-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, E9yr+ourF8D9tc7F1xivFBYAjF9SSCRO1B9cIYGKTX3MAzkccLcDTvRH1wF56Iia aiU0PEBp6ummuC4rsuyH6A== 0001445546-10-002147.txt : 20100511 0001445546-10-002147.hdr.sgml : 20100511 20100511143213 ACCESSION NUMBER: 0001445546-10-002147 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100511 DATE AS OF CHANGE: 20100511 EFFECTIVENESS DATE: 20100511 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST ADVISORS LP CENTRAL INDEX KEY: 0001125816 IRS NUMBER: 363788904 STATE OF INCORPORATION: IL FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06487 FILM NUMBER: 10820416 BUSINESS ADDRESS: STREET 1: 12O EAST LIBERTY DRIVE STREET 2: SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 BUSINESS PHONE: 630-765-8000 MAIL ADDRESS: STREET 1: 12O EAST LIBERTY DRIVE STREET 2: SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 13F-HR 1 cvrpg.txt 1ST QUARTER 2010 FILING, FIRST TRUST ADVISORS UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2010 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: First Trust Advisors L.P. Address: 120 East Liberty Drive Wheaton, Illinois 60187 13F File Number: 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 submission. Person Signing this Report on Behalf of Reporting Manager: Name: Kathleen W. Brown Title: Chief Compliance Officer Phone: 630.517.7591 Signature, Place, and Date of Signing: /s/ Kathleen W. Brown ____________________________________________________________ Kathleen W. Brown Wheaton, Illinois May 11, 2010 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ----------- Form 13F Information Table Entry Total: 1,568 ----------- Form 13F Information Table Value Total: $6,576,703 ----------- (thousands) List of Other Included Managers: --
Value X Sum Of Investment Other Voting Name of Issuer Title of Class CUSIP 1000 Shares Discretion Managers Authority - -------------- -------------- ----- ------- ------ ---------- -------- --------- 3COM CORP. Common Stock 885535104 334 43405 Sole None Sole 3M COMPANY Common Stock 88579Y101 1691 20234 Sole None Sole 99 CENTS ONLY STORES Common Stock 65440K106 281 17255 Sole None Sole A.O. SMITH CORPORATION Common Stock 831865209 1033 19651 Sole None Sole A123 SYSTEM INC Common Stock 03739T108 943 68645 Sole None Sole AARONS INC Common Stock 002535201 841 25239 Sole None Sole ABBOTT LABORATORIES Common Stock 002824100 4320 82014 Sole None Sole ABERCROMBIE & FITCH CO. Common Stock 002896207 1033 22628 Sole None Sole ABM INDUSTRIES INC. Common Stock 000957100 16528 779621 Sole None Sole ACCENTURE PLC Common Stock G1151C101 15173 361686 Sole None Sole ACCO BRANDS CORP Common Stock 00081T108 123 16068 Sole None Sole ACCURAY INC Common Stock 004397105 94 15357 Sole None Sole ACE LIMITED Common Stock H0023R105 1148 21947 Sole None Sole ACM INCOME FUND INC Common Stock 01881E101 89 10885 Sole None Sole ACTIVISION BLIZZARD INC Common Stock 00507V109 1362 112928 Sole None Sole ACTUATE CORP. Common Stock 00508B102 74 13322 Sole None Sole ACXIOM CORP Common Stock 005125109 299 16657 Sole None Sole ADOBE SYSTEMS INCORPORATED Common Stock 00724F101 5638 159389 Sole None Sole ADVANCE AMERICA CASH ADVANCE Common Stock 00739W107 86 14777 Sole None Sole ADVANCED AUTO PARTS Common Stock 00751Y106 615 14663 Sole None Sole ADVANCED BATTERY TECHNOLOGIE Common Stock 00752H102 3942 1010664 Sole None Sole ADVANCED ENERGY INDUSTRIES, INC. Common Stock 007973100 515 31118 Sole None Sole ADVANCED MICRO DEVICES, INC. Common Stock 007903107 1495 161268 Sole None Sole ADVENT SOFTWARE, INC. Common Stock 007974108 208 4659 Sole None Sole AECOM TECHNOLOGY CORP Common Stock 00766T100 2074 73123 Sole None Sole AEROPOSTALE, INC. Common Stock 007865108 9796 339772 Sole None Sole AES CORP Common Stock 00130H105 1311 119195 Sole None Sole AETNA INC Common Stock 00817Y108 1788 50914 Sole None Sole AFFYMETRIX, INC. Common Stock 00826T108 9129 1243686 Sole None Sole AFLAC INCORPORATED Common Stock 001055102 3378 62218 Sole None Sole AGCO CORP. Common Stock 001084102 965 26903 Sole None Sole AGFEED INDUSTRIES INC Common Stock 00846L101 51 11618 Sole None Sole AGILENT TECHNOLOGIES INC Common Stock 00846U101 1551 45092 Sole None Sole AGILYSYS, INC. Common Stock 00847J105 607 54316 Sole None Sole AGL RESOURCES INC Common Stock 001204106 1964 50815 Sole None Sole AIR METHODS CORP COM PAR $.06 Common Stock 009128307 6787 199631 Sole None Sole AIR PRODS & CHEMS INC Common Stock 009158106 4091 55320 Sole None Sole AIR TRANSPORT SERVICES GROUP INC Common Stock 00922R105 60 17671 Sole None Sole AIRGAS, INC. Common Stock 009363102 5445 85588 Sole None Sole AIRTRAN HOLDINGS, INC. Common Stock 00949P108 86 16949 Sole None Sole AK STEEL HLDG Common Stock 001547108 211 9239 Sole None Sole AKAMAI TECHNOLOGIES, INC. Common Stock 00971T101 6931 220657 Sole None Sole ALASKA AIR GROUP, INC. Common Stock 011659109 267 6465 Sole None Sole ALBEMARLE CORP. Common Stock 012653101 2298 53909 Sole None Sole ALBERTO-CULVER CO Common Stock 013078100 273 10451 Sole None Sole ALCOA, INC. Common Stock 013817101 3245 227853 Sole None Sole ALEXANDRIA REAL ESTATE EQUIT Common Stock 015271109 1802 26661 Sole None Sole ALEXION PHARM Common Stock 015351109 9532 175313 Sole None Sole ALIGN TECHNOLOGY INC Common Stock 016255101 