Northern Trust Company of Connecticut as of March 31, 2012
Portfolio Holdings for Northern Trust Company of Connecticut
Northern Trust Company of Connecticut holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing
{C} {C} {C} {C} {C} {C}{C}{C}{C} {C}
Voting
Title of Value Sh/PutInvOther Auth
Name of Issuer Class CUSIP (X$1000) Shares PrnCalDisManage(Sole)
#REORG/AON CORP STOCK MERCOM 03738910 18867 384565 SH SOLE SOLE
#REORG/EXPRESS SCRIPTS INCOM 30218210 18562 342596 SH SOLE SOLE
#REORG/HUDSON HIGHLAND NACOM 44379210 2674 497055 SH SOLE SOLE
1ST NIAGARA FINL GROUP INCOM 33582V10 2078 211221 SH SOLE SOLE
1ST POTOMAC RLTY TR COM COM 33610F10 1305 107956 SH SOLE SOLE
1ST UN CORP BD STEP UP 08COM 337358BH 431 360000 SH SOLE SOLE
1ST UN NATL BK N C CHARLOCOM 33738MAA 273 5100 SH SOLE SOLE
3-D SYS CORP DEL COM 88554D20 945 40160 SH SOLE SOLE
3M CO COM 88579Y10 7052 79046 SH SOLE SOLE
5TH 3RD BANCORP COM COM 31677310 20572 1464200 SH SOLE SOLE
8X8 INC NEW COM 28291410 406 96700 SH SOLE SOLE
ABAXIS INC COM 00256710 3370 115697 SH SOLE SOLE
ABBOTT LABS COM 00282410 18565 302904 SH SOLE SOLE
ABIOMED INC COM 00365410 3454 155654 SH SOLE SOLE
ACACIA RESH CORP AR ACACICOM 00388130 3871 92730 SH SOLE SOLE
ACCENTURE PLC IRELAND COM G1151C10 31982 495845 SH SOLE SOLE
ACCO BRANDS CORP COM COM 00081T10 2792 225017 SH SOLE SOLE
ACCURAY INC DEL COM COM 00439710 470 66615 SH SOLE SOLE
ACE LTD COM H0023R10 25313 345810 SH SOLE SOLE
ACI WORLDWIDE INC COM 00449810 7811 193970 SH SOLE SOLE
ACME PACKET INC COM 00476410 7473 271531 SH SOLE SOLE
ACORDA THERAPEUTICS INC CCOM 00484M10 1282 48278 SH SOLE SOLE
ACTIVISION BLIZZARD INC COM 00507V10 7298 569300 SH SOLE SOLE
ACTUANT CORP COM 00508X20 1324 45670 SH SOLE SOLE
ACUITY BRANDS INC COM COM 00508Y10 1219 19400 SH SOLE SOLE
ACXIOM CORP COM 00512510 2895 197200 SH SOLE SOLE
ADOBE SYS INC COM COM 00724F10 391 11400 SH SOLE SOLE
ADR AMARIN CORP PLC SPONSADR 02311120 2115 186795 SH SOLE SOLE
ADR ANGLOGOLD ASHANTI LTDADR 03512820 35138 951723 SH SOLE SOLE
ADR ANHEUSER BUSCH INBEV ADR 03524A10 6769 93087 SH SOLE SOLE
ADR ARM HLDS PLC SPONSOREADR 04206810 10952 387128 SH SOLE SOLE
ADR BAIDU INC SPONSORED AADR 05675210 60059 412015 SH SOLE SOLE
ADR BAYERISCHE MOTOREN WEADR 07274320 2462 82277 SH SOLE SOLE
ADR BRIT SKY BROADCASTINGADR 11101310 4879 112725 SH SOLE SOLE
ADR BURBERRY GROUP PLC SPADR 12082W20 6402 133548 SH SOLE SOLE
ADR CENTRAIS ELETRICAS BRADR 15234Q20 597 63812 SH SOLE SOLE
ADR CHICAGO BRDG & IRON CADR 16725010 2947 68233 SH SOLE SOLE
ADR CHINA MOBILE LTD ADR 16941M10 1091 19800 SH SOLE SOLE
ADR COMPAGNIE FINANCIERE ADR 20431910 17573 2825235 SH SOLE SOLE
ADR CTRIP COM INTL LTD AMADR 22943F10 7439 343783 SH SOLE SOLE
ADR EMBRAER S A SPONSOREDADR 29082A10 969 30300 SH SOLE SOLE
ADR FOMENTO ECONOMICO MEXADR 34441910 6924 84164 SH SOLE SOLE
ADR ICICI BK LTD ADR 45104G10 485 13911 SH SOLE SOLE
ADR INDUSTRIA DE DISENO TADR 45579310 1938 101678 SH SOLE SOLE
ADR INTERCONTINENTAL HOTEADR 45857P30 1532 65990 SH SOLE SOLE
ADR ITAU UNIBANCO HLDG SAADR 46556210 604 31500 SH SOLE SOLE
ADR KONINKLIJKE AHOLD NV ADR 50046740 2280 165480 SH SOLE SOLE
ADR KOREA ELEC PWR CORP SADR 50063110 5988 615433 SH SOLE SOLE
ADR LI & FUNG LTD ADR ADR 50189710 5300 1159643 SH SOLE SOLE
ADR NIPPON TELEG & TEL COADR 65462410 11309 499954 SH SOLE SOLE
ADR NOKIA CORP SPONSORED ADR 65490220 8456 1540194 SH SOLE SOLE
ADR NOVO-NORDISK A S ADRADR 67010020 5226 37677 SH SOLE SOLE
ADR PERUSAHAAN PERSEROAN ADR 71568410 4133 136145 SH SOLE SOLE
ADR PETROLEO BRASILEIRO SADR 71654V10 3661 302578 SH SOLE SOLE
ADR REPSOL YPF S A SPONSOADR 76026T20 23 910 SH SOLE SOLE
ADR ROYAL DUTCH SHELL PLCADR 78025920 4636 66100 SH SOLE SOLE
ADR SK TELECOM LTD SPONSOADR 78440P10 21513 1546574 SH SOLE SOLE
ADR TELEFONICA S A SPONSOADR 87938220 0 10 SH SOLE SOLE
ADR TENCENT HLDGS LTD ADRADR 88032Q10 3095 111080 SH SOLE SOLE
ADR TEVA PHARMACEUTICAL IADR 88162420 44724 992548 SH SOLE SOLE
ADR TOYOTA MTR CORP SPONSADR 89233130 9562 110132 SH SOLE SOLE
ADR UNILEVER PLC SPONSOREADR 90476770 281 8500 SH SOLE SOLE
ADR YOUKU INC ADR 98742U10 10245 465896 SH SOLE SOLE
ADTRAN INC COM 00738A10 245 7860 SH SOLE SOLE
ADVANCE AMER CASH ADVANCECOM 00739W10 2325 221600 SH SOLE SOLE
ADVANCED AUTO PARTS COM 00751Y10 2949 33300 SH SOLE SOLE
ADVENT SOFTWARE INC COM 00797410 1639 64020 SH SOLE SOLE
ADVISORY BRD CO COM 00762W10 1545 17430 SH SOLE SOLE
AEGEAN MARINE PETROLEUM NCOM Y0017S10 270 39055 SH SOLE SOLE
AEGION CORP COM 00770F10 1145 64220 SH SOLE SOLE
AEGON N V NY REGISTRY SHSCOM 00792410 391 70327 SH SOLE SOLE
AEROPOSTALE COM 00786510 337 15585 SH SOLE SOLE
AEROVIRONMENT INC COM COM 00807310 4168 155472 SH SOLE SOLE
AES CORP COM 00130H10 3601 275488 SH SOLE SOLE
AES TR III TR PFD STK CONCOM 00808N20 50 1000 SH SOLE SOLE
AETNA INC COM 00817Y10 17450 347895 SH SOLE SOLE
AFC ENTERPRISES INC COM 00104Q10 2335 137654 SH SOLE SOLE
AFFILIATED MANAGERS COM 00825210 17880 159913 SH SOLE SOLE
AFFYMAX INC COM 00826A10 96 8155 SH SOLE SOLE
AFLAC INC COM 00105510 12014 261224 SH SOLE SOLE
AFLAC INC COM 001055AC 932 504600 SH SOLE SOLE
AGCO CORP COM 00108410 10975 232474 SH SOLE SOLE
AGGREKO PLC COM G0116S16 1195 33250 SH SOLE SOLE
AGILENT TECHNOLOGIES INC COM 00846U10 8296 186376 SH SOLE SOLE
AGRIBANK FCB PVTPL 144A SCOM 00850LAA 497 392000 SH SOLE SOLE
AGRIUM INC COM COM 00891610 18170 210379 SH SOLE SOLE
AIN PHARMACIEZ INC NPV COM J0060210 562 10400 SH SOLE SOLE
AIR PRODS & CHEMS IN COM 00915810 12471 135849 SH SOLE SOLE
AIR TRANS HLDGS INC COM 00922R10 1017 175586 SH SOLE SOLE
AIRCASTLE LIMITED COM STKCOM G0129K10 1947 159100 SH SOLE SOLE
AIRGAS INC COM 00936310 11879 133519 SH SOLE SOLE
AKORN INC COM 00972810 333 28430 SH SOLE SOLE
AKZO NOBEL NV EUR2 COM N0180310 1144 19402 SH SOLE SOLE
ALBANY INTL CORP NEW CL ACOM 01234810 1455 63400 SH SOLE SOLE
ALBEMARLE CORP COM 01265310 1762 27564 SH SOLE SOLE
ALBERTSONS INC COM 013104AC 198 245000 SH SOLE SOLE
ALBERTSONS INC COM 013104AF 260 340000 SH SOLE SOLE
ALBERTSONS INC COM 013104AH 94 115000 SH SOLE SOLE
ALBERTSONS INC COM 013104AL 114 150000 SH SOLE SOLE
ALBERTSONS INC COM 01310QDB 11 15000 SH SOLE SOLE
ALCOA INC COM 01381710 1101 109900 SH SOLE SOLE
ALCOA INC COM 013817AV 655 689000 SH SOLE SOLE
ALERE INC COM 01449J10 2685 103221 SH SOLE SOLE
ALEXANDER & BALDWIN COM 01448210 784 16179 SH SOLE SOLE
ALEXANDRIA REAL ESTATE EQCOM 01527110 3956 54100 SH SOLE SOLE
ALEXION PHARMACEUTIC COM 01535110 24213 260745 SH SOLE SOLE
ALIGN TECHNOLOGY INC COM 01625510 3428 124416 SH SOLE SOLE
ALIMENTATION COUCHE-TARD COM 01626P40 3089 94260 SH SOLE SOLE
ALLEGHANY CORP COM 01717510 1892 5749 SH SOLE SOLE
ALLEGHANY CORP COM 01741R10 9830 238775 SH SOLE SOLE
ALLEGIANT TRAVEL CO COM 01748X10 2139 39250 SH SOLE SOLE
ALLERGAN INC COM COM 01849010 18852 197549 SH SOLE SOLE
ALLETE INC COM 01852230 1239 29870 SH SOLE SOLE
ALLIANCE DATA SYSTEM COM 01858110 8761 69550 SH SOLE SOLE
ALLIANT TECHSYSTEMS INC CCOM 01880410 3799 75800 SH SOLE SOLE
ALLIANZ SE (SE SOCIETAS ECOM D0308011 15503 130119 SH SOLE SOLE
ALLIED WORLD ASSURANCE COCOM H0153110 819 11927 SH SOLE SOLE
ALLOT COMMUNICATIONS COM M0854Q10 297 12786 SH SOLE SOLE
ALLSCRIPTS HEALTHCAR COM 01988P10 3387 204030 SH SOLE SOLE
ALLSTATE CORP COM 02000210 31561 958713 SH SOLE SOLE
ALLY FINL INC PERP PFD SECOM 02005N60 237 284 SH SOLE SOLE
ALSTOM EUR7.0 COM F0259M47 7721 198143 SH SOLE SOLE
ALTERRA CAPITAL HOLDINGS COM G0229R10 1869 81324 SH SOLE SOLE
ALTISOURCE PORTFOLIO SO COM L0175J10 22 360 SH SOLE SOLE
ALTRIA GROUP INC COM 02209S10 7468 241921 SH SOLE SOLE
ALUMINA LTD NPV COM Q0269M10 3884 3036047 SH SOLE SOLE
AMAZON COM INC COM 02313510 34098 168377 SH SOLE SOLE
AMC NETWORKS INC CL A COM 00164V10 98 2200 SH SOLE SOLE
AMER ELEC PWR CO INC COMCOM 02553710 9880 256100 SH SOLE SOLE
AMER FINL GROUP INC OH COCOM 02593210 4263 110500 SH SOLE SOLE
AMER PRESIDENT COS LTD SRCOM 029103AD 200 290000 SH SOLE SOLE
AMERCO COM COM 02358610 2406 22800 SH SOLE SOLE
AMEREN CORP COM 02360810 3134 96200 SH SOLE SOLE
AMEREN CORP COM 023608AE 45 40000 SH SOLE SOLE
AMERICA MOVIL SAB DE CV SADR 02364W10 33585 1352614 SH SOLE SOLE
AMERICAN CAMPUS CMNTYS INCOM 02483510 3944 88200 SH SOLE SOLE
AMERICAN CAP AGY CORP COMCOM 02503X10 4300 145570 SH SOLE SOLE
AMERICAN EAGLE OUTFI COM 02553E10 3039 176812 SH SOLE SOLE
AMERICAN EQTY INVT L COM 02567620 4062 318098 SH SOLE SOLE
AMERICAN EXPRESS CO COM 02581610 28600 494288 SH SOLE SOLE
AMERICAN GEN FIN CORP MEDCOM 02635PTG 158 200000 SH SOLE SOLE
AMERICAN GREETINGS CORP.,COM 02637510 887 57800 SH SOLE SOLE
AMERICAN INTL GROUP INC COM 02687478 3278 106330 SH SOLE SOLE
AMERICAN PUB ED INC COM SCOM 02913V10 7157 188346 SH SOLE SOLE
AMERICAN REPROGRAPHICS COCOM 02926310 1323 245384 SH SOLE SOLE
AMERICAN SOFTWARE IN COM 02968310 1571 183060 SH SOLE SOLE
AMERICAN TOWER CORP COM 03027X10 12151 192804 SH SOLE SOLE
AMERICAN WTR WKS CO INC NCOM 03042010 7768 228275 SH SOLE SOLE
AMERICAS CAR MART IN COM 03062T10 512 11650 SH SOLE SOLE
AMERIGON INC COM 03070L30 1429 88324 SH SOLE SOLE
AMERIPRISE FINL INC COM 03076C10 8952 156700 SH SOLE SOLE
AMERISAFE INC COM COM 03071H10 2667 107800 SH SOLE SOLE
AMERISOURCEBERGEN CO COM 03073E10 16058 404699 SH SOLE SOLE
AMERN GEN FIN CORP MEDIUMCOM 02635PRT 115 120000 SH SOLE SOLE
AMERN GEN FIN CORP MEDIUMCOM 02635PTD 115 125000 SH SOLE SOLE
AMERN INTL GROUP COM 026874CS 41 40000 SH SOLE SOLE
AMERN INTL GROUP COM 02687QBC 38 35000 SH SOLE SOLE
AMERN SCI & ENGR INC COMCOM 02942910 59 874 SH SOLE SOLE
AMETEK INC NEW COM 03110010 6997 144228 SH SOLE SOLE
AMGEN COM 03116210 5975 87884 SH SOLE SOLE
AMPHENOL CORP NEW COM 03209510 14613 244485 SH SOLE SOLE
AMSURG CORP COM 03232P40 2570 91856 SH SOLE SOLE
ANADARKO PETE CORP COM 03251110 10998 140385 SH SOLE SOLE
ANALOGIC CORP COM 03265720 819 12119 SH SOLE SOLE
ANCESTRY COM INC COM 03280310 3082 135542 SH SOLE SOLE
ANDERSONS INC COM 03416410 885 18166 SH SOLE SOLE
ANGIODYNAMICS INC COM 03475V10 2682 218933 SH SOLE SOLE
ANGLO AMERN PLC COM 03485P20 527 28000 SH SOLE SOLE
ANGLOGOLD LTD COM 03512TAA 82 80000 SH SOLE SOLE
ANHEUSER BUSCH INBEV SA COM 035229CW 34 30000 SH SOLE SOLE
ANHEUSER BUSCH INBEV SA COM 03523TAN 71 158000 SH SOLE SOLE
ANHEUSER-BUSCH INBEV NV COM B6399C10 867 11882 SH SOLE SOLE
ANIXTER INTL INC COM 03529010 802 11059 SH SOLE SOLE
ANNALY CAPITAL MGMT. COM 03571040 6350 401406 SH SOLE SOLE
ANNIES INC COM 03600T10 50 1445 SH SOLE SOLE
ANSYS INC COM 03662Q10 10720 164875 SH SOLE SOLE
AOL INC COM COM 00184X10 162 8551 SH SOLE SOLE
APACHE CORP COM 03741110 61047 607797 SH SOLE SOLE
APARTMENT INVT & MGM COM 03748R10 7079 268054 SH SOLE SOLE
APPLE INC COM 03783310 230042 383742 SH SOLE SOLE
APPLIED INDL TECHNOLOGIESCOM 03820C10 1122 27275 SH SOLE SOLE
APPLIED MATERIALS IN COM 03822210 5080 408350 SH SOLE SOLE
APPROACH RESOURCES INC COM 03834A10 93 2505 SH SOLE SOLE
ARCELORMITTAL SA COM 03938LAF 58 55000 SH SOLE SOLE
ARCELORMITTAL SA COM 03938LAW 15 15000 SH SOLE SOLE
ARCH CAPITAL GROUP COM STCOM G0450A10 4050 108750 SH SOLE SOLE
ARCH COAL INC COM COM 03938010 1000 93370 SH SOLE SOLE
ARCHER DANIELS MIDLA COM 03948310 16476 520400 SH SOLE SOLE
ARCOS DORADOS HOLDINGS INCOM G0457F10 12062 666753 SH SOLE SOLE
ARCTIC CAT INC COM COM 03967010 103 2400 SH SOLE SOLE
ARES CAP CORP COM 04010L10 4590 280756 SH SOLE SOLE
AREVA EUR3.80 COM F0379H12 3383 153580 SH SOLE SOLE
ARGO GROUP INTL HLDGS LTDCOM G0464B10 27 900 SH SOLE SOLE
ARIAD PHARMACEUTICAL COM 04033A10 3057 191668 SH SOLE SOLE
ARRIS GROUP INC COM COM 04269Q10 3054 270300 SH SOLE SOLE
ARUBA NETWORKS INC COM 04317610 12938 580685 SH SOLE SOLE
ARVINMERITOR INC SR NT COCOM 043353AH 29 35000 SH SOLE SOLE
ASAHI GLASS CO COM COM J0239412 4918 576500 SH SOLE SOLE
ASBURY AUTOMOTIVE GR COM 04343610 352 13045 SH SOLE SOLE
ASCENA RETAIL GROUP INC COM 04351G10 4265 96222 SH SOLE SOLE
ASHFORD HOSPITALITY TR INCOM 04410310 276 30600 SH SOLE SOLE
ASHLAND INC NEW COM COM 04420910 8689 142300 SH SOLE SOLE
ASIAN DEV BK BD ISIN US04COM 045167AY 24 20000 SH SOLE SOLE
ASPEN INSURANCE HLDGS COMCOM G0538410 3124 111820 SH SOLE SOLE
ASPEN TECHNOLOGY INC COM 04532710 1011 49265 SH SOLE SOLE
ASSOCIATED BANC-CORP., COCOM 04548710 919 65800 SH SOLE SOLE
ASSURANT INC COM 04621X10 5378 132800 SH SOLE SOLE
ASSURED GUARANTY LTD COMMCOM G0585R10 459 27780 SH SOLE SOLE
ASTEC INDS INC COM 04622410 696 19066 SH SOLE SOLE
ASTORIA FINL CORP COMMON COM 04626510 2446 248100 SH SOLE SOLE
ASTRONICS CORP COM COM 04643310 225 6424 SH SOLE SOLE
AT^T INC COM 00206R10 42633 1365120 SH SOLE SOLE
AT^T INC COM 00209AAF 43 30000 SH SOLE SOLE
AT^T INC COM 00209TAB 522 215000 SH SOLE SOLE
ATHENAHEALTH INC COM 04685W10 15709 211934 SH SOLE SOLE
ATLAS AIR WORLDWIDE COM 04916420 9958 202350 SH SOLE SOLE
ATLAS AIR WORLDWIDE COM 049164AL 101 106624 SH SOLE SOLE
ATLAS AIR WORLDWIDE COM 049164AU 11 11425 SH SOLE SOLE
ATMEL CORP COM 04951310 1060 107470 SH SOLE SOLE
ATMI INC COM COM 00207R10 482 20695 SH SOLE SOLE
ATMOS ENERGY CORP COM 04956010 5331 169439 SH SOLE SOLE
ATRICURE INC COM COM 04963C20 346 34769 SH SOLE SOLE
ATWOOD OCEANICS INC COM 05009510 1127 25100 SH SOLE SOLE
AURICO GOLD INC COM 05155C10 170 19150 SH SOLE SOLE
AUTODESK INC COM 05276910 8142 192387 SH SOLE SOLE
AUTOLIV INC COM STK COM 05280010 7027 104800 SH SOLE SOLE
AUTOMATIC DATA PROCE COM 05301510 4964 89940 SH SOLE SOLE
AUTOZONE INC COM COM 05333210 3372 9069 SH SOLE SOLE
AUXILIUM PHARMACEUTICALS COM 05334D10 955 51425 SH SOLE SOLE
AVAGO TECHNOLOGIES LTD COM Y0486S10 15870 407248 SH SOLE SOLE
AVALONBAY CMNTYS INC COMCOM 05348410 6183 43742 SH SOLE SOLE
AVERY DENNISON CORP COM COM 05361110 2053 68150 SH SOLE SOLE
AVIS BUDGET GROUP INC COMCOM 05377410 2008 141900 SH SOLE SOLE
AVNET INC COM 05380710 580 15942 SH SOLE SOLE
AVON PRODS INC COM 05430310 2933 151478 SH SOLE SOLE
AXA COM F0610610 6131 370399 SH SOLE SOLE
AXIS CAPITAL HOLDINGS LTDCOM G0692U10 17614 531013 SH SOLE SOLE
BABCOCK & WILCOX CO NEW COM 05615F10 1944 75505 SH SOLE SOLE
BAE SYSTEMS COM G0694010 9823 2050000 SH SOLE SOLE
BAKER HUGHES INC COM 05722410 650 15500 SH SOLE SOLE
BALCHEM CORP COM 05766520 1110 36694 SH SOLE SOLE
BALL CORP COM COM 05849810 3341 77910 SH SOLE SOLE
BANCO BRADESCO S A SPONSOADR 05946030 15209 869100 SH SOLE SOLE
BANCO LATINOAMERICANO DE COM P1699413 1507 71400 SH SOLE SOLE
BANCO SANTANDER BRASIL S COM 05967A10 884 96407 SH SOLE SOLE
BANCO SANTANDER CHILE NEWADR 05965X10 3162 36724 SH SOLE SOLE
BANCORPSOUTH INC COM 05969210 1788 132754 SH SOLE SOLE
BANK AMER CORP COM 06050510 16286 1701804 SH SOLE SOLE
BANK AMER CORP COM 060505DR 92 90000 SH SOLE SOLE
BANK AMER CORP COM 06051GDX 582 545000 SH SOLE SOLE
BANK AMER CORP COM 06051GEM 245 5900 SH SOLE SOLE
BANK HAWAII CORP COM 06254010 3009 62227 SH SOLE SOLE
BANK OF NEW YORK MELLON COM 06405810 22332 925500 SH SOLE SOLE
BANK OF THE OZARKS I COM 06390410 2009 64260 SH SOLE SOLE
BANKRATE INC DEL COM 06647F10 114 4625 SH SOLE SOLE
BANNER CORP COM 06652V20 990 44931 SH SOLE SOLE
BAPTIST HLTH S FLA 4.59% COM 066836AA 60 55000 SH SOLE SOLE
BARD C R INC COM 06738310 4278 43335 SH SOLE SOLE
BARNES GROUP INC COM 06780610 322 12240 SH SOLE SOLE
BARRETT BUSINESS SER COM 06846310 1124 56677 SH SOLE SOLE
BARRICK GOLD CORP COM 06790110 33942 780635 SH SOLE SOLE
BASF AG COM 05526250 1672 19100 SH SOLE SOLE
BASIC ENERGY SVCS 7.125% COM 06985PAB 30 30000 SH SOLE SOLE
BAXTER INTL INC COM 07181310 29186 488218 SH SOLE SOLE
BAYER AG NPV (REGD) COM D0712D16 7593 108117 SH SOLE SOLE
BAYER MOTOREN WERK EUR1 COM D1209610 8201 91327 SH SOLE SOLE
BAYVIEW FINL MTG LN TR 20COM 073249BT 128 200797 SH SOLE SOLE
BB^T CORP COM 05493710 1333 42450 SH SOLE SOLE
BBCN BANCORP INC COM 07329510 2459 220921 SH SOLE SOLE
BE AEROSPACE INC COM 07330210 891 19175 SH SOLE SOLE
BEACON ROOFING SUPPL COM 07368510 5302 205826 SH SOLE SOLE
BEAM INC COM 07373010 13316 227357 SH SOLE SOLE
BEAR STEARNS COS INC BEARCOM 073902PR 76 65000 SH SOLE SOLE
BEAZER HOMES USA 9.125% DCOM 07556QAV 109 125000 SH SOLE SOLE
BECTON, DICKINSON AND CO.COM 07588710 122 1570 SH SOLE SOLE
BED BATH & BEYOND INC COM 07589610 8597 130714 SH SOLE SOLE
BELDEN CDT INC COM 07745410 4296 113311 SH SOLE SOLE
BELLSOUTH TELECOMMUNICATICOM 079857AF 276 233000 SH SOLE SOLE
BELLSOUTH TELECOMMUNICATICOM 079867AP 819 704000 SH SOLE SOLE
BELLSOUTH TELECOMMUNICATICOM 079867AS 83 95000 SH SOLE SOLE
BENCHMARK ELECTRS IN COM 08160H10 1195 72490 SH SOLE SOLE
BENEFICIAL MUT BANCORP INCOM 08173R10 612 70060 SH SOLE SOLE
BERKLEY W R CORP COM COM 08442310 347 9600 SH SOLE SOLE
BERKSHIRE HATHAWAY INC COM 08467070 12252 150980 SH SOLE SOLE
BERRY PETE CO COM 08578910 4237 89908 SH SOLE SOLE
BEST BUY INC COM 08651610 90 3800 SH SOLE SOLE
BHP BILLITON FIN COM 055451AH 25 20000 SH SOLE SOLE
BHP BILLITON FIN COM 055451AP 25 25000 SH SOLE SOLE
BIG LOTS INC COM 08930210 11940 277555 SH SOLE SOLE
BIGLARI HLDGS INC CL A COM 08986R10 73 180 SH SOLE SOLE
BIO RAD LABS INC CL A COM 09057220 259 2500 SH SOLE SOLE
BIOGEN IDEC INC COM 09062X10 24011 190605 SH SOLE SOLE
BIOMARIN PHARMACEUTICAL ICOM 09061G10 1225 35760 SH SOLE SOLE
BIOMED REALTY TRUST COM 09063H10 8070 425187 SH SOLE SOLE
BIO-REFERENCE LABS I COM 09057G60 6544 278332 SH SOLE SOLE
BJS RESTAURANTS INC COM 09180C10 1621 32194 SH SOLE SOLE
BK NOVA SCOTIA B C 2.55% COM 064159AM 72 70000 SH SOLE SOLE
