM 45256B101 25 2862 SH SOLE 2862 0 0 IMS HEALTH INC COM 449934108 5328 347077 SH SOLE 347077 0 0 INCYTE CORP COM 45337C102 3 416 SH SOLE 416 0 0 INDEPENDENT BANK CORP MASS COM 453836108 284 12827 SH SOLE 12827 0 0 INFINITY PPTY & CAS CORP COM 45665Q103 303 7121 SH SOLE 7121 0 0 INFORMATICA CORP COM 45666Q102 2283 101089 SH SOLE 101089 0 0 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 21036 433826 SH SOLE 433826 0 0 ING GROEP N V SPONSORED ADR 456837103 14756 827588 SH SOLE 827588 0 0 INGERSOLL-RAND PLC SHS G47791101 2019 65843 SH SOLE 65843 0 0 INGRAM MICRO INC CL A 457153104 4629 274700 SH SOLE 274700 0 0 INLAND REAL ESTATE CORP COM NEW 457461200 160 18286 SH SOLE 18286 0 0 INNERWORKINGS INC COM 45773Y105 153 30946 SH SOLE 30946 0 0 INSITUFORM TECHNOLOGIES INC CL A 457667103 1610 84106 SH SOLE 84106 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1098 32142 SH SOLE 32142 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 386 57055 SH SOLE 57055 0 0 INTEGRATED ELECTRICAL SVC COM 45811E301 303 37696 SH SOLE 37696 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 11160 310964 SH SOLE 310964 0 0 INTEL CORP COM 458140100 132971 6794625 SH SOLE 6794625 0 0 INTEL CORP SDCV 2.950%12/1 458140AD2 225 252000 PRN SOLE 252000 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 19900 204755 SH SOLE 204755 0 0 INTERDIGITAL INC COM 45867G101 154 6632 SH SOLE 6632 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 199699 1669582 SH SOLE 1669582 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 14971 394699 SH SOLE 394699 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 10490 488356 SH SOLE 488356 0 0 INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP7 129 129000 PRN SOLE 129000 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 11594 594863 SH SOLE 594863 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1834 66537 SH SOLE 66537 0 0 INTEROIL CORP COM 460951106 1 32 SH SOLE 32 0 0 INTERPUBLIC GROUP COS INC COM 460690100 647 86093 SH SOLE 86093 0 0 INTERSIL CORP CL A 46069S109 6937 453105 SH SOLE 453105 0 0 INTL PAPER CO COM 460146103 30466 1370493 SH SOLE 1370493 0 0 INTREPID POTASH INC COM 46121Y102 120 5089 SH SOLE 5089 0 0 INTUIT COM 461202103 15717 551469 SH SOLE 551469 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 19410 74014 SH SOLE 74014 0 0 INVENTIV HEALTH INC COM 46122E105 14 828 SH SOLE 828 0 0 INVERNESS MED INNOVATIONS IN COM 46126P106 653 16857 SH SOLE 16857 0 0 INVESCO LTD SHS G491BT108 7959 349696 SH SOLE 349696 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 860 30785 SH SOLE 30785 0 0 INVESTORS BANCORP INC COM 46146P102 250 23538 SH SOLE 23538 0 0 INVESTORS TITLE CO COM 461804106 28 867 SH SOLE 867 0 0 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 324 297000 PRN SOLE 297000 0 0 IPC THE HOSPITALIST CO INC COM 44984A105 249 7911 SH SOLE 7911 0 0 IPCS INC COM NEW 44980Y305 1 55 SH SOLE 55 0 0 IRON MTN INC COM 462846106 1668 62567 SH SOLE 62567 0 0 ISHARES COMEX GOLD TR ISHARES 464285105 8551 86431 SH SOLE 86431 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 247 15106 SH SOLE 15106 0 0 ISHARES TR MSCI VAL IDX 464288877 90 1762 SH SOLE 0 0 1762 ISHARES TR RSSL MCRCP IDX 464288869 1028 26053 SH SOLE 0 0 26053 ISHARES TR BARCLYS SH TREA 464288679 2279 20686 SH SOLE 0 0 20686 ISHARES TR BARCLYS 3-7 YR 464288661 161 1435 SH SOLE 0 0 1435 ISHARES TR BARCLYS MBS BD 464288588 5807 54381 SH SOLE 0 0 54381 ISHARES TR HIGH YLD CORP 464288513 1093 12654 SH SOLE 0 0 12654 ISHARES TR EPRA/NAR DEV R/E 464288489 711 24162 SH SOLE 0 0 24162 ISHARES TR S&P NTL AMTFREE 464288414 729 6894 SH SOLE 0 0 6894 ISHARES TR MSCI SMALL CAP 464288273 7 185 SH SOLE 0 0 185 ISHARES TR INDEX S&P SMLCP GROW 464287887 3 56 SH SOLE 0 0 56 ISHARES TR INDEX S&P SMLCP VALU 464287879 7 122 SH SOLE 0 0 122 ISHARES TR INDEX NYSE 100INX FD 464287135 33 626 SH SOLE 0 0 626 ISHARES TR INDEX S&P 100 IDX FD 464287101 275 5632 SH SOLE 0 0 5632 ISHARES TR INDEX MSCI EMERG MKT 464287234 3537 90907 SH SOLE 0 0 90907 ISHARES TR INDEX BARCLY USAGG B 464287226 37551 357906 SH SOLE 0 0 357906 ISHARES TR INDEX S&P 500 INDEX 464287200 1275 12023 SH SOLE 0 0 12023 ISHARES TR INDEX BARCLYS TIPS BD 464287176 1147 11145 SH SOLE 0 0 11145 ISHARES TR INDEX DJ US REAL EST 464287739 891 20876 SH SOLE 0 0 20876 ISHARES TR INDEX DJ US TECH SEC 464287721 8160 157083 SH SOLE 0 0 157083 ISHARES TR INDEX DJ US TELECOMM 464287713 961 50950 SH SOLE 0 0 50950 ISHARES TR INDEX RUSSELL 3000 464287689 26 426 SH SOLE 0 0 426 ISHARES TR INDEX RUSSELL 2000 464287655 4597 76319 SH SOLE 0 0 76319 ISHARES TR INDEX RUSL 2000 GROW 464287648 1902 29076 SH SOLE 0 0 29076 ISHARES TR INDEX RUSL 2000 VALU 464287630 1104 19562 SH SOLE 0 0 19562 ISHARES TR INDEX RUSSELL 1000 464287622 15375 264632 SH SOLE 0 0 264632 ISHARES TR INDEX RUSSELL1000GRW 464287614 57357 1238542 SH SOLE 0 0 1238542 ISHARES TR INDEX RUSSELL1000VAL 464287598 43915 791398 SH SOLE 0 0 791398 ISHARES TR INDEX NASDQ BIO INDX 464287556 1262 15513 SH SOLE 0 0 15513 ISHARES TR INDEX MSCI EAFE IDX 464287465 14507 265300 SH SOLE 0 0 265300 ISHARES TR INDEX BARCLYS 1-3 YR 464287457 1302 15504 SH SOLE 0 0 15504 ISHARES TR INDEX S&P 500 VALUE 464287408 31 608 SH SOLE 0 0 608 ISHARES TR INDEX S&P500 GRW 464287309 92 1704 SH SOLE 0 0 1704 ISHARES TR INDEX IBOXX INV CPBD 464287242 3082 28889 SH SOLE 0 0 28889 ISIS PHARMACEUTICALS INC COM 464330109 482 33094 SH SOLE 33094 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 9082 450699 SH SOLE 450699 0 0 ITC HLDGS CORP COM 465685105 942 20716 SH SOLE 20716 0 0 ITRON INC COM 465741106 16637 259387 SH SOLE 259387 0 0 ITT CORP NEW COM 450911102 5741 110085 SH SOLE 110085 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 8106 73415 SH SOLE 73415 0 0 IXYS CORP COM 46600W106 1332 156492 SH SOLE 156492 0 0 J CREW GROUP INC COM 46612H402 8709 243126 SH SOLE 243126 0 0 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 30 7387 SH SOLE 7387 0 0 JABIL CIRCUIT INC COM 466313103 1858 138589 SH SOLE 138589 0 0 JACK IN THE BOX INC COM 466367109 971 47367 SH SOLE 47367 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 9555 207945 SH SOLE 207945 0 0 JAMES RIVER COAL CO COM NEW 470355207 3 149 SH SOLE 149 0 0 JANUS CAP GROUP INC COM 47102X105 630 44398 SH SOLE 44398 0 0 JARDEN CORP COM 471109108 5189 184860 SH SOLE 184860 0 0 JDA SOFTWARE GROUP INC COM 46612K108 4 187 SH SOLE 187 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 4121 579651 SH SOLE 579651 0 0 JEFFERIES GROUP INC NEW COM 472319102 18068 663549 SH SOLE 663549 0 0 JO-ANN STORES INC COM 47758P307 973 36250 SH SOLE 36250 0 0 JOHN HANCOCK BK &THRIFT OPP SH BEN INT NEW 409735206 407 28815 SH SOLE 28815 0 0 JOHNSON & JOHNSON COM 478160104 158312 2599975 SH SOLE 2599975 0 0 JOHNSON CTLS INC COM 478366107 5610 219475 SH SOLE 219475 0 0 JONES LANG LASALLE INC COM 48020Q107 7727 163118 SH SOLE 163118 0 0 JOS A BANK CLOTHIERS INC COM 480838101 684 15288 SH SOLE 15288 0 0 JOY GLOBAL INC COM 481165108 24965 510120 SH SOLE 510120 0 0 JPMORGAN CHASE & CO COM 46625H100 293480 6697407 SH SOLE 6697407 0 0 JUNIPER NETWORKS INC COM 48203R104 14297 529138 SH SOLE 529138 0 0 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 15 667 SH SOLE 667 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 22 615 SH SOLE 615 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 453 17088 SH SOLE 17088 0 0 KAYDON CORP COM 486587108 7 206 SH SOLE 206 0 0 KAYNE ANDERSON MLP INVSMNT C COM 486606106 3 144 SH SOLE 0 0 144 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 59 1141 SH SOLE 1141 0 0 KB HOME COM 48666K109 9 535 SH SOLE 535 0 0 KBR INC COM 48242W106 1967 84464 SH SOLE 84464 0 0 KELLOGG CO COM 487836108 905 18376 SH SOLE 18376 0 0 KENDLE INTERNATIONAL INC COM 48880L107 1553 92870 SH SOLE 92870 0 0 KENNAMETAL INC COM 489170100 15 608 SH SOLE 608 0 0 KEYCORP NEW COM 493267108 3470 533780 SH SOLE 533780 0 0 KILROY RLTY CORP COM 49427F108 680 24527 SH SOLE 24527 0 0 KIMBERLY CLARK CORP COM 494368103 14737 249869 SH SOLE 249869 0 0 KIMCO REALTY CORP COM 49446R109 685 52526 SH SOLE 52526 0 0 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 10203 215476 SH SOLE 215476 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 7331 198231 SH SOLE 198231 0 0 KING PHARMACEUTICALS INC COM 495582108 4829 448342 SH SOLE 448342 0 0 KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 467 544000 PRN SOLE 544000 0 0 KIRBY CORP COM 497266106 9208 250086 SH SOLE 250086 0 0 KLA-TENCOR CORP COM 482480100 5472 152597 SH SOLE 152597 0 0 KNIGHT