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 BIOMED REALTY TRUST INC COM 09063H107 4952.17 260367 SH SOLE 260367 BJ'S RESTAURANTS INC COM 09180C106 389.36 9900 SH SOLE 9900 BLACK BOX CORPORATION COM 091826107 270.65 7700 SH SOLE 7700 BLACKBAUD INC COM 09227Q100 525.73 19300 SH SOLE 19300 BLACKROCK INC COM 09247X101 23396.75 116396 SH DEFINED 1 116396 BLACKROCK INC COM 09247X101 32388.54 161129 SH SOLE 161129 BLACKROCK KELSO CAPITAL CORP COM 092533108 147.75 14600 SH DEFINED 1 14600 BLACKROCK KELSO CAPITAL CORP COM 092533108 268.18 26500 SH SOLE 26500 H&R BLOCK INC COM 093671105 261.14 15600 SH DEFINED 1 15600 H&R BLOCK INC COM 093671105 693.03 41400 SH SOLE 41400 BLUE COAT SYSTEMS INC COM NEW 09534T508 532.22 18900 SH SOLE 18900 BLUE NILE INC COM 09578R103 415.91 7700 SH SOLE 7700 BOEING CO COM 097023105 45941.95 621425 SH DEFINED 1 621425 BOEING CO COM 097023105 59630.90 806586 SH SOLE 806586 BORGWARNER INC COM 099724106 3187.60 40000 SH DEFINED 1 40000 BORGWARNER INC COM 099724106 5169.49 64870 SH SOLE 64870 BORGWARNER INC NOTE 3.500% 4/1 099724AF3 17640.00 7200000 SH SOLE 7200000 BOSTON BEER CO INC CL A 100557107 444.57 4800 SH SOLE 4800 BOSTON PRIVATE FINL HOLDINGS COM 101119105 234.01 33100 SH SOLE 33100 BOSTON PROPERTIES INC COM 101121101 5159.84 54400 SH DEFINED 1 54400 BOSTON PROPERTIES INC COM 101121101 22473.29 236935 SH SOLE 236935 BOSTON PROPERTIES LP NOTE 3.750% 5/1 10112RAG9 4016.24 3500000 SH SOLE 3500000 BOSTON PROPERTIES LP NOTE 2.875% 2/1 10112RAK0 752.02 740000 SH SOLE 740000 BOSTON SCIENTIFIC CORP COM 101137107 2507.87 348800 SH DEFINED 1 348800 BOSTON SCIENTIFIC CORP COM 101137107 4083.92 568000 SH SOLE 568000 BOTTOMLINE TECHNOLOGIES, INC. COM 101388106 361.58 14400 SH SOLE 14400 BRADY CORP CL A 104674106 813.73 22800 SH SOLE 22800 BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 594.20 48946 SH DEFINED 1 48946 BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 2469.54 203422 SH SOLE 203422 BRIGGS & STRATTON CORP COM 109043109 224.23 9900 SH DEFINED 1 9900 BRIGGS & STRATTON CORP COM 109043109 901.47 39800 SH SOLE 39800 BRIGHTPOINT INC COM NEW 109473405 319.85 29500 SH SOLE 29500 BRISTOL-MYERS SQUIBB CO COM 110122108 1881.89 71203 SH SOLE 71203 BRISTOW GROUP INC COM 110394103 742.61 15700 SH SOLE 15700 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 1652.26 1642000 SH SOLE 1642000 BRITISH AMERICAN TOBACCO PLC SPONSORED ADR 110448107 2797.07 34536 SH DEFINED 1 34536 BRITISH AMERICAN TOBACCO PLC SPONSORED ADR 110448107 1927.56 23800 SH SOLE 23800 BROADCOM CORP CL A 111320107 18788.19 477100 SH DEFINED 1 477100 BROADCOM CORP CL A 111320107 29522.04 749671 SH SOLE 749671 BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 10308.93 1676250 SH DEFINED 1 1676250 BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 14783.43 2403811 SH SOLE 2403811 BROOKFIELD ASSET MANAGE - CL A CL A LTD VT SH 112585104 486.90 15000 SH SOLE 15000 BROOKFIELD OFFICE PROPERTIES I COM 112900105 630.83 35600 SH DEFINED 1 35600 BROOKFIELD OFFICE PROPERTIES I COM 112900105 1874.77 105800 SH SOLE 105800 BROOKLINE BANCORP INC COM 11373M107 269.56 25600 SH SOLE 25600 BROOKS AUTOMATION INC COM 114340102 390.02 28407 SH SOLE 28407 BROWN & BROWN INC COM 115236101 402.48 15600 SH SOLE 15600 BROWN-FORMAN CORP CL B 115637209 290.27 4250 SH SOLE 4250 BROWN SHOE COMPANY INC COM 115736100 232.48 19025 SH SOLE 19025 BRUNSWICK CORP COM 117043109 981.59 38600 SH SOLE 38600 BUCKEYE TECHNOLOGIES INC COM 118255108 454.74 16700 SH SOLE 16700 BUCKLE INC COM 118440106 210.08 5200 SH DEFINED 1 5200 BUCKLE INC COM 118440106 923.14 22850 SH SOLE 22850 BUCYRUS INTERNATIONAL INC COM 118759109 594.42 6500 SH SOLE 6500 BUFFALO WILD WINGS INC COM 119848109 429.99 7900 SH SOLE 7900 CBL & ASSOCIATES PROPERTIES COM 124830100 740.66 42518 SH DEFINED 1 42518 CBL & ASSOCIATES PROPERTIES COM 124830100 3243.71 186206 SH SOLE 186206 CBS CORP CL B 124857202 706.97 28234 SH SOLE 28234 CB RICHARD ELLIS GROUP INC CL A 12497T101 792.99 29700 SH SOLE 29700 CEC ENTERTAINMENT INC. COM 125137109 332.96 8825 SH SOLE 8825 CF INDUSTRIES HOLDINGS INC COM 125269100 27925.67 204150 SH DEFINED 1 204150 CF INDUSTRIES HOLDINGS INC COM 125269100 39826.13 291148 SH SOLE 291148 CH ENERGY GROUP INC COM 12541M102 343.67 6800 SH SOLE 6800 CH ROBINSON WORLDWIDE INC COM NEW 12541W209 2542.65 34300 SH DEFINED 1 34300 CH ROBINSON WORLDWIDE INC COM NEW 12541W209 2950.37 39800 SH SOLE 39800 CIGNA CORP COM 125509109 5016.92 113300 SH DEFINED 1 113300 CIGNA CORP COM 125509109 7408.04 167300 SH SOLE 167300 CIT GROUP INC COM NEW 125581801 420.94 9893 SH DEFINED 1 9893 CIT GROUP INC COM NEW 125581801 3440.59 80860 SH SOLE 80860 CLECO CORP COM 12561W105 503.20 14675 SH SOLE 14675 CME GROUP INC COM 12572Q105 2080.69 6900 SH DEFINED 1 6900 CME GROUP INC COM 12572Q105 6754.72 22400 SH SOLE 22400 CMS ENERGY CORP COM 125896100 11579.74 589600 SH DEFINED 1 589600 CMS ENERGY CORP COM 125896100 9336.52 475383 SH SOLE 475383 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 2670.93 1750000 SH SOLE 1750000 CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 274.24 188000 SH DEFINED 1 188000 CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 3810.25 2612000 SH SOLE 2612000 CSG SYSTEMS INTERNATIONAL COM 126349109 299.10 15000 SH SOLE 15000 CSX CORP COM 126408103 13892.55 176750 SH DEFINED 1 176750 CSX CORP COM 126408103 15264.12 194200 SH SOLE 194200 CTS CORP COM 126501105 160.92 14900 SH SOLE 14900 CVS CAREMARK CORP COM 126650100 1937.32 56449 SH SOLE 56449 CA INC COM 12673P105 388.98 16087 SH SOLE 16087 CABELA'S INC COM 126804301 437.67 17500 SH SOLE 17500 CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 346.10 10000 SH SOLE 10000 CABOT CORP COM 127055101 240.24 5190 SH SOLE 5190 CABOT OIL & GAS CORP COM 127097103 227.77 4300 SH SOLE 4300 CABOT MICROELECTRONICS CORP. COM 12709P103 527.72 10100 SH SOLE 10100 CACI INTERNATIONAL INC CL A 127190304 809.42 13200 SH SOLE 13200 CADENCE DESIGN SYSTEMS INC COM 127387108 200.65 20580 SH SOLE 20580 CALGON CARBON CORP COM 129603106 389.06 24500 SH SOLE 24500 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 180.61 10700 SH SOLE 10700 CALLAWAY GOLF CO. COM 131193104 190.27 27900 SH SOLE 27900 CALPINE CORP COM NEW 131347304 1082.74 68226 SH DEFINED 1 68226 CALPINE CORP COM NEW 131347304 1390.81 87638 SH SOLE 87638 CAMBREX CORP COM 132011107 70.40 12800 SH SOLE 12800 CAMDEN PROPERTY TRUST SH BEN INT 133131102 1667.09 29340 SH DEFINED 1 29340 CAMDEN PROPERTY TRUST SH BEN INT 133131102 6922.77 121837 SH SOLE 121837 CAMERON INTERNATIONAL CORP COM 13342B105 1394.38 24420 SH SOLE 24420 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 11394.25 7058000 SH SOLE 7058000 CAMPBELL SOUP COMPANY COM 134429109 2003.15 60500 SH SOLE 60500 CAMPUS CREST COMMUNITIES INC COM 13466Y105 186.91 15800 SH DEFINED 1 15800 CAMPUS CREST COMMUNITIES INC COM 13466Y105 720.44 60900 SH SOLE 60900 CAPELLA EDUCATION CO COM 139594105 353.50 7100 SH SOLE 7100 CAPITAL LEASE FUNDING INC COM 140288101 142.47 26000 SH SOLE 26000 CAPITAL ONE FINANCIAL CORP COM 14040H105 18982.85 365336 SH DEFINED 1 365336 CAPITAL ONE FINANCIAL CORP COM 14040H105 19668.26 378527 SH SOLE 378527 CARBO CERAMICS, INC. COM 140781105 1157.18 8200 SH SOLE 8200 CARDINAL HEALTH INC COM 14149Y108 1558.82 37900 SH DEFINED 1 37900 CARDINAL HEALTH INC COM 14149Y108 4801.92 116750 SH SOLE 116750 CARDTRONICS INC COM 14161H108 352.05 17300 SH SOLE 17300 CAREFUSION CORP COM 14170T101 3293.76 116800 SH DEFINED 1 116800 CAREFUSION CORP COM 14170T101 4711.48 167074 SH SOLE 167074 CARLISLE COS INC COM 142339100 215.62 4840 SH SOLE 4840 CARMAX INC COM 143130102 301.74 9400 SH SOLE 9400 CARNIVAL CORPORATION PAIRED CTF 143658300 32873.90 856984 SH DEFINED 1 856984 CARNIVAL CORPORATION PAIRED CTF 143658300 44993.89 1172938 SH SOLE 1172938 CARTER'S INC COM 146229109 715.75 25000 SH SOLE 25000 CASEY'S GENERAL STORES INC COM 147528103 971.10 24900 SH SOLE 24900 CASH AMERICA INTL INC COM 14754D100 672.33 14600 SH SOLE 14600 CATALYST HEALTH SOLUTIONS INC COM 14888B103 950.81 17000 SH SOLE 17000 CATERPILLAR INC COM 149123101 43084.43 386928 SH DEFINED 1 386928 CATERPILLAR INC COM 149123101 57233.89 514000 SH SOLE 514000 CATO CORP CL A 149205106 313.60 12800 SH SOLE 12800 CBEYOND INC COM 149847105 156.37 13400 SH SOLE 13400 CEDAR SHOPPING CENTERS INC COM NEW 150602209 297.27 49300 SH SOLE 49300 CELANESE CORP COM SER A 150870103 6362.65 143400 SH DEFINED 1 143400 CELANESE CORP COM SER A 150870103 8504.61 191675 SH SOLE 191675 CELGENE CORP COM 151020104 8080.65 140350 SH DEFINED 1 140350 CELGENE CORP COM 151020104 14152.34 245807 SH SOLE 245807 CENTENE CORP COM 15135B101 709.07 21500 SH SOLE 21500 CENOVUS ENERGY INC COM 15135U109 208.71 5300 SH SOLE 5300 CENTERPOINT ENERGY INC COM 15189T107 321.29 18297 SH SOLE 18297 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 