-----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, Vodw2tlg8PFpRvikveX6Rz0xL8W18fJA3LlEOhulQ3REAYUgUrflZE5ZcHcUPLVO L/RE5qZtZt1esIGbCHF2MA== 0000928816-08-000569.txt : 20080501 0000928816-08-000569.hdr.sgml : 20080501 20080501095126 ACCESSION NUMBER: 0000928816-08-000569 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080501 DATE AS OF CHANGE: 20080501 EFFECTIVENESS DATE: 20080501 FILER: COMPANY DATA: COMPANY CONFORMED NAME: THRIVENT FINANCIAL FOR LUTHERANS CENTRAL INDEX KEY: 0000314984 IRS NUMBER: 390123480 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00545 FILM NUMBER: 08792491 BUSINESS ADDRESS: STREET 1: 625 FOURTH AVENUE SOUTH CITY: MINNEAPOLIS STATE: MN ZIP: 55415 BUSINESS PHONE: 6123407215 MAIL ADDRESS: STREET 1: 625 FOURTH AVENUE SOUTH CITY: MINNEAPOLIS STATE: MN ZIP: 55415 FORMER COMPANY: FORMER CONFORMED NAME: AID ASSOCIATION FOR LUTHERANS DATE OF NAME CHANGE: 19940803 13F-HR 1 a_tflthirteenf.txt THRIVENT FINANCIAL FOR LUTHERANS UNITED STATES SECURITIES AND EXCHANGE COMMISSION FORM 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 03/31/08 Check here if Amendment [ ]; Amendment Number: ______ This Amendment (check only one): [ ] is a restatement [ ] adds new holding entries Institutional Investment Manager Filing this Report: Name: Thrivent Financial for Lutherans Address: 625 Fourth Avenue South Minneapolis, MN 55415 Form 13F File Number: 28-00545 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, and all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Randall L. Boushek Title: Senior Vice President Phone: (612) 844-7348 Signature, Place, and Date of Signing: /s/ Randall L. Boushek Minneapolis, Minnesota 05/01/08 ------------------------- ---------------------- ------- [Signature] [City, State] [Date] Report Type (check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: Two Form 13F Information Table Entry Total: 1,660 Form 13F Information Table Value Total: $13,786,732 (thousands) List of Other Included Managers: 1. Thrivent Investment Management Inc., Form 13F Filing Number 28-10230 2. Thrivent Asset Management, LLC, Form 13F Filing Number 28-11983
VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE AAR CORP COM 000361105 725.38 26600 SH SOLE 26600 ADC TELECOMMUNICATIONS INC COM 000886309 253.68 21000 SH SOLE 21000 ABM INDUSTRIES INC COM 000957100 697.88 31100 SH SOLE 31100 AFLAC INC COM 001055102 4394.71 67663 SH SOLE 67663 AGCO CORP COM 001084102 12377.19 206700 SH SOLE 206700 AGCO CORP NOTE 001084AL6 3429.75 1250000 SH SOLE 1250000 AGCO CORP NOTE 001084AM4 2900.62 1750000 SH SOLE 1750000 AGL RESOURCES INC COM 001204106 35357.32 1030225 SH SOLE 1030225 AES CORP COM 00130H105 1202.97 72164 SH SOLE 72164 AMB PROPERTY CORP COM 00163T109 12870.33 236500 SH SOLE 236500 AMN HEALTHCARE SERVICES INC COM 001744101 326.90 21200 SH SOLE 21200 AMR CORP COM 001765106 18444.99 2044900 SH SOLE 2044900 AT&T INC COM 00206R102 138039.5 3604165 SH SOLE 3604165 ATMI INC COM 00207R101 654.00 23500 SH SOLE 23500 AARON RENTS INC COM 002535201 815.28 37850 SH SOLE 37850 ABBOTT LABORATORIES COM 002824100 141629.2 2568073 SH SOLE 2568073 ABERCROMBIE & FITCH CO COM 002896207 32839.86 449000 SH SOLE 449000 ACADIA REALTY TRUST COM 004239109 1784.68 73900 SH SOLE 73900 ACTIVISION INC COM 004930202 24425.98 894397 SH SOLE 894397 ACTEL CORP COM 004934105 2184.73 142700 SH SOLE 142700 ACUITY BRANDS INC COM 00508Y102 1275.61 29700 SH SOLE 29700 ACXIOM CORP COM 005125109 145.58 12265 SH SOLE 12265 ADAPTEC INC COM 00651F108 250.48 85200 SH SOLE 85200 ADMINISTAFF INC COM 007094105 380.12 16100 SH SOLE 16100 ADOBE SYSTEMS INC COM 00724F101 69686.89 1958047 SH SOLE 1958047 ADTRAN INC COM 00738A106 187.40 10130 SH SOLE 10130 ADVANCE AUTO PARTS COM 00751Y106 1316.03 38650 SH SOLE 38650 ADVANCED MEDICAL OPTICS COM 00763M108 5143.73 253386 SH SOLE 253386 AEROPOSTALE INC COM 007865108 4187.13 154450 SH SOLE 154450 ADVANCED MICRO DEVICES INC COM 007903107 269.21 45707 SH SOLE 45707 ADVANCED ENERGY INDUSTRIES COM 007973100 332.82 25100 SH SOLE 25100 AETNA INC COM 00817Y108 41436.08 984464 SH SOLE 984464 AFFILIATED COMPUTER SVCS COM 008190100 1513.32 30200 SH SOLE 30200 AFFILIATED MANAGERS GROUP COM 008252108 989.06 10900 SH SOLE 10900 AFFYMETRIX INC COM 00826T108 4867.83 279600 SH SOLE 279600 AGILENT TECHNOLOGIES INC COM 00846U101 830.13 27829 SH SOLE 27829 AGILYSYS INC COM 00847J105 185.60 16000 SH SOLE 16000 AGRIUM INC COM 008916108 27896.70 449150 SH SOLE 449150 AIR PRODUCTS & CHEMICALS COM 009158106 53624.96 582880 SH SOLE 582880 AIRGAS INC COM 009363102 2690.68 59175 SH SOLE 59175 AIRTRAN HOLDINGS INC COM 00949P108 106.92 16200 SH SOLE 16200 AKAMAI TECHNOLOGIES COM 00971T101 4297.21 152600 SH SOLE 152600 ALBANY INTL CORP COM 012348108 672.20 18600 SH SOLE 18600 ALBEMARLE CORP COM 012653101 498.86 13660 SH SOLE 13660 ALBERTO-CULVER CO COM 013078100 879.86 32100 SH SOLE 32100 ALCOA INC COM 013817101 46705.88 1295227 SH SOLE 1295227 ALEXANDER & BALDWIN INC COM 014482103 325.68 7560 SH SOLE 7560 ALEXANDER'S INC COM 014752109 549.47 1550 SH SOLE 1550 ALEXANDRIA REAL ESTATE EQUITY COM 015271109 11321.11 122100 SH SOLE 122100 ALKERMES INC. COM 01642T108 2248.88 189300 SH SOLE 189300 ALLEGHENY ENERGY INC COM 017361106 664.17 13152 SH SOLE 13152 ALLEGHENY TECHNOLOGIES INC COM 01741R102 2576.16 36101 SH SOLE 36101 ALLERGAN INC COM 018490102 38560.60 683820 SH SOLE 683820 ALLETE INC COM 018522300 711.88 18433 SH SOLE 18433 ALLIANCE DATA SYSTEMS CORP COM 018581108 669.89 14100 SH SOLE 14100 ALLIANCE ONE INTERNATIONAL INC COM 018772103 2111.58 349600 SH SOLE 349600 ALLIANT ENERGY CORP COM 018802108 3586.59 102445 SH SOLE 102445 ALLIANT TECHSYSTEMS INC COM 018804104 621.18 6000 SH SOLE 6000 ALLIED WASTE INDUSTRIES INC COM 019589308 285.96 26454 SH SOLE 26454 ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 412.80 40000 SH SOLE 40000 ALLSTATE CORP COM 020002101 4659.32 96948 SH SOLE 96948 ALPHA NATURAL RESOURCES INC COM 02076X102 2198.06 50600 SH SOLE 50600 ALPHARMA INC COM 020813101 4209.32 160600 SH SOLE 160600 ALTERA CORP COM 021441100 448.93 24359 SH SOLE 24359 ALTRIA GROUP INC COM 02209S103 44581.30 2008167 SH SOLE 2008167 AMAZON.COM INC COM 023135106 18741.20 262850 SH SOLE 262850 AMBAC FINANCIAL GROUP INC COM 023139108 115.01 20003 SH SOLE 20003 AMCOL INTERNATIONAL CORP COM 02341W103 490.31 15700 SH SOLE 15700 AMDOCS LTD NOTE 0.500% 02342TAD1 1492.50 1500000 SH SOLE 1500000 AMEDISYS INC COM 023436108 4508.32 114599 SH SOLE 114599 AMEREN CORP COM 023608102 1043.88 23703 SH SOLE 23703 AMERICA MOVIL-ADR SERIES L COM 02364W105 82236.71 1291203 SH SOLE 1291203 AMERICAN CAMPUS COMMUNITIES COM 024835100 1376.83 50323 SH SOLE 50323 AMERICAN CAPITAL STRATEGIES COM 024937104 519.23 15200 SH SOLE 15200 AMERICAN COMMERCIAL LINES COM 025195207 594.08 37600 SH SOLE 37600 AMERICAN ELECTRIC POWER CO INC COM 025537101 1874.55 45029 SH SOLE 45029 AMERICAN EAGLE OUTFITTERS COM 02553E106 666.27 38051 SH SOLE 38051 AMERICAN EQUITY INVT LIFE HL NOTE 0.0525% 025676AE7 1453.20 1500000 SH SOLE 1500000 AMERICAN EXPRESS CO COM 025816109 19413.51 444042 SH SOLE 444042 AMERICAN FINANCIAL GROUP INC COM 025932104 326.78 12785 SH SOLE 12785 AMERICAN FINANCIAL GROUP INC NOTE 1.486% 025932AD6 910.00 2000000 SH SOLE 2000000 AMERICAN FINANCIAL REALTY TR COM 02607P305 902.77 113700 SH SOLE 113700 AMERICAN INTERNATIONAL GROUP COM 026874107 25888.97 598589 SH SOLE 598589 AMERICAN MEDICAL SYS HOLDINGS COM 02744M108 725.10 51100 SH SOLE 51100 AMERICAN REPROGRAPHICS CO COM 029263100 485.26 32700 SH SOLE 32700 AMERICAN STATES WATER CO COM 029899101 441.00 12250 SH SOLE 12250 AMERICAN TOWER CORP COM 029912201 9231.28 235432 SH SOLE 235432 AMERICAN SUPERCONDUCTOR CORP COM 030111108 735.12 31700 SH SOLE 31700 AMERICREDIT CORP COM 03060R101 206.33 20490 SH SOLE 20490 AMERISOURCEBERGEN CORP COM 03073E105 7794.55 190204 SH SOLE 190204 AMERIGROUP CORP COM 03073T102 3197.61 117000 SH SOLE 117000 AMERIPRISE FINANCIAL INC COM 03076C106 29114.13 561507 SH SOLE 561507 AMETEK INC COM 031100100 836.92 19060 SH SOLE 19060 AMGEN INC COM 031162100 3531.87 84535 SH SOLE 84535 AMGEN INC NOTE 031162AN0 2733.90 3000000 SH SOLE 3000000 AMGEN INC NOTE 031162AQ3 1308.74 1500000 SH SOLE 1500000 AMKOR TECHNOLOGIES INC COM 031652100 1448.78 135400 SH SOLE 135400 AMPHENOL CORP COM 032095101 1173.37 31500 SH SOLE 31500 AMSURG CORP COM 03232P405 1313.05 55450 SH SOLE 55450 AMYLIN PHARMACEUTICALS INC COM 032346108 5231.51 179100 SH SOLE 179100 ANADARKO PETROLEUM CORP COM 032511107 2290.38 36338 SH SOLE 36338 ANALOG DEVICES INC COM 032654105 673.35 22810 SH SOLE 22810 ANALOGIC CORP COM 032657207 628.80 9450 SH SOLE 9450 ANCHOR BANCORP WISCONSIN INC COM 032839102 239.02 12600 SH SOLE 12600 ANDERSONS INC/THE COM 034164103 1784.40 40000 SH SOLE 40000 ANHEUSER-BUSCH COS INC COM 035229103 27670.42 583149 SH SOLE 583149 ANIXTER INT'L INC. COM 035290105 8491.70 132600 SH SOLE 132600 ANIXTER INT'L INC. NOTE 035290AG0 2475.00 2500000 SH SOLE 2500000 ANIXTER INT'L INC. NOTE 035290AJ4 1467.25 1250000 SH SOLE 1250000 ANNTAYLOR STORES INC COM 036115103 267.18 11050 SH SOLE 11050 ANSOFT CORP COM 036384105 344.87 11300 SH SOLE 11300 ANSYS, INC. COM 03662Q105 3023.95 87600 SH SOLE 87600 AON CORP COM 037389103 964.07 23982 SH SOLE 23982 APACHE CORP COM 037411105 50861.59 420970 SH SOLE 420970 APARTMENT INVT & MGMT CO COM 03748R101 7042.53 196664 SH SOLE 196664 APOGEE ENTERPRISES, INC. COM 037598109 317.24 20600 SH SOLE 20600 APOLLO GROUP INC COM 037604105 10085.25 233455 SH SOLE 233455 APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK7 3901.60 2000000 SH SOLE 2000000 APOLLO INVESTMENT CORP COM 03761U106 335.59 21200 SH SOLE 21200 APPLE INC COM 037833100 156430.9 1090111 SH SOLE 1090111 APRIA HEALTHCARE GROUP INC NOTE 037933AB4 1511.25 1500000 SH SOLE 1500000 APPLERA CORP. COM 038020103 435.52 13254 SH SOLE 13254 APPLERA CORP. COM 038020202 6929.58 471400 SH SOLE 471400 APPLIED INDUSTRIAL TECH INC COM 03820C105 4017.96 134425 SH SOLE 134425 APPLIED MATERIALS INC COM 038222105 12935.36 663012 SH SOLE 663012 APTARGROUP INC COM 038336103 7898.89 202900 SH SOLE 202900 AQUA AMERICA INC COM 03836W103 451.32 24032 SH SOLE 24032 AQUILA INC COM 03840P102 216.88 67565 SH SOLE 67565 ARBITRON INC COM 03875Q108 858.88 19900 SH SOLE 19900 ARCH CHEMICALS INC COM 03937R102 2351.10 63100 SH SOLE 63100 ARCH COAL INC COM 039380100 4798.05 110300 SH SOLE 110300 ARCHER-DANIELS-MIDLAND CO COM 039483102 2063.88 50143 SH SOLE 50143 ARKANSAS BEST CORP. COM 040790107 563.92 17700 SH SOLE 17700 ARQULE INC COM 04269E107 105.28 24600 SH SOLE 24600 ARRIS GROUP INC COM 04269Q100 554.75 95318 SH SOLE 95318 ARROW ELECTRONICS INC COM 042735100 740.80 22015 SH SOLE 22015 ARTHROCARE CORPORATION COM 043136100 623.64 18700 SH SOLE 18700 ARVINMERITOR INC COM 043353101 159.28 12733 SH SOLE 12733 ASHFORD HOSPITALITY TRUST COM 044103109 1810.21 318700 SH SOLE 318700 ASHLAND INC. COM 044209104 215.26 4551 SH SOLE 4551 ASSOCIATED BANC-CORP COM 045487105 604.90 22715 SH SOLE 22715 ASSOCIATED ESTATES REALTY CORP COM 045604105 156.72 13700 SH SOLE 13700 ASSURANT INC COM 04621X108 474.70 7800 SH SOLE 7800 ASTEC INDUSTRIES INC COM 046224101 519.38 13400 SH SOLE 13400 ASTORIA FINANCIAL CORP COM 046265104 696.24 25635 SH SOLE 25635 ATMEL CORP COM 049513104 11674.25 3354670 SH SOLE 3354670 ATMOS ENERGY CORPORATION COM 049560105 1981.35 77700 SH SOLE 77700 ATWOOD OCEANICS INC COM 050095108 6044.34 65900 SH SOLE 65900 AUDIOVOX CORP COM 050757103 138.84 13000 SH SOLE 13000 AUTODESK INC COM 052769106 547.87 17404 SH SOLE 17404 AUTOMATIC DATA PROCESSNG COM 053015103 42214.71 995865 SH SOLE 995865 AUTONATION INC COM 05329W102 167.03 11158 SH SOLE 11158 AUTOZONE INC COM 053332102 404.32 3552 SH SOLE 3552 AVALONBAY COMMUNITIES INC COM 053484101 17914.11 185600 SH SOLE 185600 AVERY DENNISON CORP COM 053611109 714.22 14502 SH SOLE 14502 AVID TECHNOLOGY INC. COM 05367P100 549.11 22560 SH SOLE 22560 AVIS BUDGET GROUP INC COM 053774105 194.66 18330 SH SOLE 18330 AVISTA CORP COM 05379B107 733.50 37500 SH SOLE 37500 AVNET INC COM 053807103 4361.99 133272 SH SOLE 133272 AVNET INC DBCV 053807AL7 3390.00 3000000 SH SOLE 3000000 AVON PRODUCTS INC COM 054303102 2274.02 57512 SH SOLE 57512 AXCELIS TECHNOLOGIES, INC. COM 054540109 403.20 72000 SH SOLE 72000 BB&T CORP COM 054937107 1811.77 56512 SH SOLE 56512 BJ SERVICES CO COM 055482103 4804.22 168510 SH SOLE 168510 BJ'S WHOLESALE CLUB INC. COM 05548J106 410.07 11490 SH SOLE 11490 BOK FINANCIAL CORP COM 05561Q201 2346.64 44929 SH SOLE 44929 BP PLC COM 055622104 624.69 10300 SH SOLE 10300 BRE PROPERTIES INC COM 05564E106 5540.09 121600 SH SOLE 121600 BRE PROPERTIES INC NOTE 05564EBH8 1860.00 2000000 SH SOLE 2000000 BMC SOFTWARE INC COM 055921100 507.53 15607 SH SOLE 15607 BAKER HUGHES INC COM 057224107 1645.91 24028 SH SOLE 24028 BALDOR ELECTRIC CO COM 057741100 907.20 32400 SH SOLE 32400 BALL CORP COM 058498106 49403.96 1075402 SH SOLE 1075402 BANK OF AMERICA CORP COM 060505104 123358.7 3253991 SH SOLE 3253991 BANK OF HAWAII CORP COM 062540109 5697.16 114955 SH SOLE 114955 BANK MUTUAL CORP COM 063750103 370.53 34500 SH SOLE 34500 BANKATLANTIC BANCORP INC-A COM 065908501 114.56 29300 SH SOLE 29300 BANKRATE INC COM 06646V108 463.97 9300 SH SOLE 9300 BANKUNITED FINANCIAL CORP-A COM 06652B103 111.22 