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

OTR - Nominee Name for The State Teachers Retirement Board of Ohio as of June 30, 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 June 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      854   244800 SH       SOLE                 244800        0        0
1ST SOURCE CORP                COM              336901103      970    42900 SH       SOLE                  42900        0        0
3D SYSTEMS CORP                COM              88554D205      150     4400 SH       SOLE                   4400        0        0
3M COMPANY                     COM              88579Y101    72701   811400 SH       SOLE                 811400        0        0
8X8 INC                        COM              282914100      898   213900 SH       SOLE                 213900        0        0
A.T. CROSS CO.                 COM              227478104       35     3500 SH       SOLE                   3500        0        0
AAON INC                       COM              000360206      392    20800 SH       SOLE                  20800        0        0
ABAXIS INC                     COM              002567105      762    20600 SH       SOLE                  20600        0        0
ABBOTT LABORATORIES            COM              002824100   118403  1836558 SH       SOLE                1836558        0        0
ABERCROMBIE & FITCH CO         COM              002896207     7759   227256 SH       SOLE                 227256        0        0
ABERDEEN INDONESIA FUND INC    ICOM             00305P106      314    24657 SH       SOLE                  24657        0        0
ABIOMED INC                    COM              003654100     1230    53900 SH       SOLE                  53900        0        0
ABM INDUSTRIES INC.            COM              000957100     1344    68700 SH       SOLE                  68700        0        0
ACACIA RESEARCH-TECHNOLOGIES   COM              003881307      443    11900 SH       SOLE                  11900        0        0
ACADIA RLTY TR                 REIT             004239109     2052    88517 SH       SOLE                  88517        0        0
ACCELRYS INC                   COM              00430U103     1008   124600 SH       SOLE                 124600        0        0
ACCENTURE PLC                  COM              G1151C101    46768   778300 SH       SOLE                 778300        0        0
ACCO BRANDS CORP               COM              00081T108     1109   107300 SH       SOLE                 107300        0        0
ACE LTD                        COM              H0023R105    52163   703669 SH       SOLE                 703669        0        0
ACI WORLDWIDE INC              COM              004498101      371     8400 SH       SOLE                   8400        0        0
ACORDA THERAPEUTICS INC        COM              00484M106     1303    55300 SH       SOLE                  55300        0        0
ACORN ENERGY INC               COM              004848107       83    10000 SH       SOLE                  10000        0        0
ACTIVISION BLIZZARD INC        COM              00507V109    26978  2250000 SH       SOLE                2250000        0        0
ACTUANT CORP CL A              COM              00508X203      456    16800 SH       SOLE                  16800        0        0
ACTUATE CORPORATION            COM              00508B102      534    77000 SH       SOLE                  77000        0        0
ACUITY BRANDS INC              COM              00508Y102    21316   418700 SH       SOLE                 418700        0        0
ACXIOM CORP.                   COM              005125109     1529   101200 SH       SOLE                 101200        0        0
ADAMS RESOURCES & ENERGY INC   COM              006351308      578    13800 SH       SOLE                  13800        0        0
ADOBE SYSTEMS INC.             COM              00724F101    42240  1304900 SH       SOLE                1304900        0        0
ADTRAN INC.                    COM              00738A106      507    16800 SH       SOLE                  16800        0        0
ADVANCE AUTO PARTS INC         COM              00751Y106    10015   146800 SH       SOLE                 146800        0        0
ADVANCED ENERGY INDUSTRIES     COM              007973100     1040    77500 SH       SOLE                  77500        0        0
ADVANCED MICRO DEVICES INC.    COM              007903107      394    68700 SH       SOLE                  68700        0        0
ADVENT SOFTWARE INC            COM              007974108     1258    46400 SH       SOLE                  46400        0        0
ADVISORY BOARD CO/THE          COM              00762W107     1815    36600 SH       SOLE                  36600        0        0
AECOM TECHNOLOGY CORP          COM              00766T100    26978  1640000 SH       SOLE                1640000        0        0
AEGON N.V.                     COM              007924103      974   210867 SH       SOLE                 210867        0        0
AEROPOSTALE INC                COM              007865108      494    27700 SH       SOLE                  27700        0        0
AES CORP                       COM              00130H105    45440  3541700 SH       SOLE                3541700        0        0
AETNA INC.                     COM              00817Y108    36163   932754 SH       SOLE                 932754        0        0
AFFILIATED MANAGERS GROUP      COM              008252108       41      378 SH       SOLE                    378        0        0
AFFYMETRIX INC                 COM              00826T108        7     1500 SH       SOLE                   1500        0        0
AFLAC INC                      COM              001055102    26048   611600 SH       SOLE                 611600        0        0
AG MORTGAGE INVESTMENT TRUST I COM              001228105      217    10100 SH       SOLE                  10100        0        0
AGILENT TECHNOLOGIES INC       COM              00846U101     4791   122100 SH       SOLE                 122100        0        0
AGILYSYS INC                   COM              00847J105      881   101600 SH       SOLE                 101600        0        0
AGL RESOURCES INC              COM              001204106    25805   665947 SH       SOLE                 665947        0        0
AGNICO-EAGLE MINES LTD.        ICOM             008474108    44506  1100000 SH       SOLE                1100000        0        0
AGREE REALTY CORP              REIT             008492100      159     7200 SH       SOLE                   7200        0        0
AGRIUM INC                     COM              008916108    49986   565000 SH       SOLE                 565000        0        0
AIR METHODS CORP               COM              009128307       29      300 SH       SOLE                    300        0        0
AIR PROD. & CHEM.              COM              009158106    30185   373900 SH       SOLE                 373900        0        0
AIR TRANSPORT SERVICES GROUP   COM              00922R105      831   159900 SH       SOLE                 159900        0        0
AIRCASTLE LTD                  COM              G0129K104     1199    99500 SH       SOLE                  99500        0        0
AIRGAS INC                     COM              009363102     4478    53300 SH       SOLE                  53300        0        0
AIRMEDIA GROUP INC-ADR         COM              009411109     4352  1828517 SH       SOLE                1828517        0        0
AK STEEL HOLDING CORP          COM              001547108     1219   207600 SH       SOLE                 207600        0        0
ALAMO GROUP INC                COM              011311107       78     2500 SH       SOLE                   2500        0        0
ALASKA AIRGROUP INC            COM              011659109     2348    65400 SH       SOLE                  65400        0        0
ALBANY INTL CL-A               COM              012348108      183     9800 SH       SOLE                   9800        0        0
ALBEMARLE CORP                 COM              012653101    14134   236985 SH       SOLE                 236985        0        0
ALCOA INC.                     COM              013817101    21164  2418800 SH       SOLE                2418800        0        0
ALEXANDERS INC                 REIT             014752109     2756     6392 SH       SOLE                   6392        0        0
ALEXANDRIA REAL ESTATE         REIT             015271109    41473   570316 SH       SOLE                 570316        0        0
ALEXION PHARMACEUTICALS INC    COM              015351109    49499   498475 SH       SOLE                 498475        0        0
ALIGN TECHNOLOGY INC           COM              016255101     2242    67000 SH       SOLE                  67000        0        0
ALKERMES PLC                   COM              G01767105      584    34400 SH       SOLE                  34400        0        0
ALLEGHENY TECHNOLOGIES INC     COM              01741R102      119     3741 SH       SOLE                   3741        0        0
ALLERGAN INC.                  COM              018490102    74866   808752 SH       SOLE                 808752        0        0
ALLETE, INC.                   COM              018522300      301     7200 SH       SOLE                   7200        0        0
ALLIANCE DATA SYSTEM           COM              018581108     4411    32674 SH       SOLE                  32674        0        0
ALLIANCE FINANCIAL CORP/NY     COM              019205103      474    13800 SH       SOLE                  13800        0        0
ALLIANT ENERGY CORPORATION     COM              018802108    39965   877000 SH       SOLE                 877000        0        0
ALLIANT TECHSYSTEMS INC.       COM              018804104     3267    64600 SH       SOLE                  64600        0        0
ALLIED WORLD ASSURANCE HOLD    COM              H01531104    13756   173100 SH       SOLE                 173100        0        0
ALLISON TRANSMISSION HOLDINGS  COM              01973R101       67     3800 SH       SOLE                   3800        0        0
ALLSTATE CORP                  COM              020002101    13509   384986 SH       SOLE                 384986        0        0
ALMOST FAMILY INC              COM              020409108      882    39500 SH       SOLE                  39500        0        0
ALON USA ENERGY INC            COM              020520102      773    91400 SH       SOLE                  91400        0        0
ALPHA NATURAL RESOURCES INC    COM              02076X102      182    20870 SH       SOLE                  20870        0        0
ALTERA CORP                    COM              021441100     8460   250000 SH       SOLE                 250000        0        0
ALTERRA CAPITAL HOLDINGS LTD   COM              G0229R108     1679    71900 SH       SOLE                  71900        0        0
ALTRIA GROUP INC               COM              02209S103   117368  3397055 SH       SOLE                3397055        0        0
AMAG PHARMACEUTICALS INC       COM              00163U106      804    52200 SH       SOLE                  52200        0        0
AMAZON.COM INC                 COM              023135106    84946   372000 SH       SOLE                 372000        0        0
AMC NETWORKS INC               COM              00164V103      281     7900 SH       SOLE                   7900        0        0
AMEDISYS INC                   COM              023436108      976    78400 SH       SOLE                  78400        0        0
AMERCO                         COM              023586100      738     8200 SH       SOLE                   8200        0        0
AMEREN CORP.                   COM              023608102      325     9700 SH       SOLE                   9700        0        0
AMERICA MOVIL - ADR            COM              02364W105    38940  1494229 SH       SOLE                1494229        0        0
AMERICAN ASSETS TRUST INC      REIT             024013104     3407   140514 SH       SOLE                 140514        0        0
AMERICAN CAMPUS COMMUNITIES IN REIT             024835100    10460   232543 SH       SOLE                 232543        0        0
AMERICAN CAPITAL AGENCY CORP   COM              02503X105     1465    43600 SH       SOLE                  43600        0        0
AMERICAN CAPITAL LTD           COM              02503Y103     3512   348800 SH       SOLE                 348800        0        0
AMERICAN CAPITAL MORTGAGE INV  COM              02504A104      552    23100 SH       SOLE                  23100        0        0
AMERICAN ELECTRIC POWER        COM              025537101    41293  1034900 SH       SOLE                1034900        0        0
AMERICAN EQUITY INVESTMENT LIF COM              025676206      683    62000 SH       SOLE                  62000        0        0
AMERICAN EXPRESS CO.           COM              025816109    44947   772159 SH       SOLE                 772159        0        0
AMERICAN FINANCIAL GROUP INC.  COM              025932104    12648   322400 SH       SOLE                 322400        0        0
AMERICAN GREETING CL A         COM              026375105     1032    70600 SH       SOLE                  70600        0        0
AMERICAN INTL GROUP            COM              026874784    25617   798300 SH       SOLE                 798300        0        0
AMERICAN PUBLIC EDUCATION      COM              02913V103     1123    35100 SH       SOLE                  35100        0        0
AMERICAN REALTY CAPITAL TRUST  COM              02917L101     1103   101000 SH       SOLE                 101000        0        0
AMERICAN SCIENCE & ENGINEERING COM              029429107      209     3700 SH       SOLE                   3700        0        0
AMERICAN STATES WATER CO.      COM              029899101     1203    30400 SH       SOLE                  30400        0        0
AMERICAN TOWER CORP            COM              03027X100    65687   939600 SH       SOLE                 939600        0        0
AMERICAN VANGUARD CORP         COM              030371108     1213    45600 SH       SOLE                  45600        0        0
AMERICAN WATER WORKS CO INC    COM              030420103    36782  1073000 SH       SOLE                1073000        0        0
AMERISAFE INC                  COM              03071H100     1002    38600 SH       SOLE                  38600        0        0
AMERISOURCEBERGEN CORP         COM              03073E105    14544   369600 SH       SOLE                 369600        0        0
AMERISTAR CASINOS IN           COM              03070Q101     1059    59600 SH       SOLE                  59600        0        0
AMETEK INC.                    COM              031100100    34064   682500 SH       SOLE                 682500        0        0
AMGEN INC                      COM              031162100    65887   902066 SH       SOLE                 902066        0        0
AMKOR TECHNOLOGY INC           COM              031652100      983   201400 SH       SOLE                 201400        0        0
AMPCO-PITTSBURGH CORP          COM              032037103      851    46400 SH       SOLE                  46400        0        0
AMSURG CORP                    COM              03232P405     1334    44500 SH       SOLE                  44500        0        0
AMTRUST FINANCIAL SERVICES     COM              032359309     1174    39500 SH       SOLE                  39500        0        0
ANACOR PHARMACEUTICALS INC     COM              032420101       24     3700 SH       SOLE                   3700        0        0
ANADARKO PETROLEUM CORP        COM              032511107    25328   382600 SH       SOLE                 382600        0        0
ANALOGIC CORP.                 COM              032657207     1197    19300 SH       SOLE                  19300        0        0
ANCESTRY.COM INC               COM              032803108     1206    43800 SH       SOLE                  43800        0        0
ANDERSONS INC/THE              COM              034164103     1220    28600 SH       SOLE                  28600        0        0
ANGIE'S LIST INC               COM              034754101      360    22700 SH       SOLE                  22700        0        0
ANGIODYNAMICS INC              COM              03475V101      163    13600 SH       SOLE                  13600        0        0
ANGLOGOLD ASHANTI LTD ADR      COM              035128206    11761   342500 SH       SOLE                 342500        0        0
ANHEUSER-BUSCH INBEV ADR       COM              03524A108     8525   107031 SH       SOLE                 107031        0        0
ANIXTER INTERNATIONAL INC.     COM              035290105     1650    31100 SH       SOLE                  31100        0        0
ANN INC.                       COM              035623107     1524    59800 SH       SOLE                  59800        0        0
ANNALY CAPITAL MGT. INC.       COM              035710409     3675   219000 SH       SOLE                 219000        0        0
ANSYS INC                      COM              03662Q105    43153   683767 SH       SOLE                 683767        0        0
ANWORTH MORTGAGE ASS           COM              037347101      616    87400 SH       SOLE                  87400        0        0
APACHE CORP.                   COM              037411105    43559   495605 SH       SOLE                 495605        0        0
APARTMENT INVT & MGMT          REIT             03748R101     6918   255952 SH       SOLE                 255952        0        0
APCO OIL AND GAS INTL          COM              G0471F109      191    10600 SH       SOLE                  10600        0        0
APOGEE ENTERPRISES INC.        COM              037598109      389    24200 SH       SOLE                  24200        0        0
APOLLO COMMERCIAL REAL ESTATE  REIT             03762U105      178    11100 SH       SOLE                  11100        0        0
APOLLO GROUP INC               COM              037604105     7166   198000 SH       SOLE                 198000        0        0
APOLLO INVESTMENT CORP         COM              03761U106      259    33700 SH       SOLE                  33700        0        0
APOLLO RESIDENTIAL MORTGAGE IN COM              03763V102      201    10400 SH       SOLE                  10400        0        0
APPLE INC.                     COM              037833100   947079  1621710 SH       SOLE                1621710        0        0
APPLIED INDUSTRIAL TECH INC.   COM              03820C105      321     8700 SH       SOLE                   8700        0        0
APPROACH RESOURCES INC         COM              03834A103     1221    47800 SH       SOLE                  47800        0        0
ARCH CAPITAL GROUP LTD         COM              G0450A105     5152   129800 SH       SOLE                 129800        0        0
ARCH COAL INC.                 COM              039380100    11855  1720600 SH       SOLE                1720600        0        0
ARCHER DANIELS MIDLAND CO      COM              039483102    21304   721687 SH       SOLE                 721687        0        0
ARCTIC CAT INC.                COM              039670104     1046    28600 SH       SOLE                  28600        0        0
ARDEN GROUP INC                COM              039762109      270     3100 SH       SOLE                   3100        0        0
ARENA PHARMACEUTICALS INC      COM              040047102      499    50000 SH       SOLE                  50000        0        0
ARGAN INC                      COM              04010E109       82     5900 SH       SOLE                   5900        0        0
ARKANSAS BEST CORP             COM              040790107      919    72900 SH       SOLE                  72900        0        0
ARLINGTON ASSET INVESTMENT COR COM              041356205      141     6500 SH       SOLE                   6500        0        0
ARM HOLDINGS PLC - ADR         COM              042068106    14036   590000 SH       SOLE                 590000        0        0
ARMOUR RESIDENTIAL REIT INC    COM              042315101      799   112400 SH       SOLE                 112400        0        0
ARMSTRONG WORLD INDUSTRIES     COM              04247X102     1563    31800 SH       SOLE                  31800        0        0
ARRAY BIOPHARMA INC            COM              04269X105      203    58400 SH       SOLE                  58400        0        0
ARRIS GROUP INC.               COM              04269Q100      267    19200 SH       SOLE                  19200        0        0
ARTHROCARE CORP                COM              043136100      650    22200 SH       SOLE                  22200        0        0
ARUBA NETWORKS INC             COM              043176106      334    22200 SH       SOLE                  22200        0        0
ASBURY AUTOMOTIVE GROUP        COM              043436104     1116    47100 SH       SOLE                  47100        0        0
ASHFORD HOSPITALITY TRUST INC  REIT             044103109      966   114600 SH       SOLE                 114600        0        0
ASIA PACIFIC FUND INC CF       CTRY             044901106      913    96000 SH       SOLE                  96000        0        0
ASML HOLDING NV                COM              N07059186     9600   186691 SH       SOLE                 186691        0        0
ASPEN TECHNOLOGY INC           COM              045327103     2109    91100 SH       SOLE                  91100        0        0
ASSOCIATED ESTATES REALTY CORP REIT             045604105     2141   143180 SH       SOLE                 143180        0        0
ASSURANT INC                   COM              04621X108     5414   155400 SH       SOLE                 155400        0        0
ASSURED GUARANTY LTD           COM              G0585R106     3141   222800 SH       SOLE                 222800        0        0
ASTEX PHARMACEUTICALS          COM              04624B103       45    21400 SH       SOLE                  21400        0        0
AT^T INC                       COM              00206R102   273851  7679511 SH       SOLE                7679511        0        0
ATHENAHEALTH INC               COM              04685W103     2462    31100 SH       SOLE                  31100        0        0
ATHERSYS INC                   COM              04744L106       26    16217 SH       SOLE                  16217        0        0
ATLANTIC POWER CORP            COM              04878Q863      249    19400 SH       SOLE                  19400        0        0
ATLAS AIR WORLDWIDE HLDG       COM              049164205       22      500 SH       SOLE                    500        0        0
ATMI INC                       COM              00207R101      459    22300 SH       SOLE                  22300        0        0
ATRION CORP                    COM              049904105      533     2600 SH       SOLE                   2600        0        0
ATWOOD OCEANICS                COM              050095108     8351   220700 SH       SOLE                 220700        0        0
AU OPTRONICS CORP - ADR        COM              002255107     1400   348323 SH       SOLE                 348323        0        0
AUTOMATIC DATA PROC.           COM              053015103    20845   374500 SH       SOLE                 374500        0        0
AUTOZONE INC                   COM              053332102    11492    31300 SH       SOLE                  31300        0        0
AUXILIUM PHARMACEUTICALS       COM              05334D107       35     1300 SH       SOLE                   1300        0        0
AVALONBAY COMMUNITIES          REIT             053484101    80564   569436 SH       SOLE                 569436        0        0
AVG TECH                       COM              N07831105       66     5100 SH       SOLE                   5100        0        0
AVIAT NETWORKS INC             COM              05366Y102      262    93700 SH       SOLE                  93700        0        0
AVIS BUDGET GROUP, INC         COM              053774105     1783   117300 SH       SOLE                 117300        0        0
AVISTA CORP                    COM              05379B107      278    10400 SH       SOLE                  10400        0        0
AVNET INC.                     COM              053807103    45028  1459100 SH       SOLE                1459100        0        0
AVON PRODUCTS                  COM              054303102     1491    92000 SH       SOLE                  92000        0        0
AWARE INC.                     COM              05453N100       87    13500 SH       SOLE                  13500        0        0
AXIS CAPITAL HOLDINGS LIMITED  COM              G0692U109    36425  1119040 SH       SOLE                1119040        0        0
B^G FOODS INC                  COM              05508R106      120     4500 SH       SOLE                   4500        0        0
BAIDU COM INC NPV ADR          COM              056752108     8601    74800 SH       SOLE                  74800        0        0
BAKER (MICHAEL) CORP           COM              057149106      402    15400 SH       SOLE                  15400        0        0
BAKER HUGHES CORP              COM              057224107    43743  1064313 SH       SOLE                1064313        0        0
BALLY TECHNOLOGIES INC.        COM              05874B107      621    13300 SH       SOLE                  13300        0        0
BANCFIRST CORP                 COM              05945F103      256     6100 SH       SOLE                   6100        0        0
BANCO BRADESCO ADR             COM              059460303     4177   280900 SH       SOLE                 280900        0        0
BANCO SANTANDER SA-SPON ADR    COM              05964H105      550    83911 SH       SOLE                  83911        0        0
BANCO SANTIAGO ADR             COM              05965X109     3100    40000 SH       SOLE                  40000        0        0
BANCOLOMBIA SA NPV ADR         COM              05968L102     1089    17616 SH       SOLE                  17616        0        0
BANCORPSOUTH INC               COM              059692103      141     9700 SH       SOLE                   9700        0        0
BANK OF AMERICA CORP.          COM              060505104    83917 10258800 SH       SOLE               10258800        0        0
BANK OF MARIN BANCORP          COM              063425102        4      100 SH       SOLE                    100        0        0
BANK OF THE OZARKS INC         COM              063904106      935    31100 SH       SOLE                  31100        0        0
BARCLAYS PLC-SPONS ADR         COM              06738E204     2083   202195 SH       SOLE                 202195        0        0
BARNES & NOBLE INC.            COM              067774109     1062    64500 SH       SOLE                  64500        0        0
BARNES GROUP INC.              COM              067806109      121     5000 SH       SOLE                   5000        0        0
BARRETT BUSINESS SERVICE       COM              068463108      510    24137 SH       SOLE                  24137        0        0
BARRICK GOLD CORP.             COM              067901108    18785   500000 SH       SOLE                 500000        0        0
BASSETT FURNITURE INDS.        COM              070203104      302    29300 SH       SOLE                  29300        0        0
BAXTER INTL                    COM              071813109    46097   867300 SH       SOLE                 867300        0        0
BAZAARVOICE INC                COM              073271108      111     6100 SH       SOLE                   6100        0        0
BB^T CORPORATION               COM              054937107    31930  1035000 SH       SOLE                1035000        0        0
BBCN BANCORP INC               COM              073295107      207    19000 SH       SOLE                  19000        0        0
BE AEROSPACE INC.              COM              073302101    15718   360000 SH       SOLE                 360000        0        0
BEACON ROOFING SUPPLY INC      COM              073685109       55     2200 SH       SOLE                   2200        0        0
BEAM INC                       COM              073730103      869    13900 SH       SOLE                  13900        0        0
BEBE STORES INC                COM              075571109      704   120000 SH       SOLE                 120000        0        0
BECTON DICKINSON & COMPANY     COM              075887109    11601   155200 SH       SOLE                 155200        0        0
BED BATH & BEYOND INC          COM              075896100    10821   175091 SH       SOLE                 175091        0        0
BELDEN INC                     COM              077454106      354    10600 SH       SOLE                  10600        0        0
BERKSHIRE BANCORP INC          COM              084597202       40     4500 SH       SOLE                   4500        0        0
BERKSHIRE HATHAWAY INC. CLASS  COM              084670702   121970  1463700 SH       SOLE                1463700        0        0
BERRY PETROLEUM CO             COM              085789105      535    13500 SH       SOLE                  13500        0        0
BEST BUY COMPANY INC           COM              086516101    42932  2048277 SH       SOLE                2048277        0        0
BG MEDICINE INC                COM              08861T107        0        0 SH       SOLE                      0        0        0
BIG 5 SPORTING GOODS CORP      COM              08915P101       79    10400 SH       SOLE                  10400        0        0
BIG LOTS, INC.                 COM              089302103    10508   257600 SH       SOLE                 257600        0        0
BILL BARRETT CORP              COM              06846N104        2      100 SH       SOLE                    100        0        0
