0001047469-12-010324.txt : 20121109 0001047469-12-010324.hdr.sgml : 20121109 20121109151427 ACCESSION NUMBER: 0001047469-12-010324 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121109 DATE AS OF CHANGE: 20121109 EFFECTIVENESS DATE: 20121109 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: 121193303 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 a2211741z13f-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: September 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 November 8, 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: 1,530 (data records) -------------------- Form 13F Information Table Value Total: $20,071,072 (x1000) -------------------- (thousands) List of Other Included Managers: 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 ADVISORS, 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 5768 110300 SH DEFINED 02 06 07 0 0 110300 ARCH CAP GROUP LTD ORD G0450A105 3541 84946 SH DEFINED 01 06 07 74451 0 10495 ARCH CAP GROUP LTD ORD G0450A105 72 1725 SH DEFINED 02 06 07 1725 0 0 ARCH CAP GROUP LTD ORD G0450A105 79 1907 SH DEFINED 03 06 07 1907 0 0 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 68336 4428759 SH DEFINED 01 06 07 3357689 0 1071070 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 776 50300 SH DEFINED 01 04 06 07 50300 0 0 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 36448 2362128 SH DEFINED 02 06 07 1561680 0 800448 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 336 21787 SH DEFINED 03 06 07 21787 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 15215 217267 SH DEFINED 02 06 07 167 0 217100 COOPER INDUSTRIES PLC SHS G24140108 4 55 SH DEFINED 01 06 07 55 0 0 COOPER INDUSTRIES PLC SHS G24140108 4106 54700 SH DEFINED 02 06 07 0 0 54700 COVIDIEN PLC SHS G2554F113 10726 180520 SH DEFINED 02 06 07 16320 0 164200 ENSCO PLC SHS CLASS A G3157S106 95596 1752125 SH DEFINED 01 06 07 1361220 0 390905 ENSCO PLC SHS CLASS A G3157S106 25048 459093 SH DEFINED 02 06 07 337453 0 121640 ENSCO PLC SHS CLASS A G3157S106 922 16897 SH DEFINED 03 06 07 13622 0 3275 HERBALIFE LTD COM USD SHS G4412G101 2315 48848 SH DEFINED 01 06 07 22372 0 26476 HERBALIFE LTD COM USD SHS G4412G101 135 2850 SH DEFINED 01 04 06 07 2850 0 0 HERBALIFE LTD COM USD SHS G4412G101 1958 41316 SH DEFINED 02 06 07 25318 0 15998 HERBALIFE LTD COM USD SHS G4412G101 52 1095 SH DEFINED 03 06 07 1095 0 0 HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 507 51900 SH DEFINED 02 06 07 51900 0 0 INGERSOLL-RAND PLC SHS G47791101 4 99 SH DEFINED 01 06 07 99 0 0 INGERSOLL-RAND PLC SHS G47791101 4392 98000 SH DEFINED 02 06 07 0 0 98000 INVESCO LTD SHS G491BT108 4012 160551 SH DEFINED 01 06 07 139076 0 21475 INVESCO LTD SHS G491BT108 3806 152300 SH DEFINED 02 06 07 0 0 152300 INVESCO LTD SHS G491BT108 78 3140 SH DEFINED 03 06 07 3140 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 15751 296176 SH DEFINED 01 06 07 149406 0 146770 MICHAEL KORS HLDGS LTD SHS G60754101 830 15600 SH DEFINED 01 04 06 07 15600 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 12093 227404 SH DEFINED 02 06 07 138369 0 89035 MICHAEL KORS HLDGS LTD SHS G60754101 250 4700 SH DEFINED 03 06 07 4700 0 0 NABORS INDUSTRIES LTD SHS G6359F103 37262 2655902 SH DEFINED 01 06 07 2126877 0 529025 NABORS INDUSTRIES LTD SHS G6359F103 10237 729655 SH DEFINED 02 06 07 573775 0 155880 NABORS INDUSTRIES LTD SHS G6359F103 341 24295 SH DEFINED 03 06 07 20015 0 4280 PARTNERRE LTD COM G6852T105 1346 18117 SH DEFINED 01 06 07 15847 0 2270 PARTNERRE LTD COM G6852T105 27 365 SH DEFINED 03 06 07 365 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 1 18 SH DEFINED 01 06 07 18 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 1435 42500 SH DEFINED 02 06 07 0 0 42500 SEAGATE TECHNOLOGY PLC SHS G7945M107 19420 626448 SH DEFINED 01 06 07 607748 0 18700 SEAGATE TECHNOLOGY PLC SHS G7945M107 3810 122900 SH DEFINED 02 06 07 2000 0 120900 SEAGATE TECHNOLOGY PLC SHS G7945M107 157 5057 SH DEFINED 03 06 07 5057 0 0 SINA CORP ORD G81477104 5646 87290 SH DEFINED 01 06 07 44980 0 42310 SINA CORP ORD G81477104 323 5000 SH DEFINED 01 04 06 07 5000 0 0 SINA CORP ORD G81477104 7719 119335 SH DEFINED 02 06 07 91345 0 27990 SINA CORP ORD G81477104 96 1490 SH DEFINED 03 06 07 1490 0 0 VELTI PLC ST HELIER SHS G93285107 1088 130000 SH DEFINED 02 06 07 130000 0 0 VELTI PLC ST HELIER SHS G93285107 13 1511 SH DEFINED 03 06 07 1511 0 0 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 3350 90750 SH DEFINED 01 06 07 79257 0 11493 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 73 1975 SH DEFINED 03 06 07 1975 0 0 XL GROUP PLC SHS G98290102 2514 104600 SH DEFINED 02 06 07 0 0 104600 ACE LTD SHS H0023R105 94669 1252242 SH DEFINED 01 06 07 964096 0 288146 ACE LTD SHS H0023R105 9446 124950 SH DEFINED 01 04 06 07 124950 0 0 ACE LTD SHS H0023R105 169971 2248300 SH DEFINED 02 06 07 912415 0 1335885 ACE LTD SHS H0023R105 8526 112778 SH DEFINED 03 06 07 111973 0 805 FOSTER WHEELER AG COM H27178104 1 47 SH DEFINED 01 06 07 47 0 0 FOSTER WHEELER AG COM H27178104 1122 46828 SH DEFINED 02 06 07 46828 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 3091 86400 SH DEFINED 02 06 07 0 0 86400 TE CONNECTIVITY LTD REG SHS H84989104 76993 2263824 SH DEFINED 01 06 07 1770899 0 492925 TE CONNECTIVITY LTD REG SHS H84989104 24880 731535 SH DEFINED 02 06 07 529485 0 202050 TE CONNECTIVITY LTD REG SHS H84989104 691 20317 SH DEFINED 03 06 07 16132 0 4185 TRANSOCEAN LTD REG SHS H8817H100 487 10844 SH DEFINED 01 06 07 10844 0 0 TRANSOCEAN LTD REG SHS H8817H100 17716 394646 SH DEFINED 02 06 07 234346 0 160300 TRANSOCEAN LTD REG SHS H8817H100 832 18545 SH DEFINED 03 06 07 18545 0 0

TYCO INTERNATIONAL LTD SHS H89128104 103924 1847205 SH DEFINED 01 06 07 1465180 0 382025 TYCO INTERNATIONAL LTD SHS H89128104 33607 597343 SH DEFINED 02 06 07 398633 0 198710 TYCO INTERNATIONAL LTD SHS H89128104 856 15215 SH DEFINED 03 06 07 12065 0 3150 CORE LABORATORIES N V COM N22717107 54862 451610 SH DEFINED 01 06 07 310255 0 141355 CORE LABORATORIES N V COM N22717107 1239 10200 SH DEFINED 01 04 06 07 10200 0 0 CORE LABORATORIES N V COM N22717107 32157 264711 SH DEFINED 02 06 07 167026 0 97685 CORE LABORATORIES N V COM N22717107 444 3657 SH DEFINED 03 06 07 3657 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2 35 SH DEFINED 01 06 07 35 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 6026 116645 SH DEFINED 02 06 07 645 0 116000 NXP SEMICONDUCTORS N V COM N6596X109 23740 949238 SH DEFINED 02 06 07 949238 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 10146 290998 SH DEFINED 01 06 07 145787 0 145211 AVAGO TECHNOLOGIES LTD SHS Y0486S104 540 15500 SH DEFINED 01 04 06 07 15500 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 9322 267388 SH DEFINED 02 06 07 180198 0 87190 AVAGO TECHNOLOGIES LTD SHS Y0486S104 187 5369 SH DEFINED 03 06 07 5369 0 0 AFLAC INC COM 001055102 7670 160200 SH DEFINED 02 06 07 0 0 160200 AFLAC INC COM 001055102 42 870 SH DEFINED 03 06 07 870 0 0 AGCO CORP NOTE 1.250%12/1 001084AM4 4112 3270000 PRN DEFINED 02 06 07 3270000 0 0 AGL RES INC COM 001204106 1645 40200 SH DEFINED 02 06 07 0 0 40200 AES CORP COM 00130H105 46180 4209637 SH DEFINED 01 06 07 3238657 0 970980 AES CORP COM 00130H105 15020 1369205 SH DEFINED 02 06 07 1052000 0 317205 AES CORP COM 00130H105 474 43213 SH DEFINED 03 06 07 35503 0 7710 AT&T INC COM 00206R102 102093 2708030 SH DEFINED 01 06 07 2176952 0 531078 AT&T INC COM 00206R102 98095 2601994 SH DEFINED 02 06 07 569822 0 2032172 AT&T INC COM 00206R102 830 22008 SH DEFINED 03 06 07 17498 0 4510 ABBOTT LABS COM 002824100 1 13 SH DEFINED 01 06 07 13 0 0 ABBOTT LABS COM 002824100 37874 552420 SH DEFINED 02 06 07 15720 0 536700 ABERCROMBIE & FITCH CO CL A 002896207 957 28200 SH DEFINED 02 06 07 0 0 28200 ABIOMED INC COM 003654100 7236 344730 SH DEFINED 01 06 07 307780 0 36950 ABIOMED INC COM 003654100 2008 95683 SH DEFINED 02 06 07 95683 0 0 ACTIVISION BLIZZARD INC COM 00507V109 6795 602363 SH DEFINED 01 06 07 582358 0 20005 ACTIVISION BLIZZARD INC COM 00507V109 35 3135 SH DEFINED 03 06 07 3135 0 0 ADOBE SYS INC COM 00724F101 5460 168200 SH DEFINED 02 06 07 0 0 168200 ADVANCED MICRO DEVICES INC COM 007903107 693 205700 SH DEFINED 02 06 07 0 0 205700 AES TR III PFD CV 6.75% 00808N202 822 16500 SH DEFINED 01 06 07 16500 0 0 AETNA INC NEW COM 00817Y108 2 38 SH DEFINED 01 06 07 38 0 0 AETNA INC NEW COM 00817Y108 4544 114745 SH DEFINED 02 06 07 445 0 114300 AGILENT TECHNOLOGIES INC COM 00846U101 1 23 SH DEFINED 01 06 07 23 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 5113 132985 SH DEFINED 02 06 07 13785 0 119200 AGILENT TECHNOLOGIES INC COM 00846U101 44 1152 SH DEFINED 03 06 07 1152 0 0 AIR PRODS & CHEMS INC COM 009158106 572 6918 SH DEFINED 01 06 07 6918 0 0 AIR PRODS & CHEMS INC COM 009158106 33696 407448 SH DEFINED 02 06 07 2335 0 405113 AIR PRODS & CHEMS INC COM 009158106 523 6321 SH DEFINED 03 06 07 6321 0 0 AIRGAS INC COM 009363102 1951 23700 SH DEFINED 02 06 07 0 0 23700 AKAMAI TECHNOLOGIES INC COM 00971T101 2319 60600 SH DEFINED 02 06 07 0 0 60600 ALCOA INC COM 013817101 3229 364900 SH DEFINED 02 06 07 0 0 364900 ALCOA INC NOTE 5.250% 3/1 013817AT8 3677 2475000 PRN DEFINED 02 06 07 2475000 0 0 ALERE INC NOTE 3.000% 5/1 01449JAA3 1676 1775000 PRN DEFINED 02 06 07 1775000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 8292 72479 SH DEFINED 02 06 07 6479 0 66000 ALLEGHENY TECHNOLOGIES INC COM 01741R102 21632 678109 SH DEFINED 01 06 07 336205 0 341904 ALLEGHENY TECHNOLOGIES INC COM 01741R102 676 21200 SH DEFINED 01 04 06 07 21200 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 26451 829170 SH DEFINED 02 06 07 421795 0 407375 ALLEGHENY TECHNOLOGIES INC COM 01741R102 323 10110 SH DEFINED 03 06 07 10110 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 3173 2761000 PRN DEFINED 02 06 07 2761000 0 0 ALLERGAN INC COM 018490102 75634 825883 SH DEFINED 01 06 07 685483 0 140400 ALLERGAN INC COM 018490102 8398 91700 SH DEFINED 01 04 06 07 91700 0 0 ALLERGAN INC COM 018490102 119207 1301668 SH DEFINED 02 06 07 567368 0 734300 ALLERGAN INC COM 018490102 7053 77012 SH DEFINED 03 06 07 76354 0 658 ALLIANCE DATA SYSTEMS CORP COM 018581108 1147 8079 SH DEFINED 01 06 07 7044 0 1035 ALLIANCE DATA SYSTEMS CORP COM 018581108 4269 30072 SH DEFINED 02 06 07 30072 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 23 165 SH DEFINED 03 06 07 165 0 0 ALLSTATE CORP COM 020002101 11501 290357 SH DEFINED 01 06 07 290357 0 0 ALLSTATE CORP COM 020002101 6571 165900 SH DEFINED 02 06 07 0 0 165900 ALPHA NATURAL RESOURCES INC COM 02076X102 495 75400 SH DEFINED 02 06 07 0 0 75400 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 3067 3505000 PRN DEFINED 02 06 07 3505000 0 0 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 38316 43790000 PRN DEFINED 05 06 07 43790000 0 0 ALTERA