0001083190-12-000006.txt : 20121113
0001083190-12-000006.hdr.sgml : 20121112
20121113092020
ACCESSION NUMBER: 0001083190-12-000006
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121113
DATE AS OF CHANGE: 20121113
EFFECTIVENESS DATE: 20121113
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS
CENTRAL INDEX KEY: 0001083190
IRS NUMBER: 231739115
STATE OF INCORPORATION: PA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05879
FILM NUMBER: 121196179
BUSINESS ADDRESS:
STREET 1: 5 NORTH 5TH ST
CITY: HARRISBURG
STATE: PA
ZIP: 17101
BUSINESS PHONE: 7177204700
MAIL ADDRESS:
STREET 1: 5 NORTH 5TH ST
CITY: HARRISBURG
STATE: PA
ZIP: 17101
13F-HR
1
q32012.txt
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 [x]; Amendment Number:1
This Amendment (Check only one.): [x] is a restatement
[ ] adds new holdings entries
Institutional Investment Manager Filing this report:
Name: Commonwealth of Pennsylvania
Public School Employees Retirement System
Address: 5 North 5th Street
Harrisburg, PA 17101
13F File Number:
The institutional investment manager filing this report and the person by
whom it is signed hereby represents that the person signing this report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that all information contained herein is true,
correct and complete, and that it is understood that required items,
statements, schedules, lists, and tables, are considered integral parts
of this form.
Persons signing this Report on Behalf of Reporting Manager:
Name: James H. Grossman, Jr.
Title: Deputy Chief Investment Officer
Phone: 717-720-4721
Signature, Place, and Date of Signing:
/s/ James H. Grossman, Jr. Harrisburg, Pennsylvania November 9, 2012
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager: N/A
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 999
Form 13F Information Table Value Total: $5,436,962
(in 000s)
List of Other Included Managers: N/A
AS OF September 30, 2012
COMMONWEALTH OF PA-PSERS
13F REPORT
30-Sept-12
TITLE Voting
OF VALUE Invst Other Authority
NAME OF ISSUER CLASS CUSIP (in 000' SHARES Discr Mngrs SOLE
3M CO COM 88579Y101 16,385 177291 SH SOLE 0 177,291
7 DAYS GROUP HLDGS ADR 81783J101 1,935 166481 SH SOLE 0 166,481
AAR CORP NOTE 000361AH8 3,042 3,050,000 SH SOLE 0 3,050,000
ABAXIS INC COM 002567105 1,348 37525 SH SOLE 0 37,525
ABBOTT LABS COM 002824100 28,605 417,223 SH SOLE 0 417,223
ABERCROMBIE & FITCHCL A 002896207 745 21,953 SH SOLE 0 21,953
ABRAXAS PETE CORP COM 003830106 1,788 777,378 SH SOLE 0 777,378
ACACIA RESH CORP COM 003881307 696 25,375 SH SOLE 0 25,375
ACADIA HEALTHCARE CCOM 00404A109 926 38,840 SH SOLE 0 38,840
ACCELRYS INC COM 00430U103 843 97,325 SH SOLE 0 97,325
ACCENTURE PLC IRELASHS G1151C101 11,819 168,768 SH SOLE 0 168,768
ACCESS MIDSTREAM PAUNIT 00434L109 318 9,600 SH SOLE 0 9,600
ACE LTD SHS H0023R105 7,494 99131 SH SOLE 0 99,131
ACETO CORP COM 004446100 661 69976 SH SOLE 0 69,976
ACI WORLDWIDE INC COM 004498101 1,462 34,600 SH SOLE 0 34,600
ADECOAGRO S A COM L00849106 865 86000 SH SOLE 0 86,000
ADOBE SYS INC COM 00724F101 4,946 152,490 SH SOLE 0 152,490
ADVANCED MICRO DEVICOM 007903107 539 159,894 SH SOLE 0 159,894
ADVENT SOFTWARE INCCOM 007974108 1,152 46,900 SH SOLE 0 46,900
ADVISORY BRD CO COM 00762W107 1,322 27,650 SH SOLE 0 27,650
AEROPOSTALE COM 007865108 407 30,090 SH SOLE 0 30,090
AEROVIRONMENT INC COM 008073108 584 24,900 SH SOLE 0 24,900
AES CORP COM 00130H105 1,811 165056 SH SOLE 0 165,056
AETNA INC NEW COM 00817Y108 1,934 48,850 SH SOLE 0 48,850
AFFYMAX INC COM 00826A109 1,171 55,625 SH SOLE 0 55,625
AFLAC INC COM 001055102 5,961 124495 SH SOLE 0 124,495
AGCO CORP COM 001084102 1,404 29565 SH SOLE 0 29,565
AGILENT TECHNOLOGIECOM 00846U101 4,485 116637 SH SOLE 0 116,637
AGL RES INC COM 001204106 1,278 31,243 SH SOLE 0 31,243
AIR PRODS & CHEMS ICOM 009158106 5,266 63,670 SH SOLE 0 63,670
AIR TRANSPORT SERVICOM 00922R105 1,312 297605 SH SOLE 0 297,605
AIRGAS INC COM 009363102 1,517 18,434 SH SOLE 0 18,434
AKAMAI TECHNOLOGIESCOM 00971T101 1,804 47139 SH SOLE 0 47,139
ALBANY INTL CORP COM 012348AC2 1,161 1,170,000 SH SOLE 0 1,170,000
ALCOA INC COM 013817101 2,512 283644 SH SOLE 0 283,644
ALEXION PHARMACEUTICOM 015351109 5,872 51,327 SH SOLE 0 51,327
ALIGN TECHNOLOGY INCOM 016255101 2,135 57,760 SH SOLE 0 57,760
ALLEGHENY TECHNOLOGCOM 01741R102 1,993 62,470 SH SOLE 0 62,470
ALLEGIANT TRAVEL COCOM 01748X102 478 7550 SH SOLE 0 7,550
ALLERGAN INC COM 018490102 7,488 81,761 SH SOLE 0 81,761
ALLIANCE HOLDINGS GCOM 01861G100 6,992 145,821 SH SOLE 0 145,821
ALLIANT TECHSYSTEMSNOTE 018804AK0 3,852 3,740,000 SH SOLE 0 3,740,000
ALLIANT TECHSYSTEMSCOM 018804104 526 10,500 SH SOLE 0 10,500
ALLISON TRANSMISSIOCOM 01973R101 684 34000 SH SOLE 0 34,000
ALLSTATE CORP COM 020002101 5,107 128,923 SH SOLE 0 128,923
ALPHA NATURAL RESOUCOM 02076X102 385 58,583 SH SOLE 0 58,583
ALTERA CORP COM 021441100 2,892 85,054 SH SOLE 0 85,054
ALTRIA GROUP INC COM 02209S103 18,046 540449 SH SOLE 0 540,449
AMARIN CORP PLC ADR 023111206 280 22257 SH SOLE 0 22,257
AMAZON COM INC COM 023135106 24,453 96149 SH SOLE 0 96,149
AMEREN CORP COM 023608102 2,107 64507 SH SOLE 0 64,507
AMERICA MOVIL SAB DADR 02364W105 4,194 164932 SH SOLE 0 164,932
AMERICAN ELEC PWR ICOM 025537101 5,665 128,916 SH SOLE 0 128,916
AMERICAN EXPRESS COCOM 025816109 14,909 262211 SH SOLE 0 262,211
AMERICAN GREETINGS CL A 026375105 168 10000 SH SOLE 0 10,000
AMERICAN INTL GROUPCOM 026874784 10,167 310,061 SH SOLE 0 310,061
AMERICAN RLTY CAP TCOM 02917L101 1,948 165,900 SH SOLE 0 165,900
AMERICAN TOWER CORPCOM 03027X100 7,500 105057 SH SOLE 0 105,057
AMERICAN VANGUARD CCOM 030371108 246 7,055 SH SOLE 0 7,055
AMERICAS CAR MART ICOM 03062T105 1,355 29810 SH SOLE 0 29,810
AMERIGAS PARTNERS LUNIT 030975106 620 14200 SH SOLE 0 14,200
AMERIGROUP CORP COM 03073T102 11,526 126,064 SH SOLE 0 126,064
AMERIPRISE FINL INCCOM 03076C106 3,176 56024 SH SOLE 0 56,024
AMERISOURCEBERGEN CCOM 03073E105 2,590 66,900 SH SOLE 0 66,900
AMGEN INC COM 031162100 17,272 204917 SH SOLE 0 204,917
AMN HEALTHCARE SERVCOM 001744101 249 24,765 SH SOLE 0 24,765
AMPHENOL CORP NEW CL A 032095101 2,520 42,800 SH SOLE 0 42,800
ANADARKO PETE CORP COM 032511107 15,048 215,216 SH SOLE 0 215,216
ANALOG DEVICES INC COM 032654105 3,113 79,467 SH SOLE 0 79,467
ANN INC COM 035623107 527 13,955 SH SOLE 0 13,955
ANNIES INC COM 03600T104 664 14800 SH SOLE 0 14,800
AON PLC SHS G0408V102 4,482 85,715 SH SOLE 0 85,715
APACHE CORP COM 037411105 12,036 139,196 SH SOLE 0 139,196
APARTMENT INVT & MGCL A 03748R101 1,006 38694 SH SOLE 0 38,694
APOLLO GROUP INC CL A 037604105 779 26,826 SH SOLE 0 26,826
APPLE INC COM 037833100 170,059 254,921 SH SOLE 0 254,921
APPLIED MATLS INC COM 038222105 3,673 329001 SH SOLE 0 329,001
APPROACH RESOURCES COM 03834A103 228 7,555 SH SOLE 0 7,555
ARCHER DANIELS MIDLCOM 039483102 4,759 175,099 SH SOLE 0 175,099
ARES CAP CORP COM 04010L103 1,090 63,620 SH SOLE 0 63,620
ARIAD PHARMACEUTICACOM 04033A100 1,135 46,895 SH SOLE 0 46,895
ARIBA INC COM 04033V203 12,320 275006 SH SOLE 0 275,006
ARRIS GROUP INC COM 04269Q100 1,591 124,400 SH SOLE 0 124,400
ARROW ELECTRS INC COM 042735100 10,582 313,900 SH SOLE 0 313,900
ARUBA NETWORKS INC COM 043176106 1,007 44,790 SH SOLE 0 44,790
ASA GOLD AND PRECIOSHS G3156P103 730 28,950 SH SOLE 0 28,950
ASPEN INSURANCE HOLSHS G05384105 1,339 43,920 SH SOLE 0 43,920
ASPEN TECHNOLOGY INCOM 045327103 1,053 40,760 SH SOLE 0 40,760
ASSURANT INC COM 04621X108 804 21,557 SH SOLE 0 21,557
AT&T INC COM 00206R102 57,822 1,533,747 SH SOLE 0 1,533,747
ATHENAHEALTH INC COM 04685W103 260 2830 SH SOLE 0 2,830
ATLAS AIR WORLDWIDECOM 049164205 1,534 29,710 SH SOLE 0 29,710
ATLAS PIPELINE PARTUNIT 049392103 923 27,081 SH SOLE 0 27,081
ATWOOD OCEANICS INCCOM 050095108 3,179 69951 SH SOLE 0 69,951
AURICO GOLD INC COM 05155C105 866 123940 SH SOLE 0 123,940
