UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended June 30, 2009
Check here if Amendment [ ]; Amendment Number: _______
This Amendment:
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Federated Investors, Inc.
Address: Federated Investors Tower
1001 Liberty Avenue
Pittsburgh, PA 15222-3779
Form 13F File Number: 28-04375
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; that 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: David J. Brennen
Title: Compliance Officer
Phone: (412) 288-7052
Signature, Place, and Date of Signing:
/s/David J. Brennen Pittsburgh, PA August 13, 2009
COVER PAGE ADDENDUM FOR FORM 13F
Federated Investors, Inc. ("Investors") is
affiliated with the institutional investment
managers listed on the summary page of this Form 13F
in the manner described below. By virtue of Rule
13F-1(b) under the Securities Exchange Act of 1934,
Investors is deemed to share investment discretion
over all investments reported herein. This filing
does not constitute an admission that such
investment discretion does in fact exist, but is
made solely to comply with applicable law.
The information set forth below is numbered to
correspond with the names of the other parties with
respect to which this schedule is filed as listed at
the bottom of the cover page hereof:
1. Federated Investment Counseling ("FIC") is an
Investment Adviser to Federated International Funds,
PLC and certain private investment accounts,
consisting primarily of pension and retirement
plans. FIC is a wholly-owned subsidiary of
Investors. Investors exercises investment
discretion over certain investments as reported by
FIC. FIC exercises investment discretion over the
investments identified with the number "1" under
Item 7 in the attached tables. This filing is made
on behalf of FIC with respect to all investments
over which it exercises investment discretion.
2. Federated Investment Management Company ("FIM")
is the Investment Adviser to certain Federated
Funds. FIM is a wholly-owned subsidiary of
Investors. Subject to guidelines established by the
Boards of Trustees or Directors of the
aforementioned Funds, FIM exercises investment
discretion over the investments identified with the
number "2" under Item 7 in the attached tables.
This filing is made on behalf of FIM with respect to
all investments over which it exercises investment
discretion.
4. Passport Research Ltd. ("PR") is the Investment
Adviser to Edward D. Jones Money Market Fund. PR is
50.5% owned subsidiary of FIM. FIM is a wholly-
owned subsidiary of Investors. Subject to
guidelines established by the Boards of Trustees of
the aforementioned investment company, PR exercises
investment discretion over the investments
identified with the number "4" under Item 7 in the
attached tables. This filing is made on behalf of
PR with respect to all investments over which it
exercises investment discretion.
8. Federated Advisory Services Company ("FASC") is
an Investment Adviser that provides investment
advice and other services to related advisers.
9. Federated Equity Management Company of
Pennsylvania ("FEMCOPA") is the Investment Adviser
to certain Federated Funds. FEMCOPA is a wholly-
owned subsidiary of Investors. Subject to
guidelines established by the Boards of Trustees or
Directors of the aforementioned Funds, FEMCOPA
exercises investment discretion over the investments
identified with the number "9" under Item 7 in the
attached tables. This filing is made on behalf of
FEMCOPA with respect to all investments over which
it exercise investment discretion.
21. Federated Global Investment Management Corp.
("Global") is the Investment Adviser to certain
international Federated Funds and certain
international private investment accounts. Global
is a wholly-owned subsidiary of Investors. Subject
to guidelines established by the Board of Trustees
or Directors of the aforementioned Funds, Global
exercises investment discretion over the investments
identified with the number "21" under Item 7 in the
attached tables. This filing is made on behalf of
Global with respect to all investments over which it
exercises investment discretion.
22. Federated MDT Advisers ("MDT") is the
Investment Adviser to certain Federated Funds. MDT
is a wholly-owned subsidiary of Investors. Subject
to guidelines established by the Boards of Trustees
or Directors of the aforementioned Funds, MDT
exercises investment discretion over the investments
identified with the number "22" under Item 7 in the
attached tables. This filing is made on behalf of
MDT with respect to all investments over which it
exercise investment discretion.
Report Type
[ X] 13F HOLDING REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
Form 13 F Summary Page
Number of Other Included Managers: 7
Form 13F Information Table Entry Total: 3067
Form 13F Information Table Value Total: 17,724,017.39
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is
filed,
other than the manager filing this report.
No. 13F File Number Name
01 28-01454 Federated Investment Counseling
02 28-04377 Federated Investment Management Company
04 28-02491 Passport Research, Ltd.
08 28-10899 Federated Advisory Services Company
09 28-10900 Federated Equity Management Company of Pennsylvania
21 28-04379 Federated Global Investment Management Corp.
22 28-06902 Federated MDT Advisers
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER SOLE SHARED NONE
(X$1000) PRN AMT PRN CALL DISCRETION MANAGERS
3COM CORP COM 885535104 58.18 12,300 SH DEFINED 21 12,300 0 0
3COM CORP COM 885535104 1.05 221 SH DEFINED 22 221 0 0
3M CO COM 88579Y101 173.21 2,882 SH DEFINED 01 2,882 0 0
3M CO COM 88579Y101 11,755.56 195,600 SH DEFINED 09 195,600 0 0
3M CO COM 88579Y101 7.76 129 SH DEFINED 22 129 0 0
99 CENTS ONLY STORES COM 65440K106 3,117.29 229,550 SH DEFINED 21 229,550 0 0
99 CENTS ONLY STORES COM 65440K106 2,731.06 201,109 SH DEFINED 22 166,038 0 35,071
A D A M INC COM 00088U108 8.06 2,800 SH DEFINED 21 2,800 0 0
A D C TELECOMMUNICATIONS COM NEW 000886309 167.93 21,097 SH DEFINED 21 21,097 0 0
A D C TELECOMMUNICATIONS COM NEW 000886309 0.07 9 SH DEFINED 22 9 0 0
AAON INC COM PAR $0.004 000360206 276.25 13,868 SH DEFINED 22 10,237 0 3,631
AAR CORP COM 000361105 11.76 733 SH DEFINED 22 715 0 18
AARONS INC COM 002535201 11,028.01 369,808 SH DEFINED 22 309,740 0 60,068
ABB LTD SPONSORED ADR 000375204 9.75 618 SH DEFINED 01 618 0 0
ABB LTD SPONSORED ADR 000375204 955.48 60,550 SH DEFINED 02 60,550 0 0
ABB LTD SPONSORED ADR 000375204 1,543.28 97,800 SH DEFINED 09 97,800 0 0
ABB LTD SPONSORED ADR 000375204 505.51 32,035 SH DEFINED 21 32,035 0 0
ABBOTT LABS COM 002824100 2,017.72 43,134 SH DEFINED 01 43,134 0 0
ABBOTT LABS COM 002824100 2,966.11 63,055 SH DEFINED 02 63,055 0 0
ABBOTT LABS COM 002824100 78,335.01 1,665,285 SH DEFINED 09 1,665,285 0 0
ABBOTT LABS COM 002824100 458.17 9,740 SH DEFINED 21 9,740 0 0
ABBOTT LABS COM 002824100 1.08 23 SH DEFINED 22 23 0 0
ACCESS INTEGRATED CL A 004329108 1,633.02 1,601,000 SH DEFINED 09 1,601,000 0 0
TECHNLGS I
ACCESS INTEGRATED CL A 004329108 503.97 494,087 SH DEFINED 21 494,087 0 0
TECHNLGS I
ACCESS NATL CORP COM 004337101 54.27 9,000 SH DEFINED 21 9,000 0 0
ACE LTD SHS H0023R105 105.93 2,395 SH DEFINED 01 2,395 0 0
ACE LTD SHS H0023R105 5,044.21 114,045 SH DEFINED 02 114,045 0 0
ACE LTD SHS H0023R105 51,644.54 1,167,636 SH DEFINED 09 1,167,636 0 0
ACE LTD SHS H0023R105 12.96 293 SH DEFINED 21 293 0 0
ACETO CORP COM 004446100 25.48 3,820 SH DEFINED 22 135 0 3,685
ACI WORLDWIDE INC COM 004498101 2,496.63 178,842 SH DEFINED 22 142,973 0 35,869
ACME PACKET INC COM 004764106 237.52 23,470 SH DEFINED 22 16,728 0 6,742
ACORDA THERAPEUTICS INC COM 00484M106 3,137.46 111,297 SH DEFINED 09 111,297 0 0
ACTIVISION BLIZZARD INC COM 00507V109 5,715.08 452,500 SH DEFINED 09 452,500 0 0
ACTUANT CORP CL A NEW 00508X203 15,278.06 1,252,300 SH DEFINED 09 1,252,300 0 0
ACTUANT CORP CL A NEW 00508X203 581.94 47,700 SH DEFINED 21 47,700 0 0
ACTUATE CORP COM 00508B102 41.28 8,600 SH DEFINED 21 8,600 0 0
ACTUATE CORP COM 00508B102 145.13 30,236 SH DEFINED 22 19,519 0 10,717
ACUITY BRANDS INC COM 00508Y102 11.44 408 SH DEFINED 22 405 0 3
ACXIOM CORP COM 005125109 13.02 1,475 SH DEFINED 21 1,475 0 0
ACXIOM CORP COM 005125109 4,498.92 509,491 SH DEFINED 22 391,397 0 118,094
ADVANCE AUTO PARTS INC COM 00751Y106 1,896.92 45,720 SH DEFINED 01 45,720 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,186.61 28,600 SH DEFINED 02 28,600 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 36,834.82 887,800 SH DEFINED 09 887,800 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,688.64 40,700 SH DEFINED 21 40,700 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 749.01 17,961 SH DEFINED 22 16,669 0 1,292
ADVENT SOFTWARE INC COM 007974108 3,777.93 115,216 SH DEFINED 22 93,468 0 21,748
AECOM TECHNOLOGY CORP COM 00766T100 11,932.80 372,900 SH DEFINED 09 372,900 0 0
DELAWA
AECOM TECHNOLOGY CORP COM 00766T100 667.36 20,855 SH DEFINED 21 20,855 0 0
DELAWA
AEROPOSTALE COM 007865108 10,597.15 309,213 SH DEFINED 22 298,530 0 10,683
AES CORP COM 00130H105 312.82 26,944 SH DEFINED 22 24,941 0 2,003
AETNA INC NEW COM 00817Y108 2,047.69 81,744 SH DEFINED 09 81,744 0 0
AETNA INC NEW COM 00817Y108 5.66 226 SH DEFINED 22 226 0 0
AFFILIATED COMPUTER CL A 008190100 44,406.94 999,706 SH DEFINED 09 999,706 0 0
SERVICES
AFFILIATED COMPUTER CL A 008190100 13.06 294 SH DEFINED 21 294 0 0
SERVICES
AFFILIATED COMPUTER CL A 008190100 3,049.69 67,949 SH DEFINED 22 67,242 0 707
SERVICES
AFFILIATED MANAGERS GROUP COM 008252108 4,728.40 81,258 SH DEFINED 09 81,258 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,460.57 25,100 SH DEFINED 21 25,100 0 0
AFFILIATED MANAGERS GROUP COM 008252108 27.52 473 SH DEFINED 22 472 0 1
AFFYMETRIX INC COM 00826T108 16.60 2,800 SH DEFINED 21 2,800 0 0
AFLAC INC COM 001055102 124.36 4,000 SH DEFINED 01 4,000 0 0
AFLAC INC COM 001055102 12,050.48 387,600 SH DEFINED 09 387,600 0 0
AFLAC INC COM 001055102 75.49 2,428 SH DEFINED 22 2,412 0 16
AGCO CORP COM 001084102 11.63 400 SH DEFINED 01 400 0 0
AGCO CORP COM 001084102 21,151.33 727,600 SH DEFINED 09 727,600 0 0
AGCO CORP COM 001084102 642.01 22,085 SH DEFINED 21 22,085 0 0
AGCO CORP COM 001084102 0.90 31 SH DEFINED 22 31 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,447.89 219,000 SH DEFINED 09 219,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 898.60 44,244 SH DEFINED 21 44,244 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 18.77 924 SH DEFINED 22 919 0 5
AGL RES INC COM 001204106 18,141.03 572,754 SH DEFINED 01 572,754 0 0
AGL RES INC COM 001204106 10,074.40 316,805 SH DEFINED 09 316,805 0 0
AGL RES INC COM 001204106 1,793.52 56,400 SH DEFINED 21 56,400 0 0
AGL RES INC COM 001204106 2,630.11 82,708 SH DEFINED 22 79,591 0 3,117
AGNICO EAGLE MINES LTD COM 008474108 5.25 100 SH DEFINED 01 100 0 0
AGNICO EAGLE MINES LTD COM 008474108 13,240.70 252,300 SH DEFINED 09 252,300 0 0
AIR METHODS CORP COM PAR $.06 009128307 1,059.68 38,731 SH DEFINED 22 33,701 0 5,030
AIR PRODS & CHEMS INC COM 009158106 3,052.20 47,255 SH DEFINED 02 47,255 0 0
AIR PRODS & CHEMS INC COM 009158106 5,385.51 83,380 SH DEFINED 09 83,380 0 0
AIR PRODS & CHEMS INC COM 009158106 0.78 12 SH DEFINED 22 12 0 0
AIR TRANSPORT SERVICES COM 00922R105 103.53 44,055 SH DEFINED 21 44,055 0 0
GRP I
AIRCASTLE LTD COM G0129K104 0.24 33 SH DEFINED 22 33 0 0
AIRTRAN HLDGS INC COM 00949P108 1.35 218 SH DEFINED 22 218 0 0
AK STL HLDG CORP COM 001547108 0.46 24 SH DEFINED 22 24 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 494.38 25,666 SH DEFINED 22 25,666 0 0
AKORN INC COM 009728106 684.78 570,650 SH DEFINED 21 570,650 0 0
ALAMO GROUP INC COM 011311107 21.23 2,102 SH DEFINED 22 2,102 0 0
ALASKA AIR GROUP INC COM 011659109 86.10 4,715 SH DEFINED 22 4,692 0 23
ALBANY INTL CORP CL A 012348108 136.27 11,984 SH DEFINED 22 11,639 0 345
ALBEMARLE CORP COM 012653101 105.73 4,135 SH DEFINED 22 4,094 0 41
ALBERTO CULVER CO NEW COM 013078100 0.48 19 SH DEFINED 22 19 0 0
ALCATEL-LUCENT ADS COM 013904305 0.05 19 SH DEFINED 21 19 0 0
ALCOA INC COM 013817101 374.16 36,221 SH DEFINED 21 36,221 0 0
ALDILA INC COM NEW 014384200 6.02 2,150 SH DEFINED 21 2,150 0 0
ALEXANDER & BALDWIN INC COM 014482103 547.37 23,352 SH DEFINED 09 23,352 0 0
ALEXANDER & BALDWIN INC COM 014482103 8.60 367 SH DEFINED 22 367 0 0
ALEXION PHARMACEUTICALS COM 015351109 0.21 5 SH DEFINED 22 5 0 0
INC
ALIGN TECHNOLOGY INC COM 016255101 390.89 36,876 SH DEFINED 22 29,857 0 7,019
ALKERMES INC COM 01642T108 136,452.32 12,611,120 SH DEFINED 09 ######## 0 0
ALKERMES INC COM 01642T108 1,648.09 152,319 SH DEFINED 21 152,319 0 0
ALLEGHANY CORP DEL COM 017175100 90,603.43 334,330 SH DEFINED 09 334,330 0 0
ALLEGHANY CORP DEL COM 017175100 1,537.93 5,675 SH DEFINED 21 5,675 0 0
ALLEGHENY ENERGY INC COM 017361106 4.08 159 SH DEFINED 22 159 0 0
ALLEGHENY TECHNOLOGIES COM 01741R102 523.11 14,976 SH DEFINED 09 14,976 0 0
INC
ALLEGHENY TECHNOLOGIES COM 01741R102 1,903.34 54,490 SH DEFINED 22 54,039 0 451
INC
ALLEGIANT TRAVEL CO COM 01748X102 2,650.62 66,877 SH DEFINED 22 64,460 0 2,417
ALLERGAN INC COM 018490102 69,276.00 1,455,990 SH DEFINED 09 1,455,990 0 0
ALLERGAN INC COM 018490102 2,444.23 51,371 SH DEFINED 21 51,371 0 0
ALLETE INC COM NEW 018522300 2,038.12 70,891 SH DEFINED 22 41,723 0 29,168
ALLIANCE DATA SYSTEMS COM 018581108 111.75 2,713 SH DEFINED 22 2,699 0 14
CORP
ALLIANT ENERGY CORP COM 018802108 3,795.13 145,240 SH DEFINED 22 138,787 0 6,453
ALLIANT TECHSYSTEMS INC COM 018804104 5,007.49 60,800 SH DEFINED 09 60,800 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 3,940.80 47,537 SH DEFINED 22 44,521 0 3,016
ALLIED HEALTHCARE INTL COM 01923A109 60.76 28,000 SH DEFINED 21 28,000 0 0
INC
ALLIED WRLD ASSUR COM SHS G0219G203 1,713.10 41,957 SH DEFINED 22 41,111 0 846
HLDG L
ALLSTATE CORP COM 020002101 3.17 130 SH DEFINED 01 130 0 0
ALLSTATE CORP COM 020002101 3,193.57 130,884 SH DEFINED 09 130,884 0 0
ALLSTATE CORP COM 020002101 40,679.17 1,667,178 SH DEFINED 22 1,615,373 0 51,805
ALMOST FAMILY INC COM 020409108 0.24 9 SH DEFINED 22 9 0 0
ALON USA ENERGY INC COM 020520102 309.47 29,900 SH DEFINED 22 14,626 0 15,274
ALTERA CORP COM 021441100 1,584.04 97,300 SH DEFINED 09 97,300 0 0
ALTERA CORP COM 021441100 24.42 1,500 SH DEFINED 22 1,500 0 0
ALTRIA GROUP INC COM 02209S103 30,738.41 1,875,437 SH DEFINED 01 1,875,437 0 0
ALTRIA GROUP INC COM 02209S103 20,962.89 1,279,005 SH DEFINED 09 1,279,005 0 0
ALTRIA GROUP INC COM 02209S103 7.13 435 SH DEFINED 21 435 0 0
ALTRIA GROUP INC COM 02209S103 688.43 42,003 SH DEFINED 22 41,514 0 489
AMAZON COM INC COM 023135106 33,307.62 397,625 SH DEFINED 22 387,056 0 10,569
AMB PROPERTY CORP COM 00163T109 300.96 16,000 SH DEFINED 22 16,000 0 0
AMDOCS LTD ORD G02602103 3,775.41 176,010 SH DEFINED 09 176,010 0 0
AMDOCS LTD ORD G02602103 0.32 15 SH DEFINED 21 15 0 0
AMDOCS LTD ORD G02602103 316.32 14,747 SH DEFINED 22 13,684 0 1,063
AMEDISYS INC COM 023436108 993.38 30,084 SH DEFINED 22 26,619 0 3,465
AMERCO COM 023586100 632.40 17,023 SH DEFINED 22 16,111 0 912
AMEREN CORP COM 023608102 16,468.60 661,655 SH DEFINED 22 639,623 0 22,032
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,823.56 47,096 SH DEFINED 09 47,096 0 0
AMERICA SVC GROUP INC COM 02364L109 80.35 5,000 SH DEFINED 21 5,000 0 0
AMERICAN CAMPUS CMNTYS COM 024835100 3,339.09 150,545 SH DEFINED 21 150,545 0 0
INC
AMERICAN CAP LTD COM 02503Y103 0.32 99 SH DEFINED 22 99 0 0
AMERICAN COMMERCIAL LINES COM PAR $0.01 025195405 965.22 62,353 SH DEFINED 21 62,353 0 0
AMERICAN DENTAL PARTNERS COM 025353103 25.40 2,800 SH DEFINED 21 2,800 0 0
AMERICAN ELEC PWR INC COM 025537101 630.64 21,829 SH DEFINED 01 21,829 0 0
AMERICAN ELEC PWR INC COM 025537101 774.25 26,800 SH DEFINED 02 26,800 0 0
AMERICAN ELEC PWR INC COM 025537101 18,948.95 655,900 SH DEFINED 09 655,900 0 0
AMERICAN ELEC PWR INC COM 025537101 294.68 10,200 SH DEFINED 21 10,200 0 0
AMERICAN ELEC PWR INC COM 025537101 101.87 3,526 SH DEFINED 22 3,502 0 24
AMERICAN EQTY INVT LIFE COM 025676206 107.97 19,350 SH DEFINED 21 19,350 0 0
HLD
AMERICAN EQTY INVT LIFE COM 025676206 908.75 162,858 SH DEFINED 22 89,085 0 73,773
HLD
AMERICAN EXPRESS CO COM 025816109 36,319.47 1,562,800 SH DEFINED 09 1,562,800 0 0
AMERICAN EXPRESS CO COM 025816109 11.62 500 SH DEFINED 21 500 0 0
AMERICAN EXPRESS CO COM 025816109 49.41 2,054 SH DEFINED 22 2,054 0 0
AMERICAN FINL GROUP INC COM 025932104 5,828.26 270,077 SH DEFINED 22 262,282 0 7,795
OHIO
AMERICAN GREETINGS CORP CL A 026375105 195.49 16,737 SH DEFINED 21 16,737 0 0
AMERICAN GREETINGS CORP CL A 026375105 270.94 23,197 SH DEFINED 22 9,228 0 13,969
AMERICAN INTL GROUP INC COM 026874107 0.02 14 SH DEFINED 22 14 0 0
AMERICAN MED SYS HLDGS COM 02744M108 6,908.62 436,290 SH DEFINED 22 385,509 0 50,781
INC
AMERICAN PAC CORP COM 028740108 14.01 2,200 SH DEFINED 21 2,200 0 0
AMERICAN PHYSICIANS COM 028884104 0.08 2 SH DEFINED 21 2 0 0
CAPITAL
AMERICAN PHYSICIANS COM 028884104 1,766.66 45,114 SH DEFINED 22 25,436 0 19,678
CAPITAL
AMERICAN PHYSICIANS SVC COM 028882108 164.50 7,250 SH DEFINED 21 7,250 0 0
GROU
AMERICAN PHYSICIANS SVC COM 028882108 1,904.60 83,940 SH DEFINED 22 44,586 0 39,354
GROU
AMERICAN PUBLIC EDUCATION COM 02913V103 1,014.35 25,642 SH DEFINED 22 21,829 0 3,813
IN
AMERICAN REPROGRAPHICS CO COM 029263100 238.67 28,686 SH DEFINED 22 21,195 0 7,491
AMERICAN SAFETY INS HLDGS ORD G02995101 81.32 5,975 SH DEFINED 21 5,975 0 0
LT
AMERICAN SAFETY INS HLDGS ORD G02995101 86.34 6,344 SH DEFINED 22 2,981 0 3,363
LT
AMERICAN SCIENCE & ENGR COM 029429107 2.76 40 SH DEFINED 22 40 0 0
INC
AMERICAN STS WTR CO COM 029899101 0.07 2 SH DEFINED 22 2 0 0
AMERICAN TOWER CORP CL A 029912201 3,569.20 113,200 SH DEFINED 09 113,200 0 0
AMERICAN TOWER CORP CL A 029912201 770.34 24,432 SH DEFINED 22 24,209 0 223
AMERICAS CAR MART INC COM 03062T105 1,278.61 62,371 SH DEFINED 22 43,088 0 19,283
AMERICREDIT CORP COM 03060R101 17.28 1,275 SH DEFINED 21 1,275 0 0
AMERICREDIT CORP COM 03060R101 60.84 4,490 SH DEFINED 22 3,193 0 1,297
AMERIGROUP CORP COM 03073T102 1,176.57 43,820 SH DEFINED 21 43,820 0 0
AMERIGROUP CORP COM 03073T102 12,683.19 472,337 SH DEFINED 22 437,966 0 34,371
AMERIPRISE FINL INC COM 03076C106 18,561.36 764,786 SH DEFINED 09 764,786 0 0
AMERIPRISE FINL INC COM 03076C106 893.69 36,823 SH DEFINED 21 36,823 0 0
AMERIPRISE FINL INC COM 03076C106 41.91 1,727 SH DEFINED 22 1,687 0 40
AMERISAFE INC COM 03071H100 27.23 1,750 SH DEFINED 21 1,750 0 0
AMERISAFE INC COM 03071H100 2,598.16 166,977 SH DEFINED 22 101,200 0 65,777
AMERISOURCEBERGEN CORP COM 03073E105 746.00 42,052 SH DEFINED 09 42,052 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,065.34 59,395 SH DEFINED 22 55,573 0 3,822
AMERISTAR CASINOS INC COM 03070Q101 8,342.54 438,351 SH DEFINED 22 348,152 0 90,199
AMERON INTL INC COM 030710107 231.89 3,459 SH DEFINED 22 1,802 0 1,657
AMETEK INC NEW COM 031100100 4,865.41 140,700 SH DEFINED 09 140,700 0 0
AMGEN INC COM 031162100 1,486.98 28,088 SH DEFINED 01 28,088 0 0
AMGEN INC COM 031162100 804.69 15,200 SH DEFINED 02 15,200 0 0
AMGEN INC COM 031162100 29,217.85 551,905 SH DEFINED 09 551,905 0 0
AMGEN INC COM 031162100 16,786.59 317,087 SH DEFINED 21 317,087 0 0
AMGEN INC COM 031162100 37,045.46 699,763 SH DEFINED 22 676,598 0 23,165
AMN HEALTHCARE SERVICES COM 001744101 23.45 3,675 SH DEFINED 21 3,675 0 0
INC
AMPCO-PITTSBURGH CORP COM 032037103 1,851.03 78,935 SH DEFINED 21 78,935 0 0
AMPHENOL CORP NEW CL A 032095101 1.23 39 SH DEFINED 22 39 0 0
AMR CORP COM 001765106 368.62 91,696 SH DEFINED 21 91,696 0 0
AMTRUST FINANCIAL COM 032359309 3,638.85 319,197 SH DEFINED 22 186,824 0 132,373
SERVICES I
AMYLIN PHARMACEUTICALS COM 032346108 5,129.33 379,950 SH DEFINED 09 379,950 0 0
INC
AMYLIN PHARMACEUTICALS COM 032346108 288.20 21,348 SH DEFINED 21 21,348 0 0
INC
ANADARKO PETE CORP COM 032511107 1,245.96 27,450 SH DEFINED 09 27,450 0 0
ANADARKO PETE CORP COM 032511107 19,981.90 440,227 SH DEFINED 21 440,227 0 0
ANADYS PHARMACEUTICALS COM 03252Q408 1,072.10 576,400 SH DEFINED 09 576,400 0 0
INC
ANADYS PHARMACEUTICALS COM 03252Q408 350.80 188,600 SH DEFINED 21 188,600 0 0
INC
ANALOG DEVICES INC COM 032654105 859.00 34,665 SH DEFINED 02 34,665 0 0
ANALOG DEVICES INC COM 032654105 3,448.14 139,150 SH DEFINED 09 139,150 0 0
ANAREN INC COM 032744104 1,029.26 58,216 SH DEFINED 22 25,104 0 33,112
ANDERSONS INC COM 034164103 297.39 9,933 SH DEFINED 22 9,628 0 305
ANIXTER INTL INC COM 035290105 1.43 38 SH DEFINED 22 38 0 0
ANNALY CAP MGMT INC COM 035710409 21,787.97 1,439,100 SH DEFINED 09 1,439,100 0 0
ANNALY CAP MGMT INC COM 035710409 1,224.16 80,856 SH DEFINED 21 80,856 0 0
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INC
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CORP
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IN
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LUXEMBOURG
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NEW
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2.000%11/1
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2.000%11/1
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INC
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INC
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INC
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LTD
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LTD
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NEV N
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NEV N
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ATC TECHNOLOGY CORP COM 00211W104 91.36 6,301 SH DEFINED 22 5,944 0 357
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INC
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CORP
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CORP
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IN
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INC
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INC
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AVERY DENNISON CORP COM 053611109 374.34 14,577 SH DEFINED 22 14,449 0 128
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BALDWIN & LYONS INC CL B 057755209 289.71 14,706 SH DEFINED 22 5,683 0 9,023
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CORPORATION
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CORPORATION
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CORPORATION
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CORPORATION
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CORPORATION
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CORP
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CORP
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CORP
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CORP
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CORP
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BANKATLANTIC BANCORP CL A NEW 065908600 27.41 7,100 SH DEFINED 21 7,100 0 0
BANKRATE INC COM 06646V108 2.90 115 SH DEFINED 22 115 0 0
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03/07/201
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INC
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DEL
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DEL
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1/1
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INC
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INC
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7/0
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7/0
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CORP
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INSD
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PARTNERSHIP 2/1
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PARTNERSHIP 2/1
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IN
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BOSTON PROPERTIES INC COM 101121101 238.50 5,000 SH DEFINED 22 5,000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 829.96 81,850 SH DEFINED 09 81,850 0 0
BOSTON SCIENTIFIC CORP COM 101137107 13,728.56 1,353,901 SH DEFINED 21 1,353,901 0 0
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BOYD GAMING CORP COM 103304101 20.49 2,410 SH DEFINED 22 2,410 0 0
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BRADY CORP CL A 104674106 2,866.93 114,130 SH DEFINED 22 101,647 0 12,483
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BRIDGEPOINT ED INC COM 10807M105 10,838.15 637,538 SH DEFINED 09 637,538 0 0
BRIDGEPOINT ED INC COM 10807M105 350.37 20,610 SH DEFINED 21 20,610 0 0
BRINKER INTL INC COM 109641100 793.26 46,580 SH DEFINED 02 46,580 0 0
BRINKER INTL INC COM 109641100 1,328.25 77,995 SH DEFINED 09 77,995 0 0
BRINKER INTL INC COM 109641100 37.94 2,228 SH DEFINED 22 2,208 0 20
BRINKS CO COM 109696104 149.50 5,146 SH DEFINED 22 4,802 0 344
BRINKS HOME SEC HLDGS INC COM 109699108 1,031.39 36,432 SH DEFINED 22 27,101 0 9,331
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BRISTOL MYERS SQUIBB CO COM 110122108 3,364.66 165,665 SH DEFINED 02 165,665 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 43,102.29 2,122,220 SH DEFINED 09 2,122,220 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 24,143.35 1,179,811 SH DEFINED 22 1,149,982 0 29,829
BRISTOW GROUP INC COM 110394103 59.26 2,000 SH DEFINED 21 2,000 0 0
BRISTOW GROUP INC COM 110394103 435.26 14,690 SH DEFINED 22 5,859 0 8,831
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 6.36 114 SH DEFINED 01 114 0 0
BROADCOM CORP CL A 111320107 1,692.88 68,289 SH DEFINED 01 68,289 0 0
BROADCOM CORP CL A 111320107 1,090.76 44,000 SH DEFINED 02 44,000 0 0
BROADCOM CORP CL A 111320107 32,494.73 1,310,800 SH DEFINED 09 1,310,800 0 0