BLACK BOX CORP DEL COM 09182610 2902 113744 SH SOLE SOLE
BLACK DIAMOND INC COM COM 09202G10 203 21916 SH SOLE SOLE
BLACK HILLS PWR & LT COM 09211310 934 27863 SH SOLE SOLE
BLACKBAUD INC COM COM 09227Q10 2280 68604 SH SOLE SOLE
BLACKROCK INC COM 09247X10 6198 30250 SH SOLE SOLE
BLACKROCK INC COM 09247XAD 86 80000 SH SOLE SOLE
BLACKSTONE GROUP L P COM 09253U10 2437 152898 SH SOLE SOLE
BLOCK H & R INC COM COM 09367110 540 32800 SH SOLE SOLE
BLYTH INC COM NEW COM 09643P20 195 2600 SH SOLE SOLE
BMC SOFTWARE INC COM STKCOM 05592110 3803 94693 SH SOLE SOLE
BNP PARIBAS COM F1058Q23 8148 171979 SH SOLE SOLE
BOB EVANS FARMS INC COM COM 09676110 3652 96825 SH SOLE SOLE
BODY CENT ACQUISITION C COM 09689U10 3113 107278 SH SOLE SOLE
BOEING CO COM 09702310 8443 113527 SH SOLE SOLE
BOEING CO COM 097023AH 109 158000 SH SOLE SOLE
BOINGO WIRELESS INC COM 09739C10 2422 200140 SH SOLE SOLE
BOISE INC COM STK COM 09746Y10 2928 356600 SH SOLE SOLE
BOK FINL CORP COM NEW COM 05561Q20 394 7000 SH SOLE SOLE
BONANZA CREEK ENERGY IN COM 09779310 2137 97800 SH SOLE SOLE
BORDEN INC COM 099599AH 215 250000 SH SOLE SOLE
BORDEN INC COM 099599AJ 462 570000 SH SOLE SOLE
BORG WARNER INC COM COM 09972410 25286 299810 SH SOLE SOLE
BOSTON BEER INC COM 10055710 255 2389 SH SOLE SOLE
BOSTON PPTYS INC COM COM 10112110 16410 156300 SH SOLE SOLE
BOSTON PPTYS LTD PARTNERSCOM 10112RAT 655 689000 SH SOLE SOLE
BOSTON PRIVATE BANCO COM 10111910 833 84073 SH SOLE SOLE
BOSTON SCIENTIFIC CORP COCOM 10113710 2523 421900 SH SOLE SOLE
BOTTLING GROUP LLC SR NT COM 10138MAD 38 35000 SH SOLE SOLE
BOTTOMLINE TECH DEL COM 10138810 392 14043 SH SOLE SOLE
BP AMOCO P L C COM 05562210 6653 147834 SH SOLE SOLE
BP CAP MKTS P L C 4.5% DUCOM 05565QBP 66 60000 SH SOLE SOLE
BRANDYWINE RLTY TR SH BENCOM 10536820 10359 902355 SH SOLE SOLE
BRAVO BRIO RESTAURANT G COM 10567B10 663 33192 SH SOLE SOLE
BRAZOS HIGHER ED AUTH INCCOM 10620NBB 42 131000 SH SOLE SOLE
BRE PPTYS INC COM COM 05564E10 3023 59800 SH SOLE SOLE
BRF-BRASIL FOODS SA SPON ADR 10552T10 4682 234000 SH SOLE SOLE
BRIDGEPOINT ED INC COM COM 10807M10 366 14800 SH SOLE SOLE
BRIGGS & STRATTON CORP., COM 10904310 2408 134300 SH SOLE SOLE
BRIGHTCOVE INC COM 10921T10 335 13492 SH SOLE SOLE
BRIGHTPOINT INC COM 10947340 361 44900 SH SOLE SOLE
BRINKS CO COM 10964110 6538 237300 SH SOLE SOLE
BRINKS CO COM 10969610 1868 78247 SH SOLE SOLE
BRISTOL MYERS 6.875% DUE COM 110122AC 229 1100 SH SOLE SOLE
BRISTOL MYERS SQUIBB COM 11012210 31357 929089 SH SOLE SOLE
BRISTOW GROUP INC COM 11039410 4936 103418 SH SOLE SOLE
BRITISH AMERN TOB PL COM 11044810 1935 19115 SH SOLE SOLE
BROADCOM CORP COM 11132010 957 24350 SH SOLE SOLE
BROADRIDGE FINL SOLUTIONSADR 11133T10 5419 226650 SH SOLE SOLE
BROADSOFT INC COM COM 11133B40 5381 140676 SH SOLE SOLE
BROOKDALE SENIOR LIVING ICOM 11246310 1125 60071 SH SOLE SOLE
BROOKFIELD ASSET MGMT INCCOM 11258510 6301 199588 SH SOLE SOLE
BROOKFIELD OFFICE PROPERTCOM 11290010 9152 524465 SH SOLE SOLE
BROOKFIELD RESIDENTIAL COM 11283W10 603 57000 SH SOLE SOLE
BRUNSWICK CORP COM 11704310 3310 128530 SH SOLE SOLE
BUCKEYE TECHNOLOGIES INC COM 11825510 2541 74800 SH SOLE SOLE
BUCKLE INC COM 11844010 228 4750 SH SOLE SOLE
BUFFALO WILD WINGS I COM 11984810 2782 30674 SH SOLE SOLE
BUNGE LTD COM G1696210 6607 96540 SH SOLE SOLE
BURL NORTHN 4.4 DUE 03-15COM 12189LAJ 19 20000 SH SOLE SOLE
C H ROBINSON WORLDWI COM 12541W20 12534 191385 SH SOLE SOLE
CA INC COM 12673P10 60202 2184414 SH SOLE SOLE
CABOT CORP COM 12705510 2517 58964 SH SOLE SOLE
CABOT CORP COM 12709710 948 30428 SH SOLE SOLE
CABOT CORP COM 12709P10 3526 90678 SH SOLE SOLE
CACI INC COM 12719030 3667 58867 SH SOLE SOLE
CADENCE DESIGN SYS INC COCOM 12738710 5528 466890 SH SOLE SOLE
CAFEPRESS INC COM USD0.00COM 12769A10 274 14310 SH SOLE SOLE
CAL MAINE FOODS INC COM NCOM 12803020 547 14300 SH SOLE SOLE
CALAVO GROWERS INC COM 12824610 3242 121071 SH SOLE SOLE
CALGON CARBON CORP COM 12960310 1331 85234 SH SOLE SOLE
CALIFORNIA ST 7.6% 11-01-COM 13063BJC 19 15000 SH SOLE SOLE
CALLAWAY GOLF CO COM 13119310 938 138800 SH SOLE SOLE
CALLON PETE CO DEL COM 13123X10 1249 198537 SH SOLE SOLE
CALPINE CORP COM NEW STKCOM 13134730 843 49000 SH SOLE SOLE
CAMDEN PPTY TR COM COM 13313110 20 300 SH SOLE SOLE
CAMECO CORP COM COM 13321L10 9465 440425 SH SOLE SOLE
CAMERON INTL CORP COM STKCOM 13342B10 14425 273050 SH SOLE SOLE
CANADIAN NATL RY CO COM COM 13637510 2477 31199 SH SOLE SOLE
CAP 1 FNCL COM COM 14040H10 36336 651879 SH SOLE SOLE
CAPELLA EDUCATION CO COM 13959410 1498 41662 SH SOLE SOLE
CAPITALSOURCE INC COM 14055X10 5412 820000 SH SOLE SOLE
CAPITAMALLS ASIA LTD COM Y1122V10 1830 1407000 SH SOLE SOLE
CAPITOL FED FINL INC COM COM 14057J10 983 82900 SH SOLE SOLE
CAPLEASE INC FORMERLY CAPCOM 14028810 264 65500 SH SOLE SOLE
CAPSTEAD MTG CORP COM NO COM 14067E50 1457 111100 SH SOLE SOLE
CARDINAL HEALTH INC COM 14149Y10 19679 456490 SH SOLE SOLE
CARDTRONICS INC COM 14161H10 774 29496 SH SOLE SOLE
CAREFUSION CORP COM 14170T10 5927 228573 SH SOLE SOLE
CARMAX INC COM COM 14313010 19397 559790 SH SOLE SOLE
CARNIVAL CORP COM PAIREDCOM 14365830 4599 143370 SH SOLE SOLE
CARNIVAL PLC ORD USD1.66COM G1908110 907 28400 SH SOLE SOLE
CAROLINA PWR & LT 5.15% DCOM 144141CW 145 231993 SH SOLE SOLE
CAROLINA PWR & LT 5.3% DUCOM 144141CZ 59 50000 SH SOLE SOLE
CARPENTER TECHNOLOGY COM 14428510 1039 19900 SH SOLE SOLE
CARREFOUR COM F1392311 14409 601963 SH SOLE SOLE
CARRIZO OIL & GAS INC COMCOM 14457710 5105 180644 SH SOLE SOLE
CARTER HLDGS INC COM 14622910 4156 83514 SH SOLE SOLE
CASEYS GEN STORES INC COMCOM 14752810 1669 30100 SH SOLE SOLE
CASH AMER INVTS INC COM 14754D10 13365 278843 SH SOLE SOLE
CASS INFORMATION SYS COM 14808P10 3073 76915 SH SOLE SOLE
CASUAL MALE RETAIL GRP COM 14871130 734 218417 SH SOLE SOLE
CATALYST HEALTH SOLUTIO COM 14888B10 2988 46879 SH SOLE SOLE
CATERPILLAR INC COM 14912310 17552 164781 SH SOLE SOLE
CATERPILLAR INC 5.2% DUE COM 149123BS 40 35000 SH SOLE SOLE
CATERPILLAR INC 5.70 5.7 COM 149123BM 35 30000 SH SOLE SOLE
CATHAY GENERAL BANCORP INCOM 14915010 5614 317200 SH SOLE SOLE
CATO CORP NEW CL A CL A COM 14920510 709 25644 SH SOLE SOLE
CAVIUM INC COM 14964U10 17280 558492 SH SOLE SOLE
CBIZ INC COM 12480510 6628 1048724 SH SOLE SOLE
CBL & ASSOC PPTYS INC COMCOM 12483010 12460 658575 SH SOLE SOLE
CBOE HLDGS INC COM 12503M10 2755 96926 SH SOLE SOLE
CBOE HLDGS INC COM 12504L10 345 17300 SH SOLE SOLE
CBS CORP COM 12485720 7839 231171 SH SOLE SOLE
CCR SA COM NPV COM P1413U10 2212 273000 SH SOLE SOLE
CDN NAT RES LTD COM CDN NCOM 13638510 22780 686800 SH SOLE SOLE
CEC ENTMT INC COM COM 12513710 944 24900 SH SOLE SOLE
CELADON GROUP INC COM COM 15083810 2402 154453 SH SOLE SOLE
CELANESE CORP DEL COM SERCOM 15087010 346 7500 SH SOLE SOLE
CELGENE CORP COM 15102010 15383 198439 SH SOLE SOLE
CELGENE CORP 3.95% DUE 10COM 151020AE 350 408000 SH SOLE SOLE
CELTIC EXPL LTD COM COM 15118Q10 281 19334 SH SOLE SOLE
CEMEX SAB DE CV COM 15129088 137 17682 SH SOLE SOLE
CENOVUS ENERGY INC COM NPCOM 15135U10 3272 91097 SH SOLE SOLE
CENTENE CORP DEL COM 15135B10 36 740 SH SOLE SOLE
CENTERPOINT ENERGY 7% DUECOM 15189XAJ 39 35000 SH SOLE SOLE
CENTRAL EUROPEAN MEDIA ENCOM G2004520 2635 371176 SH SOLE SOLE
CENTRAL GARDEN & PET CO CCOM 15352720 1295 134500 SH SOLE SOLE
CENTURYLINK INC COM 15670010 178 4600 SH SOLE SOLE
CEPHEID INC COM 15670R10 8632 206360 SH SOLE SOLE
CERADYNE INC DEL COM COM 15671010 511 15702 SH SOLE SOLE
CERNER CORP COM 15678210 14057 184567 SH SOLE SOLE
CERUS CORP COM COM 15708510 428 106464 SH SOLE SOLE
CF INDS HLDGS INC COM 12526910 13018 71271 SH SOLE SOLE
CHARMING SHOPPES INC COM 16113310 1292 218906 SH SOLE SOLE
CHART INDS INC COM 16115Q30 5021 68468 SH SOLE SOLE
CHASE ISSUANCE TR 2009-2 COM 161571DJ 1135 1293000 SH SOLE SOLE
CHATHAM LODGING TR COM COM 16208T10 82 6500 SH SOLE SOLE
CHECK PT SOFTWARE TECHNOLCOM M2246510 18320 286966 SH SOLE SOLE
CHEESECAKE FACTORY I COM 16307210 4475 152269 SH SOLE SOLE
CHEFS WHSE INC COM 16308610 62 2665 SH SOLE SOLE
CHEMED CORP NEW COM 16359R10 6990 111518 SH SOLE SOLE
CHEMTURA CORP COM 16389320 2758 162400 SH SOLE SOLE
CHES ENERGY CORP CONTINGECOM 165167BZ 9 10000 SH SOLE SOLE
CHESAPEAKE ENERGY CO COM 16516710 1990 85885 SH SOLE SOLE
CHESAPEAKE ENERGY CO COM 16524010 90 5000 SH SOLE SOLE
CHESAPEAKE ENERGY CORP COCOM 165167CB 218 270000 SH SOLE SOLE
CHEUNG KONG (HOLDINGS) LTCOM Y1321310 4204 325417 SH SOLE SOLE
CHEVRON CORP COM 16676410 80304 748828 SH SOLE SOLE
CHEVRON PHILLIPS 4.75% DUCOM 166754AJ 452 511000 SH SOLE SOLE
CHICOS FAS INC COM COM 16861510 936 61974 SH SOLE SOLE
CHILDRENS PL RETAIL STORECOM 16890510 134 2600 SH SOLE SOLE
CHIMERA INVT CORP COM 16934Q10 4177 1476096 SH SOLE SOLE
CHINA MOBILE LTD HKD0.10COM Y1496510 638 85000 SH SOLE SOLE
CHINA YUCHAI INTERNATIONACOM G2108210 581 36629 SH SOLE SOLE
CHIPOTLE MEXICAN GRI COM 16965610 30621 73255 SH SOLE SOLE
CHIQUITA BRANDS INTL INC COM 17003280 1139 129600 SH SOLE SOLE
CHUBB CORP COM 17123210 7300 105626 SH SOLE SOLE
CHURCH & DWIGHT INC COM 17134010 8755 177991 SH SOLE SOLE
CI FINANCIAL CORP COMSTKCOM 12549110 2137 93902 SH SOLE SOLE
CIBER INC COM 17163B10 1146 270383 SH SOLE SOLE
CIENA CORP SR CONV NT .87COM 171779AE 231 265000 SH SOLE SOLE
CIGNA CORP COM 12550910 12359 250950 SH SOLE SOLE
CIGNA CORP 4.5 DUE 03-15-COM 125509BP 37 35000 SH SOLE SOLE
CIN BELL INC NEW 7% DUE 0COM 171871AH 45 45000 SH SOLE SOLE
CIN BELL TEL CO 6.3% DUE COM 171875AD 108 135000 SH SOLE SOLE
CINTAS CORP COM COM 17290810 3022 77250 SH SOLE SOLE
CIRCOR INTL INC COM 17273K10 2793 83944 SH SOLE SOLE
CIRRUS LOGIC CORP COM 17275510 2774 116540 SH SOLE SOLE
CISCO SYS INC COM 17275R10 45838 2167296 SH SOLE SOLE
CIT GROUP INC COM 12558180 9059 219673 SH SOLE SOLE
CITI TRENDS INC COM 17306X10 541 47200 SH SOLE SOLE
CITIGROUP INC COM 17296742 49329 1349617 SH SOLE SOLE
CITIGROUP INC 2.65% DUE 0COM 172967FY 40 40000 SH SOLE SOLE
CITIGROUP INC 5.85% DUE 1COM 172967CT 41 40000 SH SOLE SOLE
CITIGROUP INC 6.01% DUE 0COM 172967FA 65 60000 SH SOLE SOLE
CITIGROUP INC 6.875% DUE COM 172967EP 83 145000 SH SOLE SOLE
CITIGROUP INC 8.5% DUE 05COM 172967EV 789 754000 SH SOLE SOLE
CITIGROUP INC SUB NT 5% DCOM 172967CQ 21 20000 SH SOLE SOLE
CITIZENS 7.875% DUE 01-15COM 17453BAS 291 320000 SH SOLE SOLE
CITIZENS 9% DUE 08-15-203COM 17453BAJ 170 175000 SH SOLE SOLE
CITRIX SYS INC COM 17737610 36698 465059 SH SOLE SOLE
CITY NATL CORP COM 17856610 804 15330 SH SOLE SOLE
CLARCOR INC COM 17989510 1119 22795 SH SOLE SOLE
CLEAN HBRS INC COM COM 18449610 4953 73563 SH SOLE SOLE
CLEAR CHANNEL 9% DUE 03-0COM 184502BG 270 300000 SH SOLE SOLE
CLECO CORP NEW COM COM 12561W10 2430 61275 SH SOLE SOLE
CLEV ELEC ILLUM CO 5.65% COM 186108CD 37 35000 SH SOLE SOLE
CLIFFS NAT RES INC COM STCOM 18683K10 12717 183606 SH SOLE SOLE
CLOUD PEAK ENERGY INC COM 18911Q10 477 29960 SH SOLE SOLE
CME GROUP INC COM 12572Q10 6047 20900 SH SOLE SOLE
CMNTY HLTH SYS INC NEW COCOM 20366810 1108 49800 SH SOLE SOLE
CMO BANC AMER COML MTG INCOM 05947U4D 266 238000 SH SOLE SOLE
CMO BANC AMER COML MTG INCOM 05947U2R 266 6900 SH SOLE SOLE
CMO BAYVIEW COML ASSET TRCOM 07324SDE 120 196000 SH SOLE SOLE
CMO BEAR STEARNS COML MTGCOM 07387BEB 774 693000 SH SOLE SOLE
CMO BEAR STEARNS COML MTGCOM 07388PAG 25 25000 SH SOLE SOLE
CMO BS COML MTG SECURIT MCOM 07388PAD 871 956858 SH SOLE SOLE
CMO CITIGROUP COML MTG TRCOM 17309DAB 99 133019 SH SOLE SOLE
CMO COBALT CMBS COML MTG COM 190749AB 661 935311 SH SOLE SOLE
CMO COMM 2007-C9 MTG TR CCOM 20047RAE 327 285000 SH SOLE SOLE
CMO GREENWICH CAP COML FDCOM 396789LL 877 805000 SH SOLE SOLE
CMO GS MTG SECS CORP II 2COM 36228CVU 540 498000 SH SOLE SOLE
CMO GS MTG SECS TR 2006-GCOM 362332AD 246 9160 SH SOLE SOLE
CMO J P MORGAN CHASE COMLCOM 46625YVV 462 500830 SH SOLE SOLE
CMO J P MORGAN CHASE COMLCOM 46625YXP 204 506682 SH SOLE SOLE
CMO J P MORGAN CHASE COMLCOM 46628FAM 16 15000 SH SOLE SOLE
CMO J P MORGAN CHASE COMLCOM 46631QAH 42 40000 SH SOLE SOLE
CMO J P MORGAN CHASE COMLCOM 46631BAE 612 558000 SH SOLE SOLE
CMO LB-UBS COML MTG TR 20COM 52108HP8 509 488007 SH SOLE SOLE
CMO LB-UBS COML MTG TR SRCOM 52108H6W 630 573000 SH SOLE SOLE
CMO MERRILL LYNCH MTG TR COM 59022HJL 441 399000 SH SOLE SOLE
CMO ML-CFC COML MTG TR 20COM 606935AH 183 317702 SH SOLE SOLE
CMO ML-CFC COML MTG TR 20COM 60688BAD 77 70000 SH SOLE SOLE
CMO MORGAN STANLEY CAP I COM 617453AS 25 23877 SH SOLE SOLE
CMO MORGAN STANLEY MTG LNCOM 61748HGR 51 107000 SH SOLE SOLE
CMO SMALL BUSINESS ADMIN COM 83162CTN 264 7900 SH SOLE SOLE
CMO SMALL BUSINESS ADMIN COM 83162CRG 413 366215 SH SOLE SOLE
CMO WACHOVIA BK COML MTG COM 92978MAD 70 65000 SH SOLE SOLE
CMS ENERGY CORP COM 12589610 12457 566225 SH SOLE SOLE
CMS ENERGY CORP SR NT CONCOM 125896BD 159 100000 SH SOLE SOLE
CNA FINL CORP 5.85% DUE 1COM 126117AL 32 30000 SH SOLE SOLE
CNA FINL CORP NT 5.875 DUCOM 126117AQ 16 15000 SH SOLE SOLE
CNO FINL GROUP INC COM 12621E10 11659 1498634 SH SOLE SOLE
COACH INC COM 18975410 41356 535150 SH SOLE SOLE
COBALT INTL ENERGY INC COM 19075F10 6946 231303 SH SOLE SOLE
COCA COLA CO COM 19121610 27287 368688 SH SOLE SOLE
COCA-COLA ENTERPRISES I COM 19122T10 5565 194595 SH SOLE SOLE
COEUR D ALENE MINES CORP COM 19210850 283 11900 SH SOLE SOLE
COGNIZANT TECHNOLOGY COM 19244610 31250 406111 SH SOLE SOLE
COHERENT INC COM 19247910 232 3970 SH SOLE SOLE
COINSTAR INC COM COM 19259P30 1183 18622 SH SOLE SOLE
COLE KENNETH PRODTNS COM 19329410 505 31346 SH SOLE SOLE
COLGATE PALMOLIVE CO COM 19416210 8497 86896 SH SOLE SOLE
COLONIAL PPTYS TR COM 19587210 1970 90678 SH SOLE SOLE
COLONY FINL INC COM 19624R10 253 15450 SH SOLE SOLE
COLUMBIA / HCA 7.19% DUE COM 197677AD 5 5000 SH SOLE SOLE
COLUMBIA / HCA 7.69% DUE COM 197677AG 67 70000 SH SOLE SOLE
COLUMBIA / HCA HEALTHCARECOM 19767QAQ 28 30000 SH SOLE SOLE
COLUMBIA / HCA HEALTHCARECOM 19767QAS 167 180000 SH SOLE SOLE
COLUMBIA /HCA HEALTHCARE COM 197677AJ 85 95000 SH SOLE SOLE
COLUMBIA 7.5% DUE 12-15-2COM 197679AB 48 50000 SH SOLE SOLE
COLUMBIA/HCA HEALTHCARE CCOM 197677AC 36 35000 SH SOLE SOLE
COMCAST CABLE 8.875% DUE COM 20029PAG 222 171000 SH SOLE SOLE
COMCAST CORP NEW COM 20030N10 28075 935508 SH SOLE SOLE
COMCAST CORP NEW 5.875% DCOM 20030NAR 71 60000 SH SOLE SOLE
COMCAST CORP NEW CL A SPLCOM 20030N20 4424 149900 SH SOLE SOLE
COMERICA INC COM 20034010 10174 314400 SH SOLE SOLE
COMMONWEALTH REIT COM SH COM 20323310 3251 174575 SH SOLE SOLE
COMMUNITY BK SYS INC COM 20360710 3502 121697 SH SOLE SOLE
COMMVAULT SYSTEMS IN COM 20416610 684 13788 SH SOLE SOLE
COMPANHIA DE SANEAMENTO BCOM 20441A10 20603 268900 SH SOLE SOLE
COMPANHIA PARANAENSE DE ECOM 20441B40 14931 635100 SH SOLE SOLE
COMPASS MINERALS INTL INCCOM 20451N10 746 10400 SH SOLE SOLE
COMPLETE GENOMICS INC COMCOM 20454K10 106 37538 SH SOLE SOLE
COMPUTER SCI CORP COM COM 20536310 3039 101500 SH SOLE SOLE
COMPUTER TASK GROUP INC CCOM 20547710 316 20659 SH SOLE SOLE
COMPUWARE CORP COMMON COM 20563810 174 18900 SH SOLE SOLE
COMSCORE INC COM 20564W10 2908 135967 SH SOLE SOLE
COMSTOCK RES INC COM NEW COM 20576820 6603 417138 SH SOLE SOLE
COMTECH TELECOMMUNICATIONCOM 20582620 1668 51200 SH SOLE SOLE
COMVERSE TECHNOLOGY COM 20586240 3 456 SH SOLE SOLE
CONAGRA FOODS INC COM 20588710 4912 187050 SH SOLE SOLE
CONCEPTUS INC COM COM 20601610 308 21450 SH SOLE SOLE
CONCHO RES INC COM 20605P10 21085 206550 SH SOLE SOLE
CONCUR TECHNOLOGIES COM 20670810 6915 120513 SH SOLE SOLE
CONMED CORP COM 20741010 740 24775 SH SOLE SOLE
CONNS INC COM 20824210 22 1430 SH SOLE SOLE
CONOCOPHILLIPS COM 20825C10 29817 392277 SH SOLE SOLE
CONS NAT GAS CO 5% DUE 12COM 209615CA 33 30000 SH SOLE SOLE
CONSOL ENERGY INC COM COM 20854P10 3379 99093 SH SOLE SOLE
CONSOLIDATED EDISON COM 20911510 105 1800 SH SOLE SOLE
CONSOLIDATED GRAPHICS INCCOM 20934110 23 500 SH SOLE SOLE
CONSTANT CONTACT INC COM 21031310 6708 225162 SH SOLE SOLE
CONSTELLATION BRANDS COM 21036P10 4600 195000 SH SOLE SOLE
CONTANGO OIL & GAS C COM 21075N20 247 4200 SH SOLE SOLE
CONTINENTAL AIRLS PASS THCOM 210805DK 11 10969 SH SOLE SOLE
CONTINENTAL AIRLS PASS THCOM 210805CC 15 15425 SH SOLE SOLE
CONTINENTAL RES INC COM COM 21201510 4219 49166 SH SOLE SOLE
CONTL AIRLINES 2012-A 4.1COM 210795PZ 607 735339 SH SOLE SOLE
CONTL AIRLS PASS 6.795% DCOM 210805CR 55 56360 SH SOLE SOLE
CONTL AIRLS PASS 8.307% DCOM 210805DF 6 6117 SH SOLE SOLE
CONVERGYS CORP COM 21248510 11279 844900 SH SOLE SOLE
CON-WAY INC COM STK COM 20594410 5523 169350 SH SOLE SOLE
COOPER COS INC COM 21664840 5772 70640 SH SOLE SOLE
COOPER INDUSTRIES PLC COM G2414010 4990 78036 SH SOLE SOLE
COOPER TIRE & RUBBER CO.,COM 21683110 2646 173864 SH SOLE SOLE
COPA HOLDINGS SA COM P3107610 21007 265242 SH SOLE SOLE
COPART INC COM 21720410 5839 223985 SH SOLE SOLE
CORE LABORATORIES N COM N2271710 21365 162384 SH SOLE SOLE
CORN PRODS INTL INC COM COM 21902310 29 500 SH SOLE SOLE
CORNING INC COM 21935010 4022 285644 SH SOLE SOLE
CORRECTIONS CORP AMER COM 22025Y40 549 20100 SH SOLE SOLE
CORUS ENTMT INC CL B NON COM 22087410 1409 59300 SH SOLE SOLE
COST PLUS INC CALIF COM 22148510 80 4455 SH SOLE SOLE
COSTAR GROUP INC COM 22160N10 3861 55921 SH SOLE SOLE
COSTCO WHSL CORP NEW COM 22160K10 22326 245885 SH SOLE SOLE
COVANCE INC COM COM 22281610 6154 129200 SH SOLE SOLE
COVANTA HLDG CORP COM 22282E10 2261 139291 SH SOLE SOLE
COVENTRY HEALTH CARE COM 22286210 6555 184286 SH SOLE SOLE
COVIDIEN PLC COM G2554F11 15885 290511 SH SOLE SOLE
