Mason Street Advisors

Mason Street Advisors as of Dec. 31, 2012

Portfolio Holdings for Mason Street Advisors

Mason Street Advisors holds 0 positions in its portfolio as reported in the December 2012 quarterly 13F filing

                {C}             {C}
                                                     FORM 13F INFORMATION TABLE
                                                             VALUE  SHARES/ SH/ PUT/ INVSTMT  OTHER            VOTING AUTHORITY
NAME OF ISSUER                 TITLE OF CLASS   CUSIP     (x$1000)  PRN AMT PRN CALL DSCRETN MANAGERS         SOLE   SHARED     NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3-D SYS CORP DEL               COM NEW          88554D205      332     6232 SH       DEFINED 1                6232
3M CO                          COM              88579Y101    17602   189576 SH       DEFINED 1              189576
AAON INC                       COM PAR $0.004   000360206       49     2368 SH       DEFINED 1                2368
AAR CORP                       COM              000361105       95     5074 SH       DEFINED 1                5074
AARONS INC                     COM PAR $0.50    002535300     9522   336700 SH       DEFINED 1              336700
ABAXIS INC                     COM              002567105       97     2621 SH       DEFINED 1                2621
ABB LTD                        SPONSORED ADR    000375204     1483    71344 SH       DEFINED 1               71344
ABBOTT LABS                    COM              002824100    29640   452520 SH       DEFINED 1              452520
ABBOTT LABS                    EX DISTRIB WI    002824126      198     6310 SH       DEFINED 1                6310
ABBVIE INC                     COM              00287Y109     -192     5630 SH       DEFINED 1                5630
ABERCROMBIE & FITCH CO         CL A             002896207      504    10500 SH       DEFINED 1               10500
ABIOMED INC                    COM              003654100       62     4586 SH       DEFINED 1                4586
ABM INDS INC                   COM              000957100      128     6407 SH       DEFINED 1                6407
ACADIA RLTY TR                 COM SH BEN INT   004239109     2012    80237 SH       DEFINED 1               80237
ACCELRYS INC                   COM              00430U103      926   102300 SH       DEFINED 1              102300
ACCENTURE PLC IRELAND          SHS CLASS A      G1151C101     8936   134375 SH       DEFINED 1              134375
ACCESS MIDSTREAM PARTNERS L    UNIT             00434L109    15093   450000 SH       DEFINED 1              450000
ACE LTD                        SHS              H0023R105     5000    62655 SH       DEFINED 1               62655
ACI WORLDWIDE INC              COM              004498101      677    15500 SH       DEFINED 1               15500
ACORDA THERAPEUTICS INC        COM              00484M106      127     5102 SH       DEFINED 1                5102
ACTUANT CORP                   CL A NEW         00508X203     9806   351358 SH       DEFINED 1              351358
ACUITY BRANDS INC              COM              00508Y102     1138    16800 SH       DEFINED 1               16800
ACXIOM CORP                    COM              005125109      513    29402 SH       DEFINED 1               29402
ADOBE SYS INC                  COM              00724F101     2768    73470 SH       DEFINED 1               73470
ADTRAN INC                     COM              00738A106      483    24700 SH       DEFINED 1               24700
ADVANCE AUTO PARTS INC         COM              00751Y106     2091    28900 SH       DEFINED 1               28900
ADVANCED ENERGY INDS           COM              007973100     2133   154475 SH       DEFINED 1              154475
ADVANCED MICRO DEVICES INC     COM              007903107      192    79900 SH       DEFINED 1               79900
ADVANCED MICRO DEVICES INC     NOTE 6.000% 5/0  007903AL1      242   260000 PRN      DEFINED 1              260000
ADVENT SOFTWARE INC            COM              007974108      267    12500 SH       DEFINED 1               12500
AECOM TECHNOLOGY CORP DELAWA   COM              00766T100     1014    42600 SH       DEFINED 1               42600
AEGION CORP                    COM              00770F104     3262   146990 SH       DEFINED 1              146990
AEROPOSTALE                    COM              007865108      402    30875 SH       DEFINED 1               30875
AEROVIRONMENT INC              COM              008073108       53     2421 SH       DEFINED 1                2421
AES CORP                       COM              00130H105     1938   181100 SH       DEFINED 1              181100
AETNA INC NEW                  COM              00817Y108     2745    59288 SH       DEFINED 1               59288
AFFILIATED MANAGERS GROUP      COM              008252108     2655    20400 SH       DEFINED 1               20400
AFFYMETRIX INC                 COM              00826T108       28     8980 SH       DEFINED 1                8980
AFLAC INC                      COM              001055102     3285    61850 SH       DEFINED 1               61850
AGCO CORP                      COM              001084102     1876    38200 SH       DEFINED 1               38200
AGILENT TECHNOLOGIES INC       COM              00846U101     4274   104398 SH       DEFINED 1              104398
AGILYSYS INC                   COM              00847J105       15     1800 SH       DEFINED 1                1800
AGL RES INC                    COM              001204106     2883    72129 SH       DEFINED 1               72129
AIR METHODS CORP               COM PAR $.06     009128307      163     4428 SH       DEFINED 1                4428
AIR PRODS & CHEMS INC          COM              009158106    20401   242817 SH       DEFINED 1              242817
AIRGAS INC                     COM              009363102    35908   393335 SH       DEFINED 1              393335
AK STL CORP                    NOTE 5.000%11/1  001546AP5     7875  7000000 PRN      DEFINED 1             7000000
AK STL HLDG CORP               COM              001547108       79    17268 SH       DEFINED 1               17268
AKAMAI TECHNOLOGIES INC        COM              00971T101      957    23400 SH       DEFINED 1               23400
AKORN INC                      COM              009728106     5249   392908 SH       DEFINED 1              392908
ALASKA AIR GROUP INC           COM              011659109     7062   163900 SH       DEFINED 1              163900
ALBANY INTL CORP               CL A             012348108       83     3670 SH       DEFINED 1                3670
ALBEMARLE CORP                 COM              012653101     2187    35200 SH       DEFINED 1               35200
ALCOA INC                      COM              013817101     1223   140907 SH       DEFINED 1              140907
ALEXANDER & BALDWIN INC NEW    COM              014491104      496    16900 SH       DEFINED 1               16900
ALEXANDRIA REAL ESTATE EQ IN   COM              015271109     1740    25100 SH       DEFINED 1               25100
ALEXION PHARMACEUTICALS INC    COM              015351109    24454   260675 SH       DEFINED 1              260675
ALIGN TECHNOLOGY INC           COM              016255101     3957   142598 SH       DEFINED 1              142598
ALLEGHANY CORP DEL             COM              017175100     2247     6700 SH       DEFINED 1                6700
ALLEGHENY TECHNOLOGIES INC     COM              01741R102      429    14117 SH       DEFINED 1               14117
ALLEGIANT TRAVEL CO            COM              01748X102      142     1936 SH       DEFINED 1                1936
ALLERGAN INC                   COM              018490102     3727    40634 SH       DEFINED 1               40634
ALLETE INC                     COM NEW          018522300      182     4441 SH       DEFINED 1                4441
ALLIANCE DATA SYSTEMS CORP     COM              018581108    38478   265807 SH       DEFINED 1              265807
ALLIANCE DATA SYSTEMS CORP     NOTE 1.750% 8/0  018581AD0     9775  5300000 PRN      DEFINED 1             5300000
ALLIANCE ONE INTL INC          COM              018772103     1059   290866 SH       DEFINED 1              290866
ALLIANT ENERGY CORP            COM              018802108     1919    43700 SH       DEFINED 1               43700
ALLIANT TECHSYSTEMS INC        COM              018804104      799    12900 SH       DEFINED 1               12900
ALLSCRIPTS HEALTHCARE SOLUTN   COM              01988P108      637    67600 SH       DEFINED 1               67600
ALLSTATE CORP                  COM              020002101    21283   529827 SH       DEFINED 1              529827
ALMOST FAMILY INC              COM              020409108       21     1055 SH       DEFINED 1                1055
ALPHA NATURAL RESOURCES INC    COM              02076X102      846    86900 SH       DEFINED 1               86900
ALPHA NATURAL RESOURCES INC    NOTE 2.375% 4/1  02076XAA0     2786  3000000 PRN      DEFINED 1             3000000
ALTERA CORP                    COM              021441100     1457    42311 SH       DEFINED 1               42311
ALTERRA CAPITAL HOLDINGS LIM   COM              G0229R108     3259   115600 SH       DEFINED 1              115600
ALTRA HOLDINGS INC             NOTE 2.750% 3/0  02208RAE6     2736  2500000 PRN      DEFINED 1             2500000
ALTRIA GROUP INC               COM              02209S103     8791   279802 SH       DEFINED 1              279802
AMAZON COM INC                 COM              023135106    33823   134679 SH       DEFINED 1              134679
AMC NETWORKS INC               CL A             00164V103     1119    22600 SH       DEFINED 1               22600
AMCOL INTL CORP                COM              02341W103     2347    76507 SH       DEFINED 1               76507
AMEDISYS INC                   COM              023436108       44     3931 SH       DEFINED 1                3931
AMEREN CORP                    COM              023608102      985    32067 SH       DEFINED 1               32067
AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W105     3065   132450 SH       DEFINED 1              132450
AMERICAN CAMPUS CMNTYS INC     COM              024835100     1901    41200 SH       DEFINED 1               41200
AMERICAN EAGLE OUTFITTERS NE   COM              02553E106     1457    71050 SH       DEFINED 1               71050
AMERICAN ELEC PWR INC          COM              025537101     8682   203416 SH       DEFINED 1              203416
AMERICAN EXPRESS CO            COM              025816109    47077   819023 SH       DEFINED 1              819023
AMERICAN FINL GROUP INC OHIO   COM              025932104     1180    29850 SH       DEFINED 1               29850
AMERICAN GREETINGS CORP        CL A             026375105       68     4016 SH       DEFINED 1                4016
AMERICAN INTL GROUP INC        COM NEW          026874784     7430   210480 SH       DEFINED 1              210480
AMERICAN MIDSTREAM PARTNERS    COM UNITS        02752P100     5797   425000 SH       DEFINED 1              425000
AMERICAN PUBLIC EDUCATION IN   COM              02913V103       83     2295 SH       DEFINED 1                2295
AMERICAN SCIENCE & ENGR INC    COM              029429107       69     1055 SH       DEFINED 1                1055
AMERICAN STS WTR CO            COM              029899101      117     2441 SH       DEFINED 1                2441
AMERICAN TOWER CORP NEW        COM              03027X100    50976   659711 SH       DEFINED 1              659711
AMERICAN VANGUARD CORP         COM              030371108     3649   117430 SH       DEFINED 1              117430
AMERICAN WTR WKS CO INC NEW    COM              030420103    29016   781475 SH       DEFINED 1              781475
AMERIPRISE FINL INC            COM              03076C106    19169   306070 SH       DEFINED 1              306070
AMERISAFE INC                  COM              03071H100       63     2310 SH       DEFINED 1                2310
AMERISOURCEBERGEN CORP         COM              03073E105    64298  1489072 SH       DEFINED 1             1489072
AMETEK INC NEW                 COM              031100100     3596    95712 SH       DEFINED 1               95712
AMGEN INC                      COM              031162100    10770   124773 SH       DEFINED 1              124773
AMN HEALTHCARE SERVICES INC    COM              001744101       65     5639 SH       DEFINED 1                5639
AMPHENOL CORP NEW              CL A             032095101    21475   331923 SH       DEFINED 1              331923
AMREIT INC NEW                 CL B             03216B208     3295   192100 SH       DEFINED 1              192100
AMSURG CORP                    COM              03232P405      121     4024 SH       DEFINED 1                4024
ANADARKO PETE CORP             COM              032511107    46992   632380 SH       DEFINED 1              632380
ANALOG DEVICES INC             COM              032654105     5251   124847 SH       DEFINED 1              124847
ANALOGIC CORP                  COM PAR $0.05    032657207     2515    33854 SH       DEFINED 1               33854
ANDERSONS INC                  COM              034164103       94     2197 SH       DEFINED 1                2197
ANIXTER INTL INC               COM              035290105      218     3400 SH       DEFINED 1                3400
ANN INC                        COM              035623107      645    19050 SH       DEFINED 1               19050
ANSYS INC                      COM              03662Q105     2458    36500 SH       DEFINED 1               36500
AOL INC                        COM              00184X105      977    33000 SH       DEFINED 1               33000
AON PLC                        SHS CL A         G0408V102     3958    71180 SH       DEFINED 1               71180
APACHE CORP                    COM              037411105     9643   122840 SH       DEFINED 1              122840
APARTMENT INVT & MGMT CO       CL A             03748R101      521    19256 SH       DEFINED 1               19256
APOGEE ENTERPRISES INC         COM              037598109       86     3606 SH       DEFINED 1                3606
APOLLO GROUP INC               CL A             037604105      276    13200 SH       DEFINED 1               13200
APOLLO INVT CORP               COM              03761U106      668    79904 SH       DEFINED 1               79904
APOLLO INVT CORP               NOTE 5.750% 1/1  03761UAE6    14490 14000000 PRN      DEFINED 1            14000000
APPLE INC                      COM              037833100   247780   464852 SH       DEFINED 1              464852
APPLIED INDL TECHNOLOGIES IN   COM              03820C105      224     5341 SH       DEFINED 1                5341
APPLIED MATLS INC              COM              038222105     7348   642320 SH       DEFINED 1              642320
APPROACH RESOURCES INC         COM              03834A103     6699   267860 SH       DEFINED 1              267860
APTARGROUP INC                 COM              038336103     6461   135400 SH       DEFINED 1              135400
AQUA AMERICA INC               COM              03836W103     1401    55133 SH       DEFINED 1               55133
ARBITRON INC                   COM              03875Q108      155     3324 SH       DEFINED 1                3324
ARCH COAL INC                  COM              039380100      612    83600 SH       DEFINED 1               83600
ARCHER DANIELS MIDLAND CO      COM              039483102    28470  1039433 SH       DEFINED 1             1039433
ARCTIC CAT INC                 COM              039670104       56     1683 SH       DEFINED 1                1683
ARES CAP CORP                  COM              04010L103     5005   286000 SH       DEFINED 1              286000
ARKANSAS BEST CORP DEL         COM              040790107       29     3027 SH       DEFINED 1                3027
ARQULE INC                     COM              04269E107       21     7445 SH       DEFINED 1                7445
ARRIS GROUP INC                COM              04269Q100      215    14402 SH       DEFINED 1               14402
ARROW ELECTRS INC              COM              042735100     1592    41800 SH       DEFINED 1               41800
ARUBA NETWORKS INC             COM              043176106     7028   338700 SH       DEFINED 1              338700
ASCENA RETAIL GROUP INC        COM              04351G101      917    49600 SH       DEFINED 1               49600
ASCENT CAP GROUP INC           COM SER A        043632108     2725    44000 SH       DEFINED 1               44000
ASHLAND INC NEW                COM              044209104     6433    80000 SH       DEFINED 1               80000
ASPEN INSURANCE HOLDINGS LTD   SHS              G05384105      898    28000 SH       DEFINED 1               28000
ASPEN TECHNOLOGY INC           COM              045327103     4866   176050 SH       DEFINED 1              176050
ASSOCIATED BANC CORP           COM              045487105      888    67663 SH       DEFINED 1               67663
ASSURANT INC                   COM              04621X108      361    10400 SH       DEFINED 1               10400
ASTEC INDS INC                 COM              046224101     1785    53563 SH       DEFINED 1               53563
ASTORIA FINL CORP              COM              046265104      301    32200 SH       DEFINED 1               32200
AT^T INC                       COM              00206R102    46018  1365110 SH       DEFINED 1             1365110
ATLANTIC TELE NETWORK INC      COM NEW          049079205       44     1187 SH       DEFINED 1                1187
ATMEL CORP                     COM              049513104     1134   173200 SH       DEFINED 1              173200
ATMI INC                       COM              00207R101     1547    74067 SH       DEFINED 1               74067
ATMOS ENERGY CORP              COM              049560105     1250    35600 SH       DEFINED 1               35600
ATWOOD OCEANICS INC            COM              050095108     3018    65900 SH       DEFINED 1               65900
AUTODESK INC                   COM              052769106     1049    29668 SH       DEFINED 1               29668
AUTOLIV INC                    COM              052800109      898    13332 SH       DEFINED 1               13332
AUTOMATIC DATA PROCESSING IN   COM              053015103     5863   102850 SH       DEFINED 1              102850
AUTONATION INC                 COM              05329W102      204     5129 SH       DEFINED 1                5129
AUTOZONE INC                   COM              053332102     1746     4925 SH       DEFINED 1                4925
AVAGO TECHNOLOGIES LTD         SHS              Y0486S104    18065   570581 SH       DEFINED 1              570581
AVALONBAY CMNTYS INC           COM              053484101     2044    15073 SH       DEFINED 1               15073
AVERY DENNISON CORP            COM              053611109     1640    46960 SH       DEFINED 1               46960
AVID TECHNOLOGY INC            COM              05367P100       29     3857 SH       DEFINED 1                3857
AVISTA CORP                    COM              05379B107      183     7592 SH       DEFINED 1                7592
AVNET INC                      COM              053807103     1656    54100 SH       DEFINED 1               54100
AVON PRODS INC                 COM              054303102     3174   221000 SH       DEFINED 1              221000
AZZ INC                        COM              002474104      124     3216 SH       DEFINED 1                3216
B & G FOODS INC NEW            COM              05508R106      189     6677 SH       DEFINED 1                6677
B/E AEROSPACE INC              COM              073302101    30708   621614 SH       DEFINED 1              621614
BADGER METER INC               COM              056525108       86     1817 SH       DEFINED 1                1817
BAIDU INC                      SPON ADR REP A   056752108     1504    15000 SH       DEFINED 1               15000
BAKER HUGHES INC               COM              057224107     3102    75954 SH       DEFINED 1               75954
BALCHEM CORP                   COM              057665200     6399   175792 SH       DEFINED 1              175792
BALL CORP                      COM              058498106      907    20264 SH       DEFINED 1               20264
BALLY TECHNOLOGIES INC         COM              05874B107     7635   170758 SH       DEFINED 1              170758
BANCO SANTANDER CHILE NEW      SP ADR REP COM   05965X109      481    16892 SH       DEFINED 1               16892
BANCOLOMBIA S A                SPON ADR PREF    05968L102      557     8364 SH       DEFINED 1                8364
BANCORPSOUTH INC               COM              059692103      475    32700 SH       DEFINED 1               32700
BANK HAWAII CORP               COM              062540109      780    17700 SH       DEFINED 1               17700
BANK MUTUAL CORP NEW           COM              063750103       24     5473 SH       DEFINED 1                5473
BANK NOVA SCOTIA HALIFAX       COM              064149107     5908   102000 SH       DEFINED 1              102000
BANK OF AMERICA CORPORATION    7.25%CNV PFD L   060505682      907      800 SH       DEFINED 1                 800
BANK OF AMERICA CORPORATION    COM              060505104    22345  1926279 SH       DEFINED 1             1926279
BANK OF THE OZARKS INC         COM              063904106      125     3746 SH       DEFINED 1                3746
BANNER CORP                    COM NEW          06652V208       68     2220 SH       DEFINED 1                2220
BARD C R INC                   COM              067383109      987    10100 SH       DEFINED 1               10100
BARNES & NOBLE INC             COM              067774109      225    14900 SH       DEFINED 1               14900
BARNES GROUP INC               COM              067806109      134     5981 SH       DEFINED 1                5981
BARRETT BILL CORP              COM              06846N104      338    19000 SH       DEFINED 1               19000
BASIC ENERGY SVCS INC NEW      COM              06985P100       40     3475 SH       DEFINED 1                3475
BAXTER INTL INC                COM              071813109    16432   246500 SH       DEFINED 1              246500
BB^T CORP                      COM              054937107     2690    92400 SH       DEFINED 1               92400
BBCN BANCORP INC               COM              073295107      115     9914 SH       DEFINED 1                9914
BEACON ROOFING SUPPLY INC      COM              073685109    13447   404050 SH       DEFINED 1              404050
BEAM INC                       COM              073730103    37371   611731 SH       DEFINED 1              611731
BECTON DICKINSON & CO          COM              075887109     3735    47762 SH       DEFINED 1               47762
BED BATH & BEYOND INC          COM              075896100    14391   257393 SH       DEFINED 1              257393
BEL FUSE INC                   CL B             077347300       26     1337 SH       DEFINED 1                1337
BELDEN INC                     COM              077454106     4409    98010 SH       DEFINED 1               98010
BEMIS INC                      COM              081437105     1782    53261 SH       DEFINED 1               53261
BENCHMARK ELECTRS INC          COM              08160H101      117     7044 SH       DEFINED 1                7044
BERKLEY W R CORP               COM              084423102     1636    43350 SH       DEFINED 1               43350
BERKSHIRE HATHAWAY INC DEL     CL B NEW         084670702    26908   299976 SH       DEFINED 1              299976
BEST BUY INC                   COM              086516101      418    35275 SH       DEFINED 1               35275
BHP BILLITON LTD               SPONSORED ADR    088606108    21132   269400 SH       DEFINED 1              269400
BIG 5 SPORTING GOODS CORP      COM              08915P101       28     2126 SH       DEFINED 1                2126
BIG LOTS INC                   COM              089302103      216     7600 SH       DEFINED 1                7600
BIGLARI HLDGS INC              COM              08986R101       60      153 SH       DEFINED 1                 153
BIO RAD LABS INC               CL A             090572207      830     7900 SH       DEFINED 1                7900
BIOGEN IDEC INC                COM              09062X103    18395   125415 SH       DEFINED 1              125415
BIOMED REALTY TRUST INC        COM              09063H107     1175    60800 SH       DEFINED 1               60800
BIO-REFERENCE LABS INC         COM $.01 NEW     09057G602       89     3097 SH       DEFINED 1                3097
BJS RESTAURANTS INC            COM              09180C106      103     3133 SH       DEFINED 1                3133
BLACK BOX CORP DEL             COM              091826107       51     2101 SH       DEFINED 1                2101
BLACK HILLS CORP               COM              092113109     2466    67867 SH       DEFINED 1               67867
BLACKBAUD INC                  COM              09227Q100      131     5737 SH       DEFINED 1                5737
BLACKROCK INC                  COM              09247X101    24059   116390 SH       DEFINED 1              116390
BLOCK H & R INC                COM              093671105      665    35800 SH       DEFINED 1               35800
BLUCORA INC                    COM              095229100       81     5176 SH       DEFINED 1                5176