BIODELIVERY SCIENCES INTL      COM              09060J106       71    15900 SH       SOLE                  15900        0        0
BIOGEN IDEC INC                COM              09062X103    26665   184689 SH       SOLE                 184689        0        0
BIOMED REALTY TRUST            REIT             09063H107     7849   420200 SH       SOLE                 420200        0        0
BIOSCRIP INC                   COM              09069N108      927   124800 SH       SOLE                 124800        0        0
BLACK BOX CORPORATION          COM              091826107     1088    37900 SH       SOLE                  37900        0        0
BLACK HILLS CORP               COM              092113109      206     6400 SH       SOLE                   6400        0        0
BLACKBAUD INC                  COM              09227Q100     1453    56600 SH       SOLE                  56600        0        0
BLACKROCK INC                  COM              09247X101    16557    97500 SH       SOLE                  97500        0        0
BLACKROCK KELSO CAPITAL CORP   COM              092533108      453    46400 SH       SOLE                  46400        0        0
BLUEGREEN CORP                 COM              096231105      213    42900 SH       SOLE                  42900        0        0
BLYTH INC.                     COM              09643P207      370    10700 SH       SOLE                  10700        0        0
BOB EVANS FARMS                COM              096761101       28      700 SH       SOLE                    700        0        0
BODY CENTRAL CORP              COM              09689U102       54     6000 SH       SOLE                   6000        0        0
BOEING CO                      COM              097023105    64908   873600 SH       SOLE                 873600        0        0
BOFI HOLDING INC               COM              05566U108      893    45200 SH       SOLE                  45200        0        0
BOINGO WIRELESS INC            COM              09739C102      718    61800 SH       SOLE                  61800        0        0
BON-TON STORES                 COM              09776J101      635    81300 SH       SOLE                  81300        0        0
BONANZA CREEK ENERGY INC       COM              097793103      105     6300 SH       SOLE                   6300        0        0
BOOZ ALLEN HAMILTON HOLDING CO COM              099502106    16808  1100000 SH       SOLE                1100000        0        0
BORG WARNER INC.               COM              099724106    28663   437000 SH       SOLE                 437000        0        0
BOSTON BEER INC                COM              100557107     1283    10600 SH       SOLE                  10600        0        0
BOSTON PROPERTIES INC          REIT             101121101    44142   407325 SH       SOLE                 407325        0        0
BOYD GAMING CORP               COM              103304101      956   132800 SH       SOLE                 132800        0        0
BRADY CORPORATION              COM              104674106      935    34000 SH       SOLE                  34000        0        0
BRANDYWINE REALTY              REIT             105368203     2773   224724 SH       SOLE                 224724        0        0
BRE PROPERTIES INC             REIT             05564E106     9248   184885 SH       SOLE                 184885        0        0
BRF BRASIL FOODS SA            COM              10552T107     4405   290000 SH       SOLE                 290000        0        0
BRIDGEPOINT EDUCATION INC      COM              10807M105     1009    46300 SH       SOLE                  46300        0        0
BRIGGS & STRATTON              COM              109043109     1259    72000 SH       SOLE                  72000        0        0
BRIGHTCOVE INC                 COM              10921T101       55     3600 SH       SOLE                   3600        0        0
BRIGHTPOINT INC.               COM              109473405      672   124200 SH       SOLE                 124200        0        0
BRINKS COMPANY                 COM              109696104    12861   554836 SH       SOLE                 554836        0        0
BRISTOL-MYERS SQUIBB           COM              110122108    63232  1758900 SH       SOLE                1758900        0        0
BRISTOW GRP                    COM              110394103      191     4700 SH       SOLE                   4700        0        0
BRITISH AMEX TOB-SP ADR        COM              110448107     7481    73260 SH       SOLE                  73260        0        0
BROADCOM CORP                  COM              111320107    36230  1071900 SH       SOLE                1071900        0        0
BROADSOFT INC                  COM              11133B409     3910   135000 SH       SOLE                 135000        0        0
BROCADE COMMUNICATIONS SYSTEMS COM              111621306    15283  3100000 SH       SOLE                3100000        0        0
BROOKS AUTOMATION INC          COM              114340102     1097   116200 SH       SOLE                 116200        0        0
BROWN SHOE COMPANY INC         COM              115736100     1130    87500 SH       SOLE                  87500        0        0
BROWN-FORMAN -CL B             COM              115637209     2110    21787 SH       SOLE                  21787        0        0
BRUNSWICK CORP                 COM              117043109      635    28600 SH       SOLE                  28600        0        0
BUCKEYE TECHNOLOGIES INC.      COM              118255108     1291    45300 SH       SOLE                  45300        0        0
BUCKLE INC                     COM              118440106     1282    32400 SH       SOLE                  32400        0        0
BUFFALO WILD WINGS INC         COM              119848109      312     3600 SH       SOLE                   3600        0        0
BUNGE LIMITED                  COM              G16962105    25767   410700 SH       SOLE                 410700        0        0
C A INC.                       COM              12673P105    26326   971800 SH       SOLE                 971800        0        0
CABELAS INC                    COM              126804301      359     9500 SH       SOLE                   9500        0        0
CABLEVISION SYSTEMS CORP       COM              12686C109     6712   505050 SH       SOLE                 505050        0        0
CABOT CORP                     COM              127055101    12210   300000 SH       SOLE                 300000        0        0
CABOT MICROELECTRONICS CORPORA COM              12709P103     1119    38300 SH       SOLE                  38300        0        0
CACI INTERNATIONAL INC.-CL A   COM              127190304     1706    31000 SH       SOLE                  31000        0        0
CADENCE DESIGN SYS INC         COM              127387108    28151  2561500 SH       SOLE                2561500        0        0
CAESARS ENTERTAINMENT CORP     COM              127686103        0        0 SH       SOLE                      0        0        0
CAI INTERNATIONAL INC          COM              12477X106      962    48400 SH       SOLE                  48400        0        0
CALIFORNIA FIRST NTN           COM              130222102       85     5400 SH       SOLE                   5400        0        0
CALLAWAY GOLF COMPANY          COM              131193104     1024   173300 SH       SOLE                 173300        0        0
CALLON PETROLEUM CORP          COM              13123X102       60    14200 SH       SOLE                  14200        0        0
CALPINE CORP                   COM              131347304    13208   800000 SH       SOLE                 800000        0        0
CAMAC ENERGY INC               COM              131745101        0        0 SH       SOLE                      0        0        0
CAMBREX CORP.                  COM              132011107     1061   112700 SH       SOLE                 112700        0        0
CAMDEN NATL CORP               COM              133034108      809    22100 SH       SOLE                  22100        0        0
CAMDEN PROPERTY TRUST          REIT             133131102    14502   214300 SH       SOLE                 214300        0        0
CAMERON INTL CORP.             COM              13342B105     6631   155250 SH       SOLE                 155250        0        0
CAMPUS CREST COMMUNITIES INC   REIT             13466Y105      201    19300 SH       SOLE                  19300        0        0
CANTEL MEDICAL CORP            COM              138098108        8      300 SH       SOLE                    300        0        0
CAPE BANCORP INC               COM              139209100      155    18600 SH       SOLE                  18600        0        0
CAPELLA EDUCATION CO           COM              139594105     1064    30600 SH       SOLE                  30600        0        0
CAPITAL BANK CORP/NC           COM              139793103       20     8800 SH       SOLE                   8800        0        0
CAPITAL CITY BK GROUP          COM              139674105      355    48200 SH       SOLE                  48200        0        0
CAPITAL ONE FINANCIAL CORP.    COM              14040H105    66497  1216552 SH       SOLE                1216552        0        0
CAPITAL SOUTHWEST CORP         COM              140501107      216     2100 SH       SOLE                   2100        0        0
CAPLEASE INC.                  REIT             140288101      180    43300 SH       SOLE                  43300        0        0
CAPSTEAD MTG CORP              REIT             14067E506      829    59600 SH       SOLE                  59600        0        0
CARBONITE INC                  COM              141337105       41     4600 SH       SOLE                   4600        0        0
CARDINAL HEALTH INC.           COM              14149Y108    11130   265000 SH       SOLE                 265000        0        0
CARDTRONICS INC                COM              14161H108     1592    52700 SH       SOLE                  52700        0        0
CAREER EDUCATION CORP          COM              141665109     1101   164600 SH       SOLE                 164600        0        0
CARNIVAL CORP                  COM              143658300    11001   321000 SH       SOLE                 321000        0        0
CARROLS RESTAURANT GROUP INC   COM              14574X104      170    28700 SH       SOLE                  28700        0        0
CASELLA WASTE SYS IN           COM              147448104      680   116300 SH       SOLE                 116300        0        0
CASEY'S GENERAL STORES INC.    COM              147528103      844    14300 SH       SOLE                  14300        0        0
CASH AMERICAN INT'L. INC.      COM              14754D100       70     1600 SH       SOLE                   1600        0        0
CASS INFORMATION SYSTEMS       COM              14808P109      970    24100 SH       SOLE                  24100        0        0
CASUAL MALE RETAIL GROUP INC   COM              148711302      938   258300 SH       SOLE                 258300        0        0
CATALYST HEALTH SOLUTIONS INC  COM              14888B103    23827   255000 SH       SOLE                 255000        0        0
CATERPILLAR INC.               COM              149123101    79323   934200 SH       SOLE                 934200        0        0
CATHAY GENERAL BANCORP         COM              149150104      294    17800 SH       SOLE                  17800        0        0
CATO CORP CL A                 COM              149205106     1282    42100 SH       SOLE                  42100        0        0
CAVIUM INC                     COM              14964U108      182     6500 SH       SOLE                   6500        0        0
CBEYOND INC                    COM              149847105      904   133500 SH       SOLE                 133500        0        0
CBL & ASSOC PROP               REIT             124830100     7960   407368 SH       SOLE                 407368        0        0
CBOE HOLDINGS INC              COM              12503M108    13599   491300 SH       SOLE                 491300        0        0
CBRE GROUP INC                 COM              12504L109    12597   770000 SH       SOLE                 770000        0        0
CBS CORP. CL. B                COM              124857202    16795   512344 SH       SOLE                 512344        0        0
CDI CORP.                      COM              125071100      853    52000 SH       SOLE                  52000        0        0
CECO ENVIRONMENTAL CORP        COM              125141101     5407   684480 SH       SOLE                 684480        0        0
CEDAR REALTY TRUST INC         REIT             150602209      874   173017 SH       SOLE                 173017        0        0
CELGENE CORP                   COM              151020104    21900   341335 SH       SOLE                 341335        0        0
CEMEX ADR                      COM              151290889     3360   499200 SH       SOLE                 499200        0        0
CEMIG SA -SPONS ADR            COM              204409601    11397   618750 SH       SOLE                 618750        0        0
CEMPRA INC                     COM              15130J109       25     2700 SH       SOLE                   2700        0        0
CENTENE CORP                   COM              15135B101     1743    57800 SH       SOLE                  57800        0        0
CENTERPOINT ENERGY INC         COM              15189T107      438    21200 SH       SOLE                  21200        0        0
CENTERSTATE BKS FLA INC        COM              15201P109       66     9200 SH       SOLE                   9200        0        0
CENTRAL EUROPE & RUSSIA FUND I ICOM             153436100    12276   405944 SH       SOLE                 405944        0        0
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CENTRAL GOLD TRUST             ICOM             153546106    36457   603600 SH       SOLE                 603600        0        0
CENTRAL PACIFIC FINANCIAL CORP COM              154760409       28     2000 SH       SOLE                   2000        0        0
CENTURY BANCORP INC            COM              156432106      229     7700 SH       SOLE                   7700        0        0
CENTURYLINK INC                COM              156700106    29053   735700 SH       SOLE                 735700        0        0
CEPHEID                        COM              15670R107     2658    59400 SH       SOLE                  59400        0        0
CERADYNE INC                   COM              156710105       72     2800 SH       SOLE                   2800        0        0
CERES INC                      COM              156773103       33     3600 SH       SOLE                   3600        0        0
CERNER CORP.                   COM              156782104    29344   355000 SH       SOLE                 355000        0        0
CF INDUSTRIES HOLDINGS INC     COM              125269100    14497    74828 SH       SOLE                  74828        0        0
CH ENERGY GROUP INC            COM              12541M102      861    13100 SH       SOLE                  13100        0        0
CHART INDUSTRIES INC           COM              16115Q308      557     8100 SH       SOLE                   8100        0        0
CHASE CORP                     COM              16150R104       11      800 SH       SOLE                    800        0        0
CHATHAM LODGING TRUST          REIT             16208T102      124     8700 SH       SOLE                   8700        0        0
CHEESECAKE FACTORY (THE)       COM              163072101      387    12100 SH       SOLE                  12100        0        0
CHEMED CORP                    COM              16359R103     1100    18200 SH       SOLE                  18200        0        0
CHEMICAL FINL CORP             COM              163731102      133     6200 SH       SOLE                   6200        0        0
CHEMOCENTRYX INC               COM              16383L106       50     3300 SH       SOLE                   3300        0        0
CHEMTURA CORP                  COM              163893209      987    68100 SH       SOLE                  68100        0        0
CHENIERE ENERGY INC            COM              16411R208     2258   153200 SH       SOLE                 153200        0        0
CHESAPEAKE ENERGY CORP         COM              165167107      356    19160 SH       SOLE                  19160        0        0
CHESAPEAKE LODGING TRUST       REIT             165240102     1672    97100 SH       SOLE                  97100        0        0
CHESAPEAKE UTILITIES CORP      COM              165303108      726    16600 SH       SOLE                  16600        0        0
CHEVRON CORP.                  COM              166764100   248417  2354667 SH       SOLE                2354667        0        0
CHICAGO BRIDGE & IRON COMPANY  COM              167250109    16938   446200 SH       SOLE                 446200        0        0
CHILDREN'S PLACE               COM              168905107     1570    31500 SH       SOLE                  31500        0        0
CHIMERA INVESTMENT CORP        COM              16934Q109      353   149500 SH       SOLE                 149500        0        0
CHINA MOBILE LIMITED           COM              16941M109    32529   595000 SH       SOLE                 595000        0        0
CHIPOTLE MEXICAN GRILL - CL A  COM              169656105    11462    30167 SH       SOLE                  30167        0        0
CHIQUITA BRANDS                COM              170032809      626   125300 SH       SOLE                 125300        0        0
CHUBB CORP                     COM              171232101    60516   831038 SH       SOLE                 831038        0        0
CHURCH & DWIGHT INC            COM              171340102    40166   724100 SH       SOLE                 724100        0        0
CIA VALE DO RIO DOCE - ADR     COM              91912E105    10243   516000 SH       SOLE                 516000        0        0
CIBER INC.                     COM              17163B102      978   226900 SH       SOLE                 226900        0        0
CIENA CORP.                    COM              171779309      293    17900 SH       SOLE                  17900        0        0
CIGNA CORP.                    COM              125509109    47256  1074000 SH       SOLE                1074000        0        0
CI JUL @ 42 PUT                OPTION           CI    120      -20     -500 SH  PUT  SOLE                   -500        0        0
CIMAREX ENERGY                 COM              171798101     1467    26616 SH       SOLE                  26616        0        0
CINCINNATI BELL INC            COM              171871106     1205   323800 SH       SOLE                 323800        0        0
CINCINNATI FINANCIAL CORP.     COM              172062101      205     5372 SH       SOLE                   5372        0        0
CINTAS CORP                    COM              172908105       54     1400 SH       SOLE                   1400        0        0
CIRRUS LOGIC INC               COM              172755100     1918    64200 SH       SOLE                  64200        0        0
CISCO SYSTEMS                  COM              17275R102   134980  7861369 SH       SOLE                7861369        0        0
CIT GROUP INC                  COM              125581801       89     2500 SH       SOLE                   2500        0        0
CITI TRENDS INC                COM              17306X102       80     5200 SH       SOLE                   5200        0        0
CITIGROUP INC.                 COM              172967424   122178  4457441 SH       SOLE                4457441        0        0
CITIZENS INC                   COM              174740100      879    90200 SH       SOLE                  90200        0        0
CITIZENS REPUBLIC              COM              174420307     1173    68500 SH       SOLE                  68500        0        0
CITRIX SYSTEMS INC             COM              177376100    58758   700000 SH       SOLE                 700000        0        0
CITY HLDG CO                   COM              177835105      778    23100 SH       SOLE                  23100        0        0
CLARCOR INC.                   COM              179895107      925    19200 SH       SOLE                  19200        0        0
CLAYTON WILLIAMS ENERGY INC    COM              969490101      702    14500 SH       SOLE                  14500        0        0
CLEAN HARBORS INC              COM              184496107    32396   574189 SH       SOLE                 574189        0        0
CLECO CORP.                    COM              12561W105      912    21800 SH       SOLE                  21800        0        0
CLIFFS NATURAL RESOURCES INC   COM              18683K101      604    12260 SH       SOLE                  12260        0        0
CLOROX COMPANY                 COM              189054109      445     6135 SH       SOLE                   6135        0        0
CLOVIS ONCOLOGY INC            COM              189464100      189     8700 SH       SOLE                   8700        0        0
CME GROUP INC                  COM              12572Q105    13727    51200 SH       SOLE                  51200        0        0
CNH GLOBAL N.V.                COM              N20935206     1170    30100 SH       SOLE                  30100        0        0
CNO FINANCIAL GROUP INC        COM              12621E103     1192   152800 SH       SOLE                 152800        0        0
COACH INC                      COM              189754104    62281  1065000 SH       SOLE                1065000        0        0
COBALT INTL ENERGY INC         COM              19075F106       52     2200 SH       SOLE                   2200        0        0
COBIZ FINANCIAL INC.           COM              190897108       81    13000 SH       SOLE                  13000        0        0
COCA COLA CO.                  COM              191216100   208517  2666800 SH       SOLE                2666800        0        0
COCA-COLA BOTTLING             COM              191098102      167     2600 SH       SOLE                   2600        0        0
COCA-COLA ENTERPRISES          COM              19122T109    25797   920000 SH       SOLE                 920000        0        0
COCA-COLA FEMSA-ADR            COM              191241108     2853    21800 SH       SOLE                  21800        0        0
COEUR D'ALENE MINES CORP.      COM              192108504     1600    91100 SH       SOLE                  91100        0        0
COGNEX CORP.                   COM              192422103     1564    49400 SH       SOLE                  49400        0        0
COGNIZANT TECH SOLUTIONS CORP  COM              192446102    56772   946200 SH       SOLE                 946200        0        0
COHEN & STEERS INC             COM              19247A100     1160    33600 SH       SOLE                  33600        0        0
COHERENT INC.                  COM              192479103     1113    25700 SH       SOLE                  25700        0        0
COINSTAR INC                   COM              19259P300      611     8900 SH       SOLE                   8900        0        0
COLEMAN CABLE INC              COM              193459302      328    37800 SH       SOLE                  37800        0        0
COLGATE PALMOLIVE              COM              194162103    85166   818117 SH       SOLE                 818117        0        0
COLLECTIVE BRANDS INC          COM              19421W100     1502    70100 SH       SOLE                  70100        0        0
COLONIAL PROPERTIES            REIT             195872106     3841   173466 SH       SOLE                 173466        0        0
COLONY FINANCIAL INC           REIT             19624R106      362    20900 SH       SOLE                  20900        0        0
COMCAST CORP - CL A            COM              20030N101   120946  3783096 SH       SOLE                3783096        0        0
COMCAST CP CL A SPL            COM              20030N200      603    19191 SH       SOLE                  19191        0        0
COMFORT SYS USA INC            COM              199908104      971    96900 SH       SOLE                  96900        0        0
COMMONWEALTH REIT              REIT             203233101     1413    73902 SH       SOLE                  73902        0        0
COMMUNITY TR BANCORP           COM              204149108      526    15700 SH       SOLE                  15700        0        0
COMMVAULT SYSTEMS INC          COM              204166102    13082   263900 SH       SOLE                 263900        0        0
COMP DE SANEAMENTO ADR         COM              20441A102    18206   240000 SH       SOLE                 240000        0        0
COMPANHIA DE BEBIDAS ADR       COM              20441W203     4129   107710 SH       SOLE                 107710        0        0
COMPANIA DE MINAS ADR          COM              204448104    10786   284000 SH       SOLE                 284000        0        0
COMPUTER SCIENCES              COM              205363104       97     3900 SH       SOLE                   3900        0        0
COMPUTER TASK GROUP INC.       COM              205477102      979    65300 SH       SOLE                  65300        0        0
COMSCORE INC                   COM              20564W105      532    32300 SH       SOLE                  32300        0        0
COMVERSE TECHNOLOGY INC.       COM              205862402      100    17200 SH       SOLE                  17200        0        0
CONAGRA FOODS INC.             COM              205887102    26086  1006000 SH       SOLE                1006000        0        0
CONCEPTUS INC                  COM              206016107      634    32000 SH       SOLE                  32000        0        0
CONCHO RESOURCES INC           COM              20605P101    65951   774800 SH       SOLE                 774800        0        0
CONCUR TECHNOLOGIES INC        COM              206708109        0        0 SH       SOLE                      0        0        0
CONMED CORPORATION             COM              207410101     1209    43700 SH       SOLE                  43700        0        0
CONOCOPHILLIPS                 COM              20825C104    65558  1173200 SH       SOLE                1173200        0        0
CONSOL ENERGY INC.             COM              20854P109      132     4378 SH       SOLE                   4378        0        0
CONSOLIDATED EDISON INC.       COM              209115104    13995   225030 SH       SOLE                 225030        0        0
CONSOLIDATED GRAPHICS INC.     COM              209341106      901    31000 SH       SOLE                  31000        0        0
CONSTANT CONTACT INC           COM              210313102     1021    57100 SH       SOLE                  57100        0        0
CONTANGO OIL & GAS             COM              21075N204     1237    20900 SH       SOLE                  20900        0        0
CONTINENTAL RESOURCES INC/OK   COM              212015101     5363    80500 SH       SOLE                  80500        0        0
CONVERGYS CORPORATION          COM              212485106      874    59200 SH       SOLE                  59200        0        0
COOPER INDUSTRIES PLC          COM              G24140108    12674   185896 SH       SOLE                 185896        0        0
COOPER TIRE & RUBBER           COM              216831107     1442    82200 SH       SOLE                  82200        0        0
COPA HOLDINGS SA-CLASS A       COM              P31076105      388     4700 SH       SOLE                   4700        0        0
COPEL ADR                      COM              20441B407     4163   192000 SH       SOLE                 192000        0        0
CORE LABORATORIES N.V.         COM              N22717107    62307   537590 SH       SOLE                 537590        0        0
CORE-MARK HOLDING COMPANY, INC COM              218681104      607    12600 SH       SOLE                  12600        0        0
CORESITE REALTY CORP           REIT             21870Q105     2209    85567 SH       SOLE                  85567        0        0
CORINTHIAN COLLEGES INC        COM              218868107      945   326900 SH       SOLE                 326900        0        0
CORNERSTONE ONDEMAND INC       COM              21925Y103     1181    49600 SH       SOLE                  49600        0        0
CORNERSTONE THERAPEUTICS INC   COM              21924P103      553    87300 SH       SOLE                  87300        0        0
CORNING INC                    COM              219350105    48085  3718900 SH       SOLE                3718900        0        0
CORONADO BIOSCIENCES INC       COM              21976U109       43     8600 SH       SOLE                   8600        0        0
CORPORATE EXECUTIVE BOARD CO   COM              21988R102     1602    39200 SH       SOLE                  39200        0        0
CORPORATE OFFICE PROPERTY      REIT             22002T108     3634   154568 SH       SOLE                 154568        0        0
CORVEL CORP                    COM              221006109      470     9600 SH       SOLE                   9600        0        0
COSTAR GROUP INC               COM              22160N109      641     7900 SH       SOLE                   7900        0        0
COSTCO WHOLESALE CORP.         COM              22160K105    31635   333000 SH       SOLE                 333000        0        0
COURIER CORP                   COM              222660102      464    35000 SH       SOLE                  35000        0        0
COUSINS PROPERTIES INC         REIT             222795106     2283   294620 SH       SOLE                 294620        0        0