CRACKER BARREL OLD CTRY COM 22410J10 3115 55823 SH SOLE SOLE
CRANE CO COM 22439910 196 4050 SH SOLE SOLE
CREDICORP COM COM G2519Y10 11429 86702 SH SOLE SOLE
CREDIT SUISSE AG CHF0.04(COM H3698D41 1580 55515 SH SOLE SOLE
CREDIT SUISSE GROUP SPONSADR 22540110 100 3500 SH SOLE SOLE
CREE INC COM 22544710 1146 36239 SH SOLE SOLE
CRESCENT POINT ENERGY CORCOM 22576C10 1544 35931 SH SOLE SOLE
CREXUS INVT CORP COM COM 22655310 699 67600 SH SOLE SOLE
CROCS INC COM 22704610 4027 192488 SH SOLE SOLE
CROWN CASTLE INTL CORP COCOM 22822710 9476 177659 SH SOLE SOLE
CROWN HLDGS INC COM COM 22836810 3582 97250 SH SOLE SOLE
CSX CORP COM 12640810 9691 450310 SH SOLE SOLE
CTS CORP COM 12650110 2563 243602 SH SOLE SOLE
CUBESMART COM COM 22966310 2249 188968 SH SOLE SOLE
CUBIC CORP COM COM 22966910 936 19800 SH SOLE SOLE
CUBIST PHARMACEUTICALS INCOM 22967810 1640 37925 SH SOLE SOLE
CULLEN FROST BANKERS COM 22989910 2484 42695 SH SOLE SOLE
CUMMINS ENGINE INC COM 23102110 44565 371252 SH SOLE SOLE
CURTISS WRIGHT CORP COM 23156110 1214 32800 SH SOLE SOLE
CVS CAREMARK CORP 6.6% DUCOM 126650BN 49 125000 SH SOLE SOLE
CVS CAREMARK CORP 6.94299COM 126650BQ 924 582799 SH SOLE SOLE
CVS CORP COM 12665010 29940 668300 SH SOLE SOLE
CYBERONICS INC COM 23251P10 33 875 SH SOLE SOLE
CYNOSURE INC COM 23257720 698 39059 SH SOLE SOLE
CYS INVTS INC COM 12673A10 7362 562390 SH SOLE SOLE
CYTEC INDS INC COM 23282010 3185 52390 SH SOLE SOLE
DAI NIPPON PRINTNG NPV COM J1058410 12213 1253000 SH SOLE SOLE
DAIICHI SANKYO COM NPV COM J1125710 4226 230600 SH SOLE SOLE
DALLAS CNTY TEX HOSP DISTCOM 234667JL 802 466400 SH SOLE SOLE
DANA HOLDING CORP COM 23582520 2712 174950 SH SOLE SOLE
DANAHER CORP COM COM 23585110 27961 499303 SH SOLE SOLE
DARLING INTL INC COM 23726610 938 53830 SH SOLE SOLE
DAUM COMMUNICATIONS CORP COM Y2020U10 651 6195 SH SOLE SOLE
DAVITA INC COM COM 23918K10 4701 52140 SH SOLE SOLE
DDR CORP COM COM 23317H10 6828 467700 SH SOLE SOLE
DE LUXE CHECK PRINTE COM 24801910 3218 137406 SH SOLE SOLE
DEALERTRACK HLDGS IN COM 24230910 6804 224860 SH SOLE SOLE
DEAN FOODS CO NEW COM 24237010 220 18200 SH SOLE SOLE
DEAN W DISCOVER & CO 6.75COM 24240VAM 233 216000 SH SOLE SOLE
DECKERS OUTDOOR CORP COM 24353710 8766 139035 SH SOLE SOLE
DEERE & CO COM 24419910 6672 82469 SH SOLE SOLE
DELHAIZE GROUP NPV COM B3343212 8847 168400 SH SOLE SOLE
DELL INC COM 24702R10 2566 154576 SH SOLE SOLE
DELPHI AUTOMOTIVE PLC COM G2782310 2503 79200 SH SOLE SOLE
DELTA AIR LINES 5.3% DUE COM 24736WAA 533 603000 SH SOLE SOLE
DELTA AIR LINES INC DEL CCOM 24736170 77 7800 SH SOLE SOLE
DELTA FDG HOME EQUITY LN COM 24763LFU 2 119181 SH SOLE SOLE
DELTIC TIMBER CORP COM COM 24785010 1161 18350 SH SOLE SOLE
DEMANDWARE INC COM 24802Y10 25 855 SH SOLE SOLE
DENBURY RES INC COM 24791620 5346 293260 SH SOLE SOLE
DENDREON CORP COM STK ISICOM 24823Q10 3905 366470 SH SOLE SOLE
DENNYS CORP COM COM 24869P10 432 106900 SH SOLE SOLE
DENTSPLY INTL INC NE COM 24903010 4393 109469 SH SOLE SOLE
DEUTSCHE BANK AG ORD NPV(COM D1819089 5803 116812 SH SOLE SOLE
DEUTSCHE BOERSE AG NPV(RECOM D1882G11 6670 99225 SH SOLE SOLE
DEUTSCHE POST AG NPV(REGDCOM D1922510 623 50000 SH SOLE SOLE
DEVON ENERGY CORP COM 25179M10 5031 70738 SH SOLE SOLE
DEVRY INC DEL COM 25189310 948 28000 SH SOLE SOLE
DEX ONE CORP COM COM 25212W10 2 1591 SH SOLE SOLE
DEXCOM INC COM COM 25213110 846 81148 SH SOLE SOLE
DIAGEO P L C COM 25243Q20 7519 77913 SH SOLE SOLE
DIAMOND OFFSHORE DRI COM 25271C10 3413 51130 SH SOLE SOLE
DIAMONDROCK HOSPITAL COM 25278430 916 88990 SH SOLE SOLE
DIANA SHIPPING INC COM Y2066G10 702 78408 SH SOLE SOLE
DICE HLDGS INC COM 25301710 1133 121464 SH SOLE SOLE
DICKS SPORTING GOODS COM 25339310 31481 654760 SH SOLE SOLE
DIEBOLD INC., COMMON STOCCOM 25365110 2320 60225 SH SOLE SOLE
DIGI INTL INC COM 25379810 3827 348237 SH SOLE SOLE
DIGITAL GENERATION INC COM 25400B10 1548 151600 SH SOLE SOLE
DIGITAL RLTY TR INC COM 25386810 902 12194 SH SOLE SOLE
DILLARD DEPT STORES INC 6COM 254063AX 220 215000 SH SOLE SOLE
DILLARDS INC COM 25406710 7254 115100 SH SOLE SOLE
DILLARDS INC 7% DUE 12-01COM 254067AN 94 100000 SH SOLE SOLE
DILLARDS INC 7.75% DUE 07COM 254063AU 133 135000 SH SOLE SOLE
DILLARDS INC DILLARDS INCCOM 254067AH 211 200000 SH SOLE SOLE
DINEEQUITY INC COM 25442310 3517 70900 SH SOLE SOLE
DIPLOMA PLC ORD GBP0.05 COM G2766411 742 103243 SH SOLE SOLE
DIRECTV COM 25490A10 16103 326378 SH SOLE SOLE
DIRECTV HLDGS LLC 7.625% COM 25459HAG 68 65000 SH SOLE SOLE
DIRECTV HLDGS/FING 6 DUE COM 25459HAX 32 30000 SH SOLE SOLE
DISCOVER FINL SVCS COM 25470910 26422 792505 SH SOLE SOLE
DISH NETWORK CORP CL A COCOM 25470M10 3406 103420 SH SOLE SOLE
DISNEY WALT PRODTNS COM 25468710 19738 450856 SH SOLE SOLE
DOLAN CO COM STK COM 25659P40 4782 524897 SH SOLE SOLE
DOLBY LABORATORIES INC CLCOM 25659T10 160 4200 SH SOLE SOLE
DOLLAR GEN CORP NEW COM 25667710 15044 325620 SH SOLE SOLE
DOLLAR TREE INC COM 25674610 21509 227634 SH SOLE SOLE
DOLLARAMA INC COM COM 25675T10 1893 40679 SH SOLE SOLE
DOMINION RES INC 5.25% DUCOM 257469AJ 819 736000 SH SOLE SOLE
DOMINION RES INC VA NEW CCOM 25746U10 3727 72780 SH SOLE SOLE
DOMTAR CORP COM NEW COM NCOM 25755920 801 8400 SH SOLE SOLE
DONALDSON INC COM COM 25765110 3729 104380 SH SOLE SOLE
DONEGAL GROUP INC COM 25770120 966 70677 SH SOLE SOLE
DONNELLEY R R & SONS COM 25786710 2296 185300 SH SOLE SOLE
DONNELLEY R R & SONS CO 8COM 257867AY 75 75000 SH SOLE SOLE
DORMAN PRODUCTS INC COM 25827810 362 7146 SH SOLE SOLE
DOUGLAS DYNAMICS INC COMCOM 25960R10 2503 182000 SH SOLE SOLE
DOUGLAS EMMETT INC COM COM 25960P10 3777 165600 SH SOLE SOLE
DOVER CORP COM COM 26000310 17302 274900 SH SOLE SOLE
DOW CHEM CO COM 26054310 14238 411018 SH SOLE SOLE
DR PEPPER SNAPPLE GROUP ICOM 26138E10 68 1700 SH SOLE SOLE
DR REDDYS LABS LTD ADR READR 25613520 5492 158900 SH SOLE SOLE
DRESSER-RAND GROUP I COM 26160810 1689 36405 SH SOLE SOLE
DRIL-QUIP INC COM 26203710 1315 20230 SH SOLE SOLE
DSW INC CL A CL A COM 23334L10 927 16925 SH SOLE SOLE
DTE ENERGY CO COM 23333110 4771 86700 SH SOLE SOLE
DU PONT E I DE NEMOU COM 26353410 16072 303810 SH SOLE SOLE
DUKE ENERGY CORP NEW COM 26441C10 2321 110450 SH SOLE SOLE
DUKE ENERGY CORP SR NT 6.COM 264399EQ 401 678943 SH SOLE SOLE
DUNKIN BRANDS GROUP INC CCOM 26550410 3952 131240 SH SOLE SOLE
DUPONT FABROS TECHNOLOGY COM 26613Q10 5464 223468 SH SOLE SOLE
DYCOM INDS INC COM 26747510 128 5500 SH SOLE SOLE
DYNAMIC MATLS CORP COM COM 26788810 2795 132416 SH SOLE SOLE
DYNAVAX TECHNOLOGIES COM 26815810 96 18995 SH SOLE SOLE
DYNEGY HLDGS INC 7.75 DUECOM 26816LAW 155 235000 SH SOLE SOLE
DYNEGY INC DEL COM COM 26817G30 0 9 SH SOLE SOLE
DYNEX CAP INC COM NEW COM 26817Q50 97 10200 SH SOLE SOLE
E M C CORP MASS COM 26864810 43930 1470208 SH SOLE SOLE
EAGLE MATERIALS INC COM 26969P10 228 6570 SH SOLE SOLE
EAST WEST BANCORP IN COM 27579R10 5032 217925 SH SOLE SOLE
EASTGROUP PPTY INC COM 27727610 327 6510 SH SOLE SOLE
EASTMAN CHEM CO COM 27743210 10460 202352 SH SOLE SOLE
EATON CORP COM 27805810 11279 226340 SH SOLE SOLE
EATON CORP COM 27826510 3564 124689 SH SOLE SOLE
EBAY INC COM 27864210 39545 1071980 SH SOLE SOLE
EBIX COM INC COM 27871520 5581 240960 SH SOLE SOLE
ECHELON CORP COM 27874N10 575 129797 SH SOLE SOLE
ECHO GLOBAL LOGISTICS I COM 27875T10 3890 241636 SH SOLE SOLE
ECOLAB INC COM 27886510 7381 119581 SH SOLE SOLE
ECOLAB INC 3% DUE 12-08-2COM 278865AK 57 55000 SH SOLE SOLE
EDISON INTL COM 28102010 12137 285500 SH SOLE SOLE
EDISON MISSION 7.625% DUECOM 281023BA 46 78000 SH SOLE SOLE
EDUCATION FDG CAP TR IV LCOM 28140VAE 46 129000 SH SOLE SOLE
EDUCATION RLTY TR INC COMCOM 28140H10 2243 206887 SH SOLE SOLE
EDWARDS LIFESCIENCES COM 28176E10 6756 92892 SH SOLE SOLE
EHEALTH INC COM 28238P10 767 47007 SH SOLE SOLE
EL PASO CORP COM COM 28336L10 6674 225860 SH SOLE SOLE
EL PASO ELEC CO COM NEW COM 28367785 182 5600 SH SOLE SOLE
ELECTR DATA SYS STEP CPN COM 285661AD 90 85000 SH SOLE SOLE
ELECTRO RENT CORP COM 28521810 533 28965 SH SOLE SOLE
ELECTRO SCIENTIFIC COM 28522910 939 62551 SH SOLE SOLE
ELECTRONIC ARTS COM 28551210 91 5500 SH SOLE SOLE
ELI LILLY & CO COM 53245710 17396 431975 SH SOLE SOLE
ELIZABETH ARDEN INC COM 28660G10 325 9290 SH SOLE SOLE
ELLIE MAE INC COM 28849P10 496 44400 SH SOLE SOLE
ELLIS PERRY INTL INC COM 28885310 109 5850 SH SOLE SOLE
EMBARQ CORP 7.082% DUE 06COM 29078EAB 23 20000 SH SOLE SOLE
EMC CORP COM COM 29084Q10 596 21500 SH SOLE SOLE
EMERGENT BIOSOLUTIONS INCCOM 29089Q10 3003 187695 SH SOLE SOLE
EMERITUS CORP COM STK COM 29100510 467 26445 SH SOLE SOLE
EMERSON ELEC CO COM 29101110 11850 227100 SH SOLE SOLE
EMPIRE DIST ELEC CO COM 29164110 1355 66591 SH SOLE SOLE
EMPLOYERS HLDGS INC COM COM 29221810 937 52900 SH SOLE SOLE
ENCANA CORP COM COM 29250510 3616 184479 SH SOLE SOLE
ENCORE CAP GROUP INC COM 29255410 3934 174467 SH SOLE SOLE
ENDEAVOUR INTL CORP COM 29259G20 2244 189348 SH SOLE SOLE
ENDO PHARMACEUTICALS COM 29264F20 5928 153047 SH SOLE SOLE
ENDOLOGIX INC COM 29266S10 2418 165051 SH SOLE SOLE
ENDURANCE SPECIALTY COM G3039710 5113 125753 SH SOLE SOLE
ENERGEN CORP COM COM 29265N10 6329 128775 SH SOLE SOLE
ENERGY PARTNERS LTD COM 29270U30 305 18350 SH SOLE SOLE
ENERGY XXI (BERMUDA) COM COM G1008214 743 20585 SH SOLE SOLE
ENERSIS S.A SPONS ADR-REPADR 29274F10 432 21393 SH SOLE SOLE
ENERSYS COM 29275Y10 5804 167496 SH SOLE SOLE
ENNIS INC COM COM 29338910 1722 108822 SH SOLE SOLE
ENPRO INDS INC COM COM 29355X10 1320 32120 SH SOLE SOLE
ENSCO INTL LTD COM 29358Q10 11384 215076 SH SOLE SOLE
ENTERGY ARK INC 3.75% DUECOM 29364DAQ 26 25000 SH SOLE SOLE
ENTERGY ARK INC 5.4% DUE COM 29364DAN 79 75000 SH SOLE SOLE
ENTERGY CORP NEW COM 29364G10 13166 195925 SH SOLE SOLE
ENTERGY TEX INC 7.125% DUCOM 29365TAA 18 15000 SH SOLE SOLE
ENTERPRISE PRODS 4.05% DUCOM 29379VAU 580 608000 SH SOLE SOLE
ENTERTAINMENT PPTYS COM 29380T10 5102 110000 SH SOLE SOLE
ENTROPIC COMMUNICATIONS COM 29384R10 201 34550 SH SOLE SOLE
ENVESTNET INC COM COM 29404K10 274 21846 SH SOLE SOLE
EOG RES INC COM 26875P10 4802 43221 SH SOLE SOLE
EQT CORP 8.125% DUE 06-01COM 26884LAA 236 202000 SH SOLE SOLE
EQT CORP COM COM 26884L10 170 3520 SH SOLE SOLE
EQUINIX INC COM 29444U50 974 6189 SH SOLE SOLE
EQUITY LIFESTYLE PPTYS INCOM 29472R10 1006 14432 SH SOLE SOLE
EQUITY RESIDENTIAL P COM 29476L10 21760 347489 SH SOLE SOLE
ERICSSON SER'B' NPV COM W2604911 7507 726613 SH SOLE SOLE
ERICSSON COM 29482160 4401 426901 SH SOLE SOLE
ESCO TECHNOLOGIES INC COM 29631510 807 21953 SH SOLE SOLE
ESSEX PPTY TR INC COM COM 29717810 14121 93200 SH SOLE SOLE
ESTEE LAUDER COMPANIES INCOM 51843910 25361 409443 SH SOLE SOLE
ESTERLINE TECHNOLOGI COM 29742510 275 3850 SH SOLE SOLE
ETHAN ALLEN INTERIOR COM 29760210 216 8540 SH SOLE SOLE
EURONET SVCS INC COM 29873610 1646 78797 SH SOLE SOLE
EVERCORE PARTNERS IN COM 29977A10 293 10080 SH SOLE SOLE
EVEREST RE GROUP COM COM G3223R10 2544 27500 SH SOLE SOLE
EXACTTARGET INC COM 30064K10 1872 71982 SH SOLE SOLE
EXELIS INC COM 30162A10 1963 156800 SH SOLE SOLE
EXELON CORP COM 30161N10 14013 357378 SH SOLE SOLE
EXLSERVICE HOLDINGS COM 30208110 1280 46661 SH SOLE SOLE
EXPEDIA INC DEL COM NEW COM 30212P30 84 2500 SH SOLE SOLE
EXPEDITORS INTL WASH COM 30213010 20249 435376 SH SOLE SOLE
EXPRESS INC COM 30219E10 2893 115800 SH SOLE SOLE
EXPRESS SCRIPTS HLDG CO COM 30219G10 8720 160939 SH SOLE SOLE
EXTRA SPACE STORAGE COM 30225T10 375 13040 SH SOLE SOLE
EXXON MOBIL CORP COM 30231G10 73561 848161 SH SOLE SOLE
EZCORP INC COM 30230110 4097 126221 SH SOLE SOLE
F M C CORP COM 30249130 2921 27590 SH SOLE SOLE
F N B CORP PA COM COM 30252010 2549 210982 SH SOLE SOLE
F5 NETWORKS INC COM 31561610 22062 163467 SH SOLE SOLE
FABRINET COM G3323L10 60 3373 SH SOLE SOLE
FACTSET RESH SYS INC COM 30307510 7943 80197 SH SOLE SOLE
FAIRCHILD SEMICONDUC COM 30372610 3961 269470 SH SOLE SOLE
FARO TECHNOLOGIES IN COM 31164210 6016 103140 SH SOLE SOLE
FASTENAL CO COM 31190010 18348 339142 SH SOLE SOLE
FBL FINL GROUP INC COM 30239F10 803 23833 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 31300LTG 300 284178 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128K6XV 320 292050 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128KRQ2 122 113025 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128KU2Y 84 76039 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 312933R6 48 45608 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 312934HS 136 128156 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 312935H8 26 24672 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 312936FU 34 31749 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 312940D8 125 118159 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 312942WL 40 37955 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 312944PJ 28 26504 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 312945DS 75 71312 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 31292KLG 86 77235 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128LXAU 76 70730 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128LXCU 510 575405 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128LXR5 47 42894 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128MJB8 107 99604 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128MJMS 172 161659 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128MDDC 58 55000 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128MMAK 38 35041 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128MMM6 94 90125 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128MMPJ 73 70000 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128PPWX 27 25063 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128PREE 54 50421 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3128PRUW 51 47955 SH SOLE SOLE
FEDERAL HOME LN MTG CORP COM 3137ADTJ 605 560000 SH SOLE SOLE
FEDERAL MOGUL CORP COM COM 31354940 601 34900 SH SOLE SOLE
FEDERAL NATL MTG ASSN GTDCOM 3138A1L9 70 65412 SH SOLE SOLE
FEDERAL NATL MTG ASSN GTDCOM 3138AEJH 58 54816 SH SOLE SOLE
FEDERAL NATL MTG ASSN GTDCOM 3138AGZK 73 69244 SH SOLE SOLE
FEDERAL NATL MTG ASSN GTDCOM 3138APUC 44 41865 SH SOLE SOLE
FEDERAL NATL MTG ASSN GTDCOM 3138E2HM 62 59706 SH SOLE SOLE
FEDERAL NATL MTG ASSN GTDCOM 3138EGEG 1223 1148465 SH SOLE SOLE
FEDERAL NATL MTG ASSN GTDCOM 3138EGME 179 228000 SH SOLE SOLE
FEDERAL NATL MTG ASSN GTDCOM 3138EG7F 116 167466 SH SOLE SOLE
FEDERAL NATL MTG ASSN GTDCOM 3138EHAY 401 443363 SH SOLE SOLE
FEDERAL NATL MTG ASSN GTDCOM 3138EHSA 154 195236 SH SOLE SOLE
FEDERAL RLTY INVT TR SH BCOM 31374720 6146 63500 SH SOLE SOLE
FEDERATED INVS INC P COM 31421110 5731 255728 SH SOLE SOLE
FEDEX CORP COM 31428X10 20227 219954 SH SOLE SOLE
FEI CO COM 30241L10 1128 22960 SH SOLE SOLE
FERRO CORP COM COM 31540510 292 49230 SH SOLE SOLE
FHLMC GOLD A67850 6 06-01COM 3128KYWK 55 50136 SH SOLE SOLE
FHLMC GOLD A9-3990 4 09-0COM 312942NF 84 79761 SH SOLE SOLE
FHLMC GOLD G02740 5.5 03-COM 3128M4LV 128 117191 SH SOLE SOLE
FHLMC GOLD G08372 4.5 11-COM 3128MJMW 39 36885 SH SOLE SOLE
FHLMC GOLD G11690 4 02-01COM 31283K2X 72 67362 SH SOLE SOLE
FHLMC GOLD G12033 4.5 12-COM 3128M1EE 28 25910 SH SOLE SOLE
FHLMC GOLD G12034 4 06-01COM 3128M1EF 28 26100 SH SOLE SOLE
FHLMC GOLD G12080 4.5 10-COM 3128M1FV 46 42977 SH SOLE SOLE
FHLMC GOLD J10114 5 09-01COM 3128PPDT 1 823 SH SOLE SOLE
FHLMC GOLD Q00093 4 04-01COM 3132GDC6 25 23453 SH SOLE SOLE
FHLMC GOLD Q00558 4.5 05-COM 3132GDTP 23 21401 SH SOLE SOLE
FHLMC GOLD SINGLE FAMILY COM 02R03264 51 50000 SH SOLE SOLE
FHLMC GOLD SINGLE FAMILY COM 02R04064 94 90000 SH SOLE SOLE
FHLMC MULTICLASS 2.412 08COM 3137AH6Q 132 201000 SH SOLE SOLE
FHLMC MULTICLASS 3842 PH COM 3137A9QP 823 549372 SH SOLE SOLE
FHLMC MULTICLASS K013 CL COM 3137AA4W 27 25000 SH SOLE SOLE
FHLMC MULTICLASS PREASSIGCOM 31396UZR 57 51227 SH SOLE SOLE
FHLMC MULTICLASS SER 2672COM 31394HZH 15 14517 SH SOLE SOLE
FHLMC MULTICLASS SER 3117COM 31396HVX 879 905866 SH SOLE SOLE
FHLMC MULTICLASS SER K705COM 3137AKKC 480 536000 SH SOLE SOLE
FHLMC POOL #1B4597 ADJ RTCOM 3128JP7K 364 346087 SH SOLE SOLE
FHLMC POOL #1J0244 ADJ RTCOM 3128LUHV 61 57317 SH SOLE SOLE
FHLMC POOL #1Q0723 ADJ RTCOM 3128S4YU 148 221989 SH SOLE SOLE
FIDELITY NATL INFORMATIONCOM 31620M10 563 17000 SH SOLE SOLE
FIDELITY NATL TITLE COM 31620R10 1294 71745 SH SOLE SOLE
FIFTH STREET FINANCE CO COM 31678A10 369 37800 SH SOLE SOLE
FIFTH THIRD BANCORP 3.5 BCOM 316773CL 64 65000 SH SOLE SOLE
FINANCEMENT QUE 5% DUE 10COM 317385AF 87 85000 SH SOLE SOLE
FINANCIAL ENGINES INC COM 31748510 6269 280352 SH SOLE SOLE
FINISAR CORP COM 31787A50 6335 314371 SH SOLE SOLE
FINISH LINE INC CL A COM 31792310 1737 81863 SH SOLE SOLE
FIRST AMERN FINL CORP COM 31847R10 2739 164700 SH SOLE SOLE
FIRST CASH FINANCIAL SERVCOM 31942D10 5133 119685 SH SOLE SOLE
FIRST FINL BANCORP COM 32020910 287 16600 SH SOLE SOLE
FIRST FINL HLDGS INC COMCOM 32023910 516 46900 SH SOLE SOLE
FIRST HORIZON NATL CORP CCOM 32051710 1805 173885 SH SOLE SOLE
FIRST INDL RLTY TR COM COM 32054K10 2527 204591 SH SOLE SOLE
FIRST INTERSTATE BANCSYS/COM 32055Y20 1246 85237 SH SOLE SOLE
FIRST MIDWEST BANCOR COM 32086710 239 19940 SH SOLE SOLE
FIRST REP BK SAN FRANCISCCOM 33616C10 3906 118570 SH SOLE SOLE
FIRSTENERGY CORP COM COM 33793210 2421 53100 SH SOLE SOLE
FIRSTMERIT CORP COM COM 33791510 903 53555 SH SOLE SOLE
