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, 2008
Check here if amendment [X] Amendment Number [1]
This Amendment (Check only one.): [_] is a restatement.
[X] 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 Executive Vice President and Corporate Controller
Telephone: 617-664-8697
Signature, Place, and Date of Signing:
/s/ JAMES J. MALERBA Boston, Massachusetts August 14, 2008
--------------------- ----------------------------- ---------------
[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: 12
Form 13F Information Table Entry Total: 3,925
Form 13F Information Table Value Total: 483,226,644 (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.]
No. Form 13F File 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.
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2008
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 3,696 573,091 SH DEFINED 1,2,5,6 573,091
1ST SOURCE CORP COM 33690110 5,695 353,714 SH DEFINED 1,2 353,714
3COM CORP COM 88553510 20,170 9,513,973 SH DEFINED 1,2,5 9,513,973
3-D SYS CORP DEL COM NEW 88554D20 2,203 231,906 SH DEFINED 1,2,6 231,906
3M CO COM 88579Y10 3,633,437 52,212,056 SH DEFINED 1,2,5,6,7,8,10,12,13,14 52,212,056
3PAR INC COM 88580F10 2,038 259,987 SH DEFINED 1,2,6 259,987
4 KIDS ENTMT INC COM 35086510 134 18,136 SH DEFINED 1 18,136
8X8 INC NEW COM 28291410 48 41,863 SH DEFINED 1 41,863
99 CENTS ONLY STORES COM 65440K10 7,494 1,135,486 SH DEFINED 1,2,5,6 1,135,486
A C MOORE ARTS & CRA COM 00086T10 188 26,632 SH DEFINED 1,2,5 26,632
A D C TELECOMMUNICAT COM NEW 00088630 32,401 2,193,673 SH DEFINED 1,2,5,7 2,193,673
A H BELO CORP COM CL A 00128210 1,925 337,673 SH DEFINED 1,2,5 337,673
AAON INC COM PAR $0 00036020 3,984 206,835 SH DEFINED 1,2 206,835
AAR CORP COM 00036110 13,525 999,596 SH DEFINED 1,2,5,6 999,596
AARON RENTS INC COM 00253520 17,562 786,473 SH DEFINED 1,2,6 786,473
AASTROM BIOSCIENCES COM 00253U10 79 213,107 SH DEFINED 1,5 213,107
ABAXIS INC COM 00256710 10,333 428,203 SH DEFINED 1,2,6 428,203
ABB LTD SPONSORED 00037520 9,896 349,447 SH DEFINED 1,2 349,447
ABBOTT LABS COM 00282410 2,433,783 45,946,439 SH DEFINED 1,2,5,6,7,8,10,12,13,14 45,946,439
ABERCROMBIE & FITCH CL A 00289620 165,262 2,636,595 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,636,595
ABINGTON BANCORP INC COM 00350L10 3,001 329,057 SH DEFINED 1,2 329,057
ABIOMED INC COM 00365410 6,875 387,345 SH DEFINED 1,2,6 387,345
ABITIBIBOWATER INC COM 00368710 8,046 862,384 SH DEFINED 1,2,5 862,384
ABM INDS INC COM 00095710 23,005 1,033,911 SH DEFINED 1,2,5 1,033,911
ABRAXAS PETE CORP COM 00383010 2,829 522,933 SH DEFINED 1,2,5 522,933
ABRAXIS BIOSCIENCE I COM 00383Y10 4,616 72,737 SH DEFINED 1,2,5,6 72,737
ACACIA RESH CORP ACACIA TCH 00388130 285 63,720 SH DEFINED 1,2,5 63,720
ACADIA PHARMACEUTICA COM 00422510 1,867 505,889 SH DEFINED 1,2,5,6 505,889
ACADIA RLTY TR COM SH BEN 00423910 27,786 1,200,244 SH DEFINED 1,2,3,5 1,200,244
ACCELRYS INC COM 00430U10 1,317 272,585 SH DEFINED 1,2,5 272,585
ACCENTURE LTD BERMUD CL A G1150G11 475,568 11,678,989 SH DEFINED 1,2,5,7,8,10,12,13,14 11,678,989
ACCESS INTEGRATED TE CL A 00432910 76 35,932 SH DEFINED 1,5 35,932
ACCO BRANDS CORP COM 00081T10 10,182 906,723 SH DEFINED 1,2,5 906,723
ACCURAY INC COM 00439710 3,082 422,756 SH DEFINED 1,2,6 422,756
ACCURIDE CORP COM 00439810 1,896 446,215 SH DEFINED 1,2,6 446,215
ACE LTD ORD G0070K10 690,872 12,540,793 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,540,793
ACETO CORP COM 00444610 1,977 258,823 SH DEFINED 1,2 258,823
ACI WORLDWIDE INC COM 00449810 21,072 1,197,938 SH DEFINED 1,2,6,8 1,197,938
ACME COMMUNICATION I COM 00463110 31 22,503 SH DEFINED 1 22,503
ACME PACKET INC COM 00476410 2,304 296,874 SH DEFINED 1,2,6 296,874
ACORDA THERAPEUTICS COM 00484M10 16,923 515,463 SH DEFINED 1,2,6 515,463
ACTEL CORP COM 00493410 10,936 649,043 SH DEFINED 1,2 649,043
ACTIVE POWER INC COM 00504W10 87 74,230 SH DEFINED 1,5 74,230
ACTIVIDENTITY CORP COM 00506P10 124 45,355 SH DEFINED 1 45,355
ACTIVISION INC NEW COM NEW 00493020 35,808 1,051,008 SH DEFINED 1,2,5,7,8,10,12,13,14 1,051,008
ACTUANT CORP CL A NEW 00508X20 35,886 1,144,698 SH DEFINED 1,2,6 1,144,698
ACTUATE CORP COM 00508B10 3,566 911,951 SH DEFINED 1,2,5 911,951
ACUITY BRANDS INC COM 00508Y10 59,779 1,243,321 SH DEFINED 1,2,5,6 1,243,321
ACURA PHARMACEUTICAL COM NEW 00509L70 404 50,764 SH DEFINED 1 50,764
ACXIOM CORP COM 00512510 17,805 1,549,577 SH DEFINED 1,2,5,6 1,549,577
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
ADAPTEC INC COM 00651F10 6,380 1,993,635 SH DEFINED 1,2,5 1,993,635
ADMINISTAFF INC COM 00709410 12,972 465,121 SH DEFINED 1,2,5,6 465,121
ADMINISTRADORA FONDO SPONSORED 00709P10 249 9,769 SH DEFINED 1 9,769
ADOBE SYS INC COM 00724F10 649,441 16,487,448 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,487,448
ADOLOR CORP COM 00724X10 3,120 569,262 SH DEFINED 1,2,5 569,262
ADTRAN INC COM 00738A10 35,281 1,479,905 SH DEFINED 1,2,5,6 1,479,905
ADVANCE AMER CASH AD COM 00739W10 5,936 1,168,547 SH DEFINED 1,2 1,168,547
ADVANCE AUTO PARTS I COM 00751Y10 120,020 3,090,902 SH DEFINED 1,2,5,7,8,10,12,13,14 3,090,902
ADVANCED ANALOGIC TE COM 00752J10 2,259 547,041 SH DEFINED 1,2,6 547,041
ADVANCED BATTERY TEC COM 00752H10 2,876 498,390 SH DEFINED 1,2 498,390
ADVANCED ENERGY INDS COM 00797310 7,804 569,660 SH DEFINED 1,2,6 569,660
ADVANCED MEDICAL OPT COM 00763M10 18,356 979,485 SH DEFINED 1,2,5,6 979,485
ADVANCED MICRO DEVIC NOTE 6.00 007903AL 410 650,000 SH DEFINED 1 650,000
ADVANCED MICRO DEVIC COM 00790310 103,051 17,676,017 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,676,017
ADVANCED SEMICONDUCT SPONSORED 00756M40 24,054 5,405,487 SH DEFINED 1,4,5 5,405,487
ADVANTA CORP CL B 00794220 3,775 600,145 SH DEFINED 1,2 600,145
ADVANTEST CORP SPON ADR N 00762U20 253 12,027 SH DEFINED 1 12,027
ADVENT SOFTWARE INC COM 00797410 18,980 526,052 SH DEFINED 1,2,5,6 526,052
ADVENTRX PHARMACEUTI COM 00764X10 33 87,759 SH DEFINED 1,5 87,759
ADVISORY BRD CO COM 00762W10 10,158 258,279 SH DEFINED 1,2,6 258,279
AECOM TECHNOLOGY COR COM 00766T10 29,684 912,515 SH DEFINED 1,2,5,6 912,515
AEGON N V NY REGISTR 00792410 1,129 86,131 SH DEFINED 1,2 86,131
AEP INDS INC COM 00103110 1,439 82,864 SH DEFINED 1,2 82,864
AEROPOSTALE COM 00786510 100,253 3,199,894 SH DEFINED 1,2,5,6,7,8 3,199,894
AEROVIRONMENT INC COM 00807310 3,461 127,351 SH DEFINED 1,2,6 127,351
AES CORP COM 00130H10 520,507 27,095,641 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,095,641
AETNA INC NEW COM 00817Y10 1,143,125 28,204,416 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,204,416
AFC ENTERPRISES INC COM 00104Q10 4,352 544,675 SH DEFINED 1,2,6 544,675
AFFILIATED COMPUTER CL A 00819010 171,148 3,199,631 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,199,631
AFFILIATED MANAGERS COM 00825210 66,217 735,251 SH DEFINED 1,2,5,6 735,251
AFFYMAX INC COM 00826A10 2,370 148,986 SH DEFINED 1,2,6 148,986
AFFYMETRIX INC COM 00826T10 20,086 1,952,037 SH DEFINED 1,2,5,6 1,952,037
AFLAC INC COM 00105510 984,353 15,674,412 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,674,412
AGCO CORP COM 00108410 98,626 1,881,818 SH DEFINED 1,2,5,7,8,10,12,13,14 1,881,818
AGFEED INDUSTRIES IN COM 00846L10 3,445 230,138 SH DEFINED 1,2 230,138
AGILENT TECHNOLOGIES COM 00846U10 404,354 11,377,436 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,377,436
AGILYSYS INC COM 00847J10 6,689 589,860 SH DEFINED 1,2 589,860
AGL RES INC COM 00120410 46,247 1,337,406 SH DEFINED 1,2,5 1,337,406
AGNICO EAGLE MINES L COM 00847410 254 3,421 SH DEFINED 1 3,421
AGREE REALTY CORP COM 00849210 3,003 136,210 SH DEFINED 1,2,3 136,210
AGRIUM INC COM 00891610 802 7,457 SH DEFINED 1 7,457
AIR METHODS CORP COM PAR $. 00912830 5,337 213,485 SH DEFINED 1,2,6 213,485
AIR PRODS & CHEMS IN COM 00915810 641,384 6,487,805 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,487,805
AIR TRANSPORT SERVIC COM 00922R10 68 67,650 SH DEFINED 1,2 67,650
AIRCASTLE LTD COM G0129K10 5,316 632,096 SH DEFINED 1,2 632,096
AIRGAS INC COM 00936310 74,658 1,278,605 SH DEFINED 1,2,5,7 1,278,605
AIRSPAN NETWORKS INC COM 00950H10 13 17,069 SH DEFINED 1 17,069
AIRTRAN HLDGS INC COM 00949P10 4,866 2,385,104 SH DEFINED 1,2,6 2,385,104
AIRVANA INC COM 00950V10 1,516 282,796 SH DEFINED 1,2 282,796
AK STL HLDG CORP COM 00154710 334,263 4,844,389 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,844,389
AKAMAI TECHNOLOGIES COM 00971T10 171,511 4,929,907 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,929,907
AKEENA SOLAR INC DE COM 00972010 1,350 240,159 SH DEFINED 1,2 240,159
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
AKORN INC COM 00972810 2,422 731,756 SH DEFINED 1,2,5,6 731,756
ALAMO GROUP INC COM 01131110 1,443 70,079 SH DEFINED 1,2 70,079
ALASKA AIR GROUP INC COM 01165910 16,175 1,054,461 SH DEFINED 1,2 1,054,461
ALASKA COMMUNICATION COM 01167P10 8,732 731,310 SH DEFINED 1,2 731,310
ALBANY INTL CORP CL A 01234810 16,201 558,672 SH DEFINED 1,2 558,672
ALBANY MOLECULAR RES COM 01242310 10,880 819,897 SH DEFINED 1,2,5 819,897
ALBEMARLE CORP COM 01265310 65,772 1,648,010 SH DEFINED 1,2,5 1,648,010
ALBERTO CULVER CO NE COM 01307810 46,683 1,777,060 SH DEFINED 1,2,5,6,7,12 1,777,060
ALCATEL-LUCENT SPONSORED 01390430 8,202 1,357,909 SH DEFINED 1,2,5,8,12 1,357,909
ALCOA INC COM 01381710 1,143,181 32,093,794 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,093,794
ALCON INC COM SHS H0130110 26,149 160,631 SH DEFINED 1,2,5,7,8,12 160,631
ALESCO FINL INC COM 01448510 491 245,529 SH DEFINED 1,2 245,529
ALEXANDER & BALDWIN COM 01448210 29,354 644,431 SH DEFINED 1,2,5 644,431
ALEXANDERS INC COM 01475210 24,379 78,491 SH DEFINED 1,2,3,5,6 78,491
ALEXANDRIA REAL ESTA COM 01527110 93,234 957,815 SH DEFINED 1,2,3,5 957,815
ALEXION PHARMACEUTIC COM 01535110 60,035 828,072 SH DEFINED 1,2,5,6 828,072
ALEXZA PHARMACEUTICA COM 01538410 853 216,608 SH DEFINED 1,2 216,608
ALFACELL CORP COM 01540410 16 36,415 SH DEFINED 1,2 36,415
ALICO INC COM 01623010 1,867 53,854 SH DEFINED 1,2 53,854
ALIGN TECHNOLOGY INC COM 01625510 9,800 934,259 SH DEFINED 1,2,5,6 934,259
ALKERMES INC COM 01642T10 30,595 2,475,312 SH DEFINED 1,2,5,6 2,475,312
ALLEGHANY CORP DEL COM 01717510 18,051 54,363 SH DEFINED 1,2,5 54,363
ALLEGHENY ENERGY INC COM 01736110 263,070 5,249,856 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,249,856
ALLEGHENY TECHNOLOGI COM 01741R10 213,906 3,608,404 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,608,404
ALLEGIANT TRAVEL CO COM 01748X10 4,959 266,756 SH DEFINED 1,2,6 266,756
ALLERGAN INC COM 01849010 461,597 8,868,340 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,868,340
ALLETE INC COM NEW 01852230 20,168 480,188 SH DEFINED 1,2,5 480,188
ALLIANCE DATA SYSTEM COM 01858110 88,232 1,560,249 SH DEFINED 1,2,5,7,8,10,12,13,14 1,560,249
ALLIANCE FIBER OPTIC COM 01868010 15 10,771 SH DEFINED 1 10,771
ALLIANCE HOLDINGS GP COM UNITS 01861G10 232 7,777 SH DEFINED 1,2 7,777
ALLIANCE IMAGING INC COM NEW 01860620 6,542 754,613 SH DEFINED 1,2,6 754,613
ALLIANCE ONE INTL IN COM 01877210 12,431 2,432,691 SH DEFINED 1,2,5,6 2,432,691
ALLIANCE RES PARTNER UT LTD PAR 01877R10 1,637 29,395 SH DEFINED 1,2 29,395
ALLIANCEBERNSTEIN HO UNIT LTD P 01881G10 6,767 123,758 SH DEFINED 1,2,5 123,758
ALLIANT ENERGY CORP COM 01880210 75,183 2,194,485 SH DEFINED 1,2,5,7,8,10,12,13,14 2,194,485
ALLIANT TECHSYSTEMS COM 01880410 68,169 670,426 SH DEFINED 1,2,5,6,12 670,426
ALLIANZ SE SP ADR 1/1 01880510 4,292 245,959 SH DEFINED 1,2 245,959
ALLIED CAP CORP NEW COM 01903Q10 55,411 3,989,258 SH DEFINED 1,2,5,7,8,10,12,13,14 3,989,258
ALLIED HEALTHCARE IN COM 01923A10 54 27,326 SH DEFINED 1 27,326
ALLIED IRISH BKS P L SPON ADR O 01922840 896 29,088 SH DEFINED 1 29,088
ALLIED NEVADA GOLD C COM 01934410 3,230 548,406 SH DEFINED 1,2 548,406
ALLIED WASTE INDS IN COM PAR$.0 01958930 131,608 10,428,546 SH DEFINED 1,2,5,6,10,13,14 10,428,546
ALLIED WRLD ASSUR CO SHS G0219G20 21,792 550,013 SH DEFINED 1,2,5,7 550,013
ALLION HEALTHCARE IN COM 01961510 223 39,215 SH DEFINED 1,5 39,215
ALLIS CHALMERS ENERG COM PAR $. 01964550 8,891 499,496 SH DEFINED 1,2,5,6 499,496
ALLOS THERAPEUTICS I COM 01977710 4,994 722,671 SH DEFINED 1,2,5,6 722,671
ALLOY INC NEW COM 01985530 105 14,486 SH DEFINED 1 14,486
ALLSCRIPTS HEALTHCAR COM 01988P10 14,338 1,155,347 SH DEFINED 1,2,6,8 1,155,347
ALLSTATE CORP COM 02000210 895,698 19,646,815 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,646,815
ALMOST FAMILY INC COM 02040910 1,640 61,663 SH DEFINED 1,2 61,663
ALNYLAM PHARMACEUTIC COM 02043Q10 26,775 1,001,680 SH DEFINED 1,2,5,6 1,001,680
ALON USA ENERGY INC COM 02052010 2,386 199,523 SH DEFINED 1,2,6 199,523
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
ALPHA NATURAL RESOUR COM 02076X10 116,444 1,116,542 SH DEFINED 1,2,5,6 1,116,542
ALPHARMA INC CL A 02081310 21,087 935,933 SH DEFINED 1,2,5,6 935,933
ALPHATEC HOLDINGS IN COM 02081G10 1,018 249,602 SH DEFINED 1,2 249,602
ALTAIR NANOTECHNOLOG COM 02137310 186 109,119 SH DEFINED 1,5 109,119
ALTERA CORP COM 02144110 209,649 10,127,968 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,127,968
ALTRA HOLDINGS INC COM 02208R10 5,542 329,656 SH DEFINED 1,2 329,656
ALTRIA GROUP INC COM 02209S10 1,727,015 83,998,795 SH DEFINED 1,2,5,6,7,8,10,12,13,14 83,998,795
ALTUS PHARMACEUTICAL COM 02216N10 111 24,853 SH DEFINED 1,2 24,853
ALUMINA LTD SPONSORED 02220510 634 35,005 SH DEFINED 1 35,005
AMAG PHARMACEUTICALS COM 00163U10 8,360 245,164 SH DEFINED 1,2,5,6 245,164
AMAZON COM INC COM 02313510 642,684 8,764,272 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,764,272
AMB PROPERTY CORP COM 00163T10 179,121 3,555,393 SH DEFINED 1,2,3,5,7,8,10,12,13,14 3,555,393
AMBAC FINL GROUP INC COM 02313910 7,251 5,410,844 SH DEFINED 1,2,5,6,12 5,410,844
AMBASSADORS GROUP IN COM 02317710 3,729 249,905 SH DEFINED 1,2,6 249,905
AMBASSADORS INTL INC COM 02317810 48 10,884 SH DEFINED 1,2 10,884
AMCOL INTL CORP COM 02341W10 10,830 380,550 SH DEFINED 1,2 380,550
AMCOMP INC COM 02342J10 1,251 128,712 SH DEFINED 1,2 128,712
AMCORE FINL INC COM 02391210 2,183 385,730 SH DEFINED 1,2,5 385,730
AMDOCS LTD ORD G0260210 46,911 1,594,519 SH DEFINED 1,2,5,12 1,594,519
AMEDISYS INC COM 02343610 22,923 454,635 SH DEFINED 1,2,6 454,635
AMERCO COM 02358610 9,309 195,239 SH DEFINED 1,2,6 195,239
AMEREN CORP COM 02360810 285,125 6,751,710 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,751,710
AMERICA MOVIL SAB DE SPON ADR L 02364W10 131,787 2,498,340 SH DEFINED 1,2,4,5,7 2,498,340
AMERICA SVC GROUP IN COM 02364L10 125 13,673 SH DEFINED 1,5 13,673
AMERICAN APPAREL INC COM 02385010 2,444 367,554 SH DEFINED 1,2 367,554
AMERICAN AXLE & MFG COM 02406110 8,246 1,032,002 SH DEFINED 1,2,5 1,032,002
AMERICAN CAMPUS CMNT COM 02483510 30,527 1,096,500 SH DEFINED 1,2,3 1,096,500
AMERICAN CAPITAL AGE COM 02503X10 1,987 119,436 SH DEFINED 1,2 119,436
AMERICAN CAPITAL STR COM 02493710 139,834 5,882,776 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,882,776
AMERICAN COMMERCIAL COM NEW 02519520 7,077 647,458 SH DEFINED 1,2,6 647,458
AMERICAN DAIRY INC COM 02533410 473 59,966 SH DEFINED 1,2 59,966
AMERICAN EAGLE OUTFI COM 02553E10 64,082 4,701,517 SH DEFINED 1,2,5,7,8,10,12,13,14 4,701,517
AMERICAN ECOLOGY COR COM NEW 02553340 6,627 224,416 SH DEFINED 1,2,6 224,416
AMERICAN ELEC PWR IN COM 02553710 583,826 14,512,204 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,512,204
AMERICAN EQTY INVT L COM 02567620 10,585 1,298,759 SH DEFINED 1,2 1,298,759
AMERICAN EXPRESS CO COM 02581610 1,723,571 45,754,468 SH DEFINED 1,2,5,6,7,8,10,12,13,14 45,754,468
AMERICAN FINL GROUP COM 02593210 32,278 1,206,645 SH DEFINED 1,2,5,7 1,206,645
AMERICAN GREETINGS C CL A 02637510 24,058 1,949,610 SH DEFINED 1,2,5 1,949,610
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AMERICAN OIL & GAS I COM 02872310 1,796 458,219 SH DEFINED 1,2 458,219
AMERICAN ORIENTAL BI COM 02873110 9,244 936,599 SH DEFINED 1,2,6 936,599
AMERICAN PHYSICIANS COM 02888410 14,465 298,612 SH DEFINED 1,2 298,612
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AMERICAN REPROGRAPHI COM 02926310 8,112 487,184 SH DEFINED 1,2,6 487,184
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AMERICAN SCIENCE & E COM 02942910 6,632 128,702 SH DEFINED 1,2,6 128,702
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 SOFTWARE IN CL A 02968310 1,279 226,811 SH DEFINED 1,2 226,811
AMERICAN STS WTR CO COM 02989910 13,759 393,786 SH DEFINED 1,2 393,786
AMERICAN SUPERCONDUC COM 03011110 26,618 742,489 SH DEFINED 1,2,5,6 742,489
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AMERICAN WTR WKS CO COM 03042010 10,112 455,914 SH DEFINED 1,2 455,914
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AMERICREDIT CORP COM 03060R10 18,405 2,135,195 SH DEFINED 1,2,5 2,135,195
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AMERIGROUP CORP COM 03073T10 65,791 3,163,042 SH DEFINED 1,2,5,7,13 3,163,042
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AMERON INTL INC COM 03071010 16,665 138,898 SH DEFINED 1,2 138,898
AMES NATL CORP COM 03100110 1,108 66,222 SH DEFINED 1,2 66,222
AMETEK INC NEW COM 03110010 97,490 2,064,586 SH DEFINED 1,2,5 2,064,586
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AMICAS INC COM 00171210 129 45,523 SH DEFINED 1 45,523
AMICUS THERAPEUTICS COM 03152W10 2,487 232,843 SH DEFINED 1,2 232,843
AMKOR TECHNOLOGY INC COM 03165210 34,454 3,309,701 SH DEFINED 1,2,5,6 3,309,701
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AMPAL AMERN ISRAEL C CL A 03201510 1,166 258,467 SH DEFINED 1,2 258,467
AMPCO-PITTSBURGH COR COM 03203710 9,106 204,716 SH DEFINED 1,2,6 204,716
AMPHENOL CORP NEW CL A 03209510 159,941 3,563,748 SH DEFINED 1,2,5,7,8,10,12,13,14 3,563,748
AMR CORP COM 00176510 15,533 3,033,695 SH DEFINED 1,2,5 3,033,695
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AMSURG CORP COM 03232P40 17,121 703,109 SH DEFINED 1,2 703,109
AMTRUST FINANCIAL SE COM 03235930 7,806 619,514 SH DEFINED 1,2,6 619,514
AMYLIN PHARMACEUTICA COM 03234610 55,791 2,197,345 SH DEFINED 1,2,5,7,8,10,12,13,14 2,197,345
ANADARKO PETE CORP COM 03251110 1,194,084 15,955,164 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,955,164
ANADIGICS INC COM 03251510 8,469 859,808 SH DEFINED 1,2,5,6 859,808
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ANALOG DEVICES INC COM 03265410 311,451 9,803,317 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,803,317
ANALOGIC CORP COM PAR $0 03265720 16,328 258,886 SH DEFINED 1,2,6 258,886
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ANAREN INC COM 03274410 2,947 278,808 SH DEFINED 1,2 278,808
ANCHOR BANCORP WIS I COM 03283910 2,776 396,041 SH DEFINED 1,2 396,041
ANDERSONS INC COM 03416410 9,294 228,296 SH DEFINED 1,2 228,296
ANESIVA INC COM COM 03460L10 32 10,685 SH DEFINED 1 10,685
ANGELICA CORP COM 03466310 1,705 80,158 SH DEFINED 1,2 80,158
ANGIODYNAMICS INC COM 03475V10 8,033 589,783 SH DEFINED 1,2 589,783
ANGLO AMERN PLC ADR NEW 03485P20 606 17,102 SH DEFINED 1 17,102
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ANIKA THERAPEUTICS I COM 03525510 96 11,120 SH DEFINED 1,5 11,120
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
ANIMAL HEALTH INTL I COM 03525N10 97 15,537 SH DEFINED 1,2 15,537
ANIXTER INTL INC COM 03529010 34,988 588,135 SH DEFINED 1,2,5 588,135
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ANNTAYLOR STORES COR COM 03611510 31,086 1,297,418 SH DEFINED 1,2,5 1,297,418
ANSOFT CORP COM 03638410 15,383 422,607 SH DEFINED 1,2,6 422,607
ANSYS INC COM 03662Q10 50,818 1,078,471 SH DEFINED 1,2,5,6,7,8 1,078,471
ANTHRACITE CAP INC COM 03702310 11,101 1,576,785 SH DEFINED 1,2 1,576,785
ANTIGENICS INC DEL COM 03703210 47 24,522 SH DEFINED 1 24,522
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AON CORP COM 03738910 752,706 16,384,537 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,384,537
APAC CUSTOMER SERVIC COM 00185E10 22 13,595 SH DEFINED 1 13,595
APACHE CORP COM 03741110 1,738,360 12,506,184 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,506,184
APARTMENT INVT & MGM CL A 03748R10 181,107 5,317,285 SH DEFINED 1,2,3,5,6,7,8,10,12,13,
14 5,317,285
APCO ARGENTINA INC C ORD 03748910 2,125 73,391 SH DEFINED 1,2 73,391
APEX SILVER MINES LT ORD G0407410 3,757 765,230 SH DEFINED 1,2,5,6 765,230
APOGEE ENTERPRISES I COM 03759810 18,266 1,130,291 SH DEFINED 1,2 1,130,291
APOLLO GROUP INC CL A 03760410 230,212 5,201,351 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,201,351
APOLLO INVT CORP COM 03761U10 44,091 3,076,861 SH DEFINED 1,2 3,076,861
APP PHARMACEUTICALS COM 00202H10 5,755 344,192 SH DEFINED 1,2,5,6 344,192
APPLE INC COM 03783310 4,590,559 27,416,145 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,416,145
APPLERA CORP COM AP BIO 03802010 241,729 7,220,102 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,220,102
APPLERA CORP COM CELERA 03802020 14,379 1,265,788 SH DEFINED 1,2,5,6 1,265,788
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APPLIED INDL TECHNOL COM 03820C10 27,236 1,126,839 SH DEFINED 1,2 1,126,839
APPLIED MATLS INC COM 03822210 800,722 41,944,601 SH DEFINED 1,2,5,6,7,8,10,12,13,14 41,944,601
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APPROACH RESOURCES I COM 03834A10 2,738 102,201 SH DEFINED 1,2,6 102,201
APRIA HEALTHCARE GRO COM 03793310 27,704 1,428,757 SH DEFINED 1,2,5 1,428,757
APTARGROUP INC COM 03833610 47,528 1,132,962 SH DEFINED 1,2,5 1,132,962
AQUA AMERICA INC COM 03836W10 40,487 2,535,162 SH DEFINED 1,2,5,7,8,10,12,13,14 2,535,162
AQUILA INC COM 03840P10 38,253 10,146,771 SH DEFINED 1,2,5 10,146,771
ARACRUZ CELULOSE S A SPON ADR P 03849620 863 11,753 SH DEFINED 1,2 11,753
ARBITRON INC COM 03875Q10 24,981 525,906 SH DEFINED 1,2,5,6 525,906
ARBOR RLTY TR INC COM 03892310 2,328 259,583 SH DEFINED 1,2 259,583
ARCADIA RES INC COM 03920910 28 49,960 SH DEFINED 1,5 49,960
ARCELORMITTAL SA LUX NY REGISTR 03938L10 657 6,633 SH DEFINED 1 6,633
ARCH CAP GROUP LTD ORD G0450A10 38,473 580,111 SH DEFINED 1,2,5 580,111
ARCH CHEMICALS INC COM 03937R10 14,489 437,066 SH DEFINED 1,2 437,066
ARCH COAL INC COM 03938010 244,147 3,253,990 SH DEFINED 1,2,5,7,8,10,12,13,14 3,253,990
ARCHER DANIELS MIDLA NOTE 0.87 039483AW 503 500,000 SH DEFINED 1 500,000
ARCHER DANIELS MIDLA COM 03948310 674,734 19,992,129 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,992,129
ARCSIGHT INC COM 03966610 547 62,147 SH DEFINED 1,2 62,147
ARCTIC CAT INC COM 03967010 263 33,475 SH DEFINED 1,2 33,475
ARDEA BIOSCIENCES IN COM 03969P10 1,642 128,103 SH DEFINED 1,2 128,103
ARDEN GROUP INC CL A 03976210 3,529 27,843 SH DEFINED 1,2 27,843
ARENA PHARMACEUTICAL COM 04004710 5,148 991,902 SH DEFINED 1,2,5,6 991,902
ARENA RESOURCES INC COM 04004910 29,292 554,560 SH DEFINED 1,2,5,6 554,560
ARES CAP CORP COM 04010L10 13,701 1,359,243 SH DEFINED 1,2 1,359,243
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ARGON ST INC COM 04014910 5,931 239,146 SH DEFINED 1,2 239,146
ARIAD PHARMACEUTICAL COM 04033A10 2,350 979,284 SH DEFINED 1,2,5 979,284
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
ARIBA INC COM NEW 04033V20 20,073 1,364,574 SH DEFINED 1,2,5 1,364,574
ARKANSAS BEST CORP D COM 04079010 25,393 693,032 SH DEFINED 1,2 693,032
ARLINGTON TANKERS LT COM G0489910 3,807 163,975 SH DEFINED 1,2 163,975
ARM HLDGS PLC SPONSORED 04206810 112 22,089 SH DEFINED 1 22,089
ARMSTRONG WORLD INDS COM 04247X10 6,003 205,426 SH DEFINED 1,2 205,426
ARQULE INC COM 04269E10 1,994 613,412 SH DEFINED 1,2 613,412
ARRAY BIOPHARMA INC COM 04269X10 2,928 622,918 SH DEFINED 1,2,5,6 622,918
ARRIS GROUP INC COM 04269Q10 19,076 2,257,517 SH DEFINED 1,2,5 2,257,517
ARROW ELECTRS INC COM 04273510 136,535 4,444,504 SH DEFINED 1,2,5,7,8,10,12,13,14 4,444,504
ARROW FINL CORP COM 04274410 2,120 116,960 SH DEFINED 1,2,5 116,960
ARROWHEAD RESH CORP COM 04279710 50 20,178 SH DEFINED 1,2,5 20,178
ART TECHNOLOGY GROUP COM 04289L10 5,934 1,854,240 SH DEFINED 1,2,5,6 1,854,240
ARTESIAN RESOURCES C CL A 04311320 257 13,973 SH DEFINED 1 13,973
ARTHROCARE CORP COM 04313610 18,589 455,498 SH DEFINED 1,2,6 455,498
ARUBA NETWORKS INC COM 04317610 4,078 779,801 SH DEFINED 1,2,6 779,801
ARVINMERITOR INC COM 04335310 27,599 2,211,440 SH DEFINED 1,2,5 2,211,440
ASBURY AUTOMOTIVE GR COM 04343610 8,350 649,844 SH DEFINED 1,2,5 649,844
ASCENT SOLAR TECHNOL COM 04363510 239 23,071 SH DEFINED 1,2 23,071
ASHFORD HOSPITALITY COM SHS 04410310 18,724 4,052,918 SH DEFINED 1,2,3 4,052,918
ASHLAND INC NEW COM 04420910 75,530 1,567,005 SH DEFINED 1,2,5,6,10,12,13,14 1,567,005
ASHWORTH INC COM 04516H10 175 50,055 SH DEFINED 1,5 50,055
ASIAINFO HLDGS INC COM 04518A10 6,013 508,678 SH DEFINED 1,2,6 508,678
ASML HOLDING N V NY REG SHS N0705918 397 16,263 SH DEFINED 1 16,263
ASPECT MED SYS INC COM 04523510 110 17,451 SH DEFINED 1,2 17,451
ASPEN INSURANCE HOLD SHS G0538410 67,001 2,830,638 SH DEFINED 1,2,7,8,13 2,830,638
ASPENBIO PHARMA INC COM 04534610 94 14,678 SH DEFINED 1 14,678
ASSET ACCEP CAP CORP COM 04543P10 2,739 224,136 SH DEFINED 1,2 224,136
ASSISTED LIVING CONC CL A 04544X10 4,595 835,389 SH DEFINED 1,2,5,6 835,389
ASSOCIATED BANC CORP COM 04548710 74,262 3,849,782 SH DEFINED 1,2,5,7,8,10,12,13,14 3,849,782
ASSOCIATED ESTATES R COM 04560410 7,620 711,491 SH DEFINED 1,2,3,5 711,491
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ASSURED GUARANTY LTD COM G0585R10 19,048 1,058,785 SH DEFINED 1,2 1,058,785
ASTA FDG INC COM 04622010 112 12,366 SH DEFINED 1,2 12,366
ASTEC INDS INC COM 04622410 11,307 351,796 SH DEFINED 1,2,5,6 351,796
ASTORIA FINL CORP COM 04626510 28,723 1,430,417 SH DEFINED 1,2,5,12 1,430,417
ASTRAZENECA PLC SPONSORED 04635310 4,875 114,635 SH DEFINED 1 114,635
ASYST TECHNOLOGY COR COM 04648X10 2,608 730,635 SH DEFINED 1,2,5 730,635
AT&T INC COM 00206R10 6,506,754 193,136,050 SH DEFINED 1,2,5,6,7,8,10,12,13,14 193,136,050
ATC TECHNOLOGY CORP COM 00211W10 14,576 626,138 SH DEFINED 1,2,5 626,138
ATHENAHEALTH INC COM 04685W10 8,397 272,979 SH DEFINED 1,2,6 272,979
ATHEROGENICS INC COM 04743910 27 46,755 SH DEFINED 1 46,755
ATHEROS COMMUNICATIO COM 04743P10 30,347 1,011,555 SH DEFINED 1,2,5,6 1,011,555
ATLANTIC TELE NETWOR COM NEW 04907920 4,007 145,643 SH DEFINED 1,2 145,643
ATLAS AIR WORLDWIDE COM NEW 04916420 23,972 484,684 SH DEFINED 1,2,6 484,684
ATLAS AMER INC COM 04916710 29,936 664,508 SH DEFINED 1,2,5,6 664,508
ATLAS ENERGY RESOURC COM 04930310 1,635 42,856 SH DEFINED 1,2 42,856
ATLAS PIPELINE HOLDI COM UNITS 04939R10 205 6,109 SH DEFINED 1,2 6,109
ATLAS PIPELINE PARTN UNIT L P I 04939210 1,894 48,480 SH DEFINED 1,2 48,480
ATMEL CORP COM 04951310 28,432 8,170,250 SH DEFINED 1,2,5,6 8,170,250
ATMI INC COM 00207R10 16,255 582,216 SH DEFINED 1,2,5,6 582,216
ATMOS ENERGY CORP COM 04956010 29,387 1,065,921 SH DEFINED 1,2,5 1,065,921
ATP OIL & GAS CORP COM 00208J10 25,274 640,328 SH DEFINED 1,2,5,6 640,328
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
ATRION CORP COM 04990410 1,418 14,803 SH DEFINED 1,2 14,803
ATS MED INC COM 00208310 60 28,307 SH DEFINED 1 28,307
ATWOOD OCEANICS INC COM 05009510 40,599 326,518 SH DEFINED 1,2,5,6 326,518
AU OPTRONICS CORP SPONSORED 00225510 8,838 557,966 SH DEFINED 1 557,966
AUDIOVOX CORP CL A 05075710 2,860 291,254 SH DEFINED 1,2,5 291,254
AURORA OIL & GAS COR COM 05203610 34 79,181 SH DEFINED 1,5 79,181
AUTHENTEC INC COM 05266010 3,289 315,597 SH DEFINED 1,2 315,597
AUTHENTIDATE HLDG CO COM 05266610 14 35,020 SH DEFINED 1,2 35,020
AUTOBYTEL INC COM 05275N10 91 64,176 SH DEFINED 1,5 64,176
AUTODESK INC COM 05276910 236,741 7,002,095 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,002,095
AUTOLIV INC COM 05280010 40,123 860,632 SH DEFINED 1,2,5,7,12 860,632
AUTOMATIC DATA PROCE COM 05301510 658,966 15,727,103 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,727,103
AUTONATION INC COM 05329W10 42,573 4,248,805 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,248,805
AUTOZONE INC COM 05333210 306,898 2,536,140 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,536,140
AUXILIUM PHARMACEUTI COM 05334D10 20,059 596,640 SH DEFINED 1,2,6 596,640
AVALONBAY CMNTYS INC COM 05348410 316,388 3,548,547 SH DEFINED 1,2,3,5,6,7,8,10,12,13,
14 3,548,547
AVANEX CORP COM 05348W10 3,124 2,764,641 SH DEFINED 1,2,5 2,764,641
AVANIR PHARMACEUTICA CL A NEW 05348P40 39 38,903 SH DEFINED 1,5 38,903
AVANT IMMUNOTHERAPEU COM NEW 05349120 5,566 382,249 SH DEFINED 1,2 382,249
AVATAR HLDGS INC COM 05349410 2,929 96,704 SH DEFINED 1,2,5,6 96,704
AVENTINE RENEWABLE E COM 05356X40 2,052 466,366 SH DEFINED 1,2 466,366
AVERY DENNISON CORP COM 05361110 129,593 2,949,992 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,949,992
AVI BIOPHARMA INC COM 00234610 79 70,265 SH DEFINED 1,2,5 70,265
AVID TECHNOLOGY INC COM 05367P10 9,431 555,070 SH DEFINED 1,2,5 555,070
AVIGEN INC COM 05369010 76 26,202 SH DEFINED 1,5 26,202
AVIS BUDGET GROUP COM 05377410 33,601 4,014,475 SH DEFINED 1,2,5,7 4,014,475
AVISTA CORP COM 05379B10 32,075 1,494,628 SH DEFINED 1,2,5 1,494,628
AVNET INC COM 05380710 134,856 4,943,393 SH DEFINED 1,2,5,7,8,10,12,13,14 4,943,393
AVOCENT CORP COM 05389310 21,047 1,131,583 SH DEFINED 1,2,5 1,131,583
AVON PRODS INC COM 05430310 495,482 13,755,742 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,755,742
AVX CORP NEW COM 00244410 24,505 2,166,687 SH DEFINED 1,2,5 2,166,687
AWARE INC MASS COM 05453N10 64 21,260 SH DEFINED 1 21,260
AXA SPONSORED 05453610 2,002 68,039 SH DEFINED 1 68,039
AXCELIS TECHNOLOGIES COM 05454010 8,635 1,769,435 SH DEFINED 1,2,5,6 1,769,435
AXIS CAPITAL HOLDING SHS G0692U10 87,012 2,918,897 SH DEFINED 1,2,5,7,8,10,12,13,14 2,918,897
AXSYS TECHNOLOGIES I COM 05461510 6,014 115,562 SH DEFINED 1,2,6 115,562
AXT INC COM 00246W10 108 25,667 SH DEFINED 1,2 25,667