COVANTA HOLDING CORP.          COM              22282E102    34300  2000000 SH       SOLE                2000000        0        0
COVENTRY HEALTH CARE INC.      COM              222862104     1914    60200 SH       SOLE                  60200        0        0
COVIDIEN PLC                   COM              G2554F113    48869   913443 SH       SOLE                 913443        0        0
CRA INTERNATIONAL INC          COM              12618T105      118     8000 SH       SOLE                   8000        0        0
CRACKER BARREL OLD COUNTRY STO COM              22410J106     1507    24000 SH       SOLE                  24000        0        0
CRAWFORD & CO                  COM              224633107      536   131000 SH       SOLE                 131000        0        0
CRAY INC                       COM              225223304     1029    85200 SH       SOLE                  85200        0        0
CREDICORP LTD                  ICOM             G2519Y108     6294    50000 SH       SOLE                  50000        0        0
CREDIT ACCEP CORP MI           COM              225310101      211     2500 SH       SOLE                   2500        0        0
CREDO PETROLEUM CORP           COM              225439207      158    10900 SH       SOLE                  10900        0        0
CREE INC                       COM              225447101    25670  1000000 SH       SOLE                1000000        0        0
CRESUD S.A. ADR                ICOM             226406106      755   105300 SH       SOLE                 105300        0        0
CREXUS INVESTMENT CORP         REIT             226553105      434    42700 SH       SOLE                  42700        0        0
CROCS INC                      COM              227046109      213    13200 SH       SOLE                  13200        0        0
CROSS COUNTRY INC              COM              227483104      172    39300 SH       SOLE                  39300        0        0
CROSSTEX ENERGY INC            COM              22765Y104     1072    76600 SH       SOLE                  76600        0        0
CROWN HOLDINGS INC             COM              228368106    51045  1480000 SH       SOLE                1480000        0        0
CROWN MEDIA HLDGS IN           COM              228411104       39    22200 SH       SOLE                  22200        0        0
CRYOLIFE INC                   COM              228903100      663   126700 SH       SOLE                 126700        0        0
CSS INDS INC                   COM              125906107      828    40300 SH       SOLE                  40300        0        0
CSX CORP.                      COM              126408103    21159   946300 SH       SOLE                 946300        0        0
CTRIP.COM INTERNATIONAL-ADR    COM              22943F100     1097    65437 SH       SOLE                  65437        0        0
CUBESMART                      REIT             229663109     6117   524200 SH       SOLE                 524200        0        0
CUBISTS PHARMACEUTICALS        COM              229678107     2199    58000 SH       SOLE                  58000        0        0
CUMMINS INC.                   COM              231021106    51265   529000 SH       SOLE                 529000        0        0
CURIS INC                      COM              231269101      137    25300 SH       SOLE                  25300        0        0
CURTISS-WRIGHT CORP.           COM              231561101      310    10000 SH       SOLE                  10000        0        0
CVR ENERGY INC                 COM              12662P108     1053    39600 SH       SOLE                  39600        0        0
CVS/CAREMARK CORP              COM              126650100    66186  1416358 SH       SOLE                1416358        0        0
CYBERONICS INC                 COM              23251P102     1497    33300 SH       SOLE                  33300        0        0
CYMER INC.                     COM              232572107     1886    32000 SH       SOLE                  32000        0        0
CYNOSURE INC - CLASS A         COM              232577205      924    43700 SH       SOLE                  43700        0        0
CYS INVESTMENTS INC            REIT             12673A108     1019    74000 SH       SOLE                  74000        0        0
DANA HOLDING CORP              COM              235825205     1939   151400 SH       SOLE                 151400        0        0
DANAHER CORP                   COM              235851102    92900  1783800 SH       SOLE                1783800        0        0
DARDEN RESTAURANTS INC         COM              237194105     7650   151100 SH       SOLE                 151100        0        0
DARLING INTERNATIONAL INC      COM              237266101      435    26400 SH       SOLE                  26400        0        0
DAVITA INC.                    COM              23918K108    16401   167000 SH       SOLE                 167000        0        0
DCT INDUSTRIAL TRUST INC       REIT             233153105     4162   660666 SH       SOLE                 660666        0        0
DDR CORP.                      REIT             23317H102     6954   474987 SH       SOLE                 474987        0        0
DEALERTRACK HOLDINGS INC       COM              242309102       51     1700 SH       SOLE                   1700        0        0
DEERE & CO.                    COM              244199105    24633   304600 SH       SOLE                 304600        0        0
DELEK US HLDGS INC             COM              246647101      953    54200 SH       SOLE                  54200        0        0
DELL INC                       COM              24702R101    26519  2118100 SH       SOLE                2118100        0        0
DELPHI AUTOMOTIVE PLC          COM              G27823106     1302    51073 SH       SOLE                  51073        0        0
DELTA AIR LINES INC            COM              247361702    34198  3123100 SH       SOLE                3123100        0        0
DELUXE CORP.                   COM              248019101     1549    62100 SH       SOLE                  62100        0        0
DEMANDWARE INC                 COM              24802Y105       99     4200 SH       SOLE                   4200        0        0
DENDREON CORP                  COM              24823Q107       28     3800 SH       SOLE                   3800        0        0
DEPOMED INC                    COM              249908104      284    50000 SH       SOLE                  50000        0        0
DESTINATION MATERNITY CORP     COM              25065D100      892    41300 SH       SOLE                  41300        0        0
DEVON ENERGY CORPORATION       COM              25179M103    53386   920600 SH       SOLE                 920600        0        0
DEVRY INC.                     COM              251893103     7742   250000 SH       SOLE                 250000        0        0
DIAGEO PLC - SPONSORED ADR     COM              25243Q205     1972    19130 SH       SOLE                  19130        0        0
DIAL GLOBAL INC                COM              25247X107       11     3200 SH       SOLE                   3200        0        0
DIAMOND HILL INVESTMENT GRP    COM              25264R207      900    11500 SH       SOLE                  11500        0        0
DIAMOND OFFSHORE DRILLING      COM              25271C102     6977   118000 SH       SOLE                 118000        0        0
DIAMONDROCK HOSPITALITY        REIT             252784301     7518   737016 SH       SOLE                 737016        0        0
DICE HOLDINGS INC              COM              253017107      987   105100 SH       SOLE                 105100        0        0
DICKS SPORTING GOODS INC       COM              253393102    45120   940000 SH       SOLE                 940000        0        0
DIGI INTERNATIONAL INC         COM              253798102       68     6600 SH       SOLE                   6600        0        0
DIGIMARC CORPORATION           COM              25381B101      790    30800 SH       SOLE                  30800        0        0
DIGITAL REALTY TRUST INC       REIT             253868103   110020  1465568 SH       SOLE                1465568        0        0
DIGITAL RIVER INC              COM              25388B104        2      100 SH       SOLE                    100        0        0
DILLARDS INC. CL-A             COM              254067101     5648    88700 SH       SOLE                  88700        0        0
DIRECTV                        COM              25490A101    66361  1359300 SH       SOLE                1359300        0        0
DISCOVER FINANCIAL             COM              254709108    29926   865400 SH       SOLE                 865400        0        0
DISCOVERY COMMUNICATIONS-A     COM              25470F104      111     2048 SH       SOLE                   2048        0        0
DISCOVERY COMMUNICATIONS-C     COM              25470F302      394     7868 SH       SOLE                   7868        0        0
DISNEY (WALT) CO.              COM              254687106    67712  1396122 SH       SOLE                1396122        0        0
DOCTOR REDDY'S LAB - ADR       COM              256135203     6648   224000 SH       SOLE                 224000        0        0
DOLLAR GENERAL CORP.           COM              256677105      280     5151 SH       SOLE                   5151        0        0
DOLLAR THRIFTY AUTOMOTIVE GROU COM              256743105      753     9300 SH       SOLE                   9300        0        0
DOLLAR TREE, INC               COM              256746108      101     1874 SH       SOLE                   1874        0        0
DOMINION RESOURCES INC-VA      COM              25746U109    23630   437600 SH       SOLE                 437600        0        0
DOMINO'S PIZZA INC             COM              25754A201      402    13000 SH       SOLE                  13000        0        0
DOMTAR CORP                    COM              257559203     6352    82800 SH       SOLE                  82800        0        0
DONNELLEY (R.R.) & SONS CO.    COM              257867101     3269   277700 SH       SOLE                 277700        0        0
DORMAN PRODUCTS INC            COM              258278100      886    35300 SH       SOLE                  35300        0        0
DOUGLAS EMMETT INC             REIT             25960P109     7223   312700 SH       SOLE                 312700        0        0
DOW CHEMICAL CO                COM              260543103    44894  1425200 SH       SOLE                1425200        0        0
DR PEPPER SNAPPLE GROUP        COM              26138E109    14175   324000 SH       SOLE                 324000        0        0
DREW INDS INC                  COM              26168L205      111     4000 SH       SOLE                   4000        0        0
DRIL-QUIP INC                  COM              262037104      931    14200 SH       SOLE                  14200        0        0
DTE ENERGY COMPANY             COM              233331107     7594   128000 SH       SOLE                 128000        0        0
DUFF & PHELPS CORP-CL A        COM              26433B107      856    59000 SH       SOLE                  59000        0        0
DUKE RE CORPORATION            REIT             264411505     7720   527325 SH       SOLE                 527325        0        0
DUN & BRADSTREET CORP          COM              26483E100      434     6100 SH       SOLE                   6100        0        0
DUNKIN' BRANDS GROUP INC       COM              265504100      127     3700 SH       SOLE                   3700        0        0
DUPONT FABROS TECHNOLOGY       REIT             26613Q106     5776   202232 SH       SOLE                 202232        0        0
DUSA PHARMACEUTICALS INC       COM              266898105       64    12300 SH       SOLE                  12300        0        0
DYCOM INDUSTRIES INC.          COM              267475101     1038    55800 SH       SOLE                  55800        0        0
DYNAVOX INC-CLASS A            COM              26817F104        0        0 SH       SOLE                      0        0        0
DYNEX CAPITAL INC              REIT             26817Q506      356    34300 SH       SOLE                  34300        0        0
E I DUPONT DE NEM.             COM              263534109    39955   790100 SH       SOLE                 790100        0        0
EAGLE MATERIALS INC            COM              26969P108      254     6800 SH       SOLE                   6800        0        0
EAST WEST BANCORP INC.         COM              27579R104    31319  1335000 SH       SOLE                1335000        0        0
EASTGROUP PROPERTY INC         REIT             277276101     4344    81503 SH       SOLE                  81503        0        0
EASTMAN CHEMICAL CO.           COM              277432100       10      200 SH       SOLE                    200        0        0
EASYLINK SERVICES INTL-CL A    COM              277858106      161    22300 SH       SOLE                  22300        0        0
EATON CORP.                    COM              278058102       48     1200 SH       SOLE                   1200        0        0
EBAY INC                       COM              278642103    37799   899752 SH       SOLE                 899752        0        0
EBIX INC                       COM              278715206     1155    57900 SH       SOLE                  57900        0        0
ECOLAB INC                     COM              278865100    13644   199100 SH       SOLE                 199100        0        0
EDELMAN FINANCIAL GROUP INC    COM              27943Q105      185    21300 SH       SOLE                  21300        0        0
EDISON INTERNATIONAL           COM              281020107    11781   255000 SH       SOLE                 255000        0        0
EDUCATION MANAGEMENT CORP      COM              28140M103     3475   500000 SH       SOLE                 500000        0        0
EDUCATION REALTY TRUST INC     REIT             28140H104     3482   314230 SH       SOLE                 314230        0        0
EDWARDS LIFESCIENCES           COM              28176E108    23759   230000 SH       SOLE                 230000        0        0
EHEALTH INC                    COM              28238P109      931    57800 SH       SOLE                  57800        0        0
EL PASO ELECTRIC COMPANY       COM              283677854      116     3500 SH       SOLE                   3500        0        0
ELECTRO RENT CORP              COM              285218103      961    59200 SH       SOLE                  59200        0        0
ELECTRO SCIENTIFIC INDS INC.   COM              285229100      157    13300 SH       SOLE                  13300        0        0
ELECTRONICS FOR IMAGING        COM              286082102     1216    74800 SH       SOLE                  74800        0        0
ELI LILLY & COMPANY            COM              532457108    55186  1286079 SH       SOLE                1286079        0        0
ELLIE MAE INC                  COM              28849P100     1021    56700 SH       SOLE                  56700        0        0
EMBOTELLADORA ANDINA-ADR B     COM              29081P303     1384    42844 SH       SOLE                  42844        0        0
EMC CORP                       COM              268648102   105506  4116500 SH       SOLE                4116500        0        0
EMCOR GROUP INC                COM              29084Q100     1886    67800 SH       SOLE                  67800        0        0
EMERGENT BIOSOLUTIONS INC      COM              29089Q105      941    62100 SH       SOLE                  62100        0        0
EMERSON ELECTRIC CO            COM              291011104    42937   921800 SH       SOLE                 921800        0        0
EMPLOYERS HOLDINGS INC         COM              292218104     1104    61200 SH       SOLE                  61200        0        0
EMPRESAS NACIONAL ADR          COM              29244T101     4082    80000 SH       SOLE                  80000        0        0
EMULEX CORP                    COM              292475209      198    27500 SH       SOLE                  27500        0        0
ENDOLOGIX INC                  COM              29266S106      188    12200 SH       SOLE                  12200        0        0
ENDURANCE SPECIALTY HOLDINGS   COM              G30397106     7664   200000 SH       SOLE                 200000        0        0
ENERGY PARTNERS LTD            COM              29270U303     1012    59900 SH       SOLE                  59900        0        0
ENERGY XXI BERMUDA             COM              G10082140     2347    75000 SH       SOLE                  75000        0        0
ENERGYSOLUTIONS INC            COM              292756202      614   363200 SH       SOLE                 363200        0        0
ENERSIS SA ADR (RE             COM              29274F104     1795    96000 SH       SOLE                  96000        0        0
ENERSYS                        COM              29275Y102     1648    47000 SH       SOLE                  47000        0        0
ENSTAR GROUP INC               COM              G3075P101     1227    12400 SH       SOLE                  12400        0        0
ENTEGRIS INC                   COM              29362U104     1513   177200 SH       SOLE                 177200        0        0
ENTERTAINMENT PPTYS            REIT             29380T105     3733    90800 SH       SOLE                  90800        0        0
ENTRAVISION COMMUNIC           COM              29382R107     3146  2600000 SH       SOLE                2600000        0        0
EOG RESOURCES INC              COM              26875P101    39295   436075 SH       SOLE                 436075        0        0
EPAM SYSTEMS INC               COM              29414B104       53     3100 SH       SOLE                   3100        0        0
EPLUS INC                      COM              294268107      763    23600 SH       SOLE                  23600        0        0
EPOCH HOLDING CORP             COM              29428R103      927    40700 SH       SOLE                  40700        0        0
EQUIFAX INC                    COM              294429105       14      300 SH       SOLE                    300        0        0
EQUINIX INC.                   COM              29444U502       75      429 SH       SOLE                    429        0        0
EQUITY LIFESTYLE PROPERTIES IN REIT             29472R108     9373   135900 SH       SOLE                 135900        0        0
EQUITY ONE INC                 REIT             294752100     3968   187189 SH       SOLE                 187189        0        0
EQUITY RESIDENTIAL PROP        REIT             29476L107    62462  1001637 SH       SOLE                1001637        0        0
ESSEX PROPERTY TRUST INC.      REIT             297178105    12390    80498 SH       SOLE                  80498        0        0
ESTEE LAUDER CO.               COM              518439104    18650   344600 SH       SOLE                 344600        0        0
ESTERLINE TECHNOLOGIES CORP    COM              297425100      511     8200 SH       SOLE                   8200        0        0
ETHAN ALLEN INTERIORS INC.     COM              297602104      604    30300 SH       SOLE                  30300        0        0
EUROSEAS LTD                   COM              Y23592200        0        0 SH       SOLE                      0        0        0
EVEREST RE GROUP LTD.          COM              G3223R108     3940    38071 SH       SOLE                  38071        0        0
EVOLUTION PETROLEUM CORP       COM              30049A107      793    95100 SH       SOLE                  95100        0        0
EXCEL TRUST INC                COM              30068C109      256    21400 SH       SOLE                  21400        0        0
EXCO RESOURCES INC             COM              269279402    37381  4925000 SH       SOLE                4925000        0        0
EXELIS INC                     COM              30162A108      263    26700 SH       SOLE                  26700        0        0
EXELON CORP                    COM              30161N101    38666  1027800 SH       SOLE                1027800        0        0
EXIDE TECHNOLOGIES             COM              302051206      570   169600 SH       SOLE                 169600        0        0
EXLSERVICE HOLDINGS INC        COM              302081104     2736   111027 SH       SOLE                 111027        0        0
EXPEDIA INC                    COM              30212P303    15838   329487 SH       SOLE                 329487        0        0
EXPEDITORS INT'L. WASH INC.    COM              302130109     1197    30900 SH       SOLE                  30900        0        0
EXPONENT INC                   COM              30214U102     1046    19800 SH       SOLE                  19800        0        0
EXPRESS INC                    COM              30219E103      316    17400 SH       SOLE                  17400        0        0
EXTERRAN HOLDINGS INC          COM              30225X103      660    51800 SH       SOLE                  51800        0        0
EXTRA SPACE STORAGE INC        REIT             30225T102     8834   288700 SH       SOLE                 288700        0        0
EXXON MOBIL CORPORATION        COM              30231G102   538440  6292397 SH       SOLE                6292397        0        0
F5 NETWORKS INC                COM              315616102    35862   360200 SH       SOLE                 360200        0        0
FACTSET RESEARCH SYSTEMS INC.  COM              303075105    24164   260000 SH       SOLE                 260000        0        0
FAIR ISAAC INC.                COM              303250104     1645    38900 SH       SOLE                  38900        0        0
FAIRPOINT COMMUNICATIONS INC   COM              305560302       93    15100 SH       SOLE                  15100        0        0
FALCONSTOR SOFTWARE            COM              306137100      359   137700 SH       SOLE                 137700        0        0
FARMER BROS CO                 COM              307675108      382    48000 SH       SOLE                  48000        0        0
FARO TECHNOLOGIES INC          COM              311642102     1094    26000 SH       SOLE                  26000        0        0
FASTENAL CO                    COM              311900104     3023    75000 SH       SOLE                  75000        0        0
FBL FINANCIAL GROUP INC.-CL A  COM              30239F106        0        0 SH       SOLE                      0        0        0
FEDERAL MOGUL CORP-CL A        COM              313549404    10725   975000 SH       SOLE                 975000        0        0
FEDERAL REALTY INV.            REIT             313747206    17803   171030 SH       SOLE                 171030        0        0
FEDEX CORPORATION              COM              31428X106    64787   707200 SH       SOLE                 707200        0        0
FEI COMPANY                    COM              30241L109      641    13400 SH       SOLE                  13400        0        0
FELCOR LODGING TRUST           REIT             31430F101      372    79100 SH       SOLE                  79100        0        0
FEMALE HEALTH COMPANY          COM              314462102      164    28000 SH       SOLE                  28000        0        0
FERRO CORP                     COM              315405100     1028   214100 SH       SOLE                 214100        0        0
FIBRIA CELULOSE                COM              31573A109      682    91000 SH       SOLE                  91000        0        0
FIDELITY NATIONAL INFORMATION  COM              31620M106      724    21232 SH       SOLE                  21232        0        0
FIFTH THIRD BANCORP            COM              316773100    40887  3051300 SH       SOLE                3051300        0        0
FINANCIAL ENGINES INC          REIT             317485100     1317    61400 SH       SOLE                  61400        0        0
FINANCIAL INSTNS INC           COM              317585404       17     1000 SH       SOLE                   1000        0        0
FINISAR CORPORATION            COM              31787A507       87     5800 SH       SOLE                   5800        0        0
FIRST AMERICAN FINANCIAL       COM              31847R102      434    25600 SH       SOLE                  25600        0        0
FIRST BANCORP INC/ME           COM              31866P102      340    20000 SH       SOLE                  20000        0        0
FIRST BANCORP N C              COM              318910106      597    67100 SH       SOLE                  67100        0        0
FIRST CALIF FINL GROUP INC     COM              319395109      646    93900 SH       SOLE                  93900        0        0
FIRST CASH FINANCIAL SERVICES  COM              31942D107     9713   241800 SH       SOLE                 241800        0        0
FIRST CMNTY BANCSHAR           COM              31983A103      929    64400 SH       SOLE                  64400        0        0
FIRST COMWLTH FINL C           COM              319829107      725   107700 SH       SOLE                 107700        0        0
FIRST CONNECTICUT BANCORP INC  COM              319850103      105     7800 SH       SOLE                   7800        0        0
FIRST CTZNS BANCSHS            COM              31946M103     3733    22400 SH       SOLE                  22400        0        0
FIRST ENERGY CORP.             COM              337932107    15756   320300 SH       SOLE                 320300        0        0
FIRST FINANCIAL NORTHWEST      COM              32022K102       36     4400 SH       SOLE                   4400        0        0
FIRST FINL CORP IND            COM              320218100      937    32300 SH       SOLE                  32300        0        0
FIRST INDUSTRIAL RE            REIT             32054K103     2173   172172 SH       SOLE                 172172        0        0
FIRST INTERSTATE BANCSYS/MT    COM              32055Y201      871    61200 SH       SOLE                  61200        0        0
FIRST MERCHANTS CORP           COM              320817109      972    78000 SH       SOLE                  78000        0        0
FIRST MIDWEST BANCORP INC.     COM              320867104     1282   116800 SH       SOLE                 116800        0        0
FIRST POTOMAC REALTY TRUST     REIT             33610F109      857    72833 SH       SOLE                  72833        0        0
FIRSTHAND TECHNOLOGY VALUE FUN COM              33766Y100       97     5500 SH       SOLE                   5500        0        0
FIRSTMERIT CORPORATION         COM              337915102      463    28000 SH       SOLE                  28000        0        0
FISERV INC. WISCONSIN          COM              337738108      325     4500 SH       SOLE                   4500        0        0
FIVE STAR QUALITY CARE         COM              33832D106      563   183500 SH       SOLE                 183500        0        0
FLEETCOR TECH INC              COM              339041105      343     9800 SH       SOLE                   9800        0        0
FLOTEK INDUSTRIES INC          COM              343389102       30     3200 SH       SOLE                   3200        0        0
FLOWSERVE CORP.                COM              34354P105    13871   120880 SH       SOLE                 120880        0        0
FLUOR CORP                     COM              343412102      849    17200 SH       SOLE                  17200        0        0
FMC CORP.                      COM              302491303    62936  1176806 SH       SOLE                1176806        0        0
FMC TECHNOLOGIES INC           COM              30249U101    71861  1831788 SH       SOLE                1831788        0        0
FNB CORP                       COM              302520101      225    20700 SH       SOLE                  20700        0        0
FNB UNITED CORP                COM              302519202       74     5700 SH       SOLE                   5700        0        0
FOCUS MEADIA HOLDING USD 0.000 ICOM             34415V109     3663   156000 SH       SOLE                 156000        0        0
FOMENTO ECON ADR               COM              344419106    29041   325387 SH       SOLE                 325387        0        0
FOOT LOCKER INC                COM              344849104      190     6200 SH       SOLE                   6200        0        0
FORD MOTOR COMPANY             COM              345370860    52883  5514370 SH       SOLE                5514370        0        0
FOREST LABORATORIES INC.       COM              345838106      423    12101 SH       SOLE                  12101        0        0
FORRESTER RESEARCH INC         COM              346563109     1033    30500 SH       SOLE                  30500        0        0
FORTEGRA FINANCIAL CORP        COM              34954W104       74     9200 SH       SOLE                   9200        0        0
FOSSIL INC.                    COM              349882100    11481   150000 SH       SOLE                 150000        0        0
FOSTER L B CO                  COM              350060109      260     9100 SH       SOLE                   9100        0        0
FRANKLIN ELEC INC              COM              353514102       15      300 SH       SOLE                    300        0        0
FRANKLIN RESOURCES INC         COM              354613101    21266   191600 SH       SOLE                 191600        0        0
FRANKLIN STREET PPTYS CO       REIT             35471R106     1670   157825 SH       SOLE                 157825        0        0
FRED'S INC                     COM              356108100     1096    71700 SH       SOLE                  71700        0        0