BLUE NILE INC                  COM              09578R103       61     1588 SH       DEFINED 1                1588
BLYTH INC                      COM NEW          09643P207       22     1429 SH       DEFINED 1                1429
BMC SOFTWARE INC               COM              055921100      748    18860 SH       DEFINED 1               18860
BOB EVANS FARMS INC            COM              096761101      446    11100 SH       DEFINED 1               11100
BOEING CO                      COM              097023105    39272   521126 SH       DEFINED 1              521126
BORGWARNER INC                 COM              099724106    21555   300958 SH       DEFINED 1              300958
BOSTON BEER INC                CL A             100557107      143     1066 SH       DEFINED 1                1066
BOSTON PRIVATE FINL HLDGS IN   COM              101119105     7657   849787 SH       DEFINED 1              849787
BOSTON PROPERTIES INC          COM              101121101     2106    19900 SH       DEFINED 1               19900
BOSTON SCIENTIFIC CORP         COM              101137107     1912   333659 SH       DEFINED 1              333659
BOTTOMLINE TECH DEL INC        COM              101388106      125     4749 SH       DEFINED 1                4749
BOTTOMLINE TECH DEL INC        NOTE 1.500%12/0  101388AA4     1944  1750000 PRN      DEFINED 1             1750000
BOYD GAMING CORP               COM              103304101       47     7150 SH       DEFINED 1                7150
BP PLC                         SPONSORED ADR    055622104     2303    55300 SH       DEFINED 1               55300
BRADY CORP                     CL A             104674106      892    26695 SH       DEFINED 1               26695
BRE PROPERTIES INC             CL A             05564E106     1540    30300 SH       DEFINED 1               30300
BRIGGS & STRATTON CORP         COM              109043109      127     6038 SH       DEFINED 1                6038
BRINKER INTL INC               COM              109641100      892    28775 SH       DEFINED 1               28775
BRINKS CO                      COM              109696104      536    18800 SH       DEFINED 1               18800
BRISTOL MYERS SQUIBB CO        COM              110122108    10289   315713 SH       DEFINED 1              315713
BRISTOW GROUP INC              COM              110394103      245     4571 SH       DEFINED 1                4571
BROADCOM CORP                  CL A             111320107    23008   692796 SH       DEFINED 1              692796
BROADRIDGE FINL SOLUTIONS IN   COM              11133T103     1103    48200 SH       DEFINED 1               48200
BROADSOFT INC                  COM              11133B409     8723   240092 SH       DEFINED 1              240092
BROADSOFT INC                  NOTE 1.500% 7/0  11133BAB8     5840  5200000 PRN      DEFINED 1             5200000
BROOKLINE BANCORP INC DEL      COM              11373M107       76     8897 SH       DEFINED 1                8897
BROOKS AUTOMATION INC          COM              114340102     1179   146426 SH       DEFINED 1              146426
BROWN & BROWN INC              COM              115236101     1184    46500 SH       DEFINED 1               46500
BROWN FORMAN CORP              CL B             115637209     1267    20033 SH       DEFINED 1               20033
BROWN SHOE INC NEW             COM              115736100       95     5177 SH       DEFINED 1                5177
BRUNSWICK CORP                 COM              117043109    13549   465773 SH       DEFINED 1              465773
BUCKEYE TECHNOLOGIES INC       COM              118255108      141     4914 SH       DEFINED 1                4914
BUCKLE INC                     COM              118440106      155     3479 SH       DEFINED 1                3479
BUFFALO WILD WINGS INC         COM              119848109      172     2363 SH       DEFINED 1                2363
C D I CORP                     COM              125071100       30     1769 SH       DEFINED 1                1769
C H ROBINSON WORLDWIDE INC     COM NEW          12541W209    19410   307031 SH       DEFINED 1              307031
C^J ENERGY SVCS INC            COM              12467B304     1323    61700 SH       DEFINED 1               61700
CA INC                         COM              12673P105     1897    86292 SH       DEFINED 1               86292
CABELAS INC                    COM              126804301      760    18200 SH       DEFINED 1               18200
CABLEVISION SYS CORP           CL A NY CABLVS   12686C109     2086   139600 SH       DEFINED 1              139600
CABOT CORP                     COM              127055101      935    23500 SH       DEFINED 1               23500
CABOT MICROELECTRONICS CORP    COM              12709P103     2161    60846 SH       DEFINED 1               60846
CABOT OIL & GAS CORP           COM              127097103     1378    27700 SH       DEFINED 1               27700
CACI INTL INC                  CL A             127190304      160     2900 SH       DEFINED 1                2900
CADENCE DESIGN SYSTEM INC      COM              127387108     1490   110300 SH       DEFINED 1              110300
CAL MAINE FOODS INC            COM NEW          128030202       71     1763 SH       DEFINED 1                1763
CALAMOS ASSET MGMT INC         CL A             12811R104       27     2590 SH       DEFINED 1                2590
CALAVO GROWERS INC             COM              128246105       41     1616 SH       DEFINED 1                1616
CALGON CARBON CORP             COM              129603106      103     7246 SH       DEFINED 1                7246
CALIX INC                      COM              13100M509     9126  1186780 SH       DEFINED 1             1186780
CALLAWAY GOLF CO               COM              131193104       59     9018 SH       DEFINED 1                9018
CAMBREX CORP                   COM              132011107       43     3794 SH       DEFINED 1                3794
CAMDEN PPTY TR                 SH BEN INT       133131102     2258    33100 SH       DEFINED 1               33100
CAMERON INTERNATIONAL CORP     COM              13342B105    17931   317590 SH       DEFINED 1              317590
CAMPBELL SOUP CO               COM              134429109     4704   134826 SH       DEFINED 1              134826
CANADIAN PAC RY LTD            COM              13645T100     7267    71491 SH       DEFINED 1               71491
CANTEL MEDICAL CORP            COM              138098108       81     2730 SH       DEFINED 1                2730
CAPELLA EDUCATION COMPANY      COM              139594105       41     1453 SH       DEFINED 1                1453
CAPITAL ONE FINL CORP          COM              14040H105     7185   124029 SH       DEFINED 1              124029
CAPITOL FED FINL INC           COM              14057J101     1443   123474 SH       DEFINED 1              123474
CARBO CERAMICS INC             COM              140781105     2789    35600 SH       DEFINED 1               35600
CARDINAL HEALTH INC            COM              14149Y108    32448   787952 SH       DEFINED 1              787952
CARDTRONICS INC                COM              14161H108     4195   176699 SH       DEFINED 1              176699
CAREER EDUCATION CORP          COM              141665109       23     6479 SH       DEFINED 1                6479
CAREFUSION CORP                COM              14170T101     3823   133767 SH       DEFINED 1              133767
CARLISLE COS INC               COM              142339100     1457    24800 SH       DEFINED 1               24800
CARMAX INC                     COM              143130102     1134    30200 SH       DEFINED 1               30200
CARNIVAL CORP                  PAIRED CTF       143658300     5388   146542 SH       DEFINED 1              146542
CARPENTER TECHNOLOGY CORP      COM              144285103     4889    94700 SH       DEFINED 1               94700
CARRIZO OIL & CO INC           COM              144577103       97     4634 SH       DEFINED 1                4634
CARTER INC                     COM              146229109     1113    20000 SH       DEFINED 1               20000
CASCADE CORP                   COM              147195101     2403    37369 SH       DEFINED 1               37369
CASEYS GEN STORES INC          COM              147528103      258     4867 SH       DEFINED 1                4867
CASH AMER INTL INC             COM              14754D100      146     3691 SH       DEFINED 1                3691
CASTLE A M & CO                COM              148411101       31     2113 SH       DEFINED 1                2113
CATAMARAN CORP                 COM              148887102    31681   672500 SH       DEFINED 1              672500
CATERPILLAR INC DEL            COM              149123101     7729    86276 SH       DEFINED 1               86276
CATHAY GENERAL BANCORP         COM              149150104      564    28900 SH       DEFINED 1               28900
CATO CORP NEW                  CL A             149205106       94     3423 SH       DEFINED 1                3423
CAVIUM INC                     COM              14964U108     5989   191900 SH       DEFINED 1              191900
CBEYOND INC                    COM              149847105       34     3788 SH       DEFINED 1                3788
CBL & ASSOC PPTYS INC          COM              124830100     5199   245100 SH       DEFINED 1              245100
CBOE HLDGS INC                 COM              12503M108     1013    34400 SH       DEFINED 1               34400
CBRE GROUP INC                 CL A             12504L109    24787  1245591 SH       DEFINED 1             1245591
CBS CORP NEW                   CL B             124857202     3626    95284 SH       DEFINED 1               95284
CEC ENTMT INC                  COM              125137109     1319    39743 SH       DEFINED 1               39743
CEDAR REALTY TRUST INC         COM NEW          150602209     1161   219945 SH       DEFINED 1              219945
CELADON GROUP INC              COM              150838100     6437   356200 SH       DEFINED 1              356200
CELANESE CORP DEL              COM SER A        150870103     7840   176050 SH       DEFINED 1              176050
CELGENE CORP                   COM              151020104    29050   369032 SH       DEFINED 1              369032
CENTENE CORP DEL               COM              15135B101      269     6559 SH       DEFINED 1                6559
CENTERPOINT ENERGY INC         COM              15189T107    20515  1065724 SH       DEFINED 1             1065724
CENTRAL GARDEN & PET CO        CL A NON-VTG     153527205       55     5227 SH       DEFINED 1                5227
CENTURY ALUM CO                COM              156431108       57     6520 SH       DEFINED 1                6520
CENTURYLINK INC                COM              156700106    29127   744559 SH       DEFINED 1              744559
CERNER CORP                    COM              156782104    15408   198452 SH       DEFINED 1              198452
CEVA INC                       COM              157210105       45     2848 SH       DEFINED 1                2848
CF INDS HLDGS INC              COM              125269100    31742   156240 SH       DEFINED 1              156240
CH ENERGY GROUP INC            COM              12541M102      124     1899 SH       DEFINED 1                1899
CHARLES RIV LABS INTL INC      COM              159864107      716    19100 SH       DEFINED 1               19100
CHART INDS INC                 COM PAR $0.01    16115Q308     6878   103166 SH       DEFINED 1              103166
CHECKPOINT SYS INC             COM              162825103       55     5157 SH       DEFINED 1                5157
CHEESECAKE FACTORY INC         COM              163072101      643    19650 SH       DEFINED 1               19650
CHEMED CORP NEW                COM              16359R103      168     2450 SH       DEFINED 1                2450
CHESAPEAKE ENERGY CORP         COM              165167107     1137    68400 SH       DEFINED 1               68400
CHESAPEAKE ENERGY CORP         NOTE 2.500% 5/1  165167BZ9     3590  4000000 PRN      DEFINED 1             4000000
CHEVRON CORP NEW               COM              166764100   100042   925111 SH       DEFINED 1              925111
CHICOS FAS INC                 COM              168615102    36298  1966287 SH       DEFINED 1             1966287
CHILDRENS PL RETAIL STORES I   COM              168905107      133     2997 SH       DEFINED 1                2997
CHIPOTLE MEXICAN GRILL INC     COM              169656105     1249     4200 SH       DEFINED 1                4200
CHRISTOPHER & BANKS CORP       COM              171046105       26     4698 SH       DEFINED 1                4698
CHUBB CORP                     COM              171232101    15853   210470 SH       DEFINED 1              210470
CHURCH & DWIGHT INC            COM              171340102    41781   779928 SH       DEFINED 1              779928
CHUYS HLDGS INC                COM              171604101     2985   133600 SH       DEFINED 1              133600
CIBER INC                      COM              17163B102       28     8502 SH       DEFINED 1                8502
CIENA CORP                     COM NEW          171779309      620    39500 SH       DEFINED 1               39500
CIGNA CORPORATION              COM              125509109     2883    53926 SH       DEFINED 1               53926
CIMAREX ENERGY CO              COM              171798101     1969    34100 SH       DEFINED 1               34100
CINCINNATI BELL INC NEW        COM              171871106      139    25335 SH       DEFINED 1               25335
CINCINNATI FINL CORP           COM              172062101      759    19375 SH       DEFINED 1               19375
CINEMARK HOLDINGS INC          COM              17243V102     1047    40300 SH       DEFINED 1               40300
CINTAS CORP                    COM              172908105     2787    68133 SH       DEFINED 1               68133
CIRCOR INTL INC                COM              17273K109     2416    61014 SH       DEFINED 1               61014
CIRRUS LOGIC INC               COM              172755100      241     8319 SH       DEFINED 1                8319
CISCO SYS INC                  COM              17275R102    31804  1618510 SH       DEFINED 1             1618510
CITIGROUP INC                  COM NEW          172967424    60455  1528192 SH       DEFINED 1             1528192
CITRIX SYS INC                 COM              177376100    23848   362714 SH       DEFINED 1              362714
CITY HLDG CO                   COM              177835105       66     1884 SH       DEFINED 1                1884
CITY NATL CORP                 COM              178566105      926    18700 SH       DEFINED 1               18700
CLARCOR INC                    COM              179895107      941    19700 SH       DEFINED 1               19700
CLEAN HARBORS INC              COM              184496107     1144    20800 SH       DEFINED 1               20800
CLEARWATER PAPER CORP          COM              18538R103     3342    85348 SH       DEFINED 1               85348
CLECO CORP NEW                 COM              12561W105     5257   131400 SH       DEFINED 1              131400
CLIFFS NATURAL RESOURCES INC   COM              18683K101     2109    54700 SH       DEFINED 1               54700
CLOROX CO DEL                  COM              189054109     6112    83481 SH       DEFINED 1               83481
CLOUD PEAK ENERGY INC          COM              18911Q102     2102   108762 SH       DEFINED 1              108762
CME GROUP INC                  COM              12572Q105     2054    40500 SH       DEFINED 1               40500
CMS ENERGY CORP                COM              125896100      848    34800 SH       DEFINED 1               34800
COACH INC                      COM              189754104    11907   214500 SH       DEFINED 1              214500
COCA COLA CO                   COM              191216100    39992  1103236 SH       DEFINED 1             1103236
COCA COLA ENTERPRISES INC NE   COM              19122T109     1130    35600 SH       DEFINED 1               35600
COGNEX CORP                    COM              192422103     1487    40376 SH       DEFINED 1               40376
COGNIZANT TECHNOLOGY SOLUTIO   CL A             192446102    28360   382983 SH       DEFINED 1              382983
COHERENT INC                   COM              192479103      154     3043 SH       DEFINED 1                3043
COHU INC                       COM              192576106       31     2893 SH       DEFINED 1                2893
COINSTAR INC                   COM              19259P300      199     3834 SH       DEFINED 1                3834
COINSTAR INC                   NOTE 4.000% 9/0  19259PAF9    11891  8400000 PRN      DEFINED 1             8400000
COLDWATER CREEK INC            COM NEW          193068202       12     2559 SH       DEFINED 1                2559
COLGATE PALMOLIVE CO           COM              194162103     6128    58622 SH       DEFINED 1               58622
COLONIAL PPTYS TR              COM SH BEN INT   195872106      225    10522 SH       DEFINED 1               10522
COLUMBIA BKG SYS INC           COM              197236102     1328    74042 SH       DEFINED 1               74042
COMCAST CORP NEW               CL A             20030N101    74311  1987997 SH       DEFINED 1             1987997
COMERICA INC                   COM              200340107     4966   163690 SH       DEFINED 1              163690
COMFORT SYS USA INC            COM              199908104     1565   128736 SH       DEFINED 1              128736
COMMERCE BANCSHARES INC        COM              200525103     3117    88916 SH       DEFINED 1               88916
COMMERCIAL METALS CO           COM              201723103      681    45800 SH       DEFINED 1               45800
COMMUNITY BK SYS INC           COM              203607106      138     5029 SH       DEFINED 1                5029
COMMUNITY HEALTH SYS INC NEW   COM              203668108     1104    35900 SH       DEFINED 1               35900
COMMVAULT SYSTEMS INC          COM              204166102      375     5373 SH       DEFINED 1                5373
COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W203     2566    61110 SH       DEFINED 1               61110
COMPASS DIVERSIFIED HOLDINGS   SH BEN INT       20451Q104     2030   138000 SH       DEFINED 1              138000
COMPASS MINERALS INTL INC      COM              20451N101      971    13000 SH       DEFINED 1               13000
COMPUTER PROGRAMS & SYS INC    COM              205306103       67     1323 SH       DEFINED 1                1323
COMPUTER SCIENCES CORP         COM              205363104     4283   106950 SH       DEFINED 1              106950
COMPUWARE CORP                 COM              205638109      913    84000 SH       DEFINED 1               84000
COMSCORE INC                   COM              20564W105       57     4119 SH       DEFINED 1                4119
COMSTOCK RES INC               COM NEW          205768203       86     5690 SH       DEFINED 1                5690
COMTECH TELECOMMUNICATIONS C   COM NEW          205826209       56     2210 SH       DEFINED 1                2210
CONAGRA FOODS INC              COM              205887102     4285   145240 SH       DEFINED 1              145240
CONCEPTUS INC                  COM              206016107     3169   150831 SH       DEFINED 1              150831
CONCHO RES INC                 COM              20605P101    18070   224302 SH       DEFINED 1              224302
CONCUR TECHNOLOGIES INC        COM              206708109     1202    17800 SH       DEFINED 1               17800
CONMED CORP                    COM              207410101      101     3619 SH       DEFINED 1                3619
CONOCOPHILLIPS                 COM              20825C104    23320   402138 SH       DEFINED 1              402138
CONSOL ENERGY INC              COM              20854P109     3759   117100 SH       DEFINED 1              117100
CONSOLIDATED EDISON INC        COM              209115104     2147    38650 SH       DEFINED 1               38650
CONSOLIDATED GRAPHICS INC      COM              209341106       36     1038 SH       DEFINED 1                1038
CONSTELLATION BRANDS INC       CL A             21036P108      708    20000 SH       DEFINED 1               20000
CONTANGO OIL & GAS COMPANY     COM NEW          21075N204       69     1621 SH       DEFINED 1                1621
CONVERGYS CORP                 COM              212485106      706    43000 SH       DEFINED 1               43000
CON-WAY INC                    COM              205944101      615    22100 SH       DEFINED 1               22100
COOPER COS INC                 COM NEW          216648402     1748    18900 SH       DEFINED 1               18900
COPANO ENERGY L L C            COM UNITS        217202100     2072    65500 SH       DEFINED 1               65500
COPART INC                     COM              217204106     1232    41772 SH       DEFINED 1               41772
CORELOGIC INC                  COM              21871D103     1034    38400 SH       DEFINED 1               38400
CORINTHIAN COLLEGES INC        COM              218868107       24     9914 SH       DEFINED 1                9914
CORNERSTONE ONDEMAND INC       COM              21925Y103     4217   142800 SH       DEFINED 1              142800
CORNING INC                    COM              219350105     5468   433300 SH       DEFINED 1              433300
CORPORATE EXECUTIVE BRD CO     COM              21988R102      626    13200 SH       DEFINED 1               13200
CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T108      794    31800 SH       DEFINED 1               31800
CORRECTIONS CORP AMER NEW      COM NEW          22025Y407    29466   830742 SH       DEFINED 1              830742
CORVEL CORP                    COM              221006109       35      783 SH       DEFINED 1                 783
COSTCO WHSL CORP NEW           COM              22160K105    28719   290764 SH       DEFINED 1              290764
COUSINS PPTYS INC              COM              222795106       96    11508 SH       DEFINED 1               11508
COVANCE INC                    COM              222816100     1248    21600 SH       DEFINED 1               21600
COVENTRY HEALTH CARE INC       COM              222862104      798    17800 SH       DEFINED 1               17800
COVIDIEN PLC                   SHS              G2554F113     6548   113400 SH       DEFINED 1              113400
CRACKER BARREL OLD CTRY STOR   COM              22410J106      193     3009 SH       DEFINED 1                3009
CRANE CO                       COM              224399105      870    18800 SH       DEFINED 1               18800
CREE INC                       COM              225447101     1556    45800 SH       DEFINED 1               45800
CROCS INC                      COM              227046109      166    11558 SH       DEFINED 1               11558
CROSS CTRY HEALTHCARE INC      COM              227483104       19     3926 SH       DEFINED 1                3926
CROSSTEX ENERGY L P            COM              22765U102     5965   410000 SH       DEFINED 1              410000
CROWN CASTLE INTL CORP         COM              228227104    18957   262706 SH       DEFINED 1              262706
CROWN HOLDINGS INC             COM              228368106     5266   143050 SH       DEFINED 1              143050
CRYOLIFE INC                   COM              228903100       20     3172 SH       DEFINED 1                3172
CSG SYS INTL INC               COM              126349109       78     4283 SH       DEFINED 1                4283
CSS INDS INC                   COM              125906107     1773    81000 SH       DEFINED 1               81000
CSX CORP                       COM              126408103     6938   351650 SH       DEFINED 1              351650
CTRIP COM INTL LTD             AMERICAN DEP SHS 22943F100     2528   110922 SH       DEFINED 1              110922
CTS CORP                       COM              126501105       46     4292 SH       DEFINED 1                4292
CUBIC CORP                     COM              229669106       98     2038 SH       DEFINED 1                2038
CUBIST PHARMACEUTICALS INC     COM              229678107      344     8182 SH       DEFINED 1                8182
CUBIST PHARMACEUTICALS INC     NOTE 2.500%11/0  229678AD9     9805  6250000 PRN      DEFINED 1             6250000
CULLEN FROST BANKERS INC       COM              229899109     2198    40499 SH       DEFINED 1               40499
CULP INC                       COM              230215105     1300    86600 SH       DEFINED 1               86600
CUMMINS INC                    COM              231021106    41237   380593 SH       DEFINED 1              380593
CURTISS WRIGHT CORP            COM              231561101      195     5943 SH       DEFINED 1                5943
CVB FINL CORP                  COM              126600105      116    11186 SH       DEFINED 1               11186
CVS CAREMARK CORPORATION       COM              126650100    70730  1462883 SH       DEFINED 1             1462883
CYBERONICS INC                 COM              23251P102      159     3028 SH       DEFINED 1                3028
CYMER INC                      COM              232572107     1325    14654 SH       DEFINED 1               14654
CYPRESS SEMICONDUCTOR CORP     COM              232806109      562    51800 SH       DEFINED 1               51800
