UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for Calendar Year or Quarter Ended: JUNE 30, 2007
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: STATE STREET CORPORATION
Address: ONE LINCOLN STREET
BOSTON, MASSACHUSETTS 02111
Form 13F File Number: 28-00399
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person signing this report on behalf of the reporting manager:
Name: JAMES J. MALERBA
Title SENIOR VICE PRESIDENT AND CORPORATE CONTROLLER
Telephone: 617-664-8697
Signature, Place, and Date of Signing:
/s/ JAMES J. MALERBA Boston, Massachusetts August 10, 2007
-------------------- --------------------- ---------------
[Signature] [City, State] [Date]
Report Type (Check only one):
|_| 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
|_| 13F NOTICE. (Check here if no holdings reported are in this report and all
holdings are reported by other reporting manager(s).)
|X| 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
List of Other Managers Reporting for this Manager:
(if there are no entries in this list, omit this section.)
28-00096 Capital Guardian Trust Company
28-10372 Philadelphia International Advisors, L.P.
28-02924 Turner Investment Partners Inc. (Turner Investment Partners)
28-03570 AXA (Alliance Capital Management L.P.)
28-00115 T. Rowe Price Associates, Inc.
28-00694 JP Morgan Chase & Co (JP Morgan Fleming Asset Management Limited)
28-03459 Smith Asset Management Group L.P.
28-04557 Wellington Management Company LLP
REPORT SUMMARY:
Number of Other Included Managers: 13
Form 13F Information Table Entry Total: 4,081
Form 13F Information Table Value Total: 540,195,964 (thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report. [If there are no entries in this
list, state "NONE" and omit the column headings and list entries.]
FORM 13F
FILE
NO. NUMBER NAME
---------------------------------------------------------------
1 28-00733 State Street Bank and Trust Company
2 28-11338 SSgA Funds Management, Inc.
3 28-11339 Tuckerman Group, LLC
4 28-11328 Rexiter Capital Management LTD
5 28-11326 State Street Global Advisors LTD
6 28-11327 State Street Global Advisors Ltd.
7 28-11329 State Street Banque, SA
8 28-11330 State Street Global Advisors, Australia
10 28-11332 State Street Global Advisors (Japan) Co., Ltd.
12 28-11331 State Street Global Advisors Asia LTD
13 28-11334 State Street Global Advisors GmbH
14 28-11333 State Street Trust & Banking Co., Ltd.
16 State Street Global Advisors Capital Management Trust
Company, LLC
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2007
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
1 800 FLOWERS COM CL A 68243Q10 4,539 481,317 SH DEFINED 1,2,5,6 481,317
1-800 CONTACTS INC COM 68197710 1,859 79,235 SH DEFINED 1 79,235
1ST SOURCE CORP COM 33690110 9,405 377,406 SH DEFINED 1,2 377,406
21ST CENTY INS GROUP COM 90130N10 10,523 481,378 SH DEFINED 1,2,5 481,378
24/7 REAL MEDIA INC COM NEW 90131420 8,304 707,935 SH DEFINED 1,5 707,935
3COM CORP COM 88553510 35,560 8,610,269 SH DEFINED 1,2,5,6 8,610,269
3-D SYS CORP DEL COM NEW 88554D20 5,362 215,616 SH DEFINED 1 215,616
3M CO COM 88579Y10 4,472,649 51,534,153 SH DEFINED 1,2,5,6,7,8,10,12,13,14 51,534,153
4 KIDS ENTMT INC COM 35086510 270 17,999 SH DEFINED 1 17,999
8X8 INC NEW COM 28291410 35 25,500 SH DEFINED 1 25,500
99 CENTS ONLY STORES COM 65440K10 16,510 1,259,330 SH DEFINED 1,2,5,6 1,259,330
A C MOORE ARTS & CRA COM 00086T10 4,546 231,840 SH DEFINED 1,2,5,6 231,840
A D C TELECOMMUNICAT COM NEW 00088630 45,111 2,461,068 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 2,461,068
A S V INC COM 00196310 9,464 547,673 SH DEFINED 1,2,6 547,673
AAON INC COM PAR $0 00036020 4,485 140,818 SH DEFINED 1 140,818
AAR CORP COM 00036110 17,970 544,374 SH DEFINED 1,2,5,6 544,374
AARON RENTS INC COM 00253520 19,048 652,319 SH DEFINED 1,2,6 652,319
AASTROM BIOSCIENCES COM 00253U10 269 200,800 SH DEFINED 1,5 200,800
ABAXIS INC COM 00256710 5,990 287,132 SH DEFINED 1,2,6 287,132
ABB LTD SPONSORED 00037520 4,108 181,777 SH DEFINED 1 181,777
ABBOTT LABS COM 00282410 2,204,617 41,169,317 SH DEFINED 1,2,5,6,7,8,10,12,13,14 41,169,317
ABERCROMBIE & FITCH CL A 00289620 168,567 2,309,770 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,309,770
ABIOMED INC COM 00365410 3,675 340,950 SH DEFINED 1 340,950
ABITIBI-CONSOLIDATED COM 00392410 41 13,843 SH DEFINED 1,13 13,843
ABM INDS INC COM 00095710 36,299 1,406,381 SH DEFINED 1,2,5 1,406,381
ABN AMRO HLDG NV SPONSORED 00093710 4,932 107,526 SH DEFINED 1 107,526
ABRAXAS PETE CORP COM 00383010 394 88,029 SH DEFINED 1,2,5 88,029
ABRAXIS BIOSCIENCE I COM 00383E10 12,098 544,204 SH DEFINED 1,2,5, 544,204
ABX AIR INC COM 00080S10 7,409 919,264 SH DEFINED 1,2 919,264
ACA CAPITAL HOLDINGS COM 00083310 1,012 85,070 SH DEFINED 1,2 85,070
ACACIA RESH CORP ACACIA TCH 00388130 6,533 404,245 SH DEFINED 1,2,5 404,245
ACADIA PHARMACEUTICA COM 00422510 5,056 369,869 SH DEFINED 1,5 369,869
ACADIA RLTY TR COM SH BEN 00423910 25,121 968,064 SH DEFINED 1,2,3,5 968,064
ACCELRYS INC COM 00430U10 407 64,764 SH DEFINED 1,2,5 64,764
ACCENTURE LTD BERMUD CL A G1150G11 372,508 8,685,186 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,685,186
ACCESS INTEGRATED TE CL A 00432910 307 37,968 SH DEFINED 1,5 37,968
ACCO BRANDS CORP COM 00081T10 19,260 835,579 SH DEFINED 1,2,5,6 835,579
ACCREDITED HOME LEND COM 00437P10 4,826 353,066 SH DEFINED 1,2,5,6 353,066
ACCURAY INC COM 00439710 4,054 182,775 SH DEFINED 1,2 182,775
ACCURIDE CORP COM 00439810 5,051 327,746 SH DEFINED 1,2,6 327,746
ACE LTD ORD G0070K10 654,597 10,470,200 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,470,200
ACETO CORP COM 00444610 233 25,237 SH DEFINED 1 25,237
ACME COMMUNICATION I COM 00463110 230 45,878 SH DEFINED 1,2 45,878
ACME PACKET INC COM 00476410 1,973 171,748 SH DEFINED 1,2 171,748
ACORDA THERAPEUTICS COM 00484M10 3,934 230,620 SH DEFINED 1 230,620
ACTEL CORP COM 00493410 8,375 602,061 SH DEFINED 1,2 602,061
ACTIVE POWER INC COM 00504W10 142 79,964 SH DEFINED 1,5 79,964
ACTIVIDENTITY CORP COM 00506P10 221 48,128 SH DEFINED 1 48,128
ACTIVISION INC NEW COM NEW 00493020 97,623 5,228,852 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,228,852
ACTUANT CORP CL A NEW 00508X20 24,454 387,784 SH DEFINED 1,2,6 387,784
ACTUATE CORP COM 00508B10 5,453 803,059 SH DEFINED 1,2,5 803,059
ACUITY BRANDS INC COM 00508Y10 54,220 899,463 SH DEFINED 1,2,5, 899,463
ACXIOM CORP COM 00512510 37,762 1,427,690 SH DEFINED 1,2,5,6, 1,427,690
ADAMS RESPIRATORY TH COM 00635P10 18,682 474,285 SH DEFINED 1,2,6 474,285
ADAPTEC INC COM 00651F10 7,378 1,936,554 SH DEFINED 1,2,5,6 1,936,554
ADMINISTAFF INC COM 00709410 14,706 439,104 SH DEFINED 1,2,5,6 439,104
ADOBE SYS INC COM 00724F10 592,271 14,751,448 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,751,448
ADOLOR CORP COM 00724X10 262 70,637 SH DEFINED 1,2,5,6 70,637
ADTRAN INC COM 00738A10 37,530 1,445,137 SH DEFINED 1,2,5,6, 1,445,137
ADVANCE AMER CASH AD COM 00739W10 21,191 1,194,508 SH DEFINED 1,2 1,194,508
ADVANCE AUTO PARTS I COM 00751Y10 83,236 2,053,686 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,053,686
ADVANCED ANALOGIC TE COM 00752J10 5,119 527,705 SH DEFINED 1,2,6 527,705
ADVANCED ENERGY INDS COM 00797310 22,674 1,000,637 SH DEFINED 1,2,6 1,000,637
ADVANCED MAGNETICS I COM 00753P10 10,233 175,953 SH DEFINED 1,2,5,6 175,953
ADVANCED MEDICAL OPT COM 00763M10 32,130 921,147 SH DEFINED 1,2,5,6,16 921,147
ADVANCED MICRO DEVIC COM 00790310 208,980 14,613,980 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,613,980
ADVANCED MICRO DEVIC COM 00790310 5,005 350,000 SH PUT DEFINED 16 350,000
ADVANCED SEMICONDUCT SPONSORED 00756M40 16,986 2,486,954 SH DEFINED 1,4 2,486,954
ADVANTA CORP CL B 00794220 24,419 784,184 SH DEFINED 1,2,6 784,184
ADVANTEST CORP SPON ADR N 00762U20 319 7,292 SH DEFINED 1 7,292
ADVENT SOFTWARE INC COM 00797410 15,030 461,756 SH DEFINED 1,2,5,6 461,756
ADVENTRX PHARMACEUTI COM 00764X10 239 94,050 SH DEFINED 1,5 94,050
ADVISORY BRD CO COM 00762W10 14,031 252,539 SH DEFINED 1,2,6 252,539
AECOM TECHNOLOGY COR COM 00766T10 12,996 523,806 SH DEFINED 1,2 523,806
AEGON N V ORD AMER R 00792410 1,599 81,381 SH DEFINED 1,2 81,381
AEP INDS INC COM 00103110 5,709 126,841 SH DEFINED 1,2 126,841
AEROFLEX INC COM 00776810 17,049 1,203,156 SH DEFINED 1,2,5 1,203,156
AEROPOSTALE COM 00786510 177,040 4,247,612 SH DEFINED 1,2,5,6,7,13,16 4,247,612
AEROVIRONMENT INC COM 00807310 1,413 68,539 SH DEFINED 1 68,539
AES CORP COM 00130H10 492,684 22,517,555 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,517,555
AES CORP COM 00130H10 656 30,000 SH PUT DEFINED 16 30,000
AETNA INC NEW COM 00817Y10 1,347,205 27,271,358 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 27,271,358
AFC ENTERPRISES INC COM 00104Q10 11,693 676,300 SH DEFINED 1,2,6 676,300
AFFILIATED COMPUTER CL A 00819010 139,043 2,451,392 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,451,392
AFFILIATED MANAGERS COM 00825210 69,193 537,377 SH DEFINED 1,2,5,6 537,377
AFFORDABLE RESIDENTI COM 00827310 8,732 738,710 SH DEFINED 1,2,5,6 738,710
AFFYMAX INC COM 00826A10 1,410 52,291 SH DEFINED 1,2 52,291
AFFYMETRIX INC COM 00826T10 43,035 1,729,011 SH DEFINED 1,2,5,6, 1,729,011
AFLAC INC COM 00105510 623,251 12,125,505 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,125,505
AFTERMARKET TECHNOLO COM 00831810 23,489 791,425 SH DEFINED 1,2,5 791,425
AGCO CORP COM 00108410 183,827 4,234,678 SH DEFINED 1,2,5,7 4,234,678
AGILE SOFTWARE CORP COM 00846X10 7,302 905,967 SH DEFINED 1,2,6 905,967
AGILENT TECHNOLOGIES COM 00846U10 425,967 11,081,351 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,081,351
AGILYSYS INC COM 00847J10 26,381 1,172,493 SH DEFINED 1,2 1,172,493
AGL RES INC COM 00120410 56,880 1,405,146 SH DEFINED 1,2,5,6,16 1,405,146
AGREE REALTY CORP COM 00849210 4,056 129,798 SH DEFINED 1,2,3 129,798
AIR FRANCE KLM SPONSORED 00911910 398 8,575 SH DEFINED 1 8,575
AIR METHODS CORP COM PAR $. 00912830 5,181 141,299 SH DEFINED 1 141,299
AIR PRODS & CHEMS IN COM 00915810 506,573 6,303,009 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,303,009
AIRCASTLE LTD COM G0129K10 7,936 199,335 SH DEFINED 1,2 199,335
AIRGAS INC COM 00936310 52,292 1,091,687 SH DEFINED 1,2,5,6, 1,091,687
AIRSPAN NETWORKS INC COM 00950H10 82 22,468 SH DEFINED 1 22,468
AIRTRAN HLDGS INC COM 00949P10 24,076 2,204,755 SH DEFINED 1,2,6 2,204,755
AK STL HLDG CORP COM 00154710 50,100 1,340,644 SH DEFINED 1,2,5,6 1,340,644
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
AKAMAI TECHNOLOGIES COM 00971T10 110,082 2,263,195 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,263,195
AKORN INC COM 00972810 4,774 683,006 SH DEFINED 1,5,6 683,006
AKZO NOBEL NV SPONSORED 01019930 908 10,577 SH DEFINED 1 10,577
ALABAMA NATL BANCORP COM 01031710 15,977 258,359 SH DEFINED 1,2 258,359
ALAMO GROUP INC COM 01131110 261 10,344 SH DEFINED 1 10,344
ALASKA AIR GROUP INC COM 01165910 26,189 940,007 SH DEFINED 1,2,6 940,007
ALASKA COMMUNICATION COM 01167P10 13,097 826,829 SH DEFINED 1,2 826,829
ALBANY INTL CORP CL A 01234810 18,915 467,737 SH DEFINED 1,2 467,737
ALBANY MOLECULAR RES COM 01242310 13,174 887,146 SH DEFINED 1,2,5 887,146
ALBEMARLE CORP COM 01265310 83,665 2,171,423 SH DEFINED 1,2,5 2,171,423
ALBERTO CULVER CO NE COM 01307810 63,847 2,691,694 SH DEFINED 1,2,5,6,7,12 2,691,694
ALCAN INC COM 01371610 673 8,280 SH DEFINED 1,16 8,280
ALCATEL-LUCENT SPONSORED 01390430 14,474 1,033,888 SH DEFINED 1,2,5,8,12,13 1,033,888
ALCOA INC COM 01381710 1,182,218 29,168,949 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,168,949
ALCON INC COM SHS H0130110 13,436 99,594 SH DEFINED 1,2,5,12 99,594
ALESCO FINL INC COM 01448510 5,682 698,900 SH DEFINED 1 698,900
ALEXANDER & BALDWIN COM 01448210 32,718 616,047 SH DEFINED 1,2,5, 616,047
ALEXANDERS INC COM 01475210 25,233 62,420 SH DEFINED 1,2,3,5,6 62,420
ALEXANDRIA REAL ESTA COM 01527110 69,852 721,461 SH DEFINED 1,2,3,5 721,461
ALEXION PHARMACEUTIC COM 01535110 25,891 574,582 SH DEFINED 1,2,5,6, 574,582
ALEXZA PHARMACEUTICA COM 01538410 1,475 178,300 SH DEFINED 1 178,300
ALFA CORP COM 01538510 11,966 768,501 SH DEFINED 1,2 768,501
ALFACELL CORP COM 01540410 67 26,635 SH DEFINED 1,2 26,635
ALICO INC COM 01623010 3,259 53,438 SH DEFINED 1,2 53,438
ALIGN TECHNOLOGY INC COM 01625510 21,465 888,468 SH DEFINED 1,2,5,6 888,468
ALKERMES INC COM 01642T10 23,309 1,596,492 SH DEFINED 1,2,5,6, 1,596,492
ALLEGHANY CORP DEL COM 01717510 36,625 90,099 SH DEFINED 1,2,5 90,099
ALLEGHENY ENERGY INC COM 01736110 240,878 4,655,541 SH DEFINED 1,2,5,6,8,10,13,14 4,655,541
ALLEGHENY TECHNOLOGI COM 01741R10 289,684 2,762,054 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,762,054
ALLEGIANT TRAVEL CO COM 01748X10 2,104 68,438 SH DEFINED 1,2,6 68,438
ALLERGAN INC COM 01849010 403,300 6,996,878 SH DEFINED 1,2,5,6,8,10,12,13,14 6,996,878
ALLETE INC COM NEW 01852230 21,612 459,335 SH DEFINED 1,2,5 459,335
ALLIANCE DATA SYSTEM COM 01858110 88,930 1,150,749 SH DEFINED 1,2,5,12 1,150,749
ALLIANCE FIBER OPTIC COM 01868010 23 10,841 SH DEFINED 1 10,841
ALLIANCE HOLDINGS GP COM UNITS 01861G10 494 16,612 SH DEFINED 1,2 16,612
ALLIANCE IMAGING INC COM NEW 01860620 7,222 769,153 SH DEFINED 1,2,6 769,153
ALLIANCE ONE INTL IN COM 01877210 25,242 2,511,681 SH DEFINED 1,2,5,6 2,511,681
ALLIANCE RES PARTNER UT LTD PAR 01877R10 1,224 29,180 SH DEFINED 1,2 29,180
ALLIANCEBERNSTEIN HO UNIT LTD P 01881G10 16,392 188,216 SH DEFINED 1,2,5 188,216
ALLIANT ENERGY CORP COM 01880210 83,846 2,158,200 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,158,200
ALLIANT TECHSYSTEMS COM 01880410 58,767 592,712 SH DEFINED 1,2,5,6,12 592,712
ALLIANZ SE SP ADR 1/1 01880510 5,044 216,757 SH DEFINED 1,2 216,757
ALLIED CAP CORP NEW COM 01903Q10 51,650 1,668,297 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,668,297
ALLIED HEALTHCARE IN COM 01923A10 75 26,800 SH DEFINED 1 26,800
ALLIED IRISH BKS P L SPON ADR O 01922840 1,210 22,013 SH DEFINED 1 22,013
ALLIED NEVADA GOLD C COM 01934410 77 18,022 SH DEFINED 1 18,022
ALLIED WASTE INDS IN COM PAR$.0 01958930 76,510 5,684,251 SH DEFINED 1,2,5,6,10,13,14 5,684,251
ALLIED WRLD ASSUR CO SHS G0219G20 24,741 482,753 SH DEFINED 1,2,5 482,753
ALLION HEALTHCARE IN COM 01961510 205 34,747 SH DEFINED 1,5 34,747
ALLIS CHALMERS ENERG COM PAR $. 01964550 10,400 452,360 SH DEFINED 1,5,6,16 452,360
ALLOS THERAPEUTICS I COM 01977710 2,243 507,569 SH DEFINED 1,2,5 507,569
ALLOY INC NEW COM 01985530 170 16,961 SH DEFINED 1 16,961
ALLSCRIPTS HEALTHCAR COM 01988P10 18,420 722,910 SH DEFINED 1,2,6 722,910
ALLSTATE CORP COM 02000210 1,273,794 20,708,728 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,708,728
ALLSTATE CORP COM 02000210 1,538 25,000 SH CALL DEFINED 16 25,000
ALLTEL CORP COM 02003910 625,996 9,267,143 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,267,143
ALNYLAM PHARMACEUTIC COM 02043Q10 6,978 459,361 SH DEFINED 1,2,5,6 459,361
ALON USA ENERGY INC COM 02052010 7,696 174,880 SH DEFINED 1,2,6 174,880
ALPHA NATURAL RESOUR COM 02076X10 26,229 1,261,606 SH DEFINED 1,2,6 1,261,606
ALPHARMA INC CL A 02081310 22,023 846,709 SH DEFINED 1,2,5 846,709
ALTAIR NANOTECHNOLOG COM 02137310 297 83,800 SH DEFINED 1,5 83,800
ALTEON INC COM 02144G10 1 10,500 SH DEFINED 1 10,500
ALTERA CORP COM 02144110 210,425 9,508,581 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,508,581
ALTRA HOLDINGS INC COM 02208R10 1,831 105,972 SH DEFINED 1 105,972
ALTRIA GROUP INC COM 02209S10 5,712,771 81,448,121 SH DEFINED 1,2,5,6,7,8,10,12,13,14 81,448,121
ALTUS PHARMACEUTICAL COM 02216N10 2,315 200,572 SH DEFINED 1,2 200,572
ALUMINA LTD SPONSORED 02220510 604 22,755 SH DEFINED 1 22,755
ALVARION LTD SHS M0861T10 363 38,904 SH DEFINED 1,2,5 38,904
AMAZON COM INC COM 02313510 545,379 7,972,212 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,972,212
AMB PROPERTY CORP COM 00163T10 159,007 2,987,726 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 2,987,726
AMBAC FINL GROUP INC COM 02313910 261,006 2,993,527 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,993,527
AMBASSADORS GROUP IN COM 02317710 8,999 253,279 SH DEFINED 1,2,6 253,279
AMBASSADORS INTL INC COM 02317810 3,556 106,927 SH DEFINED 1 106,927
AMCOL INTL CORP COM 02341W10 10,736 393,108 SH DEFINED 1,2 393,108
AMCOMP INC COM 02342J10 176 18,000 SH DEFINED 1 18,000
AMCORE FINL INC COM 02391210 11,975 413,088 SH DEFINED 1,2,5 413,088
AMDOCS LTD ORD G0260210 60,598 1,521,799 SH DEFINED 1,2,5,12 1,521,799
AMEDISYS INC COM 02343610 16,739 460,761 SH DEFINED 1,2,6 460,761
AMERCO COM 02358610 13,049 172,841 SH DEFINED 1,2,6 172,841
AMEREN CORP COM 02360810 394,413 8,047,601 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,047,601
AMERICA FIRST APT IN COM 02363X10 318 12,832 SH DEFINED 1,3,5 12,832
AMERICA MOVIL SAB DE SPON ADR L 02364W10 86,980 1,404,481 SH DEFINED 1,2,4,7 1,404,481
AMERICA SVC GROUP IN COM 02364L10 277 16,359 SH DEFINED 1,5 16,359
AMERICAN AXLE & MFG COM 02406110 26,102 881,222 SH DEFINED 1,2,5 881,222
AMERICAN CAMPUS CMNT COM 02483510 16,282 575,534 SH DEFINED 1,2,3 575,534
AMERICAN CAPITAL STR COM 02493710 70,345 1,654,396 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,654,396
AMERICAN COMMERCIAL COM NEW 02519520 21,420 822,265 SH DEFINED 1,2,6 822,265
AMERICAN DAIRY INC COM 02533410 250 13,400 SH DEFINED 1 13,400
AMERICAN DENTAL PART COM 02535310 3,399 130,900 SH DEFINED 1 130,900
AMERICAN EAGLE OUTFI COM 02553E10 296,310 11,547,531 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,547,531
AMERICAN ECOLOGY COR COM NEW 02553340 4,302 200,858 SH DEFINED 1 200,858
AMERICAN ELEC PWR IN COM 02553710 677,264 15,036,953 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,036,953
AMERICAN EQTY INVT L COM 02567620 17,694 1,464,712 SH DEFINED 1,2 1,464,712
AMERICAN EXPRESS CO COM 02581610 2,120,145 34,654,221 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,654,221
AMERICAN FINL GROUP COM 02593210 97,595 2,857,843 SH DEFINED 1,2,5,7 2,857,843
AMERICAN FINL RLTY T COM 02607P30 36,562 3,542,871 SH DEFINED 1,2,3,5 3,542,871
AMERICAN GREETINGS C CL A 02637510 51,288 1,810,387 SH DEFINED 1,2,5,6,16 1,810,387
AMERICAN HOME MTG IN COM 02660R10 24,045 1,308,200 SH DEFINED 1,2 1,308,200
AMERICAN INTL GROUP COM 02687410 5,354,748 76,463,634 SH DEFINED 1,2,5,6,7,8,10,12,13,14 76,463,634
AMERICAN LD LEASE IN COM 02711810 607 24,280 SH DEFINED 1,2,3,5 24,280
AMERICAN MED SYS HLD COM 02744M10 26,398 1,463,316 SH DEFINED 1,2,6 1,463,316
AMERICAN NATL INS CO COM 02859110 23,208 152,084 SH DEFINED 1,2,5 152,084
AMERICAN OIL & GAS I COM 02872310 83 12,200 SH DEFINED 1 12,200
AMERICAN ORIENTAL BI COM 02873110 8,535 958,965 SH DEFINED 1,2,6 958,965
AMERICAN PAC CORP COM 02874010 161 10,500 SH DEFINED 1 10,500
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
AMERICAN PHYSICIANS COM 02888410 12,653 312,424 SH DEFINED 1,2 312,424
AMERICAN RAILCAR IND COM 02916P10 5,083 130,326 SH DEFINED 1,2,6 130,326
AMERICAN REAL ESTATE DEPOSITRY 02916910 1,110 10,912 SH DEFINED 1,2 10,912
AMERICAN REPROGRAPHI COM 02926310 11,078 359,795 SH DEFINED 1,2,6 359,795
AMERICAN SAFETY INS ORD G0299510 238 10,000 SH DEFINED 1 10,000
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AMERICAN SOFTWARE IN CL A 02968310 175 17,015 SH DEFINED 1 17,015
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AMERICAN STS WTR CO COM 02989910 14,117 396,893 SH DEFINED 1,2 396,893
AMERICAN SUPERCONDUC COM 03011110 9,130 472,807 SH DEFINED 1,2,5 472,807
AMERICAN TECHNOLOGY COM NEW 03014520 103 27,289 SH DEFINED 1,2 27,289
AMERICAN TOWER CORP CL A 02991220 246,690 5,873,571 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,873,571
AMERICAN VANGUARD CO COM 03037110 3,287 229,520 SH DEFINED 1,2 229,520
AMERICAN WOODMARK CO COM 03050610 15,668 452,831 SH DEFINED 1,2 452,831
AMERICANWEST BANCORP COM 03058P10 3,676 201,625 SH DEFINED 1 201,625
AMERICAS CAR MART IN COM 03062T10 198 14,564 SH DEFINED 1,5 14,564
AMERICREDIT CORP COM 03060R10 67,203 2,531,190 SH DEFINED 1,2,5,7,12 2,531,190
AMERIGAS PARTNERS L UNIT L P I 03097510 1,660 45,920 SH DEFINED 1,2 45,920
AMERIGON INC COM 03070L30 4,267 237,200 SH DEFINED 1,5 237,200
AMERIGROUP CORP NOTE 2.00 03073TAB 1,755 2,000,000 SH DEFINED 16 2,000,000
AMERIGROUP CORP COM 03073T10 26,228 1,102,014 SH DEFINED 1,2,5 1,102,014
AMERIPRISE FINL INC COM 03076C10 467,549 7,354,869 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,354,869
AMERIS BANCORP COM 03076K10 5,865 260,994 SH DEFINED 1,2 260,994
AMERISAFE INC COM 03071H10 4,515 230,020 SH DEFINED 1 230,020
AMERISOURCEBERGEN CO COM 03073E10 538,264 10,880,620 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 10,880,620
AMERISTAR CASINOS IN COM 03070Q10 13,708 394,594 SH DEFINED 1,2,5,6 394,594
AMERITYRE CORP COM 03073V10 70 15,978 SH DEFINED 1 15,978
AMERON INTL INC COM 03071010 12,681 140,608 SH DEFINED 1,2 140,608
AMES NATL CORP COM 03100110 212 9,860 SH DEFINED 1 9,860
AMETEK INC NEW COM 03110010 75,410 1,900,449 SH DEFINED 1,2,5 1,900,449
AMGEN INC NOTE 0.12 031162AN 453 500,000 SH DEFINED 16 500,000
AMGEN INC COM 03116210 1,912,318 34,587,057 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,587,057
AMICAS INC COM 00171210 190 53,600 SH DEFINED 1 53,600
AMIS HLDGS INC COM 03153810 23,968 1,914,383 SH DEFINED 1,2,6 1,914,383
AMKOR TECHNOLOGY INC COM 03165210 38,895 2,469,550 SH DEFINED 1,2,5,6 2,469,550
AMN HEALTHCARE SERVI COM 00174410 19,286 876,619 SH DEFINED 1,2,6 876,619
AMPAL AMERN ISRAEL C CL A 03201510 455 76,400 SH DEFINED 1 76,400
AMPCO-PITTSBURGH COR COM 03203710 8,011 199,832 SH DEFINED 1,2 199,832
AMPEX CORP DEL CL A NEW 03209230 2,273 172,347 SH DEFINED 1 172,347
AMPHENOL CORP NEW CL A 03209510 126,479 3,547,802 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,547,802
AMR CORP COM 00176510 93,817 3,560,404 SH DEFINED 1,2,5,6,7,8,16 3,560,404
AMR CORP COM 00176510 3,953 150,000 SH PUT DEFINED 16 150,000
AMREP CORP NEW COM 03215910 2,809 59,082 SH DEFINED 1,2 59,082
AMSURG CORP COM 03232P40 17,625 730,122 SH DEFINED 1,2 730,122
AMTRUST FINANCIAL SE COM 03235930 8,395 446,787 SH DEFINED 1,2,6 446,787
AMYLIN PHARMACEUTICA COM 03234610 64,220 1,560,255 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,560,255
ANADARKO PETE CORP COM 03251110 683,735 13,151,270 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,151,270
ANADIGICS INC COM 03251510 11,798 855,578 SH DEFINED 1,2,5,6 855,578
ANADYS PHARMACEUTICA COM 03252Q40 275 73,800 SH DEFINED 1,5 73,800
ANALOG DEVICES INC COM 03265410 334,272 8,880,777 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,880,777
ANALOGIC CORP COM PAR $0 03265720 16,866 229,444 SH DEFINED 1,2 229,444
ANALYSTS INTL CORP COM 03268110 19 11,201 SH DEFINED 1 11,201
ANAREN INC COM 03274410 6,235 354,056 SH DEFINED 1,2 354,056
ANCHOR BANCORP WIS I COM 03283910 9,103 347,579 SH DEFINED 1,2 347,579
ANDERSONS INC COM 03416410 10,598 233,794 SH DEFINED 1,2,6 233,794
ANDREW CORP COM 03442510 49,439 3,423,746 SH DEFINED 1,2,5 3,423,746
ANESIVA INC COM COM 03460L10 318 51,750 SH DEFINED 1,2 51,750
ANGELICA CORP COM 03466310 238 11,297 SH DEFINED 1 11,297
ANGIODYNAMICS INC COM 03475V10 6,861 380,938 SH DEFINED 1 380,938
ANGLO AMERN PLC ADR 03485P10 11,361 387,216 SH DEFINED 1,2,7 387,216
ANHEUSER BUSCH COS I COM 03522910 1,142,365 21,901,179 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,901,179
ANIKA THERAPEUTICS I COM 03525510 206 13,592 SH DEFINED 1,5 13,592
ANIMAL HEALTH INTL I COM 03525N10 1,820 125,623 SH DEFINED 1 125,623
ANIXTER INTL INC COM 03529010 37,699 501,247 SH DEFINED 1,2,5 501,247
ANNALY CAP MGMT INC COM 03571040 88,006 6,103,024 SH DEFINED 1,2,5 6,103,024
ANNTAYLOR STORES COR COM 03611510 63,013 1,779,011 SH DEFINED 1,2,5 1,779,011
ANSOFT CORP COM 03638410 17,397 589,939 SH DEFINED 1,2,6 589,939
ANSWERTHINK INC COM 03691610 203 56,011 SH DEFINED 1,5 56,011
ANSYS INC COM 03662Q10 31,284 1,180,535 SH DEFINED 1,2,6 1,180,535
ANTHRACITE CAP INC COM 03702310 23,515 2,009,787 SH DEFINED 1,2 2,009,787
ANTIGENICS INC DEL COM 03703210 79 27,732 SH DEFINED 1 27,732
ANWORTH MORTGAGE ASS COM 03734710 7,282 804,597 SH DEFINED 1,2 804,597
AON CORP COM 03738910 654,671 15,364,250 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,364,250
APAC CUSTOMER SERVIC COM 00185E10 45 18,498 SH DEFINED 1 18,498
APACHE CORP COM 03741110 796,929 9,767,488 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,767,488
APACHE CORP COM 03741110 3,672 45,000 SH CALL DEFINED 16 45,000
APARTMENT INVT & MGM CL A 03748R10 188,451 3,737,631 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 3,737,631
APCO ARGENTINA INC C ORD 03748910 1,922 22,633 SH DEFINED 1 22,633
APEX SILVER MINES LT ORD G0407410 14,071 697,278 SH DEFINED 1,2,5,6 697,278
APEX SILVER MINES LT NOTE 4.00 03760XAD 1,009 1,000,000 SH DEFINED 16 1,000,000
APOGEE ENTERPRISES I COM 03759810 29,516 1,060,972 SH DEFINED 1,2 1,060,972
APOLLO GROUP INC CL A 03760410 284,046 4,861,302 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,861,302
APOLLO INVT CORP COM 03761U10 31,508 1,464,132 SH DEFINED 1,2 1,464,132
APPLE INC COM 03783310 2,909,929 23,844,059 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,844,059
APPLE INC COM 03783310 781 6,400 SH PUT DEFINED 16 6,400
APPLEBEES INTL INC COM 03789910 39,817 1,652,169 SH DEFINED 1,2,5,6,16 1,652,169
APPLERA CORP COM AP BIO 03802010 248,027 8,121,366 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,121,366
APPLERA CORP COM CELERA 03802020 17,013 1,372,005 SH DEFINED 1,2,5,6 1,372,005
APPLIED DIGITAL SOLU COM NEW 03818830 141 103,050 SH DEFINED 1,5 103,050
APPLIED INDL TECHNOL COM 03820C10 27,875 944,900 SH DEFINED 1,2 944,900
APPLIED MATLS INC COM 03822210 837,397 42,143,761 SH DEFINED 1,2,5,6,7,8,10,12,13,14 42,143,761
APPLIED MICRO CIRCUI COM 03822W10 10,978 4,391,139 SH DEFINED 1,2,5,6 4,391,139
APPLIED SIGNAL TECHN COM 03823710 273 17,500 SH DEFINED 1 17,500
APPLIX INC COM 03831610 378 22,960 SH DEFINED 1,5 22,960
APRIA HEALTHCARE GRO COM 03793310 46,606 1,619,945 SH DEFINED 1,2,5,6,7 1,619,945
APTARGROUP INC COM 03833610 48,068 1,351,748 SH DEFINED 1,2,5 1,351,748
AQUA AMERICA INC COM 03836W10 56,729 2,522,420 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,522,420
AQUANTIVE INC COM 03839G10 39,315 616,226 SH DEFINED 1,2,5,6 616,226
AQUILA INC COM 03840P10 38,361 9,379,110 SH DEFINED 1,2,5 9,379,110
ARACRUZ CELULOSE S A SPON ADR P 03849620 994 15,013 SH DEFINED 1,2 15,013
ARBITRON INC COM 03875Q10 21,723 421,563 SH DEFINED 1,2,5,6 421,563
ARBOR RLTY TR INC COM 03892310 9,201 356,502 SH DEFINED 1,2 356,502
ARCADIA RES INC COM 03920910 70 56,160 SH DEFINED 1,5 56,160
ARCELOR MITTAL NY REG SH 03937E10 663 10,625 SH DEFINED 1 10,625
ARCH CAP GROUP LTD ORD G0450A10 32,258 444,699 SH DEFINED 1,2,5 444,699
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
ARCH CHEMICALS INC COM 03937R10 14,690 418,036 SH DEFINED 1,2 418,036
ARCH COAL INC COM 03938010 107,323 3,084,008 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,084,008
ARCHER DANIELS MIDLA COM 03948310 590,343 17,840,537 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,840,537
ARCHSTONE SMITH TR COM 03958310 451,570 7,639,484 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 7,639,484
ARCTIC CAT INC COM 03967010 4,392 221,813 SH DEFINED 1,2 221,813
ARDEN GROUP INC CL A 03976210 3,451 25,302 SH DEFINED 1,2 25,302
ARENA PHARMACEUTICAL COM 04004710 13,745 1,250,723 SH DEFINED 1,2,5,6 1,250,723
ARENA RESOURCES INC COM 04004910 9,357 161,020 SH DEFINED 1,2,5,6 161,020
ARES CAP CORP COM 04010L10 16,185 960,552 SH DEFINED 1,2 960,552
ARGON ST INC COM 04014910 5,585 240,638 SH DEFINED 1,2,6 240,638
ARGONAUT GROUP INC COM 04015710 18,472 591,848 SH DEFINED 1,2,5 591,848
ARIAD PHARMACEUTICAL COM 04033A10 5,234 953,371 SH DEFINED 1,2,5,6 953,371
ARIBA INC COM NEW 04033V20 12,403 1,251,614 SH DEFINED 1,2,5 1,251,614
ARISTOTLE CORP COM NEW 04044820 114 10,427 SH DEFINED 1 10,427
ARKANSAS BEST CORP D COM 04079010 14,132 362,642 SH DEFINED 1,2 362,642
ARLINGTON TANKERS LT COM G0489910 3,966 138,300 SH DEFINED 1 138,300
ARM HLDGS PLC SPONSORED 04206810 216 24,659 SH DEFINED 1 24,659
ARMOR HOLDINGS INC COM 04226010 29,951 344,777 SH DEFINED 1,2,5,6 344,777
ARMSTRONG WORLD INDS COM 04247X10 7,322 146,005 SH DEFINED 1,2,6 146,005
ARQULE INC COM 04269E10 2,131 302,336 SH DEFINED 1 302,336
ARRAY BIOPHARMA INC COM 04269X10 6,274 537,605 SH DEFINED 1,2,5 537,605
ARRIS GROUP INC COM 04269Q10 48,058 2,732,118 SH DEFINED 1,2 2,732,118
ARROW ELECTRS INC COM 04273510 90,140 2,345,559 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,345,559
ARROW FINL CORP COM 04274410 370 16,832 SH DEFINED 1,2,5 16,832
ARROW INTL INC COM 04276410 16,713 436,611 SH DEFINED 1,2,6 436,611
ARROWHEAD RESH CORP COM 04279710 1,675 332,950 SH DEFINED 1,5 332,950
ART TECHNOLOGY GROUP COM 04289L10 4,453 1,674,212 SH DEFINED 1,2,5 1,674,212
ARTHROCARE CORP COM 04313610 21,039 479,139 SH DEFINED 1,2,6 479,139
ARUBA NETWORKS INC COM 04317610 1,090 54,239 SH DEFINED 1,2 54,239
ARVINMERITOR INC COM 04335310 46,109 2,076,987 SH DEFINED 1,2,5,16 2,076,987
ASBURY AUTOMOTIVE GR COM 04343610 9,473 379,698 SH DEFINED 1,2,5 379,698
ASHFORD HOSPITALITY COM SHS 04410310 36,904 3,138,067 SH DEFINED 1,2,3 3,138,067
ASHLAND INC NEW COM 04420910 233,832 3,656,481 SH DEFINED 1,2,5,6,10,12,13,14 3,656,481
ASHWORTH INC COM 04516H10 341 48,773 SH DEFINED 1,5 48,773
ASIAINFO HLDGS INC COM 04518A10 3,151 324,894 SH DEFINED 1 324,894
ASPECT MED SYS INC COM 04523510 3,549 237,260 SH DEFINED 1,2,6 237,260
ASPEN INSURANCE HOLD SHS G0538410 39,816 1,418,441 SH DEFINED 1,2 1,418,441
ASPEN TECHNOLOGY INC COM 04532710 24,406 1,743,267 SH DEFINED 1,2,5,6 1,743,267
ASSET ACCEP CAP CORP COM 04543P10 5,106 288,480 SH DEFINED 1,2,6 288,480
ASSISTED LIVING CONC CL A 04544X10 8,218 771,608 SH DEFINED 1,2,5,6 771,608
ASSOCIATED BANC CORP COM 04548710 96,558 2,952,848 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,952,848
ASSOCIATED ESTATES R COM 04560410 5,599 359,134 SH DEFINED 1,3,5 359,134
ASSURANT INC COM 04621X10 150,277 2,550,531 SH DEFINED 1,2,5,6,8,10,12,13,14 2,550,531
ASSURED GUARANTY LTD COM G0585R10 29,162 986,524 SH DEFINED 1,2 986,524
ASTA FDG INC COM 04622010 10,147 264,040 SH DEFINED 1,2,6 264,040
ASTEC INDS INC COM 04622410 10,624 251,642 SH DEFINED 1,2,5,6 251,642
ASTORIA FINL CORP COM 04626510 38,189 1,525,116 SH DEFINED 1,2,5,12 1,525,116
ASTRAZENECA PLC SPONSORED 04635310 8,354 156,215 SH DEFINED 1,2 156,215
ASTRO-MED INC NEW COM 04638F10 147 14,712 SH DEFINED 1 14,712
ASTRONICS CORP COM 04643310 277 8,723 SH DEFINED 1 8,723
ASYST TECHNOLOGY COR COM 04648X10 8,845 1,223,370 SH DEFINED 1,2,5 1,223,370
AT&T INC COM 00206R10 10,071,267 242,681,136 SH DEFINED 1,2,5,6,7,8,10,12,13,14 242,681,136
ATHEROGENICS INC COM 04743910 136 63,494 SH DEFINED 1,2,5,6 63,494
ATHEROS COMMUNICATIO COM 04743P10 32,697 1,060,227 SH DEFINED 1,2,5,6 1,060,227
ATLANTIC AMERN CORP COM 04820910 43 10,600 SH DEFINED 1 10,600
ATLANTIC TELE NETWOR COM NEW 04907920 3,291 114,922 SH DEFINED 1,2 114,922
ATLANTIS PLASTICS IN COM 04915610 44 11,000 SH DEFINED 1 11,000
ATLAS AIR WORLDWIDE COM NEW 04916420 18,478 313,502 SH DEFINED 1,2,6 313,502
ATLAS AMER INC COM 04916710 30,579 569,120 SH DEFINED 1,2,5,6 569,120
ATLAS PIPELINE PARTN UNIT L P I 04939210 912 16,809 SH DEFINED 1,2 16,809
ATMEL CORP COM 04951310 56,183 10,104,912 SH DEFINED 1,2,5,6,8 10,104,912
ATMI INC COM 00207R10 16,811 560,378 SH DEFINED 1,2,5,6 560,378
ATMOS ENERGY CORP COM 04956010 64,061 2,131,120 SH DEFINED 1,2,5 2,131,120
ATP OIL & GAS CORP COM 00208J10 24,177 497,069 SH DEFINED 1,2,5,6 497,069
ATS MED INC COM 00208310 50 24,829 SH DEFINED 1 24,829
ATWOOD OCEANICS INC COM 05009510 30,344 442,205 SH DEFINED 1,2,6 442,205
AU OPTRONICS CORP SPONSORED 00225510 1,662 96,606 SH DEFINED 1 96,606
AUDIBLE INC COM NEW 05069A30 428 42,487 SH DEFINED 1,5 42,487
AUDIOCODES LTD ORD M1534210 160 28,536 SH DEFINED 1,2,5 28,536
AUDIOVOX CORP CL A 05075710 5,835 449,851 SH DEFINED 1,2,5 449,851
AURORA OIL & GAS COR COM 05203610 184 86,200 SH DEFINED 1,5 86,200
AUSTRALIA&NEW ZEALAN SPONSORED 05252830 2,023 16,405 SH DEFINED 1 16,405
AUTHENTIDATE HLDG CO COM 05266610 90 58,177 SH DEFINED 1,2,5 58,177
AUTHORIZE NET HLDGS COM 05268610 9,748 544,864 SH DEFINED 1,2 544,864
AUTOBYTEL INC COM 05275N10 340 80,054 SH DEFINED 1,5 80,054
AUTODESK INC COM 05276910 284,585 6,044,716 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,044,716
AUTOLIV INC COM 05280010 46,339 814,829 SH DEFINED 1,2,5,12 814,829
AUTOMATIC DATA PROCE COM 05301510 785,878 16,213,698 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,213,698
AUTONATION INC COM 05329W10 115,474 5,145,898 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,145,898
AUTOZONE INC COM 05333210 479,040 3,506,367 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 3,506,367
AUXILIUM PHARMACEUTI COM 05334D10 5,242 328,845 SH DEFINED 1 328,845
AVALONBAY CMNTYS INC COM 05348410 336,194 2,828,011 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 2,828,011
AVANEX CORP COM 05348W10 4,321 2,400,601 SH DEFINED 1,5 2,400,601
AVANIR PHARMACEUTICA CL A NEW 05348P40 97 40,428 SH DEFINED 1,5 40,428
AVANT IMMUNOTHERAPEU COM 05349110 82 99,162 SH DEFINED 1,5 99,162
AVATAR HLDGS INC COM 05349410 14,728 191,424 SH DEFINED 1,2,5,6 191,424
AVAYA INC COM 05349910 220,065 13,067,967 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,067,967
AVENTINE RENEWABLE E COM 05356X40 7,557 445,324 SH DEFINED 1,2,6 445,324
AVERY DENNISON CORP COM 05361110 166,619 2,506,310 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,506,310
AVI BIOPHARMA INC COM 00234610 213 75,965 SH DEFINED 1,2,5 75,965
AVICI SYS INC COM NEW 05367L80 230 30,668 SH DEFINED 1,2,5 30,668
AVID TECHNOLOGY INC COM 05367P10 28,114 795,299 SH DEFINED 1,2,5,8 795,299
AVIGEN INC COM 05369010 167 27,112 SH DEFINED 1,5 27,112
AVIS BUDGET GROUP COM 05377410 202,859 7,135,370 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,135,370
AVISTA CORP COM 05379B10 18,836 874,081 SH DEFINED 1,2,5 874,081
AVNET INC COM 05380710 158,846 4,007,217 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,007,217
AVOCENT CORP COM 05389310 34,544 1,190,754 SH DEFINED 1,2,5 1,190,754
AVON PRODS INC COM 05430310 453,979 12,353,163 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,353,163
AVX CORP NEW COM 00244410 55,072 3,289,859 SH DEFINED 1,2,5 3,289,859
AWARE INC MASS COM 05453N10 104 19,242 SH DEFINED 1 19,242
AXA SPONSORED 05453610 2,335 54,247 SH DEFINED 1 54,247
AXCELIS TECHNOLOGIES COM 05454010 11,016 1,697,415 SH DEFINED 1,2,5 1,697,415
AXIS CAPITAL HOLDING SHS G0692U10 126,478 3,111,393 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,111,393
AZZ INC COM 00247410 4,242 126,052 SH DEFINED 1,5 126,052
B A S F A G SPONSORED 05526250 2,289 17,515 SH DEFINED 1 17,515
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
BADGER METER INC COM 05652510 5,094 180,258 SH DEFINED 1 180,258
BAIDU COM INC SPON ADR R 05675210 790 4,703 SH DEFINED 1,2,7 4,703
BAKER HUGHES INC COM 05722410 752,643 8,946,193 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,946,193
BAKER MICHAEL CORP COM 05714910 2,726 73,385 SH DEFINED 1 73,385
BALCHEM CORP COM 05766520 4,297 236,495 SH DEFINED 1 236,495
BALDOR ELEC CO COM 05774110 29,529 599,204 SH DEFINED 1,2,5 599,204
BALDWIN & LYONS INC CL B 05775520 5,188 199,683 SH DEFINED 1,2 199,683
BALL CORP COM 05849810 163,105 3,067,616 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,067,616
BALLY TECHNOLOGIES I COM 05874B10 19,588 741,407 SH DEFINED 1,2,5,6 741,407
BANCFIRST CORP COM 05945F10 8,557 199,837 SH DEFINED 1,2 199,837
BANCO BILBAO VIZCAYA SPONSORED 05946K10 4,253 174,432 SH DEFINED 1,2 174,432
BANCO BRADESCO S A SP ADR PFD 05946030 96,823 4,015,901 SH DEFINED 1,2,4,5 4,015,901
BANCO ITAU HLDG FINA SP ADR 500 05960220 5,387 121,214 SH DEFINED 1,2 121,214
BANCO LATINOAMERICAN CL E P1699413 6,372 338,958 SH DEFINED 1 338,958
BANCO MACRO SA SPON ADR B 05961W10 10,448 317,857 SH DEFINED 1,2,5,7 317,857
BANCO SANTANDER CENT ADR 05964H10 2,508 136,440 SH DEFINED 1,2 136,440
BANCO SANTANDER CHIL SP ADR REP 05965X10 4,735 95,572 SH DEFINED 1,2,5 95,572
BANCOLOMBIA S A SPON ADR P 05968L10 62,256 1,896,324 SH DEFINED 1,2,4,5,7 1,896,324
BANCORP INC DEL COM 05969A10 3,517 157,297 SH DEFINED 1 157,297
BANCORPSOUTH INC COM 05969210 21,719 887,926 SH DEFINED 1,2,5 887,926
BANCTRUST FINANCIAL COM 05978R10 278 13,232 SH DEFINED 1 13,232
BANK HAWAII CORP COM 06254010 60,489 1,171,350 SH DEFINED 1,2,5 1,171,350
BANK MONTREAL QUE COM 06367110 254 3,950 SH DEFINED 1,14 3,950
BANK MUTUAL CORP NEW COM 06375010 10,971 951,506 SH DEFINED 1,2,5 951,506
BANK NEW YORK INC COM 06405710 785,360 18,951,737 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,951,737
BANK NOVA SCOTIA HAL COM 06414910 4,840 99,117 SH DEFINED 1,7 99,117
BANK OF AMERICA CORP COM 06050510 6,580,631 134,600,750 SH DEFINED 1,2,5,6,7,8,10,12,13,14 134,600,750
BANK OF GRANITE CORP COM 06240110 690 41,331 SH DEFINED 1,2,5 41,331
BANK OF THE OZARKS I COM 06390410 4,459 160,006 SH DEFINED 1,2,6 160,006
BANKATLANTIC BANCORP CL A 06590850 6,349 737,417 SH DEFINED 1,2,5 737,417
BANKFINANCIAL CORP COM 06643P10 5,651 365,743 SH DEFINED 1,2 365,743
BANKRATE INC COM 06646V10 16,540 345,168 SH DEFINED 1,2,6 345,168
BANKUNITED FINL CORP CL A 06652B10 13,315 663,404 SH DEFINED 1,2 663,404
BANNER CORP COM 06652V10 16,424 482,207 SH DEFINED 1,2 482,207
BARCLAYS BK PLC IP MSCI IN 06739F29 12,319 204,200 SH DEFINED 4 204,200
BARCLAYS PLC ADR 06738E20 5,355 95,976 SH DEFINED 1,2 95,976
BARD C R INC COM 06738310 247,586 2,996,315 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,996,315
BARE ESCENTUALS INC COM 06751110 11,827 346,332 SH DEFINED 1,2 346,332
BARNES & NOBLE INC COM 06777410 51,274 1,332,825 SH DEFINED 1,2,5 1,332,825
BARNES GROUP INC COM 06780610 24,399 770,161 SH DEFINED 1,2 770,161
BARR PHARMACEUTICALS COM 06830610 122,301 2,434,825 SH DEFINED 1,2,5,6,10,12,13,14 2,434,825
BARRETT BILL CORP COM 06846N10 20,114 546,140 SH DEFINED 1,2,6 546,140
BARRETT BUSINESS SER COM 06846310 1,985 76,843 SH DEFINED 1 76,843
BARRICK GOLD CORP COM 06790110 1,672 57,529 SH DEFINED 1,16 57,529
BARRIER THERAPEUTICS COM 06850R10 92 14,100 SH DEFINED 1 14,100
BASIC ENERGY SVCS IN COM 06985P10 14,682 574,169 SH DEFINED 1,2,6,16 574,169
BASIN WTR INC COM 07011T30 90 10,340 SH DEFINED 1 10,340
BASSETT FURNITURE IN COM 07020310 315 23,080 SH DEFINED 1,2,5 23,080
BAUER EDDIE HLDGS IN COM 07162510 4,886 380,200 SH DEFINED 1 380,200
BAUSCH & LOMB INC COM 07170710 104,375 1,503,090 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,503,090