CORP COM 021441100 3718 109400 SH DEFINED 02 06 07 0 0 109400 AMAZON COM INC COM 023135106 70912 278828 SH DEFINED 01 06 07 231228 0 47600 AMAZON COM INC COM 023135106 7921 31145 SH DEFINED 01 04 06 07 31145 0 0 AMAZON COM INC COM 023135106 119247 468887 SH DEFINED 02 06 07 201202 0 267685 AMAZON COM INC COM 023135106 6321 24854 SH DEFINED 03 06 07 24630 0 224 AMEREN CORP COM 023608102 2712 83000 SH DEFINED 02 06 07 0 0 83000 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 2 66 SH DEFINED 01 06 07 66 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 5153 202548 SH DEFINED 02 06 07 202548 0 0 AMERICAN ELEC PWR INC COM 025537101 88417 2012223 SH DEFINED 01 06 07 1599423 0 412800 AMERICAN ELEC PWR INC COM 025537101 28822 655947 SH DEFINED 02 06 07 444722 0 211225 AMERICAN ELEC PWR INC COM 025537101 751 17095 SH DEFINED 03 06 07 13570 0 3525 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 4464 211751 SH DEFINED 01 06 07 185741 0 26010 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 91 4310 SH DEFINED 03 06 07 4310 0 0 AMERICAN EXPRESS CO COM 025816109 96378 1695011 SH DEFINED 01 06 07 1335411 0 359600 AMERICAN EXPRESS CO COM 025816109 43936 772698 SH DEFINED 02 06 07 395728 0 376970 AMERICAN EXPRESS CO COM 025816109 836 14702 SH DEFINED 03 06 07 11662 0 3040 AMERICAN INTL GROUP INC COM NEW 026874784 2 60 SH DEFINED 01 06 07 60 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 13080 398900 SH DEFINED 02 06 07 0 0 398900 AMERICAN TOWER CORP NEW COM 03027X100 113105 1584323 SH DEFINED 01 06 07 1312003 0 272320 AMERICAN TOWER CORP NEW COM 03027X100 12690 177760 SH DEFINED 01 04 06 07 177760 0 0 AMERICAN TOWER CORP NEW COM 03027X100 142412 1994846 SH DEFINED 02 06 07 1033826 0 961020 AMERICAN TOWER CORP NEW COM 03027X100 10141 142055 SH DEFINED 03 06 07 140775 0 1280 AMERISOURCEBERGEN CORP COM 03073E105 4006 103500 SH DEFINED 02 06 07 17400 0 86100 AMERIPRISE FINL INC COM 03076C106 101424 1789107 SH DEFINED 01 06 07 1435107 0 354000 AMERIPRISE FINL INC COM 03076C106 28200 497443 SH DEFINED 02 06 07 385433 0 112010 AMERIPRISE FINL INC COM 03076C106 835 14725 SH DEFINED 03 06 07 11670 0 3055 AMGEN INC COM 031162100 22243 263795 SH DEFINED 02 06 07 195 0 263600 AMGEN INC COM 031162100 31 367 SH DEFINED 03 06 07 367 0 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 3451 3102000 PRN DEFINED 02 06 07 3102000 0 0 AMPHENOL CORP NEW CL A 032095101 3244 55100 SH DEFINED 02 06 07 0 0 55100 ANADARKO PETE CORP COM 032511107 11952 170945 SH DEFINED 02 06 07 45 0 170900 ANALOG DEVICES INC COM 032654105 4005 102200 SH DEFINED 02 06 07 0 0 102200 ANN INC COM 035623107 1690 44793 SH DEFINED 01 06 07 39733 0 5060 ANN INC COM 035623107 29 775 SH DEFINED 03 06 07 775 0 0 ANSYS INC COM 03662Q105 8003 109030 SH DEFINED 01 06 07 47120 0 61910 ANSYS INC COM 03662Q105 19684 268171 SH DEFINED 02 06 07 158371 0 109800 ANSYS INC COM 03662Q105 110 1494 SH DEFINED 03 06 07 1494 0 0 APACHE CORP COM 037411105 4 44 SH DEFINED 01 06 07 44 0 0 APACHE CORP COM 037411105 11570 133800 SH DEFINED 02 06 07 0 0 133800 APACHE CORP PFD CONV SER D 037411808 3708 76000 SH DEFINED 02 06 07 76000 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 1294 49800 SH DEFINED 02 06 07 0 0 49800 APOLLO GROUP INC CL A 037604105 1002 34500 SH DEFINED 02 06 07 0 0 34500 APPLE INC COM 037833100 198402 297339 SH DEFINED 01 06 07 246439 0 50900 APPLE INC COM 037833100 22553 33800 SH DEFINED 01 04 06 07 33800 0 0 APPLE INC COM 037833100 472183 707645 SH DEFINED 02 06 07 211945 0 495700 APPLE INC COM 037833100 18266 27375 SH DEFINED 03 06 07 27133 0 242 APPLIED MATLS INC COM 038222105 23229 2080517 SH DEFINED 01 06 07 1583617 0 496900 APPLIED MATLS INC COM 038222105 11638 1042360 SH DEFINED 02 06 07 563225 0 479135 APPLIED MATLS INC COM 038222105 236 21125 SH DEFINED 03 06 07 16735 0 4390 ARCELORMITTAL SA LUXEMBOURG NOTE 5.000% 5/1 03938LAK0 1275 1250000 PRN DEFINED 02 06 07 1250000 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 1 49 SH DEFINED 01 06 07 49 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 6124 225300 SH DEFINED 02 06 07 0 0 225300 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 4003 4000000 PRN DEFINED 02 06 07 4000000 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 76483 2733501 SH DEFINED 01 06 07 2125252 0 608249 ARM HLDGS PLC SPONSORED ADR 042068106 7419 265167 SH DEFINED 01 04 06 07 265167 0 0 ARM HLDGS PLC SPONSORED ADR 042068106 102026 3646380 SH DEFINED 02 06 07 2161748 0 1484632 ARM HLDGS PLC SPONSORED ADR 042068106 5604 200280 SH DEFINED 03 06 07 198590 0 1690 ARQULE INC COM 04269E107 6957 1361368 SH DEFINED 01 06 07 1217592 0 143776 ARQULE INC COM 04269E107 1621 317248 SH DEFINED 02 06 07 317248 0 0 ARUBA NETWORKS INC COM 043176106 80970 3601068 SH DEFINED 01 06 07 2959674 0 641394 ARUBA NETWORKS INC COM 043176106 44361 1972922 SH DEFINED 02 06 07 1414686 0 558236 ARUBA NETWORKS INC COM 043176106 172 7662 SH DEFINED 03 06 07 7662 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 1132 40502 SH DEFINED 01 06 07 37802 0 2700 ASBURY AUTOMOTIVE GROUP INC COM 043436104 21 735 SH DEFINED 03 06 07 735 0 0 ASSURANT INC COM 04621X108 1033 27700 SH DEFINED 02 06 07 0 0 27700 ASTRAZENECA PLC SPONSORED ADR 046353108 1226 25620 SH DEFINED 02 06 07 25620 0 0 ATHENAHEALTH INC COM 04685W103 20065 218639 SH DEFINED 01 06 07 109661 0 108978 ATHENAHEALTH INC COM 04685W103 1063 11583 SH DEFINED 01 04 06 07 11583 0 0 ATHENAHEALTH INC COM 04685W103 15456 168420 SH DEFINED 02 06 07 102275 0 66145 ATHENAHEALTH INC COM 04685W103 322 3507 SH DEFINED 03 06 07 3507 0 0 AUTODESK INC COM 052769106 3 86 SH DEFINED 01 06 07 86 0 0 AUTODESK INC COM 052769106 2590 77600 SH DEFINED 02 06 07 0 0 77600 AUTOMATIC DATA PROCESSING IN COM 053015103 9720 165700 SH DEFINED 02 06 07 0 0 165700 AUTONATION INC COM 05329W102 576 13200 SH DEFINED 02 06 07 0 0 13200 AUTOZONE INC COM 053332102 4732 12800 SH DEFINED 02 06 07 0 0 12800 AUXILIUM PHARMACEUTICALS INC COM 05334D107 645 26352 SH DEFINED 02 06 07 26352 0 0 AVALONBAY CMNTYS INC COM 053484101 4501 33100 SH DEFINED 02 06 07 0 0 33100 AVEO PHARMACEUTICALS INC COM 053588109 7999 768366 SH DEFINED 01 06 07 684201 0 84165 AVEO PHARMACEUTICALS INC COM 053588109 1458 140053 SH DEFINED 02 06 07 140053 0 0 AVERY DENNISON CORP COM 053611109 6909 217130 SH DEFINED 01 06 07 217130 0 0 AVERY DENNISON CORP COM 053611109 1104 34700 SH DEFINED 02 06 07 0 0 34700 AVISTA CORP COM 05379B107 1607 62447 SH DEFINED 01 06 07 55412 0 7035 AVISTA CORP COM 05379B107 28 1095 SH DEFINED 03 06 07 1095 0 0 AVNET INC COM 053807103 3509 120620 SH DEFINED 01 06 07 105195 0 15425 AVNET INC COM 053807103 23 800 SH DEFINED 02 06 07 800 0 0 AVNET INC COM 053807103 92 3146 SH DEFINED 03 06 07 3146 0 0 AVON PRODS INC COM 054303102 2357 147800 SH DEFINED 02 06 07 0 0 147800 BB&T CORP COM 054937107 7933 239225 SH DEFINED 02 06 07 125 0 239100 BMC SOFTWARE INC COM 055921100 2083 50200 SH DEFINED 02 06 07 0 0 50200 BAIDU INC SPON ADR REP A 056752108 37840 323915 SH DEFINED 01 06 07 253346 0 70569 BAIDU INC SPON ADR REP A 056752108 3905 33425 SH DEFINED 01 04 06 07 33425 0 0 BAIDU INC SPON ADR REP A 056752108 53282 456100 SH DEFINED 02 06 07 294555 0 161545 BAIDU INC SPON ADR REP A 056752108 2863 24507 SH DEFINED 03 06 07 24302 0 205 BAKER HUGHES INC COM 057224107 92409 2043080 SH DEFINED 01 06 07 1624380 0 418700 BAKER HUGHES INC COM 057224107 29969 662590 SH DEFINED 02 06 07 464945 0 197645 BAKER HUGHES INC COM 057224107 804 17775 SH DEFINED 03 06 07 14085 0 3690 BALL CORP COM 058498106 2238 52900 SH DEFINED 02 06 07 0 0 52900 BANCOLOMBIA S A SPON ADR PREF 05968L102 2609 43700 SH DEFINED 02 06 07 43700 0 0 BANK OF AMERICA CORPORATION COM 060505104 32563 3687770 SH DEFINED 02 06 07 1870 0 3685900 BANK OF AMERICA CORPORATION COM 060505104 13 1455 SH DEFINED 03 06 07 1455 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 3 118 SH DEFINED 01 06 07 118 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 9138 404000 SH DEFINED 02 06 07 0 0 404000 BARD C R INC COM 067383109 3876 37039 SH 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394031 SH DEFINED 01 06 07 323630 0 70401 CHART INDS INC COM PAR $0.01 16115Q308 14892 201648 SH DEFINED 02 06 07 140665 0 60983 CHART INDS INC COM PAR $0.01 16115Q308 58 789 SH DEFINED 03 06 07 789 0 0 CHELSEA THERAPEUTICS INTL LT COM 163428105 3607 3005585 SH DEFINED 01 06 07 2564831 0 440754 CHELSEA THERAPEUTICS INTL LT COM 163428105 1551 1292577 SH DEFINED 02 06 07 943244 0 349333 CHELSEA THERAPEUTICS INTL LT COM 163428105 5 4545 SH DEFINED 03 06 07 4545 0 0 CHESAPEAKE ENERGY CORP COM 165167107 3349 177500 SH DEFINED 02 06 07 0 0 177500 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 952 1000000 PRN DEFINED 02 06 07 1000000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 647 720000 PRN DEFINED 01 06 07 720000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 2596 2890000 PRN DEFINED 02 06 07 2890000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 24869 27690000 PRN DEFINED 05 06 07 27690000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 270 335000 PRN DEFINED 01 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168100 SH DEFINED 02 06 07 0 0 168100 GILEAD SCIENCES INC COM 375558103 17166 258800 SH DEFINED 02 06 07 0 0 258800 GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 4515 3000000 PRN DEFINED 02 06 07 3000000 0 0 GILDAN ACTIVEWEAR INC COM 375916103 14720 464644 SH DEFINED 01 06 07 224233 0 240411 GILDAN ACTIVEWEAR INC COM 375916103 554 17500 SH DEFINED 01 04 06 07 17500 0 0 GILDAN ACTIVEWEAR INC COM 375916103 16446 519139 SH DEFINED 02 06 07 283651 0 235488 GILDAN ACTIVEWEAR INC COM 375916103 230 7268 SH DEFINED 03 06 07 7268 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1133 24505 SH DEFINED 02 06 07 24505 0 0 GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 3462 2858000 PRN DEFINED 02 06 07 2858000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 696 6119 SH DEFINED 01 06 07 6119 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 60875 535497 SH DEFINED 02 06 07 68294 0 467203 GOLDMAN SACHS GROUP INC COM 38141G104 1083 9531 SH DEFINED 03 06 07 9531 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1020 83700 SH 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88473 SH DEFINED 02 06 07 58492 0 29981 GULFPORT ENERGY CORP COM NEW 402635304 12 387 SH DEFINED 03 06 07 387 0 0 HCP INC COM 40414L109 6572 147750 SH DEFINED 02 06 07 850 0 146900 HSBC HLDGS PLC SPON ADR NEW 404280406 1034 22250 SH DEFINED 02 06 07 22250 0 0 HALLIBURTON CO COM 406216101 585 17376 SH DEFINED 01 06 07 17376 0 0 HALLIBURTON CO COM 406216101 43860 1301863 SH DEFINED 02 06 07 236017 0 1065846 HALLIBURTON CO COM 406216101 927 27508 SH DEFINED 03 06 07 27508 0 0 HARLEY DAVIDSON INC COM 412822108 1 31 SH DEFINED 01 