UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
FORM 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 03/31/2013
Check here if Amendment [ ]; Amendment Number: ______
This Amendment (check only one): [ ] is a restatement
[ ] adds new holding entries
Institutional Investment Manager Filing this Report:
Name: Thrivent Financial for Lutherans
Address: 625 Fourth Avenue South
Minneapolis, MN 55415
Form 13F File Number: 28-00545
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, and all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Randall L. Boushek
Title: Senior Vice President
Phone: (612) 844-7348
Signature, Place, and Date of Signing:
/s/ Randall L. Boushek Minneapolis, Minnesota 05/14/2013
------------------------- --------------------------- ----------------------
[Signature] [City, State] [Date]
Report Type (check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
-1-
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: Two
Form 13F Information Table Entry Total: 2,111
Form 13F Information Table Value Total: $14,376,053
(thousands)
List of Other Included Managers:
1. Thrivent Asset Management, LLC, Form 13F Filing Number 28-11983
2. Thrivent Trust Company, Form 13F Filing Number 28-14970
-2-
GRAND TOTAL $14,376,053
-3-
AAR CORP COM 000361105 268.49 14600 SH SOLE 14600
ABM INDUSTRIES INC COM 000957100 413.66 18600 SH SOLE 18600
ADT CORP COM 00101J106 20559.25 420091 SH DEFINED 1 420091
ADT CORP COM 00101J106 29424.88 601244 SH SOLE 601244
AFLAC INC COM 001055102 2190.04 42100 SH DEFINED 1 42100
AFLAC INC COM 001055102 2913.12 56000 SH SOLE 56000
AGCO CORP COM 001084102 355.98 6830 SH SOLE 6830
AGCO CORP NOTE 1.250% 001084AM4 625.20 480000 SH DEFINED 1 480000
AGCO CORP NOTE 1.250% 001084AM4 3477.68 2670000 SH SOLE 2670000
AES CORP COM 00130H105 270.26 21500 SH SOLE 21500
AK STEEL HOLDING CORP COM 001547108 165.83 50100 SH SOLE 50100
AMC NETWORKS INC CL A 00164V103 252.88 4000 SH SOLE 4000
AMN HEALTHCARE SERVICES INC COM 001744101 265.94 16800 SH SOLE 16800
AOL INC COM 00184X105 11146.70 289600 SH SOLE 289600
AOL INC COM 00184X105 4953.66 128700 SH DEFINED 1 128700
AT&T INC COM 00206R102 24465.55 666818 SH SOLE 666818
AT&T INC COM 00206R102 7631.52 208000 SH DEFINED 1 208000
AT&T INC COM 00206R102 1248 34006 SH DEFINED 2 34006
AT&T INC COM 00206R102 61 1651 SH DEFINED 2 1651
ATMI INC COM 00207R101 262.43 11700 SH SOLE 11700
AZZ INC COM 002474104 448.26 9300 SH SOLE 9300
ABAXIS INC COM 002567105 359.63 7600 SH SOLE 7600
ABBOTT LABORATORIES COM 002824100 3705.07 104900 SH DEFINED 1 104900
ABBOTT LABORATORIES COM 002824100 6481.22 183500 SH SOLE 183500
ABBVIE INC COM 00287Y109 2251.06 55200 SH SOLE 55200
ABERCROMBIE & FITCH CO CL A 002896207 3802.26 82300 SH DEFINED 1 82300
ABERCROMBIE & FITCH CO CL A 002896207 5531.99 119740 SH SOLE 119740
ABIOMED INC COM 003654100 240.84 12900 SH SOLE 12900
ACADIA REALTY TRUST COM SH BEN INT 004239109 1219.33 43908 SH SOLE 43908
ACORDA THERAPEUTICS INC COM 00484M106 474.04 14800 SH SOLE 14800
ACTAVIS INC COM 00507K103 3292.75 35748 SH DEFINED 1 35748
ACTAVIS INC COM 00507K103 4684.25 50855 SH SOLE 50855
ACTIVISION BLIZZARD INC COM 00507V109 3686.21 253000 SH DEFINED 1 253000
ACTIVISION BLIZZARD INC COM 00507V109 9547.72 655300 SH SOLE 655300
ACTUANT CORP CL A NEW 00508X203 12024.47 392700 SH DEFINED 1 392700
ACTUANT CORP CL A NEW 00508X203 16648.09 543700 SH SOLE 543700
ACUITY BRANDS INC COM 00508Y102 9660.46 139300 SH DEFINED 1 139300
ACUITY BRANDS INC COM 00508Y102 13980.96 201600 SH SOLE 201600
ADOBE SYSTEMS INC COM 00724F101 757.16 17400 SH SOLE 17400
ADVANCE AUTO PARTS COM 00751Y106 429.78 5200 SH SOLE 5200
AECOM TECHNOLOGY CORP COM 00766T100 242.72 7400 SH SOLE 7400
AEGION CORP COM 00770F104 331.04 14300 SH SOLE 14300
ADVANCED MICRO DEVICES INC COM 007903107 53.80 21100 SH SOLE 21100
ADVANCED ENERGY INDUSTRIES COM 007973100 236.07 12900 SH SOLE 12900
AETNA INC COM 00817Y108 590.65 11552 SH SOLE 11552
AFFILIATED MANAGERS GROUP COM 008252108 22018.56 143378 SH DEFINED 1 143378
AFFILIATED MANAGERS GROUP COM 008252108 31618.83 205892 SH SOLE 205892
AFFILIATED MANAGERS GROUP NOTE 3.950% 8/1 008252AL2 11983.13 9625000 SH SOLE 9625000
AFFYMETRIX INC COM 00826T108 122.72 26000 SH SOLE 26000
AGILENT TECHNOLOGIES INC COM 00846U101 6080.57 144879 SH DEFINED 1 144879
AGILENT TECHNOLOGIES INC COM 00846U101 8817.86 210099 SH SOLE 210099
AGRIUM INC COM 008916108 1111.50 11400 SH DEFINED 1 11400
AGRIUM INC COM 008916108 1502.96 15415 SH SOLE 15415
AIR METHODS CORP COM PAR $.06 009128307 622.30 12900 SH SOLE 12900
AIR PRODUCTS & CHEMICALS COM 009158106 644.69 7400 SH SOLE 7400
AIRGAS INC COM 009363102 5890.10 59400 SH DEFINED 1 59400
AIRGAS INC COM 009363102 8200.53 82700 SH SOLE 82700
AIRTRAN HOLDINGS INC NOTE 5.250% 00949PAD0 5339.54 3700000 SH SOLE 3700000
AIRTRAN HOLDINGS INC NOTE 5.250% 00949PAD0 649.40 450000 SH DEFINED 1 450000
AKAMAI TECHNOLOGIES COM 00971T101 218.98 6200 SH SOLE 6200
AKORN INC COM 009728106 344.37 24900 SH SOLE 24900
ALASKA AIR GROUP INC COM 011659109 318.52 4980 SH SOLE 4980
ALBANY INTL CORP CL A 012348108 306.34 10600 SH SOLE 10600
ALBEMARLE CORP COM 012653101 3713.69 59400 SH DEFINED 1 59400
ALBEMARLE CORP COM 012653101 5459.25 87320 SH SOLE 87320
ALCOA INC COM 013817101 318.03 37328 SH SOLE 37328
ALCOA INC NOTE 5.250% 013817AT8 18836.14 13600000 SH SOLE 13600000
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 2030.88 28612 SH SOLE 28612
ALEXION PHARMACEUTICALS INC COM 015351109 635.77 6900 SH SOLE 6900
ALIGN TECHNOLOGY INC COM 016255101 6554.56 195600 SH DEFINED 1 195600
ALIGN TECHNOLOGY INC COM 016255101 10532.19 314300 SH SOLE 314300
ALLEGHANY CORP. COM 017175100 475.10 1200 SH SOLE 1200
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 01741RAD4 578.13 540000 SH DEFINED 1 540000
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 01741RAD4 13232.86 12360000 SH SOLE 12360000
ALLEGIANT TRAVEL CO COM 01748X102 497.17 5600 SH SOLE 5600
ALLERGAN INC COM 018490102 1205.60 10800 SH SOLE 10800
ALLETE INC COM NEW 018522300 633.98 12933 SH SOLE 12933
ALLIANCE DATA SYSTEMS CORP COM 018581108 29868.70 184500 SH SOLE 184500
ALLIANCE DATA SYSTEMS CORP COM 018581108 33656.93 207900 SH DEFINED 1 207900
ALLIANCE ONE INTERNATIONAL INC COM 018772103 116.70 30000 SH SOLE 30000
ALLIANT ENERGY CORP COM 018802108 386.39 7700 SH SOLE 7700
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 3262.50 3000000 SH SOLE 3000000
ALLIANZGI NFJ DIVIDEND INTERES COM 01883A107 2716.43 161500 SH DEFINED 1 161500
ALLIANZGI NFJ DIVIDEND INTERES COM 01883A107 1796.38 106800 SH SOLE 106800
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 163.08 12000 SH SOLE 12000
ALLSTATE CORP COM 020002101 17170.97 349928 SH SOLE 349928
ALLSTATE CORP COM 020002101 8953.31 182460 SH DEFINED 1 182460
ALPHA NATURAL RESOURCES INC COM 02076X102 19123.55 2329300 SH DEFINED 1 2329300
ALPHA NATURAL RESOURCES INC COM 02076X102 20836.27 2537914 SH SOLE 2537914
ALTERA CORP COM 021441100 400.70 11300 SH SOLE 11300
ALTRIA GROUP INC COM 02209S103 3566.24 103700 SH DEFINED 1 103700
ALTRIA GROUP INC COM 02209S103 13645.95 396800 SH SOLE 396800
AMAZON.COM INC COM 023135106 34055.02 127791 SH DEFINED 1 127791
AMAZON.COM INC COM 023135106 71899.00 269800 SH SOLE 269800
AMCOL INTERNATIONAL CORP COM 02341W103 277.75 9200 SH SOLE 9200
AMEDISYS INC COM 023436108 126.02 11333 SH SOLE 11333
AMEREN CORP COM 023608102 297.67 8500 SH SOLE 8500
AMERICAN ASSETS TRUST INC COM 024013104 3290.63 102800 SH DEFINED 1 102800
AMERICAN ASSETS TRUST INC COM 024013104 4878.07 152392 SH SOLE 152392
AMERICAN CAMPUS COMMUNITIES COM 024835100 4039.79 89100 SH DEFINED 1 89100
AMERICAN CAMPUS COMMUNITIES COM 024835100 7143.86 157562 SH SOLE 157562
AMERICAN CAPITAL AGENCY CORP COM 02503X105 622.82 19000 SH SOLE 19000
AMERICAN CAPITAL MORTGAGE INVE COM 02504A104 568.48 22000 SH DEFINED 1 22000
AMERICAN CAPITAL MORTGAGE INVE COM 02504A104 692.51 26800 SH SOLE 26800
AMERICAN ELECTRIC POWER CO INC COM 025537101 3423.55 70400 SH SOLE 70400
AMERICAN ELECTRIC POWER CO INC COM 025537101 2767.05 56900 SH DEFINED 1 56900
AMERICAN EAGLE OUTFITTERS COM 02553E106 235.25 12580 SH SOLE 12580
AMERICAN EXPRESS CO COM 025816109 2273.40 33700 SH SOLE 33700
AMERICAN FINANCIAL GROUP INC COM 025932104 252.77 5335 SH SOLE 5335
AMERICAN GREETINGS CORP CL A 026375105 186.76 11600 SH SOLE 11600
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 2002.61 51587 SH SOLE 51587
AMERICAN PUBLIC EDUCATION INC COM 02913V103 230.27 6600 SH SOLE 6600
AMERICAN STATES WATER CO COM 029899101 405.87 7050 SH SOLE 7050
AMERICAN TOWER CORP COM 03027X100 2199.91 28600 SH DEFINED 1 28600
AMERICAN TOWER CORP COM 03027X100 8691.96 113000 SH SOLE 113000
AMERICAN VANGUARD CORP COM 030371108 268.75 8800 SH SOLE 8800
AMERISAFE INC COM 03071H100 238.12 6700 SH SOLE 6700
AMERISOURCEBERGEN CORP COM 03073E105 10753.10 209001 SH SOLE 209001
AMERISOURCEBERGEN CORP COM 03073E105 6844.24 133027 SH DEFINED 1 133027
AMERIPRISE FINANCIAL INC COM 03076C106 5906.73 80200 SH DEFINED 1 80200
AMERIPRISE FINANCIAL INC COM 03076C106 7029.16 95440 SH SOLE 95440
AMETEK INC COM 031100100 7816.81 180277 SH DEFINED 1 180277
AMETEK INC COM 031100100 11531.33 265944 SH SOLE 265944
AMGEN INC COM 031162100 11224.84 109500 SH DEFINED 1 109500
AMGEN INC COM 031162100 29050.51 283392 SH SOLE 283392
AMPHENOL CORP CL A 032095101 425.50 5700 SH SOLE 5700
AMSURG CORP COM 03232P405 395.27 11750 SH SOLE 11750
ANADARKO PETROLEUM CORP COM 032511107 1522.33 17408 SH SOLE 17408
ANALOG DEVICES INC COM 032654105 492.79 10600 SH SOLE 10600
ANALOGIC CORP COM PAR $0.05 032657207 355.59 4500 SH SOLE 4500
ANDERSONS INC/THE COM 034164103 342.53 6400 SH SOLE 6400
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 2202.94 22129 SH DEFINED 1 22129
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 1577.57 15847 SH SOLE 15847
ANIXTER INTERNATIONAL INC COM 035290105 692.21 9900 SH SOLE 9900
ANN INC COM 035623107 1143.39 39400 SH DEFINED 1 39400
ANN INC COM 035623107 3698.60 127450 SH SOLE 127450
ANNALY MORTGAGE MANAGEMENT INC COM 035710409 2741.02 172500 SH DEFINED 1 172500
ANNALY MORTGAGE MANAGEMENT INC COM 035710409 8623.50 542700 SH SOLE 542700
ANNIE'S INC COM 03600T104 5642.93 147489 SH DEFINED 1 147489
ANNIE'S INC COM 03600T104 8429.10 220311 SH SOLE 220311
ANSYS, INC. COM 03662Q105 12237.83 150305 SH SOLE 150305
ANSYS, INC. COM 03662Q105 8557.24 105100 SH DEFINED 1 105100
APACHE CORP COM 037411105 1056.17 13688 SH SOLE 13688
APARTMENT INVT & MGMT CO CL A 03748R101 2546.96 83071 SH SOLE 83071
APOGEE ENTERPRISES, INC. COM 037598109 301.08 10400 SH SOLE 10400
APOLLO GROUP INC CL A 037604105 1089.73 62700 SH DEFINED 1 62700
APOLLO GROUP INC CL A 037604105 1086.25 62500 SH SOLE 62500
APOLLO INVESTMENT CORP COM 03761U106 656.26 78500 SH DEFINED 1 78500
APOLLO INVESTMENT CORP COM 03761U106 734.68 87880 SH SOLE 87880
APOLLO INVESTMENT CORP NOTE 5.750% 1/1 03761UAE6 1384.45 1300000 SH DEFINED 1 1300000
APOLLO INVESTMENT CORP NOTE 5.750% 1/1 03761UAE6 4834.92 4540000 SH SOLE 4540000
APOLLO COMMERCIAL REAL ESTATE COM 03762U105 263.85 15000 SH SOLE 15000
APPLE INC COM 037833100 122969.6 277797 SH DEFINED 1 277797
APPLE INC COM 037833100 217513.3 491378 SH SOLE 491378
APPLIED INDUSTRIAL TECH INC COM 03820C105 695.25 15450 SH SOLE 15450
APPLIED MATERIALS INC COM 038222105 16826.01 1248220 SH DEFINED 1 1248220
APPLIED MATERIALS INC COM 038222105 15194.47 1127186 SH SOLE 1127186
APTARGROUP INC COM 038336103 269.54 4700 SH SOLE 4700
APPROACH RESOURCES INC COM 03834A103 302.70 12300 SH SOLE 12300
AQUA AMERICA INC COM 03836W103 307.04 9766 SH SOLE 9766
ARBITRON INC COM 03875Q108 454.64 9700 SH SOLE 9700
ARCH COAL INC COM 039380100 80.91 14900 SH SOLE 14900
ARCHER-DANIELS-MIDLAND CO COM 039483102 3025.58 89700 SH DEFINED 1 89700
ARCHER-DANIELS-MIDLAND CO COM 039483102 8227.15 243912 SH SOLE 243912
ARCHER-DANIELS-MIDLAND CO NOTE 0.875% 039483AW2 6067.50 6000000 SH SOLE 6000000
ARCTIC CAT INC COM 039670104 931.03 21305 SH DEFINED 1 21305
ARCTIC CAT INC COM 039670104 3154.92 72195 SH SOLE 72195
ARENA PHARMACEUTICALS INC COM 040047102 2390.75 291200 SH DEFINED 1 291200
ARENA PHARMACEUTICALS INC COM 040047102 7524.46 916500 SH SOLE 916500
ARES CAPITAL CORP COM 04010L103 2671.56 147600 SH DEFINED 1 147600
ARES CAPITAL CORP COM 04010L103 1654.34 91400 SH SOLE 91400
ARES CAPITAL CORP NOTE 5.750% 04010LAB9 10887.50 10000000 SH SOLE 10000000
ARES CAPITAL CORP NOTE 5.125% 04010LAD5 4854.28 4550000 SH SOLE 4550000
ARES CAPITAL CORP NOTE 4.875% 04010LAG8 1580.62 1500000 SH SOLE 1500000
ARMOUR RESIDENTIAL REIT INC COM 042315101 457.10 70000 SH SOLE 70000
ARQULE INC COM 04269E107 55.68 21500 SH SOLE 21500
ARRIS GROUP INC COM 04269Q100 721.53 42023 SH SOLE 42023
ARROW ELECTRONICS INC COM 042735100 303.43 7470 SH SOLE 7470
ASHFORD HOSPITALITY TRUST COM SHS 044103109 410.08 33178 SH SOLE 33178
ASHLAND INC COM 044209104 713.28 9600 SH SOLE 9600
ASHLAND INC COM 044209104 334.35 4500 SH DEFINED 1 4500
ASSOCIATED BANC-CORP COM 045487105 179.14 11793 SH SOLE 11793
ASSOCIATED ESTATES REALTY CORP COM 045604105 385.08 20659 SH SOLE 20659
ASTEC INDUSTRIES INC COM 046224101 272.45 7800 SH SOLE 7800
ATLAS AIR WORLDWIDE HLDGS COM NEW 049164205 395.37 9700 SH SOLE 9700
ATMEL CORP COM 049513104 9651.21 1386868 SH DEFINED 1 1386868
ATMEL CORP COM 049513104 15377.12 2209674 SH SOLE 2209674
ATMOS ENERGY CORP COM 049560105 268.95 6300 SH SOLE 6300
ATWOOD OCEANICS INC COM 050095108 210.16 4000 SH SOLE 4000
AUTODESK INC COM 052769106 20659.48 500836 SH SOLE 500836