FREEPORT MCMORAN CLASS B       COM              35671D857    48015  1409310 SH       SOLE                1409310        0        0
FREESCALE SEMICONDUCTOR HOLDIN COM              G3727Q101       65     6300 SH       SOLE                   6300        0        0
FREIGHTCAR AMERICA INC         COM              357023100      331    14400 SH       SOLE                  14400        0        0
FRESENIUS MEDICAL CARE-ADR     COM              358029106      948    13423 SH       SOLE                  13423        0        0
FRESH DEL MONTE PRODUCE INC    COM              G36738105       23     1000 SH       SOLE                   1000        0        0
FTI CONSULTING INC             COM              302941109       60     2100 SH       SOLE                   2100        0        0
FULLER H B CO                  COM              359694106     1701    55400 SH       SOLE                  55400        0        0
FULTON FINANCIAL CORP          COM              360271100    12987  1300000 SH       SOLE                1300000        0        0
FURIEX PHARMACEUTICALS         COM              36106P101      804    38400 SH       SOLE                  38400        0        0
FX ALLIANCE INC                COM              361202104      749    47700 SH       SOLE                  47700        0        0
G & K SERV. CL-A               COM              361268105      134     4300 SH       SOLE                   4300        0        0
GAIN CAPITAL HOLDINGS INC      COM              36268W100      304    61000 SH       SOLE                  61000        0        0
GALLAGHER (ARTHUR) J & CO.     COM              363576109    42400  1209000 SH       SOLE                1209000        0        0
GAMESTOP CORP.                 COM              36467W109     9889   538600 SH       SOLE                 538600        0        0
GANNETT INC                    COM              364730101       32     2200 SH       SOLE                   2200        0        0
GAP INC                        COM              364760108     2000    73100 SH       SOLE                  73100        0        0
GARTNER INC                    COM              366651107    19588   455000 SH       SOLE                 455000        0        0
GAYLORD ENTMT CO               COM              367905106       46     1200 SH       SOLE                   1200        0        0
GENCO SHIPPING & TRADING LTD   COM              Y2685T107        0        0 SH       SOLE                      0        0        0
GENERAL COMMUNICATION          COM              369385109      944   113600 SH       SOLE                 113600        0        0
GENERAL DYNAMICS CORP.         COM              369550108    16505   250226 SH       SOLE                 250226        0        0
GENERAL ELECTRIC CO            COM              369604103   327895 15733927 SH       SOLE               15733927        0        0
GENERAL GROWTH PROP            REIT             370023103    16471   910476 SH       SOLE                 910476        0        0
GENERAL MILLS INC              COM              370334104    19104   495700 SH       SOLE                 495700        0        0
GENERAL MOTORS CO              COM              37045V100    28748  1457800 SH       SOLE                1457800        0        0
GENESCO INC.                   COM              371532102     1630    27100 SH       SOLE                  27100        0        0
GENESEE & WYO INC              COM              371559105    10684   202200 SH       SOLE                 202200        0        0
GENIE ENERGY LTD-B             COM              372284208       70     9000 SH       SOLE                   9000        0        0
GENOMIC HEALTH INC             COM              37244C101     1045    31300 SH       SOLE                  31300        0        0
GENON ENERGY INC               COM              37244E107      725   423800 SH       SOLE                 423800        0        0
GENTEX CORP.                   COM              371901109      432    20700 SH       SOLE                  20700        0        0
GENTIVA HEALTH SERVICES        COM              37247A102      810   116900 SH       SOLE                 116900        0        0
GENUINE PARTS CO               COM              372460105    32174   534000 SH       SOLE                 534000        0        0
GEORESOURCES INC               COM              372476101     1186    32400 SH       SOLE                  32400        0        0
GEORGIA GULF CORP              COM              373200302     1273    49600 SH       SOLE                  49600        0        0
GERDAU SA SIDERURG SPONS ADR E COM              373737105      706    80600 SH       SOLE                  80600        0        0
GETTY RLTY CORP                REIT             374297109      312    16300 SH       SOLE                  16300        0        0
GIBRALTAR INDUSTRIES INC       COM              374689107      599    57700 SH       SOLE                  57700        0        0
GILEAD SCIENCES INC.           COM              375558103   108175  2109500 SH       SOLE                2109500        0        0
GLADSTONE COMMERCIAL CORP      REIT             376536108      117     7000 SH       SOLE                   7000        0        0
GLADSTONE INVESTMENT CORP      COM              376546107      824   111500 SH       SOLE                 111500        0        0
GLIMCHER REALTY TRUST          REIT             379302102     3511   343573 SH       SOLE                 343573        0        0
GLOBAL CASH ACCESS INC         COM              378967103      179    24800 SH       SOLE                  24800        0        0
GLOBAL SOURCES LIMITED         COM              G39300101      606    91800 SH       SOLE                  91800        0        0
GLU MOBILE INC                 COM              379890106      163    29346 SH       SOLE                  29346        0        0
GOLD FIELDS LTD-SPONS ADR      COM              38059T106      154    12000 SH       SOLE                  12000        0        0
GOLD RESOURCE CORP             COM              38068T105     1159    44600 SH       SOLE                  44600        0        0
GOLDMAN SACHS GROUP INC        COM              38141G104    66306   691700 SH       SOLE                 691700        0        0
GOODRICH CORP.                 COM              382388106      433     3411 SH       SOLE                   3411        0        0
GOODYEAR T & R                 COM              382550101    50905  4310300 SH       SOLE                4310300        0        0
GOOGLE INC - CL A              COM              38259P508   181968   313700 SH       SOLE                 313700        0        0
GOVERNMENT PROPERTIES INCOME   REIT             38376A103      534    23600 SH       SOLE                  23600        0        0
GRACE W.R. & COMPANY           COM              38388F108     5691   112800 SH       SOLE                 112800        0        0
GRACO INC.                     COM              384109104     1318    28600 SH       SOLE                  28600        0        0
GRAINGER W W INC               COM              384802104    10556    55200 SH       SOLE                  55200        0        0
GRAMERCY CAPITAL CORP          REIT             384871109       73    29300 SH       SOLE                  29300        0        0
GRAND CANYON EDUCATION INC     COM              38526M106     1332    63600 SH       SOLE                  63600        0        0
GREAT LAKES DREDGE & DOCK CO   COM              390607109      414    58200 SH       SOLE                  58200        0        0
GREAT SOUTHN BANCORP           COM              390905107      339    12276 SH       SOLE                  12276        0        0
GREEN MTN COFFEE ROA           COM              393122106       24     1100 SH       SOLE                   1100        0        0
GREEN PLAINS RENEWABLE ENERGY  COM              393222104      683   109400 SH       SOLE                 109400        0        0
GREENHILL & CO INC             COM              395259104     1383    38800 SH       SOLE                  38800        0        0
GREENLIGHT CAPITAL RE LTD-A    COM              G4095J109     1174    46200 SH       SOLE                  46200        0        0
GREENWAY MEDICAL TECH INC      COM              39679B103       80     4900 SH       SOLE                   4900        0        0
GRIFFON CORPORATION            COM              398433102       75     8700 SH       SOLE                   8700        0        0
GROUP 1 AUTOMOTIVE             COM              398905109     1327    29100 SH       SOLE                  29100        0        0
GROUPON INC                    COM              399473107       62     5800 SH       SOLE                   5800        0        0
GRUPO AEROPORTUARIO DEL - ADR  COM              400506101    16968   430000 SH       SOLE                 430000        0        0
GRUPO TELEVISA GDS-ADR         COM              40049J206     5666   263797 SH       SOLE                 263797        0        0
GSE HOLDING INC                COM              36191X100       54     5100 SH       SOLE                   5100        0        0
GSV CAPITAL CORP               COM              36191J101      114    12300 SH       SOLE                  12300        0        0
GT ADVANCED TECHNOLOGIES INC   COM              36191U106     1172   222000 SH       SOLE                 222000        0        0
GUIDANCE SOFTWARE INC          COM              401692108      475    49900 SH       SOLE                  49900        0        0
GUIDEWIRE SOFTWARE INC         COM              40171V100      346    12300 SH       SOLE                  12300        0        0
GULFPORT ENERGY CORP           COM              402635304     1095    53100 SH       SOLE                  53100        0        0
GYRODYNE CO OF AMERICA INC     REIT             403820103       91      800 SH       SOLE                    800        0        0
H & R BLOCK INC.               COM              093671105      706    44200 SH       SOLE                  44200        0        0
H^E EQUIPMENT SERVICES INC     COM              404030108      729    48500 SH       SOLE                  48500        0        0
HACKET GROUP INC               COM              404609109      815   146400 SH       SOLE                 146400        0        0
HAEMONETICS CORP/MASS          COM              405024100     1927    26000 SH       SOLE                  26000        0        0
HAIN CELESTIAL GROUP           COM              405217100      572    10400 SH       SOLE                  10400        0        0
HALLADOR ENERGY CO             COM              40609P105      154    18200 SH       SOLE                  18200        0        0
HALLIBURTON COMPANY            COM              406216101    50407  1775535 SH       SOLE                1775535        0        0
HANCOCK HLDG CO                COM              410120109      740    24300 SH       SOLE                  24300        0        0
HANDY & HARMAN LTD             COM              410315105       50     3700 SH       SOLE                   3700        0        0
HANESBRANDS INC                COM              410345102    13865   500000 SH       SOLE                 500000        0        0
HANMI FINL CORP                COM              410495204        0        0 SH       SOLE                      0        0        0
HARBINGER GROUP INC            COM              41146A106      316    40600 SH       SOLE                  40600        0        0
HARLEY-DAVIDSON INC            COM              412822108     1564    34200 SH       SOLE                  34200        0        0
HARRIS CORP.                   COM              413875105     8286   198000 SH       SOLE                 198000        0        0
HARRY WINSTON DIAMOND CORP     COM              41587B100    14774  1300500 SH       SOLE                1300500        0        0
HARTFORD FINL SERVICES         COM              416515104     7493   425000 SH       SOLE                 425000        0        0
HARVARD BIOSCIENCE INC         COM              416906105      541   143500 SH       SOLE                 143500        0        0
HASBRO INC                     COM              418056107     6266   185000 SH       SOLE                 185000        0        0
HATTERAS FINANCIAL CORP        COM              41902R103      403    14100 SH       SOLE                  14100        0        0
HAVERTY FURNITURE              COM              419596101      808    72300 SH       SOLE                  72300        0        0
HAWAIIAN HOLDINGS INC          COM              419879101      988   151700 SH       SOLE                 151700        0        0
HAWAIIAN TELCOM HOLDCO INC     COM              420031106      583    29900 SH       SOLE                  29900        0        0
HCA HOLDINGS INC               COM              40412C101    30430  1000000 SH       SOLE                1000000        0        0
HCP INC                        REIT             40414L109    97152  2200500 SH       SOLE                2200500        0        0
HEALTH CARE REIT INC           REIT             42217K106    33587   576100 SH       SOLE                 576100        0        0
HEALTH MGMT ASSOCIATES CL A    COM              421933102     8046  1025000 SH       SOLE                1025000        0        0
HEALTH NET INC                 COM              42222G108     7475   308000 SH       SOLE                 308000        0        0
HEALTHCARE RLTY TR             REIT             421946104     3967   166400 SH       SOLE                 166400        0        0
HEALTHCARE SVCS GRP            COM              421906108     7405   382100 SH       SOLE                 382100        0        0
HEALTHSOUTH CORP               COM              421924309      633    27200 SH       SOLE                  27200        0        0
HEALTHSTREAM INC               COM              42222N103      829    31900 SH       SOLE                  31900        0        0
HEALTHWAYS INC.                COM              422245100      714    89500 SH       SOLE                  89500        0        0
HEARTLAND FINANCIAL USA INC    COM              42234Q102      744    31000 SH       SOLE                  31000        0        0
HEARTLAND PAYMENT SYSTEMS      COM              42235N108     1513    50300 SH       SOLE                  50300        0        0
HEARTWARE INTERNATIONAL INC    COM              422368100       89     1000 SH       SOLE                   1000        0        0
HECLA MINING CO.               COM              422704106     1458   307000 SH       SOLE                 307000        0        0
HEICO CORP                     COM              422806109      597    15100 SH       SOLE                  15100        0        0
HEIDRICK & STRUGGLES INTL      COM              422819102      824    47100 SH       SOLE                  47100        0        0
HELIX ENERGY SOLUTIONS GROUP   COM              42330P107     1866   113700 SH       SOLE                 113700        0        0
HELMERICH & PAYNE, INC         COM              423452101       92     2107 SH       SOLE                   2107        0        0
HENRY (JACK) & ASSOCIATES      COM              426281101        0        0 SH       SOLE                      0        0        0
HENRY SCHEIN INC               COM              806407102    15871   202200 SH       SOLE                 202200        0        0
HERBALIFE LTD                  COM              G4412G101    16394   339200 SH       SOLE                 339200        0        0
HERCULES TECHNOLOGY GROWTH CAP COM              427096508      359    31700 SH       SOLE                  31700        0        0
HERITAGE COMMERCE CORP         COM              426927109       86    13300 SH       SOLE                  13300        0        0
HERITAGE FINANCIAL CORP        COM              42722X106       35     2400 SH       SOLE                   2400        0        0
HERSHA HOSPITALITY TRUST       REIT             427825104     2693   510016 SH       SOLE                 510016        0        0
HERTZ GLOBAL HOLDINGS INC      COM              42805T105       38     3000 SH       SOLE                   3000        0        0
HESS CORP.                     COM              42809H107    35256   811410 SH       SOLE                 811410        0        0
HEWLETT-PACKARD CO             COM              428236103    52338  2602600 SH       SOLE                2602600        0        0
HEXCEL CORP                    COM              428291108      887    34400 SH       SOLE                  34400        0        0
HFF INC - CL A                 COM              40418F108     1015    72800 SH       SOLE                  72800        0        0
HHGREGG INC                    COM              42833L108      871    77000 SH       SOLE                  77000        0        0
HI-TECH PHARMACAL CO INC       COM              42840B101      706    21800 SH       SOLE                  21800        0        0
HIBBETT SPORTS INC.            COM              428567101      265     4600 SH       SOLE                   4600        0        0
HICKORY TECH CORP              COM              429060106      699    62900 SH       SOLE                  62900        0        0
HIGHER ONE HOLDINGS INC        COM              42983D104     1070    87600 SH       SOLE                  87600        0        0
HIGHWOODS PROP INC.            REIT             431284108     8104   240829 SH       SOLE                 240829        0        0
HILL INTERNATIONAL INC         COM              431466101       48    15000 SH       SOLE                  15000        0        0
HITTITE MICROWAVE CORP         COM              43365Y104      312     6100 SH       SOLE                   6100        0        0
HMS HOLDINGS CORP              COM              40425J101    20815   624900 SH       SOLE                 624900        0        0
HNI CORP                       COM              404251100      749    29100 SH       SOLE                  29100        0        0
HOLLYFRONTIER CORP             COM              436106108     3872   109300 SH       SOLE                 109300        0        0
HOLOGIC INC.                   COM              436440101    31498  1746000 SH       SOLE                1746000        0        0
HOME DEPOT INC.                COM              437076102    84609  1596700 SH       SOLE                1596700        0        0
HOME LOAN SERVICING SOLUTIONS  COM              G6648D109      113     8400 SH       SOLE                   8400        0        0
HOME PROPERTIES OF NY INC.     REIT             437306103     7148   116492 SH       SOLE                 116492        0        0
HOMEOWNERS CHOICE INC          COM              43741E103      891    50600 SH       SOLE                  50600        0        0
HOMESTREET INC                 COM              43785V102       90     2800 SH       SOLE                   2800        0        0
HONDA MOTOR CO LTD-SPONS ADR   COM              438128308    20796   600000 SH       SOLE                 600000        0        0
HONEYWELL INTERNATIONAL INC    COM              438516106    56743  1016179 SH       SOLE                1016179        0        0
HOOKER FURNITURE CORP          COM              439038100      353    29900 SH       SOLE                  29900        0        0
HORACE MANN EDUCATORS          COM              440327104     1143    65400 SH       SOLE                  65400        0        0
HORMEL FOODS CORP              COM              440452100    18556   610000 SH       SOLE                 610000        0        0
HORNBECK OFFSHORE SERVICES INC COM              440543106       54     1400 SH       SOLE                   1400        0        0
HOSPIRA INC                    COM              441060100       94     2681 SH       SOLE                   2681        0        0
HOSPITALITY PROPERTIES         REIT             44106M102     6241   251975 SH       SOLE                 251975        0        0
HOST HOTELS & RESORTS INC      REIT             44107P104    29104  1839687 SH       SOLE                1839687        0        0
HOT TOPIC INC                  COM              441339108      989   102100 SH       SOLE                 102100        0        0
HSN INC                        COM              404303109      278     6900 SH       SOLE                   6900        0        0
HUB GROUP INC                  COM              443320106      127     3500 SH       SOLE                   3500        0        0
HUDSON PACIFIC PROPERTIES INC. REIT             444097109     1880   107994 SH       SOLE                 107994        0        0
HUMANA INC.                    COM              444859102    14172   183012 SH       SOLE                 183012        0        0
HUNT (JB) TRANSPRT SVCS INC    COM              445658107    62753  1052909 SH       SOLE                1052909        0        0
HUNTINGTON INGALLS INDUSTRIES  COM              446413106      290     7200 SH       SOLE                   7200        0        0
HUNTSMAN CORP                  COM              447011107      270    20900 SH       SOLE                  20900        0        0
I SHARES MSCI SOUTH AFRICA     ICOM             464286780     5112    80000 SH       SOLE                  80000        0        0
I SHARES MSCI SOUTH KOREA      CTRY             464286772     9860   179900 SH       SOLE                 179900        0        0
IAC/INTERACTIVE CORP           COM              44919P508    11692   256400 SH       SOLE                 256400        0        0
IBERIABANK CORP                COM              450828108      227     4500 SH       SOLE                   4500        0        0
ICF INTERNATIONAL INC          COM              44925C103     1047    43900 SH       SOLE                  43900        0        0
ICICI BANK LTD - ADR           COM              45104G104     5510   170000 SH       SOLE                 170000        0        0
ICONIX BRAND GROUP INC         COM              451055107     1354    77500 SH       SOLE                  77500        0        0
ICU MEDICAL INC.               COM              44930G107     1153    21600 SH       SOLE                  21600        0        0
IDACORP, INC.                  COM              451107106      619    14700 SH       SOLE                  14700        0        0
IDEXX LABS INC.                COM              45168D104    23811   247700 SH       SOLE                 247700        0        0
IDT CORP-CL B                  COM              448947507      854    87100 SH       SOLE                  87100        0        0
IHS INC-CLASS A                COM              451734107    47617   442000 SH       SOLE                 442000        0        0
ILLINOIS TOOL WORKS            COM              452308109    40434   764489 SH       SOLE                 764489        0        0
ILLUMINA INC.                  COM              452327109     4262   105532 SH       SOLE                 105532        0        0
IMATION CORP                   COM              45245A107      827   139900 SH       SOLE                 139900        0        0
IMMUNOGEN INC                  COM              45253H101       37     2200 SH       SOLE                   2200        0        0
IMMUNOMEDICS INC               COM              452907108      290    81200 SH       SOLE                  81200        0        0
IMPAX LABORATORIES INC         COM              45256B101      213    10500 SH       SOLE                  10500        0        0
IMPERVA INC                    COM              45321L100      179     6200 SH       SOLE                   6200        0        0
INCYTE CORP                    COM              45337C102        0        0 SH       SOLE                      0        0        0
INDIA FUND INC.                CTRY             454089103     1271    62344 SH       SOLE                  62344        0        0
INFINITY PROPERTY & CASUALTY C COM              45665Q103      306     5300 SH       SOLE                   5300        0        0
INFORMATICA CORP.              COM              45666Q102    33888   800000 SH       SOLE                 800000        0        0
INFOSYS TECHNOLOGIES-SP ADR    COM              456788108     3301    73262 SH       SOLE                  73262        0        0
INGERSOLL-RAND PLC             COM              G47791101     1902    45100 SH       SOLE                  45100        0        0
INGLES MKTS INC                COM              457030104      854    53300 SH       SOLE                  53300        0        0
INGRAM MICRO INC CL A          COM              457153104     3359   192300 SH       SOLE                 192300        0        0
INLAND REAL ESTATE CORP        REIT             457461200     2401   286469 SH       SOLE                 286469        0        0
INNERWORKINGS INC              COM              45773Y105      183    13500 SH       SOLE                  13500        0        0
INNOPHOS HOLDINGS INC          COM              45774N108       17      300 SH       SOLE                    300        0        0
INNOSPEC INC.                  COM              45768S105     1193    40300 SH       SOLE                  40300        0        0
INSIGHT ENTERPRISES INC.       COM              45765U103     1259    74800 SH       SOLE                  74800        0        0
INSPERITY INC                  COM              45778Q107     1142    42200 SH       SOLE                  42200        0        0
INTEGRAMED AMERICA INC         COM              45810N302      253    18300 SH       SOLE                  18300        0        0
INTEGRATED DEVICE TECH INC     COM              458118106     1200   213500 SH       SOLE                 213500        0        0
INTEL CORP.                    COM              458140100   135462  5083000 SH       SOLE                5083000        0        0
INTERACTIVE INTELLIGENCE GROUP COM              45841V109      240     8500 SH       SOLE                   8500        0        0
INTERCONTINENTAL EXCHANGE INC  COM              45865V100    25156   185000 SH       SOLE                 185000        0        0
INTERDIGITAL INC               COM              45867G101      112     3800 SH       SOLE                   3800        0        0
INTERLINE BRANDS INC           COM              458743101     1218    48600 SH       SOLE                  48600        0        0
INTERMOLECULAR INC             COM              45882D109       68     8800 SH       SOLE                   8800        0        0
INTERMUNE INC                  COM              45884X103     1358   113625 SH       SOLE                 113625        0        0
INTERNATIONAL BANCSH           COM              459044103     1359    69600 SH       SOLE                  69600        0        0
INTERNATIONAL PAPER            COM              460146103      674    23306 SH       SOLE                  23306        0        0
INTERNATIONAL RECTIFIER CORP   COM              460254105      178     8900 SH       SOLE                   8900        0        0
INTERPUBLIC GROUP              COM              460690100     7595   700000 SH       SOLE                 700000        0        0
INTERSECTIONS INC              COM              460981301      892    56300 SH       SOLE                  56300        0        0
INTERSIL HOLDINGS CORP         COM              46069S109    24125  2265300 SH       SOLE                2265300        0        0
INTERXION HOLDING NV           COM              N47279109     9051   499753 SH       SOLE                 499753        0        0
INTL BUS MACH CORP             COM              459200101   274944  1405787 SH       SOLE                1405787        0        0
INTL GAME TECHNOLOGY           COM              459902102    15435   980000 SH       SOLE                 980000        0        0
INTL SHIPHOLDING CORP          COM              460321201      645    34200 SH       SOLE                  34200        0        0
INTUIT INC.                    COM              461202103    23414   394500 SH       SOLE                 394500        0        0
INTUITIVE SURGICAL INC         COM              46120E602    77924   140711 SH       SOLE                 140711        0        0
INVACARE CORP.                 COM              461203101     1028    66600 SH       SOLE                  66600        0        0
INVENSENSE INC                 COM              46123D205      262    23200 SH       SOLE                  23200        0        0
INVESCO MORTGAGE CAPITAL       REIT             46131B100     1350    73600 SH       SOLE                  73600        0        0
INVESTORS REAL ESTATE TRUST    REIT             461730103     1776   224851 SH       SOLE                 224851        0        0
IPATH S^P 500 VIX SHORT TERM F COM              06740C261    38025  2500000 SH       SOLE                2500000        0        0
IRIDIUM COMMUNICATIONS INC     COM              46269C102      994   110900 SH       SOLE                 110900        0        0
ISHARES FTSE CHINA 25 INDEX FU CTRY             464287184    22761   676000 SH       SOLE                 676000        0        0
ISHARES MSCI BRAZIL            CTRY             464286400    16162   312000 SH       SOLE                 312000        0        0
ISHARES MSCI CANADA            ICOM             464286509     3230   125000 SH       SOLE                 125000        0        0
ISHARES MSCI EAFE INDEX FUND   ICOM             464287465   103167  2065000 SH       SOLE                2065000        0        0
ISHARES MSCI EMERGING MKT      ICOM             464287234    47537  1213000 SH       SOLE                1213000        0        0
ISHARES MSCI GERMANY INDEX     ICOM             464286806     1980   100000 SH       SOLE                 100000        0        0