AZZ INC COM 00247410 7,090 177,704 SH DEFINED 1,2,5 177,704
B & G FOODS INC NEW CL A 05508R10 2,254 241,337 SH DEFINED 1,2 241,337
BADGER METER INC COM 05652510 11,000 217,689 SH DEFINED 1,2,6 217,689
BAIDU COM INC SPON ADR R 05675210 2,964 9,472 SH DEFINED 1,7 9,472
BAKER HUGHES INC COM 05722410 837,834 9,592,792 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,592,792
BAKER MICHAEL CORP COM 05714910 3,650 166,831 SH DEFINED 1,2 166,831
BALCHEM CORP COM 05766520 5,694 246,176 SH DEFINED 1,2 246,176
BALDOR ELEC CO COM 05774110 25,474 728,233 SH DEFINED 1,2,5 728,233
BALDWIN & LYONS INC CL B 05775520 2,600 148,741 SH DEFINED 1,2 148,741
BALL CORP COM 05849810 143,630 3,008,586 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,008,586
BALLY TECHNOLOGIES I COM 05874B10 31,000 917,145 SH DEFINED 1,2,5,6 917,145
BANCFIRST CORP COM 05945F10 6,450 150,708 SH DEFINED 1,2 150,708
BANCO BILBAO VIZCAYA SPONSORED 05946K10 8,190 431,747 SH DEFINED 1,2,5,7,8,12 431,747
BANCO BRADESCO S A SP ADR PFD 05946030 56,999 2,785,896 SH DEFINED 1,2,4,7 2,785,896
BANCO DE CHILE SPONSORED 05952010 243 5,439 SH DEFINED 1 5,439
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
BANCO ITAU HLDG FINA SP ADR 500 05960220 19,281 949,316 SH DEFINED 1,2 949,316
BANCO LATINOAMERICAN CL E P1699413 15,018 927,599 SH DEFINED 1,2 927,599
BANCO MACRO SA SPON ADR B 05961W10 5,292 318,420 SH DEFINED 1,2,5 318,420
BANCO SANTANDER CHIL SP ADR REP 05965X10 5,348 124,351 SH DEFINED 1,2,5 124,351
BANCO SANTANDER SA ADR 05964H10 5,073 278,889 SH DEFINED 1,2 278,889
BANCOLOMBIA S A SPON ADR P 05968L10 82,650 2,632,995 SH DEFINED 1,2,5,7 2,632,995
BANCORP INC DEL COM 05969A10 107 14,054 SH DEFINED 1,2 14,054
BANCORPSOUTH INC COM 05969210 29,096 1,663,561 SH DEFINED 1,2,5 1,663,561
BANCTRUST FINANCIAL COM 05978R10 1,422 215,751 SH DEFINED 1,2 215,751
BANK HAWAII CORP COM 06254010 90,833 1,900,269 SH DEFINED 1,2,5,7,13 1,900,269
BANK MONTREAL QUE COM 06367110 238 5,775 SH DEFINED 1 5,775
BANK MUTUAL CORP NEW COM 06375010 8,003 797,128 SH DEFINED 1,2,5 797,128
BANK NOVA SCOTIA HAL COM 06414910 4,702 102,625 SH DEFINED 1,7 102,625
BANK OF AMERICA CORP COM 06050510 3,952,093 165,567,382 SH DEFINED 1,2,5,6,7,8,10,12,13,14 165,567,382
BANK OF GRANITE CORP COM 06240110 174 24,522 SH DEFINED 1,5 24,522
BANK OF NEW YORK MEL COM 06405810 1,595,565 42,177,248 SH DEFINED 1,2,5,6,7,8,10,12,13,14 42,177,248
BANK OF THE OZARKS I COM 06390410 2,594 174,554 SH DEFINED 1,2,6 174,554
BANKATLANTIC BANCORP CL A 06590850 80 45,672 SH DEFINED 1,2,5 45,672
BANKFINANCIAL CORP COM 06643P10 5,667 435,625 SH DEFINED 1,2 435,625
BANKRATE INC COM 06646V10 13,899 355,736 SH DEFINED 1,2,6 355,736
BANKUNITED FINL CORP CL A 06652B10 157 163,712 SH DEFINED 1,2 163,712
BANNER CORP COM 06652V10 3,178 358,710 SH DEFINED 1,2 358,710
BARCLAYS BK PLC DJAIG CMDT 06738C77 752 10,515 SH DEFINED 1 10,515
BARCLAYS BK PLC IP MSCI IN 06739F29 33,425 639,599 SH DEFINED 1,4 639,599
BARCLAYS PLC ADR 06738E20 1,506 65,057 SH DEFINED 1,2 65,057
BARD C R INC COM 06738310 260,542 2,962,390 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,962,390
BARE ESCENTUALS INC COM 06751110 9,142 488,119 SH DEFINED 1,2,5 488,119
BARNES & NOBLE INC COM 06777410 25,542 1,028,272 SH DEFINED 1,2,5 1,028,272
BARNES GROUP INC COM 06780610 19,609 849,258 SH DEFINED 1,2 849,258
BARR PHARMACEUTICALS COM 06830610 136,502 3,027,992 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,027,992
BARRETT BILL CORP COM 06846N10 57,560 968,853 SH DEFINED 1,2,6 968,853
BARRICK GOLD CORP COM 06790110 1,302 28,613 SH DEFINED 1 28,613
BARRIER THERAPEUTICS COM 06850R10 46 11,500 SH DEFINED 1 11,500
BASIC ENERGY SVCS IN COM 06985P10 29,565 938,576 SH DEFINED 1,2,6 938,576
BASIN WTR INC COM 07011T30 61 13,006 SH DEFINED 1,2 13,006
BASSETT FURNITURE IN COM 07020310 394 33,378 SH DEFINED 1,2,5 33,378
BAUER EDDIE HLDGS IN COM 07162510 136 32,699 SH DEFINED 1,2 32,699
BAXTER INTL INC COM 07181310 1,381,725 21,609,719 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,609,719
BB&T CORP COM 05493710 456,592 20,052,367 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,052,367
BBVA BANCO FRANCES S SPONSORED 07329M10 54 10,233 SH DEFINED 1,2 10,233
BE AEROSPACE INC COM 07330210 38,294 1,644,208 SH DEFINED 1,2,5,6 1,644,208
BEACON POWER CORP COM 07367710 2,141 1,029,477 SH DEFINED 1,2 1,029,477
BEACON ROOFING SUPPL COM 07368510 7,614 717,665 SH DEFINED 1,2,5,6 717,665
BEARINGPOINT INC COM 07400210 2,854 3,523,418 SH DEFINED 1,2,5,6 3,523,418
BEASLEY BROADCAST GR CL A 07401410 46 10,098 SH DEFINED 1 10,098
BEAZER HOMES USA INC COM 07556Q10 32,215 5,783,708 SH DEFINED 1,2,5 5,783,708
BEBE STORES INC COM 07557110 4,714 490,502 SH DEFINED 1,2,6 490,502
BECKMAN COULTER INC COM 07581110 96,105 1,423,151 SH DEFINED 1,2,5,7,8,10,12,13,14 1,423,151
BECTON DICKINSON & C COM 07588710 1,014,127 12,473,882 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,473,882
BED BATH & BEYOND IN COM 07589610 206,291 7,341,311 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,341,311
BEL FUSE INC CL B 07734730 4,269 172,773 SH DEFINED 1,2,6 172,773
BELDEN INC COM 07745410 27,487 811,300 SH DEFINED 1,2,5 811,300
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
BELO CORP COM SER A 08055510 15,526 2,123,937 SH DEFINED 1,2,5 2,123,937
BEMIS INC COM 08143710 69,857 3,115,819 SH DEFINED 1,2,5,6,7,10,12,13,14 3,115,819
BENCHMARK ELECTRS IN COM 08160H10 22,832 1,397,279 SH DEFINED 1,2,5 1,397,279
BENEFICIAL MUTUAL BA COM 08173R10 5,645 509,897 SH DEFINED 1,2,6 509,897
BENIHANA INC CL A 08204720 75 11,852 SH DEFINED 1,2 11,852
BENTLEY PHARMACEUTIC COM 08265710 4,197 259,880 SH DEFINED 1,2 259,880
BERKLEY W R CORP COM 08442310 98,948 4,095,524 SH DEFINED 1,2,5,7,8,10,12,13,14 4,095,524
BERKSHIRE HATHAWAY I CL B 08467020 740,318 184,526 SH DEFINED 1,2,5,7,8,10,12,13,14 184,526
BERKSHIRE HILLS BANC COM 08468010 5,135 217,106 SH DEFINED 1,2,5 217,106
BERRY PETE CO CL A 08578910 50,225 853,001 SH DEFINED 1,2,6 853,001
BEST BUY INC COM 08651610 540,405 13,646,592 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,646,592
BEVERLY HILLS BANCOR COM 08786610 21 12,700 SH DEFINED 1 12,700
BGC PARTNERS INC CL A 05541T10 2,981 394,896 SH DEFINED 1,2,6 394,896
BHP BILLITON LTD SPONSORED 08860610 10,745 126,132 SH DEFINED 1,2 126,132
BHP BILLITON PLC SPONSORED 05545E20 3,861 49,837 SH DEFINED 1 49,837
BIDZ COM INC COM 08883T20 237 27,228 SH DEFINED 1 27,228
BIG 5 SPORTING GOODS COM 08915P10 2,733 360,965 SH DEFINED 1,2 360,965
BIG LOTS INC COM 08930210 146,838 4,700,308 SH DEFINED 1,2,5,6,7,10,13,14 4,700,308
BIGBAND NETWORKS INC COM 08975050 1,764 372,850 SH DEFINED 1,2,6 372,850
BIO RAD LABS INC CL A 09057220 29,086 359,570 SH DEFINED 1,2,5,6 359,570
BIOANALYTICAL SYS IN COM 09058M10 73 14,300 SH DEFINED 1 14,300
BIOCRYST PHARMACEUTI COM 09058V10 98 34,968 SH DEFINED 1,2,5 34,968
BIODEL INC COM 09064M10 1,313 100,969 SH DEFINED 1,2 100,969
BIOFORM MEDICAL INC COM 09065G10 632 156,471 SH DEFINED 1,2 156,471
BIOGEN IDEC INC COM 09062X10 526,781 9,425,322 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,425,322
BIOJECT MED TECH INC COM NEW 09059T20 5 11,509 SH DEFINED 1 11,509
BIOLASE TECHNOLOGY I COM 09091110 112 32,729 SH DEFINED 1,5 32,729
BIOMARIN PHARMACEUTI COM 09061G10 42,344 1,461,132 SH DEFINED 1,2,5,6 1,461,132
BIOMED REALTY TRUST COM 09063H10 55,795 2,274,552 SH DEFINED 1,2,3 2,274,552
BIOMIMETIC THERAPEUT COM 09064X10 2,572 215,744 SH DEFINED 1,2 215,744
BIONOVO INC COM 09064310 14 11,302 SH DEFINED 1,2 11,302
BIO-REFERENCE LABS I COM $.01 N 09057G60 3,326 149,089 SH DEFINED 1,2 149,089
BIOSCRIP INC COM 09069N10 167 64,587 SH DEFINED 1,5 64,587
BJ SVCS CO COM 05548210 315,383 9,874,247 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,874,247
BJS RESTAURANTS INC COM 09180C10 2,506 257,601 SH DEFINED 1,2,6 257,601
BJS WHOLESALE CLUB I COM 05548J10 92,491 2,389,954 SH DEFINED 1,2,5,6,7 2,389,954
BLACK & DECKER CORP COM 09179710 96,832 1,683,746 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,683,746
BLACK BOX CORP DEL COM 09182610 8,295 305,077 SH DEFINED 1,2,5 305,077
BLACK HILLS CORP COM 09211310 35,057 1,093,493 SH DEFINED 1,2,5 1,093,493
BLACKBAUD INC COM 09227Q10 17,648 824,687 SH DEFINED 1,2,6 824,687
BLACKBOARD INC COM 09193550 17,360 454,104 SH DEFINED 1,2,6 454,104
BLACKROCK INC COM 09247X10 37,285 210,649 SH DEFINED 1,2,5 210,649
BLACKROCK KELSO CAPI COM 09253310 1,070 113,066 SH DEFINED 1,2 113,066
BLACKSTONE GROUP L P COM UNIT L 09253U10 3,303 181,359 SH DEFINED 1,2 181,359
BLOCK H & R INC COM 09367110 214,121 10,005,648 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,005,648
BLOCKBUSTER INC CL A 09367910 17,042 6,816,671 SH DEFINED 1,2,5 6,816,671
BLOCKBUSTER INC CL B 09367920 123 60,945 SH DEFINED 1,5 60,945
BLOUNT INTL INC NEW COM 09518010 6,810 586,598 SH DEFINED 1,2,6 586,598
BLUE COAT SYSTEMS IN COM NEW 09534T50 8,895 630,436 SH DEFINED 1,2,5,6 630,436
BLUE DOLPHIN ENERGY COM NEW 09539520 27 12,636 SH DEFINED 1,2 12,636
BLUE NILE INC COM 09578R10 8,505 200,020 SH DEFINED 1,2,6 200,020
BLUEGREEN CORP COM 09623110 1,758 290,564 SH DEFINED 1,2 290,564
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
BLUELINX HLDGS INC COM 09624H10 343 96,770 SH DEFINED 1,2 96,770
BLYTH INC COM 09643P10 13,228 1,099,567 SH DEFINED 1,2,5 1,099,567
BMB MUNAI INC COM 09656A10 4,426 745,171 SH DEFINED 1,2,7 745,171
BMC SOFTWARE INC COM 05592110 366,269 10,174,132 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,174,132
BMP SUNSTONE CORP COM 05569C10 1,800 315,784 SH DEFINED 1,2 315,784
BOARDWALK PIPELINE P UT LTD PAR 09662710 1,104 47,008 SH DEFINED 1,2 47,008
BOB EVANS FARMS INC COM 09676110 24,955 872,566 SH DEFINED 1,2,5 872,566
BOEING CO COM 09702310 2,041,025 31,056,374 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,056,374
BOIS D ARC ENERGY IN COM 09738U10 6,098 250,852 SH DEFINED 1,2,6 250,852
BOISE INC COM 09746Y10 1,918 498,276 SH DEFINED 1,2 498,276
BOK FINL CORP COM NEW 05561Q20 11,350 212,342 SH DEFINED 1,2,5 212,342
BOLT TECHNOLOGY CORP COM 09769810 2,147 95,106 SH DEFINED 1,2 95,106
BON-TON STORES INC COM 09776J10 3,343 640,406 SH DEFINED 1,2,5 640,406
BOOKHAM INC COM 09856E10 2,039 1,206,619 SH DEFINED 1,2,5 1,206,619
BOOTS & COOTS/INTL W COM NEW 09946950 110 46,100 SH DEFINED 1 46,100
BORDERS GROUP INC COM 09970910 8,126 1,354,371 SH DEFINED 1,2,5 1,354,371
BORGWARNER INC COM 09972410 114,405 2,577,841 SH DEFINED 1,2,5,7,8,10,12,13,14 2,577,841
BORLAND SOFTWARE COR COM 09984910 109 80,285 SH DEFINED 1,2,5 80,285
BOSTON BEER INC CL A 10055710 9,719 238,909 SH DEFINED 1,2,6 238,909
BOSTON PRIVATE FINL COM 10111910 10,734 1,893,139 SH DEFINED 1,2 1,893,139
BOSTON PROPERTIES IN COM 10112110 486,657 5,394,109 SH DEFINED 1,2,3,5,6,7,8,10,12,13,
14 5,394,109
BOSTON SCIENTIFIC CO COM 10113710 521,564 42,438,041 SH DEFINED 1,2,5,6,7,8,10,12,13,14 42,438,041
BOTTOMLINE TECH DEL COM 10138810 3,212 330,083 SH DEFINED 1,2 330,083
BOWNE & CO INC COM 10304310 8,943 701,412 SH DEFINED 1,2 701,412
BOYD GAMING CORP COM 10330410 11,426 909,742 SH DEFINED 1,2,5 909,742
BP PLC SPONSORED 05562210 2,778,313 39,935,504 SH DEFINED 1,2,6 39,935,504
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 2,738 26,488 SH DEFINED 1,2 26,488
BPZ RESOURCES INC COM 05563910 25,686 873,685 SH DEFINED 1,2,6 873,685
BRADY CORP CL A 10467410 27,787 804,711 SH DEFINED 1,2,5 804,711
BRANDYWINE RLTY TR SH BEN INT 10536820 35,113 2,227,966 SH DEFINED 1,2,3,5 2,227,966
BRASIL TELECOM PARTI SPON ADR P 10553010 547 7,450 SH DEFINED 1,2 7,450
BRE PROPERTIES INC CL A 05564E10 74,524 1,721,901 SH DEFINED 1,2,3,5 1,721,901
BREITBURN ENERGY PAR COM UT LTD 10677610 1,370 63,332 SH DEFINED 1,2 63,332
BRIGGS & STRATTON CO COM 10904310 11,372 896,870 SH DEFINED 1,2,5 896,870
BRIGHAM EXPLORATION COM 10917810 10,849 685,355 SH DEFINED 1,2 685,355
BRIGHTPOINT INC COM NEW 10947340 10,052 1,377,048 SH DEFINED 1,2,5,8 1,377,048
BRINKER INTL INC COM 10964110 33,992 1,798,509 SH DEFINED 1,2,5,12 1,798,509
BRINKS CO COM 10969610 55,205 843,862 SH DEFINED 1,2,5,6 843,862
BRISTOL MYERS SQUIBB COM 11012210 1,338,312 65,188,137 SH DEFINED 1,2,5,6,7,8,10,12,13,14 65,188,137
BRISTOW GROUP INC COM 11039410 15,419 311,560 SH DEFINED 1,2 311,560
BRITISH AMERN TOB PL SPONSORED 11044810 2,204 31,823 SH DEFINED 1 31,823
BRITISH SKY BROADCAS SPONSORED 11101310 686 18,346 SH DEFINED 1 18,346
BROADCOM CORP CL A 11132010 386,803 14,173,783 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,173,783
BROADPOINT SECURITIE COM 11133V10 171 85,704 SH DEFINED 1 85,704
BROADRIDGE FINL SOLU COM 11133T10 56,107 2,665,412 SH DEFINED 1,2,5,6,12 2,665,412
BROCADE COMMUNICATIO COM NEW 11162130 32,300 3,919,867 SH DEFINED 1,2,5,6,7,8 3,919,867
BRONCO DRILLING CO I COM 11221110 6,723 365,781 SH DEFINED 1,2,6 365,781
BROOKDALE SR LIVING COM 11246310 10,366 509,129 SH DEFINED 1,2,5,8 509,129
BROOKFIELD ASSET MGM CL A LTD V 11258510 334 10,275 SH DEFINED 1 10,275
BROOKFIELD HOMES COR COM 11272310 2,315 188,507 SH DEFINED 1,2,5 188,507
BROOKFIELD INFRAST P LP INT UNI G1625210 485 24,748 SH DEFINED 1,2,8,13 24,748
BROOKFIELD PPTYS COR COM 11290010 4,997 280,886 SH DEFINED 1,2,3 280,886
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
BROOKLINE BANCORP IN COM 11373M10 27,094 2,837,043 SH DEFINED 1,2,5 2,837,043
BROOKS AUTOMATION IN COM 11434010 11,148 1,348,057 SH DEFINED 1,2,5 1,348,057
BROWN & BROWN INC COM 11523610 40,967 2,355,798 SH DEFINED 1,2,5,7,8,12 2,355,798
BROWN FORMAN CORP CL A 11563710 569 7,490 SH DEFINED 1,5 7,490
BROWN FORMAN CORP CL B 11563720 180,497 2,388,479 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,388,479
BROWN SHOE INC NEW COM 11573610 15,596 1,150,960 SH DEFINED 1,2 1,150,960
BRUKER CORP COM 11679410 16,899 1,315,072 SH DEFINED 1,2,5,6 1,315,072
BRUNSWICK CORP COM 11704310 17,055 1,608,953 SH DEFINED 1,2,5,6 1,608,953
BRUSH ENGINEERED MAT COM 11742110 10,858 444,649 SH DEFINED 1,2,5,6 444,649
BRYN MAWR BK CORP COM 11766510 1,341 76,644 SH DEFINED 1,2 76,644
BT GROUP PLC ADR 05577E10 279 7,011 SH DEFINED 1 7,011
BUCA INC COM 11776910 6 14,203 SH DEFINED 1 14,203
BUCKEYE PARTNERS L P UNIT LTD P 11823010 2,281 53,334 SH DEFINED 1,2 53,334
BUCKEYE TECHNOLOGIES COM 11825510 12,156 1,436,892 SH DEFINED 1,2 1,436,892
BUCKLE INC COM 11844010 24,577 537,443 SH DEFINED 1,2 537,443
BUCYRUS INTL INC NEW COM 11875910 57,079 781,691 SH DEFINED 1,2,5 781,691
BUFFALO WILD WINGS I COM 11984810 6,280 252,939 SH DEFINED 1,2,5,6 252,939
BUILD A BEAR WORKSHO COM 12007610 1,725 237,216 SH DEFINED 1,2 237,216
BUILDERS FIRSTSOURCE COM 12008R10 2,142 403,462 SH DEFINED 1,2 403,462
BUILDING MATLS HLDG COM 12011310 155 87,673 SH DEFINED 1,2 87,673
BUNGE LIMITED COM G1696210 168,371 1,563,476 SH DEFINED 1,2,5,7,8,10,12,13,14 1,563,476
BURGER KING HLDGS IN COM 12120820 34,989 1,306,044 SH DEFINED 1,2,5,7 1,306,044
BURLINGTON NORTHN SA COM 12189T10 873,813 8,747,752 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,747,752
BWAY HOLDING COMPANY COM 12429T10 198 22,948 SH DEFINED 1 22,948
C D I CORP COM 12507110 5,928 233,027 SH DEFINED 1,2 233,027
C H ROBINSON WORLDWI COM NEW 12541W20 259,770 4,736,870 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,736,870
C&D TECHNOLOGIES INC COM 12466110 379 44,848 SH DEFINED 1,5 44,848
CA INC COM 12673P10 264,175 11,441,099 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,441,099
CABELAS INC COM 12680430 9,458 859,055 SH DEFINED 1,2 859,055
CABLEVISION SYS CORP CL A NY CA 12686C10 79,165 3,502,889 SH DEFINED 1,2,5,7,8,10,12,13,14 3,502,889
CABOT CORP COM 12705510 132,164 5,436,623 SH DEFINED 1,2,5,712 5,436,623
CABOT MICROELECTRONI COM 12709P10 12,913 389,539 SH DEFINED 1,2,5,6 389,539
CABOT OIL & GAS CORP COM 12709710 199,012 2,938,312 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,938,312
CACHE INC COM NEW 12715030 1,627 152,024 SH DEFINED 1,2 152,024
CACI INTL INC CL A 12719030 29,832 651,770 SH DEFINED 1,2,5 651,770
CADBURY PLC SPONS ADR 12721E10 683 13,572 SH DEFINED 1 13,572
CADENCE DESIGN SYSTE COM 12738710 71,745 7,103,467 SH DEFINED 1,2,5,7,8,10,12,13,14 7,103,467
CADENCE FINL CORP COM 12738A10 133 12,272 SH DEFINED 1,5 12,272
CADENCE PHARMACEUTIC COM 12738T10 1,380 226,683 SH DEFINED 1,2,6 226,683
CADIZ INC COM NEW 12753720 2,804 173,921 SH DEFINED 1,2 173,921
CAE INC COM 12476510 169 14,936 SH DEFINED 1 14,936
CAI INTERNATIONAL IN COM 12477X10 1,231 70,765 SH DEFINED 1,2 70,765
CAL DIVE INTL INC DE COM 12802T10 9,516 665,901 SH DEFINED 1,2,5,6 665,901
CAL MAINE FOODS INC COM NEW 12803020 17,322 525,077 SH DEFINED 1,2,6 525,077
CALAMOS ASSET MGMT I CL A 12811R10 5,916 347,381 SH DEFINED 1,2,5,6 347,381
CALAMP CORP COM 12812610 53 26,024 SH DEFINED 1,5 26,024
CALAVO GROWERS INC COM 12824610 1,202 98,163 SH DEFINED 1,2 98,163
CALGON CARBON CORP COM 12960310 8,857 572,903 SH DEFINED 1,2,6 572,903
CALIFORNIA COASTAL C COM NEW 12991520 49 12,927 SH DEFINED 1,5 12,927
CALIFORNIA MICRO DEV COM 13043910 93 29,822 SH DEFINED 1 29,822
CALIFORNIA PIZZA KIT COM 13054D10 4,591 410,303 SH DEFINED 1,2,6 410,303
CALIFORNIA WTR SVC G COM 13078810 9,559 291,686 SH DEFINED 1,2 291,686
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
CALIPER LIFE SCIENCE COM 13087210 1,320 509,663 SH DEFINED 1,2 509,663
CALLAWAY GOLF CO COM 13119310 28,722 2,427,909 SH DEFINED 1,2,5,8 2,427,909
CALLIDUS SOFTWARE IN COM 13123E50 1,459 291,719 SH DEFINED 1,2 291,719
CALLON PETE CO DEL COM 13123X10 10,933 399,604 SH DEFINED 1,2 399,604
CALPINE CORP COM NEW 13134730 65,177 2,889,050 SH DEFINED 1,2,5 2,889,050
CALUMET SPECIALTY PR UT LTD PAR 13147610 168 11,708 SH DEFINED 1,2 11,708
CAMBREX CORP COM 13201110 2,715 462,558 SH DEFINED 1,2,5 462,558
CAMDEN NATL CORP COM 13303410 1,915 82,279 SH DEFINED 1,2,5 82,279
CAMDEN PPTY TR SH BEN INT 13313110 76,032 1,717,840 SH DEFINED 1,2,3,5,7,8,10,12,13,14 1,717,840
CAMERON INTERNATIONA COM 13342B10 421,689 7,618,584 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,618,584
CAMPBELL SOUP CO COM 13442910 289,626 8,655,896 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,655,896
CANADIAN NAT RES LTD COM 13638510 524 5,222 SH DEFINED 1 5,222
CANADIAN NATL RY CO COM 13637510 692 14,394 SH DEFINED 1 14,394
CANADIAN PAC RY LTD COM 13645T10 489 7,395 SH DEFINED 1 7,395
CANDELA CORP COM 13690710 44 18,860 SH DEFINED 1 18,860
CANO PETE INC COM 13780110 4,144 521,894 SH DEFINED 1,2,5 521,894
CANON INC ADR 13800630 742 14,480 SH DEFINED 1,2 14,480
CANTEL MEDICAL CORP COM 13809810 1,763 174,189 SH DEFINED 1,2 174,189
CAPELLA EDUCATION CO COM 13959410 11,272 188,976 SH DEFINED 1,2,6 188,976
CAPITAL CITY BK GROU COM 13967410 3,908 179,581 SH DEFINED 1,2 179,581
CAPITAL CORP OF THE COM NEW 14006520 87 22,945 SH DEFINED 1,2 22,945
CAPITAL ONE FINL COR COM 14040H10 508,076 13,366,913 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,366,913
CAPITAL PRODUCT PART COM UNIT L Y1108210 249 12,568 SH DEFINED 1,2 12,568
CAPITAL SOUTHWEST CO COM 14050110 4,607 44,197 SH DEFINED 1,2 44,197
CAPITAL SR LIVING CO COM 14047510 2,463 326,707 SH DEFINED 1,2 326,707
CAPITAL TRUST INC MD CL A NEW 14052H50 4,898 254,995 SH DEFINED 1,2 254,995
CAPITALSOURCE INC COM 14055X10 16,775 1,513,990 SH DEFINED 1,2,5 1,513,990
CAPITOL BANCORP LTD COM 14056D10 1,862 207,574 SH DEFINED 1,2 207,574
CAPITOL FED FINL COM 14057C10 9,123 242,566 SH DEFINED 1,2,5 242,566
CAPLEASE INC COM 14028810 5,535 738,937 SH DEFINED 1,2,3 738,937
CAPSTEAD MTG CORP COM NO PAR 14067E50 8,000 737,321 SH DEFINED 1,2 737,321
CAPSTONE TURBINE COR COM 14067D10 8,297 1,980,270 SH DEFINED 1,2,5 1,980,270
CAPTARIS INC COM 14071N10 239 58,891 SH DEFINED 1 58,891
CARACO PHARMACEUTICA COM 14075T10 2,240 169,691 SH DEFINED 1,2,5 169,691
CARAUSTAR INDS INC COM 14090910 329 113,092 SH DEFINED 1 113,092
CARBO CERAMICS INC COM 14078110 25,900 443,872 SH DEFINED 1,2,6 443,872
CARDIAC SCIENCE CORP COM 14141A10 2,627 320,420 SH DEFINED 1,2,5 320,420
CARDICA INC COM 14141R10 87 10,300 SH DEFINED 1 10,300
CARDINAL FINL CORP COM 14149F10 1,674 267,359 SH DEFINED 1,2 267,359
CARDINAL HEALTH INC COM 14149Y10 556,944 10,797,675 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,797,675
CARDIONET INC COM 14159L10 1,192 44,752 SH DEFINED 1,2 44,752
CARDTRONICS INC COM 14161H10 1,499 168,965 SH DEFINED 1,2 168,965
CARE INVESTMENT TRUS COM 14165710 1,284 136,183 SH DEFINED 1,2 136,183
CAREER EDUCATION COR COM 14166510 26,694 1,827,072 SH DEFINED 1,2,5,12 1,827,072
CARLISLE COS INC COM 14233910 32,930 1,135,510 SH DEFINED 1,2,5 1,135,510
CARMAX INC COM 14313010 58,924 4,152,496 SH DEFINED 1,2,5,7,8,10,12,13,14 4,152,496
CARMIKE CINEMAS INC COM 14343640 109 18,545 SH DEFINED 1,2 18,545
CARNIVAL CORP PAIRED CTF 14365830 390,276 11,840,900 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,840,900
CARNIVAL PLC ADR 14365C10 444 13,900 SH DEFINED 1 13,900
CARPENTER TECHNOLOGY COM 14428510 36,298 831,560 SH DEFINED 1,2,5,6 831,560
CARRIAGE SVCS INC COM 14390510 129 19,570 SH DEFINED 1 19,570
CARRIZO OIL & CO INC COM 14457710 26,847 394,285 SH DEFINED 1,2,6 394,285
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
CARROLS RESTAURANT G COM 14574X10 71 13,611 SH DEFINED 1,2 13,611
CARTER INC COM 14622910 12,796 925,916 SH DEFINED 1,2 925,916
CASCADE BANCORP COM 14715410 3,261 423,457 SH DEFINED 1,2 423,457
CASCADE CORP COM 14719510 7,566 178,789 SH DEFINED 1,2 178,789
CASELLA WASTE SYS IN CL A 14744810 3,765 308,865 SH DEFINED 1,2 308,865
CASEYS GEN STORES IN COM 14752810 28,174 1,215,965 SH DEFINED 1,2,5,6 1,215,965
CASH AMER INTL INC COM 14754D10 14,967 482,797 SH DEFINED 1,2,6 482,797
CASH SYSTEMS INC COM 14756B10 5 11,000 SH DEFINED 1,5 11,000
CASS INFORMATION SYS COM 14808P10 2,813 87,826 SH DEFINED 1,2 87,826
CASTLE A M & CO COM 14841110 9,479 331,320 SH DEFINED 1,2 331,320
CASTLEPOINT HOLDINGS COM G1952211 8,271 909,857 SH DEFINED 1,2 909,857
CASUAL MALE RETAIL G COM 14871110 1,528 500,995 SH DEFINED 1,2 500,995
CATALYST SEMICONDUCT COM 14888110 103 23,835 SH DEFINED 1 23,835
CATAPULT COMMUNICATI COM 14901610 129 18,130 SH DEFINED 1 18,130
CATERPILLAR INC DEL COM 14912310 1,895,036 25,671,036 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,671,036
CATHAY GENERAL BANCO COM 14915010 23,791 2,188,665 SH DEFINED 1,2,5 2,188,665
CATO CORP NEW CL A 14920510 9,227 647,970 SH DEFINED 1,2 647,970
CAVCO INDS INC DEL COM 14956810 2,329 71,171 SH DEFINED 1,2,5 71,171
CAVIUM NETWORKS INC COM 14965A10 9,103 433,485 SH DEFINED 1,2,6 433,485
CB RICHARD ELLIS GRO CL A 12497T10 109,778 5,717,621 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,717,621
CBEYOND INC COM 14984710 5,341 333,374 SH DEFINED 1,2,5,6 333,374
CBIZ INC COM 12480510 8,090 1,017,614 SH DEFINED 1,2,6 1,017,614
CBL & ASSOC PPTYS IN COM 12483010 34,920 1,528,892 SH DEFINED 1,2,3,5 1,528,892
CBRE REALTY FINANCE COM 12498B30 144 41,805 SH DEFINED 1,2 41,805
CBRL GROUP INC COM 12489V10 14,715 600,351 SH DEFINED 1,2,5 600,351
CBS CORP NEW CL B 12485720 466,616 23,941,325 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,941,325
CDC CORP SHS A G2022L10 42 16,735 SH DEFINED 1,5 16,735
CDN IMPERIAL BK OF C COM 13606910 341 6,201 SH DEFINED 1 6,201
CEC ENTMT INC COM 12513710 20,208 721,457 SH DEFINED 1,2,5,6 721,457
CEDAR FAIR L P DEPOSITRY 15018510 1,527 81,270 SH DEFINED 1,2 81,270
CEDAR SHOPPING CTRS COM NEW 15060220 17,745 1,514,059 SH DEFINED 1,2,3 1,514,059
CELADON GROUP INC COM 15083810 3,574 357,756 SH DEFINED 1,2 357,756
CELANESE CORP DEL COM SER A 15087010 250,099 5,477,421 SH DEFINED 1,2,5,7,8,10,12,13,14 5,477,421
CELGENE CORP COM 15102010 829,880 12,993,271 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,993,271
CELL GENESYS INC COM 15092110 2,936 1,129,091 SH DEFINED 1,2,5 1,129,091
CELL THERAPEUTICS IN COM NEW 15093440 19 39,309 SH DEFINED 1,5 39,309
CELLCOM ISRAEL LTD SHS M2196U10 3,107 90,827 SH DEFINED 1,2,5 90,827
CEMEX SAB DE CV SPON ADR N 15129088 85,050 3,443,311 SH DEFINED 1,2,4,5,7 3,443,311
CENTENE CORP DEL COM 15135B10 29,305 1,745,387 SH DEFINED 1,2 1,745,387
CENTENNIAL COMMUNCTN CL A NEW 15133V20 11,399 1,630,797 SH DEFINED 1,2,6 1,630,797
CENTER FINL CORP CAL COM 15146E10 97 11,442 SH DEFINED 1,2 11,442
CENTERLINE HOLDINGS SH BEN INT 15188T10 125 74,977 SH DEFINED 1,2,5 74,977
CENTERPOINT ENERGY I COM 15189T10 205,623 12,811,381 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,811,381
CENTERSTATE BKS FLA COM 15201P10 1,061 96,209 SH DEFINED 1,2 96,209
CENTEX CORP COM 15231210 69,449 5,194,372 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,194,372
CENTILLIUM COMMUNICA COM 15231910 49 74,555 SH DEFINED 1,5 74,555
CENTRAL EUROPEAN DIS COM 15343510 26,935 363,256 SH DEFINED 1,2,5,6,7 363,256
CENTRAL EUROPEAN MED CL A NEW G2004520 25,252 278,937 SH DEFINED 1,2,5,7 278,937
CENTRAL FED CORP COM 15346Q10 116 30,900 SH DEFINED 1 30,900
CENTRAL GARDEN & PET COM 15352710 80 17,501 SH DEFINED 1,2,5 17,501
CENTRAL GARDEN & PET CL A NON-V 15352720 4,467 1,089,540 SH DEFINED 1,2 1,089,540
CENTRAL PAC FINL COR COM 15476010 15,509 1,454,915 SH DEFINED 1,2 1,454,915
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
CENTRAL VT PUB SVC C COM 15577110 3,162 163,263 SH DEFINED 1,2 163,263
CENTURY ALUM CO COM 15643110 33,113 498,021 SH DEFINED 1,2,5,7 498,021
CENTURY CASINOS INC COM 15649210 51 15,562 SH DEFINED 1,5 15,562
CENTURYTEL INC COM 15670010 120,778 3,393,580 SH DEFINED 1,2,5,6,8,10,12,13,14 3,393,580
CENVEO INC COM 15670S10 9,062 927,493 SH DEFINED 1,2,5 927,493
CEPHALON INC NOTE 2.00 156708AP 766 500,000 SH DEFINED 1 500,000
CEPHALON INC COM 15670810 102,310 1,534,115 SH DEFINED 1,2,5,7,8,10,12,13,14 1,534,115
CEPHEID COM 15670R10 43,447 1,545,060 SH DEFINED 1,2,5,6 1,545,060
CERADYNE INC COM 15671010 26,466 771,615 SH DEFINED 1,2,5,6 771,615
CERNER CORP COM 15678210 49,922 1,104,954 SH DEFINED 1,2,5 1,104,954
CERUS CORP COM 15708510 149 36,547 SH DEFINED 1,5 36,547
CEVA INC COM 15721010 1,914 240,132 SH DEFINED 1,2 240,132
CF INDS HLDGS INC COM 12526910 263,252 1,722,851 SH DEFINED 1,2,5,7,8,10,12,13,14 1,722,851
CFS BANCORP INC COM 12525D10 195 16,568 SH DEFINED 1,5 16,568
CGG VERITAS SPONSORED 20438610 614 13,012 SH DEFINED 1,2,5 13,012
CH ENERGY GROUP INC COM 12541M10 9,228 259,438 SH DEFINED 1,2,5 259,438
CHAD THERAPEUTICS IN COM 15722810 5 27,600 SH DEFINED 1 27,600
CHAMPION ENTERPRISES COM 15849610 32,940 5,630,812 SH DEFINED 1,2,5,6 5,630,812
CHARLES & COLVARD LT COM 15976510 11 10,104 SH DEFINED 1 10,104
CHARLES RIV LABS INT COM 15986410 90,459 1,415,193 SH DEFINED 1,2,5,7,8,10,12,13,14 1,415,193
CHARLOTTE RUSSE HLDG COM 16104810 8,133 457,927 SH DEFINED 1,2 457,927
CHARMING SHOPPES INC COM 16113310 17,103 3,726,197 SH DEFINED 1,2,5 3,726,197
CHART INDS INC COM PAR $0 16115Q30 22,075 453,836 SH DEFINED 1,2,6 453,836
CHARTER COMMUNICATIO CL A 16117M10 7,005 6,671,490 SH DEFINED 1,2,5,6 6,671,490
CHATTEM INC COM 16245610 19,409 298,368 SH DEFINED 1,2,6 298,368
CHECK POINT SOFTWARE ORD M2246510 12,325 520,683 SH DEFINED 1,2,5,7,12 520,683
CHECKPOINT SYS INC COM 16282510 15,943 763,570 SH DEFINED 1,2 763,570
CHEESECAKE FACTORY I COM 16307210 25,320 1,591,482 SH DEFINED 1,2,5,6 1,591,482
CHELSEA THERAPEUTICS COM 16342810 140 28,589 SH DEFINED 1,2 28,589
CHEMED CORP NEW COM 16359R10 15,500 423,376 SH DEFINED 1,2,6 423,376
CHEMICAL FINL CORP COM 16373110 8,665 424,772 SH DEFINED 1,2,5 424,772
CHEMTURA CORP COM 16389310 41,690 7,138,674 SH DEFINED 1,2,5,7 7,138,674
CHENIERE ENERGY INC COM NEW 16411R20 3,349 766,272 SH DEFINED 1,2,5,6 766,272
CHEROKEE INC DEL NEW COM 16444H10 2,456 121,881 SH DEFINED 1,2,5 121,881
CHESAPEAKE CORP COM 16515910 110 46,862 SH DEFINED 1,2 46,862
CHESAPEAKE ENERGY CO NOTE 2.50 165167BZ 753 700,000 SH DEFINED 1 700,000
CHESAPEAKE ENERGY CO COM 16516710 1,273,641 19,309,295 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,309,295
CHESAPEAKE UTILS COR COM 16530310 2,146 83,418 SH DEFINED 1,2 83,418
CHEVRON CORP NEW COM 16676410 8,885,983 89,639,696 SH DEFINED 1,2,5,6,7,8,10,12,13,14 89,639,696
CHICAGO BRIDGE & IRO N Y REGIST 16725010 799 20,055 SH DEFINED 1,2,5 20,055
CHICOS FAS INC COM 16861510 34,954 6,509,103 SH DEFINED 1,2,5,6,8,12 6,509,103
CHILDRENS PL RETAIL COM 16890510 20,314 562,723 SH DEFINED 1,2,5,6 562,723
CHIMERA INVT CORP COM 16934Q10 4,647 515,705 SH DEFINED 1,2 515,705
CHINA ARCHITECTURAL COM 16937S10 1,895 193,961 SH DEFINED 1,2 193,961
CHINA BAK BATTERY IN COM 16936Y10 1,558 330,692 SH DEFINED 1,2 330,692
CHINA DIRECT INC COM 16938410 140 19,058 SH DEFINED 1 19,058
CHINA FIRE & SEC GRO COM 16938R10 1,235 153,449 SH DEFINED 1,2 153,449
CHINA INFORMATION SE COM 16944F10 1,440 254,463 SH DEFINED 1,2 254,463
CHINA MOBILE LIMITED SPONSORED 16941M10 804 12,008 SH DEFINED 1 12,008
CHINA PETE & CHEM CO SPON ADR H 16941R10 1,651 17,769 SH DEFINED 1 17,769
CHINA PRECISION STEE COM 16941J10 324 73,771 SH DEFINED 1 73,771
CHINA SEC & SURVE TE COM 16942J10 4,393 325,861 SH DEFINED 1,2 325,861
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
CHINA SKY ONE MED IN COM 16941P10 1,001 89,901 SH DEFINED 1,2 89,901
CHINA UNICOM LTD SPONSORED 16945R10 206 11,120 SH DEFINED 1 11,120
CHINA YUCHAI INTL LT COM G2108210 165 16,600 SH DEFINED 1,7 16,600
CHINDEX INTERNATIONA COM 16946710 1,904 129,789 SH DEFINED 1,2 129,789
CHIPOTLE MEXICAN GRI CL A 16965610 42,471 514,058 SH DEFINED 1,2,5,6 514,058
CHIPOTLE MEXICAN GRI CL B 16965620 1,688 22,393 SH DEFINED 1,2,6 22,393
CHIQUITA BRANDS INTL COM 17003280 12,272 808,996 SH DEFINED 1,2 808,996
CHOICE HOTELS INTL I COM 16990510 15,354 579,382 SH DEFINED 1,2,5,6 579,382
CHOICEPOINT INC COM 17038810 67,260 1,395,437 SH DEFINED 1,2,5,7,8,10,12,13,14 1,395,437
CHORDIANT SOFTWARE I COM NEW 17040430 2,775 555,029 SH DEFINED 1,2,5,6 555,029
CHRISTOPHER & BANKS COM 17104610 6,297 926,083 SH DEFINED 1,2,5,6,8 926,083
