Mason Street Advisors as of Sept. 30, 2012
Portfolio Holdings for Mason Street Advisors
Mason Street Advisors holds 0 positions in its portfolio as reported in the September 2012 quarterly 13F filing
{C} {C}
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3-D SYS CORP DEL COM NEW 88554D205 199 6045 SH DEFINED 1 6045
3M CO COM 88579Y101 17410 188376 SH DEFINED 1 188376
AAON INC COM PAR $0.004 000360206 47 2365 SH DEFINED 1 2365
AAR CORP COM 000361105 84 5096 SH DEFINED 1 5096
AARONS INC COM PAR $0.50 002535300 9339 335800 SH DEFINED 1 335800
ABAXIS INC COM 002567105 94 2615 SH DEFINED 1 2615
ABB LTD SPONSORED ADR 000375204 1200 64174 SH DEFINED 1 64174
ABBOTT LABS COM 002824100 14837 216410 SH DEFINED 1 216410
ABERCROMBIE & FITCH CO CL A 002896207 373 11000 SH DEFINED 1 11000
ABM INDS INC COM 000957100 121 6398 SH DEFINED 1 6398
ACADIA RLTY TR COM SH BEN INT 004239109 1977 79648 SH DEFINED 1 79648
ACCELRYS INC COM 00430U103 886 102300 SH DEFINED 1 102300
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6982 99700 SH DEFINED 1 99700
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 11596 350000 SH DEFINED 1 350000
ACE LTD SHS H0023R105 14436 190946 SH DEFINED 1 190946
ACI WORLDWIDE INC COM 004498101 663 15700 SH DEFINED 1 15700
ACTUANT CORP CL A NEW 00508X203 10055 351342 SH DEFINED 1 351342
ACUITY BRANDS INC COM 00508Y102 1076 17000 SH DEFINED 1 17000
ACXIOM CORP COM 005125109 550 30102 SH DEFINED 1 30102
ADOBE SYS INC COM 00724F101 2516 77500 SH DEFINED 1 77500
ADTRAN INC COM 00738A106 437 25300 SH DEFINED 1 25300
ADVANCE AUTO PARTS INC COM 00751Y106 2012 29400 SH DEFINED 1 29400
ADVANCED ENERGY INDS COM 007973100 1903 154457 SH DEFINED 1 154457
ADVANCED MICRO DEVICES INC COM 007903107 264 78300 SH DEFINED 1 78300
ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 264 260000 PRN DEFINED 1 260000
ADVENT SOFTWARE INC COM 007974108 314 12800 SH DEFINED 1 12800
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 959 45300 SH DEFINED 1 45300
AEGION CORP COM 00770F104 2816 146984 SH DEFINED 1 146984
AEROPOSTALE COM 007865108 439 32475 SH DEFINED 1 32475
AEROVIRONMENT INC COM 008073108 56 2400 SH DEFINED 1 2400
AES CORP COM 00130H105 1526 139100 SH DEFINED 1 139100
AETNA INC NEW COM 00817Y108 2411 60888 SH DEFINED 1 60888
AFFILIATED MANAGERS GROUP COM 008252108 2534 20600 SH DEFINED 1 20600
AFFYMETRIX INC COM 00826T108 39 8959 SH DEFINED 1 8959
AFLAC INC COM 001055102 28533 595924 SH DEFINED 1 595924
AGCO CORP COM 001084102 1847 38900 SH DEFINED 1 38900
AGILENT TECHNOLOGIES INC COM 00846U101 1778 46237 SH DEFINED 1 46237
AGILYSYS INC COM 00847J105 15 1795 SH DEFINED 1 1795
AGL RES INC COM 001204106 2872 70197 SH DEFINED 1 70197
AIR METHODS CORP COM PAR $.06 009128307 176 1471 SH DEFINED 1 1471
AIR PRODS & CHEMS INC COM 009158106 25870 312817 SH DEFINED 1 312817
AIRGAS INC COM 009363102 29042 352885 SH DEFINED 1 352885
AK STL HLDG CORP COM 001547108 67 14034 SH DEFINED 1 14034
AKAMAI TECHNOLOGIES INC COM 00971T101 911 23800 SH DEFINED 1 23800
AKORN INC COM 009728106 5194 392866 SH DEFINED 1 392866
ALASKA AIR GROUP INC COM 011659109 5764 164400 SH DEFINED 1 164400
ALBANY INTL CORP CL A 012348108 80 3658 SH DEFINED 1 3658
ALBEMARLE CORP COM 012653101 1891 35900 SH DEFINED 1 35900
ALCOA INC COM 013817101 1256 141907 SH DEFINED 1 141907
ALEXANDER & BALDWIN INC NEW COM 014491104 502 17000 SH DEFINED 1 17000
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1845 25100 SH DEFINED 1 25100
ALEXION PHARMACEUTICALS INC COM 015351109 25846 225925 SH DEFINED 1 225925
ALIGN TECHNOLOGY INC COM 016255101 15959 431663 SH DEFINED 1 431663
ALLEGHANY CORP DEL COM 017175100 2346 6800 SH DEFINED 1 6800
ALLEGHENY TECHNOLOGIES INC COM 01741R102 5341 167417 SH DEFINED 1 167417
ALLEGIANT TRAVEL CO COM 01748X102 122 1928 SH DEFINED 1 1928
ALLERGAN INC COM 018490102 4197 45834 SH DEFINED 1 45834
ALLETE INC COM NEW 018522300 182 4372 SH DEFINED 1 4372
ALLIANCE DATA SYSTEMS CORP COM 018581108 39300 276857 SH DEFINED 1 276857
ALLIANCE DATA SYSTEMS CORP NOTE 1.750% 8/0 018581AD0 9593 5300000 PRN DEFINED 1 5300000
ALLIANCE ONE INTL INC COM 018772103 939 290827 SH DEFINED 1 290827
ALLIANT ENERGY CORP COM 018802108 1931 44500 SH DEFINED 1 44500
ALLIANT TECHSYSTEMS INC COM 018804104 656 13100 SH DEFINED 1 13100
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 853 68600 SH DEFINED 1 68600
ALLSTATE CORP COM 020002101 13048 329423 SH DEFINED 1 329423
ALMOST FAMILY INC COM 020409108 22 1054 SH DEFINED 1 1054
ALPHA NATURAL RESOURCES INC COM 02076X102 192 29255 SH DEFINED 1 29255
ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 2625 3000000 PRN DEFINED 1 3000000
ALTERA CORP COM 021441100 1458 42911 SH DEFINED 1 42911
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 2767 115600 SH DEFINED 1 115600
ALTRA HOLDINGS INC NOTE 2.750% 3/0 02208RAE6 2491 2500000 PRN DEFINED 1 2500000
ALTRIA GROUP INC COM 02209S103 13220 395922 SH DEFINED 1 395922
AMAZON COM INC COM 023135106 34271 134755 SH DEFINED 1 134755
AMC NETWORKS INC CL A 00164V103 1001 23000 SH DEFINED 1 23000
AMCOL INTL CORP COM 02341W103 2592 76496 SH DEFINED 1 76496
AMEDISYS INC COM 023436108 54 3887 SH DEFINED 1 3887
AMEREN CORP COM 023608102 1054 32267 SH DEFINED 1 32267
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 3144 123570 SH DEFINED 1 123570
AMERICAN CAMPUS CMNTYS INC COM 024835100 1615 36800 SH DEFINED 1 36800
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1510 71650 SH DEFINED 1 71650
AMERICAN ELEC PWR INC COM 025537101 8933 203306 SH DEFINED 1 203306
AMERICAN EXPRESS CO COM 025816109 50423 886798 SH DEFINED 1 886798
AMERICAN FINL GROUP INC OHIO COM 025932104 1196 31550 SH DEFINED 1 31550
AMERICAN GREETINGS CORP CL A 026375105 72 4289 SH DEFINED 1 4289
AMERICAN INTL GROUP INC COM NEW 026874784 3649 111269 SH DEFINED 1 111269
AMERICAN MIDSTREAM PARTNERS COM UNITS 02752P100 8015 425000 SH DEFINED 1 425000
AMERICAN PUBLIC EDUCATION IN COM 02913V103 5240 143829 SH DEFINED 1 143829
AMERICAN SCIENCE & ENGR INC COM 029429107 70 1070 SH DEFINED 1 1070
AMERICAN STS WTR CO COM 029899101 107 2401 SH DEFINED 1 2401
AMERICAN TOWER CORP NEW COM 03027X100 48346 677203 SH DEFINED 1 677203
AMERICAN VANGUARD CORP COM 030371108 4246 122011 SH DEFINED 1 122011
AMERICAN WTR WKS CO INC NEW COM 030420103 29416 793750 SH DEFINED 1 793750
AMERIGROUP CORP COM 03073T102 2149 23500 SH DEFINED 1 23500
AMERIPRISE FINL INC COM 03076C106 14760 260370 SH DEFINED 1 260370
AMERISAFE INC COM 03071H100 62 2302 SH DEFINED 1 2302
AMERISOURCEBERGEN CORP COM 03073E105 45250 1168947 SH DEFINED 1 1168947
AMETEK INC NEW COM 031100100 3446 97212 SH DEFINED 1 97212
AMGEN INC COM 031162100 11602 137593 SH DEFINED 1 137593
AMN HEALTHCARE SERVICES INC COM 001744101 52 5181 SH DEFINED 1 5181
AMPHENOL CORP NEW CL A 032095101 19465 330587 SH DEFINED 1 330587
AMREIT INC NEW CL B 03216B208 2847 192100 SH DEFINED 1 192100
AMSURG CORP COM 03232P405 114 4006 SH DEFINED 1 4006
ANADARKO PETE CORP COM 032511107 45787 654855 SH DEFINED 1 654855
ANALOG DEVICES INC COM 032654105 4803 122551 SH DEFINED 1 122551
ANALOGIC CORP COM PAR $0.05 032657207 2646 33853 SH DEFINED 1 33853
ANCESTRY COM INC COM 032803108 7343 244100 SH DEFINED 1 244100
ANDERSONS INC COM 034164103 83 2195 SH DEFINED 1 2195
ANIXTER INTL INC COM 035290105 201 3499 SH DEFINED 1 3499
ANN INC COM 035623107 715 18950 SH DEFINED 1 18950
ANNALY CAP MGMT INC COM 035710409 419 24907 SH DEFINED 1 24907
ANSYS INC COM 03662Q105 2716 37000 SH DEFINED 1 37000
AOL INC COM 00184X105 1265 35900 SH DEFINED 1 35900
AON PLC SHS CL A G0408V102 5540 105953 SH DEFINED 1 105953
APACHE CORP COM 037411105 6359 73541 SH DEFINED 1 73541
APACHE CORP PFD CONV SER D 037411808 4151 85000 SH DEFINED 1 85000
APARTMENT INVT & MGMT CO CL A 03748R101 487 18756 SH DEFINED 1 18756
APOGEE ENTERPRISES INC COM 037598109 71 3596 SH DEFINED 1 3596
APOLLO GROUP INC CL A 037604105 389 13400 SH DEFINED 1 13400
APOLLO INVT CORP COM 03761U106 639 81208 SH DEFINED 1 81208
APOLLO INVT CORP NOTE 5.750% 1/1 03761UAE6 14420 14000000 PRN DEFINED 1 14000000
APPLE INC COM 037833100 335366 502601 SH DEFINED 1 502601
APPLIED INDL TECHNOLOGIES IN COM 03820C105 221 5325 SH DEFINED 1 5325
APPLIED MATLS INC COM 038222105 7218 646517 SH DEFINED 1 646517
APPROACH RESOURCES INC COM 03834A103 6068 201409 SH DEFINED 1 201409
APTARGROUP INC COM 038336103 7027 135900 SH DEFINED 1 135900
AQUA AMERICA INC COM 03836W103 1385 55933 SH DEFINED 1 55933
ARBITRON INC COM 03875Q108 126 3315 SH DEFINED 1 3315
ARCH COAL INC COM 039380100 537 84900 SH DEFINED 1 84900
ARCHER DANIELS MIDLAND CO COM 039483102 11457 421533 SH DEFINED 1 421533
ARCTIC CAT INC COM 039670104 69 1668 SH DEFINED 1 1668
ARES CAP CORP COM 04010L103 4902 286000 SH DEFINED 1 286000
ARKANSAS BEST CORP DEL COM 040790107 24 3022 SH DEFINED 1 3022
ARQULE INC COM 04269E107 38 7427 SH DEFINED 1 7427
ARRIS GROUP INC COM 04269Q100 184 14367 SH DEFINED 1 14367
ARROW ELECTRS INC COM 042735100 1470 43600 SH DEFINED 1 43600
ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 11311 15195000 PRN DEFINED 1 15195000
ASCENA RETAIL GROUP INC COM 04351G101 1057 49300 SH DEFINED 1 49300
ASCENT CAP GROUP INC COM SER A 043632108 2376 44000 SH DEFINED 1 44000
ASHLAND INC NEW COM 044209104 5757 80400 SH DEFINED 1 80400
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 872 28600 SH DEFINED 1 28600
ASPEN TECHNOLOGY INC COM 045327103 4069 157400 SH DEFINED 1 157400
ASSOCIATED BANC CORP COM 045487105 906 68763 SH DEFINED 1 68763
ASSURANT INC COM 04621X108 403 10800 SH DEFINED 1 10800
ASTEC INDS INC COM 046224101 1693 53559 SH DEFINED 1 53559
ASTORIA FINL CORP COM 046265104 323 32700 SH DEFINED 1 32700
AT^T INC COM 00206R102 42863 1136940 SH DEFINED 1 1136940
ATLANTIC TELE NETWORK INC COM NEW 049079205 51 1184 SH DEFINED 1 1184
ATMEL CORP COM 049513104 927 176300 SH DEFINED 1 176300
ATMI INC COM 00207R101 1319 71052 SH DEFINED 1 71052
ATMOS ENERGY CORP COM 049560105 1292 36100 SH DEFINED 1 36100
ATWOOD OCEANICS INC COM 050095108 3013 66300 SH DEFINED 1 66300
AUTODESK INC COM 052769106 15454 463109 SH DEFINED 1 463109
AUTOLIV INC COM 052800109 784 12657 SH DEFINED 1 12657
AUTOMATIC DATA PROCESSING IN COM 053015103 3816 65050 SH DEFINED 1 65050
AUTONATION INC COM 05329W102 241 5529 SH DEFINED 1 5529
AUTOZONE INC COM 053332102 1303 3525 SH DEFINED 1 3525
AVAGO TECHNOLOGIES LTD SHS Y0486S104 19969 572756 SH DEFINED 1 572756
AVALONBAY CMNTYS INC COM 053484101 1723 12673 SH DEFINED 1 12673
AVERY DENNISON CORP COM 053611109 1758 55260 SH DEFINED 1 55260
AVID TECHNOLOGY INC COM 05367P100 36 3845 SH DEFINED 1 3845
AVISTA CORP COM 05379B107 192 7456 SH DEFINED 1 7456
AVNET INC COM 053807103 1646 56600 SH DEFINED 1 56600
AVON PRODS INC COM 054303102 4857 304500 SH DEFINED 1 304500
AZZ INC COM 002474104 122 3207 SH DEFINED 1 3207
B & G FOODS INC NEW COM 05508R106 186 6139 SH DEFINED 1 6139
B/E AEROSPACE INC COM 073302101 22772 540914 SH DEFINED 1 540914
BADGER METER INC COM 056525108 66 1813 SH DEFINED 1 1813
BAIDU INC SPON ADR REP A 056752108 3294 28200 SH DEFINED 1 28200
BAKER HUGHES INC COM 057224107 3416 75534 SH DEFINED 1 75534
BALCHEM CORP COM 057665200 5281 143778 SH DEFINED 1 143778
BALL CORP COM 058498106 883 20864 SH DEFINED 1 20864
BALLY TECHNOLOGIES INC COM 05874B107 9960 201658 SH DEFINED 1 201658
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 444 6066 SH DEFINED 1 6066
BANCOLOMBIA S A SPON ADR PREF 05968L102 466 7804 SH DEFINED 1 7804
BANCORPSOUTH INC COM 059692103 491 33300 SH DEFINED 1 33300
BANK HAWAII CORP COM 062540109 826 18100 SH DEFINED 1 18100
BANK MUTUAL CORP NEW COM 063750103 25 5466 SH DEFINED 1 5466
BANK NOVA SCOTIA HALIFAX COM 064149107 5591 102000 SH DEFINED 1 102000
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 874 800 SH DEFINED 1 800
BANK OF AMERICA CORPORATION COM 060505104 17033 1928979 SH DEFINED 1 1928979
BANK OF THE OZARKS INC COM 063904106 129 3731 SH DEFINED 1 3731
BARD C R INC COM 067383109 1172 11200 SH DEFINED 1 11200
BARNES & NOBLE INC COM 067774109 193 15100 SH DEFINED 1 15100
BARNES GROUP INC COM 067806109 149 5957 SH DEFINED 1 5957
BARRETT BILL CORP COM 06846N104 478 19300 SH DEFINED 1 19300
BARRICK GOLD CORP COM 067901108 401 9600 SH DEFINED 1 9600
BASIC ENERGY SVCS INC NEW COM 06985P100 39 3494 SH DEFINED 1 3494
BAXTER INTL INC COM 071813109 4411 73200 SH DEFINED 1 73200
BB^T CORP COM 054937107 11775 355100 SH DEFINED 1 355100
BBCN BANCORP INC COM 073295107 125 9898 SH DEFINED 1 9898
BEACON ROOFING SUPPLY INC COM 073685109 7162 251300 SH DEFINED 1 251300
BEAM INC COM 073730103 52678 915506 SH DEFINED 1 915506
BECTON DICKINSON & CO COM 075887109 3812 48522 SH DEFINED 1 48522
BED BATH & BEYOND INC COM 075896100 17614 279593 SH DEFINED 1 279593
BEL FUSE INC CL B 077347300 25 1359 SH DEFINED 1 1359
BELDEN INC COM 077454106 3617 98082 SH DEFINED 1 98082
BEMIS INC COM 081437105 2034 64631 SH DEFINED 1 64631
BENCHMARK ELECTRS INC COM 08160H101 109 7121 SH DEFINED 1 7121
BERKLEY W R CORP COM 084423102 1666 44450 SH DEFINED 1 44450
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 21816 247346 SH DEFINED 1 247346
BEST BUY INC COM 086516101 634 36875 SH DEFINED 1 36875
BIG 5 SPORTING GOODS CORP COM 08915P101 21 2147 SH DEFINED 1 2147
BIG LOTS INC COM 089302103 251 8500 SH DEFINED 1 8500
BIGLARI HLDGS INC COM 08986R101 56 153 SH DEFINED 1 153
BIO RAD LABS INC CL A 090572207 854 8000 SH DEFINED 1 8000
BIOGEN IDEC INC COM 09062X103 4759 31890 SH DEFINED 1 31890
BIOMED REALTY TRUST INC COM 09063H107 1157 61800 SH DEFINED 1 61800
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 88 3092 SH DEFINED 1 3092
BJS RESTAURANTS INC COM 09180C106 142 3125 SH DEFINED 1 3125
BLACK BOX CORP DEL COM 091826107 55 2140 SH DEFINED 1 2140
BLACK HILLS CORP COM 092113109 2425 68167 SH DEFINED 1 68167
BLACKBAUD INC COM 09227Q100 137 5731 SH DEFINED 1 5731
BLACKROCK INC COM 09247X101 17892 100350 SH DEFINED 1 100350
BLOCK H & R INC COM 093671105 633 36500 SH DEFINED 1 36500
BLUCORA INC COM 095229100 91 5127 SH DEFINED 1 5127
BLUE NILE INC COM 09578R103 58 1575 SH DEFINED 1 1575
BLYTH INC COM NEW 09643P207 38 1444 SH DEFINED 1 1444
BMC SOFTWARE INC COM 055921100 890 21460 SH DEFINED 1 21460
BOB EVANS FARMS INC COM 096761101 438 11200 SH DEFINED 1 11200
BOEING CO COM 097023105 35994 517001 SH DEFINED 1 517001
BORGWARNER INC COM 099724106 25849 374020 SH DEFINED 1 374020
BOSTON BEER INC CL A 100557107 119 1066 SH DEFINED 1 1066
BOSTON PRIVATE FINL HLDGS IN COM 101119105 10312 1075293 SH DEFINED 1 1075293