209.98 22800 SH SOLE 22800 CENTURY ALUMINUM COMPANY COM 156431108 457.66 24500 SH SOLE 24500 CENTURYLINK INC COM 156700106 1039.54 25019 SH SOLE 25019 CEPHALON INC COM 156708109 235.84 3100 SH SOLE 3100 CERADYNE INC COM 156710105 484.61 10750 SH SOLE 10750 CERNER CORP COM 156782104 511.52 4600 SH SOLE 4600 CEVA INC COM 157210105 253.93 9500 SH SOLE 9500 CHARLES RIVER LABORATORIES NOTE 2.250% 6/1 159864AB3 246.16 235000 SH DEFINED 1 235000 CHARLES RIVER LABORATORIES NOTE 2.250% 6/1 159864AB3 7583.90 7240000 SH SOLE 7240000 CHATHAM LODGING TRUST COM 16208T102 416.73 25645 SH SOLE 25645 CHECKPOINT SYSTEMS INC COM 162825103 388.90 17300 SH SOLE 17300 CHEMED CORP COM 16359R103 612.81 9200 SH SOLE 9200 CHESAPEAKE ENERGY CORP COM 165167107 911.74 27200 SH SOLE 27200 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 257.40 220000 SH DEFINED 1 220000 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 2199.59 1880000 SH SOLE 1880000 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 2728.12 2500000 SH SOLE 2500000 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 5953.75 5500000 SH SOLE 5500000 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 2771.25 3000000 SH SOLE 3000000 CHESAPEAKE LODGING TRUST SH BEN INT 165240102 212.87 12227 SH DEFINED 1 12227 CHESAPEAKE LODGING TRUST SH BEN INT 165240102 843.77 48465 SH SOLE 48465 CHEVRON CORP COM 166764100 57686.55 536669 SH DEFINED 1 536669 CHEVRON CORP COM 166764100 67133.30 624554 SH SOLE 624554 CHICAGO BRIDGE & IRON N Y REGISTRY SH 167250109 10319.79 253807 SH DEFINED 1 253807 CHICAGO BRIDGE & IRON N Y REGISTRY SH 167250109 7835.30 192703 SH SOLE 192703 CHICO'S FAS INC COM 168615102 206.97 13900 SH SOLE 13900 CHILDREN'S PLACE RETAIL STORES COM 168905107 652.77 13100 SH SOLE 13100 CHINA MOBILE LTD SPONSORED ADR 16941M109 286.75 6200 SH SOLE 6200 CHIPOTLE MEXICAN GRILL COM 169656105 653.68 2400 SH SOLE 2400 CHOICE HOTELS INTL INC COM 169905106 361.30 9300 SH SOLE 9300 CHRISTOPHER & BANKS CORP COM 171046105 99.95 15425 SH SOLE 15425 CHUBB CORP COM 171232101 772.50 12600 SH SOLE 12600 CHURCH & DWIGHT CO INC COM 171340102 587.90 7410 SH SOLE 7410 CIBER INC COM 17163B102 206.36 30800 SH SOLE 30800 CIMAREX ENERGY CO COM 171798101 783.63 6800 SH SOLE 6800 CINCINNATI BELL INC COM 171871106 231.01 86200 SH SOLE 86200 CINCINNATI FINANCIAL CORP COM 172062101 219.33 6689 SH SOLE 6689 CIRCOR INTERNATIONAL INC COM 17273K109 347.94 7400 SH SOLE 7400 CISCO SYSTEMS INC COM 17275R102 2440.47 142302 SH DEFINED 1 142302 CISCO SYSTEMS INC COM 17275R102 10895.39 635300 SH SOLE 635300 CINTAS CORP COM 172908105 208.91 6900 SH DEFINED 1 6900 CINTAS CORP COM 172908105 535.91 17700 SH SOLE 17700 CITIGROUP INC COM 172967101 15874.23 3591457 SH DEFINED 1 3591457 CITIGROUP INC COM 172967101 25455.16 5759088 SH SOLE 5759088 CITIGROUP INC UNIT 99/99/9999 172967416 7062.56 55950 SH DEFINED 1 55950 CITIGROUP INC UNIT 99/99/9999 172967416 10735.86 85050 SH SOLE 85050 CITRIX SYSTEMS INC COM 177376100 2056.88 28000 SH SOLE 28000 CITY HOLDING CO COM 177835105 236.91 6700 SH SOLE 6700 CITY NATIONAL CORP COM 178566105 217.93 3820 SH SOLE 3820 CLARCOR INC COM 179895107 979.47 21800 SH SOLE 21800 CLEARWATER PAPER CORP COM 18538R103 488.40 6000 SH SOLE 6000 CLIFFS NATRUAL RESOURCES COM 18683K101 1975.42 20100 SH SOLE 20100 CLOROX CO COM 189054109 4050.04 57800 SH DEFINED 1 57800 CLOROX CO COM 189054109 5836.83 83300 SH SOLE 83300 COACH INC COM 189754104 1869.27 44900 SH SOLE 44900 COCA-COLA CO/THE COM 191216100 6793.21 102400 SH DEFINED 1 102400 COCA-COLA CO/THE COM 191216100 23437.92 353300 SH SOLE 353300 COCA-COLA ENTERPRISES COM 19122T109 382.20 14000 SH SOLE 14000 COGDELL SPENCER INC COM 19238U107 85.23 14350 SH DEFINED 1 14350 COGDELL SPENCER INC COM 19238U107 381.64 64250 SH SOLE 64250 COGNEX CORP COM 192422103 505.67 17900 SH SOLE 17900 COGNIZANT TECH SOLUTIONS CORP CL A 192446102 14049.64 172600 SH DEFINED 1 172600 COGNIZANT TECH SOLUTIONS CORP CL A 192446102 23978.56 294577 SH SOLE 294577 COGO GROUP INC COM 192448108 987.76 122400 SH DEFINED 1 122400 COGO GROUP INC COM 192448108 998.85 123774 SH SOLE 123774 COHEN & STEERS QUALITY INCOME COM 19247L106 111.82 11182 SH SOLE 11182 COHU INC COM 192576106 159.74 10400 SH SOLE 10400 COINSTAR INC COM 19259P300 633.69 13800 SH SOLE 13800 COINSTAR INC NOTE 4.000% 9/0 19259PAF9 1665.00 1200000 SH SOLE 1200000 COLDWATER CREEK COM 193068103 68.64 26000 SH SOLE 26000 COLGATE-PALMOLIVE CO COM 194162103 2035.15 25200 SH DEFINED 1 25200 COLGATE-PALMOLIVE CO COM 194162103 8528.25 105600 SH SOLE 105600 COLONIAL PROPERTIES TRUST COM SH BEN INT 195872106 286.53 14885 SH DEFINED 1 14885 COLONIAL PROPERTIES TRUST COM SH BEN INT 195872106 2162.78 112352 SH SOLE 112352 COLONY FINANCIAL INC COM 19624R106 622.33 33050 SH SOLE 33050 COLUMBIA BANKING SYSTEM INC COM 197236102 327.80 17100 SH SOLE 17100 COMFORT SYSTEMS USA, INC. COM 199908104 230.74 16400 SH SOLE 16400 COMCAST CORP CL A 20030N101 5173.10 209268 SH DEFINED 1 209268 COMCAST CORP CL A 20030N101 11554.52 467416 SH SOLE 467416 COMERICA INC COM 200340107 26730.59 818952 SH DEFINED 1 818952 COMERICA INC COM 200340107 30743.82 837250 SH SOLE 837250 COMMERCE BANCSHARES INC. COM 200525103 424.01 10485 SH SOLE 10485 COMMONWEALTH REIT COM SH BEN INT 203233101 209.31 8060 SH DEFINED 1 8060 COMMONWEALTH REIT COM SH BEN INT 203233101 1470.91 56639 SH SOLE 56639 COMMONWEALTH REIT 6.50% PFD CUM CO 203233408 3303.27 153000 SH SOLE 153000 COMMUNITY BANK SYSTEM INC COM 203607106 351.91 14500 SH SOLE 14500 COMMUNITY HEALTH SYSTEMS INC COM 203668108 10689.32 267300 SH DEFINED 1 267300 COMMUNITY HEALTH SYSTEMS INC COM 203668108 8253.93 206400 SH SOLE 206400 COMMVAULT SYSTEMS INC COM 204166102 10941.75 274367 SH DEFINED 1 274367 COMMVAULT SYSTEMS INC COM 204166102 16448.54 412451 SH SOLE 412451 COMPANHIA DE BEBIDAS SPON ADR PFD 20441W203 226.48 8000 SH SOLE 8000 COMPASS MINERALS INTERNATIONAL COM 20451N101 205.76 2200 SH DEFINED 1 2200 COMPASS MINERALS INTERNATIONAL COM 20451N101 645.35 6900 SH SOLE 6900 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 546.85 37100 SH DEFINED 1 37100 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 512.95 34800 SH SOLE 34800 COMPUTER PROGRAMS & SYSTEMS IN COM 205306103 308.54 4800 SH SOLE 4800 COMPUTER SCIENCES CORP COM 205363104 306.99 6300 SH SOLE 6300 COMPUWARE CORP COM 205638109 12043.18 1042700 SH DEFINED 1 1042700 COMPUWARE CORP COM 205638109 9005.53 779700 SH SOLE 779700 COMSCORE INC COM 20564W105 324.50 11000 SH SOLE 11000 COMTECH TELECOMMUNICATIONS COM NEW 205826209 685.94 25200 SH SOLE 25200 CONAGRA FOODS INC COM 205887102 439.37 18500 SH SOLE 18500 CONCEPTUS, INC. COM 206016107 455.80 31500 SH DEFINED 1 31500 CONCEPTUS, INC. COM 206016107 426.86 29500 SH SOLE 29500 CONCUR TECHNOLOGIES, INC. COM 206708109 205.16 3700 SH SOLE 3700 CONMED CORP COM 207410101 321.93 12250 SH SOLE 12250 CONOCOPHILLIPS COM 20825C104 47919.03 600038 SH DEFINED 1 600038 CONOCOPHILLIPS COM 20825C104 54029.28 676550 SH SOLE 676550 CONSOL ENERGY INC COM 20854P109 504.12 9400 SH SOLE 9400 CONSOLIDATED EDISON INC COM 209115104 740.61 14602 SH SOLE 14602 CONSOLIDATED GRAPHICS INC COM 209341106 234.90 4300 SH SOLE 4300 CONSTELLATION ENERGY GROUP INC COM 210371100 510.37 16395 SH SOLE 16395 CONTANGO OIL & GAS CO COM NEW 21075N204 354.14 5600 SH SOLE 5600 CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 2609.68 1750000 SH SOLE 1750000 COOPER COMPANIES INC COM NEW 216648402 256.96 3700 SH SOLE 3700 COPART, INC. COM 217204106 207.98 4800 SH SOLE 4800 CORESITE REALTY CORP COM 21870Q105 391.24 24700 SH SOLE 24700 CORINTHIAN COLLEGES INC COM 218868107 162.21 36700 SH SOLE 36700 CORN PRODUCTS INTL INC COM 219023108 20901.64 403351 SH DEFINED 1 403351 CORN PRODUCTS INTL INC COM 219023108 22789.19 439776 SH SOLE 439776 CORNING INC COM 219350105 23198.72 1124514 SH DEFINED 1 1124514 CORNING INC COM 219350105 24894.01 1206690 SH SOLE 1206690 CORPORATE EXECUTIVE BOARD CO. COM 21988R102 209.92 5200 SH DEFINED 1 5200 CORPORATE EXECUTIVE BOARD CO. COM 21988R102 577.29 14300 SH SOLE 14300 CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 760.56 21045 SH DEFINED 1 21045 CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 3518.41 97355 SH SOLE 97355 CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 207.40 8500 SH SOLE 8500 CORVEL CORP COM 221006109 233.99 4400 SH SOLE 4400 COSTCO WHOLESALE CORP COM 22160K105 2492.88 34000 SH SOLE 34000 COUSINS PROPERTIES INC COM 222795106 451.15 54030 SH SOLE 54030 COVANCE INC COM 222816100 8937.19 163326 SH DEFINED 1 163326 COVANCE INC COM 222816100 13066.85 238795 SH SOLE 238795 COVENTRY HEALTH CARE INC COM 222862104 12401.34 389245 SH DEFINED 1 389245 COVENTRY HEALTH CARE INC COM 222862104 9366.71 293996 SH SOLE 293996 CRACKER BARREL OLD COUNTRY COM 22410J106 491.40 10000 SH SOLE 10000 CREE INC COM 225447101 401.59 8700 SH SOLE 8700 