ISHARES MSCI TAIWAN FUND       ICOM             464286731     3669   300000 SH       SOLE                 300000        0        0
ISLE OF CAPRI CASINOS          COM              464592104      239    38800 SH       SOLE                  38800        0        0
ISTAR FINANCIAL INC.           REIT             45031U101      347    53800 SH       SOLE                  53800        0        0
ITAU UNIBANCO                  ICOM             465562106    14139  1015751 SH       SOLE                1015751        0        0
ITC HOLDINGS CORP              COM              465685105    30713   445700 SH       SOLE                 445700        0        0
ITT CORP                       COM              450911201    10806   614000 SH       SOLE                 614000        0        0
ITT EDUCATIONAL SERVICES INC   COM              45068B109     6834   112500 SH       SOLE                 112500        0        0
J & J SNACK FOODS CORP         COM              466032109       12      200 SH       SOLE                    200        0        0
J C PENNEY INC                 COM              708160106     2991   128300 SH       SOLE                 128300        0        0
J2 GLOBAL INC                  COM              48123V102     1524    57700 SH       SOLE                  57700        0        0
JABIL CIRCUIT INC              COM              466313103     5066   249200 SH       SOLE                 249200        0        0
JACOBS ENGINEERING GROUP       COM              469814107    16090   425000 SH       SOLE                 425000        0        0
JARDEN CORP                    COM              471109108    36747   874517 SH       SOLE                 874517        0        0
JAZZ PHARMACEUTICALS PLC       COM              G50871105     1301    28900 SH       SOLE                  28900        0        0
JDS UNIPHASE CORP              COM              46612J507    18700  1700000 SH       SOLE                1700000        0        0
JETBLUE AIRWAYS CORP           COM              477143101     1533   289300 SH       SOLE                 289300        0        0
JIVE SOFTWARE INC              COM              47760A108      216    10300 SH       SOLE                  10300        0        0
JM SMUCKER CO                  COM              832696405      340     4500 SH       SOLE                   4500        0        0
JOHN B. SANFILIPPO & SON INC   COM              800422107      446    25000 SH       SOLE                  25000        0        0
JOHNSON & JOHNSON              COM              478160104   178885  2647800 SH       SOLE                2647800        0        0
JOHNSON CONTROLS               COM              478366107    17158   619200 SH       SOLE                 619200        0        0
JOHNSON OUTDOORS INC - CL A    COM              479167108       54     2600 SH       SOLE                   2600        0        0
JONES LANG LASALLE I           COM              48020Q107    23715   337000 SH       SOLE                 337000        0        0
JOS. A. BANK CLOTHIERS INC.    COM              480838101    14305   336900 SH       SOLE                 336900        0        0
JOURNAL COMMUNICATIONS INC     COM              481130102      894   173300 SH       SOLE                 173300        0        0
JOY GLOBAL INC                 COM              481165108    19417   342264 SH       SOLE                 342264        0        0
JPMORGAN CHASE & CO.           COM              46625H100   200099  5600300 SH       SOLE                5600300        0        0
JUNIPER NETWORKS INC           COM              48203R104      163    10000 SH       SOLE                  10000        0        0
KADANT INC                     COM              48282T104      877    37400 SH       SOLE                  37400        0        0
KANSAS CITY SOUTHERN INDS      COM              485170302     1113    16000 SH       SOLE                  16000        0        0
KAPSTONE PAPER AND PACKAGING   COM              48562P103     1089    68700 SH       SOLE                  68700        0        0
KAYDON CORP                    COM              486587108      193     9000 SH       SOLE                   9000        0        0
KELLOGG CO.                    COM              487836108     9126   185000 SH       SOLE                 185000        0        0
KELLY SERVICES INC CL-A        COM              488152208      941    72900 SH       SOLE                  72900        0        0
KENEXA CORP                    COM              488879107      798    27500 SH       SOLE                  27500        0        0
KENNETH COLE PRODUCTIONS       COM              193294105      154    10200 SH       SOLE                  10200        0        0
KEY ENERGY SERVICES INC        COM              492914106      131    17300 SH       SOLE                  17300        0        0
KEY TRONIC CORP                COM              493144109       68     8300 SH       SOLE                   8300        0        0
KEYCORP                        COM              493267108    16477  2128800 SH       SOLE                2128800        0        0
KFORCE INC                     COM              493732101      997    74100 SH       SOLE                  74100        0        0
KILROY RE CORP                 REIT             49427F108     8889   183613 SH       SOLE                 183613        0        0
KIMBALL INTL INC               COM              494274103      882   114500 SH       SOLE                 114500        0        0
KIMBERLY-CLARK CORP            COM              494368103    25820   308229 SH       SOLE                 308229        0        0
KIMCO REALTY CORP              REIT             49446R109    16047   843236 SH       SOLE                 843236        0        0
KINDER MORGAN INC.             COM              49456B101    18797   583382 SH       SOLE                 583382        0        0
KINDRED HEALTHCARE I           COM              494580103        0        0 SH       SOLE                      0        0        0
KIRBY CORP.                    COM              497266106      363     7700 SH       SOLE                   7700        0        0
KIRKLANDS INC                  COM              497498105      249    22100 SH       SOLE                  22100        0        0
KITE REALTY GROUP TRUST        REIT             49803T102      883   176998 SH       SOLE                 176998        0        0
KLA-TENCOR CORP.               COM              482480100     1340    27200 SH       SOLE                  27200        0        0
KMG CHEMICALS INC              COM              482564101      143     7400 SH       SOLE                   7400        0        0
KNIGHT CAPITAL GROUP INC       COM              499005106      203    17000 SH       SOLE                  17000        0        0
KODIAK OIL & GAS CORP          COM              50015Q100      626    76200 SH       SOLE                  76200        0        0
KOHLS CORP                     COM              500255104    13420   295000 SH       SOLE                 295000        0        0
KOREA EQUITY FUND              CTRY             50063B104      866    96079 SH       SOLE                  96079        0        0
KOREA FUND                     CTRY             500634209     1024    28000 SH       SOLE                  28000        0        0
KOSMOS ENERGY LTD              COM              G5315B107      531    48016 SH       SOLE                  48016        0        0
KRAFT FOODS INC - A            COM              50075N104    78592  2035000 SH       SOLE                2035000        0        0
KROGER CO.                     COM              501044101    33832  1458900 SH       SOLE                1458900        0        0
KULICKE & SOFFA INDUSTRIES     COM              501242101        0        0 SH       SOLE                      0        0        0
L-3 COMMUNICATIONS HOLDINGS IN COM              502424104      222     3000 SH       SOLE                   3000        0        0
L.G.PHILIPS LCD CO LTD ADR     ICOM             50186V102     1512   160000 SH       SOLE                 160000        0        0
LA-Z-BOY INC.                  COM              505336107      493    40100 SH       SOLE                  40100        0        0
LACLEDE GROUP HLDG. CO.        COM              505597104     1290    32400 SH       SOLE                  32400        0        0
LAKELAND BANCORP INC           COM              511637100      200    19000 SH       SOLE                  19000        0        0
LAM RESEARCH CORP              COM              512807108      455    12062 SH       SOLE                  12062        0        0
LANCASTER COLONY CORP          COM              513847103     1097    15400 SH       SOLE                  15400        0        0
LANDEC CORP                    COM              514766104       45     5200 SH       SOLE                   5200        0        0
LAREDO PETROLEUM HOLDINGS INC  COM              516806106       60     2900 SH       SOLE                   2900        0        0
LAS VEGAS SANDS CORP           COM              517834107    80655  1854561 SH       SOLE                1854561        0        0
LASALLE HOTEL PROPERTIES       REIT             517942108     7025   241082 SH       SOLE                 241082        0        0
LATTICE SEMICON. CORP.         COM              518415104      794   210700 SH       SOLE                 210700        0        0
LAYNE CHRISTENSEN COMPANY      COM              521050104      312    15100 SH       SOLE                  15100        0        0
LEAP WIRELESS INTERNATIONAL IN COM              521863308     1064   165500 SH       SOLE                 165500        0        0
LEAPFROG ENTERPRISES INC       COM              52186N106     1047   102000 SH       SOLE                 102000        0        0
LEAR CORP                      COM              521865204      536    14210 SH       SOLE                  14210        0        0
LEGGETT & PLATT INC            COM              524660107     5282   250000 SH       SOLE                 250000        0        0
LEVEL 3 COMMUNICATIONS INC     COM              52729N308       33     1500 SH       SOLE                   1500        0        0
LEXICON PHARMACEUTICALS        COM              528872104        8     3400 SH       SOLE                   3400        0        0
LEXINGTON CORP PPTYS           REIT             529043101     1136   134109 SH       SOLE                 134109        0        0
LEXMARK INTERNATIONAL INC.     COM              529771107    11382   428200 SH       SOLE                 428200        0        0
LHC GROUP INC                  COM              50187A107      885    52200 SH       SOLE                  52200        0        0
LIBERTY GLOBAL INC-SERIES C    COM              530555309    22739   476218 SH       SOLE                 476218        0        0
LIBERTY INTERACTIVE CORP       COM              53071M104    30385  1708000 SH       SOLE                1708000        0        0
LIBERTY MEDIA CORP - LIBERTY C COM              530322106       96     1088 SH       SOLE                   1088        0        0
LIBERTY PROPERTY TRUST         REIT             531172104    10008   271668 SH       SOLE                 271668        0        0
LIFE TIME FITNESS INC          COM              53217R207      540    11600 SH       SOLE                  11600        0        0
LIFETIME BRANDS INC.           COM              53222Q103      754    60500 SH       SOLE                  60500        0        0
LIMITED BRANDS INC.            COM              532716107    10845   255000 SH       SOLE                 255000        0        0
LINCOLN EDUCATIONAL SERVICES   COM              533535100      791   121700 SH       SOLE                 121700        0        0
LINCOLN NATIONAL CORP          COM              534187109    10484   479400 SH       SOLE                 479400        0        0
LINEAR TECHNOLOGY CORP         COM              535678106     1341    42800 SH       SOLE                  42800        0        0
LINKEDIN CORP-A                COM              53578A108       92      869 SH       SOLE                    869        0        0
LIONS GATE ENTERTAINMENT CORP  COM              535919203       77     5200 SH       SOLE                   5200        0        0
LIQUIDITY SERVICES INC         COM              53635B107      292     5700 SH       SOLE                   5700        0        0
LITTELFUSE INC                 COM              537008104      859    15100 SH       SOLE                  15100        0        0
LIVE NATION                    COM              538034109       93    10100 SH       SOLE                  10100        0        0
LIVEPERSON INC                 COM              538146101     1380    72400 SH       SOLE                  72400        0        0
LKQ CORP                       COM              501889208     3043    91100 SH       SOLE                  91100        0        0
LLOYDS TSB GROUP PLC -SP ADR   COM              539439109     1386   722124 SH       SOLE                 722124        0        0
LMI AEROSPACE INC              COM              502079106      494    28400 SH       SOLE                  28400        0        0
LOCKHEED MARTIN CORPORATION    COM              539830109    33247   381800 SH       SOLE                 381800        0        0
LOEWS CORP                     COM              540424108    17137   418900 SH       SOLE                 418900        0        0
LOGMEIN INC                    COM              54142L109     1138    37300 SH       SOLE                  37300        0        0
LORAL SPACE & COMM             COM              543881106     1307    19400 SH       SOLE                  19400        0        0
LORILLARD INC                  COM              544147101    75873   575017 SH       SOLE                 575017        0        0
LOUISIANNA PACIFIC             COM              546347105      184    16900 SH       SOLE                  16900        0        0
LOWE'S COS                     COM              548661107    46023  1618236 SH       SOLE                1618236        0        0
LTC PROPERTIES INC             COM              502175102      700    19300 SH       SOLE                  19300        0        0
LTX-CREDENCE CORPORATION       COM              502403207      908   135500 SH       SOLE                 135500        0        0
LUFKIN INDUSTRIES INC          COM              549764108      473     8700 SH       SOLE                   8700        0        0
LULULEMON ATHLETICA INC        COM              550021109    22063   370000 SH       SOLE                 370000        0        0
LUMBER LIQUIDATORS HOLDINGS IN COM              55003T107      679    20100 SH       SOLE                  20100        0        0
LUMINEX CORP DEL               COM              55027E102      656    26800 SH       SOLE                  26800        0        0
LUMOS NETWORKS CORP            COM              550283105       92     9700 SH       SOLE                   9700        0        0
LYDALL INC.                    COM              550819106      604    44700 SH       SOLE                  44700        0        0
LYONDELLBASELL IND-CL A        COM              N53745100    10068   250000 SH       SOLE                 250000        0        0
M^T BANK CORPORATION           COM              55261F104    35175   426000 SH       SOLE                 426000        0        0
MA-COM TECH SOLUTIONS HOLDINGS COM              55405Y100       72     3900 SH       SOLE                   3900        0        0
MACERICH CO                    REIT             554382101    18952   320942 SH       SOLE                 320942        0        0
MACK-CALI RE CORP.             REIT             554489104     5018   172602 SH       SOLE                 172602        0        0
MACYS INC                      COM              55616P104    39279  1143500 SH       SOLE                1143500        0        0
MADDEN STEVEN LTD              COM              556269108      168     5300 SH       SOLE                   5300        0        0
MAGELLAN HEALTH SERVICES INC   COM              559079207     1555    34300 SH       SOLE                  34300        0        0
MAGICJACK VOCALTEC LTD         COM              M6787E101      424    22294 SH       SOLE                  22294        0        0
MAINSOURCE FINANCIAL           COM              56062Y102      885    74800 SH       SOLE                  74800        0        0
MALAYSIA FUND INC              CTRY             560905101      580    64407 SH       SOLE                  64407        0        0
MANHATTAN ASSOCIATES INC       COM              562750109     1307    28600 SH       SOLE                  28600        0        0
MANNING & NAPIER INC           COM              56382Q102      115     8100 SH       SOLE                   8100        0        0
MANPOWERGROUP                  COM              56418H100       19      529 SH       SOLE                    529        0        0
MARATHON OIL CORP              COM              565849106    24291   950000 SH       SOLE                 950000        0        0
MARATHON PETROLEUM CORP        COM              56585A102    23579   524900 SH       SOLE                 524900        0        0
MARKETAXESS HOLDINGS INC       COM              57060D108     1287    48300 SH       SOLE                  48300        0        0
MARLIN BUSINESS SERVICES INC   COM              571157106      479    29200 SH       SOLE                  29200        0        0
MARRIOTT INT'L INC CL-A        COM              571903202      118     3000 SH       SOLE                   3000        0        0
MARSH & MCLENNAN COS.          COM              571748102    13482   418300 SH       SOLE                 418300        0        0
MASCO CORP.                    COM              574599106     6366   459000 SH       SOLE                 459000        0        0
MASIMO CORP                    COM              574795100     1177    52600 SH       SOLE                  52600        0        0
MASTERCARD INC-CLASS A         COM              57636Q104   102538   238400 SH       SOLE                 238400        0        0
MATADOR RESOURCES CO           COM              576485205      386    35900 SH       SOLE                  35900        0        0
MATERION CORP                  COM              576690101      493    21400 SH       SOLE                  21400        0        0
MATRIX SERVICE CO              COM              576853105      882    77700 SH       SOLE                  77700        0        0
MATTEL INC.                    COM              577081102      191     5900 SH       SOLE                   5900        0        0
MAXIM INTGRTD PRDCTS INC.      COM              57772K101      244     9500 SH       SOLE                   9500        0        0
MAXIMUS INC                    COM              577933104     1935    37400 SH       SOLE                  37400        0        0
MAXYGEN INC                    COM              577776107      830   139300 SH       SOLE                 139300        0        0
MB FINL INC                    COM              55264U108     1441    66900 SH       SOLE                  66900        0        0
MBIA INC.                      COM              55262C100      231    21400 SH       SOLE                  21400        0        0
McCORMICK & CO                 COM              579780206    21591   356000 SH       SOLE                 356000        0        0
MCCLATCHY CO                   COM              579489105      835   379700 SH       SOLE                 379700        0        0
MCDERMOTT INTERNATIONAL        COM              580037109     4456   400000 SH       SOLE                 400000        0        0
MCDONALDS CORPORATION          COM              580135101   104730  1182987 SH       SOLE                1182987        0        0
MCGRATH RENTCORP               COM              580589109     1161    43800 SH       SOLE                  43800        0        0
MCGRAW HILL INC                COM              580645109    13747   305500 SH       SOLE                 305500        0        0
MCKESSON CORP                  COM              58155Q103    66956   714200 SH       SOLE                 714200        0        0
MEAD JOHNSON NUTRITION CO      COM              582839106      306     3800 SH       SOLE                   3800        0        0
MEADOWBROOK INS GROUP          COM              58319P108      663    75400 SH       SOLE                  75400        0        0
MEADWESTVACO                   COM              583334107    15956   555000 SH       SOLE                 555000        0        0
MEDICAL PROPERTIES TRUST INC   REIT             58463J304     1024   106400 SH       SOLE                 106400        0        0
MEDICINES COMPANY              COM              584688105     1532    66800 SH       SOLE                  66800        0        0
MEDICIS PHARMACEUTICAL CORP    COM              584690309     1957    57300 SH       SOLE                  57300        0        0
MEDIDATA SOLUTIONS INC         COM              58471A105      343    10500 SH       SOLE                  10500        0        0
MEDIFAST INC                   COM              58470H101      903    45900 SH       SOLE                  45900        0        0
MEDIWARE INFORMATION SYSTEMS   COM              584946107       23     1600 SH       SOLE                   1600        0        0
MEDTOX SCIENTIFIC INC          COM              584977201      844    31300 SH       SOLE                  31300        0        0
MEDTRONIC INC                  COM              585055106    75875  1959067 SH       SOLE                1959067        0        0
MELCO CROWN ENTERTAINMENT-ADR  COM              585464100      861    74730 SH       SOLE                  74730        0        0
MENTOR GRAPHICS CORP.          COM              587200106     1618   107900 SH       SOLE                 107900        0        0
MERCANTILE BANK CORP           COM              587376104      330    17901 SH       SOLE                  17901        0        0
MERCHANTS BANCSHARES           COM              588448100      424    15400 SH       SOLE                  15400        0        0
MERCK & CO INC                 COM              58933Y105   175823  4211338 SH       SOLE                4211338        0        0
MEREDITH CORPORATION           COM              589433101     1479    46300 SH       SOLE                  46300        0        0
MERIDIAN INTERSTATE BANCORP    COM              58964Q104      348    25000 SH       SOLE                  25000        0        0
MESA LABORATORIES INC          COM              59064R109      237     5100 SH       SOLE                   5100        0        0
METLIFE INC                    COM              59156R108    64429  2088464 SH       SOLE                2088464        0        0
METRO BANCORP INC              COM              59161R101      711    59100 SH       SOLE                  59100        0        0
METROPCS COMMUNICATIONS INC    COM              591708102     1770   292500 SH       SOLE                 292500        0        0
METTLER-TOLEDO INTERNATIONAL   COM              592688105    49778   319400 SH       SOLE                 319400        0        0
MFA FINANCIAL INC.             COM              55272X102      406    51500 SH       SOLE                  51500        0        0
MICHAEL KORS HOLDINGS LTD      COM              G60754101     3146    75200 SH       SOLE                  75200        0        0
MICREL INCORPORATED            COM              594793101      995   104400 SH       SOLE                 104400        0        0
MICROS SYSTEMS INC.            COM              594901100    25190   492000 SH       SOLE                 492000        0        0
MICROSEMI CORP                 COM              595137100      333    18000 SH       SOLE                  18000        0        0
MICROSOFT CORP.                COM              594918104   378560 12375300 SH       SOLE               12375300        0        0
MICROSTRATEGY INC-CL A         COM              594972408     1441    11100 SH       SOLE                  11100        0        0
MID-AMERICAN APARTMENT         REIT             59522J103     4743    69500 SH       SOLE                  69500        0        0
MIDDLEBY CORP                  COM              596278101    10499   105400 SH       SOLE                 105400        0        0
MIDWESTONE FINANCIAL GROUP     COM              598511103       32     1500 SH       SOLE                   1500        0        0
MILLER (HERMAN) INC            COM              600544100       39     2100 SH       SOLE                   2100        0        0
MILLER INDUSTRIES INC          COM              600551204      558    35000 SH       SOLE                  35000        0        0
MINDRAY MED INTL LTD ADR       COM              602675100     3029   100000 SH       SOLE                 100000        0        0
MINDSPEED TECHNOLOGIES INC     COM              602682205        8     3200 SH       SOLE                   3200        0        0
MINE SAFETY APPLIANCES CO      COM              602720104      149     3700 SH       SOLE                   3700        0        0
MINERALS TECHNOLOGIES INC      COM              603158106     1454    22800 SH       SOLE                  22800        0        0
MISSION WEST PPTYS I           REIT             605203108       97    11200 SH       SOLE                  11200        0        0
MITCHAM INDUSTRIES INC         COM              606501104      139     8200 SH       SOLE                   8200        0        0
MKS INSTRUMENTS INC            COM              55306N104     1707    59000 SH       SOLE                  59000        0        0
MOBILE TELESYSTEMS ADR         COM              607409109     7023   408300 SH       SOLE                 408300        0        0
MODUSLINK GLOBAL SOLUTIONS INC COM              60786L107      548   183400 SH       SOLE                 183400        0        0
MOLEX INC                      COM              608554101    15537   649000 SH       SOLE                 649000        0        0
MOLINA HEALTHCARE INC          COM              60855R100     1192    50800 SH       SOLE                  50800        0        0
MOMENTA PHARMACEUTICALS INC    COM              60877T100     5805   429333 SH       SOLE                 429333        0        0
MONMOUTH REIT  -CL A           REIT             609720107      291    24800 SH       SOLE                  24800        0        0
MONOLITHIC POWER SYSTEMS INC   COM              609839105     1101    55400 SH       SOLE                  55400        0        0
MONOTYPE IMAGING HOLDINGS INC  COM              61022P100      823    49100 SH       SOLE                  49100        0        0
MONSANTO COMPANY               COM              61166W101    67474   815100 SH       SOLE                 815100        0        0
MONSTER BEVERAGE CORP          COM              611740101    28180   395784 SH       SOLE                 395784        0        0
MONSTER WORLDWIDE INC          COM              611742107    11331  1333080 SH       SOLE                1333080        0        0
MOOG INC. CL A                 COM              615394202      430    10400 SH       SOLE                  10400        0        0
MORGAN STANLEY                 COM              617446448    21118  1447400 SH       SOLE                1447400        0        0
MORGAN STANLEY INDIA INVEST    ICOM             61745C105     1551   100000 SH       SOLE                 100000        0        0
MOSAIC COMPANY                 COM              61945C103    12513   228500 SH       SOLE                 228500        0        0
MOTOROLA SOLUTIONS INC         COM              620076307    14053   292100 SH       SOLE                 292100        0        0
MOTRICITY INC                  COM              620107102       17    26884 SH       SOLE                  26884        0        0
MOVADO GROUP INC               COM              624580106      998    39900 SH       SOLE                  39900        0        0
MOVE, INC                      COM              62458M207      956   104900 SH       SOLE                 104900        0        0
MSC INDUSTRIAL DIRECT CO-A     COM              553530106    28186   430000 SH       SOLE                 430000        0        0
MTS SYS CORP                   COM              553777103     1033    26800 SH       SOLE                  26800        0        0
MULTI-FINELINE ELECTRONIX INC  COM              62541B101      845    34300 SH       SOLE                  34300        0        0
MULTIMEDIA GAMES, INC.         COM              625453105      967    69100 SH       SOLE                  69100        0        0
MURPHY OIL CORP                COM              626717102     7987   158823 SH       SOLE                 158823        0        0
MVC CAPITAL INC                COM              553829102      196    15100 SH       SOLE                  15100        0        0
MWI VETERINARY SUPPLY INC      COM              55402X105       92      900 SH       SOLE                    900        0        0
MYERS INDUSTRIES INC.          COM              628464109     1091    63600 SH       SOLE                  63600        0        0
MYLAN INC                      COM              628530107    48339  2262000 SH       SOLE                2262000        0        0
NABORS INDUSTRIES LTD.         COM              G6359F103      121     8375 SH       SOLE                   8375        0        0
NACCO INDUSTRIES -CL A         COM              629579103     1174    10100 SH       SOLE                  10100        0        0
NANOMETRICS INC                COM              630077105      836    54400 SH       SOLE                  54400        0        0
