0001047469-12-008040.txt : 20120809 0001047469-12-008040.hdr.sgml : 20120809 20120809155413 ACCESSION NUMBER: 0001047469-12-008040 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120809 DATE AS OF CHANGE: 20120809 EFFECTIVENESS DATE: 20120809 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TCW GROUP INC CENTRAL INDEX KEY: 0000850401 STANDARD INDUSTRIAL CLASSIFICATION: REAL ESTATE INVESTMENT TRUSTS [6798] IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02494 FILM NUMBER: 121020305 BUSINESS ADDRESS: STREET 1: 865 SOUTH FIGUEROA ST CITY: LOS ANGELES STATE: CA ZIP: 90017 MAIL ADDRESS: STREET 1: 865 SOUTH FIGUEROA STREET STREET 2: 865 SOUTH FIGUEROA STREET CITY: LOS ANGELES STATE: CA ZIP: 90017 13F-HR 1 a2210622z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2012 ----------------------- Check Here if Amendment / /; Amendment Number: --------- This Amendment (Check only one.): / / is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: The TCW Group, Inc. ------------------------------- Address: 865 South Figueroa Street ------------------------------- Suite 1800 ------------------------------- Los Angeles, CA 90017 ------------------------------- Form 13F File Number: 028-02494 --------------------- 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: Linda Barker ------------------------------- Title: Managing Director ------------------------------- Phone: 213-244-0694 ------------------------------- Signature, Place, and Date of Signing: /s/ Linda Barker Los Angeles, CA August 9, 2012 ------------------------------- ----------------- -------------- [Signature] [City, State] [Date] Report Type (Check only one.): /X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 7 -------------------- Form 13F Information Table Entry Total: 1,544 (data records) -------------------- Form 13F Information Table Value Total: $19,821,109 (x1000) -------------------- (thousands) 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. Form 13F File Number Name 01 028-06683 TCW INVESTMENT MANAGEMENT COMPANY ------ ----------------- ---------------------------------------- 02 028-06697 TCW ASSET MANAGEMENT COMPANY ------ ----------------- ---------------------------------------- 03 028-06681 TRUST COMPANY OF THE WEST ------ ----------------- ---------------------------------------- 04 028-12230 ALPS ADVISERS, INC. ------ ----------------- ---------------------------------------- 05 000-00000 METROPOLITAN WEST ASSET MANAGEMENT, LLC. ------ ----------------- ---------------------------------------- 06 000-00000 SOCIETE GENERALE ASSET MANAGEMENT, S.A.* ------ ----------------- ---------------------------------------- 07 000-00000 SOCIETE GENERALE, S.A.* ------ ----------------- ---------------------------------------- FORM 13F INFORMATION TABLE

VALUE SHARES/ SH/ PUT/ INVSTMT ---VOTING AUTHORITY--- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE AON PLC SHS CL A G0408V102 5160 110300 SH DEFINED 03 06 07 0 110300 0 ARCH CAP GROUP LTD ORD G0450A105 3867 97430 SH DEFINED 01 06 07 84865 0 12565 ARCH CAP GROUP LTD ORD G0450A105 68 1725 SH DEFINED 02 06 07 1725 0 0 ARCH CAP GROUP LTD ORD G0450A105 84 2127 SH DEFINED 03 06 07 2127 0 0 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 59015 3992921 SH DEFINED 01 06 07 3047246 0 945675 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 980 66300 SH DEFINED 01 04 06 07 66300 0 0 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 32451 2195572 SH DEFINED 02 06 07 1506117 0 689455 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 303 20495 SH DEFINED 03 06 07 20495 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 50 824 SH DEFINED 01 06 07 824 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10 167 SH DEFINED 02 06 07 167 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 13052 217200 SH DEFINED 03 06 07 0 217200 0 COOPER INDUSTRIES PLC SHS G24140108 3654 53600 SH DEFINED 03 06 07 0 53600 0 COVIDIEN PLC SHS G2554F113 584 10920 SH DEFINED 02 06 07 10920 0 0 COVIDIEN PLC SHS G2554F113 8710 162800 SH DEFINED 03 06 07 0 162800 0 ENSCO PLC SHS CLASS A G3157S106 91036 1938179 SH DEFINED 01 06 07 1554349 0 383830 ENSCO PLC SHS CLASS A G3157S106 17685 376508 SH DEFINED 02 06 07 325973 0 50535 ENSCO PLC SHS CLASS A G3157S106 794 16897 SH DEFINED 03 06 07 13622 0 3275 INGERSOLL-RAND PLC SHS G47791101 4235 100400 SH DEFINED 03 06 07 0 100400 0 INVESCO LTD SHS G491BT108 3654 161684 SH DEFINED 01 06 07 139724 0 21960 INVESCO LTD SHS G491BT108 68 3000 SH DEFINED 02 06 07 3000 0 0 INVESCO LTD SHS G491BT108 3486 154240 SH DEFINED 03 06 07 3140 151100 0 MICHAEL KORS HLDGS LTD SHS G60754101 13179 314981 SH DEFINED 01 06 07 162261 0 152720 MICHAEL KORS HLDGS LTD SHS G60754101 862 20600 SH DEFINED 01 04 06 07 20600 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 9379 224164 SH DEFINED 02 06 07 138209 0 85955 MICHAEL KORS HLDGS LTD SHS G60754101 197 4700 SH DEFINED 03 06 07 4700 0 0 NABORS INDUSTRIES LTD SHS G6359F103 41746 2899038 SH DEFINED 01 06 07 2353298 0 545740 NABORS INDUSTRIES LTD SHS G6359F103 9652 670255 SH DEFINED 02 06 07 603485 0 66770 NABORS INDUSTRIES LTD SHS G6359F103 1757 121995 SH DEFINED 03 06 07 20015 97700 4280 PARTNERRE LTD COM G6852T105 1213 16028 SH DEFINED 01 06 07 14008 0 2020 PARTNERRE LTD COM G6852T105 26 340 SH DEFINED 03 06 07 340 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 1351 41800 SH DEFINED 03 06 07 0 41800 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 14840 600075 SH DEFINED 01 06 07 580690 0 19385 SEAGATE TECHNOLOGY PLC SHS G7945M107 62 2500 SH DEFINED 02 06 07 2500 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 2942 118962 SH DEFINED 03 06 07 5562 113400 0 SINA CORP ORD G81477104 6365 122853 SH DEFINED 01 06 07 63229 0 59624 SINA CORP ORD G81477104 352 6800 SH DEFINED 01 04 06 07 6800 0 0 SINA CORP ORD G81477104 8585 165695 SH DEFINED 02 06 07 112755 0 52940 SINA CORP ORD G81477104 105 2033 SH DEFINED 03 06 07 2033 0 0 VELTI PLC ST HELIER SHS G93285107 845 130000 SH DEFINED 02 06 07 130000 0 0 VELTI PLC ST HELIER SHS G93285107 10 1511 SH DEFINED 03 06 07 1511 0 0 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 3462 94876 SH DEFINED 01 06 07 82748 0 12128 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 70 1915 SH DEFINED 03 06 07 1915 0 0 XL GROUP PLC SHS G98290102 2203 104700 SH DEFINED 03 06 07 0 104700 0 ACE LTD SHS H0023R105 96788 1305646 SH DEFINED 01 06 07 999400 0 306246 ACE LTD SHS H0023R105 9948 134200 SH DEFINED 01 04 06 07 134200 0 0 ACE LTD SHS H0023R105 173671 2342791 SH DEFINED 02 06 07 1216251 0 1126540 ACE LTD SHS H0023R105 22528 303901 SH DEFINED 03 06 07 111996 191100 805 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 16774 1328098 SH DEFINED 01 06 07 1071558 0 256540 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 4673 369965 SH DEFINED 02 06 07 331045 0 38920 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 177 14040 SH DEFINED 03 06 07 11415 0 2625 FOSTER WHEELER AG COM H27178104 812 46828 SH DEFINED 02 06 07 46828 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 2765 85000 SH DEFINED 03 06 07 0 85000 0 TE CONNECTIVITY LTD REG SHS H84989104 80664 2527844 SH DEFINED 01 06 07 2045919 0 481925 TE CONNECTIVITY LTD REG SHS H84989104 20837 652980 SH DEFINED 02 06 07 584990 0 67990 TE CONNECTIVITY LTD REG SHS H84989104 5283 165552 SH DEFINED 03 06 07 16872 144300 4380 TRANSOCEAN LTD REG SHS H8817H100 1150 25716 SH DEFINED 01 06 07 25716 0 0 TRANSOCEAN LTD REG SHS H8817H100 26977 603116 SH DEFINED 02 06 07 460016 0 143100 TRANSOCEAN LTD REG SHS H8817H100 776 17349 SH DEFINED 03 06 07 17349 0 0 TYCO INTERNATIONAL LTD SHS H89128104 109059 2063548 SH DEFINED 01 06 07 1677123 0 386425 TYCO INTERNATIONAL LTD SHS H89128104 25229 477364 SH DEFINED 02 06 07 427719 0 49645 TYCO INTERNATIONAL LTD SHS H89128104 9074 171685 SH DEFINED 03 06 07 12290 156200 3195

CORE LABORATORIES N V COM N22717107 56052 483625 SH DEFINED 01 06 07 341345 0 142280 CORE LABORATORIES N V COM N22717107 1565 13500 SH DEFINED 01 04 06 07 13500 0 0 CORE LABORATORIES N V COM N22717107 31651 273090 SH DEFINED 02 06 07 177815 0 95275 CORE LABORATORIES N V COM N22717107 423 3652 SH DEFINED 03 06 07 3652 0 0 NXP SEMICONDUCTORS N V COM N6596X109 22051 949238 SH DEFINED 02 06 07 949238 0 0 YANDEX N V SHS CLASS A N97284108 42 2208 SH DEFINED 01 06 07 2208 0 0 YANDEX N V SHS CLASS A N97284108 641 33667 SH DEFINED 02 06 07 33667 0 0 MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 198 12038 SH DEFINED 01 06 07 12038 0 0 MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1707 103893 SH DEFINED 02 06 07 103893 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 11382 317034 SH DEFINED 01 06 07 164428 0 152606 AVAGO TECHNOLOGIES LTD SHS Y0486S104 740 20600 SH DEFINED 01 04 06 07 20600 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 9562 266353 SH DEFINED 02 06 07 180398 0 85955 AVAGO TECHNOLOGIES LTD SHS Y0486S104 194 5409 SH DEFINED 03 06 07 5409 0 0 AFLAC INC COM 001055102 6758 158670 SH DEFINED 03 06 07 870 157800 0 AGCO CORP NOTE 1.250%12/1 001084AM4 4096 3270000 PRN DEFINED 02 06 07 3270000 0 0 AGL RES INC COM 001204106 1535 39600 SH DEFINED 03 06 07 0 39600 0 AES CORP COM 00130H105 60436 4710525 SH DEFINED 01 06 07 3677545 0 1032980 AES CORP COM 00130H105 15696 1223380 SH DEFINED 02 06 07 1103445 0 119935 AES CORP COM 00130H105 3346 260813 SH DEFINED 03 06 07 35503 217600 7710 AT&T INC COM 00206R102 106225 2978814 SH DEFINED 01 06 07 2449836 0 528978 AT&T INC COM 00206R102 24098 675779 SH DEFINED 02 06 07 604997 0 70782 AT&T INC COM 00206R102 71336 2000460 SH DEFINED 03 06 07 17550 1978400 4510 ABBOTT LABS COM 002824100 39 608 SH DEFINED 01 06 07 608 0 0 ABBOTT LABS COM 002824100 669 10370 SH DEFINED 02 06 07 10370 0 0 ABBOTT LABS COM 002824100 34246 531200 SH DEFINED 03 06 07 0 531200 0 ABERCROMBIE & FITCH CO CL A 002896207 949 27800 SH DEFINED 03 06 07 0 27800 0 ABIOMED INC COM 003654100 8676 380192 SH DEFINED 01 06 07 347867 0 32325 ABIOMED INC COM 003654100 2466 108073 SH DEFINED 02 06 07 108073 0 0 ACTIVISION BLIZZARD INC COM 00507V109 6369 531179 SH DEFINED 01 06 07 512274 0 18905 ACTIVISION BLIZZARD INC COM 00507V109 35 2905 SH DEFINED 03 06 07 2905 0 0 ADOBE SYS INC COM 00724F101 5416 167300 SH DEFINED 03 06 07 0 167300 0 ADVANCED MICRO DEVICES INC COM 007903107 1142 199300 SH DEFINED 03 06 07 0 199300 0 AES TR III PFD CV 6.75% 00808N202 814 16500 SH DEFINED 01 06 07 16500 0 0 AETNA INC NEW COM 00817Y108 13 335 SH DEFINED 02 06 07 335 0 0 AETNA INC NEW COM 00817Y108 4552 117400 SH DEFINED 03 06 07 0 117400 0 AGILENT TECHNOLOGIES INC COM 00846U101 368 9385 SH DEFINED 02 06 07 9385 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 4644 118352 SH DEFINED 03 06 07 1152 117200 0 AIR PRODS & CHEMS INC COM 009158106 1100 13623 SH DEFINED 01 06 07 13623 0 0 AIR PRODS & CHEMS INC COM 009158106 38975 482778 SH DEFINED 02 06 07 173265 0 309513 AIR PRODS & CHEMS INC COM 009158106 6241 77310 SH DEFINED 03 06 07 5910 71400 0 AIRGAS INC COM 009363102 1957 23300 SH DEFINED 03 06 07 0 23300 0 AKAMAI TECHNOLOGIES INC COM 00971T101 1918 60400 SH DEFINED 03 06 07 0 60400 0 ALCOA INC COM 013817101 3148 359800 SH DEFINED 03 06 07 0 359800 0 ALCOA INC NOTE 5.250% 3/1 013817AT8 3703 2475000 PRN DEFINED 02 06 07 2475000 0 0 ALERE INC NOTE 3.000% 5/1 01449JAA3 1599 1775000 PRN DEFINED 02 06 07 1775000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 425 4279 SH DEFINED 02 06 07 4279 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 6435 64800 SH DEFINED 03 06 07 0 64800 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 22229 697045 SH DEFINED 01 06 07 350091 0 346954 ALLEGHENY TECHNOLOGIES INC COM 01741R102 887 27800 SH DEFINED 01 04 06 07 27800 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 25093 786855 SH DEFINED 02 06 07 424655 0 362200 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1473 46185 SH DEFINED 03 06 07 10085 36100 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 3192 2761000 PRN DEFINED 02 06 07 2761000 0 0 ALLERGAN INC COM 018490102 78831 851585 SH DEFINED 01 06 07 703135 0 148450 ALLERGAN INC COM 018490102 8891 96050 SH DEFINED 01 04 06 07 96050 0 0 ALLERGAN INC COM 018490102 112594 1216308 SH DEFINED 02 06 07 661308 0 555000 ALLERGAN INC COM 018490102 22534 243422 SH DEFINED 03 06 07 76364 166400 658 ALLIANCE DATA SYSTEMS CORP COM 018581108 4073 30172 SH DEFINED 02 06 07 30172 0 0 ALLSTATE CORP COM 020002101 11055 315057 SH DEFINED 01 06 07 315057 0 0 ALLSTATE CORP COM 020002101 5807 165500 SH DEFINED 03 06 07 0 165500 0 ALPHA NATURAL RESOURCES INC COM 02076X102 645 74000 SH DEFINED 03 06 07 0 74000 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 3389 4005000 PRN DEFINED 02 06 07 4005000 0 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 39173 46290000 PRN DEFINED 05 06 07 46290000 0 0 ALTERA CORP COM 021441100 3689 109000 SH DEFINED 03 06 07 0 109000 0 AMAZON COM INC COM 023135106 65300 285965 SH DEFINED 01 06 07 234115 0 51850 AMAZON COM INC COM 023135106 7454 32645 SH DEFINED 01 04 06 07 32645 0 0 AMAZON COM INC COM 023135106 72111 315791 SH DEFINED 02 06 07 197006 0 118785 AMAZON COM INC COM 023135106 38310 167768 SH DEFINED 03 06 07 24644 142900 224 AMEREN CORP COM 023608102 2720 81100 SH DEFINED 03 06 07 0 81100 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 376 14413 SH DEFINED 01 06 07 14413 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 4811 184598 SH DEFINED 02 06 07 184598 0 0 AMERICAN ELEC PWR INC COM 025537101 85726 2148521 SH DEFINED 01 06 07 1764721 0 383800 AMERICAN ELEC PWR INC COM 025537101 20833 522142 SH DEFINED 02 06 07 469332 0 52810 AMERICAN ELEC PWR INC COM 025537101 7202 180495 SH DEFINED 03 06 07 13570 163400 3525 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 4599 233118 SH DEFINED 01 06 07 204263 0 28855 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 71 3580 