BAXTER INTL INC COM 07181310 1,143,969 20,304,743 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 20,304,743
BAYER A G SPONSORED 07273030 2,677 35,547 SH DEFINED 1 35,547
BB&T CORP COM 05493710 595,401 14,636,214 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,636,214
BBVA BANCO FRANCES S SPONSORED 07329M10 857 79,866 SH DEFINED 1,5,7 79,866
BCE INC COM NEW 05534B76 581 15,387 SH DEFINED 1,16 15,387
BCSB BANKCORP INC COM 05494810 108 10,000 SH DEFINED 1 10,000
BE AEROSPACE INC COM 07330210 38,530 932,927 SH DEFINED 1,2,5,6 932,927
BEA SYS INC COM 07332510 89,148 6,511,917 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,511,917
BEACON ROOFING SUPPL COM 07368510 10,183 599,375 SH DEFINED 1,2,5,6 599,375
BEAR STEARNS COS INC COM 07390210 536,536 3,832,400 SH DEFINED 1,2,5,6,8,10,12,13,14 3,832,400
BEARINGPOINT INC COM 07400210 22,979 3,143,486 SH DEFINED 1,2,5,6 3,143,486
BEASLEY BROADCAST GR CL A 07401410 111 12,474 SH DEFINED 1 12,474
BEAZER HOMES USA INC COM 07556Q10 34,868 1,413,374 SH DEFINED 1,2,5 1,413,374
BEAZER HOMES USA INC COM 07556Q10 1,974 80,000 SH PUT DEFINED 16 80,000
BEBE STORES INC COM 07557110 5,095 318,224 SH DEFINED 1,2,6 318,224
BECKMAN COULTER INC COM 07581110 75,770 1,171,459 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,171,459
BECTON DICKINSON & C COM 07588710 965,806 12,963,840 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,963,840
BED BATH & BEYOND IN COM 07589610 253,606 7,046,576 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,046,576
BEIJING MED PHARM CO COM 07725510 2,414 226,200 SH DEFINED 1 226,200
BEL FUSE INC CL B 07734730 6,021 176,946 SH DEFINED 1,2,6 176,946
BELDEN INC COM 07745410 61,237 1,106,363 SH DEFINED 1,2,5,16 1,106,363
BELL MICROPRODUCTS I COM 07813710 379 58,195 SH DEFINED 1,5 58,195
BELO CORP COM SER A 08055510 51,943 2,522,714 SH DEFINED 1,2,5 2,522,714
BEMIS INC COM 08143710 108,077 3,257,293 SH DEFINED 1,2,5,6,7,10,12,13,14 3,257,293
BENCHMARK ELECTRS IN COM 08160H10 28,371 1,254,235 SH DEFINED 1,2,5 1,254,235
BENETTON GROUP SPA ADR NEW 08179540 295 8,510 SH DEFINED 1 8,510
BENIHANA INC COM 08204710 216 10,737 SH DEFINED 1,5 10,737
BENIHANA INC CL A 08204720 2,293 114,655 SH DEFINED 1 114,655
BENTLEY PHARMACEUTIC COM 08265710 4,657 383,581 SH DEFINED 1 383,581
BERKLEY W R CORP COM 08442310 219,819 6,755,352 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,755,352
BERKSHIRE HATHAWAY I CL B 08467020 572,103 158,697 SH DEFINED 1,2,5,12 158,697
BERKSHIRE HILLS BANC COM 08468010 6,893 218,757 SH DEFINED 1,2,5 218,757
BERRY PETE CO CL A 08578910 22,570 598,994 SH DEFINED 1,2,6 598,994
BEST BUY INC COM 08651610 490,992 10,520,515 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,520,515
BEVERLY HILLS BANCOR COM 08786610 99 12,700 SH DEFINED 1 12,700
BG PLC ADR FIN IN 05543420 1,544 18,875 SH DEFINED 1 18,875
BHP BILLITON LTD SPONSORED 08860610 8,587 143,709 SH DEFINED 1 143,709
BHP BILLITON PLC SPONSORED 05545E20 2,988 53,170 SH DEFINED 1 53,170
BIG 5 SPORTING GOODS COM 08915P10 7,812 306,354 SH DEFINED 1,2,6 306,354
BIG LOTS INC COM 08930210 270,835 9,205,819 SH DEFINED 1,2,5,6,7,10,13,14,16 9,205,819
BIGBAND NETWORKS INC COM 08975050 1,413 107,752 SH DEFINED 1,2 107,752
BIO RAD LABS INC CL A 09057220 28,867 381,987 SH DEFINED 1,2,5,6 381,987
BIOANALYTICAL SYS IN COM 09058M10 119 16,400 SH DEFINED 1 16,400
BIOCRYST PHARMACEUTI COM 09058V10 277 35,801 SH DEFINED 1,2,5 35,801
BIOENVISION INC COM 09059N10 3,218 556,686 SH DEFINED 1,2,5 556,686
BIOGEN IDEC INC COM 09062X10 490,160 9,161,872 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,161,872
BIOGEN IDEC INC COM 09062X10 1,605 30,000 SH CALL DEFINED 16 30,000
BIOLASE TECHNOLOGY I COM 09091110 2,979 490,792 SH DEFINED 1,5 490,792
BIOMARIN PHARMACEUTI COM 09061G10 26,857 1,497,035 SH DEFINED 1,2,6 1,497,035
BIOMED REALTY TRUST COM 09063H10 42,046 1,673,798 SH DEFINED 1,2,3 1,673,798
BIOMET INC COM 09061310 285,274 6,239,594 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,239,594
BIOMIMETIC THERAPEUT COM 09064X10 1,687 107,920 SH DEFINED 1 107,920
BIONOVO INC COM 09064310 1,158 300,100 SH DEFINED 1 300,100
BIO-REFERENCE LABS I COM $.01 N 09057G60 3,801 138,974 SH DEFINED 1 138,974
BIOSCRIP INC COM 09069N10 319 66,371 SH DEFINED 1,5 66,371
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
BIOSITE INC COM 09094510 635 6,900 SH DEFINED 1,6 6,900
BISYS GROUP INC COM 05547210 31,560 2,667,828 SH DEFINED 1,2,5 2,667,828
BJ SVCS CO COM 05548210 269,270 9,468,017 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,468,017
BJS RESTAURANTS INC COM 09180C10 4,497 227,805 SH DEFINED 1,2,6 227,805
BJS WHOLESALE CLUB I COM 05548J10 36,679 1,018,014 SH DEFINED 1,2,5,7 1,018,014
BLACK & DECKER CORP COM 09179710 184,726 2,091,788 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 2,091,788
BLACK BOX CORP DEL COM 09182610 11,991 289,785 SH DEFINED 1,2,5 289,785
BLACK HILLS CORP COM 09211310 45,296 1,139,523 SH DEFINED 1,2,5 1,139,523
BLACKBAUD INC COM 09227Q10 21,261 962,913 SH DEFINED 1,2,6 962,913
BLACKBOARD INC COM 09193550 17,907 425,142 SH DEFINED 1,2,6 425,142
BLACKROCK INC COM 09247X10 82,248 525,243 SH DEFINED 1,2,5,16 525,243
BLOCK H & R INC COM 09367110 210,438 9,004,640 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,004,640
BLOCKBUSTER INC CL A 09367910 21,155 4,908,391 SH DEFINED 1,2,5,6 4,908,391
BLOCKBUSTER INC CL B 09367920 168 42,865 SH DEFINED 1,5,6 42,865
BLOUNT INTL INC NEW COM 09518010 7,938 606,865 SH DEFINED 1,2,6 606,865
BLUE COAT SYSTEMS IN COM NEW 09534T50 10,853 219,160 SH DEFINED 1,2,5,6 219,160
BLUE NILE INC COM 09578R10 18,165 300,752 SH DEFINED 1,2,6,16 300,752
BLUEGREEN CORP COM 09623110 3,923 335,619 SH DEFINED 1,2 335,619
BLUELINX HLDGS INC COM 09624H10 3,303 314,862 SH DEFINED 1,2 314,862
BLYTH INC COM 09643P10 33,600 1,264,121 SH DEFINED 1,2,5,7 1,264,121
BMB MUNAI INC COM 09656A10 5,555 916,719 SH DEFINED 1,2,7 916,719
BMC SOFTWARE INC COM 05592110 338,496 11,171,494 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 11,171,494
BOARDWALK PIPELINE P UT LTD PAR 09662710 1,520 42,833 SH DEFINED 1,2 42,833
BOB EVANS FARMS INC COM 09676110 35,476 962,722 SH DEFINED 1,2,5 962,722
BOEING CO COM 09702310 7,935,446 82,523,359 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 82,523,359
BOIS D ARC ENERGY IN COM 09738U10 4,022 236,165 SH DEFINED 1,2,6 236,165
BOK FINL CORP COM NEW 05561Q20 10,644 199,250 SH DEFINED 1,2,5 199,250
BOLT TECHNOLOGY CORP COM 09769810 344 7,800 SH DEFINED 1 7,800
BOMBAY CO INC COM 09792410 46 102,391 SH DEFINED 1,5 102,391
BON-TON STORES INC COM 09776J10 16,991 424,143 SH DEFINED 1,2,5,6 424,143
BOOKHAM INC COM 09856E10 185 82,249 SH DEFINED 1,5 82,249
BOOKS-A-MILLION INC COM 09857010 4,257 251,327 SH DEFINED 1,2 251,327
BORDERS GROUP INC COM 09970910 29,660 1,556,122 SH DEFINED 1,2,5 1,556,122
BORG WARNER INC COM 09972410 78,732 915,068 SH DEFINED 1,2,5 915,068
BORLAND SOFTWARE COR COM 09984910 7,228 1,216,861 SH DEFINED 1,2,5,6 1,216,861
BOSTON BEER INC CL A 10055710 13,498 343,014 SH DEFINED 1,2,6 343,014
BOSTON COMMUNICATION COM 10058210 21 12,133 SH DEFINED 1 12,133
BOSTON PRIVATE FINL COM 10111910 19,090 710,445 SH DEFINED 1,2 710,445
BOSTON PROPERTIES IN COM 10112110 427,183 4,182,742 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 4,182,742
BOSTON SCIENTIFIC CO COM 10113710 495,714 32,315,108 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,315,108
BOTTOMLINE TECH DEL COM 10138810 4,081 330,483 SH DEFINED 1,2 330,483
BOWATER INC COM 10218310 32,932 1,319,908 SH DEFINED 1,2,5,16 1,319,908
BOWNE & CO INC COM 10304310 9,625 493,358 SH DEFINED 1,2 493,358
BOYD GAMING CORP COM 10330410 45,090 916,653 SH DEFINED 1,2,5 916,653
BOYD GAMING CORP COM 10330410 1,476 30,000 SH CALL DEFINED 16 30,000
BP PLC SPONSORED 05562210 3,088,225 42,808,768 SH DEFINED 1,2 42,808,768
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 1,704 23,595 SH DEFINED 1,2 23,595
BPZ ENERGY INC COM 05563910 1,994 357,400 SH DEFINED 1 357,400
BRADLEY PHARMACEUTIC COM 10457610 9,813 451,987 SH DEFINED 1,5 451,987
BRADY CORP CL A 10467410 27,235 733,299 SH DEFINED 1,2,5 733,299
BRANDYWINE RLTY TR SH BEN INT 10536820 49,632 1,736,589 SH DEFINED 1,2,3,5 1,736,589
BRE PROPERTIES INC CL A 05564E10 60,111 1,013,841 SH DEFINED 1,2,3,5 1,013,841
BRIGGS & STRATTON CO COM 10904310 29,225 925,999 SH DEFINED 1,2,5 925,999
BRIGHAM EXPLORATION COM 10917810 5,342 910,087 SH DEFINED 1,2 910,087
BRIGHT HORIZON FAMIL COM 10919510 17,948 461,270 SH DEFINED 1,2,5,6 461,270
BRIGHTPOINT INC COM NEW 10947340 9,678 701,797 SH DEFINED 1,2,5,6 701,797
BRINKER INTL INC COM 10964110 138,780 4,741,379 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,741,379
BRINKS CO COM 10969610 47,994 775,467 SH DEFINED 1,2,5,6 775,467
BRISTOL MYERS SQUIBB COM 11012210 1,576,346 49,947,582 SH DEFINED 1,2,5,6,7,8,10,12,13,14 49,947,582
BRISTOL WEST HLDGS I COM 11037M10 6,052 270,551 SH DEFINED 1,2 270,551
BRISTOW GROUP INC COM 11039410 15,305 308,879 SH DEFINED 1,2 308,879
BRITISH AMERN TOB PL SPONSORED 11044810 2,003 28,977 SH DEFINED 1 28,977
BRITISH SKY BROADCAS SPONSORED 11101310 671 13,009 SH DEFINED 1 13,009
BROADCOM CORP CL A 11132010 349,677 11,954,777 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,954,777
BROADRIDGE FINL SOLU COM 11133T10 53,843 2,816,034 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,816,034
BROCADE COMMUNICATIO COM 11162110 6,085 732,237 SH DEFINED 1,7 732,237
BRONCO DRILLING CO I COM 11221110 6,251 380,904 SH DEFINED 1,2,6 380,904
BROOKDALE SR LIVING COM 11246310 19,123 419,640 SH DEFINED 1,2,5 419,640
BROOKFIELD ASSET MGM CL A LTD V 11258510 459 11,508 SH DEFINED 1,13 11,508
BROOKFIELD HOMES COR COM 11272310 8,027 275,928 SH DEFINED 1,2,5,6 275,928
BROOKFIELD PPTYS COR COM 11290010 13,076 537,902 SH DEFINED 1,2,3 537,902
BROOKLINE BANCORP IN COM 11373M10 13,446 1,168,244 SH DEFINED 1,2,5 1,168,244
BROOKS AUTOMATION IN COM 11434010 25,657 1,413,602 SH DEFINED 1,2,5 1,413,602
BROWN & BROWN INC COM 11523610 63,003 2,506,097 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,506,097
BROWN FORMAN CORP CL A 11563710 1,716 22,634 SH DEFINED 1,5,12 22,634
BROWN FORMAN CORP CL B 11563720 142,902 1,955,414 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,955,414
BROWN SHOE INC NEW COM 11573610 25,668 1,055,414 SH DEFINED 1,2,6 1,055,414
BRT RLTY TR SH BEN INT 05564530 2,215 85,150 SH DEFINED 1,5 85,150
BRUKER BIOSCIENCES C COM 11679410 14,630 1,623,763 SH DEFINED 1,2,5,6 1,623,763
BRUNSWICK CORP COM 11704310 72,642 2,226,239 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,226,239
BRUSH ENGINEERED MAT COM 11742110 13,450 320,318 SH DEFINED 1,2,5,6 320,318
BRYN MAWR BK CORP COM 11766510 210 9,120 SH DEFINED 1 9,120
BT GROUP PLC ADR 05577E10 380 5,701 SH DEFINED 1 5,701
BUCA INC COM 11776910 77 22,055 SH DEFINED 1,5 22,055
BUCKEYE GP HOLDINGS COM UNITS 11816710 416 12,507 SH DEFINED 1,2 12,507
BUCKEYE PARTNERS L P UNIT LTD P 11823010 2,473 48,193 SH DEFINED 1,2 48,193
BUCKEYE TECHNOLOGIES COM 11825510 17,114 1,106,299 SH DEFINED 1,2,16 1,106,299
BUCKLE INC COM 11844010 13,958 354,269 SH DEFINED 1,2 354,269
BUCYRUS INTL INC NEW CL A 11875910 35,432 500,597 SH DEFINED 1,2,5,6 500,597
BUFFALO WILD WINGS I COM 11984810 8,627 207,428 SH DEFINED 1,2,5 207,428
BUILD A BEAR WORKSHO COM 12007610 5,176 198,000 SH DEFINED 1,2,6 198,000
BUILDERS FIRSTSOURCE COM 12008R10 7,054 439,259 SH DEFINED 1,2,6 439,259
BUILDING MATLS HLDG COM 12011310 6,968 491,048 SH DEFINED 1,2 491,048
BUNGE LIMITED COM G1696210 124,952 1,478,724 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,478,724
BURGER KING HLDGS IN COM 12120820 16,620 630,979 SH DEFINED 1,2,5,6 630,979
BURLINGTON NORTHN SA COM 12189T10 799,419 9,389,459 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 9,389,459
C COR INC COM 12501010 15,114 1,074,953 SH DEFINED 1,2,5,6 1,074,953
C D I CORP COM 12507110 7,096 220,387 SH DEFINED 1,2 220,387
C D W CORP COM 12512N10 99,499 1,170,987 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,170,987
C H ROBINSON WORLDWI COM NEW 12541W20 197,245 3,755,618 SH DEFINED 1,2,5,6,8,10,12,13,14 3,755,618
C&D TECHNOLOGIES INC COM 12466110 412 73,537 SH DEFINED 1,2,5 73,537
CA INC COM 12673P10 270,565 10,474,844 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,474,844
CABELAS INC COM 12680430 12,571 568,075 SH DEFINED 1,2 568,075
CABLEVISION SYS CORP CL A NY CA 12686C10 102,831 2,841,427 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,841,427
CABOT CORP COM 12705510 52,688 1,105,039 SH DEFINED 1,2,5,6,12 1,105,039
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
CABOT MICROELECTRONI COM 12709P10 16,310 459,577 SH DEFINED 1,2,5,6 459,577
CABOT OIL & GAS CORP COM 12709710 38,272 1,037,756 SH DEFINED 1,2,5,6,7 1,037,756
CACHE INC COM NEW 12715030 2,059 155,151 SH DEFINED 1 155,151
CACI INTL INC CL A 12719030 27,111 554,991 SH DEFINED 1,2,5,6 554,991
CADBURY SCHWEPPES PL ADR 12720930 1,324 24,382 SH DEFINED 1 24,382
CADENCE DESIGN SYSTE COM 12738710 196,269 8,937,560 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 8,937,560
CADENCE FINL CORP COM 12738A10 420 21,585 SH DEFINED 1,5 21,585
CADENCE PHARMACEUTIC COM 12738T10 1,139 93,930 SH DEFINED 1 93,930
CADIZ INC COM NEW 12753720 2,615 116,399 SH DEFINED 1 116,399
CAE INC COM 12476510 689 51,658 SH DEFINED 16 51,658
CAL DIVE INTL INC DE COM 12802T10 4,235 254,658 SH DEFINED 1,2,6 254,658
CAL MAINE FOODS INC COM NEW 12803020 2,379 145,246 SH DEFINED 1 145,246
CALAMOS ASSET MGMT I CL A 12811R10 9,635 377,103 SH DEFINED 1,2,5,6 377,103
CALAMP CORP COM 12812610 210 50,949 SH DEFINED 1,5 50,949
CALAVO GROWERS INC COM 12824610 254 20,200 SH DEFINED 1 20,200
CALGON CARBON CORP COM 12960310 6,828 588,654 SH DEFINED 1 588,654
CALIFORNIA COASTAL C COM NEW 12991520 215 12,670 SH DEFINED 1,5 12,670
CALIFORNIA FIRST NTN COM 13022210 157 10,730 SH DEFINED 1 10,730
CALIFORNIA MICRO DEV COM 13043910 113 27,902 SH DEFINED 1 27,902
CALIFORNIA PIZZA KIT COM 13054D10 8,968 417,514 SH DEFINED 1,2,6 417,514
CALIFORNIA WTR SVC G COM 13078810 12,213 325,774 SH DEFINED 1,2 325,774
CALIPER LIFE SCIENCE COM 13087210 179 38,085 SH DEFINED 1 38,085
CALLAWAY GOLF CO COM 13119310 27,501 1,544,152 SH DEFINED 1,2,5 1,544,152
CALLON PETE CO DEL COM 13123X10 5,422 382,671 SH DEFINED 1,2 382,671
CALUMET SPECIALTY PR UT LTD PAR 13147610 911 18,741 SH DEFINED 1,2 18,741
CAMBREX CORP COM 13201110 6,480 488,350 SH DEFINED 1,2,5 488,350
CAMDEN NATL CORP COM 13303410 585 14,959 SH DEFINED 1,5 14,959
CAMDEN PPTY TR SH BEN INT 13313110 82,671 1,234,442 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 1,234,442
CAMERON INTERNATIONA COM 13342B10 216,311 3,026,605 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,026,605
CAMPBELL SOUP CO COM 13442910 395,966 10,202,679 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,202,679
CANADIAN NAT RES LTD COM 13638510 512 7,722 SH DEFINED 1,16 7,722
CANADIAN NATL RY CO COM 13637510 590 11,591 SH DEFINED 1 11,591
CANADIAN PAC RY LTD COM 13645T10 451 6,553 SH DEFINED 1 6,553
CANDELA CORP COM 13690710 1,143 98,702 SH DEFINED 1 98,702
CANO PETE INC COM 13780110 258 42,929 SH DEFINED 1,2,5 42,929
CANON INC ADR 13800630 3,857 65,766 SH DEFINED 1,2 65,766
CANTEL MEDICAL CORP COM 13809810 2,230 131,111 SH DEFINED 1 131,111
CAPELLA EDUCATION CO COM 13959410 4,791 104,086 SH DEFINED 1,6 104,086
CAPITAL BK CORP COM 13979310 185 11,004 SH DEFINED 1 11,004
CAPITAL CITY BK GROU COM 13967410 6,815 217,455 SH DEFINED 1,2 217,455
CAPITAL CORP OF THE COM NEW 14006520 3,474 145,001 SH DEFINED 1 145,001
CAPITAL LEASE FDG IN COM 14028810 6,860 638,138 SH DEFINED 1,2,3 638,138
CAPITAL ONE FINL COR COM 14040H10 834,515 10,638,890 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,638,890
CAPITAL SOUTHWEST CO COM 14050110 7,218 46,333 SH DEFINED 1,2 46,333
CAPITAL SR LIVING CO COM 14047510 2,802 297,471 SH DEFINED 1 297,471
CAPITAL TRUST INC MD CL A NEW 14052H50 8,643 253,150 SH DEFINED 1,2 253,150
CAPITALSOURCE INC COM 14055X10 127,857 5,199,537 SH DEFINED 1,2,5,8 5,199,537
CAPITOL BANCORP LTD COM 14056D10 6,705 245,342 SH DEFINED 1,2 245,342
CAPITOL FED FINL COM 14057C10 10,051 272,238 SH DEFINED 1,2,5 272,238
CAPSTEAD MTG CORP COM NO PAR 14067E50 199 20,539 SH DEFINED 1 20,539
CAPSTONE TURBINE COR COM 14067D10 175 161,925 SH DEFINED 1,2,5 161,925
CAPTARIS INC COM 14071N10 264 51,512 SH DEFINED 1 51,512
CARACO PHARMACEUTICA COM 14075T10 2,666 175,627 SH DEFINED 1,2,5 175,627
CARAUSTAR INDS INC COM 14090910 290 55,184 SH DEFINED 1 55,184
CARBO CERAMICS INC COM 14078110 24,489 558,976 SH DEFINED 1,2,6 558,976
CARDIAC SCIENCE CORP COM 14141A10 273 24,867 SH DEFINED 1,5 24,867
CARDINAL FINL CORP COM 14149F10 289 29,313 SH DEFINED 1 29,313
CARDINAL HEALTH INC COM 14149Y10 869,797 12,313,094 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,313,094
CARDIODYNAMICS INTL COM 14159710 27 40,028 SH DEFINED 1,5 40,028
CAREER EDUCATION COR COM 14166510 136,226 4,033,927 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 4,033,927
CARLISLE COS INC COM 14233910 48,450 1,041,706 SH DEFINED 1,2,5 1,041,706
CARMAX INC COM 14313010 100,704 3,949,178 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,949,178
CARMIKE CINEMAS INC COM 14343640 4,426 201,559 SH DEFINED 1,2 201,559
CARNIVAL CORP PAIRED CTF 14365830 513,371 10,526,359 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,526,359
CARNIVAL PLC ADR 14365C10 336 6,960 SH DEFINED 1 6,960
CARPENTER TECHNOLOGY COM 14428510 183,950 1,411,637 SH DEFINED 1,2,5,6 1,411,637
CARRIAGE SVCS INC COM 14390510 668 80,900 SH DEFINED 1,2 80,900
CARRIER ACCESS CORP COM 14446010 237 50,624 SH DEFINED 1,2,5 50,624
CARRIZO OIL & CO INC COM 14457710 12,327 297,241 SH DEFINED 1,2,6 297,241
CARROLS RESTAURANT G COM 14574X10 1,584 103,901 SH DEFINED 1 103,901
CARTER INC COM 14622910 18,857 726,934 SH DEFINED 1,2,6 726,934
CASCADE BANCORP COM 14715410 11,195 483,807 SH DEFINED 1,2,6 483,807
CASCADE CORP COM 14719510 18,110 230,873 SH DEFINED 1,2 230,873
CASCADE NAT GAS CORP COM 14733910 5,234 198,197 SH DEFINED 1,2,5 198,197
CASELLA WASTE SYS IN CL A 14744810 3,527 327,159 SH DEFINED 1 327,159
CASEYS GEN STORES IN COM 14752810 26,368 967,282 SH DEFINED 1,2,5,6 967,282
CASH AMER INTL INC COM 14754D10 18,325 462,159 SH DEFINED 1,2,6 462,159
CASH SYSTEMS INC COM 14756B10 84 12,300 SH DEFINED 1,5 12,300
CASS INFORMATION SYS COM 14808P10 2,743 75,635 SH DEFINED 1 75,635
CASTLE A M & CO COM 14841110 8,601 239,506 SH DEFINED 1,2,6 239,506
CASTLEPOINT HOLDINGS COM G1952211 542 36,866 SH DEFINED 1,2 36,866
CASUAL MALE RETAIL G COM 14871110 4,927 487,864 SH DEFINED 1 487,864
CATALINA MARKETING C COM 14886710 24,441 775,889 SH DEFINED 1,2,5,6 775,889
CATALYST SEMICONDUCT COM 14888110 95 19,869 SH DEFINED 1 19,869
CATAPULT COMMUNICATI COM 14901610 157 15,861 SH DEFINED 1 15,861
CATERPILLAR INC DEL COM 14912310 1,634,860 20,879,442 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,879,442
CATHAY GENERAL BANCO COM 14915010 38,615 1,151,303 SH DEFINED 1,2,5 1,151,303
CATO CORP NEW CL A 14920510 10,801 492,312 SH DEFINED 1,2 492,312
CAVCO INDS INC DEL COM 14956810 445 11,856 SH DEFINED 1,5 11,856
CAVIUM NETWORKS INC COM 14965A10 1,271 56,200 SH DEFINED 1,2 56,200
CB RICHARD ELLIS GRO CL A 12497T10 207,172 5,675,952 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,675,952
CBEYOND INC COM 14984710 12,256 318,262 SH DEFINED 1,2,5,6 318,262
CBIZ INC COM 12480510 7,527 1,024,116 SH DEFINED 1,2 1,024,116
CBL & ASSOC PPTYS IN COM 12483010 42,938 1,191,062 SH DEFINED 1,2,3,5 1,191,062
CBOT HLDGS INC CL A 14984K10 87,965 425,775 SH DEFINED 1,2,5,8 425,775
CBRE REALTY FINANCE COM 12498B30 3,289 276,578 SH DEFINED 1,2 276,578
CBRL GROUP INC COM 12489V10 25,266 594,769 SH DEFINED 1,2,5,16 594,769
CBS CORP NEW CL B 12485720 897,628 26,939,601 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 26,939,601
CCA INDS INC COM 12486710 96 10,608 SH DEFINED 1 10,608
CDC CORP SHS A G2022L10 213 25,335 SH DEFINED 1,5 25,335
CDN IMPERIAL BK OF C COM 13606910 473 5,276 SH DEFINED 1 5,276
CEC ENTMT INC COM 12513710 29,348 833,743 SH DEFINED 1,2,5,6 833,743
CEDAR FAIR L P DEPOSITRY 15018510 1,928 68,322 SH DEFINED 1,2 68,322
CEDAR SHOPPING CTRS COM NEW 15060220 16,516 1,150,941 SH DEFINED 1,2,3 1,150,941
CELADON GROUP INC COM 15083810 4,741 298,145 SH DEFINED 1,2 298,145
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
CELANESE CORP DEL COM SER A 15087010 239,895 6,186,059 SH DEFINED 1,2,5 6,186,059
CELESTICA INC SUB VTG SH 15101Q10 2,950 472,000 SH PUT DEFINED 16 472,000
CELGENE CORP COM 15102010 549,392 9,582,969 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,582,969
CELL GENESYS INC COM 15092110 2,890 862,813 SH DEFINED 1,2,5 862,813
CELL THERAPEUTICS IN COM NEW 15093440 127 41,483 SH DEFINED 1,5 41,483
CEMEX SAB DE CV SPON ADR 5 15129088 32,585 883,066 SH DEFINED 1,2,7 883,066
CENTENE CORP DEL COM 15135B10 26,602 1,241,904 SH DEFINED 1,2,6 1,241,904
CENTENNIAL BK HLDGS COM 15134530 11,013 1,300,249 SH DEFINED 1,2 1,300,249
CENTENNIAL COMMUNCTN CL A NEW 15133V20 10,818 1,139,887 SH DEFINED 1,2,6 1,139,887
CENTER BANCORP INC COM 15140810 240 16,239 SH DEFINED 1 16,239
CENTER FINL CORP CAL COM 15146E10 2,870 169,603 SH DEFINED 1,2 169,603
CENTERLINE HOLDINGS SH BEN INT 15188T10 13,228 734,867 SH DEFINED 1,2,5 734,867
CENTERPOINT ENERGY I COM 15189T10 239,573 13,768,537 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,768,537
CENTERSTATE BKS FLA COM 15201P10 329 18,161 SH DEFINED 1 18,161
CENTEX CORP COM 15231210 137,906 3,439,061 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,439,061
CENTILLIUM COMMUNICA COM 15231910 161 76,942 SH DEFINED 1,5 76,942
CENTRAL EUROPEAN DIS COM 15343510 16,838 486,365 SH DEFINED 1,2,6,7 486,365
CENTRAL EUROPEAN MED CL A NEW G2004520 25,360 259,889 SH DEFINED 1,2,5,7 259,889
CENTRAL GARDEN & PET COM 15352710 1,598 130,324 SH DEFINED 1,2,5 130,324
CENTRAL GARDEN & PET CL A NON-V 15352720 10,722 914,051 SH DEFINED 1,2 914,051
CENTRAL PAC FINL COR COM 15476010 21,236 643,308 SH DEFINED 1,2 643,308
CENTRAL VT PUB SVC C COM 15577110 5,836 154,873 SH DEFINED 1,2 154,873
CENTURY ALUM CO COM 15643110 20,563 376,404 SH DEFINED 1,2,5 376,404
CENTURY CASINOS INC COM 15649210 173 19,200 SH DEFINED 1,5 19,200
CENTURYTEL INC COM 15670010 350,628 7,148,389 SH DEFINED 1,2,5,6,7,10,12,13,14,
16 7,148,389
CENVEO INC COM 15670S10 17,041 734,851 SH DEFINED 1,2,5,6 734,851
CEPHALON INC COM 15670810 117,265 1,458,702 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 1,458,702
CEPHEID COM 15670R10 10,780 738,326 SH DEFINED 1,2,5,6 738,326
CERADYNE INC COM 15671010 63,689 861,134 SH DEFINED 1,2,5,6,13 861,134
CERIDIAN CORP NEW COM 15677910 97,083 2,773,789 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,773,789
CERNER CORP COM 15678210 68,921 1,242,491 SH DEFINED 1,2,5 1,242,491
CERUS CORP COM 15708510 1,780 263,272 SH DEFINED 1,5 263,272
CEVA INC COM 15721010 103 12,073 SH DEFINED 1 12,073
CF INDS HLDGS INC COM 12526910 59,684 996,566 SH DEFINED 1,2,5,6,16 996,566
CF INDS HLDGS INC COM 12526910 1,689 28,200 SH CALL DEFINED 1 28,200
CFS BANCORP INC COM 12525D10 256 17,566 SH DEFINED 1,5 17,566
CGG VERITAS SPONSORED 20438610 666 13,391 SH DEFINED 1,2 13,391
CH ENERGY GROUP INC COM 12541M10 11,482 255,322 SH DEFINED 1,2,5 255,322
CHAD THERAPEUTICS IN COM 15722810 38 27,600 SH DEFINED 1 27,600
CHAMPION ENTERPRISES COM 15849610 32,417 3,297,798 SH DEFINED 1,2,5,6 3,297,798
CHAMPS ENTMT INC DEL COM 15878710 70 14,700 SH DEFINED 1 14,700
CHAPARRAL STL CO DEL COM 15942310 54,517 758,552 SH DEFINED 1,2,5,6,16 758,552
CHARLES & COLVARD LT COM 15976510 125 25,200 SH DEFINED 1,5 25,200
CHARLES RIV LABS INT COM 15986410 62,171 1,204,402 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,204,402
CHARLOTTE RUSSE HLDG COM 16104810 10,619 395,201 SH DEFINED 1,2,6 395,201
CHARMING SHOPPES INC COM 16113310 32,767 3,025,535 SH DEFINED 1,2,5 3,025,535
CHART INDS INC COM PAR $0 16115Q30 5,018 176,442 SH DEFINED 1,2 176,442
CHARTER COMMUNICATIO CL A 16117M10 25,597 6,320,195 SH DEFINED 1,2,5,6 6,320,195
CHATTEM INC COM 16245610 18,574 293,057 SH DEFINED 1,2,6 293,057
CHECK POINT SOFTWARE ORD M2246510 9,365 410,563 SH DEFINED 1,2,5,12 410,563
CHECKFREE CORP NEW COM 16281310 69,309 1,724,112 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,724,112
CHECKPOINT SYS INC COM 16282510 18,680 739,797 SH DEFINED 1,2 739,797
CHEESECAKE FACTORY I COM 16307210 40,751 1,661,969 SH DEFINED 1,2,5,6,8 1,661,969
CHEMED CORP NEW COM 16359R10 36,945 557,331 SH DEFINED 1,2,6 557,331
CHEMICAL FINL CORP COM 16373110 11,350 438,734 SH DEFINED 1,2,5 438,734
CHEMTURA CORP COM 16389310 77,969 7,017,933 SH DEFINED 1,2,5 7,017,933
CHENIERE ENERGY INC COM NEW 16411R20 23,789 613,270 SH DEFINED 1,2,5,6 613,270
CHEROKEE INC DEL NEW COM 16444H10 4,343 118,859 SH DEFINED 1,2,5 118,859
CHESAPEAKE CORP COM 16515910 4,107 326,705 SH DEFINED 1,2 326,705
CHESAPEAKE ENERGY CO COM 16516710 470,766 13,605,951 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,605,951
CHESAPEAKE UTILS COR COM 16530310 411 12,007 SH DEFINED 1,2 12,007
CHEVRON CORP NEW COM 16676410 6,736,730 79,970,678 SH DEFINED 1,2,5,6,7,8,10,12,13,14 79,970,678
CHICAGO BRIDGE & IRO N Y REGIST 16725010 681 18,057 SH DEFINED 1,5 18,057
CHICAGO MERCANTILE H CL A 16776010 702,870 842,406 SH DEFINED 1,2,5,6,7,8,10,12,13,14 842,406
CHICOS FAS INC COM 16861510 112,615 4,626,760 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,626,760
CHILDRENS PL RETAIL COM 16890510 20,793 402,646 SH DEFINED 1,2,5,6 402,646
CHILE FD INC COM 16883410 401 17,300 SH DEFINED 1 17,300
CHINA MOBILE LIMITED SPONSORED 16941M10 698 12,946 SH DEFINED 1 12,946
CHINA PETE & CHEM CO SPON ADR H 16941R10 1,604 14,370 SH DEFINED 1 14,370
CHINA YUCHAI INTL LT COM G2108210 121 10,600 SH DEFINED 1,7 10,600
CHIPOTLE MEXICAN GRI CL A 16965610 3,402 39,894 SH DEFINED 1,2,5,6 39,894
CHIPOTLE MEXICAN GRI CL B 16965620 30,103 382,842 SH DEFINED 1,2,6 382,842
CHIQUITA BRANDS INTL COM 17003280 14,327 755,657 SH DEFINED 1,2,6 755,657
CHITTENDEN CORP COM 17022810 34,186 978,143 SH DEFINED 1,2,5 978,143
CHOICE HOTELS INTL I COM 16990510 49,633 1,255,890 SH DEFINED 1,2,5,6 1,255,890
CHOICEPOINT INC COM 17038810 75,974 1,789,725 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,789,725
CHOLESTECH CORP COM 17039310 364 16,533 SH DEFINED 1 16,533
CHORDIANT SOFTWARE I COM NEW 17040430 6,909 441,175 SH DEFINED 1,5 441,175
CHRISTOPHER & BANKS COM 17104610 15,159 883,934 SH DEFINED 1,2,5,6 883,934
CHUBB CORP COM 17123210 740,272 13,673,285 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 13,673,285
CHUNGHWA TELECOM CO SPONSORED 17133Q20 1,174 62,264 SH DEFINED 1,12 62,264
CHURCH & DWIGHT INC COM 17134010 52,923 1,092,096 SH DEFINED 1,2,5,6 1,092,096
CHURCHILL DOWNS INC COM 17148410 7,470 142,603 SH DEFINED 1,2 142,603
CIBA SPECIALTY CHEMI SPONSORED 17162W20 665 20,446 SH DEFINED 1 20,446
CIBER INC COM 17163B10 11,990 1,465,771 SH DEFINED 1,2 1,465,771
CIENA CORP NOTE 0.87 171779AE 536 500,000 SH DEFINED 16 500,000
CIENA CORP COM NEW 17177930 87,965 2,434,690 SH DEFINED 1,2,5,6,8,10,13,14 2,434,690
CIENA CORP COM NEW 17177930 3,613 100,000 SH PUT DEFINED 16 100,000
CIGNA CORP COM 12550910 682,897 13,077,301 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,077,301
CIMAREX ENERGY CO COM 17179810 67,874 1,722,259 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,722,259
CINCINNATI BELL INC COM 17187110 64,931 11,233,704 SH DEFINED 1,2,5,6 11,233,704
CINCINNATI FINL CORP COM 17206210 233,104 5,371,061 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,371,061
CINEMARK HOLDINGS IN COM 17243V10 6,011 335,983 SH DEFINED 1,2 335,983
CINTAS CORP COM 17290810 156,790 3,976,421 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,976,421
CIPHERGEN BIOSYSTEMS COM 17252Y10 10 10,757 SH DEFINED 1 10,757
CIRCOR INTL INC COM 17273K10 15,309 378,656 SH DEFINED 1,2 378,656
CIRCUIT CITY STORE I COM 17273710 76,287 5,058,791 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,058,791
CIRRUS LOGIC INC COM 17275510 16,756 2,018,740 SH DEFINED 1,2,5 2,018,740
CISCO SYS INC COM 17275R10 4,983,826 178,952,471 SH DEFINED 1,2,5,6,7,8,10,12,13,14 178,952,471
CIT GROUP INC COM 12558110 469,608 8,564,797 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,564,797
CITADEL BROADCASTING COM 17285T10 31,117 4,824,397 SH DEFINED 1,2,5,7,8,10,12,13 4,824,397
CITI TRENDS INC COM 17306X10 5,359 141,186 SH DEFINED 1,6 141,186
CITIGROUP INC COM 17296710 7,711,261 150,346,292 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 150,346,292
CITIZENS & NORTHN CO COM 17292210 291 14,873 SH DEFINED 1 14,873
CITIZENS COMMUNICATI COM 17453B10 192,697 12,619,316 SH DEFINED 1,2,5,6,10,12,13,14 12,619,316
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
CITIZENS FIRST BANCO COM 17461R10 308 14,150 SH DEFINED 1,5 14,150
CITIZENS INC CL A 17474010 2,266 321,832 SH DEFINED 1 321,832
CITIZENS REPUBLIC BA COM 17442010 28,796 1,573,538 SH DEFINED 1,2,5 1,573,538
CITRIX SYS INC COM 17737610 167,128 4,963,692 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,963,692
CITY BK LYNNWOOD WAS COM 17770A10 8,685 275,632 SH DEFINED 1,2 275,632
CITY HLDG CO COM 17783510 18,289 477,152 SH DEFINED 1,2 477,152
CITY NATL CORP COM 17856610 57,383 754,148 SH DEFINED 1,2,5,12 754,148
CKE RESTAURANTS INC COM 12561E10 17,306 862,295 SH DEFINED 1,2,6 862,295
CKX INC COM 12562M10 7,478 541,111 SH DEFINED 1,2,5,6 541,111
CLARCOR INC COM 17989510 37,992 1,015,023 SH DEFINED 1,2,5,6 1,015,023
CLAYMONT STEEL HOLDI COM 18382P10 2,793 130,598 SH DEFINED 1 130,598
CLAYTON HLDGS INC COM 18418N10 2,571 225,697 SH DEFINED 1,2 225,697
CLEAN ENERGY FUELS C COM 18449910 274 21,848 SH DEFINED 1,2 21,848
CLEAN HARBORS INC COM 18449610 11,523 233,166 SH DEFINED 1,2,6 233,166
CLEAR CHANNEL COMMUN COM 18450210 506,458 13,391,275 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,391,275
CLEAR CHANNEL OUTDOO CL A 18451C10 13,710 483,761 SH DEFINED 1,2 483,761
CLEARWIRE CORP CL A 18538530 5,574 228,178 SH DEFINED 1,2 228,178
CLEARWIRE CORP CL A 18538530 19,825 811,500 SH CALL DEFINED 1,16 811,500
CLECO CORP NEW COM 12561W10 28,429 1,160,383 SH DEFINED 1,2,5,6 1,160,383
CLEVELAND CLIFFS INC COM 18589610 53,458 688,273 SH DEFINED 1,2,5,6,16 688,273
CLIFTON SVGS BANCORP COM 18712Q10 2,203 203,185 SH DEFINED 1,2 203,185
CLOROX CO DEL COM 18905410 259,468 4,178,229 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,178,229
CMGI INC COM 12575010 20,419 10,471,096 SH DEFINED 1,2,5 10,471,096
CMS ENERGY CORP COM 12589610 126,376 7,347,457 SH DEFINED 1,2,5,6,7,10,13,14 7,347,457
CNA FINL CORP COM 12611710 22,062 462,613 SH DEFINED 1,2,5,16 462,613
CNA SURETY CORP COM 12612L10 5,958 315,060 SH DEFINED 1,2 315,060
CNET NETWORKS INC COM 12613R10 16,235 1,982,266 SH DEFINED 1,2,5,6 1,982,266
CNH GLOBAL N V SHS NEW N2093520 390 7,640 SH DEFINED 1,5 7,640
CNOOC LTD SPONSORED 12613210 376 3,305 SH DEFINED 1 3,305
CNX GAS CORP COM 12618H30 9,269 302,915 SH DEFINED 1,2 302,915
COACH INC COM 18975410 486,911 10,274,556 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,274,556
COACHMEN INDS INC COM 18987310 187 19,317 SH DEFINED 1 19,317
COBIZ INC COM 19089710 4,165 229,840 SH DEFINED 1,2,6 229,840
COBRA ELECTRS CORP COM 19104210 100 10,200 SH DEFINED 1 10,200
COCA COLA BOTTLING C COM 19109810 6,502 129,274 SH DEFINED 1,2,6 129,274
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COGENT COMM GROUP IN COM NEW 19239V30 19,251 644,490 SH DEFINED 1,2,5,6 644,490
COGENT INC COM 19239Y10 11,107 756,121 SH DEFINED 1,2,5,6 756,121
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COHU INC COM 19257610 8,097 363,910 SH DEFINED 1,2,6 363,910
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COLEMAN CABLE INC COM 19345930 2,258 87,300 SH DEFINED 1 87,300
COLEY PHARMACEUTICAL COM 19388P10 148 40,984 SH DEFINED 1,6 40,984
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COLLAGENEX PHARMACEU COM 19419B10 405 32,669 SH DEFINED 1,5 32,669
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COLOR KINETICS INC COM 19624P10 7,162 214,360 SH DEFINED 1,5 214,360
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COLUMBIA SPORTSWEAR COM 19851610 22,637 329,607 SH DEFINED 1,2,5,6 329,607
COLUMBUS MCKINNON CO COM 19933310 12,986 403,281 SH DEFINED 1,2,5,6 403,281
COMARCO INC COM 20008010 79 12,500 SH DEFINED 1 12,500
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COMMERCE BANCSHARES COM 20052510 34,528 762,215 SH DEFINED 1,2,5,12 762,215
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TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
CONCUR TECHNOLOGIES COM 20670810 11,183 489,400 SH DEFINED 1,2,5,6 489,400
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CONSOLIDATED EDISON COM 20911510 378,269 8,383,617 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,383,617
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CONTANGO OIL & GAS C COM NEW 21075N20 5,658 155,900 SH DEFINED 1,5 155,900
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CONTINENTAL AIRLS IN CL B 21079530 5,081 150,000 SH PUT DEFINED 16 150,000
CONTINENTAL RESOURCE COM 21201510 2,513 157,056 SH DEFINED 1,2 157,056
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COPA HOLDINGS SA CL A P3107610 7,514 111,754 SH DEFINED 1 111,754
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COPART INC COM 21720410 40,573 1,326,346 SH DEFINED 1,2,5,6 1,326,346
CORE LABORATORIES N COM N2271710 2,344 23,046 SH DEFINED 1,2,5,6 23,046
CORE MARK HOLDING CO COM 21868110 6,222 172,931 SH DEFINED 1,2 172,931
CORE MOLDING TECHNOL COM 21868310 110 15,400 SH DEFINED 2 15,400
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CORN PRODS INTL INC COM 21902310 35,794 787,537 SH DEFINED 1,2,5 787,537
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CORPORATE OFFICE PPT SH BEN INT 22002T10 53,012 1,292,671 SH DEFINED 1,2,3,5 1,292,671
CORRECTIONS CORP AME COM NEW 22025Y40 41,469 657,090 SH DEFINED 1,2,5,6 657,090
CORTEX PHARMACEUTICA COM NEW 22052430 60 22,579 SH DEFINED 1,2 22,579
CORUS BANKSHARES INC COM 22087310 18,555 1,075,017 SH DEFINED 1,2 1,075,017
CORUS ENTERTAINMENT COM CL B N 22087410 1,102 23,532 SH DEFINED 1,16 23,532
CORVEL CORP COM 22100610 2,657 101,656 SH DEFINED 1 101,656
COSI INC COM 22122P10 202 44,400 SH DEFINED 1,5 44,400
COST PLUS INC CALIF COM 22148510 165 19,463 SH DEFINED 1,5 19,463
COSTAR GROUP INC COM 22160N10 12,798 242,022 SH DEFINED 1,2,6 242,022
COSTCO WHSL CORP NEW COM 22160K10 675,682 11,546,168 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,546,168
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COURIER CORP COM 22266010 6,141 153,513 SH DEFINED 1,2 153,513
COUSINS PPTYS INC COM 22279510 35,509 1,224,018 SH DEFINED 1,2,3,5 1,224,018
COVAD COMMUNICATIONS COM 22281420 300 333,523 SH DEFINED 1,2,6 333,523
COVANCE INC COM 22281610 97,368 1,420,189 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,420,189
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COVANTA HLDG CORP COM 22282E10 36,279 1,471,761 SH DEFINED 1,2,5,6 1,471,761
COVENANT TRANSN GROU CL A 22284P10 131 11,484 SH DEFINED 1 11,484
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14,16 5,457,583
COVIDIEN LTD WHEN ISSUE G2552X10 30,398 705,300 SH DEFINED 1,2 705,300
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COX RADIO INC CL A 22405110 14,262 1,001,535 SH DEFINED 1,2,5 1,001,535
CP HOLDRS DEP RCPTS 12616K10 208 1,554 SH DEFINED 1 1,554
CPFL ENERGIA S A SPONSORED 12615310 321 5,290 SH DEFINED 1 5,290
CPI CORP COM 12590210 6,415 92,309 SH DEFINED 1,5 92,309
CPI INTERNATIONAL IN COM 12618M10 1,927 97,187 SH DEFINED 1 97,187
CRA INTL INC COM 12618T10 7,993 165,832 SH DEFINED 1,2,6 165,832
CRANE CO COM 22439910 37,967 835,360 SH DEFINED 1,2,5 835,360
CRAWFORD & CO CL B 22463310 2,224 329,003 SH DEFINED 1 329,003
CRAY INC COM NEW 22522330 2,631 344,849 SH DEFINED 1,5 344,849
CREDENCE SYS CORP COM 22530210 6,597 1,832,381 SH DEFINED 1,2,5 1,832,381
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CREDIT SUISSE GROUP SPONSORED 22540110 2,673 37,671 SH DEFINED 1 37,671
CREDO PETE CORP COM PAR $0 22543920 141 10,620 SH DEFINED 1 10,620
CREE INC COM 22544710 43,829 1,695,502 SH DEFINED 1,2,5,6 1,695,502
CRESCENT REAL ESTATE COM 22575610 51,174 2,280,498 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 2,280,498
CRESUD S A C I F Y A SPONSORED 22640610 900 42,086 SH DEFINED 1,5 42,086
CRH PLC ADR 12626K20 15,564 312,346 SH DEFINED 1 312,346
CROCS INC COM 22704610 32,976 766,877 SH DEFINED 1,2,5,6 766,877
CROCS INC COM 22704610 26,617 619,000 SH CALL DEFINED 1,16 619,000
CROSS CTRY HEALTHCAR COM 22748310 11,347 680,286 SH DEFINED 1,2 680,286
CROSS TIMBERS RTY TR TR UNIT 22757R10 363 8,532 SH DEFINED 1,2 8,532
CROSSTEX ENERGY INC COM 22765Y10 13,519 470,558 SH DEFINED 1,2,6 470,558
CROSSTEX ENERGY L P COM 22765U10 629 17,813 SH DEFINED 1,2 17,813
CROWN CASTLE INTL CO COM 22822710 104,648 2,885,245 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,885,245
CROWN HOLDINGS INC COM 22836810 41,613 1,666,504 SH DEFINED 1,2,5,6 1,666,504
CROWN MEDIA HLDGS IN CL A 22841110 1,966 273,055 SH DEFINED 1,2 273,055
CRYOLIFE INC COM 22890310 2,840 218,294 SH DEFINED 1 218,294
CRYSTAL RIV CAP INC COM 22939330 9,168 377,613 SH DEFINED 1,2 377,613
CSG SYS INTL INC COM 12634910 55,544 2,095,211 SH DEFINED 1,2,5 2,095,211
CSK AUTO CORP COM 12596510 31,519 1,712,966 SH DEFINED 1,2,16 1,712,966
CSS INDS INC COM 12590610 4,745 119,794 SH DEFINED 1,2 119,794
CSX CORP COM 12640810 575,507 12,766,351 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,766,351
CT COMMUNICATIONS IN COM NEW 12642640 9,697 317,829 SH DEFINED 1,2 317,829
CTC MEDIA INC COM 12642X10 16,760 617,542 SH DEFINED 1,2,5 617,542
CTRIP COM INTL LTD ADR 22943F10 322 4,100 SH DEFINED 1 4,100
CTS CORP COM 12650110 8,392 662,852 SH DEFINED 1,2 662,852
CUBIC CORP COM 22966910 13,290 440,370 SH DEFINED 1,2 440,370
CUBIST PHARMACEUTICA COM 22967810 18,030 914,784 SH DEFINED 1,2,5,6 914,784
CULLEN FROST BANKERS COM 22989910 51,592 964,881 SH DEFINED 1,2,5 964,881
CULP INC COM 23021510 108 12,000 SH DEFINED 1 12,000
CUMMINS INC COM 23102110 1,224,306 12,096,690 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,096,690
CUMULUS MEDIA INC CL A 23108210 5,185 554,496 SH DEFINED 1,2 554,496
CURAGEN CORP COM 23126R10 1,043 529,403 SH DEFINED 1,5 529,403
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
CURIS INC COM 23126910 65 55,254 SH DEFINED 1,5 55,254
CURTISS WRIGHT CORP COM 23156110 36,971 793,204 SH DEFINED 1,2 793,204
CUTERA INC COM 23210910 4,611 185,024 SH DEFINED 1 185,024
