OTR - Nominee Name for The State Teachers Retirement Board of Ohio

OTR - Nominee Name for The State Teachers Retirement Board of Ohio as of March 31, 2012

Portfolio Holdings for OTR - Nominee Name for The State Teachers Retirement Board of Ohio

OTR - Nominee Name for The State Teachers Retirement Board of Ohio holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing

                FORM 13F INFORMATION TABLE
                                                           VALUE   SHARES/  SH/ PUT/ INVSTMT                 VOTING AUTHORITY
NAME OF ISSUER                  TITLE OF CLASS    CUSIP    x$1000  PRN AMT  PRN CALL DSCRETN  MANAGERS    SOLE   SHARED     NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ---------- -------- -------- --------
{S}                            {C}              {C}       {C}      {C}      {C} {C}  {C}     {C}        {C}      {C}      {C}
1 800 FLOWERS COM              COM              68243Q106      825   272300 SH       SOLE                 272300        0        0
1ST SOURCE CORP                COM              336901103      957    39100 SH       SOLE                  39100        0        0
3M COMPANY                     COM              88579Y101    73375   822500 SH       SOLE                 822500        0        0
8X8 INC                        COM              282914100      980   233300 SH       SOLE                 233300        0        0
A.T. CROSS CO.                 COM              227478104       42     3500 SH       SOLE                   3500        0        0
AAON INC                       COM              000360206      386    19100 SH       SOLE                  19100        0        0
AARON'S INC.                   COM              002535300      508    19600 SH       SOLE                  19600        0        0
ABBOTT LABORATORIES            COM              002824100   111358  1816900 SH       SOLE                1816900        0        0
ABERDEEN INDONESIA FUND INC    ICOM             00305P106      314    24657 SH       SOLE                  24657        0        0
ABIOMED INC                    COM              003654100      810    36500 SH       SOLE                  36500        0        0
ABM INDUSTRIES INC.            COM              000957100     1604    66000 SH       SOLE                  66000        0        0
ABOVENET INC                   COM              00374N107      439     5300 SH       SOLE                   5300        0        0
ACACIA RESEARCH-TECHNOLOGIES   COM              003881307      355     8500 SH       SOLE                   8500        0        0
ACADIA RLTY TR                 REIT             004239109     2491   110517 SH       SOLE                 110517        0        0
ACCELRYS INC                   COM              00430U103     1057   132400 SH       SOLE                 132400        0        0
ACCENTURE PLC                  COM              G1151C101    92712  1437400 SH       SOLE                1437400        0        0
ACCO BRANDS CORP               COM              00081T108      776    62500 SH       SOLE                  62500        0        0
ACE LTD                        COM              H0023R105    54827   749000 SH       SOLE                 749000        0        0
ACI WORLDWIDE INC              COM              004498101     1764    43800 SH       SOLE                  43800        0        0
ACORDA THERAPEUTICS INC        COM              00484M106     1426    53700 SH       SOLE                  53700        0        0
ACTIVISION BLIZZARD INC        COM              00507V109    28845  2250000 SH       SOLE                2250000        0        0
ACTUANT CORP CL A              COM              00508X203      487    16800 SH       SOLE                  16800        0        0
ACTUATE CORPORATION            COM              00508B102      444    70700 SH       SOLE                  70700        0        0
ACUITY BRANDS INC              COM              00508Y102    26106   415500 SH       SOLE                 415500        0        0
ADOBE SYSTEMS INC.             COM              00724F101    59720  1740600 SH       SOLE                1740600        0        0
ADTRAN INC.                    COM              00738A106      493    15800 SH       SOLE                  15800        0        0
ADVANCE AMERICA CASH ADVANCE C COM              00739W107     1154   110000 SH       SOLE                 110000        0        0
ADVANCE AUTO PARTS INC         COM              00751Y106    13693   154600 SH       SOLE                 154600        0        0
ADVANCED MICRO DEVICES INC.    COM              007903107      551    68700 SH       SOLE                  68700        0        0
ADVENT SOFTWARE INC            COM              007974108     1093    42700 SH       SOLE                  42700        0        0
ADVISORY BOARD CO/THE          COM              00762W107     1710    19300 SH       SOLE                  19300        0        0
AECOM TECHNOLOGY CORP          COM              00766T100    30759  1375000 SH       SOLE                1375000        0        0
AEGON N.V.                     COM              007924103     1172   210867 SH       SOLE                 210867        0        0
AEP INDS INC                   COM              001031103      181     5200 SH       SOLE                   5200        0        0
AEROPOSTALE INC                COM              007865108      335    15500 SH       SOLE                  15500        0        0
AEROVIRONMENT INC              COM              008073108        0        0 SH       SOLE                      0        0        0
AES CORP                       COM              00130H105    43734  3346100 SH       SOLE                3346100        0        0
AETNA INC.                     COM              00817Y108    41457   826500 SH       SOLE                 826500        0        0
AFFYMETRIX INC                 COM              00826T108        6     1500 SH       SOLE                   1500        0        0
AFLAC INC                      COM              001055102    28118   611400 SH       SOLE                 611400        0        0
AG MORTGAGE INVESTMENT TRUST I COM              001228105      124     6300 SH       SOLE                   6300        0        0
AGILENT TECHNOLOGIES INC       COM              00846U101     5506   123700 SH       SOLE                 123700        0        0
AGILYSYS INC                   COM              00847J105      872    97000 SH       SOLE                  97000        0        0
AGL RESOURCES INC              COM              001204106    26118   665947 SH       SOLE                 665947        0        0
AGNICO-EAGLE MINES LTD.        ICOM             008474108    38870  1164473 SH       SOLE                1164473        0        0
AGREE REALTY CORP              REIT             008492100      163     7200 SH       SOLE                   7200        0        0
AGRIUM INC                     COM              008916108    46208   535000 SH       SOLE                 535000        0        0
AH BELO CORP-A                 COM              001282102      526   107600 SH       SOLE                 107600        0        0
AIR LEASE CORP                 COM              00912X302      120     5000 SH       SOLE                   5000        0        0
AIR PROD. & CHEM.              COM              009158106    33222   361900 SH       SOLE                 361900        0        0
AIR TRANSPORT SERVICES GROUP   COM              00922R105      849   146700 SH       SOLE                 146700        0        0
AIRCASTLE LTD                  COM              G0129K104     1185    96800 SH       SOLE                  96800        0        0
AIRGAS INC                     COM              009363102      338     3800 SH       SOLE                   3800        0        0
AIRMEDIA GROUP INC-ADR         COM              009411109     5632  1828517 SH       SOLE                1828517        0        0
ALAMO GROUP INC                COM              011311107      280     9300 SH       SOLE                   9300        0        0
ALASKA AIRGROUP INC            COM              011659109     2404    67100 SH       SOLE                  67100        0        0
ALBANY MOLECULAR RESEARCH      COM              012423109      603   223400 SH       SOLE                 223400        0        0
ALBEMARLE CORP                 COM              012653101    15021   235000 SH       SOLE                 235000        0        0
ALCATEL ADR                    COM              013904305      307   135453 SH       SOLE                 135453        0        0
ALCOA INC.                     COM              013817101    34699  3463000 SH       SOLE                3463000        0        0
ALEXANDER & BALDWIN INC        COM              014482103      296     6100 SH       SOLE                   6100        0        0
ALEXANDERS INC                 REIT             014752109     2912     7392 SH       SOLE                   7392        0        0
ALEXANDRIA REAL ESTATE         REIT             015271109    40098   548316 SH       SOLE                 548316        0        0
ALEXION PHARMACEUTICALS INC    COM              015351109    47128   507518 SH       SOLE                 507518        0        0
ALIGN TECHNOLOGY INC           COM              016255101     1829    66400 SH       SOLE                  66400        0        0
ALKERMES PLC                   COM              G01767105      291    15700 SH       SOLE                  15700        0        0
ALLEGIANT TRAVEL CO            COM              01748X102        0        0 SH       SOLE                      0        0        0
ALLERGAN INC.                  COM              018490102    76630   803000 SH       SOLE                 803000        0        0
ALLETE, INC.                   COM              018522300      104     2500 SH       SOLE                   2500        0        0
ALLIANCE DATA SYSTEM           COM              018581108     6046    48000 SH       SOLE                  48000        0        0
ALLIANCE FINANCIAL CORP/NY     COM              019205103      418    13800 SH       SOLE                  13800        0        0
ALLIANCE HEALTHCARE SERVICES I COM              018606202       23    15600 SH       SOLE                  15600        0        0
ALLIANT ENERGY CORPORATION     COM              018802108    37992   877000 SH       SOLE                 877000        0        0
ALLIANT TECHSYSTEMS INC.       COM              018804104     2446    48800 SH       SOLE                  48800        0        0
ALLIED WORLD ASSURANCE HOLD    COM              H01531104    12814   186600 SH       SOLE                 186600        0        0
ALLSTATE CORP                  COM              020002101    13158   399700 SH       SOLE                 399700        0        0
ALMOST FAMILY INC              COM              020409108      926    35600 SH       SOLE                  35600        0        0
ALNYLAM PHARMACEUTICALS INC    COM              02043Q107       56     5100 SH       SOLE                   5100        0        0
ALON USA ENERGY INC            COM              020520102      847    93600 SH       SOLE                  93600        0        0
ALPHA NATURAL RESOURCES INC    COM              02076X102    13689   900000 SH       SOLE                 900000        0        0
ALTERA CORP                    COM              021441100    25923   651000 SH       SOLE                 651000        0        0
ALTERRA CAPITAL HOLDINGS LTD   COM              G0229R108     1489    64800 SH       SOLE                  64800        0        0
ALTRIA GROUP INC               COM              02209S103   106841  3461000 SH       SOLE                3461000        0        0
AMAG PHARMACEUTICALS INC       COM              00163U106      685    43000 SH       SOLE                  43000        0        0
AMAZON.COM INC                 COM              023135106    75496   372800 SH       SOLE                 372800        0        0
AMC NETWORKS INC               COM              00164V103      353     7900 SH       SOLE                   7900        0        0
AMEDISYS INC                   COM              023436108     1057    73100 SH       SOLE                  73100        0        0
AMERCO                         COM              023586100      791     7500 SH       SOLE                   7500        0        0
AMERICA MOVIL - ADR            COM              02364W105    34175  1376359 SH       SOLE                1376359        0        0
AMERICAN ASSETS TRUST INC      REIT             024013104     1489    65306 SH       SOLE                  65306        0        0
AMERICAN AXLE & MFG HOLDINGS   COM              024061103        0        0 SH       SOLE                      0        0        0
AMERICAN CAMPUS COMMUNITIES IN REIT             024835100    11084   247858 SH       SOLE                 247858        0        0
AMERICAN CAPITAL AGENCY CORP   COM              02503X105     1288    43600 SH       SOLE                  43600        0        0
AMERICAN CAPITAL LTD           COM              02503Y103      444    51200 SH       SOLE                  51200        0        0
AMERICAN CAPITAL MORTGAGE INV  COM              02504A104      242    11100 SH       SOLE                  11100        0        0
AMERICAN EAGLE OUTFITTERS      COM              02553E106    15041   875000 SH       SOLE                 875000        0        0
AMERICAN ELECTRIC POWER        COM              025537101    23657   613200 SH       SOLE                 613200        0        0
AMERICAN EQUITY INVESTMENT LIF COM              025676206      727    56900 SH       SOLE                  56900        0        0
AMERICAN EXPRESS CO.           COM              025816109    46462   803000 SH       SOLE                 803000        0        0
AMERICAN FINANCIAL GROUP INC.  COM              025932104    12928   335100 SH       SOLE                 335100        0        0
AMERICAN GREETING CL A         COM              026375105     1146    74700 SH       SOLE                  74700        0        0
AMERICAN INTL GROUP            COM              026874784    10414   337800 SH       SOLE                 337800        0        0
AMERICAN PUBLIC EDUCATION      COM              02913V103     1224    32200 SH       SOLE                  32200        0        0
AMERICAN SCIENCE & ENGINEERING COM              029429107      228     3400 SH       SOLE                   3400        0        0
AMERICAN STATES WATER CO.      COM              029899101     1128    31200 SH       SOLE                  31200        0        0
AMERICAN TOWER CORP            COM              03027X100    54582   866100 SH       SOLE                 866100        0        0
AMERICAN VANGUARD CORP         COM              030371108     1111    51200 SH       SOLE                  51200        0        0
AMERICAN WATER WORKS CO INC    COM              030420103    27156   798000 SH       SOLE                 798000        0        0
AMERIGON INC                   COM              03070L300        0        0 SH       SOLE                      0        0        0
AMERIGROUP CORPORATION         COM              03073T102     3499    52000 SH       SOLE                  52000        0        0
AMERISAFE INC                  COM              03071H100     1049    42400 SH       SOLE                  42400        0        0
AMERISOURCEBERGEN CORP         COM              03073E105    14666   369600 SH       SOLE                 369600        0        0
AMERISTAR CASINOS IN           COM              03070Q101     1146    61500 SH       SOLE                  61500        0        0
AMETEK INC.                    COM              031100100    35291   727500 SH       SOLE                 727500        0        0
AMGEN INC                      COM              031162100    61619   906300 SH       SOLE                 906300        0        0
AMKOR TECHNOLOGY INC           COM              031652100     1105   179800 SH       SOLE                 179800        0        0
AMPCO-PITTSBURGH CORP          COM              032037103      880    43700 SH       SOLE                  43700        0        0
AMSURG CORP                    COM              03232P405     1340    47900 SH       SOLE                  47900        0        0
AMTRUST FINANCIAL SERVICES     COM              032359309     1180    43900 SH       SOLE                  43900        0        0
ANACOR PHARMACEUTICALS INC     COM              032420101       41     6900 SH       SOLE                   6900        0        0
ANADARKO PETROLEUM CORP        COM              032511107    30145   384800 SH       SOLE                 384800        0        0
ANALOG DEVICES                 COM              032654105     2424    60000 SH       SOLE                  60000        0        0
ANALOGIC CORP.                 COM              032657207      426     6300 SH       SOLE                   6300        0        0
ANCESTRY.COM INC               COM              032803108     1239    54500 SH       SOLE                  54500        0        0
ANDERSONS INC/THE              COM              034164103     1363    28000 SH       SOLE                  28000        0        0
ANGIE'S LIST INC               COM              034754101      125     6600 SH       SOLE                   6600        0        0
ANGIODYNAMICS INC              COM              03475V101      153    12500 SH       SOLE                  12500        0        0
ANGLOGOLD ASHANTI LTD ADR      COM              035128206    11390   308500 SH       SOLE                 308500        0        0
ANIXTER INTERNATIONAL INC.     COM              035290105     1117    15400 SH       SOLE                  15400        0        0
ANN INC.                       COM              035623107     1641    57300 SH       SOLE                  57300        0        0
ANNALY CAPITAL MGT. INC.       COM              035710409     2189   138400 SH       SOLE                 138400        0        0
ANSYS INC                      COM              03662Q105    45109   693767 SH       SOLE                 693767        0        0
ANWORTH MORTGAGE ASS           COM              037347101      558    84800 SH       SOLE                  84800        0        0
APACHE CORP.                   COM              037411105    60676   604100 SH       SOLE                 604100        0        0
APARTMENT INVT & MGMT          REIT             03748R101     6017   227836 SH       SOLE                 227836        0        0
APCO OIL AND GAS INTL          COM              G0471F109      661     9700 SH       SOLE                   9700        0        0
APOLLO COMMERCIAL REAL ESTATE  REIT             03762U105      205    13100 SH       SOLE                  13100        0        0
APOLLO GROUP INC               COM              037604105     9544   247000 SH       SOLE                 247000        0        0
APOLLO INVESTMENT CORP         COM              03761U106       75    10400 SH       SOLE                  10400        0        0
APOLLO RESIDENTIAL MORTGAGE IN COM              03763V102      118     6400 SH       SOLE                   6400        0        0
APPLE INC.                     COM              037833100   950040  1584800 SH       SOLE                1584800        0        0
APPLIED INDUSTRIAL TECH INC.   COM              03820C105      329     8000 SH       SOLE                   8000        0        0
APPLIED MATERIALS INC.         COM              038222105    12533  1007500 SH       SOLE                1007500        0        0
APPROACH RESOURCES INC         COM              03834A103      262     7100 SH       SOLE                   7100        0        0
ARCH CAPITAL GROUP LTD         COM              G0450A105     6044   162300 SH       SOLE                 162300        0        0
ARCH COAL INC.                 COM              039380100     4284   400000 SH       SOLE                 400000        0        0
ARCHER DANIELS MIDLAND CO      COM              039483102    16352   516500 SH       SOLE                 516500        0        0
ARCTIC CAT INC.                COM              039670104     1122    26200 SH       SOLE                  26200        0        0
ARDEA BIOSCIENCES INC          COM              03969P107        0        0 SH       SOLE                      0        0        0
ARDEN GROUP INC                COM              039762109      282     3100 SH       SOLE                   3100        0        0
ARGAN INC                      COM              04010E109       69     4300 SH       SOLE                   4300        0        0
ARIAD PHARMACEUTICAL           COM              04033A100      829    52000 SH       SOLE                  52000        0        0
ARKANSAS BEST CORP             COM              040790107      418    22200 SH       SOLE                  22200        0        0
ARLINGTON ASSET INVESTMENT COR COM              041356205      539    24300 SH       SOLE                  24300        0        0
ARM HOLDINGS PLC - ADR         COM              042068106    20596   728025 SH       SOLE                 728025        0        0
ARMOUR RESIDENTIAL REIT INC    COM              042315101      759   112400 SH       SOLE                 112400        0        0
ARQULE INC                     COM              04269E107        0        0 SH       SOLE                      0        0        0
ARRAY BIOPHARMA INC            COM              04269X105      183    53600 SH       SOLE                  53600        0        0
ARRIS GROUP INC.               COM              04269Q100       16     1400 SH       SOLE                   1400        0        0
ARTHROCARE CORP                COM              043136100     1240    46200 SH       SOLE                  46200        0        0
ARUBA NETWORKS INC             COM              043176106      521    23400 SH       SOLE                  23400        0        0
ASBURY AUTOMOTIVE GROUP        COM              043436104     1272    47100 SH       SOLE                  47100        0        0
ASCENA RETAIL GROUP INC        COM              04351G101     1928    43500 SH       SOLE                  43500        0        0
ASHFORD HOSPITALITY TRUST INC  REIT             044103109     1168   129600 SH       SOLE                 129600        0        0
ASIA PACIFIC FUND INC CF       CTRY             044901106     1014    96000 SH       SOLE                  96000        0        0
ASML HOLDING NV                COM              N07059186     9672   192894 SH       SOLE                 192894        0        0
ASPEN TECHNOLOGY INC           COM              045327103     1870    91100 SH       SOLE                  91100        0        0
ASSOCIATED ESTATES REALTY CORP REIT             045604105     1696   103780 SH       SOLE                 103780        0        0
ASSURANT INC                   COM              04621X108     2754    68000 SH       SOLE                  68000        0        0
ASSURED GUARANTY LTD           COM              G0585R106     2052   124200 SH       SOLE                 124200        0        0
ASTEX PHARMACEUTICALS          COM              04624B103       67    35800 SH       SOLE                  35800        0        0
AT^T INC                       COM              00206R102   249034  7974200 SH       SOLE                7974200        0        0
ATHENAHEALTH INC               COM              04685W103     2416    32600 SH       SOLE                  32600        0        0
ATHERSYS INC                   COM              04744L106       25    16217 SH       SOLE                  16217        0        0
ATLANTIC POWER CORP            COM              04878Q863      223    16100 SH       SOLE                  16100        0        0
ATLAS AIR WORLDWIDE HLDG       COM              049164205       25      500 SH       SOLE                    500        0        0
ATMI INC                       COM              00207R101      478    20500 SH       SOLE                  20500        0        0
ATRION CORP                    COM              049904105      505     2400 SH       SOLE                   2400        0        0
ATWOOD OCEANICS                COM              050095108    12354   275200 SH       SOLE                 275200        0        0
AU OPTRONICS CORP - ADR        COM              002255107     1588   348323 SH       SOLE                 348323        0        0
AUTOLIV, INC                   COM              052800109      865    12900 SH       SOLE                  12900        0        0
AUTOMATIC DATA PROC.           COM              053015103    21077   381900 SH       SOLE                 381900        0        0
AUTOZONE INC                   COM              053332102    10745    28900 SH       SOLE                  28900        0        0
AVALONBAY COMMUNITIES          REIT             053484101    75274   532536 SH       SOLE                 532536        0        0
AVEO PHARMACEUTICALS INC       COM              053588109        0        0 SH       SOLE                      0        0        0
AVG TECH                       COM              N07831105       76     5100 SH       SOLE                   5100        0        0
AVI BIOPHARMA INC              COM              002346104        0        0 SH       SOLE                      0        0        0
AVIAT NETWORKS INC             COM              05366Y102      243    86000 SH       SOLE                  86000        0        0
AVIS BUDGET GROUP, INC         COM              053774105     1726   122000 SH       SOLE                 122000        0        0
AVISTA CORP                    COM              05379B107      148     5800 SH       SOLE                   5800        0        0
AVNET INC.                     COM              053807103    52089  1431400 SH       SOLE                1431400        0        0
AVON PRODUCTS                  COM              054303102     1588    82000 SH       SOLE                  82000        0        0
AXIS CAPITAL HOLDINGS LIMITED  COM              G0692U109    34862  1051000 SH       SOLE                1051000        0        0
B^G FOODS INC                  COM              05508R106        0        0 SH       SOLE                      0        0        0
BAIDU COM INC NPV ADR          COM              056752108    26807   183900 SH       SOLE                 183900        0        0
BAKER (MICHAEL) CORP           COM              057149106      367    15400 SH       SOLE                  15400        0        0
BAKER HUGHES CORP              COM              057224107    43249  1031200 SH       SOLE                1031200        0        0
BALCHEM CORP                   COM              057665200        0        0 SH       SOLE                      0        0        0
BALLY TECHNOLOGIES INC.        COM              05874B107       56     1200 SH       SOLE                   1200        0        0
BANCFIRST CORP                 COM              05945F103      244     5600 SH       SOLE                   5600        0        0
BANCO BRADESCO ADR             COM              059460303     6456   368900 SH       SOLE                 368900        0        0
BANCO SANTANDER SA-SPON ADR    COM              05964H105      486    63400 SH       SOLE                  63400        0        0
BANCO SANTIAGO ADR             COM              05965X109     3444    40000 SH       SOLE                  40000        0        0
BANCOLOMBIA SA NPV ADR         COM              05968L102      104     1616 SH       SOLE                   1616        0        0
BANCORPSOUTH INC               COM              059692103     1575   116900 SH       SOLE                 116900        0        0
BANK OF AMERICA CORP.          COM              060505104    96726 10107200 SH       SOLE               10107200        0        0
BANK OF MARIN BANCORP          COM              063425102        4      100 SH       SOLE                    100        0        0
BANK OF THE OZARKS INC         COM              063904106      891    28500 SH       SOLE                  28500        0        0
BANNER CORP                    COM              06652V208        0        0 SH       SOLE                      0        0        0
BARNES & NOBLE INC.            COM              067774109      978    73800 SH       SOLE                  73800        0        0
BARNES GROUP INC.              COM              067806109      132     5000 SH       SOLE                   5000        0        0
BARRETT BUSINESS SERVICE       COM              068463108      438    22100 SH       SOLE                  22100        0        0
BASIC ENERGY SERVICES INC      COM              06985P100        0        0 SH       SOLE                      0        0        0
BAXTER INTL                    COM              071813109    49139   822000 SH       SOLE                 822000        0        0
BAZAARVOICE INC                COM              073271108      137     6900 SH       SOLE                   6900        0        0
BB^T CORPORATION               COM              054937107    32106  1022800 SH       SOLE                1022800        0        0
BBCN BANCORP INC               COM              073295107      523    47000 SH       SOLE                  47000        0        0
BE AEROSPACE INC.              COM              073302101    14870   320000 SH       SOLE                 320000        0        0
BEACON ROOFING SUPPLY INC      COM              073685109        0        0 SH       SOLE                      0        0        0
BEBE STORES INC                COM              075571109     1016   110100 SH       SOLE                 110100        0        0
BECTON DICKINSON & COMPANY     COM              075887109    12983   167200 SH       SOLE                 167200        0        0
BELDEN INC                     COM              077454106      387    10200 SH       SOLE                  10200        0        0
BERKSHIRE HATHAWAY INC. CLASS  COM              084670702   116775  1439000 SH       SOLE                1439000        0        0
BERRY PETROLEUM CO             COM              085789105      773    16400 SH       SOLE                  16400        0        0
BEST BUY COMPANY INC           COM              086516101    43730  1846700 SH       SOLE                1846700        0        0
BG MEDICINE INC                COM              08861T107       34     4800 SH       SOLE                   4800        0        0