BOSTON PROPERTIES INC COM 101121101 2201 19900 SH DEFINED 1 19900
BOSTON SCIENTIFIC CORP COM 101137107 2393 416902 SH DEFINED 1 416902
BOTTOMLINE TECH DEL INC COM 101388106 115 4672 SH DEFINED 1 4672
BOYD GAMING CORP COM 103304101 50 7141 SH DEFINED 1 7141
BP PLC SPONSORED ADR 055622104 2279 53800 SH DEFINED 1 53800
BRADY CORP CL A 104674106 1037 35418 SH DEFINED 1 35418
BRAVO BRIO RESTAURANT GROUP COM 10567B109 3768 259000 SH DEFINED 1 259000
BRE PROPERTIES INC CL A 05564E106 1444 30800 SH DEFINED 1 30800
BRIGGS & STRATTON CORP COM 109043109 113 6070 SH DEFINED 1 6070
BRIGHTPOINT INC COM NEW 109473405 79 8775 SH DEFINED 1 8775
BRINKER INTL INC COM 109641100 1044 29575 SH DEFINED 1 29575
BRINKS CO COM 109696104 491 19100 SH DEFINED 1 19100
BRISTOL MYERS SQUIBB CO COM 110122108 28607 847613 SH DEFINED 1 847613
BRISTOW GROUP INC COM 110394103 229 4536 SH DEFINED 1 4536
BROADCOM CORP CL A 111320107 33540 969911 SH DEFINED 1 969911
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1167 50000 SH DEFINED 1 50000
BROADSOFT INC COM 11133B409 8731 212842 SH DEFINED 1 212842
BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 6237 5200000 PRN DEFINED 1 5200000
BROOKLINE BANCORP INC DEL COM 11373M107 78 8891 SH DEFINED 1 8891
BROOKS AUTOMATION INC COM 114340102 1176 146403 SH DEFINED 1 146403
BROWN & BROWN INC COM 115236101 1228 47100 SH DEFINED 1 47100
BROWN FORMAN CORP CL B 115637209 1294 19833 SH DEFINED 1 19833
BROWN SHOE INC NEW COM 115736100 83 5166 SH DEFINED 1 5166
BRUNSWICK CORP COM 117043109 1522 67244 SH DEFINED 1 67244
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 6346 132284 SH DEFINED 1 132284
BUCKEYE TECHNOLOGIES INC COM 118255108 162 5068 SH DEFINED 1 5068
BUCKLE INC COM 118440106 158 3467 SH DEFINED 1 3467
BUFFALO WILD WINGS INC COM 119848109 202 2358 SH DEFINED 1 2358
C D I CORP COM 125071100 30 1766 SH DEFINED 1 1766
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 7567 129245 SH DEFINED 1 129245
C^J ENERGY SVCS INC COM 12467B304 1069 53700 SH DEFINED 1 53700
CA INC COM 12673P105 1213 47092 SH DEFINED 1 47092
CABELAS INC COM 126804301 320 5849 SH DEFINED 1 5849
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2051 129400 SH DEFINED 1 129400
CABOT CORP COM 127055101 870 23800 SH DEFINED 1 23800
CABOT MICROELECTRONICS CORP COM 12709P103 1703 48458 SH DEFINED 1 48458
CABOT OIL & GAS CORP COM 127097103 1253 27900 SH DEFINED 1 27900
CACI INTL INC CL A 127190304 149 2876 SH DEFINED 1 2876
CADENCE DESIGN SYSTEM INC COM 127387108 1416 110100 SH DEFINED 1 110100
CAL MAINE FOODS INC COM NEW 128030202 79 1760 SH DEFINED 1 1760
CALAMOS ASSET MGMT INC CL A 12811R104 30 2583 SH DEFINED 1 2583
CALAVO GROWERS INC COM 128246105 40 1613 SH DEFINED 1 1613
CALGON CARBON CORP COM 129603106 103 7227 SH DEFINED 1 7227
CALIX INC COM 13100M509 7595 1186780 SH DEFINED 1 1186780
CALLAWAY GOLF CO COM 131193104 51 8259 SH DEFINED 1 8259
CAMBREX CORP COM 132011107 44 3759 SH DEFINED 1 3759
CAMDEN PPTY TR SH BEN INT 133131102 2160 33500 SH DEFINED 1 33500
CAMERON INTERNATIONAL CORP COM 13342B105 24642 439490 SH DEFINED 1 439490
CAMPBELL SOUP CO COM 134429109 4656 133705 SH DEFINED 1 133705
CANADIAN PAC RY LTD COM 13645T100 4491 54108 SH DEFINED 1 54108
CANTEL MEDICAL CORP COM 138098108 73 2706 SH DEFINED 1 2706
CAPELLA EDUCATION COMPANY COM 139594105 52 1497 SH DEFINED 1 1497
CAPITAL ONE FINL CORP COM 14040H105 7031 123329 SH DEFINED 1 123329
CAPITOL FED FINL INC COM 14057J101 1477 123474 SH DEFINED 1 123474
CARBO CERAMICS INC COM 140781105 2253 35800 SH DEFINED 1 35800
CARDINAL HEALTH INC COM 14149Y108 24220 621502 SH DEFINED 1 621502
CARDTRONICS INC COM 14161H108 9801 329109 SH DEFINED 1 329109
CAREER EDUCATION CORP COM 141665109 24 6479 SH DEFINED 1 6479
CAREFUSION CORP COM 14170T101 3782 133204 SH DEFINED 1 133204
CARLISLE COS INC COM 142339100 1303 25100 SH DEFINED 1 25100
CARMAX INC COM 143130102 857 30300 SH DEFINED 1 30300
CARNIVAL CORP PAIRED CTF 143658300 17624 483649 SH DEFINED 1 483649
CARPENTER TECHNOLOGY CORP COM 144285103 4970 95000 SH DEFINED 1 95000
CARRIZO OIL & CO INC COM 144577103 6240 249501 SH DEFINED 1 249501
CARTER INC COM 146229109 1093 20300 SH DEFINED 1 20300
CASCADE CORP COM 147195101 2265 41379 SH DEFINED 1 41379
CASEYS GEN STORES INC COM 147528103 278 4860 SH DEFINED 1 4860
CASH AMER INTL INC COM 14754D100 144 3721 SH DEFINED 1 3721
CASTLE A M & CO COM 148411101 26 2109 SH DEFINED 1 2109
CATAMARAN CORP COM 148887102 31404 320550 SH DEFINED 1 320550
CATERPILLAR INC DEL COM 149123101 29057 337710 SH DEFINED 1 337710
CATHAY GENERAL BANCORP COM 149150104 506 29300 SH DEFINED 1 29300
CATO CORP NEW CL A 149205106 102 3417 SH DEFINED 1 3417
CAVIUM INC COM 14964U108 6058 181750 SH DEFINED 1 181750
CBEYOND INC COM 149847105 38 3888 SH DEFINED 1 3888
CBL & ASSOC PPTYS INC COM 124830100 5843 273800 SH DEFINED 1 273800
CBOE HLDGS INC COM 12503M108 1030 35000 SH DEFINED 1 35000
CBRE GROUP INC CL A 12504L109 25311 1374847 SH DEFINED 1 1374847
CBS CORP NEW CL B 124857202 3756 103374 SH DEFINED 1 103374
CEC ENTMT INC COM 125137109 1206 40039 SH DEFINED 1 40039
CEDAR REALTY TRUST INC COM NEW 150602209 1161 219922 SH DEFINED 1 219922
CELADON GROUP INC COM 150838100 5724 356200 SH DEFINED 1 356200
CELANESE CORP DEL COM SER A 150870103 6775 178700 SH DEFINED 1 178700
CELGENE CORP COM 151020104 44436 581620 SH DEFINED 1 581620
CENOVUS ENERGY INC COM 15135U109 882 25300 SH DEFINED 1 25300
CENTENE CORP DEL COM 15135B101 6762 180741 SH DEFINED 1 180741
CENTERPOINT ENERGY INC COM 15189T107 18372 862524 SH DEFINED 1 862524
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 63 5220 SH DEFINED 1 5220
CENTURY ALUM CO COM 156431108 47 6510 SH DEFINED 1 6510
CENTURYLINK INC COM 156700106 27372 677530 SH DEFINED 1 677530
CERADYNE INC COM 156710105 71 2886 SH DEFINED 1 2886
CERNER CORP COM 156782104 16012 206852 SH DEFINED 1 206852
CEVA INC COM 157210105 41 2866 SH DEFINED 1 2866
CF INDS HLDGS INC COM 125269100 23211 104440 SH DEFINED 1 104440
CH ENERGY GROUP INC COM 12541M102 124 1896 SH DEFINED 1 1896
CHARLES RIV LABS INTL INC COM 159864107 772 19500 SH DEFINED 1 19500
CHART INDS INC COM PAR $0.01 16115Q308 7619 103166 SH DEFINED 1 103166
CHECKPOINT SYS INC COM 162825103 43 5136 SH DEFINED 1 5136
CHEESECAKE FACTORY INC COM 163072101 717 20050 SH DEFINED 1 20050
CHEMED CORP NEW COM 16359R103 168 2423 SH DEFINED 1 2423
CHESAPEAKE ENERGY CORP COM 165167107 1662 88100 SH DEFINED 1 88100
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 5423 6000000 PRN DEFINED 1 6000000
CHEVRON CORP NEW COM 166764100 99370 852526 SH DEFINED 1 852526
CHICOS FAS INC COM 168615102 32516 1795487 SH DEFINED 1 1795487
CHILDRENS PL RETAIL STORES I COM 168905107 183 3056 SH DEFINED 1 3056
CHIPOTLE MEXICAN GRILL INC COM 169656105 1334 4200 SH DEFINED 1 4200
CHRISTOPHER & BANKS CORP COM 171046105 16 4697 SH DEFINED 1 4697
CHUBB CORP COM 171232101 11408 149559 SH DEFINED 1 149559
CHURCH & DWIGHT INC COM 171340102 44802 829828 SH DEFINED 1 829828
CHUYS HLDGS INC COM 171604101 3276 133600 SH DEFINED 1 133600
CIBER INC COM 17163B102 29 8443 SH DEFINED 1 8443
CIENA CORP COM NEW 171779309 545 40100 SH DEFINED 1 40100
CIGNA CORPORATION COM 125509109 2572 54526 SH DEFINED 1 54526
CIMAREX ENERGY CO COM 171798101 2014 34400 SH DEFINED 1 34400
CINCINNATI BELL INC NEW COM 171871106 143 25043 SH DEFINED 1 25043
CINCINNATI FINL CORP COM 172062101 817 21575 SH DEFINED 1 21575
CINEMARK HOLDINGS INC COM 17243V102 920 41000 SH DEFINED 1 41000
CINTAS CORP COM 172908105 607 14633 SH DEFINED 1 14633
CIRCOR INTL INC COM 17273K109 2303 61008 SH DEFINED 1 61008
CIRRUS LOGIC INC COM 172755100 315 8194 SH DEFINED 1 8194
CISCO SYS INC COM 17275R102 18681 978560 SH DEFINED 1 978560
CITIGROUP INC COM NEW 172967424 35727 1091911 SH DEFINED 1 1091911
CITIGROUP INC UNIT 99/99/9999 172967416 10195 105000 SH DEFINED 1 105000
CITRIX SYS INC COM 177376100 31762 414814 SH DEFINED 1 414814
CITY HLDG CO COM 177835105 67 1880 SH DEFINED 1 1880
CITY NATL CORP COM 178566105 974 18900 SH DEFINED 1 18900
CLARCOR INC COM 179895107 897 20100 SH DEFINED 1 20100
CLEAN HARBORS INC COM 184496107 928 19000 SH DEFINED 1 19000
CLEARWATER PAPER CORP COM 18538R103 3526 85350 SH DEFINED 1 85350
CLECO CORP NEW COM 12561W105 5533 131800 SH DEFINED 1 131800
CLIFFS NATURAL RESOURCES INC COM 18683K101 27561 704357 SH DEFINED 1 704357
CLOROX CO DEL COM 189054109 12058 167361 SH DEFINED 1 167361
CLOUD PEAK ENERGY INC COM 18911Q102 1968 108744 SH DEFINED 1 108744
CME GROUP INC COM 12572Q105 8864 154700 SH DEFINED 1 154700
CMS ENERGY CORP COM 125896100 815 34600 SH DEFINED 1 34600
COACH INC COM 189754104 2470 44100 SH DEFINED 1 44100
COBALT INTL ENERGY INC COM 19075F106 555 24900 SH DEFINED 1 24900
COCA COLA CO COM 191216100 38483 1014586 SH DEFINED 1 1014586
COCA COLA ENTERPRISES INC NE COM 19122T109 1248 39900 SH DEFINED 1 39900
COGNEX CORP COM 192422103 1396 40359 SH DEFINED 1 40359
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 55013 786794 SH DEFINED 1 786794
COHU INC COM 192576106 27 2888 SH DEFINED 1 2888
COINSTAR INC COM 19259P300 179 3972 SH DEFINED 1 3972
COINSTAR INC NOTE 4.000% 9/0 19259PAF9 10973 8400000 PRN DEFINED 1 8400000
COLDWATER CREEK INC COM 193068103 8 10214 SH DEFINED 1 10214
COLGATE PALMOLIVE CO COM 194162103 6800 63422 SH DEFINED 1 63422
COLLECTIVE BRANDS INC COM 19421W100 535 24642 SH DEFINED 1 24642
COLONIAL PPTYS TR COM SH BEN INT 195872106 221 10498 SH DEFINED 1 10498
COLUMBIA BKG SYS INC COM 197236102 1373 74033 SH DEFINED 1 74033
COMCAST CORP NEW CL A 20030N101 72063 2014622 SH DEFINED 1 2014622
COMERICA INC COM 200340107 2440 78595 SH DEFINED 1 78595
COMFORT SYS USA INC COM 199908104 1385 126737 SH DEFINED 1 126737
COMMERCE BANCSHARES INC COM 200525103 2970 73632 SH DEFINED 1 73632
COMMERCIAL METALS CO COM 201723103 615 46600 SH DEFINED 1 46600
COMMUNITY BK SYS INC COM 203607106 141 5008 SH DEFINED 1 5008
COMMUNITY HEALTH SYS INC NEW COM 203668108 1061 36400 SH DEFINED 1 36400
COMMVAULT SYSTEMS INC COM 204166102 311 5304 SH DEFINED 1 5304
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 2182 57010 SH DEFINED 1 57010
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 2040 138000 SH DEFINED 1 138000
COMPASS MINERALS INTL INC COM 20451N101 992 13300 SH DEFINED 1 13300
COMPUTER PROGRAMS & SYS INC COM 205306103 73 1320 SH DEFINED 1 1320
COMPUTER SCIENCES CORP COM 205363104 3812 118350 SH DEFINED 1 118350
COMPUWARE CORP COM 205638109 856 86400 SH DEFINED 1 86400
COMSCORE INC COM 20564W105 62 4068 SH DEFINED 1 4068
COMSTOCK RES INC COM NEW 205768203 104 5683 SH DEFINED 1 5683
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 63 2279 SH DEFINED 1 2279
CONAGRA FOODS INC COM 205887102 5545 200980 SH DEFINED 1 200980
CONCEPTUS INC COM 206016107 7506 369548 SH DEFINED 1 369548
CONCHO RES INC COM 20605P101 26795 282802 SH DEFINED 1 282802
CONCUR TECHNOLOGIES INC COM 206708109 1335 18100 SH DEFINED 1 18100
CONMED CORP COM 207410101 103 3606 SH DEFINED 1 3606
CONOCOPHILLIPS COM 20825C104 11107 194238 SH DEFINED 1 194238
CONSOL ENERGY INC COM 20854P109 3408 113400 SH DEFINED 1 113400
CONSOLIDATED EDISON INC COM 209115104 2333 38950 SH DEFINED 1 38950
CONSOLIDATED GRAPHICS INC COM 209341106 28 1081 SH DEFINED 1 1081
CONSTELLATION BRANDS INC CL A 21036P108 653 20200 SH DEFINED 1 20200
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 80 1630 SH DEFINED 1 1630
CONVERGYS CORP COM 212485106 705 45000 SH DEFINED 1 45000
CON-WAY INC COM 205944101 613 22400 SH DEFINED 1 22400
COOPER COS INC COM NEW 216648402 1814 19200 SH DEFINED 1 19200
COOPER INDUSTRIES PLC SHS G24140108 5539 73800 SH DEFINED 1 73800
COPA HOLDINGS SA CL A P31076105 608 7486 SH DEFINED 1 7486
COPART INC COM 217204106 1200 43272 SH DEFINED 1 43272
CORELOGIC INC COM 21871D103 1120 42200 SH DEFINED 1 42200
CORINTHIAN COLLEGES INC COM 218868107 23 9867 SH DEFINED 1 9867
CORNERSTONE ONDEMAND INC COM 21925Y103 5819 189800 SH DEFINED 1 189800
CORNING INC COM 219350105 4964 377500 SH DEFINED 1 377500
CORPORATE EXECUTIVE BRD CO COM 21988R102 719 13400 SH DEFINED 1 13400
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 693 28900 SH DEFINED 1 28900
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 27352 817688 SH DEFINED 1 817688
CORVEL CORP COM 221006109 35 785 SH DEFINED 1 785
COSTCO WHSL CORP NEW COM 22160K105 27113 270789 SH DEFINED 1 270789
COUSINS PPTYS INC COM 222795106 91 11501 SH DEFINED 1 11501
COVANCE INC COM 222816100 1032 22100 SH DEFINED 1 22100
COVENTRY HEALTH CARE INC COM 222862104 742 17800 SH DEFINED 1 17800
COVIDIEN PLC SHS G2554F113 3809 64100 SH DEFINED 1 64100
CRACKER BARREL OLD CTRY STOR COM 22410J106 198 2948 SH DEFINED 1 2948
CRANE CO COM 224399105 771 19300 SH DEFINED 1 19300
CREDICORP LTD COM G2519Y108 1842 14701 SH DEFINED 1 14701
CREE INC COM 225447101 1187 46500 SH DEFINED 1 46500
CROCS INC COM 227046109 186 11451 SH DEFINED 1 11451
CROSS CTRY HEALTHCARE INC COM 227483104 19 3921 SH DEFINED 1 3921
CROSSTEX ENERGY L P COM 22765U102 6930 450000 SH DEFINED 1 450000
CROWN CASTLE INTL CORP COM 228227104 16221 253050 SH DEFINED 1 253050
CROWN HOLDINGS INC COM 228368106 5257 143050 SH DEFINED 1 143050
CRYOLIFE INC COM 228903100 21 3169 SH DEFINED 1 3169
CSG SYS INTL INC COM 126349109 96 4274 SH DEFINED 1 4274
CSS INDS INC COM 125906107 1644 80000 SH DEFINED 1 80000
CSX CORP COM 126408103 12838 618708 SH DEFINED 1 618708
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 3932 232929 SH DEFINED 1 232929
CTS CORP COM 126501105 43 4306 SH DEFINED 1 4306
CUBIC CORP COM 229669106 102 2035 SH DEFINED 1 2035
CUBIST PHARMACEUTICALS INC COM 229678107 386 8099 SH DEFINED 1 8099
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 10898 6250000 PRN DEFINED 1 6250000
CULLEN FROST BANKERS INC COM 229899109 2223 38709 SH DEFINED 1 38709
CULP INC COM 230215105 1018 86600 SH DEFINED 1 86600
CUMMINS INC COM 231021106 31210 338468 SH DEFINED 1 338468
CURTISS WRIGHT CORP COM 231561101 195 5956 SH DEFINED 1 5956
CVB FINL CORP COM 126600105 133 11167 SH DEFINED 1 11167
CVS CAREMARK CORPORATION COM 126650100 51884 1071533 SH DEFINED 1 1071533
CYBERONICS INC COM 23251P102 158 3010 SH DEFINED 1 3010
CYMER INC COM 232572107 3265 63939 SH DEFINED 1 63939
CYPRESS SEMICONDUCTOR CORP COM 232806109 587 54800 SH DEFINED 1 54800
CYTEC INDS INC COM 232820100 1212 18500 SH DEFINED 1 18500
D R HORTON INC COM 23331A109 770 37300 SH DEFINED 1 37300
DAKTRONICS INC COM 234264109 45 4692 SH DEFINED 1 4692