CV THERAPEUTICS INC COM 12666710 11,269 853,081 SH DEFINED 1,2,5,6 853,081
CVB FINL CORP COM 12660010 13,682 1,230,365 SH DEFINED 1,2,5 1,230,365
CVS CAREMARK CORPORA COM 12665010 1,485,353 40,750,428 SH DEFINED 1,2,5,6,7,8,10,12,13,14 40,750,428
CYBERONICS INC COM 23251P10 5,124 304,666 SH DEFINED 1,2,6 304,666
CYBERSOURCE CORP COM 23251J10 4,836 401,010 SH DEFINED 1 401,010
CYMER INC COM 23257210 26,687 663,862 SH DEFINED 1,2,5,6 663,862
CYNOSURE INC CL A 23257720 2,607 71,560 SH DEFINED 1 71,560
CYPRESS BIOSCIENCES COM PAR $. 23267450 8,354 629,982 SH DEFINED 1,2,5 629,982
CYPRESS SEMICONDUCTO COM 23280610 61,682 2,648,441 SH DEFINED 1,2,5,6 2,648,441
CYTEC INDS INC COM 23282010 44,524 698,201 SH DEFINED 1,2,5 698,201
CYTOGEN CORP COM NEW 23282430 20 10,317 SH DEFINED 1 10,317
CYTOKINETICS INC COM 23282W10 2,560 453,035 SH DEFINED 1 453,035
CYTOMEDIX INC COM NEW 23283B20 11 14,700 SH DEFINED 5 14,700
CYTRX CORP COM NEW 23282830 2,406 771,050 SH DEFINED 1 771,050
CYTYC CORP COM 23294610 103,187 2,393,584 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,393,584
D & E COMMUNICATIONS COM 23286010 623 33,966 SH DEFINED 1,2 33,966
D R HORTON INC COM 23331A10 151,791 7,616,220 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,616,220
DADE BEHRING HLDGS I COM 23342J20 40,430 761,102 SH DEFINED 1,2,5,6 761,102
DAIMLERCHRYSLER AG ORD D1668R12 3,516 38,242 SH DEFINED 1 38,242
DAKTRONICS INC COM 23426410 12,434 578,845 SH DEFINED 1,2,6 578,845
DANAHER CORP DEL COM 23585110 536,225 7,102,320 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,102,320
DARDEN RESTAURANTS I COM 23719410 262,191 5,960,232 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,960,232
DARDEN RESTAURANTS I COM 23719410 880 20,000 SH CALL DEFINED 16 20,000
DARLING INTL INC COM 23726610 9,538 1,043,500 SH DEFINED 1,5 1,043,500
DARWIN PROFESSIONAL COM 23750210 1,654 65,697 SH DEFINED 1,2 65,697
DASSAULT SYS S A SPONSORED 23754510 347 5,500 SH DEFINED 1 5,500
DATARAM CORP COM PAR $1 23810820 72 17,300 SH DEFINED 1 17,300
DATASCOPE CORP COM 23811310 8,937 233,452 SH DEFINED 1,2 233,452
DATATRAK INTL INC COM 23813410 55 12,000 SH DEFINED 1 12,000
DAVITA INC COM 23918K10 74,896 1,390,061 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,390,061
DAWSON GEOPHYSICAL C COM 23935910 6,202 100,975 SH DEFINED 1,5 100,975
DCP MIDSTREAM PARTNE COM UT LTD 23311P10 1,092 23,420 SH DEFINED 1,2 23,420
DCT INDUSTRIAL TRUST COM 23315310 48,294 4,488,265 SH DEFINED 1,2,3,6 4,488,265
DEALERTRACK HLDGS IN COM 24230910 29,628 804,241 SH DEFINED 1,2,6 804,241
DEAN FOODS CO NEW COM 24237010 126,730 3,976,452 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,976,452
DEARBORN BANCORP INC COM 24242R10 232 13,665 SH DEFINED 1 13,665
DEB SHOPS INC COM 24272810 2,601 94,086 SH DEFINED 1,2 94,086
DECKERS OUTDOOR CORP COM 24353710 29,862 295,957 SH DEFINED 1,2,5,6 295,957
DECODE GENETICS INC COM 24358610 74 19,849 SH DEFINED 1,5,6 19,849
DECORATOR INDS INC COM PAR $0 24363120 79 11,400 SH DEFINED 1 11,400
DEERE & CO COM 24419910 688,965 5,706,183 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,706,183
DEERFIELD TRIARC CAP COM 24457230 12,614 862,229 SH DEFINED 1,2 862,229
DEL MONTE FOODS CO COM 24522P10 62,171 5,112,763 SH DEFINED 1,2,5,12 5,112,763
DELEK US HLDGS INC COM 24664710 4,957 186,017 SH DEFINED 1,2,6 186,017
DELIA'S INC NEW COM 24691110 281 36,854 SH DEFINED 1 36,854
DELL INC COM 24702R10 1,901,101 66,588,476 SH DEFINED 1,2,5,6,7,8,10,12,13,14 66,588,476
DELPHI FINL GROUP IN CL A 24713110 35,292 843,910 SH DEFINED 1,2,5 843,910
DELTA AIR LINES INC COM NEW 24736170 37,749 1,916,186 SH DEFINED 1,2,5 1,916,186
DELTA FINANCIAL CORP COM 24791810 2,576 209,949 SH DEFINED 1,5 209,949
DELTA PETE CORP COM NEW 24790720 17,260 859,558 SH DEFINED 1,2,6 859,558
DELTATHREE INC COM 24783N10 25 19,900 SH DEFINED 1 19,900
DELTIC TIMBER CORP COM 24785010 8,029 146,464 SH DEFINED 1,2,6 146,464
DELUXE CORP COM 24801910 170,493 4,198,291 SH DEFINED 1,2,5,6,7,10,13,14,16 4,198,291
DENBURY RES INC COM NEW 24791620 84,733 2,259,553 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,259,553
DENDREON CORP COM 24823Q10 10,765 1,526,997 SH DEFINED 1,2,5,6 1,526,997
DENNYS CORP COM 24869P10 5,659 1,271,789 SH DEFINED 1,2,5,6 1,271,789
DENTSPLY INTL INC NE COM 24903010 151,057 3,948,163 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,948,163
DEPOMED INC COM 24990810 159 33,304 SH DEFINED 1 33,304
DESIGN WITHIN REACH COM 25055710 107 18,000 SH DEFINED 1 18,000
DEUTSCHE BANK AG NAM ORD D1819089 708 4,894 SH DEFINED 1 4,894
DEUTSCHE TELEKOM AG SPONSORED 25156610 1,484 80,622 SH DEFINED 1 80,622
DEVELOPERS DIVERSIFI COM 25159110 219,193 4,158,476 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 4,158,476
DEVON ENERGY CORP NE COM 25179M10 986,551 12,601,238 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,601,238
DEVRY INC DEL COM 25189310 69,934 2,055,679 SH DEFINED 1,2,5,6,7 2,055,679
DEXCOM INC COM 25213110 168 20,500 SH DEFINED 1 20,500
DG FASTCHANNEL INC COM 23326R10 3,121 153,134 SH DEFINED 1 153,134
DIAGEO P L C SPON ADR N 25243Q20 2,169 26,032 SH DEFINED 1 26,032
DIAMOND FOODS INC COM 25260310 365 20,800 SH DEFINED 1 20,800
DIAMOND HILL INVESTM COM NEW 25264R20 318 3,504 SH DEFINED 1 3,504
DIAMOND MGMT & TECHN COM 25269L10 12,292 931,212 SH DEFINED 1,2 931,212
DIAMOND OFFSHORE DRI COM 25271C10 90,244 888,574 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 888,574
DIAMONDROCK HOSPITAL COM 25278430 49,538 2,596,355 SH DEFINED 1,2,3 2,596,355
DIAMONDS TR UNIT SER 1 25278710 289 2,153 SH DEFINED 1 2,153
DICKS SPORTING GOODS COM 25339310 41,221 708,627 SH DEFINED 1,2,5,6 708,627
DIEBOLD INC COM 25365110 55,367 1,060,666 SH DEFINED 1,2,5,12 1,060,666
DIGENE CORP COM 25375210 22,543 375,411 SH DEFINED 1,2,6 375,411
DIGI INTL INC COM 25379810 11,737 796,267 SH DEFINED 1,2,5 796,267
DIGIMARC CORP COM 25380710 209 21,255 SH DEFINED 1 21,255
DIGITAL ANGEL CORP COM 25383010 20 12,701 SH DEFINED 1,2 12,701
DIGITAL RIV INC COM 25388B10 38,132 842,704 SH DEFINED 1,2,6 842,704
DIGITAL RLTY TR INC COM 25386810 52,570 1,395,179 SH DEFINED 1,2,3,5 1,395,179
DILLARDS INC CL A 25406710 55,493 1,544,464 SH DEFINED 1,2,5,6,10,13,14 1,544,464
DIME BANCORP INC NEW *W EXP 99/ 25429Q11 18 68,421 SH DEFINED 1 68,421
DIME CMNTY BANCSHARE COM 25392210 6,562 497,499 SH DEFINED 1,2,5 497,499
DIODES INC COM 25454310 14,147 338,695 SH DEFINED 1,2,6 338,695
DIONEX CORP COM 25454610 29,010 408,650 SH DEFINED 1,2,5,6 408,650
DIRECTED ELECTRONICS COM 25457510 269 30,411 SH DEFINED 1,6,16 30,411
DIRECTV GROUP INC COM 25459L10 666,727 28,850,166 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,850,166
DISCOVER FINL SVCS COM 25470910 1,890 66,300 SH DEFINED 1 66,300
DISCOVERY HOLDING CO CL A COM 25468Y10 93,246 4,055,935 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,055,935
DISCOVERY LABORATORI COM 25466810 1,875 662,605 SH DEFINED 1,5 662,605
DISNEY WALT CO COM DISNEY 25468710 2,354,666 68,970,896 SH DEFINED 1,2,5,6,7,8,10,12,13,14 68,970,896
DISTRIBUCION Y SERVI SPONSORED 25475310 1,892 59,147 SH DEFINED 1,2,5 59,147
DISTRIBUTED ENERGY S COM 25475V10 86 66,011 SH DEFINED 1,2,5 66,011
DITECH NETWORKS INC COM 25500T10 4,559 556,602 SH DEFINED 1,2 556,602
DIVX INC COM 25541310 3,289 219,256 SH DEFINED 1,2,6 219,256
DIXIE GROUP INC CL A 25551910 209 16,744 SH DEFINED 1 16,744
DJO INCORPORATED COM 23325G10 13,471 326,423 SH DEFINED 1,2,6 326,423
DNP SELECT INCOME FD COM 23325P10 2,125 195,299 SH DEFINED 5,12 195,299
DOBSON COMMUNICATION CL A 25606910 22,947 2,065,417 SH DEFINED 1,2,5,6 2,065,417
DOLBY LABORATORIES I COM 25659T10 22,790 643,590 SH DEFINED 1,2,6 643,590
DOLLAR FINL CORP COM 25666410 9,368 328,691 SH DEFINED 1,2,6 328,691
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
DOLLAR GEN CORP COM 25666910 194,270 8,862,702 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,862,702
DOLLAR THRIFTY AUTOM COM 25674310 15,085 369,359 SH DEFINED 1,2,5 369,359
DOLLAR TREE STORES I COM 25674710 121,103 2,780,773 SH DEFINED 1,2,5,12,13,16 2,780,773
DOMINION RES INC VA COM 25746U10 966,485 11,197,835 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 11,197,835
DOMINOS PIZZA INC COM 25754A20 24,138 1,321,155 SH DEFINED 1,2,6 1,321,155
DOMTAR CORP COM 25755910 72,310 6,479,414 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,479,414
DONALDSON INC COM 25765110 40,518 1,139,741 SH DEFINED 1,2,5,6 1,139,741
DONEGAL GROUP INC CL A 25770120 2,832 190,055 SH DEFINED 1 190,055
DONNELLEY R R & SONS COM 25786710 244,651 5,622,862 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,622,862
DORAL FINL CORP COM 25811P10 218 184,998 SH DEFINED 1,2,5 184,998
DORCHESTER MINERALS COM UNIT 25820R10 861 39,157 SH DEFINED 1,2 39,157
DORMAN PRODUCTS INC COM 25827810 175 12,638 SH DEFINED 1 12,638
DOT HILL SYS CORP COM 25848T10 515 142,963 SH DEFINED 1,5 142,963
DOUBLE HULL TANKERS COM Y2111010 2,759 176,990 SH DEFINED 1,2 176,990
DOUBLE-TAKE SOFTWARE COM 25859810 1,246 75,924 SH DEFINED 1 75,924
DOUGLAS EMMETT INC COM 25960P10 52,336 2,115,433 SH DEFINED 1,2,3,5,6 2,115,433
DOVER CORP COM 26000310 356,401 6,967,756 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,967,756
DOVER DOWNS GAMING & COM 26009510 10,347 689,366 SH DEFINED 1,2,5 689,366
DOVER MOTORSPORTS IN COM 26017410 214 35,335 SH DEFINED 1,5 35,335
DOW CHEM CO COM 26054310 1,156,656 26,156,863 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,156,863
DOW JONES & CO INC COM 26056110 84,103 1,463,932 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,463,932
DOWNEY FINL CORP COM 26101810 30,319 459,516 SH DEFINED 1,2,5 459,516
DPL INC COM 23329310 47,953 1,692,053 SH DEFINED 1,2,5 1,692,053
DR REDDYS LABS LTD ADR 25613520 998 61,828 SH DEFINED 1,2,5 61,828
DRDGOLD LTD SPONSORED 26152H10 33 45,800 SH DEFINED 1 45,800
DREAMWORKS ANIMATION CL A 26153C10 18,967 657,655 SH DEFINED 1,2,5,6 657,655
DRESS BARN INC COM 26157010 26,629 1,297,707 SH DEFINED 1,2,6 1,297,707
DRESSER-RAND GROUP I COM 26160810 64,999 1,645,538 SH DEFINED 1,2,5,6 1,645,538
DREW INDS INC COM NEW 26168L20 15,136 456,736 SH DEFINED 1,2,6 456,736
DRIL-QUIP INC COM 26203710 19,358 430,651 SH DEFINED 1,2,6 430,651
DRS TECHNOLOGIES INC COM 23330X10 34,946 610,198 SH DEFINED 1,2,5 610,198
DRUGSTORE COM INC COM 26224110 152 55,703 SH DEFINED 1 55,703
DSP GROUP INC COM 23332B10 10,835 529,307 SH DEFINED 1,2,5,6 529,307
DST SYS INC DEL COM 23332610 89,214 1,126,293 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 1,126,293
DSW INC CL A 23334L10 16,768 481,575 SH DEFINED 1,2,6 481,575
DTE ENERGY CO COM 23333110 272,191 5,644,772 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,644,772
DTS INC COM 23335C10 5,589 256,739 SH DEFINED 1,2,6 256,739
DU PONT E I DE NEMOU COM 26353410 2,000,875 39,356,320 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,356,320
DUCOMMUN INC DEL COM 26414710 842 32,739 SH DEFINED 1,5 32,739
DUKE ENERGY CORP NEW COM 26441C10 1,774,067 96,943,559 SH DEFINED 1,2,5,6,7,8,10,12,13,14 96,943,559
DUKE REALTY CORP COM NEW 26441150 120,975 3,391,516 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 3,391,516
DUN & BRADSTREET COR COM 26483E10 122,452 1,189,083 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,189,083
DURECT CORP COM 26660510 3,069 797,131 SH DEFINED 1,5 797,131
DXP ENTERPRISES INC COM NEW 23337740 244 5,700 SH DEFINED 1,5 5,700
DYAX CORP COM 26746E10 198 47,354 SH DEFINED 1,5 47,354
DYCOM INDS INC COM 26747510 32,150 1,072,396 SH DEFINED 1,2,5,6 1,072,396
DYNAMEX INC COM 26784F10 4,978 194,990 SH DEFINED 1,2 194,990
DYNAMIC MATLS CORP COM 26788810 6,196 165,233 SH DEFINED 1,5 165,233
DYNAVAX TECHNOLOGIES COM 26815810 267 64,452 SH DEFINED 1,2,5 64,452
DYNCORP INTL INC CL A 26817C10 11,855 539,108 SH DEFINED 1,2,6 539,108
DYNEGY INC DEL CL A 26817G10 115,892 12,276,725 SH DEFINED 1,2,5,6,7,10,13,14 12,276,725
E M C CORP MASS COM 26864810 1,057,787 58,441,258 SH DEFINED 1,2,5,6,7,8,10,12,13,14 58,441,258
E ON AG SPONSORED 26878010 3,909 70,263 SH DEFINED 1 70,263
E TRADE FINANCIAL CO COM 26924610 246,148 11,142,945 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,142,945
EAGLE BANCORP INC MD COM 26894810 236 14,309 SH DEFINED 1 14,309
EAGLE BULK SHIPPING COM Y2187A10 12,911 576,148 SH DEFINED 1,2 576,148
EAGLE HOSPITALITY PP COM 26959T10 410 31,179 SH DEFINED 1,3,5 31,179
EAGLE MATERIALS INC COM 26969P10 38,690 788,785 SH DEFINED 1,2,5,6,7 788,785
EAGLE TEST SYS INC COM 27000610 5,352 333,231 SH DEFINED 1,2,6 333,231
EARTHLINK INC COM 27032110 18,657 2,497,592 SH DEFINED 1,2,5,6 2,497,592
EAST WEST BANCORP IN COM 27579R10 26,505 681,710 SH DEFINED 1,2,5,6 681,710
EASTERN AMERN NAT GA SPERS RCT 27621710 221 8,800 SH DEFINED 1 8,800
EASTERN CO COM 27631710 266 9,150 SH DEFINED 1 9,150
EASTERN INS HLDGS IN COM 27653410 311 19,600 SH DEFINED 1 19,600
EASTGROUP PPTY INC COM 27727610 24,508 559,281 SH DEFINED 1,2,3,5 559,281
EASTMAN CHEM CO COM 27743210 142,352 2,212,840 SH DEFINED 1,2,5,6,10,12,13,14 2,212,840
EASTMAN KODAK CO COM 27746110 254,504 9,144,940 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,144,940
EATON CORP COM 27805810 393,943 4,235,948 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,235,948
EATON VANCE CORP COM NON VT 27826510 86,261 1,952,501 SH DEFINED 1,2,5 1,952,501
EBAY INC COM 27864210 924,027 28,714,329 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,714,329
ECHELON CORP COM 27874N10 7,371 471,593 SH DEFINED 1,2 471,593
ECHOSTAR COMMUNICATI CL A 27876210 115,802 2,670,096 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,670,096
ECI TELECOM LTD ORD 26825810 381 41,635 SH DEFINED 1,2,5 41,635
ECLIPSYS CORP COM 27885610 12,179 615,077 SH DEFINED 1,2,5,6 615,077
ECOLAB INC COM 27886510 234,554 5,493,061 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,493,061
ECOLLEGE COM COM 27887E10 5,264 236,587 SH DEFINED 1,2 236,587
EDGAR ONLINE INC COM 27976510 102 37,815 SH DEFINED 1,2,5 37,815
EDGE PETE CORP DEL COM 27986210 5,937 423,763 SH DEFINED 1,2 423,763
EDGEWATER TECHNOLOGY COM 28035810 202 25,622 SH DEFINED 1 25,622
EDISON INTL COM 28102010 1,878,724 33,476,913 SH DEFINED 1,2,5,6,7,8,10,12,13,14 33,476,913
EDO CORP COM 28134710 8,432 256,513 SH DEFINED 1,2 256,513
EDUCATION RLTY TR IN COM 28140H10 11,441 815,472 SH DEFINED 1,2,3,5 815,472
EDWARDS AG INC COM 28176010 97,249 1,150,194 SH DEFINED 1,2,5,6,12 1,150,194
EDWARDS LIFESCIENCES COM 28176E10 88,959 1,802,975 SH DEFINED 1,2,5,6 1,802,975
EFJ INC COM 26843B10 244 45,210 SH DEFINED 1,5 45,210
EFUNDS CORP COM 28224R10 27,742 786,114 SH DEFINED 1,2,5,6 786,114
EGL INC COM 26848410 22,751 489,475 SH DEFINED 1,2,6 489,475
EHEALTH INC COM 28238P10 1,702 89,175 SH DEFINED 1,2 89,175
EL PASO CORP COM 28336L10 363,749 21,111,398 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,111,398
EL PASO ELEC CO COM NEW 28367785 27,232 1,108,792 SH DEFINED 1,2,5 1,108,792
ELECTRO RENT CORP COM 28521810 4,305 296,067 SH DEFINED 1,5,6 296,067
ELECTRO SCIENTIFIC I COM 28522910 9,610 462,037 SH DEFINED 1,2,5 462,037
ELECTROGLAS INC COM 28532410 49 22,973 SH DEFINED 1,5 22,973
ELECTRONIC ARTS INC COM 28551210 371,051 7,841,317 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,841,317
ELECTRONIC DATA SYS COM 28566110 784,403 28,287,151 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 28,287,151
ELECTRONICS FOR IMAG COM 28608210 30,330 1,074,758 SH DEFINED 1,2,5 1,074,758
ELIZABETH ARDEN INC COM 28660G10 13,640 562,250 SH DEFINED 1,2 562,250
ELLIS PERRY INTL INC COM 28885310 7,700 239,354 SH DEFINED 1,2 239,354
EMAGEON INC COM 29076V10 210 23,325 SH DEFINED 1 23,325
EMBARQ CORP COM 29078E10 344,918 5,442,924 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,442,924
EMBOTELLADORA ANDINA SPON ADR A 29081P20 245 12,826 SH DEFINED 1,2,5 12,826
EMBOTELLADORA ANDINA SPON ADR B 29081P30 2,084 101,696 SH DEFINED 1,2 101,696
EMBRAER-EMPRESA BRAS SP ADR COM 29081M10 827 17,154 SH DEFINED 1,2 17,154
EMC INS GROUP INC COM 26866410 1,961 79,019 SH DEFINED 1,2 79,019
EMCOR GROUP INC COM 29084Q10 60,984 836,546 SH DEFINED 1,2,5,6,16 836,546
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
EMCORE CORP COM 29084610 379 69,469 SH DEFINED 1,5 69,469
EMERGENCY MEDICAL SV CL A 29100P10 4,812 122,980 SH DEFINED 1,2,5 122,980
EMERGENT BIOSOLUTION COM 29089Q10 368 35,696 SH DEFINED 1 35,696
EMERITUS CORP COM 29100510 2,046 66,058 SH DEFINED 1,6 66,058
EMERSON ELEC CO COM 29101110 992,443 21,206,052 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,206,052
EMERSON RADIO CORP COM NEW 29108720 47 15,800 SH DEFINED 1 15,800
EMISPHERE TECHNOLOGI COM 29134510 101 20,918 SH DEFINED 1,2 20,918
EMMIS COMMUNICATIONS CL A 29152510 4,776 518,554 SH DEFINED 1,2,5,6 518,554
EMPIRE DIST ELEC CO COM 29164110 13,647 610,046 SH DEFINED 1,2 610,046
EMPIRE RESORTS INC COM 29205210 426 58,557 SH DEFINED 1,5 58,557
EMPLOYERS HOLDINGS I COM 29221810 17,017 801,174 SH DEFINED 1,2 801,174
EMPRESA DIST Y COMER SPON ADR 29244A10 7,182 351,525 SH DEFINED 1,2,7 351,525
EMPRESA NACIONAL DE SPONSORED 29244T10 97,902 2,016,101 SH DEFINED 1,2,4,5,7 2,016,101
EMS TECHNOLOGIES INC COM 26873N10 4,670 211,701 SH DEFINED 1,2 211,701
EMULEX CORP COM NEW 29247520 48,245 2,209,008 SH DEFINED 1,2,5,13 2,209,008
ENBRIDGE ENERGY MANA SHS UNITS 29250X10 763 13,707 SH DEFINED 1,2 13,707
ENBRIDGE ENERGY PART COM 29250R10 2,948 53,069 SH DEFINED 1,2 53,069
ENBRIDGE INC COM 29250N10 1,180 34,920 SH DEFINED 1,16 34,920
ENCANA CORP COM 29250510 1,140 18,556 SH DEFINED 1,16 18,556
ENCORE ACQUISITION C COM 29255W10 32,368 1,164,314 SH DEFINED 1,2,6 1,164,314
ENCORE CAP GROUP INC COM 29255410 2,195 175,900 SH DEFINED 1,5,6 175,900
ENCORE WIRE CORP COM 29256210 10,232 347,557 SH DEFINED 1,2,5,6 347,557
ENCYSIVE PHARMACEUTI COM 29256X10 1,392 781,876 SH DEFINED 1,2,5 781,876
ENDEAVOUR INTL CORP COM 29259G10 137 91,340 SH DEFINED 1 91,340
ENDESA S A SPONSORED 29258N10 1,511 28,606 SH DEFINED 1 28,606
ENDO PHARMACEUTICALS COM 29264F20 93,026 2,717,689 SH DEFINED 1,2,5,7 2,717,689
ENDOLOGIX INC COM 29266S10 154 34,475 SH DEFINED 1 34,475
ENDURANCE SPECIALTY SHS G3039710 19,378 483,954 SH DEFINED 1,2,5 483,954
ENDWAVE CORP COM NEW 29264A20 229 20,100 SH DEFINED 1,5 20,100
ENEL SOCIETA PER AZI ADR 29265W10 1,270 23,654 SH DEFINED 1,2 23,654
ENERGEN CORP COM 29265N10 120,316 2,189,957 SH DEFINED 1,2,5 2,189,957
ENERGIZER HLDGS INC COM 29266R10 246,439 2,474,283 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,474,283
ENERGY CONVERSION DE COM 29265910 17,896 580,653 SH DEFINED 1,2,6 580,653
ENERGY EAST CORP COM 29266M10 83,090 3,184,734 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,184,734
ENERGY INFRASTRUCTUR COM 29269P10 1,908 195,500 SH DEFINED 1 195,500
ENERGY PARTNERS LTD COM 29270U10 8,083 484,311 SH DEFINED 1,2,5,6 484,311
ENERGY TRANSFER EQUI COM UT LTD 29273V10 5,291 124,512 SH DEFINED 1,2 124,512
ENERGY TRANSFER PRTN UNIT LTD P 29273R10 9,306 150,760 SH DEFINED 1,2,16 150,760
ENERGYSOUTH INC COM 29297010 6,131 120,213 SH DEFINED 1,2 120,213
ENERNOC INC COM 29276410 1,234 32,360 SH DEFINED 1,2 32,360
ENERSIS S A SPONSORED 29274F10 6,838 341,032 SH DEFINED 1,2,5 341,032
ENERSYS COM 29275Y10 6,634 362,535 SH DEFINED 1,2 362,535
ENGLOBAL CORP COM 29330610 2,267 186,568 SH DEFINED 1,5 186,568
ENI S P A SPONSORED 26874R10 3,386 46,801 SH DEFINED 1,2 46,801
ENNIS INC COM 29338910 9,316 396,083 SH DEFINED 1,2 396,083
ENPRO INDS INC COM 29355X10 29,638 692,634 SH DEFINED 1,2,5,16 692,634
ENSCO INTL INC COM 26874Q10 356,586 5,844,718 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 5,844,718
ENSTAR GROUP LIMITED SHS G3075P10 9,777 80,996 SH DEFINED 1,2,6 80,996
ENTEGRIS INC COM 29362U10 28,060 2,361,978 SH DEFINED 1,2,5 2,361,978
ENTERCOM COMMUNICATI CL A 29363910 19,681 790,731 SH DEFINED 1,2,5 790,731
ENTERGY CORP NEW COM 29364G10 669,818 6,239,573 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,239,573
ENTERPRISE FINL SVCS COM 29371210 3,298 132,648 SH DEFINED 1 132,648
ENTERPRISE GP HLDGS UNIT LP IN 29371610 435 11,469 SH DEFINED 1,2 11,469
ENTERPRISE PRODS PAR COM 29379210 8,990 282,626 SH DEFINED 1,2 282,626
ENTERTAINMENT DIST C COM 29382J10 203 102,255 SH DEFINED 1,5 102,255
ENTERTAINMENT PPTYS COM SH BEN 29380T10 23,577 438,399 SH DEFINED 1,2,3,5 438,399
ENTRAVISION COMMUNIC CL A 29382R10 12,639 1,211,817 SH DEFINED 1,2,5,6 1,211,817
ENTREMED INC COM 29382F10 81 53,089 SH DEFINED 1,5 53,089
ENTRUST INC COM 29384810 304 74,847 SH DEFINED 1,5 74,847
ENVIRONMENTAL TECTON COM 29409210 32 13,800 SH DEFINED 1 13,800
ENZO BIOCHEM INC COM 29410010 7,732 517,189 SH DEFINED 1,2,5,6 517,189
ENZON PHARMACEUTICAL COM 29390410 17,415 2,218,466 SH DEFINED 1,2,5 2,218,466
EOG RES INC COM 26875P10 528,136 7,228,798 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,228,798
EON COMMUNICATIONS C COM 26876310 24 25,950 SH DEFINED 1 25,950
EPICOR SOFTWARE CORP COM 29426L10 11,803 793,722 SH DEFINED 1,2,5,6 793,722
EPIQ SYS INC COM 26882D10 18,256 1,129,692 SH DEFINED 1,2,6 1,129,692
EPIX PHARMACEUTICALS COM NEW 26881Q30 167 29,806 SH DEFINED 1,5 29,806
EPLUS INC COM 29426810 108 11,100 SH DEFINED 1 11,100
EPOCH HOLDING CORP COM 29428R10 435 32,500 SH DEFINED 1 32,500
EQUIFAX INC COM 29442910 197,550 4,447,323 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,447,323
EQUINIX INC COM NEW 29444U50 39,125 427,731 SH DEFINED 1,2,6 427,731
EQUITABLE RES INC COM 29454910 133,938 2,702,546 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,702,546
EQUITY INNS INC COM 29470310 33,599 1,499,964 SH DEFINED 1,2,3,5 1,499,964
EQUITY LIFESTYLE PPT COM 29472R10 50,273 963,270 SH DEFINED 1,2,3,5,6 963,270
EQUITY ONE COM 29475210 34,425 1,347,363 SH DEFINED 1,2,3 1,347,363
EQUITY RESIDENTIAL SH BEN INT 29476L10 469,758 10,294,945 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 10,294,945
ERESEARCHTECHNOLOGY COM 29481V10 7,334 771,150 SH DEFINED 1,2,5,6 771,150
ERICSSON L M TEL CO ADR B SEK 29482160 7,011 175,764 SH DEFINED 1,2,5 175,764
ERIE INDTY CO CL A 29530P10 23,243 430,109 SH DEFINED 1,2,5,12 430,109
ESB FINL CORP COM 26884F10 214 19,418 SH DEFINED 1 19,418
ESCHELON TELECOM INC COM 29629010 3,741 126,370 SH DEFINED 1,2,5 126,370
ESCO TECHNOLOGIES IN COM 29631510 13,417 370,023 SH DEFINED 1,2,5,6 370,023
ESPEED INC CL A 29664310 3,347 387,411 SH DEFINED 1,2,6 387,411
ESS TECHNOLOGY INC COM 26915110 110 66,250 SH DEFINED 1,5 66,250
ESSEX PPTY TR INC COM 29717810 64,345 553,270 SH DEFINED 1,2,3,5 553,270
ESTERLINE TECHNOLOGI COM 29742510 19,362 400,777 SH DEFINED 1,2 400,777
ETHAN ALLEN INTERIOR COM 29760210 45,265 1,321,604 SH DEFINED 1,2,5 1,321,604
EUROBANCSHARES INC COM 29871610 109 12,000 SH DEFINED 1 12,000
EURONET WORLDWIDE IN COM 29873610 15,559 533,575 SH DEFINED 1,2,5,6 533,575
EV3 INC COM 26928A20 3,862 228,809 SH DEFINED 1,2,6 228,809
EVANS & SUTHERLAND C COM 29909610 35 15,300 SH DEFINED 1 15,300
EVCI CAREER COLLEGES COM 26926P10 12 14,005 SH DEFINED 1,5 14,005
EVERCORE PARTNERS IN CLASS A 29977A10 2,920 98,100 SH DEFINED 1 98,100
EVEREST RE GROUP LTD COM G3223R10 137,031 1,261,331 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,261,331
EVERGREEN ENERGY INC COM 30024B10 6,768 1,122,349 SH DEFINED 1,2,5,6 1,122,349
EVERGREEN SOLAR INC COM 30033R10 10,772 1,158,317 SH DEFINED 1,2,5,6 1,158,317
EVOLVING SYS INC COM 30049R10 42 18,630 SH DEFINED 1 18,630
EXACT SCIENCES CORP COM 30063P10 62 21,354 SH DEFINED 1 21,354
EXAR CORP COM 30064510 7,025 524,279 SH DEFINED 1,2,5,6 524,279
EXCEL MARITIME CARRI COM V3267N10 453 17,984 SH DEFINED 1,5 17,984
EXCEL TECHNOLOGY INC COM 30067T10 6,728 240,797 SH DEFINED 1 240,797
EXCO RESOURCES INC COM 26927940 24,826 1,423,500 SH DEFINED 1,2,5,6 1,423,500
EXELIXIS INC COM 30161Q10 19,172 1,584,488 SH DEFINED 1,2,5,6 1,584,488
EXELON CORP COM 30161N10 1,803,392 24,840,109 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,840,109
EXIDE TECHNOLOGIES COM NEW 30205120 8,168 878,309 SH DEFINED 1 878,309
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
EXLSERVICE HOLDINGS COM 30208110 4,506 240,444 SH DEFINED 1,2,6 240,444
EXPEDIA INC DEL COM 30212P10 187,219 6,391,906 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 6,391,906
EXPEDITORS INTL WASH COM 30213010 171,050 4,141,641 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,141,641
EXPONENT INC COM 30214U10 6,233 278,611 SH DEFINED 1,2 278,611
EXPRESS SCRIPTS INC COM 30218210 400,931 8,017,012 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 8,017,012
EXPRESSJET HOLDINGS CL A 30218U10 6,249 1,045,038 SH DEFINED 1,2 1,045,038
EXTRA SPACE STORAGE COM 30225T10 25,702 1,557,676 SH DEFINED 1,2,3 1,557,676
EXTREME NETWORKS INC COM 30226D10 7,733 1,909,338 SH DEFINED 1,2,5,6 1,909,338
EXXON MOBIL CORP COM 30231G10 14,693,423 175,171,950 SH DEFINED 1,2,5,6,7,8,10,12,13,14 175,171,950
EZCORP INC CL A NON V 30230110 7,971 602,029 SH DEFINED 1,2,5,6 602,029
F M C CORP COM NEW 30249130 59,084 660,968 SH DEFINED 1,2,5 660,968
F N B CORP VA COM 30293010 688 19,161 SH DEFINED 1,2 19,161
F5 NETWORKS INC COM 31561610 57,020 707,444 SH DEFINED 1,2,5,6 707,444
FACTSET RESH SYS INC COM 30307510 34,083 498,650 SH DEFINED 1,2,5,6 498,650
FAIR ISAAC CORP COM 30325010 38,562 961,158 SH DEFINED 1,2,5,6,12,16 961,158
FAIRCHILD CORP CL A 30369810 25 11,478 SH DEFINED 1 11,478
FAIRCHILD SEMICONDUC COM 30372610 39,906 2,065,540 SH DEFINED 1,2,5,8 2,065,540
FAIRFAX FINL HLDGS L SUB VTG 30390110 609 3,177 SH DEFINED 16 3,177
FAIRPOINT COMMUNICAT COM 30556010 8,314 468,422 SH DEFINED 1,2 468,422
FALCONSTOR SOFTWARE COM 30613710 5,618 532,499 SH DEFINED 1,2,5,6 532,499
FAMILY DLR STORES IN COM 30700010 136,979 3,991,232 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,991,232
FAMOUS DAVES AMER IN COM 30706810 536 24,070 SH DEFINED 1,2,5 24,070
FARMER BROS CO COM 30767510 2,273 100,454 SH DEFINED 1,2 100,454
FARMERS CAP BK CORP COM 30956210 495 17,124 SH DEFINED 1,2 17,124
FARO TECHNOLOGIES IN COM 31164210 5,374 168,690 SH DEFINED 1 168,690
FASTENAL CO COM 31190010 136,146 3,252,401 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,252,401
FBL FINL GROUP INC CL A 30239F10 14,899 378,929 SH DEFINED 1,2 378,929
FBR CAPITAL MARKETS COM 30247C30 582 34,425 SH DEFINED 1,2 34,425
FCSTONE GROUP INC COM 31308T10 3,487 60,874 SH DEFINED 1,2 60,874
FEDERAL AGRIC MTG CO CL C 31314830 5,836 170,558 SH DEFINED 1,2 170,558
FEDERAL HOME LN MTG COM 31340030 1,139,126 18,766,498 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,766,498
FEDERAL NATL MTG ASS COM 31358610 1,761,077 26,956,630 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,956,630
FEDERAL REALTY INVT SH BEN INT 31374720 107,078 1,385,939 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 1,385,939
FEDERAL SIGNAL CORP COM 31385510 18,081 1,140,040 SH DEFINED 1,2,5 1,140,040
FEDERATED INVS INC P CL B 31421110 82,207 2,144,715 SH DEFINED 1,2,5,6,10,12,13,14 2,144,715
FEDEX CORP COM 31428X10 905,713 8,161,784 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,161,784
FEI CO COM 30241L10 14,642 451,084 SH DEFINED 1,2,5,6 451,084
FELCOR LODGING TR IN COM 31430F10 64,414 2,474,603 SH DEFINED 1,2,3,5,6 2,474,603
FELDMAN MALL PPTYS I COM 31430810 370 32,443 SH DEFINED 1,3,5 32,443
FERRELLGAS PARTNERS UNIT LTD P 31529310 1,037 43,014 SH DEFINED 1,2 43,014
FERRO CORP COM 31540510 23,518 943,379 SH DEFINED 1,2,5 943,379
FIAT S P A SP ADR ORD 31562188 856 28,776 SH DEFINED 1 28,776
FIBERTOWER CORP COM 31567R10 6,614 1,527,578 SH DEFINED 1,2,5,6 1,527,578
FIDELITY NATIONAL FI CL A 31620R10 99,044 4,179,060 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,179,060
FIDELITY NATL INFORM COM 31620M10 232,797 4,288,825 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,288,825
FIELDSTONE INVT CORP COM 31659U30 315 86,580 SH DEFINED 1 86,580
FIFTH THIRD BANCORP COM 31677310 535,009 13,452,572 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,452,572
FINANCIAL FED CORP COM 31749210 14,674 492,079 SH DEFINED 1,2 492,079
FINANCIAL INSTNS INC COM 31758540 706 34,970 SH DEFINED 1,2 34,970
FINISAR COM 31787A10 12,203 3,228,240 SH DEFINED 1,2,5,6 3,228,240
FINISH LINE INC CL A 31792310 6,129 672,769 SH DEFINED 1,2,5 672,769
FINLAY ENTERPRISES I COM NEW 31788420 54 10,036 SH DEFINED 1 10,036
FIRST ACCEPTANCE COR COM 31845710 2,747 270,328 SH DEFINED 1,2,6 270,328
FIRST ADVANTAGE CORP CL A 31845F10 2,260 98,207 SH DEFINED 1,2,6 98,207
FIRST ALBANY COS INC COM 31846510 20 11,835 SH DEFINED 1 11,835
FIRST AMERN CORP CAL COM 31852230 84,833 1,713,794 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,713,794
FIRST BANCORP N C COM 31891010 4,155 221,833 SH DEFINED 1,2,5 221,833
FIRST BANCORP P R COM 31867210 25,767 2,344,619 SH DEFINED 1,2,5 2,344,619
FIRST BUSEY CORP COM 31938310 4,453 222,763 SH DEFINED 1,2,5 222,763
FIRST CASH FINL SVCS COM 31942D10 8,797 375,303 SH DEFINED 1,2,6 375,303
FIRST CHARTER CORP COM 31943910 12,649 649,687 SH DEFINED 1,2,5 649,687
FIRST CMNTY BANCORP COM 31983B10 26,668 466,136 SH DEFINED 1,2 466,136
FIRST CMNTY BANCSHAR COM 31983A10 6,345 203,416 SH DEFINED 1,2 203,416
FIRST COMWLTH FINL C COM 31982910 14,841 1,359,069 SH DEFINED 1,2,5 1,359,069
FIRST CONSULTING GRO COM 31986R10 287 30,258 SH DEFINED 1 30,258
FIRST CTZNS BANCSHAR CL A 31946M10 11,062 56,902 SH DEFINED 1,2,5 56,902
FIRST DATA CORP COM 31996310 755,902 23,137,483 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,137,483
FIRST DEFIANCE FINL COM 32006W10 448 15,012 SH DEFINED 1,5 15,012
FIRST FINL BANCORP O COM 32020910 9,370 625,080 SH DEFINED 1,2,5 625,080
FIRST FINL BANKSHARE COM 32020R10 12,802 329,872 SH DEFINED 1,2,5 329,872
FIRST FINL CORP IND COM 32021810 6,692 227,914 SH DEFINED 1,2 227,914
FIRST FINL HLDGS INC COM 32023910 6,619 202,365 SH DEFINED 1,2 202,365
FIRST HORIZON NATL C COM 32051710 143,014 3,667,020 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,667,020
FIRST IND CORP COM 32054R10 9,452 427,303 SH DEFINED 1,2 427,303
FIRST INDUSTRIAL REA COM 32054K10 53,895 1,390,468 SH DEFINED 1,2,3,5 1,390,468
FIRST MARBLEHEAD COR COM 32077110 70,721 1,830,249 SH DEFINED 1,2,5,12 1,830,249
FIRST MERCHANTS CORP COM 32081710 9,519 396,115 SH DEFINED 1,2 396,115
FIRST MERCURY FINANC COM 32084110 3,773 179,911 SH DEFINED 1,2 179,911
FIRST MIDWEST BANCOR COM 32086710 31,735 893,686 SH DEFINED 1,2,5 893,686
FIRST NATL LINCOLN C COM 33571610 220 12,962 SH DEFINED 1 12,962
FIRST NIAGARA FINL G COM 33582V10 33,550 2,561,061 SH DEFINED 1,2,5 2,561,061
FIRST PL FINL CORP COM 33610T10 10,869 514,641 SH DEFINED 1,2 514,641
FIRST POTOMAC RLTY T COM 33610F10 13,991 600,743 SH DEFINED 1,2,3 600,743
FIRST REGL BANCORP COM 33615C10 3,732 146,702 SH DEFINED 1,2 146,702
FIRST REP BK SAN FRA COM 33615810 23,230 432,909 SH DEFINED 1,2 432,909
FIRST SEC GROUP INC COM 33631210 231 21,400 SH DEFINED 1 21,400
FIRST SOLAR INC COM 33643310 23,177 259,570 SH DEFINED 1,2,5 259,570
FIRST SOUTH BANCORP COM 33646W10 2,948 109,605 SH DEFINED 1 109,605
FIRST ST BANCORPORAT COM 33645310 6,946 326,244 SH DEFINED 1,2 326,244
FIRSTCITY FINL CORP COM 33761X10 110 10,940 SH DEFINED 1,5 10,940
FIRSTENERGY CORP COM 33793210 1,308,974 20,222,060 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 20,222,060
FIRSTFED FINL CORP COM 33790710 32,601 574,671 SH DEFINED 1,2,5 574,671
FIRSTMERIT CORP COM 33791510 41,502 1,982,879 SH DEFINED 1,2,5 1,982,879
FIRSTSERVICE CORP SUB VTG SH 33761N10 598 16,607 SH DEFINED 16 16,607
FISERV INC COM 33773810 266,456 4,691,122 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,691,122
FISHER COMMUNICATION COM 33775620 5,533 108,935 SH DEFINED 1,2 108,935
FIVE STAR QUALITY CA COM 33832D10 308 38,548 SH DEFINED 1,5 38,548
FLAGSTAR BANCORP INC COM 33793010 8,911 739,491 SH DEFINED 1,2,5 739,491
FLAGSTONE REINSURANC SHS G3529T10 5,086 381,812 SH DEFINED 1,2 381,812
FLANDERS CORP COM 33849410 114 14,800 SH DEFINED 1 14,800
FLEETWOOD ENTERPRISE COM 33909910 7,596 839,356 SH DEFINED 1,2,6 839,356
FLEXTRONICS INTL LTD ORD Y2573F10 33,741 3,124,165 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,124,165
FLIR SYS INC COM 30244510 55,164 1,192,738 SH DEFINED 1,2,5,6 1,192,738
FLORIDA EAST COAST I COM 34063210 40,342 486,164 SH DEFINED 1,2,6 486,164
FLORIDA PUB UTILS CO COM 34113510 134 10,800 SH DEFINED 1 10,800
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
FLORIDA ROCK INDS IN COM 34114010 50,229 744,134 SH DEFINED 1,2,5, 744,134
FLOTEK INDS INC DEL COM 34338910 6,529 108,900 SH DEFINED 1,5 108,900
FLOW INTL CORP COM 34346810 4,824 382,856 SH DEFINED 1 382,856
FLOWERS FOODS INC COM 34349810 74,128 2,222,067 SH DEFINED 1,2,5,6 2,222,067
FLOWSERVE CORP COM 34354P10 69,710 973,598 SH DEFINED 1,2,5,6 973,598
FLUOR CORP NEW COM 34341210 261,013 2,343,659 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,343,659
FLUSHING FINL CORP COM 34387310 5,293 329,556 SH DEFINED 1,2 329,556
FMC TECHNOLOGIES INC COM 30249U10 104,397 1,317,806 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,317,806
FNB CORP PA COM 30252010 20,651 1,233,646 SH DEFINED 1,2,5 1,233,646
FNB FINANCIAL SERVIC COM 30252610 174 12,282 SH DEFINED 1 12,282
FOCUS ENHANCEMENTS I COM 34415910 31 30,200 SH DEFINED 1 30,200
FOCUS MEDIA HLDG LTD SPONSORED 34415V10 1,364 27,014 SH DEFINED 1,2 27,014
FOMENTO ECONOMICO ME SPON ADR U 34441910 2,815 71,585 SH DEFINED 1 71,585
FOOT LOCKER INC COM 34484910 68,617 3,147,555 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,147,555
FORCE PROTECTION INC COM NEW 34520320 18,820 911,800 SH DEFINED 1,2,5 911,800
FORD MTR CO DEL COM PAR $0 34537086 442,789 47,005,180 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 47,005,180
FORD MTR CO DEL COM PAR $0 34537086 2,120 225,000 SH PUT DEFINED 16 225,000
FOREST CITY ENTERPRI CL A 34555010 70,414 1,145,323 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,145,323
FOREST LABS INC COM 34583810 416,266 9,118,651 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,118,651
FOREST OIL CORP COM PAR $0 34609170 52,571 1,243,994 SH DEFINED 1,2,5,16 1,243,994
FORGENT NETWORKS INC COM 34629U10 16 17,427 SH DEFINED 1 17,427
FORMFACTOR INC COM 34637510 24,697 644,835 SH DEFINED 1,2,6 644,835
FORRESTER RESH INC COM 34656310 18,152 645,295 SH DEFINED 1,2,6 645,295
FORTUNE BRANDS INC COM 34963110 317,796 3,858,156 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,858,156
FORWARD AIR CORP COM 34985310 19,642 576,182 SH DEFINED 1,2,6 576,182
FOSSIL INC COM 34988210 29,830 1,011,520 SH DEFINED 1,2,5,6 1,011,520
FOSTER L B CO COM 35006010 3,597 125,409 SH DEFINED 1,5 125,409
FOSTER WHEELER LTD SHS NEW G3653513 62,176 581,137 SH DEFINED 1,2,5 581,137
FOUNDATION COAL HLDG COM 35039W10 29,080 715,557 SH DEFINED 1,2,5,6 715,557
FOUNDRY NETWORKS INC COM 35063R10 41,457 2,488,439 SH DEFINED 1,2,5,6,8 2,488,439
FOUNTAIN POWERBOAT I COM NEW 35075530 39 13,400 SH DEFINED 1 13,400
FOXHOLLOW TECHNOLOGI COM 35166A10 6,338 298,393 SH DEFINED 1,2,6 298,393
FPIC INS GROUP INC COM 30256310 9,779 239,864 SH DEFINED 1,2,5 239,864
FPL GROUP INC COM 30257110 727,817 12,827,225 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,827,225
FRANCE TELECOM SPONSORED 35177Q10 413 15,027 SH DEFINED 1,2 15,027
FRANKLIN BK CORP DEL COM 35245110 10,285 690,261 SH DEFINED 1,2 690,261
FRANKLIN COVEY CO COM 35346910 200 25,566 SH DEFINED 1,5 25,566
FRANKLIN ELEC INC COM 35351410 12,981 275,142 SH DEFINED 1,2,6 275,142
FRANKLIN RES INC COM 35461310 588,054 4,439,152 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,439,152
FRANKLIN STREET PPTY COM 35471R10 15,826 956,837 SH DEFINED 1,2,3 956,837
FREDS INC CL A 35610810 9,050 676,399 SH DEFINED 1,2,5,6 676,399
FREEDOM ACQUISITION COM 35645F10 7,480 679,377 SH DEFINED 1 679,377
FREEPORT-MCMORAN COP COM 35671D85 1,024,290 12,367,659 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 12,367,659
FREIGHTCAR AMER INC COM 35702310 12,592 263,214 SH DEFINED 1,2,6 263,214
FREMONT GEN CORP COM 35728810 12,475 1,159,365 SH DEFINED 1,2,5 1,159,365
FREQUENCY ELECTRS IN COM 35801010 113 10,700 SH DEFINED 1 10,700
FRESENIUS MED CARE A SPONSORED 35802910 770 16,761 SH DEFINED 1 16,761
FRESH DEL MONTE PROD ORD G3673810 9,960 397,591 SH DEFINED 1,2,5 397,591
FRIEDMAN BILLINGS RA CL A 35843410 19,394 3,552,057 SH DEFINED 1,2,5 3,552,057
FRIEDMAN INDS INC COM 35843510 181 18,790 SH DEFINED 1 18,790
FRISCHS RESTAURANTS COM 35874810 205 6,720 SH DEFINED 1 6,720
FRONTIER AIRLINES HO COM 35905910 341 60,810 SH DEFINED 1 60,810
FRONTIER FINL CORP W COM 35907K10 17,242 765,294 SH DEFINED 1,2,5 765,294
FRONTIER OIL CORP COM 35914P10 140,025 3,199,099 SH DEFINED 1,2,5,6,7 3,199,099
FRONTLINE LTD SHS G3682E12 14,915 325,307 SH DEFINED 1,2,5 325,307
FROZEN FOOD EXPRESS COM 35936010 144 14,221 SH DEFINED 1,5 14,221
FSI INTL INC COM 30263310 160 50,255 SH DEFINED 1 50,255
FTD GROUP INC COM 30267U10 19,751 1,072,840 SH DEFINED 1,2 1,072,840
FTI CONSULTING INC COM 30294110 24,642 647,968 SH DEFINED 1,2,5,6 647,968
FUEL SYS SOLUTIONS I COM 35952W10 346 20,844 SH DEFINED 1,5 20,844
FUEL TECH INC COM 35952310 7,742 226,030 SH DEFINED 1,2,5 226,030
FUELCELL ENERGY INC COM 35952H10 6,746 851,768 SH DEFINED 1,2,5,6 851,768
FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 1,727 38,704 SH DEFINED 1 38,704
FULLER H B CO COM 35969410 46,327 1,549,901 SH DEFINED 1,2,5 1,549,901
FULTON FINL CORP PA COM 36027110 30,269 2,099,133 SH DEFINED 1,2,5,12 2,099,133
FURMANITE CORPORATIO COM 36108610 329 42,500 SH DEFINED 1,5 42,500
FURNITURE BRANDS INT COM 36092110 19,477 1,371,606 SH DEFINED 1,2,5 1,371,606
FX ENERGY INC COM 30269510 3,601 393,589 SH DEFINED 1,5 393,589
G & K SVCS INC CL A 36126810 13,229 334,839 SH DEFINED 1,2,5 334,839
G B & T BANCSHARES I COM 36146210 321 19,200 SH DEFINED 1 19,200
GAIAM INC CL A 36268Q10 6,440 353,289 SH DEFINED 1,2 353,289
GALLAGHER ARTHUR J & COM 36357610 46,774 1,677,698 SH DEFINED 1,2,5,12 1,677,698
GAMCO INVESTORS INC COM 36143810 7,098 126,629 SH DEFINED 1,2 126,629
GAMESTOP CORP NEW CL A 36467W10 201,143 5,144,316 SH DEFINED 1,2,5,7,13 5,144,316
GANNETT INC COM 36473010 349,245 6,355,683 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,355,683
GANNETT INC COM 36473010 10,441 190,000 SH CALL DEFINED 16 190,000
GAP INC DEL COM 36476010 283,800 14,858,652 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,858,652
GARDNER DENVER INC COM 36555810 24,727 581,118 SH DEFINED 1,2,5,6 581,118
GARMIN LTD ORD G3726010 104,089 1,407,175 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,407,175
GARTNER INC COM 36665110 35,054 1,425,526 SH DEFINED 1,2,5,6 1,425,526
GASCO ENERGY INC COM 36722010 326 137,623 SH DEFINED 1,2,5 137,623
GATEHOUSE MEDIA INC COM 36734810 3,940 212,376 SH DEFINED 1,2 212,376
GATEWAY FINL HLDGS I COM 36814010 207 14,200 SH DEFINED 1 14,200
