0001193125-11-137790.txt : 20110513
0001193125-11-137790.hdr.sgml : 20110513
20110512173555
ACCESSION NUMBER: 0001193125-11-137790
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110513
DATE AS OF CHANGE: 20110512
EFFECTIVENESS DATE: 20110513
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: 11836938
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
d13fhr.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: 03/31/11
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 5/13/2011
------------------------- ----------------------- ----------
[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 Manager: One
Form 13F Information Table Entry Total: 2,175
Form 13F Information Table Value Total: $13,594,718
(thousands)
List of Other Included Managers:
1. Thrivent Asset Management, LLC, Form 13F Filing Number 28-11983
VOTING AUTHORITY
VALUE SHARES/ SH/ PUT/ INVSTMT ----------------
NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE
--------------------------- --------------- --------- -------- ------- --- ---- ------- -------- ---------------
AAR CORP COM 000361105 476.78 17200 SH SOLE 17200
ABM INDUSTRIES INC COM 000957100 865.79 34100 SH SOLE 34100
AFLAC INC COM 001055102 9410.67 178300 SH DEFINED 1 178300
AFLAC INC COM 001055102 23022.63 436200 SH SOLE 436200
AGCO CORP COM 001084102 413.92 7530 SH SOLE 7530
AGCO CORP NOTE 1.750%12/3 001084AL6 3220.96 1312000 SH SOLE 1312000
AGCO CORP NOTE 1.250%12/1 001084AM4 2225.62 1500000 SH SOLE 1500000
AGL RESOURCES INC COM 001204106 211.15 5300 SH DEFINED 1 5300
AGL RESOURCES INC COM 001204106 877.47 22025 SH SOLE 22025
AES CORP COM 00130H105 491.41 37801 SH SOLE 37801
ALERIAN MLP ETF ALERIAN MLP 00162Q866 0.00 85550 SH DEFINED 1 85550
ALERIAN MLP ETF ALERIAN MLP 00162Q866 0.00 49950 SH SOLE 49950
AMB PROPERTY CORP COM 00163T109 1996.08 55493 SH DEFINED 1 55493
AMB PROPERTY CORP COM 00163T109 9016.74 250674 SH SOLE 250674
AMN HEALTHCARE SERVICES INC COM 001744101 147.22 17000 SH SOLE 17000
AT&T INC COM 00206R102 24215.66 791103 SH DEFINED 1 791103
AT&T INC COM 00206R102 31510.51 1029419 SH SOLE 1029419
ATMI INC COM 00207R101 258.79 13700 SH SOLE 13700
AZZ INC COM 002474104 246.24 5400 SH SOLE 5400
ABAXIS INC COM 002567105 282.63 9800 SH SOLE 9800
ABBOTT LABORATORIES COM 002824100 23442.27 477926 SH DEFINED 1 477926
ABBOTT LABORATORIES COM 002824100 40575.63 827230 SH SOLE 827230
ABERCROMBIE & FITCH CO CL A 002896207 4831.01 82300 SH DEFINED 1 82300
ABERCROMBIE & FITCH CO CL A 002896207 6515.70 111000 SH SOLE 111000
ACADIA REALTY TRUST COM SH BEN INT 004239109 343.88 18176 SH DEFINED 1 18176
ACADIA REALTY TRUST COM SH BEN INT 004239109 1699.37 89819 SH SOLE 89819
ACTUANT CORP CL A NEW 00508X203 861.30 29700 SH SOLE 29700
ACUITY BRANDS INC COM 00508Y102 204.71 3500 SH SOLE 3500
ADOBE SYSTEMS INC COM 00724F101 699.67 21100 SH SOLE 21100
ADTRAN INC COM 00738A106 219.94 5180 SH SOLE 5180
ADVANCE AUTO PARTS COM 00751Y106 203.42 3100 SH DEFINED 1 3100
ADVANCE AUTO PARTS COM 00751Y106 787.44 12000 SH SOLE 12000
AECOM TECHNOLOGY CORP COM 00766T100 4336.97 156400 SH DEFINED 1 156400
AECOM TECHNOLOGY CORP COM 00766T100 7359.54 265400 SH SOLE 265400
AEROPOSTALE INC COM 007865108 322.24 13250 SH SOLE 13250
ADVANCED MICRO DEVICES INC COM 007903107 1687.32 196200 SH DEFINED 1 196200
ADVANCED MICRO DEVICES INC COM 007903107 5009.50 582500 SH SOLE 582500
ADVANCED ENERGY INDUSTRIES COM 007973100 274.68 16800 SH SOLE 16800
AEROVIRONMENT INC COM 008073108 227.30 6500 SH SOLE 6500
AETNA INC COM 00817Y108 13675.05 365350 SH DEFINED 1 365350
AETNA INC COM 00817Y108 21106.85 563902 SH SOLE 563902
AFFILIATED MANAGERS GROUP COM 008252108 8405.95 76858 SH DEFINED 1 76858
AFFILIATED MANAGERS GROUP COM 008252108 12813.02 117153 SH SOLE 117153
AFFILIATED MANAGERS GROUP NOTE 3.950% 8/1 008252AL2 13057.96 11125000 SH SOLE 11125000
AFFYMETRIX INC COM 00826T108 159.42 30600 SH SOLE 30600
AGILENT TECHNOLOGIES INC COM 00846U101 639.36 14278 SH SOLE 14278
AGREE REALTY CORP COM 008492100 205.41 9150 SH SOLE 9150
AIR METHODS CORP COM PAR $.06 009128307 322.80 4800 SH SOLE 4800
AIR PRODUCTS & CHEMICALS INC COM 009158106 802.60 8900 SH SOLE 8900
AIRGAS INC COM 009363102 205.90 3100 SH SOLE 3100
AIRTRAN HOLDINGS INC COM 00949P108 76.73 10300 SH SOLE 10300
AKAMAI TECHNOLOGIES COM 00971T101 17787.57 468094 SH DEFINED 1 468094
AKAMAI TECHNOLOGIES COM 00971T101 25742.87 677444 SH SOLE 677444
ALASKA AIR GROUP INC COM 011659109 247.33 3900 SH DEFINED 1 3900
ALASKA AIR GROUP INC COM 011659109 421.10 6640 SH SOLE 6640
ALBANY INTL CORP CL A 012348108 298.80 12000 SH SOLE 12000
ALBEMARLE CORP COM 012653101 14571.92 243800 SH DEFINED 1 243800
ALBEMARLE CORP COM 012653101 11483.01 192120 SH SOLE 192120
ALBERTO-CULVER COMPANY COM 013078100 249.70 6700 SH SOLE 6700
ALCOA INC COM 013817101 1691.89 95804 SH SOLE 95804
ALCOA INC NOTE 5.250% 3/1 013817AT8 21131.24 7500000 SH SOLE 7500000
ALEXANDER'S INC COM 014752109 406.95 1000 SH SOLE 1000
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 1621.77 20800 SH DEFINED 1 20800
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 7056.28 90500 SH SOLE 90500
ALEXION PHARMACEUTICALS INC COM 015351109 16972.96 172000 SH DEFINED 1 172000
ALEXION PHARMACEUTICALS INC COM 015351109 14288.86 144800 SH SOLE 144800
ALIGN TECHNOLOGY INC COM 016255101 8916.54 435378 SH DEFINED 1 435378
ALIGN TECHNOLOGY INC COM 016255101 13723.87 670111 SH SOLE 670111
ALLEGHENY TECHNOLOGIES INC COM 01741R102 18095.46 267210 SH DEFINED 1 267210
ALLEGHENY TECHNOLOGIES INC COM 01741R102 18727.96 276550 SH SOLE 276550
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 301.75 172000 SH DEFINED 1 172000
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 13338.51 7603000 SH SOLE 7603000
ALLEGIANT TRAVEL CO COM 01748X102 284.76 6500 SH SOLE 6500
ALLERGAN INC COM 018490102 15913.38 224069 SH DEFINED 1 224069
ALLERGAN INC COM 018490102 36490.07 513800 SH SOLE 513800
ALLETE INC COM NEW 018522300 527.38 13533 SH SOLE 13533
ALLIANCE DATA SYSTEMS CORP COM 018581108 18088.43 210600 SH DEFINED 1 210600
ALLIANCE DATA SYSTEMS CORP COM 018581108 13785.34 160500 SH SOLE 160500
ALLIANCE ONE INTERNATIONAL INC COM 018772103 151.95 37800 SH SOLE 37800
ALLIANT ENERGY CORP COM 018802108 7824.93 201000 SH DEFINED 1 201000
ALLIANT ENERGY CORP COM 018802108 6461.52 165978 SH SOLE 165978
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 227.46 204000 SH DEFINED 1 204000
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 1807.41 1621000 SH SOLE 1621000
ALLIANT TECHSYSTEMS INC NOTE 2.750% 9/1 018804AN4 1328.40 1312000 SH SOLE 1312000
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 312.75 14900 SH SOLE 14900
ALLSTATE CORP COM 020002101 2890.70 90960 SH DEFINED 1 90960
ALLSTATE CORP COM 020002101 4567.42 143720 SH SOLE 143720
ALPHA NATURAL RESOURCES INC COM 02076X102 18454.03 310831 SH DEFINED 1 310831
ALPHA NATURAL RESOURCES INC COM 02076X102 19691.18 331669 SH SOLE 331669
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 3733.27 2735000 SH SOLE 2735000
ALTERA CORP COM 021441100 1901.66 43200 SH DEFINED 1 43200
ALTERA CORP COM 021441100 3332.31 75700 SH SOLE 75700
ALTRIA GROUP INC COM 02209S103 1704.96 65500 SH DEFINED 1 65500
ALTRIA GROUP INC COM 02209S103 2660.26 102200 SH SOLE 102200
AMAZON.COM INC COM 023135106 31647.21 175691 SH DEFINED 1 175691
AMAZON.COM INC COM 023135106 51751.34 287300 SH SOLE 287300
AMCOL INTERNATIONAL CORP COM 02341W103 395.78 11000 SH SOLE 11000
AMEDISYS INC COM 023436108 449.15 12833 SH SOLE 12833
AMEREN CORP COM 023608102 623.15 22200 SH SOLE 22200
AMERICA MOVIL SPON ADR L SHS 02364W105 249.83 4300 SH SOLE 4300
AMERICAN ASSETS TRUST INC COM 024013104 266.93 12550 SH DEFINED 1 12550
AMERICAN ASSETS TRUST INC COM 024013104 1160.27 54550 SH SOLE 54550
AMERICAN CAMPUS COMMUNITIES COM 024835100 1032.83 31298 SH DEFINED 1 31298
AMERICAN CAMPUS COMMUNITIES COM 024835100 4001.87 121269 SH SOLE 121269
AMERICAN CAPITAL AGENCY CORP COM 02503X105 160.27 11000 SH DEFINED 1 11000
AMERICAN CAPITAL AGENCY CORP COM 02503X105 472.06 32400 SH SOLE 32400
AMERICAN ELECTRIC POWER CO INC COM 025537101 34195.57 973124 SH DEFINED 1 973124
AMERICAN ELECTRIC POWER CO INC COM 025537101 32823.57 934080 SH SOLE 934080
AMERICAN EAGLE OUTFITTERS COM 02553E106 4028.11 253500 SH DEFINED 1 253500
AMERICAN EAGLE OUTFITTERS COM 02553E106 6144.34 386680 SH SOLE 386680
AMERICAN EXPRESS CO COM 025816109 1582.00 35000 SH DEFINED 1 35000
AMERICAN EXPRESS CO COM 025816109 6450.04 142700 SH SOLE 142700
AMERICAN FINANCIAL GROUP INC COM 025932104 214.84 6135 SH SOLE 6135
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 213.89 6087 SH SOLE 6087
AMERICAN MEDICAL SYS HOLDINGS COM 02744M108 720.61 33300 SH SOLE 33300
AMERICAN MEDICAL SYS HOLDINGS NOTE 4.000% 9/1 02744MAB4 3353.12 2500000 SH SOLE 2500000
AMERICAN PUBLIC EDUCATION INC COM 02913V103 327.64 8100 SH SOLE 8100
AMERICAN SCIENCE & ENGINEERING COM 029429107 360.20 3900 SH SOLE 3900
AMERICAN STATES WATER CO COM 029899101 288.67 8050 SH SOLE 8050
AMERICAN TOWER CORP CL A 029912201 2010.61 38800 SH DEFINED 1 38800
AMERICAN TOWER CORP CL A 029912201 6555.23 126500 SH SOLE 126500
AMERICAN WATER WORKS CO INC COM 030420103 254.89 9087 SH SOLE 9087
AMERISOURCEBERGEN CORP COM 03073E105 2575.35 65100 SH DEFINED 1 65100
AMERISOURCEBERGEN CORP COM 03073E105 5506.75 139200 SH SOLE 139200
AMERIGROUP CORP COM 03073T102 1471.32 22900 SH SOLE 22900
AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 4619.99 3000000 SH SOLE 3000000
AMERIPRISE FINANCIAL INC COM 03076C106 16545.35 270880 SH DEFINED 1 270880
AMERIPRISE FINANCIAL INC COM 03076C106 17252.66 282460 SH SOLE 282460
AMETEK INC COM 031100100 735.04 16755 SH SOLE 16755
AMGEN INC COM 031162100 1798.59 33650 SH DEFINED 1 33650
AMGEN INC COM 031162100 7263.42 135892 SH SOLE 135892
AMGEN INC NOTE 0.375% 2/0 031162AQ3 4993.75 5000000 SH SOLE 5000000
AMPHENOL CORP CL A 032095101 391.60 7200 SH SOLE 7200
AMSURG CORP COM 03232P405 387.96 15250 SH SOLE 15250
ANADARKO PETROLEUM CORP COM 032511107 1680.01 20508 SH SOLE 20508
ANALOG DEVICES INC COM 032654105 819.10 20800 SH DEFINED 1 20800
ANALOG DEVICES INC COM 032654105 1220.78 31000 SH SOLE 31000
ANALOGIC CORP COM PAR $0.05 032657207 316.68 5600 SH SOLE 5600
ANDERSONS INC/THE COM 034164103 389.76 8000 SH SOLE 8000