22200 SH SOLE 22200 BARD (C.R.) INC COM 067383109 35398.27 367202 SH SOLE 367202 BARNES & NOBLE INC COM 067774109 261.29 8525 SH SOLE 8525 BARNES GROUP INC COM 067806109 732.10 31900 SH SOLE 31900 BARR PHARMACEUTICALS INC COM 068306109 391.31 8100 SH SOLE 8100 BILL BARRETT CORP COM 06846N104 288.22 6100 SH SOLE 6100 BAXTER INTERNATIONAL INC COM 071813109 86267.20 1491996 SH SOLE 1491996 BE AEROSPACE INC COM 073302101 17988.76 514700 SH SOLE 514700 BEAR STEARNS COS INC/THE COM 073902108 125.47 11961 SH SOLE 11961 BECKMAN COULTER INC COM 075811109 14655.43 227040 SH SOLE 227040 BECTON DICKINSON & CO COM 075887109 1623.08 18906 SH SOLE 18906 BED BATH & BEYOND INC COM 075896100 597.58 20257 SH SOLE 20257 BEL FUSE INC COM 077347300 239.59 8600 SH SOLE 8600 BELDEN INC COM 077454106 1093.15 30950 SH SOLE 30950 BELO CORPORATION COM 080555105 166.31 15735 SH SOLE 15735 BEMIS CO COM 081437105 6100.70 239902 SH SOLE 239902 BENCHMARK ELECTRONICS INC. COM 08160H101 874.16 48700 SH SOLE 48700 W.R. BERKLEY CORP. COM 084423102 15473.86 558825 SH SOLE 558825 BEST BUY CO INC COM 086516101 1144.95 27616 SH SOLE 27616 BEST BUY CO INC SDCV 2.25% 1/1 086516AF8 3773.35 3500000 SH SOLE 3500000 BIG 5 SPORTING GOODS CORP COM 08915P101 135.93 15500 SH SOLE 15500 BIO-RAD LABORATORIES INC COM 090572207 3896.01 43800 SH SOLE 43800 BIOMARIN PHARMACEUTICAL INC COM 09061G101 16684.02 471700 SH SOLE 471700 BIOGEN IDEC INC COM 09062X103 1432.75 23225 SH SOLE 23225 BIOMED REALTY TRUST INC COM 09063H107 8047.34 336850 SH SOLE 336850 BIOLASE TECHNOLOGY INC COM 090911108 52.53 17000 SH SOLE 17000 BLACK & DECKER CORPORATION COM 091797100 601.57 9101 SH SOLE 9101 BLACK BOX CORPORATION COM 091826107 382.54 12400 SH SOLE 12400 BLACK HILLS CORP COM 092113109 245.09 6850 SH SOLE 6850 BLACKBAUD INC COM 09227Q100 769.67 31700 SH SOLE 31700 BLACKROCK INC DBCV 09247XAB7 3093.75 1500000 SH SOLE 1500000 H&R BLOCK INC COM 093671105 533.73 25710 SH SOLE 25710 BLUE COAT SYSTEMS INC COM 09534T508 590.67 26800 SH SOLE 26800 BLUE NILE INC COM 09578R103 601.06 11100 SH SOLE 11100 BOEING CO COM 097023105 4444.49 59762 SH SOLE 59762 BORDERS GROUP INC. COM 099709107 62.95 10725 SH SOLE 10725 BORG-WARNER AUTOMOTIVE, INC. COM 099724106 7034.54 163480 SH SOLE 163480 BOSTON PRIVATE FINL HOLDINGS COM 101119105 593.04 56000 SH SOLE 56000 BOSTON PROPERTIES INC COM 101121101 24822.07 269600 SH SOLE 269600 BOSTON PROPERTIES LP NOTE 0.0375% 10112RAG9 3431.40 3000000 SH SOLE 3000000 BOSTON SCIENTIFIC CORP COM 101137107 1352.35 105078 SH SOLE 105078 BOWNE & CO INC COM 103043105 1541.77 101100 SH SOLE 101100 BOYD GAMING CORP COM 103304101 202.00 10100 SH SOLE 10100 BRADY CORP COM 104674106 1280.36 38300 SH SOLE 38300 BRANDYWINE OPER PARTNERS NOTE 105340AH6 1705.00 2000000 SH SOLE 2000000 BRANDYWINE REALTY TRUST COM 105368203 3683.15 217167 SH SOLE 217167 BRIGGS & STRATTON CORP COM 109043109 626.50 35000 SH SOLE 35000 BRIGHT HORIZON FAMILY SOLUTION COM 109195107 800.54 18600 SH SOLE 18600 BRIGHTPOINT, INC. COM 109473405 302.79 36220 SH SOLE 36220 BRINKER INTERNATIONAL INC COM 109641100 334.86 18052 SH SOLE 18052 BRINKS CO COM 109696104 4105.03 61105 SH SOLE 61105 BRISTOL-MYERS SQUIBB CO COM 110122108 11798.19 553906 SH SOLE 553906 BRISTOW GROUP INC COM 110394103 6859.02 127800 SH SOLE 127800 BROADCOM CORP. COM 111320107 43532.91 2259103 SH SOLE 2259103 BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 438.24 24900 SH SOLE 24900 BROOKFIELD PROPERTIES CORP COM 112900105 4714.53 244150 SH SOLE 244150 BROOKLINE BANCORP INC COM 11373M107 472.97 41200 SH SOLE 41200 BROOKS AUTOMATION INC COM 114340102 447.70 46060 SH SOLE 46060 BROWN & BROWN INC COM 115236101 354.55 20400 SH SOLE 20400 BROWN-FORMAN CORP COM 115637209 721.79 10900 SH SOLE 10900 BROWN SHOE COMPANY INC COM 115736100 469.80 31175 SH SOLE 31175 BRUSH ENGINEERED MATERIALS INC COM 117421107 364.51 14200 SH SOLE 14200 BUCKEYE TECHNOLOGIES INC COM 118255108 1968.62 176400 SH SOLE 176400 BUCKLE INC. COM 118440106 782.77 17500 SH SOLE 17500 BUFFALO WILD WINGS INC COM 119848109 267.05 10900 SH SOLE 10900 BUILDING MATERIAL HOLDING CP COM 120113105 91.54 20900 SH SOLE 20900 BURLINGTON NORTHERN SANTA FE COM 12189T104 9078.32 98442 SH SOLE 98442 C&D TECHNOLOGIES INC. COM 124661109 91.36 18200 SH SOLE 18200 CBL & ASSOCIATES PROPERTIES COM 124830100 1320.03 56100 SH SOLE 56100 CBS CORP - CLASS B COM 124857202 4133.26 187195 SH SOLE 187195 CB RICHARD ELLIS GROUP INC COM 12497T101 298.63 13800 SH SOLE 13800 CDI CORP COM 125071100 240.48 9600 SH SOLE 9600 CEC ENTERTAINMENT INC. COM 125137109 3323.36 115075 SH SOLE 115075 CH ENERGY GROUP INC COM 12541M102 373.44 9600 SH SOLE 9600 CH ROBINSON WORLDWIDE INC COM 12541W209 24436.48 449200 SH SOLE 449200 CIGNA CORP COM 125509109 1347.41 33212 SH SOLE 33212 CIT GROUP INC COM 125581108 177.75 15000 SH SOLE 15000 CKE RESTAURANTS, INC. COM 12561E105 433.09 38600 SH SOLE 38600 CLECO CORP COM 12561W105 942.65 42500 SH SOLE 42500 CMS ENERGY CORP COM 125896100 34694.92 2562402 SH SOLE 2562402 CMS ENERGY CORP NOTE 125896AW0 2802.40 2480000 SH SOLE 2480000 CMS ENERGY CORP NOTE 125896AY6 1301.30 1000000 SH SOLE 1000000 CNET NETWORKS, INC. COM 12613R104 3381.73 476300 SH SOLE 476300 CSX CORP COM 126408103 53736.87 958389 SH SOLE 958389 CSX CORP DBCV 10/3 126408GA5 1993.80 1000000 SH SOLE 1000000 CTS CORP. COM 126501105 256.80 24000 SH SOLE 24000 CVS CAREMARK CORP COM 126650100 44125.88 1089259 SH SOLE 1089259 CA INC COM 12673P105 696.42 30952 SH SOLE 30952 CABOT CORP COM 127055101 328.58 11735 SH SOLE 11735 CABOT OIL & GAS CORP COM 127097103 8922.42 175500 SH SOLE 175500 CABOT MICROELECTRONICS CORP. COM 12709P103 540.12 16800 SH SOLE 16800 CACI INTERNATIONAL INC COM 127190304 1762.78 38700 SH SOLE 38700 CADBURY SCHWEPPES- SPONS ADR COM 127209302 663.30 15000 SH SOLE 15000 CADENCE DESIGN SYSTEMS INC COM 127387108 530.15 49640 SH SOLE 49640 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 270.06 20600 SH SOLE 20600 CALIFORNIA WATER SERVICE GROUP COM 130788102 3387.72 88800 SH SOLE 88800 CALLAWAY GOLF CO. COM 131193104 175.57 11960 SH SOLE 11960 CAMBREX CORP COM 132011107 142.06 20500 SH SOLE 20500 CAMDEN PROPERTY TRUST COM 133131102 6807.12 135600 SH SOLE 135600 CAMECO CORP COM 13321L108 543.51 16500 SH SOLE 16500 CAMERON INTERNATIONAL CORP COM 13342B105 19025.31 456900 SH SOLE 456900 CAMERON INTERNATIONAL CORP NOTE 13342BAB1 1406.30 1000000 SH SOLE 1000000 CAMPBELL SOUP COMPANY COM 134429109 575.79 16960 SH SOLE 16960 CANADIAN NATIONAL RAILWAY CO COM 136375102 488.03 10100 SH SOLE 10100 CAPITAL LEASE FUNDING INC COM 140288101 284.38 36600 SH SOLE 36600 CAPITAL ONE FINANCIAL CORP COM 14040H105 31241.16 634725 SH SOLE 634725 CAPITALSOURCE INC NOTE 14055XAG7 1372.60 2000000 SH SOLE 2000000 CAPTARIS INC COM 14071N104 83.53 18900 SH SOLE 18900 CARBO CERAMICS, INC. COM 140781105 581.45 14500 SH SOLE 14500 CARDINAL HEALTH INC COM 14149Y108 33571.58 639337 SH SOLE 639337 CAREER EDUCATION CORP COM 141665109 203.52 16000 SH SOLE 16000 CARLISLE COS INC COM 142339100 1099.84 32890 SH SOLE 32890 CARMAX INC COM 143130102 757.38 39000 SH SOLE 39000 CARNIVAL CORPORATION COM 143658300 19331.83 477565 SH SOLE 477565 CARNIVAL CORPORATION NOTE 10/2 143658AS1 2193.90 3000000 SH SOLE 3000000 CARNIVAL CORPORATION DBCV 1.132% 4/2 143658AV4 7850.48 12100000 SH SOLE 12100000 CARPENTER TECHNOLOGY CORP. COM 144285103 486.93 8700 SH SOLE 8700 CASCADE BANCORP COM 147154108 189.28 19800 SH SOLE 19800 CASCADE CORP COM 147195101 315.58 6400 SH SOLE 6400 CASEY'S GENERAL STORES INC COM 147528103 1756.02 77700 SH SOLE 77700 CASH AMERICA INTL INC COM 14754D100 3505.32 96300 SH SOLE 96300 CASTLE (AM) & CO COM 148411101 313.20 11600 SH SOLE 11600 CATERPILLAR INC COM 149123101 9849.74 125811 SH SOLE 125811 CATO CORP COM 149205106 330.92 22150 SH SOLE 22150 CEDAR SHOPPING CENTERS INC COM 150602209 414.64 35500 SH SOLE 35500 CELANESE CORP COM 150870103 4069.01 104200 SH SOLE 104200 CELGENE CORP COM 151020104 20201.18 329600 SH SOLE 329600 CENTENE CORP COM 15135B101 427.95 30700 SH SOLE 30700 CENTER FINANCIAL CORP COM 15146E102 421.29 46500 SH SOLE 46500 CENTERPOINT ENERGY INC COM 15189T107 1007.50 70603 SH SOLE 70603 CENTERPOINT ENERGY INC NOTE 0.0375% 15189TAM9 4351.98 3430000 SH SOLE 3430000 CENTEX CORP COM 152312104 360.77 14902 SH SOLE 14902 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 225.10 50700 SH SOLE 50700 CENTRAL PACIFIC FINANCIAL CO COM 154760102 382.65 20300 SH SOLE 20300 CENTURY ALUMINUM COMPANY COM 156431108 6524.64 98500 SH SOLE 98500 CENTURY ALUMINUM COMPANY NOTE 156431AE8 2206.30 1000000 SH SOLE 1000000 CENTURYTEL INC COM 156700106 277.68 8354 SH SOLE 8354 CEPHALON INC COM 156708109 9370.20 145500 SH SOLE 145500 CERADYNE INC COM 156710105 616.82 19300 SH SOLE 19300 CERNER CORP COM 156782104 439.90 11800 SH SOLE 11800 CHAMPION ENTERPRISES, INC. COM 158496109 547.63 54600 SH SOLE 54600 CHARLES RIVER LABORATORIES COM 159864107 713.17 12100 SH SOLE 12100 CHARLES RIVER LABORATORIES NOTE 159864AB3 3471.00 2600000 SH SOLE 2600000 CHARLOTTE RUSSE HOLDING INC COM 161048103 306.91 17700 SH SOLE 17700 CHARMING SHOPPES INC COM 161133103 101.43 21000 SH SOLE 21000 CHATTEM INC COM 162456107 2301.99 34700 SH SOLE 34700 CHECKPOINT SYSTEMS INC COM 162825103 754.48 28100 SH SOLE 28100 CHEESECAKE FACTORY (THE) COM 163072101 269.10 12350 SH SOLE 12350 CHEMED CORP COM 16359R103 717.40 17000 SH SOLE 17000 CHEMTURA CORP COM 163893100 317.01 43190 SH SOLE 43190 CHESAPEAKE CORP COM 165159104 68.78 14300 SH SOLE 14300 CHESAPEAKE ENERGY CORP COM 165167107 1647.55 35700 SH SOLE 35700 CHESAPEAKE ENERGY CORP NOTE 0.0275% 165167BW6 5473.50 4100000 SH SOLE 4100000 CHESAPEAKE ENERGY CORP NOTE 165167BZ9 9487.50 7500000 SH SOLE 7500000 CHESAPEAKE ENERGY CORP NOTE 165167CA3 4427.50 3500000 SH SOLE 3500000 CHEVRON CORP COM 166764100 53020.85 621144 SH SOLE 621144 CHICO'S FAS INC COM 168615102 223.25 31400 SH SOLE 31400 CHINA GRENTECH CORP LTD ADR 16938P107 1270.78 248200 SH SOLE 248200 CHIPOTLE MEXICAN GRILL COM 169656105 2416.05 21300 SH SOLE 21300 CHOICEPOINT INC COM 170388102 572.10 12019 SH SOLE 12019 CHRISTOPHER & BANKS CORP COM 171046105 249.99 25025 SH SOLE 25025 CHUBB CORP COM 171232101 35237.72 712161 SH SOLE 712161 CHURCH & DWIGHT CO INC COM 171340102 12570.39 231755 SH SOLE 231755 CHURCH & DWIGHT CO INC DBCV 171340AC6 1331.25 750000 SH SOLE 750000 CIBER INC COM 17163B102 184.73 37700 SH SOLE 37700 CIENA CORP COM 171779309 205.01 6650 SH SOLE 6650 CIMAREX ENERGY CO COM 171798101 810.15 14800 SH SOLE 14800 CINCINNATI BELL INC COM 171871106 6780.98 1591780 SH SOLE 1591780 CINCINNATI FINANCIAL CORP COM 172062101 515.28 13546 SH SOLE 13546 CISCO SYSTEMS INC COM 17275R102 145926.9 6057572 SH SOLE 6057572 CINTAS CORP COM 172908105 282.68 9905 SH SOLE 9905 CITIGROUP INC COM 172967101 67583.65 3155166 SH SOLE 3155166 CITIGROUP FUNDING INC NOTE 17308CAT3 2985.00 3000000 SH SOLE 3000000 CITIZENS COMMUNICATIONS CO COM 17453B101 269.66 25707 SH SOLE 25707 CITRIX SYSTEMS INC COM 177376100 416.57 14203 SH SOLE 14203 CITY NATIONAL CORP COM 178566105 26624.81 538310 SH SOLE 538310 CLARCOR INC COM 179895107 1286.91 36200 SH SOLE 36200 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1119.56 38315 SH SOLE 38315 CLEVELAND-CLIFFS INC COM 185896107 946.57 7900 SH SOLE 7900 CLOROX CO COM 189054109 1642.84 29005 SH SOLE 29005 COACH INC COM 189754104 835.15 27700 SH SOLE 27700 COCA-COLA BOTTLING CO CONSOL COM 191098102 1294.02 21000 SH SOLE 21000 COCA-COLA CO/THE COM 191216100 52933.95 869623 SH SOLE 869623 COCA-COLA ENTERPRISES COM 191219104 16567.58 684611 SH SOLE 684611 COGNEX CORP COM 192422103 4053.83 185700 SH SOLE 185700 COGNIZANT TECH SOLUTIONS CORP COM 192446102 1830.70 63500 SH SOLE 63500 COHU INC COM 192576106 264.87 16300 SH SOLE 16300 COINSTAR INC COM 19259P300 548.73 19500 SH SOLE 19500 COLDWATER CREEK COM 193068103 4192.76 830250 SH SOLE 830250 COLGATE-PALMOLIVE CO COM 194162103 63306.93 812565 SH SOLE 812565 COLONIAL BANCGROUP INC COM 195493309 13432.88 1394900 SH SOLE 1394900 COLONIAL PROPERTIES TRUST COM 195872106 1772.48 73700 SH SOLE 73700 COLUMBIA SPORTSWEAR CO COM 198516106 5354.04 121600 SH SOLE 121600 COMCAST CORP COM 20030N101 27352.71 1414308 SH SOLE 1414308 COMERICA INC COM 200340107 880.61 25103 SH SOLE 25103 COMMERCE BANCSHARES INC. COM 200525103 11645.67 277080 SH SOLE 277080 COMMERCE GROUP INC COM 200641108 829.38 23000 SH SOLE 23000 COMMERCIAL METALS CO COM 201723103 1432.56 47800 SH SOLE 47800 COMMSCOPE INC COM 203372107 421.30 12096 SH SOLE 12096 COMMUNITY BANK SYSTEM INC COM 203607106 2514.94 102400 SH SOLE 102400 COMMUNITY HEALTH SYSTEMS INC COM 203668108 18725.34 557800 SH SOLE 557800 COMMVAULT SYSTEMS INC COM 204166102 348.44 28100 SH SOLE 28100 CA INC NOTE 1.625%12/1 204912AQ2 4009.85 3250000 SH SOLE 3250000 COMPUTER SCIENCES CORP COM 205363104 530.43 13004 SH SOLE 13004 COMPUWARE CORP COM 205638109 28060.00 3822889 SH SOLE 3822889 COMTECH TELECOMMUNICATIONS COM 205826209 2082.60 53400 SH SOLE 53400 CONAGRA FOODS INC COM 205887102 47452.82 1981329 SH SOLE 1981329 CON-WAY INC COM 205944101 393.61 7955 SH SOLE 7955 CONCEPTUS, INC. COM 206016107 1198.97 64600 SH SOLE 64600 CONCUR TECHNOLOGIES, INC. COM 206708109 959.44 30900 SH SOLE 30900 CONOCOPHILLIPS COM 20825C104 82403.58 1081270 SH SOLE 1081270 CONSOL ENERGY INC COM 