0001193125-11-218328.txt : 20110811
0001193125-11-218328.hdr.sgml : 20110811
20110810174046
ACCESSION NUMBER: 0001193125-11-218328
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110811
DATE AS OF CHANGE: 20110810
EFFECTIVENESS DATE: 20110811
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: 111025362
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: 06/30/11
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 08/11/2011
------------------------- ---------------------- -------
[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: 2,068
Form 13F Information Table Value Total: $13,336,226
(thousands)
List of Other Included Managers:
1. Thrivent Asset Management, LLC, Form 13F Filing Number 28-11983
VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE
------------------------------- ---------------- --------- --------- -------- --- ---- ------- -------- ----------------
AAR CORP COM 000361105 457.82 16900 SH SOLE 16900
ABB LTD SPONSORED ADR 000375204 445.04 17150 SH DEFINED 1 17150
ABB LTD SPONSORED ADR 000375204 398.33 15350 SH SOLE 15350
ABM INDUSTRIES INC COM 000957100 473.80 20300 SH SOLE 20300
AFLAC INC COM 001055102 11685.12 250324 SH DEFINED 1 250324
AFLAC INC COM 001055102 27689.69 593181 SH SOLE 593181
AGCO CORP COM 001084102 361.81 7330 SH SOLE 7330
AGCO CORP NOTE 1.750%12/ 001084AL6 2891.32 1312000 SH SOLE 1312000
AGCO CORP NOTE 1.250%12/ 001084AM4 2017.50 1500000 SH SOLE 1500000
AGL RESOURCES INC COM 001204106 501.75 12325 SH SOLE 12325
AES CORP COM 00130H105 472.67 37101 SH SOLE 37101
ALERIAN MLP ETF ALERIAN MLP 00162Q866 1372.22 85550 SH DEFINED 1 85550
ALERIAN MLP ETF ALERIAN MLP 00162Q866 801.20 49950 SH SOLE 49950
AMN HEALTHCARE SERVICES INC COM 001744101 140.61 16900 SH SOLE 16900
AT&T INC COM 00206R102 32596.32 1037769 SH SOLE 1037769
AT&T INC COM 00206R102 24013.35 764513 SH DEFINED 1 764513
ATMI INC COM 00207R101 275.80 13500 SH SOLE 13500
AZZ INC COM 002474104 242.74 5300 SH SOLE 5300
ABAXIS INC COM 002567105 261.60 9600 SH SOLE 9600
ABBOTT LABORATORIES COM 002824100 1278.67 24300 SH DEFINED 1 24300
ABBOTT LABORATORIES COM 002824100 4304.32 81800 SH SOLE 81800
ABERCROMBIE & FITCH CO CL A 002896207 5507.52 82300 SH DEFINED 1 82300
ABERCROMBIE & FITCH CO CL A 002896207 7421.43 110900 SH SOLE 110900
ACADIA REALTY TRUST COM SH BEN INT 004239109 369.52 18176 SH DEFINED 1 18176
ACADIA REALTY TRUST COM SH BEN INT 004239109 1809.76 89019 SH SOLE 89019
ACTUANT CORP CL A NEW 00508X203 786.12 29300 SH SOLE 29300
ADOBE SYSTEMS INC COM 00724F101 638.43 20300 SH SOLE 20300
ADVANCE AUTO PARTS COM 00751Y106 345.09 5900 SH SOLE 5900
AECOM TECHNOLOGY CORP COM 00766T100 3573.34 130700 SH DEFINED 1 130700
AECOM TECHNOLOGY CORP COM 00766T100 5254.75 192200 SH SOLE 192200
ADVANCED MICRO DEVICES INC COM 007903107 167.76 24000 SH SOLE 24000
ADVANCED ENERGY INDUSTRIES COM 007973100 244.04 16500 SH SOLE 16500
AEROVIRONMENT INC COM 008073108 226.24 6400 SH SOLE 6400
AETNA INC COM 00817Y108 668.05 15152 SH SOLE 15152
AFFILIATED MANAGERS GROUP COM 008252108 8223.33 81058 SH DEFINED 1 81058
AFFILIATED MANAGERS GROUP COM 008252108 12625.76 124453 SH SOLE 124453
-1-
AFFILIATED MANAGERS GROUP NOTE 3.950% 8/ 008252AL2 12404.38 11125000 SH SOLE 11125000
AFFYMETRIX INC COM 00826T108 238.69 30100 SH SOLE 30100
AGILENT TECHNOLOGIES INC COM 00846U101 2339.71 45778 SH SOLE 45778
AIR METHODS CORP COM PAR $.06 009128307 358.75 4800 SH SOLE 4800
AIR PRODUCTS & CHEMICALS INC COM 009158106 812.43 8500 SH SOLE 8500
AKAMAI TECHNOLOGIES COM 00971T101 23238.27 738426 SH SOLE 738426
AKAMAI TECHNOLOGIES COM 00971T101 14825.89 471112 SH DEFINED 1 471112
ALASKA AIR GROUP INC COM 011659109 266.99 3900 SH DEFINED 1 3900
ALASKA AIR GROUP INC COM 011659109 461.42 6740 SH SOLE 6740
ALBANY INTL CORP CL A 012348108 314.04 11900 SH SOLE 11900
ALBEMARLE CORP COM 012653101 11419.38 165020 SH SOLE 165020
ALBEMARLE CORP COM 012653101 14663.48 211900 SH DEFINED 1 211900
ALCOA INC COM 013817101 4864.33 306704 SH SOLE 306704
ALCOA INC COM 013817101 1202.98 75850 SH DEFINED 1 75850
ALCOA INC NOTE 5.250% 3/ 013817AT8 18551.12 7300000 SH SOLE 7300000
ALEXANDER'S INC COM 014752109 397.00 1000 SH SOLE 1000
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 1947.11 25150 SH DEFINED 1 25150
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 8117.49 104850 SH SOLE 104850
ALEXION PHARMACEUTICALS INC COM 015351109 13812.71 293700 SH SOLE 293700
ALEXION PHARMACEUTICALS INC COM 015351109 16112.48 342600 SH DEFINED 1 342600
ALIGN TECHNOLOGY INC COM 016255101 3725.77 163411 SH DEFINED 1 163411
ALIGN TECHNOLOGY INC COM 016255101 6253.49 274276 SH SOLE 274276
ALLEGHENY TECHNOLOGIES INC COM 01741R102 263.40 4150 SH SOLE 4150
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/ 01741RAD4 283.69 172000 SH DEFINED 1 172000
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/ 01741RAD4 13364.89 8103000 SH SOLE 8103000
ALLEGIANT TRAVEL CO COM 01748X102 316.80 6400 SH SOLE 6400
ALLERGAN INC COM 018490102 7504.99 90150 SH SOLE 90150
ALLERGAN INC COM 018490102 2336.74 28069 SH DEFINED 1 28069
ALLETE INC COM NEW 018522300 547.19 13333 SH SOLE 13333
ALLIANCE DATA SYSTEMS CORP COM 018581108 19726.48 209700 SH DEFINED 1 209700
ALLIANCE DATA SYSTEMS CORP COM 018581108 15117.05 160700 SH SOLE 160700
ALLIANCE ONE INTERNATIONAL INC COM 018772103 119.83 37100 SH SOLE 37100
ALLIANT ENERGY CORP COM 018802108 694.39 17078 SH SOLE 17078
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 227.72 204000 SH DEFINED 1 204000
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 2925.69 2621000 SH SOLE 2621000
ALLIANT TECHSYSTEMS INC NOTE 2.750% 9/1 018804AN4 1323.48 1312000 SH SOLE 1312000
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 285.47 14700 SH SOLE 14700
ALLSTATE CORP COM 020002101 4375.56 143320 SH SOLE 143320
ALLSTATE CORP COM 020002101 2755.64 90260 SH DEFINED 1 90260
ALPHA NATURAL RESOURCES INC COM 02076X102 16278.02 358231 SH DEFINED 1 358231
ALPHA NATURAL RESOURCES INC COM 02076X102 17547.79 386175 SH SOLE 386175
-2-
ALTERA CORP COM 021441100 2002.32 43200 SH DEFINED 1 43200
ALTERA CORP COM 021441100 4936.27 106500 SH SOLE 106500
ALTRIA GROUP INC COM 02209S103 36055.04 1365204 SH DEFINED 1 1365204
ALTRIA GROUP INC COM 02209S103 35752.17 1353736 SH SOLE 1353736
AMAZON.COM INC COM 023135106 35753.24 174841 SH DEFINED 1 174841
AMAZON.COM INC COM 023135106 61019.82 298400 SH SOLE 298400
AMCOL INTERNATIONAL CORP COM 02341W103 415.94 10900 SH SOLE 10900
AMEDISYS INC COM 023436108 333.75 12533 SH SOLE 12533
AMEREN CORP COM 023608102 374.92 13000 SH DEFINED 1 13000
AMEREN CORP COM 023608102 917.11 31800 SH SOLE 31800
AMERICA MOVIL SPON ADR L SHS 02364W105 231.68 4300 SH SOLE 4300
AMERICAN ASSETS TRUST INC COM 024013104 270.52 12050 SH DEFINED 1 12050
AMERICAN ASSETS TRUST INC COM 024013104 1181.99 52650 SH SOLE 52650
AMERICAN CAMPUS COMMUNITIES COM 024835100 1111.70 31298 SH DEFINED 1 31298
AMERICAN CAMPUS COMMUNITIES COM 024835100 4307.47 121269 SH SOLE 121269
AMERICAN CAPITAL AGENCY CORP COM 02503X105 771.42 26500 SH DEFINED 1 26500
AMERICAN CAPITAL AGENCY CORP COM 02503X105 2264.76 77800 SH SOLE 77800
AMERICAN ELECTRIC POWER CO INC COM 025537101 16456.36 436740 SH SOLE 436740
AMERICAN ELECTRIC POWER CO INC COM 025537101 14567.62 386614 SH DEFINED 1 386614
AMERICAN EAGLE OUTFITTERS COM 02553E106 4884.27 383080 SH SOLE 383080
AMERICAN EAGLE OUTFITTERS COM 02553E106 3221.92 252700 SH DEFINED 1 252700
AMERICAN EXPRESS CO COM 025816109 1571.68 30400 SH DEFINED 1 30400
AMERICAN EXPRESS CO COM 025816109 6493.52 125600 SH SOLE 125600
AMERICAN FINANCIAL GROUP INC COM 025932104 386.70 10835 SH SOLE 10835
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 515.65 17587 SH SOLE 17587
AMERICAN MEDICAL SYS HOLDINGS NOTE 4.000% 9/1 02744MAB4 4234.94 2500000 SH SOLE 2500000
AMERICAN PUBLIC EDUCATION INC COM 02913V103 338.28 7600 SH SOLE 7600
AMERICAN SCIENCE & ENGINEERING COM 029429107 312.00 3900 SH SOLE 3900
AMERICAN STATES WATER CO COM 029899101 275.55 7950 SH SOLE 7950
AMERICAN TOWER CORP CL A 029912201 832.05 15900 SH SOLE 15900
AMERICAN WATER WORKS CO INC COM 030420103 267.61 9087 SH SOLE 9087
AMERISOURCEBERGEN CORP COM 03073E105 2695.14 65100 SH DEFINED 1 65100
AMERISOURCEBERGEN CORP COM 03073E105 5733.90 138500 SH SOLE 138500
AMERIGROUP CORP COM 03073T102 1585.58 22500 SH SOLE 22500
AMERIGROUP CORP NOTE 2.000% 5/1 03073TAB8 4165.62 2500000 SH SOLE 2500000
AMERIPRISE FINANCIAL INC COM 03076C106 988.64 17140 SH SOLE 17140
AMERIPRISE FINANCIAL INC COM 03076C106 507.58 8800 SH DEFINED 1 8800
AMETEK INC COM 031100100 743.32 16555 SH SOLE 16555
AMGEN INC COM 031162100 1861.36 31900 SH DEFINED 1 31900
AMGEN INC COM 031162100 8291.07 142092 SH SOLE 142092
AMGEN INC NOTE 0.375% 2/ 031162AQ3 10087.50 10000000 SH SOLE 10000000
-3-
AMPHENOL CORP CL A 032095101 377.93 7000 SH SOLE 7000
AMSURG CORP COM 03232P405 393.26 15050 SH SOLE 15050
ANADARKO PETROLEUM CORP COM 032511107 2149.28 28000 SH DEFINED 1 28000
ANADARKO PETROLEUM CORP COM 032511107 3063.34 39908 SH SOLE 39908
ANALOG DEVICES INC COM 032654105 726.05 18550 SH DEFINED 1 18550
ANALOG DEVICES INC COM 032654105 2262.29 57800 SH SOLE 57800
ANALOGIC CORP COM PAR $0.05 032657207 283.99 5400 SH SOLE 5400
ANDERSONS INC/THE COM 034164103 342.22 8100 SH SOLE 8100
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 31705.25 546548 SH DEFINED 1 546548
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 46338.45 798801 SH SOLE 798801
ANIXTER INTERNATIONAL INC COM 035290105 797.15 12200 SH SOLE 12200
ANNALY MORTGAGE MANAGEMENT INC COM 035710409 1130.91 62689 SH SOLE 62689
ANNALY MORTGAGE MANAGEMENT INC COM 035710409 1961.15 108711 SH DEFINED 1 108711
ANSYS, INC. COM 03662Q105 2695.23 49300 SH DEFINED 1 49300
ANSYS, INC. COM 03662Q105 4029.18 73700 SH SOLE 73700
ANWORTH MORTGAGE ASSET CORP COM 037347101 1066.42 142000 SH DEFINED 1 142000
ANWORTH MORTGAGE ASSET CORP COM 037347101 597.04 79500 SH SOLE 79500
AON CORP COM 037389103 27167.20 529575 SH SOLE 529575
AON CORP COM 037389103 25552.53 498100 SH DEFINED 1 498100
APACHE CORP COM 037411105 60018.99 486417 SH DEFINED 1 486417
APACHE CORP COM 037411105 81410.99 659786 SH SOLE 659786
APACHE CORP PFD CONV SER D 037411808 397.13 6000 SH DEFINED 1 6000
APACHE CORP PFD CONV SER D 037411808 1588.51 24000 SH SOLE 24000
APARTMENT INVT & MGMT CO CL A 03748R101 1119.46 43849 SH DEFINED 1 43849
APARTMENT INVT & MGMT CO CL A 03748R101 4758.72 186397 SH SOLE 186397
APOGEE ENTERPRISES, INC. COM 037598109 153.72 12000 SH SOLE 12000
APOLLO GROUP INC CL A 037604105 209.66 4800 SH SOLE 4800
APOLLO INVESTMENT CORP COM 03761U106 144.98 14200 SH SOLE 14200
APPLE INC COM 037833100 107950.4 321597 SH DEFINED 1 321597
APPLE INC COM 037833100 189135.9 563458 SH SOLE 563458
APPLIED INDUSTRIAL TECH INC COM 03820C105 571.54 16050 SH SOLE 16050
APPLIED MATERIALS INC COM 038222105 2088.10 160500 SH SOLE 160500
APTARGROUP INC COM 038336103 272.17 5200 SH SOLE 5200
AQUA AMERICA INC COM 03836W103 223.45 10166 SH SOLE 10166
ARBITRON INC COM 03875Q108 479.43 11600 SH SOLE 11600
ARCH CHEMICALS INC COM 03937R102 371.95 10800 SH SOLE 10800
ARCH COAL INC COM 039380100 29206.86 1095531 SH SOLE 1095531
ARCH COAL INC COM 039380100 23055.99 864816 SH DEFINED 1 864816
ARCELORMITTAL NOTE 5.000% 5/ 03938LAK0 1381.25 1000000 SH SOLE 1000000
ARCHER-DANIELS-MIDLAND CO COM 039483102 1565.15 51912 SH SOLE 51912
ARCHER-DANIELS-MIDLAND CO NOTE 0.875% 2/ 039483AW2 249.10 235000 SH DEFINED 1 235000
-4-
ARCHER-DANIELS-MIDLAND CO NOTE 0.875% 2/ 039483AW2 11808.40 11140000 SH SOLE 11140000
ARES CAPITAL CORP COM 04010L103 1108.83 69000 SH DEFINED 1 69000
ARES CAPITAL CORP COM 04010L103 642.80 40000 SH SOLE 40000
ARKANSAS BEST CORP COM 040790107 256.28 10800 SH SOLE 10800
ARQULE INC COM 04269E107 118.12 18900 SH SOLE 18900
ARRIS GROUP INC COM 04269Q100 613.28 52823 SH SOLE 52823
ARROW ELECTRONICS INC COM 042735100 372.26 8970 SH SOLE 8970
ARTIO GLOBAL INVESTORS INC COM CL A 04315B107 150.29 13300 SH DEFINED 1 13300
ARTIO GLOBAL INVESTORS INC COM CL A 04315B107 291.54 25800 SH SOLE 25800
ASHFORD HOSPITALITY TRUST COM SHS 044103109 375.24 30140 SH DEFINED 1 30140
ASHFORD HOSPITALITY TRUST COM SHS 044103109 1541.61 123824 SH SOLE 123824
ASHLAND INC COM 044209104 394.18 6100 SH SOLE 6100
ASSOCIATED BANC-CORP COM 045487105 176.43 12693 SH SOLE 12693
ASSOCIATED ESTATES REALTY CORP COM 045604105 205.60 12652 SH DEFINED 1 12652
ASSOCIATED ESTATES REALTY CORP COM 045604105 919.75 56600 SH SOLE 56600
ASTEC INDUSTRIES INC COM 046224101 314.33 8500 SH SOLE 8500
ASTRAZENECA PLC SPONSORED ADR 046353108 761.06 15200 SH SOLE 15200
ASTRAZENECA PLC SPONSORED ADR 046353108 1316.84 26300 SH DEFINED 1 26300
ATMEL CORP COM 049513104 9393.54 667629 SH SOLE 667629
ATMEL CORP COM 049513104 6819.56 484688 SH DEFINED 1 484688
ATMOS ENERGY CORP COM 049560105 226.10 6800 SH SOLE 6800
AUTODESK INC COM 052769106 521.10 13500 SH SOLE 13500
AUTOLIV INC COM 052800109 22475.92 286500 SH DEFINED 1 286500
AUTOLIV INC COM 052800109 18694.63 238300 SH SOLE 238300
AUTOMATIC DATA PROCESSNG COM 053015103 1058.87 20100 SH SOLE 20100
AUTOZONE INC COM 053332102 2152.41 7300 SH DEFINED 1 7300
AUTOZONE INC COM 053332102 1857.56 6300 SH SOLE 6300
AVALONBAY COMMUNITIES INC COM 053484101 16573.49 129077 SH SOLE 129077
AVALONBAY COMMUNITIES INC COM 053484101 3897.33 30353 SH DEFINED 1 30353
AVID TECHNOLOGY INC. COM 05367P100 233.86 12413 SH SOLE 12413
AVISTA CORP COM 05379B107 1096.96 42700 SH DEFINED 1 42700
AVISTA CORP COM 05379B107 2015.61 78459 SH SOLE 78459
AVNET INC COM 053807103 5168.93 162137 SH SOLE 162137
AVNET INC COM 053807103 3226.57 101210 SH DEFINED 1 101210
AVIVA PLC ADR 05382A104 147.99 10400 SH SOLE 10400
AVON PRODUCTS INC COM 054303102 3721.20 132900 SH DEFINED 1 132900
AVON PRODUCTS INC COM 054303102 5924.80 211600 SH SOLE 211600
BB&T CORPORATION COM 054937107 759.57 28300 SH SOLE 28300
B&G FOODS INC COM 05508R106 420.65 20400 SH SOLE 20400
BHP BILLITON PLC SPONSORED ADR 05545E209 219.60 2800 SH DEFINED 1 2800
BHP BILLITON PLC SPONSORED ADR 05545E209 392.15 5000 SH SOLE 5000
-5-
BJ'S WHOLESALE CLUB INC. COM 05548J106 9173.77 182200 SH DEFINED 1 182200
BJ'S WHOLESALE CLUB INC. COM 05548J106 13858.33 275240 SH SOLE 275240
BP PLC SPONSORED ADR 055622104 13415.26 302896 SH SOLE 302896
BP PLC SPONSORED ADR 055622104 12324.14 278260 SH DEFINED 1 278260
BRE PROPERTIES INC CL A 05564E106 1142.25 22900 SH DEFINED 1 22900
BRE PROPERTIES INC CL A 05564E106 5201.34 104277 SH SOLE 104277
BMC SOFTWARE INC COM 055921100 847.85 15500 SH DEFINED 1 15500
BMC SOFTWARE INC COM 055921100 2412.27 44100 SH SOLE 44100
BADGER METER INC COM 056525108 236.74 6400 SH SOLE 6400
BAIDU.COM SPON ADR REP A 056752108 5787.37 41300 SH SOLE 41300
BAIDU.COM SPON ADR REP A 056752108 2094.94 14950 SH DEFINED 1 14950
BAKER HUGHES INC COM 057224107 56825.15 783147 SH DEFINED 1 783147
BAKER HUGHES INC COM 057224107 74071.28 1020828 SH SOLE 1020828
BALCHEM CORP COM 057665200 538.49 12300 SH SOLE 12300
BALL CORP COM 058498106 261.53 6800 SH SOLE 6800
BANK OF AMERICA CORP COM 060505104 23108.66 2108454 SH SOLE 2108454
BANK OF AMERICA CORP COM 060505104 17281.73 1576800 SH DEFINED 1 1576800
BANK OF AMERICA CORP 7.25%CNV PFD L 060505682 1002.75 1000 SH SOLE 1000
BANK MUTUAL CORP COM 063750103 71.93 19600 SH SOLE 19600
BANK OF THE OZARKS COM 063904106 291.54 5600 SH SOLE 5600
BANK OF NEW YORK MELLON CORP COM 064058100 1290.04 50353 SH SOLE 50353
BARD (C.R.) INC COM 067383109 36666.21 333754 SH DEFINED 1 333754
BARD (C.R.) INC COM 067383109 35502.91 323165 SH SOLE 323165
BARNES GROUP INC COM 067806109 478.83 19300 SH SOLE 19300
BILL BARRETT CORP NOTE 5.000% 3/1 06846NAA2 1033.75 1000000 SH SOLE 1000000
BASIC ENERGY SERVICES INC COM 06985P100 317.85 10100 SH SOLE 10100
BAXTER INTERNATIONAL INC COM 071813109 16942.41 283840 SH DEFINED 1 283840
BAXTER INTERNATIONAL INC COM 071813109 20916.57 350420 SH SOLE 350420
BE AEROSPACE INC COM 073302101 8174.65 200310 SH DEFINED 1 200310
BE AEROSPACE INC COM 073302101 11165.86 273606 SH SOLE 273606
BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 262.53 219000 SH DEFINED 1 219000
BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 10346.41 8631000 SH SOLE 8631000
BECTON DICKINSON AND CO COM 075887109 758.30 8800 SH SOLE 8800
BED BATH & BEYOND INC COM 075896100 782.16 13400 SH SOLE 13400
BELDEN INC COM 077454106 705.04 20225 SH SOLE 20225
BENCHMARK ELECTRONICS INC. COM 08160H101 426.52 25850 SH SOLE 25850