AUTODESK INC COM 052769106 20034.55 485686 SH DEFINED 1 485686
AUTOMATIC DATA PROCESSNG COM 053015103 1105.51 17000 SH SOLE 17000
AUTOZONE INC COM 053332102 70932.56 178775 SH DEFINED 1 178775
AUTOZONE INC COM 053332102 72698.18 183225 SH SOLE 183225
AVALONBAY COMMUNITIES INC COM 053484101 6276.63 49551 SH SOLE 49551
AVID TECHNOLOGY INC. COM 05367P100 69.68 11113 SH SOLE 11113
AVISTA CORP COM 05379B107 600.06 21900 SH SOLE 21900
AVNET INC COM 053807103 348.24 9620 SH SOLE 9620
AVON PRODUCTS INC COM 054303102 313.02 15100 SH SOLE 15100
AXIALL CORP COM 05463D100 1864.80 30000 SH DEFINED 1 30000
AXIALL CORP COM 05463D100 5874.12 94500 SH SOLE 94500
BB&T CORPORATION COM 054937107 765.92 24400 SH SOLE 24400
B&G FOODS INC COM 05508R106 588.46 19300 SH SOLE 19300
BGC PARTNERS INC NOTE 4.500% 05541TAD3 4226.12 4250000 SH SOLE 4250000
BHP BILLITON PLC SPONSORED ADR 05545E209 389.00 6700 SH SOLE 6700
BHP BILLITON PLC SPONSORED ADR 05545E209 226.43 3900 SH DEFINED 1 3900
BP PLC SPONSORED ADR 055622104 67021.25 1582556 SH DEFINED 1 1582556
BP PLC SPONSORED ADR 055622104 69806.44 1648322 SH SOLE 1648322
BRE PROPERTIES INC CL A 05564E106 1757.69 36107 SH SOLE 36107
BMC SOFTWARE INC COM 055921100 1334.30 28800 SH DEFINED 1 28800
BMC SOFTWARE INC COM 055921100 2858.56 61700 SH SOLE 61700
BADGER METER INC COM 056525108 283.66 5300 SH SOLE 5300
BAKER HUGHES INC COM 057224107 712.12 15344 SH SOLE 15344
BALCHEM CORP COM 057665200 474.55 10800 SH SOLE 10800
BALL CORP COM 058498106 252.17 5300 SH SOLE 5300
BANCO BILBAO VIZCAYA SPONSORED ADR 05946K101 122.62 13982 SH SOLE 13982
BANCO SANTANDER SA ADR 05964H105 87.85 12900 SH DEFINED 1 12900
BANCO SANTANDER SA ADR 05964H105 150.50 22100 SH SOLE 22100
BANK OF AMERICA CORP COM 060505104 60362.33 4955856 SH SOLE 4955856
BANK OF AMERICA CORP COM 060505104 38474.88 3158857 SH DEFINED 1 3158857
BANK OF AMERICA CORP 7.25%CNV PFD L 060505682 15386.55 12590 SH SOLE 12590
BANK MUTUAL CORP COM 063750103 88.48 16000 SH SOLE 16000
BANK OF THE OZARKS COM 063904106 487.85 11000 SH SOLE 11000
BANK OF NEW YORK MELLON CORP COM 064058100 1137.88 40653 SH SOLE 40653
BANNER CORP COM NEW 06652V208 607.95 19100 SH DEFINED 1 19100
BANNER CORP COM NEW 06652V208 2132.61 67000 SH SOLE 67000
BARD (C.R.) INC COM 067383109 10360.18 102800 SH SOLE 102800
BARD (C.R.) INC COM 067383109 11630.01 115400 SH DEFINED 1 115400
BARNES & NOBLE INC COM 067774109 756.70 46000 SH DEFINED 1 46000
BARNES & NOBLE INC COM 067774109 2427.53 147570 SH SOLE 147570
BARNES GROUP INC COM 067806109 500.49 17300 SH SOLE 17300
BAXTER INTERNATIONAL INC COM 071813109 25163.22 346410 SH DEFINED 1 346410
BAXTER INTERNATIONAL INC COM 071813109 28123.67 387165 SH SOLE 387165
BBCN BANCORP INC COM 073295107 377.43 28900 SH SOLE 28900
BE AEROSPACE INC COM 073302101 7389.54 122587 SH SOLE 122587
BE AEROSPACE INC COM 073302101 5263.05 87310 SH DEFINED 1 87310
BEAM INC COM 073730103 991.22 15600 SH SOLE 15600
BEAM INC COM 073730103 635.40 10000 SH DEFINED 1 10000
BECTON DICKINSON AND CO COM 075887109 659.71 6900 SH SOLE 6900
BED BATH & BEYOND INC COM 075896100 508.92 7900 SH SOLE 7900
BELDEN INC COM 077454106 848.35 16425 SH SOLE 16425
BENCHMARK ELECTRONICS INC. COM 08160H101 366.71 20350 SH SOLE 20350
WR BERKLEY CORP COM 084423102 13181.22 297075 SH SOLE 297075
WR BERKLEY CORP COM 084423102 14790.74 333350 SH DEFINED 1 333350
BERKSHIRE HATHAWAY INC CL B NEW 084670702 6639.52 63719 SH SOLE 63719
BEST BUY CO INC COM 086516101 206.00 9300 SH SOLE 9300
BHP BILLITON LTD SPONSORED ADR 088606108 212.13 3100 SH DEFINED 1 3100
BHP BILLITON LTD SPONSORED ADR 088606108 362.68 5300 SH SOLE 5300
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 233.82 9000 SH SOLE 9000
BIOMARIN PHARMACEUTICAL INC COM 09061G101 6213.55 99800 SH DEFINED 1 99800
BIOMARIN PHARMACEUTICAL INC COM 09061G101 8239.68 132343 SH SOLE 132343
BIOGEN IDEC INC COM 09062X103 2272.89 11800 SH DEFINED 1 11800
BIOGEN IDEC INC COM 09062X103 8866.21 46030 SH SOLE 46030
BIOMED REALTY TRUST INC COM 09063H107 3270.24 151400 SH DEFINED 1 151400
BIOMED REALTY TRUST INC COM 09063H107 6121.70 283412 SH SOLE 283412
BJ'S RESTAURANTS INC COM 09180C106 302.85 9100 SH SOLE 9100
BLACKBAUD INC COM 09227Q100 491.86 16600 SH SOLE 16600
BLACKROCK INC COM 09247X101 1130.27 4400 SH SOLE 4400
BLACKROCK ENHANCED EQUITY DIVI COM 09251A104 2661.77 340380 SH DEFINED 1 340380
BLACKROCK ENHANCED EQUITY DIVI COM 09251A104 1777.64 227320 SH SOLE 227320
H&R BLOCK INC COM 093671105 279.49 9500 SH SOLE 9500
BLUCORA INC COM 095229100 230.65 14900 SH SOLE 14900
BOEING CO COM 097023105 2033.61 23688 SH SOLE 23688
BORGWARNER INC COM 099724106 317.09 4100 SH SOLE 4100
BOSTON BEER CO INC CL A 100557107 494.88 3100 SH SOLE 3100
BOSTON PRIVATE FINL HOLDINGS COM 101119105 285.53 28900 SH SOLE 28900
BOSTON PROPERTIES INC COM 101121101 3104.87 30723 SH DEFINED 1 30723
BOSTON PROPERTIES INC COM 101121101 14311.31 141612 SH SOLE 141612
BOSTON PROPERTIES LP NOTE 3.750% 5/1 10112RAG9 7231.91 7000000 SH SOLE 7000000
BOSTON SCIENTIFIC CORP COM 101137107 370.98 47500 SH SOLE 47500
BOTTOMLINE TECHNOLOGIES, INC. COM 101388106 393.44 13800 SH SOLE 13800
BOYD GAMING CORP COM 103304101 171.19 20700 SH SOLE 20700
BRADY CORP CL A 104674106 570.01 17000 SH SOLE 17000
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 637.12 42904 SH SOLE 42904
BRIGGS & STRATTON CORP COM 109043109 436.48 17600 SH SOLE 17600
BRISTOL-MYERS SQUIBB CO COM 110122108 2327.24 56500 SH DEFINED 1 56500
BRISTOL-MYERS SQUIBB CO COM 110122108 4543.38 110303 SH SOLE 110303
BRISTOW GROUP INC COM 110394103 870.41 13200 SH SOLE 13200
BRISTOW GROUP INC NOTE 3.000% 110394AC7 619.31 540000 SH DEFINED 1 540000
BRISTOW GROUP INC NOTE 3.000% 110394AC7 2304.07 2009000 SH SOLE 2009000
BRITISH AMERICAN TOBACCO PLC SPONSORED ADR 110448107 29703.81 277476 SH DEFINED 1 277476
BRITISH AMERICAN TOBACCO PLC SPONSORED ADR 110448107 47064.00 439645 SH SOLE 439645
BROADCOM CORP CL A 111320107 632.89 18250 SH SOLE 18250
BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 213.62 8600 SH SOLE 8600
BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 1998.73 346400 SH DEFINED 1 346400
BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 6289.30 1090000 SH SOLE 1090000
BROOKLINE BANCORP INC COM 11373M107 235.81 25800 SH SOLE 25800
BROOKS AUTOMATION INC COM 114340102 247.45 24307 SH SOLE 24307
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COPART, INC. COM 217204106 257.02 7500 SH SOLE 7500
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COVENTRY HEALTH CARE INC COM 222862104 223.39 4750 SH SOLE 4750
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CREE INC COM 225447101 443.15 8100 SH SOLE 8100
CROCS INC COM 227046109 480.17 32400 SH SOLE 32400
CROSS COUNTRY HEALTHCARE INC COM 227483104 60.00 11300 SH SOLE 11300
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CYBERONICS COM 23251P102 407.16 8700 SH SOLE 8700
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DR HORTON INC COM 23331A109 235.71 9700 SH SOLE 9700
DR HORTON INC NOTE 2.000% 23331ABB4 11292.91 5983000 SH SOLE 5983000
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DEERE & CO COM 244199105 1177.93 13700 SH SOLE 13700
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DICE HOLDINGS INC COM 253017107 183.35 18100 SH SOLE 18100
DICK'S SPORTING GOODS INC COM 253393102 321.64 6800 SH SOLE 6800
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DIGITAL RIVER INC. COM 25388B104 183.82 13000 SH SOLE 13000
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WALT DISNEY COMPANY COM DISNEY 254687106 3580.33 63034 SH SOLE 63034
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DIRECTV COM 25490A309 1137.46 20100 SH SOLE 20100
THE DOLAN COMPANY COM 25659P402 25.33 10600 SH SOLE 10600
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DOVER CORP COM 260003108 451.86 6200 SH SOLE 6200
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DOW CHEMICAL CO/THE COM 260543103 14903.03 468060 SH SOLE 468060
DR PEPPER SNAPPLE GROUP COM 26138E109 338.04 7200 SH SOLE 7200
DRESSER-RAND GROUP INC COM 261608103 326.80 5300 SH SOLE 5300
DREW INDUSTRIES INC. COM NEW 26168L205 250.54 6900 SH SOLE 6900
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DU PONT (EI) DE NEMOURS & CO COM 263534109 1604.09 32630 SH SOLE 32630
DUKE REALTY LP COM NEW 264411505 2425.08 142820 SH SOLE 142820
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DUPONT FABROS TECHNOLOGY INC COM 26613Q106 882.04 36343 SH SOLE 36343
DYCOM INDUSTRIES INC COM 267475101 240.22 12200 SH SOLE 12200
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EOG RESOURCES INC COM 26875P101 24658.21 192537 SH DEFINED 1 192537
EOG RESOURCES INC COM 26875P101 56751.15 443126 SH SOLE 443126
EPIQ SYSTEMS INC COM 26882D109 164.15 11700 SH SOLE 11700
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EQT CORP COM 26884L109 33991.53 501720 SH SOLE 501720
ERP PROPERTIES COM SH BEN INT 26884U109 1847.05 35486 SH SOLE 35486
E*TRADE FINANCIAL CORP COM NEW 269246401 108.60 10140 SH SOLE 10140
EAGLE MATERIALS INC COM 26969P108 9061.68 136000 SH SOLE 136000
EAGLE MATERIALS INC COM 26969P108 5070.54 76100 SH DEFINED 1 76100
EAST WEST BANCORP INC COM 27579R104 254.13 9900 SH SOLE 9900
EASTGROUP PROPERTIES COM 277276101 1363.28 23424 SH SOLE 23424
EASTMAN CHEMICAL CO COM 277432100 377.30 5400 SH SOLE 5400
EATON VANCE CORP COM NON VTG 278265103 338.82 8100 SH SOLE 8100
EATON VANCE TAX-MANAGED GLOBAL COM 27829F108 2376.60 255000 SH DEFINED 1 255000
EATON VANCE TAX-MANAGED GLOBAL COM 27829F108 1481.88 159000 SH SOLE 159000
EBAY INC COM 278642103 68035.26 1254800 SH SOLE 1254800
EBAY INC COM 278642103 37945.87 699850 SH DEFINED 1 699850
EBIX INC COM NEW 278715206 189.77 11700 SH SOLE 11700
ECOLAB INC COM 278865100 737.66 9200 SH SOLE 9200
ECOPETROL SA SPONSORED ADS 279158109 212.63 3900 SH SOLE 3900
EDISON INTERNATIONAL INC COM 281020107 573.65 11400 SH SOLE 11400
EDUCATION REALTY TRUST INC COM 28140H104 522.46 49616 SH SOLE 49616
EDWARDS LIFESCIENCES CORP. COM 28176E108 328.64 4000 SH SOLE 4000
EL PASO ELECTRIC CO COM NEW 283677854 494.66 14700 SH SOLE 14700
ELECTRONIC ARTS INC COM 285512109 187.62 10600 SH SOLE 10600
ELECTRONICS FOR IMAGING COM 286082102 428.58 16900 SH SOLE 16900
EMCOR GROUP INC COM 29084Q100 21641.75 510539 SH SOLE 510539
EMCOR GROUP INC COM 29084Q100 15277.27 360398 SH DEFINED 1 360398
EMERSON ELECTRIC CO COM 291011104 1407.92 25200 SH SOLE 25200
EMPLOYERS HOLDINGS COM 292218104 264.98 11300 SH SOLE 11300
ENCORE CAPITAL GROUP INC COM 292554102 240.80 8000 SH SOLE 8000
ENCORE WIRE CORP COM 292562105 238.14 6800 SH SOLE 6800
ENDO HEALTH SOLUTIONS INC COM 29264F205 249.16 8100 SH SOLE 8100
ENERGEN CORP COM 29265N108 265.25 5100 SH SOLE 5100
ENERGIZER HOLDINGS INC COM 29266R108 1186.79 11900 SH DEFINED 1 11900
ENERGIZER HOLDINGS INC COM 29266R108 1510.91 15150 SH SOLE 15150
ENERSYS COM 29275Y102 729.28 16000 SH DEFINED 1 16000
ENERSYS COM 29275Y102 3117.67 68400 SH SOLE 68400
ENERSYS NOTE 3.375% 29275YAA0 2208.29 1750000 SH SOLE 1750000
ENPRO INDUSTRIES INC COM 29355X107 388.89 7600 SH SOLE 7600
ENSIGN GROUP INC/THE COM 29358P101 213.76 6400 SH SOLE 6400
ENTERGY CORP COM 29364G103 398.41 6300 SH SOLE 6300
ENTROPIC COMMUNICATIONS INC COM 29384R105 132.93 32700 SH SOLE 32700
ENZO BIOCHEM INC COM 294100102 30.99 12297 SH SOLE 12297
EQUIFAX INC COM 294429105 241.88 4200 SH SOLE 4200
EQUINIX INC COM NEW 29444U502 735.45 3400 SH SOLE 3400
EQUITY LIFESTYLE PROPERTIES COM 29472R108 6638.52 86439 SH SOLE 86439
EQUITY LIFESTYLE PROPERTIES COM 29472R108 4408.32 57400 SH DEFINED 1 57400
EQUITY ONE ABS INC COM 294752100 683.55 28517 SH SOLE 28517
EQUITY RESIDENTIAL SH BEN INT 29476L107 2642.60 47995 SH DEFINED 1 47995
EQUITY RESIDENTIAL SH BEN INT 29476L107 14020.26 254636 SH SOLE 254636
ERICSSON LM ADR B SEK 10 294821608 148.68 11800 SH SOLE 11800
ESSEX PROPERTY TRUST INC COM 297178105 3448.13 22899 SH SOLE 22899
ETHAN ALLEN INTERIORS INC COM 297602104 314.39 9550 SH SOLE 9550
EXAR CORP. COM 300645108 177.45 16900 SH SOLE 16900
EXACTTARGET INC COM 30064K105 6259.63 269000 SH DEFINED 1 269000
EXACTTARGET INC COM 30064K105 10150.37 436200 SH SOLE 436200
EXCEL TRUST INC COM 30068C109 231.15 16934 SH SOLE 16934
EXELON CORP COM 30161N101 1029.54 29859 SH SOLE 29859
EXELON CORP COM 30161N101 414 12019 SH DEFINED 2 12019
EXELIS INC COM 30162A108 142.66 13100 SH SOLE 13100
EXLSERVICE HOLDINGS INC COM 302081104 312.36 9500 SH SOLE 9500
EXPEDIA INC COM NEW 30212P303 3012.75 50200 SH DEFINED 1 50200
EXPEDIA INC COM NEW 30212P303 6298.57 104950 SH SOLE 104950
EXPEDITORS INTL WASH INC COM 302130109 4241.15 118700 SH DEFINED 1 118700
EXPEDITORS INTL WASH INC COM 302130109 6090.57 170461 SH SOLE 170461
EXPONENT INC COM 30214U102 258.91 4800 SH SOLE 4800
EXPRESS SCRIPTS HOLDING CO COM 30219G108 29870.21 518400 SH DEFINED 1 518400
EXPRESS SCRIPTS HOLDING CO COM 30219G108 73489.82 1275422 SH SOLE 1275422
EXTRA SPACE STORAGE INC COM 30225T102 2937.40 74800 SH DEFINED 1 74800
EXTRA SPACE STORAGE INC COM 30225T102 6327.18 161120 SH SOLE 161120
EXTERRAN HOLDINGS INC COM 30225X103 642.60 23800 SH SOLE 23800
EZCORP INC CL A NON VTG 302301106 372.75 17500 SH SOLE 17500
EXXON MOBIL CORP COM 30231G102 14417.60 160000 SH DEFINED 1 160000
EXXON MOBIL CORP COM 30231G102 47922.66 531824 SH SOLE 531824
EXXON MOBIL CORP COM 30231G102 971 10773 SH DEFINED 2 10773
EXXON MOBIL CORP COM 30231G102 75 828 SH DEFINED 2 828
FEI COMPANY COM 30241L109 910.16 14100 SH SOLE 14100
