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

OTR - Nominee Name for The State Teachers Retirement Board of Ohio as of March 31, 2013

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

OTR - Nominee Name for The State Teachers Retirement Board of Ohio holds 0 positions in its portfolio as reported in the March 2013 quarterly 13F filing

                FORM 13F INFORMATION TABLE
                                                           VALUE   SHARES/  SH/ PUT/ INVSTMT                 VOTING AUTHORITY
NAME OF ISSUER                  TITLE OF CLASS    CUSIP    x$1000  PRN AMT  PRN CALL DSCRETN  MANAGERS    SOLE   SHARED     NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ---------- -------- -------- --------
{S}                            {C}              {C}       {C}      {C}      {C} {C}  {C}     {C}        {C}      {C}      {C}
1 800 FLOWERS COM              COM              68243Q106      857   172400 SH       SOLE                 172400        0        0
1ST SOURCE CORP                COM              336901103      988    41700 SH       SOLE                  41700        0        0
3D SYSTEMS CORP                COM              88554D205      645    20000 SH       SOLE                  20000        0        0
3M COMPANY                     COM              88579Y101    82134   772588 SH       SOLE                 772588        0        0
8X8 INC                        COM              282914100     1091   159200 SH       SOLE                 159200        0        0
A.T. CROSS CO.                 COM              227478104      311    22600 SH       SOLE                  22600        0        0
AAON INC                       COM              000360206      121     4400 SH       SOLE                   4400        0        0
AAR CORPORATION                COM              000361105     1230    66900 SH       SOLE                  66900        0        0
ABAXIS INC                     COM              002567105      752    15900 SH       SOLE                  15900        0        0
ABBOTT LABORATORIES            COM              002824100    41455  1173701 SH       SOLE                1173701        0        0
ABBVIE INC.                    COM              00287Y109    48000  1177057 SH       SOLE                1177057        0        0
ABERCROMBIE & FITCH CO         COM              002896207    28649   620100 SH       SOLE                 620100        0        0
ABERDEEN INDONESIA FUND INC    ICOM             00305P106      355    27848 SH       SOLE                  27848        0        0
ABM INDUSTRIES INC.            COM              000957100     1497    67300 SH       SOLE                  67300        0        0
ACACIA RESEARCH-TECHNOLOGIES   COM              003881307       72     2400 SH       SOLE                   2400        0        0
ACADIA RLTY TR                 REIT             004239109     2334    84049 SH       SOLE                  84049        0        0
ACCELRYS INC                   COM              00430U103     1104   113100 SH       SOLE                 113100        0        0
ACCENTURE PLC                  COM              G1151C101    36525   480780 SH       SOLE                 480780        0        0
ACE LTD                        COM              H0023R105    49763   559319 SH       SOLE                 559319        0        0
ACI WORLDWIDE INC              COM              004498101      357     7300 SH       SOLE                   7300        0        0
ACME PACKET INC                COM              004764106        9      300 SH       SOLE                    300        0        0
ACORDA THERAPEUTICS INC        COM              00484M106     1569    49000 SH       SOLE                  49000        0        0
ACTIVISION BLIZZARD INC        COM              00507V109    32782  2250000 SH       SOLE                2250000        0        0
ACTUANT CORP CL A              COM              00508X203      524    17100 SH       SOLE                  17100        0        0
ACTUATE CORPORATION            COM              00508B102      870   145000 SH       SOLE                 145000        0        0
ACUITY BRANDS INC              COM              00508Y102    15347   221300 SH       SOLE                 221300        0        0
ACXIOM CORP.                   COM              005125109     1724    84500 SH       SOLE                  84500        0        0
ADAMS RESOURCES & ENERGY INC   COM              006351308      704    13800 SH       SOLE                  13800        0        0
ADOBE SYSTEMS INC.             COM              00724F101    31417   722055 SH       SOLE                 722055        0        0
ADT CORPORATION                COM              00101J106     8472   173111 SH       SOLE                 173111        0        0
ADTRAN INC.                    COM              00738A106        0        0 SH       SOLE                      0        0        0
ADVANCE AUTO PARTS INC         COM              00751Y106      289     3500 SH       SOLE                   3500        0        0
ADVANCED ENERGY INDUSTRIES     COM              007973100     1171    64000 SH       SOLE                  64000        0        0
ADVANCED MICRO DEVICES INC.    COM              007903107        2      600 SH       SOLE                    600        0        0
ADVISORY BOARD CO/THE          COM              00762W107     5348   101820 SH       SOLE                 101820        0        0
AECOM TECHNOLOGY CORP          COM              00766T100    45592  1390000 SH       SOLE                1390000        0        0
AEGERION PHARMACEUTICALS INC   COM              00767E102      964    23900 SH       SOLE                  23900        0        0
AEGON N.V.                     COM              007924103     1297   215887 SH       SOLE                 215887        0        0
AEP INDS INC                   COM              001031103      969    13500 SH       SOLE                  13500        0        0
AES CORP                       COM              00130H105    46383  3690000 SH       SOLE                3690000        0        0
AETNA INC.                     COM              00817Y108    48744   953523 SH       SOLE                 953523        0        0
AFC ENTERPRISES                COM              00104Q107      632    17400 SH       SOLE                  17400        0        0
AFFILIATED MANAGERS GROUP      COM              008252108     3897    25378 SH       SOLE                  25378        0        0
AFFYMAX INC                    COM              00826A109       32    22700 SH       SOLE                  22700        0        0
AFFYMETRIX INC                 COM              00826T108        7     1500 SH       SOLE                   1500        0        0
AFLAC INC                      COM              001055102    18299   351765 SH       SOLE                 351765        0        0
AG MORTGAGE INVESTMENT TRUST I COM              001228105      402    15800 SH       SOLE                  15800        0        0
AGILENT TECHNOLOGIES INC       COM              00846U101      348     8300 SH       SOLE                   8300        0        0
AGILYSYS INC                   COM              00847J105      844    84900 SH       SOLE                  84900        0        0
AGNICO-EAGLE MINES LTD.        ICOM             008474108    42271  1030000 SH       SOLE                1030000        0        0
AGREE REALTY CORP              REIT             008492100      886    29423 SH       SOLE                  29423        0        0
AGRIUM INC                     COM              008916108    11700   120000 SH       SOLE                 120000        0        0
AIR LEASE CORP                 COM              00912X302    17152   585000 SH       SOLE                 585000        0        0
AIR METHODS CORP               COM              009128307      304     6300 SH       SOLE                   6300        0        0
AIR PROD. & CHEM.              COM              009158106    33842   388450 SH       SOLE                 388450        0        0
AIR TRANSPORT SERVICES GROUP   COM              00922R105      575    98700 SH       SOLE                  98700        0        0
AIRCASTLE LTD                  COM              G0129K104     1235    90300 SH       SOLE                  90300        0        0
AIRGAS INC                     COM              009363102    30492   307500 SH       SOLE                 307500        0        0
AIRMEDIA GROUP INC-ADR         COM              009411109     3068  1714124 SH       SOLE                1714124        0        0
ALAMO GROUP INC                COM              011311107        0        0 SH       SOLE                      0        0        0
ALASKA AIRGROUP INC            COM              011659109     3479    54400 SH       SOLE                  54400        0        0
ALBANY INTL CL-A               COM              012348108      715    24734 SH       SOLE                  24734        0        0
ALBEMARLE CORP                 COM              012653101      133     2120 SH       SOLE                   2120        0        0
ALCOA INC.                     COM              013817101    20616  2419700 SH       SOLE                2419700        0        0
ALERE INC                      COM              01449J105       23      900 SH       SOLE                    900        0        0
ALEX & BALDWIN, INC.           COM              014491104       18      500 SH       SOLE                    500        0        0
ALEXANDERS INC                 REIT             014752109     1930     5855 SH       SOLE                   5855        0        0
ALEXANDRIA REAL ESTATE         REIT             015271109    41911   590463 SH       SOLE                 590463        0        0
ALEXION PHARMACEUTICALS INC    COM              015351109     4900    53179 SH       SOLE                  53179        0        0
ALIGN TECHNOLOGY INC           COM              016255101     1873    55900 SH       SOLE                  55900        0        0
ALKERMES PLC                   COM              G01767105      896    37800 SH       SOLE                  37800        0        0
ALLEGHANY CORP DEL             COM              017175100      356      900 SH       SOLE                    900        0        0
ALLEGHENY TECHNOLOGIES INC     COM              01741R102      261     8231 SH       SOLE                   8231        0        0
ALLEGIANT TRAVEL CO            COM              01748X102        0        0 SH       SOLE                      0        0        0
ALLERGAN INC.                  COM              018490102    68351   612302 SH       SOLE                 612302        0        0
ALLETE, INC.                   COM              018522300      299     6100 SH       SOLE                   6100        0        0
ALLIANCE DATA SYSTEM           COM              018581108      158      974 SH       SOLE                    974        0        0
ALLIANT ENERGY CORPORATION     COM              018802108    58259  1161000 SH       SOLE                1161000        0        0
ALLIED NEVADA GOLD CORP        COM              019344100        3      200 SH       SOLE                    200        0        0
ALLIED WORLD ASSURANCE HOLD    COM              H01531104      399     4300 SH       SOLE                   4300        0        0
ALLISON TRANSMISSION HOLDINGS  COM              01973R101        5      200 SH       SOLE                    200        0        0
ALLSCRIPTS HEALTHCARE SOLUTION COM              01988P108       20     1500 SH       SOLE                   1500        0        0
ALLSTATE CORP                  COM              020002101    18529   377609 SH       SOLE                 377609        0        0
ALMOST FAMILY INC              COM              020409108      889    43500 SH       SOLE                  43500        0        0
ALNYLAM PHARMACEUTICALS INC    COM              02043Q107        0        0 SH       SOLE                      0        0        0
ALON USA ENERGY INC            COM              020520102      914    48000 SH       SOLE                  48000        0        0
ALPHA NATURAL RESOURCES INC    COM              02076X102        2      200 SH       SOLE                    200        0        0
ALTERRA CAPITAL HOLDINGS LTD   COM              G0229R108      797    25300 SH       SOLE                  25300        0        0
ALTRIA GROUP INC               COM              02209S103    68070  1979355 SH       SOLE                1979355        0        0
AMAG PHARMACEUTICALS INC       COM              00163U106     1130    47400 SH       SOLE                  47400        0        0
AMAZON.COM INC                 COM              023135106    96772   363134 SH       SOLE                 363134        0        0
AMBARELLA INC                  COM              G037AX101        0        0 SH       SOLE                      0        0        0
AMEDISYS INC                   COM              023436108      945    85000 SH       SOLE                  85000        0        0
AMERCO                         COM              023586100     1423     8200 SH       SOLE                   8200        0        0
AMEREN CORP.                   COM              023608102      343     9800 SH       SOLE                   9800        0        0
AMERICA MOVIL - ADR            COM              02364W105    32399  1545772 SH       SOLE                1545772        0        0
AMERICAN ASSETS TRUST INC      REIT             024013104     3144    98206 SH       SOLE                  98206        0        0
AMERICAN CAMPUS COMMUNITIES IN REIT             024835100    12362   272643 SH       SOLE                 272643        0        0
AMERICAN CAPITAL AGENCY CORP   COM              02503X105       33     1000 SH       SOLE                   1000        0        0
AMERICAN CAPITAL LTD           COM              02503Y103      143     9800 SH       SOLE                   9800        0        0
AMERICAN CAPITAL MORTGAGE INV  COM              02504A104      894    34600 SH       SOLE                  34600        0        0
AMERICAN EAGLE OUTFITTERS      COM              02553E106    21692  1160000 SH       SOLE                1160000        0        0
AMERICAN ELECTRIC POWER        COM              025537101    27339   562193 SH       SOLE                 562193        0        0
AMERICAN EXPRESS CO.           COM              025816109    54232   803917 SH       SOLE                 803917        0        0
AMERICAN FINANCIAL GROUP INC.  COM              025932104      900    19000 SH       SOLE                  19000        0        0
AMERICAN GREETING CL A         COM              026375105     1077    66900 SH       SOLE                  66900        0        0
AMERICAN INTL GROUP            COM              026874784    25905   667304 SH       SOLE                 667304        0        0
AMERICAN NATL BANKSHARES       COM              027745108       34     1600 SH       SOLE                   1600        0        0
AMERICAN PUBLIC EDUCATION      COM              02913V103     1169    33500 SH       SOLE                  33500        0        0
AMERICAN SCIENCE & ENGINEERING COM              029429107        0        0 SH       SOLE                      0        0        0
AMERICAN SOFTWARE INC-CLASS A  COM              029683109       47     5600 SH       SOLE                   5600        0        0
AMERICAN STATES WATER CO.      COM              029899101     1445    25100 SH       SOLE                  25100        0        0
AMERICAN TOWER CORP            COM              03027X100    68906   895814 SH       SOLE                 895814        0        0
AMERICAN VANGUARD CORP         COM              030371108     1277    41800 SH       SOLE                  41800        0        0
AMERICAN WATER WORKS CO INC    COM              030420103    44262  1068100 SH       SOLE                1068100        0        0
AMERIPRISE FINANCIAL INC       COM              03076C106      654     8881 SH       SOLE                   8881        0        0
AMERISAFE INC                  COM              03071H100     1105    31100 SH       SOLE                  31100        0        0
AMERISOURCEBERGEN CORP         COM              03073E105      524    10181 SH       SOLE                  10181        0        0
AMERISTAR CASINOS IN           COM              03070Q101     1301    49600 SH       SOLE                  49600        0        0
AMETEK INC.                    COM              031100100    63689  1468849 SH       SOLE                1468849        0        0
AMGEN INC                      COM              031162100    61682   601716 SH       SOLE                 601716        0        0
AMKOR TECHNOLOGY INC           COM              031652100       99    24838 SH       SOLE                  24838        0        0
AMN HEALTHCARE SERVICES INC    COM              001744101      429    27100 SH       SOLE                  27100        0        0
AMPCO-PITTSBURGH CORP          COM              032037103      809    42800 SH       SOLE                  42800        0        0
AMPHENOL CORP-CL A             COM              032095101    15123   202582 SH       SOLE                 202582        0        0
AMREIT INC-CLASS B             COM              03216B208       51     2600 SH       SOLE                   2600        0        0
AMSURG CORP                    COM              03232P405     1423    42300 SH       SOLE                  42300        0        0
AMTRUST FINANCIAL SERVICES     COM              032359309     1337    38600 SH       SOLE                  38600        0        0
ANADARKO PETROLEUM CORP        COM              032511107    32295   369301 SH       SOLE                 369301        0        0
ANALOG DEVICES                 COM              032654105      239     5151 SH       SOLE                   5151        0        0
ANALOGIC CORP.                 COM              032657207        0        0 SH       SOLE                      0        0        0
ANDERSONS INC/THE              COM              034164103     1402    26200 SH       SOLE                  26200        0        0
ANGIE'S LIST INC               COM              034754101     1195    60500 SH       SOLE                  60500        0        0
ANGLOGOLD ASHANTI LTD ADR      COM              035128206    11363   482500 SH       SOLE                 482500        0        0
ANIKA THERAPEUTICS INC         COM              035255108        0        0 SH       SOLE                      0        0        0
ANIXTER INTERNATIONAL INC.     COM              035290105      378     5400 SH       SOLE                   5400        0        0
ANN INC.                       COM              035623107     1622    55900 SH       SOLE                  55900        0        0
ANNALY CAPITAL MGT. INC.       COM              035710409     2627   165300 SH       SOLE                 165300        0        0
ANSYS INC                      COM              03662Q105    52008   638767 SH       SOLE                 638767        0        0
ANWORTH MORTGAGE ASS           COM              037347101      510    80600 SH       SOLE                  80600        0        0
AOL INC.                       COM              00184X105       19      500 SH       SOLE                    500        0        0
AON PLC                        COM              G0408V102      131     2127 SH       SOLE                   2127        0        0
APACHE CORP.                   COM              037411105    37980   492220 SH       SOLE                 492220        0        0
APARTMENT INVT & MGMT          REIT             03748R101     8189   267092 SH       SOLE                 267092        0        0
APCO OIL AND GAS INTL          COM              G0471F109       24     1900 SH       SOLE                   1900        0        0
APOGEE ENTERPRISES INC.        COM              037598109     1025    35400 SH       SOLE                  35400        0        0
APOLLO COMMERCIAL REAL ESTATE  REIT             03762U105      324    18400 SH       SOLE                  18400        0        0
APOLLO INVESTMENT CORP         COM              03761U106      205    24500 SH       SOLE                  24500        0        0
APOLLO RESIDENTIAL MORTGAGE IN COM              03763V102     1217    54600 SH       SOLE                  54600        0        0
APPLE INC.                     COM              037833100   631650  1427038 SH       SOLE                1427038        0        0
APPLIED INDUSTRIAL TECH INC.   COM              03820C105      328     7300 SH       SOLE                   7300        0        0
APPLIED MICRO CIRCUITS CORP    COM              03822W406      503    67775 SH       SOLE                  67775        0        0
AQUA AMERICA INC               COM              03836W103    18639   592837 SH       SOLE                 592837        0        0
ARBITRON INC                   COM              03875Q108     1519    32400 SH       SOLE                  32400        0        0
ARCH CAPITAL GROUP LTD         COM              G0450A105     1130    21500 SH       SOLE                  21500        0        0
ARCH COAL INC.                 COM              039380100    12679  2335000 SH       SOLE                2335000        0        0
ARCHER DANIELS MIDLAND CO      COM              039483102    16129   478187 SH       SOLE                 478187        0        0
ARCTIC CAT INC.                COM              039670104        0        0 SH       SOLE                      0        0        0
ARDEN GROUP INC                COM              039762109      313     3100 SH       SOLE                   3100        0        0
ARENA PHARMACEUTICALS INC      COM              040047102      245    29900 SH       SOLE                  29900        0        0
ARES COMMERCIAL REAL ESTATE CO COM              04013V108       83     4900 SH       SOLE                   4900        0        0
ARGAN INC                      COM              04010E109      856    57400 SH       SOLE                  57400        0        0
ARKANSAS BEST CORP             COM              040790107      971    83100 SH       SOLE                  83100        0        0
ARLINGTON ASSET INVESTMENT COR COM              041356205     1030    39900 SH       SOLE                  39900        0        0
ARM HOLDINGS PLC - ADR         COM              042068106     4454   105125 SH       SOLE                 105125        0        0
ARMOUR RESIDENTIAL REIT INC    COM              042315101     1435   219700 SH       SOLE                 219700        0        0
ARRAY BIOPHARMA INC            COM              04269X105        0        0 SH       SOLE                      0        0        0
ARTHROCARE CORP                COM              043136100      660    19000 SH       SOLE                  19000        0        0
ARUBA NETWORKS INC             COM              043176106     2387    96500 SH       SOLE                  96500        0        0
ASHFORD HOSPITALITY TRUST INC  REIT             044103109      387    31300 SH       SOLE                  31300        0        0
ASIA PACIFIC FUND INC CF       CTRY             044901106     1033    96000 SH       SOLE                  96000        0        0
ASML HOLDING NV                COM              N07059210     7481   110000 SH       SOLE                 110000        0        0
ASPEN TECHNOLOGY INC           COM              045327103     2570    79600 SH       SOLE                  79600        0        0
ASSOCIATED ESTATES REALTY CORP REIT             045604105      542    29100 SH       SOLE                  29100        0        0
ASSURANT INC                   COM              04621X108      639    14200 SH       SOLE                  14200        0        0
ASTORIA FINANCIAL CORP.        COM              046265104        0        0 SH       SOLE                      0        0        0
ASTRAZENECA PLC-SPONS ADR      COM              046353108     4007    80179 SH       SOLE                  80179        0        0
AT^T INC                       COM              00206R102   195562  5330111 SH       SOLE                5330111        0        0
ATHENAHEALTH INC               COM              04685W103     1252    12900 SH       SOLE                  12900        0        0
ATHERSYS INC                   COM              04744L106       27    16217 SH       SOLE                  16217        0        0
ATLANTIC POWER CORP            COM              04878Q863        0        0 SH       SOLE                      0        0        0
ATLANTIC TELE-NETWORK          COM              049079205      669    13800 SH       SOLE                  13800        0        0
ATRION CORP                    COM              049904105      461     2400 SH       SOLE                   2400        0        0
ATWOOD OCEANICS                COM              050095108      457     8700 SH       SOLE                   8700        0        0
AU OPTRONICS CORP - ADR        COM              002255107     1498   348323 SH       SOLE                 348323        0        0
AUDIENCE INC                   COM              05070J102     1028    67400 SH       SOLE                  67400        0        0
AUTOLIV, INC                   COM              052800109      208     3006 SH       SOLE                   3006        0        0
AUTOMATIC DATA PROC.           COM              053015103    23085   355050 SH       SOLE                 355050        0        0
AUTOZONE INC                   COM              053332102     1032     2600 SH       SOLE                   2600        0        0
AUXILIUM PHARMACEUTICALS       COM              05334D107     1256    72700 SH       SOLE                  72700        0        0
AVAGO TECHNOLOGIES LTD         COM              Y0486S104       29      815 SH       SOLE                    815        0        0
AVALONBAY COMMUNITIES          REIT             053484101    97226   767555 SH       SOLE                 767555        0        0
AVERY DENNISON                 COM              053611109       65     1500 SH       SOLE                   1500        0        0
AVG TECH                       COM              N07831105      236    16932 SH       SOLE                  16932        0        0
AVIAT NETWORKS INC             COM              05366Y102      367   108900 SH       SOLE                 108900        0        0
AVID TECHNOLOGY INC.           COM              05367P100      463    73900 SH       SOLE                  73900        0        0
AVIS BUDGET GROUP, INC         COM              053774105     2544    91400 SH       SOLE                  91400        0        0
AVISTA CORP                    COM              05379B107      142     5200 SH       SOLE                   5200        0        0
AVNET INC.                     COM              053807103    63024  1741000 SH       SOLE                1741000        0        0
AWARE INC.                     COM              05453N100      152    32800 SH       SOLE                  32800        0        0
AXIS CAPITAL HOLDINGS LIMITED  COM              G0692U109    48602  1167767 SH       SOLE                1167767        0        0
B^G FOODS INC                  COM              05508R106      146     4800 SH       SOLE                   4800        0        0
BADGER METER INC               COM              056525108       59     1100 SH       SOLE                   1100        0        0
BAIDU COM INC NPV ADR          COM              056752108     1234    14067 SH       SOLE                  14067        0        0
BAKER (MICHAEL) CORP           COM              057149106      453    18501 SH       SOLE                  18501        0        0
BAKER HUGHES CORP              COM              057224107    73287  1579111 SH       SOLE                1579111        0        0
BALL CORPORATION               COM              058498106      322     6760 SH       SOLE                   6760        0        0
BANCFIRST CORP                 COM              05945F103      217     5200 SH       SOLE                   5200        0        0
BANCO BRADESCO ADR             COM              059460303     5259   308990 SH       SOLE                 308990        0        0
BANCO SANTIAGO ADR             COM              05965X109     2958   103899 SH       SOLE                 103899        0        0
BANCOLOMBIA SA NPV ADR         COM              05968L102      133     2103 SH       SOLE                   2103        0        0
BANCORPSOUTH INC               COM              059692103      116     7100 SH       SOLE                   7100        0        0
BANK OF AMERICA CORP.          COM              060505104   113677  9333055 SH       SOLE                9333055        0        0
BANK OF MARIN BANCORP          COM              063425102        4      100 SH       SOLE                    100        0        0
BARCLAYS PLC-SPONS ADR         COM              06738E204     5649   318071 SH       SOLE                 318071        0        0
