-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, OB2TF/Klcd1zeL5SnQiqdr6llVI93cFHxZU/OPg3qvaXODSb2hlEmEbChm5xzzh0 ef1DxXdCpGUYnHoWT5Q2qQ== 0001318148-09-001108.txt : 20090813 0001318148-09-001108.hdr.sgml : 20090813 20090813154317 ACCESSION NUMBER: 0001318148-09-001108 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090813 DATE AS OF CHANGE: 20090813 EFFECTIVENESS DATE: 20090813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FEDERATED INVESTORS INC /PA/ CENTRAL INDEX KEY: 0001056288 STANDARD INDUSTRIAL CLASSIFICATION: INVESTMENT ADVICE [6282] IRS NUMBER: 251111467 STATE OF INCORPORATION: PA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04375 FILM NUMBER: 091010394 BUSINESS ADDRESS: STREET 1: FEDERATED INVESTORS TOWER STREET 2: 5800 CORPORATE DR CITY: PITTSBURGH STATE: PA ZIP: 15222 BUSINESS PHONE: 4122888141 MAIL ADDRESS: STREET 1: FEDERATED INVESTORS TOWER CITY: PITTSBURGH STATE: PA ZIP: 15222 13F-HR 1 form.txt 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 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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 BOSTON SCIENTIFIC CORP COM 101137107 0.01 1 SH DEFINED 22 1 0 0 BOWNE & CO INC COM 103043105 19.42 2,983 SH DEFINED 21 2,983 0 0 BOYD GAMING CORP COM 103304101 20.49 2,410 SH DEFINED 22 2,410 0 0 BP PLC SPONSORED ADR 055622104 55,188.89 1,159,815 SH DEFINED 01 1,159,815 0 0 BP PLC SPONSORED ADR 055622104 1,866.20 39,140 SH DEFINED 02 39,140 0 0 BP PLC SPONSORED ADR 055622104 23,105.01 484,585 SH DEFINED 09 484,585 0 0 BRADY CORP CL A 104674106 2,866.93 114,130 SH DEFINED 22 101,647 0 12,483 BRASIL TELECOM SA SPONS ADR PFD 10553M101 3,205.57 163,800 SH DEFINED 21 163,800 0 0 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 BRISTOL MYERS SQUIBB CO COM 110122108 58,352.76 2,874,385 SH DEFINED 01 2,874,385 0 0 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 BUCYRUS INTL INC NEW COM 118759109 109.13 3,821 SH DEFINED 21 3,821 0 0 BUCYRUS INTL INC NEW COM 118759109 1.49 52 SH DEFINED 22 52 0 0 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 BURLINGTON NORTHN SANTA COM 12189T104 1,745.84 23,740 SH DEFINED 22 23,512 0 228 FE C BWAY HOLDING COMPANY COM 12429T104 178.81 10,200 SH DEFINED 21 10,200 0 0 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 CA INC COM 12673P105 7,389.52 412,462 SH DEFINED 22 404,342 0 8,120 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 CACI INTL INC CL A 127190304 2,190.34 51,284 SH DEFINED 22 41,378 0 9,906 CADBURY PLC SPONS ADR 12721E102 4.27 124 SH DEFINED 01 124 0 0 CAL MAINE FOODS INC COM NEW 128030202 150.64 5,992 SH DEFINED 22 5,829 0 163 CALAMOS ASSET MGMT INC CL A 12811R104 13.74 974 SH DEFINED 22 974 0 0 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 CALIFORNIA WTR SVC GROUP COM 130788102 0.63 17 SH DEFINED 22 17 0 0 CALLAWAY GOLF CO COM 131193104 32.98 6,504 SH DEFINED 22 6,500 0 4 CALPINE CORP COM NEW 131347304 156.43 14,030 SH DEFINED 22 13,894 0 136 CAMERON INTERNATIONAL COM 13342B105 1,415.00 50,000 SH DEFINED 09 50,000 0 0 CORP CAMERON INTERNATIONAL COM 13342B105 0.54 19 SH DEFINED 22 19 0 0 CORP CAMPBELL SOUP CO COM 134429109 606.23 20,606 SH DEFINED 09 20,606 0 0 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 CAPITOL ACQUISITION CORP COM 14055E104 9,912.40 1,017,700 SH DEFINED 09 1,017,700 0 0 DEL CAPITOL ACQUISITION CORP COM 14055E104 2.70 277 SH DEFINED 21 277 0 0 DEL CARDERO RES CORP COM 14140U105 388.60 400,000 SH DEFINED 09 400,000 0 0 CARDINAL HEALTH INC COM 14149Y108 863.19 28,255 SH DEFINED 02 28,255 0 0 CARDINAL HEALTH INC COM 14149Y108 1,446.24 47,340 SH DEFINED 09 47,340 0 0 CARDINAL HEALTH INC COM 14149Y108 5,265.30 172,350 SH DEFINED 22 166,545 0 5,805 CAREER EDUCATION CORP COM 141665109 992.80 39,888 SH DEFINED 22 33,452 0 6,436 CARLISLE COS INC COM 142339100 2.50 104 SH DEFINED 22 104 0 0 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 CASEYS GEN STORES INC COM 147528103 7,829.69 304,774 SH DEFINED 22 229,560 0 75,214 CASH AMER INTL INC COM 14754D100 911.16 38,955 SH DEFINED 21 38,955 0 0 CASTLE A M & CO COM 148411101 21.74 1,800 SH DEFINED 21 1,800 0 0 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 CATERPILLAR INC DEL COM 149123101 2.31 70 SH DEFINED 22 70 0 0 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 CEC ENTMT INC COM 125137109 