AURIZON MINES LTD COM 05155P106 1,080 205,370 SH SOLE 0 205,370
AUTHENTEC INC COM 052660107 5,475 683137 SH SOLE 0 683,137
AUTODESK INC COM 052769106 2,012 60,324 SH SOLE 0 60,324
AUTOMATIC DATA PROCCOM 053015103 7,556 128,811 SH SOLE 0 128,811
AUTONATION INC COM 05329W102 448 10,268 SH SOLE 0 10,268
AUTOZONE INC COM 053332102 3,679 9952 SH SOLE 0 9,952
AVALONBAY CMNTYS INCOM 053484101 3,504 25765 SH SOLE 0 25,765
AVERY DENNISON CORPCOM 053611109 858 26975 SH SOLE 0 26,975
AVNET INC COM 053807103 11,189 384642 SH SOLE 0 384,642
AVON PRODS INC COM 054303102 1,832 114,870 SH SOLE 0 114,870
BAIDU INC ADR 056752108 8,124 69499 SH SOLE 0 69,499
BAKER HUGHES INC COM 057224107 12,499 276,354 SH SOLE 0 276,354
BALCHEM CORP COM 057665200 1,491 40600 SH SOLE 0 40,600
BALL CORP COM 058498106 1,741 41,137 SH SOLE 0 41,137
BANK OF AMERICA CORCOM 060505104 25,714 2912161 SH SOLE 0 2,912,161
BANK OF NEW YORK MECOM 064058100 7,104 314,060 SH SOLE 0 314,060
BANK OF THE OZARKS COM 063904106 1,564 45,380 SH SOLE 0 45,380
BARCLAYS PLC ADR 06738E204 1,026 74000 SH SOLE 0 74,000
BARD C R INC COM 067383109 2,169 20,727 SH SOLE 0 20,727
BARRICK GOLD CORP COM 067901108 1,448 34,680 SH SOLE 0 34,680
BAXTER INTL INC COM 071813109 10,041 166,597 SH SOLE 0 166,597
BB&T CORP COM 054937107 7,068 213150 SH SOLE 0 213,150
BEAM INC COM 073730103 2,423 42,104 SH SOLE 0 42,104
BECTON DICKINSON & COM 075887109 4,778 60,824 SH SOLE 0 60,824
BED BATH & BEYOND ICOM 075896100 3,888 61720 SH SOLE 0 61,720
BEMIS INC COM 081437105 864 27,458 SH SOLE 0 27,458
BERKSHIRE HATHAWAY CL B 084670702 43,001 487543 SH SOLE 0 487,543
BEST BUY INC COM 086516101 5,768 335,354 SH SOLE 0 335,354
BIG LOTS INC COM 089302103 950 32,124 SH SOLE 0 32,124
BIOGEN IDEC INC COM 09062X103 9,376 62835 SH SOLE 0 62,835
BIOSCRIP INC COM 09069N108 1,425 156,405 SH SOLE 0 156,405
BLACKBAUD INC COM 09227Q100 742 31,025 SH SOLE 0 31,025
BLACKROCK INC COM 09247X101 6,065 34,016 SH SOLE 0 34,016
BLOCK H & R INC COM 093671105 1,249 72,077 SH SOLE 0 72,077
BLUEKNIGHT ENERGY PCOM 09625U109 137 21981 SH SOLE 0 21,981
BMC SOFTWARE INC COM 055921100 1,618 39,004 SH SOLE 0 39,004
BOEING CO COM 097023105 12,519 179886 SH SOLE 0 179,886
BOLT TECHNOLOGY CORCOM 097698104 697 48,473 SH SOLE 0 48,473
BONANZA CREEK ENERGCOM 097793103 815 34,610 SH SOLE 0 34,610
BORGWARNER INC COM 099724106 2,103 30425 SH SOLE 0 30,425
BOSTON PROPERTIES ICOM 101121101 4,433 40,082 SH SOLE 0 40,082
BOSTON SCIENTIFIC CCOM 101137107 2,165 377,251 SH SOLE 0 377,251
BOTTOMLINE TECH DELCOM 101388106 1,807 73175 SH SOLE 0 73,175
BP PLC ADR 055622104 8,512 200,955 SH SOLE 0 200,955
BREITBURN ENERGY PACOM 106776107 1,794 92,333 SH SOLE 0 92,333
BRIGHTPOINT INC COM 109473405 9,014 1,004,944 SH SOLE 0 1,004,944
BRISTOL MYERS SQUIBCOM 110122108 15,898 471,065 SH SOLE 0 471,065
BRISTOW GROUP INC COM 110394103 1,392 27540 SH SOLE 0 27,540
BROADCOM CORP CL A 111320107 4,727 136727 SH SOLE 0 136,727
BROADSOFT INC COM 11133B409 482 11,745 SH SOLE 0 11,745
BROWN FORMAN CORP CL B 115637209 2,627 40,262 SH SOLE 0 40,262
BUCKEYE PARTNERS L UNIT 118230101 6,408 133,583 SH SOLE 0 133,583
BUFFALO WILD WINGS COM 119848109 474 5530 SH SOLE 0 5,530
BUNGE LIMITED COM G16962105 4,016 59,895 SH SOLE 0 59,895
C H ROBINSON WORLDWCOM 12541W209 2,515 42,930 SH SOLE 0 42,930
CA INC COM 12673P105 2,345 91,030 SH SOLE 0 91,030
CABLEVISION SYS CORCL A 12686C109 909 57,368 SH SOLE 0 57,368
CABOT OIL & GAS CORCOM 127097103 7,590 169,051 SH SOLE 0 169,051
CAL DIVE INTL INC NOTE 127914AB5 1,505 1,500,000 SH SOLE 0 1,500,000
CAMECO CORP COM 13321L108 628 32,305 SH SOLE 0 32,305
CAMERON INTERNATIONCOM 13342B105 3,671 65,475 SH SOLE 0 65,475
CAMPBELL SOUP CO COM 134429109 1,667 47,887 SH SOLE 0 47,887
CANADIAN NAT RES LTCOM 136385101 2,980 96780 SH SOLE 0 96,780
CANON INC ADR 138006309 648 20,250 SH SOLE 0 20,250
CAPELLA EDUCATION CCOM 139594105 502 14,325 SH SOLE 0 14,325
CAPITAL ONE FINL COCOM 14040H105 9,675 169,713 SH SOLE 0 169,713
CARBO CERAMICS INC COM 140781105 741 11,775 SH SOLE 0 11,775
CARDINAL HEALTH INCCOM 14149Y108 3,534 90681 SH SOLE 0 90,681
CARDIOVASCULAR SYS COM 141619106 700 60565 SH SOLE 0 60,565
CARDTRONICS INC COM 14161H108 650 21835 SH SOLE 0 21,835
CAREFUSION CORP COM 14170T101 1,675 58999 SH SOLE 0 58,999
CARMAX INC COM 143130102 1,718 60,709 SH SOLE 0 60,709
CARNIVAL CORP COM 143658300 4,331 118,885 SH SOLE 0 118,885
CARPENTER TECHNOLOGCOM 144285103 391 7467 SH SOLE 0 7,467
CARRIZO OIL & CO INCOM 144577103 419 16765 SH SOLE 0 16,765
CASH AMER INTL INC COM 14754D100 744 19,295 SH SOLE 0 19,295
CATERPILLAR INC DELCOM 149123101 16,475 191,478 SH SOLE 0 191,478
CATO CORP NEW CL A 149205106 277 9,315 SH SOLE 0 9,315
CAVIUM INC COM 14964U108 648 19445 SH SOLE 0 19,445
CBRE GROUP INC CL A 12504L109 1,478 80280 SH SOLE 0 80,280
CBS CORP NEW CL B 124857202 7,770 213,864 SH SOLE 0 213,864
CELADON GROUP INC COM 150838100 538 33,464 SH SOLE 0 33,464
CELGENE CORP COM 151020104 9,188 120258 SH SOLE 0 120,258
CENOVUS ENERGY INC COM 15135U109 1,997 57290 SH SOLE 0 57,290
CENTERPOINT ENERGY COM 15189T107 2,420 113,625 SH SOLE 0 113,625
CENTRAL EUROPEAN MECL A G20045202 320 49200 SH SOLE 0 49,200
CENTURYLINK INC COM 156700106 6,688 165538 SH SOLE 0 165,538
CERES INC COM 156773103 201 35315 SH SOLE 0 35,315
CERNER CORP COM 156782104 2,994 38,683 SH SOLE 0 38,683
CF INDS HLDGS INC COM 125269100 6,371 28,669 SH SOLE 0 28,669
CH ENERGY GROUP INCCOM 12541M102 12,532 192,172 SH SOLE 0 192,172
CHART INDS INC COM 16115Q308 869 11,770 SH SOLE 0 11,770
CHEMED CORP NEW COM 16359R103 718 10,360 SH SOLE 0 10,360
CHESAPEAKE ENERGY CCOM 165167107 3,469 183,861 SH SOLE 0 183,861
CHESAPEAKE LODGING SHS 165240102 794 39950 SH SOLE 0 39,950
CHEVRON CORP NEW COM 166764100 77,347 663,582 SH SOLE 0 663,582
CHICAGO BRIDGE & IRSHS 167250109 808 21,200 SH SOLE 0 21,200
CHICOS FAS INC COM 168615102 563 31,100 SH SOLE 0 31,100
CHINA KANGHUI HLDGSADR 16890V100 4,856 160,001 SH SOLE 0 160,001
CHINA MOBILE LIMITEADR 16941M109 388 7017 SH SOLE 0 7,017
CHINA UNICOM (HONG ADR 16945R104 364 22,338 SH SOLE 0 22,338
CHIPMOS TECH BERMUDSHS G2110R114 676 42,628 SH SOLE 0 42,628
CHIPOTLE MEXICAN GRCOM 169656105 2,675 8,423 SH SOLE 0 8,423
CHRISTOPHER & BANKSCOM 171046105 2,493 710351 SH SOLE 0 710,351
CHUBB CORP COM 171232101 5,391 70,678 SH SOLE 0 70,678
CHUYS HLDGS INC COM 171604101 517 21100 SH SOLE 0 21,100
CIGNA CORPORATION COM 125509109 3,616 76,664 SH SOLE 0 76,664
CIMAREX ENERGY CO COM 171798101 2,623 44,800 SH SOLE 0 44,800
CINCINNATI FINL CORCOM 172062101 1,473 38887 SH SOLE 0 38,887
CINTAS CORP COM 172908105 1,185 28593 SH SOLE 0 28,593
CISCO SYS INC COM 17275R102 26,856 1,406,416 SH SOLE 0 1,406,416
CITIGROUP INC COM 172967424 25,509 779630 SH SOLE 0 779,630
CITRIX SYS INC COM 177376100 3,804 49,707 SH SOLE 0 49,707
CLEAN ENERGY FUELS COM 184499101 334 25,390 SH SOLE 0 25,390
CLIFFS NATURAL RESOCOM 18683K101 2,266 57,900 SH SOLE 0 57,900
CLOROX CO DEL COM 189054109 2,483 34,459 SH SOLE 0 34,459
CLOUD PEAK ENERGY ICOM 18911Q102 885 48,905 SH SOLE 0 48,905
CLOVIS ONCOLOGY INCCOM 189464100 444 21704 SH SOLE 0 21,704
CME GROUP INC COM 12572Q105 4,659 81,330 SH SOLE 0 81,330
CMS ENERGY CORP COM 125896100 1,659 70449 SH SOLE 0 70,449
COACH INC COM 189754104 4,247 75,820 SH SOLE 0 75,820
COBALT INTL ENERGY COM 19075F106 1,376 61806 SH SOLE 0 61,806
COCA COLA CO COM 191216100 39,840 1,050,348 SH SOLE 0 1,050,348
COCA COLA ENTERPRISCOM 19122T109 2,301 73599 SH SOLE 0 73,599
CODEXIS INC COM 192005106 97 31885 SH SOLE 0 31,885
COGENT COMM GROUP INOTE 19239VAB0 2,018 2,110,000 SH SOLE 0 2,110,000
COGNIZANT TECHNOLOGCL A 192446102 5,548 79377 SH SOLE 0 79,377
COLGATE PALMOLIVE CCOM 194162103 12,705 118499 SH SOLE 0 118,499
COLLECTIVE BRANDS ICOM 19421W100 12,139 559138 SH SOLE 0 559,138
COLONY FINL INC COM 19624R106 779 40,015 SH SOLE 0 40,015
