Sei Trust

Sei Trust as of June 30, 2012

Portfolio Holdings for Sei Trust

Sei Trust holds 0 positions in its portfolio as reported in the June 2012 quarterly 13F filing

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FORM 13 F INFORMATION TABLE
                                                     VALUE     SHRS 0R     SH/ PUT/ INVESTMENT OTHER   VOTING AUTHORITY
NAME OF ISSUER                 TITLE OF CLACUSIP     ($1000)   PRN AMT     PRN CALL DISCRETION MANAGERSSOLE   SHARED NONE
3M CO                          COM          88579Y101      35.8         400SH       SOLE       0       400    0      0
7 DAYS GROUP HLDGS LTD         FS           81783J101    3018.1      285806SH       SOLE       0       285806 0      0
AAR CORP                       COM          000361105        31        2300SH       SOLE       0       2300   0      0
AAR CORP NOTE  1.750%          CB           000361AH8        75       76000SH       SOLE       0       76000  0      0
ABB LTD SPONSORED              FS           000375204     130.2        7977SH       SOLE       0       7977   0      0
ABBOTT LABS                    COM          002824100   14797.4      229524SH       SOLE       0       229524 0      0
ABERCROMBIE & FITCH CO CL      COM          002896207     310.7        9100SH       SOLE       0       9100   0      0
ABIOMED INC                    COM          003654100    2317.6      101560SH       SOLE       0       101560 0      0
ABRAXAS PETE CORP              COM          003830106     427.8      134120SH       SOLE       0       134120 0      0
ACCENTURE PLC IRELAND SHS CLAS COM          G1151C101   20358.6      338801SH       SOLE       0       338801 0      0
ACCO BRANDS CORP               COM          00081T108      84.2        8144SH       SOLE       0       8144   0      0
ACE LTD                        FS           H0023R105    3498.9       47199SH       SOLE       0       47199  0      0
ACME PACKET INC                COM          004764106     258.5       13861SH       SOLE       0       13861  0      0
ACTIVISION BLIZZARD INC        COM          00507V109      31.3        2611SH       SOLE       0       2611   0      0
ACTUANT CORP CL A              COM          00508X203      43.5        1600SH       SOLE       0       1600   0      0
ADOBE SYS INC                  COM          00724F101    1566.4       48391SH       SOLE       0       48391  0      0
ADTRAN INC                     COM          00738A106      75.5        2502SH       SOLE       0       2502   0      0
ADVANCED MICRO DEVICES INC     COM          007903107       173       30200SH       SOLE       0       30200  0      0
ADVANCED MICRO DEVICES INC NOT CB           007903AL1       113      112000SH       SOLE       0       112000 0      0
ADVANCED SEMICONDUCTOR ENGR SP FS           00756M404   13087.4     3215580SH       SOLE       0       32155800      0
ADVENT SOFTWARE INC            COM          007974108     317.2       11700SH       SOLE       0       11700  0      0
ADVISORY BRD CO                COM          00762W107    2824.6       56960SH       SOLE       0       56960  0      0
AERCAP HOLDINGS NV             COM          N00985106       6.4         569SH       SOLE       0       569    0      0
AEROVIRONMENT INC              COM          008073108      65.8        2500SH       SOLE       0       2500   0      0
AES CORP                       COM          00130H105    1290.6      100590SH       SOLE       0       100590 0      0
AETNA INC NEW                  COM          00817Y108     721.1       18600SH       SOLE       0       18600  0      0
AFFILIATED MANAGERS GROUP      COM          008252108    2086.4       19063SH       SOLE       0       19063  0      0
AFLAC INC                      COM          001055102    1997.5       46900SH       SOLE       0       46900  0      0
AGCO CORP                      COM          001084102    3251.4       71100SH       SOLE       0       71100  0      0
AGILENT TECHNOLOGIES INC       COM          00846U101    5948.5      151592SH       SOLE       0       151592 0      0
AGL RES INC                    COM          001204106   10925.2      281941SH       SOLE       0       281941 0      0
AIR PRODS & CHEMS INC          COM          009158106    8654.6      107204SH       SOLE       0       107204 0      0
AIRGAS INC                     COM          009363102    5943.7       70750SH       SOLE       0       70750  0      0
AKAMAI TECHNOLOGIES INC        COM          00971T101     688.9       21698SH       SOLE       0       21698  0      0
ALASKA AIR GROUP INC           COM          011659109     114.9        3200SH       SOLE       0       3200   0      0
ALBEMARLE CORP                 COM          012653101      3737       62660SH       SOLE       0       62660  0      0
ALERE INC NOTE  3.000%         CB           01449JAA3      67.3       75000SH       SOLE       0       75000  0      0
ALEXANDRIA REAL ESTATE EQ IN   COM          015271109    8031.8      110448SH       SOLE       0       110448 0      0
ALEXION PHARMACEUTICALS INC    COM          015351109   12087.5      121727SH       SOLE       0       121727 0      0
ALIGN TECHNOLOGY INC           COM          016255101     154.5        4617SH       SOLE       0       4617   0      0
ALLEGHANY CORP DEL             COM          017175100     134.2         395SH       SOLE       0       395    0      0
ALLEGHENY TECHNOLOGIES INC     COM          01741R102    1675.9       52553SH       SOLE       0       52553  0      0
ALLERGAN INC                   COM          018490102   17976.8      194197SH       SOLE       0       194197 0      0
ALLIANCE DATA SYSTEMS CORP     COM          018581108     415.8        3080SH       SOLE       0       3080   0      0
ALLIANCEBERNSTEIN HOLDING LP U COM          01881G106     417.5       32900SH       SOLE       0       32900  0      0
ALLIED WRLD ASSUR COM HLDG A   COM          H01531104    7001.3       88100SH       SOLE       0       88100  0      0
ALLOT COMMUNICATIONS LTD       COM          M0854Q105      10.9         390SH       SOLE       0       390    0      0
ALLSCRIPTS HEALTHCARE SOLUTN   COM          01988P108      88.3        8076SH       SOLE       0       8076   0      0
ALLSTATE CORP                  COM          020002101    5709.3      162704SH       SOLE       0       162704 0      0
ALPHA NATURAL RESOURCES INC    COM          02076X102     434.6       49900SH       SOLE       0       49900  0      0
ALTERA CORP                    COM          021441100   14104.9      416812SH       SOLE       0       416812 0      0
ALTERRA CAPITAL HOLDINGS LIM   COM          G0229R108    1678.9       71900SH       SOLE       0       71900  0      0
ALTRA HOLDINGS INC             COM          02208R106     123.1        7800SH       SOLE       0       7800   0      0
ALTRIA GROUP INC               COM          02209S103   14694.1      425300SH       SOLE       0       425300 0      0
AMAZON COM INC                 COM          023135106   38045.6      166611SH       SOLE       0       166611 0      0
AMEREN CORP                    COM          023608102      1734       51700SH       SOLE       0       51700  0      0
AMERESCO INC CL                COM          02361E108     489.6       41040SH       SOLE       0       41040  0      0
AMERICA MOVIL SAB DE CV SPON A FS           02364W105     814.6       31260SH       SOLE       0       31260  0      0
AMERICAN ASSETS TR INC         COM          024013104    2572.9      106100SH       SOLE       0       106100 0      0
AMERICAN AXLE & MFG HLDGS IN   COM          024061103      97.6        9300SH       SOLE       0       9300   0      0
AURIZON MINES LTD              FS           05155P106    1933.4      428700SH       SOLE       0       428700 0      0
AUTODESK INC                   COM          052769106    6386.4      182521SH       SOLE       0       182521 0      0
AUTOLIV INC                    FS           052800109     574.1       10503SH       SOLE       0       10503  0      0
AUTOMATIC DATA PROCESSING IN   COM          053015103   12433.9      223391SH       SOLE       0       223391 0      0
AUTOZONE INC                   COM          053332102    9913.6       27000SH       SOLE       0       27000  0      0
AVAGO TECHNOLOGIES LTD         COM          Y0486S104    5100.2      142067SH       SOLE       0       142067 0      0
AVALONBAY CMNTYS INC           COM          053484101   12180.3       86092SH       SOLE       0       86092  0      0
AVEO PHARMACEUTICALS INC       COM          053588109    1270.9      104516SH       SOLE       0       104516 0      0
AVERY DENNISON CORP            COM          053611109        82        3000SH       SOLE       0       3000   0      0
AVG TECHNOLOGIES N V           COM          N07831105      95.9        7369SH       SOLE       0       7369   0      0
AVISTA CORP                    COM          05379B107     106.8        4000SH       SOLE       0       4000   0      0
AVNET INC                      COM          053807103    4005.6      129800SH       SOLE       0       129800 0      0
AXIS CAPITAL HOLDINGS INV      COM          G0692U109    9090.8      279288SH       SOLE       0       279288 0      0
BAIDU INC SPON ADR REP         FS           056752108   42645.9      370898SH       SOLE       0       370898 0      0
BAKER HUGHES INC               COM          057224107    1191.5       28990SH       SOLE       0       28990  0      0
BALDWIN & LYONS INC CL         COM          057755209     127.8        5500SH       SOLE       0       5500   0      0
BALL CORP                      COM          058498106     447.4       10900SH       SOLE       0       10900  0      0
BALLY TECHNOLOGIES INC         COM          05874B107      65.3        1400SH       SOLE       0       1400   0      0
BANCO BRADESCO S A SP ADR PFD  FS           059460303   10858.7      730239SH       SOLE       0       730239 0      0
BANCOLOMBIA S A SPON ADR       FS           05968L102   13740.8      222200SH       SOLE       0       222200 0      0
BANCORPSOUTH INC               COM          059692103     126.3        8700SH       SOLE       0       8700   0      0
BANK NOVA SCOTIA HALIFAX       COM          064149107     943.5       18218SH       SOLE       0       18218  0      0
BANK OF AMERICA CORPORATION    COM          060505104    4826.9      590089SH       SOLE       0       590089 0      0
BANK OF AMERICA CORPORATION 7. PFD          060505682     551.9         566SH       SOLE       0       566    0      0
BANK OF NEW YORK MELLON CORP   COM          064058100    1755.1       79960SH       SOLE       0       79960  0      0
BANKUNITED INC                 COM          06652K103    5771.3      244754SH       SOLE       0       244754 0      0
BARNES GROUP INC               COM          067806109      75.3        3100SH       SOLE       0       3100   0      0
BARRETT BILL CORP              COM          06846N104        75        3500SH       SOLE       0       3500   0      0
BARRICK GOLD CORP              COM          067901108    5298.9      141041SH       SOLE       0       141041 0      0
BAXTER INTL INC                COM          071813109    3720.5       70000SH       SOLE       0       70000  0      0
BB^T CORP                      COM          054937107    1181.6       38300SH       SOLE       0       38300  0      0
BBCN BANCORP INC               COM          073295107    2131.2      195700SH       SOLE       0       195700 0      0
BE AEROSPACE INC               COM          073302101    5021.2      115007SH       SOLE       0       115007 0      0
BEAM INC                       COM          073730103    1439.8       23041SH       SOLE       0       23041  0      0
BECTON DICKINSON & CO          COM          075887109     501.3        6707SH       SOLE       0       6707   0      0
BED BATH & BEYOND INC          COM          075896100    9593.8      155240SH       SOLE       0       155240 0      0
BEL FUSE INC CL                COM          077347300     112.7        6400SH       SOLE       0       6400   0      0
BELDEN INC                     COM          077454106    2447.6       73390SH       SOLE       0       73390  0      0
BELO CORP COM SER              COM          080555105     166.2       25800SH       SOLE       0       25800  0      0
BEMIS INC                      COM          081437105     323.6       10327SH       SOLE       0       10327  0      0
BENCHMARK ELECTRS INC          COM          08160H101        67        4800SH       SOLE       0       4800   0      0
BERKLEY W R CORP               COM          084423102    2281.9       58630SH       SOLE       0       58630  0      0
BERKSHIRE HATHAWAY INC DEL CL  COM          084670702     748.2        8979SH       SOLE       0       8979   0      0
BERRY PETE CO CL               COM          085789105      67.4        1700SH       SOLE       0       1700   0      0
BEST BUY INC                   COM          086516101    2351.7      112200SH       SOLE       0       112200 0      0
BHP BILLITON LTD SPONSORED     FS           088606108   14111.3      216100SH       SOLE       0       216100 0      0
BIG LOTS INC                   COM          089302103    9728.4      238500SH       SOLE       0       238500 0      0
BIOGEN IDEC INC                COM          09062X103   35045.4      242730SH       SOLE       0       242730 0      0
BIOMED REALTY TRUST INC        COM          09063H107    4143.2      221800SH       SOLE       0       221800 0      0
BJS RESTAURANTS INC            COM          09180C106    3320.7       87387SH       SOLE       0       87387  0      0
BLACK HILLS CORP               COM          092113109      93.3        2900SH       SOLE       0       2900   0      0
BLACKBAUD INC                  COM          09227Q100    1463.2       57000SH       SOLE       0       57000  0      0
BLACKROCK INC                  COM          09247X101   16233.8       95594SH       SOLE       0       95594  0      0
BLACKROCK KELSO CAPITAL CORP   COM          092533108      32.2        3300SH       SOLE       0       3300   0      0
BLOCK H & R INC                COM          093671105     742.6       46470SH       SOLE       0       46470  0      0
BMC SOFTWARE INC               COM          055921100    1392.4       32625SH       SOLE       0       32625  0      0
BOB EVANS FARMS INC            COM          096761101    6494.3      161550SH       SOLE       0       161550 0      0
BOEING CO                      COM          097023105    1754.7       23617SH       SOLE       0       23617  0      0
BOK FINL CORP COM              COM          05561Q201     122.2        2100SH       SOLE       0       2100   0      0
BOOZ ALLEN HAMILTON HLDG COR C COM          099502106      49.7        3251SH       SOLE       0       3251   0      0
BORGWARNER INC                 COM          099724106   26427.3      402916SH       SOLE       0       402916 0      0
CELGENE CORP                   COM          151020104   27394.8      426976SH       SOLE       0       426976 0      0
CENOVUS ENERGY INC             COM          15135U109      79.5        2500SH       SOLE       0       2500   0      0
CENTENE CORP DEL               COM          15135B101     621.3       20600SH       SOLE       0       20600  0      0
CENTERPOINT ENERGY INC         COM          15189T107     347.3       16800SH       SOLE       0       16800  0      0
CENTRAIS ELETRICAS BRASILEIR S FS           15234Q108      21.1        2200SH       SOLE       0       2200   0      0
CENTRAIS ELETRICAS BRASILEIR S COM          15234Q207        43        6117SH       SOLE       0       6117   0      0
CENTURYLINK INC                COM          156700106    6707.3      169849SH       SOLE       0       169849 0      0
CEPHEID                        COM          15670R107     642.2       14350SH       SOLE       0       14350  0      0
CERAGON NETWORKS LTD           COM          M22013102    2409.9      281200SH       SOLE       0       281200 0      0
CERNER CORP                    COM          156782104   18613.7      225184SH       SOLE       0       225184 0      0
CF INDS HLDGS INC              COM          125269100    8272.7       42700SH       SOLE       0       42700  0      0
CHART INDS INC COM PAR         COM          16115Q308      3866       56225SH       SOLE       0       56225  0      0
CHECK POINT SOFTWARE TECH LT   FS           M22465104   23148.1      466789SH       SOLE       0       466789 0      0
CHEESECAKE FACTORY INC         COM          163072101    2305.2       72129SH       SOLE       0       72129  0      0
CHELSEA THERAPEUTICS INTL LT   COM          163428105     598.2      404191SH       SOLE       0       404191 0      0
CHESAPEAKE ENERGY CORP NOTE    CB           165167CB1      29.7       37000SH       SOLE       0       37000  0      0
CHESAPEAKE MIDSTREAM PARTNER   COM          16524K108    2938.7      108000SH       SOLE       0       108000 0      0
CHESAPEAKE UTILS CORP          COM          165303108      21.9         500SH       SOLE       0       500    0      0
CHEVRON CORP NEW               COM          166764100   26064.1      247053SH       SOLE       0       247053 0      0
CHICOS FAS INC                 COM          168615102    3679.7      247960SH       SOLE       0       247960 0      0
CHILDRENS PL RETAIL STORES I   COM          168905107    2860.2       57400SH       SOLE       0       57400  0      0
CHIMERA INVT CORP              COM          16934Q109      70.1       29700SH       SOLE       0       29700  0      0
CHIPOTLE MEXICAN GRILL INC     COM          169656105    5573.1       14668SH       SOLE       0       14668  0      0
CHUBB CORP                     COM          171232101   12568.7      172599SH       SOLE       0       172599 0      0
CHURCH & DWIGHT INC            COM          171340102    1466.3       26435SH       SOLE       0       26435  0      0
CIGNA CORPORATION              COM          125509109    1654.9       37611SH       SOLE       0       37611  0      0
CIMAREX ENERGY CO              COM          171798101    3157.7       57287SH       SOLE       0       57287  0      0
CINCINNATI FINL CORP           COM          172062101     582.5       15300SH       SOLE       0       15300  0      0
CINTAS CORP                    COM          172908105     677.5       17548SH       SOLE       0       17548  0      0
CIRCOR INTL INC                COM          17273K109    2962.7       86907SH       SOLE       0       86907  0      0
CISCO SYS INC                  COM          17275R102   19056.3     1109858SH       SOLE       0       11098580      0
CIT GROUP INC COM              COM          125581801      1504       42200SH       SOLE       0       42200  0      0
CITIGROUP INC COM              COM          172967424    4957.4      180860SH       SOLE       0       180860 0      0
CITRIX SYS INC                 COM          177376100    5779.4       68852SH       SOLE       0       68852  0      0
CITY NATL CORP                 COM          178566105      48.6        1000SH       SOLE       0       1000   0      0
CLARCOR INC                    COM          179895107    1761.7       36580SH       SOLE       0       36580  0      0
CLEARWATER PAPER CORP          COM          18538R103    4312.8      126400SH       SOLE       0       126400 0      0
CLIFFS NATURAL RESOURCES INC   COM          18683K101     714.2       14490SH       SOLE       0       14490  0      0
CLOROX CO DEL                  COM          189054109    1680.6       23193SH       SOLE       0       23193  0      0
CLOUD PEAK ENERGY INC          COM          18911Q102    2981.2      176300SH       SOLE       0       176300 0      0
CME GROUP INC                  COM          12572Q105      1132        4222SH       SOLE       0       4222   0      0
CMS ENERGY CORP                COM          125896100    6974.8      296800SH       SOLE       0       296800 0      0
COACH INC                      COM          189754104   18919.2      323516SH       SOLE       0       323516 0      0
COCA COLA CO                   COM          191216100   21444.8      274265SH       SOLE       0       274265 0      0
COCA COLA ENTERPRISES INC NE   COM          19122T109     346.9       12371SH       SOLE       0       12371  0      0
COGENT COMM GROUP INC COM      COM          19239V302    1851.1       96160SH       SOLE       0       96160  0      0
COGNEX CORP                    COM          192422103    2288.2       72296SH       SOLE       0       72296  0      0
COGNIZANT TECHNOLOGY SOLUTIO C COM          192446102    4413.5       73559SH       SOLE       0       73559  0      0
COHERENT INC                   COM          192479103    3663.2       84600SH       SOLE       0       84600  0      0