WR BERKLEY CORP COM 084423102 19673.24 606450 SH DEFINED 1 606450
WR BERKLEY CORP COM 084423102 14928.08 460175 SH SOLE 460175
BERKSHIRE HATHAWAY INC CL B NEW 084670702 5395.55 69719 SH SOLE 69719
BEST BUY CO INC COM 086516101 5053.87 160900 SH SOLE 160900
BEST BUY CO INC COM 086516101 1667.87 53100 SH DEFINED 1 53100
-6-
BEST BUY CO INC SDCV 2.250% 1/1 086516AF8 6581.25 6500000 SH SOLE 6500000
BHP BILLITON LTD SPONSORED ADR 088606108 227.11 2400 SH DEFINED 1 2400
BHP BILLITON LTD SPONSORED ADR 088606108 406.91 4300 SH SOLE 4300
BIGLARI HOLDINGS INC COM 08986R101 240.50 615 SH SOLE 615
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 219.45 10500 SH SOLE 10500
BIOGEN IDEC INC COM 09062X103 2479.37 23189 SH DEFINED 1 23189
BIOGEN IDEC INC COM 09062X103 2876.04 26899 SH SOLE 26899
BIOMED REALTY TRUST INC COM 09063H107 950.51 49403 SH DEFINED 1 49403
BIOMED REALTY TRUST INC COM 09063H107 4928.65 256167 SH SOLE 256167
BJ'S RESTAURANTS INC COM 09180C106 513.13 9800 SH SOLE 9800
BLACK BOX CORPORATION COM 091826107 240.78 7700 SH SOLE 7700
BLACKBAUD INC COM 09227Q100 512.82 18500 SH SOLE 18500
BLACKROCK INC COM 09247X101 25653.82 133746 SH DEFINED 1 133746
BLACKROCK INC COM 09247X101 40007.54 208579 SH SOLE 208579
H&R BLOCK INC COM 093671105 1722.70 107400 SH SOLE 107400
BLUE COAT SYSTEMS INC COM NEW 09534T508 445.94 20400 SH SOLE 20400
BLUE NILE INC COM 09578R103 272.68 6200 SH SOLE 6200
BOEING CO COM 097023105 61631.45 833646 SH SOLE 833646
BOEING CO COM 097023105 43800.94 592465 SH DEFINED 1 592465
BORGWARNER INC COM 099724106 3231.60 40000 SH DEFINED 1 40000
BORGWARNER INC COM 099724106 6218.41 76970 SH SOLE 76970
BORGWARNER INC NOTE 3.500% 4/ 099724AF3 17820.00 7200000 SH SOLE 7200000
BOSTON BEER CO INC CL A 100557107 349.44 3900 SH SOLE 3900
BOSTON PRIVATE FINL HOLDINGS COM 101119105 215.82 32800 SH SOLE 32800
BOSTON PROPERTIES INC COM 101121101 5668.94 53400 SH DEFINED 1 53400
BOSTON PROPERTIES INC COM 101121101 24707.15 232735 SH SOLE 232735
BOSTON PROPERTIES LP NOTE 3.750% 5/1 10112RAG9 4138.75 3500000 SH SOLE 3500000
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BOSTON SCIENTIFIC CORP COM 101137107 4203.06 608257 SH DEFINED 1 608257
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BOTTOMLINE TECHNOLOGIES, INC. COM 101388106 358.30 14500 SH SOLE 14500
BOYD GAMING CORP COM 103304101 201.84 23200 SH SOLE 23200
BRADY CORP CL A 104674106 721.35 22500 SH SOLE 22500
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BRIGGS & STRATTON CORP COM 109043109 426.99 21500 SH SOLE 21500
BRIGHTPOINT INC COM NEW 109473405 236.00 29100 SH SOLE 29100
BRISTOL-MYERS SQUIBB CO COM 110122108 1995.43 68903 SH SOLE 68903
BRISTOW GROUP INC COM 110394103 790.81 15500 SH SOLE 15500
BRISTOW GROUP INC NOTE 3.000% 6/ 110394AC7 1720.00 1642000 SH SOLE 1642000
BRITISH AMERICAN TOBACCO PLC SPONSORED ADR 110448107 2484.77 28236 SH DEFINED 1 28236
-7-
BRITISH AMERICAN TOBACCO PLC SPONSORED ADR 110448107 1760.00 20000 SH SOLE 20000
BROADCOM CORP CL A 111320107 36114.93 1073571 SH SOLE 1073571
BROADCOM CORP CL A 111320107 21862.64 649900 SH DEFINED 1 649900
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BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 10670.31 1651750 SH DEFINED 1 1651750
BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 15456.27 2392611 SH SOLE 2392611
BROOKFIELD ASSET MANAGE - CL A CL A LTD VT SH 112585104 554.40 16714 SH SOLE 16714
BROOKFIELD OFFICE PROPERTIES I COM 112900105 686.37 35600 SH DEFINED 1 35600
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BROOKLINE BANCORP INC COM 11373M107 233.60 25200 SH SOLE 25200
BROOKS AUTOMATION INC COM 114340102 306.33 28207 SH SOLE 28207
BROWN & BROWN INC COM 115236101 233.51 9100 SH SOLE 9100
BROWN-FORMAN CORP CL B 115637209 309.96 4150 SH SOLE 4150
BROWN SHOE COMPANY INC COM 115736100 201.55 18925 SH SOLE 18925
BRUNSWICK CORP COM 117043109 775.20 38000 SH SOLE 38000
BUCKEYE TECHNOLOGIES INC COM 118255108 555.79 20600 SH SOLE 20600
BUCKLE INC COM 118440106 484.64 11350 SH SOLE 11350
BUFFALO WILD WINGS INC COM 119848109 517.22 7800 SH SOLE 7800
CBL & ASSOCIATES PROPERTIES COM 124830100 770.85 42518 SH DEFINED 1 42518
CBL & ASSOCIATES PROPERTIES COM 124830100 3437.56 189606 SH SOLE 189606
CBS CORP CL B 124857202 7446.43 261370 SH DEFINED 1 261370
CBS CORP CL B 124857202 8917.20 312994 SH SOLE 312994
CB RICHARD ELLIS GROUP INC CL A 12497T101 1087.26 43300 SH SOLE 43300
CB RICHARD ELLIS GROUP INC CL A 12497T101 213.44 8500 SH DEFINED 1 8500
CEC ENTERTAINMENT INC. COM 125137109 337.93 8425 SH SOLE 8425
CF INDUSTRIES HOLDINGS INC COM 125269100 29223.26 206277 SH DEFINED 1 206277
CF INDUSTRIES HOLDINGS INC COM 125269100 46116.70 325522 SH SOLE 325522
CH ENERGY GROUP INC COM 12541M102 351.52 6600 SH SOLE 6600
CH ROBINSON WORLDWIDE INC COM NEW 12541W209 4486.00 56900 SH DEFINED 1 56900
CH ROBINSON WORLDWIDE INC COM NEW 12541W209 4825.01 61200 SH SOLE 61200
CIGNA CORP COM 125509109 8768.82 170500 SH SOLE 170500
CIGNA CORP COM 125509109 5827.02 113300 SH DEFINED 1 113300
CIT GROUP INC COM NEW 125581801 437.86 9893 SH DEFINED 1 9893
CIT GROUP INC COM NEW 125581801 3578.86 80860 SH SOLE 80860
CLECO CORP COM 12561W105 511.42 14675 SH SOLE 14675
CME GROUP INC COM 12572Q105 758.13 2600 SH SOLE 2600
CMS ENERGY CORP COM 125896100 11355.22 576700 SH DEFINED 1 576700
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CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 2156.00 1400000 SH SOLE 1400000
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CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 3784.14 2612000 SH SOLE 2612000
-8-
CNOOC LTD - ADR SPONSORED ADR 126132109 1981.81 8400 SH DEFINED 1 8400
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CSG SYSTEMS INTERNATIONAL COM 126349109 273.50 14800 SH SOLE 14800
CSX CORP COM 126408103 14009.35 534300 SH DEFINED 1 534300
CSX CORP COM 126408103 15577.30 594100 SH SOLE 594100
CTS CORP COM 126501105 141.18 14600 SH SOLE 14600
CVS CAREMARK CORP COM 126650100 2053.71 54649 SH SOLE 54649
CA INC COM 12673P105 1884.00 82487 SH SOLE 82487
CABELA'S INC COM 126804301 472.41 17400 SH SOLE 17400
CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 336.75 9300 SH SOLE 9300
CABOT CORP COM 127055101 202.94 5090 SH SOLE 5090
CABOT OIL & GAS CORP COM 127097103 271.87 4100 SH SOLE 4100
CABOT MICROELECTRONICS CORP. COM 12709P103 464.70 10000 SH SOLE 10000
CACI INTERNATIONAL INC CL A 127190304 807.42 12800 SH SOLE 12800
CADENCE DESIGN SYSTEMS INC COM 127387108 389.45 36880 SH SOLE 36880
CALGON CARBON CORP COM 129603106 409.70 24100 SH SOLE 24100
CALLAWAY GOLF CO. COM 131193104 171.05 27500 SH SOLE 27500
CALPINE CORP COM NEW 131347304 1108.55 68726 SH DEFINED 1 68726
CALPINE CORP COM NEW 131347304 1423.28 88238 SH SOLE 88238
CAMBREX CORP COM 132011107 57.75 12500 SH SOLE 12500
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CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 2918.50 2058000 SH SOLE 2058000
CAMPBELL SOUP COMPANY COM 134429109 894.84 25900 SH SOLE 25900
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CAMPUS CREST COMMUNITIES INC COM 13466Y105 745.34 57600 SH SOLE 57600
CAPELLA EDUCATION CO COM 139594105 280.40 6700 SH SOLE 6700
CAPITAL LEASE FUNDING INC COM 140288101 148.28 30200 SH SOLE 30200
CAPITAL ONE FINANCIAL CORP COM 14040H105 18176.78 351786 SH DEFINED 1 351786
CAPITAL ONE FINANCIAL CORP COM 14040H105 19800.31 383207 SH SOLE 383207
CARBO CERAMICS, INC. COM 140781105 244.42 1500 SH SOLE 1500
CARDINAL HEALTH INC COM 14149Y108 227.10 5000 SH DEFINED 1 5000
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CARDTRONICS INC COM 14161H108 304.85 13000 SH SOLE 13000
CAREFUSION CORP COM 14170T101 4042.90 148800 SH DEFINED 1 148800
CAREFUSION CORP COM 14170T101 5628.92 207174 SH SOLE 207174
CARLISLE COS INC COM 142339100 233.35 4740 SH SOLE 4740
CARMAX INC COM 143130102 307.55 9300 SH SOLE 9300
CARNIVAL CORPORATION PAIRED CTF 143658300 35527.20 944119 SH SOLE 944119
-9-
CARNIVAL CORPORATION PAIRED CTF 143658300 23364.54 620902 SH DEFINED 1 620902
CARTER'S INC COM 146229109 756.70 24600 SH SOLE 24600
CASEY'S GENERAL STORES INC COM 147528103 712.80 16200 SH SOLE 16200
CASH AMERICA INTL INC COM 14754D100 723.38 12500 SH SOLE 12500
CATALYST HEALTH SOLUTIONS INC COM 14888B103 217.70 3900 SH SOLE 3900
CATERPILLAR INC COM 149123101 40569.56 381078 SH DEFINED 1 381078
CATERPILLAR INC COM 149123101 59221.57 556280 SH SOLE 556280
CATO CORP CL A 149205106 362.88 12600 SH SOLE 12600
CBEYOND INC COM 149847105 175.69 13300 SH SOLE 13300
CEDAR SHOPPING CENTERS INC COM NEW 150602209 259.04 50300 SH SOLE 50300
CELANESE CORP COM SER A 150870103 7644.65 143400 SH DEFINED 1 143400
CELANESE CORP COM SER A 150870103 10218.19 191675 SH SOLE 191675
CELGENE CORP COM 151020104 15179.95 251657 SH SOLE 251657
CELGENE CORP COM 151020104 8103.99 134350 SH DEFINED 1 134350
CENTENE CORP COM 15135B101 756.79 21300 SH SOLE 21300
CENTERPOINT ENERGY INC COM 15189T107 338.57 17497 SH SOLE 17497
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 211.12 20800 SH SOLE 20800
CENTRAL VERMONT PUBLIC SERVICE COM 155771108 206.06 5700 SH SOLE 5700
CENTURY ALUMINUM COMPANY COM 156431108 378.73 24200 SH SOLE 24200
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CEPHALON INC COM 156708109 239.70 3000 SH SOLE 3000
CERADYNE INC COM 156710105 415.24 10650 SH SOLE 10650
CERNER CORP COM 156782104 360.55 5900 SH SOLE 5900
CEVA INC COM 157210105 298.51 9800 SH SOLE 9800
CHARLES RIVER LABORATORIES NOTE 2.250% 6/1 159864AB3 247.63 235000 SH DEFINED 1 235000
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CHARTER COMMUNICATIONS ENT LP CL A NEW 16117M305 6706.54 123600 SH SOLE 123600
CHATHAM LODGING TRUST COM 16208T102 413.14 25645 SH SOLE 25645
CHECKPOINT SYSTEMS INC COM 162825103 305.75 17100 SH SOLE 17100
CHEMED CORP COM 16359R103 596.23 9100 SH SOLE 9100
CHESAPEAKE ENERGY CORP COM 165167107 786.78 26500 SH SOLE 26500
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CHEVRON CORP COM 166764100 65883.83 640644 SH SOLE 640644
CHEVRON CORP COM 166764100 53894.23 524059 SH DEFINED 1 524059
-10-
CHICAGO BRIDGE & IRON N Y REGISTRY SH 167250109 9830.30 252707 SH DEFINED 1 252707
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CHICO'S FAS INC COM 168615102 204.08 13400 SH SOLE 13400
CHILDREN'S PLACE RETAIL STORES COM 168905107 489.39 11000 SH SOLE 11000
CHINA MOBILE LTD SPONSORED ADR 16941M109 290.04 6200 SH SOLE 6200
CHINA UNICOM HONG KONG LTD SPONSORED ADR 16945R104 302.02 14900 SH DEFINED 1 14900
CHIPOTLE MEXICAN GRILL COM 169656105 369.83 1200 SH SOLE 1200
CHRISTOPHER & BANKS CORP COM 171046105 87.54 15225 SH SOLE 15225
CHUBB CORP COM 171232101 732.54 11700 SH SOLE 11700
CHURCH & DWIGHT CO INC COM 171340102 446.75 11020 SH SOLE 11020
CIBER INC COM 17163B102 168.72 30400 SH SOLE 30400
CIMAREX ENERGY CO COM 171798101 593.47 6600 SH SOLE 6600
CINCINNATI BELL INC COM 171871106 281.54 84800 SH SOLE 84800
CIRCOR INTERNATIONAL INC COM 17273K109 316.94 7400 SH SOLE 7400
CIRRUS LOGIC INC. COM 172755100 448.38 28200 SH SOLE 28200
CISCO SYSTEMS INC COM 17275R102 9809.32 628400 SH DEFINED 1 628400
CISCO SYSTEMS INC COM 17275R102 27821.70 1782300 SH SOLE 1782300
CINTAS CORP COM 172908105 376.54 11400 SH DEFINED 1 11400
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CITIGROUP INC UNIT 99/99/9999 172967416 6683.79 55950 SH DEFINED 1 55950
CITIGROUP INC UNIT 99/99/9999 172967416 10160.07 85050 SH SOLE 85050
CITIGROUP INC COM NEW 172967424 14784.32 355051 SH DEFINED 1 355051
CITIGROUP INC COM NEW 172967424 24659.58 592209 SH SOLE 592209
CITRIX SYSTEMS INC COM 177376100 600.00 7500 SH SOLE 7500
CITY HOLDING CO COM 177835105 214.70 6500 SH SOLE 6500
CITY NATIONAL CORP COM 178566105 201.81 3720 SH SOLE 3720
CLARCOR INC COM 179895107 1016.52 21500 SH SOLE 21500
CLEARWATER PAPER CORP COM 18538R103 334.57 4900 SH SOLE 4900
CLIFFS NATRUAL RESOURCES COM 18683K101 3670.26 39700 SH SOLE 39700
CLIFFS NATRUAL RESOURCES COM 18683K101 554.70 6000 SH DEFINED 1 6000
CLOROX CO COM 189054109 5779.61 85700 SH SOLE 85700
CLOROX CO COM 189054109 4019.42 59600 SH DEFINED 1 59600
COACH INC COM 189754104 2659.49 41600 SH SOLE 41600
COCA-COLA CO/THE COM 191216100 1379.44 20500 SH DEFINED 1 20500
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COCA-COLA ENTERPRISES COM 19122T109 382.26 13100 SH SOLE 13100
COGDELL SPENCER INC COM 19238U107 380.66 63550 SH SOLE 63550
COGDELL SPENCER INC COM 19238U107 85.96 14350 SH DEFINED 1 14350
COGNEX CORP COM 192422103 673.17 19000 SH SOLE 19000
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-11-
COGO GROUP INC COM 192448108 748.13 140100 SH DEFINED 1 140100
COGO GROUP INC COM 192448108 778.97 145874 SH SOLE 145874
COHEN & STEERS QUALITY INCOME COM 19247L106 105.19 10767 SH SOLE 10767
COHU INC COM 192576106 135.03 10300 SH SOLE 10300
COINSTAR INC COM 19259P300 730.84 13400 SH SOLE 13400
COINSTAR INC NOTE 4.000% 9/0 19259PAF9 1845.00 1200000 SH SOLE 1200000
COLDWATER CREEK COM 193068103 35.98 25700 SH SOLE 25700
COLGATE-PALMOLIVE CO COM 194162103 978.99 11200 SH DEFINED 1 11200
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COLONIAL PROPERTIES TRUST COM SH BEN INT 195872106 409.73 20085 SH DEFINED 1 20085
COLONIAL PROPERTIES TRUST COM SH BEN INT 195872106 2644.90 129652 SH SOLE 129652
COLONY FINANCIAL INC COM 19624R106 366.82 20300 SH SOLE 20300
COLUMBIA BANKING SYSTEM INC COM 197236102 289.30 16800 SH SOLE 16800
COMFORT SYSTEMS USA, INC. COM 199908104 171.88 16200 SH SOLE 16200
COMCAST CORP CL A 20030N101 3858.47 152268 SH DEFINED 1 152268
COMCAST CORP CL A 20030N101 9424.35 371916 SH SOLE 371916
COMERICA INC COM 200340107 247.18 7150 SH SOLE 7150
COMMERCE BANCSHARES INC. COM 200525103 257.36 5985 SH SOLE 5985
COMMONWEALTH REIT COM SH BEN INT 203233101 208.27 8060 SH DEFINED 1 8060
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COMMVAULT SYSTEMS INC COM 204166102 17213.31 387251 SH SOLE 387251
COMMVAULT SYSTEMS INC COM 204166102 11395.51 256367 SH DEFINED 1 256367
COMPANHIA DE BEBIDAS SPON ADR PFD 20441W203 269.84 8000 SH SOLE 8000
COMPASS MINERALS INTERNATIONAL COM 20451N101 215.18 2500 SH SOLE 2500
COMPUTER PROGRAMS & SYSTEMS IN COM 205306103 298.36 4700 SH SOLE 4700
COMPUTER SCIENCES CORP COM 205363104 239.15 6300 SH SOLE 6300
COMPUWARE CORP COM 205638109 271.33 27800 SH SOLE 27800
COMSCORE INC COM 20564W105 284.90 11000 SH SOLE 11000
COMTECH TELECOMMUNICATIONS COM NEW 205826209 260.77 9300 SH DEFINED 1 9300
COMTECH TELECOMMUNICATIONS COM NEW 205826209 793.53 28300 SH SOLE 28300
CONAGRA FOODS INC COM 205887102 431.03 16700 SH SOLE 16700
CONMED CORP COM 207410101 343.18 12050 SH SOLE 12050
CONOCOPHILLIPS COM 20825C104 44193.52 587758 SH DEFINED 1 587758
CONOCOPHILLIPS COM 20825C104 52635.26 700030 SH SOLE 700030
CONSOL ENERGY INC COM 20854P109 441.17 9100 SH SOLE 9100
CONSOLIDATED EDISON INC COM 209115104 622.91 11700 SH SOLE 11700
CONSOLIDATED GRAPHICS INC COM 209341106 230.79 4200 SH SOLE 4200
CONSTELLATION BRANDS INC CL A 21036P108 328.96 15800 SH SOLE 15800
CONSTELLATION ENERGY GROUP INC COM 210371100 614.76 16195 SH SOLE 16195
-12-
CONTANGO OIL & GAS CO COM NEW 21075N204 321.42 5500 SH SOLE 5500
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 2528.75 1750000 SH SOLE 1750000
COOPER COMPANIES INC COM NEW 216648402 293.19 3700 SH SOLE 3700
COOPER TIRE & RUBBER COM 216831107 1636.63 82700 SH SOLE 82700
COOPER TIRE & RUBBER COM 216831107 1569.35 79300 SH DEFINED 1 79300
COPART, INC. COM 217204106 214.36 4600 SH SOLE 4600
CORESITE REALTY CORP COM 21870Q105 403.44 24600 SH SOLE 24600
CORINTHIAN COLLEGES INC COM 218868107 153.79 36100 SH SOLE 36100
CORN PRODUCTS INTL INC COM 219023108 24748.86 447700 SH DEFINED 1 447700
CORN PRODUCTS INTL INC COM 219023108 27583.23 498973 SH SOLE 498973
CORNING INC COM 219350105 19674.67 1084004 SH DEFINED 1 1084004
CORNING INC COM 219350105 23471.76 1293210 SH SOLE 1293210
CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 727.82 23395 SH DEFINED 1 23395
CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 3254.26 104605 SH SOLE 104605
COSTCO WHOLESALE CORP COM 22160K105 2729.66 33600 SH SOLE 33600
COUSINS PROPERTIES INC COM 222795106 449.46 52630 SH SOLE 52630
COVANCE INC COM 222816100 20276.40 341526 SH DEFINED 1 341526
COVANCE INC COM 222816100 22103.15 372295 SH SOLE 372295
COVENTRY HEALTH CARE INC COM 222862104 14130.12 387445 SH DEFINED 1 387445
COVENTRY HEALTH CARE INC COM 222862104 10736.62 294396 SH SOLE 294396