1,774.99 60,210 SH DEFINED 21 60,210 0 0 CEC ENTMT INC COM 125137109 1,514.92 51,388 SH DEFINED 22 40,572 0 10,816 CELANESE CORP DEL COM SER A 150870103 2,450.79 101,908 SH DEFINED 22 95,708 0 6,200 CELERA CORP COM 15100E106 849.03 111,275 SH DEFINED 21 111,275 0 0 CELGENE CORP COM 151020104 540.59 11,300 SH DEFINED 01 11,300 0 0 CELGENE CORP COM 151020104 698.46 14,600 SH DEFINED 02 14,600 0 0 CELGENE CORP COM 151020104 20,418.11 426,800 SH DEFINED 09 426,800 0 0 CELGENE CORP COM 151020104 267.90 5,600 SH DEFINED 21 5,600 0 0 CENTENE CORP DEL COM 15135B101 3.04 152 SH DEFINED 22 152 0 0 CENTER FINL CORP CALIF COM 15146E102 8.32 3,300 SH DEFINED 21 3,300 0 0 CENTEX CORP COM 152312104 42.31 5,001 SH DEFINED 22 4,975 0 26 CENTRAL EUROPEAN MEDIA CL A NEW G20045202 18,177.20 923,169 SH DEFINED 09 923,169 0 0 ENTRP CENTRAL EUROPEAN MEDIA CL A NEW G20045202 5,609.68 284,900 SH DEFINED 21 284,900 0 0 ENTRP CENTRAL FD CDA LTD CL A 153501101 10.57 900 SH DEFINED 01 900 0 0 CENTRAL FD CDA LTD CL A 153501101 23,539.87 2,005,100 SH DEFINED 09 2,005,100 0 0 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 CENTURY ALUM CO COM 156431108 1,067.45 171,340 SH DEFINED 21 171,340 0 0 CENTURYTEL INC COM 156700106 17,325.35 565,669 SH DEFINED 01 565,669 0 0 CENTURYTEL INC COM 156700106 39,058.23 1,272,255 SH DEFINED 09 1,272,255 0 0 CENTURYTEL INC COM 156700106 9.21 300 SH DEFINED 21 300 0 0 CEPHALON INC COM 156708109 32,528.43 574,200 SH DEFINED 09 574,200 0 0 CEPHALON INC COM 156708109 1,220.58 21,546 SH DEFINED 21 21,546 0 0 CEPHALON INC COM 156708109 1,448.71 25,573 SH DEFINED 22 25,230 0 343 CEPHALON INC NOTE 2.500% 156708AR0 3,850.50 3,864,000 PRN DEFINED 09 3,864,000 0 0 5/0 CEPHALON INC NOTE 2.500% 156708AR0 136.52 137,000 PRN DEFINED 21 137,000 0 0 5/0 CERADYNE INC COM 156710105 2,356.41 133,432 SH DEFINED 21 133,432 0 0 CERADYNE INC COM 156710105 14.27 808 SH DEFINED 22 808 0 0 CEVA INC COM 157210105 68.56 7,899 SH DEFINED 21 7,899 0 0 CF INDS HLDGS INC COM 125269100 4,440.99 59,900 SH DEFINED 09 59,900 0 0 CFS BANCORP INC COM 12525D102 18.19 4,300 SH DEFINED 21 4,300 0 0 CH ENERGY GROUP INC COM 12541M102 30.17 646 SH DEFINED 22 640 0 6 CHARLES RIV LABS INTL INC COM 159864107 173.89 5,156 SH DEFINED 22 4,822 0 334 CHARLES RIV LABS INTL INC NOTE 2.250% 159864AB3 3,132.80 3,414,000 PRN DEFINED 09 3,414,000 0 0 6/1 CHARLES RIV LABS INTL INC NOTE 2.250% 159864AB3 104.61 114,000 PRN DEFINED 21 114,000 0 0 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 CHART INDS INC COM PAR $0.01 16115Q308 325.93 17,928 SH DEFINED 22 17,593 0 335 CHATTEM INC COM 162456107 1.84 27 SH DEFINED 22 27 0 0 CHECKPOINT SYS INC COM 162825103 298.06 18,997 SH DEFINED 22 18,576 0 421 CHEESECAKE FACTORY INC COM 163072101 4,045.37 233,915 SH DEFINED 22 209,512 0 24,403 CHEMED CORP NEW COM 16359R103 1,120.64 28,385 SH DEFINED 21 28,385 0 0 CHEMED CORP NEW COM 16359R103 1,901.00 48,151 SH DEFINED 22 39,074 0 9,077 CHEMED CORP NEW NOTE 1.875% 16359RAC7 1,992.72 2,722,000 PRN DEFINED 09 2,722,000 0 0 5/1 CHEMED CORP NEW NOTE 1.875% 16359RAC7 220.36 301,000 PRN DEFINED 21 301,000 0 0 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 CHESAPEAKE ENERGY CORP COM 165167107 1.49 75 SH DEFINED 21 75 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1.98 100 SH DEFINED 22 99 0 1 CHEVRON CORP NEW COM 166764100 41,549.17 627,816 SH DEFINED 01 627,816 0 0 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 CHICOPEE BANCORP INC COM 168565109 59.66 4,600 SH DEFINED 21 4,600 0 0 CHICOS FAS INC COM 168615102 2,425.45 249,275 SH DEFINED 21 249,275 0 0 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 CHUBB CORP COM 171232101 7,268.73 182,265 SH DEFINED 02 182,265 0 0 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 CIGNA CORP COM 125509109 2,051.77 85,171 SH DEFINED 09 85,171 0 0 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 CIMAREX ENERGY CO COM 171798101 239.27 8,443 SH DEFINED 21 8,443 0 0 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 CINCINNATI FINL CORP COM 172062101 211.77 9,475 SH DEFINED 01 9,475 0 0 CINCINNATI FINL CORP COM 172062101 7,233.13 323,630 SH DEFINED 09 323,630 0 0 CINCINNATI FINL CORP COM 172062101 2,509.28 112,272 SH DEFINED 22 107,936 0 4,336 CINEMARK HOLDINGS INC COM 17243V102 198.67 17,550 SH DEFINED 02 17,550 0 0 CINEMARK