CHUBB CORP COM 17123210 715,598 14,601,063 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,601,063
CHUNGHWA TELECOM CO SPON ADR N 17133Q30 4,628 182,405 SH DEFINED 1,2,4,12 182,405
CHURCH & DWIGHT INC COM 17134010 63,771 1,131,689 SH DEFINED 1,2,5 1,131,689
CHURCHILL DOWNS INC COM 17148410 5,091 146,007 SH DEFINED 1,2 146,007
CIBER INC COM 17163B10 8,358 1,345,935 SH DEFINED 1,2 1,345,935
CIENA CORP COM NEW 17177930 55,263 2,385,131 SH DEFINED 1,2,5,6,10,13,14 2,385,131
CIGNA CORP COM 12550910 389,659 11,010,439 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,010,439
CIMAREX ENERGY CO COM 17179810 181,115 2,599,615 SH DEFINED 1,2,5,7,8,10,12,13,14 2,599,615
CINCINNATI BELL INC COM 17187110 33,812 8,495,354 SH DEFINED 1,2,5 8,495,354
CINCINNATI FINL CORP COM 17206210 148,099 5,830,662 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,830,662
CINEMARK HOLDINGS IN COM 17243V10 5,439 416,431 SH DEFINED 1,2 416,431
CINTAS CORP COM 17290810 102,663 3,872,602 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,872,602
CIRCOR INTL INC COM 17273K10 18,366 374,897 SH DEFINED 1,2 374,897
CIRCUIT CITY STORE I COM 17273710 10,713 3,706,751 SH DEFINED 1,2,5 3,706,751
CIRRUS LOGIC INC COM 17275510 8,398 1,510,473 SH DEFINED 1,2,5,6 1,510,473
CISCO SYS INC COM 17275R10 4,299,631 184,850,874 SH DEFINED 1,2,5,6,7,8,10,12,13,14 184,850,874
CIT GROUP INC COM 12558110 56,325 8,270,970 SH DEFINED 1,2,5,6,7,10,12,13,14 8,270,970
CITADEL BROADCASTING COM 17285T10 3,690 3,024,377 SH DEFINED 1,2,5 3,024,377
CITI TRENDS INC COM 17306X10 4,479 197,659 SH DEFINED 1,2,6 197,659
CITIGROUP INC COM 17296710 3,207,111 191,355,078 SH DEFINED 1,2,5,6,7,8,10,12,13,14 191,355,078
CITIZENS & NORTHN CO COM 17292210 1,628 98,326 SH DEFINED 1,2 98,326
CITIZENS COMMUNICATI COM 17453B10 94,852 8,364,376 SH DEFINED 1,2,5,6,10,12,13,14 8,364,376
CITIZENS FIRST BANCO COM 17461R10 125 20,825 SH DEFINED 1,5 20,825
CITIZENS INC CL A 17474010 2,772 452,122 SH DEFINED 1,2 452,122
CITIZENS REPUBLIC BA COM 17442010 11,016 3,906,237 SH DEFINED 1,2,5 3,906,237
CITRIX SYS INC COM 17737610 161,148 5,479,354 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,479,354
CITY BK LYNNWOOD WAS COM 17770A10 1,904 221,428 SH DEFINED 1,2 221,428
CITY HLDG CO COM 17783510 17,006 417,128 SH DEFINED 1,2 417,128
CITY NATL CORP COM 17856610 47,290 1,124,090 SH DEFINED 1,2,5,12 1,124,090
CKE RESTAURANTS INC COM 12561E10 10,704 858,380 SH DEFINED 1,2,6 858,380
CKX INC COM 12562M10 6,510 744,006 SH DEFINED 1,2,5,6 744,006
CLARCOR INC COM 17989510 37,110 1,057,276 SH DEFINED 1,2,5,6 1,057,276
CLAYTON HLDGS INC COM 18418N10 208 34,920 SH DEFINED 1,2 34,920
CLEAN ENERGY FUELS C COM 18449910 3,534 307,532 SH DEFINED 1,2,6 307,532
CLEAN HARBORS INC COM 18449610 22,705 319,523 SH DEFINED 1,2,6 319,523
CLEAR CHANNEL COMMUN COM 18450210 487,576 13,851,582 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,851,582
CLEAR CHANNEL OUTDOO CL A 18451C10 6,494 364,237 SH DEFINED 1,2,5 364,237
CLEARWIRE CORP CL A 18538530 6,996 539,827 SH DEFINED 1,2,5,6 539,827
CLECO CORP NEW COM 12561W10 32,946 1,412,175 SH DEFINED 1,2,5 1,412,175
CLEVELAND CLIFFS INC COM 18589610 264,304 2,217,499 SH DEFINED 1,2,5,7,8,10,12,13,14 2,217,499
CLIFTON SVGS BANCORP COM 18712Q10 1,732 177,790 SH DEFINED 1,2 177,790
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
CLINICAL DATA INC NE COM 18725U10 1,749 122,588 SH DEFINED 1,2 122,588
CLOROX CO DEL COM 18905410 222,757 4,267,377 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,267,377
CME GROUP INC COM 12572Q10 649,828 1,695,838 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,695,838
CMGI INC COM NEW 12575030 10,660 1,005,665 SH DEFINED 1,2,5 1,005,665
CMS ENERGY CORP COM 12589610 111,647 7,493,089 SH DEFINED 1,2,5,6,10,13,14 7,493,089
CNA FINL CORP COM 12611710 33,877 1,346,981 SH DEFINED 1,2,5,7,12 1,346,981
CNA SURETY CORP COM 12612L10 3,567 282,236 SH DEFINED 1,2 282,236
CNH GLOBAL N V SHS NEW N2093520 236 6,940 SH DEFINED 1,5 6,940
CNOOC LTD SPONSORED 12613210 508 2,930 SH DEFINED 1 2,930
CNX GAS CORP COM 12618H30 9,803 233,193 SH DEFINED 1,2 233,193
COACH INC COM 18975410 305,750 10,586,909 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,586,909
COACHMEN INDS INC COM 18987310 30 14,335 SH DEFINED 1 14,335
COBIZ FINANCIAL INC COM 19089710 1,746 265,355 SH DEFINED 1,2 265,355
COBRA ELECTRS CORP COM 19104210 30 10,846 SH DEFINED 1 10,846
COCA COLA BOTTLING C COM 19109810 3,892 105,242 SH DEFINED 1,2,6 105,242
COCA COLA CO COM 19121610 3,591,267 69,089,395 SH DEFINED 1,2,5,6,7,8,10,12,13,14 69,089,395
COCA COLA ENTERPRISE COM 19121910 246,761 14,263,618 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,263,618
COCA COLA FEMSA S A SPON ADR R 19124110 6,891 122,206 SH DEFINED 1,2,7 122,206
COCA COLA HELLENIC B SPONSORED 1912EP10 203 7,500 SH DEFINED 1 7,500
COEUR D ALENE MINES COM 19210810 60,755 20,949,971 SH DEFINED 1,2,5,6,8 20,949,971
COGDELL SPENCER INC COM 19238U10 1,961 120,695 SH DEFINED 1,2,3 120,695
COGENT COMM GROUP IN COM NEW 19239V30 9,708 724,468 SH DEFINED 1,2,5,6 724,468
COGENT INC COM 19239Y10 7,030 618,280 SH DEFINED 1,2,5,6 618,280
COGNEX CORP COM 19242210 18,720 812,138 SH DEFINED 1,2,5,6 812,138
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COMERICA INC COM 20034010 154,532 6,029,347 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,029,347
COMFORT SYS USA INC COM 19990810 15,702 1,168,274 SH DEFINED 1,2,5 1,168,274
COMMERCE BANCSHARES COM 20052510 57,085 1,439,359 SH DEFINED 1,2,5,12 1,439,359
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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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
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CONSOLIDATED EDISON COM 20911510 329,278 8,423,587 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,423,587
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CONSOLIDATED TOMOKA COM 21022610 3,517 83,613 SH DEFINED 1,2 83,613
CONSOLIDATED WATER C ORD G2377310 3,499 176,701 SH DEFINED 1,2 176,701
CONSTANT CONTACT INC COM 21031310 4,619 245,021 SH DEFINED 1,2,6 245,021
CONSTAR INTL INC NEW COM 21036U10 29 11,400 SH DEFINED 1 11,400
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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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
CONTINENTAL RESOURCE COM 21201510 20,993 302,847 SH DEFINED 1,2,5,7 302,847
CONVERA CORP CL A 21191910 35 24,838 SH DEFINED 1,5 24,838
CONVERGYS CORP COM 21248510 52,048 3,502,559 SH DEFINED 1,2,5,6,7,10,12,13,14 3,502,559
CON-WAY INC COM 20594410 37,148 786,034 SH DEFINED 1,2,5 786,034
COOPER COS INC COM NEW 21664840 22,742 612,161 SH DEFINED 1,2,5 612,161
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COPA HOLDINGS SA CL A P3107610 30,686 1,089,715 SH DEFINED 1,2,4,5 1,089,715
COPANO ENERGY L L C COM UNITS 21720210 1,952 57,828 SH DEFINED 1,2 57,828
COPART INC COM 21720410 61,864 1,444,757 SH DEFINED 1,2,5 1,444,757
CORE LABORATORIES N COM N2271710 23,536 165,342 SH DEFINED 1,2,5,6,7,8 165,342
CORE MARK HOLDING CO COM 21868110 3,478 132,757 SH DEFINED 1,2 132,757
CORINTHIAN COLLEGES COM 21886810 28,177 2,426,942 SH DEFINED 1,2,5,6 2,426,942
CORN PRODS INTL INC COM 21902310 58,984 1,201,065 SH DEFINED 1,2,5 1,201,065
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CORNING INC COM 21935010 1,079,830 46,847,308 SH DEFINED 1,2,5,6,7,8,10,12,13,14 46,847,308
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CORPORATE EXPRESS N SPON ADR 21989G10 306 21,260 SH DEFINED 1 21,260
CORPORATE OFFICE PPT SH BEN INT 22002T10 53,353 1,554,126 SH DEFINED 1,2,3,5 1,554,126
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CORUS BANKSHARES INC COM 22087310 11,643 2,798,788 SH DEFINED 1,2 2,798,788
CORUS ENTERTAINMENT COM CL B N 22087410 230 12,846 SH DEFINED 1 12,846
CORVEL CORP COM 22100610 5,822 171,892 SH DEFINED 1,2,6 171,892
COSI INC COM 22122P10 92 36,900 SH DEFINED 1,5 36,900
COST PLUS INC CALIF COM 22148510 83 33,126 SH DEFINED 1,5 33,126
COSTAR GROUP INC COM 22160N10 12,127 272,816 SH DEFINED 1,2,6 272,816
COSTCO WHSL CORP NEW COM 22160K10 904,205 12,891,435 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,891,435
COUGAR BIOTECHNOLOGY COM 22208310 4,771 200,207 SH DEFINED 1,2,6 200,207
COUNTRYWIDE FINANCIA DBCV 222372AN 723 750,000 SH DEFINED 1 750,000
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COUSINS PPTYS INC COM 22279510 39,888 1,726,766 SH DEFINED 1,2,3,5 1,726,766
COVANCE INC COM 22281610 114,761 1,334,123 SH DEFINED 1,2,5,7,8,10,12,13,14 1,334,123
COVANTA HLDG CORP COM 22282E10 32,944 1,234,331 SH DEFINED 1,2,5 1,234,331
COVENANT TRANSN GROU CL A 22284P10 42 12,631 SH DEFINED 1 12,631
COVENTRY HEALTH CARE COM 22286210 142,355 4,679,662 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,679,662
COVIDIEN LTD COM G2552X10 669,992 13,990,227 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,990,227
COWEN GROUP INC COM 22362110 171 22,103 SH DEFINED 1,2 22,103
COX RADIO INC CL A 22405110 7,924 671,496 SH DEFINED 1,2,5 671,496
CP HOLDRS DEP RCPTS 12616K10 493 2,407 SH DEFINED 1 2,407
CPFL ENERGIA S A SPONSORED 12615310 635 9,290 SH DEFINED 1 9,290
CPI CORP COM 12590210 382 20,414 SH DEFINED 1,2,5 20,414
CPI INTERNATIONAL IN COM 12618M10 1,308 106,303 SH DEFINED 1,2 106,303
CRA INTL INC COM 12618T10 7,062 195,339 SH DEFINED 1,2,6 195,339
CRANE CO COM 22439910 30,272 785,664 SH DEFINED 1,2,5 785,664
CRAWFORD & CO CL B 22463310 2,812 351,881 SH DEFINED 1,2 351,881
CRAY INC COM NEW 22522330 2,214 477,118 SH DEFINED 1,2,5 477,118
CREDENCE SYS CORP COM 22530210 177 136,271 SH DEFINED 1,2,5 136,271
CREDICORP LTD COM G2519Y10 47,817 582,276 SH DEFINED 1,2,7 582,276
CREDIT ACCEP CORP MI COM 22531010 2,313 90,481 SH DEFINED 1,2,6 90,481
CREDIT SUISSE GROUP SPONSORED 22540110 1,758 38,810 SH DEFINED 1 38,810
CREDO PETE CORP COM PAR $0 22543920 143 10,353 SH DEFINED 1 10,353
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
CREE INC COM 22544710 36,020 1,579,132 SH DEFINED 1,2,5,6 1,579,132
CRESUD S A C I F Y A SPONSORED 22640610 660 44,436 SH DEFINED 1,2 44,436
CRH PLC ADR 12626K20 472 16,551 SH DEFINED 1 16,551
CROCS INC COM 22704610 12,231 1,526,918 SH DEFINED 1,2,5,6 1,526,918
CROSS CTRY HEALTHCAR COM 22748310 7,371 511,554 SH DEFINED 1,2 511,554
CROSS TIMBERS RTY TR TR UNIT 22757R10 824 13,693 SH DEFINED 1,2 13,693
CROSSTEX ENERGY INC COM 22765Y10 23,939 690,672 SH DEFINED 1,2,6 690,672
CROSSTEX ENERGY L P COM 22765U10 987 34,422 SH DEFINED 1,2 34,422
CROWN CASTLE INTL CO COM 22822710 130,393 3,366,713 SH DEFINED 1,2,5,7,8,10,12,13,14 3,366,713
CROWN HOLDINGS INC COM 22836810 45,787 1,761,700 SH DEFINED 1,2,5 1,761,700
CROWN MEDIA HLDGS IN CL A 22841110 1,582 333,722 SH DEFINED 1,2 333,722
CRYOLIFE INC COM 22890310 3,627 317,068 SH DEFINED 1,2 317,068
CRYSTAL RIV CAP INC COM 22939330 115 31,366 SH DEFINED 1,2 31,366
CSG SYS INTL INC COM 12634910 10,724 973,116 SH DEFINED 1,2,5 973,116
CSK AUTO CORP COM 12596510 6,822 650,914 SH DEFINED 1,2,6 650,914
CSS INDS INC COM 12590610 3,865 159,587 SH DEFINED 1,2 159,587
CSX CORP COM 12640810 867,993 13,819,339 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,819,339
CTC MEDIA INC COM 12642X10 10,658 432,203 SH DEFINED 1,2,5 432,203
CTRIP COM INTL LTD ADR 22943F10 18,120 395,811 SH DEFINED 1,4,5 395,811
CTS CORP COM 12650110 7,196 716,021 SH DEFINED 1,2 716,021
CUBIC CORP COM 22966910 10,195 457,590 SH DEFINED 1,2,6 457,590
CUBIST PHARMACEUTICA COM 22967810 25,115 1,406,231 SH DEFINED 1,2,5,6 1,406,231
CULLEN FROST BANKERS COM 22989910 71,689 1,438,095 SH DEFINED 1,2,5 1,438,095
CULP INC COM 23021510 79 11,213 SH DEFINED 1 11,213
CUMMINS INC COM 23102110 1,200,746 18,326,402 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,326,402
CUMULUS MEDIA INC CL A 23108210 2,082 528,348 SH DEFINED 1,2,6 528,348
CURAGEN CORP COM 23126R10 555 577,927 SH DEFINED 1 577,927
CURIS INC COM 23126910 48 32,722 SH DEFINED 1 32,722
CURTISS WRIGHT CORP COM 23156110 43,363 969,214 SH DEFINED 1,2 969,214
CUTERA INC COM 23210910 704 77,976 SH DEFINED 1,2 77,976
CV THERAPEUTICS INC COM 12666710 8,113 985,726 SH DEFINED 1,2,5,6 985,726
CVB FINL CORP COM 12660010 30,208 3,199,975 SH DEFINED 1,2,5 3,199,975
CVR ENERGY INC COM 12662P10 7,261 377,181 SH DEFINED 1,2,6 377,181
CVS CAREMARK CORPORA COM 12665010 1,736,389 43,881,451 SH DEFINED 1,2,5,6,7,8,10,12,13,14 43,881,451
CYBERONICS INC COM 23251P10 7,053 325,033 SH DEFINED 1,2,6 325,033
CYBERSOURCE CORP COM 23251J10 16,325 975,805 SH DEFINED 1,2,6 975,805
CYMER INC COM 23257210 16,651 619,457 SH DEFINED 1,2,5,6 619,457
CYNOSURE INC CL A 23257720 1,978 99,786 SH DEFINED 1,2 99,786
CYPRESS BIOSCIENCES COM PAR $. 23267450 3,946 548,858 SH DEFINED 1,2,5,6 548,858
CYPRESS SEMICONDUCTO COM 23280610 71,487 2,888,373 SH DEFINED 1,2,5 2,888,373
CYTEC INDS INC COM 23282010 46,108 845,085 SH DEFINED 1,2,5 845,085
CYTOKINETICS INC COM 23282W10 1,736 467,822 SH DEFINED 1,2 467,822
CYTORI THERAPEUTICS COM 23283K10 1,545 238,395 SH DEFINED 1,2 238,395
CYTRX CORP COM NEW 23282830 54 82,493 SH DEFINED 1,2 82,493
D & E COMMUNICATIONS COM 23286010 203 22,803 SH DEFINED 1 22,803
D R HORTON INC COM 23331A10 129,039 11,893,021 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,893,021
DAIMLER AG REG SHS D1668R12 2,689 43,598 SH DEFINED 1,2 43,598
DAKTRONICS INC COM 23426410 12,205 605,113 SH DEFINED 1,2,6 605,113
DANA HOLDING CORP COM 23582520 8,755 1,636,514 SH DEFINED 1,2 1,636,514
DANAHER CORP DEL COM 23585110 555,866 7,191,023 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,191,023
DANVERS BANCORP INC COM 23644210 1,968 178,911 SH DEFINED 1,2 178,911
DARDEN RESTAURANTS I COM 23719410 158,552 4,964,067 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,964,067
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
DARLING INTL INC COM 23726610 41,086 2,487,056 SH DEFINED 1,2,5,6,7,8 2,487,056
DARWIN PROFESSIONAL COM 23750210 2,815 91,396 SH DEFINED 1,2,6 91,396
DASSAULT SYS S A SPONSORED 23754510 1,197 19,685 SH DEFINED 1 19,685
DATA DOMAIN INC COM 23767P10 10,316 442,179 SH DEFINED 1,2,6 442,179
DATARAM CORP COM PAR $1 23810820 37 14,300 SH DEFINED 1 14,300
DATASCOPE CORP COM 23811310 11,660 248,089 SH DEFINED 1,2,6 248,089
DATATRAK INTL INC COM 23813410 7 15,197 SH DEFINED 1 15,197
DAVITA INC COM 23918K10 81,341 1,530,974 SH DEFINED 1,2,5,7,8,10,12,13,14 1,530,974
DAWSON GEOPHYSICAL C COM 23935910 9,015 151,607 SH DEFINED 1,2,5,6 151,607
DCP MIDSTREAM PARTNE COM UT LTD 23311P10 537 18,354 SH DEFINED 1,2 18,354
DCT INDUSTRIAL TRUST COM 23315310 46,076 5,564,728 SH DEFINED 1,2,3 5,564,728
DEALERTRACK HLDGS IN COM 24230910 15,644 1,108,735 SH DEFINED 1,2,6,8 1,108,735
DEAN FOODS CO NEW COM 24237010 86,256 4,396,317 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,396,317
DEARBORN BANCORP INC COM 24242R10 54 11,040 SH DEFINED 1 11,040
DECKERS OUTDOOR CORP COM 24353710 41,355 297,094 SH DEFINED 1,2,5,6 297,094
DECORATOR INDS INC COM PAR $0 24363120 28 11,400 SH DEFINED 1 11,400
DEERE & CO COM 24419910 884,495 12,262,517 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,262,517
DEERFIELD CAPITAL CO COM 24433110 85 108,216 SH DEFINED 1,2,6 108,216
DEL MONTE FOODS CO COM 24522P10 23,074 3,249,866 SH DEFINED 1,2,5 3,249,866
DELEK US HLDGS INC COM 24664710 1,866 202,602 SH DEFINED 1,2,6 202,602
DELIA'S INC NEW COM 24691110 66 32,909 SH DEFINED 1 32,909
DELL INC COM 24702R10 1,455,885 66,539,524 SH DEFINED 1,2,5,6,7,8,10,12,13,14 66,539,524
DELPHI FINL GROUP IN CL A 24713110 18,599 803,750 SH DEFINED 1,2,5 803,750
DELTA AIR LINES INC COM NEW 24736170 21,813 3,826,799 SH DEFINED 1,2,5,7 3,826,799
DELTA NAT GAS INC COM 24774810 330 12,642 SH DEFINED 1 12,642
DELTA PETE CORP COM NEW 24790720 26,085 1,022,130 SH DEFINED 1,2,6 1,022,130
DELTEK INC COM 24784L10 779 102,813 SH DEFINED 1,2 102,813
DELTIC TIMBER CORP COM 24785010 13,654 255,175 SH DEFINED 1,2,6 255,175
DELUXE CORP COM 24801910 29,210 1,639,172 SH DEFINED 1,2,5,7,8 1,639,172
DEMANDTEC INC COM NEW 24802R50 1,623 216,147 SH DEFINED 1,2 216,147
DENBURY RES INC COM NEW 24791620 180,953 4,957,603 SH DEFINED 1,2,5,7,8,10,12,13,14 4,957,603
DENDREON CORP COM 24823Q10 6,454 1,450,301 SH DEFINED 1,2,5,6 1,450,301
DENNYS CORP COM 24869P10 4,236 1,491,525 SH DEFINED 1,2,5,6 1,491,525
DENTSPLY INTL INC NE COM 24903010 146,637 3,984,714 SH DEFINED 1,2,5,7,8,10,12,13,14 3,984,714
DEPOMED INC COM 24990810 1,880 585,694 SH DEFINED 1,2 585,694
DESARROLLADORA HOMEX SPONSORED 25030W10 10,721 183,022 SH DEFINED 1,2,7 183,022
DESIGN WITHIN REACH COM 25055710 48 13,900 SH DEFINED 1 13,900
DEUTSCHE BANK AG NAMEN AKT D1819089 753 8,826 SH DEFINED 1,2 8,826
DEUTSCHE TELEKOM AG SPONSORED 25156610 1,716 104,841 SH DEFINED 1,2 104,841
DEVELOPERS DIVERSIFI COM 25159110 183,074 5,274,395 SH DEFINED 1,2,3,5,6,7,8,10,12,13,
14 5,274,395
DEVON ENERGY CORP NE COM 25179M10 1,747,549 14,543,520 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,543,520
DEVRY INC DEL COM 25189310 58,207 1,085,552 SH DEFINED 1,2,5,6 1,085,552
DEXCOM INC COM 25213110 1,856 307,362 SH DEFINED 1,2 307,362
DG FASTCHANNEL INC COM 23326R10 3,676 213,079 SH DEFINED 1,2 213,079
DIAGEO P L C SPON ADR N 25243Q20 1,861 25,190 SH DEFINED 1 25,190
DIAMOND FOODS INC COM 25260310 4,816 209,027 SH DEFINED 1,2 209,027
DIAMOND HILL INVESTM COM NEW 25264R20 2,160 25,866 SH DEFINED 1,2 25,866
DIAMOND MGMT & TECHN COM 25269L10 401 77,031 SH DEFINED 1,2 77,031
DIAMOND OFFSHORE DRI COM 25271C10 136,846 983,516 SH DEFINED 1,2,5,7,8,10,12,13,14 983,516
DIAMONDROCK HOSPITAL COM 25278430 36,384 3,341,082 SH DEFINED 1,2,3 3,341,082
DIAMONDS TR UNIT SER 1 25278710 244 2,153 SH DEFINED 1 2,153
DIANA SHIPPING INC COM Y2066G10 240 7,803 SH DEFINED 1,5 7,803
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
DICE HLDGS INC COM 25301710 1,440 174,362 SH DEFINED 1,2 174,362
DICKS SPORTING GOODS COM 25339310 31,737 1,789,022 SH DEFINED 1,2,5,6 1,789,022
DIEBOLD INC COM 25365110 45,310 1,273,475 SH DEFINED 1,2,5,12 1,273,475
DIGI INTL INC COM 25379810 5,691 724,955 SH DEFINED 1,2,5 724,955
DIGIMARC CORP COM 25380710 3,272 231,043 SH DEFINED 1,2 231,043
DIGITAL RIV INC COM 25388B10 38,129 988,302 SH DEFINED 1,2,6 988,302
DIGITAL RLTY TR INC COM 25386810 66,563 1,627,061 SH DEFINED 1,2,3,5 1,627,061
DILLARDS INC CL A 25406710 24,911 2,153,067 SH DEFINED 1,2,5,6,7,10,13,14 2,153,067
DIME BANCORP INC NEW *W EXP 99/ 25429Q11 20 68,421 SH DEFINED 1 68,421
DIME CMNTY BANCSHARE COM 25392210 8,435 510,918 SH DEFINED 1,2,5 510,918
DINEEQUITY INC COM 25442310 10,075 269,685 SH DEFINED 1,2,6 269,685
DIODES INC COM 25454310 14,171 512,712 SH DEFINED 1,2,6 512,712
DIONEX CORP COM 25454610 27,671 416,918 SH DEFINED 1,2,5,6 416,918
DIRECTV GROUP INC COM 25459L10 755,009 29,139,692 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,139,692
DISCOVER FINL SVCS COM 25470910 211,706 16,074,882 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,074,882
DISCOVERY HOLDING CO CL A COM 25468Y10 73,634 3,353,096 SH DEFINED 1,2,5,7,8,10,12,13,14 3,353,096
DISCOVERY LABORATORI COM 25466810 1,862 1,128,692 SH DEFINED 1,2,5 1,128,692
DISH NETWORK CORP CL A 25470M10 95,437 3,259,461 SH DEFINED 1,2,5,7,8,10,12,13,14 3,259,461
DISNEY WALT CO COM DISNEY 25468710 2,210,685 70,855,287 SH DEFINED 1,2,5,6,7,8,10,12,13,14 70,855,287
DISTRIBUCION Y SERVI SPONSORED 25475310 511 24,372 SH DEFINED 1,2,5 24,372
DISTRIBUTED ENERGY S COM 25475V10 1 24,514 SH DEFINED 1 24,514
DITECH NETWORKS INC COM 25500T10 149 69,240 SH DEFINED 1,2 69,240
DIVX INC COM 25541310 1,890 257,501 SH DEFINED 1,2,6 257,501
DIXIE GROUP INC CL A 25551910 99 15,064 SH DEFINED 1 15,064
DNP SELECT INCOME FD COM 23325P10 1,897 181,865 SH DEFINED 5,12 181,865
DOLAN MEDIA CO COM 25659P40 5,264 289,215 SH DEFINED 1,2,6 289,215
DOLBY LABORATORIES I COM 25659T10 22,255 552,226 SH DEFINED 1,2,5 552,226
DOLLAR FINL CORP COM 25666410 10,908 721,911 SH DEFINED 1,2,6 721,911
DOLLAR THRIFTY AUTOM COM 25674310 3,608 381,831 SH DEFINED 1,2,5 381,831
DOLLAR TREE INC COM 25674610 64,387 1,969,615 SH DEFINED 1,2,5,7,12 1,969,615
DOMINION RES INC VA COM 25746U10 946,170 19,923,558 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,923,558
DOMINOS PIZZA INC COM 25754A20 11,036 959,683 SH DEFINED 1,2,8 959,683
DOMTAR CORP COM 25755910 38,410 7,047,767 SH DEFINED 1,2,5,7,8,10,12,13,14 7,047,767
DONALDSON INC COM 25765110 59,054 1,322,886 SH DEFINED 1,2,5,6 1,322,886
DONEGAL GROUP INC CL A 25770120 3,277 206,487 SH DEFINED 1,2 206,487
DONNELLEY R R & SONS COM 25786710 288,740 9,725,164 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,725,164
DORAL FINL CORP COM NEW 25811P88 374 27,604 SH DEFINED 1,2,5 27,604
DORCHESTER MINERALS COM UNIT 25820R10 1,042 32,767 SH DEFINED 1,2 32,767
DORMAN PRODUCTS INC COM 25827810 974 120,788 SH DEFINED 1,2 120,788
DOT HILL SYS CORP COM 25848T10 185 73,205 SH DEFINED 1,5 73,205
DOUBLE EAGLE PETE CO COM PAR $0 25857020 2,039 111,845 SH DEFINED 1,2,5 111,845
DOUBLE HULL TANKERS COM Y2111010 357 35,556 SH DEFINED 1,2 35,556
DOUBLE-TAKE SOFTWARE COM 25859810 3,645 265,264 SH DEFINED 1,2 265,264
DOUGLAS EMMETT INC COM 25960P10 60,337 2,746,350 SH DEFINED 1,2,3,5,7 2,746,350
DOVER CORP COM 26000310 300,186 6,206,046 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,206,046
DOVER DOWNS GAMING & COM 26009510 3,029 471,734 SH DEFINED 1,2,5 471,734
DOVER MOTORSPORTS IN COM 26017410 394 77,475 SH DEFINED 1,5 77,475
DOW CHEM CO COM 26054310 1,106,546 31,697,097 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,697,097
DOWNEY FINL CORP COM 26101810 1,073 387,415 SH DEFINED 1,2,5 387,415
DPL INC COM 23329310 61,639 2,336,594 SH DEFINED 1,2,5,7 2,336,594
DR PEPPER SNAPPLE GR COM 26138E10 63,828 3,042,332 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,042,332
DR REDDYS LABS LTD ADR 25613520 11,211 718,682 SH DEFINED 1,2,4,5 718,682
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
DRDGOLD LIMITED SPON ADR N 26152H30 139 18,025 SH DEFINED 1 18,025
DREAMWORKS ANIMATION CL A 26153C10 45,158 1,514,852 SH DEFINED 1,2,5 1,514,852
DRESS BARN INC COM 26157010 30,848 2,305,567 SH DEFINED 1,2,6 2,305,567
DRESSER-RAND GROUP I COM 26160810 49,591 1,268,322 SH DEFINED 1,2,5,6 1,268,322
DREW INDS INC COM NEW 26168L20 9,752 611,425 SH DEFINED 1,2,6 611,425
DRI CORPORATION COM 23330F10 44 16,137 SH DEFINED 1 16,137
DRIL-QUIP INC COM 26203710 33,295 528,491 SH DEFINED 1,2,6 528,491
DRS TECHNOLOGIES INC COM 23330X10 52,032 660,973 SH DEFINED 1,2,5,6 660,973
DRUGSTORE COM INC COM 26224110 1,762 927,403 SH DEFINED 1,2 927,403
DRYSHIPS INC SHS Y2109Q10 228 2,844 SH DEFINED 1,5 2,844
DSP GROUP INC COM 23332B10 3,511 501,509 SH DEFINED 1,2,5 501,509
DST SYS INC DEL COM 23332610 58,915 1,070,214 SH DEFINED 1,2,5,7,8,10,12,13,14 1,070,214
DSW INC CL A 23334L10 2,656 225,464 SH DEFINED 1,2,6 225,464
DTE ENERGY CO COM 23333110 237,221 5,589,550 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,589,550
DTS INC COM 23335C10 7,977 254,684 SH DEFINED 1,2,6 254,684
DU PONT E I DE NEMOU COM 26353410 1,853,583 43,217,130 SH DEFINED 1,2,5,6,7,8,10,12,13,14 43,217,130
DUCOMMUN INC DEL COM 26414710 3,659 159,353 SH DEFINED 1,2,5 159,353
DUFF & PHELPS CORP N CL A 26433B10 2,096 126,600 SH DEFINED 1,2,6 126,600
DUKE ENERGY CORP NEW COM 26441C10 855,957 49,249,561 SH DEFINED 1,2,5,6,7,8,10,12,13,14 49,249,561
DUKE REALTY CORP COM NEW 26441150 111,286 4,957,051 SH DEFINED 1,2,3,5,7,8,10,12,13,14 4,957,051
DUN & BRADSTREET COR COM 26483E10 121,587 1,387,341 SH DEFINED 1,2,5,7,8,10,12,13,14 1,387,341
DUNCAN ENERGY PARTNE COM UNITS 26502610 236 13,078 SH DEFINED 1,2 13,078
DUPONT FABROS TECHNO COM 26613Q10 14,039 753,168 SH DEFINED 1,2,3,6 753,168
DURECT CORP COM 26660510 3,733 1,017,173 SH DEFINED 1,2,5 1,017,173
DXP ENTERPRISES INC COM NEW 23337740 1,580 37,956 SH DEFINED 1,2,5 37,956
DYAX CORP COM 26746E10 1,982 639,261 SH DEFINED 1,2,5 639,261
DYCOM INDS INC COM 26747510 14,740 1,015,173 SH DEFINED 1,2,5,6 1,015,173
DYNAMEX INC COM 26784F10 4,910 183,150 SH DEFINED 1,2 183,150
DYNAMIC MATLS CORP COM 26788810 6,100 185,139 SH DEFINED 1,2,5,6 185,139
DYNAVAX TECHNOLOGIES COM 26815810 75 51,259 SH DEFINED 1,2,5 51,259
DYNCORP INTL INC CL A 26817C10 6,505 429,362 SH DEFINED 1,2,6 429,362
DYNEGY INC DEL CL A 26817G10 133,299 15,590,471 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,590,471
E M C CORP MASS NOTE 1.75 268648AM 571 500,000 SH DEFINED 1 500,000
E M C CORP MASS COM 26864810 878,805 59,823,370 SH DEFINED 1,2,5,6,7,8,10,12,13,14 59,823,370
E TRADE FINANCIAL CO COM 26924610 45,601 14,522,648 SH DEFINED 1,2,5,6,10,12,13,14 14,522,648
EAGLE BULK SHIPPING COM Y2187A10 23,986 811,164 SH DEFINED 1,2 811,164
EAGLE MATERIALS INC COM 26969P10 11,832 467,107 SH DEFINED 1,2,5,6,7 467,107
EAGLE ROCK ENERGY PA UNIT 26985R10 479 29,279 SH DEFINED 1,2 29,279
EAGLE TEST SYS INC COM 27000610 1,788 159,686 SH DEFINED 1,2,6 159,686
EARTHLINK INC COM 27032110 24,006 2,775,208 SH DEFINED 1,2,5,6 2,775,208
EAST WEST BANCORP IN COM 27579R10 14,720 2,084,955 SH DEFINED 1,2,5 2,084,955
EASTERN AMERN NAT GA SPERS RCT 27621710 271 8,800 SH DEFINED 1 8,800
EASTGROUP PPTY INC COM 27727610 31,114 725,267 SH DEFINED 1,2,3,5 725,267
EASTMAN CHEM CO COM 27743210 178,184 2,587,631 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,587,631
EASTMAN KODAK CO COM 27746110 115,790 8,024,238 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,024,238
EATON CORP COM 27805810 419,170 4,933,151 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,933,151
EATON VANCE CORP COM NON VT 27826510 139,123 3,499,068 SH DEFINED 1,2,5,7 3,499,068
EBAY INC COM 27864210 959,268 35,099,457 SH DEFINED 1,2,5,6,7,8,10,12,13,14 35,099,457
EBIX INC COM NEW 27871520 1,901 24,456 SH DEFINED 1,2 24,456
ECHELON CORP COM 27874N10 4,702 431,384 SH DEFINED 1,2,6 431,384
ECHOSTAR CORP CL A 27876810 16,610 532,044 SH DEFINED 1,2,5,6,7,8,12 532,044
ECLIPSYS CORP COM 27885610 14,063 765,940 SH DEFINED 1,2,5,6 765,940
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
ECOLAB INC COM 27886510 237,637 5,527,721 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,527,721
EDGE PETE CORP DEL COM 27986210 183 33,994 SH DEFINED 1 33,994
EDGEWATER TECHNOLOGY COM 28035810 83 17,022 SH DEFINED 1 17,022
EDISON INTL COM 28102010 1,769,377 34,437,083 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,437,083
EDUCATION RLTY TR IN COM 28140H10 12,566 1,078,630 SH DEFINED 1,2,3,5 1,078,630
EDWARDS LIFESCIENCES COM 28176E10 106,567 1,717,708 SH DEFINED 1,2,5,6 1,717,708
EF JOHNSON TECHNOLOG COM 26843B10 70 40,110 SH DEFINED 1,5 40,110
EHEALTH INC COM 28238P10 5,703 322,960 SH DEFINED 1,2,6 322,960
EINSTEIN NOAH REST G COM 28257U10 655 59,190 SH DEFINED 1,2 59,190
EL PASO CORP COM 28336L10 524,499 24,126,011 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,126,011
EL PASO ELEC CO COM NEW 28367785 25,083 1,266,805 SH DEFINED 1,2,5 1,266,805
EL PASO PIPELINE PAR COM UNIT L 28370210 410 19,858 SH DEFINED 1,2 19,858
ELAN PLC ADR 28413120 215 6,039 SH DEFINED 1 6,039
ELECTRO OPTICAL SCIE COM 28519210 83 10,900 SH DEFINED 1 10,900
ELECTRO RENT CORP COM 28521810 3,660 291,844 SH DEFINED 1,2,5 291,844
ELECTRO SCIENTIFIC I COM 28522910 6,026 425,293 SH DEFINED 1,2,5 425,293
ELECTROGLAS INC COM 28532410 22 11,721 SH DEFINED 1 11,721
ELECTRONIC ARTS INC COM 28551210 407,573 9,173,366 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,173,366
ELECTRONIC DATA SYS COM 28566110 611,456 24,815,584 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,815,584
ELECTRONICS FOR IMAG COM 28608210 14,277 977,871 SH DEFINED 1,2,5 977,871
ELIXIR GAMING TECHNO COM 28661G10 828 689,745 SH DEFINED 1,2 689,745
ELIZABETH ARDEN INC COM 28660G10 5,994 394,880 SH DEFINED 1,2 394,880
ELLIS PERRY INTL INC COM 28885310 4,480 211,130 SH DEFINED 1,2 211,130
EMAGEON INC COM 29076V10 58 26,926 SH DEFINED 1,2 26,926
EMBARQ CORP COM 29078E10 225,516 4,770,796 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,770,796
EMBOTELLADORA ANDINA SPON ADR B 29081P30 1,003 64,688 SH DEFINED 1,2 64,688
EMBRAER-EMPRESA BRAS SP ADR COM 29081M10 523 19,727 SH DEFINED 1,2 19,727
EMC INS GROUP INC COM 26866410 2,107 87,489 SH DEFINED 1,2 87,489
EMCOR GROUP INC COM 29084Q10 54,672 1,916,288 SH DEFINED 1,2,5,6 1,916,288
EMCORE CORP COM 29084610 6,195 989,644 SH DEFINED 1,2,5 989,644
EMERGENCY MEDICAL SV CL A 29100P10 2,954 130,550 SH DEFINED 1,2,5 130,550
EMERGENT BIOSOLUTION COM 29089Q10 3,586 361,178 SH DEFINED 1,2 361,178
EMERITUS CORP COM 29100510 3,988 272,774 SH DEFINED 1,2,6 272,774
EMERSON ELEC CO COM 29101110 1,112,944 22,506,450 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,506,450
EMERSON RADIO CORP COM NEW 29108720 17 13,866 SH DEFINED 1 13,866
EMISPHERE TECHNOLOGI COM 29134510 56 20,695 SH DEFINED 1,2 20,695
EMMIS COMMUNICATIONS CL A 29152510 125 49,576 SH DEFINED 1,2 49,576
EMPIRE DIST ELEC CO COM 29164110 9,528 513,909 SH DEFINED 1,2 513,909
EMPIRE RESORTS INC COM 29205210 167 57,146 SH DEFINED 1,5 57,146
EMPLOYERS HOLDINGS I COM 29221810 15,242 736,321 SH DEFINED 1,2 736,321
EMPRESA NACIONAL DE SPONSORED 29244T10 8,469 198,055 SH DEFINED 1,2,5,7 198,055
EMS TECHNOLOGIES INC COM 26873N10 5,373 246,020 SH DEFINED 1,2,6 246,020
EMULEX CORP COM NEW 29247520 29,517 2,533,677 SH DEFINED 1,2,5 2,533,677
ENBRIDGE ENERGY MANA SHS UNITS 29250X10 784 15,336 SH DEFINED 1,2 15,336
ENBRIDGE ENERGY PART COM 29250R10 3,257 64,735 SH DEFINED 1,2 64,735
ENBRIDGE INC COM 29250N10 201 4,648 SH DEFINED 1 4,648
ENCANA CORP COM 29250510 4,442 48,848 SH DEFINED 1,2 48,848
ENCORE ACQUISITION C COM 29255W10 78,156 1,039,447 SH DEFINED 1,2,5,6 1,039,447
ENCORE BANCSHARES IN COM 29255V20 1,075 68,666 SH DEFINED 1,2 68,666
ENCORE CAP GROUP INC COM 29255410 3,063 346,888 SH DEFINED 1,2,5 346,888