FMC CORP COM NEW 302491303 3501.64 61400 SH DEFINED 1 61400
FMC CORP COM NEW 302491303 4925.34 86364 SH SOLE 86364
FMC TECHNOLOGIES INC COM 30249U101 451.44 8300 SH SOLE 8300
FNB CORP COM 302520101 620.73 51300 SH SOLE 51300
FACTSET RESEARCH SYSTEMS INC. COM 303075105 268.54 2900 SH SOLE 2900
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 333.08 44589 SH SOLE 44589
FAMILY DOLLAR STORES COM 307000109 200.77 3400 SH SOLE 3400
FARO TECHNOLOGIES, INC. COM 311642102 269.02 6200 SH SOLE 6200
FASTENAL CO COM 311900104 482.50 9400 SH SOLE 9400
FASTENAL CO COM 311900104 483 9408 SH DEFINED 2 9408
FEDERAL REALTY INVES TRUST SH BEN INT NEW 313747206 3478.35 32195 SH SOLE 32195
FEDERAL SIGNAL CORP COM 313855108 186.41 22900 SH SOLE 22900
FEDERATED INVESTORS INC CL B 314211103 875.79 37000 SH DEFINED 1 37000
FEDERATED INVESTORS INC CL B 314211103 972.84 41100 SH SOLE 41100
FEDEX CORP COM 31428X106 39524.52 402490 SH SOLE 402490
FEDEX CORP COM 31428X106 47855.81 487330 SH DEFINED 1 487330
FELCOR LODGING TRUST INC COM 31430F101 220.41 37043 SH SOLE 37043
F5 NETWORKS INC COM 315616102 6823.53 76600 SH DEFINED 1 76600
F5 NETWORKS INC COM 315616102 9651.11 108342 SH SOLE 108342
FIDELITY NATIONAL INFORMATION COM 31620M106 404.12 10200 SH SOLE 10200
FIDELITY NATIONAL FINANCIAL CL A 31620R105 378.58 15005 SH SOLE 15005
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 11147.81 8250000 SH SOLE 8250000
FIFTH & PACIFIC CO INC COM 316645100 823.17 43600 SH DEFINED 1 43600
FIFTH & PACIFIC CO INC COM 316645100 3430.50 181700 SH SOLE 181700
FIFTH THIRD BANCORP COM 316773100 2811.84 172400 SH DEFINED 1 172400
FIFTH THIRD BANCORP COM 316773100 9349.06 573210 SH SOLE 573210
FIFTH THIRD BANCORP CNV PFD DEP 316773209 609.90 4260 SH DEFINED 1 4260
FIFTH THIRD BANCORP CNV PFD DEP 316773209 6849.25 47840 SH SOLE 47840
FINANCIAL ENGINES INC COM 317485100 557.79 15400 SH SOLE 15400
THE FINISH LINE- CL A CL A 317923100 358.36 18293 SH SOLE 18293
FIRST BANCORP COM NEW 318672706 161.19 25873 SH SOLE 25873
FIRST CASH FINANCIAL SERVICES COM 31942D107 571.73 9800 SH SOLE 9800
FIRST COMMONWEALTH FINL CORP COM 319829107 281.24 37700 SH SOLE 37700
FIRST FINANCIAL BANCORP COM 320209109 341.86 21300 SH SOLE 21300
FIRST FINANCIAL BANKSHARES INC COM 32020R109 541.89 11150 SH SOLE 11150
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 804.18 46946 SH SOLE 46946
FIRST MIDWEST BANCORP INC COM 320867104 365.36 27512 SH SOLE 27512
FIRST NIAGARA FINANCIAL GRP COM 33582V108 218.84 24700 SH SOLE 24700
FIRST POTOMAC REALTY TRUST COM 33610F109 263.62 17776 SH SOLE 17776
FIRST REPUBLIC BANK COM 33616C100 5356.59 138700 SH DEFINED 1 138700
FIRST REPUBLIC BANK COM 33616C100 7388.01 191300 SH SOLE 191300
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 6176 180372 SH DEFINED 2 180372
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 210 6125 SH DEFINED 2 6125
FIRST TR EXCHANGE TRADED FD HLTH CARE ALPH 33734X143 1641 43032 SH DEFINED 2 43032
FIRST TR EXCHANGE TRADED FD HLTH CARE ALPH 33734X143 32 835 SH DEFINED 2 835
FIRST TR EXCHANGE TRADED FD UTILITIES ALPH 33734X184 636 32859 SH DEFINED 2 636
FIRST TR EXCHANGE TRADED FD UTILITIES ALPH 33734X184 5 261 SH DEFINED 2 261
FIRST TR EXCH TRD ALPHA FD I LATIN AMER ALP 33737J125 303 10980 SH DEFINED 2 10980
FIRST TR EXCH TRD ALPHA FD I LATIN AMER ALP 33737J125 83 3000 SH DEFINED 2 3000
FIRST TR EXCHANGE-TRADED FD NO AMER ENERGY 33738D101 3310 140054 SH DEFINED 2 140054
FIRST TR EXCHANGE-TRADED FD NO AMER ENERGY 33738D101 390 16515 SH DEFINED 2 16515
FISERV INC COM 337738108 417.34 4750 SH SOLE 4750
FIRSTENERGY CORP COM 337932107 616.16 14601 SH SOLE 14601
FLUOR CORP COM 343412102 384.71 5800 SH SOLE 5800
FLOWERS FOODS INC COM 343498101 265.17 8050 SH SOLE 8050
FLOWSERVE CORPORATION COM 34354P105 22621.73 134886 SH SOLE 134886
FLOWSERVE CORPORATION COM 34354P105 21023.29 125355 SH DEFINED 1 125355
FOOT LOCKER INC COM 344849104 11713.91 342112 SH DEFINED 1 342112
FOOT LOCKER INC COM 344849104 17768.68 518945 SH SOLE 518945
FORD MOTOR CO COM PAR $0.01 345370860 1804.17 137199 SH SOLE 137199
FORD MOTOR CO NOTE 4.250%11/1 345370CN8 21026.10 13080000 SH SOLE 13080000
FORD MOTOR CO NOTE 4.250%11/1 345370CN8 675.15 420000 SH DEFINED 1 420000
FOREST CITY ENTERPRISES INC CL A 345550107 448.57 25243 SH SOLE 25243
FOREST LABORATORIES COM 345838106 311.93 8200 SH SOLE 8200
FORESTAR GROUP INC COM 346233109 277.62 12700 SH SOLE 12700
FORTUNE BRANDS HOME & SECURITY COM 34964C106 4139.76 110600 SH DEFINED 1 110600
FORTUNE BRANDS HOME & SECURITY COM 34964C106 6078.63 162400 SH SOLE 162400
FORWARD AIR CORPORATION COM 349853101 402.73 10800 SH SOLE 10800
FRANKLIN ELECTRIC CO INC COM 353514102 469.98 14000 SH SOLE 14000
FRANKLIN RESOURCES INC COM 354613101 723.89 4800 SH SOLE 4800
FRANKLIN STREET PROPERTIES C COM 35471R106 524.13 35850 SH SOLE 35850
FRED'S INC CL A 356108100 170.32 12450 SH SOLE 12450
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 1098.26 33180 SH SOLE 33180
FRONTIER COMMUNICATIONS CORP COM 35906A108 1586.02 397500 SH DEFINED 1 397500
FRONTIER COMMUNICATIONS CORP COM 35906A108 2566.32 643188 SH SOLE 643188
HB FULLER CO COM 359694106 6092.57 155900 SH DEFINED 1 155900
HB FULLER CO COM 359694106 9230.70 236200 SH SOLE 236200
FULTON FINANCIAL CORP COM 360271100 163.80 14000 SH SOLE 14000
G & K SERVICES INC. CL A 361268105 318.57 7000 SH SOLE 7000
GATX CORP COM 361448103 14385.30 276800 SH DEFINED 1 276800
GATX CORP COM 361448103 19938.81 383660 SH SOLE 383660
GEO GROUP INC/THE COM 36159R103 1314.71 34947 SH SOLE 34947
GNC HOLDINGS INC COM CL A 36191G107 11260.99 286685 SH DEFINED 1 286685
GNC HOLDINGS INC COM CL A 36191G107 17262.50 439473 SH SOLE 439473
GT ADVANCED TECHNOLOGIES INC. COM 36191U106 143.88 43600 SH SOLE 43600
AUTHUR J GALLAGHER & CO COM 363576109 367.66 8900 SH SOLE 8900
GAMESTOP CORP CL A 36467W109 665.69 23800 SH DEFINED 1 23800
GAMESTOP CORP CL A 36467W109 744.00 26600 SH SOLE 26600
GAP INC COM 364760108 2934.66 82900 SH DEFINED 1 82900
GAP INC COM 364760108 9592.05 270962 SH SOLE 270962
GARDNER DENVER INC COM 365558105 262.88 3500 SH SOLE 3500
GARTNER INC COM 366651107 359.11 6600 SH SOLE 6600
GENCORP INC COM 368682100 1138.48 85600 SH SOLE 85600
GENCORP INC COM 368682100 900.41 67700 SH DEFINED 1 67700
GENERAL COMMUNICATION INC CL A 369385109 109.12 11900 SH SOLE 11900
GENERAL DYNAMICS CORP COM 369550108 817.92 11600 SH SOLE 11600
GENERAL ELECTRIC CO COM 369604103 8069.39 349022 SH DEFINED 1 349022
GENERAL ELECTRIC CO COM 369604103 23140.65 1000893 SH SOLE 1000893
GENERAL ELECTRIC CO COM 369604103 453 19578 SH DEFINED 2 19578
GENERAL ELECTRIC CO COM 369604103 102 4432 SH DEFINED 2 4432
GENERAL GROWTH PROPERTIES COM 370023103 3938.88 198133 SH SOLE 198133
GENERAL MILLS INC COM 370334104 996.06 20200 SH DEFINED 1 20200
GENERAL MILLS INC COM 370334104 2056.23 41700 SH SOLE 41700
GENERAL MOTORS CO JR PFD CNV SRB 37045V209 595.12 13800 SH DEFINED 1 13800
GENERAL MOTORS CO JR PFD CNV SRB 37045V209 396.75 9200 SH SOLE 9200
GENESCO INC. COM 371532102 534.80 8900 SH SOLE 8900
GENESEE & WYOMING INC CL A 371559105 316.57 3400 SH SOLE 3400
GENTEX CORP COM 371901109 202.50 10120 SH SOLE 10120
GENUINE PARTS COMPANY COM 372460105 421.20 5400 SH SOLE 5400
GENTIVA HEALTH SERVICES COM 37247A102 112.53 10400 SH SOLE 10400
GENWORTH FINANCIAL INC COM CL A 37247D106 172.00 17200 SH SOLE 17200
GEOSPACE TECHNOLOGIES CORP COM 37364X109 507.22 4700 SH SOLE 4700
GETTY REALTY CORP COM 374297109 264.75 13100 SH SOLE 13100
GIBRALTAR INDUSTRIES INC COM 374689107 195.28 10700 SH SOLE 10700
GILEAD SCIENCES INC COM 375558103 55351.14 1131000 SH DEFINED 1 1131000
GILEAD SCIENCES INC COM 375558103 108685.9 2220800 SH SOLE 2220800
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 9767.83 4500000 SH SOLE 4500000
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 11948.80 5500000 SH SOLE 5500000
GLACIER BANCORP INC COM 37637Q105 501.07 26400 SH SOLE 26400
GLATFELTER COM 377316104 367.07 15700 SH SOLE 15700
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 248.62 5300 SH SOLE 5300
GLIMCHER REALTY TRUST SH BEN INT 379302102 862.74 74374 SH SOLE 74374
GLOBAL PAYMENTS INC COM 37940X102 278.10 5600 SH SOLE 5600
GLOBE SPECIALTY METALS INC COM 37954N206 327.14 23500 SH SOLE 23500
GOLDMAN SACHS GROUP INC COM 38141G104 25324.52 172100 SH DEFINED 1 172100
GOLDMAN SACHS GROUP INC COM 38141G104 14759.14 100300 SH SOLE 100300
GOOGLE INC CL A 38259P508 75100.80 94563 SH DEFINED 1 94563
GOOGLE INC CL A 38259P508 140621.3 177063 SH SOLE 177063
GOVERNMENT PROPERTIES INCOME T COM SHS BEN INT 38376A103 665.15 25851 SH SOLE 25851
GRACO INC COM 384109104 2770.41 47741 SH DEFINED 1 47741
GRACO INC COM 384109104 4042.31 69659 SH SOLE 69659
WW GRAINGER INC COM 384802104 472.46 2100 SH SOLE 2100
GREAT PLAINS ENERGY INC COM 391164100 249.59 10763 SH SOLE 10763
GREATBATCH INC. COM 39153L106 259.87 8700 SH SOLE 8700
GREEN MOUNTAIN COFFEE ROASTERS COM 393122106 493.81 8700 SH SOLE 8700
GRIFFON CORP COM 398433102 201.81 16930 SH SOLE 16930
GROUP 1 AUTOMOTIVE INC COM 398905109 480.56 8000 SH SOLE 8000
GULFPORT ENERGY CORP COM NEW 402635304 1141.17 24900 SH SOLE 24900
HCC INSURANCE HOLDINGS INC COM 404132102 33680.74 801350 SH DEFINED 1 801350
HCC INSURANCE HOLDINGS INC COM 404132102 31137.93 740850 SH SOLE 740850
HCP INC COM 40414L109 8556.18 171604 SH SOLE 171604
HFF INC CL A 40418F108 237.17 11900 SH SOLE 11900
HNI CORP COM 404251100 13572.44 382430 SH SOLE 382430
HNI CORP COM 404251100 8872.50 250000 SH DEFINED 1 250000
HSBC HOLDINGS PLC SPON ADR NEW 404280406 208.03 3900 SH DEFINED 1 3900
HSBC HOLDINGS PLC SPON ADR NEW 404280406 357.38 6700 SH SOLE 6700
HAEMONETICS CORP. COM 405024100 787.37 18900 SH SOLE 18900
HAIN CELESTIAL GROUP, INC. COM 405217100 4092.36 67000 SH DEFINED 1 67000
HAIN CELESTIAL GROUP, INC. COM 405217100 6633.29 108600 SH SOLE 108600
HALLIBURTON CO COM 406216101 1313.32 32500 SH SOLE 32500
HANESBRANDS INC COM 410345102 2009.20 44100 SH DEFINED 1 44100
HANESBRANDS INC COM 410345102 4792.91 105200 SH SOLE 105200
HANGER INC COM NEW 41043F208 397.28 12600 SH SOLE 12600
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 184.99 11562 SH SOLE 11562
HARLEY-DAVIDSON INC COM 412822108 3663.31 68730 SH DEFINED 1 68730
HARLEY-DAVIDSON INC COM 412822108 7119.81 133580 SH SOLE 133580
HARMONIC INC COM 413160102 244.34 42200 SH SOLE 42200
HARTE-HANKS INC COM 416196103 123.86 15900 SH SOLE 15900
HARTFORD FINANCIAL SVCS GRP COM 416515104 392.16 15200 SH SOLE 15200
HAYNES INTERNATIONAL INC COM NEW 420877201 254.38 4600 SH SOLE 4600
HEALTHCARE SERVICES GROUP COM 421906108 641.70 25037 SH SOLE 25037
HEALTH MANAGEMENT ASSOCIATES CL A 421933102 231.66 18000 SH SOLE 18000
HEALTHCARE REALTY TRUST INC COM 421946104 1834.33 64612 SH SOLE 64612
HEADWATERS INC COM 42210P102 289.94 26600 SH SOLE 26600
HEALTH CARE REIT INC COM 42217K106 6902.85 101647 SH SOLE 101647
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 669.38 510000 SH DEFINED 1 510000
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 12915.00 9840000 SH SOLE 9840000
HEALTHWAYS INC COM 422245100 150.68 12300 SH SOLE 12300
HEARTLAND EXPRESS INC COM 422347104 224.75 16848 SH SOLE 16848
HEARTLAND PAYMENT SYSTEMS INC COM 42235N108 448.39 13600 SH SOLE 13600
HEARTWARE INTERNATIONAL INC COM 422368100 6901.41 78065 SH DEFINED 1 78065
HEARTWARE INTERNATIONAL INC COM 422368100 10157.85 114900 SH SOLE 114900
HJ HEINZ CO COM 423074103 813.04 11250 SH SOLE 11250
HELMERICH & PAYNE INC COM 423452101 7399.33 121900 SH SOLE 121900
HELMERICH & PAYNE INC COM 423452101 3296.01 54300 SH DEFINED 1 54300
HENRY (JACK) & ASSOCIATES COM 426281101 275.41 5960 SH SOLE 5960
HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 413.45 70797 SH SOLE 70797
HERSHEY COMPANY/THE COM 427866108 455.16 5200 SH SOLE 5200
HESS CORP COM 42809H107 744.74 10400 SH SOLE 10400
HEWLETT-PACKARD CO COM 428236103 1629.39 68347 SH SOLE 68347
HIBBETT SPORTS INC COM 428567101 537.38 9550 SH SOLE 9550
HIGHER ONE HOLDINGS INC COM 42983D104 107.57 12100 SH SOLE 12100
HIGHWOODS PROPERTIES INC COM 431284108 5587.76 141212 SH SOLE 141212
HIGHWOODS PROPERTIES INC COM 431284108 3066.68 77500 SH DEFINED 1 77500
HILLENBRAND INC COM 431571108 581.44 23000 SH SOLE 23000
HILLSHIRE BRANDS CO COM 432589109 302.29 8600 SH SOLE 8600
HITTITE MICROWAVE CORP COM 43365Y104 599.54 9900 SH SOLE 9900
HOLLYFRONTIER CORP COM 436106108 9852.16 191490 SH SOLE 191490
HOLLYFRONTIER CORP COM 436106108 3745.56 72800 SH DEFINED 1 72800
HOLOGIC INC COM 436440101 15065.16 666600 SH SOLE 666600
HOLOGIC INC COM 436440101 10680.76 472600 SH DEFINED 1 472600
HOLOGIC INC FRNT 2.000%12/1 436440AB7 941.85 780000 SH DEFINED 1 780000
HOLOGIC INC FRNT 2.000%12/1 436440AB7 627.90 520000 SH SOLE 520000
HOME BANCSHARES INC COM 436893200 317.18 8420 SH SOLE 8420
HOME DEPOT INC COM 437076102 36299.56 520200 SH DEFINED 1 520200
HOME DEPOT INC COM 437076102 61392.44 879800 SH SOLE 879800
HOME PROPERTIES INC COM 437306103 3240.76 51100 SH DEFINED 1 51100
HOME PROPERTIES INC COM 437306103 4584.44 72287 SH SOLE 72287
HONEYWELL INTERNATIONAL INC COM 438516106 103536.4 1374074 SH SOLE 1374074
HONEYWELL INTERNATIONAL INC COM 438516106 70718.69 938536 SH DEFINED 1 938536
HORACE MANN EDUCATORS CORP COM 440327104 302.32 14500 SH SOLE 14500
HORNBECK OFFSHORE SERV COM 440543106 543.58 11700 SH SOLE 11700
HORNBECK OFFSHORE SERV FRNT 1.625%11/1 440543AE6 2150.80 2000000 SH SOLE 2000000
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 1354.14 49349 SH SOLE 49349