CAPITAL GROUP INC CL A 499005106 1074 49385 SH SOLE 49385 0 0 KNIGHT TRANSN INC COM 499064103 777 46332 SH SOLE 46332 0 0 KNOLL INC COM NEW 498904200 830 79618 SH SOLE 79618 0 0 KOHLS CORP COM 500255104 14968 262358 SH SOLE 262358 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 267 10956 SH SOLE 10956 0 0 KORN FERRY INTL COM NEW 500643200 40 2708 SH SOLE 2708 0 0 KRAFT FOODS INC CL A 50075N104 5467 208126 SH SOLE 208126 0 0 KROGER CO COM 501044101 41945 2032238 SH SOLE 2032238 0 0 KULICKE & SOFFA INDS INC NOTE 0.875% 6/0 501242AT8 889 1086000 PRN SOLE 1086000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 32129 400012 SH SOLE 400012 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1807 27499 SH SOLE 27499 0 0 LAKELAND FINL CORP COM 511656100 162 7832 SH SOLE 7832 0 0 LAM RESEARCH CORP COM 512807108 146 4274 SH SOLE 4274 0 0 LAMAR ADVERTISING CO CL A 512815101 164 5974 SH SOLE 5974 0 0 LANCASTER COLONY CORP COM 513847103 2027 39544 SH SOLE 39544 0 0 LANCE INC COM 514606102 48 1860 SH SOLE 1860 0 0 LANDAUER INC COM 51476K103 1053 19154 SH SOLE 19154 0 0 LANDEC CORP COM 514766104 316 49411 SH SOLE 49411 0 0 LANDSTAR SYS INC COM 515098101 6291 165299 SH SOLE 165299 0 0 LAS VEGAS SANDS CORP COM 517834107 247 14662 SH SOLE 14662 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 285 14503 SH SOLE 14503 0 0 LAUDER ESTEE COS INC CL A 518439104 12941 349012 SH SOLE 349012 0 0 LAYNE CHRISTENSEN CO COM 521050104 476 14838 SH SOLE 14838 0 0 LAZARD LTD SHS A G54050102 2029 49119 SH SOLE 49119 0 0 LEGG MASON INC COM 524901105 6620 213329 SH SOLE 213329 0 0 LEGGETT & PLATT INC COM 524660107 749 38591 SH SOLE 38591 0 0 LENDER PROCESSING SVCS INC COM 52602E102 517 13533 SH SOLE 13533 0 0 LENNOX INTL INC COM 526107107 13 353 SH SOLE 353 0 0 LEUCADIA NATL CORP COM 527288104 276 11172 SH SOLE 11172 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK5 410 516000 PRN SOLE 516000 0 0 LEXINGTON REALTY TRUST COM 529043101 55 10692 SH SOLE 10692 0 0 LEXMARK INTL NEW CL A 529771107 1658 76969 SH SOLE 76969 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 344 23989 SH SOLE 23989 0 0 LHC GROUP INC COM 50187A107 371 12404 SH SOLE 12404 0 0 LIBERTY GLOBAL INC COM SER C 530555309 815 36271 SH SOLE 36271 0 0 LIBERTY GLOBAL INC COM SER A 530555101 2916 129198 SH SOLE 129198 0 0 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 2 3000 PRN SOLE 3000 0 0 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 11543 371027 SH SOLE 371027 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 994 47525 SH SOLE 47525 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 89 8135 SH SOLE 8135 0 0 LIBERTY PPTY TR SH BEN INT 531172104 828 25442 SH SOLE 25442 0 0 LIFE PARTNERS HOLDINGS INC COM 53215T106 138 7697 SH SOLE 7697 0 0 LIFE SCIENCES RESH INC COM 532169109 190 23829 SH SOLE 23829 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 2839 60979 SH SOLE 60979 0 0 LIFE TIME FITNESS INC COM 53217R207 324 11547 SH SOLE 11547 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 780 28842 SH SOLE 28842 0 0 LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 339 399000 PRN SOLE 399000 0 0 LILLY ELI & CO COM 532457108 1919 58107 SH SOLE 58107 0 0 LIMITED BRANDS INC COM 532716107 4499 264828 SH SOLE 264828 0 0 LINCARE HLDGS INC COM 532791100 1677 53675 SH SOLE 53675 0 0 LINCARE HLDGS INC DBCV 2.750%11/0 532791AE0 294 296000 PRN SOLE 296000 0 0 LINCOLN EDL SVCS CORP COM 533535100 722 31542 SH SOLE 31542 0 0 LINCOLN ELEC HLDGS INC COM 533900106 607 12785 SH SOLE 12785 0 0 LINCOLN NATL CORP IND COM 534187109 6774 261438 SH SOLE 261438 0 0 LINDSAY CORP COM 535555106 733 18620 SH SOLE 18620 0 0 LINEAR TECHNOLOGY CORP COM 535678106 6680 241784 SH SOLE 241784 0 0 LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 1 1000 PRN SOLE 1000 0 0 LIONS GATE ENTMNT CORP NOTE 3.625% 3/1 535919AG9 235 266000 PRN SOLE 266000 0 0 LIVE NATION INC NOTE 2.875% 7/1 538034AB5 368 515000 PRN SOLE 515000 0 0 LKQ CORP COM 501889208 10418 561903 SH SOLE 561903 0 0 LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 31498 4722331 SH SOLE 4722331 0 0 LOCKHEED MARTIN CORP COM 539830109 123251 1578520 SH SOLE 1578520 0 0 LOEWS CORP COM 540424108 719 20986 SH SOLE 20986 0 0 LOGITECH INTL S A SHS H50430232 1104 60079 SH SOLE 60079 0 0 LORILLARD INC COM 544147101 48741 656008 SH SOLE 656008 0 0 LOUISIANA PAC CORP COM 546347105 465 69760 SH SOLE 69760 0 0 LOWES COS INC COM 548661107 14706 702299 SH SOLE 702299 0 0 LSB INDS INC COM 502160104 284 18213 SH SOLE 18213 0 0 LSI CORPORATION COM 502161102 623 113405 SH SOLE 113405 0 0 LUBRIZOL CORP COM 549271104 690 9652 SH SOLE 9652 0 0 LUFKIN INDS INC COM 549764108 2051 38572 SH SOLE 38572 0 0 LULULEMON ATHLETICA INC COM 550021109 2095 92071 SH SOLE 92071 0 0 LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 173 6708 SH SOLE 6708 0 0 M & T BK CORP COM 55261F104 225 3618 SH SOLE 3618 0 0 M D C HLDGS INC COM 552676108 123 3548 SH SOLE 3548 0 0 MACERICH CO COM 554382101 6031 198837 SH SOLE 198837 0 0 MACK CALI RLTY CORP COM 554489104 1048 32416 SH SOLE 32416 0 0 MACROVISION CORP NOTE 2.625% 8/1 555904AB7 363 280000 PRN SOLE 280000 0 0 MACYS INC COM 55616P104 10951 598758 SH SOLE 598758 0 0 MADDEN STEVEN LTD COM 556269108 1271 34528 SH SOLE 34528 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 51 1647 SH SOLE 1647 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 2 276 SH SOLE 276 0 0 MAIDENFORM BRANDS INC COM 560305104 552 34347 SH SOLE 34347 0 0 MAKITA CORP ADR NEW 560877300 4559 144441 SH SOLE 144441 0 0 MAKO SURGICAL CORP COM 560879108 1 153 SH SOLE 153 0 0 MANHATTAN ASSOCS INC COM 562750109 2378 117706 SH SOLE 117706 0 0 MANPOWER INC COM 56418H100 1133 19984 SH SOLE 19984 0 0 MANTECH INTL CORP CL A 564563104 33 709 SH SOLE 709 0 0 MANULIFE FINL CORP COM 56501R106 0 19 SH SOLE 19 0 0 MARATHON OIL CORP COM 565849106 66033 2069995 SH SOLE 2069995 0 0 MARINER ENERGY INC COM 56845T305 255 17950 SH SOLE 17950 0 0 MARKEL CORP COM 570535104 9708 29434 SH SOLE 29434 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 8721 192558 SH SOLE 0 0 192558 MARRIOTT INTL INC NEW CL A 571903202 146 5292 SH SOLE 5292 0 0 MARSH & MCLENNAN COS INC COM 571748102 114 4618 SH SOLE 4618 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 1234 152909 SH SOLE 152909 0 0 MARTEK BIOSCIENCES CORP COM 572901106 644 28500 SH SOLE 28500 0 0 MARTEN TRANS LTD COM 573075108 599 35136 SH SOLE 35136 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 579 11678 SH SOLE 11678 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 7588 468704 SH SOLE 468704 0 0 MASCO CORP COM 574599106 2369 183324 SH SOLE 183324 0 0 MASIMO CORP COM 574795100 953 36391 SH SOLE 36391 0 0 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 320 402000 PRN SOLE 402000 0 0 MASSEY ENERGY CORP COM 576206106 47 1679 SH SOLE 1679 0 0 MASTEC INC COM 576323109 379 31189 SH SOLE 31189 0 0 MASTERCARD INC CL A 57636Q104 38896 192413 SH SOLE 192413 0 0 MATTEL INC COM 577081102 9974 540284 SH SOLE 540284 0 0 MATTHEWS INTL CORP CL A 577128101 6407 181086 SH SOLE 181086 0 0 MAX CAPITAL GROUP LTD SHS G6052F103 1732 81060 SH SOLE 81060 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 604 33298 SH SOLE 33298 0 0 MAXTOR CORP NOTE 2.375% 8/1 577729AE6 294 273000 PRN SOLE 273000 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 1345 72978 SH SOLE 72978 0 0 MCAFEE INC COM 579064106 8067 184220 SH SOLE 184220 0 0 MCCORMICK & CO INC COM NON VTG 579780206 5 157 SH SOLE 157 0 0 MCDERMOTT INTL INC COM 580037109 15985 632551 SH SOLE 632551 0 0 MCDONALDS CORP COM 580135101 77390 1356046 SH SOLE 1356046 0 0 MCGRATH RENTCORP COM 580589109 1426 67034 SH SOLE 67034 0 0 MCGRAW HILL COS INC COM 580645109 11775 468394 SH SOLE 468394 0 0 MCKESSON CORP COM 58155Q103 1587 26656 SH SOLE 26656 0 0 MCMORAN EXPLORATION CO COM 582411104 1 124 SH SOLE 124 0 0 MCMORAN EXPLORATION CO NOTE 5.250%10/0 582411AE4 382 417000 PRN SOLE 417000 0 0 MDC PARTNERS INC CL A SUB VTG 552697104 3 361 SH SOLE 361 0 0 MDU RES GROUP INC COM 552690109 349 16733 SH SOLE 16733 0 0 MEAD JOHNSON NUTRITION CO COM CL A 582839106 21 456 SH SOLE 456 0 0 MEADWESTVACO CORP COM 583334107 5695 255252 SH SOLE 255252 0 0 MEDALLION FINL CORP COM 583928106 1 137 SH SOLE 137 0 0 MEDASSETS INC COM 584045108 909 40274 SH SOLE 40274 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 78678 1422487 SH SOLE 1422487 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 6795 318247 SH SOLE 318247 0 0 MEDIVATION INC COM 58501N101 339 12485 SH SOLE 12485 0 0 MEDNAX INC COM 