ENCORE ENERGY PARTNE COM UNIT 29257A10 572 20,402 SH DEFINED 1,2 20,402
ENCORE WIRE CORP COM 29256210 7,760 366,213 SH DEFINED 1,2,5,6 366,213
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
ENDEAVOUR INTL CORP COM 29259G10 3,049 1,405,271 SH DEFINED 1,2 1,405,271
ENDO PHARMACEUTICALS COM 29264F20 74,515 3,080,417 SH DEFINED 1,2,5,7 3,080,417
ENDOLOGIX INC COM 29266S10 73 31,475 SH DEFINED 1 31,475
ENDURANCE SPECIALTY SHS G3039710 31,750 1,031,190 SH DEFINED 1,2,5,7,8 1,031,190
ENDWAVE CORP COM NEW 29264A20 131 20,628 SH DEFINED 1,5 20,628
ENER1 INC COM NEW 29267A20 3,467 467,254 SH DEFINED 1,2 467,254
ENERGEN CORP COM 29265N10 151,059 1,935,914 SH DEFINED 1,2,5,7,8,10,12,13,14 1,935,914
ENERGIZER HLDGS INC COM 29266R10 113,132 1,547,839 SH DEFINED 1,2,5,7,8,10,12,13,14 1,547,839
ENERGY CONVERSION DE COM 29265910 62,356 846,762 SH DEFINED 1,2,6 846,762
ENERGY EAST CORP COM 29266M10 77,705 3,143,420 SH DEFINED 1,2,5,7,8,10,12,13,14 3,143,420
ENERGY PARTNERS LTD COM 29270U10 9,217 617,788 SH DEFINED 1,2,5,6 617,788
ENERGY TRANSFER EQUI COM UT LTD 29273V10 4,450 153,495 SH DEFINED 1,2 153,495
ENERGY TRANSFER PRTN UNIT LTD P 29273R10 4,140 95,236 SH DEFINED 1,2 95,236
ENERGY XXI (BERMUDA) COM SHS G1008210 6,203 896,394 SH DEFINED 1,2 896,394
ENERGYSOLUTIONS INC DEPOSITARY 29275620 10,304 461,018 SH DEFINED 1,2,6 461,018
ENERGYSOUTH INC COM 29297010 5,894 120,138 SH DEFINED 1,2 120,138
ENERNOC INC COM 29276410 2,286 127,330 SH DEFINED 1,2,6 127,330
ENERSIS S A SPONSORED 29274F10 2,170 139,264 SH DEFINED 1,2,5 139,264
ENERSYS COM 29275Y10 18,078 528,124 SH DEFINED 1,2 528,124
ENGLOBAL CORP COM 29330610 4,961 348,402 SH DEFINED 1,2,5 348,402
ENI S P A SPONSORED 26874R10 4,448 59,924 SH DEFINED 1,2 59,924
ENLIVEN MARKETING TE COM 29336110 77 90,082 SH DEFINED 1,5 90,082
ENNIS INC COM 29338910 6,364 406,617 SH DEFINED 1,2 406,617
ENPRO INDS INC COM 29355X10 30,906 827,698 SH DEFINED 1,2,5 827,698
ENSCO INTL INC COM 26874Q10 570,080 7,060,693 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,060,693
ENSIGN GROUP INC COM 29358P10 935 81,305 SH DEFINED 1,2 81,305
ENSTAR GROUP LIMITED SHS G3075P10 7,127 81,450 SH DEFINED 1,2,6 81,450
ENTEGRIS INC COM 29362U10 13,623 2,079,889 SH DEFINED 1,2,5 2,079,889
ENTERCOM COMMUNICATI CL A 29363910 5,057 720,377 SH DEFINED 1,2,5 720,377
ENTERGY CORP NEW COM 29364G10 729,919 6,058,426 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,058,426
ENTERPRISE FINL SVCS COM 29371210 2,608 138,358 SH DEFINED 1,2 138,358
ENTERPRISE GP HLDGS UNIT LP IN 29371610 1,601 53,222 SH DEFINED 1,2 53,222
ENTERPRISE PRODS PAR COM 29379210 9,446 319,754 SH DEFINED 1,2 319,754
ENTERTAINMENT DIST C COM 29382J10 47 96,044 SH DEFINED 1,5 96,044
ENTERTAINMENT PPTYS COM SH BEN 29380T10 29,303 592,707 SH DEFINED 1,2,3,5 592,707
ENTORIAN TECHNOLOGIE COM 29383P10 10 13,199 SH DEFINED 1 13,199
ENTRAVISION COMMUNIC CL A 29382R10 3,948 982,119 SH DEFINED 1,2,5,6 982,119
ENTREMED INC COM 29382F10 27 49,890 SH DEFINED 1,5 49,890
ENTROPIC COMMUNICATI COM 29384R10 258 54,252 SH DEFINED 1,2 54,252
ENTRUST INC COM 29384810 2,097 713,119 SH DEFINED 1,2,5 713,119
ENVIRONMENTAL TECTON COM 29409210 19 13,800 SH DEFINED 1 13,800
ENZO BIOCHEM INC COM 29410010 5,430 483,916 SH DEFINED 1,2,5,6 483,916
ENZON PHARMACEUTICAL COM 29390410 13,847 1,944,820 SH DEFINED 1,2,5 1,944,820
EOG RES INC COM 26875P10 1,031,383 7,861,151 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,861,151
EPICOR SOFTWARE CORP COM 29426L10 9,993 1,446,096 SH DEFINED 1,2,5,6 1,446,096
EPIQ SYS INC COM 26882D10 13,528 952,689 SH DEFINED 1,2,6 952,689
EPIX PHARMACEUTICALS COM NEW 26881Q30 54 31,284 SH DEFINED 1,5 31,284
EPOCH HOLDING CORP COM 29428R10 1,099 120,662 SH DEFINED 1,2 120,662
EQUIFAX INC COM 29442910 139,218 4,140,939 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,140,939
EQUINIX INC COM NEW 29444U50 33,351 373,807 SH DEFINED 1,2,5,6,8 373,807
EQUITABLE RES INC COM 29454910 183,348 2,654,914 SH DEFINED 1,2,5,7,8,10,12,13,14 2,654,914
EQUITY LIFESTYLE PPT COM 29472R10 37,380 849,544 SH DEFINED 1,2,3,5,6 849,544
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
EQUITY ONE COM 29475210 29,514 1,436,228 SH DEFINED 1,2,3 1,436,228
EQUITY RESIDENTIAL SH BEN INT 29476L10 474,353 12,394,911 SH DEFINED 1,2,3,5,6,7,8,10,12,13,
14 12,394,911
ERESEARCHTECHNOLOGY COM 29481V10 14,991 859,564 SH DEFINED 1,2,5,6 859,564
ERICSSON L M TEL CO ADR B SEK 29482160 7,051 677,933 SH DEFINED 1,2 677,933
ERIE INDTY CO CL A 29530P10 18,547 401,889 SH DEFINED 1,2,5,12 401,889
ESB FINL CORP COM 26884F10 158 16,197 SH DEFINED 1 16,197
ESCO TECHNOLOGIES IN COM 29631510 19,984 425,916 SH DEFINED 1,2,5,6 425,916
ESMARK INC COM 29647510 3,831 200,358 SH DEFINED 1,2,5 200,358
ESS TECHNOLOGY INC COM 26915110 73 44,778 SH DEFINED 1 44,778
ESSA BANCORP INC COM 29667D10 2,707 216,187 SH DEFINED 1,2 216,187
ESSEX PPTY TR INC COM 29717810 72,957 685,044 SH DEFINED 1,2,3,5 685,044
ESTERLINE TECHNOLOGI COM 29742510 24,415 495,636 SH DEFINED 1,2,6 495,636
ETHAN ALLEN INTERIOR COM 29760210 48,147 1,957,192 SH DEFINED 1,2,5 1,957,192
EUROBANCSHARES INC COM 29871610 39 10,800 SH DEFINED 1 10,800
EURONET WORLDWIDE IN COM 29873610 15,215 900,276 SH DEFINED 1,2,5,6,8 900,276
EV ENERGY PARTNERS L COM UNITS 26926V10 203 6,977 SH DEFINED 1,2 6,977
EV3 INC COM 26928A20 9,179 968,220 SH DEFINED 1,2,6 968,220
EVANS & SUTHERLAND C COM 29909610 16 16,128 SH DEFINED 1 16,128
EVERCORE PARTNERS IN CLASS A 29977A10 1,174 123,573 SH DEFINED 1,2 123,573
EVEREST RE GROUP LTD COM G3223R10 102,241 1,282,664 SH DEFINED 1,2,5,7,8,10,12,13,14 1,282,664
EVERGREEN ENERGY INC COM 30024B10 2,023 1,149,315 SH DEFINED 1,2,5,6 1,149,315
EVERGREEN SOLAR INC COM 30033R10 16,903 1,744,355 SH DEFINED 1,2,5,6 1,744,355
EVOLVING SYS INC COM 30049R10 61 26,876 SH DEFINED 1 26,876
EVOTEC AG SPONSORED 30050E10 46 13,956 SH DEFINED 1,5 13,956
EXACT SCIENCES CORP COM 30063P10 37 20,617 SH DEFINED 1 20,617
EXACTECH INC COM 30064E10 2,594 100,881 SH DEFINED 1,2 100,881
EXAR CORP COM 30064510 4,942 655,444 SH DEFINED 1,2,5,6 655,444
EXCEL MARITIME CARRI COM V3267N10 2,183 55,627 SH DEFINED 1,2,5 55,627
EXCEL TECHNOLOGY INC COM 30067T10 3,904 174,895 SH DEFINED 1,2 174,895
EXCO RESOURCES INC COM 26927940 64,075 1,735,970 SH DEFINED 1,2,5,6 1,735,970
EXELIXIS INC COM 30161Q10 8,230 1,646,010 SH DEFINED 1,2,5,6 1,646,010
EXELON CORP COM 30161N10 1,954,238 21,723,406 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,723,406
EXIDE TECHNOLOGIES COM NEW 30205120 19,496 1,163,221 SH DEFINED 1,2 1,163,221
EXLSERVICE HOLDINGS COM 30208110 3,481 248,104 SH DEFINED 1,2,6 248,104
EXPEDIA INC DEL COM 30212P10 119,736 6,514,487 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,514,487
EXPEDITORS INTL WASH COM 30213010 256,312 5,960,741 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,960,741
EXPONENT INC COM 30214U10 8,613 274,215 SH DEFINED 1,2,6 274,215
EXPRESS SCRIPTS INC COM 30218210 524,821 8,367,680 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,367,680
EXPRESSJET HOLDINGS CL A 30218U10 47 85,172 SH DEFINED 1,2 85,172
EXTERRAN HLDGS INC COM 30225X10 102,394 1,432,283 SH DEFINED 1,2,5,7,8,10,12,13,14 1,432,283
EXTERRAN PARTNERS LP COM UNITS 30225N10 327 10,543 SH DEFINED 1,2 10,543
EXTRA SPACE STORAGE COM 30225T10 35,067 2,283,034 SH DEFINED 1,2,3 2,283,034
EXTREME NETWORKS INC COM 30226D10 5,377 1,893,322 SH DEFINED 1,2,5,6 1,893,322
EXXON MOBIL CORP COM 30231G10 15,697,042 178,112,360 SH DEFINED 1,2,5,6,7,8,10,12,13,14 178,112,360
EZCORP INC CL A NON V 30230110 8,982 704,491 SH DEFINED 1,2,5,6 704,491
F M C CORP COM NEW 30249130 120,237 1,552,642 SH DEFINED 1,2,5 1,552,642
F5 NETWORKS INC COM 31561610 50,765 1,786,235 SH DEFINED 1,2,5,6,8 1,786,235
FACTSET RESH SYS INC COM 30307510 27,700 491,485 SH DEFINED 1,2,5,6 491,485
FAIR ISAAC CORP COM 30325010 25,566 1,230,918 SH DEFINED 1,2,5,6 1,230,918
FAIRCHILD SEMICONDUC COM 30372610 22,164 1,889,530 SH DEFINED 1,2,5 1,889,530
FAIRPOINT COMMUNICAT COM 30556010 10,215 1,416,793 SH DEFINED 1,2,5,8,13 1,416,793
FALCONSTOR SOFTWARE COM 30613710 4,051 572,178 SH DEFINED 1,2,5,6 572,178
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
FAMILY DLR STORES IN COM 30700010 88,435 4,435,043 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,435,043
FAMOUS DAVES AMER IN COM 30706810 108 14,000 SH DEFINED 1,5 14,000
FARMER BROS CO COM 30767510 2,100 99,273 SH DEFINED 1,2 99,273
FARMERS CAP BK CORP COM 30956210 1,279 72,573 SH DEFINED 1,2 72,573
FARO TECHNOLOGIES IN COM 31164210 9,418 374,162 SH DEFINED 1,2,6 374,162
FASTENAL CO COM 31190010 119,025 2,757,764 SH DEFINED 1,2,5,7,8,10,12,13,14 2,757,764
FBL FINL GROUP INC CL A 30239F10 5,104 256,758 SH DEFINED 1,2 256,758
FBR CAPITAL MARKETS COM 30247C30 2,211 439,611 SH DEFINED 1,2 439,611
FCSTONE GROUP INC COM 31308T10 10,931 391,385 SH DEFINED 1,2,6 391,385
FEDERAL AGRIC MTG CO CL C 31314830 4,245 171,325 SH DEFINED 1,2 171,325
FEDERAL HOME LN MTG COM 31340030 351,681 21,443,951 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,443,951
FEDERAL MOGUL CORP CL A 31354940 2,664 165,172 SH DEFINED 1,2 165,172
FEDERAL NATL MTG ASS COM 31358610 677,678 34,734,888 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,734,888
FEDERAL REALTY INVT SH BEN INT 31374720 129,273 1,873,522 SH DEFINED 1,2,3,5,7,8,10,12,13,14 1,873,522
FEDERAL SIGNAL CORP COM 31385510 12,306 1,025,469 SH DEFINED 1,2,5 1,025,469
FEDERATED INVS INC P CL B 31421110 156,298 4,540,897 SH DEFINED 1,2,5,6,7,10,12,13,14 4,540,897
FEDEX CORP COM 31428X10 711,875 9,035,093 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,035,093
FEI CO COM 30241L10 13,072 573,849 SH DEFINED 1,2,5,6 573,849
FELCOR LODGING TR IN COM 31430F10 29,590 2,818,140 SH DEFINED 1,2,3,5 2,818,140
FELDMAN MALL PPTYS I COM 31430810 33 30,610 SH DEFINED 1,5 30,610
FERRELLGAS PARTNERS UNIT LTD P 31529310 672 34,151 SH DEFINED 1,2 34,151
FERRO CORP COM 31540510 18,071 963,278 SH DEFINED 1,2,5 963,278
FGX INTERNATIONAL HL ORD SHS G3396L10 1,132 140,813 SH DEFINED 1,2 140,813
FIBERTOWER CORP COM 31567R10 2,122 1,515,893 SH DEFINED 1,2,5,6 1,515,893
FIDELITY NATIONAL FI CL A 31620R10 54,762 4,346,182 SH DEFINED 1,2,5,7,8,10,12,13,14 4,346,182
FIDELITY NATL INFORM COM 31620M10 184,994 5,012,035 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,012,035
FIFTH THIRD BANCORP COM 31677310 214,146 21,035,949 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,035,949
FINANCIAL FED CORP COM 31749210 9,139 416,143 SH DEFINED 1,2 416,143
FINANCIAL INSTNS INC COM 31758540 1,935 120,485 SH DEFINED 1,2 120,485
FINISAR COM 31787A10 4,988 4,191,187 SH DEFINED 1,2,5,6 4,191,187
FINISH LINE INC CL A 31792310 7,090 814,933 SH DEFINED 1,2,5 814,933
FIRST ACCEPTANCE COR COM 31845710 919 287,243 SH DEFINED 1,2 287,243
FIRST ADVANTAGE CORP CL A 31845F10 2,258 142,459 SH DEFINED 1,2,6 142,459
FIRST AMERN CORP CAL COM 31852230 49,819 1,887,101 SH DEFINED 1,2,5,7,8,10,12,13,14 1,887,101
FIRST BANCORP INC ME COM 31866P10 1,991 145,882 SH DEFINED 1,2 145,882
FIRST BANCORP N C COM 31891010 2,804 221,866 SH DEFINED 1,2,5 221,866
FIRST BANCORP P R COM 31867210 13,266 2,092,465 SH DEFINED 1,2,5 2,092,465
FIRST BUSEY CORP COM 31938310 4,647 351,503 SH DEFINED 1,2,5 351,503
FIRST CASH FINL SVCS COM 31942D10 7,925 528,714 SH DEFINED 1,2,6 528,714
FIRST CMNTY BANCSHAR COM 31983A10 4,764 168,941 SH DEFINED 1,2 168,941
FIRST COMWLTH FINL C COM 31982910 32,690 3,503,752 SH DEFINED 1,2,5 3,503,752
FIRST CTZNS BANCSHAR CL A 31946M10 8,194 58,741 SH DEFINED 1,2,5 58,741
FIRST DEFIANCE FINL COM 32006W10 204 12,739 SH DEFINED 1,5 12,739
FIRST FINANCIAL NORT COM 32022K10 6,419 646,451 SH DEFINED 1,2 646,451
FIRST FINL BANCORP O COM 32020910 5,526 600,672 SH DEFINED 1,2,5 600,672
FIRST FINL BANKSHARE COM 32020R10 14,141 308,691 SH DEFINED 1,2,5 308,691
FIRST FINL CORP IND COM 32021810 6,557 214,209 SH DEFINED 1,2 214,209
FIRST FINL HLDGS INC COM 32023910 3,340 194,400 SH DEFINED 1,2 194,400
FIRST HORIZON NATL C COM 32051710 51,421 6,920,787 SH DEFINED 1,2,5,6,10,12,13,14 6,920,787
FIRST INDUSTRIAL REA COM 32054K10 48,318 1,758,931 SH DEFINED 1,2,3,5 1,758,931
FIRST MARBLEHEAD COR COM 32077110 3,144 1,223,502 SH DEFINED 1,2,5,12 1,223,502
FIRST MERCHANTS CORP COM 32081710 7,113 391,920 SH DEFINED 1,2 391,920
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
FIRST MERCURY FINANC COM 32084110 3,078 174,513 SH DEFINED 1,2 174,513
FIRST MIDWEST BANCOR COM 32086710 31,938 1,712,490 SH DEFINED 1,2,5 1,712,490
FIRST NIAGARA FINL G COM 33582V10 42,091 3,273,049 SH DEFINED 1,2,5 3,273,049
FIRST PL FINL CORP COM 33610T10 4,262 453,448 SH DEFINED 1,2 453,448
FIRST POTOMAC RLTY T COM 33610F10 12,328 808,912 SH DEFINED 1,2,3 808,912
FIRST REGL BANCORP COM 33615C10 60 10,645 SH DEFINED 1,2 10,645
FIRST SEC GROUP INC COM 33631210 94 16,800 SH DEFINED 1 16,800
FIRST SOLAR INC COM 33643310 192,025 703,854 SH DEFINED 1,2,5,7,8,10,12,13,14 703,854
FIRST SOUTH BANCORP COM 33646W10 1,716 133,257 SH DEFINED 1,2 133,257
FIRST ST BANCORPORAT COM 33645310 170 30,960 SH DEFINED 1,2 30,960
FIRSTENERGY CORP COM 33793210 1,496,001 18,170,790 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,170,790
FIRSTFED FINL CORP COM 33790710 2,060 256,165 SH DEFINED 1,2,5 256,165
FIRSTMERIT CORP COM 33791510 57,582 3,530,460 SH DEFINED 1,2,5 3,530,460
FISERV INC COM 33773810 227,983 5,024,967 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,024,967
FISHER COMMUNICATION COM 33775620 3,582 104,020 SH DEFINED 1,2 104,020
FIVE STAR QUALITY CA COM 33832D10 2,055 434,532 SH DEFINED 1,2,5 434,532
FLAGSTAR BANCORP INC COM 33793010 2,106 699,572 SH DEFINED 1,2,5 699,572
FLAGSTONE REINSURANC SHS G3529T10 6,970 591,221 SH DEFINED 1,2 591,221
FLANDERS CORP COM 33849410 985 162,779 SH DEFINED 1,2 162,779
FLEETWOOD ENTERPRISE COM 33909910 2,406 918,400 SH DEFINED 1,2,6 918,400
FLEXSTEEL INDS INC COM 33938210 212 18,861 SH DEFINED 1 18,861
FLEXTRONICS INTL LTD ORD Y2573F10 68,149 7,249,866 SH DEFINED 1,2,5,7,8,10,12,13,14 7,249,866
FLIR SYS INC COM 30244510 104,661 2,579,774 SH DEFINED 1,2,5,8 2,579,774
FLORIDA PUB UTILS CO COM 34113510 283 23,800 SH DEFINED 1 23,800
FLOTEK INDS INC DEL COM 34338910 7,467 362,142 SH DEFINED 1,2,5,6 362,142
FLOW INTL CORP COM 34346810 4,118 527,902 SH DEFINED 1,2 527,902
FLOWERS FOODS INC COM 34349810 95,029 3,353,183 SH DEFINED 1,2,5,6 3,353,183
FLOWSERVE CORP COM 34354P10 157,415 1,151,538 SH DEFINED 1,2,5,7,8,10,12,13,14 1,151,538
FLUOR CORP NEW COM 34341210 505,665 2,717,461 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,717,461
FLUSHING FINL CORP COM 34387310 6,124 323,141 SH DEFINED 1,2 323,141
FMC TECHNOLOGIES INC COM 30249U10 258,599 3,361,486 SH DEFINED 1,2,5,7,8,10,12,13,14 3,361,486
FNB CORP PA COM 30252010 32,394 2,749,948 SH DEFINED 1,2,5 2,749,948
FOCUS ENHANCEMENTS I COM 34415910 9 36,979 SH DEFINED 1 36,979
FOCUS MEDIA HLDG LTD SPONSORED 34415V10 1,187 42,827 SH DEFINED 1,2 42,827
FOMENTO ECONOMICO ME SPON ADR U 34441910 2,503 54,990 SH DEFINED 1 54,990
FOOT LOCKER INC COM 34484910 37,110 2,980,714 SH DEFINED 1,2,5,12 2,980,714
FORCE PROTECTION INC COM NEW 34520320 3,343 1,009,937 SH DEFINED 1,2,5,6 1,009,937
FORD MTR CO CAP TR I PFD TR CV6 34539520 277 10,000 SH DEFINED 1 10,000
FORD MTR CO DEL NOTE 4.25 345370CF 728 1,000,000 SH DEFINED 1 1,000,000
FORD MTR CO DEL COM PAR $0 34537086 309,014 64,244,149 SH DEFINED 1,2,5,6,7,8,10,12,13,14 64,244,149
FOREST CITY ENTERPRI CL A 34555010 37,452 1,162,395 SH DEFINED 1,2,3,5,7,8,10,12,13,14 1,162,395
FOREST LABS INC COM 34583810 321,687 9,259,832 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,259,832
FOREST OIL CORP COM PAR $0 34609170 143,013 1,919,632 SH DEFINED 1,2,5,7,8,10,12,13,14 1,919,632
FORESTAR REAL ESTATE COM 34623310 12,520 657,194 SH DEFINED 1,2,5,6,7,12 657,194
FORGENT NETWORKS INC COM 34629U10 5 12,271 SH DEFINED 1 12,271
FORMFACTOR INC COM 34637510 14,784 802,158 SH DEFINED 1,2,6 802,158
FORRESTER RESH INC COM 34656310 17,257 558,848 SH DEFINED 1,2,6 558,848
FORTRESS INVESTMENT CL A 34958B10 397 32,207 SH DEFINED 1,2 32,207
FORTUNE BRANDS INC COM 34963110 253,097 4,055,397 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,055,397
FORWARD AIR CORP COM 34985310 19,656 568,103 SH DEFINED 1,2,6 568,103
FORWARD INDS INC N Y COM NEW 34986230 34 12,523 SH DEFINED 1 12,523
FOSSIL INC COM 34988210 37,848 1,301,951 SH DEFINED 1,2,5,6 1,301,951
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
FOSTER L B CO COM 35006010 7,006 211,028 SH DEFINED 1,2,5,6 211,028
FOSTER WHEELER LTD SHS NEW G3653513 198,080 2,707,858 SH DEFINED 1,2,5,7,8,10,12,13,14 2,707,858
FOUNDATION COAL HLDG COM 35039W10 78,078 881,446 SH DEFINED 1,2,5,6 881,446
FOUNDRY NETWORKS INC COM 35063R10 42,788 3,619,989 SH DEFINED 1,2,5,6 3,619,989
FOUNTAIN POWERBOAT I COM NEW 35075530 11 13,400 SH DEFINED 1 13,400
FOX CHASE BANCORP COM 35137P10 1,613 157,169 SH DEFINED 1,2 157,169
FPIC INS GROUP INC COM 30256310 9,017 198,960 SH DEFINED 1,2,5 198,960
FPL GROUP INC COM 30257110 842,992 12,854,403 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,854,403
FRANCE TELECOM SPONSORED 35177Q10 898 30,312 SH DEFINED 1,2 30,312
FRANKLIN BK CORP DEL COM 35245110 17 28,366 SH DEFINED 1,2 28,366
FRANKLIN COVEY CO COM 35346910 169 19,521 SH DEFINED 1 19,521
FRANKLIN ELEC INC COM 35351410 12,366 318,872 SH DEFINED 1,2 318,872
FRANKLIN RES INC COM 35461310 472,061 5,150,696 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,150,696
FRANKLIN STREET PPTY COM 35471R10 12,145 960,845 SH DEFINED 1,2,3 960,845
FREDS INC CL A 35610810 8,251 734,082 SH DEFINED 1,2,5 734,082
FREEPORT-MCMORAN COP PFD CONV 35671D78 1,093 6,500 SH DEFINED 1,2 6,500
FREEPORT-MCMORAN COP COM 35671D85 1,630,563 13,913,844 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,913,844
FREIGHTCAR AMER INC COM 35702310 8,966 252,561 SH DEFINED 1,2,6 252,561
FRESENIUS MED CARE A SPONSORED 35802910 1,513 27,559 SH DEFINED 1 27,559
FRESH DEL MONTE PROD ORD G3673810 25,399 1,077,608 SH DEFINED 1,2,5 1,077,608
FRIEDMAN BILLINGS RA CL A 35843410 5,284 3,522,892 SH DEFINED 1,2 3,522,892
FRIEDMAN INDS INC COM 35843510 108 13,340 SH DEFINED 1 13,340
FRONTIER FINL CORP W COM 35907K10 16,860 1,978,854 SH DEFINED 1,2,5 1,978,854
FRONTIER OIL CORP COM 35914P10 56,009 2,342,490 SH DEFINED 1,2,5,7, 2,342,490
FRONTLINE LTD SHS G3682E12 68,290 978,642 SH DEFINED 1,2,5,7 978,642
FSI INTL INC COM 30263310 66 49,179 SH DEFINED 1 49,179
FTD GROUP INC COM 30267U10 4,596 344,798 SH DEFINED 1,2 344,798
FTI CONSULTING INC COM 30294110 34,995 511,176 SH DEFINED 1,2,5,6 511,176
FUEL SYS SOLUTIONS I COM 35952W10 6,497 168,754 SH DEFINED 1,2,5 168,754
FUEL TECH INC COM 35952310 4,196 238,164 SH DEFINED 1,2,5,6 238,164
FUELCELL ENERGY INC COM 35952H10 11,392 1,604,447 SH DEFINED 1,2,5,6 1,604,447
FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 698 20,357 SH DEFINED 1 20,357
FULLER H B CO COM 35969410 32,507 1,448,598 SH DEFINED 1,2,5 1,448,598
FULTON FINL CORP PA COM 36027110 45,026 4,480,179 SH DEFINED 1,2,5,7,8,12 4,480,179
FUQI INTERNATIONAL I COM NEW 36102A20 785 89,591 SH DEFINED 1,2 89,591
FURMANITE CORPORATIO COM 36108610 3,724 466,652 SH DEFINED 1,2,5 466,652
FURNITURE BRANDS INT COM 36092110 49,435 3,700,204 SH DEFINED 1,2,5 3,700,204
FUSHI COPPERWELD INC COM 36113E10 4,140 174,480 SH DEFINED 1,2,6 174,480
FX ENERGY INC COM 30269510 2,474 469,357 SH DEFINED 1,2,5 469,357
FX REAL ESTATE & ENT COM 30270910 234 123,078 SH DEFINED 1,2,6 123,078
G & K SVCS INC CL A 36126810 11,472 376,618 SH DEFINED 1,2,5 376,618
GAIAM INC CL A 36268Q10 4,318 319,605 SH DEFINED 1,2,6 319,605
GALLAGHER ARTHUR J & COM 36357610 37,326 1,548,777 SH DEFINED 1,2,5,12 1,548,777
GAMCO INVESTORS INC COM 36143810 5,637 113,596 SH DEFINED 1,2,6 113,596
GAMESTOP CORP NEW CL A 36467W10 206,774 5,118,177 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,118,177
GANNETT INC COM 36473010 146,338 6,753,039 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,753,039
GAP INC DEL COM 36476010 397,178 23,825,940 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,825,940
GARDNER DENVER INC COM 36555810 28,700 505,275 SH DEFINED 1,2,5,6,7 505,275
GARMIN LTD ORD G3726010 67,816 1,583,017 SH DEFINED 1,2,5,7,8,10,12,13,14 1,583,017
GARTNER INC COM 36665110 35,548 1,715,646 SH DEFINED 1,2,5,6 1,715,646
GASCO ENERGY INC COM 36722010 5,630 1,356,725 SH DEFINED 1,2,5 1,356,725
GASTAR EXPL LTD COM 36729910 259 101,311 SH DEFINED 1,2 101,311
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
GATEHOUSE MEDIA INC COM 36734810 1,148 466,641 SH DEFINED 1,2 466,641
GATEWAY FINL HLDGS I COM 36814010 83 10,800 SH DEFINED 1 10,800
GATX CORP COM 36144810 35,672 804,689 SH DEFINED 1,2,5 804,689
GAYLORD ENTMT CO NEW COM 36790510 17,432 727,561 SH DEFINED 1,2,6,8 727,561
GEHL CO COM 36848310 4,233 286,232 SH DEFINED 1,2 286,232
GENAERA CORP COM NEW 36867G20 19 10,523 SH DEFINED 1 10,523
GENCO SHIPPING & TRA SHS Y2685T10 20,767 318,515 SH DEFINED 1,2,6 318,515
GENCORP INC COM 36868210 5,962 832,653 SH DEFINED 1,2,6 832,653
GENELABS TECHNOLOGIE COM NEW 36870620 10 16,560 SH DEFINED 1 16,560
GENENTECH INC COM NEW 36871040 500,727 6,597,198 SH DEFINED 1,2,5,7,8,10,12,13,14 6,597,198
GENERAL CABLE CORP D COM 36930010 32,007 525,999 SH DEFINED 1,2,5,6,7 525,999
GENERAL COMMUNICATIO CL A 36938510 8,527 1,241,203 SH DEFINED 1,2,6 1,241,203
GENERAL DYNAMICS COR COM 36955010 1,008,275 11,974,762 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,974,762
GENERAL ELECTRIC CO COM 36960410 8,312,054 311,429,539 SH DEFINED 1,2,5,6,7,8,10,12,13,14 311,429,539
GENERAL GROWTH PPTYS COM 37002110 428,370 12,228,655 SH DEFINED 1,2,3,5,6,7,8,10,12,13,
14 12,228,655
GENERAL MARITIME COR SHS Y2692M10 16,419 631,983 SH DEFINED 1,2,5 631,983
GENERAL MLS INC COM 37033410 1,057,895 17,408,175 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,408,175
GENERAL MOLY INC COM 37037310 6,849 870,327 SH DEFINED 1,2,6 870,327
GENERAL MTRS CORP COM 37044210 1,074,169 93,406,022 SH DEFINED 1,2,5,6,7,8,10,12,13,14 93,406,022
GENERAL STEEL HOLDIN COM 37085310 1,901 121,072 SH DEFINED 1,2 121,072
GENESCO INC COM 37153210 17,081 553,334 SH DEFINED 1,2 553,334
GENESEE & WYO INC CL A 37155910 17,211 505,908 SH DEFINED 1,2,6 505,908
GENESIS ENERGY L P UNIT LTD P 37192710 404 21,912 SH DEFINED 1,2 21,912
GENITOPE CORP COM 37229P50 1 32,356 SH DEFINED 1,2 32,356
GENOMIC HEALTH INC COM 37244C10 5,443 284,231 SH DEFINED 1,2,5,6 284,231
GENOPTIX INC COM 37243V10 4,957 157,118 SH DEFINED 1,2 157,118
GENPACT LIMITED SHS G3922B10 5,600 375,361 SH DEFINED 1,2,6 375,361
GEN-PROBE INC NEW COM 36866T10 44,143 929,131 SH DEFINED 1,2,5,6 929,131
GENTEK INC COM NEW 37245X20 3,784 140,737 SH DEFINED 1,2 140,737
GENTEX CORP COM 37190110 36,596 2,534,358 SH DEFINED 1,2,5,6,12 2,534,358
GENTIVA HEALTH SERVI COM 37247A10 8,132 426,864 SH DEFINED 1,2,5,6 426,864
GENUINE PARTS CO COM 37246010 214,899 5,415,798 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,415,798
GENVEC INC COM 37246C10 145 100,531 SH DEFINED 1,2,5 100,531
GENWORTH FINL INC COM CL A 37247D10 287,890 16,164,494 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,164,494
GENZYME CORP COM 37291710 583,056 8,111,517 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,111,517
GEO GROUP INC COM 36159R10 17,037 757,186 SH DEFINED 1,2,5,6 757,186
GEOEYE INC COM 37250W10 13,471 760,625 SH DEFINED 1,2 760,625
GEOGLOBAL RESOURCES COM 37249T10 872 409,352 SH DEFINED 1,2,5,6 409,352
GEOKINETICS INC COM PAR $0 37291030 1,362 75,233 SH DEFINED 1,2 75,233
GEOMET INC DEL COM 37250U20 2,771 292,321 SH DEFINED 1,2,5 292,321
GEORESOURCES INC COM 37247610 1,075 58,343 SH DEFINED 1,2 58,343
GEORGIA GULF CORP COM PAR $0 37320020 104 35,864 SH DEFINED 1,2,5 35,864
GERBER SCIENTIFIC IN COM 37373010 3,762 330,575 SH DEFINED 1,2 330,575
GERDAU AMERISTEEL CO COM 37373P10 323 16,761 SH DEFINED 1 16,761
GERDAU S A SPONSORED 37373710 37,411 1,558,132 SH DEFINED 1,2,7 1,558,132
GERMAN AMERN BANCORP COM 37386510 132 11,366 SH DEFINED 1 11,366
GERON CORP COM 37416310 3,714 1,076,510 SH DEFINED 1,2,6 1,076,510
GETTY IMAGES INC COM 37427610 29,379 865,864 SH DEFINED 1,2,5 865,864
GETTY RLTY CORP NEW COM 37429710 5,788 401,679 SH DEFINED 1,2,3 401,679
GEVITY HR INC COM 37439310 2,146 398,807 SH DEFINED 1,2 398,807
GFI GROUP INC COM 36165220 11,700 1,298,583 SH DEFINED 1,2,6 1,298,583
GIBRALTAR INDS INC COM 37468910 6,805 426,123 SH DEFINED 1,2 426,123
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
G-III APPAREL GROUP COM 36237H10 2,168 175,713 SH DEFINED 1,2 175,713
GILEAD SCIENCES INC NOTE 0.62 375558AH 518 350,000 SH DEFINED 1 350,000
GILEAD SCIENCES INC COM 37555810 1,451,086 27,404,841 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,404,841
GLACIER BANCORP INC COM 37637Q10 16,610 1,038,783 SH DEFINED 1,2 1,038,783
GLADSTONE CAPITAL CO COM 37653510 4,041 265,140 SH DEFINED 1,2 265,140
GLADSTONE COML CORP COM 37653610 278 16,064 SH DEFINED 1,3,5 16,064
GLADSTONE INVT CORP COM 37654610 1,391 216,360 SH DEFINED 1,2 216,360
GLATFELTER COM 37731610 14,139 1,046,562 SH DEFINED 1,2 1,046,562
GLAXOSMITHKLINE PLC SPONSORED 37733W10 674,346 15,249,788 SH DEFINED 1,2,6 15,249,788
GLG PARTNERS INC COM 37929X10 20,062 2,572,096 SH DEFINED 1,2,7 2,572,096
GLIMCHER RLTY TR SH BEN INT 37930210 16,581 1,483,115 SH DEFINED 1,2,3,5 1,483,115
GLOBAL CASH ACCESS H COM 37896710 4,299 626,614 SH DEFINED 1,2,6 626,614
GLOBAL CROSSING LTD SHS NEW G3921A17 8,379 467,042 SH DEFINED 1,2,6 467,042
GLOBAL INDS LTD COM 37933610 44,137 2,461,605 SH DEFINED 1,2,5,6 2,461,605
GLOBAL PMTS INC COM 37940X10 66,370 1,424,242 SH DEFINED 1,2,5,6 1,424,242
GLOBAL SOURCES LTD ORD G3930010 3,459 227,856 SH DEFINED 1,2 227,856
GLOBAL TRAFFIC NETWO COM 37947B10 963 107,731 SH DEFINED 1,2 107,731
GLOBALSTAR INC COM 37897340 1,226 433,246 SH DEFINED 1,2,6 433,246
GLOBECOMM SYSTEMS IN COM 37956X10 1,988 240,627 SH DEFINED 1,2 240,627
GMX RES INC COM 38011M10 15,532 209,614 SH DEFINED 1,2,5,6 209,614
GOL LINHAS AEREAS IN SP ADR REP 38045R10 248 22,000 SH DEFINED 1 22,000
GOLAR LNG LTD BERMUD SHS G9456A10 6,844 441,857 SH DEFINED 1,2 441,857
GOLD FIELDS LTD NEW SPONSORED 38059T10 244 19,274 SH DEFINED 1 19,274
GOLDCORP INC NEW COM 38095640 265 5,729 SH DEFINED 1 5,729
GOLDMAN SACHS GROUP COM 38141G10 2,425,084 13,865,548 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,865,548
GOODRICH CORP COM 38238810 183,238 3,860,895 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,860,895
GOODRICH PETE CORP COM NEW 38241040 30,845 371,988 SH DEFINED 1,2,6 371,988
GOODYEAR TIRE & RUBR COM 38255010 160,458 8,999,301 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,999,301
GOOGLE INC CL A 38259P50 3,733,395 7,092,046 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,092,046
GORMAN RUPP CO COM 38308210 8,265 207,464 SH DEFINED 1,2,6 207,464
GOTTSCHALKS INC COM 38348510 26 11,793 SH DEFINED 1 11,793
GP STRATEGIES CORP COM 36225V10 149 14,857 SH DEFINED 1 14,857
GRACE W R & CO DEL N COM 38388F10 34,618 1,473,717 SH DEFINED 1,2,5,6 1,473,717
GRACO INC COM 38410910 53,078 1,394,222 SH DEFINED 1,2,5,6 1,394,222
GRAFTECH INTL LTD COM 38431310 79,127 2,949,181 SH DEFINED 1,2,5,6,7,8 2,949,181
GRAHAM CORP COM 38455610 4,604 62,120 SH DEFINED 1,2 62,120
GRAINGER W W INC COM 38480210 168,136 2,055,455 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,055,455
GRAMERCY CAP CORP COM 38487110 7,629 658,217 SH DEFINED 1,2,3,5 658,217
GRAN TIERRA ENERGY I COM 38500T10 9,687 1,215,383 SH DEFINED 1,2 1,215,383
GRANITE CONSTR INC COM 38732810 29,099 922,908 SH DEFINED 1,2,5 922,908
GRAPHIC PACKAGING HL COM 38868910 3,264 1,615,671 SH DEFINED 1,2,6 1,615,671
GRAY TELEVISION INC COM 38937510 1,729 602,552 SH DEFINED 1,2 602,552
GREAT ATLANTIC & PAC COM 39006410 11,881 520,652 SH DEFINED 1,2,5,6 520,652
GREAT LAKES DREDGE & COM 39060710 2,899 474,443 SH DEFINED 1,2 474,443
GREAT NORTHN IRON OR CTFS BEN I 39106410 1,059 9,588 SH DEFINED 1,5 9,588
GREAT PLAINS ENERGY COM 39116410 34,636 1,370,098 SH DEFINED 1,2,5 1,370,098
GREAT WOLF RESORTS I COM 39152310 2,017 461,650 SH DEFINED 1,2 461,650
GREATBATCH INC COM 39153L10 6,406 370,291 SH DEFINED 1,2,5 370,291
GREEN BANKSHARES INC COM NEW 39436120 3,551 253,288 SH DEFINED 1,2 253,288
GREEN MTN COFFEE ROA COM 39312210 15,188 404,248 SH DEFINED 1,2,6 404,248
GREENBRIER COS INC COM 39365710 4,683 230,708 SH DEFINED 1,2,6 230,708
GREENFIELD ONLINE IN COM 39515010 5,173 346,709 SH DEFINED 1,2,5 346,709
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
GREENHILL & CO INC COM 39525910 29,879 554,760 SH DEFINED 1,2,6 554,760
GREENHUNTER ENERGY I COM 39530A10 165 12,074 SH DEFINED 1 12,074
GREENLIGHT CAPITAL R CLASS A G4095J10 14,231 622,510 SH DEFINED 1,2 622,510
GREIF INC CL A 39762410 32,201 502,911 SH DEFINED 1,2,5,6,7 502,911
GREY WOLF INC COM 39788810 27,657 3,062,826 SH DEFINED 1,2,5,6 3,062,826
GRIFFIN LD & NURSERI CL A 39823110 1,095 35,681 SH DEFINED 1,2 35,681
GRIFFON CORP COM 39843310 3,915 446,906 SH DEFINED 1,2 446,906
GROUP 1 AUTOMOTIVE I COM 39890510 13,376 673,196 SH DEFINED 1,2 673,196
GROUPE CGI INC CL A SUB V 39945C10 142 14,270 SH DEFINED 1 14,270
GRUBB & ELLIS CO COM PAR $0 40009520 2,105 546,784 SH DEFINED 1,2,5 546,784
GRUPO AEROPORTUARIO SPON ADR S 40051E20 454 8,812 SH DEFINED 1,7 8,812
GRUPO FINANCIERO GAL SP ADR 10 39990910 90 18,142 SH DEFINED 1,2 18,142
GRUPO TELEVISA SA DE SP ADR REP 40049J20 1,064 45,055 SH DEFINED 1,2 45,055
GSI COMMERCE INC COM 36238G10 4,056 297,581 SH DEFINED 1,2,5,6 297,581
GTC BIOTHERAPEUTICS COM 36238T10 21 51,911 SH DEFINED 1,5 51,911
GTX INC DEL COM 40052B10 3,856 268,694 SH DEFINED 1,2,6 268,694
GUARANTY BANCORP DEL COM 40075T10 4,323 1,200,823 SH DEFINED 1,2 1,200,823