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 31875.01 557548 SH DEFINED 1 557548
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 42091.46 736251 SH SOLE 736251
ANIXTER INTERNATIONAL INC COM 035290105 859.64 12300 SH SOLE 12300
ANNALY MORTGAGE MANAGEMENT INC COM 035710409 1060.96 60800 SH DEFINED 1 60800
ANNALY MORTGAGE MANAGEMENT INC COM 035710409 645.65 37000 SH SOLE 37000
ANSYS, INC. COM 03662Q105 2200.11 40600 SH DEFINED 1 40600
ANSYS, INC. COM 03662Q105 3413.97 63000 SH SOLE 63000
ANWORTH MORTGAGE ASSET CORP COM 037347101 911.06 128500 SH DEFINED 1 128500
ANWORTH MORTGAGE ASSET CORP COM 037347101 563.65 79500 SH SOLE 79500
AON CORP COM 037389103 12978.37 245060 SH DEFINED 1 245060
AON CORP COM 037389103 13560.14 256045 SH SOLE 256045
APACHE CORP COM 037411105 75724.78 578405 SH DEFINED 1 578405
APACHE CORP COM 037411105 93611.46 715028 SH SOLE 715028
APACHE CORP PFD CONV SER D 037411808 425.25 6000 SH DEFINED 1 6000
APACHE CORP PFD CONV SER D 037411808 2055.37 29000 SH SOLE 29000
APARTMENT INVT & MGMT CO CL A 03748R101 1116.83 43849 SH DEFINED 1 43849
APARTMENT INVT & MGMT CO CL A 03748R101 4752.62 186597 SH SOLE 186597
APOGEE ENTERPRISES, INC. COM 037598109 160.91 12200 SH SOLE 12200
APOLLO GROUP INC CL A 037604105 1418.14 34000 SH SOLE 34000
APOLLO INVESTMENT CORP COM 03761U106 182.18 15100 SH SOLE 15100
APOLLO COMMERCIAL REAL ESTATE COM 03762U105 187.20 11450 SH SOLE 11450
APPLE INC COM 037833100 93155.01 267297 SH DEFINED 1 267297
APPLE INC COM 037833100 158922.2 456008 SH SOLE 456008
APPLIED INDUSTRIAL TECH INC COM 03820C105 671.85 20200 SH DEFINED 1 20200
APPLIED INDUSTRIAL TECH INC COM 03820C105 1182.39 35550 SH SOLE 35550
APPLIED MATERIALS INC COM 038222105 907.52 58100 SH SOLE 58100
APTARGROUP INC COM 038336103 265.68 5300 SH SOLE 5300
AQUA AMERICA INC COM 03836W103 241.85 10566 SH SOLE 10566
ARBITRON INC COM 03875Q108 548.41 13700 SH SOLE 13700
ARCH CHEMICALS INC COM 03937R102 794.36 19100 SH SOLE 19100
ARCH COAL INC COM 039380100 12331.66 342166 SH DEFINED 1 342166
ARCH COAL INC COM 039380100 18662.62 517831 SH SOLE 517831
ARCELORMITTAL NOTE 5.000% 5/1 03938LAK0 1450.00 1000000 SH SOLE 1000000
ARCHER-DANIELS-MIDLAND CO COM 039483102 6514.64 180912 SH SOLE 180912
ARCHER-DANIELS-MIDLAND CO UNIT 99/99/9999 039483201 1128.75 25000 SH SOLE 25000
ARCHER-DANIELS-MIDLAND CO NOTE 0.875% 2/1 039483AW2 262.61 235000 SH DEFINED 1 235000
ARCHER-DANIELS-MIDLAND CO NOTE 0.875% 2/1 039483AW2 2391.45 2140000 SH SOLE 2140000
ARES CAPITAL CORP COM 04010L103 1059.21 62500 SH DEFINED 1 62500
ARES CAPITAL CORP COM 04010L103 677.90 40000 SH SOLE 40000
ARKANSAS BEST CORP COM 040790107 285.12 11000 SH SOLE 11000
ARQULE INC COM 04269E107 136.37 19100 SH SOLE 19100
ARRIS GROUP INC COM 04269Q100 670.41 52623 SH SOLE 52623
ARROW ELECTRONICS INC COM 042735100 379.85 9070 SH SOLE 9070
ARTIO GLOBAL INVESTORS INC COM CL A 04315B107 180.99 11200 SH DEFINED 1 11200
ARTIO GLOBAL INVESTORS INC COM CL A 04315B107 329.66 20400 SH SOLE 20400
ASHFORD HOSPITALITY TRUST COM SHS 044103109 245.08 22240 SH DEFINED 1 22240
ASHFORD HOSPITALITY TRUST COM SHS 044103109 978.83 88824 SH SOLE 88824
ASHLAND INC COM 044209104 363.88 6300 SH SOLE 6300
ASSOCIATED BANC-CORP COM 045487105 197.40 13293 SH SOLE 13293
ASSOCIATED ESTATES REALTY CORP COM 045604105 200.91 12652 SH DEFINED 1 12652
ASSOCIATED ESTATES REALTY CORP COM 045604105 906.74 57100 SH SOLE 57100
ASTEC INDUSTRIES INC COM 046224101 320.69 8600 SH SOLE 8600
ATMEL CORP COM 049513104 6610.38 484988 SH DEFINED 1 484988
ATMEL CORP COM 049513104 9110.68 668429 SH SOLE 668429
ATMOS ENERGY CORP COM 049560105 208.01 6100 SH DEFINED 1 6100
ATMOS ENERGY CORP COM 049560105 620.62 18200 SH SOLE 18200
ATWOOD OCEANICS INC COM 050095108 208.93 4500 SH SOLE 4500
AUTODESK INC COM 052769106 1958.48 44400 SH SOLE 44400
AUTOLIV INC COM 052800109 21883.00 294800 SH DEFINED 1 294800
AUTOLIV INC COM 052800109 18468.42 248800 SH SOLE 248800
AUTOMATIC DATA PROCESSNG COM 053015103 1051.85 20500 SH SOLE 20500
AUTOZONE INC COM 053332102 328.27 1200 SH SOLE 1200
AVALONBAY COMMUNITIES INC COM 053484101 3716.83 30953 SH DEFINED 1 30953
AVALONBAY COMMUNITIES INC COM 053484101 15919.84 132577 SH SOLE 132577
AVID TECHNOLOGY INC. COM 05367P100 281.27 12613 SH SOLE 12613
AVISTA CORP COM 05379B107 1181.94 51100 SH DEFINED 1 51100
AVISTA CORP COM 05379B107 2173.27 93959 SH SOLE 93959
AVNET INC COM 053807103 3450.24 101210 SH DEFINED 1 101210
AVNET INC COM 053807103 5540.88 162537 SH SOLE 162537
AVIVA PLC ADR 05382A104 146.84 10400 SH SOLE 10400
AVON PRODUCTS INC COM 054303102 3593.61 132900 SH DEFINED 1 132900
AVON PRODUCTS INC COM 054303102 5729.77 211900 SH SOLE 211900
BB&T CORPORATION COM 054937107 793.30 28900 SH SOLE 28900
B&G FOODS INC COM 05508R106 431.71 23000 SH SOLE 23000
BHP BILLITON PLC SPONSORED ADR 05545E209 222.88 2800 SH DEFINED 1 2800
BHP BILLITON PLC SPONSORED ADR 05545E209 398.00 5000 SH SOLE 5000
BJ'S WHOLESALE CLUB INC. COM 05548J106 4232.69 86700 SH DEFINED 1 86700
BJ'S WHOLESALE CLUB INC. COM 05548J106 5971.85 122324 SH SOLE 122324
BP PLC SPONSORED ADR 055622104 17150.15 388540 SH DEFINED 1 388540
BP PLC SPONSORED ADR 055622104 15325.92 373705 SH SOLE 373705
BRE PROPERTIES INC CL A 05564E106 868.11 18400 SH DEFINED 1 18400
BRE PROPERTIES INC CL A 05564E106 4160.19 88177 SH SOLE 88177
BMC SOFTWARE INC COM 055921100 1810.53 36400 SH SOLE 36400
BADGER METER INC COM 056525108 267.86 6500 SH SOLE 6500
BAIDU.COM SPON ADR REP A 056752108 11169.50 81050 SH DEFINED 1 81050
BAIDU.COM SPON ADR REP A 056752108 18115.12 131450 SH SOLE 131450
BAKER HUGHES INC COM 057224107 66573.91 906631 SH DEFINED 1 906631
BAKER HUGHES INC COM 057224107 79168.11 1078144 SH SOLE 1078144
BALCHEM CORP COM 057665200 551.54 14700 SH SOLE 14700
BALL CORP COM 058498106 261.70 7300 SH SOLE 7300
BANCO SANTANDER SA ADR 05964H105 120.61 10300 SH DEFINED 1 10300
BANCO SANTANDER SA ADR 05964H105 216.63 18500 SH SOLE 18500
BANK OF AMERICA CORP COM 060505104 26781.16 2009090 SH DEFINED 1 2009090
BANK OF AMERICA CORP COM 060505104 32639.76 2448594 SH SOLE 2448594
BANK MUTUAL CORP COM 063750103 83.75 19800 SH SOLE 19800
BANK OF THE OZARKS COM 063904106 249.14 5700 SH SOLE 5700
BANK OF NEW YORK MELLON CORP COM 064058100 1542.87 51653 SH SOLE 51653
BARD (C.R.) INC COM 067383109 45899.74 461954 SH DEFINED 1 461954
BARD (C.R.) INC COM 067383109 46475.13 467745 SH SOLE 467745
BARNES GROUP INC COM 067806109 409.24 19600 SH SOLE 19600
BILL BARRETT CORP NOTE 5.000% 3/1 06846NAA2 1026.25 1000000 SH SOLE 1000000
BASIC ENERGY SERVICES INC COM 06985P100 257.65 10100 SH SOLE 10100
BAXTER INTERNATIONAL INC COM 071813109 9506.53 176800 SH DEFINED 1 176800
BAXTER INTERNATIONAL INC COM 071813109 24701.93 459400 SH SOLE 459400
BE AEROSPACE INC COM 073302101 7117.01 200310 SH DEFINED 1 200310
BE AEROSPACE INC COM 073302101 9721.22 273606 SH SOLE 273606
BECKMAN COULTER INC COM 075811109 467.68 5630 SH SOLE 5630
BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 261.15 219000 SH DEFINED 1 219000
BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 10292.46 8631000 SH SOLE 8631000
BECTON DICKINSON AND CO COM 075887109 764.35 9600 SH SOLE 9600
BED BATH & BEYOND INC COM 075896100 1814.95 37600 SH SOLE 37600
BELDEN INC COM 077454106 770.71 20525 SH SOLE 20525
BENCHMARK ELECTRONICS INC. COM 08160H101 503.65 26550 SH SOLE 26550
WR BERKLEY CORP COM 084423102 19627.16 609350 SH DEFINED 1 609350
WR BERKLEY CORP COM 084423102 13944.27 459975 SH SOLE 459975
BERKSHIRE HATHAWAY INC CL B NEW 084670702 6006.20 71819 SH SOLE 71819
BEST BUY CO INC COM 086516101 1364.20 47500 SH DEFINED 1 47500
BEST BUY CO INC COM 086516101 4264.92 148500 SH SOLE 148500
BEST BUY CO INC SDCV 2.250% 1/1 086516AF8 6703.12 6500000 SH SOLE 6500000
BHP BILLITON LTD SPONSORED ADR 088606108 949.21 9900 SH DEFINED 1 9900
BHP BILLITON LTD SPONSORED ADR 088606108 843.74 8800 SH SOLE 8800
BIGLARI HOLDINGS INC COM 08986R101 260.48 615 SH SOLE 615
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 237.86 10600 SH SOLE 10600
BIOGEN IDEC INC COM 09062X103 2320.84 31589 SH DEFINED 1 31589
BIOGEN IDEC INC COM 09062X103 3680.77 50099 SH SOLE 50099
BIOMED REALTY TRUST INC COM 09063H107 939.64 49403 SH DEFINED 1 49403
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CBS CORP CL B 124857202 706.97 28234 SH SOLE 28234
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CIT GROUP INC COM NEW 125581801 420.94 9893 SH DEFINED 1 9893
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CLECO CORP COM 12561W105 503.20 14675 SH SOLE 14675
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CARMAX INC COM 143130102 301.74 9400 SH SOLE 9400
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CLOROX CO COM 189054109 4050.04 57800 SH DEFINED 1 57800
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COPART, INC. COM 217204106 207.98 4800 SH SOLE 4800
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CREE INC COM 225447101 401.59 8700 SH SOLE 8700
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CYMER INC COM 232572107 741.19 13100 SH SOLE 13100
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DR HORTON INC COM 23331A109 186.40 16000 SH DEFINED 1 16000
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DR HORTON INC NOTE 2.000% 5/1 23331ABB4 6850.53 5983000 SH SOLE 5983000
DSP GROUP, INC. COM 23332B106 77.77 10100 SH SOLE 10100
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DEERE & CO COM 244199105 2964.83 30600 SH DEFINED 1 30600
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DELL INC COM 24702R101 1017.15 70100 SH SOLE 70100
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DELTA AIR LINES INC COM NEW 247361702 1818.63 185575 SH SOLE 185575
DELTIC TIMBER CORP COM 247850100 314.14 4700 SH SOLE 4700
DENBURY RESOURCES INC COM NEW 247916208 407.48 16700 SH SOLE 16700
DELUXE CORP COM 248019101 8325.06 313680 SH DEFINED 1 313680
DELUXE CORP COM 248019101 12351.68 465399 SH SOLE 465399
DENDREON CORP. COM 24823Q107 803.13 21457 SH DEFINED 1 21457
DENDREON CORP. COM 24823Q107 770.60 20588 SH SOLE 20588
DENTSPLY INTERNATIONAL INC COM 249030107 218.24 5900 SH SOLE 5900
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DEVON ENERGY CORPORATION COM 25179M103 642.39 7000 SH DEFINED 1 7000
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DEX ONE CORP COM 25212W100 578.17 119458 SH SOLE 119458
