Sei Trust

Sei Trust as of Dec. 31, 2012

Portfolio Holdings for Sei Trust

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

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FORM 13 F INFORMATION TABLE
                                                     VALUE     SHRS 0R     SH/ PUT/ INVESTMENT OTHER   VOTING AUTHORITY
NAME OF ISSUER                 TITLE OF CLACUSIP     ($1000)   PRN AMT     PRN CALL DISCRETION MANAGERSSOLE   SHARED NONE
3M CO                          COM          88579Y101     120.7        1300SH       SOLE       0       1300   0      0
AAR CORP                       COM          000361105      67.2        3600SH       SOLE       0       3600   0      0
AAR CORP NOTE  1.750%          CB           000361AH8      75.8       76000SH       SOLE       0       76000  0      0
ABB LTD SPONSORED              FS           000375204     156.4        7525SH       SOLE       0       7525   0      0
ABBOTT LABS                    COM          002824100   22008.4      336006SH       SOLE       0       336006 0      0
ABERCROMBIE & FITCH CO CL      COM          002896207     159.5        3324SH       SOLE       0       3324   0      0
ABIOMED INC                    COM          003654100    1253.5       93125SH       SOLE       0       93125  0      0
ACCENTURE PLC IRELAND SHS CLAS COM          G1151C101   41945.6      630761SH       SOLE       0       630761 0      0
ACE LTD                        COM          H0023R105    2096.7       26275SH       SOLE       0       26275  0      0
ACTIVISION BLIZZARD INC        COM          00507V109      18.8        1770SH       SOLE       0       1770   0      0
ACTUANT CORP CL A              COM          00508X203      19.5         700SH       SOLE       0       700    0      0
ADOBE SYS INC                  COM          00724F101    2427.1       64414SH       SOLE       0       64414  0      0
ADVANCE AUTO PARTS INC         COM          00751Y106     864.6       11950SH       SOLE       0       11950  0      0
ADVANCED MICRO DEVICES INC NOT CB           007903AL1     104.2      112000SH       SOLE       0       112000 0      0
ADVANCED SEMICONDUCTOR ENGR SP FS           00756M404   17431.9     4072869SH       SOLE       0       40728690      0
ADVENT SOFTWARE INC            COM          007974108     442.6       20700SH       SOLE       0       20700  0      0
ADVISORY BRD CO                COM          00762W107      2113       45160SH       SOLE       0       45160  0      0
AERCAP HOLDINGS NV             COM          N00985106      11.9         867SH       SOLE       0       867    0      0
AEROVIRONMENT INC              COM          008073108     106.5        4900SH       SOLE       0       4900   0      0
AES CORP                       COM          00130H105      80.3        7500SH       SOLE       0       7500   0      0
AFFILIATED MANAGERS GROUP      COM          008252108    2568.9       19738SH       SOLE       0       19738  0      0
AFLAC INC                      COM          001055102      1753       33000SH       SOLE       0       33000  0      0
AGCO CORP                      COM          001084102    3514.5       71550SH       SOLE       0       71550  0      0
AGILENT TECHNOLOGIES INC       COM          00846U101    9121.2      222795SH       SOLE       0       222795 0      0
AGL RES INC                    COM          001204106   10162.6      254255SH       SOLE       0       254255 0      0
AGRIUM INC                     FS           008916108     877.1        8779SH       SOLE       0       8779   0      0
AIR PRODS & CHEMS INC          COM          009158106    1482.6       17646SH       SOLE       0       17646  0      0
AIRGAS INC                     COM          009363102    1897.9       20790SH       SOLE       0       20790  0      0
AKAMAI TECHNOLOGIES INC        COM          00971T101     120.5        2945SH       SOLE       0       2945   0      0
AKORN INC                      COM          009728106      40.8        3055SH       SOLE       0       3055   0      0
ALASKA AIR GROUP INC           COM          011659109     433.6       10063SH       SOLE       0       10063  0      0
ALBANY INTL CORP CL            COM          012348108      1388       61200SH       SOLE       0       61200  0      0
ALBEMARLE CORP                 COM          012653101    1413.9       22760SH       SOLE       0       22760  0      0
ALERE INC NOTE  3.000%         CB           01449JAA3      70.1       75000SH       SOLE       0       75000  0      0
ALEXANDRIA REAL ESTATE EQ IN   COM          015271109   11710.6      168935SH       SOLE       0       168935 0      0
ALEXION PHARMACEUTICALS INC    COM          015351109   22304.3      237760SH       SOLE       0       237760 0      0
ALIGN TECHNOLOGY INC           COM          016255101      35.6        1284SH       SOLE       0       1284   0      0
ALLEGHANY CORP DEL             COM          017175100       155         462SH       SOLE       0       462    0      0
ALLEGHENY TECHNOLOGIES INC     COM          01741R102    2195.6       72319SH       SOLE       0       72319  0      0
ALLERGAN INC                   COM          018490102   35371.1      385600SH       SOLE       0       385600 0      0
ALLIANCE RES PARTNER L P UT LT COM          01877R108     174.2        3000SH       SOLE       0       3000   0      0
ALLIANCEBERNSTEIN HOLDING LP U COM          01881G106     160.4        9200SH       SOLE       0       9200   0      0
ALLIED WRLD ASSUR COM HLDG A   COM          H01531104    2931.4       37200SH       SOLE       0       37200  0      0
ALLOT COMMUNICATIONS LTD       COM          M0854Q105       4.8         270SH       SOLE       0       270    0      0
ALLSCRIPTS HEALTHCARE SOLUTN   COM          01988P108     140.1       14872SH       SOLE       0       14872  0      0
ALLSTATE CORP                  COM          020002101    8327.6      207310SH       SOLE       0       207310 0      0
ALON USA ENERGY INC            COM          020520102     144.7        8000SH       SOLE       0       8000   0      0
ALTERA CORP                    COM          021441100    6437.7      186925SH       SOLE       0       186925 0      0
ALTERRA CAPITAL HOLDINGS LIM   COM          G0229R108    1488.4       52800SH       SOLE       0       52800  0      0
ALTRA HOLDINGS INC             COM          02208R106       258       11700SH       SOLE       0       11700  0      0
ALTRIA GROUP INC               COM          02209S103     18233      580300SH       SOLE       0       580300 0      0
AMAZON COM INC                 COM          023135106   66457.2      264622SH       SOLE       0       264622 0      0
AMEREN CORP                    COM          023608102     356.4       11600SH       SOLE       0       11600  0      0
AMERESCO INC CL                COM          02361E108     344.7       35140SH       SOLE       0       35140  0      0
AMERICA MOVIL SAB DE CV SPON A FS           02364W105     172.4        7450SH       SOLE       0       7450   0      0
AMERICAN ASSETS TR INC         COM          024013104    3784.5      135500SH       SOLE       0       135500 0      0
AMERICAN AXLE & MFG HLDGS IN   COM          024061103     239.7       21400SH       SOLE       0       21400  0      0
AMERICAN CAMPUS CMNTYS INC     COM          024835100    5157.2      111797SH       SOLE       0       111797 0      0
AMERICAN EAGLE OUTFITTERS NE   COM          02553E106      51.3        2500SH       SOLE       0       2500   0      0
AMERICAN ELEC PWR INC          COM          025537101    4592.4      107600SH       SOLE       0       107600 0      0
AVAGO TECHNOLOGIES LTD         COM          Y0486S104    4619.2      145899SH       SOLE       0       145899 0      0
AVALONBAY CMNTYS INC           COM          053484101   15335.2      113100SH       SOLE       0       113100 0      0
AVERY DENNISON CORP            COM          053611109     310.8        8900SH       SOLE       0       8900   0      0
AVG TECHNOLOGIES N V           COM          N07831105       104        6571SH       SOLE       0       6571   0      0
AVISTA CORP                    COM          05379B107     200.1        8300SH       SOLE       0       8300   0      0
AVNET INC                      COM          053807103    1597.6       52193SH       SOLE       0       52193  0      0
AXIS CAPITAL HOLDINGS INV      COM          G0692U109    7153.2      206500SH       SOLE       0       206500 0      0
B/E AEROSPACE INC              COM          073302101    8026.5      162480SH       SOLE       0       162480 0      0
BAIDU INC SPON ADR REP         FS           056752108   48685.9      485451SH       SOLE       0       485451 0      0
BAKER HUGHES INC               COM          057224107      1138       27864SH       SOLE       0       27864  0      0
BALDWIN & LYONS INC CL         COM          057755209     174.2        7300SH       SOLE       0       7300   0      0
BALL CORP                      COM          058498106     519.1       11600SH       SOLE       0       11600  0      0
BANCO BRADESCO S A SP ADR PFD  FS           059460303   14947.1      860511SH       SOLE       0       860511 0      0
BANCOLOMBIA S A SPON ADR       FS           05968L102   17024.5      255700SH       SOLE       0       255700 0      0
BANCORPSOUTH INC               COM          059692103      58.2        4000SH       SOLE       0       4000   0      0
BANK NEW YORK MELLON CORP      COM          064058100    3278.8      127581SH       SOLE       0       127581 0      0
BANK NOVA SCOTIA HALIFAX       COM          064149107    1102.6       19050SH       SOLE       0       19050  0      0
BANK OF AMERICA CORPORATION    COM          060505104   15610.8     1345757SH       SOLE       0       13457570      0
BANK OF AMERICA CORPORATION 7. PFD          060505682   12793.7       11272SH       SOLE       0       11272  0      0
BANKUNITED INC                 COM          06652K103    6187.1      253154SH       SOLE       0       253154 0      0
BARCLAYS BK PLC IPMS INDIA     COM          06739F291      21.2         357SH       SOLE       0       357    0      0
BARD C R INC                   COM          067383109    1417.2       14500SH       SOLE       0       14500  0      0
BARNES GROUP INC               COM          067806109     101.1        4500SH       SOLE       0       4500   0      0
BARRETT BILL CORP              COM          06846N104        64        3600SH       SOLE       0       3600   0      0
BARRICK GOLD CORP              COM          067901108    5675.5      162110SH       SOLE       0       162110 0      0
BAXTER INTL INC                COM          071813109    3746.3       56200SH       SOLE       0       56200  0      0
BB^T CORP                      COM          054937107    2468.5       84800SH       SOLE       0       84800  0      0
BEAM INC                       COM          073730103    6785.5      111074SH       SOLE       0       111074 0      0
BEAZER HOMES USA INC UNIT      PFD          07556Q709     159.6        5600SH       SOLE       0       5600   0      0
BECTON DICKINSON & CO          COM          075887109      3734       47755SH       SOLE       0       47755  0      0
BED BATH & BEYOND INC          COM          075896100    1118.2       20000SH       SOLE       0       20000  0      0
BEL FUSE INC CL                COM          077347300     134.9        6900SH       SOLE       0       6900   0      0
BELDEN INC                     COM          077454106    2995.9       66590SH       SOLE       0       66590  0      0
BELO CORP COM SER              COM          080555105       171       22300SH       SOLE       0       22300  0      0
BEMIS INC                      COM          081437105     415.5       12417SH       SOLE       0       12417  0      0
BERKLEY W R CORP               COM          084423102    1888.1       50030SH       SOLE       0       50030  0      0
BERKSHIRE HATHAWAY INC DEL CL  COM          084670702      1092       12174SH       SOLE       0       12174  0      0
BERRY PETE CO CL               COM          085789105     124.1        3700SH       SOLE       0       3700   0      0
BGC PARTNERS INC NOTE  4.500%  NOTE         05541TAD3      36.7       40000SH       SOLE       0       40000  0      0
BHP BILLITON LTD SPONSORED     FS           088606108   19876.7      253400SH       SOLE       0       253400 0      0
BIG LOTS INC                   COM          089302103     261.8        9200SH       SOLE       0       9200   0      0
BIOGEN IDEC INC                COM          09062X103   57724.6      393568SH       SOLE       0       393568 0      0
BIOMARIN PHARMACEUTICAL INC    COM          09061G101     371.8        7550SH       SOLE       0       7550   0      0
BIOMED REALTY TRUST INC        COM          09063H107    5470.4      283000SH       SOLE       0       283000 0      0
BJS RESTAURANTS INC            COM          09180C106    1397.6       42479SH       SOLE       0       42479  0      0
BLACKBAUD INC                  COM          09227Q100      1339       58650SH       SOLE       0       58650  0      0
BLACKROCK INC                  COM          09247X101   19114.5       92470SH       SOLE       0       92470  0      0
BLACKROCK KELSO CAPITAL CORP   COM          092533108      35.2        3500SH       SOLE       0       3500   0      0
BLOCK H & R INC                COM          093671105    1174.8       63264SH       SOLE       0       63264  0      0
BMC SOFTWARE INC               COM          055921100    2087.1       52625SH       SOLE       0       52625  0      0
BOB EVANS FARMS INC            COM          096761101    3063.2       76200SH       SOLE       0       76200  0      0
BOEING CO                      COM          097023105    2751.4       36510SH       SOLE       0       36510  0      0
BOK FINL CORP COM              COM          05561Q201     103.5        1900SH       SOLE       0       1900   0      0
BONANZA CREEK ENERGY INC       COM          097793103     881.6       31723SH       SOLE       0       31723  0      0
BORGWARNER INC                 COM          099724106   25310.5      353400SH       SOLE       0       353400 0      0
BOSTON PRIVATE FINL HLDGS IN   COM          101119105     140.6       15600SH       SOLE       0       15600  0      0
BOSTON PROPERTIES INC          COM          101121101   15712.8      148500SH       SOLE       0       148500 0      0
BOSTON SCIENTIFIC CORP         COM          101137107     330.7       57709SH       SOLE       0       57709  0      0
BP PLC SPONSORED               FS           055622104     12188      292700SH       SOLE       0       292700 0      0
BRADY CORP CL                  COM          104674106      73.4        2198SH       SOLE       0       2198   0      0
CERNER CORP                    COM          156782104   31848.5      410207SH       SOLE       0       410207 0      0
CF INDS HLDGS INC              COM          125269100      2377       11700SH       SOLE       0       11700  0      0
CHART INDS INC COM PAR         COM          16115Q308    1586.1       23791SH       SOLE       0       23791  0      0
CHARTER COMMUNICATIONS INC D C COM          16117M305    4028.5       52840SH       SOLE       0       52840  0      0
CHECK POINT SOFTWARE TECH LT   FS           M22465104   23370.8      490571SH       SOLE       0       490571 0      0
CHEESECAKE FACTORY INC         COM          163072101     700.7       21416SH       SOLE       0       21416  0      0
CHESAPEAKE ENERGY CORP NOTE    CB           165167CB1      29.9       37000SH       SOLE       0       37000  0      0
CHESAPEAKE ENERGY CORP NOTE  2 CB           165167BZ9     216.9      241000SH       SOLE       0       241000 0      0
CHEVRON CORP NEW               COM          166764100   24122.6      223068SH       SOLE       0       223068 0      0
CHICOS FAS INC                 COM          168615102    4472.3      242268SH       SOLE       0       242268 0      0
CHILDRENS PL RETAIL STORES I   COM          168905107    3707.1       83700SH       SOLE       0       83700  0      0
CHIMERA INVT CORP              COM          16934Q109      71.3       27300SH       SOLE       0       27300  0      0
CHINA MOBILE LIMITED SPONSORED FS           16941M109       5.2          89SH       SOLE       0       89     0      0
CHIPOTLE MEXICAN GRILL INC     COM          169656105     624.7        2100SH       SOLE       0       2100   0      0
CHUBB CORP                     COM          171232101   12532.5      166390SH       SOLE       0       166390 0      0
CHURCH & DWIGHT INC            COM          171340102    1278.4       23864SH       SOLE       0       23864  0      0
CIGNA CORPORATION              COM          125509109    1695.7       31719SH       SOLE       0       31719  0      0
CIMAREX ENERGY CO              COM          171798101    5303.4       91866SH       SOLE       0       91866  0      0
CINCINNATI FINL CORP           COM          172062101    1018.2       26000SH       SOLE       0       26000  0      0
CINTAS CORP                    COM          172908105    1010.1       24696SH       SOLE       0       24696  0      0
CISCO SYS INC                  COM          17275R102     24927     1268551SH       SOLE       0       12685510      0
CIT GROUP INC COM              COM          125581801    1731.1       44800SH       SOLE       0       44800  0      0
CITIGROUP INC COM              COM          172967424   12417.1      313879SH       SOLE       0       313879 0      0
CITRIX SYS INC                 COM          177376100    6674.9      101520SH       SOLE       0       101520 0      0
CITY NATL CORP                 COM          178566105      49.5        1000SH       SOLE       0       1000   0      0
CLARCOR INC                    COM          179895107    1523.2       31880SH       SOLE       0       31880  0      0
CLEARWATER PAPER CORP          COM          18538R103    2521.9       64400SH       SOLE       0       64400  0      0
CLECO CORP NEW                 COM          12561W105         0           0SH       SOLE       0       0      0      0
CLIFFS NATURAL RESOURCES INC   COM          18683K101      23.1         600SH       SOLE       0       600    0      0
CLOROX CO DEL                  COM          189054109     414.1        5656SH       SOLE       0       5656   0      0
CLOUD PEAK ENERGY INC          COM          18911Q102    2437.5      126100SH       SOLE       0       126100 0      0
CME GROUP INC                  COM          12572Q105    1169.4       23060SH       SOLE       0       23060  0      0
CMS ENERGY CORP                COM          125896100    4936.9      202500SH       SOLE       0       202500 0      0
CNOOC LTD SPONSORED            FS           126132109     163.9         745SH       SOLE       0       745    0      0
COACH INC                      COM          189754104   14501.4      261240SH       SOLE       0       261240 0      0
COBALT INTL ENERGY INC NOTE    CB           19075FAA4     151.4      150000SH       SOLE       0       150000 0      0
COCA COLA CO                   COM          191216100   13439.3      370738SH       SOLE       0       370738 0      0
COCA COLA ENTERPRISES INC NE   COM          19122T109     519.5       16372SH       SOLE       0       16372  0      0
COEUR D ALENE MINES CORP IDA C COM          192108504     410.5       16685SH       SOLE       0       16685  0      0
COGENT COMM GROUP INC COM      COM          19239V302    1889.5       83460SH       SOLE       0       83460  0      0
COGNEX CORP                    COM          192422103    1932.2       52477SH       SOLE       0       52477  0      0
COGNIZANT TECHNOLOGY SOLUTIO C COM          192446102    1528.8       20645SH       SOLE       0       20645  0      0
COHERENT INC                   COM          192479103    2475.3       48900SH       SOLE       0       48900  0      0
COLFAX CORP                    COM          194014106    6185.7      153300SH       SOLE       0       153300 0      0
COLGATE PALMOLIVE CO           COM          194162103    7145.3       68350SH       SOLE       0       68350  0      0
COLONY FINL INC                COM          19624R106        76        3900SH       SOLE       0       3900   0      0