COMCAST CORP NEW CL A 20030N101 15,313 428399 SH SOLE 0 428,399
COMCAST CORP NEW CL A 20030N200 10,082 289,629 SH SOLE 0 289,629
COMERICA INC COM 200340107 1,597 51443 SH SOLE 0 51,443
COMMVAULT SYSTEMS ICOM 204166102 861 14,680 SH SOLE 0 14,680
COMPANIA DE MINAS BADR 204448104 202 5,187 SH SOLE 0 5,187
COMPLETE GENOMICS ICOM 20454K104 1,211 389,920 SH SOLE 0 389,920
COMPUTER SCIENCES CCOM 205363104 1,330 41,296 SH SOLE 0 41,296
COMPUTER TASK GROUPCOM 205477102 673 41577 SH SOLE 0 41,577
COMSCORE INC COM 20564W105 523 34325 SH SOLE 0 34,325
COMSTOCK RES INC COM 205768203 863 46,955 SH SOLE 0 46,955
CONAGRA FOODS INC COM 205887102 3,398 123,158 SH SOLE 0 123,158
CONCHO RES INC COM 20605P101 1,505 15880 SH SOLE 0 15,880
CONNS INC COM 208242107 350 15,856 SH SOLE 0 15,856
CONOCOPHILLIPS COM 20825C104 21,011 367,460 SH SOLE 0 367,460
CONSOL ENERGY INC COM 20854P109 6,964 231748 SH SOLE 0 231,748
CONSOLIDATED EDISONCOM 209115104 4,664 77868 SH SOLE 0 77,868
CONSOLIDATED GRAPHICOM 209341106 1,509 57841 SH SOLE 0 57,841
CONSTELLATION BRANDCL A 21036P108 1,266 39133 SH SOLE 0 39,133
CONTANGO OIL & GAS COM 21075N204 1,533 31200 SH SOLE 0 31,200
COOPER INDUSTRIES PSHS G24140108 11,775 156,873 SH SOLE 0 156,873
CORE LABORATORIES NCOM N22717107 2,359 19,420 SH SOLE 0 19,420
CORNERSTONE ONDEMANCOM 21925Y103 676 22040 SH SOLE 0 22,040
CORNING INC COM 219350105 5,206 395,870 SH SOLE 0 395,870
COSAN LTD SHS G25343107 805 50,770 SH SOLE 0 50,770
COSTAR GROUP INC COM 22160N109 1,958 24,010 SH SOLE 0 24,010
COSTCO WHSL CORP NECOM 22160K105 11,513 114,943 SH SOLE 0 114,943
COVENTRY HEALTH CARCOM 222862104 5,776 138,546 SH SOLE 0 138,546
COVIDIEN PLC SHS G2554F113 8,228 138,479 SH SOLE 0 138,479
CRANE CO COM 224399105 634 15,870 SH SOLE 0 15,870
CREDICORP LTD COM G2519Y108 7,075 56,470 SH SOLE 0 56,470
CROSS A T CO CL A 227478104 1,328 133,244 SH SOLE 0 133,244
CROSSTEX ENERGY L PCOM 22765U102 11,379 738912 SH SOLE 0 738,912
CROWN CASTLE INTL CCOM 228227104 4,994 77907 SH SOLE 0 77,907
CROWN HOLDINGS INC COM 228368106 2,175 59174 SH SOLE 0 59,174
CSX CORP COM 126408103 5,737 276492 SH SOLE 0 276,492
CTRIP COM INTL LTD SHS 22943F100 304 18,000 SH SOLE 0 18,000
CUMMINS INC COM 231021106 7,107 77,079 SH SOLE 0 77,079
CURTISS WRIGHT CORPCOM 231561101 693 21,205 SH SOLE 0 21,205
CVS CAREMARK CORPORCOM 126650100 16,377 338,237 SH SOLE 0 338,237
CYBERONICS INC COM 23251P102 746 14,226 SH SOLE 0 14,226
CYBEROPTICS CORP COM 232517102 905 124809 SH SOLE 0 124,809
D R HORTON INC COM 23331A109 1,523 73853 SH SOLE 0 73,853
DANAHER CORP DEL COM 235851102 8,564 155,288 SH SOLE 0 155,288
DARDEN RESTAURANTS COM 237194105 1,901 34,091 SH SOLE 0 34,091
DARLING INTL INC COM 237266101 712 38,945 SH SOLE 0 38,945
DAVITA INC COM 23918K108 2,345 22635 SH SOLE 0 22,635
DCP MIDSTREAM PARTNCOM 23311P100 789 16,980 SH SOLE 0 16,980
DEAN FOODS CO NEW COM 242370104 803 49142 SH SOLE 0 49,142
DEERE & CO COM 244199105 9,181 111,329 SH SOLE 0 111,329
DELL INC COM 24702R101 3,818 387,376 SH SOLE 0 387,376
DELTA APPAREL INC COM 247368103 1,841 133707 SH SOLE 0 133,707
DELTEK INC COM 24784L105 4,277 328468 SH SOLE 0 328,468
DEMANDWARE INC COM 24802Y105 293 9,240 SH SOLE 0 9,240
DENBURY RES INC COM 247916208 3,548 219,527 SH SOLE 0 219,527
DENTSPLY INTL INC NCOM 249030107 1,438 37695 SH SOLE 0 37,695
DEPOMED INC COM 249908104 1,386 234,534 SH SOLE 0 234,534
DEVON ENERGY CORP NCOM 25179M103 8,694 143703 SH SOLE 0 143,703
DEVRY INC DEL COM 251893103 3,605 158,400 SH SOLE 0 158,400
DIAMOND OFFSHORE DRCOM 25271C102 1,216 18,481 SH SOLE 0 18,481
DIGITAL GENERATION COM 25400B108 573 50425 SH SOLE 0 50,425
DIRECTV COM 25490A309 8,753 166921 SH SOLE 0 166,921
DISCOVER FINL SVCS COM 254709108 5,439 136,895 SH SOLE 0 136,895
DISCOVERY COMMUNICACOM 25470F104 4,756 79,795 SH SOLE 0 79,795
DISNEY WALT CO COM 254687106 25,718 491,934 SH SOLE 0 491,934
DOLLAR THRIFTY AUTOCOM 256743105 12,107 139,272 SH SOLE 0 139,272
DOLLAR TREE INC COM 256746108 2,957 61234 SH SOLE 0 61,234
DOMINION RES INC VACOM 25746U109 8,070 152,431 SH SOLE 0 152,431
DONNELLEY R R & SONCOM 257867101 508 47,935 SH SOLE 0 47,935
DOVER CORP COM 260003108 2,891 48601 SH SOLE 0 48,601
DOW CHEM CO COM 260543103 9,223 318,529 SH SOLE 0 318,529
DR PEPPER SNAPPLE GCOM 26138E109 2,493 55,978 SH SOLE 0 55,978
DRDGOLD LIMITED ADR 26152H301 229 36,105 SH SOLE 0 36,105
DRIL-QUIP INC COM 262037104 1,560 21709 SH SOLE 0 21,709
DTE ENERGY CO COM 233331107 2,737 45663 SH SOLE 0 45,663
DU PONT E I DE NEMOCOM 263534109 12,434 247,349 SH SOLE 0 247,349
DUKE ENERGY CORP NECOM 26441C204 12,129 187199 SH SOLE 0 187,199
DUN & BRADSTREET COCOM 26483E100 950 11,932 SH SOLE 0 11,932
DYCOM INDS INC COM 267475101 860 59,800 SH SOLE 0 59,800
E M C CORP MASS COM 268648102 15,952 584966 SH SOLE 0 584,966
E TRADE FINANCIAL CCOM 269246401 601 68,266 SH SOLE 0 68,266
EAGLE ROCK ENERGY PUNIT 26985R104 843 88,225 SH SOLE 0 88,225
EASTMAN CHEM CO COM 277432100 2,318 40,655 SH SOLE 0 40,655
EBAY INC COM 278642103 15,950 329,745 SH SOLE 0 329,745
EBIX INC COM 278715206 576 24,400 SH SOLE 0 24,400
ECOLAB INC COM 278865100 8,772 135,345 SH SOLE 0 135,345
EDISON INTL COM 281020107 3,958 86620 SH SOLE 0 86,620
EDWARDS LIFESCIENCECOM 28176E108 3,303 30764 SH SOLE 0 30,764
EL PASO PIPELINE PACOM 283702108 25,432 683,282 SH SOLE 0 683,282
ELECTRONIC ARTS INCCOM 285512109 1,074 84648 SH SOLE 0 84,648
ELLIE MAE INC COM 28849P100 208 7,628 SH SOLE 0 7,628
ELLIS PERRY INTL INCOM 288853104 1,268 57514 SH SOLE 0 57,514
EMERALD OIL INC COM 29101U100 969 1,166,900 SH SOLE 0 1,166,900
EMERSON ELEC CO COM 291011104 9,334 193,366 SH SOLE 0 193,366
ENBRIDGE ENERGY PARCOM 29250R106 14,335 486908 SH SOLE 0 486,908
ENBRIDGE INC COM 29250N105 5,855 150,000 SH SOLE 0 150,000
ENCANA CORP COM 292505104 3,011 137,367 SH SOLE 0 137,367
ENCORE CAP GROUP INCOM 292554102 554 19,600 SH SOLE 0 19,600
ENDO HEALTH SOLUTIOCOM 29264F205 723 22790 SH SOLE 0 22,790
ENDURANCE SPECIALTYSHS G30397106 1,260 32,715 SH SOLE 0 32,715
ENERGEN CORP COM 29265N108 361 6,885 SH SOLE 0 6,885
ENERGY TRANSFER EQUCOM 29273V100 32,379 716345 SH SOLE 0 716,345
ENERSYS COM 29275Y102 757 21,460 SH SOLE 0 21,460
ENGLOBAL CORP COM 293306106 639 1,183,847 SH SOLE 0 1,183,847
ENI S P A ADR 26874R108 3,448 78,650 SH SOLE 0 78,650
ENSCO PLC SHS G3157S106 16,533 303018 SH SOLE 0 303,018
ENTERGY CORP NEW COM 29364G103 3,267 47142 SH SOLE 0 47,142
ENTERPRISE PRODS PACOM 293792107 104,288 1,945,669 SH SOLE 0 1,945,669
ENTROPIC COMMUNICATCOM 29384R105 539 92,535 SH SOLE 0 92,535
ENVESTNET INC COM 29404K106 3,837 327930 SH SOLE 0 327,930
EOG RES INC COM 26875P101 13,495 120,437 SH SOLE 0 120,437
EPL OIL & GAS INC COM 26883D108 603 29,715 SH SOLE 0 29,715
EPOCRATES INC COM 29429D103 1,451 124,525 SH SOLE 0 124,525
EQT CORP COM 26884L109 4,689 79,481 SH SOLE 0 79,481
EQT MIDSTREAM PARTNUNIT 26885B100 8,602 298,672 SH SOLE 0 298,672
EQUIFAX INC COM 294429105 1,484 31,867 SH SOLE 0 31,867
EQUITY RESIDENTIAL SHS 29476L107 4,604 80028 SH SOLE 0 80,028
ETFS PALLADIUM TR SHS 26923A106 1,332 21,194 SH SOLE 0 21,194
EURONET WORLDWIDE INOTE 298736AF6 8,752 8,785,000 SH SOLE 0 8,785,000
EV ENERGY PARTNERS COM 26926V107 15,985 257,317 SH SOLE 0 257,317
EXAMWORKS GROUP INCCOM 30066A105 352 23,598 SH SOLE 0 23,598
EXCO RESOURCES INC COM 269279402 2,678 334,332 SH SOLE 0 334,332
EXELON CORP COM 30161N101 8,074 226,931 SH SOLE 0 226,931
EXPEDIA INC DEL COM 30212P303 1,440 24,901 SH SOLE 0 24,901
EXPEDITORS INTL WASCOM 302130109 2,035 55,975 SH SOLE 0 55,975
EXPRESS SCRIPTS HLDCOM 30219G108 13,500 215,546 SH SOLE 0 215,546
EXTERRAN HLDGS INC COM 30225X103 11,251 554,779 SH SOLE 0 554,779
EXTERRAN PARTNERS LCOM 30225N105 3,742 173569 SH SOLE 0 173,569
EXXON MOBIL CORP COM 30231G102 140,892 1,540,649 SH SOLE 0 1,540,649
EZCORP INC CL A 302301106 874 38,125 SH SOLE 0 38,125
F M C CORP COM 302491303 2,022 36507 SH SOLE 0 36,507