58502B106 1615 29408 SH SOLE 29408 0 0 MEDTRONIC INC COM 585055106 42040 1142378 SH SOLE 1142378 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 173 175000 PRN SOLE 175000 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 243 14856 SH SOLE 14856 0 0 MEMC ELECTR MATLS INC COM 552715104 500 30052 SH SOLE 30052 0 0 MENS WEARHOUSE INC COM 587118100 692 27997 SH SOLE 27997 0 0 MENTOR GRAPHICS CORP FRNT 8/0 587200AD8 771 795000 PRN SOLE 795000 0 0 MERCADOLIBRE INC COM 58733R102 2 60 SH SOLE 60 0 0 MERCK & CO INC COM 589331107 91373 2888819 SH SOLE 2888819 0 0 MERCURY GENL CORP NEW COM 589400100 11 305 SH SOLE 305 0 0 MERGE HEALTHCARE INC COM 589499102 2 428 SH SOLE 428 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 1185 47399 SH SOLE 47399 0 0 MERIT MED SYS INC COM 589889104 279 16107 SH SOLE 16107 0 0 MERITAGE HOMES CORP COM 59001A102 2 103 SH SOLE 103 0 0 METAVANTE TECHNOLOGIES INC COM 591407101 304 8827 SH SOLE 8827 0 0 METHANEX CORP COM 59151K108 9 518 SH SOLE 518 0 0 METLIFE INC COM 59156R108 69508 1825783 SH SOLE 1825783 0 0 METROPCS COMMUNICATIONS INC COM 591708102 501 53493 SH SOLE 53493 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 6016 66410 SH SOLE 66410 0 0 MFA FINANCIAL INC COM 55272X102 2510 315282 SH SOLE 315282 0 0 MGM MIRAGE COM 552953101 303 25126 SH SOLE 25126 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 25410 958885 SH SOLE 958885 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 1 1000 PRN SOLE 1000 0 0 MICRON TECHNOLOGY INC COM 595112103 439 53511 SH SOLE 53511 0 0 MICROS SYS INC COM 594901100 118 3911 SH SOLE 3911 0 0 MICROSEMI CORP COM 595137100 846 53582 SH SOLE 53582 0 0 MICROSOFT CORP COM 594918104 137559 5348342 SH SOLE 5348342 0 0 MICROSTRATEGY INC CL A NEW 594972408 733 10243 SH SOLE 10243 0 0 MID-AMER APT CMNTYS INC COM 59522J103 4 93 SH SOLE 93 0 0 MIDDLEBY CORP COM 596278101 3237 58847 SH SOLE 58847 0 0 MILLER HERMAN INC COM 600544100 91 5382 SH SOLE 5382 0 0 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 1235 16974 SH SOLE 16974 0 0 MILLIPORE CORP COM 601073109 16364 232668 SH SOLE 232668 0 0 MIRANT CORP NEW COM 60467R100 1557 94787 SH SOLE 94787 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 10875 2036447 SH SOLE 2036447 0 0 MITSUI & CO LTD ADR 606827202 5335 20486 SH SOLE 20486 0 0 MOBILE MINI INC COM 60740F105 1228 70766 SH SOLE 70766 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 822 17031 SH SOLE 17031 0 0 MOHAWK INDS INC COM 608190104 4354 91303 SH SOLE 91303 0 0 MOLEX INC COM 608554101 395 18905 SH SOLE 18905 0 0 MOLEX INC CL A 608554200 144 7640 SH SOLE 7640 0 0 MOLSON COORS BREWING CO CL B 60871R209 449 9219 SH SOLE 9219 0 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 94 83000 PRN SOLE 83000 0 0 MONOLITHIC PWR SYS INC COM 609839105 1071 45684 SH SOLE 45684 0 0 MONRO MUFFLER BRAKE INC COM 610236101 5 149 SH SOLE 149 0 0 MONSANTO CO NEW COM 61166W101 35199 454771 SH SOLE 454771 0 0 MONSTER WORLDWIDE INC COM 611742107 21271 1216898 SH SOLE 1216898 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 618 37889 SH SOLE 37889 0 0 MOODYS CORP COM 615369105 109 5326 SH SOLE 5326 0 0 MOOG INC CL A 615394202 1445 48971 SH SOLE 48971 0 0 MORGAN STANLEY COM NEW 617446448 19691 637678 SH SOLE 637678 0 0 MORNINGSTAR INC COM 617700109 11865 244338 SH SOLE 244338 0 0 MOSAIC CO COM 61945A107 1457 30315 SH SOLE 30315 0 0 MOTOROLA INC COM 620076109 2384 277509 SH SOLE 277509 0 0 MOVADO GROUP INC COM 624580106 696 47898 SH SOLE 47898 0 0 MSC INDL DIRECT INC CL A 553530106 336 7708 SH SOLE 7708 0 0 MSCI INC CL A 55354G100 64 2146 SH SOLE 2146 0 0 MULTI FINELINE ELECTRONIX IN COM 62541B101 4 137 SH SOLE 137 0 0 MURPHY OIL CORP COM 626717102 26134 453946 SH SOLE 453946 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 1728 43263 SH SOLE 43263 0 0 MYLAN INC PFD CONV 628530206 280 273 SH SOLE 273 0 0 MYLAN INC COM 628530107 4871 304242 SH SOLE 304242 0 0 MYRIAD GENETICS INC COM 62855J104 94 3426 SH SOLE 3426 0 0 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 98 101000 PRN SOLE 101000 0 0 NABORS INDUSTRIES LTD SHS G6359F103 2646 126615 SH SOLE 126615 0 0 NASDAQ OMX GROUP INC COM 631103108 2439 115887 SH SOLE 115887 0 0 NATIONAL BK GREECE S A SPONSORED ADR 633643408 3449 478366 SH SOLE 478366 0 0 NATIONAL BK GREECE S A ADR PRF SER A 633643507 3803 156945 SH SOLE 156945 0 0 NATIONAL CINEMEDIA INC COM 635309107 944 55611 SH SOLE 55611 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 22 2524 SH SOLE 2524 0 0 NATIONAL FUEL GAS CO N J COM 636180101 11747 256436 SH SOLE 256436 0 0 NATIONAL GRID PLC SPON ADR NEW 636274300 2136 43808 SH SOLE 43808 0 0 NATIONAL INSTRS CORP COM 636518102 4774 172795 SH SOLE 172795 0 0 NATIONAL OILWELL VARCO INC COM 637071101 21848 506556 SH SOLE 506556 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 212 9895 SH SOLE 9895 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 435 30500 SH SOLE 30500 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 767 24757 SH SOLE 24757 0 0 NATIONWIDE HEALTH PPTYS INC PFD CV B 7.75% 638620302 537 3836 SH SOLE 3836 0 0 NAVIGANT CONSULTING INC COM 63935N107 608 45010 SH SOLE 45010 0 0 NAVIGATORS GROUP INC COM 638904102 293 5330 SH SOLE 5330 0 0 NAVISITE INC COM NEW 63935M208 52 23687 SH SOLE 23687 0 0 NAVISTAR INTL CORP NEW COM 63934E108 362 9671 SH SOLE 9671 0 0 NBTY INC COM 628782104 1648 41628 SH SOLE 41628 0 0 NCR CORP NEW COM 62886E108 473 34227 SH SOLE 34227 0 0 NEKTAR THERAPEUTICS COM 640268108 4 400 SH SOLE 400 0 0 NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T201 193 16794 SH SOLE 16794 0 0 NETAPP INC COM 64110D104 956 35835 SH SOLE 35835 0 0 NETEZZA CORP COM 64111N101 971 86364 SH SOLE 86364 0 0 NETFLIX INC COM 64110L106 1074 23258 SH SOLE 23258 0 0 NETGEAR INC COM 64111Q104 748 40781 SH SOLE 40781 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 1184 26311 SH SOLE 26311 0 0 NEUTRAL TANDEM INC COM 64128B108 258 11341 SH SOLE 11341 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 462 5743 SH SOLE 5743 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 4193 367158 SH SOLE 367158 0 0 NEW YORK CMNTY CAP TR V UNIT 99/99/9999 64944P307 212 5302 SH SOLE 5302 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 5 446 SH SOLE 446 0 0 NEWELL RUBBERMAID INC COM 651229106 480 30613 SH SOLE 30613 0 0 NEWFIELD EXPL CO COM 651290108 27276 640880 SH SOLE 640880 0 0 NEWMARKET CORP COM 651587107 8707 93586 SH SOLE 93586 0 0 NEWMONT MINING CORP COM 651639106 4530 102901 SH SOLE 102901 0 0 NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 173 148000 PRN SOLE 148000 0 0 NEWS CORP CL B 65248E203 339 24215 SH SOLE 24215 0 0 NEWS CORP CL A 65248E104 21061 1760979 SH SOLE 1760979 0 0 NEXEN INC COM 65334H102 5040 223312 SH SOLE 223312 0 0 NICE SYS LTD SPONSORED ADR 653656108 260 8525 SH SOLE 8525 0 0 NIDEC CORP SPONSORED ADR 654090109 3979 195741 SH SOLE 195741 0 0 NII HLDGS INC CL B NEW 62913F201 7561 251537 SH SOLE 251537 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 813 930000 PRN SOLE 930000 0 0 NIKE INC CL B 654106103 45390 701544 SH SOLE 701544 0 0 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 211 9182 SH SOLE 9182 0 0 NISOURCE INC COM 65473P105 22102 1591203 SH SOLE 1591203 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 395 10411 SH SOLE 10411 0 0 NOBLE ENERGY INC COM 655044105 290 4398 SH SOLE 4398 0 0 NOKIA CORP SPONSORED ADR 654902204 36570 2501388 SH SOLE 2501388 0 0 NOMURA HLDGS INC SPONSORED ADR 65535H208 5779 944213 SH SOLE 944213 0 0 NORDSON CORP COM 655663102 6 111 SH SOLE 111 0 0 NORDSTROM INC COM 655664100 736 24108 SH SOLE 24108 0 0 NORFOLK SOUTHERN CORP COM 655844108 11232 260534 SH SOLE 260534 0 0 NORTHEAST UTILS COM 664397106 5311 223704 SH SOLE 223704 0 0 NORTHERN TR CORP COM 665859104 12481 214592 SH SOLE 214592 0 0 NORTHGATE MINERALS CORP COM 666416102 9 3456 SH SOLE 3456 0 0 NORTHROP GRUMMAN CORP COM 666807102 91982 1777437 SH SOLE 1777437 0 0 NORTHWEST NAT GAS CO COM 667655104 1021 24511 SH SOLE 24511 0 0 NORTHWEST PIPE CO COM 667746101 948 28283 SH SOLE 28283 0 0 NORTHWESTERN CORP COM NEW 668074305 871 35642 SH SOLE 35642 0 0 NOVAGOLD RES INC COM NEW 66987E206 189 36990 SH SOLE 36990 0 0 NOVARTIS A G SPONSORED ADR 66987V109 30104 597544 SH SOLE 597544 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 1156 101792 SH SOLE 101792 0 0 NOVELL INC COM 670006105 6796 1506969 SH SOLE 1506969 0 0 NOVELLUS SYS INC COM 670008101 1350 64348 SH SOLE 64348 0 0 NOVO-NORDISK A S ADR 670100205 35352 561583 SH SOLE 561583 0 0 NRG ENERGY INC COM NEW 629377508 