SH DEFINED 02 06 07 3580 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 88 4460 SH DEFINED 03 06 07 4460 0 0 AMERICAN EXPRESS CO COM 025816109 108436 1862848 SH DEFINED 01 06 07 1496948 0 365900 AMERICAN EXPRESS CO COM 025816109 27057 464818 SH DEFINED 02 06 07 417398 0 47420 AMERICAN EXPRESS CO COM 025816109 20513 352402 SH DEFINED 03 06 07 11662 337700 3040 AMERICAN INTL GROUP INC COM NEW 026874784 6906 215200 SH DEFINED 03 06 07 0 215200 0 AMERICAN TOWER CORP NEW COM 03027X100 114330 1635394 SH DEFINED 01 06 07 1343574 0 291820 AMERICAN TOWER CORP NEW COM 03027X100 13014 186160 SH DEFINED 01 04 06 07 186160 0 0 AMERICAN TOWER CORP NEW COM 03027X100 118180 1690456 SH DEFINED 02 06 07 1008366 0 682090 AMERICAN TOWER CORP NEW COM 03027X100 27729 396640 SH DEFINED 03 06 07 140830 254530 1280 AMERISOURCEBERGEN CORP COM 03073E105 447 11350 SH DEFINED 02 06 07 11350 0 0 AMERISOURCEBERGEN CORP COM 03073E105 3333 84700 SH DEFINED 03 06 07 0 84700 0 AMERIPRISE FINL INC COM 03076C106 92902 1777689 SH DEFINED 01 06 07 1454389 0 323300 AMERIPRISE FINL INC COM 03076C106 21715 415513 SH DEFINED 02 06 07 372523 0 42990 AMERIPRISE FINL INC COM 03076C106 4556 87178 SH DEFINED 03 06 07 10688 73700 2790 AMGEN INC COM 031162100 15 200 SH DEFINED 01 06 07 200 0 0 AMGEN INC COM 031162100 14 195 SH DEFINED 02 06 07 195 0 0 AMGEN INC COM 031162100 19185 262667 SH DEFINED 03 06 07 367 262300 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 3226 3102000 PRN DEFINED 02 06 07 3102000 0 0 AMPHENOL CORP NEW CL A 032095101 2993 54500 SH DEFINED 03 06 07 0 54500 0 ANADARKO PETE CORP COM 032511107 11141 168300 SH DEFINED 03 06 07 0 168300 0 ANALOG DEVICES INC COM 032654105 3797 100800 SH DEFINED 03 06 07 0 100800 0 ANN INC COM 035623107 1153 45214 SH DEFINED 01 06 07 40154 0 5060 ANN INC COM 035623107 143 5615 SH DEFINED 02 06 07 5615 0 0 ANN INC COM 035623107 20 775 SH DEFINED 03 06 07 775 0 0 ANSYS INC COM 03662Q105 6914 109547 SH DEFINED 01 06 07 48137 0 61410 ANSYS INC COM 03662Q105 16768 265691 SH DEFINED 02 06 07 157391 0 108300 ANSYS INC COM 03662Q105 94 1484 SH DEFINED 03 06 07 1484 0 0 APACHE CORP COM 037411105 11584 131800 SH DEFINED 03 06 07 0 131800 0 APACHE CORP PFD CONV SER D 037411808 3819 76000 SH DEFINED 02 06 07 76000 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 1292 47800 SH DEFINED 03 06 07 0 47800 0 APOLLO GROUP INC CL A 037604105 1306 36100 SH DEFINED 03 06 07 0 36100 0 APPLE INC COM 037833100 181696 311123 SH DEFINED 01 06 07 256173 0 54950 APPLE INC COM 037833100 20674 35400 SH DEFINED 01 04 06 07 35400 0 0 APPLE INC COM 037833100 213957 366365 SH DEFINED 02 06 07 218595 0 147770 APPLE INC COM 037833100 213940 366336 SH DEFINED 03 06 07 27138 338950 248 APPLIED MATLS INC COM 038222105 4968 433500 SH DEFINED 03 06 07 0 433500 0 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 1286 1250000 PRN DEFINED 02 06 07 1250000 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 6553 222000 SH DEFINED 03 06 07 0 222000 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 4027 4000000 PRN DEFINED 02 06 07 4000000 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 67359 2831380 SH DEFINED 01 06 07 2194261 0 637119 ARM HLDGS PLC SPONSORED ADR 042068106 6804 286017 SH DEFINED 01 04 06 07 286017 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 81278 3416470 SH DEFINED 02 06 07 2127728 0 1288742 ARM HLDGS PLC SPONSORED ADR 042068106 8597 361350 SH DEFINED 03 06 07 198660 161000 1690 ARQULE INC COM 04269E107 8938 1507314 SH DEFINED 01 06 07 1381188 0 126126 ARQULE INC COM 04269E107 1853 312451 SH DEFINED 02 06 07 312451 0 0 ARUBA NETWORKS INC COM 043176106 59341 3942949 SH DEFINED 01 06 07 3346580 0 596369 ARUBA NETWORKS INC COM 043176106 31952 2123028 SH DEFINED 02 06 07 1573092 0 549936 ARUBA NETWORKS INC COM 043176106 114 7577 SH DEFINED 03 06 07 7577 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 454 19161 SH DEFINED 01 06 07 18261 0 900 ASBURY AUTOMOTIVE GROUP INC COM 043436104 130 5490 SH DEFINED 02 06 07 5490 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 6 260 SH DEFINED 03 06 07 260 0 0 ASSURANT INC COM 04621X108 1007 28900 SH DEFINED 03 06 07 0 28900 0 ASTRAZENECA PLC SPONSORED ADR 046353108 736 16450 SH DEFINED 02 06 07 16450 0 0 ATHENAHEALTH INC COM 04685W103 18184 229682 SH DEFINED 01 06 07 116204 0 113478 ATHENAHEALTH INC COM 04685W103 1210 15283 SH DEFINED 01 04 06 07 15283 0 0 ATHENAHEALTH INC COM 04685W103 13169 166340 SH DEFINED 02 06 07 102275 0 64065 ATHENAHEALTH INC COM 04685W103 278 3507 SH DEFINED 03 06 07 3507 0 0 AUTODESK INC COM 052769106 2708 77400 SH DEFINED 03 06 07 0 77400 0 AUTOMATIC DATA PROCESSING IN COM 053015103 9151 164400 SH DEFINED 03 06 07 0 164400 0 AUTONATION INC COM 05329W102 494 14000 SH DEFINED 03 06 07 0 14000 0 AUTOZONE INC COM 053332102 3305 9000 SH DEFINED 03 06 07 0 9000 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 476 17702 SH DEFINED 02 06 07 17702 0 0 AVALONBAY CMNTYS INC COM 053484101 4556 32200 SH DEFINED 03 06 07 0 32200 0 AVEO PHARMACEUTICALS INC COM 053588109 10394 854736 SH DEFINED 01 06 07 779871 0 74865 AVEO PHARMACEUTICALS INC COM 053588109 2229 183274 SH DEFINED 02 06 07 183274 0 0 AVERY DENNISON CORP COM 053611109 4760 174110 SH DEFINED 01 06 07 174110 0 0 AVERY DENNISON CORP COM 053611109 957 35000 SH DEFINED 03 06 07 0 35000 0 AVISTA CORP COM 05379B107 1667 62436 SH DEFINED 01 06 07 55401 0 7035 AVISTA CORP COM 05379B107 95 3540 SH DEFINED 02 06 07 3540 0 0 AVISTA CORP COM 05379B107 29 1095 SH DEFINED 03 06 07 1095 0 0 AVNET INC COM 053807103 3885 125894 SH DEFINED 01 06 07 109729 0 16165 AVNET INC COM 053807103 25 800 SH DEFINED 02 06 07 800 0 0 AVNET INC COM 053807103 97 3146 SH DEFINED 03 06 07 3146 0 0 AVON PRODS INC COM 054303102 2355 145300 SH DEFINED 03 06 07 0 145300 0 BB&T CORP COM 054937107 7281 236000 SH DEFINED 03 06 07 0 236000 0 BPZ RESOURCES INC COM 055639108 34 13340 SH DEFINED 01 06 07 13340 0 0 BPZ RESOURCES INC COM 055639108 38 15035 SH DEFINED 02 06 07 15035 0 0 BMC SOFTWARE INC COM 055921100 2322 54400 SH DEFINED 03 06 07 0 54400 0 BAIDU INC SPON ADR REP A 056752108 46745 406551 SH DEFINED 01 06 07 324197 0 82354 BAIDU INC SPON ADR REP A 056752108 5229 45475 SH DEFINED 01 04 06 07 45475 0 0 BAIDU INC SPON ADR REP A 056752108 55819 485466 SH DEFINED 02 06 07 316316 0 169150 BAIDU INC SPON ADR REP A 056752108 6412 55762 SH DEFINED 03 06 07 30112 25400 250 BAKER HUGHES INC COM 057224107 84300 2051084 SH DEFINED 01 06 07 1668284 0 382800 BAKER HUGHES INC COM 057224107 20850 507295 SH DEFINED 02 06 07 455810 0 51485 BAKER HUGHES INC COM 057224107 6740 163999 SH DEFINED 03 06 07 13084 147500 3415 BALL CORP COM 058498106 2172 52900 SH DEFINED 03 06 07 0 52900 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 157 10561 SH DEFINED 01 06 07 10561 0 0 BANK OF AMERICA CORPORATION COM 060505104 29745 3636255 SH DEFINED 03 06 07 1455 3634800 0 BANK OF NEW YORK MELLON CORP COM 064058100 8850 403200 SH DEFINED 03 06 07 0 403200 0 BARD C R INC COM 067383109 735 6839 SH DEFINED 02 06 07 6839 0 0 BARD C R INC COM 067383109 3041 28300 SH DEFINED 03 06 07 0 28300 0 BAXTER INTL INC COM 071813109 9827 184900 SH DEFINED 03 06 07 0 184900 0 BECTON DICKINSON & CO COM 075887109 5090 68100 SH DEFINED 03 06 07 0 68100 0 BED BATH & BEYOND INC COM 075896100 4839 78300 SH DEFINED 03 06 07 0 78300 0 BEMIS INC COM 081437105 1091 34800 SH DEFINED 03 06 07 0 34800 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 750 6 SH DEFINED 01 06 07 6 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 46979 376 SH DEFINED 02 06 07 130 0 246 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 482 5788 SH DEFINED 01 06 07 5788 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 214 2566 SH DEFINED 02 06 07 2566 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 49970 599665 SH DEFINED 03 06 07 6865 592800 0 BEST BUY INC COM 086516101 1941 92600 SH DEFINED 03 06 07 0 92600 0 BIG LOTS INC COM 089302103 877 21500 SH DEFINED 03 06 07 0 21500 0 BIOGEN IDEC INC COM 09062X103 0 1 SH DEFINED 01 06 07 1 0 0 BIOGEN IDEC INC COM 09062X103 11680 80900 SH DEFINED 03 06 07 0 80900 0 BJS RESTAURANTS INC COM 09180C106 24623 647984 SH DEFINED 01 06 07 592163 0 55821 BJS RESTAURANTS INC COM 09180C106 5140 135253 SH DEFINED 02 06 07 135253 0 0 BLACKROCK INC COM 09247X101 7336 43200 SH DEFINED 03 06 07 0 43200 0 BLOCK H & R INC COM 093671105 1569 98200 SH DEFINED 03 06 07 0 98200 0 BOEING CO COM 097023105 18828 253400 SH DEFINED 03 06 07 700 252700 0 BORGWARNER INC COM 099724106 12447 189763 SH DEFINED 01 06 07 98705 0 91058 BORGWARNER INC COM 099724106 800 12200 SH DEFINED 01 04 06 07 12200 0 0 BORGWARNER INC COM 099724106 8770 133702 SH DEFINED 02 06 07 82407 0 51295 BORGWARNER INC COM 099724106 2722 41505 SH DEFINED 03 06 07 2805 38700 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 413 46202 SH DEFINED 01 06 07 41537 0 4665 BOSTON PRIVATE FINL HLDGS IN COM 101119105 79 8830 SH DEFINED 02 06 07 8830 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 6 715 SH DEFINED 03 06 07 715 0 0 BOSTON PROPERTIES INC COM 101121101 2093 19312 SH DEFINED 01 06 07 16717 0 2595 BOSTON PROPERTIES INC COM 101121101 5523 50960 SH DEFINED 03 06 07 360 50600 0 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 3156 2750000 PRN DEFINED 02 06 07 2750000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 17 3068 SH DEFINED 02 06 07 3068 0 0 BOSTON SCIENTIFIC CORP COM 101137107 2737 482700 SH DEFINED 03 06 07 0 482700 0 BRIGHTCOVE INC COM 10921T101 2835 185909 SH DEFINED 01 06 07 167694 0 18215 BRIGHTCOVE INC COM 10921T101 681 44646 SH DEFINED 02 06 07 44646 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 510 14200 SH DEFINED 02 06 07 14200 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 20531 571100 SH DEFINED 03 06 07 0 571100 0 BROADCOM CORP CL A 111320107 3803 112500 SH DEFINED 01 06 07 98285 0 14215 BROADCOM CORP CL A 111320107 65 1914 SH DEFINED 02 06 07 1914 0 0 BROADCOM CORP CL A 111320107 5773 170812 SH DEFINED 03 06 07 3312 167500 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 3065 621750 SH DEFINED 01 06 07 544795 0 76955 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 40 8170 SH DEFINED 02 06 07 8170 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 58 11865 SH DEFINED 03 06 07 11865 0 0 BROOKS 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125509109 22 500 SH DEFINED 02 06 07 500 0 0 CIGNA CORPORATION COM 125509109 4384 99635 SH DEFINED 03 06 07 2435 97200 0 CME GROUP INC COM 12572Q105 6032 22500 SH DEFINED 03 06 07 0 22500 0 CMS ENERGY CORP COM 125896100 2066 87900 SH DEFINED 03 06 07 0 87900 0 CNOOC LTD SPONSORED ADR 126132109 112 556 SH DEFINED 01 06 07 556 0 0 CNOOC LTD SPONSORED ADR 126132109 1339 6655 SH DEFINED 02 06 07 6655 0 0 CSX CORP COM 126408103 34 1525 SH DEFINED 01 06 07 1525 0 0 CSX CORP COM 126408103 23 1015 SH DEFINED 02 06 07 1015 0 0 CSX CORP COM 126408103 7845 350872 SH DEFINED 03 06 07 272 350600 0 CVS CAREMARK CORPORATION COM 126650100 2372 50760 SH DEFINED 01 06 07 50760 0 0 CVS CAREMARK CORPORATION COM 126650100 79797 1707621 SH DEFINED 02 06 07 782021 0 925600 CVS CAREMARK CORPORATION COM 126650100 21609 462421 SH DEFINED 03 06 07 29621 432800 0 CA INC COM 12673P105 57225 2112400 SH DEFINED 01 06 07 1732900 0 379500 CA INC COM 12673P105 13675 504817 SH DEFINED 02 06 07 452722 0 52095 CA INC COM 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0 CAPITAL ONE FINL CORP COM 14040H105 10689 195549 SH DEFINED 03 06 07 49 195500 0 CARDINAL HEALTH INC COM 14149Y108 433 10315 SH DEFINED 02 06 07 10315 0 0 CARDINAL HEALTH INC COM 14149Y108 4906 116800 SH DEFINED 03 06 07 0 116800 0 CAREFUSION CORP COM 14170T101 1923 74900 SH DEFINED 03 06 07 0 74900 0 CARMAX INC COM 143130102 16681 643072 SH DEFINED 01 06 07 314837 0 328235 CARMAX INC COM 143130102 812 31300 SH DEFINED 01 04 06 07 31300 0 0 CARMAX INC COM 143130102 17566 677175 SH DEFINED 02 06 07 373835 0 303340 CARMAX INC COM 143130102 2247 86635 SH DEFINED 03 06 07 9435 77200 0 CARNIVAL CORP PAIRED CTF 143658300 90 2625 SH DEFINED 01 06 07 2625 0 0 CARNIVAL CORP PAIRED CTF 143658300 33 975 SH DEFINED 02 06 07 975 0 0 CARNIVAL CORP PAIRED CTF 143658300 5244 153026 SH DEFINED 03 06 07 226 152800 0 CARPENTER TECHNOLOGY CORP COM 144285103 49615 1037100 SH DEFINED 01 06 07 948379 0 88721 CARPENTER TECHNOLOGY CORP COM 144285103 14629 305792 SH DEFINED 02 06 07 305792 0 0 CARRIZO OIL & CO INC COM 144577103 14008 595848 SH DEFINED 01 06 07 466316 0 129532 CARRIZO OIL & CO INC COM 144577103 9453 402067 SH DEFINED 02 06 07 246914 0 155153 CARRIZO OIL & CO INC COM 144577103 47 2010 SH DEFINED 03 06 07 2010 0 0 CATERPILLAR INC DEL COM 149123101 18670 219883 SH DEFINED 03 06 07 183 219700 0 CAVIUM INC COM 14964U108 50877 1817051 SH DEFINED 01 06 07 1486760 0 330291 CAVIUM INC COM 14964U108 812 28988 SH DEFINED 01 04 06 07 28988 0 0 CAVIUM INC COM 14964U108 22168 791722 SH DEFINED 02 06 07 670195 0 121527 CAVIUM INC COM 14964U108 185 6623 SH DEFINED 03 06 07 6623 0 0 CELANESE CORP DEL COM SER A 150870103 2568 74163 SH DEFINED 01 06 07 64948 0 9215 CELANESE CORP DEL COM SER A 150870103 15 424 SH DEFINED 02 06 07 424 0 0 CELANESE CORP DEL COM SER A 150870103 50 1435 SH DEFINED 03 06 07 1435 0 0 CELGENE CORP COM 151020104 241 3750 SH DEFINED 02 06 07 3750 0 0 CELGENE CORP COM 151020104 9541 148704 SH DEFINED 03 06 07 204 148500 0 CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 1308 1484000 PRN DEFINED 02 06 07 1484000 0 0 CENTERPOINT ENERGY INC COM 15189T107 2981 144200 SH DEFINED 03 06 07 0 144200 0 CENTURYLINK INC COM 156700106 8265 209300 SH DEFINED 03 06 07 0 209300 0 CEPHEID COM 15670R107 403 8996 SH DEFINED 02 06 07 8996 0 0 CERNER CORP COM 156782104 75964 918993 SH DEFINED 01 06 07 767488 0 151505 CERNER CORP COM 156782104 9057 109564 SH DEFINED 01 04 06 07 109564 0 0 CERNER CORP COM 156782104 85151 1030131 SH