GUARANTY FINL GROUP COM 40108N10 3,640 677,790 SH DEFINED 1,2,5,6,12,13 677,790
GUESS INC COM 40161710 38,713 1,033,725 SH DEFINED 1,2,5 1,033,725
GUIDANCE SOFTWARE IN COM 40169210 573 59,974 SH DEFINED 1,2 59,974
GULF ISLAND FABRICAT COM 40230710 10,236 209,148 SH DEFINED 1,2,6 209,148
GULFMARK OFFSHORE IN COM 40262910 28,322 486,805 SH DEFINED 1,2,5,6 486,805
GULFPORT ENERGY CORP COM NEW 40263530 7,482 454,310 SH DEFINED 1,2,6 454,310
GYMBOREE CORP COM 40377710 37,978 947,783 SH DEFINED 1,2,6 947,783
H & E EQUIPMENT SERV COM 40403010 3,449 286,902 SH DEFINED 1,2,6 286,902
HACKETT GROUP INC COM 40460910 2,997 522,087 SH DEFINED 1,2,5 522,087
HAEMONETICS CORP COM 40502410 24,448 440,823 SH DEFINED 1,2,5,6 440,823
HAIN CELESTIAL GROUP COM 40521710 14,205 604,962 SH DEFINED 1,2,5 604,962
HALLIBURTON CO NOTE 3.12 406216AM 1,133 400,000 SH DEFINED 1 400,000
HALLIBURTON CO COM 40621610 2,004,535 37,771,534 SH DEFINED 1,2,5,6,7,8,10,12,13,14 37,771,534
HALLMARK FINL SVCS I COM NEW 40624Q20 725 74,937 SH DEFINED 1,2 74,937
HALOZYME THERAPEUTIC COM 40637H10 4,689 871,550 SH DEFINED 1,2,5,6 871,550
HANA BIOSCIENCES INC COM 40963P10 16 22,892 SH DEFINED 1 22,892
HANCOCK HLDG CO COM 41012010 16,121 410,317 SH DEFINED 1,2 410,317
HANESBRANDS INC COM 41034510 52,106 1,919,909 SH DEFINED 1,2,5,6,7,10 1,919,909
HANGER ORTHOPEDIC GR COM NEW 41043F20 5,254 318,600 SH DEFINED 1,2,5 318,600
HANMI FINL CORP COM 41049510 3,721 714,157 SH DEFINED 1,2 714,157
HANOVER INS GROUP IN COM 41086710 35,683 839,598 SH DEFINED 1,2,5,7 839,598
HANSEN MEDICAL INC COM 41130710 3,987 238,456 SH DEFINED 1,2,6 238,456
HANSEN NAT CORP COM 41131010 40,173 1,393,923 SH DEFINED 1,2,5,7,8,10,13,14 1,393,923
HARBIN ELECTRIC INC COM 41145W10 815 57,343 SH DEFINED 1,2 57,343
HARDINGE INC COM 41232430 145 10,993 SH DEFINED 1,2 10,993
HARLEY DAVIDSON INC COM 41282210 249,672 6,885,602 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,885,602
HARLEYSVILLE GROUP I COM 41282410 13,559 400,806 SH DEFINED 1,2 400,806
HARLEYSVILLE NATL CO COM 41285010 4,976 445,901 SH DEFINED 1,2 445,901
HARMAN INTL INDS INC COM 41308610 62,713 1,515,181 SH DEFINED 1,2,5,6,10,12,13,14 1,515,181
HARMONIC INC COM 41316010 16,072 1,689,998 SH DEFINED 1,2,5,6 1,689,998
HARMONY GOLD MNG LTD SPONSORED 41321630 36,616 2,989,048 SH DEFINED 1,4,5 2,989,048
HARRIS & HARRIS GROU COM 41383310 1,631 271,864 SH DEFINED 1,2 271,864
HARRIS CORP DEL COM 41387510 180,660 3,578,135 SH DEFINED 1,2,5,7,8,10,12,13,14 3,578,135
HARRIS INTERACTIVE I COM 41454910 78 38,776 SH DEFINED 1,2 38,776
HARRIS STRATEX NTWRK CL A 41457P10 3,730 393,029 SH DEFINED 1,2,5 393,029
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
HARSCO CORP COM 41586410 119,337 2,193,296 SH DEFINED 1,2,5,7,8,10,12,13,14 2,193,296
HARTE-HANKS INC COM 41619610 11,372 993,145 SH DEFINED 1,2,5 993,145
HARTFORD FINL SVCS G COM 41651510 1,229,047 19,034,336 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,034,336
HARTMARX CORP COM 41711910 60 27,550 SH DEFINED 1 27,550
HARVARD BIOSCIENCE I COM 41690610 77 16,645 SH DEFINED 1 16,645
HARVEST NATURAL RESO COM 41754V10 6,673 603,361 SH DEFINED 1,2,5 603,361
HASBRO INC COM 41805610 256,612 7,183,994 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,183,994
HATTERAS FINL CORP COM 41902R10 2,952 128,418 SH DEFINED 1,2 128,418
HAVERTY FURNITURE IN COM 41959610 3,409 339,544 SH DEFINED 1,2 339,544
HAWAIIAN ELEC INDUST COM 41987010 35,228 1,424,493 SH DEFINED 1,2,5 1,424,493
HAWAIIAN HOLDINGS IN COM 41987910 3,607 518,930 SH DEFINED 1,2 518,930
HAYES LEMMERZ INTL I COM NEW 42078130 6,099 2,147,639 SH DEFINED 1,2,5 2,147,639
HAYNES INTERNATIONAL COM NEW 42087720 14,708 255,567 SH DEFINED 1,2,6 255,567
HCC INS HLDGS INC COM 40413210 50,718 2,399,162 SH DEFINED 1,2,5,7 2,399,162
HCP INC COM 40414L10 335,462 10,545,800 SH DEFINED 1,2,3,5,6,7,8,10,12,13,
14 10,545,800
HDFC BANK LTD ADR REPS 3 40415F10 9,511 132,730 SH DEFINED 1,2,4,5 132,730
HEADWATERS INC COM 42210P10 14,012 1,190,501 SH DEFINED 1,2 1,190,501
HEALTH CARE REIT INC COM 42217K10 115,674 2,599,407 SH DEFINED 1,2,3,5 2,599,407
HEALTH GRADES INC COM 42218Q10 199 44,295 SH DEFINED 1,5 44,295
HEALTH MGMT ASSOC IN CL A 42193310 34,775 5,341,833 SH DEFINED 1,2,5,7 5,341,833
HEALTH NET INC COM 42222G10 55,932 2,324,706 SH DEFINED 1,2,5,7,8,10,12,13,14 2,324,706
HEALTHCARE RLTY TR COM 42194610 36,569 1,538,453 SH DEFINED 1,2,3,5 1,538,453
HEALTHCARE SVCS GRP COM 42190610 9,448 620,762 SH DEFINED 1,2,6 620,762
HEALTHEXTRAS INC COM 42221110 23,739 787,638 SH DEFINED 1,2,6 787,638
HEALTHSOUTH CORP COM NEW 42192430 22,633 1,360,973 SH DEFINED 1,2,6 1,360,973
HEALTHSPRING INC COM 42224N10 18,309 1,084,642 SH DEFINED 1,2 1,084,642
HEALTHTRONICS INC COM 42222L10 138 42,192 SH DEFINED 1,5 42,192
HEALTHWAYS INC COM 42224510 19,660 664,200 SH DEFINED 1,2,5,6 664,200
HEARST-ARGYLE TELEVI COM 42231710 7,119 370,804 SH DEFINED 1,2,5,7 370,804
HEARTLAND EXPRESS IN COM 42234710 23,805 1,596,552 SH DEFINED 1,2,5,6 1,596,552
HEARTLAND FINL USA I COM 42234Q10 3,240 178,107 SH DEFINED 1,2 178,107
HEARTLAND PMT SYS IN COM 42235N10 7,509 318,158 SH DEFINED 1,2,6 318,158
HECLA MNG CO COM 42270410 59,864 6,464,839 SH DEFINED 1,2,5,6 6,464,839
HEELYS INC COM 42279M10 122 29,962 SH DEFINED 1,2,6 29,962
HEICO CORP NEW COM 42280610 14,445 443,914 SH DEFINED 1,2,5,6 443,914
HEICO CORP NEW CL A 42280620 805 30,303 SH DEFINED 1,2,6 30,303
HEIDRICK & STRUGGLES COM 42281910 8,710 315,108 SH DEFINED 1,2,5,6 315,108
HEINZ H J CO COM 42307410 511,799 10,695,913 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,695,913
HELEN OF TROY CORP L COM G4388N10 7,542 467,887 SH DEFINED 1,2,5 467,887
HELIX ENERGY SOLUTIO COM 42330P10 57,509 1,381,096 SH DEFINED 1,2,5,6,7 1,381,096
HELLENIC TELECOM ORG SPONSORED 42332530 1,133 95,237 SH DEFINED 1 95,237
HELMERICH & PAYNE IN COM 42345210 208,998 2,901,939 SH DEFINED 1,2,5,7,8,10,12,13,14 2,901,939
HEMISPHERX BIOPHARMA COM 42366C10 43 54,223 SH DEFINED 1,5 54,223
HENRY JACK & ASSOC I COM 42628110 42,073 1,944,223 SH DEFINED 1,2,5,6 1,944,223
HERBALIFE LTD COM USD SH G4412G10 76,249 1,967,726 SH DEFINED 1,2,5,6,7 1,967,726
HERCULES INC COM 42705610 101,927 6,020,471 SH DEFINED 1,2,5,6,10,13,14 6,020,471
HERCULES OFFSHORE IN COM 42709310 30,065 790,773 SH DEFINED 1,2,5,6,8 790,773
HERCULES TECH GROWTH COM 42709650 4,182 468,341 SH DEFINED 1,2 468,341
HERITAGE COMMERCE CO COM 42692710 1,866 188,529 SH DEFINED 1,2 188,529
HERLEY INDS INC DEL COM 42739810 2,201 165,723 SH DEFINED 1,2 165,723
HERSHA HOSPITALITY T SH BEN INT 42782510 13,110 1,736,417 SH DEFINED 1,2,3,5 1,736,417
HERSHEY CO COM 42786610 165,087 5,036,198 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,036,198
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
HERTZ GLOBAL HOLDING COM 42805T10 72,933 7,597,152 SH DEFINED 1,2,5,7,8,10,12,13,14 7,597,152
HESS CORP COM 42809H10 1,335,045 10,579,642 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,579,642
HEWITT ASSOCS INC COM 42822Q10 71,311 1,860,455 SH DEFINED 1,2,5,7,8,10,13 1,860,455
HEWLETT PACKARD CO COM 42823610 5,041,539 114,036,175 SH DEFINED 1,2,5,6,7,8,10,12,13,14 114,036,175
HEXCEL CORP NEW COM 42829110 31,598 1,637,224 SH DEFINED 1,2,6 1,637,224
HFF INC CL A 40418F10 89 15,674 SH DEFINED 1,2 15,674
HHGREGG INC COM 42833L10 2,284 228,424 SH DEFINED 1,2,6 228,424
HI / FN INC COM 42835810 102 22,412 SH DEFINED 1 22,412
HIBBETT SPORTS INC COM 42856710 13,744 650,774 SH DEFINED 1,2,6 650,774
HICKORY TECH CORP COM 42906010 159 19,217 SH DEFINED 1,5 19,217
HIGHWOODS PPTYS INC COM 43128410 64,455 2,051,412 SH DEFINED 1,2,3,5 2,051,412
HILAND PARTNERS L P UT LTD PAR 43129110 428 8,597 SH DEFINED 1,2 8,597
HILB ROGAL & HOBBS C COM 43129410 29,249 673,021 SH DEFINED 1,2,5,8 673,021
HILL INTERNATIONAL I COM 43146610 4,979 302,884 SH DEFINED 1,2,6 302,884
HILL ROM HLDGS INC COM 43147510 28,326 1,049,871 SH DEFINED 1,2,5,12 1,049,871
HILLENBRAND INC COM 43157110 16,125 753,494 SH DEFINED 1,2,5,6,12 753,494
HILLTOP HOLDINGS INC COM 43274810 7,954 771,457 SH DEFINED 1,2,3,5,6 771,457
HITACHI LIMITED ADR 10 COM 43357850 1,038 14,481 SH DEFINED 1 14,481
HITTITE MICROWAVE CO COM 43365Y10 8,926 250,591 SH DEFINED 1,2,6 250,591
HKN INC COM 40420K10 120 10,470 SH DEFINED 1,5 10,470
HLTH CORPORATION COM 40422Y10 21,777 1,923,764 SH DEFINED 1,2,5,6,12 1,923,764
HMS HLDGS CORP COM 40425J10 7,171 333,981 SH DEFINED 1,2,6 333,981
HNI CORP COM 40425110 19,207 1,087,598 SH DEFINED 1,2,5 1,087,598
HOLLIS-EDEN PHARMACE COM 43590210 36 23,507 SH DEFINED 1 23,507
HOLLY CORP COM PAR $0 43575830 25,116 680,288 SH DEFINED 1,2,5,6 680,288
HOLLY ENERGY PARTNER COM UT LTD 43576310 278 7,125 SH DEFINED 1,2 7,125
HOLLYWOOD MEDIA CORP COM 43623310 28 11,519 SH DEFINED 1 11,519
HOLOGIC INC FRNT 2.00 436440AA 634 750,000 SH DEFINED 1 750,000
HOLOGIC INC COM 43644010 112,213 5,147,397 SH DEFINED 1,2,5,7,8,10,12,13,14 5,147,397
HOME BANCSHARES INC COM 43689320 3,729 165,864 SH DEFINED 1,2 165,864
HOME DEPOT INC COM 43707610 1,326,112 56,623,065 SH DEFINED 1,2,5,6,7,8,10,12,13,14 56,623,065
HOME FED BANCORP INC COM 43710G10 266 26,968 SH DEFINED 1 26,968
HOME PROPERTIES INC COM 43730610 46,595 969,515 SH DEFINED 1,2,3,5 969,515
HONDA MOTOR LTD AMERN SHS 43812830 2,459 72,261 SH DEFINED 1,2 72,261
HONEYWELL INTL INC COM 43851610 3,689,486 73,378,803 SH DEFINED 1,2,5,6,7,8,10,12,13,14 73,378,803
HOOKER FURNITURE COR COM 43903810 3,887 224,404 SH DEFINED 1,2 224,404
HOOPER HOLMES INC COM 43910410 72 70,456 SH DEFINED 1 70,456
HORACE MANN EDUCATOR COM 44032710 13,063 931,753 SH DEFINED 1,2,5 931,753
HORIZON FINL CORP WA COM 44041F10 93 14,978 SH DEFINED 1,2,5 14,978
HORIZON LINES INC COM 44044K10 4,314 433,525 SH DEFINED 1,2,5,6 433,525
HORMEL FOODS CORP COM 44045210 53,912 1,557,709 SH DEFINED 1,2,5,7,8,10,12,13,14 1,557,709
HORNBECK OFFSHORE SV COM 44054310 39,273 694,967 SH DEFINED 1,2,5,6 694,967
HORSEHEAD HLDG CORP COM 44069430 5,749 472,780 SH DEFINED 1,2 472,780
HOSPIRA INC COM 44106010 190,873 4,758,743 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,758,743
HOSPITALITY PPTYS TR COM SH BEN 44106M10 132,347 5,410,752 SH DEFINED 1,2,3,5,7 5,410,752
HOST HOTELS & RESORT COM 44107P10 352,706 25,839,270 SH DEFINED 1,2,3,5,6,7,8,10,12,13,
14 25,839,270
HOT TOPIC INC COM 44133910 4,130 763,483 SH DEFINED 1,2,5 763,483
HOUSEVALUES INC COM 44183Y10 39 14,200 SH DEFINED 1 14,200
HOUSTON AMERN ENERGY COM 44183U10 2,091 186,383 SH DEFINED 1,2 186,383
HOUSTON WIRE & CABLE COM 44244K10 8,136 408,856 SH DEFINED 1,2,6 408,856
HOVNANIAN ENTERPRISE CL A 44248720 31,029 5,662,150 SH DEFINED 1,2,5 5,662,150
HQ SUSTAINABLE MARIT COM NEW 40426A20 282 21,279 SH DEFINED 1,2 21,279
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
HRPT PPTYS TR COM SH BEN 40426W10 61,709 9,115,038 SH DEFINED 1,2,3,5 9,115,038
HSBC HLDGS PLC SPON ADR N 40428040 13,490 175,878 SH DEFINED 1,2 175,878
HSW INTERNATIONAL IN COM 40431N10 609 210,076 SH DEFINED 1,2 210,076
HUB GROUP INC CL A 44332010 33,033 967,845 SH DEFINED 1,2,6 967,845
HUBBELL INC CL B 44351020 35,938 901,388 SH DEFINED 1,2,5,7 901,388
HUDSON CITY BANCORP COM 44368310 353,606 21,199,382 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,199,382
HUDSON HIGHLAND GROU COM 44379210 9,784 934,466 SH DEFINED 1,2,5,6 934,466
HUGHES COMMUNICATION COM 44439810 4,831 98,411 SH DEFINED 1,2,6 98,411
HUGOTON RTY TR TEX UNIT BEN I 44471710 1,461 39,481 SH DEFINED 1,2,5 39,481
HUMAN GENOME SCIENCE COM 44490310 15,983 3,067,778 SH DEFINED 1,2,5,6 3,067,778
HUMANA INC COM 44485910 238,228 5,990,140 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,990,140
HUNGARIAN TEL & CABL COM 44554210 1,374 75,330 SH DEFINED 1,2 75,330
HUNT J B TRANS SVCS COM 44565810 52,068 1,564,557 SH DEFINED 1,2,5,12 1,564,557
HUNTINGTON BANCSHARE COM 44615010 96,179 16,668,835 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,668,835
HUNTSMAN CORP COM 44701110 19,357 1,697,973 SH DEFINED 1,2,5,7,8,10,12,13,14 1,697,973
HURCO COMPANIES INC COM 44732410 3,803 123,100 SH DEFINED 1,2,5 123,100
HURON CONSULTING GRO COM 44746210 13,390 295,334 SH DEFINED 1,2,5,6 295,334
HUTCHINSON TECHNOLOG COM 44840710 5,664 421,465 SH DEFINED 1,2,5 421,465
HUTTIG BLDG PRODS IN COM 44845110 42 23,105 SH DEFINED 1,5 23,105
HYPERCOM CORP COM 44913M10 3,407 774,417 SH DEFINED 1,2 774,417
HYTHIAM INC COM 44919F10 84 34,608 SH DEFINED 1,2 34,608
I D SYSTEMS INC COM 44948910 71 10,982 SH DEFINED 1,2,5 10,982
I2 TECHNOLOGIES INC COM NEW 46575420 2,659 213,882 SH DEFINED 1,2,5 213,882
IAC INTERACTIVECORP COM NEW 44919P30 129,844 6,734,631 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,734,631
IBASIS INC COM NEW 45073220 1,375 419,288 SH DEFINED 1,2 419,288
IBERIABANK CORP COM 45082810 8,520 191,594 SH DEFINED 1,2,5 191,594
IBIS TECHNOLOGY CORP COM 45090910 1 10,380 SH DEFINED 1,2 10,380
ICAD INC COM 44934S10 72 24,391 SH DEFINED 1,2 24,391
ICAHN ENTERPRISES LP DEPOSITRY 45110010 835 11,876 SH DEFINED 1,2 11,876
ICF INTL INC COM 44925C10 1,206 72,579 SH DEFINED 1,2 72,579
ICICI BK LTD ADR 45104G10 16,845 585,712 SH DEFINED 1,2,5,7 585,712
ICO GLOBAL COMM HLDG CL A 44930K10 4,536 1,391,468 SH DEFINED 1,2,6 1,391,468
ICO INC NEW COM 44929310 2,087 346,713 SH DEFINED 1,2 346,713
ICONIX BRAND GROUP I COM 45105510 11,690 967,679 SH DEFINED 1,2,5,6 967,679
ICT GROUP INC COM 44929Y10 918 111,946 SH DEFINED 1,2 111,946
ICU MED INC COM 44930G10 7,029 307,210 SH DEFINED 1,2,6 307,210
ICX TECHNOLOGIES INC COM 44934T10 702 96,219 SH DEFINED 1,2 96,219
IDACORP INC COM 45110710 40,412 1,398,814 SH DEFINED 1,2,5 1,398,814
IDEARC INC COM 45166310 6,854 2,916,733 SH DEFINED 1,2,5,12 2,916,733
IDENIX PHARMACEUTICA COM 45166R20 3,096 425,878 SH DEFINED 1,2 425,878
IDERA PHARMACEUTICAL COM NEW 45168K30 3,769 257,979 SH DEFINED 1,2 257,979
IDEX CORP COM 45167R10 50,849 1,380,265 SH DEFINED 1,2,5,6 1,380,265
IDEXX LABS INC COM 45168D10 34,174 701,159 SH DEFINED 1,2,5,6 701,159
IDT CORP COM 44894710 16 10,615 SH DEFINED 1,2 10,615
IDT CORP CL B 44894730 1,330 782,108 SH DEFINED 1,2 782,108
I-FLOW CORP COM NEW 44952030 3,017 297,278 SH DEFINED 1,2 297,278
IGATE CORP COM 45169U10 3,020 371,414 SH DEFINED 1,2,6 371,414
IGO INC COM 44959310 60 47,837 SH DEFINED 1,2,5 47,837
IHS INC CL A 45173410 26,991 387,795 SH DEFINED 1,2,5 387,795
II VI INC COM 90210410 13,438 384,833 SH DEFINED 1,2,6 384,833
IKANOS COMMUNICATION COM 45173E10 41 12,200 SH DEFINED 1 12,200
IKON OFFICE SOLUTION COM 45171310 135,462 12,009,045 SH DEFINED 1,2,5 12,009,045
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
ILLINOIS TOOL WKS IN COM 45230810 596,997 12,565,716 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,565,716
ILLUMINA INC COM 45232710 45,269 519,676 SH DEFINED 1,2,5 519,676
I-MANY INC COM 44973Q10 25 25,061 SH DEFINED 1 25,061
IMATION CORP COM 45245A10 17,963 783,714 SH DEFINED 1,2,5 783,714
IMCLONE SYS INC COM 45245W10 68,692 1,697,764 SH DEFINED 1,2,5,7,12 1,697,764
IMERGENT INC COM 45247Q10 199 16,779 SH DEFINED 1,2,5 16,779
IMMERSION CORP COM 45252110 2,850 418,445 SH DEFINED 1,2,5 418,445
IMMTECH PHARMACEUTIC COM 45251910 12 12,014 SH DEFINED 1 12,014
IMMUCOR INC COM 45252610 36,535 1,411,709 SH DEFINED 1,2,6 1,411,709
IMMUNOGEN INC COM 45253H10 1,561 510,138 SH DEFINED 1,2,5 510,138
IMMUNOMEDICS INC COM 45290710 1,432 672,327 SH DEFINED 1,2,5 672,327
IMPAC MTG HLDGS INC COM 45254P10 140 186,567 SH DEFINED 1,2 186,567
IMPERIAL CAP BANCORP COM 45268010 60 10,398 SH DEFINED 1,2 10,398
IMPERIAL OIL LTD COM NEW 45303840 1,873 34,016 SH DEFINED 1 34,016
IMPERIAL SUGAR CO NE COM NEW 45309620 3,029 195,067 SH DEFINED 1,2 195,067
IMPERIAL TOBACCO GRO SPONSORED 45314210 909 12,244 SH DEFINED 1 12,244
IMS HEALTH INC COM 44993410 159,108 6,828,672 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,828,672
INCYTE CORP COM 45337C10 11,485 1,509,218 SH DEFINED 1,2,5,6 1,509,218
INDEPENDENCE HLDG CO COM NEW 45344030 791 80,980 SH DEFINED 1,2 80,980
INDEPENDENT BANK COR COM 45383610 6,264 262,742 SH DEFINED 1,2,5 262,742
INDEPENDENT BANK COR COM 45383810 382 95,603 SH DEFINED 1,2 95,603
INDEVUS PHARMACEUTIC COM 45407210 1,405 894,954 SH DEFINED 1,2,5,6 894,954
INDYMAC BANCORP INC COM 45660710 1,053 1,698,868 SH DEFINED 1,2,5 1,698,868
INERGY HLDGS L P COM 45661Q10 457 12,724 SH DEFINED 1,2 12,724
INERGY L P UNIT LTD P 45661510 1,499 57,605 SH DEFINED 1,2 57,605
INFINEON TECHNOLOGIE SPONSORED 45662N10 296 34,714 SH DEFINED 1 34,714
INFINERA CORPORATION COM 45667G10 11,169 1,266,377 SH DEFINED 1,2,6 1,266,377
INFINITY PPTY & CAS COM 45665Q10 16,210 390,403 SH DEFINED 1,2,5 390,403
INFOCUS CORP COM 45665B10 59 39,014 SH DEFINED 1,5 39,014
INFOGROUP INC COM 45670G10 5,232 1,191,755 SH DEFINED 1,2 1,191,755
INFORMATICA CORP COM 45666Q10 23,339 1,551,820 SH DEFINED 1,2,5,6 1,551,820
INFOSPACE INC COM NEW 45678T20 6,697 803,930 SH DEFINED 1,2,6 803,930
INFOSYS TECHNOLOGIES SPONSORED 45678810 34,712 798,715 SH DEFINED 1,2,5 798,715
ING GROEP N V SPONSORED 45683710 3,745 118,694 SH DEFINED 1,2 118,694
INGERSOLL-RAND COMPA CL A G4776G10 330,493 8,829,628 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,829,628
INGLES MKTS INC CL A 45703010 4,707 201,738 SH DEFINED 1,2,5 201,738
INGRAM MICRO INC CL A 45715310 48,171 2,713,854 SH DEFINED 1,2,5,7 2,713,854
INLAND REAL ESTATE C COM NEW 45746120 28,565 1,980,954 SH DEFINED 1,2,3 1,980,954
INNERWORKINGS INC COM 45773Y10 4,958 414,571 SH DEFINED 1,2,6 414,571
INNODATA ISOGEN INC COM NEW 45764220 38 13,422 SH DEFINED 1 13,422
INNOPHOS HOLDINGS IN COM 45774N10 6,841 214,115 SH DEFINED 1,2 214,115
INNOSPEC INC COM 45768S10 9,786 519,974 SH DEFINED 1,2,5 519,974
INNOTRAC CORP COM 45767M10 38 10,328 SH DEFINED 1 10,328
INNOVATIVE SOLUTIONS COM 45769N10 159 24,633 SH DEFINED 1,2 24,633
INNOVEX INC COM 45764710 14 23,627 SH DEFINED 1 23,627
INSIGHT ENTERPRISES COM 45765U10 10,636 906,741 SH DEFINED 1,2,5 906,741
INSITE VISION INC COM 45766010 42 78,409 SH DEFINED 1,2,5 78,409
INSITUFORM TECHNOLOG CL A 45766710 7,633 501,155 SH DEFINED 1,2 501,155
INSMED INC COM NEW 45766920 46 117,674 SH DEFINED 1,5 117,674
INSPIRE PHARMACEUTIC COM 45773310 2,164 505,630 SH DEFINED 1,2,5 505,630
INSTEEL INDUSTRIES I COM 45774W10 5,972 326,157 SH DEFINED 1,2,5 326,157
INSULET CORP COM 45784P10 3,771 239,720 SH DEFINED 1,2,6 239,720
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
INTEGRA BK CORP COM 45814P10 4,004 511,326 SH DEFINED 1,2 511,326
INTEGRA LIFESCIENCES COM NEW 45798520 24,529 551,468 SH DEFINED 1,2,6 551,468
INTEGRAL SYS INC MD COM 45810H10 6,107 157,806 SH DEFINED 1,2 157,806
INTEGRATED DEVICE TE COM 45811810 29,621 2,979,995 SH DEFINED 1,2,5 2,979,995
INTEGRATED ELECTRICA COM 45811E30 3,155 183,452 SH DEFINED 1,2,5 183,452
INTEGRATED SILICON S COM 45812P10 145 26,149 SH DEFINED 1,5 26,149
INTEGRYS ENERGY GROU COM 45822P10 114,762 2,257,758 SH DEFINED 1,2,5,6,10,13,14 2,257,758
INTEL CORP SDCV 2.95 458140AD 487 500,000 SH DEFINED 1 500,000
INTEL CORP COM 45814010 4,132,308 192,379,309 SH DEFINED 1,2,5,6,7,8,10,12,13,14 192,379,309
INTER PARFUMS INC COM 45833410 4,101 273,423 SH DEFINED 1,2,6 273,423
INTERACTIVE BROKERS COM 45841N10 26,693 830,795 SH DEFINED 1,2,6 830,795
INTERACTIVE DATA COR COM 45840J10 19,238 765,545 SH DEFINED 1,2,5 765,545
INTERACTIVE INTELLIG COM 45839M10 1,884 161,844 SH DEFINED 1,2,5 161,844
INTERCONTINENTAL HTL SPONS ADR 45857P30 514 38,573 SH DEFINED 1 38,573
INTERCONTINENTALEXCH COM 45865V10 256,557 2,250,503 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,250,503
INTERDIGITAL INC COM 45867G10 38,871 1,598,331 SH DEFINED 1,2,5,6 1,598,331
INTERFACE INC CL A 45866510 11,110 886,680 SH DEFINED 1,2,5,6 886,680
INTERLEUKIN GENETICS COM 45873810 15 12,342 SH DEFINED 1 12,342
INTERLINE BRANDS INC COM 45874310 7,889 495,260 SH DEFINED 1,2 495,260
INTERMEC INC COM 45878610 19,567 928,239 SH DEFINED 1,2,5,6 928,239
INTERMUNE INC COM 45884X10 6,806 518,727 SH DEFINED 1,2,5,6 518,727
INTERNAP NETWORK SVC COM PAR $. 45885A30 4,759 1,016,782 SH DEFINED 1,2,5,6 1,016,782
INTERNATIONAL ASSETS COM 45902810 4,350 144,714 SH DEFINED 1,2 144,714
INTERNATIONAL BANCSH COM 45904410 22,391 1,047,776 SH DEFINED 1,2,5 1,047,776
INTERNATIONAL BUSINE COM 45920010 7,547,148 63,672,896 SH DEFINED 1,2,5,6,7,8,10,12,13,14 63,672,896
INTERNATIONAL COAL G COM 45928H10 31,232 2,393,257 SH DEFINED 1,2,6 2,393,257
INTERNATIONAL FLAVOR COM 45950610 103,111 2,639,805 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,639,805
INTERNATIONAL GAME T DBCV 2.60 459902AP 240 250,000 SH DEFINED 1 250,000
INTERNATIONAL GAME T COM 45990210 220,733 8,836,394 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,836,394
INTERNATIONAL RECTIF COM 46025410 26,610 1,385,948 SH DEFINED 1,2,5 1,385,948
INTERNATIONAL SHIPHO COM NEW 46032120 1,450 61,873 SH DEFINED 1,2 61,873
INTERNATIONAL SPEEDW CL A 46033520 40,437 1,036,056 SH DEFINED 1,2,5 1,036,056
INTERNET BRANDS INC COM CLASS 46060810 1,451 218,833 SH DEFINED 1,2 218,833
INTERNET CAP GROUP I COM NEW 46059C20 4,388 567,648 SH DEFINED 1,2,6 567,648
INTERPUBLIC GROUP CO COM 46069010 118,494 13,778,337 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,778,337
INTERSIL CORP CL A 46069S10 62,524 2,570,902 SH DEFINED 1,2,5,7,8,10,12,13,14 2,570,902
INTERSTATE HOTELS & COM 46088S10 104 40,079 SH DEFINED 1,5 40,079
INTERVOICE INC NEW COM 46114210 3,074 539,309 SH DEFINED 1,2,5,6 539,309
INTERWOVEN INC COM NEW 46114T50 12,694 1,056,968 SH DEFINED 1,2,5,6 1,056,968
INTEVAC INC COM 46114810 7,516 666,341 SH DEFINED 1,2,5 666,341
INTL PAPER CO COM 46014610 655,495 28,132,847 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,132,847
INTREPID POTASH INC COM 46121Y10 17,676 268,714 SH DEFINED 1,2,5 268,714
INTROGEN THERAPEUTIC COM 46119F10 18 11,858 SH DEFINED 1 11,858
INTUIT COM 46120210 274,662 9,962,342 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,962,342
INTUITIVE SURGICAL I COM NEW 46120E60 302,185 1,121,696 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,121,696
INVACARE CORP COM 46120310 18,536 906,862 SH DEFINED 1,2,5 906,862
INVENTIV HEALTH INC COM 46122E10 19,757 710,956 SH DEFINED 1,2,6 710,956
INVERNESS MED INNOVA COM 46126P10 29,301 883,366 SH DEFINED 1,2,5,6 883,366
INVESCO LTD SHS G491BT10 174,288 7,268,066 SH DEFINED 1,2,5,7,8,10,12,13,14 7,268,066
INVESTMENT TECHNOLOG COM 46145F10 20,797 621,560 SH DEFINED 1,2,5,6,7 621,560
INVESTORS BANCORP IN COM 46146P10 9,318 713,441 SH DEFINED 1,2,6 713,441
INVESTORS REAL ESTAT SH BEN INT 46173010 8,891 931,954 SH DEFINED 1,2,3,5 931,954
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
INVITROGEN CORP COM 46185R10 177,954 4,532,697 SH DEFINED 1,2,5,7,8,10,12,13,14 4,532,697
IOMAI CORP COM 46202P10 95 14,600 SH DEFINED 1 14,600
ION GEOPHYSICAL CORP COM 46204410 23,596 1,352,187 SH DEFINED 1,2,6 1,352,187
IOWA TELECOMM SERVIC COM 46259420 8,160 463,356 SH DEFINED 1,2 463,356
IPASS INC COM 46261V10 131 63,143 SH DEFINED 1,2 63,143
IPC HLDGS LTD ORD G4933P10 29,404 1,107,509 SH DEFINED 1,2,5 1,107,509
IPC THE HOSPITALIST COM 44984A10 1,248 66,298 SH DEFINED 1,2 66,298
IPCS INC COM NEW 44980Y30 8,456 285,389 SH DEFINED 1,2,6 285,389
IPG PHOTONICS CORP COM 44980X10 4,409 234,408 SH DEFINED 1,2,6 234,408
IRELAND BK SPONSORED 46267Q10 717 20,516 SH DEFINED 1,2 20,516
IRIS INTL INC COM 46270W10 3,549 226,788 SH DEFINED 1,2 226,788
IROBOT CORP COM 46272610 2,847 207,185 SH DEFINED 1,2,6 207,185
IRON MTN INC COM 46284610 87,157 3,282,748 SH DEFINED 1,2,5,7,8,10,12,13,14 3,282,748
IRSA INVERSIONES Y R GLOBL DEP 45004720 948 84,140 SH DEFINED 1,2 84,140
IRVINE SENSORS CORP COM NEW 46366450 4 18,055 SH DEFINED 1 18,055
IRWIN FINL CORP COM 46411910 124 46,223 SH DEFINED 1,2 46,223
ISHARES INC MSCI BRAZI 46428640 7,292 81,666 SH DEFINED 7 81,666
ISHARES INC MSCI TAIWA 46428673 4,153 293,900 SH DEFINED 1 293,900
ISHARES INC MSCI S KOR 46428677 2,760 54,068 SH DEFINED 1 54,068
ISHARES TR MSCI EMERG 46428723 32,876 242,237 SH DEFINED 1 242,237
ISHARES TR MSCI EAFE 46428746 7,108 103,512 SH DEFINED 1,6 103,512
ISHARES TR RUSSELL 20 46428765 861 12,476 SH DEFINED 1 12,476
ISILON SYS INC COM 46432L10 852 191,901 SH DEFINED 1,2,6 191,901
ISIS PHARMACEUTICALS COM 46433010 36,372 2,668,535 SH DEFINED 1,2,5,6 2,668,535
ISLE OF CAPRI CASINO COM 46459210 1,147 239,394 SH DEFINED 1,2,5,6 239,394
ISOLAGEN INC COM 46488N10 20 61,928 SH DEFINED 1,2,5 61,928
ISTA PHARMACEUTICALS COM NEW 45031X20 49 23,832 SH DEFINED 1 23,832
ISTAR FINL INC COM 45031U10 29,182 2,209,082 SH DEFINED 1,2,5,7,8,10 2,209,082
ITC HLDGS CORP COM 46568510 41,009 802,368 SH DEFINED 1,2,8 802,368
ITRON INC COM 46574110 37,068 376,902 SH DEFINED 1,2,5,6 376,902
ITT CORP NEW COM 45091110 318,604 5,030,853 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,030,853
ITT EDUCATIONAL SERV COM 45068B10 51,453 622,686 SH DEFINED 1,2,5 622,686
ITURAN LOCATION AND SHS M6158M10 625 52,116 SH DEFINED 1 52,116
IXIA COM 45071R10 4,401 633,217 SH DEFINED 1,2,6 633,217
IXYS CORP COM 46600W10 4,582 383,733 SH DEFINED 1,2,5 383,733
J & J SNACK FOODS CO COM 46603210 6,784 247,484 SH DEFINED 1,2 247,484
J CREW GROUP INC COM 46612H40 31,544 955,584 SH DEFINED 1,2,6 955,584
J2 GLOBAL COMMUNICAT COM NEW 46626E20 25,155 1,093,694 SH DEFINED 1,2,6 1,093,694
JABIL CIRCUIT INC COM 46631310 112,743 6,870,355 SH DEFINED 1,2,5,6,7,10,12,13,14 6,870,355
JACK IN THE BOX INC COM 46636710 27,797 1,240,368 SH DEFINED 1,2,5,6 1,240,368
JACKSON HEWITT TAX S COM 46820210 7,368 602,956 SH DEFINED 1,2 602,956
JACO ELECTRS INC COM 46978310 22 19,600 SH DEFINED 1 19,600
JACOBS ENGR GROUP IN COM 46981410 282,988 3,506,672 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,506,672
JAKKS PAC INC COM 47012E10 14,386 658,376 SH DEFINED 1,2 658,376
JAMBA INC COM 47023A10 36 19,452 SH DEFINED 1,2 19,452
JAMES RIVER COAL CO COM NEW 47035520 21,671 369,239 SH DEFINED 1,2,6 369,239
JANUS CAP GROUP INC COM 47102X10 146,998 5,553,386 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,553,386
JARDEN CORP COM 47110910 12,778 700,574 SH DEFINED 1,2,5 700,574
JAVELIN PHARMACEUTIC COM 47189410 1,179 508,304 SH DEFINED 1,2 508,304
JAZZ PHARMACEUTICALS COM 47214710 502 67,771 SH DEFINED 1,2 67,771
JDA SOFTWARE GROUP I COM 46612K10 13,932 769,732 SH DEFINED 1,2 769,732
JDS UNIPHASE CORP COM PAR $0 46612J50 70,757 6,228,587 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,228,587
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
JEFFERIES GROUP INC COM 47231910 35,004 2,081,088 SH DEFINED 1,2,5,7 2,081,088
JER INVT TR INC COM 46614H30 2,356 373,947 SH DEFINED 1,2 373,947
JETBLUE AIRWAYS CORP COM 47714310 15,749 4,222,186 SH DEFINED 1,2,5,6 4,222,186
JMP GROUP INC COM 46629U10 96 14,500 SH DEFINED 1 14,500
JO-ANN STORES INC COM 47758P30 17,829 774,173 SH DEFINED 1,2 774,173
JOES JEANS INC COM 47777N10 20 16,939 SH DEFINED 1 16,939
JOHNSON & JOHNSON COM 47816010 8,379,168 130,232,641 SH DEFINED 1,2,5,6,7,8,10,12,13,14 130,232,641
JOHNSON CTLS INC COM 47836610 473,216 16,499,855 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,499,855
JONES APPAREL GROUP COM 48007410 33,290 2,421,075 SH DEFINED 1,2,5,6,10,12,13,14 2,421,075
JONES LANG LASALLE I COM 48020Q10 35,652 592,325 SH DEFINED 1,2,5,6 592,325
JONES SODA CO COM 48023P10 116 36,125 SH DEFINED 1,2,5 36,125
JOS A BANK CLOTHIERS COM 48083810 12,353 461,808 SH DEFINED 1,2,5,6 461,808
JOURNAL COMMUNICATIO CL A 48113010 3,487 723,513 SH DEFINED 1,2 723,513
JOY GLOBAL INC COM 48116510 220,716 2,910,673 SH DEFINED 1,2,5,7,8,10,12,13,14 2,910,673
JP MORGAN CHASE & CO COM 46625H10 4,497,593 131,086,954 SH DEFINED 1,2,5,6,7,8,10,12,13,14 131,086,954
JUNIPER NETWORKS INC COM 48203R10 353,202 15,924,364 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,924,364
JUPITERMEDIA CORP COM 48207D10 37 26,252 SH DEFINED 1,6 26,252
K FED BANCORP COM 48246S10 147 13,540 SH DEFINED 1,2 13,540
K SEA TRANSN PARTNER COM 48268Y10 320 10,067 SH DEFINED 1,2 10,067
K TRON INTL INC COM 48273010 4,143 31,969 SH DEFINED 1,2,5 31,969
K V PHARMACEUTICAL C CL A 48274020 9,576 495,377 SH DEFINED 1,2,5,6 495,377
K12 INC COM 48273U10 1,354 62,945 SH DEFINED 1,2,6 62,945
KADANT INC COM 48282T10 6,595 291,809 SH DEFINED 1,2 291,809
KAISER ALUMINUM CORP COM PAR $0 48300770 13,127 245,229 SH DEFINED 1,2,6 245,229
KAMAN CORP COM 48354810 11,983 526,495 SH DEFINED 1,2 526,495
KANSAS CITY LIFE INS COM 48483610 4,203 100,663 SH DEFINED 1,2 100,663
KANSAS CITY SOUTHERN COM NEW 48517030 58,867 1,338,195 SH DEFINED 1,2,5,6,7 1,338,195
KAPSTONE PAPER & PAC COM 48562P10 1,496 224,359 SH DEFINED 1,2 224,359
KAYDON CORP COM 48658710 23,066 448,673 SH DEFINED 1,2,5 448,673
KAYNE ANDERSON ENERG COM 48660Q10 3,090 134,653 SH DEFINED 1,2 134,653
KB HOME COM 48666K10 62,437 3,687,967 SH DEFINED 1,2,5,6,10,12,13,14 3,687,967
KBR INC COM 48242W10 128,990 3,694,932 SH DEFINED 1,2,5,7,8,10,13,14 3,694,932
KBW INC COM 48242310 9,739 473,238 SH DEFINED 1,2,6 473,238
KEARNY FINL CORP COM 48716910 4,448 404,343 SH DEFINED 1,2 404,343
KEITHLEY INSTRS INC COM 48758410 161 16,904 SH DEFINED 1 16,904
KELLOGG CO COM 48783610 389,644 8,114,208 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,114,208
KELLY SVCS INC CL A 48815220 16,462 851,645 SH DEFINED 1,2,5 851,645
KEMET CORP COM 48836010 6,224 1,920,858 SH DEFINED 1,2,5 1,920,858
KENDLE INTERNATIONAL COM 48880L10 10,812 297,611 SH DEFINED 1,2,6 297,611
KENEXA CORP COM 48887910 7,098 376,775 SH DEFINED 1,2,5,6 376,775
KENNAMETAL INC COM 48917010 39,821 1,223,391 SH DEFINED 1,2,5 1,223,391
KENSEY NASH CORP COM 49005710 6,591 205,655 SH DEFINED 1,2 205,655
KERYX BIOPHARMACEUTI COM 49251510 41 83,575 SH DEFINED 1,2,6 83,575
KEY ENERGY SVCS INC COM 49291410 18,653 960,527 SH DEFINED 1,2,5 960,527
KEY TECHNOLOGY INC COM 49314310 1,622 50,977 SH DEFINED 1,2 50,977