COLFAX CORP                    COM          194014106    6018.5      218300SH       SOLE       0       218300 0      0
COLGATE PALMOLIVE CO           COM          194162103    4823.9       46339SH       SOLE       0       46339  0      0
COLLECTIVE BRANDS INC          COM          19421W100      77.1        3600SH       SOLE       0       3600   0      0
COLUMBIA SPORTSWEAR CO         COM          198516106     515.1        9607SH       SOLE       0       9607   0      0
COMCAST CORP NEW CL            COM          20030N101    4718.6      147594SH       SOLE       0       147594 0      0
COMERICA INC                   COM          200340107    1437.1       46795SH       SOLE       0       46795  0      0
COMMERCE BANCSHARES INC        COM          200525103    7838.6      206822SH       SOLE       0       206822 0      0
COMMONWEALTH REIT COM SH BEN   COM          203233101      99.4        5200SH       SOLE       0       5200   0      0
COMMUNITY BK SYS INC           COM          203607106     132.9        4900SH       SOLE       0       4900   0      0
COMMUNITY HEALTH SYS INC NEW   COM          203668108      40.4        1441SH       SOLE       0       1441   0      0
COMMVAULT SYSTEMS INC          COM          204166102     302.4        6100SH       SOLE       0       6100   0      0
DELPHI AUTOMOTIVE PLC          COM          G27823106    1802.8       70700SH       SOLE       0       70700  0      0
DELTIC TIMBER CORP             COM          247850100    2853.9       46800SH       SOLE       0       46800  0      0
DEMANDWARE INC                 COM          24802Y105    1423.3       60080SH       SOLE       0       60080  0      0
DENBURY RES INC COM            COM          247916208    4883.4      323190SH       SOLE       0       323190 0      0
DENDREON CORP                  COM          24823Q107    1291.3      174500SH       SOLE       0       174500 0      0
DENDREON CORP NOTE  2.875%     NOTE         24823QAC1      23.6       34000SH       SOLE       0       34000  0      0
DENTSPLY INTL INC NEW          COM          249030107      3697       97779SH       SOLE       0       97779  0      0
DESTINATION MATERNITY CORP     COM          25065D100     123.1        5700SH       SOLE       0       5700   0      0
DEVON ENERGY CORP NEW          COM          25179M103      77.1        1329SH       SOLE       0       1329   0      0
DEXCOM INC                     COM          252131107      5828      449694SH       SOLE       0       449694 0      0
DFC GLOBAL CORP                COM          23324T107     117.5        6374SH       SOLE       0       6374   0      0
DIAMONDROCK HOSPITALITY CO     COM          252784301    3680.2      360800SH       SOLE       0       360800 0      0
DIANA SHIPPING INC             FS           Y2066G104      61.5        7900SH       SOLE       0       7900   0      0
DICE HLDGS INC                 COM          253017107     927.8       98811SH       SOLE       0       98811  0      0
DICKS SPORTING GOODS INC       COM          253393102    3630.3       75632SH       SOLE       0       75632  0      0
DIGITAL RLTY TR INC            COM          253868103    3746.7       49910SH       SOLE       0       49910  0      0
DINEEQUITY INC                 COM          254423106    1495.4       33500SH       SOLE       0       33500  0      0
DIRECTV COM CL                 COM          25490A101    6300.7      129060SH       SOLE       0       129060 0      0
DISCOVER FINL SVCS             COM          254709108    1324.4       38300SH       SOLE       0       38300  0      0
DISCOVERY COMMUNICATNS NEW COM COM          25470F104    1413.2       26170SH       SOLE       0       26170  0      0
DISCOVERY COMMUNICATNS NEW COM COM          25470F302    7989.4      159500SH       SOLE       0       159500 0      0
DISNEY WALT CO COM             COM          254687106    2005.5       41350SH       SOLE       0       41350  0      0
DOLE FOOD CO INC NEW           COM          256603101      56.2        6400SH       SOLE       0       6400   0      0
DOLLAR GEN CORP NEW            COM          256677105   19062.3      350474SH       SOLE       0       350474 0      0
DOLLAR TREE INC                COM          256746108   12018.9      223400SH       SOLE       0       223400 0      0
DOMINION RES INC VA NEW        COM          25746U109    5016.6       92900SH       SOLE       0       92900  0      0
DONNELLEY R R & SONS CO        COM          257867101     454.3       38600SH       SOLE       0       38600  0      0
DOVER CORP                     COM          260003108     393.2        7335SH       SOLE       0       7335   0      0
DOW CHEM CO                    COM          260543103    2401.9       76252SH       SOLE       0       76252  0      0
DR PEPPER SNAPPLE GROUP INC    FS           26138E109    7362.1      168276SH       SOLE       0       168276 0      0
DST SYS INC DEL                COM          233326107     347.6        6400SH       SOLE       0       6400   0      0
DTE ENERGY CO                  COM          233331107     284.8        4800SH       SOLE       0       4800   0      0
DU PONT E I DE NEMOURS & CO    COM          263534109   10056.9      198870SH       SOLE       0       198870 0      0
DUKE ENERGY CORP NEW           COM          26441C105     705.6       30600SH       SOLE       0       30600  0      0
DUN & BRADSTREET CORP DEL NE   COM          26483E100    2925.1       41100SH       SOLE       0       41100  0      0
DUPONT FABROS TECHNOLOGY INC   COM          26613Q106    4795.2      167900SH       SOLE       0       167900 0      0
DYNAMIC MATLS CORP             COM          267888105        78        4500SH       SOLE       0       4500   0      0
E M C CORP MASS                COM          268648102   42727.6     1667094SH       SOLE       0       16670940      0
EAST WEST BANCORP INC          COM          27579R104    7086.8      302079SH       SOLE       0       302079 0      0
EASTMAN CHEM CO                COM          277432100    3561.2       70700SH       SOLE       0       70700  0      0
EATON CORP                     COM          278058102    7446.1      187890SH       SOLE       0       187890 0      0
EBAY INC                       COM          278642103   29873.1      711094SH       SOLE       0       711094 0      0
ECHOSTAR CORP CL               COM          278768106    2964.4      112202SH       SOLE       0       112202 0      0
ECOLAB INC                     COM          278865100   37084.3      541140SH       SOLE       0       541140 0      0
E-COMMERCE CHINA DANGDANG IN S FS           26833A105         0           0SH       SOLE       0       0      0      0
EDISON INTL                    COM          281020107    2424.9       52488SH       SOLE       0       52488  0      0
EDWARDS LIFESCIENCES CORP      COM          28176E108   17869.2      172984SH       SOLE       0       172984 0      0
EL PASO ELEC CO COM            COM          283677854     172.4        5200SH       SOLE       0       5200   0      0
EL PASO PIPELINE PARTNERS L CO COM          283702108    5582.6      165166SH       SOLE       0       165166 0      0
ELECTRO SCIENTIFIC INDS        COM          285229100      59.1        5000SH       SOLE       0       5000   0      0
ELECTRONIC ARTS INC            COM          285512109     165.5       13398SH       SOLE       0       13398  0      0
ELIZABETH ARDEN INC            COM          28660G106    6356.3      163779SH       SOLE       0       163779 0      0
EMBRAER S A SP ADR REP 4       FS           29082A107   14015.4      528285SH       SOLE       0       528285 0      0
EMCOR GROUP INC                COM          29084Q100      80.7        2900SH       SOLE       0       2900   0      0
EMERSON ELEC CO                COM          291011104    1754.3       37662SH       SOLE       0       37662  0      0
EMPIRE DIST ELEC CO            COM          291641108     180.9        8573SH       SOLE       0       8573   0      0
EMULEX CORP COM                COM          292475209     672.9       93456SH       SOLE       0       93456  0      0
ENCANA CORP                    COM          292505104       100        4800SH       SOLE       0       4800   0      0
ENCORE CAP GROUP INC           COM          292554102      59.1        1996SH       SOLE       0       1996   0      0
ENCORE WIRE CORP               COM          292562105     195.5        7300SH       SOLE       0       7300   0      0
FLUOR CORP NEW                 COM          343412102   21370.3      433124SH       SOLE       0       433124 0      0
FLUSHING FINL CORP             COM          343873105      58.6        4300SH       SOLE       0       4300   0      0
FLY LEASING LTD SPONSORED      COM          34407D109    1859.4      152533SH       SOLE       0       152533 0      0
FMC TECHNOLOGIES INC           COM          30249U101   28390.8      723700SH       SOLE       0       723700 0      0
FNB CORP PA                    COM          302520101     114.1       10500SH       SOLE       0       10500  0      0
FORD MTR CO DEL COM PAR        COM          345370860     167.8       17500SH       SOLE       0       17500  0      0
FOREST CITY ENTERPRISES INC CL COM          345550107    2442.6      167300SH       SOLE       0       167300 0      0
FORESTAR GROUP INC             COM          346233109    5140.7      401300SH       SOLE       0       401300 0      0
FORMFACTOR INC                 COM          346375108      60.8        9400SH       SOLE       0       9400   0      0
FORTINET INC                   COM          34959E109     803.6       34610SH       SOLE       0       34610  0      0
FORUM ENERGY TECHNOLOGIES IN   COM          34984V100    1640.8       83330SH       SOLE       0       83330  0      0
FORWARD AIR CORP               COM          349853101     391.2       12124SH       SOLE       0       12124  0      0
FOSSIL INC                     COM          349882100       176        2300SH       SOLE       0       2300   0      0
FOSTER WHEELER AG              COM          H27178104      6147      354700SH       SOLE       0       354700 0      0
FRANKLIN RES INC               COM          354613101   19607.4      176659SH       SOLE       0       176659 0      0
FREEPORT-MCMORAN COPPER & GO   COM          35671D857    1042.8       30609SH       SOLE       0       30609  0      0
FREIGHTCAR AMER INC            COM          357023100      57.4        2500SH       SOLE       0       2500   0      0
FULLER H B CO                  COM          359694106      64.5        2100SH       SOLE       0       2100   0      0
FULTON FINL CORP PA            COM          360271100     214.8       21500SH       SOLE       0       21500  0      0
FUSION-IO INC                  COM          36112J107      1219       58351SH       SOLE       0       58351  0      0
GAMESTOP CORP NEW CL           COM          36467W109      49.6        2700SH       SOLE       0       2700   0      0
GANNETT INC                    COM          364730101     655.5       44500SH       SOLE       0       44500  0      0
GAP INC DEL                    COM          364760108     177.8        6500SH       SOLE       0       6500   0      0
GENERAL CABLE CORP DEL NEW FRN NOTE         369300AL2      97.4      100000SH       SOLE       0       100000 0      0
GENERAL DYNAMICS CORP          COM          369550108     932.5       14137SH       SOLE       0       14137  0      0
GENERAL ELECTRIC CO            COM          369604103    9849.3      472614SH       SOLE       0       472614 0      0
GENERAL MLS INC                COM          370334104     114.2        2962SH       SOLE       0       2962   0      0
GENERAL MTRS CO                COM          37045V100    4346.3      220400SH       SOLE       0       220400 0      0
GENESCO INC                    COM          371532102     177.4        2950SH       SOLE       0       2950   0      0
GENESEE & WYO INC CL           COM          371559105    3676.6       69579SH       SOLE       0       69579  0      0
GENTEX CORP                    COM          371901109     801.4       38400SH       SOLE       0       38400  0      0
GENUINE PARTS CO               COM          372460105    9897.4      164272SH       SOLE       0       164272 0      0
GENWORTH FINL INC COM CL       COM          37247D106     267.2       47200SH       SOLE       0       47200  0      0
GEO GROUP INC                  COM          36159R103     206.8        9100SH       SOLE       0       9100   0      0
GEORGIA GULF CORP COM PAR$0.01 COM          373200302     324.6       12646SH       SOLE       0       12646  0      0
G-III APPAREL GROUP LTD        COM          36237H101      27.1        1145SH       SOLE       0       1145   0      0
GILDAN ACTIVEWEAR INC          FS           375916103       574       20859SH       SOLE       0       20859  0      0
GILEAD SCIENCES INC            COM          375558103    7826.9      152630SH       SOLE       0       152630 0      0
GLAXOSMITHKLINE PLC SPONSORED  FS           37733W105         0           0SH       SOLE       0       0      0      0
GLOBAL PMTS INC                COM          37940X102    8010.5      185300SH       SOLE       0       185300 0      0
GLOBAL X FDS FTSE NORDIC       MF           37950E101        12         713SH       SOLE       0       713    0      0
GLOBE SPECIALTY METALS INC     COM          37954N206      64.5        4800SH       SOLE       0       4800   0      0
GNC HLDGS INC COM CL           COM          36191G107       350        8928SH       SOLE       0       8928   0      0
GOLDMAN SACHS GROUP INC        COM          38141G104    5660.1       59046SH       SOLE       0       59046  0      0
GOODRICH CORP                  COM          382388106    1002.5        7900SH       SOLE       0       7900   0      0
GOODYEAR TIRE & RUBR CO        COM          382550101     336.6       28500SH       SOLE       0       28500  0      0
GOODYEAR TIRE & RUBR CO PFD    CB           382550309      50.4      116000SH       SOLE       0       116000 0      0
GOOGLE INC CL                  COM          38259P508   72027.9      124171SH       SOLE       0       124171 0      0
GOVERNMENT PPTYS INCOME TR COM COM          38376A103     104.7        4627SH       SOLE       0       4627   0      0
GRACE W R & CO DEL NEW         COM          38388F108     105.9        2100SH       SOLE       0       2100   0      0
GRACO INC                      COM          384109104    1867.4       40525SH       SOLE       0       40525  0      0
GRAINGER W W INC               COM          384802104     14037       73400SH       SOLE       0       73400  0      0
GRAN TIERRA ENERGY INC         COM          38500T101       9.3        1893SH       SOLE       0       1893   0      0
GRANITE CONSTR INC             COM          387328107     208.9        8000SH       SOLE       0       8000   0      0
GRAPHIC PACKAGING HLDG CO      COM          388689101     107.3       19500SH       SOLE       0       19500  0      0
GREAT PLAINS ENERGY INC        COM          391164100     693.1       32372SH       SOLE       0       32372  0      0
GREEN DOT CORP CL              COM          39304D102    2233.6      100978SH       SOLE       0       100978 0      0
GREENHILL & CO INC             COM          395259104      3058       85777SH       SOLE       0       85777  0      0
GREIF INC CL                   COM          397624107     102.7        2505SH       SOLE       0       2505   0      0
GRIFFON CORP                   COM          398433102    4096.5      477444SH       SOLE       0       477444 0      0
HOST HOTELS & RESORTS INC      COM          44107P104    8730.5      551867SH       SOLE       0       551867 0      0
HSBC HLDGS PLC SPON ADR        FS           404280406    1081.7       24512SH       SOLE       0       24512  0      0
HUB GROUP INC CL               COM          443320106    1935.3       53460SH       SOLE       0       53460  0      0
HUBBELL INC CL                 COM          443510201    7848.6      100700SH       SOLE       0       100700 0      0
HUDSON CITY BANCORP            COM          443683107     813.4      127699SH       SOLE       0       127699 0      0
HUGOTON RTY TR TEX UNIT BEN    COM          444717102      62.6        8013SH       SOLE       0       8013   0      0
HUMAN GENOME SCIENCES INC      COM          444903108    8095.9      616594SH       SOLE       0       616594 0      0
HUMANA INC                     COM          444859102     358.8        4633SH       SOLE       0       4633   0      0
HUNTINGTON BANCSHARES INC      COM          446150104     275.8       43100SH       SOLE       0       43100  0      0
HUNTSMAN CORP                  COM          447011107      85.4        6603SH       SOLE       0       6603   0      0
ICICI BK LTD                   FS           45104G104     22567      696298SH       SOLE       0       696298 0      0
ICON PUB LTD CO SPONSORED      FS           45103T107   11542.1      512300SH       SOLE       0       512300 0      0
ICU MED INC                    COM          44930G107     299.8        5616SH       SOLE       0       5616   0      0
IDACORP INC                    COM          451107106     257.9        6129SH       SOLE       0       6129   0      0
IDEX CORP                      COM          45167R104      58.5        1500SH       SOLE       0       1500   0      0
IDEXX LABS INC                 COM          45168D104     287.6        2992SH       SOLE       0       2992   0      0
IGATE CORP                     COM          45169U105      29.8        1752SH       SOLE       0       1752   0      0
II VI INC                      COM          902104108      43.3        2600SH       SOLE       0       2600   0      0
ILLINOIS TOOL WKS INC          COM          452308109   16097.3      304354SH       SOLE       0       304354 0      0
ILLUMINA INC                   COM          452327109    4603.2      113970SH       SOLE       0       113970 0      0
IMAX CORP                      FS           45245E109    1285.6       53500SH       SOLE       0       53500  0      0
IMMUNOGEN INC                  COM          45253H101     686.8       40930SH       SOLE       0       40930  0      0
IMPAX LABORATORIES INC         COM          45256B101    4786.8      236620SH       SOLE       0       236620 0      0
INCYTE CORP                    COM          45337C102        17         751SH       SOLE       0       751    0      0
INFINERA CORPORATION           COM          45667G103     267.6       39116SH       SOLE       0       39116  0      0
INFINITY PPTY & CAS CORP       COM          45665Q103     109.6        1900SH       SOLE       0       1900   0      0
INFOBLOX INC                   COM          45672H104     504.9       22019SH       SOLE       0       22019  0      0
INFORMATICA CORP               COM          45666Q102    5166.6      121970SH       SOLE       0       121970 0      0
INFOSYS LTD SPONSORED          FS           456788108     373.4        8286SH       SOLE       0       8286   0      0
INGERSOLL-RAND PLC             COM          G47791101    2929.7       69456SH       SOLE       0       69456  0      0
INGRAM MICRO INC CL            COM          457153104    2021.3      115700SH       SOLE       0       115700 0      0
INNOPHOS HOLDINGS INC          COM          45774N108        96        1700SH       SOLE       0       1700   0      0
INSPERITY INC                  COM          45778Q107    1815.9       67130SH       SOLE       0       67130  0      0
INSULET CORP                   COM          45784P101    1240.5       58050SH       SOLE       0       58050  0      0
INTEGRA LIFESCIENCES HLDGS C C COM          457985208     104.1        2800SH       SOLE       0       2800   0      0
INTEL CORP                     COM          458140100   28178.4     1057349SH       SOLE       0       10573490      0
INTEL CORP SDCV                NOTE         458140AD2      84.8       75000SH       SOLE       0       75000  0      0
INTER PARFUMS INC              COM          458334109     300.5       17400SH       SOLE       0       17400  0      0
INTERCONTINENTALEXCHANGE INC   COM          45865V100   19124.2      140640SH       SOLE       0       140640 0      0
INTERDIGITAL INC               COM          45867G101     158.3        5365SH       SOLE       0       5365   0      0
INTERFACE INC                  COM          458665304     228.1       16734SH       SOLE       0       16734  0      0
INTERNAP NETWORK SVCS CORP COM COM          45885A300      70.4       10818SH       SOLE       0       10818  0      0
