-----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, WJqdvQ3p67te73bvdmcgKzFCkz4KDL9pcKf6oC4hOH0tthMZc+JH9CCZzsf25+WQ H1RVFarO7LyYse6p8Klx4w== 0000908733-10-000187.txt : 20100216 0000908733-10-000187.hdr.sgml : 20100215 20100216152638 ACCESSION NUMBER: 0000908733-10-000187 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100216 DATE AS OF CHANGE: 20100216 EFFECTIVENESS DATE: 20100216 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: 10607087 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 maa13fhr2.txt MAA 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 Form 13F Form 13F Cover Page Report for the Quarter Ended December 31, 2009 Check here if Amendment [ ] FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2009 Check here if Amendment [ ]; Amendment Number:______ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: 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 February 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: [X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1,908 Form 13F Information Table Value Total: 17,338,258,000 List of Other Included Managers: NONE MANAGED ACCOUNT ADVISORS LLC December 31, 2009 FORM 13F INFORMATION TABLE FMV SHARES/ SHARESPUT/INVSTMT OTHRVOTING AUTHORITY NAME OF ISSUER TITLE OFCUSIP (x1000) PRN AMT PRN CALLDSCRETN MGRS SOLE SHARED NONE - -------------- ------------- ------- ------- ----------------- -------- ------ ---- A D C TELECOMMUNICATIONS COM NEW 000886309 134 21644SH SOLE 21644 0 0 A D C TELECOMMUNICATIONS FRNT 6/1000886AB7 296 366000PRN SOLE 366000 0 0 AAR CORP COM 000361105 3833 166777SH SOLE 166777 0 0 AARONS INC COM 002535201 9344 336948SH SOLE 336948 0 0 ABB LTD SPONSORE000375204 5683 297518SH SOLE 297518 0 0 ABBOTT LABS COM 002824100 166924 3091758SH SOLE 3091758 0 0 ABERCROMBIE & FITCH CO CL A 002896207 148 4254SH SOLE 4254 0 0 ABM INDS INC COM 000957100 604 29241SH SOLE 29241 0 0 ABRAXIS BIOSCIENCE INC NEW COM 00383Y102 1338 32988SH SOLE 32988 0 0 ACADIA RLTY TR COM SH B004239109 138 8194SH SOLE 8194 0 0 ACCENTURE PLC IRELAND SHS CLASG1151C101 64258 1548384SH SOLE 1548384 0 0 ACCURAY INC COM 004397105 84 14999SH SOLE 14999 0 0 ACE LTD SHS H0023R105 12418 246396SH SOLE 246396 0 0 ACERGY S A SPONSORE00443E104 295 18895SH SOLE 18895 0 0 ACORDA THERAPEUTICS INC COM 00484M106 818 32463SH SOLE 32463 0 0 ACTIVISION BLIZZARD INC COM 00507V109 253 22807SH SOLE 22807 0 0 ACTUANT CORP CL A NEW00508X203 131 7089SH SOLE 7089 0 0 ACXIOM CORP COM 005125109 95 7037SH SOLE 7037 0 0 ADMINISTAFF INC COM 007094105 1016 43078SH SOLE 43078 0 0 ADOBE SYS INC COM 00724F101 51119 1389854SH SOLE 1389854 0 0 ADTRAN INC COM 00738A106 3113 138051SH SOLE 138051 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 39 965SH SOLE 965 0 0 ADVANCED BATTERY TECHNOLOG I COM 00752H102 266 66453SH SOLE 66453 0 0 ADVANCED ENERGY INDS COM 007973100 815 54027SH SOLE 54027 0 0 ADVANCED MICRO DEVICES INC COM 007903107 999 103240SH SOLE 103240 0 0 ADVANCED MICRO DEVICES INC NOTE 6.0007903AL1 531 590000PRN SOLE 590000 0 0 ADVANTEST CORP SPON ADR00762U200 295 11333SH SOLE 11333 0 0 ADVENT SOFTWARE INC COM 007974108 730 17917SH SOLE 17917 0 0 ADVISORY BRD CO COM 00762W107 2069 67518SH SOLE 67518 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 244 8882SH SOLE 8882 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 5 194SH SOLE 194 0 0 AEROPOSTALE COM 007865108 2664 78251SH SOLE 78251 0 0 AES CORP COM 00130H105 33962 2551595SH SOLE 2551595 0 0 AES TR III PFD CV 600808N202 590 12750SH SOLE 12750 0 0 AETNA INC NEW COM 00817Y108 29495 930431SH SOLE 930431 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 15961 267404SH SOLE 267404 0 0 AFFILIATED MANAGERS GROUP COM 008252108 18202 270257SH SOLE 270257 0 0 AFFYMETRIX INC COM 00826T108 2653 454281SH SOLE 454281 0 0 AFLAC INC COM 001055102 408 8812SH SOLE 8812 0 0 AGCO CORP COM 001084102 5242 162105SH SOLE 162105 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1543 49669SH SOLE 49669 0 0 AGL RES INC COM 001204106 939 25735SH SOLE 25735 0 0 AGNICO EAGLE MINES LTD COM 008474108 11788 218301SH SOLE 218301 0 0 AGRIUM INC COM 008916108 3013 48984SH SOLE 48984 0 0 AIR METHODS CORP COM PAR 009128307 1529 45472SH SOLE 45472 0 0 AIR PRODS & CHEMS INC COM 009158106 10398 128274SH SOLE 128274 0 0 AIRCASTLE LTD COM G0129K104 31 3176SH SOLE 3176 0 0 AIRGAS INC COM 009363102 5011 105269SH SOLE 105269 0 0 AIRTRAN HLDGS INC COM 00949P108 195 37378SH SOLE 37378 0 0 AK STL HLDG CORP COM 001547108 964 45166SH SOLE 45166 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 16987 670350SH SOLE 670350 0 0 ALASKA AIR GROUP INC COM 011659109 614 17765SH SOLE 17765 0 0 ALASKA COMMUNICATIONS SYS GR COM 01167P101 27 3322SH SOLE 3322 0 0 ALBANY INTL CORP CL A 012348108 625 27843SH SOLE 27843 0 0 ALBEMARLE CORP COM 012653101 11823 325089SH SOLE 325089 0 0 ALBERTO CULVER CO NEW COM 013078100 8719 297687SH SOLE 297687 0 0 ALCATEL-LUCENT SPONSORE013904305 923 277865SH SOLE 277865 0 0 ALCOA INC COM 013817101 6355 394232SH SOLE 394232 0 0 ALCOA INC NOTE 5.2013817AT8 241 93000PRN SOLE 93000 0 0 ALCON INC COM SHS H01301102 7950 48374SH SOLE 48374 0 0 ALEXANDER & BALDWIN INC COM 014482103 12633 369076SH SOLE 369076 0 0 ALEXANDERS INC COM 014752109 85 279SH SOLE 279 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 246 3825SH SOLE 3825 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 305 6257SH SOLE 6257 0 0 ALIGN TECHNOLOGY INC COM 016255101 783 43923SH SOLE 43923 0 0 ALLEGHANY CORP DEL COM 017175100 959 3473SH SOLE 3473 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 18191 406311SH SOLE 406311 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.201741RAD4 238 174000PRN SOLE 174000 0 0 ALLERGAN INC COM 018490102 6359 100918SH SOLE 100918 0 0 ALLETE INC COM NEW 018522300 783 23960SH SOLE 23960 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1344 20815SH SOLE 20815 0 0 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD01881G106 177 6300SH SOLE 6300 0 0 ALLIANT ENERGY CORP COM 018802108 6143 203008SH SOLE 203008 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 274 3105SH SOLE 3105 0 0 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 3369 73122SH SOLE 73122 0 0 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 897 44337SH SOLE 44337 0 0 ALLSTATE CORP COM 020002101 27582 918183SH SOLE 918183 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 220 12460SH SOLE 12460 0 0 ALON USA ENERGY INC COM 020520102 9 1251SH SOLE 1251 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 950 21888SH SOLE 21888 0 0 ALTERA CORP COM 021441100 2599 114831SH SOLE 114831 0 0 ALTRIA GROUP INC COM 02209S103 41295 2103673SH SOLE 2103673 0 0 ALZA CORP SDCV 7/202261WAB5 202 218000PRN SOLE 218000 0 0 AMAZON COM INC COM 023135106 84550 628528SH SOLE 628528 0 0 AMB PROPERTY CORP COM 00163T109 5102 199703SH SOLE 199703 0 0 AMBASSADORS GROUP INC COM 023177108 1253 94459SH SOLE 94459 0 0 AMDOCS LTD ORD G02602103 7495 262700SH SOLE 262700 0 0 AMEDISYS INC COM 023436108 1630 33543SH SOLE 33543 0 0 AMERCO COM 023586100 28 565SH SOLE 565 0 0 AMERICA MOVIL SAB DE CV SPON ADR02364W105 11440 243513SH SOLE 243513 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 741 92360SH SOLE 92360 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 885 31490SH SOLE 31490 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3601 212067SH SOLE 212067 0 0 AMERICAN ECOLOGY CORP COM NEW 025533407 15 908SH SOLE 908 0 0 AMERICAN ELEC PWR INC COM 025537101 17919 515058SH SOLE 515058 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 1027 138071SH SOLE 138071 0 0 AMERICAN EXPRESS CO COM 025816109 66764 1647670SH SOLE 1647670 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 1026 41131SH SOLE 41131 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 687 19737SH SOLE 19737 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 2392 124001SH SOLE 124001 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 323 7889SH SOLE 7889 0 0 AMERICAN TOWER CORP CL A 029912201 70800 1638499SH SOLE 1638499 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 22 979SH SOLE 979 0 0 AMERICREDIT CORP COM 03060R101 193 10129SH SOLE 10129 0 0 AMERIGROUP CORP COM 03073T102 1836 68109SH SOLE 68109 0 0 AMERIPRISE FINL INC COM 03076C106 9591 247062SH SOLE 247062 0 0 AMERISAFE INC COM 03071H100 442 24616SH SOLE 24616 0 0 AMERISOURCEBERGEN CORP COM 03073E105 41237 1581781SH SOLE 1581781 0 0 AMERON INTL INC COM 030710107 65 1031SH SOLE 1031 0 0 AMETEK INC NEW COM 031100100 8379 219123SH SOLE 219123 0 0 AMGEN INC COM 031162100 70591 1247857SH SOLE 1247857 0 0 AMGEN INC NOTE 0.3031162AQ3 433 430000PRN SOLE 430000 0 0 AMPHENOL CORP NEW CL A 032095101 5641 122162SH SOLE 122162 0 0 AMR CORP COM 001765106 283 36651SH SOLE 36651 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 13 1127SH SOLE 1127 0 0 AMYLIN PHARMACEUTICALS INC NOTE 3.0032346AF5 370 474000PRN SOLE 474000 0 0 ANADARKO PETE CORP COM 032511107 29987 480399SH SOLE 480399 0 0 ANALOG DEVICES INC COM 032654105 6740 213420SH SOLE 213420 0 0 ANAREN INC COM 032744104 2 160SH SOLE 160 0 0 ANHEUSER BUSCH INBEV SA/NV SPONSORE03524A108 38831 746325SH SOLE 746325 0 0 ANIXTER INTL INC COM 035290105 1269 26935SH SOLE 26935 0 0 ANNALY CAP MGMT INC COM 035710409 2275 131133SH SOLE 131133 0 0 ANNTAYLOR STORES CORP COM 036115103 125 9139SH SOLE 9139 0 0 ANSYS INC COM 03662Q105 24608 566223SH SOLE 566223 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 648 92586SH SOLE 92586 0 0 AOL INC COM 00184X105 73 3141SH SOLE 3141 0 0 AON CORP COM 037389103 22010 574072SH SOLE 574072 0 0 APACHE CORP COM 037411105 85035 824220SH SOLE 824220 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 844 53023SH SOLE 53023 0 0 APOGEE ENTERPRISES INC COM 037598109 3 238SH SOLE 238 0 0 APOLLO GROUP INC CL A 037604105 13674 225713SH SOLE 225713 0 0 APPLE INC COM 037833100 240704 1142226SH SOLE 1142226 0 0 APPLIED MATLS INC COM 038222105 6778 486240SH SOLE 486240 0 0 APPLIED SIGNAL TECHNOLOGY IN COM 038237103 496 25729SH SOLE 25729 0 0 APTARGROUP INC COM 038336103 7693 215260SH SOLE 215260 0 0 AQUA AMERICA INC COM 03836W103 492 28092SH SOLE 28092 0 0 ARBITRON INC COM 03875Q108 136 5823SH SOLE 5823 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGIS03938L104 8847 193383SH SOLE 193383 0 0 ARCH CAP GROUP LTD ORD G0450A105 5290 73940SH SOLE 73940 0 0 ARCH COAL INC COM 039380100 1053 47313SH SOLE 47313 0 0 ARCHER DANIELS MIDLAND CO UNIT 99/039483201 266 6101SH SOLE 6101 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 39103 1248893SH SOLE 1248893 0 0 ARCSIGHT INC COM 039666102 652 25483SH SOLE 25483 0 0 ARENA RESOURCES INC COM 040049108 1548 35899SH SOLE 35899 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 402 13788SH SOLE 13788 0 0 ARIBA INC COM NEW 04033V203 45 3579SH SOLE 3579 0 0 ARKANSAS BEST CORP DEL COM 040790107 671 22803SH SOLE 22803 0 0 ARM HLDGS PLC SPONSORE042068106 2460 287385SH SOLE 287385 0 0 ARRIS GROUP INC COM 04269Q100 1394 121948SH SOLE 121948 0 0 ARRIS GROUP INC NOTE 2.004269QAC4 360 364000PRN SOLE 364000 0 0 ARROW ELECTRS INC COM 042735100 4978 168126SH SOLE 168126 0 0 ART TECHNOLOGY GROUP INC COM 04289L107 632 140194SH SOLE 140194 0 0 ARUBA NETWORKS INC COM 043176106 698 65467SH SOLE 65467 0 0 ASCENT SOLAR TECHNOLOGIES IN COM 043635101 253 47734SH SOLE 47734 0 0 ASHLAND INC NEW COM 044209104 976 24632SH SOLE 24632 0 0 ASIAINFO HLDGS INC COM 04518A104 22 727SH SOLE 727 0 0 ASML HOLDING N V NY REG SN07059186 837 24544SH SOLE 24544 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 997 39180SH SOLE 39180 0 0 ASSISTED LIVING CONCPT NEV N CL A NEW04544X300 36 1369SH SOLE 1369 0 0 ASSOCIATED BANC CORP COM 045487105 570 51772SH SOLE 51772 0 0 ASSURANT INC COM 04621X108 71 2416SH SOLE 2416 0 0 ASSURED GUARANTY LTD COM G0585R106 2060 94691SH SOLE 94691 0 0 ASTEC INDS INC COM 046224101 138 5123SH SOLE 5123 0 0 ASTORIA FINL CORP COM 046265104 7203 579467SH SOLE 579467 0 0 ASTRAZENECA PLC SPONSORE046353108 1340 28542SH SOLE 28542 0 0 AT&T INC COM 00206R102 151779 5414891SH SOLE 5414891 0 0 ATHENAHEALTH INC COM 04685W103 2 41SH SOLE 41 0 0 ATHEROS COMMUNICATIONS INC COM 04743P108 1266 36988SH SOLE 36988 0 0 ATLANTIC TELE NETWORK INC COM NEW 049079205 17 302SH SOLE 302 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 3 93SH SOLE 93 0 0 ATMEL CORP COM 049513104 169 36698SH SOLE 36698 0 0 ATMI INC COM 00207R101 896 48103SH SOLE 48103 0 0 ATMOS ENERGY CORP COM 049560105 889 30243SH SOLE 30243 0 0 ATP OIL & GAS CORP COM 00208J108 16 866SH SOLE 866 0 0 ATWOOD OCEANICS INC COM 050095108 1200 33464SH SOLE 33464 0 0 AUTODESK INC COM 052769106 16738 658721SH SOLE 658721 0 0 AUTOLIV INC COM 052800109 584 13480SH SOLE 13480 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 13630 318299SH SOLE 318299 0 0 AUTONATION INC COM 05329W102 457 23863SH SOLE 23863 0 0 AUTOZONE INC COM 053332102 1922 12162SH SOLE 12162 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 570 19023SH SOLE 19023 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 232 12687SH SOLE 12687 0 0 AVALONBAY CMNTYS INC COM 053484101 16873 205493SH SOLE 205493 0 0 AVNET INC COM 053807103 7287 241619SH SOLE 241619 0 0 AVON PRODS INC COM 054303102 14239 452024SH SOLE 452024 0 0 AXA SPONSORE054536107 5671 239485SH SOLE 239485 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 959 33755SH SOLE 33755 0 0 A123 SYS INC COM 03739T108 591 26337SH SOLE 26337 0 0 BAKER HUGHES INC COM 057224107 2388 58995SH SOLE 58995 0 0 BAKER MICHAEL CORP COM 057149106 658 15894SH SOLE 15894 0 0 BALCHEM CORP COM 057665200 1525 45503SH SOLE 45503 0 0 BALDOR ELEC CO COM 057741100 258 9172SH SOLE 9172 0 0 BALL CORP COM 058498106 4379 84703SH SOLE 84703 0 0 BALLY TECHNOLOGIES INC COM 05874B107 1947 47165SH SOLE 47165 0 0 BANCFIRST CORP COM 05945F103 202 5464SH SOLE 5464 0 0 BANCO BILBAO VIZCAYA ARGENTA SPONSORE05946K101 35638 1975493SH SOLE 1975493 0 0 BANCO BRADESCO S A SP ADR P059460303 122 5591SH SOLE 5591 0 0 BANCO SANTANDER BRASIL S A ADS REP 05967A107 10470 751042SH SOLE 751042 0 0 BANCO SANTANDER SA ADR 05964H105 6160 374668SH SOLE 374668 0 0 BANCOLOMBIA S A SPON ADR05968L102 667 14652SH SOLE 14652 0 0 BANCORPSOUTH INC COM 059692103 3958 168702SH SOLE 168702 0 0 BANK HAWAII CORP COM 062540109 4658 98987SH SOLE 98987 0 0 BANK MONTREAL QUE COM 063671101 826 15568SH SOLE 15568 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 9092 194519SH SOLE 194519 0 0 BANK OF AMERICA CORPORATION COM 060505104 8723 579185SH SOLE 579185 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 51850 1853788SH SOLE 1853788 0 0 BANK OF THE OZARKS INC COM 063904106 1425 48699SH SOLE 48699 0 0 BARCLAYS BANK PLC SP ADR 706739H776 9025 408541SH SOLE 408541 0 0 BARCLAYS BANK PLC ADS7.75%06739H511 10698 448925SH SOLE 448925 0 0 BARCLAYS BANK PLC ADR PFD 06739H362 7932 319060SH SOLE 319060 0 0 BARCLAYS BK PLC ADR 2 PR06739F390 4306 211802SH SOLE 211802 0 0 BARCLAYS PLC ADR 06738E204 31935 1814465SH SOLE 1814465 0 0 BARD C R INC COM 067383109 11793 151389SH SOLE 151389 0 0 BARE ESCENTUALS INC COM 067511105 798 65282SH SOLE 65282 0 0 BARRETT BILL CORP COM 06846N104 21 689SH SOLE 689 0 0 BARRICK GOLD CORP COM 067901108 20927 531405SH SOLE 531405 0 0 