20854P109 968.66 14000 SH SOLE 14000 CONSOLIDATED EDISON INC COM 209115104 1197.23 30157 SH SOLE 30157 CONSOLIDATED GRAPHICS INC COM 209341106 3037.91 54200 SH SOLE 54200 CONSTELLATION BRANDS INC COM 21036P108 901.17 51000 SH SOLE 51000 CONSTELLATION ENERGY GROUP INC COM 210371100 1800.97 20403 SH SOLE 20403 CONVERGYS CORP COM 212485106 162.70 10804 SH SOLE 10804 COOPER COMPANIES INC COM 216648402 1087.98 31600 SH SOLE 31600 COOPER TIRE & RUBBER COM 216831107 149.70 10000 SH SOLE 10000 COPART, INC. COM 217204106 480.62 12400 SH SOLE 12400 CORINTHIAN COLLEGES INC COM 218868107 4755.89 657800 SH SOLE 657800 CORN PRODUCTS INTL INC COM 219023108 493.96 13300 SH SOLE 13300 CORNING INC COM 219350105 62587.44 2603471 SH SOLE 2603471 CORPORATE EXECUTIVE BOARD CO. COM 21988R102 250.97 6200 SH SOLE 6200 CORPORATE OFFICE PROPERTIES COM 22002T108 4578.69 136230 SH SOLE 136230 CORUS BANKSHARES INC COM 220873103 218.92 22500 SH SOLE 22500 COSTCO WHOLESALE CORP COM 22160K105 84461.71 1300011 SH SOLE 1300011 COUNTRYWIDE FINANCIAL CORP COM 222372104 260.17 47304 SH SOLE 47304 COUSINS PROPERTIES INC COM 222795106 5295.35 214300 SH SOLE 214300 COVANCE INC COM 222816100 3067.40 36970 SH SOLE 36970 COVENTRY HEALTH CARE INC COM 222862104 12408.63 307525 SH SOLE 307525 CRANE CO. COM 224399105 379.29 9400 SH SOLE 9400 CREE INC COM 225447101 436.17 15600 SH SOLE 15600 CROCS INC COM 227046109 3514.96 201200 SH SOLE 201200 CROSS COUNTRY HEALTHCARE INC COM 227483104 278.32 22500 SH SOLE 22500 CROWN CASTLE INTERNATIONAL COM 228227104 23394.56 678300 SH SOLE 678300 CROWN HOLDINGS INC COM 228368106 50737.65 2016600 SH SOLE 2016600 CRYOLIFE INC COM 228903100 165.44 17600 SH SOLE 17600 CUBIC CORP COM 229669106 315.57 11100 SH SOLE 11100 CUBIST PHARMACEUTICALS INC COM 229678107 727.59 39500 SH SOLE 39500 CULLEN/FROST BANKERS, INC. COM 229899109 22266.19 419800 SH SOLE 419800 CUMMINS INC COM 231021106 744.43 15900 SH SOLE 15900 CURTISS-WRIGHT CORP COM 231561101 3455.28 83300 SH SOLE 83300 CYBERONICS COM 23251P102 232.00 16000 SH SOLE 16000 CYMER INC COM 232572107 552.04 21200 SH SOLE 21200 CYPRESS SEMICONDUCTOR CORP. COM 232806109 642.42 27210 SH SOLE 27210 CYTEC INDUSTRIES INC COM 232820100 407.91 7575 SH SOLE 7575 DCT INDUSTRIAL TRUST INC COM 233153105 2682.22 269300 SH SOLE 269300 DPL INC COM 233293109 522.92 20395 SH SOLE 20395 DRS TECHNOLOGIES INC COM 23330X100 6136.88 105300 SH SOLE 105300 DR HORTON INC COM 23331A109 567.00 36000 SH SOLE 36000 DST SYSTEMS INC COM 233326107 4434.82 67460 SH SOLE 67460 DSP GROUP, INC. COM 23332B106 294.29 23100 SH SOLE 23100 DTE ENERGY CO COM 233331107 762.36 19603 SH SOLE 19603 DAKTRONICS INC COM 234264109 424.46 23700 SH SOLE 23700 DANAHER CORP COM 235851102 53394.72 702285 SH SOLE 702285 DANAHER CORP NOTE 235851AF9 3963.75 3500000 SH SOLE 3500000 DARDEN RESTAURANTS INC COM 237194105 362.28 11130 SH SOLE 11130 DATASCOPE CORP COM 238113104 381.15 9200 SH SOLE 9200 DAVITA INC COM 23918K108 4317.50 90400 SH SOLE 90400 DEALERTRACK HOLDINGS INC COM 242309102 2905.61 143700 SH SOLE 143700 DEAN FOODS CO COM 242370104 247.10 12300 SH SOLE 12300 DECKERS OUTDOOR CORP. COM 243537107 5434.12 50400 SH SOLE 50400 DEERE & CO COM 244199105 65925.24 819558 SH SOLE 819558 DELL INC COM 24702R101 24002.12 1204926 SH SOLE 1204926 DELPHI FINANCIAL GROUP COM 247131105 884.64 30265 SH SOLE 30265 DELTIC TIMBER CORP COM 247850100 412.18 7400 SH SOLE 7400 DENBURY RESOURCES INC. COM 247916208 1247.63 43700 SH SOLE 43700 DENTSPLY INTERNATIONAL INC COM 249030107 2434.27 63064 SH SOLE 63064 DESARROLLADORA HOMEX-ADR COM 25030W100 1271.29 21900 SH SOLE 21900 DEVELOPERS DIVERS REALTY COM 251591103 10666.83 254700 SH SOLE 254700 DEVON ENERGY CORPORATION COM 25179M103 90614.15 868534 SH SOLE 868534 DEVON ENERGY CORPORATION DEB 4.90% 8/1 25179MAA1 4800.00 3000000 SH SOLE 3000000 DEVON ENERGY CORPORATION DEB 4.95% 8/1 25179MAB9 3184.00 1990000 SH SOLE 1990000 DEVRY INC. COM 251893103 7677.84 183505 SH SOLE 183505 DEXCOM INC COM 252131107 2433.49 587800 SH SOLE 587800 DIAGEO PLC COM 25243Q205 19565.59 240600 SH SOLE 240600 DIAMOND OFFSHORE DRILLING COM 25271C102 20684.28 177700 SH SOLE 177700 DIAMONDROCK HOSPITALITY CO COM 252784301 3015.46 238000 SH SOLE 238000 DICK'S SPORTING GOODS INC COM 253393102 1721.95 64300 SH SOLE 64300 DIEBOLD, INC. COM 253651103 440.08 11720 SH SOLE 11720 DIGI INTERNATIONAL INC COM 253798102 210.02 18200 SH SOLE 18200 DIGITAL REALTY TRUST INC COM 253868103 9545.95 268900 SH SOLE 268900 DIGITAL RIVER INC. COM 25388B104 226.08 7300 SH SOLE 7300 DIME COMMUNITY BANCSHARES COM 253922108 309.83 17725 SH SOLE 17725 DIODES INC COM 254543101 498.49 22700 SH SOLE 22700 DIONEX CORP. COM 254546104 1008.56 13100 SH SOLE 13100 DIRECTV GROUP INC/THE COM 25459L106 3500.34 141200 SH SOLE 141200 WALT DISNEY COMPANY COM 254687106 14668.42 467445 SH SOLE 467445 WALT DISNEY COMPANY NOTE 2.125% 4/1 254687AU0 11797.49 11000000 SH SOLE 11000000 DISCOVERY HOLDING CO - A COM 25468Y107 5305.00 250000 SH SOLE 250000 DITECH NETWORKS INC COM 25500T108 54.09 18400 SH SOLE 18400 DOMINION RESOURCES INC COM 25746U109 2817.22 68982 SH SOLE 68982 DOMINION RESOURCES INC VA NEW NOTE 2.12525746UAT6 2317.80 2000000 SH SOLE 2000000 DONALDSON COMPANY, INC. COM 257651109 506.31 12570 SH SOLE 12570 DONNELLEY (R.R.) & SONS COM 257867101 494.08 16301 SH SOLE 16301 DOUGLAS EMMETT INC COM 25960P109 3664.16 166100 SH SOLE 166100 DOVER CORP COM 260003108 637.31 15254 SH SOLE 15254 DOW CHEMICAL CO/THE COM 260543103 9469.38 256971 SH SOLE 256971 DOWNEY FINANCIAL CORP COM 261018105 253.00 13765 SH SOLE 13765 DRESS BARN, INC. COM 261570105 410.19 31700 SH SOLE 31700 DREW INDUSTRIES INC. COM 26168L205 317.98 13000 SH SOLE 13000 DRIL-QUIP INC COM 262037104 9572.82 206000 SH SOLE 206000 DU PONT (EI) DE NEMOURS & CO COM 263534109 55759.42 1192460 SH SOLE 1192460 DUKE REALTY LP COM 264411505 6056.05 265500 SH SOLE 265500 DUKE ENERGY CORP COM 26441C105 2361.23 132282 SH SOLE 132282 DUN & BRADSTREET CORP COM 26483E100 831.70 10220 SH SOLE 10220 EMC CORP/MASSACHUSETTS COM 268648102 44586.74 3109257 SH SOLE 3109257 ENSCO INTERNATIONAL INC COM 26874Q100 720.13 11500 SH SOLE 11500 EOG RESOURCES INC COM 26875P101 2316.72 19306 SH SOLE 19306 EPIQ SYSTEMS INC COM 26882D109 339.88 21900 SH SOLE 21900 ERP OPERATING LP NOTE 26884AAV5 2877.00 3000000 SH SOLE 3000000 E*TRADE FINANCIAL CORP COM 269246104 265.56 68800 SH SOLE 68800 EARTHLINK INC COM 270321102 1990.93 263700 SH SOLE 263700 EAST WEST BANCORP INC COM 27579R104 2105.15 118600 SH SOLE 118600 EASTGROUP PROPERTIES COM 277276101 2940.91 63300 SH SOLE 63300 EASTMAN CHEMICAL COM 277432100 387.25 6201 SH SOLE 6201 EASTMAN KODAK CO COM 277461109 391.53 22158 SH SOLE 22158 EATON CORP COM 278058102 1952.23 24504 SH SOLE 24504 EATON VANCE CORP COM 278265103 3234.06 106000 SH SOLE 106000 EBAY INC COM 278642103 40716.94 1364509 SH SOLE 1364509 ECOLAB INC COM 278865100 608.19 14004 SH SOLE 14004 EDISON INTERNATIONAL INC COM 281020107 1816.58 37058 SH SOLE 37058 EDUCATION REALTY TRUST INC COM 28140H104 337.83 26876 SH SOLE 26876 EDWARDS LIFESCIENCES CORP. COM 28176E108 445.94 10010 SH SOLE 10010 EL PASO CORP COM 28336L109 924.70 55571 SH SOLE 55571 EL PASO ELECTRIC CO COM 283677854 3846.60 180000 SH SOLE 180000 ELAN CORP PLC COM 284131208 3464.84 166100 SH SOLE 166100 ELECTRO SCIENTIFIC INDS INC COM 285229100 324.65 19700 SH SOLE 19700 ELECTRONIC ARTS INC COM 285512109 37796.82 757148 SH SOLE 757148 ELECTRONIC DATA SYSTEMS CORP COM 285661104 647.88 38912 SH SOLE 38912 ELECTRONIC DATA SYSTEMS CORP NOTE 285661AF1 4894.00 5000000 SH SOLE 5000000 ELIZABETH ARDEN INC COM 28660G106 5987.63 300132 SH SOLE 300132 EMBARQ CORP COM 29078E105 6669.79 166329 SH SOLE 166329 EMCOR GROUP INC COM 29084Q100 2580.80 116200 SH SOLE 116200 EMERSON ELECTRIC CO COM 291011104 64390.45 1251272 SH SOLE 1251272 EMULEX CORP COM 292475209 16256.24 1001000 SH SOLE 1001000 ENCORE ACQUISITION CO COM 29255W100 4660.39 115700 SH SOLE 115700 ENDO PHARMACEUTICALS HOLDINGS COM 29264F205 4905.30 204900 SH SOLE 204900 ENERGEN CORP COM 29265N108 5762.75 92500 SH SOLE 92500 ENERGY EAST CORP COM 29266M109 684.16 28365 SH SOLE 28365 ENERGIZER HOLDINGS INC COM 29266R108 34034.05 376150 SH SOLE 376150 ENERGY INCOME AND GROWTH FUND COM 292697109 660.95 30098 SH SOLE 30098 ENPRO INDUSTRIES INC COM 29355X107 470.96 15100 SH SOLE 15100 ENTERGY CORP COM 29364G103 15675.45 143706 SH SOLE 143706 ENTERTAINMENT PROPERTIES TRUST COM 29380T105 3560.14 72170 SH SOLE 72170 ENZO BIOCHEM INC COM 294100102 201.06 22119 SH SOLE 22119 EPICOR SOFTWARE CORP COM 29426L108 2938.88 262400 SH SOLE 262400 EQUIFAX INC COM 294429105 358.69 10403 SH SOLE 10403 EQUITABLE RESOURCES INC COM 294549100 1284.02 21800 SH SOLE 21800 EQUITY LIFESTYLE PROPERTIES COM 29472R108 1910.61 38700 SH SOLE 38700 EQUITY ONE ABS INC COM 294752100 9106.20 379900 SH SOLE 379900 EQUITY RESIDENTIAL COM 29476L107 22597.86 544658 SH SOLE 544658 ESSEX PROPERTY TRUST INC COM 297178105 11477.78 100700 SH SOLE 100700 ESTERLINE TECHNOLOGIES CORP COM 297425100 3677.01 73000 SH SOLE 73000 ETHAN ALLEN INTERIORS INC COM 297602104 2679.52 94250 SH SOLE 94250 EXAR CORP. COM 300645108 269.94 32800 SH SOLE 32800 EXELON CORP COM 30161N101 19546.41 240512 SH SOLE 240512 EXPEDITORS INT'L OF WASHINGTON COM 302130109 4227.04 93560 SH SOLE 93560 EXPRESS SCRIPTS INC COM 302182100 47995.84 746204 SH SOLE 746204 EXTRA SPACE STORAGE INC COM 30225T102 6710.75 414500 SH SOLE 414500 EXXON MOBIL CORP COM 30231G102 197090.4 2330225 SH SOLE 2330225 FEI COMPANY COM 30241L109 558.84 25600 SH SOLE 25600 FLIR SYSTEMS INC COM 302445101 4577.89 152140 SH SOLE 152140 FMC CORP COM 302491303 8306.85 149700 SH SOLE 149700 FMC TECHNOLOGIES INC COM 30249U101 8047.09 141450 SH SOLE 141450 FPL GROUP INC COM 302571104 1995.50 31806 SH SOLE 31806 FTI CONSULTING INC COM 302941109 16722.81 235400 SH SOLE 235400 FACTSET RESEARCH SYSTEMS INC. COM 303075105 1602.63 29750 SH SOLE 29750 FAIR ISAAC CORP COM 303250104 11183.94 519700 SH SOLE 519700 FAIRCHILD SEMICON INTERNATIO COM 303726103 264.62 22200 SH SOLE 22200 FAIRPOINT COMMUNICATIONS INC COM 305560104 725.20 80400 SH SOLE 80400 FAMILY DOLLAR STORES COM 307000109 202.89 10405 SH SOLE 10405 FARO TECHNOLOGIES, INC. COM 311642102 367.92 11800 SH SOLE 11800 FASTENAL CO COM 311900104 1018.72 22180 SH SOLE 22180 FREDDIE MAC COM 313400301 7879.55 311199 SH SOLE 311199 FANNIE MAE COM 313586109 15991.24 607570 SH SOLE 607570 FEDERAL REALTY INVES TRUST COM 313747206 11217.00 143900 SH SOLE 143900 FEDERAL SIGNAL CORP COM 313855108 826.08 59175 SH SOLE 59175 FEDERATED INVESTORS INC COM 314211103 282.06 7203 SH SOLE 7203 FEDEX CORP COM 31428X106 2233.99 24107 SH SOLE 24107 FELCOR LODGING TRUST INC COM 31430F101 597.89 49700 SH SOLE 49700 F5 NETWORKS INC COM 315616102 42756.91 2353160 SH SOLE 2353160 FIDELITY NATIONAL INFORMATION COM 31620M106 1537.04 40300 SH SOLE 40300 FIDELITY NATIONAL FINL INC - A COM 31620R105 1452.87 79262 SH SOLE 79262 FIDUCIARY/CLAYMORE MLP OPPOR COM 31647Q106 1411.21 67329 SH SOLE 67329 FIFTH THIRD BANCORP COM 316773100 11929.39 570239 SH SOLE 570239 FINANCIAL FEDERAL CORP COM 317492106 391.48 17950 SH SOLE 17950 THE FINISH LINE- CL A COM 317923100 161.84 34000 SH SOLE 34000 FIRST AMERICAN CORPORATION COM 318522307 892.62 26300 SH SOLE 26300 FIRST BANCORP COM 318672102 541.52 53300 SH SOLE 53300 FIRST CASH FINANCIAL SERVICES COM 31942D107 197.30 19100 SH SOLE 19100 FIRST COMMONWEALTH FINL CORP COM 319829107 520.39 44900 SH SOLE 44900 FIRST FINANCIAL BANCORP COM 320209109 293.21 21800 SH SOLE 21800 FIRST HORIZON NAT'L CORP COM 320517105 145.05 10354 SH SOLE 10354 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 1198.53 38800 SH SOLE 38800 FIRST MIDWEST BANCORP INC COM 320867104 3435.48 123712 SH SOLE 123712 FIRST NIAGARA FINANCIAL GRP COM 33582V108 1054.58 77600 SH SOLE 77600 FIRST POTOMAC REALTY TRUST COM 33610F109 299.71 19500 SH SOLE 19500 FIRST SOLAR INC COM 336433107 1456.18 6300 SH SOLE 6300 FIRST STATE BANCORPORATION/NM COM 336453105 2770.39 206900 SH SOLE 206900 FISERV INC COM 337738108 1581.19 32880 SH SOLE 32880 FIRSTFED FINANCIAL CORP. COM 337907109 260.64 9600 SH SOLE 9600 FIRSTMERIT CORP COM 337915102 297.50 14400 SH SOLE 14400 FLAGSTAR BANCORP INC COM 337930101 186.99 25900 SH SOLE 25900 FIRSTENERGY CORP COM 337932107 17186.42 250458 SH SOLE 250458 FISHER SCIENTIFIC INTL NOTE 338032AW5 4376.34 1800000 SH SOLE 1800000 FISHER SCIENTIFIC INTL NOTE 338032AX3 6670.37 4300000 SH SOLE 4300000 FLEETWOOD ENTERPRISES INC. COM 339099103 207.92 45200 SH SOLE 45200 FLUOR CORP COM 343412102 30801.39 218202 SH SOLE 218202 FLUOR CORP NOTE 1.500% 2/1 343412AA0 5069.99 2000000 SH SOLE 2000000 FLOWERS FOODS INC COM 343498101 14712.93 594462 SH SOLE 594462 FLOWSERVE CORPORATION COM 34354P105 17113.10 163950 SH SOLE 163950 FOCUS MEDIA HOLDING LTD COM 34415V109 6771.64 192650 SH SOLE 192650 FOOT LOCKER INC COM 344849104 323.67 27500 SH SOLE 27500 FORD MOTOR CO COM 345370860 995.58 174054 SH SOLE 174054 FOREST CITY ENTERPRISES INC COM 345550107 561.23 15251 SH SOLE 15251 FOREST LABORATORIES COM 345838106 984.72 24612 SH SOLE 24612 FOREST OIL CORP COM 346091705 3167.71 64700 SH SOLE 64700 FORMFACTOR INC COM 346375108 10426.69 545900 SH SOLE 545900 FORTUNE BRANDS INC COM 349631101 837.75 12054 SH SOLE 12054 FORWARD AIR