INTERNATIONAL BUSINESS MACHS   COM          459200101   61182.3      312825SH       SOLE       0       312825 0      0
INTERNATIONAL FLAVORS^FRAGRA   COM          459506101    4756.6       86800SH       SOLE       0       86800  0      0
INTERNATIONAL GAME TECHNOLOG   COM          459902102       934       59304SH       SOLE       0       59304  0      0
INTERNATIONAL GAME TECHNOLOG N CB           459902AQ5    8554.8     7716000SH       SOLE       0       77160000      0
INTERNATIONAL SPEEDWAY CORP CL COM          460335201      49.7        1898SH       SOLE       0       1898   0      0
INTEROIL CORP                  FS           460951106    2043.6       29320SH       SOLE       0       29320  0      0
INTERPUBLIC GROUP COS INC      COM          460690100     429.5       39586SH       SOLE       0       39586  0      0
INTERSIL CORP CL               COM          46069S109     892.5       83800SH       SOLE       0       83800  0      0
INTERVAL LEISURE GROUP INC     COM          46113M108     911.5       47949SH       SOLE       0       47949  0      0
INTERXION HOLDING N.V          COM          N47279109    4434.6      244868SH       SOLE       0       244868 0      0
INTEVAC INC                    COM          461148108     464.7       61790SH       SOLE       0       61790  0      0
INTL PAPER CO                  COM          460146103    1524.5       52731SH       SOLE       0       52731  0      0
INTRALINKS HLDGS INC           COM          46118H104     486.1      110980SH       SOLE       0       110980 0      0
INTREPID POTASH INC            COM          46121Y102       173        7600SH       SOLE       0       7600   0      0
INTUIT                         COM          461202103   22856.2      385108SH       SOLE       0       385108 0      0
INTUITIVE SURGICAL INC COM     COM          46120E602   38732.1       69940SH       SOLE       0       69940  0      0
INVESCO LTD                    COM          G491BT108    2953.8      130700SH       SOLE       0       130700 0      0
IPC THE HOSPITALIST CO INC     COM          44984A105       267        5891SH       SOLE       0       5891   0      0
IPG PHOTONICS CORP             COM          44980X109    2262.9       51913SH       SOLE       0       51913  0      0
KINROSS GOLD CORP COM NO       FS           496902404    1158.5      142151SH       SOLE       0       142151 0      0
KIOR INC CL                    COM          497217109     762.3       85170SH       SOLE       0       85170  0      0
KIRBY CORP                     COM          497266106     165.4        3514SH       SOLE       0       3514   0      0
KIRKLANDS INC                  COM          497498105       954       84800SH       SOLE       0       84800  0      0
KITE RLTY GROUP TR             COM          49803T102    1133.6      227179SH       SOLE       0       227179 0      0
KKR FINANCIAL HLDGS LLC        COM          48248A306    2660.8      312305SH       SOLE       0       312305 0      0
KLA-TENCOR CORP                COM          482480100   12396.2      251700SH       SOLE       0       251700 0      0
KNIGHT CAP GROUP INC CL A      COM          499005106      41.8        3500SH       SOLE       0       3500   0      0
KODIAK OIL & GAS CORP          COM          50015Q100     168.3       20500SH       SOLE       0       20500  0      0
KOHLS CORP                     COM          500255104      43.2         950SH       SOLE       0       950    0      0
KOREA ELECTRIC PWR SPONSORED   FS           500631106     797.8       71364SH       SOLE       0       71364  0      0
KRAFT FOODS INC CL             COM          50075N104   11438.1      296170SH       SOLE       0       296170 0      0
KRATON PERFORMANCE POLYMERS    COM          50077C106    2312.3      105538SH       SOLE       0       105538 0      0
KROGER CO                      COM          501044101     169.1        7290SH       SOLE       0       7290   0      0
L-3 COMMUNICATIONS CORP DEBT   NOTE         502413AW7    4227.3     4314000SH       SOLE       0       43140000      0
L-3 COMMUNICATIONS HLDGS INC   COM          502424104     127.9        1728SH       SOLE       0       1728   0      0
LABORATORY CORP AMER HLDGS COM COM          50540R409   10175.7      109877SH       SOLE       0       109877 0      0
LACLEDE GROUP INC              COM          505597104     107.4        2697SH       SOLE       0       2697   0      0
LAKELAND FINL CORP             COM          511656100     115.4        4300SH       SOLE       0       4300   0      0
LAM RESEARCH CORP              COM          512807108    2210.1       58562SH       SOLE       0       58562  0      0
LANDSTAR SYS INC               COM          515098101    1689.4       32665SH       SOLE       0       32665  0      0
LAS VEGAS SANDS CORP           COM          517834107   24311.9      559023SH       SOLE       0       559023 0      0
LAUDER ESTEE COS INC CL        COM          518439104     22278      411640SH       SOLE       0       411640 0      0
LAWSON PRODS INC               COM          520776105        50        5400SH       SOLE       0       5400   0      0
LAZARD LTD SHS                 FS           G54050102      7168      275800SH       SOLE       0       275800 0      0
LEAP WIRELESS INTL INC NOTE  4 CB           521863AL4     105.3      111000SH       SOLE       0       111000 0      0
LEAR CORP COM                  COM          521865204    5331.2      141300SH       SOLE       0       141300 0      0
LEGG MASON INC                 COM          524901105         0           0SH       SOLE       0       0      0      0
LENNAR CORP CL                 COM          526057104     874.8       28300SH       SOLE       0       28300  0      0
LEUCADIA NATL CORP             COM          527288104      72.3        3400SH       SOLE       0       3400   0      0
LEVEL 3 COMMUNICATIONS INC COM COM          52729N308    3313.2      149580SH       SOLE       0       149580 0      0
LEXINGTON REALTY TRUST         COM          529043101     158.4       18700SH       SOLE       0       18700  0      0
LEXMARK INTL NEW CL            COM          529771107      45.2        1700SH       SOLE       0       1700   0      0
LIBERTY GLOBAL INC COM SER     COM          530555101     735.2       14814SH       SOLE       0       14814  0      0
LIBERTY PPTY TR SH BEN         COM          531172104    5246.6      142417SH       SOLE       0       142417 0      0
LIFE TECHNOLOGIES CORP         COM          53217V109       803       17848SH       SOLE       0       17848  0      0
LIFE TIME FITNESS INC          COM          53217R207      20.8         447SH       SOLE       0       447    0      0
LIFEPOINT HOSPITALS INC        COM          53219L109     272.5        6649SH       SOLE       0       6649   0      0
LIFEPOINT HOSPITALS INC NOTE   CB           53219LAH2    9152.6     8524000SH       SOLE       0       85240000      0
LIFEPOINT HOSPITALS INC SDCV   CB           53219LAG4    8289.2     8197000SH       SOLE       0       81970000      0
LILLY ELI & CO                 COM          532457108    5862.1      136613SH       SOLE       0       136613 0      0
LIMITED BRANDS INC             COM          532716107   14934.8      351160SH       SOLE       0       351160 0      0
LIN TV CORP CL                 COM          532774106      90.6       30000SH       SOLE       0       30000  0      0
LINCARE HLDGS INC              COM          532791100     149.7        4400SH       SOLE       0       4400   0      0
LINCARE HLDGS INC DBCV         CB           532791AE0    3952.3     3297000SH       SOLE       0       32970000      0
LINCOLN ELEC HLDGS INC         COM          533900106      39.4         900SH       SOLE       0       900    0      0
LINCOLN NATL CORP IND          COM          534187109    1608.1       73530SH       SOLE       0       73530  0      0
LINEAR TECHNOLOGY CORP         COM          535678106     821.1       26209SH       SOLE       0       26209  0      0
LINEAR TECHNOLOGY CORP NOTE  3 CB           535678AC0     137.3      133000SH       SOLE       0       133000 0      0
LINKEDIN CORP COM CL           COM          53578A108   12906.5      121450SH       SOLE       0       121450 0      0
LIQUIDITY SERVICES INC         COM          53635B107      44.1         862SH       SOLE       0       862    0      0
LITHIA MTRS INC CL             COM          536797103       106        4600SH       SOLE       0       4600   0      0
LITTELFUSE INC                 COM          537008104     153.6        2700SH       SOLE       0       2700   0      0
LIVE NATION ENTERTAINMENT IN   COM          538034109    4761.7      518700SH       SOLE       0       518700 0      0
LIVE NATION ENTERTAINMENT IN N CB           538034AB5     135.3      142000SH       SOLE       0       142000 0      0
LKQ CORP                       COM          501889208    1728.5       51750SH       SOLE       0       51750  0      0
LOCKHEED MARTIN CORP           COM          539830109    1280.1       14700SH       SOLE       0       14700  0      0
LOEWS CORP                     COM          540424108    3649.6       89210SH       SOLE       0       89210  0      0
LORILLARD INC                  COM          544147101    1029.2        7800SH       SOLE       0       7800   0      0
LOWES COS INC                  COM          548661107   11226.9      394758SH       SOLE       0       394758 0      0
LSI CORPORATION                COM          502161102     967.6      151900SH       SOLE       0       151900 0      0
LSI INDS INC                   COM          50216C108        42        5900SH       SOLE       0       5900   0      0
LUCENT TECHNOLOGIES INC DBCV   CB           549463AH0     118.3      120000SH       SOLE       0       120000 0      0
LUFKIN INDS INC                COM          549764108    6179.1      113754SH       SOLE       0       113754 0      0
M & T BK CORP                  COM          55261F104     330.3        4000SH       SOLE       0       4000   0      0
MA COM TECHNOLOGY SOLUTIONS    COM          55405Y100     109.2        5900SH       SOLE       0       5900   0      0
MACERICH CO                    COM          554382101      8515      144200SH       SOLE       0       144200 0      0
MACK CALI RLTY CORP            COM          554489104     127.9        4400SH       SOLE       0       4400   0      0
MACYS INC                      COM          55616P104    3480.1      101312SH       SOLE       0       101312 0      0
MADDEN STEVEN LTD              COM          556269108    1596.3       50276SH       SOLE       0       50276  0      0
MAGELLAN HEALTH SVCS INC COM   COM          559079207      95.2        2100SH       SOLE       0       2100   0      0
MAGNUM HUNTER RES CORP DEL     COM          55973B102    1402.1      335434SH       SOLE       0       335434 0      0
MAKEMYTRIP LIMITED MAURITIUS   COM          V5633W109         0           0SH       SOLE       0       0      0      0
MAKO SURGICAL CORP             COM          560879108    2622.1      102387SH       SOLE       0       102387 0      0
MANHATTAN ASSOCS INC           COM          562750109     364.6        7976SH       SOLE       0       7976   0      0
MANITOWOC INC                  COM          563571108     260.9       22300SH       SOLE       0       22300  0      0
MANULIFE FINL CORP             FS           56501R106     909.2       83488SH       SOLE       0       83488  0      0
MAP PHARMACEUTICALS INC        COM          56509R108    1690.9      112875SH       SOLE       0       112875 0      0
MARATHON OIL CORP              COM          565849106      4733      185100SH       SOLE       0       185100 0      0
MARATHON PETE CORP             COM          56585A102     516.6       11500SH       SOLE       0       11500  0      0
MARKETAXESS HLDGS INC          COM          57060D108    1665.7       62527SH       SOLE       0       62527  0      0
MARRIOTT INTL INC NEW CL       COM          571903202    5093.2      129928SH       SOLE       0       129928 0      0
MARSH & MCLENNAN COS INC       COM          571748102   14710.3      456416SH       SOLE       0       456416 0      0
MARTEN TRANS LTD               COM          573075108     106.3        5000SH       SOLE       0       5000   0      0
MARVELL TECHNOLOGY GROUP LTD   COM          G5876H105     600.8       53264SH       SOLE       0       53264  0      0
MASCO CORP                     COM          574599106    2159.6      155700SH       SOLE       0       155700 0      0
MASTEC INC                     COM          576323109    3736.7      248448SH       SOLE       0       248448 0      0
MASTERCARD INC CL              COM          57636Q104   28720.2       66774SH       SOLE       0       66774  0      0
MATERION CORP                  COM          576690101    1859.7       80752SH       SOLE       0       80752  0      0
MATTEL INC                     COM          577081102    4259.4      131300SH       SOLE       0       131300 0      0
MB FINANCIAL INC NEW           COM          55264U108     430.8       20000SH       SOLE       0       20000  0      0
MCCORMICK & CO INC COM NON     COM          579780206      36.4         600SH       SOLE       0       600    0      0
MCDERMOTT INTL INC             COM          580037109      59.4        5328SH       SOLE       0       5328   0      0
MCDONALDS CORP                 COM          580135101   27218.5      307449SH       SOLE       0       307449 0      0
MCG CAPITAL CORP               COM          58047P107         0           0SH       SOLE       0       0      0      0
MCGRAW HILL COS INC            COM          580645109       936       20800SH       SOLE       0       20800  0      0
MCKESSON CORP                  COM          58155Q103     699.8        7464SH       SOLE       0       7464   0      0
MEAD JOHNSON NUTRITION CO      COM          582839106    3365.2       41798SH       SOLE       0       41798  0      0
MEDICAL PPTYS TRUST INC        COM          58463J304      49.1        5100SH       SOLE       0       5100   0      0
MEDICIS PHARMACEUTICAL CORP CL COM          584690309      47.8        1400SH       SOLE       0       1400   0      0
MEDIDATA SOLUTIONS INC         COM          58471A105      1145       35047SH       SOLE       0       35047  0      0
MEDIVATION INC                 COM          58501N101     223.8        2449SH       SOLE       0       2449   0      0
MEDNAX INC                     COM          58502B106    5217.2       76119SH       SOLE       0       76119  0      0
MEDTRONIC INC                  COM          585055106       670       17298SH       SOLE       0       17298  0      0
MEDTRONIC INC NOTE  1.625%     CB           585055AM8    2921.8     2900000SH       SOLE       0       29000000      0
MENS WEARHOUSE INC             COM          587118100     106.9        3800SH       SOLE       0       3800   0      0
MENTOR GRAPHICS CORP           COM          587200106        63        4200SH       SOLE       0       4200   0      0
MENTOR GRAPHICS CORP SDCV  4.0 CB           587200AK2      53.3       50000SH       SOLE       0       50000  0      0
MERCK & CO INC NEW             COM          58933Y105   21527.9      515639SH       SOLE       0       515639 0      0
MERCURY GENL CORP NEW          COM          589400100     237.5        5700SH       SOLE       0       5700   0      0
MERGE HEALTHCARE INC           COM          589499102    2440.9      853468SH       SOLE       0       853468 0      0
MERIDIAN BIOSCIENCE INC        COM          589584101     409.5       20017SH       SOLE       0       20017  0      0
MERITOR INC                    COM          59001K100    1023.9      196140SH       SOLE       0       196140 0      0
METALICO INC                   COM          591176102      43.6       19800SH       SOLE       0       19800  0      0
METHODE ELECTRS INC            COM          591520200      74.9        8800SH       SOLE       0       8800   0      0
METLIFE INC                    COM          59156R108      5966      193387SH       SOLE       0       193387 0      0
METLIFE INC UNIT               PFD          59156R116      2170       35073SH       SOLE       0       35073  0      0
MFA FINANCIAL INC              COM          55272X102     106.1       13449SH       SOLE       0       13449  0      0
MGM RESORTS INTERNATIONAL NOTE CB           55303QAE0      65.9       65000SH       SOLE       0       65000  0      0
MICHAEL KORS HLDGS LTD         COM          G60754101   11280.1      269600SH       SOLE       0       269600 0      0
MICROCHIP TECHNOLOGY INC       COM          595017104    3012.9       91080SH       SOLE       0       91080  0      0
MICROCHIP TECHNOLOGY INC SDCV  CB           595017AB0    1704.7     1361000SH       SOLE       0       13610000      0
MICROSEMI CORP                 COM          595137100     850.6       46002SH       SOLE       0       46002  0      0
MICROSOFT CORP                 COM          594918104     47655     1557863SH       SOLE       0       15578630      0
MICROSTRATEGY INC CL A         COM          594972408    1985.2       15287SH       SOLE       0       15287  0      0
MID-AMER APT CMNTYS INC        COM          59522J103       348        5100SH       SOLE       0       5100   0      0
MIDDLEBY CORP                  COM          596278101      2037       20450SH       SOLE       0       20450  0      0
MIDSTATES PETE CO INC          COM          59804T100    1932.5      199020SH       SOLE       0       199020 0      0
MILLENNIAL MEDIA INC           COM          60040N105      40.2        3051SH       SOLE       0       3051   0      0
MINDRAY MEDICAL INTL LTD SPON  FS           602675100   11310.3      373400SH       SOLE       0       373400 0      0
MINE SAFETY APPLIANCES CO      COM          602720104    2560.9       63640SH       SOLE       0       63640  0      0
MINERALS TECHNOLOGIES INC      COM          603158106       217        3403SH       SOLE       0       3403   0      0
MISTRAS GROUP INC              COM          60649T107    1500.6       57100SH       SOLE       0       57100  0      0
MKS INSTRUMENT INC             COM          55306N104    3584.4      123900SH       SOLE       0       123900 0      0
MOBILE TELESYSTEMS OJSC SPONSO FS           607409109     153.1        8900SH       SOLE       0       8900   0      0
MOHAWK INDS INC                COM          608190104     613.9        8791SH       SOLE       0       8791   0      0
MOLEX INC                      COM          608554101     472.7       19747SH       SOLE       0       19747  0      0
MOLEX INC CL                   COM          608554200    7837.6      387423SH       SOLE       0       387423 0      0
MOLSON COORS BREWING CO CL     COM          60871R209    4450.1      106949SH       SOLE       0       106949 0      0
MOMENTA PHARMACEUTICALS INC    COM          60877T100    1003.2       74200SH       SOLE       0       74200  0      0
MONOLITHIC PWR SYS INC         COM          609839105      64.5        3247SH       SOLE       0       3247   0      0
MONSANTO CO NEW                COM          61166W101   51461.2      621662SH       SOLE       0       621662 0      0
MONSTER BEVERAGE CORP          COM          611740101    3691.7       51850SH       SOLE       0       51850  0      0
MONSTER WORLDWIDE INC          COM          611742107    1023.8      120450SH       SOLE       0       120450 0      0
MOODYS CORP                    COM          615369105     456.9       12500SH       SOLE       0       12500  0      0
MOOG INC CL                    COM          615394202      78.6        1900SH       SOLE       0       1900   0      0
MORGAN STANLEY COM             COM          617446448     461.2       31609SH       SOLE       0       31609  0      0
MOSAIC CO NEW                  COM          61945C103    2614.2       47740SH       SOLE       0       47740  0      0
MOTOROLA SOLUTIONS INC COM     COM          620076307    3156.3       65606SH       SOLE       0       65606  0      0
MOVADO GROUP INC               COM          624580106     107.6        4300SH       SOLE       0       4300   0      0
MRC GLOBAL INC                 COM          55345K103    3568.7      167703SH       SOLE       0       167703 0      0
MSC INDL DIRECT INC CL         COM          553530106     426.1        6500SH       SOLE       0       6500   0      0
MSCI INC                       COM          55354G100    1629.6       47900SH       SOLE       0       47900  0      0
MUELLER INDS INC               COM          624756102      59.6        1400SH       SOLE       0       1400   0      0
MURPHY OIL CORP                COM          626717102     245.3        4877SH       SOLE       0       4877   0      0