NASH FINCH CO.                 COM              631158102      818    38100 SH       SOLE                  38100        0        0
NATIONAL BANKSHARES INC/VA     COM              634865109        9      300 SH       SOLE                    300        0        0
NATIONAL HEALTH INVESTORS INC  REIT             63633D104     2737    53757 SH       SOLE                  53757        0        0
NATIONAL HEALTHCARE            COM              635906100     1036    22900 SH       SOLE                  22900        0        0
NATIONAL INSTRUMENTS CORP.     COM              636518102     2275    84700 SH       SOLE                  84700        0        0
NATIONAL INTERSTATE CORP       COM              63654U100      574    21600 SH       SOLE                  21600        0        0
NATIONAL OILWELL VARCO INC     COM              637071101    92391  1433750 SH       SOLE                1433750        0        0
NATIONAL RESEARCH CORP         COM              637372103       10      200 SH       SOLE                    200        0        0
NATIONAL RETAIL PROPERTIES     REIT             637417106     2275    80400 SH       SOLE                  80400        0        0
NATIONSTAR MORTGAGE HOLDINGS I COM              63861C109      263    12200 SH       SOLE                  12200        0        0
NATURAL GAS SERVICES GROUP     COM              63886Q109      917    61900 SH       SOLE                  61900        0        0
NATURES SUNSHINE PRODS INC.    COM              639027101      820    54300 SH       SOLE                  54300        0        0
NATUS MEDICAL INC              COM              639050103      244    21000 SH       SOLE                  21000        0        0
NAVIGANT CONSULTING            COM              63935N107      523    41400 SH       SOLE                  41400        0        0
NAVISTAR INTL. CORP.           COM              63934E108      281     9900 SH       SOLE                   9900        0        0
NBT BANCORP INC                COM              628778102      870    40300 SH       SOLE                  40300        0        0
NCI BUILDING SYS INC           COM              628852204      885    81700 SH       SOLE                  81700        0        0
NEENAH PAPER INC               COM              640079109     1022    38300 SH       SOLE                  38300        0        0
NEOGEN CORP                    COM              640491106     3696    80000 SH       SOLE                  80000        0        0
NETAPP INC.                    COM              64110D104     5430   170652 SH       SOLE                 170652        0        0
NETFLIX INC                    COM              64110L106      216     3156 SH       SOLE                   3156        0        0
NETGEAR INC                    COM              64111Q104       72     2100 SH       SOLE                   2100        0        0
NETSCOUT SYS INC               COM              64115T104     1228    56900 SH       SOLE                  56900        0        0
NETSPEND HOLDINGS INC          COM              64118V106      386    42000 SH       SOLE                  42000        0        0
NEUROCRINE BIOSCIENCES INC     COM              64125C109     1099   138900 SH       SOLE                 138900        0        0
NEUSTAR INC-CLASS A            COM              64126X201      701    21000 SH       SOLE                  21000        0        0
NEUTRAL TANDEM INC             COM              64128B108     1576   119591 SH       SOLE                 119591        0        0
NEW YORK & CO                  COM              649295102      321    92200 SH       SOLE                  92200        0        0
NEW YORK MORTGAGE TRUST INC    REIT             649604501       78    11100 SH       SOLE                  11100        0        0
NEW YORK TIMES CO. CL A        COM              650111107     1489   190900 SH       SOLE                 190900        0        0
NEWCASTLE INVESTMENT CORP      REIT             65105M108        0        0 SH       SOLE                      0        0        0
NEWELL RUBBERMAID INC.         COM              651229106    25831  1424000 SH       SOLE                1424000        0        0
NEWFIELD EXPLORATION COMPANY   COM              651290108      440    15000 SH       SOLE                  15000        0        0
NEWMONT MNG. CORP. HLDG CO     COM              651639106    59459  1225700 SH       SOLE                1225700        0        0
NEWS CORP INC-CL A             COM              65248E104    36952  1657800 SH       SOLE                1657800        0        0
NEWS CORP-CLASS B              COM              65248E203       32     1400 SH       SOLE                   1400        0        0
NEXSTAR BROADCASTING GROUP INC COM              65336K103      172    25500 SH       SOLE                  25500        0        0
NEXTERA ENERGY INC             COM              65339F101    31774   461762 SH       SOLE                 461762        0        0
NGP CAPITAL RESOURCES CO       COM              62912R107       96    13600 SH       SOLE                  13600        0        0
NICE SYSTEMS LTD - SPONS ADR   COM              653656108     2164    59117 SH       SOLE                  59117        0        0
NII HOLDINGS INC               COM              62913F201    14273  1395173 SH       SOLE                1395173        0        0
NIKE INC. -CL B                COM              654106103    53748   612300 SH       SOLE                 612300        0        0
NISOURCE INC                   COM              65473P105      188     7600 SH       SOLE                   7600        0        0
NJ RESOURCES CORP. COMMON      COM              646025106      454    10400 SH       SOLE                  10400        0        0
NOBLE ENERGY INC               COM              655044105    38932   459000 SH       SOLE                 459000        0        0
NOKIA CORP - ADR               COM              654902204     1973   953319 SH       SOLE                 953319        0        0
NORANDA ALUMINIUM HOLDING CORP COM              65542W107      907   113900 SH       SOLE                 113900        0        0
NORDSON CORP                   COM              655663102     1221    23800 SH       SOLE                  23800        0        0
NORDSTROM INC                  COM              655664100     4591    92400 SH       SOLE                  92400        0        0
NORFOLK SOUTHERN CORP.         COM              655844108    21422   298487 SH       SOLE                 298487        0        0
NORTHERN OIL AND GAS INC       COM              665531109     1317    82600 SH       SOLE                  82600        0        0
NORTHROP GRUMMAN CORP.         COM              666807102    25235   395600 SH       SOLE                 395600        0        0
NORTHSTAR REALTY FINANCE CORP  REIT             66704R100      444    85000 SH       SOLE                  85000        0        0
NORTHWEST BANCSHARES INC       COM              667340103     1408   120200 SH       SOLE                 120200        0        0
NORTHWEST NATURAL GAS CO.      COM              667655104      105     2200 SH       SOLE                   2200        0        0
NORTHWESTERN CORP              COM              668074305      650    17700 SH       SOLE                  17700        0        0
NOVARTIS AG-ADR                COM              66987V109     8777   157008 SH       SOLE                 157008        0        0
NOVO-NORDISK A/S-SPONS ADR     COM              670100205    16454   113207 SH       SOLE                 113207        0        0
NRG ENERGY INC.                COM              629377508     1330    76600 SH       SOLE                  76600        0        0
NU SKIN ENTERPRISES            COM              67018T105     1243    26500 SH       SOLE                  26500        0        0
NUANCE COMMUNICATIONS          COM              67020Y100    24820  1042000 SH       SOLE                1042000        0        0
NUTRACEUTICAL INTERNATIONAL CO COM              67060Y101      592    38800 SH       SOLE                  38800        0        0
NVE CORP                       COM              629445206      774    14400 SH       SOLE                  14400        0        0
NYMOX PHARMACEUTICAL CORP      COM              67076P102      673   102997 SH       SOLE                 102997        0        0
NYSE EURONEXT                  COM              629491101    30415  1189000 SH       SOLE                1189000        0        0
O'REILLY AUTOMOTIVE INC.       COM              67103H107    10287   122796 SH       SOLE                 122796        0        0
OASIS PETROLEUM INC            COM              674215108      530    21900 SH       SOLE                  21900        0        0
OBAGI MEDICAL PRODUCTS INC     COM              67423R108      933    61100 SH       SOLE                  61100        0        0
OCCIDENTAL PETROLEUM CORP.     COM              674599105    97966  1142200 SH       SOLE                1142200        0        0
OCEANEERING INT'L. INC.        COM              675232102    58868  1230000 SH       SOLE                1230000        0        0
OCH-ZIFF CAPITAL MANAGEMENT    COM              67551U105     4510   595000 SH       SOLE                 595000        0        0
OCWEN FINANCIAL CORP           COM              675746309      537    28600 SH       SOLE                  28600        0        0
OFFICE DEPOT INC               COM              676220106      845   391100 SH       SOLE                 391100        0        0
OI SA - ADR                    COM              670851203      610    49438 SH       SOLE                  49438        0        0
OIL DRI CORP AMERICA           COM              677864100      311    14200 SH       SOLE                  14200        0        0
OLD DOMINION FREIGHT LINE      COM              679580100      615    14200 SH       SOLE                  14200        0        0
OLD NATL BANCORP IND           COM              680033107        1      100 SH       SOLE                    100        0        0
OLIN CORP                      COM              680665205      336    16100 SH       SOLE                  16100        0        0
OLYMPIC STEEL INC              COM              68162K106       48     2900 SH       SOLE                   2900        0        0
OMEGA FLEX INC                 COM              682095104       60     5000 SH       SOLE                   5000        0        0
OMEGA HEALTHCARE INV           REIT             681936100     1516    67400 SH       SOLE                  67400        0        0
OMNICARE INC.                  COM              681904108      234     7500 SH       SOLE                   7500        0        0
OMNICELL INC                   COM              68213N109     1034    70600 SH       SOLE                  70600        0        0
OMNICOM GROUP                  COM              681919106      224     4600 SH       SOLE                   4600        0        0
OMNIVISION TECHNOLOGIES INC    COM              682128103        0        0 SH       SOLE                      0        0        0
OMNOVA SOLUTIONS INC           COM              682129101      281    37300 SH       SOLE                  37300        0        0
ONE LIBERTY PROPERTIES INC     COM              682406103      132     7000 SH       SOLE                   7000        0        0
ONEBEACON INSURANCE GROUP LT   COM              G67742109      514    39500 SH       SOLE                  39500        0        0
ONEOK INC.                     COM              682680103     3698    87400 SH       SOLE                  87400        0        0
OPKO HEALTH INC                COM              68375N103      715   155400 SH       SOLE                 155400        0        0
OPNET TECHNOLOGIES INC.        COM              683757108      784    29500 SH       SOLE                  29500        0        0
ORACLE SYS. CORP.              COM              68389X105   152780  5144100 SH       SOLE                5144100        0        0
ORASURE TECHNOLOGIES           COM              68554V108      344    30600 SH       SOLE                  30600        0        0
ORBCOMM INC                    COM              68555P100      310    95000 SH       SOLE                  95000        0        0
ORBITZ WORLDWIDE INC           COM              68557K109      747   204600 SH       SOLE                 204600        0        0
ORIENTAL FINL GROUP            COM              68618W100     1060    95700 SH       SOLE                  95700        0        0
ORTHOFIX INTERNATIONAL N.V.    COM              N6748L102     1258    30500 SH       SOLE                  30500        0        0
OSHKOSH CORPORATION            COM              688239201      277    13200 SH       SOLE                  13200        0        0
OSI SYSTEMS INC                COM              671044105     1495    23600 SH       SOLE                  23600        0        0
OWENS & MINOR INC.             COM              690732102     1973    64400 SH       SOLE                  64400        0        0
OWENS-ILLINOIS INC             COM              690768403    27221  1420000 SH       SOLE                1420000        0        0
OXFORD INDUSTRIES INC.         COM              691497309       89     2000 SH       SOLE                   2000        0        0
OYO GEOSPACE CORP              COM              671074102     1071    11900 SH       SOLE                  11900        0        0
PACCAR INC                     COM              693718108     2073    52900 SH       SOLE                  52900        0        0
PACER INTERNATIONAL INC        COM              69373H106      800   147600 SH       SOLE                 147600        0        0
PACIFIC GAS & ELEC. CO.        COM              69331C108    14640   323400 SH       SOLE                 323400        0        0
PALL CORPORATION               COM              696429307     1820    33212 SH       SOLE                  33212        0        0
PANHANDLE OIL AND GAS INC      COM              698477106      546    18100 SH       SOLE                  18100        0        0
PANTRY INC/THE                 COM              698657103      653    44400 SH       SOLE                  44400        0        0
PAR PHARMACEUTICAL COS INC     COM              69888P106      426    11800 SH       SOLE                  11800        0        0
PARAMETRIC TECHNOLOGY CORP     COM              699173209     1203    57400 SH       SOLE                  57400        0        0
PAREXEL INT'L CORP.            COM              699462107      630    22300 SH       SOLE                  22300        0        0
PARK-OHIO HOLDINGS CORP        COM              700666100      653    34300 SH       SOLE                  34300        0        0
PARKER DRILLING CO             COM              701081101      997   221000 SH       SOLE                 221000        0        0
PARKER-HANNIFIN CORP.          COM              701094104    18158   236182 SH       SOLE                 236182        0        0
PARKWAY PROPERTYS INC          REIT             70159Q104      504    44086 SH       SOLE                  44086        0        0
PARTNERRE LTD                  COM              G6852T105     1781    23537 SH       SOLE                  23537        0        0
PATRIOT COAL CORP              COM              70336T104       89    72600 SH       SOLE                  72600        0        0
PAYCHEX INC                    COM              704326107    14232   453100 SH       SOLE                 453100        0        0
PC CONNECTION INC              COM              69318J100      872    82100 SH       SOLE                  82100        0        0
PDF SOLUTIONS INC              COM              693282105      876    88800 SH       SOLE                  88800        0        0
PDL BIOPHARMA INC.             COM              69329Y104     1333   201000 SH       SOLE                 201000        0        0
PEABODY ENERGY CORP            COM              704549104      370    15095 SH       SOLE                  15095        0        0
PEBBLEBROOK HOTEL TRUST        COM              70509V100     1713    73500 SH       SOLE                  73500        0        0
PEGASYSTEMS INC                COM              705573103      683    20700 SH       SOLE                  20700        0        0
PENNSYLVANIA RI                REIT             709102107     2551   170324 SH       SOLE                 170324        0        0
PENNYMAC MORTGAGE INVESTMENT T REIT             70931T103      511    25900 SH       SOLE                  25900        0        0
PENSKE AUTOMOTIVE GROUP        COM              70959W103     1213    57100 SH       SOLE                  57100        0        0
PEOPLES BANCORP INC            COM              709789101      877    39900 SH       SOLE                  39900        0        0
PEP BOYS MM & J                COM              713278109     1077   108800 SH       SOLE                 108800        0        0
PEPSICO INC.                   COM              713448108   198279  2806100 SH       SOLE                2806100        0        0
PERRIGO CO.                    COM              714290103      283     2400 SH       SOLE                   2400        0        0
PETROCHINA CO LTD -ADR         ICOM             71646E100     3874    30000 SH       SOLE                  30000        0        0
PETROLEO BRASILEIRO ADR        COM              71654V408     3352   178600 SH       SOLE                 178600        0        0
PETROLEO BRASILEIRO S.A.-ADR   COM              71654V101    11286   622160 SH       SOLE                 622160        0        0
PETSMART INC                   COM              716768106      470     6900 SH       SOLE                   6900        0        0
PFIZER INC.                    COM              717081103   201827  8775100 SH       SOLE                8775100        0        0
PH GLATFELTER CO               COM              377316104     1169    71400 SH       SOLE                  71400        0        0
PHARMACYCLICS INC              COM              716933106      956    17500 SH       SOLE                  17500        0        0
PHARMERICA CORP                COM              71714F104      950    87000 SH       SOLE                  87000        0        0
PHH CORP                       COM              693320202     1367    78200 SH       SOLE                  78200        0        0
PHILIP MORRIS INTERNATIONAL    COM              718172109   319694  3663700 SH       SOLE                3663700        0        0
PHOENIX COMPANIES INC.         COM              71902E109      137    73900 SH       SOLE                  73900        0        0
PHOTOMEDEX INC                 COM              719358301      102     8400 SH       SOLE                   8400        0        0
PHOTRONICS INC.                COM              719405102      960   157400 SH       SOLE                 157400        0        0
PIEDMONT NATURAL GAS CO INC NO COM              720186105      766    23800 SH       SOLE                  23800        0        0
PIEDMONT OFFICE REALTY TRUST I REIT             720190206     6727   390880 SH       SOLE                 390880        0        0
PIER 1 IMPORTS INC/DEL         COM              720279108     1735   105600 SH       SOLE                 105600        0        0
PINNACLE FINANCIAL PARTNERS IN COM              72346Q104      531    27200 SH       SOLE                  27200        0        0
PIONEER NATURAL RESOURCES CO.  COM              723787107       88     1000 SH       SOLE                   1000        0        0
PITNEY-BOWES, INC.             COM              724479100    11704   781800 SH       SOLE                 781800        0        0
PLAINS EXPLORATION & PR        COM              726505100     1496    42532 SH       SOLE                  42532        0        0
PLANTRONICS INC.               COM              727493108     1409    42200 SH       SOLE                  42200        0        0
PLATINUM UNDERWRITERS HOLDINGS COM              G7127P100      118     3100 SH       SOLE                   3100        0        0
PLEXUS CORP                    COM              729132100       14      500 SH       SOLE                    500        0        0
PLUM CREEK TIMBER CO INC       COM              729251108      937    23600 SH       SOLE                  23600        0        0
PLX TECHNOLOGY INC             COM              693417107      911   143500 SH       SOLE                 143500        0        0
PNC FINANCIAL SERVICES GROUP   COM              693475105    37821   618900 SH       SOLE                 618900        0        0
PNM RESOURCES INC              COM              69349H107     1729    88500 SH       SOLE                  88500        0        0
POLARIS INDUSTRIES INC.        COM              731068102      672     9400 SH       SOLE                   9400        0        0
POLYONE CORPORATION            COM              73179P106     1249    91300 SH       SOLE                  91300        0        0
POLYPORE INTL INC              COM              73179V103     1000    24750 SH       SOLE                  24750        0        0
POOL CORP.                     COM              73278L105      477    11800 SH       SOLE                  11800        0        0
PORTFOLIO RECOVERY ASSOCIATES  COM              73640Q105      192     2100 SH       SOLE                   2100        0        0
PORTLAND GEN ELEC CO           COM              736508847      579    21700 SH       SOLE                  21700        0        0
POSCO-ADR                      COM              693483109     3459    43000 SH       SOLE                  43000        0        0
POST HOLDINGS INC              COM              737446104      123     4000 SH       SOLE                   4000        0        0
POST PROPERTIES,INC.           REIT             737464107     6987   142742 SH       SOLE                 142742        0        0
POTLATCH CORP.                 COM              737630103      811    25400 SH       SOLE                  25400        0        0
POWER INTEGRATIONS INC         COM              739276103     1343    36000 SH       SOLE                  36000        0        0
POWER ONE INC.                 COM              73930R102      515   113900 SH       SOLE                 113900        0        0
POWERWAVE TECHNOLOGIES         COM              739363307        0        0 SH       SOLE                      0        0        0
POZEN INC                      COM              73941U102      730   117000 SH       SOLE                 117000        0        0
PPG INDUSTRIES INC.            COM              693506107     8585    80900 SH       SOLE                  80900        0        0
PPL CORPORATION                COM              69351T106    46888  1686000 SH       SOLE                1686000        0        0
PRAXAIR INC.                   COM              74005P104    78688   723700 SH       SOLE                 723700        0        0
PRECISION CASTPARTS CORP       COM              740189105    85058   517100 SH       SOLE                 517100        0        0
PREFERRED BANK/LOS ANGELES     COM              740367404      309    23100 SH       SOLE                  23100        0        0
PREFORMED LINE PRODUCTS CO     COM              740444104      139     2400 SH       SOLE                   2400        0        0
PREMIERE GLOBAL SERVICES INC   COM              740585104      977   116500 SH       SOLE                 116500        0        0
PRICELINE.COM INC              COM              741503403    89587   134814 SH       SOLE                 134814        0        0
PRICESMART INC                 COM              741511109       34      500 SH       SOLE                    500        0        0
PRIMERICA INC                  COM              74164M108     1548    57900 SH       SOLE                  57900        0        0
PRIMUS TELECOMMUNICATIONS GROU COM              741929301      450    28900 SH       SOLE                  28900        0        0
PRINCIPAL FINANCIAL GROUP      COM              74251V102    15075   574720 SH       SOLE                 574720        0        0
PRIVATEBANCORP INC             COM              742962103     1284    87000 SH       SOLE                  87000        0        0
PROASSURANCE CORP              COM              74267C106     7608    85400 SH       SOLE                  85400        0        0
PROCERA NETWORKS INC           COM              74269U203       73     3000 SH       SOLE                   3000        0        0
PROCTER & GAMBLE CO            COM              742718109   221063  3609187 SH       SOLE                3609187        0        0
PROGENICS PHARMACEUTICAL       COM              743187106      807    82502 SH       SOLE                  82502        0        0
PROGRESS SOFTWARE              COM              743312100     1599    76600 SH       SOLE                  76600        0        0
PROLOGIS INC.                  REIT             74340W103    40664  1223727 SH       SOLE                1223727        0        0
PROS HOLDINGS INC              COM              74346Y103      779    46300 SH       SOLE                  46300        0        0
PROSHARES ULTRASHORT S^P 500   COM              74347R883    34342  2200000 SH       SOLE                2200000        0        0
PROSPECT CAPITAL CORP          COM              74348T102     1598   140300 SH       SOLE                 140300        0        0
PROSPERITY BANCSHARE           COM              743606105      559    13300 SH       SOLE                  13300        0        0
PROTECTIVE LIFE CORP           COM              743674103     7258   246800 SH       SOLE                 246800        0        0
PROTO LABS INC                 COM              743713109       89     3100 SH       SOLE                   3100        0        0
PROVIDENCE SERVICE CORP        COM              743815102      831    60600 SH       SOLE                  60600        0        0
PROVIDENT FINANCIAL SERVICES   COM              74386T105     1334    86900 SH       SOLE                  86900        0        0
PRUDENTIAL FINANCIAL INC       COM              744320102    50425  1041200 SH       SOLE                1041200        0        0
PS BUSINESS PARKS INC/CA       REIT             69360J107     3707    54742 SH       SOLE                  54742        0        0
PUBLIC STORAGE INC             REIT             74460D109    62979   436111 SH       SOLE                 436111        0        0
PUBLIC SVC ENTERPRISES         COM              744573106    12590   387400 SH       SOLE                 387400        0        0
PVH CORP                       COM              693656100    30761   395437 SH       SOLE                 395437        0        0
PZENA INVESTMENT MANAGEMENT    COM              74731Q103      270    61000 SH       SOLE                  61000        0        0
QAD INC-A                      COM              74727D306      357    25084 SH       SOLE                  25084        0        0
QLIK TECHNOLOGIES INC          COM              74733T105     9118   412200 SH       SOLE                 412200        0        0
QLOGIC CORPORATION             COM              747277101     2197   160500 SH       SOLE                 160500        0        0
QUAD GRAPHICS INC              COM              747301109     1017    70700 SH       SOLE                  70700        0        0
QUAKER CHEM CORP               COM              747316107        9      200 SH       SOLE                    200        0        0
QUALCOMM INC                   COM              747525103   150199  2697545 SH       SOLE                2697545        0        0
QUALITY SYSTEMS INC            COM              747582104     2754   100100 SH       SOLE                 100100        0        0
QUANEX BUILDING PRODUCTS       COM              747619104      933    52200 SH       SOLE                  52200        0        0
QUANTA SERVICES INC.           COM              74762E102    42724  1775000 SH       SOLE                1775000        0        0
QUEST DIAGNOSTICS INC          COM              74834L100    18499   308827 SH       SOLE                 308827        0        0
QUEST SOFTWARE INC             COM              74834T103     1738    62400 SH       SOLE                  62400        0        0
QUESTAR CORP                   COM              748356102     2015    96600 SH       SOLE                  96600        0        0
QUESTCOR PHARMACEUTICALS       COM              74835Y101     2582    48500 SH       SOLE                  48500        0        0
QUIDEL CORP                    COM              74838J101      113     7200 SH       SOLE                   7200        0        0
RACKSPACE HOSTING INC          COM              750086100    42647   970571 SH       SOLE                 970571        0        0
RADIOSHACK CORP                COM              750438103      897   233500 SH       SOLE                 233500        0        0
RADNET INC                     COM              750491102        0        0 SH       SOLE                      0        0        0
RAIT FINANCIAL TRUST           REIT             749227609      146    31600 SH       SOLE                  31600        0        0
RALCORP HOLDINGS               COM              751028101      394     5900 SH       SOLE                   5900        0        0
RALPH LAUREN CORP              COM              751212101    52522   375000 SH       SOLE                 375000        0        0
RAMCO-GERSHENSON PPT           REIT             751452202     1766   140518 SH       SOLE                 140518        0        0
RAPTOR PHARMACEUTICAL CORP     COM              75382F106      190    34000 SH       SOLE                  34000        0        0
RAVEN INDUSTRIES INC           COM              754212108       77     1100 SH       SOLE                   1100        0        0