06 07 31 0 0 HARLEY DAVIDSON INC COM 412822108 3301 77900 SH DEFINED 02 06 07 0 0 77900 HARMAN INTL INDS INC COM 413086109 81270 1760625 SH DEFINED 01 06 07 1356460 0 404165 HARMAN INTL INDS INC COM 413086109 714 15467 SH DEFINED 01 04 06 07 15467 0 0 HARMAN INTL INDS INC COM 413086109 48543 1051615 SH DEFINED 02 06 07 721618 0 329997 HARMAN INTL INDS INC COM 413086109 386 8362 SH DEFINED 03 06 07 8362 0 0 HARRIS CORP DEL COM 413875105 3006 58686 SH DEFINED 01 06 07 51226 0 7460 HARRIS CORP DEL COM 413875105 1982 38700 SH DEFINED 02 06 07 0 0 38700 HARRIS CORP DEL COM 413875105 61 1185 SH DEFINED 03 06 07 1185 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2 126 SH DEFINED 01 06 07 126 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2899 149100 SH DEFINED 02 06 07 0 0 149100 HARTFORD FINL SVCS GROUP INC DEP CONV PFD 416515708 1795 93965 SH DEFINED 02 06 07 93965 0 0 HASBRO INC COM 418056107 1512 39600 SH DEFINED 02 06 07 0 0 39600 HAWAIIAN ELEC INDUSTRIES COM 419870100 2655 100913 SH DEFINED 01 06 07 88708 0 12205 HAWAIIAN ELEC INDUSTRIES COM 419870100 52 1970 SH DEFINED 03 06 07 1970 0 0 HEALTH CARE REIT INC COM 42217K106 1765 30567 SH DEFINED 01 06 07 26686 0 3881 HEALTH CARE REIT INC COM 42217K106 5024 87000 SH DEFINED 02 06 07 0 0 87000 HEALTH CARE REIT INC COM 42217K106 35 614 SH DEFINED 03 06 07 614 0 0 HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 3381 2850000 PRN DEFINED 02 06 07 2850000 0 0 HEARTWARE INTL INC COM 422368100 12459 131852 SH DEFINED 01 06 07 108724 0 23128 HEARTWARE INTL INC COM 422368100 6870 72701 SH DEFINED 02 06 07 53132 0 19569 HEARTWARE INTL INC COM 422368100 24 255 SH DEFINED 03 06 07 255 0 0 HEINZ H J CO COM 423074103 6127 109500 SH DEFINED 02 06 07 0 0 109500 HELMERICH & PAYNE INC COM 423452101 1719 36100 SH DEFINED 02 06 07 0 0 36100 HERSHEY CO COM 427866108 3679 51900 SH DEFINED 02 06 07 0 0 51900 HESS CORP COM 42809H107 5458 101600 SH DEFINED 02 06 07 0 0 101600 HEWLETT PACKARD CO COM 428236103 2 111 SH DEFINED 01 06 07 111 0 0 HEWLETT PACKARD CO COM 428236103 11473 672500 SH DEFINED 02 06 07 0 0 672500 HEXCEL CORP NEW COM 428291108 37266 1551460 SH DEFINED 01 06 07 1323410 0 228050 HEXCEL CORP NEW COM 428291108 14342 597095 SH DEFINED 02 06 07 445095 0 152000 HEXCEL CORP NEW COM 428291108 47 1975 SH DEFINED 03 06 07 1975 0 0 HITTITE MICROWAVE CORP COM 43365Y104 1484 26750 SH DEFINED 02 06 07 26750 0 0 HOLOGIC INC COM 436440101 74125 3662292 SH DEFINED 01 06 07 2779276 0 883016 HOLOGIC INC COM 436440101 20040 990136 SH DEFINED 02 06 07 898866 0 91270 HOLOGIC INC COM 436440101 742 36677 SH DEFINED 03 06 07 29912 0 6765 HOLOGIC INC FRNT 2.000%12/1 436440AB7 897 800000 PRN DEFINED 02 06 07 800000 0 0 HOME DEPOT INC COM 437076102 154819 2564499 SH DEFINED 01 06 07 2060199 0 504300 HOME DEPOT INC COM 437076102 68963 1142344 SH DEFINED 02 06 07 568099 0 574245 HOME DEPOT INC COM 437076102 1385 22942 SH DEFINED 03 06 07 18432 0 4510 HOME PROPERTIES INC COM 437306103 1999 32624 SH DEFINED 01 06 07 28734 0 3890 HOME PROPERTIES INC COM 437306103 40 645 SH DEFINED 03 06 07 645 0 0 HONEYWELL INTL INC COM 438516106 111860 1872131 SH DEFINED 01 06 07 1475531 0 396600 HONEYWELL INTL INC COM 438516106 70010 1171722 SH DEFINED 02 06 07 495985 0 675737 HONEYWELL INTL INC COM 438516106 1649 27603 SH DEFINED 03 06 07 24463 0 3140 HORMEL FOODS CORP COM 440452100 1342 45900 SH DEFINED 02 06 07 0 0 45900 HOSPIRA INC COM 441060100 1881 57323 SH DEFINED 01 06 07 50033 0 7290 HOSPIRA INC COM 441060100 1854 56500 SH DEFINED 02 06 07 0 0 56500 HOSPIRA INC COM 441060100 38 1155 SH DEFINED 03 06 07 1155 0 0 HOST HOTELS & RESORTS INC COM 44107P104 3966 247100 SH DEFINED 02 06 07 0 0 247100 HUDSON CITY BANCORP COM 443683107 1294 162600 SH DEFINED 02 06 07 0 0 162600 HUMANA INC COM 444859102 3879 55300 SH DEFINED 02 06 07 0 0 55300 HUNTINGTON BANCSHARES INC COM 446150104 2026 293600 SH DEFINED 02 06 07 0 0 293600 IPG PHOTONICS CORP COM 44980X109 22053 384866 SH DEFINED 01 06 07 286631 0 98235 IPG PHOTONICS CORP COM 44980X109 292 5100 SH DEFINED 01 04 06 07 5100 0 0 IPG PHOTONICS CORP COM 44980X109 14189 247632 SH DEFINED 02 06 07 174962 0 72670 IPG PHOTONICS CORP COM 44980X109 120 2090 SH DEFINED 03 06 07 2090 0 0 IXIA COM 45071R109 16361 1018099 SH DEFINED 01 06 07 908424 0 109675 IXIA COM 45071R109 3734 232350 SH DEFINED 02 06 07 232350 0 0 IHS INC CL A 451734107 12577 129193 SH DEFINED 01 06 07 64804 0 64389 IHS INC CL A 451734107 672 6900 SH DEFINED 01 04 06 07 6900 0 0 IHS INC CL A 451734107 9708 99718 SH DEFINED 02 06 07 60600 0 39118 IHS INC CL A 451734107 201 2065 SH DEFINED 03 06 07 2065 0 0 ILLINOIS TOOL WKS INC COM 452308109 8772 147500 SH DEFINED 02 06 07 0 0 147500 ILLUMINA INC COM 452327109 47845 992630 SH DEFINED 01 06 07 728690 0 263940 ILLUMINA INC COM 452327109 704 14600 SH DEFINED 01 04 06 07 14600 0 0 ILLUMINA INC COM 452327109 28264 586391 SH DEFINED 02 06 07 394301 0 192090 ILLUMINA INC COM 452327109 304 6300 SH DEFINED 03 06 07 6300 0 0 IMMUNOGEN INC COM 45253H101 8360 572613 SH DEFINED 01 06 07 510388 0 62225 IMMUNOGEN INC COM 45253H101 1498 102586 SH DEFINED 02 06 07 102586 0 0 IMPAX LABORATORIES INC COM 45256B101 29320 1129430 SH DEFINED 01 06 07 936142 0 193288 IMPAX LABORATORIES INC COM 45256B101 13592 523558 SH DEFINED 02 06 07 368358 0 155200 IMPAX LABORATORIES INC COM 45256B101 53 2030 SH DEFINED 03 06 07 2030 0 0 INCYTE CORP COM 45337C102 14399 797701 SH DEFINED 01 06 07 657423 0 140278 INCYTE CORP COM 45337C102 7025 389190 SH DEFINED 02 06 07 269590 0 119600 INCYTE CORP COM 45337C102 28 1555 SH DEFINED 03 06 07 1555 0 0 INFOBLOX INC COM 45672H104 18847 810644 SH DEFINED 01 06 07 699937 0 110707 INFOBLOX INC COM 45672H104 6446 277252 SH DEFINED 02 06 07 226193 0 51059 INFOBLOX INC COM 45672H104 15 663 SH DEFINED 03 06 07 663 0 0 INFOSYS LTD SPONSORED ADR 456788108 1 17 SH DEFINED 01 06 07 17 0 0 INFOSYS LTD SPONSORED ADR 456788108 4313 88850 SH DEFINED 02 06 07 88850 0 0 INTEL CORP COM 458140100 90977 4011347 SH DEFINED 01 06 07 3227547 0 783800 INTEL CORP COM 458140100 60416 2663858 SH DEFINED 02 06 07 864033 0 1799825 INTEL CORP COM 458140100 817 36030 SH DEFINED 03 06 07 29225 0 6805 INTEL CORP SDCV 2.950%12/1 458140AD2 1232 1133000 PRN DEFINED 02 06 07 1133000 0 0 INTEL CORP SDCV 3.250% 8/0 458140AF7 2687 2180000 PRN DEFINED 02 06 07 2180000 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 1389 26600 SH DEFINED 02 06 07 0 0 26600 INTERCONTINENTALEXCHANGE INC COM 45865V100 3322 24900 SH DEFINED 02 06 07 0 0 24900 INTERNATIONAL BUSINESS MACHS COM 459200101 76245 367534 SH DEFINED 02 06 07 134 0 367400 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2371 39792 SH DEFINED 01 06 07 34727 0 5065 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1662 27900 SH DEFINED 02 06 07 0 0 27900 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 50 839 SH DEFINED 03 06 07 839 0 0 INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 1829 1751000 PRN DEFINED 02 06 07 1751000 0 0 INTL PAPER CO COM 460146103 5447 149980 SH DEFINED 02 06 07 380 0 149600 INTL PAPER CO COM 460146103 1 38 SH DEFINED 03 06 07 38 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 2965 104508 SH DEFINED 01 06 07 91845 0 12663 INTERNATIONAL SPEEDWAY CORP CL A 460335201 57 2015 SH DEFINED 03 06 07 2015 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1662 149500 SH DEFINED 02 06 07 0 0 149500 INTUIT COM 461202103 5558 94400 SH DEFINED 02 06 07 0 0 94400 INTUITIVE SURGICAL INC COM NEW 46120E602 57172 115353 SH DEFINED 01 06 07 82535 0 32818 INTUITIVE SURGICAL INC COM NEW 46120E602 5229 10550 SH DEFINED 01 04 06 07 10550 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 70438 142118 SH DEFINED 02 06 07 77073 0 65045 INTUITIVE SURGICAL INC COM NEW 46120E602 3649 7362 SH DEFINED 03 06 07 7302 0 60 IRON MTN INC COM 462846106 1 27 SH DEFINED 01 06 07 27 0 0 IRON MTN INC COM 462846106 1763 51700 SH DEFINED 02 06 07 0 0 51700 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 18896 1478563 SH DEFINED 01 06 07 1108183 0 370380 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 183 14300 SH DEFINED 01 04 06 07 14300 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 11755 919795 SH DEFINED 02 06 07 598584 0 321211 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 95 7420 SH DEFINED 03 06 07 7420 0 0 ISHARES INC MSCI JAPAN 464286848 150 16360 SH DEFINED 01 06 07 16360 0 0 ISHARES TR MSCI EAFE INDEX 464287465 1757 33150 SH DEFINED 02 06 07 33150 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 2 103 SH DEFINED 01 06 07 103 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 2934 192013 SH DEFINED 02 06 07 192013 0 0 JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 466090AA5 1626 1721000 PRN DEFINED 02 06 07 1721000 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 982 79300 SH DEFINED 02 06 07 0 0 79300 JPMORGAN CHASE & CO COM 46625H100 126291 3119845 SH DEFINED 01 06 07 2493705 0 626140 JPMORGAN CHASE & CO COM 46625H100 141914 3505783 SH DEFINED 02 06 07 883735 0 2622048 JPMORGAN CHASE & CO COM 46625H100 2426 59934 SH DEFINED 03 06 07 54661 0 5273 JABIL CIRCUIT INC COM 466313103 1198 64000 SH DEFINED 02 06 07 0 0 64000 JACOBS ENGR GROUP INC DEL COM 469814107 3126 77322 SH DEFINED 01 06 07 67227 0 10095 JACOBS ENGR GROUP INC DEL COM 469814107 1795 44400 SH DEFINED 02 06 07 0 0 44400 JACOBS ENGR GROUP INC DEL COM 469814107 63 1550 SH DEFINED 03 06 07 1550 0 0 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 286 269000 PRN DEFINED 01 06 07 256000 0 13000 JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 4357 4096000 PRN DEFINED 02 06 07 4096000 0 0 JARDEN CORP COM 471109108 3121 59063 SH DEFINED 01 06 07 51584 0 7479 JARDEN CORP COM 471109108 61 1145 SH DEFINED 03 06 07 1145 0 0 JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 3557 3680000 PRN DEFINED 02 06 07 3680000 0 0 JIVE SOFTWARE INC COM 47760A108 0 27 SH DEFINED 01 06 07 27 0 0 JIVE SOFTWARE INC COM 47760A108 2359 150150 SH DEFINED 02 06 07 150150 0 0 JOHNSON & JOHNSON COM 478160104 67420 978379 SH DEFINED 01 06 07 788979 0 189400 JOHNSON & JOHNSON COM 478160104 124580 1807866 SH DEFINED 02 06 07 253266 0 1554600 JOHNSON & JOHNSON COM 478160104 1311 19028 SH DEFINED 03 06 07 17363 0 1665 JOHNSON CTLS INC COM 478366107 6409 233900 SH DEFINED 02 06 07 0 0 233900 JOHNSON CTLS INC COM 478366107 2 76 SH DEFINED 03 06 07 76 0 0 JONES LANG LASALLE INC COM 48020Q107 2301 30131 SH DEFINED 01 06 07 26556 0 3575 JONES LANG LASALLE INC COM 48020Q107 36 465 SH DEFINED 02 06 07 465 0 0 JONES LANG LASALLE INC COM 48020Q107 44 575 SH DEFINED 03 06 07 575 0 0 JOY GLOBAL INC COM 481165108 1446 25796 SH DEFINED 01 06 07 22476 0 3320 JOY GLOBAL INC COM 481165108 2029 36200 SH DEFINED 02 06 07 0 0 36200 JOY GLOBAL INC COM 481165108 31 545 SH DEFINED 03 06 07 545 