COMCAST CORP NEW CL            COM          20030N101   27348.8      731642SH       SOLE       0       731642 0      0
COMERICA INC                   COM          200340107    4161.1      137150SH       SOLE       0       137150 0      0
COMMERCE BANCSHARES INC        COM          200525103   12297.9      350766SH       SOLE       0       350766 0      0
COMMONWEALTH REIT COM SH BEN   COM          203233101      74.4        4700SH       SOLE       0       4700   0      0
COMMUNITY BK SYS INC           COM          203607106      71.1        2600SH       SOLE       0       2600   0      0
COMMUNITY HEALTH SYS INC NEW   COM          203668108      89.1        2900SH       SOLE       0       2900   0      0
COMMVAULT SYSTEMS INC          COM          204166102     357.8        5133SH       SOLE       0       5133   0      0
COMPANHIA DE BEBIDAS DAS AME S FS           20441W203     817.8       19475SH       SOLE       0       19475  0      0
COMPANHIA DE SANEAMENTO BASI S FS           20441A102     635.1        7600SH       SOLE       0       7600   0      0
COMPANHIA ENERGETICA DE MINA S FS           204409601         0           0SH       SOLE       0       0      0      0
COMPANHIA PARANAENSE ENERG C S FS           20441B407     265.6       17300SH       SOLE       0       17300  0      0
COMPASS DIVERSIFIED HOLDINGS S COM          20451Q104      61.8        4200SH       SOLE       0       4200   0      0
COMPASS MINERALS INTL INC      COM          20451N101     386.5        5174SH       SOLE       0       5174   0      0
DIAGEO P L C SPON ADR          FS           25243Q205    6453.9       55360SH       SOLE       0       55360  0      0
DIAMONDROCK HOSPITALITY CO     COM          252784301    2704.5      300500SH       SOLE       0       300500 0      0
DICKS SPORTING GOODS INC       COM          253393102       9.3         204SH       SOLE       0       204    0      0
DIEBOLD INC                    COM          253651103     157.7        5152SH       SOLE       0       5152   0      0
DIGITAL RLTY TR INC            COM          253868103    3568.8       52567SH       SOLE       0       52567  0      0
DINEEQUITY INC                 COM          254423106      2412       36000SH       SOLE       0       36000  0      0
DIODES INC                     COM          254543101     157.9        9100SH       SOLE       0       9100   0      0
DIRECTV                        COM          25490A309     285.9        5700SH       SOLE       0       5700   0      0
DISCOVER FINL SVCS             COM          254709108     25378      658315SH       SOLE       0       658315 0      0
DISCOVERY COMMUNICATNS NEW COM COM          25470F104   14936.8      235300SH       SOLE       0       235300 0      0
DISCOVERY COMMUNICATNS NEW COM COM          25470F302     10688      182700SH       SOLE       0       182700 0      0
DISNEY WALT CO COM             COM          254687106     18247      366480SH       SOLE       0       366480 0      0
DOLE FOOD CO INC NEW           COM          256603101        78        6800SH       SOLE       0       6800   0      0
DOLLAR GEN CORP NEW            COM          256677105   26537.8      601900SH       SOLE       0       601900 0      0
DOLLAR TREE INC                COM          256746108    8270.2      203900SH       SOLE       0       203900 0      0
DOMINION RES INC VA NEW        COM          25746U109       834       16100SH       SOLE       0       16100  0      0
DONNELLEY R R & SONS CO        COM          257867101       5.4         600SH       SOLE       0       600    0      0
DOVER CORP                     COM          260003108     319.3        4859SH       SOLE       0       4859   0      0
DOW CHEM CO                    COM          260543103    9819.9      303834SH       SOLE       0       303834 0      0
DR PEPPER SNAPPLE GROUP INC    COM          26138E109    9120.7      206443SH       SOLE       0       206443 0      0
DST SYS INC DEL                COM          233326107     393.9        6500SH       SOLE       0       6500   0      0
DTE ENERGY CO                  COM          233331107     842.3       14026SH       SOLE       0       14026  0      0
DU PONT E I DE NEMOURS & CO    COM          263534109    9885.4      219821SH       SOLE       0       219821 0      0
DUKE ENERGY CORP NEW COM       COM          26441C204    2714.5       42547SH       SOLE       0       42547  0      0
DUN & BRADSTREET CORP DEL NE   COM          26483E100     235.9        3000SH       SOLE       0       3000   0      0
DUNKIN BRANDS GROUP INC        COM          265504100      32.7         986SH       SOLE       0       986    0      0
DUPONT FABROS TECHNOLOGY INC   COM          26613Q106    5627.4      232923SH       SOLE       0       232923 0      0
DYNAMIC MATLS CORP             COM          267888105     130.8        9411SH       SOLE       0       9411   0      0
E M C CORP MASS                COM          268648102   54443.9     2151933SH       SOLE       0       21519330      0
E TRADE FINANCIAL CORP COM     COM          269246401         0           0SH       SOLE       0       0      0      0
EAST WEST BANCORP INC          COM          27579R104    5907.1      274879SH       SOLE       0       274879 0      0
EASTMAN CHEM CO                COM          277432100    3994.5       58700SH       SOLE       0       58700  0      0
EATON CORP PLC                 FS           G29183103   10419.6      192243SH       SOLE       0       192243 0      0
EBAY INC                       COM          278642103   85210.2     1670133SH       SOLE       0       16701330      0
ECHOSTAR CORP CL               COM          278768106    3839.6      112202SH       SOLE       0       112202 0      0
ECOLAB INC                     COM          278865100   36845.9      512460SH       SOLE       0       512460 0      0
E-COMMERCE CHINA DANGDANG IN S FS           26833A105         0           0SH       SOLE       0       0      0      0
ECOPETROL S A SPONSORED        FS           279158109     202.9        3400SH       SOLE       0       3400   0      0
EDISON INTL                    COM          281020107    2963.7       65582SH       SOLE       0       65582  0      0
EDWARDS LIFESCIENCES CORP      COM          28176E108     26592      294910SH       SOLE       0       294910 0      0
EL PASO ELEC CO COM            COM          283677854       205        6425SH       SOLE       0       6425   0      0
EL PASO PIPELINE PARTNERS L CO COM          283702108    5774.6      156196SH       SOLE       0       156196 0      0
ELIZABETH ARDEN INC            COM          28660G106    3021.5       67129SH       SOLE       0       67129  0      0
EMBRAER S A SP ADR REP 4       FS           29082A107   19711.4      691385SH       SOLE       0       691385 0      0
EMCOR GROUP INC                COM          29084Q100     138.4        4000SH       SOLE       0       4000   0      0
EMERSON ELEC CO                COM          291011104     351.1        6629SH       SOLE       0       6629   0      0
EMPIRE DIST ELEC CO            COM          291641108     176.2        8645SH       SOLE       0       8645   0      0
ENBRIDGE ENERGY PARTNERS L P   COM          29250R106     131.1        4700SH       SOLE       0       4700   0      0
ENCANA CORP                    COM          292505104      94.8        4800SH       SOLE       0       4800   0      0
ENCORE CAP GROUP INC           COM          292554102     148.7        4856SH       SOLE       0       4856   0      0
ENCORE WIRE CORP               COM          292562105     139.4        4600SH       SOLE       0       4600   0      0
ENDOLOGIX INC                  COM          29266S106    2127.7      149417SH       SOLE       0       149417 0      0
ENDURANCE SPECIALTY HLDGS LT   COM          G30397106      76.2        1919SH       SOLE       0       1919   0      0
ENERGIZER HLDGS INC            COM          29266R108     139.4        1743SH       SOLE       0       1743   0      0
ENERGY XXI (BERMUDA) LTD USD U COM          G10082140         0           0SH       SOLE       0       0      0      0
ENERSIS S A SPONSORED          FS           29274F104     123.9        6800SH       SOLE       0       6800   0      0
ENSCO PLC SHS CLASS            COM          G3157S106    4174.5       70420SH       SOLE       0       70420  0      0
ENTERCOM COMMUNICATIONS CORP C COM          293639100     186.4       26700SH       SOLE       0       26700  0      0
ENTERGY CORP NEW               COM          29364G103      63.8        1000SH       SOLE       0       1000   0      0
FRANCE TELECOM SPONSORED       FS           35177Q105     437.6       39600SH       SOLE       0       39600  0      0
FRANKLIN RES INC               COM          354613101   24777.6      197117SH       SOLE       0       197117 0      0
FREEPORT-MCMORAN COPPER & GO   COM          35671D857    3556.5      103990SH       SOLE       0       103990 0      0
FREIGHTCAR AMER INC            COM          357023100     118.8        5300SH       SOLE       0       5300   0      0
FRESH MKT INC                  COM          35804H106    1827.4       38000SH       SOLE       0       38000  0      0
FRONTIER COMMUNICATIONS CORP   COM          35906A108     269.6       63000SH       SOLE       0       63000  0      0
FULTON FINL CORP PA            COM          360271100     108.6       11300SH       SOLE       0       11300  0      0
FUSION-IO INC                  COM          36112J107    1263.8       55114SH       SOLE       0       55114  0      0
GANNETT INC                    COM          364730101     745.6       41400SH       SOLE       0       41400  0      0
GAP INC DEL                    COM          364760108    2421.1       78000SH       SOLE       0       78000  0      0
GARDNER DENVER INC             COM          365558105      82.2        1200SH       SOLE       0       1200   0      0
GARMIN LTD                     COM          H2906T109    4090.2      100200SH       SOLE       0       100200 0      0
GENERAL CABLE CORP DEL NEW FRN NOTE         369300AL2     119.7      111000SH       SOLE       0       111000 0      0
GENERAL DYNAMICS CORP          COM          369550108    1876.2       27086SH       SOLE       0       27086  0      0
GENERAL ELECTRIC CO            COM          369604103   14174.8      675311SH       SOLE       0       675311 0      0
GENERAL MLS INC                COM          370334104    1734.4       42920SH       SOLE       0       42920  0      0
GENERAL MTRS CO                COM          37045V100    6028.4      209100SH       SOLE       0       209100 0      0
GENESCO INC                    COM          371532102       253        4600SH       SOLE       0       4600   0      0
GENESEE & WYO INC CL           COM          371559105    1641.3       21573SH       SOLE       0       21573  0      0
GENTEX CORP                    COM          371901109    1258.6       66875SH       SOLE       0       66875  0      0
GENUINE PARTS CO               COM          372460105    1093.6       17200SH       SOLE       0       17200  0      0
GEO GROUP INC                  COM          36159R103     145.2        5148SH       SOLE       0       5148   0      0
GEOSPACE TECHNOLOGIES CORP     COM          37364X109     388.4        4370SH       SOLE       0       4370   0      0
GILDAN ACTIVEWEAR INC          FS           375916103     658.8       18009SH       SOLE       0       18009  0      0
GILEAD SCIENCES INC            COM          375558103   43936.9      598188SH       SOLE       0       598188 0      0
GLOBAL PMTS INC                COM          37940X102    7673.8      169400SH       SOLE       0       169400 0      0
GLOBAL X FDS FTSE NORDIC       MF           37950E101      14.4         738SH       SOLE       0       738    0      0
GLOBE SPECIALTY METALS INC     COM          37954N206      48.1        3500SH       SOLE       0       3500   0      0
GNC HLDGS INC COM CL           COM          36191G107     672.4       20204SH       SOLE       0       20204  0      0
GOLDMAN SACHS GROUP INC        COM          38141G104    5652.1       44309SH       SOLE       0       44309  0      0
GOODYEAR TIRE & RUBR CO PFD    CB           382550309      54.4      116000SH       SOLE       0       116000 0      0
GOOGLE INC CL                  COM          38259P508  112947.3      159222SH       SOLE       0       159222 0      0
GOVERNMENT PPTYS INCOME TR COM COM          38376A103      55.1        2300SH       SOLE       0       2300   0      0
GRACE W R & CO DEL NEW         COM          38388F108     355.2        5284SH       SOLE       0       5284   0      0
GRACO INC                      COM          384109104    2319.6       45050SH       SOLE       0       45050  0      0
GRAINGER W W INC               COM          384802104   16816.9       83100SH       SOLE       0       83100  0      0
GRANITE CONSTR INC             COM          387328107      90.8        2700SH       SOLE       0       2700   0      0
GRAPHIC PACKAGING HLDG CO      COM          388689101     141.5       21900SH       SOLE       0       21900  0      0
GREAT PLAINS ENERGY INC        COM          391164100       811       39929SH       SOLE       0       39929  0      0
GREEN DOT CORP CL              COM          39304D102     147.6       12100SH       SOLE       0       12100  0      0
GREENBRIER COS INC NOTE  3.500 CB           393657AH4      45.4       50000SH       SOLE       0       50000  0      0
GREENHILL & CO INC             COM          395259104    1097.7       21113SH       SOLE       0       21113  0      0
GREENWAY MED TECHNOLOGIES IN   COM          39679B103     628.2       40900SH       SOLE       0       40900  0      0
GREIF INC CL                   COM          397624107     138.3        3107SH       SOLE       0       3107   0      0
GRIFFON CORP                   COM          398433102    2776.1      242244SH       SOLE       0       242244 0      0
GRUPO TELEVISA SA SPON ADR REP FS           40049J206     495.9       18656SH       SOLE       0       18656  0      0
GUESS INC                      COM          401617105    1526.4       62200SH       SOLE       0       62200  0      0
GUIDEWIRE SOFTWARE INC         COM          40171V100     431.5       14518SH       SOLE       0       14518  0      0
GULFPORT ENERGY CORP COM       COM          402635304     999.3       26147SH       SOLE       0       26147  0      0
HAIN CELESTIAL GROUP INC       COM          405217100    2054.9       37899SH       SOLE       0       37899  0      0
HALLIBURTON CO                 COM          406216101    4122.6      118840SH       SOLE       0       118840 0      0
HANCOCK HLDG CO                COM          410120109     371.4       11700SH       SOLE       0       11700  0      0
HANESBRANDS INC                COM          410345102     661.2       18460SH       SOLE       0       18460  0      0
HANOVER INS GROUP INC          COM          410867105     794.2       20500SH       SOLE       0       20500  0      0
HARLEY DAVIDSON INC            COM          412822108     11613      237776SH       SOLE       0       237776 0      0
HARMAN INTL INDS INC           COM          413086109    7728.1      173120SH       SOLE       0       173120 0      0
HARRIS CORP DEL                COM          413875105    4117.7       84103SH       SOLE       0       84103  0      0
HARRIS TEETER SUPERMARKETS I   COM          414585109      38.6        1000SH       SOLE       0       1000   0      0
HARSCO CORP                    COM          415864107     159.8        6800SH       SOLE       0       6800   0      0
HARTFORD FINL SVCS GROUP INC   COM          416515104    7090.8      315990SH       SOLE       0       315990 0      0
ILLUMINA INC                   COM          452327109   10596.6      190620SH       SOLE       0       190620 0      0
IMAX CORP                      FS           45245E109    1047.6       46600SH       SOLE       0       46600  0      0
IMPAX LABORATORIES INC         COM          45256B101     328.3       16030SH       SOLE       0       16030  0      0
INCYTE CORP                    COM          45337C102      79.7        4798SH       SOLE       0       4798   0      0
INFINITY PPTY & CAS CORP       COM          45665Q103     250.4        4300SH       SOLE       0       4300   0      0
INFOSYS LTD SPONSORED          FS           456788108     345.5        8168SH       SOLE       0       8168   0      0
INGERSOLL-RAND PLC             COM          G47791101    4940.4      103010SH       SOLE       0       103010 0      0
INGRAM MICRO INC CL            COM          457153104      1704      100710SH       SOLE       0       100710 0      0
INNOPHOS HOLDINGS INC          COM          45774N108     148.8        3200SH       SOLE       0       3200   0      0
INSPERITY INC                  COM          45778Q107    1853.6       56930SH       SOLE       0       56930  0      0
INSULET CORP                   COM          45784P101    1412.2       66550SH       SOLE       0       66550  0      0
INTEGRA LIFESCIENCES HLDGS C C COM          457985208      77.9        2000SH       SOLE       0       2000   0      0
INTEGRYS ENERGY GROUP INC      COM          45822P105     334.2        6400SH       SOLE       0       6400   0      0
INTEL CORP                     COM          458140100     20824     1009406SH       SOLE       0       10094060      0
INTEL CORP SDCV  3.250%        CB           458140AF7      91.4       78000SH       SOLE       0       78000  0      0
INTER PARFUMS INC              COM          458334109    1443.9       74200SH       SOLE       0       74200  0      0
INTERCONTINENTALEXCHANGE INC   COM          45865V100    2661.9       21500SH       SOLE       0       21500  0      0
INTERFACE INC                  COM          458665304       3.9         244SH       SOLE       0       244    0      0
INTERNAP NETWORK SVCS CORP COM COM          45885A300     161.8       23310SH       SOLE       0       23310  0      0
INTERNATIONAL BUSINESS MACHS   COM          459200101     61215      319577SH       SOLE       0       319577 0      0
INTERNATIONAL FLAVORS^FRAGRA   COM          459506101    6407.8       96300SH       SOLE       0       96300  0      0
INTERNATIONAL GAME TECHNOLOG   COM          459902102     270.8       19111SH       SOLE       0       19111  0      0
INTERNATIONAL GAME TECHNOLOG N CB           459902AQ5   10108.9     9645000SH       SOLE       0       96450000      0
INTERNATIONAL SPEEDWAY CORP CL COM          460335201      45.8        1660SH       SOLE       0       1660   0      0
INTEROIL CORP                  FS           460951106    1472.7       26520SH       SOLE       0       26520  0      0
INTERPUBLIC GROUP COS INC      COM          460690100     253.1       22963SH       SOLE       0       22963  0      0
INTERSIL CORP CL               COM          46069S109     958.3      115600SH       SOLE       0       115600 0      0
INTERVAL LEISURE GROUP INC     COM          46113M108     956.4       49324SH       SOLE       0       49324  0      0
INTERXION HOLDING N.V          COM          N47279109    5818.1      244868SH       SOLE       0       244868 0      0
INTEVAC INC                    COM          461148108     224.3       49090SH       SOLE       0       49090  0      0
INTL PAPER CO                  COM          460146103    5802.3      145639SH       SOLE       0       145639 0      0
INTRALINKS HLDGS INC           COM          46118H104     145.5       23580SH       SOLE       0       23580  0      0
INTREPID POTASH INC            COM          46121Y102     136.3        6400SH       SOLE       0       6400   0      0
INTUIT                         COM          461202103   27707.4      465670SH       SOLE       0       465670 0      0
INTUITIVE SURGICAL INC COM     COM          46120E602   37263.2       75990SH       SOLE       0       75990  0      0
INVESCO LTD                    COM          G491BT108    3930.7      150660SH       SOLE       0       150660 0      0
INVESTMENT TECHNOLOGY GRP NE   COM          46145F105      54.9        6100SH       SOLE       0       6100   0      0