KEYCORP NEW COM 49326710 191,265 17,419,393 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,419,393
KEYNOTE SYS INC COM 49330810 2,410 187,075 SH DEFINED 1,2 187,075
KFORCE INC COM 49373210 6,102 718,703 SH DEFINED 1,2,5 718,703
KILROY RLTY CORP COM 49427F10 37,168 790,302 SH DEFINED 1,2,3,5 790,302
KIMBALL INTL INC CL B 49427410 4,369 527,656 SH DEFINED 1,2,5 527,656
KIMBERLY CLARK CORP COM 49436810 825,051 13,801,462 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,801,462
KIMCO REALTY CORP COM 49446R10 376,301 10,900,969 SH DEFINED 1,2,3,5,6,7,8,10,12,13,
14 10,900,969
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
KINDER MORGAN ENERGY UT LTD PAR 49455010 10,327 185,303 SH DEFINED 1,2 185,303
KINDER MORGAN MANAGE SHS 49455U10 5,336 99,087 SH DEFINED 1,2,5 99,087
KINDRED HEALTHCARE I COM 49458010 29,858 1,038,178 SH DEFINED 1,2,5 1,038,178
KINETIC CONCEPTS INC COM NEW 49460W20 84,955 2,128,662 SH DEFINED 1,2,5,12 2,128,662
KING PHARMACEUTICALS COM 49558210 67,519 6,448,799 SH DEFINED 1,2,5,6,10,12,13,14 6,448,799
KINROSS GOLD CORP COM NO PAR 49690240 908 38,439 SH DEFINED 1,13 38,439
KIRBY CORP COM 49726610 25,450 530,206 SH DEFINED 1,2,5,6 530,206
KIRKLANDS INC COM 49749810 50 22,249 SH DEFINED 1 22,249
KITE RLTY GROUP TR COM 49803T10 9,640 771,182 SH DEFINED 1,2,3,5 771,182
KKR FINANCIAL HLDGS COM 48248A30 1,860 177,181 SH DEFINED 1,2 177,181
KLA-TENCOR CORP COM 48248010 211,862 5,204,166 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,204,166
KNIGHT CAPITAL GROUP CL A 49900510 94,680 5,265,846 SH DEFINED 1,2,5,7,13 5,265,846
KNIGHT TRANSN INC COM 49906410 19,362 1,058,029 SH DEFINED 1,2,5,6 1,058,029
KNIGHTSBRIDGE TANKER ORD G5299G10 7,921 245,919 SH DEFINED 1,2,5 245,919
KNOLL INC COM NEW 49890420 9,058 745,551 SH DEFINED 1,2 745,551
KNOLOGY INC COM 49918380 6,321 575,118 SH DEFINED 1,2,5,6 575,118
KNOT INC COM 49918410 3,866 395,315 SH DEFINED 1,2,5,6 395,315
KODIAK OIL & GAS COR COM 50015Q10 258 56,500 SH DEFINED 1 56,500
KOHLBERG CAPITAL COR COM 50023310 2,070 206,988 SH DEFINED 1,2 206,988
KOHLS CORP COM 50025510 377,741 9,434,089 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,434,089
KONINKLIJKE PHILIPS NY REG SH 50047230 2,545 75,301 SH DEFINED 1,2 75,301
KOOKMIN BK NEW SPONSORED 50049M10 71,486 1,221,766 SH DEFINED 1,2,4,5 1,221,766
KOPIN CORP COM 50060010 2,429 846,357 SH DEFINED 1,2,5 846,357
KOPPERS HOLDINGS INC COM 50060P10 13,200 315,268 SH DEFINED 1,2,6 315,268
KOREA ELECTRIC PWR SPONSORED 50063110 3,099 213,278 SH DEFINED 1 213,278
KORN FERRY INTL COM NEW 50064320 24,010 1,526,413 SH DEFINED 1,2,5,6 1,526,413
KRAFT FOODS INC CL A 50075N10 1,710,340 60,117,403 SH DEFINED 1,2,5,6,7,8,10,12,13,14 60,117,403
KRATOS DEFENSE & SEC COM 50077B10 108 55,092 SH DEFINED 1 55,092
KRISPY KREME DOUGHNU COM 50101410 4,483 898,445 SH DEFINED 1,2,5,6 898,445
KROGER CO COM 50104410 718,858 24,899,838 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,899,838
KRONOS WORLDWIDE INC COM 50105F10 274 17,822 SH DEFINED 1,2 17,822
K-SWISS INC CL A 48268610 15,737 1,070,561 SH DEFINED 1,2 1,070,561
KT CORP SPONSORED 48268K10 715 33,559 SH DEFINED 1,5 33,559
KUBOTA CORP ADR 50117320 1,046 29,238 SH DEFINED 1 29,238
KULICKE & SOFFA INDS COM 50124210 8,234 1,129,500 SH DEFINED 1,2,5,6 1,129,500
KVH INDS INC COM 48273810 123 14,805 SH DEFINED 1 14,805
KYOCERA CORP ADR 50155620 1,044 11,099 SH DEFINED 1,2 11,099
L-1 IDENTITY SOLUTIO COM 50212A10 16,614 1,247,266 SH DEFINED 1,2,6,8 1,247,266
L-3 COMMUNICATIONS H COM 50242410 375,539 4,132,705 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,132,705
LA BARGE INC COM 50247010 1,453 111,734 SH DEFINED 1,2 111,734
LA Z BOY INC COM 50533610 7,102 928,355 SH DEFINED 1,2,5 928,355
LABORATORY CORP AMER COM NEW 50540R40 237,143 3,405,755 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,405,755
LABRANCHE & CO INC COM 50544710 10,090 1,425,202 SH DEFINED 1,2,5,6 1,425,202
LACLEDE GROUP INC COM 50559710 20,506 507,961 SH DEFINED 1,2,5 507,961
LADENBURG THALMAN FI COM 50575Q10 1,761 1,166,172 SH DEFINED 1,2 1,166,172
LADISH INC COM NEW 50575420 5,056 245,545 SH DEFINED 1,2,6 245,545
LAKELAND BANCORP INC COM 51163710 5,250 431,011 SH DEFINED 1,2 431,011
LAKELAND FINL CORP COM 51165610 3,558 186,491 SH DEFINED 1,2 186,491
LAKES ENTMNT INC COM 51206P10 354 53,801 SH DEFINED 1,2,5 53,801
LAM RESEARCH CORP COM 51280710 110,962 3,069,499 SH DEFINED 1,2,5,7,8,10,12,13,14 3,069,499
LAMAR ADVERTISING CO CL A 51281510 55,293 1,534,649 SH DEFINED 1,2,5,7,8,10,12,13,14 1,534,649
LAN AIRLINES S A SPONSORED 50172310 3,528 344,548 SH DEFINED 1,2,5 344,548
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
LANCASTER COLONY COR COM 51384710 13,705 452,621 SH DEFINED 1,2,5 452,621
LANCE INC COM 51460610 8,833 470,608 SH DEFINED 1,2 470,608
LANDAMERICA FINL GRO COM 51493610 5,278 237,845 SH DEFINED 1,2,5 237,845
LANDAUER INC COM 51476K10 9,783 173,958 SH DEFINED 1,2 173,958
LANDEC CORP COM 51476610 1,974 305,047 SH DEFINED 1,2 305,047
LANDRYS RESTAURANTS COM 51508L10 3,917 217,987 SH DEFINED 1,2 217,987
LANDSTAR SYS INC COM 51509810 46,588 843,677 SH DEFINED 1,2,5,6,7 843,677
LAS VEGAS SANDS CORP COM 51783410 76,026 1,602,565 SH DEFINED 1,2,5,7,8,10,12,13,14 1,602,565
LASALLE HOTEL PPTYS COM SH BEN 51794210 35,409 1,409,052 SH DEFINED 1,2,3,5 1,409,052
LASERCARD CORP COM 51807U10 72 15,171 SH DEFINED 1,5 15,171
LATTICE SEMICONDUCTO COM 51841510 5,834 1,863,802 SH DEFINED 1,2,5,6 1,863,802
LAUDER ESTEE COS INC CL A 51843910 155,843 3,355,070 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,355,070
LAWSON PRODS INC COM 52077610 2,105 84,932 SH DEFINED 1,2 84,932
LAWSON SOFTWARE INC COM 52078P10 13,444 1,849,237 SH DEFINED 1,2,6 1,849,237
LAYNE CHRISTENSEN CO COM 52105010 12,612 288,017 SH DEFINED 1,2,6 288,017
LAZARD LTD SHS A G5405010 16,854 493,524 SH DEFINED 1,2,5 493,524
LCA-VISION INC COM PAR $. 50180330 2,190 459,042 SH DEFINED 1,2 459,042
LEAP WIRELESS INTL I COM NEW 52186330 21,088 488,487 SH DEFINED 1,2,5 488,487
LEAPFROG ENTERPRISES CL A 52186N10 4,022 483,410 SH DEFINED 1,2,5,6 483,410
LEAR CORP COM 52186510 41,932 2,957,121 SH DEFINED 1,2,5 2,957,121
LEARNING TREE INTL I COM 52201510 1,483 86,715 SH DEFINED 1,2 86,715
LECG CORP COM 52323410 3,075 351,853 SH DEFINED 1,2 351,853
LECROY CORP COM 52324W10 178 19,918 SH DEFINED 1 19,918
LEE ENTERPRISES INC COM 52376810 4,250 1,065,199 SH DEFINED 1,2 1,065,199
LEGACY RESERVES LP UNIT LP IN 52470730 343 13,815 SH DEFINED 1,2 13,815
LEGG MASON INC COM 52490110 189,545 4,350,350 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,350,350
LEGGETT & PLATT INC COM 52466010 112,204 6,690,785 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,690,785
LEHMAN BROS HLDGS IN COM 52490810 430,568 21,734,886 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,734,886
LEHMAN BROS HLDGS IN 7.25%CONV 52523J45 601 750 SH DEFINED 1 750
LENNAR CORP CL A 52605710 89,299 7,236,532 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,236,532
LENNOX INTL INC COM 52610710 27,747 958,101 SH DEFINED 1,2,5,7 958,101
LEUCADIA NATL CORP COM 52728810 256,906 5,473,063 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,473,063
LEVEL 3 COMMUNICATIO COM 52729N10 59,259 20,087,788 SH DEFINED 1,2,5,7,8,10,12,13,14 20,087,788
LEXICON PHARMACEUTIC COM 52887210 1,327 829,378 SH DEFINED 1,2,5,6 829,378
LEXINGTON REALTY TRU COM 52904310 25,357 1,860,356 SH DEFINED 1,2,3,5 1,860,356
LEXMARK INTL NEW CL A 52977110 128,009 3,829,160 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,829,160
LG DISPLAY CO LTD SPONS ADR 50186V10 925 49,534 SH DEFINED 1,2 49,534
LHC GROUP INC COM 50187A10 12,096 520,269 SH DEFINED 1,2,6 520,269
LIBBEY INC COM 52989810 1,301 174,929 SH DEFINED 1,2 174,929
LIBERTY GLOBAL INC COM SER A 53055510 112,892 3,591,868 SH DEFINED 1,2,5,7,8,10,12,13,14 3,591,868
LIBERTY GLOBAL INC COM SER C 53055530 31,897 1,050,626 SH DEFINED 1,2,5,7,8,10,12,13,14 1,050,626
LIBERTY MEDIA CORP N INT COM SE 53071M10 130,782 8,860,540 SH DEFINED 1,2,5,7,8,10,12,13,14 8,860,540
LIBERTY MEDIA CORP N CAP COM SE 53071M30 23,766 1,650,414 SH DEFINED 1,2,5,6,7,12 1,650,414
LIBERTY MEDIA CORP N ENT COM SE 53071M50 164,266 6,779,466 SH DEFINED 1,2,5,7,8,10,12,13,14 6,779,466
LIBERTY MEDIA CORP N DEB 3.12 530718AF 782 750,000 SH DEFINED 1 750,000
LIBERTY PPTY TR SH BEN INT 53117210 103,124 3,110,837 SH DEFINED 1,2,3,5,7,8,10,12,13,14 3,110,837
LIFE PARTNERS HOLDIN COM 53215T10 1,424 71,257 SH DEFINED 1,2 71,257
LIFE SCIENCES RESH I COM 53216910 2,846 100,775 SH DEFINED 1,2 100,775
LIFE TIME FITNESS IN COM 53217R20 22,523 762,199 SH DEFINED 1,2,6 762,199
LIFEPOINT HOSPITALS COM 53219L10 28,385 1,002,987 SH DEFINED 1,2,5,7 1,002,987
LIFETIME BRANDS INC COM 53222Q10 141 17,276 SH DEFINED 1,2 17,276
LIFEWAY FOODS INC COM 53191410 254 21,368 SH DEFINED 1 21,368
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
LIGAND PHARMACEUTICA CL B 53220K20 3,227 1,241,026 SH DEFINED 1,2,6 1,241,026
LILLY ELI & CO COM 53245710 1,497,297 32,437,113 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,437,113
LIME ENERGY CO COM NEW 53261U20 134 20,613 SH DEFINED 1,2 20,613
LIMELIGHT NETWORKS I COM 53261M10 893 233,893 SH DEFINED 1,2,6 233,893
LIMITED BRANDS INC COM 53271610 158,248 9,391,595 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,391,595
LIN TV CORP CL A 53277410 3,964 665,023 SH DEFINED 1,2 665,023
LINCARE HLDGS INC COM 53279110 54,040 1,902,804 SH DEFINED 1,2,5,7,12 1,902,804
LINCOLN EDL SVCS COR COM 53353510 527 45,333 SH DEFINED 1,2 45,333
LINCOLN ELEC HLDGS I COM 53390010 65,402 831,024 SH DEFINED 1,2,5 831,024
LINCOLN NATL CORP IN COM 53418710 407,987 9,002,362 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,002,362
LINDSAY CORP COM 53555510 15,572 183,266 SH DEFINED 1,2,5,6 183,266
LINEAR TECHNOLOGY CO COM 53567810 220,725 6,776,937 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,776,937
LINN ENERGY LLC UNIT LTD L 53602010 3,884 156,312 SH DEFINED 1,2 156,312
LIONBRIDGE TECHNOLOG COM 53625210 148 57,316 SH DEFINED 1,2,6 57,316
LIONS GATE ENTMNT CO COM NEW 53591920 303 29,201 SH DEFINED 1,2,6 29,201
LIPID SCIENCES INC A COM 53630P10 5 11,399 SH DEFINED 1 11,399
LIQUIDITY SERVICES I COM 53635B10 1,790 155,226 SH DEFINED 1,2,6 155,226
LITHIA MTRS INC CL A 53679710 229 46,525 SH DEFINED 1,2,5 46,525
LITTELFUSE INC COM 53700810 17,549 556,229 SH DEFINED 1,2,6 556,229
LIVE NATION INC COM 53803410 12,962 1,225,102 SH DEFINED 1,2,5,6 1,225,102
LIVEPERSON INC COM 53814610 73 25,808 SH DEFINED 1,2 25,808
LIZ CLAIBORNE INC COM 53932010 44,352 3,134,421 SH DEFINED 1,2,5,6,10,12,13,14 3,134,421
LKQ CORP COM 50188920 24,054 1,331,135 SH DEFINED 1,2,5,6 1,331,135
LLOYDS TSB GROUP PLC SPONSORED 53943910 2,425 98,307 SH DEFINED 1,2 98,307
LMI AEROSPACE INC COM 50207910 1,852 105,431 SH DEFINED 1,2,5 105,431
LOCKHEED MARTIN CORP DBCV 539830AP 476 350,000 SH DEFINED 1 350,000
LOCKHEED MARTIN CORP COM 53983010 7,463,903 75,652,781 SH DEFINED 1,2,5,6,7,8,10,12,13,14 75,652,781
LODGENET INTERACTIVE COM 54021110 141 28,693 SH DEFINED 1,2 28,693
LODGIAN INC COM PAR $. 54021P40 2,204 281,536 SH DEFINED 1,2 281,536
LOEWS CORP COM 54042410 561,034 11,962,343 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,962,343
LOGITECH INTL S A SHS H5043023 998 37,244 SH DEFINED 1 37,244
LO-JACK CORP COM 53945110 1,487 186,860 SH DEFINED 1 186,860
LONGS DRUG STORES CO COM 54316210 25,171 597,746 SH DEFINED 1,2,5 597,746
LOOPNET INC COM 54352430 4,498 398,029 SH DEFINED 1,2,6 398,029
LORAL SPACE & COMMUN COM 54388110 3,115 176,788 SH DEFINED 1,2 176,788
LORILLARD INC COM 54414710 344,786 4,985,335 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,985,335
LOUISIANA PAC CORP COM 54634710 26,952 3,174,571 SH DEFINED 1,2,5 3,174,571
LOWES COS INC COM 54866110 2,222,957 107,130,443 SH DEFINED 1,2,5,6,7,8,10,12,13,14 107,130,443
LSB INDS INC COM 50216010 4,509 227,749 SH DEFINED 1,2 227,749
LSI CORPORATION COM 50216110 122,852 20,008,401 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,008,401
LSI INDS INC COM 50216C10 2,214 272,638 SH DEFINED 1,2 272,638
LTC PPTYS INC COM 50217510 11,199 438,164 SH DEFINED 1,2,3,5 438,164
LTX CORP COM 50239210 1,977 898,616 SH DEFINED 1,2,5 898,616
LUBRIZOL CORP COM 54927110 142,179 3,068,841 SH DEFINED 1,2,5,7 3,068,841
LUBYS INC COM 54928210 1,447 237,155 SH DEFINED 1,2 237,155
LUCENT TECHNOLOGIES DBCV 2.87 549463AH 396 500,000 SH DEFINED 1 500,000
LUFKIN INDS INC COM 54976410 21,134 253,767 SH DEFINED 1,2,6 253,767
LULULEMON ATHLETICA COM 55002110 7,311 251,572 SH DEFINED 1,2,6 251,572
LUMBER LIQUIDATORS I COM 55003Q10 1,200 92,334 SH DEFINED 1,2 92,334
LUMINEX CORP DEL COM 55027E10 11,116 540,926 SH DEFINED 1,2,5,6 540,926
LUXOTTICA GROUP S P SPONSORED 55068R20 1,352 57,941 SH DEFINED 1 57,941
LYDALL INC DEL COM 55081910 8,780 699,593 SH DEFINED 1,2 699,593
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
M & F WORLDWIDE CORP COM 55254110 8,518 216,691 SH DEFINED 1,2,5,6 216,691
M & T BK CORP COM 55261F10 210,164 2,979,357 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,979,357
M D C HLDGS INC COM 55267610 56,102 1,436,313 SH DEFINED 1,2,5,6 1,436,313
M/I HOMES INC COM 55305B10 3,665 233,012 SH DEFINED 1,2 233,012
MACATAWA BK CORP COM 55422510 272 33,985 SH DEFINED 1,2 33,985
MACERICH CO COM 55438210 152,396 2,452,852 SH DEFINED 1,2,3,5,7,8,10,12,13,14 2,452,852
MAC-GRAY CORP COM 55415310 136 11,600 SH DEFINED 1 11,600
MACK CALI RLTY CORP COM 55448910 65,697 1,922,637 SH DEFINED 1,2,3,5 1,922,637
MACQUARIE INFRASTR C MEMBERSHIP 55608B10 1,471 58,174 SH DEFINED 1,2 58,174
MACROVISION SOLUTION COM 55611C10 28,853 1,928,700 SH DEFINED 1,2,5,6,7 1,928,700
MACYS INC COM 55616P10 274,749 14,147,724 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,147,724
MADDEN STEVEN LTD COM 55626910 5,602 304,793 SH DEFINED 1,2,5 304,793
MAGELLAN HEALTH SVCS COM NEW 55907920 24,055 649,614 SH DEFINED 1,2,6 649,614
MAGELLAN MIDSTREAM H COM LP INT 55907R10 429 19,076 SH DEFINED 1,2 19,076
MAGELLAN MIDSTREAM P COM UNIT R 55908010 3,357 94,323 SH DEFINED 1,2 94,323
MAGMA DESIGN AUTOMAT COM 55918110 3,760 619,465 SH DEFINED 1,2 619,465
MAGNA ENTMT CORP CL A 55921110 81 144,376 SH DEFINED 1,2,5 144,376
MAGNETEK INC COM 55942410 230 54,326 SH DEFINED 1,5 54,326
MAGUIRE PPTYS INC COM 55977510 14,678 1,206,043 SH DEFINED 1,2,3,5,8 1,206,043
MAGYAR TELEKOM TELEC SPONSORED 55977610 287 11,907 SH DEFINED 1 11,907
MAIDEN HOLDINGS LTD SHS G5753U11 4,055 633,600 SH DEFINED 1,2 633,600
MAIDENFORM BRANDS IN COM 56030510 6,603 489,127 SH DEFINED 1,2 489,127
MAINSOURCE FINANCIAL COM 56062Y10 5,553 358,252 SH DEFINED 1,2 358,252
MAIR HOLDINGS INC COM 56063510 67 16,449 SH DEFINED 1 16,449
MAJESCO ENTERTAINMEN COM NEW 56069020 16 18,100 SH DEFINED 1 18,100
MAKITA CORP ADR NEW 56087730 276 6,736 SH DEFINED 1,2 6,736
MANHATTAN ASSOCS INC COM 56275010 16,392 690,768 SH DEFINED 1,2,5,6 690,768
MANITOWOC INC COM 56357110 149,310 4,589,903 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,589,903
MANNATECH INC COM 56377110 8,112 1,491,251 SH DEFINED 1,2 1,491,251
MANNKIND CORP COM 56400P20 2,194 731,434 SH DEFINED 1,2,6 731,434
MANPOWER INC COM 56418H10 95,321 1,636,695 SH DEFINED 1,2,5,7,8,10,12,13,14 1,636,695
MANTECH INTL CORP CL A 56456310 20,588 427,843 SH DEFINED 1,2,6 427,843
MANULIFE FINL CORP COM 56501R10 7,573 218,180 SH DEFINED 1,5,13 218,180
MAP PHARMACEUTICALS COM 56509R10 1,026 99,369 SH DEFINED 1,2 99,369
MARATHON OIL CORP COM 56584910 1,314,782 25,347,643 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,347,643
MARCHEX INC CL B 56624R10 4,383 355,802 SH DEFINED 1,2,6 355,802
MARCUS CORP COM 56633010 5,710 381,918 SH DEFINED 1,2 381,918
MARINE PRODS CORP COM 56842710 1,243 188,292 SH DEFINED 1,2 188,292
MARINEMAX INC COM 56790810 1,794 250,203 SH DEFINED 1,2 250,203
MARINER ENERGY INC COM 56845T30 52,389 1,417,077 SH DEFINED 1,2,5 1,417,077
MARKEL CORP COM 57053510 36,928 100,621 SH DEFINED 1,2,5,12 100,621
MARKETAXESS HLDGS IN COM 57060D10 3,474 459,474 SH DEFINED 1,2,6 459,474
MARKWEST ENERGY PART UNIT LTD P 57075910 2,042 57,300 SH DEFINED 1,2 57,300
MARRIOTT INTL INC NE CL A 57190320 277,235 10,565,377 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,565,377
MARSH & MCLENNAN COS COM 57174810 420,008 15,819,518 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,819,518
MARSHALL & ILSLEY CO COM 57183710 137,853 8,992,342 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,992,342
MARSHALL EDWARDS INC COM 57232230 85 33,136 SH DEFINED 1 33,136
MARTEK BIOSCIENCES C COM 57290110 85,553 2,537,920 SH DEFINED 1,2,5,6,7,8,13 2,537,920
MARTEN TRANS LTD COM 57307510 3,418 214,031 SH DEFINED 1,2 214,031
MARTHA STEWART LIVIN CL A 57308310 2,684 362,768 SH DEFINED 1,2,6 362,768
MARTIN MARIETTA MATL COM 57328410 84,009 810,974 SH DEFINED 1,2,5,7,8,10,12,13,14 810,974
MARTIN MIDSTREAM PRT UNIT L P I 57333110 270 8,231 SH DEFINED 1,2 8,231
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
MARVEL ENTERTAINMENT COM 57383T10 46,069 1,433,370 SH DEFINED 1,2,5,6,7,8 1,433,370
MARVELL TECHNOLOGY G ORD G5876H10 112,521 6,371,507 SH DEFINED 1,2,5,7,8,10,12,13,14 6,371,507
MASCO CORP COM 57459910 157,350 10,003,147 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,003,147
MASIMO CORP COM 57479510 22,732 661,780 SH DEFINED 1,2,6 661,780
MASSBANK CORP READ M COM 57615210 1,663 42,010 SH DEFINED 1,2 42,010
MASSEY ENERGY CORP COM 57620610 288,079 3,072,839 SH DEFINED 1,2,5,6,7,10,13,14 3,072,839
MASTEC INC COM 57632310 6,589 618,109 SH DEFINED 1,2,5 618,109
MASTERCARD INC CL A 57636Q10 344,162 1,296,180 SH DEFINED 1,2,5,7,8,10,12,13,14 1,296,180
MATERIAL SCIENCES CO COM 57667410 123 15,138 SH DEFINED 1 15,138
MATRIX SVC CO COM 57685310 9,956 431,762 SH DEFINED 1,2,5,6 431,762
MATRIXX INITIATIVES COM 57685L10 205 12,292 SH DEFINED 1 12,292
MATSUSHITA ELEC INDL ADR 57687920 4,147 193,610 SH DEFINED 1,2 193,610
MATTEL INC COM 57708110 167,395 9,777,744 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,777,744
MATTHEWS INTL CORP CL A 57712810 37,819 835,587 SH DEFINED 1,2,5,6 835,587
MATTSON TECHNOLOGY I COM 57722310 4,331 909,923 SH DEFINED 1,2,6 909,923
MAUI LD & PINEAPPLE COM 57734510 1,962 66,609 SH DEFINED 1,2 66,609
MAX CAPITAL GROUP LT SHS G6052F10 19,243 902,161 SH DEFINED 1,2,5 902,161
MAXIMUS INC COM 57793310 14,299 410,654 SH DEFINED 1,2,5 410,654
MAXWELL TECHNOLOGIES COM 57776710 2,167 204,023 SH DEFINED 1,2 204,023
MAXYGEN INC COM 57777610 1,346 397,062 SH DEFINED 1,2 397,062
MB FINANCIAL INC NEW COM 55264U10 11,507 512,101 SH DEFINED 1,2 512,101
MBIA INC COM 55262C10 26,485 6,033,018 SH DEFINED 1,2,5,6,10,12,13,14 6,033,018
MBT FINL CORP COM 57887710 110 18,417 SH DEFINED 1 18,417
MCAFEE INC COM 57906410 116,362 3,419,409 SH DEFINED 1,2,5,7,8,10,12,13,14 3,419,409
MCCLATCHY CO CL A 57948910 7,797 1,150,048 SH DEFINED 1,2,5,8,13 1,150,048
MCCORMICK & CO INC COM NON VT 57978020 132,667 3,720,342 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,720,342
MCCORMICK & SCHMICKS COM 57979310 154 16,015 SH DEFINED 1,2 16,015
MCDERMOTT INTL INC COM 58003710 306,588 4,953,755 SH DEFINED 1,2,5,7,8,10,12,13,14 4,953,755
MCDONALDS CORP COM 58013510 2,406,172 42,799,220 SH DEFINED 1,2,5,6,7,8,10,12,13,14 42,799,220
MCG CAPITAL CORP COM 58047P10 5,657 1,421,313 SH DEFINED 1,2 1,421,313
MCGRATH RENTCORP COM 58058910 8,732 355,096 SH DEFINED 1,2 355,096
MCGRAW HILL COS INC COM 58064510 411,413 10,254,562 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,254,562
MCKESSON CORP COM 58155Q10 534,218 9,554,965 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,554,965
MCMORAN EXPLORATION COM 58241110 61,072 2,219,169 SH DEFINED 1,2,6,7 2,219,169
MDRNA INC COM 55276N10 38 30,945 SH DEFINED 1,2 30,945
MDU RES GROUP INC COM 55269010 141,791 4,067,454 SH DEFINED 1,2,5,7,8,10,12,13,14 4,067,454
MEADOWBROOK INS GROU COM 58319P10 2,386 450,234 SH DEFINED 1,2 450,234
MEADWESTVACO CORP COM 58333410 139,894 5,868,053 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,868,053
MEASUREMENT SPECIALT COM 58342110 4,738 269,357 SH DEFINED 1,2 269,357
MECHEL OAO SPONSORED 58384010 85,287 1,721,588 SH DEFINED 1,2,4,5,7 1,721,588
MEDALLION FINL CORP COM 58392810 1,562 165,817 SH DEFINED 1,2 165,817
MEDAREX INC COM 58391610 25,176 3,808,844 SH DEFINED 1,2,5,6,8 3,808,844
MEDASSETS INC COM 58404510 3,562 208,940 SH DEFINED 1,2,6 208,940
MEDCATH CORP COM 58404W10 6,233 346,661 SH DEFINED 1,2,6 346,661
MEDCO HEALTH SOLUTIO COM 58405U10 721,436 15,284,661 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,284,661
MEDIA GEN INC CL A 58440410 6,471 541,546 SH DEFINED 1,2 541,546
MEDIACOM COMMUNICATI CL A 58446K10 5,434 1,017,528 SH DEFINED 1,2,5,6 1,017,528
MEDICAL ACTION INDS COM 58449L10 1,917 184,855 SH DEFINED 1,2 184,855
MEDICAL PPTYS TRUST COM 58463J30 14,743 1,456,843 SH DEFINED 1,2,3 1,456,843
MEDICAL STAFFING NET COM 58463F10 41 10,578 SH DEFINED 1 10,578
MEDICINES CO COM 58468810 18,024 909,387 SH DEFINED 1,2,5,6 909,387
MEDICIS PHARMACEUTIC CL A NEW 58469030 32,414 1,559,865 SH DEFINED 1,2,5,6 1,559,865
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
MEDIFAST INC COM 58470H10 123 23,352 SH DEFINED 1,2,5 23,352
MEDIS TECHNOLOGIES L COM 58500P10 1,052 311,157 SH DEFINED 1,2,5,6 311,157
MEDIVATION INC COM 58501N10 3,675 310,657 SH DEFINED 1,2,6 310,657
MEDTRONIC INC NOTE 1.62 585055AM 802 750,000 SH DEFINED 1 750,000
MEDTRONIC INC COM 58505510 1,935,744 37,405,680 SH DEFINED 1,2,5,6,7,8,10,12,13,14 37,405,680
MEMC ELECTR MATLS IN COM 55271510 412,580 6,704,256 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,704,256
MEMORY PHARMACEUTICA COM 58606R40 35 89,900 SH DEFINED 1 89,900
MENS WEARHOUSE INC COM 58711810 25,207 1,547,365 SH DEFINED 1,2,5,6 1,547,365
MENTOR CORP MINN COM 58718810 15,143 544,315 SH DEFINED 1,2,5,6 544,315
MENTOR GRAPHICS CORP COM 58720010 34,278 2,169,478 SH DEFINED 1,2,5 2,169,478
MERCADOLIBRE INC COM 58733R10 15,595 452,153 SH DEFINED 1,2,6 452,153
MERCANTILE BANK CORP COM 58737610 76 10,623 SH DEFINED 1,5 10,623
MERCER INTL INC COM 58805610 3,115 416,392 SH DEFINED 1,2 416,392
MERCK & CO INC COM 58933110 2,864,223 75,994,242 SH DEFINED 1,2,5,6,7,8,10,12,13,14 75,994,242
MERCURY COMPUTER SYS COM 58937810 2,736 363,295 SH DEFINED 1,2,5 363,295
MERCURY GENL CORP NE COM 58940010 43,654 934,371 SH DEFINED 1,2,5,12 934,371
MEREDITH CORP COM 58943310 26,548 938,424 SH DEFINED 1,2,5,6,10,13,14 938,424
MERGE HEALTHCARE INC COM 58949910 49 41,957 SH DEFINED 1,5 41,957
MERIDIAN BIOSCIENCE COM 58958410 16,752 622,287 SH DEFINED 1,2,6 622,287
MERIDIAN INTERSTAT B COM 58964Q10 1,060 109,045 SH DEFINED 1,2 109,045
MERIDIAN RESOURCE CO COM 58977Q10 4,389 1,487,744 SH DEFINED 1,2,5 1,487,744
MERIT MED SYS INC COM 58988910 8,213 558,714 SH DEFINED 1,2,6 558,714
MERITAGE HOMES CORP COM 59001A10 39,179 2,582,639 SH DEFINED 1,2,5,6 2,582,639
MERIX CORP COM 59004910 89 38,729 SH DEFINED 1,5 38,729
MERRILL LYNCH & CO I COM 59018810 2,598,178 81,935,612 SH DEFINED 1,2,5,6,7,8,10,12,13,14 81,935,612
MERUELO MADDUX PROPE COM 59047310 1,586 727,616 SH DEFINED 1,2 727,616
MESA AIR GROUP INC COM 59047910 20 38,268 SH DEFINED 1 38,268
MET PRO CORP COM 59087630 1,952 146,233 SH DEFINED 1,2 146,233
METABOLIX INC COM 59101880 2,060 210,250 SH DEFINED 1,2 210,250
METALICO INC COM 59117610 5,413 308,956 SH DEFINED 1,2,6 308,956
METALLINE MINING INC COM 59125710 22 13,367 SH DEFINED 1,2 13,367
METAVANTE TECHNOLOGI COM 59140710 38,337 1,694,840 SH DEFINED 1,2,5,6,7,12 1,694,840
METHANEX CORP COM 59151K10 1,114 39,741 SH DEFINED 1 39,741
METHODE ELECTRS INC COM 59152020 19,156 1,833,117 SH DEFINED 1,2 1,833,117
METLIFE INC COM 59156R10 1,290,193 24,449,360 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,449,360
METROCORP BANCSHARES COM 59165010 122 10,154 SH DEFINED 1 10,154
METROPCS COMMUNICATI COM 59170810 51,961 2,933,964 SH DEFINED 1,2,5,7,8,10,12,13,14 2,933,964
METROPOLITAN HEALTH COM 59214210 45 25,154 SH DEFINED 1,5 25,154
METTLER TOLEDO INTER COM 59268810 33,468 352,814 SH DEFINED 1,2,5,6 352,814
MF GLOBAL LTD SHS G6064210 4,876 772,779 SH DEFINED 1,2,5,6,7 772,779
MFA MTG INVTS INC COM 55272X10 27,081 4,153,456 SH DEFINED 1,2,7,8 4,153,456
MGE ENERGY INC COM 55277P10 11,581 355,017 SH DEFINED 1,2 355,017
MGIC INVT CORP WIS COM 55284810 21,167 3,464,258 SH DEFINED 1,2,5,6,10,12,13,14 3,464,258
MGM MIRAGE COM 55295310 51,475 1,518,889 SH DEFINED 1,2,5,7,8,10,12,13,14 1,518,889
MGP INGREDIENTS INC COM 55302G10 72 12,421 SH DEFINED 1,2 12,421
MICREL INC COM 59479310 11,910 1,301,596 SH DEFINED 1,2,5,6 1,301,596
MICROCHIP TECHNOLOGY COM 59501710 168,025 5,501,810 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,501,810
MICRON TECHNOLOGY IN COM 59511210 155,148 25,858,040 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,858,040
MICRONETICS INC DEL COM 59512510 85 10,033 SH DEFINED 1 10,033
MICROS SYS INC COM 59490110 59,568 1,953,706 SH DEFINED 1,2,6,7 1,953,706
MICROSEMI CORP COM 59513710 36,600 1,453,533 SH DEFINED 1,2,5,6 1,453,533
MICROSOFT CORP COM 59491810 7,381,964 268,337,481 SH DEFINED 1,2,5,6,7,8,10,12,13,14 268,337,481
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
MICROSTRATEGY INC CL A NEW 59497240 18,250 281,857 SH DEFINED 1,2,5,6 281,857
MICROTUNE INC DEL COM 59514P10 2,481 716,939 SH DEFINED 1,2,5 716,939
MICROVISION INC DEL COM 59496010 1,898 690,082 SH DEFINED 1,2 690,082
MICRUS ENDOVASCULAR COM 59518V10 2,487 177,410 SH DEFINED 1,2,5 177,410
MID-AMER APT CMNTYS COM 59522J10 42,232 827,434 SH DEFINED 1,2,3 827,434
MIDAS GROUP INC COM 59562610 4,175 309,235 SH DEFINED 1,2 309,235
MIDDLEBROOK PHARMACE COM 59608710 1,461 432,106 SH DEFINED 1,2 432,106
MIDDLEBY CORP COM 59627810 12,068 274,836 SH DEFINED 1,2,6 274,836
MIDDLESEX WATER CO COM 59668010 2,555 154,019 SH DEFINED 1,2,5 154,019
MIDWAY GAMES INC COM 59814810 774 351,619 SH DEFINED 1,2 351,619
MIDWEST BANC HOLDING COM 59825110 1,702 349,471 SH DEFINED 1,2 349,471
MILLER HERMAN INC COM 60054410 33,823 1,358,892 SH DEFINED 1,2,5,6,8 1,358,892
MILLICOM INTL CELLUL SHS NEW L6388F11 11,930 115,262 SH DEFINED 1,5,12 115,262
MILLIPORE CORP COM 60107310 111,836 1,648,043 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,648,043
MINDSPEED TECHNOLOGI COM 60268210 111 126,124 SH DEFINED 1,2,5 126,124
MINE SAFETY APPLIANC COM 60272010 28,002 700,219 SH DEFINED 1,2,5,6 700,219
MINERALS TECHNOLOGIE COM 60315810 37,759 593,787 SH DEFINED 1,2,5 593,787
MINRAD INTL INC COM 60443P10 32 15,782 SH DEFINED 1,2 15,782
MIPS TECHNOLOGIES IN COM 60456710 2,423 646,266 SH DEFINED 1,2 646,266
MIRANT CORP NEW COM 60467R10 151,872 3,879,224 SH DEFINED 1,2,5,7,8,10,12,13,14 3,879,224
MISSION WEST PPTYS I COM 60520310 3,080 281,004 SH DEFINED 1,2,3,5 281,004
MITCHAM INDS INC COM 60650110 1,669 97,744 SH DEFINED 1,2 97,744
MITSUBISHI UFJ FINL SPONSORED 60682210 4,331 492,181 SH DEFINED 1,2 492,181
MITSUI & CO LTD ADR 60682720 2,335 5,296 SH DEFINED 1,2 5,296
MIVA INC COM 55311R10 61 57,805 SH DEFINED 1,5 57,805
MIZUHO FINL GROUP IN SPONSORED 60687Y10 320 34,565 SH DEFINED 1 34,565
MKS INSTRUMENT INC COM 55306N10 37,331 1,704,605 SH DEFINED 1,2,5 1,704,605
MOBILE MINI INC COM 60740F10 12,063 603,165 SH DEFINED 1,2,5,6 603,165
MOBILE TELESYSTEMS O SPONSORED 60740910 113,755 1,484,856 SH DEFINED 1,2,4,5,7 1,484,856
MODINE MFG CO COM 60782810 9,228 746,025 SH DEFINED 1,2,5 746,025
MODTECH HLDGS INC COM 60783C10 1 13,960 SH DEFINED 1 13,960
MOHAWK INDS INC COM 60819010 95,003 1,482,110 SH DEFINED 1,2,5,7,8,10,12,13,14 1,482,110
MOLECULAR INSIGHT PH COM 60852M10 1,082 196,395 SH DEFINED 1,2 196,395
MOLEX INC COM 60855410 84,415 3,458,215 SH DEFINED 1,2,5,6,10,12,13,14 3,458,215
MOLEX INC CL A 60855420 2,681 117,014 SH DEFINED 1,2,5,12 117,014
MOLINA HEALTHCARE IN COM 60855R10 11,399 468,322 SH DEFINED 1,2 468,322
MOLSON COORS BREWING CL B 60871R20 250,937 4,618,755 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,618,755
MOMENTA PHARMACEUTIC COM 60877T10 9,547 776,219 SH DEFINED 1,2,5,6 776,219
MONACO COACH CORP COM 60886R10 238 78,153 SH DEFINED 1,2 78,153
MONARCH CASINO & RES COM 60902710 5,147 436,147 SH DEFINED 1,2,6 436,147
MONEYGRAM INTL INC COM 60935Y10 243 269,644 SH DEFINED 1,2,5 269,644
MONMOUTH REAL ESTATE CL A 60972010 1,523 237,947 SH DEFINED 1,2,3 237,947
MONOGRAM BIOSCIENCES COM 60975U10 171 155,183 SH DEFINED 1 155,183
MONOLITHIC PWR SYS I COM 60983910 7,816 361,539 SH DEFINED 1,2,6 361,539
MONOTYPE IMAGING HOL COM 61022P10 5,713 469,046 SH DEFINED 1,2,6 469,046
MONRO MUFFLER BRAKE COM 61023610 4,061 262,026 SH DEFINED 1,2,5 262,026
MONSANTO CO NEW COM 61166W10 2,114,630 16,724,376 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,724,376
MONSTER WORLDWIDE IN COM 61174210 73,125 3,548,057 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,548,057
MONTPELIER RE HOLDIN SHS G6218510 26,076 1,767,859 SH DEFINED 1,2,5 1,767,859
MOODYS CORP COM 61536910 241,285 7,005,948 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,005,948
MOOG INC CL A 61539420 24,186 649,456 SH DEFINED 1,2 649,456
MORGAN STANLEY COM NEW 61744644 6,548,281 181,543,696 SH DEFINED 1,2,5,6,7,8,10,12,13,14 181,543,696
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
MORGANS HOTEL GROUP COM 61748W10 3,798 368,748 SH DEFINED 1,2,6 368,748
MORNINGSTAR INC COM 61770010 8,971 124,548 SH DEFINED 1,2,6 124,548
MORTONS RESTAURANT G COM 61943010 96 13,944 SH DEFINED 1,2 13,944
MOSAIC CO COM 61945A10 376,061 2,598,899 SH DEFINED 1,2,5,7,8,10,12,13,14 2,598,899
MOSYS INC COM 61971810 153 31,222 SH DEFINED 1 31,222
MOTOROLA INC COM 62007610 485,978 66,209,490 SH DEFINED 1,2,5,6,7,8,10,12,13,14 66,209,490
MOVADO GROUP INC COM 62458010 6,942 350,631 SH DEFINED 1,2 350,631
MOVE INC COM COM 62458M10 5,522 2,369,802 SH DEFINED 1,2,5,6 2,369,802