CREXUS INVESTMENT CORP COM 226553105 201.56 17650 SH SOLE 17650 CROCS INC COM 227046109 686.84 38500 SH SOLE 38500 CROSS COUNTRY HEALTHCARE INC COM 227483104 105.70 13500 SH SOLE 13500 CRYOLIFE INC COM 228903100 73.50 12050 SH SOLE 12050 CUBIC CORP COM 229669106 483.00 8400 SH SOLE 8400 CUBIST PHARMACEUTICALS INC COM 229678107 742.05 29400 SH SOLE 29400 CULLEN/FROST BANKERS, INC. COM 229899109 330.51 5600 SH SOLE 5600 CUMMINS INC COM 231021106 2170.47 19800 SH DEFINED 1 19800 CUMMINS INC COM 231021106 7125.30 65000 SH SOLE 65000 CURTISS-WRIGHT CORP COM 231561101 706.31 20100 SH SOLE 20100 CYBERONICS COM 23251P102 337.18 10600 SH SOLE 10600 CYMER INC COM 232572107 741.19 13100 SH SOLE 13100 CYPRESS SEMICONDUCTOR CORP. COM 232806109 261.63 13500 SH SOLE 13500 CYPRESS SHARPRIDGE INVESTMENTS COM 23281A307 692.96 54650 SH DEFINED 1 54650 CYPRESS SHARPRIDGE INVESTMENTS COM 23281A307 2035.14 160500 SH SOLE 160500 CYTEC INDUSTRIES INC COM 232820100 215.30 3960 SH SOLE 3960 DCT INDUSTRIAL TRUST INC COM 233153105 411.15 74082 SH DEFINED 1 74082 DCT INDUSTRIAL TRUST INC COM 233153105 1832.90 330253 SH SOLE 330253 DG FASTCHANNEL INC COM 23326R109 334.77 10400 SH SOLE 10400 DPL INC COM 233293109 918.23 33500 SH DEFINED 1 33500 DPL INC COM 233293109 1091.74 39830 SH SOLE 39830 DR HORTON INC COM 23331A109 186.40 16000 SH DEFINED 1 16000 DR HORTON INC COM 23331A109 477.65 41000 SH SOLE 41000 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 DTE ENERGY CO COM 233331107 205.63 4200 SH DEFINED 1 4200 DTE ENERGY CO COM 233331107 972.78 19869 SH SOLE 19869 DTS INC COM 23335C101 433.65 9300 SH SOLE 9300 DAKTRONICS INC COM 234264109 164.47 15300 SH SOLE 15300 DANAHER CORP COM 235851102 1728.27 33300 SH DEFINED 1 33300 DANAHER CORP COM 235851102 6061.92 116800 SH SOLE 116800 DANAHER CORP NOTE 1/2 235851AF9 14297.50 9500000 SH SOLE 9500000 DARDEN RESTAURANTS INC COM 237194105 26967.45 548900 SH DEFINED 1 548900 DARDEN RESTAURANTS INC COM 237194105 38203.48 777600 SH SOLE 777600 DARLING INTERNATIONAL INC COM 237266101 777.72 50600 SH SOLE 50600 DAVITA INC COM 23918K108 350.59 4100 SH SOLE 4100 DEALERTRACK HOLDINGS INC COM 242309102 405.68 17700 SH SOLE 17700 DECKERS OUTDOOR CORP COM 243537107 258.45 3000 SH SOLE 3000 DEERE & CO COM 244199105 2964.83 30600 SH DEFINED 1 30600 DEERE & CO COM 244199105 10163.76 104900 SH SOLE 104900 DELL INC COM 24702R101 1017.15 70100 SH SOLE 70100 DELPHI FINANCIAL GROUP CL A 247131105 726.75 23665 SH SOLE 23665 DELTA AIR LINES INC COM NEW 247361702 1331.82 135900 SH DEFINED 1 135900 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 DEVELOPERS DIVERSIFIED REALTY COM 251591103 1182.93 84495 SH DEFINED 1 84495 DEVELOPERS DIVERSIFIED REALTY COM 251591103 5085.43 363245 SH SOLE 363245 DEVON ENERGY CORPORATION COM 25179M103 642.39 7000 SH DEFINED 1 7000 DEVON ENERGY CORPORATION COM 25179M103 2028.11 22100 SH SOLE 22100 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 DISCOVER FINANCIAL SVS COM 254709108 5605.48 232400 SH DEFINED 1 232400 DISCOVER FINANCIAL SVS COM 254709108 7726.11 320320 SH SOLE 320320 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 DREAMWORKS ANIMATION SKG-A CL A 26153C103 3697.93 132400 SH DEFINED 1 132400 DREAMWORKS ANIMATION SKG-A CL A 26153C103 5063.70 181300 SH SOLE 181300 DRESSER-RAND GROUP INC COM 261608103 4375.39 81600 SH DEFINED 1 81600 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 ENTERTAINMENT PROPERTIES TRUST COM SH BEN INT 29380T105 772.06 16490 SH DEFINED 1 16490 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 FEDERAL REALTY INVES TRUST SH BEN INT NEW 313747206 1445.24 26580 SH DEFINED 1 26580 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 FIRST POTOMAC REALTY TRUST COM 33610F109 241.76 15350 SH DEFINED 1 15350 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 HEALTHSPRING INC COM 42224N101 1038.88 27800 SH SOLE 27800 HEARTLAND EXPRESS INC COM 422347104 210.51 12000 SH DEFINED 1 12000 HEARTLAND EXPRESS INC COM 422347104 769.20 43848 SH SOLE 43848 HEARTLAND PAYMENT SYSTEMS INC COM 42235N108 292.75 16700 SH SOLE 16700 HEIDRICK & STRUGGLES INTL INC COM 422819102 211.50 7600 SH SOLE 7600 HJ HEINZ CO COM 423074103 5599.65 114700 SH DEFINED 1 114700 HJ HEINZ CO COM 423074103 9097.60 186350 SH SOLE 186350 HELMERICH & PAYNE INC COM 423452101 295.36 4300 SH SOLE 4300 HENRY (JACK) & ASSOCIATES COM 426281101 269.76 7960 SH SOLE 7960 HERCULES TECHNOLOGY GROWTH COM 427096508 957.00 87000 SH DEFINED 1 87000 HERCULES TECHNOLOGY GROWTH COM 427096508 888.80 80800 SH SOLE 80800 HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 300.86 50650 SH DEFINED 1 50650 HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 1356.99 228450 SH SOLE 228450 HERSHEY COMPANY/THE COM 427866108 516.32 9500 SH SOLE 9500 HESS CORP COM 42809H107 1056.60 12400 SH SOLE 12400 HEWLETT-PACKARD CO COM 428236103 16672.16 406936 SH DEFINED 1 406936 HEWLETT-PACKARD CO COM 428236103 28576.49 697498 SH SOLE 697498 HIBBETT SPORTS INC COM 428567101 528.19 14750 SH SOLE 14750 HIGHWOODS PROPERTIES INC COM 431284108 781.80 22331 SH DEFINED 1 22331 HIGHWOODS PROPERTIES INC COM 431284108 3613.03 103200 SH SOLE 103200 HILLENBRAND INC COM 431571108 584.80 27200 SH SOLE 27200 HITTITE MICROWAVE CORP COM 43365Y104 771.61 12100 SH SOLE 12100 HOLLY CORP COM PAR $0.01 435758305 285.57 4700 SH DEFINED 1 4700 HOLLY CORP COM PAR $0.01 435758305 1683.05 27700 SH SOLE 27700 HOLOGIC INC COM 436440101 4827.36 217449 SH DEFINED 1 217449 HOLOGIC INC COM 436440101 7085.70 319176 SH SOLE 319176 HOLOGIC INC FRNT 2.000%12/1 436440AA9 2418.75 2500000 SH SOLE 2500000 HOLOGIC INC FRNT 2.000%12/1 436440AB7 7327.50 6000000 SH SOLE 6000000 HOME BANCSHARES INC COM 436893200 216.58 9520 SH SOLE 9520 HOME DEPOT INC COM 437076102 4080.30 110100 SH DEFINED 1 110100 HOME DEPOT INC COM 437076102 12218.68 329700 SH SOLE 329700 HOME PROPERTIES INC COM 437306103 713.29 12100 SH DEFINED 1 12100 HOME PROPERTIES INC COM 437306103 4114.71 69800 SH SOLE 69800 HONEYWELL INTERNATIONAL INC COM 438516106 23067.70 386329 SH DEFINED 1 386329 HONEYWELL INTERNATIONAL INC COM 438516106 24196.58 405235 SH SOLE 405235 HORACE MANN EDUCATORS CORP COM 440327104 288.96 17200 SH SOLE 17200 HORMEL FOODS CORP COM 440452100 206.01 7400 SH SOLE 7400 HORNBECK OFFSHORE SERV COM 440543106 311.58 10100 SH SOLE 10100 HOSPIRA INC COM 441060100 5304.72 96100 SH DEFINED 1 96100 HOSPIRA INC COM 441060100 7291.69 132096 SH SOLE 132096 HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 561.34 24248 SH DEFINED 1 24248 HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 3150.82 136105 SH SOLE 136105 HOST HOTELS & RESORTS INC COM 44107P104 18792.58 1067154 SH DEFINED 1 1067154 HOST HOTELS & RESORTS INC COM 44107P104 29931.39 1699701 SH SOLE 1699701 HOT TOPIC, INC. COM 441339108 110.29 19375 SH SOLE 19375 HUB GROUP INC- CL A CL A 443320106 586.27 16200 SH SOLE 16200 HUDSON CITY BANCORP INC COM 443683107 576.92 59600 SH DEFINED 1 59600 HUDSON CITY BANCORP INC COM 443683107 561.44 58000 SH SOLE 58000 HUDSON PACIFIC PROPERTIES INC COM 444097109 183.74 12500 SH SOLE 12500 HUMANA INC COM 444859102 2035.25 29100 SH SOLE 29100 JB HUNT TRANSPORT SERVICES INC COM 445658107 6122.61 134800 SH DEFINED 1 134800 JB HUNT TRANSPORT SERVICES INC COM 445658107 9103.98 200440 SH SOLE 200440 HUNTINGTON BANCSHARES INC COM 446150104 240.94 36287 SH SOLE 36287 HUTCHINSON TECHNOLOGY INC COM 448407106 28.58 10100 SH SOLE 10100 ICF INTERNATIONAL INC COM 44925C103 1437.80 70000 SH DEFINED 1 70000 ICF INTERNATIONAL INC COM 44925C103 1326.88 64600 SH SOLE 64600 ICU MEDICAL INC COM 44930G107 227.65 5200 SH SOLE 5200 IPC THE HOSPITALIST CO INC COM 44984A105 322.41 7100 SH SOLE 7100 ITT EDUCATIONAL SERVICES INC COM 45068B109 303.03 4200 SH SOLE 4200 IBERIABANK CORP COM 450828108 2483.36 41300 SH DEFINED 1 41300 IBERIABANK CORP COM 450828108 2290.95 38100 SH SOLE 38100 ITT CORP COM 450911102 304.25 7600 SH SOLE 7600 ICONIX BRAND GROUP INC COM 451055107 678.76 31600 SH SOLE 31600 IDEX CORP COM 45167R104 288.09 6600 SH SOLE 6600 IDEXX LABORATORIES INC COM 45168D104 517.37 6700 SH SOLE 6700 IGATE CORP COM 45169U105 238.37 12700 SH SOLE 12700 ILLINOIS TOOL WORKS INC COM 452308109 666.12 12400 SH DEFINED 1 12400 ILLINOIS TOOL WORKS INC COM 452308109 1504.16 28000 SH SOLE 28000 INDEPENDENT BANK CORP/ROCKLAND COM 453836108 248.49 9200 SH SOLE 9200 INFINITY PROP & CASUALTY COM 45665Q103 321.24 5400 SH SOLE 5400 INFORMATICA CORP COM 45666Q102 8497.05 162810 SH DEFINED 1 162810 INFORMATICA CORP COM 45666Q102 12889.93 246981 SH SOLE 246981 INFOSPACE INC COM PAR $.0001 45678T300 135.96 15700 SH SOLE 15700 INGERSOLL-RAND GL HLD CO NOTE 4.500% 4/1 45687AAD4 18224.00 6700000 SH SOLE 6700000 INGRAM MICRO INC CL A 457153104 1352.22 64300 SH DEFINED 1 64300 INGRAM MICRO INC CL A 457153104 1493.13 71000 SH SOLE 71000 INLAND REAL ESTATE CORP COM NEW 457461200 143.10 15000 