728 37628 Sole None Sole ALLEGHANY CORP. Common Stock 017175100 750 2580 Sole None Sole ALLEGHENY ENERGY, INC. Common Stock 017361106 1220 53036 Sole None Sole ALLEGHENY TECH Common Stock 01741R102 2450 45381 Sole None Sole ALLERGAN, INC. Common Stock 018490102 869 13304 Sole None Sole ALLETE, INC. Common Stock 018522300 1155 34496 Sole None Sole ALLIANCE DATA SYSTEMS CORP Common Stock 018581108 933 14578 Sole None Sole ALLIANCE ONE INTERNATIONAL INC Common Stock 018772103 289 56685 Sole None Sole ALLIANT ENERGY CORP Common Stock 018802108 2811 84525 Sole None Sole ALLIANT TECHSYSTEMS INC Common Stock 018804104 435 5351 Sole None Sole ALLIED WORLD ASSURANCE Common Stock G0219G203 1182 26358 Sole None Sole ALLSCRIPTS-MISYS HEALTHCARE SOLUTIONS, INC Common Stock 01988P108 3393 173465 Sole None Sole ALLSTATE CORPORATION Common Stock 020002101 20582 637024 Sole None Sole ALPHA NATURAL RE Common Stock 02076X102 1445 28960 Sole None Sole ALTERA CORPORATION Common Stock 021441100 5316 218684 Sole None Sole ALTRIA GROUP INC Common Stock 02209S103 1170 56996 Sole None Sole ALUMINUM CORP OF CHINA LTD-ADR Common Stock 022276109 896 34800 Sole None Sole AMAZON.COM, INC. Common Stock 023135106 16960 124949 Sole None Sole AMB PROPERTY CORP Common Stock 00163T109 887 32549 Sole None Sole AMCOL INTERNATIONAL CORP. Common Stock 02341W103 855 31416 Sole None Sole AMDOCS LTD. Common Stock G02602103 849 28188 Sole None Sole AMEDISYS, INC. Common Stock 023436108 8549 154812 Sole None Sole AMEREN CORP. Common Stock 023608102 1521 58316 Sole None Sole AMERICA MOVIL SA DE CV (ADR) L SHS Common Stock 02364W105 231 4586 Sole None Sole AMERICAN CAMPUS COMMUNITIES IN Common Stock 024835100 315 11389 Sole None Sole AMERICAN EAGLE OUTFITTERS Common Stock 02553E106 807 43552 Sole None Sole AMERICAN ELECTRIC POWER Common Stock 025537101 4010 117325 Sole None Sole AMERICAN EXPRESS CO Common Stock 025816109 2127 51547 Sole None Sole AMERICAN FINANCIAL GROUP Common Stock 025932104 1942 68250 Sole None Sole AMERICAN GREETINGS CORP Common Stock 026375105 851 40853 Sole None Sole AMERICAN INTERNATIONAL GROUP Common Stock 026874784 795 23294 Sole None Sole AMERICAN ITALIAN PASTA CL A Common Stock 027070101 203 5220 Sole None Sole AMERICAN MEDICAL SYS HOLDINGS INC. Common Stock 02744M108 21692 1167516 Sole None Sole AMERICAN NATIONAL INSURANCE Common Stock 028591105 214 1881 Sole None Sole AMERICAN SELECT PTRF Common Stock 029570108 471 39426 Sole None Sole AMERICAN STATES WATER CO. Common Stock 029899101 1243 35810 Sole None Sole AMERICAN SUPERCONDUCTOR CORP. Common Stock 030111108 2422 83813 Sole None Sole AMERICAN TOWER CORP CL A Common Stock 029912201 1049 24626 Sole None Sole AMERICAN VANGUARD CORP Common Stock 030371108 115 14144 Sole None Sole AMERICAN WATER WORKS CO. Common Stock 030420103 1641 75405 Sole None Sole AMERICREDIT CORP Common Stock 03060R101 1592 67022 Sole None Sole AMERIPRISE FINANCIAL INC Common Stock 03076C106 1390 30642 Sole None Sole AMERISOURCEBERGEN CORP. Common Stock 03073E105 2340 80914 Sole None Sole AMERN STRATEG INCOM II Common Stock 030099105 210 20427 Sole None Sole AMERON INTL INC Common Stock 030710107 200 3187 Sole None Sole AMGEN INC Common Stock 031162100 11055 184992 Sole None Sole AMPHENOL CORPORATION Common Stock 032095101 9745 230979 Sole None Sole AMR CORP. Common Stock 001765106 124 13625 Sole None Sole AMYLIN PHARM INC Common Stock 032346108 11343 504349 Sole None Sole ANADARKO PETROLEUM CORP. Common Stock 032511107 16876 231722 Sole None Sole ANALOG DEVICES INC Common Stock 032654105 274 9498 Sole None Sole ANNALY MTG MGMT INC. Common Stock 035710409 817 47529 Sole None Sole ANNTAYLOR STORES CORP. Common Stock 036115103 296 14279 Sole None Sole ANOORAQ RESOURCES CORP Common Stock 03633E108 123 82703 Sole None Sole ANSYS, INC. Common Stock 03662Q105 1059 24544 Sole None Sole AON CORP Common Stock 037389103 1080 25277 Sole None Sole APACHE CORPORATION Common Stock 037411105 28827 284008 Sole None Sole APARTMENT INVT & MGMT CO -A Common Stock 03748R101 806 43798 Sole None Sole APOGEE ENTERPRISES, INC. Common Stock 037598109 224 14166 Sole None Sole APOLLO GROUP, INC. Common Stock 037604105 1007 16436 Sole None Sole A-POWER ENERGY GENERATION SYST Common Stock G04136100 693 64654 Sole None Sole APPLE INC Common Stock 037833100 14393 61258 Sole None Sole APPLIED MATERIALS INC Common Stock 038222105 5413 401542 Sole None Sole APTARGROUP, INC. Common Stock 038336103 5887 149613 Sole None Sole AQUA AMERICA, INC. Common Stock 03836W103 1705 97016 Sole None Sole ARBITRON INC. Common Stock 03875Q108 10924 409769 Sole None Sole ARCELOR MITTAL (ADR) Common Stock 03938L104 281 6404 Sole None Sole ARCH CAPITAL GROUP LTD Common Stock G0450A105 1240 16267 Sole None Sole ARCH COAL INC Common Stock 039380100 1116 48862 Sole None Sole ARCHER DANIELS MIDLAND COMPANY Common Stock 039483102 2385 82515 Sole None Sole ARIBA, INC. Common Stock 04033V203 2817 219196 Sole None Sole ARMSTRONG WORLD INDUSTRIES Common Stock 04247X102 4710 129724 Sole None Sole ARRIS GROUP INC. Common Stock 04269Q100 22782 1896935 Sole None Sole ARROW ELECTRONICS, INC. Common Stock 042735100 818 27149 Sole None Sole ART TECHNOLOGY GROUP Common Stock 04289L107 2434 551926 Sole None Sole ARTHUR J GALLAGHER & CO. Common