MYLAN INC                      COM          628530107     824.9       38600SH       SOLE       0       38600  0      0
MYLAN INC NOTE  3.750%         NOTE         628530AJ6      91.2       53000SH       SOLE       0       53000  0      0
MYRIAD GENETICS INC            COM          62855J104     377.9       15900SH       SOLE       0       15900  0      0
NABORS INDUSTRIES LTD          COM          G6359F103     619.5       43023SH       SOLE       0       43023  0      0
NANOMETRICS INC                COM          630077105     156.7       10200SH       SOLE       0       10200  0      0
NATIONAL BANKSHARES INC VA     COM          634865109     105.4        3500SH       SOLE       0       3500   0      0
NATIONAL FINL PARTNERS CORP    COM          63607P208      91.1        6800SH       SOLE       0       6800   0      0
NATIONAL HEALTHCARE CORP       COM          635906100      90.5        2000SH       SOLE       0       2000   0      0
NATIONAL OILWELL VARCO INC     COM          637071101    7757.7      120386SH       SOLE       0       120386 0      0
NATIONAL PRESTO INDS INC       COM          637215104     104.7        1500SH       SOLE       0       1500   0      0
NATIONAL RETAIL PPTYS INC      COM          637417106      2201       77800SH       SOLE       0       77800  0      0
NATIONAL RETAIL PPTYS INC NOTE NOTE         637417AA4      42.8       36000SH       SOLE       0       36000  0      0
NATIONSTAR MTG HLDGS INC       COM          63861C109      49.5        2300SH       SOLE       0       2300   0      0
NAVISTAR INTL CORP NEW         COM          63934E108    1037.6       36574SH       SOLE       0       36574  0      0
NAVISTAR INTL CORP NEW NOTE    CB           63934EAL2     125.9      135000SH       SOLE       0       135000 0      0
NETAPP INC                     COM          64110D104     519.9       16340SH       SOLE       0       16340  0      0
NETSCOUT SYS INC               COM          64115T104    2445.9      113290SH       SOLE       0       113290 0      0
NEUSTAR INC CL                 COM          64126X201      1397       41825SH       SOLE       0       41825  0      0
NEW ORIENTAL ED & TECH GRP I S FS           647581107     746.2       30458SH       SOLE       0       30458  0      0
NEW YORK CMNTY BANCORP INC     COM          649445103       4.7         376SH       SOLE       0       376    0      0
NEWELL RUBBERMAID INC          COM          651229106       901       49671SH       SOLE       0       49671  0      0
NEWFIELD EXPL CO               COM          651290108     115.9        3955SH       SOLE       0       3955   0      0
NEWMONT MINING CORP            COM          651639106    2043.7       42130SH       SOLE       0       42130  0      0
NEWS CORP CL                   COM          65248E104      89.2        4000SH       SOLE       0       4000   0      0
NEXEN INC                      FS           65334H102     970.3       57450SH       SOLE       0       57450  0      0
NEXTERA ENERGY INC             COM          65339F101    1792.5       26050SH       SOLE       0       26050  0      0
NICE SYS LTD SPONSORED         FS           653656108     921.3       25172SH       SOLE       0       25172  0      0
NIKE INC CL                    COM          654106103   13772.7      156900SH       SOLE       0       156900 0      0
NIPPON TELEG & TEL CORP SPONSO FS           654624105    1593.4       68860SH       SOLE       0       68860  0      0
NISOURCE INC                   COM          65473P105    1973.6       79740SH       SOLE       0       79740  0      0
NOBLE CORPORATION BAAR NAMEN   COM          H5833N103     134.7        4140SH       SOLE       0       4140   0      0
NOBLE ENERGY INC               COM          655044105    7951.3       93743SH       SOLE       0       93743  0      0
NOKIA CORP SPONSORED           FS           654902204     387.6      187267SH       SOLE       0       187267 0      0
NORDSTROM INC                  COM          655664100    1128.5       22710SH       SOLE       0       22710  0      0
NORFOLK SOUTHERN CORP          COM          655844108     165.1        2300SH       SOLE       0       2300   0      0
NORTHEAST UTILS                COM          664397106       123        3170SH       SOLE       0       3170   0      0
NORTHERN TR CORP               COM          665859104   16625.7      361272SH       SOLE       0       361272 0      0
NORTHROP GRUMMAN CORP          COM          666807102    2397.4       37582SH       SOLE       0       37582  0      0
NORTHWEST BANCSHARES INC MD    COM          667340103      1332      113750SH       SOLE       0       113750 0      0
NORTHWESTERN CORP COM          COM          668074305      73.4        2000SH       SOLE       0       2000   0      0
NOVARTIS A G SPONSORED         FS           66987V109   11079.4      198200SH       SOLE       0       198200 0      0
NOVELLUS SYS INC NOTE  2.625%  CB           670008AD3      73.7       60000SH       SOLE       0       60000  0      0
NOVO-NORDISK A S               FS           670100205    7630.4       52500SH       SOLE       0       52500  0      0
NRG ENERGY INC COM             COM          629377508    1676.1       96550SH       SOLE       0       96550  0      0
NUANCE COMMUNICATIONS INC      COM          67020Y100      49.1        2060SH       SOLE       0       2060   0      0
NUCOR CORP                     COM          670346105    1366.5       36056SH       SOLE       0       36056  0      0
NUVASIVE INC NOTE  2.250%      CB           670704AB1      34.3       33000SH       SOLE       0       33000  0      0
NUVASIVE INC NOTE  2.750%      NOTE         670704AC9     126.2      128000SH       SOLE       0       128000 0      0
NV ENERGY INC                  COM          67073Y106     252.5       14362SH       SOLE       0       14362  0      0
NXSTAGE MEDICAL INC            COM          67072V103    2566.9      153154SH       SOLE       0       153154 0      0
NYSE EURONEXT                  COM          629491101     204.6        8000SH       SOLE       0       8000   0      0
O REILLY AUTOMOTIVE INC NEW    COM          67103H107   29761.6      355277SH       SOLE       0       355277 0      0
O2MICRO INTERNATIONAL LTD SPON FS           67107W100     446.4      101233SH       SOLE       0       101233 0      0
OASIS PETE INC NEW             COM          674215108      23.6         975SH       SOLE       0       975    0      0
OCCIDENTAL PETE CORP DEL       COM          674599105   11791.5      137478SH       SOLE       0       137478 0      0
OCEANEERING INTL INC           COM          675232102      1435       29983SH       SOLE       0       29983  0      0
OCZ TECHNOLOGY GROUP INC       COM          67086E303     186.8       35251SH       SOLE       0       35251  0      0
OFFICE DEPOT INC               COM          676220106      61.4       28428SH       SOLE       0       28428  0      0
OFFICEMAX INC DEL              COM          67622P101      38.2        7548SH       SOLE       0       7548   0      0
OLD NATL BANCORP IND           COM          680033107      74.5        6200SH       SOLE       0       6200   0      0
OLIN CORP COM PAR              COM          680665205       747       35760SH       SOLE       0       35760  0      0
OM GROUP INC                   COM          670872100     619.2       32590SH       SOLE       0       32590  0      0
OMEGA HEALTHCARE INVS INC      COM          681936100      4284      190400SH       SOLE       0       190400 0      0
OMNICOM GROUP INC              COM          681919106    2594.9       53393SH       SOLE       0       53393  0      0
ON SEMICONDUCTOR CORP          COM          682189105    3350.7      471930SH       SOLE       0       471930 0      0
ONEOK INC NEW                  COM          682680103    6718.8      158800SH       SOLE       0       158800 0      0
ONYX PHARMACEUTICALS INC       COM          683399109    2234.6       33628SH       SOLE       0       33628  0      0
OPLINK COMMUNICATIONS INC COM  COM          68375Q403      54.1        4000SH       SOLE       0       4000   0      0
OPNET TECHNOLOGIES INC         COM          683757108     306.8       11539SH       SOLE       0       11539  0      0
OPTIMER PHARMACEUTICALS INC    COM          68401H104    1212.1       78101SH       SOLE       0       78101  0      0
ORACLE CORP                    COM          68389X105   18233.5      613924SH       SOLE       0       613924 0      0
ORBITAL SCIENCES CORP          COM          685564106      3679      284750SH       SOLE       0       284750 0      0
ORIENT-EXPRESS HOTELS LTD CL   COM          G67743107      22.6        2700SH       SOLE       0       2700   0      0
ORITANI FINL CORP DEL          COM          68633D103      48.9        3400SH       SOLE       0       3400   0      0
ORTHOFIX INTL N V              FS           N6748L102    1934.6       46900SH       SOLE       0       46900  0      0
OSHKOSH CORP                   COM          688239201    3464.7      165381SH       SOLE       0       165381 0      0
OSI SYSTEMS INC                COM          671044105     244.3        3857SH       SOLE       0       3857   0      0
OWENS & MINOR INC NEW          COM          690732102       144        4700SH       SOLE       0       4700   0      0
OWENS ILL INC COM              COM          690768403     670.8       34990SH       SOLE       0       34990  0      0
OYO GEOSPACE CORP              COM          671074102    2295.9       25513SH       SOLE       0       25513  0      0
P T TELEKOMUNIKASI INDONESIA S FS           715684106       249        7148SH       SOLE       0       7148   0      0
PACCAR INC                     COM          693718108    2410.2       61500SH       SOLE       0       61500  0      0
PACIFIC COAST OIL TR UNIT BEN  COM          694103102     134.1        7200SH       SOLE       0       7200   0      0
PACIFIC CONTINENTAL CORP       COM          69412V108      68.3        7700SH       SOLE       0       7700   0      0
PACKAGING CORP AMER            COM          695156109    6468.4      229050SH       SOLE       0       229050 0      0
PALL CORP                      COM          696429307    8788.2      160340SH       SOLE       0       160340 0      0
PANTRY INC                     COM          698657103       7.7         527SH       SOLE       0       527    0      0
PANTRY INC NOTE                CB           698657AL7     106.7      107000SH       SOLE       0       107000 0      0
PAR PHARMACEUTICAL COS INC     COM          69888P106     137.3        3800SH       SOLE       0       3800   0      0
PARAMETRIC TECHNOLOGY CORP COM COM          699173209     105.8        5048SH       SOLE       0       5048   0      0
PARK ELECTROCHEMICAL CORP      COM          700416209       163        6300SH       SOLE       0       6300   0      0
PARK STERLING CORP             COM          70086Y105      84.3       17900SH       SOLE       0       17900  0      0
PARKER HANNIFIN CORP           COM          701094104    1030.2       13400SH       SOLE       0       13400  0      0
PARTNERRE LTD                  COM          G6852T105    4209.1       55624SH       SOLE       0       55624  0      0
PATTERSON COMPANIES INC        COM          703395103     241.4        7002SH       SOLE       0       7002   0      0
PAYCHEX INC                    COM          704326107    1105.2       35187SH       SOLE       0       35187  0      0
PEABODY ENERGY CORP            COM          704549104     418.3       17061SH       SOLE       0       17061  0      0
PEABODY ENERGY CORP SDCV       CB           704549AG9    2977.6     3648000SH       SOLE       0       36480000      0
PEBBLEBROOK HOTEL TR           COM          70509V100    1920.7       82400SH       SOLE       0       82400  0      0
PEETS COFFEE & TEA INC         COM          705560100    3916.3       65228SH       SOLE       0       65228  0      0
PENNANTPARK INVT CORP          COM          708062104     125.2       12100SH       SOLE       0       12100  0      0
PENNEY J C INC                 COM          708160106     435.9       18700SH       SOLE       0       18700  0      0
PENTAIR INC                    COM          709631105     417.3       10900SH       SOLE       0       10900  0      0
PEOPLES UNITED FINANCIAL INC   COM          712704105    2837.6      244412SH       SOLE       0       244412 0      0
PEPCO HOLDINGS INC             COM          713291102      27.4        1400SH       SOLE       0       1400   0      0
PEPSICO INC                    COM          713448108    7330.4      103742SH       SOLE       0       103742 0      0
PERKINELMER INC                COM          714046109      59.3        2300SH       SOLE       0       2300   0      0
PERRIGO CO                     COM          714290103   22517.6      190940SH       SOLE       0       190940 0      0
PETROLEO BRASILEIRO SA PETRO S FS           71654V101     450.3       24824SH       SOLE       0       24824  0      0
PETROLEO BRASILEIRO SA PETRO S FS           71654V408    5210.6      277600SH       SOLE       0       277600 0      0
PETSMART INC                   COM          716768106    7332.1      107540SH       SOLE       0       107540 0      0
PFIZER INC                     COM          717081103   22671.7      985724SH       SOLE       0       985724 0      0
PG^E CORP                      COM          69331C108   11163.8      246605SH       SOLE       0       246605 0      0
PHARMACYCLICS INC              COM          716933106     222.5        4075SH       SOLE       0       4075   0      0
PHH CORP NOTE  4.000%          NOTE         693320AN3     111.3      112000SH       SOLE       0       112000 0      0
PHILIP MORRIS INTL INC         COM          718172109   46378.3      531495SH       SOLE       0       531495 0      0
PHILLIPS 66                    COM          718546104      1623       48827SH       SOLE       0       48827  0      0
PHOTRONICS INC                 COM          719405102      65.3       10700SH       SOLE       0       10700  0      0
PIEDMONT NAT GAS INC           COM          720186105    9226.3      286621SH       SOLE       0       286621 0      0
PIEDMONT OFFICE REALTY TR IN C COM          720190206    5130.1      298089SH       SOLE       0       298089 0      0
PIKE ELEC CORP                 COM          721283109      91.9       11900SH       SOLE       0       11900  0      0
PINNACLE WEST CAP CORP         COM          723484101     129.3        2500SH       SOLE       0       2500   0      0
PIONEER NAT RES CO             COM          723787107    6969.8       79014SH       SOLE       0       79014  0      0
PITNEY BOWES INC               COM          724479100    1788.5      119470SH       SOLE       0       119470 0      0
PLAINS EXPL& PRODTN CO         COM          726505100   11326.6      321960SH       SOLE       0       321960 0      0
PLANTRONICS INC NEW            COM          727493108      56.8        1700SH       SOLE       0       1700   0      0
PLATINUM UNDERWRITER HLDGS L   COM          G7127P100       141        3700SH       SOLE       0       3700   0      0
PLEXUS CORP                    COM          729132100      45.1        1600SH       SOLE       0       1600   0      0
PMC-SIERRA INC                 COM          69344F106    2849.6      464100SH       SOLE       0       464100 0      0
PMFG INC                       COM          69345P103      61.5        7872SH       SOLE       0       7872   0      0
PNC FINL SVCS GROUP INC        COM          693475105    5545.6       90748SH       SOLE       0       90748  0      0
PNM RES INC                    COM          69349H107      91.8        4700SH       SOLE       0       4700   0      0
POLYCOM INC                    COM          73172K104    1308.7      124400SH       SOLE       0       124400 0      0
POPULAR INC COM                COM          733174700      32.5        1955SH       SOLE       0       1955   0      0
PORTFOLIO RECOVERY ASSOCS IN   COM          73640Q105      99.6        1091SH       SOLE       0       1091   0      0
PORTLAND GEN ELEC CO COM       COM          736508847       826       30981SH       SOLE       0       30981  0      0
POSCO SPONSORED                FS           693483109    7770.5       96600SH       SOLE       0       96600  0      0
POTASH CORP SASK INC           FS           73755L107     25976      594553SH       SOLE       0       594553 0      0
POWER INTEGRATIONS INC         COM          739276103    1111.4       29797SH       SOLE       0       29797  0      0
PPG INDS INC                   COM          693506107     912.6        8600SH       SOLE       0       8600   0      0
PPL CORP                       COM          69351T106      1499       53900SH       SOLE       0       53900  0      0
PPL CORP UNIT                  PFD          69351T601      76.7        1450SH       SOLE       0       1450   0      0
PRAXAIR INC                    COM          74005P104   11055.7      101680SH       SOLE       0       101680 0      0
SILVER WHEATON CORP            FS           828336107     132.1        4920SH       SOLE       0       4920   0      0
SIMON PPTY GROUP INC NEW       COM          828806109   35724.4      229503SH       SOLE       0       229503 0      0
SIMPSON MANUFACTURING CO INC   COM          829073105      32.5        1100SH       SOLE       0       1100   0      0
SINA CORP                      FS           G81477104     168.4        3250SH       SOLE       0       3250   0      0
SIRONA DENTAL SYSTEMS INC      COM          82966C103       144        3199SH       SOLE       0       3199   0      0
SK TELECOM LTD SPONSORED       FS           78440P108    1075.3       88867SH       SOLE       0       88867  0      0
SLM CORP                       COM          78442P106       143        9100SH       SOLE       0       9100   0      0
SMART BALANCE INC              COM          83169Y108     346.1       36860SH       SOLE       0       36860  0      0
SMITH A O                      COM          831865209    1824.8       37324SH       SOLE       0       37324  0      0
SMUCKER J M CO COM             COM          832696405    7776.7      102975SH       SOLE       0       102975 0      0
SNAP ON INC                    COM          833034101   10230.4      164343SH       SOLE       0       164343 0      0
SNYDERS-LANCE INC              COM          833551104      75.7        3000SH       SOLE       0       3000   0      0
SOCIEDAD QUIMICA MINERA DE C S FS           833635105     681.1       12234SH       SOLE       0       12234  0      0
SOHU COM INC                   FS           83408W103      89.3        2000SH       SOLE       0       2000   0      0
SONOCO PRODS CO                COM          835495102      33.2        1100SH       SOLE       0       1100   0      0
SOTHEBYS                       COM          835898107      53.4        1600SH       SOLE       0       1600   0      0
SOUTH JERSEY INDS INC          COM          838518108      66.3        1300SH       SOLE       0       1300   0      0
SOUTHERN CO                    COM          842587107      9010      194600SH       SOLE       0       194600 0      0
SOUTHWEST AIRLS CO             COM          844741108     161.5       17513SH       SOLE       0       17513  0      0
SOUTHWESTERN ENERGY CO         COM          845467109     118.6        3714SH       SOLE       0       3714   0      0
SPANSION INC COM CL A          COM          84649R200     215.2       19600SH       SOLE       0       19600  0      0
SPDR GOLD TRUST GOLD           MF           78463V107    4221.2       27200SH       SOLE       0       27200  0      0
SPDR INDEX SHS FDS S^P INTL    MF           78463X871     138.7        5373SH       SOLE       0       5373   0      0
SPECTRA ENERGY CORP            COM          847560109    9636.3      331600SH       SOLE       0       331600 0      0
SPECTRA ENERGY PARTNERS LP     COM          84756N109      8579      281925SH       SOLE       0       281925 0      0
SPEEDWAY MOTORSPORTS INC       COM          847788106      31.7        1874SH       SOLE       0       1874   0      0
SPIRIT AEROSYSTEMS HLDGS INC C COM          848574109     104.7        4393SH       SOLE       0       4393   0      0
SPLUNK INC                     COM          848637104    2171.7       77283SH       SOLE       0       77283  0      0
SPREADTRUM COMMUNICATIONS IN   COM          849415203       144        8160SH       SOLE       0       8160   0      0
SPX CORP                       COM          784635104     378.9        5800SH       SOLE       0       5800   0      0
ST JUDE MED INC                COM          790849103    2700.5       67664SH       SOLE       0       67664  0      0