FISCAL YR 2005 SECU CORP COM 337653AD 34 30000 SH SOLE SOLE
FISERV INC COM 33773810 5793 83479 SH SOLE SOLE
FLAGSTAR BANCORP INC COM COM 33793050 504 547510 SH SOLE SOLE
FLCT LOANS ASSET (REST) COM 30199071 0 8100 SH SOLE SOLE
FLEXTRONICS INTERNATIONALCOM Y2573F10 93 12900 SH SOLE SOLE
FLOW INTL CORP COM COM 34346810 414 103103 SH SOLE SOLE
FLOWERS FOODS INC COM COM 34349810 1690 82960 SH SOLE SOLE
FLOWSERVE CORP COM 34354P10 2276 19700 SH SOLE SOLE
FLUIDIGM CORP DEL COM STKCOM 34385P10 935 59454 SH SOLE SOLE
FLUOR CORP COM 34341210 5256 87542 SH SOLE SOLE
FMC TECHNOLOGIES INC COM 30249U10 31277 620335 SH SOLE SOLE
FNMA 2010-M7 CL A2 3.655%COM 31398SU7 201 379326 SH SOLE SOLE
FNMA DTD 11/03/2000 6.625COM 31359MGK 213 150000 SH SOLE SOLE
FNMA FNMA # AD0984 POOL #COM 31418NCW 247 278733 SH SOLE SOLE
FNMA MBS REMIC/REAL ESTATCOM 31396XBY 107 165000 SH SOLE SOLE
FNMA POOL #254918 4.5% 09COM 31371LDX 72 67194 SH SOLE SOLE
FNMA POOL #255900 6% 10-0COM 31371MGH 35 31570 SH SOLE SOLE
FNMA POOL #357797 5.5% 06COM 31376KNN 77 70561 SH SOLE SOLE
FNMA POOL #535996 7.5% DUCOM 31384WNM 16 13004 SH SOLE SOLE
FNMA POOL #545759 6.5% DUCOM 31385JJC 19 16802 SH SOLE SOLE
FNMA POOL #545817 6.5% 08COM 31385JK6 63 55684 SH SOLE SOLE
FNMA POOL #555967 5.5% 11COM 31385XTY 51 46660 SH SOLE SOLE
FNMA POOL #634503 6.5% DUCOM 31389S3L 13 11344 SH SOLE SOLE
FNMA POOL #655114 7.5% DUCOM 31390SYK 1 1195 SH SOLE SOLE
FNMA POOL #670385 6.5% 09COM 31391LXN 46 40331 SH SOLE SOLE
FNMA POOL #725424 5.5% 04COM 31402C4H 110 99878 SH SOLE SOLE
FNMA POOL #735224 5.5% 02COM 31402QYV 189 172003 SH SOLE SOLE
FNMA POOL #735403 5% 04-0COM 31402RAC 211 195137 SH SOLE SOLE
FNMA POOL #735484 5% 05-0COM 31402RCV 692 639764 SH SOLE SOLE
FNMA POOL #745151 6.5% 10COM 31403CZQ 109 95754 SH SOLE SOLE
FNMA POOL #745274 5.5% 01COM 31403C6K 33 29779 SH SOLE SOLE
FNMA POOL #745299 ADJ RT COM 31403C7L 556 524740 SH SOLE SOLE
FNMA POOL #745428 5.5% 01COM 31403DD9 14 12726 SH SOLE SOLE
FNMA POOL #759230 5.5% DUCOM 31403VPP 26 23299 SH SOLE SOLE
FNMA POOL #763984 5.5% DUCOM 31404BXM 65 59552 SH SOLE SOLE
FNMA POOL #777834 5.5% DUCOM 31404TEF 73 66289 SH SOLE SOLE
FNMA POOL #801340 ADJ RT COM 31405WHR 650 612604 SH SOLE SOLE
FNMA POOL #829028 4.5% 07COM 31407FA5 59 55359 SH SOLE SOLE
FNMA POOL #870565 ADJ RT COM 31409GFE 17 130000 SH SOLE SOLE
FNMA POOL #881959 ADJ RT COM 31409XZY 63 60073 SH SOLE SOLE
FNMA POOL #888211 7% DUE COM 31410FYG 78 66048 SH SOLE SOLE
FNMA POOL #888756 ADJ RT COM 31410GMD 58 53962 SH SOLE SOLE
FNMA POOL #888992 6.5% DUCOM 31410GUR 17 15425 SH SOLE SOLE
FNMA POOL #901506 ADJ RT COM 31410YR3 48 44516 SH SOLE SOLE
FNMA POOL #905121 6% DUE COM 31411DSJ 44 39591 SH SOLE SOLE
FNMA POOL #908393 5.612% COM 31411HGA 89 130000 SH SOLE SOLE
FNMA POOL #908580 ADJ RT COM 31411HM5 94 130000 SH SOLE SOLE
FNMA POOL #930895 4.5% DUCOM 31412PGC 252 231262 SH SOLE SOLE
FNMA POOL #937666 6% DUE COM 31412XFF 122 109269 SH SOLE SOLE
FNMA POOL #955005 6% 09-0COM 31413TNW 12 10850 SH SOLE SOLE
FNMA POOL #956942 6.5% 12COM 31413VS7 36 32082 SH SOLE SOLE
FNMA POOL #995203 5% 07-0COM 31416BRY 367 407600 SH SOLE SOLE
FNMA POOL #995269 ADJ RT COM 31416BT2 1373 1057877 SH SOLE SOLE
FNMA POOL #995607 ADJ RT COM 31416CAG 547 593573 SH SOLE SOLE
FNMA POOL #AA4433 4.5% 03COM 31416M4T 80 74832 SH SOLE SOLE
FNMA POOL #AA4603 4.5% 04COM 31416NDH 66 61923 SH SOLE SOLE
FNMA POOL #AA9357 4.5% 08COM 31416TMF 77 72828 SH SOLE SOLE
FNMA POOL #AC1915 4% 09-0COM 31417LDV 125 118845 SH SOLE SOLE
FNMA POOL #AC8547 4% 12-0COM 31417VP9 22 20993 SH SOLE SOLE
FNMA POOL #AD0101 4.879% COM 31418MDF 354 314807 SH SOLE SOLE
FNMA POOL #AD0166 4.874% COM 31418MFG 491 435840 SH SOLE SOLE
FNMA POOL #AD0895 4.501 DCOM 31418M7H 347 311242 SH SOLE SOLE
FNMA POOL #AD3972 4.5% 05COM 31418RMW 36 33286 SH SOLE SOLE
FNMA POOL #AD4775 4% 03-0COM 31418SJV 36 33981 SH SOLE SOLE
FNMA POOL #AD5097 3.5% 11COM 31418SUX 39 37532 SH SOLE SOLE
FNMA POOL #AD7136 5% 07-0COM 31418U4W 91 83853 SH SOLE SOLE
FNMA POOL #AD7144 ADJ RT COM 31418U5E 780 516397 SH SOLE SOLE
FNMA POOL #AD8316 5% 07-0COM 31418WG2 101 93839 SH SOLE SOLE
FNMA POOL #AD8431 4.5% 09COM 31418WLM 45 41952 SH SOLE SOLE
FNMA POOL #AD8522 4% 08-0COM 31418WPG 76 72251 SH SOLE SOLE
FNMA POOL #AD9546 4% 08-0COM 31418XTC 51 48729 SH SOLE SOLE
FNMA POOL #AD9816 4% 07-0COM 31418X4A 21 20180 SH SOLE SOLE
FNMA POOL #AE0828 3.5% 02COM 31419A4N 54 52172 SH SOLE SOLE
FNMA POOL #AE0881 ADJ RT COM 31419A6T 33 31475 SH SOLE SOLE
FNMA POOL #AE0918 3.665% COM 31419BAU 128 183000 SH SOLE SOLE
FNMA POOL #AE0949 4% 02-0COM 31419BBT 127 120770 SH SOLE SOLE
FNMA POOL #AE0981 3.5% DUCOM 31419BCT 71 69051 SH SOLE SOLE
FNMA POOL #AE7582 4.5% 11COM 31419JM8 50 46960 SH SOLE SOLE
FNMA POOL #AE8722 4% 11-0COM 31419KVQ 94 89244 SH SOLE SOLE
FNMA POOL #MA0614 4% 01-0COM 31417YVG 90 85432 SH SOLE SOLE
FNMA POOL #MA0693 4.5% 04COM 31417YXX 47 43852 SH SOLE SOLE
FNMA POOL #MA0722 4.5% 05COM 31417YYU 66 61654 SH SOLE SOLE
FNMA POOL #MA0732 4% 05-0COM 31417YY6 69 65352 SH SOLE SOLE
FNMA POOL #MA0955 3.5% 01COM 31418ABZ 72 69576 SH SOLE SOLE
FNMA POOL AD0065 FLTG DUECOM 31418MCB 295 278046 SH SOLE SOLE
FNMA REMIC 5 05-25-2035 COM 31394ENV 28 25235 SH SOLE SOLE
FNMA REMIC SER 2007-68 CLCOM 31396WM5 26 126433 SH SOLE SOLE
FNMA SER 2012-M3 CL 2A2 2COM 3136A4M9 172 240000 SH SOLE SOLE
FNMA SINGLE FAMILY MORTGACOM 01F03264 51 50000 SH SOLE SOLE
FOOT LOCKER INC COM COM 34484910 7054 227175 SH SOLE SOLE
FORD CR AUTO OWNER .62000COM 34529UAB 140 219000 SH SOLE SOLE
FORD MTR CO DEL COM 34537086 3458 276893 SH SOLE SOLE
FORD MTR CO DEL 6.625% DUCOM 345370BY 423 390000 SH SOLE SOLE
FORD MTR CO DEL SR NT CONCOM 345370CN 278 175000 SH SOLE SOLE
FOREST LABS INC COM 34583810 205 5900 SH SOLE SOLE
FORESTAR GROUP INC COM 34623310 1441 93654 SH SOLE SOLE
FORRESTER RESH INC COM 34656310 1616 49889 SH SOLE SOLE
FORTUNE BRANDS HOME & S COM 34964C10 5765 261192 SH SOLE SOLE
FORWARD AIR CORP COM 34985310 2904 79180 SH SOLE SOLE
FOSSIL INC COM 34988210 30994 234842 SH SOLE SOLE
FOSTER L B CO CL A COM 35006010 553 19400 SH SOLE SOLE
FOSTER WHEELER AG COM H2717810 5549 243825 SH SOLE SOLE
FRANCE TELECOM COM F4113C10 13456 909903 SH SOLE SOLE
FRANCESCAS HLDGS CORP COM 35179310 527 16676 SH SOLE SOLE
FRANKLIN ELEC INC COM 35351410 2375 48403 SH SOLE SOLE
FRANKLIN ELEC INC COM 35461310 10864 87593 SH SOLE SOLE
FRANKLIN STREET PPTY COM 35471R10 1088 102660 SH SOLE SOLE
FREEPORT-MCMORAN COP COM 35671D85 23095 607134 SH SOLE SOLE
FREEPORT-MCMORAN COPPER &COM; 35671DAU 14 15000 SH SOLE SOLE
FRESH DEL MONTE PRODUCE ICOM G3673810 978 42800 SH SOLE SOLE
FRESH MKT INC COM 35804H10 4331 90313 SH SOLE SOLE
FSI INTL INC COM COM 30263310 468 95722 SH SOLE SOLE
FTI CONSULTING INC COM 30294110 1684 44871 SH SOLE SOLE
FUEL SYS SOLUTIONS I COM 35952W10 958 36638 SH SOLE SOLE
FUJIFILM HOLDINGS CORP NPCOM J1420810 7713 327000 SH SOLE SOLE
FULLER H B CO COM 35969410 228 6950 SH SOLE SOLE
FULTON FINL CORP PA COM 36027110 2206 210125 SH SOLE SOLE
FURNITURE BRANDS INTL INCCOM 36092110 270 160700 SH SOLE SOLE
FUSION-IO INC COM 36112J10 5590 196755 SH SOLE SOLE
FXCM INC COM 30269310 861 66300 SH SOLE SOLE
GALLAGHER ARTHUR J & CO CCOM 36357610 686 19200 SH SOLE SOLE
GAMESTOP CORP NEW COM 36467W10 11820 541225 SH SOLE SOLE
GANNETT INC COM 36473010 5339 348300 SH SOLE SOLE
GAP INC COM 36476010 7962 304600 SH SOLE SOLE
GARDNER DENVER INC COM COM 36555810 2743 43530 SH SOLE SOLE
GATX CORP COM COM 36144810 1084 26910 SH SOLE SOLE
GAZPROM SPON ADR EACH REPADR 36828720 6317 602745 SH SOLE SOLE
GE CAP CR CARD 3.69% DUE COM 36159JBM 614 389200 SH SOLE SOLE
GE CAP CR CARD MASTER NT COM 36159JCE 247 2500 SH SOLE SOLE
GE DEALER FLOORPLAN MASTECOM 36159LBG 215 606000 SH SOLE SOLE
GE EQUIP TRANSN SER 2012-COM 36162NAB 740 740000 SH SOLE SOLE
GE GLOBAL INS HLDG 7.75% COM 36158FAD 53 45000 SH SOLE SOLE
GEN ELEC CAP CORP 5.875% COM 36962G3P 666 606000 SH SOLE SOLE
GEN ELEC CAP CORP 6.15% DCOM 36962G3A 11 10000 SH SOLE SOLE
GEN MTRS CO COM COM 37045V10 17507 682550 SH SOLE SOLE
GENERAL CABLE CORP D COM 36930010 2386 82045 SH SOLE SOLE
GENERAL DYNAMICS COR COM 36955010 18606 253553 SH SOLE SOLE
GENERAL ELEC CO COM 36960410 46440 2313905 SH SOLE SOLE
GENERAL GROWTH PPTYS INC COM 37002310 8238 484885 SH SOLE SOLE
GENERAL MLS INC COM 37033410 9346 236898 SH SOLE SOLE
GENESEE & WYO INC COM 37155910 4769 87380 SH SOLE SOLE
GENOMIC HEALTH INC COM COM 37244C10 1130 36909 SH SOLE SOLE
GENON ENERGY INC COM COM 37244E10 230 110630 SH SOLE SOLE
GENPACT LIMITED COM STK UCOM G3922B10 3555 218079 SH SOLE SOLE
GENTEX CORP COM 37190110 14798 603987 SH SOLE SOLE
GENUINE PARTS CO COM 37246010 784 12500 SH SOLE SOLE
GENWORTH FINL INC COM CL COM 37247D10 15404 1851450 SH SOLE SOLE
GENZYME CORP 3.625 DUE 06COM 372917AQ 38 35000 SH SOLE SOLE
GEO GROUP INC COM COM 36159R10 1661 87400 SH SOLE SOLE
GEORESOURCES INC COM 37247610 221 6760 SH SOLE SOLE
GEORGIA GULF CORP COM PARCOM 37320030 2529 72500 SH SOLE SOLE
GERDAU S A SPONSORED ADRADR 37373710 6068 630070 SH SOLE SOLE
GFI GROUP INC COM STK COM 36165220 1110 295200 SH SOLE SOLE
GIANT INTERACTIVE GROUP IADR 37451110 505 103141 SH SOLE SOLE
G-III APPAREL GROUP LTD CCOM 36237H10 315 11097 SH SOLE SOLE
GILDAN ACTIVEWEAR INC COMCOM 37591610 7896 286620 SH SOLE SOLE
GILEAD SCIENCES 4.5% DUE COM 375558AQ 74 70000 SH SOLE SOLE
GILEAD SCIENCES INC COM 37555810 16290 333471 SH SOLE SOLE
GLATFELTER P H CO COM 37731610 1650 104568 SH SOLE SOLE
GLAXOSMITHKLINE ORD GBP0.COM G3910J11 21484 1028583 SH SOLE SOLE
GLAXOSMITHKLINE PLC SPONSADR 37733W10 1199 26700 SH SOLE SOLE
GLIMCHER RLTY TR COM 37930210 2404 235252 SH SOLE SOLE
GLOBAL CASH ACCESS H COM 37896710 4459 571652 SH SOLE SOLE
GLOBAL GEOPHYSICAL 10.5% COM 37946SAB 100 100000 SH SOLE SOLE
GLOBAL INDEMNITY PLC COM G3931910 2977 152748 SH SOLE SOLE
GLOBAL PMTS INC COM 37940X10 8391 176750 SH SOLE SOLE
GLOBAL SOURCES LTD COM COM G3930010 29 4700 SH SOLE SOLE
GLOBE SPECIALTY METALS COM 37954N20 5626 378323 SH SOLE SOLE
GMAC INC FORMERLY 8 DUE 1COM 36186CCA 18 17000 SH SOLE SOLE
GMAC INC FORMERLY 8% DUE COM 36186CBY 23 21000 SH SOLE SOLE
GNMA NT 144A 02-25-2031 COM 36186FAA 100 146000 SH SOLE SOLE
GNMA POOL #003624 5.5% 10COM 36202EAZ 165 147985 SH SOLE SOLE
GNMA POOL #004637 5% 02-2COM 36202FEJ 91 82429 SH SOLE SOLE
GNMA POOL #004834 4.5% 10COM 36202FLP 161 147596 SH SOLE SOLE
GNMA POOL #004853 4% 11-2COM 36202FMA 49 45492 SH SOLE SOLE
GNMA POOL #004855 5% 11-2COM 36202FMC 48 43163 SH SOLE SOLE
GNMA POOL #004977 4% 03-2COM 36202FQ6 74 68652 SH SOLE SOLE
GNMA POOL #005018 5% 04-2COM 36202FSF 33 29756 SH SOLE SOLE
GNMA POOL #005114 4% 07-2COM 36202FVF 107 99355 SH SOLE SOLE
GNMA POOL #005280 4% 01-2COM 36202F2M 69 64629 SH SOLE SOLE
GNMA POOL #411081 6% 11-1COM 36206GUE 46 40895 SH SOLE SOLE
GNMA POOL #671023 6% 08-1COM 36295HPG 62 55351 SH SOLE SOLE
GNMA POOL #682459 4.5% 02COM 36295WE8 56 50885 SH SOLE SOLE
GNMA POOL #708590 4.5% 05COM 36297DF7 88 80743 SH SOLE SOLE
GNMA POOL #712972 4.5% 04COM 36297JCH 47 42805 SH SOLE SOLE
GNMA POOL #717168 4.5% 06COM 3620A2W5 102 93772 SH SOLE SOLE
GNMA POOL #717182 4.5% 06COM 3620A2XK 103 94645 SH SOLE SOLE
GNMA POOL #726323 SER 203COM 3620AC4G 107 96464 SH SOLE SOLE
GNMA POOL #751018 4% 09-1COM 36230KDX 54 49895 SH SOLE SOLE
GNMA POOL #778972 SER 204COM 36176XFM 94 90000 SH SOLE SOLE
GNMA POOL #781862 5.5% 01COM 36241KB7 66 58594 SH SOLE SOLE
GNMAII POOL #003151 SER 2COM 36202DQC 17 14211 SH SOLE SOLE
GNMAII POOL #003229 SER 2COM 36202DSS 7 6142 SH SOLE SOLE
GNMAII POOL #003240 SER 2COM 36202DS5 7 5659 SH SOLE SOLE
GNMAII POOL #003774 SER 2COM 36202EFP 84 75315 SH SOLE SOLE
GNMAII POOL #004696 SER 2COM 36202FGD 84 76693 SH SOLE SOLE
GOLD FIELDS LTD ZAR0.50 COM S3175510 7297 533315 SH SOLE SOLE
GOLDCORP INC NEW COM COM 38095640 1350 30000 SH SOLE SOLE
GOLDMAN SACHS 5.95% DUE 0COM 38141GFG 48 45000 SH SOLE SOLE
GOLDMAN SACHS 6 DUE 06-15COM 38141EA6 53 50000 SH SOLE SOLE
GOLDMAN SACHS 6.25% DUE 0COM 38141GGM 20 20000 SH SOLE SOLE
GOLDMAN SACHS GROUP COM 38141G10 50348 404826 SH SOLE SOLE
GOLDMAN SACHS GROUP INC MCOM 38141EA2 825 515600 SH SOLE SOLE
GOODRICH PETE CORP COM 38241040 6995 367788 SH SOLE SOLE
GOODYEAR TIRE & 7% DUE 03COM 382550AD 212 225000 SH SOLE SOLE
GOOGLE INC COM 38259P50 75444 117654 SH SOLE SOLE
GOVERNMENT PPTYS INCOME COM 38376A10 3864 160268 SH SOLE SOLE
GRACE W R & CO DEL N COM 38388F10 4936 85400 SH SOLE SOLE
GRAFTECH INTL LTD COM 38431310 1938 162346 SH SOLE SOLE
GRAINGER W W INC COM 38480210 677 3150 SH SOLE SOLE
GRAND CANYON ED INC COM 38526M10 3620 203801 SH SOLE SOLE
GRANITE CONSTR INC COM 38732810 1690 58801 SH SOLE SOLE
GREAT LAKES DREDGE & DOCKCOM 39060710 1200 166265 SH SOLE SOLE
GREAT PLAINS ENERGY INC CCOM 39116410 3140 154900 SH SOLE SOLE
GREATBATCH INC COM COM 39153L10 618 25200 SH SOLE SOLE
GREEN DOT CORP COM 39304D10 7749 292190 SH SOLE SOLE
GREEN MTN COFFEE ROASTERSCOM 39312210 12132 259005 SH SOLE SOLE
GREENBRIER COS INC COM STCOM 39365710 2038 102975 SH SOLE SOLE
GREENHILL & CO INC COM 39525910 1324 30337 SH SOLE SOLE
GREENWAY MED TECHNOLOGI COM 39679B10 939 61434 SH SOLE SOLE
GREIF INC COM 39762410 1812 32402 SH SOLE SOLE
GROUPE AEROPLAN INC COM 39945310 1767 144000 SH SOLE SOLE
GROUPE CGI INC COM 39945C10 1553 69687 SH SOLE SOLE
GRUPO TELEVISA S A B SPONADR 40049J20 25222 1196483 SH SOLE SOLE
GSE HLDG INC COM COM 36191X10 240 18265 SH SOLE SOLE
GTE CORP 6.84% DUE 04-15-COM 362320AZ 116 95000 SH SOLE SOLE
GTE CORP 8.75% DUE 11-01-COM 362320AT 28 20000 SH SOLE SOLE
GUIDEWIRE SOFTWARE INC COCOM 40171V10 239 7778 SH SOLE SOLE
GULFMARK OFFSHORE INC COM 40262920 325 7080 SH SOLE SOLE
GULFPORT ENERGY CORP COM COM 40263530 1936 66475 SH SOLE SOLE
HAIN CELESTIAL GROUP INC COM 40521710 2184 49850 SH SOLE SOLE
HALLIBURTON CO COM 40621610 43212 1301956 SH SOLE SOLE
HALOZYME THERAPEUTIC COM 40637H10 117 9135 SH SOLE SOLE
HANCOCK HLDG CO COM 41012010 259 7300 SH SOLE SOLE
HANESBRANDS INC COM 41034510 2527 85534 SH SOLE SOLE
HANMI FINL CORP COM NEW COM 41049520 39 3900 SH SOLE SOLE
HANOVER INS GROUP INC COMCOM 41086710 1378 33500 SH SOLE SOLE
HARLEY DAVIDSON COM USD0.COM 41282210 15136 308395 SH SOLE SOLE
HARLEY-DAVIDSON 3.32% DUECOM 41283HAD 121 190000 SH SOLE SOLE
HARMAN INTL INDS INC COM 41308610 14491 309567 SH SOLE SOLE
HARRIS CORP COM COM 41387510 6419 142400 SH SOLE SOLE
HARSCO CORP 2.7% DUE 10-1COM 415864AK 67 65000 SH SOLE SOLE
HARSCO CORP., COMMON STOCCOM 41586410 453 19300 SH SOLE SOLE
HARTFORD FINL SVCS 5.375%COM 416515AT 21 20000 SH SOLE SOLE
HARTFORD FINL SVCS GROUP COM 41651510 29625 1405356 SH SOLE SOLE
HASBRO BRADLEY INC COM 41805610 3819 104000 SH SOLE SOLE
HASBRO INC 6.35% DUE 03-1COM 418056AS 33 30000 SH SOLE SOLE
HATTERAS FINL CORP COM 41902R10 5929 212500 SH SOLE SOLE
HAWAIIAN ELEC INDS INC COCOM 41987010 1953 77057 SH SOLE SOLE
HAYNES INTERNATIONAL COM 42087720 2563 40465 SH SOLE SOLE
HCA INC 7.5% DUE 11-06-20COM 404119AJ 211 225000 SH SOLE SOLE
HCC INS HLDGS INC COM 40413210 7043 225959 SH SOLE SOLE
HCP INC COM COM 40414L10 9464 239831 SH SOLE SOLE
HDFC BK LTD ADR REPSTG 3 ADR 40415F10 14543 426480 SH SOLE SOLE
HEALTH CARE REIT INC COMCOM 42217K10 11124 202400 SH SOLE SOLE
HEALTH NET INC COM COM 42222G10 3713 93475 SH SOLE SOLE
HEALTHSOUTH CORP COM NEW COM 42192430 2387 116561 SH SOLE SOLE
HEALTHSTREAM INC COM 42222N10 950 40945 SH SOLE SOLE
HEARTWARE INTL INC COM 42236810 38 575 SH SOLE SOLE
HECLA MNG CO COM COM 42270410 182 39380 SH SOLE SOLE
HEIDRICK & STRUGGLES INTLCOM 42281910 1353 61400 SH SOLE SOLE
HEINEKEN NV EUR1.60 COM N3942721 16704 339424 SH SOLE SOLE
HEINZ H J CO COM 42307410 3361 62759 SH SOLE SOLE
HELEN OF TROY CORP L COM G4388N10 4867 143108 SH SOLE SOLE
HELMERICH & PAYNE IN COM 42345210 291 5400 SH SOLE SOLE
HENNES & MAURITZ SER'B'NPCOM W4142210 1157 32075 SH SOLE SOLE
HERBALIFE LTD COM G4412G10 10676 155124 SH SOLE SOLE
HERCULES INC 6.5% DUE 06-COM 427056AU 342 430000 SH SOLE SOLE
HERCULES OFFSHORE IN COM 42709310 45 9525 SH SOLE SOLE
HERCULES TECH GROWTH COM 42709650 5243 473237 SH SOLE SOLE
HERITAGE CRYSTAL CLEAN INCOM 42726M10 272 13659 SH SOLE SOLE
HERSHA HOSPITALITY TR PRICOM 42782510 2161 395723 SH SOLE SOLE
HERSHEY FOODS CORP COM 42786610 282 4600 SH SOLE SOLE
HERTZ GLOBAL HLDGS INC COCOM 42805T10 11163 742191 SH SOLE SOLE
HESS CORP COM 42809H10 29870 506699 SH SOLE SOLE
HEWLETT PACKARD CO COM 42823610 36229 1520300 SH SOLE SOLE
HEWLETT PACKARD CO 5.5% DCOM 428236AS 29 25000 SH SOLE SOLE
HEXCEL CORP NEW COM 42829110 3283 136727 SH SOLE SOLE
HHGREGG INC COM COM 42833L10 366 32119 SH SOLE SOLE
HIBBETT SPORTS INC COM 42856710 1752 32120 SH SOLE SOLE
HIGHER ONE HLDGS INC COM 42983D10 863 57739 SH SOLE SOLE
HIGHWOODS PPTYS INC COM 43128410 1453 43600 SH SOLE SOLE
HILL ROM HLDGS INC COM 43147510 4273 127897 SH SOLE SOLE
HITACHI NPV COM J2045411 11234 1741100 SH SOLE SOLE
HMS HLDGS CORP COM 40425J10 8544 273772 SH SOLE SOLE
HOLLYFRONTIER CORP COM 43610610 8655 269212 SH SOLE SOLE
HOLLYSYS AUTOMATION TECHNCOM G4566710 326 30728 SH SOLE SOLE
HOLOGIC INC COM 43644010 6577 305196 SH SOLE SOLE
HOLOGIC INC SR NT CONV DUCOM 436440AA 243 245000 SH SOLE SOLE
HOME CAP GROUP INC COM COM 43691310 199 3949 SH SOLE SOLE
HOME DEPOT INC COM 43707610 38159 758474 SH SOLE SOLE
HOME PROPERTIES INC COMMOCOM 43730610 4669 76525 SH SOLE SOLE
HOMESTREET INC COM 43785V10 2057 74000 SH SOLE SOLE