2830 100386 SH SOLE 100386 0 0 NSTAR COM 67019E107 44 1369 SH SOLE 1369 0 0 NTELOS HLDGS CORP COM 67020Q107 2085 118057 SH SOLE 118057 0 0 NTT DOCOMO INC SPONS ADR 62942M201 30 1921 SH SOLE 1921 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 798 43047 SH SOLE 43047 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 2676 178867 SH SOLE 178867 0 0 NUCOR CORP COM 670346105 12910 274627 SH SOLE 274627 0 0 NUVASIVE INC COM 670704105 510 12202 SH SOLE 12202 0 0 NV ENERGY INC COM 67073Y106 240 20687 SH SOLE 20687 0 0 NVIDIA CORP COM 67066G104 20561 1368010 SH SOLE 1368010 0 0 NVR INC COM 62944T105 333 523 SH SOLE 523 0 0 NYSE EURONEXT COM 629491101 11877 411099 SH SOLE 411099 0 0 O REILLY AUTOMOTIVE INC COM 686091109 9994 276529 SH SOLE 276529 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 116629 1487612 SH SOLE 1487612 0 0 OCEANEERING INTL INC COM 675232102 4493 79172 SH SOLE 79172 0 0 OFFICE DEPOT INC COM 676220106 165 24953 SH SOLE 24953 0 0 OGE ENERGY CORP COM 670837103 8285 250448 SH SOLE 250448 0 0 OIL STS INTL INC COM 678026105 663 18881 SH SOLE 18881 0 0 OILSANDS QUEST INC COM 678046103 119 105649 SH SOLE 105649 0 0 OLD DOMINION FGHT LINES INC COM 679580100 9678 318031 SH SOLE 318031 0 0 OLD NATL BANCORP IND COM 680033107 1181 105483 SH SOLE 105483 0 0 OLD REP INTL CORP COM 680223104 24 1952 SH SOLE 1952 0 0 OM GROUP INC COM 670872100 373 12280 SH SOLE 12280 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 4974 310514 SH SOLE 310514 0 0 OMNICARE INC COM 681904108 3485 154750 SH SOLE 154750 0 0 OMNICARE INC DBCV 3.250%12/1 681904AL2 707 921000 PRN SOLE 921000 0 0 OMNICOM GROUP INC COM 681919106 22533 609984 SH SOLE 609984 0 0 OMNITURE INC COM 68212S109 1073 50024 SH SOLE 50024 0 0 ON SEMICONDUCTOR CORP COM 682189105 3148 381525 SH SOLE 381525 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 465 433000 PRN SOLE 433000 0 0 ONEOK INC NEW COM 682680103 2084 56905 SH SOLE 56905 0 0 ONYX PHARMACEUTICALS INC COM 683399109 1802 60129 SH SOLE 60129 0 0 OPEN TEXT CORP COM 683715106 147 3931 SH SOLE 3931 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 233 17227 SH SOLE 17227 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 741 42854 SH SOLE 42854 0 0 ORACLE CORP COM 68389X105 104058 4993206 SH SOLE 4993206 0 0 ORBITAL SCIENCES CORP COM 685564106 502 33558 SH SOLE 33558 0 0 ORBITAL SCIENCES CORP NOTE 2.438% 1/1 685564AN6 2 2000 PRN SOLE 2000 0 0 ORIENT-EXPRESS HOTELS LTD CL A G67743107 447 38798 SH SOLE 38798 0 0 ORION MARINE GROUP INC COM 68628V308 93 4506 SH SOLE 4506 0 0 ORTHOFIX INTL N V COM N6748L102 1089 37040 SH SOLE 37040 0 0 OSHKOSH CORP COM 688239201 68 2211 SH SOLE 2211 0 0 OSI PHARMACEUTICALS INC COM 671040103 721 20425 SH SOLE 20425 0 0 OSI PHARMACEUTICALS INC SDCV 3.000% 1/1 671040AH6 400 435000 PRN SOLE 435000 0 0 OSI SYSTEMS INC COM 671044105 16 891 SH SOLE 891 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 850 22750 SH SOLE 22750 0 0 OWENS & MINOR INC NEW COM 690732102 3077 67992 SH SOLE 67992 0 0 OWENS CORNING NEW COM 690742101 13047 581150 SH SOLE 581150 0 0 OWENS ILL INC COM NEW 690768403 2701 73186 SH SOLE 73186 0 0 OYO GEOSPACE CORP COM 671074102 942 36472 SH SOLE 36472 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 2 65 SH SOLE 65 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 2230 62478 SH SOLE 62478 0 0 PACCAR INC COM 693718108 1561 41405 SH SOLE 41405 0 0 PACTIV CORP COM 695257105 42733 1640437 SH SOLE 1640437 0 0 PACWEST BANCORP DEL COM 695263103 1573 82596 SH SOLE 82596 0 0 PALL CORP COM 696429307 1591 49295 SH SOLE 49295 0 0 PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 158 9776 SH SOLE 9776 0 0 PAN AMERICAN SILVER CORP COM 697900108 79 3485 SH SOLE 3485 0 0 PANERA BREAD CO CL A 69840W108 265 4810 SH SOLE 4810 0 0 PANTRY INC NOTE 3.000%11/1 698657AL7 510 619000 PRN SOLE 619000 0 0 PAPA JOHNS INTL INC COM 698813102 561 22841 SH SOLE 22841 0 0 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 370 26737 SH SOLE 26737 0 0 PAREXEL INTL CORP COM 699462107 482 35466 SH SOLE 35466 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 1222 49591 SH SOLE 49591 0 0 PARKER HANNIFIN CORP COM 701094104 10297 198636 SH SOLE 198636 0 0 PARKWAY PPTYS INC COM 70159Q104 669 33981 SH SOLE 33981 0 0 PARTNER COMMUNICATIONS CO LT ADR 70211M109 152 8063 SH SOLE 8063 0 0 PARTNERRE LTD COM G6852T105 6031 78380 SH SOLE 78380 0 0 PATRIOT COAL CORP COM 70336T104 203 17274 SH SOLE 17274 0 0 PATTERSON COMPANIES INC COM 703395103 1890 69373 SH SOLE 69373 0 0 PATTERSON UTI ENERGY INC COM 703481101 791 52396 SH SOLE 52396 0 0 PAYCHEX INC COM 704326107 1446 49766 SH SOLE 49766 0 0 PC MALL INC COM 69323K100 0 58 SH SOLE 58 0 0 PDI INC COM 69329V100 82 17948 SH SOLE 17948 0 0 PDL BIOPHARMA INC COM 69329Y104 716 90841 SH SOLE 90841 0 0 PEABODY ENERGY CORP COM 704549104 28394 762857 SH SOLE 762857 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 4 5000 PRN SOLE 5000 0 0 PEETS COFFEE & TEA INC COM 705560100 1565 55446 SH SOLE 55446 0 0 PEGASYSTEMS INC COM 705573103 714 20680 SH SOLE 20680 0 0 PENN NATL GAMING INC COM 707569109 19227 695125 SH SOLE 695125 0 0 PENN VA CORP NOTE 4.500%11/1 707882AA4 592 658000 PRN SOLE 658000 0 0 PENNEY J C INC COM 708160106 10086 298832 SH SOLE 298832 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 936 48780 SH SOLE 48780 0 0 PENTAIR INC COM 709631105 1151 39006 SH SOLE 39006 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 602 38681 SH SOLE 38681 0 0 PEPCO HOLDINGS INC COM 713291102 1090 73241 SH SOLE 73241 0 0 PEPSI BOTTLING GROUP INC COM 713409100 6342 174035 SH SOLE 174035 0 0 PEPSIAMERICAS INC COM 71343P200 61 2129 SH SOLE 2129 0 0 PEPSICO INC COM 713448108 98465 1678568 SH SOLE 1678568 0 0 PERKINELMER INC COM 714046109 260 13490 SH SOLE 13490 0 0 PEROT SYS CORP CL A 714265105 12 418 SH SOLE 418 0 0 PERRIGO CO COM 714290103 12231 359851 SH SOLE 359851 0 0 PETMED EXPRESS INC COM 716382106 133 7062 SH SOLE 7062 0 0 PETROHAWK ENERGY CORP COM 716495106 10407 429864 SH SOLE 429864 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 52081 1134661 SH SOLE 1134661 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 8804 223959 SH SOLE 223959 0 0 PETROQUEST ENERGY INC COM 716748108 2 255 SH SOLE 255 0 0 PETSMART INC COM 716768106 946 43490 SH SOLE 43490 0 0 PFIZER INC COM 717081103 141961 8577703 SH SOLE 8577703 0 0 PG&E CORP COM 69331C108 32525 803282 SH SOLE 803282 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 15251 695108 SH SOLE 695108 0 0 PHARMERICA CORP COM 71714F104 541 29132 SH SOLE 29132 0 0 PHH CORP COM NEW 693320202 6 283 SH SOLE 283 0 0 PHILIP MORRIS INTL INC COM 718172109 181627 3726438 SH SOLE 3726438 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 6352 148443 SH SOLE 148443 0 0 PIONEER NAT RES CO COM 723787107 14425 397503 SH SOLE 397503 0 0 PIPER JAFFRAY COS COM 724078100 792 16603 SH SOLE 16603 0 0 PITNEY BOWES INC COM 724479100 2002 80553 SH SOLE 80553 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 123 2659 SH SOLE 2659 0 0 PLAINS EXPL& PRODTN CO COM 726505100 4713 170386 SH SOLE 170386 0 0 PLANTRONICS INC NEW COM 727493108 5 169 SH SOLE 169 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 2069 57722 SH SOLE 57722 0 0 PLEXUS CORP COM 729132100 7761 294641 SH SOLE 294641 0 0 PLUM CREEK TIMBER CO INC COM 729251108 769 25114 SH SOLE 25114 0 0 PMC-SIERRA INC COM 69344F106 908 95019 SH SOLE 95019 0 0 PNC FINL SVCS GROUP INC COM 693475105 27208 559949 SH SOLE 559949 0 0 POLARIS INDS INC COM 731068102 1028 25208 SH SOLE 25208 0 0 POLO RALPH LAUREN CORP CL A 731572103 8747 114158 SH SOLE 114158 0 0 POLYCOM INC COM 73172K104 1482 55407 SH SOLE 55407 0 0 POOL CORPORATION COM 73278L105 684 30772 SH SOLE 30772 0 0 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 326 7189 SH SOLE 7189 0 0 POSCO SPONSORED ADR 693483109 1007 9693 SH SOLE 9693 0 0 POST PPTYS INC COM 737464107 159 8843 SH SOLE 8843 0 0 POTASH CORP SASK INC COM 73755L107 18098 200337 SH SOLE 200337 0 0 POTLATCH CORP NEW COM 737630103 10 367 SH SOLE 367 0 0 POWER INTEGRATIONS INC COM 739276103 4034 121029 SH SOLE 121029 0 0 POWER-ONE INC COM 739308104 1214 622778 SH SOLE 622778 0 0 POWERSHARES GLOBAL ETF TRUST AGG PFD PORT 73936T565 448 33123 SH SOLE 0 0 33123 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 48 1143 SH SOLE 0 0 1143 PPG INDS INC COM 693506107 55356 950965 SH SOLE 950965 0 0 PPL CORP COM 69351T106 4965 163656 SH SOLE 163656 0 0 PRAXAIR INC COM 74005P104 44104 539893 SH SOLE 539893 0 0 PRECISION CASTPARTS CORP COM 740189105 5442 53420 SH