SH DEFINED 1 15000 INLAND REAL ESTATE CORP COM NEW 457461200 1108.54 116200 SH SOLE 116200 INSIGHT ENTERPRISES INC COM 45765U103 341.87 20075 SH SOLE 20075 INSITUFORM TECHNOLOGIES INC CL A 457667103 457.42 17100 SH SOLE 17100 INSPERITY INC. COM 45778Q107 376.71 12400 SH SOLE 12400 INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 422.03 8900 SH SOLE 8900 INTEGRATED DEVICE TECH INC COM 458118106 82.23 11150 SH SOLE 11150 INTEL CORP COM 458140100 1069.54 53000 SH DEFINED 1 53000 INTEL CORP COM 458140100 6851.11 339500 SH SOLE 339500 INTEL CORP SDCV 2.950%12/1 458140AD2 1550.62 1500000 SH SOLE 1500000 INTEGRYS ENERGY GROUP INC COM 45822P105 516.31 10222 SH SOLE 10222 INTERACTIVE INTELLIGENCE INC COM 45839M103 313.55 8100 SH SOLE 8100 INTERACTIVE BROKERS GRO COM 45841N107 290.78 18300 SH SOLE 18300 INTERCONTINENTALEXCHANGE INC COM 45865V100 13200.24 106850 SH DEFINED 1 106850 INTERCONTINENTALEXCHANGE INC COM 45865V100 13348.49 108050 SH SOLE 108050 INTERFACE INC CL A 458665106 515.87 27900 SH SOLE 27900 INTERMEC INC COM 458786100 225.51 20900 SH SOLE 20900 IBM CORP COM 459200101 43629.70 267552 SH DEFINED 1 267552 IBM CORP COM 459200101 65426.14 401215 SH SOLE 401215 INTERNATIONAL COAL COM 45928H106 8999.27 796396 SH DEFINED 1 796396 INTERNATIONAL COAL COM 45928H106 13836.78 1224494 SH SOLE 1224494 INTERNATIONAL FLAVORS & FRAG. COM 459506101 211.82 3400 SH DEFINED 1 3400 INTERNATIONAL FLAVORS & FRAG. COM 459506101 591.85 9500 SH SOLE 9500 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1747.97 107700 SH DEFINED 1 107700 INTERNATIONAL GAME TECHNOLOGY COM 459902102 3056.92 188350 SH SOLE 188350 INTERNATIONAL GAME TECHNOLOGY NOTE 3.250% 5/0 459902AQ5 216.67 188000 SH DEFINED 1 188000 INTERNATIONAL GAME TECHNOLOGY NOTE 3.250% 5/0 459902AQ5 20009.70 17362000 SH SOLE 17362000 INTERNATIONAL PAPER CO COM 460146103 27690.02 917496 SH DEFINED 1 917496 INTERNATIONAL PAPER CO COM 460146103 37591.09 1245563 SH SOLE 1245563 INTERPUBLIC GROUP OF COS INC COM 460690100 531.71 42300 SH DEFINED 1 42300 INTERPUBLIC GROUP OF COS INC COM 460690100 1761.76 140156 SH SOLE 140156 INTERPUBLIC GROUP OF COS INC NOTE 4.250% 3/1 460690BA7 3442.50 3000000 SH SOLE 3000000 INTERPUBLIC GROUP OF COS INC NOTE 4.750% 3/1 460690BE9 2849.06 2250000 SH SOLE 2250000 INTERVAL LEISURE GROUP INC COM 46113M108 287.76 17600 SH SOLE 17600 INTUIT INC COM 461202103 786.02 14800 SH SOLE 14800 INVACARE CORP COM 461203101 435.68 14000 SH SOLE 14000 INTUITIVE SURGICAL INC COM NEW 46120E602 533.53 1600 SH SOLE 1600 INVESCO MORTGAGE CAPITAL INC COM 46131B100 1956.66 89550 SH DEFINED 1 89550 INVESCO MORTGAGE CAPITAL INC COM 46131B100 3403.13 155750 SH SOLE 155750 INVESTMENT TECHNOLOGY GROUP COM 46145F105 327.42 18000 SH SOLE 18000 INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 340.38 35830 SH SOLE 35830 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 12835.97 11018000 SH SOLE 11018000 INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 244.45 219000 SH DEFINED 1 219000 INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 4053.10 3631000 SH SOLE 3631000 ION GEOPHYSICAL CORP COM 462044108 921.29 72600 SH SOLE 72600 IRON MOUNTAIN INC COM 462846106 259.20 8300 SH SOLE 8300 ISHARES INDEX FUND DJ SEL DIV INX 464287168 2007.00 38500 SH DEFINED 1 38500 ISHARES INDEX FUND DJ SEL DIV INX 464287168 1928.81 37000 SH SOLE 37000 ISHARES INDEX FUND BARCLY USAGG B 464287226 226.34 2153 SH SOLE 2153 ISHARES INDEX FUND MSCI EMERG MKT 464287234 1703.45 35000 SH SOLE 35000 ISHARES INDEX FUND MSCI EAFE INDEX 464287465 276.36 4600 SH DEFINED 1 4600 ISHARES INDEX FUND MSCI EAFE INDEX 464287465 2919.82 48599 SH SOLE 48599 ISHARES INDEX FUND RUSSELL MIDCAP 464287499 1994.73 18302 SH SOLE 18302 ISHARES INDEX FUND COHEN&ST RLTY 464287564 1739.22 24800 SH SOLE 24800 ISHARES INDEX FUND RUSSELL 2000 464287655 2089.26 24822 SH DEFINED 1 24822 ISHARES INDEX FUND RUSSELL 2000 464287655 4390.98 52168 SH SOLE 52168 ISHARES INDEX FUND DJ US REAL EST 464287739 2886.84 48600 SH DEFINED 1 48600 ISHARES INDEX FUND DJ US REAL EST 464287739 2304.72 38800 SH SOLE 38800 ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 41567.29 1728370 SH DEFINED 1 1728370 ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 59163.00 2460000 SH SOLE 2460000 ITC HOLDINGS CORP COM 465685105 259.81 3717 SH SOLE 3717 J&J SNACK FOODS CORP. COM 466032109 291.83 6200 SH SOLE 6200 JDS UNIPHASE CORP COM PAR $0.001 46612J507 3215.61 154300 SH DEFINED 1 154300 JDS UNIPHASE CORP COM PAR $0.001 46612J507 4579.84 219762 SH SOLE 219762 JDA SOFTWARE GROUP INC COM 46612K108 553.75 18300 SH SOLE 18300 JP MORGAN CHASE & CO COM 46625H100 66970.06 1452713 SH DEFINED 1 1452713 JP MORGAN CHASE & CO COM 46625H100 86024.72 1866046 SH SOLE 1866046 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 669.82 22700 SH SOLE 22700 JACK IN THE BOX INC. COM 466367109 1591.25 70161 SH DEFINED 1 70161 JACK IN THE BOX INC. COM 466367109 2046.87 90250 SH SOLE 90250 JACOBS ENGINEERING GROUP INC COM 469814107 5257.89 102234 SH DEFINED 1 102234 JACOBS ENGINEERING GROUP INC COM 469814107 7053.98 137157 SH SOLE 137157 JAKKS PACIFIC INC COM 47012E106 226.39 11700 SH SOLE 11700 JANUS CAPITAL GROUP INC NOTE 3.250% 7/1 47102XAG0 3554.75 2950000 SH SOLE 2950000 JEFFERIES GROUP INC COM 472319102 254.38 10200 SH SOLE 10200 JEFFERIES GROUP INC DBCV 3.875%11/0 472319AG7 5740.62 5500000 SH SOLE 5500000 JETBLUE AIRWAYS CORP COM 477143101 95.14 15175 SH SOLE 15175 JOHN BEAN TECHNOLOGIES CORP COM 477839104 238.45 12400 SH SOLE 12400 JOHNSON & JOHNSON COM 478160104 14909.19 251632 SH DEFINED 1 251632 JOHNSON & JOHNSON COM 478160104 24386.17 411581 SH SOLE 411581 JOHNSON CONTROLS INC COM 478366107 1163.96 28000 SH SOLE 28000 JONES LANG LASALLE INC COM 48020Q107 508.67 5100 SH SOLE 5100 JOS A BANK CLOTHIERS INC COM 480838101 608.62 11962 SH SOLE 11962 JOY GLOBAL INC COM 481165108 217.38 2200 SH DEFINED 1 2200 JOY GLOBAL INC COM 481165108 820.12 8300 SH SOLE 8300 JUNIPER NETWORKS INC COM 48203R104 13196.28 313600 SH DEFINED 1 313600 JUNIPER NETWORKS INC COM 48203R104 10675.69 253700 SH SOLE 253700 KBR INC COM 48242W106 740.29 19600 SH DEFINED 1 19600 KBR INC COM 48242W106 2734.54 72400 SH SOLE 72400 KLA-TENCOR CORPORATION COM 482480100 326.50 6900 SH SOLE 6900 K-SWISS INC CL A 482686102 132.98 11800 SH SOLE 11800 KAISER ALUMINUM CORP COM PAR $0.01 483007704 315.20 6400 SH SOLE 6400 KAMAN CORP COM 483548103 204.16 5800 SH DEFINED 1 5800 KAMAN CORP COM 483548103 767.36 21800 SH SOLE 21800 KANSAS CITY SOUTHERN COM NEW 485170302 446.49 8200 SH SOLE 8200 KAPSTONE PAPER AND PACKAGING C COM 48562P103 367.43 21400 SH SOLE 21400 KAYDON CORP COM 486587108 556.49 14200 SH SOLE 14200 KB HOME COM 48666K109 1443.04 116000 SH DEFINED 1 116000 KB HOME COM 48666K109 1499.02 120500 SH SOLE 120500 KELLOGG CO COM 487836108 572.18 10600 SH SOLE 10600 KELLY SERVICES INC CL A 488152208 267.03 12300 SH SOLE 12300 KENNAMETAL INC COM 489170100 255.06 6540 SH SOLE 6540 KEYCORP COM 493267108 328.56 37000 SH SOLE 37000 KFORCE INC COM 493732101 301.95 16500 SH DEFINED 1 16500 KFORCE INC COM 493732101 292.80 16000 SH SOLE 16000 KILROY REALTY CORP COM 49427F108 756.02 19470 SH DEFINED 1 19470 KILROY REALTY CORP COM 49427F108 4001.85 103061 SH SOLE 103061 KIMBERLY-CLARK CORP COM 494368103 1037.79 15900 SH DEFINED 1 15900 KIMBERLY-CLARK CORP COM 494368103 1721.30 26372 SH SOLE 26372 KIMCO REALTY CORP COM 49446R109 2082.81 113567 SH DEFINED 1 113567 KIMCO REALTY CORP COM 49446R109 9740.26 531094 SH SOLE 531094 KINDER MORGAN INC COM 49456B101 374.94 12650 SH DEFINED 1 12650 KINDER MORGAN INC COM 49456B101 1107.05 37350 SH SOLE 37350 KINETIC CONCEPTS INC COM NEW 49460W208 272.10 5000 SH SOLE 5000 KIRBY CORP COM 497266106 246.34 4300 SH SOLE 4300 KITE REALTY GROUP TRUST COM 49803T102 114.43 21551 SH DEFINED 1 21551 KITE REALTY GROUP TRUST COM 49803T102 626.58 118000 SH SOLE 118000 KNIGHT TRANSPORTATION INC COM 499064103 11909.30 618665 SH DEFINED 1 618665 KNIGHT TRANSPORTATION INC COM 499064103 17608.24 914714 SH SOLE 914714 KNOLOGY INC COM 499183804 970.83 75200 SH DEFINED 1 75200 KNOLOGY INC COM 499183804 854.64 66200 SH SOLE 66200 KNOT INC. (THE) COM 499184109 160.26 13300 SH SOLE 13300 KOHLS CORP COM 500255104 2221.42 41882 SH DEFINED 1 41882 KOHLS CORP COM 500255104 6927.02 130600 SH SOLE 130600 PHILIPS ELECTRONICS NV NY REG SH NEW 500472303 1064.82 33100 SH DEFINED 1 33100 PHILIPS ELECTRONICS NV NY REG SH NEW 500472303 633.74 19700 SH SOLE 19700 KOPIN CORP COM 500600101 128.69 28100 SH SOLE 28100 KOPPERS HOLDINGS INC COM 50060P106 439.81 10300 SH SOLE 10300 KRAFT FOODS INC CL A 50075N104 31687.68 1010449 SH DEFINED 1 1010449 KRAFT FOODS INC CL A 50075N104 34313.17 1094170 SH SOLE 1094170 KROGER CO COM 501044101 637.60 26600 SH SOLE 26600 KRONOS WORLDWIDE INC COM 50105F105 263.02 4500 SH DEFINED 1 4500 KRONOS WORLDWIDE INC COM 50105F105 479.29 