BARNES & NOBLE INC.            COM              067774109     1028    62500 SH       SOLE                  62500        0        0
BARNES GROUP INC.              COM              067806109      130     4500 SH       SOLE                   4500        0        0
BARRETT BUSINESS SERVICE       COM              068463108     1053    19999 SH       SOLE                  19999        0        0
BARRICK GOLD CORP.             COM              067901108    22197   755000 SH       SOLE                 755000        0        0
BASIC ENERGY SERVICES INC      COM              06985P100      945    69100 SH       SOLE                  69100        0        0
BASSETT FURNITURE INDS.        COM              070203104      758    47500 SH       SOLE                  47500        0        0
BAXTER INTL                    COM              071813109    41663   573557 SH       SOLE                 573557        0        0
BB^T CORPORATION               COM              054937107    46055  1467174 SH       SOLE                1467174        0        0
BE AEROSPACE INC.              COM              073302101    19896   330000 SH       SOLE                 330000        0        0
BEACON ROOFING SUPPLY INC      COM              073685109      263     6800 SH       SOLE                   6800        0        0
BEAM INC                       COM              073730103      883    13900 SH       SOLE                  13900        0        0
BECTON DICKINSON & COMPANY     COM              075887109    14107   147550 SH       SOLE                 147550        0        0
BED BATH & BEYOND INC          COM              075896100    23841   370091 SH       SOLE                 370091        0        0
BELDEN INC                     COM              077454106      594    11500 SH       SOLE                  11500        0        0
BEMIS CO.                      COM              081437105        4      100 SH       SOLE                    100        0        0
BENCHMARK ELECTRONICS INC      COM              08160H101     1409    78200 SH       SOLE                  78200        0        0
BERKLEY (WR) CORP              COM              084423102      488    10995 SH       SOLE                  10995        0        0
BERKSHIRE BANCORP INC          COM              084597202       38     4500 SH       SOLE                   4500        0        0
BERKSHIRE HATHAWAY INC. CLASS  COM              084670702   136350  1308540 SH       SOLE                1308540        0        0
BERRY PETROLEUM CO             COM              085789105      634    13700 SH       SOLE                  13700        0        0
BERRY PLASTICS GROUP INC       COM              08579W103        0        0 SH       SOLE                      0        0        0
BEST BUY COMPANY INC           COM              086516101    25042  1130586 SH       SOLE                1130586        0        0
BIG 5 SPORTING GOODS CORP      COM              08915P101      966    61900 SH       SOLE                  61900        0        0
BIG LOTS, INC.                 COM              089302103      205     5800 SH       SOLE                   5800        0        0
BILL BARRETT CORP              COM              06846N104        2      100 SH       SOLE                    100        0        0
BIO RAD LABS INC               COM              090572207       25      200 SH       SOLE                    200        0        0
BIO-REFERENCE LABS I           COM              09057G602     1070    41200 SH       SOLE                  41200        0        0
BIODELIVERY SCIENCES INTL      COM              09060J106      872   207100 SH       SOLE                 207100        0        0
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BOISE INC                      COM              09746Y105      996   115050 SH       SOLE                 115050        0        0
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BRINKS COMPANY                 COM              109696104      478    16909 SH       SOLE                  16909        0        0
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BROADCOM CORP                  COM              111320107    36435  1050900 SH       SOLE                1050900        0        0
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C A INC.                       COM              12673P105      637    25300 SH       SOLE                  25300        0        0
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CADENCE DESIGN SYS INC         COM              127387108      606    43500 SH       SOLE                  43500        0        0
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CAMBREX CORP.                  COM              132011107     1014    79300 SH       SOLE                  79300        0        0
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CANTEL MEDICAL CORP            COM              138098108        9      300 SH       SOLE                    300        0        0
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CAPITALSOURCE INC              COM              14055X102      414    43000 SH       SOLE                  43000        0        0
CAPLEASE INC.                  REIT             140288101     2226   349500 SH       SOLE                 349500        0        0
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CATAMARAN CORP                 COM              148887102    60554  1141884 SH       SOLE                1141884        0        0
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CATO CORP CL A                 COM              149205106     1091    45200 SH       SOLE                  45200        0        0
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CBEYOND INC                    COM              149847105      806   108427 SH       SOLE                 108427        0        0
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CBS CORP. CL. B                COM              124857202    22791   488144 SH       SOLE                 488144        0        0
CDI CORP.                      COM              125071100      863    50200 SH       SOLE                  50200        0        0
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CELGENE CORP                   COM              151020104    37435   322965 SH       SOLE                 322965        0        0
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CEMEX ADR                      COM              151290889     7033   576000 SH       SOLE                 576000        0        0
CENTENE CORP                   COM              15135B101     2118    48100 SH       SOLE                  48100        0        0
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CENTURYLINK INC                COM              156700106    26734   761000 SH       SOLE                 761000        0        0
CEPHEID                        COM              15670R107     2264    59000 SH       SOLE                  59000        0        0
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CF INDUSTRIES HOLDINGS INC     COM              125269100     1338     7028 SH       SOLE                   7028        0        0
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CHIMERA INVESTMENT CORP        COM              16934Q109       38    12000 SH       SOLE                  12000        0        0
CHINA MOBILE LIMITED           COM              16941M109    31612   595000 SH       SOLE                 595000        0        0
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CHUBB CORP                     COM              171232101    72417   827338 SH       SOLE                 827338        0        0
CHURCH & DWIGHT INC            COM              171340102    41628   644100 SH       SOLE                 644100        0        0
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CIBER INC.                     COM              17163B102      961   204400 SH       SOLE                 204400        0        0
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CIGNA CORP.                    COM              125509109    41975   673000 SH       SOLE                 673000        0        0
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CIT GROUP INC                  COM              125581801      109     2500 SH       SOLE                   2500        0        0
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CITIGROUP INC.                 COM              172967424   170029  3843341 SH       SOLE                3843341        0        0
CITIZENS INC                   COM              174740100      516    61500 SH       SOLE                  61500        0        0
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CITRIX SYSTEMS INC             COM              177376100    79203  1097600 SH       SOLE                1097600        0        0
CLARCOR INC.                   COM              179895107      760    14500 SH       SOLE                  14500        0        0
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CME GROUP INC                  COM              12572Q105    15027   244776 SH       SOLE                 244776        0        0
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COACH INC                      COM              189754104    49320   986602 SH       SOLE                 986602        0        0
COBALT INTL ENERGY INC         COM              19075F106       68     2400 SH       SOLE                   2400        0        0
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COEUR D'ALENE MINES CORP.      COM              192108504     1562    82800 SH       SOLE                  82800        0        0
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CONAGRA FOODS INC.             COM              205887102    36025  1006000 SH       SOLE                1006000        0        0
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CONOCOPHILLIPS                 COM              20825C104    57239   952394 SH       SOLE                 952394        0        0
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CONSTANT CONTACT INC           COM              210313102        0        0 SH       SOLE                      0        0        0
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CORINTHIAN COLLEGES INC        COM              218868107      803   382410 SH       SOLE                 382410        0        0
CORNERSTONE ONDEMAND INC       COM              21925Y103     1487    43600 SH       SOLE                  43600        0        0
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CORNING INC                    COM              219350105    35037  2628400 SH       SOLE                2628400        0        0
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CORVEL CORP                    COM              221006109      183     3700 SH       SOLE                   3700        0        0
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COVIDIEN PLC                   COM              G2554F113    59817   881743 SH       SOLE                 881743        0        0
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CRAWFORD & CO                  COM              224633107      833   109800 SH       SOLE                 109800        0        0
CRAY INC                       COM              225223304     1360    58600 SH       SOLE                  58600        0        0
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CREE INC                       COM              225447101    54710  1000000 SH       SOLE                1000000        0        0
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CRIMSON EXPLORATION INC        COM              22662K207       19     6600 SH       SOLE                   6600        0        0
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CROSS COUNTRY INC              COM              227483104      209    39300 SH       SOLE                  39300        0        0
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CROWN CASTLE INTL CO           COM              228227104      179     2575 SH       SOLE                   2575        0        0
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CRYOLIFE INC                   COM              228903100      716   119200 SH       SOLE                 119200        0        0
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CSX CORP.                      COM              126408103    18822   764200 SH       SOLE                 764200        0        0
CTC MEDIA INC                  COM              12642X106     5070   430000 SH       SOLE                 430000        0        0
CTRIP.COM INTERNATIONAL-ADR    COM              22943F100     6654   311237 SH       SOLE                 311237        0        0
CUBESMART                      REIT             229663109     5415   342716 SH       SOLE                 342716        0        0
CUBISTS PHARMACEUTICALS        COM              229678107     2547    54400 SH       SOLE                  54400        0        0
CULP INC                       COM              230215105      438    27500 SH       SOLE                  27500        0        0
CUMMINS INC.                   COM              231021106    16410   141700 SH       SOLE                 141700        0        0
CURIS INC                      COM              231269101       56    17089 SH       SOLE                  17089        0        0
CURTISS-WRIGHT CORP.           COM              231561101      187     5400 SH       SOLE                   5400        0        0
CVR ENERGY INC                 COM              12662P108     1306    25300 SH       SOLE                  25300        0        0
CVS/CAREMARK CORP              COM              126650100    81795  1487458 SH       SOLE                1487458        0        0
CYBERONICS INC                 COM              23251P102     1563    33400 SH       SOLE                  33400        0        0
CYMER INC.                     COM              232572107     2556    26600 SH       SOLE                  26600        0        0
CYNOSURE INC - CLASS A         COM              232577205     1010    38600 SH       SOLE                  38600        0        0
CYS INVESTMENTS INC            REIT             12673A108     1206   102700 SH       SOLE                 102700        0        0
DAKTRONICS INC                 COM              234264109       52     5000 SH       SOLE                   5000        0        0
DANA HOLDING CORP              COM              235825205     2330   130700 SH       SOLE                 130700        0        0
DANAHER CORP                   COM              235851102    99819  1606091 SH       SOLE                1606091        0        0
DARDEN RESTAURANTS INC         COM              237194105       19      367 SH       SOLE                    367        0        0
DARLING INTERNATIONAL INC      COM              237266101      462    25700 SH       SOLE                  25700        0        0
DAVITA HEALTHCARE PARTNERS INC COM              23918K108    11337    95600 SH       SOLE                  95600        0        0
DAWSON GEOPHYSICAL CO          COM              239359102      948    31600 SH       SOLE                  31600        0        0
DCT INDUSTRIAL TRUST INC       REIT             233153105     4784   646466 SH       SOLE                 646466        0        0
DDR CORP.                      REIT             23317H102     9426   541087 SH       SOLE                 541087        0        0
DECKERS OUTDOOR CORP           COM              243537107    11416   205000 SH       SOLE                 205000        0        0
DEERE & CO.                    COM              244199105    24878   289350 SH       SOLE                 289350        0        0
DEL FRISCO'S                   COM              245077102        0        0 SH       SOLE                      0        0        0
DELEK US HLDGS INC             COM              246647101     1176    29800 SH       SOLE                  29800        0        0
DELL INC                       COM              24702R101    15876  1107854 SH       SOLE                1107854        0        0
DELPHI AUTOMOTIVE PLC          COM              G27823106      421     9473 SH       SOLE                   9473        0        0
DELTA AIR LINES INC            COM              247361702    19898  1205200 SH       SOLE                1205200        0        0
DELTA APPAREL INC              COM              247368103      148     9000 SH       SOLE                   9000        0        0
DELUXE CORP.                   COM              248019101     2033    49100 SH       SOLE                  49100        0        0
DEMAND MEDIA INC               COM              24802N109        0        0 SH       SOLE                      0        0        0
DEMANDWARE INC                 COM              24802Y105      764    30125 SH       SOLE                  30125        0        0
DENTSPLY INTERNATIONAL INC.    COM              249030107        8      200 SH       SOLE                    200        0        0
DEPOMED INC                    COM              249908104      320    54500 SH       SOLE                  54500        0        0
DESTINATION MATERNITY CORP     COM              25065D100      969    41400 SH       SOLE                  41400        0        0
DEVON ENERGY CORPORATION       COM              25179M103    38258   678086 SH       SOLE                 678086        0        0
DEVRY INC.                     COM              251893103     7937   250000 SH       SOLE                 250000        0        0
DIAGEO PLC - SPONSORED ADR     COM              25243Q205    10070    80022 SH       SOLE                  80022        0        0
DIAMOND HILL INVESTMENT GRP    COM              25264R207      840    10800 SH       SOLE                  10800        0        0
DIAMOND OFFSHORE DRILLING      COM              25271C102      810    11646 SH       SOLE                  11646        0        0
DIAMONDBACK ENERGY INC         COM              25278X109      161     6000 SH       SOLE                   6000        0        0
DIAMONDROCK HOSPITALITY        REIT             252784301     7526   808416 SH       SOLE                 808416        0        0
DICE HOLDINGS INC              COM              253017107     1041   102800 SH       SOLE                 102800        0        0
DICKS SPORTING GOODS INC       COM              253393102    55104  1165000 SH       SOLE                1165000        0        0
DIGI INTERNATIONAL INC         COM              253798102       59     6600 SH       SOLE                   6600        0        0
DIGIMARC CORPORATION           COM              25381B101      639    29100 SH       SOLE                  29100        0        0
DIGITAL REALTY TRUST INC       REIT             253868103    95951  1434036 SH       SOLE                1434036        0        0
DIGITAL RIVER INC              COM              25388B104        1      100 SH       SOLE                    100        0        0
DIGITALGLOBE INC               COM              25389M877     1700    58800 SH       SOLE                  58800        0        0
DILLARDS INC. CL-A             COM              254067101      157     2000 SH       SOLE                   2000        0        0
DIRECTV                        COM              25490A309    66435  1173550 SH       SOLE                1173550        0        0
DISCOVER FINANCIAL             COM              254709108    18021   401900 SH       SOLE                 401900        0        0
DISCOVERY COMMUNICATIONS-A     COM              25470F104      228     2892 SH       SOLE                   2892        0        0
DISCOVERY COMMUNICATIONS-C     COM              25470F302      547     7868 SH       SOLE                   7868        0        0
DISH NETWORK CORP              COM              25470M109      568    15000 SH       SOLE                  15000        0        0
DISNEY (WALT) CO.              COM              254687106   104076  1832322 SH       SOLE                1832322        0        0
DOCTOR REDDY'S LAB - ADR       COM              256135203     7246   224000 SH       SOLE                 224000        0        0
DOLBY LABORATORIES INC-CL A    COM              25659T107      195     5800 SH       SOLE                   5800        0        0
DOLLAR GENERAL CORP.           COM              256677105      261     5151 SH       SOLE                   5151        0        0
DOLLAR TREE, INC               COM              256746108       91     1874 SH       SOLE                   1874        0        0
DOMINION RESOURCES INC-VA      COM              25746U109    24142   414950 SH       SOLE                 414950        0        0
DOMINO'S PIZZA INC             COM              25754A201      952    18500 SH       SOLE                  18500        0        0
DOMTAR CORP                    COM              257559203      163     2100 SH       SOLE                   2100        0        0
DONNELLEY (R.R.) & SONS CO.    COM              257867101      127    10500 SH       SOLE                  10500        0        0
DORMAN PRODUCTS INC            COM              258278100      216     5800 SH       SOLE                   5800        0        0
DOUGLAS EMMETT INC             REIT             25960P109     6448   258656 SH       SOLE                 258656        0        0
DOVER CORP.                    COM              260003108       31      420 SH       SOLE                    420        0        0
DOW CHEMICAL CO                COM              260543103    39153  1229665 SH       SOLE                1229665        0        0
DR PEPPER SNAPPLE GROUP        COM              26138E109      376     8000 SH       SOLE                   8000        0        0
DREAMWORKS ANIMATION           COM              26153C103     9006   475000 SH       SOLE                 475000        0        0
DREW INDS INC                  COM              26168L205      650    17900 SH       SOLE                  17900        0        0
DRIL-QUIP INC                  COM              262037104     1290    14800 SH       SOLE                  14800        0        0
DTE ENERGY COMPANY             COM              233331107     8748   128000 SH       SOLE                 128000        0        0
DUKE ENERGY CORPORATION        COM              26441C204    70217   967316 SH       SOLE                 967316        0        0
DUKE RE CORPORATION            REIT             264411505    10473   616756 SH       SOLE                 616756        0        0
DUN & BRADSTREET CORP          COM              26483E100      510     6100 SH       SOLE                   6100        0        0
DUPONT FABROS TECHNOLOGY       REIT             26613Q106     4563   187991 SH       SOLE                 187991        0        0
DURATA THERAPEUTICS INC        COM              26658A107       50     5500 SH       SOLE                   5500        0        0
DYNEGY INC                     COM              26817R108      731    30463 SH       SOLE                  30463        0        0
DYNEX CAPITAL INC              REIT             26817Q506      341    31900 SH       SOLE                  31900        0        0
E I DUPONT DE NEM.             COM              263534109    37054   753750 SH       SOLE                 753750        0        0
E*TRADE FINANCIAL CORP         COM              269246401     4498   420000 SH       SOLE                 420000        0        0
E2OPEN INC                     COM              29788A104       60     3000 SH       SOLE                   3000        0        0
EAGLE MATERIALS INC            COM              26969P108     1133    17000 SH       SOLE                  17000        0        0
EARTHLINK INC                  COM              270321102     1088   200800 SH       SOLE                 200800        0        0
EAST WEST BANCORP INC.         COM              27579R104    36503  1422000 SH       SOLE                1422000        0        0
EASTERN INSURANCE HLDGS INC    COM              276534104       92     4900 SH       SOLE                   4900        0        0
EASTGROUP PROPERTY INC         REIT             277276101     5274    90615 SH       SOLE                  90615        0        0
EASTMAN CHEMICAL CO.           COM              277432100      543     7772 SH       SOLE                   7772        0        0
ETN JUL @ 65 PUT               OPTION           ETN   130     -286     -500 SH  PUT  SOLE                   -500        0        0
EATON CORP PLC                 COM              G29183103      399     6508 SH       SOLE                   6508        0        0
EBAY INC                       COM              278642103    46962   866132 SH       SOLE                 866132        0        0
EBIX INC                       COM              278715206      456    28100 SH       SOLE                  28100        0        0
ECOLAB INC                     COM              278865100    15138   188800 SH       SOLE                 188800        0        0
EDGEN GROUP INC                COM              28014Q107        0        0 SH       SOLE                      0        0        0
EDISON INTERNATIONAL           COM              281020107    10069   200100 SH       SOLE                 200100        0        0
EDUCATION REALTY TRUST INC     REIT             28140H104     3351   318214 SH       SOLE                 318214        0        0
EDWARDS LIFESCIENCES           COM              28176E108    32938   400900 SH       SOLE                 400900        0        0
EGAIN COMMUNICATIONS CORP      COM              28225C806      702    81079 SH       SOLE                  81079        0        0
EHEALTH INC                    COM              28238P109        0        0 SH       SOLE                      0        0        0
EL PASO ELECTRIC COMPANY       COM              283677854        0        0 SH       SOLE                      0        0        0
ELECTRO RENT CORP              COM              285218103     1001    54000 SH       SOLE                  54000        0        0
ELECTRONIC ARTS, INC           COM              285512109        9      500 SH       SOLE                    500        0        0
ELECTRONICS FOR IMAGING        COM              286082102     1473    58100 SH       SOLE                  58100        0        0
ELI LILLY & COMPANY            COM              532457108    45536   801836 SH       SOLE                 801836        0        0
ELIZABETH ARDEN INC            COM              28660G106        0        0 SH       SOLE                      0        0        0
ELLIE MAE INC                  COM              28849P100      536    22300 SH       SOLE                  22300        0        0
EMBOTELLADORA ANDINA-ADR B     COM              29081P303     1714    42844 SH       SOLE                  42844        0        0
EMC CORP                       COM              268648102    77488  3243513 SH       SOLE                3243513        0        0
EMCOR GROUP INC                COM              29084Q100     2459    58000 SH       SOLE                  58000        0        0
EMERGENT BIOSOLUTIONS INC      COM              29089Q105      995    71200 SH       SOLE                  71200        0        0
EMERSON ELECTRIC CO            COM              291011104    29823   533800 SH       SOLE                 533800        0        0
EMPLOYERS HOLDINGS INC         COM              292218104      861    36700 SH       SOLE                  36700        0        0
EMPRESAS NACIONAL ADR          COM              29244T101     4246    80000 SH       SOLE                  80000        0        0
ENCORE WIRE CORP               COM              292562105     1135    32400 SH       SOLE                  32400        0        0
ENDO HEALTH SOLUTIONS INC.     COM              29264F205       28      900 SH       SOLE                    900        0        0
ENERGY TRANSFER PARTNERS LP    COM              29273R109     6128   120892 SH       SOLE                 120892        0        0
ENERGY XXI BERMUDA             COM              G10082140    16972   623500 SH       SOLE                 623500        0        0
ENERGYSOLUTIONS INC            COM              292756202      960   256100 SH       SOLE                 256100        0        0
ENERNOC INC                    COM              292764107     1067    61400 SH       SOLE                  61400        0        0
ENERSIS SA ADR (RE             COM              29274F104     1847    96000 SH       SOLE                  96000        0        0
ENERSYS                        COM              29275Y102      529    11600 SH       SOLE                  11600        0        0
ENGILITY HOLDINGS INC          COM              29285W104       14      600 SH       SOLE                    600        0        0
ENPHASE ENERGY INC             COM              29355A107        0        0 SH       SOLE                      0        0        0