MPS GROUP INC COM 55340910 29,366 2,762,560 SH DEFINED 1,2,5 2,762,560
MRV COMMUNICATIONS I COM 55347710 2,518 2,115,730 SH DEFINED 1,2,5,6 2,115,730
MSC INDL DIRECT INC CL A 55353010 33,646 762,769 SH DEFINED 1,2,5,6 762,769
MSC SOFTWARE CORP COM 55353110 6,966 634,406 SH DEFINED 1,2,6 634,406
MSCI INC CL A 55354G10 14,133 389,446 SH DEFINED 1,2,5,6 389,446
MTR GAMING GROUP INC COM 55376910 122 25,678 SH DEFINED 1,2,5,6 25,678
MTS SYS CORP COM 55377710 12,200 340,010 SH DEFINED 1,2,6 340,010
MUELLER INDS INC COM 62475610 23,404 726,817 SH DEFINED 1,2,5 726,817
MUELLER WTR PRODS IN COM SER A 62475810 15,082 1,868,859 SH DEFINED 1,2 1,868,859
MUELLER WTR PRODS IN COM SER B 62475820 971 113,702 SH DEFINED 1,2 113,702
MULTI COLOR CORP COM 62538310 2,340 111,478 SH DEFINED 1,2 111,478
MULTI FINELINE ELECT COM 62541B10 4,416 159,578 SH DEFINED 1,2,6 159,578
MULTIMEDIA GAMES INC COM 62545310 750 169,646 SH DEFINED 1,2,5 169,646
MURPHY OIL CORP COM 62671710 588,713 6,004,210 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,004,210
MVC CAPITAL INC COM 55382910 4,368 319,054 SH DEFINED 1,2 319,054
MWI VETERINARY SUPPL COM 55402X10 4,002 120,880 SH DEFINED 1,2,6 120,880
MYERS INDS INC COM 62846410 3,404 417,615 SH DEFINED 1,2,6 417,615
MYLAN INC COM 62853010 106,564 8,828,792 SH DEFINED 1,2,5,6,10,12,13,14 8,828,792
MYRIAD GENETICS INC COM 62855J10 44,165 970,233 SH DEFINED 1,2,5,6 970,233
NABI BIOPHARMACEUTIC COM 62951910 3,916 993,980 SH DEFINED 1,2,5,6 993,980
NABORS INDS INC NOTE 0.94 629568AP 1,230 1,000,000 SH DEFINED 1 1,000,000
NABORS INDUSTRIES LT SHS G6359F10 474,453 9,637,468 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,637,468
NACCO INDS INC CL A 62957910 6,846 92,076 SH DEFINED 1,2 92,076
NALCO HOLDING COMPAN COM 62985Q10 37,697 1,782,356 SH DEFINED 1,2,5,6 1,782,356
NAM TAI ELECTRS INC COM PAR $0 62986520 353 27,008 SH DEFINED 1,5 27,008
NANOGEN INC COM 63007510 29 76,103 SH DEFINED 1,5 76,103
NANOPHASE TCHNOLOGIE COM 63007910 36 15,558 SH DEFINED 1 15,558
NANOSPHERE INC COM 63009F10 765 97,314 SH DEFINED 1,2 97,314
NAPCO SEC SYS INC COM 63040210 78 17,109 SH DEFINED 1 17,109
NAPSTER INC COM 63079710 78 55,042 SH DEFINED 1,2,5 55,042
NARA BANCORP INC COM 63080P10 6,704 624,798 SH DEFINED 1,2,5 624,798
NASB FINL INC COM 62896810 1,085 61,010 SH DEFINED 1,2 61,010
NASDAQ OMX GROUP INC COM 63110310 80,083 3,016,291 SH DEFINED 1,2,5,7,8,10,12,13,14 3,016,291
NASH FINCH CO COM 63115810 34,200 997,969 SH DEFINED 1,2,7,8 997,969
NATCO GROUP INC CL A 63227W20 19,970 366,217 SH DEFINED 1,2,5,6 366,217
NATIONAL BEVERAGE CO COM 63501710 1,176 161,737 SH DEFINED 1,2 161,737
NATIONAL BK GREECE S SPONSORED 63364340 3,805 426,135 SH DEFINED 1,2 426,135
NATIONAL CINEMEDIA I COM 63530910 6,724 630,724 SH DEFINED 1,2,6 630,724
NATIONAL CITY CORP COM 63540510 117,678 24,670,507 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,670,507
NATIONAL COAL CORP COM NEW 63238120 2,777 313,044 SH DEFINED 1,2 313,044
NATIONAL FINL PARTNE COM 63607P20 16,712 843,182 SH DEFINED 1,2 843,182
NATIONAL FUEL GAS CO COM 63618010 84,729 1,424,489 SH DEFINED 1,2,5 1,424,489
NATIONAL GRID PLC SPON ADR N 63627430 1,452 22,011 SH DEFINED 1 22,011
NATIONAL HEALTH INVS COM 63633D10 11,179 392,099 SH DEFINED 1,2,3 392,099
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 HEALTHCARE COM 63590610 5,944 129,704 SH DEFINED 1,2,3,5 129,704
NATIONAL INSTRS CORP COM 63651810 37,554 1,323,731 SH DEFINED 1,2,5,6 1,323,731
NATIONAL INTERSTATE COM 63654U10 2,378 129,374 SH DEFINED 1,2 129,374
NATIONAL OILWELL VAR COM 63707110 1,311,955 14,787,594 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,787,594
NATIONAL PENN BANCSH COM 63713810 36,989 2,785,344 SH DEFINED 1,2,5 2,785,344
NATIONAL PRESTO INDS COM 63721510 5,602 87,279 SH DEFINED 1,2,5 87,279
NATIONAL RETAIL PROP COM 63741710 30,826 1,474,941 SH DEFINED 1,2,3,5 1,474,941
NATIONAL SEMICONDUCT COM 63764010 163,938 7,981,398 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,981,398
NATIONAL WESTN LIFE CL A 63852210 8,123 37,176 SH DEFINED 1,2 37,176
NATIONWIDE FINL SVCS CL A 63861210 28,066 584,593 SH DEFINED 1,2,5,7,8,10,12,13,14 584,593
NATIONWIDE HEALTH PP COM 63862010 100,567 3,193,623 SH DEFINED 1,2,3,5 3,193,623
NATURAL GAS SERVICES COM 63886Q10 4,545 149,113 SH DEFINED 1,2 149,113
NATURAL RESOURCE PAR COM UNIT L 63900P10 1,649 40,023 SH DEFINED 1,2 40,023
NATUS MEDICAL INC DE COM 63905010 7,720 368,652 SH DEFINED 1,2,6 368,652
NATUZZI S P A ADR 63905A10 38 11,801 SH DEFINED 1,5 11,801
NAUTILUS INC COM 63910B10 2,656 522,744 SH DEFINED 1,2,5 522,744
NAVARRE CORP COM 63920810 70 42,817 SH DEFINED 1,5 42,817
NAVIGANT CONSULTING COM 63935N10 47,044 2,405,101 SH DEFINED 1,2,6 2,405,101
NAVIGATORS GROUP INC COM 63890410 13,862 256,461 SH DEFINED 1,2 256,461
NAVIOS MARITIME PART UNIT LPI Y6226710 147 10,100 SH DEFINED 1 10,100
NAVTEQ CORP COM 63936L10 98,947 1,285,024 SH DEFINED 1,2,5,7,8,10,12,13,14 1,285,024
NBT BANCORP INC COM 62877810 11,066 536,937 SH DEFINED 1,2,5 536,937
NBTY INC COM 62878210 30,048 937,254 SH DEFINED 1,2,5,6 937,254
NCI BUILDING SYS INC COM 62885210 13,328 362,859 SH DEFINED 1,2 362,859
NCI INC CL A 62886K10 1,863 81,411 SH DEFINED 1,2 81,411
NCR CORP NEW COM 62886E10 91,843 3,644,553 SH DEFINED 1,2,5,7,12 3,644,553
NEENAH PAPER INC COM 64007910 4,259 254,880 SH DEFINED 1,2,5 254,880
NEKTAR THERAPEUTICS COM 64026810 5,587 1,667,711 SH DEFINED 1,2,5,6 1,667,711
NELNET INC CL A 64031N10 3,242 288,696 SH DEFINED 1,2 288,696
NEOGEN CORP COM 64049110 4,210 183,923 SH DEFINED 1,2 183,923
NEOPHARM INC COM 64091910 13 24,147 SH DEFINED 1 24,147
NEOSE TECHNOLOGIES I COM 64052210 13 43,289 SH DEFINED 1,5 43,289
NESS TECHNOLOGIES IN COM 64104X10 5,551 548,556 SH DEFINED 1,2,6 548,556
NET 1 UEPS TECHNOLOG COM NEW 64107N20 18,629 766,623 SH DEFINED 1,2,6 766,623
NET SERVICOS DE COMU SPONSD ADR 64109T20 644 51,150 SH DEFINED 1 51,150
NETAPP INC COM 64110D10 220,993 10,202,837 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,202,837
NETEASE COM INC SPONSORED 64110W10 451 20,700 SH DEFINED 1,2 20,700
NETEZZA CORP COM 64111N10 8,126 703,590 SH DEFINED 1,2,6 703,590
NETFLIX INC COM 64110L10 41,480 1,591,087 SH DEFINED 1,2,5,6 1,591,087
NETGEAR INC COM 64111Q10 14,496 1,045,860 SH DEFINED 1,2,6 1,045,860
NETLOGIC MICROSYSTEM COM 64118B10 9,464 285,050 SH DEFINED 1,2,5,6 285,050
NETSCOUT SYS INC COM 64115T10 3,907 365,824 SH DEFINED 1,2 365,824
NETSUITE INC COM 64118Q10 3,254 158,941 SH DEFINED 1,2,6 158,941
NETWORK ENGINES INC COM 64121A10 21 17,657 SH DEFINED 1 17,657
NETWORK EQUIP TECHNO COM 64120810 105 29,542 SH DEFINED 1,2,5 29,542
NEUROCRINE BIOSCIENC COM 64125C10 2,583 616,494 SH DEFINED 1,2,5,6 616,494
NEUROGEN CORP COM 64124E10 37 35,994 SH DEFINED 1,2 35,994
NEUSTAR INC CL A 64126X20 26,233 1,216,752 SH DEFINED 1,2,5,6 1,216,752
NEUTRAL TANDEM INC COM 64128B10 3,696 211,205 SH DEFINED 1,2,6 211,205
NEVADA GOLD & CASINO COM NEW 64126Q20 42 34,000 SH DEFINED 1 34,000
NEW FRONTIER MEDIA I COM 64439810 99 25,324 SH DEFINED 1 25,324
NEW JERSEY RES COM 64602510 25,558 782,777 SH DEFINED 1,2,5 782,777
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
NEW MOTION INC COM 64754V10 44 10,587 SH DEFINED 1 10,587
NEW ORIENTAL ED & TE SPON ADR 64758110 7,998 136,905 SH DEFINED 1,2,7 136,905
NEW YORK & CO INC COM 64929510 6,537 716,001 SH DEFINED 1,2,6 716,001
NEW YORK CMNTY BANCO COM 64944510 140,209 7,859,270 SH DEFINED 1,2,5,7,8,10,12,13,14 7,859,270
NEW YORK TIMES CO CL A 65011110 52,778 3,429,341 SH DEFINED 1,2,5,6,10,12,13,14 3,429,341
NEWALLIANCE BANCSHAR COM 65020310 23,296 1,866,634 SH DEFINED 1,2,5,6 1,866,634
NEWBRIDGE BANCORP COM 65080T10 142 20,558 SH DEFINED 1 20,558
NEWCASTLE INVT CORP COM 65105M10 6,093 869,235 SH DEFINED 1,2 869,235
NEWELL RUBBERMAID IN COM 65122910 152,094 9,058,632 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,058,632
NEWFIELD EXPL CO COM 65129010 194,327 2,978,184 SH DEFINED 1,2,5,7,8,10,12,13,14 2,978,184
NEWMARKET CORP COM 65158710 19,266 290,898 SH DEFINED 1,2,5,6 290,898
NEWMONT MINING CORP COM 65163910 722,625 13,854,012 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,854,012
NEWPARK RES INC COM PAR $. 65171850 13,647 1,736,207 SH DEFINED 1,2,6 1,736,207
NEWPORT CORP COM 65182410 6,846 601,055 SH DEFINED 1,2,5,6 601,055
NEWS CORP CL A 65248E10 961,459 63,926,824 SH DEFINED 1,2,5,6,7,8,10,12,13,14 63,926,824
NEWS CORP CL B 65248E20 33,327 2,171,131 SH DEFINED 1,2,5,7,8,10,12,13,14 2,171,131
NEWSTAR FINANCIAL IN COM 65251F10 2,743 464,121 SH DEFINED 1,2 464,121
NEXCEN BRANDS INC COM 65335110 25 43,833 SH DEFINED 1,2,6 43,833
NEXEN INC COM 65334H10 335 8,424 SH DEFINED 1 8,424
NEXSTAR BROADCASTING CL A 65336K10 52 12,675 SH DEFINED 1,2 12,675
NEXTWAVE WIRELESS IN COM 65337Y10 2,387 590,814 SH DEFINED 1,2,8 590,814
NGAS RESOURCES INC COM 62912T10 394 42,460 SH DEFINED 1,5 42,460
NGP CAP RES CO COM 62912R10 5,616 364,444 SH DEFINED 1,2 364,444
NIC INC COM 62914B10 4,965 727,008 SH DEFINED 1,2,6 727,008
NICOR INC COM 65408610 70,769 1,661,638 SH DEFINED 1,2,5,6,10,13,14 1,661,638
NIGHTHAWK RADIOLOGY COM 65411N10 1,839 259,797 SH DEFINED 1,2 259,797
NII HLDGS INC CL B NEW 62913F20 112,440 2,367,655 SH DEFINED 1,2,5,7,8,10,12,13,14 2,367,655
NIKE INC CL B 65410610 756,282 12,687,165 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,687,165
NIPPON TELEG & TEL C SPONSORED 65462410 883 36,358 SH DEFINED 1 36,358
NISOURCE INC COM 65473P10 166,679 9,301,304 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,301,304
NISSAN MOTORS SPONSORED 65474440 1,152 70,049 SH DEFINED 1 70,049
NITROMED INC COM 65479850 18 17,419 SH DEFINED 1 17,419
NL INDS INC COM NEW 62915640 1,117 117,159 SH DEFINED 1,2 117,159
NMS COMMUNICATIONS C COM 62924810 57 51,117 SH DEFINED 1 51,117
NMT MED INC COM 62929410 87 18,658 SH DEFINED 1 18,658
NN INC COM 62933710 2,635 189,056 SH DEFINED 1,2 189,056
NOBLE CORPORATION SHS G6542210 584,416 8,996,551 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,996,551
NOBLE ENERGY INC COM 65504410 581,841 5,786,008 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,786,008
NOKIA CORP SPONSORED 65490220 10,460 426,926 SH DEFINED 1,2 426,926
NOMURA HLDGS INC SPONSORED 65535H20 1,839 124,659 SH DEFINED 1,2 124,659
NORDIC AMERICAN TANK COM G6577310 17,567 452,521 SH DEFINED 1,2,5 452,521
NORDSON CORP COM 65566310 68,144 934,893 SH DEFINED 1,2,5,6 934,893
NORDSTROM INC COM 65566410 161,885 5,342,749 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,342,749
NORFOLK SOUTHERN COR COM 65584410 709,859 11,326,933 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,326,933
NORTEL NETWORKS CORP COM NEW 65656850 236 28,718 SH DEFINED 1,2,6,12,14 28,718
NORTHEAST UTILS COM 66439710 65,901 2,581,304 SH DEFINED 1,2,5,12 2,581,304
NORTHERN OIL & GAS I COM 66553110 3,301 248,597 SH DEFINED 1,2 248,597
NORTHERN TR CORP COM 66585910 542,561 7,912,518 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,912,518
NORTHFIELD BANCORP I COM 66611L10 2,408 224,017 SH DEFINED 1,2 224,017
NORTHFIELD LABS INC COM 66613510 22 30,870 SH DEFINED 1 30,870
NORTHROP GRUMMAN COR COM 66680710 2,191,621 32,759,657 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,759,657
NORTHSTAR NEUROSCIEN COM 66704V10 84 52,839 SH DEFINED 1,2 52,839
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
NORTHSTAR RLTY FIN C COM 66704R10 10,547 1,267,628 SH DEFINED 1,2 1,267,628
NORTHWEST AIRLS CORP COM 66728040 54,657 8,206,732 SH DEFINED 1,2,5 8,206,732
NORTHWEST BANCORP IN COM 66732810 5,638 258,368 SH DEFINED 1,2 258,368
NORTHWEST NAT GAS CO COM 66765510 36,391 786,654 SH DEFINED 1,2,5 786,654
NORTHWEST PIPE CO COM 66774610 7,490 134,235 SH DEFINED 1,2,5 134,235
NORTHWESTERN CORP COM NEW 66807430 17,508 688,762 SH DEFINED 1,2 688,762
NOVA BIOSOURCE FUELS COM 65488W10 11 16,051 SH DEFINED 1,2 16,051
NOVAMED INC DEL COM 66986W10 71 18,903 SH DEFINED 1 18,903
NOVARTIS A G SPONSORED 66987V10 5,841 106,119 SH DEFINED 1,2 106,119
NOVATEL WIRELESS INC COM NEW 66987M60 9,689 870,567 SH DEFINED 1,2,5,6 870,567
NOVAVAX INC COM 67000210 1,614 648,383 SH DEFINED 1,2,5 648,383
NOVELL INC COM 67000610 54,841 9,310,946 SH DEFINED 1,2,5,6,10,13,14 9,310,946
NOVELLUS SYS INC COM 67000810 55,807 2,633,670 SH DEFINED 1,2,5,6,10,12,13,14 2,633,670
NOVEN PHARMACEUTICAL COM 67000910 4,069 380,677 SH DEFINED 1,2,6 380,677
NOVO-NORDISK A S ADR 67010020 1,327 20,103 SH DEFINED 1 20,103
NPS PHARMACEUTICALS COM 62936P10 2,466 554,130 SH DEFINED 1,2,5 554,130
NRG ENERGY INC COM NEW 62937750 205,235 4,784,032 SH DEFINED 1,2,5,7,8,10,12,13,14 4,784,032
NSTAR COM 67019E10 58,002 1,715,007 SH DEFINED 1,2,5,12 1,715,007
NTELOS HLDGS CORP COM 67020Q10 14,800 583,374 SH DEFINED 1,2,6 583,374
NTT DOCOMO INC SPONS ADR 62942M20 1,759 120,484 SH DEFINED 1,2 120,484
NU HORIZONS ELECTRS COM 66990810 125 25,768 SH DEFINED 1,5 25,768
NU SKIN ENTERPRISES CL A 67018T10 12,285 823,396 SH DEFINED 1,2 823,396
NUANCE COMMUNICATION COM 67020Y10 24,807 1,583,061 SH DEFINED 1,2,5 1,583,061
NUCOR CORP COM 67034610 875,508 11,725,028 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,725,028
NUSTAR ENERGY LP UNIT COM 67058H10 2,073 43,735 SH DEFINED 1,2 43,735
NUSTAR GP HOLDINGS L UNIT RESTG 67059L10 621 28,650 SH DEFINED 1,2 28,650
NUTRACEUTICAL INTL C COM 67060Y10 163 13,535 SH DEFINED 1 13,535
NUTRI SYS INC NEW COM 67069D10 15,482 1,094,938 SH DEFINED 1,2,5,6 1,094,938
NUVASIVE INC COM 67070410 24,219 542,294 SH DEFINED 1,2,6 542,294
NUVELO INC COM NEW 67072M30 32 56,692 SH DEFINED 1,5 56,692
NVE CORP COM NEW 62944520 1,766 55,773 SH DEFINED 1,2 55,773
NVIDIA CORP COM 67066G10 314,020 16,774,553 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,774,553
NVR INC COM 62944T10 152,368 304,688 SH DEFINED 1,2,5,7,12 304,688
NXSTAGE MEDICAL INC COM 67072V10 1,651 429,983 SH DEFINED 1,2 429,983
NYFIX INC COM 67071210 57 14,472 SH DEFINED 1 14,472
NYMAGIC INC COM 62948410 2,000 104,390 SH DEFINED 1,2 104,390
NYMEX HOLDINGS INC COM 62948N10 102,876 1,217,750 SH DEFINED 1,2,5,7,8,10,12,13,14 1,217,750
NYSE EURONEXT COM 62949110 401,437 7,924,139 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,924,139
O CHARLEYS INC COM 67082310 6,015 597,884 SH DEFINED 1,2 597,884
O REILLY AUTOMOTIVE COM 68609110 45,666 2,043,243 SH DEFINED 1,2,5 2,043,243
OBAGI MEDICAL PRODUC COM 67423R10 2,164 253,071 SH DEFINED 1,2 253,071
OCCAM NETWORKS INC COM NEW 67457P30 66 16,628 SH DEFINED 1,2 16,628
OCCIDENTAL PETE CORP COM 67459910 2,590,058 28,823,259 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,823,259
OCEAN SHORE HLDG CO COM 67501P10 123 12,500 SH DEFINED 1 12,500
OCEANEERING INTL INC COM 67523210 66,282 860,241 SH DEFINED 1,2,5,6 860,241
OCEANFIRST FINL CORP COM 67523410 2,355 130,491 SH DEFINED 1,2 130,491
OCEANFREIGHT INC SHS Y6420210 254 10,951 SH DEFINED 1 10,951
OCH ZIFF CAP MGMT GR CL A 67551U10 567 29,849 SH DEFINED 1,2 29,849
OCWEN FINL CORP COM NEW 67574630 2,659 571,795 SH DEFINED 1,2 571,795
ODYSSEY HEALTHCARE I COM 67611V10 7,185 737,722 SH DEFINED 1,2,5,6 737,722
ODYSSEY MARINE EXPLO COM 67611810 2,072 523,259 SH DEFINED 1,2,5 523,259
ODYSSEY RE HLDGS COR COM 67612W10 23,428 659,932 SH DEFINED 1,2 659,932
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
OFFICE DEPOT INC COM 67622010 86,014 7,862,319 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,862,319
OFFICEMAX INC DEL COM 67622P10 19,725 1,419,081 SH DEFINED 1,2,5,6,12 1,419,081
OGE ENERGY CORP COM 67083710 50,843 1,603,384 SH DEFINED 1,2,5 1,603,384
OIL STS INTL INC COM 67802610 30,347 478,353 SH DEFINED 1,2,5,6 478,353
OILSANDS QUEST INC COM 67804610 14,620 2,249,262 SH DEFINED 1,2,6 2,249,262
OLD DOMINION FGHT LI COM 67958010 13,860 461,694 SH DEFINED 1,2,6 461,694
OLD NATL BANCORP IND COM 68003310 45,034 3,158,055 SH DEFINED 1,2,5 3,158,055
OLD REP INTL CORP COM 68022310 59,206 5,000,546 SH DEFINED 1,2,5,7,8,10,12,13,14 5,000,546
OLD SECOND BANCORP I COM 68027710 2,488 214,154 SH DEFINED 1,2 214,154
OLIN CORP COM PAR $1 68066520 161,005 6,149,910 SH DEFINED 1,2,5 6,149,910
OLYMPIC STEEL INC COM 68162K10 18,055 237,817 SH DEFINED 1,2,5,6 237,817
OM GROUP INC COM 67087210 34,753 1,059,863 SH DEFINED 1,2,5 1,059,863
OMEGA FLEX INC COM 68209510 208 13,668 SH DEFINED 1 13,668
OMEGA HEALTHCARE INV COM 68193610 18,450 1,108,082 SH DEFINED 1,2,3 1,108,082
OMEGA PROTEIN CORP COM 68210P10 3,515 235,120 SH DEFINED 1,2,5 235,120
OMNI ENERGY SERVICES COM NEW 68210T20 230 35,880 SH DEFINED 1,2,5 35,880
OMNICARE INC COM 68190410 51,459 1,962,569 SH DEFINED 1,2,5,12 1,962,569
OMNICELL INC COM 68213N10 6,592 500,166 SH DEFINED 1,2,6 500,166
OMNICOM GROUP INC COM 68191910 426,066 9,493,442 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,493,442
OMNITURE INC COM 68212S10 16,596 893,688 SH DEFINED 1,2,6 893,688
OMNIVISION TECHNOLOG COM 68212810 15,391 1,273,010 SH DEFINED 1,2,5,6 1,273,010
OMNOVA SOLUTIONS INC COM 68212910 128 46,032 SH DEFINED 1 46,032
OMRIX BIOPHARMACEUTI COM 68198910 3,058 194,293 SH DEFINED 1,2,6 194,293
ON ASSIGNMENT INC COM 68215910 4,544 566,645 SH DEFINED 1,2 566,645
ON SEMICONDUCTOR COR COM 68218910 35,439 3,864,666 SH DEFINED 1,2,5,6 3,864,666
ON2 TECHNOLOGIES INC COM 68338A10 102 167,200 SH DEFINED 1,2 167,200
ONE LIBERTY PPTYS IN COM 68240610 1,683 103,212 SH DEFINED 1,2,3,5 103,212
ONEBEACON INSURANCE CL A G6774210 4,291 244,222 SH DEFINED 1,2 244,222
ONEOK INC NEW COM 68268010 95,255 1,950,755 SH DEFINED 1,2,5,7,8,10,12,13,14 1,950,755
ONEOK PARTNERS LP UNIT LTD P 68268N10 5,915 105,811 SH DEFINED 1,2 105,811
ONLINE RES CORP COM 68273G10 2,928 350,621 SH DEFINED 1,2 350,621
ONYX PHARMACEUTICALS COM 68339910 45,884 1,288,863 SH DEFINED 1,2,5,6 1,288,863
OPEN JT STK CO-VIMPE SPONSORED 68370R10 48,826 1,645,068 SH DEFINED 1,2,5,7 1,645,068
OPEN TEXT CORP COM 68371510 291 9,064 SH DEFINED 1 9,064
OPENTV CORP CL A G6754310 1,371 1,046,361 SH DEFINED 1,2 1,046,361
OPENWAVE SYS INC COM NEW 68371830 373 250,205 SH DEFINED 1,2,5,6 250,205
OPKO HEALTH INC COM 68375N10 350 230,116 SH DEFINED 1,2,6 230,116
OPLINK COMMUNICATION COM NEW 68375Q40 3,211 334,490 SH DEFINED 1,2 334,490
OPNET TECHNOLOGIES I COM 68375710 1,302 144,656 SH DEFINED 1,2,5 144,656
OPNEXT INC COM 68375V10 1,362 253,139 SH DEFINED 1,2,6 253,139
OPTIMER PHARMACEUTIC COM 68401H10 2,252 277,649 SH DEFINED 1,2 277,649
OPTIONSXPRESS HLDGS COM 68401010 28,375 1,270,163 SH DEFINED 1,2,6 1,270,163
OPTIUM CORP COM 68402T10 1,214 166,804 SH DEFINED 1,2,6 166,804
ORACLE CORP COM 68389X10 2,660,999 126,714,224 SH DEFINED 1,2,5,6,7,8,10,12,13,14 126,714,224
ORASURE TECHNOLOGIES COM 68554V10 3,700 989,281 SH DEFINED 1,2,5,6 989,281
ORBCOMM INC COM 68555P10 1,783 312,739 SH DEFINED 1,2,6 312,739
ORBITAL SCIENCES COR COM 68556410 30,086 1,276,980 SH DEFINED 1,2,6 1,276,980
ORBITZ WORLDWIDE INC COM 68557K10 2,288 456,625 SH DEFINED 1,2 456,625
ORBOTECH LTD ORD M7525310 906 68,024 SH DEFINED 1,2,7 68,024
ORCHID CELLMARK INC COM 68573C10 49 18,796 SH DEFINED 1 18,796
OREXIGEN THERAPEUTIC COM 68616410 1,201 152,164 SH DEFINED 1,2,6 152,164
ORIENTAL FINL GROUP COM 68618W10 14,273 1,000,928 SH DEFINED 1,2 1,000,928
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
ORIENT-EXPRESS HOTEL CL A G6774310 21,309 490,545 SH DEFINED 1,2,3,5,6 490,545
ORIGEN FINL INC COM 68619E20 31 20,900 SH DEFINED 1 20,900
ORION ENERGY SYSTEMS COM 68627510 1,237 123,658 SH DEFINED 1,2,6 123,658
ORION MARINE GROUP I COM 68628V30 3,735 264,340 SH DEFINED 1,2 264,340
ORITANI FINL CORP COM 68632310 2,629 164,289 SH DEFINED 1,2,6 164,289
ORIX CORP SPONSORED 68633010 1,449 20,089 SH DEFINED 1,2 20,089
ORMAT TECHNOLOGIES I COM 68668810 12,047 244,967 SH DEFINED 1,2,6 244,967
ORTHOFIX INTL N V COM N6748L10 7,143 246,751 SH DEFINED 1,2,6 246,751
ORTHOLOGIC CORP COM 68750J10 43 43,133 SH DEFINED 1 43,133
ORTHOVITA INC COM 68750U10 1,395 680,453 SH DEFINED 1,2 680,453
OSHKOSH CORP COM 68823920 29,262 1,414,312 SH DEFINED 1,2,5,7,8,10,12,13,14 1,414,312
OSI PHARMACEUTICALS COM 67104010 56,403 1,365,038 SH DEFINED 1,2,5,6 1,365,038
OSI SYSTEMS INC COM 67104410 4,517 210,886 SH DEFINED 1,2 210,886
OSIRIS THERAPEUTICS COM 68827R10 3,911 304,381 SH DEFINED 1,2,6 304,381
OSTEOTECH INC COM 68858210 213 37,381 SH DEFINED 1 37,381
OTTER TAIL CORP COM 68964810 18,037 464,524 SH DEFINED 1,2,5 464,524
OUTDOOR CHANNEL HLDG COM NEW 69002720 1,183 169,484 SH DEFINED 1,2 169,484
OVERHILL FARMS INC COM 69021210 79 11,400 SH DEFINED 1 11,400
OVERLAND STORAGE INC COM 69031010 20 17,450 SH DEFINED 1 17,450
OVERSEAS SHIPHOLDING COM 69036810 66,296 833,700 SH DEFINED 1,2,5,7 833,700
OVERSTOCK COM INC DE COM 69037010 7,912 304,900 SH DEFINED 1,2,5,6 304,900
OWENS & MINOR INC NE COM 69073210 50,953 1,115,195 SH DEFINED 1,2,5,13 1,115,195
OWENS CORNING NEW COM 69074210 20,462 899,439 SH DEFINED 1,2,5,8 899,439
OWENS ILL INC COM NEW 69076840 137,527 3,298,800 SH DEFINED 1,2,5,7,8,10,12,13,14 3,298,800
OXFORD INDS INC COM 69149730 4,589 239,621 SH DEFINED 1,2 239,621
OXIGENE INC COM 69182810 50 40,049 SH DEFINED 1,5 40,049
OYO GEOSPACE CORP COM 67107410 3,556 60,332 SH DEFINED 1,2,6 60,332
P C CONNECTION COM 69318J10 990 106,325 SH DEFINED 1,2 106,325
P F CHANGS CHINA BIS COM 69333Y10 14,175 634,497 SH DEFINED 1,2,6 634,497
P T TELEKOMUNIKASI I SPONSORED 71568410 918 28,451 SH DEFINED 1,2 28,451
PACCAR INC COM 69371810 450,758 10,775,949 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,775,949
PACER INTL INC TENN COM 69373H10 20,818 967,811 SH DEFINED 1,2 967,811
PACIFIC CAP BANCORP COM 69404P10 26,025 1,888,615 SH DEFINED 1,2,5 1,888,615
PACIFIC CONTINENTAL COM 69412V10 1,282 116,614 SH DEFINED 1,2 116,614
PACIFIC ETHANOL INC COM 69423U10 913 504,145 SH DEFINED 1,2,5,6 504,145
PACIFIC MERCANTILE B COM 69455210 106 13,518 SH DEFINED 1 13,518
PACIFIC PREMIER BANC COM 69478X10 52 10,000 SH DEFINED 1 10,000
PACIFIC SUNWEAR CALI COM 69487310 22,904 2,685,129 SH DEFINED 1,2,5,6 2,685,129
PACKAGING CORP AMER COM 69515610 39,919 1,855,834 SH DEFINED 1,2,5,7 1,855,834
PACTIV CORP COM 69525710 100,422 4,730,215 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,730,215
PACWEST BANCORP DEL COM 69526310 18,624 1,251,635 SH DEFINED 1,2 1,251,635
PAETEC HOLDING CORP COM 69545910 10,786 1,698,588 SH DEFINED 1,2,6 1,698,588
PAIN THERAPEUTICS IN COM 69562K10 6,737 852,791 SH DEFINED 1,2 852,791
PALATIN TECHNOLOGIES COM NEW 69607730 14 71,806 SH DEFINED 1,5 71,806
PALL CORP COM 69642930 136,852 3,448,900 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,448,900
PALM HARBOR HOMES COM 69663910 793 143,408 SH DEFINED 1,2 143,408
PALM INC NEW COM 69664310 13,677 2,537,409 SH DEFINED 1,2,5,6 2,537,409
PALOMAR MED TECHNOLO COM NEW 69752930 7,209 722,321 SH DEFINED 1,2,6 722,321
PAN AMERICAN SILVER COM 69790010 351 10,163 SH DEFINED 1 10,163
PANACOS PHARMACEUTIC COM 69811Q10 28 61,543 SH DEFINED 1,5 61,543
PANERA BREAD CO CL A 69840W10 21,199 458,247 SH DEFINED 1,2,5,6 458,247
PANHANDLE OIL AND GA CL A 69847710 3,006 88,774 SH DEFINED 1,2 88,774
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
PANTRY INC COM 69865710 4,692 440,166 SH DEFINED 1,2 440,166
PAPA JOHNS INTL INC COM 69881310 15,638 588,127 SH DEFINED 1,2,6 588,127
PAR PHARMACEUTICAL C COM 69888P10 14,414 888,120 SH DEFINED 1,2,5 888,120
PARALLEL PETE CORP D COM 69915710 12,988 645,222 SH DEFINED 1,2,6 645,222
PARAMETRIC TECHNOLOG COM NEW 69917320 47,955 2,876,750 SH DEFINED 1,2,5,6 2,876,750
PAREXEL INTL CORP COM 69946210 25,844 982,305 SH DEFINED 1,2,6 982,305
PARK ELECTROCHEMICAL COM 70041620 9,186 377,869 SH DEFINED 1,2,6 377,869
PARK NATL CORP COM 70065810 13,582 251,986 SH DEFINED 1,2,5 251,986
PARK OHIO HLDGS CORP COM 70066610 1,689 114,398 SH DEFINED 1,2,5 114,398
PARKER DRILLING CO COM 70108110 20,690 2,066,922 SH DEFINED 1,2,5,6 2,066,922
PARKER HANNIFIN CORP COM 70109410 468,574 6,570,016 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,570,016
PARKERVISION INC COM 70135410 2,891 291,094 SH DEFINED 1,2,5 291,094
PARKWAY PPTYS INC COM 70159Q10 15,967 473,380 SH DEFINED 1,2,3 473,380
PARLUX FRAGRANCES IN COM 70164510 73 14,631 SH DEFINED 1 14,631
PARTNERRE LTD COM G6852T10 71,636 1,036,250 SH DEFINED 1,2,5,7,8,10,12,13,14 1,036,250
PATRIOT CAPITAL FUND COM 70335Y10 1,587 253,991 SH DEFINED 1,2 253,991
PATRIOT COAL CORP COM 70336T10 51,028 332,883 SH DEFINED 1,2,5,6,12 332,883
PATRIOT TRANSN HLDG COM 70337B10 1,971 24,643 SH DEFINED 1,2 24,643
PATTERSON COMPANIES COM 70339510 132,779 4,517,844 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,517,844
PATTERSON UTI ENERGY COM 70348110 202,960 5,617,490 SH DEFINED 1,2,5,7,8,10,12,13,14 5,617,490
PAYCHEX INC COM 70432610 312,250 9,982,431 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,982,431
PC MALL INC COM 69323K10 1,685 124,299 SH DEFINED 1,2 124,299
PC-TEL INC COM 69325Q10 2,490 259,598 SH DEFINED 1,2 259,598
PDF SOLUTIONS INC COM 69328210 215 36,199 SH DEFINED 1,2,5 36,199
PDL BIOPHARMA INC COM 69329Y10 39,030 3,675,132 SH DEFINED 1,2,5,6 3,675,132
PEABODY ENERGY CORP COM 70454910 748,118 8,496,514 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,496,514
PEAPACK-GLADSTONE FI COM 70469910 1,948 88,645 SH DEFINED 1,2 88,645
PEARSON PLC SPONSORED 70501510 748 61,099 SH DEFINED 1 61,099
PEDIATRIX MED GROUP COM 70532410 31,135 632,442 SH DEFINED 1,2,5,6 632,442
PEERLESS MFG CO COM 70551410 4,013 85,627 SH DEFINED 1,2 85,627
PEETS COFFEE & TEA I COM 70556010 3,927 198,155 SH DEFINED 1,2,6 198,155
PEGASYSTEMS INC COM 70557310 6,073 451,168 SH DEFINED 1,2 451,168
PENFORD CORP COM 70705110 1,740 116,968 SH DEFINED 1,2 116,968
PENN NATL GAMING INC COM 70756910 21,688 674,583 SH DEFINED 1,2,5 674,583
PENN TREATY AMERN CO COM NEW 70787440 56 11,595 SH DEFINED 1 11,595
PENN VA CORP COM 70788210 63,976 848,265 SH DEFINED 1,2,6 848,265
PENN VA GP HLDGS L P COM UNIT R 70788P10 524 15,977 SH DEFINED 1,2 15,977
PENN VA RESOURCES PA COM 70788410 502 18,522 SH DEFINED 1,2 18,522
PENNANTPARK INVT COR COM 70806210 1,946 269,877 SH DEFINED 1,2 269,877
PENNEY J C INC COM 70816010 881,362 24,286,640 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,286,640
PENNSYLVANIA COMM BA COM 70867710 1,364 56,735 SH DEFINED 1,2 56,735
PENNSYLVANIA RL ESTA SH BEN INT 70910210 34,694 1,499,322 SH DEFINED 1,2,3,5 1,499,322
PENSKE AUTOMOTIVE GR COM 70959W10 10,926 741,268 SH DEFINED 1,2 741,268
PENSON WORLDWIDE INC COM 70960010 2,369 198,205 SH DEFINED 1,2 198,205
PENTAIR INC COM 70963110 74,866 2,137,801 SH DEFINED 1,2,5,7,8,10,12,13,14 2,137,801
PENWEST PHARMACEUTIC COM 70975410 97 35,772 SH DEFINED 1,2 35,772
PEOPLES BANCORP INC COM 70978910 4,322 227,692 SH DEFINED 1,2 227,692
PEOPLES UNITED FINAN COM 71270410 94,610 6,064,724 SH DEFINED 1,2,5,7,8,10,12,13,14 6,064,724
PEOPLESUPPORT INC COM 71271430 3,907 459,647 SH DEFINED 1,2 459,647
PEP BOYS MANNY MOE & COM 71327810 6,328 725,634 SH DEFINED 1,2,5 725,634
PEPCO HOLDINGS INC COM 71329110 188,457 7,347,258 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,347,258
PEPSI BOTTLING GROUP COM 71340910 213,705 7,654,173 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,654,173
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
PEPSIAMERICAS INC COM 71343P20 24,279 1,227,455 SH DEFINED 1,2,5,12 1,227,455
PEPSICO INC COM 71344810 3,051,145 47,981,522 SH DEFINED 1,2,5,6,7,8,10,12,13,14 47,981,522
PEREGRINE PHARMACEUT COM 71366110 144 343,215 SH DEFINED 1,2,5 343,215
PERFICIENT INC COM 71375U10 4,379 453,320 SH DEFINED 1,2,5,6 453,320
PERFORMANCE TECHNOLO COM 71376K10 83 16,379 SH DEFINED 1 16,379
PERICOM SEMICONDUCTO COM 71383110 10,072 678,733 SH DEFINED 1,2 678,733
PERINI CORP COM 71383910 61,774 1,869,120 SH DEFINED 1,2,5,6,7,13 1,869,120
PERKINELMER INC COM 71404610 84,969 3,050,940 SH DEFINED 1,2,5,6,10,13,14 3,050,940
PERMA-FIX ENVIRONMEN COM 71415710 80 27,749 SH DEFINED 1 27,749
PEROT SYS CORP CL A 71426510 23,016 1,533,378 SH DEFINED 1,2,5,6 1,533,378
PERRIGO CO COM 71429010 55,535 1,748,033 SH DEFINED 1,2,5,7,8 1,748,033
PERVASIVE SOFTWARE I COM 71571010 45 10,400 SH DEFINED 1 10,400
PETMED EXPRESS INC COM 71638210 12,834 1,047,655 SH DEFINED 1,2,5 1,047,655
PETROBRAS ENERGIA PA SP ADR B S 71646M10 11,664 971,968 SH DEFINED 1,2,5,7 971,968
PETRO-CDA COM 71644E10 1,490 26,734 SH DEFINED 1 26,734
PETROCHINA CO LTD SPONSORED 71646E10 224 1,742 SH DEFINED 1 1,742
PETROHAWK ENERGY COR COM 71649510 100,004 2,159,437 SH DEFINED 1,2,5 2,159,437
PETROLEO BRASILEIRO SP ADR NON 71654V10 243,076 4,194,577 SH DEFINED 1,2,4,5,7 4,194,577
PETROLEO BRASILEIRO SPONSORED 71654V40 324,467 4,580,927 SH DEFINED 1,2,4,5,7 4,580,927
PETROLEUM DEV CORP COM 71657810 22,421 337,211 SH DEFINED 1,2,5,6 337,211
PETROQUEST ENERGY IN COM 71674810 21,335 793,116 SH DEFINED 1,2,6 793,116
PETSMART INC COM 71676810 62,040 3,109,788 SH DEFINED 1,2,5,7,8,10,12,13,14 3,109,788
PFF BANCORP INC COM 69331W10 44 40,612 SH DEFINED 1,2 40,612
PFIZER INC COM 71708110 3,969,293 227,206,226 SH DEFINED 1,2,5,6,7,8,10,12,13,14 227,206,226
PG&E CORP COM 69331C10 476,315 12,000,880 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,000,880
PGT INC COM 69336V10 104 30,168 SH DEFINED 1,2,5 30,168
PHARMACEUTICAL PROD COM 71712410 89,847 2,094,343 SH DEFINED 1,2,5,7,8,10,12,13,14 2,094,343
PHARMACOPEIA INC COM 7171EP10 100 25,993 SH DEFINED 1 25,993
PHARMACYCLICS INC COM 71693310 33 18,770 SH DEFINED 1 18,770
PHARMANET DEV GROUP COM 71714810 6,835 433,428 SH DEFINED 1,2,6 433,428
PHARMASSET INC COM 71715N10 3,673 194,554 SH DEFINED 1,2 194,554
PHARMERICA CORP COM 71714F10 16,637 736,470 SH DEFINED 1,2,5,6 736,470
PHARMOS CORP COM PAR $. 71713930 7 18,616 SH DEFINED 1 18,616
PHASE FORWARD INC COM 71721R40 11,501 640,014 SH DEFINED 1,2,6 640,014
PHH CORP COM NEW 69332020 14,379 936,764 SH DEFINED 1,2,5 936,764
PHI INC COM NON VT 69336T20 7,792 193,967 SH DEFINED 1,2,6 193,967