HOST HOTELS & RESORTS INC COM 44107P104 16553.55 946458 SH DEFINED 1 946458
HOST HOTELS & RESORTS INC COM 44107P104 19976.59 1142172 SH SOLE 1142172
HOT TOPIC, INC. COM 441339108 216.18 15575 SH SOLE 15575
HOVNANIAN ENTERPRISES INC CL A 442487203 1046.68 181400 SH DEFINED 1 181400
HOVNANIAN ENTERPRISES INC CL A 442487203 3293.52 570800 SH SOLE 570800
HUB GROUP INC- CL A CL A 443320106 499.98 13000 SH SOLE 13000
HUBBELL INC CL B 443510201 362.22 3730 SH SOLE 3730
HUDSON CITY BANCORP INC COM 443683107 143.42 16600 SH SOLE 16600
HUDSON PACIFIC PROPERTIES INC COM 444097109 649.22 29849 SH SOLE 29849
HUMANA INC COM 444859102 380.10 5500 SH SOLE 5500
JB HUNT TRANSPORT SERVICES INC COM 445658107 11575.38 155416 SH SOLE 155416
JB HUNT TRANSPORT SERVICES INC COM 445658107 8133.22 109200 SH DEFINED 1 109200
HUNTINGTON BANCSHARES INC COM 446150104 16664.31 2261100 SH DEFINED 1 2261100
HUNTINGTON BANCSHARES INC COM 446150104 14674.31 1991087 SH SOLE 1991087
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 6016.00 4700 SH SOLE 4700
HUNTSMAN CORP COM 447011107 6019.44 323800 SH SOLE 323800
HUNTSMAN CORP COM 447011107 1912.91 102900 SH DEFINED 1 102900
HYATT HOTELS CORPS COM CL A 448579102 276.67 6400 SH SOLE 6400
ICU MEDICAL INC COM 44930G107 277.06 4700 SH SOLE 4700
IPC THE HOSPITALIST CO INC COM 44984A105 271.33 6100 SH SOLE 6100
IXIA COM 45071R109 424.14 19600 SH SOLE 19600
ICONIX BRAND GROUP INC COM 451055107 615.71 23800 SH SOLE 23800
IDEX CORP COM 45167R104 309.84 5800 SH SOLE 5800
IDEXX LABORATORIES INC COM 45168D104 360.32 3900 SH SOLE 3900
IGATE CORP COM 45169U105 211.01 11200 SH SOLE 11200
ILLINOIS TOOL WORKS INC COM 452308109 895.82 14700 SH SOLE 14700
ILLUMINA INC COM 452327109 12501.77 231600 SH DEFINED 1 231600
ILLUMINA INC COM 452327109 11049.71 204700 SH SOLE 204700
INDEPENDENT BANK CORP/ROCKLAND COM 453836108 270.50 8300 SH SOLE 8300
INFINITY PHARMACEUTICALS INC COM 45665G303 504.09 10400 SH DEFINED 1 10400
INFINITY PHARMACEUTICALS INC COM 45665G303 1609.20 33200 SH SOLE 33200
INFINITY PROP & CASUALTY COM 45665Q103 241.66 4300 SH SOLE 4300
INFORMATICA CORP COM 45666Q102 10144.52 294300 SH SOLE 294300
INFORMATICA CORP COM 45666Q102 5973.65 173300 SH DEFINED 1 173300
ING GROEP NV SPONSORED ADR 456837103 96.61 13400 SH SOLE 13400
INGRAM MICRO INC CL A 457153104 206.64 10500 SH SOLE 10500
INGREDION INC COM 457187102 35219.84 487000 SH DEFINED 1 487000
INGREDION INC COM 457187102 42478.82 587373 SH SOLE 587373
INLAND REAL ESTATE CORP COM NEW 457461200 528.03 52332 SH SOLE 52332
INSIGHT ENTERPRISES INC COM 45765U103 337.65 16375 SH SOLE 16375
INNOPHOS HOLDINGS INC COM 45774N108 436.72 8000 SH SOLE 8000
INSPERITY INC. COM 45778Q107 229.80 8100 SH SOLE 8100
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 284.77 7300 SH SOLE 7300
INTEGRATED DEVICE TECH INC COM 458118106 75.82 10150 SH SOLE 10150
INTEL CORP COM 458140100 3779.64 173100 SH SOLE 173100
INTEL CORP SDCV 2.950%12/1 458140AD2 531.88 500000 SH SOLE 500000
INTEL CORP SDCV 3.250% 8/0 458140AF7 13394.55 11110000 SH SOLE 11110000
INTEL CORP SDCV 3.250% 8/0 458140AF7 651.04 540000 SH DEFINED 1 540000
INTERACTIVE BROKERS GRO COM 45841N107 223.65 15000 SH SOLE 15000
INTERACTIVE INTELLIGENCE INC COM 45841V109 243.92 5500 SH SOLE 5500
INTERCONTINENTALEXCHANGE INC COM 45865V100 407.68 2500 SH SOLE 2500
INTERFACE INC COM 458665304 405.54 21100 SH SOLE 21100
INTERDIGITAL INC/PA COM 45867G101 665.39 13900 SH DEFINED 1 13900
INTERDIGITAL INC/PA COM 45867G101 2230.74 46600 SH SOLE 46600
INTERMEC INC COM 458786100 202.50 20600 SH SOLE 20600
IBM CORP COM 459200101 7849.44 36800 SH SOLE 36800
INTERNATIONAL BUSINESS MACHS COM 459200101 415 1945 SH DEFINED 2 1945
INTERNATIONAL BUSINESS MACHS COM 459200101 2 11 SH DEFINED 2 11
INTERNATIONAL FLAVORS & FRAG. COM 459506101 214.68 2800 SH SOLE 2800
INTERNATIONAL GAME TECHNOLOGY NOTE 3.250% 5/0 459902AQ5 18640.87 17250000 SH SOLE 17250000
INTERNATIONAL PAPER CO COM 460146103 712.30 15292 SH SOLE 15292
INTERPUBLIC GROUP OF COS INC COM 460690100 189.66 14556 SH SOLE 14556
INTERVAL LEISURE GROUP INC COM 46113M108 308.71 14200 SH SOLE 14200
INTUIT INC COM 461202103 636.90 9700 SH SOLE 9700
INVACARE CORP COM 461203101 138.33 10600 SH SOLE 10600
INTUITIVE SURGICAL INC COM NEW 46120E602 687.67 1400 SH SOLE 1400
INVESCO MORTGAGE CAPITAL INC COM 46131B100 238.50 11150 SH SOLE 11150
INVESTMENT TECHNOLOGY GROUP COM 46145F105 154.56 14000 SH SOLE 14000
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 117.54 11909 SH SOLE 11909
ION GEOPHYSICAL CORP COM 462044108 300.32 44100 SH SOLE 44100
IROBOT CORP COM 462726100 246.34 9600 SH SOLE 9600
IRON MOUNTAIN INC COM 462846106 599.12 16500 SH DEFINED 1 16500
IRON MOUNTAIN INC COM 462846106 773.26 21296 SH SOLE 21296
ISHARES SILVER TRUST ISHARES 46428Q109 9282 338380 SH DEFINED 2 338380
ISHARES SILVER TRUST ISHARES 46428Q109 294 10704 SH DEFINED 2 10704
ISHARES TR DJ SEL DIV INX 464287168 536 8450 SH DEFINED 2 8450
ISHARES TR DJ SEL DIV INX 464287168 89 1401 SH DEFINED 2 1401
ISHARES BARCLAYS TREAS INFLATION 464287176 16252.45 134021 SH DEFINED 2 134021
ISHARES TR CORE S&P500 ETF 464287200 395 2512 SH DEFINED 2 2512
ISHARES TR CORE TOTUSBD ETF 464287226 9963 89972 SH DEFINED 2 89972
ISHARES TR CORE TOTUSBD ETF 464287226 671 6060 SH DEFINED 2 6060
ISHARES INDEX FUND MSCI EMERG MKT 464287234 3250.52 76000 SH SOLE 76000
ISHARES IBOXX INVESTOP INV 464287242 5596.38 46675 SH DEFINED 2 46675
ISHARES TR S&P GBL HLTHCR 464287325 2014 27324 SH DEFINED 2 27324
ISHARES TR S&P GBL HLTHCR 464287325 58 790 SH DEFINED 2 790
ISHARES BARCLAYS TREAS BOND FD 464287432 21600.85 183431 SH DEFINED 2 183431
ISHARES TR BARCLYS 1-3 YR 464287457 11566 136930 SH DEFINEDX 2 136930
ISHARES TR BARCLYS 1-3 YR 464287457 255 3016 SH DEFINED 2 3016
ISHARES TR RUSSELL MIDCAP 464287499 199 1560 SH DEFINEDX 2 1560
ISHARES TR RUSSELL MIDCAP 464287499 45 350 SH DEFINED 2 350
ISHARES INDEX FUND RUSSELL MIDCAP 464287499 1934.81 15200 SH SOLE 15200
ISHARES CORE S&P MIDCAP ETF 464287507 106.92 9620 SH DEFINED 2 9620
ISHARES INDEX FUND COHEN&ST RLTY 464287564 911.07 11050 SH SOLE 11050
ISHARES TR RUSSELL 1000 464287614 2272.80 31845 SH DEFINED 2 31845
ISHARES INDEX FUND RUSSELL 2000 464287655 18536.61 196300 SH DEFINED 1 196300
ISHARES INDEX FUND RUSSELL 2000 464287655 32748.32 346800 SH SOLE 346800
ISHARES TR DJ US UTILS 464287697 6711 69119 SH DEFINED 2 69119
ISHARES TR DJ US UTILS 464287697 378 3896 SH DEFINED 2 3896
ISHARES TR DJ US TECH SEC 464287721 10853 148048 SH DEFINED 2 148048
ISHARES TR DJ US TECH SEC 464287721 439 5987 SH DEFINED 2 5987
ISHARES TR S&P NTL AMTFREE 464288414 877 7958 SH DEFINED 2 7958
ISHARES TR S&P NTL AMTFREE 464288414 52 474 SH DEFINED 2 474
ISHARES TR DJ INTL SEL DIVD 464288448 561 16415 SH DEFINED 2 16415
ISHARES TR DJ INTL SEL DIVD 464288448 99 2895 SH DEFINED 2 2895
ISHARES TR DJ EPAC SEL 464288448 2249.06 65858 SH DEFINED 2 65858
ISHARES TR BARCLYS INTER CR 464288638 189 1704 SH DEFINED 2 1704
ISHARES TR BARCLYS INTER CR 464288638 11 100 SH DEFINED 2 100
ISHARES BARCLAYS INTER CR BD 464288638 8858.14 79703 SH DEFINED 2 79703
ISHARES INDEX FUND BARCLYS 1-3YR CR 464288646 6332.40 60000 SH DEFINED 1 60000
ISHARES INDEX FUND BARCLYS 1-3YR CR 464288646 27757.02 263000 SH SOLE 263000
ISHARES INDEX FUND US PFD STK IDX 464288687 3545.50 87500 SH SOLE 87500
ISHARES INDEX FUND US PFD STK IDX 464288687 863.08 21300 SH DEFINED 1 21300
ISHARES TR US PFD STK IDX 464288687 17053.57 420868 SH DEFINED 2 420868
ISHARES INDEX FUND DJ HOME CONSTN 464288752 3774.86 158010 SH SOLE 158010
ISHARES INDEX FUND DJ HOME CONSTN 464288752 2066.25 86490 SH DEFINED 1 86490
ISHARES TR MSCI ESG SEL SOC 464288802 243 3650 SH DEFINED 2 3650
ISHARES TR MSCI ESG SEL SOC 464288802 57 855 SH DEFINED 2 855
ISHARES TR MSCI CHINA IDX 46429B671 2557 56431 SH DEFINED 2 56431
ISHARES TR MSCI CHINA IDX 46429B671 77 1705 SH DEFINED 2 1705
ITAU UNIBANCO HOLDING SA SPON ADR REP PF 465562106 183.34 10300 SH SOLE 10300
ITRON INC COM 465741106 17566.16 378581 SH DEFINED 1 378581
ITRON INC COM 465741106 15793.08 340368 SH SOLE 340368
J&J SNACK FOODS CORP. COM 466032109 422.90 5500 SH SOLE 5500
JPMORGAN CHASE & CO COM 46625H100 78867.60 1661770 SH DEFINED 1 1661770
JPMORGAN CHASE & CO COM 46625H100 70258.69 1480377 SH SOLE 1480377
JABIL CIRCUIT INC COM 466313103 602.45 32600 SH DEFINED 1 32600
JABIL CIRCUIT INC COM 466313103 718.87 38900 SH SOLE 38900
JACK IN THE BOX INC. COM 466367109 553.44 16000 SH SOLE 16000
JACOBS ENGINEERING GROUP INC COM 469814107 77145.20 1371714 SH DEFINED 1 1371714
JACOBS ENGINEERING GROUP INC COM 469814107 114042.0 2027774 SH SOLE 2027774
JANUS CAPITAL GROUP INC COM 47102X105 125.02 13300 SH SOLE 13300
JANUS CAPITAL GROUP INC NOTE 3.250% 7/1 47102XAG0 4952.62 4700000 SH SOLE 4700000
JARDEN CORP COM 471109108 334.23 7800 SH SOLE 7800
JEFFERIES GROUP INC DBCV 3.875%11/0 472319AG7 10060.83 9750000 SH SOLE 9750000
JETBLUE AIRWAYS CORP COM 477143101 766.59 111100 SH DEFINED 1 111100
JETBLUE AIRWAYS CORP COM 477143101 2521.78 365475 SH SOLE 365475
JOHN BEAN TECHNOLOGIES CORP COM 477839104 219.95 10600 SH SOLE 10600
JOHNSON & JOHNSON COM 478160104 1736.59 21300 SH DEFINED 1 21300
JOHNSON & JOHNSON COM 478160104 14801.45 181546 SH SOLE 181546
JOHNSON & JOHNSON COM 478160104 259 3171 SH DEFINED 2 3171
JOHNSON & JOHNSON COM 478160104 20 250 SH DEFINED 2 250
JOHNSON CONTROLS INC COM 478366107 838.17 23900 SH SOLE 23900
JONES LANG LASALLE INC COM 48020Q107 308.17 3100 SH SOLE 3100
JOS A BANK CLOTHIERS INC COM 480838101 409.45 10262 SH SOLE 10262
JOY GLOBAL INC COM 481165108 220.22 3700 SH SOLE 3700
J2 GLOBAL INC COM 48123V102 1635.06 41700 SH DEFINED 1 41700
J2 GLOBAL INC COM 48123V102 3579.87 91300 SH SOLE 91300
JUNIPER NETWORKS INC COM 48203R104 13597.24 733400 SH DEFINED 1 733400
JUNIPER NETWORKS INC COM 48203R104 13643.59 735900 SH SOLE 735900
KBR INC COM 48242W106 330.42 10300 SH SOLE 10300
KLA-TENCOR CORPORATION COM 482480100 305.89 5800 SH SOLE 5800
KAISER ALUMINUM CORP COM PAR $0.01 483007704 400.83 6200 SH SOLE 6200
KAMAN CORP COM 483548103 344.06 9700 SH SOLE 9700
KANSAS CITY SOUTHERN COM NEW 485170302 9615.03 86700 SH DEFINED 1 86700
KANSAS CITY SOUTHERN COM NEW 485170302 13990.15 126151 SH SOLE 126151
KAPSTONE PAPER AND PACKAGING C COM 48562P103 394.76 14200 SH SOLE 14200
KAYDON CORP COM 486587108 301.84 11800 SH SOLE 11800
KELLOGG CO COM 487836108 560.54 8700 SH SOLE 8700
KENNAMETAL INC COM 489170100 220.19 5640 SH SOLE 5640
KEYCORP COM 493267108 322.70 32400 SH SOLE 32400
KEYCORP PFD 7.75% SR A 493267405 4146.88 32000 SH SOLE 32000
KILROY REALTY CORP COM 49427F108 2012.84 38413 SH SOLE 38413
KIMBERLY-CLARK CORP COM 494368103 58807.60 600200 SH DEFINED 1 600200
KIMBERLY-CLARK CORP COM 494368103 41251.74 421022 SH SOLE 421022
KIMBERLY CLARK CORP COM 494368103 395 4032 SH DEFINED 2 4032
KIMBERLY CLARK CORP COM 494368103 39 400 SH DEFINED 2 400
KIMCO REALTY CORP COM 49446R109 11426.11 510094 SH SOLE 510094
KIMCO REALTY CORP COM 49446R109 3252.48 145200 SH DEFINED 1 145200
KINDER MORGAN INC COM 49456B101 3179.50 82200 SH SOLE 82200
KINDER MORGAN INC COM 49456B101 2475.52 64000 SH DEFINED 1 64000
KINDRED HEALTHCARE INC COM 494580103 205.34 19500 SH SOLE 19500
KIRBY CORP COM 497266106 307.20 4000 SH SOLE 4000
KITE REALTY GROUP TRUST COM 49803T102 370.68 54997 SH SOLE 54997
KNIGHT TRANSPORTATION INC COM 499064103 348.56 21650 SH SOLE 21650
KOHLS CORP COM 500255104 1033.31 22400 SH SOLE 22400
KOHLS CORP COM 500255104 742.69 16100 SH DEFINED 1 16100
KOPIN CORP COM 500600101 83.62 22600 SH SOLE 22600
KOPPERS HOLDINGS INC COM 50060P106 334.25 7600 SH SOLE 7600
KORN/FERRY INTERNATIONAL COM NEW 500643200 316.12 17700 SH SOLE 17700
KRAFT FOODS GROUP INC COM 50076Q106 8884.44 172413 SH DEFINED 1 172413
KRAFT FOODS GROUP INC COM 50076Q106 15506.51 300922 SH SOLE 300922
KRATON PERFORMANCE POLYMERS IN COM 50077C106 276.12 11800 SH SOLE 11800
KROGER CO COM 501044101 599.83 18100 SH SOLE 18100
KULICKE & SOFFA INDUSTRIES COM 501242101 317.90 27500 SH SOLE 27500
LKQ CORP COM 501889208 454.78 20900 SH SOLE 20900
LSB INDUSTRIES INC COM 502160104 243.46 7000 SH SOLE 7000
LSI CORPORATION COM 502161102 130.18 19200 SH SOLE 19200
LTC PROPERTIES INC COM 502175102 903.07 22172 SH SOLE 22172
L-3 COMMUNICATIONS CORP DEBT 3.000% 502413AW7 7621.88 7500000 SH SOLE 7500000
L-3 COMMUNICATIONS HOLDINGS COM 502424104 760.65 9400 SH DEFINED 1 9400
L-3 COMMUNICATIONS HOLDINGS COM 502424104 2629.90 32500 SH SOLE 32500
LA-Z-BOY INC COM 505336107 362.30 19200 SH SOLE 19200
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 6020.22 66743 SH SOLE 66743
LACLEDE GROUP INC COM 505597104 328.79 7700 SH SOLE 7700
LAM RESEARCH CORP COM 512807108 4755.46 114700 SH DEFINED 1 114700
LAM RESEARCH CORP COM 512807108 6790.03 163773 SH SOLE 163773
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 5412.62 5300000 SH SOLE 5300000
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 3644.39 3400000 SH SOLE 3400000
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 643.13 600000 SH DEFINED 1 600000
LANDSTAR SYSTEM INC COM 515098101 13781.53 241400 SH SOLE 241400
LANDSTAR SYSTEM INC COM 515098101 9688.17 169700 SH DEFINED 1 169700
LAS VEGAS SANDS CORP COM 517834107 51050.17 905948 SH DEFINED 1 905948
LAS VEGAS SANDS CORP COM 517834107 80104.46 1421552 SH SOLE 1421552
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 1900.71 74890 SH SOLE 74890
ESTEE LAUDER COS INC/THE CL A 518439104 537.85 8400 SH SOLE 8400
LEAP WIRELESS INTERNATIONAL IN NOTE 4.500% 521863AL4 4497.35 4420000 SH SOLE 4420000