BROADCOM CORP CL A 111320107 426.39 17,200 SH DEFINED 21 17,200 0 0
BROADCOM CORP CL A 111320107 5,849.01 235,942 SH DEFINED 22 227,966 0 7,976
BROADVISION INC COM PAR $.001 111412706 16.12 1,274 SH DEFINED 21 1,274 0 0
BROCADE COMMUNICATIONS COM NEW 111621306 2,323.15 297,078 SH DEFINED 21 297,078 0 0
SYS I
BRONCO DRILLING CO INC COM 112211107 246.87 57,680 SH DEFINED 21 57,680 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 27,817.27 1,629,600 SH DEFINED 09 1,629,600 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 9.39 550 SH DEFINED 21 550 0 0
BROWN FORMAN CORP CL B 115637209 0.01 0 SH DEFINED 22 0 0 0
BROWN SHOE INC NEW COM 115736100 3,381.04 466,995 SH DEFINED 21 466,995 0 0
BRUKER CORP COM 116794108 1,523.52 164,527 SH DEFINED 22 134,641 0 29,886
BRUNSWICK CORP COM 117043109 0.32 73 SH DEFINED 22 67 0 6
BRUSH ENGINEERED MATLS COM 117421107 1,584.47 94,595 SH DEFINED 21 94,595 0 0
INC
BUCKEYE TECHNOLOGIES INC COM 118255108 752.59 167,615 SH DEFINED 21 167,615 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 203.19 45,255 SH DEFINED 22 43,531 0 1,724
BUCKLE INC COM 118440106 7,663.36 241,217 SH DEFINED 22 222,121 0 19,096
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BUFFALO WILD WINGS INC COM 119848109 1,501.19 46,168 SH DEFINED 22 44,950 0 1,218
BUILD A BEAR WORKSHOP COM 120076104 1,290.63 288,732 SH DEFINED 21 288,732 0 0
BUNGE LIMITED COM G16962105 328.60 5,454 SH DEFINED 01 5,454 0 0
BUNGE LIMITED COM G16962105 19,870.45 329,800 SH DEFINED 09 329,800 0 0
BUNGE LIMITED COM G16962105 2,126.46 35,294 SH DEFINED 21 35,294 0 0
BUNGE LIMITED COM G16962105 507.85 8,429 SH DEFINED 22 8,365 0 64
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FE C
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BWAY HOLDING COMPANY COM 12429T104 5,069.66 289,199 SH DEFINED 22 217,395 0 71,804
C H ROBINSON WORLDWIDE COM NEW 12541W209 2,372.83 45,500 SH DEFINED 09 45,500 0 0
INC
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CABELAS INC COM 126804301 2,590.71 210,627 SH DEFINED 22 131,792 0 78,835
CABOT CORP COM 127055101 1,835.30 145,890 SH DEFINED 21 145,890 0 0
CABOT CORP COM 127055101 0.01 1 SH DEFINED 22 1 0 0
CABOT OIL & GAS CORP COM 127097103 815.02 26,600 SH DEFINED 09 26,600 0 0
CABOT OIL & GAS CORP COM 127097103 17,548.51 572,732 SH DEFINED 21 572,732 0 0
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CADBURY PLC SPONS ADR 12721E102 4.27 124 SH DEFINED 01 124 0 0
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CALAVO GROWERS INC COM 128246105 2,465.82 124,348 SH DEFINED 22 96,151 0 28,197
CALGON CARBON CORP COM 129603106 0.33 24 SH DEFINED 22 24 0 0
CALIFORNIA PIZZA KITCHEN COM 13054D109 3,218.76 242,194 SH DEFINED 22 197,461 0 44,733
INC
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CALPINE CORP COM NEW 131347304 156.43 14,030 SH DEFINED 22 13,894 0 136
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CORP
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CORP
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CAMPBELL SOUP CO COM 134429109 1,586.94 53,715 SH DEFINED 22 51,024 0 2,691
CANTEL MEDICAL CORP COM 138098108 977.05 60,200 SH DEFINED 22 48,388 0 11,812
CAPELLA EDUCATION COMPANY COM 139594105 7,854.23 130,996 SH DEFINED 22 118,258 0 12,738
CAPITAL ONE FINL CORP COM 14040H105 886.14 40,500 SH DEFINED 09 40,500 0 0
CAPITAL ONE FINL CORP COM 14040H105 274.05 12,525 SH DEFINED 21 12,525 0 0
CAPITAL ONE FINL CORP COM 14040H105 162.33 7,419 SH DEFINED 22 7,386 0 33
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DEL
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DEL
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CARMAX INC COM 143130102 112.63 7,662 SH DEFINED 22 7,580 0 82
CARMIKE CINEMAS INC COM 143436400 51.12 6,100 SH DEFINED 21 6,100 0 0
CARNIVAL CORP PAIRED CTF 143658300 5,793.51 224,816 SH DEFINED 22 219,519 0 5,297
CARPENTER TECHNOLOGY CORP COM 144285103 759.81 36,512 SH DEFINED 09 36,512 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 1,644.93 79,045 SH DEFINED 21 79,045 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 503.91 24,215 SH DEFINED 22 22,619 0 1,596
CARRIZO OIL & CO INC COM 144577103 2.88 168 SH DEFINED 22 168 0 0
CARROLS RESTAURANT GROUP COM 14574X104 237.24 35,622 SH DEFINED 22 24,992 0 10,630
INC
CARTER INC COM 146229109 8,557.47 347,840 SH DEFINED 22 316,060 0 31,780
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CASTLE A M & CO COM 148411101 178.16 14,748 SH DEFINED 22 14,444 0 304
CATALYST PHARM PARTNERS COM 14888U101 409.16 644,350 SH DEFINED 09 644,350 0 0
INC
CATALYST PHARM PARTNERS COM 14888U101 126.30 198,900 SH DEFINED 21 198,900 0 0
INC
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CATHAY GENERAL BANCORP COM 149150104 12.36 1,300 SH DEFINED 21 1,300 0 0
CATHAY GENERAL BANCORP COM 149150104 0.19 20 SH DEFINED 22 20 0 0
CATO CORP NEW CL A 149205106 5,216.93 299,136 SH DEFINED 22 217,222 0 81,914
CAVALIER HOMES INC COM 149507105 33.58 12,300 SH DEFINED 21 12,300 0 0
CBS CORP NEW CL B 124857202 433.88 62,700 SH DEFINED 21 62,700 0 0
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CEC ENTMT INC COM 125137109 1,514.92 51,388 SH DEFINED 22 40,572 0 10,816
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ENTRP
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ENTRP
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CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 49.74 5,050 SH DEFINED 21 5,050 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,732.24 175,862 SH DEFINED 22 105,740 0 70,122
CENTRAL PAC FINL CORP COM 154760102 25.13 6,700 SH DEFINED 21 6,700 0 0
CENTRAL PAC FINL CORP COM 154760102 94.79 25,277 SH DEFINED 22 24,127 0 1,150
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CENTURYTEL INC COM 156700106 17,325.35 565,669 SH DEFINED 01 565,669 0 0
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5/0
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5/0
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CHARLES RIV LABS INTL INC COM 159864107 173.89 5,156 SH DEFINED 22 4,822 0 334
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6/1
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6/1
CHARLES RIVER ASSOCIATES DBCV 2.875% 159852AB8 4,686.18 5,097,000 PRN DEFINED 09 5,097,000 0 0
6/1
CHARLES RIVER ASSOCIATES DBCV 2.875% 159852AB8 140.67 153,000 PRN DEFINED 21 153,000 0 0
6/1
CHARLOTTE RUSSE HLDG INC COM 161048103 35.78 2,800 SH DEFINED 21 2,800 0 0
CHARLOTTE RUSSE HLDG INC COM 161048103 137.26 10,740 SH DEFINED 22 4,600 0 6,140
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5/1
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5/1
CHESAPEAKE ENERGY CORP COM 165167107 9.92 500 SH DEFINED 01 500 0 0
CHESAPEAKE ENERGY CORP COM 165167107 11,769.11 593,500 SH DEFINED 09 593,500 0 0
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CHESAPEAKE ENERGY CORP COM 165167107 1.98 100 SH DEFINED 22 99 0 1
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CHEVRON CORP NEW COM 166764100 7,203.69 108,735 SH DEFINED 02 108,735 0 0
CHEVRON CORP NEW COM 166764100 83,334.75 1,257,883 SH DEFINED 09 1,257,883 0 0
CHEVRON CORP NEW COM 166764100 47,011.99 709,615 SH DEFINED 21 709,615 0 0
CHEVRON CORP NEW COM 166764100 137,080.68 2,069,141 SH DEFINED 22 2,001,545 0 67,596
CHICAGO BRIDGE & IRON CO N Y REGISTRY SH 167250109 113.94 9,189 SH DEFINED 21 9,189 0 0
N V
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CHICOS FAS INC COM 168615102 2,144.40 220,391 SH DEFINED 22 179,385 0 41,006
CHILDRENS PL RETAIL COM 168905107 6,599.26 249,686 SH DEFINED 22 223,375 0 26,311
STORES I
CHIMERA INVT CORP COM 16934Q109 213,770.44 61,252,276 SH DEFINED 09 ######## 0 0
CHIMERA INVT CORP COM 16934Q109 1,661.71 476,134 SH DEFINED 21 476,134 0 0
CHINA DIRECT INDS INC COM NEW 169384203 5.68 3,300 SH DEFINED 21 3,300 0 0
CHINA HOUSING & LAND DEV COM 16939V103 879.19 152,638 SH DEFINED 21 152,638 0 0
INC
CHINA HOUSING & LAND DEV COM 16939V103 2,666.67 462,963 SH DEFINED 09 462,963 0 0
INC
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 30.05 600 SH DEFINED 21 600 0 0
CHINACAST EDU CORP COM 16946T109 4,984.00 700,000 SH DEFINED 09 700,000 0 0
CHINACAST EDU CORP COM 16946T109 1,630.87 229,055 SH DEFINED 21 229,055 0 0
CHINDEX INTERNATIONAL INC COM 169467107 3,459.53 279,671 SH DEFINED 09 279,671 0 0
CHINDEX INTERNATIONAL INC COM 169467107 1.35 109 SH DEFINED 21 109 0 0
CHIPOTLE MEXICAN GRILL CL A 169656105 5,330.32 66,629 SH DEFINED 09 66,629 0 0
INC
CHIPOTLE MEXICAN GRILL CL A 169656105 1,645.68 20,571 SH DEFINED 21 20,571 0 0
INC
CHIPOTLE MEXICAN GRILL CL B 169656204 9,368.69 134,243 SH DEFINED 22 124,528 0 9,715
INC
CHIQUITA BRANDS INTL INC COM 170032809 1,403.05 136,802 SH DEFINED 22 134,874 0 1,928
CHOICE HOTELS INTL INC COM 169905106 842.74 31,670 SH DEFINED 02 31,670 0 0
CHOICE HOTELS INTL INC COM 169905106 1,411.26 53,035 SH DEFINED 09 53,035 0 0
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CHUBB CORP COM 171232101 16,550.64 415,011 SH DEFINED 09 415,011 0 0
CHUBB CORP COM 171232101 32,861.45 824,008 SH DEFINED 22 798,029 0 25,979
CHURCH & DWIGHT INC COM 171340102 14.56 268 SH DEFINED 22 268 0 0
CIBER INC COM 17163B102 13.02 4,200 SH DEFINED 21 4,200 0 0
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CIGNA CORP COM 125509109 868.47 36,051 SH DEFINED 21 36,051 0 0
CIGNA CORP COM 125509109 2,674.86 111,036 SH DEFINED 22 107,284 0 3,752
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CIMAREX ENERGY CO COM 171798101 6,783.01 239,344 SH DEFINED 22 231,509 0 7,835
CINCINNATI BELL INC NEW COM 171871106 102.76 36,182 SH DEFINED 22 33,180 0 3,002
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CITIGROUP INC COM 172967101 2.10 708 SH DEFINED 22 354 0 354
CITIZENS REPUBLIC BANCORP COM 174420109 13.42 18,900 SH DEFINED 21 18,900 0 0
IN
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CLEARWATER PAPER CORP COM 18538R103 1,603.79 63,416 SH DEFINED 22 43,702 0 19,714
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CLECO CORP NEW COM 12561W105 679.53 30,309 SH DEFINED 22 21,758 0 8,551
CLIFFS NATURAL RESOURCES COM 18683K101 2,146.02 87,700 SH DEFINED 21 87,700 0 0
INC
CLOROX CO DEL COM 189054109 3,701.53 66,300 SH DEFINED 09 66,300 0 0
CMS ENERGY CORP COM 125896100 9,330.88 772,423 SH DEFINED 22 749,992 0 22,431
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CNA SURETY CORP COM 12612L108 583.25 43,236 SH DEFINED 22 37,749 0 5,487
CNX GAS CORP COM 12618H309 1,957.93 74,531 SH DEFINED 09 74,531 0 0
COACH INC COM 189754104 2,752.51 102,400 SH DEFINED 09 102,400 0 0
COACH INC COM 189754104 1,627.80 60,558 SH DEFINED 22 59,948 0 610
COCA COLA CO COM 191216100 48,124.58 1,005,608 SH DEFINED 01 1,005,608 0 0
COCA COLA CO COM 191216100 1,982.95 41,320 SH DEFINED 02 41,320 0 0
COCA COLA CO COM 191216100 22,517.15 469,205 SH DEFINED 09 469,205 0 0
COCA COLA CO COM 191216100 0.62 13 SH DEFINED 22 13 0 0
COCA COLA ENTERPRISES INC COM 191219104 3,766.60 217,609 SH DEFINED 22 204,344 0 13,265
COEUR D ALENE MINES CORP COM NEW 192108504 54.17 4,404 SH DEFINED 22 4,404 0 0
IDA
COGNIZANT TECHNOLOGY CL A 192446102 5,238.54 196,200 SH DEFINED 09 196,200 0 0
SOLUTIO
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COLLECTIVE BRANDS INC COM 19421W100 685.77 47,067 SH DEFINED 21 47,067 0 0
COLLECTIVE BRANDS INC COM 19421W100 44.93 3,084 SH DEFINED 22 3,071 0 13
COLUMBIA BKG SYS INC COM 197236102 1,850.45 180,885 SH DEFINED 21 180,885 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 1.11 36 SH DEFINED 22 36 0 0
COLUMBUS MCKINNON CORP N COM 199333105 462.88 36,591 SH DEFINED 22 35,938 0 653
Y
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COMCAST CORP NEW CL A 20030N101 1,512.54 104,385 SH DEFINED 09 104,385 0 0
COMCAST CORP NEW CL A 20030N101 41.91 2,892 SH DEFINED 22 2,875 0 17
COMERICA INC COM 200340107 313.36 14,816 SH DEFINED 21 14,816 0 0
COMERICA INC COM 200340107 27,647.19 1,307,193 SH DEFINED 22 1,266,279 0 40,914
COMFORT SYS USA INC COM 199908104 15.38 1,500 SH DEFINED 21 1,500 0 0
COMFORT SYS USA INC COM 199908104 0.17 17 SH DEFINED 22 17 0 0
COMMERCE BANCSHARES INC COM 200525103 1,707.36 53,640 SH DEFINED 02 53,640 0 0
COMMERCE BANCSHARES INC COM 200525103 2,856.74 89,750 SH DEFINED 09 89,750 0 0
COMMERCIAL METALS CO COM 201723103 4,144.94 258,574 SH DEFINED 09 258,574 0 0
COMMERCIAL METALS CO COM 201723103 1,070.80 66,800 SH DEFINED 21 66,800 0 0
COMMERCIAL METALS CO COM 201723103 21.10 1,316 SH DEFINED 22 1,316 0 0
COMMSCOPE INC COM 203372107 1,373.66 52,310 SH DEFINED 21 52,310 0 0
COMMUNITY BK SYS INC COM 203607106 714.17 49,050 SH DEFINED 02 49,050 0 0
COMMUNITY BK SYS INC COM 203607106 1,221.51 83,895 SH DEFINED 09 83,895 0 0
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NEW
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NEW
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NEW
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NEW
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AME
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BASI
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MINA
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NACION
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BUENAVENTU
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INC
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INC
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INC
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TELECOMMUNICATIONS C
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NEW
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2.500%11/1
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2.500%11/1
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COOPER INDS LTD CL A G24182100 783.86 25,245 SH DEFINED 02 25,245 0 0
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COPA HOLDINGS SA CL A P31076105 0.73 18 SH DEFINED 22 18 0 0
COPART INC COM 217204106 17,907.06 516,500 SH DEFINED 09 516,500 0 0
COPART INC COM 217204106 1,158.32 33,410 SH DEFINED 21 33,410 0 0
COPART INC COM 217204106 13.87 400 SH DEFINED 22 400 0 0
CORE MARK HOLDING CO INC COM 218681104 0.76 29 SH DEFINED 22 29 0 0
CORINTHIAN COLLEGES INC COM 218868107 22,642.10 1,337,475 SH DEFINED 22 1,268,117 0 69,358
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CORN PRODS INTL INC COM 219023108 1,483.23 55,365 SH DEFINED 09 55,365 0 0
CORN PRODS INTL INC COM 219023108 10.31 385 SH DEFINED 22 383 0 2
CORNELL COMPANIES INC COM 219141108 1,392.70 85,916 SH DEFINED 22 46,971 0 38,945
CORNING INC COM 219350105 5,739.84 357,400 SH DEFINED 09 357,400 0 0
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CORNING INC COM 219350105 10,230.59 637,021 SH DEFINED 22 616,698 0 20,323
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CORVEL CORP COM 221006109 0.01 1 SH DEFINED 22 1 0 0
COSTAR GROUP INC COM 22160N109 25,878.06 649,061 SH DEFINED 09 649,061 0 0
COSTAR GROUP INC COM 22160N109 1,726.93 43,314 SH DEFINED 21 43,314 0 0
COSTCO WHSL CORP NEW COM 22160K105 4,656.83 101,900 SH DEFINED 09 101,900 0 0
COSTCO WHSL CORP NEW COM 22160K105 1.37 30 SH DEFINED 21 30 0 0
COSTCO WHSL CORP NEW COM 22160K105 2,190.36 47,328 SH DEFINED 22 47,328 0 0
COUGAR BIOTECHNOLOGY INC COM 222083107 189.02 4,400 SH DEFINED 22 4,400 0 0
COVENTRY HEALTH CARE INC COM 222862104 698.59 37,338 SH DEFINED 21 37,338 0 0
COVENTRY HEALTH CARE INC COM 222862104 3.69 197 SH DEFINED 22 195 0 2
COVIDIEN PLC SHS G2554F105 2,601.18 69,476 SH DEFINED 01 69,476 0 0
COVIDIEN PLC SHS G2554F105 18,197.90 486,055 SH DEFINED 09 486,055 0 0
COVIDIEN PLC SHS G2554F105 18,444.59 492,644 SH DEFINED 21 492,644 0 0
CPI INTERNATIONAL INC COM 12618M100 28.68 3,300 SH DEFINED 21 3,300 0 0
CRACKER BARREL OLD CTRY COM 22410J106 4,061.29 145,566 SH DEFINED 22 123,295 0 22,271
STOR
CRAY INC COM NEW 225223304 76.44 9,700 SH DEFINED 21 9,700 0 0
CREE INC COM 225447101 10,361.91 352,446 SH DEFINED 22 339,900 0 12,546
CROCS INC COM 227046109 27.54 8,100 SH DEFINED 21 8,100 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 35.72 5,200 SH DEFINED 21 5,200 0 0
CROWN CASTLE INTL CORP COM 228227104 2,839.16 118,200 SH DEFINED 09 118,200 0 0
CROWN CASTLE INTL CORP COM 228227104 948.31 39,480 SH DEFINED 21 39,480 0 0
CROWN HOLDINGS INC COM 228368106 1,564.27 64,800 SH DEFINED 09 64,800 0 0
CROWN HOLDINGS INC COM 228368106 3,847.56 155,429 SH DEFINED 22 145,845 0 9,584
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CSG SYS INTL INC COM 126349109 1,137.91 85,945 SH DEFINED 21 85,945 0 0
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CSX CORP COM 126408103 2,852.54 82,372 SH DEFINED 09 82,372 0 0
CSX CORP COM 126408103 32,613.48 941,769 SH DEFINED 22 909,926 0 31,843
CTRIP COM INTL LTD ADR 22943F100 6,343.10 137,000 SH DEFINED 09 137,000 0 0
CTRIP COM INTL LTD ADR 22943F100 1,958.49 42,300 SH DEFINED 21 42,300 0 0
CTS CORP COM 126501105 858.97 131,140 SH DEFINED 21 131,140 0 0
CUBIC CORP COM 229669106 9,006.85 251,649 SH DEFINED 22 215,546 0 36,103
CUBIST PHARMACEUTICALS COM 229678107 151,388.86 8,259,076 SH DEFINED 09 8,259,076 0 0
INC
CUBIST PHARMACEUTICALS COM 229678107 4,126.36 225,115 SH DEFINED 21 225,115 0 0
INC
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INC 6/1
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INC 6/1
CULLEN FROST BANKERS INC COM 229899109 2,207.07 47,855 SH DEFINED 02 47,855 0 0
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CUMMINS INC COM 231021106 201.17 5,713 SH DEFINED 22 5,704 0 9
CURAGEN CORP COM 23126R101 99.65 69,200 SH DEFINED 21 69,200 0 0
CURTISS WRIGHT CORP COM 231561101 1,567.51 52,725 SH DEFINED 21 52,725 0 0
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CVS CAREMARK CORPORATION COM 126650100 13,731.64 430,864 SH DEFINED 21 430,864 0 0
CVS CAREMARK CORPORATION COM 126650100 1,336.98 41,571 SH DEFINED 22 41,571 0 0
CYBERONICS INC COM 23251P102 982.07 59,054 SH DEFINED 22 42,460 0 16,594
CYMER INC COM 232572107 1,477.45 49,701 SH DEFINED 22 49,118 0 583
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 9,199.64 976,607 SH DEFINED 09 976,607 0 0
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 2.75 292 SH DEFINED 21 292 0 0
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D & E COMMUNICATIONS INC COM 232860106 0.23 22 SH DEFINED 22 22 0 0
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D R HORTON INC COM 23331A109 16,587.81 1,772,200 SH DEFINED 22 1,714,804 0 57,396
D R HORTON INC NOTE 2.000% 23331ABB4 2,206.80 2,296,000 PRN DEFINED 09 2,296,000 0 0
5/1
D R HORTON INC NOTE 2.000% 23331ABB4 676.65 704,000 PRN DEFINED 21 704,000 0 0
5/1
DAIMLER AG REG SHS D1668R123 5.30 146 SH DEFINED 01 146 0 0
DAIMLER AG REG SHS D1668R123 4,606.29 127,000 SH DEFINED 21 127,000 0 0
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DAVITA INC COM 23918K108 10,075.00 203,700 SH DEFINED 09 203,700 0 0
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DELUXE CORP COM 248019101 2,944.13 229,770 SH DEFINED 22 226,370 0 3,400
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DEVELOPERS DIVERSIFIED COM 251591103 0.08 16 SH DEFINED 22 16 0 0
RLTY
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DEVON ENERGY CORP NEW COM 25179M103 15,905.23 291,839 SH DEFINED 21 291,839 0 0
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DEXCOM INC COM 252131107 8.67 1,400 SH DEFINED 21 1,400 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 33,034.51 577,022 SH DEFINED 01 577,022 0 0
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IN
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IN
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DIME CMNTY BANCSHARES COM 253922108 1.64 180 SH DEFINED 22 180 0 0
DIODES INC COM 254543101 74.73 4,695 SH DEFINED 22 4,554 0 141
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2.250%10/0
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2.250%10/0
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NEW
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NEW
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DISH NETWORK CORP CL A 25470M109 2,747.72 165,402 SH DEFINED 22 155,378 0 10,024
DISNEY WALT CO COM DISNEY 254687106 175.70 7,531 SH DEFINED 01 7,531 0 0
DISNEY WALT CO COM DISNEY 254687106 13,182.62 565,050 SH DEFINED 09 565,050 0 0
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DOLBY LABORATORIES INC COM 25659T107 135.63 3,636 SH DEFINED 22 3,439 0 197
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GP
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DONEGAL GROUP INC CL A 257701201 0.62 41 SH DEFINED 22 41 0 0
DONNELLEY R R & SONS CO COM 257867101 0.07 6 SH DEFINED 22 6 0 0
DOVER CORP COM 260003108 856.20 25,875 SH DEFINED 02 25,875 0 0
DOVER CORP COM 260003108 1,433.79 43,330 SH DEFINED 09 43,330 0 0
DOVER CORP COM 260003108 551.01 16,652 SH DEFINED 21 16,652 0 0
DOW CHEM CO COM 260543103 36,986.42 2,291,600 SH DEFINED 09 2,291,600 0 0
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DOW CHEM CO COM 260543103 1.26 78 SH DEFINED 22 78 0 0
DPL INC COM 233293109 756.50 32,650 SH DEFINED 09 32,650 0 0
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DR PEPPER SNAPPLE GROUP COM 26138E109 75.29 3,553 SH DEFINED 22 3,503 0 50
INC
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INC
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DRESS BARN INC COM 261570105 5,680.15 397,204 SH DEFINED 22 292,344 0 104,860
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DSP GROUP INC COM 23332B106 43.94 6,500 SH DEFINED 21 6,500 0 0
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8/1
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8/1
DTE ENERGY CO COM 233331107 10,269.27 320,914 SH DEFINED 22 310,477 0 10,437
DU PONT E I DE NEMOURS & COM 263534109 156.69 6,116 SH DEFINED 01 6,116 0 0
CO
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CO
DU PONT E I DE NEMOURS & COM 263534109 9,389.70 366,499 SH DEFINED 21 366,499 0 0
CO
DU PONT E I DE NEMOURS & COM 263534109 340.46 13,289 SH DEFINED 22 13,140 0 149
CO
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DUKE ENERGY CORP NEW COM 26441C105 33,166.28 2,273,220 SH DEFINED 09 2,273,220 0 0
DUKE ENERGY CORP NEW COM 26441C105 53.41 3,661 SH DEFINED 22 3,612 0 49
DURECT CORP COM 266605104 1,511.29 634,997 SH DEFINED 09 634,997 0 0
DURECT CORP COM 266605104 53.69 22,557 SH DEFINED 21 22,557 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 122.14 10,188 SH DEFINED 22 10,136 0 52
DYAX CORP COM 26746E103 27,689.04 12,938,804 SH DEFINED 09 ######## 0 0
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DYNAMICS RESH CORP COM 268057106 94.59 9,450 SH DEFINED 21 9,450 0 0
DYNAVAX TECHNOLOGIES CORP COM 268158102 1,202.24 931,972 SH DEFINED 09 931,972 0 0
DYNAVAX TECHNOLOGIES CORP COM 268158102 371.12 287,688 SH DEFINED 21 287,688 0 0
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E M C CORP MASS COM 268648102 2,000.04 152,675 SH DEFINED 01 152,675 0 0
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EAGLE MATERIALS INC COM 26969P108 9,574.79 379,350 SH DEFINED 09 379,350 0 0
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EARTHLINK INC COM 270321102 1,153.28 155,604 SH DEFINED 22 153,275 0 2,329
EARTHLINK INC NOTE 270321AA0 2,010.74 2,012,000 PRN DEFINED 09 2,012,000 0 0
3.250%11/1
EARTHLINK INC NOTE 270321AA0 57.96 58,000 PRN DEFINED 21 58,000 0 0
3.250%11/1
EAST WEST BANCORP INC COM 27579R104 14.28 2,200 SH DEFINED 21 2,200 0 0
EAST WEST BANCORP INC COM 27579R104 390.25 60,131 SH DEFINED 22 57,095 0 3,036
EASTERN INS HLDGS INC COM 276534104 34.82 3,700 SH DEFINED 21 3,700 0 0
EASTMAN CHEM CO COM 277432100 1,925.02 50,792 SH DEFINED 09 50,792 0 0
EASTMAN CHEM CO COM 277432100 311.67 8,223 SH DEFINED 22 7,847 0 376
EBAY INC COM 278642103 934.08 54,529 SH DEFINED 22 53,955 0 574
ECHOSTAR CORP CL A 278768106 151.89 9,529 SH DEFINED 22 9,118 0 411
ECLIPSYS CORP COM 278856109 2,194.12 123,404 SH DEFINED 22 102,408 0 20,996
ECOLAB INC COM 278865100 30,848.89 791,200 SH DEFINED 09 791,200 0 0
ECOLAB INC COM 278865100 8.85 227 SH DEFINED 21 227 0 0
EDCI HLDGS INC COM 268315108 26.78 5,100 SH DEFINED 21 5,100 0 0
EDISON INTL COM 281020107 4,814.39 153,032 SH DEFINED 09 153,032 0 0
EDISON INTL COM 281020107 81,119.54 2,578,495 SH DEFINED 22 2,496,121 0 82,374
EDWARDS LIFESCIENCES CORP COM 28176E108 41.63 612 SH DEFINED 22 603 0 9
EL PASO CORP COM 28336L109 503.27 54,525 SH DEFINED 21 54,525 0 0
EL PASO CORP COM 28336L109 41.62 4,509 SH DEFINED 22 4,492 0 17
EL PASO ELEC CO COM NEW 283677854 2,106.98 150,901 SH DEFINED 22 148,201 0 2,700
ELECTRONIC ARTS INC COM 285512109 451.78 20,800 SH DEFINED 01 20,800 0 0
ELECTRONIC ARTS INC COM 285512109 588.61 27,100 SH DEFINED 02 27,100 0 0
ELECTRONIC ARTS INC COM 285512109 16,783.04 772,700 SH DEFINED 09 772,700 0 0
ELECTRONIC ARTS INC COM 285512109 351.82 16,198 SH DEFINED 21 16,198 0 0
ELECTRONIC ARTS INC COM 285512109 1.39 64 SH DEFINED 22 64 0 0
ELIZABETH ARDEN INC COM 28660G106 1,141.67 130,775 SH DEFINED 21 130,775 0 0
ELIZABETH ARDEN INC COM 28660G106 59.33 6,796 SH DEFINED 22 6,734 0 62
ELLIS PERRY INTL INC COM 288853104 34.95 4,801 SH DEFINED 21 4,801 0 0
EMBARQ CORP COM 29078E105 471.07 11,200 SH DEFINED 21 11,200 0 0
EMC INS GROUP INC COM 268664109 59.31 2,850 SH DEFINED 21 2,850 0 0
EMC INS GROUP INC COM 268664109 535.52 25,734 SH DEFINED 22 10,264 0 15,470
EMCOR GROUP INC COM 29084Q100 12.58 625 SH DEFINED 21 625 0 0
EMERGENCY MEDICAL SVCS CL A 29100P102 1,077.61 29,267 SH DEFINED 22 22,000 0 7,267
CORP
EMERGENT BIOSOLUTIONS INC COM 29089Q105 6.88 480 SH DEFINED 22 480 0 0
EMPIRE DIST ELEC CO COM 291641108 2,462.32 149,051 SH DEFINED 22 89,225 0 59,826
EMPLOYERS HOLDINGS INC COM 292218104 540.55 39,893 SH DEFINED 22 35,737 0 4,156
EMS TECHNOLOGIES INC COM 26873N108 131.29 6,282 SH DEFINED 22 5,167 0 1,115