RAYONIER INC.                  COM              754907103    67628  1506200 SH       SOLE                1506200        0        0
RAYTHEON COMPANY               COM              755111507    31362   554200 SH       SOLE                 554200        0        0
RBC BEARINGS INC               COM              75524B104       52     1100 SH       SOLE                   1100        0        0
REALNETWORKS INC               COM              75605L708      354    41000 SH       SOLE                  41000        0        0
REALTY INCOME CORP             REIT             756109104     6875   164600 SH       SOLE                 164600        0        0
RED HAT INC                    COM              756577102    40101   710000 SH       SOLE                 710000        0        0
REDWOOD TR INC                 REIT             758075402      623    49900 SH       SOLE                  49900        0        0
REGAL ENTERTAINMENT GROUP      COM              758766109    28208  2050000 SH       SOLE                2050000        0        0
REGENCY CENTERS CORP           REIT             758849103    10871   228521 SH       SOLE                 228521        0        0
REGENERON PHARMACEUTICAL       COM              75886F107       75      661 SH       SOLE                    661        0        0
REGIONS FINANCIAL CORP.        COM              7591EP100       84    12500 SH       SOLE                  12500        0        0
REGIS CORP                     COM              758932107     1395    77700 SH       SOLE                  77700        0        0
REINSURANCE GROUP OF AMERICA   COM              759351604    47825   898800 SH       SOLE                 898800        0        0
RELIANCE STEEL & ALUMINUM      COM              759509102    17675   350000 SH       SOLE                 350000        0        0
RENAISSANCERE HOLDINGS LTD     COM              G7496G103    32684   430000 SH       SOLE                 430000        0        0
RENASANT CORP                  COM              75970E107      974    62000 SH       SOLE                  62000        0        0
RENEWABLE ENERGY GROUP INC     COM              75972A301      119    16000 SH       SOLE                  16000        0        0
RENT-A-CENTER INC              COM              76009N100     1964    58200 SH       SOLE                  58200        0        0
RENTRAK CORP                   COM              760174102      376    18200 SH       SOLE                  18200        0        0
REPLIGEN CORP                  COM              759916109      112    26000 SH       SOLE                  26000        0        0
REPUBLIC AIRWAYS HOLDINGS INC  COM              760276105      877   158000 SH       SOLE                 158000        0        0
REPUBLIC BANCORP KY            COM              760281204      897    40300 SH       SOLE                  40300        0        0
REPUBLIC SERVICES INC          COM              760759100    25137   950000 SH       SOLE                 950000        0        0
RESOURCE CAPITAL CORP          COM              76120W302      280    52600 SH       SOLE                  52600        0        0
RETAIL OPPORTUNITY INVESTMENTS COM              76131N101      379    31400 SH       SOLE                  31400        0        0
REVLON INC - CL A              COM              761525609      603    42400 SH       SOLE                  42400        0        0
REX AMERICAN RESOURCES CORP    COM              761624105      806    41300 SH       SOLE                  41300        0        0
REYNOLDS AMERICAN INC          COM              761713106    15350   342100 SH       SOLE                 342100        0        0
RF MICRO-DEVICES               COM              749941100       41     9600 SH       SOLE                   9600        0        0
RICHARDSON ELECTRS L           COM              763165107      360    29200 SH       SOLE                  29200        0        0
RIGNET INC                     COM              766582100       30     1700 SH       SOLE                   1700        0        0
RITE AID CORP.                 COM              767754104      524   374600 SH       SOLE                 374600        0        0
RLI CORP                       COM              749607107     1644    24100 SH       SOLE                  24100        0        0
RLJ LODGING TRUST              REIT             74965L101     5982   329938 SH       SOLE                 329938        0        0
ROBBINS & MYERS INC.           COM              770196103     1690    40400 SH       SOLE                  40400        0        0
ROCK-TENN COMPANY CL A         COM              772739207      142     2600 SH       SOLE                   2600        0        0
ROCKWELL COLLINS               COM              774341101    20974   425000 SH       SOLE                 425000        0        0
ROLLINS INC                    COM              775711104        0        0 SH       SOLE                      0        0        0
ROPER INDUSTRIES INC           COM              776696106    82343   835291 SH       SOLE                 835291        0        0
ROSETTA RESOURCES INC          COM              777779307     1238    33800 SH       SOLE                  33800        0        0
ROSETTA STONE INC              COM              777780107      386    27900 SH       SOLE                  27900        0        0
ROSS STORES INC                COM              778296103    86967  1392144 SH       SOLE                1392144        0        0
ROUNDYS INC                    COM              779268101      637    62400 SH       SOLE                  62400        0        0
ROUSE PROPERTIES INC           REIT             779287101      191    14100 SH       SOLE                  14100        0        0
ROVI CORP                      COM              779376102    11772   600000 SH       SOLE                 600000        0        0
ROYAL BANK OF SCOTLAND ADR     COM              780097689      456    67128 SH       SOLE                  67128        0        0
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103      200     7700 SH       SOLE                   7700        0        0
ROYAL GOLD INC                 COM              780287108      541     6900 SH       SOLE                   6900        0        0
RPM INTERNATIONAL INC.         COM              749685103     5258   193300 SH       SOLE                 193300        0        0
RTI BIOLOGICS INC              COM              74975N105      853   226900 SH       SOLE                 226900        0        0
RUDOLPH TECHNOLOGIES INC       COM              781270103      119    13700 SH       SOLE                  13700        0        0
RYDER SYS. INC.                COM              783549108    19806   550000 SH       SOLE                 550000        0        0
S & T BANCORP INC              COM              783859101     1062    57500 SH       SOLE                  57500        0        0
SABA SOFTWARE INC              COM              784932600      747    80500 SH       SOLE                  80500        0        0
SABRA HEALTHCARE REIT INC      COM              78573L106     2130   124500 SH       SOLE                 124500        0        0
SAFETY INSURANCE GROUP INC     COM              78648T100      293     7200 SH       SOLE                   7200        0        0
SAFEWAY INC                    COM              786514208    23595  1300000 SH       SOLE                1300000        0        0
SAIA INC                       COM              78709Y105      946    43200 SH       SOLE                  43200        0        0
SAKS INCORPORATED              COM              79377W108       91     8500 SH       SOLE                   8500        0        0
SALESFORCE.COM INC             COM              79466L302    45446   328700 SH       SOLE                 328700        0        0
SALIX PHARMACEUTICAL           COM              795435106        0        0 SH       SOLE                      0        0        0
SANCHEZ ENERGY CORP            COM              79970Y105      154     7400 SH       SOLE                   7400        0        0
SANDERSON FARMS INC            COM              800013104       55     1200 SH       SOLE                   1200        0        0
SANDISK CORP                   COM              80004C101    55668  1525991 SH       SOLE                1525991        0        0
SANDY SPRING BANCORP INC       COM              800363103      196    10900 SH       SOLE                  10900        0        0
SANMINA-SCI CORP               COM              800907206     1212   148000 SH       SOLE                 148000        0        0
SANTARUS INC                   COM              802817304      350    49400 SH       SOLE                  49400        0        0
SAPIENT CORP                   COM              803062108      134    13300 SH       SOLE                  13300        0        0
SAUL CENTERS INC               REIT             804395101      201     4700 SH       SOLE                   4700        0        0
SBA COMMUNICATIONS CORP        COM              78388J106    18826   330000 SH       SOLE                 330000        0        0
SCANA CORP                     COM              80589M102      474     9902 SH       SOLE                   9902        0        0
SCHAWK INC                     COM              806373106      611    48100 SH       SOLE                  48100        0        0
SCHIFF NUTRITION INTERNATIONAL COM              806693107      367    20455 SH       SOLE                  20455        0        0
SCHLUMBERGER                   COM              806857108    88821  1368378 SH       SOLE                1368378        0        0
SCHNITZER STL INDS             COM              806882106      446    15900 SH       SOLE                  15900        0        0
SCHOLASTIC CORP                COM              807066105     1202    42700 SH       SOLE                  42700        0        0
SCHULMAN (A.) INC.             COM              808194104     1151    58000 SH       SOLE                  58000        0        0
SCHWAB (CHARLES) CORP          COM              808513105    10639   822800 SH       SOLE                 822800        0        0
SCHWEITZER-MAIDUIT INTL INC    COM              808541106     1417    20800 SH       SOLE                  20800        0        0
SCIQUEST INC                   COM              80908T101       90     5000 SH       SOLE                   5000        0        0
SCOTTS MIRACLE-GRO COMPANY     COM              810186106     2233    54300 SH       SOLE                  54300        0        0
SEABRIGHT INSURANCE HOLDINGS   COM              811656107       46     5200 SH       SOLE                   5200        0        0
SEACOAST BKG CORP FL           COM              811707306       70    46100 SH       SOLE                  46100        0        0
SEACUBE CONTAINER LEASING LTD  COM              G79978105      813    47600 SH       SOLE                  47600        0        0
SEAGATE TECHNOLOGY             COM              G7945M107       83     3337 SH       SOLE                   3337        0        0
SEALY CORP                     COM              812139301       58    31400 SH       SOLE                  31400        0        0
SEARS HOLDINGS CORP            COM              812350106      189     3174 SH       SOLE                   3174        0        0
SEATTLE GENETICS INC           COM              812578102      830    32700 SH       SOLE                  32700        0        0
SELECT COMFORT CORP            COM              81616X103     1446    69100 SH       SOLE                  69100        0        0
SELECT INCOME REIT             REIT             81618T100      140     5900 SH       SOLE                   5900        0        0
SELECT MEDICAL HOLDINGS CORP   COM              81619Q105      317    31400 SH       SOLE                  31400        0        0
SEMGROUP CORP-CLASS A          COM              81663A105     1590    49800 SH       SOLE                  49800        0        0
SEMPRA ENERGY                  COM              816851109      800    11610 SH       SOLE                  11610        0        0
SEMTECH CORPORATION            COM              816850101      311    12800 SH       SOLE                  12800        0        0
SENIOR HOUSING PROP TRUST      REIT             81721M109     7955   356400 SH       SOLE                 356400        0        0
SENSATA TECH HOLDING N.V.      COM              N7902X106       10      366 SH       SOLE                    366        0        0
SENSIENT TECHNOLOGIES          COM              81725T100      455    12400 SH       SOLE                  12400        0        0
SEQUENOM INC                   COM              817337405       39     9600 SH       SOLE                   9600        0        0
SHAW GROUP                     COM              820280105     1734    63500 SH       SOLE                  63500        0        0
SHENANDOAH TELECOMMUNICATIONS  COM              82312B106      725    53300 SH       SOLE                  53300        0        0
SHERWIN-WILLIAMS CO            COM              824348106     5929    44800 SH       SOLE                  44800        0        0
SHILOH INDUSTRIES INC          COM              824543102      267    23200 SH       SOLE                  23200        0        0
SHINHAN FINANCIAL GRP-ADR      ICOM             824596100      263     3700 SH       SOLE                   3700        0        0
SHIRE PHARMACEUTICALS GROUP PL COM              82481R106     4467    51706 SH       SOLE                  51706        0        0
SHUFFLE MASTER INC             COM              825549108     1191    86300 SH       SOLE                  86300        0        0
SIERRA BANCORP                 COM              82620P102      149    15100 SH       SOLE                  15100        0        0
SIGNATURE BANK                 COM              82669G104     7926   130000 SH       SOLE                 130000        0        0
SILGAN HOLDINGS INC            COM              827048109     6404   150000 SH       SOLE                 150000        0        0
SILICON IMAGE INC              COM              82705T102       82    19800 SH       SOLE                  19800        0        0
SILICONWARE PRECISION-ADR      COM              827084864     1453   280000 SH       SOLE                 280000        0        0
SIMMONS 1ST NATL COR           COM              828730200      246    10600 SH       SOLE                  10600        0        0
SIMON PROP GROUP INC.          REIT             828806109   147869   949947 SH       SOLE                 949947        0        0
SIMPSON MANUFACTURING CO       COM              829073105     1490    50500 SH       SOLE                  50500        0        0
SINCLAIR BROADCAST GROUP-A     COM              829226109      750    82800 SH       SOLE                  82800        0        0
SIRONA DENTAL SYSTEMS INC.     COM              82966C103    13953   310000 SH       SOLE                 310000        0        0
SIX FLAGS ENTERTAINMENT CORP   COM              83001A102      618    11400 SH       SOLE                  11400        0        0
SKILLED HEALTHCARE GROUP INC-C COM              83066R107      718   114300 SH       SOLE                 114300        0        0
SKYWEST INC                    COM              830879102      143    21900 SH       SOLE                  21900        0        0
SL GREEN RE CORP               REIT             78440X101    18054   224994 SH       SOLE                 224994        0        0
SMITH (A.O.) CORP              COM              831865209     1941    39700 SH       SOLE                  39700        0        0
SMITH & WESSON HOLDING         COM              831756101      857   103100 SH       SOLE                 103100        0        0
SMITH MICRO SOFTWARE INC       COM              832154108        0        0 SH       SOLE                      0        0        0
SOHU.COM INC                   ICOM             83408W103     3571    80000 SH       SOLE                  80000        0        0
SOLAR SENIOR CAPITAL LTD       COM              83416M105       83     4900 SH       SOLE                   4900        0        0
SOLARWINDS INC                 COM              83416B109     2304    52900 SH       SOLE                  52900        0        0
SOLERA HOLDINGS INC            COM              83421A104     3172    75900 SH       SOLE                  75900        0        0
SONIC AUTOMOTIVE INC.          COM              83545G102     1036    75800 SH       SOLE                  75800        0        0
SOTHEBY'S                      COM              835898107      684    20500 SH       SOLE                  20500        0        0
SOURCEFIRE INC                 COM              83616T108     1660    32300 SH       SOLE                  32300        0        0
SOUTH JERSEY INDS IN           COM              838518108      275     5400 SH       SOLE                   5400        0        0
SOUTHERN CO                    COM              842587107    43225   933593 SH       SOLE                 933593        0        0
SOUTHERN COPPER CORP           COM              84265V105    12962   411355 SH       SOLE                 411355        0        0
SOUTHSIDE BANCSHARES INC       COM              84470P109      865    38500 SH       SOLE                  38500        0        0
SOUTHWEST AIRLINES             COM              844741108    19502  2115200 SH       SOLE                2115200        0        0
SOUTHWEST GAS CORP             COM              844895102     1990    45600 SH       SOLE                  45600        0        0
SOVRAN SELF STORAGE            REIT             84610H108     4340    86639 SH       SOLE                  86639        0        0
SPARTAN MOTORS INC             COM              846819100      911   173900 SH       SOLE                 173900        0        0
SPARTAN STORES INC             COM              846822104      986    54400 SH       SOLE                  54400        0        0
SPARTECH CORP                  COM              847220209      824   159400 SH       SOLE                 159400        0        0
SPECTRA ENERGY CORPORATION     COM              847560109    14536   500200 SH       SOLE                 500200        0        0
SPECTRANETICS CORP             COM              84760C107      999    87500 SH       SOLE                  87500        0        0
SPECTRUM PHARMACEUTICALS INC   COM              84763A108     1430    91900 SH       SOLE                  91900        0        0
SPIRIT AIRLINES INC            COM              848577102      893    45900 SH       SOLE                  45900        0        0
SPRINT NEXTEL CORP             COM              852061100    12478  3827500 SH       SOLE                3827500        0        0
SPS COMMERCE INC               COM              78463M107      993    32700 SH       SOLE                  32700        0        0
SPX CORP.                      COM              784635104     7949   121700 SH       SOLE                 121700        0        0
STAAR SURGICAL CO              COM              852312305      249    32000 SH       SOLE                  32000        0        0
STAG INDUSTRIAL INC            REIT             85254J102      222    15200 SH       SOLE                  15200        0        0
STAGE STORES INC               COM              85254C305     1107    60400 SH       SOLE                  60400        0        0
STAMPS COM INC                 COM              852857200      646    26200 SH       SOLE                  26200        0        0
STANDARD MICROSYSTEMS CORP     COM              853626109     1667    45200 SH       SOLE                  45200        0        0
STANDARD MOTOR PRODS           COM              853666105      963    68400 SH       SOLE                  68400        0        0
STANDEX INTERNATIONAL CORP     COM              854231107     1107    26000 SH       SOLE                  26000        0        0
STANLEY BLACK & DECKER INC     COM              854502101      116     1800 SH       SOLE                   1800        0        0
STAPLES INC                    COM              855030102     5394   413300 SH       SOLE                 413300        0        0
STARBUCKS CORP.                COM              855244109    62752  1176900 SH       SOLE                1176900        0        0
STARWOOD PROPERTY TRUST INC    COM              85571B105     1581    74200 SH       SOLE                  74200        0        0
STATE BANK FINANCIAL CORP      COM              856190103      361    23800 SH       SOLE                  23800        0        0
STATE STREET CORP              COM              857477103    28096   629400 SH       SOLE                 629400        0        0
STEEL DYNAMICS INC             COM              858119100    26438  2250000 SH       SOLE                2250000        0        0
STEELCASE INC                  COM              858155203     1214   134400 SH       SOLE                 134400        0        0
STEIN MART INC.                COM              858375108      424    53300 SH       SOLE                  53300        0        0
STELLARONE CORP                COM              85856G100      930    74500 SH       SOLE                  74500        0        0
STERIS CORP                    COM              859152100      452    14400 SH       SOLE                  14400        0        0
STERLING CONSTRUCTION CO       COM              859241101       49     4800 SH       SOLE                   4800        0        0
STEWART INFO SVCS              COM              860372101       40     2600 SH       SOLE                   2600        0        0
STIFEL FINANCIAL CORP          COM              860630102      464    15000 SH       SOLE                  15000        0        0
STMICROELECTRONICS NV-NY SHS   COM              861012102      639   117448 SH       SOLE                 117448        0        0
STONE ENERGY CORP              COM              861642106     1546    61000 SH       SOLE                  61000        0        0
STRATASYS INC                  COM              862685104      580    11700 SH       SOLE                  11700        0        0
STRATEGIC HOTELS & RESORTS INC REIT             86272T106     4707   728596 SH       SOLE                 728596        0        0
STRYKER CORP.                  COM              863667101    54009   980200 SH       SOLE                 980200        0        0
SUCAMPO PHARMACEUTICALS-CL A   COM              864909106      281    40000 SH       SOLE                  40000        0        0
SUFFOLK BANCORP                COM              864739107      193    14900 SH       SOLE                  14900        0        0
SUMMIT HOTEL PROPERTIES INC    REIT             866082100      866   103423 SH       SOLE                 103423        0        0
SUN COMMUNITIES INC            REIT             866674104      739    16700 SH       SOLE                  16700        0        0
SUN HEALTHCARE GROUP INC       COM              86677E100      137    16400 SH       SOLE                  16400        0        0
SUN HYDRAULICS CORP            COM              866942105      678    27900 SH       SOLE                  27900        0        0
SUNOCO INC                     COM              86764P109    12654   266400 SH       SOLE                 266400        0        0
SUNSTONE HOTEL INVESTORS INC   REIT             867892101     5374   489017 SH       SOLE                 489017        0        0
SUNTRUST BANKS INC.            COM              867914103    23140   955000 SH       SOLE                 955000        0        0
SUPERIOR ENERGY SVCS           COM              868157108      245    12100 SH       SOLE                  12100        0        0
SUREWEST COMMUNICATI           COM              868733106      891    42300 SH       SOLE                  42300        0        0
SUSQUEHANNA BANCSHARES INC.    COM              869099101      725    70400 SH       SOLE                  70400        0        0
SVB FINANCIAL GROUP            COM              78486Q101        0        0 SH       SOLE                      0        0        0
SWIFT ENERGY COMPANY           COM              870738101     1105    59400 SH       SOLE                  59400        0        0
SYKES ENTERPRISES              COM              871237103     1141    71500 SH       SOLE                  71500        0        0
SYMANTEC CORP                  COM              871503108    26409  1807600 SH       SOLE                1807600        0        0
SYMMETRICOM INC                COM              871543104       80    13300 SH       SOLE                  13300        0        0
SYNAGEVA BIOPHARMA CORP        COM              87159A103      235     5800 SH       SOLE                   5800        0        0
SYNAPTICS INC                  COM              87157D109     1328    46400 SH       SOLE                  46400        0        0
SYNERGETICS USA INC            COM              87160G107        0        0 SH       SOLE                      0        0        0
SYNNEX CORP                    COM              87162W100     1311    38000 SH       SOLE                  38000        0        0
SYNOPSYS INC.                  COM              871607107    12943   439800 SH       SOLE                 439800        0        0
SYNTEL INC                     COM              87162H103     8717   143600 SH       SOLE                 143600        0        0
SYPRIS SOLUTIONS INC           COM              871655106       37     5300 SH       SOLE                   5300        0        0
SYSCO CORP.                    COM              871829107    13373   448600 SH       SOLE                 448600        0        0
SYSTEMAX INC                   COM              871851101      637    53900 SH       SOLE                  53900        0        0
T ROWE PRICE GROUP INC.        COM              74144T108    40609   645000 SH       SOLE                 645000        0        0
TAIWAN FUND INC                CTRY             874036106      980    65361 SH       SOLE                  65361        0        0
TAL INTERNATIONAL GROUP        COM              874083108     1336    39900 SH       SOLE                  39900        0        0
TALBOTS INC                    COM              874161102      251    99800 SH       SOLE                  99800        0        0
TANGER FACTORY OUTLET          REIT             875465106     8304   259110 SH       SOLE                 259110        0        0
TANGOE INC                     COM              87582Y108       28     1300 SH       SOLE                   1300        0        0
TARGA RESOURCES CORP           COM              87612G101     1740    40750 SH       SOLE                  40750        0        0
TARGET CORP                    COM              87612E106    84544  1452895 SH       SOLE                1452895        0        0
TASER INTERNATIONAL INC        COM              87651B104      878   167600 SH       SOLE                 167600        0        0
TAUBMAN CENTERS INC            REIT             876664103    13721   177823 SH       SOLE                 177823        0        0
TAYLOR CAPITAL GROUP INC       COM              876851106      164    10000 SH       SOLE                  10000        0        0
TCF FINANCIAL CORP             COM              872275102     5717   498000 SH       SOLE                 498000        0        0
TE CONNECTIVITY LTD            COM              H84989104    15987   501000 SH       SOLE                 501000        0        0
TEAM HEALTH HOLDINGS INC       COM              87817A107       89     3700 SH       SOLE                   3700        0        0
TECH DATA CORP                 COM              878237106     9726   201900 SH       SOLE                 201900        0        0
TECHTARGET                     COM              87874R100       30     6000 SH       SOLE                   6000        0        0
TECO ENERGY                    COM              872375100    37836  2095000 SH       SOLE                2095000        0        0
TEEKAY SHIPPING CORP           COM              Y8564W103      176     6000 SH       SOLE                   6000        0        0
TELECOM CORP OF NEW ZEALAND    COM              879278208     3843   407548 SH       SOLE                 407548        0        0
TELEDYNE TECHNOLOGIES INC      COM              879360105     1880    30500 SH       SOLE                  30500        0        0
TELEF BRASIL - ADR             COM              87936R106     3474   140434 SH       SOLE                 140434        0        0
TELENAV INC                    COM              879455103      687   112100 SH       SOLE                 112100        0        0
TELEPHONE & DATA SYSTEMS INC.  COM              879433829    11088   520800 SH       SOLE                 520800        0        0
TELLABS INC.                   COM              879664100      103    30800 SH       SOLE                  30800        0        0
TENNANT COMPANY                COM              880345103     1147    28700 SH       SOLE                  28700        0        0
TENNECO INC.                   COM              880349105      325    12100 SH       SOLE                  12100        0        0
TERADATA CORP                  COM              88076W103     9001   125000 SH       SOLE                 125000        0        0
TERNIUM SA - ADR               ICOM             880890108     1081    55231 SH       SOLE                  55231        0        0
TERRENO REALTY CORP            REIT             88146M101      127     8400 SH       SOLE                   8400        0        0
TERRITORIAL BANCORP INC        COM              88145X108      189     8300 SH       SOLE                   8300        0        0