DEFINED 02 06 07 628235 0 401896 CERNER CORP COM 156782104 16884 204258 SH DEFINED 03 06 07 82710 120800 748 CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 1181 1181000 PRN DEFINED 02 06 07 1181000 0 0 CHART INDS INC COM PAR $0.01 16115Q308 29756 432747 SH DEFINED 01 06 07 367296 0 65451 CHART INDS INC COM PAR $0.01 16115Q308 14952 217451 SH DEFINED 02 06 07 157568 0 59883 CHART INDS INC COM PAR $0.01 16115Q308 54 779 SH DEFINED 03 06 07 779 0 0 CHELSEA THERAPEUTICS INTL LT COM 163428105 4852 3278417 SH DEFINED 01 06 07 2836713 0 441704 CHELSEA THERAPEUTICS INTL LT COM 163428105 2139 1445176 SH DEFINED 02 06 07 1095843 0 349333 CHELSEA THERAPEUTICS INTL LT COM 163428105 7 4545 SH DEFINED 03 06 07 4545 0 0 CHESAPEAKE ENERGY CORP COM 165167107 4140 222600 SH DEFINED 03 06 07 0 222600 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 915 1000000 PRN DEFINED 02 06 07 1000000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 617 720000 PRN DEFINED 01 06 07 720000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 1387 1620000 PRN DEFINED 02 06 07 1620000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 17091 19960000 PRN DEFINED 05 06 07 19960000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 266 335000 PRN DEFINED 01 06 07 335000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 862 1085000 PRN DEFINED 02 06 07 1085000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 56399 70982000 PRN DEFINED 05 06 07 70982000 0 0 CHEVRON CORP NEW COM 166764100 146238 1386145 SH DEFINED 01 06 07 1140245 0 245900 CHEVRON CORP NEW COM 166764100 34917 330965 SH DEFINED 02 06 07 296980 0 33985 CHEVRON CORP NEW COM 166764100 71323 676044 SH DEFINED 03 06 07 8364 665500 2180 CHILDRENS PL RETAIL STORES I COM 168905107 910 18264 SH DEFINED 01 06 07 16134 0 2130 CHILDRENS PL RETAIL STORES I COM 168905107 67 1350 SH DEFINED 02 06 07 1350 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 16 330 SH DEFINED 03 06 07 330 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 450 8240 SH DEFINED 01 06 07 8240 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 5746 105100 SH DEFINED 02 06 07 105100 0 0 CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 38 3209 SH DEFINED 01 06 07 3209 0 0 CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 475 40432 SH DEFINED 02 06 07 40432 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 4065 10700 SH DEFINED 03 06 07 0 10700 0 CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 1647 2275000 PRN DEFINED 02 06 07 2275000 0 0 CHUBB CORP COM 171232101 6627 91000 SH DEFINED 03 06 07 400 90600 0 CHUNGHWA 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62800 SH DEFINED 03 06 07 0 62800 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 50067 1015766 SH DEFINED 01 06 07 746351 0 269415 CLIFFS NATURAL RESOURCES INC COM 18683K101 547 11100 SH DEFINED 01 04 06 07 11100 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 23467 476095 SH DEFINED 02 06 07 317485 0 158610 CLIFFS NATURAL RESOURCES INC COM 18683K101 2853 57872 SH DEFINED 03 06 07 8747 48000 1125 CLOROX CO DEL COM 189054109 3181 43900 SH DEFINED 03 06 07 0 43900 0 COACH INC COM 189754104 39 671 SH DEFINED 01 06 07 671 0 0 COACH INC COM 189754104 5661 96800 SH DEFINED 03 06 07 0 96800 0 COCA COLA CO COM 191216100 325 4160 SH DEFINED 01 06 07 4160 0 0 COCA COLA CO COM 191216100 60 773 SH DEFINED 02 06 07 773 0 0 COCA COLA CO COM 191216100 59134 756282 SH DEFINED 03 06 07 82 756200 0 COCA COLA ENTERPRISES INC NE COM 19122T109 2835 101100 SH DEFINED 03 06 07 0 101100 0 COGNEX CORP COM 192422103 18186 574595 SH DEFINED 01 06 07 486214 0 88381 COGNEX CORP COM 192422103 9248 292210 SH DEFINED 02 06 07 211805 0 80405 COGNEX CORP COM 192422103 35 1101 SH DEFINED 03 06 07 1101 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 50035 833917 SH DEFINED 01 06 07 690177 0 143740 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5793 96550 SH DEFINED 01 04 06 07 96550 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 59218 986971 SH DEFINED 02 06 07 634217 0 352754 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 14362 239361 SH DEFINED 03 06 07 72991 165700 670 COHERENT INC COM 192479103 318 7335 SH DEFINED 01 06 07 7335 0 0 COHERENT INC COM 192479103 48 1106 SH DEFINED 02 06 07 1106 0 0 COHERENT INC COM 192479103 18 408 SH DEFINED 03 06 07 408 0 0 COHEN & STEERS INC COM 19247A100 1098 31809 SH DEFINED 01 06 07 28624 0 3185 COHEN & STEERS INC COM 19247A100 198 5735 SH DEFINED 02 06 07 5735 0 0 COHEN & STEERS INC COM 19247A100 17 495 SH DEFINED 03 06 07 495 0 0 COLGATE PALMOLIVE CO COM 194162103 319 3060 SH DEFINED 01 06 07 3060 0 0 COLGATE PALMOLIVE CO COM 194162103 80 771 SH DEFINED 02 06 07 771 0 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COSTCO WHSL CORP NEW COM 22160K105 21864 230144 SH DEFINED 03 06 07 45029 184700 415 COVANCE INC COM 222816100 4260 89035 SH DEFINED 01 06 07 77925 0 11110 COVANCE INC COM 222816100 33 700 SH DEFINED 02 06 07 700 0 0 COVANCE INC COM 222816100 118 2469 SH DEFINED 03 06 07 2469 0 0 COVENTRY HEALTH CARE INC COM 222862104 3563 112071 SH DEFINED 01 06 07 97876 0 14195 COVENTRY HEALTH CARE INC COM 222862104 1595 50185 SH DEFINED 03 06 07 2185 48000 0 CROCS INC COM 227046109 43290 2680499 SH DEFINED 01 06 07 2374824 0 305675 CROCS INC COM 227046109 17643 1092459 SH DEFINED 02 06 07 931359 0 161100 CROCS INC COM 227046109 34 2095 SH DEFINED 03 06 07 2095 0 0 CROWN CASTLE INTL CORP COM 228227104 5103 87000 SH DEFINED 03 06 07 0 87000 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 14975 893475 SH DEFINED 01 06 07 434408 0 459067 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 611 36466 SH DEFINED 01 04 06 07 36466 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 23191 1383725 SH DEFINED 02 06 07 852048 0 531677 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 222 13250 SH DEFINED 03 06 07 13250 0 0 CUMMINS INC COM 231021106 278 2865 SH DEFINED 01 06 07 2865 0 0 CUMMINS INC COM 231021106 57 593 SH DEFINED 02 06 07 593 0 0 CUMMINS INC COM 231021106 6308 65090 SH DEFINED 03 06 07 271 64819 0 CYTEC INDS INC COM 232820100 4285 73080 SH DEFINED 01 06 07 63875 0 9205 CYTEC INDS INC COM 232820100 83 1420 SH DEFINED 03 06 07 1420 0 0 D R HORTON INC COM 23331A109 1733 94300 SH DEFINED 03 06 07 0 94300 0 DTE ENERGY CO COM 233331107 3376 56900 SH DEFINED 03 06 07 0 56900 0 DANA HLDG CORP COM 235825205 48346 3774057 SH DEFINED 01 06 07 2997567 0 776490 DANA HLDG CORP COM 235825205 12668 988895 SH DEFINED 02 06 07 887305 0 101590 DANA HLDG CORP COM 235825205 479 37365 SH DEFINED 03 06 07 30745 0 6620 DANAHER CORP DEL COM 235851102 1811 34764 SH DEFINED 01 06 07 34764 0 0 DANAHER CORP DEL COM 235851102 61397 1178902 SH DEFINED 02 06 07 489710 0 689192 DANAHER CORP DEL COM 235851102 11085 212843 SH DEFINED 03 06 07 18943 193900 0 DARDEN RESTAURANTS INC COM 237194105 2197 43400 SH DEFINED 03 06 07 0 43400 0 DAVITA INC COM 23918K108 3123 31800 SH DEFINED 03 06 07 0 31800 0 DEAN FOODS CO NEW COM 242370104 1059 62200 SH DEFINED 03 06 07 0 62200 0 DECKERS OUTDOOR CORP COM 243537107 3947 89692 SH DEFINED 01 06 07 78429 0 11263 DECKERS OUTDOOR CORP COM 243537107 1500 34092 SH DEFINED 02 06 07 23767 0 10325 DECKERS OUTDOOR CORP COM 243537107 6 125 SH DEFINED 03 06 07 125 0 0 DEERE & CO COM 244199105 10869 134405 SH DEFINED 03 06 07 305 134100 0 DELL INC COM 24702R101 72051 5754865 SH DEFINED 01 06 07 4600320 0 1154545 DELL INC COM 24702R101 17942 1433084 SH DEFINED 02 06 07 1285604 0 147480 DELL INC COM 24702R101 6875 549106 SH DEFINED 03 06 07 38751 500800 9555 DELTA AIR LINES INC DEL COM NEW 247361702 804 73443 SH DEFINED 01 06 07 73443 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 36219 3307681 SH DEFINED 02 06 07 1307080 0 2000601 DELTA AIR LINES INC DEL COM NEW 247361702 567 51819 SH DEFINED 03 06 07 51819 0 0 DENBURY RES INC COM NEW 247916208 3772 249656 SH DEFINED 01 06 07 226491 0 23165 DENBURY RES INC COM NEW 247916208 23356 1545719 SH DEFINED 02 06 07 558619 0 987100 DENBURY RES INC COM NEW 247916208 2327 153976 SH DEFINED 03 06 07 22376 131600 0 DEMANDWARE INC COM 24802Y105 11699 493828 SH DEFINED 01 06 07 451486 0 42342 DEMANDWARE INC COM 24802Y105 2477 104570 SH DEFINED 02 06 07 104570 0 0 DENDREON CORP COM 24823Q107 265 35746 SH DEFINED 02 06 07 35746 0 0 DENTSPLY INTL INC NEW COM 249030107 1807 47800 SH DEFINED 03 06 07 0 47800 0 DEVON ENERGY CORP NEW COM 25179M103 60305 1039921 SH DEFINED 01 06 07 843171 0 196750 DEVON ENERGY CORP NEW COM 25179M103 14662 252836 SH DEFINED 02 06 07 227206 0 25630 DEVON ENERGY CORP NEW COM 25179M103 8362 144189 SH DEFINED 03 06 07 6479 136000 1710 DEVRY INC DEL COM 251893103 613 19800 SH DEFINED 03 06 07 0 19800 0 DEXCOM INC COM 252131107 34496 2661744 SH DEFINED 01 06 07 2252830 0 408914 DEXCOM INC COM 252131107 20399 1573994 SH DEFINED 02 06 07 1230863 0 343131 DEXCOM INC COM 252131107 58 4503 SH DEFINED 03 06 07 4503 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 17 285 SH DEFINED 02 06 07 285 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1385 23428 SH DEFINED 03 06 07 28 23400 0 DICKS SPORTING GOODS INC COM 253393102 14282 297538 SH DEFINED 01 06 07 151228 0 146310 DICKS SPORTING GOODS INC COM 253393102 955 19900 SH DEFINED 01 04 06 07 19900 0 0 DICKS SPORTING GOODS INC COM 253393102 10438 217454 SH DEFINED 02 06 07 134159 0 83295 DICKS SPORTING GOODS INC COM 253393102 218 4545 SH DEFINED 03 06 07 4545 0 0 DIGITAL RLTY TR INC COM 253868103 1710 22776 SH DEFINED 01 06 07 19941 0 2835 DIGITAL RLTY TR INC COM 253868103 52 690 SH DEFINED 02 06 07 690 0 0 DIGITAL RLTY TR INC COM 253868103 33 440 SH DEFINED 03 06 07 440 0 0 DIREXION SHS ETF TR INDIA BEAR 3X 25459W375 204 7380 SH DEFINED 01 06 07 7380 0 0 DISNEY WALT CO COM DISNEY 254687106 39 809 SH DEFINED 02 06 07 809 0 0 DISNEY WALT CO COM 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250611 SH DEFINED 03 06 07 97406 152350 855 EXPRESS SCRIPTS HLDG CO COM 30219G108 785 14056 SH DEFINED 02 06 07 14056 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 15175 271800 SH DEFINED 03 06 07 0 271800 0 EXXON MOBIL CORP COM 30231G102 1095 12798 SH DEFINED 01 06 07 12798 0 0 EXXON MOBIL CORP COM 30231G102 35943 420037 SH DEFINED 02 06 07 154536 0 265501 EXXON MOBIL CORP COM 30231G102 135483 1583301 SH DEFINED 03 06 07 5401 1577900 0 FLIR SYS INC COM 302445101 1016 52100 SH DEFINED 03 06 07 0 52100 0 F M C CORP COM NEW 302491303 2471 46200 SH DEFINED 03 06 07 0 46200 0 FMC TECHNOLOGIES INC COM 30249U101 13640 347694 SH DEFINED 01 06 07 178754 0 168940 FMC TECHNOLOGIES INC COM 30249U101 894 22800 SH DEFINED 01 04 06 07 22800 0 0 FMC TECHNOLOGIES INC COM 30249U101 11167 284657 SH DEFINED 02 06 07 189287 0 95370 FMC TECHNOLOGIES INC COM 30249U101 3358 85605 SH DEFINED 03 06 07 5215 80390 0 FAMILY DLR STORES INC COM 307000109 2613 39300 SH DEFINED 03 06 07 0 39300 0 FARO TECHNOLOGIES INC COM 311642102 26334 625804 SH DEFINED 01 06 07 572182 0 53622 FARO TECHNOLOGIES INC COM 311642102 8912 211786 SH DEFINED 02 06 07 211786 0 0 FARO TECHNOLOGIES INC COM 311642102 3 73 SH DEFINED 03 06 07 73 0 0 FASTENAL CO COM 311900104 68572 1701116 SH DEFINED 01 06 07 1308899 0 392217 FASTENAL CO COM 311900104 7197 178547 SH DEFINED 01 04 06 07 178547 0 0 FASTENAL CO COM 311900104 68207 1692064 SH DEFINED 02 06 07 1021629 0 670435 FASTENAL CO COM 311900104 13191 327244 SH DEFINED 03 06 07 123910 202254 1080 FEDERAL SIGNAL CORP COM 313855108 72 12250 SH DEFINED 01 06 07 12250 0 0 FEDERAL SIGNAL CORP COM 313855108 82 14015 SH DEFINED 02 06 07 14015 0 0 FEDERATED INVS INC PA CL B 314211103 684 31300 SH DEFINED 03 06 07 0 31300 0 FEDEX CORP COM 31428X106 9738 106300 SH DEFINED 03 06 07 0 106300 0 FERRO CORP COM 315405100 552 114924 SH DEFINED 01 06 07 101049 0 13875 FERRO CORP COM 315405100 16 3380 SH DEFINED 02 06 07 3380 0 0 FERRO CORP COM 315405100 10 2155 SH DEFINED 03 06 07 2155 0 0 F5 NETWORKS INC COM 315616102 18326 184072 SH DEFINED 01 06 07 88219 0 95853 F5 NETWORKS INC COM 315616102 717 7200 SH DEFINED 01 04 06 07 7200 0 0 F5 NETWORKS INC COM 315616102 27377 274980 SH DEFINED 02 06 07 170065 0 104915 F5 NETWORKS INC COM 315616102 2946 29590 SH DEFINED 03 06 07 2790 26800 0 FIDELITY NATL INFORMATION SV COM 31620M106 2733 80200 SH DEFINED 03 06 07 0 80200 0 FIFTH THIRD BANCORP COM 316773100 4161 310500 SH DEFINED 03 06 07 0 310500 0 51JOB INC SP ADR REP COM 316827104 410 9000 SH DEFINED 01 06 07 9000 0 0 FIRST HORIZON NATL CORP COM 320517105 734 84900 SH DEFINED 03 06 07 0 84900 0 FIRST PACTRUST BANCORP INC COM 33589V101 6205 523195 SH DEFINED 02 06 07 0 0 523195 FIRST SOLAR INC COM 336433107 298 19800 SH DEFINED 03 06 07 0 19800 0 FIRSTSERVICE CORP SUB VTG SH 33761N109 130 4650 SH DEFINED 01 06 07 4650 0 0 FIRSTSERVICE CORP SUB VTG SH 33761N109 129 4625 SH DEFINED 02 06 07 4625 0 0 FISERV INC COM 337738108 3329 46100 SH DEFINED 03 06 07 0 46100 0 FIRSTENERGY CORP COM 337932107 6946 141200 SH DEFINED 03 06 07 0 141200 0 FLUOR CORP NEW COM 343412102 2812 57000 SH DEFINED 03 06 07 0 57000 0 FLOWSERVE CORP COM 34354P105 2111 18400 SH DEFINED 03 06 07 0 18400 0 FLUIDIGM CORP DEL COM 34385P108 11308 751848 SH DEFINED 01 06 07 652057 0 99791 FLUIDIGM CORP DEL COM 34385P108 4562 303295 SH DEFINED 02 06 07 229771 0 73524 FLUIDIGM CORP DEL COM 34385P108 14 960 SH DEFINED 03 06 07 960 0 0 FOOT LOCKER INC COM 344849104 10426 340933 SH DEFINED 01 06 07 330623 0 10310 FOOT LOCKER INC COM 344849104 18 595 SH DEFINED 02 06 07 595 0 0 FOOT LOCKER INC COM 344849104 51 1668 SH DEFINED 03 06 07 1668 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 25 2575 SH DEFINED 01 06 07 2575 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 12362 1289060 SH DEFINED 03 06 07 1460 1287600 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 367 260000 PRN DEFINED 01 06 07 0 0 260000 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 4741 3360000 PRN DEFINED 