ENCANA CORP COM 292505104 1,492.02 30,160 SH DEFINED 02 30,160 0 0
ENCANA CORP COM 292505104 2,498.24 50,500 SH DEFINED 09 50,500 0 0
ENCORE ACQUISITION CO COM 29255W100 330.28 10,706 SH DEFINED 09 10,706 0 0
ENCORE ACQUISITION CO COM 29255W100 43.19 1,400 SH DEFINED 21 1,400 0 0
ENCORE ACQUISITION CO COM 29255W100 1,867.32 60,529 SH DEFINED 22 58,820 0 1,709
ENCORE CAP GROUP INC COM 292554102 80.83 6,100 SH DEFINED 21 6,100 0 0
ENCORE CAP GROUP INC COM 292554102 733.45 55,355 SH DEFINED 22 24,502 0 30,853
ENCORE WIRE CORP COM 292562105 114.22 5,350 SH DEFINED 21 5,350 0 0
ENDO PHARMACEUTICALS COM 29264F205 1,028.12 57,373 SH DEFINED 21 57,373 0 0
HLDGS I
ENDO PHARMACEUTICALS COM 29264F205 372.22 20,771 SH DEFINED 22 19,974 0 797
HLDGS I
ENDOLOGIX INC COM 29266S106 34,214.91 10,243,986 SH DEFINED 09 ######## 0 0
ENDOLOGIX INC COM 29266S106 231.86 69,420 SH DEFINED 21 69,420 0 0
ENDURANCE SPECIALTY HLDGS SHS G30397106 13.89 474 SH DEFINED 22 473 0 1
LT
ENERGEN CORP COM 29265N108 2,469.69 61,897 SH DEFINED 09 61,897 0 0
ENERGEN CORP COM 29265N108 463.72 11,622 SH DEFINED 21 11,622 0 0
ENERGEN CORP COM 29265N108 29,810.96 747,141 SH DEFINED 22 723,478 0 23,663
ENERGIZER HLDGS INC COM 29266R108 3,562.77 68,200 SH DEFINED 09 68,200 0 0
ENERGIZER HLDGS INC COM 29266R108 5.02 96 SH DEFINED 22 93 0 3
ENERNOC INC COM 292764107 155.09 7,157 SH DEFINED 22 5,196 0 1,961
ENERPLUS RES FD UNIT TR G NEW 29274D604 8.60 400 SH DEFINED 01 400 0 0
ENERPLUS RES FD UNIT TR G NEW 29274D604 14,038.24 653,245 SH DEFINED 09 653,245 0 0
ENERSYS COM 29275Y102 0.84 46 SH DEFINED 22 46 0 0
ENI S P A SPONSORED ADR 26874R108 50,830.39 1,072,145 SH DEFINED 01 1,072,145 0 0
ENI S P A SPONSORED ADR 26874R108 1,009.83 21,300 SH DEFINED 02 21,300 0 0
ENI S P A SPONSORED ADR 26874R108 1,723.59 36,355 SH DEFINED 09 36,355 0 0
ENNIS INC COM 293389102 289.86 23,263 SH DEFINED 22 13,147 0 10,116
ENPRO INDS INC COM 29355X107 1,520.85 84,445 SH DEFINED 21 84,445 0 0
ENSCO INTL INC COM 26874Q100 17.44 500 SH DEFINED 01 500 0 0
ENSCO INTL INC COM 26874Q100 30,529.35 875,519 SH DEFINED 09 875,519 0 0
ENSCO INTL INC COM 26874Q100 16.14 463 SH DEFINED 22 463 0 0
ENSTAR GROUP LIMITED SHS G3075P101 90.98 1,546 SH DEFINED 22 684 0 862
ENTERCOM COMMUNICATIONS CL A 293639100 33.66 22,000 SH DEFINED 21 22,000 0 0
CORP
ENTERGY CORP NEW COM 29364G103 17,472.74 225,286 SH DEFINED 22 218,305 0 6,981
ENTROPIC COMMUNICATIONS COM 29384R105 2,306.93 1,025,300 SH DEFINED 09 1,025,300 0 0
INC
ENTROPIC COMMUNICATIONS COM 29384R105 711.95 316,424 SH DEFINED 21 316,424 0 0
INC
EOG RES INC COM 26875P101 795.55 11,683 SH DEFINED 22 11,683 0 0
EPIQ SYS INC COM 26882D109 0.60 39 SH DEFINED 22 39 0 0
EQUIFAX INC COM 294429105 3,192.21 120,657 SH DEFINED 22 118,558 0 2,099
EQUINIX INC COM NEW 29444U502 3,159.36 43,434 SH DEFINED 22 41,420 0 2,014
ESTERLINE TECHNOLOGIES COM 297425100 1,832.77 67,705 SH DEFINED 21 67,705 0 0
CORP
ETHAN ALLEN INTERIORS INC COM 297602104 709.76 68,510 SH DEFINED 21 68,510 0 0
EV3 INC COM 26928A200 463.82 43,146 SH DEFINED 22 16,896 0 26,250
EVERCORE PARTNERS INC CLASS A 29977A105 115.88 5,900 SH DEFINED 21 5,900 0 0
EVEREST RE GROUP LTD COM G3223R108 31.99 447 SH DEFINED 22 446 0 1
EXELON CORP COM 30161N101 181.03 3,535 SH DEFINED 01 3,535 0 0
EXELON CORP COM 30161N101 2,706.70 52,855 SH DEFINED 02 52,855 0 0
EXELON CORP COM 30161N101 20,533.16 400,960 SH DEFINED 09 400,960 0 0
EXELON CORP COM 30161N101 28,822.83 562,836 SH DEFINED 21 562,836 0 0
EXIDE TECHNOLOGIES COM NEW 302051206 8.77 2,350 SH DEFINED 21 2,350 0 0
EXPEDIA INC DEL COM 30212P105 174.29 11,535 SH DEFINED 21 11,535 0 0
EXPEDITORS INTL WASH INC COM 302130109 59,096.35 1,772,536 SH DEFINED 09 1,772,536 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,858.07 55,731 SH DEFINED 21 55,731 0 0
EXPRESS 1 EXPEDITED COM 30217Q108 1,298.21 1,527,300 SH DEFINED 09 1,527,300 0 0
SOLUTION
EXPRESS 1 EXPEDITED COM 30217Q108 400.70 471,415 SH DEFINED 21 471,415 0 0
SOLUTION
EXPRESS SCRIPTS INC COM 302182100 76,841.88 1,117,700 SH DEFINED 09 1,117,700 0 0
EXPRESS SCRIPTS INC COM 302182100 20.63 300 SH DEFINED 21 300 0 0
EXPRESS SCRIPTS INC COM 302182100 9.69 141 SH DEFINED 22 140 0 1
EXTERRAN HLDGS INC COM 30225X103 312.17 19,462 SH DEFINED 09 19,462 0 0
EXTERRAN HLDGS INC COM 30225X103 35.29 2,200 SH DEFINED 21 2,200 0 0
EXTERRAN HLDGS INC COM 30225X103 0.98 61 SH DEFINED 22 61 0 0
EXXON MOBIL CORP COM 30231G102 1,246.36 17,828 SH DEFINED 01 17,828 0 0
EXXON MOBIL CORP COM 30231G102 15,524.21 222,060 SH DEFINED 02 222,060 0 0
EXXON MOBIL CORP COM 30231G102 91,402.22 1,307,427 SH DEFINED 09 1,307,427 0 0
EXXON MOBIL CORP COM 30231G102 44,025.98 629,752 SH DEFINED 21 629,752 0 0
EXXON MOBIL CORP COM 30231G102 101,037.47 1,445,250 SH DEFINED 22 1,401,613 0 43,637
EZCORP INC CL A NON VTG 302301106 1,096.95 101,758 SH DEFINED 22 72,794 0 28,964
F M C CORP COM NEW 302491303 612.35 12,946 SH DEFINED 09 12,946 0 0
F M C CORP COM NEW 302491303 3,026.06 63,766 SH DEFINED 22 62,484 0 1,282
F5 NETWORKS INC COM 315616102 548.98 15,862 SH DEFINED 22 15,756 0 106
FACET BIOTECH CORP SHS 30303Q103 646.35 69,575 SH DEFINED 21 69,575 0 0
FACTSET RESH SYS INC COM 303075105 0.60 12 SH DEFINED 22 12 0 0
FAIR ISAAC CORP COM 303250104 3,065.69 198,303 SH DEFINED 22 195,512 0 2,791
FAIRCHILD SEMICONDUCTOR COM 303726103 1,535.81 219,715 SH DEFINED 21 219,715 0 0
INTL
FAIRCHILD SEMICONDUCTOR COM 303726103 18.64 2,667 SH DEFINED 22 2,667 0 0
INTL
FAIRPOINT COMMUNICATIONS, COM 305560104 0.00 3 SH DEFINED 21 3 0 0
INC
FAMILY DLR STORES INC COM 307000109 460.27 16,264 SH DEFINED 21 16,264 0 0
FAMILY DLR STORES INC COM 307000109 175.66 6,207 SH DEFINED 22 6,207 0 0
FARMER BROS CO COM 307675108 133.85 5,850 SH DEFINED 21 5,850 0 0
FBL FINL GROUP INC CL A 30239F106 236.89 28,679 SH DEFINED 22 27,957 0 722
FEDERAL AGRIC MTG CORP CL C 313148306 9.78 2,025 SH DEFINED 21 2,025 0 0
FEDERAL HOME LN MTG CORP COM 313400301 0.04 64 SH DEFINED 22 64 0 0
FEDERAL MOGUL CORP COM 313549404 204.82 21,674 SH DEFINED 21 21,674 0 0
FEDERAL NATL MTG ASSN COM 313586109 0.06 95 SH DEFINED 22 95 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 907.27 17,610 SH DEFINED 21 17,610 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 309.12 6,000 SH DEFINED 22 6,000 0 0
FEDERAL SIGNAL CORP COM 313855108 69.29 9,057 SH DEFINED 22 8,857 0 200
FEDERATED INVS INC PA CL B 314211103 44.66 1,854 SH DEFINED 22 1,854 0 0
FEDEX CORP COM 31428X106 58,862.65 1,058,300 SH DEFINED 09 1,058,300 0 0
FEDEX CORP COM 31428X106 16.57 298 SH DEFINED 21 298 0 0
FEDEX CORP COM 31428X106 161.30 2,900 SH DEFINED 22 0 0 2,900
FEI CO NOTE 2.875% 30241LAF6 8,005.58 7,926,000 PRN DEFINED 09 7,926,000 0 0
6/0
FEI CO NOTE 2.875% 30241LAF6 190.90 189,000 PRN DEFINED 21 189,000 0 0
6/0
FELCOR LODGING TR INC COM 31430F101 57.78 23,489 SH DEFINED 21 23,489 0 0
FERRO CORP COM 315405100 3.05 1,110 SH DEFINED 22 1,110 0 0
FIDELITY NATL INFORMATION COM 31620M106 14.97 750 SH DEFINED 21 750 0 0
SV
FIFTH THIRD BANCORP COM 316773100 0.54 76 SH DEFINED 21 76 0 0
FINANCIAL FED CORP COM 317492106 734.70 35,752 SH DEFINED 22 16,741 0 19,011
FINISAR COM 31787A101 668.33 1,172,506 SH DEFINED 21 1,172,506 0 0
FINISH LINE INC CL A 317923100 602.89 81,252 SH DEFINED 22 39,300 0 41,952
FIRST BANCORP P R COM 318672102 0.07 18 SH DEFINED 22 18 0 0
FIRST CASH FINL SVCS INC COM 31942D107 2,145.81 122,478 SH DEFINED 22 100,200 0 22,278
FIRST DEFIANCE FINL CORP COM 32006W106 93.73 7,210 SH DEFINED 22 3,135 0 4,075
FIRST FINL CORP IND COM 320218100 0.88 28 SH DEFINED 22 28 0 0
FIRST LONG IS CORP COM 320734106 30.85 1,333 SH DEFINED 22 350 0 983
FIRST MERCHANTS CORP COM 320817109 441.37 54,965 SH DEFINED 21 54,965 0 0
FIRST MERCURY FINANCIAL COM 320841109 70.92 5,150 SH DEFINED 21 5,150 0 0
CORP
FIRST MERCURY FINANCIAL COM 320841109 243.27 17,667 SH DEFINED 22 9,109 0 8,558
CORP
FIRST MIDWEST BANCORP DEL COM 320867104 10.97 1,500 SH DEFINED 21 1,500 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 1,249.44 170,943 SH DEFINED 22 168,535 0 2,408
FIRST NIAGARA FINL GP INC COM 33582V108 2,938.59 257,320 SH DEFINED 21 257,320 0 0
FIRST SOLAR INC COM 336433107 136,947.63 844,730 SH DEFINED 09 844,730 0 0
FIRST SOLAR INC COM 336433107 4,752.22 29,313 SH DEFINED 21 29,313 0 0
FIRST SOLAR INC COM 336433107 152.23 939 SH DEFINED 22 939 0 0
FIRST SOUTH BANCORP INC COM 33646W100 26.68 2,300 SH DEFINED 21 2,300 0 0
VA
FIRSTENERGY CORP COM 337932107 20.73 535 SH DEFINED 22 533 0 2
FIRSTMERIT CORP COM 337915102 2,527.65 148,860 SH DEFINED 21 148,860 0 0
FISERV INC COM 337738108 4,161.88 89,844 SH DEFINED 22 84,769 0 5,075
FLEXTRONICS INTL LTD NOTE 1.000% 33938EAL1 6,388.93 6,691,000 PRN DEFINED 09 6,691,000 0 0
8/0
FLEXTRONICS INTL LTD NOTE 1.000% 33938EAL1 219.62 230,000 PRN DEFINED 21 230,000 0 0
8/0
FLEXTRONICS INTL LTD ORD Y2573F102 8,953.64 2,178,500 SH DEFINED 09 2,178,500 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 2.47 600 SH DEFINED 21 600 0 0
FLIR SYS INC COM 302445101 3,192.24 141,500 SH DEFINED 09 141,500 0 0
FLIR SYS INC COM 302445101 37.00 1,640 SH DEFINED 22 1,640 0 0
FLOWSERVE CORP COM 34354P105 5,821.04 83,384 SH DEFINED 09 83,384 0 0
FLOWSERVE CORP COM 34354P105 597.22 8,555 SH DEFINED 21 8,555 0 0
FLOWSERVE CORP COM 34354P105 3,864.29 55,354 SH DEFINED 22 54,029 0 1,325
FLUOR CORP NEW COM 343412102 4,226.30 82,400 SH DEFINED 09 82,400 0 0
FLUOR CORP NEW COM 343412102 1.08 21 SH DEFINED 22 21 0 0
FLUSHING FINL CORP COM 343873105 2,121.65 226,914 SH DEFINED 21 226,914 0 0
FLUSHING FINL CORP COM 343873105 0.10 11 SH DEFINED 22 11 0 0
FMC TECHNOLOGIES INC COM 30249U101 0.07 2 SH DEFINED 22 2 0 0
FNB CORP PA COM 302520101 14.86 2,400 SH DEFINED 21 2,400 0 0
FNB CORP PA COM 302520101 0.14 23 SH DEFINED 22 23 0 0
FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 2,052.08 254,600 SH DEFINED 09 254,600 0 0
FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 0.81 100 SH DEFINED 21 100 0 0
FOOT LOCKER INC COM 344849104 819.69 78,289 SH DEFINED 22 73,011 0 5,278
FORCE PROTECTION INC COM NEW 345203202 1,098.70 124,287 SH DEFINED 22 100,506 0 23,781
FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 5.51 250 SH DEFINED 22 250 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 61,791.39 10,179,800 SH DEFINED 09 ######## 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 23.67 3,900 SH DEFINED 21 3,900 0 0
FOREST LABS INC COM 345838106 1,023.51 40,761 SH DEFINED 09 40,761 0 0
FOREST LABS INC COM 345838106 21,287.46 847,012 SH DEFINED 22 821,165 0 25,847
FOREST OIL CORP COM PAR $0.01 346091705 1,143.04 76,611 SH DEFINED 21 76,611 0 0
FORMFACTOR INC COM 346375108 47.71 2,761 SH DEFINED 22 2,752 0 9
FORTUNE BRANDS INC COM 349631101 83.27 2,397 SH DEFINED 22 2,368 0 29
FORWARD AIR CORP COM 349853101 12,792.00 600,000 SH DEFINED 09 600,000 0 0
FORWARD AIR CORP COM 349853101 4,268.26 200,200 SH DEFINED 21 200,200 0 0
FOSSIL INC COM 349882100 5,958.52 247,447 SH DEFINED 22 218,737 0 28,710
FOSTER L B CO COM 350060109 0.63 21 SH DEFINED 22 21 0 0
FOSTER WHEELER AG COM H27178104 1,738.50 73,200 SH DEFINED 09 73,200 0 0
FOUNDATION COAL HLDGS INC COM 35039W100 3,336.66 118,700 SH DEFINED 09 118,700 0 0
FOUNDATION COAL HLDGS INC COM 35039W100 375.10 13,344 SH DEFINED 21 13,344 0 0
FPIC INS GROUP INC COM 302563101 91.86 3,000 SH DEFINED 21 3,000 0 0
FPIC INS GROUP INC COM 302563101 1,722.01 56,238 SH DEFINED 22 28,441 0 27,797
FPL GROUP INC COM 302571104 7.96 140 SH DEFINED 01 140 0 0
FRANCE TELECOM SPONSORED ADR 35177Q105 31,549.67 1,383,151 SH DEFINED 01 1,383,151 0 0
FRANCE TELECOM SPONSORED ADR 35177Q105 858.23 37,625 SH DEFINED 02 37,625 0 0
FRANCE TELECOM SPONSORED ADR 35177Q105 1,473.41 64,595 SH DEFINED 09 64,595 0 0
FRANKLIN ELEC INC COM 353514102 0.36 14 SH DEFINED 22 14 0 0
FRANKLIN RES INC COM 354613101 2,148.35 29,834 SH DEFINED 09 29,834 0 0
FRANKLIN RES INC COM 354613101 11.38 158 SH DEFINED 22 158 0 0
FREDS INC CL A 356108100 204.81 16,203 SH DEFINED 22 9,350 0 6,853
FREEPORT-MCMORAN COPPER & COM 35671D857 4,923.41 98,252 SH DEFINED 22 97,412 0 840
GO
FRESENIUS MED CARE AG&CO SPONSORED ADR 358029106 2.70 60 SH DEFINED 01 60 0 0
KGA
FRESH DEL MONTE PRODUCE ORD G36738105 3,926.81 241,496 SH DEFINED 22 232,284 0 9,212
INC
FRIEDMAN INDS INC COM 358435105 24.44 4,500 SH DEFINED 21 4,500 0 0
FTI CONSULTING INC COM 302941109 163.42 3,222 SH DEFINED 22 2,944 0 278
FUEL SYS SOLUTIONS INC COM 35952W103 1,541.00 76,325 SH DEFINED 21 76,325 0 0
FUEL SYS SOLUTIONS INC COM 35952W103 42.40 2,100 SH DEFINED 22 2,092 0 8
FULLER H B CO COM 359694106 125.68 6,696 SH DEFINED 22 6,286 0 410
FUNDTECH LTD ORD M47095100 4,279.20 423,683 SH DEFINED 09 423,683 0 0
FUNDTECH LTD ORD M47095100 1,320.32 130,725 SH DEFINED 21 130,725 0 0
FURNITURE BRANDS INTL INC COM 360921100 11.51 3,800 SH DEFINED 21 3,800 0 0
FURNITURE BRANDS INTL INC COM 360921100 61.06 20,153 SH DEFINED 22 19,248 0 905
GAFISA S A SPONS ADR 362607301 899.25 54,500 SH DEFINED 21 54,500 0 0
GALLAGHER ARTHUR J & CO COM 363576109 424.79 19,876 SH DEFINED 22 18,733 0 1,143
GAMCO INVESTORS INC COM 361438104 29.83 615 SH DEFINED 22 615 0 0
GAMESTOP CORP NEW CL A 36467W109 29,504.52 1,340,316 SH DEFINED 22 1,298,058 0 42,258
GANNETT INC COM 364730101 0.22 61 SH DEFINED 22 60 0 1
GAP INC DEL COM 364760108 910.69 55,530 SH DEFINED 02 55,530 0 0
GAP INC DEL COM 364760108 5,930.57 361,620 SH DEFINED 09 361,620 0 0
GAP INC DEL COM 364760108 815.65 49,735 SH DEFINED 21 49,735 0 0
GAP INC DEL COM 364760108 178.38 10,877 SH DEFINED 22 10,816 0 61
GARDNER DENVER INC COM 365558105 212.03 8,424 SH DEFINED 21 8,424 0 0
GARDNER DENVER INC COM 365558105 447.96 17,797 SH DEFINED 22 17,753 0 44
GATX CORP COM 361448103 64.51 2,508 SH DEFINED 22 2,460 0 48
GAYLORD ENTMT CO NEW COM 367905106 3,036.04 238,870 SH DEFINED 22 230,271 0 8,599
GENCO SHIPPING & TRADING SHS Y2685T107 4,424.36 203,700 SH DEFINED 09 203,700 0 0
LTD
GENCO SHIPPING & TRADING SHS Y2685T107 2.17 100 SH DEFINED 21 100 0 0
LTD
GENCOR INDS INC COM 368678108 48.96 7,200 SH DEFINED 21 7,200 0 0
GENERAL CABLE CORP DEL COM 369300108 751.60 20,000 SH DEFINED 02 20,000 0 0
NEW
GENERAL CABLE CORP DEL COM 369300108 1,017.40 27,073 SH DEFINED 21 27,073 0 0
NEW
GENERAL DYNAMICS CORP COM 369550108 1,620.71 29,260 SH DEFINED 02 29,260 0 0
GENERAL DYNAMICS CORP COM 369550108 6,695.16 120,873 SH DEFINED 09 120,873 0 0
GENERAL DYNAMICS CORP COM 369550108 23,560.22 425,008 SH DEFINED 22 412,984 0 12,024
GENERAL ELECTRIC CO COM 369604103 176.53 15,062 SH DEFINED 01 15,062 0 0
GENERAL ELECTRIC CO COM 369604103 727.64 62,085 SH DEFINED 02 62,085 0 0
GENERAL ELECTRIC CO COM 369604103 14,064.88 1,200,075 SH DEFINED 09 1,200,075 0 0
GENERAL ELECTRIC CO COM 369604103 27,207.76 2,321,481 SH DEFINED 21 2,321,481 0 0
GENERAL ELECTRIC CO COM 369604103 57.89 4,939 SH DEFINED 22 4,915 0 24
GENERAL MLS INC COM 370334104 3,686.12 65,800 SH DEFINED 09 65,800 0 0
GENESCO INC COM 371532102 25.34 1,350 SH DEFINED 21 1,350 0 0
GENESCO INC COM 371532102 760.94 40,540 SH DEFINED 22 24,478 0 16,062
GENESEE & WYO INC CL A 371559105 0.03 1 SH DEFINED 22 1 0 0
GENOPTIX INC COM 37243V100 3,259.78 101,900 SH DEFINED 09 101,900 0 0
GENOPTIX INC COM 37243V100 1.60 50 SH DEFINED 21 50 0 0
GENOPTIX INC COM 37243V100 4,242.10 132,607 SH DEFINED 22 109,955 0 22,652
GEN-PROBE INC NEW COM 36866T103 449.97 10,462 SH DEFINED 22 9,700 0 762
GENTIVA HEALTH SERVICES COM 37247A102 3,652.62 221,909 SH DEFINED 22 184,176 0 37,733
INC
GENUINE PARTS CO COM 372460105 792.86 23,625 SH DEFINED 02 23,625 0 0
GENUINE PARTS CO COM 372460105 2,542.64 75,764 SH DEFINED 09 75,764 0 0
GENUINE PARTS CO COM 372460105 464.00 13,826 SH DEFINED 21 13,826 0 0
GENUINE PARTS CO COM 372460105 3.83 114 SH DEFINED 22 114 0 0
GENZYME CORP COM 372917104 24,399.05 438,280 SH DEFINED 09 438,280 0 0
GENZYME CORP COM 372917104 5.57 100 SH DEFINED 21 100 0 0
GENZYME CORP COM 372917104 1.17 21 SH DEFINED 22 21 0 0
GEO GROUP INC COM 36159R103 7,403.75 398,466 SH DEFINED 22 366,837 0 31,629
GEOEYE INC COM 37250W108 21,798.84 925,248 SH DEFINED 09 925,248 0 0
GEOEYE INC COM 37250W108 1,761.16 74,752 SH DEFINED 21 74,752 0 0
GFI GROUP INC COM 361652209 18.20 2,700 SH DEFINED 21 2,700 0 0
GIANT INTERACTIVE GROUP ADR 374511103 3,700.28 455,700 SH DEFINED 21 455,700 0 0
INC
GIBRALTAR INDS INC COM 374689107 1,111.74 161,825 SH DEFINED 21 161,825 0 0
G-III APPAREL GROUP LTD COM 36237H101 0.16 14 SH DEFINED 22 14 0 0
GILAT SATELLITE NETWORKS SHS NEW M51474118 4,225.10 951,600 SH DEFINED 09 951,600 0 0
LTD
GILAT SATELLITE NETWORKS SHS NEW M51474118 1,304.03 293,700 SH DEFINED 21 293,700 0 0
LTD
GILEAD SCIENCES INC COM 375558103 1,524.13 32,539 SH DEFINED 01 32,539 0 0
GILEAD SCIENCES INC COM 375558103 843.12 18,000 SH DEFINED 02 18,000 0 0
GILEAD SCIENCES INC COM 375558103 20,431.61 436,200 SH DEFINED 09 436,200 0 0
GILEAD SCIENCES INC COM 375558103 327.88 7,000 SH DEFINED 21 7,000 0 0
GILEAD SCIENCES INC COM 375558103 125,426.86 2,676,210 SH DEFINED 22 2,591,296 0 84,914
GLACIER BANCORP INC NEW COM 37637Q105 818.11 55,390 SH DEFINED 02 55,390 0 0
GLACIER BANCORP INC NEW COM 37637Q105 1,317.04 89,170 SH DEFINED 09 89,170 0 0
GLATFELTER COM 377316104 1,490.07 167,424 SH DEFINED 22 105,240 0 62,184
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 50,573.84 1,431,065 SH DEFINED 01 1,431,065 0 0
GLOBAL CASH ACCESS HLDGS COM 378967103 798.19 100,275 SH DEFINED 02 100,275 0 0
INC
GLOBAL CASH ACCESS HLDGS COM 378967103 2,854.52 358,608 SH DEFINED 22 295,300 0 63,308
INC
GLOBAL INDS LTD COM 379336100 1,117.09 197,366 SH DEFINED 22 125,992 0 71,374
GLOBALOPTIONS GROUP INC COM NEW 37946D209 640.20 320,100 SH DEFINED 09 320,100 0 0
GLOBALOPTIONS GROUP INC COM NEW 37946D209 197.60 98,800 SH DEFINED 21 98,800 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 4,930.32 409,155 SH DEFINED 02 409,155 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 8,441.81 700,565 SH DEFINED 09 700,565 0 0
GOLDCORP INC NEW COM 380956409 17.38 500 SH DEFINED 01 500 0 0
GOLDCORP INC NEW COM 380956409 29,325.53 843,900 SH DEFINED 09 843,900 0 0
GOLDCORP INC NEW COM 380956409 888.73 25,575 SH DEFINED 21 25,575 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,269.69 15,394 SH DEFINED 01 15,394 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,651.33 11,200 SH DEFINED 02 11,200 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 140,496.31 952,905 SH DEFINED 09 952,905 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 21,834.24 148,089 SH DEFINED 21 148,089 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 26,500.57 179,738 SH DEFINED 22 175,252 0 4,486
GOODRICH CORP COM 382388106 1,822.76 36,477 SH DEFINED 22 35,617 0 860
GOODYEAR TIRE & RUBR CO COM 382550101 751.04 66,700 SH DEFINED 09 66,700 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 12,623.80 1,121,119 SH DEFINED 21 1,121,119 0 0
GORMAN RUPP CO COM 383082104 0.03 1 SH DEFINED 22 1 0 0
GOVERNMENT PPTYS INCOME COM SHS BEN INT 38376A103 9,900.51 482,246 SH DEFINED 09 482,246 0 0
TR
GOVERNMENT PPTYS INCOME COM SHS BEN INT 38376A103 364.49 17,754 SH DEFINED 21 17,754 0 0
TR
GRAFTECH INTL LTD COM 384313102 2,820.09 249,345 SH DEFINED 21 249,345 0 0
GRAINGER W W INC COM 384802104 1,775.24 21,681 SH DEFINED 09 21,681 0 0
GRAINGER W W INC COM 384802104 40.61 496 SH DEFINED 22 495 0 1
GRAMERCY CAP CORP COM 384871109 20.29 12,600 SH DEFINED 21 12,600 0 0
GRAND CANYON ED INC COM 38526M106 509.37 30,356 SH DEFINED 22 20,992 0 9,364
GRANITE CONSTR INC COM 387328107 2.96 89 SH DEFINED 22 88 0 1
GRAPHIC PACKAGING HLDG CO COM 388689101 601.43 328,650 SH DEFINED 02 328,650 0 0
GRAY TELEVISION INC COM 389375106 16.07 32,800 SH DEFINED 21 32,800 0 0
GREAT PLAINS ENERGY INC UNIT 06/15/2042 391164803 874.00 15,200 SH DEFINED 09 15,200 0 0
GREAT PLAINS ENERGY INC UNIT 06/15/2042 391164803 276.00 4,800 SH DEFINED 21 4,800 0 0
GREAT SOUTHN BANCORP INC COM 390905107 94.53 4,600 SH DEFINED 21 4,600 0 0
GREAT SOUTHN BANCORP INC COM 390905107 453.29 22,058 SH DEFINED 22 9,617 0 12,441
GREATBATCH INC COM 39153L106 169.37 7,491 SH DEFINED 21 7,491 0 0
GREATBATCH INC COM 39153L106 9.16 405 SH DEFINED 22 404 0 1
GREEN BANKSHARES INC COM NEW 394361208 19.26 4,300 SH DEFINED 21 4,300 0 0
GREEN MTN COFFEE ROASTERS COM 393122106 15,119.01 255,713 SH DEFINED 22 238,822 0 16,891
IN
GREENHILL & CO INC COM 395259104 25,741.42 356,480 SH DEFINED 09 356,480 0 0
GREENHILL & CO INC COM 395259104 7.51 104 SH DEFINED 21 104 0 0
GREIF INC CL A 397624107 554.17 12,532 SH DEFINED 22 12,326 0 206
GRIFFON CORP NOTE 4.000% 398433AC6 11,294.97 11,711,000 PRN DEFINED 09 ######## 0 0
7/1
GRIFFON CORP NOTE 4.000% 398433AC6 380.00 394,000 PRN DEFINED 21 394,000 0 0
7/1
GROUP 1 AUTOMOTIVE INC COM 398905109 0.26 10 SH DEFINED 22 10 0 0
GRUPO AEROPORTUARIO DEL SPON ADR SER B 40051E202 2,761.20 70,800 SH DEFINED 21 70,800 0 0
SURE
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 771.55 45,385 SH DEFINED 01 45,385 0 0
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 5,579.40 328,200 SH DEFINED 21 328,200 0 0
GRUPO TMM S A B SP ADR A SHS 40051D105 411.40 467,500 SH DEFINED 09 467,500 0 0
GRUPO TMM S A B SP ADR A SHS 40051D105 126.96 144,273 SH DEFINED 21 144,273 0 0
GSI COMMERCE INC NOTE 2.500% 36238GAD4 639.49 860,000 PRN DEFINED 09 860,000 0 0
6/0
GSI COMMERCE INC NOTE 2.500% 36238GAD4 197.05 265,000 PRN DEFINED 21 265,000 0 0
6/0
GSI TECHNOLOGY COM 36241U106 35.51 9,200 SH DEFINED 21 9,200 0 0
GUARANTY BANCORP DEL COM 40075T102 19.29 10,100 SH DEFINED 21 10,100 0 0
GUESS INC COM 401617105 0.93 36 SH DEFINED 22 36 0 0
GULF ISLAND FABRICATION COM 402307102 1,044.07 65,955 SH DEFINED 21 65,955 0 0
INC
GULFMARK OFFSHORE INC COM 402629109 963.52 34,910 SH DEFINED 21 34,910 0 0
GULFMARK OFFSHORE INC COM 402629109 14.41 522 SH DEFINED 22 522 0 0
GYMBOREE CORP COM 403777105 3,856.68 108,700 SH DEFINED 09 108,700 0 0
GYMBOREE CORP COM 403777105 5,906.67 166,492 SH DEFINED 22 146,621 0 19,871
HAEMONETICS CORP COM 405024100 1.43 25 SH DEFINED 22 24 0 1
HAIN CELESTIAL GROUP INC COM 405217100 0.28 18 SH DEFINED 22 18 0 0
HALLIBURTON CO COM 406216101 0.97 47 SH DEFINED 22 47 0 0
HALLMARK FINL SVCS INC COM NEW 40624Q203 24.31 3,400 SH DEFINED 21 3,400 0 0
EC
HALLMARK FINL SVCS INC COM NEW 40624Q203 197.34 27,600 SH DEFINED 22 12,990 0 14,610
EC
HALOZYME THERAPEUTICS INC COM 40637H109 1,416.09 203,170 SH DEFINED 09 203,170 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 0.56 80 SH DEFINED 21 80 0 0
HANCOCK HLDG CO COM 410120109 1,265.16 38,940 SH DEFINED 02 38,940 0 0
HANCOCK HLDG CO COM 410120109 1,349.96 41,550 SH DEFINED 09 41,550 0 0
HANESBRANDS INC COM 410345102 408.96 27,225 SH DEFINED 22 25,601 0 1,624
HANGER ORTHOPEDIC GROUP COM NEW 41043F208 0.41 30 SH DEFINED 22 30 0 0
INC
HANOVER INS GROUP INC COM 410867105 288.34 7,566 SH DEFINED 09 7,566 0 0
HANOVER INS GROUP INC COM 410867105 76.03 1,995 SH DEFINED 22 1,983 0 12
HANSEN NAT CORP COM 411310105 825.71 26,613 SH DEFINED 22 25,044 0 1,569
HARLEY DAVIDSON INC COM 412822108 6.22 384 SH DEFINED 22 384 0 0
HARLEYSVILLE GROUP INC COM 412824104 231.49 8,203 SH DEFINED 21 8,203 0 0
HARLEYSVILLE GROUP INC COM 412824104 3,127.94 110,842 SH DEFINED 22 78,734 0 32,108
HARMAN INTL INDS INC COM 413086109 939.74 49,986 SH DEFINED 09 49,986 0 0
HARMAN INTL INDS INC COM 413086109 0.26 14 SH DEFINED 21 14 0 0
HARMAN INTL INDS INC COM 413086109 3,695.99 196,595 SH DEFINED 22 188,667 0 7,928
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 13.42 1,300 SH DEFINED 01 1,300 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 20,172.50 1,954,700 SH DEFINED 09 1,954,700 0 0
HARRIS CORP DEL COM 413875105 1,580.93 55,745 SH DEFINED 02 55,745 0 0
HARRIS CORP DEL COM 413875105 2,687.25 94,755 SH DEFINED 09 94,755 0 0
HARSCO CORP COM 415864107 5,062.87 178,900 SH DEFINED 09 178,900 0 0
HARSCO CORP COM 415864107 5.35 189 SH DEFINED 22 185 0 4
HARTE-HANKS INC COM 416196103 15.73 1,700 SH DEFINED 21 1,700 0 0
HARTE-HANKS INC COM 416196103 306.19 33,102 SH DEFINED 22 24,259 0 8,843
HASBRO INC COM 418056107 1,730.25 71,380 SH DEFINED 02 71,380 0 0
HASBRO INC COM 418056107 2,721.79 112,285 SH DEFINED 09 112,285 0 0
HASBRO INC COM 418056107 0.46 19 SH DEFINED 22 19 0 0
HAVERTY FURNITURE INC COM 419596101 137.25 15,000 SH DEFINED 21 15,000 0 0
HAWAIIAN HOLDINGS INC COM 419879101 29.50 4,900 SH DEFINED 21 4,900 0 0
HAWAIIAN HOLDINGS INC COM 419879101 0.17 28 SH DEFINED 22 28 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 0.62 26 SH DEFINED 22 26 0 0
HCC INS HLDGS INC COM 404132102 254.43 10,597 SH DEFINED 21 10,597 0 0
HCC INS HLDGS INC COM 404132102 387.76 16,150 SH DEFINED 22 15,510 0 640
HEALTH MGMT ASSOC INC NEW CL A 421933102 1,761.11 356,500 SH DEFINED 09 356,500 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 211.44 42,373 SH DEFINED 22 39,929 0 2,444
HEALTH NET INC COM 42222G108 1,180.28 75,902 SH DEFINED 09 75,902 0 0
HEALTH NET INC COM 42222G108 12,751.75 820,048 SH DEFINED 22 794,832 0 25,216
HEALTHCARE RLTY TR COM 421946104 6.73 400 SH DEFINED 01 400 0 0
HEALTHCARE RLTY TR COM 421946104 10,293.23 611,600 SH DEFINED 09 611,600 0 0
HEALTHCARE SVCS GRP INC COM 421906108 277.80 15,537 SH DEFINED 22 12,621 0 2,916
HEALTHSOUTH CORP COM NEW 421924309 58.87 4,077 SH DEFINED 22 3,485 0 592
HEALTHSPRING INC COM 42224N101 57.23 5,270 SH DEFINED 22 5,251 0 19
HEARTLAND EXPRESS INC COM 422347104 0.01 1 SH DEFINED 22 1 0 0
HECKMANN CORP COM 422680108 4,818.38 1,284,900 SH DEFINED 09 1,284,900 0 0
HECKMANN CORP COM 422680108 267.38 71,300 SH DEFINED 21 71,300 0 0
HECLA MNG CO COM 422704106 1,383.13 516,094 SH DEFINED 21 516,094 0 0
HEINZ H J CO COM 423074103 56,600.38 1,587,796 SH DEFINED 01 1,587,796 0 0
HEINZ H J CO COM 423074103 36,836.87 1,031,845 SH DEFINED 09 1,031,845 0 0