8200 SH SOLE 8200 KULICKE & SOFFA INDUSTRIES COM 501242101 289.85 31000 SH SOLE 31000 LHC GROUP INC COM 50187A107 204.00 6800 SH SOLE 6800 LKQ CORP COM 501889208 279.56 11600 SH SOLE 11600 LSB INDUSTRIES INC COM 502160104 281.44 7100 SH SOLE 7100 LSI CORPORATION COM 502161102 178.84 26300 SH SOLE 26300 LTC PROPERTIES INC COM 502175102 1164.77 41100 SH SOLE 41100 L-3 COMMUNICATIONS HOLDINGS COM 502424104 360.22 4600 SH SOLE 4600 LA-Z-BOY INC COM 505336107 214.87 22500 SH SOLE 22500 LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 6162.29 66887 SH SOLE 66887 LABORATORY CRP OF AMER HLDGS NOTE 9/1 50540RAG7 3386.74 2734000 SH SOLE 2734000 LABRANCHE & CO INC COM 505447102 61.30 15600 SH SOLE 15600 LACLEDE GROUP INC COM 505597104 369.57 9700 SH SOLE 9700 LAM RESEARCH CORP COM 512807108 12048.74 212650 SH DEFINED 1 212650 LAM RESEARCH CORP COM 512807108 9625.51 169882 SH SOLE 169882 LANDAUER INC COM 51476K103 252.23 4100 SH SOLE 4100 LANDSTAR SYSTEM INC COM 515098101 1274.47 27900 SH DEFINED 1 27900 LANDSTAR SYSTEM INC COM 515098101 1393.24 30500 SH SOLE 30500 LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 8815.52 326501 SH DEFINED 1 326501 LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 15764.97 583888 SH SOLE 583888 ESTEE LAUDER COS INC/THE CL A 518439104 443.25 4600 SH SOLE 4600 LEGGETT & PLATT INC COM 524660107 548.80 22400 SH DEFINED 1 22400 LEGGETT & PLATT INC COM 524660107 477.75 19500 SH SOLE 19500 LEGG MASON INC COM 524901105 227.36 6300 SH SOLE 6300 LENDER PROCESS SERVICES COM 52602E102 228.54 7100 SH SOLE 7100 LENNAR CORP CL A 526057104 186.63 10300 SH DEFINED 1 10300 LENNAR CORP CL A 526057104 458.43 25300 SH SOLE 25300 LEUCADIA NATIONAL CORP COM 527288104 307.82 8200 SH SOLE 8200 LEXINGTON REALTY TRUST COM 529043101 145.39 15550 SH DEFINED 1 15550 LEXINGTON REALTY TRUST COM 529043101 1557.59 166588 SH SOLE 166588 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 2228.30 3913600 SH SOLE 3913599. LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 3712.50 4500000 SH SOLE 4500000 LIBERTY MEDIA CORP DEB 3.125% 3/3 530718AF2 11773.55 9873000 SH SOLE 9873000 LIBERTY PROPERTY TRUST SH BEN INT 531172104 1238.29 37638 SH DEFINED 1 37638 LIBERTY PROPERTY TRUST SH BEN INT 531172104 5625.73 170995 SH SOLE 170995 LIFE TECHNOLOGIES CORP COM 53217V109 2631.48 50200 SH DEFINED 1 50200 LIFE TECHNOLOGIES CORP COM 53217V109 4239.72 80880 SH SOLE 80880 LIFEPOINT HOSPITALS INC COM 53219L109 9321.67 231897 SH DEFINED 1 231897 LIFEPOINT HOSPITALS INC COM 53219L109 13876.33 345204 SH SOLE 345204 ELI LILLY & CO COM 532457108 9626.02 273700 SH DEFINED 1 273700 ELI LILLY & CO COM 532457108 25153.58 715200 SH SOLE 715200 LIMITED INC COM 532716107 492.08 14966 SH SOLE 14966 LINCARE HOLDINGS INC COM 532791100 226.30 7630 SH SOLE 7630 LINCOLN ELECTRIC HOLDINGS COM 533900106 258.12 3400 SH SOLE 3400 LINCOLN NATIONAL CORP COM 534187109 393.67 13105 SH SOLE 13105 LINDSAY CORPORATION COM 535555106 430.65 5450 SH SOLE 5450 LINEAR TECHNOLOGY CORP COM 535678106 2048.06 60900 SH SOLE 60900 LITTELFUSE INC COM 537008104 559.58 9800 SH SOLE 9800 LIVE NATION ENTERTAINMENT INC COM 538034109 677.18 67718 SH SOLE 67718 LIZ CLAIBORNE INC COM 539320101 220.99 41000 SH SOLE 41000 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 66.97 18100 SH DEFINED 1 18100 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 120.25 32500 SH SOLE 32500 LOCKHEED MARTIN CORP COM 539830109 9599.76 119400 SH DEFINED 1 119400 LOCKHEED MARTIN CORP COM 539830109 23195.40 288500 SH SOLE 288500 LOEWS CORP COM 540424108 568.78 13200 SH SOLE 13200 LOGMEIN INC COM 54142L109 303.55 7200 SH SOLE 7200 LORILLARD INC COM 544147101 228.02 2400 SH DEFINED 1 2400 LORILLARD INC COM 544147101 1007.10 10600 SH SOLE 10600 LOUISIANA-PACIFIC CORP COM 546347105 106.05 10100 SH SOLE 10100 LOWE'S COS INC COM 548661107 19018.76 719590 SH DEFINED 1 719590 LOWE'S COS INC COM 548661107 20258.59 766500 SH SOLE 766500 LUBRIZOL CORP COM 549271104 709.98 5300 SH DEFINED 1 5300 LUBRIZOL CORP COM 549271104 1093.11 8160 SH SOLE 8160 LUFKIN INDUSTRIES INC COM 549764108 1243.15 13300 SH SOLE 13300 LUMBER LIQUIDATORS HOLDINGS COM 55003T107 254.89 10200 SH SOLE 10200 M&T BANK CORP COM 55261F104 19613.79 221700 SH DEFINED 1 221700 M&T BANK CORP COM 55261F104 15013.35 169700 SH SOLE 169700 MB FINANCIAL INC COM 55264U108 1100.40 52500 SH DEFINED 1 52500 MB FINANCIAL INC COM 55264U108 968.35 46200 SH SOLE 46200 MDU RESOURCES GROUP INC COM 552690109 166.81 14525 SH SOLE 14525 MFA FINANCIAL INC COM 55272X102 83.64 10200 SH SOLE 10200 MF GLOBAL HOLDINGS LTD NOTE 9.000% 6/2 55276YAB2 4795.00 4000000 SH SOLE 4000000 MF GLOBAL HOLDINGS LTD NOTE 1.875% 2/0 55277JAA6 5671.87 5500000 SH SOLE 5500000 MGM RESORTS INTL COM 552953101 4165.92 316800 SH DEFINED 1 316800 MGM RESORTS INTL COM 552953101 7378.46 561100 SH SOLE 561100 MKS INSTRUMENTS INC COM 55306N104 745.92 22400 SH SOLE 22400 MPG OFFICE TRUST INC COM 553274101 81.14 21871 SH SOLE 21871 MSC INDUSTRIAL DIRECT CO. CL A 553530106 246.49 3600 SH SOLE 3600 MSCI INC CL A 55354G100 2080.33 56500 SH DEFINED 1 56500 MSCI INC CL A 55354G100 3424.26 93000 SH SOLE 93000 MTS SYSTEMS CORP COM 553777103 305.18 6700 SH SOLE 6700 MWI VETERINARY SUPPLY INC COM 55402X105 435.67 5400 SH SOLE 5400 MACERICH CO COM 554382101 2339.74 47239 SH DEFINED 1 47239 MACERICH CO COM 554382101 10267.22 207293 SH SOLE 207293 MACK-CALI REALTY CORP COM 554489104 987.33 29125 SH DEFINED 1 29125 MACK-CALI REALTY CORP COM 554489104 4446.83 131175 SH SOLE 131175 MACY'S INC COM 55616P104 15143.54 702246 SH DEFINED 1 702246 MACY'S INC COM 55616P104 16935.80 728448 SH SOLE 728448 STEVEN MADDEN LTD COM 556269108 558.46 11900 SH SOLE 11900 MAGELLAN HEALTH SERVICES INC COM NEW 559079207 780.37 15900 SH SOLE 15900 MAIDENFORM BRANDS INC COM 560305104 288.55 10100 SH SOLE 10100 MANHATTAN ASSOCIATES INC COM 562750109 389.60 11900 SH SOLE 11900 MANITOWOC COMPANY INC COM 563571108 40400.19 1846444 SH DEFINED 1 1846444 MANITOWOC COMPANY INC COM 563571108 38854.15 1775784 SH SOLE 1775784 MANPOWERGROUP COM 56418H100 17982.79 285986 SH DEFINED 1 285986 MANPOWERGROUP COM 56418H100 17688.70 281309 SH SOLE 281309 MARATHON OIL CORP COM 565849106 1028.88 19300 SH DEFINED 1 19300 MARATHON OIL CORP COM 565849106 2185.17 40990 SH SOLE 40990 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 PEABODY ENERGY CORP COM 704549104 3033.54 42156 SH SOLE 42156 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 PHARMERICA CORP COM 71714F104 145.28 12700 SH SOLE 12700 PHILIP MORRIS INTERNATIONAL IN COM 718172109 55038.63 838620 SH DEFINED 1 838620 PHILIP MORRIS INTERNATIONAL IN COM 718172109 76235.87 1161601 SH SOLE 1161601 PHILLIPS-VAN HEUSEN COM 718592108 22194.73 341300 SH DEFINED 1 341300 PHILLIPS-VAN HEUSEN COM 718592108 28671.72 440900 SH SOLE 440900 PIEDMONT NATURAL GAS CO COM 720186105 952.99 31400 SH SOLE 31400 PIEDMONT OFFICE REALTY TRUST I COM CL A 720190206 1976.57 101833 SH SOLE 101833 PIER 1 IMPORTS INC COM 720279108 10559.00 1040296 SH DEFINED 1 1040296 PIER 1 IMPORTS INC COM 720279108 15153.70 1492976 SH SOLE 1492976 PINNACLE ENTERTAINMENT INC COM 723456109 365.01 26800 SH SOLE 26800 PINNACLE FINANCIAL PARTNERS COM 72346Q104 243.13 14700 SH SOLE 14700 PIONEER DRILLING COMPANY COM 723655106 324.30 23500 SH SOLE 23500 PIONEER NATURAL RESOURCES CO COM 723787107 2186.18 21450 SH DEFINED 1 21450 PIONEER NATURAL RESOURCES CO COM 723787107 6655.37 65300 SH SOLE 65300 PIONEER NATURAL RESOURCES CO NOTE 2.875% 1/1 723787AH0 8004.37 4500000 SH SOLE 4500000 PIPER JAFFRAY COS COM 724078100 261.00 6300 SH SOLE 6300 PITNEY BOWES INC COM 724479100 218.36 8500 SH SOLE 8500 PLAINS EXPLORATION & PRODUCT COM 726505100 1291.16 35638 SH SOLE 35638 PLANTRONICS INC COM 727493108 9662.51 263859 SH DEFINED 1 263859 PLANTRONICS INC COM 727493108 14437.72 394258 SH SOLE 394258 PLEXUS CORP COM 729132100 10895.28 310761 SH DEFINED 1 310761 PLEXUS CORP COM 729132100 16225.97 462806 SH SOLE 462806 PLUM CREEK TIMBER CO COM 729251108 519.04 11902 SH DEFINED 1 11902 PLUM CREEK TIMBER CO COM 729251108 4980.65 114209 SH SOLE 114209 POLARIS INDUSTRIES INC COM 731068102 226.25 2600 SH DEFINED 1 2600 POLARIS INDUSTRIES INC COM 731068102 643.94 7400 SH SOLE 7400 POLO RALPH LAUREN CORP CL A 731572103 321.49 2600 SH SOLE 2600 POLYCOM INC COM 73172K104 9490.36 183035 SH DEFINED 1 183035 POLYCOM INC COM 73172K104 13096.22 252579 SH SOLE 252579 POLYONE CORP COM 73179P106 579.76 40800 SH SOLE 40800 POOL CORP COM 73278L105 202.52 8400 SH DEFINED 1 8400 POOL CORP COM 73278L105 880.30 36512 SH SOLE 36512 POPULAR INC COM 733174106 19958.29 6835034 SH DEFINED 1 6835034 POPULAR INC COM 733174106 20845.71 7138944 SH SOLE 7138944 PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 629.96 7400 SH SOLE 7400 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 POST PROPERTIES INC COM 737464107 3464.83 88276 