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CREE INC COM 225447101 285.52 8500 SH SOLE 8500
CREXUS INVESTMENT CORP COM 226553105 140.54 12650 SH SOLE 12650
CROCS INC COM 227046109 970.78 37700 SH SOLE 37700
CROSS COUNTRY HEALTHCARE INC COM 227483104 101.08 13300 SH SOLE 13300
CROWN CASTLE INTL CORP COM 228227104 1831.47 44900 SH DEFINED 1 44900
CROWN CASTLE INTL CORP COM 228227104 5049.80 123800 SH SOLE 123800
CRYOLIFE INC COM 228903100 66.92 11950 SH SOLE 11950
CUBIC CORP COM 229669106 387.52 7600 SH SOLE 7600
CUBIST PHARMACEUTICALS INC COM 229678107 1004.12 27900 SH SOLE 27900
CULLEN/FROST BANKERS, INC. COM 229899109 272.88 4800 SH SOLE 4800
CUMMINS INC COM 231021106 2721.79 26300 SH DEFINED 1 26300
CUMMINS INC COM 231021106 8351.64 80700 SH SOLE 80700
CURTISS-WRIGHT CORP COM 231561101 640.93 19800 SH SOLE 19800
CYBERONICS COM 23251P102 332.60 11900 SH SOLE 11900
CYMER INC COM 232572107 643.63 13000 SH SOLE 13000
CYPRESS SEMICONDUCTOR CORP. COM 232806109 270.59 12800 SH SOLE 12800
CYTEC INDUSTRIES INC COM 232820100 220.75 3860 SH SOLE 3860
DCT INDUSTRIAL TRUST INC COM 233153105 387.45 74082 SH DEFINED 1 74082
DCT INDUSTRIAL TRUST INC COM 233153105 1691.14 323353 SH SOLE 323353
DG FASTCHANNEL INC COM 23326R109 323.70 10100 SH SOLE 10100
-13-
DPL INC COM 233293109 266.31 8830 SH SOLE 8830
DR HORTON INC COM 23331A109 135.94 11800 SH SOLE 11800
DR HORTON INC NOTE 2.000% 5/1 23331ABB4 6656.09 5983000 SH SOLE 5983000
DTE ENERGY CO COM 233331107 1148.91 22969 SH SOLE 22969
DTE ENERGY CO COM 233331107 320.13 6400 SH DEFINED 1 6400
DTS INC COM 23335C101 300.07 7400 SH SOLE 7400
DAKTRONICS INC COM 234264109 162.93 15100 SH SOLE 15100
DANAHER CORP COM 235851102 2077.21 39200 SH DEFINED 1 39200
DANAHER CORP COM 235851102 6957.59 131300 SH SOLE 131300
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DARDEN RESTAURANTS INC COM 237194105 25462.19 511700 SH DEFINED 1 511700
DARDEN RESTAURANTS INC COM 237194105 38755.58 778850 SH SOLE 778850
DARLING INTERNATIONAL INC COM 237266101 964.65 54500 SH SOLE 54500
DAVITA INC COM 23918K108 346.44 4000 SH SOLE 4000
DEALERTRACK HOLDINGS INC COM 242309102 401.62 17500 SH SOLE 17500
DECKERS OUTDOOR CORP COM 243537107 264.42 3000 SH SOLE 3000
DEERE & CO COM 244199105 1401.65 17000 SH SOLE 17000
DELL INC COM 24702R101 2590.52 155400 SH SOLE 155400
DELPHI FINANCIAL GROUP CL A 247131105 685.41 23465 SH SOLE 23465
DELTA AIR LINES INC COM NEW 247361702 1701.72 185575 SH SOLE 185575
DELTA AIR LINES INC COM NEW 247361702 1246.20 135900 SH DEFINED 1 135900
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DELUXE CORP COM 248019101 9401.66 380480 SH DEFINED 1 380480
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DENTSPLY INTERNATIONAL INC COM 249030107 213.25 5600 SH SOLE 5600
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DEVON ENERGY CORPORATION COM 25179M103 1339.77 17000 SH SOLE 17000
DIAGEO PLC SPON ADR NEW 25243Q205 15945.25 194763 SH DEFINED 1 194763
DIAGEO PLC SPON ADR NEW 25243Q205 17974.80 219553 SH SOLE 219553
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DIAMONDROCK HOSPITALITY CO COM 252784301 3556.47 331451 SH SOLE 331451
DIAMONDROCK HOSPITALITY CO COM 252784301 700.15 65252 SH DEFINED 1 65252
DICK'S SPORTING GOODS INC COM 253393102 273.00 7100 SH SOLE 7100
DIGI INTERNATIONAL INC COM 253798102 140.40 10800 SH SOLE 10800
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DIGITAL REALTY TRUST INC COM 253868103 10427.48 168784 SH SOLE 168784
-14-
DIME COMMUNITY BANCSHARES COM 253922108 172.66 11875 SH SOLE 11875
DINEEQUITY INC COM 254423106 355.44 6800 SH SOLE 6800
DIODES INC COM 254543101 408.46 15650 SH SOLE 15650
WALT DISNEY COMPANY COM DISNEY 254687106 22010.36 563790 SH DEFINED 1 563790
WALT DISNEY COMPANY COM DISNEY 254687106 31643.95 810552 SH SOLE 810552
DISCOVER FINANCIAL SVS COM 254709108 10307.31 385320 SH SOLE 385320
DISCOVER FINANCIAL SVS COM 254709108 6216.70 232400 SH DEFINED 1 232400
DISCOVERY COMMUNICATIONS COM SER A 25470F104 26126.21 637847 SH DEFINED 1 637847
DISCOVERY COMMUNICATIONS COM SER A 25470F104 37954.60 926626 SH SOLE 926626
DIRECTV COM CL A 25490A101 2632.48 51800 SH DEFINED 1 51800
DIRECTV COM CL A 25490A101 5905.28 116200 SH SOLE 116200
THE DOLAN COMPANY COM 25659P402 108.42 12800 SH SOLE 12800
DOLLAR TREE INC COM 256746108 21619.19 324515 SH SOLE 324515
DOLLAR TREE INC COM 256746108 20717.82 310985 SH DEFINED 1 310985
DOMINION RESOURCES INC COM 25746U109 1964.15 40691 SH DEFINED 1 40691
DOMINION RESOURCES INC COM 25746U109 3043.66 63055 SH SOLE 63055
DOMINION RESOURCES INC NOTE 2.125%12/1 25746UAT6 3890.35 2814000 SH SOLE 2814000
DOMTAR CORP COM NEW 257559203 464.13 4900 SH SOLE 4900
DONALDSON COMPANY, INC. COM 257651109 358.01 5900 SH SOLE 5900
DOUGLAS EMMETT INC COM 25960P109 976.46 49093 SH DEFINED 1 49093
DOUGLAS EMMETT INC COM 25960P109 3637.88 182900 SH SOLE 182900
DOVER CORP COM 260003108 691.56 10200 SH SOLE 10200
DOW CHEMICAL CO/THE COM 260543103 15070.61 418628 SH DEFINED 1 418628
DOW CHEMICAL CO/THE COM 260543103 17855.28 495980 SH SOLE 495980
DR PEPPER SNAPPLE GROUP COM 26138E109 645.72 15400 SH DEFINED 1 15400
DR PEPPER SNAPPLE GROUP COM 26138E109 922.46 22000 SH SOLE 22000
DREAMWORKS ANIMATION SKG-A CL A 26153C103 3642.12 181200 SH SOLE 181200
DREAMWORKS ANIMATION SKG-A CL A 26153C103 2661.24 132400 SH DEFINED 1 132400
DRESSER-RAND GROUP INC COM 261608103 6460.75 120200 SH SOLE 120200
DRESSER-RAND GROUP INC COM 261608103 4386.00 81600 SH DEFINED 1 81600
DREW INDUSTRIES INC. COM NEW 26168L205 202.70 8200 SH SOLE 8200
DRIL-QUIP INC COM 262037104 949.69 14001 SH SOLE 14001
DU PONT (EI) DE NEMOURS & CO COM 263534109 43583.22 806350 SH DEFINED 1 806350
DU PONT (EI) DE NEMOURS & CO COM 263534109 48290.97 893450 SH SOLE 893450
DUKE REALTY LP COM NEW 264411505 12118.65 865000 SH SOLE 865000
DUKE REALTY LP COM NEW 264411505 11034.28 787600 SH DEFINED 1 787600
DUKE ENERGY CORP COM 26441C105 1032.83 54850 SH SOLE 54850
DUN & BRADSTREET CORP COM 26483E100 362.59 4800 SH SOLE 4800
DUN & BRADSTREET CORP COM 26483E100 317.27 4200 SH DEFINED 1 4200
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 574.53 22799 SH DEFINED 1 22799
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 2331.93 92537 SH SOLE 92537
-15-
DYCOM INDUSTRIES INC COM 267475101 236.93 14500 SH SOLE 14500
EMC CORP/MASSACHUSETTS COM 268648102 64561.88 2343444 SH SOLE 2343444
EMC CORP/MASSACHUSETTS COM 268648102 37808.10 1372345 SH DEFINED 1 1372345
EMC CORP/MASSACHUSETTS NOTE 1.750%12/0 268648AM4 196.28 112000 SH SOLE 112000
EMC CORP/MASSACHUSETTS NOTE 1.750%12/0 268648AM4 329.47 188000 SH DEFINED 1 188000
EMS TECHNOLOGIES INC COM 26873N108 214.30 6500 SH SOLE 6500
ENI SPA SPONSORED ADR 26874R108 328.10 6900 SH DEFINED 1 6900
EOG RESOURCES INC COM 26875P101 1129.14 10800 SH SOLE 10800
EPIQ SYSTEMS INC COM 26882D109 190.55 13400 SH SOLE 13400
ERP OPERATING LP NOTE 3.850% 8/ 26884AAV5 9208.12 9000000 SH SOLE 9000000
EQT CORP COM 26884L109 309.87 5900 SH SOLE 5900
E*TRADE FINANCIAL CORP COM NEW 269246401 1326.18 96100 SH DEFINED 1 96100
E*TRADE FINANCIAL CORP COM NEW 269246401 3970.81 287740 SH SOLE 287740
EAGLE MATERIALS INC COM 26969P108 529.53 19000 SH SOLE 19000
EAST WEST BANCORP INC COM 27579R104 274.86 13600 SH SOLE 13600
EASTGROUP PROPERTIES COM 277276101 408.10 9600 SH DEFINED 1 9600
EASTGROUP PROPERTIES COM 277276101 2138.25 50300 SH SOLE 50300
EASTMAN CHEMICAL CO COM 277432100 275.59 2700 SH SOLE 2700
EASTMAN KODAK CO COM 277461109 71.60 20000 SH SOLE 20000
EATON CORP COM 278058102 704.86 13700 SH SOLE 13700
EATON VANCE CORP COM NON VTG 278265103 272.07 9000 SH SOLE 9000
EBAY INC COM 278642103 14153.62 438600 SH DEFINED 1 438600
EBAY INC COM 278642103 17787.22 551200 SH SOLE 551200
EBIX INC COM NEW 278715206 320.04 16800 SH SOLE 16800
ECOLAB INC COM 278865100 6387.85 113300 SH DEFINED 1 113300
ECOLAB INC COM 278865100 9257.60 164200 SH SOLE 164200
EDISON INTERNATIONAL INC COM 281020107 649.29 16756 SH SOLE 16756
EDUCATION REALTY TRUST INC COM 28140H104 188.54 22000 SH DEFINED 1 22000
EDUCATION REALTY TRUST INC COM 28140H104 789.09 92076 SH SOLE 92076
EDWARDS LIFESCIENCES CORP. COM 28176E108 392.31 4500 SH SOLE 4500
EL PASO CORP COM 28336L109 630.32 31204 SH SOLE 31204
EL PASO ELECTRIC CO COM NEW 283677854 964.28 29854 SH SOLE 29854
ELECTRO SCIENTIFIC INDS INC COM 285229100 198.79 10300 SH SOLE 10300
ELECTRONIC ARTS INC COM 285512109 5723.00 242500 SH DEFINED 1 242500
ELECTRONIC ARTS INC COM 285512109 8633.47 365825 SH SOLE 365825
EMCOR GROUP INC COM 29084Q100 9698.62 330898 SH DEFINED 1 330898
EMCOR GROUP INC COM 29084Q100 14890.62 508039 SH SOLE 508039
EMERGENT BIOSOLUTIONS INC COM 29089Q105 211.97 9400 SH SOLE 9400
EMERSON ELECTRIC CO COM 291011104 37672.99 669742 SH DEFINED 1 669742
EMERSON ELECTRIC CO COM 291011104 57210.47 1017075 SH SOLE 1017075
EMPLOYERS HOLDINGS COM 292218104 275.03 16400 SH SOLE 16400
-16-
ENBRIDGE INC COM 29250N105 233.71 7200 SH SOLE 7200
ENDO PHARMACEUTICALS HOLDINGS COM 29264F205 494.09 12300 SH SOLE 12300
ENERGEN CORP COM 29265N108 310.75 5500 SH DEFINED 1 5500
ENERGEN CORP COM 29265N108 796.31 14094 SH SOLE 14094
ENERGIZER HOLDINGS INC COM 29266R108 387.13 5350 SH SOLE 5350
ENERSIS SA SPONSORED ADR 29274F104 635.25 27500 SH DEFINED 1 27500
ENERSIS SA SPONSORED ADR 29274F104 367.29 15900 SH SOLE 15900
ENERSYS NOTE 3.375% 6/ 29275YAA0 1689.38 1500000 SH SOLE 1500000
ENPRO INDUSTRIES INC COM 29355X107 423.02 8800 SH SOLE 8800
ENSCO PLC SPONSORED ADR 29358Q109 73510.08 1379176 SH SOLE 1379176
ENSCO PLC SPONSORED ADR 29358Q109 60121.07 1127975 SH DEFINED 1 1127975
ENTERGY CORP COM 29364G103 949.09 13900 SH SOLE 13900
ENTERGY CORP COM 29364G103 266.29 3900 SH DEFINED 1 3900
ENTERTAINMENT PROPERTIES TRUST COM SH BEN INT 29380T105 770.08 16490 SH DEFINED 1 16490
ENTERTAINMENT PROPERTIES TRUST COM SH BEN INT 29380T105 4111.42 88039 SH SOLE 88039
ENTROPIC COMMUNICATIONS INC COM 29384R105 255.14 28700 SH SOLE 28700
ENZO BIOCHEM INC COM 294100102 61.19 14397 SH SOLE 14397
EQUINIX INC COM NEW 29444U502 1040.10 10296 SH SOLE 10296
EQUINIX INC COM NEW 29444U502 689.06 6821 SH DEFINED 1 6821
EQUITY LIFESTYLE PROPERTIES COM 29472R108 1098.32 17590 SH DEFINED 1 17590
EQUITY LIFESTYLE PROPERTIES COM 29472R108 4128.22 66115 SH SOLE 66115
EQUITY ONE ABS INC COM 294752100 11748.21 630269 SH DEFINED 1 630269
EQUITY ONE ABS INC COM 294752100 9826.65 527181 SH SOLE 527181
EQUITY RESIDENTIAL SH BEN INT 29476L107 6137.70 102295 SH DEFINED 1 102295
EQUITY RESIDENTIAL SH BEN INT 29476L107 27086.16 451436 SH SOLE 451436
ERESEARCH TECHNOLOGY INC COM 29481V108 117.21 18400 SH SOLE 18400
ESSEX PROPERTY TRUST INC COM 297178105 2151.11 15900 SH DEFINED 1 15900
ESSEX PROPERTY TRUST INC COM 297178105 8482.68 62700 SH SOLE 62700
ESTERLINE TECHNOLOGIES CORP COM 297425100 993.20 13000 SH SOLE 13000
ETHAN ALLEN INTERIORS INC COM 297602104 260.80 12250 SH SOLE 12250
EXAR CORP. COM 300645108 120.27 19000 SH SOLE 19000
EXCEL TRUST INC COM 30068C109 389.51 35314 SH SOLE 35314
EXELON CORP COM 30161N101 23717.94 553640 SH DEFINED 1 553640
EXELON CORP COM 30161N101 26768.06 624838 SH SOLE 624838
EXPEDIA INC COM 30212P105 1681.42 58000 SH SOLE 58000
EXPEDITORS INTL WASH INC COM 302130109 16797.28 328136 SH DEFINED 1 328136
EXPEDITORS INTL WASH INC COM 302130109 18157.60 354710 SH SOLE 354710
EXPONENT INC COM 30214U102 261.06 6000 SH SOLE 6000
EXPRESS SCRIPTS INC COM 302182100 2871.74 53200 SH DEFINED 1 53200
EXPRESS SCRIPTS INC COM 302182100 9098.33 168550 SH SOLE 168550
EXTRA SPACE STORAGE INC COM 30225T102 781.85 36655 SH DEFINED 1 36655
-17-
EXTRA SPACE STORAGE INC COM 30225T102 4002.25 187635 SH SOLE 187635
EZCORP INC CL A NON VTG 302301106 757.75 21300 SH SOLE 21300
EXXON MOBIL CORP COM 30231G102 46532.60 571794 SH SOLE 571794
EXXON MOBIL CORP COM 30231G102 13371.22 164306 SH DEFINED 1 164306
FEI COMPANY COM 30241L109 630.14 16500 SH SOLE 16500
FLIR SYSTEMS INC COM 302445101 215.74 6400 SH SOLE 6400
FMC CORP COM NEW 302491303 240.86 2800 SH SOLE 2800
FMC TECHNOLOGIES INC COM 30249U101 429.98 9600 SH SOLE 9600
FNB CORP COM 302520101 603.40 58300 SH SOLE 58300
FTI CONSULTING INC COM 302941109 21182.05 558304 SH DEFINED 1 558304
FTI CONSULTING INC COM 302941109 23020.93 606772 SH SOLE 606772
FACTSET RESEARCH SYSTEMS INC. COM 303075105 746.94 7300 SH SOLE 7300
FACTSET RESEARCH SYSTEMS INC. COM 303075105 214.87 2100 SH DEFINED 1 2100
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 410.66 44589 SH SOLE 44589
FAMILY DOLLAR STORES COM 307000109 252.29 4800 SH SOLE 4800
FARO TECHNOLOGIES, INC. COM 311642102 306.60 7000 SH SOLE 7000
FASTENAL CO COM 311900104 424.68 11800 SH SOLE 11800
FEDERAL REALTY INVES TRUST SH BEN INT NEW 313747206 2000.03 23480 SH DEFINED 1 23480
FEDERAL REALTY INVES TRUST SH BEN INT NEW 313747206 8477.11 99520 SH SOLE 99520
FEDERAL SIGNAL CORP COM 313855108 173.84 26500 SH SOLE 26500
FEDEX CORP COM 31428X106 882.10 9300 SH DEFINED 1 9300
FEDEX CORP COM 31428X106 3651.72 38500 SH SOLE 38500
FELCOR LODGING TRUST INC COM 31430F101 163.36 30650 SH DEFINED 1 30650
FELCOR LODGING TRUST INC COM 31430F101 771.52 144750 SH SOLE 144750
F5 NETWORKS INC COM 315616102 55286.08 501461 SH SOLE 501461
F5 NETWORKS INC COM 315616102 35314.62 320314 SH DEFINED 1 320314
FIDELITY NATIONAL INFORMATION COM 31620M106 338.69 11000 SH SOLE 11000
FIDELITY NATIONAL FINL - A CL A 31620R105 256.64 16305 SH SOLE 16305
FIFTH THIRD BANCORP COM 316773100 2064.35 161910 SH SOLE 161910
THE FINISH LINE- CL A CL A 317923100 492.05 22993 SH SOLE 22993
FIRST CASH FINANCIAL SERVICES COM 31942D107 562.67 13400 SH SOLE 13400
FIRST COMMONWEALTH FINL CORP COM 319829107 275.52 48000 SH SOLE 48000
FIRST FINANCIAL BANCORP COM 320209109 460.64 27600 SH SOLE 27600
FIRST FINANCIAL BANKSHARES INC COM 32020R109 463.35 13450 SH SOLE 13450
FIRST HORIZON NATIONAL CORP COM 320517105 111.86 11725 SH SOLE 11725
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 164.88 14400 SH DEFINED 1 14400
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 846.16 73900 SH SOLE 73900
FIRST MIDWEST BANCORP INC COM 320867104 390.97 31812 SH SOLE 31812
FIRST NIAGARA FINANCIAL GRP COM 33582V108 1928.52 146100 SH DEFINED 1 146100
FIRST NIAGARA FINANCIAL GRP COM 33582V108 2094.84 158700 SH SOLE 158700
FIRST POTOMAC REALTY TRUST COM 33610F109 923.67 60331 SH SOLE 60331
-18-
FIRST POTOMAC REALTY TRUST COM 33610F109 235.01 15350 SH DEFINED 1 15350
FIRST SOLAR INC COM 336433107 277.77 2100 SH SOLE 2100
FISERV INC COM 337738108 372.65 5950 SH SOLE 5950
FIRSTENERGY CORP COM 337932107 741.76 16801 SH SOLE 16801
FLUOR CORP COM 343412102 2195.27 33951 SH DEFINED 1 33951
FLUOR CORP COM 343412102 9684.84 149781 SH SOLE 149781
FLOWERS FOODS INC COM 343498101 9891.51 448798 SH DEFINED 1 448798
FLOWERS FOODS INC COM 343498101 7577.35 343800 SH SOLE 343800
FLOWSERVE CORPORATION COM 34354P105 230.77 2100 SH SOLE 2100
FOOT LOCKER INC COM 344849104 15259.74 642245 SH SOLE 642245
FOOT LOCKER INC COM 344849104 10347.77 435512 SH DEFINED 1 435512
FORD MOTOR CO COM PAR $0.01 345370860 35791.26 2595450 SH DEFINED 1 2595450
FORD MOTOR CO COM PAR $0.01 345370860 58310.31 4228449 SH SOLE 4228449
FOREST CITY ENTERPRISES INC CL A 345550107 415.20 22239 SH DEFINED 1 22239
FOREST CITY ENTERPRISES INC CL A 345550107 1225.50 65640 SH SOLE 65640
FOREST LABORATORIES COM 345838106 2147.96 54600 SH SOLE 54600
FOREST OIL CORP COM PAR $0.01 346091705 638.34 23899 SH DEFINED 1 23899
FOREST OIL CORP COM PAR $0.01 346091705 1995.26 74701 SH SOLE 74701
FORESTAR GROUP INC COM 346233109 248.09 15100 SH SOLE 15100
FORRESTER RESEARCH, INC. COM 346563109 207.65 6300 SH SOLE 6300
FORTUNE BRANDS INC COM 349631101 395.37 6200 SH SOLE 6200
FORWARD AIR CORPORATION COM 349853101 422.38 12500 SH SOLE 12500
FOSSIL INC COM 349882100 459.11 3900 SH SOLE 3900
FRANKLIN RESOURCES INC COM 354613101 2586.41 19700 SH SOLE 19700
FRANKLIN RESOURCES INC COM 354613101 2282.74 17387 SH DEFINED 1 17387
FRANKLIN STREET PROPERTIES C COM 35471R106 885.63 68600 SH SOLE 68600
FRED'S INC CL A 356108100 241.70 16750 SH SOLE 16750
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 45834.89 866444 SH DEFINED 1 866444
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 85774.07 1621438 SH SOLE 1621438
FRONTIER COMMUNICATIONS CORP COM 35906A108 344.49 42688 SH SOLE 42688
HB FULLER CO COM 359694106 515.26 21100 SH SOLE 21100
FULTON FINANCIAL CORP COM 360271100 156.37 14600 SH SOLE 14600
G & K SERVICES INC. CL A 361268105 270.88 8000 SH SOLE 8000