BAXTER INTL INC COM 071813109 50098 853754SH SOLE 853754 0 0 BB&T CORP COM 054937107 1587 62549SH SOLE 62549 0 0 BCE INC COM NEW 05534B760 672 24336SH SOLE 24336 0 0 BE AEROSPACE INC COM 073302101 408 17352SH SOLE 17352 0 0 BEACON ROOFING SUPPLY INC COM 073685109 607 37945SH SOLE 37945 0 0 BECKMAN COULTER INC COM 075811109 16643 254321SH SOLE 254321 0 0 BECTON DICKINSON & CO COM 075887109 24323 308431SH SOLE 308431 0 0 BED BATH & BEYOND INC COM 075896100 3488 90337SH SOLE 90337 0 0 BELDEN INC COM 077454106 2851 130062SH SOLE 130062 0 0 BEMIS INC COM 081437105 6080 205053SH SOLE 205053 0 0 BENCHMARK ELECTRS INC COM 08160H101 446 23571SH SOLE 23571 0 0 BERKLEY W R CORP COM 084423102 7199 292172SH SOLE 292172 0 0 BERKSHIRE HATHAWAY INC DEL CL B 084670207 23824 7250SH SOLE 7250 0 0 BEST BUY INC COM 086516101 37702 955456SH SOLE 955456 0 0 BHP BILLITON LTD SPONSORE088606108 69102 902346SH SOLE 902346 0 0 BHP BILLITON PLC SPONSORE05545E209 64808 1015001SH SOLE 1015001 0 0 BIG LOTS INC COM 089302103 21680 748116SH SOLE 748116 0 0 BIGBAND NETWORKS INC COM 089750509 703 204223SH SOLE 204223 0 0 BIO RAD LABS INC CL A 090572207 23859 247341SH SOLE 247341 0 0 BIO-REFERENCE LABS INC COM $.0109057G602 485 12405SH SOLE 12405 0 0 BIOGEN IDEC INC COM 09062X103 4933 92203SH SOLE 92203 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 875 46535SH SOLE 46535 0 0 BIOMED REALTY TRUST INC COM 09063H107 4190 265502SH SOLE 265502 0 0 BIOSCRIP INC COM 09069N108 502 60062SH SOLE 60062 0 0 BIOVAIL CORP COM 09067J109 1304 93394SH SOLE 93394 0 0 BJ SVCS CO COM 055482103 470 25280SH SOLE 25280 0 0 BJS RESTAURANTS INC COM 09180C106 2221 117948SH SOLE 117948 0 0 BJS WHOLESALE CLUB INC COM 05548J106 391 11956SH SOLE 11956 0 0 BLACK HILLS CORP COM 092113109 680 25518SH SOLE 25518 0 0 BLACKBAUD INC COM 09227Q100 14246 602874SH SOLE 602874 0 0 BLACKBOARD INC COM 091935502 978 21554SH SOLE 21554 0 0 BLOCK H & R INC COM 093671105 1505 66514SH SOLE 66514 0 0 BLUE COAT SYSTEMS INC COM NEW 09534T508 1435 50286SH SOLE 50286 0 0 BLUE NILE INC COM 09578R103 1639 25884SH SOLE 25884 0 0 BMC SOFTWARE INC COM 055921100 35149 876531SH SOLE 876531 0 0 BOB EVANS FARMS INC COM 096761101 1412 48743SH SOLE 48743 0 0 BOEING CO COM 097023105 2957 54625SH SOLE 54625 0 0 BORGWARNER INC COM 099724106 12978 390666SH SOLE 390666 0 0 BOSTON BEER INC CL A 100557107 2 40SH SOLE 40 0 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 2.810112RAK0 220 224000PRN SOLE 224000 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 461 79961SH SOLE 79961 0 0 BOSTON PROPERTIES INC COM 101121101 28053 418258SH SOLE 418258 0 0 BOSTON SCIENTIFIC CORP COM 101137107 12363 1373636SH SOLE 1373636 0 0 BP PLC SPONSORE055622104 55153 951408SH SOLE 951408 0 0 BPZ RESOURCES INC COM 055639108 1 111SH SOLE 111 0 0 BRADY CORP CL A 104674106 2377 79194SH SOLE 79194 0 0 BRANDYWINE RLTY TR SH BEN I105368203 1055 92537SH SOLE 92537 0 0 BRASIL TELECOM SA SPON ADR10553M200 97 6039SH SOLE 6039 0 0 BRASIL TELECOM SA SPONS AD10553M101 306 10501SH SOLE 10501 0 0 BRE PROPERTIES INC CL A 05564E106 221 6684SH SOLE 6684 0 0 BRINKER INTL INC COM 109641100 1447 97005SH SOLE 97005 0 0 BRINKS CO COM 109696104 1019 41868SH SOLE 41868 0 0 BRINKS HOME SEC HLDGS INC COM 109699108 139 4259SH SOLE 4259 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 39162 1550954SH SOLE 1550954 0 0 BRITISH AMERN TOB PLC SPONSORE110448107 39962 618029SH SOLE 618029 0 0 BRITISH SKY BROADCASTING GRO SPONSORE111013108 1232 34018SH SOLE 34018 0 0 BROADCOM CORP CL A 111320107 3709 117843SH SOLE 117843 0 0 BROADPOINT GLEACHER SECS GRO COM 11134A103 275 61643SH SOLE 61643 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 224 9937SH SOLE 9937 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 381 49914SH SOLE 49914 0 0 BROOKDALE SR LIVING INC COM 112463104 671 36893SH SOLE 36893 0 0 BROOKFIELD PPTYS CORP COM 112900105 434 35818SH SOLE 35818 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 142 14329SH SOLE 14329 0 0 BROWN & BROWN INC COM 115236101 41 2261SH SOLE 2261 0 0 BROWN SHOE INC NEW COM 115736100 376 38053SH SOLE 38053 0 0 BRUKER CORP COM 116794108 871 72183SH SOLE 72183 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 1 147SH SOLE 147 0 0 BUCKLE INC COM 118440106 17 591SH SOLE 591 0 0 BUCYRUS INTL INC NEW COM 118759109 25295 448732SH SOLE 448732 0 0 BUFFALO WILD WINGS INC COM 119848109 452 11227SH SOLE 11227 0 0 BUNGE LIMITED COM G16962105 771 12082SH SOLE 12082 0 0 BURGER KING HLDGS INC COM 121208201 3979 211450SH SOLE 211450 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 12259 124306SH SOLE 124306 0 0 C D I CORP COM 125071100 718 55481SH SOLE 55481 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 11332 192950SH SOLE 192950 0 0 CA INC COM 12673P105 44221 1968875SH SOLE 1968875 0 0 CABELAS INC COM 126804301 1358 95219SH SOLE 95219 0 0 CABLEVISION SYS CORP CL A NY 12686C109 126 4868SH SOLE 4868 0 0 CABOT CORP COM 127055101 1049 39978SH SOLE 39978 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 1131 34304SH SOLE 34304 0 0 CABOT OIL & GAS CORP COM 127097103 7299 167445SH SOLE 167445 0 0 CACI INTL INC CL A 127190304 676 13830SH SOLE 13830 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 570 95178SH SOLE 95178 0 0 CADENCE DESIGN SYSTEM INC NOTE 1.5127387AF5 383 474000PRN SOLE 474000 0 0 CADIZ INC COM NEW 127537207 70 5845SH SOLE 5845 0 0 CAL DIVE INTL INC DEL COM 12802T101 1594 210840SH SOLE 210840 0 0 CALAVO GROWERS INC COM 128246105 612 36003SH SOLE 36003 0 0 CALGON CARBON CORP COM 129603106 311 22388SH SOLE 22388 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 1070 29048SH SOLE 29048 0 0 CALLAWAY GOLF CO COM 131193104 5 728SH SOLE 728 0 0 CALPINE CORP COM NEW 131347304 38 3416SH SOLE 3416 0 0 CAMDEN PPTY TR SH BEN I133131102 676 15954SH SOLE 15954 0 0 CAMECO CORP COM 13321L108 10709 332899SH SOLE 332899 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 2380 56937SH SOLE 56937 0 0 CAMERON INTERNATIONAL CORP NOTE 2.513342BAB1 331 246000PRN SOLE 246000 0 0 CANADIAN NAT RES LTD COM 136385101 14744 204926SH SOLE 204926 0 0 CANADIAN NATL RY CO COM 136375102 8730 160598SH SOLE 160598 0 0 CANADIAN PAC RY LTD COM 13645T100 18796 348071SH SOLE 348071 0 0 CANON INC ADR 138006309 52428 1238841SH SOLE 1238841 0 0 CAPELLA EDUCATION COMPANY COM 139594105 114 1508SH SOLE 1508 0 0 CAPITAL ONE FINL CORP COM 14040H105 9747 254226SH SOLE 254226 0 0 CAPITALSOURCE INC SDCV 4.014055XAE2 110 120000PRN SOLE 120000 0 0 CAPITOL FED FINL COM 14057C106 75 2379SH SOLE 2379 0 0 CAPSTEAD MTG CORP COM NO P14067E506 1195 87534SH SOLE 87534 0 0 CARBO CERAMICS INC COM 140781105 1342 19689SH SOLE 19689 0 0 CARDINAL HEALTH INC COM 14149Y108 38229 1185762SH SOLE 1185762 0 0 CARDIONET INC COM 14159L103 964 162276SH SOLE 162276 0 0 CARDTRONICS INC COM 14161H108 4 343SH SOLE 343 0 0 CAREER EDUCATION CORP COM 141665109 430 18454SH SOLE 18454 0 0 CARLISLE COS INC COM 142339100 5095 148710SH SOLE 148710 0 0 CARMAX INC COM 143130102 6035 248875SH SOLE 248875 0 0 CARNIVAL CORP PAIRED C143658300 22022 694928SH SOLE 694928 0 0 CARNIVAL CORP DBCV 2.0143658AN2 207 201000PRN SOLE 201000 0 0 CARNIVAL PLC ADR 14365C103 51 1511SH SOLE 1511 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 156 5800SH SOLE 5800 0 0 CARRIZO OIL & CO INC COM 144577103 419 15816SH SOLE 15816 0 0 CARRIZO OIL & CO INC NOTE 4.3144577AA1 311 362000PRN SOLE 362000 0 0 CARTER INC COM 146229109 981 37366SH SOLE 37366 0 0 CASEYS GEN STORES INC COM 147528103 3133 98198SH SOLE 98198 0 0 CASH AMER INTL INC COM 14754D100 4032 115332SH SOLE 115332 0 0 CATALYST HEALTH SOLUTIONS IN COM 14888B103 19 519SH SOLE 519 0 0 CATERPILLAR INC DEL COM 149123101 47080 826116SH SOLE 826116 0 0 CATO CORP NEW CL A 149205106 655 32631SH SOLE 32631 0 0 CAVIUM NETWORKS INC COM 14965A101 1579 66272SH SOLE 66272 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 933 68720SH SOLE 68720 0 0 CBEYOND INC COM 149847105 3 181SH SOLE 181 0 0 CBS CORP NEW CL B 124857202 709 50479SH SOLE 50479 0 0 CEC ENTMT INC COM 125137109 575 18019SH SOLE 18019 0 0 CECO ENVIRONMENTAL CORP COM 125141101 232 58714SH SOLE 58714 0 0 CELANESE CORP DEL COM SER 150870103 241 7495SH SOLE 7495 0 0 CELERA CORP COM 15100E106 1179 170831SH SOLE 170831 0 0 CELESTICA INC SUB VTG 15101Q108 790 83636SH SOLE 83636 0 0 CELGENE CORP COM 151020104 25154 451757SH SOLE 451757 0 0 CEMEX SAB DE CV SPON ADR151290889 229 19341SH SOLE 19341 0 0 CENOVUS ENERGY INC COM 15135U109 136 5412SH SOLE 5412 0 0 CENTENE CORP DEL COM 15135B101 3289 155379SH SOLE 155379 0 0 CENTERPOINT ENERGY INC COM 15189T107 80 5494SH SOLE 5494 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 246 8658SH SOLE 8658 0 0 CENTRAL GARDEN & PET CO COM 153527106 1 116SH SOLE 116 0 0 CENTRAL GARDEN & PET CO CL A NON153527205 688 69199SH SOLE 69199 0 0 CENTURYTEL INC COM 156700106 9187 253713SH SOLE 253713 0 0 CEPHALON INC COM 156708109 8995 144110SH SOLE 144110 0 0 CEPHEID COM 15670R107 1122 89901SH SOLE 89901 0 0 CERADYNE INC COM 156710105 304 15822SH SOLE 15822 0 0 CERNER CORP COM 156782104 13332 161716SH SOLE 161716 0 0 CF INDS HLDGS INC COM 125269100 5255 57889SH SOLE 57889 0 0 CHARLES RIV LABS INTL INC COM 159864107 1809 53692SH SOLE 53692 0 0 CHARMING SHOPPES INC COM 161133103 1 85SH SOLE 85 0 0 CHART INDS INC COM PAR 16115Q308 865 52380SH SOLE 52380 0 0 CHATTEM INC COM 162456107 1715 18386SH SOLE 18386 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 1993 58830SH SOLE 58830 0 0 CHECKPOINT SYS INC COM 162825103 525 34450SH SOLE 34450 0 0 CHEESECAKE FACTORY INC COM 163072101 1580 73205SH SOLE 73205 0 0 CHEMED CORP NEW COM 16359R103 658 13721SH SOLE 13721 0 0 CHESAPEAKE ENERGY CORP PFD CONV165167842 232 2751SH SOLE 2751 0 0 CHESAPEAKE ENERGY CORP COM 165167107 16261 628327SH SOLE 628327 0 0 CHESAPEAKE ENERGY CORP NOTE 2.2165167CB1 607 812000PRN SOLE 812000 0 0 CHEVRON CORP NEW COM 166764100 222157 2885535SH SOLE 2885535 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGI167250109 2548 126012SH SOLE 126012 0 0 CHICOS FAS INC COM 168615102 9511 676954SH SOLE 676954 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 1373 41609SH SOLE 41609 0 0 CHIMERA INVT CORP COM 16934Q109 1501 386942SH SOLE 386942 0 0 CHINA LIFE INS CO LTD SPON ADR16939P106 15002 204521SH SOLE 204521 0 0 CHINA MOBILE LIMITED SPONSORE16941M109 4600 99076SH SOLE 99076 0 0 CHINA PETE & CHEM CORP SPON ADR16941R108 337 3827SH SOLE 3827 0 0 CHINA UNICOM (HONG KONG) LTD SPONSORE16945R104 4613 351872SH SOLE 351872 0 0 CHINA-BIOTICS INC COM 16937B109 3 191SH SOLE 191 0 0 CHIPOTLE MEXICAN GRILL INC CL A 169656105 87 984SH SOLE 984 0 0 CHIQUITA BRANDS INTL INC COM 170032809 47 2615SH SOLE 2615 0 0 CHOICE HOTELS INTL INC COM 169905106 2426 76628SH SOLE 76628 0 0 CHUBB CORP COM 171232101 78801 1602300SH SOLE 1602300 0 0 CHURCH & DWIGHT INC COM 171340102 19832 328067SH SOLE 328067 0 0 CIENA CORP COM NEW 171779309 613 56513SH SOLE 56513 0 0 CIGNA CORP COM 125509109 2708 76786SH SOLE 76786 0 0 CINEMARK HOLDINGS INC COM 17243V102 4 294SH SOLE 294 0 0 CINTAS CORP COM 172908105 465 17826SH SOLE 17826 0 0 CISCO SYS INC COM 17275R102 124656 5207014SH SOLE 5207014 0 0 CITIGROUP INC COM 172967101 417 126121SH SOLE 126121 0 0 CITRIX SYS INC COM 177376100 6336 152260SH SOLE 152260 0 0 CITY NATL CORP COM 178566105 6793 148969SH SOLE 148969 0 0 CLARCOR INC COM 179895107 167 5143SH SOLE 5143 0 0 CLARIENT INC COM 180489106 1 348SH SOLE 348 0 0 CLEAN HARBORS INC COM 184496107 2623 44011SH SOLE 44011 0 0 CLECO CORP NEW COM 12561W105 3950 144514SH SOLE 144514 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 17489 379454SH SOLE 379454 0 0 CLOROX CO DEL COM 189054109 12935 212043SH SOLE 212043 0 0 CLOUGH GLOBAL OPPORTUNITIES SH BEN I18914E106 0 1SH SOLE 0 0 1 CME GROUP INC COM 12572Q105 4921 14647SH SOLE 14647 0 0 CMS ENERGY CORP COM 125896100 31504 2011764SH SOLE 2011764 0 0 CNOOC LTD SPONSORE126132109 7222 46460SH SOLE 46460 0 0 CNX GAS CORP COM 12618H309 212 7194SH SOLE 7194 0 0 COACH INC COM 189754104 8361 228892SH SOLE 228892 0 0 COCA COLA CO COM 191216100 97452 1709683SH SOLE 1709683 0 0 COCA COLA ENTERPRISES INC COM 191219104 1447 68233SH SOLE 68233 0 0 COCA COLA FEMSA S A B DE C V SPON ADR191241108 487 7414SH SOLE 7414 0 0 COCA COLA HELLENIC BTTLG CO SPONSORE1912EP104 1508 65493SH SOLE 65493 0 0 COEUR D ALENE MINES CORP IDA COM NEW 192108504 882 48825SH SOLE 48825 0 0 COGENT INC COM 19239Y108 1026 98761SH SOLE 98761 0 0 COGNEX CORP COM 192422103 24 1342SH SOLE 1342 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 56643 1249568SH SOLE 1249568 0 0 COHEN & STEERS INC COM 19247A100 15 646SH SOLE 646 0 0 COHERENT INC COM 192479103 2515 84600SH SOLE 84600 0 0 COHU INC COM 192576106 18 1285SH SOLE 1285 0 0 COINSTAR INC COM 19259P300 1147 41279SH SOLE 41279 0 0 COLDWATER CREEK INC COM 193068103 107 24101SH SOLE 24101 0 0 COLE KENNETH PRODTNS INC CL A 193294105 291 30112SH SOLE 30112 0 0 COLGATE PALMOLIVE CO COM 194162103 8546 104031SH SOLE 104031 0 0 COLONIAL PPTYS TR COM SH B195872106 263 22442SH SOLE 22442 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 4591 117606SH SOLE 117606 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 573 41950SH SOLE 41950 0 0 COMCAST CORP NEW CL A 20030N101 5653 335308SH SOLE 335308 0 0 COMCAST CORP NEW CL A SPL20030N200 6819 425910SH SOLE 425910 0 0 COMERICA INC COM 200340107 2575 87081SH SOLE 87081 0 0 COMMERCE BANCSHARES INC COM 200525103 686 17712SH SOLE 17712 0 0 COMMERCIAL METALS CO COM 201723103 769 49137SH SOLE 49137 0 0 COMMERCIAL VEH GROUP INC COM 202608105 2 340SH SOLE 340 0 0 COMMSCOPE INC COM 203372107 4548 171425SH SOLE 171425 0 0 COMMUNITY BK SYS INC COM 203607106 819 42417SH SOLE 42417 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 1826 51300SH SOLE 51300 0 0 COMMVAULT SYSTEMS INC COM 204166102 2507 105766SH SOLE 105766 0 0 COMPANHIA BRASILEIRA DE DIST SPN ADR 20440T201 720 9590SH SOLE 9590 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR20441W203 646 6390SH SOLE 6390 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORE20441A102 6 150SH SOLE 150 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR20441B407 534 24886SH SOLE 24886 0 0 COMPASS MINERALS INTL INC COM 20451N101 9884 147109SH SOLE 147109 0 0 COMPELLENT TECHNOLOGIES INC COM 20452A108 1566 69056SH SOLE 69056 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 186 14279SH SOLE 14279 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 215 4668SH SOLE 4668 0 0 COMPUTER SCIENCES CORP COM 205363104 44449 772622SH SOLE 772622 0 0 COMPUWARE CORP COM 205638109 3915 541506SH SOLE 541506 0 0 COMSTOCK RES INC COM NEW 205768203 3 70SH SOLE 70 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 22 628SH SOLE 628 0 0 CON-WAY INC COM 205944101 476 13643SH SOLE 13643 0 0 CONAGRA FOODS INC COM 205887102 1214 52682SH SOLE 52682 0 0 CONCHO RES INC COM 20605P101 2120 47207SH SOLE 47207 0 0 CONCUR TECHNOLOGIES INC COM 206708109 226 5279SH SOLE 5279 0 0 CONOCOPHILLIPS COM 20825C104 127103 2488805SH SOLE 2488805 0 0 CONSOL ENERGY INC COM 20854P109 6344 127395SH SOLE 127395 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 1114 63720SH SOLE 63720 0 0 CONSTELLATION BRANDS INC CL A 21036P108 1790 112385SH SOLE 112385 