Stock 363576109 2024 82463 Sole None Sole ASHFORD HOSPITALITY TRUST INC Common Stock 044103109 221 30783 Sole None Sole ASHLAND INC. Common Stock 044209104 9461 179296 Sole None Sole ASIAINFO HOLDINGS, INC. Common Stock 04518A104 843 31819 Sole None Sole ASPEN INSURANCE HOLDINGS LTD Common Stock G05384105 1319 45735 Sole None Sole ASSOCIATED BANC-CORP. Common Stock 045487105 1684 122053 Sole None Sole ASSURANT INC. Common Stock 04621X108 9800 285049 Sole None Sole ASTORIA FINL CORP Common Stock 046265104 21385 1474836 Sole None Sole AT&T INC Common Stock 00206R102 66894 2588759 Sole None Sole ATMEL CORP. Common Stock 049513104 71 14079 Sole None Sole ATMOS ENERGY CORP Common Stock 049560105 2407 84265 Sole None Sole ATP OIL & GAS CORP. Common Stock 00208J108 238 12631 Sole None Sole ATWOOD OCEANICS INC Common Stock 050095108 9999 288740 Sole None Sole AUTODESK, INC. Common Stock 052769106 5073 172423 Sole None Sole AUTOLIV, INC. Common Stock 052800109 1121 21747 Sole None Sole AUTOMATIC DATA PROCESSING, INC. Common Stock 053015103 2143 48194 Sole None Sole AUTONATION INC Common Stock 05329W102 1613 89213 Sole None Sole AUTOZONE INC Common Stock 053332102 647 3739 Sole None Sole AVALONBAY COMMUNITIES Common Stock 053484101 1844 21355 Sole None Sole AVERY DENNISON CORP. Common Stock 053611109 1171 32172 Sole None Sole AVISTA CORP Common Stock 05379B107 7165 345969 Sole None Sole AVNET, INC. Common Stock 053807103 1062 35405 Sole None Sole AVX CORP Common Stock 002444107 2242 157865 Sole None Sole AXA (ADR) Common Stock 054536107 19100 866604 Sole None Sole AXIS CAPITAL HOLDINGS SHS Common Stock G0692U109 1043 33352 Sole None Sole AZZ, INC. Common Stock 002474104 762 22509 Sole None Sole B A S F A G SPONSORED (ADR) Common Stock 055262505 12722 204204 Sole None Sole B&G FOODS INC Common Stock 05508R106 148 14118 Sole None Sole BADGER METER INC Common Stock 056525108 835 21672 Sole None Sole BAIDU INC SPON ADR REP A Common Stock 056752108 47672 79852 Sole None Sole BAKER HUGHES INC Common Stock 057224107 1454 31032 Sole None Sole BALDOR ELEC CO Common Stock 057741100 1632 43636 Sole None Sole BALL CORPORATION Common Stock 058498106 3592 67298 Sole None Sole BALLARD POWER SYSTEMS INC. Common Stock 058586108 142 53189 Sole None Sole BANCO SANTANDER CENTRAL HISP(ADR) Common Stock 05964H105 1903 143436 Sole None Sole BANCORPSOUTH INC Common Stock 059692103 469 22385 Sole None Sole BANCROFT FUND LTD Common Stock 059695106 247 15636 Sole None Sole BANK HAWAII CORP Common Stock 062540109 1366 30388 Sole None Sole BANK MUTUAL CORP. Common Stock 063750103 117 17951 Sole None Sole BANK OF AMERICA CORPORATION Common Stock 060505104 1143 64018 Sole None Sole BANK OF MONTREAL Common Stock 063671101 1387 22856 Sole None Sole BANK OF NOVA SCOTIA Common Stock 064149107 1041 20817 Sole None Sole BANK OF THE OZARKS Common Stock 063904106 8953 254413 Sole None Sole BARCLAYS PLC (ADR) Common Stock 06738E204 19666 904188 Sole None Sole BARNES & NOBLE, INC. Common Stock 067774109 2154 99636 Sole None Sole BAXTER INTERNATIONAL INC. Common Stock 071813109 2381 40919 Sole None Sole BB&T CORPORATION Common Stock 054937107 3942 121698 Sole None Sole BE AEROSPACE, INC. Common Stock 073302101 1066 35015 Sole None Sole BEACON ROOFING SUPPLY Common Stock 073685109 12989 678969 Sole None Sole BECKMAN COULTER, INC. Common Stock 075811109 377 6005 Sole None Sole BECTON DICKINSON & CO Common Stock 075887109 1652 20981 Sole None Sole BED BATH & BEYOND INC Common Stock 075896100 2871 65598 Sole None Sole BELO CORP Common Stock 080555105 182 26755 Sole None Sole BEMIS COMPANY, INC. Common Stock 081437105 4977 173297 Sole None Sole BEST BUY CO., INC. Common Stock 086516101 18138 426364 Sole None Sole BGC PARTNERS INC-CL A Common Stock 05541T101 68 11184 Sole None Sole BHP BILLITON LTD (ADR) Common Stock 088606108 14272 177683 Sole None Sole BIG 5 SPORTING GOODS CORPORATION Common Stock 08915P101 493 32362 Sole None Sole BIG LOTS INC Common Stock 089302103 4359 119691 Sole None Sole BIOGEN IDEC INC Common Stock 09062X103 10775 187845 Sole None Sole BIOMARIN PHARMAC Common Stock 09061G101 304 13027 Sole None Sole BIOMED REALTY TRUST Common Stock 09063H107 530 32020 Sole None Sole BIO-RAD LABORATORIES, INC. CLASS A Common Stock 090572207 697 6733 Sole None Sole BIO-REFERENCE LABS INC Common Stock 09057G602 9309 211719 Sole None Sole BIOSCRIP INC Common Stock 09069N108 92 11559 Sole None Sole BJ SERVICES CO Common Stock 055482103 1455 67993 Sole None Sole BJ'S WHOLESALE CLUB, INC. Common Stock 05548J106 2007 54254 Sole None Sole BLACK BOX CORP Common Stock 091826107 222 7233 Sole None Sole BLACK HILLS CORP. Common Stock 092113109 246 8090 Sole None Sole BLACKROCK APEX MUNICIPAL FUND, INC. Common Stock 09254H106 610 68815 Sole None Sole BLACKROCK CREDIT ALLOCATION IN Common Stock 09255H105 341 33816 Sole None Sole BLACKROCK ENERGY & RES TRUST Common Stock 09250U101 289 11592 Sole None Sole BLACKROCK FLA MUN 2020 Common Stock 09250M109 182 13294 Sole None Sole BLACKROCK HEALTH SCNCS Common Stock 09250W107 349 13188 Sole None Sole BLACKROCK INC. CL A Common Stock 09247X101 845 3881 Sole None Sole BLACKROCK INCOME TR Common Stock 09247F100 590 89916 Sole None Sole BLACKROCK LNG-TRM MUNI Common Stock 09250B103 607 57843 Sole None