GATX CORP COM 361448103 7854.59 211600 SH DEFINED 1 211600
GATX CORP COM 361448103 11808.61 318120 SH SOLE 318120
GEO GROUP INC/THE COM 36159R103 637.93 27700 SH SOLE 27700
AUTHUR J GALLAGHER & CO COM 363576109 231.17 8100 SH SOLE 8100
GAP INC COM 364760108 781.92 43200 SH DEFINED 1 43200
GAP INC COM 364760108 2634.67 145562 SH SOLE 145562
GARDNER DENVER INC COM 365558105 344.60 4100 SH SOLE 4100
GARTNER INC COM 366651107 269.94 6700 SH SOLE 6700
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GAYLORD ENTERTAINMENT CO COM 367905106 321.00 10700 SH SOLE 10700
GEN-PROBE INC COM 36866T103 8690.01 125669 SH SOLE 125669
GEN-PROBE INC COM 36866T103 5672.44 82031 SH DEFINED 1 82031
GENCORP INC COM 368682100 160.50 25000 SH SOLE 25000
GENERAL COMMUNICATION INC CL A 369385109 195.53 16200 SH SOLE 16200
GENERAL DYNAMICS CORP COM 369550108 28421.93 381400 SH DEFINED 1 381400
GENERAL DYNAMICS CORP COM 369550108 33861.89 454400 SH SOLE 454400
GENERAL ELECTRIC CO COM 369604103 53883.77 2857040 SH SOLE 2857040
GENERAL ELECTRIC CO COM 369604103 41173.12 2183092 SH DEFINED 1 2183092
GENERAL GROWTH PROPERTIES COM 370023103 1960.41 117460 SH DEFINED 1 117460
GENERAL GROWTH PROPERTIES COM 370023103 9189.68 550610 SH SOLE 550610
GENERAL MILLS INC COM 370334104 960.28 25800 SH SOLE 25800
GENESCO INC. COM 371532102 526.21 10100 SH SOLE 10100
GENTEX CORP COM 371901109 333.13 11020 SH SOLE 11020
GENUINE PARTS COMPANY COM 372460105 337.28 6200 SH SOLE 6200
GENTIVA HEALTH SERVICES COM 37247A102 270.79 13000 SH SOLE 13000
GENWORTH FINANCIAL INC COM CL A 37247D106 209.71 20400 SH SOLE 20400
GERBER SCIENTIFIC INC COM 373730100 119.09 10700 SH SOLE 10700
GETTY REALTY CORP COM 374297109 577.77 22900 SH SOLE 22900
GIBRALTAR INDUSTRIES INC COM 374689107 147.16 13000 SH SOLE 13000
GILEAD SCIENCES INC COM 375558103 331.28 8000 SH DEFINED 1 8000
GILEAD SCIENCES INC COM 375558103 2898.70 70000 SH SOLE 70000
GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 222.76 187000 SH DEFINED 1 187000
GILEAD SCIENCES INC NOTE 0.625% 5/0 375558AH6 1325.86 1113000 SH SOLE 1113000
GLACIER BANCORP INC COM 37637Q105 413.84 30700 SH SOLE 30700
GLIMCHER REALTY TRUST SH BEN INT 379302102 278.17 29281 SH DEFINED 1 29281
GLIMCHER REALTY TRUST SH BEN INT 379302102 1228.10 129274 SH SOLE 129274
GLOBAL PAYMENTS INC COM 37940X102 489.60 9600 SH SOLE 9600
GLOBAL GEOPHYSICAL SERVICES IN COM 37946S107 1055.97 59324 SH SOLE 59324
GOLDCORP INC NOTE 2.000% 8/0 380956AB8 2521.40 2000000 SH SOLE 2000000
GOLDMAN SACHS GROUP INC COM 38141G104 17958.37 134934 SH DEFINED 1 134934
GOLDMAN SACHS GROUP INC COM 38141G104 21845.39 164140 SH SOLE 164140
GOODRICH CORP COM 382388106 477.50 5000 SH SOLE 5000
GOOGLE INC CL A 38259P508 101586.4 200613 SH SOLE 200613
GOOGLE INC CL A 38259P508 59551.81 117603 SH DEFINED 1 117603
GOVERNMENT PROPERTIES INCOME T COM SHS BEN INT 38376A103 876.91 32454 SH SOLE 32454
GRACO INC COM 384109104 238.10 4700 SH SOLE 4700
WW GRAINGER INC COM 384802104 353.40 2300 SH SOLE 2300
GREAT PLAINS ENERGY INC COM 391164100 214.82 10363 SH SOLE 10363
GREATBATCH INC. COM 39153L106 265.52 9900 SH SOLE 9900
GREEN MOUNTAIN COFFEE ROASTERS COM 393122106 856.90 9600 SH SOLE 9600
-20-
GRIFFON CORP COM 398433102 203.92 20230 SH SOLE 20230
GROUP 1 AUTOMOTIVE INC COM 398905109 420.04 10200 SH SOLE 10200
GUESS ? INC COM 401617105 4332.18 103000 SH DEFINED 1 103000
GUESS ? INC COM 401617105 6304.79 149900 SH SOLE 149900
GULFPORT ENERGY CORP COM NEW 402635304 475.04 16000 SH SOLE 16000
HCA HOLDINGS INC COM 40412C101 15404.04 466789 SH DEFINED 1 466789
HCA HOLDINGS INC COM 40412C101 16843.20 510400 SH SOLE 510400
HCC INSURANCE HOLDINGS INC COM 404132102 20038.72 636150 SH DEFINED 1 636150
HCC INSURANCE HOLDINGS INC COM 404132102 15194.03 482350 SH SOLE 482350
HCP INC COM 40414L109 4187.10 114121 SH DEFINED 1 114121
HCP INC COM 40414L109 19206.44 523479 SH SOLE 523479
HMS HOLDINGS CORP COM 40425J101 930.13 12100 SH SOLE 12100
HSBC HOLDINGS PLC SPON ADR NEW 404280406 277.87 5600 SH SOLE 5600
HSN INC COM 404303109 549.76 16700 SH SOLE 16700
HAEMONETICS CORP. COM 405024100 708.07 11000 SH SOLE 11000
HAIN CELESTIAL GROUP, INC. COM 405217100 617.16 18500 SH SOLE 18500
HALLIBURTON CO COM 406216101 1887.00 37000 SH SOLE 37000
HANCOCK HOLDING CO COM 410120109 201.37 6500 SH SOLE 6500
HANESBRANDS INC COM 410345102 214.12 7500 SH SOLE 7500
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 347.47 14200 SH SOLE 14200
HANMI FINANCIAL CORPORATIONS COM 410495105 69.02 64500 SH SOLE 64500
HANSEN NATURAL CORP COM 411310105 437.13 5400 SH SOLE 5400
HARLEY-DAVIDSON INC COM 412822108 4686.97 114400 SH SOLE 114400
HARLEY-DAVIDSON INC COM 412822108 1556.86 38000 SH DEFINED 1 38000
HARMONIC INC COM 413160102 308.00 42600 SH SOLE 42600
HARRIS CORPORATION COM 413875105 225.30 5000 SH SOLE 5000
HARSCO CORP COM 415864107 12746.60 391000 SH DEFINED 1 391000
HARSCO CORP COM 415864107 13915.96 426870 SH SOLE 426870
HARTE-HANKS INC COM 416196103 137.23 16900 SH SOLE 16900
HARTFORD FINANCIAL SVCS GRP COM 416515104 477.30 18100 SH SOLE 18100
HASBRO INC COM 418056107 235.03 5350 SH SOLE 5350
HAYNES INTERNATIONAL INC COM NEW 420877201 322.04 5200 SH SOLE 5200
HEALTHCARE SERVICES GROUP COM 421906108 460.48 28337 SH SOLE 28337
HEALTH MANAGEMENT ASSOCIATES CL A 421933102 205.90 19100 SH SOLE 19100
HEALTHCARE REALTY TRUST INC COM 421946104 361.02 17500 SH DEFINED 1 17500
HEALTHCARE REALTY TRUST INC COM 421946104 2307.98 111875 SH SOLE 111875
HEADWATERS INC COM 42210P102 81.07 25900 SH SOLE 25900
HEALTH CARE REIT INC COM 42217K106 2866.66 54676 SH DEFINED 1 54676
HEALTH CARE REIT INC COM 42217K106 12731.26 242824 SH SOLE 242824
HEALTH CARE REIT INC DEBT 4.750%12/0 42217KAP1 6654.50 5863000 SH SOLE 5863000
HEALTH CARE REIT INC DEBT 4.750% 7/1 42217KAQ9 7030.72 6215000 SH SOLE 6215000
-21-
HEALTH CARE REIT INC DEBT 3.000%12/0 42217KAR7 4487.50 4000000 SH SOLE 4000000
HEALTH NET INC COM 42222G108 21162.75 659481 SH DEFINED 1 659481
HEALTH NET INC COM 42222G108 22821.22 711163 SH SOLE 711163
HEALTHWAYS INC COM 422245100 220.11 14500 SH SOLE 14500
HEALTHSPRING INC COM 42224N101 1378.69 29900 SH SOLE 29900
HEARTLAND EXPRESS INC COM 422347104 358.49 21648 SH SOLE 21648
HEARTLAND PAYMENT SYSTEMS INC COM 42235N108 337.84 16400 SH SOLE 16400
HECLA MINING CO COM 422704106 83.05 10800 SH SOLE 10800
HJ HEINZ CO COM 423074103 9870.12 185250 SH SOLE 185250
HJ HEINZ CO COM 423074103 6111.22 114700 SH DEFINED 1 114700
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 15423.98 931400 SH DEFINED 1 931400
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 13872.31 837700 SH SOLE 837700
HELMERICH & PAYNE INC COM 423452101 277.70 4200 SH SOLE 4200
HENRY (JACK) & ASSOCIATES COM 426281101 238.88 7960 SH SOLE 7960
HERCULES TECHNOLOGY GROWTH COM 427096508 915.24 87000 SH DEFINED 1 87000
HERCULES TECHNOLOGY GROWTH COM 427096508 850.02 80800 SH SOLE 80800
HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 282.12 50650 SH DEFINED 1 50650
HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 1262.44 226650 SH SOLE 226650
HERSHEY COMPANY/THE COM 427866108 346.78 6100 SH SOLE 6100
HESS CORP COM 42809H107 904.60 12100 SH SOLE 12100
HEWLETT-PACKARD CO COM 428236103 28057.12 770800 SH DEFINED 1 770800
HEWLETT-PACKARD CO COM 428236103 34523.47 948447 SH SOLE 948447
HIBBETT SPORTS INC COM 428567101 474.27 11650 SH SOLE 11650
HIGHWOODS PROPERTIES INC COM 431284108 723.26 21831 SH DEFINED 1 21831
HIGHWOODS PROPERTIES INC COM 431284108 3332.88 100600 SH SOLE 100600
HILL-ROM HOLDINGS INC COM 431475102 223.29 4850 SH SOLE 4850
HILLENBRAND INC COM 431571108 631.46 26700 SH SOLE 26700
HITTITE MICROWAVE CORP COM 43365Y104 662.44 10700 SH SOLE 10700
HOLOGIC INC COM 436440101 4815.57 238749 SH DEFINED 1 238749
HOLOGIC INC COM 436440101 7024.73 348276 SH SOLE 348276
HOLOGIC INC FRNT 2.000%12/ 436440AA9 1447.50 1500000 SH SOLE 1500000
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HOME DEPOT INC COM 437076102 2328.95 64300 SH SOLE 64300
HOME PROPERTIES INC COM 437306103 736.65 12100 SH DEFINED 1 12100
HOME PROPERTIES INC COM 437306103 4267.69 70100 SH SOLE 70100
HONEYWELL INTERNATIONAL INC COM 438516106 21728.24 364629 SH DEFINED 1 364629
HONEYWELL INTERNATIONAL INC COM 438516106 24095.51 404355 SH SOLE 404355
HORACE MANN EDUCATORS CORP COM 440327104 265.37 17000 SH SOLE 17000
HORMEL FOODS CORP COM 440452100 217.61 7300 SH SOLE 7300
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HOSPIRA INC COM 441060100 5422.36 95700 SH DEFINED 1 95700
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HOST HOTELS & RESORTS INC COM 44107P104 18047.58 1064754 SH DEFINED 1 1064754
HOST HOTELS & RESORTS INC COM 44107P104 28545.51 1684101 SH SOLE 1684101
HOT TOPIC, INC. COM 441339108 141.92 19075 SH SOLE 19075
HUB GROUP INC- CL A CL A 443320106 602.56 16000 SH SOLE 16000
HUBBELL INC CL B 443510201 300.72 4630 SH SOLE 4630
HUDSON CITY BANCORP INC COM 443683107 189.19 23100 SH SOLE 23100
HUDSON PACIFIC PROPERTIES INC COM 444097109 265.63 17104 SH SOLE 17104
HUMANA INC COM 444859102 2085.99 25900 SH SOLE 25900
JB HUNT TRANSPORT SERVICES INC COM 445658107 7148.26 151800 SH DEFINED 1 151800
JB HUNT TRANSPORT SERVICES INC COM 445658107 10154.49 215640 SH SOLE 215640
HUNTINGTON BANCSHARES INC COM 446150104 287.90 43887 SH SOLE 43887
HURON CONSULTING GROUP INC COM 447462102 327.48 10840 SH DEFINED 1 10840
HURON CONSULTING GROUP INC COM 447462102 343.49 11370 SH SOLE 11370
ICF INTERNATIONAL INC COM 44925C103 1776.60 70000 SH DEFINED 1 70000
ICF INTERNATIONAL INC COM 44925C103 1639.55 64600 SH SOLE 64600
ICU MEDICAL INC COM 44930G107 222.87 5100 SH SOLE 5100
IPC THE HOSPITALIST CO INC COM 44984A105 324.14 7000 SH SOLE 7000
IBERIABANK CORP COM 450828108 2196.08 38100 SH SOLE 38100
IBERIABANK CORP COM 450828108 2380.53 41300 SH DEFINED 1 41300
ITT CORP COM 450911102 430.19 7300 SH SOLE 7300
ICONIX BRAND GROUP INC COM 451055107 752.62 31100 SH SOLE 31100
IDEX CORP COM 45167R104 293.44 6400 SH SOLE 6400
IDEXX LABORATORIES INC COM 45168D104 349.02 4500 SH SOLE 4500
IGATE CORP COM 45169U105 204.00 12500 SH SOLE 12500
ILLINOIS TOOL WORKS INC COM 452308109 1135.45 20100 SH SOLE 20100
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INFINITY PROP & CASUALTY COM 45665Q103 289.70 5300 SH SOLE 5300
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INGERSOLL-RAND GL HLD CO NOTE 4.500% 4/1 45687AAD4 16344.00 6400000 SH SOLE 6400000
INGRAM MICRO INC CL A 457153104 1166.40 64300 SH DEFINED 1 64300
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INLAND REAL ESTATE CORP COM NEW 457461200 132.45 15000 SH DEFINED 1 15000
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INSITUFORM TECHNOLOGIES INC CL A 457667103 352.30 16800 SH SOLE 16800
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INSPERITY INC. COM 45778Q107 370.12 12500 SH SOLE 12500
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INTEL CORP COM 458140100 1271.98 57400 SH DEFINED 1 57400
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INTERCONTINENTALEXCHANGE INC COM 45865V100 17375.97 139331 SH SOLE 139331
INTERCONTINENTALEXCHANGE INC COM 45865V100 14718.15 118019 SH DEFINED 1 118019
INTERFACE INC CL A 458665106 540.42 27900 SH SOLE 27900
INTERMEC INC COM 458786100 224.11 20300 SH SOLE 20300
IBM CORP COM 459200101 44956.74 262062 SH DEFINED 1 262062
IBM CORP COM 459200101 70408.41 410425 SH SOLE 410425
INTERNATIONAL FLAVORS & FRAG. COM 459506101 205.57 3200 SH SOLE 3200
INTERNATIONAL GAME TECHNOLOGY COM 459902102 3309.44 188250 SH SOLE 188250
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1893.37 107700 SH DEFINED 1 107700
INTERNATIONAL GAME TECHNOLOGY NOTE 3.250% 5/0 459902AQ5 225.13 188000 SH DEFINED 1 188000
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INTERNATIONAL PAPER CO COM 460146103 2015.71 67596 SH DEFINED 1 67596
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INTERPUBLIC GROUP OF COS INC COM 460690100 2935.00 234800 SH DEFINED 1 234800
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INTUIT INC COM 461202103 741.60 14300 SH SOLE 14300
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INTUITIVE SURGICAL INC COM NEW 46120E602 558.16 1500 SH SOLE 1500
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INVITROGEN CORP NOTE 1.500% 2/ 46185RAK6 5528.65 4818000 SH SOLE 4818000
ION GEOPHYSICAL CORP COM 462044108 716.12 75700 SH SOLE 75700
IRON MOUNTAIN INC COM 462846106 276.13 8100 SH SOLE 8100
ISHARES INDEX FUND BARCLY USAGG B 464287226 229.66 2153 SH SOLE 2153
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ISHARES INDEX FUND RUSSELL 2000 464287655 1296.32 15656 SH SOLE 15656
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ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 223.72 9500 SH SOLE 9500
ITC HOLDINGS CORP COM 465685105 266.77 3717 SH SOLE 3717
J&J SNACK FOODS CORP. COM 466032109 304.08 6100 SH SOLE 6100
JDA SOFTWARE GROUP INC COM 46612K108 556.02 18000 SH SOLE 18000
JP MORGAN CHASE & CO COM 46625H100 97421.03 2379605 SH DEFINED 1 2379605
JP MORGAN CHASE & CO COM 46625H100 125732.6 3071144 SH SOLE 3071144
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 632.35 22400 SH SOLE 22400
JACK IN THE BOX INC. COM 466367109 815.52 35800 SH DEFINED 1 35800
JACK IN THE BOX INC. COM 466367109 1296.18 56900 SH SOLE 56900
JACOBS ENGINEERING GROUP INC COM 469814107 6965.72 161057 SH SOLE 161057
JACOBS ENGINEERING GROUP INC COM 469814107 5239.05 121134 SH DEFINED 1 121134
JAKKS PACIFIC INC COM 47012E106 213.56 11600 SH SOLE 11600
JAMES RIVER COAL CO COM NEW 470355207 12716.86 610800 SH SOLE 610800
JAMES RIVER COAL CO COM NEW 470355207 8550.77 410700 SH DEFINED 1 410700
JANUS CAPITAL GROUP INC NOTE 3.250% 7/ 47102XAG0 3208.12 2950000 SH SOLE 2950000
JEFFERIES GROUP INC COM 472319102 1313.90 64407 SH DEFINED 1 64407
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JEFFERIES GROUP INC DBCV 3.875%11/0 472319AG7 5527.50 5500000 SH SOLE 5500000
JETBLUE AIRWAYS CORP COM 477143101 90.13 14775 SH SOLE 14775
JOHN BEAN TECHNOLOGIES CORP COM 477839104 235.70 12200 SH SOLE 12200
JOHNSON & JOHNSON COM 478160104 16284.23 244802 SH DEFINED 1 244802
JOHNSON & JOHNSON COM 478160104 27484.80 413181 SH SOLE 413181
JOHNSON CONTROLS INC COM 478366107 1747.64 41950 SH DEFINED 1 41950
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JONES LANG LASALLE INC COM 48020Q107 367.77 3900 SH SOLE 3900
JOS A BANK CLOTHIERS INC COM 480838101 588.22 11762 SH SOLE 11762
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JUNIPER NETWORKS INC COM 48203R104 9424.80 299200 SH SOLE 299200
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KBR INC COM 48242W106 1920.31 50950 SH DEFINED 1 50950
KBR INC COM 48242W106 5193.68 137800 SH SOLE 137800
KLA-TENCOR CORPORATION COM 482480100 271.22 6700 SH SOLE 6700
KKR & CO LP COM UNITS 48248M102 19781.80 1212120 SH SOLE 1212120
KKR & CO LP COM UNITS 48248M102 18442.58 1130060 SH DEFINED 1 1130060
K-SWISS INC CL A 482686102 123.31 11600 SH SOLE 11600
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KAMAN CORP COM 483548103 397.26 11200 SH SOLE 11200
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KANSAS CITY SOUTHERN COM NEW 485170302 1083.90 18269 SH DEFINED 1 18269
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KAYDON CORP COM 486587108 518.75 13900 SH SOLE 13900
KAYNE ANDERSON MLP INVESTMENT COM 486606106 574.75 19000 SH DEFINED 1 19000
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KELLOGG CO COM 487836108 558.73 10100 SH SOLE 10100
KELLY SERVICES INC CL A 488152208 199.65 12100 SH SOLE 12100
KENNAMETAL INC COM 489170100 267.61 6340 SH SOLE 6340
KEYCORP COM 493267108 375.68 45100 SH SOLE 45100
KFORCE INC COM 493732101 215.82 16500 SH DEFINED 1 16500
KFORCE INC COM 493732101 209.28 16000 SH SOLE 16000
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KIMBERLY-CLARK CORP COM 494368103 1495.74 22472 SH SOLE 22472
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KNIGHT TRANSPORTATION INC COM 499064103 4584.75 269850 SH SOLE 269850
KNOLOGY INC COM 499183804 1116.72 75200 SH DEFINED 1 75200
KNOLOGY INC COM 499183804 983.07 66200 SH SOLE 66200
KOHLS CORP COM 500255104 560.11 11200 SH SOLE 11200
KOPIN CORP COM 500600101 129.52 27500 SH SOLE 27500
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KRATON PERFORMANCE POLYMERS IN COM 50077C106 532.71 13600 SH SOLE 13600
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KULICKE & SOFFA INDUSTRIES COM 501242101 425.55 38200 SH SOLE 38200