BGC PARTNERS INC               COM              05541T101        0        0 SH       SOLE                      0        0        0
BIG 5 SPORTING GOODS CORP      COM              08915P101       28     3600 SH       SOLE                   3600        0        0
BIG LOTS, INC.                 COM              089302103       56     1300 SH       SOLE                   1300        0        0
BILL BARRETT CORP              COM              06846N104        3      100 SH       SOLE                    100        0        0
BIO RAD LABS INC               COM              090572207     4666    45000 SH       SOLE                  45000        0        0
BIOGEN IDEC INC                COM              09062X103    23267   184700 SH       SOLE                 184700        0        0
BIOMED REALTY TRUST            REIT             09063H107     9135   481300 SH       SOLE                 481300        0        0
BIOSCRIP INC                   COM              09069N108      978   144100 SH       SOLE                 144100        0        0
BJ'S RESTAURANTS INC           COM              09180C106        0        0 SH       SOLE                      0        0        0
BLACK BOX CORPORATION          COM              091826107      931    36500 SH       SOLE                  36500        0        0
BLACK HILLS CORP               COM              092113109      161     4800 SH       SOLE                   4800        0        0
BLACKBAUD INC                  COM              09227Q100     1715    51600 SH       SOLE                  51600        0        0
BLACKROCK INC                  COM              09247X101    13421    65500 SH       SOLE                  65500        0        0
BLACKROCK KELSO CAPITAL CORP   COM              092533108      456    46400 SH       SOLE                  46400        0        0
BLYTH INC.                     COM              09643P207     1003    13400 SH       SOLE                  13400        0        0
BMC SOFTWARE                   COM              055921100     2486    61900 SH       SOLE                  61900        0        0
BODY CENTRAL CORP              COM              09689U102      174     6000 SH       SOLE                   6000        0        0
BOEING CO                      COM              097023105    64278   864300 SH       SOLE                 864300        0        0
BOFI HOLDING INC               COM              05566U108      716    41900 SH       SOLE                  41900        0        0
BOINGO WIRELESS INC            COM              09739C102      283    23400 SH       SOLE                  23400        0        0
BON-TON STORES                 COM              09776J101      689    74600 SH       SOLE                  74600        0        0
BONANZA CREEK ENERGY INC       COM              097793103      138     6300 SH       SOLE                   6300        0        0
BOOZ ALLEN HAMILTON HOLDING CO COM              099502106    18733  1100000 SH       SOLE                1100000        0        0
BORG WARNER INC.               COM              099724106    36764   435900 SH       SOLE                 435900        0        0
BOSTON BEER INC                COM              100557107     1356    12700 SH       SOLE                  12700        0        0
BOSTON PROPERTIES INC          REIT             101121101    40581   386525 SH       SOLE                 386525        0        0
BOYD GAMING CORP               COM              103304101      833   106200 SH       SOLE                 106200        0        0
BRADY CORPORATION              COM              104674106     1009    31200 SH       SOLE                  31200        0        0
BRANDYWINE REALTY              REIT             105368203      512    44600 SH       SOLE                  44600        0        0
BRE PROPERTIES INC             REIT             05564E106     9750   192885 SH       SOLE                 192885        0        0
BRF BRASIL FOODS SA            COM              10552T107     7304   365000 SH       SOLE                 365000        0        0
BRIDGEPOINT EDUCATION INC      COM              10807M105     1052    42500 SH       SOLE                  42500        0        0
BRIGGS & STRATTON              COM              109043109     1350    75300 SH       SOLE                  75300        0        0
BRIGHTCOVE INC                 COM              10921T101       89     3600 SH       SOLE                   3600        0        0
BRIGHTPOINT INC.               COM              109473405      918   114000 SH       SOLE                 114000        0        0
BRINKS COMPANY                 COM              109696104    13973   585400 SH       SOLE                 585400        0        0
BRISTOL-MYERS SQUIBB           COM              110122108    58769  1741300 SH       SOLE                1741300        0        0
BRISTOW GRP                    COM              110394103      325     6800 SH       SOLE                   6800        0        0
BRITISH AMEX TOB-SP ADR        COM              110448107     3845    37991 SH       SOLE                  37991        0        0
BROADCOM CORP                  COM              111320107    41646  1059700 SH       SOLE                1059700        0        0
BROADSOFT INC                  COM              11133B409     5164   135000 SH       SOLE                 135000        0        0
BROCADE COMMUNICATIONS SYSTEMS COM              111621306    17825  3100000 SH       SOLE                3100000        0        0
BROOKS AUTOMATION INC          COM              114340102     1303   105700 SH       SOLE                 105700        0        0
BROWN SHOE COMPANY INC         COM              115736100     1008   109200 SH       SOLE                 109200        0        0
BROWN-FORMAN -CL B             COM              115637209     1001    12000 SH       SOLE                  12000        0        0
BRUNSWICK CORP                 COM              117043109      675    26200 SH       SOLE                  26200        0        0
BRUSH ENGINEERED MATERIALS     COM              576690101      563    19600 SH       SOLE                  19600        0        0
BUCKEYE TECHNOLOGIES INC.      COM              118255108     1614    47500 SH       SOLE                  47500        0        0
BUCKLE INC                     COM              118440106     1456    30400 SH       SOLE                  30400        0        0
BUFFALO WILD WINGS INC         COM              119848109      290     3200 SH       SOLE                   3200        0        0
BUILD-A-BEAR WORKSHOP INC      COM              120076104      610   116100 SH       SOLE                 116100        0        0
BUNGE LIMITED                  COM              G16962105    28060   410000 SH       SOLE                 410000        0        0
C A INC.                       COM              12673P105    30685  1113400 SH       SOLE                1113400        0        0
C^J ENERGY SERVICES INC        COM              12467B304       73     4100 SH       SOLE                   4100        0        0
CABELAS INC                    COM              126804301      290     7600 SH       SOLE                   7600        0        0
CABLEVISION SYSTEMS CORP       COM              12686C109     5696   388000 SH       SOLE                 388000        0        0
CABOT MICROELECTRONICS CORPORA COM              12709P103     1357    34900 SH       SOLE                  34900        0        0
CACI INTERNATIONAL INC.-CL A   COM              127190304     1819    29200 SH       SOLE                  29200        0        0
CADENCE DESIGN SYS INC         COM              127387108    30377  2565600 SH       SOLE                2565600        0        0
CAESARS ENTERTAINMENT CORP     COM              127686103      343    23300 SH       SOLE                  23300        0        0
CAI INTERNATIONAL INC          COM              12477X106      902    49600 SH       SOLE                  49600        0        0
CAL DIVE INTERNATIONAL INC     COM              12802T101        0        0 SH       SOLE                      0        0        0
CALGON CARBON CORP.            COM              129603106        0        0 SH       SOLE                      0        0        0
CALIFORNIA FIRST NTN           COM              130222102       83     5400 SH       SOLE                   5400        0        0
CALLAWAY GOLF COMPANY          COM              131193104     1031   152500 SH       SOLE                 152500        0        0
CALLON PETROLEUM CORP          COM              13123X102       89    14200 SH       SOLE                  14200        0        0
CAMAC ENERGY INC               COM              131745101       40    40100 SH       SOLE                  40100        0        0
CAMBREX CORP.                  COM              132011107      765   109500 SH       SOLE                 109500        0        0
CAMDEN NATL CORP               COM              133034108      731    20800 SH       SOLE                  20800        0        0
CAMDEN PROPERTY TRUST          REIT             133131102    11329   172300 SH       SOLE                 172300        0        0
CAMERON INTL CORP.             COM              13342B105     8202   155250 SH       SOLE                 155250        0        0
CAMPUS CREST COMMUNITIES INC   REIT             13466Y105      225    19300 SH       SOLE                  19300        0        0
CANTEL MEDICAL CORP            COM              138098108        8      300 SH       SOLE                    300        0        0
CAPE BANCORP INC               COM              139209100      136    17100 SH       SOLE                  17100        0        0
CAPELLA EDUCATION CO           COM              139594105      794    22100 SH       SOLE                  22100        0        0
CAPITAL BANK CORP/NC           COM              139793103       20     8800 SH       SOLE                   8800        0        0
CAPITAL CITY BK GROUP          COM              139674105      302    40600 SH       SOLE                  40600        0        0
CAPITAL ONE FINANCIAL CORP.    COM              14040H105    70037  1256500 SH       SOLE                1256500        0        0
CAPITAL SOUTHWEST CORP         COM              140501107      170     1800 SH       SOLE                   1800        0        0
CAPITALSOURCE INC              COM              14055X102      265    40200 SH       SOLE                  40200        0        0
CAPLEASE INC.                  REIT             140288101      174    43300 SH       SOLE                  43300        0        0
CAPSTEAD MTG CORP              REIT             14067E506      749    57100 SH       SOLE                  57100        0        0
CARBONITE INC                  COM              141337105       51     4600 SH       SOLE                   4600        0        0
CARDINAL HEALTH INC.           COM              14149Y108    11549   267900 SH       SOLE                 267900        0        0
CARDIONET INC                  COM              14159L103      484   157200 SH       SOLE                 157200        0        0
CARDTRONICS INC                COM              14161H108     1502    57200 SH       SOLE                  57200        0        0
CAREER EDUCATION CORP          COM              141665109     3917   486000 SH       SOLE                 486000        0        0
CARIBOU COFFEE CO              COM              142042209        0        0 SH       SOLE                      0        0        0
CARNIVAL CORP                  COM              143658300    10455   325900 SH       SOLE                 325900        0        0
CARROLS RESTAURANT GROUP INC   COM              14574X104        0        0 SH       SOLE                      0        0        0
CARTERS INC                    COM              146229109      752    15100 SH       SOLE                  15100        0        0
CASCADE BANCORP                COM              147154207       22     3800 SH       SOLE                   3800        0        0
CASELLA WASTE SYS IN           COM              147448104      665   106700 SH       SOLE                 106700        0        0
CASEY'S GENERAL STORES INC.    COM              147528103      727    13100 SH       SOLE                  13100        0        0
CASH AMERICAN INT'L. INC.      COM              14754D100      125     2600 SH       SOLE                   2600        0        0
CASS INFORMATION SYSTEMS       COM              14808P109      999    25000 SH       SOLE                  25000        0        0
CASUAL MALE RETAIL GROUP INC   COM              148711302      868   258300 SH       SOLE                 258300        0        0
CATALYST HEALTH SOLUTIONS INC  COM              14888B103    19438   305000 SH       SOLE                 305000        0        0
CATERPILLAR INC.               COM              149123101    98701   926600 SH       SOLE                 926600        0        0
CATHAY GENERAL BANCORP         COM              149150104      103     5800 SH       SOLE                   5800        0        0
CATO CORP CL A                 COM              149205106     1164    42100 SH       SOLE                  42100        0        0
CAVIUM INC                     COM              14964U108      201     6500 SH       SOLE                   6500        0        0
CBEYOND INC                    COM              149847105      930   116300 SH       SOLE                 116300        0        0
CBL & ASSOC PROP               REIT             124830100     8985   474868 SH       SOLE                 474868        0        0
CBOE HOLDINGS INC              COM              12503M108    12937   455200 SH       SOLE                 455200        0        0
CBRE GROUP INC                 COM              12504L109    15369   770000 SH       SOLE                 770000        0        0
CBS CORP. CL. B                COM              124857202    17331   511100 SH       SOLE                 511100        0        0
CDI CORP.                      COM              125071100      932    52000 SH       SOLE                  52000        0        0
CECO ENVIRONMENTAL CORP        COM              125141101     7944  1025000 SH       SOLE                1025000        0        0
CEDAR REALTY TRUST INC         REIT             150602209      818   159819 SH       SOLE                 159819        0        0
CELGENE CORP                   COM              151020104    26000   335400 SH       SOLE                 335400        0        0
CEMEX ADR                      COM              151290889     3874   499200 SH       SOLE                 499200        0        0
CEMIG SA -SPONS ADR            COM              204409601    11771   495000 SH       SOLE                 495000        0        0
CEMPRA INC                     COM              15130J109       20     2700 SH       SOLE                   2700        0        0
CENTENE CORP                   COM              15135B101     2370    48400 SH       SOLE                  48400        0        0
CENTRAL EUROPE & RUSSIA FUND I ICOM             153436100    14216   405944 SH       SOLE                 405944        0        0
CENTRAL FUND CANADA CL A       ICOM             153501101    26876  1225000 SH       SOLE                1225000        0        0
CENTRAL GOLD TRUST             ICOM             153546106    38480   603600 SH       SOLE                 603600        0        0
CENTRAL PACIFIC FINANCIAL CORP COM              154760409      127     9800 SH       SOLE                   9800        0        0
CENTURY BANCORP INC            COM              156432106      194     7100 SH       SOLE                   7100        0        0
CENTURYLINK INC                COM              156700106    34688   897500 SH       SOLE                 897500        0        0
CEPHEID                        COM              15670R107     2485    59400 SH       SOLE                  59400        0        0
CERADYNE INC                   COM              156710105       91     2800 SH       SOLE                   2800        0        0
CERES INC                      COM              156773103       58     3600 SH       SOLE                   3600        0        0
CERNER CORP.                   COM              156782104    33891   445000 SH       SOLE                 445000        0        0
CEVA INC                       COM              157210105      434    19100 SH       SOLE                  19100        0        0
CF INDUSTRIES HOLDINGS INC     COM              125269100    14320    78400 SH       SOLE                  78400        0        0
CH ENERGY GROUP INC            COM              12541M102      874    13100 SH       SOLE                  13100        0        0
CHARMING SHOPPES               COM              161133103     1278   216600 SH       SOLE                 216600        0        0
CHART INDUSTRIES INC           COM              16115Q308      594     8100 SH       SOLE                   8100        0        0
CHASE CORP                     COM              16150R104       13      800 SH       SOLE                    800        0        0
CHATHAM LODGING TRUST          REIT             16208T102      110     8700 SH       SOLE                   8700        0        0
CHEESECAKE FACTORY (THE)       COM              163072101      253     8600 SH       SOLE                   8600        0        0
CHEMED CORP                    COM              16359R103     1567    25000 SH       SOLE                  25000        0        0
CHEMOCENTRYX INC               COM              16383L106       35     3300 SH       SOLE                   3300        0        0
CHEMTURA CORP                  COM              163893209      511    30100 SH       SOLE                  30100        0        0
CHENIERE ENERGY INC            COM              16411R208      670    44700 SH       SOLE                  44700        0        0
CHESAPEAKE ENERGY CORP         COM              165167107    11645   502600 SH       SOLE                 502600        0        0
CHESAPEAKE LODGING TRUST       REIT             165240102     1168    65000 SH       SOLE                  65000        0        0
CHESAPEAKE UTILITIES CORP      COM              165303108      625    15200 SH       SOLE                  15200        0        0
CHEVRON CORP.                  COM              166764100   252369  2353314 SH       SOLE                2353314        0        0
CHICAGO BRIDGE & IRON COMPANY  COM              167250109    13225   306200 SH       SOLE                 306200        0        0
CHILDREN'S PLACE               COM              168905107     1581    30600 SH       SOLE                  30600        0        0
CHIMERA INVESTMENT CORP        COM              16934Q109      423   149500 SH       SOLE                 149500        0        0
CHINA MOBILE LIMITED           COM              16941M109    32773   595000 SH       SOLE                 595000        0        0
CHIPOTLE MEXICAN GRILL - CL A  COM              169656105    12540    30000 SH       SOLE                  30000        0        0
CHIQUITA BRANDS                COM              170032809     1011   115000 SH       SOLE                 115000        0        0
CHUBB CORP                     COM              171232101    58654   848700 SH       SOLE                 848700        0        0
CHURCH & DWIGHT INC            COM              171340102    39854   810200 SH       SOLE                 810200        0        0
CIA VALE DO RIO DOCE - ADR     COM              91912E105    13391   574000 SH       SOLE                 574000        0        0
CIBER INC.                     COM              17163B102      816   192400 SH       SOLE                 192400        0        0
CIGNA CORP.                    COM              125509109    45310   920000 SH       SOLE                 920000        0        0
CIMAREX ENERGY                 COM              171798101     2008    26600 SH       SOLE                  26600        0        0
CINCINNATI BELL INC            COM              171871106     1268   315300 SH       SOLE                 315300        0        0
CINEMARK HOLDINGS INC          COM              17243V102      520    23700 SH       SOLE                  23700        0        0
CINTAS CORP                    COM              172908105    11681   298600 SH       SOLE                 298600        0        0
CIRRUS LOGIC INC               COM              172755100     1759    73900 SH       SOLE                  73900        0        0
CISCO SYSTEMS                  COM              17275R102   172628  8162069 SH       SOLE                8162069        0        0
CITIGROUP INC.                 COM              172967424   161295  4413000 SH       SOLE                4413000        0        0
CITIZENS INC                   COM              174740100      780    78900 SH       SOLE                  78900        0        0
CITRIX SYSTEMS INC             COM              177376100    60366   765000 SH       SOLE                 765000        0        0
CITY HLDG CO                   COM              177835105      819    23600 SH       SOLE                  23600        0        0
CITY NATIONAL CORP             COM              178566105     5058    96400 SH       SOLE                  96400        0        0
CLARCOR INC.                   COM              179895107     2243    45700 SH       SOLE                  45700        0        0
CLAYTON WILLIAMS ENERGY INC    COM              969490101     1057    13300 SH       SOLE                  13300        0        0
CLEAN HARBORS INC              COM              184496107    35900   533200 SH       SOLE                 533200        0        0
CLECO CORP.                    COM              12561W105      745    18800 SH       SOLE                  18800        0        0
CLIFFS NATURAL RESOURCES INC   COM              18683K101     8657   125000 SH       SOLE                 125000        0        0
CLOUD PEAK ENERGY INC          COM              18911Q102       45     2800 SH       SOLE                   2800        0        0
CLOVIS ONCOLOGY INC            COM              189464100      176     6900 SH       SOLE                   6900        0        0
CME GROUP INC                  COM              12572Q105    14843    51300 SH       SOLE                  51300        0        0
CNA FINANCIAL CORP             COM              126117100       15      500 SH       SOLE                    500        0        0
CNH GLOBAL N.V.                COM              N20935206      818    20600 SH       SOLE                  20600        0        0
CNO FINANCIAL GROUP INC        COM              12621E103     1210   155500 SH       SOLE                 155500        0        0
COACH INC                      COM              189754104    81639  1056400 SH       SOLE                1056400        0        0
COBIZ FINANCIAL INC.           COM              190897108       29     4100 SH       SOLE                   4100        0        0
COCA COLA CO.                  COM              191216100   201833  2727100 SH       SOLE                2727100        0        0
COCA-COLA BOTTLING             COM              191098102      151     2400 SH       SOLE                   2400        0        0
COCA-COLA ENTERPRISES          COM              19122T109    29547  1033100 SH       SOLE                1033100        0        0
COCA-COLA FEMSA-ADR            COM              191241108     1483    14000 SH       SOLE                  14000        0        0
COEUR D'ALENE MINES CORP.      COM              192108504     2127    89600 SH       SOLE                  89600        0        0
COGDELL SPENCER INC.           COM              19238U107      120    28300 SH       SOLE                  28300        0        0
COGNEX CORP.                   COM              192422103     1881    44400 SH       SOLE                  44400        0        0
COGNIZANT TECH SOLUTIONS CORP  COM              192446102    79689  1035600 SH       SOLE                1035600        0        0
COHEN & STEERS INC             COM              19247A100     1164    36500 SH       SOLE                  36500        0        0
COHERENT INC.                  COM              192479103     1155    19800 SH       SOLE                  19800        0        0
COINSTAR INC                   COM              19259P300      483     7600 SH       SOLE                   7600        0        0
COLEMAN CABLE INC              COM              193459302      337    34700 SH       SOLE                  34700        0        0
COLFAX CORP                    COM              194014106     1928    54700 SH       SOLE                  54700        0        0
COLGATE PALMOLIVE              COM              194162103    80874   827100 SH       SOLE                 827100        0        0
COLONIAL PROPERTIES            REIT             195872106     3769   173466 SH       SOLE                 173466        0        0
COLONY FINANCIAL INC           REIT             19624R106      342    20900 SH       SOLE                  20900        0        0
COMCAST CORP - CL A            COM              20030N101   114215  3805900 SH       SOLE                3805900        0        0
COMCAST CP CL A SPL            COM              20030N200    19919   675000 SH       SOLE                 675000        0        0
COMERICA INC.                  COM              200340107     7378   228000 SH       SOLE                 228000        0        0
COMFORT SYS USA INC            COM              199908104     1040    95300 SH       SOLE                  95300        0        0
COMMONWEALTH REIT              REIT             203233101     1806    97002 SH       SOLE                  97002        0        0
COMMUNICATIONS SYSTEMS INC     COM              203900105      100     7600 SH       SOLE                   7600        0        0
COMMUNITY TR BANCORP           COM              204149108      892    27800 SH       SOLE                  27800        0        0
COMMVAULT SYSTEMS INC          COM              204166102     8359   168400 SH       SOLE                 168400        0        0
COMP DE SANEAMENTO ADR         COM              20441A102    18389   240000 SH       SOLE                 240000        0        0
COMPANHIA BRASILEIRE ADR       COM              20440T201     1190    25000 SH       SOLE                  25000        0        0
COMPANHIA DE BEBIDAS ADR       COM              20441W203     3777    91410 SH       SOLE                  91410        0        0
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COMPANIA DE MINAS ADR          COM              204448104    11448   284000 SH       SOLE                 284000        0        0
COMPASS DIVERSIFIED HOLDINGS   COM              20451Q104      161    10900 SH       SOLE                  10900        0        0
COMPUTER PROGRAMS & SYSTEMS IN COM              205306103     1170    20700 SH       SOLE                  20700        0        0
COMPUTER TASK GROUP INC.       COM              205477102      948    61900 SH       SOLE                  61900        0        0
COMSCORE INC                   COM              20564W105      633    29600 SH       SOLE                  29600        0        0
COMSTOCK RESOURCES INC         COM              205768203        0        0 SH       SOLE                      0        0        0
COMTECH TELECOMMUNICATIONS     COM              205826209     1030    31600 SH       SOLE                  31600        0        0
CONAGRA FOODS INC.             COM              205887102    26418  1006000 SH       SOLE                1006000        0        0
CONCEPTUS INC                  COM              206016107      119     8300 SH       SOLE                   8300        0        0
CONCHO RESOURCES INC           COM              20605P101    69721   683000 SH       SOLE                 683000        0        0
CONCUR TECHNOLOGIES INC        COM              206708109      861    15000 SH       SOLE                  15000        0        0
CONMED CORPORATION             COM              207410101     1305    43700 SH       SOLE                  43700        0        0
CONOCOPHILLIPS                 COM              20825C104   102332  1346302 SH       SOLE                1346302        0        0
CONSOLIDATED GRAPHICS INC.     COM              209341106     1018    22500 SH       SOLE                  22500        0        0
CONSTANT CONTACT INC           COM              210313102     1338    44900 SH       SOLE                  44900        0        0
CONTANGO OIL & GAS             COM              21075N204     1219    20700 SH       SOLE                  20700        0        0
CONTINENTAL RESOURCES INC/OK   COM              212015101     1287    15000 SH       SOLE                  15000        0        0
CONVERGYS CORPORATION          COM              212485106     1663   124600 SH       SOLE                 124600        0        0
COOPER INDUSTRIES PLC          COM              G24140108    11831   185000 SH       SOLE                 185000        0        0
COOPER TIRE & RUBBER           COM              216831107      691    45400 SH       SOLE                  45400        0        0
COPA HOLDINGS SA-CLASS A       COM              P31076105      372     4700 SH       SOLE                   4700        0        0
COPEL ADR                      COM              20441B407     4514   192000 SH       SOLE                 192000        0        0
CORE LABORATORIES N.V.         COM              N22717107    90466   687590 SH       SOLE                 687590        0        0
CORESITE REALTY CORP           REIT             21870Q105      798    33820 SH       SOLE                  33820        0        0
CORINTHIAN COLLEGES INC        COM              218868107      958   231500 SH       SOLE                 231500        0        0
CORNERSTONE ONDEMAND INC       COM              21925Y103      170     7800 SH       SOLE                   7800        0        0
CORNERSTONE THERAPEUTICS INC   COM              21924P103      520    87300 SH       SOLE                  87300        0        0
CORNING INC                    COM              219350105    66596  4729800 SH       SOLE                4729800        0        0
CORPORATE EXECUTIVE BOARD CO   COM              21988R102     1712    39800 SH       SOLE                  39800        0        0