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 679 19317SH SOLE 19317 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 112 2372SH SOLE 2372 0 0 CONTINENTAL AIRLS INC CL B 210795308 194 10839SH SOLE 10839 0 0 CONTINENTAL RESOURCES INC COM 212015101 165 3850SH SOLE 3850 0 0 CONVERGYS CORP COM 212485106 3970 369272SH SOLE 369272 0 0 COOPER COS INC COM NEW 216648402 1055 27664SH SOLE 27664 0 0 COOPER INDUSTRIES PLC SHS G24140108 6662 156234SH SOLE 156234 0 0 COOPER TIRE & RUBR CO COM 216831107 702 35004SH SOLE 35004 0 0 COPART INC COM 217204106 4707 128545SH SOLE 128545 0 0 CORE LABORATORIES N V COM N22717107 2241 18975SH SOLE 18975 0 0 CORN PRODS INTL INC COM 219023108 982 33610SH SOLE 33610 0 0 CORNING INC COM 219350105 33540 1736903SH SOLE 1736903 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 1133 49653SH SOLE 49653 0 0 CORPORATE OFFICE PPTYS TR SH BEN I22002T108 128 3482SH SOLE 3482 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 12489 508734SH SOLE 508734 0 0 COSTCO WHSL CORP NEW COM 22160K105 13687 231320SH SOLE 231320 0 0 COUSINS PPTYS INC COM 222795106 334 43724SH SOLE 43724 0 0 COVANCE INC COM 222816100 15228 279056SH SOLE 279056 0 0 COVANTA HLDG CORP COM 22282E102 652 36041SH SOLE 36041 0 0 COVENTRY HEALTH CARE INC COM 222862104 24191 995939SH SOLE 995939 0 0 COVIDIEN PLC SHS G2554F105 11883 248121SH SOLE 248121 0 0 CPFL ENERGIA S A SPONSORE126153105 259 4191SH SOLE 4191 0 0 CRA INTL INC COM 12618T105 478 17939SH SOLE 17939 0 0 CRANE CO COM 224399105 111 3637SH SOLE 3637 0 0 CRAY INC COM NEW 225223304 362 56446SH SOLE 56446 0 0 CREDIT SUISSE GROUP SPONSORE225401108 33930 690201SH SOLE 690201 0 0 CREE INC COM 225447101 998 17713SH SOLE 17713 0 0 CREXUS INVT CORP COM 226553105 948 67925SH SOLE 67925 0 0 CRH PLC ADR 12626K203 12375 452787SH SOLE 452787 0 0 CROCS INC COM 227046109 453 78804SH SOLE 78804 0 0 CROWN CASTLE INTL CORP COM 228227104 6425 164586SH SOLE 164586 0 0 CROWN HOLDINGS INC COM 228368106 668 26107SH SOLE 26107 0 0 CSX CORP COM 126408103 17756 366185SH SOLE 366185 0 0 CTS CORP COM 126501105 334 34724SH SOLE 34724 0 0 CUBIC CORP COM 229669106 610 16354SH SOLE 16354 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 577 30437SH SOLE 30437 0 0 CULLEN FROST BANKERS INC COM 229899109 7478 149564SH SOLE 149564 0 0 CUMMINS INC COM 231021106 14471 315558SH SOLE 315558 0 0 CURTISS WRIGHT CORP COM 231561101 3670 117183SH SOLE 117183 0 0 CUTERA INC COM 232109108 347 40820SH SOLE 40820 0 0 CVB FINL CORP COM 126600105 322 37242SH SOLE 37242 0 0 CVS CAREMARK CORPORATION COM 126650100 31888 990010SH SOLE 990010 0 0 CYBERSOURCE CORP COM 23251J106 715 35555SH SOLE 35555 0 0 CYMER INC COM 232572107 705 18370SH SOLE 18370 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 3 248SH SOLE 248 0 0 CYTEC INDS INC COM 232820100 218 5986SH SOLE 5986 0 0 D R HORTON INC COM 23331A109 8988 826858SH SOLE 826858 0 0 DAIMLER AG REG SHS D1668R123 7459 139953SH SOLE 139953 0 0 DAKTRONICS INC COM 234264109 1284 139418SH SOLE 139418 0 0 DANA HOLDING CORP COM 235825205 177 16339SH SOLE 16339 0 0 DANAHER CORP DEL COM 235851102 27546 366302SH SOLE 366302 0 0 DANAHER CORP DEL NOTE 1/2235851AF9 306 278000PRN SOLE 278000 0 0 DARDEN RESTAURANTS INC COM 237194105 24111 687515SH SOLE 687515 0 0 DARLING INTL INC COM 237266101 704 84057SH SOLE 84057 0 0 DAVITA INC COM 23918K108 1099 18709SH SOLE 18709 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 552 110043SH SOLE 110043 0 0 DEALERTRACK HLDGS INC COM 242309102 628 33414SH SOLE 33414 0 0 DEAN FOODS CO NEW COM 242370104 1082 59965SH SOLE 59965 0 0 DECKERS OUTDOOR CORP COM 243537107 54 534SH SOLE 534 0 0 DEER CONSUMER PRODS INC COM NEW 24379J200 2 191SH SOLE 191 0 0 DEERE & CO COM 244199105 24327 449749SH SOLE 449749 0 0 DEL MONTE FOODS CO COM 24522P103 484 42667SH SOLE 42667 0 0 DELL INC COM 24702R101 5365 373639SH SOLE 373639 0 0 DELPHI FINL GROUP INC CL A 247131105 2803 125281SH SOLE 125281 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 3944 346544SH SOLE 346544 0 0 DELUXE CORP COM 248019101 46 3077SH SOLE 3077 0 0 DENBURY RES INC COM NEW 247916208 241 16283SH SOLE 16283 0 0 DENTSPLY INTL INC NEW COM 249030107 6493 184619SH SOLE 184619 0 0 DESARROLLADORA HOMEX S A DE SPONSORE25030W100 31 911SH SOLE 911 0 0 DEUTSCHE BANK AG NAMEN AKD18190898 1346 18987SH SOLE 18987 0 0 DEUTSCHE TELEKOM AG SPONSORE251566105 770 52392SH SOLE 52392 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 928 100218SH SOLE 100218 0 0 DEVON ENERGY CORP NEW COM 25179M103 16843 229163SH SOLE 229163 0 0 DEVRY INC DEL COM 251893103 469 8272SH SOLE 8272 0 0 DEXCOM INC COM 252131107 3 388SH SOLE 388 0 0 DIAGEO P L C SPON ADR25243Q205 41878 603341SH SOLE 603341 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 17727 180115SH SOLE 180115 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 1005 118673SH SOLE 118673 0 0 DIAMONDS TR UNIT SER252787106 62 592SH SOLE 0 0 592 DIANA SHIPPING INC COM Y2066G104 36 2484SH SOLE 2484 0 0 DIEBOLD INC COM 253651103 66 2334SH SOLE 2334 0 0 DIGITAL RIV INC COM 25388B104 1791 66344SH SOLE 66344 0 0 DIGITAL RLTY TR INC COM 253868103 10627 211357SH SOLE 211357 0 0 DIODES INC COM 254543101 762 37353SH SOLE 37353 0 0 DIRECTV COM CL A25490A101 22191 665385SH SOLE 665385 0 0 DISCOVER FINL SVCS COM 254709108 25513 1734393SH SOLE 1734393 0 0 DISCOVERY COMMUNICATNS NEW COM SER 25470F104 11067 360826SH SOLE 360826 0 0 DISH NETWORK CORP CL A 25470M109 913 43938SH SOLE 43938 0 0 DISNEY WALT CO COM DISN254687106 32508 1007998SH SOLE 1007998 0 0 DOLBY LABORATORIES INC COM 25659T107 1648 34533SH SOLE 34533 0 0 DOLLAR TREE INC COM 256746108 1664 34459SH SOLE 34459 0 0 DOMINION RES INC VA NEW COM 25746U109 15801 405992SH SOLE 405992 0 0 DONNELLEY R R & SONS CO COM 257867101 20019 898916SH SOLE 898916 0 0 DOUBLE-TAKE SOFTWARE INC COM 258598101 1 142SH SOLE 142 0 0 DOUGLAS EMMETT INC COM 25960P109 266 18675SH SOLE 18675 0 0 DOVER CORP COM 260003108 7516 180631SH SOLE 180631 0 0 DOW CHEM CO COM 260543103 128860 4663756SH SOLE 4663756 0 0 DPL INC COM 233293109 6337 229602SH SOLE 229602 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 1359 48025SH SOLE 48025 0 0 DR REDDYS LABS LTD ADR 256135203 10467 432344SH SOLE 432344 0 0 DREAMWORKS ANIMATION SKG INC CL A 26153C103 7 183SH SOLE 183 0 0 DRESS BARN INC COM 261570105 671 29051SH SOLE 29051 0 0 DRESSER-RAND GROUP INC COM 261608103 4714 149122SH SOLE 149122 0 0 DRIL-QUIP INC COM 262037104 4638 82117SH SOLE 82117 0 0 DTS INC COM 23335C101 1553 45382SH SOLE 45382 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 24147 717179SH SOLE 717179 0 0 DUFF & PHELPS CORP NEW CL A 26433B107 1492 81696SH SOLE 81696 0 0 DUKE ENERGY CORP NEW COM 26441C105 17092 993136SH SOLE 993136 0 0 DUKE REALTY CORP COM NEW 264411505 195 16018SH SOLE 16018 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 79 934SH SOLE 934 0 0 DUOYUAN PRTG INC COM 26605B109 4 525SH SOLE 525 0 0 DYCOM INDS INC COM 267475101 461 57371SH SOLE 57371 0 0 DYNAMIC MATLS CORP COM 267888105 733 36577SH SOLE 36577 0 0 DYNCORP INTL INC CL A 26817C101 467 32515SH SOLE 32515 0 0 DYNEGY INC DEL CL A 26817G102 0 147SH SOLE 147 0 0 E M C CORP MASS COM 268648102 17379 994789SH SOLE 994789 0 0 E M C CORP MASS NOTE 1.7268648AM4 484 387000PRN SOLE 387000 0 0 EAGLE BULK SHIPPING INC COM Y2187A101 1 217SH SOLE 217 0 0 EAGLE MATERIALS INC COM 26969P108 536 20573SH SOLE 20573 0 0 EASTGROUP PPTY INC COM 277276101 131 3413SH SOLE 3413 0 0 EASTMAN CHEM CO COM 277432100 72018 1195510SH SOLE 1195510 0 0 EATON CORP COM 278058102 15813 248560SH SOLE 248560 0 0 EATON VANCE CORP COM NON 278265103 19961 656387SH SOLE 656387 0 0 EBAY INC COM 278642103 21663 920652SH SOLE 920652 0 0 EBIX INC COM NEW 278715206 7 143SH SOLE 143 0 0 ECLIPSYS CORP COM 278856109 2538 137016SH SOLE 137016 0 0 ECOLAB INC COM 278865100 8198 183899SH SOLE 183899 0 0 EDISON INTL COM 281020107 6425 184720SH SOLE 184720 0 0 EDUCATION MGMT CORP NEW COM 28140M103 1062 48258SH SOLE 48258 0 0 EDUCATION RLTY TR INC COM 28140H104 148 30623SH SOLE 30623 0 0 EL PASO CORP COM 28336L109 292 29685SH SOLE 29685 0 0 EL PASO ELEC CO COM NEW 283677854 241 11901SH SOLE 11901 0 0 ELBIT SYS LTD ORD M3760D101 606 9316SH SOLE 9316 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 36 3323SH SOLE 3323 0 0 ELECTRONIC ARTS INC COM 285512109 4001 225381SH SOLE 225381 0 0 ELIZABETH ARDEN INC COM 28660G106 539 37375SH SOLE 37375 0 0 EMBRAER-EMPRESA BRASILEIRA D SP ADR C29081M102 1019 46068SH SOLE 46068 0 0 EMCOR GROUP INC COM 29084Q100 2976 110641SH SOLE 110641 0 0 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 1712 31607SH SOLE 31607 0 0 EMERSON ELEC CO COM 291011104 33639 789653SH SOLE 789653 0 0 EMPIRE DIST ELEC CO COM 291641108 268 14329SH SOLE 14329 0 0 EMPLOYERS HOLDINGS INC COM 292218104 569 37118SH SOLE 37118 0 0 EMS TECHNOLOGIES INC COM 26873N108 864 59602SH SOLE 59602 0 0 ENBRIDGE INC COM 29250N105 6385 138147SH SOLE 138147 0 0 ENCANA CORP COM 292505104 1753 54128SH SOLE 54128 0 0 ENCORE ACQUISITION CO COM 29255W100 40 832SH SOLE 832 0 0 ENCORE WIRE CORP COM 292562105 60 2845SH SOLE 2845 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 736 35844SH SOLE 35844 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1317 35388SH SOLE 35388 0 0 ENERGIZER HLDGS INC COM 29266R108 1012 16520SH SOLE 16520 0 0 ENERGYSOLUTIONS INC COM 292756202 620 73063SH SOLE 73063 0 0 ENERPLUS RES FD UNIT TR 29274D604 7345 319916SH SOLE 319916 0 0 ENERSYS COM 29275Y102 612 27980SH SOLE 27980 0 0 ENI S P A SPONSORE26874R108 31206 616598SH SOLE 616598 0 0 ENNIS INC COM 293389102 1065 63427SH SOLE 63427 0 0 ENPRO INDS INC COM 29355X107 1341 50778SH SOLE 50778 0 0 ENTERGY CORP NEW COM 29364G103 13241 161797SH SOLE 161797 0 0 ENTERTAINMENT PPTYS TR PFD C CN29380T402 528 31931SH SOLE 31931 0 0 EOG RES INC COM 26875P101 42501 436806SH SOLE 436806 0 0 EPICOR SOFTWARE CORP COM 29426L108 16 2163SH SOLE 2163 0 0 EQT CORP COM 26884L109 5711 130031SH SOLE 130031 0 0 EQUINIX INC COM NEW 29444U502 14636 137876SH SOLE 137876 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 1113 22056SH SOLE 22056 0 0 EQUITY RESIDENTIAL SH BEN I29476L107 1837 54382SH SOLE 54382 0 0 ERICSSON L M TEL CO ADR B SE294821608 7370 801906SH SOLE 801906 0 0 ESSEX PPTY TR INC COM 297178105 3573 42719SH SOLE 42719 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 21 509SH SOLE 509 0 0 ETABLISSEMENTS DELHAIZE FRER SPONSORE29759W101 607 7916SH SOLE 7916 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 548 18040SH SOLE 18040 0 0 EVEREST RE GROUP LTD COM G3223R108 2868 33469SH SOLE 33469 0 0 EVERGREEN ENERGY INC COM 30024B104 1 3022SH SOLE 3022 0 0 EV3 INC COM 26928A200 2 175SH SOLE 175 0 0 EXCO RESOURCES INC COM 269279402 337 15884SH SOLE 15884 0 0 EXELON CORP COM 30161N101 19281 394533SH SOLE 394533 0 0 EXPEDIA INC DEL COM 30212P105 10168 395185SH SOLE 395185 0 0 EXPEDITORS INTL WASH INC COM 302130109 2673 76872SH SOLE 76872 0 0 EXPONENT INC COM 30214U102 2077 74588SH SOLE 74588 0 0 EXPRESS SCRIPTS INC COM 302182100 28206 326386SH SOLE 326386 0 0 EXTRA SPACE STORAGE INC COM 30225T102 80 6941SH SOLE 6941 0 0 EXXON MOBIL CORP COM 30231G102 220449 3232863SH SOLE 3232863 0 0 F M C CORP COM NEW 302491303 5122 91854SH SOLE 91854 0 0 FACTSET RESH SYS INC COM 303075105 7507 113968SH SOLE 113968 0 0 FAIR ISAAC CORP COM 303250104 8584 402820SH SOLE 402820 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 3403 340666SH SOLE 340666 0 0 FAMILY DLR STORES INC COM 307000109 649 23319SH SOLE 23319 0 0 FASTENAL CO COM 311900104 8527 204775SH SOLE 204775 0 0 FBR CAPITAL MARKETS CORP COM 30247C301 1 123SH SOLE 123 0 0 FEDERAL REALTY INVT TR SH BEN I313747206 4825 71244SH SOLE 71244 0 0 FEDEX CORP COM 31428X106 1232 14760SH SOLE 14760 0 0 FEI CO COM 30241L109 73 3122SH SOLE 3122 0 0 FGX INTERNATIONAL HLDGS LTD ORD SHS G3396L102 1090 55621SH SOLE 55621 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 2136 158711SH SOLE 158711 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 262 11160SH SOLE 11160 0 0 FIFTH STREET FINANCE CORP COM 31678A103 306 28448SH SOLE 28448 0 0 FIFTH THIRD BANCORP COM 316773100 5681 582652SH SOLE 582652 0 0 FINANCIAL FED CORP COM 317492106 2760 100371SH SOLE 100371 0 0 FINISAR CORP COM NEW 31787A507 3 304SH SOLE 304 0 0 FINISH LINE INC CL A 317923100 1502 119677SH SOLE 119677 0 0 FIRST CASH FINL SVCS INC COM 31942D107 1886 84999SH SOLE 84999 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 294 63326SH SOLE 63326 0 0 FIRST FINL BANCORP OH COM 320209109 3 179SH SOLE 179 0 0 FIRST HORIZON NATL CORP COM 320517105 512 38227SH SOLE 38227 0 0 FIRST MARBLEHEAD CORP COM 320771108 130 60818SH SOLE 60818 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 626 57490SH SOLE 57490 0 0 FIRST SOLAR INC COM 336433107 8448 62390SH SOLE 62390 0 0 FIRSTENERGY CORP COM 337932107 8095 174273SH SOLE 174273 0 0 FIRSTMERIT CORP COM 337915102 4299 213436SH SOLE 213436 0 0 FIRSTSERVICE CORP SUB VTG 33761N109 20 1021SH SOLE 1021 0 0 FISERV INC COM 337738108 6086 125545SH SOLE 125545 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 2820 385803SH SOLE 385803 0 0 FLIR SYS INC COM 302445101 9335 285219SH SOLE 285219 0 0 FLOWERS FOODS INC COM 343498101 34 1428SH SOLE 1428 0 0 FLOWSERVE CORP COM 34354P105 11402 120613SH SOLE 120613 0 0 FLUOR CORP NEW COM 343412102 9398 208657SH SOLE 208657 0 0 FLUOR CORP NEW NOTE 1.5343412AA0 222 137000PRN SOLE 137000 0 0 FMC TECHNOLOGIES INC COM 30249U101 49318 852669SH SOLE 852669 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR344419106 19618 409740SH SOLE 409740 0 0 FOOT LOCKER INC COM 344849104 5658 507917SH SOLE 507917 0 0 FORCE PROTECTION INC COM NEW 345203202 455 87331SH SOLE 87331 0 0 FORD MTR CO CAP TR II PFD TR C345395206 702 17595SH SOLE 17595 0 0 FORD MTR CO DEL COM PAR 345370860 1595 159540SH SOLE 159540 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 12831 1089254SH SOLE 1089254 0 0 FOREST LABS INC COM 345838106 22189 691027SH SOLE 691027 0 0 FOREST OIL CORP COM PAR 346091705 232 10440SH SOLE 10440 0 0 FORMFACTOR INC COM 346375108 1369 62897SH SOLE 62897 0 0 FORTUNE BRANDS INC COM 349631101 620 14361SH SOLE 14361 0 0 FORWARD AIR CORP COM 349853101 2565 102490SH SOLE 102490 0 0 FOSSIL INC COM 349882100 5 154SH SOLE 154 0 0 FOSTER L B CO COM 350060109 321 10767SH SOLE 10767 0 0 FOSTER WHEELER AG COM H27178104 716 24316SH SOLE 24316 0 0 FPL GROUP INC COM 302571104 16882 319622SH SOLE 319622 0 0 FRANCE TELECOM SPONSORE35177Q105 1400 55468SH SOLE 55468 0 0 FRANKLIN ELEC INC COM 353514102 36 1229SH SOLE 1229 0 0 FRANKLIN RES INC COM 354613101 12073 114601SH SOLE 114601 0 0 FREDS INC CL A 356108100 1 102SH SOLE 102 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 59289 738432SH SOLE 738432 0 0 FREEPORT-MCMORAN COPPER & GO PFD CONV35671D782 623 5418SH SOLE 5418 0 0 FRESENIUS MED CARE AG&CO KGA SPONSORE358029106 9592 180953SH SOLE 180953 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 477 21603SH SOLE 21603 0 0 FRONTIER OIL CORP COM 35914P105 24 2003SH SOLE 2003 0 0 FTI CONSULTING INC COM 302941109 2504 53097SH SOLE 53097 0 0 FUEL SYS SOLUTIONS INC COM 35952W103 1750 42424SH SOLE 42424 0 0 FULLER H B CO COM 359694106 323 14187SH SOLE 14187 0 0 FULTON FINL