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LSI CORPORATION COM 502161102 358.85 50400 SH SOLE 50400
LTC PROPERTIES INC COM 502175102 1135.06 40800 SH SOLE 40800
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LABORATORY CRP OF AMER HLDGS NOTE 9/1 50540RAG7 2901.41 2234000 SH SOLE 2234000
LACLEDE GROUP INC COM 505597104 363.17 9600 SH SOLE 9600
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LANDSTAR SYSTEM INC COM 515098101 1412.99 30400 SH SOLE 30400
LANDSTAR SYSTEM INC COM 515098101 1296.79 27900 SH DEFINED 1 27900
LAS VEGAS SANDS CORP COM 517834107 1979.65 46900 SH DEFINED 1 46900
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ESTEE LAUDER COS INC/THE CL A 518439104 473.36 4500 SH SOLE 4500
LEUCADIA NATIONAL CORP COM 527288104 272.80 8000 SH SOLE 8000
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LIFE TECHNOLOGIES CORP COM 53217V109 3957.32 76000 SH DEFINED 1 76000
LIFE TECHNOLOGIES CORP COM 53217V109 5950.56 114280 SH SOLE 114280
ELI LILLY & CO COM 532457108 2946.10 78500 SH SOLE 78500
LIMITED INC COM 532716107 706.17 18366 SH SOLE 18366
LINCARE HOLDINGS INC COM 532791100 211.62 7230 SH SOLE 7230
LINCOLN ELECTRIC HOLDINGS COM 533900106 233.02 6500 SH SOLE 6500
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LINCOLN NATIONAL CORP COM 534187109 5700.99 200105 SH SOLE 200105
LINDSAY CORPORATION COM 535555106 368.08 5350 SH SOLE 5350
LINEAR TECHNOLOGY CORP COM 535678106 333.50 10100 SH DEFINED 1 10100
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LITTELFUSE INC COM 537008104 569.58 9700 SH SOLE 9700
LIVE NATION ENTERTAINMENT INC COM 538034109 766.40 66818 SH SOLE 66818
LIVEPERSON INC COM 538146101 279.97 19800 SH SOLE 19800
LIZ CLAIBORNE INC COM 539320101 215.60 40300 SH SOLE 40300
LOCKHEED MARTIN CORP COM 539830109 1538.43 19000 SH SOLE 19000
LOCKHEED MARTIN CORP COM 539830109 331.98 4100 SH DEFINED 1 4100
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LORILLARD INC COM 544147101 631.45 5800 SH SOLE 5800
LOWE'S COS INC COM 548661107 16658.72 714660 SH DEFINED 1 714660
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LOWE'S COS INC COM 548661107 18309.54 785480 SH SOLE 785480
LUBRIZOL CORP COM 549271104 665.98 4960 SH SOLE 4960
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MDU RESOURCES GROUP INC COM 552690109 317.81 14125 SH SOLE 14125
MFA FINANCIAL INC COM 55272X102 607.82 75600 SH DEFINED 1 75600
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MF GLOBAL HOLDINGS LTD NOTE 9.000% 6/2 55276YAB2 4630.00 4000000 SH SOLE 4000000
MF GLOBAL HOLDINGS LTD NOTE 1.875% 2/0 55277JAA6 5479.38 5500000 SH SOLE 5500000
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MKS INSTRUMENTS INC COM 55306N104 634.08 24000 SH SOLE 24000
MPG OFFICE TRUST INC COM 553274101 61.41 21471 SH SOLE 21471
MSC INDUSTRIAL DIRECT CO. CL A 553530106 232.08 3500 SH SOLE 3500
MSCI INC CL A 55354G100 2128.92 56500 SH DEFINED 1 56500
MSCI INC CL A 55354G100 3496.70 92800 SH SOLE 92800
MTS SYSTEMS CORP COM 553777103 280.26 6700 SH SOLE 6700
MWI VETERINARY SUPPLY INC COM 55402X105 436.16 5400 SH SOLE 5400
MACERICH CO COM 554382101 2527.29 47239 SH DEFINED 1 47239
MACERICH CO COM 554382101 10865.48 203093 SH SOLE 203093
MACK-CALI REALTY CORP COM 554489104 926.44 28125 SH DEFINED 1 28125
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MACY'S INC COM 55616P104 21450.64 733606 SH DEFINED 1 733606
MACY'S INC COM 55616P104 26449.86 904578 SH SOLE 904578
STEVEN MADDEN LTD COM 556269108 560.77 14950 SH SOLE 14950
MAGELLAN HEALTH SERVICES INC COM NEW 559079207 771.83 14100 SH SOLE 14100
MAIDENFORM BRANDS INC COM 560305104 276.60 10000 SH SOLE 10000
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MANITOWOC COMPANY INC COM 563571108 30999.81 1840844 SH DEFINED 1 1840844
MANITOWOC COMPANY INC COM 563571108 29900.83 1775584 SH SOLE 1775584
MANPOWERGROUP COM 56418H100 15579.21 290386 SH DEFINED 1 290386
MANPOWERGROUP COM 56418H100 15371.21 286509 SH SOLE 286509
MARATHON OIL CORP COM 565849106 3750.29 71190 SH SOLE 71190
MARATHON OIL CORP COM 565849106 1143.16 21700 SH DEFINED 1 21700
MARSH & MCLENNAN COS INC COM 571748102 698.66 22400 SH SOLE 22400
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 1134.58 31969 SH SOLE 31969
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 251.98 7100 SH DEFINED 1 7100
MARTIN MARIETTA MATERIALS COM 573284106 281.49 3520 SH SOLE 3520
MASCO CORP COM 574599106 178.04 14800 SH SOLE 14800
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MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 5864.38 5500000 SH SOLE 5500000
MASTERCARD INC CL A 57636Q104 1717.64 5700 SH SOLE 5700
MASTERCARD INC CL A 57636Q104 964.29 3200 SH DEFINED 1 3200
MATERION CORP COM 576690101 321.64 8700 SH SOLE 8700
MATRIX SERVICE CO COM 576853105 151.19 11300 SH SOLE 11300
MATTEL INC COM 577081102 392.42 14275 SH SOLE 14275
MAXIMUS, INC. COM 577933104 612.20 7400 SH SOLE 7400
MCCORMICK & COMPANY INC COM NON VTG 579780206 262.72 5300 SH SOLE 5300
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MCDONALD'S CORP COM 580135101 7437.02 88200 SH SOLE 88200
MCGRAW-HILL COMPANIES COM 580645109 976.50 23300 SH SOLE 23300
MCKESSON CORP COM 58155Q103 48883.39 584380 SH DEFINED 1 584380
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MEAD JOHNSON NUTRITION CO COM 582839106 209.40 3100 SH DEFINED 1 3100
MEAD JOHNSON NUTRITION CO COM 582839106 928.81 13750 SH SOLE 13750
MEADOWBROOK INSURANCE GROUP COM 58319P108 312.90 31574 SH SOLE 31574
MEADWESTVACO CORP COM 583334107 228.54 6861 SH SOLE 6861
MEDCO HEALTH SOLUTIONS INC COM 58405U102 949.31 16796 SH SOLE 16796
MEDICAL PROPERTIES TRUST INC. COM 58463J304 1817.32 158028 SH SOLE 158028
MEDICAL PROPERTIES TRUST INC. COM 58463J304 243.65 21187 SH DEFINED 1 21187
MEDICINES COMPANY (THE) COM 584688105 450.72 27300 SH SOLE 27300
MEDICIS PHARMACEUTICAL CORP. CL A NEW 584690309 229.02 6000 SH SOLE 6000
MEDNAX INC COM 58502B106 267.10 3700 SH SOLE 3700
MEDTRONIC INC COM 585055106 2196.21 57000 SH DEFINED 1 57000
MEDTRONIC INC COM 585055106 3883.82 100800 SH SOLE 100800
MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 10275.00 10000000 SH SOLE 10000000
MEN'S WEARHOUSE INC COM 587118100 741.40 22000 SH SOLE 22000
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MERCADOLIBRE INC COM 58733R102 4919.08 62000 SH SOLE 62000
MERCK & CO INC COM 58933Y105 4700.98 133210 SH SOLE 133210
MERCURY COMPUTER SYSTEMS INC COM 589378108 240.97 12900 SH SOLE 12900
MERIDIAN BIOSCIENCE INC COM 589584101 421.92 17500 SH SOLE 17500
MERIT MEDICAL SYSTEMS INC COM 589889104 278.09 15475 SH SOLE 15475
MERITAGE HOMES CORP COM 59001A102 311.33 13800 SH SOLE 13800
MESABI TRUST CTF BEN INT 590672101 492.16 14700 SH SOLE 14700
MESABI TRUST CTF BEN INT 590672101 522.29 15600 SH DEFINED 1 15600
METHODE ELECTRONICS INC COM 591520200 183.44 15800 SH SOLE 15800
METLIFE INC COM 59156R108 14492.85 330359 SH DEFINED 1 330359
METLIFE INC COM 59156R108 17345.67 395388 SH SOLE 395388
METLIFE INC UNIT 99/99/9999 59156R116 2796.16 34000 SH SOLE 34000
METROPCS COMMUNICATIONS INC COM 591708102 185.87 10800 SH SOLE 10800
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METTLER TOLEDO INTERNATIONAL COM 592688105 421.68 2500 SH SOLE 2500
MICREL INC COM 594793101 227.47 21500 SH SOLE 21500
MICROS SYSTEMS INC COM 594901100 357.91 7200 SH SOLE 7200
MICROSOFT CORP COM 594918104 35905.53 1380982 SH DEFINED 1 1380982
MICROSOFT CORP COM 594918104 66421.13 2554659 SH SOLE 2554659
MICROSTRATEGY INC CL A NEW 594972408 569.38 3500 SH SOLE 3500
MICROCHIP TECHNOLOGY INC COM 595017104 291.91 7700 SH SOLE 7700
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MICRON TECHNOLOGY INC COM 595112103 3536.54 472800 SH SOLE 472800
MICROSEMI CORP COM 595137100 754.40 36800 SH SOLE 36800
MID-AMERICA APARTMENT COMM COM 59522J103 727.87 10788 SH DEFINED 1 10788
MID-AMERICA APARTMENT COMM COM 59522J103 4253.11 63037 SH SOLE 63037
MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADR 606822104 86.94 18000 SH DEFINED 1 18000
MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADR 606822104 159.39 33000 SH SOLE 33000
MOBILE MINI INC COM 60740F105 406.85 19200 SH SOLE 19200
MOHAWK INDUSTRIES INC COM 608190104 262.16 4370 SH SOLE 4370
MOLINA HEALTHCARE INC COM 60855R100 339.00 12500 SH SOLE 12500
MOLSON COORS BREWING CO CL B 60871R209 281.86 6300 SH SOLE 6300
MOLSON COORS BREWING CO NOTE 2.500% 7/ 60871RAA8 259.09 235000 SH DEFINED 1 235000
MOLSON COORS BREWING CO NOTE 2.500% 7/ 60871RAA8 6769.35 6140000 SH SOLE 6140000
MONMOUTH REIT - CL A CL A 609720107 130.98 15500 SH SOLE 15500
MONOLITHIC POWER SYSTEMS INC COM 609839105 225.13 14600 SH SOLE 14600
MONOTYPE IMAGING HOLDINGS LTD COM 61022P100 175.21 12400 SH SOLE 12400
MONRO MUFFLER INC COM 610236101 486.63 13050 SH SOLE 13050
MONSANTO COMPANY COM 61166W101 3021.29 41650 SH DEFINED 1 41650
MONSANTO COMPANY COM 61166W101 10806.72 148976 SH SOLE 148976
MONSTER WORLDWIDE INC COM 611742107 12291.30 838424 SH DEFINED 1 838424
MONSTER WORLDWIDE INC COM 611742107 18372.86 1253265 SH SOLE 1253265
MOODY'S CORP COM 615369105 598.26 15600 SH SOLE 15600
MOOG INC CL A 615394202 850.82 19550 SH SOLE 19550
MORGAN STANLEY COM NEW 617446448 2823.79 122720 SH DEFINED 1 122720
MORGAN STANLEY COM NEW 617446448 3385.88 147148 SH SOLE 147148
MOSAIC CO/THE COM 61945C103 738.26 10900 SH DEFINED 1 10900
MOSAIC CO/THE COM 61945C103 1266.55 18700 SH SOLE 18700
MOTOROLA SOLUTIONS INC COM NEW 620076307 634.06 13772 SH SOLE 13772
MOTOROLA MOBILITY HOLDINGS INC COM 620097105 263.11 11938 SH SOLE 11938
MUELLER INDUSTRIES, INC. COM 624756102 610.35 16100 SH SOLE 16100
MULTIMEDIA GAMES INC COM 625453105 52.32 11500 SH SOLE 11500
MURPHY OIL CORP COM 626717102 551.54 8400 SH DEFINED 1 8400
MURPHY OIL CORP COM 626717102 1017.73 15500 SH SOLE 15500
MYERS INDUSTRIES INC COM 628464109 154.85 15063 SH SOLE 15063
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MYLAN INC COM 628530107 52706.71 2136470 SH SOLE 2136470
MYLAN INC COM 628530107 35705.85 1447339 SH DEFINED 1 1447339
MYLAN INC NOTE 1.250% 3/ 628530AG2 5028.75 4500000 SH SOLE 4500000
MYLAN INC NOTE 3.750% 9/ 628530AJ6 7983.56 4050000 SH SOLE 4050000
MYRIAD GENETICS INC COM 62855J104 3876.60 170700 SH DEFINED 1 170700
MYRIAD GENETICS INC COM 62855J104 5449.26 239950 SH SOLE 239950
NBT BANCORP INC COM 628778102 325.31 14700 SH SOLE 14700
NCR CORPORATION COM 62886E108 226.68 12000 SH SOLE 12000
NII HOLDINGS INC CL B NEW 62913F201 65858.01 1553988 SH SOLE 1553988
NII HOLDINGS INC CL B NEW 62913F201 42926.02 1012884 SH DEFINED 1 1012884
NRG ENERGY INC COM NEW 629377508 243.34 9900 SH SOLE 9900
NTT DOCOMO INC SPONS ADR 62942M201 214.92 12000 SH SOLE 12000
NVR INC COM 62944T105 362.74 500 SH SOLE 500
NYSE EURONEXT COM 629491101 359.84 10500 SH SOLE 10500
NARA BANCORP INC COM 63080P105 372.48 45815 SH DEFINED 1 45815
NARA BANCORP INC COM 63080P105 515.32 63385 SH SOLE 63385
NASDAQ STOCK MARKET INC COM 631103108 7349.65 290500 SH SOLE 290500
NASDAQ STOCK MARKET INC COM 631103108 9593.76 379200 SH DEFINED 1 379200
NASDAQ STOCK MARKET INC NOTE 2.500% 8/1 631103AA6 4579.73 4540000 SH SOLE 4540000
NATIONAL FINANCIAL PARTNERS COM 63607P208 216.95 18800 SH SOLE 18800
NATIONAL FUEL GAS CO COM 636180101 465.92 6400 SH SOLE 6400
NATL GRID PLC SPON ADR NEW 636274300 444.87 9000 SH DEFINED 1 9000
NATL GRID PLC SPON ADR NEW 636274300 525.84 10638 SH SOLE 10638
NATL HEALTH INVESTORS INC COM 63633D104 590.92 13300 SH SOLE 13300
NATIONAL INSTRUMENTS CORP COM 636518102 200.83 6762 SH SOLE 6762
NATIONAL OILWELL VARCO INC COM 637071101 22407.16 286500 SH DEFINED 1 286500
NATIONAL OILWELL VARCO INC COM 637071101 22029.96 281677 SH SOLE 281677
NAT'L PENN BCSHS INC COM 637138108 415.53 52400 SH SOLE 52400
NATIONAL PRESTO INDS INC COM 637215104 223.28 2200 SH SOLE 2200
NATIONAL RETAIL PROPERTIES INC COM 637417106 708.34 28900 SH DEFINED 1 28900
NATIONAL RETAIL PROPERTIES INC COM 637417106 3855.42 157300 SH SOLE 157300
NATIONAL RETAIL PROPERTIES INC NOTE 5.125% 6/1 637417AC0 7247.50 6500000 SH SOLE 6500000
NATIONAL SEMICONDUCTOR CORP COM 637640103 241.18 9800 SH SOLE 9800
NAVIGATORS GROUP INC COM 638904102 249.10 5300 SH SOLE 5300
NATUS MEDICAL INC COM 639050103 187.86 12400 SH SOLE 12400
NAVIGANT CONSULTING INC. COM 63935N107 1089.91 103900 SH DEFINED 1 103900
NAVIGANT CONSULTING INC. COM 63935N107 1164.39 111000 SH SOLE 111000
NEOGEN CORP COM 640491106 445.32 9850 SH SOLE 9850
NETAPP INC COM 64110D104 5668.57 107400 SH DEFINED 1 107400
NETAPP INC COM 64110D104 10253.83 194275 SH SOLE 194275
NETFLIX INC COM 64110L106 446.57 1700 SH SOLE 1700
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NETGEAR INC COM 64111Q104 682.03 15600 SH SOLE 15600
NETSCOUT SYSTEMS INC COM 64115T104 399.00 19100 SH SOLE 19100
NETLOGIC MICROSYSTEMS INC COM 64118B100 19301.32 477519 SH SOLE 477519
NETLOGIC MICROSYSTEMS INC COM 64118B100 13141.59 325126 SH DEFINED 1 325126
NETWORK EQUIPMENT TECH INC COM 641208103 28.60 13000 SH SOLE 13000
NEUTRAL TANDEM INC COM 64128B108 256.07 14700 SH SOLE 14700
NEW JERSEY RESOURCES CORP COM 646025106 787.37 17650 SH SOLE 17650
NEW YORK COMMUNITY BANCORP COM 649445103 490.34 32711 SH SOLE 32711
NEWELL RUBBERMAID INC COM 651229106 192.50 12199 SH SOLE 12199
NEWFIELD EXPLORATION CO COM 651290108 360.51 5300 SH SOLE 5300
NEWMONT MINING CORP COM 651639106 3464.87 64200 SH DEFINED 1 64200
NEWMONT MINING CORP COM 651639106 5880.84 108965 SH SOLE 108965
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 2615.00 2000000 SH SOLE 2000000
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 6412.50 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 376.12 20700 SH SOLE 20700
NEWS CORP CL A 65248E104 1642.56 92800 SH SOLE 92800
NEXTERA ENERGY INC COM 65339F101 2509.05 43666 SH SOLE 43666
NEXTERA ENERGY INC COM 65339F101 1953.87 34004 SH DEFINED 1 34004
NICE SYSTEMS LTD SPONSORED ADR 653656108 2196.14 60400 SH DEFINED 1 60400
NICE SYSTEMS LTD SPONSORED ADR 653656108 3021.52 83100 SH SOLE 83100
NIKE INC CL B 654106103 2636.41 29300 SH DEFINED 1 29300
NIKE INC CL B 654106103 10203.73 113400 SH SOLE 113400
NIPPON TELEPHONE & TELEGRAPH SPONSORED ADR 654624105 411.06 17000 SH SOLE 17000
NIPPON TELEPHONE & TELEGRAPH SPONSORED ADR 654624105 457.00 18900 SH DEFINED 1 18900
NISOURCE INC COM 65473P105 24297.43 1199873 SH SOLE 1199873
NISOURCE INC COM 65473P105 22495.93 1110910 SH DEFINED 1 1110910
NOBLE ENERGY INC COM 655044105 627.41 7000 SH SOLE 7000
NORDSON CORP COM 655663102 1415.13 25800 SH DEFINED 1 25800
NORDSON CORP COM 655663102 1414.03 25780 SH SOLE 25780
NORDSTROM INC COM 655664100 2276.59 48500 SH DEFINED 1 48500
NORDSTROM INC COM 655664100 6623.23 141100 SH SOLE 141100
NORFOLK SOUTHERN CORP COM 655844108 1056.51 14100 SH SOLE 14100
NORTHEAST UTILITIES COM 664397106 341.15 9700 SH DEFINED 1 9700
NORTHEAST UTILITIES COM 664397106 830.01 23600 SH SOLE 23600
NORTHERN TRUST CORP COM 665859104 19197.03 417690 SH DEFINED 1 417690
NORTHERN TRUST CORP COM 665859104 15126.95 329133 SH SOLE 329133
NORTHROP GRUMMAN CORP COM 666807102 811.67 11704 SH SOLE 11704
NORTHWEST NATURAL GAS CO COM 667655104 514.48 11400 SH SOLE 11400
NORTHWESTERN CORP COM NEW 668074305 513.21 15500 SH SOLE 15500
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NOVATEL WIRELESS INC COM NEW 66987M604 75.08 13700 SH SOLE 13700
NOVARTIS AG SPONSORED ADR 66987V109 308.61 5050 SH SOLE 5050
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 212.98 1700 SH SOLE 1700
NSTAR COM 67019E107 365.08 7940 SH SOLE 7940
NTELOS HOLDINGS CORP COM 67020Q107 1651.98 80900 SH DEFINED 1 80900
NTELOS HOLDINGS CORP COM 67020Q107 1823.51 89300 SH SOLE 89300
NUANCE COMMUNICATIONS INC COM 67020Y100 6046.36 281619 SH DEFINED 1 281619
NUANCE COMMUNICATIONS INC COM 67020Y100 8590.15 400100 SH SOLE 400100
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 2630.00 2000000 SH SOLE 2000000
NUCOR CORP COM 670346105 527.62 12800 SH SOLE 12800
NVIDIA CORP. COM 67066G104 5706.72 358125 SH SOLE 358125
NVIDIA CORP. COM 67066G104 3798.90 238400 SH DEFINED 1 238400
NUTRISYSTEM INC COM 67069D108 161.69 11500 SH SOLE 11500
NUVASIVE INC COM 670704105 555.67 16900 SH SOLE 16900
NV ENERGY INC COM 67073Y106 12224.74 796400 SH DEFINED 1 796400
NV ENERGY INC COM 67073Y106 9769.35 636440 SH SOLE 636440
OGE ENERGY CORP COM 670837103 639.62 12711 SH SOLE 12711
OM GROUP INC COM 670872100 536.45 13200 SH SOLE 13200
O'REILLY AUTOMOTIVE INC COM 67103H107 3275.50 50000 SH DEFINED 1 50000