HEINZ H J CO COM 423074103 13,607.30 381,157 SH DEFINED 21 381,157 0 0
HELEN OF TROY CORP LTD COM G4388N106 63.80 3,800 SH DEFINED 21 3,800 0 0
HELEN OF TROY CORP LTD COM G4388N106 1,637.86 97,550 SH DEFINED 22 55,624 0 41,926
HELIX ENERGY SOLUTIONS COM 42330P107 2,840.87 261,350 SH DEFINED 21 261,350 0 0
GRP I
HELMERICH & PAYNE INC COM 423452101 0.65 21 SH DEFINED 22 21 0 0
HERBALIFE LTD COM USD SHS G4412G101 13.25 420 SH DEFINED 22 419 0 1
HERCULES TECH GROWTH CAP COM 427096508 1,318.01 156,906 SH DEFINED 22 84,917 0 71,989
INC
HERLEY INDS INC DEL COM 427398102 330.39 30,118 SH DEFINED 22 12,592 0 17,526
HERSHEY CO COM 427866108 37.84 1,051 SH DEFINED 22 1,041 0 10
HERTZ GLOBAL HOLDINGS INC COM 42805T105 141.42 17,700 SH DEFINED 02 17,700 0 0
HESS CORP COM 42809H107 86.00 1,600 SH DEFINED 01 1,600 0 0
HESS CORP COM 42809H107 8,428.00 156,800 SH DEFINED 09 156,800 0 0
HESS CORP COM 42809H107 840.49 15,581 SH DEFINED 22 15,581 0 0
HEWITT ASSOCS INC COM 42822Q100 596.85 20,042 SH DEFINED 21 20,042 0 0
HEWITT ASSOCS INC COM 42822Q100 210.40 7,065 SH DEFINED 22 6,508 0 557
HEWLETT PACKARD CO COM 428236103 690.29 17,860 SH DEFINED 01 17,860 0 0
HEWLETT PACKARD CO COM 428236103 672.51 17,400 SH DEFINED 02 17,400 0 0
HEWLETT PACKARD CO COM 428236103 32,754.33 847,460 SH DEFINED 09 847,460 0 0
HEWLETT PACKARD CO COM 428236103 271.90 7,035 SH DEFINED 21 7,035 0 0
HEWLETT PACKARD CO COM 428236103 114,401.91 2,956,522 SH DEFINED 22 2,865,059 0 91,463
HHGREGG INC COM 42833L108 14,271.62 941,400 SH DEFINED 09 941,400 0 0
HHGREGG INC COM 42833L108 4,640.48 306,100 SH DEFINED 21 306,100 0 0
HHGREGG INC COM 42833L108 2,489.17 164,193 SH DEFINED 22 138,667 0 25,526
HIBBETT SPORTS INC COM 428567101 1,413.25 78,514 SH DEFINED 22 63,399 0 15,115
HIGHWOODS PPTYS INC COM 431284108 283.43 12,670 SH DEFINED 02 12,670 0 0
HIGHWOODS PPTYS INC COM 431284108 1,367.03 61,110 SH DEFINED 09 61,110 0 0
HIGHWOODS PPTYS INC COM 431284108 1,881.99 84,130 SH DEFINED 21 84,130 0 0
HILL ROM HLDGS INC COM 431475102 2.84 175 SH DEFINED 22 175 0 0
HILLENBRAND INC COM 431571108 564.25 33,909 SH DEFINED 22 33,148 0 761
HI-TECH PHARMACAL INC COM 42840B101 45.37 5,098 SH DEFINED 22 5,098 0 0
HMS HLDGS CORP COM 40425J101 5,763.36 141,534 SH DEFINED 22 123,247 0 18,287
HOLLY CORP COM PAR $0.01 435758305 1,680.50 93,465 SH DEFINED 21 93,465 0 0
HOLOGIC INC COM 436440101 226.99 15,929 SH DEFINED 21 15,929 0 0
HOLOGIC INC COM 436440101 2,531.79 174,644 SH DEFINED 22 168,781 0 5,863
HOME DEPOT INC COM 437076102 2,526.99 106,940 SH DEFINED 02 106,940 0 0
HOME DEPOT INC COM 437076102 4,799.73 203,120 SH DEFINED 09 203,120 0 0
HOME DEPOT INC COM 437076102 9,412.18 398,315 SH DEFINED 21 398,315 0 0
HOME PROPERTIES INC COM 437306103 2,489.27 72,999 SH DEFINED 21 72,999 0 0
HONEYWELL INTL INC COM 438516106 1,309.38 41,700 SH DEFINED 22 41,322 0 378
HOOKER FURNITURE CORP COM 439038100 5.02 437 SH DEFINED 22 427 0 10
HORACE MANN EDUCATORS COM 440327104 1,788.87 179,425 SH DEFINED 22 131,274 0 48,151
CORP N
HORNBECK OFFSHORE SVCS COM 440543106 857.74 40,100 SH DEFINED 21 40,100 0 0
INC N
HORNBECK OFFSHORE SVCS COM 440543106 0.13 6 SH DEFINED 22 6 0 0
INC N
HORSEHEAD HLDG CORP COM 440694305 45.45 6,100 SH DEFINED 21 6,100 0 0
HOSPIRA INC COM 441060100 835.88 21,700 SH DEFINED 09 21,700 0 0
HOSPIRA INC COM 441060100 14,025.02 364,097 SH DEFINED 21 364,097 0 0
HOSPIRA INC COM 441060100 12.25 318 SH DEFINED 22 316 0 2
HOST HOTELS & RESORTS INC COM 44107P104 419.50 50,000 SH DEFINED 22 50,000 0 0
HOT TOPIC INC COM 441339108 2,164.45 296,095 SH DEFINED 21 296,095 0 0
HOT TOPIC INC COM 441339108 1,232.00 168,522 SH DEFINED 22 144,560 0 23,962
HOVNANIAN ENTERPRISES INC CL A 442487203 18.17 7,700 SH DEFINED 21 7,700 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 9.44 226 SH DEFINED 01 226 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 825.79 19,770 SH DEFINED 02 19,770 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 1,383.42 33,120 SH DEFINED 09 33,120 0 0
HUB GROUP INC CL A 443320106 2,264.72 109,725 SH DEFINED 21 109,725 0 0
HUBBELL INC CL B 443510201 3,052.62 95,216 SH DEFINED 21 95,216 0 0
HUBBELL INC CL B 443510201 0.22 7 SH DEFINED 22 7 0 0
HUDSON CITY BANCORP COM 443683107 1,659.52 124,870 SH DEFINED 02 124,870 0 0
HUDSON CITY BANCORP COM 443683107 1,769.50 133,145 SH DEFINED 09 133,145 0 0
HUDSON CITY BANCORP COM 443683107 989.76 74,474 SH DEFINED 21 74,474 0 0
HUDSON CITY BANCORP COM 443683107 1,675.12 126,043 SH DEFINED 22 122,667 0 3,376
HUMANA INC COM 444859102 2,461.44 76,300 SH DEFINED 09 76,300 0 0
HUMANA INC COM 444859102 1,738.20 53,881 SH DEFINED 22 52,603 0 1,278
HUNTINGTON BANCSHARES INC COM 446150104 21.32 5,100 SH DEFINED 21 5,100 0 0
HUNTSMAN CORP COM 447011107 26.39 5,246 SH DEFINED 22 5,246 0 0
HYPERCOM CORP COM 44913M105 28.65 19,100 SH DEFINED 21 19,100 0 0
I2 TECHNOLOGIES INC COM NEW 465754208 2,309.07 183,990 SH DEFINED 09 183,990 0 0
I2 TECHNOLOGIES INC COM NEW 465754208 690.25 55,000 SH DEFINED 21 55,000 0 0
I2 TECHNOLOGIES INC COM NEW 465754208 79.07 6,300 SH DEFINED 22 4,386 0 1,914
IAC INTERACTIVECORP COM PAR $.001 44919P508 22.47 1,400 SH DEFINED 21 1,400 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 3,847.74 239,735 SH DEFINED 22 232,022 0 7,713
IBERIABANK CORP COM 450828108 1,306.84 33,160 SH DEFINED 02 33,160 0 0
IBERIABANK CORP COM 450828108 2,180.56 55,330 SH DEFINED 09 55,330 0 0
IBERIABANK CORP COM 450828108 3,144.52 79,790 SH DEFINED 21 79,790 0 0
ICICI BK LTD ADR 45104G104 1,618.96 54,880 SH DEFINED 09 54,880 0 0
ICICI BK LTD ADR 45104G104 113.46 3,846 SH DEFINED 21 3,846 0 0
ICONIX BRAND GROUP INC COM 451055107 4,063.00 264,174 SH DEFINED 22 171,963 0 92,211
ICU MED INC COM 44930G107 1,179.77 28,670 SH DEFINED 21 28,670 0 0
IDACORP INC COM 451107106 5,926.35 226,716 SH DEFINED 22 159,372 0 67,344
IDEXX LABS INC COM 45168D104 0.28 6 SH DEFINED 22 6 0 0
IHS INC CL A 451734107 25,774.81 516,840 SH DEFINED 09 516,840 0 0
IHS INC CL A 451734107 1,689.00 33,868 SH DEFINED 21 33,868 0 0
IHS INC CL A 451734107 712.84 14,294 SH DEFINED 22 14,148 0 146
ILLINOIS TOOL WKS INC COM 452308109 2,315.53 62,012 SH DEFINED 09 62,012 0 0
ILLINOIS TOOL WKS INC COM 452308109 7.43 199 SH DEFINED 22 199 0 0
ILLUMINA INC COM 452327109 169,417.97 4,350,744 SH DEFINED 09 4,350,744 0 0
ILLUMINA INC COM 452327109 2,445.08 62,791 SH DEFINED 21 62,791 0 0
IMATION CORP COM 45245A107 242.93 31,922 SH DEFINED 22 29,918 0 2,004
IMMUCOR INC COM 452526106 0.33 24 SH DEFINED 22 23 0 1
IMPAX LABORATORIES INC COM 45256B101 2.13 289 SH DEFINED 22 289 0 0
IMS HEALTH INC COM 449934108 23.29 1,834 SH DEFINED 22 1,830 0 4
INDEPENDENT BANK CORP COM 453836108 2,216.29 112,502 SH DEFINED 21 112,502 0 0
MASS
INFINITY PPTY & CAS CORP COM 45665Q103 4,940.27 135,495 SH DEFINED 22 95,285 0 40,210
INFORMATICA CORP COM 45666Q102 59.89 3,480 SH DEFINED 22 3,480 0 0
INFORMATION SERVICES COM 45675Y104 26.19 8,700 SH DEFINED 21 8,700 0 0
GROUP I
INGERSOLL-RAND GLOBAL NOTE 4.500% 45687AAD4 2,992.48 2,217,000 PRN DEFINED 09 2,217,000 0 0
HLDG C 4/1
INGRAM MICRO INC CL A 457153104 1,479.68 84,553 SH DEFINED 09 84,553 0 0
INGRAM MICRO INC CL A 457153104 47.25 2,700 SH DEFINED 21 2,700 0 0
INGRAM MICRO INC CL A 457153104 4,743.76 271,072 SH DEFINED 22 261,213 0 9,859
INNOPHOS HOLDINGS INC COM 45774N108 113.70 6,732 SH DEFINED 22 6,622 0 110
INNOSPEC INC COM 45768S105 1,031.57 95,960 SH DEFINED 21 95,960 0 0
INNOVATIVE SOLUTIONS & COM 45769N105 7,889.50 1,764,988 SH DEFINED 09 1,764,988 0 0
SUPPO
INNOVATIVE SOLUTIONS & COM 45769N105 2,434.88 544,715 SH DEFINED 21 544,715 0 0
SUPPO
INSIGHT ENTERPRISES INC COM 45765U103 1,582.94 163,865 SH DEFINED 21 163,865 0 0
INSITUFORM TECHNOLOGIES CL A 457667103 12.76 752 SH DEFINED 22 738 0 14
INC
INSPIRE PHARMACEUTICALS COM 457733103 811.12 145,885 SH DEFINED 21 145,885 0 0
INC
INSTEEL INDUSTRIES INC COM 45774W108 0.05 6 SH DEFINED 22 6 0 0
INSULET CORP COM 45784P101 20,652.13 2,682,095 SH DEFINED 09 2,682,095 0 0
INSULET CORP COM 45784P101 217.88 28,296 SH DEFINED 21 28,296 0 0
INTEGRATED DEVICE COM 458118106 32.01 5,300 SH DEFINED 21 5,300 0 0
TECHNOLOGY
INTEGRYS ENERGY GROUP INC COM 45822P105 27.71 924 SH DEFINED 22 918 0 6
INTEL CORP COM 458140100 1,445.43 87,337 SH DEFINED 01 87,337 0 0
INTEL CORP COM 458140100 2,482.25 149,985 SH DEFINED 02 149,985 0 0
INTEL CORP COM 458140100 20,813.94 1,257,640 SH DEFINED 09 1,257,640 0 0
INTEL CORP COM 458140100 11,481.41 693,741 SH DEFINED 21 693,741 0 0
INTER PARFUMS INC COM 458334109 0.00 1 SH DEFINED 22 1 0 0
INTERACTIVE BROKERS GROUP COM 45841N107 292.71 18,848 SH DEFINED 22 18,484 0 364
IN
INTERACTIVE INTELLIGENCE COM 45839M103 618.64 50,460 SH DEFINED 22 35,704 0 14,756
INC
INTERCONTINENTALEXCHANGE COM 45865V100 2,058.88 17,985 SH DEFINED 22 16,897 0 1,088
INC
INTERLINE BRANDS INC COM 458743101 3,190.93 233,255 SH DEFINED 21 233,255 0 0
INTERMUNE INC COM 45884X103 6.72 442 SH DEFINED 22 442 0 0
INTERNAP NETWORK SVCS COM PAR $.001 45885A300 0.16 47 SH DEFINED 22 47 0 0
CORP
INTERNATIONAL BANCSHARES COM 459044103 12.37 1,200 SH DEFINED 21 1,200 0 0
COR
INTERNATIONAL BUSINESS COM 459200101 1,867.24 17,882 SH DEFINED 01 17,882 0 0
MACHS
INTERNATIONAL BUSINESS COM 459200101 7,794.43 74,645 SH DEFINED 02 74,645 0 0
MACHS
INTERNATIONAL BUSINESS COM 459200101 44,400.95 425,215 SH DEFINED 09 425,215 0 0
MACHS
INTERNATIONAL BUSINESS COM 459200101 477.09 4,569 SH DEFINED 21 4,569 0 0
MACHS
INTERNATIONAL BUSINESS COM 459200101 37,379.54 357,631 SH DEFINED 22 350,188 0 7,443
MACHS
INTERNATIONAL COM 459506101 843.56 25,736 SH DEFINED 22 24,774 0 962
FLAVORS&FRAGRA
INTERNATIONAL GAME COM 459902102 3.19 201 SH DEFINED 22 201 0 0
TECHNOLOG
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CORP
INTERNATIONAL SHIPHOLDING COM NEW 460321201 107.84 4,000 SH DEFINED 21 4,000 0 0
CO
INTERNATIONAL SPEEDWAY CL A 460335201 99.48 3,883 SH DEFINED 21 3,883 0 0
CORP
INTERNATIONAL SPEEDWAY CL A 460335201 10.61 414 SH DEFINED 22 412 0 2
CORP
INTERNATIONAL TOWER HILL COM 46051L104 4,995.00 1,350,000 SH DEFINED 09 1,350,000 0 0
MIN
INTERNET BRANDS INC COM CLASS A 460608102 34.30 4,900 SH DEFINED 21 4,900 0 0
INTERPUBLIC GROUP COS INC COM 460690100 418.14 82,800 SH DEFINED 02 82,800 0 0
INTERSECTIONS INC COM 460981301 33.87 7,300 SH DEFINED 21 7,300 0 0
INTERSIL CORP CL A 46069S109 940.61 74,830 SH DEFINED 02 74,830 0 0
INTERSIL CORP CL A 46069S109 1,610.66 128,135 SH DEFINED 09 128,135 0 0
INTERSIL CORP CL A 46069S109 0.28 22 SH DEFINED 22 22 0 0
INTL PAPER CO COM 460146103 0.33 22 SH DEFINED 22 22 0 0
INTREPID POTASH INC COM 46121Y102 5.62 200 SH DEFINED 01 200 0 0
INTREPID POTASH INC COM 46121Y102 22,659.16 806,950 SH DEFINED 09 806,950 0 0
INTREPID POTASH INC COM 46121Y102 2,803.84 99,852 SH DEFINED 21 99,852 0 0
INTREPID POTASH INC COM 46121Y102 10.11 360 SH DEFINED 22 360 0 0
INVACARE CORP COM 461203101 1,305.46 73,964 SH DEFINED 21 73,964 0 0
INVENTIV HEALTH INC COM 46122E105 15.56 1,150 SH DEFINED 21 1,150 0 0
INVERNESS MED INNOVATIONS COM 46126P106 967.14 27,182 SH DEFINED 21 27,182 0 0
IN
INVESCO LTD SHS G491BT108 615.04 34,514 SH DEFINED 01 34,514 0 0
INVESCO LTD SHS G491BT108 651.86 36,580 SH DEFINED 02 36,580 0 0
INVESCO LTD SHS G491BT108 16,036.65 899,924 SH DEFINED 09 899,924 0 0
INVESCO LTD SHS G491BT108 10,344.56 580,503 SH DEFINED 21 580,503 0 0
INVESTMENT TECHNOLOGY GRP COM 46145F105 225.76 11,072 SH DEFINED 21 11,072 0 0
NE
INVESTORS TITLE CO COM 461804106 33.61 1,250 SH DEFINED 21 1,250 0 0
INX INC COM 46185W109 5.40 1,000 SH DEFINED 21 1,000 0 0
IPASS INC COM 46261V108 4,235.20 2,647,002 SH DEFINED 09 2,647,002 0 0
IPASS INC COM 46261V108 1,307.11 816,944 SH DEFINED 21 816,944 0 0
IPC HLDGS LTD ORD G4933P101 3,184.40 116,474 SH DEFINED 21 116,474 0 0
IPC HLDGS LTD ORD G4933P101 424.73 15,535 SH DEFINED 22 15,371 0 164
IRON MTN INC COM 462846106 20,481.50 712,400 SH DEFINED 09 712,400 0 0
IRON MTN INC COM 462846106 905.05 31,480 SH DEFINED 21 31,480 0 0
IRON MTN INC COM 462846106 20,905.28 724,023 SH DEFINED 22 698,122 0 25,901
ISHARES INC MSCI UTD KINGD 464286699 7,741.06 586,000 SH DEFINED 02 586,000 0 0
ISHARES INC MSCI SWITZERLD 464286749 1,352.71 76,381 SH DEFINED 02 76,381 0 0
ISHARES INC MSCI GERMAN 464286806 339.75 18,896 SH DEFINED 02 18,896 0 0
ISHARES INC MSCI JAPAN 464286848 14.31 1,517 SH DEFINED 01 1,517 0 0
ISHARES INC MSCI JAPAN 464286848 1,859.60 197,200 SH DEFINED 21 197,200 0 0
ISHARES TR S&P 500 INDEX 464287200 6,663.20 72,222 SH DEFINED 02 72,222 0 0
ISHARES TR MSCI EMERG MKT 464287234 10,396.95 322,586 SH DEFINED 02 322,586 0 0
ISHARES TR MSCI EMERG MKT 464287234 3,357.88 104,185 SH DEFINED 09 104,185 0 0
ISHARES TR MSCI EMERG MKT 464287234 4,623.46 143,452 SH DEFINED 21 143,452 0 0
ISHARES TR MSCI EMERG MKT 464287234 10,748.71 333,500 SH DEFINED 22 333,500 0 0
ISHARES TR IBOXX INV CPBD 464287242 320.90 3,200 SH DEFINED 01 3,200 0 0
ISHARES TR IBOXX INV CPBD 464287242 101.78 1,015 SH DEFINED 21 1,015 0 0
ISHARES TR S&P LTN AM 40 464287390 2,390.60 68,814 SH DEFINED 09 68,814 0 0
ISHARES TR MSCI EAFE IDX 464287465 366.48 8,000 SH DEFINED 02 8,000 0 0
ISHARES TR MSCI EAFE IDX 464287465 155.75 3,400 SH DEFINED 21 3,400 0 0
ISHARES TR MSCI EAFE IDX 464287465 6,917.31 151,000 SH DEFINED 22 151,000 0 0
ISHARES TR RUSSELL MCP VL 464287473 16.22 560 SH DEFINED 21 560 0 0
ISHARES TR RUSSELL1000GRW 464287614 1,300.04 31,685 SH DEFINED 02 31,685 0 0
ISHARES TR RUSSELL1000GRW 464287614 94.37 2,300 SH DEFINED 21 2,300 0 0
ISHARES TR RUSSELL 1000 464287622 15,171.51 299,418 SH DEFINED 02 299,418 0 0
ISHARES TR RUSL 2000 GROW 464287648 107.71 1,900 SH DEFINED 21 1,900 0 0
ISHARES TR RUSSELL 2000 464287655 27,134.88 532,474 SH DEFINED 02 532,474 0 0
ISHARES TR S&P SMLCAP 600 464287804 2,596.83 58,395 SH DEFINED 02 58,395 0 0
ISHARES TR BARCLYS MBS BD 464288588 1,025.11 9,737 SH DEFINED 02 9,737 0 0
ISHARES TR BARCLYS CR BD 464288620 1,355.38 13,846 SH DEFINED 02 13,846 0 0
ISIS PHARMACEUTICALS INC COM 464330109 123,464.17 7,482,677 SH DEFINED 09 7,482,677 0 0
ISIS PHARMACEUTICALS INC COM 464330109 2,460.15 149,100 SH DEFINED 21 149,100 0 0
ISIS PHARMACEUTICALS INC NOTE 2.625% 464337AE4 189.21 155,000 PRN DEFINED 09 155,000 0 0
DEL 2/1
ISIS PHARMACEUTICALS INC NOTE 2.625% 464337AE4 7.32 6,000 PRN DEFINED 21 6,000 0 0
DEL 2/1
ISLE OF CAPRI CASINOS INC COM 464592104 17.57 1,319 SH DEFINED 22 903 0 416
ISTAR FINL INC COM 45031U101 35.22 12,400 SH DEFINED 21 12,400 0 0
ITAU UNIBANCO BANCO SPONS ADR 465562106 236.29 14,927 SH DEFINED 01 14,927 0 0
MULTIPL
ITAU UNIBANCO BANCO SPONS ADR 465562106 8,211.48 518,729 SH DEFINED 21 518,729 0 0
MULTIPL
ITC HLDGS CORP COM 465685105 65,037.17 1,433,800 SH DEFINED 09 1,433,800 0 0
ITC HLDGS CORP COM 465685105 1,775.93 39,152 SH DEFINED 21 39,152 0 0
ITC HLDGS CORP COM 465685105 171.64 3,784 SH DEFINED 22 3,546 0 238
ITT CORP NEW COM 450911102 886.89 19,930 SH DEFINED 02 19,930 0 0
ITT CORP NEW COM 450911102 1,485.86 33,390 SH DEFINED 09 33,390 0 0
ITT CORP NEW COM 450911102 693.04 15,574 SH DEFINED 21 15,574 0 0
ITT EDUCATIONAL SERVICES COM 45068B109 70,207.49 697,375 SH DEFINED 22 675,638 0 21,737
INC
J & J SNACK FOODS CORP COM 466032109 719.26 20,035 SH DEFINED 22 11,884 0 8,151
J CREW GROUP INC COM 46612H402 4,925.59 182,298 SH DEFINED 22 159,908 0 22,390
J2 GLOBAL COMMUNICATIONS COM NEW 46626E205 2,264.35 100,370 SH DEFINED 21 100,370 0 0
INC
J2 GLOBAL COMMUNICATIONS COM NEW 46626E205 2,791.01 123,715 SH DEFINED 22 100,725 0 22,990
INC
JABIL CIRCUIT INC COM 466313103 28.20 3,800 SH DEFINED 21 3,800 0 0
JABIL CIRCUIT INC COM 466313103 0.39 52 SH DEFINED 22 52 0 0
JACK IN THE BOX INC COM 466367109 16.73 745 SH DEFINED 22 745 0 0
JACKSON HEWITT TAX SVCS COM 468202106 2,443.78 390,380 SH DEFINED 21 390,380 0 0
INC
JACKSON HEWITT TAX SVCS COM 468202106 189.25 30,231 SH DEFINED 22 29,401 0 830
INC
JACOBS ENGR GROUP INC DEL COM 469814107 101.02 2,400 SH DEFINED 01 2,400 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 235.70 5,600 SH DEFINED 02 5,600 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 7,517.27 178,600 SH DEFINED 09 178,600 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 92.60 2,200 SH DEFINED 21 2,200 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 0.17 4 SH DEFINED 22 4 0 0
JAKKS PAC INC COM 47012E106 1,718.33 133,931 SH DEFINED 21 133,931 0 0
JAKKS PAC INC COM 47012E106 1,921.16 149,731 SH DEFINED 22 147,176 0 2,555
JANUS CAP GROUP INC COM 47102X105 867.77 76,120 SH DEFINED 21 76,120 0 0
JARDEN CORP COM 471109108 898.09 47,898 SH DEFINED 21 47,898 0 0
JARDEN CORP COM 471109108 42.21 2,251 SH DEFINED 22 2,251 0 0
JETBLUE AIRWAYS CORP COM 477143101 70,000.67 16,393,600 SH DEFINED 09 ######## 0 0
JETBLUE AIRWAYS CORP COM 477143101 7,713.94 1,806,544 SH DEFINED 21 1,806,544 0 0
JETBLUE AIRWAYS CORP COM 477143101 21.53 5,041 SH DEFINED 22 4,892 0 149
JETBLUE AIRWAYS CORP DBCV 477143AF8 7,490.86 7,233,000 PRN DEFINED 09 7,233,000 0 0
6.750%10/1
JETBLUE AIRWAYS CORP DBCV 477143AF8 278.59 269,000 PRN DEFINED 21 269,000 0 0
6.750%10/1
JETBLUE AIRWAYS CORP DBCV 477143AG6 7,454.69 7,233,000 PRN DEFINED 09 7,233,000 0 0
6.750%10/1
JETBLUE AIRWAYS CORP DBCV 477143AG6 277.24 269,000 PRN DEFINED 21 269,000 0 0
6.750%10/1
JO-ANN STORES INC COM 47758P307 7.23 350 SH DEFINED 21 350 0 0
JOHNSON & JOHNSON COM 478160104 50,403.55 889,125 SH DEFINED 01 889,125 0 0
JOHNSON & JOHNSON COM 478160104 13,352.26 235,075 SH DEFINED 02 235,075 0 0
JOHNSON & JOHNSON COM 478160104 95,129.78 1,674,820 SH DEFINED 09 1,674,820 0 0
JOHNSON & JOHNSON COM 478160104 21,858.06 384,825 SH DEFINED 21 384,825 0 0
JOHNSON & JOHNSON COM 478160104 1,668.16 29,279 SH DEFINED 22 29,279 0 0
JOHNSON CTLS INC COM 478366107 47.55 2,189 SH DEFINED 22 2,176 0 13
JOHNSON CTLS INC UNIT 99/99/9999 478366602 21,111.77 195,100 SH DEFINED 09 195,100 0 0
JOHNSON CTLS INC UNIT 99/99/9999 478366602 671.01 6,201 SH DEFINED 21 6,201 0 0
JOHNSON CTLS INC NOTE 6.500% 478366AS6 11,751.92 5,846,000 PRN DEFINED 09 5,846,000 0 0
9/3
JOHNSON CTLS INC NOTE 6.500% 478366AS6 373.91 186,000 PRN DEFINED 21 186,000 0 0
9/3
JONES APPAREL GROUP INC COM 480074103 1,224.70 114,138 SH DEFINED 22 62,788 0 51,350
JONES LANG LASALLE INC COM 48020Q107 20,171.92 616,313 SH DEFINED 09 616,313 0 0
JONES LANG LASALLE INC COM 48020Q107 6.12 187 SH DEFINED 21 187 0 0
JOS A BANK CLOTHIERS INC COM 480838101 7,160.86 207,819 SH DEFINED 22 192,135 0 15,684
JOY GLOBAL INC COM 481165108 1.43 40 SH DEFINED 21 40 0 0
JOY GLOBAL INC COM 481165108 97.12 2,719 SH DEFINED 22 2,686 0 33
JPMORGAN CHASE & CO COM 46625H100 1,901.84 55,756 SH DEFINED 01 55,756 0 0
JPMORGAN CHASE & CO COM 46625H100 1,118.81 32,800 SH DEFINED 02 32,800 0 0
JPMORGAN CHASE & CO COM 46625H100 172,010.42 5,042,815 SH DEFINED 09 5,042,815 0 0
JPMORGAN CHASE & CO COM 46625H100 36,213.60 1,061,671 SH DEFINED 21 1,061,671 0 0
JUNIPER NETWORKS INC COM 48203R104 5,571.96 236,100 SH DEFINED 09 236,100 0 0
K12 INC COM 48273U102 1,340.41 62,200 SH DEFINED 09 62,200 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 109.99 3,063 SH DEFINED 22 3,026 0 37
KAMAN CORP COM 483548103 0.32 19 SH DEFINED 22 19 0 0
KAPSTONE PAPER & COM 48562P103 62.38 13,300 SH DEFINED 21 13,300 0 0
PACKAGING C
KB HOME COM 48666K109 376.62 27,531 SH DEFINED 09 27,531 0 0
KB HOME COM 48666K109 181.62 13,276 SH DEFINED 22 13,129 0 147
KBR INC COM 48242W106 15,050.54 816,189 SH DEFINED 22 791,889 0 24,300
KELLOGG CO COM 487836108 2,593.93 57,036 SH DEFINED 01 57,036 0 0
KELLOGG CO COM 487836108 1,369.16 29,400 SH DEFINED 02 29,400 0 0
KELLOGG CO COM 487836108 51,627.97 1,108,610 SH DEFINED 09 1,108,610 0 0
KELLOGG CO COM 487836108 530.90 11,400 SH DEFINED 21 11,400 0 0
KELLOGG CO COM 487836108 0.70 15 SH DEFINED 22 15 0 0
KELLY SVCS INC CL A 488152208 135.62 12,385 SH DEFINED 22 11,481 0 904
KENDLE INTERNATIONAL INC NOTE 3.375% 48880LAA5 2,460.68 3,255,000 PRN DEFINED 09 3,255,000 0 0
7/1
KENDLE INTERNATIONAL INC NOTE 3.375% 48880LAA5 157.24 208,000 PRN DEFINED 21 208,000 0 0
7/1
KENEXA CORP COM 488879107 7,775.07 672,003 SH DEFINED 09 672,003 0 0
KENEXA CORP COM 488879107 2,400.20 207,450 SH DEFINED 21 207,450 0 0
KENNAMETAL INC COM 489170100 469.56 24,482 SH DEFINED 09 24,482 0 0
KENNAMETAL INC COM 489170100 1.78 93 SH DEFINED 22 93 0 0
KENSEY NASH CORP COM 490057106 0.94 36 SH DEFINED 22 36 0 0
KEYCORP NEW COM 493267108 51.89 9,903 SH DEFINED 21 9,903 0 0
KEYCORP NEW COM 493267108 1.07 204 SH DEFINED 22 204 0 0
KFORCE INC COM 493732101 95.11 11,500 SH DEFINED 21 11,500 0 0
KIMBERLY CLARK CORP COM 494368103 62,853.10 1,200,685 SH DEFINED 01 1,200,685 0 0
KIMBERLY CLARK CORP COM 494368103 4,239.23 80,855 SH DEFINED 02 80,855 0 0
KIMBERLY CLARK CORP COM 494368103 46,117.95 879,610 SH DEFINED 09 879,610 0 0
KIMBERLY CLARK CORP COM 494368103 402.61 7,673 SH DEFINED 22 7,673 0 0
KIMCO REALTY CORP COM 49446R109 703.50 70,000 SH DEFINED 22 70,000 0 0
KINDER MORGAN MGMT LLC COM 49455U100 0.09 2 SH DEFINED 21 2 0 0
KINDRED HEALTHCARE INC COM 494580103 1,932.80 156,249 SH DEFINED 22 99,647 0 56,602
KINETIC CONCEPTS INC COM NEW 49460W208 2,405.03 86,957 SH DEFINED 22 81,748 0 5,209
KING PHARMACEUTICALS INC COM 495582108 3,047.90 316,500 SH DEFINED 09 316,500 0 0
KING PHARMACEUTICALS INC COM 495582108 23.11 2,400 SH DEFINED 21 2,400 0 0
KING PHARMACEUTICALS INC COM 495582108 29.19 3,031 SH DEFINED 22 2,995 0 36
KINROSS GOLD CORP COM NO PAR 496902404 29.04 1,600 SH DEFINED 01 1,600 0 0
KINROSS GOLD CORP COM NO PAR 496902404 52,315.56 2,882,400 SH DEFINED 09 2,882,400 0 0
KINROSS GOLD CORP COM NO PAR 496902404 2,733.39 150,600 SH DEFINED 21 150,600 0 0
KIRBY CORP COM 497266106 83.73 2,634 SH DEFINED 22 2,612 0 22
KIRKLANDS INC COM 497498105 103.11 8,585 SH DEFINED 21 8,585 0 0
KLA-TENCOR CORP COM 482480100 2,578.03 102,100 SH DEFINED 09 102,100 0 0
KLA-TENCOR CORP COM 482480100 258.35 10,232 SH DEFINED 22 9,409 0 823
KNIGHT CAPITAL GROUP INC CL A 499005106 3,596.07 210,914 SH DEFINED 22 207,842 0 3,072
KOHLS CORP COM 500255104 6,817.34 159,470 SH DEFINED 09 159,470 0 0
KOHLS CORP COM 500255104 9,142.03 213,834 SH DEFINED 22 203,869 0 9,965
KOPPERS HOLDINGS INC COM 50060P106 568.93 21,575 SH DEFINED 02 21,575 0 0
KOPPERS HOLDINGS INC COM 50060P106 2,888.67 109,526 SH DEFINED 22 107,944 0 1,582
KORN FERRY INTL COM NEW 500643200 1.32 124 SH DEFINED 22 124 0 0
KRAFT FOODS INC CL A 50075N104 58,576.78 2,315,848 SH DEFINED 01 2,315,848 0 0
KRAFT FOODS INC CL A 50075N104 37,864.93 1,494,275 SH DEFINED 09 1,494,275 0 0
KRAFT FOODS INC CL A 50075N104 10,226.06 403,554 SH DEFINED 21 403,554 0 0
KRAFT FOODS INC CL A 50075N104 11.56 456 SH DEFINED 22 456 0 0
KROGER CO COM 501044101 2,389.71 108,377 SH DEFINED 01 108,377 0 0
KROGER CO COM 501044101 1,770.62 80,300 SH DEFINED 02 80,300 0 0
KROGER CO COM 501044101 43,557.57 1,975,400 SH DEFINED 09 1,975,400 0 0
KROGER CO COM 501044101 679.14 30,800 SH DEFINED 21 30,800 0 0
KROGER CO COM 501044101 12,284.66 548,197 SH DEFINED 22 537,317 0 10,880
KT CORP SPONSORED ADR 48268K101 3,680.47 256,300 SH DEFINED 21 256,300 0 0
L-3 COMMUNICATIONS HLDGS COM 502424104 122.32 1,763 SH DEFINED 09 1,763 0 0
INC
L-3 COMMUNICATIONS HLDGS COM 502424104 17,418.49 250,241 SH DEFINED 22 243,183 0 7,058
INC
LABORATORY CORP AMER COM NEW 50540R409 4.39 63 SH DEFINED 22 46 0 17
HLDGS
LABRANCHE & CO INC COM 505447102 115.24 26,800 SH DEFINED 21 26,800 0 0
LABRANCHE & CO INC COM 505447102 7.82 1,819 SH DEFINED 22 1,809 0 10
LACLEDE GROUP INC COM 505597104 811.12 24,483 SH DEFINED 22 16,409 0 8,074
LADISH INC COM NEW 505754200 0.01 1 SH DEFINED 22 1 0 0
LANCASTER COLONY CORP COM 513847103 13,022.14 295,481 SH DEFINED 22 232,074 0 63,407
LANCE INC COM 514606102 0.88 38 SH DEFINED 22 38 0 0
LANDSTAR SYS INC COM 515098101 9,236.05 257,200 SH DEFINED 09 257,200 0 0
LANDSTAR SYS INC COM 515098101 2,849.46 79,350 SH DEFINED 21 79,350 0 0
LAWSON SOFTWARE INC NEW NOTE 2.500% 52078PAA0 6,823.67 7,953,000 PRN DEFINED 09 7,953,000 0 0
4/1
LAWSON SOFTWARE INC NEW NOTE 2.500% 52078PAA0 228.23 266,000 PRN DEFINED 21 266,000 0 0
4/1
LAYNE CHRISTENSEN CO COM 521050104 268.65 13,137 SH DEFINED 22 12,285 0 852
LEAP WIRELESS INTL INC COM NEW 521863308 1,327.08 40,300 SH DEFINED 09 40,300 0 0
LEGG MASON INC COM 524901105 962.42 39,476 SH DEFINED 01 39,476 0 0
LEGGETT & PLATT INC COM 524660107 1,891.26 124,180 SH DEFINED 02 124,180 0 0
LEGGETT & PLATT INC COM 524660107 3,177.43 208,630 SH DEFINED 09 208,630 0 0
LEGGETT & PLATT INC COM 524660107 189.57 12,447 SH DEFINED 22 11,373 0 1,074
LENDER PROCESSING SVCS COM 52602E102 17,981.08 647,500 SH DEFINED 09 647,500 0 0
INC
LENDER PROCESSING SVCS COM 52602E102 316.88 11,411 SH DEFINED 21 11,411 0 0
INC
LENDER PROCESSING SVCS COM 52602E102 1.33 48 SH DEFINED 22 48 0 0
INC
LENNAR CORP CL A 526057104 12,949.72 1,336,400 SH DEFINED 09 1,336,400 0 0
LENNAR CORP CL A 526057104 3,435.11 354,500 SH DEFINED 21 354,500 0 0
LENNAR CORP CL A 526057104 8,327.71 859,412 SH DEFINED 22 832,515 0 26,897
LEXINGTON REALTY TRUST COM 529043101 49.33 14,509 SH DEFINED 21 14,509 0 0
LEXMARK INTL NEW CL A 529771107 961.10 60,637 SH DEFINED 09 60,637 0 0
LEXMARK INTL NEW CL A 529771107 202.12 12,752 SH DEFINED 21 12,752 0 0
LEXMARK INTL NEW CL A 529771107 9,398.34 592,956 SH DEFINED 22 574,342 0 18,614
LHC GROUP INC COM 50187A107 7,899.66 355,690 SH DEFINED 22 323,152 0 32,538
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 1,166.83 232,900 SH DEFINED 09 232,900 0 0
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 21,051.18 4,201,832 SH DEFINED 21 4,201,832 0 0
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 0.01 2 SH DEFINED 22 2 0 0
LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 0.01 1 SH DEFINED 22 1 0 0
LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 1,002.03 37,459 SH DEFINED 09 37,459 0 0
LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 17,467.16 653,282 SH DEFINED 21 653,282 0 0
LIBERTY PPTY TR SH BEN INT 531172104 230.40 10,000 SH DEFINED 22 10,000 0 0
LIFE PARTNERS HOLDINGS COM 53215T106 2,135.68 150,606 SH DEFINED 22 132,731 0 17,875
INC
LIFE TECHNOLOGIES CORP COM 53217V109 250.36 6,001 SH DEFINED 21 6,001 0 0
LIFE TIME FITNESS INC COM 53217R207 2,014.46 100,676 SH DEFINED 22 75,155 0 25,521
LIFEPOINT HOSPITALS INC COM 53219L109 148.13 5,643 SH DEFINED 22 5,643 0 0
LILLY ELI & CO COM 532457108 42,519.04 1,230,778 SH DEFINED 01 1,230,778 0 0
LILLY ELI & CO COM 532457108 19,256.90 555,915 SH DEFINED 09 555,915 0 0
LILLY ELI & CO COM 532457108 1,129.23 32,599 SH DEFINED 22 32,348 0 251
LIMITED BRANDS INC COM 532716107 295.30 24,670 SH DEFINED 02 24,670 0 0
LIMITED BRANDS INC COM 532716107 31.74 2,652 SH DEFINED 22 2,642 0 10
LINCARE HLDGS INC COM 532791100 80.67 3,430 SH DEFINED 22 3,031 0 399
LINCOLN EDL SVCS CORP COM 533535100 2,030.59 97,018 SH DEFINED 22 68,577 0 28,441
LINCOLN NATL CORP IND COM 534187109 475.13 27,608 SH DEFINED 21 27,608 0 0
LINCOLN NATL CORP IND COM 534187109 6.15 358 SH DEFINED 22 36 0 322
LINEAR TECHNOLOGY CORP COM 535678106 1,662.29 71,190 SH DEFINED 02 71,190 0 0
LINEAR TECHNOLOGY CORP COM 535678106 5,764.41 246,870 SH DEFINED 09 246,870 0 0
LITHIA MTRS INC CL A 536797103 25.87 2,800 SH DEFINED 21 2,800 0 0
LJ INTL INC ORD G55312105 489.26 250,900 SH DEFINED 09 250,900 0 0
LJ INTL INC ORD G55312105 151.07 77,474 SH DEFINED 21 77,474 0 0
LOCKHEED MARTIN CORP COM 539830109 985.87 12,224 SH DEFINED 01 12,224 0 0
LOCKHEED MARTIN CORP COM 539830109 3,355.85 41,610 SH DEFINED 02 41,610 0 0
LOCKHEED MARTIN CORP COM 539830109 20,455.18 253,629 SH DEFINED 09 253,629 0 0
LOCKHEED MARTIN CORP COM 539830109 38,342.02 474,762 SH DEFINED 22 462,243 0 12,519
LODGENET INTERACTIVE CORP COM 540211109 417.65 122,838 SH DEFINED 09 122,838 0 0
LODGENET INTERACTIVE CORP COM 540211109 128.89 37,910 SH DEFINED 21 37,910 0 0
LOEWS CORP COM 540424108 161.66 5,900 SH DEFINED 01 5,900 0 0
LOEWS CORP COM 540424108 17,518.30 639,354 SH DEFINED 09 639,354 0 0
LOEWS CORP COM 540424108 696.37 25,415 SH DEFINED 21 25,415 0 0
LOEWS CORP COM 540424108 40.91 1,493 SH DEFINED 22 1,493 0 0
LORILLARD INC COM 544147101 850.51 12,550 SH DEFINED 09 12,550 0 0
LORILLARD INC COM 544147101 14,124.04 208,411 SH DEFINED 21 208,411 0 0
LOUISIANA PAC CORP COM 546347105 1,042.32 304,771 SH DEFINED 22 296,162 0 8,609
LOWES COS INC COM 548661107 33.58 1,730 SH DEFINED 22 1,709 0 21
LSI CORP COM 502161102 0.02 4 SH DEFINED 21 4 0 0
LTC PPTYS INC COM 502175102 2,757.99 134,865 SH DEFINED 21 134,865 0 0
LUBRIZOL CORP COM 549271104 6,841.03 144,600 SH DEFINED 09 144,600 0 0
LUBRIZOL CORP COM 549271104 96.70 2,044 SH DEFINED 22 2,012 0 32
LUFKIN INDS INC COM 549764108 6.77 161 SH DEFINED 22 161 0 0
LULULEMON ATHLETICA INC COM 550021109 1,279.18 98,172 SH DEFINED 09 98,172 0 0
LULULEMON ATHLETICA INC COM 550021109 394.25 30,257 SH DEFINED 21 30,257 0 0
M & T BK CORP COM 55261F104 57.69 1,133 SH DEFINED 21 1,133 0 0
M D C HLDGS INC COM 552676108 3.67 122 SH DEFINED 22 122 0 0
M/I HOMES INC COM 55305B101 97.90 10,000 SH DEFINED 21 10,000 0 0
M/I HOMES INC COM 55305B101 0.14 14 SH DEFINED 22 14 0 0
MACROVISION SOLUTIONS COM 55611C108 3,090.67 141,304 SH DEFINED 22 132,967 0 8,337
CORP
MACYS INC COM 55616P104 141.48 12,031 SH DEFINED 21 12,031 0 0
MADDEN STEVEN LTD COM 556269108 2,098.01 82,849 SH DEFINED 22 69,951 0 12,898
MAGELLAN HEALTH SVCS INC COM NEW 559079207 1,230.42 37,490 SH DEFINED 21 37,490 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 151.99 4,631 SH DEFINED 22 4,369 0 262
MAGELLAN PETE CORP COM 559091301 62.49 56,300 SH DEFINED 21 56,300 0 0
MAGMA DESIGN AUTOMATION COM 559181102 89.12 61,040 SH DEFINED 09 61,040 0 0
MAGMA DESIGN AUTOMATION COM 559181102 27.51 18,844 SH DEFINED 21 18,844 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 2,377.67 362,450 SH DEFINED 21 362,450 0 0
MAIDENFORM BRANDS INC COM 560305104 182.76 15,934 SH DEFINED 22 12,163 0 3,771
MAINSOURCE FINANCIAL GP COM 56062Y102 0.03 4 SH DEFINED 22 4 0 0
INC
MANPOWER INC COM 56418H100 13.76 325 SH DEFINED 21 325 0 0
MANPOWER INC COM 56418H100 1.06 25 SH DEFINED 22 25 0 0
MANTECH INTL CORP CL A 564563104 45,474.94 1,056,574 SH DEFINED 09 1,056,574 0 0
MANTECH INTL CORP CL A 564563104 1,623.73 37,726 SH DEFINED 21 37,726 0 0
MANTECH INTL CORP CL A 564563104 1.42 33 SH DEFINED 22 33 0 0
MARATHON OIL CORP COM 565849106 9,413.67 312,435 SH DEFINED 09 312,435 0 0
MARATHON OIL CORP COM 565849106 710.91 23,595 SH DEFINED 22 23,359 0 236
MARINEMAX INC COM 567908108 20.98 6,100 SH DEFINED 21 6,100 0 0
MARINER ENERGY INC COM 56845T305 938.53 79,875 SH DEFINED 21 79,875 0 0
MARINER ENERGY INC COM 56845T305 0.61 52 SH DEFINED 22 52 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,128.59 51,137 SH DEFINED 09 51,137 0 0
MARSHALL & ILSLEY CORP COM 571837103 13.90 2,895 SH DEFINED 22 2,867 0 28
NEW
MARTEK BIOSCIENCES CORP COM 572901106 0.91 43 SH DEFINED 22 41 0 2
MARTEN TRANS LTD COM 573075108 850.10 40,949 SH DEFINED 22 24,336 0 16,613
MARVELL TECHNOLOGY GROUP ORD G5876H105 2,899.52 249,100 SH DEFINED 09 249,100 0 0
LTD
MARVELL TECHNOLOGY GROUP ORD G5876H105 7.66 658 SH DEFINED 22 658 0 0
LTD
MASIMO CORP COM 574795100 47,363.13 1,964,460 SH DEFINED 09 1,964,460 0 0
MASIMO CORP COM 574795100 872.16 36,174 SH DEFINED 21 36,174 0 0
MASIMO CORP COM 574795100 338.91 13,968 SH DEFINED 22 13,275 0 693
MASTEC INC COM 576323109 1,330.22 113,500 SH DEFINED 09 113,500 0 0
MASTEC INC COM 576323109 427.78 36,500 SH DEFINED 21 36,500 0 0
MASTEC INC NOTE 4.000% 576323AG4 1,098.32 1,132,000 PRN DEFINED 09 1,132,000 0 0
6/1
MASTEC INC NOTE 4.000% 576323AG4 357.05 368,000 PRN DEFINED 21 368,000 0 0
6/1
MASTERCARD INC CL A 57636Q104 83,069.42 496,500 SH DEFINED 09 496,500 0 0
MASTERCARD INC CL A 57636Q104 24.26 145 SH DEFINED 21 145 0 0
MATRIXX INITIATIVES INC COM 57685L105 9.78 1,750 SH DEFINED 21 1,750 0 0
MATRIXX INITIATIVES INC COM 57685L105 885.20 158,354 SH DEFINED 22 126,526 0 31,828
MATTEL INC COM 577081102 2,659.81 165,720 SH DEFINED 02 165,720 0 0
MATTEL INC COM 577081102 4,558.52 284,020 SH DEFINED 09 284,020 0 0
MATTSON TECHNOLOGY INC COM 577223100 0.16 136 SH DEFINED 22 136 0 0
MAX CAPITAL GROUP LTD SHS G6052F103 194.37 10,529 SH DEFINED 22 4,718 0 5,811
MAXIM INTEGRATED PRODS COM 57772K101 720.52 45,922 SH DEFINED 09 45,922 0 0
INC
MAXIM INTEGRATED PRODS COM 57772K101 6.72 428 SH DEFINED 22 428 0 0
INC
MAXIMUS INC COM 577933104 138.89 3,367 SH DEFINED 22 3,110 0 257
MAXTOR CORP NOTE 6.800% 577729AC0 5,035.66 5,011,650 PRN DEFINED 09 5,011,650 0 0
4/3
MAXTOR CORP NOTE 6.800% 577729AC0 1.36 1,350 PRN DEFINED 21 1,350 0 0
4/3
MAXYGEN INC COM 577776107 84.00 12,500 SH DEFINED 21 12,500 0 0
MB FINANCIAL INC NEW COM 55264U108 84.14 8,257 SH DEFINED 21 8,257 0 0
MB FINANCIAL INC NEW COM 55264U108 0.02 2 SH DEFINED 22 2 0 0
MBIA INC COM 55262C100 0.68 156 SH DEFINED 22 156 0 0
MCAFEE INC COM 579064106 2,733.91 64,800 SH DEFINED 09 64,800 0 0
MCAFEE INC COM 579064106 1,191.59 28,176 SH DEFINED 22 26,510 0 1,666
MCDERMOTT INTL INC COM 580037109 29.04 1,430 SH DEFINED 22 1,418 0 12
MCDONALDS CORP COM 580135101 19,756.42 344,370 SH DEFINED 01 344,370 0 0
MCDONALDS CORP COM 580135101 4,071.73 70,825 SH DEFINED 02 70,825 0 0
MCDONALDS CORP COM 580135101 93,865.94 1,632,735 SH DEFINED 09 1,632,735 0 0
MCDONALDS CORP COM 580135101 16,911.08 294,157 SH DEFINED 21 294,157 0 0
MCDONALDS CORP COM 580135101 2.07 36 SH DEFINED 22 36 0 0
MCG CAPITAL CORP COM 58047P107 54.43 22,400 SH DEFINED 21 22,400 0 0
MCGRAW HILL COS INC COM 580645109 118.39 3,932 SH DEFINED 22 3,821 0 111
MCKESSON CORP COM 58155Q103 7.66 174 SH DEFINED 01 174 0 0
MCKESSON CORP COM 58155Q103 1.54 35 SH DEFINED 21 35 0 0
MCKESSON CORP COM 58155Q103 11,050.69 248,602 SH DEFINED 22 244,433 0 4,169
MDS INC COM 55269P302 758.81 142,100 SH DEFINED 21 142,100 0 0
MEADOWBROOK INS GROUP INC COM 58319P108 34.61 5,300 SH DEFINED 21 5,300 0 0
MEADOWBROOK INS GROUP INC COM 58319P108 1,146.53 175,579 SH DEFINED 22 96,882 0 78,697
MEADWESTVACO CORP COM 583334107 828.31 50,476 SH DEFINED 09 50,476 0 0
MEADWESTVACO CORP COM 583334107 641.19 39,073 SH DEFINED 21 39,073 0 0
MEADWESTVACO CORP COM 583334107 709.62 43,243 SH DEFINED 22 42,843 0 400
MEDCATH CORP COM 58404W109 521.93 44,382 SH DEFINED 22 17,424 0 26,958
MEDCO HEALTH SOLUTIONS COM 58405U102 91.08 1,997 SH DEFINED 22 1,979 0 18
INC
MEDIA GEN INC CL A 584404107 20.68 9,800 SH DEFINED 21 9,800 0 0
MEDIACOM COMMUNICATIONS CL A 58446K105 427.31 83,623 SH DEFINED 22 30,909 0 52,714
CORP
MEDICAL ACTION INDS INC COM 58449L100 24.07 2,102 SH DEFINED 22 230 0 1,872
MEDNAX INC COM 58502B106 2,723.86 64,029 SH DEFINED 22 60,036 0 3,993
MEDTRONIC INC COM 585055106 975.87 27,970 SH DEFINED 02 27,970 0 0
MEDTRONIC INC COM 585055106 1,612.09 46,205 SH DEFINED 09 46,205 0 0
MEDTRONIC INC COM 585055106 8,329.98 237,268 SH DEFINED 22 230,217 0 7,051
MEMC ELECTR MATLS INC COM 552715104 23,383.87 1,312,963 SH DEFINED 09 1,312,963 0 0
MEMC ELECTR MATLS INC COM 552715104 6,574.60 369,152 SH DEFINED 21 369,152 0 0
MENS WEARHOUSE INC COM 587118100 1,765.27 92,037 SH DEFINED 22 65,801 0 26,236
MENTOR GRAPHICS CORP SDCV 6.250% 587200AF3 757.38 962,000 PRN DEFINED 09 962,000 0 0
3/0
MENTOR GRAPHICS CORP SDCV 6.250% 587200AF3 29.92 38,000 PRN DEFINED 21 38,000 0 0
3/0
MERCER INS GROUP INC COM 587902107 27.03 1,700 SH DEFINED 21 1,700 0 0
MERCK & CO INC COM 589331107 25,568.08 917,517 SH DEFINED 01 917,517 0 0
MERCK & CO INC COM 589331107 5,985.96 214,090 SH DEFINED 02 214,090 0 0
MERCK & CO INC COM 589331107 33,309.73 1,191,335 SH DEFINED 09 1,191,335 0 0
MERCK & CO INC COM 589331107 12,106.96 433,010 SH DEFINED 21 433,010 0 0
MERCK & CO INC COM 589331107 444.03 15,881 SH DEFINED 22 15,785 0 96
MERCURY GENL CORP NEW COM 589400100 4.35 130 SH DEFINED 22 130 0 0
MEREDITH CORP COM 589433101 19.98 782 SH DEFINED 22 782 0 0
MERIT MED SYS INC COM 589889104 0.11 7 SH DEFINED 22 7 0 0
MERITAGE HOMES CORP COM 59001A102 18,162.39 963,011 SH DEFINED 09 963,011 0 0
MERITAGE HOMES CORP COM 59001A102 5,691.95 301,800 SH DEFINED 21 301,800 0 0
MERITAGE HOMES CORP COM 59001A102 205.03 10,871 SH DEFINED 22 10,610 0 261
METLIFE INC COM 59156R108 1,672.64 55,736 SH DEFINED 01 55,736 0 0
METLIFE INC COM 59156R108 3,184.81 106,125 SH DEFINED 02 106,125 0 0
METLIFE INC COM 59156R108 22,092.76 736,180 SH DEFINED 09 736,180 0 0
METLIFE INC COM 59156R108 13,783.62 459,301 SH DEFINED 21 459,301 0 0
METLIFE INC COM 59156R108 2.37 79 SH DEFINED 22 79 0 0
METROPCS COMMUNICATIONS COM 591708102 483.42 36,320 SH DEFINED 22 33,715 0 2,605
INC
METROPOLITAN HEALTH COM 592142103 13.87 6,900 SH DEFINED 21 6,900 0 0
NETWORKS
METTLER TOLEDO COM 592688105 1.39 18 SH DEFINED 22 18 0 0
INTERNATIONAL
MFA FINANCIAL INC COM 55272X102 2,631.00 380,202 SH DEFINED 21 380,202 0 0
MGE ENERGY INC COM 55277P104 2,032.12 60,570 SH DEFINED 21 60,570 0 0
MGIC INVT CORP WIS COM 552848103 1,338.48 304,200 SH DEFINED 21 304,200 0 0
MGM MIRAGE COM 552953101 0.86 135 SH DEFINED 22 135 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 36,736.21 1,629,100 SH DEFINED 09 1,629,100 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 10.46 464 SH DEFINED 21 464 0 0
MICRON TECHNOLOGY INC COM 595112103 58.92 11,644 SH DEFINED 22 11,580 0 64
MICROS SYS INC COM 594901100 22.00 869 SH DEFINED 22 869 0 0
MICROSEMI CORP COM 595137100 19,358.49 1,402,789 SH DEFINED 09 1,402,789 0 0
MICROSEMI CORP COM 595137100 1,641.36 118,939 SH DEFINED 21 118,939 0 0
MICROSOFT CORP COM 594918104 1,912.94 80,477 SH DEFINED 01 80,477 0 0
MICROSOFT CORP COM 594918104 10,319.51 434,140 SH DEFINED 02 434,140 0 0
MICROSOFT CORP COM 594918104 47,441.12 1,995,840 SH DEFINED 09 1,995,840 0 0
MICROSOFT CORP COM 594918104 530.07 22,300 SH DEFINED 21 22,300 0 0
MICROSOFT CORP COM 594918104 3,408.85 143,410 SH DEFINED 22 142,024 0 1,386
MILLER HERMAN INC COM 600544100 26.22 1,709 SH DEFINED 22 1,709 0 0
MILLICOM INTL CELLULAR S SHS NEW L6388F110 3,285.58 58,400 SH DEFINED 21 58,400 0 0
A
MILLIPORE CORP COM 601073109 509.31 7,248 SH DEFINED 22 6,807 0 441
MINERALS TECHNOLOGIES INC COM 603158106 0.40 11 SH DEFINED 22 11 0 0
MIPS TECHNOLOGIES INC COM 604567107 0.43 142 SH DEFINED 22 142 0 0
MIRANT CORP NEW COM 60467R100 460.19 29,237 SH DEFINED 09 29,237 0 0
MIRANT CORP NEW COM 60467R100 4,917.86 312,445 SH DEFINED 22 301,805 0 10,640
MITSUBISHI UFJ FINL GROUP SPONSORED ADR 606822104 0.00 0 SH DEFINED 22 0 0 0
IN
MOLEX INC COM 608554101 657.53 42,285 SH DEFINED 09 42,285 0 0
MOLEX INC COM 608554101 5,574.12 358,463 SH DEFINED 22 347,988 0 10,475
MOLINA HEALTHCARE INC COM 60855R100 107.66 4,501 SH DEFINED 22 4,485 0 16
MOMENTA PHARMACEUTICALS COM 60877T100 34,882.66 2,899,639 SH DEFINED 09 2,899,639 0 0
INC
MOMENTA PHARMACEUTICALS COM 60877T100 868.61 72,204 SH DEFINED 21 72,204 0 0
INC
MONOGRAM BIOSCIENCES INC COM NEW 60975U207 15,834.35 3,495,442 SH DEFINED 09 3,495,442 0 0
MONOGRAM BIOSCIENCES INC COM NEW 60975U207 4.86 1,072 SH DEFINED 21 1,072 0 0
MONOLITHIC PWR SYS INC COM 609839105 2,113.80 94,311 SH DEFINED 22 87,616 0 6,695
MONRO MUFFLER BRAKE INC COM 610236101 1,161.53 45,178 SH DEFINED 22 31,439 0 13,739
MONSANTO CO NEW COM 61166W101 37,853.93 509,200 SH DEFINED 09 509,200 0 0
MONSANTO CO NEW COM 61166W101 11.08 149 SH DEFINED 21 149 0 0
MONSANTO CO NEW COM 61166W101 532.50 7,163 SH DEFINED 22 7,102 0 61
MONSTER WORLDWIDE INC COM 611742107 938.02 79,426 SH DEFINED 09 79,426 0 0
MONSTER WORLDWIDE INC COM 611742107 289.06 24,476 SH DEFINED 21 24,476 0 0
MONTPELIER RE HOLDINGS SHS G62185106 1,927.70 145,049 SH DEFINED 21 145,049 0 0
LTD
MONTPELIER RE HOLDINGS SHS G62185106 309.94 23,321 SH DEFINED 22 15,417 0 7,904
LTD
MOOG INC CL A 615394202 284.84 11,036 SH DEFINED 22 10,824 0 212
MORGAN STANLEY COM NEW 617446448 75,944.94 2,663,800 SH DEFINED 09 2,663,800 0 0
MORGAN STANLEY COM NEW 617446448 18,426.95 646,333 SH DEFINED 21 646,333 0 0
MOSAIC CO COM 61945A107 13.29 300 SH DEFINED 01 300 0 0
MOSAIC CO COM 61945A107 46,483.99 1,049,300 SH DEFINED 09 1,049,300 0 0
MOSAIC CO COM 61945A107 9.30 210 SH DEFINED 21 210 0 0
MOSAIC CO COM 61945A107 28,955.65 653,624 SH DEFINED 22 632,633 0 20,991
MOTOROLA INC COM 620076109 79.92 12,054 SH DEFINED 22 12,010 0 44
MSCI INC CL A 55354G100 28,427.70 1,163,163 SH DEFINED 09 1,163,163 0 0
MSCI INC CL A 55354G100 8.31 340 SH DEFINED 21 340 0 0
MSCI INC CL A 55354G100 34.26 1,402 SH DEFINED 22 1,397 0 5
MUELLER WTR PRODS INC COM SER A 624758108 17.20 4,600 SH DEFINED 21 4,600 0 0
MULTI COLOR CORP COM 625383104 404.00 32,953 SH DEFINED 22 12,933 0 20,020
MULTI FINELINE ELECTRONIX COM 62541B101 15.52 725 SH DEFINED 21 725 0 0
IN
MULTI FINELINE ELECTRONIX COM 62541B101 692.90 32,379 SH DEFINED 22 29,439 0 2,940
IN
MURPHY OIL CORP COM 626717102 2,118.48 39,000 SH DEFINED 09 39,000 0 0
MURPHY OIL CORP COM 626717102 12.06 222 SH DEFINED 22 222 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 84.99 2,438 SH DEFINED 22 1,744 0 694
MYERS INDS INC COM 628464109 1,558.84 187,360 SH DEFINED 21 187,360 0 0
MYERS INDS INC COM 628464109 101.52 12,202 SH DEFINED 22 4,858 0 7,344
MYLAN INC COM 628530107 8,863.56 679,200 SH DEFINED 09 679,200 0 0
MYLAN INC COM 628530107 693.57 53,147 SH DEFINED 21 53,147 0 0
MYLAN INC COM 628530107 28,167.12 2,147,919 SH DEFINED 22 2,072,399 0 75,520
MYLAN INC PFD CONV 628530206 41,174.92 47,800 SH DEFINED 09 47,800 0 0
MYLAN INC PFD CONV 628530206 1,345.51 1,562 SH DEFINED 21 1,562 0 0
MYRIAD GENETICS INC COM 62855J104 5,304.72 148,800 SH DEFINED 09 148,800 0 0
MYRIAD GENETICS INC COM 62855J104 22.89 642 SH DEFINED 22 642 0 0
MYRIAD PHARMACEUTICALS COM 62856H107 172.98 37,200 SH DEFINED 09 37,200 0 0
INC
MYRIAD PHARMACEUTICALS COM 62856H107 0.34 73 SH DEFINED 22 73 0 0
INC
NABORS INDUSTRIES LTD SHS G6359F103 504.82 32,402 SH DEFINED 21 32,402 0 0
NALCO HOLDING COMPANY COM 62985Q101 209.99 12,470 SH DEFINED 21 12,470 0 0
NARA BANCORP INC COM 63080P105 752.06 145,185 SH DEFINED 21 145,185 0 0
NASH FINCH CO COM 631158102 7.55 279 SH DEFINED 22 279 0 0
NATIONAL BANKSHARES INC COM 634865109 81.70 3,400 SH DEFINED 21 3,400 0 0
VA
NATIONAL BEVERAGE CORP COM 635017106 2.11 197 SH DEFINED 22 197 0 0
NATIONAL BK GREECE S A SPONSORED ADR 633643408 5.04 918 SH DEFINED 01 918 0 0
NATIONAL CINEMEDIA INC COM 635309107 39,237.74 2,851,580 SH DEFINED 09 2,851,580 0 0
NATIONAL CINEMEDIA INC COM 635309107 1,504.05 109,306 SH DEFINED 21 109,306 0 0
NATIONAL DENTEX CORP COM 63563H109 23.44 3,600 SH DEFINED 21 3,600 0 0
NATIONAL FINL PARTNERS COM 63607P208 24.89 3,400 SH DEFINED 21 3,400 0 0
CORP
NATIONAL FUEL GAS CO N J COM 636180101 3,553.56 98,491 SH DEFINED 09 98,491 0 0
NATIONAL FUEL GAS CO N J COM 636180101 29,529.28 818,439 SH DEFINED 21 818,439 0 0
NATIONAL FUEL GAS CO N J COM 636180101 6.57 182 SH DEFINED 22 182 0 0
NATIONAL INTERSTATE CORP COM 63654U100 25.81 1,700 SH DEFINED 21 1,700 0 0
NATIONAL INTERSTATE CORP COM 63654U100 723.65 47,671 SH DEFINED 22 20,459 0 27,212
NATIONAL OILWELL VARCO COM 637071101 0.91 28 SH DEFINED 22 28 0 0
INC
NATIONAL PENN BANCSHARES COM 637138108 0.12 25 SH DEFINED 22 25 0 0
INC
NATIONAL RETAIL COM 637417106 3,180.26 183,300 SH DEFINED 21 183,300 0 0
PROPERTIES I
NATIONAL SEMICONDUCTOR COM 637640103 847.88 67,560 SH DEFINED 02 67,560 0 0
CORP
NATIONAL SEMICONDUCTOR COM 637640103 1,451.72 115,675 SH DEFINED 09 115,675 0 0
CORP
NATIONAL SEMICONDUCTOR COM 637640103 212.57 16,879 SH DEFINED 22 15,941 0 938
CORP
NATIONAL WESTN LIFE INS CL A 638522102 23.35 200 SH DEFINED 21 200 0 0
CO
NATURAL GAS SERVICES COM 63886Q109 365.28 27,465 SH DEFINED 22 11,252 0 16,213
GROUP
NAVIGATORS GROUP INC COM 638904102 313.14 7,048 SH DEFINED 21 7,048 0 0
NAVIGATORS GROUP INC COM 638904102 2,730.46 61,456 SH DEFINED 22 41,803 0 19,653
NAVISITE INC COM NEW 63935M208 1,664.58 1,215,020 SH DEFINED 09 1,215,020 0 0
NAVISITE INC COM NEW 63935M208 513.70 374,966 SH DEFINED 21 374,966 0 0
NBTY INC COM 628782104 3,213.95 114,294 SH DEFINED 21 114,294 0 0
NCI BUILDING SYS INC COM 628852105 3.70 1,400 SH DEFINED 21 1,400 0 0
NCI BUILDING SYS INC COM 628852105 0.57 217 SH DEFINED 22 217 0 0
NCR CORP NEW COM 62886E108 13.20 1,116 SH DEFINED 22 1,105 0 11
NEKTAR THERAPEUTICS COM 640268108 6,599.56 1,018,450 SH DEFINED 09 1,018,450 0 0
NEKTAR THERAPEUTICS COM 640268108 1.94 300 SH DEFINED 21 300 0 0
NEKTAR THERAPEUTICS NOTE 3.250% 640268AH1 4,554.65 6,014,400 PRN DEFINED 09 6,014,400 0 0
9/2
NEKTAR THERAPEUTICS NOTE 3.250% 640268AH1 1.21 1,600 PRN DEFINED 21 1,600 0 0
9/2
NELNET INC CL A 64031N108 63.87 4,700 SH DEFINED 21 4,700 0 0
NELNET INC CL A 64031N108 709.43 52,202 SH DEFINED 22 28,173 0 24,029
NETEZZA CORP COM 64111N101 4,160.03 500,004 SH DEFINED 09 500,004 0 0
NETEZZA CORP COM 64111N101 1,283.55 154,273 SH DEFINED 21 154,273 0 0
NETFLIX INC COM 64110L106 34,968.17 845,799 SH DEFINED 22 818,901 0 26,898
NETGEAR INC COM 64111Q104 333.68 23,156 SH DEFINED 22 8,517 0 14,639
NETLOGIC MICROSYSTEMS INC COM 64118B100 2,188.61 60,024 SH DEFINED 22 51,321 0 8,703
NETSCOUT SYS INC COM 64115T104 116.27 12,396 SH DEFINED 21 12,396 0 0
NETSCOUT SYS INC COM 64115T104 1.39 148 SH DEFINED 22 148 0 0
NETSUITE INC COM 64118Q107 1,338.55 113,340 SH DEFINED 22 88,141 0 25,199
NETWORK ENGINES INC COM 64121A107 24.76 30,200 SH DEFINED 21 30,200 0 0
NEUROCRINE BIOSCIENCES COM 64125C109 13,929.71 4,312,605 SH DEFINED 09 4,312,605 0 0
INC
NEUROCRINE BIOSCIENCES COM 64125C109 503.47 155,874 SH DEFINED 21 155,874 0 0
INC
NEUTRAL TANDEM INC COM 64128B108 3,605.57 122,140 SH DEFINED 22 99,046 0 23,094
NEW JERSEY RES COM 646025106 1.33 36 SH DEFINED 22 34 0 2
NEW ORIENTAL ED & TECH SPON ADR 647581107 8,652.39 128,450 SH DEFINED 09 128,450 0 0
GRP I
NEW ORIENTAL ED & TECH SPON ADR 647581107 564.48 8,380 SH DEFINED 21 8,380 0 0
GRP I
NEW YORK CMNTY BANCORP COM 649445103 960.23 89,825 SH DEFINED 02 89,825 0 0
INC
NEW YORK CMNTY BANCORP COM 649445103 1,409.37 131,840 SH DEFINED 09 131,840 0 0
INC
NEWALLIANCE BANCSHARES COM 650203102 2,745.97 238,780 SH DEFINED 21 238,780 0 0
INC
NEWALLIANCE BANCSHARES COM 650203102 1,114.20 96,887 SH DEFINED 22 54,537 0 42,350
INC
NEWELL RUBBERMAID INC COM 651229106 8.82 847 SH DEFINED 22 847 0 0
NEWELL RUBBERMAID INC NOTE 5.500% 651229AH9 2,223.33 1,571,000 PRN DEFINED 09 1,571,000 0 0
3/1
NEWELL RUBBERMAID INC NOTE 5.500% 651229AH9 686.39 485,000 PRN DEFINED 21 485,000 0 0
3/1
NEWFIELD EXPL CO COM 651290108 436.83 13,371 SH DEFINED 09 13,371 0 0
NEWFIELD EXPL CO COM 651290108 19,849.09 607,564 SH DEFINED 22 587,107 0 20,457
NEWMARKET CORP COM 651587107 331.60 4,925 SH DEFINED 21 4,925 0 0
NEWMARKET CORP COM 651587107 12,042.72 178,856 SH DEFINED 22 158,148 0 20,708
NEWMONT MINING CORP COM 651639106 4.09 100 SH DEFINED 01 100 0 0
NEWMONT MINING CORP COM 651639106 62,343.10 1,525,400 SH DEFINED 09 1,525,400 0 0
NEWMONT MINING CORP COM 651639106 15.08 369 SH DEFINED 21 369 0 0
NEWMONT MINING CORP NOTE 3.000% 651639AK2 10,494.36 9,279,000 PRN DEFINED 09 9,279,000 0 0
2/1
NEWMONT MINING CORP NOTE 3.000% 651639AK2 301.97 267,000 PRN DEFINED 21 267,000 0 0
2/1
NEWPARK RES INC COM PAR $.01NEW 651718504 0.12 43 SH DEFINED 22 43 0 0
NEWS CORP CL A 65248E104 3.18 349 SH DEFINED 22 336 0 13
NEWSTAR FINANCIAL INC COM 65251F105 10.12 5,300 SH DEFINED 21 5,300 0 0
NEXEN INC COM 65334H102 7.19 332 SH DEFINED 01 332 0 0
NEXSTAR BROADCASTING CL A 65336K103 145.57 189,050 SH DEFINED 02 189,050 0 0
GROUP I
NEXTEL COMMUNICATIONS INC NOTE 5.250% 65332VAY9 4,935.00 5,000,000 PRN DEFINED 01 5,000,000 0 0
1/1
NFJ DIVID INT & PREM COM SHS 65337H109 0.14 12 SH DEFINED 22 12 0 0
STRTGY
NIC INC COM 62914B100 16,669.09 2,462,200 SH DEFINED 09 2,462,200 0 0
NIC INC COM 62914B100 467.58 69,067 SH DEFINED 21 69,067 0 0
NICE SYS LTD SPONSORED ADR 653656108 6,547.04 283,790 SH DEFINED 21 283,790 0 0
NICOR INC COM 654086107 639.54 18,473 SH DEFINED 22 12,396 0 6,077
NII HLDGS INC CL B NEW 62913F201 21.63 1,134 SH DEFINED 22 1,129 0 5
NISOURCE INC COM 65473P105 4.90 420 SH DEFINED 01 420 0 0
NISOURCE INC COM 65473P105 28.33 2,430 SH DEFINED 22 2,421 0 9
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 9.08 300 SH DEFINED 01 300 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 19,461.19 643,345 SH DEFINED 09 643,345 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 24.93 824 SH DEFINED 22 824 0 0
NOBLE ENERGY INC COM 655044105 1,217.73 20,650 SH DEFINED 09 20,650 0 0
NOBLE ENERGY INC COM 655044105 22,427.53 380,321 SH DEFINED 21 380,321 0 0
NOKIA CORP SPONSORED ADR 654902204 3,736.93 256,305 SH DEFINED 01 256,305 0 0
NOKIA CORP SPONSORED ADR 654902204 1,042.47 71,500 SH DEFINED 02 71,500 0 0
NOKIA CORP SPONSORED ADR 654902204 36,015.22 2,470,180 SH DEFINED 09 2,470,180 0 0
NOKIA CORP SPONSORED ADR 654902204 16,060.50 1,101,543 SH DEFINED 21 1,101,543 0 0
NORDIC AMERICAN TANKER COM G65773106 800.75 25,165 SH DEFINED 21 25,165 0 0
SHIPP
NORDSON CORP COM 655663102 7,564.31 194,786 SH DEFINED 22 167,844 0 26,942
NORDSTROM INC COM 655664100 1,082.02 54,400 SH DEFINED 09 54,400 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,655.67 43,952 SH DEFINED 01 43,952 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,975.23 52,435 SH DEFINED 02 52,435 0 0
NORFOLK SOUTHERN CORP COM 655844108 37,214.72 987,914 SH DEFINED 09 987,914 0 0
NORFOLK SOUTHERN CORP COM 655844108 395.54 10,500 SH DEFINED 21 10,500 0 0
NORFOLK SOUTHERN CORP COM 655844108 12,879.88 341,913 SH DEFINED 22 329,663 0 12,250
NORTH AMERN GALVANZNG & COM 65686Y109 222.46 36,709 SH DEFINED 22 15,918 0 20,791
CTNG
NORTHEAST UTILS COM 664397106 32,386.31 1,451,650 SH DEFINED 09 1,451,650 0 0
NORTHEAST UTILS COM 664397106 9.48 425 SH DEFINED 21 425 0 0
NORTHERN TR CORP COM 665859104 851.10 15,855 SH DEFINED 02 15,855 0 0
NORTHERN TR CORP COM 665859104 5,064.71 94,350 SH DEFINED 09 94,350 0 0
NORTHERN TR CORP COM 665859104 0.21 4 SH DEFINED 22 4 0 0
NORTHRIM BANCORP INC COM 666762109 29.42 2,104 SH DEFINED 22 568 0 1,536
NORTHROP GRUMMAN CORP COM 666807102 101.41 2,220 SH DEFINED 01 2,220 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,320.71 72,695 SH DEFINED 02 72,695 0 0
NORTHROP GRUMMAN CORP COM 666807102 16,026.14 350,835 SH DEFINED 09 350,835 0 0
NORTHROP GRUMMAN CORP COM 666807102 968.80 21,208 SH DEFINED 22 21,093 0 115
NORTHWEST PIPE CO COM 667746101 27.88 802 SH DEFINED 22 796 0 6
NORTHWESTERN CORP COM NEW 668074305 1,451.97 63,795 SH DEFINED 21 63,795 0 0
NORTHWESTERN CORP COM NEW 668074305 141.79 6,230 SH DEFINED 22 6,111 0 119
NOVAMED INC DEL COM 66986W108 33.58 8,500 SH DEFINED 21 8,500 0 0
NOVATEL WIRELESS INC COM NEW 66987M604 0.47 52 SH DEFINED 22 52 0 0
NOVELLUS SYS INC COM 670008101 959.30 57,443 SH DEFINED 09 57,443 0 0
NOVELLUS SYS INC COM 670008101 218.39 13,077 SH DEFINED 21 13,077 0 0
NOVELLUS SYS INC COM 670008101 348.24 20,853 SH DEFINED 22 20,694 0 159
NOVEN PHARMACEUTICALS INC COM 670009109 5,439.49 380,384 SH DEFINED 22 276,778 0 103,606
NPS PHARMACEUTICALS INC COM 62936P103 21.90 4,700 SH DEFINED 21 4,700 0 0
NRG ENERGY INC COM NEW 629377508 509.85 19,640 SH DEFINED 02 19,640 0 0
NSTAR COM 67019E107 1,547.70 48,200 SH DEFINED 09 48,200 0 0
NTELOS HLDGS CORP COM 67020Q107 30,735.78 1,668,609 SH DEFINED 09 1,668,609 0 0
NTELOS HLDGS CORP COM 67020Q107 1,048.72 56,934 SH DEFINED 21 56,934 0 0
NTELOS HLDGS CORP COM 67020Q107 2,629.86 142,772 SH DEFINED 22 114,692 0 28,080
NU SKIN ENTERPRISES INC CL A 67018T105 856.31 55,968 SH DEFINED 22 45,954 0 10,014
NUCOR CORP COM 670346105 2,265.93 51,000 SH DEFINED 09 51,000 0 0
NUVASIVE INC COM 670704105 4,540.28 101,800 SH DEFINED 09 101,800 0 0
NUVASIVE INC COM 670704105 2.23 50 SH DEFINED 21 50 0 0
NV ENERGY INC COM 67073Y106 1.38 128 SH DEFINED 22 128 0 0
NVE CORP COM NEW 629445206 2,324.10 47,821 SH DEFINED 22 35,196 0 12,625