HONEYWELL INTL INC COM 43851610 23623 386941 SH SOLE SOLE
HONEYWELL INTL INC 5% DUECOM 438516AZ 41 35000 SH SOLE SOLE
HORACE MANN EDUCATORS CORCOM 44032710 2740 155500 SH SOLE SOLE
HORMEL GEO A & CO COM 44045210 236 8000 SH SOLE SOLE
HORNBECK OFFSHORE SV COM 44054310 62 1465 SH SOLE SOLE
HORSEHEAD HLDG CORP COM 44069430 4599 403781 SH SOLE SOLE
HOSPIRA INC COM COM 44106010 4461 119300 SH SOLE SOLE
HOSPITALITY PPTYS SR NT 7COM 44106MAP 44 40000 SH SOLE SOLE
HOSPITALITY PPTYS TR COM 44106M10 8153 307998 SH SOLE SOLE
HOST HOTELS & RESORTS COM 44107P10 14691 894686 SH SOLE SOLE
HOT TOPIC INC COM 44133910 93 9175 SH SOLE SOLE
HOUSTON TEX REF-TAXABLE-PCOM 442331QM 273 230000 SH SOLE SOLE
HOVNANIAN K 6.25% DUE 01-COM 442488AY 178 305000 SH SOLE SOLE
HOWARD HUGHES CORP COM COM 44267D10 3636 56934 SH SOLE SOLE
HRPT PPTYS TR 5.75% DUE 1COM 40426WAS 57 55000 SH SOLE SOLE
HRPT PPTYS TR 6.25% DUE 0COM 40426WAR 32 30000 SH SOLE SOLE
HSBC HLDGS PLC SPONSORED ADR 40428040 287 6462 SH SOLE SOLE
HSBC HOLDINGS PLC ORD USDCOM G4634U16 954 108099 SH SOLE SOLE
HSN INC COM 40430310 3556 93500 SH SOLE SOLE
HUDSON CITY BANCORP INC CCOM 44368310 965 132000 SH SOLE SOLE
HUMAN GENOME SCIENCES INCCOM 44490310 7776 943732 SH SOLE SOLE
HUMAN GENOME SCIENCES INCCOM 444903AM 190 190000 SH SOLE SOLE
HUMANA INC COM 44485910 7115 76940 SH SOLE SOLE
HUNT J B TRANS SVCS INC CCOM 44565810 4222 77650 SH SOLE SOLE
HUNTINGTON BANCSHARES INCCOM 44615010 7528 1167180 SH SOLE SOLE
HUNTINGTON INGALLS INDS ICOM 44641310 4314 107216 SH SOLE SOLE
HUNTSMAN CORP COM 44701110 890 63537 SH SOLE SOLE
HURON CONSULTING GRO COM 44746210 131 3475 SH SOLE SOLE
HYATT HOTELS CORP COM CL COM 44857910 4842 113344 SH SOLE SOLE
IAC / INTERACTIVECORP COMCOM 44919P50 8674 176700 SH SOLE SOLE
IBERIABANK CORP COM 45082810 1442 26960 SH SOLE SOLE
ICONIX BRAND GROUP INC COCOM 45105510 514 29600 SH SOLE SOLE
IDEX CORP COM 45167R10 8495 201636 SH SOLE SOLE
IDEXX LABS INC COM 45168D10 14270 163182 SH SOLE SOLE
IHS INC COM 45173410 18027 192498 SH SOLE SOLE
ILL TOOL WKS INC COM COM 45230810 5615 98300 SH SOLE SOLE
ILLUMINA INC COM 45232710 1299 24683 SH SOLE SOLE
IMAX CORP COM 45245E10 1341 54859 SH SOLE SOLE
IMMERSION CORP COM 45252110 720 131826 SH SOLE SOLE
IMPAX LABORATORIES I COM 45256B10 1202 48890 SH SOLE SOLE
IMPERVA INC COM 45321L10 358 9139 SH SOLE SOLE
INCONTACT INC COM COM 45336E10 512 91690 SH SOLE SOLE
INFORMATICA CORP COM COM 45666Q10 1276 24130 SH SOLE SOLE
INFOSYS LIMITED ADR ADR 45678810 6274 110018 SH SOLE SOLE
INGERSOLL-RAND PLC COM G4779110 12306 297594 SH SOLE SOLE
INGRAM MICRO INC CL A COM 45715310 2075 111800 SH SOLE SOLE
INLAND REAL ESTATE CORP CCOM 45746120 162 18300 SH SOLE SOLE
INNERWORKINGS INC COM 45773Y10 6124 525660 SH SOLE SOLE
INNOPHOS HLDGS INC COM COM 45774N10 1171 23368 SH SOLE SOLE
INPHI CORP COM 45772F10 3680 259527 SH SOLE SOLE
INSIGHT ENTERPRISES INC CCOM 45765U10 20 900 SH SOLE SOLE
INSPERITY INC COM 45778Q10 870 28400 SH SOLE SOLE
INSULET CORP COM STK COM 45784P10 2830 147855 SH SOLE SOLE
INTACT FINANCIAL CORPORATCOM 45823T20 620 10330 SH SOLE SOLE
INTACT FINL CORP COM COM 45823T10 1185 19725 SH SOLE SOLE
INTEGRATED SILICON S COM 45812P10 1183 106007 SH SOLE SOLE
INTEL CORP COM 45814010 65378 2325775 SH SOLE SOLE
INTEL CORP 3.3 DUE 10-01-COM 458140AJ 83 80000 SH SOLE SOLE
INTERACTIVE BROKERS GROUPCOM 45841N10 214 12600 SH SOLE SOLE
INTERACTIVE INTELLIGENCE COM 45841V10 352 11541 SH SOLE SOLE
INTERCONTINENTALEXCH COM 45865V10 6598 48015 SH SOLE SOLE
INTERDIGITAL INC COM 45867G10 4948 141950 SH SOLE SOLE
INTERNATIONAL BUSINESS MACOM 45920010 39405 188857 SH SOLE SOLE
INTERNATIONAL GAME COM 45990210 819 48758 SH SOLE SOLE
INTERNATIONAL PAPER COM 46014610 5402 153890 SH SOLE SOLE
INTERNATIONAL RECTIF COM 46025410 1740 75413 SH SOLE SOLE
INTERNATIONAL SPEEDWAY COCOM 46033520 2464 88800 SH SOLE SOLE
INTERPUBLIC GROUP CO COM 46069010 8165 715638 SH SOLE SOLE
INTERVAL LEISURE GROUP INCOM 46113M10 80 4600 SH SOLE SOLE
INTESA SANPAOLO COM T5506710 410 18435 SH SOLE SOLE
INTL BUSINESS MACH CORP 8COM 459200AG 133 95000 SH SOLE SOLE
INTL PAPER CO 7.95% DUE 0COM 460146CA 101 80000 SH SOLE SOLE
INTUIT COM 46120210 10748 178750 SH SOLE SOLE
INTUITIVE SURGICAL INC COCOM 46120E60 23045 42538 SH SOLE SOLE
INVENSENSE INC COM 46123D20 67 3691 SH SOLE SOLE
INVESCO LTD COM G491BT10 9024 338360 SH SOLE SOLE
INVESTMENT TECHNOLOG COM 46145F10 1515 126677 SH SOLE SOLE
IPC THE HOSPITALIST CO COM 44984A10 5811 157429 SH SOLE SOLE
IPG PHOTONICS CORP COM 44980X10 3838 73735 SH SOLE SOLE
IRON MTN INC PA COM COM 46284610 490 17000 SH SOLE SOLE
IRONWOOD PHARMACEUTICALS COM 46333X10 2364 177620 SH SOLE SOLE
ISRAEL ST AID-ISRAEL 5.5%COM 46513EFG 25 20000 SH SOLE SOLE
ISTAR FINL INC 6.05% DUE COM 45031UAT 41 45000 SH SOLE SOLE
ISTAR FINL INC ISTAR FINLCOM 45031UBD 18 20000 SH SOLE SOLE
ISTAR FINL INC ISTAR FINLCOM 45031UAW 367 410000 SH SOLE SOLE
ITC HLDGS CORP COM STK COM 46568510 1307 16990 SH SOLE SOLE
ITRON INC COM 46574110 286 6300 SH SOLE SOLE
ITT CORP NEW COM 45091120 2338 101908 SH SOLE SOLE
IXIA COM COM 45071R10 361 28888 SH SOLE SOLE
J P MORGAN CHASE & C COM 46625H10 66067 1436869 SH SOLE SOLE
J2 GLOBAL INC COM 48123V10 9073 316354 SH SOLE SOLE
JABIL CIRCUIT INC COM 46631310 2650 105475 SH SOLE SOLE
JACOBS ENGR GROUP IN COM 46981410 8980 202385 SH SOLE SOLE
JANUS CAP GROUP INC COM COM 47102X10 521 58500 SH SOLE SOLE
JAPAN TOBACCO INC NPV COM J2786910 532 106250 SH SOLE SOLE
JARDEN CORP COM COM 47110910 195 4850 SH SOLE SOLE
JEFFERIES GROUP INC NEW SCOM 472319AG 246 260000 SH SOLE SOLE
JERSEY CENT PWR & 7.35% DCOM 476556DA 31 25000 SH SOLE SOLE
JIVE SOFTWARE INC COM 47760A10 56 2070 SH SOLE SOLE
JOHN BEAN TECHNOLOGIES COCOM 47783910 3016 186200 SH SOLE SOLE
JOHN DEERE CAPITAL CORP TCOM 24422ERM 39 40000 SH SOLE SOLE
JOHN DEERE OWNER 2012-A CCOM 47787BAB 429 430000 SH SOLE SOLE
JOHNSON & JOHNSON COM 47816010 17794 269771 SH SOLE SOLE
JOHNSON CTLS INC COM 47836610 5739 176690 SH SOLE SOLE
JONES APPAREL 6.125% DUE COM 480081AK 76 100000 SH SOLE SOLE
JONES LANG LASALLE I COM 48020Q10 1404 16852 SH SOLE SOLE
JOS A BANK CLOTHIERS COM 48083810 1651 32756 SH SOLE SOLE
JOY GLOBAL INC COM 48116510 2833 38548 SH SOLE SOLE
JPMORGAN CHASE & 5.4% DUECOM 48126BAA 58 55000 SH SOLE SOLE
JPMORGAN CHASE & CO FORMECOM 46625HGY 886 548300 SH SOLE SOLE
JPMORGAN CHASE BK N A NY COM 48121CYK 74 65000 SH SOLE SOLE
JUNIPER NETWORKS INC COMCOM 48203R10 2415 105538 SH SOLE SOLE
K12 INC COM 48273U10 886 37504 SH SOLE SOLE
KAISER ALUMINUM CORP COM 48300770 1438 30425 SH SOLE SOLE
KAMAN CORP COM 48354810 9191 270725 SH SOLE SOLE
KAR AUCTION SVCS INC COM 48238T10 6774 417900 SH SOLE SOLE
KAYDON CORP COM 48658710 347 13595 SH SOLE SOLE
KB FINL GROUP INC SPONSORADR 48241A10 6933 188900 SH SOLE SOLE
KB HOME 5.875% DUE 01-15-COM 48666KAL 5 5000 SH SOLE SOLE
KB HOME 6.25% DUE 06-15-2COM 48666KAM 9 9000 SH SOLE SOLE
KB HOME 7.25% DUE 06-15-2COM 48666KAN 24 25000 SH SOLE SOLE
KB HOME 8 DUE 03-15-2020COM 48666KAQ 25 25000 SH SOLE SOLE
KB HOME COM COM 48666K10 521 58505 SH SOLE SOLE
KBR INC COM 48242W10 6619 186200 SH SOLE SOLE
KBW INC COM 48242310 4074 220216 SH SOLE SOLE
KELLOGG CO COM 48783610 4613 86006 SH SOLE SOLE
KEMPER CORP DEL COM COM 48840110 942 31100 SH SOLE SOLE
KENEXA CORP COM COM 48887910 397 12696 SH SOLE SOLE
KENNAMETAL INC COM 48917010 618 13889 SH SOLE SOLE
KENTUCKY ASSET / LIABILITCOM 491189FC 345 335000 SH SOLE SOLE
KEY ENERGY SVCS INC COM 49291410 5275 341454 SH SOLE SOLE
KEYCORP NEW COM COM 49326710 13075 1538200 SH SOLE SOLE
KEYNOTE SYS INC COM 49330810 1222 61850 SH SOLE SOLE
KILROY RLTY CORP COM COM 49427F10 5312 113960 SH SOLE SOLE
KIMBERLY CLARK CORP COM 49436810 10145 137300 SH SOLE SOLE
KIMCO REALTY CORP COM 49446R10 2537 131700 SH SOLE SOLE
KINDER MORGAN MANAGE COM 49455U10 4242 56837 SH SOLE SOLE
KINDER MORGAN MGMT LLC KICOM EKE55U10 0 37340 SH SOLE SOLE
KINDRED HEALTHCARE 8.25 DCOM 494580AB 13 15000 SH SOLE SOLE
KINDRED HEALTHCARE I COM 49458010 2600 300948 SH SOLE SOLE
KINGFISHER ORD GBP0.15714COM G5256E44 3397 693201 SH SOLE SOLE
KINROSS GOLD CORP COM NPVCOM 49690240 13135 1343098 SH SOLE SOLE
KIRBY EXPL CO. COM 49726610 132 2000 SH SOLE SOLE
KIT DIGITAL INC COM 48247020 1124 156156 SH SOLE SOLE
KLA-TENCOR CORP COM 48248010 2318 42600 SH SOLE SOLE
KNIGHT CAPITAL GROUP COM 49900510 2574 199989 SH SOLE SOLE
KOC HLDG ADR ADR 49989A10 1547 76000 SH SOLE SOLE
KODIAK OIL & GAS COR COM 50015Q10 84 8436 SH SOLE SOLE
KOHLS CORP COM COM 50025510 12362 247100 SH SOLE SOLE
KONINKLIJKE 3.75% DUE 03-COM 500472AF 40 40000 SH SOLE SOLE
KONINKLIJKE PHILIPS ELECTCOM 50047230 309 15200 SH SOLE SOLE
KOPPERS HLDGS INC COM COM 50060P10 765 19850 SH SOLE SOLE
KOREA REP NT 4.25% DUE 06COM 50064FAC 51 50000 SH SOLE SOLE
KORN FERRY INTL COM 50064320 3020 180316 SH SOLE SOLE
KRAFT FOODS INC COM 50075N10 18847 495836 SH SOLE SOLE
KRAFT FOODS INC 6.875% DUCOM 50075NAT 63 50000 SH SOLE SOLE
KROGER CO COM 50104410 11486 474023 SH SOLE SOLE
KRONOS WORLDWIDE INC COMCOM 50105F10 504 20200 SH SOLE SOLE
KS CY SOUTHN COM 48517030 2120 29570 SH SOLE SOLE
KULICKE & SOFFA INDS INC COM 501242AT 207 205000 SH SOLE SOLE
L-3 COMMUNICATIONS HLDG CCOM 50242410 8018 113300 SH SOLE SOLE
LABORATORY CORP AMER HLDGCOM 50540R40 9236 100900 SH SOLE SOLE
LAKES ENTMT INC COM COM 51206P10 96 53400 SH SOLE SOLE
LAM RESH CORP COM COM 51280710 4542 101800 SH SOLE SOLE
LAN AIRLINE S A FORMERLY COM 50172310 640 21993 SH SOLE SOLE
LANCASTER COLONY CORP COMCOM 51384710 317 4763 SH SOLE SOLE
LANDSTAR SYS INC COM COM 51509810 551 9545 SH SOLE SOLE
LAS VEGAS SANDS CORP COM 51783410 11078 192430 SH SOLE SOLE
LASALLE HOTEL PPTYS COM 51794210 179 6350 SH SOLE SOLE
LAYNE INC COM 52105010 723 32502 SH SOLE SOLE
LAZARD LTD COM G5405010 4140 144960 SH SOLE SOLE
LEAR CORP COM 52186520 2687 57790 SH SOLE SOLE
LEGG MASON INC COM 52490110 1338 47899 SH SOLE SOLE
LENDER PROCESSING SVCS INCOM 52602E10 4671 179673 SH SOLE SOLE
LENNAR CORP COM 52605730 2511 112354 SH SOLE SOLE
LENNAR CORP 5.6% DUE 05-3COM 526057AS 287 275000 SH SOLE SOLE
LENNAR CORP SR NT CONV 14COM 526057BG 123 90000 SH SOLE SOLE
LEUCADIA NATL CORP COM COM 52728810 475 18200 SH SOLE SOLE
LEVEL 3 FING INC 8.75% DUCOM 527298AL 52 50000 SH SOLE SOLE
LEXINGTON RLTY TR COM COM 52904310 4127 459100 SH SOLE SOLE
LEXMARK INTL INC NEW CL ACOM 52977110 4524 136100 SH SOLE SOLE
LG DISPLAY COM 50186V10 37 3150 SH SOLE SOLE
LIBERTY GLOBAL INC COM SECOM 53055510 75 1500 SH SOLE SOLE
LIBERTY GLOBAL INC COM SECOM 53055530 86 1800 SH SOLE SOLE
LIBERTY INTERACTIVE CORP COM 53071M10 4414 231200 SH SOLE SOLE
LIBERTY PPTY TR SH BEN INCOM 53117210 4836 135378 SH SOLE SOLE
LIFE TECHNOLOGIES CORP COCOM 53217V10 107 2200 SH SOLE SOLE
LIFE TIME FITNESS IN COM 53217R20 2092 41364 SH SOLE SOLE
LIFEPOINT HOSPITALS COM 53219L10 4810 121964 SH SOLE SOLE
LIFEPOINT HOSPS INC CONV COM 53219LAG 15 15000 SH SOLE SOLE
LIFEPOINT HOSPS INC SR SUCOM 53219LAH 79 75000 SH SOLE SOLE
LINCOLN ELEC HLDGS I COM 53390010 6327 139600 SH SOLE SOLE
LINCOLN NATL CORP COM COM 53418710 19222 729225 SH SOLE SOLE
LINDE AG NPV COM D5034810 1728 9645 SH SOLE SOLE
LINDSAY CORPORATION COM COM 53555510 759 11459 SH SOLE SOLE
LINEAR TECHNOLOGY CORP COCOM 53567810 2211 65600 SH SOLE SOLE
LINKEDIN CORP COM 53578A10 14266 139880 SH SOLE SOLE
LIONBRIDGE TECHNOLOGIES ICOM 53625210 1323 459500 SH SOLE SOLE
LIQUIDITY SERVICES I COM 53635B10 375 8365 SH SOLE SOLE
LITTELFUSE INC COM 53700810 246 3920 SH SOLE SOLE
LIVEPERSON INC COM 53814610 2685 160134 SH SOLE SOLE
LIZ CLAIBORNE COM 53932010 22 1680 SH SOLE SOLE
LKQ CORP COM 50188920 17756 569639 SH SOLE SOLE
LOCKHEED MARTIN 2.125% DUCOM 539830AX 31 30000 SH SOLE SOLE
LOCKHEED MARTIN CORP COM 53983010 14871 165487 SH SOLE SOLE
LOEWS CORP COM 54042410 19272 483365 SH SOLE SOLE
LOGMEIN INC COM 54142L10 2066 58643 SH SOLE SOLE
LORAL SPACE & COMMUN COM 54388110 2754 34600 SH SOLE SOLE
L'OREAL COM F5814913 5085 41288 SH SOLE SOLE
LORILLARD INC COM 54414710 4361 33680 SH SOLE SOLE
LORILLARD TOB CO 3.5% DUECOM 544152AD 26 25000 SH SOLE SOLE
LORILLARD TOB CO 8.125% DCOM 544152AA 31 25000 SH SOLE SOLE
LOS ANGELES CALIF UNI SCHCOM 544646XY 11 10000 SH SOLE SOLE
LOWES COS INC COM 54866110 15137 482391 SH SOLE SOLE
LOWES COS INC TRANCHE # TCOM 54866NBJ 450 411000 SH SOLE SOLE
LPL INVT HLDGS INC COM STCOM 50213H10 5644 148770 SH SOLE SOLE
LSB INDS INC COM COM 50216010 3543 91021 SH SOLE SOLE
LSI CORP COM STK COM 50216110 3841 442501 SH SOLE SOLE
LTC PPTYS INC COM COM 50217510 1299 40600 SH SOLE SOLE
LTD BRANDS COM 53271610 11596 241583 SH SOLE SOLE
LUCENT 6.45% DUE 03-15-20COM 549463AE 794 1005000 SH SOLE SOLE
LUFKIN INDS INC COM COM 54976410 13028 161541 SH SOLE SOLE
LULULEMON ATHLETICA INC COM 55002110 20108 269256 SH SOLE SOLE
LUMBER LIQUIDATORS HLDG COM 55003T10 89 3560 SH SOLE SOLE
LUMINEX CORP DEL COM 55027E10 937 40148 SH SOLE SOLE
LUNDIN MNG CORP COM COM 55037210 3897 871420 SH SOLE SOLE
LYONDELLBASELL INDUSTRI COM N5374510 4908 112430 SH SOLE SOLE
MA COM TECHNOLOGY SOLUT COM 55405Y10 591 28500 SH SOLE SOLE
MA INST TECH 5.6% DUE 07-COM 575718AA 476 376000 SH SOLE SOLE
MACDONALD DETTWILER & ASSCOM 55428210 968 21300 SH SOLE SOLE
MACERICH CO REIT COM 55438210 4858 84121 SH SOLE SOLE
MACK CALI RLTY CORP COM COM 55448910 2827 98085 SH SOLE SOLE
MACYS INC. COM 55616P10 15393 387450 SH SOLE SOLE
MADDEN STEVEN LTD COM 55626910 896 20951 SH SOLE SOLE
MADISON SQUARE GARDEN I COM 55826P10 2100 61400 SH SOLE SOLE
MAGNA INTERNATIONAL INC CCOM 55922240 5569 116655 SH SOLE SOLE
MAIDEN HOLDINGS LTD COM SCOM G5753U11 365 40500 SH SOLE SOLE
MAKO SURGICAL CORP COM 56087910 73 1722 SH SOLE SOLE
MANITEX INTL INC COM COM 56342010 125 17054 SH SOLE SOLE
MANITOBA PROV CDA GLOBAL COM 563469TU 109 110000 SH SOLE SOLE
MANITOWOC INC COM 56357110 918 66260 SH SOLE SOLE
MANNING & NAPIER INC CL ACOM 56382Q10 525 35700 SH SOLE SOLE
MANPOWER INC COM 56418H10 2057 43417 SH SOLE SOLE
MANULIFE FINL CORP COM COM 56501R10 9909 731300 SH SOLE SOLE
MARATHON OIL CORP COM 56584910 16854 531681 SH SOLE SOLE
MARATHON PETE CORP COM 56585A10 2191 50526 SH SOLE SOLE
MARINE HARVEST ASA NOK0.7COM R2326D10 3894 7554807 SH SOLE SOLE
MARKEL CORP COM 57053510 4284 9542 SH SOLE SOLE
MARKS & SPENCER GROUP COM G5824M10 5847 965600 SH SOLE SOLE
MARRIOTT INTL INC NEW COMCOM 57190320 3804 100513 SH SOLE SOLE
MARRIOTT VACATIONS WORLDWCOM 57164Y10 3205 112400 SH SOLE SOLE
MARSH & MCLENNAN CO'S INCCOM 57174810 16702 509375 SH SOLE SOLE
MASCO CORP COM COM 57459910 2798 209260 SH SOLE SOLE
MASSACHUSETTS ST 4.2% 12-COM 57582PWK 117 185000 SH SOLE SOLE
MASTEC INC COM COM 57632310 224 12378 SH SOLE SOLE
MASTERCARD INC COM 57636Q10 75924 180540 SH SOLE SOLE
MATERION CORP COM 57669010 43 1500 SH SOLE SOLE
MATTEL INC COM 57708110 12387 368000 SH SOLE SOLE
MATTRESS FIRM HLDG CORP COM 57722W10 123 3235 SH SOLE SOLE
MAXIM INTEGRATED PRO COM 57772K10 8611 301196 SH SOLE SOLE
MAXIMUS INC COM 57793310 7632 187647 SH SOLE SOLE
MAXLINEAR INC-CLASS A COM 57776J10 231 41473 SH SOLE SOLE
MAXWELL TECHNOLOGIES COM 57776710 3839 209412 SH SOLE SOLE
MC CORMICK & CO INC COM NCOM 57978020 5189 95340 SH SOLE SOLE
MCDERMOTT INTL INC COM COM 58003710 946 73810 SH SOLE SOLE
MCDONALDS CORP COM 58013510 41425 422271 SH SOLE SOLE
MCGRAW HILL INC COM 58064510 7666 158165 SH SOLE SOLE
MCKESSON HBOC INC COM 58155Q10 7297 83140 SH SOLE SOLE
MDC PARTNERS INC COM 55269710 4815 433000 SH SOLE SOLE
MEAD JOHNSON NUTRITION COCOM 58283910 34067 413036 SH SOLE SOLE
MEADOWBROOK INS GROUP INCCOM 58319P10 2112 226400 SH SOLE SOLE
MEADWESTVACO CORP COM COM 58333410 4503 142550 SH SOLE SOLE
MEDCO HEALTH SOLUTIO COM 58405U10 1742 24776 SH SOLE SOLE
MEDCO HLTH 7.125% DUE 03-COM 58405UAD 54 45000 SH SOLE SOLE
MEDICAL PPTYS TRUST COM 58463J30 7005 754880 SH SOLE SOLE
MEDICIS PHARMACEUTICAL COCOM 58469030 2274 60500 SH SOLE SOLE
MEDIDATA SOLUTIONS INC COM 58471A10 1751 65711 SH SOLE SOLE
MEDIVATION INC COM 58501N10 64 850 SH SOLE SOLE
MEDNAX INC COM 58502B10 5941 79888 SH SOLE SOLE
MEDTOX SCIENTIFIC IN COM 58497720 1079 63970 SH SOLE SOLE
MEDTRONIC INC COM 58505510 2261 57700 SH SOLE SOLE
MEDTRONIC INC 3.125 DUE COM 585055AX 25 25000 SH SOLE SOLE
MEDTRONIC INC SR NT CONV COM 585055AM 481 551000 SH SOLE SOLE
MELLANOX TECHNOLOGIES LTDCOM M5136311 2987 71414 SH SOLE SOLE
MEMC ELECTR MATLS INC COMCOM 55271510 155 42940 SH SOLE SOLE
MENS WEARHOUSE INC COM 58711810 781 20137 SH SOLE SOLE
MERCADOLIBRE INC COM STKCOM 58733R10 816 8348 SH SOLE SOLE
MERCK & CO INC NEW COM 58933Y10 44976 1171250 SH SOLE SOLE
MERCURY COMPUTER SYS COM 58937810 464 34982 SH SOLE SOLE
MEREDITH CORP COM 58943310 2934 90393 SH SOLE SOLE
MERGE HEALTHCARE INC COM 58949910 924 157930 SH SOLE SOLE
MERGE HEALTHCARE INC COM 59001A10 753 27840 SH SOLE SOLE
MERIDIAN BIOSCIENCE INC CCOM 58958410 1273 65706 SH SOLE SOLE
MERITOR INC COM COM 59001K10 620 76800 SH SOLE SOLE
MERRILL LYNCH MTG INVS INCOM 59020UJ2 56 140000 SH SOLE SOLE
METHANEX CORP COM 59151K10 170 5250 SH SOLE SOLE
METLIFE INC COM 59156R10 25404 680150 SH SOLE SOLE
METLIFE INC 4.75 DUE 02-0COM 59156RAX 22 20000 SH SOLE SOLE
METRO INC COM COM 59162N10 1311 24636 SH SOLE SOLE
METROPCS COMMUNICATI COM 59170810 482 53480 SH SOLE SOLE
METTLER-TOLEDO INTL INC CCOM 59268810 103 560 SH SOLE SOLE
MFA FINL INC COM 55272X10 4144 554700 SH SOLE SOLE