O'REILLY AUTOMOTIVE INC COM 67103H107 5116.33 78100 SH SOLE 78100
OSI SYSTEMS, INC. COM 671044105 348.30 8100 SH SOLE 8100
OCCIDENTAL PETROLEUM CORP COM 674599105 19673.76 189098 SH DEFINED 1 189098
OCCIDENTAL PETROLEUM CORP COM 674599105 32464.85 312042 SH SOLE 312042
OCEANEERING INTL INC COM 675232102 518.40 12800 SH SOLE 12800
OCWEN FINANCIAL CORP. COM NEW 675746309 8817.49 691026 SH DEFINED 1 691026
OCWEN FINANCIAL CORP. COM NEW 675746309 12834.76 1005859 SH SOLE 1005859
OFFICE DEPOT INC COM 676220106 87.35 20700 SH SOLE 20700
OFFICEMAX INC COM 67622P101 528.74 67356 SH DEFINED 1 67356
OFFICEMAX INC COM 67622P101 1793.33 228450 SH SOLE 228450
OIL STATES INTERNATIONAL INC COM 678026105 15234.52 190646 SH DEFINED 1 190646
OIL STATES INTERNATIONAL INC COM 678026105 26533.88 332047 SH SOLE 332047
OLD DOMINION FREIGHT LINE COM 679580100 1556.34 41725 SH SOLE 41725
OLD DOMINION FREIGHT LINE COM 679580100 939.96 25200 SH DEFINED 1 25200
OLD NATIONAL BANCORP COM 680033107 436.32 40400 SH SOLE 40400
OLD REPUBLIC INTL CORP COM 680223104 214.44 18250 SH SOLE 18250
OLD REPUBLIC INTL CORP NOTE 8.000% 5/ 680223AF1 7602.19 6750000 SH SOLE 6750000
OLD REPUBLIC INTL CORP NOTE 3.750% 3/ 680223AH7 9950.00 10000000 SH SOLE 10000000
OMNICARE INC COM 681904108 281.27 8820 SH SOLE 8820
OMNICOM GROUP INC COM 681919106 22181.34 460576 SH DEFINED 1 460576
OMNICOM GROUP INC COM 681919106 19798.58 411100 SH SOLE 411100
OMNICOM GROUP INC NOTE 7/3 681919AV8 2560.94 2500000 SH SOLE 2500000
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OMEGA HEALTHCARE INVESTORS INC COM 681936100 551.09 26230 SH DEFINED 1 26230
OMEGA HEALTHCARE INVESTORS INC COM 681936100 2691.38 128100 SH SOLE 128100
OMNICOM GROUP INC NOTE 7/0 682134AA9 8850.00 8000000 SH SOLE 8000000
OMNICELL INC COM 68213N109 219.82 14100 SH SOLE 14100
ON ASSIGNMENT, INC. COM 682159108 155.31 15800 SH SOLE 15800
ON SEMICONDUCTOR CORPORATION NOTE 1.875%12/1 682189AD7 1543.75 1000000 SH SOLE 1000000
ON SEMICONDUCTOR CORPORATION NOTE 2.625%12/ 682189AG0 5473.12 4500000 SH SOLE 4500000
ONEOK INC COM 682680103 310.84 4200 SH SOLE 4200
ORACLE CORP COM 68389X105 132037.8 4012089 SH SOLE 4012089
ORACLE CORP COM 68389X105 89313.30 2713865 SH DEFINED 1 2713865
OPTIONSXPRESS HOLDINGS INC COM 684010101 301.91 18100 SH SOLE 18100
ORBITAL SCIENCES CORP. COM 685564106 419.56 24900 SH SOLE 24900
ORBITAL SCIENCES CORP. NOTE 2.438% 1/1 685564AN6 1113.66 1076000 SH SOLE 1076000
ORION MARINE GROUP INC COM 68628V308 108.22 11500 SH SOLE 11500
OSHKOSH CO COM 688239201 13141.65 454100 SH SOLE 454100
OSHKOSH CO COM 688239201 17364.00 600000 SH DEFINED 1 600000
PG&E CORP COM 69331C108 680.89 16200 SH SOLE 16200
PHH CORP NOTE 4.000% 9/ 693320AN3 2182.50 2000000 SH SOLE 2000000
P.F. CHANG'S CHINA BISTRO INC. COM 69333Y108 2028.10 50400 SH DEFINED 1 50400
P.F. CHANG'S CHINA BISTRO INC. COM 69333Y108 3074.34 76400 SH SOLE 76400
PNC FINANCIAL SERVICES GROUP COM 693475105 1259.80 21134 SH SOLE 21134
PNM RESOURCES INC COM 69349H107 6910.91 412838 SH DEFINED 1 412838
PNM RESOURCES INC COM 69349H107 10672.10 637521 SH SOLE 637521
PPG INDUSTRIES INC COM 693506107 581.06 6400 SH SOLE 6400
PPL CORP COM 69351T106 790.37 28400 SH SOLE 28400
PPL CORP UNIT 99/99/9999S 69351T114 2485.80 45000 SH SOLE 45000
PS BUSINESS PARKS INC COM 69360J107 325.09 5900 SH DEFINED 1 5900
PS BUSINESS PARKS INC COM 69360J107 1821.06 33050 SH SOLE 33050
PSS WORLD MEDICAL INC COM 69366A100 8547.84 305171 SH DEFINED 1 305171
PSS WORLD MEDICAL INC COM 69366A100 13373.88 477468 SH SOLE 477468
PACCAR INC COM 693718108 745.25 14587 SH SOLE 14587
PACKAGING CORP OF AMERICA COM 695156109 450.64 16100 SH DEFINED 1 16100
PACKAGING CORP OF AMERICA COM 695156109 632.57 22600 SH SOLE 22600
PACWEST BANCORP COM 695263103 290.04 14100 SH SOLE 14100
PALL CORP COM 696429307 213.67 3800 SH DEFINED 1 3800
PALL CORP COM 696429307 624.15 11100 SH SOLE 11100
PAN AMERICAN SILVER CORP COM 697900108 3506.02 113500 SH DEFINED 1 113500
PAN AMERICAN SILVER CORP COM 697900108 4954.76 160400 SH SOLE 160400
PANERA BREAD COMPANY CL A 69840W108 14601.69 116200 SH SOLE 116200
PANERA BREAD COMPANY CL A 69840W108 19238.55 153100 SH DEFINED 1 153100
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 286.04 8600 SH SOLE 8600
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PAR PHARMACEUTICAL COS INC COM 69888P106 550.77 16700 SH SOLE 16700
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 204.08 8900 SH SOLE 8900
PAREXEL INT'L CORP COM 699462107 591.36 25100 SH SOLE 25100
PARK ELECTROCHEMICAL CORP COM 700416209 247.36 8850 SH SOLE 8850
PARKER-HANNIFIN CORP COM 701094104 26098.99 290829 SH DEFINED 1 290829
PARKER-HANNIFIN CORP COM 701094104 26285.47 292907 SH SOLE 292907
PARKWAY PROPERTIES INC COM 70159Q104 324.14 19000 SH SOLE 19000
PATRIOT COAL CORP COM 70336T104 9214.95 413969 SH DEFINED 1 413969
PATRIOT COAL CORP COM 70336T104 14334.48 643957 SH SOLE 643957
PATTERSON-UTI ENERGY INC COM 703481101 373.00 11800 SH SOLE 11800
PAYCHEX INC COM 704326107 403.97 13150 SH SOLE 13150
PEABODY ENERGY CORP COM 704549104 32477.02 551299 SH DEFINED 1 551299
PEABODY ENERGY CORP COM 704549104 48327.88 820368 SH SOLE 820368
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 1227.50 1000000 SH SOLE 1000000
PEBBLEBROOK HOTEL TRUST COM 70509V100 299.09 14814 SH DEFINED 1 14814
PEBBLEBROOK HOTEL TRUST COM 70509V100 1312.35 65000 SH SOLE 65000
PEETS COFFEE & TEA INC COM 705560100 317.35 5500 SH SOLE 5500
PENN VIRGINIA CORP COM 707882106 257.60 19500 SH SOLE 19500
JC PENNEY CO INC COM 708160106 293.59 8500 SH SOLE 8500
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 1026.78 65400 SH SOLE 65400
PENTAIR INC COM 709631105 3826.13 94800 SH DEFINED 1 94800
PENTAIR INC COM 709631105 5663.92 140335 SH SOLE 140335
PEOPLE'S UNITED FINANCIAL COM 712704105 217.73 16200 SH SOLE 16200
PEP BOYS-MANNY MOE JACK COM 713278109 245.92 22500 SH SOLE 22500
PEPSICO INC COM 713448108 15665.53 222427 SH SOLE 222427
PEPSICO INC COM 713448108 4930.10 70000 SH DEFINED 1 70000
PERFICIENT INC COM 71375U101 133.38 13000 SH SOLE 13000
PERICOM SEMICONDUCTOR CORP. COM 713831105 95.66 10700 SH SOLE 10700
PERRIGO COMPANY COM 714290103 566.76 6450 SH SOLE 6450
PETROCHINA CO LTD SPONSORED ADR 71646E100 262.85 1800 SH DEFINED 1 1800
PETROCHINA CO LTD SPONSORED ADR 71646E100 467.30 3200 SH SOLE 3200
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 325.21 10600 SH SOLE 10600
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 749.19 22126 SH SOLE 22126
PETROLEUM DEVELOPMENT CORP COM 716578109 299.10 10000 SH SOLE 10000
PETROQUEST ENERGY INC COM 716748108 166.37 23700 SH SOLE 23700
PETSMART INC COM 716768106 4060.62 89500 SH DEFINED 1 89500
PETSMART INC COM 716768106 5948.01 131100 SH SOLE 131100
PFIZER INC COM 717081103 65947.69 3201344 SH DEFINED 1 3201344
PFIZER INC COM 717081103 84809.54 4116968 SH SOLE 4116968
PHARMACEUTICAL PRODUCT DEVEL COM 717124101 236.19 8800 SH SOLE 8800
PHARMERICA CORP COM 71714F104 159.50 12500 SH SOLE 12500
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PHILIP MORRIS INTERNATIONAL IN COM 718172109 79275.95 1187299 SH SOLE 1187299
PHILIP MORRIS INTERNATIONAL IN COM 718172109 54509.36 816375 SH DEFINED 1 816375
PIEDMONT NATURAL GAS CO COM 720186105 928.98 30700 SH SOLE 30700
PIEDMONT OFFICE REALTY TRUST I COM CL A 720190206 1994.81 97833 SH SOLE 97833
PIER 1 IMPORTS INC COM 720279108 10624.68 918296 SH DEFINED 1 918296
PIER 1 IMPORTS INC COM 720279108 15460.71 1336276 SH SOLE 1336276
PINNACLE ENTERTAINMENT INC COM 723456109 393.36 26400 SH SOLE 26400
PINNACLE FINANCIAL PARTNERS COM 72346Q104 227.18 14600 SH SOLE 14600
PIONEER DRILLING COMPANY COM 723655106 353.57 23200 SH SOLE 23200
PIONEER NATURAL RESOURCES CO COM 723787107 1898.88 21200 SH DEFINED 1 21200
PIONEER NATURAL RESOURCES CO COM 723787107 5768.31 64400 SH SOLE 64400
PIONEER NATURAL RESOURCES CO NOTE 2.875% 1/1 723787AH0 6986.25 4500000 SH SOLE 4500000
PIPER JAFFRAY COS COM 724078100 233.36 8100 SH SOLE 8100
PLAINS EXPLORATION & PRODUCT COM 726505100 1343.27 35238 SH SOLE 35238
PLANTRONICS INC COM 727493108 9635.12 263759 SH DEFINED 1 263759
PLANTRONICS INC COM 727493108 14508.18 397158 SH SOLE 397158
PLEXUS CORP COM 729132100 16336.61 469308 SH SOLE 469308
PLEXUS CORP COM 729132100 10894.10 312959 SH DEFINED 1 312959
PLUM CREEK TIMBER CO COM 729251108 462.24 11402 SH DEFINED 1 11402
PLUM CREEK TIMBER CO COM 729251108 4492.20 110809 SH SOLE 110809
POLARIS INDUSTRIES INC COM 731068102 200.11 1800 SH DEFINED 1 1800
POLARIS INDUSTRIES INC COM 731068102 744.84 6700 SH SOLE 6700
POLO RALPH LAUREN CORP CL A 731572103 331.52 2500 SH SOLE 2500
POLYCOM INC COM 73172K104 12992.52 202061 SH SOLE 202061
POLYCOM INC COM 73172K104 9063.28 140953 SH DEFINED 1 140953
POLYONE CORP COM 73179P106 615.71 39800 SH SOLE 39800
POOL CORP COM 73278L105 611.46 20512 SH SOLE 20512
POPULAR INC COM 733174106 19236.47 6969734 SH DEFINED 1 6969734
POPULAR INC COM 733174106 20423.57 7399844 SH SOLE 7399844
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 618.97 7300 SH SOLE 7300
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 295.78 11700 SH DEFINED 1 11700
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 564.60 22334 SH SOLE 22334
POST PROPERTIES INC COM 737464107 3606.28 88476 SH SOLE 88476
POST PROPERTIES INC COM 737464107 631.29 15488 SH DEFINED 1 15488
POTASH CORP OF SASKATCHEWAN COM 73755L107 817.81 14350 SH DEFINED 1 14350
POTASH CORP OF SASKATCHEWAN COM 73755L107 3094.73 54303 SH SOLE 54303
POTLATCH CORP COM 737630103 749.24 21243 SH SOLE 21243
POWER INTEGRATIONS INC COM 739276103 472.69 12300 SH SOLE 12300
PRAXAIR INC COM 74005P104 1322.36 12200 SH SOLE 12200
PRECISION CASTPARTS CORP COM 740189105 17296.48 105050 SH SOLE 105050
PRECISION CASTPARTS CORP COM 740189105 9113.38 55350 SH DEFINED 1 55350
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PRESTIGE BRANDS HOLDINGS INC COM 74112D101 362.09 28200 SH SOLE 28200
T ROWE PRICE GROUP INC COM 74144T108 1224.90 20300 SH DEFINED 1 20300
T ROWE PRICE GROUP INC COM 74144T108 4040.85 66968 SH SOLE 66968
PRICELINE.COM INC COM NEW 741503403 2800.26 5470 SH DEFINED 1 5470
PRICELINE.COM INC COM NEW 741503403 8702.81 17000 SH SOLE 17000
PRINCIPAL FINANCIAL GROUP COM 74251V102 24459.47 804059 SH DEFINED 1 804059
PRINCIPAL FINANCIAL GROUP COM 74251V102 27249.78 895785 SH SOLE 895785
PROASSURANCE CORP COM 74267C106 910.00 13000 SH SOLE 13000
PROCTER & GAMBLE CO COM 742718109 759.03 11940 SH DEFINED 1 11940
PROCTER & GAMBLE CO COM 742718109 8076.82 127054 SH SOLE 127054
PRIVATEBANCORP INC COM 742962103 346.38 25100 SH SOLE 25100
PROGRESS ENERGY INC COM 743263105 571.85 11911 SH SOLE 11911
PROGRESS SOFTWARE CORP. COM 743312100 729.93 30250 SH SOLE 30250
PROGRESSIVE CORP COM 743315103 579.40 27100 SH SOLE 27100
PROLOGIS INC COM 74340W103 5182.25 144594 SH DEFINED 1 144594
PROLOGIS INC COM 74340W103 22545.40 629057 SH SOLE 629057
PROLOGIS INC NOTE 2.250% 4/0 74340XAQ4 1519.28 1525000 SH DEFINED 1 1525000
PROLOGIS INC NOTE 2.250% 4/0 74340XAQ4 1992.50 2000000 SH SOLE 2000000
PROLOGIS INC NOTE 3.250% 3/1 74340XAT8 3457.50 3000000 SH SOLE 3000000
PROSHARES ULTRA PSHS ULT S&P 500 74347R107 3485.45 65900 SH SOLE 65900
PROSPECT CAPITAL CORP COM 74348T102 469.10 46400 SH SOLE 46400
PROVIDENT FINANCIAL SERVICES I COM 74386T105 317.90 22200 SH SOLE 22200
PRUDENTIAL FINANCIAL INC COM 744320102 2288.86 35994 SH DEFINED 1 35994
PRUDENTIAL FINANCIAL INC COM 744320102 2871.92 45163 SH SOLE 45163
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 799.68 24500 SH SOLE 24500
PUBLIC STORAGE COM 74460D109 5553.43 48710 SH DEFINED 1 48710
PUBLIC STORAGE COM 74460D109 23844.74 209146 SH SOLE 209146
PULTE GROUP INC COM 745867101 111.29 14529 SH SOLE 14529
PULSE ELECTRONICS CORP COM 74586W106 78.23 17700 SH SOLE 17700
QUAKER CHEMICAL CORP COM 747316107 232.25 5400 SH SOLE 5400
QEP RESOURCES INC COM 74733V100 296.99 7100 SH SOLE 7100
QUALCOMM INC COM 747525103 73105.77 1287300 SH SOLE 1287300
QUALCOMM INC COM 747525103 41337.44 727900 SH DEFINED 1 727900
QUALITY SYSTEMS INC COM 747582104 715.86 8200 SH SOLE 8200
QUANEX BUILDING PRODUCTS CORP COM 747619104 258.55 15775 SH SOLE 15775
QUANTA SERVICES INC COM 74762E102 2044.24 101200 SH DEFINED 1 101200
QUANTA SERVICES INC COM 74762E102 2965.36 146800 SH SOLE 146800
QUEST DIAGNOSTICS INC COM 74834L100 14940.48 252800 SH SOLE 252800
QUEST DIAGNOSTICS INC COM 74834L100 15501.93 262300 SH DEFINED 1 262300
QUEST SOFTWARE INC COM 74834T103 8854.27 389541 SH DEFINED 1 389541
QUEST SOFTWARE INC COM 74834T103 12982.69 571170 SH SOLE 571170
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QUESTAR CORP COM 748356102 1896.74 107100 SH DEFINED 1 107100
QUESTAR CORP COM 748356102 1786.94 100900 SH SOLE 100900
QUESTCOR PHARMACEUTICALS COM 74835Y101 679.62 28200 SH SOLE 28200
QUIKSILVER INC COM 74838C106 260.85 55500 SH SOLE 55500
RLI CORP COM 749607107 439.63 7100 SH SOLE 7100
RLJ LODGING TRUST COM 74965L101 448.15 25800 SH SOLE 25800
RPM INTERNATIONAL INC COM 749685103 227.90 9900 SH SOLE 9900
RTI INT'L METALS, INC. COM 74973W107 494.97 12900 SH SOLE 12900
RF MICRO DEVICES INC COM 749941100 212.61 34740 SH SOLE 34740
RACKSPACE HOSTING INC COM 750086100 329.10 7700 SH SOLE 7700
RADIANT SYSTEMS, INC. COM 75025N102 305.14 14600 SH SOLE 14600
RADISYS CORP. COM 750459109 75.82 10400 SH SOLE 10400
RALCORP HOLDINGS INC COM 751028101 363.64 4200 SH SOLE 4200
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 179.68 14514 SH DEFINED 1 14514
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 735.20 59386 SH SOLE 59386
RANGE RESOURCES CORP COM 75281A109 355.20 6400 SH SOLE 6400
RAYMOND JAMES FINANCIAL INC COM 754730109 251.57 7825 SH SOLE 7825
RAYONIER INC COM 754907103 516.26 7900 SH DEFINED 1 7900
RAYONIER INC COM 754907103 4218.87 64558 SH SOLE 64558
RAYONIER TRS HOLDINGS IN NOTE 3.750%10/1 75508AAB2 6150.00 5000000 SH SOLE 5000000
RAYTHEON CO COM NEW 755111507 1326.01 26600 SH SOLE 26600
RAYTHEON CO COM NEW 755111507 358.92 7200 SH DEFINED 1 7200
REALTY INCOME CORP COM 756109104 3071.87 91725 SH SOLE 91725
REALTY INCOME CORP COM 756109104 307.27 9175 SH DEFINED 1 9175
RED HAT INC COM 756577102 4814.91 104900 SH DEFINED 1 104900
RED HAT INC COM 756577102 6871.23 149700 SH SOLE 149700
RED ROBIN GOURMET BURGERS COM 75689M101 236.47 6500 SH SOLE 6500
REGAL-BELOIT CORP COM 758750103 200.31 3000 SH SOLE 3000
REGENCY CENTERS CORP COM 758849103 7263.84 165200 SH SOLE 165200
REGENCY CENTERS CORP COM 758849103 1807.17 41100 SH DEFINED 1 41100
REGENERON PHARMACEUTICALS COM 75886F107 1803.38 31800 SH SOLE 31800
REGIONS FINANCIAL CORP COM 7591EP100 324.74 52377 SH SOLE 52377
REINSURANCE GROUP OF AMERICA COM NEW 759351604 346.90 5700 SH SOLE 5700
RELIANCE STEEL & ALUMINUM COM 759509102 1489.50 30000 SH DEFINED 1 30000
RELIANCE STEEL & ALUMINUM COM 759509102 1598.73 32200 SH SOLE 32200
REPUBLIC SERVICES INC COM 760759100 10558.94 342267 SH DEFINED 1 342267
REPUBLIC SERVICES INC COM 760759100 8478.88 274842 SH SOLE 274842
RESMED INC COM 761152107 365.21 11800 SH SOLE 11800
RETAIL OPPORTUNITY INVESTMENTS COM 76131N101 298.05 27700 SH SOLE 27700
REYNOLDS AMERICAN INC COM 761713106 500.18 13500 SH SOLE 13500
RIGHTNOW TECHNOLOGIES INC COM 76657R106 333.72 10300 SH SOLE 10300
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RIO TINTO PLC SPONSORED ADR 767204100 267.58 3700 SH SOLE 3700
RIVERBED TECHNOLOGY INC COM 768573107 467.16 11800 SH SOLE 11800
ROBBINS & MYERS INC COM 770196103 1025.29 19400 SH SOLE 19400
ROCK-TENN CO CL A 772739207 351.60 5300 SH SOLE 5300
ROCKWELL AUTOMATION INC/DE COM 773903109 494.53 5700 SH SOLE 5700
ROCKWELL COLLINS INC COM 774341101 302.28 4900 SH DEFINED 1 4900
ROCKWELL COLLINS INC COM 774341101 888.34 14400 SH SOLE 14400
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 413.22 12100 SH SOLE 12100
ROGERS CORP COM 775133101 314.16 6800 SH SOLE 6800
ROPER INDUSTRIES INC COM 776696106 5372.85 64500 SH DEFINED 1 64500
ROPER INDUSTRIES INC COM 776696106 8817.97 105858 SH SOLE 105858
ROSS STORES INC COM 778296103 248.37 3100 SH DEFINED 1 3100
ROSS STORES INC COM 778296103 809.21 10100 SH SOLE 10100
ROVI CORP COM 779376102 501.33 8740 SH SOLE 8740
ROVI CORP NOTE 2.625% 2/ 779376AB8 680.00 500000 SH SOLE 500000
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 330.05 4600 SH DEFINED 1 4600
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 595.52 8300 SH SOLE 8300