CYTEC INDS INC                 COM              232820100     1239    18000 SH       DEFINED 1               18000
D R HORTON INC                 COM              23331A109      730    36900 SH       DEFINED 1               36900
DAKTRONICS INC                 COM              234264109       52     4725 SH       DEFINED 1                4725
DANAHER CORP DEL               COM              235851102    38742   693059 SH       DEFINED 1              693059
DARDEN RESTAURANTS INC         COM              237194105      764    16950 SH       DEFINED 1               16950
DARLING INTL INC               COM              237266101      240    14961 SH       DEFINED 1               14961
DAVITA HEALTHCARE PARTNERS I   COM              23918K108    18746   169602 SH       DEFINED 1              169602
DEALERTRACK TECHNOLOGIES INC   COM              242309102      156     5426 SH       DEFINED 1                5426
DEAN FOODS CO NEW              COM              242370104      404    24500 SH       DEFINED 1               24500
DECKERS OUTDOOR CORP           COM              243537107      560    13900 SH       DEFINED 1               13900
DEERE & CO                     COM              244199105     4470    51720 SH       DEFINED 1               51720
DELEK LOGISTICS PARTNERS LP    COM UNT RP INT   24664T103     8050   350000 SH       DEFINED 1              350000
DELL INC                       COM              24702R101     4740   467933 SH       DEFINED 1              467933
DELPHI AUTOMOTIVE PLC          SHS              G27823106    15055   393600 SH       DEFINED 1              393600
DELTIC TIMBER CORP             COM              247850100     3954    55983 SH       DEFINED 1               55983
DELUXE CORP                    COM              248019101      648    20100 SH       DEFINED 1               20100
DENBURY RES INC                COM NEW          247916208      828    51100 SH       DEFINED 1               51100
DENDREON CORP                  NOTE 2.875% 1/1  24823QAC1     8683 11500000 PRN      DEFINED 1            11500000
DENTSPLY INTL INC NEW          COM              249030107      741    18700 SH       DEFINED 1               18700
DEVON ENERGY CORP NEW          COM              25179M103     6860   131828 SH       DEFINED 1              131828
DEVRY INC DEL                  COM              251893103      534    22500 SH       DEFINED 1               22500
DEXCOM INC                     COM              252131107     5511   404892 SH       DEFINED 1              404892
DIAMOND FOODS INC              COM              252603105       38     2804 SH       DEFINED 1                2804
DIAMOND OFFSHORE DRILLING IN   COM              25271C102     3745    55100 SH       DEFINED 1               55100
DIAMONDROCK HOSPITALITY CO     COM              252784301      223    24791 SH       DEFINED 1               24791
DICE HLDGS INC                 COM              253017107       58     6363 SH       DEFINED 1                6363
DICKS SPORTING GOODS INC       COM              253393102    26328   578775 SH       DEFINED 1              578775
DIEBOLD INC                    COM              253651103      762    24900 SH       DEFINED 1               24900
DIGI INTL INC                  COM              253798102       32     3349 SH       DEFINED 1                3349
DIGITAL GENERATION INC         COM              25400B108       35     3230 SH       DEFINED 1                3230
DIGITAL RIV INC                COM              25388B104       65     4514 SH       DEFINED 1                4514
DIME CMNTY BANCSHARES          COM              253922108       51     3664 SH       DEFINED 1                3664
DINEEQUITY INC                 COM              254423106      132     1967 SH       DEFINED 1                1967
DIODES INC                     COM              254543101     7250   417894 SH       DEFINED 1              417894
DIRECTV                        COM              25490A309     3998    79700 SH       DEFINED 1               79700
DISCOVER FINL SVCS             COM              254709108     2570    66656 SH       DEFINED 1               66656
DISCOVERY COMMUNICATNS NEW     COM SER A        25470F104     2000    31500 SH       DEFINED 1               31500
DISNEY WALT CO                 COM DISNEY       254687106    15537   312057 SH       DEFINED 1              312057
DOLAN CO                       COM              25659P402      586   150660 SH       DEFINED 1              150660
DOLLAR GEN CORP NEW            COM              256677105    25424   576650 SH       DEFINED 1              576650
DOLLAR TREE INC                COM              256746108     1217    30000 SH       DEFINED 1               30000
DOMINION RES INC VA NEW        COM              25746U109     3930    75876 SH       DEFINED 1               75876
DOMTAR CORP                    COM NEW          257559203     1161    13900 SH       DEFINED 1               13900
DONALDSON INC                  COM              257651109     1747    53200 SH       DEFINED 1               53200
DONNELLEY R R & SONS CO        COM              257867101      639    71000 SH       DEFINED 1               71000
DOVER CORP                     COM              260003108    31671   481978 SH       DEFINED 1              481978
DOW CHEM CO                    COM              260543103     5117   158309 SH       DEFINED 1              158309
DR PEPPER SNAPPLE GROUP INC    COM              26138E109     2712    61384 SH       DEFINED 1               61384
DREAMWORKS ANIMATION SKG INC   CL A             26153C103      469    28300 SH       DEFINED 1               28300
DRESSER-RAND GROUP INC         COM              261608103     1673    29800 SH       DEFINED 1               29800
DREW INDS INC                  COM NEW          26168L205     4079   126489 SH       DEFINED 1              126489
DRIL-QUIP INC                  COM              262037104     8313   113800 SH       DEFINED 1              113800
DSP GROUP INC                  COM              23332B106       16     2766 SH       DEFINED 1                2766
DST SYS INC DEL                COM              233326107      733    12100 SH       DEFINED 1               12100
DTE ENERGY CO                  COM              233331107     1366    22750 SH       DEFINED 1               22750
DTS INC                        COM              23335C101       40     2373 SH       DEFINED 1                2373
DU PONT E I DE NEMOURS & CO    COM              263534109    19673   437468 SH       DEFINED 1              437468
DUKE ENERGY CORP NEW           COM NEW          26441C204    11161   174930 SH       DEFINED 1              174930
DUKE REALTY CORP               COM NEW          264411505     1504   108400 SH       DEFINED 1              108400
DUN & BRADSTREET CORP DEL NE   COM              26483E100      464     5900 SH       DEFINED 1                5900
DXP ENTERPRISES INC NEW        COM NEW          233377407     8182   166751 SH       DEFINED 1              166751
DYCOM INDS INC                 COM              267475101       82     4141 SH       DEFINED 1                4141
E M C CORP MASS                COM              268648102    50116  1980861 SH       DEFINED 1             1980861
E M C CORP MASS                NOTE 1.750%12/0  268648AM4    10056  6300000 PRN      DEFINED 1             6300000
E TRADE FINANCIAL CORP         COM NEW          269246401    11044  1233960 SH       DEFINED 1             1233960
EAGLE MATERIALS INC            COM              26969P108      346     5906 SH       DEFINED 1                5906
EAST WEST BANCORP INC          COM              27579R104    15135   704300 SH       DEFINED 1              704300
EASTGROUP PPTY INC             COM              277276101      203     3765 SH       DEFINED 1                3765
EASTMAN CHEM CO                COM              277432100     1378    20250 SH       DEFINED 1               20250
EATON CORP PLC                 SHS              G29183103     5996   110633 SH       DEFINED 1              110633
EATON VANCE CORP               COM NON VTG      278265103     1446    45400 SH       DEFINED 1               45400
EBAY INC                       COM              278642103    48225   945223 SH       DEFINED 1              945223
EBIX INC                       COM NEW          278715206       65     4073 SH       DEFINED 1                4073
ECOLAB INC                     COM              278865100     2502    34800 SH       DEFINED 1               34800
EDISON INTL                    COM              281020107    13960   308920 SH       DEFINED 1              308920
EDUCATION RLTY TR INC          COM              28140H104     4250   399450 SH       DEFINED 1              399450
EDWARDS LIFESCIENCES CORP      COM              28176E108     1371    15200 SH       DEFINED 1               15200
EHEALTH INC                    COM              28238P109       71     2573 SH       DEFINED 1                2573
EL PASO ELEC CO                COM NEW          283677854     3271   102496 SH       DEFINED 1              102496
EL PASO PIPELINE PARTNERS L    COM UNIT LPI     283702108    10878   294246 SH       DEFINED 1              294246
ELAN PLC                       ADR              284131208    19553  1915120 SH       DEFINED 1             1915120
ELECTRO RENT CORP              COM              285218103     2898   188400 SH       DEFINED 1              188400
ELECTRO SCIENTIFIC INDS        COM              285229100     1234   123974 SH       DEFINED 1              123974
ELECTRONIC ARTS INC            COM              285512109      586    40300 SH       DEFINED 1               40300
ELECTRONICS FOR IMAGING INC    COM              286082102      112     5915 SH       DEFINED 1                5915
ELLIS PERRY INTL INC           COM              288853104       30     1527 SH       DEFINED 1                1527
EMBRAER S A                    SP ADR REP 4 COM 29082A107     1027    36030 SH       DEFINED 1               36030
EMCOR GROUP INC                COM              29084Q100      293     8453 SH       DEFINED 1                8453
EMERGENT BIOSOLUTIONS INC      COM              29089Q105       52     3229 SH       DEFINED 1                3229
EMERSON ELEC CO                COM              291011104    15419   291151 SH       DEFINED 1              291151
EMPIRE DIST ELEC CO            COM              291641108     1464    71851 SH       DEFINED 1               71851
EMPLOYERS HOLDINGS INC         COM              292218104     1377    66903 SH       DEFINED 1               66903
ENCORE CAP GROUP INC           COM              292554102       90     2954 SH       DEFINED 1                2954
ENCORE WIRE CORP               COM              292562105       72     2362 SH       DEFINED 1                2362
ENDEAVOR INTL CORP INC         NOTE 5.500% 7/1  29257MAE0     5219  7000000 PRN      DEFINED 1             7000000
ENDO HEALTH SOLUTIONS INC      COM              29264F205     1182    45000 SH       DEFINED 1               45000
ENDOLOGIX INC                  COM              29266S106     8936   627494 SH       DEFINED 1              627494
ENERGEN CORP                   COM              29265N108     4058    90000 SH       DEFINED 1               90000
ENERGIZER HLDGS INC            COM              29266R108     3615    45200 SH       DEFINED 1               45200
ENERGY TRANSFER EQUITY L P     COM UT LTD PTN   29273V100    20011   440000 SH       DEFINED 1              440000
ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R109     8586   200000 SH       DEFINED 1              200000
ENERSYS                        COM              29275Y102      232     6159 SH       DEFINED 1                6159
ENGILITY HLDGS INC             COM              29285W104       41     2106 SH       DEFINED 1                2106
ENPRO INDS INC                 COM              29355X107      108     2631 SH       DEFINED 1                2631
ENSCO PLC                      SHS CLASS A      G3157S106     1820    30700 SH       DEFINED 1               30700
ENSIGN GROUP INC               COM              29358P101       60     2220 SH       DEFINED 1                2220
ENTEGRIS INC                   COM              29362U104      614    66900 SH       DEFINED 1               66900
ENTERGY CORP NEW               COM              29364G103     5591    87709 SH       DEFINED 1               87709
ENTERPRISE PRODS PARTNERS L    COM              293792107     6326   126325 SH       DEFINED 1              126325
ENTROPIC COMMUNICATIONS INC    COM              29384R105       60    11249 SH       DEFINED 1               11249
ENZO BIOCHEM INC               COM              294100102       11     4241 SH       DEFINED 1                4241
EOG RES INC                    COM              26875P101     4315    35720 SH       DEFINED 1               35720
EPIQ SYS INC                   COM              26882D109       52     4059 SH       DEFINED 1                4059
EPR PPTYS                      COM SH BEN INT   26884U109      274     5951 SH       DEFINED 1                5951
EQT CORP                       COM              26884L109     2227    37760 SH       DEFINED 1               37760
EQT MIDSTREAM PARTNERS LP      UNIT LTD PARTN   26885B100    11902   382100 SH       DEFINED 1              382100
EQUIFAX INC                    COM              294429105      855    15800 SH       DEFINED 1               15800
EQUINIX INC                    COM NEW          29444U502     6809    33022 SH       DEFINED 1               33022
EQUINIX INC                    NOTE 3.000%10/1  29444UAG1     9295  4765000 PRN      DEFINED 1             4765000
EQUITY ONE                     COM              294752100      511    24300 SH       DEFINED 1               24300
EQUITY RESIDENTIAL             SH BEN INT       29476L107     2408    42500 SH       DEFINED 1               42500
ESCO TECHNOLOGIES INC          COM              296315104      127     3386 SH       DEFINED 1                3386
ESSEX PPTY TR INC              COM              297178105     2112    14400 SH       DEFINED 1               14400
ESTERLINE TECHNOLOGIES CORP    COM              297425100      776    12200 SH       DEFINED 1               12200
ETHAN ALLEN INTERIORS INC      COM              297602104     1339    52097 SH       DEFINED 1               52097
EV ENERGY PARTNERS LP          COM UNITS        26926V107     7570   133832 SH       DEFINED 1              133832
EXA CORP                       COM              300614500     1720   176724 SH       DEFINED 1              176724
EXACT SCIENCES CORP            COM              30063P105     6211   586450 SH       DEFINED 1              586450
EXACTTARGET INC                COM              30064K105     2952   147600 SH       DEFINED 1              147600
EXAR CORP                      COM              300645108       52     5835 SH       DEFINED 1                5835
EXCO RESOURCES INC             COM              269279402     5926   875400 SH       DEFINED 1              875400
EXELIS INC                     COM              30162A108      833    73900 SH       DEFINED 1               73900
EXELON CORP                    COM              30161N101     7106   238953 SH       DEFINED 1              238953
EXIDE TECHNOLOGIES             FRNT 9/1         302051AL1     3874  4166000 PRN      DEFINED 1             4166000
EXLSERVICE HOLDINGS INC        COM              302081104       88     3308 SH       DEFINED 1                3308
EXPEDIA INC DEL                COM NEW          30212P303      753    12250 SH       DEFINED 1               12250
EXPEDITORS INTL WASH INC       COM              302130109     3520    89000 SH       DEFINED 1               89000
EXPONENT INC                   COM              30214U102       94     1680 SH       DEFINED 1                1680
EXPRESS SCRIPTS HLDG CO        COM              30219G108    50257   930692 SH       DEFINED 1              930692
EXTERRAN HLDGS INC             COM              30225X103      181     8245 SH       DEFINED 1                8245
EXTRA SPACE STORAGE INC        COM              30225T102      473    13011 SH       DEFINED 1               13011
EXXON MOBIL CORP               COM              30231G102   105337  1217070 SH       DEFINED 1             1217070
EZCHIP SEMICONDUCTOR LIMITED   ORD              M4146Y108     2603    78700 SH       DEFINED 1               78700
EZCORP INC                     CL A NON VTG     302301106      114     5742 SH       DEFINED 1                5742
F M C CORP                     COM NEW          302491303     1059    18100 SH       DEFINED 1               18100
F5 NETWORKS INC                COM              315616102    18783   193345 SH       DEFINED 1              193345
FACEBOOK INC                   CL A             30303M102     1502    56400 SH       DEFINED 1               56400
FACTSET RESH SYS INC           COM              303075105     1409    16000 SH       DEFINED 1               16000
FAIR ISAAC CORP                COM              303250104      580    13800 SH       DEFINED 1               13800
FAIRCHILD SEMICONDUCTOR INTL   COM              303726103      720    50000 SH       DEFINED 1               50000
FAMILY DLR STORES INC          COM              307000109     6370   100450 SH       DEFINED 1              100450
FARO TECHNOLOGIES INC          COM              311642102       77     2156 SH       DEFINED 1                2156
FASTENAL CO                    COM              311900104     1662    35600 SH       DEFINED 1               35600
FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206     2653    25500 SH       DEFINED 1               25500
FEDERAL SIGNAL CORP            COM              313855108       60     7914 SH       DEFINED 1                7914
FEDERATED INVS INC PA          CL B             314211103     1012    50000 SH       DEFINED 1               50000
FEDEX CORP                     COM              31428X106    31969   348554 SH       DEFINED 1              348554
FEI CO                         COM              30241L109     8427   151941 SH       DEFINED 1              151941
FIDELITY NATIONAL FINANCIAL    CL A             31620R105     1966    83491 SH       DEFINED 1               83491
FIDELITY NATIONAL FINANCIAL    NOTE 4.250% 8/1  31620RAE5     6394  5000000 PRN      DEFINED 1             5000000
FIDELITY NATL INFORMATION SV   COM              31620M106     1145    32900 SH       DEFINED 1               32900
FIFTH & PAC COS INC            COM              316645100     1301   104477 SH       DEFINED 1              104477
FIFTH THIRD BANCORP            COM              316773100     1799   118434 SH       DEFINED 1              118434
FINANCIAL ENGINES INC          COM              317485100      145     5231 SH       DEFINED 1                5231
FINISAR CORP                   COM NEW          31787A507     4352   267000 SH       DEFINED 1              267000
FINISH LINE INC                CL A             317923100      122     6458 SH       DEFINED 1                6458
FIRST AMERN FINL CORP          COM              31847R102     1012    42000 SH       DEFINED 1               42000
FIRST BANCORP P R              COM NEW          318672706       41     8905 SH       DEFINED 1                8905
FIRST CASH FINL SVCS INC       COM              31942D107      166     3347 SH       DEFINED 1                3347
FIRST COMWLTH FINL CORP PA     COM              319829107       89    13036 SH       DEFINED 1               13036
FIRST FINL BANCORP OH          COM              320209109      109     7433 SH       DEFINED 1                7433
FIRST FINL BANKSHARES          COM              32020R109      148     3800 SH       DEFINED 1                3800
FIRST HORIZON NATL CORP        COM              320517105      324    32666 SH       DEFINED 1               32666
FIRST MIDWEST BANCORP DEL      COM              320867104      119     9508 SH       DEFINED 1                9508
FIRST NIAGARA FINL GP INC      COM              33582V108     1102   138910 SH       DEFINED 1              138910
FIRST POTOMAC RLTY TR          COM              33610F109     1990   161000 SH       DEFINED 1              161000
FIRST SOLAR INC                COM              336433107      914    29600 SH       DEFINED 1               29600
FIRSTENERGY CORP               COM              337932107     3880    92906 SH       DEFINED 1               92906
FIRSTMERIT CORP                COM              337915102      613    43210 SH       DEFINED 1               43210
FISERV INC                     COM              337738108     1460    18475 SH       DEFINED 1               18475
FLIR SYS INC                   COM              302445101      442    19800 SH       DEFINED 1               19800
FLOWERS FOODS INC              COM              343498101     1052    45200 SH       DEFINED 1               45200
FLOWSERVE CORP                 COM              34354P105      969     6600 SH       DEFINED 1                6600
FLUIDIGM CORP DEL              COM              34385P108     4234   295850 SH       DEFINED 1              295850
FLUOR CORP NEW                 COM              343412102     1292    22000 SH       DEFINED 1               22000
FMC TECHNOLOGIES INC           COM              30249U101    11587   270523 SH       DEFINED 1              270523
FNB CORP PA                    COM              302520101      189    17759 SH       DEFINED 1               17759
FOOT LOCKER INC                COM              344849104     1908    59400 SH       DEFINED 1               59400
FORD MTR CO DEL                COM PAR $0.01    345370860     9987   771165 SH       DEFINED 1              771165
FORD MTR CO DEL                NOTE 4.250%11/1  345370CN8    11729  7400000 PRN      DEFINED 1             7400000
FOREST LABS INC                COM              345838106     1090    30866 SH       DEFINED 1               30866
FOREST OIL CORP                COM PAR $0.01    346091705      312    46600 SH       DEFINED 1               46600
FORESTAR GROUP INC             COM              346233109       76     4407 SH       DEFINED 1                4407
FORRESTER RESH INC             COM              346563109       49     1841 SH       DEFINED 1                1841
FORTINET INC                   COM              34959E109    26196  1243280 SH       DEFINED 1             1243280
FORTUNE BRANDS HOME & SEC IN   COM              34964C106     8059   275800 SH       DEFINED 1              275800
FORWARD AIR CORP               COM              349853101      131     3732 SH       DEFINED 1                3732
FOSSIL INC                     COM              349882100      661     7100 SH       DEFINED 1                7100
FRANCO NEVADA CORP             COM              351858105     3842    67200 SH       DEFINED 1               67200
FRANKLIN ELEC INC              COM              353514102     2364    38027 SH       DEFINED 1               38027
FRANKLIN RES INC               COM              354613101     2804    22305 SH       DEFINED 1               22305
FRANKLIN STREET PPTYS CORP     COM              35471R106      113     9166 SH       DEFINED 1                9166
FREDS INC                      CL A             356108100     1638   123089 SH       DEFINED 1              123089
FREEPORT-MCMORAN COPPER & GO   COM              35671D857    13388   391456 SH       DEFINED 1              391456
FREESCALE SEMICONDUCTOR LTD    SHS              G3727Q101     4659   423201 SH       DEFINED 1              423201
FRONTIER COMMUNICATIONS CORP   COM              35906A108      564   131797 SH       DEFINED 1              131797
FTI CONSULTING INC             COM              302941109     1752    53100 SH       DEFINED 1               53100
FULLER H B CO                  COM              359694106      221     6337 SH       DEFINED 1                6337
FULTON FINL CORP PA            COM              360271100      754    78500 SH       DEFINED 1               78500
G & K SVCS INC                 CL A             361268105     2962    86729 SH       DEFINED 1               86729
GALLAGHER ARTHUR J & CO        COM              363576109     1698    49000 SH       DEFINED 1               49000
GAMESTOP CORP NEW              CL A             36467W109      401    16000 SH       DEFINED 1               16000
GANNETT INC                    COM              364730101      547    30350 SH       DEFINED 1               30350
GAP INC DEL                    COM              364760108    15839   510275 SH       DEFINED 1              510275
GARDNER DENVER INC             COM              365558105     1322    19300 SH       DEFINED 1               19300
GARTNER INC                    COM              366651107     1698    36900 SH       DEFINED 1               36900
GATX CORP                      COM              361448103      801    18500 SH       DEFINED 1               18500
GENCORP INC                    COM              368682100       70     7686 SH       DEFINED 1                7686
GENERAL CABLE CORP DEL NEW     COM              369300108      596    19600 SH       DEFINED 1               19600
GENERAL CABLE CORP DEL NEW     FRNT 4.500%11/1  369300AL2    18339 17000000 PRN      DEFINED 1            17000000
GENERAL COMMUNICATION INC      CL A             369385109       40     4132 SH       DEFINED 1                4132
GENERAL DYNAMICS CORP          COM              369550108     5126    73994 SH       DEFINED 1               73994
GENERAL ELECTRIC CO            COM              369604103    75953  3618536 SH       DEFINED 1             3618536