CORP PA COM 360271100 113 12924SH SOLE 12924 0 0 FUQI INTERNATIONAL INC COM NEW 36102A207 551 30701SH SOLE 30701 0 0 F5 NETWORKS INC COM 315616102 4140 78166SH SOLE 78166 0 0 G-III APPAREL GROUP LTD COM 36237H101 4 165SH SOLE 165 0 0 GALLAGHER ARTHUR J & CO COM 363576109 273 12150SH SOLE 12150 0 0 GAMESTOP CORP NEW CL A 36467W109 405 18474SH SOLE 18474 0 0 GANNETT INC COM 364730101 14544 979383SH SOLE 979383 0 0 GAP INC DEL COM 364760108 43604 2081357SH SOLE 2081357 0 0 GARMIN LTD ORD G37260109 253 8243SH SOLE 8243 0 0 GATX CORP COM 361448103 7853 273145SH SOLE 273145 0 0 GAYLORD ENTMT CO NEW COM 367905106 1383 70045SH SOLE 70045 0 0 GEN-PROBE INC NEW COM 36866T103 106 2476SH SOLE 2476 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T107 603 26948SH SOLE 26948 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 845 28724SH SOLE 28724 0 0 GENERAL DYNAMICS CORP COM 369550108 99143 1454347SH SOLE 1454347 0 0 GENERAL ELECTRIC CO COM 369604103 73383 4850152SH SOLE 4850152 0 0 GENERAL MARITIME CORP NEW SHS Y2693R101 79 11352SH SOLE 11352 0 0 GENERAL MLS INC COM 370334104 35263 497997SH SOLE 497997 0 0 GENERAL STEEL HOLDINGS INC COM 370853103 2 445SH SOLE 445 0 0 GENESCO INC COM 371532102 1842 67082SH SOLE 67082 0 0 GENESEE & WYO INC CL A 371559105 531 16279SH SOLE 16279 0 0 GENESIS LEASE LTD ADR 37183T107 56 6279SH SOLE 6279 0 0 GENOPTIX INC COM 37243V100 1234 34740SH SOLE 34740 0 0 GENTEX CORP COM 371901109 864 48380SH SOLE 48380 0 0 GENUINE PARTS CO COM 372460105 4681 123301SH SOLE 123301 0 0 GENWORTH FINL INC COM CL A37247D106 593 52227SH SOLE 52227 0 0 GENZYME CORP COM 372917104 3032 61856SH SOLE 61856 0 0 GEO GROUP INC COM 36159R103 3313 151420SH SOLE 151420 0 0 GEOEYE INC COM 37250W108 1969 70608SH SOLE 70608 0 0 GERDAU AMERISTEEL CORP COM 37373P105 67 8155SH SOLE 8155 0 0 GERDAU S A SPONSORE373737105 678 39817SH SOLE 39817 0 0 GILDAN ACTIVEWEAR INC COM 375916103 12 506SH SOLE 506 0 0 GILEAD SCIENCES INC COM 375558103 77253 1785373SH SOLE 1785373 0 0 GLACIER BANCORP INC NEW COM 37637Q105 30 2161SH SOLE 2161 0 0 GLAXOSMITHKLINE PLC SPONSORE37733W105 32784 775964SH SOLE 775964 0 0 GLOBAL INDS LTD COM 379336100 1488 208748SH SOLE 208748 0 0 GLOBAL PMTS INC COM 37940X102 19760 366880SH SOLE 366880 0 0 GMX RES INC COM 38011M108 1 89SH SOLE 89 0 0 GOLD FIELDS LTD NEW SPONSORE38059T106 200 15259SH SOLE 15259 0 0 GOLDCORP INC NEW COM 380956409 628 15963SH SOLE 15963 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 193632 1146835SH SOLE 1146835 0 0 GOODRICH CORP COM 382388106 3636 56595SH SOLE 56595 0 0 GOODRICH PETE CORP COM NEW 382410405 1264 51920SH SOLE 51920 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 5168 366540SH SOLE 366540 0 0 GOOGLE INC CL A 38259P508 201771 325448SH SOLE 325448 0 0 GRACO INC COM 384109104 3015 105534SH SOLE 105534 0 0 GRAFTECH INTL LTD COM 384313102 2051 131925SH SOLE 131925 0 0 GRAHAM CORP COM 384556106 308 14859SH SOLE 14859 0 0 GRAINGER W W INC COM 384802104 580 5992SH SOLE 5992 0 0 GRANITE CONSTR INC COM 387328107 306 9105SH SOLE 9105 0 0 GREAT ATLANTIC & PAC TEA INC COM 390064103 580 49212SH SOLE 49212 0 0 GREAT PLAINS ENERGY INC UNIT 06/391164803 615 9315SH SOLE 9315 0 0 GREAT PLAINS ENERGY INC COM 391164100 848 43741SH SOLE 43741 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 174 2139SH SOLE 2139 0 0 GREENHILL & CO INC COM 395259104 6964 86792SH SOLE 86792 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 658 23213SH SOLE 23213 0 0 GROUPE CGI INC CL A SUB39945C109 78 5720SH SOLE 5720 0 0 GRUPO TELEVISA SA DE CV SP ADR R40049J206 9191 442716SH SOLE 442716 0 0 GSI COMMERCE INC COM 36238G102 3118 122795SH SOLE 122795 0 0 GUESS INC COM 401617105 1714 40510SH SOLE 40510 0 0 GULFMARK OFFSHORE INC COM 402629109 933 32959SH SOLE 32959 0 0 GULFPORT ENERGY CORP COM NEW 402635304 801 69927SH SOLE 69927 0 0 GYMBOREE CORP COM 403777105 887 20371SH SOLE 20371 0 0 HAIN CELESTIAL GROUP INC COM 405217100 1680 98747SH SOLE 98747 0 0 HALLIBURTON CO COM 406216101 44960 1494179SH SOLE 1494179 0 0 HANCOCK HLDG CO COM 410120109 5 103SH SOLE 103 0 0 HANESBRANDS INC COM 410345102 143 5931SH SOLE 5931 0 0 HANOVER INS GROUP INC COM 410867105 3280 73828SH SOLE 73828 0 0 HANSEN NAT CORP COM 411310105 1 27SH SOLE 27 0 0 HARBIN ELECTRIC INC COM 41145W109 7 321SH SOLE 321 0 0 HARMAN INTL INDS INC COM 413086109 7842 222288SH SOLE 222288 0 0 HARMONIC INC COM 413160102 476 75356SH SOLE 75356 0 0 HARRIS CORP DEL COM 413875105 17634 370844SH SOLE 370844 0 0 HARRIS STRATEX NTWRKS INC CL A 41457P106 0 2SH SOLE 2 0 0 HARSCO CORP COM 415864107 14855 460898SH SOLE 460898 0 0 HARTE-HANKS INC COM 416196103 4707 436596SH SOLE 436596 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 1060 45566SH SOLE 45566 0 0 HASBRO INC COM 418056107 40131 1251750SH SOLE 1251750 0 0 HASBRO INC DBCV 2.7418056AN7 303 203000PRN SOLE 203000 0 0 HATTERAS FINL CORP COM 41902R103 6456 230911SH SOLE 230911 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 4412 211116SH SOLE 211116 0 0 HAWAIIAN HOLDINGS INC COM 419879101 613 87550SH SOLE 87550 0 0 HCC INS HLDGS INC COM 404132102 9324 333354SH SOLE 333354 0 0 HCP INC COM 40414L109 7534 246679SH SOLE 246679 0 0 HDFC BANK LTD ADR REPS40415F101 18744 144094SH SOLE 144094 0 0 HEALTH CARE REIT INC COM 42217K106 487 10986SH SOLE 10986 0 0 HEALTH CARE REIT INC NOTE 4.742217KAQ9 205 184000PRN SOLE 184000 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 1 196SH SOLE 196 0 0 HEALTH NET INC COM 42222G108 6242 268015SH SOLE 268015 0 0 HEALTHCARE SVCS GRP INC COM 421906108 1200 55930SH SOLE 55930 0 0 HEALTHSOUTH CORP COM NEW 421924309 8 425SH SOLE 425 0 0 HEALTHSPRING INC COM 42224N101 459 26088SH SOLE 26088 0 0 HEARTLAND EXPRESS INC COM 422347104 749 49048SH SOLE 49048 0 0 HEINZ H J CO COM 423074103 3661 85618SH SOLE 85618 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 11407 970819SH SOLE 970819 0 0 HELMERICH & PAYNE INC COM 423452101 894 22415SH SOLE 22415 0 0 HENRY JACK & ASSOC INC COM 426281101 8223 355372SH SOLE 355372 0 0 HERBALIFE LTD COM USD G4412G101 1868 46037SH SOLE 46037 0 0 HERCULES OFFSHORE INC COM 427093109 558 116657SH SOLE 116657 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 466 39053SH SOLE 39053 0 0 HESS CORP COM 42809H107 63723 1053280SH SOLE 1053280 0 0 HEWITT ASSOCS INC COM 42822Q100 11185 264682SH SOLE 264682 0 0 HEWLETT PACKARD CO COM 428236103 104842 2035373SH SOLE 2035373 0 0 HEXCEL CORP NEW COM 428291108 603 46440SH SOLE 46440 0 0 HIBBETT SPORTS INC COM 428567101 1327 60327SH SOLE 60327 0 0 HIGHWOODS PPTYS INC COM 431284108 244 7317SH SOLE 7317 0 0 HILL INTERNATIONAL INC COM 431466101 1 164SH SOLE 164 0 0 HILL ROM HLDGS INC COM 431475102 153 6391SH SOLE 6391 0 0 HITTITE MICROWAVE CORP COM 43365Y104 36 876SH SOLE 876 0 0 HMS HLDGS CORP COM 40425J101 40 822SH SOLE 822 0 0 HOLLY CORP COM PAR 435758305 1765 68876SH SOLE 68876 0 0 HOLOGIC INC COM 436440101 2025 139661SH SOLE 139661 0 0 HOLOGIC INC FRNT 2.0436440AA9 510 597000PRN SOLE 597000 0 0 HOME DEPOT INC COM 437076102 13937 481739SH SOLE 481739 0 0 HONDA MOTOR LTD AMERN SH438128308 4680 138065SH SOLE 138065 0 0 HONEYWELL INTL INC COM 438516106 23437 597872SH SOLE 597872 0 0 HORIZON LINES INC COM 44044K101 2 297SH SOLE 297 0 0 HORMEL FOODS CORP COM 440452100 1700 44205SH SOLE 44205 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 143 6124SH SOLE 6124 0 0 HOSPIRA INC COM 441060100 11696 229334SH SOLE 229334 0 0 HOSPITALITY PPTYS TR COM SH B44106M102 640 26987SH SOLE 26987 0 0 HOST HOTELS & RESORTS INC COM 44107P104 6404 548732SH SOLE 548732 0 0 HOUSTON WIRE & CABLE CO COM 44244K109 71 5958SH SOLE 5958 0 0 HQ SUSTAINABLE MARITIM IND I COM NEW 40426A208 352 49996SH SOLE 49996 0 0 HRPT PPTYS TR COM SH B40426W101 157 24335SH SOLE 24335 0 0 HSBC HLDGS PLC SPON ADR404280406 111889 1959865SH SOLE 1959865 0 0 HSBC HLDGS PLC ADR A 1/404280604 8521 398360SH SOLE 398360 0 0 HSN INC COM 404303109 241 11912SH SOLE 11912 0 0 HUANENG PWR INTL INC SPON ADR443304100 516 23047SH SOLE 23047 0 0 HUBBELL INC CL B 443510201 412 8714SH SOLE 8714 0 0 HUDSON CITY BANCORP COM 443683107 502 36558SH SOLE 36558 0 0 HUMAN GENOME SCIENCES INC COM 444903108 392 12816SH SOLE 12816 0 0 HUMANA INC COM 444859102 4506 102677SH SOLE 102677 0 0 HUNT J B TRANS SVCS INC COM 445658107 2353 72918SH SOLE 72918 0 0 HUNTSMAN CORP COM 447011107 2832 250885SH SOLE 250885 0 0 HURCO COMPANIES INC COM 447324104 49 3293SH SOLE 3293 0 0 HYATT HOTELS CORP COM CL A448579102 167 5590SH SOLE 5590 0 0 IAC INTERACTIVECORP COM PAR 44919P508 6208 303143SH SOLE 303143 0 0 ICF INTL INC COM 44925C103 846 31549SH SOLE 31549 0 0 ICICI BK LTD ADR 45104G104 18594 493070SH SOLE 493070 0 0 ICON PUB LTD CO SPONSORE45103T107 853 39277SH SOLE 39277 0 0 ICONIX BRAND GROUP INC COM 451055107 1 112SH SOLE 112 0 0 ICONIX BRAND GROUP INC NOTE 1.8451055AB3 435 487000PRN SOLE 487000 0 0 ICU MED INC COM 44930G107 1164 31951SH SOLE 31951 0 0 IDACORP INC COM 451107106 1 17SH SOLE 17 0 0 IDEX CORP COM 45167R104 11349 364333SH SOLE 364333 0 0 IDEXX LABS INC COM 45168D104 1749 32716SH SOLE 32716 0 0 IHS INC CL A 451734107 20122 367116SH SOLE 367116 0 0 II VI INC COM 902104108 27 847SH SOLE 847 0 0 ILLINOIS TOOL WKS INC COM 452308109 2905 60532SH SOLE 60532 0 0 ILLUMINA INC COM 452327109 775 25247SH SOLE 25247 0 0 IMMUCOR INC COM 452526106 2783 137520SH SOLE 137520 0 0 IMMUNOGEN INC COM 45253H101 4 447SH SOLE 447 0 0 IMPAX LABORATORIES INC COM 45256B101 805 59116SH SOLE 59116 0 0 IMS HEALTH INC COM 449934108 75 3568SH SOLE 3568 0 0 INCYTE CORP COM 45337C102 4 457SH SOLE 457 0 0 INDEPENDENT BANK CORP MASS COM 453836108 255 12225SH SOLE 12225 0 0 INFINITY PPTY & CAS CORP COM 45665Q103 274 6737SH SOLE 6737 0 0 INFORMATICA CORP COM 45666Q102 3633 140372SH SOLE 140372 0 0 INFOSYS TECHNOLOGIES LTD SPONSORE456788108 18037 326342SH SOLE 326342 0 0 ING GROEP N V SPONSORE456837103 17887 1823367SH SOLE 1823367 0 0 INGERSOLL-RAND GLOBAL HLDG C NOTE 4.545687AAD4 201 98000PRN SOLE 98000 0 0 INGERSOLL-RAND PLC SHS G47791101 2678 74933SH SOLE 74933 0 0 INGRAM MICRO INC CL A 457153104 4278 245171SH SOLE 245171 0 0 INLAND REAL ESTATE CORP COM NEW 457461200 214 26275SH SOLE 26275 0 0 INNERWORKINGS INC COM 45773Y105 189 32102SH SOLE 32102 0 0 INSITUFORM TECHNOLOGIES INC CL A 457667103 2024 89070SH SOLE 89070 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1085 29438SH SOLE 29438 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 386 59711SH SOLE 59711 0 0 INTEGRATED ELECTRICAL SVC COM 45811E301 228 38920SH SOLE 38920 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 11210 266965SH SOLE 266965 0 0 INTEL CORP COM 458140100 136465 6689438SH SOLE 6689438 0 0 INTEL CORP SDCV 2.9458140AD2 469 486000PRN SOLE 486000 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 23160 206234SH SOLE 206234 0 0 INTERDIGITAL INC COM 45867G101 8 308SH SOLE 308 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 290824 2221728SH SOLE 2221728 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 11436 277966SH SOLE 277966 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 8956 477171SH SOLE 477171 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 12964 586095SH SOLE 586095 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 2065 72595SH SOLE 72595 0 0 INTERPUBLIC GROUP COS INC COM 460690100 672 91055SH SOLE 91055 0 0 INTERSIL CORP CL A 46069S109 4976 324382SH SOLE 324382 0 0 INTL PAPER CO COM 460146103 41639 1554856SH SOLE 1554856 0 0 INTREPID POTASH INC COM 46121Y102 5117 175405SH SOLE 175405 0 0 INTUIT COM 461202103 16502 537005SH SOLE 537005 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 18319 60373SH SOLE 60373 0 0 INVENTIV HEALTH INC COM 46122E105 34 2092SH SOLE 2092 0 0 INVERNESS MED INNOVATIONS IN COM 46126P106 569 13704SH SOLE 13704 0 0 INVESCO LTD SHS G491BT108 14386 612449SH SOLE 612449 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 542 27512SH SOLE 27512 0 0 INVESTORS BANCORP INC COM 46146P102 223 20371SH SOLE 20371 0 0 INVESTORS REAL ESTATE TR SH BEN I461730103 651 72279SH SOLE 72279 0 0 INVESTORS TITLE CO COM 461804106 61 1990SH SOLE 1990 0 0 ION GEOPHYSICAL CORP COM 462044108 728 123057SH SOLE 123057 0 0 IPC THE HOSPITALIST CO INC COM 44984A105 264 7941SH SOLE 7941 0 0 IRON MTN INC COM 462846106 118 5179SH SOLE 5179 0 0 ISHARES COMEX GOLD TR ISHARES 464285105 12100 112690SH SOLE 112690 0 0 ISHARES SILVER TRUST ISHARES 46428Q109 432 26142SH SOLE 26142 0 0 ISHARES TR MSCI GRW464288885 381 6905SH SOLE 0 0 6905 ISHARES TR MSCI VAL464288877 392 7791SH SOLE 0 0 7791 ISHARES TR RSSL MCR464288869 1925 49328SH SOLE 0 0 49328 ISHARES TR BARCLYS 464288679 7299 66237SH SOLE 0 0 66237 ISHARES TR BARCLYS 464288588 7095 66944SH SOLE 0 0 66944 ISHARES TR HIGH YLD464288513 1987 22619SH SOLE 0 0 22619 ISHARES TR EPRA/NAR464288489 1105 38220SH SOLE 0 0 38220 ISHARES TR S&P NTL 464288414 648 6304SH SOLE 0 0 6304 ISHARES TR MSCI SMA464288273 49 1371SH SOLE 0 0 1371 ISHARES TR INDEX S&P SMLC464287887 11 188SH SOLE 0 0 188 ISHARES TR INDEX S&P SMLC464287879 17 291SH SOLE 0 0 291 ISHARES TR INDEX DJ US RE464287739 2 34SH SOLE 0 0 34 ISHARES TR INDEX RUSSELL 464287689 2250 34463SH SOLE 0 0 34463 ISHARES TR INDEX RUSL 300464287671 6 144SH SOLE 0 0 144 ISHARES TR INDEX RUSL 300464287663 128 1695SH SOLE 0 0 1695 ISHARES TR INDEX RUSSELL 464287655 7884 126258SH SOLE 0 0 126258 ISHARES TR INDEX RUSL 200464287648 2556 37554SH SOLE 0 0 37554 ISHARES TR INDEX RUSL 200464287630 1743 30036SH SOLE 0 0 30036 ISHARES TR INDEX RUSSELL 464287622 19714 321552SH SOLE 0 0 321552 ISHARES TR INDEX RUSSELL1464287614 69508 1394351SH SOLE 0 01394351 ISHARES TR INDEX RUSSELL1464287598 59308 1033238SH SOLE 0 01033238 ISHARES TR INDEX NASDQ BI464287556 1476 18037SH SOLE 0 0 18037 ISHARES TR INDEX RUSSELL 464287499 77 935SH SOLE 0 0 935 ISHARES TR INDEX RUSSELL 464287481 98 2163SH SOLE 0 0 2163 ISHARES TR INDEX RUSSELL 464287473 78 2113SH SOLE 0 0 2113 ISHARES TR INDEX MSCI EAF464287465 21750 393447SH SOLE 0 0 393447 ISHARES TR INDEX BARCLYS 464287457 1023 12330SH SOLE 0 0 12330 ISHARES TR INDEX S&P 500 464287408 905 17081SH SOLE 0 0 17081 ISHARES TR INDEX S&P500 G464287309 632 10899SH SOLE 0 0 10899 ISHARES TR INDEX IBOXX IN464287242 5729 55005SH SOLE 0 0 55005 ISHARES TR INDEX S&P 100 464287101 502 9754SH SOLE 0 0 9754 ISHARES TR INDEX MSCI EME464287234 7164 172635SH SOLE 0 0 172635 ISHARES TR INDEX BARCLY U464287226 37622 364592SH SOLE 0 0 364592 ISHARES TR INDEX S&P 500 464287200 7709 68947SH SOLE 0 0 68947 ISHARES TR INDEX BARCLYS 464287176 1506 14498SH SOLE 0 0 14498 ISIS PHARMACEUTICALS INC COM 464330109 217 19545SH SOLE 19545 0 0 ITAU UNIBANCO HLDG SA SPON ADR465562106 970 42478SH SOLE 42478 0 0 ITC HLDGS CORP COM 465685105 317 6089SH SOLE 6089 0 0 ITRON INC COM 465741106 18077 267526SH SOLE 267526 0 0 ITT CORP NEW COM 450911102 4352 87495SH SOLE 87495 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 5642 58795SH SOLE 58795 0 0 IXYS CORP COM 46600W106 1516 204589SH SOLE 204589 0 0 J CREW GROUP INC COM 46612H402 13895 310573SH SOLE 310573 0 0 JABIL CIRCUIT INC COM 466313103 2691 154945SH SOLE 154945 0 0 JACK IN THE BOX INC COM 466367109 487 24780SH SOLE 24780 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 7937 211044SH SOLE 