DIAGEO PLC SPON ADR NEW 25243Q205 15404.29 202103 SH DEFINED 1 202103
DIAGEO PLC SPON ADR NEW 25243Q205 16513.29 216653 SH SOLE 216653
DIAMOND FOODS INC COM 252603105 909.54 16300 SH DEFINED 1 16300
DIAMOND FOODS INC COM 252603105 1445.22 25900 SH SOLE 25900
DIAMOND OFFSHORE DRILLING COM 25271C102 217.56 2800 SH SOLE 2800
DIAMONDROCK HOSPITALITY CO COM 252784301 728.86 65252 SH DEFINED 1 65252
DIAMONDROCK HOSPITALITY CO COM 252784301 3781.61 338551 SH SOLE 338551
DICK'S SPORTING GOODS INC COM 253393102 279.86 7000 SH SOLE 7000
DIGI INTERNATIONAL INC COM 253798102 115.10 10900 SH SOLE 10900
DIGITAL REALTY TRUST INC COM 253868103 2606.12 44825 SH DEFINED 1 44825
DIGITAL REALTY TRUST INC COM 253868103 9853.80 169484 SH SOLE 169484
DIME COMMUNITY BANCSHARES COM 253922108 176.75 11975 SH SOLE 11975
DINEEQUITY INC COM 254423106 373.86 6800 SH SOLE 6800
DIODES INC COM 254543101 536.44 15750 SH SOLE 15750
DIONEX CORP. COM 254546104 908.98 7700 SH SOLE 7700
WALT DISNEY COMPANY COM DISNEY 254687106 44755.85 1038660 SH DEFINED 1 1038660
WALT DISNEY COMPANY COM DISNEY 254687106 56198.06 1304202 SH SOLE 1304202
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DISCOVERY COMMUNICATIONS COM SER A 25470F104 2144.62 53750 SH DEFINED 1 53750
DISCOVERY COMMUNICATIONS COM SER A 25470F104 3573.04 89550 SH SOLE 89550
DIRECTV COM CL A 25490A101 1619.28 34600 SH SOLE 34600
THE DOLAN COMPANY COM 25659P402 160.24 13200 SH SOLE 13200
DOLLAR TREE INC COM 256746108 17848.84 321485 SH DEFINED 1 321485
DOLLAR TREE INC COM 256746108 18799.90 338615 SH SOLE 338615
DOMINION RESOURCES INC COM 25746U109 1966.39 43991 SH DEFINED 1 43991
DOMINION RESOURCES INC COM 25746U109 2921.36 65355 SH SOLE 65355
DOMINION RESOURCES INC NOTE 2.125%12/1 25746UAT6 3584.33 2814000 SH SOLE 2814000
DOMTAR CORP COM NEW 257559203 229.45 2500 SH DEFINED 1 2500
DOMTAR CORP COM NEW 257559203 587.39 6400 SH SOLE 6400
DONALDSON COMPANY, INC. COM 257651109 373.86 6100 SH SOLE 6100
RR DONNELLEY & SONS CO COM 257867101 493.81 26100 SH DEFINED 1 26100
RR DONNELLEY & SONS CO COM 257867101 459.75 24300 SH SOLE 24300
DOUGLAS EMMETT INC COM 25960P109 920.49 49093 SH DEFINED 1 49093
DOUGLAS EMMETT INC COM 25960P109 3493.12 186300 SH SOLE 186300
DOVER CORP COM 260003108 506.19 7700 SH SOLE 7700
DOW CHEMICAL CO/THE COM 260543103 16397.39 434368 SH DEFINED 1 434368
DOW CHEMICAL CO/THE COM 260543103 18514.11 490440 SH SOLE 490440
DR PEPPER SNAPPLE GROUP COM 26138E109 1791.11 48200 SH SOLE 48200
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DREAMWORKS ANIMATION SKG-A CL A 26153C103 5063.70 181300 SH SOLE 181300
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DRESSER-RAND GROUP INC COM 261608103 6112.68 114000 SH SOLE 114000
DRIL-QUIP INC COM 262037104 1114.40 14101 SH SOLE 14101
DU PONT (EI) DE NEMOURS & CO COM 263534109 48279.05 878280 SH DEFINED 1 878280
DU PONT (EI) DE NEMOURS & CO COM 263534109 54570.90 992740 SH SOLE 992740
DUKE REALTY LP COM NEW 264411505 11045.48 788400 SH DEFINED 1 788400
DUKE REALTY LP COM NEW 264411505 12108.83 864300 SH SOLE 864300
DUKE ENERGY CORP COM 26441C105 1136.31 62607 SH SOLE 62607
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 552.87 22799 SH DEFINED 1 22799
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 2277.97 93937 SH SOLE 93937
DYCOM INDUSTRIES INC COM 267475101 265.30 15300 SH SOLE 15300
EMC CORP/MASSACHUSETTS COM 268648102 62155.07 2340176 SH DEFINED 1 2340176
EMC CORP/MASSACHUSETTS COM 268648102 85668.31 3225464 SH SOLE 3225464
EMC CORP/MASSACHUSETTS NOTE 1.750%12/0 268648AM4 320.54 188000 SH DEFINED 1 188000
EMC CORP/MASSACHUSETTS NOTE 1.750%12/0 268648AM4 95.48 112000 SH SOLE 112000
ENI SPA SPONSORED ADR 26874R108 535.51 10900 SH DEFINED 1 10900
ENI SPA SPONSORED ADR 26874R108 319.34 6500 SH SOLE 6500
EOG RESOURCES INC COM 26875P101 1244.35 10500 SH SOLE 10500
EPIQ SYSTEMS INC COM 26882D109 195.29 13600 SH SOLE 13600
ERP OPERATING LP NOTE 3.850% 8/1 26884AAV5 9191.25 9000000 SH SOLE 9000000
EQT CORP COM 26884L109 309.38 6200 SH SOLE 6200
EAGLE MATERIALS INC COM 26969P108 580.99 19200 SH SOLE 19200
EAST WEST BANCORP INC COM 27579R104 256.93 11700 SH SOLE 11700
EASTGROUP PROPERTIES COM 277276101 422.11 9600 SH DEFINED 1 9600
EASTGROUP PROPERTIES COM 277276101 2242.47 51000 SH SOLE 51000
EASTMAN KODAK CO COM 277461109 65.89 20400 SH SOLE 20400
EATON CORP COM 278058102 1840.60 33200 SH DEFINED 1 33200
EATON CORP COM 278058102 5976.43 107800 SH SOLE 107800
EATON VANCE CORP COM NON VTG 278265103 306.28 9500 SH SOLE 9500
EBAY INC COM 278642103 13803.48 444700 SH DEFINED 1 444700
EBAY INC COM 278642103 16280.47 524500 SH SOLE 524500
EBIX INC COM NEW 278715206 394.95 16700 SH SOLE 16700
ECOLAB INC COM 278865100 5229.55 102500 SH DEFINED 1 102500
ECOLAB INC COM 278865100 6669.04 183000 SH SOLE 183000
EDISON INTERNATIONAL INC COM 281020107 620.42 16956 SH SOLE 16956
EDUCATION REALTY TRUST INC COM 28140H104 164.61 20500 SH DEFINED 1 20500
EDUCATION REALTY TRUST INC COM 28140H104 743.38 92576 SH SOLE 92576
EDWARDS LIFESCIENCES CORP. COM 28176E108 408.90 4700 SH SOLE 4700
EL PASO CORP COM 28336L109 352.84 29404 SH SOLE 29404
EL PASO ELECTRIC CO COM NEW 283677854 922.76 30354 SH SOLE 30354
ELECTRO SCIENTIFIC INDS INC COM 285229100 180.54 10400 SH SOLE 10400
ELECTRONIC ARTS INC COM 285512109 3454.85 176900 SH DEFINED 1 176900
ELECTRONIC ARTS INC COM 285512109 4984.54 255225 SH SOLE 255225
EMCOR GROUP INC COM 29084Q100 10136.41 327298 SH DEFINED 1 327298
EMCOR GROUP INC COM 29084Q100 15461.43 499239 SH SOLE 499239
EMERGENT BIOSOLUTIONS INC COM 29089Q105 224.68 9300 SH SOLE 9300
EMERSON ELECTRIC CO COM 291011104 62480.83 1069328 SH DEFINED 1 1069328
EMERSON ELECTRIC CO COM 291011104 77214.95 1321495 SH SOLE 1321495
EMPLOYERS HOLDINGS COM 292218104 345.02 16700 SH SOLE 16700
ENBRIDGE INC COM 29250N105 221.22 3600 SH SOLE 3600
ENCORE WIRE CORP COM 292562105 202.02 8300 SH SOLE 8300
ENDO PHARMACEUTICALS HOLDINGS COM 29264F205 534.24 14000 SH SOLE 14000
ENERGEN CORP COM 29265N108 896.30 14200 SH DEFINED 1 14200
ENERGEN CORP COM 29265N108 1520.81 24094 SH SOLE 24094
ENERGIZER HOLDINGS INC COM 29266R108 402.05 5650 SH SOLE 5650
ENDOLOGIX INC COM 29266S106 1822.43 268796 SH DEFINED 1 268796
ENDOLOGIX INC COM 29266S106 1588.58 234304 SH SOLE 234304
ENERSYS NOTE 3.375% 6/0 29275YAA0 2497.50 2000000 SH SOLE 2000000
ENPRO INDUSTRIES INC COM 29355X107 323.24 8900 SH SOLE 8900
ENSCO PLC SPONSORED ADR 29358Q109 40446.76 699287 SH DEFINED 1 699287
ENSCO PLC SPONSORED ADR 29358Q109 40031.46 692107 SH SOLE 692107
ENTERGY CORP COM 29364G103 2299.45 34213 SH DEFINED 1 34213
ENTERGY CORP COM 29364G103 3984.00 59277 SH SOLE 59277
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ENTERTAINMENT PROPERTIES TRUST COM SH BEN INT 29380T105 4192.21 89539 SH SOLE 89539
ENZO BIOCHEM INC COM 294100102 61.16 14597 SH SOLE 14597
EPICOR SOFTWARE CORP COM 29426L108 222.50 20100 SH SOLE 20100
EQUINIX INC COM NEW 29444U502 730.71 8021 SH DEFINED 1 8021
EQUINIX INC COM NEW 29444U502 1029.06 11296 SH SOLE 11296
EQUITY LIFESTYLE PROPERTIES COM 29472R108 959.29 16640 SH DEFINED 1 16640
EQUITY LIFESTYLE PROPERTIES COM 29472R108 3514.63 60965 SH SOLE 60965
EQUITY ONE ABS INC COM 294752100 11865.81 632169 SH DEFINED 1 632169
EQUITY ONE ABS INC COM 294752100 9771.30 520581 SH SOLE 520581
EQUITY RESIDENTIAL SH BEN INT 29476L107 5826.87 103295 SH DEFINED 1 103295
EQUITY RESIDENTIAL SH BEN INT 29476L107 26074.73 462236 SH SOLE 462236
ERESEARCH TECHNOLOGY INC COM 29481V108 126.59 18700 SH SOLE 18700
ESSEX PROPERTY TRUST INC COM 297178105 1996.40 16100 SH DEFINED 1 16100
ESSEX PROPERTY TRUST INC COM 297178105 7737.60 62400 SH SOLE 62400
ESTERLINE TECHNOLOGIES CORP COM 297425100 933.50 13200 SH SOLE 13200
ETHAN ALLEN INTERIORS INC COM 297602104 272.65 12450 SH SOLE 12450
EXAR CORP. COM 300645108 115.99 19300 SH SOLE 19300
EXCEL TRUST INC COM 30068C109 191.02 16202 SH SOLE 16202
EXELON CORP COM 30161N101 1472.18 35698 SH SOLE 35698
EXPEDITORS INTL WASH INC COM 302130109 14620.53 291536 SH DEFINED 1 291536
EXPEDITORS INTL WASH INC COM 302130109 14940.18 297910 SH SOLE 297910
EXPONENT INC COM 30214U102 361.34 8100 SH SOLE 8100
EXPRESS SCRIPTS INC COM 302182100 3531.23 63500 SH DEFINED 1 63500
EXPRESS SCRIPTS INC COM 302182100 12498.34 224750 SH SOLE 224750
EXTRA SPACE STORAGE INC COM 30225T102 759.12 36655 SH DEFINED 1 36655
EXTRA SPACE STORAGE INC COM 30225T102 3803.08 183635 SH SOLE 183635
EZCORP INC CL A NON VTG 302301106 678.02 21600 SH SOLE 21600
EXXON MOBIL CORP COM 30231G102 4896.87 58206 SH DEFINED 1 58206
EXXON MOBIL CORP COM 30231G102 23572.72 280194 SH SOLE 280194
FEI COMPANY COM 30241L109 563.12 16700 SH SOLE 16700
FLIR SYSTEMS INC COM 302445101 231.88 6700 SH SOLE 6700
FMC CORP COM NEW 302491303 246.29 2900 SH SOLE 2900
FMC TECHNOLOGIES INC COM 30249U101 462.95 4900 SH SOLE 4900
FTI CONSULTING INC COM 302941109 20073.57 523704 SH DEFINED 1 523704
FTI CONSULTING INC COM 302941109 21164.75 552172 SH SOLE 552172
FACTSET RESEARCH SYSTEMS INC. COM 303075105 219.93 2100 SH DEFINED 1 2100
FACTSET RESEARCH SYSTEMS INC. COM 303075105 963.51 9200 SH SOLE 9200
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 752.21 44589 SH SOLE 44589
FAMILY DOLLAR STORES COM 307000109 266.86 5200 SH SOLE 5200
FARO TECHNOLOGIES, INC. COM 311642102 280.00 7000 SH SOLE 7000
FASTENAL CO COM 311900104 395.46 6100 SH SOLE 6100
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FEDERAL REALTY INVES TRUST SH BEN INT NEW 313747206 8840.59 109820 SH SOLE 109820
FEDERAL SIGNAL CORP COM 313855108 175.77 27000 SH SOLE 27000
FEDEX CORP COM 31428X106 1216.15 13000 SH SOLE 13000
FELCOR LODGING TRUST INC COM 31430F101 187.88 30650 SH DEFINED 1 30650
FELCOR LODGING TRUST INC COM 31430F101 867.69 141550 SH SOLE 141550
F5 NETWORKS INC COM 315616102 15677.82 152850 SH DEFINED 1 152850
F5 NETWORKS INC COM 315616102 23624.43 230325 SH SOLE 230325
FIDELITY NATIONAL INFORMATION COM 31620M106 362.85 11100 SH SOLE 11100
FIDELITY NATIONAL FINL - A CL A 31620R105 237.45 16805 SH SOLE 16805
FIFTH THIRD BANCORP COM 316773100 17206.48 1239214 SH DEFINED 1 1239214
FIFTH THIRD BANCORP COM 316773100 15953.18 1148951 SH SOLE 1148951
THE FINISH LINE- CL A CL A 317923100 817.68 41193 SH SOLE 41193