Sole BLACKROCK MUN INCOME SH BEN INT Common Stock 09248F109 374 27735 Sole None Sole BLACKROCK MUNI HOLDING Common Stock 09253N104 492 32212 Sole None Sole BLACKROCK MUNIASSETS FUND INC. Common Stock 09254J102 679 54797 Sole None Sole BLACKROCK MUNIHLDGS FD Common Stock 09253P109 566 39859 Sole None Sole BLACKROCK MUNIHLDGS FD Common Stock 09254A101 478 35805 Sole None Sole BLACKROCK MUNIHLDGS INC Common Stock 09254P108 371 27492 Sole None Sole BLACKROCK MUNIHOLDINGS Common Stock 09254L107 464 34750 Sole None Sole BLACKROCK REAL ASSET EQUITY Common Stock 09254B109 397 30965 Sole None Sole BLACKROCK STRATEGIC MUNI Common Stock 09248T109 281 22572 Sole None Sole BLCKRK SP QTY RK MD TR SHS BEN INT Common Stock 09250D109 340 27300 Sole None Sole BLKROCK SR HI INCOME Common Stock 09255T109 360 89410 Sole None Sole BLUE COAT SYSTEMS, INC. Common Stock 09534T508 9955 320730 Sole None Sole BLUE NILE, INC. Common Stock 09578R103 2518 45762 Sole None Sole BMC SOFTWARE, INC. Common Stock 055921100 5381 141599 Sole None Sole BOB EVANS FARMS INC. Common Stock 096761101 14563 471143 Sole None Sole BOBDKS HOME SECURITY HOLDINGS, INC. Common Stock 109699108 439 10310 Sole None Sole BOEING COMPANY Common Stock 097023105 2103 28967 Sole None Sole BOISE INC. Common Stock 09746Y105 68 11167 Sole None Sole BOK FINL CORP Common Stock 05561Q201 2183 41630 Sole None Sole BORGWARNER, INC. Common Stock 099724106 369 9677 Sole None Sole BOSTON PRIVATE FINANCIAL HOLDINGS, INC. Common Stock 101119105 85 11520 Sole None Sole BOSTON PROPERTIES INC Common Stock 101121101 2288 30323 Sole None Sole BOSTON SCIENTIFIC CORP. Common Stock 101137107 1088 150735 Sole None Sole BP PLC (ADR) Common Stock 055622104 2942 51544 Sole None Sole BRANDYWINE REALTY TRUST Common Stock 105368203 824 67495 Sole None Sole BRE PROPERTIES INC Common Stock 05564E106 743 20791 Sole None Sole BRINKER INTERNATIONAL Common Stock 109641100 331 17184 Sole None Sole BRINK'S CO/THE Common Stock 109696104 344 12170 Sole None Sole BRISTOL-MYERS SQUIBB CO. Common Stock 110122108 7012 262604 Sole None Sole BRISTOW GROUP INC Common Stock 110394103 20184 534952 Sole None Sole BRITISH AMERICAN TOBACCO (ADR) Common Stock 110448107 13198 191550 Sole None Sole BROADCOM CORP. Common Stock 111320107 5475 165021 Sole None Sole BROADRIDGE FINANCIAL SOL. Common Stock 11133T103 1162 54366 Sole None Sole BROADWIND ENERGY INC Common Stock 11161T108 2202 492587 Sole None Sole BROCADE COMUNICATIONS SYS Common Stock 111621306 301 52695 Sole None Sole BROWN & BROWN, INC. Common Stock 115236101 1119 62472 Sole None Sole BROWN-FORMAN CORP. CLASS B Common Stock 115637209 1675 28176 Sole None Sole BRUKER BIOSCIENCES CORP. Common Stock 116794108 675 46102 Sole None Sole BUCKEYE TECHNOLOGIES, INC. Common Stock 118255108 285 21753 Sole None Sole BUCYRUS INTERNATIONAL INC Common Stock 118759109 1801 27295 Sole None Sole BUNGE LIMITED Common Stock G16962105 392 6358 Sole None Sole C.H. ROBINSON WORLDWIDE INC. Common Stock 12541W209 1025 18356 Sole None Sole CA INC Common Stock 12673P105 5718 243637 Sole None Sole CABELAS INC Common Stock 126804301 258 14742 Sole None Sole CABOT CORP. Common Stock 127055101 1111 36541 Sole None Sole CABOT OIL & GAS CORP. Common Stock 127097103 14664 398481 Sole None Sole CALAMOS CONV & HI INC Common Stock 12811P108 765 62260 Sole None Sole CALGON CARBON CORPORATION Common Stock 129603106 1035 60444 Sole None Sole CALIFORNIA PIZZA KITCHEN Common Stock 13054D109 253 15063 Sole None Sole CALIFORNIA WATER SERVICE GROUP Common Stock 130788102 1384 36787 Sole None Sole CALLAWAY GOLF CO Common Stock 131193104 139 15717 Sole None Sole CALPINE CORPORATION Common Stock 131347304 208 17482 Sole None Sole CAMBREX CORP. Common Stock 132011107 85 21038 Sole None Sole CAMDEN PROPERTY TRUST Common Stock 133131102 711 17073 Sole None Sole CAMERON INTERNATIONAL Common Stock 13342B105 1292 30143 Sole None Sole CAMPBELL SOUP COMPANY Common Stock 134429109 1739 49184 Sole None Sole CANADIAN NATIONAL RAILWAY Common Stock 136375102 1056 17425 Sole None Sole CANADIAN SOLAR INC. Common Stock 136635109 673 27666 Sole None Sole CANON INC (ADR) Common Stock 138006309 1279 27682 Sole None Sole CAPITAL ONE FINANCIAL CORP. Common Stock 14040H105 855 20641 Sole None Sole CAPITOL FEDERAL FINANCIAL Common Stock 14057C106 1280 34181 Sole None Sole CAPSTONE TURBINE CORP. Common Stock 14067D102 377 297241 Sole None Sole CARDINAL FINANCIAL CORP Common Stock 14149F109 119 11144 Sole None Sole CARDINAL HEALTH, INC. Common Stock 14149Y108 3341 92729 Sole None Sole CAREER EDUCATION CORP. Common Stock 141665109 1405 44414 Sole None Sole CAREFUSION CORP Common Stock 14170T101 2093 79189 Sole None Sole CARLISLE COS INC. Common Stock 142339100 751 19704 Sole None Sole CARMAX INC. Common Stock 143130102 2522 100388 Sole None Sole CARNIVAL CORP. Common Stock 143658300 2634 67742 Sole None Sole CARPENTER TECHNOLOGY Common Stock 144285103 1311 35828 Sole None Sole CARRIZO OIL & GAS INC Common Stock 144577103 14515 632468 Sole None Sole CARTER'S INC. Common Stock 146229109 844 27982 Sole None Sole CASCAL N.V. Common Stock N1842P109 636 87193 Sole None Sole CASH AMERICA INTERNATIONAL, INC. Common Stock 14754D100 1108 28057 Sole None Sole CATALYST HEALTH SOLUTI COM Common Stock 14888B103 