DANAHER CORP DEL COM 235851102 33082 599859 SH DEFINED 1 599859
DARDEN RESTAURANTS INC COM 237194105 8806 157950 SH DEFINED 1 157950
DARLING INTL INC COM 237266101 273 14922 SH DEFINED 1 14922
DAVITA INC COM 23918K108 23913 230802 SH DEFINED 1 230802
DEALERTRACK HLDGS INC COM 242309102 151 5411 SH DEFINED 1 5411
DEAN FOODS CO NEW COM 242370104 401 24500 SH DEFINED 1 24500
DECKERS OUTDOOR CORP COM 243537107 542 14800 SH DEFINED 1 14800
DEERE & CO COM 244199105 4365 52920 SH DEFINED 1 52920
DELL INC COM 24702R101 4143 420133 SH DEFINED 1 420133
DELPHI AUTOMOTIVE PLC SHS G27823106 11998 387025 SH DEFINED 1 387025
DELTIC TIMBER CORP COM 247850100 3653 55981 SH DEFINED 1 55981
DELUXE CORP COM 248019101 620 20300 SH DEFINED 1 20300
DENBURY RES INC COM NEW 247916208 840 52000 SH DEFINED 1 52000
DENDREON CORP NOTE 2.875% 1/1 24823QAC1 7640 11500000 PRN DEFINED 1 11500000
DENTSPLY INTL INC NEW COM 249030107 721 18900 SH DEFINED 1 18900
DEVON ENERGY CORP NEW COM 25179M103 4701 77699 SH DEFINED 1 77699
DEVRY INC DEL COM 251893103 708 31100 SH DEFINED 1 31100
DEXCOM INC COM 252131107 11790 784442 SH DEFINED 1 784442
DIAMOND FOODS INC COM 252603105 53 2806 SH DEFINED 1 2806
DIAMOND OFFSHORE DRILLING IN COM 25271C102 3560 54100 SH DEFINED 1 54100
DIAMONDROCK HOSPITALITY CO COM 252784301 238 24758 SH DEFINED 1 24758
DICE HLDGS INC COM 253017107 56 6621 SH DEFINED 1 6621
DICKS SPORTING GOODS INC COM 253393102 22518 434300 SH DEFINED 1 434300
DIEBOLD INC COM 253651103 853 25300 SH DEFINED 1 25300
DIGI INTL INC COM 253798102 33 3278 SH DEFINED 1 3278
DIGITAL GENERATION INC COM 25400B108 37 3222 SH DEFINED 1 3222
DIGITAL RIV INC COM 25388B104 75 4519 SH DEFINED 1 4519
DIME CMNTY BANCSHARES COM 253922108 53 3649 SH DEFINED 1 3649
DINEEQUITY INC COM 254423106 109 1953 SH DEFINED 1 1953
DIODES INC COM 254543101 9834 578137 SH DEFINED 1 578137
DIRECTV COM 25490A309 4569 87100 SH DEFINED 1 87100
DISCOVER FINL SVCS COM 254709108 2803 70556 SH DEFINED 1 70556
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 2021 33900 SH DEFINED 1 33900
DISNEY WALT CO COM DISNEY 254687106 17093 326957 SH DEFINED 1 326957
DOLAN CO COM 25659P402 811 150655 SH DEFINED 1 150655
DOLLAR GEN CORP NEW COM 256677105 25761 499825 SH DEFINED 1 499825
DOLLAR TREE INC COM 256746108 17629 365180 SH DEFINED 1 365180
DOMINION RES INC VA NEW COM 25746U109 4022 75976 SH DEFINED 1 75976
DOMTAR CORP COM NEW 257559203 1127 14400 SH DEFINED 1 14400
DONALDSON INC COM 257651109 1906 54900 SH DEFINED 1 54900
DONNELLEY R R & SONS CO COM 257867101 254 23934 SH DEFINED 1 23934
DOVER CORP COM 260003108 37815 635659 SH DEFINED 1 635659
DOW CHEM CO COM 260543103 7640 263809 SH DEFINED 1 263809
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2628 59026 SH DEFINED 1 59026
DREAMWORKS ANIMATION SKG INC CL A 26153C103 4150 215800 SH DEFINED 1 215800
DRESSER-RAND GROUP INC COM 261608103 1670 30300 SH DEFINED 1 30300
DREW INDS INC COM NEW 26168L205 3821 126477 SH DEFINED 1 126477
DRIL-QUIP INC COM 262037104 7792 108400 SH DEFINED 1 108400
DSP GROUP INC COM 23332B106 16 2763 SH DEFINED 1 2763
DST SYS INC DEL COM 233326107 696 12300 SH DEFINED 1 12300
DTE ENERGY CO COM 233331107 1358 22650 SH DEFINED 1 22650
DTS INC COM 23335C101 56 2397 SH DEFINED 1 2397
DU PONT E I DE NEMOURS & CO COM 263534109 8722 173508 SH DEFINED 1 173508
DUKE ENERGY CORP NEW COM NEW 26441C204 11135 171830 SH DEFINED 1 171830
DUKE REALTY CORP COM NEW 264411505 1588 108000 SH DEFINED 1 108000
DUN & BRADSTREET CORP DEL NE COM 26483E100 478 6000 SH DEFINED 1 6000
DXP ENTERPRISES INC NEW COM NEW 233377407 9537 199651 SH DEFINED 1 199651
DYCOM INDS INC COM 267475101 61 4264 SH DEFINED 1 4264
E M C CORP MASS COM 268648102 70328 2578965 SH DEFINED 1 2578965
E M C CORP MASS NOTE 1.750%12/0 268648AM4 10816 6300000 PRN DEFINED 1 6300000
E TRADE FINANCIAL CORP COM NEW 269246401 10870 1233860 SH DEFINED 1 1233860
EAGLE MATERIALS INC COM 26969P108 253 5470 SH DEFINED 1 5470
EAST WEST BANCORP INC COM 27579R104 13838 655200 SH DEFINED 1 655200
EASTGROUP PPTY INC COM 277276101 197 3702 SH DEFINED 1 3702
EASTMAN CHEM CO COM 277432100 1160 20350 SH DEFINED 1 20350
EATON CORP COM 278058102 18361 388520 SH DEFINED 1 388520
EATON VANCE CORP COM NON VTG 278265103 1335 46100 SH DEFINED 1 46100
EBAY INC COM 278642103 33199 685785 SH DEFINED 1 685785
EBIX INC COM NEW 278715206 96 4050 SH DEFINED 1 4050
ECOLAB INC COM 278865100 2521 38900 SH DEFINED 1 38900
EDISON INTL COM 281020107 4488 98220 SH DEFINED 1 98220
EDUCATION RLTY TR INC COM 28140H104 4354 399450 SH DEFINED 1 399450
EDWARDS LIFESCIENCES CORP COM 28176E108 1632 15200 SH DEFINED 1 15200
EHEALTH INC COM 28238P109 47 2504 SH DEFINED 1 2504
EL PASO ELEC CO COM NEW 283677854 3510 102489 SH DEFINED 1 102489
EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 23149 621956 SH DEFINED 1 621956
ELAN PLC ADR 284131208 20621 1923620 SH DEFINED 1 1923620
ELECTRO RENT CORP COM 285218103 3333 188400 SH DEFINED 1 188400
ELECTRO SCIENTIFIC INDS COM 285229100 1338 109461 SH DEFINED 1 109461
ELECTRONIC ARTS INC COM 285512109 537 42300 SH DEFINED 1 42300
ELLIS PERRY INTL INC COM 288853104 33 1499 SH DEFINED 1 1499
EMBRAER S A SP ADR REP 4 COM 29082A107 895 33610 SH DEFINED 1 33610
EMCOR GROUP INC COM 29084Q100 241 8443 SH DEFINED 1 8443
EMERGENT BIOSOLUTIONS INC COM 29089Q105 46 3261 SH DEFINED 1 3261
EMERSON ELEC CO COM 291011104 21694 449423 SH DEFINED 1 449423
EMPIRE DIST ELEC CO COM 291641108 1548 71851 SH DEFINED 1 71851
EMPLOYERS HOLDINGS INC COM 292218104 1243 67809 SH DEFINED 1 67809
ENCANA CORP COM 292505104 11164 509300 SH DEFINED 1 509300
ENCORE CAP GROUP INC COM 292554102 83 2927 SH DEFINED 1 2927
ENCORE WIRE CORP COM 292562105 69 2359 SH DEFINED 1 2359
ENDEAVOR INTL CORP INC NOTE 5.500% 7/1 29257MAE0 6611 7000000 PRN DEFINED 1 7000000
ENDO HEALTH SOLUTIONS INC COM 29264F205 1484 46800 SH DEFINED 1 46800
ENDOLOGIX INC COM 29266S106 12176 881070 SH DEFINED 1 881070
ENERGEN CORP COM 29265N108 1515 28900 SH DEFINED 1 28900
ENERGIZER HLDGS INC COM 29266R108 3119 41800 SH DEFINED 1 41800
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 29380 650000 SH DEFINED 1 650000
ENERSIS S A SPONSORED ADR 29274F104 628 38295 SH DEFINED 1 38295
ENERSYS COM 29275Y102 215 6092 SH DEFINED 1 6092
ENGILITY HLDGS INC COM 29285W104 38 2068 SH DEFINED 1 2068
ENPRO INDS INC COM 29355X107 95 2628 SH DEFINED 1 2628
ENSCO PLC SHS CLASS A G3157S106 9794 179500 SH DEFINED 1 179500
ENSIGN GROUP INC COM 29358P101 68 2206 SH DEFINED 1 2206
ENTERGY CORP NEW COM 29364G103 5843 84309 SH DEFINED 1 84309
ENTERPRISE PRODS PARTNERS L COM 293792107 16616 310000 SH DEFINED 1 310000
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 264 5942 SH DEFINED 1 5942
ENTROPIC COMMUNICATIONS INC COM 29384R105 65 11208 SH DEFINED 1 11208
ENZO BIOCHEM INC COM 294100102 9 4198 SH DEFINED 1 4198
EOG RES INC COM 26875P101 4014 35820 SH DEFINED 1 35820
EPIQ SYS INC COM 26882D109 54 4057 SH DEFINED 1 4057
EQT CORP COM 26884L109 2915 49401 SH DEFINED 1 49401
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 11004 382100 SH DEFINED 1 382100
EQUIFAX INC COM 294429105 745 16000 SH DEFINED 1 16000
EQUINIX INC COM NEW 29444U502 11551 56060 SH DEFINED 1 56060
EQUINIX INC NOTE 3.000%10/1 29444UAG1 20184 10265000 PRN DEFINED 1 10265000
EQUITY ONE COM 294752100 520 24700 SH DEFINED 1 24700
EQUITY RESIDENTIAL SH BEN INT 29476L107 2301 40000 SH DEFINED 1 40000
ESCO TECHNOLOGIES INC COM 296315104 132 3392 SH DEFINED 1 3392
ESSEX PPTY TR INC COM 297178105 2164 14600 SH DEFINED 1 14600
ESTERLINE TECHNOLOGIES CORP COM 297425100 696 12400 SH DEFINED 1 12400
ETHAN ALLEN INTERIORS INC COM 297602104 1142 52092 SH DEFINED 1 52092
EV ENERGY PARTNERS LP COM UNITS 26926V107 9318 150000 SH DEFINED 1 150000
EXA CORP COM 300614500 2341 215800 SH DEFINED 1 215800
EXACT SCIENCES CORP COM 30063P105 6457 586450 SH DEFINED 1 586450
EXACTTARGET INC COM 30064K105 5666 233950 SH DEFINED 1 233950
EXAR CORP COM 300645108 46 5799 SH DEFINED 1 5799
EXELIS INC COM 30162A108 773 74800 SH DEFINED 1 74800
EXELON CORP COM 30161N101 19500 548071 SH DEFINED 1 548071
EXLSERVICE HOLDINGS INC COM 302081104 97 3286 SH DEFINED 1 3286
EXPEDIA INC DEL COM NEW 30212P303 743 12850 SH DEFINED 1 12850
EXPEDITORS INTL WASH INC COM 302130109 14331 394155 SH DEFINED 1 394155
EXPONENT INC COM 30214U102 95 1672 SH DEFINED 1 1672
EXPRESS SCRIPTS HLDG CO COM 30219G108 93486 1491712 SH DEFINED 1 1491712
EXTERRAN HLDGS INC COM 30225X103 167 8229 SH DEFINED 1 8229
EXTRA SPACE STORAGE INC COM 30225T102 409 12289 SH DEFINED 1 12289
EXXON MOBIL CORP COM 30231G102 127788 1397350 SH DEFINED 1 1397350
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 2019 66000 SH DEFINED 1 66000
EZCORP INC CL A NON VTG 302301106 131 5716 SH DEFINED 1 5716
F M C CORP COM NEW 302491303 1102 19900 SH DEFINED 1 19900
F5 NETWORKS INC COM 315616102 43576 416195 SH DEFINED 1 416195
FACEBOOK INC CL A 30303M102 1221 56400 SH DEFINED 1 56400
FACTSET RESH SYS INC COM 303075105 1581 16400 SH DEFINED 1 16400
FAIR ISAAC CORP COM 303250104 602 13600 SH DEFINED 1 13600
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 665 50700 SH DEFINED 1 50700
FAMILY DLR STORES INC COM 307000109 1028 15500 SH DEFINED 1 15500
FARO TECHNOLOGIES INC COM 311642102 89 2150 SH DEFINED 1 2150
FASTENAL CO COM 311900104 1690 39300 SH DEFINED 1 39300
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2706 25700 SH DEFINED 1 25700
FEDERAL SIGNAL CORP COM 313855108 50 7910 SH DEFINED 1 7910
FEDERATED INVS INC PA CL B 314211103 254 12300 SH DEFINED 1 12300
FEDEX CORP COM 31428X106 26678 315270 SH DEFINED 1 315270
FEI CO COM 30241L109 7644 142881 SH DEFINED 1 142881
FIDELITY NATIONAL FINANCIAL CL A 31620R105 1807 84491 SH DEFINED 1 84491
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 6097 5000000 PRN DEFINED 1 5000000
FIDELITY NATL INFORMATION SV COM 31620M106 993 31800 SH DEFINED 1 31800
FIFTH & PAC COS INC COM 316645100 183 14348 SH DEFINED 1 14348
FIFTH THIRD BANCORP COM 316773100 1897 122334 SH DEFINED 1 122334
FINANCIAL ENGINES INC COM 317485100 123 5155 SH DEFINED 1 5155
FINISAR CORP COM NEW 31787A507 3238 226400 SH DEFINED 1 226400
FINISH LINE INC CL A 317923100 146 6440 SH DEFINED 1 6440
FIRST AMERN FINL CORP COM 31847R102 923 42600 SH DEFINED 1 42600
FIRST BANCORP P R COM NEW 318672706 39 8892 SH DEFINED 1 8892
FIRST CASH FINL SVCS INC COM 31942D107 154 3339 SH DEFINED 1 3339
FIRST COMWLTH FINL CORP PA COM 319829107 94 13286 SH DEFINED 1 13286
FIRST FINL BANCORP OH COM 320209109 126 7422 SH DEFINED 1 7422
FIRST FINL BANKSHARES COM 32020R109 137 3794 SH DEFINED 1 3794
FIRST HORIZON NATL CORP COM 320517105 323 33566 SH DEFINED 1 33566
FIRST MIDWEST BANCORP DEL COM 320867104 119 9497 SH DEFINED 1 9497
FIRST NIAGARA FINL GP INC COM 33582V108 1143 141310 SH DEFINED 1 141310
FIRST POTOMAC RLTY TR COM 33610F109 2074 161000 SH DEFINED 1 161000
FIRST SOLAR INC COM 336433107 658 29700 SH DEFINED 1 29700
FIRSTENERGY CORP COM 337932107 4022 91206 SH DEFINED 1 91206
FIRSTMERIT CORP COM 337915102 647 43910 SH DEFINED 1 43910
FISERV INC COM 337738108 1505 20335 SH DEFINED 1 20335
FLEXTRONICS INTL LTD ORD Y2573F102 10225 1704200 SH DEFINED 1 1704200
FLIR SYS INC COM 302445101 409 20500 SH DEFINED 1 20500
FLOWERS FOODS INC COM 343498101 930 46100 SH DEFINED 1 46100
FLOWSERVE CORP COM 34354P105 869 6800 SH DEFINED 1 6800
FLUIDIGM CORP DEL COM 34385P108 4795 282050 SH DEFINED 1 282050
FLUOR CORP NEW COM 343412102 1266 22500 SH DEFINED 1 22500
FMC TECHNOLOGIES INC COM 30249U101 13502 291623 SH DEFINED 1 291623
FNB CORP PA COM 302520101 199 17726 SH DEFINED 1 17726
FOOT LOCKER INC COM 344849104 2148 60500 SH DEFINED 1 60500
FORD MTR CO DEL COM PAR $0.01 345370860 7386 749095 SH DEFINED 1 749095
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 10207 7400000 PRN DEFINED 1 7400000
FOREST LABS INC COM 345838106 1259 35366 SH DEFINED 1 35366
FOREST OIL CORP COM PAR $0.01 346091705 401 47400 SH DEFINED 1 47400
FORESTAR GROUP INC COM 346233109 73 4400 SH DEFINED 1 4400
FORRESTER RESH INC COM 346563109 53 1849 SH DEFINED 1 1849
FORTINET INC COM 34959E109 18284 757430 SH DEFINED 1 757430
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1739 64400 SH DEFINED 1 64400
FORWARD AIR CORP COM 349853101 112 3695 SH DEFINED 1 3695
FOSSIL INC COM 349882100 584 6900 SH DEFINED 1 6900
FRANCO NEVADA CORP COM 351858105 4367 74100 SH DEFINED 1 74100
FRANKLIN ELEC INC COM 353514102 2299 38010 SH DEFINED 1 38010
FRANKLIN RES INC COM 354613101 3261 26073 SH DEFINED 1 26073
FRANKLIN STREET PPTYS CORP COM 35471R106 101 9154 SH DEFINED 1 9154
FREDS INC CL A 356108100 1751 123080 SH DEFINED 1 123080
FREEPORT-MCMORAN COPPER & GO COM 35671D857 6716 169676 SH DEFINED 1 169676
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 4784 503101 SH DEFINED 1 503101
FRONTIER COMMUNICATIONS CORP COM 35906A108 651 132797 SH DEFINED 1 132797
FTI CONSULTING INC COM 302941109 1430 53600 SH DEFINED 1 53600
FULLER H B CO COM 359694106 194 6333 SH DEFINED 1 6333
FULTON FINL CORP PA COM 360271100 792 80300 SH DEFINED 1 80300
G & K SVCS INC CL A 361268105 2715 86698 SH DEFINED 1 86698
GALLAGHER ARTHUR J & CO COM 363576109 8181 228400 SH DEFINED 1 228400
GAMESTOP CORP NEW CL A 36467W109 363 17300 SH DEFINED 1 17300
GANNETT INC COM 364730101 6579 370650 SH DEFINED 1 370650
GAP INC DEL COM 364760108 1584 44275 SH DEFINED 1 44275
GARDNER DENVER INC COM 365558105 1184 19600 SH DEFINED 1 19600
GARTNER INC COM 366651107 1724 37400 SH DEFINED 1 37400
GATX CORP COM 361448103 798 18800 SH DEFINED 1 18800
GENCORP INC COM 368682100 72 7638 SH DEFINED 1 7638
GENERAL CABLE CORP DEL NEW COM 369300108 585 19900 SH DEFINED 1 19900
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 18190 17000000 PRN DEFINED 1 17000000
GENERAL COMMUNICATION INC CL A 369385109 41 4142 SH DEFINED 1 4142
GENERAL DYNAMICS CORP COM 369550108 4649 70318 SH DEFINED 1 70318
GENERAL ELECTRIC CO COM 369604103 89607 3945706 SH DEFINED 1 3945706
GENERAL MLS INC COM 370334104 4750 119207 SH DEFINED 1 119207
GENERAL MTRS CO JR PFD CNV SRB 37045V209 13782 369700 SH DEFINED 1 369700
GENESCO INC COM 371532102 10287 154166 SH DEFINED 1 154166
GENESEE & WYO INC CL A 371559105 7662 114600 SH DEFINED 1 114600
GENTEX CORP COM 371901109 985 57900 SH DEFINED 1 57900
GENTIVA HEALTH SERVICES INC COM 37247A102 41 3607 SH DEFINED 1 3607
GENUINE PARTS CO COM 372460105 3192 52300 SH DEFINED 1 52300
GENWORTH FINL INC COM CL A 37247D106 342 65400 SH DEFINED 1 65400