MFB NORTHERN INSTL FDS GOCOM 66527840 2537 2536674 SH SOLE SOLE
MGIC INVT CORP WIS COM COM 55284810 4199 846625 SH SOLE SOLE
MGM MIRAGE 7.625% DUE 01-COM 552953BB 5 5000 SH SOLE SOLE
MGM MIRAGE SR NT 6.875% DCOM 552953AY 10 10000 SH SOLE SOLE
MGM RESORTS INTERNATIONALCOM 55295310 1284 94250 SH SOLE SOLE
MGP INGREDIENTS INC NEW CCOM 55303J10 10 1800 SH SOLE SOLE
MI DEVS INC COM COM 55304X10 2141 61900 SH SOLE SOLE
MICHAEL KORS HOLDINGS LTDCOM G6075410 1535 32948 SH SOLE SOLE
MICROCHIP TECHNOLOGY COM 59501710 2074 55750 SH SOLE SOLE
MICRON TECHNOLOGY INC SR COM 595112AH 163 160000 SH SOLE SOLE
MICROS SYS INC COM 59490110 9925 179504 SH SOLE SOLE
MICROSEMI CORP COM COM 59513710 924 43077 SH SOLE SOLE
MICROSOFT CORP COM 59491810 92643 2872660 SH SOLE SOLE
MIDAMERICAN ENERGY 5.75% COM 59562VAT 59 50000 SH SOLE SOLE
MIDAMERICAN ENERGY 6.125%COM 59562VAM 53 45000 SH SOLE SOLE
MIDDLEBY CORP COM COM 59627810 754 7454 SH SOLE SOLE
MILLENNIAL MEDIA INC COM 60040N10 8 325 SH SOLE SOLE
MILLER INDS INC TENN COM COM 60055120 3059 180792 SH SOLE SOLE
MILLICOM INTERNATIONAL CECOM L6388F12 5211 46102 SH SOLE SOLE
MINE SAFETY APPLIANCES COCOM 60272010 2576 62700 SH SOLE SOLE
MINERALS TECHNOLOGIE COM 60315810 230 3520 SH SOLE SOLE
MISTRAS GROUP INC COM 60649T10 1373 57653 SH SOLE SOLE
MITEK SYS INC COM NEW COMCOM 60671020 1905 164246 SH SOLE SOLE
MITSUBISHI UFJ FIN NPV COM J4449710 1184 236561 SH SOLE SOLE
MITSUI & CO LTD NPV COM J4469013 10202 618700 SH SOLE SOLE
MLP KKR & CO L P DEL COM COM 48248M10 423 28500 SH SOLE SOLE
MO PAC RR CO INC DEB INT COM 606198LH 88 110000 SH SOLE SOLE
MOBILE MINI COM 60740F10 5077 240394 SH SOLE SOLE
MODINE MFG CO COM COM 60782810 1903 215500 SH SOLE SOLE
MODUSLINK GLOBAL SOLUTIONCOM 60786L10 316 58510 SH SOLE SOLE
MOHAWK INDS INC COM COM 60819010 638 9600 SH SOLE SOLE
MOLEX INC COM 60855410 143 5100 SH SOLE SOLE
MOLEX INC CL A COM 60855420 281 12000 SH SOLE SOLE
MOLSON COORS BREWING COM 60871R20 364 8050 SH SOLE SOLE
MONOLITHIC PWR SYS I COM 60983910 42 2145 SH SOLE SOLE
MONRO MUFFLER BRAKE COM 61023610 1184 28540 SH SOLE SOLE
MONSANTO CO NEW COM 61166W10 44547 558515 SH SOLE SOLE
MONSTER WORLDWIDE INC COMCOM 61174210 259 26566 SH SOLE SOLE
MONTPELIER RE HOLDINGS COM G6218510 641 33200 SH SOLE SOLE
MOODYS CORP COM COM 61536910 358 8500 SH SOLE SOLE
MORGAN STANLEY COM 61744644 25121 1279066 SH SOLE SOLE
MORGAN STANLEY 3.8% DUE 0COM 61747YDD 34 35000 SH SOLE SOLE
MORGAN STANLEY GLOBAL MEDCOM 6174466Q 520 253600 SH SOLE SOLE
MORGAN STANLEY MORGAN STACOM 617446H5 92 90000 SH SOLE SOLE
MORGAN STANLEY RE-REMIC TCOM 61759LAA 812 757000 SH SOLE SOLE
MORGANS HOTEL GROUP CO COCOM 61748W10 210 42499 SH SOLE SOLE
MORNINGSTAR INC COM 61770010 627 9937 SH SOLE SOLE
MOSAIC CO NEW COM 61945C10 13177 238324 SH SOLE SOLE
MOTOROLA INC COM 62007630 30577 601560 SH SOLE SOLE
MSC INDL DIRECT INC CL A COM 55353010 242 2900 SH SOLE SOLE
MUELLER WTR PRODS INC COMCOM 62475810 3643 1094000 SH SOLE SOLE
MULTI-FINELINE ELECTRONIXCOM 62541B10 364 13261 SH SOLE SOLE
MURPHY OIL CORP COM 62671710 6010 106800 SH SOLE SOLE
MWI VETERINARY SUPPL COM 55402X10 1644 18686 SH SOLE SOLE
MYERS INDS INC COM COM 62846410 2726 184830 SH SOLE SOLE
MYLAN LABS INC COM 62853010 19062 812871 SH SOLE SOLE
MYRIAD GENETICS INC COM 62855J10 7006 296129 SH SOLE SOLE
N V R INC COM COM 62944T10 957 1317 SH SOLE SOLE
NABISCO INC 7.55% DUE 06-COM 629527AU 77 65000 SH SOLE SOLE
NABORS INDUSTRIES COM USDCOM G6359F10 1948 111390 SH SOLE SOLE
NACCO IND INC CL A COM COM 62957910 2110 18129 SH SOLE SOLE
NASDAQ STOCK MARTKET COM 63110310 417 16100 SH SOLE SOLE
NASH FINCH CO COM 63115810 2199 77373 SH SOLE SOLE
NATIONAL FUEL GAS CO., COCOM 63618010 159 3300 SH SOLE SOLE
NATIONAL INSTRS CORP COM 63651810 7342 257433 SH SOLE SOLE
NATIONAL INTST CORP COM COM 63654U10 2070 80936 SH SOLE SOLE
NATIONAL WESTN LIFE INS CCOM 63852210 192 1400 SH SOLE SOLE
NATIONAL-OILWELL INC COM 63707110 32088 403775 SH SOLE SOLE
NATL CY BK CLEV OH MEDIUMCOM 63534PAG 17 15000 SH SOLE SOLE
NAVIGATORS GROUP INC COM 63890410 92 1940 SH SOLE SOLE
NAVISTAR INTL CORP 3% DUECOM 63934EAL 33 30000 SH SOLE SOLE
NAVISTAR INTL CORP NEW COCOM 63934E10 2953 73007 SH SOLE SOLE
NBCUNIVERSAL MEDIA 6.4% DCOM 63946BAF 673 647181 SH SOLE SOLE
NCR CORP COM COM 62886E10 7648 352300 SH SOLE SOLE
NCUA GTD NTS MASTER TR GTCOM 62889KAC 114 110000 SH SOLE SOLE
NCUA GTD NTS MASTER TR GTCOM 62889KAE 202 190000 SH SOLE SOLE
NCUA GTD NTS TR 2010-C1 GCOM 62888XAB 100 95000 SH SOLE SOLE
NCUA GTD NTS TR 2010-C1 GCOM 62888XAC 1433 1382354 SH SOLE SOLE
NELNET INC COM 64031N10 9336 360321 SH SOLE SOLE
NEO MATL TECHNOLOGIES INCCOM 64045Y10 881 78500 SH SOLE SOLE
NEOGEN CORP COM 64049110 5331 136440 SH SOLE SOLE
NESTLE SA CHF0.10(REGD) COM H5731264 25965 413183 SH SOLE SOLE
NETAPP INC COM 64110D10 15357 343020 SH SOLE SOLE
NETGEAR INC COM COM 64111Q10 302 7916 SH SOLE SOLE
NEUSTAR INC COM 64126X20 4391 117867 SH SOLE SOLE
NEVADA PWR CO 6.5% DUE 08COM 641423BW 49 40000 SH SOLE SOLE
NEW ENG TEL & TEL CO 40 YCOM 644239AY 49 40000 SH SOLE SOLE
NEW GOLD INC CDA COM COM 64453510 1117 113300 SH SOLE SOLE
NEW JERSEY ECON DEV AUTH COM 645913AU 464 550000 SH SOLE SOLE
NEW YORK N Y CITY TRANSITCOM 64971M4P 23 20000 SH SOLE SOLE
NEW YORK ST URBAN DEV CORCOM 650035TD 47 40000 SH SOLE SOLE
NEWELL RUBBERMAID INC COMCOM 65122910 5537 310900 SH SOLE SOLE
NEWMARKET CORP COM COM 65158710 2137 11405 SH SOLE SOLE
NEWMONT MNG CORP 3.5 DUE COM 651639AN 43 45000 SH SOLE SOLE
NEWMONT MNG CORP 6.25% DUCOM 651639AM 22 20000 SH SOLE SOLE
NEWMONT MNG CORP HLD COM 65163910 1961 38250 SH SOLE SOLE
NEWPARK RES INC COM 65171850 1590 194158 SH SOLE SOLE
NEWS AMER HLDGS 7.75% DUECOM 652478BA 59 50000 SH SOLE SOLE
NEWS AMER HLDGS 7.9% DUE COM 652478BB 337 343841 SH SOLE SOLE
NEWS AMER HLDGS 8.15% DUECOM 652478BY 338 336000 SH SOLE SOLE
NEWS AMER HLDGS 8.25% DUECOM 652478BZ 372 370000 SH SOLE SOLE
NEWS CORP LTD COM 65248E10 9337 474200 SH SOLE SOLE
NEXEN INC COM COM 65334H10 13781 751030 SH SOLE SOLE
NEXTERA ENERGY INC COM 65339F10 13545 221762 SH SOLE SOLE
NGC CORP 7.125 DUE 05-15-COM 629121AF 52 80000 SH SOLE SOLE
NGC CORP 7.625 DUE 10-15-COM 629121AC 52 80000 SH SOLE SOLE
NGC CORP CAP TR I 8.316 DCOM 62912PAC 14 55000 SH SOLE SOLE
NIC INC COM 62914B10 936 77134 SH SOLE SOLE
NII HLDGS INC COM 62913F20 3661 199950 SH SOLE SOLE
NIKE INC COM 65410610 58128 536038 SH SOLE SOLE
NIKO RESOURCES COM NPV COM 65390510 4309 122744 SH SOLE SOLE
NIKON CORP JPY50 COM 65411110 4692 153700 SH SOLE SOLE
NINTENDO CO LTD NPV COM J5169910 11961 79060 SH SOLE SOLE
NISOURCE INC COM COM 65473P10 11138 457425 SH SOLE SOLE
NISSAN AUTO .54000002146%COM 65475UAB 404 404000 SH SOLE SOLE
NISSAN AUTO .75% DUE 09-1COM 65475QAB 461 460000 SH SOLE SOLE
NISSAN AUTO LEASE .68% DUCOM 65476QAB 463 564000 SH SOLE SOLE
NOBLE CORPORATION (SWITZECOM H5833N10 6521 174030 SH SOLE SOLE
NOBLE ENERGY INC COM 65504410 20824 212963 SH SOLE SOLE
NOKIA OYJ EUR0.06 COM X6187313 4955 849828 SH SOLE SOLE
NORANDA ALUM HLDG CORP COM 65542W10 1972 197750 SH SOLE SOLE
NORDEA BANK AB COM W5799610 519 57257 SH SOLE SOLE
NORDSTROM INC COM 65566410 14306 256750 SH SOLE SOLE
NORFOLK SOUTHERN COR COM 65584410 790 12000 SH SOLE SOLE
NORFOLK SOUTHN 6% DUE 03-COM 655844AV 339 340000 SH SOLE SOLE
NORFOLK SOUTHN 6% DUE 05-COM 655844BD 742 455940 SH SOLE SOLE
NORSK HYDRO A S 7.15% DUECOM 656531AD 27 20000 SH SOLE SOLE
NORTHERN OIL & GAS INC MNCOM 66553110 376 18076 SH SOLE SOLE
NORTHN TELECOM CAP CORP NCOM 665810AB 87 80000 SH SOLE SOLE
NORTHROP CORP COM 66680710 19979 327100 SH SOLE SOLE
NORTHWEST BANCSHARES IN COM 66734010 5896 464250 SH SOLE SOLE
NORTHWESTERN CORP COM 66807430 323 9120 SH SOLE SOLE
NOVARTIS AG CHF0.50(REGD)COM H5820Q15 11136 201462 SH SOLE SOLE
NOVARTIS AG SPONSORED ADRADR 66987V10 1274 23000 SH SOLE SOLE
NOVATEK JT STK CO ADR ADR 66988810 485 3581 SH SOLE SOLE
NOVO-NORDISK AS DKK1 SER'COM K7314N15 4442 32123 SH SOLE SOLE
NRG ENERGY INC COM NEW COM 62937750 8006 510900 SH SOLE SOLE
NTT DOCOMO INC NPV COM J5939910 988 592 SH SOLE SOLE
NU SKIN ENTERPRISES COM 67018T10 3148 54359 SH SOLE SOLE
NUANCE COMMUNICATION COM 67020Y10 915 35775 SH SOLE SOLE
NUCOR CORP COM 67034610 11513 268048 SH SOLE SOLE
NUVASIVE INC COM 67070410 1991 118250 SH SOLE SOLE
NVIDIA CORP COM 67066G10 2257 146675 SH SOLE SOLE
NXSTAGE MED INC COM STK COM 67072V10 1345 69789 SH SOLE SOLE
NYSE EURONEXT COM STK COM 62949110 3144 104750 SH SOLE SOLE
O REILLY AUTOMOTIVE INC COM 67103H10 45131 494049 SH SOLE SOLE
OASIS PETE INC NEW COM 67421510 10182 330270 SH SOLE SOLE
OCCIDENTAL PETE CORP COM 67459910 56102 589120 SH SOLE SOLE
OCEANEERING INTL INC COMCOM 67523210 12682 235340 SH SOLE SOLE
OCWEN FINL CORP COM 67574630 399 25500 SH SOLE SOLE
OFFICEMAX INC DEL COM COM 67622P10 459 80285 SH SOLE SOLE
OGLETHORPE PWR 5.375% DUECOM 677052AA 34 30000 SH SOLE SOLE
OIL STS INTL INC COM 67802610 18613 238449 SH SOLE SOLE
OLD DOMINION FGHT LI COM 67958010 254 5330 SH SOLE SOLE
OLD NATL BANCP IND COM 68003310 302 22960 SH SOLE SOLE
OLIN CORP COM 68066520 273 12550 SH SOLE SOLE
OM GROUP INC COM 67087210 2133 77530 SH SOLE SOLE
OMEGA HEALTHCARE INV COM 68193610 3556 167239 SH SOLE SOLE
OMNICARE INC COM 68190410 10021 281724 SH SOLE SOLE
OMNICARE INC SR DEB CONV COM 681904AL 135 140000 SH SOLE SOLE
OMNICARE INC SR SUB NT COCOM 681904AN 44 30000 SH SOLE SOLE
OMNICELL INC COM 68213N10 1241 81574 SH SOLE SOLE
OMNICOM GROUP COM 68191910 7494 147947 SH SOLE SOLE
OMNIVISION TECHNOLOG COM 68212810 140 7000 SH SOLE SOLE
ON ASSIGNMENT INC COM 68215910 58 3330 SH SOLE SOLE
ON SEMICONDUCTOR CORP COMCOM 68218910 868 96300 SH SOLE SOLE
ONCOR ELEC 7% DUE 09-01-2COM 68233DAR 42 35000 SH SOLE SOLE
ONEOK INC COM STK COM 68268010 3475 42560 SH SOLE SOLE
ONTARIO PROV CDA BD DTD 0COM 68323AAQ 181 175000 SH SOLE SOLE
ONYX PHARMACEUTICALS INC COM 68339910 1040 27610 SH SOLE SOLE
OPENTABLE INC COM 68372A10 3901 96391 SH SOLE SOLE
OPLINK COMMUNICATION COM 68375Q40 2418 141395 SH SOLE SOLE
ORACLE CORP 5.25% DUE 01-COM 68402LAC 265 5600 SH SOLE SOLE
ORACLE CORP COM COM 68389X10 43509 1492091 SH SOLE SOLE
ORASURE TECHNOLOGIES INC COM 68554V10 2591 225476 SH SOLE SOLE
ORBITAL SCIENCES COR COM 68556410 215 16380 SH SOLE SOLE
OREGON ST 5.892% 06-01-20COM 68607LXQ 18 15000 SH SOLE SOLE
ORIENT EXPRESS HOTELS LTDCOM G6774310 1726 169253 SH SOLE SOLE
ORIENTAL FINL GROUP INC CCOM 68618W10 16 1300 SH SOLE SOLE
OSHKOSH CORPORATION COM 68823920 1661 71700 SH SOLE SOLE
OSI SYSTEMS INC COM 67104410 1997 32570 SH SOLE SOLE
OVERHILL FARMS INC COM COM 69021210 1757 390452 SH SOLE SOLE
OVERSEAS 7.5% DUE 02-15-2COM 690368AG 76 115000 SH SOLE SOLE
OVERSEAS SHIPHOLDING GROUCOM 69036810 258 20464 SH SOLE SOLE
OWENS & MINOR INC NEW COMCOM 69073210 1869 61476 SH SOLE SOLE
OWENS CORNING NEW COM STKCOM 69074210 5257 145900 SH SOLE SOLE
OWENS ILL INC COM 69076840 7999 342701 SH SOLE SOLE
OWENS-BROCKWAY 3% DUE 06-COM 69073TAQ 250 255000 SH SOLE SOLE
OXFORD INDS INC COM 69149730 32 620 SH SOLE SOLE
P F CHANGS CHINA BIS COM 69333Y10 24 600 SH SOLE SOLE
PACCAR INC COM 69371810 14257 304450 SH SOLE SOLE
PACIFIC RUBIALES COM NPVCOM 69480U20 537 18435 SH SOLE SOLE
PACIFICORP 5.65% DUE 07-1COM 695114CH 60 50000 SH SOLE SOLE
PACKAGING CORP AMER COM 69515610 3815 128929 SH SOLE SOLE
PANASONIC CORP ADR ADR 69832A20 194 21000 SH SOLE SOLE
PANASONIC CORP COM J6354Y10 4388 536200 SH SOLE SOLE
PANDORA MEDIA INC COM 69835410 1228 120250 SH SOLE SOLE
PANERA BREAD CO COM 69840W10 12014 74661 SH SOLE SOLE
PAPA JOHNS INTL INC COM COM 69881310 19 500 SH SOLE SOLE
PAR PHARMACEUTICAL COS INCOM 69888P10 5070 130900 SH SOLE SOLE
PARAMETRIC TECHNOLOG COM 69917320 5700 204021 SH SOLE SOLE
PAREXEL INTL CORP COM 69946210 1753 65006 SH SOLE SOLE
PARK ELECTROCHEMICAL COM 70041620 3798 125639 SH SOLE SOLE
PARKER DRILLING CO COM COM 70108110 257 43100 SH SOLE SOLE
PARKER HANNIFIN CORP COM 70109410 6717 79450 SH SOLE SOLE
PARKWAY PPTYS INC COM 70159Q10 1657 158121 SH SOLE SOLE
PARTNERRE LTD COM G6852T10 8586 126465 SH SOLE SOLE
PATTERSON COS INC COM COM 70339510 1045 31300 SH SOLE SOLE
PATTERSON UTI ENERGY COM 70348110 688 39798 SH SOLE SOLE
PAYCHEX INC COM 70432610 2998 96732 SH SOLE SOLE
PEABODY ENERGY CORP COM SCOM 70454910 618 21355 SH SOLE SOLE
PEBBLEBROOK HOTEL TR COMCOM 70509V10 761 33700 SH SOLE SOLE
PEETS COFFEE & TEA I COM 70556010 946 12830 SH SOLE SOLE
PEGASYSTEMS INC COM 70557310 4813 126135 SH SOLE SOLE
PENNANTPARK INVT CORP COM 70806210 559 53769 SH SOLE SOLE
PENNEY J.C CO INC COM COM 70816010 3381 95420 SH SOLE SOLE
PENNYMAC MTG INVT TR COMCOM 70931T10 172 9200 SH SOLE SOLE
PENSKE AUTOMOTIVE GROUP ICOM 70959W10 1227 49800 SH SOLE SOLE
PEPCO HOLDINGS INC. COM 71329110 115 6100 SH SOLE SOLE
PEPSICO INC COM 71344810 17750 267525 SH SOLE SOLE
PEPSICO INC 2.75 DUE 03-0COM 713448BY 34 35000 SH SOLE SOLE
PEPSICO INC NT 5.15% DUE COM 713448BF 664 865000 SH SOLE SOLE
PERFICIENT INC COM 71375U10 769 64002 SH SOLE SOLE
PERKINELMER INC COM 71404610 2415 87300 SH SOLE SOLE
PERRIGO CO COM 71429010 10023 97016 SH SOLE SOLE
PETROBRAS INTL FIN 6.75% COM 71645WAS 75 65000 SH SOLE SOLE
PETROCHINA CO LTD SPONSORADR 71646E10 4293 30550 SH SOLE SOLE
PETROLEO BRASILEIRO SA PECOM 71654V40 27089 1019919 SH SOLE SOLE
PETROQUEST ENERGY IN COM 71674810 1,014 165122 SH SOLE SOLE
PETSMART INC COMMON STOCKCOM 71676810 395 6900 SH SOLE SOLE
PEYTO EXPL & DEV CORP NEWCOM 71704610 2330 142187 SH SOLE SOLE
PFIZER INC COM 71708110 71443 3152837 SH SOLE SOLE
PHARMACYCLICS INC COM 71693310 149 5355 SH SOLE SOLE
PHARMERICA CORP COM COM 71714F10 827 66500 SH SOLE SOLE
PHH CORP COM NEW COM NEWCOM 69332020 3768 243540 SH SOLE SOLE
PHH CORP SR NT CONV 6 DUECOM 693320AQ 103 70000 SH SOLE SOLE
PHILIP MORRIS INTL 5.65% COM 718172AA 95 80000 SH SOLE SOLE
PHILIP MORRIS INTL INC COM 71817210 42818 483223 SH SOLE SOLE
PHOTOMEDEX INC COM COM 71935830 147 11340 SH SOLE SOLE
PHOTRONIC LABS INC COM 71940510 1049 157812 SH SOLE SOLE
PIER I IMPORTS INC COM 72027910 3959 217770 SH SOLE SOLE
PINNACLE ENTMT INC COM COM 72345610 1480 128600 SH SOLE SOLE
PINNACLE FINL PARTNERS INCOM 72346Q10 370 20144 SH SOLE SOLE
PIONEER NAT RES CO COM 72378710 13401 120093 SH SOLE SOLE
PIPER JAFFRAY COS COM 72407810 1005 37740 SH SOLE SOLE
PITNEY BOWES INC COM COM 72447910 6962 396000 SH SOLE SOLE
PITNEY BOWES INC GLOBAL MCOM 72447XAB 20 20000 SH SOLE SOLE
PLAINS EXPL & PRODTN COM 72650510 6508 152585 SH SOLE SOLE
PLANTRONICS INC NEW COM 72749310 5354 132976 SH SOLE SOLE
PLEXUS CORP COM 72913210 993 28370 SH SOLE SOLE
PLY GEM INDS INC 8.25 DUECOM 729416AQ 65 65000 SH SOLE SOLE
PNC FDG CORP 5.25% DUE 11COM 693476AT 44 40000 SH SOLE SOLE
PNC FDG CORP 5.625% DUE 0COM 693476BB 33 30000 SH SOLE SOLE
PNC FINANCIAL CORP COM 69347510 2355 36515 SH SOLE SOLE
POLARIS INDS INC COM 73106810 6479 89805 SH SOLE SOLE
POLYCOM INC COM 73172K10 1328 69655 SH SOLE SOLE
POLYONE CORP COM COM 73179P10 1623 112700 SH SOLE SOLE
POLYPORE INTL INC COM 73179V10 7145 203203 SH SOLE SOLE
POLYUS GOLD INTL LTD GDR COM 73180Y20 3787 1241694 SH SOLE SOLE
POPULAR INC COM COM 73317410 227 110900 SH SOLE SOLE
PORTFOLIO RECOVERY A COM 73640Q10 5901 82275 SH SOLE SOLE
PORTLAND GEN ELEC CO COM 73650884 11740 469989 SH SOLE SOLE
POSCO SPONSORED ADR ADR 69348310 13292 158800 SH SOLE SOLE
POST PPTYS INC REIT COM 73746410 2132 45500 SH SOLE SOLE
POTASH CORP SASK INC COMCOM 73755L10 987 21600 SH SOLE SOLE
POWER INTEGRATIONS I COM 73927610 4454 120002 SH SOLE SOLE
PPG IND INC COM COM 69350610 3436 35871 SH SOLE SOLE
PPL CORP COM 69351T10 16295 576625 SH SOLE SOLE
PRAXAIR INC COM 74005P10 24213 211212 SH SOLE SOLE
PRECISION CASTPARTS COM 74018910 43464 251383 SH SOLE SOLE
PRECISION DRILLING CORP COM 74022D30 2584 257689 SH SOLE SOLE
PREMIERE GLOBAL SVCS COM 74058510 79 8690 SH SOLE SOLE
PRESIDENTIAL LIFE CORP COCOM 74088410 507 44400 SH SOLE SOLE
PRICELINE COM INC COM NEWCOM 74150340 46584 64925 SH SOLE SOLE
PRICESMART INC COM STK COM 74151110 2679 36800 SH SOLE SOLE
PRIMORIS SVCS CORP COM COM 74164F10 291 18131 SH SOLE SOLE
PRINCIPAL FINANCIAL COM 74251V10 7882 267100 SH SOLE SOLE
PRIVATEBANCORP INC COM 74296210 144 9490 SH SOLE SOLE
PROASSURANCE CORP COM COM 74267C10 159 1800 SH SOLE SOLE
PROCERA NETWORKS INC COM 74269U20 266 11890 SH SOLE SOLE
PROCTER & GAMBLE 8% DUE 0COM 742718BG 606 520000 SH SOLE SOLE
PROCTER & GAMBLE 9.36% DUCOM 742741AA 100 75700 SH SOLE SOLE
PROCTER & GAMBLE CO COM 74271810 35829 533086 SH SOLE SOLE
PROGRESS ENERGY 6.85% DUECOM 743263AJ 50 50000 SH SOLE SOLE
PROGRESS SOFTWARE CO COM 74331210 485 20542 SH SOLE SOLE
PROLOGIS INC COM COM 74340W10 23342 648041 SH SOLE SOLE
PROS HOLDINGS INC COM 74346Y10 17 934 SH SOLE SOLE
PROSPERITY BANCSHARE COM 74360610 295 6450 SH SOLE SOLE
PROTECTIVE LIFE CORP COMCOM 74367410 2041 68900 SH SOLE SOLE
PROTO LABS INC COM 74371310 140 4095 SH SOLE SOLE
PRUDENTIAL FINL INC COM 74432010 1017 16050 SH SOLE SOLE
PUB SERVICE ENTERPRISE GRCOM 74457310 16569 541300 SH SOLE SOLE
PUB SVC CO OF CO 5.125% DCOM 744448CC 46 40000 SH SOLE SOLE
PUBLIC STORAGE INC COM 74460D10 14795 107077 SH SOLE SOLE
PULSE ELECTRONICS CORP COM 74586W10 187 74564 SH SOLE SOLE
PULTE HOMES INC 6.375% DUCOM 745867AP 97 120000 SH SOLE SOLE
PULTE HOMES INC 7.875 DUECOM 745867AM 9 10000 SH SOLE SOLE
PVH CORP COM 69365610 6743 75481 SH SOLE SOLE
PVTPL AIR CDA US$ SR NT 1COM 008911AK 20 20000 SH SOLE SOLE