NVIDIA CORP COM 67066G104 2,000.59 177,200 SH DEFINED 09 177,200 0 0
NVR INC COM 62944T105 204.47 407 SH DEFINED 21 407 0 0
NYMAGIC INC COM 629484106 158.86 11,445 SH DEFINED 22 3,049 0 8,396
NYSE EURONEXT COM 629491101 0.76 28 SH DEFINED 22 28 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 165.38 2,513 SH DEFINED 01 2,513 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 10,300.91 156,525 SH DEFINED 09 156,525 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 84.96 1,291 SH DEFINED 22 1,291 0 0
OCEANFIRST FINL CORP COM 675234108 123.59 10,325 SH DEFINED 22 4,881 0 5,444
OCWEN FINL CORP COM NEW 675746309 14.59 1,125 SH DEFINED 21 1,125 0 0
OCWEN FINL CORP COM NEW 675746309 4,541.67 350,179 SH DEFINED 22 247,744 0 102,435
ODYSSEY HEALTHCARE INC COM 67611V101 2,741.59 266,692 SH DEFINED 22 157,607 0 109,085
ODYSSEY RE HLDGS CORP COM 67612W108 93.59 2,341 SH DEFINED 22 2,251 0 90
OGE ENERGY CORP COM 670837103 3,850.74 135,972 SH DEFINED 22 132,180 0 3,792
OIL STS INTL INC COM 678026105 266.67 11,015 SH DEFINED 22 10,776 0 239
OLD REP INTL CORP COM 680223104 8,098.06 822,139 SH DEFINED 22 792,476 0 29,663
OLIN CORP COM PAR $1 680665205 3,203.49 269,388 SH DEFINED 22 265,324 0 4,064
OLYMPIC STEEL INC COM 68162K106 1,715.71 70,115 SH DEFINED 21 70,115 0 0
OM GROUP INC COM 670872100 1,822.46 62,800 SH DEFINED 21 62,800 0 0
OM GROUP INC COM 670872100 143.91 4,959 SH DEFINED 22 4,894 0 65
OMEGA PROTEIN CORP COM 68210P107 0.58 144 SH DEFINED 22 144 0 0
OMNI ENERGY SERVICES COM NEW 68210T208 18.06 8,600 SH DEFINED 21 8,600 0 0
OMNICARE INC COM 681904108 38.64 1,500 SH DEFINED 21 1,500 0 0
OMNICARE INC COM 681904108 19,664.03 763,355 SH DEFINED 22 738,960 0 24,395
OMNICOM GROUP INC COM 681919106 5,988.60 186,369 SH DEFINED 22 183,475 0 2,894
OMNITURE INC COM 68212S109 7,058.72 562,000 SH DEFINED 09 562,000 0 0
OMNITURE INC COM 68212S109 2,179.16 173,500 SH DEFINED 21 173,500 0 0
OMNIVISION TECHNOLOGIES COM 682128103 59.67 5,743 SH DEFINED 22 5,140 0 603
INC
ON ASSIGNMENT INC COM 682159108 35.97 9,200 SH DEFINED 21 9,200 0 0
ON SEMICONDUCTOR CORP COM 682189105 26,670.31 3,887,800 SH DEFINED 09 3,887,800 0 0
ON SEMICONDUCTOR CORP COM 682189105 906.97 132,212 SH DEFINED 21 132,212 0 0
ONEBEACON INSURANCE GROUP CL A G67742109 992.41 84,894 SH DEFINED 22 57,551 0 27,343
LT
ONEOK INC NEW COM 682680103 639.90 21,699 SH DEFINED 22 20,358 0 1,341
ONLINE RES CORP COM 68273G101 28.70 4,600 SH DEFINED 21 4,600 0 0
ONVIA INC COM NEW 68338T403 3,424.73 608,300 SH DEFINED 09 608,300 0 0
ONVIA INC COM NEW 68338T403 1,056.75 187,700 SH DEFINED 21 187,700 0 0
ORACLE CORP COM 68389X105 834.63 38,965 SH DEFINED 01 38,965 0 0
ORACLE CORP COM 68389X105 646.88 30,200 SH DEFINED 02 30,200 0 0
ORACLE CORP COM 68389X105 17,920.21 836,611 SH DEFINED 09 836,611 0 0
ORACLE CORP COM 68389X105 242.05 11,300 SH DEFINED 21 11,300 0 0
ORBITAL SCIENCES CORP NOTE 2.438% 685564AN6 1.72 2,000 PRN DEFINED 22 2,000 0 0
1/1
ORCHARD ENTERPRISES INC COM NEW 68562L100 490.29 245,146 SH DEFINED 09 245,146 0 0
ORCHARD ENTERPRISES INC COM NEW 68562L100 151.32 75,662 SH DEFINED 21 75,662 0 0
ORCHIDS PAPER PRODS CO COM 68572N104 137.27 6,680 SH DEFINED 22 2,503 0 4,177
DEL
OREXIGEN THERAPEUTICS INC COM 686164104 5,886.68 1,147,500 SH DEFINED 09 1,147,500 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 205.81 40,118 SH DEFINED 21 40,118 0 0
ORIENTAL FINL GROUP INC COM 68618W100 791.55 81,603 SH DEFINED 22 50,676 0 30,927
ORIENT-EXPRESS HOTELS LTD CL A G67743107 7,399.88 871,600 SH DEFINED 09 871,600 0 0
ORIENT-EXPRESS HOTELS LTD CL A G67743107 2,284.07 269,031 SH DEFINED 21 269,031 0 0
ORION MARINE GROUP INC COM 68628V308 3,627.46 190,893 SH DEFINED 22 160,765 0 30,128
ORLEANS HOMEBUILDERS INC COM 686588104 13.60 8,000 SH DEFINED 21 8,000 0 0
ORTHOFIX INTL N V COM N6748L102 7,027.33 280,981 SH DEFINED 09 280,981 0 0
ORTHOFIX INTL N V COM N6748L102 2,169.09 86,729 SH DEFINED 21 86,729 0 0
ORTHOVITA INC COM 68750U102 29,671.66 5,761,487 SH DEFINED 09 5,761,487 0 0
ORTHOVITA INC COM 68750U102 991.39 192,503 SH DEFINED 21 192,503 0 0
OSI PHARMACEUTICALS INC COM 671040103 115,991.42 4,108,800 SH DEFINED 09 4,108,800 0 0
OSI PHARMACEUTICALS INC COM 671040103 3,883.86 137,579 SH DEFINED 21 137,579 0 0
OSI SYSTEMS INC COM 671044105 2,893.35 138,770 SH DEFINED 22 112,660 0 26,110
OVERSEAS SHIPHOLDING COM 690368105 1,009.56 29,658 SH DEFINED 09 29,658 0 0
GROUP I
OVERSEAS SHIPHOLDING COM 690368105 51.06 1,500 SH DEFINED 21 1,500 0 0
GROUP I
OVERSEAS SHIPHOLDING COM 690368105 3,245.06 95,331 SH DEFINED 22 92,929 0 2,402
GROUP I
OWENS CORNING NEW COM 690742101 21.78 1,704 SH DEFINED 22 1,687 0 17
OWENS ILL INC COM NEW 690768403 663.14 23,675 SH DEFINED 02 23,675 0 0
OWENS ILL INC COM NEW 690768403 1,145.36 40,891 SH DEFINED 22 39,833 0 1,058
P F CHANGS CHINA BISTRO COM 69333Y108 6,333.14 197,554 SH DEFINED 22 179,535 0 18,019
INC
PACCAR INC COM 693718108 416.43 12,785 SH DEFINED 22 12,785 0 0
PACIFIC CAP BANCORP NEW COM 69404P101 3.06 1,431 SH DEFINED 22 1,431 0 0
PACTIV CORP COM 695257105 1,996.40 92,000 SH DEFINED 09 92,000 0 0
PACTIV CORP COM 695257105 2,348.78 106,229 SH DEFINED 22 99,763 0 6,466
PACWEST BANCORP DEL COM 695263103 19.74 1,500 SH DEFINED 22 1,500 0 0
PALM HARBOR HOMES COM 696639103 11.40 5,300 SH DEFINED 21 5,300 0 0
PAN AMERICAN SILVER CORP COM 697900108 11.00 600 SH DEFINED 01 600 0 0
PAN AMERICAN SILVER CORP COM 697900108 18,461.98 1,007,200 SH DEFINED 09 1,007,200 0 0
PANASONIC CORP ADR 69832A205 3.40 254 SH DEFINED 01 254 0 0
PANERA BREAD CO CL A 69840W108 111.54 2,237 SH DEFINED 22 2,208 0 29
PANTRY INC COM 698657103 2,664.51 160,509 SH DEFINED 22 104,556 0 55,953
PAPA JOHNS INTL INC COM 698813102 1,862.37 75,126 SH DEFINED 22 60,901 0 14,225
PAR PHARMACEUTICAL COS COM 69888P106 2,333.86 154,050 SH DEFINED 21 154,050 0 0
INC
PAR PHARMACEUTICAL COS COM 69888P106 705.23 46,550 SH DEFINED 22 19,109 0 27,441
INC
PARAMETRIC TECHNOLOGY COM NEW 699173209 5,465.08 467,500 SH DEFINED 09 467,500 0 0
CORP
PARAMETRIC TECHNOLOGY COM NEW 699173209 1,686.74 144,289 SH DEFINED 21 144,289 0 0
CORP
PAREXEL INTL CORP COM 699462107 978.92 68,075 SH DEFINED 21 68,075 0 0
PAREXEL INTL CORP COM 699462107 0.13 9 SH DEFINED 22 9 0 0
PARK NATL CORP COM 700658107 2,606.61 46,151 SH DEFINED 22 26,124 0 20,027
PARKER DRILLING CO COM 701081101 6.37 1,468 SH DEFINED 22 1,468 0 0
PARKER HANNIFIN CORP COM 701094104 152.34 3,546 SH DEFINED 22 3,510 0 36
PARTNERRE LTD COM G6852T105 1,620.50 24,950 SH DEFINED 02 24,950 0 0
PARTNERRE LTD COM G6852T105 2,922.75 45,000 SH DEFINED 09 45,000 0 0
PARTNERRE LTD COM G6852T105 770.05 11,856 SH DEFINED 21 11,856 0 0
PARTNERRE LTD COM G6852T105 1,724.81 26,556 SH DEFINED 22 26,074 0 482
PATTERSON COMPANIES INC COM 703395103 1,572.03 71,707 SH DEFINED 22 66,978 0 4,729
PATTERSON UTI ENERGY INC COM 703481101 325.36 25,300 SH DEFINED 21 25,300 0 0
PATTERSON UTI ENERGY INC COM 703481101 11,847.67 921,281 SH DEFINED 22 890,735 0 30,546
PC MALL INC COM 69323K100 50.70 7,500 SH DEFINED 21 7,500 0 0
PDL BIOPHARMA INC COM 69329Y104 975.77 123,515 SH DEFINED 02 123,515 0 0
PDL BIOPHARMA INC COM 69329Y104 1,644.58 208,175 SH DEFINED 09 208,175 0 0
PEABODY ENERGY CORP COM 704549104 1,004.33 33,300 SH DEFINED 09 33,300 0 0
PEABODY ENERGY CORP COM 704549104 17,157.84 568,894 SH DEFINED 21 568,894 0 0
PEABODY ENERGY CORP COM 704549104 0.97 32 SH DEFINED 22 32 0 0
PEETS COFFEE & TEA INC COM 705560100 4.56 181 SH DEFINED 22 164 0 17
PEGASYSTEMS INC COM 705573103 4,565.51 173,065 SH DEFINED 22 144,912 0 28,153
PENN VA CORP COM 707882106 839.37 51,275 SH DEFINED 21 51,275 0 0
PENN VA CORP COM 707882106 2.14 131 SH DEFINED 22 131 0 0
PENN WEST ENERGY TR TR UNIT 707885109 8.27 650 SH DEFINED 01 650 0 0
PENN WEST ENERGY TR TR UNIT 707885109 14,132.85 1,110,200 SH DEFINED 09 1,110,200 0 0
PENNANTPARK INVT CORP COM 708062104 409.76 57,712 SH DEFINED 22 23,302 0 34,410
PENNEY J C INC COM 708160106 6,881.79 239,700 SH DEFINED 09 239,700 0 0
PENNEY J C INC COM 708160106 30,874.70 1,075,398 SH DEFINED 22 1,040,206 0 35,192
PENSKE AUTOMOTIVE GRP INC COM 70959W103 19.14 1,150 SH DEFINED 21 1,150 0 0
PENSON WORLDWIDE INC COM 709600100 51.69 5,775 SH DEFINED 21 5,775 0 0
PENSON WORLDWIDE INC COM 709600100 565.46 63,180 SH DEFINED 22 32,233 0 30,947
PENWEST PHARMACEUTICALS COM 709754105 3,139.85 1,101,700 SH DEFINED 09 1,101,700 0 0
CO
PENWEST PHARMACEUTICALS COM 709754105 969.21 340,073 SH DEFINED 21 340,073 0 0
CO
PEOPLES BANCORP INC COM 709789101 44.33 2,600 SH DEFINED 21 2,600 0 0
PEOPLES BANCORP INC COM 709789101 363.81 21,338 SH DEFINED 22 8,583 0 12,755
PEOPLES UNITED FINANCIAL COM 712704105 927.82 61,690 SH DEFINED 02 61,690 0 0
INC
PEOPLES UNITED FINANCIAL COM 712704105 1,392.55 92,590 SH DEFINED 09 92,590 0 0
INC
PEOPLES UNITED FINANCIAL COM 712704105 136.28 9,061 SH DEFINED 21 9,061 0 0
INC
PEP BOYS MANNY MOE & JACK COM 713278109 297.94 29,383 SH DEFINED 22 19,159 0 10,224
PEPSI BOTTLING GROUP INC COM 713409100 7.78 230 SH DEFINED 22 225 0 5
PEPSIAMERICAS INC COM 71343P200 242.82 9,057 SH DEFINED 21 9,057 0 0
PEPSICO INC COM 713448108 173.61 3,650 SH DEFINED 01 3,650 0 0
PEPSICO INC COM 713448108 2,733.16 49,730 SH DEFINED 02 49,730 0 0
PEPSICO INC COM 713448108 11,431.68 208,000 SH DEFINED 09 208,000 0 0
PEPSICO INC COM 713448108 0.16 3 SH DEFINED 22 3 0 0
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 3,640.78 127,300 SH DEFINED 09 127,300 0 0
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 1,123.98 39,300 SH DEFINED 21 39,300 0 0
PERFICIENT INC COM 71375U101 87.38 12,500 SH DEFINED 21 12,500 0 0
PEROT SYS CORP CL A 714265105 2,313.22 161,425 SH DEFINED 21 161,425 0 0
PERVASIVE SOFTWARE INC COM 715710109 130.33 21,400 SH DEFINED 21 21,400 0 0
PETMED EXPRESS INC COM 716382106 1,893.03 125,950 SH DEFINED 22 100,148 0 25,802
PETROHAWK ENERGY CORP COM 716495106 2,100.62 94,198 SH DEFINED 09 94,198 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 703.83 21,098 SH DEFINED 01 21,098 0 0
PETRO
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 12,216.43 366,200 SH DEFINED 21 366,200 0 0
PETRO
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 1,390.57 33,933 SH DEFINED 01 33,933 0 0
PETRO
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 754.03 18,400 SH DEFINED 02 18,400 0 0
PETRO
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 19,322.07 471,500 SH DEFINED 09 471,500 0 0
PETRO
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 8,383.69 204,580 SH DEFINED 21 204,580 0 0
PETRO
PFIZER INC COM 717081103 268.35 17,890 SH DEFINED 01 17,890 0 0
PFIZER INC COM 717081103 9,016.88 601,125 SH DEFINED 02 601,125 0 0
PFIZER INC COM 717081103 29,480.70 1,965,380 SH DEFINED 09 1,965,380 0 0
PFIZER INC COM 717081103 24,827.72 1,655,181 SH DEFINED 21 1,655,181 0 0
PFIZER INC COM 717081103 7.59 506 SH DEFINED 22 506 0 0
PG&E CORP COM 69331C108 1,291.70 33,603 SH DEFINED 21 33,603 0 0
PG&E CORP COM 69331C108 63.35 1,648 SH DEFINED 22 1,631 0 17
PGT INC COM 69336V101 43.64 28,900 SH DEFINED 21 28,900 0 0
PHARMERICA CORP COM 71714F104 5,713.34 291,050 SH DEFINED 22 250,870 0 40,180
PHASE FORWARD INC COM 71721R406 6,183.01 409,200 SH DEFINED 09 409,200 0 0
PHASE FORWARD INC COM 71721R406 1,908.39 126,300 SH DEFINED 21 126,300 0 0
PHH CORP COM NEW 693320202 2,366.27 130,158 SH DEFINED 22 70,599 0 59,559
PHILIP MORRIS INTL INC COM 718172109 46,942.55 1,078,968 SH DEFINED 01 1,078,968 0 0
PHILIP MORRIS INTL INC COM 718172109 94,499.02 2,166,415 SH DEFINED 09 2,166,415 0 0
PHILIP MORRIS INTL INC COM 718172109 87.81 2,013 SH DEFINED 21 2,013 0 0
PHILIP MORRIS INTL INC COM 718172109 3,367.59 77,203 SH DEFINED 22 75,091 0 2,112
PHOENIX TECHNOLOGY LTD COM 719153108 5,203.20 1,920,000 SH DEFINED 09 1,920,000 0 0
PHOENIX TECHNOLOGY LTD COM 719153108 1,734.40 640,000 SH DEFINED 21 640,000 0 0
PHOTRONICS INC COM 719405102 70.88 17,500 SH DEFINED 21 17,500 0 0
PIKE ELEC CORP COM 721283109 2,039.46 169,250 SH DEFINED 21 169,250 0 0
PIKE ELEC CORP COM 721283109 14.73 1,222 SH DEFINED 22 1,222 0 0
PINNACLE ENTMT INC COM 723456109 807.71 86,944 SH DEFINED 22 73,005 0 13,939
PINNACLE WEST CAP CORP COM 723484101 595.22 19,742 SH DEFINED 22 18,490 0 1,252
PIONEER DRILLING CO COM 723655106 489.08 102,105 SH DEFINED 21 102,105 0 0
PIONEER NAT RES CO COM 723787107 1,381.87 54,191 SH DEFINED 09 54,191 0 0
PIONEER NAT RES CO COM 723787107 681.77 26,736 SH DEFINED 21 26,736 0 0
PIONEER NAT RES CO COM 723787107 22,755.67 892,379 SH DEFINED 22 864,712 0 27,667
PIPER JAFFRAY COS COM 724078100 32.75 750 SH DEFINED 21 750 0 0
PIPER JAFFRAY COS COM 724078100 138.52 3,172 SH DEFINED 22 3,132 0 40
PITNEY BOWES INC COM 724479100 7,686.17 340,138 SH DEFINED 22 329,382 0 10,756
PLAINS EXPL& PRODTN CO COM 726505100 39.73 1,452 SH DEFINED 22 1,445 0 7
PLANTRONICS INC NEW COM 727493108 1,609.00 85,087 SH DEFINED 22 51,492 0 33,595
PLATINUM UNDERWRITER COM G7127P100 4,217.28 147,509 SH DEFINED 21 147,509 0 0
HLDGS L
PLATINUM UNDERWRITER COM G7127P100 344.62 12,054 SH DEFINED 22 9,307 0 2,747
HLDGS L
PLEXUS CORP COM 729132100 107.29 5,244 SH DEFINED 22 4,823 0 421
PLUM CREEK TIMBER CO INC COM 729251108 446.70 15,000 SH DEFINED 22 15,000 0 0
PMA CAP CORP CL A 693419202 33.22 7,300 SH DEFINED 21 7,300 0 0
PMA CAP CORP CL A 693419202 321.72 70,707 SH DEFINED 22 25,683 0 45,024
PMC-SIERRA INC COM 69344F106 5,499.73 690,897 SH DEFINED 22 576,948 0 113,949
PMI GROUP INC COM 69344M101 45.54 23,000 SH DEFINED 21 23,000 0 0
PMI GROUP INC COM 69344M101 7.17 3,622 SH DEFINED 22 3,613 0 9
PNC FINL SVCS GROUP INC COM 693475105 572.45 14,750 SH DEFINED 09 14,750 0 0
PNC FINL SVCS GROUP INC COM 693475105 9,802.32 252,572 SH DEFINED 21 252,572 0 0
PNC FINL SVCS GROUP INC COM 693475105 2.79 72 SH DEFINED 22 72 0 0
PNM RES INC COM 69349H107 32.77 3,060 SH DEFINED 22 2,352 0 708
POLARIS INDS INC COM 731068102 74.04 2,305 SH DEFINED 22 2,048 0 257
POMEROY IT SOLUTIONS INC COM 731822102 68.96 11,531 SH DEFINED 21 11,531 0 0
POPULAR INC COM 733174106 250.23 113,741 SH DEFINED 22 107,433 0 6,308
PORTER BANCORP INC COM 736233107 21.21 1,400 SH DEFINED 21 1,400 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,780.41 194,066 SH DEFINED 22 105,321 0 88,745
POSCO SPONSORED ADR 693483109 7,642.84 92,450 SH DEFINED 21 92,450 0 0
POTASH CORP SASK INC COM 73755L107 919.15 9,878 SH DEFINED 01 9,878 0 0
POTASH CORP SASK INC COM 73755L107 67,572.91 726,200 SH DEFINED 09 726,200 0 0
POTASH CORP SASK INC COM 73755L107 23,811.03 255,895 SH DEFINED 21 255,895 0 0
POTLATCH CORP NEW COM 737630103 1,704.65 70,179 SH DEFINED 21 70,179 0 0
POWELL INDS INC COM 739128106 0.56 15 SH DEFINED 22 15 0 0
POWER INTEGRATIONS INC COM 739276103 925.10 38,882 SH DEFINED 22 33,793 0 5,089
POWERSHARES DB CMDTY IDX UNIT BEN INT 73935S105 2,827.50 125,000 SH DEFINED 22 125,000 0 0
TRA
POWERSHS DB MULTI SECT DB AGRICULT FD 73936B408 2,025.21 79,576 SH DEFINED 02 79,576 0 0
COMM
POWERSHS DB MULTI SECT DB AGRICULT FD 73936B408 52,427.00 2,060,000 SH DEFINED 09 2,060,000 0 0
COMM
POWERSHS DB MULTI SECT DB AGRICULT FD 73936B408 1,832.40 72,000 SH DEFINED 22 72,000 0 0
COMM
PPG INDS INC COM 693506107 82.36 1,876 SH DEFINED 01 1,876 0 0
PPG INDS INC COM 693506107 1,718.69 39,150 SH DEFINED 02 39,150 0 0
PPG INDS INC COM 693506107 11,708.13 266,700 SH DEFINED 09 266,700 0 0
PPG INDS INC COM 693506107 775.41 17,663 SH DEFINED 21 17,663 0 0
PPG INDS INC COM 693506107 218.80 4,984 SH DEFINED 22 4,938 0 46
PPL CORP COM 69351T106 1,361.25 41,300 SH DEFINED 09 41,300 0 0
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PRECISION CASTPARTS CORP COM 740189105 8.69 119 SH DEFINED 21 119 0 0
PRECISION CASTPARTS CORP COM 740189105 0.95 13 SH DEFINED 22 13 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 18.76 1,731 SH DEFINED 22 0 0 1,731
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PRICELINE COM INC COM NEW 741503403 1,825.24 16,349 SH DEFINED 22 16,029 0 320
PRIDE INTL INC DEL COM 74153Q102 0.98 39 SH DEFINED 22 39 0 0
PRINCETON NATL BANCORP COM 742282106 32.12 2,200 SH DEFINED 21 2,200 0 0
INC
PRINCIPAL FINANCIAL GROUP COM 74251V102 461.71 24,507 SH DEFINED 21 24,507 0 0
IN
PRINCIPAL FINANCIAL GROUP COM 74251V102 3.07 163 SH DEFINED 22 163 0 0
IN
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PROASSURANCE CORP COM 74267C106 2,525.19 54,646 SH DEFINED 22 31,482 0 23,164
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PROCTER & GAMBLE CO COM 742718109 6,656.54 130,265 SH DEFINED 02 130,265 0 0
PROCTER & GAMBLE CO COM 742718109 41,361.11 809,415 SH DEFINED 09 809,415 0 0
PROCTER & GAMBLE CO COM 742718109 23,596.55 461,772 SH DEFINED 21 461,772 0 0
PROCTER & GAMBLE CO COM 742718109 67.45 1,320 SH DEFINED 22 1,314 0 6
PROGENICS PHARMACEUTICALS COM 743187106 22,767.43 4,420,861 SH DEFINED 09 4,420,861 0 0
IN
PROGENICS PHARMACEUTICALS COM 743187106 877.31 170,351 SH DEFINED 21 170,351 0 0
IN
PROGRESS ENERGY INC COM 743263105 39,660.41 1,050,249 SH DEFINED 01 1,050,249 0 0
PROGRESS ENERGY INC COM 743263105 1,244.61 32,900 SH DEFINED 02 32,900 0 0
PROGRESS ENERGY INC COM 743263105 48,470.25 1,281,265 SH DEFINED 09 1,281,265 0 0
PROGRESS ENERGY INC COM 743263105 1,206.47 31,892 SH DEFINED 21 31,892 0 0
PROGRESSIVE CORP OHIO COM 743315103 23.51 1,556 SH DEFINED 22 1,556 0 0
PROSPERITY BANCSHARES INC COM 743606105 2,694.39 90,325 SH DEFINED 02 90,325 0 0
PROSPERITY BANCSHARES INC COM 743606105 4,436.17 148,715 SH DEFINED 09 148,715 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,789.35 59,985 SH DEFINED 21 59,985 0 0
PROSPERITY BANCSHARES INC COM 743606105 0.63 21 SH DEFINED 22 21 0 0
PROTALIX BIOTHERAPEUTICS COM 74365A101 9,126.22 2,019,075 SH DEFINED 09 2,019,075 0 0
INC
PROTALIX BIOTHERAPEUTICS COM 74365A101 392.26 86,783 SH DEFINED 21 86,783 0 0
INC
PROTECTIVE LIFE CORP COM 743674103 8.29 725 SH DEFINED 22 725 0 0
PRUDENTIAL FINL INC COM 744320102 6,140.97 164,991 SH DEFINED 09 164,991 0 0
PRUDENTIAL FINL INC COM 744320102 19.84 533 SH DEFINED 22 533 0 0
PSS WORLD MED INC COM 69366A100 1,531.42 82,735 SH DEFINED 21 82,735 0 0
PSS WORLD MED INC COM 69366A100 0.13 7 SH DEFINED 22 7 0 0
PSYCHIATRIC SOLUTIONS INC COM 74439H108 27.90 1,227 SH DEFINED 22 1,227 0 0
PUBLIC STORAGE COM 74460D109 574.59 8,775 SH DEFINED 02 8,775 0 0
PUBLIC STORAGE COM 74460D109 2,771.44 42,325 SH DEFINED 09 42,325 0 0
PUBLIC SVC ENTERPRISE COM 744573106 1,865.13 57,160 SH DEFINED 02 57,160 0 0
GROUP
PUBLIC SVC ENTERPRISE COM 744573106 3,202.47 98,145 SH DEFINED 09 98,145 0 0
GROUP
PUBLIC SVC ENTERPRISE COM 744573106 23,581.51 719,502 SH DEFINED 22 698,949 0 20,553
GROUP
PULTE HOMES INC COM 745867101 17.66 2,000 SH DEFINED 21 2,000 0 0
PULTE HOMES INC COM 745867101 108.41 12,277 SH DEFINED 22 12,204 0 73
PURPLE COMMUNICATIONS INC COM 746389105 12.25 5,000 SH DEFINED 21 5,000 0 0
QIAGEN N V ORD N72482107 3.74 201 SH DEFINED 01 201 0 0
QIAGEN N V ORD N72482107 1,219.50 65,600 SH DEFINED 21 65,600 0 0
QLOGIC CORP COM 747277101 48.07 3,791 SH DEFINED 22 3,127 0 664
QUALCOMM INC COM 747525103 1,853.47 41,006 SH DEFINED 01 41,006 0 0
QUALCOMM INC COM 747525103 1,089.32 24,100 SH DEFINED 02 24,100 0 0
QUALCOMM INC COM 747525103 33,389.24 738,700 SH DEFINED 09 738,700 0 0
QUALCOMM INC COM 747525103 501.72 11,100 SH DEFINED 21 11,100 0 0
QUALCOMM INC COM 747525103 309.01 6,837 SH DEFINED 22 6,837 0 0
QUALITY DISTR INC FLA COM 74756M102 1,158.20 579,100 SH DEFINED 09 579,100 0 0
QUALITY DISTR INC FLA COM 74756M102 357.39 178,697 SH DEFINED 21 178,697 0 0
QUALITY SYS INC COM 747582104 5.41 95 SH DEFINED 22 94 0 1
QUANTA SVCS INC COM 74762E102 18,846.32 814,800 SH DEFINED 09 814,800 0 0
QUANTA SVCS INC COM 74762E102 5.50 238 SH DEFINED 21 238 0 0
QUANTA SVCS INC NOTE 3.750% 74762EAE2 15,990.55 13,493,000 PRN DEFINED 09 ######## 0 0
4/3
QUANTA SVCS INC NOTE 3.750% 74762EAE2 80.59 68,000 PRN DEFINED 21 68,000 0 0
4/3
QUEST DIAGNOSTICS INC COM 74834L100 4,265.50 74,956 SH DEFINED 22 70,490 0 4,466
QUEST SOFTWARE INC COM 74834T103 109.08 7,825 SH DEFINED 22 7,262 0 563
QUESTAR CORP COM 748356102 315.57 10,160 SH DEFINED 22 10,072 0 88
QUESTCOR PHARMACEUTICALS COM 74835Y101 1.35 269 SH DEFINED 22 259 0 10
INC
QUIDEL CORP COM 74838J101 1.03 71 SH DEFINED 22 65 0 6
QWEST COMMUNICATIONS INTL COM 749121109 404.97 95,832 SH DEFINED 22 90,145 0 5,687
IN
RACKSPACE HOSTING INC COM 750086100 228.30 16,472 SH DEFINED 22 13,615 0 2,857
RADIAN GROUP INC COM 750236101 126.59 46,542 SH DEFINED 22 43,877 0 2,665
RADIOSHACK CORP COM 750438103 623.13 44,637 SH DEFINED 09 44,637 0 0
RADIOSHACK CORP COM 750438103 275.15 19,710 SH DEFINED 22 18,075 0 1,635
RADISYS CORP COM 750459109 42.49 4,700 SH DEFINED 21 4,700 0 0
RADISYS CORP COM 750459109 848.37 93,846 SH DEFINED 22 41,835 0 52,011
RADWARE LTD ORD M81873107 13,073.08 1,695,600 SH DEFINED 09 1,695,600 0 0
RADWARE LTD ORD M81873107 1,443.82 187,266 SH DEFINED 21 187,266 0 0
RALCORP HLDGS INC NEW COM 751028101 0.79 13 SH DEFINED 22 13 0 0
RANDGOLD RES LTD ADR 752344309 4,434.15 69,100 SH DEFINED 09 69,100 0 0
RANGE RES CORP COM 75281A109 1,507.32 36,400 SH DEFINED 09 36,400 0 0
RAYMOND JAMES FINANCIAL COM 754730109 46.64 2,710 SH DEFINED 22 2,698 0 12
INC
RAYTHEON CO COM NEW 755111507 1,928.22 43,399 SH DEFINED 01 43,399 0 0
RAYTHEON CO COM NEW 755111507 3,232.73 72,760 SH DEFINED 02 72,760 0 0
RAYTHEON CO COM NEW 755111507 35,259.20 793,590 SH DEFINED 09 793,590 0 0
RAYTHEON CO COM NEW 755111507 15,864.18 357,060 SH DEFINED 21 357,060 0 0
RAYTHEON CO COM NEW 755111507 957.47 21,550 SH DEFINED 22 21,339 0 211
RC2 CORP COM 749388104 304.22 22,995 SH DEFINED 22 22,408 0 587
RED HAT INC COM 756577102 33,300.24 1,654,235 SH DEFINED 22 1,601,398 0 52,837
RED ROBIN GOURMET BURGERS COM 75689M101 28.69 1,530 SH DEFINED 22 1,430 0 100
IN
REDDY ICE HLDGS INC COM 75734R105 93.80 56,850 SH DEFINED 02 56,850 0 0
REDWOOD TR INC COM 758075402 2,112.16 143,100 SH DEFINED 09 143,100 0 0
REED ELSEVIER P L C SPONS ADR NEW 758205207 6.20 208 SH DEFINED 01 208 0 0
REGAL BELOIT CORP COM 758750103 41.71 1,050 SH DEFINED 21 1,050 0 0
REGAL ENTMT GROUP CL A 758766109 108.98 8,200 SH DEFINED 01 8,200 0 0
REGAL ENTMT GROUP CL A 758766109 151.84 11,425 SH DEFINED 02 11,425 0 0
REGAL ENTMT GROUP CL A 758766109 10,844.64 816,000 SH DEFINED 09 816,000 0 0
REGENERON PHARMACEUTICALS COM 75886F107 12,103.17 675,400 SH DEFINED 09 675,400 0 0
REGENERON PHARMACEUTICALS COM 75886F107 804.84 44,913 SH DEFINED 21 44,913 0 0
REGIONS FINANCIAL CORP COM 7591EP100 460.33 113,943 SH DEFINED 21 113,943 0 0
NEW
REGIONS FINANCIAL CORP COM 7591EP100 0.60 149 SH DEFINED 22 149 0 0
NEW
REGIS CORP MINN COM 758932107 2,391.73 137,377 SH DEFINED 21 137,377 0 0
REGIS CORP MINN COM 758932107 3,058.64 175,696 SH DEFINED 22 173,334 0 2,362
REHABCARE GROUP INC COM 759148109 35.90 1,500 SH DEFINED 21 1,500 0 0
REHABCARE GROUP INC COM 759148109 3,512.81 146,802 SH DEFINED 22 92,261 0 54,541
REINSURANCE GROUP AMER COM NEW 759351604 961.32 27,537 SH DEFINED 21 27,537 0 0
INC
REINSURANCE GROUP AMER COM NEW 759351604 0.03 1 SH DEFINED 22 1 0 0
INC
RELIANCE STEEL & ALUMINUM COM 759509102 14.40 375 SH DEFINED 21 375 0 0
CO
RELIANCE STEEL & ALUMINUM COM 759509102 2.84 74 SH DEFINED 22 74 0 0
CO
RENAISSANCERE HOLDINGS COM G7496G103 3.26 70 SH DEFINED 21 70 0 0
LTD
RENAISSANCERE HOLDINGS COM G7496G103 289.29 6,216 SH DEFINED 22 5,712 0 504
LTD
RENT A CTR INC NEW COM 76009N100 50.37 2,825 SH DEFINED 21 2,825 0 0
RENT A CTR INC NEW COM 76009N100 5,720.41 320,812 SH DEFINED 22 277,664 0 43,148
REPLIGEN CORP COM 759916109 6,705.24 1,219,135 SH DEFINED 09 1,219,135 0 0
REPLIGEN CORP COM 759916109 28.17 5,121 SH DEFINED 21 5,121 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 17.63 2,700 SH DEFINED 21 2,700 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 0.09 14 SH DEFINED 22 14 0 0
REPUBLIC BANCORP KY CL A 760281204 79.90 3,537 SH DEFINED 22 3,418 0 119
RESMED INC COM 761152107 20,743.79 509,300 SH DEFINED 09 509,300 0 0
RESMED INC COM 761152107 6.07 149 SH DEFINED 21 149 0 0
RESMED INC COM 761152107 81.66 2,005 SH DEFINED 22 1,993 0 12
REYNOLDS AMERICAN INC COM 761713106 27,918.26 724,415 SH DEFINED 01 724,415 0 0
REYNOLDS AMERICAN INC COM 761713106 1,717.62 44,475 SH DEFINED 02 44,475 0 0
REYNOLDS AMERICAN INC COM 761713106 27,058.37 700,631 SH DEFINED 09 700,631 0 0
REYNOLDS AMERICAN INC COM 761713106 2,431.67 62,964 SH DEFINED 22 61,405 0 1,559
RICKS CABARET INTL INC COM NEW 765641303 23.18 3,800 SH DEFINED 21 3,800 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 2,525.81 208,400 SH DEFINED 09 208,400 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 844.58 69,685 SH DEFINED 21 69,685 0 0
RIGHTNOW TECHNOLOGIES INC COM 76657R106 3,259.42 276,222 SH DEFINED 22 225,998 0 50,224
RIO TINTO PLC SPONSORED ADR 767204100 1,510.88 9,220 SH DEFINED 01 9,220 0 0
RIO TINTO PLC SPONSORED ADR 767204100 1,015.99 6,200 SH DEFINED 02 6,200 0 0
RIO TINTO PLC SPONSORED ADR 767204100 26,243.78 160,150 SH DEFINED 09 160,150 0 0
RIO TINTO PLC SPONSORED ADR 767204100 16,505.31 100,722 SH DEFINED 21 100,722 0 0
RIVERBED TECHNOLOGY INC COM 768573107 2,758.55 118,944 SH DEFINED 22 108,862 0 10,082
RLI CORP COM 749607107 1,229.89 27,453 SH DEFINED 22 16,189 0 11,264
ROBBINS & MYERS INC COM 770196103 12.80 665 SH DEFINED 22 665 0 0
ROCK-TENN CO CL A 772739207 520.50 13,640 SH DEFINED 02 13,640 0 0
ROCK-TENN CO CL A 772739207 222.13 5,821 SH DEFINED 21 5,821 0 0
ROCK-TENN CO CL A 772739207 5,938.97 155,660 SH DEFINED 22 153,250 0 2,410
ROCKWELL AUTOMATION INC COM 773903109 0.03 1 SH DEFINED 22 1 0 0
ROCKWELL COLLINS INC COM 774341101 21,248.92 509,200 SH DEFINED 09 509,200 0 0
ROCKWELL COLLINS INC COM 774341101 6.26 150 SH DEFINED 21 150 0 0
ROCKWELL COLLINS INC COM 774341101 293.40 7,031 SH DEFINED 22 6,965 0 66
ROCKWOOD HLDGS INC COM 774415103 2,118.33 144,695 SH DEFINED 21 144,695 0 0