FIRST CASH FINANCIAL SERVICES COM 31942D107 617.60 16000 SH SOLE 16000
FIRST COMMONWEALTH FINL CORP COM 319829107 280.16 40900 SH SOLE 40900
FIRST FINANCIAL BANCORP COM 320209109 420.58 25200 SH SOLE 25200
FIRST FINANCIAL BANKSHARES INC COM 32020R109 467.46 9100 SH SOLE 9100
FIRST HORIZON NATIONAL CORP COM 320517105 125.83 11225 SH SOLE 11225
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 563.58 47400 SH SOLE 47400
FIRST MIDWEST BANCORP INC COM 320867104 380.95 32312 SH SOLE 32312
FIRST NIAGARA FINANCIAL GRP COM 33582V108 1984.03 146100 SH DEFINED 1 146100
FIRST NIAGARA FINANCIAL GRP COM 33582V108 2073.66 152700 SH SOLE 152700
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FIRST POTOMAC REALTY TRUST COM 33610F109 962.81 61131 SH SOLE 61131
FIRST SOLAR INC COM 336433107 353.84 2200 SH SOLE 2200
FISERV INC COM 337738108 392.00 6250 SH SOLE 6250
FIRSTENERGY CORP COM 337932107 645.40 17401 SH SOLE 17401
FISHER SCIENTIFIC INTL NOTE 3.250% 3/0 338032AX3 8197.50 6000000 SH SOLE 6000000
FLUOR CORP COM 343412102 1403.22 25400 SH SOLE 25400
FLUOR CORP NOTE 1.500% 2/1 343412AA0 3346.87 1250000 SH SOLE 1250000
FLOWERS FOODS INC COM 343498101 10951.90 402200 SH DEFINED 1 402200
FLOWERS FOODS INC COM 343498101 8267.02 303600 SH SOLE 303600
FLOWSERVE CORPORATION COM 34354P105 296.24 2300 SH SOLE 2300
FOOT LOCKER INC COM 344849104 10279.18 521257 SH DEFINED 1 521257
FOOT LOCKER INC COM 344849104 15083.45 764881 SH SOLE 764881
FORD MOTOR CO COM PAR $0.01 345370860 34620.27 2321950 SH DEFINED 1 2321950
FORD MOTOR CO COM PAR $0.01 345370860 52258.04 3504899 SH SOLE 3504899
FOREST CITY ENTERPRISES INC CL A 345550107 418.76 22239 SH DEFINED 1 22239
FOREST CITY ENTERPRISES INC CL A 345550107 1236.00 65640 SH SOLE 65640
FOREST LABORATORIES COM 345838106 1802.33 55800 SH SOLE 55800
FOREST OIL CORP COM PAR $0.01 346091705 35557.89 939939 SH DEFINED 1 939939
FOREST OIL CORP COM PAR $0.01 346091705 39254.71 1037661 SH SOLE 1037661
FORESTAR GROUP INC COM 346233109 292.90 15400 SH SOLE 15400
FORRESTER RESEARCH, INC. COM 346563109 241.22 6300 SH SOLE 6300
FORTUNE BRANDS INC COM 349631101 389.90 6300 SH SOLE 6300
FORWARD AIR CORPORATION COM 349853101 385.93 12600 SH SOLE 12600
FOSSIL INC COM 349882100 383.96 4100 SH SOLE 4100
FRANKLIN RESOURCES INC COM 354613101 12331.26 98587 SH DEFINED 1 98587
FRANKLIN RESOURCES INC COM 354613101 25916.57 207200 SH SOLE 207200
FRANKLIN STREET PROPERTIES C COM 35471R106 979.27 69600 SH SOLE 69600
FRED'S INC CL A 356108100 227.10 17050 SH SOLE 17050
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 26119.27 470194 SH DEFINED 1 470194
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 50734.53 913313 SH SOLE 913313
FRONTIER COMMUNICATIONS CORP COM 35906A108 349.25 42488 SH SOLE 42488
FRONTIER OIL CORP COM 35914P105 246.28 8400 SH SOLE 8400
HB FULLER CO COM 359694106 457.52 21300 SH SOLE 21300
FULTON FINANCIAL CORP COM 360271100 166.65 15000 SH SOLE 15000
G & K SERVICES INC. CL A 361268105 269.32 8100 SH SOLE 8100
GEO GROUP INC/THE COM 36159R103 715.35 27900 SH SOLE 27900
GSI COMMERCE INC COM 36238G102 12416.15 424194 SH DEFINED 1 424194
GSI COMMERCE INC COM 36238G102 18263.27 623959 SH SOLE 623959
AUTHUR J GALLAGHER & CO COM 363576109 258.48 8500 SH SOLE 8500
GAP INC COM 364760108 774.11 34162 SH SOLE 34162
GARDNER DENVER INC COM 365558105 327.72 4200 SH SOLE 4200
GARTNER INC COM 366651107 466.70 11200 SH SOLE 11200
GAYLORD ENTERTAINMENT CO COM 367905106 371.07 10700 SH SOLE 10700
GEN-PROBE INC COM 36866T103 258.76 3900 SH SOLE 3900
GENCORP INC COM 368682100 153.68 25700 SH SOLE 25700
GENERAL COMMUNICATION INC CL A 369385109 183.79 16800 SH SOLE 16800
GENERAL DYNAMICS CORP COM 369550108 5299.10 69215 SH DEFINED 1 69215
GENERAL DYNAMICS CORP COM 369550108 9076.95 118560 SH SOLE 118560
GENERAL ELECTRIC CO COM 369604103 34942.17 1742752 SH DEFINED 1 1742752
GENERAL ELECTRIC CO COM 369604103 43850.15 2187040 SH SOLE 2187040
GENERAL GROWTH PROPERTIES COM 370023103 1833.76 118460 SH DEFINED 1 118460
GENERAL GROWTH PROPERTIES COM 370023103 8727.77 563810 SH SOLE 563810
GENERAL MILLS INC COM 370334104 972.23 26600 SH SOLE 26600
GENESCO INC. COM 371532102 410.04 10200 SH SOLE 10200
GENTEX CORP COM 371901109 339.40 11220 SH SOLE 11220
GENUINE PARTS COMPANY COM 372460105 842.14 15700 SH DEFINED 1 15700
GENUINE PARTS COMPANY COM 372460105 1255.17 23400 SH SOLE 23400
GEORESOURCES INC COM 372476101 247.03 7900 SH SOLE 7900
GENTIVA HEALTH SERVICES COM 37247A102 364.39 13000 SH SOLE 13000
GENWORTH FINANCIAL INC COM CL A 37247D106 274.58 20400 SH SOLE 20400
GENZYME CORP COM 372917104 814.85 10700 SH SOLE 10700
GERBER SCIENTIFIC INC COM 373730100 102.02 10900 SH SOLE 10900
GETTY REALTY CORP COM 374297109 528.52 23100 SH SOLE 23100
GIBRALTAR INDUSTRIES INC COM 374689107 157.47 13200 SH SOLE 13200
GILEAD SCIENCES INC COM 375558103 3288.36 77428 SH DEFINED 1 77428
GILEAD SCIENCES INC COM 375558103 12182.51 286850 SH SOLE 286850
GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 227.90 187000 SH DEFINED 1 187000
GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 137.71 113000 SH SOLE 113000
GLACIER BANCORP INC COM 37637Q105 469.56 31200 SH SOLE 31200
GLIMCHER REALTY TRUST SH BEN INT 379302102 270.84 29281 SH DEFINED 1 29281
GLIMCHER REALTY TRUST SH BEN INT 379302102 1209.65 130774 SH SOLE 130774
GLOBAL PAYMENTS INC COM 37940X102 308.19 6300 SH SOLE 6300
GLOBAL GEOPHYSICAL SERVICES IN COM 37946S107 857.82 59324 SH SOLE 59324
GOLDCORP INC NOTE 2.000% 8/0 380956AB8 2550.00 2000000 SH SOLE 2000000
GOLDMAN SACHS GROUP INC COM 38141G104 38232.90 241065 SH DEFINED 1 241065
GOLDMAN SACHS GROUP INC COM 38141G104 50577.38 318899 SH SOLE 318899
GOODRICH CORP COM 382388106 296.50 5200 SH SOLE 5200
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 1020.88 68150 SH DEFINED 1 68150
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 3046.93 203400 SH SOLE 203400
GOOGLE INC CL A 38259P508 66217.62 112853 SH DEFINED 1 112853
GOOGLE INC CL A 38259P508 105008.3 178963 SH SOLE 178963
GOVERNMENT PROPERTIES INCOME T COM SHS BEN INT 38376A103 906.63 33754 SH SOLE 33754
GRACO INC COM 384109104 218.35 4800 SH SOLE 4800
WW GRAINGER INC COM 384802104 481.88 3500 SH SOLE 3500
GREATBATCH INC. COM 39153L106 267.24 10100 SH SOLE 10100
GREEN MOUNTAIN COFFEE ROASTERS COM 393122106 587.95 9100 SH SOLE 9100
GRIFFON CORP COM 398433102 265.61 20230 SH SOLE 20230
GROUP 1 AUTOMOTIVE INC COM 398905109 440.84 10300 SH SOLE 10300
GUESS ? INC COM 401617105 3207.02 81500 SH DEFINED 1 81500
GUESS ? INC COM 401617105 4863.66 123600 SH SOLE 123600
GULFPORT ENERGY CORP COM NEW 402635304 581.69 16100 SH SOLE 16100
HCA HOLDINGS INC COM 40412C101 16426.23 484979 SH DEFINED 1 484979
HCA HOLDINGS INC COM 40412C101 17154.13 506470 SH SOLE 506470
HCC INSURANCE HOLDINGS INC COM 404132102 20011.78 639150 SH DEFINED 1 639150
HCC INSURANCE HOLDINGS INC COM 404132102 15077.32 481550 SH SOLE 481550
HCP INC COM 40414L109 4386.66 115621 SH DEFINED 1 115621
HCP INC COM 40414L109 19959.44 526079 SH SOLE 526079
HMS HOLDINGS CORP COM 40425J101 990.38 12100 SH SOLE 12100
HSBC HOLDINGS PLC SPON ADR NEW 404280406 290.08 5600 SH SOLE 5600
HSN INC COM 404303109 541.30 16900 SH SOLE 16900
HAEMONETICS CORP. COM 405024100 720.94 11000 SH SOLE 11000
HAIN CELESTIAL GROUP, INC. COM 405217100 600.40 18600 SH SOLE 18600
HALLIBURTON CO COM 406216101 1883.95 37800 SH SOLE 37800
HANCOCK HOLDING CO COM 410120109 472.89 14400 SH SOLE 14400
HANESBRANDS INC COM 410345102 205.50 7600 SH SOLE 7600
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 374.83 14400 SH SOLE 14400
HANMI FINANCIAL CORPORATIONS COM 410495105 81.22 65500 SH SOLE 65500
HANOVER INSURANCE GROUP INC COM 410867105 9145.02 202100 SH DEFINED 1 202100
HANOVER INSURANCE GROUP INC COM 410867105 6926.41 153070 SH SOLE 153070
HANSEN NATURAL CORP COM 411310105 325.24 5400 SH SOLE 5400
HARLEY-DAVIDSON INC COM 412822108 412.15 9700 SH SOLE 9700
HARMONIC INC COM 413160102 403.34 43000 SH SOLE 43000
HARRIS CORPORATION COM 413875105 262.88 5300 SH SOLE 5300
HARSCO CORP COM 415864107 291.84 8270 SH SOLE 8270
HARTFORD FINANCIAL SVCS GRP COM 416515104 495.51 18400 SH SOLE 18400
HASBRO INC COM 418056107 1400.51 29900 SH DEFINED 1 29900
HASBRO INC COM 418056107 1630.17 34803 SH SOLE 34803
HEALTHCARE SERVICES GROUP COM 421906108 504.90 28737 SH SOLE 28737
HEALTH MANAGEMENT ASSOCIATES CL A 421933102 210.37 19300 SH SOLE 19300
HEALTHCARE REALTY TRUST INC COM 421946104 397.25 17500 SH DEFINED 1 17500
HEALTHCARE REALTY TRUST INC COM 421946104 2439.68 107475 SH SOLE 107475
HEADWATERS INC COM 42210P102 155.17 26300 SH SOLE 26300
HEALTH CARE REIT INC COM 42217K106 2882.94 54976 SH DEFINED 1 54976
HEALTH CARE REIT INC COM 42217K106 12891.00 245824 SH SOLE 245824
HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 6698.47 5863000 SH SOLE 5863000
HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 7007.41 6215000 SH SOLE 6215000
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 5706.25 5000000 SH SOLE 5000000
HEALTH NET INC COM 42222G108 18913.05 578381 SH DEFINED 1 578381
HEALTH NET INC COM 42222G108 21175.31 647563 SH SOLE 647563
HEALTHWAYS INC COM 422245100 225.93 14700 SH SOLE 14700
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ITT CORP COM 450911102 304.25 7600 SH SOLE 7600
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MARSH & MCLENNAN COS INC COM 571748102 673.70 22600 SH SOLE 22600
MARSHALL & ILSLEY CORP COM 571837103 176.57 22100 SH SOLE 22100
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 394.93 11100 SH DEFINED 1 11100
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 1400.74 39369 SH SOLE 39369
MARTIN MARIETTA MATERIALS COM 573284106 315.63 3520 SH SOLE 3520
MASCO CORP COM 574599106 208.80 15000 SH SOLE 15000
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 7953.75 7000000 SH SOLE 7000000
MASSEY ENERGY CO COM 576206106 287.11 4200 SH SOLE 4200
MASTERCARD INC CL A 57636Q104 9540.18 37900 SH DEFINED 1 37900
MASTERCARD INC CL A 57636Q104 24467.18 97200 SH SOLE 97200
MATERION CORP COM 576690101 359.04 8800 SH SOLE 8800
MATRIX SERVICE CO COM 576853105 159.85 11500 SH SOLE 11500
MATTEL INC COM 577081102 458.71 18400 SH DEFINED 1 18400
MATTEL INC COM 577081102 647.55 25975 SH SOLE 25975
MAXIMUS, INC. COM 577933104 681.82 8400 SH SOLE 8400
MCCORMICK & COMPANY INC COM NON VTG 579780206 263.06 5500 SH SOLE 5500