0 0 JUNIPER NETWORKS INC COM 48203R104 3082 180100 SH DEFINED 02 06 07 0 0 180100 KLA-TENCOR CORP COM 482480100 2719 57000 SH DEFINED 02 06 07 0 0 57000 KKR FINANCIAL HLDGS LLC COM 48248A306 1899 188995 SH DEFINED 01 06 07 167320 0 21675 KKR FINANCIAL HLDGS LLC COM 48248A306 35 3460 SH DEFINED 03 06 07 3460 0 0 KKR & CO L P DEL COM UNITS 48248M102 30220 2000000 SH DEFINED 02 06 07 2000000 0 0 KT CORP SPONSORED ADR 48268K101 1539 98388 SH DEFINED 02 06 07 98388 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 21955 289714 SH DEFINED 01 06 07 234596 0 55118 KANSAS CITY SOUTHERN COM NEW 485170302 10893 143744 SH DEFINED 02 06 07 91844 0 51900 KANSAS CITY SOUTHERN COM NEW 485170302 51 675 SH DEFINED 03 06 07 675 0 0 KB HOME COM 48666K109 2313 161167 SH DEFINED 01 06 07 142772 0 18395 KB HOME COM 48666K109 42 2925 SH DEFINED 03 06 07 2925 0 0 KELLOGG CO COM 487836108 4360 84400 SH DEFINED 02 06 07 0 0 84400 KENNAMETAL INC COM 489170100 4163 112275 SH DEFINED 01 06 07 98075 0 14200 KENNAMETAL INC COM 489170100 84 2260 SH DEFINED 03 06 07 2260 0 0 KEYCORP NEW COM 493267108 4139 473587 SH DEFINED 01 06 07 413957 0 59630 KEYCORP NEW COM 493267108 2820 322700 SH DEFINED 02 06 07 0 0 322700 KEYCORP NEW COM 493267108 83 9495 SH DEFINED 03 06 07 9495 0 0 KILROY RLTY CORP COM 49427F108 1576 35202 SH DEFINED 01 06 07 31112 0 4090 KILROY RLTY CORP COM 49427F108 33 735 SH DEFINED 03 06 07 735 0 0 KIMBERLY CLARK CORP COM 494368103 16363 190756 SH DEFINED 01 06 07 164956 0 25800 KIMBERLY CLARK CORP COM 494368103 16239 189313 SH DEFINED 02 06 07 49178 0 140135 KIMBERLY CLARK CORP COM 494368103 161 1874 SH DEFINED 03 06 07 1469 0 405 KIMCO RLTY CORP COM 49446R109 16700 823870 SH DEFINED 01 06 07 801745 0 22125 KIMCO RLTY CORP COM 49446R109 2822 139200 SH DEFINED 02 06 07 0 0 139200 KIMCO RLTY CORP COM 49446R109 71 3520 SH DEFINED 03 06 07 3520 0 0 KINDER MORGAN INC DEL COM 49456B101 6930 195100 SH DEFINED 02 06 07 0 0 195100 KOHLS CORP COM 500255104 3803 74258 SH DEFINED 02 06 07 458 0 73800 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 27178 1158986 SH DEFINED 01 06 07 632586 0 526400 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 1432 61075 SH DEFINED 02 06 07 460 0 60615 KRAFT FOODS INC CL A 50075N104 118750 2871830 SH DEFINED 01 06 07 2299840 0 571990 KRAFT FOODS INC CL A 50075N104 85713 2072870 SH DEFINED 02 06 07 623572 0 1449298 KRAFT FOODS INC CL A 50075N104 1572 38019 SH DEFINED 03 06 07 33129 0 4890 KRATON PERFORMANCE POLYMERS COM 50077C106 19528 748206 SH DEFINED 01 06 07 667248 0 80958 KRATON PERFORMANCE POLYMERS COM 50077C106 3527 135140 SH DEFINED 02 06 07 135140 0 0 KROGER CO COM 501044101 4404 187090 SH DEFINED 02 06 07 790 0 186300 LSI CORPORATION COM 502161102 1318 190700 SH DEFINED 02 06 07 0 0 190700 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2366 33000 SH DEFINED 02 06 07 0 0 33000 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3033 32800 SH DEFINED 02 06 07 0 0 32800 LAM RESEARCH CORP COM 512807108 25019 787128 SH DEFINED 01 06 07 600551 0 186577 LAM RESEARCH CORP COM 512807108 9085 285840 SH DEFINED 02 06 07 202965 0 82875 LAM RESEARCH CORP COM 512807108 266 8354 SH DEFINED 03 06 07 6789 0 1565 LAUDER ESTEE COS INC CL A 518439104 35 565 SH DEFINED 01 06 07 565 0 0 LAUDER ESTEE COS INC CL A 518439104 5104 82895 SH DEFINED 02 06 07 795 0 82100 LEGGETT & PLATT INC COM 524660107 1205 48100 SH DEFINED 02 06 07 0 0 48100 LEGG MASON INC COM 524901105 1014 41100 SH DEFINED 02 06 07 0 0 41100 LENNAR CORP CL A 526057104 102464 2946911 SH DEFINED 01 06 07 2348366 0 598545 LENNAR CORP CL A 526057104 27041 777698 SH DEFINED 02 06 07 653871 0 123827 LENNAR CORP CL A 526057104 964 27721 SH DEFINED 03 06 07 22468 0 5253 LEUCADIA NATL CORP COM 527288104 1542 67800 SH DEFINED 02 06 07 0 0 67800 LIBERTY MEDIA CORP DEB 3.250% 3/1 530715AR2 1633 1735000 PRN DEFINED 02 06 07 1735000 0 0 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 3067 2191000 PRN DEFINED 02 06 07 2191000 0 0 LIBERTY PPTY TR SH BEN INT 531172104 2505 69131 SH DEFINED 01 06 07 60696 0 8435 LIBERTY PPTY TR SH BEN INT 531172104 52 1430 SH DEFINED 03 06 07 1430 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 65677 1343647 SH DEFINED 01 06 07 1080047 0 263600 LIFE TECHNOLOGIES CORP COM 53217V109 6741 137900 SH DEFINED 01 04 06 07 137900 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 131642 2693166 SH DEFINED 02 06 07 1116847 0 1576319 LIFE TECHNOLOGIES CORP COM 53217V109 6597 134960 SH DEFINED 03 06 07 133956 0 1004 LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 1679 1545000 PRN DEFINED 02 06 07 1545000 0 0 LILLY ELI & CO COM 532457108 16560 349300 SH DEFINED 02 06 07 0 0 349300 LIMITED BRANDS INC COM 532716107 4033 81881 SH DEFINED 02 06 07 281 0 81600 LINCOLN NATL CORP IND COM 534187109 1 29 SH DEFINED 01 06 07 29 0 0 LINCOLN NATL CORP IND COM 534187109 2310 95500 SH DEFINED 02 06 07 0 0 95500 LINEAR TECHNOLOGY CORP COM 535678106 2510 78800 SH DEFINED 02 06 07 0 0 78800 LINKEDIN CORP COM CL A 53578A108 9871 81983 SH DEFINED 01 06 07 39423 0 42560 LINKEDIN CORP COM CL A 53578A108 373 3100 SH DEFINED 01 04 06 07 3100 0 0 LINKEDIN CORP COM CL A 53578A108 11021 91540 SH DEFINED 02 06 07 50280 0 41260 LINKEDIN CORP COM CL A 53578A108 151 1250 SH DEFINED 03 06 07 1250 0 0 LOCKHEED MARTIN CORP COM 539830109 1 6 SH DEFINED 01 06 07 6 0 0 LOCKHEED MARTIN CORP COM 539830109 8619 92296 SH DEFINED 02 06 07 196 0 92100 LOEWS CORP COM 540424108 4 89 SH DEFINED 01 06 07 89 0 0 LOEWS CORP COM 540424108 4411 106900 SH DEFINED 02 06 07 0 0 106900 LOWES COS INC COM 548661107 11867 392440 SH DEFINED 02 06 07 2340 0 390100 LOWES COS INC COM 548661107 8 255 SH DEFINED 03 06 07 255 0 0 LUFKIN INDS INC COM 549764108 61522 1143108 SH DEFINED 01 06 07 862288 0 280820 LUFKIN INDS INC COM 549764108 685 12732 SH DEFINED 01 04 06 07 12732 0 0 LUFKIN INDS INC COM 549764108 34232 636050 SH DEFINED 02 06 07 425288 0 210762 LUFKIN INDS INC COM 549764108 303 5625 SH DEFINED 03 06 07 5625 0 0 M & T BK CORP COM 55261F104 3921 41200 SH DEFINED 02 06 07 0 0 41200 MBIA INC COM 55262C100 1563 154252 SH DEFINED 01 06 07 135757 0 18495 MBIA INC COM 55262C100 30 2955 SH DEFINED 03 06 07 2955 0 0 MFA FINANCIAL INC COM 55272X102 40 4710 SH DEFINED 01 06 07 4710 0 0 MFA FINANCIAL INC COM 55272X102 66 7751 SH DEFINED 02 06 07 7751 0 0 MRC GLOBAL INC COM 55345K103 19881 808508 SH DEFINED 01 06 07 721429 0 87079 MRC GLOBAL INC COM 55345K103 3651 148486 SH DEFINED 02 06 07 148486 0 0 MSC INDL DIRECT INC CL A 553530106 15504 229824 SH DEFINED 01 06 07 110939 0 118885 MSC INDL DIRECT INC CL A 553530106 614 9100 SH DEFINED 01 04 06 07 9100 0 0 MSC INDL DIRECT INC CL A 553530106 18122 268640 SH DEFINED 02 06 07 157545 0 111095 MSC INDL DIRECT INC CL A 553530106 237 3510 SH DEFINED 03 06 07 3510 0 0 MACYS INC COM 55616P104 5196 138130 SH DEFINED 02 06 07 430 0 137700 MADDEN STEVEN LTD COM 556269108 16405 375227 SH DEFINED 01 06 07 334754 0 40473 MADDEN STEVEN LTD COM 556269108 2927 66946 SH DEFINED 02 06 07 66946 0 0 MAG SILVER CORP COM 55903Q104 487 40000 SH DEFINED 01 06 07 40000 0 0 MAP PHARMACEUTICALS INC COM 56509R108 12956 832114 SH DEFINED 01 06 07 685319 0 146795 MAP PHARMACEUTICALS INC COM 56509R108 6701 430360 SH DEFINED 02 06 07 305860 0 124500 MAP PHARMACEUTICALS INC COM 56509R108 25 1625 SH DEFINED 03 06 07 1625 0 0 MARATHON OIL CORP COM 565849106 7129 241100 SH DEFINED 02 06 07 0 0 241100 MARATHON PETE CORP COM 56585A102 6316 115700 SH DEFINED 02 06 07 0 0 115700 MARKETAXESS HLDGS INC COM 57060D108 11395 360613 SH DEFINED 01 06 07 321838 0 38775 MARKETAXESS HLDGS INC COM 57060D108 2041 64580 SH DEFINED 02 06 07 64580 0 0 MARKET VECTORS ETF TR BRAZL SMCP ETF 57060U613 929 22732 SH DEFINED 02 06 07 22732 0 0 MARSH & MCLENNAN COS INC COM 571748102 6314 186100 SH DEFINED 02 06 07 0 0 186100 MARRIOTT INTL INC NEW CL A 571903202 3616 92483 SH DEFINED 01 06 07 80741 0 11742 MARRIOTT INTL INC NEW CL A 571903202 3367 86100 SH DEFINED 02 06 07 0 0 86100 MARRIOTT INTL INC NEW CL A 571903202 73 1857 SH DEFINED 03 06 07 1857 0 0 MASCO CORP COM 574599106 1838 122100 SH DEFINED 02 06 07 0 0 122100 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 1061 1150000 PRN DEFINED 01 06 07 1150000 0 0 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 1799 1950000 PRN DEFINED 02 06 07 1950000 0 0 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 35392 38365000 PRN DEFINED 05 06 07 38365000 0 0 MASTERCARD INC CL A 57636Q104 17664 39125 SH DEFINED 02 06 07 2425 0 36700 MATERION CORP COM 576690101 16806 706135 SH DEFINED 01 06 07 631141 0 74994 MATERION CORP COM 576690101 4453 187105 SH DEFINED 02 06 07 187105 0 0 MATTEL INC COM 577081102 4137 116600 SH DEFINED 02 06 07 0 0 116600 MAXIM INTEGRATED PRODS INC COM 57772K101 7901 296814 SH DEFINED 01 06 07 279999 0 16815 MAXIM INTEGRATED PRODS INC COM 57772K101 40 1500 SH DEFINED 02 06 07 1500 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 112 4220 SH DEFINED 03 06 07 4220 0 0 MCCORMICK & CO INC COM NON VTG 579780206 2817 45400 SH DEFINED 02 06 07 0 0 45400 MCDONALDS CORP COM 580135101 31659 345054 SH DEFINED 02 06 07 154 0 344900 MCGRAW HILL COS INC COM 580645109 5230 95800 SH DEFINED 02 06 07 0 0 95800 MCKESSON CORP COM 58155Q103 555 6448 SH DEFINED 01 06 07 6448 0 0 MCKESSON CORP COM 58155Q103 34462 400578 SH DEFINED 02 06 07 2528 0 398050 MCKESSON CORP COM 58155Q103 507 5894 SH DEFINED 03 06 07 5894 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 56303 768324 SH DEFINED 01 06 07 636474 0 131850 MEAD JOHNSON NUTRITION CO COM 582839106 6229 85000 SH DEFINED 01 04 06 07 85000 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 71689 978295 SH DEFINED 02 06 07 512945 0 465350 MEAD JOHNSON NUTRITION CO COM 582839106 4975 67891 SH DEFINED 03 06 07 67281 0 610 MEADWESTVACO CORP COM 583334107 40505 1323692 SH DEFINED 01 06 07 1064492 0 259200 MEADWESTVACO CORP COM 583334107 11576 378312 SH DEFINED 02 06 07 288467 0 89845 MEADWESTVACO CORP COM 583334107 336 10995 SH DEFINED 03 06 07 8710 0 2285 MEDICAL PPTYS TRUST INC COM 58463J304 114 10950 SH DEFINED 01 06 07 10950 0 0 MEDTRONIC INC COM 585055106 55212 1280432 SH DEFINED 01 06 07 1025732 0 254700 MEDTRONIC INC COM 585055106 28632 664005 SH DEFINED 02 06 07 286390 0 377615 MEDTRONIC INC COM 585055106 470 10893 SH DEFINED 03 06 07 8638 0 2255 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 2769 2760000 PRN DEFINED 02 06 07 2760000 0 0 MERCADOLIBRE INC COM 58733R102 1280 15500 SH DEFINED 02 06 07 15500 0 0 MERCK & CO INC NEW COM 58933Y105 3 73 SH DEFINED 01 06 07 73 0 0 MERCK & CO INC NEW COM 58933Y105 49600 1099784 SH DEFINED 02 06 07 58084 0 1041700 MERCK & CO INC NEW COM 58933Y105 9 198 SH DEFINED 03 06 07 198 0 0 MERGE HEALTHCARE INC COM 589499102 25704 6711357 SH DEFINED 01 06 07 6002932 0 708425 MERGE