CORPORATE OFFICE PROPERTY      REIT             22002T108     2531   109068 SH       SOLE                 109068        0        0
CORVEL CORP                    COM              221006109      630    15800 SH       SOLE                  15800        0        0
COST PLUS INC                  COM              221485105      900    50300 SH       SOLE                  50300        0        0
COSTAR GROUP INC               COM              22160N109      394     5700 SH       SOLE                   5700        0        0
COSTCO WHOLESALE CORP.         COM              22160K105    30318   333900 SH       SOLE                 333900        0        0
COURIER CORP                   COM              222660102      213    18400 SH       SOLE                  18400        0        0
COUSINS PROPERTIES INC         REIT             222795106     1716   226338 SH       SOLE                 226338        0        0
COVANTA HOLDING CORP.          COM              22282E102    32460  2000000 SH       SOLE                2000000        0        0
COVENANT TRANSPORT INC CL-A    COM              22284P105       44    13900 SH       SOLE                  13900        0        0
COVENTRY HEALTH CARE INC.      COM              222862104     1850    52000 SH       SOLE                  52000        0        0
COVIDIEN PLC                   COM              G2554F113    36411   665900 SH       SOLE                 665900        0        0
CRA INTERNATIONAL INC          COM              12618T105      202     8000 SH       SOLE                   8000        0        0
CRACKER BARREL OLD COUNTRY STO COM              22410J106     1590    28500 SH       SOLE                  28500        0        0
CRAWFORD & CO                  COM              224633107      642   131000 SH       SOLE                 131000        0        0
CRAY INC                       COM              225223304      864   118000 SH       SOLE                 118000        0        0
CREDICORP LTD                  ICOM             G2519Y108     6591    50000 SH       SOLE                  50000        0        0
CREDIT ACCEP CORP MI           COM              225310101      232     2300 SH       SOLE                   2300        0        0
CREE INC                       COM              225447101    22141   700000 SH       SOLE                 700000        0        0
CREXUS INVESTMENT CORP         REIT             226553105      375    36300 SH       SOLE                  36300        0        0
CROCS INC                      COM              227046109      425    20300 SH       SOLE                  20300        0        0
CROSS COUNTRY INC              COM              227483104       73    14600 SH       SOLE                  14600        0        0
CROSSTEX ENERGY INC            COM              22765Y104     1144    80900 SH       SOLE                  80900        0        0
CROWN HOLDINGS INC             COM              228368106    74765  2030000 SH       SOLE                2030000        0        0
CROWN MEDIA HLDGS IN           COM              228411104       35    22200 SH       SOLE                  22200        0        0
CRYOLIFE INC                   COM              228903100      631   119700 SH       SOLE                 119700        0        0
CSS INDS INC                   COM              125906107      784    40300 SH       SOLE                  40300        0        0
CSX CORP.                      COM              126408103    21608  1004100 SH       SOLE                1004100        0        0
CTRIP.COM INTERNATIONAL-ADR    COM              22943F100     1416    65437 SH       SOLE                  65437        0        0
CTS CORP.                      COM              126501105       44     4200 SH       SOLE                   4200        0        0
CUBESMART                      REIT             229663109     4036   339200 SH       SOLE                 339200        0        0
CUBIC CORP                     COM              229669106        0        0 SH       SOLE                      0        0        0
CUBISTS PHARMACEUTICALS        COM              229678107     2487    57500 SH       SOLE                  57500        0        0
CULLEN/FROST BANKERS INC       COM              229899109      175     3000 SH       SOLE                   3000        0        0
CUMMINS INC.                   COM              231021106    63573   529600 SH       SOLE                 529600        0        0
CURTISS-WRIGHT CORP.           COM              231561101      340     9200 SH       SOLE                   9200        0        0
CVR ENERGY INC                 COM              12662P108     2539    94900 SH       SOLE                  94900        0        0
CVS/CAREMARK CORP              COM              126650100    64685  1443858 SH       SOLE                1443858        0        0
CYBERONICS INC                 COM              23251P102     1460    38300 SH       SOLE                  38300        0        0
CYMER INC.                     COM              232572107      620    12400 SH       SOLE                  12400        0        0
CYNOSURE INC - CLASS A         COM              232577205      897    50200 SH       SOLE                  50200        0        0
CYPRESS SEMICONDUCTOR CORP     COM              232806109       38     2400 SH       SOLE                   2400        0        0
CYS INVESTMENTS INC            REIT             12673A108      927    70800 SH       SOLE                  70800        0        0
DAKTRONICS INC                 COM              234264109        0        0 SH       SOLE                      0        0        0
DANA HOLDING CORP              COM              235825205     2212   142700 SH       SOLE                 142700        0        0
DANAHER CORP                   COM              235851102    95855  1711700 SH       SOLE                1711700        0        0
DARDEN RESTAURANTS INC         COM              237194105    21288   416100 SH       SOLE                 416100        0        0
DARLING INTERNATIONAL INC      COM              237266101      519    29800 SH       SOLE                  29800        0        0
DAVITA INC.                    COM              23918K108    12353   137000 SH       SOLE                 137000        0        0
DCT INDUSTRIAL TRUST INC       REIT             233153105     4122   698666 SH       SOLE                 698666        0        0
DDI CORP                       COM              233162502      458    37500 SH       SOLE                  37500        0        0
DDR CORP.                      REIT             23317H102     7812   535087 SH       SOLE                 535087        0        0
DEALERTRACK HOLDINGS INC       COM              242309102       33     1100 SH       SOLE                   1100        0        0
DECKERS OUTDOOR CORP           COM              243537107     4729    75000 SH       SOLE                  75000        0        0
DEERE & CO.                    COM              244199105    25953   320800 SH       SOLE                 320800        0        0
DELEK US HLDGS INC             COM              246647101      952    61400 SH       SOLE                  61400        0        0
DELL INC                       COM              24702R101    34410  2072900 SH       SOLE                2072900        0        0
DELPHI AUTOMOTIVE PLC          COM              G27823106      528    16700 SH       SOLE                  16700        0        0
DELPHI FINANCIAL GROUP CL-A    COM              247131105      206     4600 SH       SOLE                   4600        0        0
DELTA AIR LINES INC            COM              247361702    45815  4623100 SH       SOLE                4623100        0        0
DELUXE CORP.                   COM              248019101     1522    65000 SH       SOLE                  65000        0        0
DEPOMED INC                    COM              249908104       25     4000 SH       SOLE                   4000        0        0
DESTINATION MATERNITY CORP     COM              25065D100      888    47800 SH       SOLE                  47800        0        0
DEVON ENERGY CORPORATION       COM              25179M103    69058   971000 SH       SOLE                 971000        0        0
DIAL GLOBAL INC                COM              25247X107        7     3200 SH       SOLE                   3200        0        0
DIALOGIC INC                   COM              25250T100        8     9700 SH       SOLE                   9700        0        0
DIAMOND HILL INVESTMENT GRP    COM              25264R207      847    11500 SH       SOLE                  11500        0        0
DIAMOND OFFSHORE DRILLING      COM              25271C102     9919   148600 SH       SOLE                 148600        0        0
DIAMONDROCK HOSPITALITY        REIT             252784301     6801   660916 SH       SOLE                 660916        0        0
DICE HOLDINGS INC              COM              253017107     1034   110800 SH       SOLE                 110800        0        0
DICKS SPORTING GOODS INC       COM              253393102    33175   690000 SH       SOLE                 690000        0        0
DIGI INTERNATIONAL INC         COM              253798102      356    32400 SH       SOLE                  32400        0        0
DIGIMARC CORPORATION           COM              25381B101      791    28300 SH       SOLE                  28300        0        0
DIGITAL DOMAIN MEDIA GROUP INC COM              25386U104       14     2400 SH       SOLE                   2400        0        0
DIGITAL REALTY TRUST INC       REIT             253868103   108432  1465893 SH       SOLE                1465893        0        0
DIGITAL RIVER INC              COM              25388B104        2      100 SH       SOLE                    100        0        0
DILLARDS INC. CL-A             COM              254067101     4909    77900 SH       SOLE                  77900        0        0
DIRECTV                        COM              25490A101    62627  1269300 SH       SOLE                1269300        0        0
DISCOVER FINANCIAL             COM              254709108    14783   443400 SH       SOLE                 443400        0        0
DISNEY (WALT) CO.              COM              254687106    59887  1367900 SH       SOLE                1367900        0        0
DOCTOR REDDY'S LAB - ADR       COM              256135203     7741   224000 SH       SOLE                 224000        0        0
DOLLAR THRIFTY AUTOMOTIVE GROU COM              256743105      704     8700 SH       SOLE                   8700        0        0
DOMINION RESOURCES INC-VA      COM              25746U109    22538   440100 SH       SOLE                 440100        0        0
DOMINO'S PIZZA INC             COM              25754A201      552    15200 SH       SOLE                  15200        0        0
DOMTAR CORP                    COM              257559203     8117    85100 SH       SOLE                  85100        0        0
DONNELLEY (R.R.) & SONS CO.    COM              257867101     3456   278900 SH       SOLE                 278900        0        0
DORMAN PRODUCTS INC            COM              258278100      734    14500 SH       SOLE                  14500        0        0
DOUGLAS EMMETT INC             REIT             25960P109     6058   265600 SH       SOLE                 265600        0        0
DOW CHEMICAL CO                COM              260543103    55372  1598500 SH       SOLE                1598500        0        0
DR PEPPER SNAPPLE GROUP        COM              26138E109    13599   338200 SH       SOLE                 338200        0        0
DRESSER-RAND GROUP INC         COM              261608103     1396    30100 SH       SOLE                  30100        0        0
DREW INDS INC                  COM              26168L205      527    19300 SH       SOLE                  19300        0        0
DRIL-QUIP INC                  COM              262037104      631     9700 SH       SOLE                   9700        0        0
DSW INC-CLASS A                COM              23334L102      192     3500 SH       SOLE                   3500        0        0
DUFF & PHELPS CORP-CL A        COM              26433B107      121     7800 SH       SOLE                   7800        0        0
DUKE ENERGY CORPORATION        COM              26441C105    21378  1017500 SH       SOLE                1017500        0        0
DUKE RE CORPORATION            REIT             264411505    17055  1189325 SH       SOLE                1189325        0        0
DUNKIN' BRANDS GROUP INC       COM              265504100      111     3700 SH       SOLE                   3700        0        0
DUPONT FABROS TECHNOLOGY       REIT             26613Q106    16170   661332 SH       SOLE                 661332        0        0
DUSA PHARMACEUTICALS INC       COM              266898105       77    12300 SH       SOLE                  12300        0        0
DXP ENTERPRISES INC NEW        COM              233377407      526    12100 SH       SOLE                  12100        0        0
DYAX CORP                      COM              26746E103       98    62700 SH       SOLE                  62700        0        0
DYCOM INDUSTRIES INC.          COM              267475101     1196    51200 SH       SOLE                  51200        0        0
DYNAMICS RESEARCH CORP         COM              268057106      195    20200 SH       SOLE                  20200        0        0
DYNAVOX INC-CLASS A            COM              26817F104      349   113200 SH       SOLE                 113200        0        0
DYNEX CAPITAL INC              REIT             26817Q506      328    34300 SH       SOLE                  34300        0        0
E I DUPONT DE NEM.             COM              263534109    41251   779800 SH       SOLE                 779800        0        0
EAGLE MATERIALS INC            COM              26969P108      205     5900 SH       SOLE                   5900        0        0
EAST WEST BANCORP INC.         COM              27579R104    28678  1242000 SH       SOLE                1242000        0        0
EASTGROUP PROPERTY INC         REIT             277276101     3422    68136 SH       SOLE                  68136        0        0
EBAY INC                       COM              278642103    32493   880800 SH       SOLE                 880800        0        0
EBIX INC                       COM              278715206     1193    51500 SH       SOLE                  51500        0        0
ECHO GLOBAL LOGISTICS INC      COM              27875T101       32     2000 SH       SOLE                   2000        0        0
ECOLAB INC                     COM              278865100     2710    43900 SH       SOLE                  43900        0        0
EDUCATION MANAGEMENT CORP      COM              28140M103     9241   675000 SH       SOLE                 675000        0        0
EDUCATION REALTY TRUST INC     REIT             28140H104     1557   143629 SH       SOLE                 143629        0        0
EDWARDS LIFESCIENCES           COM              28176E108    16728   230000 SH       SOLE                 230000        0        0
EHEALTH INC                    COM              28238P109      998    61200 SH       SOLE                  61200        0        0
EL PASO ELECTRIC COMPANY       COM              283677854     1563    48100 SH       SOLE                  48100        0        0
ELECTRO RENT CORP              COM              285218103      978    53100 SH       SOLE                  53100        0        0
ELECTRO SCIENTIFIC INDS INC.   COM              285229100      776    51700 SH       SOLE                  51700        0        0
ELECTRONICS FOR IMAGING        COM              286082102     1280    77000 SH       SOLE                  77000        0        0
ELI LILLY & COMPANY            COM              532457108    50104  1244200 SH       SOLE                1244200        0        0
ELIZABETH ARDEN INC            COM              28660G106      749    21400 SH       SOLE                  21400        0        0
ELLIE MAE INC                  COM              28849P100      517    46300 SH       SOLE                  46300        0        0
EMBOTELLADORA ANDINA-ADR B     COM              29081P303     1441    42844 SH       SOLE                  42844        0        0
EMC CORP                       COM              268648102    88821  2972600 SH       SOLE                2972600        0        0
EMCOR GROUP INC                COM              29084Q100     1960    70700 SH       SOLE                  70700        0        0
EMERGENT BIOSOLUTIONS INC      COM              29089Q105      195    12200 SH       SOLE                  12200        0        0
EMERSON ELECTRIC CO            COM              291011104    48762   934500 SH       SOLE                 934500        0        0
EMPLOYERS HOLDINGS INC         COM              292218104     1139    64300 SH       SOLE                  64300        0        0
EMPRESAS NACIONAL ADR          COM              29244T101     4318    80000 SH       SOLE                  80000        0        0
EMULEX CORP                    COM              292475209      262    25200 SH       SOLE                  25200        0        0
ENDOLOGIX INC                  COM              29266S106      179    12200 SH       SOLE                  12200        0        0
ENDURANCE SPECIALTY HOLDINGS   COM              G30397106     6099   150000 SH       SOLE                 150000        0        0
ENERGIZER HOLDINGS INC.        COM              29266R108      230     3100 SH       SOLE                   3100        0        0
ENERGY PARTNERS LTD            COM              29270U303     1075    64700 SH       SOLE                  64700        0        0
ENERGY XXI BERMUDA             COM              G10082140     2325    64400 SH       SOLE                  64400        0        0
ENERGYSOLUTIONS INC            COM              292756202     1004   204800 SH       SOLE                 204800        0        0
ENERSIS SA ADR (RE             COM              29274F104     1938    96000 SH       SOLE                  96000        0        0
ENERSYS                        COM              29275Y102      274     7900 SH       SOLE                   7900        0        0
ENNIS INC                      COM              293389102      638    40300 SH       SOLE                  40300        0        0
ENSCO PLC                      COM              29358Q109    41868   791000 SH       SOLE                 791000        0        0
ENSTAR GROUP INC               COM              G3075P101     1128    11400 SH       SOLE                  11400        0        0
ENTEGRIS INC                   COM              29362U104     1567   167800 SH       SOLE                 167800        0        0
ENTERTAINMENT PPTYS            REIT             29380T105     1368    29500 SH       SOLE                  29500        0        0
ENTRAVISION COMMUNIC           COM              29382R107     4446  2600000 SH       SOLE                2600000        0        0
ENZO BIOCHEM INC.              COM              294100102      541   201100 SH       SOLE                 201100        0        0
EOG RESOURCES INC              COM              26875P101    48045   432450 SH       SOLE                 432450        0        0
EPAM SYSTEMS INC               COM              29414B104       47     2300 SH       SOLE                   2300        0        0
EPLUS INC                      COM              294268107      844    26400 SH       SOLE                  26400        0        0
EPOCH HOLDING CORP             COM              29428R103      972    40700 SH       SOLE                  40700        0        0
EQT CORP                       COM              26884L109      728    15100 SH       SOLE                  15100        0        0
EQUITY LIFESTYLE PROPERTIES IN REIT             29472R108     9931   142400 SH       SOLE                 142400        0        0
EQUITY ONE INC                 REIT             294752100     4970   245789 SH       SOLE                 245789        0        0
EQUITY RESIDENTIAL PROP        REIT             29476L107    44951   717837 SH       SOLE                 717837        0        0
ESSEX PROPERTY TRUST INC.      REIT             297178105    10514    69398 SH       SOLE                  69398        0        0
ESTEE LAUDER CO.               COM              518439104    21115   340900 SH       SOLE                 340900        0        0
ESTERLINE TECHNOLOGIES CORP    COM              297425100      622     8700 SH       SOLE                   8700        0        0
ETHAN ALLEN INTERIORS INC.     COM              297602104      704    27800 SH       SOLE                  27800        0        0
EUROSEAS LTD                   COM              Y23592200     2622  1150000 SH       SOLE                1150000        0        0
EVOLUTION PETROLEUM CORP       COM              30049A107      884    95100 SH       SOLE                  95100        0        0
EXCEL MARITIME CARRIERS LTD    COM              V3267N107      429   214300 SH       SOLE                 214300        0        0
EXCEL TRUST INC                COM              30068C109      237    19600 SH       SOLE                  19600        0        0
EXCO RESOURCES INC             COM              269279402    31681  4778500 SH       SOLE                4778500        0        0
EXELIS INC                     COM              30162A108      334    26700 SH       SOLE                  26700        0        0
EXELIXIS INC                   COM              30161Q104        0        0 SH       SOLE                      0        0        0
EXELON CORP                    COM              30161N101    38775   988900 SH       SOLE                 988900        0        0
EXIDE TECHNOLOGIES             COM              302051206      487   155600 SH       SOLE                 155600        0        0
EXLSERVICE HOLDINGS INC        COM              302081104     1100    40100 SH       SOLE                  40100        0        0
EXPEDIA INC                    COM              30212P303    19101   571200 SH       SOLE                 571200        0        0
EXPEDITORS INT'L. WASH INC.    COM              302130109     1437    30900 SH       SOLE                  30900        0        0
EXPONENT INC                   COM              30214U102      728    15000 SH       SOLE                  15000        0        0
EXPRESS INC                    COM              30219E103      105     4200 SH       SOLE                   4200        0        0
EXTRA SPACE STORAGE INC        REIT             30225T102     9820   341100 SH       SOLE                 341100        0        0
EXXON MOBIL CORPORATION        COM              30231G102   657561  7581697 SH       SOLE                7581697        0        0
EZCORP INC CL A                COM              302301106     1740    53600 SH       SOLE                  53600        0        0
F5 NETWORKS INC                COM              315616102    48208   357200 SH       SOLE                 357200        0        0
FACTSET RESEARCH SYSTEMS INC.  COM              303075105    35387   357300 SH       SOLE                 357300        0        0
FAIR ISAAC INC.                COM              303250104      356     8100 SH       SOLE                   8100        0        0
FAIRPOINT COMMUNICATIONS INC   COM              305560302       51    13600 SH       SOLE                  13600        0        0
FALCONSTOR SOFTWARE            COM              306137100      473   126400 SH       SOLE                 126400        0        0
FARMER BROS CO                 COM              307675108       81     7400 SH       SOLE                   7400        0        0
FARO TECHNOLOGIES INC          COM              311642102     1394    23900 SH       SOLE                  23900        0        0
FASTENAL CO                    COM              311900104    12714   235000 SH       SOLE                 235000        0        0
FBL FINANCIAL GROUP INC.-CL A  COM              30239F106     1031    30600 SH       SOLE                  30600        0        0
FEDERAL MOGUL CORP-CL A        COM              313549404     9944   577800 SH       SOLE                 577800        0        0
FEDERAL REALTY INV.            REIT             313747206    32147   332130 SH       SOLE                 332130        0        0
FEDEX CORPORATION              COM              31428X106    64795   704600 SH       SOLE                 704600        0        0
FEI COMPANY                    COM              30241L109      604    12300 SH       SOLE                  12300        0        0
FELCOR LODGING TRUST           REIT             31430F101      285    79100 SH       SOLE                  79100        0        0
FEMALE HEALTH COMPANY          COM              314462102      132    24300 SH       SOLE                  24300        0        0
FERRO CORP                     COM              315405100     1091   183600 SH       SOLE                 183600        0        0
FIBRIA CELULOSE                COM              31573A109      763    91000 SH       SOLE                  91000        0        0
FIDUS INVESTMENT CORP          COM              316500107       48     3400 SH       SOLE                   3400        0        0
FIFTH STREET FINANCE CORP      COM              31678A103        0        0 SH       SOLE                      0        0        0
FIFTH THIRD BANCORP            COM              316773100    37780  2689000 SH       SOLE                2689000        0        0
FINANCIAL ENGINES INC          REIT             317485100     1259    56300 SH       SOLE                  56300        0        0
FINISAR CORPORATION            COM              31787A507      365    18100 SH       SOLE                  18100        0        0
FIRST AMERICAN FINANCIAL       COM              31847R102      284    17100 SH       SOLE                  17100        0        0
FIRST BANCORP INC/ME           COM              31866P102      297    20000 SH       SOLE                  20000        0        0
FIRST BANCORP N C              COM              318910106      689    63000 SH       SOLE                  63000        0        0
FIRST CASH FINANCIAL SERVICES  COM              31942D107     6082   141800 SH       SOLE                 141800        0        0
FIRST CMNTY BANCSHAR           COM              31983A103      860    64400 SH       SOLE                  64400        0        0
FIRST COMWLTH FINL C           COM              319829107      605    98800 SH       SOLE                  98800        0        0
FIRST CONNECTICUT BANCORP INC  COM              319850103      149    11300 SH       SOLE                  11300        0        0
FIRST CTZNS BANCSHS            COM              31946M103     4111    22500 SH       SOLE                  22500        0        0
FIRST ENERGY CORP.             COM              337932107    14571   319600 SH       SOLE                 319600        0        0
FIRST FINL CORP IND            COM              320218100      918    28900 SH       SOLE                  28900        0        0
FIRST INDUSTRIAL RE            REIT             32054K103     1689   136772 SH       SOLE                 136772        0        0
FIRST INTERSTATE BANCSYS/MT    COM              32055Y201      912    62400 SH       SOLE                  62400        0        0
FIRST MERCHANTS CORP           COM              320817109      992    80400 SH       SOLE                  80400        0        0
FIRST MIDWEST BANCORP INC.     COM              320867104      104     8700 SH       SOLE                   8700        0        0
FIRST PACTRUST BANCORP INC     COM              33589V101        0        0 SH       SOLE                      0        0        0
FIRST POTOMAC REALTY TRUST     REIT             33610F109     2040   168705 SH       SOLE                 168705        0        0
FIRSTMERIT CORPORATION         COM              337915102      433    25700 SH       SOLE                  25700        0        0
FISHER COMMUNICATION           COM              337756209        0        0 SH       SOLE                      0        0        0
FIVE STAR QUALITY CARE         COM              33832D106      553   162100 SH       SOLE                 162100        0        0
FLEETCOR TECH INC              COM              339041105        4      100 SH       SOLE                    100        0        0
FLOWSERVE CORP.                COM              34354P105    10973    95000 SH       SOLE                  95000        0        0
FLUOR CORP                     COM              343412102      991    16500 SH       SOLE                  16500        0        0
FMC CORP.                      COM              302491303    50813   480000 SH       SOLE                 480000        0        0
FMC TECHNOLOGIES INC           COM              30249U101    85703  1699788 SH       SOLE                1699788        0        0
FNB CORP                       COM              302520101      273    22600 SH       SOLE                  22600        0        0
FOCUS MEADIA HOLDING USD 0.000 ICOM             34415V109      603    24000 SH       SOLE                  24000        0        0
FOMENTO ECON ADR               COM              344419106    26335   320109 SH       SOLE                 320109        0        0
FORD MOTOR COMPANY             COM              345370860    61420  4917500 SH       SOLE                4917500        0        0
FOREST LABORATORIES INC.       COM              345838106     2293    66100 SH       SOLE                  66100        0        0
FORRESTER RESEARCH INC         COM              346563109     1072    33100 SH       SOLE                  33100        0        0
FORTUNE BRANDS HOME & SECURITY COM              34964C106      492    22300 SH       SOLE                  22300        0        0
FOSSIL INC.                    COM              349882100    19797   150000 SH       SOLE                 150000        0        0
FOSTER L B CO                  COM              350060109       60     2100 SH       SOLE                   2100        0        0
FRANCESCAS HOLDINGS CORP       COM              351793104        0        0 SH       SOLE                      0        0        0