STANDARD MICROSYSTEMS CORP     COM          853626109     110.7        3000SH       SOLE       0       3000   0      0
STANDARD MTR PRODS INC         COM          853666105      67.6        4800SH       SOLE       0       4800   0      0
STANLEY BLACK & DECKER INC     COM          854502101    2515.1       39078SH       SOLE       0       39078  0      0
STANLEY BLACK & DECKER INC UNI PFD          854502309   17075.5      145932SH       SOLE       0       145932 0      0
STAPLES INC                    COM          855030102     925.2       70894SH       SOLE       0       70894  0      0
STARBUCKS CORP                 COM          855244109   45210.6      847911SH       SOLE       0       847911 0      0
STARWOOD HOTELS^RESORTS WRLD   COM          85590A401      9465      178450SH       SOLE       0       178450 0      0
STARWOOD PPTY TR INC           COM          85571B105       147        6900SH       SOLE       0       6900   0      0
STATE STR CORP                 COM          857477103     238.6        5344SH       SOLE       0       5344   0      0
STATOIL ASA SPONSORED          FS           85771P102   11374.1      476700SH       SOLE       0       476700 0      0
STEEL DYNAMICS INC NOTE  5.125 CB           858119AP5      38.7       37000SH       SOLE       0       37000  0      0
STERICYCLE INC                 COM          858912108    3446.8       37600SH       SOLE       0       37600  0      0
STERIS CORP                    COM          859152100     816.2       26019SH       SOLE       0       26019  0      0
STIFEL FINL CORP               COM          860630102     558.1       18061SH       SOLE       0       18061  0      0
STRAYER ED INC                 COM          863236105    1678.9       15400SH       SOLE       0       15400  0      0
STRYKER CORP                   COM          863667101    2434.2       44178SH       SOLE       0       44178  0      0
SUMMIT HOTEL PPTYS INC         COM          866082100       303       36204SH       SOLE       0       36204  0      0
SUN COMMUNITIES INC            COM          866674104      57.5        1300SH       SOLE       0       1300   0      0
SUNCOR ENERGY INC NEW          FS           867224107    1803.6       62302SH       SOLE       0       62302  0      0
SUNOCO INC                     COM          86764P109       323        6800SH       SOLE       0       6800   0      0
SUNSTONE HOTEL INVS INC NEW    COM          867892101      70.3        6400SH       SOLE       0       6400   0      0
SUNTRUST BKS INC               COM          867914103    2067.4       85324SH       SOLE       0       85324  0      0
SUSQUEHANNA BANCSHARES INC P   COM          869099101     114.3       11100SH       SOLE       0       11100  0      0
SVB FINL GROUP                 COM          78486Q101   10471.2      178324SH       SOLE       0       178324 0      0
SWIFT ENERGY CO                COM          870738101       1.6          85SH       SOLE       0       85     0      0
SYKES ENTERPRISES INC          COM          871237103     134.1        8400SH       SOLE       0       8400   0      0
SYMANTEC CORP                  COM          871503108       133        9104SH       SOLE       0       9104   0      0
SYMETRA FINL CORP              COM          87151Q106     141.3       11199SH       SOLE       0       11199  0      0
SYNCHRONOSS TECHNOLOGIES INC   COM          87157B103    3020.5      163535SH       SOLE       0       163535 0      0
SYNGENTA AG SPONSORED          FS           87160A100    1081.4       15800SH       SOLE       0       15800  0      0
SYNOPSYS INC                   COM          871607107     191.2        6496SH       SOLE       0       6496   0      0
SYNOVUS FINL CORP              COM          87161C105       5.1        2586SH       SOLE       0       2586   0      0
SYSCO CORP                     COM          871829107     612.9       20559SH       SOLE       0       20559  0      0
TAIWAN SEMICONDUCTOR MFG LTD S FS           874039100     591.7       42383SH       SOLE       0       42383  0      0
TALISMAN ENERGY INC            FS           87425E103    6037.9      526865SH       SOLE       0       526865 0      0
TARGET CORP                    COM          87612E106    3772.9       64838SH       SOLE       0       64838  0      0
TCF FINL CORP                  COM          872275102     317.7       27671SH       SOLE       0       27671  0      0
TD AMERITRADE HLDG CORP        COM          87236Y108   10172.8      598400SH       SOLE       0       598400 0      0
TE CONNECTIVITY LTD REG        COM          H84989104    8571.1      268601SH       SOLE       0       268601 0      0
TEAM INC                       COM          878155100     988.4       31700SH       SOLE       0       31700  0      0
TECHNE CORP                    COM          878377100    2144.4       28900SH       SOLE       0       28900  0      0
TECK RESOURCES LTD CL          COM          878742204     566.7       18315SH       SOLE       0       18315  0      0
TECO ENERGY INC                COM          872375100       133        7367SH       SOLE       0       7367   0      0
TELEDYNE TECHNOLOGIES INC      COM          879360105      61.6        1000SH       SOLE       0       1000   0      0
TELEFLEX INC                   COM          879369106     365.2        5995SH       SOLE       0       5995   0      0
TELEFONICA BRASIL SA SPONSORED FS           87936R106         0           0SH       SOLE       0       0      0      0
TELLABS INC                    COM          879664100    6188.7     1858482SH       SOLE       0       18584820      0
TENET HEALTHCARE CORP          COM          88033G100      5306     1012588SH       SOLE       0       10125880      0
TENNECO INC                    COM          880349105      37.4        1396SH       SOLE       0       1396   0      0
TERADATA CORP DEL              COM          88076W103   20841.9      289430SH       SOLE       0       289430 0      0
TERADYNE INC                   COM          880770102    6534.4      464752SH       SOLE       0       464752 0      0
TEREX CORP NEW                 COM          880779103     505.2       28335SH       SOLE       0       28335  0      0
TESORO CORP                    COM          881609101     479.2       19200SH       SOLE       0       19200  0      0
TESSERA TECHNOLOGIES INC       COM          88164L100    3051.7      198550SH       SOLE       0       198550 0      0
TETRA TECHNOLOGIES INC DEL     COM          88162F105      42.1        5900SH       SOLE       0       5900   0      0
TEVA PHARMACEUTICAL INDS LTD   FS           881624209   40074.6     1016090SH       SOLE       0       10160900      0
TEXAS CAPITAL BANCSHARES INC   COM          88224Q107    3249.8       80460SH       SOLE       0       80460  0      0
TEXAS INSTRS INC               COM          882508104    8201.8      285877SH       SOLE       0       285877 0      0
TEXTRON INC                    COM          883203101     970.3       39013SH       SOLE       0       39013  0      0
THERAVANCE INC                 COM          88338T104    1533.5       69013SH       SOLE       0       69013  0      0
THERMO FISHER SCIENTIFIC INC   COM          883556102         0           0SH       SOLE       0       0      0      0
THOMPSON CREEK METALS CO INC   COM          884768102      1209      379000SH       SOLE       0       379000 0      0
THOMSON REUTERS CORP           COM          884903105      82.5        2900SH       SOLE       0       2900   0      0
TIDEWATER INC                  COM          886423102     315.2        6800SH       SOLE       0       6800   0      0
TIFFANY & CO NEW               COM          886547108     105.7        1996SH       SOLE       0       1996   0      0
TILLYS INC CL                  COM          886885102     284.3       17712SH       SOLE       0       17712  0      0
TIME WARNER CABLE INC          COM          88732J207    3275.6       39898SH       SOLE       0       39898  0      0
TIME WARNER INC COM            COM          887317303      5956      154700SH       SOLE       0       154700 0      0
TIME WARNER TELECOM INC DBCV   CB           887319AC5   12105.9     8601000SH       SOLE       0       86010000      0
TIMKEN CO                      COM          887389104    9222.1      201400SH       SOLE       0       201400 0      0
TJX COS INC NEW                COM          872540109   22954.7      534700SH       SOLE       0       534700 0      0
TMS INTL CORP CL               COM          87261Q103     848.4       85100SH       SOLE       0       85100  0      0
TORCHMARK CORP                 COM          891027104     817.3       16168SH       SOLE       0       16168  0      0
TORONTO DOMINION BK ONT COM    COM          891160509      93.9        1200SH       SOLE       0       1200   0      0
TOTAL S A SPONSORED            FS           89151E109    1157.1       25741SH       SOLE       0       25741  0      0
TOTAL SYS SVCS INC             COM          891906109     478.6       20000SH       SOLE       0       20000  0      0
TOWERS WATSON & CO CL          COM          891894107     106.5        1778SH       SOLE       0       1778   0      0
TOYOTA MOTOR CORP SP ADR       FS           892331307     774.9        9628SH       SOLE       0       9628   0      0
TRACTOR SUPPLY CO              COM          892356106      5823       70106SH       SOLE       0       70106  0      0
TRANSDIGM GROUP INC            COM          893641100     443.2        3300SH       SOLE       0       3300   0      0
TRANSOCEAN INC NOTE            CB           893830AW9      51.7       52000SH       SOLE       0       52000  0      0
TRANSOCEAN LTD REG             COM          H8817H100   10046.4      224600SH       SOLE       0       224600 0      0
TRAVELERS COMPANIES INC        COM          89417E109    3450.1       54043SH       SOLE       0       54043  0      0
TREDEGAR CORP                  COM          894650100      69.9        4800SH       SOLE       0       4800   0      0
TREEHOUSE FOODS INC            COM          89469A104    3307.3       53095SH       SOLE       0       53095  0      0
TRICO BANCSHARES               COM          896095106      92.4        6000SH       SOLE       0       6000   0      0
TRIMAS CORP COM                COM          896215209    2693.4      134000SH       SOLE       0       134000 0      0
TRIMBLE NAVIGATION LTD         COM          896239100    4709.4      102355SH       SOLE       0       102355 0      0
TRIPADVISOR INC                COM          896945201    1506.1       33700SH       SOLE       0       33700  0      0
TRIUMPH GROUP INC NEW          COM          896818101     138.2        2456SH       SOLE       0       2456   0      0
TRUSTMARK CORP                 COM          898402102     129.7        5300SH       SOLE       0       5300   0      0
TUPPERWARE BRANDS CORP         COM          899896104    7993.3      145969SH       SOLE       0       145969 0      0
TW TELECOM INC                 COM          87311L104     255.8        9967SH       SOLE       0       9967   0      0
TYCO INTERNATIONAL LTD         COM          H89128104   12112.8      229192SH       SOLE       0       229192 0      0
TYSON FOODS INC CL             COM          902494103       177        9400SH       SOLE       0       9400   0      0
U S PHYSICAL THERAPY INC       COM          90337L108      48.3        1900SH       SOLE       0       1900   0      0
UBS AG SHS                     FS           H89231338     882.6       75368SH       SOLE       0       75368  0      0
UGI CORP NEW                   COM          902681105     341.4       11600SH       SOLE       0       11600  0      0
ULTA SALON COSMETCS & FRAG I   COM          90384S303   12120.7      129800SH       SOLE       0       129800 0      0
ULTIMATE SOFTWARE GROUP INC    COM          90385D107    3576.1       40127SH       SOLE       0       40127  0      0
ULTRA PETROLEUM CORP           COM          903914109     126.7        5492SH       SOLE       0       5492   0      0
UMPQUA HLDGS CORP              COM          904214103      81.6        6200SH       SOLE       0       6200   0      0
UNDER ARMOUR INC CL            COM          904311107     817.3        8650SH       SOLE       0       8650   0      0
UNILEVER N V N Y SHS           FS           904784709    1514.1       45400SH       SOLE       0       45400  0      0
UNILIFE CORP NEW               COM          90478E103     419.5      124100SH       SOLE       0       124100 0      0
UNION PAC CORP                 COM          907818108   70353.8      589672SH       SOLE       0       589672 0      0
UNIT CORP                      COM          909218109     110.7        3000SH       SOLE       0       3000   0      0
UNITED BANKSHARES INC WEST V   COM          909907107      59.5        2300SH       SOLE       0       2300   0      0
UNITED FIRE GROUP INC          COM          910340108     132.2        6200SH       SOLE       0       6200   0      0
UNITED NAT FOODS INC           COM          911163103    6135.2      111834SH       SOLE       0       111834 0      0
UNITED PARCEL SERVICE INC CL   COM          911312106    6704.8       85129SH       SOLE       0       85129  0      0
UNITED TECHNOLOGIES CORP       COM          913017109   24523.9      324691SH       SOLE       0       324691 0      0
UNITED THERAPEUTICS CORP DEL   COM          91307C102    1025.6       20770SH       SOLE       0       20770  0      0
UNITEDHEALTH GROUP INC         COM          91324P102   40590.8      693860SH       SOLE       0       693860 0      0
UNITIL CORP                    COM          913259107      58.3        2200SH       SOLE       0       2200   0      0
UNIVERSAL DISPLAY CORP         COM          91347P105      3788      105397SH       SOLE       0       105397 0      0
UNIVERSAL TECHNICAL INST INC   COM          913915104    2145.9      158837SH       SOLE       0       158837 0      0
UNUM GROUP                     COM          91529Y106      3939      205908SH       SOLE       0       205908 0      0
URBAN OUTFITTERS INC           COM          917047102     700.3       25381SH       SOLE       0       25381  0      0
URSTADT BIDDLE PPTYS INS CL    COM          917286205      92.9        4700SH       SOLE       0       4700   0      0
US BANCORP DEL COM             COM          902973304      1559       48476SH       SOLE       0       48476  0      0
US ECOLOGY INC                 COM          91732J102      58.5        3300SH       SOLE       0       3300   0      0
UTAH MED PRODS INC             COM          917488108      90.5        2700SH       SOLE       0       2700   0      0
UTI WORLDWIDE INC              FS           G87210103    1196.7       81910SH       SOLE       0       81910  0      0
V F CORP                       COM          918204108     11490       86100SH       SOLE       0       86100  0      0
VAALCO ENERGY INC COM          COM          91851C201     132.1       15310SH       SOLE       0       15310  0      0
VAIL RESORTS INC               COM          91879Q109      50.1        1000SH       SOLE       0       1000   0      0
VALE S A ADR REPSTG            FS           91912E204     525.5       26933SH       SOLE       0       26933  0      0
VALEANT PHARMACEUTICALS INTL   COM          91911K102    1040.9       23240SH       SOLE       0       23240  0      0
VANCEINFO TECHNOLOGIES INC     FS           921564100         0           0SH       SOLE       0       0      0      0
VANGUARD HEALTH SYS INC        COM          922036207     108.5       12200SH       SOLE       0       12200  0      0
VANTIV INC CL                  COM          92210H105     384.5       16510SH       SOLE       0       16510  0      0
VARIAN MED SYS INC             COM          92220P105       155        2550SH       SOLE       0       2550   0      0
VCA ANTECH INC                 COM          918194101     125.3        5700SH       SOLE       0       5700   0      0
VENTAS INC                     COM          92276F100   11216.5      177701SH       SOLE       0       177701 0      0
VERA BRADLEY INC               COM          92335C106       645       30600SH       SOLE       0       30600  0      0
VERIFONE SYS INC               COM          92342Y109    1712.7       51760SH       SOLE       0       51760  0      0
VERINT SYS INC                 COM          92343X100     550.8       18666SH       SOLE       0       18666  0      0
VERISIGN INC                   COM          92343E102   20285.1      465575SH       SOLE       0       465575 0      0
VERISIGN INC SDCV  3.250%      CB           92343EAD4      69.6       50000SH       SOLE       0       50000  0      0
VERISK ANALYTICS INC CL        COM          92345Y106    6037.3      122560SH       SOLE       0       122560 0      0
VERIZON COMMUNICATIONS INC     COM          92343V104    7328.5      164908SH       SOLE       0       164908 0      0
VERTEX PHARMACEUTICALS INC     COM          92532F100    2875.6       51423SH       SOLE       0       51423  0      0
VIACOM INC NEW CL              COM          92553P201    6493.8      138108SH       SOLE       0       138108 0      0
VIEWPOINT FINL GROUP INC MD    COM          92672A101        61        3900SH       SOLE       0       3900   0      0
VILLAGE SUPER MKT INC CL A     COM          927107409      97.7        3000SH       SOLE       0       3000   0      0
VIRGIN MEDIA INC               COM          92769L101     316.1       12959SH       SOLE       0       12959  0      0
VIROPHARMA INC                 COM          928241108      61.6        2600SH       SOLE       0       2600   0      0
VIRTUSA CORP                   COM          92827P102    1258.4       94260SH       SOLE       0       94260  0      0
VISA INC COM CL                COM          92826C839     82628      668349SH       SOLE       0       668349 0      0
VISHAY INTERTECHNOLOGY INC     COM          928298108      71.4        7567SH       SOLE       0       7567   0      0
VITAMIN SHOPPE INC             COM          92849E101     336.1        6118SH       SOLE       0       6118   0      0
VMWARE INC CL A                COM          928563402       163        1790SH       SOLE       0       1790   0      0
VODAFONE GROUP PLC NEW SPONS A FS           92857W209    6842.8      242823SH       SOLE       0       242823 0      0
VOLCANO CORPORATION            COM          928645100    4156.7      145086SH       SOLE       0       145086 0      0
VORNADO RLTY TR SH BEN         COM          929042109    9254.6      110200SH       SOLE       0       110200 0      0
VULCAN MATLS CO                COM          929160109     119.1        3000SH       SOLE       0       3000   0      0
W & T OFFSHORE INC             COM          92922P106     140.8        9200SH       SOLE       0       9200   0      0
WABCO HLDGS INC                COM          92927K102    3138.7       59300SH       SOLE       0       59300  0      0
WADDELL & REED FINL INC CL     COM          930059100    2703.6       89286SH       SOLE       0       89286  0      0
WAGEWORKS INC                  COM          930427109      64.8        4300SH       SOLE       0       4300   0      0
WALGREEN CO                    COM          931422109    2348.7       79400SH       SOLE       0       79400  0      0
WAL-MART STORES INC            COM          931142103    9778.2      140249SH       SOLE       0       140249 0      0
WASHINGTON BKG CO OAK HBR WA   COM          937303105      68.1        4900SH       SOLE       0       4900   0      0
WASHINGTON FED INC             COM          938824109      81.1        4800SH       SOLE       0       4800   0      0
WASHINGTON REAL ESTATE INVT SH COM          939653101      79.7        2800SH       SOLE       0       2800   0      0
WASTE CONNECTIONS INC          COM          941053100    1654.8       55309SH       SOLE       0       55309  0      0
WASTE MGMT INC DEL             COM          94106L109   14063.6      421067SH       SOLE       0       421067 0      0
WATSCO INC                     COM          942622200    3630.5       49194SH       SOLE       0       49194  0      0
WATSON PHARMACEUTICALS INC     COM          942683103    4699.1       63510SH       SOLE       0       63510  0      0
WEB COM GROUP INC              COM          94733A104      1464       79910SH       SOLE       0       79910  0      0
WEBSENSE INC                   COM          947684106     204.2       10900SH       SOLE       0       10900  0      0
WEBSTER FINL CORP CONN         COM          947890109      47.7        2200SH       SOLE       0       2200   0      0
WEIGHT WATCHERS INTL INC NEW   COM          948626106    1798.1       34874SH       SOLE       0       34874  0      0