GENERAL MLS INC                COM              370334104     5035   124595 SH       DEFINED 1              124595
GENERAL MTRS CO                JR PFD CNV SRB   37045V209    17025   385800 SH       DEFINED 1              385800
GENESCO INC                    COM              371532102     5273    95868 SH       DEFINED 1               95868
GENESEE & WYO INC              CL A             371559105    10027   131800 SH       DEFINED 1              131800
GENESEE & WYO INC              UNIT 10/01/2015  371559204     1114    10000 SH       DEFINED 1               10000
GENTEX CORP                    COM              371901109     1058    56200 SH       DEFINED 1               56200
GENTIVA HEALTH SERVICES INC    COM              37247A102       36     3619 SH       DEFINED 1                3619
GENUINE PARTS CO               COM              372460105     3376    53100 SH       DEFINED 1               53100
GENWORTH FINL INC              COM CL A         37247D106      487    64900 SH       DEFINED 1               64900
GEO GROUP INC                  COM              36159R103      221     7825 SH       DEFINED 1                7825
GEOSPACE TECHNOLOGIES CORP     COM              37364X109      144     1620 SH       DEFINED 1                1620
GERDAU S A                     SPON ADR REP PFD 373737105     1752   194870 SH       DEFINED 1              194870
GETTY RLTY CORP NEW            COM              374297109       61     3394 SH       DEFINED 1                3394
GIBRALTAR INDS INC             COM              374689107     2653   166650 SH       DEFINED 1              166650
GILEAD SCIENCES INC            COM              375558103    41988   571658 SH       DEFINED 1              571658
GILEAD SCIENCES INC            NOTE 1.000% 5/0  375558AN3    17043 10400000 PRN      DEFINED 1            10400000
GLACIER BANCORP INC NEW        COM              37637Q105     2807   190839 SH       DEFINED 1              190839
GLATFELTER                     COM              377316104       95     5444 SH       DEFINED 1                5444
GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W105     2417    55600 SH       DEFINED 1               55600
GLOBAL PMTS INC                COM              37940X102    30018   662643 SH       DEFINED 1              662643
GLOBE SPECIALTY METALS INC     COM              37954N206      111     8104 SH       DEFINED 1                8104
GOLDMAN SACHS GROUP INC        COM              38141G104    32084   251520 SH       DEFINED 1              251520
GOODYEAR TIRE & RUBR CO        COM              382550101      446    32300 SH       DEFINED 1               32300
GOOGLE INC                     CL A             38259P508    76699   108123 SH       DEFINED 1              108123
GOVERNMENT PPTYS INCOME TR     COM SHS BEN INT  38376A103      131     5484 SH       DEFINED 1                5484
GRACO INC                      COM              384109104    27948   542794 SH       DEFINED 1              542794
GRAINGER W W INC               COM              384802104     6796    33580 SH       DEFINED 1               33580
GRAND CANYON ED INC            COM              38526M106     8037   342453 SH       DEFINED 1              342453
GRANITE CONSTR INC             COM              387328107      471    14000 SH       DEFINED 1               14000
GREAT PLAINS ENERGY INC        COM              391164100     4059   199857 SH       DEFINED 1              199857
GREATBATCH INC                 COM              39153L106       70     3010 SH       DEFINED 1                3010
GREEN MTN COFFEE ROASTERS IN   COM              393122106     2006    48500 SH       DEFINED 1               48500
GREENHILL & CO INC             COM              395259104     8350   160600 SH       DEFINED 1              160600
GREIF INC                      CL A             397624107      530    11900 SH       DEFINED 1               11900
GRIFFON CORP                   COM              398433102       66     5792 SH       DEFINED 1                5792
GROUP 1 AUTOMOTIVE INC         COM              398905109      168     2713 SH       DEFINED 1                2713
GROUP 1 AUTOMOTIVE INC         FRNT 2.250% 6/1  398905AE9     3436  2927000 PRN      DEFINED 1             2927000
GRUPO AEROPORTUARIO DEL SURE   SPON ADR SER B   40051E202      888     7790 SH       DEFINED 1                7790
GRUPO FINANCIERO SANTANDER M   SPON ADR SHS B   40053C105     2247   138850 SH       DEFINED 1              138850
GSE HLDG INC                   COM              36191X100      431    69481 SH       DEFINED 1               69481
GT ADVANCED TECHNOLOGIES INC   COM              36191U106       46    15119 SH       DEFINED 1               15119
GT ADVANCED TECHNOLOGIES INC   NOTE 3.000%10/0  36191UAA4     1091  1500000 PRN      DEFINED 1             1500000
GUESS INC                      COM              401617105      594    24200 SH       DEFINED 1               24200
GULF ISLAND FABRICATION INC    COM              402307102       44     1831 SH       DEFINED 1                1831
GULFPORT ENERGY CORP           COM NEW          402635304    12472   326326 SH       DEFINED 1              326326
HAEMONETICS CORP               COM              405024100      268     6552 SH       DEFINED 1                6552
HAIN CELESTIAL GROUP INC       COM              405217100      309     5696 SH       DEFINED 1                5696
HALLIBURTON CO                 COM              406216101    17353   500238 SH       DEFINED 1              500238
HANCOCK HLDG CO                COM              410120109     1060    33400 SH       DEFINED 1               33400
HANESBRANDS INC                COM              410345102     1383    38600 SH       DEFINED 1               38600
HANGER INC                     COM NEW          41043F208      119     4351 SH       DEFINED 1                4351
HANMI FINL CORP                COM NEW          410495204       54     4001 SH       DEFINED 1                4001
HANOVER INS GROUP INC          COM              410867105      682    17600 SH       DEFINED 1               17600
HARLEY DAVIDSON INC            COM              412822108     1460    29900 SH       DEFINED 1               29900
HARMAN INTL INDS INC           COM              413086109      397     8900 SH       DEFINED 1                8900
HARMONIC INC                   COM              413160102       75    14708 SH       DEFINED 1               14708
HARRIS CORP DEL                COM              413875105     4568    93300 SH       DEFINED 1               93300
HARRIS TEETER SUPERMARKETS I   COM              414585109      748    19400 SH       DEFINED 1               19400
HARSCO CORP                    COM              415864107      747    31800 SH       DEFINED 1               31800
HARTE-HANKS INC                COM              416196103       32     5502 SH       DEFINED 1                5502
HARTFORD FINL SVCS GROUP INC   COM              416515104     1291    57550 SH       DEFINED 1               57550
HASBRO INC                     COM              418056107     2847    79308 SH       DEFINED 1               79308
HATTERAS FINL CORP             COM              41902R103     1484    59800 SH       DEFINED 1               59800
HAVERTY FURNITURE INC          COM              419596101     2367   145096 SH       DEFINED 1              145096
HAWAIIAN ELEC INDUSTRIES       COM              419870100      965    38400 SH       DEFINED 1               38400
HAWKINS INC                    COM              420261109       45     1165 SH       DEFINED 1                1165
HAYNES INTERNATIONAL INC       COM NEW          420877201       81     1562 SH       DEFINED 1                1562
HCC INS HLDGS INC              COM              404132102     3529    94840 SH       DEFINED 1               94840
HCP INC                        COM              40414L109    11334   250858 SH       DEFINED 1              250858
HDFC BANK LTD                  ADR REPS 3 SHS   40415F101     1161    28500 SH       DEFINED 1               28500
HEADWATERS INC                 COM              42210P102       66     7768 SH       DEFINED 1                7768
HEALTH CARE REIT INC           COM              42217K106    12552   204800 SH       DEFINED 1              204800
HEALTH MGMT ASSOC INC NEW      CL A             421933102     6672   715900 SH       DEFINED 1              715900
HEALTH NET INC                 COM              42222G108      778    32000 SH       DEFINED 1               32000
HEALTHCARE RLTY TR             COM              421946104      266    11082 SH       DEFINED 1               11082
HEALTHCARE SVCS GRP INC        COM              421906108      200     8605 SH       DEFINED 1                8605
HEALTHSTREAM INC               COM              42222N103     5234   215299 SH       DEFINED 1              215299
HEALTHWAYS INC                 COM              422245100       46     4311 SH       DEFINED 1                4311
HEARTLAND EXPRESS INC          COM              422347104     1414   108205 SH       DEFINED 1              108205
HEARTLAND PMT SYS INC          COM              42235N108      141     4768 SH       DEFINED 1                4768
HEIDRICK & STRUGGLES INTL IN   COM              422819102       32     2078 SH       DEFINED 1                2078
HEINZ H J CO                   COM              423074103     2441    42317 SH       DEFINED 1               42317
HELEN OF TROY CORP LTD         COM              G4388N106      135     4041 SH       DEFINED 1                4041
HELIX ENERGY SOLUTIONS GRP I   COM              42330P107      797    38600 SH       DEFINED 1               38600
HELIX ENERGY SOLUTIONS GRP I   NOTE 3.250% 3/1  42330PAG2     7851  6657000 PRN      DEFINED 1             6657000
HELMERICH & PAYNE INC          COM              423452101     1588    28357 SH       DEFINED 1               28357
HENRY JACK & ASSOC INC         COM              426281101     1331    33900 SH       DEFINED 1               33900
HERCULES OFFSHORE INC          COM              427093109      927   150000 SH       DEFINED 1              150000
HERCULES TECH GROWTH CAP INC   COM              427096508     2257   202800 SH       DEFINED 1              202800
HERITAGE CRYSTAL CLEAN INC     COM              42726M106     5132   341914 SH       DEFINED 1              341914
HERSHEY CO                     COM              427866108     1423    19700 SH       DEFINED 1               19700
HESS CORP                      COM              42809H107     5608   105900 SH       DEFINED 1              105900
HEWLETT PACKARD CO             COM              428236103     5099   357826 SH       DEFINED 1              357826
HEXCEL CORP NEW                COM              428291108     8639   320450 SH       DEFINED 1              320450
HFF INC                        CL A             40418F108       62     4143 SH       DEFINED 1                4143
HIBBETT SPORTS INC             COM              428567101     5308   100729 SH       DEFINED 1              100729
HIGHER ONE HLDGS INC           COM              42983D104       42     4018 SH       DEFINED 1                4018
HIGHWOODS PPTYS INC            COM              431284108     1034    30900 SH       DEFINED 1               30900
HILL ROM HLDGS INC             COM              431475102      684    24000 SH       DEFINED 1               24000
HILLENBRAND INC                COM              431571108      180     7955 SH       DEFINED 1                7955
HILLSHIRE BRANDS CO            COM              432589109     1356    48200 SH       DEFINED 1               48200
HI-TECH PHARMACAL INC          COM              42840B101       49     1409 SH       DEFINED 1                1409
HITTITE MICROWAVE CORP         COM              43365Y104      214     3443 SH       DEFINED 1                3443
HMS HLDGS CORP                 COM              40425J101     3625   139850 SH       DEFINED 1              139850
HNI CORP                       COM              404251100      535    17800 SH       DEFINED 1               17800
HOLLYFRONTIER CORP             COM              436106108     3714    79780 SH       DEFINED 1               79780
HOLOGIC INC                    COM              436440101     2105   105100 SH       DEFINED 1              105100
HOLOGIC INC                    DEBT 2.000% 3/0  436440AC5    15672 15800000 PRN      DEFINED 1            15800000
HOME BANCSHARES INC            COM              436893200     3983   120616 SH       DEFINED 1              120616
HOME DEPOT INC                 COM              437076102    16610   268547 SH       DEFINED 1              268547
HOME PROPERTIES INC            COM              437306103     1238    20200 SH       DEFINED 1               20200
HONEYWELL INTL INC             COM              438516106    25865   407520 SH       DEFINED 1              407520
HORACE MANN EDUCATORS CORP N   COM              440327104      100     5002 SH       DEFINED 1                5002
HORMEL FOODS CORP              COM              440452100      552    17700 SH       DEFINED 1               17700
HORNBECK OFFSHORE SVCS INC N   COM              440543106     5422   157898 SH       DEFINED 1              157898
HORSEHEAD HLDG CORP            NOTE 3.800% 7/0  440694AB3    12578 13000000 PRN      DEFINED 1            13000000
HOSPIRA INC                    COM              441060100     2034    65118 SH       DEFINED 1               65118
HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102     1141    48700 SH       DEFINED 1               48700
HOST HOTELS & RESORTS INC      COM              44107P104     1500    95694 SH       DEFINED 1               95694
HOT TOPIC INC                  COM              441339108       52     5375 SH       DEFINED 1                5375
HSN INC                        COM              404303109      788    14300 SH       DEFINED 1               14300
HUB GROUP INC                  CL A             443320106     2581    76810 SH       DEFINED 1               76810
HUBBELL INC                    CL B             443510201     1777    21000 SH       DEFINED 1               21000
HUDSON CITY BANCORP            COM              443683107      510    62700 SH       DEFINED 1               62700
HUMANA INC                     COM              444859102     2659    38740 SH       DEFINED 1               38740
HUNT J B TRANS SVCS INC        COM              445658107     2144    35900 SH       DEFINED 1               35900
HUNTINGTON BANCSHARES INC      COM              446150104      722   112942 SH       DEFINED 1              112942
HUNTINGTON INGALLS INDS INC    COM              446413106      845    19500 SH       DEFINED 1               19500
HURON CONSULTING GROUP INC     COM              447462102     7407   219852 SH       DEFINED 1              219852
ICONIX BRAND GROUP INC         COM              451055107      193     8667 SH       DEFINED 1                8667
ICU MED INC                    COM              44930G107       99     1631 SH       DEFINED 1                1631
IDACORP INC                    COM              451107106     1709    39430 SH       DEFINED 1               39430
IDEX CORP                      COM              45167R104     5899   126780 SH       DEFINED 1              126780
IDEXX LABS INC                 COM              45168D104    17934   193250 SH       DEFINED 1              193250
IGATE CORP                     COM              45169U105       61     3874 SH       DEFINED 1                3874
II VI INC                      COM              902104108      127     6930 SH       DEFINED 1                6930
ILLINOIS TOOL WKS INC          COM              452308109    11718   192700 SH       DEFINED 1              192700
IMPAX LABORATORIES INC         COM              45256B101     8018   391300 SH       DEFINED 1              391300
INDEPENDENT BANK CORP MASS     COM              453836108       84     2887 SH       DEFINED 1                2887
INERGY L P                     UNIT LTD PTNR    456615103     2547   140000 SH       DEFINED 1              140000
INERGY MIDSTREAM LP            U LTD PARTNERS   45671U106    14010   629680 SH       DEFINED 1              629680
INFINITY PPTY & CAS CORP       COM              45665Q103       86     1483 SH       DEFINED 1                1483
INFORMATICA CORP               COM              45666Q102     1289    42500 SH       DEFINED 1               42500
INGERSOLL-RAND PLC             SHS              G47791101     6539   136340 SH       DEFINED 1              136340
INGRAM MICRO INC               CL A             457153104     1002    59200 SH       DEFINED 1               59200
INGREDION INC                  COM              457187102     1946    30201 SH       DEFINED 1               30201
INLAND REAL ESTATE CORP        COM NEW          457461200       83     9873 SH       DEFINED 1                9873
INNOPHOS HOLDINGS INC          COM              45774N108      128     2759 SH       DEFINED 1                2759
INNOSPEC INC                   COM              45768S105     5060   146700 SH       DEFINED 1              146700
INSIGHT ENTERPRISES INC        COM              45765U103       98     5660 SH       DEFINED 1                5660
INSPERITY INC                  COM              45778Q107       91     2804 SH       DEFINED 1                2804
INTEGRA LIFESCIENCES HLDGS C   COM NEW          457985208       96     2474 SH       DEFINED 1                2474
INTEGRATED DEVICE TECHNOLOGY   COM              458118106      415    56830 SH       DEFINED 1               56830
INTEGRYS ENERGY GROUP INC      COM              45822P105      540    10332 SH       DEFINED 1               10332
INTEL CORP                     COM              458140100    55787  2704173 SH       DEFINED 1             2704173
INTEL CORP                     SDCV 2.950%12/1  458140AD2     3147  3035000 PRN      DEFINED 1             3035000
INTEL CORP                     SDCV 3.250% 8/0  458140AF7     8338  7115000 PRN      DEFINED 1             7115000
INTER PARFUMS INC              COM              458334109       40     2059 SH       DEFINED 1                2059
INTERACTIVE BROKERS GROUP IN   COM              45841N107       71     5188 SH       DEFINED 1                5188
INTERACTIVE INTELLIGENCE GRO   COM              45841V109       63     1891 SH       DEFINED 1                1891
INTERCONTINENTALEXCHANGE INC   COM              45865V100    13156   106258 SH       DEFINED 1              106258
INTERDIGITAL INC               COM              45867G101      662    16100 SH       DEFINED 1               16100
INTERFACE INC                  COM              458665304      117     7288 SH       DEFINED 1                7288
INTERMEC INC                   COM              458786100       70     7129 SH       DEFINED 1                7129
INTERNATIONAL BANCSHARES COR   COM              459044103      388    21500 SH       DEFINED 1               21500
INTERNATIONAL BUSINESS MACHS   COM              459200101    92934   485170 SH       DEFINED 1              485170
INTERNATIONAL FLAVORS^FRAGRA   COM              459506101      719    10800 SH       DEFINED 1               10800
INTERNATIONAL GAME TECHNOLOG   COM              459902102     1520   107235 SH       DEFINED 1              107235
INTERNATIONAL RECTIFIER CORP   COM              460254105      482    27200 SH       DEFINED 1               27200
INTERNATIONAL SPEEDWAY CORP    CL A             460335201      706    25575 SH       DEFINED 1               25575
INTERPUBLIC GROUP COS INC      COM              460690100      627    56900 SH       DEFINED 1               56900
INTERSIL CORP                  CL A             46069S109      415    50000 SH       DEFINED 1               50000
INTERVAL LEISURE GROUP INC     COM              46113M108       95     4912 SH       DEFINED 1                4912
INTERXION HOLDING N.V          SHS              N47279109     6292   264812 SH       DEFINED 1              264812
INTEVAC INC                    COM              461148108       14     2981 SH       DEFINED 1                2981
INTL PAPER CO                  COM              460146103     8711   218646 SH       DEFINED 1              218646
INTREPID POTASH INC            COM              46121Y102      449    21100 SH       DEFINED 1               21100
INTUIT                         COM              461202103     2184    36700 SH       DEFINED 1               36700
INTUITIVE SURGICAL INC         COM NEW          46120E602     4883     9957 SH       DEFINED 1                9957
INVACARE CORP                  COM              461203101       60     3692 SH       DEFINED 1                3692
INVESCO LTD                    SHS              G491BT108    16486   631900 SH       DEFINED 1              631900
INVESTMENT TECHNOLOGY GRP NE   COM              46145F105       43     4821 SH       DEFINED 1                4821
ION GEOPHYSICAL CORP           COM              462044108       99    15260 SH       DEFINED 1               15260
IPC THE HOSPITALIST CO INC     COM              44984A105     3655    92034 SH       DEFINED 1               92034
IROBOT CORP                    COM              462726100       62     3314 SH       DEFINED 1                3314
IRON MTN INC                   COM              462846106     7624   245546 SH       DEFINED 1              245546
ISHARES INC                    MSCI CDA INDEX   464286509    24738   871050 SH       DEFINED 1              871050
ISHARES TR                     BARCLYS MBS BD   464288588    21847   202289 SH       DEFINED 1              202289
ISHARES TR                     CORE S^P SCP ETF 464287804     1727    22077 SH       DEFINED 1               22077
ISHARES TR                     HIGH YLD CORP    464288513    48686   521543 SH       DEFINED 1              521543
ISHARES TR                     IBOXX INV CPBD   464287242    20567   169988 SH       DEFINED 1              169988
ISHARES TR                     MSCI EAFE INDEX  464287465   138313  2434227 SH       DEFINED 1             2434227
ISHARES TR                     MSCI EMERG MKT   464287234   234046  5277241 SH       DEFINED 1             5277241
ISHARES TR                     RUSL 2000 GROW   464287648    73239   768430 SH       DEFINED 1              768430
ISHARES TR                     RUSL 2000 VALU   464287630     2952    39100 SH       DEFINED 1               39100
ISHARES TR                     RUSSELL 2000     464287655    11704   138850 SH       DEFINED 1              138850
ISHARES TR                     RUSSELL MCP VL   464287473     5740   114249 SH       DEFINED 1              114249
ISHARES TR                     RUSSELL MIDCAP   464287499     5877    51965 SH       DEFINED 1               51965
ISHARES TR                     RUSSELL1000GRW   464287614   110287  1684030 SH       DEFINED 1             1684030
ITAU UNIBANCO HLDG SA          SPON ADR REP PFD 465562106     2296   139488 SH       DEFINED 1              139488
ITRON INC                      COM              465741106      686    15400 SH       DEFINED 1               15400
ITT CORP NEW                   COM NEW          450911201     2641   112568 SH       DEFINED 1              112568
ITT EDUCATIONAL SERVICES INC   COM              45068B109       36     2100 SH       DEFINED 1                2100
IXIA                           COM              45071R109     3459   203711 SH       DEFINED 1              203711
J & J SNACK FOODS CORP         COM              466032109      120     1882 SH       DEFINED 1                1882
J2 GLOBAL INC                  COM              48123V102      167     5477 SH       DEFINED 1                5477
JABIL CIRCUIT INC              COM              466313103      476    24667 SH       DEFINED 1               24667
JACK IN THE BOX INC            COM              466367109      156     5451 SH       DEFINED 1                5451
JACOBS ENGR GROUP INC DEL      COM              469814107      732    17200 SH       DEFINED 1               17200
JAKKS PAC INC                  COM              47012E106       33     2629 SH       DEFINED 1                2629
JANUS CAP GROUP INC            COM              47102X105      629    73800 SH       DEFINED 1               73800
JARDEN CORP                    COM              471109108     1494    28900 SH       DEFINED 1               28900
JDS UNIPHASE CORP              COM PAR $0.001   46612J507      418    30850 SH       DEFINED 1               30850
JEFFERIES GROUP INC NEW        COM              472319102      936    50400 SH       DEFINED 1               50400
JETBLUE AIRWAYS CORP           COM              477143101      512    89625 SH       DEFINED 1               89625
JMP GROUP INC                  COM              46629U107      571    94000 SH       DEFINED 1               94000
JOHN BEAN TECHNOLOGIES CORP    COM              477839104       65     3675 SH       DEFINED 1                3675
JOHNSON & JOHNSON              COM              478160104   106305  1516479 SH       DEFINED 1             1516479
JOHNSON CTLS INC               COM              478366107     4940   160900 SH       DEFINED 1              160900
JONES LANG LASALLE INC         COM              48020Q107     1461    17400 SH       DEFINED 1               17400
JOS A BANK CLOTHIERS INC       COM              480838101      151     3550 SH       DEFINED 1                3550
JOY GLOBAL INC                 COM              481165108     3561    55830 SH       DEFINED 1               55830
JPMORGAN CHASE & CO            COM              46625H100    83760  1904943 SH       DEFINED 1             1904943