CORPORATION COM 349853101 722.97 20400 SH SOLE 20400 FOSSIL INC COM 349882100 5278.44 172837 SH SOLE 172837 FOUNDRY NETWORKS INC COM 35063R100 3241.24 279900 SH SOLE 279900 FRANKLIN BANK CORP/HOUSTON COM 352451108 54.54 18000 SH SOLE 18000 FRANKLIN RESOURCES INC COM 354613101 15921.39 164155 SH SOLE 164155 FRANKLIN STREET PROPERTIES C COM 35471R106 876.38 61200 SH SOLE 61200 FRED'S INC COM 356108100 291.61 28450 SH SOLE 28450 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 52534.00 545978 SH SOLE 545978 FRONTIER AIRLINES HOLDINGS COM 359059102 65.52 25900 SH SOLE 25900 FRONTIER FINANCIAL CORP COM 35907K105 514.48 29100 SH SOLE 29100 FRONTIER OIL CORP COM 35914P105 13471.89 494200 SH SOLE 494200 HB FULLER CO COM 359694106 824.56 40400 SH SOLE 40400 G & K SERVICES INC. COM 361268105 505.66 14200 SH SOLE 14200 GATX CORP COM 361448103 335.80 8595 SH SOLE 8595 GMH COMMUNITIES TRUST COM 36188G102 289.91 33400 SH SOLE 33400 AUTHUR J GALLAGHER & CO COM 363576109 1502.23 63600 SH SOLE 63600 GAMESTOP CORP CLASS A COM 36467W109 3392.17 65600 SH SOLE 65600 GANNETT CO COM 364730101 520.11 17904 SH SOLE 17904 GARDNER DENVER INC COM 365558105 2808.47 75700 SH SOLE 75700 GARTNER INC COM 366651107 226.27 11700 SH SOLE 11700 GEN-PROBE INC COM 36866T103 7393.88 153400 SH SOLE 153400 GENCORP INC COM 368682100 409.54 39800 SH SOLE 39800 GENENTECH INC COM 368710406 30552.09 376350 SH SOLE 376350 GENERAL COMMUNICATION INC COM 369385109 195.86 31900 SH SOLE 31900 GENERAL DYNAMICS CORP COM 369550108 25416.01 304858 SH SOLE 304858 GENERAL ELECTRIC CO COM 369604103 186705.7 5044737 SH SOLE 5044737 GENERAL GROWTH PROPERTIES INC COM 370021107 17895.24 468830 SH SOLE 468830 GENERAL MILLS INC COM 370334104 72719.34 1214418 SH SOLE 1214418 GENERAL MOTORS CORP COM 370442105 16216.59 851265 SH SOLE 851265 GENESCO INC. COM 371532102 665.56 28800 SH SOLE 28800 GENTEX CORP COM 371901109 3450.92 201220 SH SOLE 201220 GENUINE PARTS COMPANY COM 372460105 1055.93 26254 SH SOLE 26254 GENTIVA HEALTH SERVICES COM 37247A102 3346.68 153800 SH SOLE 153800 GENWORTH FINANCIAL INC COM 37247D106 778.81 34400 SH SOLE 34400 GENZYME CORP COM 372917104 20523.47 275335 SH SOLE 275335 GENZYME CORP NOTE 372917AN4 3806.49 3285000 SH SOLE 3285000 GEORGIA GULF CORP. COM 373200203 167.70 24200 SH SOLE 24200 GERBER SCIENTIFIC INC COM 373730100 150.24 16900 SH SOLE 16900 GETTY IMAGES INC COM 374276103 272.00 8500 SH SOLE 8500 GETTY REALTY CORP COM 374297109 266.03 16700 SH SOLE 16700 GEVITY HR INC. COM 374393106 142.89 16500 SH SOLE 16500 GIBRALTAR INDUSTRIES INC COM 374689107 247.50 21100 SH SOLE 21100 GILEAD SCIENCES INC COM 375558103 167365.0 3247914 SH SOLE 3247914 GLACIER BANCORP INC COM 37637Q105 2311.90 120600 SH SOLE 120600 GLIMCHER REALTY TRUST COM 379302102 361.19 30200 SH SOLE 30200 GLOBAL PAYMENTS INC COM 37940X102 583.17 14100 SH SOLE 14100 GOLDMAN SACHS GROUP INC COM 38141G104 74891.73 452819 SH SOLE 452819 GOODRICH CORP COM 382388106 586.65 10201 SH SOLE 10201 GOODYEAR TIRE & RUBBER CO/THE COM 382550101 477.37 18503 SH SOLE 18503 GOOGLE INC COM 38259P508 151834.8 344711 SH SOLE 344711 GRACO INC COM 384109104 400.67 11050 SH SOLE 11050 GRAFTECH INT LTD COM 384313102 1233.58 76100 SH SOLE 76100 WW GRAINGER INC COM 384802104 435.57 5702 SH SOLE 5702 GRANT PRIDECO INC COM 38821G101 1098.09 22310 SH SOLE 22310 GREAT ATLANTIC & PACIFIC TEA COM 390064103 427.38 16300 SH SOLE 16300 GREAT PLAINS ENERGY INC COM 391164100 384.78 15610 SH SOLE 15610 GREATBATCH INC. COM 39153L106 292.71 15900 SH SOLE 15900 GREY WOLF INC NOTE 397888AD0 1106.30 1000000 SH SOLE 1000000 GRIFFON CORP COM 398433102 160.39 18650 SH SOLE 18650 GROUP 1 AUTOMOTIVE INC COM 398905109 1899.53 80900 SH SOLE 80900 GUESS ? INC COM 401617105 400.65 9900 SH SOLE 9900 GULF ISLAND FABRICATION, INC. COM 402307102 224.01 7800 SH SOLE 7800 GYMBOREE CORP. COM 403777105 8510.39 213400 SH SOLE 213400 HCC INSURANCE HOLDINGS INC COM 404132102 26220.56 1155600 SH SOLE 1155600 HCC INSURANCE HOLDINGS INC NOTE 1.300% 404132AB8 1097.50 1000000 SH SOLE 1000000 HNI CORP COM 404251100 211.22 7855 SH SOLE 7855 HRPT PROPERTIES TRUST COM 40426W101 1321.77 196400 SH SOLE 196400 HAEMONETICS CORP. COM 405024100 2704.93 45400 SH SOLE 45400 HAIN CELESTIAL GROUP, INC. COM 405217100 831.90 28200 SH SOLE 28200 HALLIBURTON CO COM 406216101 53654.92 1364224 SH SOLE 1364224 HALLIBURTON CO NOTE 3.125% 7/1 406216AM3 5265.75 2500000 SH SOLE 2500000 HANESBRANDS INC COM 410345102 496.40 17000 SH SOLE 17000 HAMNI FINANCIAL CORPORATIONS COM 410495105 200.26 27100 SH SOLE 27100 HANOVER INSURANCE GROUP INC COM 410867105 1567.22 38095 SH SOLE 38095 HANSEN NATURAL CORP COM 411310105 384.77 10900 SH SOLE 10900 HARLEY-DAVIDSON INC COM 412822108 4567.80 121808 SH SOLE 121808 HARMAN INTERNATIONAL COM 413086109 352.67 8100 SH SOLE 8100 HARMONIC INC COM 413160102 499.32 65700 SH SOLE 65700 HARRIS CORP COM 413875105 1182.67 24370 SH SOLE 24370 HARSCO CORP COM 415864107 838.45 15140 SH SOLE 15140 HARTFORD FINANCIAL SERVICES GR COM 416515104 7088.35 93551 SH SOLE 93551 HASBRO INC COM 418056107 21250.14 761654 SH SOLE 761654 HASBRO INC DBCV 2.750% 418056AN7 2722.60 2000000 SH SOLE 2000000 HAVERTY FURNITURE COM 419596101 164.92 15500 SH SOLE 15500 HAWAIIAN ELECTRIC INDS COM 419870100 362.58 15190 SH SOLE 15190 HEALTHCARE SERVICES GROUP COM 421906108 622.29 30150 SH SOLE 30150 HEALTH MANAGEMENT ASSOCIATES COM 421933102 229.58 43400 SH SOLE 43400 HEALTHCARE REALTY TRUST INC COM 421946104 2141.03 81875 SH SOLE 81875 HEADWATERS INC COM 42210P102 1879.57 142500 SH SOLE 142500 HEALTH CARE REIT INC COM 42217K106 8173.04 181100 SH SOLE 181100 HEALTH CARE REIT INC NOTE 42217KAP1 2185.00 2000000 SH SOLE 2000000 HEALTH CARE REIT INC NOTE 42217KAQ9 2172.60 2000000 SH SOLE 2000000 HEAL THEXTRAS INC COM 422211102 648.32 26100 SH SOLE 26100 HEALTH NET INC COM 42222G108 701.31 22770 SH SOLE 22770 HEALTHWAYS INC COM 422245100 894.10 25300 SH SOLE 25300 HEARTLAND EXPRESS INC. COM 422347104 572.52 40149 SH SOLE 40149 HEIDRICK & STRUGGLES INTL INC COM 422819102 393.61 12100 SH SOLE 12100 HEINZ (H.J.) CO COM 423074103 73494.38 1564709 SH SOLE 1564709 HELIX ENERGY SOLUTIONS GROUP COM 42330P107 2032.66 64529 SH SOLE 64529 HELMERICH & PAYNE INC COM 423452101 6640.07 141670 SH SOLE 141670 HENRY (JACK) & ASSOCIATES COM 426281101 336.99 13660 SH SOLE 13660 HERSHA HOSPITALITY TRUST COM 427825104 299.79 33200 SH SOLE 33200 HERSHEY COMPANY/THE COM 427866108 482.32 12804 SH SOLE 12804 HESS CORP COM 42809H107 1891.72 21453 SH SOLE 21453 HEWLETT-PACKARD CO COM 428236103 151721.8 3322862 SH SOLE 3322862 HIBBETT SPORTS INC COM 428567101 330.41 21400 SH SOLE 21400 HIGHWOODS PROPERTIES INC COM 431284108 3877.53 124800 SH SOLE 124800 HILB ROGAL & HAMILTON CO COM 431294107 815.07 25900 SH SOLE 25900 HILLENBRAND INDUSTRIES INC COM 431573104 540.61 11310 SH SOLE 11310 HITTITE MICROWAVE CORP COM 43365Y104 3528.70 94300 SH SOLE 94300 HOLOGIC INC COM 436440101 40254.40 724000 SH SOLE 724000 HOLOGIC INC FRNT 436440AA9 2415.75 2500000 SH SOLE 2500000 HOME DEPOT INC COM 437076102 18000.56 643567 SH SOLE 643567 HOME PROPERTIES INC COM 437306103 7289.44 151895 SH SOLE 151895 HONEYWELL INTERNATIONAL INC COM 438516106 97493.30 1727992 SH SOLE 1727992 HORMEL FOODS CORP COM 440452100 1193.76 28655 SH SOLE 28655 HORNBECK OFFSHORE SERV COM 440543106 3151.23 69000 SH SOLE 69000 HOSPIRA INC COM 441060100 5190.95 121369 SH SOLE 121369 HOSPITALITY PROPERTIES TRUST COM 44106M102 4198.06 123400 SH SOLE 123400 HOST HOTELS & RESORTS INC COM 44107P104 17426.92 1094656 SH SOLE 1094656 HOT TOPIC, INC. COM 441339108 283.38 65750 SH SOLE 65750 HOVNANIAN ENTERPRISES INC COM 442487203 1744.76 164600 SH SOLE 164600 HUB GROUP INC- CL A COM 443320106 33140.16 1007606 SH SOLE 1007606 HUBELL INC COM 443510201 441.92 10115 SH SOLE 10115 HUDSON CITY BANCORP INC COM 443683107 52488.38 2968800 SH SOLE 2968800 HUMANA INC COM 444859102 814.38 18154 SH SOLE 18154 JB HUNT TRANSPORT SERVICES INC COM 445658107 1789.93 56950 SH SOLE 56950 HUNTINGTON BANCSHARES INC COM 446150104 293.72 27323 SH SOLE 27323 HURON CONSULTING GROUP INC COM 447462102 1894.68 45600 SH SOLE 45600 HUTCHINSON TECHNOLOGY INC COM 448407106 297.51 18700 SH SOLE 18700 IAC/INTERACTIVECORP COM 44919P300 286.48 13800 SH SOLE 13800 ICU MEDICAL INC COM 44930G107 250.29 8700 SH SOLE 8700 IHOP CORP COM 449623107 507.74 10600 SH SOLE 10600 IMS HEALTH INC COM 449934108 560.00 26654 SH SOLE 26654 ISTAR FINANCIAL INC FRNT 45031UBF7 1417.00 2000000 SH SOLE 2000000 ITT EDUCATIONAL SERVICES INC COM 45068B109 2526.15 55000 SH SOLE 55000 IXIA COM 45071R109 544.75 70200 SH SOLE 70200 ITT CORP COM 450911102 7466.02 144104 SH SOLE 144104 ICONIX BRAND GROUP INC COM 451055107 2033.42 117200 SH SOLE 117200 IDACORP INC COM 451107106 268.92 8375 SH SOLE 8375 IDEX CORP COM 45167R104 454.21 14800 SH SOLE 14800 IDEXX LABORATORIES INC COM 45168D104 2113.25 42900 SH SOLE 42900 ILLINOIS TOOL WORKS INC COM 452308109 1505.45 31214 SH SOLE 31214 IMCLONE SYSTEMS COM 45245W109 7970.71 187900 SH SOLE 187900 IMMUCOR INC COM 452526106 1049.65 49187 SH SOLE 49187 INDEPENDENT BANK CORP - MICH COM 453838104 147.91 14250 SH SOLE 14250 INDYMAC BANCORP INC COM 456607100 71.92 14500 SH SOLE 14500 INFINITY PROP & CASUALTY COM 45665Q103 478.40 11500 SH SOLE 11500 INFORMATICA CORP COM 45666Q102 5194.77 304500 SH SOLE 304500 INFOSPACE.COM COM 45678T201 279.99 24200 SH SOLE 24200 INGRAM MICRO INC COM 457153104 983.04 62100 SH SOLE 62100 INLAND REAL ESTATE CORP COM 457461200 4477.82 294400 SH SOLE 294400 INSIGHT ENTERPRISES INC COM 45765U103 5273.18 301325 SH SOLE 301325 INSITUFORM TECHNOLOGIES INC COM 457667103 266.91 19300 SH SOLE 19300 INTEGRA LIFESCIENCES HOLDING COM 457985208 565.11 13000 SH SOLE 13000 INTEGRATED DEVICE TECH INC COM 458118106 6023.24 674495 SH SOLE 674495 INTEL CORP COM 458140100 144291.4 6812629 SH SOLE 6812629 INTEL CORP SDCV 2.950% 458140AD2 2465.75 2500000 SH SOLE 2500000 INTEGRYS ENERGY GROUP INC COM 45822P105 288.00 6175 SH SOLE 6175 INTERCONTINENTALEXCHANGE INC COM 45865V100 24879.82 190650 SH SOLE 190650 INTERFACE INC COM 458665106 552.16 39300 SH SOLE 39300 INTERLINE BRANDS COM 458743101 6988.78 376754 SH SOLE 376754 IBM CORP COM 459200101 160370.7 1392833 SH SOLE 1392833 INTERNATIONAL FLAVORS & FRAG. COM 459506101 299.58 6801 SH SOLE 6801 INTERNATIONAL GAME TECHNOLOGY COM 459902102 68075.44 1692998 SH SOLE 1692998 INTERNATIONAL PAPER CO COM 460146103 5760.71 211791 SH SOLE 211791 INTL RECTIFIER CORP COM 460254105 276.27 12850 SH SOLE 12850 INTL SPEEDWAY CORP COM 460335201 233.81 5675 SH SOLE 5675 INTERPUBLIC GROUP OF COS INC COM 460690100 323.81 38504 SH SOLE 38504 INTERSIL CORP COM 46069S109 16233.70 632400 SH SOLE 632400 INTEVAC, INC. COM 461148108 195.54 15100 SH SOLE 15100 INTERWOVEN INC COM 46114T508 335.10 31377 SH SOLE 31377 INTUIT INC COM 461202103 697.12 25810 SH SOLE 25810 INVACARE CORP COM 461203101 505.75 22700 SH SOLE 22700 INTUITIVE SURGICAL INC COM 46120E602 29207.71 90050 SH SOLE 90050 INVENTIV HEALTH INC COM 46122E105 659.74 22900 SH SOLE 22900 INVESTMENT TECHNOLOGY GROUP COM 46145F105 4110.02 89000 SH SOLE 89000 INVESTORS REAL ESTATE TRUST COM 461730103 4457.46 455774 SH SOLE 455774 INVITROGEN CORP COM 46185R100 6487.17 75900 SH SOLE 75900 IOWA TELECOMMUNICATIONS SERV COM 462594201 923.73 52100 SH SOLE 52100 IRWIN FINANCIAL CORP COM 464119106 70.62 13300 SH SOLE 13300 ISHARES INDEX FUND IDX 464287465 8448.25 117500 SH SOLE 117500 ISHARES INDEX FUND MIDCAP 464287499 2001.97 21400 SH SOLE 21400 ISHARES INDEX FUND COM 464287556 16920.79 223200 SH SOLE 223200 ISHARES INDEX FUND RLTY 464287564 1768.58 22000 SH SOLE 22000 ISHARES INDEX FUND COM 464287655 8426.73 123000 SH SOLE 123000 ISHARES INDEX FUND COM 464287739 16496.34 253400 SH SOLE 253400 ISHARES INDEX FUND COM 464287804 5843.17 97500 SH SOLE 97500 ITRON INC COM 465741106 3852.82 42700 SH SOLE 42700 J&J SNACK FOODS CORP. COM 466032109 274.70 10000 SH SOLE 10000 JDS UNIPHASE CORP. COM 46612J507 247.27 18467 SH SOLE 18467 JDA SOFTWARE GROUP INC COM 46612K108 343.10 18800 SH SOLE 18800 JP MORGAN CHASE & CO COM 46625H100 182943.6 4259456 SH SOLE 4259456 J2 GLOBAL COMMUNICATIONS INC COM 46626E205 763.34 34200 SH SOLE 34200 JABIL CIRCUIT INC. COM 466313103 148.56 15705 SH SOLE 15705 JACK IN THE BOX INC. COM 466367109 8251.77 307100 SH SOLE 307100 JACOBS ENGINEERING GROUP INC COM 469814107 3444.01 46800 SH SOLE 46800 JAKKS PACIFIC INC COM 47012E106 3564.80 129300 SH SOLE 129300 JANUS CAPITAL GROUP INC COM 47102X105 272.39 11706 SH SOLE 11706 JEFFERIES GROUP INC COM 472319102 324.21 20100 SH SOLE 20100 JETBLUE AIRWAYS CORP COM 477143101 187.77 32375 SH SOLE 32375 JO-ANN STORES INC COM 47758P307 256.89 17440 SH SOLE 17440 JOHNSON & JOHNSON COM 478160104 85502.35 1318057 SH SOLE 1318057 JOHNSON CONTROLS INC COM 478366107 2728.06 80712 SH SOLE 80712 JONES LANG LASALLE INC COM 48020Q107 7942.81 102700 SH SOLE 102700 JOS A BANK CLOTHIERS INC COM 480838101 262.91 12825 SH SOLE 12825 JOY GLOBAL INC COM 481165108 8519.67 130750 SH SOLE 130750 JUNIPER NETWORKS INC COM 48203R104 1552.50 62100 SH SOLE 62100 JUNIPER NETWORKS INC NOTE 48203RAC8 3482.32 2750000 SH SOLE 2750000 KBR INC COM 48242W106 842.99 30400 SH SOLE 30400 KLA-TENCOR CORPORATION COM 482480100 532.53 14354 SH SOLE 14354 K-SWISS INC COM 482686102 300.58 19000 