WEIS MKTS INC                  COM          948849104     155.8        3500SH       SOLE       0       3500   0      0
WELLPOINT INC                  COM          94973V107      76.5        1200SH       SOLE       0       1200   0      0
WELLS FARGO & CO NEW           COM          949746101   15715.1      469948SH       SOLE       0       469948 0      0
WELLS FARGO & CO NEW PERP PFD  PFD          949746804   30623.6       27221SH       SOLE       0       27221  0      0
WERNER ENTERPRISES INC         COM          950755108      54.9        2300SH       SOLE       0       2300   0      0
WESCO INTL INC                 COM          95082P105    8965.7      155789SH       SOLE       0       155789 0      0
WESTAMERICA BANCORPORATION     COM          957090103     127.5        2702SH       SOLE       0       2702   0      0
WESTAR ENERGY INC              COM          95709T100     303.8       10143SH       SOLE       0       10143  0      0
WESTERN ALLIANCE BANCORP       COM          957638109    2483.7      265350SH       SOLE       0       265350 0      0
WESTERN DIGITAL CORP           COM          958102105    5257.1      172476SH       SOLE       0       172476 0      0
WESTERN REFNG INC              COM          959319104        49        2200SH       SOLE       0       2200   0      0
WESTERN UN CO                  COM          959802109     679.7       40364SH       SOLE       0       40364  0      0
WET SEAL INC CL                COM          961840105     253.4       80188SH       SOLE       0       80188  0      0
WEYERHAEUSER CO                COM          962166104    1034.8       46279SH       SOLE       0       46279  0      0
WGL HLDGS INC                  COM          92924F106   15213.9      382740SH       SOLE       0       382740 0      0
WHIRLPOOL CORP                 COM          963320106    4482.6       73293SH       SOLE       0       73293  0      0
WHITING PETE CORP NEW          COM          966387102       479       11650SH       SOLE       0       11650  0      0
WHOLE FOODS MKT INC            COM          966837106   13405.5      140637SH       SOLE       0       140637 0      0
WILLIAMS CLAYTON ENERGY INC    COM          969490101      36.2         749SH       SOLE       0       749    0      0
WILLIAMS COS INC DEL           COM          969457100     11392      395282SH       SOLE       0       395282 0      0
WILLIAMS SONOMA INC            COM          969904101       591       16900SH       SOLE       0       16900  0      0
WILLIS GROUP HOLDINGS PUBLIC   FS           G96666105    4782.3      131057SH       SOLE       0       131057 0      0
WINDSTREAM CORP                COM          97381W104      24.1        2500SH       SOLE       0       2500   0      0
WINTRUST FINANCIAL CORP        COM          97650W108    4295.5      121000SH       SOLE       0       121000 0      0
WISCONSIN ENERGY CORP          COM          976657106      9026      228103SH       SOLE       0       228103 0      0
WMS INDS INC                   COM          929297109     823.3       41270SH       SOLE       0       41270  0      0
WOLVERINE WORLD WIDE INC       COM          978097103      81.7        2108SH       SOLE       0       2108   0      0
WOODWARD INC                   COM          980745103     206.3        5231SH       SOLE       0       5231   0      0
WORLD FUEL SVCS CORP           COM          981475106    3320.9       87324SH       SOLE       0       87324  0      0
WPX ENERGY INC                 COM          98212B103    1396.3       86300SH       SOLE       0       86300  0      0
WYNDHAM WORLDWIDE CORP         COM          98310W108       944       17900SH       SOLE       0       17900  0      0
WYNN RESORTS LTD               COM          983134107      4940       47628SH       SOLE       0       47628  0      0
XCEL ENERGY INC                COM          98389B100    1212.7       42687SH       SOLE       0       42687  0      0
XEROX CORP                     COM          984121103    2241.8      284850SH       SOLE       0       284850 0      0
XILINX INC                     COM          983919101    1279.5       38114SH       SOLE       0       38114  0      0
XYLEM INC                      COM          98419M100      1037       41200SH       SOLE       0       41200  0      0
YANDEX N V SHS CLASS           COM          N97284108    6913.2      362900SH       SOLE       0       362900 0      0
YOUNG INNOVATIONS INC          COM          987520103     372.5       10800SH       SOLE       0       10800  0      0
YUM BRANDS INC                 COM          988498101   40694.1      631700SH       SOLE       0       631700 0      0
ZEBRA TECHNOLOGIES CORP CL     COM          989207105      58.4        1700SH       SOLE       0       1700   0      0
ZIMMER HLDGS INC               COM          98956P102     897.2       13941SH       SOLE       0       13941  0      0
ZIONS BANCORPORATION           COM          989701107     235.7       12136SH       SOLE       0       12136  0      0
PRECISION CASTPARTS CORP       COM          740189105   34937.7      212400SH       SOLE       0       212400 0      0
PREMIERE GLOBAL SVCS INC       COM          740585104    1157.3      137940SH       SOLE       0       137940 0      0
PRESTIGE BRANDS HLDGS INC      COM          74112D101      33.2        2100SH       SOLE       0       2100   0      0
PRICE T ROWE GROUP INC         COM          74144T108      8516      135260SH       SOLE       0       135260 0      0
PRICELINE COM INC COM          COM          741503403   46220.7       69555SH       SOLE       0       69555  0      0
PRICESMART INC                 COM          741511109    3168.9       46940SH       SOLE       0       46940  0      0
PRIMERICA INC                  COM          74164M108      88.2        3300SH       SOLE       0       3300   0      0
PRIMO WTR CORP                 COM          74165N105      11.3       10200SH       SOLE       0       10200  0      0
PRINCIPAL FINL GROUP INC       COM          74251V102     131.2        5000SH       SOLE       0       5000   0      0
PRIVATEBANCORP INC             COM          742962103    2785.2      188700SH       SOLE       0       188700 0      0
PROASSURANCE CORP              COM          74267C106      89.1        1000SH       SOLE       0       1000   0      0
PROCERA NETWORKS INC COM       COM          74269U203    2762.2      113624SH       SOLE       0       113624 0      0
PROCTER & GAMBLE CO            COM          742718109   23383.8      381777SH       SOLE       0       381777 0      0
PROGRESS ENERGY INC            COM          743263105   10523.7      174900SH       SOLE       0       174900 0      0
PROGRESSIVE CORP OHIO          COM          743315103    1739.1       83490SH       SOLE       0       83490  0      0
PROLOGIS INC                   COM          74340W103   11337.4      341180SH       SOLE       0       341180 0      0
PROOFPOINT INC                 COM          743424103    1452.4       85690SH       SOLE       0       85690  0      0
PROS HOLDINGS INC              COM          74346Y103    3285.4      195325SH       SOLE       0       195325 0      0
PROSPECT CAPITAL CORPORATION   COM          74348T102      47.8        4200SH       SOLE       0       4200   0      0
PROVIDENT FINL SVCS INC        COM          74386T105      95.2        6200SH       SOLE       0       6200   0      0
PRUDENTIAL FINL INC            COM          744320102       586       12100SH       SOLE       0       12100  0      0
PS BUSINESS PKS INC CALIF      COM          69360J107     155.8        2300SH       SOLE       0       2300   0      0
PSS WORLD MED INC              COM          69366A100      94.5        4500SH       SOLE       0       4500   0      0
PUBLIC STORAGE                 COM          74460D109   23206.7      160700SH       SOLE       0       160700 0      0
PUBLIC SVC ENTERPRISE GROUP    COM          744573106       507       15600SH       SOLE       0       15600  0      0
PULTE GROUP INC                COM          745867101    1881.1      175800SH       SOLE       0       175800 0      0
QEP RES INC                    COM          74733V100     818.2       27300SH       SOLE       0       27300  0      0
QLIK TECHNOLOGIES INC          COM          74733T105    4675.5      211371SH       SOLE       0       211371 0      0
QLOGIC CORP                    COM          747277101     155.3       11346SH       SOLE       0       11346  0      0
QUALCOMM INC                   COM          747525103     63109     1133424SH       SOLE       0       11334240      0
QUANEX BUILDING PRODUCTS COR   COM          747619104    3030.7      169500SH       SOLE       0       169500 0      0
QUANTA SVCS INC                COM          74762E102    1940.4       80613SH       SOLE       0       80613  0      0
QUEST DIAGNOSTICS INC          COM          74834L100      1917       32004SH       SOLE       0       32004  0      0
QUEST SOFTWARE INC             COM          74834T103     444.5       15962SH       SOLE       0       15962  0      0
QUINSTREET INC                 COM          74874Q100    1373.1      148280SH       SOLE       0       148280 0      0
RACKSPACE HOSTING INC          COM          750086100     533.9       12150SH       SOLE       0       12150  0      0
RADIOSHACK CORP                COM          750438103      21.1        5500SH       SOLE       0       5500   0      0
RALCORP HLDGS INC NEW          COM          751028101     410.6        6152SH       SOLE       0       6152   0      0
RALPH LAUREN CORP CL           COM          751212101   16242.2      115966SH       SOLE       0       115966 0      0
RAMCO-GERSHENSON PPTYS TR COM  COM          751452202    1064.7       84700SH       SOLE       0       84700  0      0
RANGE RES CORP                 COM          75281A109   14446.4      233496SH       SOLE       0       233496 0      0
RAYMOND JAMES FINANCIAL INC    COM          754730109    6009.6      175514SH       SOLE       0       175514 0      0
RAYONIER TRS HLDGS INC NOTE    CB           75508AAB2    3112.5     2485000SH       SOLE       0       24850000      0
RAYTHEON CO COM                COM          755111507    8075.4      142700SH       SOLE       0       142700 0      0
REALTY INCOME CORP             COM          756109104      45.9        1100SH       SOLE       0       1100   0      0
RED HAT INC                    COM          756577102   15918.6      281845SH       SOLE       0       281845 0      0
REGENCY CTRS CORP              COM          758849103    5308.8      111600SH       SOLE       0       111600 0      0
REGIONS FINANCIAL CORP NEW     COM          7591EP100     776.3      115000SH       SOLE       0       115000 0      0
REINSURANCE GROUP AMER INC COM COM          759351604    2712.5       50977SH       SOLE       0       50977  0      0
REPUBLIC SVCS INC              COM          760759100    9011.7      340580SH       SOLE       0       340580 0      0
RESMED INC                     COM          761152107     423.9       13586SH       SOLE       0       13586  0      0
RETAIL OPPORTUNITY INVTS COR   COM          76131N101    2188.9      181500SH       SOLE       0       181500 0      0
RETAIL PPTYS AMER INC CL       COM          76131V202    1500.8      154400SH       SOLE       0       154400 0      0
REX ENERGY CORPORATION         COM          761565100    1614.7      144038SH       SOLE       0       144038 0      0
REYNOLDS AMERICAN INC          COM          761713106    3194.7       71200SH       SOLE       0       71200  0      0
RF MICRODEVICES INC            COM          749941100      85.4       20100SH       SOLE       0       20100  0      0
RIMAGE CORP                    COM          766721104       9.4        1179SH       SOLE       0       1179   0      0
RIO TINTO PLC SPONSORED        FS           767204100   14907.2      311800SH       SOLE       0       311800 0      0
RITCHIE BROS AUCTIONEERS       COM          767744105       986       46400SH       SOLE       0       46400  0      0
RIVERBED TECHNOLOGY INC        COM          768573107    2448.7      151620SH       SOLE       0       151620 0      0
RLJ LODGING TR                 COM          74965L101    2469.3      136200SH       SOLE       0       136200 0      0
ROBBINS & MYERS INC            COM          770196103      29.3         700SH       SOLE       0       700    0      0
ROBERT HALF INTL INC           COM          770323103    1417.1       49600SH       SOLE       0       49600  0      0
ROCKWELL AUTOMATION INC        COM          773903109      6592       99788SH       SOLE       0       99788  0      0
ROCKWOOD HLDGS INC             COM          774415103     496.3       11191SH       SOLE       0       11191  0      0
ROGERS COMMUNICATIONS INC CL   FS           775109200    7039.2      194400SH       SOLE       0       194400 0      0
ROGERS CORP                    COM          775133101     466.2       11770SH       SOLE       0       11770  0      0
ROPER INDS INC NEW             COM          776696106    5638.8       57200SH       SOLE       0       57200  0      0
ROSETTA RESOURCES INC          COM          777779307      17.8         486SH       SOLE       0       486    0      0
ROSS STORES INC                COM          778296103   15854.9      253800SH       SOLE       0       253800 0      0
ROVI CORP NOTE  2.625%         CB           779376AB8     217.5      226000SH       SOLE       0       226000 0      0
ROWAN COMPANIES PLC SHS CL     COM          G7665A101     255.4        7900SH       SOLE       0       7900   0      0
ROYAL CARIBBEAN CRUISES LTD    COM          V7780T103     103.9        3991SH       SOLE       0       3991   0      0
ROYAL DUTCH SHELL PLC SPON ADR FS           780259107     157.4        2251SH       SOLE       0       2251   0      0
ROYAL DUTCH SHELL PLC SPONS AD FS           780259206     658.1        9760SH       SOLE       0       9760   0      0
RPX CORP                       COM          74972G103     825.1       57500SH       SOLE       0       57500  0      0
RTI INTL METALS INC            COM          74973W107    1035.8       45772SH       SOLE       0       45772  0      0
RUBICON TECHNOLOGY INC         FS           78112T107    1061.9      104106SH       SOLE       0       104106 0      0
RUDOLPH TECHNOLOGIES INC       COM          781270103     471.9       54115SH       SOLE       0       54115  0      0
RUE21 INC                      COM          781295100    1186.3       47000SH       SOLE       0       47000  0      0
RYDER SYS INC                  COM          783549108     363.7       10100SH       SOLE       0       10100  0      0
SABRA HEALTH CARE REIT INC     COM          78573L106     133.5        7800SH       SOLE       0       7800   0      0
SAFETY INS GROUP INC           COM          78648T100    2588.8       63700SH       SOLE       0       63700  0      0
SAFEWAY INC COM                COM          786514208    1724.3       95000SH       SOLE       0       95000  0      0
SAIC INC                       COM          78390X101     282.4       23300SH       SOLE       0       23300  0      0
SALESFORCE COM INC             COM          79466L302   35716.7      258330SH       SOLE       0       258330 0      0
SALIX PHARMACEUTICALS INC      COM          795435106    7561.7      138900SH       SOLE       0       138900 0      0
SANCHEZ ENERGY CORP            COM          79970Y105    1012.8       48690SH       SOLE       0       48690  0      0
SANDISK CORP                   COM          80004C101    7339.9      201203SH       SOLE       0       201203 0      0
SANDISK CORP NOTE  1.500%      CB           80004CAD3     148.1      144000SH       SOLE       0       144000 0      0
SANDRIDGE MISSISSIPPIAN TR I S COM          80007V106      73.7        3900SH       SOLE       0       3900   0      0
SANMINA SCI CORP COM           COM          800907206     678.8       82880SH       SOLE       0       82880  0      0
SANOFI SPONSORED               FS           80105N105      6259      165670SH       SOLE       0       165670 0      0
SAP AG SPON                    FS           803054204     226.2        3811SH       SOLE       0       3811   0      0
SAPIENT CORP                   COM          803062108     345.2       34276SH       SOLE       0       34276  0      0
SBA COMMUNICATIONS CORP        COM          78388J106   14810.2      259600SH       SOLE       0       259600 0      0
SBA COMMUNICATIONS CORP NOTE   NOTE         78388JAM8      69.4       36000SH       SOLE       0       36000  0      0
SCANA CORP NEW                 COM          80589M102       933       19503SH       SOLE       0       19503  0      0
SCHAWK INC CL                  COM          806373106    2698.7      212499SH       SOLE       0       212499 0      0
SCHLUMBERGER LTD               COM          806857108   54889.3      845622SH       SOLE       0       845622 0      0
SCHNITZER STL INDS CL          COM          806882106      33.6        1200SH       SOLE       0       1200   0      0
SCHULMAN A INC                 COM          808194104      29.8        1500SH       SOLE       0       1500   0      0
SCHWAB CHARLES CORP NEW        COM          808513105     278.4       21532SH       SOLE       0       21532  0      0
SCIQUEST INC NEW               COM          80908T101    1305.7       72700SH       SOLE       0       72700  0      0
SCRIPPS NETWORKS INTERACT IN C COM          811065101     125.9        2215SH       SOLE       0       2215   0      0
SEALED AIR CORP NEW            COM          81211K100     600.6       38900SH       SOLE       0       38900  0      0
SEATTLE GENETICS INC           COM          812578102     482.4       19000SH       SOLE       0       19000  0      0
SELECT COMFORT CORP            COM          81616X103    2739.9      130970SH       SOLE       0       130970 0      0
SELECT INCOME REIT COM SH BEN  COM          81618T100       872       36700SH       SOLE       0       36700  0      0
SEMPRA ENERGY                  COM          816851109    2176.6       31600SH       SOLE       0       31600  0      0
SEMTECH CORP                   COM          816850101      71.2        2928SH       SOLE       0       2928   0      0
SENSIENT TECHNOLOGIES CORP     COM          81725T100      47.7        1300SH       SOLE       0       1300   0      0
SHERWIN WILLIAMS CO            COM          824348106    7911.9       59780SH       SOLE       0       59780  0      0
SHIRE PLC SPONSORED            FS           82481R106   21955.2      254140SH       SOLE       0       254140 0      0
SHUTTERFLY INC                 COM          82568P304     109.5        3568SH       SOLE       0       3568   0      0
SIERRA WIRELESS INC            FS           826516106       7.4         820SH       SOLE       0       820    0      0
SIGMA ALDRICH CORP             COM          826552101    1168.1       15800SH       SOLE       0       15800  0      0
SIGNET JEWELERS LIMITED        COM          G81276100    6286.4      142840SH       SOLE       0       142840 0      0
SILICON IMAGE INC              COM          82705T102    1120.7      270700SH       SOLE       0       270700 0      0
AMERICAN CAMPUS CMNTYS INC     COM          024835100    2815.5       62595SH       SOLE       0       62595  0      0
AMERICAN EAGLE OUTFITTERS NE   COM          02553E106     186.5        9452SH       SOLE       0       9452   0      0
AMERICAN ELEC PWR INC          COM          025537101    2549.6       63900SH       SOLE       0       63900  0      0
AMERICAN EQTY INVT LIFE HLD    COM          025676206      42.9        3900SH       SOLE       0       3900   0      0
AMERICAN EXPRESS CO            COM          025816109    8183.7      140590SH       SOLE       0       140590 0      0
AMERICAN INTL GROUP INC COM    COM          026874784    3635.8      113300SH       SOLE       0       113300 0      0
AMERICAN NATL BANKSHARES INC   COM          027745108     120.2        5100SH       SOLE       0       5100   0      0
AMERICAN RLTY CAP TR INC       COM          02917L101     364.7       33400SH       SOLE       0       33400  0      0
AMERICAN SCIENCE & ENGR INC    COM          029429107     618.5       10956SH       SOLE       0       10956  0      0
AMERICAN TOWER CORP NEW        COM          03027X100   45434.4      649898SH       SOLE       0       649898 0      0
AMERICAN WTR WKS CO INC NEW    COM          030420103     623.2       18180SH       SOLE       0       18180  0      0
AMERIPRISE FINL INC            COM          03076C106      3657       69977SH       SOLE       0       69977  0      0