F5 NETWORKS INC COM 315616102 2,198 21,010 SH SOLE 0 21,010
FACTSET RESH SYS INCOM 303075105 632 6,550 SH SOLE 0 6,550
FAMILY DLR STORES ICOM 307000109 1,710 25,787 SH SOLE 0 25,787
FARO TECHNOLOGIES ICOM 311642102 924 22350 SH SOLE 0 22,350
FASTENAL CO COM 311900104 3,080 71,649 SH SOLE 0 71,649
FEDERATED INVS INC CL B 314211103 2,411 116,513 SH SOLE 0 116,513
FEDEX CORP COM 31428X106 6,570 77636 SH SOLE 0 77,636
FIDELITY NATL INFORCOM 31620M106 2,079 66577 SH SOLE 0 66,577
FIESTA RESTAURANT GCOM 31660B101 1,243 78,300 SH SOLE 0 78,300
FIFTH STREET FINANCCOM 31678A103 1,115 101,540 SH SOLE 0 101,540
FIFTH THIRD BANCORPCOM 316773100 4,736 305452 SH SOLE 0 305,452
FIRST CALIFORNIA FICOM 319395109 2,388 343,151 SH SOLE 0 343,151
FIRST FINL BANCORP COM 320209109 757 44765 SH SOLE 0 44,765
FIRST HORIZON NATL COM 320517105 637 66,148 SH SOLE 0 66,148
FIRST SOLAR INC COM 336433107 353 15954 SH SOLE 0 15,954
FIRSTENERGY CORP COM 337932107 4,903 111187 SH SOLE 0 111,187
FISERV INC COM 337738108 2,670 36,069 SH SOLE 0 36,069
FIVE BELOW INC COM 33829M101 334 8,545 SH SOLE 0 8,545
FLIR SYS INC COM 302445101 802 40159 SH SOLE 0 40,159
FLOWSERVE CORP COM 34354P105 1,736 13,593 SH SOLE 0 13,593
FLUOR CORP NEW COM 343412102 2,498 44390 SH SOLE 0 44,390
FLY LEASING LTD ADR 34407D109 199 14,731 SH SOLE 0 14,731
FMC TECHNOLOGIES INCOM 30249U101 2,934 63,377 SH SOLE 0 63,377
FOCUS MEDIA HLDG LTADR 34415V109 2,340 100,000 SH SOLE 0 100,000
FOOT LOCKER INC COM 344849104 3,955 111400 SH SOLE 0 111,400
FORD MTR CO DEL COM 345370860 9,998 1,013,987 SH SOLE 0 1,013,987
FOREST LABS INC COM 345838106 2,214 62161 SH SOLE 0 62,161
FOSSIL INC COM 349882100 1,233 14,558 SH SOLE 0 14,558
FRANCESCAS HLDGS COCOM 351793104 496 16144 SH SOLE 0 16,144
FRANKLIN RES INC COM 354613101 4,595 36,740 SH SOLE 0 36,740
FREEPORT-MCMORAN COCOM 35671D857 18,653 471283 SH SOLE 0 471,283
FRESENIUS MED CARE ADR 358029106 3,797 51,729 SH SOLE 0 51,729
FRESH MKT INC COM 35804H106 434 7,235 SH SOLE 0 7,235
FRONTIER COMMUNICATCOM 35906A108 1,305 265,468 SH SOLE 0 265,468
FURMANITE CORPORATICOM 361086101 1,073 188,900 SH SOLE 0 188,900
FUSHI COPPERWELD INCOM 36113E107 2,879 316,692 SH SOLE 0 316,692
FUSION-IO INC COM 36112J107 1,020 33695 SH SOLE 0 33,695
GAMESTOP CORP NEW CL A 36467W109 689 32,815 SH SOLE 0 32,815
GANNETT INC COM 364730101 1,092 61,526 SH SOLE 0 61,526
GAP INC DEL COM 364760108 2,836 79274 SH SOLE 0 79,274
GASLOG LTD SHS G37585109 3,094 267,180 SH SOLE 0 267,180
GENERAL CABLE CORP NOTE 369300AD0 2,402 2,410,000 SH SOLE 0 2,410,000
GENERAL DYNAMICS COCOM 369550108 5,829 88,162 SH SOLE 0 88,162
GENERAL ELECTRIC COCOM 369604103 63,751 2,807,175 SH SOLE 0 2,807,175
GENERAL MLS INC COM 370334104 7,468 187,393 SH SOLE 0 187,393
GENESIS ENERGY L P UNIT 371927104 3,111 92500 SH SOLE 0 92,500
GENON ENERGY INC COM 37244E107 728 287829 SH SOLE 0 287,829
GENTHERM INC COM 37253A103 1,556 125,096 SH SOLE 0 125,096
GENUINE PARTS CO COM 372460105 2,517 41,235 SH SOLE 0 41,235
GENWORTH FINL INC COM 37247D106 684 130,705 SH SOLE 0 130,705
GEVO INC COM 374396109 221 103475 SH SOLE 0 103,475
GILEAD SCIENCES INCCOM 375558103 13,342 201,141 SH SOLE 0 201,141
GLAXOSMITHKLINE PLCADR 37733W105 762 16,490 SH SOLE 0 16,490
GLOBAL GEOPHYSICAL COM 37946S107 1,234 223,890 SH SOLE 0 223,890
GLOBE SPECIALTY METCOM 37954N206 317 20825 SH SOLE 0 20,825
GOLD FIELDS LTD NEWADR 38059T106 677 52,700 SH SOLE 0 52,700
GOLDCORP INC NEW COM 380956409 3,537 77,145 SH SOLE 0 77,145
GOLDEN STAR RES LTDCOM 38119TAC8 959 960,000 SH SOLE 0 960,000
GOLDEN STAR RES LTDCOM 38119T104 567 287836 SH SOLE 0 287,836
GOLDMAN SACHS GROUPCOM 38141G104 13,620 119810 SH SOLE 0 119,810
GOODYEAR TIRE & RUBCOM 382550101 793 65,064 SH SOLE 0 65,064
GOOGLE INC CL A 38259P508 54,482 72,210 SH SOLE 0 72,210
GP STRATEGIES CORP COM 36225V104 1,343 69,538 SH SOLE 0 69,538
GRAFTECH INTL LTD COM 384313102 484 53,850 SH SOLE 0 53,850
GRAINGER W W INC COM 384802104 3,320 15,935 SH SOLE 0 15,935
GRAN TIERRA ENERGY COM 38500T101 2,465 476,699 SH SOLE 0 476,699
GRAND CANYON ED INCCOM 38526M106 819 34795 SH SOLE 0 34,795
GREEN DOT CORP CL A 39304D102 534 43,700 SH SOLE 0 43,700
GREEN PLAINS RENEWACOM 393222104 367 62705 SH SOLE 0 62,705
GREENBRIER COS INC NOTE 393657AD3 1,253 1,270,000 SH SOLE 0 1,270,000
GREENBRIER COS INC COM 393657101 478 29605 SH SOLE 0 29,605
GREENHUNTER ENERGY COM 39530A104 445 195,996 SH SOLE 0 195,996
GREENWAY MED TECHNOCOM 39679B103 523 30,605 SH SOLE 0 30,605
GRUPO SIMEC S A B DADR 400491106 241 19932 SH SOLE 0 19,932
GRUPO TELEVISA SA ADR 40049J206 2,735 116,316 SH SOLE 0 116,316
GUESS INC COM 401617105 385 15,135 SH SOLE 0 15,135
GUIDEWIRE SOFTWARE COM 40171V100 447 14,410 SH SOLE 0 14,410
H & E EQUIPMENT SERCOM 404030108 327 27010 SH SOLE 0 27,010
HALLIBURTON CO COM 406216101 10,782 320,047 SH SOLE 0 320,047
HANCOCK HLDG CO COM 410120109 646 20850 SH SOLE 0 20,850
HANOVER COMPRESSOR NOTE 410768AE5 3,226 3220000 SH SOLE 0 3,220,000
HARLEY DAVIDSON INCCOM 412822108 2,567 60,590 SH SOLE 0 60,590
HARMAN INTL INDS INCOM 413086109 824 17,856 SH SOLE 0 17,856
HARRIS CORP DEL COM 413875105 1,542 30106 SH SOLE 0 30,106
HARTFORD FINL SVCS COM 416515104 2,252 115,866 SH SOLE 0 115,866
HASBRO INC COM 418056107 1,176 30,814 SH SOLE 0 30,814
HCP INC COM 40414L109 5,079 114,193 SH SOLE 0 114,193
HEADWATERS INC COM 42210P102 331 50,320 SH SOLE 0 50,320
HEALTH CARE REIT INCOM 42217K106 3,908 67,679 SH SOLE 0 67,679
HEALTHSTREAM INC COM 42222N103 1,503 52,800 SH SOLE 0 52,800
HEARTWARE INTL INC COM 422368100 356 3770 SH SOLE 0 3,770
HEINZ H J CO COM 423074103 4,763 85137 SH SOLE 0 85,137
HELMERICH & PAYNE ICOM 423452101 2,938 61,700 SH SOLE 0 61,700
HERCULES OFFSHORE INOTE 427093AD1 3,429 3420000 SH SOLE 0 3,420,000
HERSHEY CO COM 427866108 2,858 40,317 SH SOLE 0 40,317
HESS CORP COM 42809H107 5,494 102,271 SH SOLE 0 102,271
HEWLETT PACKARD CO COM 428236103 8,918 522,724 SH SOLE 0 522,724
HIBBETT SPORTS INC COM 428567101 1,309 22025 SH SOLE 0 22,025
HIMAX TECHNOLOGIES ADR 43289P106 153 77,937 SH SOLE 0 77,937
HITTITE MICROWAVE CCOM 43365Y104 996 17,950 SH SOLE 0 17,950
HMS HLDGS CORP COM 40425J101 208 6220 SH SOLE 0 6,220
HOLLY ENERGY PARTNECOM 435763107 6,195 93,224 SH SOLE 0 93,224
HOLLYFRONTIER CORP COM 436106108 1,880 45552 SH SOLE 0 45,552
HOLOGIC INC FRNT 436440AA9 8,213 8,280,000 SH SOLE 0 8,280,000
HOME DEPOT INC COM 437076102 24,194 400769 SH SOLE 0 400,769
HONEYWELL INTL INC COM 438516106 12,399 207,522 SH SOLE 0 207,522
HORMEL FOODS CORP COM 440452100 1,042 35,644 SH SOLE 0 35,644
HOSPIRA INC COM 441060100 1,441 43897 SH SOLE 0 43,897
HOST HOTELS & RESORCOM 44107P104 3,083 192107 SH SOLE 0 192,107
HSBC HLDGS PLC ADR 404280406 781 16,800 SH SOLE 0 16,800
HUDSON CITY BANCORPCOM 443683107 4,029 507,145 SH SOLE 0 507,145
HUMANA INC COM 444859102 3,016 42993 SH SOLE 0 42,993
HUNTINGTON BANCSHARCOM 446150104 1,574 228,215 SH SOLE 0 228,215
IBERIABANK CORP COM 450828108 998 21,795 SH SOLE 0 21,795
ICAHN ENTERPRISES LFRNT 451102AB3 2,484 2480000 SH SOLE 0 2,480,000
ILLINOIS TOOL WKS ICOM 452308109 6,819 114,669 SH SOLE 0 114,669
ILLUMINA INC COM 452327109 16,793 348,475 SH SOLE 0 348,475
INERGY L P UNIT 456615103 2,132 112024 SH SOLE 0 112,024
INGERSOLL-RAND PLC SHS G47791101 3,416 76,215 SH SOLE 0 76,215
INGREDION INC COM 457187102 2,169 39320 SH SOLE 0 39,320
INNERWORKINGS INC COM 45773Y105 859 65,985 SH SOLE 0 65,985
INTEGRYS ENERGY GROCOM 45822P105 1,081 20,714 SH SOLE 0 20,714
INTEL CORP COM 458140100 30,777 1,358,498 SH SOLE 0 1,358,498
INTERCONTINENTALEXCCOM 45865V100 2,581 19,345 SH SOLE 0 19,345
INTERDIGITAL INC COM 45867G101 7,009 188,065 SH SOLE 0 188,065
INTERNATIONAL BUSINCOM 459200101 59,245 285,589 SH SOLE 0 285,589
INTERNATIONAL FLAVOCOM 459506101 1,291 21661 SH SOLE 0 21,661
INTERNATIONAL GAME COM 459902102 930 71,011 SH SOLE 0 71,011