GATEWAY INC COM 36762610 7,525 4,732,996 SH DEFINED 1,2,5,6 4,732,996
GATX CORP COM 36144810 44,154 896,530 SH DEFINED 1,2,5,6 896,530
GAYLORD ENTMT CO NEW COM 36790510 32,523 606,323 SH DEFINED 1,2,6 606,323
GEHL CO COM 36848310 6,223 204,972 SH DEFINED 1 204,972
GEMSTAR-TV GUIDE INT COM 36866W10 18,788 3,818,781 SH DEFINED 1,2,5,6 3,818,781
GENAERA CORP COM NEW 36867G20 54 18,578 SH DEFINED 1,5 18,578
GENCO SHIPPING & TRA SHS Y2685T10 10,265 248,792 SH DEFINED 1,2 248,792
GENCORP INC COM 36868210 9,752 746,157 SH DEFINED 1,2,6 746,157
GENE LOGIC INC COM 36868910 61 43,866 SH DEFINED 1,5 43,866
GENELABS TECHNOLOGIE COM NEW 36870620 46 19,505 SH DEFINED 1 19,505
GENENTECH INC COM NEW 36871040 463,273 6,123,095 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,123,095
GENERAL CABLE CORP D COM 36930010 34,515 455,642 SH DEFINED 1,2,5,6 455,642
GENERAL COMMUNICATIO CL A 36938510 27,108 2,116,134 SH DEFINED 1,2,6 2,116,134
GENERAL DYNAMICS COR COM 36955010 977,386 12,495,342 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,495,342
GENERAL ELECTRIC CO COM 36960410 11,120,999 290,517,220 SH DEFINED 1,2,5,6,7,8,10,12,13,14 290,517,220
GENERAL GROWTH PPTYS COM 37002110 405,513 7,658,412 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 7,658,412
GENERAL MARITIME COR SHS Y2692M10 20,545 767,193 SH DEFINED 1,2,5 767,193
GENERAL MLS INC COM 37033410 597,282 10,223,930 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,223,930
GENERAL MTRS CORP COM 37044210 2,797,150 73,998,670 SH DEFINED 1,2,5,6,7,8,10,12,13,14 73,998,670
GENERAL MTRS CORP DEB SR CV 37044271 251 10,000 SH DEFINED 16 10,000
GENESCO INC COM 37153210 18,973 362,706 SH DEFINED 1,2 362,706
GENESEE & WYO INC CL A 37155910 15,721 526,840 SH DEFINED 1,2,6 526,840
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
GENESIS ENERGY L P UNIT LTD P 37192710 505 14,470 SH DEFINED 1 14,470
GENESIS HEALTHCARE C COM 37184D10 20,609 301,213 SH DEFINED 1,2,5,6 301,213
GENESIS MICROCHIP IN COM 37184C10 8,141 869,715 SH DEFINED 1,2,5,6 869,715
GENITOPE CORP COM 37229P50 301 77,975 SH DEFINED 1 77,975
GENLYTE GROUP INC COM 37230210 43,230 550,423 SH DEFINED 1,2 550,423
GENOMIC HEALTH INC COM 37244C10 3,644 193,804 SH DEFINED 1,2,5 193,804
GEN-PROBE INC NEW COM 36866T10 55,175 913,190 SH DEFINED 1,2,5,6 913,190
GENTA INC COM NEW 37245M20 62 210,848 SH DEFINED 1,5 210,848
GENTEK INC COM NEW 37245X20 7,037 199,813 SH DEFINED 1,2 199,813
GENTEX CORP COM 37190110 50,729 2,576,407 SH DEFINED 1,2,5,12 2,576,407
GENTIVA HEALTH SERVI COM 37247A10 9,017 449,509 SH DEFINED 1,2,5,6 449,509
GENUINE PARTS CO COM 37246010 209,557 4,224,949 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,224,949
GENVEC INC COM 37246C10 1,282 545,344 SH DEFINED 1,5 545,344
GENWORTH FINL INC COM CL A 37247D10 570,223 16,576,256 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,576,256
GENZYME CORP COM 37291710 432,753 6,719,773 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,719,773
GEO GROUP INC COM 36159R10 19,696 676,835 SH DEFINED 1,2,5,6 676,835
GEOEYE INC COM 37250W10 4,190 192,802 SH DEFINED 1 192,802
GEOGLOBAL RESOURCES COM 37249T10 1,742 342,156 SH DEFINED 1,5,6 342,156
GEOKINETICS INC COM PAR $0 37291030 1,862 60,000 SH DEFINED 1 60,000
GEOMET INC DEL COM 37250U20 1,165 152,134 SH DEFINED 1,2,5 152,134
GEORGIA GULF CORP COM PAR $0 37320020 23,037 1,272,041 SH DEFINED 1,2,5 1,272,041
GERBER SCIENTIFIC IN COM 37373010 3,762 323,775 SH DEFINED 1 323,775
GERDAU AMERISTEEL CO COM 37373P10 983 67,191 SH DEFINED 16 67,191
GERDAU S A SPONSORED 37373710 23,809 925,697 SH DEFINED 1,2,7 925,697
GERMAN AMERN BANCORP COM 37386510 193 14,038 SH DEFINED 1,5 14,038
GERON CORP COM 37416310 9,354 1,328,721 SH DEFINED 1,2,6 1,328,721
GETTY IMAGES INC COM 37427610 36,547 764,415 SH DEFINED 1,2,5,6,7,8,10,12,13,14 764,415
GETTY RLTY CORP NEW COM 37429710 6,199 235,899 SH DEFINED 1,2,3 235,899
GEVITY HR INC COM 37439310 7,359 380,693 SH DEFINED 1,2,6 380,693
GFI GROUP INC COM 36165220 13,856 191,174 SH DEFINED 1,2,6 191,174
GIBRALTAR INDS INC COM 37468910 8,594 388,011 SH DEFINED 1,2 388,011
G-III APPAREL GROUP COM 36237H10 1,939 122,790 SH DEFINED 1 122,790
GILEAD SCIENCES INC COM 37555810 933,533 24,060,122 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,060,122
GIVEN IMAGING ORD SHS M5202010 386 12,272 SH DEFINED 1,2,5 12,272
GLACIER BANCORP INC COM 37637Q10 16,724 821,813 SH DEFINED 1,2 821,813
GLADSTONE CAPITAL CO COM 37653510 4,178 194,667 SH DEFINED 1,2 194,667
GLATFELTER COM 37731610 13,264 976,016 SH DEFINED 1,2 976,016
GLAXOSMITHKLINE PLC SPONSORED 37733W10 831,872 15,884,519 SH DEFINED 1,2 15,884,519
GLIMCHER RLTY TR SH BEN INT 37930210 30,041 1,201,654 SH DEFINED 1,2,3,5 1,201,654
GLOBAL CASH ACCESS H COM 37896710 8,480 529,312 SH DEFINED 1,2,6 529,312
GLOBAL CROSSING LTD SHS NEW G3921A17 6,175 327,081 SH DEFINED 1,2,6 327,081
GLOBAL INDS LTD COM 37933610 194,527 7,253,076 SH DEFINED 1,2,5,6,7,16 7,253,076
GLOBAL PARTNERS LP COM UNITS 37946R10 266 7,400 SH DEFINED 1 7,400
GLOBAL PMTS INC COM 37940X10 44,854 1,131,243 SH DEFINED 1,2,5,6 1,131,243
GLOBAL SOURCES LTD ORD G3930010 3,066 135,200 SH DEFINED 1 135,200
GLOBALSANTAFE CORP SHS G3930E10 199,205 2,757,164 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,757,164
GLOBALSTAR INC COM 37897340 1,955 188,846 SH DEFINED 1,2 188,846
GLU MOBILE INC COM 37989010 213 15,300 SH DEFINED 1 15,300
GMH CMNTYS TR COM 36188G10 8,919 920,416 SH DEFINED 1,2,3 920,416
GMX RES INC COM 38011M10 4,795 138,597 SH DEFINED 1,5 138,597
GOL LINHAS AEREAS IN SP ADR REP 38045R10 945 28,632 SH DEFINED 1 28,632
GOLAR LNG LTD BERMUD SHS G9456A10 6,859 411,700 SH DEFINED 1 411,700
GOLDEN STAR RES LTD COM 38119T10 408 110,017 SH DEFINED 16 110,017
GOLDEN TELECOM INC COM 38122G10 11,812 214,721 SH DEFINED 1,2,6 214,721
GOLDMAN SACHS GROUP COM 38141G10 2,750,513 12,689,794 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,689,794
GOODMAN GLOBAL INC COM 38239A10 13,119 590,396 SH DEFINED 1,2 590,396
GOODRICH CORP COM 38238810 184,375 3,095,613 SH DEFINED 1,2,5,6,8,10,12,13,14 3,095,613
GOODRICH PETE CORP COM NEW 38241040 7,109 205,294 SH DEFINED 1,2,6 205,294
GOODYEAR TIRE & RUBR COM 38255010 316,222 9,097,306 SH DEFINED 1,2,5,6,10,13,14 9,097,306
GOOGLE INC CL A 38259P50 3,039,926 5,815,814 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,815,814
GORMAN RUPP CO COM 38308210 5,234 164,276 SH DEFINED 1,2 164,276
GOTTSCHALKS INC COM 38348510 138 11,592 SH DEFINED 1 11,592
GP STRATEGIES CORP COM 36225V10 256 23,557 SH DEFINED 1 23,557
GPO AEROPORTUARIO DE SPON ADR B 40050610 10,334 209,535 SH DEFINED 1,2,7 209,535
GRACE W R & CO DEL N COM 38388F10 28,253 1,153,649 SH DEFINED 1,2,5,6 1,153,649
GRACO INC COM 38410910 58,712 1,457,595 SH DEFINED 1,2,5,6 1,457,595
GRAFTECH INTL LTD COM 38431310 51,277 3,044,949 SH DEFINED 1,2,5 3,044,949
GRAINGER W W INC COM 38480210 183,065 1,967,382 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,967,382
GRAMERCY CAP CORP COM 38487110 12,505 454,081 SH DEFINED 1,2 454,081
GRANITE CONSTR INC COM 38732810 59,722 930,532 SH DEFINED 1,2,5 930,532
GRANT PRIDECO INC COM 38821G10 211,109 3,921,781 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 3,921,781
GRAPHIC PACKAGING CO COM 38868810 5,480 1,132,167 SH DEFINED 1,2,6 1,132,167
GRAY TELEVISION INC COM 38937510 13,061 1,408,907 SH DEFINED 1,2 1,408,907
GREAT AMERN FINL RES COM 38991510 4,204 173,780 SH DEFINED 1,2 173,780
GREAT ATLANTIC & PAC COM 39006410 10,432 311,022 SH DEFINED 1,2,5,6 311,022
GREAT LAKES DREDGE & COM 39060710 112 11,800 SH DEFINED 1 11,800
GREAT NORTHN IRON OR CTFS BEN I 39106410 1,112 9,588 SH DEFINED 1,5 9,588
GREAT PLAINS ENERGY COM 39116410 44,849 1,540,128 SH DEFINED 1,2,5 1,540,128
GREAT SOUTHN BANCORP COM 39090510 5,674 209,754 SH DEFINED 1,2 209,754
GREAT WOLF RESORTS I COM 39152310 6,629 465,210 SH DEFINED 1,2 465,210
GREATBATCH INC COM 39153L10 17,711 546,639 SH DEFINED 1,2,5,16 546,639
GREATER BAY BANCORP COM 39164810 31,731 1,139,780 SH DEFINED 1,2,5 1,139,780
GREATER COMMUNITY BA COM 39167M10 170 10,795 SH DEFINED 1 10,795
GREEN BANKSHARES INC COM NEW 39436120 4,870 155,779 SH DEFINED 1 155,779
GREEN MTN COFFEE ROA COM 39312210 6,242 79,274 SH DEFINED 1 79,274
GREENBRIER COS INC COM 39365710 6,420 212,456 SH DEFINED 1,2 212,456
GREENFIELD ONLINE IN COM 39515010 3,972 249,650 SH DEFINED 1,5 249,650
GREENHILL & CO INC COM 39525910 18,448 268,491 SH DEFINED 1,2,6 268,491
GREENLIGHT CAPITAL R CLASS A G4095J10 2,088 92,658 SH DEFINED 1,2 92,658
GREIF INC CL A 39762410 33,796 566,956 SH DEFINED 1,2,6 566,956
GREY WOLF INC COM 39788810 30,103 3,653,242 SH DEFINED 1,2,5,6 3,653,242
GRIFFON CORP COM 39843310 9,741 447,258 SH DEFINED 1,2 447,258
GROUP 1 AUTOMOTIVE I COM 39890510 19,355 479,785 SH DEFINED 1,2 479,785
GROUPE CGI INC CL A SUB V 39945C10 160 14,270 SH DEFINED 1 14,270
GROUPE DANONE SPONSORED 39944910 2,009 123,563 SH DEFINED 1 123,563
GRUBB & ELLIS CO COM PAR $0 40009520 1,801 155,292 SH DEFINED 1,5 155,292
GRUPO AEROPORTUARIO SPON ADR S 40051E20 704 13,357 SH DEFINED 1,7 13,357
GRUPO FINANCIERO GAL SP ADR 10 39990910 974 101,602 SH DEFINED 1,5,7 101,602
GRUPO TELEVISA SA DE SP ADR REP 40049J20 99,543 3,605,320 SH DEFINED 1,2,4,5,7 3,605,320
GSI COMMERCE INC COM 36238G10 6,967 306,792 SH DEFINED 1,2,5,6 306,792
GTC BIOTHERAPEUTICS COM 36238T10 67 58,385 SH DEFINED 1,5 58,385
GTX INC DEL COM 40052B10 3,905 241,171 SH DEFINED 1,2,6 241,171
GUESS INC COM 40161710 29,476 613,573 SH DEFINED 1,2,5,6 613,573
GUIDANCE SOFTWARE IN COM 40169210 248 17,619 SH DEFINED 1 17,619
GUITAR CTR MGMT INC COM 40204010 31,589 528,162 SH DEFINED 1,2,5,6 528,162
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
GULF ISLAND FABRICAT COM 40230710 6,298 181,508 SH DEFINED 1,2 181,508
GULFMARK OFFSHORE IN COM 40262910 34,815 679,709 SH DEFINED 1,2,5 679,709
GULFPORT ENERGY CORP COM NEW 40263530 3,888 194,582 SH DEFINED 1 194,582
GYMBOREE CORP COM 40377710 39,541 1,003,319 SH DEFINED 1,2,6 1,003,319
H & E EQUIPMENT SERV COM 40403010 5,822 209,884 SH DEFINED 1,2,6 209,884
HAEMONETICS CORP COM 40502410 20,200 383,961 SH DEFINED 1,2,5,6 383,961
HAIN CELESTIAL GROUP COM 40521710 16,705 615,521 SH DEFINED 1,2,5 615,521
HALLIBURTON CO COM 40621610 1,322,840 38,343,201 SH DEFINED 1,2,5,6,7,8,10,12,13,14 38,343,201
HALLIBURTON CO COM 40621610 2,070 60,000 SH CALL DEFINED 16 60,000
HALOZYME THERAPEUTIC COM 40637H10 9,808 1,062,578 SH DEFINED 1,2,5,6 1,062,578
HAMPTON ROADS BANKSH COM 40932110 163 11,399 SH DEFINED 1 11,399
HANA BIOSCIENCES INC COM 40963P10 95 57,852 SH DEFINED 1,5 57,852
HANCOCK HLDG CO COM 41012010 14,845 395,334 SH DEFINED 1,2 395,334
HANDLEMAN CO DEL COM 41025210 183 29,423 SH DEFINED 1 29,423
HANESBRANDS INC COM 41034510 48,175 1,782,269 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,782,269
HANGER ORTHOPEDIC GR COM NEW 41043F20 281 26,053 SH DEFINED 1,5 26,053
HANMI FINL CORP COM 41049510 13,752 806,096 SH DEFINED 1,2 806,096
HANOVER COMPRESSOR C COM 41076810 54,319 2,277,532 SH DEFINED 1,2,5,6 2,277,532
HANOVER INS GROUP IN COM 41086710 58,935 1,207,930 SH DEFINED 1,2,5,7 1,207,930
HANSEN MEDICAL INC COM 41130710 2,145 113,538 SH DEFINED 1,6,16 113,538
HANSEN NAT CORP COM 41131010 44,854 1,043,594 SH DEFINED 1,2,5,6,16 1,043,594
HANSON PLC NEW SPONSORED 41134910 718 6,656 SH DEFINED 1 6,656
HARDINGE INC COM 41232430 4,914 144,400 SH DEFINED 1,2 144,400
HARLEY DAVIDSON INC COM 41282210 407,687 6,839,231 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,839,231
HARLEYSVILLE GROUP I COM 41282410 16,147 484,017 SH DEFINED 1,2 484,017
HARLEYSVILLE NATL CO COM 41285010 7,105 440,751 SH DEFINED 1,2 440,751
HARMAN INTL INDS INC COM 41308610 184,076 1,575,991 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,575,991
HARMONIC INC COM 41316010 10,680 1,204,104 SH DEFINED 1,2,5,6 1,204,104
HARRAHS ENTMT INC COM 41361910 643,725 7,550,145 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,550,145
HARRIS & HARRIS GROU COM 41383310 1,534 136,950 SH DEFINED 1 136,950
HARRIS CORP DEL COM 41387510 169,132 3,100,486 SH DEFINED 1,2,5,8,12 3,100,486
HARRIS INTERACTIVE I COM 41454910 5,955 1,113,090 SH DEFINED 1,2,6 1,113,090
HARRIS STRATEX NTWRK CL A 41457P10 6,181 343,779 SH DEFINED 1,2,5,6 343,779
HARSCO CORP COM 41586410 78,601 1,511,561 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,511,561
HARTE-HANKS INC COM 41619610 44,955 1,750,571 SH DEFINED 1,2,5,6 1,750,571
HARTFORD FINL SVCS G COM 41651510 1,618,141 16,426,157 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 16,426,157
HARTMARX CORP COM 41711910 215 27,004 SH DEFINED 1 27,004
HARVARD BIOSCIENCE I COM 41690610 99 18,932 SH DEFINED 1 18,932
HARVEST NATURAL RESO COM 41754V10 9,995 839,232 SH DEFINED 1,2,5 839,232
HASBRO INC COM 41805610 338,678 10,782,491 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 10,782,491
HAVERTY FURNITURE IN COM 41959610 3,622 310,391 SH DEFINED 1 310,391
HAWAIIAN ELEC INDUST COM 41987010 29,052 1,226,333 SH DEFINED 1,2,5 1,226,333
HAWAIIAN HOLDINGS IN COM 41987910 82 22,715 SH DEFINED 1 22,715
HAWK CORP CL A 42008910 191 14,000 SH DEFINED 1 14,000
HAWKINS INC COM 42026110 225 14,552 SH DEFINED 1 14,552
HAYES LEMMERZ INTL I COM NEW 42078130 6,774 1,266,236 SH DEFINED 1,2,5 1,266,236
HAYNES INTERNATIONAL COM NEW 42087720 12,173 144,179 SH DEFINED 1,2 144,179
HCC INS HLDGS INC COM 40413210 56,714 1,697,527 SH DEFINED 1,2,5 1,697,527
HDFC BANK LTD ADR REPS 3 40415F10 1,496 17,760 SH DEFINED 1,2,5 17,760
HEADWATERS INC NOTE 2.87 42210PAB 1,815 2,000,000 SH DEFINED 16 2,000,000
HEADWATERS INC COM 42210P10 23,252 1,346,385 SH DEFINED 1,2 1,346,385
HEALTH CARE PPTY INV COM 42191510 74,331 2,569,339 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 2,569,339
HEALTH CARE REIT INC COM 42217K10 29,033 719,340 SH DEFINED 1,2,3,5 719,340
HEALTH GRADES INC COM 42218Q10 364 55,901 SH DEFINED 1,5 55,901
HEALTH MGMT ASSOC IN CL A 42193310 63,504 5,590,177 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,590,177
HEALTH NET INC COM 42222G10 145,874 2,762,756 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,762,756
HEALTHCARE RLTY TR COM 42194610 21,345 768,347 SH DEFINED 1,2,3,5 768,347
HEALTHCARE SVCS GRP COM 42190610 11,355 384,925 SH DEFINED 1,2,6 384,925
HEALTHEXTRAS INC COM 42221110 18,253 617,057 SH DEFINED 1,2,6 617,057
HEALTHSOUTH CORP COM NEW 42192430 20,733 1,144,814 SH DEFINED 1,2,6 1,144,814
HEALTHSPRING INC COM 42224N10 22,363 1,173,320 SH DEFINED 1,2,16 1,173,320
HEALTHTRONICS INC COM 42222L10 314 72,282 SH DEFINED 1,2,5 72,282
HEALTHWAYS INC COM 42224510 29,103 614,386 SH DEFINED 1,2,5,6 614,386
HEARST-ARGYLE TELEVI COM 42231710 8,230 341,487 SH DEFINED 1,2,5,7 341,487
HEARTLAND EXPRESS IN COM 42234710 33,703 2,067,657 SH DEFINED 1,2,5,6 2,067,657
HEARTLAND FINL USA I COM 42234Q10 4,980 204,948 SH DEFINED 1 204,948
HEARTLAND PMT SYS IN COM 42235N10 5,783 197,169 SH DEFINED 1,2,6 197,169
HECLA MNG CO COM 42270410 24,014 2,811,958 SH DEFINED 1,2,5,6 2,811,958
HEELYS INC COM 42279M10 2,129 82,325 SH DEFINED 1,2,6 82,325
HEICO CORP NEW COM 42280610 19,527 464,053 SH DEFINED 1,2,5,6 464,053
HEICO CORP NEW CL A 42280620 972 27,658 SH DEFINED 1,2,6 27,658
HEIDRICK & STRUGGLES COM 42281910 23,371 456,106 SH DEFINED 1,2,5,6 456,106
HEINZ H J CO COM 42307410 477,899 10,067,388 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,067,388
HELEN OF TROY CORP L COM G4388N10 12,899 477,730 SH DEFINED 1,2,5 477,730
HELIX ENERGY SOLUTIO COM 42330P10 82,619 2,070,127 SH DEFINED 1,2,5,6,7 2,070,127
HELLENIC TELECOM ORG SPONSORED 42332530 956 61,487 SH DEFINED 1 61,487
HELMERICH & PAYNE IN COM 42345210 138,917 3,921,994 SH DEFINED 1,2,5,6 3,921,994
HEMISPHERX BIOPHARMA COM 42366C10 80 60,910 SH DEFINED 1,5 60,910
HENRY JACK & ASSOC I COM 42628110 50,170 1,948,337 SH DEFINED 1,2,5,6 1,948,337
HERBALIFE LTD COM USD SH G4412G10 16,407 413,799 SH DEFINED 1,2,5,6 413,799
HERCULES INC COM 42705610 137,286 6,986,574 SH DEFINED 1,2,5,6,10,13,14 6,986,574
HERCULES OFFSHORE IN COM 42709310 12,254 378,456 SH DEFINED 1,2,6 378,456
HERCULES TECH GROWTH COM 42709650 3,155 233,500 SH DEFINED 1 233,500
HERITAGE COMMERCE CO COM 42692710 4,101 173,203 SH DEFINED 1 173,203
HERLEY INDS INC DEL COM 42739810 230 14,060 SH DEFINED 1 14,060
HERSHA HOSPITALITY T SH BEN INT 42782510 15,296 1,294,112 SH DEFINED 1,2,3,5 1,294,112
HERSHEY CO COM 42786610 229,575 4,535,265 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,535,265
HERTZ GLOBAL HOLDING COM 42805T10 74,591 2,807,333 SH DEFINED 1,2,5,6,7,8,10,12,14 2,807,333
HESKA CORP COM 42805E10 26 11,100 SH DEFINED 1 11,100
HESS CORP COM 42809H10 454,940 7,716,083 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,716,083
HEWITT ASSOCS INC COM 42822Q10 39,605 1,237,671 SH DEFINED 1,2,5 1,237,671
HEWLETT PACKARD CO COM 42823610 4,852,497 108,751,610 SH DEFINED 1,2,5,6,7,8,10,12,13,14 108,751,610
HEXCEL CORP NEW COM 42829110 29,118 1,381,958 SH DEFINED 1,2,6 1,381,958
HFF INC CL A 40418F10 3,376 217,690 SH DEFINED 1,2 217,690
HI / FN INC COM 42835810 124 21,020 SH DEFINED 1 21,020
HIBBETT SPORTS INC COM 42856710 18,109 661,412 SH DEFINED 1,2,6 661,412
HICKORY TECH CORP COM 42906010 196 21,522 SH DEFINED 1,5 21,522
HIGHLAND HOSPITALITY COM 43014110 29,326 1,527,380 SH DEFINED 1,2,3,6 1,527,380
HIGHWOODS PPTYS INC COM 43128410 63,038 1,681,000 SH DEFINED 1,2,3,5 1,681,000
HILAND PARTNERS L P UT LTD PAR 43129110 343 6,302 SH DEFINED 1 6,302
HILB ROGAL & HOBBS C COM 43129410 28,988 676,346 SH DEFINED 1,2,5,6 676,346
HILLENBRAND INDS INC COM 43157310 80,418 1,237,196 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,237,196
HILTON HOTELS CORP COM 43284810 330,793 9,883,264 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 9,883,264
HITACHI LIMITED ADR 10 COM 43357850 1,551 21,919 SH DEFINED 1,2 21,919
HITTITE MICROWAVE CO COM 43365Y10 9,374 219,378 SH DEFINED 1,2,6 219,378
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
HKN INC COM 40420K10 105 10,416 SH DEFINED 1,5 10,416
HLTH CORPORATION COM 40422Y10 40,950 2,922,883 SH DEFINED 1,2,5,6,7,12,16 2,922,883
HMS HLDGS CORP COM 40425J10 4,322 225,827 SH DEFINED 1 225,827
HNI CORP COM 40425110 29,820 727,312 SH DEFINED 1,2,5,6 727,312
HOLLIS-EDEN PHARMACE COM 43590210 61 30,000 SH DEFINED 1,5 30,000
HOLLY CORP COM PAR $0 43575830 90,007 1,213,198 SH DEFINED 1,2,5,6 1,213,198
HOLLY ENERGY PARTNER COM UT LTD 43576310 562 11,049 SH DEFINED 1,2 11,049
HOLOGIC INC COM 43644010 45,547 823,492 SH DEFINED 1,2,5,6 823,492
HOME BANCSHARES INC COM 43689320 3,473 154,016 SH DEFINED 1 154,016
HOME DEPOT INC COM 43707610 2,303,384 58,535,809 SH DEFINED 1,2,5,6,7,8,10,12,13,14 58,535,809
HOME PROPERTIES INC COM 43730610 42,309 814,731 SH DEFINED 1,2,3,5 814,731
HOME SOLUTIONS AMER COM 43735510 3,778 631,801 SH DEFINED 1,5 631,801
HOMEBANC CORP GA COM 43738R10 171 135,030 SH DEFINED 1 135,030
HONDA MOTOR LTD AMERN SHS 43812830 1,965 54,159 SH DEFINED 1,2 54,159
HONEYWELL INTL INC COM 43851610 4,276,778 75,991,077 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 75,991,077
HOOKER FURNITURE COR COM 43903810 3,351 149,353 SH DEFINED 1 149,353
HOOPER HOLMES INC COM 43910410 273 81,372 SH DEFINED 1 81,372
HORACE MANN EDUCATOR COM 44032710 29,151 1,372,479 SH DEFINED 1,2,5 1,372,479
HORIZON FINL CORP WA COM 44041F10 5,334 244,796 SH DEFINED 1,2,5 244,796
HORIZON LINES INC COM 44044K10 25,324 773,025 SH DEFINED 1,2,5,6 773,025
HORIZON OFFSHORE INC COM NEW 44043J20 8,498 442,619 SH DEFINED 1,2,5 442,619
HORMEL FOODS CORP COM 44045210 62,974 1,686,044 SH DEFINED 1,2,5,12 1,686,044
HORNBECK OFFSHORE SV COM 44054310 25,935 669,118 SH DEFINED 1,2,5,16 669,118
HOSPIRA INC COM 44106010 171,509 4,393,158 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,393,158
HOSPITALITY PPTYS TR COM SH BEN 44106M10 125,549 3,026,010 SH DEFINED 1,2,3,5 3,026,010
HOST HOTELS & RESORT COM 44107P10 452,120 19,555,375 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 19,555,375
HOT TOPIC INC COM 44133910 12,642 1,163,037 SH DEFINED 1,2,5,6 1,163,037
HOUSEVALUES INC COM 44183Y10 98 21,540 SH DEFINED 1 21,540
HOUSTON WIRE & CABLE COM 44244K10 5,304 186,703 SH DEFINED 1,6 186,703
HOVNANIAN ENTERPRISE CL A 44248720 37,756 2,284,104 SH DEFINED 1,2,5 2,284,104
HOVNANIAN ENTERPRISE CL A 44248720 1,653 100,000 SH PUT DEFINED 16 100,000
HRPT PPTYS TR COM SH BEN 40426W10 98,455 9,466,844 SH DEFINED 1,2,3,5 9,466,844
HSBC HLDGS PLC SPON ADR N 40428040 16,481 179,585 SH DEFINED 1,2 179,585
HUB GROUP INC CL A 44332010 56,410 1,604,386 SH DEFINED 1,2,6 1,604,386
HUBBELL INC CL B 44351020 49,007 903,849 SH DEFINED 1,2,5,6 903,849
HUDSON CITY BANCORP COM 44368310 158,822 12,996,906 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,996,906
HUDSON HIGHLAND GROU COM 44379210 9,504 444,297 SH DEFINED 1,2,5,6 444,297
HUGHES COMMUNICATION COM 44439810 3,714 71,168 SH DEFINED 1,2,6 71,168
HUGOTON RTY TR TEX UNIT BEN I 44471710 1,279 50,707 SH DEFINED 1,2,5 50,707
HUMAN GENOME SCIENCE COM 44490310 21,548 2,415,720 SH DEFINED 1,2,5,6,8 2,415,720
HUMANA INC COM 44485910 426,307 6,998,970 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 6,998,970
HUMANA INC COM 44485910 1,827 30,000 SH CALL DEFINED 16 30,000
HUNGARIAN TEL & CABL COM 44554210 284 14,200 SH DEFINED 1,7 14,200
HUNT J B TRANS SVCS COM 44565810 46,072 1,571,362 SH DEFINED 1,2,5,12 1,571,362
HUNTINGTON BANCSHARE COM 44615010 190,156 8,362,162 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,362,162
HUNTSMAN CORP COM 44701110 29,824 1,226,801 SH DEFINED 1,2,5 1,226,801
HURCO COMPANIES INC COM 44732410 2,907 58,170 SH DEFINED 1,5 58,170
HURON CONSULTING GRO COM 44746210 21,057 288,407 SH DEFINED 1,2,5,6 288,407
HUTCHINSON TECHNOLOG COM 44840710 7,921 421,088 SH DEFINED 1,2,5 421,088
HUTTIG BLDG PRODS IN COM 44845110 176 23,247 SH DEFINED 1,5 23,247
HYPERCOM CORP COM 44913M10 4,493 760,187 SH DEFINED 1,2 760,187
HYPERDYNAMICS CORP COM 44895410 38 12,200 SH DEFINED 1 12,200
HYTHIAM INC COM 44919F10 3,424 395,878 SH DEFINED 1 395,878
I D SYSTEMS INC COM 44948910 129 10,060 SH DEFINED 1,5 10,060
I2 TECHNOLOGIES INC COM NEW 46575420 6,015 322,687 SH DEFINED 1,2,5 322,687
IAC INTERACTIVECORP COM NEW 44919P30 178,572 5,159,540 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,159,540
IBASIS INC COM NEW 45073220 3,483 346,576 SH DEFINED 1 346,576
IBERIABANK CORP COM 45082810 9,117 184,361 SH DEFINED 1,2,5 184,361
ICAD INC COM 44934S10 61 14,758 SH DEFINED 1,2 14,758
ICICI BK LTD ADR 45104G10 12,710 258,591 SH DEFINED 1,2,5,7 258,591
ICO GLOBAL COMM HLDG CL A 44930K10 4,073 1,170,348 SH DEFINED 1,2 1,170,348
ICO INC NEW COM 44929310 347 32,800 SH DEFINED 1 32,800
ICONIX BRAND GROUP I COM 45105510 15,036 676,687 SH DEFINED 1,2,5,6 676,687
ICT GROUP INC COM 44929Y10 1,837 98,196 SH DEFINED 1 98,196
ICU MED INC COM 44930G10 10,672 248,525 SH DEFINED 1,2,6 248,525
IDACORP INC COM 45110710 41,673 1,300,646 SH DEFINED 1,2,5,6 1,300,646
IDAHO GEN MINES INC COM 45127230 2,700 425,800 SH DEFINED 1 425,800
IDEARC INC COM 45166310 78,136 2,211,600 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,211,600
IDENIX PHARMACEUTICA COM 45166R20 1,936 328,185 SH DEFINED 1,2,6 328,185
IDERA PHARMACEUTICAL COM NEW 45168K30 94 13,164 SH DEFINED 1 13,164
IDEX CORP COM 45167R10 31,336 813,072 SH DEFINED 1,2,5 813,072
IDEXX LABS INC COM 45168D10 34,370 363,204 SH DEFINED 1,2,5,6 363,204
IDT CORP CL B 44894730 8,338 807,901 SH DEFINED 1,2 807,901
I-FLOW CORP COM NEW 44952030 5,187 309,846 SH DEFINED 1,2 309,846
IGATE CORP COM 45169U10 2,359 294,190 SH DEFINED 1 294,190
IHOP CORP COM 44962310 15,765 289,630 SH DEFINED 1,2 289,630
IHS INC CL A 45173410 26,057 566,447 SH DEFINED 1,2,6 566,447
II VI INC COM 90210410 10,904 401,331 SH DEFINED 1,2,6 401,331
IKANOS COMMUNICATION COM 45173E10 128 16,874 SH DEFINED 1 16,874
IKON OFFICE SOLUTION COM 45171310 224,164 14,360,293 SH DEFINED 1,2,5,6 14,360,293
ILLINOIS TOOL WKS IN COM 45230810 656,451 12,113,869 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,113,869
ILLUMINA INC COM 45232710 30,230 744,755 SH DEFINED 1,2,6 744,755
IMATION CORP COM 45245A10 36,632 993,805 SH DEFINED 1,2,5 993,805
IMCLONE SYS INC COM 45245W10 122,505 3,464,515 SH DEFINED 1,2,5,7,12 3,464,515
IMERGENT INC COM 45247Q10 3,930 160,687 SH DEFINED 1,5 160,687
IMMERSION CORP COM 45252110 4,732 315,904 SH DEFINED 1,5 315,904
IMMTECH PHARMACEUTIC COM 45251910 89 11,000 SH DEFINED 1 11,000
IMMUCOR INC COM 45252610 35,942 1,285,015 SH DEFINED 1,2,6 1,285,015
IMMUNOGEN INC COM 45253H10 285 51,410 SH DEFINED 1,5 51,410
IMMUNOMEDICS INC COM 45290710 2,546 613,493 SH DEFINED 1,5 613,493
IMPAC MTG HLDGS INC COM 45254P10 7,751 1,681,442 SH DEFINED 1,2 1,681,442
IMPERIAL CHEM INDS P ADR NEW 45270450 976 19,652 SH DEFINED 1 19,652
IMPERIAL OIL LTD COM NEW 45303840 2,372 51,086 SH DEFINED 1,16 51,086
IMPERIAL SUGAR CO NE COM NEW 45309620 5,490 178,300 SH DEFINED 1,2 178,300
IMPERIAL TOBACCO GRO SPONSORED 45314210 1,162 12,598 SH DEFINED 1 12,598
IMS HEALTH INC COM 44993410 233,617 7,270,978 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 7,270,978
INCYTE CORP COM 45337C10 8,821 1,470,210 SH DEFINED 1,2,5,6 1,470,210
INDEPENDENCE HLDG CO COM NEW 45344030 1,532 74,985 SH DEFINED 1,2 74,985
INDEPENDENT BANK COR COM 45383610 8,110 274,550 SH DEFINED 1,2,5 274,550
INDEPENDENT BANK COR COM 45383810 7,830 454,962 SH DEFINED 1,2 454,962
INDEVUS PHARMACEUTIC COM 45407210 5,264 782,219 SH DEFINED 1,5 782,219
INDYMAC BANCORP INC COM 45660710 35,602 1,220,489 SH DEFINED 1,2,5 1,220,489
INERGY HLDGS L P COM 45661Q10 693 13,623 SH DEFINED 1,2 13,623
INERGY L P UNIT LTD P 45661510 1,801 49,738 SH DEFINED 1,2 49,738
INFINEON TECHNOLOGIE SPONSORED 45662N10 342 20,677 SH DEFINED 1,2 20,677
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
INFINITY PPTY & CAS COM 45665Q10 25,048 493,753 SH DEFINED 1,2,5 493,753
INFOCROSSING INC COM 45664X10 5,486 297,001 SH DEFINED 1 297,001
INFOCUS CORP COM 45665B10 91 40,721 SH DEFINED 1,5 40,721
INFORMATICA CORP COM 45666Q10 19,775 1,338,878 SH DEFINED 1,2,5,6 1,338,878
INFORMATION SERVICES COM 45675Y10 2,404 314,212 SH DEFINED 1 314,212
INFORTE CORP COM 45677R10 55 13,074 SH DEFINED 1 13,074
INFOSPACE INC COM NEW 45678T20 14,626 630,150 SH DEFINED 1,2,6 630,150
INFOSYS TECHNOLOGIES SPONSORED 45678810 32,623 647,545 SH DEFINED 1,2,4,5 647,545
INFOUSA INC NEW COM 45681830 12,466 1,219,802 SH DEFINED 1,2 1,219,802
INFRASOURCE SVCS INC COM 45684P10 19,301 520,243 SH DEFINED 1,2,6 520,243
ING GROEP N V SPONSORED 45683710 5,728 130,262 SH DEFINED 1,2 130,262
INGERSOLL-RAND COMPA CL A G4776G10 417,737 7,620,155 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,620,155
INGLES MKTS INC CL A 45703010 7,434 215,795 SH DEFINED 1,2,5 215,795
INGRAM MICRO INC CL A 45715310 122,579 5,646,177 SH DEFINED 1,2,5,7 5,646,177
INLAND REAL ESTATE C COM NEW 45746120 25,357 1,493,334 SH DEFINED 1,2,3 1,493,334
INNERWORKINGS INC COM 45773Y10 3,625 226,284 SH DEFINED 1,2,6 226,284
INNKEEPERS USA TR COM 4576J010 28,385 1,600,967 SH DEFINED 1,2,3,5 1,600,967
INNODATA ISOGEN INC COM NEW 45764220 69 17,200 SH DEFINED 1 17,200
INNOPHOS HOLDINGS IN COM 45774N10 2,775 194,032 SH DEFINED 1 194,032
INNOSPEC INC COM 45768S10 25,635 432,956 SH DEFINED 1,2,5,6 432,956
INNOTRAC CORP COM 45767M10 26 11,000 SH DEFINED 1 11,000
INNOVATIVE SOLUTIONS COM 45769N10 4,221 181,780 SH DEFINED 1,2 181,780
INNOVEX INC COM 45764710 54 33,483 SH DEFINED 1,5 33,483
INPHONIC INC COM 45772G10 2,056 439,375 SH DEFINED 1,6 439,375
INPUT/OUTPUT INC COM 45765210 15,655 1,002,898 SH DEFINED 1,2,6 1,002,898
INSIGHT ENTERPRISES COM 45765U10 21,802 965,970 SH DEFINED 1,2,5 965,970
INSITE VISION INC COM 45766010 107 71,003 SH DEFINED 1,2,5 71,003
INSITUFORM TECHNOLOG CL A 45766710 9,595 439,921 SH DEFINED 1,2 439,921
INSMED INC COM NEW 45766920 85 105,202 SH DEFINED 1,5 105,202
INSPIRE PHARMACEUTIC COM 45773310 392 62,085 SH DEFINED 1,5 62,085
INSTEEL INDUSTRIES I COM 45774W10 4,065 225,851 SH DEFINED 1,5 225,851
INSULET CORP COM 45784P10 210 14,800 SH DEFINED 1 14,800
INTEGRA BK CORP COM 45814P10 12,673 590,255 SH DEFINED 1,2 590,255
INTEGRA LIFESCIENCES COM NEW 45798520 35,645 721,262 SH DEFINED 1,2,6,16 721,262
INTEGRAL SYS INC MD COM 45810H10 3,649 150,111 SH DEFINED 1 150,111
INTEGRATED DEVICE TE COM 45811810 47,132 3,086,555 SH DEFINED 1,2,5 3,086,555
INTEGRATED ELECTRICA COM 45811E30 8,491 257,551 SH DEFINED 1,2,5 257,551
INTEGRATED SILICON S COM 45812P10 247 39,264 SH DEFINED 1,5 39,264
INTEGRITY BANCSHARES COM 45818G10 127 19,189 SH DEFINED 1 19,189
INTEGRYS ENERGY GROU COM 45822P10 117,544 2,317,059 SH DEFINED 1,2,5,6,10,13,14 2,317,059
INTEL CORP COM 45814010 4,001,246 168,544,486 SH DEFINED 1,2,5,6,7,8,10,12,13,14 168,544,486
INTER PARFUMS INC COM 45833410 2,164 81,303 SH DEFINED 1 81,303
INTER TEL INC COM 45837210 9,101 380,304 SH DEFINED 1,2 380,304
INTERACTIVE BROKERS COM 45841N10 15,521 572,101 SH DEFINED 1,2 572,101
INTERACTIVE DATA COR COM 45840J10 21,870 816,671 SH DEFINED 1,2,5 816,671
INTERACTIVE INTELLIG COM 45839M10 2,790 135,419 SH DEFINED 1,5 135,419
INTERCONTINENTAL HTL SPONS ADR 45857P30 391 15,789 SH DEFINED 1 15,789
INTERCONTINENTALEXCH COM 45865V10 105,751 715,256 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 715,256
INTERDIGITAL COMMUNI COM 45866A10 4,902 152,364 SH DEFINED 1,2,5,6,16 152,364
INTERFACE INC CL A 45866510 15,629 828,696 SH DEFINED 1,2,5,6 828,696
INTERLEUKIN GENETICS COM 45873810 27 14,900 SH DEFINED 1 14,900
INTERLINE BRANDS INC COM 45874310 11,484 440,353 SH DEFINED 1,2 440,353
INTERMEC INC COM 45878610 19,704 778,510 SH DEFINED 1,2,5,6 778,510
INTERMUNE INC COM 45884X10 14,487 558,478 SH DEFINED 1,2,5,6 558,478
INTERNAP NETWORK SVC COM PAR $. 45885A30 8,311 576,324 SH DEFINED 1,2,5,6 576,324
INTERNATIONAL BANCSH COM 45904410 22,208 866,835 SH DEFINED 1,2,5 866,835
INTERNATIONAL BUSINE COM 45920010 6,509,395 61,846,982 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 61,846,982
INTERNATIONAL COAL G COM 45928H10 10,767 1,800,421 SH DEFINED 1,2,6 1,800,421
INTERNATIONAL FLAVOR COM 45950610 124,066 2,379,475 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,379,475
INTERNATIONAL GAME T COM 45990210 333,424 8,398,586 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,398,586
INTERNATIONAL PWR PL SPONSORED 46018M10 813 9,492 SH DEFINED 1 9,492
INTERNATIONAL RECTIF COM 46025410 50,051 1,343,302 SH DEFINED 1,2,5 1,343,302
INTERNATIONAL SHIPHO COM NEW 46032120 203 10,100 SH DEFINED 1 10,100
INTERNATIONAL SPEEDW CL A 46033520 59,167 1,122,501 SH DEFINED 1,2,5 1,122,501
INTERNET CAP GROUP I COM NEW 46059C20 7,512 605,828 SH DEFINED 1,2 605,828
INTERPHARM HLDGS INC COM 46058810 13 10,400 SH DEFINED 1 10,400
INTERPOOL INC COM 46062R10 4,533 168,505 SH DEFINED 1,2 168,505
INTERPUBLIC GROUP CO COM 46069010 129,349 11,346,392 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,346,392
INTERPUBLIC GROUP CO COM 46069010 1,140 100,000 SH PUT DEFINED 16 100,000
INTERSIL CORP CL A 46069S10 87,096 2,768,472 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,768,472
INTERSTATE HOTELS & COM 46088S10 888 170,043 SH DEFINED 1,2,5 170,043
INTERVEST BANCSHARES CL A 46092710 403 14,300 SH DEFINED 1,2 14,300
INTERVOICE INC NEW COM 46114210 4,515 541,992 SH DEFINED 1,2,5,6 541,992
INTERWOVEN INC COM NEW 46114T50 15,930 1,134,625 SH DEFINED 1,2,5,6 1,134,625
INTEVAC INC COM 46114810 11,748 552,566 SH DEFINED 1,2,5 552,566
INTL PAPER CO COM 46014610 968,117 24,791,730 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,791,730
INTL SECS EXCHANGE H CL A 46031W20 34,891 533,908 SH DEFINED 1,2,5,6 533,908
INTRICON CORP COM 46121H10 74 10,850 SH DEFINED 1 10,850
INTROGEN THERAPEUTIC COM 46119F10 46 12,855 SH DEFINED 1 12,855
INTUIT COM 46120210 314,700 10,462,089 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,462,089
INTUITIVE SURGICAL I COM NEW 46120E60 90,040 648,841 SH DEFINED 1,2,5 648,841
INVACARE CORP COM 46120310 8,884 484,656 SH DEFINED 1,2,5 484,656
INVENTIV HEALTH INC COM 46122E10 17,537 479,022 SH DEFINED 1,2,6 479,022
INVERNESS MED INNOVA COM 46126P10 33,053 647,840 SH DEFINED 1,2,5,6 647,840
INVESCO PLC SPONSORED 46127U10 332 12,862 SH DEFINED 1 12,862
INVESTMENT TECHNOLOG COM 46145F10 26,640 614,813 SH DEFINED 1,2,5 614,813
INVESTOOLS INC COM 46145P10 9,056 909,213 SH DEFINED 1,2,5,6 909,213
INVESTORS BANCORP IN COM 46146P10 10,084 750,844 SH DEFINED 1,2,6 750,844
INVESTORS FINL SERVI COM 46191510 71,316 1,156,411 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,156,411
INVESTORS REAL ESTAT SH BEN INT 46173010 8,411 814,203 SH DEFINED 1,2,3,5 814,203
INVESTORS TITLE CO COM 46180410 223 4,400 SH DEFINED 1 4,400
INVITROGEN CORP COM 46185R10 75,457 1,023,151 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 1,023,151
IOMEGA CORP COM NEW 46203030 339 72,871 SH DEFINED 1,5 72,871
IONATRON INC COM 46207010 1,397 358,190 SH DEFINED 1,2,6 358,190
IOWA TELECOMM SERVIC COM 46259420 13,344 587,050 SH DEFINED 1,2 587,050
IPASS INC COM 46261V10 6,349 1,171,341 SH DEFINED 1,2,6 1,171,341
IPC HLDGS LTD ORD G4933P10 30,915 957,424 SH DEFINED 1,2,5 957,424
IPCS INC COM NEW 44980Y30 7,780 229,699 SH DEFINED 1,2,6 229,699
IPG PHOTONICS CORP COM 44980X10 2,418 121,214 SH DEFINED 1,2,6 121,214
IRELAND BK SPONSORED 46267Q10 938 11,553 SH DEFINED 1 11,553
IRIS INTL INC COM 46270W10 271 16,115 SH DEFINED 1 16,115
IROBOT CORP COM 46272610 3,237 163,055 SH DEFINED 1,2,6 163,055
IRON MTN INC COM 46284610 64,520 2,469,205 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,469,205
IRSA INVERSIONES Y R GLOBL DEP 45004720 1,007 54,448 SH DEFINED 1,5 54,448
IRVINE SENSORS CORP COM NEW 46366450 17 11,424 SH DEFINED 1 11,424
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
IRWIN FINL CORP COM 46411910 11,613 775,740 SH DEFINED 1,2 775,740
ISHARES INC MSCI CDA I 46428650 1,732 57,996 SH DEFINED 1 57,996
ISHARES TR FTSE XNHUA 46428718 9,664 75,000 SH PUT DEFINED 16 75,000
ISHARES TR MSCI EMERG 46428723 4,486 34,078 SH DEFINED 1 34,078
ISHARES TR MSCI EAFE 46428746 22,102 273,640 SH DEFINED 1 273,640
ISHARES TR RUSSELL 20 46428765 2,134 25,720 SH DEFINED 1 25,720
ISHARES TR RUSSELL 20 46428765 33,184 400,000 SH CALL DEFINED 1 400,000
ISHARES TR RUSSELL 20 46428765 125,751 1,515,800 SH PUT DEFINED 1,16 1,515,800
ISHARES TR RUSSELL 30 46428768 733 8,426 SH DEFINED 1 8,426
ISILON SYS INC COM 46432L10 1,548 100,357 SH DEFINED 1,2,6 100,357
ISIS PHARMACEUTICALS COM 46433010 14,930 1,542,331 SH DEFINED 1,2,5,6 1,542,331
ISLE OF CAPRI CASINO COM 46459210 6,053 252,619 SH DEFINED 1,2,5,6 252,619
ISOLAGEN INC COM 46488N10 381 89,657 SH DEFINED 1,2,5 89,657
ISTA PHARMACEUTICALS COM NEW 45031X20 197 26,700 SH DEFINED 1 26,700
ISTAR FINL INC COM 45031U10 81,567 1,840,005 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,840,005
ITC HLDGS CORP COM 46568510 21,756 535,466 SH DEFINED 1,2 535,466
ITLA CAP CORP COM 45056510 7,852 150,654 SH DEFINED 1,2 150,654
I-TRAX INC COM NEW 45069D20 219 52,620 SH DEFINED 1,5 52,620
ITRON INC COM 46574110 38,950 499,741 SH DEFINED 1,2,6 499,741
ITT CORP NEW COM 45091110 330,022 4,833,367 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,833,367
ITT EDUCATIONAL SERV COM 45068B10 200,412 1,707,375 SH DEFINED 1,2,5,6,7,13 1,707,375
IVANHOE MINES LTD COM 46579N10 593 41,631 SH DEFINED 1,16 41,631
IXIA COM 45071R10 6,041 652,373 SH DEFINED 1,2,6 652,373
IXYS CORP COM 46600W10 3,046 364,746 SH DEFINED 1,5,6 364,746
J & J SNACK FOODS CO COM 46603210 10,591 280,624 SH DEFINED 1,2 280,624
J ALEXANDER CORP COM 46609610 233 16,100 SH DEFINED 1 16,100
J CREW GROUP INC COM 46612H40 29,663 548,405 SH DEFINED 1,2,6 548,405
J2 GLOBAL COMMUNICAT COM NEW 46626E20 34,939 1,001,127 SH DEFINED 1,2,6 1,001,127
JABIL CIRCUIT INC COM 46631310 115,346 5,226,378 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,226,378
JACK IN THE BOX INC COM 46636710 46,405 654,148 SH DEFINED 1,2,5,6 654,148
JACKSON HEWITT TAX S COM 46820210 12,872 457,931 SH DEFINED 1,2,6 457,931
JACLYN INC COM 46977210 166 14,600 SH DEFINED 1 14,600
JACO ELECTRS INC COM 46978310 45 19,600 SH DEFINED 1 19,600
JACOBS ENGR GROUP IN COM 46981410 130,954 2,277,058 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,277,058
JAKKS PAC INC COM 47012E10 17,339 616,164 SH DEFINED 1,2 616,164
JAMBA INC COM 47023A10 5,996 655,995 SH DEFINED 1,2,6 655,995
JAMES HARDIE INDS N SPONSORED 47030M10 439 11,935 SH DEFINED 1 11,935
JAMES RIV GROUP INC COM 47035910 4,202 126,442 SH DEFINED 1,2 126,442
JAMES RIVER COAL CO COM NEW 47035520 213 16,420 SH DEFINED 1 16,420
JANUS CAP GROUP INC COM 47102X10 151,118 5,428,099 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,428,099
JARDEN CORP COM 47110910 95,303 2,215,823 SH DEFINED 1,2,5,6,16 2,215,823
JAVELIN PHARMACEUTIC COM 47189410 2,482 400,966 SH DEFINED 1 400,966
JDA SOFTWARE GROUP I COM 46612K10 8,142 414,767 SH DEFINED 1,2 414,767
JDS UNIPHASE CORP COM PAR $0 46612J50 80,468 5,991,643 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,991,643
JEFFERIES GROUP INC COM 47231910 45,999 1,704,930 SH DEFINED 1,2,5 1,704,930
JER INVT TR INC COM 46614H30 8,431 562,087 SH DEFINED 1,2 562,087
JETBLUE AWYS CORP COM 47714310 43,281 3,683,520 SH DEFINED 1,2,5,6 3,683,520
JETBLUE AWYS CORP COM 47714310 3,525 300,000 SH PUT DEFINED 16 300,000
JO-ANN STORES INC COM 47758P30 19,231 676,421 SH DEFINED 1,2,16 676,421
JOHNSON & JOHNSON COM 47816010 7,729,826 125,443,462 SH DEFINED 1,2,5,6,7,8,10,12,13,14 125,443,462
JOHNSON CTLS INC COM 47836610 559,658 4,834,222 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,834,222
JONES APPAREL GROUP COM 48007410 85,926 3,041,642 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,041,642
JONES LANG LASALLE I COM 48020Q10 56,550 498,240 SH DEFINED 1,2,5,6 498,240
JONES SODA CO COM 48023P10 4,524 322,648 SH DEFINED 1,2,5,6 322,648
JOS A BANK CLOTHIERS COM 48083810 19,848 478,622 SH DEFINED 1,2,5,6,16 478,622
JOURNAL COMMUNICATIO CL A 48113010 12,138 933,011 SH DEFINED 1,2 933,011
JOURNAL REGISTER CO COM 48113810 291 65,050 SH DEFINED 1,2,5 65,050
JOY GLOBAL INC COM 48116510 144,085 2,470,164 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,470,164
JP MORGAN CHASE & CO COM 46625H10 5,273,749 108,849,305 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 108,849,305
JUNIPER NETWORKS INC COM 48203R10 372,763 14,809,808 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,809,808
JUPITERMEDIA CORP COM 48207D10 252 34,565 SH DEFINED 1,2,6 34,565
K TRON INTL INC COM 48273010 398 3,960 SH DEFINED 1,5 3,960
K V PHARMACEUTICAL C CL A 48274020 13,415 492,482 SH DEFINED 1,2,5,6 492,482
K2 INC COM 48273210 11,302 744,023 SH DEFINED 1,2 744,023