FRANKLIN FINANCIAL CORP        COM              35353C102      118     8800 SH       SOLE                   8800        0        0
FRANKLIN RESOURCES INC         COM              354613101    24285   195800 SH       SOLE                 195800        0        0
FRANKLIN STREET PPTYS CO       REIT             35471R106     1618   152667 SH       SOLE                 152667        0        0
FRED'S INC                     COM              356108100     1121    76700 SH       SOLE                  76700        0        0
FREEPORT MCMORAN CLASS B       COM              35671D857    98687  2594300 SH       SOLE                2594300        0        0
FREESCALE SEMICONDUCTOR HOLDIN COM              G3727Q101       97     6300 SH       SOLE                   6300        0        0
FRESENIUS MEDICAL CARE-ADR     COM              358029106      447     6321 SH       SOLE                   6321        0        0
FRESH DEL MONTE PRODUCE INC    COM              G36738105      377    16500 SH       SOLE                  16500        0        0
FTI CONSULTING INC             COM              302941109      409    10900 SH       SOLE                  10900        0        0
FUEL SYSTEMS SOLUTIONS INC.    COM              35952W103       58     2200 SH       SOLE                   2200        0        0
FUEL TECH INC                  COM              359523107       92    16900 SH       SOLE                  16900        0        0
FULLER H B CO                  COM              359694106     1848    56300 SH       SOLE                  56300        0        0
FULTON FINANCIAL CORP          COM              360271100    13650  1300000 SH       SOLE                1300000        0        0
FURIEX PHARMACEUTICALS         COM              36106P101      919    38900 SH       SOLE                  38900        0        0
FX ALLIANCE INC                COM              361202104       60     3800 SH       SOLE                   3800        0        0
FX ENERGY INC                  COM              302695101        0        0 SH       SOLE                      0        0        0
GAIN CAPITAL HOLDINGS INC      COM              36268W100      282    56100 SH       SOLE                  56100        0        0
GALLAGHER (ARTHUR) J & CO.     COM              363576109    28771   805000 SH       SOLE                 805000        0        0
GAMESTOP CORP.                 COM              36467W109    17066   781400 SH       SOLE                 781400        0        0
GANNETT INC                    COM              364730101       14      900 SH       SOLE                    900        0        0
GAP INC                        COM              364760108     1132    43300 SH       SOLE                  43300        0        0
GARMIN LTD                     COM              H2906T109       47     1000 SH       SOLE                   1000        0        0
GARTNER INC                    COM              366651107    16203   380000 SH       SOLE                 380000        0        0
GENCO SHIPPING & TRADING LTD   COM              Y2685T107      598    94000 SH       SOLE                  94000        0        0
GENERAL COMMUNICATION          COM              369385109      948   108700 SH       SOLE                 108700        0        0
GENERAL DYNAMICS CORP.         COM              369550108    18631   253900 SH       SOLE                 253900        0        0
GENERAL ELECTRIC CO            COM              369604103   313903 15640400 SH       SOLE               15640400        0        0
GENERAL GROWTH PROP            REIT             370023103    14309   842176 SH       SOLE                 842176        0        0
GENERAL MILLS INC              COM              370334104    19248   487900 SH       SOLE                 487900        0        0
GENERAL MOTORS CO              COM              37045V100    36987  1442000 SH       SOLE                1442000        0        0
GENESCO INC.                   COM              371532102     1856    25900 SH       SOLE                  25900        0        0
GENESEE & WYO INC              COM              371559105    10163   186200 SH       SOLE                 186200        0        0
GENIE ENERGY LTD-B             COM              372284208       87     9000 SH       SOLE                   9000        0        0
GENOMIC HEALTH INC             COM              37244C101     1084    35400 SH       SOLE                  35400        0        0
GENTEX CORP.                   COM              371901109      507    20700 SH       SOLE                  20700        0        0
GENTIVA HEALTH SERVICES        COM              37247A102      296    33900 SH       SOLE                  33900        0        0
GENUINE PARTS CO               COM              372460105    33188   528900 SH       SOLE                 528900        0        0
GEOKINETICS INC                COM              372910307       13     7200 SH       SOLE                   7200        0        0
GEORESOURCES INC               COM              372476101     1179    36000 SH       SOLE                  36000        0        0
GEORGIA GULF CORP              COM              373200302     1549    44400 SH       SOLE                  44400        0        0
GERDAU SA SIDERURG SPONS ADR E COM              373737105     1855   192600 SH       SOLE                 192600        0        0
GETTY RLTY CORP                REIT             374297109      254    16300 SH       SOLE                  16300        0        0
GIBRALTAR INDUSTRIES INC       COM              374689107      698    46100 SH       SOLE                  46100        0        0
GILEAD SCIENCES INC.           COM              375558103   105203  2153600 SH       SOLE                2153600        0        0
GLADSTONE COMMERCIAL CORP      REIT             376536108      120     7000 SH       SOLE                   7000        0        0
GLADSTONE INVESTMENT CORP      COM              376546107      865   114300 SH       SOLE                 114300        0        0
GLIMCHER REALTY TRUST          REIT             379302102     3081   301473 SH       SOLE                 301473        0        0
GLOBAL GEOPHYSICAL SERVICES    COM              37946S107        0        0 SH       SOLE                      0        0        0
GLOBAL INDEMNITY PLC           COM              G39319101        0        0 SH       SOLE                      0        0        0
GLOBAL SOURCES LIMITED         COM              G39300101      657   106600 SH       SOLE                 106600        0        0
GLU MOBILE INC                 COM              379890106      142    29346 SH       SOLE                  29346        0        0
GOLAR LNG LTD                  COM              G9456A100      186     4900 SH       SOLE                   4900        0        0
GOLD FIELDS LTD-SPONS ADR      COM              38059T106      167    12000 SH       SOLE                  12000        0        0
GOLD RESOURCE CORP             COM              38068T105      858    35310 SH       SOLE                  35310        0        0
GOLDMAN SACHS GROUP INC        COM              38141G104    92121   740700 SH       SOLE                 740700        0        0
GOODYEAR T & R                 COM              382550101    45276  4035300 SH       SOLE                4035300        0        0
GOOGLE INC - CL A              COM              38259P508   158707   247500 SH       SOLE                 247500        0        0
GORDMANS STORES INC            COM              38269P100       55     2500 SH       SOLE                   2500        0        0
GOVERNMENT PROPERTIES INCOME   REIT             38376A103      542    22500 SH       SOLE                  22500        0        0
GP STRATEGIES CORP             COM              36225V104        0        0 SH       SOLE                      0        0        0
GRACE W.R. & COMPANY           COM              38388F108     5306    91800 SH       SOLE                  91800        0        0
GRACO INC.                     COM              384109104      196     3700 SH       SOLE                   3700        0        0
GRAND CANYON EDUCATION INC     COM              38526M106     1103    62100 SH       SOLE                  62100        0        0
GRAPHIC PACKAGING HOLDING CO   COM              388689101       80    14500 SH       SOLE                  14500        0        0
GREAT LAKES DREDGE & DOCK CO   COM              390607109      931   129000 SH       SOLE                 129000        0        0
GREAT PLAINS ENERGY INC        COM              391164100     9709   479000 SH       SOLE                 479000        0        0
GREAT SOUTHN BANCORP           COM              390905107      221     9200 SH       SOLE                   9200        0        0
GREEN PLAINS RENEWABLE ENERGY  COM              393222104      900    83400 SH       SOLE                  83400        0        0
GREENWAY MEDICAL TECH INC      COM              39679B103       75     4900 SH       SOLE                   4900        0        0
GROUP 1 AUTOMOTIVE             COM              398905109     1590    28300 SH       SOLE                  28300        0        0
GROUPON INC                    COM              399473107      107     5800 SH       SOLE                   5800        0        0
GRUPO AEROPORTUARIO DEL - ADR  COM              400506101    15643   430000 SH       SOLE                 430000        0        0
GRUPO TELEVISA GDS-ADR         COM              40049J206     5561   263797 SH       SOLE                 263797        0        0
GSE HOLDING INC                COM              36191X100       67     5100 SH       SOLE                   5100        0        0
GT ADVANCED TECHNOLOGIES INC   COM              36191U106     1443   174500 SH       SOLE                 174500        0        0
GUIDANCE SOFTWARE INC          COM              401692108      299    27100 SH       SOLE                  27100        0        0
GUIDEWIRE SOFTWARE INC         COM              40171V100      172     5600 SH       SOLE                   5600        0        0
GULF ISLAND FABRICAT           COM              402307102        0        0 SH       SOLE                      0        0        0
GULFPORT ENERGY CORP           COM              402635304     1418    48700 SH       SOLE                  48700        0        0
H^E EQUIPMENT SERVICES INC     COM              404030108      286    15100 SH       SOLE                  15100        0        0
HACKET GROUP INC               COM              404609109      874   146400 SH       SOLE                 146400        0        0
HAEMONETICS CORP/MASS          COM              405024100     1916    27500 SH       SOLE                  27500        0        0
HAIN CELESTIAL GROUP           COM              405217100      223     5100 SH       SOLE                   5100        0        0
HALLADOR ENERGY CO             COM              40609P105      148    16700 SH       SOLE                  16700        0        0
HALLIBURTON COMPANY            COM              406216101    55298  1666100 SH       SOLE                1666100        0        0
HALOZYME THERAPEUTICS INC      COM              40637H109        0        0 SH       SOLE                      0        0        0
HAMPTON ROADS BANKSHARES INC   COM              409321502        0        0 SH       SOLE                      0        0        0
HANCOCK HLDG CO                COM              410120109     1715    48300 SH       SOLE                  48300        0        0
HANDY & HARMAN LTD             COM              410315105       53     3700 SH       SOLE                   3700        0        0
HANESBRANDS INC                COM              410345102     7385   250000 SH       SOLE                 250000        0        0
HANMI FINL CORP                COM              410495204      201    19900 SH       SOLE                  19900        0        0
HARBINGER GROUP INC            COM              41146A106      136    26200 SH       SOLE                  26200        0        0
HARLEY-DAVIDSON INC            COM              412822108     1693    34500 SH       SOLE                  34500        0        0
HARLEYSVILLE GROUP INC         COM              412824104     1235    21400 SH       SOLE                  21400        0        0
HARRIS CORP.                   COM              413875105     8926   198000 SH       SOLE                 198000        0        0
HARRY WINSTON DIAMOND CORP     COM              41587B100    16159  1100000 SH       SOLE                1100000        0        0
HARTFORD FINL SERVICES         COM              416515104     8959   425000 SH       SOLE                 425000        0        0
HARVARD BIOSCIENCE INC         COM              416906105      563   143500 SH       SOLE                 143500        0        0
HASBRO INC                     COM              418056107    11750   320000 SH       SOLE                 320000        0        0
HATTERAS FINANCIAL CORP        COM              41902R103     1320    47300 SH       SOLE                  47300        0        0
HAVERTY FURNITURE              COM              419596101      803    72300 SH       SOLE                  72300        0        0
HAWAIIAN HOLDINGS INC          COM              419879101      927   177300 SH       SOLE                 177300        0        0
HAWKINS INC                    COM              420261109      182     4900 SH       SOLE                   4900        0        0
HCA HOLDINGS INC               COM              40412C101    31808  1285700 SH       SOLE                1285700        0        0
HCC INSURANCE HOLDINGS INC.    COM              404132102    22411   719000 SH       SOLE                 719000        0        0
HCP INC                        REIT             40414L109    77282  1958500 SH       SOLE                1958500        0        0
HEALTH CARE REIT INC           REIT             42217K106    27881   507300 SH       SOLE                 507300        0        0
HEALTH MGMT ASSOCIATES CL A    COM              421933102     6888  1025000 SH       SOLE                1025000        0        0
HEALTH NET INC                 COM              42222G108    12234   308000 SH       SOLE                 308000        0        0
HEALTHCARE RLTY TR             REIT             421946104     3650   165900 SH       SOLE                 165900        0        0
HEALTHCARE SVCS GRP            COM              421906108     6355   298800 SH       SOLE                 298800        0        0
HEALTHSOUTH CORP               COM              421924309      461    22500 SH       SOLE                  22500        0        0
HEALTHSTREAM INC               COM              42222N103      837    36100 SH       SOLE                  36100        0        0
HEALTHWAYS INC.                COM              422245100      604    82100 SH       SOLE                  82100        0        0
HEARTLAND FINANCIAL USA INC    COM              42234Q102      492    28400 SH       SOLE                  28400        0        0
HEARTLAND PAYMENT SYSTEMS      COM              42235N108     1451    50300 SH       SOLE                  50300        0        0
HECLA MINING CO.               COM              422704106     1301   281700 SH       SOLE                 281700        0        0
HEICO CORP                     COM              422806109      598    11600 SH       SOLE                  11600        0        0
HEIDRICK & STRUGGLES INTL      COM              422819102     1038    47100 SH       SOLE                  47100        0        0
HELIX ENERGY SOLUTIONS GROUP   COM              42330P107     1974   110900 SH       SOLE                 110900        0        0
HENRY (JACK) & ASSOCIATES      COM              426281101     2641    77400 SH       SOLE                  77400        0        0
HENRY SCHEIN INC               COM              806407102    15136   200000 SH       SOLE                 200000        0        0
HERBALIFE LTD                  COM              G4412G101     7949   115500 SH       SOLE                 115500        0        0
HERITAGE COMMERCE CORP         COM              426927109       86    13300 SH       SOLE                  13300        0        0
HERSHA HOSPITALITY TRUST       REIT             427825104     2429   444916 SH       SOLE                 444916        0        0
HERTZ GLOBAL HOLDINGS INC      COM              42805T105    11280   750000 SH       SOLE                 750000        0        0
HESS CORP.                     COM              42809H107    41047   696300 SH       SOLE                 696300        0        0
HEWLETT-PACKARD CO             COM              428236103    93342  3917000 SH       SOLE                3917000        0        0
HEXCEL CORP                    COM              428291108      715    29800 SH       SOLE                  29800        0        0
HFF INC - CL A                 COM              40418F108     1079    65500 SH       SOLE                  65500        0        0
HHGREGG INC                    COM              42833L108      876    77000 SH       SOLE                  77000        0        0
HI-TECH PHARMACAL CO INC       COM              42840B101      887    24700 SH       SOLE                  24700        0        0
HIBBETT SPORTS INC.            COM              428567101      175     3200 SH       SOLE                   3200        0        0
HICKORY TECH CORP              COM              429060106      650    62900 SH       SOLE                  62900        0        0
HIGHER ONE HOLDINGS INC        COM              42983D104     1052    70400 SH       SOLE                  70400        0        0
HIGHWOODS PROP INC.            REIT             431284108     5646   169442 SH       SOLE                 169442        0        0
HILL INTERNATIONAL INC         COM              431466101       59    15000 SH       SOLE                  15000        0        0
HILLENBRAND INC                COM              431571108      135     5900 SH       SOLE                   5900        0        0
HITTITE MICROWAVE CORP         COM              43365Y104     1086    20000 SH       SOLE                  20000        0        0
HMS HOLDINGS CORP              COM              40425J101    17758   569000 SH       SOLE                 569000        0        0
HNI CORP                       COM              404251100      516    18600 SH       SOLE                  18600        0        0
HOLLYFRONTIER CORP             COM              436106108     5385   167500 SH       SOLE                 167500        0        0
HOLOGIC INC.                   COM              436440101    32174  1493000 SH       SOLE                1493000        0        0
HOME DEPOT INC.                COM              437076102    70831  1407900 SH       SOLE                1407900        0        0
HOME LOAN SERVICING SOLUTIONS  COM              G6648D109      117     8400 SH       SOLE                   8400        0        0
HOME PROPERTIES OF NY INC.     REIT             437306103     7288   119454 SH       SOLE                 119454        0        0
HOMESTREET INC                 COM              43785V102       78     2800 SH       SOLE                   2800        0        0
HONDA MOTOR CO LTD-SPONS ADR   COM              438128308    23058   600000 SH       SOLE                 600000        0        0
HONEYWELL INTERNATIONAL INC    COM              438516106    59304   971400 SH       SOLE                 971400        0        0
HORACE MANN EDUCATORS          COM              440327104      560    31800 SH       SOLE                  31800        0        0
HORIZON PHARMA INC             COM              44047T109        0        0 SH       SOLE                      0        0        0
HORMEL FOODS CORP              COM              440452100    18007   610000 SH       SOLE                 610000        0        0
HORNBECK OFFSHORE SERVICES INC COM              440543106       34      800 SH       SOLE                    800        0        0
HOSPITALITY PROPERTIES         REIT             44106M102     7676   289975 SH       SOLE                 289975        0        0
HOST HOTELS & RESORTS INC      REIT             44107P104    28916  1761034 SH       SOLE                1761034        0        0
HOT TOPIC INC                  COM              441339108     1058   104200 SH       SOLE                 104200        0        0
HOVNANIAN ENTERPRISES-A        COM              442487203       95    38900 SH       SOLE                  38900        0        0
HOWARD HUGHES CORP             COM              44267D107      198     3100 SH       SOLE                   3100        0        0
HSN INC                        COM              404303109      186     4900 SH       SOLE                   4900        0        0
HUB GROUP INC                  COM              443320106       61     1700 SH       SOLE                   1700        0        0
HUDSON HIGHLAND GROUP INC      COM              443792106      660   122700 SH       SOLE                 122700        0        0
HUDSON PACIFIC PROPERTIES INC. REIT             444097109     1151    76094 SH       SOLE                  76094        0        0
HUMANA INC.                    COM              444859102    15120   163500 SH       SOLE                 163500        0        0
HUNT (JB) TRANSPRT SVCS INC    COM              445658107    57088  1050000 SH       SOLE                1050000        0        0
HUNTINGTON INGALLS INDUSTRIES  COM              446413106      290     7200 SH       SOLE                   7200        0        0
HUNTSMAN CORP                  COM              447011107      293    20900 SH       SOLE                  20900        0        0
I SHARES MSCI SOUTH AFRICA     ICOM             464286780     5503    80000 SH       SOLE                  80000        0        0
I SHARES MSCI SOUTH KOREA      CTRY             464286772    10711   179900 SH       SOLE                 179900        0        0
IAC/INTERACTIVE CORP           COM              44919P508    13730   279700 SH       SOLE                 279700        0        0
IBERIABANK CORP                COM              450828108      241     4500 SH       SOLE                   4500        0        0
ICF INTERNATIONAL INC          COM              44925C103     1040    41000 SH       SOLE                  41000        0        0
ICG GROUP INC                  COM              44928D108        0        0 SH       SOLE                      0        0        0
ICICI BANK LTD - ADR           COM              45104G104     5928   170000 SH       SOLE                 170000        0        0
ICONIX BRAND GROUP INC         COM              451055107     1236    71100 SH       SOLE                  71100        0        0
ICU MEDICAL INC.               COM              44930G107     1160    23600 SH       SOLE                  23600        0        0
IDACORP, INC.                  COM              451107106      506    12300 SH       SOLE                  12300        0        0
IDEXX LABS INC.                COM              45168D104    22973   262700 SH       SOLE                 262700        0        0
IDT CORP-CL B                  COM              448947507      836    89500 SH       SOLE                  89500        0        0
IHS INC-CLASS A                COM              451734107    39333   420000 SH       SOLE                 420000        0        0
ILLINOIS TOOL WORKS            COM              452308109    46604   815900 SH       SOLE                 815900        0        0
ILLUMINA INC.                  COM              452327109     5524   105000 SH       SOLE                 105000        0        0
IMATION CORP                   COM              45245A107      887   143300 SH       SOLE                 143300        0        0
IMMERSION CORPORATION          COM              452521107       77    14100 SH       SOLE                  14100        0        0
IMPAX LABORATORIES INC         COM              45256B101      226     9200 SH       SOLE                   9200        0        0
IMPERVA INC                    COM              45321L100      141     3600 SH       SOLE                   3600        0        0
INCYTE CORP                    COM              45337C102      313    16200 SH       SOLE                  16200        0        0
INDIA FUND INC.                CTRY             454089103      330    14805 SH       SOLE                  14805        0        0
INFINITY PROPERTY & CASUALTY C COM              45665Q103      492     9400 SH       SOLE                   9400        0        0
INFORMATICA CORP.              COM              45666Q102    16664   315000 SH       SOLE                 315000        0        0
INFOSYS TECHNOLOGIES-SP ADR    COM              456788108     4178    73262 SH       SOLE                  73262        0        0
INGLES MKTS INC                COM              457030104      907    51400 SH       SOLE                  51400        0        0
INLAND REAL ESTATE CORP        REIT             457461200      982   110711 SH       SOLE                 110711        0        0
INNERWORKINGS INC              COM              45773Y105      157    13500 SH       SOLE                  13500        0        0
INNOPHOS HOLDINGS INC          COM              45774N108        0        0 SH       SOLE                      0        0        0
INNOSPEC INC.                  COM              45768S105     1224    40300 SH       SOLE                  40300        0        0
INSIGHT ENTERPRISES INC.       COM              45765U103     1382    63000 SH       SOLE                  63000        0        0
INSPERITY INC                  COM              45778Q107     1229    40100 SH       SOLE                  40100        0        0
INTEGRATED DEVICE TECH INC     COM              458118106     1401   195900 SH       SOLE                 195900        0        0
INTEL CORP.                    COM              458140100   140609  5002100 SH       SOLE                5002100        0        0
INTER PARFUMS INC              COM              458334109        0        0 SH       SOLE                      0        0        0
INTERACTIVE INTELLIGENCE INC   COM              45841V109      616    20200 SH       SOLE                  20200        0        0
INTERCONTINENTAL EXCHANGE INC  COM              45865V100    27484   200000 SH       SOLE                 200000        0        0
INTERDIGITAL INC               COM              45867G101      446    12800 SH       SOLE                  12800        0        0
INTERLINE BRANDS INC           COM              458743101     1210    56000 SH       SOLE                  56000        0        0
INTERMOLECULAR INC             COM              45882D109       39     6300 SH       SOLE                   6300        0        0
INTERMUNE INC                  COM              45884X103     1667   113625 SH       SOLE                 113625        0        0
INTERNATIONAL BANCSH           COM              459044103     1472    69600 SH       SOLE                  69600        0        0
INTERNATIONAL PAPER            COM              460146103     5679   161800 SH       SOLE                 161800        0        0
INTERPUBLIC GROUP              COM              460690100    19397  1700000 SH       SOLE                1700000        0        0
INTERSECTIONS INC              COM              460981301      823    64400 SH       SOLE                  64400        0        0
INTERSIL HOLDINGS CORP         COM              46069S109    15120  1350000 SH       SOLE                1350000        0        0
INTERXION HOLDING NV           COM              N47279109     8971   499753 SH       SOLE                 499753        0        0
INTL BUS MACH CORP             COM              459200101   297097  1423900 SH       SOLE                1423900        0        0
INTL FCSTONE INC               COM              46116V105      781    37000 SH       SOLE                  37000        0        0
INTL GAME TECHNOLOGY           COM              459902102     9738   580000 SH       SOLE                 580000        0        0
INTL SHIPHOLDING CORP          COM              460321201      790    34200 SH       SOLE                  34200        0        0
INTUIT INC.                    COM              461202103    26740   444700 SH       SOLE                 444700        0        0
INTUITIVE SURGICAL INC         COM              46120E602    74009   136611 SH       SOLE                 136611        0        0
INVACARE CORP.                 COM              461203101     1052    63500 SH       SOLE                  63500        0        0
INVENSENSE INC                 COM              46123D205      118     6500 SH       SOLE                   6500        0        0
INVESCO MORTGAGE CAPITAL       REIT             46131B100     1288    73000 SH       SOLE                  73000        0        0
INVESTORS REAL ESTATE TRUST    REIT             461730103     1137   147900 SH       SOLE                 147900        0        0
IPATH S^P 500 VIX SHORT TERM F COM              06740C261    34481  2050000 SH       SOLE                2050000        0        0
IPC THE HOSPITALIST CO         COM              44984A105        0        0 SH       SOLE                      0        0        0
IRIDIUM COMMUNICATIONS INC     COM              46269C102      922   105300 SH       SOLE                 105300        0        0
IROBOT CORP                    COM              462726100        0        0 SH       SOLE                      0        0        0
IRON MTN INC PA                COM              462846106      467    16200 SH       SOLE                  16200        0        0
ISHARES FTSE CHINA 25 INDEX FU CTRY             464287184    24762   676000 SH       SOLE                 676000        0        0
ISHARES MSCI BRAZIL            CTRY             464286400    20199   312000 SH       SOLE                 312000        0        0
ISHARES MSCI CANADA            ICOM             464286509     1332    47000 SH       SOLE                  47000        0        0
ISHARES MSCI EAFE INDEX FUND   ICOM             464287465    15646   285000 SH       SOLE                 285000        0        0
ISHARES MSCI EMERGING MKT      ICOM             464287234    11293   263000 SH       SOLE                 263000        0        0
ISHARES MSCI GERMANY INDEX     ICOM             464286806     2327   100000 SH       SOLE                 100000        0        0