INTERPUBLIC GROUP CCOM 460690100 1,292 116215 SH SOLE 0 116,215
INTL PAPER CO COM 460146103 5,000 137,670 SH SOLE 0 137,670
INTUIT COM 461202103 4,321 73,390 SH SOLE 0 73,390
INTUITIVE SURGICAL COM 46120E602 5,262 10,617 SH SOLE 0 10,617
INVESCO LTD SHS G491BT108 2,958 118,368 SH SOLE 0 118,368
IPG PHOTONICS CORP COM 44980X109 758 13,235 SH SOLE 0 13,235
IRIS INTL INC COM 46270W105 5,025 257404 SH SOLE 0 257,404
IRON MTN INC COM 462846106 1,370 40156 SH SOLE 0 40,156
ISHARES INC ETF 464286772 2,092 35380 SH SOLE 0 35,380
ISHARES INC ETF 464286830 746 51,168 SH SOLE 0 51,168
ISHARES INC ETF 464286780 668 10,000 SH SOLE 0 10,000
ISHARES INC ETF 464286731 4,547 339853 SH SOLE 0 339,853
ISHARES TR ETF 464287804 3,220 41,776 SH SOLE 0 41,776
ISHARES TR ETF 464287465 58,022 1,094,758 SH SOLE 0 1,094,758
ISHARES TR ETF 46429B705 7,892 349,667 SH SOLE 0 349,667
ISHARES TR ETF 46429B671 3,997 95,158 SH SOLE 0 95,158
ISIS PHARMACEUTICALCOM 464330109 647 45,980 SH SOLE 0 45,980
ISTAR FINL INC FRNT 45031UBF7 8,600 8,665,000 SH SOLE 0 8,665,000
ITAU UNIBANCO HLDG ADR 465562106 5,650 369,770 SH SOLE 0 369,770
ITRON INC COM 465741106 505 11715 SH SOLE 0 11,715
IXIA COM 45071R109 162 10,100 SH SOLE 0 10,100
IXYS CORP COM 46600W106 683 68899 SH SOLE 0 68,899
JABIL CIRCUIT INC COM 466313103 931 49713 SH SOLE 0 49,713
JACOBS ENGR GROUP ICOM 469814107 1,395 34,493 SH SOLE 0 34,493
JDS UNIPHASE CORP NOTE 46612JAD3 2,979 3,000,000 SH SOLE 0 3,000,000
JDS UNIPHASE CORP COM 46612J507 763 61,657 SH SOLE 0 61,657
JOHNSON & JOHNSON COM 478160104 50,510 732,987 SH SOLE 0 732,987
JOHNSON CTLS INC COM 478366107 4,982 181,824 SH SOLE 0 181,824
JOY GLOBAL INC COM 481165108 1,578 28149 SH SOLE 0 28,149
JPMORGAN CHASE & COCOM 46625H100 41,611 1027937 SH SOLE 0 1,027,937
JUNIPER NETWORKS INCOM 48203R104 2,395 139,999 SH SOLE 0 139,999
KAISER ALUMINUM CORCOM 483007704 2,540 43498 SH SOLE 0 43,498
KB HOME COM 48666K109 181 12,615 SH SOLE 0 12,615
KELLOGG CO COM 487836108 3,390 65,624 SH SOLE 0 65,624
KENEXA CORP COM 488879107 10,818 236036 SH SOLE 0 236,036
KEY ENERGY SVCS INCCOM 492914106 368 52,600 SH SOLE 0 52,600
KEYCORP NEW COM 493267108 3,107 355,529 SH SOLE 0 355,529
KID BRANDS INC COM 49375T100 470 307,396 SH SOLE 0 307,396
KIMBERLY CLARK CORPCOM 494368103 9,006 104986 SH SOLE 0 104,986
KIMCO RLTY CORP COM 49446R109 2,193 108193 SH SOLE 0 108,193
KINDER MORGAN INC DCOM 49456B101 24,946 702311 SH SOLE 0 702,311
KINDER MORGAN MANAGSHS 49455U100 63,385 829649 SH SOLE 0 829,649
KINROSS GOLD CORP NOTE 496902AD9 7,315 7,310,000 SH SOLE 0 7,310,000
KINROSS GOLD CORP COM 496902404 1,045 102345 SH SOLE 0 102,345
KIOR INC CL A 497217109 229 24595 SH SOLE 0 24,595
KIRBY CORP COM 497266106 295 5,335 SH SOLE 0 5,335
KIT DIGITAL INC COM 482470200 1,086 361,990 SH SOLE 0 361,990
KLA-TENCOR CORP COM 482480100 2,112 44,270 SH SOLE 0 44,270
KODIAK OIL & GAS COCOM 50015Q100 3,123 333,648 SH SOLE 0 333,648
KOHLS CORP COM 500255104 2,938 57359 SH SOLE 0 57,359
KONA GRILL INC COM 50047H201 802 89,643 SH SOLE 0 89,643
KOSMOS ENERGY LTD SHS G5315B107 251 22,000 SH SOLE 0 22,000
KRAFT FOODS INC CL A 50075N104 19,509 471808 SH SOLE 0 471,808
KROGER CO COM 501044101 3,409 144,809 SH SOLE 0 144,809
KULICKE & SOFFA INDCOM 501242101 499 48000 SH SOLE 0 48,000
L-3 COMMUNICATIONS COM 502424104 1,841 25,670 SH SOLE 0 25,670
LABORATORY CORP AMECOM 50540R409 2,358 25,496 SH SOLE 0 25,496
LAM RESEARCH CORP COM 512807108 1,540 48,468 SH SOLE 0 48,468
LAUDER ESTEE COS INCL A 518439104 3,930 63,824 SH SOLE 0 63,824
LEGACY RESERVES LP UNIT 524707304 563 19,519 SH SOLE 0 19,519
LEGG MASON INC COM 524901105 789 31957 SH SOLE 0 31,957
LEGGETT & PLATT INCCOM 524660107 936 37,379 SH SOLE 0 37,379
LENNAR CORP CL A 526057104 229 6,584 SH SOLE 0 6,584
LENNAR CORP CL B 526057302 1,304 48,420 SH SOLE 0 48,420
LEUCADIA NATL CORP COM 527288104 1,198 52,670 SH SOLE 0 52,670
LIFE TECHNOLOGIES CCOM 53217V109 2,277 46,604 SH SOLE 0 46,604
LIFEPOINT HOSPITALSCOM 53219L109 465 10865 SH SOLE 0 10,865
LILLY ELI & CO COM 532457108 12,871 271489 SH SOLE 0 271,489
LIMITED BRANDS INC COM 532716107 3,124 63422 SH SOLE 0 63,422
LINCOLN NATL CORP ICOM 534187109 1,795 74,221 SH SOLE 0 74,221
LINEAR TECHNOLOGY CCOM 535678106 1,948 61,220 SH SOLE 0 61,220
LINN ENERGY LLC UNIT 536020100 9,959 241487 SH SOLE 0 241,487
LITHIA MTRS INC CL A 536797103 490 14,704 SH SOLE 0 14,704
LIVE NATION ENTERTANOTE 538034AB5 3,974 4,050,000 SH SOLE 0 4,050,000
LML PMT SYS INC COM 50208P109 1,093 321,536 SH SOLE 0 321,536
LOCKHEED MARTIN CORCOM 539830109 6,685 71587 SH SOLE 0 71,587
LOEWS CORP COM 540424108 3,428 83,087 SH SOLE 0 83,087
LORILLARD INC COM 544147101 4,044 34,725 SH SOLE 0 34,725
LOWES COS INC COM 548661107 9,170 303,231 SH SOLE 0 303,231
LSI CORPORATION COM 502161102 1,024 148233 SH SOLE 0 148,233
LTX-CREDENCE CORP COM 502403207 707 122,900 SH SOLE 0 122,900
LUCENT TECHNOLOGIESCOM 549463AH0 9,98910,193,000 SH SOLE 0 10,193,00
LUMBER LIQUIDATORS COM 55003T107 1,037 20,465 SH SOLE 0 20,465
LUXOTTICA GROUP S PADR 55068R202 2,625 74,438 SH SOLE 0 74,438
LYONDELLBASELL INDUSHS N53745100 5,277 102,146 SH SOLE 0 102,146
MACYS INC COM 55616P104 4,026 107015 SH SOLE 0 107,015
MAGELLAN MIDSTREAM COM 559080106 43,952 502,533 SH SOLE 0 502,533
MANITEX INTL INC COM 563420108 1,837 254067 SH SOLE 0 254,067
MARATHON OIL CORP COM 565849106 10,826 366107 SH SOLE 0 366,107
MARATHON PETE CORP COM 56585A102 7,205 131,985 SH SOLE 0 131,985
MARKET VECTORS ETF ETF 57060U100 6,359 118,434 SH SOLE 0 118,434
MARKET VECTORS ETF ETF 57060U605 2,260 43645 SH SOLE 0 43,645
MARKWEST ENERGY PARUNIT 570759100 32,069 589292 SH SOLE 0 589,292
MARRIOTT INTL INC NCL A 571903202 3,390 86,713 SH SOLE 0 86,713
MARSH & MCLENNAN COCOM 571748102 4,909 144,680 SH SOLE 0 144,680
MASCO CORP COM 574599106 1,429 94,939 SH SOLE 0 94,939
MASTERCARD INC CL A 57636Q104 12,883 28,534 SH SOLE 0 28,534
MATERION CORP COM 576690101 1,452 60,990 SH SOLE 0 60,990
MATTEL INC COM 577081102 3,215 90639 SH SOLE 0 90,639
MATTRESS FIRM HLDG COM 57722W106 332 11,800 SH SOLE 0 11,800
MCCORMICK & CO INC COM 579780206 2,188 35,262 SH SOLE 0 35,262
MCDONALDS CORP COM 580135101 25,470 277,602 SH SOLE 0 277,602
MCGRAW HILL COS INCCOM 580645109 4,067 74,494 SH SOLE 0 74,494
MCKESSON CORP COM 58155Q103 6,186 71905 SH SOLE 0 71,905
MEAD JOHNSON NUTRITCOM 582839106 3,970 54,173 SH SOLE 0 54,173
MEADWESTVACO CORP COM 583334107 3,741 122271 SH SOLE 0 122,271
MEDALLION FINL CORPCOM 583928106 2,084 176,457 SH SOLE 0 176,457
MEDICIS PHARMACEUTICL A 584690309 11,779 272,216 SH SOLE 0 272,216
MEDIVATION INC COM 58501N101 665 11,800 SH SOLE 0 11,800
MEDIWARE INFORMATIOCOM 584946107 1,420 64832 SH SOLE 0 64,832
MEDTRONIC INC COM 585055106 11,695 271214 SH SOLE 0 271,214
MELLANOX TECHNOLOGISHS M51363113 1,554 15305 SH SOLE 0 15,305
MERCADOLIBRE INC COM 58733R102 6,282 76,100 SH SOLE 0 76,100
MERCK & CO INC NEW COM 58933Y105 36,514 809,712 SH SOLE 0 809,712
MERGE HEALTHCARE INCOM 589499102 1,743 456,184 SH SOLE 0 456,184
MERIDIAN BIOSCIENCECOM 589584101 1,079 56,275 SH SOLE 0 56,275
METHANEX CORP COM 59151K108 336 11790 SH SOLE 0 11,790
METLIFE INC COM 59156R108 9,732 282,410 SH SOLE 0 282,410
METROPCS COMMUNICATCOM 591708102 984 84,059 SH SOLE 0 84,059
MICROCHIP TECHNOLOGCOM 595017104 1,686 51,495 SH SOLE 0 51,495
MICRON TECHNOLOGY ICOM 595112103 1,618 270,521 SH SOLE 0 270,521
MICROSOFT CORP COM 594918104 59,696 2,005,930 SH SOLE 0 2,005,930
MID CON ENERGY PARTCOM 59560V109 982 45835 SH SOLE 0 45,835
MILLER ENERGY RES ICOM 600527105 1,425 283354 SH SOLE 0 283,354
MOBILE TELESYSTEMS ADR 607409109 247 14,080 SH SOLE 0 14,080
MOLEX INC CL A 608554200 882 40,604 SH SOLE 0 40,604
MOLINA HEALTHCARE ICOM 60855R100 218 8665 SH SOLE 0 8,665
MOLSON COORS BREWINCL B 60871R209 1,864 41,372 SH SOLE 0 41,372
MONSANTO CO NEW COM 61166W101 23,274 255706 SH SOLE 0 255,706