ENSCO PLC CL A                 COM              G3157S106    52198   869973 SH       SOLE                 869973        0        0
ENSTAR GROUP INC               COM              G3075P101     1392    11200 SH       SOLE                  11200        0        0
ENTEGRIS INC                   COM              29362U104     1598   162100 SH       SOLE                 162100        0        0
ENTERPRISE FINANCIAL SERVICE   COM              293712105       24     1700 SH       SOLE                   1700        0        0
ENVIVIO INC                    COM              29413T106        8     4900 SH       SOLE                   4900        0        0
ENZON PHARMACEUTICALS INC      COM              293904108      247    65082 SH       SOLE                  65082        0        0
EOG RESOURCES INC              COM              26875P101    54529   425775 SH       SOLE                 425775        0        0
EPL OIL & GAS INC              COM              26883D108     1206    45000 SH       SOLE                  45000        0        0
EPLUS INC                      COM              294268107      887    19200 SH       SOLE                  19200        0        0
EPR PROPERTIES                 REIT             26884U109     6045   116147 SH       SOLE                 116147        0        0
EQT CORP                       COM              26884L109        7      100 SH       SOLE                    100        0        0
EQUIFAX INC                    COM              294429105      151     2622 SH       SOLE                   2622        0        0
EQUINIX INC.                   COM              29444U502      116      537 SH       SOLE                    537        0        0
EQUITY LIFESTYLE PROPERTIES IN REIT             29472R108     9247   120400 SH       SOLE                 120400        0        0
EQUITY ONE INC                 REIT             294752100     5618   234389 SH       SOLE                 234389        0        0
EQUITY RESIDENTIAL PROP        REIT             29476L107    69645  1264887 SH       SOLE                1264887        0        0
ERIE INDTY CO                  COM              29530P102     7553   100000 SH       SOLE                 100000        0        0
ESCO TECHNOLOGIES INC          COM              296315104        0        0 SH       SOLE                      0        0        0
ESSEX PROPERTY TRUST INC.      REIT             297178105    11774    78190 SH       SOLE                  78190        0        0
ESTEE LAUDER CO.               COM              518439104    10699   167100 SH       SOLE                 167100        0        0
ESTERLINE TECHNOLOGIES CORP    COM              297425100      575     7600 SH       SOLE                   7600        0        0
EVERCORE PARTNERS INC-CL A     COM              29977A105     1493    35900 SH       SOLE                  35900        0        0
EVEREST RE GROUP LTD.          COM              G3223R108     1230     9471 SH       SOLE                   9471        0        0
EVOLUTION PETROLEUM CORP       COM              30049A107      873    86000 SH       SOLE                  86000        0        0
EXCEL TRUST INC                COM              30068C109     1572   115200 SH       SOLE                 115200        0        0
EXCO RESOURCES INC             COM              269279402    35115  4925000 SH       SOLE                4925000        0        0
EXELIS INC                     COM              30162A108       11     1000 SH       SOLE                   1000        0        0
EXELON CORP                    COM              30161N101    37045  1074405 SH       SOLE                1074405        0        0
EXIDE TECHNOLOGIES             COM              302051206      458   169600 SH       SOLE                 169600        0        0
EXPEDIA INC                    COM              30212P303      996    16600 SH       SOLE                  16600        0        0
EXPEDITORS INT'L. WASH INC.    COM              302130109       82     2300 SH       SOLE                   2300        0        0
EXPONENT INC                   COM              30214U102     1699    31500 SH       SOLE                  31500        0        0
EXPRESS INC                    COM              30219E103      132     7400 SH       SOLE                   7400        0        0
EXPRESS SCRIPTS HOLDING CO     COM              30219G108    83779  1453234 SH       SOLE                1453234        0        0
EXTERRAN HOLDINGS INC          COM              30225X103     1814    67200 SH       SOLE                  67200        0        0
EXTRA SPACE STORAGE INC        REIT             30225T102    10140   258200 SH       SOLE                 258200        0        0
EXXON MOBIL CORPORATION        COM              30231G102   496772  5512947 SH       SOLE                5512947        0        0
F5 NETWORKS INC                COM              315616102    22760   255500 SH       SOLE                 255500        0        0
FABRINET                       COM              G3323L100       91     6200 SH       SOLE                   6200        0        0
FACEBOOK INC-A                 COM              30303M102    13760   537905 SH       SOLE                 537905        0        0
FACTSET RESEARCH SYSTEMS INC.  COM              303075105     6482    70000 SH       SOLE                  70000        0        0
FAIR ISAAC INC.                COM              303250104      123     2700 SH       SOLE                   2700        0        0
FAIRPOINT COMMUNICATIONS INC   COM              305560302      886   118600 SH       SOLE                 118600        0        0
FALCONSTOR SOFTWARE            COM              306137100      347   129500 SH       SOLE                 129500        0        0
FARMER BROS CO                 COM              307675108      904    61500 SH       SOLE                  61500        0        0
FASTENAL CO                    COM              311900104     3856    75100 SH       SOLE                  75100        0        0
FBL FINANCIAL GROUP INC.-CL A  COM              30239F106       19      500 SH       SOLE                    500        0        0
FEDERAL MOGUL CORP-CL A        COM              313549404     7236  1200000 SH       SOLE                1200000        0        0
FEDERAL REALTY INV.            REIT             313747206    14320   132541 SH       SOLE                 132541        0        0
FEDERAL SIGNAL CORP            COM              313855108       32     3900 SH       SOLE                   3900        0        0
FEDEX CORPORATION              COM              31428X106    52768   537350 SH       SOLE                 537350        0        0
FEI COMPANY                    COM              30241L109     1556    24100 SH       SOLE                  24100        0        0
FELCOR LODGING TRUST           REIT             31430F101      434    73000 SH       SOLE                  73000        0        0
FEMALE HEALTH COMPANY          COM              314462102      628    86800 SH       SOLE                  86800        0        0
FERRO CORP                     COM              315405100     1524   225800 SH       SOLE                 225800        0        0
FIBRIA CELULOSE                COM              31573A109     1098    91000 SH       SOLE                  91000        0        0
FIDELITY NATIONAL FINANCIAL IN COM              31620R105       88     3471 SH       SOLE                   3471        0        0
FIDELITY NATIONAL INFORMATION  COM              31620M106     3516    88732 SH       SOLE                  88732        0        0
FIDELITY SOUTHERN CORP         COM              316394105       28     2400 SH       SOLE                   2400        0        0
FIFTH & PACIFIC CO INC         COM              316645100      544    28800 SH       SOLE                  28800        0        0
FIFTH THIRD BANCORP            COM              316773100    45751  2805095 SH       SOLE                2805095        0        0
FINANCIAL ENGINES INC          REIT             317485100     1789    49400 SH       SOLE                  49400        0        0
FINANCIAL INSTNS INC           COM              317585404       20     1000 SH       SOLE                   1000        0        0
FINISAR CORPORATION            COM              31787A507        0        0 SH       SOLE                      0        0        0
FIRST AMERICAN FINANCIAL       COM              31847R102     2429    95000 SH       SOLE                  95000        0        0
FIRST BANCORP INC/ME           COM              31866P102      339    18800 SH       SOLE                  18800        0        0
FIRST BANCORP N C              COM              318910106      598    44300 SH       SOLE                  44300        0        0
FIRST BANCORP PR               COM              318672706       98    15800 SH       SOLE                  15800        0        0
FIRST CALIF FINL GROUP INC     COM              319395109      890   104500 SH       SOLE                 104500        0        0
FIRST CASH FINANCIAL SERVICES  COM              31942D107    16959   290700 SH       SOLE                 290700        0        0
FIRST CMNTY BANCSHAR           COM              31983A103      862    54400 SH       SOLE                  54400        0        0
FIRST COMWLTH FINL C           COM              319829107     1220   163500 SH       SOLE                 163500        0        0
FIRST CONNECTICUT BANCORP INC  COM              319850103      648    44000 SH       SOLE                  44000        0        0
FIRST CTZNS BANCSHS            COM              31946M103      311     1700 SH       SOLE                   1700        0        0
FIRST ENERGY CORP.             COM              337932107    12814   303650 SH       SOLE                 303650        0        0
FIRST FINANCIAL HOLDINGS INC   COM              320239106      199     9479 SH       SOLE                   9479        0        0
FIRST FINANCIAL NORTHWEST      COM              32022K102       34     4300 SH       SOLE                   4300        0        0
FIRST FINL BANKSHARE           COM              32020R109      112     2300 SH       SOLE                   2300        0        0
FIRST FINL CORP IND            COM              320218100      979    31100 SH       SOLE                  31100        0        0
FIRST HORIZON NATIONAL CORPORA COM              320517105    21114  1977000 SH       SOLE                1977000        0        0
FIRST INDUSTRIAL RE            REIT             32054K103     1081    63100 SH       SOLE                  63100        0        0
FIRST INTERSTATE BANCSYS/MT    COM              32055Y201      954    50700 SH       SOLE                  50700        0        0
FIRST MERCHANTS CORP           COM              320817109     1049    67800 SH       SOLE                  67800        0        0
FIRST POTOMAC REALTY TRUST     REIT             33610F109      443    29900 SH       SOLE                  29900        0        0
FIRST SOLAR INC                COM              336433107     1728    64100 SH       SOLE                  64100        0        0
FIRSTHAND TECHNOLOGY VALUE FUN COM              33766Y100      106     5500 SH       SOLE                   5500        0        0
FIRSTMERIT CORPORATION         COM              337915102     1858   112400 SH       SOLE                 112400        0        0
FISERV INC. WISCONSIN          COM              337738108      395     4500 SH       SOLE                   4500        0        0
FISHER COMMUNICATION           COM              337756209      706    18000 SH       SOLE                  18000        0        0
FIVE STAR QUALITY CARE         COM              33832D106     1003   149900 SH       SOLE                 149900        0        0
FLEETMATICS GROUP LTD          COM              G35569105        0        0 SH       SOLE                      0        0        0
FLEXSTEEL INDUSTRIES INC       COM              339382103        0        0 SH       SOLE                      0        0        0
FLOTEK INDUSTRIES INC          COM              343389102      473    28900 SH       SOLE                  28900        0        0
FLOWSERVE CORP.                COM              34354P105    30426   181422 SH       SOLE                 181422        0        0
FMC CORP.                      COM              302491303    69965  1226806 SH       SOLE                1226806        0        0
FMC TECHNOLOGIES INC           COM              30249U101    76493  1406388 SH       SOLE                1406388        0        0
FNB CORP                       COM              302520101      183    15100 SH       SOLE                  15100        0        0
FOCUS MEADIA HOLDING USD 0.000 ICOM             34415V109    12333   460000 SH       SOLE                 460000        0        0
FOMENTO ECON ADR               COM              344419106    33187   292400 SH       SOLE                 292400        0        0
FOOT LOCKER INC                COM              344849104       31      900 SH       SOLE                    900        0        0
FORD MOTOR COMPANY             COM              345370860    66020  5020520 SH       SOLE                5020520        0        0
FOREST LABORATORIES INC.       COM              345838106      921    24202 SH       SOLE                  24202        0        0
FORRESTER RESEARCH INC         COM              346563109      753    23800 SH       SOLE                  23800        0        0
FORTEGRA FINANCIAL CORP        COM              34954W104       60     6814 SH       SOLE                   6814        0        0
FORTUNE BRANDS HOME & SECURITY COM              34964C106    12165   325000 SH       SOLE                 325000        0        0
FOSSIL INC.                    COM              349882100     3961    41005 SH       SOLE                  41005        0        0
FOSTER L B CO                  COM              350060109     1028    23200 SH       SOLE                  23200        0        0
FRANKLIN ELEC INC              COM              353514102      144     4300 SH       SOLE                   4300        0        0
FRANKLIN RESOURCES INC         COM              354613101    28533   189197 SH       SOLE                 189197        0        0
FRANKLIN STREET PPTYS CO       REIT             35471R106      623    42600 SH       SOLE                  42600        0        0
FRED'S INC                     COM              356108100     1059    77400 SH       SOLE                  77400        0        0
FREEPORT MCMORAN CLASS B       COM              35671D857    38422  1160774 SH       SOLE                1160774        0        0
FREIGHTCAR AMERICA INC         COM              357023100      947    43400 SH       SOLE                  43400        0        0
FRONTIER COMMUNICATIONS CORP   COM              35906A108        0      100 SH       SOLE                    100        0        0
FTI CONSULTING INC             COM              302941109      143     3800 SH       SOLE                   3800        0        0
FULLER H B CO                  COM              359694106      367     9400 SH       SOLE                   9400        0        0
FULTON FINANCIAL CORP          COM              360271100    15210  1300000 SH       SOLE                1300000        0        0
FURIEX PHARMACEUTICALS         COM              36106P101      502    13400 SH       SOLE                  13400        0        0
FUTUREFUEL CORP                COM              36116M106      922    75900 SH       SOLE                  75900        0        0
FX ENERGY INC                  COM              302695101        1      156 SH       SOLE                    156        0        0
G & K SERV. CL-A               COM              361268105      687    15100 SH       SOLE                  15100        0        0
G-III APPAREL GROUP LTD        COM              36237H101     1203    30000 SH       SOLE                  30000        0        0
GALLAGHER (ARTHUR) J & CO.     COM              363576109    47878  1159000 SH       SOLE                1159000        0        0
GAMESTOP CORP.                 COM              36467W109      330    11810 SH       SOLE                  11810        0        0
GAP INC                        COM              364760108      535    15104 SH       SOLE                  15104        0        0
GARMIN LTD                     COM              H2906T109    12390   375000 SH       SOLE                 375000        0        0
GARTNER INC                    COM              366651107    53104   976000 SH       SOLE                 976000        0        0
GENERAL COMMUNICATION          COM              369385109     1022   111500 SH       SOLE                 111500        0        0
GENERAL DYNAMICS CORP.         COM              369550108    16744   237476 SH       SOLE                 237476        0        0
GENERAL ELECTRIC CO            COM              369604103   301230 13029000 SH       SOLE               13029000        0        0
GENERAL GROWTH PROP            REIT             370023103    21810  1097076 SH       SOLE                1097076        0        0
GENERAL MILLS INC              COM              370334104    23400   474542 SH       SOLE                 474542        0        0
GENERAL MOTORS CO              COM              37045V100    37097  1333450 SH       SOLE                1333450        0        0
GENESCO INC.                   COM              371532102       66     1100 SH       SOLE                   1100        0        0
GENESEE & WYO INC              COM              371559105    19330   207600 SH       SOLE                 207600        0        0
GENIE ENERGY LTD-B             COM              372284208        0        0 SH       SOLE                      0        0        0
GENOMIC HEALTH INC             COM              37244C101     1106    39100 SH       SOLE                  39100        0        0
GENPACT LTD                    COM              G3922B107      488    26831 SH       SOLE                  26831        0        0
GENTEX CORP.                   COM              371901109       32     1600 SH       SOLE                   1600        0        0
GENTIVA HEALTH SERVICES        COM              37247A102      940    86900 SH       SOLE                  86900        0        0
GENUINE PARTS CO               COM              372460105    40365   517500 SH       SOLE                 517500        0        0
GEOSPACE TECH CORP             COM              37364X109     1608    14900 SH       SOLE                  14900        0        0
GERDAU SA SIDERURG SPONS ADR E COM              373737105      621    80600 SH       SOLE                  80600        0        0
GETTY RLTY CORP                REIT             374297109      305    15100 SH       SOLE                  15100        0        0
GILEAD SCIENCES INC.           COM              375558103   147820  3021052 SH       SOLE                3021052        0        0
GLADSTONE COMMERCIAL CORP      REIT             376536108      125     6400 SH       SOLE                   6400        0        0
GLAXOSMITHKLINE PLC-ADR        COM              37733W105     6874   146530 SH       SOLE                 146530        0        0
GLIMCHER REALTY TRUST          REIT             379302102     3308   285206 SH       SOLE                 285206        0        0
GLOBAL CASH ACCESS INC         COM              378967103        0        0 SH       SOLE                      0        0        0
GLOBAL PAYMENTS INC            COM              37940X102     8690   175000 SH       SOLE                 175000        0        0
GLOBAL SOURCES LIMITED         COM              G39300101      694    91800 SH       SOLE                  91800        0        0
GLOBUS MEDICAL INC - A         COM              379577208        0        0 SH       SOLE                      0        0        0
GLU MOBILE INC                 COM              379890106      298   100146 SH       SOLE                 100146        0        0
GOLD FIELDS LTD-SPONS ADR      COM              38059T106       93    12000 SH       SOLE                  12000        0        0
GOLD RESOURCE CORP             COM              38068T105      728    55900 SH       SOLE                  55900        0        0
GOLDMAN SACHS GROUP INC        COM              38141G104    98405   668736 SH       SOLE                 668736        0        0
GOODYEAR T & R                 COM              382550101    56761  4501300 SH       SOLE                4501300        0        0
GOOGLE INC - CL A              COM              38259P508   249405   314100 SH       SOLE                 314100        0        0
GORDMANS STORES INC            COM              38269P100      173    14800 SH       SOLE                  14800        0        0
GOVERNMENT PROPERTIES INCOME   REIT             38376A103     1423    55300 SH       SOLE                  55300        0        0
GRACE W.R. & COMPANY           COM              38388F108     6472    83500 SH       SOLE                  83500        0        0
GRAINGER W W INC               COM              384802104     6794    30200 SH       SOLE                  30200        0        0
GRAND CANYON EDUCATION INC     COM              38526M106     1407    55400 SH       SOLE                  55400        0        0
GRANITE CONSTRUCTION INC       COM              387328107      180     5667 SH       SOLE                   5667        0        0
GREAT SOUTHN BANCORP           COM              390905107      749    30700 SH       SOLE                  30700        0        0
GREEN MTN COFFEE ROA           COM              393122106      234     4127 SH       SOLE                   4127        0        0
GREEN PLAINS RENEWABLE ENERGY  COM              393222104      970    84800 SH       SOLE                  84800        0        0
GREENHILL & CO INC             COM              395259104     1697    31800 SH       SOLE                  31800        0        0
GREENLIGHT CAPITAL RE LTD-A    COM              G4095J109        0        0 SH       SOLE                      0        0        0
GRIFFON CORPORATION            COM              398433102      104     8700 SH       SOLE                   8700        0        0
GROUP 1 AUTOMOTIVE             COM              398905109       12      200 SH       SOLE                    200        0        0
GRUPO AEROPORTUARIO DEL - ADR  COM              400506101    18418   314246 SH       SOLE                 314246        0        0
GSI TECHNOLOGY INC             COM              36241U106      121    18400 SH       SOLE                  18400        0        0
GT ADVANCED TECHNOLOGIES INC   COM              36191U106      442   134400 SH       SOLE                 134400        0        0
GUIDANCE SOFTWARE INC          COM              401692108      804    74100 SH       SOLE                  74100        0        0
GUIDEWIRE SOFTWARE INC         COM              40171V100        0        0 SH       SOLE                      0        0        0
GULFPORT ENERGY CORP           COM              402635304     1650    36000 SH       SOLE                  36000        0        0
GYRODYNE CO OF AMERICA INC     REIT             403820103       59      800 SH       SOLE                    800        0        0
H & R BLOCK INC.               COM              093671105      800    27200 SH       SOLE                  27200        0        0
H^E EQUIPMENT SERVICES INC     COM              404030108     1151    56400 SH       SOLE                  56400        0        0
HACKET GROUP INC               COM              404609109      641   140300 SH       SOLE                 140300        0        0
HAEMONETICS CORP/MASS          COM              405024100      442    10600 SH       SOLE                  10600        0        0
HAIN CELESTIAL GROUP           COM              405217100      544     8900 SH       SOLE                   8900        0        0
HALLADOR ENERGY CO             COM              40609P105      213    30900 SH       SOLE                  30900        0        0
HALLIBURTON COMPANY            COM              406216101    67125  1661094 SH       SOLE                1661094        0        0
HANCOCK HLDG CO                COM              410120109      853    27600 SH       SOLE                  27600        0        0
HANDY & HARMAN LTD             COM              410315105      257    16700 SH       SOLE                  16700        0        0
HANMI FINL CORP                COM              410495204      137     8582 SH       SOLE                   8582        0        0
HARBINGER GROUP INC            COM              41146A106      999   121000 SH       SOLE                 121000        0        0
HARDINGE INC                   COM              412324303      510    37444 SH       SOLE                  37444        0        0
HARLEY-DAVIDSON INC            COM              412822108      123     2300 SH       SOLE                   2300        0        0
HARMONIC INC.                  COM              413160102       87    14953 SH       SOLE                  14953        0        0
HARRIS CORP.                   COM              413875105     9265   199939 SH       SOLE                 199939        0        0
HARRIS TEETER SUPERMARKETS INC COM              414585109     1896    44400 SH       SOLE                  44400        0        0
HARSCO CORP                    COM              415864107    23532   950000 SH       SOLE                 950000        0        0
HARTFORD FINL SERVICES         COM              416515104     4647   180100 SH       SOLE                 180100        0        0
HARVARD BIOSCIENCE INC         COM              416906105      811   143500 SH       SOLE                 143500        0        0
HARVEST NATURAL RESO           COM              41754V103        0        0 SH       SOLE                      0        0        0
HASBRO INC                     COM              418056107    35947   818097 SH       SOLE                 818097        0        0
HAVERTY FURNITURE              COM              419596101     1064    51766 SH       SOLE                  51766        0        0
HAWAIIAN HOLDINGS INC          COM              419879101      952   165300 SH       SOLE                 165300        0        0
HAWAIIAN TELCOM HOLDCO INC     COM              420031106      934    40500 SH       SOLE                  40500        0        0
HAWKINS INC                    COM              420261109       52     1300 SH       SOLE                   1300        0        0
HCA HOLDINGS INC               COM              40412C101    24398   600500 SH       SOLE                 600500        0        0
HCP INC                        REIT             40414L109   112115  2248600 SH       SOLE                2248600        0        0
HEALTH CARE REIT INC           REIT             42217K106    42491   625700 SH       SOLE                 625700        0        0
HEALTH MGMT ASSOCIATES CL A    COM              421933102       21     1600 SH       SOLE                   1600        0        0
HEALTH NET INC                 COM              42222G108       14      500 SH       SOLE                    500        0        0
HEALTHCARE RLTY TR             REIT             421946104     6183   217800 SH       SOLE                 217800        0        0
HEALTHCARE SVCS GRP            COM              421906108    12072   471000 SH       SOLE                 471000        0        0
HEALTHCARE TRUST OF AMERICA IN REIT             42225P105     1358   115571 SH       SOLE                 115571        0        0
HEALTHSOUTH CORP               COM              421924309      678    25700 SH       SOLE                  25700        0        0
HEALTHSTREAM INC               COM              42222N103      310    13500 SH       SOLE                  13500        0        0
HEALTHWAYS INC.                COM              422245100     1027    83800 SH       SOLE                  83800        0        0
HEARTLAND FINANCIAL USA INC    COM              42234Q102      457    18100 SH       SOLE                  18100        0        0
HEARTLAND PAYMENT SYSTEMS      COM              42235N108     1550    47000 SH       SOLE                  47000        0        0
HEARTWARE INTERNATIONAL INC    COM              422368100       62      700 SH       SOLE                    700        0        0
HECLA MINING CO.               COM              422704106     1176   297700 SH       SOLE                 297700        0        0
HEICO CORP                     COM              422806109      569    13100 SH       SOLE                  13100        0        0
HEIDRICK & STRUGGLES INTL      COM              422819102      155    10400 SH       SOLE                  10400        0        0
HEINZ H. J. CO.                COM              423074103        7      100 SH       SOLE                    100        0        0
HELIX ENERGY SOLUTIONS GROUP   COM              42330P107      652    28500 SH       SOLE                  28500        0        0