SOLE 53420 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 586 70484 SH SOLE 70484 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 190 27040 SH SOLE 27040 0 0 PRICE T ROWE GROUP INC COM 74144T108 599 13116 SH SOLE 13116 0 0 PRICELINE COM INC COM NEW 741503403 22805 137531 SH SOLE 137531 0 0 PRICESMART INC COM 741511109 42 2252 SH SOLE 2252 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 957 34932 SH SOLE 34932 0 0 PRIVATEBANCORP INC COM 742962103 4 167 SH SOLE 167 0 0 PROASSURANCE CORP COM 74267C106 3785 72529 SH SOLE 72529 0 0 PROCTER & GAMBLE CO COM 742718109 94185 1626127 SH SOLE 1626127 0 0 PROGRESS ENERGY INC COM 743263105 3899 99818 SH SOLE 99818 0 0 PROGRESSIVE CORP OHIO COM 743315103 46 2753 SH SOLE 2753 0 0 PROLOGIS SH BEN INT 743410102 6870 576337 SH SOLE 576337 0 0 PROSHARES TR PSHS SHTFINL ETF 74347R230 0 1 SH SOLE 0 0 1 PROSPERITY BANCSHARES INC COM 743606105 100 2873 SH SOLE 2873 0 0 PROTECTIVE LIFE CORP COM 743674103 3105 144963 SH SOLE 144963 0 0 PROVIDENCE SVC CORP COM 743815102 116 9922 SH SOLE 9922 0 0 PRUDENTIAL FINL INC COM 744320102 47166 945025 SH SOLE 945025 0 0 PRUDENTIAL PLC ADR 74435K204 50542 2624178 SH SOLE 2624178 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 926 18044 SH SOLE 18044 0 0 PSS WORLD MED INC COM 69366A100 4570 209335 SH SOLE 209335 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 725 27103 SH SOLE 27103 0 0 PUBLIC STORAGE COM 74460D109 2736 36359 SH SOLE 36359 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 43114 1371317 SH SOLE 1371317 0 0 PULTE HOMES INC COM 745867101 9852 896482 SH SOLE 896482 0 0 QIAGEN N V ORD N72482107 506 23786 SH SOLE 23786 0 0 QLOGIC CORP COM 747277101 11 635 SH SOLE 635 0 0 QUALCOMM INC COM 747525103 70198 1560643 SH SOLE 1560643 0 0 QUALITY SYS INC COM 747582104 1613 26193 SH SOLE 26193 0 0 QUANTA SVCS INC COM 74762E102 628 28374 SH SOLE 28374 0 0 QUEST DIAGNOSTICS INC COM 74834L100 28001 536527 SH SOLE 536527 0 0 QUEST SOFTWARE INC COM 74834T103 1991 118154 SH SOLE 118154 0 0 QUESTAR CORP COM 748356102 10 279 SH SOLE 279 0 0 QUICKSILVER RESOURCES INC COM 74837R104 290 20420 SH SOLE 20420 0 0 QUIXOTE CORP COM 749056107 164 65861 SH SOLE 65861 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 41939 11007567 SH SOLE 11007567 0 0 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 570 565000 PRN SOLE 565000 0 0 RACKSPACE HOSTING INC COM 750086100 7 416 SH SOLE 416 0 0 RADIANT SYSTEMS INC COM 75025N102 515 47927 SH SOLE 47927 0 0 RADIOSHACK CORP COM 750438103 41803 2522804 SH SOLE 2522804 0 0 RADVISION LTD ORD M81869105 2 269 SH SOLE 269 0 0 RALCORP HLDGS INC NEW COM 751028101 5944 101652 SH SOLE 101652 0 0 RANGE RES CORP COM 75281A109 5581 113077 SH SOLE 113077 0 0 RAVEN INDS INC COM 754212108 1992 74520 SH SOLE 74520 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 14490 622428 SH SOLE 622428 0 0 RAYONIER INC COM 754907103 1603 39172 SH SOLE 39172 0 0 RAYTHEON CO COM NEW 755111507 40034 834573 SH SOLE 834573 0 0 REALTY INCOME CORP COM 756109104 195 7594 SH SOLE 7594 0 0 RED HAT INC COM 756577102 766 27706 SH SOLE 27706 0 0 REDWOOD TR INC COM 758075402 657 42410 SH SOLE 42410 0 0 REED ELSEVIER N V SPONS ADR NEW 758204200 3612 159814 SH SOLE 159814 0 0 REED ELSEVIER P L C SPONS ADR NEW 758205207 5084 169009 SH SOLE 169009 0 0 REGAL BELOIT CORP COM 758750103 9247 202298 SH SOLE 202298 0 0 REGAL ENTMT GROUP CL A 758766109 5624 456490 SH SOLE 456490 0 0 REGENCY CTRS CORP COM 758849103 491 13254 SH SOLE 13254 0 0 REGENERON PHARMACEUTICALS COM 75886F107 1646 85281 SH SOLE 85281 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 421 67867 SH SOLE 67867 0 0 REGIS CORP MINN COM 758932107 4114 265421 SH SOLE 265421 0 0 REHABCARE GROUP INC COM 759148109 481 22179 SH SOLE 22179 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 3600 80709 SH SOLE 80709 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 417 7606 SH SOLE 7606 0 0 RENT A CTR INC NEW COM 76009N100 177 9394 SH SOLE 9394 0 0 REPSOL YPF S A SPONSORED ADR 76026T205 65 2401 SH SOLE 2401 0 0 REPUBLIC SVCS INC COM 760759100 17040 641309 SH SOLE 641309 0 0 RESEARCH IN MOTION LTD COM 760975102 17288 255633 SH SOLE 255633 0 0 RESMED INC COM 761152107 66 1451 SH SOLE 1451 0 0 RESOURCES CONNECTION INC COM 76122Q105 260 15254 SH SOLE 15254 0 0 REYNOLDS AMERICAN INC COM 761713106 21085 473615 SH SOLE 473615 0 0 RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ9 927 1056000 PRN SOLE 1056000 0 0 RIGHTNOW TECHNOLOGIES INC COM 76657R106 112 7749 SH SOLE 7749 0 0 RIO TINTO PLC SPONSORED ADR 767204100 14190 83329 SH SOLE 83329 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 1855 75592 SH SOLE 75592 0 0 RITE AID CORP NOTE 8.500% 5/1 767754BU7 400 391000 PRN SOLE 391000 0 0 RIVERBED TECHNOLOGY INC COM 768573107 1282 58381 SH SOLE 58381 0 0 RLI CORP COM 749607107 1646 31178 SH SOLE 31178 0 0 ROBBINS & MYERS INC COM 770196103 14 595 SH SOLE 595 0 0 ROBERT HALF INTL INC COM 770323103 60 2414 SH SOLE 2414 0 0 ROCK-TENN CO CL A 772739207 726 15417 SH SOLE 15417 0 0 ROCKWELL COLLINS INC COM 774341101 165 3240 SH SOLE 3240 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 3432 149469 SH SOLE 149469 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 6010 213117 SH SOLE 213117 0 0 ROPER INDS INC NEW COM 776696106 16127 316335 SH SOLE 316335 0 0 ROSETTA RESOURCES INC COM 777779307 20 1351 SH SOLE 1351 0 0 ROSETTA STONE INC COM 777780107 3 110 SH SOLE 110 0 0 ROSS STORES INC COM 778296103 2620 54840 SH SOLE 54840 0 0 ROVI CORP COM 779376102 1962 58386 SH SOLE 58386 0 0 ROWAN COS INC COM 779382100 27854 1207348 SH SOLE 1207348 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 5533 103282 SH SOLE 103282 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 145 6009 SH SOLE 6009 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 42999 751854 SH SOLE 751854 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 685 12277 SH SOLE 12277 0 0 RPM INTL INC COM 749685103 534 28873 SH SOLE 28873 0 0 RRI ENERGY INC COM 74971X107 91 12752 SH SOLE 12752 0 0 RTI INTL METALS INC COM 74973W107 2 86 SH SOLE 86 0 0 RUDDICK CORP COM 781258108 2652 99626 SH SOLE 99626 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 84 11405 SH SOLE 11405 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 450 15503 SH SOLE 15503 0 0 RYDER SYS INC COM 783549108 11729 300273 SH SOLE 300273 0 0 RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 306 8210 SH SOLE 0 0 8210 RYLAND GROUP INC COM 783764103 3 143 SH SOLE 143 0 0 SAFETY INS GROUP INC COM 78648T100 531 16143 SH SOLE 16143 0 0 SAFEWAY INC COM NEW 786514208 3319 168328 SH SOLE 168328 0 0 SAIA INC COM 78709Y105 473 29417 SH SOLE 29417 0 0 SALESFORCE COM INC COM 79466L302 2023 35542 SH SOLE 35542 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 3224 453392 SH SOLE 453392 0 0 SANDERSON FARMS INC COM 800013104 470 12494 SH SOLE 12494 0 0 SANDISK CORP COM 80004C101 273 12580 SH SOLE 12580 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 339 436000 PRN SOLE 436000 0 0 SANDRIDGE ENERGY INC COM 80007P307 8 620 SH SOLE 620 0 0 SANMINA SCI CORP COM NEW 800907206 802 93273 SH SOLE 93273 0 0 SANOFI AVENTIS SPONSORED ADR 80105N105 55986 1515174 SH SOLE 1515174 0 0 SAP AG SPON ADR 803054204 19439 397762 SH SOLE 397762 0 0 SARA LEE CORP COM 803111103 23644 2122483 SH SOLE 2122483 0 0 SATYAM COMPUTER SERVICES LTD ADR 804098101 625 94930 SH SOLE 94930 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 1458 95903 SH SOLE 95903 0 0 SAVVIS INC COM NEW 805423308 970 61313 SH SOLE 61313 0 0 SBA COMMUNICATIONS CORP COM 78388J106 17350 641885 SH SOLE 641885 0 0 SCANA CORP NEW COM 80589M102 839 24040 SH SOLE 24040 0 0 SCANSOURCE INC COM 806037107 1482 52324 SH SOLE 52324 0 0 SCHEIN HENRY INC COM 806407102 6858 124902 SH SOLE 124902 0 0 SCHERING PLOUGH CORP COM 806605101 18395 651139 SH SOLE 651139 0 0 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 880 3626 SH SOLE 3626 0 0 SCHLUMBERGER LTD COM 806857108 20160 338249 SH SOLE 338249 0 0 SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 157 100000 PRN SOLE 100000 0 0 SCHNITZER STL INDS CL A 806882106 1909 35856 SH SOLE 35856 0 0 SCHOOL SPECIALTY INC COM 807863105 892 37605 SH SOLE 37605 0 0 SCHWAB CHARLES CORP NEW COM 808513105 18827 983117 SH SOLE 983117 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1048 19279 SH SOLE 19279 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 6666 421102 SH SOLE 421102 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 13364 311153 SH SOLE 311153 0 0 SEABRIGHT INSURANCE