MONSTER BEVERAGE COCOM 611740101 2,206 40,808 SH SOLE 0 40,808
MOODYS CORP COM 615369105 2,271 51,418 SH SOLE 0 51,418
MORGAN STANLEY COM 617446448 6,154 367,646 SH SOLE 0 367,646
MORNINGSTAR INC COM 617700109 866 13825 SH SOLE 0 13,825
MOSAIC CO NEW COM 61945C103 13,948 242,108 SH SOLE 0 242,108
MOTOROLA SOLUTIONS COM 620076307 3,848 76117 SH SOLE 0 76,117
MURPHY OIL CORP COM 626717102 2,833 52,763 SH SOLE 0 52,763
MYLAN INC COM 628530107 2,630 107,909 SH SOLE 0 107,909
NABORS INDUSTRIES LSHS G6359F103 1,083 77,202 SH SOLE 0 77,202
NASDAQ OMX GROUP INCOM 631103108 734 31,502 SH SOLE 0 31,502
NATIONAL OILWELL VACOM 637071101 12,459 155,527 SH SOLE 0 155,527
NATIONAL RESEARCH CCOM 637372103 809 16,090 SH SOLE 0 16,090
NATURAL GROCERS BY COM 63888U108 632 28,310 SH SOLE 0 28,310
NATUS MEDICAL INC DCOM 639050103 257 19,700 SH SOLE 0 19,700
NEOGEN CORP COM 640491106 1,052 24,637 SH SOLE 0 24,637
NETAPP INC COM 64110D104 3,176 96591 SH SOLE 0 96,591
NETEASE INC ADR 64110W102 781 13920 SH SOLE 0 13,920
NETFLIX INC COM 64110L106 804 14,764 SH SOLE 0 14,764
NETLIST INC COM 64118P109 1,404 1079908 SH SOLE 0 1,079,908
NETSPEND HLDGS INC COM 64118V106 290 29,470 SH SOLE 0 29,470
NEW GOLD INC CDA COM 644535106 704 57,640 SH SOLE 0 57,640
NEWELL RUBBERMAID ICOM 651229106 1,466 76,780 SH SOLE 0 76,780
NEWFIELD EXPL CO COM 651290108 7,393 236,062 SH SOLE 0 236,062
NEWMONT MINING CORPCOM 651639106 8,336 148,810 SH SOLE 0 148,810
NEWPARK RES INC COM 651718504 976 131755 SH SOLE 0 131,755
NEWS CORP CL A 65248E104 14,349 585,567 SH SOLE 0 585,567
NEXEN INC COM 65334H102 11,486 453,257 SH SOLE 0 453,257
NEXTERA ENERGY INC COM 65339F101 7,905 112,394 SH SOLE 0 112,394
NIC INC COM 62914B100 1,201 81,175 SH SOLE 0 81,175
NII HLDGS INC CL B 62913F201 211 26955 SH SOLE 0 26,955
NIKE INC CL B 654106103 9,277 97,740 SH SOLE 0 97,740
NISOURCE INC COM 65473P105 1,930 75745 SH SOLE 0 75,745
NOBLE CORPORATION BCOM H5833N103 2,835 79222 SH SOLE 0 79,222
NOBLE ENERGY INC COM 655044105 6,237 67,272 SH SOLE 0 67,272
NORDSTROM INC COM 655664100 2,241 40,612 SH SOLE 0 40,612
NORFOLK SOUTHERN COCOM 655844108 5,405 84947 SH SOLE 0 84,947
NORTHEAST UTILS COM 664397106 3,189 83,428 SH SOLE 0 83,428
NORTHERN TR CORP COM 665859104 2,701 58,189 SH SOLE 0 58,189
NORTHROP GRUMMAN COCOM 666807102 4,366 65,723 SH SOLE 0 65,723
NOVA MEASURING INSTCOM M7516K103 210 26976 SH SOLE 0 26,976
NRG ENERGY INC COM 629377508 547 25,575 SH SOLE 0 25,575
NUCOR CORP COM 670346105 3,229 84,399 SH SOLE 0 84,399
NUMEREX CORP PA CL A 67053A102 1,380 121,838 SH SOLE 0 121,838
NUVASIVE INC NOTE 670704AB1 1,975 1,990,000 SH SOLE 0 1,990,000
NVE CORP COM 629445206 1,480 25000 SH SOLE 0 25,000
NVIDIA CORP COM 67066G104 2,197 164694 SH SOLE 0 164,694
NYSE EURONEXT COM 629491101 1,999 81102 SH SOLE 0 81,102
O REILLY AUTOMOTIVECOM 67103H107 2,643 31,608 SH SOLE 0 31,608
OCCIDENTAL PETE CORCOM 674599105 28,635 332733 SH SOLE 0 332,733
OCEANEERING INTL INCOM 675232102 1,843 33,365 SH SOLE 0 33,365
OCWEN FINL CORP COM 675746309 950 34668 SH SOLE 0 34,668
ODYSSEY MARINE EXPLCOM 676118102 651 206,524 SH SOLE 0 206,524
OIL STS INTL INC COM 678026105 1,375 17304 SH SOLE 0 17,304
OILTANKING PARTNERSUNIT 678049107 9,631 252122 SH SOLE 0 252,122
OLIN CORP COM 680665205 487 22,405 SH SOLE 0 22,405
OM GROUP INC COM 670872100 235 12,660 SH SOLE 0 12,660
OMNICARE INC COM 681904108 395 11,640 SH SOLE 0 11,640
OMNICOM GROUP INC COM 681919106 3,641 70,617 SH SOLE 0 70,617
OMNIVISION TECHNOLOCOM 682128103 953 68,290 SH SOLE 0 68,290
ON ASSIGNMENT INC COM 682159108 623 31,275 SH SOLE 0 31,275
ONEOK INC NEW COM 682680103 4,228 87,516 SH SOLE 0 87,516
ONEOK PARTNERS LP UNIT 68268N103 1,009 16,962 SH SOLE 0 16,962
ORACLE CORP COM 68389X105 32,797 1,042,489 SH SOLE 0 1,042,489
ORBOTECH LTD ORD M75253100 421 49,174 SH SOLE 0 49,174
OSHKOSH CORP COM 688239201 5,434 198,100 SH SOLE 0 198,100
OWENS ILL INC COM 690768403 823 43885 SH SOLE 0 43,885
PACCAR INC COM 693718108 3,761 93,983 SH SOLE 0 93,983
PACIFIC CAP BANCORPCOM 69404P200 1,528 33,280 SH SOLE 0 33,280
PACIFIC COAST OIL TUNIT 694103102 2,460 135,512 SH SOLE 0 135,512
PACKAGING CORP AMERCOM 695156109 3,735 102884 SH SOLE 0 102,884
PALL CORP COM 696429307 1,961 30,893 SH SOLE 0 30,893
PALO ALTO NETWORKS COM 697435105 366 5950 SH SOLE 0 5,950
PANTRY INC NOTE 698657AL7 890 890,000 SH SOLE 0 890,000
PAR PHARMACEUTICAL COM 69888P106 23,877 477,724 SH SOLE 0 477,724
PARKER HANNIFIN CORCOM 701094104 3,321 39,731 SH SOLE 0 39,731
PATTERSON COMPANIESCOM 703395103 773 22589 SH SOLE 0 22,589
PATTERSON UTI ENERGCOM 703481101 3,913 247370 SH SOLE 0 247,370
PAYCHEX INC COM 704326107 2,857 85,834 SH SOLE 0 85,834
PEABODY ENERGY CORPCOM 704549104 3,689 165514 SH SOLE 0 165,514
PEETS COFFEE & TEA COM 705560100 8,378 114,230 SH SOLE 0 114,230
PENN WEST PETE LTD COM 707887105 557 39,090 SH SOLE 0 39,090
PENNEY J C INC COM 708160106 920 37,860 SH SOLE 0 37,860
PEOPLES UNITED FINACOM 712704105 1,134 93,386 SH SOLE 0 93,386
PEPCO HOLDINGS INC COM 713291102 1,150 60,852 SH SOLE 0 60,852
PEPSICO INC COM 713448108 29,281 413751 SH SOLE 0 413,751
PERFECT WORLD CO LTADR 71372U104 371 34187 SH SOLE 0 34,187
PERKINELMER INC COM 714046109 894 30327 SH SOLE 0 30,327
PERRIGO CO COM 714290103 2,715 23368 SH SOLE 0 23,368
PETROLEO BRASILEIROADR 71654V101 1,152 52,203 SH SOLE 0 52,203
PETROLEO BRASILEIROADR 71654V408 5,934 258737 SH SOLE 0 258,737
PFIZER INC COM 717081103 49,348 1,985,838 SH SOLE 0 1,985,838
PG&E CORP COM 69331C108 4,838 113379 SH SOLE 0 113,379
PHARMACYCLICS INC COM 716933106 394 6,115 SH SOLE 0 6,115
PHILIP MORRIS INTL COM 718172109 40,308 448,166 SH SOLE 0 448,166
PHILLIPS 66 COM 718546104 8,758 188874 SH SOLE 0 188,874
PHOTOMEDEX INC COM 719358301 1,600 113,790 SH SOLE 0 113,790
PHOTRONICS INC COM 719405102 1,199 223,257 SH SOLE 0 223,257
PHYSICIANS FORMULA COM 719427106 857 175,875 SH SOLE 0 175,875
PIKE ELEC CORP COM 721283109 1,253 157636 SH SOLE 0 157,636
PINNACLE WEST CAP CCOM 723484101 1,538 29,123 SH SOLE 0 29,123
PIONEER NAT RES CO COM 723787107 5,900 56,518 SH SOLE 0 56,518
PITNEY BOWES INC COM 724479100 737 53342 SH SOLE 0 53,342
PLAINS ALL AMERN PIUNIT 726503105 78,824 893691 SH SOLE 0 893,691
PLAINS EXPL& PRODTNCOM 726505100 1,556 41537 SH SOLE 0 41,537
PLUM CREEK TIMBER CCOM 729251108 1,883 42,943 SH SOLE 0 42,943
PMC-SIERRA INC NOTE 69344FAD8 1,190 1,190,000 SH SOLE 0 1,190,000
PNC FINL SVCS GROUPCOM 693475105 9,568 151628 SH SOLE 0 151,628
POLYPORE INTL INC COM 73179V103 303 8,575 SH SOLE 0 8,575
PORTFOLIO RECOVERY COM 73640Q105 819 7845 SH SOLE 0 7,845
PPG INDS INC COM 693506107 5,629 49,013 SH SOLE 0 49,013
PPL CORP COM 69351T106 4,485 154395 SH SOLE 0 154,395
PRAXAIR INC COM 74005P104 8,235 79272 SH SOLE 0 79,272
PRECISION CASTPARTSCOM 740189105 6,312 38,642 SH SOLE 0 38,642
PRECISION DRILLING COM 74022D308 851 108485 SH SOLE 0 108,485
PRESIDENTIAL LIFE CCOM 740884101 4,449 319,414 SH SOLE 0 319,414
PRESTIGE BRANDS HLDCOM 74112D101 1,394 82,205 SH SOLE 0 82,205
PRICE T ROWE GROUP COM 74144T108 4,272 67484 SH SOLE 0 67,484
PRICELINE COM INC COM 741503403 8,200 13246 SH SOLE 0 13,246
PRICESMART INC COM 741511109 4,321 57,070 SH SOLE 0 57,070
PRINCIPAL FINL GROUCOM 74251V102 1,987 73753 SH SOLE 0 73,753
PRIVATEBANCORP INC COM 742962103 436 27,295 SH SOLE 0 27,295
PROCERA NETWORKS INCOM 74269U203 817 34760 SH SOLE 0 34,760
PROCTER & GAMBLE COCOM 742718109 50,789 732,252 SH SOLE 0 732,252
PROGRESSIVE CORP OHCOM 743315103 3,090 148995 SH SOLE 0 148,995
PROLOGIS INC COM 74340W103 4,290 122476 SH SOLE 0 122,476
PROS HOLDINGS INC COM 74346Y103 1,493 78300 SH SOLE 0 78,300
PROTO LABS INC COM 743713109 732 21,650 SH SOLE 0 21,650
PRUDENTIAL FINL INCCOM 744320102 6,753 123,891 SH SOLE 0 123,891
PUBLIC STORAGE COM 74460D109 5,332 38,314 SH SOLE 0 38,314