HELMERICH & PAYNE, INC         COM              423452101      128     2107 SH       SOLE                   2107        0        0
HENRY SCHEIN INC               COM              806407102    17614   190315 SH       SOLE                 190315        0        0
HERBALIFE LTD                  COM              G4412G101       63     1679 SH       SOLE                   1679        0        0
HERITAGE COMMERCE CORP         COM              426927109       90    13300 SH       SOLE                  13300        0        0
HERITAGE FINANCIAL CORP        COM              42722X106       35     2400 SH       SOLE                   2400        0        0
HERSHA HOSPITALITY TRUST       REIT             427825104     2258   386613 SH       SOLE                 386613        0        0
HERTZ GLOBAL HOLDINGS INC      COM              42805T105       67     3000 SH       SOLE                   3000        0        0
HESS CORP.                     COM              42809H107    32500   453850 SH       SOLE                 453850        0        0
HEWLETT-PACKARD CO             COM              428236103    60006  2517050 SH       SOLE                2517050        0        0
HEXCEL CORP                    COM              428291108      905    31200 SH       SOLE                  31200        0        0
HFF INC - CL A                 COM              40418F108     1204    60400 SH       SOLE                  60400        0        0
HHGREGG INC                    COM              42833L108      880    79600 SH       SOLE                  79600        0        0
HIBBETT SPORTS INC.            COM              428567101       79     1400 SH       SOLE                   1400        0        0
HICKORY TECH CORP              COM              429060106      613    60389 SH       SOLE                  60389        0        0
HIGHWOODS PROP INC.            REIT             431284108     4662   117829 SH       SOLE                 117829        0        0
HILL INTERNATIONAL INC         COM              431466101       45    15000 SH       SOLE                  15000        0        0
HILLENBRAND INC                COM              431571108       25     1000 SH       SOLE                   1000        0        0
HITTITE MICROWAVE CORP         COM              43365Y104      466     7700 SH       SOLE                   7700        0        0
HMS HOLDINGS CORP              COM              40425J101    17436   642200 SH       SOLE                 642200        0        0
HNI CORP                       COM              404251100     1604    45200 SH       SOLE                  45200        0        0
HOLLYFRONTIER CORP             COM              436106108    20184   392311 SH       SOLE                 392311        0        0
HOLOGIC INC.                   COM              436440101    55619  2461000 SH       SOLE                2461000        0        0
HOME DEPOT INC.                COM              437076102   131431  1883500 SH       SOLE                1883500        0        0
HOME LOAN SERVICING SOLUTIONS  COM              G6648D109     1514    64900 SH       SOLE                  64900        0        0
HOME PROPERTIES OF NY INC.     REIT             437306103     4937    77845 SH       SOLE                  77845        0        0
HOMEOWNERS CHOICE INC          COM              43741E103      995    36500 SH       SOLE                  36500        0        0
HOMESTREET INC                 COM              43785V102      878    39300 SH       SOLE                  39300        0        0
HOMETRUST BANCSHARES INC       COM              437872104      760    48076 SH       SOLE                  48076        0        0
HONDA MOTOR CO LTD-SPONS ADR   COM              438128308    24869   650000 SH       SOLE                 650000        0        0
HONEYWELL INTERNATIONAL INC    COM              438516106    74301   986079 SH       SOLE                 986079        0        0
HOOKER FURNITURE CORP          COM              439038100      580    36400 SH       SOLE                  36400        0        0
HORACE MANN EDUCATORS          COM              440327104     1276    61200 SH       SOLE                  61200        0        0
HORMEL FOODS CORP              COM              440452100    25205   610000 SH       SOLE                 610000        0        0
HORNBECK OFFSHORE SERVICES INC COM              440543106      163     3500 SH       SOLE                   3500        0        0
HOSPIRA INC                    COM              441060100      206     6281 SH       SOLE                   6281        0        0
HOSPITALITY PROPERTIES         REIT             44106M102     6492   236575 SH       SOLE                 236575        0        0
HOST HOTELS & RESORTS INC      REIT             44107P104    28773  1645087 SH       SOLE                1645087        0        0
HOT TOPIC INC                  COM              441339108     1135    81800 SH       SOLE                  81800        0        0
HSBC HOLDINGS PLC-SPONS ADR    COM              404280406      942    17658 SH       SOLE                  17658        0        0
HSN INC                        COM              404303109      368     6700 SH       SOLE                   6700        0        0
HUB GROUP INC                  COM              443320106       54     1400 SH       SOLE                   1400        0        0
HUDSON HIGHLAND GROUP INC      COM              443787106      508   129000 SH       SOLE                 129000        0        0
HUDSON PACIFIC PROPERTIES INC. REIT             444097109     2512   115494 SH       SOLE                 115494        0        0
HUDSON VALLEY HOLDING CORP     COM              444172100      104     7000 SH       SOLE                   7000        0        0
HUMANA INC.                    COM              444859102      803    11612 SH       SOLE                  11612        0        0
HUNT (JB) TRANSPRT SVCS INC    COM              445658107    73532   987267 SH       SOLE                 987267        0        0
HUNTINGTON INGALLS INDUSTRIES  COM              446413106       27      500 SH       SOLE                    500        0        0
HUNTSMAN CORP                  COM              447011107      218    11700 SH       SOLE                  11700        0        0
HYPERION THERAPEUTICS INC      COM              44915N101        0        0 SH       SOLE                      0        0        0
HYSTER-YALE MATERIALS          COM              449172105     1182    20700 SH       SOLE                  20700        0        0
I SHARES MSCI SOUTH AFRICA     ICOM             464286780     5108    80000 SH       SOLE                  80000        0        0
I SHARES MSCI SOUTH KOREA      CTRY             464286772    10691   179900 SH       SOLE                 179900        0        0
IAC/INTERACTIVE CORP           COM              44919P508      550    12300 SH       SOLE                  12300        0        0
IBERIABANK CORP                COM              450828108     1661    33200 SH       SOLE                  33200        0        0
ICF INTERNATIONAL INC          COM              44925C103     1123    41300 SH       SOLE                  41300        0        0
ICICI BANK LTD - ADR           COM              45104G104     9181   214000 SH       SOLE                 214000        0        0
ICONIX BRAND GROUP INC         COM              451055107     1782    68900 SH       SOLE                  68900        0        0
ICU MEDICAL INC.               COM              44930G107     1179    20000 SH       SOLE                  20000        0        0
IDACORP, INC.                  COM              451107106      623    12900 SH       SOLE                  12900        0        0
IDEXX LABS INC.                COM              45168D104    30285   327800 SH       SOLE                 327800        0        0
IDT CORP-CL B                  COM              448947507      999    82853 SH       SOLE                  82853        0        0
IGNITE RESTAURANT GROUP INC    COM              451730105        0        0 SH       SOLE                      0        0        0
IHS INC-CLASS A                COM              451734107    50580   483000 SH       SOLE                 483000        0        0
ILLINOIS TOOL WORKS            COM              452308109    30712   503975 SH       SOLE                 503975        0        0
ILLUMINA INC.                  COM              452327109      110     2032 SH       SOLE                   2032        0        0
IMATION CORP                   COM              45245A107      534   139900 SH       SOLE                 139900        0        0
IMMUNOMEDICS INC               COM              452907108      124    51322 SH       SOLE                  51322        0        0
IMPAX LABORATORIES INC         COM              45256B101      570    36900 SH       SOLE                  36900        0        0
IMPERVA INC                    COM              45321L100        0        0 SH       SOLE                      0        0        0
INDIA FUND INC.                CTRY             454089103     1032    48569 SH       SOLE                  48569        0        0
INFINITY PHARMACEUTICALS INC   COM              45665G303       34      700 SH       SOLE                    700        0        0
INFORMATICA CORP.              COM              45666Q102        3      100 SH       SOLE                    100        0        0
INFOSYS TECHNOLOGIES-SP ADR    COM              456788108     3999    74174 SH       SOLE                  74174        0        0
INGERSOLL-RAND PLC             COM              G47791101      651    11827 SH       SOLE                  11827        0        0
INGLES MKTS INC                COM              457030104      958    44600 SH       SOLE                  44600        0        0
INGRAM MICRO INC CL A          COM              457153104       31     1600 SH       SOLE                   1600        0        0
INLAND REAL ESTATE CORP        REIT             457461200     1655   164019 SH       SOLE                 164019        0        0
INNOSPEC INC.                  COM              45768S105     1399    31600 SH       SOLE                  31600        0        0
INSIGHT ENTERPRISES INC.       COM              45765U103     1332    64600 SH       SOLE                  64600        0        0
INSPERITY INC                  COM              45778Q107     1186    41800 SH       SOLE                  41800        0        0
INSTEEL INDUSTRIES             COM              45774W108      256    15700 SH       SOLE                  15700        0        0
INTEGRA LIFESCIENCES HOLDINGS  COM              457985208        0        0 SH       SOLE                      0        0        0
INTEGRATED DEVICE TECH INC     COM              458118106     1426   190900 SH       SOLE                 190900        0        0
INTEL CORP.                    COM              458140100    84162  3851800 SH       SOLE                3851800        0        0
INTER PARFUMS INC              COM              458334109      754    30850 SH       SOLE                  30850        0        0
INTERACTIVE INTELLIGENCE GROUP COM              45841V109     1189    26800 SH       SOLE                  26800        0        0
INTERCEPT PHARMACEUTICALS INC  COM              45845P108      112     3000 SH       SOLE                   3000        0        0
INTERDIGITAL INC               COM              45867G101     1956    40900 SH       SOLE                  40900        0        0
INTERFACE INC                  COM              458665304      540    28100 SH       SOLE                  28100        0        0
INTERMUNE INC                  COM              45884X103     1028   113625 SH       SOLE                 113625        0        0
INTERNATIONAL BANCSH           COM              459044103     1435    69000 SH       SOLE                  69000        0        0
INTERNATIONAL PAPER            COM              460146103     1146    24606 SH       SOLE                  24606        0        0
INTERNATIONAL RECTIFIER CORP   COM              460254105       63     3000 SH       SOLE                   3000        0        0
INTERNATL FLAVORS & FRAGRANCES COM              459506101      366     4768 SH       SOLE                   4768        0        0
INTERPUBLIC GROUP              COM              460690100    26511  2034600 SH       SOLE                2034600        0        0
INTERSECTIONS INC              COM              460981301      736    78200 SH       SOLE                  78200        0        0
INTERSIL HOLDINGS CORP         COM              46069S109    23952  2750000 SH       SOLE                2750000        0        0
INTERVAL LEISURE GROUP INC     COM              46113M108        0        0 SH       SOLE                      0        0        0
INTL BUS MACH CORP             COM              459200101   286909  1345096 SH       SOLE                1345096        0        0
INTL GAME TECHNOLOGY           COM              459902102     9900   600000 SH       SOLE                 600000        0        0
INTL SHIPHOLDING CORP          COM              460321201      508    27900 SH       SOLE                  27900        0        0
INTUIT INC.                    COM              461202103    23155   352700 SH       SOLE                 352700        0        0
INTUITIVE SURGICAL INC         COM              46120E602    53103   108111 SH       SOLE                 108111        0        0
INVACARE CORP.                 COM              461203101     1021    78200 SH       SOLE                  78200        0        0
INVESCO LTD                    COM              G491BT108    14205   490497 SH       SOLE                 490497        0        0
INVESCO MORTGAGE CAPITAL       REIT             46131B100     1677    78400 SH       SOLE                  78400        0        0
INVESTORS REAL ESTATE TRUST    REIT             461730103      623    63147 SH       SOLE                  63147        0        0
INVESTORS TITLE CO             COM              461804106      235     3400 SH       SOLE                   3400        0        0
ION GEOPHYSICAL CORP           COM              462044108      539    79100 SH       SOLE                  79100        0        0
IPATH S^P 500 VIX SHORT TERM F COM              06740C188    29710  1465000 SH       SOLE                1465000        0        0
IRIDIUM COMMUNICATIONS INC     COM              46269C102      743   123400 SH       SOLE                 123400        0        0
ISHARES FTSE CHINA 25 INDEX FU CTRY             464287184    24944   676000 SH       SOLE                 676000        0        0
ISHARES MSCI BRAZIL CAPPED IND CTRY             464286400    16998   312000 SH       SOLE                 312000        0        0
ISHARES MSCI CANADA            ICOM             464286509     1088    38160 SH       SOLE                  38160        0        0
ISHARES MSCI EMERGING MKT      ICOM             464287234    11251   263000 SH       SOLE                 263000        0        0
ISHARES MSCI TAIWAN FUND       ICOM             464286731     4002   300000 SH       SOLE                 300000        0        0
ISIS PHARMACEUTICALS INC       COM              464330109      200    11800 SH       SOLE                  11800        0        0
ISLE OF CAPRI CASINOS          COM              464592104      621    98800 SH       SOLE                  98800        0        0
ISTAR FINANCIAL INC.           REIT             45031U101      539    49500 SH       SOLE                  49500        0        0
ITAU UNIBANCO                  ICOM             465562106    18423  1035006 SH       SOLE                1035006        0        0
ITC HOLDINGS CORP              COM              465685105    46986   526395 SH       SOLE                 526395        0        0
ITT CORP                       COM              450911201    25814   908000 SH       SOLE                 908000        0        0
J & J SNACK FOODS CORP         COM              466032109      138     1800 SH       SOLE                   1800        0        0
J C PENNEY INC                 COM              708160106      108     7157 SH       SOLE                   7157        0        0
J2 GLOBAL INC                  COM              48123V102     1870    47700 SH       SOLE                  47700        0        0
JABIL CIRCUIT INC              COM              466313103       11      600 SH       SOLE                    600        0        0
JACK IN THE BOX INC.           COM              466367109      789    22800 SH       SOLE                  22800        0        0
JACOBS ENGINEERING GROUP       COM              469814107    22496   400000 SH       SOLE                 400000        0        0
JARDEN CORP                    COM              471109108      120     2800 SH       SOLE                   2800        0        0
JAVELIN MORTGAGE INV CORP      COM              47200B104       90     4600 SH       SOLE                   4600        0        0
JAZZ PHARMACEUTICALS PLC       COM              G50871105      570    10200 SH       SOLE                  10200        0        0
JDS UNIPHASE CORP              COM              46612J507    30751  2300000 SH       SOLE                2300000        0        0
JETBLUE AIRWAYS CORP           COM              477143101     1748   253400 SH       SOLE                 253400        0        0
JM SMUCKER CO                  COM              832696405      446     4500 SH       SOLE                   4500        0        0
JOHN B. SANFILIPPO & SON INC   COM              800422107      883    44200 SH       SOLE                  44200        0        0
JOHN BEAN TECHNOLOGIES         COM              477839104        8      400 SH       SOLE                    400        0        0
JOHNSON & JOHNSON              COM              478160104   265290  3253900 SH       SOLE                3253900        0        0
JOHNSON CONTROLS               COM              478366107    17500   499000 SH       SOLE                 499000        0        0
JOHNSON OUTDOORS INC - CL A    COM              479167108      439    18400 SH       SOLE                  18400        0        0
JOS. A. BANK CLOTHIERS INC.    COM              480838101        0        0 SH       SOLE                      0        0        0
JOURNAL COMMUNICATIONS INC     COM              481130102      954   141900 SH       SOLE                 141900        0        0
JOY GLOBAL INC                 COM              481165108     8653   145380 SH       SOLE                 145380        0        0
JPMORGAN CHASE & CO.           COM              46625H100   225198  4745000 SH       SOLE                4745000        0        0
JUNIPER NETWORKS INC           COM              48203R104      210    11300 SH       SOLE                  11300        0        0
K-SWISS INC CL-A               COM              482686102      226    47600 SH       SOLE                  47600        0        0
KADANT INC                     COM              48282T104      910    36400 SH       SOLE                  36400        0        0
KANSAS CITY SOUTHERN INDS      COM              485170302    19145   172634 SH       SOLE                 172634        0        0
KAPSTONE PAPER AND PACKAGING   COM              48562P103     1023    36800 SH       SOLE                  36800        0        0
KAYAK SOFTWARE CORP            COM              486577109      300     7500 SH       SOLE                   7500        0        0
KB HOME                        COM              48666K109      276    12700 SH       SOLE                  12700        0        0
KCAP FINANCIAL INC             COM              48668E101      160    14900 SH       SOLE                  14900        0        0
KELLOGG CO.                    COM              487836108    11307   175500 SH       SOLE                 175500        0        0
KELLY SERVICES INC CL-A        COM              488152208     1080    57800 SH       SOLE                  57800        0        0
KERYX BIOPHARMACEUTICALS INC   COM              492515101     1145   162600 SH       SOLE                 162600        0        0
KEY TRONIC CORP                COM              493144109       95     8300 SH       SOLE                   8300        0        0
KEYCORP                        COM              493267108     8431   846500 SH       SOLE                 846500        0        0
KFORCE INC                     COM              493732101     1053    64300 SH       SOLE                  64300        0        0
KILROY RE CORP                 REIT             49427F108     9319   177849 SH       SOLE                 177849        0        0
KIMBALL INTL INC               COM              494274103      902    99573 SH       SOLE                  99573        0        0
KIMBERLY-CLARK CORP            COM              494368103    28726   293179 SH       SOLE                 293179        0        0
KIMCO REALTY CORP              REIT             49446R109    16138   720438 SH       SOLE                 720438        0        0
KINDER MORGAN INC.             COM              49456B101    22172   573217 SH       SOLE                 573217        0        0
KINDRED HEALTHCARE I           COM              494580103     1094   103900 SH       SOLE                 103900        0        0
KIRBY CORP.                    COM              497266106     2734    35600 SH       SOLE                  35600        0        0
KIRKLANDS INC                  COM              497498105      292    25500 SH       SOLE                  25500        0        0
KITE REALTY GROUP TRUST        REIT             49803T102     1361   201898 SH       SOLE                 201898        0        0
KLA-TENCOR CORP.               COM              482480100      527    10000 SH       SOLE                  10000        0        0
KMG CHEMICALS INC              COM              482564101      167     8600 SH       SOLE                   8600        0        0
KODIAK OIL & GAS CORP          COM              50015Q100      621    68300 SH       SOLE                  68300        0        0
KOHLS CORP                     COM              500255104       96     2078 SH       SOLE                   2078        0        0
KOREA EQUITY FUND              CTRY             50063B104      859    96079 SH       SOLE                  96079        0        0
KOREA FUND                     CTRY             500634209     1565    40000 SH       SOLE                  40000        0        0
KORN/FERRY INTERNATIONAL       COM              500643200       18     1000 SH       SOLE                   1000        0        0
KOSMOS ENERGY LTD              COM              G5315B107      566    50116 SH       SOLE                  50116        0        0
KRAFT FOODS GROUP INC          COM              50076Q106    22584   438266 SH       SOLE                 438266        0        0
KROGER CO.                     COM              501044101    22340   674111 SH       SOLE                 674111        0        0
KVH INDUSTRIES INC             COM              482738101       50     3700 SH       SOLE                   3700        0        0
L-3 COMMUNICATIONS HOLDINGS IN COM              502424104     1774    21922 SH       SOLE                  21922        0        0
L.G.PHILIPS LCD CO LTD ADR     ICOM             50186V102     2334   160000 SH       SOLE                 160000        0        0
LA-Z-BOY INC.                  COM              505336107        0        0 SH       SOLE                      0        0        0
LABORATORY CRP OF AMER HLDGS   COM              50540R409        9      100 SH       SOLE                    100        0        0
LACLEDE GROUP HLDG. CO.        COM              505597104      354     8300 SH       SOLE                   8300        0        0
LAKELAND BANCORP INC           COM              511637100      173    17600 SH       SOLE                  17600        0        0
LANCASTER COLONY CORP          COM              513847103       38      500 SH       SOLE                    500        0        0
LANNETT COMPANY                COM              516012101      235    23200 SH       SOLE                  23200        0        0
LAREDO PETROLEUM HOLDINGS INC  COM              516806106        4      200 SH       SOLE                    200        0        0
LAS VEGAS SANDS CORP           COM              517834107    92118  1634750 SH       SOLE                1634750        0        0
LASALLE HOTEL PROPERTIES       REIT             517942108     6388   251682 SH       SOLE                 251682        0        0
LEAP WIRELESS INTERNATIONAL IN COM              521863308     1013   172000 SH       SOLE                 172000        0        0
LEAPFROG ENTERPRISES INC       COM              52186N106        0        0 SH       SOLE                      0        0        0
LEAR CORP                      COM              521865204       42      767 SH       SOLE                    767        0        0
LEA JUN @ 55 PUT               OPTION           LEA   130     -155     -500 SH  PUT  SOLE                   -500        0        0
LEGG MASON INC.                COM              524901105      328    10212 SH       SOLE                  10212        0        0
LEGGETT & PLATT INC            COM              524660107       27      802 SH       SOLE                    802        0        0
LENNAR CORPORATION             COM              526057104    17448   420633 SH       SOLE                 420633        0        0
LEVEL 3 COMMUNICATIONS INC     COM              52729N308        2      100 SH       SOLE                    100        0        0
LEXICON PHARMACEUTICALS        COM              528872104        7     3400 SH       SOLE                   3400        0        0
LEXINGTON CORP PPTYS           REIT             529043101     5120   433909 SH       SOLE                 433909        0        0
LEXMARK INTERNATIONAL INC.     COM              529771107      129     4900 SH       SOLE                   4900        0        0
LHC GROUP INC                  COM              50187A107      967    45000 SH       SOLE                  45000        0        0
LIBERTY GLOBAL INC             COM              530555101        7      100 SH       SOLE                    100        0        0
LIBERTY GLOBAL INC-SERIES C    COM              530555309       96     1396 SH       SOLE                   1396        0        0
LIBERTY INTERACTIVE CORP       COM              53071M104    27070  1266141 SH       SOLE                1266141        0        0
LIBERTY PROPERTY TRUST         REIT             531172104     8537   214768 SH       SOLE                 214768        0        0
LIBERTY VENTURES SERIES A      COM              53071M880    11382   150600 SH       SOLE                 150600        0        0
LIFE TECHNOLOGIES CORP         COM              53217V109      102     1580 SH       SOLE                   1580        0        0
LIFE TIME FITNESS INC          COM              53217R207      282     6600 SH       SOLE                   6600        0        0
LIFELOCK INC                   COM              53224V100     6375   662000 SH       SOLE                 662000        0        0
LIFETIME BRANDS INC.           COM              53222Q103      672    58900 SH       SOLE                  58900        0        0
LIN TV CORP                    COM              532774106      771    70200 SH       SOLE                  70200        0        0
LINCOLN EDUCATIONAL SERVICES   COM              533535100      747   127400 SH       SOLE                 127400        0        0
LINCOLN NATIONAL CORP          COM              534187109    11085   339919 SH       SOLE                 339919        0        0
LINEAR TECHNOLOGY CORP         COM              535678106      192     5000 SH       SOLE                   5000        0        0
LINKEDIN CORP-A                COM              53578A108      259     1469 SH       SOLE                   1469        0        0
LIONS GATE ENTERTAINMENT CORP  COM              535919203      319    13400 SH       SOLE                  13400        0        0
LIQUIDITY SERVICES INC         COM              53635B107        0        0 SH       SOLE                      0        0        0
LITTELFUSE INC                 COM              537008104     1472    21700 SH       SOLE                  21700        0        0
LIVE NATION                    COM              538034109      235    19000 SH       SOLE                  19000        0        0
LIVEPERSON INC                 COM              538146101     1218    89700 SH       SOLE                  89700        0        0
LKQ CORP                       COM              501889208    21933  1007954 SH       SOLE                1007954        0        0
LLOYDS TSB GROUP PLC -SP ADR   COM              539439109     2166   722124 SH       SOLE                 722124        0        0
LMI AEROSPACE INC              COM              502079106        0        0 SH       SOLE                      0        0        0