HLDGS IN COM 811656107 394 34514 SH SOLE 34514 0 0 SEACOR HOLDINGS INC COM 811904101 806 9875 SH SOLE 9875 0 0 SEAGATE TECHNOLOGY SHS G7945J104 784 51577 SH SOLE 51577 0 0 SEAHAWK DRILLING INC COM 81201R107 3 84 SH SOLE 84 0 0 SEALED AIR CORP NEW COM 81211K100 62 3149 SH SOLE 3149 0 0 SEARS HLDGS CORP COM 812350106 3777 57825 SH SOLE 57825 0 0 SEATTLE GENETICS INC COM 812578102 796 56766 SH SOLE 56766 0 0 SEI INVESTMENTS CO COM 784117103 7220 366855 SH SOLE 366855 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 956 30904 SH SOLE 0 0 30904 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 3803 149374 SH SOLE 0 0 149374 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 4555 158894 SH SOLE 0 0 158894 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 6098 231499 SH SOLE 0 0 231499 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 6285 420708 SH SOLE 0 0 420708 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 3753 69610 SH SOLE 0 0 69610 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3273 119150 SH SOLE 0 0 119150 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 488 16633 SH SOLE 0 0 16633 SEMPRA ENERGY COM 816851109 15736 315925 SH SOLE 315925 0 0 SEMTECH CORP COM 816850101 906 53239 SH SOLE 53239 0 0 SENOMYX INC COM 81724Q107 83 20665 SH SOLE 20665 0 0 SERVICE CORP INTL COM 817565104 187 26665 SH SOLE 26665 0 0 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 150 2922 SH SOLE 2922 0 0 SHAW GROUP INC COM 820280105 997 31058 SH SOLE 31058 0 0 SHERWIN WILLIAMS CO COM 824348106 26899 447123 SH SOLE 447123 0 0 SHIRE PLC SPONSORED ADR 82481R106 456 8718 SH SOLE 8718 0 0 SHUFFLE MASTER INC COM 825549108 1086 115292 SH SOLE 115292 0 0 SIEMENS A G SPONSORED ADR 826197501 32504 349653 SH SOLE 349653 0 0 SIGMA ALDRICH CORP COM 826552101 618 11450 SH SOLE 11450 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 4 149 SH SOLE 149 0 0 SIGNET JEWELERS LIMITED SHS G81276100 345 13106 SH SOLE 13106 0 0 SILGAN HOLDINGS INC COM 827048109 901 17082 SH SOLE 17082 0 0 SILICON LABORATORIES INC COM 826919102 349 7530 SH SOLE 7530 0 0 SILVER WHEATON CORP COM 828336107 199 15805 SH SOLE 15805 0 0 SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 153 2523 SH SOLE 2523 0 0 SIMON PPTY GROUP INC NEW COM 828806109 8177 117770 SH SOLE 117770 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 1120 44328 SH SOLE 44328 0 0 SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD5 474 564000 PRN SOLE 564000 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 223 7505 SH SOLE 7505 0 0 SJW CORP COM 784305104 166 7276 SH SOLE 7276 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 42 2396 SH SOLE 2396 0 0 SKECHERS U S A INC CL A 830566105 431 25171 SH SOLE 25171 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 324 24503 SH SOLE 24503 0 0 SL GREEN RLTY CORP COM 78440X101 1115 25420 SH SOLE 25420 0 0 SLM CORP COM 78442P106 852 97722 SH SOLE 97722 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 12042 267425 SH SOLE 267425 0 0 SMITH & WESSON HLDG CORP COM 831756101 639 122219 SH SOLE 122219 0 0 SMITH INTL INC COM 832110100 4005 139563 SH SOLE 139563 0 0 SMITH MICRO SOFTWARE INC COM 832154108 247 20001 SH SOLE 20001 0 0 SMITHFIELD FOODS INC COM 832248108 201 14534 SH SOLE 14534 0 0 SMUCKER J M CO COM NEW 832696405 7411 139807 SH SOLE 139807 0 0 SNAP ON INC COM 833034101 9591 275921 SH SOLE 275921 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2415 61720 SH SOLE 61720 0 0 SOHU COM INC COM 83408W103 978 14220 SH SOLE 14220 0 0 SOLARWINDS INC COM 83416B109 1 61 SH SOLE 61 0 0 SOLERA HOLDINGS INC COM 83421A104 2458 79019 SH SOLE 79019 0 0 SOLUTIA INC COM NEW 834376501 5 432 SH SOLE 432 0 0 SONIC CORP COM 835451105 9132 825719 SH SOLE 825719 0 0 SONIC SOLUTIONS COM 835460106 6 1081 SH SOLE 1081 0 0 SONICWALL INC COM 835470105 7448 886635 SH SOLE 886635 0 0 SONOCO PRODS CO COM 835495102 4989 181154 SH SOLE 181154 0 0 SONY CORP ADR NEW 835699307 2743 93950 SH SOLE 93950 0 0 SOTHEBYS COM 835898107 846 49125 SH SOLE 49125 0 0 SOURCEFIRE INC COM 83616T108 376 17491 SH SOLE 17491 0 0 SOUTH JERSEY INDS INC COM 838518108 2308 65377 SH SOLE 65377 0 0 SOUTHERN CO COM 842587107 9077 286625 SH SOLE 286625 0 0 SOUTHERN COPPER CORP COM 84265V105 2300 74932 SH SOLE 74932 0 0 SOUTHERN UN CO NEW COM 844030106 2643 127126 SH SOLE 127126 0 0 SOUTHWEST AIRLS CO COM 844741108 439 45781 SH SOLE 45781 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 178 12644 SH SOLE 12644 0 0 SOUTHWESTERN ENERGY CO COM 845467109 26905 630380 SH SOLE 630380 0 0 SOVRAN SELF STORAGE INC COM 84610H108 298 9787 SH SOLE 9787 0 0 SPARTAN STORES INC COM 846822104 3 195 SH SOLE 195 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 179 1807 SH SOLE 1807 0 0 SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 355 11635 SH SOLE 0 0 11635 SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 9 364 SH SOLE 0 0 364 SPDR SERIES TRUST SPDR KBW BK ETF 78464A797 2363 101289 SH SOLE 0 0 101289 SPDR SERIES TRUST S&P DIVID ETF 78464A763 319 7224 SH SOLE 0 0 7224 SPDR SERIES TRUST KBW REGN BK ETF 78464A698 608 28509 SH SOLE 0 0 28509 SPDR SERIES TRUST BRCLYS INTER ETF 78464A672 1565 27005 SH SOLE 0 0 27005 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 852 14579 SH SOLE 0 0 14579 SPDR SERIES TRUST BRCLYS MUNI ETF 78464A458 69 2985 SH SOLE 0 0 2985 SPDR TR UNIT SER 1 78462F103 1380 13072 SH SOLE 0 0 13072 SPECTRA ENERGY CORP COM 847560109 402 21205 SH SOLE 21205 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 63 15862 SH SOLE 15862 0 0 SPSS INC COM 78462K102 597 11955 SH SOLE 11955 0 0 SPX CORP COM 784635104 6176 100796 SH SOLE 100796 0 0 SRA INTL INC CL A 78464R105 9 397 SH SOLE 397 0 0 ST JUDE MED INC COM 790849103 13673 350501 SH SOLE 350501 0 0 ST MARY LD & EXPL CO COM 792228108 1619 49891 SH SOLE 49891 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 786 813000 PRN SOLE 813000 0 0 STAGE STORES INC COM NEW 85254C305 1134 87528 SH SOLE 87528 0 0 STANCORP FINL GROUP INC COM 852891100 3248 80445 SH SOLE 80445 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 86 3695 SH SOLE 3695 0 0 STANLEY WKS COM 854616109 2652 62127 SH SOLE 62127 0 0 STAPLES INC COM 855030102 22365 963183 SH SOLE 963183 0 0 STARBUCKS CORP COM 855244109 5019 243070 SH SOLE 243070 0 0 STARENT NETWORKS CORP COM 85528P108 238 9347 SH SOLE 9347 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2581 78143 SH SOLE 78143 0 0 STATE STR CORP COM 857477103 34977 664960 SH SOLE 664960 0 0 STATOILHYDRO ASA SPONSORED ADR 85771P102 1082 48020 SH SOLE 48020 0 0 STEAK N SHAKE CO COM 857873103 376 31965 SH SOLE 31965 0 0 STEC INC COM 784774101 48 1650 SH SOLE 1650 0 0 STEIN MART INC COM 858375108 2 175 SH SOLE 175 0 0 STEINER LEISURE LTD ORD P8744Y102 1322 36975 SH SOLE 36975 0 0 STERICYCLE INC COM 858912108 8653 178629 SH SOLE 178629 0 0 STERIS CORP COM 859152100 3104 101929 SH SOLE 101929 0 0 STERLITE INDS INDIA LTD ADS 859737207 2017 126325 SH SOLE 126325 0 0 STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK1 358 424000 PRN SOLE 424000 0 0 STIFEL FINL CORP COM 860630102 997 18165 SH SOLE 18165 0 0 STILLWATER MNG CO COM 86074Q102 698 103827 SH SOLE 103827 0 0 STRATASYS INC COM 862685104 2 141 SH SOLE 141 0 0 STRAYER ED INC COM 863236105 498 2290 SH SOLE 2290 0 0 STRYKER CORP COM 863667101 386 8503 SH SOLE 8503 0 0 STUDENT LN CORP COM 863902102 1587 34207 SH SOLE 34207 0 0 STURM RUGER & CO INC COM 864159108 45 3477 SH SOLE 3477 0 0 SUCCESSFACTORS INC COM 864596101 4 309 SH SOLE 309 0 0 SUN HYDRAULICS CORP COM 866942105 255 12112 SH SOLE 12112 0 0 SUNCOR ENERGY INC NEW COM 867224107 20215 584929 SH SOLE 584929 0 0 SUNOCO INC COM 86764P109 12398 435778 SH SOLE 435778 0 0 SUNPOWER CORP COM CL A 867652109 824 27569 SH SOLE 27569 0 0 SUNTRUST BKS INC COM 867914103 1700 75397 SH SOLE 75397 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 237 10502 SH SOLE 10502 0 0 SUPERTEX INC COM 868532102 1 45 SH SOLE 45 0 0 SUPERVALU INC COM 868536103 1287 85425 SH SOLE 85425 0 0 SURMODICS INC COM 868873100 310 12587 SH SOLE 12587 0 0 SVB FINL GROUP COM 78486Q101 107 2475 SH SOLE 2475 0 0 SWITCH & DATA FACILITIES COM COM 871043105 1258 92406 SH SOLE 92406 0 0 SWS GROUP INC COM 78503N107 579 40201 SH SOLE 40201 0 0 SXC HEALTH SOLUTIONS CORP COM 78505P100 190 4071 SH SOLE 4071 0 0 SYBASE INC COM 871130100 2946 75745 SH SOLE 75745 0 0 SYMANTEC CORP COM 871503108 3527 214160 SH SOLE 214160 0 0 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 53 50000 PRN SOLE 50000 0 0 SYMMETRICOM INC COM 871543104 1101 212577 