211044 0 0 JAMES RIVER COAL CO COM NEW 470355207 429 23211SH SOLE 23211 0 0 JANUS CAP GROUP INC COM 47102X105 1074 79819SH SOLE 79819 0 0 JARDEN CORP COM 471109108 5334 172566SH SOLE 172566 0 0 JDA SOFTWARE GROUP INC COM 46612K108 698 27413SH SOLE 27413 0 0 JDS UNIPHASE CORP COM PAR 46612J507 4431 537082SH SOLE 537082 0 0 JEFFERIES GROUP INC NEW COM 472319102 15537 654736SH SOLE 654736 0 0 JO-ANN STORES INC COM 47758P307 1411 38940SH SOLE 38940 0 0 JOHN HANCOCK BK &THRIFT OPP SH BEN I409735206 445 31529SH SOLE 31529 0 0 JOHNSON & JOHNSON COM 478160104 221792 3443446SH SOLE 3443446 0 0 JOHNSON CTLS INC COM 478366107 7083 260034SH SOLE 260034 0 0 JONES LANG LASALLE INC COM 48020Q107 9609 159082SH SOLE 159082 0 0 JOS A BANK CLOTHIERS INC COM 480838101 671 15914SH SOLE 15914 0 0 JOY GLOBAL INC COM 481165108 24222 469688SH SOLE 469688 0 0 JPMORGAN CHASE & CO COM 46625H100 320611 7694046SH SOLE 7694046 0 0 JUNIPER NETWORKS INC COM 48203R104 16428 615983SH SOLE 615983 0 0 KAISER ALUMINUM CORP COM PAR 483007704 42 1002SH SOLE 1002 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 1100 33036SH SOLE 33036 0 0 KAYDON CORP COM 486587108 17 469SH SOLE 469 0 0 KAYNE ANDERSON MLP INVSMNT C COM 486606106 20 791SH SOLE 0 0 791 KB FINANCIAL GROUP INC SPONSORE48241A105 63 1234SH SOLE 1234 0 0 KB HOME COM 48666K109 16 1166SH SOLE 1166 0 0 KBR INC COM 48242W106 534 28125SH SOLE 28125 0 0 KELLOGG CO COM 487836108 7148 134364SH SOLE 134364 0 0 KENDLE INTERNATIONAL INC COM 48880L107 779 42559SH SOLE 42559 0 0 KENNAMETAL INC COM 489170100 37 1440SH SOLE 1440 0 0 KEYCORP NEW COM 493267108 2859 515116SH SOLE 515116 0 0 KILROY RLTY CORP COM 49427F108 556 18120SH SOLE 18120 0 0 KIMBERLY CLARK CORP COM 494368103 66105 1037595SH SOLE 1037595 0 0 KIMCO REALTY CORP COM 49446R109 683 50468SH SOLE 50468 0 0 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 12145 222281SH SOLE 222281 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 6879 182705SH SOLE 182705 0 0 KING PHARMACEUTICALS INC COM 495582108 5215 424991SH SOLE 424991 0 0 KING PHARMACEUTICALS INC NOTE 1.2495582AJ7 450 486000PRN SOLE 486000 0 0 KIRBY CORP COM 497266106 9583 275136SH SOLE 275136 0 0 KLA-TENCOR CORP COM 482480100 5047 139562SH SOLE 139562 0 0 KNIGHT CAPITAL GROUP INC CL A 499005106 118 7669SH SOLE 7669 0 0 KNIGHT TRANSN INC COM 499064103 771 39961SH SOLE 39961 0 0 KNOLL INC COM NEW 498904200 810 78449SH SOLE 78449 0 0 KOHLS CORP COM 500255104 14146 262299SH SOLE 262299 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG S500472303 332 11268SH SOLE 11268 0 0 KOPPERS HOLDINGS INC COM 50060P106 617 20273SH SOLE 20273 0 0 KORN FERRY INTL COM NEW 500643200 74 4455SH SOLE 4455 0 0 KRAFT FOODS INC CL A 50075N104 4203 154634SH SOLE 154634 0 0 KROGER CO COM 501044101 28428 1384691SH SOLE 1384691 0 0 KUBOTA CORP ADR 501173207 2122 46017SH SOLE 46017 0 0 KULICKE & SOFFA INDS INC NOTE 0.8501242AT8 852 975000PRN SOLE 975000 0 0 L-1 IDENTITY SOLUTIONS INC NOTE 3.750212AAB2 318 353000PRN SOLE 353000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 32673 375762SH SOLE 375762 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1963 26235SH SOLE 26235 0 0 LAKELAND FINL CORP COM 511656100 236 13666SH SOLE 13666 0 0 LAM RESEARCH CORP COM 512807108 9449 240977SH SOLE 240977 0 0 LAMAR ADVERTISING CO CL A 512815101 401 12905SH SOLE 12905 0 0 LANCASTER COLONY CORP COM 513847103 1961 39477SH SOLE 39477 0 0 LANCE INC COM 514606102 88 3359SH SOLE 3359 0 0 LANDAUER INC COM 51476K103 1334 21720SH SOLE 21720 0 0 LANDEC CORP COM 514766104 390 62460SH SOLE 62460 0 0 LANDSTAR SYS INC COM 515098101 6709 173050SH SOLE 173050 0 0 LAS VEGAS SANDS CORP COM 517834107 234 15644SH SOLE 15644 0 0 LASALLE HOTEL PPTYS COM SH B517942108 4 168SH SOLE 168 0 0 LAUDER ESTEE COS INC CL A 518439104 19929 412091SH SOLE 412091 0 0 LAYNE CHRISTENSEN CO COM 521050104 763 26567SH SOLE 26567 0 0 LAZARD LTD SHS A G54050102 2543 66964SH SOLE 66964 0 0 LEAR CORP COM NEW 521865204 549 8121SH SOLE 8121 0 0 LEGG MASON INC COM 524901105 5955 197439SH SOLE 197439 0 0 LEGGETT & PLATT INC COM 524660107 1284 62943SH SOLE 62943 0 0 LENDER PROCESSING SVCS INC COM 52602E102 273 6714SH SOLE 6714 0 0 LENNOX INTL INC COM 526107107 334 8563SH SOLE 8563 0 0 LEUCADIA NATL CORP COM 527288104 259 10879SH SOLE 10879 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 3.552729NBK5 639 730000PRN SOLE 730000 0 0 LEXINGTON REALTY TRUST COM 529043101 65 10698SH SOLE 10698 0 0 LEXMARK INTL NEW CL A 529771107 444 17073SH SOLE 17073 0 0 LG DISPLAY CO LTD SPONS AD50186V102 1003 59235SH SOLE 59235 0 0 LIBERTY GLOBAL INC COM SER 530555309 1098 50229SH SOLE 50229 0 0 LIBERTY GLOBAL INC COM SER 530555101 3635 166045SH SOLE 166045 0 0 LIBERTY MEDIA CORP DEB 3.50530715AN1 2 3000PRN SOLE 3000 0 0 LIBERTY MEDIA CORP NEW LIB STAR53071M708 859 18607SH SOLE 18607 0 0 LIBERTY MEDIA CORP NEW CAP COM 53071M302 1037 43418SH SOLE 43418 0 0 LIBERTY MEDIA CORP NEW INT COM 53071M104 61 5655SH SOLE 5655 0 0 LIBERTY PPTY TR SH BEN I531172104 848 26492SH SOLE 26492 0 0 LIFE PARTNERS HOLDINGS INC COM 53215T106 308 14546SH SOLE 14546 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 3419 65466SH SOLE 65466 0 0 LIFE TIME FITNESS INC COM 53217R207 260 10435SH SOLE 10435 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 1585 48717SH SOLE 48717 0 0 LIFEPOINT HOSPITALS INC NOTE 3.553219LAH2 336 361000PRN SOLE 361000 0 0 LILLY ELI & CO COM 532457108 2200 61612SH SOLE 61612 0 0 LIMITED BRANDS INC COM 532716107 5162 268291SH SOLE 268291 0 0 LINCARE HLDGS INC COM 532791100 2185 58844SH SOLE 58844 0 0 LINCARE HLDGS INC DBCV 2.7532791AE0 387 367000PRN SOLE 367000 0 0 LINCOLN EDL SVCS CORP COM 533535100 586 27040SH SOLE 27040 0 0 LINCOLN ELEC HLDGS INC COM 533900106 663 12402SH SOLE 12402 0 0 LINCOLN NATL CORP IND COM 534187109 8135 326972SH SOLE 326972 0 0 LINDSAY CORP COM 535555106 651 16329SH SOLE 16329 0 0 LINEAR TECHNOLOGY CORP COM 535678106 7490 245077SH SOLE 245077 0 0 LINEAR TECHNOLOGY CORP NOTE 3.0535678AC0 1 1000PRN SOLE 1000 0 0 LIVE NATION INC NOTE 2.8538034AB5 365 471000PRN SOLE 471000 0 0 LKQ CORP COM 501889208 11633 593799SH SOLE 593799 0 0 LLOYDS BANKING GROUP PLC SPONSORE539439109 15132 4627560SH SOLE 4627560 0 0 LOCKHEED MARTIN CORP COM 539830109 100804 1337808SH SOLE 1337808 0 0 LOEWS CORP COM 540424108 757 20819SH SOLE 20819 0 0 LOGITECH INTL S A SHS H50430232 1565 91456SH SOLE 91456 0 0 LORILLARD INC COM 544147101 51382 640428SH SOLE 640428 0 0 LOUISIANA PAC CORP COM 546347105 697 99868SH SOLE 99868 0 0 LOWES COS INC COM 548661107 16300 696859SH SOLE 696859 0 0 LSB INDS INC COM 502160104 485 34399SH SOLE 34399 0 0 LSI CORPORATION COM 502161102 644 107148SH SOLE 107148 0 0 LUBRIZOL CORP COM 549271104 615 8428SH SOLE 8428 0 0 LUFKIN INDS INC COM 549764108 2786 38066SH SOLE 38066 0 0 LULULEMON ATHLETICA INC COM 550021109 1234 41012SH SOLE 41012 0 0 LUXOTTICA GROUP S P A SPONSORE55068R202 267 10398SH SOLE 10398 0 0 M & T BK CORP COM 55261F104 353 5284SH SOLE 5284 0 0 M D C HLDGS INC COM 552676108 213 6876SH SOLE 6876 0 0 MACERICH CO COM 554382101 7333 203984SH SOLE 203984 0 0 MACK CALI RLTY CORP COM 554489104 1021 29545SH SOLE 29545 0 0 MACROVISION CORP NOTE 2.6555904AB7 302 244000PRN SOLE 244000 0 0 MACYS INC COM 55616P104 1603 95632SH SOLE 95632 0 0 MADDEN STEVEN LTD COM 556269108 839 20347SH SOLE 20347 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 161 3954SH SOLE 3954 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 3 388SH SOLE 388 0 0 MAIDENFORM BRANDS INC COM 560305104 672 40264SH SOLE 40264 0 0 MAKITA CORP ADR NEW 560877300 3499 99300SH SOLE 99300 0 0 MAKO SURGICAL CORP COM 560879108 2 214SH SOLE 214 0 0 MANHATTAN ASSOCS INC COM 562750109 2970 123533SH SOLE 123533 0 0 MANPOWER INC COM 56418H100 1082 19825SH SOLE 19825 0 0 MANTECH INTL CORP CL A 564563104 37 762SH SOLE 762 0 0 MARATHON OIL CORP COM 565849106 61202 1960333SH SOLE 1960333 0 0 MARINER ENERGY INC COM 56845T305 332 28605SH SOLE 28605 0 0 MARKEL CORP COM 570535104 10642 31300SH SOLE 31300 0 0 MARKET VECTORS ETF TR GOLD MIN57060U100 11774 254798SH SOLE 0 0 254798 MARRIOTT INTL INC NEW CL A 571903202 259 9497SH SOLE 9497 0 0 MARSH & MCLENNAN COS INC COM 571748102 103 4678SH SOLE 4678 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 869 159371SH SOLE 159371 0 0 MARTEK BIOSCIENCES CORP COM 572901106 877 46264SH SOLE 46264 0 0 MARTEN TRANS LTD COM 573075108 652 36341SH SOLE 36341 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 11154 537553SH SOLE 537553 0 0 MASCO CORP COM 574599106 2373 171819SH SOLE 171819 0 0 MASIMO CORP COM 574795100 1211 39797SH SOLE 39797 0 0 MASSEY ENERGY CO NOTE 3.2576203AJ2 406 465000PRN SOLE 465000 0 0 MASTEC INC COM 576323109 749 59903SH SOLE 59903 0 0 MASTERCARD INC CL A 57636Q104 109702 428555SH SOLE 428555 0 0 MATTEL INC COM 577081102 10459 523498SH SOLE 523498 0 0 MATTHEWS INTL CORP CL A 577128101 6887 194380SH SOLE 194380 0 0 MAX CAPITAL GROUP LTD SHS G6052F103 1799 80695SH SOLE 80695 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 1762 86713SH SOLE 86713 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 1438 80591SH SOLE 80591 0 0 MB FINANCIAL INC NEW COM 55264U108 4 184SH SOLE 184 0 0 MCAFEE INC COM 579064106 1852 45647SH SOLE 45647 0 0 MCCORMICK & CO INC COM NON 579780206 5 142SH SOLE 142 0 0 MCDERMOTT INTL INC COM 580037109 1338 55730SH SOLE 55730 0 0 MCDONALDS CORP COM 580135101 162193 2597577SH SOLE 2597577 0 0 MCGRATH RENTCORP COM 580589109 1649 73737SH SOLE 73737 0 0 MCGRAW HILL COS INC COM 580645109 14423 430400SH SOLE 430400 0 0 MCKESSON CORP COM 58155Q103 23529 376470SH SOLE 376470 0 0 MCMORAN EXPLORATION CO COM 582411104 1 120SH SOLE 120 0 0 MCMORAN EXPLORATION CO NOTE 5.2582411AE4 366 373000PRN SOLE 373000 0 0 MDC PARTNERS INC CL A SUB552697104 4 506SH SOLE 506 0 0 MDU RES GROUP INC COM 552690109 4936 209157SH SOLE 209157 0 0 MEAD JOHNSON NUTRITION CO COM CL A582839106 2645 60531SH SOLE 60531 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 193 26069SH SOLE 26069 0 0 MEADWESTVACO CORP COM 583334107 27046 944669SH SOLE 944669 0 0 MEDALLION FINL CORP COM 583928106 1 167SH SOLE 167 0 0 MEDASSETS INC COM 584045108 1486 70064SH SOLE 70064 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 85434 1336790SH SOLE 1336790 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW584690309 1177 43506SH SOLE 43506 0 0 MEDIVATION INC COM 58501N101 424 11269SH SOLE 11269 0 0 MEDNAX INC COM 58502B106 1929 32098SH SOLE 32098 0 0 MEDTRONIC INC COM 585055106 49588 1127514SH SOLE 1127514 0 0 MEDTRONIC INC NOTE 1.6585055AM8 347 332000PRN SOLE 332000 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 277 14643SH SOLE 14643 0 0 MEMC ELECTR MATLS INC COM 552715104 405 29732SH SOLE 29732 0 0 MENS WEARHOUSE INC COM 587118100 731 34712SH SOLE 34712 0 0 MENTOR GRAPHICS CORP FRNT 8/0587200AD8 454 476000PRN SOLE 476000 0 0 MERCADOLIBRE INC COM 58733R102 3 51SH SOLE 51 0 0 MERCK & CO INC NEW COM 58933Y105 143289 3921441SH SOLE 3921441 0 0 MERCK & CO INC NEW PFD CONV58933Y204 888 3441SH SOLE 3441 0 0 MERCURY GENL CORP NEW COM 589400100 26 666SH SOLE 666 0 0 MERGE HEALTHCARE INC COM 589499102 1 428SH SOLE 428 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 1158 53736SH SOLE 53736 0 0 MERIT MED SYS INC COM 589889104 537 27898SH SOLE 27898 0 0 MERITAGE HOMES CORP COM 59001A102 3 171SH SOLE 171 0 0 METHANEX CORP COM 59151K108 9 468SH SOLE 468 0 0 METLIFE INC COM 59156R108 72608 2053969SH SOLE 2053969 0 0 METROPCS COMMUNICATIONS INC COM 591708102 550 72141SH SOLE 72141 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 7055 67199SH SOLE 67199 0 0 MFA FINANCIAL INC COM 55272X102 2360 321075SH SOLE 321075 0 0 MGM MIRAGE COM 552953101 398 43633SH SOLE 43633 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 29970 1031658SH SOLE 1031658 0 0 MICRON TECHNOLOGY INC COM 595112103 1514 143346SH SOLE 143346 0 0 MICROS SYS INC COM 594901100 164 5274SH SOLE 5274 0 0 MICROSEMI CORP COM 595137100 872 49108SH SOLE 49108 0 0 MICROSOFT CORP COM 594918104 185172 6075189SH SOLE 6075189 0 0 MICROSTRATEGY INC CL A NEW594972408 850 9036SH SOLE 9036 0 0 MID-AMER APT CMNTYS INC COM 59522J103 25 510SH SOLE 510 0 0 MIDCAP SPDR TR UNIT SER595635103 9 66SH SOLE 0 0 66 MIDDLEBY CORP COM 596278101 2680 54674SH SOLE 54674 0 0 MILLER HERMAN INC COM 600544100 104 6476SH SOLE 6476 0 0 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 1098 14882SH SOLE 14882 0 0 MILLIPORE CORP COM 601073109 15663 216483SH SOLE 216483 0 0 MINERALS TECHNOLOGIES INC COM 603158106 4 79SH SOLE 79 0 0 MIRANT CORP NEW COM 60467R100 69 4504SH SOLE 4504 0 0 MISTRAS GROUP INC COM 60649T107 1336 88681SH SOLE 88681 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORE606822104 9924 2017072SH SOLE 2017072 0 0 MITSUI & CO LTD ADR 606827202 6527 22850SH SOLE 22850 0 0 MOBILE MINI INC COM 60740F105 915 64951SH SOLE 64951 0 0 MOBILE TELESYSTEMS OJSC SPONSORE607409109 1053 21534SH SOLE 21534 0 0 MOHAWK INDS INC COM 608190104 1910 40122SH SOLE 40122 0 0 MOLEX INC COM 608554101 426 19791SH SOLE 19791 0 0 MOLEX INC CL A 608554200 138 7218SH SOLE 7218 0 0 MOLSON COORS BREWING CO CL B 60871R209 398 8820SH SOLE 8820 0 0 MOLSON COORS BREWING CO NOTE 2.560871RAA8 178 161000PRN SOLE 161000 0 0 MONOLITHIC PWR SYS INC COM 609839105 660 27532SH SOLE 27532 0 0 MONRO MUFFLER BRAKE INC COM 610236101 27 808SH SOLE 808 0 0 MONSANTO CO NEW COM 61166W101 32955 403122SH SOLE 403122 0 0 MONSTER WORLDWIDE INC COM 611742107 22127 1271669SH SOLE 1271669 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 127 7341SH SOLE 7341 0 0 MOODYS CORP COM 615369105 4 156SH SOLE 156 0 0 MOOG INC CL A 615394202 1342 45897SH SOLE 45897 0 0 MORGAN STANLEY COM NEW 617446448 24594 830879SH SOLE 830879 0 0 MORNINGSTAR INC COM 617700109 12575 260129SH SOLE 260129 0 0 MOSAIC CO COM 61945A107 5949 99605SH SOLE 99605 0 0 MOTOROLA INC COM 620076109 2238 288390SH SOLE 288390 0 0 MSC INDL DIRECT INC CL A 553530106 333 7083SH SOLE 7083 0 0 MSCI INC CL A 55354G100 117 3692SH SOLE 3692 0 0 MULTI FINELINE ELECTRONIX IN COM 62541B101 4 135SH SOLE 135 0 0 MURPHY OIL CORP COM 626717102 7731 142646SH SOLE 142646 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 1492 39588SH SOLE 39588 0 0 MYLAN INC COM 628530107 6365 345341SH SOLE 345341 0 0 MYLAN INC PFD CONV628530206 422 366SH SOLE 366 0 0 MYRIAD GENETICS INC COM 62855J104 100 3849SH SOLE 3849 0 0 NABORS INDS INC NOTE 0.9629568AP1 190 194000PRN SOLE 194000 0 0 NABORS INDUSTRIES LTD SHS G6359F103 31426 1435625SH SOLE 1435625 0 0 NALCO HOLDING COMPANY COM 62985Q101 186 7282SH SOLE 7282 0 0 NASDAQ OMX GROUP INC COM 631103108 3667 184994SH SOLE 184994 0 0 NATIONAL BK GREECE S A ADR PRF 633643507 3484 162052SH SOLE 162052 0 0 NATIONAL BK GREECE S A SPONSORE633643408 5438 1043673SH SOLE 1043673 0 0 NATIONAL CINEMEDIA INC COM 635309107 737 44483SH SOLE 44483 0 0 NATIONAL FUEL GAS CO N J COM 636180101 14965 299300SH SOLE 299300 0 0 NATIONAL INSTRS CORP COM 636518102 5355 181824SH SOLE 181824 0 0 NATIONAL OILWELL VARCO INC COM 637071101 46685 1058849SH SOLE 1058849 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 271 12761SH SOLE 12761 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 161 10460SH SOLE 10460 0 0 NATIONAL