02 06 07 3360000 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 8254 5850000 PRN DEFINED 05 06 07 5850000 0 0 FOREST LABS INC COM 345838106 400 11430 SH DEFINED 02 06 07 11430 0 0 FOREST LABS INC COM 345838106 3139 89700 SH DEFINED 03 06 07 0 89700 0 FORTINET INC COM 34959E109 4546 195800 SH DEFINED 02 06 07 195800 0 0 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 13281 674528 SH DEFINED 01 06 07 571583 0 102945 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 6027 306090 SH DEFINED 02 06 07 211890 0 94200 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 24 1225 SH DEFINED 03 06 07 1225 0 0 FOSSIL INC COM 349882100 3601 47052 SH DEFINED 01 06 07 24137 0 22915 FOSSIL INC COM 349882100 237 3100 SH DEFINED 01 04 06 07 3100 0 0 FOSSIL INC COM 349882100 2539 33170 SH DEFINED 02 06 07 20700 0 12470 FOSSIL INC COM 349882100 1390 18165 SH DEFINED 03 06 07 665 17500 0 FRANKLIN RES INC COM 354613101 5328 48000 SH DEFINED 03 06 07 0 48000 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 13 394 SH DEFINED 02 06 07 394 0 0 FREEPORT-MCMORAN COPPER & GO COM 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0 78500 0 GAP INC DEL COM 364760108 92882 3394813 SH DEFINED 01 06 07 2770823 0 623990 GAP INC DEL COM 364760108 21288 778070 SH DEFINED 02 06 07 698075 0 79995 GAP INC DEL COM 364760108 3828 139898 SH DEFINED 03 06 07 22268 112400 5230 GARDNER DENVER INC COM 365558105 828 15647 SH DEFINED 01 06 07 13757 0 1890 GARDNER DENVER INC COM 365558105 15 285 SH DEFINED 03 06 07 285 0 0 GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 2858 3000000 PRN DEFINED 02 06 07 3000000 0 0 GENERAL DYNAMICS CORP COM 369550108 58 875 SH DEFINED 02 06 07 875 0 0 GENERAL DYNAMICS CORP COM 369550108 8041 121903 SH DEFINED 03 06 07 103 121800 0 GENERAL ELECTRIC CO COM 369604103 135160 6485588 SH DEFINED 01 06 07 5188748 0 1296840 GENERAL ELECTRIC CO COM 369604103 30177 1448045 SH DEFINED 02 06 07 1318550 0 129495 GENERAL ELECTRIC CO COM 369604103 74810 3589713 SH DEFINED 03 06 07 37698 3542200 9815 GENERAL MLS INC COM 370334104 8425 218600 SH DEFINED 03 06 07 0 218600 0 GENERAL MTRS CO JR PFD CNV SRB 37045V209 3552 107000 SH DEFINED 02 06 07 107000 0 0 GENESEE & WYO INC CL A 371559105 28972 548295 SH DEFINED 01 06 07 465595 0 82700 GENESEE & WYO INC CL A 371559105 12964 245345 SH DEFINED 02 06 07 170445 0 74900 GENESEE & WYO INC CL A 371559105 52 975 SH DEFINED 03 06 07 975 0 0 GENOMIC HEALTH INC COM 37244C101 540 16160 SH DEFINED 02 06 07 16160 0 0 GENOMIC HEALTH INC COM 37244C101 14 408 SH DEFINED 03 06 07 408 0 0 GENUINE PARTS CO COM 372460105 3157 52400 SH DEFINED 03 06 07 0 52400 0 GENWORTH FINL INC COM CL A 37247D106 940 166000 SH DEFINED 03 06 07 0 166000 0 GILEAD SCIENCES INC COM 375558103 13107 255600 SH DEFINED 03 06 07 0 255600 0 GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 3725 3000000 PRN DEFINED 02 06 07 3000000 0 0 GILDAN ACTIVEWEAR INC COM 375916103 17036 619024 SH DEFINED 01 06 07 304363 0 314661 GILDAN ACTIVEWEAR INC COM 375916103 837 30400 SH DEFINED 01 04 06 07 30400 0 0 GILDAN ACTIVEWEAR INC COM 375916103 17459 634419 SH DEFINED 02 06 07 351616 0 282803 GILDAN 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DEFINED 03 06 07 0 141500 0 HALLIBURTON CO COM 406216101 1252 44107 SH DEFINED 01 06 07 44107 0 0 HALLIBURTON CO COM 406216101 40184 1415422 SH DEFINED 02 06 07 666876 0 748546 HALLIBURTON CO COM 406216101 9569 337058 SH DEFINED 03 06 07 27558 309500 0 HARLEY DAVIDSON INC COM 412822108 3581 78300 SH DEFINED 03 06 07 0 78300 0 HARMAN INTL INDS INC COM 413086109 75424 1904654 SH DEFINED 01 06 07 1512809 0 391845 HARMAN INTL INDS INC COM 413086109 807 20367 SH DEFINED 01 04 06 07 20367 0 0 HARMAN INTL INDS INC COM 413086109 43183 1090490 SH DEFINED 02 06 07 789983 0 300507 HARMAN INTL INDS INC COM 413086109 1273 32135 SH DEFINED 03 06 07 8335 23800 0 HARRIS CORP DEL COM 413875105 2322 55478 SH DEFINED 01 06 07 48468 0 7010 HARRIS CORP DEL COM 413875105 1652 39480 SH DEFINED 03 06 07 1080 38400 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2625 148900 SH DEFINED 03 06 07 0 148900 0 HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 1761 93965 SH DEFINED 02 06 07 93965 0 0 HASBRO INC COM 418056107 1338 39500 SH DEFINED 03 06 07 0 39500 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 2861 100304 SH DEFINED 01 06 07 87634 0 12670 HAWAIIAN ELEC INDUSTRIES COM 419870100 56 1970 SH DEFINED 03 06 07 1970 0 0 HEALTH CARE REIT INC COM 42217K106 1667 28601 SH DEFINED 01 06 07 25095 0 3506 HEALTH CARE REIT INC COM 42217K106 4240 72734 SH DEFINED 03 06 07 534 72200 0 HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 3375 2850000 PRN DEFINED 02 06 07 2850000 0 0 HEARTWARE INTL INC COM 422368100 12804 144186 SH DEFINED 01 06 07 122508 0 21678 HEARTWARE INTL INC COM 422368100 6982 78627 SH DEFINED 02 06 07 59258 0 19369 HEARTWARE INTL INC COM 422368100 23 255 SH DEFINED 03 06 07 255 0 0 HEINZ H J CO COM 423074103 5819 107000 SH DEFINED 03 06 07 0 107000 0 HELMERICH & PAYNE INC COM 423452101 1578 36300 SH DEFINED 03 06 07 0 36300 0 HERSHEY CO COM 427866108 3710 51500 SH DEFINED 03 06 07 0 51500 0 HESS CORP COM 42809H107 4436 102100 SH DEFINED 03 06 07 0 102100 0 HEWLETT PACKARD CO COM 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2052056 SH DEFINED 01 06 07 1644156 0 407900 HONEYWELL INTL INC COM 438516106 63205 1131888 SH DEFINED 02 06 07 725641 0 406247 HONEYWELL INTL INC COM 438516106 16212 290328 SH DEFINED 03 06 07 24488 262700 3140 HORMEL FOODS CORP COM 440452100 1408 46300 SH DEFINED 03 06 07 0 46300 0 HOSPIRA INC COM 441060100 1768 50530 SH DEFINED 01 06 07 44070 0 6460 HOSPIRA INC COM 441060100 1987 56790 SH DEFINED 03 06 07 990 55800 0 HOST HOTELS & RESORTS INC COM 44107P104 3836 242500 SH DEFINED 03 06 07 0 242500 0 HUDSON CITY BANCORP COM 443683107 1134 178100 SH DEFINED 03 06 07 0 178100 0 HUMANA INC COM 444859102 4267 55100 SH DEFINED 03 06 07 0 55100 0 HUMAN GENOME SCIENCES INC COM 444903108 77308 5887920 SH DEFINED 01 06 07 4504963 0 1382957 HUMAN GENOME SCIENCES INC COM 444903108 1262 96108 SH DEFINED 01 04 06 07 96108 0 0 HUMAN GENOME SCIENCES INC COM 444903108 43051 3278802 SH DEFINED 02 06 07 2269180 0 1009622 HUMAN GENOME SCIENCES INC COM 444903108 392 29846 SH DEFINED 03 06 07 29846 0 0 HUNT J B TRANS SVCS INC COM 445658107 413 6930 SH DEFINED 01 06 07 6930 0 0 HUNT J B TRANS SVCS INC COM 445658107 36 607 SH DEFINED 02 06 07 607 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1856 290000 SH DEFINED 03 06 07 0 290000 0 IPG PHOTONICS CORP COM 44980X109 23124 530496 SH DEFINED 01 06 07 399913 0 130583 IPG PHOTONICS CORP COM 44980X109 414 9500 SH DEFINED 01 04 06 07 9500 0 0 IPG PHOTONICS CORP COM 44980X109 14184 325400 SH DEFINED 02 06 07 231091 0 94309 IPG PHOTONICS CORP COM 44980X109 130 2974 SH DEFINED 03 06 07 2974 0 0 IXIA COM 45071R109 13575 1129365 SH DEFINED 01 06 07 1033215 0 96150 IXIA COM 45071R109 3560 296180 SH DEFINED 02 06 07 296180 0 0 IHS INC CL A 451734107 14599 135518 SH DEFINED 01 06 07 68479 0 67039 IHS INC CL A 451734107 980 9100 SH DEFINED 01 04 06 07 9100 0 0 IHS INC CL A 451734107 10611 98493 SH DEFINED 02 06 07 60600 0 37893 IHS INC CL A 451734107 222 2065 SH DEFINED 03 06 07 2065 0 0 ILLINOIS TOOL WKS INC COM 452308109 18 346 SH DEFINED 02 06 07 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COM 45672H104 1714 74765 SH DEFINED 01 06 07 69291 0 5474 INFOBLOX INC COM 45672H104 306 13358 SH DEFINED 02 06 07 13358 0 0 INFOSYS LTD SPONSORED ADR 456788108 30 670 SH DEFINED 01 06 07 670 0 0 INFOSYS LTD SPONSORED ADR 456788108 369 8200 SH DEFINED 02 06 07 8200 0 0 INTEL CORP COM 458140100 122516 4597207 SH DEFINED 01 06 07 3755407 0 841800 INTEL CORP COM 458140100 28738 1078333 SH DEFINED 02 06 07 968478 0 109855 INTEL CORP COM 458140100 46295 1737144 SH DEFINED 03 06 07 30809 1699100 7235 INTEL CORP SDCV 2.950%12/1 458140AD2 1281 1133000 PRN DEFINED 02 06 07 1133000 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 1496 26300 SH DEFINED 03 06 07 0 26300 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 3345 24600 SH DEFINED 03 06 07 0 24600 0 INTERNATIONAL BUSINESS MACHS COM 459200101 76100 389100 SH DEFINED 03 06 07 0 389100 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2923 53343 SH DEFINED 01 06 07 46738 0 6605 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1549 28268 SH DEFINED 03 06 07 1068 27200 0 INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 1930 1751000 PRN DEFINED 02 06 07 1751000 0 0 INTL PAPER CO COM 460146103 11 380 SH DEFINED 02 06 07 380 0 0 INTL PAPER CO COM 460146103 4271 147738 SH DEFINED 03 06 07 38 147700 0 INTERNATIONAL RECTIFIER CORP COM 460254105 1678 83940 SH DEFINED 01 06 07 73610 0 10330 INTERNATIONAL RECTIFIER CORP COM 460254105 79 3950 SH DEFINED 02 06 07 3950 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 32 1585 SH DEFINED 03 06 07 1585 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 2766 105665 SH DEFINED 01 06 07 92317 0 13348 INTERNATIONAL SPEEDWAY CORP CL A 460335201 89 3400 SH DEFINED 02 06 07 3400 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 53 2015 SH DEFINED 03 06 07 2015 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1620 149300 SH DEFINED 03 06 07 0 149300 0 INTUIT COM 461202103 30 504 SH DEFINED 01 06 07 504 0 0 INTUIT COM 461202103 5888 99200 SH DEFINED 03 06 07 0 99200 0 INTUITIVE SURGICAL INC COM NEW 46120E602 65298 117912 SH DEFINED 01 06 07 83844 0 34068 INTUITIVE SURGICAL INC COM NEW 46120E602 6396 11550 SH DEFINED 01 04 06 07 11550 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 66773 120574 SH DEFINED 02 06 07 76558 0 44016 INTUITIVE SURGICAL INC COM NEW 46120E602 14626 26411 SH DEFINED 03 06 07 7307 19044 60 IRON MTN INC COM 462846106 1889 57300 SH DEFINED 03 06 07 0 57300 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 15451 1121233 SH DEFINED 01 06 07 855278 0 265955 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 259 18800 SH DEFINED 01 04 06 07 18800 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 8221 596571 SH DEFINED 02 06 07 406585 0 189986 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 80 5770 SH DEFINED 03 06 07 5770 0 0 ISHARES INC MSCI JAPAN 464286848 154 16360 SH DEFINED 01 06 07 16360 0 0 ISHARES TR MSCI EMERG MKT 464287234 464 11836 SH DEFINED 01 06 07 11836 0 0 ISHARES TR MSCI EMERG MKT 464287234 2955 75400 SH DEFINED 02 06 07 75400 0 0 ISHARES TR MSCI EAFE INDEX 464287465 1656 33150 SH DEFINED 02 06 07 33150 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 177 12700 SH DEFINED 01 06 07 12700 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 2300 165213 SH DEFINED 02 06 07 165213 0 0 JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 1575 1721000 PRN DEFINED 02 06 07 1721000 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 859 78100 SH DEFINED 03 06 07 0 78100 0 JPMORGAN CHASE & CO COM 46625H100 121559 3402143 SH DEFINED 01 06 07 2795203 0 606940 JPMORGAN CHASE & CO COM 46625H100 104709 2930552 SH DEFINED 02 06 07 1596084 0 1334468 JPMORGAN CHASE & CO COM 46625H100 48015 1343829 SH DEFINED 03 06 07 54756 1283800 5273 JABIL CIRCUIT INC COM 466313103 1250 61500 SH DEFINED 03 06 07 0 61500 0 JACOBS ENGR GROUP INC DEL COM 469814107 3062 80879 SH DEFINED 01 06 07 70784 0 10095 JACOBS ENGR GROUP INC DEL COM 469814107 1706 45050 SH DEFINED 03 06 07 1550 43500 0 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 274 269000 PRN DEFINED 01 06 07 256000 0 13000 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 4179 4096000 PRN DEFINED 02 06 07 4096000 0 0 JARDEN CORP COM 471109108 2537 60371 SH DEFINED 01 06 07 52437 0 7934 JARDEN CORP COM 471109108 48 1145 SH DEFINED 03 06 07 1145 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 3326 3680000 PRN DEFINED 02 06 07 3680000 0 0 JIVE SOFTWARE INC COM 47760A108 10579 503980 SH DEFINED 01 06 07 460525 0 43455 JIVE SOFTWARE INC COM 47760A108 3590 171011 SH DEFINED 02 06 07 171011 0 0 JOHNSON & JOHNSON COM 478160104 64824 959502 SH DEFINED 01 06 07 785602 0 173900 JOHNSON & JOHNSON COM 478160104 78049 1155256 SH DEFINED 02 06 07 542781 0 612475 JOHNSON & JOHNSON COM 478160104 63835 944867 SH DEFINED 03 06 07 16612 926800 1455 JOHNSON CTLS INC COM 478366107 49 1775 SH DEFINED 01 06 07 1775 0 0 JOHNSON CTLS INC COM 478366107 6334 228576 SH DEFINED 03 06 07 76 228500 0 JONES LANG LASALLE INC COM 48020Q107 1553 22070 SH DEFINED 01 06 07 19410 0 2660 JONES LANG LASALLE INC COM 48020Q107 29 410 SH DEFINED 03 06 07 410 0 0 JOY GLOBAL INC COM 481165108 1360 23969 SH DEFINED 01 06 07 20909 0 3060 JOY GLOBAL INC COM 481165108 2052 36170 SH DEFINED 03 06 07 470 35700 0 JUNIPER NETWORKS INC COM 48203R104 2911 178500 SH DEFINED 03 06 07 0 178500 0 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 72 2200 SH DEFINED 01 06 07 2200 0 0 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 1314 40200 SH DEFINED 02 06 07 40200 0 0 KLA-TENCOR CORP COM 482480100 2792 56700 SH DEFINED 03 06 07 0 56700 0 KKR FINANCIAL HLDGS LLC COM 48248A306 1269 148906 SH DEFINED 01 06 07 131206 0 17700 KKR FINANCIAL HLDGS LLC COM 48248A306 135 15890 SH DEFINED 02 06 07 15890 0 0 KKR FINANCIAL HLDGS LLC COM 48248A306 22 2640 SH DEFINED 03 06 07 2640 0 0 KKR & CO L P DEL COM UNITS 48248M102 25780 2000000 SH DEFINED 02 06 07 2000000 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 22089 317550 SH DEFINED 01 06 07 265732 0 51818 KANSAS CITY SOUTHERN COM NEW 485170302 10829 155672 SH DEFINED 02 06 07 104572 0 51100 KANSAS CITY SOUTHERN COM NEW 485170302 47 670 SH DEFINED 03 06 07 670 0 0 KB HOME COM 48666K109 1471 150085 SH DEFINED 01 06 07 132935 0 17150 KB HOME COM 48666K109 136 13910 SH DEFINED 02 06 07 13910 0 0 KB HOME COM 48666K109 26 2640 SH DEFINED 03 06 07 2640 0 0 KELLOGG CO COM 487836108 4109 83300 SH DEFINED 03 06 07 0 83300 0 KENNAMETAL INC COM 489170100 3646 109970 SH DEFINED 01 06 07 96025 0 13945 