SH SOLE 88276 POTASH CORP OF SASKATCHEWAN COM 73755L107 1066.80 18103 SH SOLE 18103 POTLATCH CORP COM 737630103 906.22 22543 SH SOLE 22543 POWER INTEGRATIONS INC COM 739276103 479.12 12500 SH SOLE 12500 PRAXAIR INC COM 74005P104 1290.32 12700 SH SOLE 12700 PREPAID LEGAL SERVICES INC COM 740065107 277.20 4200 SH SOLE 4200 PRECISION CASTPARTS CORP COM 740189105 9434.23 64100 SH DEFINED 1 64100 PRECISION CASTPARTS CORP COM 740189105 15190.20 123850 SH SOLE 123850 PRESTIGE BRANDS HOLDINGS INC COM 74112D101 250.70 21800 SH SOLE 21800 T ROWE PRICE GROUP INC COM 74144T108 701.92 10568 SH SOLE 10568 PRICELINE.COM INC COM NEW 741503403 11759.53 23220 SH DEFINED 1 23220 PRICELINE.COM INC COM NEW 741503403 20814.68 41100 SH SOLE 41100 PRICESMART INC COM 741511109 340.75 9300 SH SOLE 9300 PRIDE INTERNATIONAL INC COM 74153Q102 602.15 14020 SH SOLE 14020 PRINCIPAL FINANCIAL GROUP COM 74251V102 26592.82 828179 SH DEFINED 1 828179 PRINCIPAL FINANCIAL GROUP COM 74251V102 26709.89 831825 SH SOLE 831825 PROASSURANCE CORP COM 74267C106 836.48 13200 SH SOLE 13200 PROCTER & GAMBLE CO COM 742718109 28450.08 461852 SH DEFINED 1 461852 PROCTER & GAMBLE CO COM 742718109 26639.16 432454 SH SOLE 432454 PRIVATEBANCORP INC COM 742962103 388.36 25400 SH SOLE 25400 PROGRESS ENERGY INC COM 743263105 692.88 15017 SH SOLE 15017 PROGRESS SOFTWARE CORP. COM 743312100 845.06 29050 SH SOLE 29050 PROGRESSIVE CORP COM 743315103 2072.85 98100 SH SOLE 98100 PROLOGIS SH BEN INT 743410102 2924.02 182980 SH DEFINED 1 182980 PROLOGIS SH BEN INT 743410102 13025.41 815107 SH SOLE 815107 PROLOGIS NOTE 3.250% 3/1 743410AY8 3536.25 3000000 SH SOLE 3000000 PROSPECT CAPITAL CORP COM 74348T102 466.42 38200 SH SOLE 38200 PROVIDENT FINANCIAL SERVICES I COM 74386T105 330.04 22300 SH SOLE 22300 PRUDENTIAL FINANCIAL INC COM 744320102 4128.56 67044 SH DEFINED 1 67044 PRUDENTIAL FINANCIAL INC COM 744320102 8064.70 130963 SH SOLE 130963 PUBLIC SERVICE ENTERPRISE GRP COM 744573106 661.71 21000 SH SOLE 21000 PUBLIC STORAGE COM 74460D109 5513.33 49710 SH DEFINED 1 49710 PUBLIC STORAGE COM 74460D109 23850.75 215046 SH SOLE 215046 PUDA COAL INC COM PAR $.001 744674300 1225.00 100000 SH DEFINED 1 100000 PUDA COAL INC COM PAR $.001 744674300 1134.35 92600 SH SOLE 92600 PULTE GROUP INC COM 745867101 105.29 14229 SH SOLE 14229 PULSE ELECTRONICS CORP COM 74586W106 108.90 18000 SH SOLE 18000 QLOGIC CORP COM 747277101 326.48 17600 SH SOLE 17600 QUAKER CHEMICAL CORP COM 747316107 200.85 5000 SH SOLE 5000 QEP RESOURCES INC COM 74733V100 291.88 7200 SH SOLE 7200 QUALCOMM INC COM 747525103 39943.65 728500 SH DEFINED 1 728500 QUALCOMM INC COM 747525103 63430.08 1156850 SH SOLE 1156850 QUALITY SYSTEMS INC COM 747582104 691.72 8300 SH SOLE 8300 QUANEX BUILDING PRODUCTS CORP COM 747619104 319.47 16275 SH SOLE 16275 QUANTA SERVICES INC COM 74762E102 2269.91 101200 SH DEFINED 1 101200 QUANTA SERVICES INC COM 74762E102 3299.45 147100 SH SOLE 147100 QUEST DIAGNOSTICS INC COM 74834L100 11924.95 206600 SH DEFINED 1 206600 QUEST DIAGNOSTICS INC COM 74834L100 9668.10 167500 SH SOLE 167500 QUEST SOFTWARE INC COM 74834T103 8146.94 320746 SH DEFINED 1 320746 QUEST SOFTWARE INC COM 74834T103 12142.85 478065 SH SOLE 478065 QUESTAR CORP COM 748356102 191.95 11000 SH DEFINED 1 11000 QUESTAR CORP COM 748356102 750.35 43000 SH SOLE 43000 QUESTCOR PHARMACEUTICALS COM 74835Y101 479.85 33300 SH SOLE 33300 QUIKSILVER INC COM 74838C106 249.28 56400 SH SOLE 56400 RC2 CORP COM 749388104 264.14 9400 SH SOLE 9400 RLI CORP COM 749607107 415.08 7200 SH SOLE 7200 RPM INTERNATIONAL INC COM 749685103 237.30 10000 SH SOLE 10000 RTI INT'L METALS, INC. COM 74973W107 408.06 13100 SH SOLE 13100 RF MICRO DEVICES INC COM 749941100 206.65 32240 SH SOLE 32240 RACKSPACE HOSTING INC COM 750086100 334.23 7800 SH SOLE 7800 RADIANT SYSTEMS, INC. COM 75025N102 256.36 14500 SH SOLE 14500 RADISYS CORP. COM 750459109 91.79 10600 SH SOLE 10600 RALCORP HOLDINGS INC COM 751028101 301.09 4400 SH SOLE 4400 RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 181.86 14514 SH DEFINED 1 14514 RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 747.86 59686 SH SOLE 59686 RANGE RESOURCES CORP COM 75281A109 385.83 6600 SH SOLE 6600 RAYMOND JAMES FINANCIAL INC COM 754730109 306.87 8025 SH SOLE 8025 RAYONIER INC COM 754907103 492.24 7900 SH DEFINED 1 7900 RAYONIER INC COM 754907103 4246.92 68158 SH SOLE 68158 RAYONIER TRS HOLDINGS IN NOTE 3.750%10/1 75508AAB2 5416.87 4500000 SH SOLE 4500000 RAYTHEON CO COM NEW 755111507 773.22 15200 SH SOLE 15200 REALTY INCOME CORP COM 756109104 320.66 9175 SH DEFINED 1 9175 REALTY INCOME CORP COM 756109104 3111.42 89025 SH SOLE 89025 RED HAT INC COM 756577102 2469.21 54400 SH DEFINED 1 54400 RED HAT INC COM 756577102 3962.54 87300 SH SOLE 87300 REGAL-BELOIT CORP COM 758750103 228.87 3100 SH SOLE 3100 REGENCY CENTERS CORP COM 758849103 1787.02 41100 SH DEFINED 1 41100 REGENCY CENTERS CORP COM 758849103 7087.24 163000 SH SOLE 163000 REGENERON PHARMACEUTICALS COM 75886F107 1438.08 32000 SH SOLE 32000 REHADCARE GROUP INC COM 759148109 398.19 10800 SH SOLE 10800 REGIONS FINANCIAL CORP COM 7591EP100 380.98 52477 SH SOLE 52477 REINSURANCE GROUP OF AMERICA COM NEW 759351604 395.51 6300 SH SOLE 6300 RELIANCE STEEL & ALUMINUM COM 759509102 4321.94 74800 SH DEFINED 1 74800 RELIANCE STEEL & ALUMINUM COM 759509102 5413.98 93700 SH SOLE 93700 REPUBLIC SERVICES INC COM 760759100 10191.58 339267 SH DEFINED 1 339267 REPUBLIC SERVICES INC COM 760759100 8133.08 270742 SH SOLE 270742 RESEARCH IN MOTION COM 760975102 833.96 14750 SH DEFINED 1 14750 RESEARCH IN MOTION COM 760975102 2363.37 41800 SH SOLE 41800 RESMED INC COM 761152107 360.00 12000 SH SOLE 12000 RETAIL OPPORTUNITY INVESTMENTS COM 76131N101 192.54 17600 SH SOLE 17600 REYNOLDS AMERICAN INC COM 761713106 500.97 14100 SH SOLE 14100 RIGHTNOW TECHNOLOGIES INC COM 76657R106 322.54 10300 SH SOLE 10300 RIO TINTO PLC SPONSORED ADR 767204100 263.14 3700 SH SOLE 3700 RIVERBED TECHNOLOGY INC COM 768573107 527.10 14000 SH SOLE 14000 ROBBINS & MYERS INC COM 770196103 906.00 19700 SH SOLE 19700 ROCK-TENN CO CL A 772739207 221.92 3200 SH SOLE 3200 ROCKWELL AUTOMATION INC/DE COM 773903109 2191.14 23150 SH DEFINED 1 23150 ROCKWELL AUTOMATION INC/DE COM 773903109 6843.19 72300 SH SOLE 72300 ROCKWELL COLLINS INC COM 774341101 15555.76 239947 SH DEFINED 1 239947 ROCKWELL COLLINS INC COM 774341101 17925.49 276500 SH SOLE 276500 ROFIN-SINAR TECHNOLOGIES INC COM 775043102 489.80 12400 SH SOLE 12400 ROGERS CORP COM 775133101 310.91 6900 SH SOLE 6900 ROPER INDUSTRIES INC COM 776696106 5576.67 64500 SH DEFINED 1 64500 ROPER INDUSTRIES INC COM 776696106 9161.12 105958 SH SOLE 105958 ROSS STORES INC COM 778296103 220.47 3100 SH DEFINED 1 3100 ROSS STORES INC COM 778296103 2140.71 30100 SH SOLE 30100 ROVI CORP COM 779376102 474.26 8840 SH SOLE 8840 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 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 583.57 8300 SH SOLE 8300 RUBY TUESDAY INC COM 781182100 369.70 28200 SH SOLE 28200 RUDOLPH TECHNOLOGIES, INC. COM 781270103 148.78 13600 SH SOLE 13600 RUTH'S HOSPITALITY GROUP INC COM 783332109 69.14 13400 SH SOLE 13400 RYANAIR HOLDINGS PLC SPONSORED ADR 783513104 2126.70 76500 SH DEFINED 1 76500 RYANAIR HOLDINGS PLC SPONSORED ADR 783513104 2953.75 106250 SH SOLE 106250 S&T BANCORP INC COM 783859101 232.95 10800 SH SOLE 10800 SBA COMMUNICATIONS CORP COM 78388J106 5567.10 140300 SH DEFINED 1 140300 SBA COMMUNICATIONS CORP COM 78388J106 8075.43 203514 SH SOLE 203514 SAIC INC COM 78390X101 209.80 12400 SH SOLE 12400 SEI INVESTMENTS COMPANY COM 784117103 316.17 13240 SH SOLE 13240 SESI LLC FRNT 1.500%12/1 78412FAH7 1065.00 1000000 SH SOLE 1000000 SFN GROUP INC COM 784153108 312.79 22200 SH SOLE 22200 SL GREEN REALTY CORP COM 78440X101 2296.75 30542 SH DEFINED 1 30542 SL GREEN REALTY CORP COM 78440X101 9843.83 130902 SH SOLE 130902 SLM CORP COM 78442P106 335.07 21900 SH SOLE 21900 SM ENERGY COMPANY COM 78454L100 378.36 5100 SH SOLE 5100 SPDR TR UNIT 78462F103 18766.12 141535 SH SOLE 141535 SPX CORPORATION COM 784635104 19536.84 246087 SH DEFINED 1 246087 SPX CORPORATION COM 784635104 17830.28 224591 SH SOLE 224591 SPDR DJ INTL RL ETF 78463X863 903.54 23150 SH DEFINED 1 23150 SPDR DJ INTL RL ETF 78463X863 1611.93 41300 SH SOLE 41300 STR HOLDINGS COM 78478V100 343.32 17900 SH SOLE 17900 SVB FINANCIAL GROUP COM 78486Q101 17474.89 306954 SH DEFINED 1 306954 SVB FINANCIAL GROUP COM 78486Q101 21740.54 381882 SH SOLE 381882 SWS GROUP INC COM 78503N107 77.24 12726 SH SOLE 12726 SABRA HEALTHCARE REIT INC COM 78573L106 358.94 20383 SH SOLE 20383 SAFETY INSURANCE GROUP INC COM 78648T100 299.71 6500 SH SOLE 6500 SAFEWAY INC COM NEW 786514208 367.22 15600 SH SOLE 15600 ST JUDE MEDICAL INC COM 790849103 772.18 15064 SH SOLE 15064 SAKS INC COM 79377W108 140.80 12450 SH SOLE 12450 SALESFORCE.COM INC COM 79466L302 15309.06 114606 SH