ISHARES MSCI TAIWAN FUND       ICOM             464286731     4029   300000 SH       SOLE                 300000        0        0
ISLE OF CAPRI CASINOS          COM              464592104      251    35500 SH       SOLE                  35500        0        0
ISTA PHARMACEUTICALS INC       COM              45031X204        0        0 SH       SOLE                      0        0        0
ISTAR FINANCIAL INC.           REIT             45031U101      376    51800 SH       SOLE                  51800        0        0
ITAU UNIBANCO                  ICOM             465562106    19335  1007548 SH       SOLE                1007548        0        0
ITC HOLDINGS CORP              COM              465685105    19004   247000 SH       SOLE                 247000        0        0
ITT CORP                       COM              450911201    16882   735900 SH       SOLE                 735900        0        0
ITT EDUCATIONAL SERVICES INC   COM              45068B109    11032   166800 SH       SOLE                 166800        0        0
J & J SNACK FOODS CORP         COM              466032109      194     3700 SH       SOLE                   3700        0        0
J C PENNEY INC                 COM              708160106     4563   128800 SH       SOLE                 128800        0        0
J2 GLOBAL INC                  COM              48123V102     1586    55300 SH       SOLE                  55300        0        0
JABIL CIRCUIT INC              COM              466313103     9232   367500 SH       SOLE                 367500        0        0
JACOBS ENGINEERING GROUP       COM              469814107    18857   425000 SH       SOLE                 425000        0        0
JAKKS PACIFIC INC.             COM              47012E106        0        0 SH       SOLE                      0        0        0
JARDEN CORP                    COM              471109108    58918  1464517 SH       SOLE                1464517        0        0
JAZZ PHARMACEUTICALS PLC       COM              G50871105     1454    30000 SH       SOLE                  30000        0        0
JDS UNIPHASE CORP              COM              46612J507    22291  1538400 SH       SOLE                1538400        0        0
JETBLUE AIRWAYS CORP           COM              477143101     1478   302300 SH       SOLE                 302300        0        0
JIVE SOFTWARE INC              COM              47760A108      266     9800 SH       SOLE                   9800        0        0
JOHNSON & JOHNSON              COM              478160104   152137  2306500 SH       SOLE                2306500        0        0
JOHNSON CONTROLS               COM              478366107    20063   617700 SH       SOLE                 617700        0        0
JOHNSON OUTDOORS INC - CL A    COM              479167108       50     2600 SH       SOLE                   2600        0        0
JONES LANG LASALLE I           COM              48020Q107    26909   323000 SH       SOLE                 323000        0        0
JOS. A. BANK CLOTHIERS INC.    COM              480838101    17644   350000 SH       SOLE                 350000        0        0
JOURNAL COMMUNICATIONS INC     COM              481130102      911   161900 SH       SOLE                 161900        0        0
JOY GLOBAL INC                 COM              481165108    42630   580000 SH       SOLE                 580000        0        0
JPMORGAN CHASE & CO.           COM              46625H100   259870  5651800 SH       SOLE                5651800        0        0
JUNIPER NETWORKS INC           COM              48203R104     9321   407400 SH       SOLE                 407400        0        0
K V PHARMACEUTICAL C           COM              482740206       43    32700 SH       SOLE                  32700        0        0
KADANT INC                     COM              48282T104      953    40000 SH       SOLE                  40000        0        0
KANSAS CITY SOUTHERN INDS      COM              485170302     4724    65900 SH       SOLE                  65900        0        0
KAPSTONE PAPER AND PACKAGING   COM              48562P103     1241    63000 SH       SOLE                  63000        0        0
KAYDON CORP                    COM              486587108     1298    50900 SH       SOLE                  50900        0        0
KELLOGG CO.                    COM              487836108    10088   188100 SH       SOLE                 188100        0        0
KELLY SERVICES INC CL-A        COM              488152208     1081    67600 SH       SOLE                  67600        0        0
KENEXA CORP                    COM              488879107        0        0 SH       SOLE                      0        0        0
KENNETH COLE PRODUCTIONS       COM              193294105      865    53700 SH       SOLE                  53700        0        0
KENSEY NASH CORP               COM              490057106      933    31900 SH       SOLE                  31900        0        0
KEY ENERGY SERVICES INC        COM              492914106      442    28600 SH       SOLE                  28600        0        0
KEYCORP                        COM              493267108    17249  2029300 SH       SOLE                2029300        0        0
KEYNOTE SYSTEMS INC            COM              493308100        0        0 SH       SOLE                      0        0        0
KFORCE INC                     COM              493732101       67     4500 SH       SOLE                   4500        0        0
KILROY RE CORP                 REIT             49427F108     7941   170377 SH       SOLE                 170377        0        0
KIMBALL INTL INC               COM              494274103      846   122500 SH       SOLE                 122500        0        0
KIMBERLY-CLARK CORP            COM              494368103    23977   324500 SH       SOLE                 324500        0        0
KIMCO REALTY CORP              REIT             49446R109    16793   871936 SH       SOLE                 871936        0        0
KINDER MORGAN INC.             COM              49456B101    13083   338500 SH       SOLE                 338500        0        0
KINDRED HEALTHCARE I           COM              494580103      202    23400 SH       SOLE                  23400        0        0
KIOR INC - A                   COM              497217109       92     6900 SH       SOLE                   6900        0        0
KIRBY CORP.                    COM              497266106      507     7700 SH       SOLE                   7700        0        0
KIRKLANDS INC                  COM              497498105      328    20300 SH       SOLE                  20300        0        0
KITE REALTY GROUP TRUST        REIT             49803T102      698   132384 SH       SOLE                 132384        0        0
KLA-TENCOR CORP.               COM              482480100      577    10600 SH       SOLE                  10600        0        0
KNIGHT CAPITAL GROUP INC       COM              499005106      669    52000 SH       SOLE                  52000        0        0
KODIAK OIL & GAS CORP          COM              50015Q100      827    83000 SH       SOLE                  83000        0        0
KOHLS CORP                     COM              500255104    19447   388700 SH       SOLE                 388700        0        0
KOREA EQUITY FUND              CTRY             50063B104      936    96079 SH       SOLE                  96079        0        0
KOREA FUND                     CTRY             500634209     1135    28000 SH       SOLE                  28000        0        0
KORN/FERRY INTERNATIONAL       COM              500643200        0        0 SH       SOLE                      0        0        0
KRAFT FOODS INC - A            COM              50075N104    72709  1912900 SH       SOLE                1912900        0        0
KROGER CO.                     COM              501044101    40137  1656500 SH       SOLE                1656500        0        0
KULICKE & SOFFA INDUSTRIES     COM              501242101     1352   108800 SH       SOLE                 108800        0        0
L.G.PHILIPS LCD CO LTD ADR     ICOM             50186V102     1883   160000 SH       SOLE                 160000        0        0
LA-Z-BOY INC.                  COM              505336107       70     4700 SH       SOLE                   4700        0        0
LACLEDE GROUP HLDG. CO.        COM              505597104     1338    34300 SH       SOLE                  34300        0        0
LAKELAND BANCORP INC           COM              511637100      172    17430 SH       SOLE                  17430        0        0
LANCASTER COLONY CORP          COM              513847103     1230    18500 SH       SOLE                  18500        0        0
LANDAUER INC                   COM              51476K103        0        0 SH       SOLE                      0        0        0
LANDEC CORP                    COM              514766104       34     5200 SH       SOLE                   5200        0        0
LAREDO PETROLEUM HOLDINGS INC  COM              516806106       68     2900 SH       SOLE                   2900        0        0
LAS VEGAS SANDS CORP           COM              517834107    90655  1574700 SH       SOLE                1574700        0        0
LASALLE HOTEL PROPERTIES       REIT             517942108     6565   233282 SH       SOLE                 233282        0        0
LATTICE SEMICON. CORP.         COM              518415104     1243   193300 SH       SOLE                 193300        0        0
LAWSON PRODUCTS                COM              520776105      452    29900 SH       SOLE                  29900        0        0
LAYNE CHRISTENSEN COMPANY      COM              521050104     1081    48600 SH       SOLE                  48600        0        0
LEAP WIRELESS INTERNATIONAL IN COM              521863308     1069   122500 SH       SOLE                 122500        0        0
LEAPFROG ENTERPRISES INC       COM              52186N106     1007   120400 SH       SOLE                 120400        0        0
LEAR CORP                      COM              521865204      716    15410 SH       SOLE                  15410        0        0
LEUCADIA NATIONAL CORP         COM              527288104     8248   316000 SH       SOLE                 316000        0        0
LEVEL 3 COMMUNICATIONS INC     COM              52729N308      692    26900 SH       SOLE                  26900        0        0
LEXICON PHARMACEUTICALS        COM              528872104        6     3400 SH       SOLE                   3400        0        0
LEXINGTON CORP PPTYS           REIT             529043101      684    76100 SH       SOLE                  76100        0        0
LEXMARK INTERNATIONAL INC.     COM              529771107     8995   270600 SH       SOLE                 270600        0        0
LIBERTY GLOBAL INC-SERIES C    COM              530555309    22748   475000 SH       SOLE                 475000        0        0
LIBERTY INTERACTIVE CORP       COM              53071M104    19090  1000000 SH       SOLE                1000000        0        0
LIBERTY MEDIA CORP - LIBERTY C COM              530322106     3332    37800 SH       SOLE                  37800        0        0
LIBERTY PROPERTY TRUST         REIT             531172104     6807   190568 SH       SOLE                 190568        0        0
LIFE TIME FITNESS INC          COM              53217R207      587    11600 SH       SOLE                  11600        0        0
LIFETIME BRANDS INC.           COM              53222Q103      680    60500 SH       SOLE                  60500        0        0
LIMITED BRANDS INC.            COM              532716107    19925   415100 SH       SOLE                 415100        0        0
LINCOLN EDUCATIONAL SERVICES   COM              533535100      884   111700 SH       SOLE                 111700        0        0
LINCOLN NATIONAL CORP          COM              534187109    11203   425000 SH       SOLE                 425000        0        0
LINEAR TECHNOLOGY CORP         COM              535678106     1442    42800 SH       SOLE                  42800        0        0
LIQUIDITY SERVICES INC         COM              53635B107      233     5200 SH       SOLE                   5200        0        0
LITTELFUSE INC                 COM              537008104      539     8600 SH       SOLE                   8600        0        0
LIVE NATION                    COM              538034109       81     8600 SH       SOLE                   8600        0        0
LIVEPERSON INC                 COM              538146101     1325    79000 SH       SOLE                  79000        0        0
LIZ CLAIBORNE                  COM              539320101      800    59900 SH       SOLE                  59900        0        0
LKQ CORP                       COM              501889208      658    21100 SH       SOLE                  21100        0        0
LLOYDS TSB GROUP PLC -SP ADR   COM              539439109     2001   944035 SH       SOLE                 944035        0        0
LMI AEROSPACE INC              COM              502079106      679    37300 SH       SOLE                  37300        0        0
LOCKHEED MARTIN CORPORATION    COM              539830109    34246   381100 SH       SOLE                 381100        0        0
LOEWS CORP                     COM              540424108    18025   452100 SH       SOLE                 452100        0        0
LOGMEIN INC                    COM              54142L109     1233    35000 SH       SOLE                  35000        0        0
LOOPNET INC                    COM              543524300      933    49700 SH       SOLE                  49700        0        0
LORILLARD INC                  COM              544147101    48361   373500 SH       SOLE                 373500        0        0
LOUISIANNA PACIFIC             COM              546347105       42     4500 SH       SOLE                   4500        0        0
LOWE'S COS                     COM              548661107    50312  1603300 SH       SOLE                1603300        0        0
LSB INDUSTRIES INC             COM              502160104        0        0 SH       SOLE                      0        0        0
LTC PROPERTIES INC             COM              502175102      618    19300 SH       SOLE                  19300        0        0
LTX-CREDENCE CORPORATION       COM              502403207     1052   146300 SH       SOLE                 146300        0        0
LUFKIN INDUSTRIES INC          COM              549764108      895    11100 SH       SOLE                  11100        0        0
LUMINEX CORP DEL               COM              55027E102      848    36300 SH       SOLE                  36300        0        0
LUMOS NETWORKS CORP            COM              550283105      104     9700 SH       SOLE                   9700        0        0
LYDALL INC.                    COM              550819106      411    40300 SH       SOLE                  40300        0        0
LYONDELLBASELL IND-CL A        COM              N53745100    10445   239300 SH       SOLE                 239300        0        0
M^T BANK CORPORATION           COM              55261F104    44830   516000 SH       SOLE                 516000        0        0
MACERICH CO                    REIT             554382101    17322   299942 SH       SOLE                 299942        0        0
MACK-CALI RE CORP.             REIT             554489104     3966   137602 SH       SOLE                 137602        0        0
MACYS INC                      COM              55616P104    44978  1132100 SH       SOLE                1132100        0        0
MADDEN STEVEN LTD              COM              556269108      261     6100 SH       SOLE                   6100        0        0
MAGELLAN HEALTH SERVICES INC   COM              559079207     1606    32900 SH       SOLE                  32900        0        0
MAIN STREET CAPITAL HOLDINGS   COM              56035L104      170     6900 SH       SOLE                   6900        0        0
MAINSOURCE FINANCIAL           COM              56062Y102      956    79300 SH       SOLE                  79300        0        0
MAKO SURGICAL CORP             COM              560879108      464    11000 SH       SOLE                  11000        0        0
MALAYSIA FUND INC              CTRY             560905101      660    64407 SH       SOLE                  64407        0        0
MANHATTAN ASSOCIATES INC       COM              562750109     1383    29100 SH       SOLE                  29100        0        0
MANNING & NAPIER INC           COM              56382Q102      119     8100 SH       SOLE                   8100        0        0
MANPOWERGROUP                  COM              56418H100     9948   210000 SH       SOLE                 210000        0        0
MARATHON OIL CORP              COM              565849106    29586   933300 SH       SOLE                 933300        0        0
MARATHON PETROLEUM CORP        COM              56585A102    47054  1085200 SH       SOLE                1085200        0        0
MARKETAXESS HOLDINGS INC       COM              57060D108     1458    39100 SH       SOLE                  39100        0        0
MARLIN BUSINESS SERVICES INC   COM              571157106      440    29200 SH       SOLE                  29200        0        0
MARRIOTT VACATIONS WORLDWIDE C COM              57164Y107      108     3800 SH       SOLE                   3800        0        0
MASCO CORP.                    COM              574599106     9788   732100 SH       SOLE                 732100        0        0
MASIMO CORP                    COM              574795100       35     1500 SH       SOLE                   1500        0        0
MASTERCARD INC-CLASS A         COM              57636Q104   109593   260600 SH       SOLE                 260600        0        0
MATADOR RESOURCES CO           COM              576485205       96     8800 SH       SOLE                   8800        0        0
MATRIX SERVICE CO              COM              576853105     1000    71400 SH       SOLE                  71400        0        0
MATTRESS FIRM HOLDING CORP     COM              57722W106      140     3700 SH       SOLE                   3700        0        0
MAXIMUS INC                    COM              577933104     1594    39200 SH       SOLE                  39200        0        0
MAXYGEN INC                    COM              577776107      637   110900 SH       SOLE                 110900        0        0
MB FINL INC                    COM              55264U108     1289    61400 SH       SOLE                  61400        0        0
McCORMICK & CO                 COM              579780206    19377   356000 SH       SOLE                 356000        0        0
MCCLATCHY CO                   COM              579489105      893   309100 SH       SOLE                 309100        0        0
MCDERMOTT INTERNATIONAL        COM              580037109    11064   863700 SH       SOLE                 863700        0        0
MCDONALDS CORPORATION          COM              580135101   111775  1139400 SH       SOLE                1139400        0        0
MCGRATH RENTCORP               COM              580589109     1265    39400 SH       SOLE                  39400        0        0
MCGRAW HILL INC                COM              580645109    15132   312200 SH       SOLE                 312200        0        0
MCKESSON CORP                  COM              58155Q103    61474   700400 SH       SOLE                 700400        0        0
MCMORAN EXPLORATION CO         COM              582411104        0        0 SH       SOLE                      0        0        0
MEADOWBROOK INS GROUP          COM              58319P108      956   102500 SH       SOLE                 102500        0        0
MEADWESTVACO                   COM              583334107    17532   555000 SH       SOLE                 555000        0        0
MEASUREMENT SPECIALITIES INC   COM              583421102        0        0 SH       SOLE                      0        0        0
MEDCO HEALTH SOLUTIONS INC     COM              58405U102    38405   546300 SH       SOLE                 546300        0        0
MEDICAL PROPERTIES TRUST INC   REIT             58463J304      791    85200 SH       SOLE                  85200        0        0
MEDICINES COMPANY              COM              584688105     1459    72700 SH       SOLE                  72700        0        0
MEDICIS PHARMACEUTICAL CORP    COM              584690309     2233    59400 SH       SOLE                  59400        0        0
MEDIFAST INC                   COM              58470H101      938    53700 SH       SOLE                  53700        0        0
MEDIVATION INC                 COM              58501N101     2257    30200 SH       SOLE                  30200        0        0
MEDLEY CAPITAL CORP            COM              58503F106        0        0 SH       SOLE                      0        0        0
MEDTOX SCIENTIFIC INC          COM              584977201      238    14100 SH       SOLE                  14100        0        0
MEDTRONIC INC                  COM              585055106    75425  1924600 SH       SOLE                1924600        0        0
MENTOR GRAPHICS CORP.          COM              587200106     1669   112300 SH       SOLE                 112300        0        0
MERCHANTS BANCSHARES           COM              588448100      397    14100 SH       SOLE                  14100        0        0
MERCK & CO INC                 COM              58933Y105   161526  4206400 SH       SOLE                4206400        0        0
MEREDITH CORPORATION           COM              589433101     1503    46300 SH       SOLE                  46300        0        0
MERIDIAN INTERSTATE BANCORP    COM              58964Q104      357    27200 SH       SOLE                  27200        0        0
METHODE ELECTRONICS INC        COM              591520200        0        0 SH       SOLE                      0        0        0
METLIFE INC                    COM              59156R108    75787  2029100 SH       SOLE                2029100        0        0
METRO BANCORP INC              COM              59161R101      691    59100 SH       SOLE                  59100        0        0
METROPCS COMMUNICATIONS INC    COM              591708102     2605   288800 SH       SOLE                 288800        0        0
METROPOLITAN HLTH NTWRKS INC   COM              592142103        0        0 SH       SOLE                      0        0        0
METTLER-TOLEDO INTERNATIONAL   COM              592688105    57162   309400 SH       SOLE                 309400        0        0
MFA FINANCIAL INC.             COM              55272X102     1683   225300 SH       SOLE                 225300        0        0
MGP INGREDIENTS INC            COM              55303J106        0        0 SH       SOLE                      0        0        0
MICHAEL KORS HOLDINGS LTD      COM              G60754101     3504    75200 SH       SOLE                  75200        0        0
MICREL INCORPORATED            COM              594793101      994    96900 SH       SOLE                  96900        0        0
MICROS SYSTEMS INC.            COM              594901100    27203   492000 SH       SOLE                 492000        0        0
MICROSEMI CORP                 COM              595137100      401    18700 SH       SOLE                  18700        0        0
MICROSOFT CORP.                COM              594918104   393137 12190300 SH       SOLE               12190300        0        0
MICROSTRATEGY INC-CL A         COM              594972408     1470    10500 SH       SOLE                  10500        0        0
MID-AMERICAN APARTMENT         REIT             59522J103     5999    89500 SH       SOLE                  89500        0        0
MIDDLEBY CORP                  COM              596278101    10280   101600 SH       SOLE                 101600        0        0
MILLER (HERMAN) INC            COM              600544100       48     2100 SH       SOLE                   2100        0        0
MILLER INDUSTRIES INC          COM              600551204      563    33300 SH       SOLE                  33300        0        0
MINDRAY MED INTL LTD ADR       COM              602675100     3297   100000 SH       SOLE                 100000        0        0
MINDSPEED TECHNOLOGIES INC     COM              602682205       20     3200 SH       SOLE                   3200        0        0
MINERALS TECHNOLOGIES INC      COM              603158106     1537    23500 SH       SOLE                  23500        0        0
MISSION WEST PPTYS I           REIT             605203108      110    11200 SH       SOLE                  11200        0        0
MITCHAM INDUSTRIES INC         COM              606501104      934    41600 SH       SOLE                  41600        0        0
MKS INSTRUMENTS INC            COM              55306N104     1742    59000 SH       SOLE                  59000        0        0
MOBILE TELESYSTEMS ADR         COM              607409109     7336   400000 SH       SOLE                 400000        0        0
MODUSLINK GLOBAL SOLUTIONS INC COM              60786L107      909   168300 SH       SOLE                 168300        0        0
MOLEX INC                      COM              608554101    18250   649000 SH       SOLE                 649000        0        0
MOLINA HEALTHCARE INC          COM              60855R100     1372    40800 SH       SOLE                  40800        0        0
MOMENTA PHARMACEUTICALS INC    COM              60877T100     6648   433933 SH       SOLE                 433933        0        0
MONEYGRAM INTERNATIONAL INC.   COM              60935Y208      120     6650 SH       SOLE                   6650        0        0
MONMOUTH REIT  -CL A           REIT             609720107      242    24800 SH       SOLE                  24800        0        0
MONOLITHIC POWER SYSTEMS INC   COM              609839105      222    11300 SH       SOLE                  11300        0        0
MONOTYPE IMAGING HOLDINGS INC  COM              61022P100      539    36200 SH       SOLE                  36200        0        0
MONRO MUFFLER BRAKE            COM              610236101      141     3400 SH       SOLE                   3400        0        0
MONSANTO COMPANY               COM              61166W101    64350   806800 SH       SOLE                 806800        0        0
MONSTER BEVERAGE CORP          COM              611740101    24215   389998 SH       SOLE                 389998        0        0
MONSTER WORLDWIDE INC          COM              611742107    19012  1950000 SH       SOLE                1950000        0        0
MOOG INC. CL A                 COM              615394202      476    11100 SH       SOLE                  11100        0        0
MORGAN STANLEY                 COM              617446448    28286  1440200 SH       SOLE                1440200        0        0
MORGAN STANLEY INDIA INVEST    ICOM             61745C105      662    40000 SH       SOLE                  40000        0        0
MOSAIC COMPANY                 COM              61945C103    11644   210600 SH       SOLE                 210600        0        0
MOTORCAR PARTS OF AMERICA INC  COM              620071100      146    15200 SH       SOLE                  15200        0        0
MOTOROLA INC                   COM              620076307    19442   382500 SH       SOLE                 382500        0        0
MOTRICITY INC                  COM              620107102       30    26884 SH       SOLE                  26884        0        0
MOVADO GROUP INC               COM              624580106     1134    46200 SH       SOLE                  46200        0        0
MOVE, INC                      COM              62458M207      817    84100 SH       SOLE                  84100        0        0
MPG OFFICE TRUST INC           REIT             553274101       73    31200 SH       SOLE                  31200        0        0
MSC INDUSTRIAL DIRECT CO-A     COM              553530106    35810   430000 SH       SOLE                 430000        0        0
MTS SYS CORP                   COM              553777103     1306    24600 SH       SOLE                  24600        0        0
MUELLER INDUSTRIES INC.        COM              624756102      314     6900 SH       SOLE                   6900        0        0
MULTI-FINELINE ELECTRONIX INC  COM              62541B101      928    33800 SH       SOLE                  33800        0        0
MULTIMEDIA GAMES, INC.         COM              625453105      966    88100 SH       SOLE                  88100        0        0
MURPHY OIL CORP                COM              626717102     8795   156300 SH       SOLE                 156300        0        0
MVC CAPITAL INC                COM              553829102      198    15100 SH       SOLE                  15100        0        0
MYERS INDUSTRIES INC.          COM              628464109     1075    72900 SH       SOLE                  72900        0        0
MYLAN INC                      COM              628530107    72976  3112000 SH       SOLE                3112000        0        0
MYR GROUP INC                  COM              55405W104      398    22300 SH       SOLE                  22300        0        0
NABI BIOPHARMACEUTIC           COM              629519109      279   149900 SH       SOLE                 149900        0        0
NACCO INDUSTRIES -CL A         COM              629579103     1210    10400 SH       SOLE                  10400        0        0
NANOMETRICS INC                COM              630077105      924    49900 SH       SOLE                  49900        0        0
NASH FINCH CO.                 COM              631158102      995    35000 SH       SOLE                  35000        0        0
NATIONAL BANKSHARES INC/VA     COM              634865109        9      300 SH       SOLE                    300        0        0
NATIONAL BEVERAGE CO           COM              635017106      396    24700 SH       SOLE                  24700        0        0
NATIONAL HEALTH INVESTORS INC  REIT             63633D104     2613    53557 SH       SOLE                  53557        0        0