KENNAMETAL INC COM 489170100 71 2135 SH DEFINED 03 06 07 2135 0 0 KEYCORP NEW COM 493267108 3429 443056 SH DEFINED 01 06 07 386896 0 56160 KEYCORP NEW COM 493267108 2551 329650 SH DEFINED 03 06 07 8650 321000 0 KILROY RLTY CORP COM 49427F108 1749 36133 SH DEFINED 01 06 07 31313 0 4820 KILROY RLTY CORP COM 49427F108 36 735 SH DEFINED 03 06 07 735 0 0 KIMBERLY CLARK CORP COM 494368103 49649 592681 SH DEFINED 01 06 07 491800 0 100881 KIMBERLY CLARK CORP COM 494368103 12171 145293 SH DEFINED 02 06 07 130103 0 15190 KIMBERLY CLARK CORP COM 494368103 11421 136332 SH DEFINED 03 06 07 3742 131600 990 KIMCO RLTY CORP COM 49446R109 16035 842613 SH DEFINED 01 06 07 819863 0 22750 KIMCO RLTY CORP COM 49446R109 2683 140980 SH DEFINED 03 06 07 3580 137400 0 KINDER MORGAN INC DEL COM 49456B101 5497 170600 SH DEFINED 03 06 07 0 170600 0 KNIGHT CAP GROUP INC CL A COM 499005106 2646 221617 SH DEFINED 01 06 07 194201 0 27416 KNIGHT CAP GROUP INC CL A COM 499005106 48 4000 SH DEFINED 02 06 07 4000 0 0 KNIGHT CAP GROUP INC CL A COM 499005106 51 4255 SH DEFINED 03 06 07 4255 0 0 KOHLS CORP COM 500255104 932 20491 SH DEFINED 01 06 07 20491 0 0 KOHLS CORP COM 500255104 32640 717526 SH DEFINED 02 06 07 264228 0 453298 KOHLS CORP COM 500255104 4061 89273 SH DEFINED 03 06 07 8973 80300 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 4897 248980 SH DEFINED 01 06 07 248980 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 9 460 SH DEFINED 02 06 07 460 0 0 KRAFT FOODS INC CL A 50075N104 120096 3109680 SH DEFINED 01 06 07 2550690 0 558990 KRAFT FOODS INC CL A 50075N104 74179 1920742 SH DEFINED 02 06 07 1069219 0 851523 KRAFT FOODS INC CL A 50075N104 24584 636559 SH DEFINED 03 06 07 32929 598800 4830 KRATON PERFORMANCE POLYMERS COM 50077C106 18231 832070 SH DEFINED 01 06 07 760837 0 71233 KRATON PERFORMANCE POLYMERS COM 50077C106 3795 173226 SH DEFINED 02 06 07 173226 0 0 KROGER CO COM 501044101 4392 189400 SH DEFINED 03 06 07 0 189400 0 LSI CORPORATION COM 502161102 1224 192100 SH DEFINED 03 06 07 0 192100 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2435 32900 SH DEFINED 03 06 07 0 32900 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3019 32600 SH DEFINED 03 06 07 0 32600 0 LAM RESEARCH CORP COM 512807108 32386 858134 SH DEFINED 01 06 07 671652 0 186482 LAM RESEARCH CORP COM 512807108 8800 233166 SH DEFINED 02 06 07 209211 0 23955 LAM RESEARCH CORP COM 512807108 2885 76454 SH DEFINED 03 06 07 6789 68100 1565 LAUDER ESTEE COS INC CL A 518439104 4113 76000 SH DEFINED 03 06 07 0 76000 0 LEGGETT & PLATT INC COM 524660107 985 46600 SH DEFINED 03 06 07 0 46600 0 LEGG MASON INC COM 524901105 1115 42300 SH DEFINED 03 06 07 0 42300 0 LENNAR CORP CL A 526057104 106678 3451256 SH DEFINED 01 06 07 2797151 0 654105 LENNAR CORP CL A 526057104 25162 814043 SH DEFINED 02 06 07 732386 0 81657 LENNAR CORP CL A 526057104 2598 84052 SH DEFINED 03 06 07 23674 54900 5478 LEUCADIA NATL CORP COM 527288104 1421 66800 SH DEFINED 03 06 07 0 66800 0 LEXMARK INTL NEW CL A 529771107 638 24000 SH DEFINED 03 06 07 0 24000 0 LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 1516 1735000 PRN DEFINED 02 06 07 1735000 0 0 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 2654 2191000 PRN DEFINED 02 06 07 2191000 0 0 LIBERTY PPTY TR SH BEN INT 531172104 2704 73393 SH DEFINED 01 06 07 64533 0 8860 LIBERTY PPTY TR SH BEN INT 531172104 53 1430 SH DEFINED 03 06 07 1430 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 62167 1381801 SH DEFINED 01 06 07 1105951 0 275850 LIFE TECHNOLOGIES CORP COM 53217V109 6497 144400 SH DEFINED 01 04 06 07 144400 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 126991 2822656 SH DEFINED 02 06 07 1452857 0 1369799 LIFE TECHNOLOGIES CORP COM 53217V109 13030 289630 SH DEFINED 03 06 07 134056 154570 1004 LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 1651 1545000 PRN DEFINED 02 06 07 1545000 0 0 LILLY ELI & CO COM 532457108 14795 344800 SH DEFINED 03 06 07 0 344800 0 LIMITED BRANDS INC COM 532716107 13 298 SH DEFINED 02 06 07 298 0 0 LIMITED BRANDS INC COM 532716107 3462 81400 SH DEFINED 03 06 07 0 81400 0 LINCOLN NATL CORP IND COM 534187109 2106 96300 SH DEFINED 03 06 07 0 96300 0 LINEAR TECHNOLOGY CORP COM 535678106 2437 77800 SH DEFINED 03 06 07 0 77800 0 LINKEDIN CORP COM CL A 53578A108 10711 100790 SH DEFINED 01 06 07 48800 0 51990 LINKEDIN CORP COM CL A 53578A108 436 4100 SH DEFINED 01 04 06 07 4100 0 0 LINKEDIN CORP COM CL A 53578A108 12553 118120 SH DEFINED 02 06 07 63260 0 54860 LINKEDIN CORP COM CL A 53578A108 154 1445 SH DEFINED 03 06 07 1445 0 0 LOCKHEED MARTIN CORP COM 539830109 17 196 SH DEFINED 02 06 07 196 0 0 LOCKHEED MARTIN CORP COM 539830109 7837 90000 SH DEFINED 03 06 07 0 90000 0 LOEWS CORP COM 540424108 4218 103100 SH DEFINED 03 06 07 0 103100 0 LOWES COS INC COM 548661107 61 2150 SH DEFINED 02 06 07 2150 0 0 LOWES COS INC COM 548661107 11318 397955 SH DEFINED 03 06 07 255 397700 0 LUFKIN INDS INC COM 549764108 63016 1160080 SH DEFINED 01 06 07 903005 0 257075 LUFKIN INDS INC COM 549764108 865 15932 SH DEFINED 01 04 06 07 15932 0 0 LUFKIN INDS INC COM 549764108 33970 625372 SH DEFINED 02 06 07 432555 0 192817 LUFKIN INDS INC COM 549764108 287 5290 SH DEFINED 03 06 07 5290 0 0 M & T BK CORP COM 55261F104 3526 42700 SH DEFINED 03 06 07 0 42700 0 MBIA INC COM 55262C100 1105 102177 SH DEFINED 01 06 07 90047 0 12130 MBIA INC COM 55262C100 47 4320 SH DEFINED 02 06 07 4320 0 0 MBIA INC COM 55262C100 20 1885 SH DEFINED 03 06 07 1885 0 0 MFA FINANCIAL INC COM 55272X102 37 4710 SH DEFINED 01 06 07 4710 0 0 MFA FINANCIAL INC COM 55272X102 74 9361 SH DEFINED 02 06 07 9361 0 0 MRC GLOBAL INC COM 55345K103 18940 890060 SH DEFINED 01 06 07 812081 0 77979 MRC GLOBAL INC COM 55345K103 4048 190235 SH DEFINED 02 06 07 190235 0 0 MSC INDL DIRECT INC CL A 553530106 14950 228076 SH DEFINED 01 06 07 111891 0 116185 MSC INDL DIRECT INC CL A 553530106 787 12000 SH DEFINED 01 04 06 07 12000 0 0 MSC INDL DIRECT INC CL A 553530106 16203 247180 SH DEFINED 02 06 07 147930 0 99250 MSC INDL DIRECT INC CL A 553530106 222 3380 SH DEFINED 03 06 07 3380 0 0 MACYS INC COM 55616P104 4764 138700 SH DEFINED 03 06 07 0 138700 0 MADDEN STEVEN LTD COM 556269108 13343 420268 SH DEFINED 01 06 07 384995 0 35273 MADDEN STEVEN LTD COM 556269108 2959 93203 SH DEFINED 02 06 07 93203 0 0 MAP PHARMACEUTICALS INC COM 56509R108 13661 911975 SH DEFINED 01 06 07 774330 0 137645 MAP PHARMACEUTICALS INC COM 56509R108 6990 466630 SH DEFINED 02 06 07 343930 0 122700 MAP PHARMACEUTICALS INC COM 56509R108 24 1625 SH DEFINED 03 06 07 1625 0 0 MARATHON OIL CORP COM 565849106 6081 237800 SH DEFINED 03 06 07 0 237800 0 MARATHON PETE CORP COM 56585A102 5166 115000 SH DEFINED 03 06 07 0 115000 0 MARKETAXESS HLDGS INC COM 57060D108 10653 399876 SH DEFINED 01 06 07 365626 0 34250 MARKETAXESS HLDGS INC COM 57060D108 2252 84530 SH DEFINED 02 06 07 84530 0 0 MARKET VECTORS ETF TR BRAZL SMCP ETF 57060U613 131 3591 SH DEFINED 01 06 07 3591 0 0 MARKET VECTORS ETF TR BRAZL SMCP ETF 57060U613 1456 39805 SH DEFINED 02 06 07 39805 0 0 MARSH & MCLENNAN COS INC COM 571748102 5937 184200 SH DEFINED 03 06 07 0 184200 0 MARRIOTT INTL INC NEW CL A 571903202 3537 90238 SH DEFINED 01 06 07 78701 0 11537 MARRIOTT INTL INC NEW CL A 571903202 3572 91112 SH DEFINED 03 06 07 1712 89400 0 MASCO CORP COM 574599106 1670 120400 SH DEFINED 03 06 07 0 120400 0 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 1648 1900000 PRN DEFINED 02 06 07 1900000 0 0 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 23479 27065000 PRN DEFINED 05 06 07 27065000 0 0 MASTERCARD INC CL A 57636Q104 2011 4675 SH DEFINED 02 06 07 4675 0 0 MASTERCARD INC CL A 57636Q104 15441 35900 SH DEFINED 03 06 07 0 35900 0 MATERION CORP COM 576690101 11554 501687 SH DEFINED 01 06 07 458637 0 43050 MATERION CORP COM 576690101 4028 174889 SH DEFINED 02 06 07 174889 0 0 MATTEL INC COM 577081102 3734 115100 SH DEFINED 03 06 07 0 115100 0 MAXIM INTEGRATED PRODS INC COM 57772K101 5298 206646 SH DEFINED 01 06 07 190516 0 16130 MAXIM INTEGRATED PRODS INC COM 57772K101 38 1500 SH DEFINED 02 06 07 1500 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 103 4015 SH DEFINED 03 06 07 4015 0 0 MCCORMICK & CO INC COM NON VTG 579780206 2717 44800 SH DEFINED 03 06 07 0 44800 0 MCDONALDS CORP COM 580135101 14 154 SH DEFINED 02 06 07 154 0 0 MCDONALDS CORP COM 580135101 30375 343100 SH DEFINED 03 06 07 0 343100 0 MCGRAW HILL COS INC COM 580645109 4253 94500 SH DEFINED 03 06 07 0 94500 0 MCKESSON CORP COM 58155Q103 1278 13634 SH DEFINED 01 06 07 13634 0 0 MCKESSON CORP COM 58155Q103 46042 491112 SH DEFINED 02 06 07 173762 0 317350 MCKESSON CORP COM 58155Q103 7989 85214 SH DEFINED 03 06 07 5914 79300 0 MEAD JOHNSON NUTRITION CO COM 582839106 68797 854510 SH DEFINED 01 06 07 701960 0 152550 MEAD JOHNSON NUTRITION CO COM 582839106 7862 97650 SH DEFINED 01 04 06 07 97650 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 73260 909950 SH DEFINED 02 06 07 551650 0 358300 MEAD JOHNSON NUTRITION CO COM 582839106 16622 206461 SH DEFINED 03 06 07 73796 132000 665 MEADWESTVACO CORP COM 583334107 35909 1249001 SH DEFINED 01 06 07 1018201 0 230800 MEADWESTVACO CORP COM 583334107 8654 301012 SH DEFINED 02 06 07 269927 0 31085 MEADWESTVACO CORP COM 583334107 1954 67950 SH DEFINED 03 06 07 7725 58200 2025 MEDICAL PPTYS TRUST INC COM 58463J304 105 10950 SH DEFINED 01 06 07 10950 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 107 11100 SH DEFINED 02 06 07 11100 0 0 MEDTRONIC INC COM 585055106 48550 1253541 SH DEFINED 01 06 07 1025141 0 228400 MEDTRONIC INC COM 585055106 11582 299035 SH DEFINED 02 06 07 268360 0 30675 MEDTRONIC INC COM 585055106 13986 361108 SH DEFINED 03 06 07 7703 351400 2005 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 2781 2760000 PRN DEFINED 02 06 07 2760000 0 0 MERCADOLIBRE INC COM 58733R102 1001 13200 SH DEFINED 02 06 07 13200 0 0 MERCK & CO INC NEW COM 58933Y105 43 1025 SH DEFINED 01 06 07 1025 0 0 MERCK & CO INC NEW COM 58933Y105 1617 38724 SH DEFINED 02 06 07 38724 0 0 MERCK & CO INC NEW COM 58933Y105 42439 1016513 SH DEFINED 03 06 07 213 1016300 0 MERGE HEALTHCARE INC COM 589499102 19167 6701637 SH DEFINED 01 06 07 6127437 0 574200 MERGE HEALTHCARE INC COM 589499102 4146 1449500 SH DEFINED 02 06 07 1449500 0 0 METLIFE INC COM 59156R108 11054 358300 SH DEFINED 03 06 07 0 358300 0 METLIFE INC UNIT 99/99/9999 59156R116 433 7000 SH DEFINED 01 06 07 0 0 7000 METLIFE INC UNIT 99/99/9999 59156R116 3836 62000 SH DEFINED 02 06 07 62000 0 0 METROPCS COMMUNICATIONS INC COM 591708102 602 99500 SH DEFINED 03 06 07 0 99500 0 MICROSOFT CORP COM 594918104 45 1475 SH DEFINED 01 06 07 1475 0 0 MICROSOFT CORP COM 594918104 77286 2526500 SH DEFINED 03 06 07 3000 2523500 0 MICROSTRATEGY INC CL A NEW 594972408 16224 124937 SH DEFINED 01 06 07 114247 0 10690 MICROSTRATEGY INC CL A NEW 594972408 3441 26501 SH DEFINED 02 06 07 26501 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 8445 255287 SH DEFINED 01 06 07 255287 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 13 378 SH DEFINED 02 06 07 378 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2167 65500 SH DEFINED 03 06 07 0 65500 0 MICRON TECHNOLOGY INC COM 595112103 2103 333300 SH DEFINED 03 06 07 0 333300 0 MIDSTATES PETE CO INC COM 59804T100 15461 1592289 SH DEFINED 01 06 07 1347989 0 244300 MIDSTATES PETE CO INC COM 59804T100 7051 726160 SH DEFINED 02 06 07 504460 0 221700 MIDSTATES PETE CO INC COM 59804T100 28 2895 SH DEFINED 03 06 07 2895 0 0 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 442 14586 SH DEFINED 02 06 07 14586 0 0 MOLEX INC COM 608554101 1113 46500 SH DEFINED 03 06 07 0 46500 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 4022 3950000 PRN DEFINED 02 06 07 3950000 0 0 MONSANTO CO NEW COM 61166W101 14888 179855 SH DEFINED 03 06 07 155 179700 0 MONSTER BEVERAGE CORP COM 611740101 12 165 SH DEFINED 02 06 07 165 0 0 MONSTER BEVERAGE CORP COM 611740101 3363 47233 SH DEFINED 03 06 07 33 47200 0 MONSTER WORLDWIDE INC COM 611742107 1138 133924 SH DEFINED 01 06 07 117464 0 16460 MONSTER WORLDWIDE INC COM 611742107 24 2880 SH DEFINED 02 06 07 2880 0 0 MONSTER WORLDWIDE INC COM 611742107 22 2530 SH DEFINED 03 06 07 2530 0 0 MOODYS CORP COM 615369105 2434 66600 SH DEFINED 03 06 07 0 66600 0 MORGAN STANLEY COM NEW 617446448 95 6500 SH DEFINED 02 06 07 6500 0 0 MORGAN STANLEY COM NEW 617446448 7523 515611 SH DEFINED 03 06 07 511 515100 0 MOSAIC CO NEW COM 61945C103 5503 100500 SH DEFINED 03 06 07 0 100500 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 27 559 SH DEFINED 01 06 07 559 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 11126 231257 SH DEFINED 02 06 07 0 0 231257 MOTOROLA SOLUTIONS INC COM NEW 620076307 4721 98123 SH DEFINED 03 06 07 23 98100 0 MURPHY OIL CORP COM 626717102 2950 58658 SH DEFINED 01 06 07 50958 0 7700 MURPHY OIL CORP COM 626717102 3354 66700 SH DEFINED 03 06 07 1200 65500 0 MYLAN INC COM 628530107 77657 3633944 SH DEFINED 01 06 07 2557839 0 1076105 MYLAN INC COM 628530107 942 44100 SH DEFINED 01 04 06 07 44100 0 0 MYLAN INC COM 628530107 37243 1742748 SH DEFINED 02 06 07 1198600 0 544148 MYLAN INC COM 628530107 3928 183822 SH DEFINED 03 06 07 34567 144700 4555 MYLAN INC NOTE 3.750% 9/1 628530AJ6 266 155000 PRN DEFINED 01 06 07 0 0 155000 MYLAN INC NOTE 3.750% 9/1 628530AJ6 3274 1905000 PRN DEFINED 02 06 07 1905000 0 0 NCI BUILDING SYS INC COM NEW 628852204 54 4970 SH DEFINED 01 06 07 4970 0 0 NCI BUILDING SYS INC COM NEW 628852204 60 5550 SH DEFINED 02 06 07 5550 0 0 NRG ENERGY INC COM NEW 629377508 1333 76800 SH DEFINED 03 06 07 0 76800 0 NYSE EURONEXT COM 629491101 2169 84800 SH DEFINED 03 06 07 0 84800 0 NASDAQ OMX GROUP INC COM 631103108 934 41200 SH DEFINED 03 06 07 0 41200 0 NASDAQ OMX GROUP INC NOTE 2.500% 8/1 631103AA6 2688 2675000 PRN DEFINED 02 06 07 2675000 0 0 NATIONAL OILWELL VARCO INC COM 637071101 32192 499572 SH DEFINED 01 06 07 414622 0 84950 NATIONAL