DEFINED 1 114606 SALESFORCE.COM INC COM 79466L302 24444.47 182995 SH SOLE 182995 SALIX PHARMACEUTICALS LTD COM 795435106 882.75 25200 SH SOLE 25200 SANDERSON FARMS INC COM 800013104 376.54 8200 SH SOLE 8200 SANDISK CORP COM 80004C101 1815.94 39400 SH SOLE 39400 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 8383.12 8500000 SH SOLE 8500000 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 7962.50 7000000 SH SOLE 7000000 SANOFI SPONSORED ADR 80105N105 251.82 7150 SH SOLE 7150 SAP AG SPON ADR 803054204 227.03 3700 SH SOLE 3700 SARA LEE CORP COM 803111103 475.32 26900 SH SOLE 26900 SAUL CENTERS INC COM 804395101 882.09 19800 SH SOLE 19800 SAVIENT PHARMACEUTICALS INC COM 80517Q100 325.42 30700 SH SOLE 30700 SCANSOURCE INC COM 806037107 444.48 11700 SH SOLE 11700 HENRY SCHEIN INC COM 806407102 512.24 7300 SH SOLE 7300 SCHLUMBERGER LTD COM 806857108 16381.06 326206 SH DEFINED 1 326206 SCHLUMBERGER LTD COM 806857108 47067.01 546167 SH SOLE 546167 A SCHULMAN INC COM 808194104 338.66 13700 SH SOLE 13700 SCHWAB (CHARLES) CORP COM 808513105 200.13 11100 SH DEFINED 1 11100 SCHWAB (CHARLES) CORP COM 808513105 1111.54 61650 SH SOLE 61650 SCHWEITZER-MAUDUIT INTL INC COM 808541106 379.57 7500 SH SOLE 7500 SCOTTS MIRACLE-GRO CO CL A 810186106 225.61 3900 SH DEFINED 1 3900 SCOTTS MIRACLE-GRO CO CL A 810186106 618.99 10700 SH SOLE 10700 SCRIPPS CO (E.W.) CL A NEW 811054402 132.98 13433 SH SOLE 13433 SEACOR HOLDINGS INC COM 811904101 855.25 9250 SH SOLE 9250 SELECTIVE INSURANCE GROUP INC COM 816300107 404.82 23400 SH SOLE 23400 SEMPRA ENERGY COM 816851109 661.31 12361 SH SOLE 12361 SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 889.20 38594 SH DEFINED 1 38594 SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 4301.70 186706 SH SOLE 186706 SENSIENT TECHNOLOGIES CORP COM 81725T100 484.91 13530 SH SOLE 13530 SERVICE CORP INTERNATIONAL COM 817565104 204.61 18500 SH SOLE 18500 SHAW GROUP INC/THE COM 820280105 30460.46 860222 SH DEFINED 1 860222 SHAW GROUP INC/THE COM 820280105 29322.87 828096 SH SOLE 828096 SHERWIN-WILLIAMS CO/THE COM 824348106 663.52 7900 SH SOLE 7900 SHIRE PLC SPONSORED ADR 82481R106 5108.66 58700 SH DEFINED 1 58700 SHIRE PLC SPONSORED ADR 82481R106 6857.96 78800 SH SOLE 78800 SHUFFLE MASTER INC COM 825549108 250.17 23425 SH SOLE 23425 SIEMENS AG SPONSORED ADR 826197501 16812.47 122415 SH DEFINED 1 122415 SIEMENS AG SPONSORED ADR 826197501 23556.28 171518 SH SOLE 171518 SIGMA-ALDRICH COM 826552101 12452.69 195674 SH DEFINED 1 195674 SIGMA-ALDRICH COM 826552101 14551.34 228651 SH SOLE 228651 SIGMA DESIGNS INC COM 826565103 155.40 12000 SH SOLE 12000 SIGNATURE BANK COM 82669G104 992.64 17600 SH SOLE 17600 SILGAN HOLDINGS INC COM 827048109 13484.16 353544 SH DEFINED 1 353544 SILGAN HOLDINGS INC COM 827048109 10115.87 265230 SH SOLE 265230 SIMMONS FIRST NATIONAL CORP CL A $1 PAR 828730200 203.17 7500 SH SOLE 7500 SIMON PROPERTY GROUP INC COM 828806109 11511.77 107426 SH DEFINED 1 107426 SIMON PROPERTY GROUP INC COM 828806109 49874.72 465423 SH SOLE 465423 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 SKYWEST INC COM 830879102 395.92 23400 SH SOLE 23400 SKYWORKS SOLUTIONS INC COM 83088M102 473.04 14600 SH SOLE 14600 SMITH (A.O.) CORP COM 831865209 642.93 14500 SH SOLE 14500 SMITH MICRO SOFTWARE, INC. COM 832154108 124.48 13300 SH SOLE 13300 SMITHFIELD FOODS INC COM 832248108 315.18 13100 SH SOLE 13100 JM SMUCKER COMPANY COM NEW 832696405 350.23 4906 SH SOLE 4906 SNYDERS-LANCE INC COM 833551104 404.94 20400 SH SOLE 20400 SOLAR CAPITAL LTD COM 83413U100 2925.30 122500 SH DEFINED 1 122500 SOLAR CAPITAL LTD COM 83413U100 2650.68 111000 SH SOLE 111000 SOLERA HOLDINGS INC COM 83421A104 286.16 5600 SH SOLE 5600 SONIC CORP COM 835451105 242.10 26752 SH SOLE 26752 SONIC AUTOMOTIVE INC CL A 83545G102 172.32 12300 SH DEFINED 1 12300 SONIC AUTOMOTIVE INC CL A 83545G102 528.17 37700 SH SOLE 37700 SONOCO PRODUCTS CO COM 835495102 289.11 7980 SH SOLE 7980 SOTHEBY'S COM 835898107 363.99 6920 SH SOLE 6920 SOTHEBY'S NOTE 3.125% 6/1 835898AC1 2473.12 1500000 SH SOLE 1500000 SOURCEFIRE INC COM 83616T108 412.65 15000 SH DEFINED 1 15000 SOURCEFIRE INC COM 83616T108 734.51 26700 SH SOLE 26700 SOUTH JERSEY INDUSTRIES COM 838518108 727.61 13000 SH SOLE 13000 SOUTHERN COMPANY COM 842587107 1330.03 34900 SH SOLE 34900 SOUTHERN COPPER CORP COM 84265V105 479.21 11900 SH DEFINED 1 11900 SOUTHERN COPPER CORP COM 84265V105 281.89 7000 SH SOLE 7000 SOUTHERN UNION CO COM 844030106 277.61 9700 SH SOLE 9700 SOUTHWEST AIRLINES CO COM 844741108 397.59 31480 SH SOLE 31480 SOUTHWEST GAS CORP COM 844895102 9106.74 233686 SH DEFINED 1 233686 SOUTHWEST GAS CORP COM 844895102 14216.56 364808 SH SOLE 364808 SOUTHWESTERN ENERGY CO COM 845467109 614.47 14300 SH SOLE 14300 SOVRAN SELF STORAGE INC COM 84610H108 1356.56 34300 SH SOLE 34300 SPARTAN MOTORS INC COM 846819100 98.78 14400 SH SOLE 14400 SPECTRA ENERGY CORP COM 847560109 734.53 27025 SH SOLE 27025 SPRINT NEXTEL CORP COM SER 1 852061100 1545.58 333100 SH DEFINED 1 333100 SPRINT NEXTEL CORP COM SER 1 852061100 4960.10 1068989 SH SOLE 1068989 STAGE STORES, INC. COM NEW 85254C305 305.59 15900 SH SOLE 15900 STANDARD MICROSYSTEMS CORP COM 853626109 244.13 9900 SH SOLE 9900 STANDARD PACIFIC CORP COM 85375C101 159.27 42700 SH SOLE 42700 STANDEX INTERNATIONAL CORP COM 854231107 204.60 5400 SH SOLE 5400 STANLEY BLACK & DECKER COM 854502101 528.54 6900 SH SOLE 6900 STANLEY BLACK & DECKER UNIT 99/99/9999 854502309 14952.50 125000 SH SOLE 125000 STANLEY WORKS/THE FRNT 5/1 854616AM1 6256.24 5000000 SH SOLE 5000000 STAPLES INC COM 855030102 16718.75 860904 SH DEFINED 1 860904 STAPLES INC COM 855030102 16994.17 875086 SH SOLE 875086 STARBUCKS CORP COM 855244109 1531.57 41450 SH DEFINED 1 41450 STARBUCKS CORP COM 855244109 5512.94 149200 SH SOLE 149200 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 STEEL DYNAMICS INC COM 858119100 14349.66 764500 SH DEFINED 1 764500 STEEL DYNAMICS INC COM 858119100 10939.15 582800 SH SOLE 582800 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 4176.25 3250000 SH SOLE 3250000 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 STIFEL FINANCIAL CORP COM 860630102 1069.67 14900 SH SOLE 14900 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 SUN COMMUNITIES COM 866674104 531.18 14900 SH SOLE 14900 SUNCOR ENERGY INC COM 867224107 210.74 4700 SH SOLE 4700 SUNOCO INC COM 86764P109 223.39 4900 SH SOLE 4900 SUNSTONE HOTEL INVESTORS INC COM 867892101 375.65 36865 SH DEFINED 1 36865 SUNSTONE HOTEL INVESTORS INC COM 867892101 1648.07 161735 SH SOLE 161735 SUNTRUST BANKS INC COM 867914103 596.98 20700 SH SOLE 20700 SUPER MICRO COMPUTER INC COM 86800U104 176.44 11000 SH SOLE 11000 SUPERIOR ENERGY SERVICES COM 868157108 258.30 6300 SH SOLE 6300 SUPERIOR INDUSTRIES INT'L INC COM 868168105 258.96 10100 SH SOLE 10100 SUPERMEDIA INC COM 868447103 78.62 12600 SH SOLE 12600 SUSQUEHANNA BANCSHARES INC. COM 869099101 526.40 56300 SH SOLE 56300 SWIFT ENERGY CO COM 870738101 10595.95 248265 SH DEFINED 1 248265 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 SYMANTEC CORP COM 871503108 7177.76 387150 SH DEFINED 1 387150 SYMANTEC CORP COM 871503108 14044.90 757546 SH SOLE 757546 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 6656.00 6400000 SH SOLE 6400000 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 13929.37 11500000 SH SOLE 11500000 SYMETRA FINL CORP COM 87151Q106 163.20 12000 SH SOLE 12000 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 TOTAL SA SPONSORED ADR 89151E109 249.97 4100 SH SOLE 4100 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 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 10381.87 10500000 SH SOLE 10500000 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 6851.25 7000000 SH SOLE 7000000 TRAVELERS COMPANIES INC COM 89417E109 4871.76 81906 SH DEFINED 1 81906 TRAVELERS COMPANIES INC COM 89417E109 7822.74 131519 SH SOLE 131519 TREDEGAR CORP COM 894650100 215.80 10000 SH SOLE 10000 TREEHOUSE FOODS INC COM 89469A104 17948.17 315600 SH DEFINED 1 315600 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 TWO HARBORS INVESTMENT CORP COM 90187B101 1127.09 107650 SH DEFINED 1 107650 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 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 4903.12 3750000 SH SOLE 3750000 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 US BANCORP COM NEW 902973304 557.67 21100 SH DEFINED 1 21100 US BANCORP COM NEW 902973304 2434.36 92106 SH SOLE 92106 URS CORP COM 903236107 838.11 18200 SH DEFINED 1 18200 URS CORP COM 903236107 1114.41 24200 SH SOLE 24200 ULTRA PETROLEUM CORP COM 903914109 6727.55 136600 SH DEFINED 1 136600 ULTRA PETROLEUM CORP COM 903914109 10239.07 207900 SH SOLE 207900 ULTRATECH INC COM 904034105 320.46 10900 SH SOLE 10900 UMPQUA HOLDINGS CORP COM 904214103 568.56 49700 SH SOLE 49700 UNIFIRST CORP/MA COM 904708104 339.26 6400 SH