HOLDINGS INC COM 17243V102 2,138.45 188,914 SH DEFINED 22 103,539 0 85,375 CIRCOR INTL INC COM 17273K109 1,021.08 43,243 SH DEFINED 22 42,646 0 597 CISCO SYS INC COM 17275R102 1,395.09 74,844 SH DEFINED 01 74,844 0 0 CISCO SYS INC COM 17275R102 950.64 51,000 SH DEFINED 02 51,000 0 0 CISCO SYS INC COM 17275R102 24,016.71 1,288,450 SH DEFINED 09 1,288,450 0 0 CISCO SYS INC COM 17275R102 348.57 18,700 SH DEFINED 21 18,700 0 0 CITI TRENDS INC COM 17306X102 4,608.68 178,081 SH DEFINED 22 150,964 0 27,117 CITIGROUP INC COM 172967101 0.73 246 SH DEFINED 21 246 0 0 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 CITRIX SYS INC COM 177376100 3,211.32 100,700 SH DEFINED 09 100,700 0 0 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264147109 960.17 51,100 SH DEFINED 21 51,100 0 0 DUCOMMUN INC DEL COM 264147109 564.58 30,047 SH DEFINED 22 15,492 0 14,555 DUKE ENERGY CORP NEW COM 26441C105 46,203.73 3,171,594 SH DEFINED 01 3,171,594 0 0 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 DYAX CORP COM 26746E103 965.85 451,334 SH DEFINED 21 451,334 0 0 DYCOM INDS INC COM 267475101 212.99 19,240 SH DEFINED 22 18,774 0 466 DYNACQ HEALTHCARE INC COM 26779V105 34.65 11,000 SH DEFINED 21 11,000 0 0 DYNAMEX INC COM 26784F103 4,319.97 280,700 SH DEFINED 09 280,700 0 0 DYNAMEX INC COM 26784F103 1,332.77 86,600 SH DEFINED 21 86,600 0 0 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26969P108 3,027.54 119,950 SH DEFINED 21 119,950 0 0 EAGLE MATERIALS INC COM 26969P108 194.05 7,688 SH DEFINED 22 3,079 0 4,609 EARTHLINK INC COM 270321102 2,263.64 305,485 SH DEFINED 21 305,485 0 0 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 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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 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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 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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 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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 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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 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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 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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 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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 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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 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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 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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 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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 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SH DEFINED 09 502,400 0 0 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 PRESTIGE BRANDS HLDGS INC COM 74112D101 98.40 16,000 SH DEFINED 21 16,000 0 0 PRICE T ROWE GROUP INC COM 74144T108 141.68 3,400 SH DEFINED 21 3,400 0 0 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 PROASSURANCE CORP COM 74267C106 1,747.20 37,810 SH DEFINED 21 37,810 0 0 PROASSURANCE CORP COM 74267C106 2,525.19 54,646 SH DEFINED 22 31,482 0 23,164 PROCTER & GAMBLE CO COM 742718109 33,199.43 650,509 SH DEFINED 01 650,509 0 0 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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 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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 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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 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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 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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 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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 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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 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