PVTPL AIRCASTLE LTD SR NTCOM 00928QAE 55 55000 SH SOLE SOLE
PVTPL ALGOMA ACQUISTION CCOM 01660NAA 400 440000 SH SOLE SOLE
PVTPL BLACKSTONE HLDGS FICOM 09256BAA 630 589000 SH SOLE SOLE
PVTPL BOMBARDIER INC 144 COM 097751AL 308 300000 SH SOLE SOLE
PVTPL CITIBANK OMNI MASTECOM 17308BAH 770 768000 SH SOLE SOLE
PVTPL CMO MORGAN STANLEY COM 61758FAA 106 155000 SH SOLE SOLE
PVTPL CMO MORGAN STANLEY COM 61758FAB 381 411072 SH SOLE SOLE
PVTPL CMO WFRBS COML MTG COM 92935VAC 180 300000 SH SOLE SOLE
PVTPL CVS CAREMARK CORP PCOM 126650BY 218 204239 SH SOLE SOLE
PVTPL HOVNANIAN K ENTERPRCOM 442488BL 41 60000 SH SOLE SOLE
PVTPL KKR GROUP FIN CO LLCOM 48248NAA 751 499400 SH SOLE SOLE
PVTPL LEVEL 3 COMMUNICATICOM 52729NBQ 449 345000 SH SOLE SOLE
PVTPL MET LIFE GLOBAL FDGCOM 59217EBW 577 620000 SH SOLE SOLE
PVTPL PRUDENTIAL HLDGS LLCOM 74438GAC 131 214000 SH SOLE SOLE
PVTPL PRUDENTIAL HLDGS LLCOM 74438GAE 670 649809 SH SOLE SOLE
PVTPL REICHHOLD INDS INC COM 759219AA 29 55000 SH SOLE SOLE
PVTPL ROCKIES EXPRESS PIPCOM 77340RAM 20 25000 SH SOLE SOLE
PVTPL SCOTTRADE FINL SVCSCOM 81014AAA 561 609000 SH SOLE SOLE
PVTPL SEALED AIR CORP SR COM 81211KAK 153 160000 SH SOLE SOLE
PVTPL SR NT 144A 8.25 DUECOM 166754AH 360 370000 SH SOLE SOLE
PVTPL UR FING ESCROW CORPCOM 90321NAC 46 45000 SH SOLE SOLE
PVTPL USG CORP SR NT 144ACOM 903293AV 11 10000 SH SOLE SOLE
PVTPL VALEANT PHARMACEUTICOM 91911XAQ 49 50000 SH SOLE SOLE
PVTPL VALEANT PHARMACEUTICOM 91911XAS 59 60000 SH SOLE SOLE
PVTPL WHITE MTNS RE GROUPCOM 964152AB 149 155000 SH SOLE SOLE
QEP RES INC COM 74733V10 1211 39700 SH SOLE SOLE
QLIK TECHNOLOGIES INC COMCOM 74733T10 13360 417513 SH SOLE SOLE
QUALCOMM INC COM 74752510 68358 1004968 SH SOLE SOLE
QUALITY SYS INC COM STK COM 74758210 165 3766 SH SOLE SOLE
QUANTA SVCS INC COM 74762E10 1681 80432 SH SOLE SOLE
QUEBEC PROV CDA 3.5% DUE COM 748148RU 70 65000 SH SOLE SOLE
QUEST DIAGNOSTICS 6.4% DUCOM 74834LAM 76 65000 SH SOLE SOLE
QUEST DIAGNOSTICS INC COMCOM 74834L10 15661 256100 SH SOLE SOLE
QUESTAR CORP COM COM 74835610 559 29000 SH SOLE SOLE
QUESTCOR PHARMACEUTICALS COM 74835Y10 3960 105275 SH SOLE SOLE
QUICKSILVER RES INC COM COM 74837R10 3738 741606 SH SOLE SOLE
QUIDEL CORP COM COM 74838J10 351 19114 SH SOLE SOLE
QUIKSILVER INC COM COM 74838C10 3013 745900 SH SOLE SOLE
RABOBANK NEDERLAND 3.2% DCOM 74977RCE 212 206000 SH SOLE SOLE
RABOBANK NEDERLAND 5.8% DCOM 74977RCM 357 351000 SH SOLE SOLE
RACKSPACE HOSTING INC COM 75008610 781 13510 SH SOLE SOLE
RADIAN GROUP INC COM COM 75023610 43 9900 SH SOLE SOLE
RADIOSHACK CORP COM COM 75043810 1316 211600 SH SOLE SOLE
RAILAMERICA INC COM 75075340 154 7170 SH SOLE SOLE
RAIT FINL TR COM NEW COM 74922760 42 8365 SH SOLE SOLE
RALCORP HLDGS INC 6.625% COM 751028AE 15 15000 SH SOLE SOLE
RALCORP HLDGS INC NEW COMCOM 75102810 378 5100 SH SOLE SOLE
RALPH LAUREN CORP CL A CLCOM 75121210 14161 81233 SH SOLE SOLE
RAMCO-GERSHENSON PPT COM 75145220 889 72722 SH SOLE SOLE
RANGE RES CORP COM 75281A10 7815 134425 SH SOLE SOLE
RAVEN INDS INC COM STK COM 75421210 578 9477 SH SOLE SOLE
RAYMOND JAMES FINL I COM 75473010 6668 182544 SH SOLE SOLE
RAYTHEON CO COM 75511150 36764 696545 SH SOLE SOLE
RAYTHEON COMPANY 1.625 DUCOM 755111BS 489 480000 SH SOLE SOLE
REALPAGE INC COM 75606N10 1079 56294 SH SOLE SOLE
RECEIVABLE FROM LEHMAN LBCOM 00062979 0 113000 SH SOLE SOLE
RECKITT BENCK GRP ORD GBPCOM G7407910 1647 29170 SH SOLE SOLE
RED HAT INC COM 75657710 10202 170342 SH SOLE SOLE
RED ROBIN GOURMET BU COM 75689M10 22 595 SH SOLE SOLE
REDWOOD TR INC COM COM 75807540 193 17220 SH SOLE SOLE
REGAL BELOIT CORP COM COM 75875010 1009 15400 SH SOLE SOLE
REGENCY CTRS CORP COM COM 75884910 2963 66611 SH SOLE SOLE
REGIONS FINL CORP NEW COMCOM 7591EP10 4711 714873 SH SOLE SOLE
REGIS CORP MINN COM COM 75893210 4294 232995 SH SOLE SOLE
RELIANCE STEEL & ALU COM 75950910 6269 110997 SH SOLE SOLE
RENAISSANCE RE HLDGS LTD COM G7496G10 5495 72565 SH SOLE SOLE
RENT A CTR INC NEW COM 76009N10 5002 132509 SH SOLE SOLE
REPUBLIC SVCS INC COM 76075910 11460 375010 SH SOLE SOLE
REPUBLIC SVCS INC 3.8% DUCOM 760759AL 38 35000 SH SOLE SOLE
RESDNTL CAP JR SECD NT 9. COM 76114EAH 34 40000 SH SOLE SOLE
RESOURCE CAP CORP COM COM 76120W30 36 6600 SH SOLE SOLE
RESOURCES CONNECTION COM 76122Q10 2723 193829 SH SOLE SOLE
RESPONSYS INC COM COM 76124810 347 28975 SH SOLE SOLE
REX ENERGY CORP COM COM 76156510 296 27742 SH SOLE SOLE
REXNORD CORP NEW COM 76169B10 560 26552 SH SOLE SOLE
REYNOLDS AMERICAN IN COM 76171310 1417 34200 SH SOLE SOLE
RF MICRO DEVICES INC COM COM 74994110 532 106762 SH SOLE SOLE
RIO TINTO FIN USA 3.75% D COM 767201AQ 57 55000 SH SOLE SOLE
RIO TINTO FIN USA 6.5% DU COM 767201AC 43 35000 SH SOLE SOLE
RIO TINTO PLC SPONSORED A ADR 76720410 878 15800 SH SOLE SOLE
RITCHIE BROS AUCTION COM 76774410 5413 227808 SH SOLE SOLE
RIVERBED TECHNOLOGY COM 76857310 5650 201215 SH SOLE SOLE
ROBBINS & MYERS INC COM 77019610 250 4810 SH SOLE SOLE
ROBERT HALF INTL INC COM 77032310 11641 384181 SH SOLE SOLE
ROCK-TENN CO CL A CL A COM 77273920 1601 23700 SH SOLE SOLE
ROCKWELL AUTOMATION COM 77390310 29828 374253 SH SOLE SOLE
ROCKWELL COLLINS INC COM 77434110 438 7604 SH SOLE SOLE
ROHM CO LTD NPV COM J6532812 6235 125600 SH SOLE SOLE
ROLLINS INC COM 77571110 8897 418074 SH SOLE SOLE
ROPER INDS INC NEW COM 77669610 14318 144390 SH SOLE SOLE
ROSETTA RESOURCES IN COM 77777930 251 5140 SH SOLE SOLE
ROSETTA STONE INC COM COM 77778010 2104 203848 SH SOLE SOLE
ROSS STORES INC COM 77829610 10808 186016 SH SOLE SOLE
ROVI CORP COM 77937610 3032 93139 SH SOLE SOLE
ROWAN COS INC COM 77938210 828 25146 SH SOLE SOLE
ROWAN COS INC 7.875% DUE COM 779382AK 30 25000 SH SOLE SOLE
ROYAL CARIBBEAN CRUI COM V7780T10 299 10156 SH SOLE SOLE
ROYAL DUTCH SHELL 'B'ORD COM G7690A11 7077 201387 SH SOLE SOLE
RPC INC COM 74966010 1133 106789 SH SOLE SOLE
RPM INTERNATIONAL COM 74968510 2364 90277 SH SOLE SOLE
RRI ENERGY INC 7.875% DUECOM 74971XAC 118 135000 SH SOLE SOLE
RTI BIOLOGICS INC COM 74975N10 1344 363305 SH SOLE SOLE
RTI INTL METALS INC COM 74973W10 550 23835 SH SOLE SOLE
RUBICON TECHNOLOGY INC COM 78112T10 1102 105624 SH SOLE SOLE
RUBY TUESDAY INC COM COM 78118210 731 80100 SH SOLE SOLE
RUDOPLH TECHNOLOGIES INC COM 78127010 390 35109 SH SOLE SOLE
RUE21 INC COM COM 78129510 6638 226257 SH SOLE SOLE
RUSH ENTERPRISES INC CL ACOM 78184620 291 13732 SH SOLE SOLE
RUTHS CHRIS STEAK HS COM 78333210 841 110790 SH SOLE SOLE
RYDER SYS INC COM COM 78354910 6547 124000 SH SOLE SOLE
RYLAND GROUP INC COM 78376410 78 4040 SH SOLE SOLE
S.W AIRLS 6.15 DUE 08-01-COM 84474YAA 556 561488 SH SOLE SOLE
SAFEWAY INC COM 78651420 19468 963302 SH SOLE SOLE
SAFEWAY INC 6.35% DUE 08-COM 786514BP 47 40000 SH SOLE SOLE
SAIA INC COM COM 78709Y10 512 30100 SH SOLE SOLE
SAIC INC COM STK USD0.000COM 78390X10 1410 106800 SH SOLE SOLE
SALESFORCE COM INC COM 79466L30 26123 169069 SH SOLE SOLE
SALIX PHARMACEUTICAL COM 79543510 2157 41079 SH SOLE SOLE
SALLY BEAUTY HLDGS INC COCOM 79546E10 1714 69100 SH SOLE SOLE
SALOMON MTG SECS VII INC COM 79548KYN 17 110000 SH SOLE SOLE
SAN ANTONIO TEX ELEC & GACOM 796253Z2 21 20000 SH SOLE SOLE
SANCHEZ ENERGY CORP COM 79970Y10 393 17501 SH SOLE SOLE
SANDISK CORP COM COM 80004C10 11054 222900 SH SOLE SOLE
SANDISK CORP SR NT CONV 1COM 80004CAD 59 50000 SH SOLE SOLE
SANDRIDGE ENERGY INC COM 80007P30 4225 539627 SH SOLE SOLE
SANOFI-AVENTIS ADR 80105N10 41718 1076604 SH SOLE SOLE
SAPIENT CORP COM COM 80306210 246 19734 SH SOLE SOLE
SARA LEE CORP COM 80311110 5167 239990 SH SOLE SOLE
SASOL LTD SHS COM 80386610 4428 91717 SH SOLE SOLE
SASOL LTD SPONSORED ADR ADR 80386630 14519 298500 SH SOLE SOLE
SBA COMMUNICATIONS CORP CCOM 78388J10 7106 139850 SH SOLE SOLE
SBERBANK OF RUSSIA SPON AADR 80585Y30 526 39314 SH SOLE SOLE
SCANA CORP NEW COM COM 80589M10 2842 62300 SH SOLE SOLE
SCHAWK INC CL A COM 80637310 1882 150458 SH SOLE SOLE
SCHLUMBERGER LTD COM 80685710 13775 196986 SH SOLE SOLE
SCHNITZER STEEL INDS INC COM 80688210 874 21915 SH SOLE SOLE
SCHOLASTIC CORP COM COM 80706610 559 15850 SH SOLE SOLE
SCHULMAN A INC COM COM 80819410 2256 83500 SH SOLE SOLE
SCHWAB CHARLES CORP COMMOCOM 80851310 944 65700 SH SOLE SOLE
SCHWEITZER-MAUDUIT INTL ICOM 80854110 2341 33900 SH SOLE SOLE
SCIQUEST INC NEW COM 80908T10 2431 159547 SH SOLE SOLE
SCORPIO TANKERS INC COM SCOM Y7542C10 2574 364594 SH SOLE SOLE
SCRIPPS NETWORKS INTERACTCOM 81106510 1978 40625 SH SOLE SOLE
SEAGATE TECHNOLOGY PLC COCOM G7945M10 8776 325625 SH SOLE SOLE
SEALED AIR CORP NEW COM 81211K10 946 49000 SH SOLE SOLE
SEARIVER MARITIME FINL HLCOM 812293AB 30 30000 SH SOLE SOLE
SEI CORP COM 78411710 2497 120675 SH SOLE SOLE
SELECT COMFORT CORP COM 81616X10 158 4872 SH SOLE SOLE
SEMTECH CORP COM 81685010 7049 247666 SH SOLE SOLE
SENSATA TECHNOLOGIES HLDGCOM N7902X10 1108 33095 SH SOLE SOLE
SENSIENT TECHNOLOGIE COM 81725T10 3691 97130 SH SOLE SOLE
SERVICEMASTER CO 7.45% DUCOM 817609AB 77 90000 SH SOLE SOLE
SERVICESOURCE INTERNATIONCOM 81763U10 1522 98325 SH SOLE SOLE
SHERWIN-WILLIAMS CO COM COM 82434810 556 5120 SH SOLE SOLE
SHIRE PLC ADR ADR 82481R10 13611 143651 SH SOLE SOLE
SHISEIDO CO LTD NPV COM J7435814 8050 463900 SH SOLE SOLE
SHUFFLE MASTER INC COM 82554910 2265 128710 SH SOLE SOLE
SHUTTERFLY INC COM 82568P30 3346 106783 SH SOLE SOLE
SIGMA ALDRICH CORP COM 82655210 6233 85315 SH SOLE SOLE
SIGNATURE BK NEW YOR COM 82669G10 6289 99755 SH SOLE SOLE
SIGNET JEWELERS LIMITED COM G8127610 4117 87085 SH SOLE SOLE
SILGAN HOLDINGS INC COM 82704810 12884 291485 SH SOLE SOLE
SILICON LABORATORIES INC COM 82691910 7095 165007 SH SOLE SOLE
SILICON MOTION TECHN COM 82706C10 41 2135 SH SOLE SOLE
SILVER WHEATON CORP COM COM 82833610 1142 34500 SH SOLE SOLE
SIME DARBY BERHAD COM Y7962G10 2203 692895 SH SOLE SOLE
SIMON PPTY GROUP INC COM 82880610 45890 315008 SH SOLE SOLE
SIMON PPTY GROUP L 10.35%COM 828807CA 517 375000 SH SOLE SOLE
SINA CORPORATION COM STK COM G8147710 4190 64465 SH SOLE SOLE
SINPAS GAYRIMENKUL YATIRICOM M8467010 577 761579 SH SOLE SOLE
SIRIUS XM RADIO INC COM 82967N10 5826 2522100 SH SOLE SOLE
SIRONA DENTAL SYS INC COMCOM 82966C10 2527 49025 SH SOLE SOLE
SIX FLAGS ENTMT CORP NE COM 83001A10 9717 207756 SH SOLE SOLE
SKECHERS U S A INC COM 83056610 878 69055 SH SOLE SOLE
SKULLCANDY INC COM COM 83083J10 1980 125053 SH SOLE SOLE
SKYWEST INC COM 83087910 2564 232053 SH SOLE SOLE
SKYWORKS SOLUTIONS I COM 83088M10 4425 160038 SH SOLE SOLE
SL GREEN RLTY CORP COM STCOM 78440X10 12276 158304 SH SOLE SOLE
SLM CORP COM 78442P10 9247 586714 SH SOLE SOLE
SLM CORP 6.25 DUE 01-25-2COM 78442FEK 16 15000 SH SOLE SOLE
SLM CORP MEDIUM TERM NTS COM 78442FEL 16 15000 SH SOLE SOLE
SMALL BUSINESS 2.51 DUE 0COM 83162CUR 179 287791 SH SOLE SOLE
SMALL BUSINESS ADM GTD DECOM 83162CNR 623 570099 SH SOLE SOLE
SMALL BUSINESS ADMIN GTD COM 83162CPA 551 613219 SH SOLE SOLE
SMALL BUSINESS ADMIN GTD COM 83162CPR 454 413828 SH SOLE SOLE
SMALL BUSINESS ADMIN GTD COM 83162CRX 683 375106 SH SOLE SOLE
SMALL BUSINESS ADMIN GTD COM 83162CSR 116 187000 SH SOLE SOLE
SMALL BUSINESS ADMIN GTD COM 83162CRL 567 506690 SH SOLE SOLE
SMALL BUSINESS ADMIN GTD COM 83162CNM 373 337021 SH SOLE SOLE
SMALL BUSINESS ADMIN GTD COM 83162CPX 454 405225 SH SOLE SOLE
SMALL BUSINESS ADMIN GTD COM 83162CPN 494 449318 SH SOLE SOLE
SMALL BUSINESS ADMIN GTD COM 83162CPP 429 392778 SH SOLE SOLE
SMALL BUSINESS ADMIN GTD COM 83162CPL 506 458392 SH SOLE SOLE
SMALL BUSINESS ADMIN SER COM 83162CUB 134 215000 SH SOLE SOLE
SMARTONE TELECOMMUNICATIOCOM G8219Z10 1270 618500 SH SOLE SOLE
SMITH A O CORP 'B' COM 83186520 1676 37277 SH SOLE SOLE
SMITHFIELD FOODS INC COMCOM 83224810 7255 329325 SH SOLE SOLE
SMUCKER J M CO COM 83269640 9091 111733 SH SOLE SOLE
SNAP ON TOOLS CORP COM 83303410 543 8906 SH SOLE SOLE
SNYDERS-LANCE INC COM 83355110 1266 48994 SH SOLE SOLE
SOCIEDAD QUIMICA Y MINERACOM 83363510 3206 54650 SH SOLE SOLE
SODEXHO EUR4 COM F8494112 2293 27967 SH SOLE SOLE
SOFTBANK CORP NPV COM J7596310 987 94500 SH SOLE SOLE
SOLARWINDS INC COM 83416B10 4513 116762 SH SOLE SOLE
SOLERA HLDGS INC COM COM 83421A10 5862 127741 SH SOLE SOLE
SOLTA MED INC COM COM 83438K10 444 146640 SH SOLE SOLE
SOLUTIA INC COM NEW COM 83437650 2045 73200 SH SOLE SOLE
SONOCO PROD CO COM COM 83549510 1832 55175 SH SOLE SOLE
SONY CORP AMERN SH NEW COM 83569930 353 17000 SH SOLE SOLE
SOTHEBYS HLDGS INC CL A (COM 83589810 323 8200 SH SOLE SOLE
SOUNDVIEW HOME EQTY LN TRCOM 83611PAJ 1 136781 SH SOLE SOLE
SOURCEFIRE INC COM 83616T10 797 16563 SH SOLE SOLE
SOUTHERN CO COM 84258710 1096 24400 SH SOLE SOLE
SOUTHERN CO 2.375% DUE 09COM 842587CG 702 678000 SH SOLE SOLE
SOUTHERN COPPER CORP DEL COM 84265V10 599 18900 SH SOLE SOLE
SOUTHN CAL PUB PWR AUTH PCOM 842475WF 125 100000 SH SOLE SOLE
SOUTHWEST AIRLS CO COM 84474110 235 28500 SH SOLE SOLE
SOUTHWESTERN ENERGY CO COCOM 84546710 3514 114830 SH SOLE SOLE
SOUTHWESTN ENERGY SR NT 7COM 845467AE 54 45000 SH SOLE SOLE
SOVRAN SELF STORAGE INC CCOM 84610H10 3015 60515 SH SOLE SOLE
SPECTRA ENERGY CORP COM COM 84756010 2427 76925 SH SOLE SOLE
SPECTRANETICS CORP COM COM 84760C10 1093 105070 SH SOLE SOLE
SPIRIT AEROSYSTEMS H COM 84857410 182 7445 SH SOLE SOLE
SPIRIT AIRLS INC COM 84857710 595 29625 SH SOLE SOLE
SPREADTRUM COMMUNICATIONSCOM 84941520 447 27094 SH SOLE SOLE
SPRINT CAP CORP 6.875% DUCOM 852060AD 96 125000 SH SOLE SOLE
SPRINT CAP CORP 6.9% DUE COM 852060AG 104 120000 SH SOLE SOLE
SPRINT CAP CORP 8.75% DUECOM 852060AT 167 195000 SH SOLE SOLE
SPRINT NEXTEL CORP COM 85206110 707 248150 SH SOLE SOLE
SPS COMM INC COM 78463M10 3625 134848 SH SOLE SOLE
SPX CORP COM 78463510 911 11748 SH SOLE SOLE
SS^C TECHNOLOGIES HLDGS ICOM 78467J10 37 1600 SH SOLE SOLE
ST JUDE MED INC COM 79084910 10712 241752 SH SOLE SOLE
STAAR SURGICAL CO COM NEWCOM 85231230 393 36294 SH SOLE SOLE
STAGE STORES INC COM NEWCOM 85254C30 1273 78374 SH SOLE SOLE
STAMPS COM INC COM 85285720 588 21074 SH SOLE SOLE
STANCORP FINL GROUP COM 85289110 2816 68776 SH SOLE SOLE
STANDARD CHARTERED COM G8422815 10178 408334 SH SOLE SOLE
STANDARD MICROSYSTEM COM 85362610 547 21160 SH SOLE SOLE
STANLEY BLACK & DECKER COM 85450210 11180 145272 SH SOLE SOLE
STAPLES INC COM 85503010 1544 95409 SH SOLE SOLE
STARBUCKS CORP COM 85524410 60507 1082601 SH SOLE SOLE
STARWOOD HOTELS & RESORTSCOM 85590A40 11150 197658 SH SOLE SOLE
STARWOOD PPTY TR INC COM 85571B10 4684 222850 SH SOLE SOLE
STATE BK FINL CORP COM 85619010 167 9550 SH SOLE SOLE
STATE STR CORP COM 85747710 17881 392989 SH SOLE SOLE
STATOILHYDRO ASA 5.25 DUECOM 85771SAA 64 55000 SH SOLE SOLE
STEEL DYNAMICS INC COM COM 85811910 387 26600 SH SOLE SOLE
STEINER LEISURE LTD COM SCOM P8744Y10 659 13486 SH SOLE SOLE
STEINWAY MUSICAL INS COM 85849510 2516 100632 SH SOLE SOLE
STELLARONE CORP COM 85856G10 789 66451 SH SOLE SOLE
STEPAN CO COM COM 85858610 1650 18790 SH SOLE SOLE
STERICYCLE INC COM 85891210 11442 136797 SH SOLE SOLE
STERIS CORP COM COM 85915210 1036 32754 SH SOLE SOLE
STIFEL FINL CORP COM 86063010 1066 28159 SH SOLE SOLE
STONE ENERGY CORP COM COM 86164210 2456 85900 SH SOLE SOLE
STRATASYS INC COM 86268510 2964 81160 SH SOLE SOLE
STRATEGIC HOTELS & RESORTCOM 86272T10 528 80230 SH SOLE SOLE
STRYKER CORP COM 86366710 2488 44850 SH SOLE SOLE
STURM RUGER & CO INC COMCOM 86415910 152 3100 SH SOLE SOLE
SUMITOMO MITSUI FINANCIALCOM J7771X10 10135 306300 SH SOLE SOLE
SUMMER INFANT INC COM COM 86564610 319 53245 SH SOLE SOLE
SUN TR BANKS INC COM COM 86791410 7128 294930 SH SOLE SOLE
SUNCOKE ENERGY INC COM 86722A10 1074 75611 SH SOLE SOLE
SUNOCO INC COM 86764P10 5111 133962 SH SOLE SOLE
SUNSTONE HOTEL INVS INC NCOM 86789210 354 36300 SH SOLE SOLE
SUPER MICRO COMPUTER IN COM 86800U10 1375 78779 SH SOLE SOLE
SUPER VALU INC COM COM 86853610 1365 239000 SH SOLE SOLE
SUPERIOR ENERGY SVCS COM 86815710 8184 310453 SH SOLE SOLE
SUPERIOR INDS INTL COM 86816810 503 25745 SH SOLE SOLE
SUSQUEHANNA BKSHS PA COM 86909910 365 36950 SH SOLE SOLE
SXC HEALTH SOLUTIONS CO COM 78505P10 10437 139239 SH SOLE SOLE
SYCAMORE NETWORKS INC COMCOM 87120640 4924 277552 SH SOLE SOLE
SYKES ENTERPRISES INC COMCOM 87123710 1103 69800 SH SOLE SOLE
SYMANTEC CORP COM 87150310 7824 418405 SH SOLE SOLE
SYMETRA FINL CORP COM COM 87151Q10 3122 270810 SH SOLE SOLE
SYMMETRICOM INC COM COM 87154310 467 80900 SH SOLE SOLE
SYMMETRY MED INC COM 87154620 2005 283556 SH SOLE SOLE
SYNACOR INC COM USD0.01 COM 87156110 22 2890 SH SOLE SOLE
SYNAPTICS INC COM 87157D10 898 24600 SH SOLE SOLE
SYNCHRONOSS TECHNOLO COM 87157B10 460 14408 SH SOLE SOLE
SYNERGETICS USA INC FORMECOM 87160G10 365 56171 SH SOLE SOLE
SYNERGY RES CORP COM COM 87164P10 291 86952 SH SOLE SOLE
SYNNEX CORP COM 87162W10 467 12250 SH SOLE SOLE
SYNOPSYS INC COM COM 87160710 414 13500 SH SOLE SOLE
SYNOVUS FINL CORP COM COM 87161C10 729 355700 SH SOLE SOLE
SYNTEL INC COM 87162H10 1124 20080 SH SOLE SOLE
SYSCO CORP COM COM 87182910 90 3000 SH SOLE SOLE
SYSTEMAX INC COM COM 87185110 10 600 SH SOLE SOLE
T ROWE PRICE GROUP INC COM 74144T10 19291 295415 SH SOLE SOLE
TAIWAN SEMICONDUCTOR MFG ADR 87403910 19444 1272545 SH SOLE SOLE
TAKE-TWO INTERACTIVE SOFTCOM 87405410 294 19135 SH SOLE SOLE
TALISMAN ENERGY INC COM COM 87425E10 34788 2761987 SH SOLE SOLE
TANGER FACTORY OUTLET CTRCOM 87546510 2783 93610 SH SOLE SOLE
TANGOE INC COM 87582Y10 1198 63687 SH SOLE SOLE
TARGET CORP COM 87612E10 12523 214905 SH SOLE SOLE
TATA MTRS LTD FORMERLY TACOM 87656850 7565 280500 SH SOLE SOLE