WESTMINSTER BK PLC SPON ADR638539882 1675 96541SH SOLE 96541 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 906 25752SH SOLE 25752 0 0 NATIONWIDE HEALTH PPTYS INC PFD CV B638620302 551 3507SH SOLE 3507 0 0 NAVIGANT CONSULTING INC COM 63935N107 845 56877SH SOLE 56877 0 0 NAVIGATORS GROUP INC COM 638904102 434 9210SH SOLE 9210 0 0 NAVISITE INC COM NEW 63935M208 73 36356SH SOLE 36356 0 0 NAVISTAR INTL CORP NEW COM 63934E108 567 14662SH SOLE 14662 0 0 NBTY INC COM 628782104 1739 39949SH SOLE 39949 0 0 NCR CORP NEW COM 62886E108 58 5256SH SOLE 5256 0 0 NEKTAR THERAPEUTICS COM 640268108 6 626SH SOLE 626 0 0 NET SERVICOS DE COMUNICACAO SPONSD A64109T201 633 46780SH SOLE 46780 0 0 NETAPP INC COM 64110D104 1952 56815SH SOLE 56815 0 0 NETEZZA CORP COM 64111N101 650 67006SH SOLE 67006 0 0 NETFLIX INC COM 64110L106 501 9088SH SOLE 9088 0 0 NETGEAR INC COM 64111Q104 792 36494SH SOLE 36494 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 1099 23760SH SOLE 23760 0 0 NEUTRAL TANDEM INC COM 64128B108 415 18263SH SOLE 18263 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR647581107 742 9811SH SOLE 9811 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 6758 465741SH SOLE 465741 0 0 NEW YORK CMNTY CAP TR V UNIT 99/64944P307 476 10228SH SOLE 10228 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 21 1774SH SOLE 1774 0 0 NEWELL RUBBERMAID INC COM 651229106 604 40247SH SOLE 40247 0 0 NEWELL RUBBERMAID INC NOTE 5.5651229AH9 229 121000PRN SOLE 121000 0 0 NEWFIELD EXPL CO COM 651290108 22815 473036SH SOLE 473036 0 0 NEWMARKET CORP COM 651587107 17876 155758SH SOLE 155758 0 0 NEWMONT MINING CORP COM 651639106 15648 330752SH SOLE 330752 0 0 NEWMONT MINING CORP NOTE 1.6651639AJ5 348 281000PRN SOLE 281000 0 0 NEWS CORP CL A 65248E104 25530 1864837SH SOLE 1864837 0 0 NEWS CORP CL B 65248E203 354 22214SH SOLE 22214 0 0 NEXEN INC COM 65334H102 5354 223747SH SOLE 223747 0 0 NICE SYS LTD SPONSORE653656108 263 8480SH SOLE 8480 0 0 NICOR INC COM 654086107 4452 105760SH SOLE 105760 0 0 NIDEC CORP SPONSORE654090109 4154 178976SH SOLE 178976 0 0 NII HLDGS INC CL B NEW62913F201 7371 219519SH SOLE 219519 0 0 NII HLDGS INC NOTE 3.162913FAJ1 544 593000PRN SOLE 593000 0 0 NIKE INC CL B 654106103 85470 1293625SH SOLE 1293625 0 0 NIPPON TELEG & TEL CORP SPONSORE654624105 561 28426SH SOLE 28426 0 0 NISOURCE INC COM 65473P105 24285 1578993SH SOLE 1578993 0 0 NOBLE CORPORATION BAAR NAMEN -AH5833N103 819 20134SH SOLE 20134 0 0 NOBLE ENERGY INC COM 655044105 669 9394SH SOLE 9394 0 0 NOKIA CORP SPONSORE654902204 19781 1539348SH SOLE 1539348 0 0 NOMURA HLDGS INC SPONSORE65535H208 29156 3939968SH SOLE 3939968 0 0 NORDSON CORP COM 655663102 26 430SH SOLE 430 0 0 NORDSTROM INC COM 655664100 11546 307235SH SOLE 307235 0 0 NORFOLK SOUTHERN CORP COM 655844108 50149 956685SH SOLE 956685 0 0 NORTHEAST UTILS COM 664397106 5678 220144SH SOLE 220144 0 0 NORTHERN TR CORP COM 665859104 11392 217401SH SOLE 217401 0 0 NORTHGATE MINERALS CORP COM 666416102 10 3108SH SOLE 3108 0 0 NORTHROP GRUMMAN CORP COM 666807102 90669 1623435SH SOLE 1623435 0 0 NORTHWEST NAT GAS CO COM 667655104 1038 23044SH SOLE 23044 0 0 NORTHWEST PIPE CO COM 667746101 742 27629SH SOLE 27629 0 0 NORTHWESTERN CORP COM NEW 668074305 1153 44306SH SOLE 44306 0 0 NOVAGOLD RES INC COM NEW 66987E206 387 63116SH SOLE 63116 0 0 NOVARTIS A G SPONSORE66987V109 36645 673248SH SOLE 673248 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 317 39748SH SOLE 39748 0 0 NOVELL INC COM 670006105 4227 1018580SH SOLE 1018580 0 0 NOVELLUS SYS INC COM 670008101 1532 65644SH SOLE 65644 0 0 NOVO-NORDISK A S ADR 670100205 35857 561579SH SOLE 561579 0 0 NRG ENERGY INC COM NEW 629377508 834 35308SH SOLE 35308 0 0 NSTAR COM 67019E107 58 1576SH SOLE 1576 0 0 NTELOS HLDGS CORP COM 67020Q107 1934 108573SH SOLE 108573 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 1577 58678SH SOLE 58678 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 2779 178927SH SOLE 178927 0 0 NUCOR CORP COM 670346105 5472 117295SH SOLE 117295 0 0 NUTRI SYS INC NEW COM 67069D108 5 164SH SOLE 164 0 0 NUVASIVE INC COM 670704105 755 23614SH SOLE 23614 0 0 NV ENERGY INC COM 67073Y106 380 30689SH SOLE 30689 0 0 NVIDIA CORP COM 67066G104 21549 1153610SH SOLE 1153610 0 0 NVR INC COM 62944T105 277 390SH SOLE 390 0 0 NYSE EURONEXT COM 629491101 10104 399353SH SOLE 399353 0 0 O REILLY AUTOMOTIVE INC COM 686091109 13718 359874SH SOLE 359874 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 95816 1177820SH SOLE 1177820 0 0 OCEANEERING INTL INC COM 675232102 4560 77920SH SOLE 77920 0 0 OCWEN FINL CORP COM NEW 675746309 113 11853SH SOLE 11853 0 0 OFFICE DEPOT INC COM 676220106 159 24662SH SOLE 24662 0 0 OGE ENERGY CORP COM 670837103 4492 121755SH SOLE 121755 0 0 OIL STS INTL INC COM 678026105 862 21933SH SOLE 21933 0 0 OILSANDS QUEST INC COM 678046103 115 99679SH SOLE 99679 0 0 OLD DOMINION FGHT LINES INC COM 679580100 2 67SH SOLE 67 0 0 OLD NATL BANCORP IND COM 680033107 1393 112069SH SOLE 112069 0 0 OLD REP INTL CORP COM 680223104 33 3328SH SOLE 3328 0 0 OM GROUP INC COM 670872100 401 12779SH SOLE 12779 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 5626 289253SH SOLE 289253 0 0 OMNICARE INC COM 681904108 4338 179414SH SOLE 179414 0 0 OMNICARE INC DBCV 3.2681904AL2 579 712000PRN SOLE 712000 0 0 OMNICOM GROUP INC COM 681919106 1074 27429SH SOLE 27429 0 0 ON SEMICONDUCTOR CORP COM 682189105 3358 380774SH SOLE 380774 0 0 ON SEMICONDUCTOR CORP NOTE 2.6682189AG0 430 387000PRN SOLE 387000 0 0 ONEOK INC NEW COM 682680103 2883 64681SH SOLE 64681 0 0 ONYX PHARMACEUTICALS INC COM 683399109 2179 74262SH SOLE 74262 0 0 OPEN TEXT CORP COM 683715106 17 423SH SOLE 423 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 193 17144SH SOLE 17144 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 451 29216SH SOLE 29216 0 0 ORACLE CORP COM 68389X105 125107 5100153SH SOLE 5100153 0 0 ORBITAL SCIENCES CORP COM 685564106 629 41215SH SOLE 41215 0 0 ORIENT-EXPRESS HOTELS LTD CL A G67743107 253 24978SH SOLE 24978 0 0 ORION MARINE GROUP INC COM 68628V308 134 6371SH SOLE 6371 0 0 ORMAT TECHNOLOGIES INC COM 686688102 92 2435SH SOLE 2435 0 0 ORTHOFIX INTL N V COM N6748L102 1206 38977SH SOLE 38977 0 0 OSHKOSH CORP COM 688239201 107 2891SH SOLE 2891 0 0 OSI PHARMACEUTICALS INC COM 671040103 2187 70406SH SOLE 70406 0 0 OSI PHARMACEUTICALS INC NOTE 3.0671040AH6 360 391000PRN SOLE 391000 0 0 OSI SYSTEMS INC COM 671044105 22 807SH SOLE 807 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 926 21076SH SOLE 21076 0 0 OWENS & MINOR INC NEW COM 690732102 2995 69755SH SOLE 69755 0 0 OWENS CORNING NEW COM 690742101 18217 710492SH SOLE 710492 0 0 OWENS ILL INC COM NEW 690768403 2199 66897SH SOLE 66897 0 0 OYO GEOSPACE CORP COM 671074102 1500 34962SH SOLE 34962 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORE715684106 3111 77872SH SOLE 77872 0 0 PACCAR INC COM 693718108 7381 203500SH SOLE 203500 0 0 PACTIV CORP COM 695257105 36889 1528128SH SOLE 1528128 0 0 PACWEST BANCORP DEL COM 695263103 1618 80305SH SOLE 80305 0 0 PALL CORP COM 696429307 1767 48819SH SOLE 48819 0 0 PALM INC NEW COM 696643105 77 7631SH SOLE 7631 0 0 PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 105 10385SH SOLE 10385 0 0 PANERA BREAD CO CL A 69840W108 297 4432SH SOLE 4432 0 0 PANTRY INC NOTE 3.0698657AL7 498 569000PRN SOLE 569000 0 0 PAPA JOHNS INTL INC COM 698813102 468 20024SH SOLE 20024 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 3 108SH SOLE 108 0 0 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 454 27795SH SOLE 27795 0 0 PAREXEL INTL CORP COM 699462107 680 48260SH SOLE 48260 0 0 PARK ELECTROCHEMICAL CORP COM 700416209 1295 46860SH SOLE 46860 0 0 PARKER HANNIFIN CORP COM 701094104 9145 169729SH SOLE 169729 0 0 PARKWAY PPTYS INC COM 70159Q104 669 32139SH SOLE 32139 0 0 PARTNER COMMUNICATIONS CO LT ADR 70211M109 632 31021SH SOLE 31021 0 0 PARTNERRE LTD COM G6852T105 5343 71560SH SOLE 71560 0 0 PATTERSON COMPANIES INC COM 703395103 1841 65808SH SOLE 65808 0 0 PATTERSON UTI ENERGY INC COM 703481101 5262 342809SH SOLE 342809 0 0 PAYCHEX INC COM 704326107 1317 42969SH SOLE 42969 0 0 PDI INC COM 69329V100 90 18646SH SOLE 18646 0 0 PDL BIOPHARMA INC COM 69329Y104 572 83428SH SOLE 83428 0 0 PEABODY ENERGY CORP COM 704549104 28191 623551SH SOLE 623551 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 178 8075SH SOLE 8075 0 0 PEETS COFFEE & TEA INC COM 705560100 1953 58565SH SOLE 58565 0 0 PEGASYSTEMS INC COM 705573103 797 23443SH SOLE 23443 0 0 PENN NATL GAMING INC COM 707569109 8541 314122SH SOLE 314122 0 0 PENN VA CORP NOTE 4.5707882AA4 555 586000PRN SOLE 586000 0 0 PENNEY J C INC COM 708160106 3567 134034SH SOLE 134034 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 938 61816SH SOLE 61816 0 0 PENTAIR INC COM 709631105 1165 36063SH SOLE 36063 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 758 45389SH SOLE 45389 0 0 PEPCO HOLDINGS INC COM 713291102 1324 78588SH SOLE 78588 0 0 PEPSICO INC COM 713448108 102203 1680969SH SOLE 1680969 0 0 PERKINELMER INC COM 714046109 121 5861SH SOLE 5861 0 0 PERRIGO CO COM 714290103 14631 367329SH SOLE 367329 0 0 PETMED EXPRESS INC COM 716382106 134 7597SH SOLE 7597 0 0 PETROHAWK ENERGY CORP COM 716495106 702 29258SH SOLE 29258 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORE71654V408 100687 2111717SH SOLE 2111717 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR N71654V101 10078 237737SH SOLE 237737 0 0 PETSMART INC COM 716768106 1289 48288SH SOLE 48288 0 0 PFIZER INC COM 717081103 138049 7589274SH SOLE 7589274 0 0 PG&E CORP COM 69331C108 61979 1388113SH SOLE 1388113 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 17263 736467SH SOLE 736467 0 0 PHH CORP COM NEW 693320202 4 278SH SOLE 278 0 0 PHILIP MORRIS INTL INC COM 718172109 179067 3715847SH SOLE 3715847 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 5347 131438SH SOLE 131438 0 0 PINNACLE WEST CAP CORP COM 723484101 1669 45616SH SOLE 45616 0 0 PIONEER DRILLING CO COM 723655106 674 85312SH SOLE 85312 0 0 PIONEER NAT RES CO COM 723787107 18882 391984SH SOLE 391984 0 0 PIPER JAFFRAY COS COM 724078100 878 17342SH SOLE 17342 0 0 PITNEY BOWES INC COM 724479100 1955 85892SH SOLE 85892 0 0 PLAINS EXPL& PRODTN CO COM 726505100 1079 39026SH SOLE 39026 0 0 PLANTRONICS INC NEW COM 727493108 5 179SH SOLE 179 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 1307 34128SH SOLE 34128 0 0 PLEXUS CORP COM 729132100 8706 305698SH SOLE 305698 0 0 PLUM CREEK TIMBER CO INC COM 729251108 4798 127062SH SOLE 127062 0 0 PMC-SIERRA INC COM 69344F106 563 65001SH SOLE 65001 0 0 PNC FINL SVCS GROUP INC COM 693475105 32740 620202SH SOLE 620202 0 0 POLARIS INDS INC COM 731068102 1151 26374SH SOLE 26374 0 0 POLO RALPH LAUREN CORP CL A 731572103 9460 116820SH SOLE 116820 0 0 POLYCOM INC COM 73172K104 1323 52994SH SOLE 52994 0 0 POLYONE CORP COM 73179P106 671 89763SH SOLE 89763 0 0 POOL CORPORATION COM 73278L105 643 33702SH SOLE 33702 0 0 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 365 8149SH SOLE 8149 0 0 POSCO SPONSORE693483109 349 2665SH SOLE 2665 0 0 POST PPTYS INC COM 737464107 123 6271SH SOLE 6271 0 0 POTASH CORP SASK INC COM 73755L107 36900 340094SH SOLE 340094 0 0 POTLATCH CORP NEW COM 737630103 95 2966SH SOLE 2966 0 0 POWER INTEGRATIONS INC COM 739276103 4301 118302SH SOLE 118302 0 0 POWER-ONE INC COM 739308104 1628 374215SH SOLE 374215 0 0 POWERSHARES ETF TRUST FINL PFD73935X229 36 2218SH SOLE 0 0 2218 POWERSHARES GLOBAL ETF TRUST AGG PFD 73936T565 569 41969SH SOLE 0 0 41969 POWERSHARES QQQ TRUST UNIT SER73935A104 52 1143SH SOLE 0 0 1143 PPG INDS INC COM 693506107 74543 1273369SH SOLE 1273369 0 0 PPL CORP COM 69351T106 4941 152928SH SOLE 152928 0 0 PRAXAIR INC COM 74005P104 77406 963846SH SOLE 963846 0 0 PRECISION CASTPARTS CORP COM 740189105 6380 57817SH SOLE 57817 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 375 47659SH SOLE 47659 0 0 PRICE T ROWE GROUP INC COM 74144T108 831 15605SH SOLE 15605 0 0 PRICELINE COM INC COM NEW 741503403 42874 196299SH SOLE 196299 0 0 PRICESMART INC COM 741511109 87 4236SH SOLE 4236 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2431 101127SH SOLE 101127 0 0 PRIVATEBANCORP INC COM 742962103 8 895SH SOLE 895 0 0 PROASSURANCE CORP COM 74267C106 3639 67751SH SOLE 67751 0 0 PROCTER & GAMBLE CO COM 742718109 98487 1624396SH SOLE 1624396 0 0 PROGRESS ENERGY INC COM 743263105 4247 103550SH SOLE 103550 0 0 PROGRESSIVE CORP OHIO COM 743315103 58 3219SH SOLE 3219 0 0 PROLOGIS SH BEN I743410102 7691 561808SH SOLE 561808 0 0 PROS HOLDINGS INC COM 74346Y103 13 1253SH SOLE 1253 0 0 PROSPERITY BANCSHARES INC COM 743606105 115 2850SH SOLE 2850 0 0 PROTECTIVE LIFE CORP COM 743674103 2673 161504SH SOLE 161504 0 0 PRUDENTIAL FINL INC COM 744320102 53228 1069696SH SOLE 1069696 0 0 PRUDENTIAL PLC ADR 74435K204 47964 2352313SH SOLE 2352313 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 1126 22506SH SOLE 22506 0 0 PSS WORLD MED INC COM 69366A100 4156 183910SH SOLE 183910 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 976 46173SH SOLE 46173 0 0 PUBLIC STORAGE COM 74460D109 2981 36596SH SOLE 36596 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 41007 1233284SH SOLE 1233284 0 0 PULTE HOMES INC COM 745867101 8932 893201SH SOLE 893201 0 0 QIAGEN N V ORD N72482107 572 25631SH SOLE 25631 0 0 QLOGIC CORP COM 747277101 196 10405SH SOLE 10405 0 0 QUALCOMM INC COM 747525103 123824 2676701SH SOLE 2676701 0 0 QUALITY SYS INC COM 747582104 1950 31049SH SOLE 31049 0 0 QUANTA SVCS INC COM 74762E102 761 36530SH SOLE 36530 0 0 QUEST DIAGNOSTICS INC COM 74834L100 33075 547788SH SOLE 547788 0 0 QUEST SOFTWARE INC COM 74834T103 2479 134713SH SOLE 134713 0 0 QUESTAR CORP COM 748356102 104 2501SH SOLE 2501 0 0 QUICKSILVER RESOURCES INC COM 74837R104 285 18960SH SOLE 18960 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 29400 6983338SH SOLE 6983338 0 0 RACKSPACE HOSTING INC COM 750086100 11 513SH SOLE 513 0 0 RADIANT SYSTEMS INC COM 75025N102 499 47970SH SOLE 47970 0 0 RADIOSHACK CORP COM 750438103 32618 1672708SH SOLE 1672708 0 0 RALCORP HLDGS INC NEW COM 751028101 763 12781SH SOLE 12781 0 0 RANGE RES CORP COM 75281A109 8287 166229SH SOLE 166229 0 0 RAVEN INDS INC COM 754212108 2514 79325SH SOLE 79325 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 14742 620185SH SOLE 620185 0 0 RAYONIER INC COM 754907103 1770 41973SH SOLE 41973 0 0 RAYTHEON CO COM NEW 755111507 45949 891863SH SOLE 891863 0 0 RBC BEARINGS INC COM 75524B104 481 19752SH SOLE 19752 0 0 REALTY INCOME CORP COM 756109104 408 15747SH SOLE 15747 0 0 RED HAT INC COM 756577102 6944 224714SH SOLE 224714 0 0 REDWOOD TR INC COM 758075402 1034 71486SH SOLE 71486 0 0 REED ELSEVIER N V SPONS AD758204200 3452 141458SH SOLE 141458 0 0 REED ELSEVIER P L C SPONS AD758205207 6246 190489SH SOLE 190489 0 0 REGAL BELOIT CORP COM 758750103 8950 172314SH SOLE 172314 0 0 REGAL ENTMT GROUP CL A 758766109 8161 565198SH SOLE 565198 0 0 REGENCY CTRS CORP COM 758849103 765 21809SH SOLE 21809 0 0 REGENERON PHARMACEUTICALS COM 75886F107 1905 78782SH SOLE 78782 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 4189 791904SH SOLE 791904 0 0 REGIS CORP MINN COM 758932107 675 43345SH SOLE 43345 0 0 REHABCARE GROUP INC COM 