ROGERS CORP COM 775133101 26.30 1,300 SH DEFINED 21 1,300 0 0
ROMA FINANCIAL CORP COM 77581P109 252.53 19,822 SH DEFINED 22 6,890 0 12,932
ROPER INDS INC NEW COM 776696106 3,796.98 83,800 SH DEFINED 09 83,800 0 0
ROSETTA RESOURCES INC COM 777779307 520.61 59,430 SH DEFINED 22 33,258 0 26,172
ROSS STORES INC COM 778296103 20,626.06 534,317 SH DEFINED 22 517,019 0 17,298
ROWAN COS INC COM 779382100 21.25 1,100 SH DEFINED 01 1,100 0 0
ROWAN COS INC COM 779382100 33,440.99 1,730,900 SH DEFINED 09 1,730,900 0 0
ROWAN COS INC COM 779382100 59.89 3,100 SH DEFINED 21 3,100 0 0
ROYAL CARIBBEAN CRUISES COM V7780T103 1.07 79 SH DEFINED 22 79 0 0
LTD
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 48,130.39 946,331 SH DEFINED 01 946,331 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 11.60 228 SH DEFINED 22 228 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,353.66 46,895 SH DEFINED 02 46,895 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 3,943.68 78,575 SH DEFINED 09 78,575 0 0
ROYAL GOLD INC COM 780287108 6,817.95 163,500 SH DEFINED 09 163,500 0 0
RTI INTL METALS INC COM 74973W107 283.34 16,035 SH DEFINED 22 15,043 0 992
RUBY TUESDAY INC COM 781182100 39.29 5,900 SH DEFINED 21 5,900 0 0
RUBY TUESDAY INC COM 781182100 439.21 65,948 SH DEFINED 22 25,426 0 40,522
RUDDICK CORP COM 781258108 879.56 37,540 SH DEFINED 22 22,062 0 15,478
RURAL / METRO CORP COM 781748108 17.60 6,900 SH DEFINED 21 6,900 0 0
RUSH ENTERPRISES INC CL A 781846209 0.02 2 SH DEFINED 22 2 0 0
RUSS BERRIE & CO COM 782233100 24.63 6,300 SH DEFINED 21 6,300 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 88,335.49 3,111,500 SH DEFINED 09 3,111,500 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 26.01 916 SH DEFINED 21 916 0 0
RYDER SYS INC COM 783549108 1,510.33 54,095 SH DEFINED 09 54,095 0 0
RYDER SYS INC COM 783549108 72.34 2,591 SH DEFINED 22 2,578 0 13
RYLAND GROUP INC COM 783764103 3,323.98 198,328 SH DEFINED 22 191,719 0 6,609
S1 CORPORATION COM 78463B101 2,760.04 398,850 SH DEFINED 22 312,453 0 86,397
SAFEGUARD SCIENTIFICS INC DBCV 2.625% 786449AG3 6,529.95 8,695,000 PRN DEFINED 09 8,695,000 0 0
3/1
SAFEGUARD SCIENTIFICS INC DBCV 2.625% 786449AG3 223.05 297,000 PRN DEFINED 21 297,000 0 0
3/1
SAFETY INS GROUP INC COM 78648T100 1,180.65 38,636 SH DEFINED 22 22,746 0 15,890
SAFEWAY INC COM NEW 786514208 3,364.59 165,174 SH DEFINED 09 165,174 0 0
SAFEWAY INC COM NEW 786514208 757.25 35,918 SH DEFINED 21 35,918 0 0
SAFEWAY INC COM NEW 786514208 33,584.55 1,648,725 SH DEFINED 22 1,597,634 0 51,091
SAIA INC COM 78709Y105 194.51 10,800 SH DEFINED 21 10,800 0 0
SAIC INC COM 78390X101 1,947.75 105,000 SH DEFINED 09 105,000 0 0
SAKS INC COM 79377W108 881.13 198,900 SH DEFINED 09 198,900 0 0
SAKS INC COM 79377W108 296.25 66,873 SH DEFINED 22 63,598 0 3,275
SALESFORCE COM INC COM 79466L302 393.75 10,302 SH DEFINED 22 9,803 0 499
SALIX PHARMACEUTICALS INC COM 795435106 696.62 70,580 SH DEFINED 21 70,580 0 0
SANDERS MORRIS HARRIS COM 80000Q104 26.95 4,900 SH DEFINED 21 4,900 0 0
GROUP
SANDERSON FARMS INC COM 800013104 2,268.00 50,400 SH DEFINED 21 50,400 0 0
SANDERSON FARMS INC COM 800013104 3,700.89 82,242 SH DEFINED 22 45,433 0 36,809
SANDISK CORP COM 80004C101 22,607.50 1,537,924 SH DEFINED 22 1,488,878 0 49,046
SANDISK CORP NOTE 1.000% 80004CAC5 641.69 1,003,000 PRN DEFINED 09 1,003,000 0 0
5/1
SANFILIPPO JOHN B & SON COM 800422107 101.53 14,200 SH DEFINED 21 14,200 0 0
INC
SANMINA SCI CORP COM 800907107 0.04 82 SH DEFINED 22 82 0 0
SANTANDER BANCORP COM 802809103 16.01 2,300 SH DEFINED 21 2,300 0 0
SAP AG SPON ADR 803054204 3.78 94 SH DEFINED 01 94 0 0
SARA LEE CORP COM 803111103 706.12 72,348 SH DEFINED 21 72,348 0 0
SASOL LTD SPONSORED ADR 803866300 782.23 22,465 SH DEFINED 02 22,465 0 0
SASOL LTD SPONSORED ADR 803866300 1,309.93 37,620 SH DEFINED 09 37,620 0 0
SATCON TECHNOLOGY CORP COM 803893106 5,836.00 3,242,224 SH DEFINED 09 3,242,224 0 0
SATCON TECHNOLOGY CORP COM 803893106 1,904.00 1,057,776 SH DEFINED 21 1,057,776 0 0
SAVIENT PHARMACEUTICALS COM 80517Q100 18,873.16 1,361,700 SH DEFINED 09 1,361,700 0 0
INC
SAVIENT PHARMACEUTICALS COM 80517Q100 1,559.25 112,500 SH DEFINED 21 112,500 0 0
INC
SCANA CORP NEW COM 80589M102 15,458.67 478,039 SH DEFINED 01 478,039 0 0
SCANA CORP NEW COM 80589M102 10,670.13 328,615 SH DEFINED 09 328,615 0 0
SCANA CORP NEW COM 80589M102 29.29 902 SH DEFINED 22 882 0 20
SCHAWK INC CL A 806373106 18.02 2,400 SH DEFINED 21 2,400 0 0
SCHAWK INC CL A 806373106 0.16 21 SH DEFINED 22 21 0 0
SCHERING PLOUGH CORP COM 806605101 54,458.90 2,167,950 SH DEFINED 09 2,167,950 0 0
SCHERING PLOUGH CORP COM 806605101 16.68 664 SH DEFINED 21 664 0 0
SCHERING PLOUGH CORP COM 806605101 12.57 500 SH DEFINED 22 500 0 0
SCHLUMBERGER LTD COM 806857108 1,569.41 29,004 SH DEFINED 01 29,004 0 0
SCHLUMBERGER LTD COM 806857108 887.40 16,400 SH DEFINED 02 16,400 0 0
SCHLUMBERGER LTD COM 806857108 22,071.47 407,900 SH DEFINED 09 407,900 0 0
SCHLUMBERGER LTD COM 806857108 346.30 6,400 SH DEFINED 21 6,400 0 0
SCHOLASTIC CORP COM 807066105 3,297.85 166,642 SH DEFINED 22 92,180 0 74,462
SCHOOL SPECIALTY INC COM 807863105 1,867.51 92,405 SH DEFINED 21 92,405 0 0
SCHOOL SPECIALTY INC NOTE 3.750% 807863AE5 398.25 425,000 PRN DEFINED 01 425,000 0 0
8/0
SCHOOL SPECIALTY INC NOTE 3.750% 807863AE5 16,609.21 17,725,000 PRN DEFINED 02 ######## 0 0
8/0
SCHOOL SPECIALTY INC SDCV 807863AL9 4,192.71 5,073,000 PRN DEFINED 09 5,073,000 0 0
3.750%11/3
SCHOOL SPECIALTY INC SDCV 807863AL9 0.83 1,000 PRN DEFINED 21 1,000 0 0
3.750%11/3
SCHULMAN A INC COM 808194104 155.12 10,266 SH DEFINED 22 9,321 0 945
SCHWAB CHARLES CORP NEW COM 808513105 3.14 179 SH DEFINED 22 179 0 0
SCHWEITZER-MAUDUIT INTL COM 808541106 489.92 18,005 SH DEFINED 22 12,886 0 5,119
INC
SCOTTS MIRACLE GRO CO CL A 810186106 3,438.32 96,485 SH DEFINED 22 90,672 0 5,813
SCRIPPS E W CO OHIO CL A NEW 811054402 0.03 12 SH DEFINED 22 12 0 0
SEABRIGHT INSURANCE HLDGS COM 811656107 26.34 2,600 SH DEFINED 21 2,600 0 0
IN
SEABRIGHT INSURANCE HLDGS COM 811656107 0.15 15 SH DEFINED 22 15 0 0
IN
SEACHANGE INTL INC COM 811699107 3,318.84 413,305 SH DEFINED 21 413,305 0 0
SEACOAST BKG CORP FLA COM 811707306 11.42 4,700 SH DEFINED 21 4,700 0 0
SEACOR HOLDINGS INC COM 811904101 1,112.20 14,782 SH DEFINED 09 14,782 0 0
SEACOR HOLDINGS INC COM 811904101 176.44 2,345 SH DEFINED 22 2,200 0 145
SEAGATE TECHNOLOGY SHS G7945J104 548.93 52,479 SH DEFINED 21 52,479 0 0
SEAGATE TECHNOLOGY SHS G7945J104 0.12 11 SH DEFINED 22 11 0 0
SEALED AIR CORP NEW COM 81211K100 2,053.02 111,275 SH DEFINED 02 111,275 0 0
SEALED AIR CORP NEW COM 81211K100 3,441.39 186,525 SH DEFINED 09 186,525 0 0
SEARS HLDGS CORP COM 812350106 11,094.67 166,787 SH DEFINED 09 166,787 0 0
SEARS HLDGS CORP COM 812350106 26,082.98 392,107 SH DEFINED 22 379,856 0 12,251
SEASPAN CORP SHS Y75638109 1,304.29 212,080 SH DEFINED 21 212,080 0 0
SEATTLE GENETICS INC COM 812578102 32,444.39 3,337,900 SH DEFINED 09 3,337,900 0 0
SEATTLE GENETICS INC COM 812578102 975.25 100,334 SH DEFINED 21 100,334 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 26.43 550 SH DEFINED 22 550 0 0
SELECTIVE INS GROUP INC COM 816300107 1,072.65 83,990 SH DEFINED 22 82,841 0 1,149
SEMPRA ENERGY COM 816851109 2,816.25 56,745 SH DEFINED 02 56,745 0 0
SEMPRA ENERGY COM 816851109 15,415.82 310,615 SH DEFINED 09 310,615 0 0
SEMPRA ENERGY COM 816851109 807.41 18,397 SH DEFINED 21 18,397 0 0
SEMPRA ENERGY COM 816851109 48,157.37 970,327 SH DEFINED 22 940,518 0 29,809
SEMTECH CORP COM 816850101 3,001.60 188,659 SH DEFINED 22 171,628 0 17,031
SENECA FOODS CORP NEW CL A 817070501 26.74 800 SH DEFINED 21 800 0 0
SENSIENT TECHNOLOGIES COM 81725T100 819.18 36,295 SH DEFINED 02 36,295 0 0
CORP
SENSIENT TECHNOLOGIES COM 81725T100 1,402.61 62,145 SH DEFINED 09 62,145 0 0
CORP
SENSIENT TECHNOLOGIES COM 81725T100 146.55 6,493 SH DEFINED 22 6,314 0 179
CORP
SEPRACOR INC COM 817315104 284.74 16,409 SH DEFINED 22 15,254 0 1,155
SERVICE CORP INTL COM 817565104 1,317.11 240,348 SH DEFINED 21 240,348 0 0
SESI L L C NOTE 78412FAH7 3,249.40 3,894,000 PRN DEFINED 09 3,894,000 0 0
1.500%12/1
SESI L L C NOTE 78412FAH7 100.14 120,000 PRN DEFINED 21 120,000 0 0
1.500%12/1
SHAW GROUP INC COM 820280105 803.11 29,300 SH DEFINED 09 29,300 0 0
SHAW GROUP INC COM 820280105 14,005.33 510,957 SH DEFINED 21 510,957 0 0
SHAW GROUP INC COM 820280105 1.89 69 SH DEFINED 22 69 0 0
SHERWIN WILLIAMS CO COM 824348106 1,714.63 31,900 SH DEFINED 09 31,900 0 0
SHIP FINANCE SHS G81075106 121.18 10,876 SH DEFINED 22 10,498 0 378
INTERNATIONAL L
SHUTTERFLY INC COM 82568P304 40.46 2,900 SH DEFINED 21 2,900 0 0
SIEMENS A G SPONSORED ADR 826197501 4.43 64 SH DEFINED 01 64 0 0
SIGMA DESIGNS INC COM 826565103 1,600.36 99,773 SH DEFINED 22 60,698 0 39,075
SIGNET JEWELERS LIMITED SHS G81276100 1,587.92 76,269 SH DEFINED 21 76,269 0 0
SILGAN HOLDINGS INC COM 827048109 343.81 7,002 SH DEFINED 22 6,670 0 332
SILICON GRAPHICS INTL COM 82706L108 39.49 6,200 SH DEFINED 21 6,200 0 0
CORP
SILICON IMAGE INC COM 82705T102 18.78 8,200 SH DEFINED 21 8,200 0 0
SILICON LABORATORIES INC COM 826919102 9,567.96 251,921 SH DEFINED 22 243,157 0 8,764
SILICON STORAGE COM 827057100 20.01 10,700 SH DEFINED 21 10,700 0 0
TECHNOLOGY I
SIMON PPTY GROUP INC NEW COM 828806109 1,027.57 19,980 SH DEFINED 09 19,980 0 0
SIMON PPTY GROUP INC NEW COM 828806109 16,364.48 318,189 SH DEFINED 21 318,189 0 0
SIMON PPTY GROUP INC NEW COM 828806109 414.22 8,054 SH DEFINED 22 8,054 0 0
SIMPSON MANUFACTURING CO COM 829073105 4,185.63 193,600 SH DEFINED 09 193,600 0 0
INC
SIMPSON MANUFACTURING CO COM 829073105 1,292.88 59,800 SH DEFINED 21 59,800 0 0
INC
SIRONA DENTAL SYSTEMS INC COM 82966C103 205.00 10,255 SH DEFINED 22 6,547 0 3,708
SKECHERS U S A INC CL A 830566105 2,320.50 237,513 SH DEFINED 21 237,513 0 0
SKECHERS U S A INC CL A 830566105 704.32 72,090 SH DEFINED 22 32,858 0 39,232
SKYWEST INC COM 830879102 12.24 1,200 SH DEFINED 21 1,200 0 0
SKYWEST INC COM 830879102 0.91 89 SH DEFINED 22 89 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 759.55 77,584 SH DEFINED 22 58,534 0 19,050
SMART MODULAR ORD SHS G82245104 329.15 145,000 SH DEFINED 02 145,000 0 0
TECHNOLOGIES I
SMITH & WESSON HLDG CORP COM 831756101 29.54 5,200 SH DEFINED 21 5,200 0 0
SMITH A O COM 831865209 249.45 7,659 SH DEFINED 21 7,659 0 0
SMITH INTL INC COM 832110100 1,614.53 62,700 SH DEFINED 09 62,700 0 0
SNAP ON INC COM 833034101 36.90 1,284 SH DEFINED 22 1,282 0 2
SOAPSTONE NETWORKS INC COM 833570104 33.86 8,100 SH DEFINED 21 8,100 0 0
SOCIEDAD QUIMICA MINERA SPON ADR SER B 833635105 36,841.42 1,018,000 SH DEFINED 09 1,018,000 0 0
DE C
SOCIEDAD QUIMICA MINERA SPON ADR SER B 833635105 3,495.95 96,600 SH DEFINED 21 96,600 0 0
DE C
SOLARWINDS INC COM 83416B109 3,442.29 208,750 SH DEFINED 09 208,750 0 0
SOLARWINDS INC COM 83416B109 1,092.46 66,250 SH DEFINED 21 66,250 0 0
SOLERA HOLDINGS INC COM 83421A104 42,608.50 1,677,500 SH DEFINED 09 1,677,500 0 0
SOLERA HOLDINGS INC COM 83421A104 3,778.25 148,750 SH DEFINED 21 148,750 0 0
SOLERA HOLDINGS INC COM 83421A104 205.46 8,089 SH DEFINED 22 7,991 0 98
SOLTA MED INC COM 83438K103 44.46 28,500 SH DEFINED 09 28,500 0 0
SOLTA MED INC COM 83438K103 13.74 8,810 SH DEFINED 21 8,810 0 0
SONICWALL INC COM 835470105 1,553.25 283,440 SH DEFINED 21 283,440 0 0
SONOCO PRODS CO COM 835495102 704.25 29,405 SH DEFINED 21 29,405 0 0
SOURCEFIRE INC COM 83616T108 465.02 37,532 SH DEFINED 22 27,756 0 9,776
SOUTH FINL GROUP INC COM 837841105 241.25 202,733 SH DEFINED 09 202,733 0 0
SOUTH FINL GROUP INC COM 837841105 1,071.93 900,784 SH DEFINED 21 900,784 0 0
SOUTH FINL GROUP INC COM 837841105 0.10 82 SH DEFINED 22 75 0 7
SOUTHERN CO COM 842587107 60,853.87 1,954,606 SH DEFINED 01 1,954,606 0 0
SOUTHERN CO COM 842587107 1,274.44 40,900 SH DEFINED 02 40,900 0 0
SOUTHERN CO COM 842587107 66,688.73 2,140,203 SH DEFINED 09 2,140,203 0 0
SOUTHERN CO COM 842587107 523.49 16,800 SH DEFINED 21 16,800 0 0
SOUTHERN COPPER CORP COM 84265V105 1.74 85 SH DEFINED 22 85 0 0
SOUTHERN UN CO NEW COM 844030106 266.84 14,510 SH DEFINED 09 14,510 0 0
SOUTHERN UN CO NEW COM 844030106 874.68 47,563 SH DEFINED 21 47,563 0 0
SOUTHERN UN CO NEW COM 844030106 9,831.25 534,597 SH DEFINED 22 517,097 0 17,500
SOUTHSIDE BANCSHARES INC COM 84470P109 481.12 21,037 SH DEFINED 22 9,148 0 11,889
SOUTHWEST AIRLS CO COM 844741108 1,422.39 211,350 SH DEFINED 09 211,350 0 0
SOUTHWEST AIRLS CO COM 844741108 93.49 13,891 SH DEFINED 22 13,863 0 28
SOUTHWEST BANCORP INC COM 844767103 42.94 4,400 SH DEFINED 21 4,400 0 0
OKLA
SOUTHWEST GAS CORP COM 844895102 944.26 42,517 SH DEFINED 22 42,049 0 468
SOUTHWESTERN ENERGY CO COM 845467109 7,967.55 205,085 SH DEFINED 09 205,085 0 0
SOUTHWESTERN ENERGY CO COM 845467109 0.82 21 SH DEFINED 21 21 0 0
SOUTHWESTERN ENERGY CO COM 845467109 713.34 18,321 SH DEFINED 22 17,681 0 640
SPARK NETWORKS INC COM 84651P100 9.91 4,310 SH DEFINED 21 4,310 0 0
SPARTAN MTRS INC COM 846819100 69.11 6,100 SH DEFINED 21 6,100 0 0
SPARTAN MTRS INC COM 846819100 799.29 70,546 SH DEFINED 22 35,945 0 34,601
SPARTAN STORES INC COM 846822104 1,032.26 83,180 SH DEFINED 21 83,180 0 0
SPARTECH CORP COM NEW 847220209 1,670.56 181,780 SH DEFINED 21 181,780 0 0
SPECIALTY UNDERWRITERS COM 84751T309 43.75 6,900 SH DEFINED 21 6,900 0 0
ALLIA
SPECTRUM CTL INC COM 847615101 197.90 22,489 SH DEFINED 22 7,640 0 14,849
SPECTRUM PHARMACEUTICALS COM 84763A108 23,825.93 3,114,500 SH DEFINED 09 3,114,500 0 0
INC
SPECTRUM PHARMACEUTICALS COM 84763A108 2,735.72 357,610 SH DEFINED 21 357,610 0 0
INC
SPEEDWAY MOTORSPORTS INC COM 847788106 1,315.34 95,542 SH DEFINED 22 94,058 0 1,484
SPHERION CORP COM 848420105 64.27 15,600 SH DEFINED 21 15,600 0 0
SPIRE CORP COM 848565107 2,753.41 500,620 SH DEFINED 09 500,620 0 0
SPIRE CORP COM 848565107 1,078.31 196,056 SH DEFINED 21 196,056 0 0
SPIRIT AEROSYSTEMS HLDGS COM CL A 848574109 5.13 373 SH DEFINED 22 373 0 0
INC
SPORT SUPPLY GROUP INC COM 84916A104 16.32 1,900 SH DEFINED 21 1,900 0 0
DEL
SPSS INC COM 78462K102 2,091.80 62,685 SH DEFINED 21 62,685 0 0
SPSS INC NOTE 2.500% 78462KAB8 4,219.53 4,476,000 PRN DEFINED 09 4,476,000 0 0
3/1
SPSS INC NOTE 2.500% 78462KAB8 92.38 98,000 PRN DEFINED 21 98,000 0 0
3/1
SPX CORP COM 784635104 372.17 7,600 SH DEFINED 02 7,600 0 0
SPX CORP COM 784635104 4,426.89 90,400 SH DEFINED 09 90,400 0 0
SRS LABS INC COM 78464M106 46.55 7,000 SH DEFINED 21 7,000 0 0
ST MARY LD & EXPL CO COM 792228108 757.89 36,315 SH DEFINED 21 36,315 0 0
ST MARY LD & EXPL CO COM 792228108 6,589.89 315,759 SH DEFINED 22 304,603 0 11,156
STAGE STORES INC COM NEW 85254C305 14.43 1,300 SH DEFINED 21 1,300 0 0
STAGE STORES INC COM NEW 85254C305 470.30 42,369 SH DEFINED 22 24,347 0 18,022
STANCORP FINL GROUP INC COM 852891100 76.58 2,670 SH DEFINED 22 2,371 0 299
STANDARD MTR PRODS INC COM 853666105 32.25 3,900 SH DEFINED 21 3,900 0 0
STANDARD PAC CORP NEW COM 85375C101 61.71 30,400 SH DEFINED 21 30,400 0 0
STANLEY FURNITURE INC COM NEW 854305208 6.47 600 SH DEFINED 21 600 0 0
STANLEY INC COM 854532108 44.55 1,355 SH DEFINED 22 1,351 0 4
STANLEY WKS COM 854616109 957.33 28,290 SH DEFINED 02 28,290 0 0
STANLEY WKS COM 854616109 1,645.30 48,620 SH DEFINED 09 48,620 0 0
STANLEY WKS COM 854616109 224.09 6,622 SH DEFINED 21 6,622 0 0
STANLEY WKS COM 854616109 1.08 32 SH DEFINED 22 32 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 147.44 41,300 SH DEFINED 21 41,300 0 0
STARENT NETWORKS CORP COM 85528P108 15,245.53 624,556 SH DEFINED 22 582,175 0 42,381
STARRETT L S CO CL A 855668109 18.36 2,700 SH DEFINED 21 2,700 0 0
STARTEK INC COM 85569C107 235.51 29,365 SH DEFINED 22 8,342 0 21,023
STARWOOD HOTELS&RESORTS COM 85590A401 2,335.44 105,200 SH DEFINED 09 105,200 0 0
WRLD
STATE AUTO FINL CORP COM 855707105 0.14 8 SH DEFINED 22 8 0 0
STATE STR CORP COM 857477103 58,801.76 1,245,800 SH DEFINED 09 1,245,800 0 0
STATE STR CORP COM 857477103 17.18 364 SH DEFINED 21 364 0 0
STEAK N SHAKE CO COM 857873103 0.04 5 SH DEFINED 22 5 0 0
STEC INC COM 784774101 2,772.15 119,526 SH DEFINED 22 113,569 0 5,957
STEEL DYNAMICS INC COM 858119100 12,782.69 867,800 SH DEFINED 09 867,800 0 0
STEEL DYNAMICS INC COM 858119100 474.31 32,200 SH DEFINED 21 32,200 0 0
STEEL DYNAMICS INC NOTE 5.125% 858119AP5 2,094.14 1,901,000 PRN DEFINED 09 1,901,000 0 0
6/1
STEEL DYNAMICS INC NOTE 5.125% 858119AP5 110.16 100,000 PRN DEFINED 21 100,000 0 0
6/1
STEINWAY MUSICAL INSTRS COM 858495104 54.04 5,050 SH DEFINED 21 5,050 0 0
INC
STEPAN CO COM 858586100 212.72 4,817 SH DEFINED 22 4,032 0 785
STERICYCLE INC COM 858912108 1,545.90 30,000 SH DEFINED 09 30,000 0 0
STERICYCLE INC COM 858912108 3,882.22 75,339 SH DEFINED 22 72,343 0 2,996
STERIS CORP COM 859152100 47.75 1,831 SH DEFINED 22 1,831 0 0
STERLING BANCSHARES INC COM 858907108 2,029.58 320,629 SH DEFINED 21 320,629 0 0
STERLING FINL CORP WASH COM 859319105 19.79 6,800 SH DEFINED 21 6,800 0 0
STEWART ENTERPRISES INC CL A 860370105 42.88 8,896 SH DEFINED 22 1,881 0 7,015
STEWART INFORMATION SVCS COM 860372101 763.52 53,580 SH DEFINED 21 53,580 0 0
COR
STEWART INFORMATION SVCS COM 860372101 398.30 27,951 SH DEFINED 22 25,076 0 2,875
COR
STILLWATER MNG CO COM 86074Q102 1,904.91 333,609 SH DEFINED 21 333,609 0 0
STONE ENERGY CORP COM 861642106 2.23 300 SH DEFINED 01 300 0 0
STONE ENERGY CORP COM 861642106 5,455.18 735,200 SH DEFINED 09 735,200 0 0
STONE ENERGY CORP COM 861642106 222.71 30,015 SH DEFINED 22 12,709 0 17,306
STONERIDGE INC COM 86183P102 12.96 2,700 SH DEFINED 21 2,700 0 0
STRAYER ED INC COM 863236105 4,518.42 20,717 SH DEFINED 22 20,268 0 449
STRYKER CORP COM 863667101 0.20 5 SH DEFINED 22 5 0 0
SUCCESSFACTORS INC COM 864596101 506.11 55,132 SH DEFINED 22 43,150 0 11,982
SUN COMMUNITIES INC COM 866674104 2,445.95 177,500 SH DEFINED 21 177,500 0 0
SUN HEALTHCARE GROUP INC COM NEW 866933401 370.60 43,910 SH DEFINED 22 31,591 0 12,319
SUN LIFE FINL INC COM 866796105 1,381.37 51,314 SH DEFINED 21 51,314 0 0
SUNOCO INC COM 86764P109 1,597.27 68,848 SH DEFINED 09 68,848 0 0
SUNOCO INC COM 86764P109 97.00 4,181 SH DEFINED 22 4,157 0 24
SUNPOWER CORP DBCV 0.750% 867652AB5 5,050.53 5,500,350 PRN DEFINED 09 5,500,350 0 0
8/0
SUNPOWER CORP DBCV 0.750% 867652AB5 1.52 1,650 PRN DEFINED 21 1,650 0 0
8/0
SUNTRUST BKS INC COM 867914103 468.17 28,460 SH DEFINED 21 28,460 0 0
SUNTRUST BKS INC COM 867914103 6,981.56 424,412 SH DEFINED 22 411,739 0 12,673
SUPERIOR ENERGY SVCS INC COM 868157108 34.88 2,020 SH DEFINED 22 2,020 0 0
SUPERIOR INDS INTL INC COM 868168105 383.04 27,166 SH DEFINED 22 25,972 0 1,194
SUPERIOR WELL SVCS INC COM 86837X105 361.43 60,745 SH DEFINED 21 60,745 0 0
SUPERIOR WELL SVCS INC COM 86837X105 0.10 16 SH DEFINED 22 16 0 0
SUPERVALU INC COM 868536103 21.61 1,669 SH DEFINED 22 1,664 0 5
SUSQUEHANNA BANCSHARES COM 869099101 0.20 40 SH DEFINED 22 40 0 0
INC P
SUSSER HLDGS CORP COM 869233106 35.94 3,212 SH DEFINED 22 876 0 2,336
SVB FINL GROUP COM 78486Q101 1,753.24 64,410 SH DEFINED 21 64,410 0 0
SVB FINL GROUP COM 78486Q101 174.51 6,411 SH DEFINED 22 5,856 0 555
SWIFT ENERGY CO COM 870738101 600.27 36,052 SH DEFINED 22 22,426 0 13,626
SWITCH & DATA FACILITIES COM 871043105 717.88 61,200 SH DEFINED 09 61,200 0 0
COM
SWITCH & DATA FACILITIES COM 871043105 221.70 18,900 SH DEFINED 21 18,900 0 0
COM
SWS GROUP INC COM 78503N107 0.39 28 SH DEFINED 22 28 0 0
SXC HEALTH SOLUTIONS CORP COM 78505P100 3,568.97 140,400 SH DEFINED 09 140,400 0 0
SXC HEALTH SOLUTIONS CORP COM 78505P100 1,100.56 43,295 SH DEFINED 21 43,295 0 0
SYBASE INC COM 871130100 5.27 168 SH DEFINED 22 168 0 0
SYKES ENTERPRISES INC COM 871237103 6.95 384 SH DEFINED 22 384 0 0
SYMANTEC CORP COM 871503108 3,006.97 193,250 SH DEFINED 09 193,250 0 0
SYMANTEC CORP COM 871503108 14,223.99 913,823 SH DEFINED 21 913,823 0 0
SYMANTEC CORP COM 871503108 572.44 36,789 SH DEFINED 22 35,924 0 865
SYMANTEC CORP NOTE 0.750% 871503AD0 5,158.92 5,090,000 PRN DEFINED 09 5,090,000 0 0
6/1
SYMANTEC CORP NOTE 0.750% 871503AD0 1.01 1,000 PRN DEFINED 21 1,000 0 0
6/1
SYMMETRICOM INC COM 871543104 1,235.07 214,050 SH DEFINED 21 214,050 0 0
SYNAPTICS INC COM 87157D109 22,445.77 580,755 SH DEFINED 22 555,612 0 25,143
SYNCHRONOSS TECHNOLOGIES COM 87157B103 504.98 41,156 SH DEFINED 22 29,540 0 11,616
INC
SYNGENTA AG SPONSORED ADR 87160A100 942.73 20,265 SH DEFINED 02 20,265 0 0
SYNGENTA AG SPONSORED ADR 87160A100 1,581.68 34,000 SH DEFINED 09 34,000 0 0
SYNIVERSE HLDGS INC COM 87163F106 1,529.89 95,439 SH DEFINED 22 77,668 0 17,771
SYNNEX CORP COM 87162W100 14.99 600 SH DEFINED 21 600 0 0
SYNNEX CORP COM 87162W100 2,436.18 97,486 SH DEFINED 22 74,749 0 22,737
SYNOPSYS INC COM 871607107 222.86 11,423 SH DEFINED 21 11,423 0 0
SYNOVUS FINL CORP COM 87161C105 11.36 3,800 SH DEFINED 21 3,800 0 0
SYNOVUS FINL CORP COM 87161C105 98.05 32,794 SH DEFINED 22 29,743 0 3,051
SYNTEL INC COM 87162H103 7,093.59 225,627 SH DEFINED 22 198,998 0 26,629
SYSCO CORP COM 871829107 1,614.96 71,840 SH DEFINED 02 71,840 0 0
SYSCO CORP COM 871829107 2,707.04 120,420 SH DEFINED 09 120,420 0 0
TAIWAN SEMICONDUCTOR MFG SPONSORED ADR 874039100 638.90 67,896 SH DEFINED 01 67,896 0 0
LTD
TAIWAN SEMICONDUCTOR MFG SPONSORED ADR 874039100 2,325.21 247,100 SH DEFINED 21 247,100 0 0
LTD
TAKE-TWO INTERACTIVE COM 874054109 1,373.31 145,017 SH DEFINED 22 84,582 0 60,435
SOFTWAR
TAL INTL GROUP INC COM 874083108 0.14 13 SH DEFINED 22 13 0 0
TALISMAN ENERGY INC COM 87425E103 6.77 474 SH DEFINED 01 474 0 0
TARGET CORP COM 87612E106 1,593.68 40,377 SH DEFINED 01 40,377 0 0
TARGET CORP COM 87612E106 1,117.00 28,300 SH DEFINED 02 28,300 0 0
TARGET CORP COM 87612E106 27,806.62 704,500 SH DEFINED 09 704,500 0 0
TARGET CORP COM 87612E106 434.17 11,000 SH DEFINED 21 11,000 0 0
TARGET CORP COM 87612E106 43,803.16 1,109,783 SH DEFINED 22 1,071,384 0 38,399
TECH DATA CORP COM 878237106 1,561.90 47,750 SH DEFINED 09 47,750 0 0
TECH DATA CORP COM 878237106 16.36 500 SH DEFINED 21 500 0 0
TECH DATA CORP COM 878237106 304.20 9,300 SH DEFINED 22 8,968 0 332
TECH DATA CORP DBCV 878237AE6 6,785.56 7,235,036 PRN DEFINED 09 7,235,036 0 0
2.750%12/1
TECH DATA CORP DBCV 878237AE6 97.51 103,964 PRN DEFINED 21 103,964 0 0
2.750%12/1
TECHNITROL INC COM 878555101 2,124.85 328,415 SH DEFINED 21 328,415 0 0
TECHTEAM GLOBAL INC COM 878311109 24.20 3,700 SH DEFINED 21 3,700 0 0
TECO ENERGY INC COM 872375100 107.33 8,997 SH DEFINED 22 7,444 0 1,553
TECUMSEH PRODS CO CL A 878895200 32.04 3,300 SH DEFINED 21 3,300 0 0
TEEKAY CORPORATION COM Y8564W103 58.88 2,800 SH DEFINED 21 2,800 0 0
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 1,189.60 80,000 SH DEFINED 21 80,000 0 0
TELECOM HLDRS TR DEPOSITRY RCPT 87927P200 0.81 35 SH DEFINED 22 35 0 0
TELECOMMUNICATION SYS INC CL A 87929J103 348.90 49,072 SH DEFINED 22 32,154 0 16,918
TELEDYNE TECHNOLOGIES INC COM 879360105 1,814.44 55,397 SH DEFINED 22 54,666 0 731
TELEFLEX INC COM 879369106 8.05 179 SH DEFINED 22 91 0 88
TELEFONICA S A SPONSORED ADR 879382208 1,894.13 27,900 SH DEFINED 02 27,900 0 0
TELEFONICA S A SPONSORED ADR 879382208 1,877.50 27,655 SH DEFINED 09 27,655 0 0
TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 0.04 1 SH DEFINED 22 1 0 0
TELEPHONE & DATA SYS INC COM 879433100 188.20 6,650 SH DEFINED 09 6,650 0 0
TELEPHONE & DATA SYS INC COM 879433100 0.88 31 SH DEFINED 22 31 0 0
TELLABS INC COM 879664100 214.00 37,347 SH DEFINED 22 35,708 0 1,639
TELULAR CORP COM NEW 87970T208 56.12 26,100 SH DEFINED 21 26,100 0 0
TEMPLE INLAND INC COM 879868107 7.57 577 SH DEFINED 22 577 0 0
TEMPUR PEDIC INTL INC COM 88023U101 2.47 189 SH DEFINED 22 189 0 0
TENARIS S A SPONSORED ADR 88031M109 1,217.48 45,025 SH DEFINED 02 45,025 0 0
TENARIS S A SPONSORED ADR 88031M109 1,991.36 73,645 SH DEFINED 09 73,645 0 0
TENNECO INC COM 880349105 1,454.43 137,210 SH DEFINED 21 137,210 0 0
TERADYNE INC NOTE 4.500% 880770AE2 562.56 393,000 PRN DEFINED 09 393,000 0 0
3/1
TERADYNE INC NOTE 4.500% 880770AE2 153.17 107,000 PRN DEFINED 21 107,000 0 0
3/1
TEREX CORP NEW COM 880779103 2,272.65 188,289 SH DEFINED 09 188,289 0 0
TEREX CORP NEW COM 880779103 0.60 50 SH DEFINED 21 50 0 0
TEREX CORP NEW COM 880779103 7,556.92 626,090 SH DEFINED 22 605,881 0 20,209
TESORO CORP COM 881609101 238.39 18,727 SH DEFINED 09 18,727 0 0
TESORO CORP COM 881609101 53.53 4,205 SH DEFINED 21 4,205 0 0
TESORO CORP COM 881609101 2,328.46 182,910 SH DEFINED 22 177,235 0 5,675
TESSERA TECHNOLOGIES INC COM 88164L100 1,114.95 44,085 SH DEFINED 22 43,499 0 586
TETRA TECH INC NEW COM 88162G103 950.49 33,176 SH DEFINED 22 27,508 0 5,668
TETRA TECHNOLOGIES INC COM 88162F105 71.64 9,000 SH DEFINED 21 9,000 0 0
DEL
TETRA TECHNOLOGIES INC COM 88162F105 907.43 114,013 SH DEFINED 22 81,950 0 32,063
DEL
TEVA PHARMACEUTICAL INDS ADR 881624209 1,001.80 20,304 SH DEFINED 01 20,304 0 0
LTD
TEVA PHARMACEUTICAL INDS ADR 881624209 794.37 16,100 SH DEFINED 02 16,100 0 0
LTD
TEVA PHARMACEUTICAL INDS ADR 881624209 19,597.85 397,200 SH DEFINED 09 397,200 0 0
LTD
TEVA PHARMACEUTICAL INDS ADR 881624209 1,871.22 37,925 SH DEFINED 21 37,925 0 0
LTD
TEXAS INDS INC COM 882491103 6,055.32 193,090 SH DEFINED 22 186,082 0 7,008
TEXAS INSTRS INC COM 882508104 1,030.07 48,360 SH DEFINED 02 48,360 0 0
TEXAS INSTRS INC COM 882508104 1,763.75 82,805 SH DEFINED 09 82,805 0 0
TEXAS INSTRS INC COM 882508104 1.58 74 SH DEFINED 22 74 0 0
TEXAS ROADHOUSE INC CL A 882681109 2,969.70 272,200 SH DEFINED 09 272,200 0 0
TEXAS ROADHOUSE INC CL A 882681109 916.06 83,965 SH DEFINED 21 83,965 0 0
TEXAS ROADHOUSE INC CL A 882681109 4,463.40 409,100 SH DEFINED 22 346,162 0 62,938
TEXTAINER GROUP HOLDINGS SHS G8766E109 31.02 2,700 SH DEFINED 21 2,700 0 0
LTD
TEXTAINER GROUP HOLDINGS SHS G8766E109 96.07 8,361 SH DEFINED 22 3,683 0 4,678
LTD
TFS FINL CORP COM 87240R107 200.58 18,887 SH DEFINED 22 17,662 0 1,225
THERAGENICS CORP COM 883375107 13.55 10,500 SH DEFINED 21 10,500 0 0