JUNIPER NETWORKS INC           COM              48203R104     1340    68100 SH       DEFINED 1               68100
KAISER ALUMINUM CORP           COM PAR $0.01    483007704      132     2135 SH       DEFINED 1                2135
KAMAN CORP                     COM              483548103     2788    75772 SH       DEFINED 1               75772
KANSAS CITY SOUTHERN           COM NEW          485170302    35009   419370 SH       DEFINED 1              419370
KAPSTONE PAPER & PACKAGING C   COM              48562P103      108     4876 SH       DEFINED 1                4876
KAYDON CORP                    COM              486587108     1248    52155 SH       DEFINED 1               52155
KB HOME                        COM              48666K109      477    30200 SH       DEFINED 1               30200
KBR INC                        COM              48242W106     1738    58100 SH       DEFINED 1               58100
KCAP FINL INC                  COM              48668E101     1535   167000 SH       DEFINED 1              167000
KELLOGG CO                     COM              487836108     2974    53250 SH       DEFINED 1               53250
KELLY SVCS INC                 CL A             488152208       54     3439 SH       DEFINED 1                3439
KEMPER CORP DEL                COM              488401100      631    21400 SH       DEFINED 1               21400
KENNAMETAL INC                 COM              489170100     1256    31400 SH       DEFINED 1               31400
KEYCORP NEW                    COM              493267108     2415   286859 SH       DEFINED 1              286859
KEYW HLDG CORP                 COM              493723100     8545   673398 SH       DEFINED 1              673398
KILROY RLTY CORP               COM              49427F108     5546   117075 SH       DEFINED 1              117075
KIMBERLY CLARK CORP            COM              494368103    16006   189575 SH       DEFINED 1              189575
KIMCO RLTY CORP                COM              49446R109     1039    53800 SH       DEFINED 1               53800
KINDER MORGAN INC DEL          COM              49456B101     2951    83517 SH       DEFINED 1               83517
KINDRED HEALTHCARE INC         COM              494580103       73     6769 SH       DEFINED 1                6769
KIRBY CORP                     COM              497266106     8361   135100 SH       DEFINED 1              135100
KIRKLANDS INC                  COM              497498105       20     1908 SH       DEFINED 1                1908
KITE RLTY GROUP TR             COM              49803T102       52     9281 SH       DEFINED 1                9281
KLA-TENCOR CORP                COM              482480100     1838    38476 SH       DEFINED 1               38476
KNIGHT TRANSN INC              COM              499064103     7739   528968 SH       DEFINED 1              528968
KODIAK OIL & GAS CORP          COM              50015Q100     5432   613800 SH       DEFINED 1              613800
KOHLS CORP                     COM              500255104     5271   122637 SH       DEFINED 1              122637
KOPIN CORP                     COM              500600101       26     7832 SH       DEFINED 1                7832
KOPPERS HOLDINGS INC           COM              50060P106      100     2614 SH       DEFINED 1                2614
KORN FERRY INTL                COM NEW          500643200       98     6174 SH       DEFINED 1                6174
KRAFT FOODS GROUP INC          COM              50076Q106    17470   384212 SH       DEFINED 1              384212
KRATON PERFORMANCE POLYMERS    COM              50077C106       99     4100 SH       DEFINED 1                4100
KRATOS DEFENSE & SEC SOLUTIO   COM NEW          50077B207     1009   200500 SH       DEFINED 1              200500
KROGER CO                      COM              501044101     2407    92505 SH       DEFINED 1               92505
K-SWISS INC                    CL A             482686102       10     3041 SH       DEFINED 1                3041
KULICKE & SOFFA INDS INC       COM              501242101      114     9534 SH       DEFINED 1                9534
L-3 COMMUNICATIONS HLDGS INC   COM              502424104     1260    16440 SH       DEFINED 1               16440
LA Z BOY INC                   COM              505336107       94     6662 SH       DEFINED 1                6662
LABORATORY CORP AMER HLDGS     COM NEW          50540R409     1083    12500 SH       DEFINED 1               12500
LACLEDE GROUP INC              COM              505597104      103     2665 SH       DEFINED 1                2665
LAM RESEARCH CORP              COM              512807108      816    22587 SH       DEFINED 1               22587
LAM RESEARCH CORP              NOTE 0.500% 5/1  512807AJ7     2406  2500000 PRN      DEFINED 1             2500000
LAM RESEARCH CORP              NOTE 1.250% 5/1  512807AL2     8399  8500000 PRN      DEFINED 1             8500000
LAMAR ADVERTISING CO           CL A             512815101      845    21800 SH       DEFINED 1               21800
LANCASTER COLONY CORP          COM              513847103      526     7600 SH       DEFINED 1                7600
LANDAUER INC                   COM              51476K103     2020    33001 SH       DEFINED 1               33001
LANDSTAR SYS INC               COM              515098101     9605   183100 SH       DEFINED 1              183100
LAS VEGAS SANDS CORP           COM              517834107    22517   487807 SH       DEFINED 1              487807
LASALLE HOTEL PPTYS            COM SH BEN INT   517942108     3630   142975 SH       DEFINED 1              142975
LAUDER ESTEE COS INC           CL A             518439104    20597   344085 SH       DEFINED 1              344085
LAZARD LTD                     SHS A            G54050102     5251   175986 SH       DEFINED 1              175986
LEGG MASON INC                 COM              524901105     3133   121800 SH       DEFINED 1              121800
LEGGETT & PLATT INC            COM              524660107      507    18633 SH       DEFINED 1               18633
LEHIGH GAS PARTNERS LP         UT LTD PTN INT   524814100     2064   111075 SH       DEFINED 1              111075
LENDER PROCESSING SVCS INC     COM              52602E102      822    33400 SH       DEFINED 1               33400
LENNAR CORP                    CL A             526057104      839    21700 SH       DEFINED 1               21700
LENNOX INTL INC                COM              526107107      945    18000 SH       DEFINED 1               18000
LEUCADIA NATL CORP             COM              527288104      623    26200 SH       DEFINED 1               26200
LEVEL 3 COMMUNICATIONS INC     COM NEW          52729N308       96     4171 SH       DEFINED 1                4171
LEXINGTON REALTY TRUST         COM              529043101      202    19293 SH       DEFINED 1               19293
LEXMARK INTL NEW               CL A             529771107      589    25400 SH       DEFINED 1               25400
LHC GROUP INC                  COM              50187A107       40     1878 SH       DEFINED 1                1878
LIBERTY MEDIA CORP NEW         DEB 3.125% 3/3   530718AF2     8780  6050000 PRN      DEFINED 1             6050000
LIBERTY PPTY TR                SH BEN INT       531172104     1667    46600 SH       DEFINED 1               46600
LIFE TECHNOLOGIES CORP         COM              53217V109     1668    33991 SH       DEFINED 1               33991
LIFE TIME FITNESS INC          COM              53217R207     8267   168000 SH       DEFINED 1              168000
LIFEPOINT HOSPITALS INC        COM              53219L109     2750    72836 SH       DEFINED 1               72836
LILLY ELI & CO                 COM              532457108    13923   282306 SH       DEFINED 1              282306
LIMITED BRANDS INC             COM              532716107    24367   517795 SH       DEFINED 1              517795
LINCOLN EDL SVCS CORP          COM              533535100       15     2693 SH       DEFINED 1                2693
LINCOLN ELEC HLDGS INC         COM              533900106     1592    32700 SH       DEFINED 1               32700
LINCOLN NATL CORP IND          COM              534187109     2955   114106 SH       DEFINED 1              114106
LINDSAY CORP                   COM              535555106     7973    99516 SH       DEFINED 1               99516
LINEAR TECHNOLOGY CORP         COM              535678106     1048    30550 SH       DEFINED 1               30550
LINNCO LLC                     COMSHS LTD INT   535782106     9302   257400 SH       DEFINED 1              257400
LIQUIDITY SERVICES INC         COM              53635B107      127     3117 SH       DEFINED 1                3117
LITHIA MTRS INC                CL A             536797103      100     2662 SH       DEFINED 1                2662
LITTELFUSE INC                 COM              537008104     4238    68674 SH       DEFINED 1               68674
LIVE NATION ENTERTAINMENT IN   COM              538034109      167    17931 SH       DEFINED 1               17931
LIVEPERSON INC                 COM              538146101       84     6388 SH       DEFINED 1                6388
LKQ CORP                       COM              501889208    38647  1831626 SH       DEFINED 1             1831626
LOCKHEED MARTIN CORP           COM              539830109     5206    56408 SH       DEFINED 1               56408
LOEWS CORP                     COM              540424108     3591    88111 SH       DEFINED 1               88111
LOGMEIN INC                    COM              54142L109       64     2836 SH       DEFINED 1                2836
LORILLARD INC                  COM              544147101     1989    17046 SH       DEFINED 1               17046
LOUISIANA PAC CORP             COM              546347105     1053    54500 SH       DEFINED 1               54500
LOWES COS INC                  COM              548661107    21255   598386 SH       DEFINED 1              598386
LSB INDS INC                   COM              502160104       85     2390 SH       DEFINED 1                2390
LSI CORPORATION                COM              502161102      517    73000 SH       DEFINED 1               73000
LTC PPTYS INC                  COM              502175102      136     3874 SH       DEFINED 1                3874
LUFKIN INDS INC                COM              549764108      248     4271 SH       DEFINED 1                4271
LUMBER LIQUIDATORS HLDGS INC   COM              55003T107      182     3448 SH       DEFINED 1                3448
LUMINEX CORP DEL               COM              55027E102       80     4800 SH       DEFINED 1                4800
LUMOS NETWORKS CORP            COM              550283105       19     1883 SH       DEFINED 1                1883
LYDALL INC DEL                 COM              550819106       31     2158 SH       DEFINED 1                2158
LYONDELLBASELL INDUSTRIES N    SHS - A -        N53745100     2860    50100 SH       DEFINED 1               50100
M & T BK CORP                  COM              55261F104     1576    16000 SH       DEFINED 1               16000
M D C HLDGS INC                COM              552676108      562    15300 SH       DEFINED 1               15300
M/I HOMES INC                  COM              55305B101     1903    71823 SH       DEFINED 1               71823
MACERICH CO                    COM              554382101     3136    53788 SH       DEFINED 1               53788
MACK CALI RLTY CORP            COM              554489104      854    32700 SH       DEFINED 1               32700
MACYS INC                      COM              55616P104    44274  1134642 SH       DEFINED 1             1134642
MADDEN STEVEN LTD              COM              556269108      219     5191 SH       DEFINED 1                5191
MADISON SQUARE GARDEN CO       CL A             55826P100     1643    37050 SH       DEFINED 1               37050
MAGELLAN HEALTH SVCS INC       COM NEW          559079207      172     3512 SH       DEFINED 1                3512
MAGELLAN MIDSTREAM PRTNRS LP   COM UNIT RP LP   559080106    16844   390000 SH       DEFINED 1              390000
MAIDENFORM BRANDS INC          COM              560305104       58     2995 SH       DEFINED 1                2995
MANHATTAN ASSOCS INC           COM              562750109      152     2524 SH       DEFINED 1                2524
MANITOWOC INC                  COM              563571108     3829   244200 SH       DEFINED 1              244200
MANPOWERGROUP INC              COM              56418H100     1311    30900 SH       DEFINED 1               30900
MANTECH INTL CORP              CL A             564563104      241     9300 SH       DEFINED 1                9300
MAP PHARMACEUTICALS INC        COM              56509R108     5311   338050 SH       DEFINED 1              338050
MARATHON OIL CORP              COM              565849106    14375   468866 SH       DEFINED 1              468866
MARATHON PETE CORP             COM              56585A102     2818    44733 SH       DEFINED 1               44733
MARCUS CORP                    COM              566330106       31     2509 SH       DEFINED 1                2509
MARINEMAX INC                  COM              567908108     1171   131019 SH       DEFINED 1              131019
MARKEL CORP                    COM              570535104     2514     5800 SH       DEFINED 1                5800
MARKET VECTORS ETF TR          JR GOLD MINERS E 57060U589     7526   380100 SH       DEFINED 1              380100
MARKETAXESS HLDGS INC          COM              57060D108      167     4738 SH       DEFINED 1                4738
MARKWEST ENERGY PARTNERS L P   UNIT LTD PARTN   570759100    17190   337000 SH       DEFINED 1              337000
MARRIOTT INTL INC NEW          CL A             571903202    20253   543420 SH       DEFINED 1              543420
MARRIOTT VACATIONS WRLDWDE C   COM              57164Y107      152     3640 SH       DEFINED 1                3640
MARSH & MCLENNAN COS INC       COM              571748102    30557   886492 SH       DEFINED 1              886492
MARTIN MARIETTA MATLS INC      COM              573284106     1706    18100 SH       DEFINED 1               18100
MASCO CORP                     COM              574599106     2787   167300 SH       DEFINED 1              167300
MASIMO CORP                    COM              574795100      431    20500 SH       DEFINED 1               20500
MASSEY ENERGY CO               NOTE 3.250% 8/0  576203AJ2     5645  5865000 PRN      DEFINED 1             5865000
MASTEC INC                     NOTE 4.250%12/1  576323AM1    14629  8637000 PRN      DEFINED 1             8637000
MASTERCARD INC                 CL A             57636Q104    21607    43982 SH       DEFINED 1               43982
MATERION CORP                  COM              576690101       67     2596 SH       DEFINED 1                2596
MATRIX SVC CO                  COM              576853105       38     3292 SH       DEFINED 1                3292
MATSON INC                     COM              57686G105      415    16800 SH       DEFINED 1               16800
MATTEL INC                     COM              577081102     5855   159888 SH       DEFINED 1              159888
MATTHEWS INTL CORP             CL A             577128101     3602   112200 SH       DEFINED 1              112200
MAXIMUS INC                    COM              577933104      274     4331 SH       DEFINED 1                4331
MCCORMICK & CO INC             COM NON VTG      579780206    32199   506829 SH       DEFINED 1              506829
MCDONALDS CORP                 COM              580135101    24315   275650 SH       DEFINED 1              275650
MCGRATH RENTCORP               COM              580589109     4585   158000 SH       DEFINED 1              158000
MCGRAW HILL COS INC            COM              580645109    32595   596209 SH       DEFINED 1              596209
MCKESSON CORP                  COM              58155Q103     3026    31205 SH       DEFINED 1               31205
MDU RES GROUP INC              COM              552690109     1580    74400 SH       DEFINED 1               74400
MEAD JOHNSON NUTRITION CO      COM              582839106    32814   498008 SH       DEFINED 1              498008
MEADOWBROOK INS GROUP INC      COM              58319P108      794   137344 SH       DEFINED 1              137344
MEADWESTVACO CORP              COM              583334107     2852    89479 SH       DEFINED 1               89479
MEASUREMENT SPECIALTIES INC    COM              583421102       67     1948 SH       DEFINED 1                1948
MEDICAL PPTYS TRUST INC        COM              58463J304      206    17223 SH       DEFINED 1               17223
MEDICINES CO                   COM              584688105      164     6843 SH       DEFINED 1                6843
MEDIDATA SOLUTIONS INC         COM              58471A105      111     2831 SH       DEFINED 1                2831
MEDIFAST INC                   COM              58470H101       46     1736 SH       DEFINED 1                1736
MEDNAX INC                     COM              58502B106     1559    19600 SH       DEFINED 1               19600
MEDTRONIC INC                  COM              585055106    15299   372976 SH       DEFINED 1              372976
MEMC ELECTR MATLS INC          COM              552715104      292    91000 SH       DEFINED 1               91000
MENS WEARHOUSE INC             COM              587118100     3274   105077 SH       DEFINED 1              105077
MENTOR GRAPHICS CORP           COM              587200106      633    37200 SH       DEFINED 1               37200
MERCADOLIBRE INC               COM              58733R102     5813    74000 SH       DEFINED 1               74000
MERCK & CO INC NEW             COM              58933Y105    34032   831263 SH       DEFINED 1              831263
MERCURY GENL CORP NEW          COM              589400100      568    14300 SH       DEFINED 1               14300
MERCURY SYS INC                COM              589378108       38     4096 SH       DEFINED 1                4096
MEREDITH CORP                  COM              589433101      489    14200 SH       DEFINED 1               14200
MERIDIAN BIOSCIENCE INC        COM              589584101      106     5245 SH       DEFINED 1                5245
MERIT MED SYS INC              COM              589889104       70     5067 SH       DEFINED 1                5067
MERITAGE HOMES CORP            COM              59001A102     4349   116433 SH       DEFINED 1              116433
METHODE ELECTRS INC            COM              591520200      779    77673 SH       DEFINED 1               77673
METLIFE INC                    COM              59156R108    19249   584379 SH       DEFINED 1              584379
METLIFE INC                    UNIT 99/99/9999  59156R116    14742   331500 SH       DEFINED 1              331500
METROPCS COMMUNICATIONS INC    COM              591708102      415    41800 SH       DEFINED 1               41800
METTLER TOLEDO INTERNATIONAL   COM              592688105    17320    89603 SH       DEFINED 1               89603
MGM RESORTS INTERNATIONAL      COM              552953101     7812   671144 SH       DEFINED 1              671144
MICHAEL KORS HLDGS LTD         SHS              G60754101     6175   121000 SH       DEFINED 1              121000
MICREL INC                     COM              594793101       57     5971 SH       DEFINED 1                5971
MICROCHIP TECHNOLOGY INC       COM              595017104    20245   621201 SH       DEFINED 1              621201
MICROCHIP TECHNOLOGY INC       SDCV 2.125%12/1  595017AB0    15150 12000000 PRN      DEFINED 1            12000000
MICRON TECHNOLOGY INC          COM              595112103      853   134350 SH       DEFINED 1              134350
MICROS SYS INC                 COM              594901100     1341    31600 SH       DEFINED 1               31600
MICROSEMI CORP                 COM              595137100     6459   306989 SH       DEFINED 1              306989
MICROSOFT CORP                 COM              594918104   111685  4178259 SH       DEFINED 1             4178259
MICROSTRATEGY INC              CL A NEW         594972408     3462    37077 SH       DEFINED 1               37077
MID-AMER APT CMNTYS INC        COM              59522J103      348     5370 SH       DEFINED 1                5370
MILLER HERMAN INC              COM              600544100      493    23000 SH       DEFINED 1               23000
MINE SAFETY APPLIANCES CO      COM              602720104     3049    71400 SH       DEFINED 1               71400
MINERALS TECHNOLOGIES INC      COM              603158106     3521    88199 SH       DEFINED 1               88199
MISTRAS GROUP INC              COM              60649T107     9720   393670 SH       DEFINED 1              393670
MKS INSTRUMENT INC             COM              55306N104     5544   215041 SH       DEFINED 1              215041
MOBILE MINI INC                COM              60740F105      100     4819 SH       DEFINED 1                4819
MOBILE TELESYSTEMS OJSC        SPONSORED ADR    607409109     3256   174563 SH       DEFINED 1              174563
MODINE MFG CO                  COM              607828100     1302   160100 SH       DEFINED 1              160100
MOHAWK INDS INC                COM              608190104     2072    22900 SH       DEFINED 1               22900
MOLEX INC                      CL A             608554200      624    27943 SH       DEFINED 1               27943
MOLEX INC                      COM              608554101      499    18250 SH       DEFINED 1               18250
MOLINA HEALTHCARE INC          COM              60855R100      102     3787 SH       DEFINED 1                3787
MOLSON COORS BREWING CO        CL B             60871R209      881    20600 SH       DEFINED 1               20600
MOLYCORP INC DEL               DBCV 3.250% 6/1  608753AA7     3283  5050000 PRN      DEFINED 1             5050000
MOLYCORP INC DEL               NOTE 6.000% 9/0  608753AF6     7525  8000000 PRN      DEFINED 1             8000000
MOMENTA PHARMACEUTICALS INC    COM              60877T100     1352   114779 SH       DEFINED 1              114779
MONARCH CASINO & RESORT INC    COM              609027107       13     1196 SH       DEFINED 1                1196
MONDELEZ INTL INC              CL A             609207105    13958   548016 SH       DEFINED 1              548016
MONOLITHIC PWR SYS INC         COM              609839105       89     4011 SH       DEFINED 1                4011
MONOTYPE IMAGING HOLDINGS IN   COM              61022P100       75     4702 SH       DEFINED 1                4702
MONRO MUFFLER BRAKE INC        COM              610236101      131     3736 SH       DEFINED 1                3736
MONSANTO CO NEW                COM              61166W101    53322   563365 SH       DEFINED 1              563365
MONSTER BEVERAGE CORP          COM              611740101     6817   128923 SH       DEFINED 1              128923
MONSTER WORLDWIDE INC          COM              611742107      259    46100 SH       DEFINED 1               46100
MOODYS CORP                    COM              615369105     1286    25550 SH       DEFINED 1               25550
MOOG INC                       CL A             615394202      236     5761 SH       DEFINED 1                5761
MORGAN STANLEY                 COM NEW          617446448     3790   198213 SH       DEFINED 1              198213
MOSAIC CO NEW                  COM              61945C103     2067    36500 SH       DEFINED 1               36500
MOTOROLA SOLUTIONS INC         COM NEW          620076307    14146   254053 SH       DEFINED 1              254053
MOVADO GROUP INC               COM              624580106       69     2252 SH       DEFINED 1                2252
MPLX LP                        COM UNIT REP LTD 55336V100     3119   100000 SH       DEFINED 1              100000
MSC INDL DIRECT INC            CL A             553530106    13119   174034 SH       DEFINED 1              174034
MSCI INC                       COM              55354G100     1491    48100 SH       DEFINED 1               48100
MTS SYS CORP                   COM              553777103      102     1994 SH       DEFINED 1                1994
MUELLER INDS INC               COM              624756102      179     3569 SH       DEFINED 1                3569
MULTIMEDIA GAMES HLDG CO INC   COM              625453105       53     3595 SH       DEFINED 1                3595
MURPHY OIL CORP                COM              626717102     7480   125614 SH       DEFINED 1              125614
MWI VETERINARY SUPPLY INC      COM              55402X105      168     1528 SH       DEFINED 1                1528
MYERS INDS INC                 COM              628464109     2799   184745 SH       DEFINED 1              184745
MYLAN INC                      COM              628530107     7516   273500 SH       DEFINED 1              273500
MYLAN INC                      NOTE 3.750% 9/1  628530AJ6     8503  4000000 PRN      DEFINED 1             4000000
NANOMETRICS INC                COM              630077105     4467   309806 SH       DEFINED 1              309806
NASDAQ OMX GROUP INC           COM              631103108      388    15500 SH       DEFINED 1               15500
NASH FINCH CO                  COM              631158102     1501    70559 SH       DEFINED 1               70559
NATIONAL FINL PARTNERS CORP    COM              63607P208       87     5061 SH       DEFINED 1                5061