PUBLIC SVC ENTERPRICOM 744573106 4,328 134,508 SH SOLE 0 134,508
PULTE GROUP INC COM 745867101 1,392 89,782 SH SOLE 0 89,782
PVR PARTNERS L P COM 693665101 2,043 80514 SH SOLE 0 80,514
QEP RES INC COM 74733V100 2,480 78,342 SH SOLE 0 78,342
QLIK TECHNOLOGIES ICOM 74733T105 336 15019 SH SOLE 0 15,019
QUALCOMM INC COM 747525103 29,482 471937 SH SOLE 0 471,937
QUALITY DISTR INC FCOM 74756M102 1,901 205480 SH SOLE 0 205,480
QUALITY SYS INC COM 747582104 539 29100 SH SOLE 0 29,100
QUANTA SVCS INC COM 74762E102 1,400 56,661 SH SOLE 0 56,661
QUANTUM CORP COM 747906204 947 588,500 SH SOLE 0 588,500
QUEST DIAGNOSTICS ICOM 74834L100 2,677 42206 SH SOLE 0 42,206
RAILAMERICA INC COM 750753402 12,164 442821 SH SOLE 0 442,821
RALPH LAUREN CORP CL A 751212101 2,456 16237 SH SOLE 0 16,237
RAMBUS INC DEL NOTE 750917AC0 3,459 3450000 SH SOLE 0 3,450,000
RAMTRON INTL CORP COM 751907304 848 275375 SH SOLE 0 275,375
RANGE RES CORP COM 75281A109 8,505 121733 SH SOLE 0 121,733
RAVEN INDS INC COM 754212108 2,012 68350 SH SOLE 0 68,350
RAYTHEON CO COM 755111507 5,046 88,271 SH SOLE 0 88,271
RED HAT INC COM 756577102 2,922 51,318 SH SOLE 0 51,318
REGENCY ENERGY PARTCOM 75885Y107 4,960 212703 SH SOLE 0 212,703
REGIONS FINANCIAL CCOM 7591EP100 2,704 375751 SH SOLE 0 375,751
RELIANCE STEEL & ALCOM 759509102 2,057 39300 SH SOLE 0 39,300
RENT A CTR INC NEW COM 76009N100 425 12,120 SH SOLE 0 12,120
REPLIGEN CORP COM 759916109 1,963 329,414 SH SOLE 0 329,414
REPUBLIC SVCS INC COM 760759100 2,191 79632 SH SOLE 0 79,632
REYNOLDS AMERICAN ICOM 761713106 3,779 87,192 SH SOLE 0 87,192
RIO TINTO PLC ADR 767204100 1,057 22600 SH SOLE 0 22,600
RITCHIE BROS AUCTIOCOM 767744105 750 39000 SH SOLE 0 39,000
ROBBINS & MYERS INCCOM 770196103 10,726 179,969 SH SOLE 0 179,969
ROBERT HALF INTL INCOM 770323103 1,004 37,700 SH SOLE 0 37,700
ROCKWELL AUTOMATIONCOM 773903109 2,610 37,526 SH SOLE 0 37,526
ROCKWELL COLLINS INCOM 774341101 2,027 37,793 SH SOLE 0 37,793
ROLLINS INC COM 775711104 1,228 52,500 SH SOLE 0 52,500
ROPER INDS INC NEW COM 776696106 2,858 26004 SH SOLE 0 26,004
ROSE ROCK MIDSTREAMCOM 777149105 1,798 56,000 SH SOLE 0 56,000
ROSETTA RESOURCES ICOM 777779307 11,264 235,200 SH SOLE 0 235,200
ROSS STORES INC COM 778296103 3,845 59534 SH SOLE 0 59,534
ROVI CORP NOTE 779376AB8 2,721 2,750,000 SH SOLE 0 2,750,000
ROWAN COMPANIES PLCSHS G7665A101 14,396 426289 SH SOLE 0 426,289
ROYAL DUTCH SHELL PADR 780259206 9,713 139,940 SH SOLE 0 139,940
RYANAIR HLDGS PLC ADR 783513104 4,849 150,345 SH SOLE 0 150,345
RYDER SYS INC COM 783549108 531 13,592 SH SOLE 0 13,592
RYLAND GROUP INC COM 783764103 918 30,585 SH SOLE 0 30,585
SAFEWAY INC COM 786514208 1,024 63,673 SH SOLE 0 63,673
SAIC INC COM 78390X101 908 75,430 SH SOLE 0 75,430
SALESFORCE COM INC COM 79466L302 5,782 37868 SH SOLE 0 37,868
SANDISK CORP NOTE 80004CAC5 10,86911,000,000 SH SOLE 0 11,000,00
SANDISK CORP COM 80004C101 2,789 64217 SH SOLE 0 64,217
SANOFI COM 80105N113 5,095 3,032,780 SH SOLE 0 3,032,780
SCANA CORP NEW COM 80589M102 1,685 34,907 SH SOLE 0 34,907
SCHLUMBERGER LTD COM 806857108 32,262 446,040 SH SOLE 0 446,040
SCHWAB CHARLES CORPCOM 808513105 3,724 291,311 SH SOLE 0 291,311
SCIQUEST INC NEW COM 80908T101 642 35,300 SH SOLE 0 35,300
SCRIPPS NETWORKS INCOM 811065101 1,407 22,975 SH SOLE 0 22,975
SEABRIGHT HOLDINGS COM 811656107 3,372 306,508 SH SOLE 0 306,508
SEACOR HOLDINGS INCCOM 811904101 1,028 12329 SH SOLE 0 12,329
SEAGATE TECHNOLOGY SHS G7945M107 2,910 94,000 SH SOLE 0 94,000
SEALED AIR CORP NEWCOM 81211K100 718 46,457 SH SOLE 0 46,457
SEALY CORP COM 812139301 1,688 774,208 SH SOLE 0 774,208
SELECT COMFORT CORPCOM 81616X103 480 15235 SH SOLE 0 15,235
SELECT SECTOR SPDR COM 81369Y506 3,310 45075 SH SOLE 0 45,075
SEMGROUP CORP CL A 81663A105 5,159 140,000 SH SOLE 0 140,000
SEMPRA ENERGY COM 816851109 3,854 59,760 SH SOLE 0 59,760
SERVICENOW INC COM 81762P102 207 5340 SH SOLE 0 5,340
SHAW GROUP INC COM 820280105 12,976 297487 SH SOLE 0 297,487
SHERWIN WILLIAMS COCOM 824348106 3,372 22,647 SH SOLE 0 22,647
SIERRA WIRELESS INCCOM 826516106 327 42,008 SH SOLE 0 42,008
SIGMA ALDRICH CORP COM 826552101 2,311 32,106 SH SOLE 0 32,106
SIGNET JEWELERS LIMSHS G81276100 5,017 102900 SH SOLE 0 102,900
SILICON IMAGE INC COM 82705T102 929 203,315 SH SOLE 0 203,315
SIMON PPTY GROUP INCOM 828806109 12,242 80643 SH SOLE 0 80,643
SIMPSON MANUFACTURICOM 829073105 1,274 44,500 SH SOLE 0 44,500
SLM CORP COM 78442P106 1,962 124,795 SH SOLE 0 124,795
SM ENERGY CO COM 78454L100 5,941 109,800 SH SOLE 0 109,800
SMUCKER J M CO COM 832696405 2,512 29099 SH SOLE 0 29,099
SNAP ON INC COM 833034101 1,111 15,462 SH SOLE 0 15,462
SONIC CORP COM 835451105 405 39,405 SH SOLE 0 39,405
SOURCEFIRE INC COM 83616T108 2,065 42,125 SH SOLE 0 42,125
SOUTHERN CO COM 842587107 10,719 232,574 SH SOLE 0 232,574
SOUTHWEST AIRLS CO COM 844741108 1,733 197,553 SH SOLE 0 197,553
SOUTHWESTERN ENERGYCOM 845467109 5,312 152,720 SH SOLE 0 152,720
SPARTAN STORES INC NOTE 846822AE4 135 140,000 SH SOLE 0 140,000
SPARTON CORP COM 847235108 851 67288 SH SOLE 0 67,288
SPDR GOLD TRUST SHS 78463V107 19,215 111,786 SH SOLE 0 111,786
SPDR S&P 500 ETF TRUNIT 78462F103 17,510 121,620 SH SOLE 0 121,620
SPDR S&P MIDCAP 400ETF 78467Y107 2,641 14,676 SH SOLE 0 14,676
SPDR SERIES TRUST ETF 78464A755 3,890 89,386 SH SOLE 0 89,386
SPECTRA ENERGY CORPCOM 847560109 5,096 173,572 SH SOLE 0 173,572
SPECTRA ENERGY PARTCOM 84756N109 6,990 219,611 SH SOLE 0 219,611
SPIRIT AIRLS INC COM 848577102 1,252 73,320 SH SOLE 0 73,320
SPLUNK INC COM 848637104 391 10,640 SH SOLE 0 10,640
SPRINT NEXTEL CORP COM 852061100 4,403 797,681 SH SOLE 0 797,681
SPS COMM INC COM 78463M107 348 9,047 SH SOLE 0 9,047
ST JUDE MED INC COM 790849103 4,509 107032 SH SOLE 0 107,032
STAAR SURGICAL CO COM 852312305 1,187 157,041 SH SOLE 0 157,041
STAMPS COM INC COM 852857200 753 32,550 SH SOLE 0 32,550
STANCORP FINL GROUPCOM 852891100 482 15430 SH SOLE 0 15,430
STANDARD PAC CORP NCOM 85375C101 846 125,190 SH SOLE 0 125,190
STANLEY BLACK & DECCOM 854502101 3,408 44,700 SH SOLE 0 44,700
STAPLES INC COM 855030102 2,090 181416 SH SOLE 0 181,416
STARBUCKS CORP COM 855244109 10,246 202,054 SH SOLE 0 202,054
STARWOOD HOTELS&RESCOM 85590A401 3,805 65654 SH SOLE 0 65,654
STARWOOD PPTY TR INCOM 85571B105 852 36620 SH SOLE 0 36,620
STATE BK FINL CORP COM 856190103 1,096 66455 SH SOLE 0 66,455
STATE STR CORP COM 857477103 5,345 127375 SH SOLE 0 127,375
STATOIL ASA ADR 85771P102 1,352 52430 SH SOLE 0 52,430
STERICYCLE INC COM 858912108 2,060 22771 SH SOLE 0 22,771
STILLWATER MNG CO NOTE 86074QAF9 3,683 3711000 SH SOLE 0 3,711,000
STONERIDGE INC COM 86183P102 1,144 230111 SH SOLE 0 230,111
STRATASYS INC COM 862685104 1,502 27615 SH SOLE 0 27,615
STRATEGIC HOTELS & COM 86272T106 3,027 503,713 SH SOLE 0 503,713
STRYKER CORP COM 863667101 4,279 76870 SH SOLE 0 76,870
SUBURBAN PROPANE PAUNIT 864482104 1,164 28,152 SH SOLE 0 28,152
SUMMER INFANT INC COM 865646103 490 267,857 SH SOLE 0 267,857
SUN HEALTHCARE GROUCOM 86677E100 3,232 381751 SH SOLE 0 381,751
SUN HYDRAULICS CORPCOM 866942105 2,126 80000 SH SOLE 0 80,000
SUNCOR ENERGY INC NCOM 867224107 3,863 117,591 SH SOLE 0 117,591
SUNOCO INC COM 86764P109 12,339 263479 SH SOLE 0 263,479
SUNOCO LOGISTICS PRCOM 86764L108 7,977 171,000 SH SOLE 0 171,000
SUNRISE SENIOR LIVICOM 86768K106 11,838 829,539 SH SOLE 0 829,539
SUNTRUST BKS INC COM 867914103 4,047 143,161 SH SOLE 0 143,161
SUPERIOR ENERGY SVCCOM 868157108 713 34,755 SH SOLE 0 34,755
SURMODICS INC COM 868873100 1,048 51,811 SH SOLE 0 51,811
SYMANTEC CORP COM 871503108 3,359 186,886 SH SOLE 0 186,886
SYNAPTICS INC COM 87157D109 1,112 46305 SH SOLE 0 46,305
SYNERGETICS USA INCCOM 87160G107 1,131 229,006 SH SOLE 0 229,006
SYNNEX CORP COM 87162W100 834 25600 SH SOLE 0 25,600
SYSCO CORP COM 871829107 4,877 155,955 SH SOLE 0 155,955
TAIWAN SEMICONDUCTOADR 874039100 1,188 75,084 SH SOLE 0 75,084