11418 275921 Sole None Sole CATERPILLAR INC Common Stock 149123101 1446 23007 Sole None Sole CATHAY GENERAL BANCORP Common Stock 149150104 200 17167 Sole None Sole CB RICHARD ELLIS GROUP INC Common Stock 12497T101 1820 114849 Sole None Sole CBL & ASSOCIATES PROPERTIES, INC. Common Stock 124830100 412 30078 Sole None Sole CBS CORP CLASS B Common Stock 124857202 1663 119281 Sole None Sole CEDAR SHOPPING CENTERS INC Common Stock 150602209 198 25067 Sole None Sole CELANESE CORP-SERIES A Common Stock 150870103 5011 157344 Sole None Sole CELERA CORP Common Stock 15100E106 7765 1093646 Sole None Sole CELGENE CORP Common Stock 151020104 9272 149639 Sole None Sole CENTERPOINT ENERGY, INC. Common Stock 15189T107 1256 87462 Sole None Sole CENTRAIS ELETRICAS BRASILEIRAS SA ADR Common Stock 15234Q207 615 41028 Sole None Sole CENTRAL EUROPEAN DISTRIBUTION CORP. Common Stock 153435102 1093 31221 Sole None Sole CENTRAL GARDEN & PET CO Common Stock 153527205 137 14987 Sole None Sole CENTURYTEL, INC. Common Stock 156700106 5156 145394 Sole None Sole CEPHALON, INC. Common Stock 156708109 9937 146602 Sole None Sole CERADYNE, INC. Common Stock 156710105 208 9179 Sole None Sole CERNER CORPORATION Common Stock 156782104 7204 84705 Sole None Sole CEVA, INC. 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Common Stock 846819100 197 35123 Sole None Sole SPARTAN STORES INC Common Stock 846822104 149 10312 Sole None Sole SPARTON RESOURCES INC Common Stock 847243102 9 70000 Sole None Sole SPDR LEHMAN HIGH YLD BOND ETF Common Stock 78464A417 8578 215591 Sole None Sole SPDR SERIES TRUST BRCLYS 1-3MT ETF Common Stock 78464A680 487 10620 Sole None Sole SPDR SERIES TRUST BRCLYS AGG ETF Common Stock 78464A649 878 15910 Sole None Sole SPDR SERIES TRUST LEH MUN BD ETF Common Stock 78464A458 2023 89100 Sole None Sole SPDR SERIES TRUST SHRT TERM MUNI Common Stock 78464A425 1165 48626 Sole None Sole SPECTRA ENERGY CORP Common Stock 847560109 1713 76018 Sole None Sole SPIRIT AEROSYS HLDGS I COM CL A Common Stock 848574109 715 30586 Sole None Sole SPRINT NEXTEL CORP Common Stock 852061100 1145 301238 Sole None Sole SPX CORP. Common Stock 784635104 408 6153 Sole None Sole SRA INTERNATIONAL, INC. Common Stock 78464R105 322 15508 Sole None Sole ST JUDE MEDICAL INC Common Stock 790849103 1269 30913 Sole None Sole ST MARY LAND & EXPLORATION CO. Common Stock 792228108 342 9834 Sole None Sole STAGE STORES INC Common Stock 85254C305 254 16487 Sole None Sole STANCORP FINANCIAL GROUP, INC. Common Stock 852891100 1738 36483 Sole None Sole STANDEX INTERNATIONAL CORP. Common Stock 854231107 621 24084 Sole None Sole STANLEY BLACK * DECKER INC Common Stock 854502101 2107 36708 Sole None Sole STAPLES, INC. Common Stock 855030102 2297 98198 Sole None Sole STAR BULK CARRIERS CORP Common Stock Y8162K105 41 13991 Sole None Sole STARBUCKS CORPORATION Common Stock 855244109 33158 1366216 Sole None Sole STARTEK, INC. Common Stock 85569C107 88 12602 Sole None Sole STARWOOD HOTELS & RESORTS WORL Common Stock 85590A401 2012 43133 Sole None Sole STATE STREET CORP. Common Stock 857477103 602 13345 Sole None Sole STATOILHYDRO ASA (ADR) Common Stock 85771P102 15795 677015 Sole None Sole STERICYCLE, INC. Common Stock 858912108 890 16327 Sole None Sole STERIS CORP Common Stock 859152100 357 10592 Sole None Sole STERLING BANCORP - NY Common Stock 859158107 165 16440 Sole None Sole STERLING BANCSHARES, INC. - TX Common Stock 858907108 116 20811 Sole None Sole STERLITE INDS INDIA ADS Common Stock 859737207 6069 326126 Sole None Sole STEVEN MADDEN LTD Common Stock 556269108 1477 30267 Sole None Sole STONE ENERGY CORP. Common Stock 861642106 15040 847323 Sole None Sole STR HOLDINGS INC Common Stock 78478V100 629 26781 Sole None Sole STRATEGIC HOTELS & RESORTS INC Common Stock 86272T106 54 12714 Sole None Sole STRYKER CORPORATION Common Stock 863667101 2701 47206 Sole None Sole STUDENT LOAN CORP. Common Stock 863902102 888 24994 Sole None Sole STURM RUGER & CO INC Common Stock 864159108 128 10695 Sole None Sole SUMITOMO MITSUI FINL GRP Common Stock 86562M100 132 40667 Sole None Sole SUN LIFE FINL INC Common Stock 866796105 19385 603315 Sole None Sole SUNCOR ENERGY INC. Common Stock 867224107 208 6400 Sole None Sole SUNOCO, INC. Common Stock 86764P109 1177 39603 Sole None Sole SUNOPTA INC Common Stock 8676EP108 80 19282 Sole None Sole SUNPOWER CORP Common Stock 867652109 713 37721 Sole None Sole SUNSTONE HOTEL INVESTORS INC. Common Stock 867892101 239 21404 Sole None Sole SUNTECH PWR HLDGS CO LTD ADR Common Stock 86800C104 3543 252681 Sole None Sole SUNTRUST BANKS INC Common Stock 867914103 310 11577 Sole None Sole SUPERIOR ENERGY SERVICES Common Stock 868157108 1256 59737 Sole None Sole SUSQUEHANNA BANCSHARES, INC. Common Stock 869099101 308 31394 Sole None Sole SVB FINANCIAL GROUP Common Stock 78486Q101 253 5432 Sole None Sole SYBASE INC. Common Stock 871130100 1073 23026 Sole None Sole SYKES ENTERPRISES, INC. Common Stock 871237103 16208 709625 Sole None Sole SYMANTEC CORP Common Stock 871503108 5167 305365 Sole None Sole SYMMETRY MED INC Common Stock 871546206 432 43059 Sole None Sole SYNGENTA AG (ADR) Common Stock 87160A100 277 4984 Sole None Sole SYNIVERSE HLDGS INC Common Stock 87163F106 340 17443 Sole None Sole SYNOPSYS, INC. Common Stock 871607107 