MCDONALDS CORP COM 580135101 9511.25 125000 SH DEFINED 1 125000
MCDONALDS CORP COM 580135101 8727.52 114700 SH SOLE 114700
MCGRAW-HILL COMPANIES COM 580645109 204.88 5200 SH DEFINED 1 5200
MCGRAW-HILL COMPANIES COM 580645109 2336.41 59300 SH SOLE 59300
MCKESSON CORP COM 58155Q103 32978.07 417180 SH DEFINED 1 417180
MCKESSON CORP COM 58155Q103 43694.41 552744 SH SOLE 552744
MEAD JOHNSON NUTRITION CO COM 582839106 819.70 14150 SH SOLE 14150
MEADOWBROOK INSURANCE GROUP COM 58319P108 321.61 31074 SH SOLE 31074
MEADWESTVACO CORP COM 583334107 211.12 6961 SH SOLE 6961
MEDCO HEALTH SOLUTIONS INC COM 58405U102 2128.23 37896 SH SOLE 37896
MEDICAL PROPERTIES TRUST INC. COM 58463J304 245.13 21187 SH DEFINED 1 21187
MEDICAL PROPERTIES TRUST INC. COM 58463J304 1857.30 160528 SH SOLE 160528
MEDICIS PHARMACEUTICAL CORP. CL A NEW 584690309 233.89 7300 SH DEFINED 1 7300
MEDICIS PHARMACEUTICAL CORP. CL A NEW 584690309 576.72 18000 SH SOLE 18000
MEDNAX INC COM 58502B106 253.11 3800 SH SOLE 3800
MEDTRONIC INC COM 585055106 2744.66 69750 SH DEFINED 1 69750
MEDTRONIC INC COM 585055106 7535.52 191500 SH SOLE 191500
MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 5692.50 5500000 SH SOLE 5500000
MEN'S WEARHOUSE INC COM 587118100 619.67 22900 SH SOLE 22900
MERCADOLIBRE INC COM 58733R102 2563.18 31400 SH DEFINED 1 31400
MERCADOLIBRE INC COM 58733R102 3428.46 42000 SH SOLE 42000
MERCK & CO INC COM 58933Y105 919.75 27863 SH DEFINED 1 27863
MERCK & CO INC COM 58933Y105 4491.03 144554 SH SOLE 144554
MERCURY COMPUTER SYSTEMS INC COM 589378108 277.19 13100 SH SOLE 13100
MERIDIAN BIOSCIENCE INC COM 589584101 427.02 17800 SH SOLE 17800
MERIT MEDICAL SYSTEMS INC COM 589889104 241.32 12300 SH SOLE 12300
MERITAGE HOMES CORP COM 59001A102 337.82 14000 SH SOLE 14000
MESABI TRUST CTF BEN INT 590672101 312.66 7600 SH SOLE 7600
METHODE ELECTRONICS INC COM 591520200 193.28 16000 SH SOLE 16000
METLIFE INC COM 59156R108 15333.84 342809 SH DEFINED 1 342809
METLIFE INC COM 59156R108 17519.75 391678 SH SOLE 391678
METLIFE INC UNIT 99/99/9999 59156R116 3388.80 40000 SH SOLE 40000
METROPCS COMMUNICATIONS INC COM 591708102 178.64 11000 SH SOLE 11000
METTLER TOLEDO INTERNATIONAL COM 592688105 447.20 2600 SH SOLE 2600
MICREL INC COM 594793101 373.39 27700 SH SOLE 27700
MICROS SYSTEMS INC COM 594901100 489.35 9900 SH SOLE 9900
MICROSOFT CORP COM 594918104 31059.35 1223291 SH DEFINED 1 1223291
MICROSOFT CORP COM 594918104 52541.55 2069380 SH SOLE 2069380
MICROSTRATEGY INC CL A NEW 594972408 564.81 4200 SH SOLE 4200
MICROCHIP TECHNOLOGY INC COM 595017104 296.47 7800 SH SOLE 7800
MICRON TECHNOLOGY INC COM 595112103 411.77 35900 SH SOLE 35900
MICROSEMI CORP COM 595137100 770.41 37200 SH SOLE 37200
MID-AMERICA APARTMENT COMM COM 59522J103 692.58 10788 SH DEFINED 1 10788
MID-AMERICA APARTMENT COMM COM 59522J103 4021.29 62637 SH SOLE 62637
MILLER (HERMAN) INC. COM 600544100 1987.52 72300 SH DEFINED 1 72300
MILLER (HERMAN) INC. COM 600544100 2050.47 74590 SH SOLE 74590
MISSION WEST PROPERTIES INC COM 605203108 66.70 10200 SH SOLE 10200
MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADR 606822104 82.80 18000 SH DEFINED 1 18000
MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADR 606822104 151.80 33000 SH SOLE 33000
MOBILE MINI INC COM 60740F105 381.91 15900 SH SOLE 15900
MOHAWK INDUSTRIES INC COM 608190104 273.34 4470 SH SOLE 4470
MOLINA HEALTHCARE INC COM 60855R100 296.00 7400 SH SOLE 7400
MOLSON COORS BREWING CO CL B 60871R209 304.78 6500 SH SOLE 6500
MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 274.06 235000 SH DEFINED 1 235000
MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 12992.02 11140000 SH SOLE 11140000
MONMOUTH REIT - CL A CL A 609720107 124.79 15200 SH SOLE 15200
MONOLITHIC POWER SYSTEMS INC COM 609839105 217.10 15300 SH SOLE 15300
MONRO MUFFLER INC COM 610236101 433.68 13150 SH SOLE 13150
MONSANTO COMPANY COM 61166W101 9747.87 134900 SH DEFINED 1 134900
MONSANTO COMPANY COM 61166W101 26394.84 365276 SH SOLE 365276
MONSTER WORLDWIDE INC COM 611742107 9855.20 619824 SH DEFINED 1 619824
MONSTER WORLDWIDE INC COM 611742107 14632.21 920265 SH SOLE 920265
MOODY'S CORP COM 615369105 334.99 9879 SH DEFINED 1 9879
MOODY'S CORP COM 615369105 1248.60 36821 SH SOLE 36821
MOOG INC CL A 615394202 902.13 19650 SH SOLE 19650
MORGAN STANLEY COM NEW 617446448 18182.11 665524 SH DEFINED 1 665524
MORGAN STANLEY COM NEW 617446448 19130.77 700248 SH SOLE 700248
MOSAIC CO/THE COM 61945A107 204.75 2600 SH DEFINED 1 2600
MOSAIC CO/THE COM 61945A107 370.12 4700 SH SOLE 4700
MOTOROLA SOLUTIONS INC COM NEW 620076307 624.40 13972 SH SOLE 13972
MOTOROLA MOBILITY HOLDINGS INC COM 620097105 298.60 12238 SH SOLE 12238
MUELLER INDUSTRIES, INC. COM 624756102 600.56 16400 SH SOLE 16400
MULTIMEDIA GAMES INC COM 625453105 67.04 11700 SH SOLE 11700
MURPHY OIL CORP COM 626717102 932.43 12700 SH SOLE 12700
MYERS INDUSTRIES INC COM 628464109 152.55 15363 SH SOLE 15363
MYLAN INC COM 628530107 31811.60 1403866 SH DEFINED 1 1403866
MYLAN INC COM 628530107 41406.45 1827293 SH SOLE 1827293
MYLAN INC NOTE 1.250% 3/1 628530AG2 4978.12 4500000 SH SOLE 4500000
MYLAN INC NOTE 3.750% 9/1 628530AJ6 8383.37 4550000 SH SOLE 4550000
MYRIAD GENETICS INC COM 62855J104 3439.60 170700 SH DEFINED 1 170700
MYRIAD GENETICS INC COM 62855J104 4867.23 241550 SH SOLE 241550
NBT BANCORP INC COM 628778102 341.85 15000 SH SOLE 15000
NCR CORPORATION COM 62886E108 235.50 12500 SH SOLE 12500
NII HOLDINGS INC CL B NEW 62913F201 43444.39 1042582 SH DEFINED 1 1042582
NII HOLDINGS INC CL B NEW 62913F201 60735.27 1457530 SH SOLE 1457530
NRG ENERGY INC COM NEW 629377508 224.01 10400 SH SOLE 10400
NTT DOCOMO INC SPONS ADR 62942M201 211.08 12000 SH SOLE 12000
NVR INC COM 62944T105 378.00 500 SH SOLE 500
NYSE EURONEXT COM 629491101 379.83 10800 SH SOLE 10800
NABORS INDUSTRIES INC NOTE 0.940% 5/1 629568AP1 2985.00 3000000 SH DEFINED 1 3000000
NABORS INDUSTRIES INC NOTE 0.940% 5/1 629568AP1 3980.00 4000000 SH SOLE 4000000
NARA BANCORP INC COM 63080P105 158.73 16500 SH SOLE 16500
NASDAQ STOCK MARKET INC NOTE 2.500% 8/1 631103AA6 4517.29 4540000 SH SOLE 4540000
NATIONAL FINANCIAL PARTNERS COM 63607P208 278.77 18900 SH SOLE 18900
NATIONAL FUEL GAS CO COM 636180101 481.00 6500 SH SOLE 6500
NATL GRID PLC SPON ADR NEW 636274300 323.69 6738 SH SOLE 6738
NATL HEALTH INVESTORS INC COM 63633D104 646.92 13500 SH SOLE 13500
NATIONAL INSTRUMENTS CORP COM 636518102 231.42 7062 SH SOLE 7062
NATIONAL OILWELL VARCO INC COM 637071101 25913.36 326900 SH DEFINED 1 326900
NATIONAL OILWELL VARCO INC COM 637071101 29395.53 370828 SH SOLE 370828
NAT'L PENN BCSHS INC COM 637138108 410.99 53100 SH SOLE 53100
NATIONAL PRESTO INDS INC COM 637215104 259.16 2300 SH SOLE 2300
NATIONAL RETAIL PROPERTIES INC COM 637417106 755.15 28900 SH DEFINED 1 28900
NATIONAL RETAIL PROPERTIES INC COM 637417106 4191.25 160400 SH SOLE 160400
NATIONAL RETAIL PROPERTIES INC NOTE 5.125% 6/1 637417AC0 7596.87 6500000 SH SOLE 6500000
NATIONAL SEMICONDUCTOR CORP COM 637640103 146.26 10200 SH SOLE 10200
NATIONWIDE HEALTH PPTYS COM 638620104 1929.79 45375 SH DEFINED 1 45375
NATIONWIDE HEALTH PPTYS COM 638620104 8477.29 199325 SH SOLE 199325
NAVIGATORS GROUP INC COM 638904102 278.10 5400 SH SOLE 5400
NATUS MEDICAL INC COM 639050103 210.00 12500 SH SOLE 12500
NAVIGANT CONSULTING INC. COM 63935N107 1141.85 114300 SH DEFINED 1 114300
NAVIGANT CONSULTING INC. COM 63935N107 1220.77 122200 SH SOLE 122200
NEOGEN CORP COM 640491106 415.86 10050 SH SOLE 10050
NETAPP INC COM 64110D104 7048.79 146400 SH DEFINED 1 146400
NETAPP INC COM 64110D104 13282.69 275875 SH SOLE 275875
NETFLIX INC COM 64110L106 11413.44 48000 SH DEFINED 1 48000
NETFLIX INC COM 64110L106 10295.87 43300 SH SOLE 43300
NETGEAR INC COM 64111Q104 512.55 15800 SH SOLE 15800
NETSCOUT SYSTEMS INC COM 64115T104 415.26 15200 SH SOLE 15200
NETLOGIC MICROSYSTEMS INC COM 64118B100 9865.07 234771 SH DEFINED 1 234771
NETLOGIC MICROSYSTEMS INC COM 64118B100 14340.33 341274 SH SOLE 341274
NETWORK EQUIPMENT TECH INC COM 641208103 49.38 13100 SH SOLE 13100
NEUTRAL TANDEM INC COM 64128B108 212.40 14400 SH SOLE 14400
NEW JERSEY RESOURCES CORP COM 646025106 1114.55 25950 SH SOLE 25950
NEW YORK COMMUNITY BANCORP COM 649445103 583.57 33811 SH SOLE 33811
NEWELL RUBBERMAID INC COM 651229106 233.36 12199 SH SOLE 12199
NEWFIELD EXPLORATION CO COM 651290108 418.05 5500 SH SOLE 5500
NEWMARKET CORP COM 651587107 237.33 1500 SH DEFINED 1 1500
NEWMARKET CORP COM 651587107 553.77 3500 SH SOLE 3500
NEWMONT MINING CORP COM 651639106 3504.03 64200 SH DEFINED 1 64200
NEWMONT MINING CORP COM 651639106 5985.51 109665 SH SOLE 109665
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 2647.50 2000000 SH SOLE 2000000
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 6448.12 4750000 SH SOLE 4750000
NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 231.24 188000 SH DEFINED 1 188000
NEWMONT MINING CORP NOTE 3.000% 2/1 651639AK2 3212.76 2612000 SH SOLE 2612000
NEWPORT CORP COM 651824104 285.44 16000 SH SOLE 16000
NEWS CORP CL A 65248E104 1673.61 95200 SH SOLE 95200
NEXTERA ENERGY INC COM 65339F101 1995.56 36204 SH DEFINED 1 36204
NEXTERA ENERGY INC COM 65339F101 2456.47 44566 SH SOLE 44566
NICE SYSTEMS LTD SPONSORED ADR 653656108 2231.17 60400 SH DEFINED 1 60400
NICE SYSTEMS LTD SPONSORED ADR 653656108 3069.71 83100 SH SOLE 83100
NIKE INC CL B 654106103 1006.81 26600 SH DEFINED 1 26600
NIKE INC CL B 654106103 4137.76 91100 SH SOLE 91100
NIPPON TELEPHONE & TELEGRAPH SPONSORED ADR 654624105 202.41 9000 SH SOLE 9000
NISOURCE INC COM 65473P105 230.98 12043 SH SOLE 12043
NOBLE ENERGY INC COM 655044105 695.88 7200 SH SOLE 7200
NORDSON CORP COM 655663102 241.62 2100 SH DEFINED 1 2100
NORDSON CORP COM 655663102 850.29 7390 SH SOLE 7390
NORDSTROM INC COM 655664100 2158.72 48100 SH DEFINED 1 48100
NORDSTROM INC COM 655664100 6381.93 142200 SH SOLE 142200
NORFOLK SOUTHERN CORP COM 655844108 1045.97 15100 SH SOLE 15100
NORTHEAST UTILITIES COM 664397106 207.60 6000 SH DEFINED 1 6000
NORTHEAST UTILITIES COM 664397106 633.18 18300 SH SOLE 18300
NORTHERN TRUST CORP COM 665859104 33522.60 660544 SH DEFINED 1 660544
NORTHERN TRUST CORP COM 665859104 28263.33 556913 SH SOLE 556913
NORTHROP GRUMMAN CORP COM 666807102 457.78 7300 SH DEFINED 1 7300
NORTHROP GRUMMAN CORP COM 666807102 1028.69 16404 SH SOLE 16404