LOCKHEED MARTIN CORPORATION    COM              539830109    19333   200300 SH       SOLE                 200300        0        0
LOEWS CORP                     COM              540424108    18435   418313 SH       SOLE                 418313        0        0
LOGMEIN INC                    COM              54142L109        0        0 SH       SOLE                      0        0        0
LORILLARD INC                  COM              544147101    68311  1692951 SH       SOLE                1692951        0        0
LOUISIANNA PACIFIC             COM              546347105      948    43900 SH       SOLE                  43900        0        0
LOWE'S COS                     COM              548661107    55002  1450486 SH       SOLE                1450486        0        0
LSB INDUSTRIES INC             COM              502160104      678    19500 SH       SOLE                  19500        0        0
LSI LIGHTING SYS               COM              50216C108       86    12300 SH       SOLE                  12300        0        0
LTC PROPERTIES INC             COM              502175102     3210    78816 SH       SOLE                  78816        0        0
LTX-CREDENCE CORPORATION       COM              502403207      160    26466 SH       SOLE                  26466        0        0
LUFKIN INDUSTRIES INC          COM              549764108      505     7600 SH       SOLE                   7600        0        0
LULULEMON ATHLETICA INC        COM              550021109     5394    86509 SH       SOLE                  86509        0        0
LUMBER LIQUIDATORS HOLDINGS IN COM              55003T107     1854    26400 SH       SOLE                  26400        0        0
LUMINEX CORP DEL               COM              55027E102       59     3600 SH       SOLE                   3600        0        0
LYDALL INC.                    COM              550819106      932    60700 SH       SOLE                  60700        0        0
LYONDELLBASELL IND-CL A        COM              N53745100    26064   411817 SH       SOLE                 411817        0        0
M^T BANK CORPORATION           COM              55261F104    31916   309383 SH       SOLE                 309383        0        0
MACERICH CO                    REIT             554382101    17385   270042 SH       SOLE                 270042        0        0
MACK-CALI RE CORP.             REIT             554489104      371    12972 SH       SOLE                  12972        0        0
MACYS INC                      COM              55616P104    38865   928900 SH       SOLE                 928900        0        0
MADDEN STEVEN LTD              COM              556269108      207     4800 SH       SOLE                   4800        0        0
MADISON SQUARE GARDEN          COM              55826P100       29      500 SH       SOLE                    500        0        0
MAGELLAN HEALTH SERVICES INC   COM              559079207     1541    32400 SH       SOLE                  32400        0        0
MAGICJACK VOCALTEC LTD         COM              M6787E101      756    54000 SH       SOLE                  54000        0        0
MAIN STREET CAPITAL HOLDINGS   COM              56035L104      953    29700 SH       SOLE                  29700        0        0
MAINSOURCE FINANCIAL           COM              56062Y102      981    69900 SH       SOLE                  69900        0        0
MANHATTAN ASSOCIATES INC       COM              562750109     1672    22500 SH       SOLE                  22500        0        0
MANNING & NAPIER INC           COM              56382Q102      926    56000 SH       SOLE                  56000        0        0
MANPOWERGROUP                  COM              56418H100        2       29 SH       SOLE                     29        0        0
MANTECH INTERNATIONAL CORP-A   COM              564563104      999    37196 SH       SOLE                  37196        0        0
MARATHON OIL CORP              COM              565849106    28490   844900 SH       SOLE                 844900        0        0
MARATHON PETROLEUM CORP        COM              56585A102    29971   334500 SH       SOLE                 334500        0        0
MARKETAXESS HOLDINGS INC       COM              57060D108     1589    42600 SH       SOLE                  42600        0        0
MARLIN BUSINESS SERVICES INC   COM              571157106      654    28200 SH       SOLE                  28200        0        0
MARRIOTT INT'L INC CL-A        COM              571903202      638    15100 SH       SOLE                  15100        0        0
MARRIOTT VACATIONS WORLDWIDE C COM              57164Y107      695    16200 SH       SOLE                  16200        0        0
MARSH & MCLENNAN COS.          COM              571748102    15488   407892 SH       SOLE                 407892        0        0
MARVELL TECHNOLOGY GROUP LTD   COM              G5876H105       69     6480 SH       SOLE                   6480        0        0
MASCO CORP.                    COM              574599106      119     5900 SH       SOLE                   5900        0        0
MASIMO CORP                    COM              574795100     1364    69500 SH       SOLE                  69500        0        0
MASTEC INC                     COM              576323109      163     5600 SH       SOLE                   5600        0        0
MASTERCARD INC-CLASS A         COM              57636Q104    59957   110800 SH       SOLE                 110800        0        0
MATERION CORP                  COM              576690101      610    21400 SH       SOLE                  21400        0        0
MATRIX SERVICE CO              COM              576853105     1000    67100 SH       SOLE                  67100        0        0
MATSON INC.                    COM              57686G105       12      500 SH       SOLE                    500        0        0
MATTEL INC.                    COM              577081102      495    11298 SH       SOLE                  11298        0        0
MAXIM INTGRTD PRDCTS INC.      COM              57772K101      310     9500 SH       SOLE                   9500        0        0
MAXIMUS INC                    COM              577933104     2383    29800 SH       SOLE                  29800        0        0
MAXYGEN INC                    COM              577776107      587   243634 SH       SOLE                 243634        0        0
MB FINL INC                    COM              55264U108     1566    64800 SH       SOLE                  64800        0        0
McCORMICK & CO                 COM              579780206    20395   277297 SH       SOLE                 277297        0        0
MCCLATCHY CO                   COM              579489105      849   292700 SH       SOLE                 292700        0        0
MCDONALDS CORPORATION          COM              580135101    97471   977746 SH       SOLE                 977746        0        0
MCGRATH RENTCORP               COM              580589109     1225    39400 SH       SOLE                  39400        0        0
MCGRAW HILL INC                COM              580645109      630    12100 SH       SOLE                  12100        0        0
MCKESSON CORP                  COM              58155Q103    67864   628600 SH       SOLE                 628600        0        0
MCMORAN EXPLORATION CO         COM              582411104      227    13900 SH       SOLE                  13900        0        0
MDC HOLDINGS INC               COM              552676108       48     1300 SH       SOLE                   1300        0        0
MEAD JOHNSON NUTRITION CO      COM              582839106        8      100 SH       SOLE                    100        0        0
MEADWESTVACO                   COM              583334107    25999   716236 SH       SOLE                 716236        0        0
MEDICAL PROPERTIES TRUST INC   REIT             58463J304     4914   306353 SH       SOLE                 306353        0        0
MEDICINES COMPANY              COM              584688105      287     8600 SH       SOLE                   8600        0        0
MEDIDATA SOLUTIONS INC         COM              58471A105      875    15100 SH       SOLE                  15100        0        0
MEDIFAST INC                   COM              58470H101      846    36900 SH       SOLE                  36900        0        0
MEDIVATION INC                 COM              58501N101        5      100 SH       SOLE                    100        0        0
MEDNAX INC                     COM              58502B106        9      100 SH       SOLE                    100        0        0
MEDTRONIC INC                  COM              585055106    82461  1755977 SH       SOLE                1755977        0        0
MELCO CROWN ENTERTAINMENT-ADR  COM              585464100    14512   621750 SH       SOLE                 621750        0        0
MENTOR GRAPHICS CORP.          COM              587200106     1796    99500 SH       SOLE                  99500        0        0
MERCANTILE BANK CORP           COM              587376104      814    48700 SH       SOLE                  48700        0        0
MERCHANTS BANCSHARES           COM              588448100      437    14500 SH       SOLE                  14500        0        0
MERCK & CO INC                 COM              58933Y105   174460  3944388 SH       SOLE                3944388        0        0
MEREDITH CORPORATION           COM              589433101     1615    42200 SH       SOLE                  42200        0        0
MERIDIAN BIOSCIENCE INC        COM              589584101     1346    59000 SH       SOLE                  59000        0        0
MERIDIAN INTERSTATE BANCORP    COM              58964Q104       81     4300 SH       SOLE                   4300        0        0
MERITAGE HOMES CORP            COM              59001A102       52     1100 SH       SOLE                   1100        0        0
MESA LABORATORIES INC          COM              59064R109      498     9400 SH       SOLE                   9400        0        0
METLIFE INC                    COM              59156R108    63370  1666764 SH       SOLE                1666764        0        0
METRO BANCORP INC              COM              59161R101      948    57300 SH       SOLE                  57300        0        0
METROPCS COMMUNICATIONS INC    COM              591708102      123    11300 SH       SOLE                  11300        0        0
METTLER-TOLEDO INTERNATIONAL   COM              592688105    57356   269000 SH       SOLE                 269000        0        0
MGE ENERGY INC                 COM              55277P104        0        0 SH       SOLE                      0        0        0
MGIC INVESTMENT CORP           COM              552848103       33     6700 SH       SOLE                   6700        0        0
MGM MIRAGE                     COM              552953101        6      422 SH       SOLE                    422        0        0
MICHAEL KORS HOLDINGS LTD      COM              G60754101     3828    67400 SH       SOLE                  67400        0        0
MICREL INCORPORATED            COM              594793101     1097   104400 SH       SOLE                 104400        0        0
MICRON TECHNOLOGY INC          COM              595112103        1      100 SH       SOLE                    100        0        0
MICROS SYSTEMS INC.            COM              594901100    24439   537000 SH       SOLE                 537000        0        0
MICROSEMI CORP                 COM              595137100      403    17400 SH       SOLE                  17400        0        0
MICROSOFT CORP.                COM              594918104   318605 11136150 SH       SOLE               11136150        0        0
MICROSTRATEGY INC-CL A         COM              594972408      131     1300 SH       SOLE                   1300        0        0
MID-AMERICAN APARTMENT         REIT             59522J103     4220    61100 SH       SOLE                  61100        0        0
MIDDLEBY CORP                  COM              596278101    14104    92700 SH       SOLE                  92700        0        0
MIDSTATES PETROLEUM CO INC     COM              59804T100        0        0 SH       SOLE                      0        0        0
MIDWESTONE FINANCIAL GROUP     COM              598511103       50     2100 SH       SOLE                   2100        0        0
MILLER (HERMAN) INC            COM              600544100      152     5500 SH       SOLE                   5500        0        0
MILLER ENERGY RESOURCES INC    COM              600527105        1      300 SH       SOLE                    300        0        0
MILLER INDUSTRIES INC          COM              600551204      467    29100 SH       SOLE                  29100        0        0
MINE SAFETY APPLIANCES CO      COM              602720104      129     2600 SH       SOLE                   2600        0        0
MINERALS TECHNOLOGIES INC      COM              603158106     1652    39800 SH       SOLE                  39800        0        0
MKS INSTRUMENTS INC            COM              55306N104     1640    60300 SH       SOLE                  60300        0        0
MOBILE TELESYSTEMS ADR         COM              607409109     8987   433337 SH       SOLE                 433337        0        0
MODINE MANUFACTURING CO        COM              607828100      570    62600 SH       SOLE                  62600        0        0
MODUSLINK GLOBAL SOLUTIONS INC COM              60786L107      586   177500 SH       SOLE                 177500        0        0
MOHAWK INDUSTRIES INC.         COM              608190104       34      304 SH       SOLE                    304        0        0
MOLEX INC                      COM              608554101    19003   649000 SH       SOLE                 649000        0        0
MOLINA HEALTHCARE INC          COM              60855R100     1315    42600 SH       SOLE                  42600        0        0
MOLSON COORS BREWING CO        COM              60871R209    24654   503855 SH       SOLE                 503855        0        0
MOLYCORP INC                   COM              608753109        1      100 SH       SOLE                    100        0        0
MOMENTA PHARMACEUTICALS INC    COM              60877T100     5722   428933 SH       SOLE                 428933        0        0
MONDELEZ INTERNATIONAL INC     COM              609207105    64212  2097750 SH       SOLE                2097750        0        0
MONMOUTH REIT  -CL A           REIT             609720107      574    51438 SH       SOLE                  51438        0        0
MONOLITHIC POWER SYSTEMS INC   COM              609839105        0        0 SH       SOLE                      0        0        0
MONOTYPE IMAGING HOLDINGS INC  COM              61022P100     1313    55300 SH       SOLE                  55300        0        0
MONSANTO COMPANY               COM              61166W101   131850  1248228 SH       SOLE                1248228        0        0
MONSTER BEVERAGE CORP          COM              611740101       47      986 SH       SOLE                    986        0        0
MONTPELIER RE HOLDINGS LTD     COM              G62185106     1516    58200 SH       SOLE                  58200        0        0
MOODY'S CORPORATION            COM              615369105      144     2700 SH       SOLE                   2700        0        0
MOOG INC. CL A                 COM              615394202      417     9100 SH       SOLE                   9100        0        0
MORGAN STANLEY                 COM              617446448    25134  1143504 SH       SOLE                1143504        0        0
MORGAN STANLEY INDIA INVEST    ICOM             61745C105     1156    65150 SH       SOLE                  65150        0        0
MOSAIC COMPANY                 COM              61945C103    12920   216750 SH       SOLE                 216750        0        0
MOTOROLA SOLUTIONS INC         COM              620076307    18700   292045 SH       SOLE                 292045        0        0
MOVADO GROUP INC               COM              624580106     1126    33600 SH       SOLE                  33600        0        0
MOVE, INC                      COM              62458M207     1058    88500 SH       SOLE                  88500        0        0
MSC INDUSTRIAL DIRECT CO-A     COM              553530106    31310   365000 SH       SOLE                 365000        0        0
MTR GAMING GROUP INC           COM              553769100      117    35600 SH       SOLE                  35600        0        0
MTS SYS CORP                   COM              553777103     1349    23200 SH       SOLE                  23200        0        0
MUELLER INDUSTRIES INC.        COM              624756102        0        0 SH       SOLE                      0        0        0
MUELLER WTR PRODS INC          COM              624758108       20     3400 SH       SOLE                   3400        0        0
MULTI-FINELINE ELECTRONIX INC  COM              62541B101      827    53600 SH       SOLE                  53600        0        0
MULTIMEDIA GAMES, INC.         COM              625453105     1146    54900 SH       SOLE                  54900        0        0
MURPHY OIL CORP                COM              626717102      435     6823 SH       SOLE                   6823        0        0
MVC CAPITAL INC                COM              553829102      180    14000 SH       SOLE                  14000        0        0
MWI VETERINARY SUPPLY INC      COM              55402X105      198     1500 SH       SOLE                   1500        0        0
MYERS INDUSTRIES INC.          COM              628464109      928    66500 SH       SOLE                  66500        0        0
MYLAN INC                      COM              628530107    55837  1929400 SH       SOLE                1929400        0        0
NABORS INDUSTRIES LTD.         COM              G6359F103      140     8640 SH       SOLE                   8640        0        0
NACCO INDUSTRIES -CL A         COM              629579103      944    17700 SH       SOLE                  17700        0        0
NANOMETRICS INC                COM              630077105      785    54400 SH       SOLE                  54400        0        0
NASDAQ OMX GROUP               COM              631103108     6669   206468 SH       SOLE                 206468        0        0
NATIONAL BANK HOLD CORP-CL A   COM              633707104      459    25100 SH       SOLE                  25100        0        0
NATIONAL BANKSHARES INC/VA     COM              634865109       10      300 SH       SOLE                    300        0        0
NATIONAL HEALTH INVESTORS INC  REIT             63633D104     3833    58557 SH       SOLE                  58557        0        0
NATIONAL HEALTHCARE            COM              635906100      965    21100 SH       SOLE                  21100        0        0
NATIONAL INSTRUMENTS CORP.     COM              636518102      138     4200 SH       SOLE                   4200        0        0
NATIONAL INTERSTATE CORP       COM              63654U100      905    30200 SH       SOLE                  30200        0        0
NATIONAL OILWELL VARCO INC     COM              637071101    93340  1319299 SH       SOLE                1319299        0        0
NATIONAL RESEARCH CORP         COM              637372103       12      200 SH       SOLE                    200        0        0
NATIONAL RETAIL PROPERTIES     REIT             637417106    10295   284627 SH       SOLE                 284627        0        0
NATIONSTAR MORTGAGE HOLDINGS I COM              63861C109     1236    33500 SH       SOLE                  33500        0        0
NATURAL GAS SERVICES GROUP     COM              63886Q109      930    48300 SH       SOLE                  48300        0        0
NATURES SUNSHINE PRODS INC.    COM              639027101      799    52400 SH       SOLE                  52400        0        0
NATUS MEDICAL INC              COM              639050103       20     1500 SH       SOLE                   1500        0        0
NAVISTAR INTL. CORP.           COM              63934E108       17      500 SH       SOLE                    500        0        0
NBT BANCORP INC                COM              628778102      151     6800 SH       SOLE                   6800        0        0
NCI BUILDING SYS INC           COM              628852204      962    55400 SH       SOLE                  55400        0        0
NEENAH PAPER INC               COM              640079109        0        0 SH       SOLE                      0        0        0
NEKTAR THERAPEUTICS            COM              640268108        0        0 SH       SOLE                      0        0        0
NEOGEN CORP                    COM              640491106     3966    80000 SH       SOLE                  80000        0        0
NEONODE INC                    COM              64051M402       96    16600 SH       SOLE                  16600        0        0
NETAPP INC.                    COM              64110D104      167     4881 SH       SOLE                   4881        0        0
NETFLIX INC                    COM              64110L106       98      520 SH       SOLE                    520        0        0
NETGEAR INC                    COM              64111Q104        0        0 SH       SOLE                      0        0        0
NETSCOUT SYS INC               COM              64115T104     1322    53800 SH       SOLE                  53800        0        0
NETSPEND HOLDINGS INC          COM              64118V106     1054    66300 SH       SOLE                  66300        0        0
NEUTRAL TANDEM INC             COM              64128B108      774   236581 SH       SOLE                 236581        0        0
NEW YORK & CO                  COM              649295102      583   142600 SH       SOLE                 142600        0        0
NEW YORK MORTGAGE TRUST INC    REIT             649604501      219    29100 SH       SOLE                  29100        0        0
NEW YORK TIMES CO. CL A        COM              650111107     1568   160000 SH       SOLE                 160000        0        0
NEWELL RUBBERMAID INC.         COM              651229106    24795   950000 SH       SOLE                 950000        0        0
NEWFIELD EXPLORATION COMPANY   COM              651290108      336    15000 SH       SOLE                  15000        0        0
NEWLINK GENETICS CORP          COM              651511107      296    24100 SH       SOLE                  24100        0        0
NEWMONT MNG. CORP. HLDG CO     COM              651639106    50983  1217069 SH       SOLE                1217069        0        0
NEWPARK RESOURCES INC.         COM              651718504       20     2200 SH       SOLE                   2200        0        0
NEWS CORP INC-CL A             COM              65248E104    48304  1582700 SH       SOLE                1582700        0        0
NEWS CORP-CLASS B              COM              65248E203      196     6382 SH       SOLE                   6382        0        0
NEXSTAR BROADCASTING GROUP INC COM              65336K103      666    37000 SH       SOLE                  37000        0        0
NEXTERA ENERGY INC             COM              65339F101    37016   476515 SH       SOLE                 476515        0        0
NGP CAPITAL RESOURCES CO       COM              62912R107       97    13600 SH       SOLE                  13600        0        0
NII HOLDINGS INC               COM              62913F201       52    12027 SH       SOLE                  12027        0        0
NIKE INC. -CL B                COM              654106103    56963   965308 SH       SOLE                 965308        0        0
NISOURCE INC                   COM              65473P105      223     7600 SH       SOLE                   7600        0        0
NJ RESOURCES CORP. COMMON      COM              646025106      300     6700 SH       SOLE                   6700        0        0
NL INDS INC                    COM              629156407       24     1900 SH       SOLE                   1900        0        0
NN INC                         COM              629337106      120    12700 SH       SOLE                  12700        0        0
NOBLE ENERGY INC               COM              655044105    60801   525686 SH       SOLE                 525686        0        0
NOKIA CORP - ADR               COM              654902204     9248  2819602 SH       SOLE                2819602        0        0
NORANDA ALUMINIUM HOLDING CORP COM              65542W107      377    84000 SH       SOLE                  84000        0        0
NORDSON CORP                   COM              655663102      178     2700 SH       SOLE                   2700        0        0
NORDSTROM INC                  COM              655664100    18436   333800 SH       SOLE                 333800        0        0
NORFOLK SOUTHERN CORP.         COM              655844108    18872   244833 SH       SOLE                 244833        0        0
NORTEK INC                     COM              656559309     1120    15700 SH       SOLE                  15700        0        0
NORTHEAST UTILITIES            COM              664397106        4      100 SH       SOLE                    100        0        0
NORTHERN OIL AND GAS INC       COM              665531109        0        0 SH       SOLE                      0        0        0
NORTHERN TRUST CORP            COM              665859104      301     5511 SH       SOLE                   5511        0        0
NORTHRIM BANCORP INC           COM              666762109       18      800 SH       SOLE                    800        0        0
NORTHROP GRUMMAN CORP.         COM              666807102    13290   189450 SH       SOLE                 189450        0        0
NORTHSTAR REALTY FINANCE CORP  REIT             66704R100     1078   113700 SH       SOLE                 113700        0        0
NORTHWEST PIPE CO              COM              667746101      210     7500 SH       SOLE                   7500        0        0
NORTHWESTERN CORP              COM              668074305       60     1500 SH       SOLE                   1500        0        0
NOVO-NORDISK A/S-SPONS ADR     COM              670100205     1615    10000 SH       SOLE                  10000        0        0
NRG ENERGY INC.                COM              629377508      167     6300 SH       SOLE                   6300        0        0
NU SKIN ENTERPRISES            COM              67018T105       22      500 SH       SOLE                    500        0        0
NUANCE COMMUNICATIONS          COM              67020Y100    32260  1598600 SH       SOLE                1598600        0        0
NUCOR CORP                     COM              670346105        5      100 SH       SOLE                    100        0        0
NUTRACEUTICAL INTERNATIONAL CO COM              67060Y101      668    38485 SH       SOLE                  38485        0        0
NVE CORP                       COM              629445206      779    13800 SH       SOLE                  13800        0        0
NVIDIA CORP                    COM              67066G104    16538  1290000 SH       SOLE                1290000        0        0
NYSE EURONEXT                  COM              629491101     6762   175000 SH       SOLE                 175000        0        0
O'REILLY AUTOMOTIVE INC.       COM              67103H107      492     4796 SH       SOLE                   4796        0        0
OASIS PETROLEUM INC            COM              674215108     2044    53700 SH       SOLE                  53700        0        0
OBAGI MEDICAL PRODUCTS INC     COM              67423R108      995    50400 SH       SOLE                  50400        0        0
OCCIDENTAL PETROLEUM CORP.     COM              674599105    91054  1161850 SH       SOLE                1161850        0        0
OCEANEERING INT'L. INC.        COM              675232102    62937   947700 SH       SOLE                 947700        0        0
OCH-ZIFF CAPITAL MANAGEMENT    COM              67551U105      421    45000 SH       SOLE                  45000        0        0
OCWEN FINANCIAL CORP           COM              675746309     1581    41700 SH       SOLE                  41700        0        0
OFFICE DEPOT INC               COM              676220106     1435   365100 SH       SOLE                 365100        0        0
OFFICEMAX INC                  COM              67622P101     1369   117900 SH       SOLE                 117900        0        0
OFS CAPITAL CORP               COM              67103B100       42     3000 SH       SOLE                   3000        0        0
OI SA - ADR                    COM              670851203      451   148314 SH       SOLE                 148314        0        0