SH SOLE 19000 KV PHARMACEUTICAL CO CL A 482740206 2925.31 117200 SH SOLE 117200 KAMAN CORP COM 483548103 503.56 17800 SH SOLE 17800 KANSAS CITY SOUTHERN COM 485170302 549.50 13700 SH SOLE 13700 KAYDON CORP COM 486587108 1839.82 41900 SH SOLE 41900 KAYDON CORP NOTE 486587AB4 1667.93 1100000 SH SOLE 1100000 KAYNE ANDERSON MLP INVESTMENT COM 486606106 1446.30 49278 SH SOLE 49278 KELLOGG CO COM 487836108 14688.41 279460 SH SOLE 279460 KEMET CORP COM 488360108 61.73 15280 SH SOLE 15280 KENDLE INT'L INC. COM 48880L107 408.77 9100 SH SOLE 9100 KENNAMETAL INC. COM 489170100 408.78 13890 SH SOLE 13890 KENSEY NASH CORP COM 490057106 246.07 8500 SH SOLE 8500 KEYCORP COM 493267108 687.25 31310 SH SOLE 31310 KILROY REALTY CORP COM 49427F108 4906.08 99900 SH SOLE 99900 KIMBERLY-CLARK CORP COM 494368103 32771.45 507691 SH SOLE 507691 KIMCO REALTY CORP COM 49446R109 20290.60 518014 SH SOLE 518014 KINETIC CONCEPTS INC COM 49460W208 453.05 9800 SH SOLE 9800 KING PHARMACEUTICALS INC COM 495582108 171.72 19739 SH SOLE 19739 KIRBY CORP COM 497266106 11838.90 207700 SH SOLE 207700 KITE REALTY GROUP TRUST COM 49803T102 613.20 43800 SH SOLE 43800 KNIGHT TRANSPORTATION INC COM 499064103 669.51 40675 SH SOLE 40675 KOHL'S CORP COM 500255104 18777.58 437808 SH SOLE 437808 KOPIN CORP COM 500600101 127.68 48000 SH SOLE 48000 KRAFT FOODS INC COM 50075N104 46612.03 1503129 SH SOLE 1503129 KROGER CO COM 501044101 3049.82 120072 SH SOLE 120072 KULICKE & SOFFA INDUSTRIES COM 501242101 179.72 37600 SH SOLE 37600 LCA-VISION INC COM 501803308 164.37 13150 SH SOLE 13150 LHC GROUP INC COM 50187A107 173.04 10300 SH SOLE 10300 LKQ CORP COM 501889208 8779.02 390700 SH SOLE 390700 LSI CORPORATION COM 502161102 4654.02 940208 SH SOLE 940208 LTC PROPERTIES INC COM 502175102 840.71 32700 SH SOLE 32700 L-3 COMMUNICATIONS CORP DEBT 502413AW7 2622.37 2100000 SH SOLE 2100000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1060.59 9700 SH SOLE 9700 LA-Z-BOY INC COM 505336107 301.90 36200 SH SOLE 36200 LABORATORY CORP OF AMERICA COM 50540R409 1425.70 19350 SH SOLE 19350 LABORATORY CORP OF AMERICA NOTE 50540RAG7 5062.50 5000000 SH SOLE 5000000 LABRANCHE & CO INC COM 505447102 165.73 38100 SH SOLE 38100 LACLEDE GROUP INC COM 505597104 548.70 15400 SH SOLE 15400 LAM RESEARCH CORP. COM 512807108 6075.06 158950 SH SOLE 158950 LAMAR ADVERTISING CO COM 512815101 503.02 14000 SH SOLE 14000 LANCE INC COM 514606102 431.20 22000 SH SOLE 22000 LANDAMERICA FINANCIAL GROUP COM 514936103 426.27 10800 SH SOLE 10800 LANDAMERICA FINANCIAL GROUP DBCV 3.125% 11/1 514936AB9 897.50 1000000 SH SOLE 1000000 LANDSTAR SYSTEM INC COM 515098101 8502.08 163000 SH SOLE 163000 LAS VEGAS SANDS CORP COM 517834107 29732.15 403750 SH SOLE 403750 LASALLE HOTEL PROPERTIES COM 517942108 2618.39 91138 SH SOLE 91138 ESTEE LAUDER COMPANIES INC COM 518439104 403.48 8800 SH SOLE 8800 LAWSON SOFTWARE INC COM 52078P102 8367.33 1111200 SH SOLE 1111200 LEAR CORP COM 521865105 349.78 13500 SH SOLE 13500 LEAPFROG ENTERPRISES INC COM 52186N106 2310.28 327700 SH SOLE 327700 LEGGETT & PLATT INC. COM 524660107 193.73 12704 SH SOLE 12704 LEGG MASON INC COM 524901105 587.79 10500 SH SOLE 10500 LEHMAN BROTHERS HOLDINGS INC COM 524908100 19244.80 511286 SH SOLE 511286 LENNAR CORP COM 526057104 1232.05 65500 SH SOLE 65500 LENNOX INTERNATIONAL INC COM 526107107 1533.61 42636 SH SOLE 42636 LEUCADIA NATIONAL CORP COM 527288104 3545.24 78400 SH SOLE 78400 LEUCADIA NATIONAL CORP NOTE 3.750% 527288AX2 2088.80 1000000 SH SOLE 1000000 LEXINGTON REALTY TRUST COM 529043101 1870.70 129820 SH SOLE 129820 LEXMARK INTERNATIONAL INC. COM 529771107 247.32 8051 SH SOLE 8051 LIBBEY INC COM 529898108 175.13 10400 SH SOLE 10400 LIBERTY GLOBAL INC. - A COM SER A 530555101 11962.08 351000 SH SOLE 351000 LIBERTY MEDIA CORP DEB 3.5% 1/1 530715AN1 2320.00 4000000 SH SOLE 4000000 LIBERTY MEDIA CORP DEB 3.25% 3/1 530715AR2 2380.00 3500000 SH SOLE 3500000 LIBERTY MEDIA CORP DEB 530718AF2 10918.13 10973000 SH SOLE 10973000 LIBERTY PROPERTY TRUST COM 531172104 5844.72 187873 SH SOLE 187873 LIFEPOINT HOSPITALS INC COM 53219L109 277.44 10100 SH SOLE 10100 ELI LILLY & CO COM 532457108 24426.98 473483 SH SOLE 473483 LIMITED INC COM 532716107 400.65 23430 SH SOLE 23430 LINCARE HOLDINGS INC COM 532791100 366.83 13050 SH SOLE 13050 LINCOLN ELECTRIC HOLDINGS COM 533900106 496.57 7700 SH SOLE 7700 LINCOLN NATIONAL CORP COM 534187109 1294.12 24887 SH SOLE 24887 LINDSAY CORPORATION COM 535555106 845.37 8250 SH SOLE 8250 LINEAR TECHNOLOGY CORP COM 535678106 3890.17 126757 SH SOLE 126757 LITHIA MOTORS INC CL A 536797103 114.80 11300 SH SOLE 11300 LITTELFUSE INC COM 537008104 559.52 16000 SH SOLE 16000 LIVE NATION INC COM 538034109 640.46 52800 SH SOLE 52800 LOJACK CORPORATION COM 539451104 166.84 13200 SH SOLE 13200 LOCKHEED MARTIN CORP COM 539830109 57571.06 579769 SH SOLE 579769 LOCKHEED MARTIN CORP DBCV 8/1 539830AP4 9619.39 7000000 SH SOLE 7000000 LOEWS CORP COM 540424108 9550.03 237445 SH SOLE 237445 LOEWS CORP COM 540424207 986.68 13600 SH SOLE 13600 LONGS DRUG STORES CORP COM 543162101 8859.23 208649 SH SOLE 208649 LOUISIANA PACIFIC CORP COM 546347105 169.83 18500 SH SOLE 18500 LOWE'S COMPANIES INC COM 548661107 14351.21 625598 SH SOLE 625598 LUBRIZOL CORP COM 549271104 1498.21 26990 SH SOLE 26990 LUCENT TECHNOLOGIES INC DBCV 549463AG2 4456.50 5000000 SH SOLE 5000000 LUCENT TECHNOLOGIES INC DBCV 549463AH0 3862.50 5000000 SH SOLE 5000000 LUFKIN INDUSTRIES INC COM 549764108 663.72 10400 SH SOLE 10400 LYDALL INC COM 550819106 133.96 11700 SH SOLE 11700 M&T BANK CORP COM 55261F104 482.88 6000 SH SOLE 6000 MBIA INC COM 55262C100 191.59 15679 SH SOLE 15679 MDC HOLDINGS INC. COM 552676108 1523.89 34800 SH SOLE 34800 MDU RESOURCES GROUP INC COM 552690109 805.24 32800 SH SOLE 32800 MEMC ELECTRONIC MATERIALS INC COM 552715104 1247.84 17600 SH SOLE 17600 MGIC INVESTMENT CORP COM 552848103 9206.91 874351 SH SOLE 874351 MKS INSTRUMENTS INC COM 55306N104 11720.78 547700 SH SOLE 547700 MPS GROUP INC COM 553409103 202.18 17105 SH SOLE 17105 MSC INDUSTRIAL DIRECT CO. COM 553530106 354.90 8400 SH SOLE 8400 MTS SYSTEMS CORP COM 553777103 400.02 12400 SH SOLE 12400 MACERICH CO COM 554382101 12051.30 171500 SH SOLE 171500 MACK-CALI REALTY CORP COM 554489104 5292.22 148200 SH SOLE 148200 MACY'S INC COM 55616P104 780.85 33862 SH SOLE 33862 MAGNETEK, INC. COM 559424106 74.30 21600 SH SOLE 21600 MAQUIRE PROPERTIES INC COM 559775101 539.48 37700 SH SOLE 37700 MANHATTAN ASSOCIATES INC COM 562750109 394.39 17200 SH SOLE 17200 MANITOWOC CO INC (THE) COM 563571108 399.84 9800 SH SOLE 9800 MANNATECH INC COM 563771104 79.14 11100 SH SOLE 11100 MANPOWER INC COM 56418H100 1336.73 23760 SH SOLE 23760 MANTECH INTERNATIONAL CORP COM 564563104 2993.76 66000 SH SOLE 66000 MARCUS CORP COM 566330106 289.92 15100 SH SOLE 15100 MARINEMAX INC COM 567908108 161.98 13000 SH SOLE 13000 MARSH & MCLENNAN COS INC COM 571748102 975.60 40066 SH SOLE 40066 MARRIOTT INTERNATIONAL INC/DE COM 571903202 7315.58 212910 SH SOLE 212910 MARTEK BIOSCIENCES CORP COM 572901106 1513.21 49500 SH SOLE 49500 MARTIN MARIETTA MATERIALS COM 573284106 1064.35 10025 SH SOLE 10025 MASCO CORP COM 574599106 1319.90 66561 SH SOLE 66561 MASSEY ENERGY CO COM 576206106 3960.25 108500 SH SOLE 108500 MATRIA HEALTHCARE INC COM 576817209 336.73 15100 SH SOLE 15100 MATRIX SERVICE CO COM 576853105 321.26 18700 SH SOLE 18700 MATTEL INC COM 577081102 575.84 28937 SH SOLE 28937 MATTHEWS INTL CORP - CLASS A CL A 577128101 7073.45 146600 SH SOLE 146600 MAXTOR CORP NOTE 577729AC0 1073.80 1000000 SH SOLE 1000000 MAXTOR CORP NOTE 577729AE6 2747.60 2000000 SH SOLE 2000000 MAXIM INTEGRATED PRODUCTS COM 57772K101 2895.38 142000 SH SOLE 142000 MAXIMUS, INC. COM 577933104 480.90 13100 SH SOLE 13100 MCAFEE INC COM 579064106 8222.69 248495 SH SOLE 248495 MCCORMICK & CO COM 579780206 384.63 10404 SH SOLE 10404 MCDERMOTT INT'L, INC. COM 580037109 12822.39 233900 SH SOLE 233900 MCDONALD'S CORP COM 580135101 84395.90 1513285 SH SOLE 1513285 MCGRAW-HILL COMPANIES COM 580645109 1400.70 37908 SH SOLE 37908 MCKESSON CORP COM 58155Q103 52500.40 1002490 SH SOLE 1002490 MCMORAN EXPLORATION CO COM 582411104 2859.76 165400 SH SOLE 165400 MEADWESTVACO CORP COM 583334107 48223.71 1771628 SH SOLE 1771628 MEDCO HEALTH SOLUTIONS INC COM 58405U102 2514.77 57428 SH SOLE 57428 MEDICAL PROPERTIES TRUST INC. COM 58463J304 1041.44 92000 SH SOLE 92000 MEDICIS PHARMACEUTICAL CORP. COM 584690309 198.86 10100 SH SOLE 10100 MEDTRONIC INC COM 585055106 20846.84 430987 SH SOLE 430987 MEDTRONIC INC NOTE 585055AL0 1052.80 1000000 SH SOLE 1000000 MEN'S WEARHOUSE INC COM 587118100 858.66 36900 SH SOLE 36900 MENTOR CORP COM 587188103 609.56 23700 SH SOLE 23700 MENTOR GRAPHICS CORP. COM 587200106 140.92 15960 SH SOLE 15960 MERCK & CO INC COM 589331107 48087.09 1267117 SH SOLE 1267117 MERCURY COMPUTER SYSTEMS INC COM 589378108 91.60 16300 SH SOLE 16300 MERCURY GENERAL CORP COM 589400100 1364.74 30800 SH SOLE 30800 MERIDIAN BIOSCIENCE INC COM 589584101 1108.20 33150 SH SOLE 33150 MERIT MEDICAL SYSTEMS INC COM 589889104 303.93 19200 SH SOLE 19200 MERITAGE HOMES CORP COM 59001A102 357.42 18500 SH SOLE 18500 MERRILL LYNCH & CO COM 590188108 46248.61 1135214 SH SOLE 1135214 MESA AIR GROUP INC COM 590479101 44.65 19000 SH SOLE 19000 METHODE ELECTRONICS INC COM 591520200 313.29 26800 SH SOLE 26800 METLIFE INC COM 59156R108 37692.02 625490 SH SOLE 625490 MICREL INC. COM 594793101 337.42 36400 SH SOLE 36400 MICROS SYSTEMS INC COM 594901100 8876.14 263700 SH SOLE 263700 MICROSOFT CORP COM 594918104 195044.9 6872620 SH SOLE 6872620 MICROCHIP TECHNOLOGY INC COM 595017104 504.04 15400 SH SOLE 15400 MICRON TECHNOLOGY INC COM 595112103 357.40 59866 SH SOLE 59866 MICRON TECHNOLOGY INC NOTE 595112AH6 5850.40 8000000 SH SOLE 8000000 MICROSEMI CORP COM 595137100 1256.28 55100 SH SOLE 55100 MID-AMERICA APARTMENT COMM COM 59522J103 10448.30 209637 SH SOLE 209637 MIDAS INC COM 595626102 173.61 10100 SH SOLE 10100 MILLENNIUM PHARMACEUTICALS COM 599902103 9693.52 627007 SH SOLE 627007 MILLER (HERMAN) INC. COM 600544100 249.13 10140 SH SOLE 10140 MILLIPORE CORP COM 601073109 7378.02 109450 SH SOLE 109450 MINE SAFETY APPLIANCES CO. COM 602720104 214.18 5200 SH SOLE 5200 MINERALS TECHNOLOGIES INC COM 603158106 227.33 3620 SH SOLE 3620 MISSION WEST PROPERTIES INC COM 605203108 139.86 14800 SH SOLE 14800 MOBILE MINI INC COM 60740F105 461.70 24300 SH SOLE 24300 MOHAWK INDUSTRIES INC COM 608190104 920.18 12850 SH SOLE 12850 MOLEX INC COM 608554101 264.41 11417 SH SOLE 11417 MOLSON COORS BREWING CO COM 60871R209 14233.32 270750 SH SOLE 270750 MOLSON COORS BREWING CO NOTE 60871RAA8 4935.20 4000000 SH SOLE 4000000 MONACO COACH CORP COM 60886R103 200.02 21100 SH SOLE 21100 MONARCH CASINO & RESORT INC COM 609027107 177.10 10000 SH SOLE 10000 MONSANTO CO COM 61166W101 133486.1 1197185 SH SOLE 1197185 MONSTER WORLDWIDE INC COM 611742107 5235.67 216261 SH SOLE 216261 MOODY'S CORP COM 615369105 550.52 15806 SH SOLE 15806 MOOG INC COM 615394202 1265.24 29975 SH SOLE 29975 MORGAN STANLEY COM 617446448 57877.72 1266471 SH SOLE 1266471 MOTOROLA INC COM 620076109 4759.38 511762 SH SOLE 511762 MOVADO GROUP INC COM 624580106 267.01 13700 SH SOLE 13700 MUELLER INDUSTRIES, INC. COM 624756102 752.98 26100 SH SOLE 26100 MULTIMEDIA GAMES INC COM 625453105 87.57 16400 SH SOLE 16400 MURPHY OIL CORP COM 626717102 1223.88 14900 SH SOLE 14900 MYERS INDUSTRIES COM 628464109 260.77 19861 SH SOLE 19861 MYLAN INC COM 628530107 6301.12 543200 SH SOLE 543200 MYLAN INC NOTE 628530AG2 2090.74 2500000 SH SOLE 2500000 NBTY INC COM 628782104 1093.17 36500 SH SOLE 36500 NCI BUILDING SYSTEMS INC COM 628852105 338.80 14000 SH SOLE 14000 NCR CORPORATION COM 62886E108 712.29 31200 SH SOLE 31200 NII HOLDINGS INC COM 62913F201 28911.06 909725 SH SOLE 909725 NRG ENERGY INC PFD CONV MAND 629377870 3202.46 9480 SH SOLE 9480 NVR INC COM 62944T105 597.50 1000 SH SOLE 1000 NYMEX HOLDINGS INC COM 62948N104 38191.48 421400 SH SOLE 421400 NYSE EURONEXT COM 629491101 1289.73 20900 SH SOLE 20900 NABORS INDUSTRIES INC NOTE 629568AP1 2054.99 2000000 SH SOLE 2000000 NARA BANCORP INC COM 63080P105 201.34 15500 SH SOLE 15500 NASH FINCH CO COM 631158102 319.41 9400 SH SOLE 9400 NATCO GROUP INC. CLA 63227W203 617.10 13200 SH SOLE 13200 NATIONAL CITY CORP COM 635405103 8530.29 857316 SH SOLE 857316 NATIONAL CITY CORP NOTE 635405AW3 8263.00 10000000 SH SOLE 10000000 NATIONAL FUEL GAS CO COM 636180101 5812.96 123130 SH SOLE 123130 NATIONAL INSTRUMENTS CORP COM 636518102 268.58 10275 SH SOLE 10275 NATIONAL OILWELL VARCO INC COM 637071101 11012.10 188628 SH SOLE 188628 NAT'L PENN BCSHS INC COM 637138108 1016.82 55900 SH SOLE 55900 NATIONAL RETAIL PROPERTIES INC COM 637417106 7433.05 337100 SH SOLE 337100 NATIONAL RETAIL PROPERTIES INC NOTE 637417AC0 2010.00 2000000 SH SOLE 2000000 NATIONAL SEMICONDUCTOR CORP COM 637640103 337.23 18408 SH SOLE 18408 NATIONWIDE HEALTH PPTYS INC COM 638620104 13928.62 412700 SH SOLE 412700 NAUTILUS INC COM 63910B102 73.36 22300 SH SOLE 22300 NAVIGANT CONSULTING INC. COM 63935N107 3767.53 198500 SH SOLE 198500 NAVTEQ CORP COM 63936L100 12226.40 179800 SH SOLE 179800 NEENAH PAPER INC COM 640079109 273.26 10600 SH SOLE 10600 NETFLIX INC COM 64110L106 273.73 7900 SH SOLE 7900 NETGEAR INC COM 64111Q104 494.76 24800 SH SOLE 24800 NETWORK EQUIPMENT