KADANT INC COM 48282T10 8,665 277,740 SH DEFINED 1,2 277,740
KAISER ALUMINUM CORP COM PAR $0 48300770 14,218 195,094 SH DEFINED 1,2,6 195,094
KAMAN CORP COM 48354810 19,323 619,538 SH DEFINED 1,2 619,538
KANSAS CITY LIFE INS COM 48483610 5,008 107,653 SH DEFINED 1,2 107,653
KANSAS CITY SOUTHERN COM NEW 48517030 44,305 1,180,199 SH DEFINED 1,2,5,6 1,180,199
KAYDON CORP COM 48658710 21,734 416,991 SH DEFINED 1,2,5 416,991
KAYNE ANDERSON ENERG COM 48660Q10 2,651 105,300 SH DEFINED 1 105,300
KB HOME COM 48666K10 101,183 2,570,041 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,570,041
KBR INC COM 48242W10 62,216 2,371,941 SH DEFINED 1,2,5 2,371,941
KBW INC COM 48242310 12,346 420,231 SH DEFINED 1,2,6 420,231
KEARNY FINL CORP COM 48716910 4,505 334,176 SH DEFINED 1,2 334,176
KEITHLEY INSTRS INC COM 48758410 249 19,824 SH DEFINED 1 19,824
KELLOGG CO COM 48783610 375,264 7,245,871 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,245,871
KELLWOOD CO COM 48804410 16,513 587,245 SH DEFINED 1,2,5 587,245
KELLY SVCS INC CL A 48815220 13,077 476,218 SH DEFINED 1,2,5,6 476,218
KEMET CORP COM 48836010 14,232 2,018,672 SH DEFINED 1,2,5 2,018,672
KENDLE INTERNATIONAL COM 48880L10 6,281 170,828 SH DEFINED 1,6 170,828
KENEXA CORP COM 48887910 11,274 298,965 SH DEFINED 1,2,5,6 298,965
KENNAMETAL INC COM 48917010 50,615 617,033 SH DEFINED 1,2,5 617,033
KENSEY NASH CORP COM 49005710 8,023 299,255 SH DEFINED 1,2 299,255
KERYX BIOPHARMACEUTI COM 49251510 5,604 573,562 SH DEFINED 1,2,6 573,562
KEY TECHNOLOGY INC COM 49314310 363 16,200 SH DEFINED 1,2 16,200
KEYCORP NEW COM 49326710 374,119 10,897,730 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,897,730
KEYNOTE SYS INC COM 49330810 3,105 189,311 SH DEFINED 1 189,311
KEYSPAN CORP COM 49337W10 279,513 6,658,243 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,658,243
KEYSTONE AUTOMOTIVE COM 49338N10 9,031 218,291 SH DEFINED 1,2,6 218,291
KFORCE INC COM 49373210 12,972 811,785 SH DEFINED 1,2,5,6 811,785
KILROY RLTY CORP COM 49427F10 43,507 614,156 SH DEFINED 1,2,3,5 614,156
KIMBALL INTL INC CL B 49427410 8,818 629,413 SH DEFINED 1,2,5 629,413
KIMBERLY CLARK CORP COM 49436810 947,134 14,159,573 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,159,573
KIMCO REALTY CORP COM 49446R10 299,236 7,860,162 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 7,860,162
KINDER MORGAN ENERGY UT LTD PAR 49455010 8,228 149,091 SH DEFINED 1,2 149,091
KINDER MORGAN MANAGE SHS 49455U10 3,785 72,936 SH DEFINED 1,2,5 72,936
KINDRED HEALTHCARE I COM 49458010 23,352 760,149 SH DEFINED 1,2,5 760,149
KINETIC CONCEPTS INC COM NEW 49460W20 206,568 3,974,760 SH DEFINED 1,2,5,12 3,974,760
KING PHARMACEUTICALS COM 49558210 285,809 13,969,175 SH DEFINED 1,2,5,6,7,10,12,13,14 13,969,175
KINROSS GOLD CORP COM NO PAR 49690240 484 41,439 SH DEFINED 1,13 41,439
KIRBY CORP COM 49726610 27,011 703,599 SH DEFINED 1,2,5,6 703,599
KIRKLANDS INC COM 49749810 88 23,094 SH DEFINED 1 23,094
KITE RLTY GROUP TR COM 49803T10 12,280 645,660 SH DEFINED 1,2,3,5 645,660
KKR FINANCIAL HLDGS COM 48248A30 3,284 131,820 SH DEFINED 1,2 131,820
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
KLA-TENCOR CORP COM 48248010 286,471 5,213,303 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,213,303
KMG AMER CORP COM 48256310 174 33,100 SH DEFINED 1 33,100
KNBT BANCORP INC COM 48292110 7,197 489,607 SH DEFINED 1,2 489,607
KNIGHT CAPITAL GROUP CL A 49900510 28,025 1,688,275 SH DEFINED 1,2,5,6 1,688,275
KNIGHT TRANSN INC COM 49906410 20,395 1,052,362 SH DEFINED 1,2,5,6 1,052,362
KNIGHTSBRIDGE TANKER ORD G5299G10 5,674 185,965 SH DEFINED 1,5 185,965
KNOLL INC COM NEW 49890420 18,022 804,533 SH DEFINED 1,2,6 804,533
KNOLOGY INC COM 49918380 6,441 370,787 SH DEFINED 1,2,5,6 370,787
KNOT INC COM 49918410 6,360 315,032 SH DEFINED 1,2,5,6 315,032
KOHLBERG CAPITAL COR COM 50023310 3,194 172,206 SH DEFINED 1 172,206
KOHLS CORP COM 50025510 716,628 10,089,085 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,089,085
KOMAG INC COM NEW 50045320 19,922 624,724 SH DEFINED 1,2,5,6,16 624,724
KOMAG INC COM NEW 50045320 1,276 40,000 SH CALL DEFINED 16 40,000
KONINKLIJKE AHOLD N SPON ADR N 50046730 783 62,543 SH DEFINED 1 62,543
KONINKLIJKE PHILIPS NY REG SH 50047230 3,291 77,764 SH DEFINED 1,2 77,764
KOOKMIN BK NEW SPONSORED 50049M10 80,024 912,267 SH DEFINED 1,2,4,5 912,267
KOPIN CORP COM 50060010 479 122,859 SH DEFINED 1,5 122,859
KOPPERS HOLDINGS INC COM 50060P10 6,947 206,253 SH DEFINED 1,2 206,253
KOREA ELECTRIC PWR SPONSORED 50063110 1,882 85,939 SH DEFINED 1,2 85,939
KORN FERRY INTL COM NEW 50064320 31,975 1,217,629 SH DEFINED 1,2,5,6 1,217,629
KOSAN BIOSCIENCES IN COM 50064W10 2,178 417,312 SH DEFINED 1,2,5 417,312
KRAFT FOODS INC CL A 50075N10 2,053,110 58,244,265 SH DEFINED 1,2,5,6,7,8,10,12,13,14 58,244,265
KRISPY KREME DOUGHNU COM 50101410 7,932 856,577 SH DEFINED 1,2,5,6 856,577
KROGER CO COM 50104410 672,208 23,896,498 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,896,498
KRONOS WORLDWIDE INC COM 50105F10 1,218 48,246 SH DEFINED 1,2 48,246
K-SWISS INC CL A 48268610 21,949 774,759 SH DEFINED 1,2,6 774,759
KT CORP SPONSORED 48268K10 495 21,104 SH DEFINED 1,2,5 21,104
KUBOTA CORP ADR 50117320 683 16,870 SH DEFINED 1 16,870
KULICKE & SOFFA INDS COM 50124210 9,318 889,947 SH DEFINED 1,2,5,6 889,947
KVH INDS INC COM 48273810 159 18,126 SH DEFINED 1 18,126
KYOCERA CORP ADR 50155620 1,359 12,892 SH DEFINED 1,2 12,892
KYPHON INC COM 50157710 35,094 728,847 SH DEFINED 1,2,5,6 728,847
L S B BANCSHARES N C COM 50215810 142 10,400 SH DEFINED 1 10,400
L-1 IDENTITY SOLUTIO COM 50212A10 17,277 844,828 SH DEFINED 1,2,6 844,828
L-3 COMMUNICATIONS H COM 50242410 297,454 3,054,252 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 3,054,252
LA Z BOY INC COM 50533610 17,543 1,530,842 SH DEFINED 1,2,5 1,530,842
LABOR READY INC COM NEW 50540120 26,569 1,149,691 SH DEFINED 1,2,5,6,16 1,149,691
LABORATORY CORP AMER COM NEW 50540R40 306,841 3,920,792 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,920,792
LABRANCHE & CO INC COM 50544710 11,443 1,550,567 SH DEFINED 1,2,5,6 1,550,567
LACLEDE GROUP INC COM 50559710 12,931 405,623 SH DEFINED 1,2,5 405,623
LADENBURG THALMAN FI COM 50575Q10 2,014 875,821 SH DEFINED 1 875,821
LADISH INC COM NEW 50575420 9,391 218,399 SH DEFINED 1,2 218,399
LAFARGE COPPEE S A SPON ADR N 50586140 942 20,690 SH DEFINED 1 20,690
LAIDLAW INTL INC COM 50730R10 25,739 744,992 SH DEFINED 1,2,5 744,992
LAKELAND BANCORP INC COM 51163710 5,392 405,387 SH DEFINED 1,2 405,387
LAKELAND FINL CORP COM 51165610 4,317 202,963 SH DEFINED 1,2 202,963
LAKELAND INDS INC COM 51179510 145 10,433 SH DEFINED 1 10,433
LAKES ENTMNT INC COM 51206P10 3,491 295,586 SH DEFINED 1,2,5 295,586
LAM RESEARCH CORP COM 51280710 321,123 6,247,525 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,247,525
LAMAR ADVERTISING CO CL A 51281510 80,206 1,277,972 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,277,972
LAMSON & SESSIONS CO COM 51369610 5,670 213,392 SH DEFINED 1,5 213,392
LAN AIRLINES S A SPONSORED 50172310 5,964 70,876 SH DEFINED 1,5 70,876
LANCASTER COLONY COR COM 51384710 20,080 479,351 SH DEFINED 1,2,5 479,351
LANCE INC COM 51460610 11,296 479,437 SH DEFINED 1,2 479,437
LANDAMERICA FINL GRO COM 51493610 33,859 350,907 SH DEFINED 1,2,5 350,907
LANDAUER INC COM 51476K10 8,532 173,239 SH DEFINED 1,2 173,239
LANDEC CORP COM 51476610 2,808 209,562 SH DEFINED 1 209,562
LANDRYS RESTAURANTS COM 51508L10 8,783 290,266 SH DEFINED 1,2 290,266
LANDSTAR SYS INC COM 51509810 40,173 832,605 SH DEFINED 1,2,5,6,7 832,605
LAS VEGAS SANDS CORP COM 51783410 104,962 1,374,024 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,374,024
LASALLE HOTEL PPTYS COM SH BEN 51794210 50,815 1,170,313 SH DEFINED 1,2,3,5 1,170,313
LASERCARD CORP COM 51807U10 190 17,416 SH DEFINED 1,5 17,416
LATTICE SEMICONDUCTO COM 51841510 15,338 2,681,437 SH DEFINED 1,2,5 2,681,437
LAUDER ESTEE COS INC CL A 51843910 152,796 3,357,419 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,357,419
LAUREATE EDUCATION I COM 51861310 43,957 712,886 SH DEFINED 1,2,5,6 712,886
LAWSON PRODS INC COM 52077610 4,117 106,386 SH DEFINED 1,2 106,386
LAWSON SOFTWARE INC COM 52078P10 19,940 2,016,158 SH DEFINED 1,2,6 2,016,158
LAYNE CHRISTENSEN CO COM 52105010 6,668 162,828 SH DEFINED 1,6 162,828
LAZARD LTD SHS A G5405010 19,352 429,756 SH DEFINED 1,2,5 429,756
LCA-VISION INC COM PAR $. 50180330 13,511 285,891 SH DEFINED 1,2,6 285,891
LEAP WIRELESS INTL I COM NEW 52186330 46,003 544,409 SH DEFINED 1,2,5 544,409
LEAPFROG ENTERPRISES CL A 52186N10 6,109 595,996 SH DEFINED 1,2,5,6 595,996
LEAR CORP COM 52186510 86,236 2,421,677 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,421,677
LEARNING TREE INTL I COM 52201510 277 21,175 SH DEFINED 1,2 21,175
LECG CORP COM 52323410 5,120 338,825 SH DEFINED 1,2,6 338,825
LECROY CORP COM 52324W10 193 19,900 SH DEFINED 1 19,900
LEE ENTERPRISES INC COM 52376810 22,538 1,080,449 SH DEFINED 1,2,6 1,080,449
LEGG MASON INC COM 52490110 331,953 3,374,195 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,374,195
LEGGETT & PLATT INC COM 52466010 149,819 6,794,511 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,794,511
LEHMAN BROS HLDGS IN COM 52490810 1,250,509 16,497,478 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,497,478
LENNAR CORP CL A 52605710 160,855 4,399,765 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,399,765
LENNOX INTL INC COM 52610710 17,517 511,747 SH DEFINED 1,2,5 511,747
LENOX GROUP INC COM 52626210 144 20,519 SH DEFINED 1,5 20,519
LEUCADIA NATL CORP COM 52728810 119,684 3,395,281 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,395,281
LEVEL 3 COMMUNICATIO COM 52729N10 100,084 17,108,457 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,108,457
LEVITT CORP CL A 52742P10 280 29,651 SH DEFINED 1,2,5 29,651
LEXICON PHARMACEUTIC COM 52887210 180 56,229 SH DEFINED 1,2,5 56,229
LEXINGTON REALTY TRU COM 52904310 22,468 1,080,197 SH DEFINED 1,2,3,5 1,080,197
LEXMARK INTL NEW CL A 52977110 276,745 5,612,345 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,612,345
LG PHILIP LCD CO LTD SPONS ADR 50186V10 276 12,180 SH DEFINED 1,2 12,180
LHC GROUP INC COM 50187A10 4,356 166,263 SH DEFINED 1,2 166,263
LIBBEY INC COM 52989810 3,643 168,875 SH DEFINED 1 168,875
LIBERTY GLOBAL INC COM SER A 53055510 164,964 4,019,581 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,019,581
LIBERTY GLOBAL INC COM SER C 53055530 38,070 968,715 SH DEFINED 1,2,5,6,7,8,10,12,13,14 968,715
LIBERTY MEDIA HLDG C INT COM SE 53071M10 181,790 8,141,056 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,141,056
LIBERTY MEDIA HLDG C CAP COM SE 53071M30 188,536 1,602,107 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,602,107
LIBERTY PPTY TR SH BEN INT 53117210 118,340 2,693,826 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 2,693,826
LIFE TIME FITNESS IN COM 53217R20 25,765 484,029 SH DEFINED 1,2,6 484,029
LIFECELL CORP COM 53192710 18,243 597,354 SH DEFINED 1,2,6 597,354
LIFECORE BIOMEDICAL COM 53218710 198 12,475 SH DEFINED 1 12,475
LIFEPOINT HOSPITALS NOTE 3.50 53219LAH 508 500,000 SH DEFINED 16 500,000
LIFEPOINT HOSPITALS COM 53219L10 34,202 884,235 SH DEFINED 1,2,5 884,235
LIFETIME BRANDS INC COM 53222Q10 3,124 152,768 SH DEFINED 1 152,768
LIFEWAY FOODS INC COM 53191410 240 21,300 SH DEFINED 1 21,300
LIGAND PHARMACEUTICA CL B 53220K20 7,264 1,055,874 SH DEFINED 1,2,6 1,055,874
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
LILLY ELI & CO COM 53245710 1,503,887 26,912,795 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,912,795
LIMITED BRANDS INC COM 53271610 245,451 8,941,763 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,941,763
LIN TV CORP CL A 53277410 20,502 1,089,966 SH DEFINED 1,2,6 1,089,966
LINCARE HLDGS INC COM 53279110 79,105 1,985,060 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 1,985,060
LINCOLN EDL SVCS COR COM 53353510 640 43,043 SH DEFINED 1,2 43,043
LINCOLN ELEC HLDGS I COM 53390010 47,546 640,431 SH DEFINED 1,2,5 640,431
LINCOLN NATL CORP IN COM 53418710 514,786 7,255,611 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,255,611
LINEAR TECHNOLOGY CO COM 53567810 245,562 6,787,242 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,787,242
LINN ENERGY LLC UNIT LTD L 53602010 1,577 47,926 SH DEFINED 1,2 47,926
LINSAY CORPORATION COM 53555510 7,510 169,562 SH DEFINED 1,2,5 169,562
LIONBRIDGE TECHNOLOG COM 53625210 5,039 855,434 SH DEFINED 1,2,6 855,434
LIQUIDITY SERVICES I COM 53635B10 2,415 128,583 SH DEFINED 1,6 128,583
LITHIA MTRS INC CL A 53679710 6,254 246,796 SH DEFINED 1,2,5 246,796
LITTELFUSE INC COM 53700810 19,619 580,965 SH DEFINED 1,2,6 580,965
LIVE NATION INC COM 53803410 24,919 1,113,448 SH DEFINED 1,2,5,6 1,113,448
LIVEPERSON INC COM 53814610 1,565 292,489 SH DEFINED 1 292,489
LIZ CLAIBORNE INC COM 53932010 132,038 3,539,899 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,539,899
LIZ CLAIBORNE INC COM 53932010 2,052 55,000 SH CALL DEFINED 16 55,000
LKQ CORP COM 50188920 23,648 958,948 SH DEFINED 1,2,6 958,948
LLOYDS TSB GROUP PLC SPONSORED 53943910 2,780 62,161 SH DEFINED 1 62,161
LMI AEROSPACE INC COM 50207910 451 18,548 SH DEFINED 1,5 18,548
LOCKHEED MARTIN CORP COM 53983010 7,382,542 78,429,218 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 78,429,218
LODGENET ENTMT CORP COM 54021110 21,214 661,693 SH DEFINED 1,2,6 661,693
LODGIAN INC COM PAR $. 54021P40 5,232 348,073 SH DEFINED 1,2 348,073
LOEWS CORP COM 54042410 488,520 9,582,574 SH DEFINED 1,2,5,6,8,10,12,13,14 9,582,574
LOEWS CORP CAROLNA GP 54042420 235,588 3,048,889 SH DEFINED 1,2,5,7,8 3,048,889
LOGILITY INC COM 54140Y10 520 47,200 SH DEFINED 1,2 47,200
LOGITECH INTL S A SHS H5043023 401 15,177 SH DEFINED 1,5 15,177
LO-JACK CORP COM 53945110 6,913 310,139 SH DEFINED 1,2 310,139
LONGS DRUG STORES CO COM 54316210 28,200 536,934 SH DEFINED 1,2,5,6 536,934
LOOKSMART LTD COM NEW 54344250 85 21,728 SH DEFINED 1,2 21,728
LOOPNET INC COM 54352430 7,329 314,166 SH DEFINED 1,2,6 314,166
LORAL SPACE & COMMUN COM 54388110 8,527 173,030 SH DEFINED 1,2 173,030
LOUISIANA PAC CORP COM 54634710 43,983 2,324,670 SH DEFINED 1,2,5,12 2,324,670
LOWES COS INC COM 54866110 3,126,193 101,863,581 SH DEFINED 1,2,5,6,7,8,10,12,13,14 101,863,581
LSB INDS INC COM 50216010 3,197 149,548 SH DEFINED 1 149,548
LSI CORPORATION COM 50216110 164,247 21,870,431 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,870,431
LSI INDS INC COM 50216C10 6,131 342,541 SH DEFINED 1,2 342,541
LTC PPTYS INC COM 50217510 10,500 461,520 SH DEFINED 1,2,3,5 461,520
LTX CORP COM 50239210 4,491 807,753 SH DEFINED 1,2,5 807,753
LUBRIZOL CORP COM 54927110 201,995 3,129,272 SH DEFINED 1,2,5 3,129,272
LUBYS INC COM 54928210 636 65,855 SH DEFINED 1 65,855
LUFKIN INDS INC COM 54976410 12,602 195,227 SH DEFINED 1,2,6 195,227
LUMINENT MTG CAP INC COM 55027830 8,905 882,573 SH DEFINED 1,2 882,573
LUMINEX CORP DEL COM 55027E10 7,019 570,209 SH DEFINED 1,2,5,6 570,209
LUXOTTICA GROUP S P SPONSORED 55068R20 1,299 33,618 SH DEFINED 1 33,618
LYDALL INC DEL COM 55081910 462 31,635 SH DEFINED 1 31,635
LYONDELL CHEMICAL CO COM 55207810 223,990 6,034,223 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,034,223
M & F WORLDWIDE CORP COM 55254110 18,085 271,632 SH DEFINED 1,2,5,6,16 271,632
M & T BK CORP COM 55261F10 202,022 1,889,820 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,889,820
M D C HLDGS INC COM 55267610 44,723 924,800 SH DEFINED 1,2,5 924,800
M/I HOMES INC COM 55305B10 5,307 199,515 SH DEFINED 1,2 199,515
MACATAWA BK CORP COM 55422510 4,080 256,465 SH DEFINED 1,2 256,465
MACERICH CO COM 55438210 170,154 2,064,474 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 2,064,474
MAC-GRAY CORP COM 55415310 161 10,500 SH DEFINED 1 10,500
MACK CALI RLTY CORP COM 55448910 72,419 1,665,176 SH DEFINED 1,2,3,5 1,665,176
MACROVISION CORP COM 55590410 41,290 1,373,584 SH DEFINED 1,2,5,6 1,373,584
MACYS INC COM 55616P10 667,848 16,788,543 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 16,788,543
MADDEN STEVEN LTD COM 55626910 11,575 353,321 SH DEFINED 1,2,5,6 353,321
MAF BANCORP INC COM 55261R10 28,541 526,003 SH DEFINED 1,2,5 526,003
MAGELLAN HEALTH SVCS COM NEW 55907920 28,218 607,239 SH DEFINED 1,2,6 607,239
MAGELLAN MIDSTREAM H COM LP INT 55907R10 953 31,770 SH DEFINED 1,2 31,770
MAGELLAN MIDSTREAM P COM UNIT R 55908010 3,797 81,524 SH DEFINED 1,2 81,524
MAGMA DESIGN AUTOMAT COM 55918110 10,576 753,281 SH DEFINED 1,2 753,281
MAGNA ENTMT CORP CL A 55921110 1,566 536,305 SH DEFINED 1,5,6 536,305
MAGNETEK INC COM 55942410 278 53,946 SH DEFINED 1,5 53,946
MAGUIRE PPTYS INC COM 55977510 31,406 914,815 SH DEFINED 1,2,3,5 914,815
MAGYAR TELEKOM TELEC SPONSORED 55977610 275 9,853 SH DEFINED 1 9,853
MAIDENFORM BRANDS IN COM 56030510 11,892 598,773 SH DEFINED 1,2 598,773
MAINSOURCE FINANCIAL COM 56062Y10 6,034 359,362 SH DEFINED 1,2 359,362
MAJESCO ENTERTAINMEN COM NEW 56069020 32 21,650 SH DEFINED 1 21,650
MAKITA CORP ADR NEW 56087730 294 6,579 SH DEFINED 1 6,579
MANAGEMENT NETWORK G COM 56169310 37 16,180 SH DEFINED 1 16,180
MANHATTAN ASSOCS INC COM 56275010 26,053 933,456 SH DEFINED 1,2,5,6 933,456
MANITOWOC INC COM 56357110 71,720 892,256 SH DEFINED 1,2,5,6 892,256
MANNATECH INC COM 56377110 10,055 632,780 SH DEFINED 1,2,6 632,780
MANNKIND CORP COM 56400P20 6,876 557,687 SH DEFINED 1,2,6 557,687
MANOR CARE INC NEW COM 56405510 112,854 1,728,498 SH DEFINED 1,2,5,6,10,12,13,14 1,728,498
MANPOWER INC COM 56418H10 160,175 1,736,502 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,736,502
MANTECH INTL CORP CL A 56456310 18,329 594,511 SH DEFINED 1,2,6 594,511
MANULIFE FINL CORP COM 56501R10 8,486 227,389 SH DEFINED 1,13 227,389
MARATHON ACQUISITION COM 56575610 2,656 337,000 SH DEFINED 1 337,000
MARATHON OIL CORP COM 56584910 1,545,559 25,776,494 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 25,776,494
MARCHEX INC CL B 56624R10 5,710 349,864 SH DEFINED 1,2,6 349,864
MARCUS CORP COM 56633010 7,567 318,475 SH DEFINED 1,2 318,475
MARINE PRODS CORP COM 56842710 1,405 170,664 SH DEFINED 1,2,6 170,664
MARINEMAX INC COM 56790810 4,942 246,877 SH DEFINED 1,2 246,877
MARINER ENERGY INC COM 56845T30 40,206 1,657,965 SH DEFINED 1,2,5 1,657,965
MARKEL CORP COM 57053510 72,348 149,307 SH DEFINED 1,2,5,12 149,307
MARKETAXESS HLDGS IN COM 57060D10 7,678 426,772 SH DEFINED 1,6 426,772
MARKWEST ENERGY PART UNIT LTD P 57075910 1,829 52,556 SH DEFINED 1,2 52,556
MARKWEST HYDROCARBON COM 57076210 11,303 196,810 SH DEFINED 1,2,5,6 196,810
MARLIN BUSINESS SVCS COM 57115710 224 10,500 SH DEFINED 1 10,500
MARRIOTT INTL INC NE CL A 57190320 434,867 10,057,045 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,057,045
MARSH & MCLENNAN COS COM 57174810 418,418 13,549,805 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,549,805
MARSHALL & ILSLEY CO COM 57183410 293,829 6,168,994 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,168,994
MARTEK BIOSCIENCES C COM 57290110 16,842 648,514 SH DEFINED 1,2,5,6 648,514
MARTEN TRANS LTD COM 57307510 3,959 219,809 SH DEFINED 1 219,809
MARTHA STEWART LIVIN CL A 57308310 7,043 409,503 SH DEFINED 1,2,6 409,503
MARTIN MARIETTA MATL COM 57328410 191,350 1,181,029 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,181,029
MARTIN MIDSTREAM PRT UNIT L P I 57333110 371 8,946 SH DEFINED 1 8,946
MARVEL ENTERTAINMENT COM 57383T10 36,522 1,433,377 SH DEFINED 1,2,5,6,13 1,433,377
MARVELL TECHNOLOGY G ORD G5876H10 104,013 5,711,848 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,711,848
MASCO CORP COM 57459910 286,448 10,061,396 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,061,396
MASISA S A NEW SPONSORED 57480010 734 52,593 SH DEFINED 1,5 52,593
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
MASSEY ENERGY CORP COM 57620610 43,342 1,626,352 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,626,352
MASSEY ENERGY CORP COM 57620610 9,328 350,000 SH PUT DEFINED 16 350,000
MASTEC INC COM 57632310 9,394 593,782 SH DEFINED 1,2,5 593,782
MASTERCARD INC CL A 57636Q10 140,260 845,604 SH DEFINED 1,2,5,6,7,8,10,12,13,14 845,604
MATERIAL SCIENCES CO COM 57667410 239 20,258 SH DEFINED 1 20,258
MATRIA HEALTHCARE IN COM NEW 57681720 9,135 301,689 SH DEFINED 1,2,5 301,689
MATRIX SVC CO COM 57685310 8,311 334,444 SH DEFINED 1,2,5,6 334,444
MATRIXX INITIATIVES COM 57685L10 258 12,324 SH DEFINED 1 12,324
MATSUSHITA ELEC INDL ADR 57687920 2,438 123,079 SH DEFINED 1 123,079
MATTEL INC COM 57708110 337,803 13,357,191 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,357,191
MATTHEWS INTL CORP CL A 57712810 33,301 763,599 SH DEFINED 1,2,5,6 763,599
MATTSON TECHNOLOGY I COM 57722310 6,731 693,896 SH DEFINED 1,2,6 693,896
MAUI LD & PINEAPPLE COM 57734510 1,956 53,241 SH DEFINED 1 53,241
MAX CAPITAL GROUP LT SHS G6052F10 26,092 921,985 SH DEFINED 1,2,5 921,985
MAXIM INTEGRATED PRO COM 57772K10 276,749 8,283,427 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,283,427
MAXIMUS INC COM 57793310 14,341 330,583 SH DEFINED 1,2,5 330,583
MAXWELL TECHNOLOGIES COM 57776710 191 13,415 SH DEFINED 1 13,415
MAXYGEN INC COM 57777610 4,170 486,597 SH DEFINED 1,2 486,597
MB FINANCIAL INC NEW COM 55264U10 19,477 560,651 SH DEFINED 1,2 560,651
MBIA INC COM 55262C10 268,555 4,316,223 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,316,223
MBT FINL CORP COM 57887710 706 50,117 SH DEFINED 1 50,117
MCAFEE INC COM 57906410 213,183 6,056,342 SH DEFINED 1,2,5,7,8,10,12,14 6,056,342
MCCLATCHY CO CL A 57948910 24,839 981,376 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 981,376
MCCORMICK & CO INC COM NON VT 57978020 136,506 3,575,326 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,575,326
MCCORMICK & SCHMICKS COM 57979310 3,996 154,034 SH DEFINED 1 154,034
MCDERMOTT INTL INC COM 58003710 79,488 956,303 SH DEFINED 1,2,5 956,303
MCDONALDS CORP COM 58013510 1,962,098 38,654,416 SH DEFINED 1,2,5,6,7,8,10,12,13,14 38,654,416
MCG CAPITAL CORP COM 58047P10 19,649 1,226,512 SH DEFINED 1,2 1,226,512
MCGRATH RENTCORP COM 58058910 10,513 312,058 SH DEFINED 1,2 312,058
MCGRAW HILL COS INC COM 58064510 846,666 12,436,337 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,436,337
MCKESSON CORP COM 58155Q10 781,781 13,108,331 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 13,108,331
MCMORAN EXPLORATION COM 58241110 4,762 340,173 SH DEFINED 1,2,6 340,173
MDU RES GROUP INC COM 55269010 123,901 4,418,720 SH DEFINED 1,2,5,12 4,418,720
MEADOWBROOK INS GROU COM 58319P10 4,203 383,447 SH DEFINED 1 383,447
MEADWESTVACO CORP COM 58333410 173,567 4,914,124 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,914,124
MEASUREMENT SPECIALT COM 58342110 4,880 206,066 SH DEFINED 1,2 206,066
MECHANICAL TECHNOLOG COM 58353810 48 37,856 SH DEFINED 1,2 37,856
MECHEL OAO SPONSORED 58384010 5,961 163,180 SH DEFINED 1,2,5,7 163,180
MEDALLION FINL CORP COM 58392810 342 28,900 SH DEFINED 1 28,900
MEDAREX INC COM 58391610 30,525 2,136,080 SH DEFINED 1,2,5,6 2,136,080
MEDCATH CORP COM 58404W10 18,455 580,341 SH DEFINED 1,2,6 580,341
MEDCO HEALTH SOLUTIO COM 58405U10 561,446 7,198,954 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 7,198,954
MEDIA GEN INC CL A 58440410 16,243 488,225 SH DEFINED 1,2 488,225
MEDIACOM COMMUNICATI CL A 58446K10 8,533 880,583 SH DEFINED 1,2,5,6 880,583
MEDICAL ACTION INDS COM 58449L10 3,413 188,982 SH DEFINED 1,2 188,982
MEDICAL PPTYS TRUST COM 58463J30 12,592 951,760 SH DEFINED 1,2,3 951,760
MEDICAL STAFFING NET COM 58463F10 196 36,000 SH DEFINED 1,2 36,000
MEDICINES CO COM 58468810 13,687 776,764 SH DEFINED 1,2,5,6 776,764
MEDICIS PHARMACEUTIC CL A NEW 58469030 49,841 1,632,001 SH DEFINED 1,2,5,6 1,632,001
MEDIFAST INC COM 58470H10 195 21,800 SH DEFINED 1,5 21,800
MEDIMMUNE INC COM 58469910 1,350 23,295 SH DEFINED 1 23,295
MEDIS TECHNOLOGIES L COM 58500P10 4,318 293,974 SH DEFINED 1,2,5,6 293,974
MEDIVATION INC COM 58501N10 4,791 234,507 SH DEFINED 1,2,6 234,507
MEDTRONIC INC COM 58505510 1,621,124 31,259,614 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,259,614
MELLON FINL CORP COM 58551A10 457,926 10,407,398 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,407,398
MEMC ELECTR MATLS IN COM 55271510 392,895 6,428,258 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 6,428,258
MEMORY PHARMACEUTICA COM 58606R40 249 105,231 SH DEFINED 1 105,231
MENS WEARHOUSE INC COM 58711810 46,990 920,119 SH DEFINED 1,2,5 920,119
MENTOR CORP MINN COM 58718810 37,456 920,742 SH DEFINED 1,2,5,6 920,742
MENTOR GRAPHICS CORP COM 58720010 26,191 1,988,680 SH DEFINED 1,2,5,6 1,988,680
MERCANTILE BANK CORP COM 58737610 477 17,603 SH DEFINED 1,5 17,603
MERCER INTL INC COM 58805610 4,812 471,744 SH DEFINED 1 471,744
MERCK & CO INC COM 58933110 3,382,352 67,918,723 SH DEFINED 1,2,5,6,7,8,10,12,13,14 67,918,723
MERCURY COMPUTER SYS COM 58937810 4,261 349,284 SH DEFINED 1,2,5 349,284
MERCURY GENL CORP NE COM 58940010 51,317 931,176 SH DEFINED 1,2,5,12 931,176
MEREDITH CORP COM 58943310 55,330 898,220 SH DEFINED 1,2,5,6,10,13,14 898,220
MERGE TECHNOLOGIES I COM 58998110 298 45,660 SH DEFINED 1,2,5 45,660
MERIDIAN BIOSCIENCE COM 58958410 10,795 498,362 SH DEFINED 1,2,6 498,362
MERIDIAN GOLD INC COM 58997510 4,325 156,809 SH DEFINED 1,2,16 156,809
MERIDIAN RESOURCE CO COM 58977Q10 4,017 1,330,102 SH DEFINED 1,2,5 1,330,102
MERIT MED SYS INC COM 58988910 7,979 667,142 SH DEFINED 1,2,6 667,142
MERITAGE HOMES CORP COM 59001A10 32,501 1,214,981 SH DEFINED 1,2,5 1,214,981
MERIX CORP COM 59004910 315 39,923 SH DEFINED 1,5 39,923
MERRILL LYNCH & CO I COM 59018810 6,255,218 74,841,092 SH DEFINED 1,2,5,6,7,8,10,12,13,14 74,841,092
MERUELO MADDUX PROPE COM 59047310 4,731 579,799 SH DEFINED 1,2 579,799
MESA AIR GROUP INC COM 59047910 309 46,756 SH DEFINED 1 46,756
MESA LABS INC COM 59064R10 221 9,500 SH DEFINED 1 9,500
MET PRO CORP COM 59087630 199 12,664 SH DEFINED 1 12,664
METABASIS THERAPEUTI COM 59101M10 187 26,690 SH DEFINED 1 26,690
METABOLIX INC COM 59101880 2,597 103,740 SH DEFINED 1 103,740
METAL MGMT INC COM NEW 59109720 17,319 392,978 SH DEFINED 1,2 392,978
METALLINE MINING INC COM 59125710 95 24,966 SH DEFINED 1,2 24,966
METHODE ELECTRS INC COM 59152020 29,626 1,893,019 SH DEFINED 1,2 1,893,019
METLIFE INC COM 59156R10 1,375,148 21,326,733 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 21,326,733
METRETEK TECHNOLOGIE COM 59159Q10 514 33,271 SH DEFINED 1,2,5 33,271
METROCORP BANCSHARES COM 59165010 302 14,149 SH DEFINED 1 14,149
METROPCS COMMUNICATI COM 59170810 14,345 434,159 SH DEFINED 1,2,5 434,159
METROPOLITAN HEALTH COM 59214210 39 22,000 SH DEFINED 1,5 22,000
METSO CORP SPONSORED 59267110 618 10,479 SH DEFINED 1 10,479
METTLER TOLEDO INTER COM 59268810 39,790 416,608 SH DEFINED 1,2,5,6 416,608
MFA MTG INVTS INC COM 55272X10 12,194 1,674,973 SH DEFINED 1,2 1,674,973
MGE ENERGY INC COM 55277P10 11,383 348,413 SH DEFINED 1,2 348,413
MGI PHARMA INC COM 55288010 26,771 1,196,735 SH DEFINED 1,2,5,6 1,196,735
MGIC INVT CORP WIS COM 55284810 132,000 2,321,483 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,321,483
MGM MIRAGE COM 55295310 125,903 1,526,472 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,526,472
MGP INGREDIENTS INC COM 55302G10 4,720 279,294 SH DEFINED 1 279,294
MICREL INC COM 59479310 25,854 2,032,546 SH DEFINED 1,2,5,6 2,032,546
MICROCHIP TECHNOLOGY COM 59501710 169,765 4,583,282 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,583,282
MICRON TECHNOLOGY IN NOTE 1.87 595112AH 1,068 1,000,000 SH DEFINED 16 1,000,000
MICRON TECHNOLOGY IN COM 59511210 272,927 21,781,861 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,781,861
MICROS SYS INC COM 59490110 54,240 997,066 SH DEFINED 1,2,6 997,066
MICROSEMI CORP COM 59513710 29,638 1,237,506 SH DEFINED 1,2,5,6 1,237,506
MICROSOFT CORP COM 59491810 7,345,285 249,246,193 SH DEFINED 1,2,5,6,7,8,10,12,13,14 249,246,193
MICROSTRATEGY INC CL A NEW 59497240 24,440 258,649 SH DEFINED 1,2,5,6 258,649
MICROTEK MEDICAL HLD COM 59515B10 196 42,533 SH DEFINED 1,5 42,533
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
MICROTUNE INC DEL COM 59514P10 3,625 693,193 SH DEFINED 1,2,5 693,193
MICROVISION INC DEL COM 59496010 155 31,010 SH DEFINED 1 31,010
MICRUS ENDOVASCULAR COM 59518V10 3,851 156,550 SH DEFINED 1,5 156,550
MID-AMER APT CMNTYS COM 59522J10 32,137 612,362 SH DEFINED 1,2,3 612,362
MIDAS GROUP INC COM 59562610 8,030 354,194 SH DEFINED 1,2 354,194
MIDDLEBY CORP COM 59627810 17,090 285,687 SH DEFINED 1,2,6 285,687
MIDDLESEX WATER CO COM 59668010 279 14,532 SH DEFINED 1,2,5 14,532
MIDLAND CO COM 59748610 12,113 258,059 SH DEFINED 1,2 258,059
MIDWAY GAMES INC COM 59814810 2,158 339,303 SH DEFINED 1,2 339,303
MIDWEST AIR GROUP IN COM 59791110 4,299 286,246 SH DEFINED 1,2,5 286,246
MIDWEST BANC HOLDING COM 59825110 4,035 278,281 SH DEFINED 1,2 278,281
MILLEA HOLDINGS INC ADR 60032R10 3,208 78,172 SH DEFINED 1,2 78,172
MILLENNIUM CELL INC COM 60038B10 10 14,948 SH DEFINED 1 14,948
MILLENNIUM PHARMACEU COM 59990210 76,645 7,251,195 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,251,195
MILLER HERMAN INC COM 60054410 43,810 1,386,395 SH DEFINED 1,2,5,6 1,386,395
MILLER INDS INC TENN COM NEW 60055120 3,476 138,491 SH DEFINED 1 138,491
MILLICOM INTL CELLUL SHS NEW L6388F11 1,600 17,464 SH DEFINED 1,5 17,464
MILLIPORE CORP COM 60107310 116,760 1,554,928 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,554,928
MINDSPEED TECHNOLOGI COM 60268210 299 135,505 SH DEFINED 1,5 135,505
MINE SAFETY APPLIANC COM 60272010 37,724 862,070 SH DEFINED 1,2,5,6 862,070
MINERALS TECHNOLOGIE COM 60315810 60,905 909,712 SH DEFINED 1,2,5 909,712
MINRAD INTL INC COM 60443P10 2,237 377,200 SH DEFINED 1 377,200
MIPS TECHNOLOGIES IN COM 60456710 6,771 770,311 SH DEFINED 1,2 770,311
MIRANT CORP NEW COM 60467R10 139,902 3,280,235 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,280,235
MISSION WEST PPTYS I COM 60520310 2,770 198,731 SH DEFINED 1,3,5 198,731
MITSUBISHI UFJ FINL SPONSORED 60682210 5,395 489,573 SH DEFINED 1,2 489,573
MITSUI & CO LTD ADR 60682720 1,887 4,701 SH DEFINED 1,2 4,701
MIVA INC COM 55311R10 430 66,100 SH DEFINED 1,5 66,100
MIZUHO FINL GROUP IN SPONSORED 60687Y10 1,065 76,706 SH DEFINED 1 76,706
MKS INSTRUMENT INC COM 55306N10 38,052 1,373,727 SH DEFINED 1,2,5,6 1,373,727
MOBILE MINI INC COM 60740F10 16,933 579,907 SH DEFINED 1,2,5,6 579,907
MOBILE TELESYSTEMS O SPONSORED 60740910 119,156 1,967,245 SH DEFINED 1,2,4,5,7 1,967,245
MOBILITY ELECTRONICS COM 60741U10 167 44,326 SH DEFINED 1,5 44,326
MOCON INC COM 60749410 119 10,400 SH DEFINED 1 10,400
MODINE MFG CO COM 60782810 17,353 767,837 SH DEFINED 1,2,5,6 767,837
MODTECH HLDGS INC COM 60783C10 69 25,467 SH DEFINED 1,5 25,467
MOHAWK INDS INC COM 60819010 118,219 1,172,922 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,172,922
MOLDFLOW CORP COM 60850710 290 13,200 SH DEFINED 1 13,200
MOLECULAR INSIGHT PH COM 60852M10 347 36,737 SH DEFINED 1 36,737
MOLEX INC COM 60855410 89,439 2,980,301 SH DEFINED 1,2,5,6,10,12,13,14 2,980,301
MOLEX INC CL A 60855420 3,303 124,419 SH DEFINED 1,2,5,12 124,419
MOLINA HEALTHCARE IN COM 60855R10 8,888 291,235 SH DEFINED 1,2 291,235
MOLSON COORS BREWING CL B 60871R20 144,795 1,566,028 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,566,028
MOMENTA PHARMACEUTIC COM 60877T10 3,710 368,104 SH DEFINED 1,2,5,6 368,104
MONACO COACH CORP COM 60886R10 8,308 578,958 SH DEFINED 1,2 578,958
MONARCH CASINO & RES COM 60902710 10,805 402,419 SH DEFINED 1,2,6 402,419
MONEYGRAM INTL INC COM 60935Y10 50,422 1,804,022 SH DEFINED 1,2,5,6,12 1,804,022
MONMOUTH REAL ESTATE CL A 60972010 137 15,770 SH DEFINED 1,3 15,770
MONOGRAM BIOSCIENCES COM 60975U10 284 167,889 SH DEFINED 1 167,889
MONOLITHIC PWR SYS I COM 60983910 8,612 493,545 SH DEFINED 1,2 493,545
MONRO MUFFLER BRAKE COM 61023610 8,825 235,656 SH DEFINED 1,5 235,656
MONSANTO CO NEW COM 61166W10 990,394 14,663,817 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,663,817
MONSTER WORLDWIDE IN COM 61174210 135,614 3,299,607 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,299,607
MONTEREY GOURMET FOO COM 61257010 52 12,100 SH DEFINED 1 12,100
MONTPELIER RE HOLDIN SHS G6218510 31,203 1,683,007 SH DEFINED 1,2,5 1,683,007
MOODYS CORP COM 61536910 366,290 5,888,906 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,888,906
MOOG INC CL A 61539420 24,846 563,276 SH DEFINED 1,2 563,276
MORGAN STANLEY COM NEW 61744644 10,758,266 128,257,825 SH DEFINED 1,2,5,6,7,8,10,12,13,14 128,257,825
MORGANS HOTEL GROUP COM 61748W10 5,606 229,960 SH DEFINED 1,2,6 229,960
MORNINGSTAR INC COM 61770010 10,255 218,078 SH DEFINED 1,2,6 218,078
MORTONS RESTAURANT G COM 61943010 2,373 131,021 SH DEFINED 1 131,021
MOSAIC CO COM 61945A10 85,502 2,191,227 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,191,227
MOSYS INC COM 61971810 306 35,000 SH DEFINED 1 35,000
MOTHERS WK INC COM 61990310 532 17,026 SH DEFINED 1,2,5 17,026
MOTOROLA INC COM 62007610 1,259,963 71,184,377 SH DEFINED 1,2,5,6,7,8,10,12,13,14 71,184,377
MOTOROLA INC COM 62007610 1,770 100,000 SH CALL DEFINED 16 100,000
MOVADO GROUP INC COM 62458010 12,243 362,857 SH DEFINED 1,2 362,857
MOVE INC COM COM 62458M10 9,605 2,144,003 SH DEFINED 1,2,5,6 2,144,003
MOVIE GALLERY INC COM 62458110 61 31,931 SH DEFINED 1 31,931
MPS GROUP INC COM 55340910 34,373 2,570,920 SH DEFINED 1,2,5 2,570,920
MRV COMMUNICATIONS I COM 55347710 6,633 2,041,005 SH DEFINED 1,2,5 2,041,005
MSC INDL DIRECT INC CL A 55353010 39,057 710,129 SH DEFINED 1,2,5,6 710,129
MSC SOFTWARE CORP COM 55353110 7,896 584,020 SH DEFINED 1,2,6 584,020
MTC TECHNOLOGIES INC COM 55377A10 3,514 143,090 SH DEFINED 1,2,6 143,090
MTR GAMING GROUP INC COM 55376910 4,888 317,410 SH DEFINED 1,2,5,6 317,410
MTS SYS CORP COM 55377710 14,522 325,094 SH DEFINED 1,2,6 325,094
MUELLER INDS INC COM 62475610 20,535 596,263 SH DEFINED 1,2,5 596,263
MUELLER WTR PRODS IN COM SER A 62475810 28,725 1,683,777 SH DEFINED 1,2 1,683,777
MUELLER WTR PRODS IN COM SER B 62475820 3,861 257,412 SH DEFINED 1,2 257,412
MULTI COLOR CORP COM 62538310 2,136 54,350 SH DEFINED 1 54,350
MULTI FINELINE ELECT COM 62541B10 2,195 127,897 SH DEFINED 1,2,5,6 127,897
MULTIMEDIA GAMES INC COM 62545310 12,662 992,345 SH DEFINED 1,2,5 992,345
MURPHY OIL CORP COM 62671710 339,535 5,712,236 SH DEFINED 1,2,5,6,8,10,12,13,14 5,712,236
MVC CAPITAL INC COM 55382910 5,524 293,679 SH DEFINED 1 293,679
MWI VETERINARY SUPPL COM 55402X10 3,593 90,075 SH DEFINED 1 90,075
MYERS INDS INC COM 62846410 8,428 381,191 SH DEFINED 1,2,6 381,191
MYLAN LABS INC COM 62853010 119,893 6,591,134 SH DEFINED 1,2,5,6,10,12,13,14 6,591,134
MYRIAD GENETICS INC COM 62855J10 26,451 711,241 SH DEFINED 1,2,5,6 711,241
NABI BIOPHARMACEUTIC COM 62951910 6,692 1,454,848 SH DEFINED 1,2,5,6 1,454,848
NABORS INDUSTRIES LT SHS G6359F10 284,821 8,532,697 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,532,697
NACCO INDS INC CL A 62957910 20,983 134,947 SH DEFINED 1,2 134,947
NALCO HOLDING COMPAN COM 62985Q10 37,782 1,376,402 SH DEFINED 1,2,5,6 1,376,402
NANOGEN INC COM 63007510 94 69,287 SH DEFINED 1,5 69,287
NANOMETRICS INC COM 63007710 156 22,810 SH DEFINED 1 22,810
NANOPHASE TCHNOLOGIE COM 63007910 114 18,801 SH DEFINED 1 18,801
NAPCO SEC SYS INC COM 63040210 510 80,875 SH DEFINED 1,2 80,875
NAPSTER INC COM 63079710 323 95,147 SH DEFINED 1,2,5 95,147
NARA BANCORP INC COM 63080P10 8,657 543,416 SH DEFINED 1,2,5,6 543,416
NASB FINL INC COM 62896810 2,160 64,184 SH DEFINED 1 64,184
NASDAQ STOCK MARKET COM 63110310 40,664 1,368,712 SH DEFINED 1,2,5 1,368,712
NASH FINCH CO COM 63115810 21,636 437,095 SH DEFINED 1,2,16 437,095
NASTECH PHARMACEUTIC COM PAR $0 63172840 3,675 336,824 SH DEFINED 1 336,824
NATCO GROUP INC CL A 63227W20 11,984 260,285 SH DEFINED 1,2,5,6 260,285
NATIONAL AUSTRALIA B SPONSORED 63252540 2,582 14,991 SH DEFINED 1 14,991
NATIONAL BEVERAGE CO COM 63501710 1,636 142,114 SH DEFINED 1 142,114
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
NATIONAL BK GREECE S SPONSORED 63364340 1,705 148,882 SH DEFINED 1,2 148,882
NATIONAL CINEMEDIA I COM 63530910 15,563 555,610 SH DEFINED 1,2 555,610
NATIONAL CITY CORP COM 63540510 531,110 15,939,677 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,939,677
NATIONAL FINL PARTNE COM 63607P20 25,375 547,938 SH DEFINED 1,2,6 547,938
NATIONAL FUEL GAS CO COM 63618010 67,328 1,554,553 SH DEFINED 1,2,5 1,554,553
NATIONAL GRID PLC SPON ADR N 63627430 851 11,540 SH DEFINED 1 11,540
NATIONAL HEALTH INVS COM 63633D10 11,907 375,367 SH DEFINED 1,2,3 375,367
NATIONAL HEALTH REAL COM 63590510 615 26,112 SH DEFINED 1,2,3,5 26,112
NATIONAL HEALTHCARE COM 63590610 6,895 133,626 SH DEFINED 1,2,5 133,626
NATIONAL INSTRS CORP COM 63651810 39,778 1,221,295 SH DEFINED 1,2,5,6 1,221,295
NATIONAL INTERSTATE COM 63654U10 4,168 159,816 SH DEFINED 1,2,6 159,816
NATIONAL OILWELL VAR COM 63707110 624,910 5,994,914 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 5,994,914
NATIONAL PENN BANCSH COM 63713810 12,589 754,744 SH DEFINED 1,2,5 754,744
NATIONAL PRESTO INDS COM 63721510 5,237 84,013 SH DEFINED 1,2,5 84,013
NATIONAL R V HLDGS I COM 63727710 16 11,211 SH DEFINED 1 11,211
NATIONAL RESEARCH CO COM 63737210 207 8,200 SH DEFINED 1 8,200
NATIONAL RETAIL PROP COM 63741710 25,830 1,181,591 SH DEFINED 1,2,3,5 1,181,591
NATIONAL SEMICONDUCT COM 63764010 253,206 8,956,699 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,956,699
NATIONAL WESTN LIFE CL A 63852210 12,703 50,226 SH DEFINED 1,2 50,226
NATIONWIDE FINL SVCS CL A 63861210 40,429 639,491 SH DEFINED 1,2,5,8 639,491
NATIONWIDE HEALTH PP COM 63862010 50,057 1,840,324 SH DEFINED 1,2,3,5 1,840,324
NATURAL ALTERNATIVES COM NEW 63884230 102 14,200 SH DEFINED 1 14,200
NATURAL GAS SERVICES COM 63886Q10 196 10,980 SH DEFINED 1 10,980
NATURAL RESOURCE PAR COM UNIT L 63900P10 1,473 38,723 SH DEFINED 1,2 38,723
NATUS MEDICAL INC DE COM 63905010 4,144 260,272 SH DEFINED 1 260,272
NAUTILUS INC COM 63910B10 12,470 1,035,696 SH DEFINED 1,2,5 1,035,696
NAVARRE CORP COM 63920810 170 43,556 SH DEFINED 1,5 43,556
NAVIGANT CONSULTING COM 63935N10 19,290 1,039,330 SH DEFINED 1,2,6 1,039,330
NAVIGATORS GROUP INC COM 63890410 15,112 280,379 SH DEFINED 1,2 280,379
NAVISITE INC COM NEW 63935M20 80 10,569 SH DEFINED 1,2 10,569
NAVTEQ CORP COM 63936L10 62,973 1,487,310 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,487,310
NBT BANCORP INC COM 62877810 11,891 527,103 SH DEFINED 1,2,5 527,103
NBTY INC COM 62878210 112,896 2,613,336 SH DEFINED 1,2,5,6,7,8,10,13,16 2,613,336
NCI BUILDING SYS INC COM 62885210 17,076 346,163 SH DEFINED 1,2 346,163
NCR CORP NEW COM 62886E10 208,153 3,961,801 SH DEFINED 1,2,5,6,8,10,12,13,14 3,961,801