NATIONAL FUEL GAS CO N J       COM              636180101     1668    32900 SH       DEFINED 1               32900
NATIONAL HEALTHCARE CORP       COM              635906100     2704    57500 SH       DEFINED 1               57500
NATIONAL INSTRS CORP           COM              636518102      962    37275 SH       DEFINED 1               37275
NATIONAL INTERSTATE CORP       COM              63654U100     3424   118800 SH       DEFINED 1              118800
NATIONAL OILWELL VARCO INC     COM              637071101    19133   279930 SH       DEFINED 1              279930
NATIONAL PENN BANCSHARES INC   COM              637138108      143    15389 SH       DEFINED 1               15389
NATIONAL PRESTO INDS INC       COM              637215104       43      621 SH       DEFINED 1                 621
NATIONAL RETAIL PPTYS INC      COM              637417106    15397   493507 SH       DEFINED 1              493507
NATUS MEDICAL INC DEL          COM              639050103       43     3805 SH       DEFINED 1                3805
NAVIGANT CONSULTING INC        COM              63935N107     1936   173499 SH       DEFINED 1              173499
NAVIGATORS GROUP INC           COM              638904102       68     1338 SH       DEFINED 1                1338
NAVISTAR INTL CORP NEW         NOTE 3.000%10/1  63934EAL2     7305  8000000 PRN      DEFINED 1             8000000
NBT BANCORP INC                COM              628778102       87     4287 SH       DEFINED 1                4287
NCI BUILDING SYS INC           COM NEW          628852204     3902   280687 SH       DEFINED 1              280687
NCR CORP NEW                   COM              62886E108     1605    63000 SH       DEFINED 1               63000
NEENAH PAPER INC               COM              640079109       57     2015 SH       DEFINED 1                2015
NEOGEN CORP                    COM              640491106     8053   177691 SH       DEFINED 1              177691
NETAPP INC                     COM              64110D104    12090   360350 SH       DEFINED 1              360350
NETAPP INC                     NOTE 1.750% 6/0  64110DAB0     8990  8000000 PRN      DEFINED 1             8000000
NETFLIX INC                    COM              64110L106      677     7300 SH       DEFINED 1                7300
NETGEAR INC                    COM              64111Q104      192     4862 SH       DEFINED 1                4862
NETSCOUT SYS INC               COM              64115T104      119     4567 SH       DEFINED 1                4567
NETSUITE INC                   COM              64118Q107     4617    68600 SH       DEFINED 1               68600
NEUSTAR INC                    CL A             64126X201     1095    26107 SH       DEFINED 1               26107
NEUTRAL TANDEM INC             COM              64128B108       10     3848 SH       DEFINED 1                3848
NEW JERSEY RES                 COM              646025106      210     5296 SH       DEFINED 1                5296
NEW YORK CMNTY BANCORP INC     COM              649445103     2267   173021 SH       DEFINED 1              173021
NEW YORK TIMES CO              CL A             650111107     1413   165600 SH       DEFINED 1              165600
NEWELL RUBBERMAID INC          COM              651229106      846    37992 SH       DEFINED 1               37992
NEWFIELD EXPL CO               COM              651290108      477    17800 SH       DEFINED 1               17800
NEWMARKET CORP                 COM              651587107     1101     4200 SH       DEFINED 1                4200
NEWMONT MINING CORP            COM              651639106     5835   125647 SH       DEFINED 1              125647
NEWPORT CORP                   COM              651824104     1585   117866 SH       DEFINED 1              117866
NEWS CORP                      CL A             65248E104    67871  2657428 SH       DEFINED 1             2657428
NEXTERA ENERGY INC             COM              65339F101     3862    55814 SH       DEFINED 1               55814
NEXTERA ENERGY INC             UNIT 09/01/2015  65339F887     5002   100000 SH       DEFINED 1              100000
NIC INC                        COM              62914B100      122     7471 SH       DEFINED 1                7471
NIKE INC                       CL B             654106103    10851   210300 SH       DEFINED 1              210300
NISOURCE INC                   COM              65473P105     5147   206773 SH       DEFINED 1              206773
NOBLE CORPORATION BAAR         NAMEN -AKT       H5833N103     1163    33400 SH       DEFINED 1               33400
NOBLE ENERGY INC               COM              655044105    18069   177604 SH       DEFINED 1              177604
NOKIA CORP                     SPONSORED ADR    654902204      949   240300 SH       DEFINED 1              240300
NORDSON CORP                   COM              655663102     7423   117600 SH       DEFINED 1              117600
NORDSTROM INC                  COM              655664100     1072    20034 SH       DEFINED 1               20034
NORFOLK SOUTHERN CORP          COM              655844108     6781   109657 SH       DEFINED 1              109657
NORTH AMERN PALLADIUM LTD      COM              656912102      884   680000 SH       DEFINED 1              680000
NORTHEAST UTILS                COM              664397106     2595    66403 SH       DEFINED 1               66403
NORTHERN OIL & GAS INC NEV     COM              665531109     2831   168300 SH       DEFINED 1              168300
NORTHERN TR CORP               COM              665859104     9759   194559 SH       DEFINED 1              194559
NORTHROP GRUMMAN CORP          COM              666807102    16311   241363 SH       DEFINED 1              241363
NORTHWEST BANCSHARES INC MD    COM              667340103      151    12403 SH       DEFINED 1               12403
NORTHWEST NAT GAS CO           COM              667655104      151     3414 SH       DEFINED 1                3414
NORTHWESTERN CORP              COM NEW          668074305     2418    69628 SH       DEFINED 1               69628
NRG ENERGY INC                 COM NEW          629377508      977    42500 SH       DEFINED 1               42500
NTELOS HLDGS CORP              COM NEW          67020Q305       26     1962 SH       DEFINED 1                1962
NUANCE COMMUNICATIONS INC      NOTE 2.750%11/0  67020YAF7     7057  6500000 PRN      DEFINED 1             6500000
NUCOR CORP                     COM              670346105    14414   333811 SH       DEFINED 1              333811
NUSTAR GP HOLDINGS LLC         UNIT RESTG LLC   67059L102    15783   570000 SH       DEFINED 1              570000
NUTRI SYS INC NEW              COM              67069D108       30     3626 SH       DEFINED 1                3626
NUVASIVE INC                   COM              670704105       85     5530 SH       DEFINED 1                5530
NV ENERGY INC                  COM              67073Y106     3150   173637 SH       DEFINED 1              173637
NVIDIA CORP                    COM              67066G104     1013    82450 SH       DEFINED 1               82450
NVR INC                        COM              62944T105     1656     1800 SH       DEFINED 1                1800
NYSE EURONEXT                  COM              629491101     1012    32100 SH       DEFINED 1               32100
O REILLY AUTOMOTIVE INC NEW    COM              67103H107    22295   249327 SH       DEFINED 1              249327
OASIS PETE INC NEW             COM              674215108     3737   117500 SH       DEFINED 1              117500
OCCIDENTAL PETE CORP DEL       COM              674599105    56648   739430 SH       DEFINED 1              739430
OCEANEERING INTL INC           COM              675232102     2286    42500 SH       DEFINED 1               42500
OCH ZIFF CAP MGMT GROUP        CL A             67551U105      555    58400 SH       DEFINED 1               58400
OFFICE DEPOT INC               COM              676220106      369   112400 SH       DEFINED 1              112400
OFFICEMAX INC DEL              COM              67622P101      108    11020 SH       DEFINED 1               11020
OGE ENERGY CORP                COM              670837103     2190    38900 SH       DEFINED 1               38900
OIL STS INTL INC               COM              678026105     1545    21600 SH       DEFINED 1               21600
OLD DOMINION FGHT LINES INC    COM              679580100      308     8976 SH       DEFINED 1                8976
OLD NATL BANCORP IND           COM              680033107      153    12882 SH       DEFINED 1               12882
OLD REP INTL CORP              COM              680223104     1013    95075 SH       DEFINED 1               95075
OLIN CORP                      COM PAR $1       680665205      682    31600 SH       DEFINED 1               31600
OLYMPIC STEEL INC              COM              68162K106       26     1165 SH       DEFINED 1                1165
OM GROUP INC                   COM              670872100       91     4113 SH       DEFINED 1                4113
OMEGA HEALTHCARE INVS INC      COM              681936100     1052    44100 SH       DEFINED 1               44100
OMNICARE INC                   COM              681904108     1574    43600 SH       DEFINED 1               43600
OMNICARE INC                   NOTE 3.750%12/1  681904AN8     9064  6150000 PRN      DEFINED 1             6150000
OMNICELL INC                   COM              68213N109     5501   369921 SH       DEFINED 1              369921
OMNICOM GROUP INC              COM              681919106     4401    88100 SH       DEFINED 1               88100
ON ASSIGNMENT INC              COM              682159108     2895   142738 SH       DEFINED 1              142738
ON SEMICONDUCTOR CORP          NOTE 2.625%12/1  682189AG0     4085  4000000 PRN      DEFINED 1             4000000
ON SEMICONDUCTOR CORP          NOTE 2.625%12/1  682189AH8     4263  4000000 PRN      DEFINED 1             4000000
ONEOK INC NEW                  COM              682680103    12740   298000 SH       DEFINED 1              298000
OPENTABLE INC                  COM              68372A104      141     2887 SH       DEFINED 1                2887
OPLINK COMMUNICATIONS INC      COM NEW          68375Q403       38     2430 SH       DEFINED 1                2430
ORACLE CORP                    COM              68389X105    77289  2319593 SH       DEFINED 1             2319593
ORBITAL SCIENCES CORP          COM              685564106      104     7558 SH       DEFINED 1                7558
ORION MARINE GROUP INC         COM              68628V308       25     3450 SH       DEFINED 1                3450
ORITANI FINL CORP DEL          COM              68633D103       76     4945 SH       DEFINED 1                4945
OSHKOSH CORP                   COM              688239201     7341   247600 SH       DEFINED 1              247600
OSI SYSTEMS INC                COM              671044105      153     2387 SH       DEFINED 1                2387
OTELCO INC                     UNIT 99/99/9999  688823202      302   225000 SH       DEFINED 1              225000
OWENS & MINOR INC NEW          COM              690732102      711    24950 SH       DEFINED 1               24950
OWENS CORNING NEW              COM              690742101    20020   541234 SH       DEFINED 1              541234
OWENS ILL INC                  COM NEW          690768403      462    21700 SH       DEFINED 1               21700
OXFORD INDS INC                COM              691497309       84     1811 SH       DEFINED 1                1811
PACCAR INC                     COM              693718108     4404    97405 SH       DEFINED 1               97405
PACKAGING CORP AMER            COM              695156109     1489    38700 SH       DEFINED 1               38700
PACWEST BANCORP DEL            COM              695263103      101     4088 SH       DEFINED 1                4088
PALL CORP                      COM              696429307      883    14650 SH       DEFINED 1               14650
PALOMAR MED TECHNOLOGIES INC   COM NEW          697529303       21     2264 SH       DEFINED 1                2264
PANERA BREAD CO                CL A             69840W108     1763    11100 SH       DEFINED 1               11100
PAPA JOHNS INTL INC            COM              698813102      121     2204 SH       DEFINED 1                2204
PARAMETRIC TECHNOLOGY CORP     COM NEW          699173209     1060    47100 SH       DEFINED 1               47100
PAREXEL INTL CORP              COM              699462107      221     7473 SH       DEFINED 1                7473
PARK ELECTROCHEMICAL CORP      COM              700416209       63     2458 SH       DEFINED 1                2458
PARKER HANNIFIN CORP           COM              701094104     1677    19712 SH       DEFINED 1               19712
PARKWAY PPTYS INC              COM              70159Q104       59     4238 SH       DEFINED 1                4238
PATTERSON COMPANIES INC        COM              703395103     1822    53237 SH       DEFINED 1               53237
PATTERSON UTI ENERGY INC       COM              703481101     1095    58800 SH       DEFINED 1               58800
PAYCHEX INC                    COM              704326107     1331    42735 SH       DEFINED 1               42735
PC-TEL INC                     COM              69325Q105       16     2211 SH       DEFINED 1                2211
PDC ENERGY INC                 COM              69327R101     1535    46234 SH       DEFINED 1               46234
PEABODY ENERGY CORP            COM              704549104     1566    58845 SH       DEFINED 1               58845
PEABODY ENERGY CORP            SDCV 4.750%12/1  704549AG9    33620 35250000 PRN      DEFINED 1            35250000
PENN NATL GAMING INC           COM              707569109    12267   249795 SH       DEFINED 1              249795
PENN VA CORP                   COM              707882106       31     6999 SH       DEFINED 1                6999
PENNEY J C INC                 COM              708160106      372    18850 SH       DEFINED 1               18850
PENNSYLVANIA RL ESTATE INVT    SH BEN INT       709102107      118     6685 SH       DEFINED 1                6685
PENSKE AUTOMOTIVE GRP INC      COM              70959W103     5377   178700 SH       DEFINED 1              178700
PENTAIR LTD                    SHS              H6169Q108     1365    27780 SH       DEFINED 1               27780
PEOPLES UNITED FINANCIAL INC   COM              712704105     2198   181832 SH       DEFINED 1              181832
PEP BOYS MANNY MOE & JACK      COM              713278109       66     6746 SH       DEFINED 1                6746
PEPCO HOLDINGS INC             COM              713291102      594    30300 SH       DEFINED 1               30300
PEPSICO INC                    COM              713448108    66670   974277 SH       DEFINED 1              974277
PERFICIENT INC                 COM              71375U101       50     4207 SH       DEFINED 1                4207
PERFORMANT FINL CORP           COM              71377E105     2566   254100 SH       DEFINED 1              254100
PERICOM SEMICONDUCTOR CORP     COM              713831105       22     2720 SH       DEFINED 1                2720
PERKINELMER INC                COM              714046109      482    15200 SH       DEFINED 1               15200
PERRIGO CO                     COM              714290103    29958   287975 SH       DEFINED 1              287975
PETMED EXPRESS INC             COM              716382106       28     2542 SH       DEFINED 1                2542
PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V408    10858   557704 SH       DEFINED 1              557704
PETROQUEST ENERGY INC          COM              716748108       35     7161 SH       DEFINED 1                7161
PETSMART INC                   COM              716768106      970    14200 SH       DEFINED 1               14200
PFIZER INC                     COM              717081103    75724  3019309 SH       DEFINED 1             3019309
PG^E CORP                      COM              69331C108     5280   131410 SH       DEFINED 1              131410
PHARMERICA CORP                COM              71714F104       53     3746 SH       DEFINED 1                3746
PHILIP MORRIS INTL INC         COM              718172109    57327   685397 SH       DEFINED 1              685397
PHILLIPS 66                    COM              718546104     4387    82619 SH       DEFINED 1               82619
PIEDMONT NAT GAS INC           COM              720186105      287     9156 SH       DEFINED 1                9156
PIEDMONT OFFICE REALTY TR IN   COM CL A         720190206     1893   104881 SH       DEFINED 1              104881
PINNACLE ENTMT INC             COM              723456109      118     7485 SH       DEFINED 1                7485
PINNACLE FINL PARTNERS INC     COM              72346Q104       78     4143 SH       DEFINED 1                4143
PINNACLE WEST CAP CORP         COM              723484101     1283    25160 SH       DEFINED 1               25160
PIONEER ENERGY SVCS CORP       COM              723664108       57     7880 SH       DEFINED 1                7880
PIONEER NAT RES CO             COM              723787107     1737    16300 SH       DEFINED 1               16300
PIONEER NAT RES CO             NOTE 2.875% 1/1  723787AH0     9617  5380000 PRN      DEFINED 1             5380000
PIPER JAFFRAY COS              COM              724078100     1223    38066 SH       DEFINED 1               38066
PITNEY BOWES INC               COM              724479100     2673   251187 SH       DEFINED 1              251187
PLAINS EXPL& PRODTN CO         COM              726505100     2388    50866 SH       DEFINED 1               50866
PLANTRONICS INC NEW            COM              727493108      619    16800 SH       DEFINED 1               16800
PLEXUS CORP                    COM              729132100      115     4457 SH       DEFINED 1                4457
PLUM CREEK TIMBER CO INC       COM              729251108      945    21300 SH       DEFINED 1               21300
PNC FINL SVCS GROUP INC        COM              693475105    25201   432190 SH       DEFINED 1              432190
PNM RES INC                    COM              69349H107     2269   110650 SH       DEFINED 1              110650
POLARIS INDS INC               COM              731068102    42379   503615 SH       DEFINED 1              503615
POLYCOM INC                    COM              73172K104      723    69100 SH       DEFINED 1               69100
POLYONE CORP                   COM              73179P106      231    11316 SH       DEFINED 1               11316
POOL CORPORATION               COM              73278L105     4552   107558 SH       DEFINED 1              107558
PORTFOLIO RECOVERY ASSOCS IN   COM              73640Q105      229     2145 SH       DEFINED 1                2145
PORTLAND GEN ELEC CO           COM NEW          736508847     1139    41648 SH       DEFINED 1               41648
POST HLDGS INC                 COM              737446104      440    12850 SH       DEFINED 1               12850
POST PPTYS INC                 COM              737464107      345     6912 SH       DEFINED 1                6912
POTASH CORP SASK INC           COM              73755L107     5139   126030 SH       DEFINED 1              126030
POTLATCH CORP NEW              COM              737630103     3713    94747 SH       DEFINED 1               94747
POWELL INDS INC                COM              739128106       48     1150 SH       DEFINED 1                1150
POWER INTEGRATIONS INC         COM              739276103      124     3680 SH       DEFINED 1                3680
PPG INDS INC                   COM              693506107    30816   227674 SH       DEFINED 1              227674
PPL CORP                       COM              69351T106    15966   557655 SH       DEFINED 1              557655
PPL CORP                       UNIT 99/99/9999S 69351T114     8651   161000 SH       DEFINED 1              161000
PRAXAIR INC                    COM              74005P104     4290    39200 SH       DEFINED 1               39200
PRECISION CASTPARTS CORP       COM              740189105    54150   285875 SH       DEFINED 1              285875
PREMIERE GLOBAL SVCS INC       COM              740585104     2024   207000 SH       DEFINED 1              207000
PRESTIGE BRANDS HLDGS INC      COM              74112D101      129     6416 SH       DEFINED 1                6416
PRICE T ROWE GROUP INC         COM              74144T108     2188    33600 SH       DEFINED 1               33600
PRICELINE COM INC              COM NEW          741503403     8759    14100 SH       DEFINED 1               14100
PRINCIPAL FINL GROUP INC       COM              74251V102     2171    76137 SH       DEFINED 1               76137
PRIVATEBANCORP INC             COM              742962103      122     7944 SH       DEFINED 1                7944
PROASSURANCE CORP              COM              74267C106     8919   211408 SH       DEFINED 1              211408
PROCERA NETWORKS INC           COM NEW          74269U203       46     2466 SH       DEFINED 1                2466
PROCTER & GAMBLE CO            COM              742718109    38119   561483 SH       DEFINED 1              561483
PROGRESS SOFTWARE CORP         COM              743312100     3455   164619 SH       DEFINED 1              164619
PROGRESSIVE CORP OHIO          COM              743315103     1549    73400 SH       DEFINED 1               73400
PROLOGIS INC                   COM              74340W103     2218    60797 SH       DEFINED 1               60797
PROOFPOINT INC                 COM              743424103     1427   115950 SH       DEFINED 1              115950
PROSPECT CAPITAL CORPORATION   COM              74348T102      254    23357 SH       DEFINED 1               23357
PROSPERITY BANCSHARES INC      COM              743606105      727    17300 SH       DEFINED 1               17300
PROTECTIVE LIFE CORP           COM              743674103      892    31200 SH       DEFINED 1               31200
PROTO LABS INC                 COM              743713109      926    23500 SH       DEFINED 1               23500
PROVIDENCE SVC CORP            NOTE 6.500% 5/1  743815AB8     3409  3400000 PRN      DEFINED 1             3400000
PROVIDENT FINL SVCS INC        COM              74386T105      103     6878 SH       DEFINED 1                6878
PRUDENTIAL FINL INC            COM              744320102     4103    76940 SH       DEFINED 1               76940
PRUDENTIAL PLC                 ADR              74435K204     6455   226107 SH       DEFINED 1              226107
PS BUSINESS PKS INC CALIF      COM              69360J107      525     8083 SH       DEFINED 1                8083
PSS WORLD MED INC              COM              69366A100      185     6392 SH       DEFINED 1                6392
PUBLIC STORAGE                 COM              74460D109     2754    19000 SH       DEFINED 1               19000
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     2043    66772 SH       DEFINED 1               66772
PULTE GROUP INC                COM              745867101      814    44835 SH       DEFINED 1               44835
PVH CORP                       COM              693656100     3086    27800 SH       DEFINED 1               27800
PVR PARTNERS L P               COM UNIT REPTG L 693665101    12528   482200 SH       DEFINED 1              482200
QEP RES INC                    COM              74733V100      711    23500 SH       DEFINED 1               23500
QLOGIC CORP                    COM              747277101      355    36500 SH       DEFINED 1               36500
QUAKER CHEM CORP               COM              747316107       90     1662 SH       DEFINED 1                1662
QUALCOMM INC                   COM              747525103    61704   994900 SH       DEFINED 1              994900
QUALITY SYS INC                COM              747582104       88     5053 SH       DEFINED 1                5053
QUANEX BUILDING PRODUCTS COR   COM              747619104     2014    98691 SH       DEFINED 1               98691
QUANTA SVCS INC                COM              74762E102     4871   178500 SH       DEFINED 1              178500
QUEST DIAGNOSTICS INC          COM              74834L100    15577   267320 SH       DEFINED 1              267320
QUESTAR CORP                   COM              748356102     1363    69000 SH       DEFINED 1               69000
QUESTCOR PHARMACEUTICALS INC   COM              74835Y101      198     7425 SH       DEFINED 1                7425
QUICKSILVER RESOURCES INC      COM              74837R104      134    47000 SH       DEFINED 1               47000
QUIDEL CORP                    COM              74838J101     1811    97000 SH       DEFINED 1               97000
QUIKSILVER INC                 COM              74838C106       67    15809 SH       DEFINED 1               15809
QUINSTREET INC                 COM              74874Q100       22     3260 SH       DEFINED 1                3260
RACKSPACE HOSTING INC          COM              750086100     3208    43200 SH       DEFINED 1               43200
RADIAN GROUP INC               COM              750236101      913   149500 SH       DEFINED 1              149500
RADISYS CORP                   COM              750459109        9     2871 SH       DEFINED 1                2871
RALCORP HLDGS INC NEW          COM              751028101     1945    21700 SH       DEFINED 1               21700