LEAP WIRELESS INTERNATIONAL IN NOTE 4.500% 521863AL4 4288.76 4215000 SH DEFINED 1 4215000
LENNAR CORP CL A 526057104 240.58 5800 SH SOLE 5800
LENNOX INTERNATIONAL INC COM 526107107 203.17 3200 SH SOLE 3200
LEUCADIA NATIONAL CORP COM 527288104 282.56 10301 SH SOLE 10301
LEXINGTON REALTY TRUST COM 529043101 1430.04 121190 SH SOLE 121190
LIBERTY PROPERTY TRUST SH BEN INT 531172104 2092.56 52643 SH SOLE 52643
LIFE TECHNOLOGIES CORP COM 53217V109 392.95 6080 SH SOLE 6080
ELI LILLY & CO COM 532457108 43803.26 771320 SH SOLE 771320
ELI LILLY & CO COM 532457108 62034.56 1092350 SH DEFINED 1 1092350
LINCOLN ELECTRIC HOLDINGS COM 533900106 314.24 5800 SH SOLE 5800
LINCOLN NATIONAL CORP COM 534187109 313.22 9605 SH SOLE 9605
LINDSAY CORPORATION COM 535555106 418.86 4750 SH SOLE 4750
LINEAR TECHNOLOGY CORP COM 535678106 306.96 8000 SH SOLE 8000
LINKEDIN CORP COM CL A 53578A108 2042.30 11600 SH DEFINED 1 11600
LINKEDIN CORP COM CL A 53578A108 2781.75 15800 SH SOLE 15800
LIQUIDITY SERVICES INC COM 53635B107 268.29 9000 SH SOLE 9000
LITHIA MOTORS INC CL A 536797103 365.60 7700 SH SOLE 7700
LITTELFUSE INC COM 537008104 542.80 8000 SH SOLE 8000
LIVE NATION ENTERTAINMENT INC COM 538034109 640.99 51818 SH SOLE 51818
LIVEPERSON INC COM 538146101 249.87 18400 SH SOLE 18400
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 77.70 25900 SH DEFINED 1 25900
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 133.20 44400 SH SOLE 44400
LOCKHEED MARTIN CORP COM 539830109 7441.69 77100 SH SOLE 77100
LOCKHEED MARTIN CORP COM 539830109 3387.85 35100 SH DEFINED 1 35100
LOEWS CORP COM 540424108 480.36 10900 SH SOLE 10900
LORILLARD INC COM 544147101 540.69 13400 SH SOLE 13400
LOUISIANA-PACIFIC CORP COM 546347105 209.52 9700 SH SOLE 9700
LOWE'S COMPANIES INC COM 548661107 24388.67 643161 SH DEFINED 1 643161
LOWE'S COMPANIES INC COM 548661107 45517.27 1200350 SH SOLE 1200350
LUFKIN INDUSTRIES INC COM 549764108 823.24 12400 SH SOLE 12400
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 695.18 9900 SH SOLE 9900
LUMINEX CORP. COM 55027E102 231.28 14000 SH SOLE 14000
M&T BANK CORP COM 55261F104 13029.11 126300 SH DEFINED 1 126300
M&T BANK CORP COM 55261F104 11718.98 113600 SH SOLE 113600
MB FINANCIAL INC COM 55264U108 480.98 19900 SH SOLE 19900
MDU RESOURCES GROUP INC COM 552690109 330.49 13225 SH SOLE 13225
MEMC ELECTRONIC MATERIALS INC COM 552715104 854.04 194100 SH DEFINED 1 194100
MEMC ELECTRONIC MATERIALS INC COM 552715104 2760.12 627300 SH SOLE 627300
M/I HOMES INC COM 55305B101 212.72 8700 SH SOLE 8700
MKS INSTRUMENTS INC COM 55306N104 527.68 19400 SH SOLE 19400
MSC INDUSTRIAL DIRECT CO. CL A 553530106 283.07 3300 SH SOLE 3300
MSCI INC COM 55354G100 288.40 8500 SH SOLE 8500
MTS SYSTEMS CORP COM 553777103 337.27 5800 SH SOLE 5800
MWI VETERINARY SUPPLY INC COM 55402X105 581.94 4400 SH SOLE 4400
MACERICH CO COM 554382101 231.77 3600 SH DEFINED 1 3600
MACERICH CO COM 554382101 4352.15 67601 SH SOLE 67601
MACK-CALI REALTY CORP COM 554489104 941.41 32905 SH SOLE 32905
MACY'S INC COM 55616P104 2723.78 65100 SH DEFINED 1 65100
MACY'S INC COM 55616P104 7822.74 186968 SH SOLE 186968
STEVEN MADDEN LTD COM 556269108 646.26 14950 SH SOLE 14950
MAGELLAN HEALTH SERVICES INC COM NEW 559079207 475.70 10000 SH SOLE 10000
MANHATTAN ASSOCIATES INC COM 562750109 542.32 7300 SH SOLE 7300
MANITOWOC COMPANY INC COM 563571108 12380.29 602154 SH DEFINED 1 602154
MANITOWOC COMPANY INC COM 563571108 10772.33 523946 SH SOLE 523946
MANPOWERGROUP COM 56418H100 19017.42 335286 SH DEFINED 1 335286
MANPOWERGROUP COM 56418H100 23057.19 406509 SH SOLE 406509
MARATHON OIL CORP COM 565849106 74998.17 2224145 SH DEFINED 1 2224145
MARATHON OIL CORP COM 565849106 106695.6 3164165 SH SOLE 3164165
MARATHON PETROLEUM CORP COM 56585A102 6146.56 68600 SH DEFINED 1 68600
MARATHON PETROLEUM CORP COM 56585A102 13900.99 155145 SH SOLE 155145
MARKETAXESS HOLDINGS INC COM 57060D108 511.01 13700 SH SOLE 13700
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 3488 92149 SH DEFINED 2 92149
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 54 1435 SH DEFINED 2 1435
MARRIOTT VACATIONS WORLDWIDE C COM 57164Y107 2660.42 62000 SH SOLE 62000
MARRIOTT VACATIONS WORLDWIDE C COM 57164Y107 699.43 16300 SH DEFINED 1 16300
MARSH & MCLENNAN COS INC COM 571748102 588.54 15500 SH DEFINED 1 15500
MARSH & MCLENNAN COS INC COM 571748102 1275.79 33600 SH SOLE 33600
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 4446.82 105300 SH DEFINED 1 105300
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 6291.97 148993 SH SOLE 148993
MARTIN MARIETTA MATERIALS COM 573284106 328.50 3220 SH SOLE 3220
MASCO CORP COM 574599106 251.10 12400 SH SOLE 12400
MASTERCARD INC CL A 57636Q104 38701.08 71519 SH SOLE 71519
MASTERCARD INC CL A 57636Q104 10866.43 20081 SH DEFINED 1 20081
MATERION CORP COM 576690101 213.75 7500 SH SOLE 7500
MATTEL INC COM 577081102 528.52 12075 SH SOLE 12075
MAXIMUS, INC. COM 577933104 999.62 12500 SH SOLE 12500
MCCORMICK & COMPANY INC COM NON VTG 579780206 345.68 4700 SH SOLE 4700
MCDERMOTT INTL INC COM 580037109 2990.38 272100 SH DEFINED 1 272100
MCDERMOTT INTL INC COM 580037109 2618.92 238300 SH SOLE 238300
MCDONALD'S CORP COM 580135101 3489.15 35000 SH SOLE 35000
MCGRAW-HILL COMPANIES COM 580645109 505.18 9700 SH SOLE 9700
MCKESSON CORP COM 58155Q103 876.85 8122 SH SOLE 8122
MEAD JOHNSON NUTRITION CO COM 582839106 553.77 7150 SH SOLE 7150
MEADOWBROOK INSURANCE GROUP COM 58319P108 121.08 17174 SH SOLE 17174
MEADWESTVACO CORP COM 583334107 220.01 6061 SH SOLE 6061
MEASUREMENT SPECIALTIES INC COM 583421102 226.69 5700 SH SOLE 5700
MEDICAL PROPERTIES TRUST INC. COM 58463J304 1597.01 99564 SH SOLE 99564
MEDICINES COMPANY (THE) COM 584688105 11112.17 332600 SH SOLE 332600
MEDICINES COMPANY (THE) COM 584688105 12097.76 362100 SH DEFINED 1 362100
MEDIDATA SOLUTIONS INC COM 58471A105 469.64 8100 SH SOLE 8100
MEDNAX INC COM 58502B106 313.70 3500 SH SOLE 3500
MEDTRONIC INC COM 585055106 2803.51 59700 SH DEFINED 1 59700
MEDTRONIC INC COM 585055106 4278.06 91100 SH SOLE 91100
MEN'S WEARHOUSE INC COM 587118100 584.85 17500 SH SOLE 17500
MERCADOLIBRE INC COM 58733R102 3707.90 38400 SH DEFINED 1 38400
MERCADOLIBRE INC COM 58733R102 5089.39 52707 SH SOLE 52707
MERCK & CO INC COM 58933Y105 89665.00 2028620 SH DEFINED 1 2028620
MERCK & CO INC COM 58933Y105 99812.88 2258210 SH SOLE 2258210
MERCURY SYSTEMS INC COM 589378108 87.70 11900 SH SOLE 11900
MEREDITH CORP. COM 589433101 9105.88 238000 SH DEFINED 1 238000
MEREDITH CORP. COM 589433101 13128.92 343150 SH SOLE 343150
MERIDIAN BIOSCIENCE INC COM 589584101 346.79 15200 SH SOLE 15200
MERIT MEDICAL SYSTEMS INC COM 589889104 178.69 14575 SH SOLE 14575
MERITAGE HOMES CORP COM 59001A102 534.20 11400 SH SOLE 11400
METHODE ELECTRONICS INC COM 591520200 166.15 12900 SH SOLE 12900
METLIFE INC COM 59156R108 41647.79 1095418 SH SOLE 1095418
METLIFE INC COM 59156R108 22029.55 579420 SH DEFINED 1 579420
METROPCS COMMUNICATIONS INC COM 591708102 120.99 11100 SH SOLE 11100
METTLER TOLEDO INTERNATIONAL COM 592688105 6226.02 29200 SH DEFINED 1 29200
METTLER TOLEDO INTERNATIONAL COM 592688105 8901.72 41749 SH SOLE 41749
MICREL INC COM 594793101 181.82 17300 SH SOLE 17300
MICROS SYSTEMS INC COM 594901100 254.86 5600 SH SOLE 5600
MICROSOFT CORP COM 594918104 14747.37 515552 SH DEFINED 1 515552
MICROSOFT CORP COM 594918104 38673.87 1351997 SH SOLE 1351997
MICROSTRATEGY INC CL A NEW 594972408 323.46 3200 SH SOLE 3200
MICROCHIP TECHNOLOGY INC COM 595017104 5008.77 136219 SH DEFINED 1 136219
MICROCHIP TECHNOLOGY INC COM 595017104 7106.94 193281 SH SOLE 193281
MICRON TECHNOLOGY INC COM 595112103 355.11 35600 SH SOLE 35600
MICROSEMI CORP COM 595137100 773.88 33400 SH SOLE 33400
MID-AMERICA APARTMENT COMM COM 59522J103 1730.57 25059 SH SOLE 25059
MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADR 606822104 183.00 30500 SH SOLE 30500
MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADR 606822104 106.80 17800 SH DEFINED 1 17800
MIZUHO FINANCIAL GROUP INC SPONSORED ADR 60687Y109 63.62 14900 SH DEFINED 1 14900
MIZUHO FINANCIAL GROUP INC SPONSORED ADR 60687Y109 109.74 25700 SH SOLE 25700
MOBILE MINI INC COM 60740F105 409.08 13900 SH SOLE 13900
MOHAWK INDUSTRIES INC COM 608190104 460.40 4070 SH SOLE 4070
MOLINA HEALTHCARE INC COM 60855R100 330.31 10700 SH SOLE 10700
MOLSON COORS BREWING CO CL B 60871R209 269.12 5500 SH SOLE 5500
MOLSON COORS BREWING CO NOTE 2.500% 60871RAA8 13430.69 13000000 SH SOLE 13000000
MOMENTA PHARMACEUTICALS INC COM 60877T100 222.78 16700 SH SOLE 16700
MONDELEZ INTERNATIONAL INC CL A 609207105 12364.91 403884 SH DEFINED 1 403884
MONDELEZ INTERNATIONAL INC CL A 609207105 24389.26 796644 SH SOLE 796644
MONOLITHIC POWER SYSTEMS INC COM 609839105 290.00 11900 SH SOLE 11900
MONOTYPE IMAGING HOLDINGS LTD COM 61022P100 325.38 13700 SH SOLE 13700
MONRO MUFFLER INC COM 610236101 426.88 10750 SH SOLE 10750
MONSANTO COMPANY COM 61166W101 4964.61 47000 SH DEFINED 1 47000
MONSANTO COMPANY COM 61166W101 12215.48 115644 SH SOLE 115644
MONSTER BEVERAGE CORP COM 611740101 243.47 5100 SH SOLE 5100
MOODY'S CORP COM 615369105 367.91 6900 SH SOLE 6900
MOOG INC CL A 615394202 758.49 16550 SH SOLE 16550
MORGAN STANLEY COM NEW 617446448 13823.00 628890 SH DEFINED 1 628890
MORGAN STANLEY COM NEW 617446448 26338.19 1198280 SH SOLE 1198280
MOSAIC CO/THE COM 61945C103 2223.45 37300 SH DEFINED 1 37300
MOSAIC CO/THE COM 61945C103 6086.18 102100 SH SOLE 102100
MOTOROLA SOLUTIONS INC COM NEW 620076307 619.30 9672 SH SOLE 9672
MOVADO GROUP INC COM 624580106 217.88 6500 SH SOLE 6500
MUELLER INDUSTRIES, INC. COM 624756102 548.89 10300 SH SOLE 10300
MULTIMEDIA GAMES INC COM 625453105 214.96 10300 SH SOLE 10300
MURPHY OIL CORP COM 626717102 407.87 6400 SH SOLE 6400
MYERS INDUSTRIES INC COM 628464109 157.23 11263 SH SOLE 11263
MYLAN INC COM 628530107 3153.20 108900 SH SOLE 108900
MYLAN INC NOTE 3.750% 628530AJ6 15877.50 7150000 SH SOLE 7150000
MYRIAD GENETICS INC COM 62855J104 838.53 33000 SH DEFINED 1 33000
MYRIAD GENETICS INC COM 62855J104 2642.64 104000 SH SOLE 104000
NBT BANCORP INC COM 628778102 358.83 16200 SH SOLE 16200
NCR CORPORATION COM 62886E108 314.18 11400 SH SOLE 11400
NIC INC COM 62914B100 415.77 21700 SH SOLE 21700
NRG ENERGY INC COM NEW 629377508 7104.62 268200 SH SOLE 268200
NRG ENERGY INC COM NEW 629377508 2161.58 81600 SH DEFINED 1 81600
NVR INC COM 62944T105 324.03 300 SH SOLE 300
NYSE EURONEXT COM 629491101 324.58 8400 SH SOLE 8400
NASDAQ STOCK MARKET INC COM 631103108 16547.29 512300 SH DEFINED 1 512300
NASDAQ STOCK MARKET INC COM 631103108 14573.76 451200 SH SOLE 451200
NASDAQ STOCK MARKET INC NOTE 2.500% 631103AA6 100.71 100000 SH SOLE 100000
NATIONAL FINANCIAL PARTNERS COM 63607P208 329.72 14700 SH SOLE 14700
NATIONAL FUEL GAS CO COM 636180101 361.96 5900 SH SOLE 5900
NATL HEALTH INVESTORS INC COM 63633D104 209.44 3200 SH SOLE 3200
NATIONAL INSTRUMENTS CORP COM 636518102 214.91 6562 SH SOLE 6562
NATIONAL OILWELL VARCO INC COM 637071101 2469.18 34900 SH DEFINED 1 34900
NATIONAL OILWELL VARCO INC COM 637071101 10381.01 146728 SH SOLE 146728
NAT'L PENN BCSHS INC COM 637138108 462.88 43300 SH SOLE 43300
NATIONAL RETAIL PROPERTIES INC COM 637417106 1580.12 43686 SH SOLE 43686
NATIONAL RETAIL PROPERTIES INC NOTE 5.125% 6/1 637417AC0 8078.75 5750000 SH SOLE 5750000
NAVIGATORS GROUP INC COM 638904102 229.12 3900 SH SOLE 3900
NATUS MEDICAL INC COM 639050103 147.84 11000 SH SOLE 11000
NAVIGANT CONSULTING INC. COM 63935N107 245.72 18700 SH SOLE 18700
NEOGEN CORP COM 640491106 404.00 8150 SH SOLE 8150
NETAPP INC COM 64110D104 40433.14 1183640 SH DEFINED 1 1183640
NETAPP INC COM 64110D104 59480.76 1741240 SH SOLE 1741240
NETAPP INC NOTE 1.750% 6/0 64110DAB0 590.29 540000 SH DEFINED 1 540000
NETAPP INC NOTE 1.750% 6/0 64110DAB0 20069.87 18360000 SH SOLE 18360000
NETFLIX INC COM 64110L106 2441.71 12900 SH DEFINED 1 12900
NETFLIX INC COM 64110L106 7987.62 42200 SH SOLE 42200
NETGEAR INC COM 64111Q104 472.49 14100 SH SOLE 14100
NETSCOUT SYSTEMS INC COM 64115T104 601.96 24500 SH DEFINED 1 24500
NETSCOUT SYSTEMS INC COM 64115T104 2228.50 90700 SH SOLE 90700
NEUSTAR INC- CLASS A CL A 64126X201 214.04 4600 SH SOLE 4600
NEW JERSEY RESOURCES CORP COM 646025106 683.96 15250 SH SOLE 15250
NEW YORK COMMUNITY BANCORP COM 649445103 1544.22 107611 SH SOLE 107611
NEW YORK COMMUNITY BANCORP COM 649445103 1176.70 82000 SH DEFINED 1 82000
NY COMMUNITY CAP TRUST V UNIT 99/99/9999 64944P307 1720.25 35000 SH SOLE 35000
NEWELL RUBBERMAID INC COM 651229106 263.58 10099 SH SOLE 10099
NEWMARKET CORP COM 651587107 208.29 800 SH SOLE 800
NEWMONT MINING CORP COM 651639106 2689.34 64200 SH DEFINED 1 64200
NEWMONT MINING CORP COM 651639106 4673.96 111577 SH SOLE 111577
NEWMONT MINING CORP NOTE 1.250% 651639AH9 3650.17 3250000 SH SOLE 3250000
NEWMONT MINING CORP NOTE 1.625% 651639AJ5 8605.66 7000000 SH SOLE 7000000
NEWPORT CORP COM 651824104 236.88 14000 SH SOLE 14000
NEWS CORP CL A 65248E104 2135.70 70000 SH SOLE 70000
NEWS CORP CL B 65248E203 15578.40 506450 SH DEFINED 1 506450
NEWS CORP CL B 65248E203 28438.85 924540 SH SOLE 924540
NEXTERA ENERGY INC COM 65339F101 1149.66 14800 SH SOLE 14800
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 2733.00 50000 SH SOLE 50000
NICE SYSTEMS LTD SPONSORED ADR 653656108 1646.30 44700 SH DEFINED 1 44700
NICE SYSTEMS LTD SPONSORED ADR 653656108 2196.65 59643 SH SOLE 59643
NIKE INC CL B 654106103 17649.89 299100 SH DEFINED 1 299100
NIKE INC CL B 654106103 60715.39 1028900 SH SOLE 1028900
NISOURCE INC COM 65473P105 54867.09 1870044 SH SOLE 1870044