IPG PHOTONICS CORP             COM          44980X109    1880.9       28221SH       SOLE       0       28221  0      0
IRON MTN INC                   COM          462846106     201.8        6500SH       SOLE       0       6500   0      0
IRONWOOD PHARMACEUTICALS INC C COM          46333X108     822.3       74147SH       SOLE       0       74147  0      0
ISHARES INC MSCI               COM          464286749      13.9         519SH       SOLE       0       519    0      0
ISHARES INC MSCI               MF           464286830    1180.1       78000SH       SOLE       0       78000  0      0
ISHARES INC MSCI               MF           464286848      98.5       10099SH       SOLE       0       10099  0      0
ISHARES INC MSCI CDA           MF           464286509      16.8         593SH       SOLE       0       593    0      0
ISHARES INC MSCI EMU           MF           464286608     136.3        4075SH       SOLE       0       4075   0      0
ISHARES INC MSCI PAC J         MF           464286665      23.8         504SH       SOLE       0       504    0      0
ISHARES INC MSCI TURKEY        MF           464286715      13.8         207SH       SOLE       0       207    0      0
ISHARES INC MSCI UTD           MF           464286699   11089.8      618162SH       SOLE       0       618162 0      0
ISHARES TR                     MF           464287614     374.1        5712SH       SOLE       0       5712   0      0
ISHARES TR INDONE INVS         MF           46429B309     771.6       25500SH       SOLE       0       25500  0      0
ISHARES TR MSCI ACWI           MF           464288257      66.2        1377SH       SOLE       0       1377   0      0
ISHARES TR MSCI EAFE           MF           464287465   27500.5      483993SH       SOLE       0       483993 0      0
ISHARES TR MSCI EMERG          MF           464287234    1594.6       35954SH       SOLE       0       35954  0      0
ISHARES TR MSCI SMALL          MF           464288273      28.2         692SH       SOLE       0       692    0      0
ISHARES TR RUSL 2000           MF           464287630         0           0SH       SOLE       0       0      0      0
ISHARES TR RUSL 2000           MF           464287648      12.6         132SH       SOLE       0       132    0      0
ISHARES TR RUSSELL             MF           464287655     404.6        4800SH       SOLE       0       4800   0      0
ISHARES TR RUSSELL MCP         MF           464287473     605.2       12046SH       SOLE       0       12046  0      0
ISHARES TR S^P INDIA           MF           464289529    2551.2      102415SH       SOLE       0       102415 0      0
LEAR CORP COM                  COM          521865204    6562.3      140100SH       SOLE       0       140100 0      0
LEGGETT & PLATT INC            COM          524660107     514.5       18900SH       SOLE       0       18900  0      0
LENNAR CORP CL                 COM          526057104   15719.4      406500SH       SOLE       0       406500 0      0
LEVEL 3 COMMUNICATIONS INC COM COM          52729N308    4700.1      203380SH       SOLE       0       203380 0      0
LEXINGTON REALTY TRUST         COM          529043101     174.5       16700SH       SOLE       0       16700  0      0
LIBERTY GLOBAL INC COM SER     COM          530555101    2454.6       38968SH       SOLE       0       38968  0      0
LIBERTY INTERACTIVE CORP INT C COM          53071M104    1625.1       82575SH       SOLE       0       82575  0      0
LIBERTY PPTY TR SH BEN         COM          531172104    6481.5      181199SH       SOLE       0       181199 0      0
LIFE TECHNOLOGIES CORP         COM          53217V109     232.7        4741SH       SOLE       0       4741   0      0
LIFE TIME FITNESS INC          COM          53217R207     108.3        2200SH       SOLE       0       2200   0      0
LIFEPOINT HOSPITALS INC        COM          53219L109     315.6        8361SH       SOLE       0       8361   0      0
LIFEPOINT HOSPITALS INC NOTE   CB           53219LAH2   11520.4    11151000SH       SOLE       0       11151000      0
LIFEPOINT HOSPITALS INC SDCV   CB           53219LAG4    8248.2     8197000SH       SOLE       0       81970000      0
LILLY ELI & CO                 COM          532457108    6516.4      132124SH       SOLE       0       132124 0      0
LIMITED BRANDS INC             COM          532716107    3298.9       70100SH       SOLE       0       70100  0      0
LIN TV CORP CL                 COM          532774106     191.3       25400SH       SOLE       0       25400  0      0
LINCOLN ELEC HLDGS INC         COM          533900106       415        8526SH       SOLE       0       8526   0      0
LINCOLN NATL CORP IND          COM          534187109    1624.9       62739SH       SOLE       0       62739  0      0
LINEAR TECHNOLOGY CORP         COM          535678106    1077.3       31408SH       SOLE       0       31408  0      0
LINEAR TECHNOLOGY CORP NOTE  3 CB           535678AC0     138.5      133000SH       SOLE       0       133000 0      0
LINKEDIN CORP COM CL           COM          53578A108     466.7        4065SH       SOLE       0       4065   0      0
LIQUIDITY SERVICES INC         COM          53635B107     151.9        3717SH       SOLE       0       3717   0      0
LITHIA MTRS INC CL             COM          536797103      63.6        1700SH       SOLE       0       1700   0      0
LITTELFUSE INC                 COM          537008104       253        4100SH       SOLE       0       4100   0      0
LIVE NATION ENTERTAINMENT IN   COM          538034109    6850.3      735800SH       SOLE       0       735800 0      0
LIVE NATION ENTERTAINMENT IN N CB           538034AB5     140.6      142000SH       SOLE       0       142000 0      0
LKQ CORP                       COM          501889208    1520.8       72074SH       SOLE       0       72074  0      0
LOCKHEED MARTIN CORP           COM          539830109    3737.7       40500SH       SOLE       0       40500  0      0
LOEWS CORP                     COM          540424108    2954.8       72510SH       SOLE       0       72510  0      0
LOGMEIN INC                    COM          54142L109     551.3       24600SH       SOLE       0       24600  0      0
LORILLARD INC                  COM          544147101       105         900SH       SOLE       0       900    0      0
LOWES COS INC                  COM          548661107    8958.3      252203SH       SOLE       0       252203 0      0
LSI CORPORATION                COM          502161102         0           0SH       SOLE       0       0      0      0
LUCENT TECHNOLOGIES INC DBCV   CB           549463AH0     120.5      120000SH       SOLE       0       120000 0      0
LUFKIN INDS INC                COM          549764108      3768       64820SH       SOLE       0       64820  0      0
LULULEMON ATHLETICA INC        COM          550021109    1280.7       16800SH       SOLE       0       16800  0      0
LYONDELLBASELL INDUSTRIES N SH COM          N53745100    4470.1       78300SH       SOLE       0       78300  0      0
M & T BK CORP                  COM          55261F104    1191.5       12100SH       SOLE       0       12100  0      0
M D C HLDGS INC                COM          552676108     154.4        4200SH       SOLE       0       4200   0      0
MA COM TECHNOLOGY SOLUTIONS    COM          55405Y100     149.7       10000SH       SOLE       0       10000  0      0
MACERICH CO                    COM          554382101   11496.8      197200SH       SOLE       0       197200 0      0
MACK CALI RLTY CORP            COM          554489104     161.9        6200SH       SOLE       0       6200   0      0
MACYS INC                      COM          55616P104    1768.5       45324SH       SOLE       0       45324  0      0
MADDEN STEVEN LTD              COM          556269108     723.1       17106SH       SOLE       0       17106  0      0
MAGELLAN HEALTH SVCS INC COM   COM          559079207      63.7        1300SH       SOLE       0       1300   0      0
MAGELLAN MIDSTREAM PRTNRS LP C COM          559080106     103.7        2400SH       SOLE       0       2400   0      0
MAGNA INTL INC                 FS           559222401     230.1        4600SH       SOLE       0       4600   0      0
MAGNUM HUNTER RES CORP DEL     COM          55973B102      72.4       18157SH       SOLE       0       18157  0      0
MAKO SURGICAL CORP             COM          560879108    1481.5      115116SH       SOLE       0       115116 0      0
MANITOWOC INC                  COM          563571108       207       13200SH       SOLE       0       13200  0      0
MANPOWERGROUP INC              COM          56418H100    4770.3      112400SH       SOLE       0       112400 0      0
MANULIFE FINL CORP             FS           56501R106    1829.1      134589SH       SOLE       0       134589 0      0
MAP PHARMACEUTICALS INC        COM          56509R108     669.7       42629SH       SOLE       0       42629  0      0
MARATHON OIL CORP              COM          565849106    6245.4      203700SH       SOLE       0       203700 0      0
MARATHON PETE CORP             COM          56585A102    1820.7       28900SH       SOLE       0       28900  0      0
MARKETAXESS HLDGS INC          COM          57060D108     591.3       16750SH       SOLE       0       16750  0      0
MARRIOTT INTL INC NEW CL       COM          571903202    3744.8      100477SH       SOLE       0       100477 0      0
MARSH & MCLENNAN COS INC       COM          571748102   16375.8      475073SH       SOLE       0       475073 0      0
MARTEN TRANS LTD               COM          573075108     191.3       10400SH       SOLE       0       10400  0      0
MOODYS CORP                    COM          615369105     140.9        2800SH       SOLE       0       2800   0      0
MOOG INC CL                    COM          615394202      65.6        1600SH       SOLE       0       1600   0      0
MORGAN STANLEY COM             COM          617446448    1480.5       77430SH       SOLE       0       77430  0      0
MOSAIC CO NEW                  COM          61945C103    2708.4       47827SH       SOLE       0       47827  0      0
MOTOROLA SOLUTIONS INC COM     COM          620076307    2478.1       44506SH       SOLE       0       44506  0      0
MRC GLOBAL INC                 COM          55345K103    3165.2      113939SH       SOLE       0       113939 0      0
MSC INDL DIRECT INC CL         COM          553530106     591.7        7850SH       SOLE       0       7850   0      0
MSCI INC                       COM          55354G100    2163.1       69800SH       SOLE       0       69800  0      0
MUELLER INDS INC               COM          624756102        70        1400SH       SOLE       0       1400   0      0
MURPHY OIL CORP                COM          626717102     224.3        3767SH       SOLE       0       3767   0      0
MYLAN INC                      COM          628530107     332.5       12100SH       SOLE       0       12100  0      0
MYLAN INC NOTE  3.750%         NOTE         628530AJ6      72.3       34000SH       SOLE       0       34000  0      0
MYRIAD GENETICS INC            COM          62855J104    1427.9       52400SH       SOLE       0       52400  0      0
NABORS INDUSTRIES LTD          COM          G6359F103      83.7        5792SH       SOLE       0       5792   0      0
NANOMETRICS INC                COM          630077105     246.6       17100SH       SOLE       0       17100  0      0
NATIONAL BANKSHARES INC VA     COM          634865109     152.2        4700SH       SOLE       0       4700   0      0
NATIONAL FINL PARTNERS CORP    COM          63607P208     123.4        7200SH       SOLE       0       7200   0      0
NATIONAL HEALTHCARE CORP       COM          635906100     117.5        2500SH       SOLE       0       2500   0      0
NATIONAL OILWELL VARCO INC     COM          637071101   15806.1      231252SH       SOLE       0       231252 0      0
NATIONAL PENN BANCSHARES INC   COM          637138108       6.4         685SH       SOLE       0       685    0      0
NATIONAL PRESTO INDS INC       COM          637215104      48.4         700SH       SOLE       0       700    0      0
NATIONAL RETAIL PPTYS INC      COM          637417106      3354      107500SH       SOLE       0       107500 0      0
NAVISTAR INTL CORP NEW NOTE    CB           63934EAL2     123.3      135000SH       SOLE       0       135000 0      0
NETAPP INC                     COM          64110D104    1233.3       36761SH       SOLE       0       36761  0      0
NETSCOUT SYS INC               COM          64115T104     519.6       19994SH       SOLE       0       19994  0      0
NETSUITE INC                   COM          64118Q107     310.3        4611SH       SOLE       0       4611   0      0
NEUSTAR INC CL                 COM          64126X201    2244.3       53525SH       SOLE       0       53525  0      0
NEW YORK CMNTY BANCORP INC     COM          649445103       5.1         389SH       SOLE       0       389    0      0
NEWCASTLE INVT CORP            COM          65105M108      54.7        6300SH       SOLE       0       6300   0      0
NEWELL RUBBERMAID INC          COM          651229106    1217.8       54683SH       SOLE       0       54683  0      0
NEWFIELD EXPL CO               COM          651290108       142        5302SH       SOLE       0       5302   0      0
NEWMONT MINING CORP            COM          651639106    2799.6       60285SH       SOLE       0       60285  0      0
NEWS CORP CL                   COM          65248E104    3961.3      155100SH       SOLE       0       155100 0      0
NEWS CORP CL                   COM          65248E203    5377.9      204950SH       SOLE       0       204950 0      0
NEXSTAR BROADCASTING GROUP I C COM          65336K103     111.5       10531SH       SOLE       0       10531  0      0
NEXTERA ENERGY INC             COM          65339F101    1992.7       28800SH       SOLE       0       28800  0      0
NICE SYS LTD SPONSORED         FS           653656108     881.4       26326SH       SOLE       0       26326  0      0
NII HLDGS INC CL B             COM          62913F201     740.8      103900SH       SOLE       0       103900 0      0
NIKE INC CL                    COM          654106103    3351.4       64950SH       SOLE       0       64950  0      0
NISOURCE INC                   COM          65473P105      1180       47410SH       SOLE       0       47410  0      0
NOBLE CORPORATION BAAR NAMEN   COM          H5833N103       250        7180SH       SOLE       0       7180   0      0
NOBLE ENERGY INC               COM          655044105    9102.6       89469SH       SOLE       0       89469  0      0
NORDSTROM INC                  COM          655664100    5928.3      110810SH       SOLE       0       110810 0      0
NORFOLK SOUTHERN CORP          COM          655844108      80.4        1300SH       SOLE       0       1300   0      0
NORTHEAST UTILS                COM          664397106     186.9        4783SH       SOLE       0       4783   0      0
NORTHERN TR CORP               COM          665859104   20722.9      413135SH       SOLE       0       413135 0      0
NORTHROP GRUMMAN CORP          COM          666807102    5315.1       78649SH       SOLE       0       78649  0      0
NORTHWEST BANCSHARES INC MD    COM          667340103     975.4       80350SH       SOLE       0       80350  0      0
NORTHWESTERN CORP COM          COM          668074305      86.8        2500SH       SOLE       0       2500   0      0
NOVARTIS A G SPONSORED         FS           66987V109   17748.1      280381SH       SOLE       0       280381 0      0
NOVELLUS SYS INC NOTE  2.625%  CB           670008AD3      74.7       60000SH       SOLE       0       60000  0      0
NOVO-NORDISK A S               FS           670100205     10953       67110SH       SOLE       0       67110  0      0
NRG ENERGY INC COM             COM          629377508    2833.5      123250SH       SOLE       0       123250 0      0
NUANCE COMMUNICATIONS INC      COM          67020Y100        46        2060SH       SOLE       0       2060   0      0
NUANCE COMMUNICATIONS INC NOTE CB           67020YAF7     188.9      174000SH       SOLE       0       174000 0      0
NUCOR CORP                     COM          670346105    1216.2       28165SH       SOLE       0       28165  0      0
NUVASIVE INC NOTE  2.250%      CB           670704AB1      32.9       33000SH       SOLE       0       33000  0      0
NUVASIVE INC NOTE  2.750%      NOTE         670704AC9     168.9      193000SH       SOLE       0       193000 0      0
NV ENERGY INC                  COM          67073Y106    9103.3      501833SH       SOLE       0       501833 0      0
NXP SEMICONDUCTORS N V         COM          N6596X109       823       31210SH       SOLE       0       31210  0      0
PIKE ELEC CORP                 COM          721283109      75.4        7900SH       SOLE       0       7900   0      0
PINNACLE WEST CAP CORP         COM          723484101     336.5        6600SH       SOLE       0       6600   0      0
PIONEER NAT RES CO             COM          723787107    1121.6       10523SH       SOLE       0       10523  0      0
PITNEY BOWES INC               COM          724479100     978.6       91970SH       SOLE       0       91970  0      0
PLATINUM UNDERWRITER HLDGS L   COM          G7127P100     165.6        3600SH       SOLE       0       3600   0      0
PLUM CREEK TIMBER CO INC       COM          729251108       315        7100SH       SOLE       0       7100   0      0
PMC-SIERRA INC                 COM          69344F106    1223.3      234800SH       SOLE       0       234800 0      0
PNC FINL SVCS GROUP INC        COM          693475105    9330.4      160014SH       SOLE       0       160014 0      0
POLARIS INDS INC               COM          731068102    1977.5       23500SH       SOLE       0       23500  0      0
POLYCOM INC                    COM          73172K104      1547      147900SH       SOLE       0       147900 0      0
POPULAR INC COM                COM          733174700     228.7       11000SH       SOLE       0       11000  0      0
PORTLAND GEN ELEC CO COM       COM          736508847     361.8       13223SH       SOLE       0       13223  0      0
POSCO SPONSORED                FS           693483109    9217.2      112200SH       SOLE       0       112200 0      0
POTASH CORP SASK INC           FS           73755L107   32510.7      798984SH       SOLE       0       798984 0      0
POTLATCH CORP NEW              COM          737630103    2555.3       65203SH       SOLE       0       65203  0      0
PPG INDS INC                   COM          693506107    7038.2       52000SH       SOLE       0       52000  0      0
PPL CORP                       COM          69351T106     618.4       21600SH       SOLE       0       21600  0      0
PPL CORP UNIT                  PFD          69351T601      78.5        1500SH       SOLE       0       1500   0      0
PRAXAIR INC                    COM          74005P104    6195.4       56605SH       SOLE       0       56605  0      0
PRECISION CASTPARTS CORP       COM          740189105   58446.5      308555SH       SOLE       0       308555 0      0
PREMIERE GLOBAL SVCS INC       COM          740585104      1172      119840SH       SOLE       0       119840 0      0
PRICE T ROWE GROUP INC         COM          74144T108    6425.1       98650SH       SOLE       0       98650  0      0
PRICELINE COM INC COM          COM          741503403   52916.9       85185SH       SOLE       0       85185  0      0
PRICESMART INC                 COM          741511109    2027.3       26312SH       SOLE       0       26312  0      0
PRIMERICA INC                  COM          74164M108        78        2600SH       SOLE       0       2600   0      0
PRINCIPAL FINL GROUP INC       COM          74251V102        67        2350SH       SOLE       0       2350   0      0
PRIVATEBANCORP INC             COM          742962103    2760.7      180200SH       SOLE       0       180200 0      0
PROASSURANCE CORP              COM          74267C106      75.9        1800SH       SOLE       0       1800   0      0
PROCTER & GAMBLE CO            COM          742718109   28651.3      422025SH       SOLE       0       422025 0      0