GEO GROUP INC COM 36159R103 216 7797 SH DEFINED 1 7797
GERDAU S A SPONSORED ADR 373737105 2213 232660 SH DEFINED 1 232660
GETTY RLTY CORP NEW COM 374297109 61 3389 SH DEFINED 1 3389
GIBRALTAR INDS INC COM 374689107 2098 163686 SH DEFINED 1 163686
GILEAD SCIENCES INC COM 375558103 50853 766673 SH DEFINED 1 766673
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 20167 13400000 PRN DEFINED 1 13400000
GLACIER BANCORP INC NEW COM 37637Q105 2973 190826 SH DEFINED 1 190826
GLOBAL PMTS INC COM 37940X102 27739 663143 SH DEFINED 1 663143
GLOBE SPECIALTY METALS INC COM 37954N206 123 8094 SH DEFINED 1 8094
GOLDMAN SACHS GROUP INC COM 38141G104 30907 271875 SH DEFINED 1 271875
GOODYEAR TIRE & RUBR CO COM 382550101 396 32500 SH DEFINED 1 32500
GOOGLE INC CL A 38259P508 90746 120273 SH DEFINED 1 120273
GRACO INC COM 384109104 27307 543094 SH DEFINED 1 543094
GRAFTECH INTL LTD COM 384313102 2582 287204 SH DEFINED 1 287204
GRAINGER W W INC COM 384802104 1688 8100 SH DEFINED 1 8100
GRAND CANYON ED INC COM 38526M106 9251 393153 SH DEFINED 1 393153
GRANITE CONSTR INC COM 387328107 411 14300 SH DEFINED 1 14300
GREAT PLAINS ENERGY INC COM 391164100 3744 168204 SH DEFINED 1 168204
GREATBATCH INC COM 39153L106 73 3003 SH DEFINED 1 3003
GREEN MTN COFFEE ROASTERS IN COM 393122106 1228 51700 SH DEFINED 1 51700
GREENHILL & CO INC COM 395259104 8327 160900 SH DEFINED 1 160900
GREIF INC CL A 397624107 535 12100 SH DEFINED 1 12100
GRIFFON CORP COM 398433102 60 5836 SH DEFINED 1 5836
GROUP 1 AUTOMOTIVE INC COM 398905109 164 2715 SH DEFINED 1 2715
GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 3410 2927000 PRN DEFINED 1 2927000
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 1407 15880 SH DEFINED 1 15880
GSE HLDG INC COM 36191X100 3851 490612 SH DEFINED 1 490612
GT ADVANCED TECHNOLOGIES INC COM 36191U106 82 15056 SH DEFINED 1 15056
GUESS INC COM 401617105 625 24600 SH DEFINED 1 24600
GULF ISLAND FABRICATION INC COM 402307102 51 1828 SH DEFINED 1 1828
GULFPORT ENERGY CORP COM NEW 402635304 9694 310114 SH DEFINED 1 310114
HAEMONETICS CORP COM 405024100 261 3253 SH DEFINED 1 3253
HAIN CELESTIAL GROUP INC COM 405217100 359 5704 SH DEFINED 1 5704
HALLIBURTON CO COM 406216101 15711 466338 SH DEFINED 1 466338
HANCOCK HLDG CO COM 410120109 1052 34000 SH DEFINED 1 34000
HANESBRANDS INC COM 410345102 1247 39100 SH DEFINED 1 39100
HANGER INC COM NEW 41043F208 124 4339 SH DEFINED 1 4339
HANMI FINL CORP COM NEW 410495204 51 3993 SH DEFINED 1 3993
HANOVER INS GROUP INC COM 410867105 671 18000 SH DEFINED 1 18000
HARLEY DAVIDSON INC COM 412822108 2288 54000 SH DEFINED 1 54000
HARMAN INTL INDS INC COM 413086109 434 9400 SH DEFINED 1 9400
HARMONIC INC COM 413160102 67 14856 SH DEFINED 1 14856
HARRIS CORP DEL COM 413875105 5035 98300 SH DEFINED 1 98300
HARRIS TEETER SUPERMARKETS I COM 414585109 765 19700 SH DEFINED 1 19700
HARSCO CORP COM 415864107 663 32300 SH DEFINED 1 32300
HARTE-HANKS INC COM 416196103 38 5517 SH DEFINED 1 5517
HARTFORD FINL SVCS GROUP INC COM 416515104 1140 58650 SH DEFINED 1 58650
HASBRO INC COM 418056107 2454 64289 SH DEFINED 1 64289
HATTERAS FINL CORP COM 41902R103 1779 63100 SH DEFINED 1 63100
HAVERTY FURNITURE INC COM 419596101 2014 145090 SH DEFINED 1 145090
HAWAIIAN ELEC INDUSTRIES COM 419870100 1023 38900 SH DEFINED 1 38900
HAWKINS INC COM 420261109 48 1161 SH DEFINED 1 1161
HAYNES INTERNATIONAL INC COM NEW 420877201 81 1559 SH DEFINED 1 1559
HCC INS HLDGS INC COM 404132102 3568 105296 SH DEFINED 1 105296
HCP INC COM 40414L109 7102 159666 SH DEFINED 1 159666
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1018 27080 SH DEFINED 1 27080
HEADWATERS INC COM 42210P102 51 7754 SH DEFINED 1 7754
HEALTH CARE REIT INC COM 42217K106 11579 200500 SH DEFINED 1 200500
HEALTH MGMT ASSOC INC NEW CL A 421933102 861 102600 SH DEFINED 1 102600
HEALTH NET INC COM 42222G108 734 32600 SH DEFINED 1 32600
HEALTHCARE RLTY TR COM 421946104 228 9896 SH DEFINED 1 9896
HEALTHCARE SVCS GRP INC COM 421906108 195 8532 SH DEFINED 1 8532
HEALTHSTREAM INC COM 42222N103 8479 297940 SH DEFINED 1 297940
HEALTHWAYS INC COM 422245100 50 4253 SH DEFINED 1 4253
HEARTLAND EXPRESS INC COM 422347104 1272 95194 SH DEFINED 1 95194
HEARTLAND PMT SYS INC COM 42235N108 156 4934 SH DEFINED 1 4934
HEIDRICK & STRUGGLES INTL IN COM 422819102 27 2083 SH DEFINED 1 2083
HEINZ H J CO COM 423074103 2379 42517 SH DEFINED 1 42517
HELEN OF TROY CORP LTD COM G4388N106 128 4026 SH DEFINED 1 4026
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 716 39200 SH DEFINED 1 39200
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 9615 8657000 PRN DEFINED 1 8657000
HELMERICH & PAYNE INC COM 423452101 1344 28235 SH DEFINED 1 28235
HENRY JACK & ASSOC INC COM 426281101 1994 52600 SH DEFINED 1 52600
HERCULES OFFSHORE INC COM 427093109 732 150000 SH DEFINED 1 150000
HERCULES TECH GROWTH CAP INC COM 427096508 2233 202800 SH DEFINED 1 202800
HERITAGE CRYSTAL CLEAN INC COM 42726M106 6787 341914 SH DEFINED 1 341914
HERSHEY CO COM 427866108 1432 20200 SH DEFINED 1 20200
HESS CORP COM 42809H107 3255 60600 SH DEFINED 1 60600
HEWLETT PACKARD CO COM 428236103 9485 555966 SH DEFINED 1 555966
HEXCEL CORP NEW COM 428291108 4832 201150 SH DEFINED 1 201150
HFF INC CL A 40418F108 61 4123 SH DEFINED 1 4123
HIBBETT SPORTS INC COM 428567101 9251 155617 SH DEFINED 1 155617
HIGHER ONE HLDGS INC COM 42983D104 56 4158 SH DEFINED 1 4158
HIGHWOODS PPTYS INC COM 431284108 995 30500 SH DEFINED 1 30500
HILL ROM HLDGS INC COM 431475102 724 24900 SH DEFINED 1 24900
HILLENBRAND INC COM 431571108 144 7941 SH DEFINED 1 7941
HILLSHIRE BRANDS CO COM 432589109 1275 47600 SH DEFINED 1 47600
HI-TECH PHARMACAL INC COM 42840B101 45 1374 SH DEFINED 1 1374
HITTITE MICROWAVE CORP COM 43365Y104 191 3439 SH DEFINED 1 3439
HMS HLDGS CORP COM 40425J101 4689 140250 SH DEFINED 1 140250
HNI CORP COM 404251100 464 18200 SH DEFINED 1 18200
HOLLYFRONTIER CORP COM 436106108 3367 81580 SH DEFINED 1 81580
HOLOGIC INC COM 436440101 2145 106000 SH DEFINED 1 106000
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 15375 15800000 PRN DEFINED 1 15800000
HOME BANCSHARES INC COM 436893200 4112 120622 SH DEFINED 1 120622
HOME DEPOT INC COM 437076102 19834 328547 SH DEFINED 1 328547
HOME PROPERTIES INC COM 437306103 1225 20000 SH DEFINED 1 20000
HONEYWELL INTL INC COM 438516106 24264 406090 SH DEFINED 1 406090
HORACE MANN EDUCATORS CORP N COM 440327104 90 4996 SH DEFINED 1 4996
HORMEL FOODS CORP COM 440452100 532 18200 SH DEFINED 1 18200
HORNBECK OFFSHORE SVCS INC N COM 440543106 7727 210840 SH DEFINED 1 210840
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 12261 13000000 PRN DEFINED 1 13000000
HOSPIRA INC COM 441060100 1237 37691 SH DEFINED 1 37691
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1177 49500 SH DEFINED 1 49500
HOST HOTELS & RESORTS INC COM 44107P104 1533 95494 SH DEFINED 1 95494
HOT TOPIC INC COM 441339108 47 5364 SH DEFINED 1 5364
HSBC HLDGS PLC SPON ADR NEW 404280406 2179 46900 SH DEFINED 1 46900
HSN INC COM 404303109 731 14900 SH DEFINED 1 14900
HUB GROUP INC CL A 443320106 2280 76805 SH DEFINED 1 76805
HUBBELL INC CL B 443510201 1728 21400 SH DEFINED 1 21400
HUDSON CITY BANCORP COM 443683107 559 70200 SH DEFINED 1 70200
HUMANA INC COM 444859102 1992 28393 SH DEFINED 1 28393
HUNT J B TRANS SVCS INC COM 445658107 1889 36300 SH DEFINED 1 36300
HUNTINGTON BANCSHARES INC COM 446150104 1487 215542 SH DEFINED 1 215542
HUNTINGTON INGALLS INDS INC COM 446413106 833 19800 SH DEFINED 1 19800
HURON CONSULTING GROUP INC COM 447462102 7655 219852 SH DEFINED 1 219852
ICICI BK LTD ADR 45104G104 709 17660 SH DEFINED 1 17660
ICONIX BRAND GROUP INC COM 451055107 158 8654 SH DEFINED 1 8654
ICU MED INC COM 44930G107 96 1593 SH DEFINED 1 1593
IDACORP INC COM 451107106 1719 39730 SH DEFINED 1 39730
IDEX CORP COM 45167R104 5329 127580 SH DEFINED 1 127580
IDEXX LABS INC COM 45168D104 19249 193750 SH DEFINED 1 193750
IGATE CORP COM 45169U105 70 3849 SH DEFINED 1 3849
IHS INC CL A 451734107 6983 71732 SH DEFINED 1 71732
II VI INC COM 902104108 132 6941 SH DEFINED 1 6941
ILLINOIS TOOL WKS INC COM 452308109 8546 143700 SH DEFINED 1 143700
IMPAX LABORATORIES INC COM 45256B101 14621 563200 SH DEFINED 1 563200
INDEPENDENT BANK CORP MASS COM 453836108 83 2747 SH DEFINED 1 2747
INERGY L P UNIT LTD PTNR 456615103 5033 264500 SH DEFINED 1 264500
INERGY MIDSTREAM LP U LTD PARTNERS 45671U106 15276 654500 SH DEFINED 1 654500
INFINITY PPTY & CAS CORP COM 45665Q103 90 1486 SH DEFINED 1 1486
INFORMATICA CORP COM 45666Q102 19666 564947 SH DEFINED 1 564947
INFOSYS LTD SPONSORED ADR 456788108 3018 62173 SH DEFINED 1 62173
INGERSOLL-RAND PLC SHS G47791101 4368 97460 SH DEFINED 1 97460
INGRAM MICRO INC CL A 457153104 915 60100 SH DEFINED 1 60100
INGREDION INC COM 457187102 1682 30501 SH DEFINED 1 30501
INLAND REAL ESTATE CORP COM NEW 457461200 81 9848 SH DEFINED 1 9848
INNOPHOS HOLDINGS INC COM 45774N108 134 2768 SH DEFINED 1 2768
INNOSPEC INC COM 45768S105 4976 146700 SH DEFINED 1 146700
INSIGHT ENTERPRISES INC COM 45765U103 99 5640 SH DEFINED 1 5640
INSPERITY INC COM 45778Q107 71 2806 SH DEFINED 1 2806
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 101 2469 SH DEFINED 1 2469
INTEGRATED DEVICE TECHNOLOGY COM 458118106 338 57430 SH DEFINED 1 57430
INTEGRYS ENERGY GROUP INC COM 45822P105 539 10332 SH DEFINED 1 10332
INTEL CORP COM 458140100 16064 708303 SH DEFINED 1 708303
INTEL CORP SDCV 2.950%12/1 458140AD2 3301 3035000 PRN DEFINED 1 3035000
INTEL CORP SDCV 3.250% 8/0 458140AF7 8769 7115000 PRN DEFINED 1 7115000
INTER PARFUMS INC COM 458334109 38 2055 SH DEFINED 1 2055
INTERACTIVE BROKERS GROUP IN COM 45841N107 73 5181 SH DEFINED 1 5181
INTERACTIVE INTELLIGENCE GRO COM 45841V109 57 1883 SH DEFINED 1 1883
INTERCONTINENTALEXCHANGE INC COM 45865V100 17511 131258 SH DEFINED 1 131258
INTERDIGITAL INC COM 45867G101 634 17000 SH DEFINED 1 17000
INTERFACE INC COM 458665304 96 7281 SH DEFINED 1 7281
INTERMEC INC COM 458786100 44 7107 SH DEFINED 1 7107
INTERNATIONAL BANCSHARES COR COM 459044103 415 21800 SH DEFINED 1 21800
INTERNATIONAL BUSINESS MACHS COM 459200101 103641 499595 SH DEFINED 1 499595
INTERNATIONAL FLAVORS^FRAGRA COM 459506101 643 10800 SH DEFINED 1 10800
INTERNATIONAL GAME TECHNOLOG COM 459902102 1544 117976 SH DEFINED 1 117976
INTERNATIONAL RECTIFIER CORP COM 460254105 464 27800 SH DEFINED 1 27800
INTERNATIONAL SPEEDWAY CORP CL A 460335201 728 25675 SH DEFINED 1 25675
INTERPUBLIC GROUP COS INC COM 460690100 655 58900 SH DEFINED 1 58900
INTERSIL CORP CL A 46069S109 446 51000 SH DEFINED 1 51000
INTERVAL LEISURE GROUP INC COM 46113M108 92 4884 SH DEFINED 1 4884
INTERXION HOLDING N.V SHS N47279109 5855 257712 SH DEFINED 1 257712
INTEVAC INC COM 461148108 18 2977 SH DEFINED 1 2977
INTL PAPER CO COM 460146103 7806 214916 SH DEFINED 1 214916
INTREPID POTASH INC COM 46121Y102 460 21400 SH DEFINED 1 21400
INTUIT COM 461202103 2302 39100 SH DEFINED 1 39100
INTUITIVE SURGICAL INC COM NEW 46120E602 4929 9945 SH DEFINED 1 9945
INVACARE CORP COM 461203101 52 3673 SH DEFINED 1 3673
INVESCO LTD SHS G491BT108 14877 595300 SH DEFINED 1 595300
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 42 4869 SH DEFINED 1 4869
ION GEOPHYSICAL CORP COM 462044108 106 15225 SH DEFINED 1 15225
IPC THE HOSPITALIST CO INC COM 44984A105 5995 131177 SH DEFINED 1 131177
IROBOT CORP COM 462726100 75 3290 SH DEFINED 1 3290
IRON MTN INC COM 462846106 8599 252095 SH DEFINED 1 252095
ISHARES INC MSCI CDA INDEX 464286509 24816 871050 SH DEFINED 1 871050
ISHARES TR BARCLYS MBS BD 464288588 22082 202289 SH DEFINED 1 202289
ISHARES TR HIGH YLD CORP 464288513 31758 344072 SH DEFINED 1 344072
ISHARES TR IBOXX INV CPBD 464287242 21638 177698 SH DEFINED 1 177698
ISHARES TR MSCI EAFE INDEX 464287465 134382 2535517 SH DEFINED 1 2535517
ISHARES TR MSCI EMERG MKT 464287234 206995 5009571 SH DEFINED 1 5009571
ISHARES TR RUSL 2000 GROW 464287648 33877 354330 SH DEFINED 1 354330
ISHARES TR RUSL 2000 VALU 464287630 2891 39100 SH DEFINED 1 39100
ISHARES TR RUSSELL 2000 464287655 5288 63360 SH DEFINED 1 63360
ISHARES TR RUSSELL MCP VL 464287473 1549 31785 SH DEFINED 1 31785
ISHARES TR RUSSELL MIDCAP 464287499 8826 79675 SH DEFINED 1 79675
ISHARES TR RUSSELL1000GRW 464287614 109659 1644060 SH DEFINED 1 1644060
ISHARES TR S^P SMLCAP 600 464287804 1092 14165 SH DEFINED 1 14165
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3125 204488 SH DEFINED 1 204488
ITRON INC COM 465741106 682 15800 SH DEFINED 1 15800
ITT CORP NEW COM NEW 450911201 2696 133785 SH DEFINED 1 133785
ITT EDUCATIONAL SERVICES INC COM 45068B109 203 6300 SH DEFINED 1 6300
IXIA COM 45071R109 3166 197000 SH DEFINED 1 197000
J & J SNACK FOODS CORP COM 466032109 109 1896 SH DEFINED 1 1896
J2 GLOBAL INC COM 48123V102 179 5440 SH DEFINED 1 5440
JABIL CIRCUIT INC COM 466313103 9584 511967 SH DEFINED 1 511967
JACK IN THE BOX INC COM 466367109 159 5656 SH DEFINED 1 5656
JACOBS ENGR GROUP INC DEL COM 469814107 695 17200 SH DEFINED 1 17200
JAKKS PAC INC COM 47012E106 38 2626 SH DEFINED 1 2626
JAMES RIVER COAL CO NOTE 3.125% 3/1 470355AH1 2805 8500000 PRN DEFINED 1 8500000
JANUS CAP GROUP INC COM 47102X105 708 75000 SH DEFINED 1 75000
JARDEN CORP COM 471109108 1590 30100 SH DEFINED 1 30100
JDA SOFTWARE GROUP INC COM 46612K108 173 5431 SH DEFINED 1 5431
JDS UNIPHASE CORP COM PAR $0.001 46612J507 381 30750 SH DEFINED 1 30750
JEFFERIES GROUP INC NEW COM 472319102 702 51300 SH DEFINED 1 51300
JETBLUE AIRWAYS CORP COM 477143101 436 91125 SH DEFINED 1 91125
JMP GROUP INC COM 46629U107 498 90800 SH DEFINED 1 90800
JOHN BEAN TECHNOLOGIES CORP COM 477839104 60 3670 SH DEFINED 1 3670
JOHNSON & JOHNSON COM 478160104 100251 1454804 SH DEFINED 1 1454804
JOHNSON CTLS INC COM 478366107 4009 146300 SH DEFINED 1 146300
JONES LANG LASALLE INC COM 48020Q107 1344 17600 SH DEFINED 1 17600
JOS A BANK CLOTHIERS INC COM 480838101 172 3543 SH DEFINED 1 3543
JOY GLOBAL INC COM 481165108 3018 53840 SH DEFINED 1 53840
JPMORGAN CHASE & CO COM 46625H100 83711 2067953 SH DEFINED 1 2067953
JUNIPER NETWORKS INC COM 48203R104 26874 1570679 SH DEFINED 1 1570679
KAISER ALUMINUM CORP COM PAR $0.01 483007704 124 2132 SH DEFINED 1 2132
KAMAN CORP COM 483548103 2717 75753 SH DEFINED 1 75753
KANSAS CITY SOUTHERN COM NEW 485170302 43238 570570 SH DEFINED 1 570570
KAPSTONE PAPER & PACKAGING C COM 48562P103 109 4856 SH DEFINED 1 4856
KAYDON CORP COM 486587108 1162 52019 SH DEFINED 1 52019
KB HOME COM 48666K109 441 30700 SH DEFINED 1 30700
KBR INC COM 48242W106 1759 59000 SH DEFINED 1 59000