NISOURCE INC COM 65473P105 69287.29 2361530 SH DEFINED 1 2361530
NOBLE ENERGY INC COM 655044105 728.66 6300 SH SOLE 6300
NORDSON CORP COM 655663102 262.48 3980 SH SOLE 3980
NORDSTROM INC COM 655664100 292.72 5300 SH SOLE 5300
NORFOLK SOUTHERN CORP COM 655844108 847.88 11000 SH SOLE 11000
NORTHEAST UTILITIES COM 664397106 473.71 10900 SH SOLE 10900
NORTHERN TRUST CORP COM 665859104 13756.12 252133 SH SOLE 252133
NORTHERN TRUST CORP COM 665859104 15275.97 279990 SH DEFINED 1 279990
NORTHROP GRUMMAN CORP COM 666807102 2560.48 36500 SH DEFINED 1 36500
NORTHROP GRUMMAN CORP COM 666807102 2988.67 42604 SH SOLE 42604
NORTHWEST BANCSHARES INC COM 667340103 436.19 34400 SH SOLE 34400
NORTHWEST NATURAL GAS CO COM 667655104 433.82 9900 SH SOLE 9900
NORTHWESTERN CORP COM NEW 668074305 546.08 13700 SH SOLE 13700
NOVARTIS AG SPONSORED ADR 66987V109 227.97 3200 SH DEFINED 1 3200
NOVARTIS AG SPONSORED ADR 66987V109 388.26 5450 SH SOLE 5450
NOVELLUS SYSTEMS INC NOTE 2.625% 5/1 670008AD3 10583.63 7750000 SH SOLE 7750000
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 209.95 1300 SH SOLE 1300
NUANCE COMMUNICATIONS INC COM 67020Y100 4141.32 205219 SH DEFINED 1 205219
NUANCE COMMUNICATIONS INC COM 67020Y100 5663.84 280666 SH SOLE 280666
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 3658.14 3000000 SH SOLE 3000000
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 7682.16 7400000 SH SOLE 7400000
NUCOR CORP COM 670346105 7978.87 172890 SH DEFINED 1 172890
NUCOR CORP COM 670346105 15139.05 328040 SH SOLE 328040
NVIDIA CORP. COM 67066G104 24100.83 1878475 SH DEFINED 1 1878475
NVIDIA CORP. COM 67066G104 24854.07 1937184 SH SOLE 1937184
NUTRISYSTEM INC COM 67069D108 89.04 10500 SH SOLE 10500
NUVASIVE INC COM 670704105 343.09 16100 SH SOLE 16100
NV ENERGY INC COM 67073Y106 14067.07 702300 SH DEFINED 1 702300
NV ENERGY INC COM 67073Y106 15218.79 759800 SH SOLE 759800
OGE ENERGY CORP COM 670837103 482.16 6890 SH SOLE 6890
OM GROUP INC COM 670872100 279.41 11900 SH SOLE 11900
O'REILLY AUTOMOTIVE INC COM 67103H107 3298.54 32200 SH DEFINED 1 32200
O'REILLY AUTOMOTIVE INC COM 67103H107 4968.91 48506 SH SOLE 48506
OSI SYSTEMS, INC. COM 671044105 429.80 6900 SH SOLE 6900
OASIS PETROLEUM INC COM 674215108 9422.32 247500 SH DEFINED 1 247500
OASIS PETROLEUM INC COM 674215108 15582.05 409300 SH SOLE 409300
OCCIDENTAL PETROLEUM CORP COM 674599105 2249.22 28700 SH DEFINED 1 28700
OCCIDENTAL PETROLEUM CORP COM 674599105 7749.38 98882 SH SOLE 98882
OCEANEERING INTL INC COM 675232102 498.08 7500 SH SOLE 7500
OCWEN FINANCIAL CORP. COM NEW 675746309 2540.64 67000 SH DEFINED 1 67000
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OFFICE DEPOT INC COM 676220106 78.60 20000 SH SOLE 20000
OFFICEMAX INC COM 67622P101 369.20 31800 SH SOLE 31800
OIL STATES INTERNATIONAL INC COM 678026105 8346.41 102322 SH SOLE 102322
OIL STATES INTERNATIONAL INC COM 678026105 3262.80 40000 SH DEFINED 1 40000
OLD DOMINION FREIGHT LINE COM 679580100 990.79 25937 SH SOLE 25937
OLD NATIONAL BANCORP COM 680033107 510.12 37100 SH SOLE 37100
OLD REPUBLIC INTL CORP COM 680223104 214.16 16850 SH SOLE 16850
OLD REPUBLIC INTL CORP NOTE 3.750% 680223AH7 17369.76 15500000 SH SOLE 15500000
OMNICARE INC COM 681904108 302.14 7420 SH SOLE 7420
OMNICARE INC NOTE 3.750% 681904AN8 6075.00 3750000 SH SOLE 3750000
OMNICARE INC NOTE 3.750% 681904AP3 4434.08 4000000 SH SOLE 4000000
OMNICOM GROUP INC COM 681919106 13806.16 234400 SH DEFINED 1 234400
OMNICOM GROUP INC COM 681919106 12634.05 214500 SH SOLE 214500
OMNICOM GROUP INC NOTE 681919AV8 7300.34 6500000 SH SOLE 6500000
OMEGA HEALTHCARE INVESTORS INC COM 681936100 1185.89 39061 SH SOLE 39061
OMNICOM GROUP INC NOTE 682134AA9 11862.50 10000000 SH SOLE 10000000
OMNICELL INC COM 68213N109 230.34 12200 SH SOLE 12200
ON ASSIGNMENT, INC. COM 682159108 402.43 15900 SH SOLE 15900
ON SEMICONDUCTOR CORPORATION NOTE 2.625%12/1 682189AG0 3653.13 3500000 SH SOLE 3500000
ON SEMICONDUCTOR CORPORATION NOTE 2.625%12/1 682189AH8 3976.88 3500000 SH SOLE 3500000
ONEOK INC COM 682680103 343.22 7200 SH SOLE 7200
ONYX PHARMACEUTICALS INC COM 683399109 3723.23 41900 SH DEFINED 1 41900
ONYX PHARMACEUTICALS INC COM 683399109 5222.66 58774 SH SOLE 58774
OPENTABLE INC COM 68372A104 529.03 8400 SH SOLE 8400
ORACLE CORP COM 68389X105 48444.37 1498434 SH DEFINED 1 1498434
ORACLE CORP COM 68389X105 61559.75 1904106 SH SOLE 1904106
ORBITAL SCIENCES CORP. COM 685564106 365.51 21900 SH SOLE 21900
ORITANI FINANCIAL CORP COM 68633D103 221.51 14300 SH SOLE 14300
OSHKOSH CO COM 688239201 21491.44 505800 SH DEFINED 1 505800
OSHKOSH CO COM 688239201 18929.29 445500 SH SOLE 445500
OXFORD INDUSTRIES INC COM 691497309 276.12 5200 SH SOLE 5200
PDC ENERGY INC COM 69327R101 550.23 11100 SH SOLE 11100
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PDL BIOPHARMA INC COM 69329Y104 3531.67 483791 SH SOLE 483791
PG&E CORP COM 69331C108 22578.05 507030 SH DEFINED 1 507030
PG&E CORP COM 69331C108 41914.31 941260 SH SOLE 941260
PHH CORP COM NEW 693320202 2608.85 118800 SH SOLE 118800
PHH CORP COM NEW 693320202 825.70 37600 SH DEFINED 1 37600
PHH CORP NOTE 4.000% 693320AN3 3313.14 3000000 SH SOLE 3000000
PHH CORP NOTE 6.000% 693320AQ6 5934.75 3075000 SH SOLE 3075000
PNC FINANCIAL SERVICES GROUP COM 693475105 1225.86 18434 SH SOLE 18434
PNM RESOURCES INC COM 69349H107 13393.50 575075 SH SOLE 575075
PNM RESOURCES INC COM 69349H107 9753.85 418800 SH DEFINED 1 418800
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PPG INDUSTRIES INC COM 693506107 2276.98 17000 SH DEFINED 1 17000
PPL CORP COM 69351T106 635.59 20300 SH SOLE 20300
PS BUSINESS PARKS INC COM 69360J107 1122.24 14220 SH SOLE 14220
PVH CORP COM 693656100 288.39 2700 SH SOLE 2700
PTC INC COM 69370C100 211.57 8300 SH SOLE 8300
PACCAR INC COM 693718108 626.29 12387 SH SOLE 12387
PACKAGING CORP OF AMERICA COM 695156109 309.60 6900 SH SOLE 6900
PACWEST BANCORP COM 695263103 343.50 11800 SH SOLE 11800
PALL CORP COM 696429307 266.64 3900 SH SOLE 3900
PANERA BREAD COMPANY CL A 69840W108 330.48 2000 SH SOLE 2000
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PAPA JOHN'S INTERNATIONAL INC. COM 698813102 11108.51 179700 SH SOLE 179700
PAREXEL INT'L CORP COM 699462107 2969.45 75100 SH SOLE 75100
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PARKER-HANNIFIN CORP COM 701094104 12466.33 136125 SH SOLE 136125
PARKER-HANNIFIN CORP COM 701094104 13865.21 151400 SH DEFINED 1 151400
PARKWAY PROPERTIES INC COM 70159Q104 543.52 29300 SH SOLE 29300
PATTERSON-UTI ENERGY INC COM 703481101 24345.41 1021200 SH DEFINED 1 1021200
PATTERSON-UTI ENERGY INC COM 703481101 26178.70 1098100 SH SOLE 1098100
PAYCHEX INC COM 704326107 397.93 11350 SH SOLE 11350
PEABODY ENERGY CORP COM 704549104 8871.52 419457 SH SOLE 419457
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PEBBLEBROOK HOTEL TRUST COM 70509V100 3063.85 118800 SH DEFINED 1 118800
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PENN NATIONAL GAMING INC COM 707569109 11800.42 216800 SH DEFINED 1 216800
PENN NATIONAL GAMING INC COM 707569109 10319.93 189600 SH SOLE 189600
PENN VIRGINIA CORP COM 707882106 81.61 20200 SH SOLE 20200
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 609.35 31426 SH SOLE 31426
PEOPLE'S UNITED FINANCIAL COM 712704105 159.70 11900 SH SOLE 11900
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PEPSICO INC COM 713448108 2800.49 35400 SH DEFINED 1 35400
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PETROCHINA CO LTD SPONSORED ADR 71646E100 290.00 2200 SH DEFINED 1 2200
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PETROQUEST ENERGY INC COM 716748108 91.91 20700 SH SOLE 20700
PETSMART INC COM 716768106 5525.72 88981 SH SOLE 88981
PETSMART INC COM 716768106 3862.62 62200 SH DEFINED 1 62200
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PHILLIPS 66 COM 718546104 2497.93 35700 SH DEFINED 1 35700
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PLANTRONICS INC COM 727493108 11191.52 253259 SH DEFINED 1 253259
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PLEXUS CORP COM 729132100 311.17 12800 SH SOLE 12800
PLUM CREEK TIMBER CO COM 729251108 1799.07 34465 SH SOLE 34465
POLARIS INDUSTRIES INC COM 731068102 406.96 4400 SH SOLE 4400
POLYCOM INC COM 73172K104 136.73 12340 SH SOLE 12340
POLYONE CORP COM 73179P106 890.96 36500 SH SOLE 36500
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POTLATCH CORP COM 737630103 353.90 7717 SH SOLE 7717
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PULTE GROUP INC COM 745867101 973.54 48100 SH DEFINED 1 48100
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RLI CORP COM 749607107 445.47 6200 SH SOLE 6200
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RF MICRO DEVICES INC COM 749941100 103.95 19540 SH SOLE 19540
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RADIAN GROUP INC COM 750236101 1093.49 102100 SH DEFINED 1 102100
RADIAN GROUP INC COM 750236101 3441.12 321300 SH SOLE 321300
RALPH LAUREN CORP CL A 751212101 355.55 2100 SH SOLE 2100
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 603.09 35898 SH SOLE 35898
RANGE RESOURCES CORP COM 75281A109 3006.58 37100 SH DEFINED 1 37100
RANGE RESOURCES CORP COM 75281A109 4532.32 55927 SH SOLE 55927
RAYMOND JAMES FINANCIAL INC COM 754730109 365.34 7925 SH SOLE 7925
RAYONIER INC COM 754907103 232.71 3900 SH DEFINED 1 3900
RAYONIER INC COM 754907103 2425.94 40656 SH SOLE 40656
RAYTHEON CO COM NEW 755111507 646.69 11000 SH DEFINED 1 11000
RAYTHEON CO COM NEW 755111507 1269.86 21600 SH SOLE 21600
REALTY INCOME CORP COM 756109104 1752.23 38638 SH SOLE 38638
RED HAT INC COM 756577102 3264.15 64560 SH SOLE 64560
RED HAT INC COM 756577102 2153.86 42600 SH DEFINED 1 42600
RED ROBIN GOURMET BURGERS COM 75689M101 214.32 4700 SH SOLE 4700
REGAL-BELOIT CORP COM 758750103 260.99 3200 SH SOLE 3200
REGENCY CENTERS CORP COM 758849103 2285.29 43192 SH SOLE 43192
REGENERON PHARMACEUTICALS COM 75886F107 952.58 5400 SH SOLE 5400
REGIONS FINANCIAL CORP COM 7591EP100 403.58 49277 SH SOLE 49277
REINSURANCE GROUP OF AMERICA COM NEW 759351604 310.28 5200 SH SOLE 5200
RELIANCE STEEL & ALUMINUM COM 759509102 455.49 6400 SH DEFINED 1 6400
RELIANCE STEEL & ALUMINUM COM 759509102 825.57 11600 SH SOLE 11600
REPUBLIC SERVICES INC COM 760759100 344.02 10425 SH SOLE 10425
RESMED INC COM 761152107 13639.11 294200 SH DEFINED 1 294200
RESMED INC COM 761152107 17014.12 367000 SH SOLE 367000
RESOURCES CONNECTION INC COM 76122Q105 191.77 15100 SH SOLE 15100
RETAIL OPPORTUNITY INVESTMENTS COM 76131N101 224.66 16030 SH SOLE 16030
RETAIL PROPERTIES OF AMERICA I CL A 76131V202 577.20 39000 SH DEFINED 1 39000
RETAIL PROPERTIES OF AMERICA I CL A 76131V202 1043.40 70500 SH SOLE 70500
REYNOLDS AMERICAN INC COM 761713106 587.27 13200 SH DEFINED 1 13200
REYNOLDS AMERICAN INC COM 761713106 1041.07 23400 SH SOLE 23400
RIO TINTO PLC SPONSORED ADR 767204100 230.69 4900 SH SOLE 4900
RIVERBED TECHNOLOGY INC COM 768573107 170.09 11400 SH SOLE 11400
ROBERT HALF INTL INC COM 770323103 2064.15 55000 SH DEFINED 1 55000
ROBERT HALF INTL INC COM 770323103 3006.15 80100 SH SOLE 80100
ROCK-TENN CO CL A 772739207 463.95 5000 SH SOLE 5000
ROCKWELL AUTOMATION INC/DE COM 773903109 414.48 4800 SH SOLE 4800
ROCKWELL COLLINS INC COM 774341101 302.98 4800 SH SOLE 4800
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 281.74 10400 SH SOLE 10400
ROGERS CORP COM 775133101 295.24 6200 SH SOLE 6200
ROPER INDUSTRIES INC COM 776696106 7002.05 55000 SH DEFINED 1 55000
ROPER INDUSTRIES INC COM 776696106 12598.85 98962 SH SOLE 98962
ROSS STORES INC COM 778296103 472.84 7800 SH SOLE 7800
ROYAL BK OF SCOTLAND GRP PLC SPONS ADR 20 OR 780097689 118.86 14100 SH SOLE 14100
ROYAL BK OF SCOTLAND GRP PLC SP ADR PREF T 780097713 365.40 15000 SH DEFINED 1 15000
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 327.42 4900 SH DEFINED 1 4900
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 567.97 8500 SH SOLE 8500
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 329.84 5062 SH DEFINED 1 5062
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 573.86 8807 SH SOLE 8807
ROYAL GOLD INC COM 780287108 319.64 4500 SH SOLE 4500
RUBY TUESDAY INC COM 781182100 156.98 21300 SH SOLE 21300
RUDOLPH TECHNOLOGIES, INC. COM 781270103 140.18 11900 SH SOLE 11900
RUTH'S HOSPITALITY GROUP INC COM 783332109 124.02 13000 SH SOLE 13000
RYLAND GROUP INC COM 783764103 690.89 16600 SH SOLE 16600
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 399.60 270000 SH DEFINED 1 270000
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 4706.40 3180000 SH SOLE 3180000
S&T BANCORP INC COM 783859101 202.09 10900 SH SOLE 10900
SBA COMMUNICATIONS CORP COM 78388J106 2483.42 34492 SH SOLE 34492
SBA COMMUNICATIONS CORP COM 78388J106 1821.60 25300 SH DEFINED 1 25300
SEI INVESTMENTS COMPANY COM 784117103 272.34 9440 SH SOLE 9440
SHFL ENTERTAINMENT INC COM 78423R105 341.76 20625 SH SOLE 20625
SL GREEN REALTY CORP COM 78440X101 215.28 2500 SH DEFINED 1 2500
SL GREEN REALTY CORP COM 78440X101 4832.06 56115 SH SOLE 56115
SLM CORP COM 78442P106 1968.00 96000 SH DEFINED 1 96000
SLM CORP COM 78442P106 5012.25 244500 SH SOLE 244500
SM ENERGY COMPANY COM 78454L100 11508.22 194330 SH SOLE 194330
SM ENERGY COMPANY COM 78454L100 6437.21 108700 SH DEFINED 1 108700
SPDR TR UNIT 78462F103 19944.09 127300 SH DEFINED 1 127300
SPDR TR UNIT 78462F103 71713.34 457735 SH SOLE 457735
SPDR S&P 500 ETF TR TR UNIT 78462F103 60926 388883 SH DEFINED 2 388883
SPDR S&P 500 ETF TR TR UNIT 78462F103 1927 12299 SH DEFINED 2 12299