NORTHWEST NATURAL GAS CO COM 667655104 535.10 11600 SH SOLE 11600
NORTHWESTERN CORP COM NEW 668074305 475.71 15700 SH SOLE 15700
NOVATEL WIRELESS INC COM NEW 66987M604 74.80 13700 SH SOLE 13700
NOVELL INC COM 670006105 91.91 15500 SH SOLE 15500
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 212.89 1700 SH SOLE 1700
NSTAR COM 67019E107 381.26 8240 SH SOLE 8240
NTELOS HOLDINGS CORP COM 67020Q107 1488.56 80900 SH DEFINED 1 80900
NTELOS HOLDINGS CORP COM 67020Q107 1646.80 89500 SH SOLE 89500
NUANCE COMMUNICATIONS INC COM 67020Y100 6289.68 321723 SH DEFINED 1 321723
NUANCE COMMUNICATIONS INC COM 67020Y100 8574.21 438579 SH SOLE 438579
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 2506.00 2000000 SH SOLE 2000000
NUCOR CORP COM 670346105 602.86 13100 SH SOLE 13100
NVIDIA CORP. COM 67066G104 4400.86 238400 SH DEFINED 1 238400
NVIDIA CORP. COM 67066G104 6433.77 348525 SH SOLE 348525
NUTRISYSTEM INC COM 67069D108 381.08 26300 SH SOLE 26300
NV ENERGY INC COM 67073Y106 12614.80 847200 SH DEFINED 1 847200
NV ENERGY INC COM 67073Y106 9889.04 664140 SH SOLE 664140
OGE ENERGY CORP COM 670837103 652.78 12911 SH SOLE 12911
OM GROUP INC COM 670872100 489.63 13400 SH SOLE 13400
O'REILLY AUTOMOTIVE INC COM 67103H107 2873.00 50000 SH DEFINED 1 50000
O'REILLY AUTOMOTIVE INC COM 67103H107 4499.11 78300 SH SOLE 78300
OSI SYSTEMS, INC. COM 671044105 307.74 8200 SH SOLE 8200
OCCIDENTAL PETROLEUM CORP COM 674599105 8946.22 85618 SH DEFINED 1 85618
OCCIDENTAL PETROLEUM CORP COM 674599105 21801.00 208642 SH SOLE 208642
OCEANEERING INTL INC COM 675232102 384.63 4300 SH SOLE 4300
OCWEN FINANCIAL CORP. COM NEW 675746309 9109.41 826626 SH DEFINED 1 826626
OCWEN FINANCIAL CORP. COM NEW 675746309 13116.65 1190259 SH SOLE 1190259
OFFICE DEPOT INC COM 676220106 98.15 21200 SH SOLE 21200
OFFICEMAX INC COM 67622P101 871.58 67356 SH DEFINED 1 67356
OFFICEMAX INC COM 67622P101 2958.73 228650 SH SOLE 228650
OIL STATES INTERNATIONAL INC COM 678026105 13792.45 181146 SH DEFINED 1 181146
OIL STATES INTERNATIONAL INC COM 678026105 20949.69 275147 SH SOLE 275147
OLD DOMINION FREIGHT LINE COM 679580100 884.26 25200 SH DEFINED 1 25200
OLD DOMINION FREIGHT LINE COM 679580100 1460.62 41625 SH SOLE 41625
OLD NATIONAL BANCORP COM 680033107 440.59 41100 SH SOLE 41100
OLD REPUBLIC INTL CORP COM 680223104 244.28 19250 SH SOLE 19250
OLD REPUBLIC INTL CORP NOTE 8.000% 5/1 680223AF1 8133.75 6750000 SH SOLE 6750000
OLD REPUBLIC INTL CORP NOTE 3.750% 3/1 680223AH7 6052.50 6000000 SH SOLE 6000000
OMNICARE INC COM 681904108 14698.09 490100 SH DEFINED 1 490100
OMNICARE INC COM 681904108 11507.76 383720 SH SOLE 383720
OMNICOM GROUP INC COM 681919106 22981.96 468446 SH DEFINED 1 468446
OMNICOM GROUP INC COM 681919106 20016.97 408010 SH SOLE 408010
OMNICOM GROUP INC NOTE 7/3 681919AV8 2562.50 2500000 SH SOLE 2500000
OMEGA HEALTHCARE INVESTORS INC COM 681936100 563.63 25230 SH DEFINED 1 25230
OMEGA HEALTHCARE INVESTORS INC COM 681936100 2821.54 126300 SH SOLE 126300
OMNICOM GROUP INC NOTE 7/0 682134AA9 9030.00 8000000 SH SOLE 8000000
OMNICELL INC COM 68213N109 217.93 14300 SH SOLE 14300
ON ASSIGNMENT, INC. COM 682159108 150.41 15900 SH SOLE 15900
ON SEMICONDUCTOR CORPORATION NOTE 1.875%12/1 682189AD7 1487.50 1000000 SH SOLE 1000000
ON SEMICONDUCTOR CORPORATION NOTE 2.625%12/1 682189AG0 5321.25 4500000 SH SOLE 4500000
ONEOK INC COM 682680103 1043.32 15600 SH DEFINED 1 15600
ONEOK INC COM 682680103 1190.46 17800 SH SOLE 17800
ORACLE CORP COM 68389X105 62454.46 1868075 SH DEFINED 1 1868075
ORACLE CORP COM 68389X105 95009.46 2841829 SH SOLE 2841829
OPTIONSXPRESS HOLDINGS INC COM 684010101 427.57 23400 SH SOLE 23400
ORBITAL SCIENCES CORP. COM 685564106 478.67 25300 SH SOLE 25300
ORBITAL SCIENCES CORP. NOTE 2.438% 1/1 685564AN6 1149.97 1076000 SH SOLE 1076000
ORION MARINE GROUP INC COM 68628V308 125.65 11700 SH SOLE 11700
OSHKOSH CO COM 688239201 31275.10 883977 SH DEFINED 1 883977
OSHKOSH CO COM 688239201 30592.25 864676 SH SOLE 864676
OWENS & MINOR INC COM 690732102 214.36 6600 SH DEFINED 1 6600
OWENS & MINOR INC COM 690732102 550.53 16950 SH SOLE 16950
OWENS-ILLINOIS INC COM NEW 690768403 205.29 6800 SH SOLE 6800
OXFORD INDUSTRIES INC COM 691497309 205.14 6000 SH SOLE 6000
PG&E CORP COM 69331C108 720.13 16300 SH SOLE 16300
PHH CORP NOTE 4.000% 9/0 693320AN3 2790.62 2500000 SH SOLE 2500000
P.F. CHANG'S CHINA BISTRO INC. COM 69333Y108 2327.97 50400 SH DEFINED 1 50400
P.F. CHANG'S CHINA BISTRO INC. COM 69333Y108 3538.15 76600 SH SOLE 76600
PMC-SIERRA INC COM 69344F106 3136.67 417666 SH DEFINED 1 417666
PMC-SIERRA INC COM 69344F106 4636.17 617334 SH SOLE 617334
PNC FINANCIAL SERVICES GROUP COM 693475105 1637.74 26000 SH DEFINED 1 26000
PNC FINANCIAL SERVICES GROUP COM 693475105 4978.35 79034 SH SOLE 79034
PNM RESOURCES INC COM 69349H107 450.58 30200 SH DEFINED 1 30200
PNM RESOURCES INC COM 69349H107 975.15 65359 SH SOLE 65359
PPG INDUSTRIES INC COM 693506107 647.42 6800 SH SOLE 6800
PPL CORP COM 69351T106 628.07 33100 SH SOLE 33100
PPL CORP UNIT 99/99/9999 69351T601 2116.00 40000 SH SOLE 40000
PS BUSINESS PARKS INC COM 69360J107 341.84 5900 SH DEFINED 1 5900
PS BUSINESS PARKS INC COM 69360J107 1932.30 33350 SH SOLE 33350
PSS WORLD MEDICAL INC COM 69366A100 9222.88 340171 SH DEFINED 1 340171
PSS WORLD MEDICAL INC COM 69366A100 14216.92 524368 SH SOLE 524368
PACCAR INC COM 693718108 789.95 15087 SH SOLE 15087
PACKAGING CORP OF AMERICA COM 695156109 465.12 16100 SH DEFINED 1 16100
PACKAGING CORP OF AMERICA COM 695156109 444.90 23100 SH SOLE 23100
PALL CORP COM 696429307 218.91 3800 SH DEFINED 1 3800
PALL CORP COM 696429307 674.03 11700 SH SOLE 11700
PAN AMERICAN SILVER CORP COM 697900108 4214.25 113500 SH DEFINED 1 113500
PAN AMERICAN SILVER CORP COM 697900108 5955.65 160400 SH SOLE 160400
PANERA BREAD COMPANY CL A 69840W108 29949.52 235823 SH DEFINED 1 235823
PANERA BREAD COMPANY CL A 69840W108 29040.07 228662 SH SOLE 228662
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 364.20 11500 SH SOLE 11500
PAR PHARMACEUTICAL COS INC COM 69888P106 484.84 15600 SH SOLE 15600
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 204.65 9100 SH SOLE 9100
PAREXEL INT'L CORP COM 699462107 632.46 25400 SH SOLE 25400
PARK ELECTROCHEMICAL CORP COM 700416209 288.63 8950 SH SOLE 8950
PARKER-HANNIFIN CORP COM 701094104 33958.78 358669 SH DEFINED 1 358669
PARKER-HANNIFIN CORP COM 701094104 30288.79 319907 SH SOLE 319907
PARKWAY PROPERTIES INC COM 70159Q104 331.50 19500 SH SOLE 19500
PATRIOT COAL CORP COM 70336T104 9155.93 354469 SH DEFINED 1 354469
PATRIOT COAL CORP COM 70336T104 14207.97 550057 SH SOLE 550057
PATTERSON-UTI ENERGY INC COM 703481101 355.61 12100 SH SOLE 12100
PAYCHEX INC COM 704326107 418.98 13350 SH SOLE 13350
PEABODY ENERGY CORP COM 704549104 1959.11 27225 SH DEFINED 1 27225
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PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 1330.00 1000000 SH SOLE 1000000
PEBBLEBROOK HOTEL TRUST COM 70509V100 210.97 19050 SH SOLE 19050
PEETS COFFEE & TEA INC COM 705560100 274.11 5700 SH SOLE 5700
PENN VIRGINIA CORP COM 707882106 335.80 19800 SH SOLE 19800
JC PENNEY CO INC COM 708160106 351.91 9800 SH SOLE 9800
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 948.95 66500 SH SOLE 66500
PENTAIR INC COM 709631105 3582.49 94800 SH DEFINED 1 94800
PENTAIR INC COM 709631105 5314.59 140635 SH SOLE 140635
PEOPLE'S UNITED FINANCIAL COM 712704105 191.21 15200 SH SOLE 15200
PEP BOYS-MANNY MOE JACK COM 713278109 289.78 22800 SH SOLE 22800
PEPSICO INC COM 713448108 940.38 14600 SH DEFINED 1 14600
PEPSICO INC COM 713448108 4800.28 74527 SH SOLE 74527
PERFICIENT INC COM 71375U101 153.72 12800 SH SOLE 12800
PERICOM SEMICONDUCTOR CORP. COM 713831105 111.99 10800 SH SOLE 10800
PERRIGO COMPANY COM 714290103 528.80 6650 SH SOLE 6650
PETROCHINA CO LTD SPONSORED ADR 71646E100 274.05 1800 SH DEFINED 1 1800
PETROCHINA CO LTD SPONSORED ADR 71646E100 487.20 3200 SH SOLE 3200
PETROHAWK ENERGY CORP COM 716495106 8465.07 344950 SH DEFINED 1 344950
PETROHAWK ENERGY CORP COM 716495106 14879.21 606325 SH SOLE 606325
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 206.20 5900 SH DEFINED 1 5900
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 370.47 10600 SH SOLE 10600
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 894.55 22126 SH SOLE 22126
PETROLEUM DEVELOPMENT CORP COM 716578109 489.70 10200 SH SOLE 10200
PETROQUEST ENERGY INC COM 716748108 225.57 24100 SH SOLE 24100
PETSMART INC COM 716768106 200.65 4900 SH DEFINED 1 4900
PETSMART INC COM 716768106 745.29 18200 SH SOLE 18200
PFIZER INC COM 717081103 37182.81 1830764 SH DEFINED 1 1830764
PFIZER INC COM 717081103 43425.80 2138148 SH SOLE 2138148
PHARMACEUTICAL PRODUCT DEVEL COM 717124101 249.30 9000 SH SOLE 9000
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PLEXUS CORP COM 729132100 10895.28 310761 SH DEFINED 1 310761
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POLO RALPH LAUREN CORP CL A 731572103 321.49 2600 SH SOLE 2600
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POLYONE CORP COM 73179P106 579.76 40800 SH SOLE 40800
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PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 431.04 18134 SH SOLE 18134
POST PROPERTIES INC COM 737464107 607.90 15488 SH DEFINED 1 15488
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POTLATCH CORP COM 737630103 906.22 22543 SH SOLE 22543
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RADISYS CORP. COM 750459109 91.79 10600 SH SOLE 10600
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ROWAN COMPANIES INC COM 779382100 229.73 5200 SH SOLE 5200
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 323.42 4600 SH DEFINED 1 4600
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SIMPSON MANUFACTURING CO. INC. COM 829073105 512.60 17400 SH SOLE 17400
SKECHERS USA INC-CL A CL A 830566105 303.99 14800 SH SOLE 14800
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SMITH (A.O.) CORP COM 831865209 642.93 14500 SH SOLE 14500
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JM SMUCKER COMPANY COM NEW 832696405 350.23 4906 SH SOLE 4906
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SONIC CORP COM 835451105 242.10 26752 SH SOLE 26752
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STAPLES INC COM 855030102 16718.75 860904 SH DEFINED 1 860904