PROGRESSIVE CORP OHIO          COM          743315103    2274.3      107787SH       SOLE       0       107787 0      0
PROLOGIS INC                   COM          74340W103   15905.3      435880SH       SOLE       0       435880 0      0
PROS HOLDINGS INC              COM          74346Y103     899.1       49160SH       SOLE       0       49160  0      0
PROSPERITY BANCSHARES INC      COM          743606105     151.2        3600SH       SOLE       0       3600   0      0
PROVIDENT FINL SVCS INC        COM          74386T105        88        5900SH       SOLE       0       5900   0      0
PRUDENTIAL FINL INC            COM          744320102     831.9       15600SH       SOLE       0       15600  0      0
PS BUSINESS PKS INC CALIF      COM          69360J107     123.5        1900SH       SOLE       0       1900   0      0
PSS WORLD MED INC              COM          69366A100      80.9        2800SH       SOLE       0       2800   0      0
PUBLIC STORAGE                 COM          74460D109   20830.8      143700SH       SOLE       0       143700 0      0
PUBLIC SVC ENTERPRISE GROUP    COM          744573106      70.4        2300SH       SOLE       0       2300   0      0
PULTE GROUP INC                COM          745867101    2965.8      163317SH       SOLE       0       163317 0      0
PUMA BIOTECHNOLOGY INC         COM          74587V107      35.6        1899SH       SOLE       0       1899   0      0
QEP RES INC                    COM          74733V100     896.4       29613SH       SOLE       0       29613  0      0
QLIK TECHNOLOGIES INC          COM          74733T105      28.6        1318SH       SOLE       0       1318   0      0
QLOGIC CORP                    COM          747277101      59.4        6100SH       SOLE       0       6100   0      0
QUALCOMM INC                   COM          747525103   68295.6     1101186SH       SOLE       0       11011860      0
QUALYS INC                     COM          74758T303       857       57943SH       SOLE       0       57943  0      0
QUANEX BUILDING PRODUCTS COR   COM          747619104    2694.1      132000SH       SOLE       0       132000 0      0
QUANTA SVCS INC                COM          74762E102    2341.8       85813SH       SOLE       0       85813  0      0
QUEST DIAGNOSTICS INC          COM          74834L100    1806.3       30999SH       SOLE       0       30999  0      0
QUESTCOR PHARMACEUTICALS INC   COM          74835Y101     479.4       17940SH       SOLE       0       17940  0      0
QUINSTREET INC                 COM          74874Q100     920.5      136980SH       SOLE       0       136980 0      0
RACKSPACE HOSTING INC          COM          750086100     620.2        8350SH       SOLE       0       8350   0      0
RALCORP HLDGS INC NEW          COM          751028101      80.7         900SH       SOLE       0       900    0      0
RALPH LAUREN CORP CL           COM          751212101   43438.3      289743SH       SOLE       0       289743 0      0
RAMCO-GERSHENSON PPTYS TR COM  COM          751452202    1563.9      117500SH       SOLE       0       117500 0      0
RANGE RES CORP                 COM          75281A109   14706.6      234070SH       SOLE       0       234070 0      0
RAYMOND JAMES FINANCIAL INC    COM          754730109    6265.1      162604SH       SOLE       0       162604 0      0
RAYONIER INC                   COM          754907103     676.2       13046SH       SOLE       0       13046  0      0
RAYTHEON CO COM                COM          755111507    7376.3      128150SH       SOLE       0       128150 0      0
REALTY INCOME CORP             COM          756109104      32.2         800SH       SOLE       0       800    0      0
RED HAT INC                    COM          756577102    7489.6      141420SH       SOLE       0       141420 0      0
REGENCY CTRS CORP              COM          758849103    6342.4      134600SH       SOLE       0       134600 0      0
REGENERON PHARMACEUTICALS      COM          75886F107   25797.2      150799SH       SOLE       0       150799 0      0
REGIONS FINL CORP NEW          COM          7591EP100    2432.2      341600SH       SOLE       0       341600 0      0
REINSURANCE GROUP AMER INC COM COM          759351604      1243       23225SH       SOLE       0       23225  0      0
RENAISSANCERE HOLDINGS LTD     FS           G7496G103     227.5        2800SH       SOLE       0       2800   0      0
REPUBLIC SVCS INC              COM          760759100    6253.5      213213SH       SOLE       0       213213 0      0
RESMED INC                     COM          761152107     462.1       11115SH       SOLE       0       11115  0      0
RETAIL OPPORTUNITY INVTS COR   COM          76131N101    3135.3      243800SH       SOLE       0       243800 0      0
RETAIL PPTYS AMER INC CL       COM          76131V202    2014.6      168300SH       SOLE       0       168300 0      0
REX ENERGY CORPORATION         COM          761565100    4011.1      308070SH       SOLE       0       308070 0      0
REYNOLDS AMERICAN INC          COM          761713106    6467.2      156100SH       SOLE       0       156100 0      0
RF MICRODEVICES INC            COM          749941100       5.9        1315SH       SOLE       0       1315   0      0
RIO TINTO PLC SPONSORED        FS           767204100   21772.1      374800SH       SOLE       0       374800 0      0
RITCHIE BROS AUCTIONEERS       COM          767744105    1446.6       69250SH       SOLE       0       69250  0      0
RIVERBED TECHNOLOGY INC        COM          768573107       813       41226SH       SOLE       0       41226  0      0
RLJ LODGING TR                 COM          74965L101    3585.4      185100SH       SOLE       0       185100 0      0
ROBERT HALF INTL INC           COM          770323103     238.7        7500SH       SOLE       0       7500   0      0
ROCK-TENN CO CL                COM          772739207    2719.5       38900SH       SOLE       0       38900  0      0
ROCKWELL AUTOMATION INC        COM          773903109     760.1        9050SH       SOLE       0       9050   0      0
ROCKWELL COLLINS INC           COM          774341101    3875.3       66620SH       SOLE       0       66620  0      0
ROCKWOOD HLDGS INC             COM          774415103       156        3154SH       SOLE       0       3154   0      0
ROGERS COMMUNICATIONS INC CL   FS           775109200   10228.3      224700SH       SOLE       0       224700 0      0
ROGERS CORP                    COM          775133101     544.8       10970SH       SOLE       0       10970  0      0
ROPER INDS INC NEW             COM          776696106    5150.4       46200SH       SOLE       0       46200  0      0
ROSS STORES INC                COM          778296103   25596.7      472700SH       SOLE       0       472700 0      0
ROVI CORP NOTE  2.625%         CB           779376AB8      58.7       59000SH       SOLE       0       59000  0      0
ROWAN COMPANIES PLC SHS CL     COM          G7665A101     156.3        5000SH       SOLE       0       5000   0      0
ROYAL CARIBBEAN CRUISES LTD    COM          V7780T103     124.5        3663SH       SOLE       0       3663   0      0
ROYAL DUTCH SHELL PLC SPON ADR FS           780259107       3.9          55SH       SOLE       0       55     0      0
ROYAL DUTCH SHELL PLC SPONS AD FS           780259206    3254.4       47200SH       SOLE       0       47200  0      0
RPX CORP                       COM          74972G103     882.3       97600SH       SOLE       0       97600  0      0
RTI INTL METALS INC            COM          74973W107     594.6       21575SH       SOLE       0       21575  0      0
RUCKUS WIRELESS INC            COM          781220108     276.1       12253SH       SOLE       0       12253  0      0
RUE21 INC                      COM          781295100    1385.4       48800SH       SOLE       0       48800  0      0
RYANAIR HLDGS PLC SPONSORED    FS           783513104     772.1       22522SH       SOLE       0       22522  0      0
SABRA HEALTH CARE REIT INC     COM          78573L106     134.7        6200SH       SOLE       0       6200   0      0
SAFETY INS GROUP INC           COM          78648T100    2456.2       53200SH       SOLE       0       53200  0      0
SAFEWAY INC COM                COM          786514208    1552.1       85800SH       SOLE       0       85800  0      0
SAIC INC                       COM          78390X101     511.7       45200SH       SOLE       0       45200  0      0
SAKS INC                       COM          79377W108     140.8       13400SH       SOLE       0       13400  0      0
SALESFORCE COM INC             COM          79466L302   57635.3      342863SH       SOLE       0       342863 0      0
SALLY BEAUTY HLDGS INC         COM          79546E104    1768.9       75050SH       SOLE       0       75050  0      0
SANCHEZ ENERGY CORP            COM          79970Y105     374.6       20810SH       SOLE       0       20810  0      0
SANDISK CORP                   COM          80004C101      92.3        2120SH       SOLE       0       2120   0      0
SANDISK CORP NOTE  1.500%      CB           80004CAD3       283      244000SH       SOLE       0       244000 0      0
SANDRIDGE MISSISSIPPIAN TR I S COM          80007V106      58.6        3600SH       SOLE       0       3600   0      0
SANOFI SPONSORED               FS           80105N105    6740.8      142270SH       SOLE       0       142270 0      0
SAP AG SPON                    FS           803054204   19793.2      246245SH       SOLE       0       246245 0      0
SASOL LTD SPONSORED            FS           803866300     640.7       14800SH       SOLE       0       14800  0      0
SBA COMMUNICATIONS CORP        COM          78388J106   27502.5      387250SH       SOLE       0       387250 0      0
SBA COMMUNICATIONS CORP NOTE   NOTE         78388JAM8      85.1       36000SH       SOLE       0       36000  0      0
SCANA CORP NEW                 COM          80589M102     989.1       21672SH       SOLE       0       21672  0      0
SCHAWK INC CL                  COM          806373106       679       51599SH       SOLE       0       51599  0      0
SCHLUMBERGER LTD               COM          806857108   76078.6     1097974SH       SOLE       0       10979740      0
SCHNITZER STL INDS CL          COM          806882106     178.9        5900SH       SOLE       0       5900   0      0
SCHWAB CHARLES CORP NEW        COM          808513105     786.3       54759SH       SOLE       0       54759  0      0
SCIQUEST INC NEW               COM          80908T101         0           0SH       SOLE       0       0      0      0
SCOTTS MIRACLE GRO CO CL       COM          810186106     505.9       11485SH       SOLE       0       11485  0      0
SCRIPPS NETWORKS INTERACT IN C COM          811065101    5542.1       95686SH       SOLE       0       95686  0      0
SEAGATE TECHNOLOGY PLC         COM          G7945M107    2804.2       92000SH       SOLE       0       92000  0      0
SEALED AIR CORP NEW            COM          81211K100     448.3       25600SH       SOLE       0       25600  0      0
SEATTLE GENETICS INC           COM          812578102    1220.3       52600SH       SOLE       0       52600  0      0
SELECT COMFORT CORP            COM          81616X103    2122.4       81100SH       SOLE       0       81100  0      0
SELECT INCOME REIT COM SH BEN  COM          81618T100    1520.9       61400SH       SOLE       0       61400  0      0
SEMPRA ENERGY                  COM          816851109      2412       34000SH       SOLE       0       34000  0      0
SEMTECH CORP                   COM          816850101      81.6        2819SH       SOLE       0       2819   0      0
SENSIENT TECHNOLOGIES CORP     COM          81725T100      85.3        2400SH       SOLE       0       2400   0      0
SERVICENOW INC                 COM          81762P102     254.8        8485SH       SOLE       0       8485   0      0
SHERWIN WILLIAMS CO            COM          824348106   17238.6      112070SH       SOLE       0       112070 0      0
SHIRE PLC SPONSORED            FS           82481R106      5410       58690SH       SOLE       0       58690  0      0
SHUTTERFLY INC                 COM          82568P304      78.1        2616SH       SOLE       0       2616   0      0
SIERRA WIRELESS INC            FS           826516106       6.9         875SH       SOLE       0       875    0      0
SIGMA ALDRICH CORP             COM          826552101     257.5        3500SH       SOLE       0       3500   0      0
SIGNATURE BK NEW YORK N Y      COM          82669G104    2004.7       28100SH       SOLE       0       28100  0      0
SIGNET JEWELERS LIMITED        COM          G81276100      5796      108540SH       SOLE       0       108540 0      0
SILGAN HOLDINGS INC            COM          827048109     170.5        4100SH       SOLE       0       4100   0      0
SILVER WHEATON CORP            FS           828336107     166.1        4605SH       SOLE       0       4605   0      0
SIMON PPTY GROUP INC NEW       COM          828806109   51886.7      328210SH       SOLE       0       328210 0      0
SIMPLICITY BANCORP             COM          828867101      76.2        5100SH       SOLE       0       5100   0      0
SIMPSON MANUFACTURING CO INC   COM          829073105    2669.1       81400SH       SOLE       0       81400  0      0
SINA CORP                      FS           G81477104     155.7        3100SH       SOLE       0       3100   0      0
SIRIUS XM RADIO INC            COM          82967N108   17399.8     6020700SH       SOLE       0       60207000      0
SIRONA DENTAL SYSTEMS INC      COM          82966C103     805.8       12500SH       SOLE       0       12500  0      0
SIX FLAGS ENTMT CORP NEW       COM          83001A102      31.7         518SH       SOLE       0       518    0      0
SK TELECOM LTD SPONSORED       FS           78440P108     474.9       30000SH       SOLE       0       30000  0      0
SKYWORKS SOLUTIONS INC         COM          83088M102      83.4        4106SH       SOLE       0       4106   0      0
SLM CORP                       COM          78442P106     760.6       44400SH       SOLE       0       44400  0      0
SM ENERGY CO                   COM          78454L100     261.1        5000SH       SOLE       0       5000   0      0
SMART BALANCE INC              COM          83169Y108     752.8       58360SH       SOLE       0       58360  0      0
SMITH & NEPHEW PLC SPDN ADR    FS           83175M205     167.3        3020SH       SOLE       0       3020   0      0
SMITH A O                      COM          831865209    1988.2       31524SH       SOLE       0       31524  0      0
SMUCKER J M CO COM             COM          832696405    6082.5       70530SH       SOLE       0       70530  0      0
SNAP ON INC                    COM          833034101   15308.3      193800SH       SOLE       0       193800 0      0
SNYDERS-LANCE INC              COM          833551104      72.3        3000SH       SOLE       0       3000   0      0
SOLAR CAP LTD                  COM          83413U100      78.9        3300SH       SOLE       0       3300   0      0
SONOCO PRODS CO                COM          835495102      92.3        3106SH       SOLE       0       3106   0      0
SOTHEBYS                       COM          835898107       249        7405SH       SOLE       0       7405   0      0
SOURCEFIRE INC                 COM          83616T108      49.4        1047SH       SOLE       0       1047   0      0
SOUTH JERSEY INDS INC          COM          838518108      80.6        1601SH       SOLE       0       1601   0      0
SOUTHERN CO                    COM          842587107    1262.9       29500SH       SOLE       0       29500  0      0
SOUTHERN COPPER CORP           COM          84265V105       3.3          87SH       SOLE       0       87     0      0
SOUTHWEST AIRLS CO             COM          844741108     769.8       75180SH       SOLE       0       75180  0      0
SOUTHWEST GAS CORP             COM          844895102     144.2        3400SH       SOLE       0       3400   0      0
SOUTHWESTERN ENERGY CO         COM          845467109     226.6        6782SH       SOLE       0       6782   0      0
SPANSION INC COM CL A          COM          84649R200     240.6       17300SH       SOLE       0       17300  0      0
SPDR GOLD TRUST GOLD           MF           78463V107    4406.7       27200SH       SOLE       0       27200  0      0
SPDR INDEX SHS FDS S^P INTL    MF           78463X871         0           0SH       SOLE       0       0      0      0
SPECTRA ENERGY CORP            COM          847560109    1464.8       53500SH       SOLE       0       53500  0      0
SPECTRA ENERGY PARTNERS LP     COM          84756N109     10834      346909SH       SOLE       0       346909 0      0
SPLUNK INC                     COM          848637104    2520.7       86861SH       SOLE       0       86861  0      0
SPRINT NEXTEL CORP COM SER     COM          852061100    3341.3      589300SH       SOLE       0       589300 0      0
SPX CORP                       COM          784635104       456        6500SH       SOLE       0       6500   0      0
STAGE STORES INC COM           COM          85254C305    1072.7       43290SH       SOLE       0       43290  0      0
STANDARD MTR PRODS INC         COM          853666105      57.8        2600SH       SOLE       0       2600   0      0
STANLEY BLACK & DECKER INC     COM          854502101     772.1       10438SH       SOLE       0       10438  0      0
STANLEY BLACK & DECKER INC UNI PFD          854502309   11532.6       95532SH       SOLE       0       95532  0      0
STAPLES INC                    COM          855030102    3678.5      322675SH       SOLE       0       322675 0      0
STARBUCKS CORP                 COM          855244109   43911.5      818939SH       SOLE       0       818939 0      0
STARWOOD HOTELS^RESORTS WRLD   COM          85590A401     13093      228260SH       SOLE       0       228260 0      0
STATE STR CORP                 COM          857477103     239.2        5088SH       SOLE       0       5088   0      0
STATOIL ASA SPONSORED          FS           85771P102   14460.6      577500SH       SOLE       0       577500 0      0
STEEL DYNAMICS INC NOTE  5.125 CB           858119AP5      43.5       40000SH       SOLE       0       40000  0      0
STEINER LEISURE LTD            FS           P8744Y102       159        3300SH       SOLE       0       3300   0      0
STERICYCLE INC                 COM          858912108    3781.2       40540SH       SOLE       0       40540  0      0
STERIS CORP                    COM          859152100     674.5       19422SH       SOLE       0       19422  0      0
STIFEL FINL CORP               COM          860630102     660.5       20661SH       SOLE       0       20661  0      0
STRYKER CORP                   COM          863667101    2201.5       40159SH       SOLE       0       40159  0      0
STURM RUGER & CO INC           COM          864159108      63.6        1400SH       SOLE       0       1400   0      0
SUMMIT HOTEL PPTYS             COM          866082100        56        5900SH       SOLE       0       5900   0      0
SUN CMNTYS INC                 COM          866674104      79.8        2000SH       SOLE       0       2000   0      0
SUNCOR ENERGY INC NEW          FS           867224107    1898.6       57567SH       SOLE       0       57567  0      0
SUNSTONE HOTEL INVS INC NEW    COM          867892101     110.3       10300SH       SOLE       0       10300  0      0
SUNTRUST BKS INC               COM          867914103    8628.5      304356SH       SOLE       0       304356 0      0
SUSQUEHANNA BANCSHARES INC P   COM          869099101     150.9       14400SH       SOLE       0       14400  0      0
SVB FINL GROUP                 COM          78486Q101    5644.8      100854SH       SOLE       0       100854 0      0
SWIFT ENERGY CO                COM          870738101      58.5        3800SH       SOLE       0       3800   0      0
SYKES ENTERPRISES INC          COM          871237103     179.6       11800SH       SOLE       0       11800  0      0
SYMANTEC CORP                  COM          871503108     157.6        8378SH       SOLE       0       8378   0      0