KCAP FINL INC COM 48668E101 1546 167000 SH DEFINED 1 167000
KELLOGG CO COM 487836108 3936 76196 SH DEFINED 1 76196
KELLY SVCS INC CL A 488152208 43 3434 SH DEFINED 1 3434
KEMPER CORP DEL COM 488401100 673 21900 SH DEFINED 1 21900
KENNAMETAL INC COM 489170100 1190 32100 SH DEFINED 1 32100
KEYCORP NEW COM 493267108 7275 832383 SH DEFINED 1 832383
KEYW HLDG CORP COM 493723100 8211 656898 SH DEFINED 1 656898
KILROY RLTY CORP COM 49427F108 5238 116980 SH DEFINED 1 116980
KIMBERLY CLARK CORP COM 494368103 14529 169375 SH DEFINED 1 169375
KIMCO RLTY CORP COM 49446R109 1097 54100 SH DEFINED 1 54100
KINDER MORGAN INC DEL COM 49456B101 2679 75417 SH DEFINED 1 75417
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 8083 105800 SH DEFINED 1 105800
KINDRED HEALTHCARE INC COM 494580103 76 6720 SH DEFINED 1 6720
KIRBY CORP COM 497266106 7490 135500 SH DEFINED 1 135500
KIRKLANDS INC COM 497498105 19 1892 SH DEFINED 1 1892
KITE RLTY GROUP TR COM 49803T102 39 7644 SH DEFINED 1 7644
KLA-TENCOR CORP COM 482480100 9099 190735 SH DEFINED 1 190735
KNIGHT CAP GROUP INC NOTE 3.500% 3/1 499005AE6 1808 2000000 PRN DEFINED 1 2000000
KNIGHT TRANSN INC COM 499064103 14126 987857 SH DEFINED 1 987857
KODIAK OIL & GAS CORP COM 50015Q100 6518 696400 SH DEFINED 1 696400
KOHLS CORP COM 500255104 5625 109827 SH DEFINED 1 109827
KOPIN CORP COM 500600101 29 7823 SH DEFINED 1 7823
KOPPERS HOLDINGS INC COM 50060P106 92 2635 SH DEFINED 1 2635
KORN FERRY INTL COM NEW 500643200 294 19200 SH DEFINED 1 19200
KRATON PERFORMANCE POLYMERS COM 50077C106 107 4090 SH DEFINED 1 4090
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 1171 200500 SH DEFINED 1 200500
KROGER CO COM 501044101 2448 103995 SH DEFINED 1 103995
K-SWISS INC CL A 482686102 11 3071 SH DEFINED 1 3071
KULICKE & SOFFA INDS INC COM 501242101 98 9402 SH DEFINED 1 9402
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1554 21675 SH DEFINED 1 21675
LA Z BOY INC COM 505336107 97 6633 SH DEFINED 1 6633
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1193 12900 SH DEFINED 1 12900
LACLEDE GROUP INC COM 505597104 114 2656 SH DEFINED 1 2656
LAM RESEARCH CORP COM 512807108 772 24287 SH DEFINED 1 24287
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 2363 2500000 PRN DEFINED 1 2500000
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 8213 8500000 PRN DEFINED 1 8500000
LAMAR ADVERTISING CO CL A 512815101 819 22100 SH DEFINED 1 22100
LANCASTER COLONY CORP COM 513847103 571 7800 SH DEFINED 1 7800
LANDAUER INC COM 51476K103 1971 32999 SH DEFINED 1 32999
LANDSTAR SYS INC COM 515098101 8638 182700 SH DEFINED 1 182700
LAS VEGAS SANDS CORP COM 517834107 31122 671157 SH DEFINED 1 671157
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 3788 141944 SH DEFINED 1 141944
LAUDER ESTEE COS INC CL A 518439104 15779 256285 SH DEFINED 1 256285
LAWSON PRODS INC COM 520776105 3 459 SH DEFINED 1 459
LAZARD LTD SHS A G54050102 10309 352686 SH DEFINED 1 352686
LEGG MASON INC COM 524901105 2732 110700 SH DEFINED 1 110700
LEGGETT & PLATT INC COM 524660107 6246 249333 SH DEFINED 1 249333
LENDER PROCESSING SVCS INC COM 52602E102 945 33900 SH DEFINED 1 33900
LENNAR CORP CL A 526057104 751 21600 SH DEFINED 1 21600
LENNOX INTL INC COM 526107107 899 18600 SH DEFINED 1 18600
LEUCADIA NATL CORP COM 527288104 598 26300 SH DEFINED 1 26300
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 96 4171 SH DEFINED 1 4171
LEXINGTON REALTY TRUST COM 529043101 164 17019 SH DEFINED 1 17019
LEXMARK INTL NEW CL A 529771107 823 37000 SH DEFINED 1 37000
LHC GROUP INC COM 50187A107 36 1947 SH DEFINED 1 1947
LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 8515 6050000 PRN DEFINED 1 6050000
LIBERTY PPTY TR SH BEN INT 531172104 1707 47100 SH DEFINED 1 47100
LIFE TECHNOLOGIES CORP COM 53217V109 1775 36304 SH DEFINED 1 36304
LIFE TIME FITNESS INC COM 53217R207 10214 223300 SH DEFINED 1 223300
LIFEPOINT HOSPITALS INC COM 53219L109 2713 63412 SH DEFINED 1 63412
LILLY ELI & CO COM 532457108 6439 135806 SH DEFINED 1 135806
LIMITED BRANDS INC COM 532716107 23792 482992 SH DEFINED 1 482992
LINCOLN EDL SVCS CORP COM 533535100 11 2720 SH DEFINED 1 2720
LINCOLN ELEC HLDGS INC COM 533900106 1308 33500 SH DEFINED 1 33500
LINCOLN NATL CORP IND COM 534187109 2729 112806 SH DEFINED 1 112806
LINDSAY CORP COM 535555106 4344 60363 SH DEFINED 1 60363
LINEAR TECHNOLOGY CORP COM 535678106 976 30650 SH DEFINED 1 30650
LIQUIDITY SERVICES INC COM 53635B107 154 3067 SH DEFINED 1 3067
LITHIA MTRS INC CL A 536797103 88 2637 SH DEFINED 1 2637
LITTELFUSE INC COM 537008104 3883 68670 SH DEFINED 1 68670
LIVE NATION ENTERTAINMENT IN COM 538034109 154 17879 SH DEFINED 1 17879
LIVEPERSON INC COM 538146101 115 6355 SH DEFINED 1 6355
LKQ CORP COM 501889208 33905 1832726 SH DEFINED 1 1832726
LOCKHEED MARTIN CORP COM 539830109 5193 55608 SH DEFINED 1 55608
LOEWS CORP COM 540424108 3529 85541 SH DEFINED 1 85541
LOGMEIN INC COM 54142L109 63 2826 SH DEFINED 1 2826
LORILLARD INC COM 544147101 3522 30246 SH DEFINED 1 30246
LOUISIANA PAC CORP COM 546347105 690 55200 SH DEFINED 1 55200
LOWES COS INC COM 548661107 13705 453198 SH DEFINED 1 453198
LSB INDS INC COM 502160104 105 2383 SH DEFINED 1 2383
LSI CORPORATION COM 502161102 523 75700 SH DEFINED 1 75700
LTC PPTYS INC COM 502175102 123 3863 SH DEFINED 1 3863
LUFKIN INDS INC COM 549764108 230 4265 SH DEFINED 1 4265
LULULEMON ATHLETICA INC COM 550021109 399 5400 SH DEFINED 1 5400
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 174 3431 SH DEFINED 1 3431
LUMINEX CORP DEL COM 55027E102 94 4848 SH DEFINED 1 4848
LUMOS NETWORKS CORP COM 550283105 15 1877 SH DEFINED 1 1877
LYDALL INC DEL COM 550819106 30 2159 SH DEFINED 1 2159
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 35734 691712 SH DEFINED 1 691712
M & T BK CORP COM 55261F104 1599 16800 SH DEFINED 1 16800
M D C HLDGS INC COM 552676108 593 15400 SH DEFINED 1 15400
M/I HOMES INC COM 55305B101 1387 71692 SH DEFINED 1 71692
MACERICH CO COM 554382101 3050 53288 SH DEFINED 1 53288
MACK CALI RLTY CORP COM 554489104 888 33400 SH DEFINED 1 33400
MACYS INC COM 55616P104 43907 1167122 SH DEFINED 1 1167122
MADDEN STEVEN LTD COM 556269108 226 5173 SH DEFINED 1 5173
MADISON SQUARE GARDEN CO CL A 55826P100 1371 34050 SH DEFINED 1 34050
MAGELLAN HEALTH SVCS INC COM NEW 559079207 179 3471 SH DEFINED 1 3471
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 21253 243000 SH DEFINED 1 243000
MAIDENFORM BRANDS INC COM 560305104 61 2991 SH DEFINED 1 2991
MANHATTAN ASSOCS INC COM 562750109 145 2540 SH DEFINED 1 2540
MANPOWERGROUP INC COM 56418H100 1170 31800 SH DEFINED 1 31800
MANTECH INTL CORP CL A 564563104 228 9500 SH DEFINED 1 9500
MAP PHARMACEUTICALS INC COM 56509R108 5263 338050 SH DEFINED 1 338050
MARATHON OIL CORP COM 565849106 2773 93766 SH DEFINED 1 93766
MARATHON PETE CORP COM 56585A102 2475 45333 SH DEFINED 1 45333
MARCUS CORP COM 566330106 28 2534 SH DEFINED 1 2534
MARINEMAX INC COM 567908108 1086 131007 SH DEFINED 1 131007
MARKEL CORP COM 570535104 2659 5800 SH DEFINED 1 5800
MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 9078 367250 SH DEFINED 1 367250
MARKETAXESS HLDGS INC COM 57060D108 141 4447 SH DEFINED 1 4447
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 17959 330000 SH DEFINED 1 330000
MARRIOTT INTL INC NEW CL A 571903202 53224 1361228 SH DEFINED 1 1361228
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 130 3619 SH DEFINED 1 3619
MARSH & MCLENNAN COS INC COM 571748102 19543 575994 SH DEFINED 1 575994
MARTIN MARIETTA MATLS INC COM 573284106 1525 18400 SH DEFINED 1 18400
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1546 168928 SH DEFINED 1 168928
MASCO CORP COM 574599106 2524 167700 SH DEFINED 1 167700
MASIMO CORP COM 574795100 503 20800 SH DEFINED 1 20800
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 10023 10865000 PRN DEFINED 1 10865000
MASTEC INC NOTE 4.250%12/1 576323AM1 12308 8637000 PRN DEFINED 1 8637000
MASTERCARD INC CL A 57636Q104 16736 37070 SH DEFINED 1 37070
MATERION CORP COM 576690101 62 2593 SH DEFINED 1 2593
MATRIX SVC CO COM 576853105 35 3276 SH DEFINED 1 3276
MATSON INC COM 57686G105 355 17000 SH DEFINED 1 17000
MATTEL INC COM 577081102 5453 153688 SH DEFINED 1 153688
MATTHEWS INTL CORP CL A 577128101 3358 112600 SH DEFINED 1 112600
MAXIMUS INC COM 577933104 258 4320 SH DEFINED 1 4320
MCCORMICK & CO INC COM NON VTG 579780206 30426 490429 SH DEFINED 1 490429
MCDONALDS CORP COM 580135101 25539 278350 SH DEFINED 1 278350
MCGRATH RENTCORP COM 580589109 4122 158000 SH DEFINED 1 158000
MCGRAW HILL COS INC COM 580645109 40645 744559 SH DEFINED 1 744559
MCKESSON CORP COM 58155Q103 2693 31305 SH DEFINED 1 31305
MDU RES GROUP INC COM 552690109 1666 75600 SH DEFINED 1 75600
MEAD JOHNSON NUTRITION CO COM 582839106 38995 532133 SH DEFINED 1 532133
MEADOWBROOK INS GROUP INC COM 58319P108 661 85936 SH DEFINED 1 85936
MEADWESTVACO CORP COM 583334107 2646 86479 SH DEFINED 1 86479
MEASUREMENT SPECIALTIES INC COM 583421102 64 1955 SH DEFINED 1 1955
MEDICAL PPTYS TRUST INC COM 58463J304 180 17200 SH DEFINED 1 17200
MEDICINES CO COM 584688105 175 6787 SH DEFINED 1 6787
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1034 23900 SH DEFINED 1 23900
MEDIDATA SOLUTIONS INC COM 58471A105 116 2802 SH DEFINED 1 2802
MEDIFAST INC COM 58470H101 45 1733 SH DEFINED 1 1733
MEDNAX INC COM 58502B106 1482 19900 SH DEFINED 1 19900
MEDTRONIC INC COM 585055106 16005 371175 SH DEFINED 1 371175
MEMC ELECTR MATLS INC COM 552715104 254 92400 SH DEFINED 1 92400
MENS WEARHOUSE INC COM 587118100 3617 105050 SH DEFINED 1 105050
MENTOR GRAPHICS CORP COM 587200106 579 37400 SH DEFINED 1 37400
MERCADOLIBRE INC COM 58733R102 5036 61000 SH DEFINED 1 61000
MERCK & CO INC NEW COM 58933Y105 25105 556653 SH DEFINED 1 556653
MERCURY COMPUTER SYS COM 589378108 42 3935 SH DEFINED 1 3935
MERCURY GENL CORP NEW COM 589400100 560 14500 SH DEFINED 1 14500
MEREDITH CORP COM 589433101 504 14400 SH DEFINED 1 14400
MERIDIAN BIOSCIENCE INC COM 589584101 100 5236 SH DEFINED 1 5236
MERIT MED SYS INC COM 589889104 75 5024 SH DEFINED 1 5024
MERITAGE HOMES CORP COM 59001A102 4427 116408 SH DEFINED 1 116408
METHODE ELECTRS INC COM 591520200 754 77667 SH DEFINED 1 77667
METLIFE INC COM 59156R108 20124 583969 SH DEFINED 1 583969
METLIFE INC UNIT 99/99/9999 59156R116 22920 331500 SH DEFINED 1 331500
METROPCS COMMUNICATIONS INC COM 591708102 458 39100 SH DEFINED 1 39100
METTLER TOLEDO INTERNATIONAL COM 592688105 15350 89903 SH DEFINED 1 89903
MGM RESORTS INTERNATIONAL COM 552953101 5938 552364 SH DEFINED 1 552364
MICHAEL KORS HLDGS LTD SHS G60754101 5148 96800 SH DEFINED 1 96800
MICREL INC COM 594793101 64 6112 SH DEFINED 1 6112
MICROCHIP TECHNOLOGY INC COM 595017104 19679 601080 SH DEFINED 1 601080
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 15075 12000000 PRN DEFINED 1 12000000
MICRON TECHNOLOGY INC COM 595112103 788 131650 SH DEFINED 1 131650
MICROS SYS INC COM 594901100 1577 32100 SH DEFINED 1 32100
MICROSEMI CORP COM 595137100 6157 306801 SH DEFINED 1 306801
MICROSOFT CORP COM 594918104 134729 4524146 SH DEFINED 1 4524146
MICROSTRATEGY INC CL A NEW 594972408 4967 37046 SH DEFINED 1 37046
MID-AMER APT CMNTYS INC COM 59522J103 341 5215 SH DEFINED 1 5215
MILLER HERMAN INC COM 600544100 453 23300 SH DEFINED 1 23300
MINE SAFETY APPLIANCES CO COM 602720104 2669 71600 SH DEFINED 1 71600
MINERALS TECHNOLOGIES INC COM 603158106 3502 49374 SH DEFINED 1 49374
MISTRAS GROUP INC COM 60649T107 11142 480270 SH DEFINED 1 480270
MKS INSTRUMENT INC COM 55306N104 4824 189263 SH DEFINED 1 189263
MOBILE MINI INC COM 60740F105 80 4814 SH DEFINED 1 4814
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1506 85973 SH DEFINED 1 85973
MODINE MFG CO COM 607828100 402 54486 SH DEFINED 1 54486
MOHAWK INDS INC COM 608190104 1856 23200 SH DEFINED 1 23200
MOLEX INC CL A 608554200 607 27943 SH DEFINED 1 27943
MOLEX INC COM 608554101 480 18250 SH DEFINED 1 18250
MOLINA HEALTHCARE INC COM 60855R100 4813 191379 SH DEFINED 1 191379
MOLSON COORS BREWING CO CL B 60871R209 2361 52400 SH DEFINED 1 52400
MOLYCORP INC DEL DBCV 3.250% 6/1 608753AA7 2572 3700000 PRN DEFINED 1 3700000
MOLYCORP INC DEL NOTE 6.000% 9/0 608753AF6 5759 5000000 PRN DEFINED 1 5000000
MOMENTA PHARMACEUTICALS INC COM 60877T100 1474 101157 SH DEFINED 1 101157
MONARCH CASINO & RESORT INC COM 609027107 11 1208 SH DEFINED 1 1208
MONOLITHIC PWR SYS INC COM 609839105 78 3934 SH DEFINED 1 3934
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 73 4655 SH DEFINED 1 4655
MONRO MUFFLER BRAKE INC COM 610236101 130 3697 SH DEFINED 1 3697
MONSANTO CO NEW COM 61166W101 50397 553690 SH DEFINED 1 553690
MONSTER BEVERAGE CORP COM 611740101 22520 415802 SH DEFINED 1 415802
MONSTER WORLDWIDE INC COM 611742107 347 47400 SH DEFINED 1 47400
MOODYS CORP COM 615369105 1159 26250 SH DEFINED 1 26250
MOOG INC CL A 615394202 218 5747 SH DEFINED 1 5747
MORGAN STANLEY COM NEW 617446448 4704 281013 SH DEFINED 1 281013
MOSAIC CO NEW COM 61945C103 2281 39600 SH DEFINED 1 39600
MOTOROLA SOLUTIONS INC COM NEW 620076307 1964 38853 SH DEFINED 1 38853
MOVADO GROUP INC COM 624580106 75 2234 SH DEFINED 1 2234
MSC INDL DIRECT INC CL A 553530106 11761 174334 SH DEFINED 1 174334
MSCI INC COM 55354G100 1747 48800 SH DEFINED 1 48800
MTS SYS CORP COM 553777103 109 2044 SH DEFINED 1 2044
MUELLER INDS INC COM 624756102 221 4854 SH DEFINED 1 4854
MULTIMEDIA GAMES HLDG CO INC COM 625453105 55 3528 SH DEFINED 1 3528
MURPHY OIL CORP COM 626717102 6722 125197 SH DEFINED 1 125197
MWI VETERINARY SUPPLY INC COM 55402X105 162 1519 SH DEFINED 1 1519
MYERS INDS INC COM 628464109 2886 184738 SH DEFINED 1 184738
MYLAN INC COM 628530107 1318 54000 SH DEFINED 1 54000
MYLAN INC NOTE 3.750% 9/1 628530AJ6 7658 4000000 PRN DEFINED 1 4000000
NANOMETRICS INC COM 630077105 4278 309788 SH DEFINED 1 309788
NASDAQ OMX GROUP INC COM 631103108 380 16300 SH DEFINED 1 16300
NASH FINCH CO COM 631158102 1441 70551 SH DEFINED 1 70551
NATIONAL FINL PARTNERS CORP COM 63607P208 86 5081 SH DEFINED 1 5081
NATIONAL FUEL GAS CO N J COM 636180101 1805 33400 SH DEFINED 1 33400
NATIONAL GRID PLC SPON ADR NEW 636274300 5973 107900 SH DEFINED 1 107900
NATIONAL HEALTHCARE CORP COM 635906100 2745 57500 SH DEFINED 1 57500
NATIONAL INSTRS CORP COM 636518102 948 37675 SH DEFINED 1 37675
NATIONAL INTERSTATE CORP COM 63654U100 2993 116000 SH DEFINED 1 116000
NATIONAL OILWELL VARCO INC COM 637071101 22231 277505 SH DEFINED 1 277505
NATIONAL PENN BANCSHARES INC COM 637138108 141 15443 SH DEFINED 1 15443
NATIONAL PRESTO INDS INC COM 637215104 45 620 SH DEFINED 1 620