SPX CORPORATION COM 784635104 265.31 3360 SH SOLE 3360
SPDR GOLD SHS 78463V107 4603.21 29800 SH DEFINED 1 29800
SPDR GOLD SHS 78463V107 11152.73 72200 SH SOLE 72200
SPDR GOLD TRUST GOLD SHS 78463V107 28421 183990 SH DEFINED 2 183990
SPDR GOLD TRUST GOLD SHS 78463V107 1047 6775 SH DEFINED 2 6775
SPDR INDEX SHS FDS EURO STOXX 50 ETF 78463X202 30987.54 937879 SH DEFINED 2 937879
SPDR DJ INTL RL ETF 78463X863 1347.50 31330 SH DEFINED 1 31330
SPDR DJ INTL RL ETF 78463X863 2286.84 53170 SH SOLE 53170
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 1942 47245 SH DEFINED 2 47245
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 138 3350 SH DEFINED 2 3350
SPDR DJ REIT ETF 78464A607 1187.74 15300 SH DEFINED 1 15300
SPDR DJ REIT ETF 78464A607 1172.21 15100 SH SOLE 15100
STR HOLDINGS COM 78478V100 30.60 14100 SH SOLE 14100
SVB FINANCIAL GROUP COM 78486Q101 17028.65 240043 SH DEFINED 1 240043
SVB FINANCIAL GROUP COM 78486Q101 27564.80 388565 SH SOLE 388565
SWS GROUP INC COM 78503N107 62.47 10326 SH SOLE 10326
SABRA HEALTHCARE REIT INC COM 78573L106 703.26 24242 SH SOLE 24242
SAFETY INSURANCE GROUP INC COM 78648T100 231.05 4700 SH SOLE 4700
SAFEWAY INC COM NEW 786514208 840.56 31900 SH DEFINED 1 31900
SAFEWAY INC COM NEW 786514208 2874.78 109100 SH SOLE 109100
ST JUDE MEDICAL INC COM 790849103 406.99 10064 SH SOLE 10064
SALESFORCE.COM INC COM 79466L302 822.62 4600 SH SOLE 4600
SALIX PHARMACEUTICALS LTD COM 795435106 972.42 19000 SH SOLE 19000
SALLY BEAUTY CO INC COM 79546E104 25049.39 852600 SH DEFINED 1 852600
SALLY BEAUTY CO INC COM 79546E104 38252.76 1302000 SH SOLE 1302000
SANDERSON FARMS INC COM 800013104 600.82 11000 SH DEFINED 1 11000
SANDERSON FARMS INC COM 800013104 950.39 17400 SH SOLE 17400
SANDISK CORP COM 80004C101 467.16 8500 SH SOLE 8500
SANDISK CORP NOTE 1.000% 5/1 80004CAC5 1000.63 1000000 SH SOLE 1000000
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 698.62 540000 SH DEFINED 1 540000
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 8875.12 6860000 SH SOLE 6860000
SANDRIDGE ENERGY INC COM 80007P307 436.88 82900 SH DEFINED 1 82900
SANDRIDGE ENERGY INC COM 80007P307 1376.52 261200 SH SOLE 261200
SANOFI SPONSORED ADR 80105N105 46088.46 902280 SH DEFINED 1 902280
SANOFI SPONSORED ADR 80105N105 56266.66 1101540 SH SOLE 1101540
SANTARUS INC COM 802817304 2677.48 154500 SH SOLE 154500
SANTARUS INC COM 802817304 847.44 48900 SH DEFINED 1 48900
SAP AG SPON ADR 803054204 241.62 3000 SH SOLE 3000
SAUL CENTERS INC COM 804395101 369.08 8438 SH SOLE 8438
SCANA CORP COM 80589M102 240.45 4700 SH SOLE 4700
SCANSOURCE INC COM 806037107 287.84 10200 SH SOLE 10200
HENRY SCHEIN INC COM 806407102 564.55 6100 SH SOLE 6100
SCHLUMBERGER LTD COM 806857108 82866.38 1106508 SH SOLE 1106508
SCHLUMBERGER LTD COM 806857108 49467.09 660530 SH DEFINED 1 660530
A SCHULMAN INC COM 808194104 344.00 10900 SH SOLE 10900
SCHWAB (CHARLES) CORP COM 808513105 678.41 38350 SH SOLE 38350
SCHWEITZER-MAUDUIT INTL INC COM 808541106 445.40 11500 SH SOLE 11500
SCRIPPS CO (E.W.) CL A NEW 811054402 125.51 10433 SH SOLE 10433
SEACOR HOLDINGS INC COM 811904101 512.08 6950 SH SOLE 6950
SEATTLE GENETICS INC COM 812578102 575.18 16200 SH DEFINED 1 16200
SEATTLE GENETICS INC COM 812578102 1814.31 51100 SH SOLE 51100
SPDR SBI MATERIALS 81369Y100 6503.88 166000 SH DEFINED 1 166000
SPDR SBI MATERIALS 81369Y100 5175.68 132100 SH SOLE 132100
SPDR SBI INT-UTILS 81369Y886 2971.60 76000 SH DEFINED 1 76000
SPDR SBI INT-UTILS 81369Y886 1775.14 45400 SH SOLE 45400
SELECT COMFORT CORP. COM 81616X103 405.28 20500 SH SOLE 20500
SELECTIVE INSURANCE GROUP INC COM 816300107 485.00 20200 SH SOLE 20200
SEMPRA ENERGY COM 816851109 636.48 7962 SH SOLE 7962
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 1756.45 65466 SH SOLE 65466
SERVICE CORP INTERNATIONAL COM 817565104 249.28 14900 SH SOLE 14900
SHERWIN-WILLIAMS CO/THE COM 824348106 1891.57 11200 SH DEFINED 1 11200
SHERWIN-WILLIAMS CO/THE COM 824348106 2296.90 13600 SH SOLE 13600
SHIRE PLC SPONSORED ADR 82481R106 38754.91 424200 SH DEFINED 1 424200
SHIRE PLC SPONSORED ADR 82481R106 58095.82 635900 SH SOLE 635900
SIEMENS AG SPONSORED ADR 826197501 269.50 2500 SH SOLE 2500
SIGMA-ALDRICH COM 826552101 326.13 4200 SH SOLE 4200
SIGMA DESIGNS INC COM 826565103 59.90 12300 SH SOLE 12300
SIGNATURE BANK COM 82669G104 259.91 3300 SH SOLE 3300
SILGAN HOLDINGS INC COM 827048109 11856.45 250824 SH DEFINED 1 250824
SILGAN HOLDINGS INC COM 827048109 10411.22 220250 SH SOLE 220250
SILVER WHEATON CORP COM 828336107 2188.23 69800 SH DEFINED 1 69800
SILVER WHEATON CORP COM 828336107 2985.34 95226 SH SOLE 95226
SIMON PROPERTY GROUP INC COM 828806109 3841.27 24226 SH DEFINED 1 24226
SIMON PROPERTY GROUP INC COM 828806109 30003.20 189223 SH SOLE 189223
SIMPSON MANUFACTURING CO. INC. COM 829073105 449.97 14700 SH SOLE 14700
SKECHERS USA INC-CL A CL A 830566105 298.21 14100 SH SOLE 14100
SKYWEST INC COM 830879102 301.74 18800 SH SOLE 18800
SKYWORKS SOLUTIONS INC COM 83088M102 671.76 30500 SH DEFINED 1 30500
SKYWORKS SOLUTIONS INC COM 83088M102 960.29 43600 SH SOLE 43600
SMITH & WESSON HOLDING CORP COM 831756101 4151.70 461300 SH SOLE 461300
SMITH & WESSON HOLDING CORP COM 831756101 1318.50 146500 SH DEFINED 1 146500
SMITH (A.O.) CORP COM 831865209 1052.05 14300 SH SOLE 14300
SMITHFIELD FOODS INC COM 832248108 233.02 8800 SH SOLE 8800
SMITHFIELD FOODS INC NOTE 4.000% 832248AR9 5593.12 4750000 SH SOLE 4750000
JM SMUCKER COMPANY COM NEW 832696405 377.40 3806 SH SOLE 3806
SNYDERS-LANCE INC COM 833551104 447.10 17700 SH SOLE 17700
SOLAR CAPITAL LTD COM 83413U100 2454.70 104500 SH DEFINED 1 104500
SOLAR CAPITAL LTD COM 83413U100 1421.14 60500 SH SOLE 60500
SOLARWINDS INC COM 83416B109 254.13 4300 SH SOLE 4300
SOLERA HOLDINGS INC COM 83421A104 285.82 4900 SH SOLE 4900
SONIC CORP COM 835451105 247.97 19252 SH SOLE 19252
SONIC AUTOMOTIVE INC CL A 83545G102 299.16 13500 SH SOLE 13500
SONOCO PRODUCTS CO COM 835495102 247.73 7080 SH SOLE 7080
SOTHEBY'S NOTE 3.125% 835898AC1 1684.70 1500000 SH SOLE 1500000
SOURCEFIRE INC COM 83616T108 663.38 11200 SH SOLE 11200
SOUTH JERSEY INDUSTRIES COM 838518108 644.84 11600 SH SOLE 11600
SOUTHERN COMPANY COM 842587107 4476.17 95400 SH DEFINED 1 95400
SOUTHERN COMPANY COM 842587107 10571.08 225300 SH SOLE 225300
SOUTHERN COPPER CORP COM 84265V105 11354.07 302211 SH SOLE 302211
SOUTHERN COPPER CORP COM 84265V105 7502.54 199695 SH DEFINED 1 199695
SOUTHWEST AIRLINES CO COM 844741108 13936.97 1033900 SH DEFINED 1 1033900
SOUTHWEST AIRLINES CO COM 844741108 12490.30 926580 SH SOLE 926580
SOUTHWEST GAS CORP COM 844895102 11019.55 232186 SH DEFINED 1 232186
SOUTHWEST GAS CORP COM 844895102 15227.78 320855 SH SOLE 320855
SOUTHWESTERN ENERGY CO COM 845467109 16521.08 443400 SH DEFINED 1 443400
SOUTHWESTERN ENERGY CO COM 845467109 16774.45 450200 SH SOLE 450200
SOVRAN SELF STORAGE INC COM 84610H108 1234.92 19149 SH SOLE 19149
SPARTAN MOTORS INC COM 846819100 60.53 11400 SH SOLE 11400
SPECTRA ENERGY CORP COM 847560109 717.24 23325 SH SOLE 23325
SPECTRUM PHARMACEUTICALS INC COM 84763A108 330.48 44300 SH DEFINED 1 44300
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1183.90 158700 SH SOLE 158700
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 611.17 10800 SH DEFINED 1 10800
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 1918.40 33900 SH SOLE 33900
SPIRIT REALTY CAPITAL INC COM 84860F109 361.78 19041 SH SOLE 19041
SPRINT NEXTEL CORP COM SER 1 852061100 653.22 105189 SH SOLE 105189
STAGE STORES, INC. COM NEW 85254C305 302.80 11700 SH SOLE 11700
STAG INDUSTRIAL INC COM 85254J102 350.96 16500 SH SOLE 16500
STANDARD PACIFIC CORP COM 85375C101 971.14 112400 SH DEFINED 1 112400
STANDARD PACIFIC CORP COM 85375C101 3410.21 394700 SH SOLE 394700
STANDEX INTERNATIONAL CORP COM 854231107 254.01 4600 SH SOLE 4600
STANLEY BLACK & DECKER COM 854502101 461.53 5700 SH SOLE 5700
STANLEY BLACK & DECKER UNIT 99/99/9999 854502309 622.82 4920 SH DEFINED 1 4920
STANLEY BLACK & DECKER UNIT 99/99/9999 854502309 20479.73 161780 SH SOLE 161780
STAPLES INC COM 855030102 315.03 23475 SH SOLE 23475
STARBUCKS CORP COM 855244109 1486.40 26100 SH SOLE 26100
STARWOOD HOTELS & RESORTS COM 85590A401 1032.81 16206 SH SOLE 16206
STATE STREET CORP COM 857477103 23316.15 394587 SH SOLE 394587
STATE STREET CORP COM 857477103 12229.27 206960 SH DEFINED 1 206960
STEEL DYNAMICS INC COM 858119100 14900.28 938600 SH DEFINED 1 938600
STEEL DYNAMICS INC COM 858119100 13215.94 832500 SH SOLE 832500
STEEL DYNAMICS INC NOTE 5.125% 858119AP5 608.85 540000 SH DEFINED 1 540000
STEEL DYNAMICS INC NOTE 5.125% 858119AP5 4070.28 3610000 SH SOLE 3610000
STEIN MART, INC. COM 858375108 84.64 10100 SH SOLE 10100
STEPAN CO COM 858586100 403.84 6400 SH SOLE 6400
STERICYCLE INC COM 858912108 10968.18 103298 SH SOLE 103298
STERICYCLE INC COM 858912108 7984.74 75200 SH DEFINED 1 75200
STERLING BANCORP-N Y COM 859158107 115.82 11400 SH SOLE 11400
STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 1569.38 1500000 SH SOLE 1500000
STIFEL FINANCIAL CORP COM 860630102 743.67 21450 SH SOLE 21450
STIFEL FINL CORP COM 860630102 700 20198 SH DEFINED 2 20198
STILLWATER MINING CO COM 86074Q102 558.58 43200 SH SOLE 43200
STONE ENERGY CORP COM 861642106 393.68 18100 SH SOLE 18100
STRATEGIC HOTELS & RESORTS INC COM 86272T106 845.64 101274 SH SOLE 101274
STRYKER CORP COM 863667101 658.92 10100 SH SOLE 10100
STURM, RUGER & CO., INC. COM 864159108 355.11 7000 SH SOLE 7000
SUMITOMO MITSUI FINANCIAL GROU SPONSORED ADR 86562M209 129.74 15900 SH SOLE 15900
SUMMIT HOTEL PROPERTIES INC COM 866082100 452.90 43257 SH SOLE 43257
SUN COMMUNITIES COM 866674104 745.72 15117 SH SOLE 15117
SUNCOKE ENERGY INC COM 86722A103 4683.44 286800 SH DEFINED 1 286800
SUNCOKE ENERGY INC COM 86722A103 7020.71 429927 SH SOLE 429927
SUNSTONE HOTEL INVESTORS INC COM 867892101 1056.76 85846 SH SOLE 85846
SUNTRUST BANKS INC COM 867914103 544.51 18900 SH SOLE 18900
SUPERIOR ENERGY SERVICES COM 868157108 288.27 11100 SH SOLE 11100
SUPERMEDIA INC COM 868447103 48.76 12600 SH SOLE 12600
SUPERVALU INC COM 868536103 75.10 14900 SH SOLE 14900
SUSQUEHANNA BANCSHARES INC. COM 869099101 851.46 68500 SH SOLE 68500
SWIFT ENERGY CO COM 870738101 234.00 15800 SH SOLE 15800
SYKES ENTERPRISES INC. COM 871237103 228.23 14300 SH SOLE 14300
SYMANTEC CORP COM 871503108 29666.50 1202046 SH SOLE 1202046
SYMANTEC CORP COM 871503108 24867.81 1007610 SH DEFINED 1 1007610
SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 18077.50 14000000 SH SOLE 14000000
SYMMETRICOM INC COM 871543104 67.87 14950 SH SOLE 14950
SYMMETRY MEDICAL INC COM 871546206 154.57 13500 SH SOLE 13500
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 310.30 10000 SH SOLE 10000
SYNAPTICS INC COM 87157D109 480.14 11800 SH SOLE 11800
SYNOPSYS INC COM 871607107 3828.40 106700 SH DEFINED 1 106700
SYNOPSYS INC COM 871607107 5628.85 156880 SH SOLE 156880
SYNOVUS FINANCIAL CORP COM 87161C105 152.63 55100 SH SOLE 55100
SYNNEX CORP COM 87162W100 358.90 9700 SH SOLE 9700
SYSCO CORP COM 871829107 717.47 20400 SH SOLE 20400
TCF FINANCIAL CORP COM 872275102 170.84 11420 SH SOLE 11420
TJX COMPANIES INC COM 872540109 3637.15 77800 SH DEFINED 1 77800
TJX COMPANIES INC COM 872540109 8204.62 175500 SH SOLE 175500
TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 389.50 200000 SH SOLE 200000
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 4125.00 75000 SH SOLE 75000
TTM TECHNOLOGIES COM 87305R109 146.68 19300 SH SOLE 19300
TTM TECHNOLOGIES NOTE 3.250% 5/1 87305RAC3 2003.76 2000000 SH SOLE 2000000
TW TELECOM INC COM 87311L104 6226.97 247200 SH DEFINED 1 247200
TW TELECOM INC COM 87311L104 8823.68 350285 SH SOLE 350285
TAIWAN SEMICONDUCTOR MFG CO. SPONSORED ADR 874039100 228.63 13300 SH SOLE 13300
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 541.83 33550 SH SOLE 33550
TANGER FACTORY OUTLET CENTERS COM 875465106 2552.97 70563 SH SOLE 70563
TARGET CORPORATION COM 87612E106 965.14 14100 SH DEFINED 1 14100
TARGET CORPORATION COM 87612E106 2450.51 35800 SH SOLE 35800
TAUBMAN CENTERS INC COM 876664103 3741.66 48180 SH DEFINED 1 48180
TAUBMAN CENTERS INC COM 876664103 6831.05 87961 SH SOLE 87961
TECK RESOURCES LIMITED CL B 878742204 17814.02 632600 SH DEFINED 1 632600
TECK RESOURCES LIMITED CL B 878742204 21522.69 764300 SH SOLE 764300
TELEDYNE TECHNOLOGIES INC COM 879360105 1066.78 13600 SH SOLE 13600
TELEFLEX INC COM 879369106 248.46 2940 SH SOLE 2940
TELEFONICA SA SPONSORED ADR 879382208 152.66 11300 SH SOLE 11300
TELLABS INC COM 879664100 49.32 23600 SH SOLE 23600
TEMPUR-PEDIC INTERNATIONAL COM 88023U101 15330.71 308900 SH SOLE 308900
TEMPUR-PEDIC INTERNATIONAL COM 88023U101 17196.79 346500 SH DEFINED 1 346500
TENNANT CO COM 880345103 330.21 6800 SH SOLE 6800
TERADATA CORP COM 88076W103 1690.94 28900 SH DEFINED 1 28900
TERADATA CORP COM 88076W103 2666.30 45570 SH SOLE 45570
TERADYNE INC COM 880770102 29662.21 1828743 SH SOLE 1828743
TERADYNE INC COM 880770102 29025.11 1789464 SH DEFINED 1 1789464
TEREX CORP COM 880779103 268.48 7800 SH SOLE 7800
TESORO CORP COM 881609101 831.41 14200 SH DEFINED 1 14200
TESORO CORP COM 881609101 2892.37 49400 SH SOLE 49400
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 2134.78 53800 SH SOLE 53800
TETRA TECHNOLOGIES, INC. COM 88162F105 294.98 28750 SH SOLE 28750
TETRA TECH INC COM 88162G103 719.75 23606 SH SOLE 23606
TEVA PHARMACEUT FIN II LLC DBCV 0.250% 2/0 88163VAE9 10443.80 10000000 SH SOLE 10000000
TESSERA TECHNOLOGIES INC COM 88164L100 358.12 19100 SH SOLE 19100
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 602.71 14900 SH SOLE 14900