830 37109 Sole None Sole SYSCO CORP. Common Stock 871829107 2322 78712 Sole None Sole T. ROWE PRICE GROUP, INC. Common Stock 74144T108 1360 24749 Sole None Sole TAIWAN SEMICONDUCTOR (ADR) Common Stock 874039100 161 15388 Sole None Sole TALISMAN ENERGY INC Common Stock 87425E103 14534 851918 Sole None Sole TANGER FACTORY OUTLET CENTER Common Stock 875465106 406 9408 Sole None Sole TARGET CORPORATION Common Stock 87612E106 1453 27629 Sole None Sole TASEKO MINES LTD Common Stock 876511106 116 22360 Sole None Sole TATA COMMUNICATIONS LIMITED - ADR Common Stock 876564105 2334 188038 Sole None Sole TATA MTRS LTD SPONSORED ADR Common Stock 876568502 8016 434226 Sole None Sole TAUBMAN CTRS INC Common Stock 876664103 286 7164 Sole None Sole TCF FINANCIAL CORP Common Stock 872275102 991 62147 Sole None Sole TD AMERITRADE HLDG CORP Common Stock 87236Y108 5045 264708 Sole None Sole TECH DATA CORP Common Stock 878237106 1543 36825 Sole None Sole TECO ENERGY, INC. Common Stock 872375100 1368 86080 Sole None Sole TELECOM ITALIA S P A (ADR) Common Stock 87927Y102 17043 1188473 Sole None Sole TELECOMMUNICATION SYSTEMS, INC. Common Stock 87929J103 92 12600 Sole None Sole TELEFLEX INC Common Stock 879369106 2054 32052 Sole None Sole TELEFONICA S A (ADR) Common Stock 879382208 1610 22646 Sole None Sole TELEPHONE & DATA SYSTEM Common Stock 879433100 987 29162 Sole None Sole TELLABS, INC. Common Stock 879664100 1154 152435 Sole None Sole TELVENT GIT SA Common Stock E90215109 617 21453 Sole None Sole TEMPLE-INLAND, INC. Common Stock 879868107 3248 158979 Sole None Sole TEMPLETN EM MKT INCOME Common Stock 880192109 283 19330 Sole None Sole TEMPLETON EMERGING MKS Common Stock 880191101 367 18572 Sole None Sole TENET HEALTHCARE CORP Common Stock 88033G100 1586 277193 Sole None Sole TERADATA CORP Common Stock 88076W103 1306 45202 Sole None Sole TERADYNE, INC. Common Stock 880770102 930 83280 Sole None Sole TERRA INDUSTRIES Common Stock 880915103 7180 156897 Sole None Sole TESORO CORPORATION. Common Stock 881609101 2296 165211 Sole None Sole TESSERA TECHNOLOGIES Common Stock 88164L100 15124 745758 Sole None Sole TETRA TECH, INC. Common Stock 88162G103 1410 61195 Sole None Sole TEVA PHARMACEUTICAL IND LTD (ADR) Common Stock 881624209 1615 25607 Sole None Sole TEXAS INSTRUMENTS INC Common Stock 882508104 315 12858 Sole None Sole TEXAS ROADHOUSE INC CL A Common Stock 882681109 15264 1098885 Sole None Sole TFS FINANCIAL CORP Common Stock 87240R107 386 28899 Sole None Sole THE BOSTON BEER COMPANY, INC. Common Stock 100557107 1265 24197 Sole None Sole THERAGENICS CORP. Common Stock 883375107 32 19096 Sole None Sole THERMO FISHER SCIENTIFIC INC Common Stock 883556102 16859 327745 Sole None Sole THOMAS & BETTS CORP. Common Stock 884315102 627 15972 Sole None Sole THOMSON REUTERS CORP Common Stock 884903105 1164 32061 Sole None Sole THOR INDUSTRIES, INC. Common Stock 885160101 853 28250 Sole None Sole TIBCO SOFTWARE INC. Common Stock 88632Q103 3574 331252 Sole None Sole TIDEWATER INC. Common Stock 886423102 859 18181 Sole None Sole TIFFANY & CO. Common Stock 886547108 1301 27394 Sole None Sole TIMBERLAND CO Common Stock 887100105 266 12465 Sole None Sole TIME WARNER CABLE INC CL A Common Stock 88732J207 418 7832 Sole None Sole TIME WARNER INC. Common Stock 887317303 2288 73165 Sole None Sole TITANIUM METALS CORP Common Stock 888339207 2608 157178 Sole None Sole TJX COMPANIES, INC. Common Stock 872540109 4443 104497 Sole None Sole TORCHMARK CORP Common Stock 891027104 2231 41689 Sole None Sole TORO CO. Common Stock 891092108 279 5673 Sole None Sole TORONTO-DOMINION BANK Common Stock 891160509 22386 300157 Sole None Sole TORTOISE PWR&ENRGY INF Common Stock 89147X104 336 15758 Sole None Sole TOTAL FINA ELF (ADR) Common Stock 89151E109 13831 238381 Sole None Sole TOTAL SYSTEM SERVICES, INC. Common Stock 891906109 1292 82490 Sole None Sole TOWER GROUP INC Common Stock 891777104 6115 275831 Sole None Sole TOWERS WATSON & CO CL A Common Stock 891894107 296 6232 Sole None Sole TOYOTA MOTOR CORPORATION (ADR) Common Stock 892331307 30279 376514 Sole None Sole TRADESTATION GROUP INC Common Stock 89267P105 146 20837 Sole None Sole TRANSATLANTIC HOLDINGS, INC. Common Stock 893521104 1231 23319 Sole None Sole TRANSCANADA CORPORATION Common Stock 89353D107 1183 32180 Sole None Sole TRANSOCEAN LTD. Common Stock H8817H100 13024 150777 Sole None Sole TRAVELERS COMPANIES Common Stock 89417E109 7405 137288 Sole None Sole TREEHOUSE FOODS INC Common Stock 89469A104 10933 249215 Sole None Sole TRINA SOLAR LTD Common Stock 89628E104 1985 81336 Sole None Sole TRINITY INDUSTRIES INC Common Stock 896522109 687 34443 Sole None Sole TRIQUINT SEMICONDUCTOR Common Stock 89674K103 2613 373333 Sole None Sole TRIUMPH GROUP INC Common Stock 896818101 343 4898 Sole None Sole TRUSTCO BANK CORP. NY Common Stock 898349105 73 11842 Sole None Sole TRUSTMARK CORPORATION Common Stock 898402102 21029 860791 Sole None Sole TRW AUTOMOTIVE HOLDINGS CORP. Common Stock 87264S106 1769 61913 Sole None Sole TUESDAY MORNING CORP. Common Stock 899035505 376 57114 Sole None Sole TUPPERWARE CORPORATION Common Stock 899896104 2287 47435 Sole None Sole TUTOR PERINI CORPORATION Common Stock 901109108 8135 374002 Sole None Sole TW TELECOM INC Common Stock 87311L104 1994 