NATIONAL RETAIL PPTYS INC COM 637417106 16078 527157 SH DEFINED 1 527157
NATUS MEDICAL INC DEL COM 639050103 49 3787 SH DEFINED 1 3787
NAVIGANT CONSULTING INC COM 63935N107 1901 172046 SH DEFINED 1 172046
NAVIGATORS GROUP INC COM 638904102 66 1333 SH DEFINED 1 1333
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 7095 8000000 PRN DEFINED 1 8000000
NBT BANCORP INC COM 628778102 94 4280 SH DEFINED 1 4280
NCI BUILDING SYS INC COM NEW 628852204 24 2401 SH DEFINED 1 2401
NCI INC CL A 62886K104 7 1052 SH DEFINED 1 1052
NCR CORP NEW COM 62886E108 1485 63700 SH DEFINED 1 63700
NEENAH PAPER INC COM 640079109 57 2004 SH DEFINED 1 2004
NEOGEN CORP COM 640491106 2712 63519 SH DEFINED 1 63519
NETAPP INC COM 64110D104 1588 48300 SH DEFINED 1 48300
NETAPP INC NOTE 1.750% 6/0 64110DAB0 10249 9000000 PRN DEFINED 1 9000000
NETFLIX INC COM 64110L106 403 7400 SH DEFINED 1 7400
NETGEAR INC COM 64111Q104 184 4828 SH DEFINED 1 4828
NETSCOUT SYS INC COM 64115T104 116 4551 SH DEFINED 1 4551
NETSUITE INC COM 64118Q107 4377 68600 SH DEFINED 1 68600
NEUSTAR INC CL A 64126X201 1065 26607 SH DEFINED 1 26607
NEUTRAL TANDEM INC COM 64128B108 36 3791 SH DEFINED 1 3791
NEW JERSEY RES COM 646025106 241 5276 SH DEFINED 1 5276
NEW YORK CMNTY BANCORP INC COM 649445103 2491 175921 SH DEFINED 1 175921
NEW YORK TIMES CO CL A 650111107 1622 166200 SH DEFINED 1 166200
NEWELL RUBBERMAID INC COM 651229106 737 38592 SH DEFINED 1 38592
NEWFIELD EXPL CO COM 651290108 561 17900 SH DEFINED 1 17900
NEWMARKET CORP COM 651587107 1060 4300 SH DEFINED 1 4300
NEWMONT MINING CORP COM 651639106 6117 109209 SH DEFINED 1 109209
NEWPORT CORP COM 651824104 1303 117853 SH DEFINED 1 117853
NEWS CORP CL A 65248E104 59839 2439435 SH DEFINED 1 2439435
NEXTERA ENERGY INC COM 65339F101 3904 55514 SH DEFINED 1 55514
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 5101 100000 SH DEFINED 1 100000
NIELSEN HOLDINGS N V COM N63218106 345 11500 SH DEFINED 1 11500
NIKE INC CL B 654106103 10082 106230 SH DEFINED 1 106230
NISOURCE INC COM 65473P105 5065 198773 SH DEFINED 1 198773
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 1202 33600 SH DEFINED 1 33600
NOBLE ENERGY INC COM 655044105 17662 190504 SH DEFINED 1 190504
NOKIA CORP SPONSORED ADR 654902204 559 217400 SH DEFINED 1 217400
NORDSON CORP COM 655663102 6917 118000 SH DEFINED 1 118000
NORDSTROM INC COM 655664100 1177 21334 SH DEFINED 1 21334
NORFOLK SOUTHERN CORP COM 655844108 8295 130357 SH DEFINED 1 130357
NORTH AMERN PALLADIUM LTD COM 656912102 1264 665000 SH DEFINED 1 665000
NORTHEAST UTILS COM 664397106 2550 66703 SH DEFINED 1 66703
NORTHERN OIL & GAS INC NEV COM 665531109 2866 168700 SH DEFINED 1 168700
NORTHERN TR CORP COM 665859104 9153 197208 SH DEFINED 1 197208
NORTHROP GRUMMAN CORP COM 666807102 3598 54167 SH DEFINED 1 54167
NORTHWEST BANCSHARES INC MD COM 667340103 152 12420 SH DEFINED 1 12420
NORTHWEST NAT GAS CO COM 667655104 168 3404 SH DEFINED 1 3404
NORTHWESTERN CORP COM NEW 668074305 2522 69620 SH DEFINED 1 69620
NOVATEL WIRELESS INC COM NEW 66987M604 8 4196 SH DEFINED 1 4196
NRG ENERGY INC COM NEW 629377508 648 30300 SH DEFINED 1 30300
NTELOS HLDGS CORP COM NEW 67020Q305 33 1912 SH DEFINED 1 1912
NUCOR CORP COM 670346105 28283 739222 SH DEFINED 1 739222
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 18149 570000 SH DEFINED 1 570000
NUTRI SYS INC NEW COM 67069D108 38 3623 SH DEFINED 1 3623
NUVASIVE INC COM 670704105 126 5515 SH DEFINED 1 5515
NV ENERGY INC COM 67073Y106 3303 183388 SH DEFINED 1 183388
NVIDIA CORP COM 67066G104 1097 82250 SH DEFINED 1 82250
NVR INC COM 62944T105 2153 2550 SH DEFINED 1 2550
NYSE EURONEXT COM 629491101 927 37600 SH DEFINED 1 37600
O REILLY AUTOMOTIVE INC NEW COM 67103H107 26945 322227 SH DEFINED 1 322227
OASIS PETE INC NEW COM 674215108 3463 117500 SH DEFINED 1 117500
OCCIDENTAL PETE CORP DEL COM 674599105 63026 732354 SH DEFINED 1 732354
OCEANEERING INTL INC COM 675232102 2387 43200 SH DEFINED 1 43200
OCH ZIFF CAP MGMT GROUP CL A 67551U105 564 58400 SH DEFINED 1 58400
OFFICE DEPOT INC COM 676220106 292 114200 SH DEFINED 1 114200
OFFICEMAX INC DEL COM 67622P101 86 10990 SH DEFINED 1 10990
OGE ENERGY CORP COM 670837103 2191 39500 SH DEFINED 1 39500
OIL STS INTL INC COM 678026105 1740 21900 SH DEFINED 1 21900
OLD DOMINION FGHT LINES INC COM 679580100 270 8962 SH DEFINED 1 8962
OLD NATL BANCORP IND COM 680033107 175 12857 SH DEFINED 1 12857
OLD REP INTL CORP COM 680223104 899 96675 SH DEFINED 1 96675
OLIN CORP COM PAR $1 680665205 695 32000 SH DEFINED 1 32000
OLYMPIC STEEL INC COM 68162K106 20 1163 SH DEFINED 1 1163
OM GROUP INC COM 670872100 76 4107 SH DEFINED 1 4107
OMEGA HEALTHCARE INVS INC COM 681936100 989 43500 SH DEFINED 1 43500
OMNICARE INC COM 681904108 1518 44700 SH DEFINED 1 44700
OMNICARE INC NOTE 3.750%12/1 681904AN8 8687 6150000 PRN DEFINED 1 6150000
OMNICELL INC COM 68213N109 11829 850976 SH DEFINED 1 850976
OMNICOM GROUP INC COM 681919106 1872 36300 SH DEFINED 1 36300
ON ASSIGNMENT INC COM 682159108 2842 142671 SH DEFINED 1 142671
ON SEMICONDUCTOR CORP COM 682189105 270 43700 SH DEFINED 1 43700
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 6109 6000000 PRN DEFINED 1 6000000
ONEOK INC NEW COM 682680103 6647 137600 SH DEFINED 1 137600
OPENTABLE INC COM 68372A104 119 2868 SH DEFINED 1 2868
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 40 2419 SH DEFINED 1 2419
OPNET TECHNOLOGIES INC COM 683757108 66 1934 SH DEFINED 1 1934
ORACLE CORP COM 68389X105 64443 2046445 SH DEFINED 1 2046445
ORBITAL SCIENCES CORP COM 685564106 109 7490 SH DEFINED 1 7490
ORION MARINE GROUP INC COM 68628V308 26 3442 SH DEFINED 1 3442
ORITANI FINL CORP DEL COM 68633D103 74 4932 SH DEFINED 1 4932
OSHKOSH CORP COM 688239201 7421 270549 SH DEFINED 1 270549
OSI SYSTEMS INC COM 671044105 184 2369 SH DEFINED 1 2369
OTELCO INC UNIT 99/99/9999 688823202 407 225000 SH DEFINED 1 225000
OVERSEAS SHIPHOLDING GROUP I COM 690368105 483 73137 SH DEFINED 1 73137
OWENS & MINOR INC NEW COM 690732102 760 25450 SH DEFINED 1 25450
OWENS CORNING NEW COM 690742101 19716 589234 SH DEFINED 1 589234
OWENS ILL INC COM NEW 690768403 411 21900 SH DEFINED 1 21900
OXFORD INDS INC COM 691497309 102 1809 SH DEFINED 1 1809
PACCAR INC COM 693718108 2405 60075 SH DEFINED 1 60075
PACKAGING CORP AMER COM 695156109 1427 39300 SH DEFINED 1 39300
PACWEST BANCORP DEL COM 695263103 95 4081 SH DEFINED 1 4081
PALL CORP COM 696429307 981 15450 SH DEFINED 1 15450
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 21 2259 SH DEFINED 1 2259
PANERA BREAD CO CL A 69840W108 1931 11300 SH DEFINED 1 11300
PAPA JOHNS INTL INC COM 698813102 119 2230 SH DEFINED 1 2230
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 1038 47600 SH DEFINED 1 47600
PAREXEL INTL CORP COM 699462107 235 7637 SH DEFINED 1 7637
PARK ELECTROCHEMICAL CORP COM 700416209 61 2454 SH DEFINED 1 2454
PARKER HANNIFIN CORP COM 701094104 1681 20112 SH DEFINED 1 20112
PARKWAY PPTYS INC COM 70159Q104 37 2771 SH DEFINED 1 2771
PATTERSON COMPANIES INC COM 703395103 1793 52369 SH DEFINED 1 52369
PATTERSON UTI ENERGY INC COM 703481101 963 60800 SH DEFINED 1 60800
PAYCHEX INC COM 704326107 1429 42935 SH DEFINED 1 42935
PC-TEL INC COM 69325Q105 16 2204 SH DEFINED 1 2204
PDC ENERGY INC COM 69327R101 1203 38028 SH DEFINED 1 38028
PEABODY ENERGY CORP COM 704549104 1309 58719 SH DEFINED 1 58719
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 35011 41250000 PRN DEFINED 1 41250000
PEETS COFFEE & TEA INC COM 705560100 122 1670 SH DEFINED 1 1670
PENN NATL GAMING INC COM 707569109 28454 660195 SH DEFINED 1 660195
PENN VA CORP COM 707882106 1021 164632 SH DEFINED 1 164632
PENNEY J C INC COM 708160106 472 19450 SH DEFINED 1 19450
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 106 6679 SH DEFINED 1 6679
PENSKE AUTOMOTIVE GRP INC COM 70959W103 7444 247400 SH DEFINED 1 247400
PEOPLES UNITED FINANCIAL INC COM 712704105 2226 183400 SH DEFINED 1 183400
PEP BOYS MANNY MOE & JACK COM 713278109 68 6723 SH DEFINED 1 6723
PEPCO HOLDINGS INC COM 713291102 575 30400 SH DEFINED 1 30400
PEPSICO INC COM 713448108 74422 1051597 SH DEFINED 1 1051597
PERFICIENT INC COM 71375U101 51 4186 SH DEFINED 1 4186
PERFORMANT FINL CORP COM 71377E105 2684 251550 SH DEFINED 1 251550
PERICOM SEMICONDUCTOR CORP COM 713831105 24 2718 SH DEFINED 1 2718
PERKINELMER INC COM 714046109 445 15100 SH DEFINED 1 15100
PERRIGO CO COM 714290103 17251 148500 SH DEFINED 1 148500
PETMED EXPRESS INC COM 716382106 26 2591 SH DEFINED 1 2591
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 12495 544684 SH DEFINED 1 544684
PETROQUEST ENERGY INC COM 716748108 48 7162 SH DEFINED 1 7162
PETSMART INC COM 716768106 2987 43300 SH DEFINED 1 43300
PFIZER INC COM 717081103 87181 3508284 SH DEFINED 1 3508284
PG^E CORP COM 69331C108 7459 174814 SH DEFINED 1 174814
PHARMERICA CORP COM 71714F104 47 3746 SH DEFINED 1 3746
PHILIP MORRIS INTL INC COM 718172109 75929 844222 SH DEFINED 1 844222
PHILLIPS 66 COM 718546104 3854 83119 SH DEFINED 1 83119
PIEDMONT NAT GAS INC COM 720186105 297 9144 SH DEFINED 1 9144
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1810 104395 SH DEFINED 1 104395
PINNACLE ENTMT INC COM 723456109 97 7897 SH DEFINED 1 7897
PINNACLE FINL PARTNERS INC COM 72346Q104 80 4135 SH DEFINED 1 4135
PINNACLE WEST CAP CORP COM 723484101 2527 47860 SH DEFINED 1 47860
PIONEER ENERGY SVCS CORP COM 723664108 61 7869 SH DEFINED 1 7869
PIONEER NAT RES CO COM 723787107 1712 16400 SH DEFINED 1 16400
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 9338 5380000 PRN DEFINED 1 5380000
PIPER JAFFRAY COS COM 724078100 969 38073 SH DEFINED 1 38073
PITNEY BOWES INC COM 724479100 15066 1090187 SH DEFINED 1 1090187
PLAINS EXPL& PRODTN CO COM 726505100 1936 51666 SH DEFINED 1 51666
PLANTRONICS INC NEW COM 727493108 597 16900 SH DEFINED 1 16900
PLEXUS CORP COM 729132100 134 4438 SH DEFINED 1 4438
PLUM CREEK TIMBER CO INC COM 729251108 943 21500 SH DEFINED 1 21500
PNC FINL SVCS GROUP INC COM 693475105 24778 392682 SH DEFINED 1 392682
PNM RES INC COM 69349H107 2340 111250 SH DEFINED 1 111250
POLARIS INDS INC COM 731068102 38908 481115 SH DEFINED 1 481115
POLYCOM INC COM 73172K104 699 70800 SH DEFINED 1 70800
POLYONE CORP COM 73179P106 186 11242 SH DEFINED 1 11242
POLYPORE INTL INC COM 73179V103 460 13000 SH DEFINED 1 13000
POOL CORPORATION COM 73278L105 4472 107550 SH DEFINED 1 107550
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 8729 83590 SH DEFINED 1 83590
PORTLAND GEN ELEC CO COM NEW 736508847 1102 40745 SH DEFINED 1 40745
POST HLDGS INC COM 737446104 323 10750 SH DEFINED 1 10750
POST PPTYS INC COM 737464107 330 6876 SH DEFINED 1 6876
POTASH CORP SASK INC COM 73755L107 4971 114373 SH DEFINED 1 114373
POTLATCH CORP NEW COM 737630103 3548 94947 SH DEFINED 1 94947
POWELL INDS INC COM 739128106 44 1145 SH DEFINED 1 1145
POWER INTEGRATIONS INC COM 739276103 111 3658 SH DEFINED 1 3658
PPG INDS INC COM 693506107 28156 245174 SH DEFINED 1 245174
PPL CORP COM 69351T106 16186 557175 SH DEFINED 1 557175
PPL CORP UNIT 99/99/9999S 69351T114 8773 161000 SH DEFINED 1 161000
PRAXAIR INC COM 74005P104 27354 263325 SH DEFINED 1 263325
PRECISION CASTPARTS CORP COM 740189105 45573 279010 SH DEFINED 1 279010
PREMIERE GLOBAL SVCS INC COM 740585104 1935 207000 SH DEFINED 1 207000
PRESIDENTIAL LIFE CORP COM 740884101 38 2703 SH DEFINED 1 2703
PRESTIGE BRANDS HLDGS INC COM 74112D101 109 6403 SH DEFINED 1 6403
PRICE T ROWE GROUP INC COM 74144T108 2146 33900 SH DEFINED 1 33900
PRICELINE COM INC COM NEW 741503403 12560 20300 SH DEFINED 1 20300
PRINCIPAL FINL GROUP INC COM 74251V102 2151 79837 SH DEFINED 1 79837
PRIVATEBANCORP INC COM 742962103 119 7443 SH DEFINED 1 7443
PROASSURANCE CORP COM 74267C106 9559 105690 SH DEFINED 1 105690
PROCTER & GAMBLE CO COM 742718109 39458 568883 SH DEFINED 1 568883
PROGRESS SOFTWARE CORP COM 743312100 3519 164538 SH DEFINED 1 164538
PROGRESSIVE CORP OHIO COM 743315103 2062 99400 SH DEFINED 1 99400
PROLOGIS INC COM 74340W103 2144 61197 SH DEFINED 1 61197
PROOFPOINT INC COM 743424103 1722 115950 SH DEFINED 1 115950
PROSPECT CAPITAL CORPORATION COM 74348T102 213 18496 SH DEFINED 1 18496
PROSPERITY BANCSHARES INC COM 743606105 746 17500 SH DEFINED 1 17500
PROTECTIVE LIFE CORP COM 743674103 841 32100 SH DEFINED 1 32100
PROTO LABS INC COM 743713109 795 23500 SH DEFINED 1 23500
PROVIDENCE SVC CORP NOTE 6.500% 5/1 743815AB8 3349 3400000 PRN DEFINED 1 3400000
PROVIDENT FINL SVCS INC COM 74386T105 108 6867 SH DEFINED 1 6867
PRUDENTIAL FINL INC COM 744320102 4196 76980 SH DEFINED 1 76980
PRUDENTIAL PLC ADR 74435K204 5741 220802 SH DEFINED 1 220802
PS BUSINESS PKS INC CALIF COM 69360J107 152 2276 SH DEFINED 1 2276
PSS WORLD MED INC COM 69366A100 145 6379 SH DEFINED 1 6379
PUBLIC STORAGE COM 74460D109 2630 18900 SH DEFINED 1 18900
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2165 67272 SH DEFINED 1 67272
PULSE ELECTRONICS CORP COM 74586W106 4 5172 SH DEFINED 1 5172
PULTE GROUP INC COM 745867101 696 44935 SH DEFINED 1 44935
PVH CORP COM 693656100 2652 28300 SH DEFINED 1 28300
PVR PARTNERS L P COM UNIT REPTG L 693665101 9700 382200 SH DEFINED 1 382200
QEP RES INC COM 74733V100 750 23700 SH DEFINED 1 23700
QLOGIC CORP COM 747277101 432 37800 SH DEFINED 1 37800
QUAKER CHEM CORP COM 747316107 77 1651 SH DEFINED 1 1651
QUALCOMM INC COM 747525103 66307 1061075 SH DEFINED 1 1061075
QUALITY SYS INC COM 747582104 94 5044 SH DEFINED 1 5044
QUANEX BUILDING PRODUCTS COR COM 747619104 1859 98685 SH DEFINED 1 98685
QUANTA SVCS INC COM 74762E102 699 28300 SH DEFINED 1 28300
QUEST DIAGNOSTICS INC COM 74834L100 3946 62210 SH DEFINED 1 62210
QUEST SOFTWARE INC COM 74834T103 627 22400 SH DEFINED 1 22400
QUESTAR CORP COM 748356102 1431 70400 SH DEFINED 1 70400
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 140 7571 SH DEFINED 1 7571
QUICKSILVER RESOURCES INC COM 74837R104 196 47800 SH DEFINED 1 47800
QUIDEL CORP COM 74838J101 1836 97000 SH DEFINED 1 97000
QUIKSILVER INC COM 74838C106 52 15788 SH DEFINED 1 15788
QUINSTREET INC COM 74874Q100 27 3255 SH DEFINED 1 3255
RACKSPACE HOSTING INC COM 750086100 2875 43500 SH DEFINED 1 43500
RADIAN GROUP INC COM 750236101 649 149500 SH DEFINED 1 149500
RADISYS CORP COM 750459109 10 2899 SH DEFINED 1 2899
RALCORP HLDGS INC NEW COM 751028101 4230 57942 SH DEFINED 1 57942
RALPH LAUREN CORP CL A 751212101 1301 8600 SH DEFINED 1 8600
RANGE RES CORP COM 75281A109 1509 21600 SH DEFINED 1 21600
RAYMOND JAMES FINANCIAL INC COM 754730109 28439 775960 SH DEFINED 1 775960
RAYONIER INC COM 754907103 2411 49199 SH DEFINED 1 49199