RALPH LAUREN CORP              CL A             751212101     6791    45300 SH       DEFINED 1               45300
RANGE RES CORP                 COM              75281A109     1351    21500 SH       DEFINED 1               21500
RAYMOND JAMES FINANCIAL INC    COM              754730109    30846   800560 SH       DEFINED 1              800560
RAYONIER INC                   COM              754907103     2514    48499 SH       DEFINED 1               48499
RAYTHEON CO                    COM NEW          755111507    15264   265180 SH       DEFINED 1              265180
REALTY INCOME CORP             COM              756109104     2115    52600 SH       DEFINED 1               52600
RED HAT INC                    COM              756577102    12419   234500 SH       DEFINED 1              234500
RED ROBIN GOURMET BURGERS IN   COM              75689M101     3975   112647 SH       DEFINED 1              112647
REDWOOD TR INC                 COM              758075402     2905   172000 SH       DEFINED 1              172000
REGAL BELOIT CORP              COM              758750103    22241   315603 SH       DEFINED 1              315603
REGENCY CTRS CORP              COM              758849103     1677    35600 SH       DEFINED 1               35600
REGENCY ENERGY PARTNERS L P    COM UNITS L P    75885Y107     5719   263800 SH       DEFINED 1              263800
REGENERON PHARMACEUTICALS      COM              75886F107     5081    29700 SH       DEFINED 1               29700
REGIONS FINL CORP NEW          COM              7591EP100     2613   366990 SH       DEFINED 1              366990
REGIS CORP MINN                COM              758932107      384    22700 SH       DEFINED 1               22700
REINSURANCE GROUP AMER INC     COM NEW          759351604     3202    59831 SH       DEFINED 1               59831
RELIANCE STEEL & ALUMINUM CO   COM              759509102     1851    29800 SH       DEFINED 1               29800
RENT A CTR INC NEW             COM              76009N100      797    23200 SH       DEFINED 1               23200
REPUBLIC SVCS INC              COM              760759100    13766   469346 SH       DEFINED 1              469346
RESMED INC                     COM              761152107     2345    56400 SH       DEFINED 1               56400
RESOURCES CONNECTION INC       COM              76122Q105       63     5268 SH       DEFINED 1                5268
REYNOLDS AMERICAN INC          COM              761713106     1773    42800 SH       DEFINED 1               42800
RF MICRODEVICES INC            COM              749941100      493   110100 SH       DEFINED 1              110100
RIVERBED TECHNOLOGY INC        COM              768573107     1248    63300 SH       DEFINED 1               63300
RLI CORP                       COM              749607107      139     2157 SH       DEFINED 1                2157
ROBBINS & MYERS INC            COM              770196103     3383    56909 SH       DEFINED 1               56909
ROBERT HALF INTL INC           COM              770323103    43660  1372084 SH       DEFINED 1             1372084
ROCK-TENN CO                   CL A             772739207     1957    28000 SH       DEFINED 1               28000
ROCKWELL AUTOMATION INC        COM              773903109     1541    18350 SH       DEFINED 1               18350
ROCKWELL COLLINS INC           COM              774341101     1877    32272 SH       DEFINED 1               32272
ROFIN SINAR TECHNOLOGIES INC   COM              775043102       77     3568 SH       DEFINED 1                3568
ROGERS COMMUNICATIONS INC      CL B             775109200     1086    23870 SH       DEFINED 1               23870
ROGERS CORP                    COM              775133101      105     2107 SH       DEFINED 1                2107
ROLLINS INC                    COM              775711104      571    25930 SH       DEFINED 1               25930
ROPER INDS INC NEW             COM              776696106    21270   190801 SH       DEFINED 1              190801
ROSE ROCK MIDSTREAM L P        COM U REP LTD    777149105    14391   457300 SH       DEFINED 1              457300
ROSETTA RESOURCES INC          COM              777779307     6570   144850 SH       DEFINED 1              144850
ROSS STORES INC                COM              778296103    18285   337665 SH       DEFINED 1              337665
ROVI CORP                      COM              779376102      630    40800 SH       DEFINED 1               40800
ROWAN COMPANIES PLC            SHS CL A         G7665A101      511    16350 SH       DEFINED 1               16350
ROYAL DUTCH SHELL PLC          SPONS ADR A      780259206     6647    96400 SH       DEFINED 1               96400
ROYAL GOLD INC                 COM              780287108     6170    75886 SH       DEFINED 1               75886
RPM INTL INC                   COM              749685103    11562   393813 SH       DEFINED 1              393813
RTI INTL METALS INC            COM              74973W107      106     3853 SH       DEFINED 1                3853
RTI INTL METALS INC            NOTE 3.000%12/0  74973WAA5     4343  4000000 PRN      DEFINED 1             4000000
RUBICON TECHNOLOGY INC         COM              78112T107       13     2151 SH       DEFINED 1                2151
RUBY TUESDAY INC               COM              781182100       60     7601 SH       DEFINED 1                7601
RUDOLPH TECHNOLOGIES INC       COM              781270103       55     4109 SH       DEFINED 1                4109
RUE21 INC                      COM              781295100       57     1994 SH       DEFINED 1                1994
RUTHS HOSPITALITY GROUP INC    COM              783332109       33     4513 SH       DEFINED 1                4513
RYDER SYS INC                  COM              783549108      335     6700 SH       DEFINED 1                6700
RYLAND GROUP INC               COM              783764103      209     5736 SH       DEFINED 1                5736
S & T BANCORP INC              COM              783859101       68     3777 SH       DEFINED 1                3777
SABRA HEALTH CARE REIT INC     COM              78573L106      102     4707 SH       DEFINED 1                4707
SAFETY INS GROUP INC           COM              78648T100       75     1615 SH       DEFINED 1                1615
SAFEWAY INC                    COM NEW          786514208    11455   633200 SH       DEFINED 1              633200
SAGA COMMUNICATIONS INC        CL A NEW         786598300     2055    44200 SH       DEFINED 1               44200
SAIC INC                       COM              78390X101      425    37500 SH       DEFINED 1               37500
SAKS INC                       COM              79377W108      420    40000 SH       DEFINED 1               40000
SALESFORCE COM INC             COM              79466L302     9582    57000 SH       DEFINED 1               57000
SALIX PHARMACEUTICALS INC      COM              795435106      257     6354 SH       DEFINED 1                6354
SANDERSON FARMS INC            COM              800013104      121     2539 SH       DEFINED 1                2539
SANDISK CORP                   COM              80004C101     2260    51885 SH       DEFINED 1               51885
SANDISK CORP                   NOTE 1.500% 8/1  80004CAD3    12180 10500000 PRN      DEFINED 1            10500000
SAUL CTRS INC                  COM              804395101     1524    35618 SH       DEFINED 1               35618
SBA COMMUNICATIONS CORP        COM              78388J106    38421   540990 SH       DEFINED 1              540990
SCANA CORP NEW                 COM              80589M102      794    17400 SH       DEFINED 1               17400
SCANSOURCE INC                 COM              806037107      112     3513 SH       DEFINED 1                3513
SCHEIN HENRY INC               COM              806407102     2792    34700 SH       DEFINED 1               34700
SCHLUMBERGER LTD               COM              806857108    63911   922371 SH       DEFINED 1              922371
SCHNITZER STL INDS             CL A             806882106     1517    50000 SH       DEFINED 1               50000
SCHOLASTIC CORP                COM              807066105      307    10400 SH       DEFINED 1               10400
SCHULMAN A INC                 COM              808194104      108     3722 SH       DEFINED 1                3722
SCHWAB CHARLES CORP NEW        COM              808513105     3750   261155 SH       DEFINED 1              261155
SCHWEITZER-MAUDUIT INTL INC    COM              808541106      154     3943 SH       DEFINED 1                3943
SCIENTIFIC GAMES CORP          CL A             80874P109      180    20800 SH       DEFINED 1               20800
SCOTTS MIRACLE GRO CO          CL A             810186106      670    15200 SH       DEFINED 1               15200
SCRIPPS E W CO OHIO            CL A NEW         811054402       39     3630 SH       DEFINED 1                3630
SCRIPPS NETWORKS INTERACT IN   CL A COM         811065101     9360   161600 SH       DEFINED 1              161600
SEACOR HOLDINGS INC            COM              811904101      211     2517 SH       DEFINED 1                2517
SEAGATE TECHNOLOGY PLC         SHS              G7945M107     1350    44300 SH       DEFINED 1               44300
SEALED AIR CORP NEW            COM              81211K100      449    25642 SH       DEFINED 1               25642
SEI INVESTMENTS CO             COM              784117103     1239    53100 SH       DEFINED 1               53100
SELECT COMFORT CORP            COM              81616X103      186     7119 SH       DEFINED 1                7119
SELECTIVE INS GROUP INC        COM              816300107      135     6987 SH       DEFINED 1                6987
SEMGROUP CORP                  CL A             81663A105     8207   210000 SH       DEFINED 1              210000
SEMPRA ENERGY                  COM              816851109     2107    29702 SH       DEFINED 1               29702
SEMTECH CORP                   COM              816850101      756    26100 SH       DEFINED 1               26100
SENECA FOODS CORP NEW          CL A             817070501       30      985 SH       DEFINED 1                 985
SENIOR HSG PPTYS TR            SH BEN INT       81721M109     1645    69600 SH       DEFINED 1               69600
SENSIENT TECHNOLOGIES CORP     COM              81725T100      697    19600 SH       DEFINED 1               19600
SERVICE CORP INTL              COM              817565104     1157    83800 SH       DEFINED 1               83800
SERVICENOW INC                 COM              81762P102     2952    98309 SH       DEFINED 1               98309
SHAW GROUP INC                 COM              820280105     1224    26256 SH       DEFINED 1               26256
SHERWIN WILLIAMS CO            COM              824348106     1740    11313 SH       DEFINED 1               11313
SHFL ENTMT INC                 COM              78423R105     3144   216809 SH       DEFINED 1              216809
SIEMENS A G                    SPONSORED ADR    826197501    25068   228990 SH       DEFINED 1              228990
SIGMA ALDRICH CORP             COM              826552101     1170    15900 SH       DEFINED 1               15900
SIGMA DESIGNS INC              COM              826565103       22     4251 SH       DEFINED 1                4251
SIGNATURE BK NEW YORK N Y      COM              82669G104     4766    66800 SH       DEFINED 1               66800
SIGNET JEWELERS LIMITED        SHS              G81276100     1703    31900 SH       DEFINED 1               31900
SILGAN HOLDINGS INC            COM              827048109      803    19313 SH       DEFINED 1               19313
SILICON LABORATORIES INC       COM              826919102      631    15100 SH       DEFINED 1               15100
SIMMONS 1ST NATL CORP          CL A $1 PAR      828730200       54     2110 SH       DEFINED 1                2110
SIMON PPTY GROUP INC NEW       COM              828806109    13832    87492 SH       DEFINED 1               87492
SIMPSON MANUFACTURING CO INC   COM              829073105      167     5096 SH       DEFINED 1                5096
SKECHERS U S A INC             CL A             830566105       90     4875 SH       DEFINED 1                4875
SKYWEST INC                    COM              830879102       81     6511 SH       DEFINED 1                6511
SKYWORKS SOLUTIONS INC         COM              83088M102    13320   656175 SH       DEFINED 1              656175
SL GREEN RLTY CORP             COM              78440X101     2729    35600 SH       DEFINED 1               35600
SLM CORP                       COM              78442P106     3900   227642 SH       DEFINED 1              227642
SM ENERGY CO                   COM              78454L100     1357    26000 SH       DEFINED 1               26000
SMITH A O                      COM              831865209      311     4927 SH       DEFINED 1                4927
SMITHFIELD FOODS INC           COM              832248108     1061    49200 SH       DEFINED 1               49200
SMUCKER J M CO                 COM NEW          832696405     1233    14300 SH       DEFINED 1               14300
SNAP ON INC                    COM              833034101     8663   109667 SH       DEFINED 1              109667
SNYDERS-LANCE INC              COM              833551104      147     6108 SH       DEFINED 1                6108
SOLARWINDS INC                 COM              83416B109     1264    24100 SH       DEFINED 1               24100
SOLERA HOLDINGS INC            COM              83421A104     1449    27100 SH       DEFINED 1               27100
SONIC AUTOMOTIVE INC           CL A             83545G102       97     4652 SH       DEFINED 1                4652
SONIC CORP                     COM              835451105       72     6922 SH       DEFINED 1                6922
SONOCO PRODS CO                COM              835495102     8625   290125 SH       DEFINED 1              290125
SONUS NETWORKS INC             COM              835916107      807   474500 SH       DEFINED 1              474500
SOTHEBYS                       COM              835898107      898    26700 SH       DEFINED 1               26700
SOURCEFIRE INC                 COM              83616T108     3591    76052 SH       DEFINED 1               76052
SOUTH JERSEY INDS INC          COM              838518108      200     3972 SH       DEFINED 1                3972
SOUTHCROSS ENERGY PARTNERS L   COM UNIT LTDPT   84130C100     8009   336800 SH       DEFINED 1              336800
SOUTHERN CO                    COM              842587107     4940   115400 SH       DEFINED 1              115400
SOUTHWEST AIRLS CO             COM              844741108     2781   271587 SH       DEFINED 1              271587
SOUTHWEST GAS CORP             COM              844895102     3391    79962 SH       DEFINED 1               79962
SOUTHWESTERN ENERGY CO         COM              845467109     9391   281094 SH       DEFINED 1              281094
SOVRAN SELF STORAGE INC        COM              84610H108      240     3866 SH       DEFINED 1                3866
SPARTAN MTRS INC               COM              846819100       19     3953 SH       DEFINED 1                3953
SPARTAN STORES INC             COM              846822104       42     2764 SH       DEFINED 1                2764
SPDR S^P 500 ETF TR            TR UNIT          78462F103   463000  3251174 SH       DEFINED 1             3251174
SPDR S^P MIDCAP 400 ETF TR     UTSER1 S^PDCRP   78467Y107   101948   548965 SH       DEFINED 1              548965
SPDR SERIES TRUST              BRC HGH YLD BD   78464A417     3965    97400 SH       DEFINED 1               97400
SPDR SERIES TRUST              S^P BIOTECH      78464A870    29804   339029 SH       DEFINED 1              339029
SPDR SERIES TRUST              S^P DIVID ETF    78464A763    16306   280370 SH       DEFINED 1              280370
SPECTRA ENERGY CORP            COM              847560109     3847   140486 SH       DEFINED 1              140486
SPECTRA ENERGY PARTNERS LP     COM              84756N109      765    24502 SH       DEFINED 1               24502
SPECTRUM PHARMACEUTICALS INC   COM              84763A108       74     6593 SH       DEFINED 1                6593
SPRINT NEXTEL CORP             COM SER 1        852061100     2249   396602 SH       DEFINED 1              396602
SPS COMM INC                   COM              78463M107    11698   313862 SH       DEFINED 1              313862
SPX CORP                       COM              784635104    16285   232150 SH       DEFINED 1              232150
ST JUDE MED INC                COM              790849103     1471    40700 SH       DEFINED 1               40700
STAGE STORES INC               COM NEW          85254C305      100     4054 SH       DEFINED 1                4054
STAMPS COM INC                 COM NEW          852857200       45     1784 SH       DEFINED 1                1784
STANCORP FINL GROUP INC        COM              852891100      638    17400 SH       DEFINED 1               17400
STANDARD MTR PRODS INC         COM              853666105       55     2493 SH       DEFINED 1                2493
STANDARD PAC CORP NEW          COM              85375C101      103    13999 SH       DEFINED 1               13999
STANDEX INTL CORP              COM              854231107       83     1617 SH       DEFINED 1                1617
STANLEY BLACK & DECKER INC     COM              854502101     7933   107252 SH       DEFINED 1              107252
STANLEY BLACK & DECKER INC     UNIT 99/99/9999  854502309     6102    50115 SH       DEFINED 1               50115
STANLEY FURNITURE CO INC       COM NEW          854305208      410    91000 SH       DEFINED 1               91000
STAPLES INC                    COM              855030102     3649   320100 SH       DEFINED 1              320100
STARBUCKS CORP                 COM              855244109    28822   537525 SH       DEFINED 1              537525
STARWOOD HOTELS^RESORTS WRLD   COM              85590A401     1486    25900 SH       DEFINED 1               25900
STATE STR CORP                 COM              857477103     3402    72369 SH       DEFINED 1               72369
STEEL DYNAMICS INC             COM              858119100     1186    86400 SH       DEFINED 1               86400
STEIN MART INC                 COM              858375108     1738   230499 SH       DEFINED 1              230499
STEPAN CO                      COM              858586100      117     2112 SH       DEFINED 1                2112
STERICYCLE INC                 COM              858912108     1054    11300 SH       DEFINED 1               11300
STERIS CORP                    COM              859152100     2156    62070 SH       DEFINED 1               62070
STERLING BANCORP               COM              859158107       36     3933 SH       DEFINED 1                3933
STEWART INFORMATION SVCS COR   COM              860372101       59     2262 SH       DEFINED 1                2262
STIFEL FINL CORP               COM              860630102     8751   273735 SH       DEFINED 1              273735
STILLWATER MNG CO              COM              86074Q102      190    14840 SH       DEFINED 1               14840
STONE ENERGY CORP              COM              861642106      129     6289 SH       DEFINED 1                6289
STR HLDGS INC                  COM              78478V100       12     4869 SH       DEFINED 1                4869
STRAYER ED INC                 COM              863236105      264     4700 SH       DEFINED 1                4700
STRYKER CORP                   COM              863667101     3973    72466 SH       DEFINED 1               72466
STURM RUGER & CO INC           COM              864159108      111     2434 SH       DEFINED 1                2434
SUMMIT MIDSTREAM PARTNERS LP   COM UNIT LTD     866142102    11898   600000 SH       DEFINED 1              600000
SUN HYDRAULICS CORP            COM              866942105     4886   187345 SH       DEFINED 1              187345
SUN LIFE FINL INC              COM              866796105     1573    59300 SH       DEFINED 1               59300
SUNCOKE ENERGY INC             COM              86722A103      139     8888 SH       DEFINED 1                8888
SUNTRUST BKS INC               COM              867914103     6457   227773 SH       DEFINED 1              227773
SUPER MICRO COMPUTER INC       COM              86800U104       34     3345 SH       DEFINED 1                3345
SUPERIOR ENERGY SVCS INC       COM              868157108     1287    62100 SH       DEFINED 1               62100
SUPERIOR INDS INTL INC         COM              868168105       60     2942 SH       DEFINED 1                2942
SUPERTEX INC                   COM              868532102       23     1326 SH       DEFINED 1                1326
SUPERVALU INC                  COM              868536103      208    84100 SH       DEFINED 1               84100
SURMODICS INC                  COM              868873100       35     1545 SH       DEFINED 1                1545
SUSQUEHANNA BANCSHARES INC P   COM              869099101      248    23688 SH       DEFINED 1               23688
SVB FINL GROUP                 COM              78486Q101     6297   112500 SH       DEFINED 1              112500
SWIFT ENERGY CO                COM              870738101     1438    93453 SH       DEFINED 1               93453
SWS GROUP INC                  COM              78503N107       19     3592 SH       DEFINED 1                3592
SYKES ENTERPRISES INC          COM              871237103       75     4951 SH       DEFINED 1                4951
SYMANTEC CORP                  COM              871503108     1722    91554 SH       DEFINED 1               91554
SYMETRA FINL CORP              COM              87151Q106      837    64504 SH       DEFINED 1               64504
SYMMETRICOM INC                COM              871543104       30     5194 SH       DEFINED 1                5194
SYMMETRY MED INC               COM              871546206       49     4673 SH       DEFINED 1                4673
SYNACOR INC                    COM              871561106     2206   403350 SH       DEFINED 1              403350
SYNAPTICS INC                  COM              87157D109      125     4185 SH       DEFINED 1                4185
SYNCHRONOSS TECHNOLOGIES INC   COM              87157B103    11378   539498 SH       DEFINED 1              539498
SYNNEX CORP                    COM              87162W100     3127    90968 SH       DEFINED 1               90968
SYNOPSYS INC                   COM              871607107     1872    58800 SH       DEFINED 1               58800
SYNOVUS FINL CORP              COM              87161C105      759   309900 SH       DEFINED 1              309900
SYSCO CORP                     COM              871829107     7112   224622 SH       DEFINED 1              224622
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100     3099   180595 SH       DEFINED 1              180595
TAKE-TWO INTERACTIVE SOFTWAR   COM              874054109      127    11529 SH       DEFINED 1               11529
TANGER FACTORY OUTLET CTRS I   COM              875465106      408    11930 SH       DEFINED 1               11930
TANGOE INC                     COM              87582Y108     6813   573942 SH       DEFINED 1              573942
TARGA RES CORP                 COM              87612G101    10568   200000 SH       DEFINED 1              200000
TARGA RESOURCES PARTNERS LP    COM UNIT         87611X105     4560   122000 SH       DEFINED 1              122000
TARGET CORP                    COM              87612E106    50973   861472 SH       DEFINED 1              861472
TAUBMAN CTRS INC               COM              876664103     1913    24300 SH       DEFINED 1               24300
TCF FINL CORP                  COM              872275102      782    64400 SH       DEFINED 1               64400
TE CONNECTIVITY LTD            REG SHS          H84989104     9977   268786 SH       DEFINED 1              268786
TEAM HEALTH HOLDINGS INC       COM              87817A107     4012   139450 SH       DEFINED 1              139450
TECH DATA CORP                 COM              878237106      678    14900 SH       DEFINED 1               14900
TECHNE CORP                    COM              878377100      929    13600 SH       DEFINED 1               13600
TECO ENERGY INC                COM              872375100     1160    69200 SH       DEFINED 1               69200
TEEKAY TANKERS LTD             CL A             Y8565N102      800   276000 SH       DEFINED 1              276000
TELEDYNE TECHNOLOGIES INC      COM              879360105      305     4687 SH       DEFINED 1                4687
TELEFLEX INC                   COM              879369106     1148    16100 SH       DEFINED 1               16100
TELEFLEX INC                   NOTE 3.875% 8/0  879369AA4     4484  3500000 PRN      DEFINED 1             3500000
TELEPHONE & DATA SYS INC       COM NEW          879433829      883    39862 SH       DEFINED 1               39862
TELETECH HOLDINGS INC          COM              879939106       51     2866 SH       DEFINED 1                2866
TELLABS INC                    COM              879664100      310   136100 SH       DEFINED 1              136100
TEMPUR PEDIC INTL INC          COM              88023U101      740    23500 SH       DEFINED 1               23500
TENARIS S A                    SPONSORED ADR    88031M109     1623    38728 SH       DEFINED 1               38728