109883 Sole None Sole TYCO ELECTRONICS LTD Common Stock H8912P106 278 10117 Sole None Sole U.S. BANCORP Common Stock 902973304 260 10056 Sole None Sole UBS AG Common Stock H89231338 20308 1247393 Sole None Sole UDR INC Common Stock 902653104 3223 182692 Sole None Sole UGI CORPORATION Common Stock 902681105 10185 383760 Sole None Sole ULTA SALON COSM & FRAG Common Stock 90384S303 17100 755976 Sole None Sole ULTRA PETROLEUM CORP. Common Stock 903914109 15068 323147 Sole None Sole UMB FINANCIAL CORP Common Stock 902788108 215 5288 Sole None Sole UMPQUA HOLDINGS CORP. Common Stock 904214103 148 11133 Sole None Sole UNILEVER PLC (ADR) Common Stock 904767704 3431 117193 Sole None Sole UNION PACIFIC CORP. Common Stock 907818108 893 12178 Sole None Sole UNISOURCE ENERGY CORPORATION Common Stock 909205106 20428 649760 Sole None Sole UNISYS CORPORATION Common Stock 909214306 19444 557283 Sole None Sole UNITED BANKSHARES INC Common Stock 909907107 2755 105066 Sole None Sole UNITED COMMUNITY BANKS, INC. - GA Common Stock 90984P105 47 10657 Sole None Sole UNITED NATURAL FOODS, INC. Common Stock 911163103 434 15430 Sole None Sole UNITED ONLINE, INC. Common Stock 911268100 2329 311339 Sole None Sole UNITED PARCEL SERVICE Common Stock 911312106 1046 16237 Sole None Sole UNITED TECHNOLOGIES CORP Common Stock 913017109 4603 62532 Sole None Sole UNITED THERAPEUT Common Stock 91307C102 757 13673 Sole None Sole UNITEDHEALTH GROUP INC Common Stock 91324P102 2066 63243 Sole None Sole UNITRIN INC Common Stock 913275103 1262 45004 Sole None Sole UNIVERSAL CORPORATION Common Stock 913456109 20577 390537 Sole None Sole UNIVERSAL DISPLAY CORP. Common Stock 91347P105 280 23806 Sole None Sole UNIVERSAL HLTH SVCS CL B Common Stock 913903100 2116 60291 Sole None Sole UNUM GROUP Common Stock 91529Y106 2144 86555 Sole None Sole UQM TECHNOLOGIES INC Common Stock 903213106 98 23265 Sole None Sole URBAN OUTFITTERS, INC. Common Stock 917047102 6589 173169 Sole None Sole URS CORPORATION Common Stock 903236107 2117 42663 Sole None Sole US CELLULAR CORP. Common Stock 911684108 375 9069 Sole None Sole USA MOBILITY INC Common Stock 90341G103 255 20122 Sole None Sole U-STORE-IT TRUST Common Stock 91274F104 128 17752 Sole None Sole V.F. CORPORATION Common Stock 918204108 17200 214593 Sole None Sole VALASSIS COMMUNICATIONS, INC. Common Stock 918866104 618 22211 Sole None Sole VALEANT PHARMACEUTICALS INTERNATIONAL Common Stock 91911X104 1906 44410 Sole None Sole VALHI INC Common Stock 918905100 4307 218868 Sole None Sole VALIDUS HOLDINGS LTD Common Stock G9319H102 1269 46096 Sole None Sole VALLEY NATIONAL BANCORP Common Stock 919794107 505 32834 Sole None Sole VALMONT INDS INC Common Stock 920253101 2939 35477 Sole None Sole VALSPAR CORP. Common Stock 920355104 3534 119881 Sole None Sole VALUECLICK, INC. Common Stock 92046N102 2586 255040 Sole None Sole VAN KAMPEN ADV MUN II SH BEN INT Common Stock 92112K107 659 54230 Sole None Sole VAN KAMPEN INVT GRADE Common Stock 920929106 563 39557 Sole None Sole VAN KAMPEN MMT Common Stock 920919107 571 41020 Sole None Sole VAN KAMPEN MUN OPPORTN Common Stock 920935103 562 39995 Sole None Sole VAN KAMPEN SENIOR INCOME Common Stock 920961109 189 37000 Sole None Sole VANCEINFO TECHNOLOGIES INC - ADR Common Stock 921564100 1302 58415 Sole None Sole VANGUARD BD INDEX FD LONG TERM BOND Common Stock 921937793 727 9450 Sole None Sole VANGUARD BD INDEX FD SHORT TRM BOND Common Stock 921937827 6402 80027 Sole None Sole VANGUARD INTL EQTY IDX EURPEAN ETF Common Stock 922042874 355 7383 Sole None Sole VANGUARD INTL EQTY IDX PACIFIC ETF Common Stock 922042866 371 6799 Sole None Sole VARIAN MEDICAL SYSTEMS, INC. Common Stock 92220P105 10661 192680 Sole None Sole VARIAN SEMICONDUCTOR EQUIPMENT ASSOCIATES, ICommon Stock 922207105 209 6318 Sole None Sole VECTREN CORP. Common Stock 92240G101 2097 84829 Sole None Sole VEECO INSTRUMENTS INC. Common Stock 922417100 2334 53648 Sole None Sole VENTAS INC Common Stock 92276F100 9813 206680 Sole None Sole VEOLIA ENVIRONMENT - ADR Common Stock 92334N103 20829 602521 Sole None Sole VERISIGN, INC. Common Stock 92343E102 10609 407870 Sole None Sole VERISK ANALYTICS INC - CLASS A Common Stock 92345Y106 210 7449 Sole None Sole VERIZON COMMUNICATIONS Common Stock 92343V104 62031 1999707 Sole None Sole VERTEX PHARM Common Stock 92532F100 8799 215301 Sole None Sole VIACOM INC CL B Common Stock 92553P201 4898 142478 Sole None Sole VIASAT INC. Common Stock 92552V100 27130 783879 Sole None Sole VIRGIN MEDIA INC Common Stock 92769L101 20457 1185201 Sole None Sole VISA INC COM CL A Common Stock 92826C839 2831 31097 Sole None Sole VISHAY INTERTECHNOLOGY, INC. Common Stock 928298108 933 91181 Sole None Sole VMWARE INC CLASS A Common Stock 928563402 759 14235 Sole None Sole VOCUS INC Common Stock 92858J108 1720 100894 Sole None Sole VODAFONE GROUP PLC (ADR) Common Stock 92857W209 2915 125126 Sole None Sole VORNADO REALTY TRUST Common Stock 929042109 10487 138528 Sole None Sole W.W. GRAINGER, INC. Common Stock 384802104 241 2229 Sole None Sole WABCO HOLDINGS INC. Common Stock 92927K102 1071 35810 Sole None Sole WABTEC CORP. Common Stock 929740108 261 6206 Sole None Sole WADDELL & REED FINL CL A Common Stock 930059100 395 10957 Sole None Sole WALGREEN COMPANY Common Stock 