HEALTHCARE INC COM 589499102 4617 1205461 SH DEFINED 02 06 07 1205461 0 0 METLIFE INC COM 59156R108 3 91 SH DEFINED 01 06 07 91 0 0 METLIFE INC COM 59156R108 12519 363300 SH DEFINED 02 06 07 0 0 363300 METLIFE INC UNIT 99/99/9999 59156R116 484 7000 SH DEFINED 01 06 07 0 0 7000 METLIFE INC UNIT 99/99/9999 59156R116 4285 62000 SH DEFINED 02 06 07 62000 0 0 METROPCS COMMUNICATIONS INC COM 591708102 1266 108100 SH DEFINED 02 06 07 0 0 108100 MICROSOFT CORP COM 594918104 2 73 SH DEFINED 01 06 07 73 0 0 MICROSOFT CORP COM 594918104 76874 2581400 SH DEFINED 02 06 07 800 0 2580600 MICROSOFT CORP COM 594918104 114 3816 SH DEFINED 03 06 07 3816 0 0 MICROSTRATEGY INC CL A NEW 594972408 38645 288246 SH DEFINED 01 06 07 237513 0 50733 MICROSTRATEGY INC CL A NEW 594972408 21576 160928 SH DEFINED 02 06 07 117902 0 43026 MICROSTRATEGY INC CL A NEW 594972408 82 612 SH DEFINED 03 06 07 612 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 7997 244246 SH DEFINED 01 06 07 244246 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2180 66578 SH DEFINED 02 06 07 378 0 66200 MICRON TECHNOLOGY INC COM 595112103 2083 348000 SH DEFINED 02 06 07 0 0 348000 MIDSTATES PETE CO INC COM 59804T100 4108 474953 SH DEFINED 01 06 07 390931 0 84022 MIDSTATES PETE CO INC COM 59804T100 1950 225445 SH DEFINED 02 06 07 148780 0 76665 MIDSTATES PETE CO INC COM 59804T100 9 997 SH DEFINED 03 06 07 997 0 0 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 742 22086 SH DEFINED 02 06 07 22086 0 0 MOLEX INC COM 608554101 1238 47100 SH DEFINED 02 06 07 0 0 47100 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 4088 3950000 PRN DEFINED 02 06 07 3950000 0 0 MONSANTO CO NEW COM 61166W101 1 11 SH DEFINED 01 06 07 11 0 0 MONSANTO CO NEW COM 61166W101 16593 182300 SH DEFINED 02 06 07 0 0 182300 MONSANTO CO NEW COM 61166W101 14 155 SH DEFINED 03 06 07 155 0 0 MONSTER BEVERAGE CORP COM 611740101 6014 111039 SH DEFINED 01 06 07 55009 0 56030 MONSTER BEVERAGE CORP COM 611740101 325 6000 SH DEFINED 01 04 06 07 6000 0 0 MONSTER BEVERAGE CORP COM 611740101 7614 140580 SH DEFINED 02 06 07 53700 0 86880 MONSTER BEVERAGE CORP COM 611740101 103 1897 SH DEFINED 03 06 07 1897 0 0 MONSTER WORLDWIDE INC COM 611742107 1337 182439 SH DEFINED 01 06 07 159959 0 22480 MONSTER WORLDWIDE INC COM 611742107 26 3535 SH DEFINED 03 06 07 3535 0 0 MOODYS CORP COM 615369105 2920 66100 SH DEFINED 02 06 07 0 0 66100 MORGAN STANLEY COM NEW 617446448 7926 473500 SH DEFINED 02 06 07 500 0 473000 MORGAN STANLEY COM NEW 617446448 9 511 SH DEFINED 03 06 07 511 0 0 MOSAIC CO NEW COM 61945C103 2 39 SH DEFINED 01 06 07 39 0 0 MOSAIC CO NEW COM 61945C103 5450 94600 SH DEFINED 02 06 07 0 0 94600 MOTOROLA SOLUTIONS INC COM NEW 620076307 15082 298357 SH DEFINED 02 06 07 0 0 298357 MOTOROLA SOLUTIONS INC COM NEW 620076307 1 23 SH DEFINED 03 06 07 23 0 0 MURPHY OIL CORP COM 626717102 3120 58114 SH DEFINED 01 06 07 50749 0 7365 MURPHY OIL CORP COM 626717102 3388 63100 SH DEFINED 02 06 07 0 0 63100 MURPHY OIL CORP COM 626717102 64 1200 SH DEFINED 03 06 07 1200 0 0 MYLAN INC COM 628530107 82756 3391651 SH DEFINED 01 06 07 2313446 0 1078205 MYLAN INC COM 628530107 815 33400 SH DEFINED 01 04 06 07 33400 0 0 MYLAN INC COM 628530107 45652 1870988 SH DEFINED 02 06 07 1185560 0 685428 MYLAN INC COM 628530107 969 39732 SH DEFINED 03 06 07 34957 0 4775 MYLAN INC NOTE 3.750% 9/1 628530AJ6 297 155000 PRN DEFINED 01 06 07 0 0 155000 MYLAN INC NOTE 3.750% 9/1 628530AJ6 3647 1905000 PRN DEFINED 02 06 07 1905000 0 0 NRG ENERGY INC COM NEW 629377508 1 44 SH DEFINED 01 06 07 44 0 0 NRG ENERGY INC COM NEW 629377508 1666 77900 SH DEFINED 02 06 07 0 0 77900 NYSE EURONEXT COM 629491101 1 38 SH DEFINED 01 06 07 38 0 0 NYSE EURONEXT COM 629491101 2073 84100 SH DEFINED 02 06 07 0 0 84100 NASDAQ OMX GROUP INC COM 631103108 943 40500 SH DEFINED 02 06 07 0 0 40500 NASDAQ OMX GROUP INC NOTE 2.500% 8/1 631103AA6 2692 2675000 PRN DEFINED 02 06 07 2675000 0 0 NATIONAL OILWELL VARCO INC COM 637071101 44034 549663 SH DEFINED 01 06 07 459213 0 90450 NATIONAL OILWELL VARCO INC COM 637071101 4847 60500 SH DEFINED 01 04 06 07 60500 0 0 NATIONAL OILWELL VARCO INC COM 637071101 83668 1044410 SH DEFINED 02 06 07 366660 0 677750 NATIONAL OILWELL VARCO INC COM 637071101 4264 53231 SH DEFINED 03 06 07 52796 0 435 NETAPP INC COM 64110D104 4097 124600 SH DEFINED 02 06 07 300 0 124300 NETAPP INC COM 64110D104 10 306 SH DEFINED 03 06 07 306 0 0 NETAPP INC NOTE 1.750% 6/0 64110DAB0 3321 2916000 PRN DEFINED 02 06 07 2916000 0 0 NETFLIX INC COM 64110L106 1034 19000 SH DEFINED 02 06 07 0 0 19000 NETSCOUT SYS INC COM 64115T104 21329 836120 SH DEFINED 01 06 07 746245 0 89875 NETSCOUT SYS INC COM 64115T104 3804 149120 SH DEFINED 02 06 07 149120 0 0 NETSUITE INC COM 64118Q107 2976 46650 SH DEFINED 02 06 07 46650 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 10917 770988 SH DEFINED 01 06 07 770988 0 0 NEWELL RUBBERMAID INC COM 651229106 1897 99370 SH DEFINED 02 06 07 570 0 98800 NEWFIELD EXPL CO COM 651290108 1 23 SH DEFINED 01 06 07 23 0 0 NEWFIELD EXPL CO COM 651290108 1447 46200 SH DEFINED 02 06 07 0 0 46200 NEWMONT MINING CORP COM 651639106 9505 169700 SH DEFINED 02 06 07 0 0 169700 NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 1578 1166000 PRN DEFINED 02 06 07 1166000 0 0 NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 2899 2000000 PRN DEFINED 02 06 07 2000000 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 1633 220319 SH DEFINED 01 06 07 194124 0 26195 NEWPARK RES INC COM PAR $.01NEW 651718504 31 4135 SH DEFINED 03 06 07 4135 0 0 NEWS CORP CL A 65248E104 17080 696300 SH DEFINED 02 06 07 0 0 696300 NEXTERA ENERGY INC COM 65339F101 10193 144934 SH DEFINED 02 06 07 334 0 144600 NIKE INC CL B 654106103 11963 126050 SH DEFINED 02 06 07 350 0 125700 NIKE INC CL B 654106103 7 71 SH DEFINED 03 06 07 71 0 0 NISOURCE INC COM 65473P105 2482 97400 SH DEFINED 02 06 07 0 0 97400 NOBLE ENERGY INC COM 655044105 1 10 SH DEFINED 01 06 07 10 0 0 NOBLE ENERGY INC COM 655044105 5637 60800 SH DEFINED 02 06 07 0 0 60800 NORDSTROM INC COM 655664100 2880 52200 SH DEFINED 02 06 07 0 0 52200 NORFOLK SOUTHERN CORP COM 655844108 1 19 SH DEFINED 01 06 07 19 0 0 NORFOLK SOUTHERN CORP COM 655844108 7007 110120 SH DEFINED 02 06 07 820 0 109300 NORFOLK SOUTHERN CORP COM 655844108 15 241 SH DEFINED 03 06 07 241 0 0 NORTEK INC COM NEW 656559309 6013 109874 SH DEFINED 02 06 07 0 0 109874 NORTHEAST UTILS COM 664397106 4102 107300 SH DEFINED 02 06 07 0 0 107300 NORTHERN TR CORP COM 665859104 3476 74900 SH DEFINED 02 06 07 0 0 74900 NORTHROP GRUMMAN CORP COM 666807102 5623 84645 SH DEFINED 02 06 07 45 0 84600 NOVADAQ TECHNOLOGIES INC COM 66987G102 419 40500 SH DEFINED 02 06 07 40500 0 0 NOVARTIS A G SPONSORED ADR 66987V109 2 37 SH DEFINED 01 06 07 37 0 0 NOVARTIS A G SPONSORED ADR 66987V109 1912 31205 SH DEFINED 02 06 07 31205 0 0 NOVO-NORDISK A S ADR 670100205 426 2700 SH DEFINED 02 06 07 2700 0 0 NUCOR CORP COM 670346105 3 80 SH DEFINED 01 06 07 80 0 0 NUCOR CORP COM 670346105 4167 108925 SH DEFINED 02 06 07 325 0 108600 NUCOR CORP COM 670346105 1 32 SH DEFINED 03 06 07 32 0 0 NVIDIA CORP COM 67066G104 5093 381820 SH DEFINED 02 06 07 169920 0 211900 NVIDIA CORP COM 67066G104 3 248 SH DEFINED 03 06 07 248 0 0 NXSTAGE MEDICAL INC COM 67072V103 5651 427808 SH DEFINED 01 06 07 361907 0 65901 NXSTAGE MEDICAL INC COM 67072V103 2548 192849 SH DEFINED 02 06 07 132712 0 60137 NXSTAGE MEDICAL INC COM 67072V103 10 764 SH DEFINED 03 06 07 764 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 3403 40700 SH DEFINED 02 06 07 0 0 40700 OYO GEOSPACE CORP COM 671074102 19308 157733 SH DEFINED 01 06 07 141479 0 16254 OYO GEOSPACE CORP COM 671074102 4368 35681 SH DEFINED 02 06 07 35681 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 63975 743380 SH DEFINED 01 06 07 621830 0 121550 OCCIDENTAL PETE CORP DEL COM 674599105 6992 81250 SH DEFINED 01 04 06 07 81250 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 129260 1501972 SH DEFINED 02 06 07 496430 0 1005542 OCCIDENTAL PETE CORP DEL COM 674599105 6221 72288 SH DEFINED 03 06 07 71703 0 585 OCEANEERING INTL INC COM 675232102 85933 1555343 SH DEFINED 01 06 07 1142263 0 413080 OCEANEERING INTL INC COM 675232102 7906 143100 SH DEFINED 01 04 06 07 143100 0 0 OCEANEERING INTL INC COM 675232102 98104 1775644 SH DEFINED 02 06 07 1058844 0 716800 OCEANEERING INTL INC COM 675232102 5849 105865 SH DEFINED 03 06 07 104980 0 885 OMNICARE INC DBCV 3.250%12/1 681904AL2 1615 1635000 PRN DEFINED 02 06 07 1635000 0 0 OMNICOM GROUP INC COM 681919106 4682 90800 SH DEFINED 02 06 07 0 0 90800 OMNICARE CAP TR I PIERS 68214L201 274 5975 SH DEFINED 02 06 07 5975 0 0 ONEOK INC NEW COM 682680103 3387 70100 SH DEFINED 02 06 07 0 0 70100 ORACLE CORP COM 68389X105 41053 1303683 SH DEFINED 02 06 07 1183 0 1302500 ORACLE CORP COM 68389X105 16 510 SH DEFINED 03 06 07 510 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 6625 469216 SH DEFINED 01 06 07 419386 0 49830 OPTIMER PHARMACEUTICALS INC COM 68401H104 1196 84675 SH DEFINED 02 06 07 84675 0 0 OWENS ILL INC COM NEW 690768403 1060 56500 SH DEFINED 02 06 07 0 0 56500 PG&E CORP COM 69331C108 6243 146320 SH DEFINED 02 06 07 420 0 145900 PG&E CORP COM 69331C108 2 42 SH DEFINED 03 06 07 42 0 0 PNC FINL SVCS GROUP INC COM 693475105 11431 181160 SH DEFINED 02 06 07 60 0 181100 PPG INDS INC COM 693506107 5995 52200 SH DEFINED 02 06 07 0 0 52200 PPL CORP COM 69351T106 5832 200770 SH DEFINED 02 06 07 2170 0 198600 PPL CORP COM 69351T106 7 256 SH DEFINED 03 06 07 256 0 0 PPL CORP UNIT 99/99/9999S 69351T114 821 15000 SH DEFINED 02 06 07 15000 0 0 PPL CORP UNIT 99/99/9999 69351T601 3192 59600 SH DEFINED 02 06 07 59600 0 0 PPL CORP UNIT 99/99/9999 69351T601 12815 239300 SH DEFINED 05 06 07 239300 0 0 PRGX GLOBAL INC COM NEW 69357C503 98 11420 SH DEFINED 01 06 07 11420 0 0 PACCAR INC COM 693718108 1 25 SH DEFINED 01 06 07 25 0 0 PACCAR INC COM 693718108 4839 120900 SH DEFINED 02 06 07 0 0 120900 PACKAGING CORP AMER COM 695156109 13920 383461 SH DEFINED 01 06 07 381151 0 2310 PACKAGING CORP AMER COM 695156109 14 385 SH DEFINED 03 06 07 385 0 0 PALL CORP COM 696429307 3 53 SH DEFINED 01 06 07 53 0 0 PALL CORP COM 696429307 2521 39700 SH DEFINED 02 06 07 0 0 39700 PALO ALTO NETWORKS INC COM 697435105 6149 99873 SH DEFINED 01 06 07 46981 0 52892 PALO ALTO NETWORKS INC COM 697435105 166 2700 SH DEFINED 01 04 06 07 2700 0 0 PALO ALTO NETWORKS INC COM 697435105 9539 154924 SH DEFINED 02 06 07 91042 0 63882 PALO ALTO NETWORKS INC COM 697435105 89 1440 SH DEFINED 03 06 07 1440 0 0 PARKER HANNIFIN CORP COM 701094104 4271 51100 SH DEFINED 02 06 07 0 0 51100 PATTERSON COMPANIES INC COM 703395103 996 29100 SH DEFINED 02 06 07 0 0 29100 PAYCHEX INC COM 704326107 3675 110400 SH DEFINED 02 06 07 0 0 110400 PEABODY ENERGY CORP COM 704549104 525 23532 SH DEFINED 01 06 07 23532 0 