SYMETRA FINL CORP              COM          87151Q106     169.2       13036SH       SOLE       0       13036  0      0
SYNAPTICS INC                  COM          87157D109     539.5       18000SH       SOLE       0       18000  0      0
SYNCHRONOSS TECHNOLOGIES INC   COM          87157B103       701       33237SH       SOLE       0       33237  0      0
SYNGENTA AG SPONSORED          FS           87160A100    1284.7       15900SH       SOLE       0       15900  0      0
SYNOPSYS INC                   COM          871607107     204.9        6434SH       SOLE       0       6434   0      0
SYNOVUS FINL CORP              COM          87161C105       6.5        2673SH       SOLE       0       2673   0      0
SYSCO CORP                     COM          871829107    4544.3      143534SH       SOLE       0       143534 0      0
TAIWAN SEMICONDUCTOR MFG LTD S FS           874039100    2018.2      117610SH       SOLE       0       117610 0      0
TALISMAN ENERGY INC            FS           87425E103    5097.7      449930SH       SOLE       0       449930 0      0
TARGET CORP                    COM          87612E106    2815.3       47580SH       SOLE       0       47580  0      0
TATA MTRS LTD SPONSORED        FS           876568502    2011.2       70029SH       SOLE       0       70029  0      0
TCF FINL CORP                  COM          872275102     190.4       15668SH       SOLE       0       15668  0      0
TE CONNECTIVITY LTD REG        COM          H84989104   12237.6      329677SH       SOLE       0       329677 0      0
TEAM INC                       COM          878155100    1068.9       28100SH       SOLE       0       28100  0      0
TECHNE CORP                    COM          878377100    2072.4       30325SH       SOLE       0       30325  0      0
TECK RESOURCES LTD CL          COM          878742204     658.4       18113SH       SOLE       0       18113  0      0
TECO ENERGY INC                COM          872375100     128.8        7685SH       SOLE       0       7685   0      0
TELEDYNE TECHNOLOGIES INC      COM          879360105      52.1         800SH       SOLE       0       800    0      0
TELEFLEX INC                   COM          879369106     402.1        5639SH       SOLE       0       5639   0      0
TELEFONICA BRASIL SA SPONSORED FS           87936R106    3397.3      141200SH       SOLE       0       141200 0      0
TELLABS INC                    COM          879664100    1660.5      728282SH       SOLE       0       728282 0      0
TENET HEALTHCARE CORP COM      COM          88033G407     10194      313952SH       SOLE       0       313952 0      0
TERADATA CORP DEL              COM          88076W103   23519.7      380025SH       SOLE       0       380025 0      0
TERADYNE INC                   COM          880770102    3094.1      183190SH       SOLE       0       183190 0      0
TESORO CORP                    COM          881609101    1118.9       25400SH       SOLE       0       25400  0      0
TESSERA TECHNOLOGIES INC       COM          88164L100    2839.8      172950SH       SOLE       0       172950 0      0
TETRA TECHNOLOGIES INC DEL     COM          88162F105       126       16600SH       SOLE       0       16600  0      0
TEVA PHARMACEUTICAL INDS LTD   FS           881624209   41574.5     1113404SH       SOLE       0       11134040      0
TEXAS CAPITAL BANCSHARES INC   COM          88224Q107    1598.3       35660SH       SOLE       0       35660  0      0
TEXAS INSTRS INC               COM          882508104   12153.5      392809SH       SOLE       0       392809 0      0
TEXTRON INC                    COM          883203101    1053.1       42482SH       SOLE       0       42482  0      0
THE ADT CORPORATION            COM          00101J106      2569       55260SH       SOLE       0       55260  0      0
THERAVANCE INC                 COM          88338T104     444.2       19948SH       SOLE       0       19948  0      0
THOMSON REUTERS CORP           COM          884903105      84.3        2900SH       SOLE       0       2900   0      0
THRESHOLD PHARMACEUTICAL INC C COM          885807206      11.9        2816SH       SOLE       0       2816   0      0
TIBCO SOFTWARE INC             COM          88632Q103      19.3         876SH       SOLE       0       876    0      0
TIDEWATER INC                  COM          886423102     674.7       15100SH       SOLE       0       15100  0      0
TILLYS INC CL                  COM          886885102     593.6       44000SH       SOLE       0       44000  0      0
TIME WARNER CABLE INC          COM          88732J207   19358.3      199180SH       SOLE       0       199180 0      0
TIME WARNER INC COM            COM          887317303    9494.3      198500SH       SOLE       0       198500 0      0
TIME WARNER TELECOM INC DBCV   CB           887319AC5     13528     9852000SH       SOLE       0       98520000      0
TIMKEN CO                      COM          887389104    7547.6      157800SH       SOLE       0       157800 0      0
AMERICAN EQTY INVT LIFE HLD    COM          025676206      70.8        5800SH       SOLE       0       5800   0      0
AMERICAN EXPRESS CO            COM          025816109    2569.4       44700SH       SOLE       0       44700  0      0
AMERICAN INTL GROUP INC COM    COM          026874784   10309.4      292050SH       SOLE       0       292050 0      0
AMERICAN NATL BANKSHARES INC   COM          027745108     147.9        7323SH       SOLE       0       7323   0      0
AMERICAN SCIENCE & ENGR INC    COM          029429107     378.2        5800SH       SOLE       0       5800   0      0
AMERICAN TOWER CORP NEW        COM          03027X100   42763.1      553424SH       SOLE       0       553424 0      0
AMERICAN WTR WKS CO INC NEW    COM          030420103    1048.6       28240SH       SOLE       0       28240  0      0
AMERIPRISE FINL INC            COM          03076C106      5637       90005SH       SOLE       0       90005  0      0
AMERISOURCEBERGEN CORP         COM          03073E105    2938.6       68055SH       SOLE       0       68055  0      0
AMETEK INC NEW                 COM          031100100    9224.6      245530SH       SOLE       0       245530 0      0
AMGEN INC                      COM          031162100   14295.5      165611SH       SOLE       0       165611 0      0
AMPHENOL CORP NEW CL           COM          032095101     475.5        7350SH       SOLE       0       7350   0      0
AMSURG CORP                    COM          03232P405         0           0SH       SOLE       0       0      0      0
ANADARKO PETE CORP             COM          032511107    9684.1      130320SH       SOLE       0       130320 0      0
ANALOG DEVICES INC             COM          032654105     439.6       10452SH       SOLE       0       10452  0      0
ANGLOGOLD ASHANTI LTD SPONSORE FS           035128206    4652.2      148300SH       SOLE       0       148300 0      0
ANHEUSER BUSCH INBEV SA/NV SPO FS           03524A108   20718.8      237030SH       SOLE       0       237030 0      0
ANN INC                        COM          035623107     138.7        4100SH       SOLE       0       4100   0      0
ANNALY CAP MGMT INC            COM          035710409    2083.6      148402SH       SOLE       0       148402 0      0
ANNIES INC                     COM          03600T104     850.9       25453SH       SOLE       0       25453  0      0
ANSYS INC                      COM          03662Q105     986.5       14650SH       SOLE       0       14650  0      0
AON PLC SHS CL                 FS           G0408V102    3808.7       68502SH       SOLE       0       68502  0      0
APACHE CORP                    COM          037411105   10494.1      133683SH       SOLE       0       133683 0      0
APACHE CORP PFD CONV SER       PFD          037411808    6349.9      138948SH       SOLE       0       138948 0      0
APARTMENT INVT & MGMT CO CL    COM          03748R101    1231.2       45500SH       SOLE       0       45500  0      0
APOLLO COML REAL EST FIN INC   COM          03762U105      71.4        4400SH       SOLE       0       4400   0      0
APOLLO INVT CORP               COM          03761U106       153       18300SH       SOLE       0       18300  0      0
APPLE INC                      COM          037833100  220687.2      414024SH       SOLE       0       414024 0      0
APPLIED INDL TECHNOLOGIES IN   COM          03820C105        84        2000SH       SOLE       0       2000   0      0
APPLIED MATLS INC              COM          038222105   14241.4     1244881SH       SOLE       0       12448810      0
APPROACH RESOURCES INC         COM          03834A103        65        2600SH       SOLE       0       2600   0      0
ARCH CAP GROUP LTD             COM          G0450A105     198.8        4517SH       SOLE       0       4517   0      0
ARCHER DANIELS MIDLAND CO      COM          039483102    1867.9       68197SH       SOLE       0       68197  0      0
ARCOS DORADOS HOLDINGS INC SHS COM          G0457F107    4304.6      359915SH       SOLE       0       359915 0      0
ARCTIC CAT INC                 COM          039670104      60.5        1812SH       SOLE       0       1812   0      0
ARES CAP CORP                  COM          04010L103      47.3        2700SH       SOLE       0       2700   0      0
ARES CAP CORP NOTE  5.750%     CB           04010LAB9        73       68000SH       SOLE       0       68000  0      0
ARIAD PHARMACEUTICALS INC      COM          04033A100     941.7       49100SH       SOLE       0       49100  0      0
ARM HLDGS PLC SPONSORED        FS           042068106   43941.2     1161544SH       SOLE       0       11615440      0
ARROW ELECTRS INC              COM          042735100    1134.8       29800SH       SOLE       0       29800  0      0
ARTESIAN RESOURCES CORP CL     COM          043113208     114.4        5100SH       SOLE       0       5100   0      0
ARUBA NETWORKS INC             COM          043176106    3281.1      158124SH       SOLE       0       158124 0      0
ARVINMERITOR INC FRNT  4.000%  CB           043353AH4      93.5      125000SH       SOLE       0       125000 0      0
ASBURY AUTOMOTIVE GROUP INC    COM          043436104     166.6        5200SH       SOLE       0       5200   0      0
ASHLAND INC NEW                COM          044209104     743.8        9250SH       SOLE       0       9250   0      0
ASML HOLDING N V N Y REGISTRY  FS           N07059210      42.1         654SH       SOLE       0       654    0      0
ASPEN INSURANCE HOLDINGS LTD   COM          G05384105    5553.7      173120SH       SOLE       0       173120 0      0
ASPEN INSURANCE HOLDINGS LTD P PFD          G05384113     678.6       11369SH       SOLE       0       11369  0      0
ASSOCIATED ESTATES RLTY CORP   COM          045604105      99.9        6200SH       SOLE       0       6200   0      0
ASTRAZENECA PLC SPONSORED      FS           046353108    5785.8      122400SH       SOLE       0       122400 0      0
AT^T INC                       COM          00206R102   25185.3      747118SH       SOLE       0       747118 0      0
ATHENAHEALTH INC               COM          04685W103    2603.8       35450SH       SOLE       0       35450  0      0
AURICO GOLD INC                COM          05155C105    1891.9      231283SH       SOLE       0       231283 0      0
AURIZON MINES LTD              FS           05155P106     883.2      253800SH       SOLE       0       253800 0      0
AUTODESK INC                   COM          052769106       445       12589SH       SOLE       0       12589  0      0
AUTOLIV INC                    FS           052800109      76.5        1135SH       SOLE       0       1135   0      0
AUTOMATIC DATA PROCESSING IN   COM          053015103    2850.5       50000SH       SOLE       0       50000  0      0
AUTONATION INC                 COM          05329W102       135        3400SH       SOLE       0       3400   0      0
AUTOZONE INC                   COM          053332102     567.1        1600SH       SOLE       0       1600   0      0
BRE PROPERTIES INC CL          COM          05564E106    3502.2       68900SH       SOLE       0       68900  0      0
BRIGGS & STRATTON CORP         COM          109043109     126.5        6000SH       SOLE       0       6000   0      0
BRIGHTCOVE INC                 COM          10921T101      29.4        3251SH       SOLE       0       3251   0      0
BRISTOL MYERS SQUIBB CO        COM          110122108    4231.7      129846SH       SOLE       0       129846 0      0
BRISTOW GROUP INC              COM          110394103       102        1900SH       SOLE       0       1900   0      0
BROADCOM CORP CL               COM          111320107      33.2        1000SH       SOLE       0       1000   0      0
BROADRIDGE FINL SOLUTIONS IN   COM          11133T103    5626.2      245900SH       SOLE       0       245900 0      0
BROOKFIELD OFFICE PPTYS INC    COM          112900105    2767.5      162700SH       SOLE       0       162700 0      0
BROOKLINE BANCORP INC DEL      COM          11373M107      72.3        8500SH       SOLE       0       8500   0      0
BROWN FORMAN CORP CL           COM          115637209    4543.8       71838SH       SOLE       0       71838  0      0
BRUNSWICK CORP                 COM          117043109       128        4400SH       SOLE       0       4400   0      0
BUCKEYE TECHNOLOGIES INC       COM          118255108      60.3        2100SH       SOLE       0       2100   0      0
C D I CORP                     COM          125071100       221       12900SH       SOLE       0       12900  0      0
CA INC                         COM          12673P105    9792.1      445500SH       SOLE       0       445500 0      0
CABELAS INC                    COM          126804301       235        5628SH       SOLE       0       5628   0      0
CABLEVISION SYS CORP CL A NY   COM          12686C109       254       17000SH       SOLE       0       17000  0      0
CABOT CORP                     COM          127055101    1026.6       25800SH       SOLE       0       25800  0      0
CABOT MICROELECTRONICS CORP    COM          12709P103      2610       73500SH       SOLE       0       73500  0      0
CABOT OIL & GAS CORP           COM          127097103   15675.6      315150SH       SOLE       0       315150 0      0
CADENCE DESIGN SYSTEM INC      COM          127387108    2135.5      158067SH       SOLE       0       158067 0      0
CAMDEN PPTY TR SH BEN          COM          133131102    7673.6      112500SH       SOLE       0       112500 0      0
CAMECO CORP                    FS           13321L108    1975.6      100181SH       SOLE       0       100181 0      0
CAMERON INTERNATIONAL CORP     COM          13342B105   11759.2      208275SH       SOLE       0       208275 0      0
CAMPBELL SOUP CO               COM          134429109      90.7        2601SH       SOLE       0       2601   0      0
CAMPUS CREST CMNTYS INC        COM          13466Y105     175.3       14300SH       SOLE       0       14300  0      0
CANADIAN NAT RES LTD           FS           136385101    4818.1      166890SH       SOLE       0       166890 0      0
CANADIAN NATL RY CO            FS           136375102       618        6791SH       SOLE       0       6791   0      0
CANADIAN PAC RY LTD            FS           13645T100   18958.3      186561SH       SOLE       0       186561 0      0
CAPITAL ONE FINL CORP          COM          14040H105   23134.1      399345SH       SOLE       0       399345 0      0
CAPITOL FED FINL INC           COM          14057J101   10205.7      873029SH       SOLE       0       873029 0      0
CAPSTEAD MTG CORP COM NO       COM          14067E506      75.7        6600SH       SOLE       0       6600   0      0
CARBO CERAMICS INC             COM          140781105     524.9        6700SH       SOLE       0       6700   0      0
CARDINAL HEALTH INC            COM          14149Y108    3673.3       89200SH       SOLE       0       89200  0      0
CAREFUSION CORP                COM          14170T101    8008.2      280202SH       SOLE       0       280202 0      0
CARLISLE COS INC               COM          142339100    1873.3       31880SH       SOLE       0       31880  0      0
CARMAX INC                     COM          143130102    1265.1       33700SH       SOLE       0       33700  0      0
CARNIVAL CORP PAIRED           COM          143658300     17081      464535SH       SOLE       0       464535 0      0
CARPENTER TECHNOLOGY CORP      COM          144285103    2361.1       45731SH       SOLE       0       45731  0      0
CARRIZO OIL & CO INC           COM          144577103    3230.6      154425SH       SOLE       0       154425 0      0
CATAMARAN CORP                 COM          148887102    5466.2      116030SH       SOLE       0       116030 0      0
CATERPILLAR INC DEL            COM          149123101    1857.4       20735SH       SOLE       0       20735  0      0
CATHAY GENERAL BANCORP         COM          149150104     198.9       10200SH       SOLE       0       10200  0      0
CAVCO INDS INC DEL             COM          149568107     214.9        4300SH       SOLE       0       4300   0      0
CAVIUM INC                     COM          14964U108      1867       59819SH       SOLE       0       59819  0      0
CBL & ASSOC PPTYS INC          COM          124830100       5.4         254SH       SOLE       0       254    0      0
CBRE GROUP INC CL              COM          12504L109    1446.2       72673SH       SOLE       0       72673  0      0
CBS CORP NEW CL                COM          124857202   41404.8     1088167SH       SOLE       0       10881670      0
CEC ENTMT INC                  COM          125137109     197.8        5961SH       SOLE       0       5961   0      0
CELADON GROUP INC              COM          150838100     160.8        8900SH       SOLE       0       8900   0      0
CELANESE CORP DEL COM SER      COM          150870103     483.2       10850SH       SOLE       0       10850  0      0
CELGENE CORP                   COM          151020104   28875.2      366809SH       SOLE       0       366809 0      0
CEMEX SAB DE CV SPON ADR       FS           151290889     618.6       62679SH       SOLE       0       62679  0      0
CENOVUS ENERGY INC             COM          15135U109      83.8        2500SH       SOLE       0       2500   0      0
CENTENE CORP DEL               COM          15135B101    1521.1       37100SH       SOLE       0       37100  0      0
CENTERPOINT ENERGY INC         COM          15189T107     542.9       28200SH       SOLE       0       28200  0      0
CENTRAL GARDEN & PET CO CL A   COM          153527205      49.1        4700SH       SOLE       0       4700   0      0
CENTURY ALUM CO                COM          156431108      90.4       10314SH       SOLE       0       10314  0      0
CENTURYLINK INC                COM          156700106      6386      163241SH       SOLE       0       163241 0      0
CEPHEID                        COM          15670R107    1083.9       32060SH       SOLE       0       32060  0      0
CERAGON NETWORKS LTD           COM          M22013102    1240.1      281200SH       SOLE       0       281200 0      0
COMPUTER SCIENCES CORP         COM          205363104     324.4        8100SH       SOLE       0       8100   0      0
COMPUWARE CORP                 COM          205638109     144.6       13300SH       SOLE       0       13300  0      0
COMSCORE INC                   COM          20564W105     685.9       49772SH       SOLE       0       49772  0      0
CONAGRA FOODS INC              COM          205887102     918.2       31124SH       SOLE       0       31124  0      0
CONCHO RES INC                 COM          20605P101         0           0SH       SOLE       0       0      0      0
CONMED CORP                    COM          207410101    1159.1       41470SH       SOLE       0       41470  0      0
CONOCOPHILLIPS                 COM          20825C104   11219.6      193475SH       SOLE       0       193475 0      0
CONSOL ENERGY INC              COM          20854P109    2638.6       82200SH       SOLE       0       82200  0      0