TEXAS INDUSTRIES INC COM 882491103 479.64 7600 SH SOLE 7600
TEXAS INSTRUMENTS INC COM 882508104 67632.44 1906213 SH DEFINED 1 1906213
TEXAS INSTRUMENTS INC COM 882508104 84455.28 2380363 SH SOLE 2380363
TEXAS ROADHOUSE INC COM 882681109 428.03 21200 SH SOLE 21200
TEXTRON INC COM 883203101 3684.52 123600 SH SOLE 123600
TEXTRON INC NOTE 4.500% 5/0 883203BN0 9597.01 4250000 SH SOLE 4250000
THERMO FISHER SCIENTIFIC INC COM 883556102 963.77 12600 SH SOLE 12600
THOMSON REUTERS CORP COM 884903105 1243.98 38300 SH SOLE 38300
THOMSON REUTERS CORP COM 884903105 1237.49 38100 SH DEFINED 1 38100
THORATEC CORPORATION COM NEW 885175307 20432.66 544900 SH DEFINED 1 544900
THORATEC CORPORATION COM NEW 885175307 20275.17 540700 SH SOLE 540700
3D SYSTEMS CORP COM NEW 88554D205 519.06 16100 SH DEFINED 1 16100
3D SYSTEMS CORP COM NEW 88554D205 2563.08 79500 SH SOLE 79500
3M CO COM 88579Y101 4698.90 44200 SH SOLE 44200
3M CO COM 88579Y101 2508.92 23600 SH DEFINED 1 23600
TIBCO SOFTWARE INC COM 88632Q103 220.34 10900 SH SOLE 10900
TIFFANY & CO COM 886547108 292.07 4200 SH SOLE 4200
TIME WARNER INC COM NEW 887317303 1893.74 32866 SH SOLE 32866
TIME WARNER CABLE INC COM 88732J207 13940.23 145120 SH DEFINED 1 145120
TIME WARNER CABLE INC COM 88732J207 26436.58 275209 SH SOLE 275209
TIMKEN CO COM 887389104 316.85 5600 SH SOLE 5600
TITAN INTERNATIONAL INC COM 88830M102 413.17 19600 SH SOLE 19600
TOLL BROTHERS INC COM 889478103 20194.75 589800 SH DEFINED 1 589800
TOLL BROTHERS INC COM 889478103 20789.47 607169 SH SOLE 607169
TORO CO COM 891092108 985.26 21400 SH SOLE 21400
TOWERS WATSON & CO-CL A CL A 891894107 277.28 4000 SH SOLE 4000
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 236.07 2300 SH DEFINED 1 2300
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 400.30 3900 SH SOLE 3900
TRACTOR SUPPLY CO COM 892356106 6643.49 63800 SH DEFINED 1 63800
TRACTOR SUPPLY CO COM 892356106 9664.62 92813 SH SOLE 92813
TRAVELERS COMPANIES INC COM 89417E109 2626.73 31200 SH DEFINED 1 31200
TRAVELERS COMPANIES INC COM 89417E109 3570.16 42406 SH SOLE 42406
TREDEGAR CORP COM 894650100 259.07 8800 SH SOLE 8800
TREEHOUSE FOODS INC COM 89469A104 13527.49 207636 SH DEFINED 1 207636
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TRIMBLE NAVIGATION LTD COM 896239100 533.64 17800 SH SOLE 17800
TRINITY INDUSTRIES INC COM 896522109 249.09 5495 SH SOLE 5495
TRINITY INDUSTRIES INC NOTE 3.875% 6/0 896522AF6 614.23 510000 SH DEFINED 1 510000
TRINITY INDUSTRIES INC NOTE 3.875% 6/0 896522AF6 6431.39 5340000 SH SOLE 5340000
TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 9617.85 1900760 SH DEFINED 1 1900760
TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 8651.92 1709866 SH SOLE 1709866
TRIUMPH GROUP INC COM 896818101 274.75 3500 SH SOLE 3500
TRIPADVISOR INC COM 896945201 202.20 3850 SH SOLE 3850
TRUE RELIGION APPAREL INC COM 89784N104 232.38 8900 SH SOLE 8900
TRUEBLUE INC COM 89785X101 314.99 14900 SH SOLE 14900
TRUSTCO BANK CORP NY COM 898349105 192.41 34482 SH SOLE 34482
TUESDAY MORNING CORP. COM NEW 899035505 119.50 15400 SH SOLE 15400
TUPPERWARE BRANDS CORPORATION COM 899896104 310.61 3800 SH SOLE 3800
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TWO HARBORS INVESTMENT CORP COM 90187B101 2021.38 160300 SH SOLE 160300
II-VI INC COM 902104108 339.10 19900 SH SOLE 19900
TYLER TECHNOLOGIES INC COM 902252105 606.47 9900 SH SOLE 9900
TYSON FOODS INC CL A 902494103 248.20 10000 SH SOLE 10000
TYSON FOODS INC NOTE 3.250% 902494AP8 18539.12 12500000 SH SOLE 12500000
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UDR INC COM 902653104 2718.52 112382 SH SOLE 112382
UGI CORP COM 902681105 303.28 7900 SH SOLE 7900
UIL HOLDINGS CORP COM 902748102 738.99 18666 SH SOLE 18666
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UNS ENERGY CORP COM 903119105 743.89 15200 SH SOLE 15200
URS CORP COM 903236107 256.01 5400 SH SOLE 5400
USANA HEALTH SCIENCES INC COM 90328M107 1024.60 21200 SH DEFINED 1 21200
USANA HEALTH SCIENCES INC COM 90328M107 3252.61 67300 SH SOLE 67300
USG CORP COM NEW 903293405 441.55 16700 SH DEFINED 1 16700
USG CORP COM NEW 903293405 1403.96 53100 SH SOLE 53100
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ULTRA PETROLEUM CORP COM 903914109 4054.17 201700 SH SOLE 201700
ULTRATECH INC COM 904034105 391.35 9900 SH SOLE 9900
UMPQUA HOLDINGS CORP COM 904214103 541.01 40800 SH SOLE 40800
UNDER ARMOUR INC - CLASS A CL A 904311107 276.48 5400 SH SOLE 5400
UNIFIRST CORP/MA COM 904708104 497.75 5500 SH SOLE 5500
UNILEVER PLC SPON ADR NEW 904767704 257.66 6100 SH SOLE 6100
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UNION PACIFIC CORP COM 907818108 63885.13 448600 SH SOLE 448600
UNION PACIFIC CORP COM 907818108 39775.11 279300 SH DEFINED 1 279300
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UNITED FIRE GROUP INC COM 910340108 203.76 8000 SH SOLE 8000
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UNITED RENTALS INC COM 911363109 4007.20 72898 SH SOLE 72898
US STEEL CORP NOTE 4.000% 912909AE8 11501.93 11000000 SH SOLE 11000000
UNITED STATIONERS INC COM 913004107 572.02 14800 SH SOLE 14800
UNITED TECHNOLOGIES CORP COM 913017109 92653.22 991686 SH DEFINED 1 991686
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UNITED THERAPEUTICS CORP. COM 91307C102 1728.71 28400 SH DEFINED 1 28400
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UNITEDHEALTH GROUP INC COM 91324P102 41490.07 725224 SH SOLE 725224
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VF CORPORATION COM 918204108 2366.28 14106 SH SOLE 14106
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VALE SA ADR 91912E105 183.27 10600 SH SOLE 10600
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VALLEY NATIONAL BANCORP COM 919794107 142.17 13884 SH SOLE 13884
VALMOUNT INDUSTRIES INC COM 920253101 251.63 1600 SH SOLE 1600
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VANGUARD SPECIALIZED PORTFOLIO DIV 921908844 1678.52 25548 SH DEFINED 2 25548
VANGUARD HIGH DIVIDEND YIELD E HIGH DIV YLD 921946406 1370.25 25000 SH SOLE 25000
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VANGUARD TAX MANAGED INTL FD MSCI EAFE ETF 921943858 951 26115 SH DEFINED 2 26115
VANGUARD TAX MANAGED INTL FD MSCI EAFE 921943858 60767.99 1668075 SH DEFINED 2 1668075
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VARIAN MEDICAL SYSTEMS INC COM 92220P105 280.80 3900 SH SOLE 3900
VASCO DATA SECURITY INTL COM 92230Y104 88.62 10500 SH SOLE 10500
VECTREN CORP COM 92240G101 205.08 5790 SH SOLE 5790
VEECO INSTRUMENTS INC COM 922417100 553.10 14400 SH SOLE 14400
VENTAS INC COM 92276F100 9505.17 129852 SH SOLE 129852
VENTAS INC COM 92276F100 633.18 8650 SH DEFINED 1 8650
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VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 390 9089 SH DEFINED 2 9089
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VANGUARD INDEX FDS REIT ETF 922908553 437 6196 SH DEFINED 2 6196
VANGUARD US TOTAL STOCK MKT TOTAL STK MKT 922908769 1052.48 13000 SH SOLE 13000
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VERIFONE SYSTEMS INC COM 92342Y109 3190.16 154263 SH SOLE 154263
VERISIGN INC COM 92343E102 255.26 5400 SH SOLE 5400
VERIZON COMMUNICATIONS INC COM 92343V104 36125.20 734999 SH SOLE 734999
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VERISK ANALYTICS INC CL A 92345Y106 1435.75 23300 SH DEFINED 1 23300
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VERTEX PHARMACEUTICALS INC COM 92532F100 10764.23 195820 SH SOLE 195820
VIAD CORP COM NEW 92552R406 207.45 7500 SH SOLE 7500
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VIACOM INC CL B 92553P201 985.77 16034 SH SOLE 16034
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VIROPHARMA INC. COM 928241108 603.84 24000 SH SOLE 24000
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VISA INC COM CL A 92826C839 50272.64 296000 SH SOLE 296000
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VITAMIN SHOPPE INC COM 92849E101 537.35 11000 SH SOLE 11000
VMWARE INC CL A COM 928563402 22504.46 285300 SH DEFINED 1 285300
VMWARE INC CL A COM 928563402 43163.14 547200 SH SOLE 547200
VODAFONE GROUP PLC SPONS ADR NEW 92857W209 275.48 9700 SH SOLE 9700
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WAL-MART STORES INC COM 931142103 11875.52 158700 SH SOLE 158700
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WAL-MART STORES INC COM 931142103 4 54 SH DEFINED 2 54
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WALGREEN CO COM 931422109 2102.69 44100 SH SOLE 44100
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WALGREEN CO COM 931422109 72 1520 SH DEFINED 2 1520
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WEBSENSE INC COM 947684106 201.00 13400 SH SOLE 13400
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WELLPOINT INC COM 94973V107 1271.62 19200 SH SOLE 19200
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WELLS FARGO & COMPANY COM 949746101 102855.1 2780621 SH SOLE 2780621
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WENDY'S COMPANY COM 95058W100 111.88 19714 SH SOLE 19714
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WEX, INC. COM 96208T104 211.95 2700 SH SOLE 2700
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WINDSTREAM CORP COM 97381W104 162.76 20524 SH SOLE 20524
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WOODWARD INC COM 980745103 11085.09 278800 SH SOLE 278800
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WORLD FUEL SERVICES CORP COM 981475106 202.57 5100 SH SOLE 5100
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WYNN RESORTS LTD COM 983134107 5018.92 40100 SH DEFINED 1 40100
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XCEL ENERGY INC COM 98389B100 505.35 17015 SH SOLE 17015
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XEROX CORP COM 984121103 369.52 42968 SH SOLE 42968
YAHOO INC COM 984332106 16618.53 706300 SH DEFINED 1 706300
YAHOO INC COM 984332106 22056.08 937400 SH SOLE 937400
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ASPEN INSURANCE HOLDINGS LTD SHS G05384105 5053.98 131000 SH DEFINED 1 131000
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BUNGE LTD COM G16962105 7464.95 101110 SH SOLE 101110
COVIDIEN PLC SHS G2554F113 96507.22 1422571 SH SOLE 1422571
COVIDIEN PLC SHS G2554F113 53240.70 784798 SH DEFINED 1 784798
DELPHI AUTOMOTIVE PLC SHS G27823106 24529.71 552471 SH SOLE 552471
DELPHI AUTOMOTIVE PLC SHS G27823106 13154.12 296264 SH DEFINED 1 296264
EATON CORP PLC SHS G29183103 1004.07 16393 SH SOLE 16393
ENSCO PLC SHS CLASS A G3157S106 10644.00 177400 SH DEFINED 1 177400
ENSCO PLC SHS CLASS A G3157S106 9744.00 162400 SH SOLE 162400
EVEREST RE GROUP LTD COM G3223R108 468.79 3610 SH SOLE 3610
HELEN OF TROY LTD COM G4388N106 444.98 11600 SH SOLE 11600
INGERSOLL-RAND PLC SHS G47791101 2183.90 39700 SH DEFINED 1 39700
INGERSOLL-RAND PLC SHS G47791101 7409.85 134700 SH SOLE 134700
INVESCO LTD SHS G491BT108 26254.27 906570 SH SOLE 906570
INVESCO LTD SHS G491BT108 15586.56 538210 SH DEFINED 1 538210
LAZARD LTD SHS A G54050102 13760.57 403181 SH DEFINED 1 403181
LAZARD LTD SHS A G54050102 12015.77 352059 SH SOLE 352059
MONTPELIER RE HOLDINGS LTD SHS G62185106 614.78 23600 SH DEFINED 1 23600
MONTPELIER RE HOLDINGS LTD SHS G62185106 1948.54 74800 SH SOLE 74800
NABORS INDUSTRIES LTD SHS G6359F103 163.82 10100 SH SOLE 10100
HOME LOAN SERVICING SOLUTIONS ORD SHS G6648D109 2402.99 103000 SH SOLE 103000
HOME LOAN SERVICING SOLUTIONS ORD SHS G6648D109 760.56 32600 SH DEFINED 1 32600
PARTNERRE LTD COM G6852T105 1294.23 13900 SH DEFINED 1 13900
PARTNERRE LTD COM G6852T105 1201.12 12900 SH SOLE 12900
SEAGATE TECHNOLOGY INC SHS G7945M107 2090.95 57200 SH DEFINED 1 57200
SEAGATE TECHNOLOGY INC SHS G7945M107 2372.42 64900 SH SOLE 64900
SIGNET JEWELERS LTD SHS G81276100 375.20 5600 SH SOLE 5600
TOWER GROUP INTERNATIONAL LT COM G8988C105 3249.80 176141 SH DEFINED 1 176141
TOWER GROUP INTERNATIONAL LT COM G8988C105 4326.17 234481 SH SOLE 234481
XL GROUP PLC SHS G98290102 315.12 10400 SH SOLE 10400
ACE LTD SHS H0023R105 41364.56 464927 SH DEFINED 1 464927
ACE LTD SHS H0023R105 38867.35 436859 SH SOLE 436859
ALLIED WORLD ASSURANCE CO SHS H01531104 5498.30 59300 SH DEFINED 1 59300
ALLIED WORLD ASSURANCE CO SHS H01531104 7575.22 81700 SH SOLE 81700
WEATHERFORD INTL LTD REG SHS H27013103 88118.65 7258538 SH SOLE 7258538
WEATHERFORD INTL LTD REG SHS H27013103 72457.59 5968500 SH DEFINED 1 5968500
FOSTER WHEELER AG COM H27178104 10227.66 447600 SH SOLE 447600
FOSTER WHEELER AG COM H27178104 11701.48 512100 SH DEFINED 1 512100
NOBLE CORP NAMEN -AKT H5833N103 335.72 8800 SH SOLE 8800
PENTAIR LTD SHS H6169Q108 11591.81 219750 SH DEFINED 1 219750
PENTAIR LTD SHS H6169Q108 19854.73 376393 SH SOLE 376393
TE CONNECTIVITY LTD REG SHS H84989104 616.37 14700 SH SOLE 14700
TYCO INTERNATIONAL LTD SHS H89128104 518.40 16200 SH SOLE 16200
ARCELORMITTAL MAND CV NT 16 L0302D178 502.80 24000 SH DEFINED 1 24000
ARCELORMITTAL MAND CV NT 16 L0302D178 1592.20 76000 SH SOLE 76000
STRATASYS LTD SHS M85548101 1499.24 20200 SH SOLE 20200
STRATASYS LTD SHS M85548101 467.59 6300 SH DEFINED 1 6300
LYONDELLBASELL INDUSTRIES SHS - A - N53745100 835.43 13200 SH SOLE 13200
NXP SEMICONDUCTOR NV COM N6596X109 7084.83 233900 SH DEFINED 1 233900
NXP SEMICONDUCTOR NV COM N6596X109 9714.00 320700 SH SOLE 320700
COPA HOLDINGS SA- CLASS A CL A P31076105 586.09 4900 SH SOLE 4900
COPA HOLDINGS SA- CLASS A CL A P31076105 621.97 5200 SH DEFINED 1 5200