NATIONAL HEALTHCARE            COM              635906100      898    19700 SH       SOLE                  19700        0        0
NATIONAL INSTRUMENTS CORP.     COM              636518102     2416    84700 SH       SOLE                  84700        0        0
NATIONAL INTERSTATE CORP       COM              63654U100      506    19800 SH       SOLE                  19800        0        0
NATIONAL OILWELL VARCO INC     COM              637071101   126798  1595550 SH       SOLE                1595550        0        0
NATIONAL RESEARCH CORP         COM              637372103        9      200 SH       SOLE                    200        0        0
NATIONAL RETAIL PROPERTIES     REIT             637417106     1797    66100 SH       SOLE                  66100        0        0
NATURAL GAS SERVICES GROUP     COM              63886Q109      767    58100 SH       SOLE                  58100        0        0
NATURES SUNSHINE PRODS INC.    COM              639027101      870    54300 SH       SOLE                  54300        0        0
NAVIGANT CONSULTING            COM              63935N107      680    48900 SH       SOLE                  48900        0        0
NAVISTAR INTL. CORP.           COM              63934E108    16605   410500 SH       SOLE                 410500        0        0
NBT BANCORP INC                COM              628778102      817    37000 SH       SOLE                  37000        0        0
NCI BUILDING SYS INC           COM              628852204      902    78400 SH       SOLE                  78400        0        0
NCI INC-CLASS A                COM              62886K104      150    23400 SH       SOLE                  23400        0        0
NEENAH PAPER INC               COM              640079109     1068    35900 SH       SOLE                  35900        0        0
NEOGEN CORP                    COM              640491106     2344    60000 SH       SOLE                  60000        0        0
NETAPP INC.                    COM              64110D104    20131   449655 SH       SOLE                 449655        0        0
NETGEAR INC                    COM              64111Q104      115     3000 SH       SOLE                   3000        0        0
NETSCOUT SYS INC               COM              64115T104      919    45200 SH       SOLE                  45200        0        0
NETSPEND HOLDINGS INC          COM              64118V106      224    28900 SH       SOLE                  28900        0        0
NETSUITE INC                   COM              64118Q107     1685    33500 SH       SOLE                  33500        0        0
NEUROCRINE BIOSCIENCES INC     COM              64125C109     1082   135700 SH       SOLE                 135700        0        0
NEUTRAL TANDEM INC             COM              64128B108     1568   128591 SH       SOLE                 128591        0        0
NEW YORK & CO                  COM              649295102      316    84600 SH       SOLE                  84600        0        0
NEW YORK TIMES CO. CL A        COM              650111107     1370   201700 SH       SOLE                 201700        0        0
NEWCASTLE INVESTMENT CORP      REIT             65105M108      418    66600 SH       SOLE                  66600        0        0
NEWELL RUBBERMAID INC.         COM              651229106    25361  1424000 SH       SOLE                1424000        0        0
NEWLINK GENETICS CORP          COM              651511107       41     4500 SH       SOLE                   4500        0        0
NEWMARKET CORP                 COM              651587107      281     1500 SH       SOLE                   1500        0        0
NEWMONT MNG. CORP. HLDG CO     COM              651639106    65441  1276400 SH       SOLE                1276400        0        0
NEWPARK RESOURCES INC.         COM              651718504        0        0 SH       SOLE                      0        0        0
NEWPORT CORP                   COM              651824104        0        0 SH       SOLE                      0        0        0
NEWS CORP INC-CL A             COM              65248E104    32540  1652600 SH       SOLE                1652600        0        0
NEXSTAR BROADCASTING GROUP INC COM              65336K103      194    23400 SH       SOLE                  23400        0        0
NEXTERA ENERGY INC             COM              65339F101    19698   322500 SH       SOLE                 322500        0        0
NGP CAPITAL RESOURCES CO       COM              62912R107       89    13600 SH       SOLE                  13600        0        0
NICE SYSTEMS LTD - SPONS ADR   COM              653656108      903    22975 SH       SOLE                  22975        0        0
NII HOLDINGS INC               COM              62913F201    28487  1555800 SH       SOLE                1555800        0        0
NIKE INC. -CL B                COM              654106103    65378   602900 SH       SOLE                 602900        0        0
NJ RESOURCES CORP. COMMON      COM              646025106      388     8700 SH       SOLE                   8700        0        0
NOBLE ENERGY INC               COM              655044105    34164   349400 SH       SOLE                 349400        0        0
NOKIA CORP - ADR               COM              654902204     4075   742181 SH       SOLE                 742181        0        0
NORANDA ALUMINIUM HOLDING CORP COM              65542W107      917    92000 SH       SOLE                  92000        0        0
NORDIC AMER TANKER SHIPPING    COM              G65773106        0        0 SH       SOLE                      0        0        0
NORDSON CORP                   COM              655663102      365     6700 SH       SOLE                   6700        0        0
NORDSTROM INC                  COM              655664100    12253   219900 SH       SOLE                 219900        0        0
NORFOLK SOUTHERN CORP.         COM              655844108    19788   300600 SH       SOLE                 300600        0        0
NORTHERN OIL AND GAS INC       COM              665531109     1607    77500 SH       SOLE                  77500        0        0
NORTHROP GRUMMAN CORP.         COM              666807102    27034   442600 SH       SOLE                 442600        0        0
NORTHSTAR REALTY FINANCE CORP  REIT             66704R100      388    71700 SH       SOLE                  71700        0        0
NORTHWEST BANCSHARES INC       COM              667340103     1401   110300 SH       SOLE                 110300        0        0
NORTHWEST NATURAL GAS CO.      COM              667655104        0        0 SH       SOLE                      0        0        0
NORTHWESTERN CORP              COM              668074305     1188    33500 SH       SOLE                  33500        0        0
NOVELLUS SYSTEMS INC.          COM              670008101      504    10100 SH       SOLE                  10100        0        0
NOVO-NORDISK A/S-SPONS ADR     COM              670100205    11819    85207 SH       SOLE                  85207        0        0
NRG ENERGY INC.                COM              629377508    12406   791700 SH       SOLE                 791700        0        0
NU SKIN ENTERPRISES            COM              67018T105     2751    47500 SH       SOLE                  47500        0        0
NUANCE COMMUNICATIONS          COM              67020Y100     2353    92000 SH       SOLE                  92000        0        0
NUTRACEUTICAL INTERNATIONAL CO COM              67060Y101      565    38800 SH       SOLE                  38800        0        0
NVE CORP                       COM              629445206      700    13200 SH       SOLE                  13200        0        0
NVIDIA CORP                    COM              67066G104    10311   670000 SH       SOLE                 670000        0        0
NYMOX PHARMACEUTICAL CORP      COM              67076P102      831   103400 SH       SOLE                 103400        0        0
NYSE EURONEXT                  COM              629491101    33341  1111000 SH       SOLE                1111000        0        0
O'REILLY AUTOMOTIVE INC.       COM              67103H107     5499    60200 SH       SOLE                  60200        0        0
OASIS PETROLEUM INC            COM              674215108      355    11500 SH       SOLE                  11500        0        0
OBAGI MEDICAL PRODUCTS INC     COM              67423R108      927    69200 SH       SOLE                  69200        0        0
OCCIDENTAL PETROLEUM CORP.     COM              674599105    97506  1023900 SH       SOLE                1023900        0        0
OCEANEERING INT'L. INC.        COM              675232102    66285  1230000 SH       SOLE                1230000        0        0
OCH-ZIFF CAPITAL MANAGEMENT    COM              67551U105    10858  1170000 SH       SOLE                1170000        0        0
OCWEN FINANCIAL CORP           COM              675746309      170    10900 SH       SOLE                  10900        0        0
OCZ TECHNOLOGY GROUP ONC       COM              67086E303        0        0 SH       SOLE                      0        0        0
OFFICE DEPOT INC               COM              676220106     1238   358900 SH       SOLE                 358900        0        0
OIL DRI CORP AMERICA           COM              677864100      302    14200 SH       SOLE                  14200        0        0
OLD DOMINION FREIGHT LINE      COM              679580100      648    13600 SH       SOLE                  13600        0        0
OLD NATL BANCORP IND           COM              680033107        1      100 SH       SOLE                    100        0        0
OLIN CORP                      COM              680665205      646    29700 SH       SOLE                  29700        0        0
OLYMPIC STEEL INC              COM              68162K106       70     2900 SH       SOLE                   2900        0        0
OM GROUP, INC.                 COM              670872100        0        0 SH       SOLE                      0        0        0
OMEGA FLEX INC                 COM              682095104       64     5000 SH       SOLE                   5000        0        0
OMEGA HEALTHCARE INV           REIT             681936100     1367    64300 SH       SOLE                  64300        0        0
OMEGA PROTEIN CORP             COM              68210P107       91    11900 SH       SOLE                  11900        0        0
OMNICELL INC                   COM              68213N109     1091    71700 SH       SOLE                  71700        0        0
OMNIVISION TECHNOLOGIES INC    COM              682128103    14500   725000 SH       SOLE                 725000        0        0
OMNOVA SOLUTIONS INC           COM              682129101      159    23500 SH       SOLE                  23500        0        0
ON SEMICONDUCTOR COR           COM              682189105    10316  1145000 SH       SOLE                1145000        0        0
ONE LIBERTY PROPERTIES INC     COM              682406103      128     7000 SH       SOLE                   7000        0        0
ONEBEACON INSURANCE GROUP LT   COM              G67742109      667    43300 SH       SOLE                  43300        0        0
ONEOK INC.                     COM              682680103     7137    87400 SH       SOLE                  87400        0        0
ONYX PHARMACEUTICALS           COM              683399109      754    20000 SH       SOLE                  20000        0        0
OPENWAVE SYS INC               COM              683718308        7     3100 SH       SOLE                   3100        0        0
OPKO HEALTH INC                COM              68375N103      298    63000 SH       SOLE                  63000        0        0
OPNET TECHNOLOGIES INC.        COM              683757108      786    27100 SH       SOLE                  27100        0        0
ORACLE SYS. CORP.              COM              68389X105   182463  6257300 SH       SOLE                6257300        0        0
ORASURE TECHNOLOGIES           COM              68554V108      323    28100 SH       SOLE                  28100        0        0
ORBCOMM INC                    COM              68555P100      133    34600 SH       SOLE                  34600        0        0
ORBITZ WORLDWIDE INC           COM              68557K109      516   169100 SH       SOLE                 169100        0        0
ORIENTAL FINL GROUP            COM              68618W100     1087    89800 SH       SOLE                  89800        0        0
ORRSTOWN FINL SERVICES INC     COM              687380105       60     6800 SH       SOLE                   6800        0        0
ORTHOFIX INTERNATIONAL N.V.    COM              N6748L102     1199    31900 SH       SOLE                  31900        0        0
OSHKOSH CORPORATION            COM              688239201      306    13200 SH       SOLE                  13200        0        0
OSI SYSTEMS INC                COM              671044105     1514    24700 SH       SOLE                  24700        0        0
OWENS & MINOR INC.             COM              690732102     2013    66200 SH       SOLE                  66200        0        0
OWENS-ILLINOIS INC             COM              690768403    19372   830000 SH       SOLE                 830000        0        0
OXFORD INDUSTRIES INC.         COM              691497309     1230    24200 SH       SOLE                  24200        0        0
OYO GEOSPACE CORP              COM              671074102      790     7500 SH       SOLE                   7500        0        0
PACCAR INC                     COM              693718108    15576   332600 SH       SOLE                 332600        0        0
PACER INTERNATIONAL INC        COM              69373H106      947   149800 SH       SOLE                 149800        0        0
PACIFIC CAPITAL BANCORP        COM              69404P200        0        0 SH       SOLE                      0        0        0
PACIFIC GAS & ELEC. CO.        COM              69331C108    13982   322100 SH       SOLE                 322100        0        0
PACIFIC SUNWEAR OF CALIFORNIA  COM              694873100      415   235900 SH       SOLE                 235900        0        0
PALL CORPORATION               COM              696429307      596    10000 SH       SOLE                  10000        0        0
PANDORA MEDIA INC              COM              698354107       25     2400 SH       SOLE                   2400        0        0
PANHANDLE OIL AND GAS INC      COM              698477106      489    16600 SH       SOLE                  16600        0        0
PANTRY INC/THE                 COM              698657103      154    11800 SH       SOLE                  11800        0        0
PAR PHARMACEUTICAL COS INC     COM              69888P106     1673    43200 SH       SOLE                  43200        0        0
PARAMETRIC TECHNOLOGY CORP     COM              699173209     1333    47700 SH       SOLE                  47700        0        0
PAREXEL INT'L CORP.            COM              699462107      254     9400 SH       SOLE                   9400        0        0
PARK STERLING CORP             COM              70086Y105        0        0 SH       SOLE                      0        0        0
PARK-OHIO HOLDINGS CORP        COM              700666100      630    31400 SH       SOLE                  31400        0        0
PARKER DRILLING CO             COM              701081101     1208   202300 SH       SOLE                 202300        0        0
PARKER-HANNIFIN CORP.          COM              701094104    14796   175000 SH       SOLE                 175000        0        0
PARKWAY PROPERTYS INC          REIT             70159Q104      448    42786 SH       SOLE                  42786        0        0
PATRIOT COAL CORP              COM              70336T104      453    72600 SH       SOLE                  72600        0        0
PAYCHEX INC                    COM              704326107    13447   433900 SH       SOLE                 433900        0        0
PC CONNECTION INC              COM              69318J100      725    88200 SH       SOLE                  88200        0        0
PDF SOLUTIONS INC              COM              693282105      611    72500 SH       SOLE                  72500        0        0
PDL BIOPHARMA INC.             COM              69329Y104     1342   211300 SH       SOLE                 211300        0        0
PEBBLEBROOK HOTEL TRUST        COM              70509V100     1407    62300 SH       SOLE                  62300        0        0
PEGASYSTEMS INC                COM              705573103      996    26100 SH       SOLE                  26100        0        0
PENNANTPARK INVESTMENT CORP    COM              708062104        0        0 SH       SOLE                      0        0        0
PENNSYLVANIA RI                REIT             709102107     1726   113024 SH       SOLE                 113024        0        0
PENNYMAC MORTGAGE INVESTMENT T REIT             70931T103      355    19000 SH       SOLE                  19000        0        0
PENSKE AUTOMOTIVE GROUP        COM              70959W103     1465    59500 SH       SOLE                  59500        0        0
PEOPLES BANCORP INC            COM              709789101      642    36600 SH       SOLE                  36600        0        0
PEP BOYS MM & J                COM              713278109     1282    85900 SH       SOLE                  85900        0        0
PEPSICO INC.                   COM              713448108   194751  2935200 SH       SOLE                2935200        0        0
PETROCHINA CO LTD -ADR         ICOM             71646E100     4216    30000 SH       SOLE                  30000        0        0
PETROLEO BRASILEIRO ADR        COM              71654V408     4744   178600 SH       SOLE                 178600        0        0
PETROLEO BRASILEIRO S.A.-ADR   COM              71654V101    15902   622160 SH       SOLE                 622160        0        0
PETROQUEST ENERGY INC          COM              716748108      873   142200 SH       SOLE                 142200        0        0
PFIZER INC.                    COM              717081103   186011  8208800 SH       SOLE                8208800        0        0
PH GLATFELTER CO               COM              377316104     1204    76300 SH       SOLE                  76300        0        0
PHARMACYCLICS INC              COM              716933106       47     1700 SH       SOLE                   1700        0        0
PHARMERICA CORP                COM              71714F104     1019    82000 SH       SOLE                  82000        0        0
PHH CORP                       COM              693320202     1321    85400 SH       SOLE                  85400        0        0
PHILIP MORRIS INTERNATIONAL    COM              718172109   349531  3944600 SH       SOLE                3944600        0        0
PHOENIX COMPANIES INC.         COM              71902E109      181    73900 SH       SOLE                  73900        0        0
PHOTRONICS INC.                COM              719405102      976   146700 SH       SOLE                 146700        0        0
PIEDMONT NATURAL GAS CO INC NO COM              720186105      628    20200 SH       SOLE                  20200        0        0
PIEDMONT OFFICE REALTY TRUST I REIT             720190206     7568   426380 SH       SOLE                 426380        0        0
PIER 1 IMPORTS INC/DEL         COM              720279108     1905   104800 SH       SOLE                 104800        0        0
PIKE ELECTRIC CORP             COM              721283109       37     4500 SH       SOLE                   4500        0        0
PINNACLE FINANCIAL PARTNERS IN COM              72346Q104      349    19000 SH       SOLE                  19000        0        0
PINNACLE WEST CAPITAL CORP     COM              723484101    18633   389000 SH       SOLE                 389000        0        0
PIONEER DRILLING COMPANY       COM              723655106        0        0 SH       SOLE                      0        0        0
PIONEER NATURAL RESOURCES CO.  COM              723787107     1339    12000 SH       SOLE                  12000        0        0
PITNEY-BOWES, INC.             COM              724479100    11362   646300 SH       SOLE                 646300        0        0
PLAINS EXPLORATION & PR        COM              726505100       90     2100 SH       SOLE                   2100        0        0
PLANTRONICS INC.               COM              727493108     1900    47200 SH       SOLE                  47200        0        0
PLATINUM UNDERWRITERS HOLDINGS COM              G7127P100       44     1200 SH       SOLE                   1200        0        0
PLEXUS CORP                    COM              729132100       17      500 SH       SOLE                    500        0        0
PLUM CREEK TIMBER CO INC       COM              729251108      981    23600 SH       SOLE                  23600        0        0
PNC FINANCIAL SERVICES GROUP   COM              693475105    40887   634000 SH       SOLE                 634000        0        0
PNM RESOURCES INC              COM              69349H107     1691    92400 SH       SOLE                  92400        0        0
POLARIS INDUSTRIES INC.        COM              731068102      678     9400 SH       SOLE                   9400        0        0
POLYONE CORPORATION            COM              73179P106     1525   105900 SH       SOLE                 105900        0        0
POLYPORE INTL INC              COM              73179V103      870    24750 SH       SOLE                  24750        0        0
POOL CORP.                     COM              73278L105      355     9500 SH       SOLE                   9500        0        0
PORTFOLIO RECOVERY ASSOCIATES  COM              73640Q105        0        0 SH       SOLE                      0        0        0
PORTLAND GEN ELEC CO           COM              736508847     1918    76800 SH       SOLE                  76800        0        0
POSCO-ADR                      COM              693483109     3599    43000 SH       SOLE                  43000        0        0
POST HOLDINGS INC              COM              737446104      132     4000 SH       SOLE                   4000        0        0
POST PROPERTIES,INC.           REIT             737464107     6347   135442 SH       SOLE                 135442        0        0
POTLATCH CORP.                 COM              737630103      796    25400 SH       SOLE                  25400        0        0
POWELL INDS INC                COM              739128106        0        0 SH       SOLE                      0        0        0
POWER ONE INC.                 COM              73930R102      475   104500 SH       SOLE                 104500        0        0
POWERWAVE TECHNOLOGIES         COM              739363307       41    20000 SH       SOLE                  20000        0        0
PPG INDUSTRIES INC.            COM              693506107     8574    89500 SH       SOLE                  89500        0        0
PPL CORPORATION                COM              69351T106    55757  1973000 SH       SOLE                1973000        0        0
PRAXAIR INC.                   COM              74005P104    83332   726900 SH       SOLE                 726900        0        0
PRECISION CASTPARTS CORP       COM              740189105    82076   474700 SH       SOLE                 474700        0        0
PREFORMED LINE PRODUCTS CO     COM              740444104      144     2200 SH       SOLE                   2200        0        0
PREMIERE GLOBAL SERVICES INC   COM              740585104     1074   118800 SH       SOLE                 118800        0        0
PRICELINE.COM INC              COM              741503403   107123   149300 SH       SOLE                 149300        0        0
PRICESMART INC                 COM              741511109       36      500 SH       SOLE                    500        0        0
PRIMERICA INC                  COM              74164M108     1240    49200 SH       SOLE                  49200        0        0
PRIMORIS SERVICES CORP         COM              74164F103        0        0 SH       SOLE                      0        0        0
PRINCIPAL FINANCIAL GROUP      COM              74251V102    18636   631500 SH       SOLE                 631500        0        0
PRIVATEBANCORP INC             COM              742962103     1349    88900 SH       SOLE                  88900        0        0
PROASSURANCE CORP              COM              74267C106     9075   103000 SH       SOLE                 103000        0        0
PROCTER & GAMBLE CO            COM              742718109   248072  3691004 SH       SOLE                3691004        0        0
PROGENICS PHARMACEUTICAL       COM              743187106      667    67400 SH       SOLE                  67400        0        0
PROGRESS SOFTWARE              COM              743312100     1717    72700 SH       SOLE                  72700        0        0
PROLOGIS INC                   REIT             74340W103    41127  1141787 SH       SOLE                1141787        0        0
PROS HOLDINGS INC              COM              74346Y103      795    42500 SH       SOLE                  42500        0        0
PROSHARES ULTRASHORT S^P 500   COM              74347R883    45270  3000000 SH       SOLE                3000000        0        0
PROSPECT CAPITAL CORP          COM              74348T102       58     5300 SH       SOLE                   5300        0        0
PROSPERITY BANCSHARE           COM              743606105      586    12800 SH       SOLE                  12800        0        0
PROTECTIVE LIFE CORP           COM              743674103     3877   130900 SH       SOLE                 130900        0        0
PROTO LABS INC                 COM              743713109      106     3100 SH       SOLE                   3100        0        0
PROVIDENCE SERVICE CORP        COM              743815102      909    58600 SH       SOLE                  58600        0        0
PROVIDENT FINANCIAL SERVICES   COM              74386T105     1324    91100 SH       SOLE                  91100        0        0
PRUDENTIAL FINANCIAL INC       COM              744320102    56607   893000 SH       SOLE                 893000        0        0
PS BUSINESS PARKS INC/CA       REIT             69360J107     3209    48956 SH       SOLE                  48956        0        0
PSS WORLD MEDICAL INC.         COM              69366A100       51     2000 SH       SOLE                   2000        0        0
PUBLIC STORAGE INC             REIT             74460D109    61316   443775 SH       SOLE                 443775        0        0
PUBLIC SVC ENTERPRISES         COM              744573106    11837   386700 SH       SOLE                 386700        0        0
PVH CORP                       COM              693656100    35285   395000 SH       SOLE                 395000        0        0
PZENA INVESTMENT MANAGM-CL A   COM              74731Q103      357    61000 SH       SOLE                  61000        0        0
QAD INC-A                      COM              74727D306      327    24945 SH       SOLE                  24945        0        0
QLIK TECHNOLOGIES INC          COM              74733T105    12112   378500 SH       SOLE                 378500        0        0
QLOGIC CORPORATION             COM              747277101       25     1400 SH       SOLE                   1400        0        0
QUAD GRAPHICS INC              COM              747301109      985    70873 SH       SOLE                  70873        0        0
QUAKER CHEM CORP               COM              747316107        8      200 SH       SOLE                    200        0        0
QUALCOMM INC                   COM              747525103   178770  2628200 SH       SOLE                2628200        0        0
QUALITY DISTRIBUTION INC       COM              74756M102        0        0 SH       SOLE                      0        0        0
QUALITY SYSTEMS INC            COM              747582104     4662   106600 SH       SOLE                 106600        0        0
QUANTA SERVICES INC.           COM              74762E102    31872  1525000 SH       SOLE                1525000        0        0
QUEST DIAGNOSTICS INC          COM              74834L100    18235   298200 SH       SOLE                 298200        0        0
QUEST SOFTWARE INC             COM              74834T103     1596    68600 SH       SOLE                  68600        0        0
QUESTCOR PHARMACEUTICALS       COM              74835Y101     2024    53800 SH       SOLE                  53800        0        0
QUIDEL CORP                    COM              74838J101      132     7200 SH       SOLE                   7200        0        0
RACKSPACE HOSTING INC          COM              750086100    32940   570000 SH       SOLE                 570000        0        0
RADIOSHACK CORP                COM              750438103    11748  1888700 SH       SOLE                1888700        0        0
RADNET INC                     COM              750491102       92    29000 SH       SOLE                  29000        0        0
RAILAMERICA INC                COM              750753402     3219   150000 SH       SOLE                 150000        0        0
RAIT FINANCIAL TRUST           REIT             749227609      157    31600 SH       SOLE                  31600        0        0
RALPH LAUREN CORP              COM              751212101    41839   240000 SH       SOLE                 240000        0        0
RAMCO-GERSHENSON PPT           REIT             751452202      299    24500 SH       SOLE                  24500        0        0
RAPTOR PHARMACEUTICAL CORP     COM              75382F106      211    31200 SH       SOLE                  31200        0        0
RAYONIER INC.                  COM              754907103    50668  1149200 SH       SOLE                1149200        0        0
RAYTHEON COMPANY               COM              755111507    23566   446500 SH       SOLE                 446500        0        0
RBC BEARINGS INC               COM              75524B104       51     1100 SH       SOLE                   1100        0        0
REALNETWORKS INC               COM              75605L708      374    37600 SH       SOLE                  37600        0        0