RAYTHEON CO COM NEW 755111507 3013 52720 SH DEFINED 1 52720
REALTY INCOME CORP COM 756109104 2188 53500 SH DEFINED 1 53500
RED HAT INC COM 756577102 11479 201600 SH DEFINED 1 201600
RED ROBIN GOURMET BURGERS IN COM 75689M101 3022 92820 SH DEFINED 1 92820
REDWOOD TR INC COM 758075402 2185 151100 SH DEFINED 1 151100
REGAL BELOIT CORP COM 758750103 19016 269803 SH DEFINED 1 269803
REGENCY CTRS CORP COM 758849103 1754 36000 SH DEFINED 1 36000
REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 6152 263800 SH DEFINED 1 263800
REGENERON PHARMACEUTICALS COM 75886F107 4580 30000 SH DEFINED 1 30000
REGIONS FINANCIAL CORP NEW COM 7591EP100 2655 368290 SH DEFINED 1 368290
REGIS CORP MINN COM 758932107 423 23000 SH DEFINED 1 23000
REINSURANCE GROUP AMER INC COM NEW 759351604 2965 51242 SH DEFINED 1 51242
RELIANCE STEEL & ALUMINUM CO COM 759509102 1581 30200 SH DEFINED 1 30200
RENT A CTR INC NEW COM 76009N100 831 23700 SH DEFINED 1 23700
REPUBLIC SVCS INC COM 760759100 14127 513520 SH DEFINED 1 513520
RESMED INC COM 761152107 2303 56900 SH DEFINED 1 56900
RESOURCES CONNECTION INC COM 76122Q105 70 5328 SH DEFINED 1 5328
REYNOLDS AMERICAN INC COM 761713106 1911 44100 SH DEFINED 1 44100
RF MICRODEVICES INC COM 749941100 438 110900 SH DEFINED 1 110900
RITE AID CORP COM 767754104 9 7410 SH DEFINED 1 7410
RIVERBED TECHNOLOGY INC COM 768573107 8219 353050 SH DEFINED 1 353050
RLI CORP COM 749607107 144 2154 SH DEFINED 1 2154
ROBBINS & MYERS INC COM 770196103 3391 56901 SH DEFINED 1 56901
ROBERT HALF INTL INC COM 770323103 39226 1472984 SH DEFINED 1 1472984
ROCK-TENN CO CL A 772739207 2050 28400 SH DEFINED 1 28400
ROCKWELL AUTOMATION INC COM 773903109 1647 23685 SH DEFINED 1 23685
ROCKWELL COLLINS INC COM 774341101 2387 44493 SH DEFINED 1 44493
ROFIN SINAR TECHNOLOGIES INC COM 775043102 71 3622 SH DEFINED 1 3622
ROGERS COMMUNICATIONS INC CL B 775109200 1797 44380 SH DEFINED 1 44380
ROGERS CORP COM 775133101 88 2085 SH DEFINED 1 2085
ROLLINS INC COM 775711104 616 26330 SH DEFINED 1 26330
ROPER INDS INC NEW COM 776696106 25945 236101 SH DEFINED 1 236101
ROSE ROCK MIDSTREAM L P COM U REP LTD 777149105 16051 500000 SH DEFINED 1 500000
ROSETTA RESOURCES INC COM 777779307 9300 194150 SH DEFINED 1 194150
ROSS STORES INC COM 778296103 22120 342415 SH DEFINED 1 342415
ROVI CORP COM 779376102 634 43700 SH DEFINED 1 43700
ROWAN COMPANIES PLC SHS CL A G7665A101 559 16550 SH DEFINED 1 16550
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 2084 29228 SH DEFINED 1 29228
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 15569 224300 SH DEFINED 1 224300
ROYAL GOLD INC COM 780287108 7378 73886 SH DEFINED 1 73886
RPM INTL INC COM 749685103 1507 52800 SH DEFINED 1 52800
RTI INTL METALS INC COM 74973W107 92 3846 SH DEFINED 1 3846
RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 4178 4000000 PRN DEFINED 1 4000000
RUBICON TECHNOLOGY INC COM 78112T107 21 2173 SH DEFINED 1 2173
RUBY TUESDAY INC COM 781182100 55 7628 SH DEFINED 1 7628
RUDOLPH TECHNOLOGIES INC COM 781270103 43 4096 SH DEFINED 1 4096
RUE21 INC COM 781295100 62 1992 SH DEFINED 1 1992
RUTHS HOSPITALITY GROUP INC COM 783332109 29 4488 SH DEFINED 1 4488
RYDER SYS INC COM 783549108 266 6800 SH DEFINED 1 6800
RYLAND GROUP INC COM 783764103 170 5674 SH DEFINED 1 5674
S & T BANCORP INC COM 783859101 65 3671 SH DEFINED 1 3671
SABRA HEALTH CARE REIT INC COM 78573L106 94 4701 SH DEFINED 1 4701
SAFETY INS GROUP INC COM 78648T100 74 1612 SH DEFINED 1 1612
SAFEWAY INC COM NEW 786514208 515 32000 SH DEFINED 1 32000
SAGA COMMUNICATIONS INC CL A NEW 786598300 1767 43600 SH DEFINED 1 43600
SAIC INC COM 78390X101 443 36800 SH DEFINED 1 36800
SAKS INC COM 79377W108 423 41000 SH DEFINED 1 41000
SALESFORCE COM INC COM 79466L302 7070 46300 SH DEFINED 1 46300
SALIX PHARMACEUTICALS INC COM 795435106 268 6335 SH DEFINED 1 6335
SANDERSON FARMS INC COM 800013104 112 2535 SH DEFINED 1 2535
SANDISK CORP COM 80004C101 2178 50141 SH DEFINED 1 50141
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 11885 10500000 PRN DEFINED 1 10500000
SAUL CTRS INC COM 804395101 1529 34435 SH DEFINED 1 34435
SBA COMMUNICATIONS CORP COM 78388J106 34028 540990 SH DEFINED 1 540990
SCANA CORP NEW COM 80589M102 748 15500 SH DEFINED 1 15500
SCANSOURCE INC COM 806037107 112 3503 SH DEFINED 1 3503
SCHEIN HENRY INC COM 806407102 2814 35500 SH DEFINED 1 35500
SCHLUMBERGER LTD COM 806857108 69228 957111 SH DEFINED 1 957111
SCHNITZER STL INDS CL A 806882106 1408 50000 SH DEFINED 1 50000
SCHOLASTIC CORP COM 807066105 334 10500 SH DEFINED 1 10500
SCHULMAN A INC COM 808194104 89 3748 SH DEFINED 1 3748
SCHWAB CHARLES CORP NEW COM 808513105 3757 293741 SH DEFINED 1 293741
SCHWEITZER-MAUDUIT INTL INC COM 808541106 130 3953 SH DEFINED 1 3953
SCIENTIFIC GAMES CORP CL A 80874P109 188 22700 SH DEFINED 1 22700
SCOTTS MIRACLE GRO CO CL A 810186106 669 15400 SH DEFINED 1 15400
SCRIPPS E W CO OHIO CL A NEW 811054402 38 3600 SH DEFINED 1 3600
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1421 23200 SH DEFINED 1 23200
SEACOR HOLDINGS INC COM 811904101 211 2526 SH DEFINED 1 2526
SEAGATE TECHNOLOGY PLC SHS G7945M107 1457 47000 SH DEFINED 1 47000
SEALED AIR CORP NEW COM 81211K100 400 25842 SH DEFINED 1 25842
SEATTLE GENETICS INC COM 812578102 895 33200 SH DEFINED 1 33200
SEI INVESTMENTS CO COM 784117103 1163 54200 SH DEFINED 1 54200
SELECT COMFORT CORP COM 81616X103 225 7138 SH DEFINED 1 7138
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 3834 104196 SH DEFINED 1 104196
SELECTIVE INS GROUP INC COM 816300107 132 6972 SH DEFINED 1 6972
SEMGROUP CORP CL A 81663A105 11423 310000 SH DEFINED 1 310000
SEMPRA ENERGY COM 816851109 2057 31902 SH DEFINED 1 31902
SEMTECH CORP COM 816850101 664 26400 SH DEFINED 1 26400
SENECA FOODS CORP NEW CL A 817070501 32 1068 SH DEFINED 1 1068
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1540 70700 SH DEFINED 1 70700
SENSIENT TECHNOLOGIES CORP COM 81725T100 735 20000 SH DEFINED 1 20000
SERVICE CORP INTL COM 817565104 1159 86100 SH DEFINED 1 86100
SERVICENOW INC COM 81762P102 1520 39309 SH DEFINED 1 39309
SHAW GROUP INC COM 820280105 1154 26456 SH DEFINED 1 26456
SHERWIN WILLIAMS CO COM 824348106 1700 11413 SH DEFINED 1 11413
SHIRE PLC SPONSORED ADR 82481R106 852 9600 SH DEFINED 1 9600
SHUFFLE MASTER INC COM 825549108 7247 458399 SH DEFINED 1 458399
SIEMENS A G SPONSORED ADR 826197501 22933 228990 SH DEFINED 1 228990
SIGMA ALDRICH CORP COM 826552101 1159 16100 SH DEFINED 1 16100
SIGMA DESIGNS INC COM 826565103 28 4230 SH DEFINED 1 4230
SIGNATURE BK NEW YORK N Y COM 82669G104 4521 67400 SH DEFINED 1 67400
SIGNET JEWELERS LIMITED SHS G81276100 6909 141700 SH DEFINED 1 141700
SILGAN HOLDINGS INC COM 827048109 858 19713 SH DEFINED 1 19713
SILICON LABORATORIES INC COM 826919102 566 15400 SH DEFINED 1 15400
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 52 2123 SH DEFINED 1 2123
SIMON PPTY GROUP INC NEW COM 828806109 15339 101042 SH DEFINED 1 101042
SIMPSON MANUFACTURING CO INC COM 829073105 146 5088 SH DEFINED 1 5088
SIRIUS XM RADIO INC COM 82967N108 318 122300 SH DEFINED 1 122300
SKECHERS U S A INC CL A 830566105 99 4830 SH DEFINED 1 4830
SKYWEST INC COM 830879102 67 6502 SH DEFINED 1 6502
SKYWORKS SOLUTIONS INC COM 83088M102 14273 605675 SH DEFINED 1 605675
SL GREEN RLTY CORP COM 78440X101 2891 36100 SH DEFINED 1 36100
SLM CORP COM 78442P106 3696 235142 SH DEFINED 1 235142
SM ENERGY CO COM 78454L100 1412 26100 SH DEFINED 1 26100
SMITH A O COM 831865209 283 4922 SH DEFINED 1 4922
SMITHFIELD FOODS INC COM 832248108 1059 53900 SH DEFINED 1 53900
SMUCKER J M CO COM NEW 832696405 1304 15100 SH DEFINED 1 15100
SNAP ON INC COM 833034101 9765 135867 SH DEFINED 1 135867
SNYDERS-LANCE INC COM 833551104 152 6089 SH DEFINED 1 6089
SOLARWINDS INC COM 83416B109 1360 24400 SH DEFINED 1 24400
SOLERA HOLDINGS INC COM 83421A104 1228 28000 SH DEFINED 1 28000
SONIC AUTOMOTIVE INC CL A 83545G102 90 4720 SH DEFINED 1 4720
SONIC CORP COM 835451105 71 6924 SH DEFINED 1 6924
SONOCO PRODS CO COM 835495102 1833 59148 SH DEFINED 1 59148
SONUS NETWORKS INC COM 835916107 892 474500 SH DEFINED 1 474500
SOTHEBYS COM 835898107 854 27100 SH DEFINED 1 27100
SOURCEFIRE INC COM 83616T108 11975 244230 SH DEFINED 1 244230
SOUTH JERSEY INDS INC COM 838518108 207 3916 SH DEFINED 1 3916
SOUTHERN CO COM 842587107 5323 115500 SH DEFINED 1 115500
SOUTHWEST AIRLS CO COM 844741108 2824 321994 SH DEFINED 1 321994
SOUTHWEST GAS CORP COM 844895102 3534 79953 SH DEFINED 1 79953
SOUTHWESTERN ENERGY CO COM 845467109 13359 384109 SH DEFINED 1 384109
SOVRAN SELF STORAGE INC COM 84610H108 216 3736 SH DEFINED 1 3736
SPARTAN MTRS INC COM 846819100 20 3953 SH DEFINED 1 3953
SPARTAN STORES INC COM 846822104 42 2759 SH DEFINED 1 2759
SPDR S^P 500 ETF TR TR UNIT 78462F103 119298 828634 SH DEFINED 1 828634
SPDR S^P MIDCAP 400 ETF TR UTSER1 S^PDCRP 78467Y107 87314 485294 SH DEFINED 1 485294
SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 3470 86300 SH DEFINED 1 86300
SPDR SERIES TRUST S^P BIOTECH 78464A870 21146 226379 SH DEFINED 1 226379
SPDR SERIES TRUST S^P DIVID ETF 78464A763 12007 206660 SH DEFINED 1 206660
SPECTRA ENERGY CORP COM 847560109 4092 139386 SH DEFINED 1 139386
SPECTRUM PHARMACEUTICALS INC COM 84763A108 76 6529 SH DEFINED 1 6529
SPEEDWAY MOTORSPORTS INC COM 847788106 69 4505 SH DEFINED 1 4505
SPRINT NEXTEL CORP COM SER 1 852061100 2201 398802 SH DEFINED 1 398802
SPS COMM INC COM 78463M107 19423 504887 SH DEFINED 1 504887
SPX CORP COM 784635104 14479 221350 SH DEFINED 1 221350
ST JUDE MED INC COM 790849103 1757 41700 SH DEFINED 1 41700
STAGE STORES INC COM NEW 85254C305 84 3991 SH DEFINED 1 3991
STAMPS COM INC COM NEW 852857200 43 1874 SH DEFINED 1 1874
STANCORP FINL GROUP INC COM 852891100 553 17700 SH DEFINED 1 17700
STANDARD MTR PRODS INC COM 853666105 46 2475 SH DEFINED 1 2475
STANDARD PAC CORP NEW COM 85375C101 95 14024 SH DEFINED 1 14024
STANDEX INTL CORP COM 854231107 71 1600 SH DEFINED 1 1600
STANLEY BLACK & DECKER INC COM 854502101 22873 299970 SH DEFINED 1 299970
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 6301 50115 SH DEFINED 1 50115
STANLEY FURNITURE CO INC COM NEW 854305208 443 91000 SH DEFINED 1 91000
STAPLES INC COM 855030102 3676 319140 SH DEFINED 1 319140
STARBUCKS CORP COM 855244109 27111 534200 SH DEFINED 1 534200
STARWOOD HOTELS^RESORTS WRLD COM 85590A401 1524 26300 SH DEFINED 1 26300
STATE STR CORP COM 857477103 3234 77076 SH DEFINED 1 77076
STEEL DYNAMICS INC COM 858119100 986 87800 SH DEFINED 1 87800
STEIN MART INC COM 858375108 1962 230494 SH DEFINED 1 230494
STEPAN CO COM 858586100 101 1053 SH DEFINED 1 1053
STERICYCLE INC COM 858912108 1023 11300 SH DEFINED 1 11300
STERIS CORP COM 859152100 1900 53553 SH DEFINED 1 53553
STERLING BANCORP COM 859158107 39 3922 SH DEFINED 1 3922
STEWART INFORMATION SVCS COR COM 860372101 45 2259 SH DEFINED 1 2259
STIFEL FINL CORP COM 860630102 10511 312815 SH DEFINED 1 312815
STONE ENERGY CORP COM 861642106 158 6284 SH DEFINED 1 6284
STR HLDGS INC COM 78478V100 15 4918 SH DEFINED 1 4918
STRAYER ED INC COM 863236105 309 4800 SH DEFINED 1 4800
STRYKER CORP COM 863667101 3522 63279 SH DEFINED 1 63279
STURM RUGER & CO INC COM 864159108 120 2431 SH DEFINED 1 2431
SUN HYDRAULICS CORP COM 866942105 4771 179550 SH DEFINED 1 179550
SUN LIFE FINL INC COM 866796105 1378 59300 SH DEFINED 1 59300
SUNCOKE ENERGY INC COM 86722A103 143 8890 SH DEFINED 1 8890
SUNOCO INC COM 86764P109 660 14100 SH DEFINED 1 14100
SUNTRUST BKS INC COM 867914103 6303 222973 SH DEFINED 1 222973
SUPER MICRO COMPUTER INC COM 86800U104 40 3316 SH DEFINED 1 3316
SUPERIOR ENERGY SVCS INC COM 868157108 1293 63000 SH DEFINED 1 63000
SUPERIOR INDS INTL INC COM 868168105 50 2935 SH DEFINED 1 2935
SUPERTEX INC COM 868532102 24 1347 SH DEFINED 1 1347
SUPERVALU INC COM 868536103 206 85600 SH DEFINED 1 85600
SURMODICS INC COM 868873100 31 1543 SH DEFINED 1 1543
SUSQUEHANNA BANCSHARES INC P COM 869099101 247 23652 SH DEFINED 1 23652
SVB FINL GROUP COM 78486Q101 6820 112800 SH DEFINED 1 112800
SWIFT ENERGY CO COM 870738101 1519 72764 SH DEFINED 1 72764
SWS GROUP INC COM 78503N107 22 3587 SH DEFINED 1 3587
SYKES ENTERPRISES INC COM 871237103 67 4953 SH DEFINED 1 4953
SYMANTEC CORP COM 871503108 1725 95854 SH DEFINED 1 95854
SYMETRA FINL CORP COM 87151Q106 473 38467 SH DEFINED 1 38467
SYMMETRICOM INC COM 871543104 37 5280 SH DEFINED 1 5280
SYMMETRY MED INC COM 871546206 46 4647 SH DEFINED 1 4647
SYNACOR INC COM 871561106 1015 133908 SH DEFINED 1 133908
SYNAPTICS INC COM 87157D109 101 4187 SH DEFINED 1 4187
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 11702 511003 SH DEFINED 1 511003
SYNNEX CORP COM 87162W100 2964 90961 SH DEFINED 1 90961
SYNOPSYS INC COM 871607107 1971 59700 SH DEFINED 1 59700
SYNOVUS FINL CORP COM 87161C105 746 314800 SH DEFINED 1 314800
SYSCO CORP COM 871829107 3219 102952 SH DEFINED 1 102952
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2857 180595 SH DEFINED 1 180595
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 119 11439 SH DEFINED 1 11439
TANGER FACTORY OUTLET CTRS I COM 875465106 385 11911 SH DEFINED 1 11911
TANGOE INC COM 87582Y108 8272 630042 SH DEFINED 1 630042
TARGA RES CORP COM 87612G101 12813 254521 SH DEFINED 1 254521
TARGET CORP COM 87612E106 55955 881592 SH DEFINED 1 881592
TAUBMAN CTRS INC COM 876664103 1895 24700 SH DEFINED 1 24700
TCF FINL CORP COM 872275102 780 65300 SH DEFINED 1 65300
TE CONNECTIVITY LTD REG SHS H84989104 9381 275830 SH DEFINED 1 275830
TECH DATA CORP COM 878237106 684 15100 SH DEFINED 1 15100
TECHNE CORP COM 878377100 1000 13900 SH DEFINED 1 13900
TECO ENERGY INC COM 872375100 1153 65000 SH DEFINED 1 65000
TEEKAY TANKERS LTD CL A Y8565N102 795 212500 SH DEFINED 1 212500
TELEDYNE TECHNOLOGIES INC COM 879360105 296 4671 SH DEFINED 1 4671
TELEFLEX INC COM 879369106 1129 16400 SH DEFINED 1 16400
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 6294 5000000 PRN DEFINED 1 5000000
TELEPHONE & DATA SYS INC COM NEW 879433829 1036 40462 SH DEFINED 1 40462
TELETECH HOLDINGS INC COM 879939106 50 2906 SH DEFINED 1 2906
TELLABS INC COM 879664100 490 138300 SH DEFINED 1 138300
TEMPUR PEDIC INTL INC COM 88023U101 714 23900 SH DEFINED 1 23900
TENARIS S A SPONSORED ADR 88031M109 1473 36128 SH DEFINED 1 36128
TENET HEALTHCARE CORP COM 88033G100 345 55050 SH DEFINED 1 55050
TENNANT CO COM 880345103 101 2361 SH DEFINED 1 2361
TERADATA CORP DEL COM 88076W103 27186 360514 SH DEFINED 1 360514
TERADYNE INC COM 880770102 4513 317348 SH DEFINED 1 317348