0 PEABODY ENERGY CORP COM 704549104 31936 1432749 SH DEFINED 02 06 07 191526 0 1241223 PEABODY ENERGY CORP COM 704549104 692 31040 SH DEFINED 03 06 07 31040 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 211 250000 PRN DEFINED 01 06 07 250000 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 4802 5700000 PRN DEFINED 02 06 07 5700000 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 17903 21250000 PRN DEFINED 05 06 07 21250000 0 0 PEETS COFFEE & TEA INC COM 705560100 21778 296944 SH DEFINED 01 06 07 244964 0 51980 PEETS COFFEE & TEA INC COM 705560100 9557 130307 SH DEFINED 02 06 07 86431 0 43876 PEETS COFFEE & TEA INC COM 705560100 42 572 SH DEFINED 03 06 07 572 0 0 PENNEY J C INC COM 708160106 1191 49015 SH DEFINED 02 06 07 315 0 48700 PENNEY J C INC COM 708160106 1 31 SH DEFINED 03 06 07 31 0 0 PENTAIR INC COM 709631105 1510 33923 SH DEFINED 02 06 07 0 0 33923 PEOPLES UNITED FINANCIAL INC COM 712704105 1458 120100 SH DEFINED 02 06 07 0 0 120100 PEPCO HOLDINGS INC COM 713291102 1480 78300 SH DEFINED 02 06 07 0 0 78300 PEPSICO INC COM 713448108 69735 985370 SH DEFINED 01 06 07 796970 0 188400 PEPSICO INC COM 713448108 53497 755925 SH DEFINED 02 06 07 202745 0 553180 PEPSICO INC COM 713448108 547 7727 SH DEFINED 03 06 07 6127 0 1600 PEREGRINE SEMICONDUCTOR CORP COM 71366R703 1546 91250 SH DEFINED 02 06 07 91250 0 0 PERFORMANT FINL CORP COM 71377E105 14686 1376428 SH DEFINED 01 06 07 1224945 0 151483 PERFORMANT FINL CORP COM 71377E105 2938 275357 SH DEFINED 02 06 07 275357 0 0 PERKINELMER INC COM 714046109 1149 39000 SH DEFINED 02 06 07 0 0 39000 PERRIGO CO COM 714290103 3497 30100 SH DEFINED 02 06 07 0 0 30100 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 707 18172 SH DEFINED 02 06 07 18172 0 0 PETROCHINA CO LTD SPONSORED ADR 71646E100 2733 21156 SH DEFINED 02 06 07 21156 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1 22 SH DEFINED 01 06 07 22 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2369 103250 SH DEFINED 02 06 07 103250 0 0 PHARMACYCLICS INC COM 716933106 2001 31030 SH DEFINED 01 06 07 13449 0 17581 PHARMACYCLICS INC COM 716933106 3911 60633 SH DEFINED 02 06 07 29400 0 31233 PHARMACYCLICS INC COM 716933106 26 407 SH DEFINED 03 06 07 407 0 0 PFIZER INC COM 717081103 156033 6279010 SH DEFINED 01 06 07 5061879 0 1217131 PFIZER INC COM 717081103 101387 4079959 SH DEFINED 02 06 07 1386944 0 2693015 PFIZER INC COM 717081103 1264 50874 SH DEFINED 03 06 07 40264 0 10610 PHILLIPS 66 COM 718546104 9942 214400 SH DEFINED 02 06 07 0 0 214400 PINNACLE WEST CAP CORP COM 723484101 1980 37500 SH DEFINED 02 06 07 0 0 37500 PIONEER NAT RES CO COM 723787107 1 5 SH DEFINED 01 06 07 5 0 0 PIONEER NAT RES CO COM 723787107 4429 42425 SH DEFINED 02 06 07 325 0 42100 PIONEER NAT RES CO COM 723787107 7 66 SH DEFINED 03 06 07 66 0 0 PITNEY BOWES INC COM 724479100 1 37 SH DEFINED 01 06 07 37 0 0 PITNEY BOWES INC COM 724479100 948 68600 SH DEFINED 02 06 07 0 0 68600 PLUM CREEK TIMBER CO INC COM 729251108 2420 55200 SH DEFINED 02 06 07 0 0 55200 POINTS INTL LTD COM NEW 730843208 288 25000 SH DEFINED 01 06 07 25000 0 0 PRAXAIR INC COM 74005P104 63776 613941 SH DEFINED 01 06 07 510941 0 103000 PRAXAIR INC COM 74005P104 6994 67325 SH DEFINED 01 04 06 07 67325 0 0 PRAXAIR INC COM 74005P104 114254 1099865 SH DEFINED 02 06 07 410190 0 689675 PRAXAIR INC COM 74005P104 6146 59161 SH DEFINED 03 06 07 58676 0 485 PRECISION CASTPARTS CORP COM 740189105 70532 431810 SH DEFINED 01 06 07 344785 0 87025 PRECISION CASTPARTS CORP COM 740189105 7505 45950 SH DEFINED 01 04 06 07 45950 0 0 PRECISION CASTPARTS CORP COM 740189105 88447 541490 SH DEFINED 02 06 07 276155 0 265335 PRECISION CASTPARTS CORP COM 740189105 5817 35610 SH DEFINED 03 06 07 35295 0 315 PRICE T ROWE GROUP INC COM 74144T108 21847 345128 SH DEFINED 01 06 07 169679 0 175449 PRICE T ROWE GROUP INC COM 74144T108 785 12400 SH DEFINED 01 04 06 07 12400 0 0 PRICE T ROWE GROUP INC COM 74144T108 52578 830614 SH DEFINED 02 06 07 211129 0 619485 PRICE T ROWE GROUP INC COM 74144T108 744 11751 SH DEFINED 03 06 07 11751 0 0 PRICELINE COM INC COM NEW 741503403 58878 95160 SH DEFINED 01 06 07 78820 0 16340 PRICELINE COM INC COM NEW 741503403 6620 10700 SH DEFINED 01 04 06 07 10700 0 0 PRICELINE COM INC COM NEW 741503403 80900 130751 SH DEFINED 02 06 07 64126 0 66625 PRICELINE COM INC COM NEW 741503403 5283 8539 SH DEFINED 03 06 07 8463 0 76 PRICESMART INC COM 741511109 33626 444079 SH DEFINED 01 06 07 340290 0 103789 PRICESMART INC COM 741511109 492 6504 SH DEFINED 01 04 06 07 6504 0 0 PRICESMART INC COM 741511109 16367 216149 SH DEFINED 02 06 07 145657 0 70492 PRICESMART INC COM 741511109 162 2143 SH DEFINED 03 06 07 2143 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 2557 94900 SH DEFINED 02 06 07 0 0 94900 PROCERA NETWORKS INC COM NEW 74269U203 8105 344896 SH DEFINED 01 06 07 312233 0 32663 PROCERA NETWORKS INC COM NEW 74269U203 1224 52096 SH DEFINED 02 06 07 52096 0 0 PROCTER & GAMBLE CO COM 742718109 2 22 SH DEFINED 01 06 07 22 0 0 PROCTER & GAMBLE CO COM 742718109 65378 942595 SH DEFINED 02 06 07 595 0 942000 PROGRESSIVE CORP OHIO COM 743315103 1 65 SH DEFINED 01 06 07 65 0 0 PROGRESSIVE CORP OHIO COM 743315103 4038 194680 SH DEFINED 02 06 07 2980 0 191700 PROGRESSIVE CORP OHIO COM 743315103 5 235 SH DEFINED 03 06 07 235 0 0 PROLOGIS INC COM 74340W103 5521 157600 SH DEFINED 02 06 07 0 0 157600 PROOFPOINT INC COM 743424103 13312 896445 SH DEFINED 01 06 07 804629 0 91816 PROOFPOINT INC COM 743424103 2582 173839 SH DEFINED 02 06 07 173839 0 0 PROS HOLDINGS INC COM 74346Y103 27703 1452699 SH DEFINED 01 06 07 1296706 0 155993 PROS HOLDINGS INC COM 74346Y103 10320 541173 SH DEFINED 02 06 07 541173 0 0 PROSHARES TR II ULTRASHRT NEW 74347W718 358 25330 SH DEFINED 01 06 07 25330 0 0 PROSHARES TR II ULTRASHRT EURO 74347W882 1785 88725 SH DEFINED 01 06 07 88725 0 0 PROSHARES TR SHT MSCI NEW 74347X575 206 8180 SH DEFINED 01 06 07 8180 0 0 PRUDENTIAL FINL INC COM 744320102 1 26 SH DEFINED 01 06 07 26 0 0 PRUDENTIAL FINL INC COM 744320102 8689 159400 SH DEFINED 02 06 07 0 0 159400 PUBLIC SVC ENTERPRISE GROUP COM 744573106 5584 173510 SH DEFINED 02 06 07 510 0 173000 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1 42 SH DEFINED 03 06 07 42 0 0 PUBLIC STORAGE COM 74460D109 7379 53025 SH DEFINED 02 06 07 3725 0 49300 PULTE GROUP INC COM 745867101 110 7125 SH DEFINED 01 06 07 7125 0 0 PULTE GROUP INC COM 745867101 1790 115500 SH DEFINED 02 06 07 0 0 115500 QLIK TECHNOLOGIES INC COM 74733T105 29760 1327971 SH DEFINED 01 06 07 930168 0 397803 QLIK TECHNOLOGIES INC COM 74733T105 607 27077 SH DEFINED 01 04 06 07 27077 0 0 QLIK TECHNOLOGIES INC COM 74733T105 20227 902609 SH DEFINED 02 06 07 625760 0 276849 QLIK TECHNOLOGIES INC COM 74733T105 218 9738 SH DEFINED 03 06 07 9738 0 0 QEP RES INC COM 74733V100 1925 60800 SH DEFINED 02 06 07 0 0 60800 QUALCOMM INC COM 747525103 117763 1884509 SH DEFINED 01 06 07 1579124 0 305385 QUALCOMM INC COM 747525103 13305 212915 SH DEFINED 01 04 06 07 212915 0 0 QUALCOMM INC COM 747525103 179115 2866291 SH DEFINED 02 06 07 1293448 0 1572843 QUALCOMM INC COM 747525103 10645 170345 SH DEFINED 03 06 07 168820 0 1525 QUANTA SVCS INC COM 74762E102 1801 72900 SH DEFINED 02 06 07 0 0 72900 QUEST DIAGNOSTICS INC COM 74834L100 3444 54300 SH DEFINED 02 06 07 0 0 54300 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 256 13845 SH DEFINED 02 06 07 13845 0 0 RACKSPACE HOSTING INC COM 750086100 21750 329100 SH DEFINED 01 06 07 158180 0 170920 RACKSPACE HOSTING INC COM 750086100 846 12800 SH DEFINED 01 04 06 07 12800 0 0 RACKSPACE HOSTING INC COM 750086100 27998 423635 SH DEFINED 02 06 07 259215 0 164420 RACKSPACE HOSTING INC COM 750086100 332 5025 SH DEFINED 03 06 07 5025 0 0 RALPH LAUREN CORP CL A 751212101 3161 20900 SH DEFINED 02 06 07 0 0 20900 RANDGOLD RES LTD ADR 752344309 2479 20152 SH DEFINED 02 06 07 20152 0 0 RANGE RES CORP COM 75281A109 3885 55600 SH DEFINED 02 06 07 0 0 55600 RAYTHEON CO COM NEW 755111507 1 19 SH DEFINED 01 06 07 19 0 0 RAYTHEON CO COM NEW 755111507 6493 113600 SH DEFINED 02 06 07 0 0 113600 RED HAT INC COM 756577102 3758 66000 SH DEFINED 02 06 07 0 0 66000 REGAL ENTMT GROUP CL A 758766109 12365 878810 SH DEFINED 01 06 07 878810 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 3487 483650 SH DEFINED 02 06 07 250 0 483400 REINSURANCE GROUP AMER INC COM NEW 759351604 2137 36933 SH DEFINED 01 06 07 32398 0 4535 REINSURANCE GROUP AMER INC COM NEW 759351604 41 705 SH DEFINED 03 06 07 705 0 0 REPUBLIC SVCS INC COM 760759100 2817 102400 SH DEFINED 02 06 07 0 0 102400 RESEARCH IN MOTION LTD COM 760975102 50 6603 SH DEFINED 01 06 07 6603 0 0 RESEARCH IN MOTION LTD COM 760975102 939 125220 SH DEFINED 02 06 07 2120 0 123100 RESEARCH IN MOTION LTD COM 760975102 44 5817 SH DEFINED 03 06 07 5817 0 0 ROBERT HALF INTL INC COM 770323103 13913 522444 SH DEFINED 01 06 07 260956 0 261488 ROBERT HALF INTL INC COM 770323103 740 27800 SH DEFINED 01 04 06 07 27800 0 0 ROBERT HALF INTL INC COM 770323103 12048 452410 SH DEFINED 02 06 07 245500 0 206910 ROBERT HALF INTL INC COM 770323103 224 8395 SH DEFINED 03 06 07 8395 0 0 ROCKWELL AUTOMATION INC COM 773903109 11216 161266 SH DEFINED 01 06 07 80653 0 80613 ROCKWELL AUTOMATION INC COM 773903109 591 8500 SH DEFINED 01 04 06 07 8500 0 0 ROCKWELL AUTOMATION INC COM 773903109 12023 172875 SH DEFINED 02 06 07 75800 0 97075 ROCKWELL AUTOMATION INC COM 773903109 209 2999 SH DEFINED 03 06 07 2999 0 0 ROCKWELL COLLINS INC COM 774341101 2607 48600 SH DEFINED 02 06 07 0 0 48600 ROPER INDS INC NEW COM 776696106 8996 81861 SH DEFINED 01 06 07 41116 0 40745 ROPER INDS INC NEW COM 776696106 484 4400 SH DEFINED 01 04 06 07 4400 0 0 ROPER INDS INC NEW COM 776696106 10742 97750 SH DEFINED 02 06 07 39520 0 58230 ROPER INDS INC NEW COM 776696106 146 1325 SH DEFINED 03 06 07 1325 0 0 ROSS STORES INC COM 778296103 4948 76600 SH DEFINED 02 06 07 0 0 76600 ROVI CORP NOTE 2.625% 2/1 779376AB8 1230 1243000 PRN DEFINED 02 06 07 1243000 0 0 RYDER SYS INC COM 783549108 684 17500 SH DEFINED 02 06 07 0 0 17500 SAIC INC COM 78390X101 1168 97000 SH DEFINED 02 06 07 0 0 97000 SK TELECOM LTD SPONSORED ADR 78440P108 1018 70000 SH DEFINED 02 06 07 70000 0 0 SLM CORP COM 78442P106 4264 271242 SH DEFINED 01 06 07 263932 0 7310 SLM CORP COM 78442P106 2523 160500 SH DEFINED 02 06 07 0 0 160500 SLM CORP COM 78442P106 19 1180 SH DEFINED 03 06 07 1180 0 0 SPX CORP COM 784635104 3835 58637 SH DEFINED 01 06 07 51202 0 7435 SPX CORP COM 784635104 9 130 SH DEFINED 02 06 07 130 0 0 SPX CORP COM 784635104 78 1188 SH DEFINED 03 06 07 1188 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 3820 22205 SH DEFINED 02 06 07 22205 0 0 SVB FINL GROUP COM 78486Q101 53986 892925 SH DEFINED 01 06 07 735771 0 157154 SVB FINL GROUP COM 78486Q101 24027 397410 SH DEFINED 02 06 07 263110 0 134300 SVB FINL