SH SOLE 212577 0 0 SYNAPTICS INC COM 87157D109 1201 47669 SH SOLE 47669 0 0 SYNGENTA AG SPONSORED ADR 87160A100 198 4305 SH SOLE 4305 0 0 SYNIVERSE HLDGS INC COM 87163F106 1798 102728 SH SOLE 102728 0 0 SYNNEX CORP COM 87162W100 642 21061 SH SOLE 21061 0 0 SYNOPSYS INC COM 871607107 4102 182969 SH SOLE 182969 0 0 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 1 94 SH SOLE 94 0 0 SYNOVUS FINL CORP COM 87161C105 4 1178 SH SOLE 1178 0 0 SYSCO CORP COM 871829107 17860 718709 SH SOLE 718709 0 0 T-3 ENERGY SRVCS INC COM 87306E107 252 12769 SH SOLE 12769 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 17016 1552542 SH SOLE 1552542 0 0 TALBOTS INC COM 874161102 205 22259 SH SOLE 22259 0 0 TALEO CORP CL A 87424N104 313 13812 SH SOLE 13812 0 0 TALISMAN ENERGY INC COM 87425E103 2846 164122 SH SOLE 164122 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 125 3350 SH SOLE 3350 0 0 TARGET CORP COM 87612E106 42987 920885 SH SOLE 920885 0 0 TAUBMAN CTRS INC COM 876664103 108 3005 SH SOLE 3005 0 0 TCF FINL CORP COM 872275102 23 1784 SH SOLE 1784 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 1253 63845 SH SOLE 63845 0 0 TECH DATA CORP COM 878237106 15 353 SH SOLE 353 0 0 TECHNE CORP COM 878377100 660 10542 SH SOLE 10542 0 0 TEEKAY CORPORATION COM Y8564W103 0 21 SH SOLE 21 0 0 TEJON RANCH CO DEL COM 879080109 42 1629 SH SOLE 1629 0 0 TEKELEC COM 879101103 593 36094 SH SOLE 36094 0 0 TELECOM HLDRS TR DEPOSITRY RCPT 87927P200 1 35 SH SOLE 0 0 35 TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y201 16 1271 SH SOLE 1271 0 0 TELECOMMUNICATION SYS INC CL A 87929J103 11 1303 SH SOLE 1303 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 453 12581 SH SOLE 12581 0 0 TELEFLEX INC COM 879369106 0 1 SH SOLE 1 0 0 TELEFONICA S A SPONSORED ADR 879382208 14668 176912 SH SOLE 176912 0 0 TELETECH HOLDINGS INC COM 879939106 284 16637 SH SOLE 16637 0 0 TELLABS INC COM 879664100 5101 737091 SH SOLE 737091 0 0 TEMPLE INLAND INC COM 879868107 1343 81787 SH SOLE 81787 0 0 TEMPUR PEDIC INTL INC COM 88023U101 1179 62236 SH SOLE 62236 0 0 TENET HEALTHCARE CORP COM 88033G100 55 9416 SH SOLE 9416 0 0 TERADATA CORP DEL COM 88076W103 28132 1022254 SH SOLE 1022254 0 0 TERADYNE INC COM 880770102 2252 243491 SH SOLE 243491 0 0 TEREX CORP NEW COM 880779103 14 657 SH SOLE 657 0 0 TERRA INDS INC COM 880915103 1606 46331 SH SOLE 46331 0 0 TESCO CORP COM 88157K101 2 225 SH SOLE 225 0 0 TESORO CORP COM 881609101 28239 1885105 SH SOLE 1885105 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 1247 44708 SH SOLE 44708 0 0 TETRA TECH INC NEW COM 88162G103 1862 70200 SH SOLE 70200 0 0 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 173 148000 PRN SOLE 148000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 65 57000 PRN SOLE 57000 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 46759 924818 SH SOLE 924818 0 0 TEXAS INDS INC COM 882491103 5 120 SH SOLE 120 0 0 TEXAS INSTRS INC COM 882508104 31356 1323577 SH SOLE 1323577 0 0 TEXAS ROADHOUSE INC CL A 882681109 1490 140309 SH SOLE 140309 0 0 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 5 283 SH SOLE 283 0 0 TEXTRON INC COM 883203101 644 33950 SH SOLE 33950 0 0 TFS FINL CORP COM 87240R107 200 16811 SH SOLE 16811 0 0 THERAVANCE INC COM 88338T104 342 23386 SH SOLE 23386 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 6527 149465 SH SOLE 149465 0 0 THOMAS & BETTS CORP COM 884315102 17 558 SH SOLE 558 0 0 THOMPSON CREEK METALS CO INC COM 884768102 546 45255 SH SOLE 45255 0 0 THOMSON REUTERS CORP COM 884903105 58 1733 SH SOLE 1733 0 0 THOR INDS INC COM 885160101 358 11568 SH SOLE 11568 0 0 THORATEC CORP COM NEW 885175307 3499 115585 SH SOLE 115585 0 0 THQ INC COM NEW 872443403 1607 234956 SH SOLE 234956 0 0 TIBCO SOFTWARE INC COM 88632Q103 6694 705426 SH SOLE 705426 0 0 TICKETMASTER ENTMT INC COM 88633P302 590 50504 SH SOLE 50504 0 0 TIDEWATER INC COM 886423102 2248 47730 SH SOLE 47730 0 0 TIFFANY & CO NEW COM 886547108 4090 106139 SH SOLE 106139 0 0 TIM HORTONS INC COM 88706M103 68 2397 SH SOLE 2397 0 0 TIME WARNER CABLE INC COM 88732J207 4208 97659 SH SOLE 97659 0 0 TIME WARNER INC COM NEW 887317303 10007 347715 SH SOLE 347715 0 0 TIMKEN CO COM 887389104 6884 293821 SH SOLE 293821 0 0 TITAN INTL INC ILL COM 88830M102 595 66846 SH SOLE 66846 0 0 TITAN MACHY INC COM 88830R101 771 61573 SH SOLE 61573 0 0 TITANIUM METALS CORP COM NEW 888339207 2 215 SH SOLE 215 0 0 TJX COS INC NEW COM 872540109 31022 835038 SH SOLE 835038 0 0 TOMKINS PLC SPONSORED ADR 890030208 5712 476380 SH SOLE 476380 0 0 TORCHMARK CORP COM 891027104 4839 111416 SH SOLE 111416 0 0 TORM A/S SPONSORED ADR 891072100 0 29 SH SOLE 29 0 0 TORO CO COM 891092108 3780 95036 SH SOLE 95036 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 233 3612 SH SOLE 3612 0 0 TORTOISE ENERGY CAP CORP COM 89147U100 2 89 SH SOLE 0 0 89 TORTOISE ENERGY INFRSTRCTR C COM 89147L100 3 97 SH SOLE 0 0 97 TOTAL S A SPONSORED ADR 89151E109 178075 3004986 SH SOLE 3004986 0 0 TOTAL SYS SVCS INC COM 891906109 3268 202852 SH SOLE 202852 0 0 TOWER GROUP INC COM 891777104 63 2581 SH SOLE 2581 0 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 5379 68465 SH SOLE 68465 0 0 TRACTOR SUPPLY CO COM 892356106 1189 24557 SH SOLE 24557 0 0 TRADESTATION GROUP INC COM 89267P105 2 234 SH SOLE 234 0 0 TRANSATLANTIC HLDGS INC COM 893521104 374 7449 SH SOLE 7449 0 0 TRANSDIGM GROUP INC COM 893641100 1248 25054 SH SOLE 25054 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 256 265000 PRN SOLE 265000 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 503 528000 PRN SOLE 528000 0 0 TRANSOCEAN LTD REG SHS H8817H100 51511 602252 SH SOLE 602252 0 0 TRAVELERS COMPANIES INC COM 89417E109 96834 1966978 SH SOLE 1966978 0 0 TREDEGAR CORP COM 894650100 38 2648 SH SOLE 2648 0 0 TREEHOUSE FOODS INC COM 89469A104 1568 43958 SH SOLE 43958 0 0 TREX INC COM 89531P105 246 13528 SH SOLE 13528 0 0 TRIMBLE NAVIGATION LTD COM 896239100 153 6396 SH SOLE 6396 0 0 TRINA SOLAR LIMITED SPON ADR 89628E104 1 33 SH SOLE 33 0 0 TRINITY INDS INC COM 896522109 255 14825 SH SOLE 14825 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 1924 249187 SH SOLE 249187 0 0 TRIUMPH GROUP INC NEW COM 896818101 1806 37637 SH SOLE 37637 0 0 TRUE RELIGION APPAREL INC COM 89784N104 1535 59203 SH SOLE 59203 0 0 TRUEBLUE INC COM 89785X101 2 158 SH SOLE 158 0 0 TRUSTMARK CORP COM 898402102 551 28931 SH SOLE 28931 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 44 2623 SH SOLE 2623 0 0 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 327 20870 SH SOLE 20870 0 0 TTM TECHNOLOGIES INC COM 87305R109 277 24149 SH SOLE 24149 0 0 TUPPERWARE BRANDS CORP COM 899896104 3389 84891 SH SOLE 84891 0 0 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 3504 196067 SH SOLE 196067 0 0 TW TELECOM INC COM 87311L104 3777 280796 SH SOLE 280796 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 561 25168 SH SOLE 25168 0 0 TYCO INTERNATIONAL LTD SHS H89128104 26429 766505 SH SOLE 766505 0 0 TYLER TECHNOLOGIES INC COM 902252105 19 1128 SH SOLE 1128 0 0 TYSON FOODS INC CL A 902494103 1355 107297 SH SOLE 107297 0 0 U S G CORP COM NEW 903293405 186 10855 SH SOLE 10855 0 0 U STORE IT TR COM 91274F104 162 25850 SH SOLE 25850 0 0 UBS AG SHS NEW H89231338 13167 719100 SH SOLE 719100 0 0 UDR INC COM 902653104 11743 746079 SH SOLE 746079 0 0 UGI CORP NEW COM 902681105 6396 255228 SH SOLE 255228 0 0 UIL HLDG CORP COM 902748102 724 27433 SH SOLE 27433 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 138 8339 SH SOLE 8339 0 0 ULTRA PETROLEUM CORP COM 903914109 8171 166891 SH SOLE 166891 0 0 ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P101 2720 67722 SH SOLE 67722 0 0 ULTRAPETROL BAHAMAS LTD COM P94398107 290 58917 SH SOLE 58917 0 0 UMB FINL CORP COM 902788108 569 14065 SH SOLE 14065 0 0 UMPQUA HLDGS CORP COM 904214103 2 156 SH SOLE 156 0 0 UNILEVER N V N Y SHS NEW 904784709 17763 615479 SH SOLE 615479 0 0 UNILEVER PLC SPON ADR NEW 904767704 36218 1262842 SH SOLE 1262842 0 0 UNION PAC CORP COM 907818108 46314 793721 SH SOLE 793721 0 0 UNIT CORP COM 909218109 1000 24240 SH SOLE 24240 0 0 UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 286 272000 PRN SOLE 272000 0 0 UNITED BANKSHARES INC WEST V COM 909907107 2336 119245 SH SOLE 119245 0 0 UNITED NAT FOODS INC COM 911163103 18692 781747 SH SOLE 781747 0 0 UNITED PARCEL SERVICE INC CL B 911312106 12272 217327 SH SOLE 217327 0 0 UNITED RENTALS INC COM 911363109 278 27036 SH SOLE 27036 0 0 UNITED STATES STL CORP NEW COM 912909108 496 11189 SH SOLE 11189 0 0 UNITED STATIONERS INC COM 