TECH INC COM 641208103 135.99 20700 SH SOLE 20700 NEUSTAR INC- CLASS A COM 64126X201 362.77 13700 SH SOLE 13700 NEW JERSEY RESOURCES CORP COM 646025106 920.63 29650 SH SOLE 29650 NEW YORK COMMUNITY BANCORP COM 649445103 42502.17 2332721 SH SOLE 2332721 NY COMMUNITY CAP TRUST V BONUSES 64944P307 1669.15 35000 SH SOLE 35000 NEW YORK TIMES CO COM 650111107 203.03 10754 SH SOLE 10754 NEWELL RUBBERMAID INC COM 651229106 703.36 30755 SH SOLE 30755 NEWFIELD EXPLORATION CO COM 651290108 1241.97 23500 SH SOLE 23500 NEWMARKET CORP COM 651587107 716.77 9500 SH SOLE 9500 NEWMONT MINING CORP COM 651639106 4132.49 91225 SH SOLE 91225 NEWMONT MINING CORP NOTE 651639AF3 4270.00 3500000 SH SOLE 3500000 NEWPORT CORP COM 651824104 284.83 25500 SH SOLE 25500 NEWS CORP COM 65248E104 46817.47 2496932 SH SOLE 2496932 NEWS CORP COM 65248E203 20392.86 1071054 SH SOLE 1071054 NICE-SYSTEMS LTD. COM 653656108 8567.59 303600 SH SOLE 303600 NIKE INC COM 654106103 26282.95 386514 SH SOLE 386514 NISOURCE INC COM 65473P105 366.43 21255 SH SOLE 21255 NOKIA OYJ COM 654902204 27389.39 860490 SH SOLE 860490 NOBLE ENERGY INC COM 655044105 1004.64 13800 SH SOLE 13800 NORDSON CORP COM 655663102 324.71 6030 SH SOLE 6030 NORDSTROM INC COM 655664100 5707.31 175071 SH SOLE 175071 NORFOLK SOUTHERN CORP COM 655844108 1575.82 29010 SH SOLE 29010 NORTHEAST UTILITIES COM 664397106 681.10 27755 SH SOLE 27755 NORTHERN TRUST CORP COM 665859104 11685.69 175804 SH SOLE 175804 NORTHROP GRUMMAN CORP COM 666807102 13845.04 177934 SH SOLE 177934 NORTHROP GRUMMAN CORP PRD SER B 666807300 3525.50 25000 SH SOLE 25000 NORTHWEST NATURAL GAS CO COM 667655104 821.01 18900 SH SOLE 18900 NORTHWEST PIPE CO. COM 667746101 3029.53 71300 SH SOLE 71300 NOVATEL WIRELESS INC COM 66987M604 223.60 23100 SH SOLE 23100 NOVELL INC COM 670006105 615.21 97809 SH SOLE 97809 NOVEN PHARMACEUTICALS INC COM 670009109 155.35 17300 SH SOLE 17300 NU SKIN ASIA PACIFIC INC. COM 67018T105 1185.71 65800 SH SOLE 65800 NSTAR COM 67019E107 587.60 19310 SH SOLE 19310 NUANCE COMMUNICATIONS INC COM 67020Y100 7019.71 403200 SH SOLE 403200 NUCOR CORP COM 670346105 1944.40 28704 SH SOLE 28704 NVIDIA CORP. COM 67066G104 17377.89 878115 SH SOLE 878115 NUVASIVE INC COM 670704105 12616.85 365600 SH SOLE 365600 O'CHARLEY'S INC COM 670823103 182.01 15800 SH SOLE 15800 OGE ENERGY CORP COM 670837103 511.65 16415 SH SOLE 16415 OM GROUP INC COM 670872100 2476.11 45400 SH SOLE 45400 OCCIDENTAL PETROLEUM CORP COM 674599105 105313.7 1439302 SH SOLE 1439302 OCEANEERING INTERNATIONAL INC. COM 675232102 2438.10 38700 SH SOLE 38700 ODYSSEY HEALTHCARE INC COM 67611V101 207.45 23050 SH SOLE 23050 OFFICE DEPOT INC COM 676220106 243.17 22007 SH SOLE 22007 OIL STATES INTERNATIONAL INC COM 678026105 4279.35 95500 SH SOLE 95500 OLD DOMINION FREIGHT LINE COM 679580100 631.82 19850 SH SOLE 19850 OLD NATIONAL BANCORP COM 680033107 2053.80 114100 SH SOLE 114100 OLD REPUBLIC INT'L CORP COM 680223104 530.30 41077 SH SOLE 41077 OLIN CORP COM 680665205 268.04 13565 SH SOLE 13565 OMNICARE INC COM 681904108 450.09 24785 SH SOLE 24785 OMNICOM GROUP COM 681919106 19090.44 432106 SH SOLE 432106 OMNICOM GROUP COM 681919AK2 1981.60 2000000 SH SOLE 2000000 OMNICOM GROUP NOTE 681919AT3 3168.90 3000000 SH SOLE 3000000 OMGEO HEALTHCARE INVESTORS COM 681936100 2551.92 147000 SH SOLE 147000 OMNOVA SOLUTIONS INC COM 682129101 120.09 30100 SH SOLE 30100 OMNICELL INC COM 68213N109 486.42 24200 SH SOLE 24200 ON ASSIGNMENT, INC. COM 682159108 158.75 25000 SH SOLE 25000 ON SEMICONDUCTOR CORPORATION COM 682189105 3197.84 563000 SH SOLE 563000 ONEOK INC COM 682680103 834.58 18700 SH SOLE 18700 ORACLE CORP COM 68389X105 57045.27 2916425 SH SOLE 2916425 OPTIONSXPRESS HOLDINGS INC COM 684010101 642.01 31000 SH SOLE 31000 ORBITAL SCIENCES CORP. COM 685564106 992.92 41200 SH SOLE 41200 ORBITAL SCIENCES CORP. NOTE 685564AN6 1217.50 1000000 SH SOLE 1000000 O'REILLY AUTOMOTIVE INC COM 686091109 587.51 20600 SH SOLE 20600 OSHKOSH CO COM 688239201 6992.97 192750 SH SOLE 192750 OSTEOTECH INC COM 688582105 59.85 12600 SH SOLE 12600 OTTER TAIL CORP COM 689648103 2420.67 68400 SH SOLE 68400 OVERSEAS SHIPHOLDING GROUP COM 690368105 333.39 4760 SH SOLE 4760 OWENS & MINOR INC COM 690732102 4520.16 114900 SH SOLE 114900 OWENS-ILLINOIS INC COM 690768403 31019.57 549700 SH SOLE 549700 OXFORD INDUSTRIES INC COM 691497309 225.30 10000 SH SOLE 10000 PC-TEL INC COM 69325Q105 105.40 15500 SH SOLE 15500 PDL BIOPHARMA INC COM 69329Y104 220.90 20860 SH SOLE 20860 PG&E CORP COM 69331C108 1471.32 39960 SH SOLE 39960 P.F. CHANG'S CHINA BISTRO INC. COM 69333Y108 483.48 17000 SH SOLE 17000 PMC-SIERRA INC COM 69344F106 6571.53 1152900 SH SOLE 1152900 PMI GROUP INC COM 69344M101 711.72 122290 SH SOLE 122290 PNC FINANCIAL SERVICES GROUP COM 693475105 7694.96 117355 SH SOLE 117355 PNM RESOURCES INC COM 69349H107 172.46 13830 SH SOLE 13830 PPG INDUSTRIES INC COM 693506107 1289.10 21304 SH SOLE 21304 PPL CORP COM 69351T106 3553.97 77395 SH SOLE 77395 PS BUSINESS PARKS INC COM 69360J107 1935.87 37300 SH SOLE 37300 PSS WORLD MEDICAL INC COM 69366A100 758.03 45500 SH SOLE 45500 PACCAR INC COM 693718108 1297.71 28838 SH SOLE 28838 PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 21062.48 1670300 SH SOLE 1670300 PACKAGING CORP OF AMERICA COM 695156109 4267.26 191100 SH SOLE 191100 PACTIV CORPORATION COM 695257105 70016.18 2671354 SH SOLE 2671354 PALL CORP COM 696429307 4476.72 127651 SH SOLE 127651 PALM INC COM 696643105 95.50 19100 SH SOLE 19100 PALOMAR MEDICAL TECHNOLOGIES COM 697529303 194.79 12900 SH SOLE 12900 PAN AMERICAN SILVER CORP COM 697900108 2064.30 53800 SH SOLE 53800 PANERA BREAD COMPANY COM 69840W108 883.87 21100 SH SOLE 21100 PAPA JOHN'S INTERNATIONAL INC. COM 698813102 358.30 14800 SH SOLE 14800 PARAMETRIC TECHNOLOGY CORP COM 699173209 330.78 20700 SH SOLE 20700 PAREXEL INT'L CORP COM 699462107 1030.95 39500 SH SOLE 39500 PARK ELECTROCHEMICAL CORP COM 700416209 370.94 14350 SH SOLE 14350 PARKER DRILLING CO NOTE 701081AR2 1561.87 1750000 SH SOLE 1750000 PARKER-HANNIFIN CORP COM 701094104 921.49 13303 SH SOLE 13303 PARKWAY PROPERTIES INC COM 70159Q104 931.39 25200 SH SOLE 25200 PATTERSON COS INC COM 703395103 508.20 14000 SH SOLE 14000 PATTERSON-UTI ENERGY INC COM 703481101 719.95 27500 SH SOLE 27500 PAYCHEX INC COM 704326107 9546.03 278635 SH SOLE 278635 PEABODY ENERGY CORP COM 704549104 1703.40 33400 SH SOLE 33400 PEDIATRIX MEDICAL GROUP INC COM 705324101 5782.92 85800 SH SOLE 85800 PEETS COFFEE & TEA INC COM 705560100 213.94 9100 SH SOLE 9100 PENN VIRGINIA CORP. COM 707882106 1291.83 29300 SH SOLE 29300 JC PENNEY CO INC COM 708160106 662.03 17556 SH SOLE 17556 PENN REAL ESTATE INVEST TST COM 709102107 1497.54 61400 SH SOLE 61400 PENTAIR INC COM 709631105 1863.27 58410 SH SOLE 58410 PEP BOYS-MANNY MOE JACK COM 713278109 290.83 29200 SH SOLE 29200 PEPCO HOLDINGS INC COM 713291102 380.68 15400 SH SOLE 15400 PEPSI BOTTLING GROUP INC COM 713409100 5174.93 152608 SH SOLE 152608 PEPSIAMERICAS INC COM 71343P200 267.55 10480 SH SOLE 10480 PEPSICO INC COM 713448108 21740.64 301117 SH SOLE 301117 PERFORMANCE FOOD GROUP COM 713755106 820.26 25100 SH SOLE 25100 PERICOM SEMICONDUCTOR CORP. COM 713831105 271.58 18500 SH SOLE 18500 PERKINELMER INC COM 714046109 214.66 8852 SH SOLE 8852 PEROT SYSTEMS CORP. CL A 714265105 1273.88 84700 SH SOLE 84700 PERRIGO COMPANY COM 714290103 2109.10 55900 SH SOLE 55900 PETMED EXPRESS INC COM 716382106 189.63 17100 SH SOLE 17100 PETROHAWK ENERGY CORP COM 716495106 19929.97 988100 SH SOLE 988100 PETROLEO BRASILEIRO SA COM 71654V408 48027.43 470350 SH SOLE 470350 PETROLEUM DEVELOPMENT CORP COM 716578109 10134.20 146300 SH SOLE 146300 PETSMART INC. COM 716768106 468.07 22900 SH SOLE 22900 PFIZER INC COM 717081103 95506.85 4563156 SH SOLE 4563156 PHARMACEUTICAL PRODUCT DEVEL COM 717124101 4722.13 112700 SH SOLE 112700 PHARMNET DEVELOPMENT GROUP COM 717148100 338.08 13400 SH SOLE 13400 PHILADELPHIA CONSOLIDATED HLDG COM 717528103 7728.00 240000 SH SOLE 240000 PHILLIPS-VAN HEUSEN COM 718592108 379.20 10000 SH SOLE 10000 PHOENIX TECHNOLOGIES LTD COM 719153108 302.23 19300 SH SOLE 19300 PHOTON DYNAMICS INC COM 719364101 133.56 12600 SH SOLE 12600 PHOTRONICS INC COM 719405102 281.72 29500 SH SOLE 29500 PIEDMONT NATURAL GAS CO COM 720186105 2163.82 82400 SH SOLE 82400 PIER 1 IMPORTS, INC. COM 720279108 228.59 36400 SH SOLE 36400 PINNACLE ENTERTAINMENT INC COM 723456109 540.16 42200 SH SOLE 42200 PINNACLE WEST CAPITAL CORP COM 723484101 280.67 8001 SH SOLE 8001 PIONEER DRILLING COMPANY COM 723655106 557.55 35000 SH SOLE 35000 PIONEER NATURAL RESOURCES CO COM 723787107 1041.83 21210 SH SOLE 21210 PIONEER NATURAL RESOURCES CO NOTE 723787AH0 2778.25 2500000 SH SOLE 2500000 PIPER JAFFRAY COS COM 724078100 373.56 11000 SH SOLE 11000 PITNEY BOWES INC COM 724479100 586.76 16755 SH SOLE 16755 PLAINS EXPLORATION & PROD CO COM 726505100 1068.69 20111 SH SOLE 20111 PLANAR SYSTEMS INC COM 726900103 50.52 12600 SH SOLE 12600 PLEXUS CORP COM 729132100 13604.25 485000 SH SOLE 485000 PLUM CREEK TIMBER CO INC COM 729251108 8228.15 202166 SH SOLE 202166 POLARIS INDUSTRIES INC COM 731068102 2575.42 62800 SH SOLE 62800 POLO RALPH LAUREN CORP COM 731572103 268.13 4600 SH SOLE 4600 POLYCOM INC COM 73172K104 5641.98 250310 SH SOLE 250310 POLYONE CORP COM 73179P106 417.87 65600 SH SOLE 65600 POOL CORP COM 73278L105 632.56 33487 SH SOLE 33487 PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 2080.16 48500 SH SOLE 48500 POSSIS MEDICAL INC COM 737407106 241.55 12400 SH SOLE 12400 POST PROPERTIES INC COM 737464107 3228.63 83600 SH SOLE 83600 POTASH CORP SASKATCHEWAN COM 73755L107 55751.43 359200 SH SOLE 359200 POTLATCH CORP COM 737630103 4395.91 106516 SH SOLE 106516 POWERWAVE TECHNOLOGIES INC COM 739363109 305.49 119800 SH SOLE 119800 PRAXAIR INC COM 74005P104 72011.59 854940 SH SOLE 854940 PREPAID LEGAL SERVICES INC COM 740065107 258.70 6100 SH SOLE 6100 PRECISION CASTPARTS CORP COM 740189105 60039.47 588161 SH SOLE 588161 PRESIDENTIAL LIFE CO COM 740884101 268.57 15400 SH SOLE 15400 T ROWE PRICE GROUP INC COM 74144T108 40683.50 813670 SH SOLE 813670 PRIDE INTERNATIONAL INC COM 74153Q102 1042.20 29820 SH SOLE 29820 PRIDE INTERNATIONAL INC NOTE 74153QAD4 2735.00 2000000 SH SOLE 2000000 PRINCIPAL FINANCIAL GROUP COM 74251V102 50558.54 907368 SH SOLE 907368 PROASSURANCE CORP COM 74267C106 3321.31 61700 SH SOLE 61700 PROASSURANCE CORP DBCV 74267CAB2 1312.50 1000000 SH SOLE 1000000 PROCTER & GAMBLE CO COM 742718109 51706.26 737923 SH SOLE 737923 PRIVATEBANCORP INC COM 742962103 550.72 17500 SH SOLE 17500 PROGRESS ENERGY INC COM 743263105 1572.92 37720 SH SOLE 37720 PROGRESS SOFTWARE CORP. COM 743312100 1528.91 51100 SH SOLE 51100 PROGRESSIVE CORP COM 743315103 863.34 53724 SH SOLE 53724 PROLOGIS COM 743410102 32904.03 559022 SH SOLE 559022 PROLOGIS NOTE 743410AR3 5430.00 6000000 SH SOLE 6000000 PROSPERITY BANCSHARES INC COM 743606105 4319.06 150700 SH SOLE 150700 PROTECTIVE LIFE CORP COM 743674103 4983.81 122875 SH SOLE 122875 PROVIDENT BANKSHARES CORP. COM 743859100 239.70 22319 SH SOLE 22319 PRUDENTIAL FINANCIAL INC COM 744320102 16792.91 214606 SH SOLE 214606 PSYCHIATRIC SOLUTIONS INC COM 74439H108 342.59 10100 SH SOLE 10100 PUBLIC SERVICE ENTERPRISE GRP COM 744573106 2303.36 57312 SH SOLE 57312 PUBLIC STORAGE COM 74460D109 25861.97 291830 SH SOLE 291830 PUGET ENERGY INC COM 745310102 600.31 23205 SH SOLE 23205 PULTE HOMES INC COM 745867101 3916.91 269204 SH SOLE 269204 QLOGIC CORP COM 747277101 168.11 10952 SH SOLE 10952 QUAKER CHEMICAL CORP COM 747316107 228.41 7300 SH SOLE 7300 QUALCOMM INC COM 747525103 58114.71 1417432 SH SOLE 1417432 QUALITY SYSTEMS INC COM 747582104 367.40 12300 SH SOLE 12300 QUANEX CORP COM 747620102 1358.17 26250 SH SOLE 26250 QUANTA SERVICES INC COM 74762E102 706.68 30500 SH SOLE 30500 QUEST DIAGNOSTICS INC COM 74834L100 751.75 16606 SH SOLE 16606 QUESTAR CORP COM 748356102 1131.20 20000 SH SOLE 20000 QUICKSILVER RESOURCES INC COM 74837R104 668.49 18300 SH SOLE 18300 QUIKSILVER INC COM 74838C106 5991.94 610800 SH SOLE 610800 QWEST COMMUNICATIONS INTL COM 749121109 536.01 118326 SH SOLE 118326 RC2 CORP COM 749388104 266.31 12700 SH SOLE 12700 RLI CORP COM 749607107 639.45 12900 SH SOLE 12900 RPM INTERNATIONAL INC COM 749685103 5526.17 263905 SH SOLE 263905 RTI INT'L METALS, INC. COM 74973W107 732.40 16200 SH SOLE 16200 RF MICRO DEVICES INC COM 749941100 3684.20 1385040 SH SOLE 1385040 RADIAN GROUP INC COM 750236101 92.76 14120 SH SOLE 14120 RADIANT SYSTEMS, INC. COM 75025N102 266.82 19100 SH SOLE 19100 RADIO ONE INC COM 75040P405 87.09 57300 SH SOLE 57300 RADIOSHACK CORP COM 750438103 173.92 10703 SH SOLE 10703 RADISYS CORP. COM 750459109 160.43 15900 SH SOLE 15900 RALCORP HOLDINGS INC COM 751028101 1064.14 18300 SH SOLE 18300 RAMCO-GERSHENSON PROPERTIES COM 751452202 312.42 14800 SH SOLE 14800 RANGE RESOURCES CORP COM 75281A109 6324.82 99682 SH SOLE 99682 RAYMOND JAMES FINANCIAL INC COM 754730109 17701.49 770300 SH SOLE 770300 RAYONIER INC COM 754907103 13011.10 299519 SH SOLE 299519 RAYONIER TRS HOLDINGS IN NOTE 75508AAB2 1039.70 1000000 SH SOLE 1000000 RAYTHEON CO COM 755111507 40036.16 619659 SH SOLE 619659 REALTY INCOME CORP COM 756109104 2682.41 104700 SH SOLE 104700 RED ROBIN GOURMET BURGERS COM 75689M101 447.08 11900 SH SOLE 11900 REGAL-BELOIT CORP COM 