OIL DRI CORP AMERICA           COM              677864100      362    13300 SH       SOLE                  13300        0        0
OLD DOMINION FREIGHT LINE      COM              679580100      798    20900 SH       SOLE                  20900        0        0
OLD NATL BANCORP IND           COM              680033107       33     2400 SH       SOLE                   2400        0        0
OLIN CORP                      COM              680665205      393    15600 SH       SOLE                  15600        0        0
OLYMPIC STEEL INC              COM              68162K106       88     3700 SH       SOLE                   3700        0        0
OM GROUP, INC.                 COM              670872100     1233    52500 SH       SOLE                  52500        0        0
OMEGA FLEX INC                 COM              682095104      101     5900 SH       SOLE                   5900        0        0
OMEGA HEALTHCARE INV           REIT             681936100     2131    70200 SH       SOLE                  70200        0        0
OMNIAMERICAN BANCORP INC       COM              68216R107      230     9100 SH       SOLE                   9100        0        0
OMNICARE INC.                  COM              681904108      611    15000 SH       SOLE                  15000        0        0
OMNICELL INC                   COM              68213N109     1161    61500 SH       SOLE                  61500        0        0
OMNICOM GROUP                  COM              681919106      618    10500 SH       SOLE                  10500        0        0
OMNOVA SOLUTIONS INC           COM              682129101      990   129100 SH       SOLE                 129100        0        0
ONE LIBERTY PROPERTIES INC     COM              682406103      152     7000 SH       SOLE                   7000        0        0
OPENTABLE INC                  COM              68372A104      797    12652 SH       SOLE                  12652        0        0
OPKO HEALTH INC                COM              68375N103     1268   166200 SH       SOLE                 166200        0        0
OPLINK COMMUNICATION           COM              68375Q403      134     8200 SH       SOLE                   8200        0        0
ORACLE SYS. CORP.              COM              68389X105   142706  4412678 SH       SOLE                4412678        0        0
ORBCOMM INC                    COM              68555P100      505    96900 SH       SOLE                  96900        0        0
ORBITZ WORLDWIDE INC           COM              68557K109     1364   238878 SH       SOLE                 238878        0        0
OREXIGEN THERAPEUTICS INC      COM              686164104       32     5100 SH       SOLE                   5100        0        0
ORIENTAL FINL GROUP            COM              68618W100     1022    65900 SH       SOLE                  65900        0        0
ORTHOFIX INTERNATIONAL N.V.    COM              N6748L102      305     8500 SH       SOLE                   8500        0        0
OSHKOSH CORPORATION            COM              688239201       42     1000 SH       SOLE                   1000        0        0
OSI SYSTEMS INC                COM              671044105        0        0 SH       SOLE                      0        0        0
OTTER TAIL CORP                COM              689648103      520    16700 SH       SOLE                  16700        0        0
OVERSTOCK COM INC DE           COM              690370101      675    54806 SH       SOLE                  54806        0        0
OWENS & MINOR INC.             COM              690732102     2009    61700 SH       SOLE                  61700        0        0
OWENS-ILLINOIS INC             COM              690768403    43972  1650000 SH       SOLE                1650000        0        0
PACCAR INC                     COM              693718108      157     3100 SH       SOLE                   3100        0        0
PACER INTERNATIONAL INC        COM              69373H106      403    80086 SH       SOLE                  80086        0        0
PACIFIC CONTINENTAL CORP       COM              69412V108       77     6900 SH       SOLE                   6900        0        0
PACIFIC GAS & ELEC. CO.        COM              69331C108    13673   307050 SH       SOLE                 307050        0        0
PACKAGING CORP OF AMERICA      COM              695156109        4      100 SH       SOLE                    100        0        0
PALL CORPORATION               COM              696429307      206     3012 SH       SOLE                   3012        0        0
PANERA BREAD CO                COM              69840W108     2479    15000 SH       SOLE                  15000        0        0
PANHANDLE OIL AND GAS INC      COM              698477106      519    18100 SH       SOLE                  18100        0        0
PANTRY INC/THE                 COM              698657103      930    74600 SH       SOLE                  74600        0        0
PAREXEL INT'L CORP.            COM              699462107     2185    55300 SH       SOLE                  55300        0        0
PARK-OHIO HOLDINGS CORP        COM              700666100      749    22600 SH       SOLE                  22600        0        0
PARKER DRILLING CO             COM              701081101      946   221000 SH       SOLE                 221000        0        0
PARKER-HANNIFIN CORP.          COM              701094104    18433   201282 SH       SOLE                 201282        0        0
PARKWAY PROPERTYS INC          REIT             70159Q104     1275    68720 SH       SOLE                  68720        0        0
PARTNERRE LTD                  COM              G6852T105     1095    11761 SH       SOLE                  11761        0        0
PATRICK INDUSTRIES INC         COM              703343103        0        0 SH       SOLE                      0        0        0
PAYCHEX INC                    COM              704326107      351    10000 SH       SOLE                  10000        0        0
PC CONNECTION INC              COM              69318J100     1109    67800 SH       SOLE                  67800        0        0
PDF SOLUTIONS INC              COM              693282105     1009    63000 SH       SOLE                  63000        0        0
PDL BIOPHARMA INC.             COM              69329Y104     1389   190000 SH       SOLE                 190000        0        0
PEABODY ENERGY CORP            COM              704549104      276    13043 SH       SOLE                  13043        0        0
PEBBLEBROOK HOTEL TRUST        COM              70509V100     3185   123502 SH       SOLE                 123502        0        0
PEGASYSTEMS INC                COM              705573103        0        0 SH       SOLE                      0        0        0
PENNANTPARK INVESTMENT CORP    COM              708062104      435    38500 SH       SOLE                  38500        0        0
PENNSYLVANIA RI                REIT             709102107     2084   107485 SH       SOLE                 107485        0        0
PENNYMAC MORTGAGE INVESTMENT T REIT             70931T103      896    34600 SH       SOLE                  34600        0        0
PENSKE AUTOMOTIVE GROUP        COM              70959W103     1318    39500 SH       SOLE                  39500        0        0
PENTAIR LTD.                   COM              H6169Q108      237     4492 SH       SOLE                   4492        0        0
PEOPLE'S UNITED FINANCIAL INC  COM              712704105    25469  1895000 SH       SOLE                1895000        0        0
PEOPLES BANCORP INC            COM              709789101      802    35800 SH       SOLE                  35800        0        0
PEP BOYS MM & J                COM              713278109     1158    98200 SH       SOLE                  98200        0        0
PEPCO HOLDINGS INC.            COM              713291102    13375   625000 SH       SOLE                 625000        0        0
PEPSICO INC.                   COM              713448108   203627  2573975 SH       SOLE                2573975        0        0
PEREGRINE SEMICONDUCTOR CORP   COM              71366R703        0        0 SH       SOLE                      0        0        0
PERFORMANT FINANCIAL CORP      COM              71377E105        0        0 SH       SOLE                      0        0        0
PERKIN ELMER INC               COM              714046109        7      200 SH       SOLE                    200        0        0
PERRIGO CO.                    COM              714290103    16052   135200 SH       SOLE                 135200        0        0
PERRY ELLIS INTERNATIONAL      COM              288853104      910    50000 SH       SOLE                  50000        0        0
PERVASIVE SOFTWARE INC         COM              715710109      546    59500 SH       SOLE                  59500        0        0
PETMED EXPRESS INC             COM              716382106      946    70500 SH       SOLE                  70500        0        0
PETROCHINA CO LTD -ADR         ICOM             71646E100     3955    30000 SH       SOLE                  30000        0        0
PETROLEO BRASILEIRO ADR        COM              71654V408     1657   100000 SH       SOLE                 100000        0        0
PETROLEO BRASILEIRO S.A.-ADR   COM              71654V101    10930   602190 SH       SOLE                 602190        0        0
PETROLEUM DEVELOPMENT CORP     COM              69327R101       84     1700 SH       SOLE                   1700        0        0
PETSMART INC                   COM              716768106      894    14400 SH       SOLE                  14400        0        0
PFIZER INC.                    COM              717081103   208104  7210800 SH       SOLE                7210800        0        0
PH GLATFELTER CO               COM              377316104     1389    59400 SH       SOLE                  59400        0        0
PHARMACYCLICS INC              COM              716933106     2525    31400 SH       SOLE                  31400        0        0
PHARMERICA CORP                COM              71714F104     1025    73200 SH       SOLE                  73200        0        0
PHH CORP                       COM              693320202     1517    69100 SH       SOLE                  69100        0        0
PHILIP MORRIS INTERNATIONAL    COM              718172109   301419  3251200 SH       SOLE                3251200        0        0
PHILLIPS 66                    COM              718546104    37714   539001 SH       SOLE                 539001        0        0
PHOTRONICS INC.                COM              719405102     1057   158200 SH       SOLE                 158200        0        0
PIEDMONT NATURAL GAS CO INC NO COM              720186105      664    20200 SH       SOLE                  20200        0        0
PIEDMONT OFFICE REALTY TRUST I REIT             720190206     6726   343345 SH       SOLE                 343345        0        0
PIER 1 IMPORTS INC/DEL         COM              720279108      515    22400 SH       SOLE                  22400        0        0
PIKE ELECTRIC CORP             COM              721283109      242    17000 SH       SOLE                  17000        0        0
PINNACLE FINANCIAL PARTNERS IN COM              72346Q104      423    18099 SH       SOLE                  18099        0        0
PIONEER ENERGY SERVICES CORP   COM              723664108      294    35600 SH       SOLE                  35600        0        0
PIONEER NATURAL RESOURCES CO.  COM              723787107      137     1100 SH       SOLE                   1100        0        0
PIPER JAFFRAY COMPANIES INC    COM              724078100      688    20068 SH       SOLE                  20068        0        0
PITNEY-BOWES, INC.             COM              724479100     1098    73900 SH       SOLE                  73900        0        0
PLAINS EXPLORATION & PR        COM              726505100      225     4732 SH       SOLE                   4732        0        0
PLANTRONICS INC.               COM              727493108     1900    43000 SH       SOLE                  43000        0        0
PLATINUM UNDERWRITERS HOLDINGS COM              G7127P100     1870    33500 SH       SOLE                  33500        0        0
PLUM CREEK TIMBER CO INC       COM              729251108       47      900 SH       SOLE                    900        0        0
PLX TECHNOLOGY INC             COM              693417107      800   175500 SH       SOLE                 175500        0        0
PNC FINANCIAL SERVICES GROUP   COM              693475105    61606   926400 SH       SOLE                 926400        0        0
PNM RESOURCES INC              COM              69349H107     1886    81000 SH       SOLE                  81000        0        0
POLARIS INDUSTRIES INC.        COM              731068102      121     1303 SH       SOLE                   1303        0        0
POLYCOM INC.                   COM              73172K104        1      100 SH       SOLE                    100        0        0
POLYONE CORPORATION            COM              73179P106     1999    81900 SH       SOLE                  81900        0        0
POOL CORP.                     COM              73278L105     7018   146200 SH       SOLE                 146200        0        0
PORTFOLIO RECOVERY ASSOCIATES  COM              73640Q105     2069    16300 SH       SOLE                  16300        0        0
PORTLAND GEN ELEC CO           COM              736508847     1495    49300 SH       SOLE                  49300        0        0
POSCO-ADR                      COM              693483109     3170    43000 SH       SOLE                  43000        0        0
POST PROPERTIES,INC.           REIT             737464107     7505   159342 SH       SOLE                 159342        0        0
POTLATCH CORP.                 COM              737630103     1087    23700 SH       SOLE                  23700        0        0
POWER INTEGRATIONS INC         COM              739276103      512    11800 SH       SOLE                  11800        0        0
POWER ONE INC.                 COM              73930R102      982   236700 SH       SOLE                 236700        0        0
POZEN INC                      COM              73941U102      455    86422 SH       SOLE                  86422        0        0
PPG INDUSTRIES INC.            COM              693506107      734     5479 SH       SOLE                   5479        0        0
PPL CORPORATION                COM              69351T106     8923   285000 SH       SOLE                 285000        0        0
PRAXAIR INC.                   COM              74005P104    49847   446900 SH       SOLE                 446900        0        0
PRECISION CASTPARTS CORP       COM              740189105   114976   606350 SH       SOLE                 606350        0        0
PREFERRED BANK/LOS ANGELES     COM              740367404      382    24200 SH       SOLE                  24200        0        0
PREFORMED LINE PRODUCTS CO     COM              740444104      245     3500 SH       SOLE                   3500        0        0
PREMIERE GLOBAL SERVICES INC   COM              740585104     1114   101400 SH       SOLE                 101400        0        0
PRICELINE.COM INC              COM              741503403    67755    98491 SH       SOLE                  98491        0        0
PRICESMART INC                 COM              741511109       39      500 SH       SOLE                    500        0        0
PRIMERICA INC                  COM              74164M108     1646    50200 SH       SOLE                  50200        0        0
PRIMUS TELECOMMUNICATIONS GROU COM              741929301      105     9500 SH       SOLE                   9500        0        0
PRINCIPAL FINANCIAL GROUP      COM              74251V102       28      820 SH       SOLE                    820        0        0
PRIVATEBANCORP INC             COM              742962103        0        0 SH       SOLE                      0        0        0
PROASSURANCE CORP              COM              74267C106    15920   336357 SH       SOLE                 336357        0        0
PROCTER & GAMBLE CO            COM              742718109   246814  3202883 SH       SOLE                3202883        0        0
PROGENICS PHARMACEUTICAL       COM              743187106      107    19900 SH       SOLE                  19900        0        0
PROGRESS SOFTWARE              COM              743312100     1574    69100 SH       SOLE                  69100        0        0
PROLOGIS INC.                  REIT             74340W103    38958   974427 SH       SOLE                 974427        0        0
PROOFPOINT INC                 COM              743424103        0        0 SH       SOLE                      0        0        0
PROS HOLDINGS INC              COM              74346Y103     1147    42200 SH       SOLE                  42200        0        0
PROSHARES ULTRASHORT S^P 500   COM              74347B300    58778  1333750 SH       SOLE                1333750        0        0
PROSPECT CAPITAL CORP          COM              74348T102      493    45200 SH       SOLE                  45200        0        0
PROSPERITY BANCSHARE           COM              743606105      526    11100 SH       SOLE                  11100        0        0
PROTECTIVE LIFE CORP           COM              743674103      591    16500 SH       SOLE                  16500        0        0
PROTO LABS INC                 COM              743713109      957    19500 SH       SOLE                  19500        0        0
PROVIDENCE SERVICE CORP        COM              743815102      921    49800 SH       SOLE                  49800        0        0
PROVIDENT FINANCIAL HLDGS      COM              743868101      466    27400 SH       SOLE                  27400        0        0
PROVIDENT FINANCIAL SERVICES   COM              74386T105     1325    86800 SH       SOLE                  86800        0        0
PRUDENTIAL FINANCIAL INC       COM              744320102    35839   607550 SH       SOLE                 607550        0        0
PS BUSINESS PARKS INC/CA       REIT             69360J107     3718    47113 SH       SOLE                  47113        0        0
PUBLIC STORAGE INC             REIT             74460D109    59027   387522 SH       SOLE                 387522        0        0
PUBLIC SVC ENTERPRISES         COM              744573106    12611   367250 SH       SOLE                 367250        0        0
PULTE HOMES, INC.              COM              745867101     9050   447150 SH       SOLE                 447150        0        0
PVH CORP                       COM              693656100    25681   240437 SH       SOLE                 240437        0        0
PZENA INVESTMENT MANAGEMENT    COM              74731Q103      390    60000 SH       SOLE                  60000        0        0
QAD INC-A                      COM              74727D306      308    24000 SH       SOLE                  24000        0        0
QEP RESOURCES INC              COM              74733V100        3      100 SH       SOLE                    100        0        0
QLIK TECHNOLOGIES INC          COM              74733T105     1937    75000 SH       SOLE                  75000        0        0
QLOGIC CORPORATION             COM              747277101      745    64200 SH       SOLE                  64200        0        0
QUAD GRAPHICS INC              COM              747301109     1137    47500 SH       SOLE                  47500        0        0
QUAKER CHEM CORP               COM              747316107     1204    20400 SH       SOLE                  20400        0        0
QUALCOMM INC                   COM              747525103   180811  2700685 SH       SOLE                2700685        0        0
QUALITY SYSTEMS INC            COM              747582104        2      100 SH       SOLE                    100        0        0
QUALYS INC                     COM              74758T303       68     5500 SH       SOLE                   5500        0        0
QUANEX BUILDING PRODUCTS       COM              747619104        0        0 SH       SOLE                      0        0        0
QUANTA SERVICES INC.           COM              74762E102    49521  1732710 SH       SOLE                1732710        0        0
QUEST DIAGNOSTICS INC          COM              74834L100    18033   319454 SH       SOLE                 319454        0        0
QUESTAR CORP                   COM              748356102      148     6100 SH       SOLE                   6100        0        0
QUESTCOR PHARMACEUTICALS       COM              74835Y101     1832    56300 SH       SOLE                  56300        0        0
RACKSPACE HOSTING INC          COM              750086100    36374   720571 SH       SOLE                 720571        0        0
RADIAN GROUP INC.              COM              750236101      258    24100 SH       SOLE                  24100        0        0
RADIOSHACK CORP                COM              750438103        0        0 SH       SOLE                      0        0        0
RAIT FINANCIAL TRUST           REIT             749227609      282    35400 SH       SOLE                  35400        0        0
RALPH LAUREN CORP              COM              751212101    63491   375000 SH       SOLE                 375000        0        0
RAMCO-GERSHENSON PPT           REIT             751452202     2540   151218 SH       SOLE                 151218        0        0
RANGE RES CORP                 COM              75281A109       16      200 SH       SOLE                    200        0        0
RAYONIER INC.                  COM              754907103   103308  1731329 SH       SOLE                1731329        0        0
RAYTHEON COMPANY               COM              755111507    16579   282000 SH       SOLE                 282000        0        0
RBC BEARINGS INC               COM              75524B104        0        0 SH       SOLE                      0        0        0
REACHLOCAL INC                 COM              75525F104      878    58700 SH       SOLE                  58700        0        0
REALNETWORKS INC               COM              75605L708      316    41000 SH       SOLE                  41000        0        0
REALTY INCOME CORP             REIT             756109104    16540   364728 SH       SOLE                 364728        0        0
RED HAT INC                    COM              756577102    59155  1170000 SH       SOLE                1170000        0        0
REDWOOD TR INC                 REIT             758075402     1076    46400 SH       SOLE                  46400        0        0
REGAL ENTERTAINMENT GROUP      COM              758766109    28339  1700000 SH       SOLE                1700000        0        0
REGENCY CENTERS CORP           REIT             758849103    10331   195264 SH       SOLE                 195264        0        0
REGENERON PHARMACEUTICAL       COM              75886F107      180     1018 SH       SOLE                   1018        0        0
REGIONAL MANAGEMENT CORP       COM              75902K106        0        0 SH       SOLE                      0        0        0
REGIONS FINANCIAL CORP.        COM              7591EP100       38     4600 SH       SOLE                   4600        0        0
REGIS CORP                     COM              758932107        0        0 SH       SOLE                      0        0        0
REGULUS THERAPEUTICS INC       COM              75915K101       64     8200 SH       SOLE                   8200        0        0
REINSURANCE GROUP OF AMERICA   COM              759351604    57283   960000 SH       SOLE                 960000        0        0
RELIANCE STEEL & ALUMINUM      COM              759509102    23130   325000 SH       SOLE                 325000        0        0
RENAISSANCERE HOLDINGS LTD     COM              G7496G103    39703   431606 SH       SOLE                 431606        0        0
RENASANT CORP                  COM              75970E107     1115    49800 SH       SOLE                  49800        0        0
RENEWABLE ENERGY GROUP INC     COM              75972A301      415    54000 SH       SOLE                  54000        0        0
RENT-A-CENTER INC              COM              76009N100     2076    56200 SH       SOLE                  56200        0        0
RENTRAK CORP                   COM              760174102      824    37500 SH       SOLE                  37500        0        0
REPLIGEN CORP                  COM              759916109      919   133000 SH       SOLE                 133000        0        0
REPUBLIC AIRWAYS HOLDINGS INC  COM              760276105     1284   111254 SH       SOLE                 111254        0        0
REPUBLIC BANCORP KY            COM              760281204      921    40700 SH       SOLE                  40700        0        0
REPUBLIC SERVICES INC          COM              760759100    36923  1118889 SH       SOLE                1118889        0        0
RESMED INC                     COM              761152107       19      400 SH       SOLE                    400        0        0
RESOLUTE FOREST PRODUCTS       COM              76117W109     1521    94000 SH       SOLE                  94000        0        0
RESOURCE AMERICA INC           COM              761195205      138    13900 SH       SOLE                  13900        0        0
RESOURCE CAPITAL CORP          COM              76120W302      417    63100 SH       SOLE                  63100        0        0
RESOURCES CONNECTION INC       COM              76122Q105      123     9700 SH       SOLE                   9700        0        0
RESTORATION HARDWARE HOLDINGS  COM              761283100        0        0 SH       SOLE                      0        0        0
RETAIL OPPORTUNITY INVESTMENTS COM              76131N101     1859   132687 SH       SOLE                 132687        0        0
RETAIL PROPERTIES OF AMERICA   REIT             76131V202     2209   149268 SH       SOLE                 149268        0        0
REVETT MINERALS INC            COM              761505205       17     7300 SH       SOLE                   7300        0        0
REVLON INC - CL A              COM              761525609     1015    45400 SH       SOLE                  45400        0        0
REX AMERICAN RESOURCES CORP    COM              761624105      876    39583 SH       SOLE                  39583        0        0
REYNOLDS AMERICAN INC          COM              761713106    17525   393900 SH       SOLE                 393900        0        0
RF MICRO-DEVICES               COM              749941100       66    12500 SH       SOLE                  12500        0        0
RIGEL PHARMACEUTICALS INC      COM              766559603        0        0 SH       SOLE                      0        0        0
RIGNET INC                     COM              766582100        7      300 SH       SOLE                    300        0        0
RITE AID CORP.                 COM              767754104      712   374600 SH       SOLE                 374600        0        0
RLI CORP                       COM              749607107      101     1400 SH       SOLE                   1400        0        0
RLJ LODGING TRUST              REIT             74965L101     6119   268852 SH       SOLE                 268852        0        0
ROCHESTER MEDICAL CORP         COM              771497104       83     5700 SH       SOLE                   5700        0        0
ROCK-TENN COMPANY CL A         COM              772739207      213     2295 SH       SOLE                   2295        0        0
ROCKWELL COLLINS               COM              774341101    26826   425000 SH       SOLE                 425000        0        0
ROPER INDUSTRIES INC           COM              776696106   104223   818657 SH       SOLE                 818657        0        0
ROSETTA RESOURCES INC          COM              777779307     1670    35100 SH       SOLE                  35100        0        0
ROSETTA STONE INC              COM              777780107      909    59100 SH       SOLE                  59100        0        0
ROSS STORES INC                COM              778296103    70680  1165944 SH       SOLE                1165944        0        0
ROUNDYS INC                    COM              779268101      449    68400 SH       SOLE                  68400        0        0
ROUSE PROPERTIES INC           REIT             779287101      235    13000 SH       SOLE                  13000        0        0
ROVI CORP                      COM              779376102    23562  1100500 SH       SOLE                1100500        0        0
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103      687    20693 SH       SOLE                  20693        0        0
RPM INTERNATIONAL INC.         COM              749685103      325    10300 SH       SOLE                  10300        0        0