913004107 264 5536 SH SOLE 5536 0 0 UNITED TECHNOLOGIES CORP COM 913017109 118797 1949735 SH SOLE 1949735 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 277 5664 SH SOLE 5664 0 0 UNITEDHEALTH GROUP INC COM 91324P102 47917 1913617 SH SOLE 1913617 0 0 UNITRIN INC COM 913275103 0 4 SH SOLE 4 0 0 UNIVERSAL CORP VA COM 913456109 56 1350 SH SOLE 1350 0 0 UNIVERSAL ELECTRS INC COM 913483103 1522 74538 SH SOLE 74538 0 0 UNIVERSAL FST PRODS INC COM 913543104 5 128 SH SOLE 128 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 1462 44928 SH SOLE 44928 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 6423 103713 SH SOLE 103713 0 0 UNIVERSAL STAINLESS & ALLOY COM 913837100 10 532 SH SOLE 532 0 0 UNUM GROUP COM 91529Y106 40767 1901452 SH SOLE 1901452 0 0 URBAN OUTFITTERS INC COM 917047102 5451 180660 SH SOLE 180660 0 0 URS CORP NEW COM 903236107 7583 173721 SH SOLE 173721 0 0 US BANCORP DEL COM NEW 902973304 32896 1504863 SH SOLE 1504863 0 0 USA MOBILITY INC COM 90341G103 0 2 SH SOLE 2 0 0 USEC INC COM 90333E108 699 149091 SH SOLE 149091 0 0 USEC INC NOTE 3.000%10/0 90333EAC2 268 387000 PRN SOLE 387000 0 0 UTI WORLDWIDE INC ORD G87210103 1904 131499 SH SOLE 131499 0 0 V F CORP COM 918204108 15925 219869 SH SOLE 219869 0 0 VAIL RESORTS INC COM 91879Q109 273 8144 SH SOLE 8144 0 0 VALE S A ADR 91912E105 11047 477618 SH SOLE 477618 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 436 15524 SH SOLE 15524 0 0 VALERO ENERGY CORP NEW COM 91913Y100 38368 1978735 SH SOLE 1978735 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 297 11498 SH SOLE 11498 0 0 VALLEY NATL BANCORP COM 919794107 15 1227 SH SOLE 1227 0 0 VALMONT INDS INC COM 920253101 1587 18628 SH SOLE 18628 0 0 VALSPAR CORP COM 920355104 11914 433063 SH SOLE 433063 0 0 VANDA PHARMACEUTICALS INC COM 921659108 1174 100893 SH SOLE 100893 0 0 VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 9370 117052 SH SOLE 0 0 117052 VANGUARD BD INDEX FD INC INTERMED TERM 921937819 877 10892 SH SOLE 0 0 10892 VANGUARD INDEX FDS VALUE ETF 922908744 476 10332 SH SOLE 0 0 10332 VANGUARD INDEX FDS GROWTH ETF 922908736 752 15250 SH SOLE 0 0 15250 VANGUARD INDEX FDS LARGE CAP ETF 922908637 1031 21456 SH SOLE 0 0 21456 VANGUARD INDEX FDS SM CP VAL ETF 922908611 5432 101748 SH SOLE 0 0 101748 VANGUARD INDEX FDS SML CP GRW ETF 922908595 5443 94751 SH SOLE 0 0 94751 VANGUARD INDEX FDS REIT ETF 922908553 656 15817 SH SOLE 0 0 15817 VANGUARD INDEX FDS STK MRK ETF 922908769 26093 486900 SH SOLE 0 0 486900 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 13 298 SH SOLE 0 0 298 VANGUARD WORLD FD MEGA VALUE 300 921910840 19557 574189 SH SOLE 0 0 574189 VANGUARD WORLD FD MEGA GRWTH IND 921910816 19596 503109 SH SOLE 0 0 503109 VARIAN INC COM 922206107 11 209 SH SOLE 209 0 0 VARIAN MED SYS INC COM 92220P105 6706 159176 SH SOLE 159176 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 3185 96974 SH SOLE 96974 0 0 VCA ANTECH INC COM 918194101 175 6503 SH SOLE 6503 0 0 VEECO INSTRS INC DEL COM 922417100 752 32261 SH SOLE 32261 0 0 VENTAS INC COM 92276F100 867 22532 SH SOLE 22532 0 0 VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N103 102 2657 SH SOLE 2657 0 0 VERIFONE HLDGS INC COM 92342Y109 3 209 SH SOLE 209 0 0 VERISIGN INC COM 92343E102 8865 374217 SH SOLE 374217 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 92175 3045100 SH SOLE 3045100 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 2104 55518 SH SOLE 55518 0 0 VIACOM INC NEW CL B 92553P201 6100 217562 SH SOLE 217562 0 0 VIRGIN MEDIA INC COM 92769L101 2 147 SH SOLE 147 0 0 VIRGINIA COMM BANCORP INC COM 92778Q109 96 24180 SH SOLE 24180 0 0 VISA INC COM CL A 92826C839 39620 573295 SH SOLE 573295 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 402 50922 SH SOLE 50922 0 0 VISTAPRINT N V SHS N93540107 376 7406 SH SOLE 7406 0 0 VITAL IMAGES INC COM 92846N104 299 23850 SH SOLE 23850 0 0 VIVO PARTICIPACOES S A SPON ADR PFD NEW 92855S200 1360 53852 SH SOLE 53852 0 0 VIVUS INC COM 928551100 357 34248 SH SOLE 34248 0 0 VMWARE INC CL A COM 928563402 371 9243 SH SOLE 9243 0 0 VOCUS INC COM 92858J108 3 135 SH SOLE 135 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 101600 4515558 SH SOLE 4515558 0 0 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 150 154000 PRN SOLE 154000 0 0 VORNADO RLTY TR SH BEN INT 929042109 4212 65386 SH SOLE 65386 0 0 VULCAN MATLS CO COM 929160109 3584 66288 SH SOLE 66288 0 0 W & T OFFSHORE INC COM 92922P106 0 3 SH SOLE 3 0 0 WABTEC CORP COM 929740108 8837 235473 SH SOLE 235473 0 0 WADDELL & REED FINL INC CL A 930059100 30 1060 SH SOLE 1060 0 0 WAL MART STORES INC COM 931142103 80747 1644884 SH SOLE 1644884 0 0 WALGREEN CO COM 931422109 42238 1127246 SH SOLE 1127246 0 0 WALTER ENERGY INC COM 93317Q105 3 43 SH SOLE 43 0 0 WARNACO GROUP INC COM NEW 934390402 2737 62412 SH SOLE 62412 0 0 WASHINGTON FED INC COM 938824109 11 650 SH SOLE 650 0 0 WASHINGTON POST CO CL B 939640108 358 764 SH SOLE 764 0 0 WASTE CONNECTIONS INC COM 941053100 3478 120527 SH SOLE 120527 0 0 WASTE MGMT INC DEL COM 94106L109 18467 619291 SH SOLE 619291 0 0 WATERS CORP COM 941848103 574 10281 SH SOLE 10281 0 0 WATSCO INC COM 942622200 2994 55533 SH SOLE 55533 0 0 WATSON PHARMACEUTICALS INC COM 942683103 47167 1287317 SH SOLE 1287317 0 0 WATSON WYATT WORLDWIDE INC CL A 942712100 245 5633 SH SOLE 5633 0 0 WD-40 CO COM 929236107 2 77 SH SOLE 77 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 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INNOVATIONS INC COM NEW 960908309 3 210 SH SOLE 210 0 0 WET SEAL INC CL A 961840105 2 444 SH SOLE 444 0 0 WEYERHAEUSER CO COM 962166104 6270 171077 SH SOLE 171077 0 0 WGL HLDGS INC COM 92924F106 1919 57902 SH SOLE 57902 0 0 WHIRLPOOL CORP COM 963320106 14 195 SH SOLE 195 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 1917 6245 SH SOLE 6245 0 0 WHITING PETE CORP NEW COM 966387102 19774 343423 SH SOLE 343423 0 0 WHITNEY HLDG CORP COM 966612103 488 51122 SH SOLE 51122 0 0 WHOLE FOODS MKT INC COM 966837106 459 15066 SH SOLE 15066 0 0 WILEY JOHN & SONS INC CL A 968223206 5656 162632 SH SOLE 162632 0 0 WILLBROS GROUP INC DEL COM 969203108 743 48777 SH SOLE 48777 0 0 WILLIAMS COS INC DEL COM 969457100 700 39190 SH SOLE 39190 0 0 WILLIAMS SONOMA INC COM 969904101 338 16721 SH SOLE 16721 0 0 WILLIS GROUP HOLDINGS LTD SHS G96655108 2288 81074 SH SOLE 81074 0 0 WILMINGTON TRUST CORP COM 971807102 1 90 SH SOLE 90 0 0 WINDSTREAM CORP COM 97381W104 2058 203124 SH SOLE 203124 0 0 WINN DIXIE STORES INC COM NEW 974280307 26 2003 SH SOLE 2003 0 0 WINTRUST FINANCIAL CORP COM 97650W108 1025 36663 SH SOLE 36663 0 0 WISCONSIN ENERGY CORP COM 976657106 4127 91358 SH SOLE 91358 0 0 WMS INDS INC COM 929297109 1608 36085 SH SOLE 36085 0 0 WOLVERINE WORLD WIDE INC COM 978097103 1832 73749 SH SOLE 73749 0 0 WONDER AUTO TECHNOLOGY INC COM 978166106 3 257 SH SOLE 257 0 0 WOODWARD GOVERNOR CO COM 980745103 318 13091 SH SOLE 13091 0 0 WORLD FUEL SVCS CORP COM 981475106 844 17567 SH SOLE 17567 0 0 WORTHINGTON INDS INC COM 981811102 986 70971 SH SOLE 70971 0 0 WPP PLC ADR 92933H101 18836 438361 SH SOLE 438361 0 0 WRIGHT EXPRESS CORP COM 98233Q105 1196 40532 SH SOLE 40532 0 0 WRIGHT MED GROUP INC COM 98235T107 1906 106706 SH SOLE 106706 0 0 WSFS FINL CORP COM 929328102 257 9661 SH SOLE 9661 0 0 WYETH COM 983024100 32870 676614 SH SOLE 676614 0 0 WYNN RESORTS LTD COM 983134107 928 13085 SH SOLE 13085 0 0 XEROX CORP COM 984121103 4371 564747 SH SOLE 564747 0 0 XILINX INC COM 983919101 10489 447859 SH SOLE 447859 0 0 XL CAP LTD CL A G98255105 841 48141 SH SOLE 48141 0 0 XTO ENERGY INC COM 98385X106 34118 825693 SH SOLE 825693 0 0 YAHOO INC COM 984332106 12745 715588 SH SOLE 715588 0 0 YOUNG INNOVATIONS INC COM 987520103 1220 46371 SH SOLE 46371 0 0 YUM BRANDS INC COM 988498101 14452 428083 SH SOLE 428083 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 2 89 SH SOLE 89 0 0 ZENITH NATL INS CORP COM 989390109 3 100 SH SOLE 100 0 0 ZHONGPIN INC COM 98952K107 141 9585 SH SOLE 9585 0 0 ZIMMER HLDGS INC COM 98956P102 8876 166059 SH SOLE 166059 0 0 ZIONS BANCORPORATION COM 989701107 463 25781 SH SOLE 25781 0 0 ZOLL MED CORP COM 989922109 269 12479 SH SOLE 12479 0 0 ZOLTEK COS INC COM 98975W104 400 38121 SH SOLE 38121 0 0 ZUMIEZ INC COM 989817101 3 155 SH SOLE 155 0 0 3COM CORP COM 885535104 473 90486 SH SOLE 90486 0 0 3M CO COM 88579Y101 36447 493867 SH SOLE 493867 0 0 3M CO NOTE 11/2 88579YAB7 71 83000 PRN SOLE 83000 0 0 99 CENTS ONLY STORES COM 65440K106 696 51781 SH SOLE 51781 0 0
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