TEREX CORP NEW COM 880779103 1000 44300 SH DEFINED 1 44300
TERNIUM SA SPON ADR 880890108 716 36470 SH DEFINED 1 36470
TESORO CORP COM 881609101 784 18700 SH DEFINED 1 18700
TESORO LOGISTICS LP COM UNIT LP 88160T107 13725 316166 SH DEFINED 1 316166
TESSERA TECHNOLOGIES INC COM 88164L100 90 6591 SH DEFINED 1 6591
TETRA TECH INC NEW COM 88162G103 212 8076 SH DEFINED 1 8076
TETRA TECHNOLOGIES INC DEL COM 88162F105 1270 209900 SH DEFINED 1 209900
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 253 5089 SH DEFINED 1 5089
TEXAS INDS INC COM 882491103 1188 29229 SH DEFINED 1 29229
TEXAS INSTRS INC COM 882508104 5769 209400 SH DEFINED 1 209400
TEXAS ROADHOUSE INC COM 882681109 127 7410 SH DEFINED 1 7410
TEXTRON INC COM 883203101 976 37300 SH DEFINED 1 37300
THERMO FISHER SCIENTIFIC INC COM 883556102 7630 129700 SH DEFINED 1 129700
THERMON GROUP HLDGS INC COM 88362T103 3749 150000 SH DEFINED 1 150000
THOMPSON CREEK METALS CO INC UNIT 99/99/9999 884768300 2826 160000 SH DEFINED 1 160000
THOR INDS INC COM 885160101 639 17600 SH DEFINED 1 17600
THORATEC CORP COM NEW 885175307 817 23600 SH DEFINED 1 23600
TIBCO SOFTWARE INC COM 88632Q103 1865 61700 SH DEFINED 1 61700
TIDEWATER INC COM 886423102 971 20000 SH DEFINED 1 20000
TIFFANY & CO NEW COM 886547108 2665 43067 SH DEFINED 1 43067
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1239 64440 SH DEFINED 1 64440
TIME WARNER CABLE INC COM 88732J207 7853 82615 SH DEFINED 1 82615
TIME WARNER INC COM NEW 887317303 13726 302806 SH DEFINED 1 302806
TIMKEN CO COM 887389104 1204 32400 SH DEFINED 1 32400
TITANIUM METALS CORP COM NEW 888339207 140 10900 SH DEFINED 1 10900
TJX COS INC NEW COM 872540109 15051 336027 SH DEFINED 1 336027
TNS INC COM 872960109 927 62000 SH DEFINED 1 62000
TOLL BROTHERS INC COM 889478103 1994 60000 SH DEFINED 1 60000
TOMPKINS FINANCIAL CORPORATI COM 890110109 59 1451 SH DEFINED 1 1451
TOOTSIE ROLL INDS INC COM 890516107 223 8277 SH DEFINED 1 8277
TORCHMARK CORP COM 891027104 847 16485 SH DEFINED 1 16485
TORO CO COM 891092108 296 7452 SH DEFINED 1 7452
TOTAL S A SPONSORED ADR 89151E109 726 14490 SH DEFINED 1 14490
TOTAL SYS SVCS INC COM 891906109 507 21378 SH DEFINED 1 21378
TOWER GROUP INC COM 891777104 85 4382 SH DEFINED 1 4382
TOWERS WATSON & CO CL A 891894107 1215 22900 SH DEFINED 1 22900
TRACTOR SUPPLY CO COM 892356106 2808 28400 SH DEFINED 1 28400
TRANSCANADA CORP COM 89353D107 669 14700 SH DEFINED 1 14700
TRANSDIGM GROUP INC COM 893641100 17733 124996 SH DEFINED 1 124996
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 22840 22871000 PRN DEFINED 1 22871000
TRAVELERS COMPANIES INC COM 89417E109 12822 187841 SH DEFINED 1 187841
TREDEGAR CORP COM 894650100 54 3056 SH DEFINED 1 3056
TREEHOUSE FOODS INC COM 89469A104 241 4588 SH DEFINED 1 4588
TRIMBLE NAVIGATION LTD COM 896239100 2402 50400 SH DEFINED 1 50400
TRINITY INDS INC COM 896522109 949 31650 SH DEFINED 1 31650
TRIPADVISOR INC COM 896945201 443 13450 SH DEFINED 1 13450
TRIPLE-S MGMT CORP CL B 896749108 1799 86100 SH DEFINED 1 86100
TRIQUINT SEMICONDUCTOR INC COM 89674K103 105 20773 SH DEFINED 1 20773
TRIUMPH GROUP INC NEW COM 896818101 1251 20000 SH DEFINED 1 20000
TRUE RELIGION APPAREL INC COM 89784N104 757 35476 SH DEFINED 1 35476
TRUEBLUE INC COM 89785X101 80 5094 SH DEFINED 1 5094
TRUSTCO BK CORP N Y COM 898349105 68 11901 SH DEFINED 1 11901
TRUSTMARK CORP COM 898402102 633 26000 SH DEFINED 1 26000
TTM TECHNOLOGIES INC COM 87305R109 63 6652 SH DEFINED 1 6652
TUESDAY MORNING CORP COM NEW 899035505 35 5295 SH DEFINED 1 5295
TUPPERWARE BRANDS CORP COM 899896104 1195 22300 SH DEFINED 1 22300
TURQUOISE HILL RES LTD COM 900435108 11017 1299171 SH DEFINED 1 1299171
TW TELECOM INC COM 87311L104 14010 537403 SH DEFINED 1 537403
TYCO INTERNATIONAL LTD SHS H89128104 7142 126951 SH DEFINED 1 126951
TYLER TECHNOLOGIES INC COM 902252105 146 3306 SH DEFINED 1 3306
TYSON FOODS INC CL A 902494103 615 38400 SH DEFINED 1 38400
U S G CORP COM NEW 903293405 1065 48500 SH DEFINED 1 48500
U S PHYSICAL THERAPY INC COM 90337L108 4440 160700 SH DEFINED 1 160700
UDR INC COM 902653104 2487 100202 SH DEFINED 1 100202
UGI CORP NEW COM 902681105 1432 45100 SH DEFINED 1 45100
UIL HLDG CORP COM 902748102 231 6428 SH DEFINED 1 6428
ULTA SALON COSMETCS & FRAG I COM 90384S303 4767 49500 SH DEFINED 1 49500
ULTIMATE SOFTWARE GROUP INC COM 90385D107 16664 163210 SH DEFINED 1 163210
ULTRA PETROLEUM CORP COM 903914109 195 8850 SH DEFINED 1 8850
ULTRATECH INC COM 904034105 105 3353 SH DEFINED 1 3353
UMB FINL CORP COM 902788108 200 4118 SH DEFINED 1 4118
UMPQUA HLDGS CORP COM 904214103 183 14196 SH DEFINED 1 14196
UNDER ARMOUR INC CL A 904311107 1731 31000 SH DEFINED 1 31000
UNIFIRST CORP MASS COM 904708104 127 1897 SH DEFINED 1 1897
UNION PAC CORP COM 907818108 27084 228170 SH DEFINED 1 228170
UNIT CORP COM 909218109 718 17300 SH DEFINED 1 17300
UNITED BANKSHARES INC WEST V COM 909907107 145 5804 SH DEFINED 1 5804
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 49 5855 SH DEFINED 1 5855
UNITED CONTL HLDGS INC COM 910047109 2282 117000 SH DEFINED 1 117000
UNITED FIRE GROUP INC COM 910340108 70 2775 SH DEFINED 1 2775
UNITED NAT FOODS INC COM 911163103 5881 100622 SH DEFINED 1 100622
UNITED ONLINE INC COM 911268100 63 11499 SH DEFINED 1 11499
UNITED PARCEL SERVICE INC CL B 911312106 25131 351140 SH DEFINED 1 351140
UNITED RENTALS INC COM 911363109 1214 37123 SH DEFINED 1 37123
UNITED STATES STL CORP NEW COM 912909108 365 19150 SH DEFINED 1 19150
UNITED STATIONERS INC COM 913004107 134 5141 SH DEFINED 1 5141
UNITED TECHNOLOGIES CORP COM 913017109 58465 746772 SH DEFINED 1 746772
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 8982 160000 SH DEFINED 1 160000
UNITED THERAPEUTICS CORP DEL COM 91307C102 1078 19300 SH DEFINED 1 19300
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAE2 10172 7735000 PRN DEFINED 1 7735000
UNITEDHEALTH GROUP INC COM 91324P102 24430 440894 SH DEFINED 1 440894
UNIVERSAL CORP VA COM 913456109 479 9400 SH DEFINED 1 9400
UNIVERSAL ELECTRS INC COM 913483103 33 1901 SH DEFINED 1 1901
UNIVERSAL FST PRODS INC COM 913543104 2887 69504 SH DEFINED 1 69504
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 74 1609 SH DEFINED 1 1609
UNIVERSAL HLTH SVCS INC CL B 913903100 1614 35300 SH DEFINED 1 35300
UNIVERSAL TECHNICAL INST INC COM 913915104 37 2731 SH DEFINED 1 2731
UNS ENERGY CORP COM 903119105 219 5235 SH DEFINED 1 5235
UNUM GROUP COM 91529Y106 1828 95111 SH DEFINED 1 95111
URBAN OUTFITTERS INC COM 917047102 556 14800 SH DEFINED 1 14800
URS CORP NEW COM 903236107 1088 30800 SH DEFINED 1 30800
URSTADT BIDDLE PPTYS INS CL A 917286205 60 2988 SH DEFINED 1 2988
US BANCORP DEL COM NEW 902973304 16659 485681 SH DEFINED 1 485681
USA MOBILITY INC COM 90341G103 33 2810 SH DEFINED 1 2810
UTI WORLDWIDE INC ORD G87210103 560 41600 SH DEFINED 1 41600
V F CORP COM 918204108 27388 171861 SH DEFINED 1 171861
VALASSIS COMMUNICATIONS INC COM 918866104 393 15900 SH DEFINED 1 15900
VALE S A ADR 91912E105 3060 170937 SH DEFINED 1 170937
VALERO ENERGY CORP NEW COM 91913Y100 2808 88630 SH DEFINED 1 88630
VALLEY NATL BANCORP COM 919794107 792 79086 SH DEFINED 1 79086
VALMONT INDS INC COM 920253101 8133 61850 SH DEFINED 1 61850
VALSPAR CORP COM 920355104 1896 33800 SH DEFINED 1 33800
VALUECLICK INC COM 92046N102 486 28300 SH DEFINED 1 28300
VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 346136 8290688 SH DEFINED 1 8290688
VANGUARD TAX MANAGED INTL FD MSCI EAFE ETF 921943858 94507 2875162 SH DEFINED 1 2875162
VANTIV INC CL A 92210H105 578 26800 SH DEFINED 1 26800
VARIAN MED SYS INC COM 92220P105 893 14800 SH DEFINED 1 14800
VASCO DATA SEC INTL INC COM 92230Y104 34 3647 SH DEFINED 1 3647
VCA ANTECH INC COM 918194101 694 35200 SH DEFINED 1 35200
VECTREN CORP COM 92240G101 1570 54900 SH DEFINED 1 54900
VEECO INSTRS INC DEL COM 922417100 149 4968 SH DEFINED 1 4968
VENTAS INC COM 92276F100 4426 71100 SH DEFINED 1 71100
VERIFONE SYS INC COM 92342Y109 20274 727956 SH DEFINED 1 727956
VERISIGN INC COM 92343E102 1022 21000 SH DEFINED 1 21000
VERIZON COMMUNICATIONS INC COM 92343V104 21055 462032 SH DEFINED 1 462032
VERTEX PHARMACEUTICALS INC COM 92532F100 21030 375874 SH DEFINED 1 375874
VERTEX PHARMACEUTICALS INC NOTE 3.350%10/0 92532FAN0 2458 1914000 PRN DEFINED 1 1914000
VIACOM INC NEW CL B 92553P201 37802 705399 SH DEFINED 1 705399
VIAD CORP COM NEW 92552R406 54 2570 SH DEFINED 1 2570
VIASAT INC COM 92552V100 188 5025 SH DEFINED 1 5025
VICOR CORP COM 925815102 17 2493 SH DEFINED 1 2493
VIEWPOINT FINL GROUP INC MD COM 92672A101 86 4495 SH DEFINED 1 4495
VIROPHARMA INC COM 928241108 263 8717 SH DEFINED 1 8717
VIRTUS INVT PARTNERS INC COM 92828Q109 63 735 SH DEFINED 1 735
VIRTUSA CORP COM 92827P102 45 2521 SH DEFINED 1 2521
VISA INC COM CL A 92826C839 27897 207750 SH DEFINED 1 207750
VISHAY INTERTECHNOLOGY INC COM 928298108 519 52787 SH DEFINED 1 52787
VITAMIN SHOPPE INC COM 92849E101 7487 128371 SH DEFINED 1 128371
VIVUS INC COM 928551100 3630 203700 SH DEFINED 1 203700
VMWARE INC CL A COM 928563402 4876 50400 SH DEFINED 1 50400
VOCERA COMMUNICATIONS INC COM 92857F107 4238 137100 SH DEFINED 1 137100
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 22353 784452 SH DEFINED 1 784452
VOLCANO CORPORATION COM 928645100 3381 118350 SH DEFINED 1 118350
VOLTERRA SEMICONDUCTOR CORP COM 928708106 71 3230 SH DEFINED 1 3230
VORNADO RLTY TR SH BEN INT 929042109 2000 24674 SH DEFINED 1 24674
VOXX INTL CORP CL A 91829F104 18 2404 SH DEFINED 1 2404
VULCAN MATLS CO COM 929160109 4451 94100 SH DEFINED 1 94100
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 6005 6005000 PRN DEFINED 1 6005000
WABTEC CORP COM 929740108 1542 19200 SH DEFINED 1 19200
WADDELL & REED FINL INC CL A 930059100 1127 34400 SH DEFINED 1 34400
WALGREEN CO COM 931422109 19868 545234 SH DEFINED 1 545234
WAL-MART STORES INC COM 931142103 24220 328187 SH DEFINED 1 328187
WARNACO GROUP INC COM NEW 934390402 851 16400 SH DEFINED 1 16400
WASHINGTON FED INC COM 938824109 712 42665 SH DEFINED 1 42665
WASHINGTON POST CO CL B 939640108 218 600 SH DEFINED 1 600
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1885 70300 SH DEFINED 1 70300
WASTE CONNECTIONS INC COM 941053100 5153 170350 SH DEFINED 1 170350
WASTE MGMT INC DEL COM 94106L109 2715 84641 SH DEFINED 1 84641
WATERS CORP COM 941848103 983 11800 SH DEFINED 1 11800
WATSCO INC COM 942622200 902 11900 SH DEFINED 1 11900
WATSON PHARMACEUTICALS INC COM 942683103 17449 204900 SH DEFINED 1 204900
WATTS WATER TECHNOLOGIES INC CL A 942749102 133 3524 SH DEFINED 1 3524
WAUSAU PAPER CORP COM 943315101 1703 183882 SH DEFINED 1 183882
WD-40 CO COM 929236107 99 1883 SH DEFINED 1 1883
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 22849 1801974 SH DEFINED 1 1801974
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 11972 14500000 PRN DEFINED 1 14500000
WEBSENSE INC COM 947684106 1778 113612 SH DEFINED 1 113612
WEBSTER FINL CORP CONN COM 947890109 685 28900 SH DEFINED 1 28900
WEINGARTEN RLTY INVS SH BEN INT 948741103 1257 44700 SH DEFINED 1 44700
WELLCARE HEALTH PLANS INC COM 94946T106 978 17300 SH DEFINED 1 17300
WELLPOINT INC COM 94973V107 3264 56270 SH DEFINED 1 56270
WELLS FARGO & CO NEW COM 949746101 81465 2359256 SH DEFINED 1 2359256
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 27883 22390 SH DEFINED 1 22390
WENDYS CO COM 95058W100 513 112700 SH DEFINED 1 112700
WERNER ENTERPRISES INC COM 950755108 381 17850 SH DEFINED 1 17850
WESCO INTL INC COM 95082P105 32562 569262 SH DEFINED 1 569262
WEST PHARMACEUTICAL SVSC INC COM 955306105 4220 79518 SH DEFINED 1 79518
WESTAMERICA BANCORPORATION COM 957090103 1784 37911 SH DEFINED 1 37911
WESTAR ENERGY INC COM 95709T100 3451 116361 SH DEFINED 1 116361
WESTERN DIGITAL CORP COM 958102105 3521 90916 SH DEFINED 1 90916
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 13362 265070 SH DEFINED 1 265070
WESTERN UN CO COM 959802109 1486 81532 SH DEFINED 1 81532
WESTLAKE CHEM CORP COM 960413102 14145 193608 SH DEFINED 1 193608
WEYERHAEUSER CO COM 962166104 13485 515865 SH DEFINED 1 515865
WGL HLDGS INC COM 92924F106 833 20700 SH DEFINED 1 20700
WHIRLPOOL CORP COM 963320106 11435 137926 SH DEFINED 1 137926
WHITING PETE CORP NEW COM 966387102 10402 219550 SH DEFINED 1 219550
WHOLE FOODS MKT INC COM 966837106 14089 144650 SH DEFINED 1 144650
WILEY JOHN & SONS INC CL A 968223206 864 18800 SH DEFINED 1 18800
WILLIAMS COS INC DEL COM 969457100 17772 508200 SH DEFINED 1 508200
WILLIAMS SONOMA INC COM 969904101 1526 34700 SH DEFINED 1 34700
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 1636 44300 SH DEFINED 1 44300
WILSHIRE BANCORP INC COM 97186T108 50 7869 SH DEFINED 1 7869
WINDSTREAM CORP COM 97381W104 792 78292 SH DEFINED 1 78292
WINNEBAGO INDS INC COM 974637100 2005 158710 SH DEFINED 1 158710
WINTRUST FINANCIAL CORP COM 97650W108 3840 102213 SH DEFINED 1 102213
WISCONSIN ENERGY CORP COM 976657106 1725 45801 SH DEFINED 1 45801
WMS INDS INC COM 929297109 357 21800 SH DEFINED 1 21800
WOLVERINE WORLD WIDE INC COM 978097103 275 6199 SH DEFINED 1 6199
WOODWARD INC COM 980745103 5200 153027 SH DEFINED 1 153027
WORLD ACCEP CORP DEL COM 981419104 112 1658 SH DEFINED 1 1658
WORLD FUEL SVCS CORP COM 981475106 1029 28900 SH DEFINED 1 28900
WORTHINGTON INDS INC COM 981811102 451 20800 SH DEFINED 1 20800
WPP PLC ADR 92933H101 368 5400 SH DEFINED 1 5400
WPX ENERGY INC COM 98212B103 438 26400 SH DEFINED 1 26400
WRIGHT EXPRESS CORP COM 98233Q105 1081 15500 SH DEFINED 1 15500
WYNDHAM WORLDWIDE CORP COM 98310W108 1017 19386 SH DEFINED 1 19386
WYNN RESORTS LTD COM 983134107 1224 10600 SH DEFINED 1 10600
XCEL ENERGY INC COM 98389B100 6983 252001 SH DEFINED 1 252001
XEROX CORP COM 984121103 1316 179270 SH DEFINED 1 179270
XILINX INC COM 983919101 1173 35100 SH DEFINED 1 35100
XILINX INC SDCV 3.125% 3/1 983919AD3 2423 2000000 PRN DEFINED 1 2000000
XL GROUP PLC SHS G98290102 2237 93100 SH DEFINED 1 93100
XO GROUP INC COM 983772104 26 3117 SH DEFINED 1 3117
XYLEM INC COM 98419M100 1622 64500 SH DEFINED 1 64500
XYRATEX LTD COM G98268108 838 91100 SH DEFINED 1 91100
YAHOO INC COM 984332106 2590 162100 SH DEFINED 1 162100
YUM BRANDS INC COM 988498101 4064 61260 SH DEFINED 1 61260
ZALE CORP NEW COM 988858106 23 3311 SH DEFINED 1 3311
ZEBRA TECHNOLOGIES CORP CL A 989207105 15758 419762 SH DEFINED 1 419762
ZEP INC COM 98944B108 43 2814 SH DEFINED 1 2814
ZIMMER HLDGS INC COM 98956P102 4403 65113 SH DEFINED 1 65113
ZIONS BANCORPORATION COM 989701107 506 24500 SH DEFINED 1 24500
ZUMIEZ INC COM 989817101 78 2824 SH DEFINED 1 2824