RTI BIOLOGICS INC              COM              74975N105      917   232700 SH       SOLE                 232700        0        0
RUCKUS WIRELESS INC            COM              781220108        0        0 SH       SOLE                      0        0        0
RUE21 INC                      COM              781295100        0        0 SH       SOLE                      0        0        0
RUSH ENTERPRISES INC - CL A    COM              781846209       75     3100 SH       SOLE                   3100        0        0
RYDER SYS. INC.                COM              783549108    38838   650000 SH       SOLE                 650000        0        0
RYLAND GROUP INC               COM              783764103      300     7200 SH       SOLE                   7200        0        0
RYMAN HOSPITALITY PROPERTIES   COM              78377T107     3079    67300 SH       SOLE                  67300        0        0
S & T BANCORP INC              COM              783859101     1066    57500 SH       SOLE                  57500        0        0
SABA SOFTWARE INC              COM              784932600      139    17500 SH       SOLE                  17500        0        0
SABRA HEALTHCARE REIT INC      COM              78573L106      632    21800 SH       SOLE                  21800        0        0
SAFETY INSURANCE GROUP INC     COM              78648T100      614    12500 SH       SOLE                  12500        0        0
SAFEWAY INC                    COM              786514208    47430  1800000 SH       SOLE                1800000        0        0
SAIA INC                       COM              78709Y105     1132    31300 SH       SOLE                  31300        0        0
SAKS INCORPORATED              COM              79377W108     1067    93000 SH       SOLE                  93000        0        0
SALESFORCE.COM INC             COM              79466L302    73653   411862 SH       SOLE                 411862        0        0
SALIX PHARMACEUTICAL           COM              795435106       31      600 SH       SOLE                    600        0        0
SANCHEZ ENERGY CORP            COM              79970Y105      928    46600 SH       SOLE                  46600        0        0
SANDISK CORP                   COM              80004C101    98004  1781891 SH       SOLE                1781891        0        0
SNDK APR @ 41 PUT              OPTION           SNDK  ###      -##    -#### SH  PUT  SOLE                  -2000        0        0
SANDY SPRING BANCORP INC       COM              800363103      219    10900 SH       SOLE                  10900        0        0
SANGAMO BIOSCIENCES INC        COM              800677106      403    42200 SH       SOLE                  42200        0        0
SANMINA CORP                   COM              801056102     1333   117300 SH       SOLE                 117300        0        0
SANTARUS INC                   COM              802817304     1347    77700 SH       SOLE                  77700        0        0
SAPIENT CORP                   COM              803062108       89     7300 SH       SOLE                   7300        0        0
SAUL CENTERS INC               REIT             804395101     1393    31848 SH       SOLE                  31848        0        0
SBA COMMUNICATIONS CORP        COM              78388J106    31689   440000 SH       SOLE                 440000        0        0
SCANA CORP                     COM              80589M102      559    10917 SH       SOLE                  10917        0        0
SCANSOURCE INC                 COM              806037107     1222    43300 SH       SOLE                  43300        0        0
SCHAWK INC                     COM              806373106      493    44900 SH       SOLE                  44900        0        0
SCHLUMBERGER                   COM              806857108    98849  1319923 SH       SOLE                1319923        0        0
SCHNITZER STL INDS             COM              806882106     1176    44100 SH       SOLE                  44100        0        0
SCHOLASTIC CORP                COM              807066105     1207    45300 SH       SOLE                  45300        0        0
SCHULMAN (A.) INC.             COM              808194104     1322    41900 SH       SOLE                  41900        0        0
SCHWAB (CHARLES) CORP          COM              808513105    13798   780000 SH       SOLE                 780000        0        0
SCHWEITZER-MAIDUIT INTL INC    COM              808541106     1503    38800 SH       SOLE                  38800        0        0
SCICLONE PHARMACEUTICALS INC   COM              80862K104      947   205800 SH       SOLE                 205800        0        0
SCIQUEST INC                   COM              80908T101     1067    44400 SH       SOLE                  44400        0        0
SCORPIO TANKERS INC            COM              Y7542C106        0        0 SH       SOLE                      0        0        0
SEACHANGE INTERNATIONAL        COM              811699107      770    64796 SH       SOLE                  64796        0        0
SEACOAST BKG CORP FL           COM              811707306       47    22300 SH       SOLE                  22300        0        0
SEACUBE CONTAINER LEASING LTD  COM              G79978105     1081    47100 SH       SOLE                  47100        0        0
SEAGATE TECHNOLOGY             COM              G7945M107      215     5882 SH       SOLE                   5882        0        0
SEALED AIR CORP.               COM              81211K100        2      100 SH       SOLE                    100        0        0
SEARS HOLDINGS CORP            COM              812350106       95     1899 SH       SOLE                   1899        0        0
SEATTLE GENETICS INC           COM              812578102     1275    35900 SH       SOLE                  35900        0        0
SEI INVESTMENTS CO             COM              784117103      109     3787 SH       SOLE                   3787        0        0
SELECT COMFORT CORP            COM              81616X103     1238    62600 SH       SOLE                  62600        0        0
SELECT INCOME REIT             REIT             81618T100     2021    76409 SH       SOLE                  76409        0        0
SELECT MEDICAL HOLDINGS CORP   COM              81619Q105      976   108400 SH       SOLE                 108400        0        0
SEMGROUP CORP-CLASS A          COM              81663A105      884    17100 SH       SOLE                  17100        0        0
SEMPRA ENERGY                  COM              816851109     1008    12610 SH       SOLE                  12610        0        0
SEMTECH CORPORATION            COM              816850101      566    16000 SH       SOLE                  16000        0        0
SENECA FOODS CORP  -CL B       COM              817070501       30      900 SH       SOLE                    900        0        0
SENIOR HOUSING PROP TRUST      REIT             81721M109     7735   288300 SH       SOLE                 288300        0        0
SENSATA TECH HOLDING N.V.      COM              N7902X106       12      366 SH       SOLE                    366        0        0
SENSIENT TECHNOLOGIES          COM              81725T100      348     8900 SH       SOLE                   8900        0        0
SERVICENOW INC                 COM              81762P102        4      100 SH       SOLE                    100        0        0
SHENANDOAH TELECOMMUNICATIONS  COM              82312B106      998    65500 SH       SOLE                  65500        0        0
SHERWIN-WILLIAMS CO            COM              824348106      344     2035 SH       SOLE                   2035        0        0
SHILOH INDUSTRIES INC          COM              824543102      235    21800 SH       SOLE                  21800        0        0
SHINHAN FINANCIAL GRP-ADR      ICOM             824596100      273     7600 SH       SOLE                   7600        0        0
SHIP FINANCE INTL LTD          COM              G81075106      228    12900 SH       SOLE                  12900        0        0
SHIRE PHARMACEUTICALS GROUP PL COM              82481R106     8826    96607 SH       SOLE                  96607        0        0
SHOE CARNIVAL INC              COM              824889109      206    10100 SH       SOLE                  10100        0        0
SHUFFLE MASTER INC             COM              78423R105      368    22213 SH       SOLE                  22213        0        0
SHUTTERFLY INC                 COM              82568P304     1740    39400 SH       SOLE                  39400        0        0
SHUTTERSTOCK INC               COM              825690100      135     3000 SH       SOLE                   3000        0        0
SIERRA BANCORP                 COM              82620P102      348    26500 SH       SOLE                  26500        0        0
SIGMA-ALDRICH                  COM              826552101       55      704 SH       SOLE                    704        0        0
SIGNATURE BANK                 COM              82669G104    24022   305000 SH       SOLE                 305000        0        0
SILGAN HOLDINGS INC            COM              827048109     5459   115524 SH       SOLE                 115524        0        0
SILICON GRAPHICS INTERNATIONAL COM              82706L108      529    38446 SH       SOLE                  38446        0        0
SILICON IMAGE INC              COM              82705T102        0        0 SH       SOLE                      0        0        0
SILICONWARE PRECISION-ADR      COM              827084864     1630   280000 SH       SOLE                 280000        0        0
SILVER BAY REALTY TRUST CORP.  REIT             82735Q102      734    35446 SH       SOLE                  35446        0        0
SIMMONS 1ST NATL COR           COM              828730200      385    15200 SH       SOLE                  15200        0        0
SIMON PROP GROUP INC.          REIT             828806109   157090   990727 SH       SOLE                 990727        0        0
SIMPSON MANUFACTURING CO       COM              829073105     1105    36100 SH       SOLE                  36100        0        0
SINCLAIR BROADCAST GROUP-A     COM              829226109     1433    70800 SH       SOLE                  70800        0        0
SIRONA DENTAL SYSTEMS INC.     COM              82966C103     6311    85600 SH       SOLE                  85600        0        0
SIX FLAGS ENTERTAINMENT CORP   COM              83001A102      776    10700 SH       SOLE                  10700        0        0
SKECHERS U S A INC             COM              830566105       47     2200 SH       SOLE                   2200        0        0
SKILLED HEALTHCARE GROUP INC-C COM              83066R107      784   119400 SH       SOLE                 119400        0        0
SKYWEST INC                    COM              830879102      434    27010 SH       SOLE                  27010        0        0
SKYWORKS SOLUTIONS INC         COM              83088M102       11      500 SH       SOLE                    500        0        0
SL GREEN RE CORP               REIT             78440X101    17618   204594 SH       SOLE                 204594        0        0
SLM CORP                       COM              78442P106       37     1807 SH       SOLE                   1807        0        0
SM ENERGY CO                   COM              78454L100        6      100 SH       SOLE                    100        0        0
SMITH (A.O.) CORP              COM              831865209     2472    33600 SH       SOLE                  33600        0        0
SMITH & WESSON HOLDING         COM              831756101      928   103100 SH       SOLE                 103100        0        0
SOHU.COM INC                   ICOM             83408W103     6350   128000 SH       SOLE                 128000        0        0
SOLAR CAPITAL LTD              COM              83413U100        0        0 SH       SOLE                      0        0        0
SOLARCITY CORP                 COM              83416T100      157     8300 SH       SOLE                   8300        0        0
SONOCO PRODUCTS CO             COM              835495102       45     1300 SH       SOLE                   1300        0        0
SOTHEBY'S                      COM              835898107      685    18300 SH       SOLE                  18300        0        0
SOURCEFIRE INC                 COM              83616T108      213     3600 SH       SOLE                   3600        0        0
SOUTH JERSEY INDS IN           COM              838518108      195     3500 SH       SOLE                   3500        0        0
SOUTHERN CO                    COM              842587107    42293   901393 SH       SOLE                 901393        0        0
SOUTHERN COPPER CORP           COM              84265V105     8033   213805 SH       SOLE                 213805        0        0
SOUTHSIDE BANCSHARES INC       COM              84470P109      700    33300 SH       SOLE                  33300        0        0
SOUTHWEST AIRLINES             COM              844741108    27003  2003200 SH       SOLE                2003200        0        0
SOUTHWEST GAS CORP             COM              844895102     1084    22850 SH       SOLE                  22850        0        0
SOUTHWESTERN ENERGY COMPANY    COM              845467109      196     5259 SH       SOLE                   5259        0        0
SOVRAN SELF STORAGE            REIT             84610H108     2477    38414 SH       SOLE                  38414        0        0
SPARK NETWORKS INC             COM              84651P100       40     5700 SH       SOLE                   5700        0        0
SPARTAN MOTORS INC             COM              846819100      809   152400 SH       SOLE                 152400        0        0
SPARTAN STORES INC             COM              846822104     1000    57000 SH       SOLE                  57000        0        0
SPDR S^P BIOTECH               COM              78464A870     6492    65000 SH       SOLE                  65000        0        0
SPECTRA ENERGY CORPORATION     COM              847560109    14580   474150 SH       SOLE                 474150        0        0
SPECTRANETICS CORP             COM              84760C107     1166    62900 SH       SOLE                  62900        0        0
SPIRIT AEROSYSTEMS HOLD-CL A   COM              848574109        2      100 SH       SOLE                    100        0        0
SPIRIT AIRLINES INC            COM              848577102        0        0 SH       SOLE                      0        0        0
SPIRIT REALTY CAPITAL INC.     REIT             84860F109     1625    85501 SH       SOLE                  85501        0        0
SPLUNK INC                     COM              848637104      240     6000 SH       SOLE                   6000        0        0
SPRINT NEXTEL CORP             COM              852061100      331    53260 SH       SOLE                  53260        0        0
SPS COMMERCE INC               COM              78463M107      375     8800 SH       SOLE                   8800        0        0
ST JUDE MED. INC.              COM              790849103     2742    67800 SH       SOLE                  67800        0        0
STAG INDUSTRIAL INC            REIT             85254J102     2201   103500 SH       SOLE                 103500        0        0
STAGE STORES INC               COM              85254C305     1211    46800 SH       SOLE                  46800        0        0
STANDARD MOTOR PRODS           COM              853666105     1106    39900 SH       SOLE                  39900        0        0
STANDEX INTERNATIONAL CORP     COM              854231107     1193    21600 SH       SOLE                  21600        0        0
STANLEY BLACK & DECKER INC     COM              854502101      146     1800 SH       SOLE                   1800        0        0
STAPLES INC                    COM              855030102      384    28600 SH       SOLE                  28600        0        0
STARBUCKS CORP.                COM              855244109    67538  1185711 SH       SOLE                1185711        0        0
STARWOOD HOTELS & RESORTS      COM              85590A401       32      500 SH       SOLE                    500        0        0
STARWOOD PROPERTY TRUST INC    COM              85571B105     2207    79500 SH       SOLE                  79500        0        0
STATE AUTO FINL CORP           COM              855707105      381    21900 SH       SOLE                  21900        0        0
STATE BANK FINANCIAL CORP      COM              856190103      260    15900 SH       SOLE                  15900        0        0
STATE STREET CORP              COM              857477103    41933   709647 SH       SOLE                 709647        0        0
STEEL DYNAMICS INC             COM              858119100    29360  1850000 SH       SOLE                1850000        0        0
STEELCASE INC                  COM              858155203     1430    97100 SH       SOLE                  97100        0        0
STEIN MART INC.                COM              858375108      447    53300 SH       SOLE                  53300        0        0
STEINER LEISURE LTD            COM              P8744Y102      111     2300 SH       SOLE                   2300        0        0
STELLARONE CORP                COM              85856G100     1093    67700 SH       SOLE                  67700        0        0
STELLUS CAPITAL INV CORP       COM              858568108       74     5000 SH       SOLE                   5000        0        0
STEPAN CO                      COM              858586100      189     3000 SH       SOLE                   3000        0        0
STERICYCLE INC                 COM              858912108    21778   205100 SH       SOLE                 205100        0        0
STERIS CORP                    COM              859152100      599    14400 SH       SOLE                  14400        0        0
STERLING CONSTRUCTION CO       COM              859241101      207    19000 SH       SOLE                  19000        0        0
STERLING FINL CORP W           COM              859319303     1124    51800 SH       SOLE                  51800        0        0
STEWART INFO SVCS              COM              860372101     1116    43800 SH       SOLE                  43800        0        0
STIFEL FINANCIAL CORP          COM              860630102      447    12900 SH       SOLE                  12900        0        0
STILLWATER MINING COMPANY      COM              86074Q102       83     6400 SH       SOLE                   6400        0        0
STMICROELECTRONICS NV-NY SHS   COM              861012102      906   117448 SH       SOLE                 117448        0        0
STONE ENERGY CORP              COM              861642106      648    29800 SH       SOLE                  29800        0        0
STRATASYS LTD                  COM              M85548101     1819    24513 SH       SOLE                  24513        0        0
STRATEGIC HOTELS & RESORTS INC REIT             86272T106     4117   493096 SH       SOLE                 493096        0        0
STRYKER CORP.                  COM              863667101    61799   947250 SH       SOLE                 947250        0        0
STURM RUGER & CO INC           COM              864159108      563    11100 SH       SOLE                  11100        0        0
SUCAMPO PHARMACEUTICALS-CL A   COM              864909106      262    40000 SH       SOLE                  40000        0        0
SUMMIT HOTEL PROPERTIES INC    REIT             866082100     1559   148898 SH       SOLE                 148898        0        0
SUN COMMUNITIES INC            REIT             866674104     1288    26100 SH       SOLE                  26100        0        0
SUN HYDRAULICS CORP            COM              866942105      907    27900 SH       SOLE                  27900        0        0
SUNCOKE ENERGY INC             COM              86722A103      480    29400 SH       SOLE                  29400        0        0
SUNESIS PHARMACEUTICALS INC    COM              867328601      135    24700 SH       SOLE                  24700        0        0
SUNSTONE HOTEL INVESTORS INC   REIT             867892101     6783   551042 SH       SOLE                 551042        0        0
SUNTRUST BANKS INC.            COM              867914103    14615   507276 SH       SOLE                 507276        0        0
SUPERIOR ENERGY SVCS           COM              868157108      317    12200 SH       SOLE                  12200        0        0
SUPERIOR INDUSTRIES INTL       COM              868168105     1046    56000 SH       SOLE                  56000        0        0
SUPERNUS PHARMACEUTICALS INC   COM              868459108        0        0 SH       SOLE                      0        0        0
SURMODICS INC                  COM              868873100      183     6700 SH       SOLE                   6700        0        0
SUSQUEHANNA BANCSHARES INC.    COM              869099101      583    46900 SH       SOLE                  46900        0        0
SYKES ENTERPRISES              COM              871237103     1178    73800 SH       SOLE                  73800        0        0
SYMANTEC CORP                  COM              871503108    25397  1029041 SH       SOLE                1029041        0        0
SYMETRA FINANCIAL CORP         COM              87151Q106      809    60345 SH       SOLE                  60345        0        0
SYMMETRICOM INC                COM              871543104      306    67500 SH       SOLE                  67500        0        0
SYNAGEVA BIOPHARMA CORP        COM              87159A103        0        0 SH       SOLE                      0        0        0
SYNERGY RESOURCES CORP         COM              87164P103      107    15600 SH       SOLE                  15600        0        0
SYNNEX CORP                    COM              87162W100     1291    34900 SH       SOLE                  34900        0        0
SYNOPSYS INC.                  COM              871607107     1654    46100 SH       SOLE                  46100        0        0
SYNTEL INC                     COM              87162H103    10373   153628 SH       SOLE                 153628        0        0
SYPRIS SOLUTIONS INC           COM              871655106      187    44700 SH       SOLE                  44700        0        0
SYSCO CORP.                    COM              871829107    14956   425250 SH       SOLE                 425250        0        0
SYSTEMAX INC                   COM              871851101      515    52000 SH       SOLE                  52000        0        0
T ROWE PRICE GROUP INC.        COM              74144T108    56145   749900 SH       SOLE                 749900        0        0
TAHOE RESOURCES INC            COM              873868103        2      100 SH       SOLE                    100        0        0
TAIWAN FUND INC                CTRY             874036106     1071    65361 SH       SOLE                  65361        0        0
TAL INTERNATIONAL GROUP        COM              874083108     1572    34700 SH       SOLE                  34700        0        0
TANGER FACTORY OUTLET          REIT             875465106    24293   671454 SH       SOLE                 671454        0        0
TARGA RESOURCES CORP           COM              87612G101     2302    33875 SH       SOLE                  33875        0        0
TARGET CORP                    COM              87612E106    96555  1410595 SH       SOLE                1410595        0        0
TASER INTERNATIONAL INC        COM              87651B104     1024   128800 SH       SOLE                 128800        0        0
TAUBMAN CENTERS INC            REIT             876664103    14264   183676 SH       SOLE                 183676        0        0
TAYLOR CAPITAL GROUP INC       COM              876851106       27     1700 SH       SOLE                   1700        0        0
TE CONNECTIVITY LTD            COM              H84989104    16814   401000 SH       SOLE                 401000        0        0
TEAM HEALTH HOLDINGS INC       COM              87817A107       22      600 SH       SOLE                    600        0        0
TECH DATA CORP                 COM              878237106      561    12300 SH       SOLE                  12300        0        0
TECHNE CORPORATION             COM              878377100       34      500 SH       SOLE                    500        0        0
TECHTARGET                     COM              87874R100       26     5300 SH       SOLE                   5300        0        0
TEEKAY SHIPPING CORP           COM              Y8564W103       18      500 SH       SOLE                    500        0        0
TELEDYNE TECHNOLOGIES INC      COM              879360105      886    11300 SH       SOLE                  11300        0        0
TELEF BRASIL - ADR             COM              87936R106     7749   290434 SH       SOLE                 290434        0        0
TELEFLEX INC                   COM              879369106       42      500 SH       SOLE                    500        0        0
TELENAV INC                    COM              879455103      766   118735 SH       SOLE                 118735        0        0
TELEPHONE & DATA SYSTEMS INC.  COM              879433829      459    21800 SH       SOLE                  21800        0        0
TELETECH HOLDINGS INC          COM              879939106      312    14700 SH       SOLE                  14700        0        0
TELLABS INC.                   COM              879664100       64    30800 SH       SOLE                  30800        0        0
TENNANT COMPANY                COM              880345103     1311    27000 SH       SOLE                  27000        0        0
TENNECO INC.                   COM              880349105     1541    39200 SH       SOLE                  39200        0        0
TERADATA CORP                  COM              88076W103    21356   365000 SH       SOLE                 365000        0        0
TEREX CORP                     COM              880779103       31      900 SH       SOLE                    900        0        0
TERNIUM SA - ADR               ICOM             880890108     1266    62204 SH       SOLE                  62204        0        0
TERRENO REALTY CORP            REIT             88146M101      203    11300 SH       SOLE                  11300        0        0
TERRITORIAL BANCORP INC        COM              88145X108      221     9299 SH       SOLE                   9299        0        0
TESCO CORP                     COM              88157K101        7      500 SH       SOLE                    500        0        0
TESLA MOTORS INC               COM              88160R101       27      700 SH       SOLE                    700        0        0
TESORO CORP                    COM              881609101      123     2100 SH       SOLE                   2100        0        0
TESSCO TECHNOLOGIES INC        COM              872386107      799    36900 SH       SOLE                  36900        0        0
TESSERA TECHNOLOGIES INC       COM              88164L100     1363    72700 SH       SOLE                  72700        0        0
TETRA TECH INC.                COM              88162G103      345    11300 SH       SOLE                  11300        0        0
TEVA PHARMACEUTICAL INDUSTRIES COM              881624209    45939  1157746 SH       SOLE                1157746        0        0
TEXAS CAPITAL BANCSHARES       COM              88224Q107      166     4100 SH       SOLE                   4100        0        0
TEXAS INDUSTRIES INC           COM              882491103       88     1400 SH       SOLE                   1400        0        0
TEXAS INSTRS INC               COM              882508104    29519   832000 SH       SOLE                 832000        0        0
TEXTAINER GROUP HOLDINGS LTD   COM              G8766E109      406    10271 SH       SOLE                  10271        0        0
TEXTRON INC.                   COM              883203101       60     2000 SH       SOLE                   2000        0        0
THAI FUND INC                  CTRY             882904105     2295    96000 SH       SOLE                  96000        0        0
THE BANK OF NEW YORK MELLON CO COM              064058100    37303  1332717 SH       SOLE                1332717        0        0
THE FINISH LINE-CL A           COM              317923100        0        0 SH       SOLE                      0        0        0
THE FIRST MARBLEHEAD CORP      COM              320771108       25    25141 SH       SOLE                  25141        0        0
THE GEO GROUP INC              COM              36159R103     1573    41800 SH       SOLE                  41800        0        0