GROUP COM 78486Q101 109 1807 SH DEFINED 03 06 07 1807 0 0 SAFEWAY INC COM NEW 786514208 1318 81900 SH DEFINED 02 06 07 0 0 81900 ST JUDE MED INC COM 790849103 4525 107400 SH DEFINED 02 06 07 0 0 107400 SALESFORCE COM INC COM 79466L302 102598 671939 SH DEFINED 01 06 07 510007 0 161932 SALESFORCE COM INC COM 79466L302 10001 65500 SH DEFINED 01 04 06 07 65500 0 0 SALESFORCE COM INC COM 79466L302 125554 822279 SH DEFINED 02 06 07 463550 0 358729 SALESFORCE COM INC COM 79466L302 7450 48794 SH DEFINED 03 06 07 48379 0 415 SALIX PHARMACEUTICALS INC COM 795435106 32594 769807 SH DEFINED 01 06 07 591052 0 178755 SALIX PHARMACEUTICALS INC COM 795435106 296 7000 SH DEFINED 01 04 06 07 7000 0 0 SALIX PHARMACEUTICALS INC COM 795435106 16378 386829 SH DEFINED 02 06 07 249604 0 137225 SALIX PHARMACEUTICALS INC COM 795435106 142 3350 SH DEFINED 03 06 07 3350 0 0 SANCHEZ ENERGY CORP COM 79970Y105 11126 544610 SH DEFINED 01 06 07 454735 0 89875 SANCHEZ ENERGY CORP COM 79970Y105 5367 262720 SH DEFINED 02 06 07 188320 0 74400 SANCHEZ ENERGY CORP COM 79970Y105 20 965 SH DEFINED 03 06 07 965 0 0 SANDISK CORP COM 80004C101 3 77 SH DEFINED 01 06 07 77 0 0 SANDISK CORP COM 80004C101 3609 83100 SH DEFINED 02 06 07 500 0 82600 SANDISK CORP COM 80004C101 22 510 SH DEFINED 03 06 07 510 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 1217 1226000 PRN DEFINED 02 06 07 1226000 0 0 SANOFI SPONSORED ADR 80105N105 3 72 SH DEFINED 01 06 07 72 0 0 SANOFI SPONSORED ADR 80105N105 1759 40850 SH DEFINED 02 06 07 40850 0 0 SCANA CORP NEW COM 80589M102 2167 44900 SH DEFINED 02 06 07 0 0 44900 SCHLUMBERGER LTD COM 806857108 72775 1006146 SH DEFINED 01 06 07 836296 0 169850 SCHLUMBERGER LTD COM 806857108 8034 111075 SH DEFINED 01 04 06 07 111075 0 0 SCHLUMBERGER LTD COM 806857108 153747 2125638 SH DEFINED 02 06 07 791226 0 1334412 SCHLUMBERGER LTD COM 806857108 7595 105011 SH DEFINED 03 06 07 104221 0 790 SCHWAB CHARLES CORP NEW COM 808513105 34905 2729115 SH DEFINED 01 06 07 2255765 0 473350 SCHWAB CHARLES CORP NEW COM 808513105 3872 302750 SH DEFINED 01 04 06 07 302750 0 0 SCHWAB CHARLES CORP NEW COM 808513105 45387 3548635 SH DEFINED 02 06 07 1766585 0 1782050 SCHWAB CHARLES CORP NEW COM 808513105 3105 242750 SH DEFINED 03 06 07 240560 0 2190 SCIQUEST INC NEW COM 80908T101 9620 528569 SH DEFINED 01 06 07 470956 0 57613 SCIQUEST INC NEW COM 80908T101 1737 95435 SH DEFINED 02 06 07 95435 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1812 29600 SH DEFINED 02 06 07 0 0 29600 SEALED AIR CORP NEW COM 81211K100 1 53 SH DEFINED 01 06 07 53 0 0 SEALED AIR CORP NEW COM 81211K100 925 59800 SH DEFINED 02 06 07 0 0 59800 SEMPRA ENERGY COM 816851109 4959 76900 SH DEFINED 02 06 07 0 0 76900 SERVICENOW INC COM 81762P102 578 14950 SH DEFINED 01 06 07 3700 0 11250 SERVICENOW INC COM 81762P102 62 1600 SH DEFINED 01 04 06 07 1600 0 0 SERVICENOW INC COM 81762P102 2084 53870 SH DEFINED 02 06 07 48400 0 5470 SERVICENOW INC COM 81762P102 14 370 SH DEFINED 03 06 07 370 0 0 7 DAYS GROUP HLDGS LTD ADR 81783J101 15761 1356359 SH DEFINED 01 06 07 1138450 0 217909 7 DAYS GROUP HLDGS LTD ADR 81783J101 6618 569529 SH DEFINED 02 06 07 365648 0 203881 7 DAYS GROUP HLDGS LTD ADR 81783J101 30 2578 SH DEFINED 03 06 07 2578 0 0 SHERWIN WILLIAMS CO COM 824348106 4371 29355 SH DEFINED 02 06 07 255 0 29100 SHERWIN WILLIAMS CO COM 824348106 8 52 SH DEFINED 03 06 07 52 0 0 SIGMA ALDRICH CORP COM 826552101 148 2053 SH DEFINED 01 06 07 2053 0 0 SIGMA ALDRICH CORP COM 826552101 7654 106343 SH DEFINED 02 06 07 420 0 105923 SIGMA ALDRICH CORP COM 826552101 91 1271 SH DEFINED 03 06 07 1271 0 0 SILVER WHEATON CORP COM 828336107 64099 1614178 SH DEFINED 01 06 07 1339628 0 274550 SILVER WHEATON CORP COM 828336107 7237 182250 SH DEFINED 01 04 06 07 182250 0 0 SILVER WHEATON CORP COM 828336107 74522 1876652 SH DEFINED 02 06 07 1043552 0 833100 SILVER WHEATON CORP COM 828336107 5688 143235 SH DEFINED 03 06 07 141950 0 1285 SIMON PPTY GROUP INC NEW COM 828806109 15806 104120 SH DEFINED 02 06 07 420 0 103700 SINCLAIR BROADCAST GROUP INC CL A 829226109 174 15540 SH DEFINED 01 06 07 15540 0 0 SMART BALANCE INC COM 83169Y108 3741 309657 SH DEFINED 01 06 07 280055 0 29602 SMART BALANCE INC COM 83169Y108 610 50509 SH DEFINED 02 06 07 50509 0 0 SMUCKER J M CO COM NEW 832696405 3229 37400 SH DEFINED 02 06 07 0 0 37400 SNAP ON INC COM 833034101 1430 19900 SH DEFINED 02 06 07 0 0 19900 SOUTHERN CO COM 842587107 13816 299752 SH DEFINED 02 06 07 552 0 299200 SOUTHWEST AIRLS CO COM 844741108 2228 254100 SH DEFINED 02 06 07 0 0 254100 SOUTHWESTERN ENERGY CO COM 845467109 1 30 SH DEFINED 01 06 07 30 0 0 SOUTHWESTERN ENERGY CO COM 845467109 4142 119100 SH DEFINED 02 06 07 0 0 119100 SPECTRA ENERGY CORP COM 847560109 6556 223300 SH DEFINED 02 06 07 0 0 223300 SPLUNK INC COM 848637104 29722 809416 SH DEFINED 01 06 07 601051 0 208365 SPLUNK INC COM 848637104 386 10500 SH DEFINED 01 04 06 07 10500 0 0 SPLUNK INC COM 848637104 16765 456575 SH DEFINED 02 06 07 302955 0 153620 SPLUNK INC COM 848637104 170 4635 SH DEFINED 03 06 07 4635 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 5665 1026200 SH DEFINED 02 06 07 0 0 1026200 STANLEY BLACK & DECKER INC COM 854502101 559 7334 SH DEFINED 01 06 07 7334 0 0 STANLEY BLACK & DECKER INC COM 854502101 31861 417850 SH DEFINED 02 06 07 2450 0 415400 STANLEY BLACK & DECKER INC COM 854502101 505 6618 SH DEFINED 03 06 07 6618 0 0 STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 13 100 SH DEFINED 01 06 07 0 0 100 STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 4309 34300 SH DEFINED 02 06 07 34300 0 0 STAPLES INC COM 855030102 2689 233400 SH DEFINED 02 06 07 0 0 233400 STARBUCKS CORP COM 855244109 54860 1080981 SH DEFINED 01 06 07 901131 0 179850 STARBUCKS CORP COM 855244109 6108 120350 SH DEFINED 01 04 06 07 120350 0 0 STARBUCKS CORP COM 855244109 78168 1540247 SH DEFINED 02 06 07 715547 0 824700 STARBUCKS CORP COM 855244109 4922 96985 SH DEFINED 03 06 07 96120 0 865 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 6171 106475 SH DEFINED 01 06 07 46097 0 60378 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 15970 275540 SH DEFINED 02 06 07 101190 0 174350 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 81 1395 SH DEFINED 03 06 07 1395 0 0 STATE STR CORP COM 857477103 99033 2360181 SH DEFINED 01 06 07 1887516 0 472665 STATE STR CORP COM 857477103 30382 724081 SH DEFINED 02 06 07 508626 0 215455 STATE STR CORP COM 857477103 813 19382 SH DEFINED 03 06 07 15357 0 4025 STERICYCLE INC COM 858912108 2652 29300 SH DEFINED 02 06 07 0 0 29300 STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 1587 1669000 PRN DEFINED 02 06 07 1669000 0 0 STIFEL FINL CORP COM 860630102 4758 141596 SH DEFINED 01 06 07 59999 0 81597 STIFEL FINL CORP COM 860630102 9461 281590 SH DEFINED 02 06 07 137070 0 144520 STIFEL FINL CORP COM 860630102 63 1882 SH DEFINED 03 06 07 1882 0 0 STRYKER CORP COM 863667101 5505 98900 SH DEFINED 02 06 07 0 0 98900 STRYKER CORP COM 863667101 11 200 SH DEFINED 03 06 07 200 0 0 SUNOCO INC COM 86764P109 1677 35800 SH DEFINED 02 06 07 0 0 35800 SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 2244 2368000 PRN DEFINED 02 06 07 2368000 0 0 SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 228 248000 PRN DEFINED 02 06 07 248000 0 0 SUNTRUST BKS INC COM 867914103 5207 184200 SH DEFINED 02 06 07 0 0 184200 SYMANTEC CORP COM 871503108 4 209 SH DEFINED 01 06 07 209 0 0 SYMANTEC CORP COM 871503108 4327 240400 SH DEFINED 02 06 07 0 0 240400 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 27204 1187932 SH DEFINED 01 06 07 1060433 0 127499 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 6164 269167 SH DEFINED 02 06 07 269167 0 0 SYNOVUS FINL CORP COM 87161C105 968 408279 SH DEFINED 01 06 07 358374 0 49905 SYNOVUS FINL CORP COM 87161C105 19 7980 SH DEFINED 03 06 07 7980 0 0 SYSCO CORP COM 871829107 6273 200600 SH DEFINED 02 06 07 0 0 200600 TCF FINL CORP COM 872275102 1126 94341 SH DEFINED 01 06 07 82911 0 11430 TCF FINL CORP COM 872275102 21 1780 SH DEFINED 03 06 07 1780 0 0 TECO ENERGY INC COM 872375100 1235 69600 SH DEFINED 02 06 07 0 0 69600 TJX COS INC NEW COM 872540109 11278 251800 SH DEFINED 02 06 07 0 0 251800 TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 239 145000 PRN DEFINED 01 06 07 0 0 145000 TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 5120 3110000 PRN DEFINED 02 06 07 3110000 0 0 TARGET CORP COM 87612E106 42 655 SH DEFINED 01 06 07 655 0 0 TARGET CORP COM 87612E106 14250 224516 SH DEFINED 02 06 07 516 0 224000 TELEFLEX INC COM 879369106 10153 147484 SH DEFINED 01 06 07 147484 0 0 TENET HEALTHCARE CORP COM 88033G100 967 154285 SH DEFINED 02 06 07 11785 0 142500 TENET HEALTHCARE CORP COM 88033G100 7 1050 SH DEFINED 03 06 07 1050 0 0 TENNECO INC COM 880349105 1322 47212 SH DEFINED 01 06 07 41617 0 5595 TENNECO INC COM 880349105 25 875 SH DEFINED 03 06 07 875 0 0 TERADATA CORP DEL COM 88076W103 4351 57700 SH DEFINED 02 06 07 0 0 57700 TERADYNE INC COM 880770102 2168 152487 SH DEFINED 01 06 07 133182 0 19305 TERADYNE INC COM 880770102 913 64200 SH DEFINED 02 06 07 0 0 64200 TERADYNE INC COM 880770102 44 3090 SH DEFINED 03 06 07 3090 0 0 TEREX CORP NEW COM 880779103 66919 2963659 SH DEFINED 01 06 07 2156289 0 807370 TEREX CORP NEW COM 880779103 17663 782234 SH DEFINED 02 06 07 703039 0 79195 TEREX CORP NEW COM 880779103 666 29484 SH DEFINED 03 06 07 23934 0 5550 TESORO CORP COM 881609101 2487 59351 SH DEFINED 01 06 07 51961 0 7390 TESORO CORP COM 881609101 2003 47800 SH DEFINED 02 06 07 0 0 47800 TESORO CORP COM 881609101 49 1180 SH DEFINED 03 06 07 1180 0 0 TEXAS INSTRS INC COM 882508104 1 32 SH DEFINED 01 06 07 32 0 0 TEXAS INSTRS INC COM 882508104 10739 389800 SH DEFINED 02 06 07 700 0 389100 TEXAS INSTRS INC COM 882508104 4 145 SH DEFINED 03 06 07 145 0 0 TEXTRON INC COM 883203101 83834 3203429 SH DEFINED 01 06 07 3102984 0 100445 TEXTRON INC COM 883203101 31641 1209051 SH DEFINED 02 06 07 1029056 0 179995 TEXTRON INC COM 883203101 1112 42504 SH DEFINED 03 06 07 34409 0 8095 TEXTRON INC NOTE 4.500% 5/0 883203BN0 3808 1900000 PRN DEFINED 02 06 07 1900000 0 0 THERAVANCE INC COM 88338T104 13268 512071 SH DEFINED 01 06 07 421924 0 90147 THERAVANCE INC COM 88338T104 7062 272551 SH DEFINED 02 06 07 195620 0 76931 THERAVANCE INC COM 88338T104 26 1000 SH DEFINED 03 06 07 1000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 43436 738332 SH DEFINED 01 06 07 601332 0 137000 THERMO FISHER SCIENTIFIC INC COM 883556102 71425 1214089 SH DEFINED 02 06 07 311615 0 902474 THERMO FISHER SCIENTIFIC INC COM 883556102 1637 27820 SH DEFINED 03 06 07 26645 0 1175 3M CO COM 88579Y101 20101 217500 SH DEFINED 02 06 07 0 0 217500 TIFFANY & CO NEW COM 886547108 2519 40700 SH DEFINED 02 06 07 0 0 40700 TIME WARNER INC COM NEW 887317303 60676 1338531 SH DEFINED 01 06 07 1077299 0 261232 