RUBY TUESDAY INC COM 781182100 299.68 27800 SH SOLE 27800
RUDOLPH TECHNOLOGIES, INC. COM 781270103 144.58 13500 SH SOLE 13500
RUE21 INC COM 781295100 211.25 6500 SH SOLE 6500
RUTH'S HOSPITALITY GROUP INC COM 783332109 74.05 13200 SH SOLE 13200
S&T BANCORP INC COM 783859101 197.05 10600 SH SOLE 10600
SBA COMMUNICATIONS CORP COM 78388J106 4304.01 112700 SH DEFINED 1 112700
SBA COMMUNICATIONS CORP COM 78388J106 6084.20 159314 SH SOLE 159314
SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 154.52 140000 SH DEFINED 1 140000
SBA COMMUNICATIONS CORP NOTE 1.875% 5/0 78388JAN6 1942.60 1760000 SH SOLE 1760000
SAIC INC COM 78390X101 1569.31 93300 SH SOLE 93300
SEI INVESTMENTS COMPANY COM 784117103 246.26 10940 SH SOLE 10940
SESI LLC FRNT 1.500%12/1 78412FAH7 1020.00 1000000 SH SOLE 1000000
SFN GROUP INC COM 784153108 196.34 21600 SH SOLE 21600
SL GREEN REALTY CORP COM 78440X101 10905.86 131602 SH SOLE 131602
SL GREEN REALTY CORP COM 78440X101 2531.02 30542 SH DEFINED 1 30542
SLM CORP COM 78442P106 361.42 21500 SH SOLE 21500
SM ENERGY COMPANY COM 78454L100 360.05 4900 SH SOLE 4900
SPDR TR UNIT 78462F103 12000.69 90935 SH SOLE 90935
SPX CORPORATION COM 784635104 35847.74 433677 SH DEFINED 1 433677
SPX CORPORATION COM 784635104 35213.24 426001 SH SOLE 426001
SPDR DJ INTL RL ETF 78463X863 934.80 23150 SH DEFINED 1 23150
SPDR DJ INTL RL ETF 78463X863 1667.69 41300 SH SOLE 41300
STR HOLDINGS COM 78478V100 264.08 17700 SH SOLE 17700
SVB FINANCIAL GROUP COM 78486Q101 19975.62 334544 SH DEFINED 1 334544
-39-
SVB FINANCIAL GROUP COM 78486Q101 24942.18 417722 SH SOLE 417722
SWS GROUP INC COM 78503N107 75.03 12526 SH SOLE 12526
SABRA HEALTHCARE REIT INC COM 78573L106 400.76 23983 SH SOLE 23983
SAFETY INSURANCE GROUP INC COM 78648T100 273.26 6500 SH SOLE 6500
SAFEWAY INC COM NEW 786514208 338.86 14500 SH SOLE 14500
ST JUDE MEDICAL INC COM 790849103 670.57 14064 SH SOLE 14064
SAKS INC COM 79377W108 135.72 12150 SH SOLE 12150
SALESFORCE.COM INC COM 79466L302 19186.54 128786 SH DEFINED 1 128786
SALESFORCE.COM INC COM 79466L302 32442.63 217765 SH SOLE 217765
SALIX PHARMACEUTICALS LTD COM 795435106 991.77 24900 SH SOLE 24900
SANDERSON FARMS INC COM 800013104 382.24 8000 SH SOLE 8000
SANDISK CORP COM 80004C101 518.75 12500 SH SOLE 12500
SANDISK CORP NOTE 1.000% 5/1 80004CAC5 8255.62 8500000 SH SOLE 8500000
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 6375.00 6000000 SH SOLE 6000000
SANOFI SPONSORED ADR 80105N105 287.22 7150 SH SOLE 7150
SAP AG SPON ADR 803054204 224.40 3700 SH SOLE 3700
SARA LEE CORP COM 803111103 459.56 24200 SH SOLE 24200
SAUL CENTERS INC COM 804395101 775.59 19700 SH SOLE 19700
SAVIENT PHARMACEUTICALS INC COM 80517Q100 226.95 30300 SH SOLE 30300
SCANSOURCE INC COM 806037107 431.02 11500 SH SOLE 11500
HENRY SCHEIN INC COM 806407102 508.29 7100 SH SOLE 7100
SCHLUMBERGER LTD COM 806857108 40799.55 472217 SH SOLE 472217
SCHLUMBERGER LTD COM 806857108 21557.32 249506 SH DEFINED 1 249506
A SCHULMAN INC COM 808194104 332.51 13200 SH SOLE 13200
SCHWAB (CHARLES) CORP COM 808513105 187.53 11400 SH DEFINED 1 11400
SCHWAB (CHARLES) CORP COM 808513105 999.34 60750 SH SOLE 60750
SCHWEITZER-MAUDUIT INTL INC COM 808541106 421.12 7500 SH SOLE 7500
SCRIPPS CO (E.W.) CL A NEW 811054402 128.93 13333 SH SOLE 13333
SEACOR HOLDINGS INC COM 811904101 924.63 9250 SH SOLE 9250
SELECT COMFORT CORP. COM 81616X103 474.67 26400 SH SOLE 26400
SELECTIVE INSURANCE GROUP INC COM 816300107 374.21 23000 SH SOLE 23000
SEMPRA ENERGY COM 816851109 637.79 12061 SH SOLE 12061
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 882.42 37694 SH DEFINED 1 37694
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 4312.26 184206 SH SOLE 184206
SERVICE CORP INTERNATIONAL COM 817565104 207.90 17800 SH SOLE 17800
SHAW GROUP INC/THE COM 820280105 22016.50 728782 SH SOLE 728782
SHAW GROUP INC/THE COM 820280105 21989.62 727892 SH DEFINED 1 727892
SHERWIN-WILLIAMS CO/THE COM 824348106 561.93 6700 SH SOLE 6700
SHIRE PLC SPONSORED ADR 82481R106 5530.13 58700 SH DEFINED 1 58700
SHIRE PLC SPONSORED ADR 82481R106 7423.75 78800 SH SOLE 78800
SHUFFLE MASTER INC COM 825549108 216.33 23125 SH SOLE 23125
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SIEMENS AG SPONSORED ADR 826197501 1430.59 10402 SH DEFINED 1 10402
SIEMENS AG SPONSORED ADR 826197501 3799.68 27628 SH SOLE 27628
SIGMA-ALDRICH COM 826552101 15025.36 204761 SH SOLE 204761
SIGMA-ALDRICH COM 826552101 13643.84 185934 SH DEFINED 1 185934
SIGMA DESIGNS INC COM 826565103 90.92 11900 SH SOLE 11900
SIGNATURE BANK COM 82669G104 1006.72 17600 SH SOLE 17600
SILGAN HOLDINGS INC COM 827048109 12538.62 306044 SH DEFINED 1 306044
SILGAN HOLDINGS INC COM 827048109 9485.78 231530 SH SOLE 231530
SIMON PROPERTY GROUP INC COM 828806109 12486.12 107426 SH DEFINED 1 107426
SIMON PROPERTY GROUP INC COM 828806109 53108.16 456923 SH SOLE 456923
SIMPSON MANUFACTURING CO. INC. COM 829073105 510.78 17100 SH SOLE 17100
SKECHERS USA INC-CL A CL A 830566105 218.65 15100 SH SOLE 15100
SKYWEST INC COM 830879102 340.36 22600 SH SOLE 22600
SKYWORKS SOLUTIONS INC COM 83088M102 328.61 14300 SH SOLE 14300
SMITH (A.O.) CORP COM 831865209 609.12 14400 SH SOLE 14400
SMITH MICRO SOFTWARE, INC. COM 832154108 56.84 13500 SH SOLE 13500
SMITHFIELD FOODS INC COM 832248108 277.75 12700 SH SOLE 12700
JM SMUCKER COMPANY COM NEW 832696405 352.08 4606 SH SOLE 4606
SNYDERS-LANCE INC COM 833551104 439.09 20300 SH SOLE 20300
SOLAR CAPITAL LTD COM 83413U100 3024.52 122500 SH DEFINED 1 122500
SOLAR CAPITAL LTD COM 83413U100 2740.59 111000 SH SOLE 111000
SOLERA HOLDINGS INC COM 83421A104 366.79 6200 SH SOLE 6200
SONIC CORP COM 835451105 280.12 26352 SH SOLE 26352
SONIC AUTOMOTIVE INC CL A 83545G102 221.22 15100 SH SOLE 15100
SONOCO PRODUCTS CO COM 835495102 265.84 7480 SH SOLE 7480
SOTHEBY'S COM 835898107 274.92 6320 SH SOLE 6320
SOTHEBY'S NOTE 3.125% 6/ 835898AC1 2115.00 1500000 SH SOLE 1500000
SOURCEFIRE INC COM 83616T108 359.61 12100 SH SOLE 12100
SOUTH JERSEY INDUSTRIES COM 838518108 695.17 12800 SH SOLE 12800
SOUTHERN COMPANY COM 842587107 339.19 8400 SH DEFINED 1 8400
SOUTHERN COMPANY COM 842587107 1582.90 39200 SH SOLE 39200
SOUTHERN COPPER CORP COM 84265V105 302.40 9200 SH DEFINED 1 9200
SOUTHERN UNION CO COM 844030106 381.42 9500 SH SOLE 9500
SOUTHWEST AIRLINES CO COM 844741108 320.90 28100 SH DEFINED 1 28100
SOUTHWEST AIRLINES CO COM 844741108 602.75 52780 SH SOLE 52780
SOUTHWEST GAS CORP COM 844895102 8725.32 225986 SH DEFINED 1 225986
SOUTHWEST GAS CORP COM 844895102 13714.58 355208 SH SOLE 355208
SOUTHWESTERN ENERGY CO COM 845467109 10115.39 235900 SH SOLE 235900
SOUTHWESTERN ENERGY CO COM 845467109 12709.63 296400 SH DEFINED 1 296400
SOVRAN SELF STORAGE INC COM 84610H108 1381.70 33700 SH SOLE 33700
SPARTAN MOTORS INC COM 846819100 76.68 14200 SH SOLE 14200
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SPECTRA ENERGY CORP COM 847560109 724.31 26425 SH SOLE 26425
SPRINT NEXTEL CORP COM SER 1 852061100 660.22 122489 SH SOLE 122489
STAGE STORES, INC. COM NEW 85254C305 258.72 15400 SH SOLE 15400
STANDARD MICROSYSTEMS CORP COM 853626109 264.50 9800 SH SOLE 9800
STANDARD PACIFIC CORP COM 85375C101 140.70 42000 SH SOLE 42000
STANLEY BLACK & DECKER COM 854502101 482.74 6700 SH SOLE 6700
STANLEY BLACK & DECKER UNIT 99/99/9999 854502309 15210.00 125000 SH SOLE 125000
STANLEY WORKS/THE FRNT 5/1 854616AM1 5875.00 5000000 SH SOLE 5000000
STAPLES INC COM 855030102 11568.51 732184 SH DEFINED 1 732184
STAPLES INC COM 855030102 12875.34 814895 SH SOLE 814895
STARBUCKS CORP COM 855244109 1239.99 31400 SH SOLE 31400
STARWOOD PROPERTY TRUST INC COM 85571B105 328.16 16000 SH SOLE 16000
STARWOOD HOTELS & RESORTS COM 85590A401 2458.98 43879 SH DEFINED 1 43879
STARWOOD HOTELS & RESORTS COM 85590A401 7342.42 131021 SH SOLE 131021
STATE STREET CORP COM 857477103 17925.53 397550 SH DEFINED 1 397550
STATE STREET CORP COM 857477103 20167.86 447280 SH SOLE 447280
STATOILHYDRO ASA SPONSORED ADR 85771P102 1094.35 43000 SH DEFINED 1 43000
STATOILHYDRO ASA SPONSORED ADR 85771P102 631.16 24800 SH SOLE 24800
STEEL DYNAMICS INC COM 858119100 11110.12 683700 SH SOLE 683700
STEEL DYNAMICS INC COM 858119100 14482.00 891200 SH DEFINED 1 891200
STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 3891.88 3250000 SH SOLE 3250000
STEELCASE INC. CL A 858155203 431.68 37900 SH DEFINED 1 37900
STEELCASE INC. CL A 858155203 416.87 36600 SH SOLE 36600
STEIN MART, INC. COM 858375108 114.72 11900 SH SOLE 11900
STEPAN CO COM 858586100 233.97 3300 SH SOLE 3300
STERICYCLE INC COM 858912108 4304.50 48300 SH DEFINED 1 48300
STERICYCLE INC COM 858912108 6104.72 68500 SH SOLE 68500
STERLING BANCORP-N Y COM 859158107 125.27 13200 SH SOLE 13200
STEWART ENTERPRISES INC NOTE 3.125% 7/ 860370AH8 1533.75 1500000 SH SOLE 1500000
STIFEL FINANCIAL CORP COM 860630102 822.99 22950 SH SOLE 22950
STILLWATER MINING CO COM 86074Q102 2394.69 108800 SH DEFINED 1 108800
STILLWATER MINING CO COM 86074Q102 4094.59 186033 SH SOLE 186033
STONE ENERGY CORP COM 861642106 635.15 20900 SH SOLE 20900
STRATASYS, INC. COM 862685104 303.30 9000 SH SOLE 9000
STRATEGIC HOTELS & RESORTS INC COM 86272T106 1110.84 156899 SH SOLE 156899
STRATEGIC HOTELS & RESORTS INC COM 86272T106 194.86 27522 SH DEFINED 1 27522
STRYKER CORP COM 863667101 3539.01 60300 SH SOLE 60300
STRYKER CORP COM 863667101 997.73 17000 SH DEFINED 1 17000
SUCCESSFACTORS INC COM 864596101 16772.70 570500 SH DEFINED 1 570500
SUCCESSFACTORS INC COM 864596101 17913.42 609300 SH SOLE 609300
SUMMIT HOTEL PROPERTIES INC COM 866082100 173.66 15300 SH DEFINED 1 15300
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SUMMIT HOTEL PROPERTIES INC COM 866082100 635.60 56000 SH SOLE 56000
SUN COMMUNITIES COM 866674104 570.84 15300 SH SOLE 15300
SUNOCO INC COM 86764P109 200.21 4800 SH SOLE 4800
SUNSTONE HOTEL INVESTORS INC COM 867892101 341.74 36865 SH DEFINED 1 36865
SUNSTONE HOTEL INVESTORS INC COM 867892101 1476.11 159235 SH SOLE 159235
SUNTRUST BANKS INC COM 867914103 559.86 21700 SH SOLE 21700
SUPER MICRO COMPUTER INC COM 86800U104 178.60 11100 SH SOLE 11100
SUPERIOR ENERGY SERVICES COM 868157108 230.27 6200 SH SOLE 6200
SUPERIOR INDUSTRIES INT'L INC COM 868168105 221.10 10000 SH SOLE 10000
SUPERMEDIA INC COM 868447103 47.25 12600 SH SOLE 12600
SUSQUEHANNA BANCSHARES INC. COM 869099101 443.20 55400 SH SOLE 55400
SWIFT ENERGY CO COM 870738101 13689.16 367297 SH SOLE 367297
SWIFT ENERGY CO COM 870738101 8752.82 234849 SH DEFINED 1 234849
SYKES ENTERPRISES INC. COM 871237103 1302.56 60500 SH DEFINED 1 60500
SYKES ENTERPRISES INC. COM 871237103 1509.25 70100 SH SOLE 70100
SYMANTEC CORP COM 871503108 7974.77 404400 SH DEFINED 1 404400
SYMANTEC CORP COM 871503108 15978.05 810246 SH SOLE 810246
SYMANTEC CORP NOTE 1.000% 6/ 871503AF5 13420.00 11000000 SH SOLE 11000000
SYMMETRICOM INC COM 871543104 106.98 18350 SH SOLE 18350
SYMMETRY MEDICAL INC COM 871546206 139.04 15500 SH SOLE 15500
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 342.68 10800 SH SOLE 10800
SYNAPTICS INC COM 87157D109 375.80 14600 SH SOLE 14600
SYNOPSYS INC COM 871607107 454.55 17680 SH SOLE 17680
SYNGENTA AG SPONSORED ADR 87160A100 911.65 13494 SH SOLE 13494
SYNOVUS FINANCIAL CORP COM 87161C105 120.22 57800 SH SOLE 57800
SYNNEX CORP COM 87162W100 323.34 10200 SH SOLE 10200
SYSCO CORP COM 871829107 738.97 23700 SH SOLE 23700
TCF FINANCIAL CORP COM 872275102 3885.07 281527 SH SOLE 281527
TCF FINANCIAL CORP COM 872275102 2725.40 197493 SH DEFINED 1 197493
TD AMERITRADE HOLDING CORP COM 87236Y108 4001.50 205100 SH DEFINED 1 205100
TD AMERITRADE HOLDING CORP COM 87236Y108 5390.61 276300 SH SOLE 276300
THQ INC COM NEW 872443403 105.48 29137 SH SOLE 29137
TJX COMPANIES INC COM 872540109 2027.66 38600 SH DEFINED 1 38600
TJX COMPANIES INC COM 872540109 2248.28 42800 SH SOLE 42800
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 4616.15 78200 SH SOLE 78200
TTM TECHNOLOGIES COM 87305R109 299.57 18700 SH SOLE 18700
TTM TECHNOLOGIES NOTE 3.250% 5/1 87305RAC3 2532.50 2000000 SH SOLE 2000000
TW TELECOM INC COM 87311L104 4945.68 240900 SH DEFINED 1 240900
TW TELECOM INC COM 87311L104 7446.37 362707 SH SOLE 362707
TAIWAN SEMICONDUCTOR MFG CO. SPONSORED ADR 874039100 239.59 19000 SH SOLE 19000
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 605.85 39650 SH SOLE 39650
-43-
TALEO CORP CL A 87424N104 648.02 17500 SH SOLE 17500
TANGER FACTORY OUTLET CENTERS COM 875465106 928.87 34698 SH DEFINED 1 34698
TANGER FACTORY OUTLET CENTERS COM 875465106 4799.91 179302 SH SOLE 179302
TARGET CORP COM 87612E106 1571.48 33500 SH SOLE 33500
TAUBMAN CENTERS INC COM 876664103 1192.88 20150 SH DEFINED 1 20150
TAUBMAN CENTERS INC COM 876664103 4804.08 81150 SH SOLE 81150
TECH DATA CORP DBCV 2.750%12/1 878237AE6 7315.00 7000000 SH SOLE 7000000
TECHNE CORP COM 878377100 241.77 2900 SH SOLE 2900
TEKELEC INC COM 879101103 268.42 29400 SH SOLE 29400
TELECOMUNICACOES DE S.P. SPON ADR PFD 87929A102 1043.81 35145 SH DEFINED 1 35145
TELECOMUNICACOES DE S.P. SPON ADR PFD 87929A102 600.98 20235 SH SOLE 20235
TELEDYNE TECHNOLOGIES INC COM 879360105 13018.31 258505 SH SOLE 258505
TELEDYNE TECHNOLOGIES INC COM 879360105 8224.74 163319 SH DEFINED 1 163319
TELEPHONE AND DATA SYSTEMS COM 879433100 218.18 7020 SH SOLE 7020
TELLABS INC COM 879664100 73.30 15900 SH SOLE 15900
TEMPLE-INLAND INC COM 879868107 10661.79 358500 SH DEFINED 1 358500
TEMPLE-INLAND INC COM 879868107 8187.42 275300 SH SOLE 275300
TELETECH HOLDINGS INC COM 879939106 301.44 14300 SH SOLE 14300
TENET HEALTHCARE CORP COM 88033G100 128.86 20650 SH SOLE 20650
TERADATA CORP COM 88076W103 7509.53 124743 SH DEFINED 1 124743
TERADATA CORP COM 88076W103 9757.82 162090 SH SOLE 162090
TERADYNE INC COM 880770102 30445.20 2057108 SH DEFINED 1 2057108
TERADYNE INC COM 880770102 30518.87 2062086 SH SOLE 2062086
TEREX CORP COM 880779103 238.98 8400 SH SOLE 8400
TESCO CORP COM 88157K101 984.09 50700 SH SOLE 50700
TESCO CORP COM 88157K101 987.97 50900 SH DEFINED 1 50900
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 612.39 12700 SH DEFINED 1 12700
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 4026.37 83500 SH SOLE 83500
TETRA TECHNOLOGIES, INC. COM 88162F105 416.91 32750 SH SOLE 32750
TETRA TECH INC COM 88162G103 598.64 26606 SH SOLE 26606
TEVA PHARMACEUT FIN II LLC DBCV 0.250% 2/0 88163VAE9 7848.75 7000000 SH SOLE 7000000
TESSERA TECHNOLOGIES INC COM 88164L100 373.65 21800 SH SOLE 21800
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 12909.58 499790 SH SOLE 499790
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 8673.87 335806 SH DEFINED 1 335806
TEXAS INDUSTRIES INC COM 882491103 495.40 11900 SH SOLE 11900
TEXAS INSTRUMENTS INC COM 882508104 2000.43 60933 SH DEFINED 1 60933
TEXAS INSTRUMENTS INC COM 882508104 2997.15 91293 SH SOLE 91293
TEXAS ROADHOUSE INC COM 882681109 431.36 24600 SH SOLE 24600
TEXTRON INC COM 883203101 14297.60 605574 SH DEFINED 1 605574
TEXTRON INC COM 883203101 15624.86 661790 SH SOLE 661790
TEXTRON INC NOTE 4.500% 5/0 883203BN0 10024.56 5350000 SH SOLE 5350000
-44-
THERMO FISHER SCIENTIFIC INC COM 883556102 43743.67 679355 SH DEFINED 1 679355
THERMO FISHER SCIENTIFIC INC COM 883556102 67970.60 1055608 SH SOLE 1055608
THOMAS & BETTS CORP COM 884315102 220.78 4100 SH SOLE 4100
THOMPSON CREEK METALS CO INC COM 884768102 501.00 50200 SH DEFINED 1 50200
THOMPSON CREEK METALS CO INC COM 884768102 514.97 51600 SH SOLE 51600
THORATEC CORPORATION COM NEW 885175307 12232.01 372700 SH DEFINED 1 372700
THORATEC CORPORATION COM NEW 885175307 9258.52 282100 SH SOLE 282100
3M CO COM 88579Y101 844.16 8900 SH DEFINED 1 8900
3M CO COM 88579Y101 3376.66 35600 SH SOLE 35600
TIBCO SOFTWARE INC COM 88632Q103 30041.33 1035194 SH DEFINED 1 1035194
TIBCO SOFTWARE INC COM 88632Q103 29556.67 1018493 SH SOLE 1018493
TIDEWATER INC COM 886423102 209.86 3900 SH SOLE 3900
TIFFANY & CO COM 886547108 400.45 5100 SH SOLE 5100
TIM HORTONS INC COM 88706M103 234.29 4800 SH SOLE 4800
TIME WARNER INC COM NEW 887317303 1566.31 43066 SH SOLE 43066
TIME WARNER CABLE INC COM 88732J207 28567.32 366060 SH DEFINED 1 366060
TIME WARNER CABLE INC COM 88732J207 31779.53 407221 SH SOLE 407221
TIMKEN CO COM 887389104 317.52 6300 SH SOLE 6300
TOLL BROTHERS INC COM 889478103 230.21 11100 SH SOLE 11100
TORCHMARK CORP COM 891027104 776.09 12100 SH SOLE 12100
TORCHMARK CORP COM 891027104 339.94 5300 SH DEFINED 1 5300
TORO CO COM 891092108 290.40 4800 SH DEFINED 1 4800
TORO CO COM 891092108 1288.65 21300 SH SOLE 21300
TORONTO-DOMINION BANK COM NEW 891160509 280.17 3300 SH SOLE 3300