CONSOLIDATED EDISON INC        COM          209115104    9079.2      163472SH       SOLE       0       163472 0      0
CONSTANT CONTACT INC           COM          210313102     688.6       48460SH       SOLE       0       48460  0      0
CONSTELLATION BRANDS INC CL    COM          21036P108     581.1       16420SH       SOLE       0       16420  0      0
CONVERGYS CORP                 COM          212485106      90.3        5500SH       SOLE       0       5500   0      0
CON-WAY INC                    COM          205944101     422.9       15200SH       SOLE       0       15200  0      0
COOPER COS INC COM             COM          216648402    1102.8       11925SH       SOLE       0       11925  0      0
COOPER TIRE & RUBR CO          COM          216831107       3.8         148SH       SOLE       0       148    0      0
COPA HOLDINGS SA CL            FS           P31076105    1242.1       12490SH       SOLE       0       12490  0      0
CORCEPT THERAPEUTICS INC       COM          218352102     149.1      104232SH       SOLE       0       104232 0      0
CORE LABORATORIES N V          COM          N22717107     31039      283954SH       SOLE       0       283954 0      0
CORE MARK HOLDING CO INC       COM          218681104      60.3        1274SH       SOLE       0       1274   0      0
CORNERSTONE ONDEMAND INC       COM          21925Y103      1083       36673SH       SOLE       0       36673  0      0
CORRECTIONS CORP AMER NEW COM  COM          22025Y407     778.4       21945SH       SOLE       0       21945  0      0
COSTCO WHSL CORP NEW           COM          22160K105   37337.6      378026SH       SOLE       0       378026 0      0
COVANCE INC                    COM          222816100    2420.6       41900SH       SOLE       0       41900  0      0
COVIDIEN PLC                   COM          G2554F113   73250.6     1268629SH       SOLE       0       12686290      0
CRANE CO                       COM          224399105     430.4        9300SH       SOLE       0       9300   0      0
CREDICORP LTD                  FS           G2519Y108    1380.7        9421SH       SOLE       0       9421   0      0
CREDIT SUISSE GROUP SPONSORED  FS           225401108    9816.6      399700SH       SOLE       0       399700 0      0
CREXUS INVT CORP               COM          226553105        60        4900SH       SOLE       0       4900   0      0
CROCS INC                      COM          227046109     142.5        9900SH       SOLE       0       9900   0      0
CROWN CASTLE INTL CORP         COM          228227104   19816.6      274620SH       SOLE       0       274620 0      0
CSS INDS INC                   COM          125906107     142.3        6500SH       SOLE       0       6500   0      0
CSX CORP                       COM          126408103     365.4       18520SH       SOLE       0       18520  0      0
CUBESMART                      COM          229663109    3034.9      208300SH       SOLE       0       208300 0      0
CUBIST PHARMACEUTICALS INC     COM          229678107      38.8         922SH       SOLE       0       922    0      0
CULLEN FROST BANKERS INC       COM          229899109     418.9        7719SH       SOLE       0       7719   0      0
CULP INC                       COM          230215105     178.6       11900SH       SOLE       0       11900  0      0
CUMBERLAND PHARMACEUTICALS I   COM          230770109     160.4       38190SH       SOLE       0       38190  0      0
CUMMINS INC                    COM          231021106     11270      104015SH       SOLE       0       104015 0      0
CURTISS WRIGHT CORP            COM          231561101      59.1        1800SH       SOLE       0       1800   0      0
CVB FINL CORP                  COM          126600105      77.5        7454SH       SOLE       0       7454   0      0
CVS CAREMARK CORPORATION       COM          126650100   32257.2      667160SH       SOLE       0       667160 0      0
CYMER INC                      COM          232572107    1066.2       11790SH       SOLE       0       11790  0      0
CYPRESS SEMICONDUCTOR CORP     COM          232806109     874.8       80700SH       SOLE       0       80700  0      0
D R HORTON INC                 COM          23331A109    1394.5       70500SH       SOLE       0       70500  0      0
DANA HLDG CORP                 COM          235825205     204.5       13100SH       SOLE       0       13100  0      0
DANAHER CORP DEL               COM          235851102   48334.7      864663SH       SOLE       0       864663 0      0
DARDEN RESTAURANTS INC         COM          237194105      95.6        2121SH       SOLE       0       2121   0      0
DAVITA HEALTHCARE PARTNERS I   COM          23918K108    7593.4       68700SH       SOLE       0       68700  0      0
DDR CORP                       COM          23317H102    6672.7      426100SH       SOLE       0       426100 0      0
DEALERTRACK TECHNOLOGIES INC   COM          242309102     126.7        4411SH       SOLE       0       4411   0      0
DEAN FOODS CO NEW              COM          242370104     366.5       22200SH       SOLE       0       22200  0      0
DEERE & CO                     COM          244199105     615.6        7123SH       SOLE       0       7123   0      0
DELPHI AUTOMOTIVE PLC          COM          G27823106    5068.1      132500SH       SOLE       0       132500 0      0
DELTIC TIMBER CORP             COM          247850100    1624.3       23000SH       SOLE       0       23000  0      0
DENBURY RES INC COM            COM          247916208    2109.2      130200SH       SOLE       0       130200 0      0
DENDREON CORP                  COM          24823Q107     368.5       69800SH       SOLE       0       69800  0      0
DENDREON CORP NOTE  2.875%     NOTE         24823QAC1      25.7       34000SH       SOLE       0       34000  0      0
DENTSPLY INTL INC NEW          COM          249030107    3269.6       82546SH       SOLE       0       82546  0      0
DESTINATION MATERNITY CORP     COM          25065D100     135.8        6300SH       SOLE       0       6300   0      0
DEVON ENERGY CORP NEW          COM          25179M103    4786.7       91982SH       SOLE       0       91982  0      0
DEXCOM INC                     COM          252131107    2768.1      203388SH       SOLE       0       203388 0      0
ENTERPRISE PRODS PARTNERS L    COM          293792107     345.6        6900SH       SOLE       0       6900   0      0
ENTRAVISION COMMUNICATIONS C C COM          29382R107     144.8       87200SH       SOLE       0       87200  0      0
EOG RES INC                    COM          26875P101    5138.5       42541SH       SOLE       0       42541  0      0
EPR PPTYS COM SH BEN           COM          26884U109    6644.5      144100SH       SOLE       0       144100 0      0
EQT CORP                       COM          26884L109    5981.5      101416SH       SOLE       0       101416 0      0
EQT MIDSTREAM PARTNERS LP UNIT COM          26885B100     152.6        4900SH       SOLE       0       4900   0      0
EQUIFAX INC                    COM          294429105     16855      311438SH       SOLE       0       311438 0      0
EQUINIX INC COM                COM          29444U502     189.7         920SH       SOLE       0       920    0      0
EQUITY LIFESTYLE PPTYS INC     COM          29472R108    4562.3       67800SH       SOLE       0       67800  0      0
EQUITY RESIDENTIAL SH BEN      COM          29476L107   20945.2      369600SH       SOLE       0       369600 0      0
ERICKSON AIR-CRANE INC         COM          29482P100     105.7       12538SH       SOLE       0       12538  0      0
EVEREST RE GROUP LTD           FS           G3223R108   17811.9      162000SH       SOLE       0       162000 0      0
EXAR CORP                      COM          300645108     246.4       27685SH       SOLE       0       27685  0      0
EXELON CORP                    COM          30161N101     669.1       22500SH       SOLE       0       22500  0      0
EXPEDIA INC DEL COM            COM          30212P303    3767.5       61310SH       SOLE       0       61310  0      0
EXPEDITORS INTL WASH INC       COM          302130109    2456.6       62114SH       SOLE       0       62114  0      0
EXPRESS INC                    COM          30219E103       4.5         298SH       SOLE       0       298    0      0
EXPRESS SCRIPTS HLDG CO        COM          30219G108   30626.9      567164SH       SOLE       0       567164 0      0
EXTRA SPACE STORAGE INC        COM          30225T102    6830.4      187700SH       SOLE       0       187700 0      0
EXXON MOBIL CORP               COM          30231G102   44920.6      519013SH       SOLE       0       519013 0      0
F M C CORP COM                 COM          302491303    5301.9       90600SH       SOLE       0       90600  0      0
F5 NETWORKS INC                COM          315616102    7131.8       73410SH       SOLE       0       73410  0      0
FACEBOOK INC CL                COM          30303M102   39478.6     1482487SH       SOLE       0       14824870      0
FAMILY DLR STORES INC          COM          307000109    3075.4       48500SH       SOLE       0       48500  0      0
FARO TECHNOLOGIES INC          COM          311642102    1389.4       38940SH       SOLE       0       38940  0      0
FASTENAL CO                    COM          311900104     764.1       16365SH       SOLE       0       16365  0      0
FEDERAL REALTY INVT TR SH BEN  COM          313747206    8373.6       80500SH       SOLE       0       80500  0      0
FEDERATED INVS INC PA CL       COM          314211103     271.1       13401SH       SOLE       0       13401  0      0
FEDEX CORP                     COM          31428X106   10722.1      116900SH       SOLE       0       116900 0      0
FEI CO                         COM          30241L109     648.9       11700SH       SOLE       0       11700  0      0
FIDELITY NATIONAL FINANCIAL CL COM          31620R105    1773.3       75300SH       SOLE       0       75300  0      0
FIDELITY NATIONAL FINANCIAL NO CB           31620RAE5      76.7       60000SH       SOLE       0       60000  0      0
FIDELITY NATL INFORMATION SV   COM          31620M106    1082.4       31094SH       SOLE       0       31094  0      0
FIFTH STREET FINANCE CORP      COM          31678A103        50        4800SH       SOLE       0       4800   0      0
FIFTH THIRD BANCORP            COM          316773100    3433.4      226028SH       SOLE       0       226028 0      0
FINISAR CORP COM               COM          31787A507      96.2        5900SH       SOLE       0       5900   0      0
FIRST FINL BANCORP OH          COM          320209109    4438.6      303600SH       SOLE       0       303600 0      0
FIRST HORIZON NATL CORP        COM          320517105     306.2       30900SH       SOLE       0       30900  0      0
FIRST INDUSTRIAL REALTY TRUS   COM          32054K103      77.4        5500SH       SOLE       0       5500   0      0
FIRST INTST BANCSYSTEM INC COM COM          32055Y201      89.5        5800SH       SOLE       0       5800   0      0
FIRST MIDWEST BANCORP DEL      COM          320867104         0           0SH       SOLE       0       0      0      0
FIRST NIAGARA FINL GP INC      COM          33582V108     189.5       23900SH       SOLE       0       23900  0      0
FIRST POTOMAC RLTY TR          COM          33610F109    3532.5      285800SH       SOLE       0       285800 0      0
FIRSTENERGY CORP               COM          337932107     380.5        9111SH       SOLE       0       9111   0      0
FISERV INC                     COM          337738108    2726.5       34500SH       SOLE       0       34500  0      0
FIVE BELOW INC                 COM          33829M101     656.8       20500SH       SOLE       0       20500  0      0
FLIR SYS INC                   COM          302445101     252.1       11300SH       SOLE       0       11300  0      0
FLOWSERVE CORP                 COM          34354P105    4478.3       30506SH       SOLE       0       30506  0      0
FLUIDIGM CORP DEL              COM          34385P108     778.7       54417SH       SOLE       0       54417  0      0
FLUOR CORP NEW                 COM          343412102   22789.3      387969SH       SOLE       0       387969 0      0
FLUSHING FINL CORP             COM          343873105      93.6        6100SH       SOLE       0       6100   0      0
FLY LEASING LTD SPONSORED      COM          34407D109    1885.8      153071SH       SOLE       0       153071 0      0
FMC TECHNOLOGIES INC           COM          30249U101   11636.9      271700SH       SOLE       0       271700 0      0
FNB CORP PA                    COM          302520101      79.7        7500SH       SOLE       0       7500   0      0
FOOT LOCKER INC                COM          344849104     331.2       10311SH       SOLE       0       10311  0      0
FOREST CITY ENTERPRISES INC CL COM          345550107    4131.2      255800SH       SOLE       0       255800 0      0
FORESTAR GROUP INC             COM          346233109    3145.4      181500SH       SOLE       0       181500 0      0
FORTINET INC                   COM          34959E109    1589.4       75436SH       SOLE       0       75436  0      0
FORUM ENERGY TECHNOLOGIES IN   COM          34984V100     743.5       30040SH       SOLE       0       30040  0      0
FOSTER WHEELER AG              COM          H27178104      2916      119900SH       SOLE       0       119900 0      0
HASBRO INC                     COM          418056107    1171.6       32636SH       SOLE       0       32636  0      0
HATTERAS FINL CORP             COM          41902R103      74.4        3000SH       SOLE       0       3000   0      0
HAWKINS INC                    COM          420261109     131.4        3400SH       SOLE       0       3400   0      0
HAYNES INTERNATIONAL INC COM   COM          420877201      77.8        1500SH       SOLE       0       1500   0      0
HCA HOLDINGS INC               COM          40412C101   12273.2      406800SH       SOLE       0       406800 0      0
HCC INS HLDGS INC              COM          404132102    6567.2      176489SH       SOLE       0       176489 0      0
HCP INC                        COM          40414L109   19402.2      429442SH       SOLE       0       429442 0      0
HDFC BANK LTD ADR REPS 3       FS           40415F101   13623.2      334558SH       SOLE       0       334558 0      0
HEALTH CARE REIT INC           COM          42217K106    6864.5      112000SH       SOLE       0       112000 0      0
HEALTH MGMT ASSOC INC NEW CL   COM          421933102     758.2       81347SH       SOLE       0       81347  0      0
HEALTH NET INC                 COM          42222G108    6643.6      273400SH       SOLE       0       273400 0      0
HEALTHCARE RLTY TR             COM          421946104      69.6        2900SH       SOLE       0       2900   0      0
HEALTHSOUTH CORP COM           COM          421924309     206.8        9795SH       SOLE       0       9795   0      0
HEARTLAND EXPRESS INC          COM          422347104     276.9       21188SH       SOLE       0       21188  0      0
HEARTLAND PMT SYS INC          COM          42235N108      1888       64000SH       SOLE       0       64000  0      0
HEARTWARE INTL INC             COM          422368100     442.7        5273SH       SOLE       0       5273   0      0
HECKMANN CORP                  COM          422680108       106       26297SH       SOLE       0       26297  0      0
HECLA MNG CO                   COM          422704106      33.2        5700SH       SOLE       0       5700   0      0
HELEN OF TROY CORP LTD         FS           G4388N106      80.1        2400SH       SOLE       0       2400   0      0
HELIX ENERGY SOLUTIONS GRP I   COM          42330P107      61.9        3000SH       SOLE       0       3000   0      0
HELIX ENERGY SOLUTIONS GRP I N CB           42330PAG2      95.5       81000SH       SOLE       0       81000  0      0
HELMERICH & PAYNE INC          COM          423452101        85        1517SH       SOLE       0       1517   0      0
HENRY JACK & ASSOC INC         COM          426281101    4779.7      121745SH       SOLE       0       121745 0      0
HERCULES TECH GROWTH CAP INC   COM          427096508      56.8        5100SH       SOLE       0       5100   0      0
HERITAGE FINL CORP WASH        COM          42722X106     148.4       10100SH       SOLE       0       10100  0      0
HERSHA HOSPITALITY TR SH BEN I COM          427825104       202       40400SH       SOLE       0       40400  0      0
HERSHEY CO                     COM          427866108    2947.1       40807SH       SOLE       0       40807  0      0
HEXCEL CORP NEW                COM          428291108    1629.2       60431SH       SOLE       0       60431  0      0
HIBBETT SPORTS INC             COM          428567101      36.6         694SH       SOLE       0       694    0      0
HIGHWOODS PPTYS INC            COM          431284108     138.4        4138SH       SOLE       0       4138   0      0
HMS HLDGS CORP                 COM          40425J101    1771.7       68353SH       SOLE       0       68353  0      0
HOLOGIC INC                    COM          436440101      5337      266450SH       SOLE       0       266450 0      0
HOLOGIC INC DEBT  2.000%       CB           436440AC5     235.1      237000SH       SOLE       0       237000 0      0
HOLOGIC INC FRNT               CB           436440AA9    6442.1     6430000SH       SOLE       0       64300000      0
HOLOGIC INC FRNT               CB           436440AB7      72.5       65000SH       SOLE       0       65000  0      0
HOME DEPOT INC                 COM          437076102   61720.7      997909SH       SOLE       0       997909 0      0
HONEYWELL INTL INC             COM          438516106   16283.3      256551SH       SOLE       0       256551 0      0
HORACE MANN EDUCATORS CORP N   COM          440327104       7.1         356SH       SOLE       0       356    0      0
HORMEL FOODS CORP              COM          440452100    1980.3       63450SH       SOLE       0       63450  0      0
HORNBECK OFFSHORE SVCS INC N   COM          440543106     171.7        4999SH       SOLE       0       4999   0      0
HOSPIRA INC                    COM          441060100     208.5        6674SH       SOLE       0       6674   0      0
HOST HOTELS & RESORTS INC      COM          44107P104   11365.8      725320SH       SOLE       0       725320 0      0
HSBC HLDGS PLC SPON ADR        FS           404280406      1329       25042SH       SOLE       0       25042  0      0
HUB GROUP INC CL               COM          443320106    1524.1       45360SH       SOLE       0       45360  0      0
HUBBELL INC CL                 COM          443510201    5606.7       66250SH       SOLE       0       66250  0      0
HUDSON CITY BANCORP            COM          443683107     302.4       37200SH       SOLE       0       37200  0      0
HUGOTON RTY TR TEX UNIT BEN    COM          444717102      93.6       12800SH       SOLE       0       12800  0      0
HUMANA INC                     COM          444859102       129        1879SH       SOLE       0       1879   0      0
HUNTINGTON BANCSHARES INC      COM          446150104     933.6      146100SH       SOLE       0       146100 0      0
HUNTINGTON BANCSHARES INC PFD  PFD          446150401        75          61SH       SOLE       0       61     0      0
HUNTSMAN CORP                  COM          447011107         4         254SH       SOLE       0       254    0      0
IBERIABANK CORP                COM          450828108     216.1        4400SH       SOLE       0       4400   0      0
ICICI BK LTD                   FS           45104G104   33853.1      776269SH       SOLE       0       776269 0      0
ICON PUB LTD CO SPONSORED      FS           45103T107     16681      600900SH       SOLE       0       600900 0      0
ICU MED INC                    COM          44930G107        67        1100SH       SOLE       0       1100   0      0
IDACORP INC                    COM          451107106       230        5306SH       SOLE       0       5306   0      0
IDEX CORP                      COM          45167R104     148.9        3200SH       SOLE       0       3200   0      0