TIME WARNER INC COM NEW 887317303 28910 637758 SH DEFINED 02 06 07 283029 0 354729 TIME WARNER INC COM NEW 887317303 490 10809 SH DEFINED 03 06 07 8570 0 2239 TIME WARNER CABLE INC COM 88732J207 9962 104800 SH DEFINED 02 06 07 0 0 104800 TITANIUM METALS CORP COM NEW 888339207 322 25100 SH DEFINED 02 06 07 0 0 25100 TOLL BROTHERS INC COM 889478103 5305 159637 SH DEFINED 01 06 07 140157 0 19480 TOLL BROTHERS INC COM 889478103 105 3155 SH DEFINED 03 06 07 3155 0 0 TORCHMARK CORP COM 891027104 1674 32600 SH DEFINED 02 06 07 0 0 32600 TOTAL SYS SVCS INC COM 891906109 1311 55300 SH DEFINED 02 06 07 0 0 55300 TRANSDIGM GROUP INC COM 893641100 3550 25025 SH DEFINED 01 06 07 10825 0 14200 TRANSDIGM GROUP INC COM 893641100 6930 48850 SH DEFINED 02 06 07 23750 0 25100 TRANSDIGM GROUP INC COM 893641100 46 325 SH DEFINED 03 06 07 325 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 1469 1471000 PRN DEFINED 02 06 07 1471000 0 0 TRAVELERS COMPANIES INC COM 89417E109 117371 1719473 SH DEFINED 01 06 07 1382273 0 337200 TRAVELERS COMPANIES INC COM 89417E109 37503 549419 SH DEFINED 02 06 07 377829 0 171590 TRAVELERS COMPANIES INC COM 89417E109 986 14439 SH DEFINED 03 06 07 11489 0 2950 TRIPADVISOR INC COM 896945201 1261 38309 SH DEFINED 01 06 07 38309 0 0 TRIPADVISOR INC COM 896945201 1235 37500 SH DEFINED 02 06 07 0 0 37500 TYSON FOODS INC CL A 902494103 1586 99000 SH DEFINED 02 06 07 0 0 99000 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 2975 2680000 PRN DEFINED 02 06 07 2680000 0 0 US BANCORP DEL COM NEW 902973304 22265 649133 SH DEFINED 02 06 07 933 0 648200 ULTIMATE SOFTWARE GROUP INC COM 90385D107 19277 188806 SH DEFINED 01 06 07 155431 0 33375 ULTIMATE SOFTWARE GROUP INC COM 90385D107 13020 127518 SH DEFINED 02 06 07 98826 0 28692 ULTIMATE SOFTWARE GROUP INC COM 90385D107 43 418 SH DEFINED 03 06 07 418 0 0 UNDER ARMOUR INC CL A 904311107 5038 90235 SH DEFINED 01 06 07 45838 0 44397 UNDER ARMOUR INC CL A 904311107 212 3804 SH DEFINED 01 04 06 07 3804 0 0 UNDER ARMOUR INC CL A 904311107 4887 87538 SH DEFINED 02 06 07 49469 0 38069 UNDER ARMOUR INC CL A 904311107 81 1459 SH DEFINED 03 06 07 1459 0 0 UNION PAC CORP COM 907818108 412 3468 SH DEFINED 01 06 07 3468 0 0 UNION PAC CORP COM 907818108 37743 317966 SH DEFINED 02 06 07 1491 0 316475 UNION PAC CORP COM 907818108 355 2992 SH DEFINED 03 06 07 2992 0 0 UNITED NAT FOODS INC COM 911163103 48278 825977 SH DEFINED 01 06 07 678959 0 147018 UNITED NAT FOODS INC COM 911163103 21747 372068 SH DEFINED 02 06 07 245465 0 126603 UNITED NAT FOODS INC COM 911163103 96 1646 SH DEFINED 03 06 07 1646 0 0 UNITED PARCEL SERVICE INC CL B 911312106 17599 245900 SH DEFINED 02 06 07 0 0 245900 UNITED PARCEL SERVICE INC CL B 911312106 2 32 SH DEFINED 03 06 07 32 0 0 UNITED STATES STL CORP NEW COM 912909108 940 49300 SH DEFINED 02 06 07 0 0 49300 UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 2716 2692000 PRN DEFINED 02 06 07 2692000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 22461 286900 SH DEFINED 02 06 07 0 0 286900 UNITED TECHNOLOGIES CORP COM 913017109 131 1668 SH DEFINED 03 06 07 1668 0 0 UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 3927 70000 SH DEFINED 02 06 07 70000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 19644 354528 SH DEFINED 02 06 07 1328 0 353200 UNIVERSAL DISPLAY CORP COM 91347P105 30105 875659 SH DEFINED 01 06 07 694710 0 180949 UNIVERSAL DISPLAY CORP COM 91347P105 151 4400 SH DEFINED 01 04 06 07 4400 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 17377 505450 SH DEFINED 02 06 07 361378 0 144072 UNIVERSAL DISPLAY CORP COM 91347P105 102 2972 SH DEFINED 03 06 07 2972 0 0 UNUM GROUP COM 91529Y106 2 108 SH DEFINED 01 06 07 108 0 0 UNUM GROUP COM 91529Y106 1841 95800 SH DEFINED 02 06 07 0 0 95800 URBAN OUTFITTERS INC COM 917047102 1401 37300 SH DEFINED 02 06 07 0 0 37300 V F CORP COM 918204108 4833 30325 SH DEFINED 02 06 07 225 0 30100 V F CORP COM 918204108 7 46 SH DEFINED 03 06 07 46 0 0 VALE S A ADR 91912E105 2804 156665 SH DEFINED 02 06 07 156665 0 0 VALERO ENERGY CORP NEW COM 91913Y100 66848 2110115 SH DEFINED 01 06 07 1686135 0 423980 VALERO ENERGY CORP NEW COM 91913Y100 22845 721107 SH DEFINED 02 06 07 482877 0 238230 VALERO ENERGY CORP NEW COM 91913Y100 576 18179 SH DEFINED 03 06 07 14464 0 3715 VARIAN MED SYS INC COM 92220P105 2283 37850 SH DEFINED 02 06 07 0 0 37850 VENTAS INC COM 92276F100 6287 101000 SH DEFINED 02 06 07 0 0 101000 VANGUARD INDEX FDS S&P 500 ETF SH 922908413 316 4791 SH DEFINED 01 06 07 4791 0 0 VERISIGN INC COM 92343E102 2605 53500 SH DEFINED 02 06 07 0 0 53500 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 1115 730000 PRN DEFINED 02 06 07 730000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 44440 975198 SH DEFINED 02 06 07 798 0 974400 VERISK ANALYTICS INC CL A 92345Y106 44016 924508 SH DEFINED 01 06 07 771558 0 152950 VERISK ANALYTICS INC CL A 92345Y106 4761 100000 SH DEFINED 01 04 06 07 100000 0 0 VERISK ANALYTICS INC CL A 92345Y106 51353 1078615 SH DEFINED 02 06 07 609365 0 469250 VERISK ANALYTICS INC CL A 92345Y106 3838 80620 SH DEFINED 03 06 07 79900 0 720 VERTEX PHARMACEUTICALS INC COM 92532F100 16437 293772 SH DEFINED 01 06 07 140876 0 152896 VERTEX PHARMACEUTICALS INC COM 92532F100 671 12000 SH DEFINED 01 04 06 07 12000 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 18534 331252 SH DEFINED 02 06 07 191354 0 139898 VERTEX PHARMACEUTICALS INC COM 92532F100 282 5035 SH DEFINED 03 06 07 5035 0 0 VIACOM INC NEW CL B 92553P201 2 41 SH DEFINED 01 06 07 41 0 0 VIACOM INC NEW CL B 92553P201 8714 162611 SH DEFINED 02 06 07 711 0 161900 VISA INC COM CL A 92826C839 66147 492606 SH DEFINED 01 06 07 408556 0 84050 VISA INC COM CL A 92826C839 7367 54865 SH DEFINED 01 04 06 07 54865 0 0 VISA INC COM CL A 92826C839 102091 760284 SH DEFINED 02 06 07 326940 0 433344 VISA INC COM CL A 92826C839 5893 43885 SH DEFINED 03 06 07 43495 0 390 VMWARE INC CL A COM 928563402 57591 595316 SH DEFINED 01 06 07 494616 0 100700 VMWARE INC CL A COM 928563402 6278 64900 SH DEFINED 01 04 06 07 64900 0 0 VMWARE INC CL A COM 928563402 67311 695796 SH DEFINED 02 06 07 393196 0 302600 VMWARE INC CL A COM 928563402 5019 51880 SH DEFINED 03 06 07 51415 0 465 VOLCANO CORPORATION COM 928645100 37897 1326467 SH DEFINED 01 06 07 1011127 0 315340 VOLCANO CORPORATION COM 928645100 387 13562 SH DEFINED 01 04 06 07 13562 0 0 VOLCANO CORPORATION COM 928645100 21764 761786 SH DEFINED 02 06 07 523816 0 237970 VOLCANO CORPORATION COM 928645100 169 5929 SH DEFINED 03 06 07 5929 0 0 VORNADO RLTY TR SH BEN INT 929042109 4685 57800 SH DEFINED 02 06 07 0 0 57800 VULCAN MATLS CO COM 929160109 1890 39967 SH DEFINED 01 06 07 34922 0 5045 VULCAN MATLS CO COM 929160109 2095 44300 SH DEFINED 02 06 07 0 0 44300 VULCAN MATLS CO COM 929160109 38 805 SH DEFINED 03 06 07 805 0 0 WABCO HLDGS INC COM 92927K102 802 13900 SH DEFINED 02 06 07 13900 0 0 WAL-MART STORES INC COM 931142103 42463 575379 SH DEFINED 02 06 07 579 0 574800 WAL-MART STORES INC COM 931142103 12 165 SH DEFINED 03 06 07 165 0 0 WALGREEN CO COM 931422109 10681 293100 SH DEFINED 02 06 07 0 0 293100 WALGREEN CO COM 931422109 8 220 SH DEFINED 03 06 07 220 0 0 WASHINGTON POST CO CL B 939640108 581 1600 SH DEFINED 02 06 07 0 0 1600 WASTE MGMT INC DEL COM 94106L109 0 1 SH DEFINED 01 06 07 1 0 0 WASTE MGMT INC DEL COM 94106L109 4780 149000 SH DEFINED 02 06 07 0 0 149000 WATERS CORP COM 941848103 2500 30000 SH DEFINED 02 06 07 0 0 30000 WATSON PHARMACEUTICALS INC COM 942683103 3721 43700 SH DEFINED 02 06 07 0 0 43700 WELLPOINT INC COM 94973V107 6469 111520 SH DEFINED 02 06 07 320 0 111200 WELLS FARGO & CO NEW COM 949746101 886 25669 SH DEFINED 01 06 07 25669 0 0 WELLS FARGO & CO NEW COM 949746101 108152 3132131 SH DEFINED 02 06 07 206706 0 2925425 WELLS FARGO & CO NEW COM 949746101 1177 34076 SH DEFINED 03 06 07 34076 0 0 WELLS FARGO & CO NEW PERP PFD CNV A 949746804 2476 2000 SH DEFINED 02 06 07 2000 0 0 WESCO INTL INC COM 95082P105 15321 267852 SH DEFINED 01 06 07 238045 0 29807 WESCO INTL INC COM 95082P105 2764 48318 SH DEFINED 02 06 07 48318 0 0 WESTERN DIGITAL CORP COM 958102105 40834 1054327 SH DEFINED 01 06 07 819287 0 235040 WESTERN DIGITAL CORP COM 958102105 34364 887280 SH DEFINED 02 06 07 250790 0 636490 WESTERN DIGITAL CORP COM 958102105 900 23240 SH DEFINED 03 06 07 21315 0 1925 WESTERN UN CO COM 959802109 1 81 SH DEFINED 01 06 07 81 0 0 WESTERN UN CO COM 959802109 3753 206000 SH DEFINED 02 06 07 0 0 206000 WEYERHAEUSER CO COM 962166104 4807 183900 SH DEFINED 02 06 07 0 0 183900 WHIRLPOOL CORP COM 963320106 2197 26500 SH DEFINED 02 06 07 0 0 26500 WHITING PETE CORP NEW COM 966387102 4181 88253 SH DEFINED 01 06 07 38453 0 49800 WHITING PETE CORP NEW COM 966387102 8167 172370 SH DEFINED 02 06 07 83570 0 88800 WHITING PETE CORP NEW COM 966387102 54 1150 SH DEFINED 03 06 07 1150 0 0 WHOLE FOODS MKT INC COM 966837106 5717 58700 SH DEFINED 02 06 07 0 0 58700 WILLIAMS COS INC DEL COM 969457100 7494 214300 SH DEFINED 02 06 07 0 0 214300 WINDSTREAM CORP COM 97381W104 18654 1845074 SH DEFINED 01 06 07 1805399 0 39675 WINDSTREAM CORP COM 97381W104 2033 201100 SH DEFINED 02 06 07 0 0 201100 WINDSTREAM CORP COM 97381W104 64 6330 SH DEFINED 03 06 07 6330 0 0 WISCONSIN ENERGY CORP COM 976657106 2968 78800 SH DEFINED 02 06 07 0 0 78800 WORTHINGTON INDS INC COM 981811102 1935 89329 SH DEFINED 01 06 07 78799 0 10530 WORTHINGTON INDS INC COM 981811102 35 1620 SH DEFINED 03 06 07 1620 0 0 WPX ENERGY INC COM 98212B103 1130 68100 SH DEFINED 02 06 07 0 0 68100 WYNDHAM WORLDWIDE CORP COM 98310W108 2551 48600 SH DEFINED 02 06 07 0 0 48600 XCEL ENERGY INC COM 98389B100 4622 166800 SH DEFINED 02 06 07 0 0 166800 XILINX INC COM 983919101 2997 89700 SH DEFINED 02 06 07 0 0 89700 XILINX INC SDCV 3.125% 3/1 983919AD3 264 220000 PRN DEFINED 01 06 07 220000 0 0 XILINX INC SDCV 3.125% 3/1 983919AD3 995 829000 PRN DEFINED 02 06 07 829000 0 0 XEROX CORP COM 984121103 3282 447100 SH DEFINED 02 06 07 0 0 447100 XYLEM INC COM 98419M100 1597 63500 SH DEFINED 02 06 07 0 0 63500 YAHOO INC COM 984332106 4 258 SH DEFINED 01 06 07 258 0 0 YAHOO INC COM 984332106 5695 356500 SH DEFINED 02 06 07 0 0 356500 YOUKU TUDOU INC SPONSORED ADR 98742U100 7662 416648 SH DEFINED 01 06 07 215722 0 200926 YOUKU TUDOU INC SPONSORED ADR 98742U100 435 23664 SH DEFINED 01 04 06 07 23664 0 0 YOUKU TUDOU INC SPONSORED ADR 98742U100 9004 489589 SH DEFINED 02 06 07 357109 0 132480 YOUKU TUDOU INC SPONSORED ADR 98742U100 130 7081 SH DEFINED 03 06 07 7081 0 0 YUM BRANDS INC COM 988498101 10342 155900 SH DEFINED 02 06 07 0 0 155900 ZIMMER HLDGS INC COM 98956P102 4037 59700 SH DEFINED 02 06 07 0 0 59700 ZIONS BANCORPORATION COM 989701107 1301 63000 SH DEFINED 02 06 07 0 0 63000 * 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 Advisors, 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.