AMERISOURCEBERGEN CORP         COM          03073E105    2076.5       52769SH       SOLE       0       52769  0      0
AMETEK INC NEW                 COM          031100100    9276.3      185860SH       SOLE       0       185860 0      0
AMGEN INC                      COM          031162100      1669       22851SH       SOLE       0       22851  0      0
AMPHENOL CORP NEW CL           COM          032095101     329.5        6000SH       SOLE       0       6000   0      0
AMSURG CORP                    COM          03232P405        57        1900SH       SOLE       0       1900   0      0
ANADARKO PETE CORP             COM          032511107    6156.6       93000SH       SOLE       0       93000  0      0
ANALOG DEVICES INC             COM          032654105     558.7       14832SH       SOLE       0       14832  0      0
ANGLOGOLD ASHANTI LTD SPONSORE FS           035128206    5819.8      169475SH       SOLE       0       169475 0      0
ANHEUSER BUSCH INBEV SA/NV SPO FS           03524A108    1542.8       19370SH       SOLE       0       19370  0      0
ANNALY CAP MGMT INC            COM          035710409    7546.5      449731SH       SOLE       0       449731 0      0
ANNALY CAP MGMT INC NOTE  4.00 CB           035710AA0    1474.1     1196000SH       SOLE       0       11960000      0
ANNIES INC                     COM          03600T104      52.7        1258SH       SOLE       0       1258   0      0
ANSYS INC                      COM          03662Q105     911.9       14450SH       SOLE       0       14450  0      0
AON PLC SHS CL                 FS           G0408V102    3550.9       75906SH       SOLE       0       75906  0      0
APACHE CORP                    COM          037411105   11609.7      132093SH       SOLE       0       132093 0      0
APACHE CORP PFD CONV SER       PFD          037411808    1198.6       23858SH       SOLE       0       23858  0      0
APOGEE ENTERPRISES INC         COM          037598109      32.1        2000SH       SOLE       0       2000   0      0
APOLLO GROUP INC CL            COM          037604105     767.2       21200SH       SOLE       0       21200  0      0
APOLLO INVT CORP               COM          03761U106    2750.2      358100SH       SOLE       0       358100 0      0
APPLE INC                      COM          037833100    220721      377947SH       SOLE       0       377947 0      0
APPLIED INDL TECHNOLOGIES IN   COM          03820C105        70        1900SH       SOLE       0       1900   0      0
APPLIED MATLS INC              COM          038222105   13683.4     1194011SH       SOLE       0       11940110      0
APTARGROUP INC                 COM          038336103    6605.1      129384SH       SOLE       0       129384 0      0
ARCH CAP GROUP LTD             COM          G0450A105     174.2        4390SH       SOLE       0       4390   0      0
ARCHER DANIELS MIDLAND CO      COM          039483102    1670.3       56583SH       SOLE       0       56583  0      0
ARCOS DORADOS HOLDINGS INC SHS COM          G0457F107    7928.3      536420SH       SOLE       0       536420 0      0
ARES CAP CORP                  COM          04010L103      68.6        4300SH       SOLE       0       4300   0      0
ARKANSAS BEST CORP DEL         COM          040790107      18.9        1500SH       SOLE       0       1500   0      0
ARM HLDGS PLC SPONSORED        FS           042068106   27184.4     1142682SH       SOLE       0       11426820      0
ARQULE INC                     COM          04269E107    1066.6      179873SH       SOLE       0       179873 0      0
ARROW ELECTRS INC              COM          042735100      3550      108200SH       SOLE       0       108200 0      0
ARTESIAN RESOURCES CORP CL     COM          043113208      79.7        3700SH       SOLE       0       3700   0      0
ARUBA NETWORKS INC             COM          043176106    7344.5      488004SH       SOLE       0       488004 0      0
ARVINMERITOR INC FRNT  4.000%  CB           043353AH4      78.4      107000SH       SOLE       0       107000 0      0
ASHLAND INC NEW                COM          044209104     661.9        9550SH       SOLE       0       9550   0      0
ASPEN INSURANCE HOLDINGS LTD   COM          G05384105    6777.6      234520SH       SOLE       0       234520 0      0
ASPEN INSURANCE HOLDINGS LTD P PFD          G05384113     455.1        8228SH       SOLE       0       8228   0      0
ASPEN TECHNOLOGY INC           COM          045327103      16.3         703SH       SOLE       0       703    0      0
ASSISTED LIVING CONCPT NEV N C COM          04544X300      15.6        1100SH       SOLE       0       1100   0      0
ASSOCIATED ESTATES RLTY CORP   COM          045604105      68.8        4600SH       SOLE       0       4600   0      0
ASSURANT INC                   COM          04621X108     522.6       15000SH       SOLE       0       15000  0      0
ASTRAZENECA PLC SPONSORED      FS           046353108     259.6        5800SH       SOLE       0       5800   0      0
AT^T INC                       COM          00206R102   22910.6      642474SH       SOLE       0       642474 0      0
ATHENAHEALTH INC               COM          04685W103    1543.8       19500SH       SOLE       0       19500  0      0
ATLANTIC TELE NETWORK INC COM  COM          049079205      13.5         400SH       SOLE       0       400    0      0
ATMOS ENERGY CORP              COM          049560105     161.3        4600SH       SOLE       0       4600   0      0
AURICO GOLD INC                COM          05155C105    3580.7      447033SH       SOLE       0       447033 0      0
BOSTON PRIVATE FINL HLDGS IN   COM          101119105     149.1       16700SH       SOLE       0       16700  0      0
BOSTON PROPERTIES INC          COM          101121101   11779.8      108700SH       SOLE       0       108700 0      0
BOSTON SCIENTIFIC CORP         COM          101137107     425.5       75049SH       SOLE       0       75049  0      0
BOTTOMLINE TECH DEL INC        COM          101388106     307.6       17039SH       SOLE       0       17039  0      0
BP PRUDHOE BAY RTY TR UNIT BEN COM          055630107     139.9        1200SH       SOLE       0       1200   0      0
BRADY CORP CL                  COM          104674106     160.7        5843SH       SOLE       0       5843   0      0
BRIGGS & STRATTON CORP         COM          109043109     131.2        7500SH       SOLE       0       7500   0      0
BRIGHTCOVE INC                 COM          10921T101     387.6       25419SH       SOLE       0       25419  0      0
BRIGHTPOINT INC COM            COM          109473405     406.8       75190SH       SOLE       0       75190  0      0
BRINKER INTL INC               COM          109641100    4012.4      125900SH       SOLE       0       125900 0      0
BRINKS CO                      COM          109696104      64.9        2800SH       SOLE       0       2800   0      0
BRISTOL MYERS SQUIBB CO        COM          110122108     15150      421418SH       SOLE       0       421418 0      0
BRISTOW GROUP INC              COM          110394103      44.7        1100SH       SOLE       0       1100   0      0
BROADCOM CORP CL               COM          111320107    1832.3       54211SH       SOLE       0       54211  0      0
BROADRIDGE FINL SOLUTIONS IN   COM          11133T103    6487.3      305000SH       SOLE       0       305000 0      0
BROCADE COMMUNICATIONS SYS I C COM          111621306    3274.1      664108SH       SOLE       0       664108 0      0
BROOKFIELD OFFICE PPTYS INC    COM          112900105    2339.5      134300SH       SOLE       0       134300 0      0
BROOKLINE BANCORP INC DEL      COM          11373M107      70.8        8000SH       SOLE       0       8000   0      0
BROWN & BROWN INC              COM          115236101     503.4       18459SH       SOLE       0       18459  0      0
BROWN FORMAN CORP CL           COM          115637209    1028.1       10615SH       SOLE       0       10615  0      0
BRUNSWICK CORP                 COM          117043109      86.7        3900SH       SOLE       0       3900   0      0
BUCKEYE TECHNOLOGIES INC       COM          118255108      48.4        1700SH       SOLE       0       1700   0      0
C D I CORP                     COM          125071100     136.1        8300SH       SOLE       0       8300   0      0
C H ROBINSON WORLDWIDE INC COM COM          12541W209     225.9        3860SH       SOLE       0       3860   0      0
CA INC                         COM          12673P105    9765.9      360500SH       SOLE       0       360500 0      0
CABELAS INC                    COM          126804301     102.1        2700SH       SOLE       0       2700   0      0
CABLEVISION SYS CORP CL A NY   COM          12686C109      39.2        2946SH       SOLE       0       2946   0      0
CABOT CORP                     COM          127055101     765.2       18800SH       SOLE       0       18800  0      0
CABOT MICROELECTRONICS CORP    COM          12709P103    1694.2       58000SH       SOLE       0       58000  0      0
CABOT OIL & GAS CORP           COM          127097103   17355.7      440500SH       SOLE       0       440500 0      0
CAMDEN PPTY TR SH BEN          COM          133131102    5582.8       82500SH       SOLE       0       82500  0      0
CAMECO CORP                    FS           13321L108    2464.2      112264SH       SOLE       0       112264 0      0
CAMERON INTERNATIONAL CORP     COM          13342B105    7899.5      184956SH       SOLE       0       184956 0      0
CAMPBELL SOUP CO               COM          134429109     416.3       12472SH       SOLE       0       12472  0      0
CAMPUS CREST CMNTYS INC        COM          13466Y105     131.9       12699SH       SOLE       0       12699  0      0
CANADIAN NAT RES LTD           FS           136385101    3867.5      144040SH       SOLE       0       144040 0      0
CANADIAN NATL RY CO            FS           136375102     639.2        7575SH       SOLE       0       7575   0      0
CANADIAN PAC RY LTD            FS           13645T100     11362      155092SH       SOLE       0       155092 0      0
CAPITAL ONE FINL CORP          COM          14040H105    6490.4      118742SH       SOLE       0       118742 0      0
CAPITOL FED FINL INC           COM          14057J101   12052.6     1014525SH       SOLE       0       10145250      0
CARBO CERAMICS INC             COM          140781105     521.8        6800SH       SOLE       0       6800   0      0
CARDINAL HEALTH INC            COM          14149Y108    1906.8       45400SH       SOLE       0       45400  0      0
CARDTRONICS INC                COM          14161H108       432       14300SH       SOLE       0       14300  0      0
CAREFUSION CORP                COM          14170T101    7961.1      310010SH       SOLE       0       310010 0      0
CARLISLE COS INC               COM          142339100    1939.5       36580SH       SOLE       0       36580  0      0
CARMAX INC                     COM          143130102     599.2       23100SH       SOLE       0       23100  0      0
CARNIVAL CORP PAIRED           COM          143658300   10813.4      315534SH       SOLE       0       315534 0      0
CARPENTER TECHNOLOGY CORP      COM          144285103    6071.4      126911SH       SOLE       0       126911 0      0
CARRIZO OIL & CO INC           COM          144577103      6378      271289SH       SOLE       0       271289 0      0
CASEYS GEN STORES INC          COM          147528103    1613.4       27350SH       SOLE       0       27350  0      0
CATERPILLAR INC DEL            COM          149123101   29628.9      348945SH       SOLE       0       348945 0      0
CATHAY GENERAL BANCORP         COM          149150104      47.9        2900SH       SOLE       0       2900   0      0
CATO CORP NEW CL               COM          149205106      76.2        2500SH       SOLE       0       2500   0      0
CAVIUM INC                     COM          14964U108    4690.3      167510SH       SOLE       0       167510 0      0
CBL & ASSOC PPTYS INC          COM          124830100     108.4        5546SH       SOLE       0       5546   0      0
CBOE HLDGS INC                 COM          12503M108     555.3       20061SH       SOLE       0       20061  0      0
CBRE GROUP INC CL              COM          12504L109      1264       77264SH       SOLE       0       77264  0      0
CBS CORP NEW CL                COM          124857202   15393.8      469610SH       SOLE       0       469610 0      0
CEC ENTMT INC                  COM          125137109     204.1        5612SH       SOLE       0       5612   0      0
CELADON GROUP INC              COM          150838100      73.7        4500SH       SOLE       0       4500   0      0
COMPANHIA ENERGETICA DE MINA S FS           204409601     533.8       28979SH       SOLE       0       28979  0      0
COMPASS DIVERSIFIED HOLDINGS S COM          20451Q104      62.8        4500SH       SOLE       0       4500   0      0
COMPASS MINERALS INTL INC      COM          20451N101     107.8        1413SH       SOLE       0       1413   0      0
COMPUTER PROGRAMS & SYS INC    COM          205306103     264.9        4629SH       SOLE       0       4629   0      0
COMPUWARE CORP                 COM          205638109     100.3       10800SH       SOLE       0       10800  0      0
COMSCORE INC                   COM          20564W105    1357.5       82472SH       SOLE       0       82472  0      0
COMSTOCK RES INC COM           COM          205768203       499       30390SH       SOLE       0       30390  0      0
CONAGRA FOODS INC              COM          205887102    1695.4       65385SH       SOLE       0       65385  0      0
CONCHO RES INC                 COM          20605P101   13951.2      163900SH       SOLE       0       163900 0      0
CONMED CORP                    COM          207410101      1842       66570SH       SOLE       0       66570  0      0
CONOCOPHILLIPS                 COM          20825C104      4882       87365SH       SOLE       0       87365  0      0
CONSOL ENERGY INC              COM          20854P109    7505.6      248200SH       SOLE       0       248200 0      0
CONSOLIDATED EDISON INC        COM          209115104   10918.8      175572SH       SOLE       0       175572 0      0
CONSTANT CONTACT INC           COM          210313102     648.3       36260SH       SOLE       0       36260  0      0
CONSTELLATION BRANDS INC CL    COM          21036P108     101.4        3746SH       SOLE       0       3746   0      0
CONVERGYS CORP                 COM          212485106     125.5        8500SH       SOLE       0       8500   0      0
COOPER COS INC COM             COM          216648402    1394.6       17485SH       SOLE       0       17485  0      0
COOPER INDUSTRIES PLC          FS           G24140108     177.3        2600SH       SOLE       0       2600   0      0
COOPER TIRE & RUBR CO          COM          216831107      63.1        3600SH       SOLE       0       3600   0      0
COPA HOLDINGS SA CL            FS           P31076105       165        2000SH       SOLE       0       2000   0      0
CORCEPT THERAPEUTICS INC       COM          218352102    1409.6      313944SH       SOLE       0       313944 0      0
CORE LABORATORIES N V          COM          N22717107   30795.8      265710SH       SOLE       0       265710 0      0
CORE MARK HOLDING CO INC       COM          218681104      57.8        1200SH       SOLE       0       1200   0      0
CORESITE RLTY CORP             COM          21870Q105    1001.8       38800SH       SOLE       0       38800  0      0
CORNERSTONE ONDEMAND INC       COM          21925Y103    2106.5       88473SH       SOLE       0       88473  0      0
CORNING INC                    COM          219350105    2254.6      174372SH       SOLE       0       174372 0      0
COSTCO WHSL CORP NEW           COM          22160K105   35681.3      375593SH       SOLE       0       375593 0      0
COVANCE INC                    COM          222816100     110.1        2300SH       SOLE       0       2300   0      0
COVENTRY HEALTH CARE INC       COM          222862104         0           0SH       SOLE       0       0      0      0
COVIDIEN PLC                   COM          G2554F113   50204.2      938397SH       SOLE       0       938397 0      0
CRANE CO                       COM          224399105     309.2        8500SH       SOLE       0       8500   0      0
CREDIT SUISSE GROUP SPONSORED  FS           225401108    6246.9      340800SH       SOLE       0       340800 0      0
CREXUS INVT CORP               COM          226553105      44.7        4400SH       SOLE       0       4400   0      0
CROCS INC                      COM          227046109    5447.4      337298SH       SOLE       0       337298 0      0
CROWN CASTLE INTL CORP         COM          228227104    4983.6       84958SH       SOLE       0       84958  0      0
CSS INDS INC                   COM          125906107     102.8        5000SH       SOLE       0       5000   0      0
CSX CORP                       COM          126408103     505.3       22600SH       SOLE       0       22600  0      0
CTRIP COM INTL LTD AMERICAN DE FS           22943F100     847.6       50574SH       SOLE       0       50574  0      0
CUBESMART                      COM          229663109    1805.3      154700SH       SOLE       0       154700 0      0
CUBIST PHARMACEUTICALS INC     COM          229678107     890.7       23496SH       SOLE       0       23496  0      0
CULLEN FROST BANKERS INC       COM          229899109     449.6        7821SH       SOLE       0       7821   0      0
CULP INC                       COM          230215105      96.3        9400SH       SOLE       0       9400   0      0
CUMBERLAND PHARMACEUTICALS I   COM          230770109     480.6       74390SH       SOLE       0       74390  0      0
CUMMINS INC                    COM          231021106    2813.9       29036SH       SOLE       0       29036  0      0
CURTISS WRIGHT CORP            COM          231561101      80.7        2600SH       SOLE       0       2600   0      0
CUTERA INC                     COM          232109108      45.3        6300SH       SOLE       0       6300   0      0
CVB FINL CORP                  COM          126600105      54.8        4700SH       SOLE       0       4700   0      0
CVS CAREMARK CORPORATION       COM          126650100   30456.7      651759SH       SOLE       0       651759 0      0
CYMER INC                      COM          232572107    3725.1       63190SH       SOLE       0       63190  0      0
CYPRESS SEMICONDUCTOR CORP     COM          232806109     823.6       62300SH       SOLE       0       62300  0      0
D R HORTON INC                 COM          23331A109     852.8       46400SH       SOLE       0       46400  0      0
DANA HLDG CORP                 COM          235825205     139.6       10900SH       SOLE       0       10900  0      0
DANAHER CORP DEL               COM          235851102   42062.3      807648SH       SOLE       0       807648 0      0
DATALINK CORP                  COM          237934104     289.5       30310SH       SOLE       0       30310  0      0
DAWSON GEOPHYSICAL CO          COM          239359102     474.2       19908SH       SOLE       0       19908  0      0
DCT INDUSTRIAL TRUST INC       COM          233153105      32.1        5100SH       SOLE       0       5100   0      0
DDR CORP                       COM          23317H102    5189.9      354500SH       SOLE       0       354500 0      0
DEAN FOODS CO NEW              COM          242370104     144.8        8500SH       SOLE       0       8500   0      0
DECKERS OUTDOOR CORP           COM          243537107     405.6        9217SH       SOLE       0       9217   0      0
DEERE & CO                     COM          244199105     656.9        8123SH       SOLE       0       8123   0      0
DELL INC                       COM          24702R101    1522.1      121570SH       SOLE       0       121570 0      0
ENDOLOGIX INC                  COM          29266S106    5178.1      335367SH       SOLE       0       335367 0      0
ENDURANCE SPECIALTY HLDGS LT   COM          G30397106     129.6        3383SH       SOLE       0       3383   0      0
ENSCO PLC SHS CLASS            COM          G3157S106    6961.7      148216SH       SOLE       0       148216 0      0
ENTERCOM COMMUNICATIONS CORP C COM          293639100      87.9       14600SH       SOLE       0       14600  0      0
ENTERGY CORP NEW               COM          29364G103     719.6       10600SH       SOLE       0       10600  0      0
ENTERTAINMENT PPTYS TR COM SH  COM          29380T105      4111      100000SH       SOLE       0       100000 0      0