759148109 1439 47304SH SOLE 47304 0 0 REINSURANCE GROUP AMER INC PFD TR I759351307 51 814SH SOLE 814 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 5182 108745SH SOLE 108745 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 455 8565SH SOLE 8565 0 0 RENT A CTR INC NEW COM 76009N100 198 11198SH SOLE 11198 0 0 REPSOL YPF S A SPONSORE76026T205 62 2342SH SOLE 2342 0 0 REPUBLIC SVCS INC COM 760759100 16513 583298SH SOLE 583298 0 0 RESEARCH IN MOTION LTD COM 760975102 14481 214405SH SOLE 214405 0 0 RESMED INC COM 761152107 124 2378SH SOLE 2378 0 0 RESOURCES CONNECTION INC COM 76122Q105 337 15861SH SOLE 15861 0 0 REYNOLDS AMERICAN INC COM 761713106 38655 729760SH SOLE 729760 0 0 RF MICRODEVICES INC NOTE 1.0749941AJ9 863 962000PRN SOLE 962000 0 0 RIGHTNOW TECHNOLOGIES INC COM 76657R106 152 8727SH SOLE 8727 0 0 RIO TINTO PLC SPONSORE767204100 15211 70621SH SOLE 70621 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 1773 79054SH SOLE 79054 0 0 RITE AID CORP NOTE 8.5767754BU7 350 350000PRN SOLE 350000 0 0 RIVERBED TECHNOLOGY INC COM 768573107 1235 53778SH SOLE 53778 0 0 RLI CORP COM 749607107 1805 33899SH SOLE 33899 0 0 ROBBINS & MYERS INC COM 770196103 33 1403SH SOLE 1403 0 0 ROBERT HALF INTL INC COM 770323103 206 7692SH SOLE 7692 0 0 ROCK-TENN CO CL A 772739207 690 13695SH SOLE 13695 0 0 ROCKWELL COLLINS INC COM 774341101 201 3638SH SOLE 3638 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 4134 175103SH SOLE 175103 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 8967 289274SH SOLE 289274 0 0 ROPER INDS INC NEW COM 776696106 17157 327610SH SOLE 327610 0 0 ROSETTA RESOURCES INC COM 777779307 48 2423SH SOLE 2423 0 0 ROSS STORES INC COM 778296103 7851 183813SH SOLE 183813 0 0 ROVI CORP COM 779376102 1844 57855SH SOLE 57855 0 0 ROWAN COS INC COM 779382100 31312 1383035SH SOLE 1383035 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 5272 98459SH SOLE 98459 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 149 5882SH SOLE 5882 0 0 ROYAL DUTCH SHELL PLC SPON ADR780259107 919 15806SH SOLE 15806 0 0 ROYAL DUTCH SHELL PLC SPONS AD780259206 45946 764370SH SOLE 764370 0 0 RPM INTL INC COM 749685103 1113 54749SH SOLE 54749 0 0 RTI INTL METALS INC COM 74973W107 3 121SH SOLE 121 0 0 RUDDICK CORP COM 781258108 2569 99830SH SOLE 99830 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 79 11776SH SOLE 11776 0 0 RYANAIR HLDGS PLC SPONSORE783513104 984 36708SH SOLE 36708 0 0 RYDER SYS INC COM 783549108 22364 543199SH SOLE 543199 0 0 RYDEX ETF TRUST S&P 500 78355W106 504 12752SH SOLE 0 0 12752 RYLAND GROUP INC COM 783764103 15 771SH SOLE 771 0 0 SAFETY INS GROUP INC COM 78648T100 555 15305SH SOLE 15305 0 0 SAFEWAY INC COM NEW 786514208 4173 196001SH SOLE 196001 0 0 SAIA INC COM 78709Y105 539 36373SH SOLE 36373 0 0 SAIC INC COM 78390X101 319 16856SH SOLE 16856 0 0 SALESFORCE COM INC COM 79466L302 1010 13693SH SOLE 13693 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 3863 504999SH SOLE 504999 0 0 SANDERSON FARMS INC COM 800013104 657 15587SH SOLE 15587 0 0 SANDISK CORP COM 80004C101 352 12159SH SOLE 12159 0 0 SANDISK CORP NOTE 1.080004CAC5 394 473000PRN SOLE 473000 0 0 SANDRIDGE ENERGY INC COM 80007P307 0 32SH SOLE 32 0 0 SANMINA SCI CORP COM NEW 800907206 1889 171249SH SOLE 171249 0 0 SANOFI AVENTIS SPONSORE80105N105 57329 1459865SH SOLE 1459865 0 0 SAP AG SPON ADR803054204 19326 412855SH SOLE 412855 0 0 SARA LEE CORP COM 803111103 24342 1998506SH SOLE 1998506 0 0 SATYAM COMPUTER SERVICES LTD ADR 804098101 516 111859SH SOLE 111859 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 2012 147817SH SOLE 147817 0 0 SAVVIS INC COM NEW 805423308 768 54630SH SOLE 54630 0 0 SAVVIS INC NOTE 3.0805423AA8 322 354000PRN SOLE 354000 0 0 SBA COMMUNICATIONS CORP COM 78388J106 21817 638681SH SOLE 638681 0 0 SCANA CORP NEW COM 80589M102 792 21017SH SOLE 21017 0 0 SCANSOURCE INC COM 806037107 2087 78181SH SOLE 78181 0 0 SCHEIN HENRY INC COM 806407102 6816 129576SH SOLE 129576 0 0 SCHLUMBERGER LTD COM 806857108 31273 480456SH SOLE 480456 0 0 SCHLUMBERGER LTD DBCV 2.1806857AD0 313 192000PRN SOLE 192000 0 0 SCHNITZER STL INDS CL A 806882106 1795 37624SH SOLE 37624 0 0 SCHOOL SPECIALTY INC COM 807863105 658 28130SH SOLE 28130 0 0 SCHWAB CHARLES CORP NEW COM 808513105 19499 1036078SH SOLE 1036078 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 6039 415059SH SOLE 415059 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 12051 306565SH SOLE 306565 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM811065101 226 5447SH SOLE 5447 0 0 SEABRIGHT INSURANCE HLDGS IN COM 811656107 387 33674SH SOLE 33674 0 0 SEACOR HOLDINGS INC COM 811904101 0 2SH SOLE 2 0 0 SEAGATE TECHNOLOGY SHS G7945J104 2714 149221SH SOLE 149221 0 0 SEALED AIR CORP NEW COM 81211K100 75 3428SH SOLE 3428 0 0 SEARS HLDGS CORP COM 812350106 5492 65816SH SOLE 65816 0 0 SEATTLE GENETICS INC COM 812578102 524 51560SH SOLE 51560 0 0 SEI INVESTMENTS CO COM 784117103 6611 377362SH SOLE 377362 0 0 SELECT MED HLDGS CORP COM 81619Q105 260 24437SH SOLE 24437 0 0 SELECT SECTOR SPDR TR SBI INT-81369Y886 612 19715SH SOLE 0 0 19715 SELECT SECTOR SPDR TR SBI MATE81369Y100 314 9525SH SOLE 0 0 9525 SELECT SECTOR SPDR TR SBI CONS81369Y308 2434 91942SH SOLE 0 0 91942 SELECT SECTOR SPDR TR SBI HEAL81369Y209 5526 177858SH SOLE 0 0 177858 SELECT SECTOR SPDR TR SBI INT-81369Y704 2446 88026SH SOLE 0 0 88026 SELECT SECTOR SPDR TR SBI INT-81369Y605 4755 330205SH SOLE 0 0 330205 SELECT SECTOR SPDR TR SBI INT-81369Y506 1503 26364SH SOLE 0 0 26364 SELECT SECTOR SPDR TR SBI CONS81369Y407 1235 41499SH SOLE 0 0 41499 SEMPRA ENERGY COM 816851109 13910 248490SH SOLE 248490 0 0 SEMTECH CORP COM 816850101 1273 74834SH SOLE 74834 0 0 SENOMYX INC COM 81724Q107 81 21361SH SOLE 21361 0 0 SERVICE CORP INTL COM 817565104 239 29240SH SOLE 29240 0 0 SHANDA INTERACTIVE ENTMT LTD SPONSORE81941Q203 619 11761SH SOLE 11761 0 0 SHARPS COMPLIANCE CORP COM 820017101 4 379SH SOLE 379 0 0 SHAW COMMUNICATIONS INC CL B CON82028K200 198 9612SH SOLE 9612 0 0 SHAW GROUP INC COM 820280105 868 30203SH SOLE 30203 0 0 SHERWIN WILLIAMS CO COM 824348106 17662 286487SH SOLE 286487 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR 824596100 27 365SH SOLE 365 0 0 SHIRE PLC SPONSORE82481R106 66 1131SH SOLE 1131 0 0 SHUFFLE MASTER INC COM 825549108 941 114182SH SOLE 114182 0 0 SIEMENS A G SPONSORE826197501 28278 308372SH SOLE 308372 0 0 SIGMA ALDRICH CORP COM 826552101 468 9262SH SOLE 9262 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 26 803SH SOLE 803 0 0 SIGNET JEWELERS LIMITED SHS G81276100 766 28663SH SOLE 28663 0 0 SILGAN HOLDINGS INC COM 827048109 1586 27410SH SOLE 27410 0 0 SILICON LABORATORIES INC COM 826919102 369 7621SH SOLE 7621 0 0 SILVER WHEATON CORP COM 828336107 339 22572SH SOLE 22572 0 0 SIMON PPTY GROUP INC NEW PFD CONV828806802 327 4806SH SOLE 4806 0 0 SIMON PPTY GROUP INC NEW COM 828806109 8929 111893SH SOLE 111893 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 1253 46598SH SOLE 46598 0 0 SIRIUS SATELLITE RADIO INC NOTE 3.282966UAD5 455 506000PRN SOLE 506000 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 944 29753SH SOLE 29753 0 0 SJW CORP COM 784305104 324 14367SH SOLE 14367 0 0 SK TELECOM LTD SPONSORE78440P108 41 2548SH SOLE 2548 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 344 24259SH SOLE 24259 0 0 SL GREEN RLTY CORP COM 78440X101 1048 20858SH SOLE 20858 0 0 SLM CORP COM 78442P106 1364 121043SH SOLE 121043 0 0 SMARTHEAT INC COM 83172F104 2 136SH SOLE 136 0 0 SMITH & NEPHEW PLC SPDN ADR83175M205 14503 282984SH SOLE 282984 0 0 SMITH INTL INC COM 832110100 126 4650SH SOLE 4650 0 0 SMITH MICRO SOFTWARE INC COM 832154108 807 88184SH SOLE 88184 0 0 SMITHFIELD FOODS INC COM 832248108 3830 252138SH SOLE 252138 0 0 SMUCKER J M CO COM NEW 832696405 6406 103745SH SOLE 103745 0 0 SNAP ON INC COM 833034101 11512 272398SH SOLE 272398 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR833635105 2487 66200SH SOLE 66200 0 0 SOHU COM INC COM 83408W103 1538 26857SH SOLE 26857 0 0 SOLARWINDS INC COM 83416B109 210 9138SH SOLE 9138 0 0 SOLERA HOLDINGS INC COM 83421A104 2825 78442SH SOLE 78442 0 0 SOLUTIA INC COM NEW 834376501 5 415SH SOLE 415 0 0 SONIC CORP COM 835451105 8764 870268SH SOLE 870268 0 0 SONIC SOLUTIONS COM 835460106 8 654SH SOLE 654 0 0 SONICWALL INC COM 835470105 6759 888238SH SOLE 888238 0 0 SONOCO PRODS CO COM 835495102 5219 178434SH SOLE 178434 0 0 SONY CORP ADR NEW 835699307 2518 86844SH SOLE 86844 0 0 SOTHEBYS COM 835898107 1097 48798SH SOLE 48798 0 0 SOURCEFIRE INC COM 83616T108 1001 37426SH SOLE 37426 0 0 SOUTH JERSEY INDS INC COM 838518108 2464 64532SH SOLE 64532 0 0 SOUTHERN CO COM 842587107 21093 633051SH SOLE 633051 0 0 SOUTHERN COPPER CORP COM 84265V105 2763 83960SH SOLE 83960 0 0 SOUTHERN UN CO NEW COM 844030106 2255 99343SH SOLE 99343 0 0 SOUTHWEST AIRLS CO COM 844741108 12 1059SH SOLE 1059 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 154 22247SH SOLE 22247 0 0 SOUTHWESTERN ENERGY CO COM 845467109 36869 764913SH SOLE 764913 0 0 SOVRAN SELF STORAGE INC COM 84610H108 285 7990SH SOLE 7990 0 0 SPDR GOLD TRUST GOLD SHS78463V107 333 3107SH SOLE 3107 0 0 SPDR INDEX SHS FDS S&P INTL78463X871 157 6196SH SOLE 0 0 6196 SPDR INDEX SHS FDS MSCI ACW78463X848 283 9060SH SOLE 0 0 9060 SPDR SERIES TRUST BRCLYS I78464A516 1044 18365SH SOLE 0 0 18365 SPDR SERIES TRUST SPDR KBW78464A797 2071 97805SH SOLE 0 0 97805 SPDR SERIES TRUST S&P DIVI78464A763 16 355SH SOLE 0 0 355 SPDR SERIES TRUST KBW REGN78464A698 614 27588SH SOLE 0 0 27588 SPDR SERIES TRUST BRCLYS I78464A672 1852 32447SH SOLE 0 0 32447 SPDR TR UNIT SER78462F103 2920 26206SH SOLE 0 0 26206 SPECTRA ENERGY CORP COM 847560109 444 21635SH SOLE 21635 0 0 SPRINT NEXTEL CORP COM SER 852061100 87 23693SH SOLE 23693 0 0 SPX CORP COM 784635104 5186 94804SH SOLE 94804 0 0 SRA INTL INC CL A 78464R105 17 905SH SOLE 905 0 0 ST JUDE MED INC COM 790849103 7546 205165SH SOLE 205165 0 0 ST MARY LD & EXPL CO COM 792228108 2732 79783SH SOLE 79783 0 0 ST MARY LD & EXPL CO NOTE 3.5792228AD0 721 729000PRN SOLE 729000 0 0 STAGE STORES INC COM NEW 85254C305 1039 84082SH SOLE 84082 0 0 STANCORP FINL GROUP INC COM 852891100 2998 74920SH SOLE 74920 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 107 5139SH SOLE 5139 0 0 STANLEY WKS COM 854616109 2394 46481SH SOLE 46481 0 0 STAPLES INC COM 855030102 25980 1056509SH SOLE 1056509 0 0 STARBUCKS CORP COM 855244109 4137 179419SH SOLE 179419 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 14579 398668SH SOLE 398668 0 0 STATE STR CORP COM 857477103 20079 461157SH SOLE 461157 0 0 STATOIL ASA SPONSORE85771P102 1407 56496SH SOLE 56496 0 0 STEC INC COM 784774101 133 8132SH SOLE 8132 0 0 STEEL DYNAMICS INC COM 858119100 684 38579SH SOLE 38579 0 0 STEELCASE INC CL A 858155203 39 6207SH SOLE 6207 0 0 STEIN MART INC COM 858375108 3 272SH SOLE 272 0 0 STEINER LEISURE LTD ORD P8744Y102 1621 40758SH SOLE 40758 0 0 STERICYCLE INC COM 858912108 10306 186801SH SOLE 186801 0 0 STERIS CORP COM 859152100 3017 107854SH SOLE 107854 0 0 STERLITE INDS INDIA LTD ADS 859737207 6153 337695SH SOLE 337695 0 0 STEWART ENTERPRISES INC NOTE 3.3860370AK1 310 372000PRN SOLE 372000 0 0 STIFEL FINL CORP COM 860630102 551 9302SH SOLE 9302 0 0 STILLWATER MNG CO COM 86074Q102 586 61835SH SOLE 61835 0 0 STONE ENERGY CORP COM 861642106 3 168SH SOLE 168 0 0 STRAYER ED INC COM 863236105 893 4201SH SOLE 4201 0 0 STRYKER CORP COM 863667101 533 10586SH SOLE 10586 0 0 STUDENT LN CORP COM 863902102 1429 30685SH SOLE 30685 0 0 STURM RUGER & CO INC COM 864159108 78 8054SH SOLE 8054 0 0 SUCCESSFACTORS INC COM 864596101 555 33483SH SOLE 33483 0 0 SUN HYDRAULICS CORP COM 866942105 432 16468SH SOLE 16468 0 0 SUNCOR ENERGY INC NEW COM 867224107 15558 440604SH SOLE 440604 0 0 SUNOCO INC COM 86764P109 485 18589SH SOLE 18589 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 209 23554SH SOLE 23554 0 0 SUNTRUST BKS INC COM 867914103 1537 75755SH SOLE 75755 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 4622 190286SH SOLE 190286 0 0 SUPERTEX INC COM 868532102 2 51SH SOLE 51 0 0 SUPERVALU INC COM 868536103 1059 83322SH SOLE 83322 0 0 SURMODICS INC COM 868873100 617 27220SH SOLE 27220 0 0 SVB FINL GROUP COM 78486Q101 116 2790SH SOLE 2790 0 0 SWS GROUP INC COM 78503N107 458 37884SH SOLE 37884 0 0 SXC HEALTH SOLUTIONS CORP COM 78505P100 700 12971SH SOLE 12971 0 0 SYBASE INC COM 871130100 3222 74230SH SOLE 74230 0 0 SYKES ENTERPRISES INC COM 871237103 215 8439SH SOLE 8439 0 0 SYMANTEC CORP COM 871503108 4253 237743SH SOLE 237743 0 0 SYMANTEC CORP NOTE 1.0871503AF5 308 275000PRN SOLE 275000 0 0 SYMMETRICOM INC COM 871543104 1180 226999SH SOLE 226999 0 0 SYNAPTICS INC COM 87157D109 619 20205SH SOLE 20205 0 0 SYNERON MEDICAL LTD ORD SHS M87245102 776 74293SH SOLE 74293 0 0 SYNGENTA AG SPONSORE87160A100 47 843SH SOLE 843 0 0 SYNIVERSE HLDGS INC COM 87163F106 1800 102972SH SOLE 102972 0 0 SYNNEX CORP COM 87162W100 1340 43717SH SOLE 43717 0 0 SYNOPSYS INC COM 871607107 3625 162682SH SOLE 162682 0 0 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 2 132SH SOLE 132 0 0 SYSCO CORP COM 871829107 19416 694916SH SOLE 694916 0 0 T-3 ENERGY SRVCS INC COM 87306E107 339 13275SH SOLE 13275 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORE874039100 21989 1922079SH SOLE 1922079 0 0 TALBOTS INC COM 874161102 219 24571SH SOLE 24571 0 0 TALEO CORP CL A 87424N104 280 11920SH SOLE 11920 0 0 TALISMAN ENERGY INC COM 87425E103 3626 194532SH SOLE 194532 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 151 3878SH SOLE 3878 0 0 TARGACEPT INC COM 87611R306 1 68SH SOLE 68 0 0 TARGET CORP COM 87612E106 98434 2035014SH SOLE 2035014 0 0 TATA MTRS LTD SPONSORE876568502 10536 624906SH SOLE 624906 0 0 TAUBMAN CTRS INC COM 876664103 127 3549SH SOLE 3549 0 0 TCF FINL CORP COM 872275102 39 2864SH SOLE 2864 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 855 44100SH SOLE 44100 0 0 TECH DATA CORP COM 878237106 34 719SH SOLE 719 0 0 TECHNE CORP COM 878377100 733 10690SH SOLE 10690 0 0 TECK RESOURCES LTD CL B 878742204 5652 161613SH SOLE 161613 0 0 TEEKAY CORPORATION COM Y8564W103 60 2600SH SOLE 2600 0 0 TEJON RANCH CO DEL COM 879080109 89 3045SH SOLE 3045 0 0 TELECOM HLDRS TR DEPOSITR87927P200 1 35SH SOLE 0 0 35 TELECOMMUNICATION SYS INC CL A 87929J103 23 2374SH SOLE 2374 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 472 12315SH SOLE 12315 0 0 TELEFONICA S A SPONSORE879382208 12943 154969SH SOLE 154969 0 0 TELLABS INC COM 879664100 3947 694815SH SOLE 694815 0 0 TELVENT GIT SA SHS E90215109 640 16419SH SOLE 16419 0 0 TEMPLE INLAND INC COM 879868107 1741 82487SH SOLE 82487 0 0 TEMPUR PEDIC INTL INC COM 88023U101 696 29467SH SOLE 29467 0 0 TENET HEALTHCARE CORP COM 88033G100 14780 2742104SH SOLE 2742104 0 0 TERADATA CORP DEL COM 88076W103 15486 492713SH SOLE 492713 0 0 TERADYNE INC COM 880770102 3605 336016SH SOLE 336016 0 0 TEREX CORP NEW COM 880779103 52 2619SH SOLE 2619 0 0 TERRA INDS INC COM 880915103 1499 46566SH SOLE 46566 0 0 TESCO CORP COM 88157K101 15 1197SH SOLE 1197 0 0 TESORO CORP COM 881609101 27726 2046166SH SOLE 2046166 0 0 TETRA TECH INC NEW COM 88162G103 1903 70024SH SOLE 70024 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 1 108SH SOLE 108 0 0 TEVA PHARMACEUTICAL