NEC CORP ADR 62905020 827 160,789 SH DEFINED 1,2 160,789
NEENAH PAPER INC COM 64007910 9,936 240,826 SH DEFINED 1,2,5 240,826
NEKTAR THERAPEUTICS COM 64026810 14,379 1,515,159 SH DEFINED 1,2,5,6 1,515,159
NELNET INC CL A 64031N10 9,102 372,430 SH DEFINED 1,2 372,430
NEON COMMUNICATIONS COM 64050T10 441 88,474 SH DEFINED 1,2,5 88,474
NEOPHARM INC COM 64091910 29 24,851 SH DEFINED 1 24,851
NEOSE TECHNOLOGIES I COM 64052210 108 44,047 SH DEFINED 1,5 44,047
NEOWARE INC COM 64065P10 7,709 569,360 SH DEFINED 1,5 569,360
NESS TECHNOLOGIES IN COM 64104X10 5,275 405,485 SH DEFINED 1,6 405,485
NET 1 UEPS TECHNOLOG COM NEW 64107N20 12,440 515,109 SH DEFINED 1,2,6 515,109
NET SERVICOS DE COMU SPONSD ADR 64109T20 672 40,650 SH DEFINED 1 40,650
NETBANK INC COM 64093310 25 79,369 SH DEFINED 1,2,5 79,369
NETEASE COM INC SPONSORED 64110W10 327 19,200 SH DEFINED 1,2 19,200
NETFLIX INC COM 64110L10 20,205 1,042,013 SH DEFINED 1,2,5,6 1,042,013
NETGEAR INC COM 64111Q10 25,652 707,655 SH DEFINED 1,2,6 707,655
NETLOGIC MICROSYSTEM COM 64118B10 9,512 298,744 SH DEFINED 1,2,5,6 298,744
NETSCOUT SYS INC COM 64115T10 296 34,109 SH DEFINED 1 34,109
NETWORK APPLIANCE IN COM 64120L10 305,773 10,475,271 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,475,271
NETWORK ENGINES INC COM 64121A10 27 14,419 SH DEFINED 1 14,419
NETWORK EQUIP TECHNO COM 64120810 2,461 257,971 SH DEFINED 1,5 257,971
NEUROCRINE BIOSCIENC COM 64125C10 10,126 901,695 SH DEFINED 1,2,5,6 901,695
NEUROGEN CORP COM 64124E10 1,884 283,718 SH DEFINED 1 283,718
NEUROMETRIX INC COM 64125510 128 13,230 SH DEFINED 1,5 13,230
NEUSTAR INC CL A 64126X20 27,921 963,783 SH DEFINED 1,2,5,6 963,783
NEVADA GOLD & CASINO COM NEW 64126Q20 68 34,000 SH DEFINED 1 34,000
NEW BRUNSWICK SCIENT COM 64287610 174 21,820 SH DEFINED 1,2 21,820
NEW FRONTIER MEDIA I COM 64439810 172 19,757 SH DEFINED 1 19,757
NEW JERSEY RES COM 64602510 28,417 556,987 SH DEFINED 1,2,5 556,987
NEW YORK & CO INC COM 64929510 4,631 422,517 SH DEFINED 1,2,6 422,517
NEW YORK CMNTY BANCO COM 64944510 93,255 5,479,151 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,479,151
NEW YORK MTG TR INC COM 64960410 62 32,200 SH DEFINED 1 32,200
NEW YORK TIMES CO CL A 65011110 90,756 3,573,074 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,573,074
NEWALLIANCE BANCSHAR COM 65020310 25,843 1,755,659 SH DEFINED 1,2,5,6 1,755,659
NEWCASTLE INVT CORP COM 65105M10 27,147 1,082,846 SH DEFINED 1,2 1,082,846
NEWELL RUBBERMAID IN COM 65122910 235,179 7,991,140 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,991,140
NEWFIELD EXPL CO COM 65129010 114,980 2,524,269 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,524,269
NEWMARKET CORP COM 65158710 10,908 225,507 SH DEFINED 1,2,5,6 225,507
NEWMONT MINING CORP COM 65163910 469,953 12,031,579 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,031,579
NEWPARK RES INC COM PAR $. 65171850 10,207 1,317,061 SH DEFINED 1,2 1,317,061
NEWPORT CORP COM 65182410 8,496 548,818 SH DEFINED 1,2,5 548,818
NEWS CORP CL A 65248E10 1,185,844 55,909,674 SH DEFINED 1,2,5,6,7,8,10,12,13,14 55,909,674
NEWS CORP CL B 65248E20 49,530 2,159,117 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,159,117
NEWSTAR FINANCIAL IN COM 65251F10 2,429 170,728 SH DEFINED 1,2,6 170,728
NEXCEN BRANDS INC COM 65335110 5,482 492,111 SH DEFINED 1,6 492,111
NEXSTAR BROADCASTING CL A 65336K10 1,242 94,490 SH DEFINED 1 94,490
NEXTWAVE WIRELESS IN COM 65337Y10 2,689 322,062 SH DEFINED 1,2 322,062
NGAS RESOURCES INC COM 62912T10 266 33,191 SH DEFINED 1,5 33,191
NGP CAP RES CO COM 62912R10 6,274 375,250 SH DEFINED 1,2 375,250
NIC INC COM 62914B10 4,705 687,857 SH DEFINED 1,2 687,857
NICOR INC COM 65408610 78,968 1,839,889 SH DEFINED 1,2,5,6,10,13,14 1,839,889
NIGHTHAWK RADIOLOGY COM 65411N10 3,576 198,095 SH DEFINED 1,2,6 198,095
NII HLDGS INC CL B NEW 62913F20 169,889 2,104,154 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,104,154
NIKE INC CL B 65410610 582,502 9,993,178 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,993,178
NIKE INC CL B 65410610 2,332 40,000 SH CALL DEFINED 16 40,000
NIPPON TELEG & TEL C SPONSORED 65462410 515 23,247 SH DEFINED 1,2 23,247
NISOURCE INC COM 65473P10 210,071 10,143,477 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,143,477
NISSAN MOTORS SPONSORED 65474440 1,071 49,961 SH DEFINED 1 49,961
NITROMED INC COM 65479850 33 15,000 SH DEFINED 1 15,000
NL INDS INC COM NEW 62915640 1,175 117,298 SH DEFINED 1,2 117,298
NMS COMMUNICATIONS C COM 62924810 140 81,572 SH DEFINED 1,5 81,572
NMT MED INC COM 62929410 239 20,116 SH DEFINED 1 20,116
NN INC COM 62933710 142 12,000 SH DEFINED 1,2 12,000
NOBEL LEARNING CMNTY COM 65488910 181 12,400 SH DEFINED 1 12,400
NOBLE CORPORATION SHS G6542210 391,079 4,010,249 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,010,249
NOBLE ENERGY INC COM 65504410 302,863 4,854,354 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,854,354
NOBLE INTL LTD COM 65505310 2,978 145,685 SH DEFINED 1 145,685
NOKIA CORP SPONSORED 65490220 13,546 481,881 SH DEFINED 1,2 481,881
NOMURA HLDGS INC SPONSORED 65535H20 2,089 107,590 SH DEFINED 1,2 107,590
NORDIC AMERICAN TANK COM G6577310 14,883 364,420 SH DEFINED 1,5 364,420
NORDSON CORP COM 65566310 53,477 1,066,129 SH DEFINED 1,2,5 1,066,129
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
NORDSTROM INC COM 65566410 385,250 7,536,188 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,536,188
NORFOLK SOUTHERN COR COM 65584410 613,166 11,663,793 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,663,793
NORSK HYDRO A S SPONSORED 65653160 839 21,930 SH DEFINED 1 21,930
NORTEL NETWORKS CORP COM NEW 65656850 5,766 239,766 SH DEFINED 1,2 239,766
NORTEL NETWORKS CORP COM NEW 65656850 7,937 330,000 SH PUT DEFINED 16 330,000
NORTH AMERN SCIENTIF COM 65715D10 13 13,000 SH DEFINED 1 13,000
NORTH PITTSBURGH SYS COM 66156210 4,901 230,618 SH DEFINED 1,2 230,618
NORTHEAST UTILS COM 66439710 73,458 2,590,213 SH DEFINED 1,2,5,12 2,590,213
NORTHERN TR CORP COM 66585910 327,872 5,103,857 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,103,857
NORTHFIELD LABS INC COM 66613510 49 34,179 SH DEFINED 1 34,179
NORTHROP GRUMMAN COR COM 66680710 2,461,418 31,609,322 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 31,609,322
NORTHSTAR NEUROSCIEN COM 66704V10 2,349 201,935 SH DEFINED 1 201,935
NORTHSTAR RLTY FIN C COM 66704R10 15,259 1,219,766 SH DEFINED 1,2 1,219,766
NORTHWEST AIRLS CORP COM 66728040 178,981 8,062,189 SH DEFINED 1,2,5 8,062,189
NORTHWEST BANCORP IN COM 66732810 7,340 280,809 SH DEFINED 1,2 280,809
NORTHWEST NAT GAS CO COM 66765510 35,849 776,117 SH DEFINED 1,2,5 776,117
NORTHWEST PIPE CO COM 66774610 3,729 104,840 SH DEFINED 1,5 104,840
NORTHWESTERN CORP COM NEW 66807430 17,551 551,760 SH DEFINED 1,2 551,760
NOVA BIOSOURCE FUELS COM 65488W10 75 29,600 SH DEFINED 1 29,600
NOVAMED INC DEL COM 66986W10 107 17,752 SH DEFINED 1 17,752
NOVARTIS A G SPONSORED 66987V10 5,295 94,441 SH DEFINED 1,2 94,441
NOVASTAR FINL INC COM 66994740 11,382 1,630,645 SH DEFINED 1,2 1,630,645
NOVATEL WIRELESS INC COM NEW 66987M60 19,067 732,764 SH DEFINED 1,2,5,6,16 732,764
NOVAVAX INC COM 67000210 235 81,149 SH DEFINED 1,2,5 81,149
NOVELL INC COM 67000610 66,815 8,577,056 SH DEFINED 1,2,5,6,10,13,14,16 8,577,056
NOVELLUS SYS INC COM 67000810 232,799 8,205,828 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,205,828
NOVEN PHARMACEUTICAL COM 67000910 13,625 581,038 SH DEFINED 1,2,6 581,038
NOVO-NORDISK A S ADR 67010020 1,118 10,299 SH DEFINED 1 10,299
NPS PHARMACEUTICALS COM 62936P10 315 76,055 SH DEFINED 1,5 76,055
NRG ENERGY INC COM NEW 62937750 179,805 4,325,363 SH DEFINED 1,2,5,8 4,325,363
NSTAR COM 67019E10 53,904 1,661,132 SH DEFINED 1,2,5,12 1,661,132
NTELOS HLDGS CORP COM 67020Q10 12,613 456,346 SH DEFINED 1,2,6,16 456,346
NTN BUZZTIME INC COM NEW 62941030 24 23,400 SH DEFINED 1 23,400
NTR ACQUISITION CO COM 62941510 2,755 290,876 SH DEFINED 1 290,876
NTT DOCOMO INC SPONS ADR 62942M20 2,033 128,680 SH DEFINED 1,2 128,680
NU HORIZONS ELECTRS COM 66990810 217 16,310 SH DEFINED 1,5 16,310
NU SKIN ENTERPRISES CL A 67018T10 12,651 766,754 SH DEFINED 1,2,6 766,754
NUANCE COMMUNICATION COM 67020Y10 33,030 1,974,281 SH DEFINED 1,2,5,6,13 1,974,281
NUCO2 INC COM 62942810 5,545 216,012 SH DEFINED 1,6 216,012
NUCOR CORP COM 67034610 646,657 11,025,698 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,025,698
NUSTAR ENERGY LP UNIT COM 67058H10 3,184 46,481 SH DEFINED 1,2 46,481
NUSTAR GP HOLDINGS L UNIT RESTG 67059L10 1,504 39,318 SH DEFINED 1,2 39,318
NUTRACEUTICAL INTL C COM 67060Y10 267 16,100 SH DEFINED 1 16,100
NUTRI SYS INC NEW COM 67069D10 20,447 292,725 SH DEFINED 1,2,5,6 292,725
NUVASIVE INC COM 67070410 12,292 455,076 SH DEFINED 1,2,6 455,076
NUVEEN INVTS INC CL A 67090F10 170,002 2,735,358 SH DEFINED 1,2,5 2,735,358
NUVELO INC COM NEW 67072M30 199 73,104 SH DEFINED 1,2,5,6 73,104
NVE CORP COM NEW 62944520 226 6,433 SH DEFINED 1 6,433
NVIDIA CORP COM 67066G10 418,962 10,141,912 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,141,912
NVR INC COM 62944T10 227,569 334,783 SH DEFINED 1,2,5,6,7,8,10,12,13,14 334,783
NXSTAGE MEDICAL INC COM 67072V10 2,728 210,972 SH DEFINED 1 210,972
NYMAGIC INC COM 62948410 5,964 148,348 SH DEFINED 1,2 148,348
NYMEX HOLDINGS INC COM 62948N10 117,649 936,476 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 936,476
NYSE EURONEXT COM 62949110 191,147 2,596,396 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,596,396
O CHARLEYS INC COM 67082310 8,802 436,604 SH DEFINED 1,2 436,604
O REILLY AUTOMOTIVE COM 68609110 68,992 1,887,616 SH DEFINED 1,2,5 1,887,616
OAKLEY INC COM 67366210 15,400 542,265 SH DEFINED 1,2,5 542,265
OBAGI MEDICAL PRODUC COM 67423R10 1,181 66,673 SH DEFINED 1 66,673
OCCAM NETWORKS INC COM NEW 67457P30 189 18,935 SH DEFINED 1,2 18,935
OCCIDENTAL PETE CORP COM 67459910 1,702,748 29,418,595 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,418,595
OCEANEERING INTL INC COM 67523210 38,853 738,082 SH DEFINED 1,2,5,6 738,082
OCEANFIRST FINL CORP COM 67523410 380 21,602 SH DEFINED 1,2 21,602
OCWEN FINL CORP COM NEW 67574630 8,813 661,146 SH DEFINED 1,2,6 661,146
ODYSSEY HEALTHCARE I COM 67611V10 14,047 1,184,395 SH DEFINED 1,2,5,6 1,184,395
ODYSSEY MARINE EXPLO COM 67611810 2,454 408,339 SH DEFINED 1,5 408,339
ODYSSEY RE HLDGS COR COM 67612W10 30,571 712,787 SH DEFINED 1,2 712,787
OFFICE DEPOT INC COM 67622010 330,110 10,894,735 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,894,735
OFFICEMAX INC DEL COM 67622P10 95,820 2,438,163 SH DEFINED 1,2,5,6,10,12,13,14 2,438,163
OGE ENERGY CORP COM 67083710 67,932 1,853,520 SH DEFINED 1,2,5,6 1,853,520
OHIO CAS CORP COM 67724010 57,457 1,326,639 SH DEFINED 1,2,5 1,326,639
OIL DRI CORP AMER COM 67786410 218 12,396 SH DEFINED 1 12,396
OIL STS INTL INC COM 67802610 35,524 859,317 SH DEFINED 1,2,6 859,317
OIL SVC HOLDRS TR DEPOSTRY R 67800210 69,892 400,000 SH CALL DEFINED 1 400,000
OIL SVC HOLDRS TR DEPOSTRY R 67800210 87,365 500,000 SH PUT DEFINED 1 500,000
OILSANDS QUEST INC COM 67804610 2,383 964,700 SH DEFINED 1 964,700
OLD DOMINION FGHT LI COM 67958010 12,420 411,955 SH DEFINED 1,2,6 411,955
OLD NATL BANCORP IND COM 68003310 28,420 1,711,010 SH DEFINED 1,2,5 1,711,010
OLD REP INTL CORP COM 68022310 111,445 5,242,002 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,242,002
OLD SECOND BANCORP I COM 68027710 6,192 212,347 SH DEFINED 1,2 212,347
OLIN CORP COM PAR $1 68066520 152,508 7,262,265 SH DEFINED 1,2,5 7,262,265
OLYMPIC STEEL INC COM 68162K10 6,502 226,861 SH DEFINED 1,5 226,861
OM GROUP INC COM 67087210 41,217 778,861 SH DEFINED 1,2,5,16 778,861
OMEGA FINL CORP COM 68209210 6,494 241,515 SH DEFINED 1,2,5 241,515
OMEGA HEALTHCARE INV COM 68193610 16,121 1,018,360 SH DEFINED 1,2,3 1,018,360
OMEGA PROTEIN CORP COM 68210P10 234 25,250 SH DEFINED 1,5 25,250
OMNI ENERGY SERVICES COM NEW 68210T20 604 53,873 SH DEFINED 1,2,5 53,873
OMNICARE INC COM 68190410 101,371 2,811,189 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,811,189
OMNICELL INC COM 68213N10 10,328 497,040 SH DEFINED 1,2,6 497,040
OMNICOM GROUP INC COM 68191910 725,935 13,717,601 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,717,601
OMNICOM GROUP INC COM 68191910 2,117 40,000 SH CALL DEFINED 16 40,000
OMNITURE INC COM 68212S10 8,188 357,222 SH DEFINED 1,2,6 357,222
OMNIVISION TECHNOLOG COM 68212810 22,182 1,224,868 SH DEFINED 1,2,5,6 1,224,868
OMNOVA SOLUTIONS INC COM 68212910 297 49,017 SH DEFINED 1 49,017
OMRIX BIOPHARMACEUTI COM 68198910 4,434 140,955 SH DEFINED 1,6 140,955
ON ASSIGNMENT INC COM 68215910 5,618 524,113 SH DEFINED 1 524,113
ON SEMICONDUCTOR COR COM 68218910 48,680 4,541,080 SH DEFINED 1,2,5,6,16 4,541,080
ON2 TECHNOLOGIES INC COM 68338A10 3,326 1,108,650 SH DEFINED 1 1,108,650
ONE LIBERTY PPTYS IN COM 68240610 560 24,591 SH DEFINED 1,3,5 24,591
ONEBEACON INSURANCE CL A G6774210 3,905 154,152 SH DEFINED 1,2 154,152
ONEOK INC NEW COM 68268010 94,801 1,880,601 SH DEFINED 1,2,5 1,880,601
ONEOK PARTNERS LP UNIT LTD P 68268N10 3,864 56,448 SH DEFINED 1,2 56,448
ONLINE RES CORP COM 68273G10 3,828 348,653 SH DEFINED 1 348,653
ONYX PHARMACEUTICALS COM 68339910 21,852 812,333 SH DEFINED 1,2,5,6 812,333
OPEN JT STK CO-VIMPE SPONSORED 68370R10 38,003 360,695 SH DEFINED 1,2,5,7 360,695
OPEN TEXT CORP COM 68371510 1,022 46,959 SH DEFINED 16 46,959
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
OPENTV CORP CL A G6754310 1,621 764,676 SH DEFINED 1 764,676
OPENWAVE SYS INC COM NEW 68371830 9,338 1,491,678 SH DEFINED 1,2,5,6 1,491,678
OPLINK COMMUNICATION COM NEW 68375Q40 4,206 280,410 SH DEFINED 1 280,410
OPNET TECHNOLOGIES I COM 68375710 545 47,384 SH DEFINED 1,2,5 47,384
OPNEXT INC COM 68375V10 2,911 219,827 SH DEFINED 1,2 219,827
OPSWARE INC COM 68383A10 12,110 1,273,397 SH DEFINED 1,2,5,6 1,273,397
OPTEUM INC CL A 68384A10 46 16,800 SH DEFINED 1 16,800
OPTICAL COMMUNICATIO CL A 68382T10 27 16,887 SH DEFINED 1 16,887
OPTION CARE INC COM 68394810 6,127 397,851 SH DEFINED 1,2,5 397,851
OPTIONSXPRESS HLDGS COM 68401010 20,712 807,169 SH DEFINED 1,2,6 807,169
OPTIUM CORP COM 68402T10 737 58,223 SH DEFINED 1,2 58,223
ORACLE CORP COM 68389X10 2,128,468 107,989,260 SH DEFINED 1,2,5,6,7,8,10,12,13,14 107,989,260
ORASURE TECHNOLOGIES COM 68554V10 9,637 1,178,138 SH DEFINED 1,2,5,6 1,178,138
ORBCOMM INC COM 68555P10 4,072 248,122 SH DEFINED 1,6 248,122
ORBITAL SCIENCES COR COM 68556410 26,778 1,274,544 SH DEFINED 1,2,6 1,274,544
ORBOTECH LTD ORD M7525310 1,346 60,288 SH DEFINED 1,2,5,7 60,288
ORCHID CELLMARK INC COM 68573C10 86 18,491 SH DEFINED 1 18,491
OREXIGEN THERAPEUTIC COM 68616410 215 14,300 SH DEFINED 1 14,300
ORIENTAL FINL GROUP COM 68618W10 6,189 567,284 SH DEFINED 1,2 567,284
ORIENT-EXPRESS HOTEL CL A G6774310 18,384 344,276 SH DEFINED 1,2,5,6 344,276
ORIGEN FINL INC COM 68619E20 170 25,800 SH DEFINED 1 25,800
ORITANI FINL CORP COM 68632310 2,138 149,650 SH DEFINED 1,2 149,650
ORIX CORP SPONSORED 68633010 2,201 16,517 SH DEFINED 1,2 16,517
ORMAT TECHNOLOGIES I COM 68668810 6,171 163,773 SH DEFINED 1,2,6 163,773
ORTHOFIX INTL N V COM N6748L10 9,241 205,497 SH DEFINED 1,2,6 205,497
ORTHOLOGIC CORP COM 68750J10 70 49,488 SH DEFINED 1,5 49,488
ORTHOVITA INC COM 68750U10 222 73,900 SH DEFINED 1 73,900
OSCIENT PHARMACEUTIC COM NEW 68812R30 52 11,356 SH DEFINED 1,5 11,356
OSHKOSH TRUCK CORP COM 68823920 86,133 1,368,926 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,368,926
OSI PHARMACEUTICALS COM 67104010 38,080 1,051,656 SH DEFINED 1,2,5,6 1,051,656
OSI SYSTEMS INC COM 67104410 6,111 223,427 SH DEFINED 1 223,427
OSIRIS THERAPEUTICS COM 68827R10 3,696 273,569 SH DEFINED 1,2,6 273,569
OSTEOTECH INC COM 68858210 272 37,736 SH DEFINED 1 37,736
OTTER TAIL CORP COM 68964810 14,380 448,393 SH DEFINED 1,2,5 448,393
OUTDOOR CHANNEL HLDG COM NEW 69002720 161 14,266 SH DEFINED 1 14,266
OVERLAND STORAGE INC COM 69031010 110 42,300 SH DEFINED 1,5 42,300
OVERSEAS SHIPHOLDING COM 69036810 77,115 947,357 SH DEFINED 1,2,5 947,357
OVERSTOCK COM INC DE COM 69037010 3,528 193,107 SH DEFINED 1,2,5,6 193,107
OWENS & MINOR INC NE COM 69073210 22,259 637,071 SH DEFINED 1,2,5 637,071
OWENS CORNING NEW COM 69074210 28,915 859,810 SH DEFINED 1,2,5 859,810
OWENS ILL INC COM NEW 69076840 81,922 2,340,641 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,340,641
OXFORD INDS INC COM 69149730 10,723 241,837 SH DEFINED 1,2 241,837
OXIGENE INC COM 69182810 147 37,029 SH DEFINED 1,5 37,029
OYO GEOSPACE CORP COM 67107410 3,857 51,994 SH DEFINED 1 51,994
P C CONNECTION COM 69318J10 606 45,789 SH DEFINED 1 45,789
P F CHANGS CHINA BIS COM 69333Y10 17,982 510,839 SH DEFINED 1,2,6 510,839
P T TELEKOMUNIKASI I SPONSORED 71568410 3,307 76,733 SH DEFINED 1,2 76,733
PAB BANKSHARES INC COM 69313P10 281 14,800 SH DEFINED 1,2 14,800
PACCAR INC COM 69371810 540,639 6,211,384 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,211,384
PACER INTL INC TENN COM 69373H10 14,381 611,452 SH DEFINED 1,2 611,452
PACIFIC CAP BANCORP COM 69404P10 22,917 849,423 SH DEFINED 1,2,5 849,423
PACIFIC CONTINENTAL COM 69412V10 333 20,568 SH DEFINED 1 20,568
PACIFIC ETHANOL INC COM 69423U10 5,696 431,549 SH DEFINED 1,2,5,6 431,549
PACIFIC MERCANTILE B COM 69455210 225 15,900 SH DEFINED 1 15,900
PACIFIC PREMIER BANC COM 69478X10 110 10,300 SH DEFINED 1 10,300
PACIFIC SUNWEAR CALI COM 69487310 35,953 1,634,216 SH DEFINED 1,2,5,6 1,634,216
PACKAGING CORP AMER COM 69515610 33,424 1,320,604 SH DEFINED 1,2,5 1,320,604
PACKETEER INC COM 69521010 4,156 532,172 SH DEFINED 1,2,5,6 532,172
PACTIV CORP COM 69525710 326,621 10,242,108 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,242,108
PAETEC HOLDING CORP COM 69545910 10,060 891,079 SH DEFINED 1,2 891,079
PAIN THERAPEUTICS IN COM 69562K10 6,886 790,580 SH DEFINED 1,2 790,580
PAINCARE HLDGS INC COM 69562E10 26 71,000 SH DEFINED 1,5 71,000
PALATIN TECHNOLOGIES COM NEW 69607730 143 72,200 SH DEFINED 1,5 72,200
PALL CORP COM 69642930 156,405 3,400,851 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,400,851
PALM HARBOR HOMES COM 69663910 2,149 151,857 SH DEFINED 1,2 151,857
PALM INC NEW COM 69664310 53,512 3,340,307 SH DEFINED 1,2,5,6 3,340,307
PALOMAR MED TECHNOLO COM NEW 69752930 8,645 249,072 SH DEFINED 1,2,6 249,072
PAN AMERICAN SILVER COM 69790010 817 31,030 SH DEFINED 16 31,030
PANACOS PHARMACEUTIC COM 69811Q10 199 61,711 SH DEFINED 1,5,6 61,711
PANERA BREAD CO CL A 69840W10 22,027 478,220 SH DEFINED 1,2,5,6,7 478,220
PANTRY INC COM 69865710 18,620 403,900 SH DEFINED 1,2,6,16 403,900
PAPA JOHNS INTL INC COM 69881310 24,370 847,367 SH DEFINED 1,2,6 847,367
PAR PHARMACEUTICAL C COM 69888P10 26,194 927,866 SH DEFINED 1,2,5,6 927,866
PARALLEL PETE CORP D COM 69915710 11,047 504,435 SH DEFINED 1,2,6 504,435
PARAMETRIC TECHNOLOG COM NEW 69917320 52,110 2,411,379 SH DEFINED 1,2,5,6 2,411,379
PAREXEL INTL CORP COM 69946210 16,221 385,665 SH DEFINED 1,2,6 385,665
PARK ELECTROCHEMICAL COM 70041620 12,724 451,517 SH DEFINED 1,2 451,517
PARK NATL CORP COM 70065810 17,052 201,114 SH DEFINED 1,2,5 201,114
PARK OHIO HLDGS CORP COM 70066610 2,693 98,628 SH DEFINED 1,5 98,628
PARKER DRILLING CO COM 70108110 16,685 1,583,047 SH DEFINED 1,2,5,6 1,583,047
PARKER HANNIFIN CORP COM 70109410 362,161 3,698,921 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,698,921
PARKERVISION INC COM 70135410 324 27,152 SH DEFINED 1,5 27,152
PARKVALE FINL CORP COM 70149210 256 8,632 SH DEFINED 1 8,632
PARKWAY PPTYS INC COM 70159Q10 20,494 426,701 SH DEFINED 1,2,3 426,701
PARLUX FRAGRANCES IN COM 70164510 84 18,905 SH DEFINED 1 18,905
PARTNERRE LTD COM G6852T10 63,215 815,677 SH DEFINED 1,2,5,6,7,8,10,12,13,14 815,677
PARTNERS TR FINL GRO COM 70213F10 9,509 905,613 SH DEFINED 1,2,5 905,613
PATHMARK STORES INC COM 70322A10 6,029 465,213 SH DEFINED 1,2,6 465,213
PATRICK INDS INC COM 70334310 170 10,800 SH DEFINED 1 10,800
PATRIOT CAPITAL FUND COM 70335Y10 2,813 189,400 SH DEFINED 1 189,400
PATRIOT TRANSN HLDG COM 70337B10 1,942 22,395 SH DEFINED 1 22,395
PATTERSON COMPANIES COM 70339510 135,610 3,638,573 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,638,573
PATTERSON UTI ENERGY COM 70348110 95,586 3,646,941 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,646,941
PAYCHEX INC COM 70432610 333,945 8,536,428 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,536,428
PAYLESS SHOESOURCE I COM 70437910 86,540 2,742,953 SH DEFINED 1,2,5,6 2,742,953
PC MALL INC COM 69323K10 2,510 205,202 SH DEFINED 1,2 205,202
PC-TEL INC COM 69325Q10 266 30,394 SH DEFINED 1 30,394
PDF SOLUTIONS INC COM 69328210 3,894 329,185 SH DEFINED 1,2,5,6 329,185
PDL BIOPHARMA INC COM 69329Y10 78,545 3,371,045 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,371,045
PEABODY ENERGY CORP COM 70454910 359,114 7,422,776 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,422,776
PEAPACK-GLADSTONE FI COM 70469910 264 9,755 SH DEFINED 1 9,755
PEARSON PLC SPONSORED 70501510 808 47,954 SH DEFINED 1 47,954
PEDIATRIX MED GROUP COM 70532410 56,152 1,018,171 SH DEFINED 1,2,5,6,7 1,018,171
PEERLESS SYS CORP COM 70553610 22 10,500 SH DEFINED 1 10,500
PEETS COFFEE & TEA I COM 70556010 4,387 178,123 SH DEFINED 1,2,6 178,123
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
PEGASYSTEMS INC COM 70557310 5,155 471,658 SH DEFINED 1,2 471,658
PENFORD CORP COM 70705110 266 9,752 SH DEFINED 1 9,752
PENN NATL GAMING INC COM 70756910 41,689 693,776 SH DEFINED 1,2,5 693,776
PENN TREATY AMERN CO COM NEW 70787440 61 10,632 SH DEFINED 1 10,632
PENN VA CORP COM 70788210 27,568 685,783 SH DEFINED 1,2,6 685,783
PENN VA RESOURCES PA COM 70788410 1,496 48,101 SH DEFINED 1,2 48,101
PENN WEST ENERGY TR TR UNIT 70788510 200 6,000 SH DEFINED 1,7 6,000
PENNANTPARK INVT COR COM 70806210 2,465 175,600 SH DEFINED 1 175,600
PENNEY J C INC COM 70816010 2,112,228 29,182,482 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,182,482
PENNSYLVANIA RL ESTA SH BEN INT 70910210 42,036 948,252 SH DEFINED 1,2,3,5 948,252
PENSON WORLDWIDE INC COM 70960010 4,245 173,041 SH DEFINED 1,2,6 173,041
PENTAIR INC COM 70963110 72,350 1,875,807 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,875,807
PENWEST PHARMACEUTIC COM 70975410 3,784 303,412 SH DEFINED 1,2 303,412
PEOPLES BANCORP INC COM 70978910 6,838 252,593 SH DEFINED 1,2 252,593
PEOPLES BANCTRUST IN COM 70979610 202 8,100 SH DEFINED 1 8,100
PEOPLES UNITED FINAN COM 71270410 50,949 2,873,632 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,873,632
PEOPLESUPPORT INC COM 71271430 3,571 314,612 SH DEFINED 1,2 314,612
PEP BOYS MANNY MOE & COM 71327810 14,492 718,869 SH DEFINED 1,2,5,6 718,869
PEPCO HOLDINGS INC COM 71329110 107,982 3,829,144 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,829,144
PEPSI BOTTLING GROUP COM 71340910 256,957 7,629,352 SH DEFINED 1,2,5,6,8,10,12,13,14 7,629,352
PEPSIAMERICAS INC COM 71343P20 39,483 1,607,634 SH DEFINED 1,2,5,6,12 1,607,634
PEPSICO INC COM 71344810 3,015,179 46,494,661 SH DEFINED 1,2,5,6,7,8,10,12,13,14 46,494,661
PEREGRINE PHARMACEUT COM 71366110 237 307,800 SH DEFINED 1,5 307,800
PERFICIENT INC COM 71375U10 6,828 329,873 SH DEFINED 1,5,6 329,873
PERFORMANCE FOOD GRO COM 71375510 21,758 669,679 SH DEFINED 1,2,5 669,679
PERFORMANCE TECHNOLO COM 71376K10 80 17,817 SH DEFINED 1 17,817
PERICOM SEMICONDUCTO COM 71383110 6,374 571,116 SH DEFINED 1,2 571,116
PERINI CORP COM 71383910 42,126 684,636 SH DEFINED 1,2,5,6,16 684,636
PERKINELMER INC COM 71404610 74,935 2,875,469 SH DEFINED 1,2,5,6,10,13,14,16 2,875,469
PERMA-FIX ENVIRONMEN COM 71415710 73 23,800 SH DEFINED 1 23,800
PEROT SYS CORP CL A 71426510 26,264 1,541,329 SH DEFINED 1,2,5,6 1,541,329
PERRIGO CO COM 71429010 40,048 2,045,346 SH DEFINED 1,2,5 2,045,346
PERVASIVE SOFTWARE I COM 71571010 88 19,100 SH DEFINED 1 19,100
PETMED EXPRESS INC COM 71638210 12,216 951,414 SH DEFINED 1,5 951,414
PETROBRAS ENERGIA PA SP ADR B S 71646M10 1,870 172,311 SH DEFINED 1,2,5 172,311
PETRO-CDA COM 71644E10 1,302 24,501 SH DEFINED 1 24,501
PETROCHINA CO LTD SPONSORED 71646E10 379 2,552 SH DEFINED 1 2,552
PETROHAWK ENERGY COR COM 71649510 39,085 2,464,356 SH DEFINED 1,2,5,6 2,464,356
PETROLEO BRASILEIRO SPONSORED 71654V10 106,508 998,386 SH DEFINED 1,2,7 998,386
PETROLEO BRASILEIRO SPONSORED 71654V40 38,503 317,496 SH DEFINED 1,2,4 317,496
PETROLEUM DEV CORP COM 71657810 20,029 421,843 SH DEFINED 1,2,5,6 421,843
PETROQUEST ENERGY IN COM 71674810 8,100 557,083 SH DEFINED 1,2,6 557,083
PETSMART INC COM 71676810 86,200 2,656,395 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,656,395
PFF BANCORP INC COM 69331W10 14,963 535,728 SH DEFINED 1,2 535,728
PFIZER INC COM 71708110 5,553,711 217,196,346 SH DEFINED 1,2,5,6,7,8,10,12,13,14 217,196,346
PFSWEB INC COM 71709810 9 10,481 SH DEFINED 1 10,481
PG&E CORP COM 69331C10 550,779 12,158,485 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,158,485
PGT INC COM 69336V10 1,261 115,334 SH DEFINED 1,2,5 115,334
PHARMACEUTICAL PROD COM 71712410 70,287 1,836,610 SH DEFINED 1,2,5 1,836,610
PHARMACYCLICS INC COM 71693310 76 28,088 SH DEFINED 1,5 28,088
PHARMANET DEV GROUP COM 71714810 21,057 660,519 SH DEFINED 1,2 660,519
PHARMION CORP COM 71715B40 12,917 446,195 SH DEFINED 1,2,6 446,195
PHARMOS CORP COM PAR $. 71713930 18 12,713 SH DEFINED 1 12,713
PHASE FORWARD INC COM 71721R40 8,434 501,121 SH DEFINED 1,2 501,121
PHH CORP COM NEW 69332020 27,985 896,661 SH DEFINED 1,2,5,6 896,661
PHI INC COM NON VT 69336T20 5,624 188,803 SH DEFINED 1 188,803
PHILADELPHIA CONS HL COM 71752810 43,797 1,047,764 SH DEFINED 1,2,5,6 1,047,764
PHILIPPINE LONG DIST SPONSORED 71825260 43,272 756,512 SH DEFINED 1,2,4,7 756,512
PHILLIPS VAN HEUSEN COM 71859210 60,464 998,255 SH DEFINED 1,2,5 998,255
PHOENIX COS INC NEW COM 71902E10 49,667 3,308,924 SH DEFINED 1,2,5 3,308,924
PHOENIX TECHNOLOGY L COM 71915310 288 34,144 SH DEFINED 1 34,144
PHOTOMEDEX INC COM 71935810 25 19,600 SH DEFINED 1 19,600
PHOTON DYNAMICS INC COM 71936410 1,825 167,466 SH DEFINED 1 167,466
PHOTRONICS INC COM 71940510 15,934 1,070,848 SH DEFINED 1,2,5 1,070,848
PICO HLDGS INC COM NEW 69336620 14,623 338,034 SH DEFINED 1,2,6 338,034
PIEDMONT NAT GAS INC COM 72018610 38,373 1,556,714 SH DEFINED 1,2,5 1,556,714
PIER 1 IMPORTS INC COM 72027910 12,214 1,438,612 SH DEFINED 1,2,5,6 1,438,612
PIKE ELEC CORP COM 72128310 7,810 348,989 SH DEFINED 1,2,6 348,989
PILGRIMS PRIDE CORP COM 72146710 27,469 719,644 SH DEFINED 1,2 719,644
PINNACLE AIRL CORP COM 72344310 3,980 212,246 SH DEFINED 1,2 212,246
PINNACLE ENTMT INC COM 72345610 25,437 903,639 SH DEFINED 1,2,5,6 903,639
PINNACLE FINL PARTNE COM 72346Q10 5,973 203,430 SH DEFINED 1,2 203,430
PINNACLE WEST CAP CO COM 72348410 264,189 6,629,594 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,629,594
PIONEER COS INC COM NEW 72364330 6,242 181,616 SH DEFINED 1 181,616
PIONEER DRILLING CO COM 72365510 11,128 746,343 SH DEFINED 1,2,5 746,343
PIONEER NAT RES CO COM 72378710 119,167 2,446,461 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,446,461
PIPER JAFFRAY COS COM 72407810 23,544 422,457 SH DEFINED 1,2,5 422,457
PITNEY BOWES INC COM 72447910 327,487 6,994,600 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,994,600
PIXELWORKS INC COM 72581M10 142 96,605 SH DEFINED 1,5 96,605
PLAINS ALL AMERN PIP UNIT LTD P 72650310 8,175 128,441 SH DEFINED 1,2 128,441
PLAINS EXPL& PRODTN COM 72650510 72,419 1,514,719 SH DEFINED 1,2,5,6 1,514,719
PLANAR SYS INC COM 72690010 290 38,660 SH DEFINED 1,5 38,660
PLANETOUT INC COM 72705810 25 18,200 SH DEFINED 1,5 18,200
PLANTRONICS INC NEW COM 72749310 43,185 1,647,016 SH DEFINED 1,2,5,7 1,647,016
PLATINUM UNDERWRITER COM G7127P10 31,862 916,894 SH DEFINED 1,2,5 916,894
PLATO LEARNING INC COM 72764Y10 122 26,547 SH DEFINED 1 26,547
PLAYBOY ENTERPRISES CL B 72811730 3,583 316,225 SH DEFINED 1,2,6 316,225
PLAYTEX PRODS INC COM 72813P10 29,127 1,966,707 SH DEFINED 1,2,6 1,966,707
PLEXUS CORP COM 72913210 15,606 678,821 SH DEFINED 1,2,5,6 678,821
PLUG POWER INC COM 72919P10 240 76,592 SH DEFINED 1,2,5,6 76,592
PLUM CREEK TIMBER CO COM 72925110 189,945 4,559,411 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,559,411
PLX TECHNOLOGY INC COM 69341710 3,878 347,524 SH DEFINED 1,5 347,524
PMA CAP CORP CL A 69341920 8,512 796,304 SH DEFINED 1,2,5 796,304
PMC COML TR SH BEN INT 69343410 245 18,606 SH DEFINED 1,5 18,606
PMC-SIERRA INC COM 69344F10 41,760 5,402,271 SH DEFINED 1,2,5,6,8,10 5,402,271
PMI GROUP INC COM 69344M10 81,279 1,819,533 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,819,533
PNC FINL SVCS GROUP COM 69347510 679,743 9,496,264 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,496,264
PNM RES INC COM 69349H10 51,164 1,841,091 SH DEFINED 1,2,5 1,841,091
POGO PRODUCING CO COM 73044810 48,870 962,194 SH DEFINED 1,2,5,12 962,194
POLARIS INDS INC COM 73106810 40,258 743,314 SH DEFINED 1,2,5,6,16 743,314
POLO RALPH LAUREN CO CL A 73157210 146,639 1,494,642 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,494,642
POLYCOM INC COM 73172K10 60,549 1,802,044 SH DEFINED 1,2,5,6 1,802,044
POLYMEDICA CORP COM 73173810 16,838 412,183 SH DEFINED 1,2,6 412,183
POLYONE CORP COM 73179P10 11,334 1,576,359 SH DEFINED 1,2,5 1,576,359
POMEROY IT SOLUTIONS COM 73182210 149 15,201 SH DEFINED 1 15,201
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
PONIARD PHARMACEUTIC COM NEW 73244930 1,138 167,359 SH DEFINED 1 167,359
POOL CORPORATION COM 73278L10 22,523 577,071 SH DEFINED 1,2,5,6 577,071
POPE & TALBOT INC COM 73282710 85 21,468 SH DEFINED 1,5 21,468
POPE RES DEL LTD PAR DEPOSITRY 73285710 366 7,512 SH DEFINED 1 7,512
POPULAR INC COM 73317410 61,070 3,800,240 SH DEFINED 1,2,5,6,12 3,800,240
PORTEC RAIL PRODS IN COM 73621210 161 13,300 SH DEFINED 1 13,300
PORTFOLIO RECOVERY A COM 73640Q10 22,656 377,482 SH DEFINED 1,2,6 377,482
PORTLAND GEN ELEC CO COM NEW 73650884 12,107 441,219 SH DEFINED 1,2 441,219
PORTUGAL TELECOM SGP SPONSORED 73727310 591 42,538 SH DEFINED 1 42,538
POSCO SPONSORED 69348310 3,316 27,632 SH DEFINED 1,2 27,632
POSSIS MEDICAL INC COM 73740710 6,438 591,721 SH DEFINED 1 591,721
POST PPTYS INC COM 73746410 56,753 1,088,689 SH DEFINED 1,2,3,5 1,088,689
POTASH CORP SASK INC COM 73755L10 1,152 14,769 SH DEFINED 1,16 14,769
POTLATCH CORP NEW COM 73763010 38,582 896,216 SH DEFINED 1,2,5 896,216
POWELL INDS INC COM 73912810 3,738 117,705 SH DEFINED 1 117,705
POWER-ONE INC COM 73930810 4,575 1,149,468 SH DEFINED 1,2,5,6 1,149,468
POWERWAVE TECHNOLOGI COM 73936310 18,856 2,814,388 SH DEFINED 1,2,5,6 2,814,388
POZEN INC COM 73941U10 11,312 626,030 SH DEFINED 1,2,5 626,030
PPG INDS INC COM 69350610 507,851 6,672,597 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,672,597
PPL CORP COM 69351T10 570,326 12,189,047 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,189,047
PRA INTL COM 69353C10 6,648 262,761 SH DEFINED 1,2,6 262,761
PRAXAIR INC COM 74005P10 610,155 8,475,550 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,475,550
PRE PAID LEGAL SVCS COM 74006510 24,532 381,462 SH DEFINED 1,2,6 381,462
PRECISION CASTPARTS COM 74018910 373,384 3,076,661 SH DEFINED 1,2,5,6,8,10,12,13,14 3,076,661
PREFERRED BK LOS ANG COM 74036710 4,257 106,416 SH DEFINED 1 106,416
PREFORMED LINE PRODS COM 74044410 571 11,900 SH DEFINED 1 11,900
PREMIER CMNTY BANKSH COM 74047310 235 7,200 SH DEFINED 1 7,200
PREMIER EXIBITIONS I COM 74051E10 5,327 337,980 SH DEFINED 1,5 337,980
PREMIERE GLOBAL SVCS COM 74058510 19,102 1,467,159 SH DEFINED 1,2 1,467,159
PREMIERWEST BANCORP COM 74092110 304 22,573 SH DEFINED 1 22,573
PRESIDENTIAL LIFE CO COM 74088410 6,936 352,794 SH DEFINED 1,2 352,794
PRESSTEK INC COM 74111310 342 42,834 SH DEFINED 1,5 42,834
PRESTIGE BRANDS HLDG COM 74112D10 11,210 863,612 SH DEFINED 1,2,16 863,612
PRG-SCHULTZ INTERNAT COM NEW 69357C50 348 21,902 SH DEFINED 1,2 21,902
PRICE T ROWE GROUP I COM 74144T10 342,191 6,594,551 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,594,551
PRICELINE COM INC COM NEW 74150340 57,464 835,961 SH DEFINED 1,2,5,6 835,961
PRICESMART INC COM 74151110 5,087 205,684 SH DEFINED 1,2 205,684
PRIDE INTL INC DEL COM 74153Q10 127,306 3,398,464 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 3,398,464
PRIMEDIA INC COM 74157K10 9,971 3,498,502 SH DEFINED 1,2,5,6 3,498,502
PRIMUS GUARANTY LTD SHS G7245710 5,968 556,700 SH DEFINED 1,6 556,700
PRINCETON REVIEW INC COM 74235210 197 41,173 SH DEFINED 1,5 41,173
PRINCIPAL FINANCIAL COM 74251V10 382,741 6,566,158 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 6,566,158
PRIVATEBANCORP INC COM 74296210 10,043 348,732 SH DEFINED 1,2,5,6 348,732
PROASSURANCE CORP COM 74267C10 29,023 521,345 SH DEFINED 1,2,5 521,345
PROCENTURY CORP COM 74268T10 336 20,050 SH DEFINED 1,2 20,050
PROCTER & GAMBLE CO COM 74271810 5,707,262 93,271,159 SH DEFINED 1,2,5,6,7,8,10,12,13,14 93,271,159
PROGENICS PHARMACEUT COM 74318710 11,200 519,256 SH DEFINED 1,2,6 519,256
PROGRESS ENERGY INC COM 74326310 943,183 20,688,365 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 20,688,365
PROGRESS SOFTWARE CO COM 74331210 22,992 723,260 SH DEFINED 1,2,5,6 723,260
PROGRESSIVE CORP OHI COM 74331510 484,601 20,250,783 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,250,783
PROGRESSIVE GAMING I COM 74332S10 326 55,527 SH DEFINED 1 55,527
PROLIANCE INTL INC COM 74340R10 86 27,829 SH DEFINED 1,2,5 27,829
PROLOGIS SH BEN INT 74341010 534,026 9,385,340 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 9,385,340
PROSPECT CAPITAL COR COM 74348T10 3,894 222,900 SH DEFINED 1 222,900
PROSPERITY BANCSHARE COM 74360610 19,959 609,254 SH DEFINED 1,2 609,254
PROTALIX BIOTHERAPEU COM 74365A10 9,088 336,700 SH DEFINED 1 336,700
PROTECTION ONE INC COM NEW 74366340 441 29,501 SH DEFINED 1,5 29,501
PROTECTIVE LIFE CORP COM 74367410 73,705 1,541,618 SH DEFINED 1,2,5,12 1,541,618
PROVIDENCE SVC CORP COM 74381510 4,429 165,772 SH DEFINED 1 165,772
PROVIDENT BANKSHARES COM 74385910 22,973 700,825 SH DEFINED 1,2,5 700,825
PROVIDENT FINL SVCS COM 74386T10 24,012 1,523,594 SH DEFINED 1,2,5 1,523,594
PROVIDENT NEW YORK B COM 74402810 8,862 655,934 SH DEFINED 1,2 655,934
PRUDENTIAL FINL INC COM 74432010 1,127,432 11,595,514 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 11,595,514
PRUDENTIAL PLC ADR 74435K20 1,068 37,347 SH DEFINED 1 37,347
PS BUSINESS PKS INC COM 69360J10 30,419 480,017 SH DEFINED 1,2,3,5,6 480,017
PSS WORLD MED INC COM 69366A10 21,559 1,183,276 SH DEFINED 1,2,5,6 1,183,276
PSYCHIATRIC SOLUTION COM 74439H10 41,863 1,154,512 SH DEFINED 1,2,6 1,154,512
PUBLIC STORAGE COM 74460D10 342,249 4,455,201 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 4,455,201
PUBLIC SVC ENTERPRIS COM 74457310 697,439 7,945,301 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,945,301
PUBLICIS S A NEW SPONSORED 74463M10 702 16,160 SH DEFINED 1 16,160
PUGET ENERGY INC NEW COM 74531010 44,116 1,824,496 SH DEFINED 1,2,5,12 1,824,496
PULTE HOMES INC COM 74586710 151,034 6,727,552 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,727,552
PVF CAPITAL CORP COM 69365410 160 11,927 SH DEFINED 1 11,927
PXRE GROUP LTD COM G7301810 2,827 609,260 SH DEFINED 1,5 609,260
Q MED COM 74791410 47 12,007 SH DEFINED 1 12,007
QAD INC COM 74727D10 1,646 198,271 SH DEFINED 1,2 198,271
QC HLDGS INC COM 74729T10 1,018 67,899 SH DEFINED 1,2 67,899
QLOGIC CORP COM 74727710 101,477 6,094,729 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,094,729
QUADRA REALTY TRUST COM 74694510 2,316 185,113 SH DEFINED 1 185,113
QUADRAMED CORP COM 74730W10 43 14,100 SH DEFINED 1 14,100
QUAKER CHEM CORP COM 74731610 539 22,834 SH DEFINED 1,5 22,834
QUAKER FABRIC CORP N COM 74739910 16 13,821 SH DEFINED 1 13,821
QUALCOMM INC COM 74752510 1,840,689 42,421,962 SH DEFINED 1,2,5,6,7,8,10,12,13,14 42,421,962
QUALITY DISTR INC FL COM 74756M10 300 26,720 SH DEFINED 1,5 26,720
QUALITY SYS INC COM 74758210 12,749 335,756 SH DEFINED 1,2,6 335,756
QUANEX CORP COM 74762010 39,435 809,748 SH DEFINED 1,2 809,748
QUANTA SVCS INC COM 74762E10 61,446 2,003,458 SH DEFINED 1,2,5,6 2,003,458
QUANTUM CORP COM DSSG 74790620 10,300 3,249,248 SH DEFINED 1,2,5 3,249,248
QUANTUM FUEL SYS TEC COM 74765E10 307 196,779 SH DEFINED 1,5 196,779
QUEST DIAGNOSTICS IN COM 74834L10 214,291 4,148,899 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,148,899
QUEST RESOURCE CORP COM NEW 74834930 506 43,356 SH DEFINED 1,5 43,356
QUEST SOFTWARE INC COM 74834T10 17,006 1,050,399 SH DEFINED 1,2,5,6 1,050,399
QUESTAR CORP COM 74835610 293,326 5,550,152 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,550,152
QUICKLOGIC CORP COM 74837P10 45 16,818 SH DEFINED 1 16,818
QUICKSILVER RESOURCE COM 74837R10 36,680 822,795 SH DEFINED 1,2,5,6 822,795
QUIDEL CORP COM 74838J10 7,447 424,092 SH DEFINED 1,5,6 424,092
QUIKSILVER INC COM 74838C10 36,054 2,551,597 SH DEFINED 1,2,5 2,551,597
QUIXOTE CORP COM 74905610 187 10,015 SH DEFINED 1 10,015
QUOVADX INC COM 74913K10 117 37,359 SH DEFINED 1,5 37,359
QWEST COMMUNICATIONS COM 74912110 1,043,087 107,534,724 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 107,534,724
R H DONNELLEY CORP COM NEW 74955W30 64,489 850,997 SH DEFINED 1,2,5,7,12 850,997
RACKABLE SYS INC COM 75007710 5,557 449,590 SH DEFINED 1,2,5,6 449,590
RADIAN GROUP INC COM 75023610 112,870 2,090,178 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,090,178
RADIANT SYSTEMS INC COM 75025N10 4,580 345,917 SH DEFINED 1 345,917
RADIATION THERAPY SV COM 75032320 4,299 163,201 SH DEFINED 1,2,6 163,201
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
RADIO ONE INC CL A 75040P10 672 95,001 SH DEFINED 1,2 95,001
RADIO ONE INC CL D NON V 75040P40 8,598 1,217,809 SH DEFINED 1,2,5 1,217,809
RADIOSHACK CORP COM 75043810 188,345 5,683,310 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 5,683,310
RADISYS CORP COM 75045910 5,278 425,676 SH DEFINED 1,2,5 425,676
RADNET INC COM 75049110 110 11,550 SH DEFINED 1 11,550
RADWARE LTD ORD M8187310 206 14,155 SH DEFINED 1,2,5 14,155
RADYNE CORP COM NEW 75061140 137 12,851 SH DEFINED 1 12,851
RAE SYS INC COM 75061P10 102 44,300 SH DEFINED 1,2,5 44,300
RAINMAKER SYSTEMS COM NEW 75087530 78 10,960 SH DEFINED 1 10,960
RAIT FINANCIAL TRUST COM 74922710 25,908 995,713 SH DEFINED 1,2,16 995,713
RALCORP HLDGS INC NE COM 75102810 23,218 434,394 SH DEFINED 1,2,5,6 434,394
RAM HOLDINGS LTD SHS G7368R10 2,937 186,500 SH DEFINED 1 186,500
RAMBUS INC DEL COM 75091710 22,455 1,248,894 SH DEFINED 1,2,5,6 1,248,894
RAMCO-GERSHENSON PPT COM SH BEN 75145220 17,708 492,843 SH DEFINED 1,2,3 492,843
RANGE RES CORP COM 75281A10 65,511 1,751,168 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,751,168
RARE HOSPITALITY INT COM 75382010 12,441 464,725 SH DEFINED 1,2,5,6 464,725
RASER TECHNOLOGIES I COM 75405510 1,790 242,154 SH DEFINED 1 242,154