OILWELL VARCO INC COM 637071101 3654 56700 SH DEFINED 01 04 06 07 56700 0 0 NATIONAL OILWELL VARCO INC COM 637071101 58309 904860 SH DEFINED 02 06 07 441360 0 463500 NATIONAL OILWELL VARCO INC COM 637071101 14669 227641 SH DEFINED 03 06 07 47351 179900 390 NETAPP INC COM 64110D104 1451 45600 SH DEFINED 02 06 07 45600 0 0 NETAPP INC COM 64110D104 3873 121706 SH DEFINED 03 06 07 306 121400 0 NETAPP INC NOTE 1.750% 6/0 64110DAB0 3349 2916000 PRN DEFINED 02 06 07 2916000 0 0 NETFLIX INC COM 64110L106 1280 18700 SH DEFINED 03 06 07 0 18700 0 NETSCOUT SYS INC COM 64115T104 19998 926283 SH DEFINED 01 06 07 847208 0 79075 NETSCOUT SYS INC COM 64115T104 4211 195060 SH DEFINED 02 06 07 195060 0 0 NETSUITE INC COM 64118Q107 2571 46950 SH DEFINED 02 06 07 46950 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 9969 795593 SH DEFINED 01 06 07 795593 0 0 NEWELL RUBBERMAID INC COM 651229106 1776 97900 SH DEFINED 03 06 07 0 97900 0 NEWFIELD EXPL CO COM 651290108 1331 45400 SH DEFINED 03 06 07 0 45400 0 NEWMONT MINING CORP COM 651639106 8091 166800 SH DEFINED 03 06 07 0 166800 0 NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 1447 1166000 PRN DEFINED 02 06 07 1166000 0 0 NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 2653 2000000 PRN DEFINED 02 06 07 2000000 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 1144 193912 SH DEFINED 01 06 07 170992 0 22920 NEWPARK RES INC COM PAR $.01NEW 651718504 79 13455 SH DEFINED 02 06 07 13455 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 21 3520 SH DEFINED 03 06 07 3520 0 0 NEWS CORP CL A 65248E104 15897 713200 SH DEFINED 03 06 07 0 713200 0 NEXTERA ENERGY INC COM 65339F101 23 334 SH DEFINED 02 06 07 334 0 0 NEXTERA ENERGY INC COM 65339F101 9695 140900 SH DEFINED 03 06 07 0 140900 0 NIKE INC CL B 654106103 15 166 SH DEFINED 01 06 07 166 0 0 NIKE INC CL B 654106103 21 235 SH DEFINED 02 06 07 235 0 0 NIKE INC CL B 654106103 10845 123548 SH DEFINED 03 06 07 48 123500 0 NISOURCE INC COM 65473P105 2376 96000 SH DEFINED 03 06 07 0 96000 0 NOBLE ENERGY INC COM 655044105 5098 60100 SH DEFINED 03 06 07 0 60100 0 NORDSTROM INC COM 655664100 2683 54000 SH DEFINED 03 06 07 0 54000 0 NORFOLK SOUTHERN CORP COM 655844108 15 215 SH DEFINED 02 06 07 215 0 0 NORFOLK SOUTHERN CORP COM 655844108 7897 110031 SH DEFINED 03 06 07 131 109900 0 NORTEK INC COM NEW 656559309 5498 109874 SH DEFINED 02 06 07 0 0 109874 NORTH AMERN PALLADIUM LTD COM 656912102 55 27070 SH DEFINED 02 06 07 27070 0 0 NORTHEAST UTILS COM 664397106 4102 105700 SH DEFINED 03 06 07 0 105700 0 NORTHERN TR CORP COM 665859104 3728 81000 SH DEFINED 03 06 07 0 81000 0 NORTHROP GRUMMAN CORP COM 666807102 5409 84800 SH DEFINED 03 06 07 0 84800 0 NORTHWESTERN CORP COM NEW 668074305 179 4870 SH DEFINED 01 06 07 4870 0 0 NORTHWESTERN CORP COM NEW 668074305 147 4000 SH DEFINED 02 06 07 4000 0 0 NOVADAQ TECHNOLOGIES INC COM 66987G102 270 40500 SH DEFINED 02 06 07 40500 0 0 NOVARTIS A G SPONSORED ADR 66987V109 1155 20655 SH DEFINED 02 06 07 20655 0 0 NUCOR CORP COM 670346105 12 325 SH DEFINED 02 06 07 325 0 0 NUCOR CORP COM 670346105 4057 107032 SH DEFINED 03 06 07 32 107000 0 NVIDIA CORP COM 67066G104 2365 171120 SH DEFINED 02 06 07 171120 0 0 NVIDIA CORP COM 67066G104 2899 209748 SH DEFINED 03 06 07 248 209500 0 NXSTAGE MEDICAL INC COM 67072V103 20765 1238972 SH DEFINED 01 06 07 1051400 0 187572 NXSTAGE MEDICAL INC COM 67072V103 10135 604702 SH DEFINED 02 06 07 433302 0 171400 NXSTAGE MEDICAL INC COM 67072V103 37 2235 SH DEFINED 03 06 07 2235 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 3569 42600 SH DEFINED 03 06 07 0 42600 0 OYO GEOSPACE CORP COM 671074102 14107 156760 SH DEFINED 01 06 07 142869 0 13891 OYO GEOSPACE CORP COM 671074102 3653 40592 SH DEFINED 02 06 07 39396 0 1196 OYO GEOSPACE CORP COM 671074102 1 13 SH DEFINED 03 06 07 13 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 82420 960943 SH DEFINED 01 06 07 799743 0 161200 OCCIDENTAL PETE CORP DEL COM 674599105 9083 105900 SH DEFINED 01 04 06 07 105900 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 129277 1507251 SH DEFINED 02 06 07 780159 0 727092 OCCIDENTAL PETE CORP DEL COM 674599105 36383 424188 SH DEFINED 03 06 07 85278 338200 710 OCEANEERING INTL INC COM 675232102 76048 1588958 SH DEFINED 01 06 07 1154278 0 434680 OCEANEERING INTL INC COM 675232102 7406 154750 SH DEFINED 01 04 06 07 154750 0 0 OCEANEERING INTL INC COM 675232102 79510 1661304 SH DEFINED 02 06 07 1049909 0 611395 OCEANEERING INTL INC COM 675232102 9117 190495 SH DEFINED 03 06 07 104995 84600 900 OMNICARE INC DBCV 3.250%12/1 681904AL2 1552 1635000 PRN DEFINED 02 06 07 1635000 0 0 OMNICOM GROUP INC COM 681919106 4442 91400 SH DEFINED 03 06 07 0 91400 0 OMNICARE CAP TR I PIERS 68214L201 258 5975 SH DEFINED 02 06 07 5975 0 0 ON ASSIGNMENT INC COM 682159108 186 11680 SH DEFINED 01 06 07 11680 0 0 ON ASSIGNMENT INC COM 682159108 206 12915 SH DEFINED 02 06 07 12915 0 0 ONEOK INC NEW COM 682680103 2970 70200 SH DEFINED 03 06 07 0 70200 0 ORACLE CORP COM 68389X105 49 1639 SH DEFINED 01 06 07 1639 0 0 ORACLE CORP COM 68389X105 35 1183 SH DEFINED 02 06 07 1183 0 0 ORACLE CORP COM 68389X105 38884 1309210 SH DEFINED 03 06 07 510 1308700 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 10005 644658 SH DEFINED 01 06 07 589936 0 54722 OPTIMER PHARMACEUTICALS INC COM 68401H104 2094 134945 SH DEFINED 02 06 07 134945 0 0 ORION MARINE GROUP INC COM 68628V308 37 5300 SH DEFINED 01 06 07 5300 0 0 ORION MARINE GROUP INC COM 68628V308 41 5945 SH DEFINED 02 06 07 5945 0 0 OWENS ILL INC COM NEW 690768403 1070 55800 SH DEFINED 03 06 07 0 55800 0 PG&E CORP COM 69331C108 22 475 SH DEFINED 02 06 07 475 0 0 PG&E CORP COM 69331C108 6462 142747 SH DEFINED 03 06 07 47 142700 0 PNC FINL SVCS GROUP INC COM 693475105 10902 178400 SH DEFINED 03 06 07 0 178400 0 PPG INDS INC COM 693506107 5444 51300 SH DEFINED 03 06 07 0 51300 0 PPL CORP COM 69351T106 60 2170 SH DEFINED 02 06 07 2170 0 0 PPL CORP COM 69351T106 5405 194356 SH DEFINED 03 06 07 256 194100 0 PPL CORP UNIT 99/99/9999S 69351T114 802 15000 SH DEFINED 02 06 07 15000 0 0 PPL CORP UNIT 99/99/9999 69351T601 3544 66600 SH DEFINED 02 06 07 66600 0 0 PPL CORP UNIT 99/99/9999 69351T601 12733 239300 SH DEFINED 05 06 07 239300 0 0 PRGX GLOBAL INC COM NEW 69357C503 67 8450 SH DEFINED 01 06 07 8450 0 0 PRGX GLOBAL INC COM NEW 69357C503 69 8690 SH DEFINED 02 06 07 8690 0 0 PACCAR INC COM 693718108 4718 120400 SH DEFINED 03 06 07 0 120400 0 PACKAGING CORP AMER COM 695156109 12763 451936 SH DEFINED 01 06 07 449281 0 2655 PACKAGING CORP AMER COM 695156109 11 385 SH DEFINED 03 06 07 385 0 0 PALL CORP COM 696429307 2138 39000 SH DEFINED 03 06 07 0 39000 0 PARKER HANNIFIN CORP COM 701094104 3929 51100 SH DEFINED 03 06 07 0 51100 0 PATTERSON COMPANIES INC COM 703395103 1017 29500 SH DEFINED 03 06 07 0 29500 0 PAYCHEX INC COM 704326107 3417 108800 SH DEFINED 03 06 07 0 108800 0 PEABODY ENERGY CORP COM 704549104 69 2800 SH DEFINED 01 06 07 2800 0 0 PEABODY ENERGY CORP COM 704549104 2259 92124 SH DEFINED 03 06 07 124 92000 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 4016 4950000 PRN DEFINED 02 06 07 4950000 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 14805 18250000 PRN DEFINED 05 06 07 18250000 0 0 PEETS COFFEE & TEA INC COM 705560100 18864 314195 SH DEFINED 01 06 07 266970 0 47225 PEETS COFFEE & TEA INC COM 705560100 8467 141020 SH DEFINED 02 06 07 98044 0 42976 PEETS COFFEE & TEA INC COM 705560100 34 562 SH DEFINED 03 06 07 562 0 0 PENNEY J C INC COM 708160106 21 915 SH DEFINED 02 06 07 915 0 0 PENNEY J C INC COM 708160106 1154 49508 SH DEFINED 03 06 07 108 49400 0 PEOPLES UNITED FINANCIAL INC COM 712704105 1396 120200 SH DEFINED 03 06 07 0 120200 0 PEPCO HOLDINGS INC COM 713291102 1495 76400 SH DEFINED 03 06 07 0 76400 0 PEPSICO INC COM 713448108 60291 853261 SH DEFINED 01 06 07 702161 0 151100 PEPSICO INC COM 713448108 14199 200955 SH DEFINED 02 06 07 180260 0 20695 PEPSICO INC COM 713448108 37704 533602 SH DEFINED 03 06 07 5157 527100 1345 PERKINELMER INC COM 714046109 991 38400 SH DEFINED 03 06 07 0 38400 0 PERRIGO CO COM 714290103 3715 31500 SH DEFINED 03 06 07 0 31500 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 73 2083 SH DEFINED 01 06 07 2083 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1138 32672 SH DEFINED 02 06 07 32672 0 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 128 990 SH DEFINED 01 06 07 990 0 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 1654 12806 SH DEFINED 02 06 07 12806 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 358 19752 SH DEFINED 01 06 07 19752 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 4339 239203 SH DEFINED 02 06 07 239203 0 0 PHARMACYCLICS INC COM 716933106 1694 31016 SH DEFINED 01 06 07 13735 0 17281 PHARMACYCLICS INC COM 716933106 3255 59608 SH DEFINED 02 06 07 28975 0 30633 PHARMACYCLICS INC COM 716933106 22 397 SH DEFINED 03 06 07 397 0 0 PFIZER INC COM 717081103 156766 6815896 SH DEFINED 01 06 07 5589565 0 1226331 PFIZER INC COM 717081103 36776 1598969 SH DEFINED 02 06 07 1433174 0 165795 PFIZER INC COM 717081103 59262 2576609 SH DEFINED 03 06 07 40399 2525600 10610 PHILIP MORRIS INTL INC COM 718172109 421 4830 SH DEFINED 01 06 07 4830 0 0 PHILIP MORRIS INTL INC COM 718172109 22 256 SH DEFINED 02 06 07 256 0 0 PHILLIPS 66 COM 718546104 7004 210700 SH DEFINED 03 06 07 0 210700 0 PINNACLE WEST CAP CORP COM 723484101 1914 37000 SH DEFINED 03 06 07 0 37000 0 PIONEER NAT RES CO COM 723787107 29 325 SH DEFINED 02 06 07 325 0 0 PIONEER NAT RES CO COM 723787107 3658 41466 SH DEFINED 03 06 07 66 41400 0 PITNEY BOWES INC COM 724479100 1012 67600 SH DEFINED 03 06 07 0 67600 0 PLUM CREEK TIMBER CO INC COM 729251108 2164 54500 SH DEFINED 03 06 07 0 54500 0 POINTS INTL LTD COM NEW 730843208 299 25000 SH DEFINED 01 06 07 25000 0 0 POWER INTEGRATIONS INC COM 739276103 9242 247774 SH DEFINED 01 06 07 226652 0 21122 POWER INTEGRATIONS INC COM 739276103 1889 50638 SH DEFINED 02 06 07 50638 0 0 PRAXAIR INC COM 74005P104 69351 637828 SH DEFINED 01 06 07 527178 0 110650 PRAXAIR INC COM 74005P104 7668 70525 SH DEFINED 01 04 06 07 70525 0 0 PRAXAIR INC COM 74005P104 118922 1093736 SH DEFINED 02 06 07 560611 0 533125 PRAXAIR INC COM 74005P104 22388 205901 SH DEFINED 03 06 07 58716 146700 485 PRECISION CASTPARTS CORP COM 740189105 66395 403641 SH DEFINED 01 06 07 329641 0 74000 PRECISION CASTPARTS CORP COM 740189105 7567 46000 SH DEFINED 01 04 06 07 46000 0 0 PRECISION CASTPARTS CORP COM 740189105 70530 428780 SH DEFINED 02 06 07 259780 0 169000 PRECISION CASTPARTS CORP COM 740189105 18746 113965 SH DEFINED 03 06 07 34710 78940 315 PRICE T ROWE GROUP INC COM 74144T108 23341 370728 SH DEFINED 01 06 07 191729 0 178999 PRICE T ROWE GROUP INC COM 74144T108 1026 16300 SH DEFINED 01 04 06 07 16300 0 0 PRICE T ROWE GROUP INC COM 74144T108 58628 931199 SH DEFINED 02 06 07 402669 0 528530 PRICE T ROWE GROUP INC COM 74144T108 6118 97166 SH DEFINED 03 06 07 11766 85400 0 PRICELINE COM INC COM NEW 741503403 63053 94885 SH DEFINED 01 06 07 77895 0 16990 PRICELINE COM INC COM NEW 741503403 7443 11200 SH DEFINED 01 04 06 07 11200 0 0 PRICELINE COM INC COM NEW 741503403 69111 104001 SH DEFINED 02 06 07 63076 0 40925 PRICELINE COM INC COM NEW 741503403 21691 32641 SH DEFINED 03 06 07 8463 24100 78 PRICESMART INC COM 741511109 31369 464657 SH DEFINED 01 06 07 364874 0 99783 PRICESMART INC COM 741511109 435 6438 SH DEFINED 01 04 06 07 6438 0 0 PRICESMART INC COM 741511109 15419 228401 SH DEFINED 02 06 07 160512 0 67889 PRICESMART INC COM 741511109 142 2105 SH DEFINED 03 06 07 2105 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 2652 101100 SH DEFINED 03 06 07 0 101100 0 PROCERA NETWORKS INC COM NEW 74269U203 16412 675118 SH DEFINED 01 06 07 617230 0 57888 PROCERA NETWORKS INC COM NEW 74269U203 3470 142745 SH DEFINED 02 06 07 142745 0 0 PROCTER & GAMBLE CO COM 742718109 30 482 SH DEFINED 02 06 07 482 0 0 PROCTER & GAMBLE CO COM 742718109 56613 924300 SH DEFINED 03 06 07 0 924300 0 PROGRESSIVE CORP OHIO COM 743315103 62 2980 SH DEFINED 02 06 07 2980 0 0 PROGRESSIVE CORP OHIO COM 743315103 4290 205935 SH DEFINED 03 06 07 235 205700 0 PROLOGIS INC COM 74340W103 5141 154700 SH DEFINED 03 06 07 0 154700 0 PROOFPOINT INC COM 743424103 11981 706833 SH DEFINED 01 06 07 646583 0 60250 PROOFPOINT INC COM 743424103 2516 148455 SH DEFINED 02 06 07 148455 0 0 PROS HOLDINGS INC COM 74346Y103 26961 1602925 SH DEFINED 01 06 07 1466032 0 136893 PROS HOLDINGS INC COM 74346Y103 10473 622624 SH DEFINED 02 06 07 622624 0 0 PROSHARES TR II ULTRASHRT NEW 74347W718 454 25650 SH DEFINED 01 06 07 25650 0 0 PROSHARES TR II ULTRASHRT EURO 74347W882 1639 78425 SH DEFINED 01 06 07 78425 0 0 PROSHARES TR SHT MSCI NEW 74347X575 202 6890 SH DEFINED 01 06 07 6890 0 0 PRUDENTIAL FINL INC COM 744320102 7666 158300 SH DEFINED 03 06 07 0 158300 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 14 425 SH DEFINED 02 06 07 425 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 5513 169642 SH DEFINED 03 06 07 42 169600 0 PUBLIC STORAGE COM 74460D109 584 4045 SH DEFINED 02 06 07 4045 0 0 PUBLIC STORAGE COM 74460D109 6888 47700 SH DEFINED 03 06 07 0 47700 0 PULTE GROUP INC COM 745867101 73 6815 SH DEFINED 01 06 07 6815 0 0 PULTE GROUP INC COM 745867101 70 6530 SH DEFINED 02 06 07 6530 0 0 PULTE GROUP INC COM 745867101 1223 114300 SH DEFINED 03 06 07 0 114300 0 QLIK TECHNOLOGIES INC COM 74733T105 46137 2085779 SH DEFINED 01 06 07 1585080 0 500699 QLIK TECHNOLOGIES INC COM 74733T105 796 35977 SH DEFINED 01 04 06 07 35977 0 0 QLIK TECHNOLOGIES INC COM 74733T105 26412 1194013 SH DEFINED 02 06 07 832791 0 361222 QLIK TECHNOLOGIES INC COM 74733T105 243 10976 SH DEFINED 03 06 07 10976 0 0 QEP RES INC COM 74733V100 1798 60000 SH DEFINED 03 06 07 0 60000 0 QUALCOMM INC COM 747525103 108436 1947485 SH DEFINED 01 06 07 1626300 0 321185 QUALCOMM INC COM 747525103 12415 222965 SH DEFINED 01 04 06 07 222965 0 0 QUALCOMM INC COM 