IDEXX LABS INC                 COM          45168D104       191        2058SH       SOLE       0       2058   0      0
IHS INC CL                     COM          451734107   22857.2      238096SH       SOLE       0       238096 0      0
II VI INC                      COM          902104108         0           0SH       SOLE       0       0      0      0
ILLINOIS TOOL WKS INC          COM          452308109    5322.3       87523SH       SOLE       0       87523  0      0
TITANIUM METALS CORP COM       COM          888339207      61.1        3700SH       SOLE       0       3700   0      0
TJX COS INC NEW                COM          872540109   19212.9      452600SH       SOLE       0       452600 0      0
TORCHMARK CORP                 COM          891027104     917.1       17750SH       SOLE       0       17750  0      0
TORNIER N V                    COM          N87237108      85.8        5109SH       SOLE       0       5109   0      0
TORONTO DOMINION BK ONT COM    COM          891160509     455.4        5400SH       SOLE       0       5400   0      0
TOTAL S A SPONSORED            FS           89151E109    5377.8      103400SH       SOLE       0       103400 0      0
TOTAL SYS SVCS INC             COM          891906109     576.2       26900SH       SOLE       0       26900  0      0
TOWERS WATSON & CO CL          COM          891894107     474.5        8442SH       SOLE       0       8442   0      0
TRACTOR SUPPLY CO              COM          892356106    4428.4       50118SH       SOLE       0       50118  0      0
TRANSDIGM GROUP INC            COM          893641100     456.8        3350SH       SOLE       0       3350   0      0
TRANSOCEAN LTD REG             COM          H8817H100   17596.6      394100SH       SOLE       0       394100 0      0
TRAVELERS COMPANIES INC        COM          89417E109    7232.6      100704SH       SOLE       0       100704 0      0
TREDEGAR CORP                  COM          894650100     128.6        6300SH       SOLE       0       6300   0      0
TREEHOUSE FOODS INC            COM          89469A104    1559.5       29915SH       SOLE       0       29915  0      0
TREX CO INC                    COM          89531P105    2483.2       66700SH       SOLE       0       66700  0      0
TRICO BANCSHARES               COM          896095106      58.6        3500SH       SOLE       0       3500   0      0
TRIMAS CORP COM                COM          896215209    2332.5       83424SH       SOLE       0       83424  0      0
TRIMBLE NAVIGATION LTD         COM          896239100    8043.6      134554SH       SOLE       0       134554 0      0
TRINITY INDS INC               COM          896522109    3170.1       88500SH       SOLE       0       88500  0      0
TRIPADVISOR INC                COM          896945201    1510.6       36000SH       SOLE       0       36000  0      0
TRIUMPH GROUP INC NEW          COM          896818101     233.8        3581SH       SOLE       0       3581   0      0
TRONOX LTD SHS CL              COM          Q9235V101      87.6        4800SH       SOLE       0       4800   0      0
TRUE RELIGION APPAREL INC      COM          89784N104      78.8        3100SH       SOLE       0       3100   0      0
TRUEBLUE INC                   COM          89785X101     615.8       39100SH       SOLE       0       39100  0      0
TRUSTMARK CORP                 COM          898402102         0           0SH       SOLE       0       0      0      0
TUPPERWARE BRANDS CORP         COM          899896104    7356.7      114769SH       SOLE       0       114769 0      0
TW TELECOM INC                 COM          87311L104     235.3        9237SH       SOLE       0       9237   0      0
TYCO INTERNATIONAL LTD         COM          H89128104   11954.2      408691SH       SOLE       0       408691 0      0
TYSON FOODS INC CL             COM          902494103    1285.3       66252SH       SOLE       0       66252  0      0
ULTA SALON COSMETCS & FRAG I   COM          90384S303   14866.7      151300SH       SOLE       0       151300 0      0
ULTIMATE SOFTWARE GROUP INC    COM          90385D107    1061.8       11247SH       SOLE       0       11247  0      0
ULTRA PETROLEUM CORP           COM          903914109    4543.4      250600SH       SOLE       0       250600 0      0
UNDER ARMOUR INC CL            COM          904311107    4461.8       91940SH       SOLE       0       91940  0      0
UNILEVER N V N Y SHS           FS           904784709      1486       38800SH       SOLE       0       38800  0      0
UNILIFE CORP NEW               COM          90478E103     348.4      153500SH       SOLE       0       153500 0      0
UNION PAC CORP                 COM          907818108   86903.9      691250SH       SOLE       0       691250 0      0
UNIT CORP                      COM          909218109      63.1        1400SH       SOLE       0       1400   0      0
UNITED BANKSHARES INC WEST V   COM          909907107      48.6        2000SH       SOLE       0       2000   0      0
UNITED FIRE GROUP INC          COM          910340108     170.4        7800SH       SOLE       0       7800   0      0
UNITED NAT FOODS INC           COM          911163103    2969.5       55412SH       SOLE       0       55412  0      0
UNITED PARCEL SERVICE INC CL   COM          911312106   13517.9      183343SH       SOLE       0       183343 0      0
UNITED TECHNOLOGIES CORP       COM          913017109   28878.6      352135SH       SOLE       0       352135 0      0
UNITED THERAPEUTICS CORP DEL   COM          91307C102      1163       21770SH       SOLE       0       21770  0      0
UNITEDHEALTH GROUP INC         COM          91324P102   25216.2      464900SH       SOLE       0       464900 0      0
UNIVERSAL DISPLAY CORP         COM          91347P105    1202.5       46937SH       SOLE       0       46937  0      0
UNIVERSAL HLTH SVCS INC CL     COM          913903100     153.8        3182SH       SOLE       0       3182   0      0
UNS ENERGY CORP                COM          903119105         0           0SH       SOLE       0       0      0      0
UNUM GROUP                     COM          91529Y106    4802.8      230684SH       SOLE       0       230684 0      0
URBAN OUTFITTERS INC           COM          917047102    1146.6       29132SH       SOLE       0       29132  0      0
URSTADT BIDDLE PPTYS INC CL    COM          917286205     139.7        7100SH       SOLE       0       7100   0      0
US BANCORP DEL COM             COM          902973304      6562      205448SH       SOLE       0       205448 0      0
UTAH MED PRODS INC             COM          917488108       137        3800SH       SOLE       0       3800   0      0
UTI WORLDWIDE INC              FS           G87210103     364.6       27210SH       SOLE       0       27210  0      0
V F CORP                       COM          918204108      6149       40730SH       SOLE       0       40730  0      0
VAALCO ENERGY INC COM          COM          91851C201     131.5       15200SH       SOLE       0       15200  0      0
VAIL RESORTS INC               COM          91879Q109     124.4        2300SH       SOLE       0       2300   0      0
VALE S A                       FS           91912E105     467.4       22300SH       SOLE       0       22300  0      0
VALE S A ADR REPSTG            FS           91912E204       122        6012SH       SOLE       0       6012   0      0
VALEANT PHARMACEUTICALS INTL   COM          91911K102    4697.9       78600SH       SOLE       0       78600  0      0
VALERO ENERGY CORP NEW         COM          91913Y100     552.7       16200SH       SOLE       0       16200  0      0
ITAU UNIBANCO HLDG SA SPON ADR FS           465562106   33575.9     2039850SH       SOLE       0       20398500      0
ITC HLDGS CORP                 COM          465685105     864.6       11242SH       SOLE       0       11242  0      0
ITT CORP NEW COM               COM          450911201     187.9        8008SH       SOLE       0       8008   0      0
J & J SNACK FOODS CORP         COM          466032109     147.1        2300SH       SOLE       0       2300   0      0
J2 GLOBAL INC                  COM          48123V102    8258.9      270075SH       SOLE       0       270075 0      0
JABIL CIRCUIT INC              COM          466313103    1179.8       61160SH       SOLE       0       61160  0      0
JACOBS ENGR GROUP INC DEL      COM          469814107     183.9        4319SH       SOLE       0       4319   0      0
JAMES RIVER COAL CO NOTE  3.12 CB           470355AH1      15.5       50000SH       SOLE       0       50000  0      0
JANUS CAP GROUP INC            COM          47102X105     107.4       12600SH       SOLE       0       12600  0      0
JANUS CAP GROUP INC NOTE  3.25 CB           47102XAG0   11540.7    11057000SH       SOLE       0       11057000      0
JAZZ PHARMACEUTICALS PLC SHS   FS           G50871105      31.4         591SH       SOLE       0       591    0      0
JDS UNIPHASE CORP COM PAR      COM          46612J507     280.3       20700SH       SOLE       0       20700  0      0
JEFFERIES GROUP INC NEW        COM          472319102    2282.9      122937SH       SOLE       0       122937 0      0
JEFFERIES GROUP INC NEW DBCV   CB           472319AG7     121.8      123000SH       SOLE       0       123000 0      0
JETBLUE AIRWAYS CORP           COM          477143101      62.8       11000SH       SOLE       0       11000  0      0
JOHNSON & JOHNSON              COM          478160104   44807.8      639198SH       SOLE       0       639198 0      0
JOHNSON CTLS INC               COM          478366107    1477.1       48115SH       SOLE       0       48115  0      0
JONES LANG LASALLE INC         COM          48020Q107    1443.8       17200SH       SOLE       0       17200  0      0
JOY GLOBAL INC                 COM          481165108     990.2       15525SH       SOLE       0       15525  0      0
JPMORGAN CHASE & CO            COM          46625H100   37769.4      858982SH       SOLE       0       858982 0      0
JUNIPER NETWORKS INC           COM          48203R104    1781.7       90581SH       SOLE       0       90581  0      0
K12 INC                        COM          48273U102    2617.6      128065SH       SOLE       0       128065 0      0
KADANT INC                     COM          48282T104       4.1         155SH       SOLE       0       155    0      0
KAISER ALUMINUM CORP COM PAR   COM          483007704      61.7        1000SH       SOLE       0       1000   0      0
KAMAN CORP                     COM          483548103    1751.7       47600SH       SOLE       0       47600  0      0
KANSAS CITY SOUTHERN COM       COM          485170302   14273.8      170985SH       SOLE       0       170985 0      0
KAPSTONE PAPER & PACKAGING C   COM          48562P103      99.9        4500SH       SOLE       0       4500   0      0
KAR AUCTION SVCS INC           COM          48238T109    1623.2       80200SH       SOLE       0       80200  0      0
KAYDON CORP                    COM          486587108     316.2       13212SH       SOLE       0       13212  0      0
KB FINANCIAL GROUP INC SPONSOR FS           48241A105     447.4       12462SH       SOLE       0       12462  0      0
KELLOGG CO                     COM          487836108     121.1        2168SH       SOLE       0       2168   0      0
KELLY SVCS INC CL              COM          488152208      73.1        4645SH       SOLE       0       4645   0      0
KENNAMETAL INC                 COM          489170100       280        7000SH       SOLE       0       7000   0      0
KEY ENERGY SVCS INC            COM          492914106     122.3       17600SH       SOLE       0       17600  0      0
KEYCORP NEW                    COM          493267108    5793.9      688106SH       SOLE       0       688106 0      0
KFORCE INC                     COM          493732101     144.7       10100SH       SOLE       0       10100  0      0
KILROY RLTY CORP               COM          49427F108    9597.2      202600SH       SOLE       0       202600 0      0
KIMBERLY CLARK CORP            COM          494368103   10218.1      121025SH       SOLE       0       121025 0      0
KIMCO RLTY CORP                COM          49446R109     838.5       43400SH       SOLE       0       43400  0      0
KINDER MORGAN INC DEL          COM          49456B101    5051.6      142983SH       SOLE       0       142983 0      0
KINDER MORGAN INC DEL *W EXP   COM          49456B119      82.9       21940SH       SOLE       0       21940  0      0
KIOR INC CL                    COM          497217109     756.8      118070SH       SOLE       0       118070 0      0
KKR FINANCIAL HLDGS LLC        COM          48248A306    2965.2      280795SH       SOLE       0       280795 0      0
KLA-TENCOR CORP                COM          482480100    3775.5       79052SH       SOLE       0       79052  0      0
KRAFT FOODS GROUP INC          COM          50076Q106   14992.6      329724SH       SOLE       0       329724 0      0
KRATON PERFORMANCE POLYMERS    COM          50077C106     354.4       14748SH       SOLE       0       14748  0      0
KROGER CO                      COM          501044101     373.2       14342SH       SOLE       0       14342  0      0
L-3 COMMUNICATIONS CORP DEBT   NOTE         502413AW7    4389.1     4314000SH       SOLE       0       43140000      0
L-3 COMMUNICATIONS HLDGS INC   COM          502424104     921.4       12026SH       SOLE       0       12026  0      0
LABORATORY CORP AMER HLDGS COM COM          50540R409   11249.9      129877SH       SOLE       0       129877 0      0
LACLEDE GROUP INC              COM          505597104      84.9        2200SH       SOLE       0       2200   0      0
LAKELAND FINL CORP             COM          511656100     121.4        4700SH       SOLE       0       4700   0      0
LAM RESEARCH CORP              COM          512807108    2713.4       75100SH       SOLE       0       75100  0      0
LANDSTAR SYS INC               COM          515098101    1446.1       27565SH       SOLE       0       27565  0      0
LAS VEGAS SANDS CORP           COM          517834107   17735.1      384210SH       SOLE       0       384210 0      0
LASALLE HOTEL PPTYS COM SH BEN COM          517942108     220.9        8700SH       SOLE       0       8700   0      0
LAUDER ESTEE COS INC CL        COM          518439104   33307.5      556423SH       SOLE       0       556423 0      0
LAZARD LTD SHS                 FS           G54050102    6773.7      227000SH       SOLE       0       227000 0      0
LEAP WIRELESS INTL INC NOTE  4 CB           521863AL4     105.9      111000SH       SOLE       0       111000 0      0
VANGUARD HEALTH SYS INC        COM          922036207     128.3       10477SH       SOLE       0       10477  0      0
VANGUARD INTL EQUITY INDEX F M MF           922042858         0           0SH       SOLE       0       0      0      0
VANTIV INC CL                  COM          92210H105      64.9        3176SH       SOLE       0       3176   0      0
VARIAN MED SYS INC             COM          92220P105     137.3        1955SH       SOLE       0       1955   0      0
VCA ANTECH INC                 COM          918194101     162.1        7700SH       SOLE       0       7700   0      0
VENTAS INC                     COM          92276F100   20160.3      311501SH       SOLE       0       311501 0      0
VERA BRADLEY INC               COM          92335C106     938.7       37400SH       SOLE       0       37400  0      0
VERIFONE SYS INC               COM          92342Y109    2769.7       93318SH       SOLE       0       93318  0      0
VERINT SYS INC                 COM          92343X100     415.9       14166SH       SOLE       0       14166  0      0
VERISIGN INC                   COM          92343E102    6689.7      172325SH       SOLE       0       172325 0      0
VERISIGN INC SDCV  3.250%      CB           92343EAD4      63.1       50000SH       SOLE       0       50000  0      0
VERISK ANALYTICS INC CL        COM          92345Y106    5581.4      109440SH       SOLE       0       109440 0      0
VERIZON COMMUNICATIONS INC     COM          92343V104   10198.8      235702SH       SOLE       0       235702 0      0
VERTEX PHARMACEUTICALS INC     COM          92532F100    1758.6       41931SH       SOLE       0       41931  0      0
VIACOM INC NEW CL              COM          92553P201    5852.1      110962SH       SOLE       0       110962 0      0
VIEWPOINT FINL GROUP INC MD    COM          92672A101     169.6        8100SH       SOLE       0       8100   0      0
VILLAGE SUPER MKT INC CL A     COM          927107409     103.2        3140SH       SOLE       0       3140   0      0
VIMPELCOM LTD SPONSORED        FS           92719A106       2.7         253SH       SOLE       0       253    0      0
VIRGIN MEDIA INC               COM          92769L101    1488.1       40492SH       SOLE       0       40492  0      0
VIROPHARMA INC                 COM          928241108         0           0SH       SOLE       0       0      0      0
VIRTUSA CORP                   COM          92827P102    1346.6       81960SH       SOLE       0       81960  0      0
VISA INC COM CL                COM          92826C839   95275.5      628549SH       SOLE       0       628549 0      0
VISHAY INTERTECHNOLOGY INC     COM          928298108      98.7        9281SH       SOLE       0       9281   0      0
VITAMIN SHOPPE INC             COM          92849E101    1072.6       18700SH       SOLE       0       18700  0      0
VMWARE INC CL A                COM          928563402   17290.2      183665SH       SOLE       0       183665 0      0
VODAFONE GROUP PLC NEW SPONS A FS           92857W209    6478.8      257198SH       SOLE       0       257198 0      0
VOLCANO CORPORATION            COM          928645100     132.6        5617SH       SOLE       0       5617   0      0
VORNADO RLTY TR SH BEN         COM          929042109   11947.9      149200SH       SOLE       0       149200 0      0
VULCAN MATLS CO                COM          929160109     327.9        6300SH       SOLE       0       6300   0      0
W & T OFFSHORE INC             COM          92922P106      54.5        3400SH       SOLE       0       3400   0      0
WABCO HLDGS INC                COM          92927K102    3363.8       51600SH       SOLE       0       51600  0      0
WABTEC CORP                    COM          929740108     205.7        2350SH       SOLE       0       2350   0      0
WADDELL & REED FINL INC CL     COM          930059100    2638.9       75786SH       SOLE       0       75786  0      0
WALGREEN CO                    COM          931422109    3039.4       82125SH       SOLE       0       82125  0      0
WAL-MART STORES INC            COM          931142103   12917.9      189329SH       SOLE       0       189329 0      0
WALTER INVT MGMT CORP          COM          93317W102       185        4300SH       SOLE       0       4300   0      0
WASHINGTON BKG CO OAK HBR WA   COM          937303105        79        5800SH       SOLE       0       5800   0      0
WASHINGTON FED INC             COM          938824109      74.2        4400SH       SOLE       0       4400   0      0
WASHINGTON REAL ESTATE INVT SH COM          939653101      83.7        3200SH       SOLE       0       3200   0      0
WASTE CONNECTIONS INC          COM          941053100    1635.7       48409SH       SOLE       0       48409  0      0
WASTE MGMT INC DEL             COM          94106L109    6613.2      196004SH       SOLE       0       196004 0      0
WATERS CORP                    COM          941848103       566        6497SH       SOLE       0       6497   0      0
WATSCO INC                     COM          942622200    3310.1       44194SH       SOLE       0       44194  0      0
WATSON PHARMACEUTICALS INC     COM          942683103      9380      109070SH       SOLE       0       109070 0      0
WATTS WATER TECHNOLOGIES INC C COM          942749102    3964.3       92215SH       SOLE       0       92215  0      0
WEB COM GROUP INC              COM          94733A104    1111.6       75110SH       SOLE       0       75110  0      0