TESCO CORP                     COM              88157K101        6      500 SH       SOLE                    500        0        0
TESLA MOTORS INC               COM              88160R101      247     7900 SH       SOLE                   7900        0        0
TESORO CORP                    COM              881609101     2541   101800 SH       SOLE                 101800        0        0
TESSCO TECHNOLOGIES INC        COM              872386107      803    36400 SH       SOLE                  36400        0        0
TESSERA TECHNOLOGIES INC       COM              88164L100     1268    82500 SH       SOLE                  82500        0        0
TETRA TECH INC.                COM              88162G103      336    12900 SH       SOLE                  12900        0        0
TEVA PHARMACEUTICAL INDUSTRIES COM              881624209    46306  1174085 SH       SOLE                1174085        0        0
TEXAS CAPITAL BANCSHARES       COM              88224Q107      238     5900 SH       SOLE                   5900        0        0
TEXAS INSTRS INC               COM              882508104    25144   876400 SH       SOLE                 876400        0        0
TEXTAINER GROUP HOLDINGS LTD   COM              G8766E109     1059    28700 SH       SOLE                  28700        0        0
TEXTRON INC.                   COM              883203101    36004  1447700 SH       SOLE                1447700        0        0
THAI FUND INC                  CTRY             882904105     1540    96000 SH       SOLE                  96000        0        0
THE BANK OF NEW YORK MELLON CO COM              064058100    30146  1373410 SH       SOLE                1373410        0        0
THE BLACKSTONE GROUP LP        COM              09253U108     8103   620000 SH       SOLE                 620000        0        0
THE FINISH LINE-CL A           COM              317923100       21     1000 SH       SOLE                   1000        0        0
THE FIRST MARBLEHEAD CORP      COM              320771108       41    35100 SH       SOLE                  35100        0        0
THE GEO GROUP INC              COM              36159R103      132     5800 SH       SOLE                   5800        0        0
THE JONES GROUP INC            COM              48020T101     1200   125500 SH       SOLE                 125500        0        0
THE MEN'S WEARHOUSE INC.       COM              587118100      718    25500 SH       SOLE                  25500        0        0
THERAVANCE INC                 COM              88338T104       18      800 SH       SOLE                    800        0        0
THERMO FISHER SCIENTIFIC       COM              883556102    22830   439800 SH       SOLE                 439800        0        0
THL CREDIT INC                 COM              872438106      162    12000 SH       SOLE                  12000        0        0
THOMPSON CREEK METALS CO INC   COM              884768102        0        0 SH       SOLE                      0        0        0
THOMSON REUTERS CORP           COM              884903105     8088   284300 SH       SOLE                 284300        0        0
THOR INDUSTRIES INC            COM              885160101      175     6400 SH       SOLE                   6400        0        0
TIDEWATER INC                  COM              886423102      352     7600 SH       SOLE                   7600        0        0
TIME WARNER CABLE INC          COM              88732J207    30320   369300 SH       SOLE                 369300        0        0
TIME WARNER INC.               COM              887317303    29418   764100 SH       SOLE                 764100        0        0
TIVO INC                       COM              888706108      480    58100 SH       SOLE                  58100        0        0
TJX COS. INC.                  COM              872540109    24714   575683 SH       SOLE                 575683        0        0
TMS INTL CORP-A                COM              87261Q103      117    11700 SH       SOLE                  11700        0        0
TOMPKINS FINANCIAL CORP.       COM              890110109       11      300 SH       SOLE                    300        0        0
TORCHMARK CORP                 COM              891027104     2015    39852 SH       SOLE                  39852        0        0
TOTAL SYS SVCS INC             COM              891906109      427    17851 SH       SOLE                  17851        0        0
TOWER INTL INC                 COM              891826109      276    26300 SH       SOLE                  26300        0        0
TOWNE BANK                     COM              89214P109      974    69600 SH       SOLE                  69600        0        0
TPC GROUP INC                  COM              89236Y104     1083    29300 SH       SOLE                  29300        0        0
TRANSDIGM GROUP INC            COM              893641100    51568   383977 SH       SOLE                 383977        0        0
TRAVELERS COS INC              COM              89417E109    19063   298600 SH       SOLE                 298600        0        0
TREDEGAR CORPORATION           COM              894650100      831    57100 SH       SOLE                  57100        0        0
TREEHOUSE FOODS INC            COM              89469A104      679    10900 SH       SOLE                  10900        0        0
TREX COMPANY INC               COM              89531P105        0        0 SH       SOLE                      0        0        0
TRICO BANCSHARES               COM              896095106      185    12000 SH       SOLE                  12000        0        0
TRINITY INDUSTRIES             COM              896522109      290    11600 SH       SOLE                  11600        0        0
TRIPLE-S MANAGEMENT CORP-B     COM              896749108      963    52700 SH       SOLE                  52700        0        0
TRIUMPH GROUP INC              COM              896818101        0        0 SH       SOLE                      0        0        0
TRUE RELIGION APPAREL          COM              89784N104     1177    40600 SH       SOLE                  40600        0        0
TRUEBLUE INC                   COM              89785X101     1159    74900 SH       SOLE                  74900        0        0
TRUSTMARK CORP                 COM              898402102      291    11900 SH       SOLE                  11900        0        0
TRW AUTOMOTIVE HOLDINGS CORP   COM              87264S106      706    19200 SH       SOLE                  19200        0        0
TUESDAY MORNING CORP           COM              899035505      816   190200 SH       SOLE                 190200        0        0
TUPPERWARE BRANDS CORP         COM              899896104     7234   132100 SH       SOLE                 132100        0        0
TURKCELL ILETISIM HIZMET - ADR ICOM             900111204     3388   270000 SH       SOLE                 270000        0        0
TUTOR PERINI CORP              COM              901109108      983    77600 SH       SOLE                  77600        0        0
TWO HARBORS INVESTMENT CORP    COM              90187B101     1415   136600 SH       SOLE                 136600        0        0
TYCO INTERNATIONAL LTD         COM              H89128104    19283   364872 SH       SOLE                 364872        0        0
TYLER TECHNOLOGIES I           COM              902252105     1505    37300 SH       SOLE                  37300        0        0
U S PHYSICAL THERAPY           COM              90337L108       89     3500 SH       SOLE                   3500        0        0
UDR INC                        REIT             902653104    16238   628423 SH       SOLE                 628423        0        0
UGI CORP                       COM              902681105    21425   728000 SH       SOLE                 728000        0        0
UIL HOLDINGS CORPORATION       COM              902748102      434    12100 SH       SOLE                  12100        0        0
ULTIMATE SOFTWARE GROUP INC    COM              90385D107     2228    25000 SH       SOLE                  25000        0        0
ULTRA PETROLEUM CORP           COM              903914109     3260   141300 SH       SOLE                 141300        0        0
UMB FINL CORP                  COM              902788108      297     5800 SH       SOLE                   5800        0        0
UMH PROPERTIES INC             REIT             903002103       90     8400 SH       SOLE                   8400        0        0
UMPQUA HLDGS CORP              COM              904214103     1692   128600 SH       SOLE                 128600        0        0
UNILEVER UN                    COM              904784709     5275   158181 SH       SOLE                 158181        0        0
UNION DRILLING INC             COM              90653P105       85    19000 SH       SOLE                  19000        0        0
UNION FIRST MARKET BANKSHARES  COM              90662P104      789    54600 SH       SOLE                  54600        0        0
UNION PACIFIC CORP.            COM              907818108   145797  1222000 SH       SOLE                1222000        0        0
UNISYS CORP.                   COM              909214306     1419    72600 SH       SOLE                  72600        0        0
UNITED BANKSHARES INC.         COM              909907107      101     3900 SH       SOLE                   3900        0        0
UNITED CMNTY BKS BLA           COM              90984P303      168    19600 SH       SOLE                  19600        0        0
UNITED CONTINENTAL HOLDINGS IN COM              910047109     1175    48300 SH       SOLE                  48300        0        0
UNITED FIRE GROUP INC          COM              910340108       36     1700 SH       SOLE                   1700        0        0
UNITED NATURAL FOODS INC.      COM              911163103      982    17900 SH       SOLE                  17900        0        0
UNITED ONLINE INC              COM              911268100     1008   238800 SH       SOLE                 238800        0        0
UNITED PARCEL SERVICES INC     COM              911312106    52202   662800 SH       SOLE                 662800        0        0
UNITED RENTALS INCORPORATED    COM              911363109        0        0 SH       SOLE                      0        0        0
UNITED STATES LIME & MINERAL   COM              911922102        9      200 SH       SOLE                    200        0        0
UNITED STATES STEEL CORP.      COM              912909108      157     7600 SH       SOLE                   7600        0        0
UNITED STATIONERS INC          COM              913004107     1450    53800 SH       SOLE                  53800        0        0
UNITED TECHNOLOGIES            COM              913017109    82169  1087900 SH       SOLE                1087900        0        0
UNITEDHEALTH GROUP INC         COM              91324P102   117852  2014572 SH       SOLE                2014572        0        0
UNIVERSAL AMERICAN CORP.       COM              91338E101      933    88600 SH       SOLE                  88600        0        0
UNIVERSAL CORP-VA              COM              913456109     1404    30300 SH       SOLE                  30300        0        0
UNIVERSAL DISPLAY CO           COM              91347P105       47     1300 SH       SOLE                   1300        0        0
UNIVERSAL FOREST PRODUCTS      COM              913543104      281     7200 SH       SOLE                   7200        0        0
UNIVERSAL HEALTH RLT           REIT             91359E105      311     7500 SH       SOLE                   7500        0        0
UNIVERSAL INSURANCE HLDGS      COM              91359V107      593   174000 SH       SOLE                 174000        0        0
UNIVERSAL TRUCKLOAD SERVICES I COM              91388P105      290    19200 SH       SOLE                  19200        0        0
UNIVEST CORP OF PENNSYLVANIA   COM              915271100       18     1100 SH       SOLE                   1100        0        0
UNUM GROUP                     COM              91529Y106    27563  1440800 SH       SOLE                1440800        0        0
URS CORPORATION                COM              903236107      460    13195 SH       SOLE                  13195        0        0
URSTADT BIDDLE PPTYS           REIT             917286205      287    14500 SH       SOLE                  14500        0        0
US AIRWAYS GROUP INC           COM              90341W108    17466  1310300 SH       SOLE                1310300        0        0
US BANCORP                     COM              902973304    48404  1505100 SH       SOLE                1505100        0        0
US CELLULAR CORP.              COM              911684108     4183   108300 SH       SOLE                 108300        0        0
USA MOBILITY INC               COM              90341G103      907    70500 SH       SOLE                  70500        0        0
USANA HEALTH SCIENCES INC      COM              90328M107      888    21600 SH       SOLE                  21600        0        0
USEC INC.                      COM              90333E108        0        0 SH       SOLE                      0        0        0
USG CORPORATION                COM              903293405      118     6200 SH       SOLE                   6200        0        0
UTI WORLDWIDE INC              COM              G87210103     6448   441360 SH       SOLE                 441360        0        0
V F CORP                       COM              918204108      228     1710 SH       SOLE                   1710        0        0
VAALCO ENERGY INC              COM              91851C201     1072   124200 SH       SOLE                 124200        0        0
VAIL RESORTS INC               COM              91879Q109      411     8200 SH       SOLE                   8200        0        0
VALE R DOCE-ADR                COM              91912E204    19837  1016769 SH       SOLE                1016769        0        0
VALENCE TECHNOLOGY INC         COM              918914102        0        0 SH       SOLE                      0        0        0
VALERO ENERGY CORP.            COM              91913Y100    24094   997700 SH       SOLE                 997700        0        0
VALSPAR CORP                   COM              920355104    17322   330000 SH       SOLE                 330000        0        0
VALUE LINE INC                 COM              920437100       19     1600 SH       SOLE                   1600        0        0
VALUECLICK INC.                COM              92046N102      126     7700 SH       SOLE                   7700        0        0
VANCEINFO TECHNOLOGIES-ADR     COM              921564100     4143   432446 SH       SOLE                 432446        0        0
VANGUARD HEALTH SYSTEMS INC    COM              922036207      515    57900 SH       SOLE                  57900        0        0
VASCO DATA SECURITY INTL       COM              92230Y104      191    23300 SH       SOLE                  23300        0        0
VEECO INSTRUMENTS INC          COM              922417100      120     3500 SH       SOLE                   3500        0        0
VENTAS INC.                    REIT             92276F100    47702   755740 SH       SOLE                 755740        0        0
VERASTEM INC                   COM              92337C104       41     4000 SH       SOLE                   4000        0        0
VERIFONE HOLDINGS INC          COM              92342Y109       53     1612 SH       SOLE                   1612        0        0
VERISIGN INC                   COM              92343E102     6395   146771 SH       SOLE                 146771        0        0
VERISK ANALYTICS INC-CLASS A   COM              92345Y106     1419    28797 SH       SOLE                  28797        0        0
VERIZON COMMUNICATIONS         COM              92343V104   131111  2950300 SH       SOLE                2950300        0        0
VIACOM INC. CL B               COM              92553P201    33111   704200 SH       SOLE                 704200        0        0
VIASAT INC.                    COM              92552V100      174     4600 SH       SOLE                   4600        0        0
VIASYSTEMS GROUP INC           COM              92553H803      199    11700 SH       SOLE                  11700        0        0
VILLAGE SUPER MARKET INC       COM              927107409      769    23600 SH       SOLE                  23600        0        0
VIRGINIA COMMERCE BANCORP      COM              92778Q109      881   104500 SH       SOLE                 104500        0        0
VIRNETX HOLDING CORP           COM              92823T108      176     5000 SH       SOLE                   5000        0        0
VIROPHARMA INC                 COM              928241108     1808    76300 SH       SOLE                  76300        0        0
VIRTUS INVESTMENT PARTNERS     COM              92828Q109     1142    14100 SH       SOLE                  14100        0        0
VISA INC-CLASS A               COM              92826C839   193333  1563802 SH       SOLE                1563802        0        0
VISTA GOLD CORP                COM              927926303      778   267400 SH       SOLE                 267400        0        0
VISTAPRINT NV                  COM              N93540107     1489    46100 SH       SOLE                  46100        0        0
VISTEON CORP                   COM              92839U206    15278   407400 SH       SOLE                 407400        0        0
VITAMIN SHOPPE INC             COM              92849E101    15930   290000 SH       SOLE                 290000        0        0
VIVUS INC                      COM              928551100     1059    37100 SH       SOLE                  37100        0        0
VMWARE INC-CLASS A             COM              928563402    24827   272700 SH       SOLE                 272700        0        0
VOCUS INC                      COM              92858J108     1053    56600 SH       SOLE                  56600        0        0
VODAFONE GROUP PLC-ADR         COM              92857W209    36523  1296071 SH       SOLE                1296071        0        0
VOLCANO CORP                   COM              928645100      258     9000 SH       SOLE                   9000        0        0
VOLTERRA SEMICONDUCTOR CORP    COM              928708106      957    40800 SH       SOLE                  40800        0        0
VONAGE HLDGS CORP              COM              92886T201     1072   533434 SH       SOLE                 533434        0        0
VORNADO REALTY TRUST           REIT             929042109    63743   759029 SH       SOLE                 759029        0        0
VOXX INTERNATIONAL CORP        COM              91829F104      825    88500 SH       SOLE                  88500        0        0
W^T OFFSHORE INC               COM              92922P106     1108    72400 SH       SOLE                  72400        0        0
WABCO HOLDINGS INC             COM              92927K102      519     9800 SH       SOLE                   9800        0        0
WABTEC                         COM              929740108      546     7000 SH       SOLE                   7000        0        0
WADDELL & REED FINANCIAL-CL A  COM              930059100     4542   150000 SH       SOLE                 150000        0        0
WAL MART STORES INC            COM              931142103   139712  2003897 SH       SOLE                2003897        0        0
WALGREEN CO.                   COM              931422109    42764  1445700 SH       SOLE                1445700        0        0
WALKER & DUNLOP INC            COM              93148P102      735    57200 SH       SOLE                  57200        0        0
WALTER INDS INC                COM              93317Q105      155     3500 SH       SOLE                   3500        0        0
WARNACO GROUP INC/THE          COM              934390402      417     9800 SH       SOLE                   9800        0        0
WASHINGTON BANKING CO          COM              937303105      552    39700 SH       SOLE                  39700        0        0
WASHINGTON POST CL. B          COM              939640108     2991     8000 SH       SOLE                   8000        0        0
WASHINGTON RE INV              REIT             939653101     5589   196455 SH       SOLE                 196455        0        0
WASHINGTON TR BANCORP          COM              940610108      561    23000 SH       SOLE                  23000        0        0
WASTE CONNECTIONS INC          COM              941053100     7480   250000 SH       SOLE                 250000        0        0
WASTE MANAGEMENT INC.          COM              94106L109    11840   354500 SH       SOLE                 354500        0        0
WATERS CORPORATION             COM              941848103    12930   162700 SH       SOLE                 162700        0        0
WATSCO INC.                    COM              942622200      679     9200 SH       SOLE                   9200        0        0
WATSON PHARMACEUTICALS INC.    COM              942683103    48685   658000 SH       SOLE                 658000        0        0
WATTS WATER TECHNOLOGIES INC.  COM              942749102      497    14900 SH       SOLE                  14900        0        0
WAUSAU-MOSINEE PAPER CORP.     COM              943315101     1026   105400 SH       SOLE                 105400        0        0
WD-40 CO                       COM              929236107     1220    24500 SH       SOLE                  24500        0        0
WEBSENSE INC                   COM              947684106     1197    63900 SH       SOLE                  63900        0        0
WEBSTER FINANCIAL CORPORATION  COM              947890109     1388    64100 SH       SOLE                  64100        0        0
WEINGARTEN RE INVST            REIT             948741103     8144   309201 SH       SOLE                 309201        0        0
WEIS MKTS INC                  COM              948849104     1051    23600 SH       SOLE                  23600        0        0
WELLCARE HEALTH PLANS INC      COM              94946T106     2173    41000 SH       SOLE                  41000        0        0
WELLPOINT INC.                 COM              94973V107    53000   830856 SH       SOLE                 830856        0        0
WELLS FARGO COMPANY            COM              949746101   247774  7409517 SH       SOLE                7409517        0        0
WENDY'S CO/THE                 COM              95058W100     8897  1885000 SH       SOLE                1885000        0        0
WESBANCO INC                   COM              950810101     1052    49500 SH       SOLE                  49500        0        0
WEST BANCORPORATION            COM              95123P106      293    30800 SH       SOLE                  30800        0        0
WEST MARINE INC                COM              954235107      784    66700 SH       SOLE                  66700        0        0
WEST PHARMACEUTICAL SERVICES   COM              955306105      369     7300 SH       SOLE                   7300        0        0
WESTAMERICA BANCORPORATION     COM              957090103      113     2400 SH       SOLE                   2400        0        0
WESTERN DIGITAL CORP           COM              958102105       85     2800 SH       SOLE                   2800        0        0
WESTERN REFINING INC           COM              959319104     1583    71100 SH       SOLE                  71100        0        0
WESTERN UNION CO.              COM              959802109    19787  1175000 SH       SOLE                1175000        0        0
WESTMORELAND COAL CO           COM              960878106       81    10100 SH       SOLE                  10100        0        0
WESTWOOD HOLDINGS GROUP INC    COM              961765104      812    21800 SH       SOLE                  21800        0        0
WEYERHAEUSER CO.               COM              962166104     1753    78400 SH       SOLE                  78400        0        0
WGL HOLDINGS, INC.             COM              92924F106      616    15500 SH       SOLE                  15500        0        0
WHIRLPOOL CORP                 COM              963320106      263     4300 SH       SOLE                   4300        0        0
WHITE MOUNTAINS INSURANCE GP   COM              G9618E107      365      700 SH       SOLE                    700        0        0
WHITESTONE REIT-B              REIT             966084204       90     6500 SH       SOLE                   6500        0        0
WHITING PETROLEUM CORP         COM              966387102      197     4800 SH       SOLE                   4800        0        0
WHOLE FOODS MARKET INC         COM              966837106      438     4592 SH       SOLE                   4592        0        0
WILLBROS GROUP INC             COM              969203108      888   137400 SH       SOLE                 137400        0        0
WILLIAMS COS. INC.             COM              969457100    16617   576585 SH       SOLE                 576585        0        0
WILSHIRE BANCORP INC           COM              97186T108      233    42600 SH       SOLE                  42600        0        0
WINDSTREAM CORP.               COM              97381W104    16422  1700000 SH       SOLE                1700000        0        0
WINMARK CORP                   COM              974250102      808    13800 SH       SOLE                  13800        0        0
WINNEBAGO INDUSTRIES           COM              974637100       84     8200 SH       SOLE                   8200        0        0
WINTHROP REALTY TRUST          COM              976391300      220    18100 SH       SOLE                  18100        0        0
WINTRUST FINANCIAL CORP        COM              97650W108     1555    43800 SH       SOLE                  43800        0        0
WISCONSIN ENERGY CORP.         COM              976657106    20784   525252 SH       SOLE                 525252        0        0
WMS INDUSTRIES INC             COM              929297109      471    23600 SH       SOLE                  23600        0        0
WOLVERINE WORLD WIDE           COM              978097103      469    12100 SH       SOLE                  12100        0        0
WOODWARD INC.                  COM              980745103      998    25300 SH       SOLE                  25300        0        0
WORLD FUEL SVCS CORP           COM              981475106        0        0 SH       SOLE                      0        0        0
WORTHINGTON INDS               COM              981811102      692    33800 SH       SOLE                  33800        0        0
WPX ENERGY INC                 COM              98212B103      460    28400 SH       SOLE                  28400        0        0
WRIGHT EXPRESS CORP            COM              98233Q105     2277    36900 SH       SOLE                  36900        0        0
WRIGHT MEDICAL GROUP INC       COM              98235T107     1270    59500 SH       SOLE                  59500        0        0
WYNDHAM WORLDWIDE CORP         COM              98310W108      132     2503 SH       SOLE                   2503        0        0
XCEL ENERGY INC                COM              98389B100     3226   113556 SH       SOLE                 113556        0        0
XEROX CORP                     COM              984121103    11167  1418900 SH       SOLE                1418900        0        0
XILINX INC                     COM              983919101     2195    65400 SH       SOLE                  65400        0        0
XO GROUP INC                   COM              983772104      858    96700 SH       SOLE                  96700        0        0
XYLEM INC.                     COM              98419M100    15145   601700 SH       SOLE                 601700        0        0
YAHOO INC                      COM              984332106    14774   933300 SH       SOLE                 933300        0        0
YANZHOU COAL MINING-SP ADR     ICOM             984846105      766    50000 SH       SOLE                  50000        0        0
YELP INC                       COM              985817105      123     5400 SH       SOLE                   5400        0        0
YORK WATER CO                  COM              987184108       27     1500 SH       SOLE                   1500        0        0
YOUNG INNOVATIONS IN           COM              987520103      497    14400 SH       SOLE                  14400        0        0
YUM BRANDS INC                 COM              988498101    45841   711600 SH       SOLE                 711600        0        0
ZALICUS INC                    COM              98887C105      240   200000 SH       SOLE                 200000        0        0
ZELTIQ AESTHETICS INC          COM              98933Q108       27     4800 SH       SOLE                   4800        0        0
ZEP INC                        COM              98944B108      921    67100 SH       SOLE                  67100        0        0
ZILLOW INC                     COM              98954A107      904    23400 SH       SOLE                  23400        0        0
ZIMMER HOLDINGS INC            COM              98956P102       45      700 SH       SOLE                    700        0        0
ZIONS BANCORPORATION           COM              989701107      651    33500 SH       SOLE                  33500        0        0
ZIX CORP                       COM              98974P100      123    47400 SH       SOLE                  47400        0        0
ZUMIEZ INC.                    COM              989817101     1267    32000 SH       SOLE                  32000        0        0
ZYGO CORP                      COM              989855101      952    53300 SH       SOLE                  53300        0        0