758750103 809.52 22100 SH SOLE 22100 REGENCY CENTERS CORP COM 758849103 10750.16 166000 SH SOLE 166000 REGENERON PHARMACEUTICALS COM 75886F107 842.44 43900 SH SOLE 43900 REGIS CORP COM 758932107 214.42 7800 SH SOLE 7800 REHADCARE GROUP INC COM 759148109 193.50 12900 SH SOLE 12900 REGIONS FINANCIAL CORP COM 7591EP100 1724.88 87336 SH SOLE 87336 REINSURANCE GROUP OF AMERICA PFD TR INC EQ 759351307 1946.10 27750 SH SOLE 27750 RELIANCE STEEL & ALUMINUM CO. COM 759509102 670.43 11200 SH SOLE 11200 RENT-A-CENTER INC COM 76009N100 218.36 11900 SH SOLE 11900 REPUBLIC SERVICES INC COM 760759100 10839.26 370700 SH SOLE 370700 RES-CARE INC COM 760943100 308.70 18000 SH SOLE 18000 RESEARCH IN MOTION COM 760975102 90182.41 803550 SH SOLE 803550 RESMED INC COM 761152107 5048.94 119700 SH SOLE 119700 REWARDS NETWORK INC COM 761557107 85.12 19000 SH SOLE 19000 REYNOLDS AMERICAN INC COM 761713106 797.14 13504 SH SOLE 13504 ROBBINS & MYERS INC COM 770196103 3447.84 105600 SH SOLE 105600 ROBERT HALF INTL INC COM 770323103 337.32 13105 SH SOLE 13105 ROCK-TENN CO COM 772739207 5601.39 186900 SH SOLE 186900 ROCKWELL AUTOMATION INC/DE COM 773903109 674.91 11754 SH SOLE 11754 ROCKWELL COLLINS COM 774341101 7083.97 123954 SH SOLE 123954 ROGERS CORP. COM 775133101 424.30 12700 SH SOLE 12700 ROHM & HAAS CO COM 775371107 4960.75 91730 SH SOLE 91730 ROPER INDUSTRIES INC COM 776696106 28543.08 480200 SH SOLE 480200 ROPER INDUSTRIES INC NOTE 776696AA4 3117.89 4150000 SH SOLE 4150000 ROSS STORES INC COM 778296103 5329.28 177880 SH SOLE 177880 ROWAN COMPANIES INC COM 779382100 378.89 9201 SH SOLE 9201 RUDDICK CORP COM 781258108 1691.13 45880 SH SOLE 45880 RUDOLPH TECHNOLOGIES, INC. COM 781270103 210.05 21500 SH SOLE 21500 RUSS BERRIE & CO INC COM 782233100 167.31 11900 SH SOLE 11900 RUTH'S CHRIS STEAK HOUSE COM 783332109 97.43 14100 SH SOLE 14100 RYDER SYSTEM INC COM 783549108 10141.51 166500 SH SOLE 166500 RYLAND GROUP INC COM 783764103 243.38 7400 SH SOLE 7400 SBA COMMUNICATIONS CORP COM 78388J106 7370.99 247100 SH SOLE 247100 SEI INVESTMENTS COMPANY COM 784117103 4501.97 182340 SH SOLE 182340 SESI L.L.C. NOTE 78412FAH7 271.25 250000 SH SOLE 250000 SL GREEN REALTY CORP COM 78440X101 11093.11 136162 SH SOLE 136162 SLM CORP COM 78442P106 565.83 36862 SH SOLE 36862 SPSS INC COM 78462K102 4145.58 106900 SH SOLE 106900 SPX CORPORATION COM 784635104 1021.72 9740 SH SOLE 9740 SVB FINANCIAL GROUP COM 78486Q101 2449.51 56130 SH SOLE 56130 SWS GROUP INC COM 78503N107 193.41 15815 SH SOLE 15815 SAFECO CORP COM 786429100 302.85 6902 SH SOLE 6902 SAFETY INSURANCE GROUP INC COM 78648T100 392.49 11500 SH SOLE 11500 SAFEWAY INC COM 786514208 4647.89 158361 SH SOLE 158361 ST JUDE MEDICAL INC COM 790849103 49801.35 1153076 SH SOLE 1153076 ST JUDE MEDICAL INC DBCV 790849AD5 2037.60 2000000 SH SOLE 2000000 ST MARY LAND & EXPLORATION COM 792228108 1705.55 44300 SH SOLE 44300 SAKS INC COM 79377W108 315.42 25295 SH SOLE 25295 SALESFORCE.COM INC COM 79466L302 1203.69 20800 SH SOLE 20800 SANDERSON FARMS INC COM 800013104 2428.83 63900 SH SOLE 63900 SANDISK CORP COM 80004C101 4918.00 217900 SH SOLE 217900 SANDISK CORP NOTE 80004CAC5 6290.00 8500000 SH SOLE 8500000 SANOFI-AVENTIS-ADR COM 80105N105 47115.77 1255082 SH SOLE 1255082 SAPIENT CORP COM 803062108 783.00 112500 SH SOLE 112500 SARA LEE CORP COM 803111103 770.60 55122 SH SOLE 55122 SAUL CENTERS INC COM 804395101 532.54 10600 SH SOLE 10600 SAVIENT PHARMACEUTICALS INC COM 80517Q100 616.00 30800 SH SOLE 30800 SCANA CORP COM 80589M102 15557.83 425310 SH SOLE 425310 SCANSOURCE INC COM 806037107 7813.42 215900 SH SOLE 215900 HENRY SCHEIN INC COM 806407102 1067.64 18600 SH SOLE 18600 SCHERING-PLOUGH CORP COM 806605101 9941.35 689893 SH SOLE 689893 SCHLUMBERGER LTD COM 806857108 25907.64 297789 SH SOLE 297789 SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC2 1203.14 500000 SH SOLE 500000 SCHOOL SPECIALTY, INC. COM 807863105 387.94 12300 SH SOLE 12300 A SCHULMAN INC COM 808194104 406.49 19800 SH SOLE 19800 SCHWAB (CHARLES) CORP COM 808513105 17833.64 947087 SH SOLE 947087 SCHWEITZER-MAUDUIT INTL INC COM 808541106 256.85 11100 SH SOLE 11100 SCIELE PHARMA INC COM 808627103 499.20 25600 SH SOLE 25600 SCIENTIFIC GAMES CORP COM 80874P109 10234.12 484800 SH SOLE 484800 SCOTTS MIRACLE-GRO CO COM 810186106 256.11 7900 SH SOLE 7900 SCRIPPS CO (E.W.) COM 811054204 869.60 20700 SH SOLE 20700 SEACOR HOLDINGS COM 811904101 1361.49 15950 SH SOLE 15950 SEALED AIR CORP COM 81211K100 307.59 12182 SH SOLE 12182 SEARS HOLDINGS CORP COM 812350106 557.30 5459 SH SOLE 5459 SECURE COMPUTING CORP COM 813705100 260.58 40400 SH SOLE 40400 SELECT COMFORT CORP. COM 81616X103 113.04 31400 SH SOLE 31400 SELECTIVE INSURANCE GROUP INC COM 816300107 4126.46 172800 SH SOLE 172800 SEMTECH CORP. COM 816850101 166.94 11650 SH SOLE 11650 SEMPRA ENERGY COM 816851109 1588.86 29821 SH SOLE 29821 SENIOR HOUSING PROP TRUST COM 81721M109 9764.40 412000 SH SOLE 412000 SENSIENT TECHNOLOGIES CORP COM 81725T100 252.43 8560 SH SOLE 8560 SEPRACOR INC COM 817315104 5577.64 285740 SH SOLE 285740 SERVICE CORP INTERNATIONAL COM 817565104 4250.68 419200 SH SOLE 419200 SHAW GROUP INC/THE COM 820280105 2710.55 57500 SH SOLE 57500 SHERWIN-WILLIAMS CO/THE COM 824348106 421.23 8253 SH SOLE 8253 SHIRE FINANCE LTD COM 82481R106 20827.92 359350 SH SOLE 359350 SHUFFLE MASTER INC COM 825549108 1042.71 194900 SH SOLE 194900 SIERRA PACIFIC RESOURCES COM 826428104 527.17 41740 SH SOLE 41740 SIGMA-ALDRICH COM 826552101 2791.73 46802 SH SOLE 46802 SIGNATURE BANK COM 82669G104 535.50 21000 SH SOLE 21000 SILICON LABORATORIES INC. COM 826919102 293.32 9300 SH SOLE 9300 SILGAN HOLDINGS INC COM 827048109 59228.44 1193400 SH SOLE 1193400 SILICON VALLEY BANCSHARES NOTE 827064AC0 1302.50 1000000 SH SOLE 1000000 SIMON PROPERTY GROUP LP COM 828806109 47983.83 516455 SH SOLE 516455 SIMON PROPERTY GROUP LP PFD CONV I 6% 828806802 4985.47 67000 SH SOLE 67000 SIMPSON MANUFACTURING CO. INC. COM 829073105 714.83 26300 SH SOLE 26300 SKECHERS USA INC-CL A COM 830566105 460.78 22800 SH SOLE 22800 SKYWEST INC COM 830879102 899.71 42600 SH SOLE 42600 SKYWORKS SOLUTIONS INC COM 83088M102 7215.93 991200 SH SOLE 991200 SMITH (A.O.) CORP COM 831865209 499.62 15200 SH SOLE 15200 SMITH INTERNATIONAL INC COM 832110100 1008.41 15700 SH SOLE 15700 SMITHFIELD FOODS INC COM 832248108 1025.24 39800 SH SOLE 39800 JM SMUCKER COMPANY COM 832696405 504.02 9959 SH SOLE 9959 SNAP-ON INC COM 833034101 233.91 4600 SH SOLE 4600 SONIC CORP COM 835451105 946.11 42927 SH SOLE 42927 SONIC AUTOMOTIVE INC COM 83545G102 427.44 20800 SH SOLE 20800 SONIC SOLUTIONS INC. COM 835460106 179.49 18600 SH SOLE 18600 SONOCO PRODUCTS CO COM 835495102 672.66 23495 SH SOLE 23495 SOTHEBY'S COM 835898107 344.75 11925 SH SOLE 11925 SOUTH FINANCIAL GROUP INC COM 837841105 760.83 51200 SH SOLE 51200 SOUTH JERSEY INDUSTRIES COM 838518108 740.82 21100 SH SOLE 21100 SOUTHERN CO/THE COM 842587107 69461.72 1950624 SH SOLE 1950624 SOUTHERN UNION CO COM 844030106 2028.86 87188 SH SOLE 87188 SOUTHWEST AIRLINES CO COM 844741108 721.37 58175 SH SOLE 58175 SOUTHWEST GAS CORP COM 844895102 852.78 30500 SH SOLE 30500 SOUTHWESTERN ENERGY CO COM 845467109 16902.27 501700 SH SOLE 501700 SOVEREIGN BANCORP INC COM 845905108 258.86 27775 SH SOLE 27775 SOVRAN SELF STORAGE INC COM 84610H108 1469.22 34400 SH SOLE 34400 SPARTAN STORES INC COM 846822104 319.00 15300 SH SOLE 15300 SPECTRA ENERGY CORP COM 847560109 1129.01 49627 SH SOLE 49627 SPECTRUM BRANDS INC. COM 84762L105 131.15 28700 SH SOLE 28700 SPHERION CORP COM 848420105 241.12 39400 SH SOLE 39400 SPRINT NEXTEL CORP COM 852061100 13153.53 1966148 SH SOLE 1966148 STAGE STORES, INC. COM 85254C305 473.04 29200 SH SOLE 29200 STAMPS.COM COM 852857200 117.99 11500 SH SOLE 11500 STANCORP FINANCIAL GROUP INC COM 852891100 424.61 8900 SH SOLE 8900 STANDARD MICROSYSTEMS CORP COM 853626109 478.55 16400 SH SOLE 16400 STANDARD PACIFIC CORP COM 85375C101 222.10 45700 SH SOLE 45700 STANLEY WORKS/THE COM 854616109 819.11 17201 SH SOLE 17201 STAPLES INC COM 855030102 29578.60 1337793 SH SOLE 1337793 STARBUCKS CORP COM 855244109 8477.35 484420 SH SOLE 484420 STARWOOD HOTELS & RESORTS COM 85590A401 12109.81 234006 SH SOLE 234006 STATE STREET CORP COM 857477103 47422.27 600282 SH SOLE 600282 STEAK N SHAKE COMPANY (THE) COM 857873103 159.10 20217 SH SOLE 20217 STEEL DYNAMICS INC COM 858119100 3019.85 91400 SH SOLE 91400 STEIN MART, INC. COM 858375108 102.84 18300 SH SOLE 18300 STERLING BANCSHARES INC COM 858907108 514.64 51775 SH SOLE 51775 STERICYCLE INC COM 858912108 30060.55 583700 SH SOLE 583700 STERIS CORP COM 859152100 6472.73 241250 SH SOLE 241250 STERLING BANCORP-N Y COM 859158107 195.67 12600 SH SOLE 12600 STERLING FINANCIAL CORP. COM 859319105 1845.64 118235 SH SOLE 118235 STEWART INFORMATION SVCS CORP COM 860372101 358.27 12800 SH SOLE 12800 STIFEL FINANCIAL CORP COM 860630102 2379.70 53000 SH SOLE 53000 STONE ENERGY CORP. COM 861642106 1035.73 19800 SH SOLE 19800 STRATASYS, INC. COM 862685104 265.22 14900 SH SOLE 14900 STRATEGIC HOTELS & RESORTS INC COM 86272T106 5448.95 415000 SH SOLE 415000 STRAYER EDUCATION, INC. COM 863236105 381.25 2500 SH SOLE 2500 STRYKER CORP COM 863667101 1210.45 18608 SH SOLE 18608 STURM, RUGER & CO., INC. COM 864159108 121.95 14800 SH SOLE 14800 SUN COMMUNITIES INC COM 866674104 350.55 17100 SH SOLE 17100 SUNOCO INC COM 86764P109 67237.83 1281453 SH SOLE 1281453 SUNPOWER CORP - CLASS A COM 867652109 1140.00 15300 SH SOLE 15300 SUNRISE ASSISTED LIVING INC COM 86768K106 701.82 31500 SH SOLE 31500 SUNSTONE HOTEL INVESTORS INC COM 867892101 1493.73 93300 SH SOLE 93300 SUNTRUST BANKS INC COM 867914103 1519.43 27556 SH SOLE 27556 SUPERIOR ENERGY SERVICES INC COM 868157108 570.52 14400 SH SOLE 14400 SUPERIOR INDUSTRIES INT'L INC COM 868168105 342.37 16500 SH SOLE 16500 SUPERVALU INC COM 868536103 481.68 16067 SH SOLE 16067 SURMODICS INC COM 868873100 460.68 11000 SH SOLE 11000 SUSQUEHANNA BANCSHARES INC. COM 869099101 1234.42 60600 SH SOLE 60600 SWIFT ENERGY CO COM 870738101 2568.92 57100 SH SOLE 57100 SYBASE, INC. COM 871130100 30048.80 1142540 SH SOLE 1142540 SYKES ENTERPRISES INC. COM 871237103 404.57 23000 SH SOLE 23000 SYMANTEC CORP COM 871503108 1088.26 65479 SH SOLE 65479 SYMMETRICOM INC COM 871543104 113.42 32500 SH SOLE 32500 SYMMETRY MEDICAL INC COM 871546206 415.00 25000 SH SOLE 25000 SYNAPTICS INC COM 87157D109 5115.09 214200 SH SOLE 214200 SYNOPSYS INC. COM 871607107 14179.21 624360 SH SOLE 624360 SYNOVUS FINANCIAL CORP COM 87161C105 19325.13 1747300 SH SOLE 1747300 SYSCO CORP COM 871829107 1348.50 46468 SH SOLE 46468 TCF FINANCIAL CORP. COM 872275102 348.00 19420 SH SOLE 19420 TECO ENERGY INC COM 872375100 272.80 17104 SH SOLE 17104 THQ INC COM 872443403 1021.04 46837 SH SOLE 46837 TJX COMPANIES INC COM 872540109 42575.40 1287433 SH SOLE 1287433 TJX COMPANIES INC NOTE 2/1 872540AL3 3911.24 3500000 SH SOLE 3500000 TTM TECHNOLOGIES, INC. NOTE 87305R109 339.60 30000 SH SOLE 30000 TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 1380.63 54100 SH SOLE 54100 TANGER FACTORY OUTLET CENTERS COM 875465106 3816.22 99200 SH SOLE 99200 TARGET CORPORATION COM 87612E106 3807.48 75128 SH SOLE 75128 TAUBMAN CENTERS INC COM 876664103 6189.48 118800 SH SOLE 118800 TECH DATA CORP COM 878237106 317.01 9665 SH SOLE 9665 TECH DATA CORP DBCV 878237AE6 1885.00 2000000 SH SOLE 2000000 TECHNE CORP COM 878377100 484.99 7200 SH SOLE 7200 TECHNITROL, INC. COM 878555101 666.14 28800 SH SOLE 28800 TELEDYNE TECHNOLOGIES INC COM 879360105 3708.30 78900 SH SOLE 78900 TELEFLEX INC COM 879369106 328.96 6895 SH SOLE 6895 TELEPHONE AND DATA SYSTEMS COM 879433100 748.68 19065 SH SOLE 19065 TELLABS INC COM 879664100 2921.52 536060 SH SOLE 536060 TEMPLE-INLAND INC COM 879868107 242.95 19100 SH SOLE 19100 TENET HEALTHCARE CORP COM 88033G100 206.25 36440 SH SOLE 36440 TERADYNE INC COM 880770102 31146.30 2507754 SH SOLE 2507754 TEREX CORP COM 880779103 481.25 7700 SH SOLE 7700 TESORO PETROLEUM CORP COM 881609101 327.00 10900 SH SOLE 10900 TEVA PHARMACEUTICAL INDUSTRIES COM 881624209 25125.05 543950 SH SOLE 543950 TETRA TECHNOLOGIES, INC. COM 88162F105 829.22 52350 SH SOLE 52350 TETRA TECH INC COM 88162G103 805.88 41306 SH SOLE 41306 TEVA PHARMACEUT FIN LLC DBCV 88163VAE9 4162.40 4000000 SH SOLE 4000000 TEVA PHARMACEUT FIN LLC DBCV 0.500% 88164RAA5 3738.90 3000000 SH SOLE 3000000 TEVA PHARMACEUT FIN LLC DBCV 0.250% 2/0 88164RAB3 6137.10 4500000 SH SOLE 4500000 TEVA PHARMACEUT FIN LLC NOTE 88165FAA0 4881.34 4315000 SH SOLE 4315000 TEXAS INDUSTRIES INC COM 882491103 1971.60 32800 SH SOLE 32800 TEXAS INSTRUMENTS INC COM 882508104 4579.68 161998 SH SOLE 161998 TEXAS ROADHOUSE INC COM 882681109 5229.28 533600 SH SOLE 533600 TEXTRON INC COM 883203101 6207.26 112004 SH SOLE 112004 THERAGENICS CORP. COM 883375107 92.98 23600 SH SOLE 23600 THERMO FISHER CORP COM 883556102 109585.2 1927960 SH SOLE 1927960 THOMAS & BETTS CORP COM 884315102 334.60 9200 SH SOLE 9200 THORATEC CORPORATION COM NEW 885175307 2076.33 145300 SH SOLE 145300 3COM CORP COM 885535104 155.49 67900 SH SOLE 67900 3M CO COM 88579Y101 7695.27 97224 SH SOLE 97224 TIBCO SOFTWARE INC COM 88632Q103 6358.17 890500 SH SOLE 890500 TIDEWATER INC COM 886423102 545.03 9890 SH SOLE 9890 TIFFANY & CO COM 886547108 422.75 10104 SH SOLE 10104 TIM PARTICIPACOES SA COM 88706P106 