FIN CO B NOTE 1.788165FAA0 349 283000PRN SOLE 283000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.288163VAE9 131 108000PRN SOLE 108000 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 55469 987353SH SOLE 987353 0 0 TEXAS INSTRS INC COM 882508104 37866 1453027SH SOLE 1453027 0 0 TEXAS ROADHOUSE INC COM 882681109 1608 143175SH SOLE 143175 0 0 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 7 394SH SOLE 394 0 0 TEXTRON INC COM 883203101 1357 72151SH SOLE 72151 0 0 TFS FINL CORP COM 87240R107 189 15582SH SOLE 15582 0 0 THERAVANCE INC COM 88338T104 503 38452SH SOLE 38452 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 8107 169987SH SOLE 169987 0 0 THOMAS & BETTS CORP COM 884315102 313 8747SH SOLE 8747 0 0 THOMPSON CREEK METALS CO INC COM 884768102 548 46719SH SOLE 46719 0 0 THOMSON REUTERS CORP COM 884903105 185 5750SH SOLE 5750 0 0 THOR INDS INC COM 885160101 331 10540SH SOLE 10540 0 0 THORATEC CORP COM NEW 885175307 2572 95556SH SOLE 95556 0 0 THQ INC COM NEW 872443403 1136 225321SH SOLE 225321 0 0 TIBCO SOFTWARE INC COM 88632Q103 6380 662539SH SOLE 662539 0 0 TICKETMASTER ENTMT INC COM 88633P302 830 67883SH SOLE 67883 0 0 TIDEWATER INC COM 886423102 2194 45755SH SOLE 45755 0 0 TIFFANY & CO NEW COM 886547108 3095 71981SH SOLE 71981 0 0 TIM HORTONS INC COM 88706M103 90 2962SH SOLE 2962 0 0 TIME WARNER CABLE INC COM 88732J207 3466 83730SH SOLE 83730 0 0 TIME WARNER INC COM NEW 887317303 9062 310980SH SOLE 310980 0 0 TIMKEN CO COM 887389104 6493 273850SH SOLE 273850 0 0 TITAN MACHY INC COM 88830R101 653 56557SH SOLE 56557 0 0 TITANIUM METALS CORP COM NEW 888339207 1 70SH SOLE 70 0 0 TJX COS INC NEW COM 872540109 45798 1253033SH SOLE 1253033 0 0 TOMKINS PLC SPONSORE890030208 5971 478100SH SOLE 478100 0 0 TORCHMARK CORP COM 891027104 1541 35060SH SOLE 35060 0 0 TORO CO COM 891092108 3836 91746SH SOLE 91746 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 282 4495SH SOLE 4495 0 0 TORTOISE ENERGY CAP CORP COM 89147U100 8 365SH SOLE 0 0 365 TORTOISE ENERGY INFRSTRCTR C COM 89147L100 15 485SH SOLE 0 0 485 TOTAL S A SPONSORE89151E109 171709 2681281SH SOLE 2681281 0 0 TOTAL SYS SVCS INC COM 891906109 3663 212097SH SOLE 212097 0 0 TOWER GROUP INC COM 891777104 96 4097SH SOLE 4097 0 0 TOYOTA MOTOR CORP SP ADR R892331307 7055 83827SH SOLE 83827 0 0 TRACTOR SUPPLY CO COM 892356106 1929 36418SH SOLE 36418 0 0 TRANSATLANTIC HLDGS INC COM 893521104 344 6605SH SOLE 6605 0 0 TRANSDIGM GROUP INC COM 893641100 4270 89924SH SOLE 89924 0 0 TRANSOCEAN INC NOTE 1.5893830AV1 491 509000PRN SOLE 509000 0 0 TRANSOCEAN LTD REG SHS H8817H100 111657 1348514SH SOLE 1348514 0 0 TRAVELERS COMPANIES INC COM 89417E109 101704 2039785SH SOLE 2039785 0 0 TREDEGAR CORP COM 894650100 76 4822SH SOLE 4822 0 0 TREEHOUSE FOODS INC COM 89469A104 1566 40297SH SOLE 40297 0 0 TREX CO INC COM 89531P105 1000 51008SH SOLE 51008 0 0 TRICO MARINE SERVICES INC NOTE 3.0896106AQ4 139 230000PRN SOLE 230000 0 0 TRIMBLE NAVIGATION LTD COM 896239100 226 8960SH SOLE 8960 0 0 TRINITY INDS INC COM 896522109 240 13746SH SOLE 13746 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 1382 230271SH SOLE 230271 0 0 TRIUMPH GROUP INC NEW COM 896818101 2016 41790SH SOLE 41790 0 0 TRUEBLUE INC COM 89785X101 2 152SH SOLE 152 0 0 TRUSTMARK CORP COM 898402102 643 28510SH SOLE 28510 0 0 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 312 21307SH SOLE 21307 0 0 TTM TECHNOLOGIES INC COM 87305R109 487 42205SH SOLE 42205 0 0 TTM TECHNOLOGIES INC NOTE 3.287305RAC3 355 356000PRN SOLE 356000 0 0 TUPPERWARE BRANDS CORP COM 899896104 3207 68859SH SOLE 68859 0 0 TURKCELL ILETISIM HIZMETLERI SPON ADR900111204 5109 292124SH SOLE 292124 0 0 TW TELECOM INC COM 87311L104 5125 298852SH SOLE 298852 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 330 13423SH SOLE 13423 0 0 TYCO INTERNATIONAL LTD SHS H89128104 29735 833388SH SOLE 833388 0 0 TYLER TECHNOLOGIES INC COM 902252105 18 898SH SOLE 898 0 0 TYSON FOODS INC CL A 902494103 1498 122072SH SOLE 122072 0 0 U S G CORP COM NEW 903293405 271 19257SH SOLE 19257 0 0 U STORE IT TR COM 91274F104 246 33607SH SOLE 33607 0 0 UAL CORP NOTE 4.5902549AH7 304 343000PRN SOLE 343000 0 0 UBS AG SHS NEW H89231338 28303 1824833SH SOLE 1824833 0 0 UDR INC COM 902653104 12480 759121SH SOLE 759121 0 0 UGI CORP NEW COM 902681105 6443 266359SH SOLE 266359 0 0 UIL HLDG CORP COM 902748102 727 25898SH SOLE 25898 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 773 42585SH SOLE 42585 0 0 ULTRA PETROLEUM CORP COM 903914109 9995 200467SH SOLE 200467 0 0 ULTRAPAR PARTICIPACOES S A SP ADR R90400P101 3438 73297SH SOLE 73297 0 0 ULTRAPETROL BAHAMAS LTD COM P94398107 290 60870SH SOLE 60870 0 0 UMB FINL CORP COM 902788108 559 14208SH SOLE 14208 0 0 UMPQUA HLDGS CORP COM 904214103 11 853SH SOLE 853 0 0 UNILEVER N V N Y SHS 904784709 19482 602592SH SOLE 602592 0 0 UNILEVER PLC SPON ADR904767704 26011 815400SH SOLE 815400 0 0 UNION PAC CORP COM 907818108 120573 1886895SH SOLE 1886895 0 0 UNIT CORP COM 909218109 1335 31409SH SOLE 31409 0 0 UNITED BANKSHARES INC WEST V COM 909907107 2234 111848SH SOLE 111848 0 0 UNITED NAT FOODS INC COM 911163103 21063 787695SH SOLE 787695 0 0 UNITED PARCEL SERVICE INC CL B 911312106 13781 240208SH SOLE 240208 0 0 UNITED RENTALS INC COM 911363109 433 44116SH SOLE 44116 0 0 UNITED STATES STL CORP NEW COM 912909108 11163 202525SH SOLE 202525 0 0 UNITED STATIONERS INC COM 913004107 363 6381SH SOLE 6381 0 0 UNITED TECHNOLOGIES CORP COM 913017109 133884 1928882SH SOLE 1928882 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 674 12800SH SOLE 12800 0 0 UNITEDHEALTH GROUP INC COM 91324P102 58279 1912052SH SOLE 1912052 0 0 UNIVERSAL CORP VA COM 913456109 508 11135SH SOLE 11135 0 0 UNIVERSAL ELECTRS INC COM 913483103 1696 73043SH SOLE 73043 0 0 UNIVERSAL FST PRODS INC COM 913543104 28 748SH SOLE 748 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN I91359E105 1531 47786SH SOLE 47786 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 4832 158415SH SOLE 158415 0 0 UNUM GROUP COM 91529Y106 32185 1648805SH SOLE 1648805 0 0 URBAN OUTFITTERS INC COM 917047102 5877 167974SH SOLE 167974 0 0 URS CORP NEW COM 903236107 6507 146169SH SOLE 146169 0 0 US BANCORP DEL COM NEW 902973304 63403 2816667SH SOLE 2816667 0 0 USEC INC COM 90333E108 703 182711SH SOLE 182711 0 0 USEC INC NOTE 3.090333EAC2 315 484000PRN SOLE 484000 0 0 UTI WORLDWIDE INC ORD G87210103 1727 120575SH SOLE 120575 0 0 V F CORP COM 918204108 13776 188092SH SOLE 188092 0 0 VAIL RESORTS INC COM 91879Q109 288 7617SH SOLE 7617 0 0 VALE S A ADR 91912E105 10320 355478SH SOLE 355478 0 0 VALEANT PHARMACEUTICALS INTL COM 91911X104 450 14154SH SOLE 14154 0 0 VALERO ENERGY CORP NEW COM 91913Y100 330 19715SH SOLE 19715 0 0 VALLEY NATL BANCORP COM 919794107 16 1109SH SOLE 1109 0 0 VALMONT INDS INC COM 920253101 1585 20199SH SOLE 20199 0 0 VALSPAR CORP COM 920355104 11596 427264SH SOLE 427264 0 0 VANDA PHARMACEUTICALS INC COM 921659108 26 2268SH SOLE 2268 0 0 VANGUARD BD INDEX FD INC SHORT TR921937827 9552 120086SH SOLE 0 0 120086 VANGUARD BD INDEX FD INC INTERMED921937819 1811 22901SH SOLE 0 0 22901 VANGUARD INDEX FDS STK MRK 922908769 27508 487994SH SOLE 0 0 487994 VANGUARD INDEX FDS VALUE ET922908744 4241 88812SH SOLE 0 0 88812 VANGUARD INDEX FDS GROWTH E922908736 4726 89076SH SOLE 0 0 89076 VANGUARD INDEX FDS GROWTH E922908736 4726 89076SH SOLE 0 0 89076 VANGUARD INDEX FDS LARGE CA922908637 1257 24798SH SOLE 0 0 24798 VANGUARD INDEX FDS SM CP VA922908611 5588 102564SH SOLE 0 0 102564 VANGUARD INDEX FDS SML CP G922908595 5906 98644SH SOLE 0 0 98644 VANGUARD INDEX FDS REIT ETF922908553 1119 25000SH SOLE 0 0 25000 VANGUARD INTL EQUITY INDEX F ALLWRLD 922042775 13 298SH SOLE 0 0 298 VANGUARD WORLD FD MEGA VAL921910840 20151 574100SH SOLE 0 0 574100 VANGUARD WORLD FD MEGA GRW921910816 21126 504565SH SOLE 0 0 504565 VANGUARD WORLD FDS CONSUM D92204A108 2646 56576SH SOLE 0 0 56576 VANGUARD WORLD FDS INDUSTRI92204A603 4686 90849SH SOLE 0 0 90849 VANGUARD WORLD FDS FINANCIA92204A405 1668 57435SH SOLE 0 0 57435 VANGUARD WORLD FDS ENERGY E92204A306 2843 34104SH SOLE 0 0 34104 VANGUARD WORLD FDS CONSUM S92204A207 2060 31355SH SOLE 0 0 31355 VANGUARD WORLD FDS TELCOMM 92204A884 1210 21419SH SOLE 0 0 21419 VANGUARD WORLD FDS MATERIAL92204A801 860 12681SH SOLE 0 0 12681 VANGUARD WORLD FDS INF TECH92204A702 9720 177150SH SOLE 0 0 177150 VARIAN MED SYS INC COM 92220P105 7947 169623SH SOLE 169623 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 3356 93526SH SOLE 93526 0 0 VCA ANTECH INC COM 918194101 231 9278SH SOLE 9278 0 0 VEECO INSTRS INC DEL COM 922417100 1143 34598SH SOLE 34598 0 0 VENTAS INC COM 92276F100 994 22727SH SOLE 22727 0 0 VEOLIA ENVIRONNEMENT SPONSORE92334N103 77 2337SH SOLE 2337 0 0 VERIFONE HLDGS INC COM 92342Y109 5 319SH SOLE 319 0 0 VERISIGN INC COM 92343E102 8526 351738SH SOLE 351738 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 98611 2976501SH SOLE 2976501 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 11808 275576SH SOLE 275576 0 0 VIACOM INC NEW CL B 92553P201 4363 146744SH SOLE 146744 0 0 VIRGINIA COMM BANCORP INC COM 92778Q109 160 42615SH SOLE 42615 0 0 VIROPHARMA INC NOTE 2.0928241AH1 338 465000PRN SOLE 465000 0 0 VISA INC COM CL A92826C839 99798 1141067SH SOLE 1141067 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 408 48833SH SOLE 48833 0 0 VISTAPRINT N V SHS N93540107 412 7268SH SOLE 7268 0 0 VITAL IMAGES INC COM 92846N104 291 22894SH SOLE 22894 0 0 VITAMIN SHOPPE INC COM 92849E101 843 37900SH SOLE 37900 0 0 VIVO PARTICIPACOES S A SPON ADR92855S200 2 56SH SOLE 56 0 0 VIVUS INC COM 928551100 301 32725SH SOLE 32725 0 0 VMWARE INC CL A COM928563402 447 10556SH SOLE 10556 0 0 VODAFONE GROUP PLC NEW SPONS AD92857W209 101748 4406598SH SOLE 4406598 0 0 VOLCANO CORPORATION COM 928645100 3 170SH SOLE 170 0 0 VOLTERRA SEMICONDUCTOR CORP COM 928708106 2213 115767SH SOLE 115767 0 0 VORNADO RLTY TR SH BEN I929042109 12942 185042SH SOLE 185042 0 0 VULCAN MATLS CO COM 929160109 116 2202SH SOLE 2202 0 0 WABCO HLDGS INC COM 92927K102 263 10211SH SOLE 10211 0 0 WABTEC CORP COM 929740108 10020 245349SH SOLE 245349 0 0 WADDELL & REED FINL INC CL A 930059100 64 2094SH SOLE 2094 0 0 WAL MART STORES INC COM 931142103 89487 1674218SH SOLE 1674218 0 0 WALGREEN CO COM 931422109 43070 1172940SH SOLE 1172940 0 0 WALTER ENERGY INC COM 93317Q105 365 4845SH SOLE 4845 0 0 WARNACO GROUP INC COM NEW 934390402 2410 57128SH SOLE 57128 0 0 WASHINGTON FED INC COM 938824109 51 2615SH SOLE 2615 0 0 WASHINGTON POST CO CL B 939640108 352 800SH SOLE 800 0 0 WASTE CONNECTIONS INC COM 941053100 4103 123071SH SOLE 123071 0 0 WASTE MGMT INC DEL COM 94106L109 23033 681254SH SOLE 681254 0 0 WATERS CORP COM 941848103 635 10244SH SOLE 10244 0 0 WATSCO INC COM 942622200 2566 52389SH SOLE 52389 0 0 WATSON PHARMACEUTICALS INC COM 942683103 26135 659796SH SOLE 659796 0 0 WATSON WYATT WORLDWIDE INC CL A 942712100 441 9281SH SOLE 9281 0 0 WD-40 CO COM 929236107 14 424SH SOLE 424 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 1433 80035SH SOLE 80035 0 0 WEB COM GROUP INC COM 94733A104 1 165SH SOLE 165 0 0 WEBMD HEALTH CORP COM 94770V102 10452 271546SH SOLE 271546 0 0 WEINGARTEN RLTY INVS SH BEN I948741103 613 30991SH SOLE 30991 0 0 WELLPOINT INC COM 94973V107 58652 1006212SH SOLE 1006212 0 0 WELLS FARGO & CO NEW COM 949746101 199906 7406657SH SOLE 7406657 0 0 WELLS FARGO & CO NEW PERP PFD949746804 1210 1318SH SOLE 1318 0 0 WERNER ENTERPRISES INC COM 950755108 3 175SH SOLE 175 0 0 WESCO FINL CORP COM 950817106 76 223SH SOLE 223 0 0 WESCO INTL INC COM 95082P105 1233 45644SH SOLE 45644 0 0 WESCO INTL INC DBCV 6.095082PAH8 0 751000PRN SOLE 751000 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 28 720SH SOLE 720 0 0 WESTAMERICA BANCORPORATION COM 957090103 3437 62074SH SOLE 62074 0 0 WESTAR ENERGY INC COM 95709T100 1556 71648SH SOLE 71648 0 0 WESTERN ALLIANCE BANCORP COM 957638109 2 536SH SOLE 536 0 0 WESTERN DIGITAL CORP COM 958102105 201 4544SH SOLE 4544 0 0 WESTERN UN CO COM 959802109 669 35517SH SOLE 35517 0 0 WESTLAKE CHEM CORP COM 960413102 3 116SH SOLE 116 0 0 WESTPAC BKG CORP SPONSORE961214301 6178 54663SH SOLE 54663 0 0 WESTPORT INNOVATIONS INC COM NEW 960908309 4 361SH SOLE 361 0 0 WET SEAL INC CL A 961840105 2 486SH SOLE 486 0 0 WEYERHAEUSER CO COM 962166104 6958 161288SH SOLE 161288 0 0 WGL HLDGS INC COM 92924F106 1247 37180SH SOLE 37180 0 0 WHIRLPOOL CORP COM 963320106 13915 172510SH SOLE 172510 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 1954 5873SH SOLE 5873 0 0 WHITING PETE CORP NEW COM 966387102 24385 341288SH SOLE 341288 0 0 WHITNEY HLDG CORP COM 966612103 936 102733SH SOLE 102733 0 0 WHOLE FOODS MKT INC COM 966837106 392 14278SH SOLE 14278 0 0 WILEY JOHN & SONS INC CL A 968223206 7191 171712SH SOLE 171712 0 0 WILLBROS GROUP INC DEL COM 969203108 726 43040SH SOLE 43040 0 0 WILLIAMS COS INC DEL COM 969457100 1149 54526SH SOLE 54526 0 0 WILLIAMS SONOMA INC COM 969904101 320 15392SH SOLE 15392 0 0 WILLIS GROUP HOLDINGS LTD SHS G96655108 2287 86680SH SOLE 86680 0 0 WILMINGTON TRUST CORP COM 971807102 6 507SH SOLE 507 0 0 WINDSTREAM CORP COM 97381W104 479 43551SH SOLE 43551 0 0 WINN DIXIE STORES INC COM NEW 974280307 37 3680SH SOLE 3680 0 0 WINTRUST FINANCIAL CORP COM 97650W108 1066 34617SH SOLE 34617 0 0 WISCONSIN ENERGY CORP COM 976657106 4457 89446SH SOLE 89446 0 0 WMS INDS INC COM 929297109 5430 135761SH SOLE 135761 0 0 WOLVERINE WORLD WIDE INC COM 978097103 2129 78205SH SOLE 78205 0 0 WONDER AUTO TECHNOLOGY INC COM 978166106 1097 93448SH SOLE 93448 0 0 WOODWARD GOVERNOR CO COM 980745103 337 13066SH SOLE 13066 0 0 WORLD FUEL SVCS CORP COM 981475106 1147 42800SH SOLE 42800 0 0 WORTHINGTON INDS INC COM 981811102 863 66066SH SOLE 66066 0 0 WPP PLC ADR 92933H101 18041 370841SH SOLE 370841 0 0 WRIGHT EXPRESS CORP COM 98233Q105 1139 35741SH SOLE 35741 0 0 WRIGHT MED GROUP INC COM 98235T107 1870 98759SH SOLE 98759 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 498 24699SH SOLE 24699 0 0 WYNN RESORTS LTD COM 983134107 4651 79869SH SOLE 79869 0 0 XEROX CORP COM 984121103 3146 371902SH SOLE 371902 0 0 XILINX INC COM 983919101 11771 469705SH SOLE 469705 0 0 XL CAP LTD CL A G98255105 1402 76485SH SOLE 76485 0 0 XTO ENERGY INC COM 98385X106 45902 986494SH SOLE 986494 0 0 YAHOO INC COM 984332106 31840 1897499SH SOLE 1897499 0 0 YAMANA GOLD INC COM 98462Y100 54 4765SH SOLE 4765 0 0 YOUNG INNOVATIONS INC COM 987520103 1298 52394SH SOLE 52394 0 0 YUM BRANDS INC COM 988498101 9917 283600SH SOLE 283600 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 4 135SH SOLE 135 0 0 ZENITH NATL INS CORP COM 989390109 16 542SH SOLE 542 0 0 ZHONGPIN INC COM 98952K107 283 18122SH SOLE 18122 0 0 ZIMMER HLDGS INC COM 98956P102 7860 132978SH SOLE 132978 0 0 ZIONS BANCORPORATION COM 989701107 359 27985SH SOLE 27985 0 0 ZOLL MED CORP COM 989922109 650 24344SH SOLE 24344 0 0 ZOLTEK COS INC COM 98975W104 499 52502SH SOLE 52502 0 0 3COM CORP COM 885535104 422 56296SH SOLE 56296 0 0 3M CO COM 88579Y101 47401 573376SH SOLE 573376 0 0 3M CO NOTE 11/88579YAB7 140 158000PRN SOLE 158000 0 0 99 CENTS ONLY STORES COM 65440K106 607 46429SH SOLE 46429 0 0
/TEXT> /DOCUMENT> /SUBMISSION> -----END PRIVACY-ENHANCED MESSAGE-----