REALTY INCOME CORP             REIT             756109104      747    19300 SH       SOLE                  19300        0        0
RED HAT INC                    COM              756577102    60489  1010000 SH       SOLE                1010000        0        0
RED ROBIN GOURMET BURGERS      COM              75689M101        0        0 SH       SOLE                      0        0        0
REDWOOD TR INC                 REIT             758075402      559    49900 SH       SOLE                  49900        0        0
REGAL ENTERTAINMENT GROUP      COM              758766109    27880  2050000 SH       SOLE                2050000        0        0
REGENCY CENTERS CORP           REIT             758849103    10693   240400 SH       SOLE                 240400        0        0
REGIONS FINANCIAL CORP.        COM              7591EP100       82    12500 SH       SOLE                  12500        0        0
REGIS CORP                     COM              758932107     1463    79400 SH       SOLE                  79400        0        0
REINSURANCE GROUP OF AMERICA   COM              759351604    51186   860700 SH       SOLE                 860700        0        0
RELIANCE STEEL & ALUMINUM      COM              759509102    19768   350000 SH       SOLE                 350000        0        0
RENAISSANCERE HOLDINGS LTD     COM              G7496G103    31352   414000 SH       SOLE                 414000        0        0
RENASANT CORP                  COM              75970E107     1027    63100 SH       SOLE                  63100        0        0
RENEWABLE ENERGY GROUP INC     COM              75972A301       48     4600 SH       SOLE                   4600        0        0
RENT-A-CENTER INC              COM              76009N100     2182    57800 SH       SOLE                  57800        0        0
RENTRAK CORP                   COM              760174102      120     5300 SH       SOLE                   5300        0        0
REPUBLIC AIRWAYS HOLDINGS INC  COM              760276105      437    88500 SH       SOLE                  88500        0        0
REPUBLIC BANCORP KY            COM              760281204      916    38300 SH       SOLE                  38300        0        0
REPUBLIC SERVICES INC          COM              760759100    40492  1325000 SH       SOLE                1325000        0        0
RESOURCE CAPITAL CORP          COM              76120W302      284    52600 SH       SOLE                  52600        0        0
RESPONSYS INC                  COM              761248103        0        0 SH       SOLE                      0        0        0
RETAIL OPPORTUNITY INVESTMENTS COM              76131N101      378    31400 SH       SOLE                  31400        0        0
REVLON INC - CL A              COM              761525609      688    39900 SH       SOLE                  39900        0        0
REX AMERICAN RESOURCES CORP    COM              761624105      890    29000 SH       SOLE                  29000        0        0
REX ENERGY CORP                COM              761565100        0        0 SH       SOLE                      0        0        0
REYNOLDS AMERICAN INC          COM              761713106    17450   421100 SH       SOLE                 421100        0        0
RF MICRO-DEVICES               COM              749941100       84    16800 SH       SOLE                  16800        0        0
RICHARDSON ELECTRS L           COM              763165107      321    26800 SH       SOLE                  26800        0        0
RIGNET INC                     COM              766582100       44     2500 SH       SOLE                   2500        0        0
RITE AID CORP.                 COM              767754104      652   374600 SH       SOLE                 374600        0        0
RLI CORP                       COM              749607107     1598    22300 SH       SOLE                  22300        0        0
RLJ LODGING TRUST              REIT             74965L101     2254   121006 SH       SOLE                 121006        0        0
ROBBINS & MYERS INC.           COM              770196103     2129    40900 SH       SOLE                  40900        0        0
ROCKWELL COLLINS               COM              774341101    23024   400000 SH       SOLE                 400000        0        0
ROLLINS INC                    COM              775711104     1068    50200 SH       SOLE                  50200        0        0
ROPER INDUSTRIES INC           COM              776696106    85773   865000 SH       SOLE                 865000        0        0
ROSETTA RESOURCES INC          COM              777779307     2375    48700 SH       SOLE                  48700        0        0
ROSETTA STONE INC              COM              777780107      264    25600 SH       SOLE                  25600        0        0
ROSS STORES INC                COM              778296103    85988  1480000 SH       SOLE                1480000        0        0
ROUNDYS INC                    COM              779268101      129    12100 SH       SOLE                  12100        0        0
ROUSE PROPERTIES INC           REIT             779287101       42     3076 SH       SOLE                   3076        0        0
ROVI CORP                      COM              779376102    19530   600000 SH       SOLE                 600000        0        0
ROYAL GOLD INC                 COM              780287108      183     2800 SH       SOLE                   2800        0        0
RPM INTERNATIONAL INC.         COM              749685103     7519   287100 SH       SOLE                 287100        0        0
RPX CORP                       COM              74972G103        0        0 SH       SOLE                      0        0        0
RSC HOLDINGS INC               COM              74972L102      176     7800 SH       SOLE                   7800        0        0
RTI BIOLOGICS INC              COM              74975N105      919   248500 SH       SOLE                 248500        0        0
RYDER SYS. INC.                COM              783549108    14942   283000 SH       SOLE                 283000        0        0
S & T BANCORP INC              COM              783859101     1145    52800 SH       SOLE                  52800        0        0
SABA SOFTWARE INC              COM              784932600      790    80500 SH       SOLE                  80500        0        0
SABRA HEALTHCARE REIT INC      COM              78573L106      383    23300 SH       SOLE                  23300        0        0
SAFETY INSURANCE GROUP INC     COM              78648T100      275     6600 SH       SOLE                   6600        0        0
SAFEWAY INC                    COM              786514208    26273  1300000 SH       SOLE                1300000        0        0
SAIA INC                       COM              78709Y105      946    55600 SH       SOLE                  55600        0        0
SAKS INCORPORATED              COM              79377W108       99     8500 SH       SOLE                   8500        0        0
SALESFORCE.COM INC             COM              79466L302    38983   252300 SH       SOLE                 252300        0        0
SALIX PHARMACEUTICAL           COM              795435106     1166    22200 SH       SOLE                  22200        0        0
SANCHEZ ENERGY CORP            COM              79970Y105      141     6300 SH       SOLE                   6300        0        0
SANDERSON FARMS INC            COM              800013104        0        0 SH       SOLE                      0        0        0
SANDISK CORP                   COM              80004C101    51078  1030000 SH       SOLE                1030000        0        0
SANDY SPRING BANCORP INC       COM              800363103       47     2600 SH       SOLE                   2600        0        0
SANMINA-SCI CORP               COM              800907206     1374   120000 SH       SOLE                 120000        0        0
SAP AG-ADR                     COM              803054204     4851    69474 SH       SOLE                  69474        0        0
SAPIENT CORP                   COM              803062108       88     7100 SH       SOLE                   7100        0        0
SARA LEE CORP.                 COM              803111103    23080  1072000 SH       SOLE                1072000        0        0
SAUER-DANFOSS INC              COM              804137107        0        0 SH       SOLE                      0        0        0
SAUL CENTERS INC               REIT             804395101      190     4700 SH       SOLE                   4700        0        0
SBA COMMUNICATIONS CORP        COM              78388J106    16767   330000 SH       SOLE                 330000        0        0
SCHAWK INC                     COM              806373106      602    48100 SH       SOLE                  48100        0        0
SCHIFF NUTRITION INTERNATION   COM              806693107      122     9900 SH       SOLE                   9900        0        0
SCHLUMBERGER                   COM              806857108   107566  1538200 SH       SOLE                1538200        0        0
SCHOLASTIC CORP                COM              807066105     1348    38200 SH       SOLE                  38200        0        0
SCHOOL SPECIALTY INC.          COM              807863105        4     1000 SH       SOLE                   1000        0        0
SCHULMAN (A.) INC.             COM              808194104     1032    38200 SH       SOLE                  38200        0        0
SCHWAB (CHARLES) CORP          COM              808513105    11503   800500 SH       SOLE                 800500        0        0
SCHWEITZER-MAIDUIT INTL INC    COM              808541106     1478    21400 SH       SOLE                  21400        0        0
SCICLONE PHARMACEUTICALS INC   COM              80862K104        0        0 SH       SOLE                      0        0        0
SCIQUEST INC                   COM              80908T101       76     5000 SH       SOLE                   5000        0        0
SCRIPPS CO. E.W. CL A          COM              811054402        0        0 SH       SOLE                      0        0        0
SCRIPPS NETWORKS INTERACTIVE-C COM              811065101    14071   289000 SH       SOLE                 289000        0        0
SEACHANGE INTERNATIONAL        COM              811699107        0        0 SH       SOLE                      0        0        0
SEACOAST BKG CORP FL           COM              811707306       81    46100 SH       SOLE                  46100        0        0
SEACOR SMIT INC.               COM              811904101     2088    21800 SH       SOLE                  21800        0        0
SEACUBE CONTAINER LEASING LTD  COM              G79978105      882    51300 SH       SOLE                  51300        0        0
SEALY CORP                     COM              812139301       63    31400 SH       SOLE                  31400        0        0
SEATTLE GENETICS INC           COM              812578102      481    23600 SH       SOLE                  23600        0        0
SELECT COMFORT CORP            COM              81616X103     1905    58800 SH       SOLE                  58800        0        0
SEMGROUP CORP-CLASS A          COM              81663A105     1527    52400 SH       SOLE                  52400        0        0
SEMTECH CORPORATION            COM              816850101     1543    54200 SH       SOLE                  54200        0        0
SENIOR HOUSING PROP TRUST      REIT             81721M109     7638   346400 SH       SOLE                 346400        0        0
SENSIENT TECHNOLOGIES          COM              81725T100      407    10700 SH       SOLE                  10700        0        0
SEQUENOM INC                   COM              817337405       39     9600 SH       SOLE                   9600        0        0
SHAW GROUP                     COM              820280105      498    15700 SH       SOLE                  15700        0        0
SHENANDOAH TELECOMMU           COM              82312B106      545    48900 SH       SOLE                  48900        0        0
SHILOH INDUSTRIES INC          COM              824543102      221    23200 SH       SOLE                  23200        0        0
SHINHAN FINANCIAL GRP-ADR      ICOM             824596100      285     3700 SH       SOLE                   3700        0        0
SHIRE PHARMACEUTICALS GROUP PL COM              82481R106     5017    52948 SH       SOLE                  52948        0        0
SHOE CARNIVAL INC              COM              824889109        0        0 SH       SOLE                      0        0        0
SHORETEL INC                   COM              825211105        0        0 SH       SOLE                      0        0        0
SHUFFLE MASTER INC             COM              825549108      609    34600 SH       SOLE                  34600        0        0
SIERRA BANCORP                 COM              82620P102      116    11800 SH       SOLE                  11800        0        0
SIGNATURE BANK                 COM              82669G104     1065    16900 SH       SOLE                  16900        0        0
SILGAN HOLDINGS INC            COM              827048109     6630   150000 SH       SOLE                 150000        0        0
SILICON IMAGE INC              COM              82705T102      116    19800 SH       SOLE                  19800        0        0
SILICONWARE PRECISION-ADR      COM              827084864     1691   280000 SH       SOLE                 280000        0        0
SIMMONS 1ST NATL COR           COM              828730200      225     8700 SH       SOLE                   8700        0        0
SIMON PROP GROUP INC.          REIT             828806109   130288   894347 SH       SOLE                 894347        0        0
SIMPSON MANUFACTURING CO       COM              829073105     1616    50100 SH       SOLE                  50100        0        0
SINCLAIR BROADCAST GROUP-A     COM              829226109      841    76000 SH       SOLE                  76000        0        0
SIRONA DENTAL SYSTEMS INC.     COM              82966C103    15977   310000 SH       SOLE                 310000        0        0
SIX FLAGS ENTERTAINMENT CORP   COM              83001A102      449     9600 SH       SOLE                   9600        0        0
SKILLED HEALTHCARE GROUP INC-C COM              83066R107      414    54000 SH       SOLE                  54000        0        0
SKYWEST INC                    COM              830879102     1130   102300 SH       SOLE                 102300        0        0
SL GREEN RE CORP               REIT             78440X101    16030   206701 SH       SOLE                 206701        0        0
SMITH (A.O.) CORP              COM              831865209     1861    41400 SH       SOLE                  41400        0        0
SMITH & WESSON HOLDING         COM              831756101      301    38900 SH       SOLE                  38900        0        0
SMITH MICRO SOFTWARE INC       COM              832154108       74    31600 SH       SOLE                  31600        0        0
SOHU.COM INC                   ICOM             83408W103     2207    40000 SH       SOLE                  40000        0        0
SOLAR SENIOR CAPITAL LTD       COM              83416M105       79     4900 SH       SOLE                   4900        0        0
SOLARWINDS INC                 COM              83416B109     2157    55800 SH       SOLE                  55800        0        0
SOLAZYME INC                   COM              83415T101        0        0 SH       SOLE                      0        0        0
SOLERA HOLDINGS INC            COM              83421A104     8302   180900 SH       SOLE                 180900        0        0
SONIC AUTOMOTIVE INC.          COM              83545G102     1225    68400 SH       SOLE                  68400        0        0
SOTHEBY'S                      COM              835898107      917    23300 SH       SOLE                  23300        0        0
SOURCEFIRE INC                 COM              83616T108     1641    34100 SH       SOLE                  34100        0        0
SOUTH JERSEY INDS IN           COM              838518108      175     3500 SH       SOLE                   3500        0        0
SOUTHERN CO                    COM              842587107    39489   878900 SH       SOLE                 878900        0        0
SOUTHERN COPPER CORP           COM              84265V105     8511   268394 SH       SOLE                 268394        0        0
SOUTHSIDE BANCSHARES INC       COM              84470P109      930    42100 SH       SOLE                  42100        0        0
SOUTHWEST AIRLINES             COM              844741108    17429  2115200 SH       SOLE                2115200        0        0
SOUTHWEST BANCORP IN           COM              844767103      410    44500 SH       SOLE                  44500        0        0
SOUTHWEST GAS CORP             COM              844895102     1966    46000 SH       SOLE                  46000        0        0
SOUTHWESTERN ENERGY COMPANY    COM              845467109     8137   265900 SH       SOLE                 265900        0        0
SOVRAN SELF STORAGE            REIT             84610H108     3774    75739 SH       SOLE                  75739        0        0
SPARTAN MOTORS INC             COM              846819100      872   164900 SH       SOLE                 164900        0        0
SPARTAN STORES INC             COM              846822104     1031    56900 SH       SOLE                  56900        0        0
SPARTECH CORP                  COM              847220209      668   136800 SH       SOLE                 136800        0        0
SPECTRANETICS CORP             COM              84760C107      990    95200 SH       SOLE                  95200        0        0
SPECTRUM PHARMACEUTICALS INC   COM              84763A108     1058    83800 SH       SOLE                  83800        0        0
SPIRIT AIRLINES INC            COM              848577102      624    31100 SH       SOLE                  31100        0        0
SPRINT NEXTEL CORP             COM              852061100    17470  6129900 SH       SOLE                6129900        0        0
SPS COMMERCE INC               COM              78463M107      806    30000 SH       SOLE                  30000        0        0
SPX CORP.                      COM              784635104     9435   121700 SH       SOLE                 121700        0        0
ST JUDE MED. INC.              COM              790849103    19554   441300 SH       SOLE                 441300        0        0
STAAR SURGICAL CO              COM              852312305      318    29400 SH       SOLE                  29400        0        0
STAG INDUSTRIAL INC            REIT             85254J102      140    10000 SH       SOLE                  10000        0        0
STAGE STORES INC               COM              85254C305     1083    66700 SH       SOLE                  66700        0        0
STAMPS COM INC                 COM              852857200      976    35000 SH       SOLE                  35000        0        0
STANDARD MICROSYSTEMS CORP     COM              853626109     1169    45200 SH       SOLE                  45200        0        0
STANDARD MOTOR PRODS           COM              853666105      988    55700 SH       SOLE                  55700        0        0
STANDEX INTERNATIONAL CORP     COM              854231107     1129    27400 SH       SOLE                  27400        0        0
STAPLES INC                    COM              855030102     6472   400000 SH       SOLE                 400000        0        0
STARBUCKS CORP.                COM              855244109    55493   992900 SH       SOLE                 992900        0        0
STARWOOD PROPERTY TRUST INC    COM              85571B105     1240    59000 SH       SOLE                  59000        0        0
STATE BANK FINANCIAL CORP      COM              856190103      382    21800 SH       SOLE                  21800        0        0
STATE STREET CORP              COM              857477103    30785   676600 SH       SOLE                 676600        0        0
STEEL DYNAMICS INC             COM              858119100    48418  3330000 SH       SOLE                3330000        0        0
STEELCASE INC                  COM              858155203     1210   126000 SH       SOLE                 126000        0        0
STEIN MART INC.                COM              858375108      289    43800 SH       SOLE                  43800        0        0
STELLARONE CORP                COM              85856G100      884    74500 SH       SOLE                  74500        0        0
STEPAN CO                      COM              858586100       88     1000 SH       SOLE                   1000        0        0
STERIS CORP                    COM              859152100      405    12800 SH       SOLE                  12800        0        0
STERLING CONSTRUCTION CO       COM              859241101       47     4800 SH       SOLE                   4800        0        0
STERLING FINL CORP W           COM              859319303        0        0 SH       SOLE                      0        0        0
STEWART INFO SVCS              COM              860372101       37     2600 SH       SOLE                   2600        0        0
STIFEL FINANCIAL CORP          COM              860630102      522    13800 SH       SOLE                  13800        0        0
STILLWATER MINING COMPANY      COM              86074Q102      137    10800 SH       SOLE                  10800        0        0
STMICROELECTRONICS NV-NY SHS   COM              861012102      759    92617 SH       SOLE                  92617        0        0
STONE ENERGY CORP              COM              861642106     1658    58000 SH       SOLE                  58000        0        0
STRATEGIC HOTELS & RESORTS INC REIT             86272T106     3531   536696 SH       SOLE                 536696        0        0
STRAYER EDUCATION INC          COM              863236105        0        0 SH       SOLE                      0        0        0
STREAM GLOBAL SERVICES INC     COM              86323M100       15     4500 SH       SOLE                   4500        0        0
STRYKER CORP.                  COM              863667101    75320  1357600 SH       SOLE                1357600        0        0
STURM RUGER & CO INC           COM              864159108     1247    25400 SH       SOLE                  25400        0        0
SUFFOLK BANCORP                COM              864739107      178    13700 SH       SOLE                  13700        0        0
SUMMIT HOTEL PROPERTIES INC    REIT             866082100      608    80200 SH       SOLE                  80200        0        0
SUN BANCORP INC/NJ             COM              86663B102        0        0 SH       SOLE                      0        0        0
SUN COMMUNITIES INC            REIT             866674104      724    16700 SH       SOLE                  16700        0        0
SUN HEALTHCARE GROUP INC       COM              86677E100      901   131700 SH       SOLE                 131700        0        0
SUN HYDRAULICS CORP            COM              866942105      670    25600 SH       SOLE                  25600        0        0
SUNCOKE ENERGY INC             COM              86722A103        0        0 SH       SOLE                      0        0        0
SUNESIS PHARMACEUTICALS INC    COM              867328601        0        0 SH       SOLE                      0        0        0
SUNOCO INC                     COM              86764P109    12353   323800 SH       SOLE                 323800        0        0
SUNRISE SENIOR LIVING INC      COM              86768K106       90    14200 SH       SOLE                  14200        0        0
SUNSTONE HOTEL INVESTORS INC   REIT             867892101     3651   374817 SH       SOLE                 374817        0        0
SUNTRUST BANKS INC.            COM              867914103    27916  1155000 SH       SOLE                1155000        0        0
SUREWEST COMMUNICATI           COM              868733106      983    43600 SH       SOLE                  43600        0        0
SUSQUEHANNA BANCSHARES INC.    COM              869099101     1885   190800 SH       SOLE                 190800        0        0
SUSSER HOLDINGS CORP           COM              869233106      927    36100 SH       SOLE                  36100        0        0
SVB FINANCIAL GROUP            COM              78486Q101      978    15200 SH       SOLE                  15200        0        0
SWIFT ENERGY COMPANY           COM              870738101     1582    54500 SH       SOLE                  54500        0        0
SXC HEALTH SOLUTIONS CORP      COM              78505P100    34294   457500 SH       SOLE                 457500        0        0
SYKES ENTERPRISES              COM              871237103      818    51800 SH       SOLE                  51800        0        0
SYMANTEC CORP                  COM              871503108    36826  1969300 SH       SOLE                1969300        0        0
SYMMETRICOM INC                COM              871543104      100    17300 SH       SOLE                  17300        0        0
SYNAPTICS INC                  COM              87157D109     1555    42600 SH       SOLE                  42600        0        0
SYNERGETICS USA INC            COM              87160G107      302    46500 SH       SOLE                  46500        0        0
SYNNEX CORP                    COM              87162W100     1404    36800 SH       SOLE                  36800        0        0
SYNOPSYS INC.                  COM              871607107    13083   426700 SH       SOLE                 426700        0        0
SYNOVUS FINANCIAL CORP         COM              87161C105      233   113800 SH       SOLE                 113800        0        0
SYNTEL INC                     COM              87162H103     9162   163600 SH       SOLE                 163600        0        0
SYSCO CORP.                    COM              871829107    13318   446000 SH       SOLE                 446000        0        0
SYSTEMAX INC                   COM              871851101      835    49500 SH       SOLE                  49500        0        0
T ROWE PRICE GROUP INC.        COM              74144T108    20243   310000 SH       SOLE                 310000        0        0
TAIWAN FUND INC                CTRY             874036106     2691   160000 SH       SOLE                 160000        0        0
TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109        0        0 SH       SOLE                      0        0        0
TAL INTERNATIONAL GROUP        COM              874083108     1292    35200 SH       SOLE                  35200        0        0
TALBOTS INC                    COM              874161102      278    91600 SH       SOLE                  91600        0        0
TALEO CORP CL A                COM              87424N104     1451    31600 SH       SOLE                  31600        0        0
TANGER FACTORY OUTLET          REIT             875465106     7388   248503 SH       SOLE                 248503        0        0
TARGA RESOURCES CORP           COM              87612G101      904    19900 SH       SOLE                  19900        0        0
TARGET CORP                    COM              87612E106    75815  1301100 SH       SOLE                1301100        0        0
TASER INTERNATIONAL INC        COM              87651B104      888   204700 SH       SOLE                 204700        0        0
TAUBMAN CENTERS INC            REIT             876664103    11119   152423 SH       SOLE                 152423        0        0
TAYLOR CAPITAL GROUP INC       COM              876851106      132     9200 SH       SOLE                   9200        0        0
TCF FINANCIAL CORP             COM              872275102     5921   498000 SH       SOLE                 498000        0        0
TE CONNECTIVITY LTD            COM              H84989104    16501   449000 SH       SOLE                 449000        0        0
TEAM HEALTH HOLDINGS INC       COM              87817A107      551    26800 SH       SOLE                  26800        0        0
TEAVANA HOLDINGS INC           COM              87819P102        0        0 SH       SOLE                      0        0        0
TECH DATA CORP                 COM              878237106     7624   140500 SH       SOLE                 140500        0        0
TECHNITROL INC.                COM              74586W106       50    20100 SH       SOLE                  20100        0        0
TECHTARGET                     COM              87874R100       42     6000 SH       SOLE                   6000        0        0
TECO ENERGY                    COM              872375100    40102  2285000 SH       SOLE                2285000        0        0
TEEKAY SHIPPING CORP           COM              Y8564W103      208     6000 SH       SOLE                   6000        0        0
TEJON RANCH CO DEL             COM              879080109        0        0 SH       SOLE                      0        0        0
TELE NORTE LESTE PART ADR      COM              879246106      874    77000 SH       SOLE                  77000        0        0
TELECOM CORP OF NEW ZEALAND    COM              879278208     4116   414875 SH       SOLE                 414875        0        0
TELECOMMUNICATION SYSTEMS INC  COM              87929J103       27     9800 SH       SOLE                   9800        0        0
TELEDYNE TECHNOLOGIES INC      COM              879360105     2251    35700 SH       SOLE                  35700        0        0
TELEF BRASIL - ADR             COM              87936R106     4301   140434 SH       SOLE                 140434        0        0
TELENAV INC                    COM              879455103      722   102900 SH       SOLE                 102900        0        0
TELEPHONE & DATA SYSTEMS INC.  COM              879433829    10193   440300 SH       SOLE                 440300        0        0
TELETECH HOLDINGS INC          COM              879939106      134     8300 SH       SOLE                   8300        0        0