931422109 1167 31469 Sole None Sole WAL-MART STORES INC Common Stock 931142103 17779 319766 Sole None Sole WALT DISNEY COMPANY Common Stock 254687106 1727 49459 Sole None Sole WALTER ENERGY, INC. Common Stock 93317Q105 1924 20850 Sole None Sole WARNACO GROUP INC Common Stock 934390402 290 6069 Sole None Sole WARNER CHILCOTT PLC Common Stock G94368100 23856 934764 Sole None Sole WARNER MUSIC GROUP Common Stock 934550104 722 104492 Sole None Sole WASHINGTON FEDERAL, INC. Common Stock 938824109 450 22162 Sole None Sole WASHINGTON POST Common Stock 939640108 1886 4246 Sole None Sole WASHINGTON REAL ESTATE INVEST TRUST Common Stock 939653101 1452 47541 Sole None Sole WASTE CONNECTIONS, INC. Common Stock 941053100 420 12381 Sole None Sole WASTE MANAGEMENT, INC. Common Stock 94106L109 2615 75949 Sole None Sole WATERS CORPORATION Common Stock 941848103 580 8582 Sole None Sole WATSON PHARMACEUTICALS Common Stock 942683103 1133 27117 Sole None Sole WATTS WATER TECHNOLOGIES, INC. Common Stock 942749102 1409 45348 Sole None Sole WEBMD HEALTH CORP CL A Common Stock 94770V102 4137 89190 Sole None Sole WEBSENSE INC Common Stock 947684106 2568 112766 Sole None Sole WEIGHT WATCHERS INTERNATIONAL Common Stock 948626106 518 20282 Sole None Sole WEINGARTEN REALTY INVESTORS Common Stock 948741103 833 38633 Sole None Sole WELLCARE GROUP INC Common Stock 94946T106 264 8858 Sole None Sole WELLPOINT INC Common Stock 94973V107 17458 271178 Sole None Sole WELLS FARGO & COMPANY Common Stock 949746101 16603 533529 Sole None Sole WENDY'S/ARBY'S GROUP INC COM - A Common Stock 950587105 631 126103 Sole None Sole WERNER ENTERPRISES INC Common Stock 950755108 402 17364 Sole None Sole WESCO FINANCIAL CORP Common Stock 950817106 505 1310 Sole None Sole WESCO INTL INC Common Stock 95082P105 3003 86511 Sole None Sole WESTAR ENERGY, INC. Common Stock 95709T100 2796 125376 Sole None Sole WESTERN ASSET EMERGING MARKETS DEBT FUND Common Stock 95766A101 535 29501 Sole None Sole WESTERN ASSET HIGH INCOME OPP FD Common Stock 95766K109 4470 702853 Sole None Sole WESTERN ASSET MANAGED HIGH INC Common Stock 95766L107 4050 648045 Sole None Sole WESTERN ASSET MUN DEF Common Stock 95768A109 278 12955 Sole None Sole WESTERN ASSET MUNI HIGH INC Common Stock 95766N103 463 61621 Sole None Sole WESTERN DIGITAL CORPORATION Common Stock 958102105 76832 1970545 Sole None Sole WESTERN UN CO Common Stock 959802109 258 15231 Sole None Sole WET SEAL, INC. (THE) Common Stock 961840105 138 28898 Sole None Sole WEYERHAEUSER CO. Common Stock 962166104 207 4571 Sole None Sole WGL HOLDINGS, INC. Common Stock 92924F106 1447 41766 Sole None Sole WHIRLPOOL CORP. Common Stock 963320106 1714 19640 Sole None Sole WHITE MOUNTAIN INSURANCE Common Stock G9618E107 745 2099 Sole None Sole WHITING PETROLEUM CORP. Common Stock 966387102 326 4029 Sole None Sole WHITNEY HOLDING CORP. Common Stock 966612103 895 64921 Sole None Sole WHOLE FOODS MARKET, INC. Common Stock 966837106 1986 54935 Sole None Sole WILLIAMS COMPANIES, INC. Common Stock 969457100 1529 66201 Sole None Sole WILLIAMS-SONOMA, INC. Common Stock 969904101 1826 69454 Sole None Sole WILMINGTON TRUST CORP. Common Stock 971807102 302 18214 Sole None Sole WILSHIRE BANCORP INC. Common Stock 97186T108 225 20422 Sole None Sole WINDSTREAM CORP Common Stock 97381W104 134 12312 Sole None Sole WINTRUST FINANCIAL CORPORATION Common Stock 97650W108 321 8614 Sole None Sole WIPRO LTD-ADR Common Stock 97651M109 6719 288231 Sole None Sole WISCONSIN ENERGY CORP. Common Stock 976657106 1922 38904 Sole None Sole WMS INDUSTRIES INC Common Stock 929297109 1392 33194 Sole None Sole WOODWARD GOVERNOR CO. Common Stock 980745103 826 25842 Sole None Sole WORLD ACCEPTANCE CORP. Common Stock 981419104 285 7899 Sole None Sole WORLD FUEL SERVICES CORPORATION Common Stock 981475106 1910 71686 Sole None Sole WR BERKLEY CORP. Common Stock 084423102 976 37413 Sole None Sole WRIGHT EXPRESS CORP Common Stock 98233Q105 557 18500 Sole None Sole WUXI PHARMATECH INC - ADR Common Stock 929352102 893 57361 Sole None Sole WYNDHAM WORLDWIDE CORP Common Stock 98310W108 2616 101687 Sole None Sole WYNN RESORTS LTD Common Stock 983134107 1086 14315 Sole None Sole XCEL ENERGY INC Common Stock 98389B100 3176 149822 Sole None Sole XEROX CORP. Common Stock 984121103 1179 120920 Sole None Sole XILINX INC. Common Stock 983919101 5020 196860 Sole None Sole XL CAPITAL, LTD. Common Stock G98255105 352 18633 Sole None Sole XTO ENERGY, INC. Common Stock 98385X106 17293 366538 Sole None Sole YAHOO!, INC. Common Stock 984332106 15664 947618 Sole None Sole YANZHOU COAL MNG LTD SPON ADR H SHS Common Stock 984846105 1169 48492 Sole None Sole YINGLI GREEN ENERGY HOLD-ADR Common Stock 98584B103 1622 127353 Sole None Sole YUM! BRANDS INC Common Stock 988498101 1182 30839 Sole None Sole ZEP INC. Common Stock 98944B108 202 9237 Sole None Sole ZIMMER HOLDINGS, INC. Common Stock 98956P102 2230 37663 Sole None Sole ZIONS BANCORPORATION Common Stock 989701107 309 14180 Sole None Sole ZOLL MED CORP Common Stock 989922109 8950 339529 Sole None Sole ZOLTEK COMPANIES INC Common Stock 98975W104 497 51530 Sole None Sole ZUMIEZ INC. Common Stock 989817101 9339 455778 Sole None Sole ---------- Grand Total: $6,576,703 ==========
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