SOLE 6400 UNILEVER PLC SPON ADR NEW 904767704 248.02 8100 SH SOLE 8100 UNILEVER N V N Y SHS NEW 904784709 2405.09 76693 SH DEFINED 1 76693 UNILEVER N V N Y SHS NEW 904784709 3574.41 113980 SH SOLE 113980 UNION PACIFIC CORP COM 907818108 1337.28 20400 SH SOLE 20400 UNISOURCE ENERGY CORP COM 909205106 809.31 22400 SH DEFINED 1 22400 UNISOURCE ENERGY CORP COM 909205106 1719.13 47582 SH SOLE 47582 UNISYS CORP COM NEW 909214306 200.71 6429 SH SOLE 6429 UNITED COMMUNITY BANKS/GA CAP STK 90984P105 95.70 41076 SH SOLE 41076 UNITED BANKSHARES NC COM 909907107 440.23 16600 SH SOLE 16600 UNITED NATURAL FOODS INC COM 911163103 936.73 20900 SH SOLE 20900 UNITED ONLINE INC COM 911268100 240.85 38200 SH SOLE 38200 UNITED PARCEL SERVICE INC CL B 911312106 2322.50 31250 SH DEFINED 1 31250 UNITED PARCEL SERVICE INC CL B 911312106 9654.16 129900 SH SOLE 129900 U-STORE-IT TRUST COM 91274F104 247.48 23525 SH DEFINED 1 23525 U-STORE-IT TRUST COM 91274F104 1181.66 112325 SH SOLE 112325 US STEEL CORP COM 912909108 1069.41 19826 SH DEFINED 1 19826 US STEEL CORP COM 912909108 3356.36 62224 SH SOLE 62224 UNITED STATIONERS INC COM 913004107 710.50 10000 SH SOLE 10000 UNITED TECHNOLOGIES CORP COM 913017109 20401.66 241012 SH DEFINED 1 241012 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 UNITEDHEALTH GROUP INC COM 91324P102 61175.80 1353447 SH SOLE 1353447 UNIVERSAL FOREST PRODUCTS INC COM 913543104 307.86 8400 SH SOLE 8400 UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 470.14 11600 SH SOLE 11600 UNIVERSAL HEALTH SERVICES INC CL B 913903100 375.51 7600 SH SOLE 7600 UNUM GROUP COM 91529Y106 32363.02 1232877 SH DEFINED 1 1232877 UNUM GROUP COM 91529Y106 33252.24 1266752 SH SOLE 1266752 URANIUM ENERGY CORP COM 916896103 90.15 22594 SH SOLE 22594 URSTADT BIDDLE PROPERTIES CL A 917286205 378.49 19900 SH SOLE 19900 VF CORP COM 918204108 4266.34 43300 SH DEFINED 1 43300 VF CORP COM 918204108 5635.91 57200 SH SOLE 57200 VALE SA ADR 91912E105 31103.87 932650 SH DEFINED 1 932650 VALE SA ADR 91912E105 44480.59 1333751 SH SOLE 1333751 VALE SA ADR REPSTG PFD 91912E204 270.63 9300 SH SOLE 9300 VALERO ENERGY CORP COM 91913Y100 1216.65 40800 SH DEFINED 1 40800 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 VANGUARD DIVIDEND APPRECIATION DIV APP ETF 921908844 510.69 9200 SH DEFINED 1 9200 VANGUARD DIVIDEND APPRECIATION DIV APP ETF 921908844 815.99 14700 SH SOLE 14700 VANGUARD MEGA CAP 300 ETF MEGA VALUE 300 921910840 233.83 5684 SH SOLE 5684 VANGUARD SHORT-TERM BOND ETF SHORT TRM BOND 921937827 461.88 5762 SH SOLE 5762 VANGUARD FTSE ALL-WORLD EX-US ALLWRLD EX US 922042775 345.24 7000 SH DEFINED 1 7000 VANGUARD FTSE ALL-WORLD EX-US ALLWRLD EX US 922042775 567.18 11500 SH SOLE 11500 VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 292.02 6000 SH SOLE 6000 VARIAN MEDICAL SYSTEMS INC COM 92220P105 10462.75 154683 SH DEFINED 1 154683 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 VANGUARD REIT ETF REIT ETF 922908553 2233.55 38200 SH DEFINED 1 38200 VANGUARD REIT ETF REIT ETF 922908553 1303.88 22300 SH SOLE 22300 VERIFONE SYSTEMS INC COM 92342Y109 19292.94 351100 SH DEFINED 1 351100 VERIFONE SYSTEMS INC COM 92342Y109 14405.14 262150 SH SOLE 262150 VERISIGN INC COM 92343E102 257.09 7100 SH SOLE 7100 VERIZON COMMUNICATIONS INC COM 92343V104 38189.74 990912 SH DEFINED 1 990912 VERIZON COMMUNICATIONS INC COM 92343V104 42892.63 1112938 SH SOLE 1112938 VERTEX PHARMACEUTICALS INC COM 92532F100 13147.19 274300 SH DEFINED 1 274300 VERTEX PHARMACEUTICALS INC COM 92532F100 12299.79 256620 SH SOLE 256620 VIAD CORP COM NEW 92552R406 210.67 8800 SH SOLE 8800 VIASAT INC COM 92552V100 717.12 18000 SH SOLE 18000 VIACOM INC CL B 92553P201 1169.23 25134 SH SOLE 25134 VIROPHARMA INC. COM 928241108 762.16 38300 SH SOLE 38300 VISA INC COM CL A 92826C839 12750.98 173200 SH DEFINED 1 173200 VISA INC COM CL A 92826C839 21427.10 291050 SH SOLE 291050 VISHAY INTERTECHNOLOGY INC COM 928298108 394.18 22220 SH SOLE 22220 VITAMIN SHOPPE INC COM 92849E101 375.51 11100 SH SOLE 11100 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 VOLTERA SEMICONDUCTOR CORP COM 928708106 263.19 10600 SH SOLE 10600 VONAGE HOLDINGS CORP COM 92886T201 84.36 18500 SH SOLE 18500 VORNADO REALTY TRUST SH BEN INT 929042109 5201.61 59447 SH DEFINED 1 59447 VORNADO REALTY TRUST SH BEN INT 929042109 23796.61 271961 SH SOLE 271961 VORONADO REALTY LP DEB 3.875% 4/1 929043AC1 10988.25 9800000 SH SOLE 9800000 VULCAN MATERIALS CO COM 929160109 241.68 5300 SH SOLE 5300 WD-40 CO COM 929236107 396.72 9370 SH SOLE 9370 WGL HOLDINGS INC COM 92924F106 206.70 5300 SH DEFINED 1 5300 WGL HOLDINGS INC COM 92924F106 534.69 13710 SH SOLE 13710 WABTEC CORP COM 929740108 257.75 3800 SH SOLE 3800 WADDELL & REED FINANCIAL INC CL A 930059100 877.17 21600 SH DEFINED 1 21600 WADDELL & REED FINANCIAL INC CL A 930059100 1248.35 30740 SH SOLE 30740 WAL-MART STORES INC COM 931142103 4236.87 81400 SH SOLE 81400 WALGREEN CO COM 931422109 42407.06 1056479 SH DEFINED 1 1056479 WALGREEN CO COM 931422109 43834.80 1092048 SH SOLE 1092048 WALTER INDUSTRIES INC COM 93317Q105 6292.75 46465 SH DEFINED 1 46465 WALTER INDUSTRIES INC COM 93317Q105 9454.50 69811 SH SOLE 69811 WARNACO GROUP INC COM NEW 934390402 8481.50 148304 SH DEFINED 1 148304 WARNACO GROUP INC COM NEW 934390402 12675.82 221644 SH SOLE 221644 WASHINGTON REIT SH BEN INT 939653101 356.91 11480 SH DEFINED 1 11480 WASHINGTON REIT SH BEN INT 939653101 1937.52 62320 SH SOLE 62320 WASTE CONNECTIONS INC COM 941053100 2884.75 100200 SH DEFINED 1 100200 WASTE CONNECTIONS INC COM 941053100 2870.36 99700 SH SOLE 99700 WASTE MANAGEMENT INC COM 94106L109 747.88 20029 SH SOLE 20029 WATERS CORP COM 941848103 10593.11 121900 SH DEFINED 1 121900 WATERS CORP COM 941848103 9689.34 111500 SH SOLE 111500 WATSCO INC. COM 942622200 216.10 3100 SH DEFINED 1 3100 WATSCO INC. COM 942622200 550.70 7900 SH SOLE 7900 WATSON PHARMACEUTICALS INC COM 942683103 4491.88 80198 SH DEFINED 1 80198 WATSON PHARMACEUTICALS INC COM 942683103 8678.18 154940 SH SOLE 154940 WATTS WATER TECHNOLOGIES INC CL A 942749102 485.01 12700 SH SOLE 12700 WAUSAU PAPER CORP COM 943315101 162.73 21300 SH SOLE 21300 WEBSENSE INC COM 947684106 404.27 17600 SH SOLE 17600 WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 781.87 31200 SH DEFINED 1 31200 WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 3900.58 155650 SH SOLE 155650 WELLPOINT INC COM 94973V107 1144.55 16400 SH SOLE 16400 WELLS FARGO & COMPANY COM 949746101 28362.53 894435 SH DEFINED 1 894435 WELLS FARGO & COMPANY COM 949746101 35319.28 1113822 SH SOLE 1113822 WELLS FARGO & COMPANY PERP PFD CNV A 949746804 3105.60 3000 SH DEFINED 1 3000 WELLS FARGO & COMPANY PERP PFD CNV A 949746804 28468.00 27500 SH SOLE 27500 WENDY'S/ARBY'S GROUP INC - A COM 950587105 120.28 23914 SH SOLE 23914 WERNER ENTERPRISES INC COM 950755108 1138.31 43000 SH DEFINED 1 43000 WERNER ENTERPRISES INC COM 950755108 1095.96 41400 SH SOLE 41400 WESCO INTERNATIONAL INC COM 95082P105 18073.18 289171 SH DEFINED 1 289171 WESCO INTERNATIONAL INC COM 95082P105 18325.00 293200 SH SOLE 293200 WEST PHARMACEUTICAL SERVICES COM 955306105 649.16 14500 SH SOLE 14500 WESTERN DIGITAL CORP COM 958102105 354.25 9500 SH SOLE 9500 WESTERN UNION CO COM 959802109 2078.03 100050 SH DEFINED 1 100050 WESTERN UNION CO COM 959802109 7812.47 376142 SH SOLE 376142 WESTLAKE CHEMICALS COM 960413102 247.28 4400 SH DEFINED 1 4400 WESTLAKE CHEMICALS COM 960413102 449.60 8000 SH SOLE 8000 WESTPAC BANKING CORP SPONSORED ADR 961214301 225.18 1800 SH SOLE 1800 WEYERHAEUSER CO COM 962166104 6430.36 261397 SH SOLE 261397 WHIRLPOOL CORP COM 963320106 265.89 3115 SH SOLE 3115 WHITING PETROLEUM CORP COM 966387102 18143.91 247024 SH DEFINED 1 247024 WHITING PETROLEUM CORP COM 966387102 14436.59 196550 SH SOLE 196550 WHITNEY HOLDING CORP COM 966612103 570.67 41900 SH SOLE 41900 WHOLE FOODS MARKET INC COM 966837106 6715.21 101900 SH DEFINED 1 101900 WHOLE FOODS MARKET INC COM 966837106 9700.48 147200 SH SOLE 147200 JOHN WILEY & SONS INC CL A 968223206 213.52 4200 SH DEFINED 1 4200 JOHN WILEY & SONS INC CL A 968223206 752.43 14800 SH SOLE 14800 WILLBROS GROUP INC COM 969203108 1567.41 143536 SH DEFINED 1 143536 WILLBROS GROUP INC COM 969203108 2371.00 217125 SH SOLE 217125 WILLIAMS COS INC COM 969457100 757.67 24300 SH SOLE 24300 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 WOLVERINE WORLD WIDE INC COM 978097103 510.73 13700 SH DEFINED 1 13700 WOLVERINE WORLD WIDE INC COM 978097103 1103.48 29600 SH SOLE 29600 WORLD ACCEPTANCE CORP COM 981419104 535.42 8212 SH SOLE 8212 WORLD FUEL SERVICES CORP COM 981475106 1226.42 30200 SH SOLE 30200 WORLD WRESTLING ENTERTAIN CL A 98156Q108 532.96 42400 SH DEFINED 1 42400 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 XILINX INC SDCV 3.125% 3/1 983919AD3 1168.75 1000000 SH SOLE 1000000 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