TARGA RES CORP COM 87612G101 3,801 75,500 SH SOLE 0 75,500
TARGA RESOURCES PARCOM 87611X105 18,224 424991 SH SOLE 0 424,991
TARGET CORP COM 87612E106 11,695 184,268 SH SOLE 0 184,268
TC PIPELINES LP COM 87233Q108 402 8,913 SH SOLE 0 8,913
TE CONNECTIVITY LTDSHS H84989104 3,868 113,738 SH SOLE 0 113,738
TEARLAB CORP COM 878193101 1,251 325,005 SH SOLE 0 325,005
TECHNE CORP COM 878377100 669 9300 SH SOLE 0 9,300
TECK RESOURCES LTD CL B 878742204 413 14,039 SH SOLE 0 14,039
TECO ENERGY INC COM 872375100 960 54,126 SH SOLE 0 54,126
TEEKAY LNG PARTNERSUNITS Y8564M105 20,581 547086 SH SOLE 0 547,086
TEEKAY OFFSHORE PARUNITS Y8565J101 17,838 648419 SH SOLE 0 648,419
TENARIS S A ADR 88031M109 2,463 60414 SH SOLE 0 60,414
TENET HEALTHCARE COCOM 88033G100 695 110,795 SH SOLE 0 110,795
TERADATA CORP DEL COM 88076W103 3,380 44,824 SH SOLE 0 44,824
TERADYNE INC COM 880770102 709 49,873 SH SOLE 0 49,873
TESORO CORP COM 881609101 1,557 37,166 SH SOLE 0 37,166
TESORO LOGISTICS LPCOM 88160T107 11,531 265,633 SH SOLE 0 265,633
TETRA TECH INC NEW COM 88162G103 756 28,800 SH SOLE 0 28,800
TEXAS CAPITAL BANCSCOM 88224Q107 569 11,455 SH SOLE 0 11,455
TEXAS INSTRS INC COM 882508104 8,335 302,484 SH SOLE 0 302,484
TEXTRON INC COM 883203101 1,955 74,691 SH SOLE 0 74,691
THERMO FISHER SCIENCOM 883556102 5,717 97186 SH SOLE 0 97,186
TIFFANY & CO NEW COM 886547108 1,958 31,648 SH SOLE 0 31,648
TIME WARNER CABLE ICOM 88732J207 7,743 81,450 SH SOLE 0 81,450
TIME WARNER INC COM 887317303 12,330 271,971 SH SOLE 0 271,971
TITAN MACHY INC COM 88830R101 336 16560 SH SOLE 0 16,560
TITANIUM METALS CORCOM 888339207 251 19,548 SH SOLE 0 19,548
TJX COS INC NEW COM 872540109 8,765 195,700 SH SOLE 0 195,700
TORCHMARK CORP COM 891027104 1,302 25,363 SH SOLE 0 25,363
TORONTO DOMINION BKCOM 891160509 13,354 160,262 SH SOLE 0 160,262
TOTAL SYS SVCS INC COM 891906109 1,019 43000 SH SOLE 0 43,000
TPC GROUP INC COM 89236Y104 5,625 137840 SH SOLE 0 137,840
TRANSACT TECHNOLOGICOM 892918103 718 96,400 SH SOLE 0 96,400
TRANSOCEAN INC NOTE 893830AW9 10,60610,700,000 SH SOLE 0 10,700,00
TRANSOCEAN LTD SHS H8817H100 1,928 42,951 SH SOLE 0 42,951
TRAVELERS COMPANIESCOM 89417E109 6,993 102,451 SH SOLE 0 102,451
TRIANGLE PETE CORP COM 89600B201 1,052 146,900 SH SOLE 0 146,900
TRINITY BIOTECH PLCADR 896438306 142 11,299 SH SOLE 0 11,299
TRINITY INDS INC COM 896522109 9,304 310,450 SH SOLE 0 310,450
TRIPADVISOR INC COM 896945201 959 29137 SH SOLE 0 29,137
TRIUMPH GROUP INC NCOM 896818101 517 8276 SH SOLE 0 8,276
TUMI HLDGS INC COM 89969Q104 385 16370 SH SOLE 0 16,370
TYCO INTERNATIONAL SHS H89128104 6,878 122,262 SH SOLE 0 122,262
TYLER TECHNOLOGIES COM 902252105 1,665 37,825 SH SOLE 0 37,825
TYSON FOODS INC CL A 902494103 1,233 76,980 SH SOLE 0 76,980
U S HOME SYS INC COM 90335C100 915 73,342 SH SOLE 0 73,342
U S SILICA HLDGS INCOM 90346E103 406 29,910 SH SOLE 0 29,910
UBS AG SHS H89231338 501 41,104 SH SOLE 0 41,104
ULTIMATE SOFTWARE GCOM 90385D107 833 8,155 SH SOLE 0 8,155
ULTRA CLEAN HLDGS ICOM 90385V107 1,147 200,910 SH SOLE 0 200,910
ULTRA PETROLEUM CORCOM 903914109 737 33,535 SH SOLE 0 33,535
UNION DRILLING INC COM 90653P105 1,734 267,164 SH SOLE 0 267,164
UNION PAC CORP COM 907818108 16,252 136,913 SH SOLE 0 136,913
UNITED PARCEL SERVICL B 911312106 13,678 191108 SH SOLE 0 191,108
UNITED RENTALS INC COM 911363109 712 21,754 SH SOLE 0 21,754
UNITED STATES STL CCOM 912909108 731 38358 SH SOLE 0 38,358
UNITED TECHNOLOGIESCOM 913017109 18,172 232,115 SH SOLE 0 232,115
UNITEDHEALTH GROUP COM 91324P102 15,213 274555 SH SOLE 0 274,555
UNITEK GLOBAL SVCS COM 91324T302 351 81734 SH SOLE 0 81,734
UNUM GROUP COM 91529Y106 1,431 74478 SH SOLE 0 74,478
URBAN OUTFITTERS INCOM 917047102 1,090 29,018 SH SOLE 0 29,018
US BANCORP DEL COM 902973304 17,283 503,884 SH SOLE 0 503,884
V F CORP COM 918204108 3,725 23,374 SH SOLE 0 23,374
VALE S A ADR 91912E204 4,790 275900 SH SOLE 0 275,900
VALERO ENERGY CORP COM 91913Y100 6,574 207525 SH SOLE 0 207,525
VALMONT INDS INC COM 920253101 1,525 11,600 SH SOLE 0 11,600
VANGUARD INTL EQUITETF 922042718 3,248 37,140 SH SOLE 0 37,140
VANGUARD NATURAL RECOM 92205F106 515 17,807 SH SOLE 0 17,807
VARIAN MED SYS INC COM 92220P105 1,776 29435 SH SOLE 0 29,435
VEECO INSTRS INC DECOM 922417100 1,940 64665 SH SOLE 0 64,665
VENOCO INC COM 92275P307 5,603 471600 SH SOLE 0 471,600
VENTAS INC COM 92276F100 4,888 78,528 SH SOLE 0 78,528
VERA BRADLEY INC COM 92335C106 356 14,935 SH SOLE 0 14,935
VERISIGN INC COM 92343E102 2,024 41,579 SH SOLE 0 41,579
VERIZON COMMUNICATICOM 92343V104 34,515 757403 SH SOLE 0 757,403
VIACOM INC NEW CL B 92553P201 7,549 140,871 SH SOLE 0 140,871
VISA INC COM 92826C839 20,002 148,958 SH SOLE 0 148,958
VITAMIN SHOPPE INC COM 92849E101 691 11,840 SH SOLE 0 11,840
VMWARE INC COM 928563402 593 6130 SH SOLE 0 6,130
VOCERA COMMUNICATIOCOM 92857F107 696 22520 SH SOLE 0 22,520
VORNADO RLTY TR SHS 929042109 3,438 42,413 SH SOLE 0 42,413
VULCAN MATLS CO COM 929160109 1,627 34,400 SH SOLE 0 34,400
WAGEWORKS INC COM 930427109 1,959 112246 SH SOLE 0 112,246
WALGREEN CO COM 931422109 8,303 227,866 SH SOLE 0 227,866
WAL-MART STORES INCCOM 931142103 32,977 446,837 SH SOLE 0 446,837
WASHINGTON POST CO CL B 939640108 438 1,207 SH SOLE 0 1,207
WASTE MGMT INC DEL COM 94106L109 3,716 115,847 SH SOLE 0 115,847
WATERS CORP COM 941848103 1,942 23,310 SH SOLE 0 23,310
WATSON PHARMACEUTICCOM 942683103 2,890 33,936 SH SOLE 0 33,936
WEATHERFORD INTERNASHS H27013103 931 73,405 SH SOLE 0 73,405
WELLPOINT INC COM 94973V107 5,015 86454 SH SOLE 0 86,454
WELLS FARGO & CO NECOM 949746101 45,511 1318020 SH SOLE 0 1,318,020
WESTERN ALLIANCE BACOM 957638109 599 58,730 SH SOLE 0 58,730
WESTERN DIGITAL CORCOM 958102105 14,716 379,963 SH SOLE 0 379,963
WESTERN GAS PARTNERCOM 958254104 1,083 21,484 SH SOLE 0 21,484
WESTERN UN CO COM 959802109 2,918 160152 SH SOLE 0 160,152
WESTLAKE CHEM CORP COM 960413102 598 8,180 SH SOLE 0 8,180
WESTPORT INNOVATIONCOM 960908309 237 8,530 SH SOLE 0 8,530
WESTWOOD HLDGS GROUCOM 961765104 1,317 33757 SH SOLE 0 33,757
WEYERHAEUSER CO COM 962166104 4,122 157696 SH SOLE 0 157,696
WHIRLPOOL CORP COM 963320106 1,709 20616 SH SOLE 0 20,616
WHITING PETE CORP NCOM 966387102 743 15,680 SH SOLE 0 15,680
WHITING USA TR II UNIT 966388100 1,658 85,974 SH SOLE 0 85,974
WHOLE FOODS MKT INCCOM 966837106 4,447 45,659 SH SOLE 0 45,659
WIDEPOINT CORP COM 967590100 443 1166230 SH SOLE 0 1,166,230
WILLIAMS COS INC DECOM 969457100 37,944 1,085,055 SH SOLE 0 1,085,055
WILLIAMS PARTNERS LCOM 96950F104 18,239 333,565 SH SOLE 0 333,565
WINDSTREAM CORP COM 97381W104 1,577 156324 SH SOLE 0 156,324
WISCONSIN ENERGY COCOM 976657106 2,308 61,267 SH SOLE 0 61,267
WISDOMTREE TRUST COM 97717W422 8,070 426,096 SH SOLE 0 426,096
WMS INDS INC COM 929297109 762 46,525 SH SOLE 0 46,525
WORTHINGTON INDS INCOM 981811102 1,770 81,710 SH SOLE 0 81,710
WPX ENERGY INC COM 98212B103 2,279 137371 SH SOLE 0 137,371
WRIGHT EXPRESS CORPCOM 98233Q105 589 8455 SH SOLE 0 8,455
WYNDHAM WORLDWIDE CCOM 98310W108 2,733 52,082 SH SOLE 0 52,082
WYNN RESORTS LTD COM 983134107 2,437 21,113 SH SOLE 0 21,113
XCEL ENERGY INC COM 98389B100 3,592 129,621 SH SOLE 0 129,621
XEROX CORP COM 984121103 2,551 347533 SH SOLE 0 347,533
XILINX INC COM 983919101 2,329 69701 SH SOLE 0 69,701
XINYUAN REAL ESTATEADR 98417P105 147 51,634 SH SOLE 0 51,634
XL GROUP PLC SHS G98290102 1,953 81,275 SH SOLE 0 81,275
XYLEM INC COM 98419M100 1,241 49,342 SH SOLE 0 49,342
XYRATEX LTD COM G98268108 836 91180 SH SOLE 0 91,180
YAHOO INC COM 984332106 4,427 277,150 SH SOLE 0 277,150
YPF SOCIEDAD ANONIMADR 984245100 484 37230 SH SOLE 0 37,230
YUM BRANDS INC COM 988498101 10,163 153192 SH SOLE 0 153,192
ZILLOW INC CL A 98954A107 239 5,660 SH SOLE 0 5,660
ZIMMER HLDGS INC COM 98956P102 3,141 46,444 SH SOLE 0 46,444
ZIONS BANCORPORATIOCOM 989701107 1,011 48958 SH SOLE 0 48,958