THE HILLSHIRE BRANDS COMPANY   COM              432589109      158     4500 SH       SOLE                   4500        0        0
THE JONES GROUP INC            COM              48020T101     1397   109800 SH       SOLE                 109800        0        0
THE MEN'S WEARHOUSE INC.       COM              587118100      207     6200 SH       SOLE                   6200        0        0
THERAVANCE INC                 COM              88338T104       40     1700 SH       SOLE                   1700        0        0
THERMO FISHER SCIENTIFIC       COM              883556102    21497   281043 SH       SOLE                 281043        0        0
THL CREDIT INC                 COM              872438106      180    12000 SH       SOLE                  12000        0        0
THOMSON REUTERS CORP           COM              884903105     8755   269550 SH       SOLE                 269550        0        0
THOR INDUSTRIES INC            COM              885160101        7      200 SH       SOLE                    200        0        0
TIBCO SOFTWARE INC             COM              88632Q103        2      100 SH       SOLE                    100        0        0
TIDEWATER INC                  COM              886423102       30      600 SH       SOLE                    600        0        0
TILLYS INC-CLASS A             COM              886885102        0        0 SH       SOLE                      0        0        0
TIME WARNER CABLE INC          COM              88732J207    53287   554724 SH       SOLE                 554724        0        0
TIME WARNER INC.               COM              887317303    41921   727550 SH       SOLE                 727550        0        0
TKR JUN @ 55 PUT               OPTION           TKR   130     -132     -500 SH  PUT  SOLE                   -500        0        0
TITAN MACHINERY INC            COM              88830R101        0        0 SH       SOLE                      0        0        0
TIVO INC                       COM              888706108      235    19000 SH       SOLE                  19000        0        0
TJX COS. INC.                  COM              872540109    26249   561483 SH       SOLE                 561483        0        0
TMS INTL CORP-A                COM              87261Q103      888    67300 SH       SOLE                  67300        0        0
TOLL BROTHERS INC              COM              889478103    16264   475000 SH       SOLE                 475000        0        0
TOOTSIE ROLL INDUSTRIES, INC.  COM              890516107       22      721 SH       SOLE                    721        0        0
TORCHMARK CORP                 COM              891027104     1132    18929 SH       SOLE                  18929        0        0
TORO CO                        COM              891092108      143     3100 SH       SOLE                   3100        0        0
TOTAL SYS SVCS INC             COM              891906109      442    17851 SH       SOLE                  17851        0        0
TOWER INTL INC                 COM              891826109      318    22700 SH       SOLE                  22700        0        0
TOWNE BANK                     COM              89214P109      707    47200 SH       SOLE                  47200        0        0
TRACTOR SUPPLY COMPANY         COM              892356106    14058   135000 SH       SOLE                 135000        0        0
TRANSDIGM GROUP INC            COM              893641100    53136   347477 SH       SOLE                 347477        0        0
TRAVELERS COS INC              COM              89417E109    24254   288087 SH       SOLE                 288087        0        0
TRAVELZOO INC                  COM              89421Q106      699    32699 SH       SOLE                  32699        0        0
TREDEGAR CORPORATION           COM              894650100     1104    37500 SH       SOLE                  37500        0        0
TREE.COM INC                   COM              894675107       15      836 SH       SOLE                    836        0        0
TREEHOUSE FOODS INC            COM              89469A104      567     8700 SH       SOLE                   8700        0        0
TREX COMPANY INC               COM              89531P105     1215    24700 SH       SOLE                  24700        0        0
TRICO BANCSHARES               COM              896095106      205    12000 SH       SOLE                  12000        0        0
TRIMAS CORP                    COM              896215209     1299    40000 SH       SOLE                  40000        0        0
TRIMBLE NAVIGATION LTD         COM              896239100    49674  1658000 SH       SOLE                1658000        0        0
TRINITY INDUSTRIES             COM              896522109       41      900 SH       SOLE                    900        0        0
TRIPLE-S MANAGEMENT CORP-B     COM              896749108      965    55400 SH       SOLE                  55400        0        0
TRUEBLUE INC                   COM              89785X101     1272    60169 SH       SOLE                  60169        0        0
TRULIA INC                     COM              897888103        0        0 SH       SOLE                      0        0        0
TRUSTMARK CORP                 COM              898402102      193     7700 SH       SOLE                   7700        0        0
TRW AUTOMOTIVE HOLDINGS CORP   COM              87264S106      528     9600 SH       SOLE                   9600        0        0
TUESDAY MORNING CORP           COM              899035505      954   123000 SH       SOLE                 123000        0        0
TURKCELL ILETISIM HIZMET - ADR ICOM             900111204     4493   270000 SH       SOLE                 270000        0        0
TUTOR PERINI CORP              COM              901109108     1204    62400 SH       SOLE                  62400        0        0
TWO HARBORS INVESTMENT CORP    COM              90187B101     2653   210400 SH       SOLE                 210400        0        0
TYCO INTERNATIONAL LTD         COM              H89128104    11595   362339 SH       SOLE                 362339        0        0
TYLER TECHNOLOGIES I           COM              902252105      276     4500 SH       SOLE                   4500        0        0
TYSON FOODS INC. CL-A          COM              902494103      182     7342 SH       SOLE                   7342        0        0
U S PHYSICAL THERAPY           COM              90337L108      199     7400 SH       SOLE                   7400        0        0
UDR INC                        REIT             902653104    12614   521440 SH       SOLE                 521440        0        0
UGI CORP                       COM              902681105    34321   894000 SH       SOLE                 894000        0        0
UIL HOLDINGS CORPORATION       COM              902748102      368     9300 SH       SOLE                   9300        0        0
ULTA SALON COSMETICS & FRAGRAN COM              90384S303    21916   270000 SH       SOLE                 270000        0        0
ULTIMATE SOFTWARE GROUP INC    COM              90385D107     2437    23400 SH       SOLE                  23400        0        0
ULTRA PETROLEUM CORP           COM              903914109      352    17500 SH       SOLE                  17500        0        0
ULTRATECH INC                  COM              904034105      158     4000 SH       SOLE                   4000        0        0
UMB FINL CORP                  COM              902788108      142     2900 SH       SOLE                   2900        0        0
UMH PROPERTIES INC             REIT             903002103       86     8400 SH       SOLE                   8400        0        0
UMPQUA HLDGS CORP              COM              904214103     1660   125200 SH       SOLE                 125200        0        0
UNDER ARMOUR INC. CL A         COM              904311107       36      708 SH       SOLE                    708        0        0
UNIFI INC                      COM              904677200      191    10000 SH       SOLE                  10000        0        0
UNIFIRST CORP                  COM              904708104     1421    15700 SH       SOLE                  15700        0        0
UNION FIRST MARKET BANKSHARES  COM              90662P104     1105    56500 SH       SOLE                  56500        0        0
UNION PACIFIC CORP.            COM              907818108   127151   892850 SH       SOLE                 892850        0        0
UNISYS CORP.                   COM              909214306     1374    60400 SH       SOLE                  60400        0        0
UNITED BANKSHARES INC.         COM              909907107        0        0 SH       SOLE                      0        0        0
UNITED CONTINENTAL HOLDINGS IN COM              910047109      115     3600 SH       SOLE                   3600        0        0
UNITED FIRE GROUP INC          COM              910340108      201     7900 SH       SOLE                   7900        0        0
UNITED NATURAL FOODS INC.      COM              911163103      605    12300 SH       SOLE                  12300        0        0
UNITED ONLINE INC              COM              911268100     1102   182700 SH       SOLE                 182700        0        0
UNITED PARCEL SERVICES INC     COM              911312106    45862   533900 SH       SOLE                 533900        0        0
UNITED STATES LIME & MINERAL   COM              911922102       11      200 SH       SOLE                    200        0        0
UNITED STATIONERS INC          COM              913004107     1704    44100 SH       SOLE                  44100        0        0
UNITED TECHNOLOGIES            COM              913017109    98447  1053700 SH       SOLE                1053700        0        0
UNITEDHEALTH GROUP INC         COM              91324P102   111844  1954972 SH       SOLE                1954972        0        0
UNIVERSAL CORP-VA              COM              913456109     1552    27700 SH       SOLE                  27700        0        0
UNIVERSAL FOREST PRODUCTS      COM              913543104      142     3566 SH       SOLE                   3566        0        0
UNIVERSAL HEALTH RLT           REIT             91359E105      404     7000 SH       SOLE                   7000        0        0
UNIVERSAL INSURANCE HLDGS      COM              91359V107      793   163600 SH       SOLE                 163600        0        0
UNIVERSAL TRUCKLOAD SERVICES I COM              91388P105      663    28400 SH       SOLE                  28400        0        0
UNIVEST CORP OF PENNSYLVANIA   COM              915271100       19     1100 SH       SOLE                   1100        0        0
UNS ENERGY CORP                COM              903119105      333     6800 SH       SOLE                   6800        0        0
UNUM GROUP                     COM              91529Y106      220     7800 SH       SOLE                   7800        0        0
URS CORPORATION                COM              903236107        5      100 SH       SOLE                    100        0        0
URSTADT BIDDLE PPTYS           REIT             917286205      318    14600 SH       SOLE                  14600        0        0
US AIRWAYS GROUP INC           COM              90341W108    19400  1143200 SH       SOLE                1143200        0        0
US BANCORP                     COM              902973304    60248  1775645 SH       SOLE                1775645        0        0
US CELLULAR CORP.              COM              911684108      238     6600 SH       SOLE                   6600        0        0
USA MOBILITY INC               COM              90341G103      977    73600 SH       SOLE                  73600        0        0
USANA HEALTH SCIENCES INC      COM              90328M107      923    19100 SH       SOLE                  19100        0        0
USG CORPORATION                COM              903293405      373    14100 SH       SOLE                  14100        0        0
V F CORP                       COM              918204108      304     1810 SH       SOLE                   1810        0        0
VAALCO ENERGY INC              COM              91851C201     1042   137300 SH       SOLE                 137300        0        0
VAIL RESORTS INC               COM              91879Q109      511     8200 SH       SOLE                   8200        0        0
VALASSIS COMMUNICATIONS INC    COM              918866104      541    18100 SH       SOLE                  18100        0        0
VALE R DOCE-ADR                COM              91912E204    17942  1085439 SH       SOLE                1085439        0        0
VALERO ENERGY CORP.            COM              91913Y100    24434   537139 SH       SOLE                 537139        0        0
VALIDUS HOLDINGS LTD           COM              G9319H102      123     3300 SH       SOLE                   3300        0        0
VALSPAR CORP                   COM              920355104    12761   205000 SH       SOLE                 205000        0        0
VALUE LINE INC                 COM              920437100       15     1600 SH       SOLE                   1600        0        0
VALUECLICK INC.                COM              92046N102     1285    43500 SH       SOLE                  43500        0        0
VANGUARD HEALTH SYSTEMS INC    COM              922036207     1026    69000 SH       SOLE                  69000        0        0
VANTIV  INC - CL A             COM              92210H105    20179   850000 SH       SOLE                 850000        0        0
VARIAN MEDICAL SYSTEMS         COM              92220P105       14      200 SH       SOLE                    200        0        0
VASCO DATA SECURITY INTL       COM              92230Y104        3      300 SH       SOLE                    300        0        0
VASCULAR SOLUTIONS INC         COM              92231M109     1017    62700 SH       SOLE                  62700        0        0
VEECO INSTRUMENTS INC          COM              922417100      698    18200 SH       SOLE                  18200        0        0
VENTAS INC.                    REIT             92276F100    43798   598328 SH       SOLE                 598328        0        0
VERASTEM INC                   COM              92337C104       32     3300 SH       SOLE                   3300        0        0
VERIFONE HOLDINGS INC          COM              92342Y109       56     2716 SH       SOLE                   2716        0        0
VERINT SYS INC                 COM              92343X100      249     6800 SH       SOLE                   6800        0        0
VERISIGN INC                   COM              92343E102      963    20371 SH       SOLE                  20371        0        0
VERISK ANALYTICS INC-CLASS A   COM              92345Y106      479     7777 SH       SOLE                   7777        0        0
VERIZON COMMUNICATIONS         COM              92343V104   165650  3370300 SH       SOLE                3370300        0        0
VERTEX PHARMAREUTICALS INC     COM              92532F100       83     1504 SH       SOLE                   1504        0        0
VIACOM INC. CL B               COM              92553P201    46307   752100 SH       SOLE                 752100        0        0
VIAD CORP                      COM              92552R406       89     3228 SH       SOLE                   3228        0        0
VIASAT INC.                    COM              92552V100      276     5700 SH       SOLE                   5700        0        0
VIASYSTEMS GROUP INC           COM              92553H803      142    10900 SH       SOLE                  10900        0        0
VILLAGE SUPER MARKET INC       COM              927107409      768    22800 SH       SOLE                  22800        0        0
VIRGIN MEDIA, INC              COM              92769L101      154     3141 SH       SOLE                   3141        0        0
VIRGINIA COMMERCE BANCORP      COM              92778Q109      160    11400 SH       SOLE                  11400        0        0
VIRNETX HOLDING CORP           COM              92823T108      914    47700 SH       SOLE                  47700        0        0
VIROPHARMA INC                 COM              928241108     1822    72400 SH       SOLE                  72400        0        0
VIRTUS INVESTMENT PARTNERS     COM              92828Q109     1434     7700 SH       SOLE                   7700        0        0
VISA INC-CLASS A               COM              92826C839   235377  1385875 SH       SOLE                1385875        0        0
VISTAPRINT NV                  COM              N93540107       97     2500 SH       SOLE                   2500        0        0
VISTEON CORP                   COM              92839U206    20224   350500 SH       SOLE                 350500        0        0
VITAMIN SHOPPE INC             COM              92849E101    15441   316100 SH       SOLE                 316100        0        0
VIVUS INC                      COM              928551100        0        0 SH       SOLE                      0        0        0
VMWARE INC-CLASS A             COM              928563402     5056    64100 SH       SOLE                  64100        0        0
VOCUS INC                      COM              92858J108      740    52300 SH       SOLE                  52300        0        0
VODAFONE GROUP PLC-ADR         COM              92857W209    24859   875000 SH       SOLE                 875000        0        0
VOLCANO CORP                   COM              928645100        0        0 SH       SOLE                      0        0        0
VONAGE HLDGS CORP              COM              92886T201     1383   478415 SH       SOLE                 478415        0        0
VORNADO REALTY TRUST           REIT             929042109    33651   402329 SH       SOLE                 402329        0        0
VOXX INTERNATIONAL CORP        COM              91829F104      910    85000 SH       SOLE                  85000        0        0
VSE CORP                       COM              918284100      427    17100 SH       SOLE                  17100        0        0
W^T OFFSHORE INC               COM              92922P106      125     8795 SH       SOLE                   8795        0        0
WABCO HOLDINGS INC             COM              92927K102       42      600 SH       SOLE                    600        0        0
WABTEC                         COM              929740108    18008   176358 SH       SOLE                 176358        0        0
WAGEWORKS INC                  COM              930427109      904    36100 SH       SOLE                  36100        0        0
WAL MART STORES INC            COM              931142103   137979  1843897 SH       SOLE                1843897        0        0
WALGREEN CO.                   COM              931422109    61482  1289481 SH       SOLE                1289481        0        0
WALKER & DUNLOP INC            COM              93148P102      906    50400 SH       SOLE                  50400        0        0
WALTER INVESTMENT MGMT CORP    COM              93317W102        0        0 SH       SOLE                      0        0        0
WARNER CHILCOTT PLC - CLASS A  COM              G94368100      103     7626 SH       SOLE                   7626        0        0
WASHINGTON BANKING CO          COM              937303105      506    36300 SH       SOLE                  36300        0        0
WASHINGTON FEDERAL INC.        COM              938824109        2      100 SH       SOLE                    100        0        0
WASHINGTON POST CL. B          COM              939640108       89      200 SH       SOLE                    200        0        0
WASHINGTON RE INV              REIT             939653101     4543   163179 SH       SOLE                 163179        0        0
WASHINGTON TR BANCORP          COM              940610108       95     3466 SH       SOLE                   3466        0        0
WASTE CONNECTIONS INC          COM              941053100    30223   840000 SH       SOLE                 840000        0        0
WASTE MANAGEMENT INC.          COM              94106L109    13210   336900 SH       SOLE                 336900        0        0
WATERS CORPORATION             COM              941848103      639     6800 SH       SOLE                   6800        0        0
WATSCO INC.                    COM              942622200      648     7700 SH       SOLE                   7700        0        0
WATTS WATER TECHNOLOGIES INC.  COM              942749102     1109    23100 SH       SOLE                  23100        0        0
WAUSAU-MOSINEE PAPER CORP.     COM              943315101      316    29334 SH       SOLE                  29334        0        0
WD-40 CO                       COM              929236107     1221    22300 SH       SOLE                  22300        0        0
WEBSENSE INC                   COM              947684106      691    46100 SH       SOLE                  46100        0        0
WEBSTER FINANCIAL CORPORATION  COM              947890109     1819    75000 SH       SOLE                  75000        0        0
WEINGARTEN RE INVST            REIT             948741103     7015   222338 SH       SOLE                 222338        0        0
WEIS MKTS INC                  COM              948849104     1054    25900 SH       SOLE                  25900        0        0
WELLCARE HEALTH PLANS INC      COM              94946T106     2069    35700 SH       SOLE                  35700        0        0
WELLPOINT INC.                 COM              94973V107    40185   606756 SH       SOLE                 606756        0        0
WELLS FARGO COMPANY            COM              949746101   249204  6737067 SH       SOLE                6737067        0        0
WERNER ENTERPRISES INC         COM              950755108        0        0 SH       SOLE                      0        0        0
WESBANCO INC                   COM              950810101     1140    47600 SH       SOLE                  47600        0        0
WEST BANCORPORATION            COM              95123P106      344    31000 SH       SOLE                  31000        0        0
WEST MARINE INC                COM              954235107      717    62700 SH       SOLE                  62700        0        0
WEST PHARMACEUTICAL SERVICES   COM              955306105      903    13900 SH       SOLE                  13900        0        0
WESTERN ASSET MORTGAGE CAP COR REIT             95790D105      256    11000 SH       SOLE                  11000        0        0
WESTERN DIGITAL CORP           COM              958102105     8042   159948 SH       SOLE                 159948        0        0
WESTERN REFINING INC           COM              959319104     1994    56300 SH       SOLE                  56300        0        0
WESTERN UNION CO.              COM              959802109     9733   647144 SH       SOLE                 647144        0        0
WESTMORELAND COAL CO           COM              960878106      220    19400 SH       SOLE                  19400        0        0
WESTWOOD HOLDINGS GROUP INC    COM              961765104      946    21300 SH       SOLE                  21300        0        0
WEX INC.                       COM              96208T104     2598    33100 SH       SOLE                  33100        0        0
WEYERHAEUSER CO.               COM              962166104      216     6872 SH       SOLE                   6872        0        0
WGL HOLDINGS, INC.             COM              92924F106      609    13800 SH       SOLE                  13800        0        0
WHIRLPOOL CORP                 COM              963320106      138     1162 SH       SOLE                   1162        0        0
WHITE MOUNTAINS INSURANCE GP   COM              G9618E107       57      100 SH       SOLE                    100        0        0
WHITEHORSE FINANCE INC         COM              96524V106       17     1100 SH       SOLE                   1100        0        0
WHITESTONE REIT-B              REIT             966084204      123     8100 SH       SOLE                   8100        0        0
WHITING PETROLEUM CORP         COM              966387102      173     3400 SH       SOLE                   3400        0        0
WHOLE FOODS MARKET INC         COM              966837106    31656   364916 SH       SOLE                 364916        0        0
WILEY JOHN & SONS IN           COM              968223206    15584   400000 SH       SOLE                 400000        0        0
WILLBROS GROUP INC             COM              969203108     1030   104900 SH       SOLE                 104900        0        0
WILLIAMS COS. INC.             COM              969457100    19112   510185 SH       SOLE                 510185        0        0
WILSHIRE BANCORP INC           COM              97186T108     1071   157900 SH       SOLE                 157900        0        0
WINDSTREAM CORP.               COM              97381W104    20670  2600000 SH       SOLE                2600000        0        0
WINMARK CORP                   COM              974250102      825    13100 SH       SOLE                  13100        0        0
WINNEBAGO INDUSTRIES           COM              974637100        0        0 SH       SOLE                      0        0        0
WINTHROP REALTY TRUST          COM              976391300      567    45108 SH       SOLE                  45108        0        0
WINTRUST FINANCIAL CORP        COM              97650W108     1582    42700 SH       SOLE                  42700        0        0
WISCONSIN ENERGY CORP.         COM              976657106    38792   904452 SH       SOLE                 904452        0        0
WISDOMTREE INVESTMENTS INC     COM              97717P104     1142   109800 SH       SOLE                 109800        0        0
WMS INDUSTRIES INC             COM              929297109       23      900 SH       SOLE                    900        0        0
WOLVERINE WORLD WIDE           COM              978097103      479    10800 SH       SOLE                  10800        0        0
WOODWARD INC.                  COM              980745103      815    20500 SH       SOLE                  20500        0        0
WORTHINGTON INDS               COM              981811102     1069    34500 SH       SOLE                  34500        0        0
WP CAREY INC                   REIT             92936U109     2433    36098 SH       SOLE                  36098        0        0
WRIGHT MEDICAL GROUP INC       COM              98235T107     1157    48600 SH       SOLE                  48600        0        0
WYNDHAM WORLDWIDE CORP         COM              98310W108      110     1703 SH       SOLE                   1703        0        0
WYNN RESORTS LTD               COM              983134107       13      100 SH       SOLE                    100        0        0
XCEL ENERGY INC                COM              98389B100     8910   300000 SH       SOLE                 300000        0        0
XEROX CORP                     COM              984121103     4311   501300 SH       SOLE                 501300        0        0
XILINX INC                     COM              983919101      538    14100 SH       SOLE                  14100        0        0
XO GROUP INC                   COM              983772104      953    95300 SH       SOLE                  95300        0        0
XYLEM INC.                     COM              98419M100    22185   804956 SH       SOLE                 804956        0        0
YAHOO INC                      COM              984332106    23212   986503 SH       SOLE                 986503        0        0
YANZHOU COAL MINING-SP ADR     ICOM             984846105      684    50000 SH       SOLE                  50000        0        0
YELP INC                       COM              985817105       92     3900 SH       SOLE                   3900        0        0
YORK WATER CO                  COM              987184108      103     5500 SH       SOLE                   5500        0        0
YUM BRANDS INC                 COM              988498101    49581   689200 SH       SOLE                 689200        0        0
ZAZA ENERGY CORP               COM              98919T100       28    15700 SH       SOLE                  15700        0        0
ZEP INC                        COM              98944B108      952    63400 SH       SOLE                  63400        0        0
ZIMMER HOLDINGS INC            COM              98956P102      251     3334 SH       SOLE                   3334        0        0
ZIONS BANCORPORATION           COM              989701107      175     7000 SH       SOLE                   7000        0        0
ZIX CORP                       COM              98974P100      170    47400 SH       SOLE                  47400        0        0
ZYGO CORP                      COM              989855101      250    16900 SH       SOLE                  16900        0        0