RAVEN INDS INC COM 75421210 7,937 222,260 SH DEFINED 1,2,6 222,260
RAYMOND JAMES FINANC COM 75473010 48,290 1,562,768 SH DEFINED 1,2,5 1,562,768
RAYONIER INC COM 75490710 50,765 1,124,602 SH DEFINED 1,2,5 1,124,602
RAYTHEON CO COM NEW 75511150 654,007 12,135,968 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 12,135,968
RBC BEARINGS INC COM 75524B10 19,019 461,075 SH DEFINED 1,2,6 461,075
RC2 CORP COM 74938810 21,872 546,668 SH DEFINED 1,2,6 546,668
RCN CORP COM NEW 74936120 8,954 476,532 SH DEFINED 1,2,6 476,532
READING INTERNATIONA CL A 75540810 213 23,000 SH DEFINED 1 23,000
REALNETWORKS INC COM 75605L10 19,984 2,446,014 SH DEFINED 1,2,5,6 2,446,014
REALTY INCOME CORP COM 75610910 45,200 1,794,362 SH DEFINED 1,2,3,5 1,794,362
RED HAT INC COM 75657710 39,662 1,780,158 SH DEFINED 1,2,5,6 1,780,158
RED LION HOTELS CORP COM 75676410 319 24,830 SH DEFINED 1 24,830
RED ROBIN GOURMET BU COM 75689M10 9,772 242,067 SH DEFINED 1,2,6 242,067
REDDY ICE HLDGS INC COM 75734R10 9,179 321,850 SH DEFINED 1,2 321,850
REDWOOD TR INC COM 75807540 18,934 391,363 SH DEFINED 1,2 391,363
REED ELSEVIER N V SPONSORED 75820410 1,137 29,984 SH DEFINED 1 29,984
REED ELSEVIER P L C SPONSORED 75820510 955 18,469 SH DEFINED 1 18,469
REGAL BELOIT CORP COM 75875010 24,475 525,888 SH DEFINED 1,2,5 525,888
REGAL ENTMT GROUP CL A 75876610 24,001 1,094,415 SH DEFINED 1,2,5 1,094,415
REGENCY CTRS CORP COM 75884910 135,672 1,924,424 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 1,924,424
REGENCY ENERGY PARTN COM UNITS 75885Y10 976 29,405 SH DEFINED 1,2 29,405
REGENERATION TECH IN COM 75886N10 3,478 309,157 SH DEFINED 1 309,157
REGENERON PHARMACEUT COM 75886F10 21,910 1,222,675 SH DEFINED 1,2,5,6 1,222,675
REGENT COMMUNICATION COM 75886510 189 56,526 SH DEFINED 1 56,526
REGIONS FINANCIAL CO COM 7591EP10 666,014 20,121,263 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,121,263
REGIS CORP MINN COM 75893210 37,323 975,754 SH DEFINED 1,2,5 975,754
REHABCARE GROUP INC COM 75914810 4,504 316,259 SH DEFINED 1,2,5 316,259
REINSURANCE GROUP AM COM 75935110 30,461 505,658 SH DEFINED 1,2,5 505,658
REIS INC COM 75936P10 180 19,839 SH DEFINED 1,2 19,839
RELIANCE STEEL & ALU COM 75950910 75,304 1,338,500 SH DEFINED 1,2,5 1,338,500
RELIANT ENERGY INC COM 75952B10 169,693 6,296,590 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 6,296,590
RENAISSANCE LEARNING COM 75968L10 1,330 101,160 SH DEFINED 1,6 101,160
RENAISSANCERE HOLDIN COM G7496G10 106,181 1,712,873 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,712,873
RENASANT CORP COM 75970E10 6,574 289,112 SH DEFINED 1,2 289,112
RENOVIS INC COM 75988510 184 51,080 SH DEFINED 1,5 51,080
RENT A CTR INC NEW COM 76009N10 48,590 1,852,451 SH DEFINED 1,2,5 1,852,451
RENTECH INC COM 76011210 4,941 1,907,623 SH DEFINED 1,2,5,6 1,907,623
RENTRAK CORP COM 76017410 358 24,140 SH DEFINED 1,5 24,140
REPLIGEN CORP COM 75991610 112 28,613 SH DEFINED 1,5 28,613
REPSOL YPF S A SPONSORED 76026T20 2,321 59,972 SH DEFINED 1 59,972
REPUBLIC AWYS HLDGS COM 76027610 15,848 778,773 SH DEFINED 1,2 778,773
REPUBLIC BANCORP KY CL A 76028120 3,472 209,281 SH DEFINED 1,2 209,281
REPUBLIC FIRST BANCO COM 76041610 170 17,734 SH DEFINED 1 17,734
REPUBLIC PROPERTY TR COM 76073710 4,751 387,814 SH DEFINED 1,3 387,814
REPUBLIC SVCS INC COM 76075910 166,147 5,422,547 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,422,547
RES-CARE INC COM 76094310 15,181 718,094 SH DEFINED 1,2 718,094
RESEARCH FRONTIERS I COM 76091110 224 15,870 SH DEFINED 1 15,870
RESEARCH IN MOTION L COM 76097510 4,195 20,978 SH DEFINED 1,5,16 20,978
RESMED INC COM 76115210 49,947 1,210,546 SH DEFINED 1,2,5,6 1,210,546
RESOURCE AMERICA INC CL A 76119520 5,326 258,402 SH DEFINED 1,2,5 258,402
RESOURCE CAP CORP COM 76120W30 5,192 371,390 SH DEFINED 1,2 371,390
RESOURCES CONNECTION COM 76122Q10 21,840 658,231 SH DEFINED 1,2,6 658,231
RESPIRONICS INC COM 76123010 31,427 737,886 SH DEFINED 1,2,5,6 737,886
RESTORATION HARDWARE COM 76098110 269 48,275 SH DEFINED 1,5 48,275
RETAIL VENTURES INC COM 76128Y10 4,854 300,936 SH DEFINED 1,2,6 300,936
RETRACTABLE TECHNOLO COM 76129W10 67 26,900 SH DEFINED 1 26,900
REUTERS GROUP PLC SPONSORED 76132M10 1,119 14,976 SH DEFINED 1,2 14,976
REVLON INC CL A 76152550 4,523 3,301,797 SH DEFINED 1,2,6 3,301,797
REWARDS NETWORK INC COM 76155710 3,782 929,207 SH DEFINED 1 929,207
REX STORES CORP COM 76162410 579 29,214 SH DEFINED 1 29,214
REXAM PLC SP ADR NEW 76165540 460 9,233 SH DEFINED 1 9,233
REYNOLDS AMERICAN IN COM 76171310 348,300 5,342,021 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,342,021
RF MICRODEVICES INC COM 74994110 67,073 10,748,907 SH DEFINED 1,2,5,6,7 10,748,907
RICHARDSON ELECTRS L COM 76316510 95 10,300 SH DEFINED 1 10,300
RIGEL PHARMACEUTICAL COM NEW 76655960 3,332 373,998 SH DEFINED 1,2,5,6 373,998
RIGHTNOW TECHNOLOGIE COM 76657R10 3,197 194,841 SH DEFINED 1,6 194,841
RIMAGE CORP COM 76672110 3,412 108,000 SH DEFINED 1 108,000
RINKER GROUP LTD SPONSORED 76687M10 447 5,612 SH DEFINED 1 5,612
RIO TINTO PLC SPONSORED 76720410 2,452 8,009 SH DEFINED 1 8,009
RITCHIE BROS AUCTION COM 76774410 303 4,844 SH DEFINED 1,5 4,844
RITE AID CORP COM 76775410 36,736 5,758,047 SH DEFINED 1,2,5,6 5,758,047
RIVERBED TECHNOLOGY COM 76857310 5,621 128,280 SH DEFINED 1,2,6 128,280
RIVERVIEW BANCORP IN COM 76939710 225 16,450 SH DEFINED 1 16,450
RIVIERA HLDGS CORP COM 76962710 5,274 145,079 SH DEFINED 1,5 145,079
RLI CORP COM 74960710 107,398 1,919,542 SH DEFINED 1,2 1,919,542
ROBBINS & MYERS INC COM 77019610 11,595 218,237 SH DEFINED 1,2 218,237
ROBERT HALF INTL INC COM 77032310 175,729 4,814,484 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,814,484
ROCHESTER MED CORP COM 77149710 207 13,797 SH DEFINED 1 13,797
ROCK OF AGES CORP CL A 77263210 58 11,698 SH DEFINED 1 11,698
ROCK-TENN CO CL A 77273920 36,266 1,143,308 SH DEFINED 1,2 1,143,308
ROCKVILLE FINL INC COM 77418610 1,824 120,794 SH DEFINED 1 120,794
ROCKWELL AUTOMATION COM 77390310 310,742 4,474,970 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,474,970
ROCKWELL COLLINS INC COM 77434110 312,823 4,428,416 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,428,416
ROCKWOOD HLDGS INC COM 77441510 29,326 802,357 SH DEFINED 1,2 802,357
ROFIN SINAR TECHNOLO COM 77504310 23,416 339,362 SH DEFINED 1,2,5,6 339,362
ROGERS COMMUNICATION CL B 77510920 1,917 45,112 SH DEFINED 1,16 45,112
ROGERS CORP COM 77513310 11,446 309,358 SH DEFINED 1,2,6 309,358
ROHM & HAAS CO COM 77537110 269,160 4,922,457 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,922,457
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
ROLLINS INC COM 77571110 18,392 807,710 SH DEFINED 1,2,6 807,710
ROMA FINANCIAL CORP COM 77581P10 2,146 129,518 SH DEFINED 1,2 129,518
ROPER INDS INC NEW COM 77669610 100,018 1,751,627 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,751,627
ROSETTA RESOURCES IN COM 77777930 21,922 1,017,735 SH DEFINED 1,2,16 1,017,735
ROSS STORES INC COM 77829610 90,379 2,934,372 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,934,372
ROSTELECOM OPEN JT S SPONSORED 77852910 736 12,920 SH DEFINED 1,2,5 12,920
ROTECH HEALTHCARE IN COM 77866910 13 12,100 SH DEFINED 1 12,100
ROWAN COS INC COM 77938210 153,900 3,755,501 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,755,501
ROYAL BANCSHARES PA CL A 78008110 1,238 62,810 SH DEFINED 1 62,810
ROYAL BK CDA MONTREA COM 78008710 939 17,697 SH DEFINED 1,14 17,697
ROYAL CARIBBEAN CRUI COM V7780T10 65,263 1,518,445 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,518,445
ROYAL DUTCH SHELL PL SPON ADR B 78025910 5,454 65,439 SH DEFINED 1 65,439
ROYAL DUTCH SHELL PL SPONS ADR 78025920 7,696 94,774 SH DEFINED 1,2 94,774
ROYAL GOLD INC COM 78028710 8,775 369,145 SH DEFINED 1,2,5,6 369,145
ROYAL KPN NV SPONSORED 78064120 246 14,811 SH DEFINED 1 14,811
RPC INC COM 74966010 7,674 450,346 SH DEFINED 1,2,5,6 450,346
RPM INTL INC COM 74968510 51,177 2,214,494 SH DEFINED 1,2,5 2,214,494
RSC HOLDINGS INC COM 74972L10 4,367 218,360 SH DEFINED 1,2 218,360
RTI INTL METALS INC COM 74973W10 39,945 529,982 SH DEFINED 1,2,5,6 529,982
RUBY TUESDAY INC COM 78118210 31,665 1,202,632 SH DEFINED 1,2,5,6 1,202,632
RUDDICK CORP COM 78125810 24,797 823,261 SH DEFINED 1,2,5 823,261
RUDOLPH TECHNOLOGIES COM 78127010 7,244 436,114 SH DEFINED 1,2,5 436,114
RURAL / METRO CORP COM 78174810 142 24,900 SH DEFINED 1 24,900
RURAL CELLULAR CORP CL A 78190410 18,345 418,742 SH DEFINED 1,2 418,742
RUSH ENTERPRISES INC CL A 78184620 7,420 341,621 SH DEFINED 1,2 341,621
RUSS BERRIE & CO COM 78223310 3,881 208,309 SH DEFINED 1,2 208,309
RUTHS CHRIS STEAK HS COM 78333210 3,909 230,053 SH DEFINED 1,2,6 230,053
RYANAIR HLDGS PLC SPONSORED 78351310 1,630 43,180 SH DEFINED 1,2,5 43,180
RYDER SYS INC COM 78354910 82,024 1,524,615 SH DEFINED 1,2,5,6,10,12,13,14,16 1,524,615
RYERSON INC COM 78375P10 16,144 428,795 SH DEFINED 1,2,5 428,795
RYLAND GROUP INC COM 78376410 40,795 1,091,656 SH DEFINED 1,2,5 1,091,656
S & T BANCORP INC COM 78385910 13,428 408,157 SH DEFINED 1,2,5 408,157
S Y BANCORP INC COM 78506010 4,453 187,402 SH DEFINED 1,2 187,402
S1 CORPORATION COM 78463B10 7,353 920,240 SH DEFINED 1,2,5,6 920,240
SABA SOFTWARE INC COM NEW 78493260 193 37,710 SH DEFINED 1 37,710
SAFECO CORP COM 78642910 176,298 2,831,642 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,831,642
SAFEGUARD SCIENTIFIC COM 78644910 6,823 2,428,110 SH DEFINED 1,5,8 2,428,110
SAFETY INS GROUP INC COM 78648T10 12,230 295,422 SH DEFINED 1,2 295,422
SAFEWAY INC COM NEW 78651420 441,965 12,987,512 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,987,512
SAGA COMMUNICATIONS CL A 78659810 279 28,518 SH DEFINED 1 28,518
SAIA INC COM 78709Y10 6,520 239,177 SH DEFINED 1,2,5 239,177
SAIC INC COM 78390X10 27,100 1,499,699 SH DEFINED 1,2 1,499,699
SAKS INC COM 79377W10 58,956 2,761,417 SH DEFINED 1,2,5,6 2,761,417
SALARY COM INC COM 79400610 182 15,171 SH DEFINED 1 15,171
SALEM COMMUNICATIONS CL A 79409310 1,939 174,825 SH DEFINED 1,2,6 174,825
SALESFORCE COM INC COM 79466L30 35,712 833,213 SH DEFINED 1,2,5,6 833,213
SALIX PHARMACEUTICAL COM 79543510 7,970 647,985 SH DEFINED 1,2,5,6 647,985
SALLY BEAUTY HLDGS I COM 79546E10 11,182 1,242,478 SH DEFINED 1,2,5,12 1,242,478
SALTON INC COM 79575710 36 19,324 SH DEFINED 1,2 19,324
SANDERS MORRIS HARRI COM 80000Q10 2,912 250,176 SH DEFINED 1 250,176
SANDERSON FARMS INC COM 80001310 20,246 449,708 SH DEFINED 1,2,6 449,708
SANDISK CORP COM 80004C10 299,925 6,128,431 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,128,431
SANDY SPRING BANCORP COM 80036310 7,866 250,191 SH DEFINED 1,2 250,191
SANFILIPPO JOHN B & COM 80042210 135 12,300 SH DEFINED 1 12,300
SANGAMO BIOSCIENCES COM 80067710 405 49,937 SH DEFINED 1,5 49,937
SANMINA SCI CORP COM 80090710 51,508 16,456,310 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,456,310
SANOFI AVENTIS SPONSORED 80105N10 1,494 37,103 SH DEFINED 1,2 37,103
SANTANDER BANCORP COM 80280910 1,676 112,789 SH DEFINED 1,2 112,789
SANTARUS INC COM 80281730 3,412 660,033 SH DEFINED 1 660,033
SANTOS LIMITED SPONSORED 80302160 649 13,672 SH DEFINED 1 13,672
SAP AKTIENGESELLSCHA SPONSORED 80305420 5,281 103,398 SH DEFINED 1,2 103,398
SAPIENT CORP COM 80306210 9,253 1,196,986 SH DEFINED 1,2,5,6 1,196,986
SARA LEE CORP COM 80311110 334,374 19,216,890 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,216,890
SATYAM COMPUTER SERV ADR 80409810 18,446 744,993 SH DEFINED 1,2,4,5 744,993
SAUER-DANFOSS INC COM 80413710 8,334 280,048 SH DEFINED 1,2 280,048
SAUL CTRS INC COM 80439510 24,828 547,468 SH DEFINED 1,2,3,5 547,468
SAVIENT PHARMACEUTIC COM 80517Q10 11,805 950,510 SH DEFINED 1,2,5,6 950,510
SAVVIS INC COM NEW 80542330 19,640 396,684 SH DEFINED 1,2,6 396,684
SBA COMMUNICATIONS C COM 78388J10 34,535 1,028,132 SH DEFINED 1,2,5,6,7 1,028,132
SCANA CORP NEW COM 80589M10 107,694 2,812,583 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,812,583
SCANSOURCE INC COM 80603710 16,535 516,885 SH DEFINED 1,2,6 516,885
SCBT FINANCIAL CORP COM 78401V10 5,257 144,411 SH DEFINED 1,2,5 144,411
SCHAWK INC CL A 80637310 4,668 233,178 SH DEFINED 1 233,178
SCHEIN HENRY INC COM 80640710 77,213 1,445,119 SH DEFINED 1,2,5,12 1,445,119
SCHERING PLOUGH CORP COM 80660510 1,005,678 33,038,050 SH DEFINED 1,2,5,6,8,10,12,13,14 33,038,050
SCHIFF NUTRITION INT COM 80669310 72 11,000 SH DEFINED 1 11,000
SCHLUMBERGER LTD COM 80685710 2,733,620 32,182,958 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,182,958
SCHNITZER STL INDS CL A 80688210 19,919 415,507 SH DEFINED 1,2,5 415,507
SCHOLASTIC CORP COM 80706610 26,655 741,663 SH DEFINED 1,2,5 741,663
SCHOOL SPECIALTY INC COM 80786310 12,805 361,329 SH DEFINED 1,2,5 361,329
SCHULMAN A INC COM 80819410 9,933 408,272 SH DEFINED 1,2 408,272
SCHWAB CHARLES CORP COM 80851310 535,749 26,108,646 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,108,646
SCHWEITZER-MAUDUIT I COM 80854110 8,286 267,290 SH DEFINED 1,2 267,290
SCICLONE PHARMACEUTI COM 80862K10 139 56,695 SH DEFINED 1,5 56,695
SCIELE PHARMA INC NOTE 2.62 808627AA 1,530 1,500,000 SH DEFINED 16 1,500,000
SCIELE PHARMA INC COM 80862710 21,971 932,549 SH DEFINED 1,2,6,16 932,549
SCIENTIFIC GAMES COR CL A 80874P10 59,317 1,697,198 SH DEFINED 1,2,5,6 1,697,198
SCM MICROSYSTEMS INC COM 78401810 52 17,355 SH DEFINED 1 17,355
SCO GROUP INC COM 78403A10 24 18,024 SH DEFINED 1 18,024
SCOLR PHARMA INC COM 78402X10 60 26,800 SH DEFINED 1,5 26,800
SCOTTISH RE GROUP LI SHS G7353741 4,493 918,882 SH DEFINED 1,2,5,6 918,882
SCOTTS MIRACLE GRO C CL A 81018610 28,595 665,939 SH DEFINED 1,2,5,6 665,939
SCPIE HLDGS INC COM 78402P10 621 24,851 SH DEFINED 1,5 24,851
SCRIPPS E W CO OHIO CL A 81105420 107,202 2,346,291 SH DEFINED 1,2,5,6,8,10,12,13,14 2,346,291
SEABOARD CORP COM 81154310 31,514 13,439 SH DEFINED 1,2,6 13,439
SEABRIGHT INSURANCE COM 81165610 7,818 447,248 SH DEFINED 1,2 447,248
SEACHANGE INTL INC COM 81169910 2,076 267,546 SH DEFINED 1,5 267,546
SEACOAST BKG CORP FL COM 81170730 4,885 224,583 SH DEFINED 1,2 224,583
SEACOR HOLDINGS INC COM 81190410 30,527 326,977 SH DEFINED 1,2,5 326,977
SEAGATE TECHNOLOGY SHS G7945J10 139,870 6,424,880 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,424,880
SEALED AIR CORP NEW COM 81211K10 148,811 4,797,274 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,797,274
SEALY CORP COM 81213930 11,818 715,359 SH DEFINED 1,2,6 715,359
SEARS HLDGS CORP COM 81235010 945,415 5,577,668 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,577,668
SEATTLE GENETICS INC COM 81257810 4,773 486,512 SH DEFINED 1 486,512
SECURE COMPUTING COR COM 81370510 7,585 999,348 SH DEFINED 1,2,5 999,348
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
SECURITY BANK CORP COM 81404710 5,488 273,024 SH DEFINED 1 273,024
SECURITY CAPITAL ASS COM G8018D10 9,855 319,253 SH DEFINED 1,2 319,253
SEI INVESTMENTS CO COM 78411710 63,848 2,198,634 SH DEFINED 1,2,5,12 2,198,634
SELECT COMFORT CORP COM 81616X10 12,201 752,236 SH DEFINED 1,2,5,6 752,236
SELECT SECTOR SPDR T SBI HEALTH 81369Y20 579 16,387 SH DEFINED 5 16,387
SELECT SECTOR SPDR T SBI CONS S 81369Y30 794 29,352 SH DEFINED 5 29,352
SELECT SECTOR SPDR T SBI CONS D 81369Y40 1,097 27,881 SH DEFINED 5 27,881
SELECT SECTOR SPDR T SBI INT-EN 81369Y50 5,735 83,123 SH DEFINED 5 83,123
SELECT SECTOR SPDR T SBI INT-FI 81369Y60 2,618 72,359 SH DEFINED 5 72,359
SELECT SECTOR SPDR T SBI INT-IN 81369Y70 6,492 166,283 SH DEFINED 5 166,283
SELECTICA INC COM 81628810 127 66,348 SH DEFINED 1 66,348
SELECTIVE INS GROUP COM 81630010 25,333 942,457 SH DEFINED 1,2,5 942,457
SEMCO ENERGY INC COM 78412D10 2,862 368,349 SH DEFINED 1,5 368,349
SEMITOOL INC COM 81690910 3,300 343,403 SH DEFINED 1,5 343,403
SEMPRA ENERGY COM 81685110 536,078 9,050,778 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,050,778
SEMTECH CORP COM 81685010 29,752 1,716,786 SH DEFINED 1,2,5,6 1,716,786
SENIOR HSG PPTYS TR SH BEN INT 81721M10 30,330 1,490,435 SH DEFINED 1,2,3 1,490,435
SENOMYX INC COM 81724Q10 5,918 438,401 SH DEFINED 1,2,6 438,401
SENSIENT TECHNOLOGIE COM 81725T10 32,447 1,277,932 SH DEFINED 1,2,5 1,277,932
SEPRACOR INC COM 81731510 75,776 1,847,298 SH DEFINED 1,2,5,12 1,847,298
SEQUA CORPORATION CL A 81732010 16,870 150,624 SH DEFINED 1,2 150,624
SERVICE CORP INTL COM 81756510 38,260 2,993,748 SH DEFINED 1,2,5 2,993,748
SERVICEMASTER CO COM 81760N10 66,078 4,274,124 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,274,124
SEVERN BANCORP ANNA COM 81811M10 279 17,113 SH DEFINED 1 17,113
SHARPER IMAGE CORP COM 82001310 178 15,587 SH DEFINED 1 15,587
SHAW COMMUNICATIONS CL B CONV 82028K20 994 23,634 SH DEFINED 1,16 23,634
SHAW GROUP INC COM 82028010 39,917 862,317 SH DEFINED 1,2,5 862,317
SHENANDOAH TELECOMMU COM 82312B10 6,355 125,032 SH DEFINED 1,2 125,032
SHENGDA TECH INC COM 82321310 1,023 192,300 SH DEFINED 1 192,300
SHERWIN WILLIAMS CO COM 82434810 296,803 4,465,224 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,465,224
SHILOH INDS INC COM 82454310 1,137 93,385 SH DEFINED 1 93,385
SHIP FINANCE INTERNA SHS G8107510 13,075 440,545 SH DEFINED 1,2,5,7 440,545
SHIRE PLC SPONSORED 82481R10 346 4,670 SH DEFINED 1 4,670
SHOE CARNIVAL INC COM 82488910 4,338 157,793 SH DEFINED 1,2,5 157,793
SHORE BANCSHARES INC COM 82510710 275 10,650 SH DEFINED 1,5 10,650
SHUFFLE MASTER INC COM 82554910 13,176 793,757 SH DEFINED 1,2,6 793,757
SHUTTERFLY INC COM 82568P30 3,046 141,348 SH DEFINED 1,6 141,348
SI INTL INC COM 78427V10 6,139 185,922 SH DEFINED 1 185,922
SIEMENS A G SPONSORED 82619750 5,166 36,114 SH DEFINED 1,2 36,114
SIERRA BANCORP COM 82620P10 2,125 75,356 SH DEFINED 1 75,356
SIERRA HEALTH SVCS I COM 82632210 26,315 632,867 SH DEFINED 1,2,5,6 632,867
SIERRA PAC RES NEW COM 82642810 58,946 3,356,832 SH DEFINED 1,2,5 3,356,832
SIGMA ALDRICH CORP COM 82655210 172,790 4,049,458 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,049,458
SIGMA DESIGNS INC COM 82656510 8,396 321,819 SH DEFINED 1,2,5,6 321,819
SIGMATEL INC COM 82661W10 140 48,154 SH DEFINED 1 48,154
SIGMATRON INTL INC COM 82661L10 100 10,611 SH DEFINED 1 10,611
SIGNATURE BK NEW YOR COM 82669G10 16,406 481,113 SH DEFINED 1,2,6 481,113
SILGAN HOLDINGS INC COM 82704810 46,641 843,716 SH DEFINED 1,2,6 843,716
SILICON GRAPHICS INC COM NEW 82705630 2,060 77,616 SH DEFINED 1 77,616
SILICON IMAGE INC COM 82705T10 16,884 1,967,860 SH DEFINED 1,2,5,6 1,967,860
SILICON LABORATORIES COM 82691910 42,108 1,216,634 SH DEFINED 1,2,5,6 1,216,634
SILICON STORAGE TECH COM 82705710 11,230 3,010,687 SH DEFINED 1,2,5 3,010,687
SILICONWARE PRECISIO SPONSD ADR 82708486 762 69,287 SH DEFINED 1,4 69,287
SILVER STD RES INC COM 82823L10 906 26,372 SH DEFINED 16 26,372
SILVERLEAF RESORTS I COM 82839510 228 38,400 SH DEFINED 1,2 38,400
SIMMONS 1ST NATL COR CL A $1 PA 82873020 9,690 351,220 SH DEFINED 1,2 351,220
SIMON PPTY GROUP INC COM 82880610 772,476 8,302,618 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 8,302,618
SIMPSON MANUFACTURIN COM 82907310 28,095 832,680 SH DEFINED 1,2,5,6 832,680
SINA CORP ORD G8147710 615 14,700 SH DEFINED 1,2,6 14,700
SINCLAIR BROADCAST G CL A 82922610 34,447 2,422,451 SH DEFINED 1,2,16 2,422,451
SIRENZA MICRODEVICES COM 82966T10 4,970 418,687 SH DEFINED 1,5 418,687
SIRF TECHNOLOGY HLDG COM 82967H10 18,603 896,957 SH DEFINED 1,2,6 896,957
SIRIUS SATELLITE RAD COM 82966U10 53,304 17,650,400 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,650,400
SIRONA DENTAL SYSTEM COM 82966C10 8,886 234,904 SH DEFINED 1,2,6 234,904
SIRVA INC COM 82967Y10 92 46,615 SH DEFINED 1,2 46,615
SIX FLAGS INC COM 83001P10 7,577 1,244,103 SH DEFINED 1,2,5,6 1,244,103
SJW CORP COM 78430510 7,406 222,389 SH DEFINED 1,2,6 222,389
SK TELECOM LTD SPONSORED 78440P10 1,083 39,599 SH DEFINED 1,2 39,599
SKECHERS U S A INC CL A 83056610 12,475 427,228 SH DEFINED 1,2,6 427,228
SKILLED HEALTHCARE G CL A 83066R10 3,575 230,480 SH DEFINED 1,2 230,480
SKILLSOFT PLC SPONSORED 83092810 146 15,765 SH DEFINED 1,5 15,765
SKY FINL GROUP INC COM 83080P10 32,742 1,175,227 SH DEFINED 1,2,5 1,175,227
SKYLINE CORP COM 83083010 3,446 114,830 SH DEFINED 1,2 114,830
SKYWEST INC COM 83087910 30,414 1,276,288 SH DEFINED 1,2,5 1,276,288
SKYWORKS SOLUTIONS I COM 83088M10 19,321 2,628,758 SH DEFINED 1,2,5 2,628,758
SL GREEN RLTY CORP COM 78440X10 169,106 1,364,967 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 1,364,967
SLM CORP COM 78442P10 594,653 10,327,428 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 10,327,428
SM&A COM 78465D10 183 26,131 SH DEFINED 1 26,131
SMART MODULAR TECHNO ORD SHS G8224510 7,742 562,663 SH DEFINED 1,2,6 562,663
SMITH & NEPHEW PLC SPDN ADR N 83175M20 674 10,862 SH DEFINED 1 10,862
SMITH & WESSON HLDG COM 83175610 6,689 399,359 SH DEFINED 1,5,6 399,359
SMITH A O COM 83186520 17,110 428,927 SH DEFINED 1,2 428,927
SMITH INTL INC COM 83211010 334,057 5,696,748 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,696,748
SMITH MICRO SOFTWARE COM 83215410 5,076 337,060 SH DEFINED 1,2,5 337,060
SMITHFIELD FOODS INC COM 83224810 57,470 1,866,528 SH DEFINED 1,2,5,12 1,866,528
SMITHTOWN BANCORP IN COM 83244910 214 8,413 SH DEFINED 1 8,413
SMUCKER J M CO COM NEW 83269640 64,899 1,019,466 SH DEFINED 1,2,5,6,7,16 1,019,466
SMURFIT-STONE CONTAI COM 83272710 45,141 3,391,523 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,391,523
SMURFIT-STONE CONTAI COM 83272710 2,662 200,000 SH PUT DEFINED 16 200,000
SNAP ON INC COM 83303410 85,561 1,693,948 SH DEFINED 1,2,5,6,10,13,14 1,693,948
SOCIEDAD QUIMICA MIN SPON ADR S 83363510 3,454 20,075 SH DEFINED 1,2,5 20,075
SOCKET COMMUNICATION COM 83367210 19 21,600 SH DEFINED 1 21,600
SODEXHO ALLIANCE SA SPONSORED 83379210 582 8,163 SH DEFINED 1 8,163
SOHU COM INC COM 83408W10 10,618 331,904 SH DEFINED 1,2,6 331,904
SOLECTRON CORP COM 83418210 91,706 24,920,232 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,920,232
SOLERA HOLDINGS INC COM 83421A10 5,934 306,172 SH DEFINED 1,2 306,172
SOMANETICS CORP COM NEW 83444540 289 15,790 SH DEFINED 1,5 15,790
SOMAXON PHARMACEUTIC COM 83445310 929 76,426 SH DEFINED 1 76,426
SONIC AUTOMOTIVE INC CL A 83545G10 14,268 492,510 SH DEFINED 1,2,5 492,510
SONIC CORP COM 83545110 25,810 1,166,801 SH DEFINED 1,2,5,6 1,166,801
SONIC INNOVATIONS IN COM 83545M10 2,150 245,680 SH DEFINED 1,5 245,680
SONIC SOLUTIONS COM 83546010 4,618 366,196 SH DEFINED 1,2,5,6 366,196
SONICWALL INC COM 83547010 14,259 1,660,009 SH DEFINED 1,2,5,6 1,660,009
SONOCO PRODS CO COM 83549510 170,886 3,991,721 SH DEFINED 1,2,5,6 3,991,721
SONOSITE INC COM 83568G10 7,860 250,088 SH DEFINED 1,2,6 250,088
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
SONUS NETWORKS INC COM 83591610 28,849 3,386,090 SH DEFINED 1,2,5,6 3,386,090
SONUS PHARMACEUTICAL COM 83569210 195 36,900 SH DEFINED 1 36,900
SONY CORP ADR NEW 83569930 2,459 47,877 SH DEFINED 1 47,877
SOTHEBYS COM 83589810 91,977 1,998,632 SH DEFINED 1,2,5,6,7 1,998,632
SOURCE INTERLINK COS COM NEW 83615120 2,595 521,044 SH DEFINED 1,2,5 521,044
SOURCEFIRE INC COM 83616T10 196 14,000 SH DEFINED 1 14,000
SOURCEFORGE INC COM 83616W10 4,383 1,038,651 SH DEFINED 1,2,5 1,038,651
SOUTH FINL GROUP INC COM 83784110 32,769 1,447,413 SH DEFINED 1,2,5 1,447,413
SOUTH JERSEY INDS IN COM 83851810 20,994 593,397 SH DEFINED 1,2 593,397
SOUTHERN CMNTY FINL COM 84263210 182 20,550 SH DEFINED 1 20,550
SOUTHERN CO COM 84258710 886,408 25,850,330 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,850,330
SOUTHERN COPPER CORP COM 84265V10 163,406 1,733,569 SH DEFINED 1,2,5,7,12 1,733,569
SOUTHERN UN CO NEW COM 84403010 30,836 946,191 SH DEFINED 1,2,5 946,191
SOUTHSIDE BANCSHARES COM 84470P10 3,862 177,819 SH DEFINED 1 177,819
SOUTHWEST AIRLS CO COM 84474110 272,380 18,268,255 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 18,268,255
SOUTHWEST BANCORP IN COM 84476710 7,674 319,238 SH DEFINED 1,2 319,238
SOUTHWEST GAS CORP COM 84489510 37,185 1,099,832 SH DEFINED 1,2,5 1,099,832
SOUTHWEST WTR CO COM 84533110 4,928 385,884 SH DEFINED 1 385,884
SOUTHWESTERN ENERGY COM 84546710 136,670 3,071,231 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,071,231
SOVEREIGN BANCORP IN COM 84590510 195,518 9,248,744 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,248,744
SOVRAN SELF STORAGE COM 84610H10 26,858 557,674 SH DEFINED 1,2,3,5 557,674
SPANISH BROADCASTING CL A 84642588 2,785 647,784 SH DEFINED 1,2 647,784
SPANSION INC COM CL A 84649R10 38,037 3,426,771 SH DEFINED 1,2,6,7 3,426,771
SPARTAN MTRS INC COM 84681910 6,520 383,100 SH DEFINED 1,5 383,100
SPARTAN STORES INC COM 84682210 12,862 390,809 SH DEFINED 1,2 390,809
SPARTECH CORP COM NEW 84722020 17,247 649,616 SH DEFINED 1,2 649,616
SPDR TR UNIT SER 1 78462F10 80,993 538,409 SH DEFINED 1,5,13 538,409
SPECTRA ENERGY CORP COM 84756010 1,286,588 49,560,400 SH DEFINED 1,2,5,6,7,8,10,12,13,14 49,560,400
SPECTRANETICS CORP COM 84760C10 4,709 408,758 SH DEFINED 1 408,758
SPECTRUM BRANDS INC COM 84762L10 4,973 734,582 SH DEFINED 1,2 734,582
SPECTRUM CTL INC COM 84761510 290 17,200 SH DEFINED 1 17,200
SPECTRUM PHARMACEUTI COM 84763A10 265 37,021 SH DEFINED 1,2 37,021
SPEEDWAY MOTORSPORTS COM 84778810 16,921 423,243 SH DEFINED 1,2 423,243
SPHERION CORP COM 84842010 19,104 2,034,548 SH DEFINED 1,2,5 2,034,548
SPHERIX INC COM 84842R10 42 18,099 SH DEFINED 1 18,099
SPIRIT AEROSYSTEMS H COM CL A 84857410 21,735 602,926 SH DEFINED 1,2,5 602,926
SPIRIT FIN CORP COM 84856830 26,686 1,832,831 SH DEFINED 1,2,3,5 1,832,831
SPORT CHALET INC CL A 84916320 138 13,713 SH DEFINED 1 13,713
SPRINT NEXTEL CORP COM FON 85206110 1,647,029 79,528,191 SH DEFINED 1,2,5,6,7,8,10,12,13,14 79,528,191
SPSS INC COM 78462K10 14,939 338,449 SH DEFINED 1,2,5,6 338,449
SPX CORP COM 78463510 106,692 1,215,038 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,215,038
SRA INTL INC CL A 78464R10 22,273 881,748 SH DEFINED 1,2,6 881,748
SRS LABS INC COM 78464M10 166 17,055 SH DEFINED 1 17,055
ST JOE CO COM 79014810 42,848 924,652 SH DEFINED 1,2,5,6,7,8,10,12,13,14 924,652
ST JUDE MED INC COM 79084910 370,066 8,919,400 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,919,400
ST MARY LD & EXPL CO COM 79222810 28,651 782,394 SH DEFINED 1,2,5,6 782,394
STAAR SURGICAL CO COM PAR $0 85231230 102 26,689 SH DEFINED 1 26,689
STAGE STORES INC COM NEW 85254C30 22,904 1,092,732 SH DEFINED 1,2,5 1,092,732
STAKTEK HLDGS INC COM 85256P10 52 13,160 SH DEFINED 1 13,160
STAMPS COM INC COM NEW 85285720 4,832 350,622 SH DEFINED 1,2,6 350,622
STANCORP FINL GROUP COM 85289110 62,007 1,181,534 SH DEFINED 1,2,5 1,181,534
STANDARD MICROSYSTEM COM 85362610 11,442 333,196 SH DEFINED 1,2 333,196
STANDARD MTR PRODS I COM 85366610 3,458 230,076 SH DEFINED 1,2,5 230,076
STANDARD PAC CORP NE COM 85375C10 38,325 2,186,266 SH DEFINED 1,2,5 2,186,266
STANDARD PARKING COR COM 85379010 6,949 197,822 SH DEFINED 1,2 197,822
STANDARD REGISTER CO COM 85388710 3,121 273,743 SH DEFINED 1 273,743
STANDEX INTL CORP COM 85423110 5,368 188,763 SH DEFINED 1,2,5 188,763
STANLEY FURNITURE IN COM NEW 85430520 305 14,864 SH DEFINED 1,5 14,864
STANLEY INC COM 85453210 936 53,096 SH DEFINED 1 53,096
STANLEY WKS COM 85461610 147,865 2,436,004 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,436,004
STANTEC INC COM 85472N10 1,110 33,915 SH DEFINED 1,16 33,915
STAPLES INC COM 85503010 528,775 22,282,960 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,282,960
STAR GAS PARTNERS L UNIT LTD P 85512C10 449 100,590 SH DEFINED 1 100,590
STAR MARITIME ACQUIS COM 85516E10 2,873 234,375 SH DEFINED 1 234,375
STAR SCIENTIFIC INC COM 85517P10 75 85,452 SH DEFINED 1,5 85,452
STARBUCKS CORP COM 85524410 477,695 18,204,848 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,204,848
STARTEK INC COM 85569C10 194 17,981 SH DEFINED 1 17,981
STARWOOD HOTELS&RESO COM 85590A40 450,406 6,715,455 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 6,715,455
STATE AUTO FINL CORP COM 85570710 11,198 365,343 SH DEFINED 1,2 365,343
STATE BANCORP INC N. COM 85571610 218 13,054 SH DEFINED 1 13,054
STATE STR CORP COM 85747710 960,939 14,048,811 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,048,811
STATION CASINOS INC COM 85768910 48,986 564,352 SH DEFINED 1,2,5,6,7,8,10,12,13,14 564,352
STATOIL ASA SPONSORED 85771P10 1,033 33,325 SH DEFINED 1 33,325
STEAK N SHAKE CO COM 85787310 7,434 445,443 SH DEFINED 1,2 445,443
STEC INC COM 78477410 1,837 285,625 SH DEFINED 1 285,625
STEEL DYNAMICS INC COM 85811910 127,826 3,050,011 SH DEFINED 1,2,5,16 3,050,011
STEELCASE INC CL A 85815520 16,156 873,323 SH DEFINED 1,2,5,6,16 873,323
STEIN MART INC COM 85837510 6,030 491,856 SH DEFINED 1,2,5 491,856
STEINER LEISURE LTD ORD P8744Y10 10,707 217,973 SH DEFINED 1,2,5,6 217,973
STEINWAY MUSICAL INS COM 85849510 8,129 234,996 SH DEFINED 1,2 234,996
STEMCELLS INC COM 85857R10 209 90,335 SH DEFINED 1,2,5 90,335
STEPAN CO COM 85858610 4,114 135,870 SH DEFINED 1,5 135,870
STEPHAN CO COM 85860310 38 10,099 SH DEFINED 1 10,099
STEREOTAXIS INC COM 85916J10 4,124 315,757 SH DEFINED 1 315,757
STERICYCLE INC COM 85891210 77,741 1,748,558 SH DEFINED 1,2,5,6 1,748,558
STERIS CORP COM 85915210 54,765 1,789,712 SH DEFINED 1,2,5 1,789,712
STERLING BANCORP COM 85915810 4,947 308,612 SH DEFINED 1,2 308,612
STERLING BANCSHARES COM 85890710 15,632 1,382,160 SH DEFINED 1,2 1,382,160
STERLING CONSTRUCTIO COM 85924110 273 12,918 SH DEFINED 1,5 12,918
STERLING FINL CORP COM 85931710 5,886 559,460 SH DEFINED 1,2 559,460
STERLING FINL CORP W COM 85931910 28,627 989,201 SH DEFINED 1,2 989,201
STEWART ENTERPRISES CL A 86037010 25,779 3,309,265 SH DEFINED 1,2,5 3,309,265
STEWART INFORMATION COM 86037210 10,825 271,774 SH DEFINED 1,2 271,774
STEWART W P & CO LTD COM G8492210 2,254 207,002 SH DEFINED 1,2,5 207,002
STIFEL FINL CORP COM 86063010 11,004 186,860 SH DEFINED 1,2,6 186,860
STILLWATER MNG CO COM 86074Q10 15,016 1,363,882 SH DEFINED 1,2,5,6 1,363,882
STONE ENERGY CORP COM 86164210 21,514 627,961 SH DEFINED 1,2,5 627,961
STONERIDGE INC COM 86183P10 1,810 146,679 SH DEFINED 1,2 146,679
STORA ENSO CORP SPON ADR R 86210M10 921 49,186 SH DEFINED 1 49,186
STRATASYS INC COM 86268510 7,064 150,368 SH DEFINED 1,2,5 150,368
STRATEGIC HOTELS & R COM 86272T10 42,613 1,894,756 SH DEFINED 1,2,3 1,894,756
STRATTEC SEC CORP COM 86311110 531 11,296 SH DEFINED 1,2,5 11,296
STRATUS PPTYS INC COM NEW 86316720 1,676 48,593 SH DEFINED 1 48,593
STRAYER ED INC COM 86323610 40,486 307,386 SH DEFINED 1,2,6 307,386
STREETTRACKS SER TR SPDR LRG C 86330E20 2,012 22,943 SH DEFINED 1 22,943
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
STREETTRACKS SER TR DJ WIL REI 86330E60 1,924 23,704 SH DEFINED 8 23,704
STRIDE RITE CORP COM 86331410 11,957 590,179 SH DEFINED 1,2,5 590,179
STRYKER CORP COM 86366710 471,363 7,471,280 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,471,280
STUDENT LN CORP COM 86390210 9,263 45,428 SH DEFINED 1,2,5,12 45,428
STURM RUGER & CO INC COM 86415910 4,892 315,233 SH DEFINED 1 315,233
SUBURBAN PROPANE PAR UNIT LTD P 86448210 3,271 68,321 SH DEFINED 1,2 68,321
SUEZ SPONSORED 86468610 835 14,575 SH DEFINED 1 14,575
SUFFOLK BANCORP COM 86473910 6,444 201,895 SH DEFINED 1,2 201,895
SULPHCO INC COM 86537810 1,666 461,450 SH DEFINED 1,6 461,450
SUMTOTAL SYS INC COM 86661510 147 18,721 SH DEFINED 1,5 18,721
SUN BANCORP INC COM 86663B10 4,407 261,218 SH DEFINED 1,2 261,218
SUN COMMUNITIES INC COM 86667410 23,240 780,657 SH DEFINED 1,2,3,5 780,657
SUN HEALTHCARE GROUP COM NEW 86693340 6,226 429,655 SH DEFINED 1,5 429,655
SUN HYDRAULICS CORP COM 86694210 3,478 70,610 SH DEFINED 1 70,610
SUN LIFE FINL INC COM 86679610 8,418 176,283 SH DEFINED 1 176,283
SUN MICROSYSTEMS INC COM 86681010 471,811 89,697,998 SH DEFINED 1,2,5,6,7,8,10,12,13,14 89,697,998
SUNAIR SERVICES CORP COM 86701710 39 11,100 SH DEFINED 1 11,100
SUNCOR ENERGY INC COM 86722910 336 3,733 SH DEFINED 1 3,733
SUNLINK HEALTH SYSTE COM 86737U10 85 13,400 SH DEFINED 1 13,400
SUNOCO INC COM 86764P10 553,618 6,948,018 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,948,018
SUNOCO LOGISTICS PRT COM UNITS 86764L10 1,192 19,832 SH DEFINED 1,2 19,832
SUNPOWER CORP COM CL A 86765210 10,350 164,161 SH DEFINED 1,2,5,6 164,161
SUNRISE SENIOR LIVIN COM 86768K10 35,898 897,667 SH DEFINED 1,2,6 897,667
SUNSTONE HOTEL INVS COM 86789210 48,173 1,696,814 SH DEFINED 1,2,3 1,696,814
SUNTECH PWR HLDGS CO ADR 86800C10 545 14,933 SH DEFINED 1,2 14,933
SUN-TIMES MEDIA GROU COM 86688Q10 5,229 996,094 SH DEFINED 1,2,5,6 996,094
SUNTRON CORP COM 86789P10 21 18,215 SH DEFINED 1 18,215
SUNTRUST BKS INC COM 86791410 751,367 8,763,316 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,763,316
SUPER MICRO COMPUTER COM 86800U10 193 19,300 SH DEFINED 1 19,300
SUPERGEN INC COM 86805910 5,061 910,251 SH DEFINED 1,2,5 910,251
SUPERIOR BANCORP COM 86806M10 4,212 411,775 SH DEFINED 1,5 411,775
SUPERIOR ENERGY SVCS COM 86815710 90,926 2,277,704 SH DEFINED 1,2,5,6,7 2,277,704
SUPERIOR ESSEX INC COM 86815V10 12,276 328,688 SH DEFINED 1,2 328,688
SUPERIOR INDS INTL I COM 86816810 8,515 391,331 SH DEFINED 1,2,5 391,331
SUPERIOR OFFSHORE IN COM 86825Q10 1,687 92,703 SH DEFINED 1,2 92,703
SUPERIOR UNIFORM GP COM 86835810 144 11,004 SH DEFINED 1 11,004
SUPERIOR WELL SVCS I COM 86837X10 4,781 188,144 SH DEFINED 1,2,6 188,144
SUPERTEL HOSPITALITY COM 86852610 255 30,100 SH DEFINED 1 30,100
SUPERTEX INC COM 86853210 4,814 153,617 SH DEFINED 1,2,6 153,617
SUPERVALU INC COM 86853610 256,843 5,544,976 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,544,976
SUPPORTSOFT INC COM 86858710 330 60,437 SH DEFINED 1,5 60,437
SUPREME INDS INC CL A 86860710 137 19,692 SH DEFINED 1 19,692
SUREWEST COMMUNICATI COM 86873310 9,349 343,196 SH DEFINED 1,2,5 343,196
SURMODICS INC COM 86887310 20,836 416,726 SH DEFINED 1,2,6 416,726
SUSQUEHANNA BANCSHAR COM 86909910 22,793 1,018,930 SH DEFINED 1,2,5 1,018,930
SVB FINL GROUP COM 78486Q10 41,985 790,521 SH DEFINED 1,2,5,6 790,521
SWIFT ENERGY CO COM 87073810 23,569 551,194 SH DEFINED 1,2,5 551,194
SWISSCOM AG SPONSORED 87101310 1,000 29,330 SH DEFINED 1 29,330
SWITCH & DATA FACILI COM 87104310 2,881 150,142 SH DEFINED 1,2 150,142
SWS GROUP INC COM 78503N10 15,674 724,986 SH DEFINED 1,2,6 724,986
SYBASE INC COM 87113010 58,338 2,441,933 SH DEFINED 1,2,5,6 2,441,933
SYCAMORE NETWORKS IN COM 87120610 15,322 3,811,401 SH DEFINED 1,2,5 3,811,401
SYKES ENTERPRISES IN COM 87123710 12,855 676,923 SH DEFINED 1,2,6 676,923
SYMANTEC CORP COM 87150310 423,327 20,956,801 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,956,801
SYMBION INC DEL COM 87150710 6,697 308,470 SH DEFINED 1,2,6 308,470
SYMMETRICOM INC COM 87154310 8,737 1,040,087 SH DEFINED 1,2,5 1,040,087
SYMMETRY MED INC COM 87154620 8,639 539,606 SH DEFINED 1,2,6 539,606
SYMS CORP COM 87155110 2,035 103,121 SH DEFINED 1,2 103,121
SYMYX TECHNOLOGIES COM 87155S10 5,582 485,009 SH DEFINED 1,2,5,6 485,009
SYNALLOY CP DEL COM 87156510 293 8,400 SH DEFINED 1 8,400
SYNAPTICS INC COM 87157D10 17,297 483,281 SH DEFINED 1,2,5,6 483,281
SYNCHRONOSS TECHNOLO COM 87157B10 6,630 225,981 SH DEFINED 1,2 225,981
SYNERGY FINANCIAL GR COM 87162V10 164 12,300 SH DEFINED 1 12,300
SYNERON MEDICAL LTD ORD SHS M8724510 320 12,843 SH DEFINED 1,2,5 12,843
SYNGENTA AG SPONSORED 87160A10 2,181 56,032 SH DEFINED 1 56,032
SYNIVERSE HLDGS INC COM 87163F10 15,124 1,176,066 SH DEFINED 1,2 1,176,066
SYNNEX CORP COM 87162W10 4,330 210,098 SH DEFINED 1,2 210,098
SYNOPSYS INC COM 87160710 90,284 3,415,977 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,415,977
SYNOVIS LIFE TECHNOL COM 87162G10 247 17,169 SH DEFINED 1 17,169
SYNOVUS FINL CORP COM 87161C10 239,647 7,806,080 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,806,080
SYNPLICITY INC COM 87160Y10 166 23,699 SH DEFINED 1 23,699
SYNTA PHARMACEUTICAL COM 87162T20 348 41,947 SH DEFINED 1 41,947
SYNTAX BRILLIAN CORP COM 87163L10 2,477 503,372 SH DEFINED 1 503,372
SYNTEL INC COM 87162H10 4,564 150,195 SH DEFINED 1,2,6 150,195
SYNTROLEUM CORP COM 87163010 249 90,325 SH DEFINED 1,5 90,325
SYSCO CORP COM 87182910 601,840 18,243,107 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,243,107
SYSTEMAX INC COM 87185110 6,848 329,064 SH DEFINED 1,2,6,16 329,064
T-3 ENERGY SRVCS INC COM 87306E10 3,640 108,819 SH DEFINED 1,2 108,819
TAIWAN GREATER CHINA SH BEN INT 87403710 209 30,000 SH DEFINED 7 30,000
TAIWAN SEMICONDUCTOR SPONSORED 87403910 121,717 10,935,922 SH DEFINED 1,4,5,7,8 10,935,922
TAKE-TWO INTERACTIVE COM 87405410 24,631 1,233,376 SH DEFINED 1,2,5,6 1,233,376
TAL INTL GROUP INC COM 87408310 7,197 242,252 SH DEFINED 1,2 242,252
TALBOTS INC COM 87416110 13,161 525,797 SH DEFINED 1,2,5 525,797
TALEO CORP CL A 87424N10 4,758 211,202 SH DEFINED 1 211,202
TAM SA SP ADR REP 87484D10 1,164 35,181 SH DEFINED 1 35,181
TANGER FACTORY OUTLE COM 87546510 28,112 750,665 SH DEFINED 1,2,3,5 750,665
TANOX INC COM 87588Q10 6,912 356,105 SH DEFINED 1,2,6 356,105
TARGET CORP COM 87612E10 4,174,764 65,640,946 SH DEFINED 1,2,5,6,7,8,10,12,13,14 65,640,946
TARRAGON CORP COM 87628710 1,516 179,243 SH DEFINED 1,5 179,243
TASER INTL INC COM 87651B10 13,015 932,273 SH DEFINED 1,2,5,6 932,273
TATA MTRS LTD SPONSORED 87656850 613 37,352 SH DEFINED 1,2,5 37,352
TAUBMAN CTRS INC COM 87666410 158,597 3,196,870 SH DEFINED 1,2,3,5,6 3,196,870
TAYLOR CAP GROUP INC COM 87685110 7,562 274,675 SH DEFINED 1,2 274,675
TBS INTERNATIONAL LI COM CL A G8697515 767 27,020 SH DEFINED 1,2 27,020
TC PIPELINES LP UT COM LTD 87233Q10 856 21,682 SH DEFINED 1,2 21,682
TCF FINL CORP COM 87227510 69,907 2,514,648 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,514,648
TD AMERITRADE HLDG C COM 87236Y10 55,163 2,758,169 SH DEFINED 1,2,5,8,12 2,758,169
TDK CORP AMERN DEP 87235140 853 8,821 SH DEFINED 1,2 8,821
TEAM INC COM 87815510 3,642 80,982 SH DEFINED 1 80,982
TECH DATA CORP COM 87823710 58,113 1,511,004 SH DEFINED 1,2,5 1,511,004
TECH OPS SEVCON INC COM 87829310 117 12,400 SH DEFINED 1 12,400
TECHNE CORP COM 87837710 52,479 917,307 SH DEFINED 1,2,5,6 917,307
TECHNITROL INC COM 87855510 16,995 592,788 SH DEFINED 1,2,5 592,788
TECHNOLOGY INVT CAP COM 87871730 4,178 264,628 SH DEFINED 1 264,628
TECHNOLOGY RESH CORP COM NEW 87872730 52 12,900 SH DEFINED 1 12,900
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
TECHTARGET INC COM 87874R10 187 14,537 SH DEFINED 1,2 14,537
TECHTEAM GLOBAL INC COM 87831110 149 12,370 SH DEFINED 1 12,370
TECHWELL INC COM 87874D10 3,170 241,957 SH DEFINED 1,2 241,957
TECK COMINCO LTD CL B 87874220 2,357 55,458 SH DEFINED 1,5,7 55,458
TECO ENERGY INC COM 87237510 104,526 6,084,184 SH DEFINED 1,2,5,6,10,12,13,14 6,084,184
TECUMSEH PRODS CO CL A 87889520 4,910 312,534 SH DEFINED 1,2,5 312,534
TEEKAY CORPORATION COM Y8564W10 26,306 454,251 SH DEFINED 1,2,5,12 454,251