STAPLES INC COM 855030102 16994.17 875086 SH SOLE 875086
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STARWOOD HOTELS & RESORTS COM 85590A401 2951.27 50779 SH DEFINED 1 50779
STARWOOD HOTELS & RESORTS COM 85590A401 8788.96 151221 SH SOLE 151221
STATE STREET CORP COM 857477103 1963.87 43700 SH DEFINED 1 43700
STATE STREET CORP COM 857477103 6534.27 145400 SH SOLE 145400
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STEEL DYNAMICS INC COM 858119100 10939.15 582800 SH SOLE 582800
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STEELCASE INC. CL A 858155203 431.30 37900 SH DEFINED 1 37900
STEELCASE INC. CL A 858155203 416.50 36600 SH SOLE 36600
STEIN MART, INC. COM 858375108 118.49 11700 SH SOLE 11700
STEPAN CO COM 858586100 246.50 3400 SH SOLE 3400
STERLING BANCSHARES INC COM 858907108 380.56 44200 SH SOLE 44200
STERICYCLE INC COM 858912108 4282.76 48300 SH DEFINED 1 48300
STERICYCLE INC COM 858912108 7510.34 84700 SH SOLE 84700
STERLING BANCORP-N Y COM 859158107 134.13 13400 SH SOLE 13400
STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 1541.25 1500000 SH SOLE 1500000
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STILLWATER MINING CO COM 86074Q102 2494.78 108800 SH DEFINED 1 108800
STILLWATER MINING CO COM 86074Q102 4265.73 186033 SH SOLE 186033
STONE ENERGY CORP COM 861642106 707.44 21200 SH SOLE 21200
STRATASYS, INC. COM 862685104 427.70 9100 SH SOLE 9100
STRATEGIC HOTELS & RESORTS INC COM 86272T106 150.60 23350 SH DEFINED 1 23350
STRATEGIC HOTELS & RESORTS INC COM 86272T106 815.17 126383 SH SOLE 126383
STRAYER EDUCATION, INC. COM 863236105 443.66 3400 SH SOLE 3400
STRYKER CORP COM 863667101 486.40 8000 SH DEFINED 1 8000
STRYKER CORP COM 863667101 1149.12 18900 SH SOLE 18900
SUMMIT HOTEL PROPERTIES INC COM 866082100 152.08 15300 SH DEFINED 1 15300
SUMMIT HOTEL PROPERTIES INC COM 866082100 541.73 54500 SH SOLE 54500
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SUNOCO INC COM 86764P109 223.39 4900 SH SOLE 4900
SUNSTONE HOTEL INVESTORS INC COM 867892101 375.65 36865 SH DEFINED 1 36865
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SUPER MICRO COMPUTER INC COM 86800U104 176.44 11000 SH SOLE 11000
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SUSQUEHANNA BANCSHARES INC. COM 869099101 526.40 56300 SH SOLE 56300
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SWIFT ENERGY CO COM 870738101 15993.39 374728 SH SOLE 374728
SYKES ENTERPRISES INC. COM 871237103 1196.08 60500 SH DEFINED 1 60500
SYKES ENTERPRISES INC. COM 871237103 1395.76 70600 SH SOLE 70600
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SYMANTEC CORP COM 871503108 14044.90 757546 SH SOLE 757546
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SYMMETRICOM INC COM 871543104 115.55 18850 SH SOLE 18850
SYMMETRY MEDICAL INC COM 871546206 152.88 15600 SH SOLE 15600
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 378.77 10900 SH SOLE 10900
SYNAPTICS INC COM 87157D109 397.19 14700 SH SOLE 14700
SYNOPSYS INC COM 871607107 322.95 11680 SH SOLE 11680
SYNGENTA AG SPONSORED ADR 87160A100 879.40 13494 SH SOLE 13494
SYNOVUS FINANCIAL CORP COM 87161C105 144.96 60400 SH SOLE 60400
SYNNEX CORP COM 87162W100 340.39 10400 SH SOLE 10400
SYSCO CORP COM 871829107 675.88 24400 SH SOLE 24400
TCF FINANCIAL CORP COM 872275102 3132.23 197493 SH DEFINED 1 197493
TCF FINANCIAL CORP COM 872275102 4463.43 281427 SH SOLE 281427
TD AMERITRADE HOLDING CORP COM 87236Y108 3376.76 161800 SH DEFINED 1 161800
TD AMERITRADE HOLDING CORP COM 87236Y108 4597.66 220300 SH SOLE 220300
THQ INC COM NEW 872443403 134.68 29537 SH SOLE 29537
TJX COMPANIES INC COM 872540109 29295.14 589084 SH DEFINED 1 589084
TJX COMPANIES INC COM 872540109 41121.73 826900 SH SOLE 826900
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 4131.00 75000 SH SOLE 75000
TTM TECHNOLOGIES COM 87305R109 339.59 18700 SH SOLE 18700
TTM TECHNOLOGIES NOTE 3.250% 5/1 87305RAC3 2755.00 2000000 SH SOLE 2000000
TW TELECOM INC COM 87311L104 3793.92 197600 SH DEFINED 1 197600
TW TELECOM INC COM 87311L104 4905.73 255507 SH SOLE 255507
TAIWAN SEMICONDUCTOR MFG CO. SPONSORED ADR 874039100 231.42 19000 SH SOLE 19000
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 646.09 42050 SH SOLE 42050
TALEO CORP CL A 87424N104 631.00 17700 SH SOLE 17700
TANGER FACTORY OUTLET CENTERS COM 875465106 826.50 31498 SH DEFINED 1 31498
TANGER FACTORY OUTLET CENTERS COM 875465106 4405.74 167902 SH SOLE 167902
TARGET CORP COM 87612E106 1755.35 35100 SH SOLE 35100
TAUBMAN CENTERS INC COM 876664103 1082.31 20200 SH DEFINED 1 20200
TAUBMAN CENTERS INC COM 876664103 4345.33 81100 SH SOLE 81100
TECH DATA CORP COM 878237106 289.90 5700 SH DEFINED 1 5700
TECH DATA CORP COM 878237106 456.72 8980 SH SOLE 8980
TECH DATA CORP DBCV 2.750%12/1 878237AE6 7577.50 7000000 SH SOLE 7000000
TECHNE CORP COM 878377100 207.61 2900 SH DEFINED 1 2900
TECHNE CORP COM 878377100 758.85 10600 SH SOLE 10600
TEKELEC INC COM 879101103 241.97 29800 SH SOLE 29800
TELEDYNE TECHNOLOGIES INC COM 879360105 8936.47 172819 SH DEFINED 1 172819
TELEDYNE TECHNOLOGIES INC COM 879360105 13967.12 270105 SH SOLE 270105
TELEPHONE AND DATA SYSTEMS COM 879433100 8691.23 257900 SH DEFINED 1 257900
TELEPHONE AND DATA SYSTEMS COM 879433100 6676.50 198116 SH SOLE 198116
TELLABS INC COM 879664100 82.26 15700 SH SOLE 15700
TEMPLE-INLAND INC COM 879868107 17086.68 730200 SH DEFINED 1 730200
TEMPLE-INLAND INC COM 879868107 15418.25 658900 SH SOLE 658900
TELETECH HOLDINGS INC COM 879939106 308.14 15900 SH SOLE 15900
TENET HEALTHCARE CORP COM 88033G100 152.35 20450 SH SOLE 20450
TENNECO INC COM 880349105 530.62 12500 SH DEFINED 1 12500
TENNECO INC COM 880349105 1502.73 35400 SH SOLE 35400
TERADATA CORP COM 88076W103 6410.66 126443 SH DEFINED 1 126443
TERADATA CORP COM 88076W103 9815.01 193590 SH SOLE 193590
TERADYNE INC COM 880770102 34336.04 1927908 SH DEFINED 1 1927908
TERADYNE INC COM 880770102 32989.21 1852286 SH SOLE 1852286
TEREX CORP COM 880779103 322.24 8700 SH SOLE 8700
TESCO CORP COM 88157K101 1116.23 50900 SH DEFINED 1 50900
TESCO CORP COM 88157K101 1111.85 50700 SH SOLE 50700
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 637.15 12700 SH DEFINED 1 12700
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 6948.54 138500 SH SOLE 138500
TETRA TECHNOLOGIES, INC. COM 88162F105 555.17 36050 SH SOLE 36050
TETRA TECH INC COM 88162G103 666.77 27006 SH SOLE 27006
TEVA PHARMACEUT FIN II LLC DBCV 0.250% 2/0 88163VAE9 5743.75 5000000 SH SOLE 5000000
TESSERA TECHNOLOGIES INC COM 88164L100 403.54 22100 SH SOLE 22100
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 9068.06 348906 SH DEFINED 1 348906
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 13343.00 513390 SH SOLE 513390
TEXAS INDUSTRIES INC COM 882491103 547.28 12100 SH SOLE 12100
TEXAS INSTRUMENTS INC COM 882508104 2005.62 58033 SH DEFINED 1 58033
TEXAS INSTRUMENTS INC COM 882508104 3072.14 88893 SH SOLE 88893
TEXAS ROADHOUSE INC COM 882681109 431.54 25400 SH SOLE 25400
TEXTRON INC COM 883203101 9500.05 346844 SH DEFINED 1 346844
TEXTRON INC COM 883203101 9923.94 362320 SH SOLE 362320
TEXTRON INC NOTE 4.500% 5/0 883203BN0 11475.74 5350000 SH SOLE 5350000
THERMO FISHER SCIENTIFIC INC COM 883556102 36071.67 649355 SH DEFINED 1 649355
THERMO FISHER SCIENTIFIC INC COM 883556102 53275.66 959058 SH SOLE 959058
THOMAS & BETTS CORP COM 884315102 291.40 4900 SH SOLE 4900
3M CO COM 88579Y101 841.50 9000 SH DEFINED 1 9000
3M CO COM 88579Y101 4590.85 49100 SH SOLE 49100
TIBCO SOFTWARE INC COM 88632Q103 28538.76 1047294 SH DEFINED 1 1047294
TIBCO SOFTWARE INC COM 88632Q103 27963.75 1026193 SH SOLE 1026193
TIDEWATER INC COM 886423102 239.40 4000 SH SOLE 4000
TIFFANY & CO COM 886547108 319.48 5200 SH SOLE 5200
TIM HORTONS INC COM 88706M103 217.48 4800 SH SOLE 4800
TIME WARNER INC COM NEW 887317303 2240.74 62766 SH DEFINED 1 62766
TIME WARNER INC COM NEW 887317303 6950.71 194698 SH SOLE 194698
TIME WARNER CABLE INC COM 88732J207 29132.61 408363 SH DEFINED 1 408363
TIME WARNER CABLE INC COM 88732J207 30148.15 422598 SH SOLE 422598
TIMKEN CO COM 887389104 203.97 3900 SH DEFINED 1 3900
TIMKEN CO COM 887389104 711.28 13600 SH SOLE 13600
TOLL BROTHERS INC COM 889478103 223.40 11300 SH SOLE 11300
TORCHMARK CORP COM 891027104 206.08 3100 SH DEFINED 1 3100
TORCHMARK CORP COM 891027104 2060.88 31000 SH SOLE 31000
TORO CO COM 891092108 205.28 3100 SH DEFINED 1 3100
TORO CO COM 891092108 1264.80 19100 SH SOLE 19100
TORONTO-DOMINION BANK COM NEW 891160509 292.34 3300 SH SOLE 3300
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TOWER GROUP INC COM 891777104 432.54 18000 SH SOLE 18000
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 240.75 3000 SH SOLE 3000
TRACTOR SUPPLY CO COM 892356106 245.42 4100 SH DEFINED 1 4100
TRACTOR SUPPLY CO COM 892356106 796.13 13300 SH SOLE 13300
TRADESTATION GROUP INC COM 89267P105 121.61 17300 SH SOLE 17300
TRANSATLANTIC HOLDINGS INC COM 893521104 243.35 5000 SH SOLE 5000
TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 2471.87 2500000 SH DEFINED 1 2500000
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TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 6851.25 7000000 SH SOLE 7000000
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TRAVELERS COMPANIES INC COM 89417E109 7822.74 131519 SH SOLE 131519
TREDEGAR CORP COM 894650100 215.80 10000 SH SOLE 10000
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TREEHOUSE FOODS INC COM 89469A104 14626.96 257200 SH SOLE 257200
TRIMBLE NAVIGATION LTD COM 896239100 490.23 9700 SH SOLE 9700
TRINITY INDUSTRIES INC COM 896522109 230.83 6295 SH SOLE 6295
TRINITY INDUSTRIES INC NOTE 3.875% 6/0 896522AF6 4380.00 4000000 SH SOLE 4000000
TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 910.15 70500 SH SOLE 70500
TRIUMPH GROUP INC COM 896818101 964.10 10900 SH SOLE 10900
TRUE RELIGION APPAREL INC COM 89784N104 258.17 11000 SH SOLE 11000
TRUEBLUE INC COM 89785X101 320.68 19100 SH SOLE 19100
TRUSTCO BANK CORP NY COM 898349105 198.54 33482 SH SOLE 33482
TUESDAY MORNING CORP. COM NEW 899035505 77.91 15900 SH SOLE 15900
TUPPERWARE BRANDS CORPORATION COM 899896104 298.55 5000 SH SOLE 5000
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TWO HARBORS INVESTMENT CORP COM 90187B101 1043.85 99700 SH SOLE 99700