747525103 117286 2106431 SH DEFINED 02 06 07 1288643 0 817788 QUALCOMM INC COM 747525103 49771 893870 SH DEFINED 03 06 07 168875 723455 1540 QUANTA SVCS INC COM 74762E102 1733 72000 SH DEFINED 03 06 07 0 72000 0 QUEST DIAGNOSTICS INC COM 74834L100 3199 53400 SH DEFINED 03 06 07 0 53400 0 RACKSPACE HOSTING INC COM 750086100 10241 233076 SH DEFINED 01 06 07 111486 0 121590 RACKSPACE HOSTING INC COM 750086100 417 9500 SH DEFINED 01 04 06 07 9500 0 0 RACKSPACE HOSTING INC COM 750086100 13676 311245 SH DEFINED 02 06 07 180050 0 131195 RACKSPACE HOSTING INC COM 750086100 148 3365 SH DEFINED 03 06 07 3365 0 0 RALPH LAUREN CORP CL A 751212101 3067 21900 SH DEFINED 03 06 07 0 21900 0 RANDGOLD RES LTD ADR 752344309 121 1343 SH DEFINED 01 06 07 1343 0 0 RANDGOLD RES LTD ADR 752344309 1564 17377 SH DEFINED 02 06 07 17377 0 0 RANGE RES CORP COM 75281A109 3372 54500 SH DEFINED 03 06 07 0 54500 0 RAYTHEON CO COM NEW 755111507 6372 112600 SH DEFINED 03 06 07 0 112600 0 RED HAT INC COM 756577102 3671 65000 SH DEFINED 03 06 07 0 65000 0 REDWOOD TR INC COM 758075402 85 6790 SH DEFINED 01 06 07 6790 0 0 REDWOOD TR INC COM 758075402 53 4225 SH DEFINED 02 06 07 4225 0 0 REGAL ENTMT GROUP CL A 758766109 12647 919112 SH DEFINED 01 06 07 919112 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 3206 474900 SH DEFINED 03 06 07 0 474900 0 REINSURANCE GROUP AMER INC COM NEW 759351604 1933 36321 SH DEFINED 01 06 07 31886 0 4435 REINSURANCE GROUP AMER INC COM NEW 759351604 36 670 SH DEFINED 03 06 07 670 0 0 REPUBLIC SVCS INC COM 760759100 2813 106300 SH DEFINED 03 06 07 0 106300 0 RESEARCH IN MOTION LTD COM 760975102 101 13675 SH DEFINED 01 06 07 13675 0 0 RESEARCH IN MOTION LTD COM 760975102 2163 292630 SH DEFINED 02 06 07 169530 0 123100 RESEARCH IN MOTION LTD COM 760975102 43 5837 SH DEFINED 03 06 07 5837 0 0 ROBBINS & MYERS INC COM 770196103 611 14610 SH DEFINED 01 06 07 14610 0 0 ROBBINS & MYERS INC COM 770196103 63 1511 SH DEFINED 02 06 07 1511 0 0 ROBERT HALF INTL INC COM 770323103 15703 549634 SH DEFINED 01 06 07 277596 0 272038 ROBERT HALF INTL INC COM 770323103 1049 36700 SH DEFINED 01 04 06 07 36700 0 0 ROBERT HALF INTL INC COM 770323103 11399 399000 SH DEFINED 02 06 07 245500 0 153500 ROBERT HALF INTL INC COM 770323103 1614 56495 SH DEFINED 03 06 07 8395 48100 0 ROCKWELL AUTOMATION INC COM 773903109 11165 169017 SH DEFINED 01 06 07 85804 0 83213 ROCKWELL AUTOMATION INC COM 773903109 746 11300 SH DEFINED 01 04 06 07 11300 0 0 ROCKWELL AUTOMATION INC COM 773903109 12188 184501 SH DEFINED 02 06 07 75800 0 108701 ROCKWELL AUTOMATION INC COM 773903109 3389 51299 SH DEFINED 03 06 07 2999 48300 0 ROCKWELL COLLINS INC COM 774341101 2423 49100 SH DEFINED 03 06 07 0 49100 0 ROPER INDS INC NEW COM 776696106 3243 32900 SH DEFINED 03 06 07 0 32900 0 ROSS STORES INC COM 778296103 4754 76100 SH DEFINED 03 06 07 0 76100 0 ROVI CORP NOTE 2.625% 2/1 779376AB8 1196 1243000 PRN DEFINED 02 06 07 1243000 0 0 RYDER SYS INC COM 783549108 623 17300 SH DEFINED 03 06 07 0 17300 0 SAIC INC COM 78390X101 1132 93400 SH DEFINED 03 06 07 0 93400 0 SLM CORP COM 78442P106 2592 165000 SH DEFINED 03 06 07 0 165000 0 SPX CORP COM 784635104 3659 56009 SH DEFINED 01 06 07 48639 0 7370 SPX CORP COM 784635104 8 130 SH DEFINED 02 06 07 130 0 0 SPX CORP COM 784635104 72 1098 SH DEFINED 03 06 07 1098 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 217 1400 SH DEFINED 01 06 07 1400 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 2653 17095 SH DEFINED 02 06 07 17095 0 0 SVB FINL GROUP COM 78486Q101 57066 971834 SH DEFINED 01 06 07 824905 0 146929 SVB FINL GROUP COM 78486Q101 25718 437978 SH DEFINED 02 06 07 305778 0 132200 SVB FINL GROUP COM 78486Q101 106 1802 SH DEFINED 03 06 07 1802 0 0 SAFEWAY INC COM NEW 786514208 1454 80100 SH DEFINED 03 06 07 0 80100 0 SAIA INC COM 78709Y105 157 7170 SH DEFINED 01 06 07 7170 0 0 SAIA INC COM 78709Y105 168 7680 SH DEFINED 02 06 07 7680 0 0 ST JUDE MED INC COM 790849103 4218 105700 SH DEFINED 03 06 07 0 105700 0 SALESFORCE COM INC COM 79466L302 91825 664150 SH DEFINED 01 06 07 495498 0 168652 SALESFORCE COM INC COM 79466L302 9464 68450 SH DEFINED 01 04 06 07 68450 0 0 SALESFORCE COM INC COM 79466L302 97096 702274 SH DEFINED 02 06 07 446015 0 256259 SALESFORCE COM INC COM 79466L302 18174 131449 SH DEFINED 03 06 07 46749 84300 400 SALIX PHARMACEUTICALS INC COM 795435106 35513 652331 SH DEFINED 01 06 07 553331 0 99000 SALIX PHARMACEUTICALS INC COM 795435106 17774 326489 SH DEFINED 02 06 07 237289 0 89200 SALIX PHARMACEUTICALS INC COM 795435106 63 1165 SH DEFINED 03 06 07 1165 0 0 SANCHEZ ENERGY CORP COM 79970Y105 8298 398935 SH DEFINED 01 06 07 364835 0 34100 SANCHEZ ENERGY CORP COM 79970Y105 2136 102675 SH DEFINED 02 06 07 102675 0 0 SANDISK CORP COM 80004C101 18 500 SH DEFINED 02 06 07 500 0 0 SANDISK CORP COM 80004C101 3010 82510 SH DEFINED 03 06 07 510 82000 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 1208 1226000 PRN DEFINED 02 06 07 1226000 0 0 SANOFI SPONSORED ADR 80105N105 1005 26600 SH DEFINED 02 06 07 26600 0 0 SCANA CORP NEW COM 80589M102 1871 39100 SH DEFINED 03 06 07 0 39100 0 SCHLUMBERGER LTD COM 806857108 67503 1039945 SH DEFINED 01 06 07 855545 0 184400 SCHLUMBERGER LTD COM 806857108 7551 116325 SH DEFINED 01 04 06 07 116325 0 0 SCHLUMBERGER LTD COM 806857108 123306 1899648 SH DEFINED 02 06 07 1039386 0 860262 SCHLUMBERGER LTD COM 806857108 40763 627991 SH DEFINED 03 06 07 104286 522900 805 SCHWAB CHARLES CORP NEW COM 808513105 35647 2756928 SH DEFINED 01 06 07 2266428 0 490500 SCHWAB CHARLES CORP NEW COM 808513105 4099 317050 SH DEFINED 01 04 06 07 317050 0 0 SCHWAB CHARLES CORP NEW COM 808513105 37257 2881465 SH DEFINED 02 06 07 1719265 0 1162200 SCHWAB CHARLES CORP NEW COM 808513105 10528 814250 SH DEFINED 03 06 07 240560 571500 2190 SCIQUEST INC NEW COM 80908T101 10531 586356 SH DEFINED 01 06 07 535568 0 50788 SCIQUEST INC NEW COM 80908T101 2246 125075 SH DEFINED 02 06 07 125075 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1780 31300 SH DEFINED 03 06 07 0 31300 0 SEALED AIR CORP NEW COM 81211K100 1013 65600 SH DEFINED 03 06 07 0 65600 0 SEARS HLDGS CORP COM 812350106 770 12900 SH DEFINED 03 06 07 0 12900 0 SELECT COMFORT CORP COM 81616X103 6600 315473 SH DEFINED 01 06 07 288398 0 27075 SELECT COMFORT CORP COM 81616X103 1399 66850 SH DEFINED 02 06 07 66850 0 0 SEMPRA ENERGY COM 816851109 5531 80300 SH DEFINED 03 06 07 0 80300 0 7 DAYS GROUP HLDGS LTD ADR 81783J101 24108 2282999 SH DEFINED 01 06 07 1985012 0 297987 7 DAYS GROUP HLDGS LTD ADR 81783J101 9977 944759 SH DEFINED 02 06 07 701170 0 243589 7 DAYS GROUP HLDGS LTD ADR 81783J101 32 3016 SH DEFINED 03 06 07 3016 0 0 SHERWIN WILLIAMS CO COM 824348106 34 255 SH DEFINED 02 06 07 255 0 0 SHERWIN WILLIAMS CO COM 824348106 3832 28952 SH DEFINED 03 06 07 52 28900 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1654 23300 SH DEFINED 02 06 07 23300 0 0 SIGMA ALDRICH CORP COM 826552101 365 4937 SH DEFINED 01 06 07 4937 0 0 SIGMA ALDRICH CORP COM 826552101 7390 99958 SH DEFINED 02 06 07 35335 0 64623 SIGMA ALDRICH CORP COM 826552101 3110 42071 SH DEFINED 03 06 07 1271 40800 0 SILVER WHEATON CORP COM 828336107 46320 1725790 SH DEFINED 01 06 07 1436090 0 289700 SILVER WHEATON CORP COM 828336107 5144 191650 SH DEFINED 01 04 06 07 191650 0 0 SILVER WHEATON CORP COM 828336107 45826 1707377 SH DEFINED 02 06 07 1018977 0 688400 SILVER WHEATON CORP COM 828336107 7122 265335 SH DEFINED 03 06 07 141950 122100 1285 SIMON PPTY GROUP INC NEW COM 828806109 65 420 SH DEFINED 02 06 07 420 0 0 SIMON PPTY GROUP INC NEW COM 828806109 15940 102400 SH DEFINED 03 06 07 0 102400 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 119 13090 SH DEFINED 01 06 07 13090 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 111 12250 SH DEFINED 02 06 07 12250 0 0 SMART BALANCE INC COM 83169Y108 2895 308325 SH DEFINED 01 06 07 282723 0 25602 SMART BALANCE INC COM 83169Y108 619 65937 SH DEFINED 02 06 07 65937 0 0 SMUCKER J M CO COM NEW 832696405 2892 38300 SH DEFINED 03 06 07 0 38300 0 SNAP ON INC COM 833034101 1220 19600 SH DEFINED 03 06 07 0 19600 0 SOUTHERN CO COM 842587107 26 552 SH DEFINED 02 06 07 552 0 0 SOUTHERN CO COM 842587107 13584 293400 SH DEFINED 03 06 07 0 293400 0 SOUTHWEST AIRLS CO COM 844741108 2385 258700 SH DEFINED 03 06 07 0 258700 0 SOUTHWESTERN ENERGY CO COM 845467109 3752 117500 SH DEFINED 03 06 07 0 117500 0 SPECTRA ENERGY CORP COM 847560109 6402 220300 SH DEFINED 03 06 07 0 220300 0 SPLUNK INC COM 848637104 23411 833125 SH DEFINED 01 06 07 635916 0 197209 SPLUNK INC COM 848637104 391 13900 SH DEFINED 01 04 06 07 13900 0 0 SPLUNK INC COM 848637104 12270 436641 SH DEFINED 02 06 07 293104 0 143537 SPLUNK INC COM 848637104 127 4517 SH DEFINED 03 06 07 4517 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 3312 1016100 SH DEFINED 03 06 07 0 1016100 0 STANLEY BLACK & DECKER INC COM 854502101 993 15426 SH DEFINED 01 06 07 15426 0 0 STANLEY BLACK & DECKER INC COM 854502101 35627 553561 SH DEFINED 02 06 07 195661 0 357900 STANLEY BLACK & DECKER INC COM 854502101 4134 64238 SH DEFINED 03 06 07 6638 57600 0 STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 12 100 SH DEFINED 01 06 07 0 0 100 STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 4017 34300 SH DEFINED 02 06 07 34300 0 0 STAPLES INC COM 855030102 3011 230700 SH DEFINED 03 06 07 0 230700 0 STARBUCKS CORP COM 855244109 55 1025 SH DEFINED 01 06 07 1025 0 0 STARBUCKS CORP COM 855244109 17 312 SH DEFINED 02 06 07 312 0 0 STARBUCKS CORP COM 855244109 13645 255900 SH DEFINED 03 06 07 0 255900 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 5692 107319 SH DEFINED 01 06 07 47241 0 60078 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 10963 206701 SH DEFINED 02 06 07 101001 0 105700 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3609 68040 SH DEFINED 03 06 07 1390 66650 0 STATE STR CORP COM 857477103 107234 2402206 SH DEFINED 01 06 07 1952041 0 450165 STATE STR CORP COM 857477103 24940 558691 SH DEFINED 02 06 07 501121 0 57570 STATE STR CORP COM 857477103 8179 183222 SH DEFINED 03 06 07 14377 165100 3745 STERICYCLE INC COM 858912108 2631 28700 SH DEFINED 03 06 07 0 28700 0 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 1502 1669000 PRN DEFINED 02 06 07 1669000 0 0 STIFEL FINL CORP COM 860630102 3929 127156 SH DEFINED 01 06 07 56418 0 70738 STIFEL FINL CORP COM 860630102 7515 243215 SH DEFINED 02 06 07 118519 0 124696 STIFEL FINL CORP COM 860630102 51 1635 SH DEFINED 03 06 07 1635 0 0 STRYKER CORP COM 863667101 6039 109600 SH DEFINED 03 06 07 200 109400 0 SUNOCO INC COM 86764P109 1696 35700 SH DEFINED 03 06 07 0 35700 0 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 2113 2368000 PRN DEFINED 02 06 07 2368000 0 0 SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 216 248000 PRN DEFINED 02 06 07 248000 0 0 SUNOPTA INC COM 8676EP108 58 10380 SH DEFINED 02 06 07 10380 0 0 SUNTRUST BKS INC COM 867914103 4405 181800 SH DEFINED 03 06 07 0 181800 0 SYMANTEC CORP COM 871503108 32630 2233431 SH DEFINED 01 06 07 1748231 0 485200 SYMANTEC CORP COM 871503108 9308 637132 SH DEFINED 02 06 07 573617 0 63515 SYMANTEC CORP COM 871503108 3859 264111 SH DEFINED 03 06 07 16421 243400 4290 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 20832 1127881 SH DEFINED 01 06 07 1031857 0 96024 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 5074 274695 SH DEFINED 02 06 07 274695 0 0 SYNOVUS FINL CORP COM 87161C105 368 186080 SH DEFINED 01 06 07 162865 0 23215 SYNOVUS FINL CORP COM 87161C105 7 3595 SH DEFINED 03 06 07 3595 0 0 SYSCO CORP COM 871829107 5896 197800 SH DEFINED 03 06 07 0 197800 0 TCF FINL CORP COM 872275102 1087 94694 SH DEFINED 01 06 07 83264 0 11430 TCF FINL CORP COM 872275102 20 1780 SH DEFINED 03 06 07 1780 0 0 TECO ENERGY INC COM 872375100 1318 73000 SH DEFINED 03 06 07 0 73000 0 TJX COS INC NEW COM 872540109 10741 250200 SH DEFINED 03 06 07 0 250200 0 TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 211 145000 PRN DEFINED 01 06 07 0 0 145000 TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 4525 3110000 PRN DEFINED 02 06 07 3110000 0 0 TARGET CORP COM 87612E106 310 5330 SH DEFINED 01 06 07 5330 0 0 TARGET CORP COM 87612E106 26 441 SH DEFINED 02 06 07 441 0 0 TARGET CORP COM 87612E106 12994 223300 SH DEFINED 03 06 07 0 223300 0 TELEFLEX INC COM 879369106 7548 123923 SH DEFINED 01 06 07 123923 0 0 TENET HEALTHCARE CORP COM 88033G100 62 11785 SH DEFINED 02 06 07 11785 0 0 TENET HEALTHCARE CORP COM 88033G100 738 140850 SH DEFINED 03 06 07 1050 139800 0 TENNECO INC COM 880349105 1143 42619 SH DEFINED 01 06 07 37654 0 4965 TENNECO INC COM 880349105 52 1955 SH DEFINED 02 06 07 1955 0 0 TENNECO INC COM 880349105 21 775 SH DEFINED 03 06 07 775 0 0 TERADATA CORP DEL COM 88076W103 4097 56900 SH DEFINED 03 06 07 0 56900 0 TERADYNE INC COM 880770102 2295 163234 SH DEFINED 01 06 07 143134 0 20100 TERADYNE INC COM 880770102 56 4000 SH DEFINED 02 06 07 4000 0 0 TERADYNE INC COM 880770102 929 66090 SH DEFINED 03 06 07 3090 63000 0 TEREX CORP NEW COM 880779103 58595 3286336 SH DEFINED 01 06 07 2497911 0 788425 TEREX CORP NEW COM 880779103 15166 850564 SH DEFINED 02 06 07 761419 0 89145 TEREX CORP NEW COM 880779103 540 30264 SH DEFINED 03 06 07 24574 0 5690 TESORO CORP COM 881609101 2648 106073 SH DEFINED 01 06 07 93323 0 12750 TESORO CORP COM 881609101 53 2115 SH DEFINED 02 06 07 2115 0 0 TESORO CORP COM 881609101 1229 49255 SH DEFINED 03 06 07 1955 47300 0 TEXAS INSTRS INC COM 882508104 51 1775 SH DEFINED 01 06 07 1775 0 0 TEXAS INSTRS INC COM 882508104 15 530 SH DEFINED 02 06 07 530 0 0 TEXAS INSTRS INC COM 882508104 11084 386328 SH DEFINED 03 06 07 128 386200 0 TEXTRON INC COM 883203101 86584 3481476 SH DEFINED 01 06 07 3380581 0 100895 TEXTRON INC COM 883203101 28125 1130886 SH DEFINED 02 06 07 1053121 0 77765 TEXTRON INC COM 883203101 3384 136054 SH DEFINED 03 06 07 33594 94600 7860 TEXTRON INC NOTE 4.500% 5/0 883203BN0 3653 1900000 PRN