TENET HEALTHCARE CORP          COM NEW          88033G407      457    14062 SH       DEFINED 1               14062
TENNANT CO                     COM              880345103      104     2361 SH       DEFINED 1                2361
TERADATA CORP DEL              COM              88076W103     9652   155950 SH       DEFINED 1              155950
TERADYNE INC                   COM              880770102     5013   296775 SH       DEFINED 1              296775
TEREX CORP NEW                 COM              880779103     1223    43500 SH       DEFINED 1               43500
TERNIUM SA                     SPON ADR         880890108      921    39090 SH       DEFINED 1               39090
TESORO CORP                    COM              881609101      815    18500 SH       DEFINED 1               18500
TESORO LOGISTICS LP            COM UNIT LP      88160T107    10950   250000 SH       DEFINED 1              250000
TESSERA TECHNOLOGIES INC       COM              88164L100      109     6636 SH       DEFINED 1                6636
TETRA TECH INC NEW             COM              88162G103      215     8111 SH       DEFINED 1                8111
TETRA TECHNOLOGIES INC DEL     COM              88162F105     1593   209919 SH       DEFINED 1              209919
TEXAS CAPITAL BANCSHARES INC   COM              88224Q107      231     5156 SH       DEFINED 1                5156
TEXAS INDS INC                 COM              882491103     1491    29235 SH       DEFINED 1               29235
TEXAS INSTRS INC               COM              882508104     7064   228300 SH       DEFINED 1              228300
TEXAS ROADHOUSE INC            COM              882681109      125     7449 SH       DEFINED 1                7449
TEXTRON INC                    COM              883203101      922    37200 SH       DEFINED 1               37200
THE ADT CORPORATION            COM              00101J106     2984    64182 SH       DEFINED 1               64182
THERMO FISHER SCIENTIFIC INC   COM              883556102     8381   131400 SH       DEFINED 1              131400
THERMON GROUP HLDGS INC        COM              88362T103     5970   265000 SH       DEFINED 1              265000
THOMPSON CREEK METALS CO INC   UNIT 99/99/9999  884768300     3427   160000 SH       DEFINED 1              160000
THOR INDS INC                  COM              885160101      648    17300 SH       DEFINED 1               17300
THORATEC CORP                  COM NEW          885175307      870    23200 SH       DEFINED 1               23200
TIBCO SOFTWARE INC             COM              88632Q103    11111   504800 SH       DEFINED 1              504800
TIDEWATER INC                  COM              886423102      876    19600 SH       DEFINED 1               19600
TIFFANY & CO NEW               COM              886547108     1311    22867 SH       DEFINED 1               22867
TIM PARTICIPACOES S A          SPONSORED ADR    88706P205     2013   101570 SH       DEFINED 1              101570
TIME WARNER CABLE INC          COM              88732J207     4281    44052 SH       DEFINED 1               44052
TIME WARNER INC                COM NEW          887317303    14903   311593 SH       DEFINED 1              311593
TIMKEN CO                      COM              887389104     1497    31300 SH       DEFINED 1               31300
TJX COS INC NEW                COM              872540109    14171   333827 SH       DEFINED 1              333827
TNS INC                        COM              872960109     1044    50355 SH       DEFINED 1               50355
TOLL BROTHERS INC              COM              889478103     1907    59000 SH       DEFINED 1               59000
TOMPKINS FINANCIAL CORPORATI   COM              890110109       58     1460 SH       DEFINED 1                1460
TOOTSIE ROLL INDS INC          COM              890516107      209     8077 SH       DEFINED 1                8077
TORCHMARK CORP                 COM              891027104      794    15375 SH       DEFINED 1               15375
TORO CO                        COM              891092108      321     7462 SH       DEFINED 1                7462
TOTAL S A                      SPONSORED ADR    89151E109      862    16580 SH       DEFINED 1               16580
TOTAL SYS SVCS INC             COM              891906109      454    21178 SH       DEFINED 1               21178
TOWER GROUP INC                COM              891777104       78     4388 SH       DEFINED 1                4388
TOWERS WATSON & CO             CL A             891894107     1265    22500 SH       DEFINED 1               22500
TRACTOR SUPPLY CO              COM              892356106     2456    27800 SH       DEFINED 1               27800
TRANSDIGM GROUP INC            COM              893641100     9197    67446 SH       DEFINED 1               67446
TRAVELERS COMPANIES INC        COM              89417E109    18560   258421 SH       DEFINED 1              258421
TREDEGAR CORP                  COM              894650100       62     3060 SH       DEFINED 1                3060
TREEHOUSE FOODS INC            COM              89469A104      240     4597 SH       DEFINED 1                4597
TRIMBLE NAVIGATION LTD         COM              896239100     2971    49700 SH       DEFINED 1               49700
TRINITY INDS INC               COM              896522109     1116    31150 SH       DEFINED 1               31150
TRIPADVISOR INC                COM              896945201      606    14450 SH       DEFINED 1               14450
TRIPLE-S MGMT CORP             CL B             896749108     1590    86100 SH       DEFINED 1               86100
TRIQUINT SEMICONDUCTOR INC     COM              89674K103      102    21127 SH       DEFINED 1               21127
TRIUMPH GROUP INC NEW          COM              896818101     1286    19700 SH       DEFINED 1               19700
TRUE RELIGION APPAREL INC      COM              89784N104      902    35479 SH       DEFINED 1               35479
TRUEBLUE INC                   COM              89785X101       80     5103 SH       DEFINED 1                5103
TRUSTCO BK CORP N Y            COM              898349105       63    11933 SH       DEFINED 1               11933
TRUSTMARK CORP                 COM              898402102      573    25500 SH       DEFINED 1               25500
TRW AUTOMOTIVE INC             NOTE 3.500%12/0  87264MAH2     2866  1500000 PRN      DEFINED 1             1500000
TTM TECHNOLOGIES INC           COM              87305R109       61     6661 SH       DEFINED 1                6661
TUESDAY MORNING CORP           COM NEW          899035505       34     5399 SH       DEFINED 1                5399
TUPPERWARE BRANDS CORP         COM              899896104     1397    21800 SH       DEFINED 1               21800
TURQUOISE HILL RES LTD         COM              900435108    10124  1330386 SH       DEFINED 1             1330386
TW TELECOM INC                 COM              87311L104    14702   577243 SH       DEFINED 1              577243
TYCO INTERNATIONAL LTD         SHS              H89128104     3750   128210 SH       DEFINED 1              128210
TYLER TECHNOLOGIES INC         COM              902252105      162     3339 SH       DEFINED 1                3339
TYSON FOODS INC                CL A             902494103      735    37900 SH       DEFINED 1               37900
U S G CORP                     COM NEW          903293405     1454    51800 SH       DEFINED 1               51800
U S PHYSICAL THERAPY INC       COM              90337L108     5160   187350 SH       DEFINED 1              187350
UDR INC                        COM              902653104     2345    98602 SH       DEFINED 1               98602
UGI CORP NEW                   COM              902681105     7018   214550 SH       DEFINED 1              214550
UIL HLDG CORP                  COM              902748102      230     6421 SH       DEFINED 1                6421
ULTA SALON COSMETCS & FRAG I   COM              90384S303    13702   139450 SH       DEFINED 1              139450
ULTIMATE SOFTWARE GROUP INC    COM              90385D107    10988   116385 SH       DEFINED 1              116385
ULTRA PETROLEUM CORP           COM              903914109      227    12510 SH       DEFINED 1               12510
ULTRATECH INC                  COM              904034105      128     3433 SH       DEFINED 1                3433
UMB FINL CORP                  COM              902788108      181     4126 SH       DEFINED 1                4126
UMPQUA HLDGS CORP              COM              904214103      168    14219 SH       DEFINED 1               14219
UNDER ARMOUR INC               CL A             904311107     1480    30500 SH       DEFINED 1               30500
UNIFIRST CORP MASS             COM              904708104      139     1902 SH       DEFINED 1                1902
UNION PAC CORP                 COM              907818108    28324   225295 SH       DEFINED 1              225295
UNIT CORP                      COM              909218109      766    17000 SH       DEFINED 1               17000
UNITED BANKSHARES INC WEST V   COM              909907107      141     5812 SH       DEFINED 1                5812
UNITED CMNTY BKS BLAIRSVLE G   COM              90984P303       55     5866 SH       DEFINED 1                5866
UNITED CONTL HLDGS INC         COM              910047109     2944   125900 SH       DEFINED 1              125900
UNITED FIRE GROUP INC          COM              910340108       61     2777 SH       DEFINED 1                2777
UNITED NAT FOODS INC           COM              911163103     6100   113819 SH       DEFINED 1              113819
UNITED ONLINE INC              COM              911268100       65    11558 SH       DEFINED 1               11558
UNITED PARCEL SERVICE INC      CL B             911312106    24075   326534 SH       DEFINED 1              326534
UNITED RENTALS INC             COM              911363109     1663    36523 SH       DEFINED 1               36523
UNITED STATES STL CORP NEW     COM              912909108      455    19050 SH       DEFINED 1               19050
UNITED STATIONERS INC          COM              913004107      158     5110 SH       DEFINED 1                5110
UNITED TECHNOLOGIES CORP       COM              913017109    64714   789099 SH       DEFINED 1              789099
UNITED TECHNOLOGIES CORP       UNIT 99/99/9999  913017117    10295   185000 SH       DEFINED 1              185000
UNITED THERAPEUTICS CORP DEL   COM              91307C102      994    18600 SH       DEFINED 1               18600
UNITEDHEALTH GROUP INC         COM              91324P102    28138   518774 SH       DEFINED 1              518774
UNIVERSAL CORP VA              COM              913456109      459     9200 SH       DEFINED 1                9200
UNIVERSAL ELECTRS INC          COM              913483103       37     1911 SH       DEFINED 1                1911
UNIVERSAL FST PRODS INC        COM              913543104     2644    69514 SH       DEFINED 1               69514
UNIVERSAL HEALTH RLTY INCM T   SH BEN INT       91359E105       82     1612 SH       DEFINED 1                1612
UNIVERSAL HLTH SVCS INC        CL B             913903100     6467   133750 SH       DEFINED 1              133750
UNIVERSAL TECHNICAL INST INC   COM              913915104       28     2751 SH       DEFINED 1                2751
UNS ENERGY CORP                COM              903119105      223     5257 SH       DEFINED 1                5257
UNUM GROUP                     COM              91529Y106     1945    93411 SH       DEFINED 1               93411
URBAN OUTFITTERS INC           COM              917047102      567    14400 SH       DEFINED 1               14400
URS CORP NEW                   COM              903236107     1190    30300 SH       DEFINED 1               30300
URSTADT BIDDLE PPTYS INC       CL A             917286205       64     3243 SH       DEFINED 1                3243
US BANCORP DEL                 COM NEW          902973304    15654   490091 SH       DEFINED 1              490091
USA MOBILITY INC               COM              90341G103       32     2782 SH       DEFINED 1                2782
UTI WORLDWIDE INC              ORD              G87210103      548    40900 SH       DEFINED 1               40900
V F CORP                       COM              918204108    12619    83586 SH       DEFINED 1               83586
VALASSIS COMMUNICATIONS INC    COM              918866104      400    15500 SH       DEFINED 1               15500
VALE S A                       ADR              91912E105     4396   209747 SH       DEFINED 1              209747
VALERO ENERGY CORP NEW         COM              91913Y100     3064    89800 SH       DEFINED 1               89800
VALLEY NATL BANCORP            COM              919794107      724    77886 SH       DEFINED 1               77886
VALMONT INDS INC               COM              920253101    11627    85150 SH       DEFINED 1               85150
VALSPAR CORP                   COM              920355104     2078    33300 SH       DEFINED 1               33300
VALUECLICK INC                 COM              92046N102      542    27900 SH       DEFINED 1               27900
VANGUARD INTL EQUITY INDEX F   MSCI EMR MKT ETF 922042858   179934  4040728 SH       DEFINED 1             4040728
VANGUARD TAX MANAGED INTL FD   MSCI EAFE ETF    921943858    74472  2113882 SH       DEFINED 1             2113882
VARIAN MED SYS INC             COM              92220P105     1011    14400 SH       DEFINED 1               14400
VASCO DATA SEC INTL INC        COM              92230Y104       30     3664 SH       DEFINED 1                3664
VCA ANTECH INC                 COM              918194101      728    34600 SH       DEFINED 1               34600
VECTREN CORP                   COM              92240G101     1599    54400 SH       DEFINED 1               54400
VEECO INSTRS INC DEL           COM              922417100      147     4974 SH       DEFINED 1                4974
VENTAS INC                     COM              92276F100     2524    39000 SH       DEFINED 1               39000
VERIFONE SYS INC               COM              92342Y109    21585   727256 SH       DEFINED 1              727256
VERISIGN INC                   COM              92343E102      796    20500 SH       DEFINED 1               20500
VERIZON COMMUNICATIONS INC     COM              92343V104    31975   738972 SH       DEFINED 1              738972
VERTEX PHARMACEUTICALS INC     COM              92532F100    15820   377197 SH       DEFINED 1              377197
VERTEX PHARMACEUTICALS INC     NOTE 3.350%10/0  92532FAN0     2152  1914000 PRN      DEFINED 1             1914000
VIACOM INC NEW                 CL B             92553P201    33972   644149 SH       DEFINED 1              644149
VIAD CORP                      COM NEW          92552R406       70     2574 SH       DEFINED 1                2574
VIASAT INC                     COM              92552V100      198     5088 SH       DEFINED 1                5088
VICOR CORP                     COM              925815102       13     2468 SH       DEFINED 1                2468
VIEWPOINT FINL GROUP INC MD    COM              92672A101       95     4525 SH       DEFINED 1                4525
VIROPHARMA INC                 COM              928241108      191     8373 SH       DEFINED 1                8373
VIRTUS INVT PARTNERS INC       COM              92828Q109       89      737 SH       DEFINED 1                 737
VIRTUSA CORP                   COM              92827P102       42     2560 SH       DEFINED 1                2560
VISA INC                       COM CL A         92826C839    44485   293475 SH       DEFINED 1              293475
VISHAY INTERTECHNOLOGY INC     COM              928298108      552    51887 SH       DEFINED 1               51887
VITAMIN SHOPPE INC             COM              92849E101     5893   102732 SH       DEFINED 1              102732
VMWARE INC                     CL A COM         928563402     2372    25200 SH       DEFINED 1               25200
VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W209    22309   885627 SH       DEFINED 1              885627
VOLTERRA SEMICONDUCTOR CORP    COM              928708106       55     3183 SH       DEFINED 1                3183
VORNADO RLTY TR                SH BEN INT       929042109     1792    22374 SH       DEFINED 1               22374
VOXX INTL CORP                 CL A             91829F104       16     2408 SH       DEFINED 1                2408
VULCAN MATLS CO                COM              929160109     4034    77500 SH       DEFINED 1               77500
WABASH NATL CORP               NOTE 3.375% 5/0  929566AH0     6651  6005000 PRN      DEFINED 1             6005000
WABTEC CORP                    COM              929740108     1655    18900 SH       DEFINED 1               18900
WADDELL & REED FINL INC        CL A             930059100     1173    33700 SH       DEFINED 1               33700
WALGREEN CO                    COM              931422109    21785   588634 SH       DEFINED 1              588634
WAL-MART STORES INC            COM              931142103    29591   433697 SH       DEFINED 1              433697
WARNACO GROUP INC              COM NEW          934390402     1152    16100 SH       DEFINED 1               16100
WASHINGTON FED INC             COM              938824109      706    41865 SH       DEFINED 1               41865
WASHINGTON POST CO             CL B             939640108      219      600 SH       DEFINED 1                 600
WASHINGTON REAL ESTATE INVT    SH BEN INT       939653101     1838    70300 SH       DEFINED 1               70300
WASTE CONNECTIONS INC          COM              941053100     5722   169350 SH       DEFINED 1              169350
WASTE MGMT INC DEL             COM              94106L109    15482   458860 SH       DEFINED 1              458860
WATERS CORP                    COM              941848103     1002    11500 SH       DEFINED 1               11500
WATSCO INC                     COM              942622200      876    11700 SH       DEFINED 1               11700
WATSON PHARMACEUTICALS INC     COM              942683103    20219   235100 SH       DEFINED 1              235100
WATTS WATER TECHNOLOGIES INC   CL A             942749102      153     3556 SH       DEFINED 1                3556
WAUSAU PAPER CORP              COM              943315101     1592   183890 SH       DEFINED 1              183890
WD-40 CO                       COM              929236107       88     1877 SH       DEFINED 1                1877
WEATHERFORD INTERNATIONAL LT   REG SHS          H27013103    12302  1099373 SH       DEFINED 1             1099373
WEBMD HEALTH CORP              NOTE 2.500% 1/3  94770VAF9    12144 14500000 PRN      DEFINED 1            14500000
WEBSENSE INC                   COM              947684106     1709   113637 SH       DEFINED 1              113637
WEBSTER FINL CORP CONN         COM              947890109      649    31600 SH       DEFINED 1               31600
WEINGARTEN RLTY INVS           SH BEN INT       948741103     1178    44000 SH       DEFINED 1               44000
WELLCARE HEALTH PLANS INC      COM              94946T106      828    17000 SH       DEFINED 1               17000
WELLPOINT INC                  COM              94973V107     3207    52640 SH       DEFINED 1               52640
WELLS FARGO & CO NEW           COM              949746101    75368  2205026 SH       DEFINED 1             2205026
WELLS FARGO & CO NEW           PERP PFD CNV A   949746804    27428    22390 SH       DEFINED 1               22390
WENDYS CO                      COM              95058W100      521   110900 SH       DEFINED 1              110900
WERNER ENTERPRISES INC         COM              950755108      380    17550 SH       DEFINED 1               17550
WESCO INTL INC                 COM              95082P105    36190   536712 SH       DEFINED 1              536712
WEST PHARMACEUTICAL SVSC INC   COM              955306105     4355    79535 SH       DEFINED 1               79535
WESTAMERICA BANCORPORATION     COM              957090103     1695    39799 SH       DEFINED 1               39799
WESTAR ENERGY INC              COM              95709T100     3375   117932 SH       DEFINED 1              117932
WESTERN DIGITAL CORP           COM              958102105     2120    49902 SH       DEFINED 1               49902
WESTERN GAS EQUITY PARTNERS    COMUNT LTD PT    95825R103     7637   255000 SH       DEFINED 1              255000
WESTERN GAS PARTNERS LP        COM UNIT LP IN   958254104    11908   250000 SH       DEFINED 1              250000
WESTERN UN CO                  COM              959802109     1072    78732 SH       DEFINED 1               78732
WESTLAKE CHEM CORP             COM              960413102    15353   193608 SH       DEFINED 1              193608
WEX INC                        COM              96208T104     1146    15200 SH       DEFINED 1               15200
WEYERHAEUSER CO                COM              962166104     5343   192042 SH       DEFINED 1              192042
WGL HLDGS INC                  COM              92924F106     1238    31594 SH       DEFINED 1               31594
WHIRLPOOL CORP                 COM              963320106     3830    37644 SH       DEFINED 1               37644
WHITING PETE CORP NEW          COM              966387102     9378   216225 SH       DEFINED 1              216225
WHOLE FOODS MKT INC            COM              966837106     7402    81050 SH       DEFINED 1               81050
WILEY JOHN & SONS INC          CL A             968223206      720    18500 SH       DEFINED 1               18500
WILLIAMS COS INC DEL           COM              969457100    38183  1166250 SH       DEFINED 1             1166250
WILLIAMS SONOMA INC            COM              969904101     1488    34000 SH       DEFINED 1               34000
WILLIS GROUP HOLDINGS PUBLIC   SHS              G96666105     3299    98400 SH       DEFINED 1               98400
WILSHIRE BANCORP INC           COM              97186T108       46     7880 SH       DEFINED 1                7880
WINDSTREAM CORP                COM              97381W104      642    77592 SH       DEFINED 1               77592
WINNEBAGO INDS INC             COM              974637100     2717   158600 SH       DEFINED 1              158600
WINTRUST FINANCIAL CORP        COM              97650W108     3752   102229 SH       DEFINED 1              102229
WISCONSIN ENERGY CORP          COM              976657106     1680    45601 SH       DEFINED 1               45601
WMS INDS INC                   COM              929297109      376    21500 SH       DEFINED 1               21500
WOLVERINE WORLD WIDE INC       COM              978097103      255     6227 SH       DEFINED 1                6227
WOODWARD INC                   COM              980745103     5961   156321 SH       DEFINED 1              156321
WORLD ACCEP CORP DEL           COM              981419104      122     1642 SH       DEFINED 1                1642
WORLD FUEL SVCS CORP           COM              981475106     1169    28400 SH       DEFINED 1               28400
WORTHINGTON INDS INC           COM              981811102      538    20700 SH       DEFINED 1               20700
WPP PLC                        ADR              92933H101      394     5400 SH       DEFINED 1                5400
WPX ENERGY INC                 COM              98212B103      391    26300 SH       DEFINED 1               26300
WYNDHAM WORLDWIDE CORP         COM              98310W108      984    18486 SH       DEFINED 1               18486
WYNN RESORTS LTD               COM              983134107     7481    66500 SH       DEFINED 1               66500
XCEL ENERGY INC                COM              98389B100     6853   256567 SH       DEFINED 1              256567
XEROX CORP                     COM              984121103    12427  1822170 SH       DEFINED 1             1822170
XILINX INC                     COM              983919101     1235    34400 SH       DEFINED 1               34400
XILINX INC                     SDCV 3.125% 3/1  983919AD3     2534  2000000 PRN      DEFINED 1             2000000
XL GROUP PLC                   SHS              G98290102     2288    91300 SH       DEFINED 1               91300
XO GROUP INC                   COM              983772104       29     3123 SH       DEFINED 1                3123
XYLEM INC                      COM              98419M100     1694    62500 SH       DEFINED 1               62500
XYRATEX LTD                    COM              G98268108      766    91100 SH       DEFINED 1               91100
YAHOO INC                      COM              984332106    19842   997100 SH       DEFINED 1              997100
YUM BRANDS INC                 COM              988498101     3961    59660 SH       DEFINED 1               59660
ZALE CORP NEW                  COM              988858106       14     3330 SH       DEFINED 1                3330
ZEBRA TECHNOLOGIES CORP        CL A             989207105    16461   419062 SH       DEFINED 1              419062
ZEP INC                        COM              98944B108       41     2844 SH       DEFINED 1                2844
ZIMMER HLDGS INC               COM              98956P102     3752    56280 SH       DEFINED 1               56280
ZIONS BANCORPORATION           COM              989701107      520    24300 SH       DEFINED 1               24300
ZUMIEZ INC                     COM              989817101       55     2828 SH       DEFINED 1                2828