THERAGENICS CORP COM 883375107 0.39 300 SH DEFINED 22 300 0 0
THERMO FISHER SCIENTIFIC COM 883556102 53.57 1,314 SH DEFINED 22 1,308 0 6
INC
THERMOGENESIS CORP COM NEW 883623209 384.99 611,100 SH DEFINED 09 611,100 0 0
THERMOGENESIS CORP COM NEW 883623209 118.80 188,565 SH DEFINED 21 188,565 0 0
THOMAS & BETTS CORP COM 884315102 2,361.50 81,826 SH DEFINED 21 81,826 0 0
THOMAS & BETTS CORP COM 884315102 47.97 1,662 SH DEFINED 22 1,641 0 21
THOMPSON CREEK METALS CO COM 884768102 9,198.00 900,000 SH DEFINED 09 900,000 0 0
INC
THOMPSON CREEK METALS CO COM 884768102 7,097.28 694,450 SH DEFINED 21 694,450 0 0
INC
THOR INDS INC COM 885160101 332.70 18,107 SH DEFINED 22 16,504 0 1,603
THORATEC CORP COM NEW 885175307 6,757.63 252,339 SH DEFINED 22 230,270 0 22,069
TICC CAPITAL CORP COM 87244T109 28.22 6,400 SH DEFINED 21 6,400 0 0
TIDEWATER INC COM 886423102 688.71 16,065 SH DEFINED 09 16,065 0 0
TIDEWATER INC COM 886423102 1,397.56 32,600 SH DEFINED 21 32,600 0 0
TIDEWATER INC COM 886423102 5.14 120 SH DEFINED 22 120 0 0
TIER TECHNOLOGIES INC CL B 88650Q100 549.81 71,590 SH DEFINED 09 71,590 0 0
TIER TECHNOLOGIES INC CL B 88650Q100 178.94 23,300 SH DEFINED 21 23,300 0 0
TIFFANY & CO NEW COM 886547108 1.42 56 SH DEFINED 22 56 0 0
TIMBERLAND CO CL A 887100105 14.27 1,075 SH DEFINED 21 1,075 0 0
TIMBERLAND CO CL A 887100105 2,929.93 220,791 SH DEFINED 22 184,366 0 36,425
TIME WARNER CABLE INC COM 88732J207 391.92 12,375 SH DEFINED 09 12,375 0 0
TIME WARNER CABLE INC COM 88732J207 6,462.68 204,063 SH DEFINED 21 204,063 0 0
TIME WARNER CABLE INC COM 88732J207 2,141.60 67,622 SH DEFINED 22 65,925 0 1,697
TIME WARNER INC COM NEW 887317303 223.86 8,887 SH DEFINED 01 8,887 0 0
TIME WARNER INC COM NEW 887317303 3,962.29 157,296 SH DEFINED 02 157,296 0 0
TIME WARNER INC COM NEW 887317303 21,268.12 844,308 SH DEFINED 09 844,308 0 0
TIME WARNER INC COM NEW 887317303 20,702.22 821,843 SH DEFINED 21 821,843 0 0
TIME WARNER INC COM NEW 887317303 15,439.74 612,931 SH DEFINED 22 595,900 0 17,031
TIMKEN CO COM 887389104 34.98 2,048 SH DEFINED 22 2,048 0 0
TITAN INTL INC ILL COM 88830M102 300.10 40,174 SH DEFINED 22 39,201 0 973
TJX COS INC NEW COM 872540109 10,125.53 321,854 SH DEFINED 09 321,854 0 0
TJX COS INC NEW COM 872540109 151.45 4,809 SH DEFINED 22 4,448 0 361
TNS INC COM 872960109 30,508.13 1,627,100 SH DEFINED 09 1,627,100 0 0
TNS INC COM 872960109 584.19 31,157 SH DEFINED 21 31,157 0 0
TOLL BROTHERS INC COM 889478103 52.61 3,100 SH DEFINED 21 3,100 0 0
TOLL BROTHERS INC COM 889478103 27,012.61 1,591,785 SH DEFINED 22 1,542,841 0 48,944
TORCHMARK CORP COM 891027104 612.90 16,547 SH DEFINED 09 16,547 0 0
TORCHMARK CORP COM 891027104 41,490.81 1,120,161 SH DEFINED 22 1,085,626 0 34,535
TORONTO DOMINION BK ONT COM NEW 891160509 870.80 16,840 SH DEFINED 02 16,840 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,459.00 28,215 SH DEFINED 09 28,215 0 0
TOTAL S A SPONSORED ADR 89151E109 6.29 116 SH DEFINED 01 116 0 0
TOTAL S A SPONSORED ADR 89151E109 4,121.48 76,000 SH DEFINED 02 76,000 0 0
TOTAL S A SPONSORED ADR 89151E109 6,794.21 125,285 SH DEFINED 09 125,285 0 0
TOTAL S A SPONSORED ADR 89151E109 2.98 55 SH DEFINED 22 55 0 0
TOTAL SYS SVCS INC COM 891906109 1,668.69 123,207 SH DEFINED 22 119,234 0 3,973
TRACTOR SUPPLY CO COM 892356106 0.37 9 SH DEFINED 22 9 0 0
TRANSATLANTIC HLDGS INC COM 893521104 42,649.72 984,300 SH DEFINED 09 984,300 0 0
TRANSATLANTIC HLDGS INC COM 893521104 2,012.90 46,455 SH DEFINED 21 46,455 0 0
TRANSDIGM GROUP INC COM 893641100 369.24 10,200 SH DEFINED 09 10,200 0 0
TRANSDIGM GROUP INC COM 893641100 0.11 3 SH DEFINED 21 3 0 0
TRANSDIGM GROUP INC COM 893641100 11,433.83 314,205 SH DEFINED 22 300,983 0 13,222
TRANSOCEAN INC NOTE 893830AU3 4,887.86 5,090,000 PRN DEFINED 09 5,090,000 0 0
1.625%12/1
TRANSOCEAN INC NOTE 893830AU3 0.96 1,000 PRN DEFINED 21 1,000 0 0
1.625%12/1
TRANSOCEAN INC NOTE 893830AV1 4,698.62 5,090,000 PRN DEFINED 09 5,090,000 0 0
1.500%12/1
TRANSOCEAN INC NOTE 893830AV1 0.92 1,000 PRN DEFINED 21 1,000 0 0
1.500%12/1
TRANSOCEAN LTD REG SHS H8817H100 742.90 10,000 SH DEFINED 01 10,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 958.34 12,900 SH DEFINED 02 12,900 0 0
TRANSOCEAN LTD REG SHS H8817H100 23,876.81 321,400 SH DEFINED 09 321,400 0 0
TRANSOCEAN LTD REG SHS H8817H100 2,350.61 31,641 SH DEFINED 21 31,641 0 0
TRANSOCEAN LTD REG SHS H8817H100 2,521.25 33,938 SH DEFINED 22 33,627 0 311
TRAVELERS COMPANIES INC COM 89417E109 6.89 168 SH DEFINED 01 168 0 0
TRAVELERS COMPANIES INC COM 89417E109 10,008.22 243,865 SH DEFINED 02 243,865 0 0
TRAVELERS COMPANIES INC COM 89417E109 23,711.27 577,760 SH DEFINED 09 577,760 0 0
TRAVELERS COMPANIES INC COM 89417E109 97.68 2,380 SH DEFINED 21 2,380 0 0
TRAVELERS COMPANIES INC COM 89417E109 100,613.49 2,451,596 SH DEFINED 22 2,372,867 0 78,729
TREDEGAR CORP COM 894650100 21.98 1,650 SH DEFINED 21 1,650 0 0
TREEHOUSE FOODS INC COM 89469A104 1,839.70 63,945 SH DEFINED 21 63,945 0 0
TREEHOUSE FOODS INC COM 89469A104 1.24 43 SH DEFINED 22 43 0 0
TREX INC COM 89531P105 0.11 8 SH DEFINED 22 8 0 0
TRICO MARINE SERVICES INC COM NEW 896106200 5.46 1,600 SH DEFINED 21 1,600 0 0
TRIMBLE NAVIGATION LTD COM 896239100 0.19 10 SH DEFINED 22 10 0 0
TRINITY INDS INC COM 896522109 4,942.45 362,882 SH DEFINED 09 362,882 0 0
TRINITY INDS INC COM 896522109 1,366.67 100,343 SH DEFINED 21 100,343 0 0
TRINITY INDS INC COM 896522109 12.20 896 SH DEFINED 22 896 0 0
TRIQUINT SEMICONDUCTOR COM 89674K103 4,720.66 889,013 SH DEFINED 21 889,013 0 0
INC
TRIQUINT SEMICONDUCTOR COM 89674K103 704.07 132,593 SH DEFINED 22 72,924 0 59,669
INC
TRIUMPH GROUP INC NEW COM 896818101 3,284.70 82,085 SH DEFINED 22 80,816 0 1,269
TRUEBLUE INC COM 89785X101 12.39 1,475 SH DEFINED 21 1,475 0 0
TRUSTMARK CORP COM 898402102 2,209.44 114,360 SH DEFINED 21 114,360 0 0
TTM TECHNOLOGIES INC COM 87305R109 47.76 6,000 SH DEFINED 21 6,000 0 0
TTM TECHNOLOGIES INC COM 87305R109 831.42 104,450 SH DEFINED 22 45,224 0 59,226
TUPPERWARE BRANDS CORP COM 899896104 7,020.55 269,818 SH DEFINED 22 248,444 0 21,374
TURKCELL ILETISIM SPON ADR NEW 900111204 1,301.45 93,900 SH DEFINED 21 93,900 0 0
HIZMETLERI
TUTOR PERINI CORP COM 901109108 0.47 27 SH DEFINED 22 27 0 0
TW TELECOM INC COM 87311L104 41,044.06 3,996,500 SH DEFINED 09 3,996,500 0 0
TW TELECOM INC COM 87311L104 1,701.86 165,712 SH DEFINED 21 165,712 0 0
TWEEN BRANDS INC COM 901166108 68.80 10,300 SH DEFINED 21 10,300 0 0
TYCO INTERNATIONAL LTD SHS H89128104 1,926.83 74,166 SH DEFINED 01 74,166 0 0
TYCO INTERNATIONAL LTD SHS H89128104 4,085.61 157,260 SH DEFINED 02 157,260 0 0
TYCO INTERNATIONAL LTD SHS H89128104 29,094.22 1,119,870 SH DEFINED 09 1,119,870 0 0
TYCO INTERNATIONAL LTD SHS H89128104 361.12 13,900 SH DEFINED 21 13,900 0 0
TYCO INTERNATIONAL LTD SHS H89128104 1.35 52 SH DEFINED 22 52 0 0
TYLER TECHNOLOGIES INC COM 902252105 1,535.21 98,285 SH DEFINED 22 84,518 0 13,767
U S AIRWAYS GROUP INC COM 90341W108 0.39 160 SH DEFINED 22 160 0 0
U S CONCRETE INC COM 90333L102 33.07 16,700 SH DEFINED 21 16,700 0 0
U S G CORP COM NEW 903293405 5,055.04 501,990 SH DEFINED 22 484,470 0 17,520
UAL CORP COM NEW 902549807 1,048.60 328,715 SH DEFINED 21 328,715 0 0
UAL CORP COM NEW 902549807 0.63 199 SH DEFINED 22 199 0 0
UAL CORP DBCV 5.000% 902549AE4 420.35 1,000,000 PRN DEFINED 09 1,000,000 0 0
2/0
UAL CORP DBCV 5.000% 902549AE4 129.89 309,000 PRN DEFINED 21 309,000 0 0
2/0
UBS AG SHS NEW H89231338 5.07 415 SH DEFINED 01 415 0 0
UBS AG SHS NEW H89231338 5,571.42 456,300 SH DEFINED 21 456,300 0 0
UCBH HOLDINGS INC COM 90262T308 7.18 5,700 SH DEFINED 21 5,700 0 0
UGI CORP NEW COM 902681105 444.21 17,427 SH DEFINED 21 17,427 0 0
UIL HLDG CORP COM 902748102 1,835.02 81,738 SH DEFINED 22 45,072 0 36,666
ULTRA CLEAN HLDGS INC COM 90385V107 21.75 9,100 SH DEFINED 21 9,100 0 0
UMB FINL CORP COM 902788108 1,383.56 36,400 SH DEFINED 02 36,400 0 0
UMB FINL CORP COM 902788108 2,366.12 62,250 SH DEFINED 09 62,250 0 0
UMPQUA HLDGS CORP COM 904214103 0.36 47 SH DEFINED 22 47 0 0
UNIFIRST CORP MASS COM 904708104 13.05 351 SH DEFINED 22 349 0 2
UNILEVER N V N Y SHS NEW 904784709 4.16 172 SH DEFINED 01 172 0 0
UNILEVER PLC SPON ADR NEW 904767704 48,540.75 2,065,564 SH DEFINED 01 2,065,564 0 0
UNION PAC CORP COM 907818108 930.57 17,875 SH DEFINED 02 17,875 0 0
UNION PAC CORP COM 907818108 3,262.18 62,662 SH DEFINED 09 62,662 0 0
UNION PAC CORP COM 907818108 75,067.51 1,441,941 SH DEFINED 22 1,399,190 0 42,751
UNISOURCE ENERGY CORP COM 909205106 6,763.14 254,806 SH DEFINED 22 230,287 0 24,519
UNIT CORP COM 909218109 19.30 700 SH DEFINED 01 700 0 0
UNIT CORP COM 909218109 38,485.79 1,395,930 SH DEFINED 09 1,395,930 0 0
UNIT CORP COM 909218109 0.99 36 SH DEFINED 22 36 0 0
UNITED BANKSHARES INC COM 909907107 10.45 535 SH DEFINED 22 535 0 0
WEST V
UNITED CMNTY BKS CAP STK 90984P105 13.38 2,233 SH DEFINED 21 2,233 0 0
BLAIRSVLE G
UNITED CMNTY BKS CAP STK 90984P105 4.03 673 SH DEFINED 22 666 0 7
BLAIRSVLE G
UNITED CMNTY FINL CORP COM 909839102 11.21 10,280 SH DEFINED 21 10,280 0 0
OHIO
UNITED NAT FOODS INC COM 911163103 2.05 78 SH DEFINED 22 78 0 0
UNITED ONLINE INC COM 911268100 2,191.49 336,635 SH DEFINED 21 336,635 0 0
UNITED ONLINE INC COM 911268100 1,439.37 221,102 SH DEFINED 22 123,918 0 97,184
UNITED PANAM FINANCIAL CP COM 911301109 66.74 18,800 SH DEFINED 21 18,800 0 0
UNITED RENTALS INC COM 911363109 6.52 1,005 SH DEFINED 22 1,005 0 0
UNITED STATES STL CORP COM 912909108 3,574.00 100,000 SH DEFINED 09 100,000 0 0
NEW
UNITED STATES STL CORP COM 912909108 3.68 103 SH DEFINED 22 103 0 0
NEW
UNITED STATIONERS INC COM 913004107 2,319.07 66,483 SH DEFINED 22 65,689 0 794
UNITED TECHNOLOGIES CORP COM 913017109 846.95 16,300 SH DEFINED 01 16,300 0 0
UNITED TECHNOLOGIES CORP COM 913017109 3,561.60 68,545 SH DEFINED 02 68,545 0 0
UNITED TECHNOLOGIES CORP COM 913017109 36,113.65 695,028 SH DEFINED 09 695,028 0 0
UNITED TECHNOLOGIES CORP COM 913017109 410.48 7,900 SH DEFINED 21 7,900 0 0
UNITED TECHNOLOGIES CORP COM 913017109 6,249.07 119,007 SH DEFINED 22 118,313 0 694
UNITEDHEALTH GROUP INC COM 91324P102 736.91 29,500 SH DEFINED 01 29,500 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,019.18 40,800 SH DEFINED 02 40,800 0 0
UNITEDHEALTH GROUP INC COM 91324P102 27,965.48 1,119,515 SH DEFINED 09 1,119,515 0 0
UNITEDHEALTH GROUP INC COM 91324P102 377.20 15,100 SH DEFINED 21 15,100 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,804.78 72,249 SH DEFINED 22 71,302 0 947
UNITIL CORP COM 913259107 887.18 43,025 SH DEFINED 22 23,968 0 19,057
UNITRIN INC COM 913275103 12.28 1,022 SH DEFINED 22 1,022 0 0
UNIVERSAL AMERICAN CORP COM 913377107 12.86 1,475 SH DEFINED 21 1,475 0 0
UNIVERSAL AMERICAN CORP COM 913377107 897.99 102,981 SH DEFINED 22 57,894 0 45,087
UNIVERSAL FST PRODS INC COM 913543104 91.00 2,750 SH DEFINED 21 2,750 0 0
UNIVERSAL FST PRODS INC COM 913543104 34.12 1,031 SH DEFINED 22 1,025 0 6
UNIVERSAL HLTH SVCS INC CL B 913903100 3,806.39 77,920 SH DEFINED 09 77,920 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 449.81 9,208 SH DEFINED 22 8,621 0 587
UNIVERSAL STAINLESS & COM 913837100 26.03 1,600 SH DEFINED 21 1,600 0 0
ALLOY
UNIVERSAL TECHNICAL INST COM 913915104 221.86 14,860 SH DEFINED 22 5,859 0 9,001
INC
UNUM GROUP COM 91529Y106 354.22 22,334 SH DEFINED 09 22,334 0 0
UNUM GROUP COM 91529Y106 47,728.48 3,009,360 SH DEFINED 22 2,905,331 0 104,029
URBAN OUTFITTERS INC COM 917047102 3.23 155 SH DEFINED 22 155 0 0
URS CORP NEW COM 903236107 3,050.88 61,609 SH DEFINED 21 61,609 0 0
US BANCORP DEL COM NEW 902973304 1,825.85 101,889 SH DEFINED 01 101,889 0 0
US BANCORP DEL COM NEW 902973304 1,249.02 69,700 SH DEFINED 02 69,700 0 0
US BANCORP DEL COM NEW 902973304 42,548.80 2,374,375 SH DEFINED 09 2,374,375 0 0
US BANCORP DEL COM NEW 902973304 15,491.89 864,503 SH DEFINED 21 864,503 0 0
US BANCORP DEL COM NEW 902973304 717.02 40,012 SH DEFINED 22 39,650 0 362
USA MOBILITY INC COM 90341G103 40.83 3,200 SH DEFINED 21 3,200 0 0
USA MOBILITY INC COM 90341G103 2.14 168 SH DEFINED 22 168 0 0
USANA HEALTH SCIENCES INC COM 90328M107 14.51 488 SH DEFINED 22 484 0 4
USEC INC COM 90333E108 3,413.02 641,545 SH DEFINED 21 641,545 0 0
USEC INC COM 90333E108 1.65 311 SH DEFINED 22 296 0 15
UTSTARCOM INC COM 918076100 0.54 330 SH DEFINED 22 330 0 0
V F CORP COM 918204108 4,745.84 85,742 SH DEFINED 22 83,136 0 2,606
VAIL RESORTS INC COM 91879Q109 732.53 27,313 SH DEFINED 09 27,313 0 0
VAIL RESORTS INC COM 91879Q109 107.33 4,002 SH DEFINED 22 3,704 0 298
VALASSIS COMMUNICATIONS COM 918866104 418.26 68,461 SH DEFINED 22 56,869 0 11,592
INC
VALE S A ADR 91912E105 11,329.39 642,620 SH DEFINED 21 642,620 0 0
VALE S A ADR REPSTG PFD 91912E204 2.61 170 SH DEFINED 01 170 0 0
VALE S A ADR REPSTG PFD 91912E204 3,163.64 206,100 SH DEFINED 21 206,100 0 0
VALEANT PHARMACEUTICALS COM 91911X104 9,660.55 374,032 SH DEFINED 22 319,029 0 55,003
INTL
VALERO ENERGY CORP NEW COM 91913Y100 1.77 105 SH DEFINED 21 105 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 32.97 1,500 SH DEFINED 21 1,500 0 0
VALMONT INDS INC COM 920253101 3,003.07 41,663 SH DEFINED 22 39,902 0 1,761
VALUECLICK INC COM 92046N102 7,012.36 666,574 SH DEFINED 09 666,574 0 0
VALUECLICK INC COM 92046N102 688.63 65,459 SH DEFINED 21 65,459 0 0
VALUECLICK INC COM 92046N102 459.90 43,717 SH DEFINED 22 31,507 0 12,210
VARIAN INC COM 922206107 1,723.49 43,710 SH DEFINED 21 43,710 0 0
VARIAN MED SYS INC COM 92220P105 116.49 3,315 SH DEFINED 22 3,305 0 10
VERIFONE HLDGS INC COM 92342Y109 833.61 111,000 SH DEFINED 21 111,000 0 0
VERIGY LTD SHS Y93691106 0.01 1 SH DEFINED 22 1 0 0
VERIZON COMMUNICATIONS COM 92343V104 54,862.55 1,787,439 SH DEFINED 01 1,787,439 0 0
INC
VERIZON COMMUNICATIONS COM 92343V104 2,397.71 78,025 SH DEFINED 02 78,025 0 0
INC
VERIZON COMMUNICATIONS COM 92343V104 50,575.83 1,645,813 SH DEFINED 09 1,645,813 0 0
INC
VERIZON COMMUNICATIONS COM 92343V104 18,392.58 598,522 SH DEFINED 21 598,522 0 0
INC
VERIZON COMMUNICATIONS COM 92343V104 26.03 847 SH DEFINED 22 847 0 0
INC
VERSANT CORP COM NEW 925284309 24.78 1,650 SH DEFINED 21 1,650 0 0
VERSAR INC COM 925297103 27.00 6,800 SH DEFINED 21 6,800 0 0
VERTEX PHARMACEUTICALS COM 92532F100 3,307.39 92,800 SH DEFINED 09 92,800 0 0
INC
VIACOM INC NEW CL A 92553P102 529.36 22,075 SH DEFINED 02 22,075 0 0
VIACOM INC NEW CL B 92553P201 12,201.09 531,640 SH DEFINED 22 519,716 0 11,924
VIASAT INC COM 92552V100 131.25 5,119 SH DEFINED 22 5,119 0 0
VICAL INC COM 925602104 17,730.58 6,542,648 SH DEFINED 09 6,542,648 0 0
VICAL INC COM 925602104 850.53 313,848 SH DEFINED 21 313,848 0 0
VICOR CORP COM 925815102 1,405.65 194,688 SH DEFINED 09 194,688 0 0
VICOR CORP COM 925815102 434.10 60,125 SH DEFINED 21 60,125 0 0
VIRGIN MEDIA INC COM 92769L101 35.61 3,809 SH DEFINED 01 3,809 0 0
VIRGIN MEDIA INC COM 92769L101 1,041.30 111,369 SH DEFINED 02 111,369 0 0
VIRGINIA COMM BANCORP INC COM 92778Q109 23.23 10,100 SH DEFINED 21 10,100 0 0
VIROPHARMA INC COM 928241108 606.97 102,355 SH DEFINED 21 102,355 0 0
VIROPHARMA INC COM 928241108 0.95 161 SH DEFINED 22 161 0 0
VIRTUAL RADIOLOGIC COM 92826B104 65.20 7,220 SH DEFINED 22 4,786 0 2,434
CORPORATI
VISA INC COM CL A 92826C839 124,907.21 2,005,095 SH DEFINED 22 1,939,425 0 65,670
VISHAY INTERTECHNOLOGY COM 928298108 10.25 1,509 SH DEFINED 22 1,509 0 0
INC
VISTAPRINT LIMITED SHS G93762204 1,112.03 26,072 SH DEFINED 22 23,687 0 2,385
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 40,348.35 2,070,208 SH DEFINED 01 2,070,208 0 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 3,638.98 186,710 SH DEFINED 02 186,710 0 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 6,482.86 332,625 SH DEFINED 09 332,625 0 0
VOLTERRA SEMICONDUCTOR COM 928708106 41.82 3,183 SH DEFINED 22 1,776 0 1,407
CORP
VORNADO RLTY TR SH BEN INT 929042109 2.03 45 SH DEFINED 22 45 0 0
W & T OFFSHORE INC COM 92922P106 22.29 2,288 SH DEFINED 22 2,277 0 11
WADDELL & REED FINL INC CL A 930059100 311.42 11,800 SH DEFINED 22 11,132 0 668
WAL MART STORES INC COM 931142103 2,686.09 55,452 SH DEFINED 01 55,452 0 0
WAL MART STORES INC COM 931142103 11,571.59 238,885 SH DEFINED 02 238,885 0 0
WAL MART STORES INC COM 931142103 70,264.88 1,450,555 SH DEFINED 09 1,450,555 0 0
WAL MART STORES INC COM 931142103 794.42 16,400 SH DEFINED 21 16,400 0 0
WAL MART STORES INC COM 931142103 0.68 14 SH DEFINED 22 14 0 0
WALGREEN CO COM 931422109 755.58 25,700 SH DEFINED 09 25,700 0 0
WALGREEN CO COM 931422109 12,938.82 440,096 SH DEFINED 21 440,096 0 0
WARNACO GROUP INC COM NEW 934390402 11,074.98 341,821 SH DEFINED 22 318,306 0 23,515
WARNER CHILCOTT LIMITED COM CL A G9435N108 87,263.90 6,636,038 SH DEFINED 09 6,636,038 0 0
WARNER CHILCOTT LIMITED COM CL A G9435N108 3,083.77 234,507 SH DEFINED 21 234,507 0 0
WARNER CHILCOTT LIMITED COM CL A G9435N108 0.87 66 SH DEFINED 22 62 0 4
WASHINGTON BKG CO OAK HBR COM 937303105 32.97 3,500 SH DEFINED 21 3,500 0 0
WA
WASHINGTON FED INC COM 938824109 830.64 63,895 SH DEFINED 21 63,895 0 0
WASHINGTON FED INC COM 938824109 0.01 1 SH DEFINED 22 1 0 0
WASHINGTON REAL ESTATE NOTE 3.875% 939653AJ0 6,532.87 6,925,000 PRN DEFINED 09 6,925,000 0 0
INVT 9/1
WASHINGTON REAL ESTATE NOTE 3.875% 939653AJ0 111.32 118,000 PRN DEFINED 21 118,000 0 0
INVT 9/1
WASHINGTON REAL ESTATE NOTE 3.875% 939653AK7 3,208.42 3,401,000 PRN DEFINED 09 3,401,000 0 0
INVT 9/1
WASHINGTON REAL ESTATE NOTE 3.875% 939653AK7 93.39 99,000 PRN DEFINED 21 99,000 0 0
INVT 9/1
WASTE MGMT INC DEL COM 94106L109 221.93 7,881 SH DEFINED 01 7,881 0 0
WASTE MGMT INC DEL COM 94106L109 887.60 31,520 SH DEFINED 02 31,520 0 0
WASTE MGMT INC DEL COM 94106L109 8,941.08 317,510 SH DEFINED 09 317,510 0 0
WASTE MGMT INC DEL COM 94106L109 69.84 2,480 SH DEFINED 21 2,480 0 0
WASTE MGMT INC DEL COM 94106L109 0.70 25 SH DEFINED 22 25 0 0
WATERS CORP COM 941848103 610.16 11,842 SH DEFINED 22 11,033 0 809
WATSON PHARMACEUTICALS COM 942683103 4,189.28 124,270 SH DEFINED 22 120,739 0 3,531
INC
WAUSAU PAPER CORP COM 943315101 365.29 54,359 SH DEFINED 22 38,227 0 16,132
WAYSIDE TECHNOLOGY GROUP COM 946760105 27.65 3,900 SH DEFINED 21 3,900 0 0
INC
WEBMEDIABRANDS INC COM 94770W100 1,000.92 1,823,500 SH DEFINED 09 1,823,500 0 0
WEBMEDIABRANDS INC COM 94770W100 308.93 562,816 SH DEFINED 21 562,816 0 0
WEBSENSE INC COM 947684106 150.55 8,439 SH DEFINED 22 8,159 0 280
WEBSTER FINL CORP CONN COM 947890109 106.47 13,226 SH DEFINED 21 13,226 0 0
WEBSTER FINL CORP CONN COM 947890109 10.41 1,293 SH DEFINED 22 1,293 0 0
WEINGARTEN RLTY INVS NOTE 3.950% 948741AF0 5,279.20 5,607,000 PRN DEFINED 09 5,607,000 0 0
8/0
WEINGARTEN RLTY INVS NOTE 3.950% 948741AF0 184.54 196,000 PRN DEFINED 21 196,000 0 0
8/0
WEIS MKTS INC COM 948849104 6,008.40 179,252 SH DEFINED 22 123,166 0 56,086
WELLPOINT INC COM 94973V107 6,277.99 123,364 SH DEFINED 09 123,364 0 0
WELLPOINT INC COM 94973V107 18,681.21 367,090 SH DEFINED 21 367,090 0 0
WELLPOINT INC COM 94973V107 12,734.36 250,233 SH DEFINED 22 243,571 0 6,662
WELLS FARGO & CO NEW COM 949746101 270.79 11,162 SH DEFINED 01 11,162 0 0
WELLS FARGO & CO NEW COM 949746101 124,576.19 5,135,045 SH DEFINED 09 5,135,045 0 0
WELLS FARGO & CO NEW COM 949746101 14,687.42 605,417 SH DEFINED 21 605,417 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 2,747.40 3,500 SH DEFINED 02 3,500 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 13,736.98 17,500 SH DEFINED 09 17,500 0 0
WENDYS ARBYS GROUP INC COM 950587105 0.57 143 SH DEFINED 22 143 0 0
WESCO INTL INC COM 95082P105 1,027.07 41,017 SH DEFINED 21 41,017 0 0
WESTAMERICA COM 957090103 3,619.05 72,950 SH DEFINED 02 72,950 0 0
BANCORPORATION
WESTAMERICA COM 957090103 5,422.62 109,305 SH DEFINED 09 109,305 0 0
BANCORPORATION
WESTAMERICA COM 957090103 825.41 16,638 SH DEFINED 22 11,693 0 4,945
BANCORPORATION
WESTAR ENERGY INC COM 95709T100 2,256.44 120,215 SH DEFINED 21 120,215 0 0
WESTERN ALLIANCE BANCORP COM 957638109 38.30 5,600 SH DEFINED 21 5,600 0 0
WESTERN ASST MNG MUN FD COM 95766M105 11.10 1,000 SH DEFINED 21 1,000 0 0
INC
WESTERN DIGITAL CORP COM 958102105 826.10 35,986 SH DEFINED 21 35,986 0 0
WESTERN DIGITAL CORP COM 958102105 4,606.23 173,820 SH DEFINED 22 167,321 0 6,499
WESTERN REFNG INC COM 959319104 110.04 15,587 SH DEFINED 22 15,457 0 130
WESTERN UN CO COM 959802109 0.98 60 SH DEFINED 22 60 0 0
WESTLAKE CHEM CORP COM 960413102 1,070.70 52,511 SH DEFINED 22 49,829 0 2,682
WET SEAL INC CL A 961840105 1,760.80 573,550 SH DEFINED 21 573,550 0 0
WEYERHAEUSER CO COM 962166104 26.29 864 SH DEFINED 22 860 0 4
WGL HLDGS INC COM 92924F106 2,934.57 91,648 SH DEFINED 22 80,959 0 10,689
WHIRLPOOL CORP COM 963320106 147.73 3,471 SH DEFINED 22 3,439 0 32
WHITE ELECTR DESIGNS CORP COM 963801105 51.85 11,150 SH DEFINED 21 11,150 0 0
WHITING PETE CORP NEW COM 966387102 928.22 26,400 SH DEFINED 21 26,400 0 0
WHITING PETE CORP NEW COM 966387102 0.60 17 SH DEFINED 22 17 0 0
WHOLE FOODS MKT INC COM 966837106 14,539.71 766,055 SH DEFINED 22 740,918 0 25,137
WILLIAMS COS INC DEL COM 969457100 5.62 360 SH DEFINED 22 346 0 14
WILLIAMS SONOMA INC COM 969904101 5,723.14 482,151 SH DEFINED 22 465,735 0 16,416
WILLIS GROUP HOLDINGS LTD SHS G96655108 35,106.01 1,364,400 SH DEFINED 09 1,364,400 0 0
WILLIS GROUP HOLDINGS LTD SHS G96655108 2,755.63 107,098 SH DEFINED 21 107,098 0 0
WILSHIRE BANCORP INC COM 97186T108 17.25 3,000 SH DEFINED 21 3,000 0 0
WILSHIRE BANCORP INC COM 97186T108 0.05 9 SH DEFINED 22 9 0 0
WILSON GREATBATCH SDCV 2.250% 972232AB8 2,451.30 2,909,000 PRN DEFINED 09 2,909,000 0 0
TECHNOLOGI 6/1
WILSON GREATBATCH SDCV 2.250% 972232AB8 76.68 91,000 PRN DEFINED 21 91,000 0 0
TECHNOLOGI 6/1
WIND RIVER SYSTEMS INC COM 973149107 1.34 117 SH DEFINED 22 117 0 0
WINDSTREAM CORP COM 97381W104 14,712.18 1,765,350 SH DEFINED 01 1,765,350 0 0
WINDSTREAM CORP COM 97381W104 21,458.78 2,566,840 SH DEFINED 09 2,566,840 0 0
WINDSTREAM CORP COM 97381W104 3.74 447 SH DEFINED 21 447 0 0
WINN DIXIE STORES INC COM NEW 974280307 15.19 1,211 SH DEFINED 22 1,208 0 3
WINTRUST FINANCIAL CORP COM 97650W108 12.41 772 SH DEFINED 22 715 0 57
WISDOMTREE TRUST INTL DIV EX 97717W786 31.15 890 SH DEFINED 21 890 0 0
FINL
WMS INDS INC COM 929297109 45.97 1,459 SH DEFINED 22 1,451 0 8
WORLD ACCEP CORP DEL COM 981419104 39.82 2,000 SH DEFINED 21 2,000 0 0
WORLD ACCEP CORP DEL COM 981419104 2,745.95 137,918 SH DEFINED 22 111,297 0 26,621
WORLD FUEL SVCS CORP COM 981475106 1,982.67 48,088 SH DEFINED 22 42,742 0 5,346
WORTHINGTON INDS INC COM 981811102 12.29 961 SH DEFINED 22 960 0 1
WPP PLC ADR 92933H101 6.12 184 SH DEFINED 01 184 0 0
WPP PLC ADR 92933H101 1,536.45 46,195 SH DEFINED 02 46,195 0 0
WPP PLC ADR 92933H101 2,574.66 77,410 SH DEFINED 09 77,410 0 0
WRIGHT EXPRESS CORP COM 98233Q105 5,355.00 210,264 SH DEFINED 22 184,408 0 25,856
WRIGHT MED GROUP INC NOTE 98235TAA5 7,052.59 9,335,000 PRN DEFINED 09 9,335,000 0 0
2.625%12/0
WRIGHT MED GROUP INC NOTE 98235TAA5 173.01 229,000 PRN DEFINED 21 229,000 0 0
2.625%12/0
WYETH COM 983024100 523.44 11,532 SH DEFINED 01 11,532 0 0
WYETH COM 983024100 8,722.37 192,165 SH DEFINED 02 192,165 0 0
WYETH COM 983024100 14,621.25 322,125 SH DEFINED 09 322,125 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 2.34 193 SH DEFINED 22 193 0 0
WYNN RESORTS LTD COM 983134107 174.63 4,947 SH DEFINED 22 4,910 0 37
XCEL ENERGY INC COM 98389B100 823.70 48,781 SH DEFINED 21 48,781 0 0
XENOPORT INC COM 98411C100 3,735.00 161,200 SH DEFINED 09 161,200 0 0
XEROX CORP COM 984121103 1,259.42 194,355 SH DEFINED 02 194,355 0 0
XEROX CORP COM 984121103 40.73 6,285 SH DEFINED 09 6,285 0 0
XEROX CORP COM 984121103 688.71 106,282 SH DEFINED 21 106,282 0 0
XEROX CORP COM 984121103 1.08 167 SH DEFINED 22 167 0 0
XILINX INC COM 983919101 910.57 44,505 SH DEFINED 02 44,505 0 0
XILINX INC COM 983919101 4,676.64 228,575 SH DEFINED 09 228,575 0 0
XILINX INC COM 983919101 6,919.69 338,206 SH DEFINED 22 329,282 0 8,924
XINYUAN REAL ESTATE CO SPONS ADR 98417P105 4,913.78 758,300 SH DEFINED 09 758,300 0 0
LTD
XINYUAN REAL ESTATE CO SPONS ADR 98417P105 1,516.32 234,000 SH DEFINED 21 234,000 0 0
LTD
XL CAP LTD CL A G98255105 510.55 44,551 SH DEFINED 21 44,551 0 0
XTO ENERGY INC COM 98385X106 1,642.38 43,062 SH DEFINED 01 43,062 0 0
XTO ENERGY INC COM 98385X106 832.41 21,825 SH DEFINED 02 21,825 0 0
XTO ENERGY INC COM 98385X106 20,355.32 533,700 SH DEFINED 09 533,700 0 0
XTO ENERGY INC COM 98385X106 330.86 8,675 SH DEFINED 21 8,675 0 0
YAHOO INC COM 984332106 0.01 1 SH DEFINED 22 1 0 0
YAMANA GOLD INC COM 98462Y100 34.48 3,900 SH DEFINED 01 3,900 0 0
YAMANA GOLD INC COM 98462Y100 66,332.49 7,503,675 SH DEFINED 09 7,503,675 0 0
YINGLI GREEN ENERGY HLDG ADR 98584B103 18,292.50 1,350,000 SH DEFINED 09 1,350,000 0 0
CO
YINGLI GREEN ENERGY HLDG ADR 98584B103 6,097.50 450,000 SH DEFINED 21 450,000 0 0
CO
YOUBET COM INC COM 987413101 49.83 15,100 SH DEFINED 21 15,100 0 0
YRC WORLDWIDE INC COM 984249102 5.54 3,200 SH DEFINED 21 3,200 0 0
YUM BRANDS INC COM 988498101 2,073.41 62,190 SH DEFINED 01 62,190 0 0
YUM BRANDS INC COM 988498101 1,206.91 36,200 SH DEFINED 02 36,200 0 0
YUM BRANDS INC COM 988498101 33,003.27 989,900 SH DEFINED 09 989,900 0 0
YUM BRANDS INC COM 988498101 456.76 13,700 SH DEFINED 21 13,700 0 0
ZALE CORP NEW COM 988858106 341.49 99,270 SH DEFINED 21 99,270 0 0
ZALE CORP NEW COM 988858106 53.98 15,692 SH DEFINED 22 14,147 0 1,545
ZEBRA TECHNOLOGIES CORP CL A 989207105 204.68 8,651 SH DEFINED 22 8,122 0 529
ZENITH NATL INS CORP COM 989390109 1,303.97 59,980 SH DEFINED 22 56,413 0 3,567
ZIMMER HLDGS INC COM 98956P102 1,639.46 38,485 SH DEFINED 09 38,485 0 0
ZIMMER HLDGS INC COM 98956P102 15,180.31 354,365 SH DEFINED 22 346,073 0 8,292
ZORAN CORP COM 98975F101 2,583.74 237,040 SH DEFINED 21 237,040 0 0
ZORAN CORP COM 98975F101 197.07 18,080 SH DEFINED 22 17,110 0 970
ZUMIEZ INC COM 989817101 1,595.35 199,170 SH DEFINED 21 199,170 0 0