DEFINED 02 06 07 1900000 0 0 THERAVANCE INC COM 88338T104 12455 560513 SH DEFINED 01 06 07 476141 0 84372 THERAVANCE INC COM 88338T104 6374 286846 SH DEFINED 02 06 07 210915 0 75931 THERAVANCE INC COM 88338T104 22 995 SH DEFINED 03 06 07 995 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 39382 758659 SH DEFINED 01 06 07 633559 0 125100 THERMO FISHER SCIENTIFIC INC COM 883556102 76963 1482624 SH DEFINED 02 06 07 705065 0 777559 THERMO FISHER SCIENTIFIC INC COM 883556102 7844 151115 SH DEFINED 03 06 07 26330 123700 1085 3M CO COM 88579Y101 20966 234000 SH DEFINED 03 06 07 0 234000 0 TIFFANY & CO NEW COM 886547108 2245 42400 SH DEFINED 03 06 07 0 42400 0 TIME WARNER INC COM NEW 887317303 54512 1415886 SH DEFINED 01 06 07 1155954 0 259932 TIME WARNER INC COM NEW 887317303 12854 333883 SH DEFINED 02 06 07 298629 0 35254 TIME WARNER INC COM NEW 887317303 12894 334909 SH DEFINED 03 06 07 8570 324100 2239 TIME WARNER CABLE INC COM 88732J207 8670 105600 SH DEFINED 03 06 07 0 105600 0 TITANIUM METALS CORP COM NEW 888339207 314 27800 SH DEFINED 03 06 07 0 27800 0 TOLL BROTHERS INC COM 889478103 5114 172019 SH DEFINED 01 06 07 150099 0 21920 TOLL BROTHERS INC COM 889478103 47 1580 SH DEFINED 02 06 07 1580 0 0 TOLL BROTHERS INC COM 889478103 99 3325 SH DEFINED 03 06 07 3325 0 0 TORCHMARK CORP COM 891027104 1678 33200 SH DEFINED 03 06 07 0 33200 0 TOTAL SYS SVCS INC COM 891906109 1295 54100 SH DEFINED 03 06 07 0 54100 0 TRANSDIGM GROUP INC COM 893641100 3369 25089 SH DEFINED 01 06 07 11089 0 14000 TRANSDIGM GROUP INC COM 893641100 6485 48285 SH DEFINED 02 06 07 23385 0 24900 TRANSDIGM GROUP INC COM 893641100 44 325 SH DEFINED 03 06 07 325 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 1464 1471000 PRN DEFINED 02 06 07 1471000 0 0 TRAVELERS COMPANIES INC COM 89417E109 124497 1950139 SH DEFINED 01 06 07 1600639 0 349500 TRAVELERS COMPANIES INC COM 89417E109 28980 453954 SH DEFINED 02 06 07 406824 0 47130 TRAVELERS COMPANIES INC COM 89417E109 9298 145647 SH DEFINED 03 06 07 11907 130700 3040 TRINITY BIOTECH PLC SPON ADR NEW 896438306 169 14050 SH DEFINED 02 06 07 14050 0 0 TRIPLE-S MGMT CORP CL B 896749108 97 5280 SH DEFINED 01 06 07 5280 0 0 TRIPLE-S MGMT CORP CL B 896749108 104 5680 SH DEFINED 02 06 07 5680 0 0 TRIPADVISOR INC COM 896945201 20106 449909 SH DEFINED 01 06 07 219194 0 230715 TRIPADVISOR INC COM 896945201 903 20200 SH DEFINED 01 04 06 07 20200 0 0 TRIPADVISOR INC COM 896945201 22415 501565 SH DEFINED 02 06 07 274305 0 227260 TRIPADVISOR INC COM 896945201 1729 38690 SH DEFINED 03 06 07 6490 32200 0 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 53 4200 SH DEFINED 01 06 07 4200 0 0 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 759 60500 SH DEFINED 02 06 07 60500 0 0 TYSON FOODS INC CL A 902494103 1834 97400 SH DEFINED 03 06 07 0 97400 0 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 3239 2680000 PRN DEFINED 02 06 07 2680000 0 0 US BANCORP DEL COM NEW 902973304 19 603 SH DEFINED 02 06 07 603 0 0 US BANCORP DEL COM NEW 902973304 20534 638500 SH DEFINED 03 06 07 0 638500 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 29538 331437 SH DEFINED 01 06 07 282285 0 49152 ULTIMATE SOFTWARE GROUP INC COM 90385D107 19306 216625 SH DEFINED 02 06 07 171933 0 44692 ULTIMATE SOFTWARE GROUP INC COM 90385D107 56 624 SH DEFINED 03 06 07 624 0 0 UNION PAC CORP COM 907818108 1100 9218 SH DEFINED 01 06 07 9218 0 0 UNION PAC CORP COM 907818108 25754 215856 SH DEFINED 02 06 07 77181 0 138675 UNION PAC CORP COM 907818108 19377 162413 SH DEFINED 03 06 07 2713 159700 0 UNISYS CORP COM NEW 909214306 114 5847 SH DEFINED 01 06 07 5847 0 0 UNISYS CORP COM NEW 909214306 88 4485 SH DEFINED 02 06 07 4485 0 0 UNITED NAT FOODS INC COM 911163103 49610 904306 SH DEFINED 01 06 07 767588 0 136718 UNITED NAT FOODS INC COM 911163103 22319 406828 SH DEFINED 02 06 07 281925 0 124903 UNITED NAT FOODS INC COM 911163103 89 1621 SH DEFINED 03 06 07 1621 0 0 UNITED PARCEL SERVICE INC CL B 911312106 59 750 SH DEFINED 01 06 07 750 0 0 UNITED PARCEL SERVICE INC CL B 911312106 25466 323332 SH DEFINED 03 06 07 32 323300 0 UNITED STATES STL CORP NEW COM 912909108 1003 48700 SH DEFINED 03 06 07 0 48700 0 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 2729 2692000 PRN DEFINED 02 06 07 2692000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 15 200 SH DEFINED 01 06 07 200 0 0 UNITED TECHNOLOGIES CORP COM 913017109 23351 309168 SH DEFINED 03 06 07 1668 307500 0 UNITEDHEALTH GROUP INC COM 91324P102 58 988 SH DEFINED 02 06 07 988 0 0 UNITEDHEALTH GROUP INC COM 91324P102 20534 351000 SH DEFINED 03 06 07 0 351000 0 UNIVERSAL DISPLAY CORP COM 91347P105 34114 949202 SH DEFINED 01 06 07 776018 0 173184 UNIVERSAL DISPLAY CORP COM 91347P105 208 5800 SH DEFINED 01 04 06 07 5800 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 19391 539542 SH DEFINED 02 06 07 397440 0 142102 UNIVERSAL DISPLAY CORP COM 91347P105 107 2972 SH DEFINED 03 06 07 2972 0 0 UNUM GROUP COM 91529Y106 1846 96500 SH DEFINED 03 06 07 0 96500 0 URBAN OUTFITTERS INC COM 917047102 1040 37700 SH DEFINED 03 06 07 0 37700 0 V F CORP COM 918204108 30 225 SH DEFINED 02 06 07 225 0 0 V F CORP COM 918204108 3903 29246 SH DEFINED 03 06 07 46 29200 0 VALE S A ADR 91912E105 392 19765 SH DEFINED 02 06 07 19765 0 0 VALE S A ADR REPSTG PFD 91912E204 107 5501 SH DEFINED 01 06 07 5501 0 0 VALE S A ADR REPSTG PFD 91912E204 948 48592 SH DEFINED 02 06 07 48592 0 0 VALERO ENERGY CORP NEW COM 91913Y100 56730 2349083 SH DEFINED 01 06 07 1895003 0 454080 VALERO ENERGY CORP NEW COM 91913Y100 13761 569822 SH DEFINED 02 06 07 512047 0 57775 VALERO ENERGY CORP NEW COM 91913Y100 4938 204454 SH DEFINED 03 06 07 14539 186200 3715 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 190 4765 SH DEFINED 01 06 07 4765 0 0 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 2417 60500 SH DEFINED 02 06 07 60500 0 0 VARIAN MED SYS INC COM 92220P105 44 718 SH DEFINED 01 06 07 718 0 0 VARIAN MED SYS INC COM 92220P105 717 11800 SH DEFINED 02 06 07 11800 0 0 VARIAN MED SYS INC COM 92220P105 2288 37650 SH DEFINED 03 06 07 0 37650 0 VENTAS INC COM 92276F100 6129 97100 SH DEFINED 03 06 07 0 97100 0 VERISIGN INC COM 92343E102 2322 53300 SH DEFINED 03 06 07 0 53300 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 1019 730000 PRN DEFINED 02 06 07 730000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 35 798 SH DEFINED 02 06 07 798 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 42609 958800 SH DEFINED 03 06 07 0 958800 0 VERTEX PHARMACEUTICALS INC COM 92532F100 13133 234860 SH DEFINED 01 06 07 113969 0 120891 VERTEX PHARMACEUTICALS INC COM 92532F100 610 10900 SH DEFINED 01 04 06 07 10900 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 14926 266917 SH DEFINED 02 06 07 150964 0 115953 VERTEX PHARMACEUTICALS INC COM 92532F100 208 3716 SH DEFINED 03 06 07 3716 0 0 VIACOM INC NEW CL B 92553P201 21 451 SH DEFINED 02 06 07 451 0 0 VIACOM INC NEW CL B 92553P201 8332 177200 SH DEFINED 03 06 07 0 177200 0 VISA INC COM CL A 92826C839 62477 505356 SH DEFINED 01 06 07 413756 0 91600 VISA INC COM CL A 92826C839 7104 57465 SH DEFINED 01 04 06 07 57465 0 0 VISA INC COM CL A 92826C839 64372 520684 SH DEFINED 02 06 07 310590 0 210094 VISA INC COM CL A 92826C839 30833 249395 SH DEFINED 03 06 07 43495 205500 400 VMWARE INC CL A COM 928563402 65329 717588 SH DEFINED 01 06 07 550122 0 167466 VMWARE INC CL A COM 928563402 6933 76150 SH DEFINED 01 04 06 07 76150 0 0 VMWARE INC CL A COM 928563402 72570 797118 SH DEFINED 02 06 07 513048 0 284070 VMWARE INC CL A COM 928563402 8945 98258 SH DEFINED 03 06 07 53483 44300 475 VOLCANO CORPORATION COM 928645100 41065 1433348 SH DEFINED 01 06 07 1126533 0 306815 VOLCANO CORPORATION COM 928645100 480 16762 SH DEFINED 01 04 06 07 16762 0 0 VOLCANO CORPORATION COM 928645100 22957 801306 SH DEFINED 02 06 07 570846 0 230460 VOLCANO CORPORATION COM 928645100 169 5899 SH DEFINED 03 06 07 5899 0 0 VORNADO RLTY TR SH BEN INT 929042109 5266 62700 SH DEFINED 03 06 07 0 62700 0 VULCAN MATLS CO COM 929160109 967 24361 SH DEFINED 01 06 07 21211 0 3150 VULCAN MATLS CO COM 929160109 1755 44185 SH DEFINED 03 06 07 485 43700 0 WABCO HLDGS INC COM 92927K102 736 13900 SH DEFINED 02 06 07 13900 0 0 WABTEC CORP COM 929740108 226 2900 SH DEFINED 01 06 07 2900 0 0 WABTEC CORP COM 929740108 66 840 SH DEFINED 02 06 07 840 0 0 WAL-MART STORES INC COM 931142103 40 579 SH DEFINED 02 06 07 579 0 0 WAL-MART STORES INC COM 931142103 40630 582765 SH DEFINED 03 06 07 165 582600 0 WALGREEN CO COM 931422109 8623 291520 SH DEFINED 03 06 07 220 291300 0 WASHINGTON POST CO CL B 939640108 598 1600 SH DEFINED 03 06 07 0 1600 0 WASTE MGMT INC DEL COM 94106L109 0 1 SH DEFINED 01 06 07 1 0 0 WASTE MGMT INC DEL COM 94106L109 5220 156300 SH DEFINED 03 06 07 0 156300 0 WATERS CORP COM 941848103 2384 30000 SH DEFINED 03 06 07 0 30000 0 WATSON PHARMACEUTICALS INC COM 942683103 3182 43000 SH DEFINED 03 06 07 0 43000 0 WELLPOINT INC COM 94973V107 7132 111800 SH DEFINED 03 06 07 0 111800 0 WELLS FARGO & CO NEW COM 949746101 1861 55654 SH DEFINED 01 06 07 55654 0 0 WELLS FARGO & CO NEW COM 949746101 71335 2133230 SH DEFINED 02 06 07 887905 0 1245325 WELLS FARGO & CO NEW COM 949746101 61120 1827761 SH DEFINED 03 06 07 34161 1793600 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 2250 2000 SH DEFINED 02 06 07 2000 0 0 WESCO INTL INC COM 95082P105 47434 824227 SH DEFINED 01 06 07 753770 0 70457 WESCO INTL INC COM 95082P105 10228 177720 SH DEFINED 02 06 07 177720 0 0 WESTERN DIGITAL CORP COM 958102105 19977 655425 SH DEFINED 01 06 07 528315 0 127110 WESTERN DIGITAL CORP COM 958102105 29833 978765 SH DEFINED 02 06 07 428635 0 550130 WESTERN DIGITAL CORP COM 958102105 2974 97579 SH DEFINED 03 06 07 17584 79000 995 WESTERN UN CO COM 959802109 3459 205400 SH DEFINED 03 06 07 0 205400 0 WEYERHAEUSER CO COM 962166104 4054 181300 SH DEFINED 03 06 07 0 181300 0 WHIRLPOOL CORP COM 963320106 1596 26100 SH DEFINED 03 06 07 0 26100 0 WHITING PETE CORP NEW COM 966387102 3641 88551 SH DEFINED 01 06 07 39351 0 49200 WHITING PETE CORP NEW COM 966387102 6979 169715 SH DEFINED 02 06 07 82415 0 87300 WHITING PETE CORP NEW COM 966387102 47 1135 SH DEFINED 03 06 07 1135 0 0 WHOLE FOODS MKT INC COM 966837106 5262 55200 SH DEFINED 03 06 07 0 55200 0 WILLIAMS COS INC DEL COM 969457100 6098 211600 SH DEFINED 03 06 07 0 211600 0 WINDSTREAM CORP COM 97381W104 16626 1721144 SH DEFINED 01 06 07 1687404 0 33740 WINDSTREAM CORP COM 97381W104 1964 203335 SH DEFINED 03 06 07 5235 198100 0 WISCONSIN ENERGY CORP COM 976657106 3079 77800 SH DEFINED 03 06 07 0 77800 0 WORTHINGTON INDS INC COM 981811102 1836 89685 SH DEFINED 01 06 07 79155 0 10530 WORTHINGTON INDS INC COM 981811102 143 7000 SH DEFINED 02 06 07 7000 0 0 WORTHINGTON INDS INC COM 981811102 33 1620 SH DEFINED 03 06 07 1620 0 0 WPX ENERGY INC COM 98212B103 1079 66700 SH DEFINED 03 06 07 0 66700 0 WYNDHAM WORLDWIDE CORP COM 98310W108 2600 49300 SH DEFINED 03 06 07 0 49300 0 XCEL ENERGY INC COM 98389B100 4631 163000 SH DEFINED 03 06 07 0 163000 0 XILINX INC COM 983919101 2991 89100 SH DEFINED 03 06 07 0 89100 0 XILINX INC SDCV 3.125% 3/1 983919AD3 263 220000 PRN DEFINED 01 06 07 220000 0 0 XILINX INC SDCV 3.125% 3/1 983919AD3 993 829000 PRN DEFINED 02 06 07 829000 0 0 XEROX CORP COM 984121103 3582 455200 SH DEFINED 03 06 07 0 455200 0 XYLEM INC COM 98419M100 1576 62600 SH DEFINED 03 06 07 0 62600 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 47 3820 SH DEFINED 01 06 07 3820 0 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 604 48900 SH DEFINED 02 06 07 48900 0 0 YAHOO INC COM 984332106 38958 2461033 SH DEFINED 01 06 07 1927933 0 533100 YAHOO INC COM 984332106 11084 700173 SH DEFINED 02 06 07 628348 0 71825 YAHOO INC COM 984332106 6875 434312 SH DEFINED 03 06 07 18002 411600 4710 YOUKU INC SPONSORED ADR 98742U100 9578 441793 SH DEFINED 01 06 07 230367 0 211426 YOUKU INC SPONSORED ADR 98742U100 678 31264 SH DEFINED 01 04 06 07 31264 0 0 YOUKU INC SPONSORED ADR 98742U100 10588 488359 SH DEFINED 02 06 07 357509 0 130850 YOUKU INC SPONSORED ADR 98742U100 155 7161 SH DEFINED 03 06 07 7161 0 0 YUM BRANDS INC COM 988498101 10011 155400 SH DEFINED 03 06 07 0 155400 0 ZIMMER HLDGS INC COM 98956P102 3829 59500 SH DEFINED 03 06 07 0 59500 0 ZIONS BANCORPORATION COM 989701107 1204 62000 SH DEFINED 03 06 07 0 62000 0 * Societe Generale Asset Management, S.A. (SGAM) is a wholly-owned subsidiary of Societe Generale, S.A. Effective July 6, 2001, SGAM owns a controlling interest in The TCW Group, Inc. The TCW Group, Inc. ("TCW") is the parent holding company of a number of operating subsidiaries some of which are or may be "institutional investment managers" for purposes of the reporting requirements under Section 13(f) of the Securities Exchange Act of 1934 (the "Act") and the rules promulgated hereunder. TCW itself does not in fact exercise, and therefore disclaims, investment discretion with respect to any Section 13(f) securities positions over which its operating subsidiaries in fact exercise investment discretion. To the extent, however, that TCW's ownership interest in such operating units may nevertheless give rise to a Form 13(f) filing obligation on behalf of TCW, the information required by Form 13(f) is reported herein on behalf of certain of TCW's operating units, some of which are themselves institutional investment managers subject to Section 13(f) of the Act. In that regard, the Section 13(f) securities positions of TCW Asset Management Company, Trust Company of the West, Metropolitan West Asset Management, LLC and TCW Investment Management Company, are also included in this Form 13F report. Effective December 18, 2006, Alps Advisers, Inc. became an adviser to certain accounts sub-advised by TCW Investment Management Company. Effective February 23, 2010, TCW acquired 100% of Metropolitan West Asset Management, LLC, a fixed-income investment management firm.