ENTRAVISION COMMUNICATIONS C C COM          29382R107      61.6       50900SH       SOLE       0       50900  0      0
EOG RES INC                    COM          26875P101    2925.9       32470SH       SOLE       0       32470  0      0
EPAM SYS INC                   COM          29414B104      34.6        2036SH       SOLE       0       2036   0      0
EQT CORP                       COM          26884L109    7716.1      143876SH       SOLE       0       143876 0      0
EQUIFAX INC                    COM          294429105   11528.8      247400SH       SOLE       0       247400 0      0
EQUINIX INC COM                COM          29444U502    3174.2       18071SH       SOLE       0       18071  0      0
EQUINIX INC NOTE               CB           29444UAG1     168.8      100000SH       SOLE       0       100000 0      0
EQUITY LIFESTYLE PPTYS INC     COM          29472R108    3303.7       47900SH       SOLE       0       47900  0      0
EQUITY RESIDENTIAL SH BEN      COM          29476L107   16313.4      261600SH       SOLE       0       261600 0      0
ERICKSON AIR-CRANE INC         COM          29482P100      53.7        7800SH       SOLE       0       7800   0      0
ERICSSON ADR B SEK             FS           294821608     523.8       57370SH       SOLE       0       57370  0      0
ESSEX PPTY TR INC              COM          297178105    1770.1       11500SH       SOLE       0       11500  0      0
EURONET WORLDWIDE INC          COM          298736109      17.1        1000SH       SOLE       0       1000   0      0
EURONET WORLDWIDE INC NOTE     NOTE         298736AF6      64.3       64000SH       SOLE       0       64000  0      0
EVEREST RE GROUP LTD           FS           G3223R108     14292      138100SH       SOLE       0       138100 0      0
EXAR CORP                      COM          300645108     526.5       64521SH       SOLE       0       64521  0      0
EXELIS INC                     COM          30162A108         0           0SH       SOLE       0       0      0      0
EXELON CORP                    COM          30161N101     974.1       25894SH       SOLE       0       25894  0      0
EXPEDIA INC DEL COM            COM          30212P303    2350.6       48900SH       SOLE       0       48900  0      0
EXPEDITORS INTL WASH INC       COM          302130109    2376.2       61321SH       SOLE       0       61321  0      0
EXPRESS INC                    COM          30219E103       382       21026SH       SOLE       0       21026  0      0
EXPRESS SCRIPTS HLDG CO        COM          30219G108   37698.6      675240SH       SOLE       0       675240 0      0
EXTRA SPACE STORAGE INC        COM          30225T102    4611.4      150700SH       SOLE       0       150700 0      0
EXXON MOBIL CORP               COM          30231G102   65248.8      762519SH       SOLE       0       762519 0      0
EZCORP INC CL A NON            COM          302301106      19.6         836SH       SOLE       0       836    0      0
F M C CORP COM                 COM          302491303    3048.4       57000SH       SOLE       0       57000  0      0
F5 NETWORKS INC                COM          315616102   13763.7      138245SH       SOLE       0       138245 0      0
FACEBOOK INC CL                COM          30303M102    8401.3      269964SH       SOLE       0       269964 0      0
FACTSET RESH SYS INC           COM          303075105      48.7         524SH       SOLE       0       524    0      0
FAMILY DLR STORES INC          COM          307000109    3410.4       51300SH       SOLE       0       51300  0      0
FARO TECHNOLOGIES INC          COM          311642102      3219       76496SH       SOLE       0       76496  0      0
FASTENAL CO                    COM          311900104   10159.7      252040SH       SOLE       0       252040 0      0
FEDERAL REALTY INVT TR SH BEN  COM          313747206    6557.7       63000SH       SOLE       0       63000  0      0
FEDEX CORP                     COM          31428X106   16366.1      178650SH       SOLE       0       178650 0      0
FEI CO                         COM          30241L109      1617       33800SH       SOLE       0       33800  0      0
FERRO CORP                     COM          315405100       3.1         647SH       SOLE       0       647    0      0
FIDELITY NATIONAL FINANCIAL CL COM          31620R105    1513.8       78600SH       SOLE       0       78600  0      0
FIDELITY NATL INFORMATION SV   COM          31620M106     149.9        4398SH       SOLE       0       4398   0      0
FIFTH STREET FINANCE CORP      COM          31678A103      43.9        4400SH       SOLE       0       4400   0      0
FIFTH THIRD BANCORP            COM          316773100    1862.4      138982SH       SOLE       0       138982 0      0
FINISH LINE INC CL             COM          317923100      58.5        2800SH       SOLE       0       2800   0      0
FIRST CASH FINL SVCS INC       COM          31942D107     304.2        7573SH       SOLE       0       7573   0      0
FIRST FINL BANCORP OH          COM          320209109    5540.3      346700SH       SOLE       0       346700 0      0
FIRST HORIZON NATL CORP        COM          320517105     672.1       77700SH       SOLE       0       77700  0      0
FIRST INDUSTRIAL REALTY TRUS   COM          32054K103      61.8        4900SH       SOLE       0       4900   0      0
FIRST INTST BANCSYSTEM INC COM COM          32055Y201      81.2        5700SH       SOLE       0       5700   0      0
FIRST MIDWEST BANCORP DEL      COM          320867104      75.8        6900SH       SOLE       0       6900   0      0
FIRST POTOMAC RLTY TR          COM          33610F109    2631.8      223600SH       SOLE       0       223600 0      0
FIRST REP BK SAN FRANCISCO C   COM          33616C100        47        1400SH       SOLE       0       1400   0      0
FIRSTENERGY CORP               COM          337932107     940.1       19111SH       SOLE       0       19111  0      0
FIRSTMERIT CORP                COM          337915102      82.6        5000SH       SOLE       0       5000   0      0
FISERV INC                     COM          337738108     751.1       10400SH       SOLE       0       10400  0      0
FLOWSERVE CORP                 COM          34354P105    4182.4       36448SH       SOLE       0       36448  0      0
FLUIDIGM CORP DEL              COM          34385P108    1817.9      120873SH       SOLE       0       120873 0      0
GT ADVANCED TECHNOLOGIES INC   COM          36191U106     684.7      129680SH       SOLE       0       129680 0      0
GUESS INC                      COM          401617105    4066.5      133900SH       SOLE       0       133900 0      0
GUIDEWIRE SOFTWARE INC         COM          40171V100    1489.7       52978SH       SOLE       0       52978  0      0
GULFPORT ENERGY CORP COM       COM          402635304     398.8       19331SH       SOLE       0       19331  0      0
HALLIBURTON CO                 COM          406216101    3630.8      127890SH       SOLE       0       127890 0      0
HANCOCK HLDG CO                COM          410120109     401.8       13200SH       SOLE       0       13200  0      0
HANESBRANDS INC                COM          410345102     578.4       20860SH       SOLE       0       20860  0      0
HANOVER INS GROUP INC          COM          410867105     657.4       16800SH       SOLE       0       16800  0      0
HARLEY DAVIDSON INC            COM          412822108    5477.4      119776SH       SOLE       0       119776 0      0
HARMAN INTL INDS INC           COM          413086109    9996.2      252430SH       SOLE       0       252430 0      0
HARRIS CORP DEL                COM          413875105       732       17491SH       SOLE       0       17491  0      0
HARRIS TEETER SUPERMARKETS I   COM          414585109      24.6         600SH       SOLE       0       600    0      0
HARSCO CORP                    COM          415864107      6726      330030SH       SOLE       0       330030 0      0
HARTFORD FINL SVCS GROUP INC   COM          416515104    4065.3      230590SH       SOLE       0       230590 0      0
HASBRO INC                     COM          418056107    1957.4       57791SH       SOLE       0       57791  0      0
HATTERAS FINL CORP             COM          41902R103      88.7        3100SH       SOLE       0       3100   0      0
HAWKINS INC                    COM          420261109     122.2        3200SH       SOLE       0       3200   0      0
HCA HOLDINGS INC               COM          40412C101     166.8        5483SH       SOLE       0       5483   0      0
HCC INS HLDGS INC              COM          404132102      6993      222706SH       SOLE       0       222706 0      0
HCP INC                        COM          40414L109   12357.9      279907SH       SOLE       0       279907 0      0
HDFC BANK LTD ADR REPS 3       FS           40415F101      1910       58589SH       SOLE       0       58589  0      0
HEALTH CARE REIT INC           COM          42217K106    4040.2       69300SH       SOLE       0       69300  0      0
HEALTH CARE REIT INC NOTE      CB           42217KAR7     112.5       95000SH       SOLE       0       95000  0      0
HEALTH MGMT ASSOC INC NEW CL   COM          421933102     771.3       98253SH       SOLE       0       98253  0      0
HEALTH NET INC                 COM          42222G108    3315.3      136600SH       SOLE       0       136600 0      0
HEALTHCARE RLTY TR             COM          421946104      81.1        3400SH       SOLE       0       3400   0      0
HEALTHCARE SVCS GRP INC        COM          421906108     747.1       38549SH       SOLE       0       38549  0      0
HEALTHSOUTH CORP COM           COM          421924309     388.2       16689SH       SOLE       0       16689  0      0
HEARTLAND EXPRESS INC          COM          422347104     221.4       15470SH       SOLE       0       15470  0      0
HEARTLAND PMT SYS INC          COM          42235N108      1862       61900SH       SOLE       0       61900  0      0
HEARTWARE INTL INC             COM          422368100    1614.7       18183SH       SOLE       0       18183  0      0
HECLA MNG CO                   COM          422704106      54.6       11500SH       SOLE       0       11500  0      0
HEIDRICK & STRUGGLES INTL IN   COM          422819102        63        3600SH       SOLE       0       3600   0      0
HEINZ H J CO                   COM          423074103     279.1        5132SH       SOLE       0       5132   0      0
HELEN OF TROY CORP LTD         FS           G4388N106      27.1         800SH       SOLE       0       800    0      0
HELIX ENERGY SOLUTIONS GRP I   COM          42330P107      65.6        4000SH       SOLE       0       4000   0      0
HELIX ENERGY SOLUTIONS GRP I N CB           42330PAG2        80       77000SH       SOLE       0       77000  0      0
HELMERICH & PAYNE INC          COM          423452101     760.4       17488SH       SOLE       0       17488  0      0
HENRY JACK & ASSOC INC         COM          426281101      8093      234445SH       SOLE       0       234445 0      0
HERCULES TECH GROWTH CAP INC   COM          427096508      63.5        5600SH       SOLE       0       5600   0      0
HERITAGE FINL CORP WASH        COM          42722X106     130.4        8900SH       SOLE       0       8900   0      0
HERSHA HOSPITALITY TR SH BEN I COM          427825104      98.2       18600SH       SOLE       0       18600  0      0
HERSHEY CO                     COM          427866108    1438.6       19972SH       SOLE       0       19972  0      0
HEWLETT PACKARD CO             COM          428236103    3353.3      166750SH       SOLE       0       166750 0      0
HEXCEL CORP NEW                COM          428291108    3564.7      138221SH       SOLE       0       138221 0      0
HHGREGG INC                    COM          42833L108     713.4       63080SH       SOLE       0       63080  0      0
HIGHWOODS PPTYS INC            COM          431284108      60.6        1800SH       SOLE       0       1800   0      0
HILL ROM HLDGS INC             COM          431475102     326.5       10585SH       SOLE       0       10585  0      0
HILLSHIRE BRANDS CO            COM          432589109     284.1        9800SH       SOLE       0       9800   0      0
HMS HLDGS CORP                 COM          40425J101      18.2         547SH       SOLE       0       547    0      0
HOLOGIC INC                    COM          436440101    6887.9      381810SH       SOLE       0       381810 0      0
HOLOGIC INC DEBT  2.000%       CB           436440AC5     204.7      221000SH       SOLE       0       221000 0      0
HOLOGIC INC FRNT               CB           436440AA9      9767     9941000SH       SOLE       0       99410000      0
HOLOGIC INC FRNT               CB           436440AB7      68.4       65000SH       SOLE       0       65000  0      0
HOME DEPOT INC                 COM          437076102   19848.3      374567SH       SOLE       0       374567 0      0
HONDA MOTOR LTD AMERN          FS           438128308      30.7         885SH       SOLE       0       885    0      0
HONEYWELL INTL INC             COM          438516106   15567.6      278790SH       SOLE       0       278790 0      0
HORMEL FOODS CORP              COM          440452100    2120.3       69700SH       SOLE       0       69700  0      0
HORNBECK OFFSHORE SVCS INC N   COM          440543106     292.8        7549SH       SOLE       0       7549   0      0
HOSPIRA INC                    COM          441060100      63.8        1825SH       SOLE       0       1825   0      0
IRON MTN INC                   COM          462846106     115.4        3500SH       SOLE       0       3500   0      0
IRONWOOD PHARMACEUTICALS INC C COM          46333X108    1418.3      102927SH       SOLE       0       102927 0      0
ISHARES INC MSCI               COM          464286749      11.5         502SH       SOLE       0       502    0      0
ISHARES INC MSCI               COM          464286830    1113.1       78000SH       SOLE       0       78000  0      0
ISHARES INC MSCI               MF           464286848      92.1        9784SH       SOLE       0       9784   0      0
ISHARES INC MSCI CDA           MF           464286509      14.9         575SH       SOLE       0       575    0      0
ISHARES INC MSCI EMU           MF           464286608     108.3        3946SH       SOLE       0       3946   0      0
ISHARES INC MSCI PAC J         MF           464286665      19.9         489SH       SOLE       0       489    0      0
ISHARES INC MSCI UTD           MF           464286699      8902      546468SH       SOLE       0       546468 0      0
ISHARES TR INDONE INVS         MF           46429B309     731.3       25500SH       SOLE       0       25500  0      0
ISHARES TR MSCI EAFE           MF           464287465   21791.1      436170SH       SOLE       0       436170 0      0
ISHARES TR MSCI EMERG          MF           464287234    1455.2       37131SH       SOLE       0       37131  0      0
ISHARES TR RUSSELL             MF           464287655     430.1        5400SH       SOLE       0       5400   0      0
ISHARES TR RUSSELL MCP         MF           464287473       163        3521SH       SOLE       0       3521   0      0
ITAU UNIBANCO HLDG SA SPON ADR FS           465562106   16166.5     1161388SH       SOLE       0       11613880      0
ITC HLDGS CORP                 COM          465685105     877.9       12740SH       SOLE       0       12740  0      0
ITT CORP NEW COM               COM          450911201     107.1        6085SH       SOLE       0       6085   0      0
IXIA                           COM          45071R109    1657.8      137920SH       SOLE       0       137920 0      0
J & J SNACK FOODS CORP         COM          466032109     153.7        2600SH       SOLE       0       2600   0      0
J2 GLOBAL INC                  COM          48123V102    9347.4      353800SH       SOLE       0       353800 0      0
JABIL CIRCUIT INC              COM          466313103    6325.9      311160SH       SOLE       0       311160 0      0
JACK IN THE BOX INC            COM          466367109      75.3        2700SH       SOLE       0       2700   0      0
JACOBS ENGR GROUP INC DEL      COM          469814107     230.9        6100SH       SOLE       0       6100   0      0
JAMES RIVER COAL CO NOTE  3.12 CB           470355AH1      14.1       50000SH       SOLE       0       50000  0      0
JANUS CAP GROUP INC            COM          47102X105     159.5       20400SH       SOLE       0       20400  0      0
JANUS CAP GROUP INC NOTE  3.25 CB           47102XAG0    8891.3     8685000SH       SOLE       0       86850000      0
JARDEN CORP                    COM          471109108      68.5        1629SH       SOLE       0       1629   0      0
JDA SOFTWARE GROUP INC         COM          46612K108      47.5        1600SH       SOLE       0       1600   0      0
JDS UNIPHASE CORP COM PAR      COM          46612J507     564.1       51280SH       SOLE       0       51280  0      0
JEFFERIES GROUP INC NEW        COM          472319102    1856.8      142937SH       SOLE       0       142937 0      0
JEFFERIES GROUP INC NEW DBCV   CB           472319AG7      94.9      105000SH       SOLE       0       105000 0      0
JETBLUE AIRWAYS CORP           COM          477143101      46.6        8800SH       SOLE       0       8800   0      0
JIVE SOFTWARE INC              COM          47760A108    1302.4       62050SH       SOLE       0       62050  0      0
JOHNSON & JOHNSON              COM          478160104   35503.2      525506SH       SOLE       0       525506 0      0
JOHNSON CTLS INC               COM          478366107     667.8       24100SH       SOLE       0       24100  0      0
JONES LANG LASALLE INC         COM          48020Q107    1372.2       19500SH       SOLE       0       19500  0      0
JOS A BANK CLOTHIERS INC       COM          480838101       417        9821SH       SOLE       0       9821   0      0
JOY GLOBAL INC                 COM          481165108      6297      111000SH       SOLE       0       111000 0      0
JPMORGAN CHASE & CO            COM          46625H100   20993.8      587568SH       SOLE       0       587568 0      0
JUNIPER NETWORKS INC           COM          48203R104    1129.2       69231SH       SOLE       0       69231  0      0
K12 INC                        COM          48273U102    3216.3      138040SH       SOLE       0       138040 0      0
KADANT INC                     COM          48282T104       3.5         148SH       SOLE       0       148    0      0
KAISER ALUMINUM CORP COM PAR   COM          483007704      61.5        1186SH       SOLE       0       1186   0      0
KAISER FED FINL GROUP INC      COM          483056107      53.2        3600SH       SOLE       0       3600   0      0
KAMAN CORP                     COM          483548103    1633.6       52800SH       SOLE       0       52800  0      0
KANSAS CITY SOUTHERN COM       COM          485170302      3525       50675SH       SOLE       0       50675  0      0
KAPSTONE PAPER & PACKAGING C   COM          48562P103       122        7700SH       SOLE       0       7700   0      0
KAYDON CORP                    COM          486587108     857.7       40098SH       SOLE       0       40098  0      0
KB FINANCIAL GROUP INC SPONSOR FS           48241A105     415.8       12719SH       SOLE       0       12719  0      0
KELLOGG CO                     COM          487836108    1175.1       23822SH       SOLE       0       23822  0      0
KELLY SVCS INC CL              COM          488152208      58.9        4565SH       SOLE       0       4565   0      0
KENEXA CORP                    COM          488879107     119.9        4130SH       SOLE       0       4130   0      0
KENNAMETAL INC                 COM          489170100       189        5700SH       SOLE       0       5700   0      0
KEYCORP NEW                    COM          493267108    1582.8      204500SH       SOLE       0       204500 0      0
KFORCE INC                     COM          493732101      56.5        4200SH       SOLE       0       4200   0      0
KILROY RLTY CORP               COM          49427F108    7377.7      152400SH       SOLE       0       152400 0      0
KIMBERLY CLARK CORP            COM          494368103    4606.1       54985SH       SOLE       0       54985  0      0
KIMCO RLTY CORP                COM          49446R109        78        4100SH       SOLE       0       4100   0      0
KINDER MORGAN INC DEL          COM          49456B101      7085   219895.86SH       SOLE       0       219895.0      0
KINDER MORGAN INC DEL *W EXP   COM          49456B119      42.9       19840SH       SOLE       0       19840  0      0