TENNANT COMPANY                COM              880345103     1285    29200 SH       SOLE                  29200        0        0
TENNECO INC.                   COM              880349105      635    17100 SH       SOLE                  17100        0        0
TERNIUM SA - ADR               ICOM             880890108     1111    46924 SH       SOLE                  46924        0        0
TERRENO REALTY CORP            REIT             88146M101      120     8400 SH       SOLE                   8400        0        0
TERRITORIAL BANCORP INC        COM              88145X108      158     7600 SH       SOLE                   7600        0        0
TESCO CORP                     COM              88157K101        7      500 SH       SOLE                    500        0        0
TESLA MOTORS INC               COM              88160R101      294     7900 SH       SOLE                   7900        0        0
TESORO CORP                    COM              881609101     4625   172300 SH       SOLE                 172300        0        0
TESSERA TECHNOLOGIES INC       COM              88164L100     1237    71700 SH       SOLE                  71700        0        0
TETRA TECH INC.                COM              88162G103      245     9300 SH       SOLE                   9300        0        0
TEVA PHARMACEUTICAL INDUSTRIES COM              881624209    32668   725000 SH       SOLE                 725000        0        0
TEXAS CAPITAL BANCSHARES       COM              88224Q107       42     1200 SH       SOLE                   1200        0        0
TEXAS INSTRS INC               COM              882508104    29832   887600 SH       SOLE                 887600        0        0
TEXTAINER GROUP HOLDINGS LTD   COM              G8766E109     1020    30100 SH       SOLE                  30100        0        0
TEXTRON INC.                   COM              883203101    38545  1385000 SH       SOLE                1385000        0        0
THAI FUND INC                  CTRY             882904105     1524    96000 SH       SOLE                  96000        0        0
THE ACTIVE NETWORK INC         COM              00506D100      231    13700 SH       SOLE                  13700        0        0
THE BANK OF NEW YORK MELLON CO COM              064058100    36371  1507310 SH       SOLE                1507310        0        0
THE BLACKSTONE GROUP LP        COM              09253U108     9883   620000 SH       SOLE                 620000        0        0
THE FINISH LINE-CL A           COM              317923100       36     1700 SH       SOLE                   1700        0        0
THE FIRST MARBLEHEAD CORP      COM              320771108       43    35100 SH       SOLE                  35100        0        0
THE FRESH MARKET, INC          COM              35804H106       86     1800 SH       SOLE                   1800        0        0
THE GEO GROUP INC              COM              36159R103        0        0 SH       SOLE                      0        0        0
THE JONES GROUP INC            COM              48020T101     1519   120900 SH       SOLE                 120900        0        0
THE MEN'S WEARHOUSE INC.       COM              587118100      907    23400 SH       SOLE                  23400        0        0
THERAVANCE INC                 COM              88338T104       96     4900 SH       SOLE                   4900        0        0
THERMO FISHER SCIENTIFIC       COM              883556102    25450   451400 SH       SOLE                 451400        0        0
THERMON GROUP HOLDINGS INC     COM              88362T103        0        0 SH       SOLE                      0        0        0
THL CREDIT INC                 COM              872438106      141    11000 SH       SOLE                  11000        0        0
THOMPSON CREEK METALS CO INC   COM              884768102     1426   211000 SH       SOLE                 211000        0        0
THOMSON REUTERS CORP           COM              884903105     8309   287500 SH       SOLE                 287500        0        0
THOR INDUSTRIES INC            COM              885160101      202     6400 SH       SOLE                   6400        0        0
THQ INC                        COM              872443403       59   105700 SH       SOLE                 105700        0        0
TIDEWATER INC                  COM              886423102      411     7600 SH       SOLE                   7600        0        0
TIME WARNER CABLE INC          COM              88732J207    23048   282800 SH       SOLE                 282800        0        0
TIME WARNER INC.               COM              887317303    28879   765000 SH       SOLE                 765000        0        0
TIVO INC                       COM              888706108      639    53300 SH       SOLE                  53300        0        0
TJX COS. INC.                  COM              872540109    23437   590200 SH       SOLE                 590200        0        0
TMS INTL CORP-A                COM              87261Q103       98     8100 SH       SOLE                   8100        0        0
TOMPKINS FINANCIAL CORP.       COM              890110109      337     8400 SH       SOLE                   8400        0        0
TORCHMARK CORP                 COM              891027104       35      700 SH       SOLE                    700        0        0
TOWER INTL INC                 COM              891826109      294    24100 SH       SOLE                  24100        0        0
TOWN SPORTS INTERNATIONAL HOLD COM              89214A102      121     9600 SH       SOLE                   9600        0        0
TOWNE BANK                     COM              89214P109      942    69800 SH       SOLE                  69800        0        0
TPC GROUP INC                  COM              89236Y104     1189    26900 SH       SOLE                  26900        0        0
TRANSCEND SERVICES INC         COM              893929208      211     7200 SH       SOLE                   7200        0        0
TRANSDIGM GROUP INC            COM              893641100    43630   376900 SH       SOLE                 376900        0        0
TRAVELERS COS INC              COM              89417E109    17784   300400 SH       SOLE                 300400        0        0
TRAVELZOO INC                  COM              89421Q106      649    28200 SH       SOLE                  28200        0        0
TREDEGAR CORPORATION           COM              894650100     1027    52400 SH       SOLE                  52400        0        0
TREEHOUSE FOODS INC            COM              89469A104      547     9200 SH       SOLE                   9200        0        0
TREX COMPANY INC               COM              89531P105     1088    33900 SH       SOLE                  33900        0        0
TRIANGLE CAPITAL CORP          COM              895848109        0        0 SH       SOLE                      0        0        0
TRICO BANCSHARES               COM              896095106      192    11000 SH       SOLE                  11000        0        0
TRINITY INDUSTRIES             COM              896522109      382    11600 SH       SOLE                  11600        0        0
TRIPADVISOR INC                COM              896945201      507    14200 SH       SOLE                  14200        0        0
TRIPLE-S MANAGEMENT CORP-B     COM              896749108     1070    46300 SH       SOLE                  46300        0        0
TRIUMPH GROUP INC              COM              896818101      752    12000 SH       SOLE                  12000        0        0
TRUE RELIGION APPAREL          COM              89784N104     1041    38000 SH       SOLE                  38000        0        0
TRUEBLUE INC                   COM              89785X101      871    48700 SH       SOLE                  48700        0        0
TRUSTMARK CORP                 COM              898402102      240     9600 SH       SOLE                   9600        0        0
TRW AUTOMOTIVE HOLDINGS CORP   COM              87264S106      683    14700 SH       SOLE                  14700        0        0
TUESDAY MORNING CORP           COM              899035505      856   222800 SH       SOLE                 222800        0        0
TUPPERWARE BRANDS CORP         COM              899896104     8420   132600 SH       SOLE                 132600        0        0
TURKCELL ILETISIM HIZMET - ADR ICOM             900111204     3402   270000 SH       SOLE                 270000        0        0
TUTOR PERINI CORP              COM              901109108     1109    71200 SH       SOLE                  71200        0        0
TWIN DISC INC                  COM              901476101      264    10100 SH       SOLE                  10100        0        0
TWO HARBORS INVESTMENT CORP    COM              90187B101     1346   132700 SH       SOLE                 132700        0        0
TYCO INTERNATIONAL LTD         COM              H89128104    20135   358400 SH       SOLE                 358400        0        0
TYLER TECHNOLOGIES I           COM              902252105     1356    35300 SH       SOLE                  35300        0        0
U S PHYSICAL THERAPY           COM              90337L108      549    23800 SH       SOLE                  23800        0        0
UBIQUITI NETWORKS INC          COM              90347A100      180     5700 SH       SOLE                   5700        0        0
UDR INC                        REIT             902653104    15539   581755 SH       SOLE                 581755        0        0
UGI CORP                       COM              902681105    17004   624000 SH       SOLE                 624000        0        0
UIL HOLDINGS CORPORATION       COM              902748102      327     9400 SH       SOLE                   9400        0        0
ULTIMATE SOFTWARE GROUP INC    COM              90385D107     1971    26900 SH       SOLE                  26900        0        0
ULTRA PETROLEUM CORP           COM              903914109     3926   173500 SH       SOLE                 173500        0        0
ULTRATECH INC                  COM              904034105        0        0 SH       SOLE                      0        0        0
UMB FINL CORP                  COM              902788108      139     3100 SH       SOLE                   3100        0        0
UMH PROPERTIES INC             REIT             903002103       80     7300 SH       SOLE                   7300        0        0
UMPQUA HLDGS CORP              COM              904214103     1764   130100 SH       SOLE                 130100        0        0
UNIFIRST CORP                  COM              904708104      683    11100 SH       SOLE                  11100        0        0
UNION BANKSHARES COR           COM              90662P104      539    38500 SH       SOLE                  38500        0        0
UNION DRILLING INC             COM              90653P105      106    19000 SH       SOLE                  19000        0        0
UNION PACIFIC CORP.            COM              907818108   121624  1131600 SH       SOLE                1131600        0        0
UNISOURCE ENERGY CORP          COM              909205106       66     1800 SH       SOLE                   1800        0        0
UNISYS CORP.                   COM              909214306     1307    66300 SH       SOLE                  66300        0        0
UNITED BANKSHARES INC.         COM              909907107      153     5300 SH       SOLE                   5300        0        0
UNITED CMNTY BKS BLA           COM              90984P303      257    26400 SH       SOLE                  26400        0        0
UNITED CONTINENTAL HOLDINGS IN COM              910047109     1038    48300 SH       SOLE                  48300        0        0
UNITED NATURAL FOODS INC.      COM              911163103      653    14000 SH       SOLE                  14000        0        0
UNITED ONLINE INC              COM              911268100     1035   211600 SH       SOLE                 211600        0        0
UNITED PARCEL SERVICES INC     COM              911312106    53994   668900 SH       SOLE                 668900        0        0
UNITED RENTALS INCORPORATED    COM              911363109     2496    58200 SH       SOLE                  58200        0        0
UNITED STATES LIME & MINERAL   COM              911922102       12      200 SH       SOLE                    200        0        0
UNITED STATIONERS INC          COM              913004107     1598    51500 SH       SOLE                  51500        0        0
UNITED TECHNOLOGIES            COM              913017109    85387  1029500 SH       SOLE                1029500        0        0
UNITEDHEALTH GROUP INC         COM              91324P102   119076  2020300 SH       SOLE                2020300        0        0
UNIVERSAL AMERICAN CORP.       COM              91338E101     1052    97600 SH       SOLE                  97600        0        0
UNIVERSAL CORP-VA              COM              913456109     1459    31300 SH       SOLE                  31300        0        0
UNIVERSAL DISPLAY CO           COM              91347P105      106     2900 SH       SOLE                   2900        0        0
UNIVERSAL HEALTH RLT           REIT             91359E105      297     7500 SH       SOLE                   7500        0        0
UNIVERSAL INSURANCE HLDGS      COM              91359V107      677   174000 SH       SOLE                 174000        0        0
UNIVERSAL TRUCKLOAD SERVICES I COM              91388P105      277    18400 SH       SOLE                  18400        0        0
UNIVEST CORP OF PENNSYLVANIA   COM              915271100       18     1100 SH       SOLE                   1100        0        0
UNUM GROUP                     COM              91529Y106    42115  1720400 SH       SOLE                1720400        0        0
URS CORPORATION                COM              903236107      655    15400 SH       SOLE                  15400        0        0
URSTADT BIDDLE PPTYS           REIT             917286205      286    14500 SH       SOLE                  14500        0        0
US AIRWAYS GROUP INC           COM              90341W108    12926  1703000 SH       SOLE                1703000        0        0
US BANCORP                     COM              902973304    47479  1498700 SH       SOLE                1498700        0        0
US CELLULAR CORP.              COM              911684108     3536    86400 SH       SOLE                  86400        0        0
US SILICA HOLDINGS INC         COM              90346E103      155     7400 SH       SOLE                   7400        0        0
USA MOBILITY INC               COM              90341G103     1009    72400 SH       SOLE                  72400        0        0
USANA HEALTH SCIENCES INC      COM              90328M107      948    25400 SH       SOLE                  25400        0        0
USEC INC.                      COM              90333E108      300   282900 SH       SOLE                 282900        0        0
USG CORPORATION                COM              903293405       38     2200 SH       SOLE                   2200        0        0
UTI WORLDWIDE INC              COM              G87210103     7605   441360 SH       SOLE                 441360        0        0
VAALCO ENERGY INC              COM              91851C201     1088   115100 SH       SOLE                 115100        0        0
VAIL RESORTS INC               COM              91879Q109      225     5200 SH       SOLE                   5200        0        0
VALE R DOCE-ADR                COM              91912E204    22815  1005499 SH       SOLE                1005499        0        0
VALENCE TECHNOLOGY INC         COM              918914102       37    45900 SH       SOLE                  45900        0        0
VALERO ENERGY CORP.            COM              91913Y100     8365   324600 SH       SOLE                 324600        0        0
VALSPAR CORP                   COM              920355104    28250   585000 SH       SOLE                 585000        0        0
VALUE LINE INC                 COM              920437100        7      600 SH       SOLE                    600        0        0
VALUECLICK INC.                COM              92046N102      484    24500 SH       SOLE                  24500        0        0
VANCEINFO TECHNOLOGIES-ADR     COM              921564100     5207   432446 SH       SOLE                 432446        0        0
VANDA PHARMACEUTICALS INC      COM              921659108        0        0 SH       SOLE                      0        0        0
VANGUARD HEALTH SYSTEMS INC    COM              922036207      612    62100 SH       SOLE                  62100        0        0
VASCO DATA SECURITY INTL       COM              92230Y104      370    34300 SH       SOLE                  34300        0        0
VEECO INSTRUMENTS INC          COM              922417100        0        0 SH       SOLE                      0        0        0
VENTAS INC.                    REIT             92276F100    39007   683140 SH       SOLE                 683140        0        0
VERASTEM INC                   COM              92337C104       44     4000 SH       SOLE                   4000        0        0
VERISIGN INC                   COM              92343E102     4931   128600 SH       SOLE                 128600        0        0
VERISK ANALYTICS INC-CLASS A   COM              92345Y106      907    19300 SH       SOLE                  19300        0        0
VERIZON COMMUNICATIONS         COM              92343V104   110703  2895700 SH       SOLE                2895700        0        0
VIACOM INC. CL B               COM              92553P201    34138   719300 SH       SOLE                 719300        0        0
VIASAT INC.                    COM              92552V100      313     6500 SH       SOLE                   6500        0        0
VIASYSTEMS GROUP INC           COM              92553H803      222    11700 SH       SOLE                  11700        0        0
VILLAGE SUPER MARKET INC       COM              927107409      714    22600 SH       SOLE                  22600        0        0
VIRGINIA COMMERCE BANCORP      COM              92778Q109      875    99700 SH       SOLE                  99700        0        0
VIROPHARMA INC                 COM              928241108     2114    70300 SH       SOLE                  70300        0        0
VIRTUS INVESTMENT PARTNERS     COM              92828Q109     1175    13700 SH       SOLE                  13700        0        0
VIRTUSA CORP                   COM              92827P102        0        0 SH       SOLE                      0        0        0
VISA INC-CLASS A               COM              92826C839   179136  1518100 SH       SOLE                1518100        0        0
VISHAY INTERTECHNOLOGY INC.    COM              928298108       94     7700 SH       SOLE                   7700        0        0
VISTA GOLD CORP                COM              927926303      787   250700 SH       SOLE                 250700        0        0
VISTEON CORP                   COM              92839U206    12847   242400 SH       SOLE                 242400        0        0
VITAMIN SHOPPE INC             COM              92849E101    12600   285000 SH       SOLE                 285000        0        0
VIVUS INC                      COM              928551100      537    24000 SH       SOLE                  24000        0        0
VMWARE INC-CLASS A             COM              928563402    27508   244800 SH       SOLE                 244800        0        0
VOCUS INC                      COM              92858J108      841    63500 SH       SOLE                  63500        0        0
VODAFONE GROUP PLC-ADR         COM              92857W209    23796   860000 SH       SOLE                 860000        0        0
VOLCANO CORP                   COM              928645100      164     5800 SH       SOLE                   5800        0        0
VOLTERRA SEMICONDUCTOR CORP    COM              928708106      568    16500 SH       SOLE                  16500        0        0
VONAGE HLDGS CORP              COM              92886T201      340   154034 SH       SOLE                 154034        0        0
VORNADO REALTY TRUST           REIT             929042109    62243   739229 SH       SOLE                 739229        0        0
VOXX INTERNATIONAL CORP        COM              91829F104      367    27100 SH       SOLE                  27100        0        0
W^T OFFSHORE INC               COM              92922P106     1242    58900 SH       SOLE                  58900        0        0
WABCO HOLDINGS INC             COM              92927K102      593     9800 SH       SOLE                   9800        0        0
WABTEC                         COM              929740108      528     7000 SH       SOLE                   7000        0        0
WADDELL & REED FINANCIAL-CL A  COM              930059100     4862   150000 SH       SOLE                 150000        0        0
WAL MART STORES INC            COM              931142103   118043  1928800 SH       SOLE                1928800        0        0
WALGREEN CO.                   COM              931422109    45201  1349700 SH       SOLE                1349700        0        0
WALKER & DUNLOP INC            COM              93148P102      503    39900 SH       SOLE                  39900        0        0
WARNACO GROUP INC/THE          COM              934390402      712    12200 SH       SOLE                  12200        0        0
WASHINGTON BANKING CO          COM              937303105      503    36400 SH       SOLE                  36400        0        0
WASHINGTON POST CL. B          COM              939640108    11207    30000 SH       SOLE                  30000        0        0
WASHINGTON RE INV              REIT             939653101     4035   135855 SH       SOLE                 135855        0        0
WASHINGTON TR BANCORP          COM              940610108      623    25800 SH       SOLE                  25800        0        0
WASTE MANAGEMENT INC.          COM              94106L109    12670   362400 SH       SOLE                 362400        0        0
WATERS CORPORATION             COM              941848103    13593   146700 SH       SOLE                 146700        0        0
WATSCO INC.                    COM              942622200      533     7200 SH       SOLE                   7200        0        0
WATSON PHARMACEUTICALS INC.    COM              942683103    37151   554000 SH       SOLE                 554000        0        0
WATTS WATER TECHNOLOGIES INC.  COM              942749102       20      500 SH       SOLE                    500        0        0
WAUSAU-MOSINEE PAPER CORP.     COM              943315101     1064   113400 SH       SOLE                 113400        0        0
WD-40 CO                       COM              929236107     1220    26900 SH       SOLE                  26900        0        0
WEBSENSE INC                   COM              947684106     1280    60700 SH       SOLE                  60700        0        0
WEBSTER FINANCIAL CORPORATION  COM              947890109      530    23400 SH       SOLE                  23400        0        0
WEINGARTEN RE INVST            REIT             948741103     5265   199201 SH       SOLE                 199201        0        0
WEIS MKTS INC                  COM              948849104     1081    24800 SH       SOLE                  24800        0        0
WELLCARE HEALTH PLANS INC      COM              94946T106     2746    38200 SH       SOLE                  38200        0        0
WELLPOINT INC.                 COM              94973V107    59630   808000 SH       SOLE                 808000        0        0
WELLS FARGO COMPANY            COM              949746101   255815  7493117 SH       SOLE                7493117        0        0
WENDY'S CO/THE                 COM              95058W100     9444  1885000 SH       SOLE                1885000        0        0
WESBANCO INC                   COM              950810101     1051    52200 SH       SOLE                  52200        0        0
WESCO AIRCRAFT HOLDINGS INC    COM              950814103        0        0 SH       SOLE                      0        0        0
WEST BANCORPORATION            COM              95123P106      294    29400 SH       SOLE                  29400        0        0
WEST MARINE INC                COM              954235107      799    66700 SH       SOLE                  66700        0        0
WEST PHARMACEUTICAL SERVICES   COM              955306105      115     2700 SH       SOLE                   2700        0        0
WESTAMERICA BANCORPORATION     COM              957090103      101     2100 SH       SOLE                   2100        0        0
WESTERN REFINING INC           COM              959319104     1412    75000 SH       SOLE                  75000        0        0
WESTERN UNION CO.              COM              959802109    20912  1188200 SH       SOLE                1188200        0        0
WESTMORELAND COAL CO           COM              960878106      113    10100 SH       SOLE                  10100        0        0
WESTWOOD HOLDINGS GROUP INC    COM              961765104      844    21800 SH       SOLE                  21800        0        0
WET SEAL INC                   COM              961840105      247    71500 SH       SOLE                  71500        0        0
WEYERHAEUSER CO.               COM              962166104     1719    78400 SH       SOLE                  78400        0        0
WGL HOLDINGS, INC.             COM              92924F106      533    13100 SH       SOLE                  13100        0        0
WHITE MOUNTAINS INSURANCE GP   COM              G9618E107      351      700 SH       SOLE                    700        0        0
WHITESTONE REIT-B              REIT             966084204       61     4700 SH       SOLE                   4700        0        0
WILLIAMS COS. INC.             COM              969457100    16499   535500 SH       SOLE                 535500        0        0
WILSHIRE BANCORP INC           COM              97186T108      189    39100 SH       SOLE                  39100        0        0
WINMARK CORP                   COM              974250102      771    13300 SH       SOLE                  13300        0        0
WINTHROP REALTY TRUST          COM              976391300      210    18100 SH       SOLE                  18100        0        0
WINTRUST FINANCIAL CORP        COM              97650W108     1568    43800 SH       SOLE                  43800        0        0
WISCONSIN ENERGY CORP.         COM              976657106    34621   984105 SH       SOLE                 984105        0        0
WOLVERINE WORLD WIDE           COM              978097103      428    11500 SH       SOLE                  11500        0        0
WOODWARD INC.                  COM              980745103      887    20700 SH       SOLE                  20700        0        0
WORLD ACCEP CORP DEL           COM              981419104        0        0 SH       SOLE                      0        0        0
WORLD FUEL SVCS CORP           COM              981475106     1210    29500 SH       SOLE                  29500        0        0
WORTHINGTON INDS               COM              981811102      595    31000 SH       SOLE                  31000        0        0
WPX ENERGY INC                 COM              98212B103     3209   178200 SH       SOLE                 178200        0        0
WRIGHT EXPRESS CORP            COM              98233Q105     2363    36500 SH       SOLE                  36500        0        0
WRIGHT MEDICAL GROUP INC       COM              98235T107      800    41400 SH       SOLE                  41400        0        0
XCEL ENERGY INC                COM              98389B100     7941   300000 SH       SOLE                 300000        0        0
XERIUM TECHNOLOGIES INC        COM              98416J118      141    21900 SH       SOLE                  21900        0        0
XEROX CORP                     COM              984121103    13889  1718900 SH       SOLE                1718900        0        0
XILINX INC                     COM              983919101     7020   192700 SH       SOLE                 192700        0        0
XO GROUP INC                   COM              983772104      938    99900 SH       SOLE                  99900        0        0
XYLEM INC.                     COM              98419M100    13228   476700 SH       SOLE                 476700        0        0
XYRATEX LTD                    COM              G98268108     1023    64300 SH       SOLE                  64300        0        0
YAHOO INC                      COM              984332106    14132   928500 SH       SOLE                 928500        0        0
YANZHOU COAL MINING-SP ADR     ICOM             984846105     1080    50000 SH       SOLE                  50000        0        0
YORK WATER CO                  COM              987184108       26     1500 SH       SOLE                   1500        0        0
YOUNG INNOVATIONS IN           COM              987520103      408    13200 SH       SOLE                  13200        0        0
YUM BRANDS INC                 COM              988498101    50246   705900 SH       SOLE                 705900        0        0
ZALICUS INC                    COM              98887C105      382   318400 SH       SOLE                 318400        0        0
ZELTIQ AESTHETICS INC          COM              98933Q108       30     4800 SH       SOLE                   4800        0        0
ZEP INC                        COM              98944B108      887    61600 SH       SOLE                  61600        0        0
ZIONS BANCORPORATION           COM              989701107      485    22600 SH       SOLE                  22600        0        0
ZIX CORP                       COM              98974P100      127    43500 SH       SOLE                  43500        0        0
ZOLL MEDICAL CORP              COM              989922109     1260    13600 SH       SOLE                  13600        0        0
ZYGO CORP                      COM              989855101      969    49500 SH       SOLE                  49500        0        0
ZYNGA INC                      COM              98986T108      233    17700 SH       SOLE                  17700        0        0