TOTAL SA SPONSORED ADR 89151E109 237.14 4100 SH SOLE 4100
TOWER GROUP INC COM 891777104 419.23 17600 SH SOLE 17600
TOWERS WATSON & CO-CL A CL A 891894107 420.54 6400 SH SOLE 6400
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 247.26 3000 SH SOLE 3000
TRACTOR SUPPLY CO COM 892356106 374.53 5600 SH SOLE 5600
TRANSATLANTIC HOLDINGS INC COM 893521104 235.25 4800 SH SOLE 4800
TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 2493.75 2500000 SH DEFINED 1 2500000
TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 10473.75 10500000 SH SOLE 10500000
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 6895.00 7000000 SH SOLE 7000000
TRAVELERS COMPANIES INC COM 89417E109 4752.48 81406 SH DEFINED 1 81406
TRAVELERS COMPANIES INC COM 89417E109 7584.67 129919 SH SOLE 129919
TREEHOUSE FOODS INC COM 89469A104 14051.15 257300 SH SOLE 257300
TREEHOUSE FOODS INC COM 89469A104 17163.92 314300 SH DEFINED 1 314300
TRIMBLE NAVIGATION LTD COM 896239100 376.58 9500 SH SOLE 9500
TRINITY INDUSTRIES INC COM 896522109 216.08 6195 SH SOLE 6195
TRINITY INDUSTRIES INC NOTE 3.875% 6/0 896522AF6 4195.00 4000000 SH SOLE 4000000
TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 713.30 70000 SH SOLE 70000
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TRUE RELIGION APPAREL INC COM 89784N104 319.88 11000 SH SOLE 11000
TRUEBLUE INC COM 89785X101 273.67 18900 SH SOLE 18900
TRUSTCO BANK CORP NY COM 898349105 189.05 38582 SH SOLE 38582
TUESDAY MORNING CORP. COM NEW 899035505 72.08 15500 SH SOLE 15500
TUPPERWARE BRANDS CORPORATION COM 899896104 377.72 5600 SH SOLE 5600
TWO HARBORS INVESTMENT CORP COM 90187B101 1348.59 125450 SH DEFINED 1 125450
TWO HARBORS INVESTMENT CORP COM 90187B101 1644.75 153000 SH SOLE 153000
II-VI INC COM 902104108 558.08 21800 SH SOLE 21800
TYLER TECHNOLOGIES INC COM 902252105 286.55 10700 SH SOLE 10700
TYSON FOODS INC CL A 902494103 242.75 12500 SH SOLE 12500
TYSON FOODS INC NOTE 3.250%10/ 902494AP8 4856.25 3750000 SH SOLE 3750000
UDR INC COM 902653104 1335.84 54413 SH DEFINED 1 54413
UDR INC COM 902653104 6255.36 254801 SH SOLE 254801
UGI CORP COM 902681105 13023.59 408391 SH DEFINED 1 408391
UGI CORP COM 902681105 11147.40 349558 SH SOLE 349558
UIL HOLDINGS CORP COM 902748102 697.66 21566 SH SOLE 21566
UMB FINANCIAL CORP COM 902788108 536.06 12800 SH SOLE 12800
US BANCORP COM NEW 902973304 2308.81 90506 SH SOLE 90506
US BANCORP COM NEW 902973304 548.46 21500 SH DEFINED 1 21500
URS CORP COM 903236107 456.35 10200 SH SOLE 10200
ULTRA PETROLEUM CORP COM 903914109 5949.42 129900 SH DEFINED 1 129900
ULTRA PETROLEUM CORP COM 903914109 8976.80 196000 SH SOLE 196000
ULTRATECH INC COM 904034105 325.07 10700 SH SOLE 10700
UMPQUA HOLDINGS CORP COM 904214103 565.77 48900 SH SOLE 48900
UNDER ARMOUR INC - CLASS A CL A 904311107 216.47 2800 SH SOLE 2800
UNIFIRST CORP/MA COM 904708104 354.00 6300 SH SOLE 6300
UNILEVER PLC SPON ADR NEW 904767704 262.36 8100 SH SOLE 8100
UNILEVER N V N Y SHS NEW 904784709 2519.37 76693 SH DEFINED 1 76693
UNILEVER N V N Y SHS NEW 904784709 3744.24 113980 SH SOLE 113980
UNION PACIFIC CORP COM 907818108 2056.68 19700 SH SOLE 19700
UNISOURCE ENERGY CORP COM 909205106 836.19 22400 SH DEFINED 1 22400
UNISOURCE ENERGY CORP COM 909205106 1765.04 47282 SH SOLE 47282
UNITED BANKSHARES NC COM 909907107 401.47 16400 SH SOLE 16400
UNITED CONTINENTAL HOLDINGS COM 910047109 1592.50 70371 SH SOLE 70371
UNITED CONTINENTAL HOLDINGS COM 910047109 576.59 25479 SH DEFINED 1 25479
UNITED NATURAL FOODS INC COM 911163103 879.00 20600 SH SOLE 20600
UNITED ONLINE INC COM 911268100 227.93 37800 SH SOLE 37800
UNITED PARCEL SERVICE INC CL B 911312106 247.96 3400 SH DEFINED 1 3400
UNITED PARCEL SERVICE INC CL B 911312106 3311.02 45400 SH SOLE 45400
U-STORE-IT TRUST COM 91274F104 1180.61 112225 SH SOLE 112225
U-STORE-IT TRUST COM 91274F104 247.48 23525 SH DEFINED 1 23525
-46-
US STEEL CORP COM 912909108 267.03 5800 SH SOLE 5800
UNITED STATIONERS INC COM 913004107 694.43 19600 SH SOLE 19600
UNITED TECHNOLOGIES CORP COM 913017109 32178.87 363562 SH DEFINED 1 363562
UNITED TECHNOLOGIES CORP COM 913017109 43573.65 492302 SH SOLE 492302
UNITED THERAPEUTICS CORP. COM 91307C102 7932.69 143969 SH DEFINED 1 143969
UNITED THERAPEUTICS CORP. COM 91307C102 12178.15 221019 SH SOLE 221019
UNITEDHEALTH GROUP INC COM 91324P102 69529.17 1347987 SH SOLE 1347987
UNITEDHEALTH GROUP INC COM 91324P102 57842.48 1121413 SH DEFINED 1 1121413
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 455.77 11400 SH SOLE 11400
UNIVERSAL HEALTH SERVICES INC CL B 913903100 8491.58 164789 SH DEFINED 1 164789
UNIVERSAL HEALTH SERVICES INC CL B 913903100 13021.63 252700 SH SOLE 252700
UNUM GROUP COM 91529Y106 30275.00 1188187 SH DEFINED 1 1188187
UNUM GROUP COM 91529Y106 32721.47 1284202 SH SOLE 1284202
URSTADT BIDDLE PROPERTIES CL A 917286205 353.14 19500 SH SOLE 19500
VF CORP COM 918204108 3886.45 35800 SH SOLE 35800
VF CORP COM 918204108 2692.29 24800 SH DEFINED 1 24800
VALE SA ADR 91912E105 1335.51 41800 SH DEFINED 1 41800
VALE SA ADR 91912E105 770.00 24100 SH SOLE 24100
VALE SA ADR REPSTG PFD 91912E204 269.33 9300 SH SOLE 9300
VALERO ENERGY CORP COM 91913Y100 214.79 8400 SH DEFINED 1 8400
VALERO ENERGY CORP COM 91913Y100 2434.26 95200 SH SOLE 95200
VALLEY NATIONAL BANCORP COM 919794107 164.74 12104 SH SOLE 12104
VALSPAR CORP COM 920355104 261.80 7260 SH SOLE 7260
VALUECLICK, INC. COM 92046N102 13243.48 797800 SH DEFINED 1 797800
VALUECLICK, INC. COM 92046N102 10121.02 609700 SH SOLE 609700
VANGUARD MEGA CAP 300 ETF MEGA VALUE 300 921910840 231.00 5684 SH SOLE 5684
VANGUARD SHORT-TERM BOND ETF SHORT TRM BOND 921937827 466.89 5762 SH SOLE 5762
VANGUARD FTSE ALL-WORLD EX-US ALLWRLD EX US 922042775 458.25 9200 SH DEFINED 1 9200
VANGUARD FTSE ALL-WORLD EX-US ALLWRLD EX US 922042775 772.06 15500 SH SOLE 15500
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 356.35 5800 SH SOLE 5800
VARIAN MEDICAL SYSTEMS INC COM 92220P105 12965.18 185164 SH SOLE 185164
VARIAN MEDICAL SYSTEMS INC COM 92220P105 12416.86 177333 SH DEFINED 1 177333
VEECO INSTRUMENTS INC COM 922417100 837.49 17300 SH SOLE 17300
VENTAS INC COM 92276F100 12023.63 228109 SH SOLE 228109
VENTAS INC COM 92276F100 2745.72 52091 SH DEFINED 1 52091
VANGUARD REIT ETF REIT ETF 922908553 10501.27 174730 SH DEFINED 1 174730
VANGUARD REIT ETF REIT ETF 922908553 11244.71 187100 SH SOLE 187100
VERIFONE SYSTEMS INC COM 92342Y109 15500.32 349500 SH DEFINED 1 349500
VERIFONE SYSTEMS INC COM 92342Y109 11648.53 262650 SH SOLE 262650
VERISIGN INC COM 92343E102 224.18 6700 SH SOLE 6700
VERIZON COMMUNICATIONS INC COM 92343V104 42093.65 1130638 SH SOLE 1130638
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VERIZON COMMUNICATIONS INC COM 92343V104 35784.43 961172 SH DEFINED 1 961172
VERTEX PHARMACEUTICALS INC COM 92532F100 11110.26 213700 SH DEFINED 1 213700
VERTEX PHARMACEUTICALS INC COM 92532F100 10066.30 193620 SH SOLE 193620
VIASAT INC COM 92552V100 770.21 17800 SH SOLE 17800
VIACOM INC CL B 92553P201 16400.07 321570 SH DEFINED 1 321570
VIACOM INC CL B 92553P201 18748.82 367624 SH SOLE 367624
VIRNETX HOLDING CORP COM 92823T108 272.04 9400 SH SOLE 9400
VIROPHARMA INC. COM 928241108 641.95 34700 SH SOLE 34700
VISA INC COM CL A 92826C839 1668.35 19800 SH SOLE 19800
VISHAY INTERTECHNOLOGY INC COM 928298108 361.26 24020 SH SOLE 24020
VITAMIN SHOPPE INC COM 92849E101 503.36 11000 SH SOLE 11000
VMWARE INC CL A COM 928563402 36872.61 367880 SH DEFINED 1 367880
VMWARE INC CL A COM 928563402 57704.72 575723 SH SOLE 575723
VOLTERA SEMICONDUCTOR CORP COM 928708106 258.93 10500 SH SOLE 10500
VONAGE HOLDINGS CORP COM 92886T201 80.70 18300 SH SOLE 18300
VORNADO REALTY TRUST SH BEN INT 929042109 5539.27 59447 SH DEFINED 1 59447
VORNADO REALTY TRUST SH BEN INT 929042109 25080.42 269161 SH SOLE 269161
VORONADO REALTY LP DEB 3.875% 4/ 929043AC1 11110.75 9800000 SH SOLE 9800000
W&T OFFSHORE INC COM 92922P106 1141.44 43700 SH DEFINED 1 43700
W&T OFFSHORE INC COM 92922P106 1248.54 47800 SH SOLE 47800
WD-40 CO COM 929236107 279.92 7170 SH SOLE 7170
WABTEC CORP COM 929740108 249.74 3800 SH SOLE 3800
WADDELL & REED FINANCIAL INC CL A 930059100 503.08 13840 SH SOLE 13840
WAL-MART STORES INC COM 931142103 2678.26 50400 SH DEFINED 1 50400
WAL-MART STORES INC COM 931142103 6642.50 125000 SH SOLE 125000
WALGREEN CO COM 931422109 45445.83 1070321 SH SOLE 1070321
WALGREEN CO COM 931422109 40974.15 965006 SH DEFINED 1 965006
WALTER INDUSTRIES INC COM 93317Q105 887.61 7665 SH DEFINED 1 7665
WALTER INDUSTRIES INC COM 93317Q105 1993.03 17211 SH SOLE 17211
WASHINGTON REIT SH BEN INT 939653101 373.33 11480 SH DEFINED 1 11480
WASHINGTON REIT SH BEN INT 939653101 2013.64 61920 SH SOLE 61920
WASTE CONNECTIONS INC COM 941053100 3179.35 100200 SH DEFINED 1 100200
WASTE CONNECTIONS INC COM 941053100 3157.14 99500 SH SOLE 99500
WASTE MANAGEMENT INC COM 94106L109 716.66 19229 SH SOLE 19229
WATERS CORP COM 941848103 11622.84 121400 SH DEFINED 1 121400
WATERS CORP COM 941848103 9076.15 94800 SH SOLE 94800
WATSON PHARMACEUTICALS INC COM 942683103 6302.40 91698 SH DEFINED 1 91698
WATSON PHARMACEUTICALS INC COM 942683103 10923.95 158940 SH SOLE 158940
WATTS WATER TECHNOLOGIES INC CL A 942749102 442.62 12500 SH SOLE 12500
WAUSAU PAPER CORP COM 943315101 141.54 21000 SH SOLE 21000
WEBSENSE INC COM 947684106 441.49 17000 SH SOLE 17000
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WEIGHT WATCHERS INTL INC COM 948626106 528.29 7000 SH SOLE 7000
WEIGHT WATCHERS INTL INC COM 948626106 913.19 12100 SH DEFINED 1 12100
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 784.99 31200 SH DEFINED 1 31200
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 3883.45 154350 SH SOLE 154350
WELLPOINT INC COM 94973V107 827.08 10500 SH DEFINED 1 10500
WELLPOINT INC COM 94973V107 3442.25 43700 SH SOLE 43700
WELLS FARGO & COMPANY COM 949746101 29284.68 1043645 SH DEFINED 1 1043645
WELLS FARGO & COMPANY COM 949746101 37238.20 1327092 SH SOLE 1327092
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 3180.00 3000 SH DEFINED 1 3000
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 27242.00 25700 SH SOLE 25700
WESCO INTERNATIONAL INC COM 95082P105 20039.32 370481 SH DEFINED 1 370481
WESCO INTERNATIONAL INC COM 95082P105 20803.55 384610 SH SOLE 384610
WEST PHARMACEUTICAL SERVICES COM 955306105 625.77 14300 SH SOLE 14300
WESTAR ENERGY INC COM 95709T100 229.27 8520 SH SOLE 8520
WESTERN ASSET EMERGING MARKETS COM 95766A101 610.88 32000 SH DEFINED 1 32000
WESTERN ASSET EMERGING MARKETS COM 95766A101 343.62 18000 SH SOLE 18000
WESTERN DIGITAL CORP COM 958102105 3874.47 106500 SH SOLE 106500
WESTERN DIGITAL CORP COM 958102105 1229.64 33800 SH DEFINED 1 33800
WESTERN UNION CO COM 959802109 2023.87 101042 SH SOLE 101042
WESTPAC BANKING CORP SPONSORED ADR 961214301 216.29 1800 SH SOLE 1800
WEYERHAEUSER CO COM 962166104 5611.40 256697 SH SOLE 256697
WHIRLPOOL CORP COM 963320106 245.18 3015 SH SOLE 3015
WHITING PETROLEUM CORP COM 966387102 14245.94 250324 SH DEFINED 1 250324
WHITING PETROLEUM CORP COM 966387102 11458.83 201350 SH SOLE 201350
WHOLE FOODS MARKET INC COM 966837106 3807.00 60000 SH DEFINED 1 60000
WHOLE FOODS MARKET INC COM 966837106 5596.29 88200 SH SOLE 88200
WILLBROS GROUP INC COM 969203108 1225.80 143536 SH DEFINED 1 143536
WILLBROS GROUP INC COM 969203108 1854.25 217125 SH SOLE 217125
WILLIAMS COS INC COM 969457100 719.95 23800 SH SOLE 23800
WILLIAMS-SONOMA INC. COM 969904101 10891.54 298480 SH SOLE 298480
WILLIAMS-SONOMA INC. COM 969904101 14231.10 390000 SH DEFINED 1 390000
WILSHIRE BANCORP INC COM 97186T108 70.85 24100 SH SOLE 24100
WINDSTREAM CORP COM 97381W104 268.58 20724 SH SOLE 20724
WINNEBAGO INDUSTRIES INC COM 974637100 119.78 12400 SH SOLE 12400
WINTHROP REALTY TRUST SH BEN INT NEW 976391300 228.32 19122 SH SOLE 19122
WINTRUST FINANCIAL CORP COM 97650W108 479.48 14900 SH SOLE 14900
WISCONSIN ENERGY CORP COM 976657106 300.96 9600 SH SOLE 9600
WOLVERINE WORLD WIDE INC COM 978097103 885.10 21200 SH SOLE 21200
WORLD ACCEPTANCE CORP COM 981419104 433.55 6612 SH SOLE 6612
WORLD FUEL SERVICES CORP COM 981475106 1085.09 30200 SH SOLE 30200
WRIGHT EXPRESS CORP COM 98233Q105 859.16 16500 SH SOLE 16500
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WYNDHAM WORLDWIDE CORP COM 98310W108 538.53 16004 SH SOLE 16004
WYNN RESORTS LTD COM 983134107 430.62 3000 SH SOLE 3000
XCEL ENERGY INC COM 98389B100 748.27 30793 SH SOLE 30793
XILINX INC COM 983919101 36903.04 1011874 SH DEFINED 1 1011874
XILINX INC COM 983919101 33642.63 922474 SH SOLE 922474
XILINX INC SDCV 3.125% 3/ 983919AD3 1267.50 1000000 SH SOLE 1000000
XEROX CORP COM 984121103 599.28 57568 SH SOLE 57568
YAHOO INC COM 984332106 1935.32 128678 SH DEFINED 1 128678
YAHOO INC COM 984332106 2168.65 144192 SH SOLE 144192
YUM! BRANDS INC COM 988498101 1358.90 24600 SH SOLE 24600
ZIMMER HOLDINGS INC COM 98956P102 26429.23 418184 SH DEFINED 1 418184
ZIMMER HOLDINGS INC COM 98956P102 25390.22 401744 SH SOLE 401744
ZIONS BANCORPORATION COM 989701107 22938.67 955380 SH DEFINED 1 955380
ZIONS BANCORPORATION COM 989701107 23529.13 979972 SH SOLE 979972
ZUMIEZ INC COM 989817101 224.73 9000 SH SOLE 9000
ZOLL MEDICAL CORP. COM 989922109 526.94 9300 SH SOLE 9300
AMDOCS LTD ORD G02602103 507.51 16700 SH DEFINED 1 16700
AMDOCS LTD ORD G02602103 1440.49 47400 SH SOLE 47400
ASPEN INSURANCE HOLDINGS LTD PFD PRP INC EQ G05384113 2659.46 51500 SH SOLE 51500
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 315.79 10200 SH DEFINED 1 10200
ACCENTURE PLC SHS CLASS A G1151C101 15723.40 260235 SH DEFINED 1 260235
ACCENTURE PLC SHS CLASS A G1151C101 31084.70 514477 SH SOLE 514477
BUNGE LTD COM G16962105 883.25 12810 SH SOLE 12810
COVIDIEN PLC SHS G2554F113 28782.42 540718 SH DEFINED 1 540718
COVIDIEN PLC SHS G2554F113 31050.02 583318 SH SOLE 583318
ENDURANCE SPECIALTY HOLDINGS SHS G30397106 10924.59 264326 SH DEFINED 1 264326
ENDURANCE SPECIALTY HOLDINGS SHS G30397106 8144.94 197071 SH SOLE 197071
EVEREST RE GROUP LTD COM G3223R108 344.17 4210 SH SOLE 4210
HELEN OF TROY LTD COM G4388N106 504.14 14600 SH SOLE 14600
HERBALIFE LTD COM USD SHS G4412G101 15734.57 272980 SH SOLE 272980
HERBALIFE LTD COM USD SHS G4412G101 10784.91 187108 SH DEFINED 1 187108
INGERSOLL-RAND PLC SHS G47791101 3328.55 73300 SH SOLE 73300
INVESCO LTD SHS G491BT108 442.26 18900 SH SOLE 18900
LAZARD LTD SHS A G54050102 14661.22 395181 SH DEFINED 1 395181
LAZARD LTD SHS A G54050102 14027.84 378109 SH SOLE 378109
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1793.95 121500 SH DEFINED 1 121500
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2372.74 160700 SH SOLE 160700
NABORS INDUSTRIES LTD SHS G6359F103 8673.28 352000 SH SOLE 352000
NABORS INDUSTRIES LTD SHS G6359F103 5391.23 218800 SH DEFINED 1 218800
PARTNERRE LTD COM G6852T105 3917.56 56900 SH DEFINED 1 56900
PARTNERRE LTD COM G6852T105 5783.40 84000 SH SOLE 84000
-50-
SIGNET JEWELERS LTD SHS G81276100 9386.72 200528 SH DEFINED 1 200528
SIGNET JEWELERS LTD SHS G81276100 13576.87 290042 SH SOLE 290042
UTI WORLDWIDE INC ORD G87210103 344.58 17500 SH SOLE 17500
VALIDUS HOLDINGS LTD COM SHS G9319H102 498.30 16100 SH DEFINED 1 16100
VALIDUS HOLDINGS LTD COM SHS G9319H102 287.83 9300 SH SOLE 9300
XL GROUP PLC SHS G98290102 283.54 12900 SH SOLE 12900
ACE LTD SHS H0023R105 32220.86 489530 SH SOLE 489530
ACE LTD SHS H0023R105 29190.31 443487 SH DEFINED 1 443487
WEATHERFORD INTL LTD REG SHS H27013103 50159.06 2675150 SH DEFINED 1 2675150
WEATHERFORD INTL LTD REG SHS H27013103 62549.06 3335950 SH SOLE 3335950
NOBLE CORP NAMEN -AKT H5833N103 398.04 10100 SH SOLE 10100
TE CONNECTIVITY LTD REG SHS H84989104 25642.82 697574 SH DEFINED 1 697574
TE CONNECTIVITY LTD REG SHS H84989104 24225.76 659025 SH SOLE 659025
TRANSOCEAN LTD REG SHS H8817H100 322.80 5000 SH DEFINED 1 5000
TRANSOCEAN LTD REG SHS H8817H100 832.82 12900 SH SOLE 12900
TYCO INTERNATIONAL LTD SHS H89128104 10735.60 217188 SH SOLE 217188
TYCO INTERNATIONAL LTD SHS H89128104 13122.82 265483 SH DEFINED 1 265483
CORE LABORATORIES N.V. COM N22717107 1126.55 10100 SH DEFINED 1 10100
CORE LABORATORIES N.V. COM N22717107 925.78 8300 SH SOLE 8300
LYONDELLBASELL INDUSTRIES SHS - A - N53745100 308.16 8000 SH DEFINED 1 8000
NXP SEMICONDUCTOR NV COM N6596X109 19191.61 717980 SH DEFINED 1 717980
NXP SEMICONDUCTOR NV COM N6596X109 29843.48 1116479 SH SOLE 1116479
AVAGO TECHNOLOGIES LTD SHS Y0486S104 201.40 5300 SH SOLE 5300
GRAND TOTAL $13336226
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