WEBMD HEALTH CORP NOTE  2.500% NOTE         94770VAF9      62.8       75000SH       SOLE       0       75000  0      0
WEBSENSE INC                   COM          947684106     500.8       33300SH       SOLE       0       33300  0      0
WEBSTER FINL CORP CONN         COM          947890109      41.1        2000SH       SOLE       0       2000   0      0
WEIGHT WATCHERS INTL INC NEW   COM          948626106      5914      112948SH       SOLE       0       112948 0      0
WEIS MKTS INC                  COM          948849104     160.6        4100SH       SOLE       0       4100   0      0
WELLCARE HEALTH PLANS INC      COM          94946T106      86.4        1774SH       SOLE       0       1774   0      0
WELLPOINT INC                  COM          94973V107     178.6        2931SH       SOLE       0       2931   0      0
WELLS FARGO & CO NEW           COM          949746101   18817.8      550549SH       SOLE       0       550549 0      0
WELLS FARGO & CO NEW PERP PFD  PFD          949746804   33468.2       27321SH       SOLE       0       27321  0      0
WERNER ENTERPRISES INC         COM          950755108      73.7        3400SH       SOLE       0       3400   0      0
WESCO INTL INC                 COM          95082P105    3413.9       50629SH       SOLE       0       50629  0      0
WESTAMERICA BANCORPORATION     COM          957090103     130.3        3059SH       SOLE       0       3059   0      0
WESTAR ENERGY INC              COM          95709T100     341.8       11944SH       SOLE       0       11944  0      0
MASCO CORP                     COM          574599106    1907.6      114500SH       SOLE       0       114500 0      0
MASIMO CORP                    COM          574795100      24.7        1177SH       SOLE       0       1177   0      0
MASTEC INC                     COM          576323109    6802.1      272848SH       SOLE       0       272848 0      0
MASTERCARD INC CL              COM          57636Q104   60273.2      122686SH       SOLE       0       122686 0      0
MATERION CORP                  COM          576690101     422.8       16400SH       SOLE       0       16400  0      0
MATTEL INC                     COM          577081102    7968.5      217600SH       SOLE       0       217600 0      0
MB FINANCIAL INC NEW           COM          55264U108     380.2       19252SH       SOLE       0       19252  0      0
MCCORMICK & CO INC COM NON     COM          579780206    5577.9       87800SH       SOLE       0       87800  0      0
MCDERMOTT INTL INC             COM          580037109      68.1        6181SH       SOLE       0       6181   0      0
MCDONALDS CORP                 COM          580135101    2988.9       33884SH       SOLE       0       33884  0      0
MCGRAW HILL COS INC            COM          580645109   17374.1      317800SH       SOLE       0       317800 0      0
MCKESSON CORP                  COM          58155Q103     372.7        3844SH       SOLE       0       3844   0      0
MEAD JOHNSON NUTRITION CO      COM          582839106    9378.9      142342SH       SOLE       0       142342 0      0
MEADWESTVACO CORP              COM          583334107      73.3        2300SH       SOLE       0       2300   0      0
MEDICAL PPTYS TRUST INC        COM          58463J304      52.6        4400SH       SOLE       0       4400   0      0
MEDIDATA SOLUTIONS INC         COM          58471A105     570.1       14547SH       SOLE       0       14547  0      0
MEDNAX INC                     COM          58502B106   11561.2      145387SH       SOLE       0       145387 0      0
MEDTRONIC INC                  COM          585055106    2864.5       69833SH       SOLE       0       69833  0      0
MENS WEARHOUSE INC             COM          587118100      84.1        2700SH       SOLE       0       2700   0      0
MENTOR GRAPHICS CORP           COM          587200106      85.1        5000SH       SOLE       0       5000   0      0
MENTOR GRAPHICS CORP SDCV  4.0 CB           587200AK2      58.8       50000SH       SOLE       0       50000  0      0
MERCADOLIBRE INC               COM          58733R102    6576.3       83700SH       SOLE       0       83700  0      0
MERCK & CO INC NEW             COM          58933Y105   26194.6      639829SH       SOLE       0       639829 0      0
MERCURY GENL CORP NEW          COM          589400100     142.9        3600SH       SOLE       0       3600   0      0
MERGE HEALTHCARE INC           COM          589499102     529.4      214313SH       SOLE       0       214313 0      0
MERITOR INC                    COM          59001K100     804.3      170040SH       SOLE       0       170040 0      0
METALICO INC                   COM          591176102      24.3       12400SH       SOLE       0       12400  0      0
METHODE ELECTRS INC            COM          591520200      81.2        8100SH       SOLE       0       8100   0      0
METLIFE INC                    COM          59156R108    8403.9      255129SH       SOLE       0       255129 0      0
METLIFE INC UNIT               PFD          59156R116    3827.7       86073SH       SOLE       0       86073  0      0
METROPCS COMMUNICATIONS INC    COM          591708102     111.3       11200SH       SOLE       0       11200  0      0
MFA FINANCIAL INC              COM          55272X102      81.7       10069SH       SOLE       0       10069  0      0
MGM RESORTS INTERNATIONAL NOTE CB           55303QAE0      93.1       88000SH       SOLE       0       88000  0      0
MICHAEL KORS HLDGS LTD         COM          G60754101   17921.7      351200SH       SOLE       0       351200 0      0
MICROCHIP TECHNOLOGY INC       COM          595017104     629.1       19303SH       SOLE       0       19303  0      0
MICROCHIP TECHNOLOGY INC SDCV  CB           595017AB0    8712.8     6874000SH       SOLE       0       68740000      0
MICRON TECHNOLOGY INC          COM          595112103     192.4       30300SH       SOLE       0       30300  0      0
MICROS SYS INC                 COM          594901100     119.9        2825SH       SOLE       0       2825   0      0
MICROSEMI CORP                 COM          595137100    1263.7       60062SH       SOLE       0       60062  0      0
MICROSOFT CORP                 COM          594918104   29618.3     1108056SH       SOLE       0       11080560      0
MICROSTRATEGY INC CL A         COM          594972408    2971.9       31826SH       SOLE       0       31826  0      0
MID-AMER APT CMNTYS INC        COM          59522J103     336.7        5200SH       SOLE       0       5200   0      0
MIDDLEBY CORP                  COM          596278101     824.4        6430SH       SOLE       0       6430   0      0
MILLER HERMAN INC              COM          600544100     134.9        6300SH       SOLE       0       6300   0      0
MINDRAY MEDICAL INTL LTD SPON  FS           602675100   14136.2      432300SH       SOLE       0       432300 0      0
MINE SAFETY APPLIANCES CO      COM          602720104    1257.4       29440SH       SOLE       0       29440  0      0
MINERALS TECHNOLOGIES INC      COM          603158106     132.8        3326SH       SOLE       0       3326   0      0
MISTRAS GROUP INC              COM          60649T107     708.6       28700SH       SOLE       0       28700  0      0
MKS INSTRUMENT INC             COM          55306N104    1675.7       65000SH       SOLE       0       65000  0      0
MOBILE TELESYSTEMS OJSC SPONSO FS           607409109     283.5       15200SH       SOLE       0       15200  0      0
MOHAWK INDS INC                COM          608190104     645.8        7138SH       SOLE       0       7138   0      0
MOLEX INC                      COM          608554101     306.5       11213SH       SOLE       0       11213  0      0
MOLEX INC CL                   COM          608554200   11220.8      502723SH       SOLE       0       502723 0      0
MOLSON COORS BREWING CO CL     COM          60871R209      6197      144823SH       SOLE       0       144823 0      0
MOMENTA PHARMACEUTICALS INC    COM          60877T100     652.6       55400SH       SOLE       0       55400  0      0
MONDELEZ INTL INC CL           COM          609207105    9510.8      373410SH       SOLE       0       373410 0      0
MONOLITHIC PWR SYS INC         COM          609839105     345.3       15500SH       SOLE       0       15500  0      0
MONRO MUFFLER BRAKE INC        COM          610236101     873.9       24990SH       SOLE       0       24990  0      0
MONSANTO CO NEW                COM          61166W101  104049.9     1099312SH       SOLE       0       10993120      0
MONSTER BEVERAGE CORP          COM          611740101    4421.3       83611SH       SOLE       0       83611  0      0
WESTERN ALLIANCE BANCORP       COM          957638109    1329.1      126220SH       SOLE       0       126220 0      0
WESTERN DIGITAL CORP           COM          958102105    3544.1       83411SH       SOLE       0       83411  0      0
WESTERN REFNG INC              COM          959319104     462.3       16400SH       SOLE       0       16400  0      0
WESTERN UN CO                  COM          959802109       229       16826SH       SOLE       0       16826  0      0
WEX INC                        COM          96208T104    1597.8       21200SH       SOLE       0       21200  0      0
WEYERHAEUSER CO                COM          962166104    2700.1       97055SH       SOLE       0       97055  0      0
WGL HLDGS INC                  COM          92924F106   19188.6      489631SH       SOLE       0       489631 0      0
WHIRLPOOL CORP                 COM          963320106    3072.9       30200SH       SOLE       0       30200  0      0
WHITING PETE CORP NEW          COM          966387102     511.8       11800SH       SOLE       0       11800  0      0
WHOLE FOODS MKT INC            COM          966837106   14356.8      157197SH       SOLE       0       157197 0      0
WILLIAMS COS INC DEL           COM          969457100   25158.2      768424SH       SOLE       0       768424 0      0
WILLIAMS PARTNERS L P COM UNIT COM          96950F104      98.5        2024SH       SOLE       0       2024   0      0
WILLIAMS SONOMA INC            COM          969904101     144.4        3300SH       SOLE       0       3300   0      0
WILLIS GROUP HOLDINGS PUBLIC   FS           G96666105    2417.2       72092SH       SOLE       0       72092  0      0
WINDSTREAM CORP                COM          97381W104     317.1       38300SH       SOLE       0       38300  0      0
WINTRUST FINANCIAL CORP        COM          97650W108    3009.4       82000SH       SOLE       0       82000  0      0
WISCONSIN ENERGY CORP          COM          976657106    1206.1       32731SH       SOLE       0       32731  0      0
WMS INDS INC                   COM          929297109     708.7       40495SH       SOLE       0       40495  0      0
WOODWARD INC                   COM          980745103    1713.8       44946SH       SOLE       0       44946  0      0
WOORI FIN HLDGS CO LTD         FS           981063100     240.1        7200SH       SOLE       0       7200   0      0
WORKDAY INC CL                 COM          98138H101     389.7        7150SH       SOLE       0       7150   0      0
WORLD FUEL SVCS CORP           COM          981475106    3488.1       84724SH       SOLE       0       84724  0      0
WYNDHAM WORLDWIDE CORP         COM          98310W108    1681.4       31600SH       SOLE       0       31600  0      0
WYNN RESORTS LTD               COM          983134107     597.9        5315SH       SOLE       0       5315   0      0
XCEL ENERGY INC                COM          98389B100     953.2       35687SH       SOLE       0       35687  0      0
XEROX CORP                     COM          984121103    4018.3      589200SH       SOLE       0       589200 0      0
XILINX INC                     COM          983919101     805.1       22427SH       SOLE       0       22427  0      0
XILINX INC SDCV  3.125%        CB           983919AD3     129.2      102000SH       SOLE       0       102000 0      0
XYLEM INC                      COM          98419M100       374       13801SH       SOLE       0       13801  0      0
YAHOO INC                      COM          984332106    2398.3      120520SH       SOLE       0       120520 0      0
YAMANA GOLD INC                COM          98462Y100     473.3       27500SH       SOLE       0       27500  0      0
YANDEX N V SHS CLASS           COM          N97284108   11779.4      546100SH       SOLE       0       546100 0      0
YANZHOU COAL MNG CO LTD SPON A FS           984846105     218.6       12800SH       SOLE       0       12800  0      0
YOUNG INNOVATIONS INC          COM          987520103     516.3       13100SH       SOLE       0       13100  0      0
YUM BRANDS INC                 COM          988498101   54756.1      824640SH       SOLE       0       824640 0      0
ZIMMER HLDGS INC               COM          98956P102     948.8       14234SH       SOLE       0       14234  0      0
ZIONS BANCORPORATION           COM          989701107     448.8       20970SH       SOLE       0       20970  0      0
O REILLY AUTOMOTIVE INC NEW    COM          67103H107    8305.3       92880SH       SOLE       0       92880  0      0
OASIS PETE INC NEW             COM          674215108      24.1         758SH       SOLE       0       758    0      0
OCCIDENTAL PETE CORP DEL       COM          674599105   10821.6      141256SH       SOLE       0       141256 0      0
OCEANEERING INTL INC           COM          675232102    1759.5       32710SH       SOLE       0       32710  0      0
OFFICE DEPOT INC               COM          676220106      61.8       18851SH       SOLE       0       18851  0      0
OFFICEMAX INC DEL              COM          67622P101     149.3       15297SH       SOLE       0       15297  0      0
OLD NATL BANCORP IND           COM          680033107      99.2        8354SH       SOLE       0       8354   0      0
OLIN CORP COM PAR              COM          680665205      79.9        3700SH       SOLE       0       3700   0      0
OM GROUP INC                   COM          670872100      44.4        2000SH       SOLE       0       2000   0      0
OMEGA HEALTHCARE INVS INC      COM          681936100    5001.3      209700SH       SOLE       0       209700 0      0
OMNICOM GROUP INC              COM          681919106    4691.2       93900SH       SOLE       0       93900  0      0
ON SEMICONDUCTOR CORP          COM          682189105     551.5       78230SH       SOLE       0       78230  0      0
ON SEMICONDUCTOR CORP NOTE     CB           682189AH8      53.3       50000SH       SOLE       0       50000  0      0
ONEOK INC NEW                  COM          682680103    1064.5       24900SH       SOLE       0       24900  0      0
ONYX PHARMACEUTICALS INC       COM          683399109    1608.8       21300SH       SOLE       0       21300  0      0
ORACLE CORP                    COM          68389X105   23999.1      720261SH       SOLE       0       720261 0      0
ORBITAL SCIENCES CORP          COM          685564106    1895.4      137650SH       SOLE       0       137650 0      0
ORIENT-EXPRESS HOTELS LTD CL   COM          G67743107     106.4        9100SH       SOLE       0       9100   0      0
ORITANI FINL CORP DEL          COM          68633D103      99.6        6500SH       SOLE       0       6500   0      0
ORTHOFIX INTL N V              FS           N6748L102    1950.8       49600SH       SOLE       0       49600  0      0
OSHKOSH CORP                   COM          688239201    3712.2      125200SH       SOLE       0       125200 0      0
OWENS & MINOR INC NEW          COM          690732102       191        6700SH       SOLE       0       6700   0      0
OWENS ILL INC COM              COM          690768403     152.1        7151SH       SOLE       0       7151   0      0
PACCAR INC                     COM          693718108    3571.6       79000SH       SOLE       0       79000  0      0
PACIFIC COAST OIL TR UNIT BEN  COM          694103102     244.5       14100SH       SOLE       0       14100  0      0
PACIFIC CONTINENTAL CORP       COM          69412V108      96.3        9900SH       SOLE       0       9900   0      0
PACKAGING CORP AMER            COM          695156109    6217.4      161618SH       SOLE       0       161618 0      0
PALL CORP                      COM          696429307   11372.3      188720SH       SOLE       0       188720 0      0
PALO ALTO NETWORKS INC         COM          697435105     943.6       17631SH       SOLE       0       17631  0      0
PANTRY INC                     COM          698657103       6.6         544SH       SOLE       0       544    0      0
PAPA JOHNS INTL INC            COM          698813102      69.9        1272SH       SOLE       0       1272   0      0
PARAMETRIC TECHNOLOGY CORP COM COM          699173209     156.2        6937SH       SOLE       0       6937   0      0
PARK ELECTROCHEMICAL CORP      COM          700416209     115.8        4500SH       SOLE       0       4500   0      0
PARK STERLING CORP             COM          70086Y105     100.4       19200SH       SOLE       0       19200  0      0
PARKER HANNIFIN CORP           COM          701094104     375.1        4410SH       SOLE       0       4410   0      0
PARTNERRE LTD                  COM          G6852T105    1876.3       23311SH       SOLE       0       23311  0      0
PATTERSON COMPANIES INC        COM          703395103     510.5       14913SH       SOLE       0       14913  0      0
PAYCHEX INC                    COM          704326107    1130.4       36300SH       SOLE       0       36300  0      0
PBF ENERGY INC CL              COM          69318G106      95.9        3300SH       SOLE       0       3300   0      0
PDC ENERGY INC                 COM          69327R101      2421       72901SH       SOLE       0       72901  0      0
PEABODY ENERGY CORP            COM          704549104      66.2        2488SH       SOLE       0       2488   0      0
PEABODY ENERGY CORP SDCV       CB           704549AG9      19.3       20000SH       SOLE       0       20000  0      0
PEBBLEBROOK HOTEL TR           COM          70509V100    1078.8       46700SH       SOLE       0       46700  0      0
PENNANTPARK INVT CORP          COM          708062104     175.9       16000SH       SOLE       0       16000  0      0
PENTAIR LTD                    COM          H6169Q108    9017.6      183471SH       SOLE       0       183471 0      0
PEOPLES UNITED FINANCIAL INC   COM          712704105     174.1       14400SH       SOLE       0       14400  0      0
PEPSICO INC                    COM          713448108      6535       95499SH       SOLE       0       95499  0      0
PERFORMANT FINL CORP           COM          71377E105       781       77322SH       SOLE       0       77322  0      0
PERKINELMER INC                COM          714046109    1942.5       61200SH       SOLE       0       61200  0      0
PERRIGO CO                     COM          714290103    6163.8       59250SH       SOLE       0       59250  0      0
PETROLEO BRASILEIRO SA PETRO S FS           71654V408    3163.8      162495SH       SOLE       0       162495 0      0
PETSMART INC                   COM          716768106      4900       71700SH       SOLE       0       71700  0      0
PFIZER INC                     COM          717081103   38872.6     1549944SH       SOLE       0       15499440      0
PG^E CORP                      COM          69331C108   12856.5      319972SH       SOLE       0       319972 0      0
PHH CORP COM                   COM          693320202     113.8        5000SH       SOLE       0       5000   0      0
PHH CORP NOTE  4.000%          NOTE         693320AN3     129.7      116000SH       SOLE       0       116000 0      0
PHILIP MORRIS INTL INC         COM          718172109     45893      548697SH       SOLE       0       548697 0      0
PHILLIPS 66                    COM          718546104    7316.1      137780SH       SOLE       0       137780 0      0
PIEDMONT NAT GAS INC           COM          720186105   11638.6      371721SH       SOLE       0       371721 0      0
PIEDMONT OFFICE REALTY TR IN C COM          720190206      2240      124101SH       SOLE       0       124101 0      0