6451.54 199800 SH SOLE 199800 TIME WARNER INC COM 887317105 20274.91 1446142 SH SOLE 1446142 TIME WARNER TELECOM INC COM 887319101 30302.46 1956260 SH SOLE 1956260 TIMKEN CO COM 887389104 517.12 17400 SH SOLE 17400 TI VO INC. COM 888706108 418.72 47800 SH SOLE 47800 TOLL BROTHERS INC COM 889478103 981.46 41800 SH SOLE 41800 TORCHMARK CORP COM 891027104 441.92 7352 SH SOLE 7352 TORO CO COM 891092108 2210.22 53400 SH SOLE 53400 TORTOISE ENERGY INFRASTRUCTURE COM 89147L100 915.99 30533 SH SOLE 30533 TORTOISE NORTH AMERICAN ENERGY COM 89147T103 549.57 24264 SH SOLE 24264 TOTAL SA SPONSORED ADR 89151E109 93806.93 1267490 SH SOLE 1267490 TOWER GROUP INC COM 891777104 2519.51 100100 SH SOLE 100100 TOYOTA MOTOR CORP COM 892331307 8272.98 82000 SH SOLE 82000 TRACTOR SUPPLY CO COM 892356106 2549.04 64500 SH SOLE 64500 TRADESTATION GROUP INC COM 89267P105 172.10 20200 SH SOLE 20200 TRANSOCEAN SEDCO FOREX NOTE 893830AU3 6592.80 6000000 SH SOLE 6000000 TRANSOCEAN SEDCO FOREX NOTE 893830AV1 6607.80 6000000 SH SOLE 6000000 TRANSOCEAN SEDCO FOREX NOTE 893830AW9 6615.00 6000000 SH SOLE 6000000 TRAVELERS COS INC/THE COM 89417E109 52467.19 1096493 SH SOLE 1096493 TREDEGAR CORP COM 894650100 276.79 15200 SH SOLE 15200 TREEHOUSE FOODS INC COM 89469A104 21520.40 941400 SH SOLE 941400 TRIARC COS COM 895927309 306.80 44400 SH SOLE 44400 TRIMBLE NAVIGATION LTD COM 896239100 5966.73 208700 SH SOLE 208700 TRINITY INDUSTRIES INC COM 896522109 382.96 14370 SH SOLE 14370 TRINITY INDUSTRIES INC NOTE 896522AF6 2116.00 2500000 SH SOLE 2500000 TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 129.26 25546 SH SOLE 25546 TRIUMPH GROUP INC COM 896818101 671.77 11800 SH SOLE 11800 TRIZETTO GROUP INC COM 896882107 3748.57 224600 SH SOLE 224600 TRONOX INC. - CLASS - B COM 897051207 114.27 29300 SH SOLE 29300 TRUSTCO BANK CORP NY COM 898349105 473.97 53315 SH SOLE 53315 TUESDAY MORNING CORP. COM 899035505 110.33 21300 SH SOLE 21300 TUPPERWARE BRANDS CORPORATION COM 899896104 3407.70 88100 SH SOLE 88100 TWEEN BRANDS INC COM 901166108 957.43 38700 SH SOLE 38700 TYSON FOODS INC COM 902494103 341.33 21400 SH SOLE 21400 UAL CORP COM 902549807 17033.22 791139 SH SOLE 791139 UCBH HOLDINGS INC COM 90262T308 571.13 73600 SH SOLE 73600 UDR INC COM 902653104 7260.37 296100 SH SOLE 296100 UGI CORP COM 902681105 6965.14 279500 SH SOLE 279500 UIL HOLDINGS CORP COM 902748102 538.27 17865 SH SOLE 17865 UMB FINANCIAL CORP. COM 902788108 5491.96 133300 SH SOLE 133300 UST INC COM 902911106 5888.32 108003 SH SOLE 108003 US BANCORP COM 902973304 16396.58 506693 SH SOLE 506693 URS CORP COM 903236107 483.81 14800 SH SOLE 14800 US AIRWAYS GROUP INC COM 90341W108 2479.65 278300 SH SOLE 278300 ULTRA PETROLEUM CORP COM 903914109 15345.00 198000 SH SOLE 198000 ULTRATECH INC COM 904034105 158.56 16500 SH SOLE 16500 UMPQUA HOLDINGS CORP COM 904214103 657.62 42400 SH SOLE 42400 UNIFIRST CORP/MA COM 904708104 378.31 10200 SH SOLE 10200 UNILEVER NV COM 904784709 29038.15 860900 SH SOLE 860900 UNION PACIFIC RAILROAD COM 907818108 37168.52 296447 SH SOLE 296447 UNISOURCE ENERGY CORP COM 909205106 556.50 25000 SH SOLE 25000 UNISYS CORP COM 909214108 112.77 25457 SH SOLE 25457 UNIT CORP COM 909218109 1880.78 33200 SH SOLE 33200 UNITED COMMUNITY BANKS/GA COM 90984P105 1996.84 117600 SH SOLE 117600 UNITED BANKSHARES NC COM 909907107 4669.08 175200 SH SOLE 175200 UNITED FIRE & CASUALTY CO COM 910331107 3208.92 85800 SH SOLE 85800 UNITED NATURAL FOODS INC COM 911163103 568.78 30400 SH SOLE 30400 UNITED ONLINE INC COM 911268100 504.76 47800 SH SOLE 47800 UNITED PARCEL SERVICE INC COM 911312106 5898.84 80784 SH SOLE 80784 UNITED RENTALS INC COM 911363109 254.71 13520 SH SOLE 13520 U-STORE-IT TRUST COM 91274F104 12557.60 1108350 SH SOLE 1108350 US STEEL CORP COM 912909108 14323.74 112901 SH SOLE 112901 UNITED STATIONERS INC COM 913004107 782.28 16400 SH SOLE 16400 UNITED TECHNOLOGIES CORP COM 913017109 51863.85 753616 SH SOLE 753616 UNITED THERAPEUTICS CORP. COM 91307C102 4742.49 54700 SH SOLE 54700 UNITEDHEALTH GROUP INC COM 91324P102 19263.10 560626 SH SOLE 560626 UNITRIN INC COM 913275103 328.83 9305 SH SOLE 9305 UNIVERSAL CORP COM 913456109 4254.86 64930 SH SOLE 64930 UNIVERSAL FOREST PRODUCTS INC COM 913543104 428.26 13300 SH SOLE 13300 UNIVERSAL HEALTH RLTY INCOME COM 91359E105 286.38 8600 SH SOLE 8600 UNIVERSAL HEALTH SERVICES INC COM 913903100 2534.16 47200 SH SOLE 47200 UNIVERSAL TECHNICAL INSTITUTE COM 913915104 174.77 14900 SH SOLE 14900 UNUM GROUP COM 91529Y106 610.53 27739 SH SOLE 27739 URBAN OUTFITTERS INC COM 917047102 2473.51 78900 SH SOLE 78900 URSTADT BIDDLE PROPERTIES COM 917286205 235.95 15000 SH SOLE 15000 VCA ANTECH INC COM 918194101 3667.63 134100 SH SOLE 134100 VF CORP COM 918204108 852.76 11002 SH SOLE 11002 VALEANT PHARMACEUTICALS COM 91911X104 208.48 16250 SH SOLE 16250 VALERO ENERGY CORP COM 91913Y100 22394.16 456000 SH SOLE 456000 VALMOUNT INDUSTRIES INC COM 920253101 1072.25 12200 SH SOLE 12200 VALSPAR CORP COM 920355104 356.72 17980 SH SOLE 17980 VALUECLICK, INC. COM 92046N102 300.15 17400 SH SOLE 17400 VARIAN INC COM 922206107 3423.07 59100 SH SOLE 59100 VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 1504.61 53450 SH SOLE 53450 VARIAN MEDICAL SYSTEMS INC COM 92220P105 15485.30 330600 SH SOLE 330600 VECTREN CORP COM 92240G101 20480.68 763350 SH SOLE 763350 VEECO INSTRUMENTS INC COM 922417100 375.83 22600 SH SOLE 22600 VENTAS INC COM 92276F100 13075.95 291159 SH SOLE 291159 VERISIGN INC COM 92343E102 1399.40 42100 SH SOLE 42100 VERIZON COMMUNICATIONS COM 92343V104 39637.88 1087459 SH SOLE 1087459 VERTEX PHARMACEUTICALS INC COM 92532F100 8053.79 337120 SH SOLE 337120 VIAD CORP COM 92552R406 518.54 14400 SH SOLE 14400 VIASAT INC COM 92552V100 408.33 18800 SH SOLE 18800 VIACOM INC - CLASS B COM 92553P201 17789.18 448995 SH SOLE 448995 VICOR CORP COM 925815102 162.38 13600 SH SOLE 13600 VIROPHARMA INC. COM 928241108 439.84 49200 SH SOLE 49200 VISHAY INTERTECHNOLOGY INC COM 928298108 301.56 33285 SH SOLE 33285 VITAL SIGNS INC COM 928469105 293.77 5800 SH SOLE 5800 VOLCOM INC COM 92864N101 2993.10 148100 SH SOLE 148100 VORNADO REALTY TRUST COM 929042109 27642.11 320637 SH SOLE 320637 VORNADO REALTY TRUST DBCV 929042AC3 5549.70 6500000 SH SOLE 6500000 VORONADO REALTY LP DEB 929043AC1 2797.00 2500000 SH SOLE 2500000 VORONADO REALTY LP DBCV 929043AE7 6256.60 7000000 SH SOLE 7000000 VULCAN MATERIALS COMPANY COM 929160109 773.62 11651 SH SOLE 11651 WD-40 CO COM 929236107 401.32 12070 SH SOLE 12070 WGL HOLDINGS INC COM 92924F106 291.10 9080 SH SOLE 9080 W-H ENERGY SERVICES INC COM 92925E108 1494.04 21700 SH SOLE 21700 WMS INDUSTRIES INC COM 929297109 48654.82 1352650 SH SOLE 1352650 WABASH NATIONAL CORP COM 929566107 194.18 21600 SH SOLE 21600 WACHOVIA CORP COM 929903102 34918.80 1293289 SH SOLE 1293289 WADDELL & REED FINANCIAL INC COM 930059100 3137.17 97640 SH SOLE 97640 WAL-MART STORES INC COM 931142103 76176.96 1446032 SH SOLE 1446032 WALGREEN CO. COM 931422109 2941.65 77229 SH SOLE 77229 WARNACO GROUP INC. COM 934390402 7671.08 194500 SH SOLE 194500 WASHINGTON FEDERAL INC COM 938824109 44781.58 1960665 SH SOLE 1960665 WASHINGTON MUTUAL INC COM 939322103 3007.70 292010 SH SOLE 292010 WASHINGTON POST COM 939640108 314.21 475 SH SOLE 475 WASHINGTON REIT COM 939653101 3088.00 92400 SH SOLE 92400 WASHINGTON REIT NOTE 939653AK7 1395.00 1500000 SH SOLE 1500000 WASTE CONNECTIONS INC COM 941053100 10019.70 325950 SH SOLE 325950 WASTE MANAGEMENT INC COM 94106L109 50306.03 1498988 SH SOLE 1498988 WATERS CORP COM 941848103 448.60 8054 SH SOLE 8054 WATSCO INC. COM 942622200 722.77 17450 SH SOLE 17450 WATSON PHARMACEUTICALS INC COM 942683103 255.11 8701 SH SOLE 8701 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 967.50 1000000 SH SOLE 1000000 WATSON WYATT WORLDWIDE INC. COM 942712100 7712.32 135900 SH SOLE 135900 WATTS WATER TECHNOLOGIES INC COM 942749102 588.63 21000 SH SOLE 21000 WAUSAU PAPER CORP COM 943315101 292.40 35400 SH SOLE 35400 WEBSENSE INC COM 947684106 598.12 31900 SH SOLE 31900 WEBSTER FINANCIAL CORP COM 947890109 260.58 9350 SH SOLE 9350 WEINGARTEN REALTY INVESTORS COM 948741103 5326.14 154650 SH SOLE 154650 WEINGARTEN REALTY INVESTORS NOTE 948741AF0 1102.61 1150000 SH SOLE 1150000 WELLCARE HEALTH PLANS INC COM 94946T106 288.23 7400 SH SOLE 7400 WELLPOINT INC COM 94973V107 27820.21 630415 SH SOLE 630415 WELLS FARGO & COMPANY COM 949746101 53583.28 1841350 SH SOLE 1841350 WELLS FARGO & COMPANY DBCV 949746FA4 4007.60 4000000 SH SOLE 4000000 WEST PHARMACEUTICAL SERVICES COM 955306105 999.59 22600 SH SOLE 22600 WESTAMERICA BANCOPORATION COM 957090103 20716.77 393855 SH SOLE 393855 WESTAR ENERGY INC COM 95709T100 401.20 17620 SH SOLE 17620 WESTERN DIGITAL CORP COM 958102105 1070.78 39600 SH SOLE 39600 WESTERN UNION CO COM 959802109 10488.44 493110 SH SOLE 493110 WEYERHAEUSER CO COM 962166104 1086.49 16705 SH SOLE 16705 WHIRLPOOL CORP COM 963320106 18603.72 214378 SH SOLE 214378 WHITNEY HOLDING CORP COM 966612103 1132.28 45675 SH SOLE 45675 WHOLE FOODS MARKET INC COM 966837106 2667.27 80900 SH SOLE 80900 JOHN WILEY & SONS INC CCLA 968223206 313.63 7900 SH SOLE 7900 WILLBROS GROUP INC COM 969199108 6775.94 221436 SH SOLE 221436 WILLIAMS COS INC COM 969457100 2248.01 68163 SH SOLE 68163 WILLIAMS-SONOMA INC. COM 969904101 380.81 15710 SH SOLE 15710 WILMINGTON TRUST CO COM 971807102 379.10 12190 SH SOLE 12190 WILSHIRE BANCORP INC COM 97186T108 95.50 12500 SH SOLE 12500 WIND RIVER SYSTEMS COM 973149107 107.19 13850 SH SOLE 13850 WINDSTREAM CORP COM 97381W104 429.17 35914 SH SOLE 35914 WINNEBAGO INDUSTRIES INC COM 974637100 348.14 20600 SH SOLE 20600 WINTHROP REALTY TRUST COM 976391102 163.56 39700 SH SOLE 39700 WINTRUST FINANCIAL CORP COM 97650W108 583.66 16700 SH SOLE 16700 WISCONSIN ENERGY CORP COM 976657106 9110.32 207100 SH SOLE 207100 WOLVERINE WORLD WIDE INC COM 978097103 8214.18 283150 SH SOLE 283150 WOODWARD GOVERNOR CO COM 980745103 4611.87 172600 SH SOLE 172600 WORLD ACCEPTANCE CORP COM 981419104 376.02 11806 SH SOLE 11806 WORLD FUEL SERVICES CORP COM 981475106 561.40 20000 SH SOLE 20000 WORTHINGTON INDUSTIES INC COM 981811102 200.75 11900 SH SOLE 11900 WRIGHT EXPRESS CORP COM 98233Q105 848.14 27600 SH SOLE 27600 WM WRIGLEY JR CO COM 982526105 2105.51 33506 SH SOLE 33506 WYETH COM 983024100 12379.29 296439 SH SOLE 296439 WYETH DBCV 1/1 983024AD2 5014.50 5000000 SH SOLE 5000000 WYNDHAM WORLDWIDE CORP COM 98310W108 288.05 13929 SH SOLE 13929 WYNN RESORTS LTD COM 983134107 20102.84 199750 SH SOLE 199750 X-RITE INC COM 983857103 124.17 20800 SH SOLE 20800 XTO ENERGY INC COM 98385X106 54528.66 881485 SH SOLE 881485 XCEL ENERGY INC COM 98389B100 971.24 48684 SH SOLE 48684 XILINX INC COM 983919101 17696.26 745106 SH SOLE 745106 XEROX CORP COM 984121103 1069.92 71471 SH SOLE 71471 YRC WORLDWIDE INC COM 984249102 133.82 10200 SH SOLE 10200 YAHOO INC COM 984332106 47127.78 1629028 SH SOLE 1629028 YAHOO INC FRNT 984332AB2 2822.40 2000000 SH SOLE 2000000 YELLOW ROADWAY CORP NOTE 985577AA3 885.00 1000000 SH SOLE 1000000 YELLOW ROADWAY CORP NOTE 3.375% 985577AB1 1160.70 1500000 SH SOLE 1500000 YUM! BRANDS INC COM 988498101 38633.95 1038268 SH SOLE 1038268 ZALE CORP COM 988858106 592.80 30000 SH SOLE 30000 ZEBRA TECHNOLOGIES CORP. COM 989207105 5477.80 164400 SH SOLE 164400 ZENITH NATIONAL INSURANCE CORP COM 989390109 932.36 26000 SH SOLE 26000 ZIMMER HOLDINGS INC COM 98956P102 16359.86 210119 SH SOLE 210119 ZIONS BANCORPORATION COM 989701107 15871.98 348452 SH SOLE 348452 ZOLL MEDICAL CORP. COM 989922109 1582.10 59500 SH SOLE 59500 ACE LTD COM G0070K103 6538.76 118757 SH SOLE 118757 AMDOCS LTD COM G02602103 15546.95 548200 SH SOLE 548200 ASPEN INSURANCE HOLDINGS LTD COM G05384105 2107.76 79900 SH SOLE 79900 AXIS CAPITAL HOLDINGS LTD COM G0692U109 737.36 21700 SH SOLE 21700 ACCENTURE LTD COM G1150G111 84935.65 2415003 SH SOLE 2415003 BUNGE LIMITED COM G16962105 14348.23 165150 SH SOLE 165150 CASTLEPOINT HOLDINGS LTD COM G19522112 937.97 96400 SH SOLE 96400 COOPER INDUSTRIES LTD COM G24182100 574.30 14304 SH SOLE 14304 ENDURANCE SPECIALTY HOLDINGS COM G30397106 8037.36 219600 SH SOLE 219600 EVEREST RE GROUP LTD COM G3223R108 4861.92 54305 SH SOLE 54305 FOSTER WHEELER LTD COM G36535139 38750.72 684400 SH SOLE 684400 INGERSOLL-RAND CO LTD COM G4776G101 2688.53 60308 SH SOLE 60308 IPC HOLDINGS LTD COM G4933P101 1209.60 43200 SH SOLE 43200 LAZARD LTD COM G54050102 4117.96 107800 SH SOLE 107800 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 35202.13 3235490 SH SOLE 3235490 NABORS INDUSTRIES LTD COM G6359F103 760.02 22506 SH SOLE 22506 NOBLE CORPORATION COM G65422100 29529.21 594508 SH SOLE 594508 PARTNERRE LTD COM G6852T105 10140.27 132900 SH SOLE 132900 PLATINUM UNDERWRITERS HOLDINGS PFD CONV G7127P142 893.10 30000 SH SOLE 30000 SEAGATE TECHNOLOGY INC COM G7945J104 9278.51 443100 SH SOLE 443100 SECURITY CAPITAL ASSURANCE COM G8018D107 7.95 15300 SH SOLE 15300 WEATHERFORD INTERNATIONAL LTD COM G95089101 50942.78 702950 SH SOLE 702950 XL CAPITAL LTD COM G98255105 413.81 14004 SH SOLE 14004 ALCON INC COM H01301102 18670.31 131250 SH SOLE 131250 ORTHOFIX INTERNATIONAL N.V. COM N6748L102 1184.27 29778 SH SOLE 29778 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 24406.86 741850 SH SOLE 741850 GRAND TOTAL $13786732
-----END PRIVACY-ENHANCED MESSAGE-----