TAUBMAN CTRS INC COM COM 87666410 6281 86100 SH SOLE SOLE
TCF BKG & SVGS FA MI COM 87227510 707 59500 SH SOLE SOLE
TE CONNECTIVITY LTD COM H8498910 13896 378113 SH SOLE SOLE
TEAM INC COM COM 87815510 153 4950 SH SOLE SOLE
TEAVANA HLDGS INC COM 87819P10 974 49385 SH SOLE SOLE
TECH DATA CORP., COMMON SCOM 87823710 3668 67600 SH SOLE SOLE
TECHNE CORP COM 87837710 3626 51731 SH SOLE SOLE
TECHTARGET INC COM COM 87874R10 336 48527 SH SOLE SOLE
TECO ENERGY INC COM COM 87237510 474 27000 SH SOLE SOLE
TEEKAY TANKERS LTD COM Y8565N10 419 69000 SH SOLE SOLE
TELECOM ITALIA SPA DI RISCOM T9277812 10337 10531874 SH SOLE SOLE
TELECOM ITALIA SPA EUR0.5COM T9277810 407 10953 SH SOLE SOLE
TELEDYNE TECHNOLOGIE COM 87936010 10853 172132 SH SOLE SOLE
TELEFLEX INC COM 87936910 5577 91200 SH SOLE SOLE
TELENOR ASA ORD NOK6 COM R2188210 5206 281182 SH SOLE SOLE
TELEPHONE & DATA SYS INC COM 87943382 2212 95544 SH SOLE SOLE
TELETECH HLDGS INC COM COM 87993910 1384 85972 SH SOLE SOLE
TENARIS S A SPONSORED ADRADR 88031M10 18073 472744 SH SOLE SOLE
TENET HEALTHCARE 6.875% DCOM 88033GAV 445 520000 SH SOLE SOLE
TERADATA CORP DEL COM 88076W10 8164 119800 SH SOLE SOLE
TERADYNE INC COM COM 88077010 2827 167375 SH SOLE SOLE
TEREX CORP NEW COM 88077910 2568 114113 SH SOLE SOLE
TESCO CORP COM COM 88157K10 2592 182643 SH SOLE SOLE
TESLA MTRS INC COM COM 88160R10 1934 51936 SH SOLE SOLE
TESORO CORP COM 88160910 5293 197200 SH SOLE SOLE
TETRA TECHNOLOGIES I COM 88162F10 550 58392 SH SOLE SOLE
TEXAS CAPITAL BANCSH COM 88224Q10 867 25045 SH SOLE SOLE
TEXAS INSTRS INC COM 88250810 10617 315894 SH SOLE SOLE
TEXAS ROADHOUSE INC COM 88268110 912 54810 SH SOLE SOLE
TEXTRON INC COM 88320310 2830 101697 SH SOLE SOLE
THALES SA EUR3 COM F9156M10 6292 168392 SH SOLE SOLE
THE JONES GROUP INC COMMOCOM 48020T10 3042 242200 SH SOLE SOLE
THERMO FISHER CORP COM 88355610 7513 133257 SH SOLE SOLE
THOMAS & BETTS CORP COM COM 88431510 3763 52330 SH SOLE SOLE
THOR INDS INC COM 88516010 6175 195645 SH SOLE SOLE
THORATEC CORP COM 88517530 2084 61812 SH SOLE SOLE
TIDEWATER, INC., COMMON SCOM 88642310 1885 34886 SH SOLE SOLE
TIFFANY & CO COM COM 88654710 7138 103254 SH SOLE SOLE
TIM HORTONS INC COMSTK COM 88706M10 3167 59311 SH SOLE SOLE
TIM PARTICIPACOES SA SPONADR 88706P20 7004 217100 SH SOLE SOLE
TIME WARNER CABLE 6.55% DCOM 88732JAJ 23 20000 SH SOLE SOLE
TIME WARNER CABLE 8.25% DCOM 88732JAS 45 35000 SH SOLE SOLE
TIME WARNER CABLE INC COMCOM 88732J20 11414 140043 SH SOLE SOLE
TIME WARNER INC COM 88731730 22634 599566 SH SOLE SOLE
TIME WARNER INC 6.1 07-15COM 887317AH 67 60000 SH SOLE SOLE
TIMKEN CO COM 88738910 13022 256639 SH SOLE SOLE
TITAN INTL INC ILL COM 88830M10 35 1495 SH SOLE SOLE
TITAN MACHY INC COM 88830R10 3118 110550 SH SOLE SOLE
TJX COS INC NEW COM 87254010 72122 1816205 SH SOLE SOLE
TOLL BROS INC COM COM 88947810 209 8700 SH SOLE SOLE
TORCHMARK CORP COM 89102710 478 9593 SH SOLE SOLE
TORO CO COM COM 89109210 1922 27032 SH SOLE SOLE
TORONTO DOMINION BK ONT CCOM 89116050 10517 123800 SH SOLE SOLE
TOWER GROUP INC COM 89177710 6928 308865 SH SOLE SOLE
TOYOTA MTR CR CORP MEDIUMCOM 89233P4B 16 15000 SH SOLE SOLE
TOYS R US INC 7.375COM 892335AL 269 300000 SH SOLE SOLE
TRACTOR SUPPLY CO COM 89235610 16882 186422 SH SOLE SOLE
TRANSCEND SERVICES I COM 89392920 727 24774 SH SOLE SOLE
TRANSDIGM GROUP INC COM 89364110 18496 159780 SH SOLE SOLE
TRANSOCEAN INC 6.5% DUE 1COM 893830AY 50 45000 SH SOLE SOLE
TRAVELERS COMPANIES COM 89417E10 10102 170650 SH SOLE SOLE
TREEHOUSE FOODS INC COM 89469A10 2841 47748 SH SOLE SOLE
TREX INC COM 89531P10 49 1515 SH SOLE SOLE
TRIANGLE PETROLEUM CORPORCOM 89600B20 422 61156 SH SOLE SOLE
TRIMBLE NAV LTD COM COM 89623910 15574 286173 SH SOLE SOLE
TRINITY IND INC COM COM 89652210 2349 71304 SH SOLE SOLE
TRINITY INDS INC 3.875% DCOM 896522AF 5 5000 SH SOLE SOLE
TRIPADVISOR INC COM COM SCOM 89694520 6944 194660 SH SOLE SOLE
TRIQUINT SEMICONDUCT COM 89674K10 2552 370106 SH SOLE SOLE
TRIUMPH GROUP INC NE COM 89681810 3608 57585 SH SOLE SOLE
TRUE RELIGION APPAREL INCCOM 89784N10 99 3600 SH SOLE SOLE
TRUSTMARK CORP COM 89840210 3091 123751 SH SOLE SOLE
TRW AUTOMOTIVE HLDGS CORPCOM 87264S10 6828 147000 SH SOLE SOLE
TUPPERWARE CORP COM 89989610 2531 39851 SH SOLE SOLE
TUTOR PERINI CORP COM 90110910 5371 344734 SH SOLE SOLE
TWO HBRS INVT CORP COM COM 90187B10 474 46700 SH SOLE SOLE
TXU CORP 5.55% DUE 11-15-COM 873168AL 18 25000 SH SOLE SOLE
TXU CORP 6.5% DUE 11-15-2COM 873168AN 129 245000 SH SOLE SOLE
TXU CORP 6.55% DUE 11-15-COM 873168AQ 13 25000 SH SOLE SOLE
TYCO INTERNATIONAL LTD COM H8912810 12663 225392 SH SOLE SOLE
TYSON FOODS INC COM 90249410 4805 250900 SH SOLE SOLE
U S BANCORP MEDIUM TERM NCOM 91159HHC 39 40000 SH SOLE SOLE
U S SILICA HLDGS INC COM 90346E10 68 3230 SH SOLE SOLE
U S W CAP FDG INC 6.5% DUCOM 912912AR 117 110000 SH SOLE SOLE
U S W CAP FDG INC 6.875% COM 912912AQ 449 470000 SH SOLE SOLE
UAL CORP SR SUB NT CONV 4COM 902549AH 184 200000 SH SOLE SOLE
UBIQUITI NETWORKS INC COM 90347A10 72 2280 SH SOLE SOLE
UBS AG SHS COM COM H8923133 7964 568052 SH SOLE SOLE
UDR INC COM COM 90265310 9165 343122 SH SOLE SOLE
UGI CORP NEW COM 90268110 4246 155823 SH SOLE SOLE
UIL HLDGS CORP COM COM 90274810 1462 42060 SH SOLE SOLE
ULTA SALON COSMETICS & FRCOM 90384S30 701 7550 SH SOLE SOLE
ULTIMATE SOFTWARE GR COM 90385D10 10425 142265 SH SOLE SOLE
ULTRATECH INC COM 90403410 779 26865 SH SOLE SOLE
UNDER ARMOUR INC COM 90431110 995 10586 SH SOLE SOLE
UNILEVER CAP CORP 2.75% DCOM 904764AL 105 100000 SH SOLE SOLE
UNION ELEC CO 6% DUE 04-0COM 906548CF 24 20000 SH SOLE SOLE
UNION PAC CORP COM 90781810 50486 469728 SH SOLE SOLE
UNION PAC CORP 6.125% DUECOM 907818DD 55 45000 SH SOLE SOLE
UNISOURCE ENERGY COR COM 90920510 309 8450 SH SOLE SOLE
UNIT CORP COM 90921810 969 22663 SH SOLE SOLE
UNITED MEXICAN STATES 5.8COM 91086QAX 38 35000 SH SOLE SOLE
UNITED NAT FOODS INC COM 91116310 6211 133122 SH SOLE SOLE
UNITED PARCEL SERVIC COM 91131210 12265 151947 SH SOLE SOLE
UNITED RENTALS INC COM 91136310 3083 71880 SH SOLE SOLE
UNITED STATES ANTIMO COM 91154910 3320 899600 SH SOLE SOLE
UNITED STATES OF AMER TRECOM 912828QM 71 70000 SH SOLE SOLE
UNITED STATES STL CO COM 91290910 147 5000 SH SOLE SOLE
UNITED STATES TREAS BDS 0COM 912810PT 51 40000 SH SOLE SOLE
UNITED STATES TREAS BDS 7COM 912810EM 198 135000 SH SOLE SOLE
UNITED STATES TREAS BDS DCOM 912810PX 49 40000 SH SOLE SOLE
UNITED STATES TREAS BDS DCOM 912810QL 100 85000 SH SOLE SOLE
UNITED STATES TREAS BDS DCOM 912810EW 145 105000 SH SOLE SOLE
UNITED STATES TREAS BDS DCOM 912810FP 27 20000 SH SOLE SOLE
UNITED STATES TREAS BDS DCOM 912810QU 251 371000 SH SOLE SOLE
UNITED STATES TREAS BDS DCOM 912810EQ 180 130000 SH SOLE SOLE
UNITED STATES TREAS NTS 0COM 912828RN 370 370000 SH SOLE SOLE
UNITED STATES TREAS NTS 0COM 912828SG 464 465000 SH SOLE SOLE
UNITED STATES TREAS NTS 1COM 912828SH 537 545000 SH SOLE SOLE
UNITED STATES TREAS NTS 1COM 912828RP 46 45000 SH SOLE SOLE
UNITED STATES TREAS NTS 2COM 912828SF 181 185000 SH SOLE SOLE
UNITED STATES TREAS NTS 2COM 912828PM 305 290000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828PD 185 185000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828LK 157 150000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828LX 267 265000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828MD 215 195000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828MN 646 640000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828NA 55 50000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828NG 130 120000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828NQ 613 682000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828NT 1423 1377000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828PJ 195 190000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828PW 120 120000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828QT 180 170000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828QU 146 145000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828SB 40 40000 SH SOLE SOLE
UNITED STATES TREAS NTS DCOM 912828RW 120 120000 SH SOLE SOLE
UNITED STATES TREAS NTS NCOM 912828LS 168 160000 SH SOLE SOLE
UNITED STATES TREAS NTS TCOM 912828RG 25 25000 SH SOLE SOLE
UNITED STATES TREAS NTS TCOM 912828RF 90 90000 SH SOLE SOLE
UNITED STATES TREAS NTS UCOM 912828LZ 151 145000 SH SOLE SOLE
UNITED STATIONERS INC COMCOM 91300410 549 17700 SH SOLE SOLE
UNITED TECHNOLOGIES COM 91301710 42213 508962 SH SOLE SOLE
UNITEDHEALTH GROUP I COM 91324P10 20330 344931 SH SOLE SOLE
UNUM GROUP COM 91529Y10 29005 1184842 SH SOLE SOLE
UNVL DISPLAY CORP COM COM 91347P10 2012 55065 SH SOLE SOLE
UROPLASTY INC COM NEW COM 91727720 177 58654 SH SOLE SOLE
URS CORP NEW COM COM 90323610 4005 94200 SH SOLE SOLE
US BANCORP DEL COM 90297330 34917 1102174 SH SOLE SOLE
US TREAS BDS 0 TREAS NT 1COM 912810QD 541 450000 SH SOLE SOLE
US TREAS BDS 4.375 DUE 05COM 912810QH 409 340000 SH SOLE SOLE
US TREAS BDS DTD 05-16-20COM 912810QQ 194 161000 SH SOLE SOLE
US TREAS NTS 4.625 DUE 11COM 912828FY 87 75000 SH SOLE SOLE
US TREAS NTS DTD 00314 0.COM 912828PB 306 305000 SH SOLE SOLE
US TREAS NTS DTD 00362 .5COM 912828RB 441 440000 SH SOLE SOLE
US TREAS NTS DTD 00363 2.COM 912828RC 60 60000 SH SOLE SOLE
US TREAS NTS DTD 02/29/20COM 912828SJ 333 335000 SH SOLE SOLE
USA MOBILITY INC COM COM 90341G10 574 41200 SH SOLE SOLE
USANA HEALTH SCIENCES INCCOM 90328M10 474 12700 SH SOLE SOLE
USB CAP IX NORMAL INCOME COM 91731KAA 251 325000 SH SOLE SOLE
USEC INC COM COM 90333E10 345 325100 SH SOLE SOLE
USG CORP 6.3% DUE 11-15-2COM 903293AR 51 55000 SH SOLE SOLE
USG CORP COM NEW COM 90329340 1200 69750 SH SOLE SOLE
USG CORP SR NT STEP DUE 0COM 903293AS 80 81000 SH SOLE SOLE
UTD MEXICAN STS TRANCHE #COM 91086QBB 69 70000 SH SOLE SOLE
UTD RENTALS N AMER 8.375%COM 911365AW 72 70000 SH SOLE SOLE
UTD STATES TREAS 1.25% DUCOM 912828QH 437 430000 SH SOLE SOLE
UTD STATES TREAS 1.25% DUCOM 912828QC 835 820000 SH SOLE SOLE
UTD STATES TREAS 1.25% DUCOM 912828PE 352 345000 SH SOLE SOLE
UTD STATES TREAS 1.375% DCOM 912828RH 89 90000 SH SOLE SOLE
UTD STS STL CORP 6.65% DUCOM 912909AD 202 240000 SH SOLE SOLE
UTD STS STL CORP 7.5 DUE COM 912909AG 120 120000 SH SOLE SOLE
UTD THERAPEUTICS CORP DELCOM 91307C10 463 9822 SH SOLE SOLE
V F CORP COM 91820410 14340 98234 SH SOLE SOLE
VA ELEC & PWR CO 5.95% DUCOM 927804FC 49 40000 SH SOLE SOLE
VAIL RESORTS INC COM 91879Q10 1357 31370 SH SOLE SOLE
VALASSIS COMMUNICATIONS ICOM 91886610 4743 206200 SH SOLE SOLE
VALE S A COM 91912E10 18790 805400 SH SOLE SOLE
VALEANT PHARMACEUTICALS COM 91911K10 5295 98630 SH SOLE SOLE
VALERO ENERGY CORP N COM 91913Y10 14736 571831 SH SOLE SOLE
VALIDUS HOLDINGS LTD COM G9319H10 3102 100218 SH SOLE SOLE
VALMONT INDS INC COM 92025310 1131 9637 SH SOLE SOLE
VALSPAR CORP COM COM 92035510 1659 34350 SH SOLE SOLE
VALUECLICK INC COM 92046N10 12875 652225 SH SOLE SOLE
VARIAN MED SYS INC COM 92220P10 6922 100375 SH SOLE SOLE
VECTREN CORP COM COM 92240G10 1014 34900 SH SOLE SOLE
VELTI PLC ST HELIER COM G9328510 30 2185 SH SOLE SOLE
VENTAS INC REIT COM 92276F10 15767 276124 SH SOLE SOLE
VERA BRADLEY INC COM 92335C10 4308 142708 SH SOLE SOLE
VERIFONE HLDGS INC COM 92342Y10 2838 54716 SH SOLE SOLE
VERINT SYS INC COM 92343X10 3638 112326 SH SOLE SOLE
VERISIGN INC COM COM 92343E10 3781 98610 SH SOLE SOLE
VERIZON 8.75% DUE 11-01-2COM 92343VAQ 204 502000 SH SOLE SOLE
VERIZON COMMUNICATIO COM 92343V10 17268 451675 SH SOLE SOLE
VERIZON WIRELESS 8.5% DUECOM 92344SAK 124 90000 SH SOLE SOLE
VERMILION ENERGY INC COMCOM 92372510 879 19100 SH SOLE SOLE
VERTEX PHARMACEUTICALS INCOM 92532F10 7639 186263 SH SOLE SOLE
VIACOM INC NEW -B COM 92553P20 30553 643766 SH SOLE SOLE
VIAD CORP COM NEW COM 92552R40 2405 123800 SH SOLE SOLE
VIASAT INC COM 92552V10 305 6320 SH SOLE SOLE
VIEWPOINT FINL GROUP INC COM 92672A10 861 56000 SH SOLE SOLE
VILLAGE SUPER MKT INC CL COM 92710740 57 1800 SH SOLE SOLE
VIRTUSA CORP COM COM 92827P10 718 41551 SH SOLE SOLE
VISA INC COM 92826C83 22445 190211 SH SOLE SOLE
VISHAY INTERTECHNOLO COM 92829810 2675 219963 SH SOLE SOLE
VISTAPRINT NV COM USD0.00COM N9354010 3924 101514 SH SOLE SOLE
VITRAN INC COM COM 92850E10 1479 185285 SH SOLE SOLE
VIVENDI SA EUR5.50 COM F9798210 2111 115199 SH SOLE SOLE
VIVUS INC COM 92855110 26 1175 SH SOLE SOLE
VMWARE INC COM 92856340 18887 168077 SH SOLE SOLE
VOCERA COMMUNICATIONS I COM 92857F10 608 25991 SH SOLE SOLE
VOCUS INC COM 92858J10 898 67794 SH SOLE SOLE
VODAFONE GROUP PLC N COM 92857W20 12352 446406 SH SOLE SOLE
VOLCANO CORP COM STK COM 92864510 5469 192919 SH SOLE SOLE
VOLKSWAGEN AG NON VTG PRFCOM D9452310 1067 6079 SH SOLE SOLE
VOLTERRA SEMICONDUCT COM 92870810 1536 44622 SH SOLE SOLE
VORNADO RLTY TR COM 92904210 16514 196125 SH SOLE SOLE
VULCAN MATERIALS CO., COMCOM 92916010 363 8500 SH SOLE SOLE
W & T OFFSHORE INC COM COM 92922P10 3643 172800 SH SOLE SOLE
WABASH NATL CORP COM COM 92956610 3871 373987 SH SOLE SOLE
WABTEC CORP COM 92974010 5749 76275 SH SOLE SOLE
WADDELL & REED FINL COM 9300591071 2194 SH SOLE SOLE
WADDELL & REED FINL COM 93005910 10268 316828 SH SOLE SOLE
WAL MART STORES INC COM 93114210 45460 742817 SH SOLE SOLE
WALGREEN CO COM 93142210 1075 32100 SH SOLE SOLE
WAL-MART STORES 5.625% DUCOM 931142CS 84 70000 SH SOLE SOLE
WAL-MART STORES 5.8% DUE COM 931142CJ 243 200000 SH SOLE SOLE
WALTER INVT MGMT CORP COM 93317W10 767 34000 SH SOLE SOLE
WARNER CHILCOTT PLC COM COM G9436810 30 1800 SH SOLE SOLE
WASHINGTON FED INC COM 93882410 1413 83985 SH SOLE SOLE
WASTE MGMT INC DEL COM COM 94106L10 9289 265700 SH SOLE SOLE
WATERS CORP COM 94184810 12705 137118 SH SOLE SOLE
WATSON PHARMACEUTICA COM 94268310 25475 379884 SH SOLE SOLE
WEATHERFORD INTERNATION COM H2701310 5044 334250 SH SOLE SOLE
WEBSTER FINL CORP CO COM 94789010 1948 85930 SH SOLE SOLE
WEINGARTEN RLTY INVS COMCOM 94874110 2954 111749 SH SOLE SOLE
WELLPOINT INC COM 94973V10 5336 72304 SH SOLE SOLE
WELLS FARGO & CO NEW COM 94974610 90866 2661584 SH SOLE SOLE
WELLS FARGO & CO NEW DEP COM 94974687 199 6860 SH SOLE SOLE
WERNER ENTERPRISES INC COCOM 95075510 1765 71000 SH SOLE SOLE
WESCO AIRCRAFT HLDGS IN COM 95081410 122 7500 SH SOLE SOLE
WESCO INTL INC COM 95082P10 2550 39043 SH SOLE SOLE
WEST PHARMACEUTICAL SVCS COM 95530610 4389 103200 SH SOLE SOLE
WESTAMERICA BANCORPORATIOCOM 95709010 1893 39432 SH SOLE SOLE
WESTAR ENERGY INC 8.625% COM 95709TAG 145 231000 SH SOLE SOLE
WESTAR ENERGY INC COM COM 95709T10 824 29500 SH SOLE SOLE
WESTERN ALLIANCE BAN COM 95763810 43 5115 SH SOLE SOLE
WESTERN DIGITAL CORP COM 95810210 28867 697434 SH SOLE SOLE
WESTERN REFINING INC COMCOM 95931910 2428 129000 SH SOLE SOLE
WESTERN UN CO COM 95980210 16738 951038 SH SOLE SOLE
WESTFIELD FINL INC NEW COCOM 96008P10 139 17600 SH SOLE SOLE
WESTPORT INNOVATIONS IN COM 96090830 498 12171 SH SOLE SOLE
WEYERHAEUSER CO COM 96216610 1860 84843 SH SOLE SOLE
WGL HLDGS INC COM 92924F10 657 16142 SH SOLE SOLE
WHIRLPOOL CORP COM 96332010 10863 141341 SH SOLE SOLE
WHITING PETE CORP NE COM 96638710 7072 130235 SH SOLE SOLE
WHOLE FOODS MKT INC COM 96683710 6612 79473 SH SOLE SOLE
WILLIAMS CO INC COM COM 96945710 19669 638395 SH SOLE SOLE
WILLIS GROUP HOLDINGS P COM G9666610 13134 375466 SH SOLE SOLE
WINTHROP RLTY TR SH BEN ICOM 97639130 263 22700 SH SOLE SOLE
WINTRUST FINL CORP COM COM 97650W10 2745 76710 SH SOLE SOLE
WISCONSIN ENERGY COR COM 97665710 6343 180300 SH SOLE SOLE
WISCONSIN ST GEN FD ANNUACOM 977100AB 476 527439 SH SOLE SOLE
WISDOMTREE INVTS INC COMCOM 97717P10 4448 531430 SH SOLE SOLE
WMS INDUSTRIES INC COM 92929710 400 16850 SH SOLE SOLE
WOODWARD INC COM COM 98074510 940 21947 SH SOLE SOLE
WOOLWORTH CORP 8.50 DEB DCOM 980883AC 371 350000 SH SOLE SOLE
WOORI FIN HLDGS CO LTD AMCOM 98106310 7059 204600 SH SOLE SOLE
WORLD ACCEP CORP DEL COM 98141910 1965 32083 SH SOLE SOLE
WORLD FUEL SVCS CORP COM 98147510 7644 186438 SH SOLE SOLE
WORTHINGTON INDS INC COM 98181110 139 7250 SH SOLE SOLE
WPP PLC ORD GBP0.10 COM G9787K10 3678 314352 SH SOLE SOLE
WPX ENERGY INC COM 98212B10 2379 132083 SH SOLE SOLE
WRIGHT EXPRESS CORP COM SCOM 98233Q10 1761 27200 SH SOLE SOLE
WUXI PHARMATECH(CAYMAN)INADR 92935210 517 35893 SH SOLE SOLE
WYNDHAM WORLDWIDE CO COM 98310W10 4475 96225 SH SOLE SOLE
WYNN RESORTS LTD COM COM 98313410 23119 185126 SH SOLE SOLE
XCEL ENERGY INC COM COM 98389B10 2835 107100 SH SOLE SOLE
XEROX CORP COM 98412110 13994 1731912 SH SOLE SOLE
XL CAP LTD 5.25% DUE 09-1COM 98372PAF 704 665000 SH SOLE SOLE
XL GROUP PLC COM G9829010 9058 417600 SH SOLE SOLE
X-RITE INC COM COM 98385710 2462 542273 SH SOLE SOLE
XSTRATA CDA CORP 7.25 7/1COM 655422AS 51 50000 SH SOLE SOLE
XYLEM INC COM 98419M10 3784 136354 SH SOLE SOLE
XYRATEX LTD COM G9826810 163 10250 SH SOLE SOLE
YAHOO INC COM COM 98433210 298 19600 SH SOLE SOLE
YAMANA GOLD INC COMMON STCOM 98462Y10 11131 712600 SH SOLE SOLE
YANDEX N.V. COM USD0.01 CCOM N9728410 874 32530 SH SOLE SOLE
YANZHOU COAL MNG CO LTD SADR 98484610 4370 202200 SH SOLE SOLE
YELP INC COM 98581710 35 1320 SH SOLE SOLE
YUM BRANDS INC COM 98849810 25435 357334 SH SOLE SOLE
ZEBRA TECHNOLOGIES C COM 98920710 2497 60632 SH SOLE SOLE
ZIMMER HLDGS INC COM COM 98956P10 9211 143300 SH SOLE SOLE
ZIONS BANCORP COM 98970110 9165 427082 SH SOLE SOLE
ZIX CORP COM 98974P10 643 220837 SH SOLE SOLE
ZUMIEZ INC COM 98981710 620 17164 SH SOLE SOLE