TEEKAY LNG PARTNERS PRTNRSP UN Y8564M10 533 14,792 SH DEFINED 1,2 14,792
TEJON RANCH CO DEL COM 87908010 6,722 152,079 SH DEFINED 1,2,6 152,079
TEKELEC COM 87910110 15,020 1,041,599 SH DEFINED 1,2,5,6 1,041,599
TEKTRONIX INC COM 87913110 71,264 2,112,149 SH DEFINED 1,2,5,6,10,12,13,14 2,112,149
TELE NORTE LESTE PAR SPON ADR P 87924610 545 28,740 SH DEFINED 1,2 28,740
TELECOM ARGENTINA S SPON ADR R 87927320 14,086 565,252 SH DEFINED 1,2,5,7 565,252
TELECOM CORP NEW ZEA SPONSORED 87927820 225 8,045 SH DEFINED 1 8,045
TELECOM ITALIA S P A SPON ADR O 87927Y10 292 10,640 SH DEFINED 1 10,640
TELECOMMUNICATION SY CL A 87929J10 129 25,400 SH DEFINED 1 25,400
TELEDYNE TECHNOLOGIE COM 87936010 23,623 514,104 SH DEFINED 1,2,5,6 514,104
TELEFLEX INC COM 87936910 94,029 1,149,777 SH DEFINED 1,2,5,16 1,149,777
TELEFONICA S A SPONSORED 87938220 4,845 72,567 SH DEFINED 1,2 72,567
TELEFONOS DE MEXICO SPON ADR O 87940378 27,865 735,422 SH DEFINED 1,2,7 735,422
TELEPHONE & DATA SYS COM 87943310 117,183 1,872,827 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,872,827
TELEPHONE & DATA SYS SPL COM 87943386 13,204 229,432 SH DEFINED 1,2,5,6,7,8,10,12,13,14 229,432
TELETECH HOLDINGS IN COM 87993910 25,935 798,729 SH DEFINED 1,2,6 798,729
TELIK INC COM 87959M10 2,465 729,210 SH DEFINED 1,2,6 729,210
TELKONET INC COM 87960410 103 52,900 SH DEFINED 1,5 52,900
TELLABS INC COM 87966410 162,409 15,093,729 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,093,729
TELULAR CORP COM NEW 87970T20 108 23,100 SH DEFINED 1 23,100
TEMECULA VY BANCORP COM 87972L10 198 11,200 SH DEFINED 1 11,200
TEMPLE INLAND INC COM 87986810 365,810 5,945,238 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,945,238
TEMPUR PEDIC INTL IN COM 88023U10 53,464 2,064,252 SH DEFINED 1,2,6,13 2,064,252
TENARIS S A SPONSORED 88031M10 57,573 1,175,929 SH DEFINED 1,2,5,7 1,175,929
TENET HEALTHCARE COR COM 88033G10 88,352 13,571,718 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,571,718
TENNANT CO COM 88034510 10,325 282,887 SH DEFINED 1,2 282,887
TENNECO INC COM 88034910 24,395 696,212 SH DEFINED 1,2,5,6 696,212
TEPPCO PARTNERS L P UT LTD PAR 87238410 6,389 144,036 SH DEFINED 1,2 144,036
TERADYNE INC COM 88077010 132,919 7,560,807 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,560,807
TERCICA INC COM 88078L10 1,262 247,525 SH DEFINED 1 247,525
TEREX CORP NEW COM 88077910 441,037 5,424,806 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,424,806
TERRA INDS INC COM 88091510 46,024 1,810,541 SH DEFINED 1,2,5,6,16 1,810,541
TERRA NITROGEN CO L COM UNIT 88100520 1,018 8,015 SH DEFINED 1,2 8,015
TERREMARK WORLDWIDE COM NEW 88144820 4,150 643,463 SH DEFINED 1,2,5 643,463
TESCO CORP COM 88157K10 1,066 33,785 SH DEFINED 16 33,785
TESORO CORP COM 88160910 328,046 5,740,082 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 5,740,082
TESSCO TECHNOLOGIES COM 87238610 275 14,171 SH DEFINED 1,2 14,171
TESSERA TECHNOLOGIES COM 88164L10 27,559 679,640 SH DEFINED 1,2,6 679,640
TETRA TECH INC NEW COM 88162G10 29,644 1,375,576 SH DEFINED 1,2,5,6 1,375,576
TETRA TECHNOLOGIES I COM 88162F10 18,337 650,232 SH DEFINED 1,2,5,6 650,232
TEVA PHARMACEUTICAL ADR 88162420 37,216 902,206 SH DEFINED 1,2,5,7 902,206
TEXAS CAPITAL BANCSH COM 88224Q10 8,829 395,038 SH DEFINED 1,2 395,038
TEXAS INDS INC COM 88249110 35,229 449,289 SH DEFINED 1,2,5,6 449,289
TEXAS INSTRS INC COM 88250810 1,411,320 37,505,173 SH DEFINED 1,2,5,6,7,8,10,12,13,14 37,505,173
TEXAS ROADHOUSE INC CL A 88268110 8,965 700,972 SH DEFINED 1,2,6 700,972
TEXTRON INC COM 88320310 360,417 3,273,247 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,273,247
TFS FINL CORP COM 87240R10 8,614 746,405 SH DEFINED 1,2 746,405
TGC INDS INC COM NEW 87241730 436 40,023 SH DEFINED 1,2,5 40,023
THERAGENICS CORP COM 88337510 339 81,181 SH DEFINED 1 81,181
THERAVANCE INC COM 88338T10 5,896 184,247 SH DEFINED 1,2,6 184,247
THERMO FISHER SCIENT COM 88355610 713,764 13,800,541 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,800,541
THERMOGENESIS CORP COM NEW 88362320 178 64,644 SH DEFINED 1,5 64,644
THESTREET COM COM 88368Q10 2,771 254,697 SH DEFINED 1,2 254,697
THINK PARTNERSHIP IN COM 88409N10 309 103,200 SH DEFINED 1,5 103,200
THIRD WAVE TECHNOLOG COM 88428W10 390 66,674 SH DEFINED 1 66,674
THOMAS & BETTS CORP COM 88431510 66,939 1,154,119 SH DEFINED 1,2,5,6 1,154,119
THOMAS PPTYS GROUP I COM 88445310 3,782 236,700 SH DEFINED 1 236,700
THOMAS WEISEL PARTNE COM 88448110 4,502 270,411 SH DEFINED 1,2,6 270,411
THOMSON SPONSORED 88511810 399 21,531 SH DEFINED 1 21,531
THOR INDS INC COM 88516010 38,388 850,431 SH DEFINED 1,2,5,6 850,431
THORATEC CORP COM NEW 88517530 13,014 707,663 SH DEFINED 1,2,5,6 707,663
THORNBURG MTG INC COM 88521810 40,118 1,532,386 SH DEFINED 1,2,5 1,532,386
THQ INC COM NEW 87244340 28,586 936,647 SH DEFINED 1,2,5,6 936,647
THRESHOLD PHARMACEUT COM 88580710 25 20,317 SH DEFINED 1,2 20,317
TIBCO SOFTWARE INC COM 88632Q10 31,869 3,521,474 SH DEFINED 1,2,5,6 3,521,474
TIDEWATER INC COM 88642310 180,748 2,550,059 SH DEFINED 1,2,5,6 2,550,059
TIENS BIOTECH GROUP COM 88650T10 191 49,822 SH DEFINED 1 49,822
TIER TECHNOLOGIES IN CL B 88650Q10 174 17,800 SH DEFINED 1 17,800
TIERONE CORP COM 88650R10 8,913 296,110 SH DEFINED 1,2 296,110
TIFFANY & CO NEW COM 88654710 189,004 3,562,090 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,562,090
TIM HORTONS INC COM 88706M10 58,953 1,917,176 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,917,176
TIM PARTICIPACOES S SPONS ADR 88706P10 82,808 2,402,320 SH DEFINED 1,4,5 2,402,320
TIMBERLAND BANCORP I COM 88709810 170 10,826 SH DEFINED 1 10,826
TIMBERLAND CO CL A 88710010 27,231 1,081,041 SH DEFINED 1,2,5,6 1,081,041
TIME WARNER CABLE IN CL A 88732J10 44,945 1,147,435 SH DEFINED 1,2,5 1,147,435
TIME WARNER INC COM 88731710 2,360,848 112,207,583 SH DEFINED 1,2,5,6,7,8,10,12,13,14 112,207,583
TIME WARNER TELECOM CL A 88731910 40,905 2,035,078 SH DEFINED 1,2,5,6 2,035,078
TIMKEN CO COM 88738910 56,117 1,554,055 SH DEFINED 1,2,5,8 1,554,055
TITAN INTL INC ILL COM 88830M10 9,013 285,143 SH DEFINED 1,2 285,143
TITAN PHARMACEUTICAL COM 88831410 63 29,117 SH DEFINED 1 29,117
TITANIUM METALS CORP COM NEW 88833920 35,858 1,124,075 SH DEFINED 1,2,5 1,124,075
TIVO INC COM 88870610 6,406 1,106,464 SH DEFINED 1,2,6 1,106,464
TJX COS INC NEW COM 87254010 406,726 14,790,041 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,790,041
TNS INC COM 87296010 5,287 366,915 SH DEFINED 1,2,6 366,915
TNT N V SPONSORED 87260W10 706 15,685 SH DEFINED 1 15,685
TODCO COM 88889T10 41,860 886,675 SH DEFINED 1,2,5,6 886,675
TOLL BROTHERS INC COM 88947810 76,465 3,061,030 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,061,030
TOLLGRADE COMMUNICAT COM 88954210 453 42,916 SH DEFINED 1 42,916
TOMKINS PLC SPONSORED 89003020 441 21,215 SH DEFINED 1 21,215
TOMOTHERAPY INC COM 89008810 2,239 102,143 SH DEFINED 1,2 102,143
TOMPKINS FINANCIAL C COM 89011010 4,704 125,781 SH DEFINED 1,2,5 125,781
TOOTSIE ROLL INDS IN COM 89051610 19,493 703,477 SH DEFINED 1,2,5,6 703,477
TOPPS INC COM 89078610 5,751 547,149 SH DEFINED 1,2 547,149
TORCHMARK CORP COM 89102710 183,453 2,738,110 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,738,110
TOREADOR RES CORP COM 89105010 3,158 210,564 SH DEFINED 1,2 210,564
TORO CO COM 89109210 39,644 673,192 SH DEFINED 1,2,5,6 673,192
TORONTO DOMINION BK COM NEW 89116050 2,401 35,057 SH DEFINED 1 35,057
TOTAL S A SPONSORED 89151E10 8,726 107,757 SH DEFINED 1,2 107,757
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
TOTAL SYS SVCS INC COM 89190610 19,544 662,298 SH DEFINED 1,2,5,12 662,298
TOUSA INC COM 87296210 137 32,812 SH DEFINED 1,2,5 32,812
TOWER GROUP INC COM 89177710 8,497 266,374 SH DEFINED 1,2,5,6 266,374
TOWN SPORTS INTL HLD COM 89214A10 4,434 229,487 SH DEFINED 1,2,6 229,487
TOYOTA MOTOR CORP SP ADR REP 89233130 8,987 71,391 SH DEFINED 1,2 71,391
TRACTOR SUPPLY CO COM 89235610 25,902 497,638 SH DEFINED 1,2,5,6 497,638
TRADESTATION GROUP I COM 89267P10 4,115 353,205 SH DEFINED 1,2,5,6 353,205
TRAFFIX INC COM 89272110 101 18,400 SH DEFINED 1 18,400
TRANS WORLD ENTMT CO COM 89336Q10 183 39,497 SH DEFINED 1 39,497
TRANSACT TECHNOLOGIE COM 89291810 110 18,461 SH DEFINED 1,5 18,461
TRANSACTION SYS ARCH COM 89341610 24,431 725,814 SH DEFINED 1,2,6 725,814
TRANSATLANTIC HLDGS COM 89352110 24,598 345,821 SH DEFINED 1,2,5,12,16 345,821
TRANSCANADA CORP COM 89353D10 991 28,802 SH DEFINED 1,16 28,802
TRANSCAT INC COM 89352910 134 19,200 SH DEFINED 1 19,200
TRANSDIGM GROUP INC COM 89364110 5,868 145,037 SH DEFINED 1,2,6 145,037
TRANSMERIDIAN EXPL I COM 89376N10 146 83,098 SH DEFINED 1,2,5 83,098
TRANSMETA CORP DEL COM 89376R10 203 270,812 SH DEFINED 1,5 270,812
TRANSOCEAN INC ORD G9007810 836,237 7,890,513 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,890,513
TRANSPORTADORA DE GA SPON ADR B 89387020 1,005 125,573 SH DEFINED 1,5 125,573
TRANSWITCH CORP COM 89406510 337 185,222 SH DEFINED 1,5 185,222
TRAVELCENTERS OF AME COM 89417410 832 20,558 SH DEFINED 1,2,5 20,558
TRAVELERS COMPANIES COM 89417E10 1,062,603 19,861,745 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 19,861,745
TRAVELZOO INC COM 89421Q10 8,516 320,281 SH DEFINED 1,2,5 320,281
TRC COS INC COM 87262510 233 15,685 SH DEFINED 1 15,685
TREDEGAR CORP COM 89465010 15,334 719,918 SH DEFINED 1,2,16 719,918
TREEHOUSE FOODS INC COM 89469A10 19,328 726,359 SH DEFINED 1,2,5 726,359
TREX INC COM 89531P10 3,638 185,342 SH DEFINED 1,2,6 185,342
TRI CONTL CORP COM 89543610 1,958 75,255 SH DEFINED 1,5,12 75,255
TRI VY CORP COM 89573510 302 38,200 SH DEFINED 1,5 38,200
TRIAD GTY INC COM 89592510 11,069 277,222 SH DEFINED 1,2 277,222
TRIAD HOSPITALS INC COM 89579K10 83,714 1,557,182 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,557,182
TRIARC COS INC CL B SER 1 89592730 21,578 1,374,419 SH DEFINED 1,2,6 1,374,419
TRIBUNE CO NEW COM 89604710 61,540 2,093,190 SH DEFINED 1,2,5,6,7,10,12,13,14 2,093,190
TRICO BANCSHARES COM 89609510 4,787 214,076 SH DEFINED 1,2 214,076
TRICO MARINE SERVICE COM NEW 89610620 22,063 539,711 SH DEFINED 1,2 539,711
TRIDENT MICROSYSTEMS COM 89591910 15,160 826,143 SH DEFINED 1,2,5,6 826,143
TRIMAS CORP COM NEW 89621520 1,394 115,400 SH DEFINED 1 115,400
TRIMBLE NAVIGATION L COM 89623910 46,962 1,458,457 SH DEFINED 1,2,5,6 1,458,457
TRIMERIS INC COM 89626310 167 24,414 SH DEFINED 1,5 24,414
TRINITY INDS INC COM 89652210 58,118 1,334,820 SH DEFINED 1,2,5,6 1,334,820
TRIQUINT SEMICONDUCT COM 89674K10 15,894 3,141,026 SH DEFINED 1,2,5 3,141,026
TRIUMPH GROUP INC NE COM 89681810 16,448 251,224 SH DEFINED 1,2 251,224
TRIZETTO GROUP INC COM 89688210 12,577 649,648 SH DEFINED 1,2,6 649,648
TRM CORP COM 87263610 148 101,700 SH DEFINED 1,5 101,700
TRONOX INC CL A 89705110 682 47,413 SH DEFINED 1,2 47,413
TRONOX INC COM CL B 89705120 8,588 611,266 SH DEFINED 1,2,5 611,266
TRUBION PHARMACEUTIC COM 89778N10 1,539 73,727 SH DEFINED 1,2 73,727
TRUE RELIGION APPARE COM 89784N10 3,739 183,921 SH DEFINED 1,5,6 183,921
TRUMP ENTMT RESORTS COM 89816T10 5,869 466,502 SH DEFINED 1,2,6 466,502
TRUSTCO BK CORP N Y COM 89834910 10,866 1,099,835 SH DEFINED 1,2,5 1,099,835
TRUSTMARK CORP COM 89840210 26,002 1,005,491 SH DEFINED 1,2,5 1,005,491
TRW AUTOMOTIVE HLDGS COM 87264S10 16,115 437,539 SH DEFINED 1,2,5 437,539
TTM TECHNOLOGIES IN COM 87305R10 15,357 1,181,316 SH DEFINED 1,2,6 1,181,316
TUESDAY MORNING CORP COM NEW 89903550 6,801 550,274 SH DEFINED 1,2,5 550,274
TUMBLEWEED COMMUNICA COM 89969010 120 47,619 SH DEFINED 1,5 47,619
TUPPERWARE BRANDS CO COM 89989610 59,738 2,078,552 SH DEFINED 1,2,5,7 2,078,552
TURBOCHEF TECHNOLOGI COM NEW 90000620 3,118 224,030 SH DEFINED 1,5,6 224,030
TWEEN BRANDS INC COM 90116610 25,556 573,012 SH DEFINED 1,2,5,6 573,012
TWEETER HOME ENTMT G COM 90116710 5 27,419 SH DEFINED 1 27,419
TWIN DISC INC COM 90147610 3,178 44,200 SH DEFINED 1 44,200
TXCO RES INC COM 87311M10 4,170 405,689 SH DEFINED 1,5 405,689
TXU CORP COM 87316810 1,106,916 16,447,486 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 16,447,486
TYCO ELECTRONICS LTD WHEN ISSUE G9144P10 18,350 469,800 SH DEFINED 1,2 469,800
TYCO INTERNATIONAL L WHEN ISSUE G9143X20 1,653 30,800 SH DEFINED 1,2 30,800
TYCO INTL LTD NEW COM 90212410 1,830,260 54,165,732 SH DEFINED 1,2,5,6,7,8,10,12,13,14 54,165,732
TYLER TECHNOLOGIES I COM 90225210 9,218 742,756 SH DEFINED 1,2,5,6 742,756
TYSON FOODS INC CL A 90249410 153,368 6,656,616 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,656,616
U S AIRWAYS GROUP IN COM 90341W10 43,424 1,434,554 SH DEFINED 1,2,5,16 1,434,554
U S B HLDG INC COM 90291010 3,516 184,471 SH DEFINED 1,2 184,471
U S CONCRETE INC COM 90333L10 4,682 538,822 SH DEFINED 1,2,5 538,822
U S G CORP COM NEW 90329340 48,099 980,809 SH DEFINED 1,2,5 980,809
U S GLOBAL INVS INC CL A 90295210 2,659 117,300 SH DEFINED 1 117,300
U S GOLD CORP COM PAR $0 91202320 2,306 419,260 SH DEFINED 1 419,260
U S PHYSICAL THERAPY COM 90337L10 227 16,887 SH DEFINED 1,5 16,887
U S SHIPPING PARTNER COM UNIT 90341710 245 11,898 SH DEFINED 1,2 11,898
U S XPRESS ENTERPRIS CL A 90338N10 273 14,710 SH DEFINED 1,5 14,710
U STORE IT TR COM 91274F10 19,078 1,164,022 SH DEFINED 1,2,3 1,164,022
UAL CORP COM NEW 90254980 85,572 2,108,194 SH DEFINED 1,2,5 2,108,194
UAP HLDG CORP COM 90344110 21,645 718,140 SH DEFINED 1,2 718,140
UBS AG SHS NEW H8923133 119,744 1,995,393 SH DEFINED 1,2 1,995,393
UCBH HOLDINGS INC COM 90262T30 36,880 2,018,614 SH DEFINED 1,2,5,6 2,018,614
UDR INC COM 90265310 104,425 3,970,526 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 3,970,526
UGI CORP NEW COM 90268110 40,466 1,483,359 SH DEFINED 1,2,5 1,483,359
UIL HLDG CORP COM 90274810 14,505 438,231 SH DEFINED 1,2,5 438,231
ULTIMATE SOFTWARE GR COM 90385D10 9,139 315,908 SH DEFINED 1,2,6 315,908
ULTRA CLEAN HLDGS IN COM 90385V10 2,925 209,207 SH DEFINED 1,5 209,207
ULTRA PETROLEUM CORP COM 90391410 48,472 877,474 SH DEFINED 1,2,5,6,7,8,10,12,13,14 877,474
ULTRALIFE BATTERIES COM 90389910 186 17,700 SH DEFINED 1 17,700
ULTRAPETROL BAHAMAS COM P9439810 3,844 162,200 SH DEFINED 1 162,200
ULTRATECH INC COM 90403410 6,569 492,776 SH DEFINED 1,2,6 492,776
UMB FINL CORP COM 90278810 32,710 887,164 SH DEFINED 1,2,5 887,164
UMPQUA HLDGS CORP COM 90421410 25,692 1,092,823 SH DEFINED 1,2,5 1,092,823
UNDER ARMOUR INC CL A 90431110 14,815 324,540 SH DEFINED 1,2,6 324,540
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 101,366 898,074 SH DEFINED 1,2,4,5,7 898,074
UNICA CORP COM 90458310 1,412 85,600 SH DEFINED 1 85,600
UNIFI INC COM 90467710 164 62,634 SH DEFINED 1,5 62,634
UNIFIRST CORP MASS COM 90470810 12,341 280,160 SH DEFINED 1,2,5 280,160
UNILEVER N V N Y SHS NE 90478470 1,296 41,778 SH DEFINED 1 41,778
UNILEVER PLC SPON ADR N 90476770 2,093 64,882 SH DEFINED 1 64,882
UNION BANKSHARES COR COM 90539910 5,020 216,395 SH DEFINED 1,2 216,395
UNION DRILLING INC COM 90653P10 3,960 241,152 SH DEFINED 1,2 241,152
UNION PAC CORP COM 90781810 742,450 6,447,680 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,447,680
UNIONBANCAL CORP COM 90890610 72,727 1,218,210 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,218,210
UNISOURCE ENERGY COR COM 90920510 19,303 586,893 SH DEFINED 1,2,5 586,893
UNISYS CORP COM 90921410 88,045 9,632,891 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,632,891
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
UNIT CORP COM 90921810 35,861 570,039 SH DEFINED 1,2,5,6 570,039
UNITED AMER INDEMNIT CL A 90933T10 8,290 333,351 SH DEFINED 1,2 333,351
UNITED AUTO GROUP IN COM 90944010 1,174 55,128 SH DEFINED 1,2 55,128
UNITED BANKSHARES IN COM 90990710 26,174 823,093 SH DEFINED 1,2,5 823,093
UNITED CMNTY BKS BLA CAP STK 90984P10 14,875 574,529 SH DEFINED 1,2,6 574,529
UNITED CMNTY FINL CO COM 90983910 8,753 877,094 SH DEFINED 1,2,5 877,094
UNITED FIRE & CAS CO COM 91033110 16,743 473,223 SH DEFINED 1,2 473,223
UNITED GUARDIAN INC COM 91057110 168 14,000 SH DEFINED 1 14,000
UNITED INDL CORP COM 91067110 13,212 220,279 SH DEFINED 1,2,6 220,279
UNITED MICROELECTRON SPONSORED 91087320 2,215 647,801 SH DEFINED 1,4 647,801
UNITED NAT FOODS INC COM 91116310 18,523 696,863 SH DEFINED 1,2,6 696,863
UNITED ONLINE INC COM 91126810 28,433 1,724,275 SH DEFINED 1,2,5 1,724,275
UNITED PANAM FINANCI COM 91130110 401 28,105 SH DEFINED 1,2,6 28,105
UNITED PARCEL SERVIC CL B 91131210 2,022,879 27,710,667 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,710,667
UNITED RENTALS INC COM 91136310 79,330 2,437,930 SH DEFINED 1,2,5,7,16 2,437,930
UNITED RENTALS INC COM 91136310 1,952 60,000 SH PUT DEFINED 16 60,000
UNITED RETAIL GROUP COM 91138010 383 32,960 SH DEFINED 1,2 32,960
UNITED SECURITY BANC COM 91146010 1,500 73,625 SH DEFINED 1 73,625
UNITED STATES CELLUL COM 91168410 17,385 191,885 SH DEFINED 1,2,5 191,885
UNITED STATES STL CO COM 91290910 516,253 4,747,151 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,747,151
UNITED STATIONERS IN COM 91300410 38,866 583,221 SH DEFINED 1,2,5 583,221
UNITED TECHNOLOGIES COM 91301710 7,264,417 102,416,709 SH DEFINED 1,2,5,6,7,8,10,12,13,14 102,416,709
UNITED THERAPEUTICS COM 91307C10 22,459 352,238 SH DEFINED 1,2,6 352,238
UNITED UTILS PLC SPONSORED 91311Q10 547 19,404 SH DEFINED 1 19,404
UNITEDHEALTH GROUP I COM 91324P10 2,016,778 39,436,410 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,436,410
UNITRIN INC COM 91327510 42,083 855,695 SH DEFINED 1,2,5,12 855,695
UNIVERSAL AMERN FINL COM 91337710 15,633 734,611 SH DEFINED 1,2,6 734,611
UNIVERSAL COMPRESSIO COM 91343110 38,796 535,332 SH DEFINED 1,2,6 535,332
UNIVERSAL CORP VA COM 91345610 76,252 1,251,668 SH DEFINED 1,2,5,7 1,251,668
UNIVERSAL DISPLAY CO COM 91347P10 5,358 341,035 SH DEFINED 1,2,6 341,035
UNIVERSAL ELECTRS IN COM 91348310 8,186 225,399 SH DEFINED 1,2,5 225,399
UNIVERSAL FST PRODS COM 91354310 11,756 278,183 SH DEFINED 1,2 278,183
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 6,122 183,841 SH DEFINED 1,2,3 183,841
UNIVERSAL HLTH SVCS CL B 91390310 55,068 895,422 SH DEFINED 1,2,5,12 895,422
UNIVERSAL STAINLESS COM 91383710 2,662 75,570 SH DEFINED 1,5 75,570
UNIVERSAL TECHNICAL COM 91391510 8,011 315,535 SH DEFINED 1,2,6 315,535
UNIVERSAL TRUCKLOAD COM 91388P10 1,546 77,783 SH DEFINED 1 77,783
UNIVEST CORP PA COM 91527110 4,075 180,940 SH DEFINED 1 180,940
UNUM GROUP COM 91529Y10 255,914 9,801,362 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,801,362
UPM KYMMENE CORP SPONSORED 91543610 850 34,589 SH DEFINED 1 34,589
UQM TECHNOLOGIES INC COM 90321310 82 19,576 SH DEFINED 1 19,576
URANERZ ENERGY CORPO COM 91688T10 204 39,900 SH DEFINED 1 39,900
URANIUM RES INC COM PAR $0 91690150 7,147 647,944 SH DEFINED 1,2 647,944
URBAN OUTFITTERS INC COM 91704710 52,004 2,164,138 SH DEFINED 1,2,5,12 2,164,138
UROLOGIX INC COM 91727310 43 19,209 SH DEFINED 1 19,209
URS CORP NEW COM 90323610 26,668 549,284 SH DEFINED 1,2,5 549,284
URSTADT BIDDLE PPTYS COM 91728610 207 11,570 SH DEFINED 1 11,570
URSTADT BIDDLE PPTYS CL A 91728620 8,242 484,512 SH DEFINED 1,2,3 484,512
US BANCORP DEL COM NEW 90297330 1,683,726 51,099,429 SH DEFINED 1,2,5,6,7,8,10,12,13,14 51,099,429
US BIOENERGY CORP COM 90342V10 1,465 128,951 SH DEFINED 1,2,6 128,951
USA MOBILITY INC COM 90341G10 17,505 654,142 SH DEFINED 1,2,5 654,142
USANA HEALTH SCIENCE COM 90328M10 16,199 362,060 SH DEFINED 1,2,6 362,060
USEC INC COM 90333E10 56,067 2,550,812 SH DEFINED 1,2,5,6,16 2,550,812
UST INC COM 90291110 211,009 3,928,668 SH DEFINED 1,2,5,6,8,10,12,13,14,16 3,928,668
UTAH MED PRODS INC COM 91748810 356 11,200 SH DEFINED 1,2 11,200
UTI WORLDWIDE INC ORD G8721010 20,909 780,468 SH DEFINED 1,2,5,6 780,468
UTSTARCOM INC COM 91807610 25,760 4,591,743 SH DEFINED 1,2,5,6 4,591,743
UTSTARCOM INC COM 91807610 2,894 515,800 SH CALL DEFINED 1,16 515,800
V F CORP COM 91820410 222,848 2,433,365 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,433,365
VAALCO ENERGY INC COM NEW 91851C20 5,653 1,170,452 SH DEFINED 1,2 1,170,452
VAIL RESORTS INC COM 91879Q10 34,266 562,945 SH DEFINED 1,2,6 562,945
VALASSIS COMMUNICATI COM 91886610 22,750 1,323,469 SH DEFINED 1,2,5,6 1,323,469
VALEANT PHARMACEUTIC COM 91911X10 36,348 2,177,808 SH DEFINED 1,2,5,6 2,177,808
VALENCE TECHNOLOGY I COM 91891410 104 93,924 SH DEFINED 1,5 93,924
VALERO ENERGY CORP N COM 91913Y10 1,476,459 19,989,967 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,989,967
VALHI INC NEW COM 91890510 1,553 95,275 SH DEFINED 1,2 95,275
VALLEY NATL BANCORP COM 91979410 27,972 1,243,774 SH DEFINED 1,2,5,12 1,243,774
VALMONT INDS INC COM 92025310 21,945 301,606 SH DEFINED 1,2,6 301,606
VALSPAR CORP COM 92035510 68,667 2,416,986 SH DEFINED 1,2,5 2,416,986
VALUE LINE INC COM 92043710 698 15,900 SH DEFINED 1 15,900
VALUECLICK INC COM 92046N10 72,466 2,459,825 SH DEFINED 1,2,5,6 2,459,825
VALUEVISION MEDIA IN CL A 92047K10 7,225 638,239 SH DEFINED 1,2,6 638,239
VANDA PHARMACEUTICAL COM 92165910 7,186 354,706 SH DEFINED 1,2 354,706
VARIAN INC COM 92220610 48,260 880,176 SH DEFINED 1,2,5,6 880,176
VARIAN MED SYS INC COM 92220P10 151,006 3,552,242 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,552,242
VARIAN SEMICONDUCTOR COM 92220710 38,444 959,657 SH DEFINED 1,2,5,6 959,657
VASCO DATA SEC INTL COM 92230Y10 7,902 347,196 SH DEFINED 1,2,5,6 347,196
VCA ANTECH INC COM 91819410 54,826 1,454,648 SH DEFINED 1,2,5,6 1,454,648
VECTOR GROUP LTD COM 92240M10 9,879 438,485 SH DEFINED 1,2,5 438,485
VECTREN CORP COM 92240G10 40,618 1,508,275 SH DEFINED 1,2,5 1,508,275
VEECO INSTRS INC DEL COM 92241710 10,310 497,123 SH DEFINED 1,2,5 497,123
VENOCO INC COM 92275P30 3,027 162,115 SH DEFINED 1,2,6 162,115
VENTANA MED SYS INC COM 92276H10 52,028 673,328 SH DEFINED 1,2,6 673,328
VENTAS INC COM 92276F10 47,945 1,322,627 SH DEFINED 1,2,3,5 1,322,627
VEOLIA ENVIRONNEMENT SPONSORED 92334N10 608 7,762 SH DEFINED 1 7,762
VERASUN ENERGY CORP COM 92336G10 5,446 376,086 SH DEFINED 1,2,6 376,086
VERIFONE HLDGS INC COM 92342Y10 25,018 709,733 SH DEFINED 1,2,5,6,16 709,733
VERIGY LTD SHS Y9369110 1,162 40,605 SH DEFINED 1,5,6 40,605
VERISIGN INC COM 92343E10 288,086 9,079,303 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,079,303
VERIZON COMMUNICATIO COM 92343V10 3,532,010 85,790,875 SH DEFINED 1,2,5,6,7,8,10,12,13,14 85,790,875
VERSANT CORP COM NEW 92528430 267 11,061 SH DEFINED 1,2 11,061
VERSO TECHNOLOGIES I COM NEW 92531720 12 14,262 SH DEFINED 1 14,262
VERTEX PHARMACEUTICA COM 92532F10 68,400 2,394,966 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,394,966
VERTRUE INC COM 92534N10 19,203 393,664 SH DEFINED 1,2,6 393,664
VESTIN RLTY MTG II I COM 92549X10 186 32,210 SH DEFINED 1 32,210
VIACELL INC COM 92554J10 189 34,150 SH DEFINED 1 34,150
VIACOM INC NEW CL A 92553P10 4,467 107,376 SH DEFINED 1,2,5,7 107,376
VIACOM INC NEW CL B 92553P20 691,468 16,609,855 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,609,855
VIAD CORP COM NEW 92552R40 28,501 675,855 SH DEFINED 1,2,5 675,855
VIASAT INC COM 92552V10 13,595 423,534 SH DEFINED 1,2,5,6 423,534
VICAL INC COM 92560210 105 20,235 SH DEFINED 1 20,235
VICON INDS INC COM 92581110 134 13,100 SH DEFINED 1 13,100
VICOR CORP COM 92581510 7,976 602,845 SH DEFINED 1,2 602,845
VIEWPOINT CORP COM 92672P10 168 150,007 SH DEFINED 1,5 150,007
VIEWPOINT FINL GROUP COM 92672710 2,410 140,042 SH DEFINED 1,6 140,042
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
VIGNETTE CORP COM NEW 92673440 12,297 641,781 SH DEFINED 1,2,5,6 641,781
VILLAGE SUPER MKT IN CL A NEW 92710740 2,802 58,600 SH DEFINED 1,2 58,600
VINA CONCHA Y TORO S SPONSORED 92719110 1,320 26,584 SH DEFINED 1,2,5 26,584
VINEYARD NATL BANCOR COM 92742610 710 30,896 SH DEFINED 1 30,896
VION PHARMACEUTICALS COM 92762410 31 28,831 SH DEFINED 1 28,831
VIRAGE LOGIC CORP COM 92763R10 89 12,122 SH DEFINED 1 12,122
VIRCO MFG CO COM 92765110 97 14,761 SH DEFINED 1 14,761
VIRGIN MEDIA INC COM 92769L10 118,189 4,849,773 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,849,773
VIRGINIA COMM BANCOR COM 92778Q10 3,796 224,463 SH DEFINED 1,2,6 224,463
VIRGINIA FINL GROUP COM 92781010 1,125 50,671 SH DEFINED 1 50,671
VIROPHARMA INC COM 92824110 28,958 2,098,427 SH DEFINED 1,2,5,6 2,098,427
VISHAY INTERTECHNOLO COM 92829810 135,229 8,547,971 SH DEFINED 1,2,5,7 8,547,971
VISHAY INTERTECHNOLO COM 92829810 396 25,000 SH CALL DEFINED 16 25,000
VISICU INC COM 92831L20 878 95,954 SH DEFINED 1 95,954
VISTA GOLD CORP COM NEW 92792630 98 22,700 SH DEFINED 1 22,700
VISTACARE INC CL A 92839Y10 259 26,385 SH DEFINED 1,5 26,385
VISTAPRINT LIMITED SHS G9376220 21,672 566,597 SH DEFINED 1,2,6 566,597
VISTEON CORP COM 92839U10 17,099 2,110,999 SH DEFINED 1,2,5,6 2,110,999
VISTEON CORP COM 92839U10 810 100,000 SH PUT DEFINED 16 100,000
VISUAL SCIENCES INC COM 92845H10 3,855 249,195 SH DEFINED 1 249,195
VITAL IMAGES INC COM 92846N10 6,920 254,771 SH DEFINED 1,2,5 254,771
VITAL SIGNS INC COM 92846910 15,363 276,557 SH DEFINED 1,2,6 276,557
VIVO PARTICIPACOES S SPON ADR P 92855S10 161 32,049 SH DEFINED 1,2 32,049
VIVUS INC COM 92855110 2,700 516,200 SH DEFINED 1,5 516,200
VOCUS INC COM 92858J10 3,426 136,457 SH DEFINED 1 136,457
VODAFONE GROUP PLC N SPONS ADR 92857W20 14,885 442,604 SH DEFINED 1,2 442,604
VOLCANO CORPORATION COM 92864510 8,785 434,672 SH DEFINED 1,2,6 434,672
VOLCOM INC COM 92864N10 10,134 202,153 SH DEFINED 1,2,6 202,153
VOLT INFORMATION SCI COM 92870310 9,270 502,685 SH DEFINED 1,2,5 502,685
VOLTERRA SEMICONDUCT COM 92870810 3,649 256,969 SH DEFINED 1 256,969
VOLVO AKTIEBOLAGET ADR B 92885640 2,059 103,521 SH DEFINED 1 103,521
VONAGE HLDGS CORP COM 92886T20 1,295 416,398 SH DEFINED 1,2,6 416,398
VORNADO RLTY TR SH BEN INT 92904210 533,572 4,857,717 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 4,857,717
VOTORANTIM CELULOSE SPONSORED 92906P10 985 43,280 SH DEFINED 1,2,7 43,280
VULCAN MATLS CO COM 92916010 293,698 2,564,155 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,564,155
W & T OFFSHORE INC COM 92922P10 22,627 808,383 SH DEFINED 1,2,6 808,383
W HLDG CO INC COM 92925110 5,926 2,244,843 SH DEFINED 1,2,5 2,244,843
W P CAREY & CO LLC COM 92930Y10 1,182 37,597 SH DEFINED 1,2 37,597
WABASH NATL CORP COM 92956610 7,734 528,637 SH DEFINED 1,2 528,637
WABTEC CORP COM 92974010 31,041 849,752 SH DEFINED 1,2,6 849,752
WACHOVIA CORP NEW COM 92990310 2,949,677 57,554,676 SH DEFINED 1,2,5,6,7,8,10,12,13,14 57,554,676
WADDELL & REED FINL CL A 93005910 59,899 2,302,922 SH DEFINED 1,2,5 2,302,922
WAL MART STORES INC COM 93114210 3,465,529 72,033,449 SH DEFINED 1,2,5,6,7,8,10,12,13,14 72,033,449
WALGREEN CO COM 93142210 1,122,280 25,775,841 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,775,841
WALTER INDS INC COM 93317Q10 51,591 1,781,463 SH DEFINED 1,2,7 1,781,463
WARNACO GROUP INC COM NEW 93439040 44,620 1,134,204 SH DEFINED 1,2,5,6 1,134,204
WARNER CHILCOTT LIMI COM CL A G9435N10 13,283 734,246 SH DEFINED 1,2,5 734,246
WARNER MUSIC GROUP C COM 93455010 58,506 4,048,868 SH DEFINED 1,2,6 4,048,868
WARREN RES INC COM 93564A10 8,280 708,916 SH DEFINED 1,2,6 708,916
WASHINGTON FED INC COM 93882410 34,229 1,408,011 SH DEFINED 1,2,5 1,408,011
WASHINGTON GROUP INT COM NEW 93886220 35,008 437,548 SH DEFINED 1,2,6 437,548
WASHINGTON MUT INC COM 93932210 1,047,785 24,572,812 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 24,572,812
WASHINGTON POST CO CL B 93964010 93,105 119,967 SH DEFINED 1,2,5,6,7,8,10,12,13,14 119,967
WASHINGTON REAL ESTA SH BEN INT 93965310 38,944 1,145,420 SH DEFINED 1,2,3,5 1,145,420
WASHINGTON TR BANCOR COM 94061010 4,993 198,058 SH DEFINED 1,2 198,058
WASTE CONNECTIONS IN COM 94105310 45,692 1,510,971 SH DEFINED 1,2,5,6 1,510,971
WASTE INDUSTRIES USA COM 94105710 2,593 75,959 SH DEFINED 1 75,959
WASTE MGMT INC DEL COM 94106L10 827,995 21,203,466 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,203,466
WASTE SERVICES INC D COM NEW 94107520 3,781 311,187 SH DEFINED 1 311,187
WATERS CORP COM 94184810 243,186 4,096,796 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,096,796
WATSCO INC COM 94262220 17,662 324,676 SH DEFINED 1,2,6 324,676
WATSON PHARMACEUTICA COM 94268310 95,659 2,940,646 SH DEFINED 1,2,5,6,10,12,13,14,16 2,940,646
WATSON WYATT WORLDWI CL A 94271210 34,500 683,439 SH DEFINED 1,2,5,6 683,439
WATTS WATER TECHNOLO CL A 94274910 17,134 457,273 SH DEFINED 1,2 457,273
WAUSAU PAPER CORP COM 94331510 9,907 739,345 SH DEFINED 1,2 739,345
WAUWATOSA HLDGS INC COM 94348P10 2,163 130,776 SH DEFINED 1,2,6 130,776
WAVE SYSTEMS CORP COM NEW 94352630 33 15,939 SH DEFINED 1 15,939
WCA WASTE CORP COM 92926K10 204 23,000 SH DEFINED 1 23,000
WCI CMNTYS INC COM 92923C10 23,964 1,436,688 SH DEFINED 1,2,6 1,436,688
WD-40 CO COM 92923610 9,161 278,711 SH DEFINED 1,2 278,711
WEATHERFORD INTERNAT COM G9508910 526,000 9,522,077 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,522,077
WEB COM INC COM NEW 94732Q10 109 17,202 SH DEFINED 1 17,202
WEBMD HEALTH CORP CL A 94770V10 3,132 66,540 SH DEFINED 1,2,6 66,540
WEBSENSE INC COM 94768410 28,929 1,361,347 SH DEFINED 1,2,5,6 1,361,347
WEBSITE PROS INC COM 94769V10 200 21,194 SH DEFINED 1 21,194
WEBSTER FINL CORP CO COM 94789010 43,405 1,017,226 SH DEFINED 1,2,5,7 1,017,226
WEIGHT WATCHERS INTL COM 94862610 30,707 603,988 SH DEFINED 1,2,5,12 603,988
WEINGARTEN RLTY INVS SH BEN INT 94874110 83,950 2,042,583 SH DEFINED 1,2,3,5 2,042,583
WEIS MKTS INC COM 94884910 10,088 249,026 SH DEFINED 1,2,5 249,026
WELLCARE HEALTH PLAN COM 94946T10 243,728 2,692,835 SH DEFINED 1,2,5,6,7,13,16 2,692,835
WELLMAN INC COM 94970210 153 50,353 SH DEFINED 1 50,353
WELLPOINT INC COM 94973V10 1,567,297 19,632,938 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 19,632,938
WELLS FARGO & CO NEW COM 94974610 3,329,789 94,676,980 SH DEFINED 1,2,5,6,7,8,10,12,13,14 94,676,980
WENDYS INTL INC COM 95059010 87,249 2,374,110 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,374,110
WERNER ENTERPRISES I COM 95075510 24,986 1,240,022 SH DEFINED 1,2,5 1,240,022
WESBANCO INC COM 95081010 17,385 589,325 SH DEFINED 1,2 589,325
WESCO FINL CORP COM 95081710 6,362 16,524 SH DEFINED 1,2,5,12 16,524
WESCO INTL INC COM 95082P10 35,623 589,291 SH DEFINED 1,2,5,6 589,291
WEST BANCORPORATION CAP STK 95123P10 331 20,751 SH DEFINED 1 20,751
WEST COAST BANCORP O COM 95214510 11,816 388,805 SH DEFINED 1,2 388,805
WEST MARINE INC COM 95423510 3,086 224,287 SH DEFINED 1,2 224,287
WEST PHARMACEUTICAL COM 95530610 20,892 443,093 SH DEFINED 1,2 443,093
WESTAMERICA BANCORPO COM 95709010 33,402 755,012 SH DEFINED 1,2,5 755,012
WESTAR ENERGY INC COM 95709T10 57,516 2,368,843 SH DEFINED 1,2,5 2,368,843
WESTELL TECHNOLOGIES CL A 95754110 153 58,510 SH DEFINED 1,5 58,510
WESTERN ALLIANCE BAN COM 95763810 6,532 218,832 SH DEFINED 1,2,6 218,832
WESTERN DIGITAL CORP COM 95810210 96,699 4,997,347 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,997,347
WESTERN REFNG INC COM 95931910 17,016 294,386 SH DEFINED 1,2,5,13,16 294,386
WESTERN UN CO COM 95980210 534,935 25,680,969 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,680,969
WESTFIELD FINANCIAL COM 96008P10 1,940 194,537 SH DEFINED 1 194,537
WESTLAKE CHEM CORP COM 96041310 7,923 281,771 SH DEFINED 1,2 281,771
WESTMORELAND COAL CO COM 96087810 284 10,350 SH DEFINED 1,5 10,350
WESTPAC BKG CORP SPONSORED 96121430 2,614 24,022 SH DEFINED 1 24,022
WESTWOOD HLDGS GROUP COM 96176510 244 7,140 SH DEFINED 1 7,140
WESTWOOD ONE INC COM 96181510 11,883 1,652,712 SH DEFINED 1,2,5 1,652,712
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
WET SEAL INC CL A 96184010 7,061 1,174,895 SH DEFINED 1 1,174,895
WEYCO GROUP INC COM 96214910 3,893 144,548 SH DEFINED 1 144,548
WEYERHAEUSER CO COM 96216610 451,307 5,717,813 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,717,813
WGL HLDGS INC COM 92924F10 79,659 2,440,537 SH DEFINED 1,2,5,6 2,440,537
W-H ENERGY SVCS INC COM 92925E10 34,460 556,619 SH DEFINED 1,2,5,6 556,619
WHEELING PITTSBURGH COM NEW 96314230 3,458 181,737 SH DEFINED 1,2,5 181,737
WHIRLPOOL CORP COM 96332010 422,180 3,796,587 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,796,587
WHITE ELECTR DESIGNS COM 96380110 447 77,110 SH DEFINED 1,5 77,110
WHITE MTNS INS GROUP COM G9618E10 47,186 77,862 SH DEFINED 1,2,5,12 77,862
WHITING PETE CORP NE COM 96638710 23,916 590,235 SH DEFINED 1,2 590,235
WHITNEY HLDG CORP COM 96661210 29,355 975,249 SH DEFINED 1,2,5,7 975,249
WHOLE FOODS MKT INC COM 96683710 151,351 3,951,726 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,951,726
WILD OATS MARKETS IN COM 96808B10 6,800 405,706 SH DEFINED 1,2,6 405,706
WILEY JOHN & SONS IN CL A 96822320 60,138 1,245,346 SH DEFINED 1,2,5,6 1,245,346
WILLBROS GROUP INC COM 96919910 8,382 282,400 SH DEFINED 1,2,5,6 282,400
WILLIAMS CLAYTON ENE COM 96949010 4,949 186,979 SH DEFINED 1,2 186,979
WILLIAMS COS INC DEL COM 96945710 558,050 17,648,650 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,648,650
WILLIAMS PARTNERS L COM UNIT L 96950F10 1,151 23,845 SH DEFINED 1,2 23,845
WILLIAMS SCOTSMAN IN COM 96950G10 10,559 443,464 SH DEFINED 1,2 443,464
WILLIAMS SONOMA INC COM 96990410 59,818 1,894,164 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,894,164
WILLIS GROUP HOLDING SHS G9665510 25,853 586,773 SH DEFINED 1,2,5,6,7,8,10,12,13,14 586,773
WILLOW FINANCIAL BAN COM 97111W10 1,497 115,178 SH DEFINED 1 115,178
WILMINGTON TRUST COR COM 97180710 49,648 1,196,056 SH DEFINED 1,2,5 1,196,056
WILSHIRE BANCORP INC COM 97186T10 6,476 531,689 SH DEFINED 1,6 531,689
WILSHIRE ENTERPRISES COM 97188910 96 17,686 SH DEFINED 1 17,686
WILSONS THE LEATHER COM 97246310 76 41,294 SH DEFINED 1 41,294
WIMM BILL DANN FOODS SPONSORED 97263M10 17,586 169,083 SH DEFINED 1,2,5,7 169,083
WIND RIVER SYSTEMS I COM 97314910 16,539 1,503,547 SH DEFINED 1,2,5,6 1,503,547
WINDSTREAM CORP COM 97381W10 154,925 10,496,242 SH DEFINED 1,2,5,6,8,10,13,14 10,496,242
WINN DIXIE STORES IN COM NEW 97428030 16,284 555,783 SH DEFINED 1,2,6 555,783
WINNEBAGO INDS INC COM 97463710 24,805 840,271 SH DEFINED 1,2,6 840,271
WINSTON HOTELS INC COM 97563A10 12,255 816,993 SH DEFINED 1,2,3,5 816,993
WINTHROP RLTY TR SH BEN INT 97639110 3,887 562,544 SH DEFINED 1,3,5 562,544
WINTRUST FINANCIAL C COM 97650W10 19,107 435,737 SH DEFINED 1,2 435,737
WIPRO LTD SPON ADR 1 97651M10 3,385 217,692 SH DEFINED 1,2,5 217,692
WIRELESS FACILITIES COM 97653A10 92 54,887 SH DEFINED 1 54,887
WIRELESS TELECOM GRO COM 97652410 59 18,700 SH DEFINED 1 18,700
WISCONSIN ENERGY COR COM 97665710 98,346 2,223,509 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,223,509
WJ COMMUNICATIONS IN COM 92928410 41 23,536 SH DEFINED 1 23,536
WMS INDS INC COM 92929710 16,597 575,079 SH DEFINED 1,2,6 575,079
WOLSELEY PLC SPONSORED 97786P10 459 18,967 SH DEFINED 1 18,967
WOLVERINE WORLD WIDE COM 97809710 28,674 1,034,796 SH DEFINED 1,2,5 1,034,796
WOODWARD GOVERNOR CO COM 98074510 37,435 697,508 SH DEFINED 1,2,5 697,508
WORLD ACCEP CORP DEL COM 98141910 18,112 423,870 SH DEFINED 1,2,6 423,870
WORLD FUEL SVCS CORP COM 98147510 20,523 487,953 SH DEFINED 1,2,6 487,953
WORLD WRESTLING ENTM CL A 98156Q10 5,084 317,943 SH DEFINED 1,2 317,943
WORLDGATE COMMUNICAT COM 98156L30 11 22,500 SH DEFINED 1,5 22,500
WORTHINGTON INDS INC COM 98181110 41,605 1,921,717 SH DEFINED 1,2,5,6 1,921,717
WPP GROUP PLC SPON ADR 0 92930940 1,509 20,184 SH DEFINED 1 20,184
WRIGHT EXPRESS CORP COM 98233Q10 28,060 818,784 SH DEFINED 1,2,6 818,784
WRIGHT MED GROUP INC COM 98235T10 12,180 504,975 SH DEFINED 1,2,6 504,975
WRIGLEY WM JR CO COM 98252610 323,973 5,857,402 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,857,402
WSFS FINL CORP COM 92932810 10,552 161,279 SH DEFINED 1,2,5 161,279
WYETH COM 98302410 2,071,542 36,127,354 SH DEFINED 1,2,5,6,7,8,10,12,13,14 36,127,354
WYNDHAM WORLDWIDE CO COM 98310W10 175,208 4,831,981 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,831,981
WYNN RESORTS LTD COM 98313410 64,676 721,431 SH DEFINED 1,2,5,6,7,8,10,12,13,14 721,431
XCEL ENERGY INC COM 98389B10 308,692 15,080,204 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,080,204
XENOPORT INC COM 98411C10 13,286 299,100 SH DEFINED 1,2,5,6 299,100
XERIUM TECHNOLOGIES COM 98416J10 1,741 228,500 SH DEFINED 1,2 228,500
XEROX CORP COM 98412110 1,170,852 63,357,783 SH DEFINED 1,2,5,6,7,8,10,12,13,14 63,357,783
XETHANOL CORP COM 98420A10 112 66,613 SH DEFINED 2,5 66,613
XILINX INC COM 98391910 223,239 8,339,151 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,339,151
XL CAP LTD CL A G9825510 465,290 5,520,111 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 5,520,111
XM SATELLITE RADIO H CL A 98375910 40,792 3,465,728 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,465,728
XOMA LTD ORD G9825R10 3,869 1,272,621 SH DEFINED 1,5 1,272,621
X-RITE INC COM 98385710 6,033 408,436 SH DEFINED 1 408,436
XTO ENERGY INC COM 98385X10 718,220 11,950,420 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,950,420
YAHOO INC COM 98433210 810,182 29,862,964 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,862,964
YARDVILLE NATL BANCO COM 98502110 4,819 141,114 SH DEFINED 1,2 141,114
YINGLI GREEN ENERGY ADR 98584B10 13,288 916,400 SH DEFINED 1,2,7 916,400
YOUBET COM INC COM 98741310 83 34,173 SH DEFINED 1,5 34,173
YOUNG BROADCASTING I CL A 98743410 69 18,745 SH DEFINED 1 18,745
YOUNG INNOVATIONS IN COM 98752010 285 9,889 SH DEFINED 1,6 9,889
YRC WORLDWIDE INC COM 98424910 34,852 947,074 SH DEFINED 1,2,5,16 947,074
YUM BRANDS INC COM 98849810 672,221 20,544,659 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,544,659
ZALE CORP NEW COM 98885810 23,040 967,650 SH DEFINED 1,2,5 967,650
ZAPATA CORP COM PAR $ 98907060 134 19,760 SH DEFINED 1 19,760
ZAREBA SYSTEMS INC COM 98913110 118 16,900 SH DEFINED 1 16,900
ZEBRA TECHNOLOGIES C CL A 98920710 69,704 1,799,279 SH DEFINED 1,2,5,8,12 1,799,279
ZENITH NATL INS CORP COM 98939010 30,455 646,749 SH DEFINED 1,2 646,749
ZHONE TECHNOLOGIES I COM 98950P10 285 198,729 SH DEFINED 1,5 198,729
ZILA INC COM PAR $0 98951320 72 51,800 SH DEFINED 1,5 51,800
ZIMMER HLDGS INC COM 98956P10 540,759 6,370,116 SH DEFINED 1,2,5,6,7,8,10,12,13,
14,16 6,370,116
ZIONS BANCORPORATION COM 98970110 289,270 3,761,145 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,761,145
ZIPREALTY INC COM 98974V10 1,727 230,300 SH DEFINED 1 230,300
ZIX CORP COM 98974P10 67 36,465 SH DEFINED 1 36,465
ZOLL MED CORP COM 98992210 8,954 401,359 SH DEFINED 1,2 401,359
ZOLTEK COS INC COM 98975W10 10,396 250,320 SH DEFINED 1,2,5,6 250,320
ZORAN CORP COM 98975F10 28,206 1,407,477 SH DEFINED 1,2,5 1,407,477
ZUMIEZ INC COM 98981710 7,659 202,716 SH DEFINED 1,2,6 202,716
ZYGO CORP COM 98985510 4,510 315,575 SH DEFINED 1,2 315,575
ZYMOGENETICS INC COM 98985T10 7,744 530,051 SH DEFINED 1,2,6 530,051
TOTAL
MARKET
VALUE 540,195,964