II-VI INC COM 902104108 592.02 11900 SH SOLE 11900
TYLER TECHNOLOGIES INC COM 902252105 341.42 14400 SH SOLE 14400
TYSON FOODS INC CL A 902494103 239.87 12500 SH SOLE 12500
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UDR INC COM 902653104 1326.04 54413 SH DEFINED 1 54413
UDR INC COM 902653104 6238.74 256001 SH SOLE 256001
UGI CORP COM 902681105 20768.19 631252 SH DEFINED 1 631252
UGI CORP COM 902681105 22241.18 676024 SH SOLE 676024
UIL HOLDINGS CORP COM 902748102 667.35 21866 SH SOLE 21866
UMB FINANCIAL CORP COM 902788108 485.74 13000 SH SOLE 13000
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URS CORP COM 903236107 1114.41 24200 SH SOLE 24200
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ULTRATECH INC COM 904034105 320.46 10900 SH SOLE 10900
UMPQUA HOLDINGS CORP COM 904214103 568.56 49700 SH SOLE 49700
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UNISYS CORP COM NEW 909214306 200.71 6429 SH SOLE 6429
UNITED COMMUNITY BANKS/GA CAP STK 90984P105 95.70 41076 SH SOLE 41076
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UNITED TECHNOLOGIES CORP COM 913017109 23137.55 273332 SH SOLE 273332
UNITED THERAPEUTICS CORP. COM 91307C102 8375.42 124969 SH DEFINED 1 124969
UNITED THERAPEUTICS CORP. COM 91307C102 12755.17 190319 SH SOLE 190319
UNITEDHEALTH GROUP INC COM 91324P102 56741.95 1255353 SH DEFINED 1 1255353
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UNUM GROUP COM 91529Y106 33252.24 1266752 SH SOLE 1266752
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VF CORP COM 918204108 5635.91 57200 SH SOLE 57200
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VALE SA ADR 91912E105 44480.59 1333751 SH SOLE 1333751
VALE SA ADR REPSTG PFD 91912E204 270.63 9300 SH SOLE 9300
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VALERO ENERGY CORP COM 91913Y100 3894.49 130600 SH SOLE 130600
VALLEY NATIONAL BANCORP COM 919794107 170.24 12195 SH SOLE 12195
VALSPAR CORP COM 920355104 295.59 7560 SH SOLE 7560
VALUECLICK, INC. COM 92046N102 11583.12 801600 SH DEFINED 1 801600
VALUECLICK, INC. COM 92046N102 8729.24 604100 SH SOLE 604100
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VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 292.02 6000 SH SOLE 6000
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VARIAN MEDICAL SYSTEMS INC COM 92220P105 8215.82 121464 SH SOLE 121464
VECTREN CORP COM 92240G101 204.00 7500 SH DEFINED 1 7500
VECTREN CORP COM 92240G101 541.00 19890 SH SOLE 19890
VECTOR GROUP LTD COM 92240M108 190.19 11000 SH DEFINED 1 11000
VECTOR GROUP LTD COM 92240M108 345.80 20000 SH SOLE 20000
VEECO INSTRUMENTS INC COM 922417100 976.12 19200 SH SOLE 19200
VENTAS INC COM 92276F100 2855.69 52591 SH DEFINED 1 52591
VENTAS INC COM 92276F100 12641.53 232809 SH SOLE 232809
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VERIFONE SYSTEMS INC COM 92342Y109 14405.14 262150 SH SOLE 262150
VERISIGN INC COM 92343E102 257.09 7100 SH SOLE 7100
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VERIZON COMMUNICATIONS INC COM 92343V104 42892.63 1112938 SH SOLE 1112938
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VIAD CORP COM NEW 92552R406 210.67 8800 SH SOLE 8800
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VIROPHARMA INC. COM 928241108 762.16 38300 SH SOLE 38300
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VISHAY INTERTECHNOLOGY INC COM 928298108 394.18 22220 SH SOLE 22220
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VMWARE INC CL A COM 928563402 31448.34 385680 SH DEFINED 1 385680
VMWARE INC CL A COM 928563402 44551.25 546373 SH SOLE 546373
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WD-40 CO COM 929236107 396.72 9370 SH SOLE 9370
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WALGREEN CO COM 931422109 42407.06 1056479 SH DEFINED 1 1056479
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WASTE CONNECTIONS INC COM 941053100 2870.36 99700 SH SOLE 99700
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WATERS CORP COM 941848103 9689.34 111500 SH SOLE 111500
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WATSCO INC. COM 942622200 550.70 7900 SH SOLE 7900
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WATSON PHARMACEUTICALS INC COM 942683103 8678.18 154940 SH SOLE 154940
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WELLPOINT INC COM 94973V107 1144.55 16400 SH SOLE 16400
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WELLS FARGO & COMPANY COM 949746101 35319.28 1113822 SH SOLE 1113822
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WERNER ENTERPRISES INC COM 950755108 1095.96 41400 SH SOLE 41400
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WESCO INTERNATIONAL INC COM 95082P105 18325.00 293200 SH SOLE 293200
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WHIRLPOOL CORP COM 963320106 265.89 3115 SH SOLE 3115
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WHITING PETROLEUM CORP COM 966387102 14436.59 196550 SH SOLE 196550
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JOHN WILEY & SONS INC CL A 968223206 213.52 4200 SH DEFINED 1 4200
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WILLBROS GROUP INC COM 969203108 2371.00 217125 SH SOLE 217125
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WILLIAMS-SONOMA INC. COM 969904101 15867.90 391800 SH DEFINED 1 391800
WILLIAMS-SONOMA INC. COM 969904101 12076.29 298180 SH SOLE 298180
WILMINGTON TRUST CORP COM 971807102 178.99 39600 SH SOLE 39600
WINDSTREAM CORP COM 97381W104 266.92 20724 SH SOLE 20724
WINNEBAGO INDUSTRIES INC COM 974637100 168.46 12600 SH SOLE 12600
WINTRUST FINANCIAL CORP COM 97650W108 554.92 15100 SH SOLE 15100
WISCONSIN ENERGY CORP COM 976657106 305.00 10000 SH SOLE 10000
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WORLD WRESTLING ENTERTAIN CL A 98156Q108 316.76 25200 SH SOLE 25200
WRIGHT EXPRESS CORP COM 98233Q105 865.72 16700 SH SOLE 16700
WYNDHAM WORLDWIDE CORP COM 98310W108 945.52 29724 SH DEFINED 1 29724
WYNDHAM WORLDWIDE CORP COM 98310W108 1266.19 39805 SH SOLE 39805
WYNN RESORTS LTD COM 983134107 394.19 3100 SH SOLE 3100
XCEL ENERGY INC COM 98389B100 7216.01 339808 SH DEFINED 1 339808
XCEL ENERGY INC COM 98389B100 8805.86 399317 SH SOLE 399317
XILINX INC COM 983919101 34592.97 1054664 SH DEFINED 1 1054664
XILINX INC COM 983919101 30394.57 926664 SH SOLE 926664
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XEROX CORP COM 984121103 30727.01 2885166 SH DEFINED 1 2885166
XEROX CORP COM 984121103 31742.09 2980478 SH SOLE 2980478
YAHOO INC COM 984332106 1984.55 118978 SH DEFINED 1 118978
YAHOO INC COM 984332106 2273.35 136292 SH SOLE 136292
YUM! BRANDS INC COM 988498101 9823.85 191200 SH DEFINED 1 191200
YUM! BRANDS INC COM 988498101 25016.92 486900 SH SOLE 486900
ZIMMER HOLDINGS INC COM 98956P102 25940.97 428564 SH DEFINED 1 428564
ZIMMER HOLDINGS INC COM 98956P102 24111.76 398344 SH SOLE 398344
ZIONS BANCORPORATION COM 989701107 22439.22 973080 SH DEFINED 1 973080
ZIONS BANCORPORATION COM 989701107 22927.91 994272 SH SOLE 994272
ZUMIEZ INC COM 989817101 237.87 9000 SH SOLE 9000
ZOLL MEDICAL CORP. COM 989922109 421.21 9400 SH SOLE 9400
ASPEN INSURANCE HOLDINGS LTD PFD PRP INC EQ G05384113 2793.61 51500 SH SOLE 51500
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 715.86 20500 SH DEFINED 1 20500
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 426.02 12200 SH SOLE 12200
ACCENTURE PLC SHS CLASS A G1151C101 13408.99 243933 SH DEFINED 1 243933
ACCENTURE PLC SHS CLASS A G1151C101 28268.21 514248 SH SOLE 514248
BUNGE LTD COM G16962105 926.54 12810 SH SOLE 12810
COOPER INDUSTRIES PLC SHS G24140108 623.04 9600 SH DEFINED 1 9600
COOPER INDUSTRIES PLC SHS G24140108 272.58 6300 SH SOLE 6300
ENDURANCE SPECIALTY HOLDINGS SHS G30397106 12962.97 265526 SH DEFINED 1 265526
ENDURANCE SPECIALTY HOLDINGS SHS G30397106 9606.36 196771 SH SOLE 196771
EVEREST RE GROUP LTD COM G3223R108 1633.35 18523 SH DEFINED 1 18523
EVEREST RE GROUP LTD COM G3223R108 2807.38 31837 SH SOLE 31837
FRONTLINE LTD SHS G3682E127 1872.61 75600 SH DEFINED 1 75600
FRONTLINE LTD SHS G3682E127 3002.12 121200 SH SOLE 121200
HELEN OF TROY LTD COM G4388N106 391.02 13300 SH SOLE 13300
HERBALIFE LTD COM USD SHS G4412G101 9009.23 110733 SH DEFINED 1 110733
HERBALIFE LTD COM USD SHS G4412G101 13157.94 161725 SH SOLE 161725
INGERSOLL-RAND PLC SHS G47791101 647.35 13400 SH SOLE 13400
INVESCO LTD SHS G491BT108 1390.46 54400 SH DEFINED 1 54400
INVESCO LTD SHS G491BT108 4437.21 173600 SH SOLE 173600
LAZARD LTD SHS A G54050102 16477.36 396281 SH DEFINED 1 396281
LAZARD LTD SHS A G54050102 15505.55 372909 SH SOLE 372909
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1889.32 121500 SH DEFINED 1 121500
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2467.78 158700 SH SOLE 158700
NABORS INDUSTRIES LTD SHS G6359F103 5249.66 172800 SH DEFINED 1 172800
NABORS INDUSTRIES LTD SHS G6359F103 7950.44 261700 SH SOLE 261700
PARTNERRE LTD COM G6852T105 4508.75 56900 SH DEFINED 1 56900
PARTNERRE LTD COM G6852T105 6656.16 84000 SH SOLE 84000
SIGNET JEWELERS LTD SHS G81276100 10240.73 222528 SH DEFINED 1 222528
SIGNET JEWELERS LTD SHS G81276100 14709.92 319642 SH SOLE 319642
VALIDUS HOLDINGS LTD COM SHS G9319H102 799.92 24000 SH DEFINED 1 24000
VALIDUS HOLDINGS LTD COM SHS G9319H102 476.61 14300 SH SOLE 14300
XL GROUP PLC SHS G98290102 334.56 13600 SH SOLE 13600
ACE LTD SHS H0023R105 2924.89 45207 SH DEFINED 1 45207
ACE LTD SHS H0023R105 5284.04 81670 SH SOLE 81670
WEATHERFORD INTL LTD REG SHS H27013103 23155.96 1024600 SH DEFINED 1 1024600
WEATHERFORD INTL LTD REG SHS H27013103 18131.98 802300 SH SOLE 802300
NOBLE CORP NAMEN -AKT H5833N103 483.57 10600 SH SOLE 10600
TRANSOCEAN LTD REG SHS H8817H100 779.50 10000 SH SOLE 10000
TYCO INTERNATIONAL LTD SHS H89128104 12807.93 286083 SH DEFINED 1 286083
TYCO INTERNATIONAL LTD SHS H89128104 10408.48 232488 SH SOLE 232488
ASML HOLDING NV NY REG SHS N07059186 21283.01 478270 SH DEFINED 1 478270
ASML HOLDING NV NY REG SHS N07059186 30988.91 696380 SH SOLE 696380
CORE LABORATORIES N.V. COM N22717107 888.87 8700 SH DEFINED 1 8700
CORE LABORATORIES N.V. COM N22717107 980.83 9600 SH SOLE 9600
NXP SEMICONDUCTOR NV COM N6596X109 12985.33 433350 SH DEFINED 1 433350
NXP SEMICONDUCTOR NV COM N6596X109 20262.33 676200 SH SOLE 676200
GRAND TOTAL $13,594,718