PHILADELPHIA CONS HL COM 71752810 30,734 904,745 SH DEFINED 1,2,5,6 904,745
PHILIP MORRIS INTL I COM 71817210 4,092,039 82,851,562 SH DEFINED 1,2,5,6,7,8,10,12,13,14 82,851,562
PHILIPPINE LONG DIST SPONSORED 71825260 16,629 311,289 SH DEFINED 1,4 311,289
PHILLIPS VAN HEUSEN COM 71859210 33,196 906,501 SH DEFINED 1,2,5 906,501
PHOENIX COS INC NEW COM 71902E10 18,459 2,425,644 SH DEFINED 1,2,5 2,425,644
PHOENIX TECHNOLOGY L COM 71915310 3,942 358,390 SH DEFINED 1,2 358,390
PHOTOMEDEX INC COM 71935810 14 19,600 SH DEFINED 1 19,600
PHOTON DYNAMICS INC COM 71936410 6,210 411,783 SH DEFINED 1,2 411,783
PHOTRONICS INC COM 71940510 5,095 723,680 SH DEFINED 1,2,5 723,680
PICO HLDGS INC COM NEW 69336620 11,768 270,837 SH DEFINED 1,2,6 270,837
PIEDMONT NAT GAS INC COM 72018610 41,113 1,571,606 SH DEFINED 1,2,5 1,571,606
PIER 1 IMPORTS INC COM 72027910 5,240 1,523,141 SH DEFINED 1,2,5,6 1,523,141
PIKE ELEC CORP COM 72128310 7,172 431,791 SH DEFINED 1,2,6 431,791
PILGRIMS PRIDE CORP COM 72146710 8,659 666,587 SH DEFINED 1,2 666,587
PINNACLE AIRL CORP COM 72344310 69 21,845 SH DEFINED 1,2 21,845
PINNACLE ENTMT INC COM 72345610 16,014 1,526,643 SH DEFINED 1,2,5,8 1,526,643
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
PINNACLE FINL PARTNE COM 72346Q10 5,991 298,196 SH DEFINED 1,2,6 298,196
PINNACLE WEST CAP CO COM 72348410 190,535 6,192,237 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,192,237
PIONEER DRILLING CO COM 72365510 15,043 799,745 SH DEFINED 1,2,5,6 799,745
PIONEER NAT RES CO COM 72378710 194,345 2,482,685 SH DEFINED 1,2,5,7,8,10,12,13,14 2,482,685
PIPER JAFFRAY COS COM 72407810 9,472 322,946 SH DEFINED 1,2,5 322,946
PITNEY BOWES INC COM 72447910 290,417 8,516,626 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,516,626
PITTSBURGH & W VA RR SH BEN INT 72481910 177 17,702 SH DEFINED 1 17,702
PIXELWORKS INC COM NEW 72581M30 33 18,945 SH DEFINED 1 18,945
PLAINS ALL AMERN PIP UNIT LTD P 72650310 5,414 120,016 SH DEFINED 1,2 120,016
PLAINS EXPL& PRODTN COM 72650510 183,043 2,508,471 SH DEFINED 1,2,5,7,8,10,12,13,14 2,508,471
PLANAR SYS INC COM 72690010 61 23,385 SH DEFINED 1,5 23,385
PLANTRONICS INC NEW COM 72749310 50,585 2,266,335 SH DEFINED 1,2,5 2,266,335
PLATINUM UNDERWRITER COM G7127P10 43,687 1,339,692 SH DEFINED 1,2,5,13 1,339,692
PLATO LEARNING INC COM 72764Y10 62 23,061 SH DEFINED 1 23,061
PLAYBOY ENTERPRISES CL B 72811730 1,542 312,173 SH DEFINED 1,2,6 312,173
PLEXUS CORP COM 72913210 27,194 982,427 SH DEFINED 1,2,5,6 982,427
PLUG POWER INC COM 72919P10 2,335 993,720 SH DEFINED 1,2,5,6 993,720
PLUM CREEK TIMBER CO COM 72925110 232,450 5,442,510 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,442,510
PLX TECHNOLOGY INC COM 69341710 2,841 372,349 SH DEFINED 1,2,5 372,349
PMA CAP CORP CL A 69341920 6,810 739,432 SH DEFINED 1,2,5 739,432
PMC COML TR SH BEN INT 69343410 102 12,785 SH DEFINED 1 12,785
PMC-SIERRA INC COM 69344F10 29,073 3,805,322 SH DEFINED 1,2,5 3,805,322
PMI GROUP INC COM 69344M10 4,705 2,412,688 SH DEFINED 1,2,5,12 2,412,688
PNC FINL SVCS GROUP COM 69347510 675,091 11,822,953 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,822,953
PNM RES INC COM 69349H10 26,806 2,241,294 SH DEFINED 1,2,5 2,241,294
POLARIS INDS INC COM 73106810 52,640 1,303,617 SH DEFINED 1,2,5,6,7,8 1,303,617
POLO RALPH LAUREN CO CL A 73157210 103,307 1,645,537 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,645,537
POLYCOM INC COM 73172K10 51,605 2,118,452 SH DEFINED 1,2,5,6 2,118,452
POLYONE CORP COM 73179P10 11,362 1,630,110 SH DEFINED 1,2,5 1,630,110
POLYPORE INTL INC COM 73179V10 6,388 252,201 SH DEFINED 1,2,6 252,201
POMEROY IT SOLUTIONS COM 73182210 70 15,127 SH DEFINED 1 15,127
PONIARD PHARMACEUTIC COM NEW 73244930 97 22,883 SH DEFINED 1,2 22,883
POOL CORPORATION COM 73278L10 18,718 1,053,922 SH DEFINED 1,2,5,6 1,053,922
POPULAR INC COM 73317410 19,659 2,983,105 SH DEFINED 1,2,5,12 2,983,105
PORTFOLIO RECOVERY A COM 73640Q10 14,258 380,210 SH DEFINED 1,2,6 380,210
PORTLAND GEN ELEC CO COM NEW 73650884 26,175 1,162,290 SH DEFINED 1,2 1,162,290
PORTUGAL TELECOM SGP SPONSORED 73727310 700 62,298 SH DEFINED 1 62,298
POSCO SPONSORED 69348310 12,240 94,313 SH DEFINED 1,2 94,313
POST PPTYS INC COM 73746410 46,287 1,555,858 SH DEFINED 1,2,3,5 1,555,858
POTASH CORP SASK INC COM 73755L10 712 3,116 SH DEFINED 1 3,116
POTLATCH CORP NEW COM 73763010 44,549 987,337 SH DEFINED 1,2,5 987,337
POWELL INDS INC COM 73912810 5,365 106,432 SH DEFINED 1,2,6 106,432
POWER INTEGRATIONS I COM 73927610 13,998 442,819 SH DEFINED 1,2 442,819
POWER-ONE INC COM 73930810 1,964 1,039,134 SH DEFINED 1,2,5,6 1,039,134
POWERSECURE INTL INC COM 73936N10 1,307 179,959 SH DEFINED 1,2,5 179,959
POWERWAVE TECHNOLOGI COM 73936310 9,507 2,236,916 SH DEFINED 1,2,5 2,236,916
POZEN INC COM 73941U10 5,438 499,807 SH DEFINED 1,2,5 499,807
PPG INDS INC COM 69350610 391,214 6,819,135 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,819,135
PPL CORP COM 69351T10 610,907 11,687,531 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,687,531
PRAXAIR INC COM 74005P10 840,125 8,914,743 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,914,743
PRE PAID LEGAL SVCS COM 74006510 17,044 419,589 SH DEFINED 1,2,6 419,589
PRECISION CASTPARTS COM 74018910 368,694 3,825,818 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,825,818
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
PREFORMED LINE PRODS COM 74044410 1,172 29,076 SH DEFINED 1,2 29,076
PREMIER EXIBITIONS I COM 74051E10 125 27,442 SH DEFINED 1,2,5 27,442
PREMIERE GLOBAL SVCS COM 74058510 27,244 1,868,559 SH DEFINED 1,2,6 1,868,559
PREMIERWEST BANCORP COM 74092110 1,198 205,076 SH DEFINED 1,2 205,076
PRESIDENTIAL LIFE CO COM 74088410 5,435 352,435 SH DEFINED 1,2 352,435
PRESSTEK INC COM 74111310 1,435 289,283 SH DEFINED 1,2,5 289,283
PRESTIGE BRANDS HLDG COM 74112D10 8,051 755,250 SH DEFINED 1,2 755,250
PRG-SCHULTZ INTERNAT COM NEW 69357C50 1,345 142,925 SH DEFINED 1,2 142,925
PRICE T ROWE GROUP I COM 74144T10 471,403 8,347,843 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,347,843
PRICELINE COM INC COM NEW 74150340 53,636 464,543 SH DEFINED 1,2,5,7,8,10,12,13,14 464,543
PRICESMART INC COM 74151110 4,243 214,512 SH DEFINED 1,2 214,512
PRIDE INTL INC DEL COM 74153Q10 177,226 3,747,652 SH DEFINED 1,2,5,7,8,10,12,13,14 3,747,652
PRIMEDIA INC COM NEW 74157K84 2,412 517,653 SH DEFINED 1,2,5,6 517,653
PRIMUS GUARANTY LTD SHS G7245710 3,823 1,313,625 SH DEFINED 1,2,6 1,313,625
PRINCETON REVIEW INC COM 74235210 1,028 152,074 SH DEFINED 1,2,5 152,074
PRINCIPAL FINANCIAL COM 74251V10 336,234 8,011,282 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,011,282
PRIVATEBANCORP INC COM 74296210 11,504 378,684 SH DEFINED 1,2,5,6 378,684
PROASSURANCE CORP COM 74267C10 26,513 551,095 SH DEFINED 1,2,5 551,095
PROCENTURY CORP COM 74268T10 2,201 138,956 SH DEFINED 1,2 138,956
PROCERA NETWORKS INC COM 74269U10 40 29,700 SH DEFINED 1 29,700
PROCTER & GAMBLE CO COM 74271810 6,341,541 104,284,502 SH DEFINED 1,2,5,6,7,8,10,12,13,14 104,284,502
PROGENICS PHARMACEUT COM 74318710 5,578 351,496 SH DEFINED 1,2,6 351,496
PROGRESS ENERGY INC COM 74326310 923,348 22,073,811 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,073,811
PROGRESS SOFTWARE CO COM 74331210 34,889 1,364,446 SH DEFINED 1,2,5,6 1,364,446
PROGRESSIVE CORP OHI COM 74331510 396,127 21,160,628 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,160,628
PROGRESSIVE GAMING I COM 74332S10 51 41,142 SH DEFINED 1 41,142
PROLIANCE INTL INC COM 74340R10 25 25,828 SH DEFINED 1,2 25,828
PROLOGIS SH BEN INT 74341010 650,424 11,967,324 SH DEFINED 1,2,3,5,6,7,8,10,12,13,
14 11,967,324
PROS HOLDINGS INC COM 74346Y10 1,433 127,643 SH DEFINED 1,2 127,643
PROSPECT CAPITAL COR COM 74348T10 4,694 356,137 SH DEFINED 1,2 356,137
PROSPERITY BANCSHARE COM 74360610 38,775 1,450,618 SH DEFINED 1,2 1,450,618
PROTALIX BIOTHERAPEU COM 74365A10 382 140,904 SH DEFINED 1,2 140,904
PROTECTION ONE INC COM NEW 74366340 626 74,506 SH DEFINED 1,2 74,506
PROTECTIVE LIFE CORP COM 74367410 42,696 1,122,106 SH DEFINED 1,2,5,12 1,122,106
PROVIDENCE SVC CORP COM 74381510 3,752 177,716 SH DEFINED 1,2 177,716
PROVIDENT BANKSHARES COM 74385910 10,571 1,656,945 SH DEFINED 1,2,5 1,656,945
PROVIDENT FINL HLDGS COM 74386810 115 12,204 SH DEFINED 1 12,204
PROVIDENT FINL SVCS COM 74386T10 43,532 3,107,205 SH DEFINED 1,2,5 3,107,205
PROVIDENT NEW YORK B COM 74402810 6,602 596,949 SH DEFINED 1,2 596,949
PROXIM WIRELESS CORP COM 74428510 6 10,534 SH DEFINED 1,2 10,534
PRUDENTIAL FINL INC FRNT 744320AJ 956 1,000,000 SH DEFINED 1 1,000,000
PRUDENTIAL FINL INC COM 74432010 907,766 15,195,282 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,195,282
PRUDENTIAL PLC ADR 74435K20 912 42,972 SH DEFINED 1 42,972
PS BUSINESS PKS INC COM 69360J10 24,970 483,921 SH DEFINED 1,2,3,5 483,921
PSS WORLD MED INC COM 69366A10 16,368 1,004,148 SH DEFINED 1,2,5,6 1,004,148
PSYCHIATRIC SOLUTION COM 74439H10 56,895 1,503,559 SH DEFINED 1,2,6 1,503,559
PUBLIC STORAGE COM 74460D10 462,884 5,729,471 SH DEFINED 1,2,3,5,6,7,8,10,12,13,
14 5,729,471
PUBLIC SVC ENTERPRIS COM 74457310 815,354 17,752,095 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,752,095
PUGET ENERGY INC NEW COM 74531010 50,501 2,105,096 SH DEFINED 1,2,5,12 2,105,096
PULTE HOMES INC COM 74586710 91,125 9,462,592 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,462,592
PVF CAPITAL CORP COM 69365410 74 10,112 SH DEFINED 1 10,112
PZENA INVESTMENT MGM CLASS A 74731Q10 1,657 129,861 SH DEFINED 1,2 129,861
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
QAD INC COM 74727D10 1,481 218,737 SH DEFINED 1,2 218,737
QIAGEN N V ORD N7248210 243 12,067 SH DEFINED 1,2 12,067
QLOGIC CORP COM 74727710 80,072 5,488,124 SH DEFINED 1,2,5,6,7,10,13,14 5,488,124
QUAKER CHEM CORP COM 74731610 3,234 121,318 SH DEFINED 1,2,5 121,318
QUALCOMM INC COM 74752510 2,128,064 47,961,776 SH DEFINED 1,2,5,6,7,8,10,12,13,14 47,961,776
QUALITY DISTR INC FL COM 74756M10 43 17,974 SH DEFINED 1,5 17,974
QUALITY SYS INC COM 74758210 12,744 435,235 SH DEFINED 1,2,6 435,235
QUANEX BUILDING PROD COM 74761910 10,326 694,919 SH DEFINED 1,2,7 694,919
QUANTA CAPITAL HLDGS SHS G7313F10 2,244 850,178 SH DEFINED 1,2 850,178
QUANTA SVCS INC COM 74762E10 97,485 2,930,125 SH DEFINED 1,2,5 2,930,125
QUANTUM CORP COM DSSG 74790620 5,104 3,780,498 SH DEFINED 1,2,5 3,780,498
QUANTUM FUEL SYS TEC COM 74765E10 2,936 953,302 SH DEFINED 1,2,5 953,302
QUEST CAP CORP NEW COM 74835U10 54 31,600 SH DEFINED 1 31,600
QUEST DIAGNOSTICS IN COM 74834L10 219,427 4,527,063 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,527,063
QUEST RESOURCE CORP COM NEW 74834930 2,701 236,680 SH DEFINED 1,2,5 236,680
QUEST SOFTWARE INC COM 74834T10 24,358 1,644,714 SH DEFINED 1,2,5,6 1,644,714
QUESTAR CORP COM 74835610 385,246 5,422,951 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,422,951
QUESTCOR PHARMACEUTI COM 74835Y10 3,147 678,330 SH DEFINED 1,2,6 678,330
QUICKLOGIC CORP COM 74837P10 24 14,273 SH DEFINED 1 14,273
QUICKSILVER RESOURCE COM 74837R10 84,332 2,182,495 SH DEFINED 1,2,5,7,8,10,12,13,14 2,182,495
QUIDEL CORP COM 74838J10 10,764 650,798 SH DEFINED 1,2,5,6 650,798
QUIKSILVER INC COM 74838C10 20,843 2,122,457 SH DEFINED 1,2,5 2,122,457
QWEST COMMUNICATIONS COM 74912110 374,887 95,391,217 SH DEFINED 1,2,5,6,7,8,10,12,13,14 95,391,217
R H DONNELLEY CORP COM NEW 74955W30 4,196 1,398,534 SH DEFINED 1,2,5,8,12 1,398,534
RACKABLE SYS INC COM 75007710 11,861 885,152 SH DEFINED 1,2,5,6 885,152
RADIAN GROUP INC COM 75023610 3,547 2,446,210 SH DEFINED 1,2,5,7 2,446,210
RADIANT SYSTEMS INC COM 75025N10 4,281 399,006 SH DEFINED 1,2,6 399,006
RADIO ONE INC CL A 75040P10 19 13,476 SH DEFINED 1 13,476
RADIO ONE INC CL D NON V 75040P40 166 128,612 SH DEFINED 1,2,5 128,612
RADIOSHACK CORP COM 75043810 56,280 4,586,837 SH DEFINED 1,2,5,6,7,10,12,13,14 4,586,837
RADISYS CORP COM 75045910 3,222 355,620 SH DEFINED 1,2,5 355,620
RADNET INC COM 75049110 1,546 249,392 SH DEFINED 1,2 249,392
RADYNE CORP COM NEW 75061140 445 38,948 SH DEFINED 1 38,948
RAE SYS INC COM 75061P10 59 41,439 SH DEFINED 1,2,5 41,439
RAIT FINANCIAL TRUST COM 74922710 15,295 2,061,318 SH DEFINED 1,2 2,061,318
RALCORP HLDGS INC NE COM 75102810 33,442 676,412 SH DEFINED 1,2,5,6,7 676,412
RAM ENERGY RESOURCES COM 75130P10 2,748 436,253 SH DEFINED 1,2 436,253
RAM HOLDINGS LTD SHS G7368R10 40 39,500 SH DEFINED 1,2 39,500
RAMBUS INC DEL COM 75091710 21,667 1,136,160 SH DEFINED 1,2,5,6 1,136,160
RAMCO-GERSHENSON PPT COM SH BEN 75145220 10,990 535,063 SH DEFINED 1,2,3 535,063
RAMTRON INTL CORP COM NEW 75190730 89 21,213 SH DEFINED 1 21,213
RANGE RES CORP COM 75281A10 294,708 4,496,619 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,496,619
RASER TECHNOLOGIES I COM 75405510 5,746 589,897 SH DEFINED 1,2,6 589,897
RAVEN INDS INC COM 75421210 7,529 229,676 SH DEFINED 1,2,6 229,676
RAYMOND JAMES FINANC COM 75473010 57,344 2,172,937 SH DEFINED 1,2,5,7 2,172,937
RAYONIER INC COM 75490710 51,908 1,222,514 SH DEFINED 1,2,5 1,222,514
RAYTHEON CO COM NEW 75511150 662,787 11,776,600 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,776,600
RBC BEARINGS INC COM 75524B10 9,972 299,290 SH DEFINED 1,2,6 299,290
RC2 CORP COM 74938810 7,061 380,419 SH DEFINED 1,2 380,419
RCN CORP COM NEW 74936120 9,274 860,302 SH DEFINED 1,2,6 860,302
READING INTERNATIONA CL A 75540810 144 18,600 SH DEFINED 1 18,600
REALNETWORKS INC COM 75605L10 10,666 1,616,008 SH DEFINED 1,2,5,6 1,616,008
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
REALTY INCOME CORP COM 75610910 59,975 2,635,122 SH DEFINED 1,2,3,5 2,635,122
RED HAT INC COM 75657710 41,497 2,005,672 SH DEFINED 1,2,5 2,005,672
RED LION HOTELS CORP COM 75676410 144 18,056 SH DEFINED 1 18,056
RED ROBIN GOURMET BU COM 75689M10 6,547 236,011 SH DEFINED 1,2,6 236,011
REDDY ICE HLDGS INC COM 75734R10 4,297 314,139 SH DEFINED 1,2 314,139
REDWOOD TR INC COM 75807540 15,491 679,749 SH DEFINED 1,2,7,8 679,749
REED ELSEVIER N V SPONS ADR 75820420 1,260 37,586 SH DEFINED 1 37,586
REED ELSEVIER P L C SPONS ADR 75820520 812 17,827 SH DEFINED 1 17,827
REGAL BELOIT CORP COM 75875010 29,482 697,801 SH DEFINED 1,2,5 697,801
REGAL ENTMT GROUP CL A 75876610 19,587 1,281,873 SH DEFINED 1,2,5 1,281,873
REGENCY CTRS CORP COM 75884910 141,450 2,392,584 SH DEFINED 1,2,3,5,7,8,10,12,13,14 2,392,584
REGENCY ENERGY PARTN COM UNITS 75885Y10 534 21,985 SH DEFINED 1,2 21,985
REGENERON PHARMACEUT COM 75886F10 30,510 2,112,912 SH DEFINED 1,2,5,6 2,112,912
REGENT COMMUNICATION COM 75886510 36 40,485 SH DEFINED 1 40,485
REGIONS FINANCIAL CO COM 7591EP10 319,546 29,289,305 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,289,305
REGIS CORP MINN COM 75893210 29,846 1,132,669 SH DEFINED 1,2,5 1,132,669
REHABCARE GROUP INC COM 75914810 8,437 526,340 SH DEFINED 1,2,5 526,340
REINSURANCE GROUP AM COM 75935110 17,006 390,769 SH DEFINED 1,2,5,7 390,769
RELIANCE STEEL & ALU COM 75950910 116,732 1,514,226 SH DEFINED 1,2,5 1,514,226
RELIANT ENERGY INC COM 75952B10 141,341 6,645,109 SH DEFINED 1,2,5,7,8,10,12,13,14 6,645,109
RENAISSANCE LEARNING COM 75968L10 1,415 126,230 SH DEFINED 1,2,6 126,230
RENAISSANCERE HOLDIN COM G7496G10 50,462 1,129,658 SH DEFINED 1,2,5,7,8,10,12,13,14 1,129,658
RENASANT CORP COM 75970E10 4,233 287,395 SH DEFINED 1,2 287,395
RENT A CTR INC NEW COM 76009N10 42,734 2,077,497 SH DEFINED 1,2,5 2,077,497
RENTECH INC COM 76011210 4,237 2,230,236 SH DEFINED 1,2,5,6 2,230,236
RENTRAK CORP COM 76017410 256 18,177 SH DEFINED 1,5 18,177
REPLIGEN CORP COM 75991610 1,801 381,596 SH DEFINED 1,2,5 381,596
REPSOL YPF S A SPONSORED 76026T20 1,894 48,238 SH DEFINED 1 48,238
REPUBLIC AWYS HLDGS COM 76027610 6,686 772,007 SH DEFINED 1,2 772,007
REPUBLIC BANCORP KY CL A 76028120 5,241 213,055 SH DEFINED 1,2 213,055
REPUBLIC FIRST BANCO COM 76041610 114 15,649 SH DEFINED 1 15,649
REPUBLIC SVCS INC COM 76075910 113,324 3,815,615 SH DEFINED 1,2,5,7,8,10,12,13,14 3,815,615
RES-CARE INC COM 76094310 12,080 679,413 SH DEFINED 1,2 679,413
RESEARCH FRONTIERS I COM 76091110 103 16,343 SH DEFINED 1 16,343
RESEARCH IN MOTION L COM 76097510 19,473 166,577 SH DEFINED 1,2,5 166,577
RESMED INC COM 76115210 46,507 1,301,269 SH DEFINED 1,2,5,6 1,301,269
RESOURCE AMERICA INC CL A 76119520 1,992 213,716 SH DEFINED 1,2,5 213,716
RESOURCE CAP CORP COM 76120W30 4,861 674,226 SH DEFINED 1,2 674,226
RESOURCES CONNECTION COM 76122Q10 13,865 681,339 SH DEFINED 1,2,6 681,339
RETAIL VENTURES INC COM 76128Y10 2,101 456,667 SH DEFINED 1,2 456,667
RETRACTABLE TECHNOLO COM 76129W10 30 20,339 SH DEFINED 1 20,339
REVLON INC CL A 76152550 231 271,721 SH DEFINED 1,2,6 271,721
REWARDS NETWORK INC COM 76155710 983 239,290 SH DEFINED 1 239,290
REX ENERGY CORPORATI COM 76156510 5,475 207,384 SH DEFINED 1,2 207,384
REX STORES CORP COM 76162410 1,284 111,150 SH DEFINED 1 111,150
REXAHN PHARMACEUTICA COM 76164010 488 150,521 SH DEFINED 1 150,521
REYNOLDS AMERICAN IN COM 76171310 246,989 5,292,239 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,292,239
RF MICRODEVICES INC COM 74994110 20,876 7,198,529 SH DEFINED 1,2,5 7,198,529
RGC RES INC COM 74955L10 204 7,300 SH DEFINED 1 7,300
RICHARDSON ELECTRS L COM 76316510 70 11,844 SH DEFINED 1 11,844
RICKS CABARET INTL I COM NEW 76564130 985 58,602 SH DEFINED 1,2 58,602
RIGEL PHARMACEUTICAL COM NEW 76655960 14,964 660,360 SH DEFINED 1,2,5,6 660,360
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
RIGHTNOW TECHNOLOGIE COM 76657R10 5,084 371,905 SH DEFINED 1,2,6 371,905
RIMAGE CORP COM 76672110 1,677 135,366 SH DEFINED 1,2 135,366
RIO TINTO PLC SPONSORED 76720410 4,190 8,465 SH DEFINED 1,2 8,465
RISKMETRICS GROUP IN COM 76773510 5,563 283,270 SH DEFINED 1,2 283,270
RITCHIE BROS AUCTION COM 76774410 421 15,522 SH DEFINED 1 15,522
RITE AID CORP COM 76775410 8,640 5,433,979 SH DEFINED 1,2,5,6 5,433,979
RIVERBED TECHNOLOGY COM 76857310 22,628 1,649,237 SH DEFINED 1,2,6 1,649,237
RIVERVIEW BANCORP IN COM 76939710 104 13,992 SH DEFINED 1 13,992
RIVIERA HLDGS CORP COM 76962710 1,508 148,570 SH DEFINED 1,2,5 148,570
RLI CORP COM 74960710 92,350 1,866,789 SH DEFINED 1,2 1,866,789
ROBBINS & MYERS INC COM 77019610 32,680 655,312 SH DEFINED 1,2,6 655,312
ROBERT HALF INTL INC COM 77032310 116,141 4,845,275 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,845,275
ROCK OF AGES CORP CL A 77263210 39 11,698 SH DEFINED 1 11,698
ROCK-TENN CO CL A 77273920 26,367 879,194 SH DEFINED 1,2 879,194
ROCKVILLE FINL INC COM 77418610 1,877 149,419 SH DEFINED 1,2 149,419
ROCKWELL AUTOMATION COM 77390310 183,119 4,187,495 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,187,495
ROCKWELL COLLINS INC COM 77434110 250,673 5,226,702 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,226,702
ROCKWOOD HLDGS INC COM 77441510 27,013 776,240 SH DEFINED 1,2 776,240
ROFIN SINAR TECHNOLO COM 77504310 22,014 728,927 SH DEFINED 1,2,5,6 728,927
ROGERS COMMUNICATION CL B 77510920 1,224 31,651 SH DEFINED 1 31,651
ROGERS CORP COM 77513310 14,888 396,067 SH DEFINED 1,2,6 396,067
ROHM & HAAS CO COM 77537110 187,919 4,046,485 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,046,485
ROLLINS INC COM 77571110 18,641 1,257,860 SH DEFINED 1,2,6 1,257,860
ROMA FINANCIAL CORP COM 77581P10 1,736 132,514 SH DEFINED 1,2 132,514
ROPER INDS INC NEW COM 77669610 113,400 1,721,310 SH DEFINED 1,2,5,7,8,10,12,13,14 1,721,310
ROSETTA RESOURCES IN COM 77777930 35,882 1,259,022 SH DEFINED 1,2 1,259,022
ROSS STORES INC COM 77829610 143,141 4,029,866 SH DEFINED 1,2,5,7,8,10,12,13,14 4,029,866
ROSTELECOM OPEN JT S SPONSORED 77852910 1,374 18,939 SH DEFINED 1,2,5 18,939
ROWAN COS INC COM 77938210 304,539 6,514,208 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,514,208
ROYAL BK CDA MONTREA COM 78008710 1,540 34,484 SH DEFINED 1,2 34,484
ROYAL BK SCOTLAND GR SP ADR REP 78009772 1,677 390,977 SH DEFINED 1,2 390,977
ROYAL CARIBBEAN CRUI COM V7780T10 35,797 1,593,082 SH DEFINED 1,2,5,7,8,10,12,13,14 1,593,082
ROYAL DUTCH SHELL PL SPON ADR B 78025910 5,192 64,815 SH DEFINED 1 64,815
ROYAL DUTCH SHELL PL SPONS ADR 78025920 7,655 93,691 SH DEFINED 1,2 93,691
ROYAL GOLD INC COM 78028710 16,696 532,408 SH DEFINED 1,2,5,6 532,408
RPC INC COM 74966010 7,902 470,376 SH DEFINED 1,2,5,6 470,376
RPM INTL INC COM 74968510 44,655 2,167,723 SH DEFINED 1,2,5 2,167,723
RSC HOLDINGS INC COM 74972L10 5,413 584,599 SH DEFINED 1,2 584,599
RTI BIOLOGICS INC COM 74975N10 6,621 756,726 SH DEFINED 1,2,6 756,726
RTI INTL METALS INC COM 74973W10 18,356 515,319 SH DEFINED 1,2,5,6 515,319
RUBICON TECHNOLOGY I COM 78112T10 10,174 500,694 SH DEFINED 1,2,6 500,694
RUBY TUESDAY INC COM 78118210 6,932 1,283,759 SH DEFINED 1,2,5 1,283,759
RUDDICK CORP COM 78125810 37,584 1,095,421 SH DEFINED 1,2,5 1,095,421
RUDOLPH TECHNOLOGIES COM 78127010 3,308 429,616 SH DEFINED 1,2,5 429,616
RURAL / METRO CORP COM 78174810 54 26,539 SH DEFINED 1 26,539
RURAL CELLULAR CORP CL A 78190410 9,155 205,677 SH DEFINED 1,2,6 205,677
RUSH ENTERPRISES INC CL A 78184620 6,662 554,709 SH DEFINED 1,2 554,709
RUSS BERRIE & CO COM 78223310 1,839 230,710 SH DEFINED 1,2 230,710
RUTHS HOSPITALITY GR COM 78333210 1,878 362,548 SH DEFINED 1,2,6 362,548
RYANAIR HLDGS PLC SPONSORED 78351310 2,254 78,628 SH DEFINED 1,2,5 78,628
RYDER SYS INC COM 78354910 205,078 2,977,330 SH DEFINED 1,2,5,6,7,10,12,13,14 2,977,330
RYLAND GROUP INC COM 78376410 53,025 2,431,223 SH DEFINED 1,2,5 2,431,223
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
S & T BANCORP INC COM 78385910 11,437 393,566 SH DEFINED 1,2,5 393,566
S Y BANCORP INC COM 78506010 4,010 187,735 SH DEFINED 1,2 187,735
S1 CORPORATION COM 78463B10 7,380 974,947 SH DEFINED 1,2,5,6 974,947
SABA SOFTWARE INC COM NEW 78493260 121 37,758 SH DEFINED 1 37,758
SAFECO CORP COM 78642910 189,745 2,825,261 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,825,261
SAFEGUARD SCIENTIFIC COM 78644910 2,157 1,739,177 SH DEFINED 1,2,5 1,739,177
SAFETY INS GROUP INC COM 78648T10 10,457 293,334 SH DEFINED 1,2 293,334
SAFEWAY INC COM NEW 78651420 407,038 14,257,034 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,257,034
SAGA COMMUNICATIONS CL A 78659810 113 22,549 SH DEFINED 1 22,549
SAIA INC COM 78709Y10 2,622 240,085 SH DEFINED 1,2,5 240,085
SAIC INC COM 78390X10 39,290 1,888,011 SH DEFINED 1,2,5 1,888,011
SAKS INC COM 79377W10 28,036 2,553,378 SH DEFINED 1,2,5 2,553,378
SALARY COM INC COM 79400610 40 10,171 SH DEFINED 1 10,171
SALEM COMMUNICATIONS CL A 79409310 22 10,944 SH DEFINED 1,2 10,944
SALESFORCE COM INC COM 79466L30 113,842 1,668,510 SH DEFINED 1,2,5,7,8,10,12,13,14 1,668,510
SALIX PHARMACEUTICAL COM 79543510 6,685 950,895 SH DEFINED 1,2,5,6 950,895
SALLY BEAUTY HLDGS I COM 79546E10 14,588 2,258,202 SH DEFINED 1,2,5,6 2,258,202
SANDERS MORRIS HARRI COM 80000Q10 1,794 264,548 SH DEFINED 1,2 264,548
SANDERSON FARMS INC COM 80001310 11,268 326,406 SH DEFINED 1,2 326,406
SANDISK CORP COM 80004C10 124,261 6,644,979 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,644,979
SANDRIDGE ENERGY INC COM 80007P30 69,887 1,082,180 SH DEFINED 1,2,5,7,8,10,12,13,14 1,082,180
SANDY SPRING BANCORP COM 80036310 3,906 235,584 SH DEFINED 1,2 235,584
SANFILIPPO JOHN B & COM 80042210 98 11,261 SH DEFINED 1 11,261
SANGAMO BIOSCIENCES COM 80067710 4,901 492,610 SH DEFINED 1,2,5,6 492,610
SANMINA SCI CORP COM 80090710 18,112 14,149,682 SH DEFINED 1,2,5,7 14,149,682
SANOFI AVENTIS SPONSORED 80105N10 1,755 52,828 SH DEFINED 1,2 52,828
SANTANDER BANCORP COM 80280910 1,054 99,327 SH DEFINED 1,2 99,327
SANTARUS INC COM 80281730 119 59,176 SH DEFINED 1,2 59,176
SANTOS LIMITED SPONSORED 80302160 1,521 18,287 SH DEFINED 1 18,287
SAP AKTIENGESELLSCHA SPONSORED 80305420 8,709 167,124 SH DEFINED 1,2 167,124
SAPIENT CORP COM 80306210 9,073 1,413,190 SH DEFINED 1,2,5,6 1,413,190
SARA LEE CORP COM 80311110 274,781 22,431,091 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,431,091
SASOL LTD SPONSORED 80386630 1,958 33,220 SH DEFINED 1 33,220
SATCON TECHNOLOGY CO COM 80389310 100 35,370 SH DEFINED 1 35,370
SATYAM COMPUTER SERV ADR 80409810 9,421 384,206 SH DEFINED 1,2,5,7 384,206
SAUER-DANFOSS INC COM 80413710 6,221 199,714 SH DEFINED 1,2 199,714
SAUL CTRS INC COM 80439510 25,515 542,986 SH DEFINED 1,2,3,5,6 542,986
SAVIENT PHARMACEUTIC COM 80517Q10 36,823 1,455,463 SH DEFINED 1,2,5,6 1,455,463
SAVVIS INC COM NEW 80542330 10,014 775,658 SH DEFINED 1,2,6,8 775,658
SBA COMMUNICATIONS C COM 78388J10 37,365 1,037,620 SH DEFINED 1,2,5,6 1,037,620
SCANA CORP NEW COM 80589M10 150,819 4,076,176 SH DEFINED 1,2,5,7,8,10,12,13,14 4,076,176
SCANSOURCE INC COM 80603710 14,971 559,451 SH DEFINED 1,2,6 559,451
SCBT FINANCIAL CORP COM 78401V10 4,077 142,754 SH DEFINED 1,2,5 142,754
SCHAWK INC CL A 80637310 2,458 204,963 SH DEFINED 1,2 204,963
SCHEIN HENRY INC COM 80640710 96,569 1,872,589 SH DEFINED 1,2,5,7,8,10,12,13,14 1,872,589
SCHERING PLOUGH CORP COM 80660510 930,002 47,232,180 SH DEFINED 1,2,5,6,7,8,10,12,13,14 47,232,180
SCHIFF NUTRITION INT COM 80669310 270 48,197 SH DEFINED 1 48,197
SCHLUMBERGER LTD COM 80685710 3,882,048 36,135,603 SH DEFINED 1,2,5,6,7,8,10,12,13,14 36,135,603
SCHNITZER STL INDS CL A 80688210 19,518 170,315 SH DEFINED 1,2,5 170,315
SCHOLASTIC CORP COM 80706610 36,938 1,288,829 SH DEFINED 1,2,5,7,8 1,288,829
SCHOOL SPECIALTY INC COM 80786310 12,400 417,086 SH DEFINED 1,2,5 417,086
SCHULMAN A INC COM 80819410 11,179 485,391 SH DEFINED 1,2 485,391
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
SCHWAB CHARLES CORP COM 80851310 656,580 31,965,904 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,965,904
SCHWEITZER-MAUDUIT I COM 80854110 4,126 244,878 SH DEFINED 1,2 244,878
SCICLONE PHARMACEUTI COM 80862K10 81 52,910 SH DEFINED 1,5 52,910
SCIELE PHARMA INC COM 80862710 17,424 900,486 SH DEFINED 1,2,6 900,486
SCIENTIFIC GAMES COR CL A 80874P10 43,317 1,462,426 SH DEFINED 1,2,5,6 1,462,426
SCM MICROSYSTEMS INC COM 78401810 43 14,231 SH DEFINED 1 14,231
SCOLR PHARMA INC COM 78402X10 26 26,340 SH DEFINED 1,5 26,340
SCOTTS MIRACLE GRO C CL A 81018610 13,163 749,159 SH DEFINED 1,2,5,6 749,159
SCPIE HLDGS INC COM 78402P10 2,815 100,562 SH DEFINED 1,2,5 100,562
SCRIPPS E W CO OHIO CL A 81105420 94,445 2,273,597 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,273,597
SEABOARD CORP COM 81154310 15,051 9,704 SH DEFINED 1,2,6 9,704
SEABRIGHT INSURANCE COM 81165610 8,003 552,719 SH DEFINED 1,2 552,719
SEACHANGE INTL INC COM 81169910 2,789 389,594 SH DEFINED 1,2,5 389,594
SEACOAST BKG CORP FL COM 81170730 1,888 243,287 SH DEFINED 1,2 243,287
SEACOR HOLDINGS INC COM 81190410 25,987 290,324 SH DEFINED 1,2,5,6 290,324
SEAGATE TECHNOLOGY SHS G7945J10 163,034 8,522,427 SH DEFINED 1,2,5,7,8,10,12,13,14 8,522,427
SEALED AIR CORP NEW COM 81211K10 98,132 5,162,099 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,162,099
SEALY CORP COM 81213930 3,626 631,779 SH DEFINED 1,2 631,779
SEARS HLDGS CORP COM 81235010 331,513 4,500,579 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,500,579
SEATTLE GENETICS INC COM 81257810 9,136 1,079,943 SH DEFINED 1,2,6 1,079,943
SECURE COMPUTING COR COM 81370510 5,732 1,384,510 SH DEFINED 1,2,5,8 1,384,510
SECURITY BANK CORP COM 81404710 346 59,058 SH DEFINED 1,2 59,058
SECURITY CAPITAL ASS COM G8018D10 16 54,064 SH DEFINED 1,2 54,064
SEI INVESTMENTS CO COM 78411710 67,740 2,880,122 SH DEFINED 1,2,5,7,8,10,12,13,14 2,880,122
SELECT COMFORT CORP COM 81616X10 1,257 766,757 SH DEFINED 1,2,5,6 766,757
SELECT SECTOR SPDR T SBI INT-EN 81369Y50 581 6,572 SH DEFINED 1 6,572
SELECT SECTOR SPDR T SBI INT-FI 81369Y60 28,624 1,412,854 SH DEFINED 1,10 1,412,854
SELECTICA INC COM 81628810 90 66,920 SH DEFINED 1 66,920
SELECTIVE INS GROUP COM 81630010 17,790 948,303 SH DEFINED 1,2,5 948,303
SEMGROUP ENERGY PART COM UNIT L 81662W10 459 18,124 SH DEFINED 1,2 18,124
SEMITOOL INC COM 81690910 3,041 404,893 SH DEFINED 1,2,5 404,893
SEMPRA ENERGY COM 81685110 456,904 8,093,954 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,093,954
SEMTECH CORP COM 81685010 34,541 2,454,964 SH DEFINED 1,2,5,6,7,8 2,454,964
SENIOR HSG PPTYS TR SH BEN INT 81721M10 75,369 3,859,117 SH DEFINED 1,2,3 3,859,117
SENOMYX INC COM 81724Q10 217 44,063 SH DEFINED 1,2,6 44,063
SENSIENT TECHNOLOGIE COM 81725T10 37,229 1,322,058 SH DEFINED 1,2,5 1,322,058
SEPRACOR INC COM 81731510 46,019 2,310,181 SH DEFINED 1,2,5,12 2,310,181
SEQUENOM INC COM NEW 81733740 9,559 598,914 SH DEFINED 1,2 598,914
SERVICE CORP INTL COM 81756510 42,069 4,266,619 SH DEFINED 1,2,5 4,266,619
SEVERN BANCORP ANNA COM 81811M10 91 13,689 SH DEFINED 1 13,689
SHAW COMMUNICATIONS CL B CONV 82028K20 713 35,031 SH DEFINED 1 35,031
SHAW GROUP INC COM 82028010 98,891 1,600,444 SH DEFINED 1,2,5,7 1,600,444
SHENANDOAH TELECOMMU COM 82312B10 4,583 352,015 SH DEFINED 1,2,6 352,015
SHENGDA TECH INC COM 82321310 3,424 344,809 SH DEFINED 1,2 344,809
SHERWIN WILLIAMS CO COM 82434810 173,776 3,783,497 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,783,497
SHINHAN FINANCIAL GR SPN ADR RE 82459610 3,786 42,250 SH DEFINED 1 42,250
SHIP FINANCE INTERNA SHS G8107510 15,685 531,167 SH DEFINED 1,2,5,7 531,167
SHIRE LIMITED SPONSORED 82481R10 389 7,912 SH DEFINED 1 7,912
SHOE CARNIVAL INC COM 82488910 2,002 169,781 SH DEFINED 1,2,5 169,781
SHORE BANCSHARES INC COM 82510710 1,831 97,799 SH DEFINED 1,2,5 97,799
SHORETEL INC COM 82521110 1,923 435,029 SH DEFINED 1,2 435,029
SHUFFLE MASTER INC COM 82554910 5,558 1,125,157 SH DEFINED 1,2,6 1,125,157
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
SHUTTERFLY INC COM 82568P30 2,450 200,640 SH DEFINED 1,2,6 200,640
SI INTL INC COM 78427V10 3,746 178,902 SH DEFINED 1,2 178,902
SIEMENS A G SPONSORED 82619750 4,475 40,634 SH DEFINED 1,2 40,634
SIERRA BANCORP COM 82620P10 1,586 96,134 SH DEFINED 1,2 96,134
SIERRA PAC RES NEW COM 82642810 68,296 5,373,434 SH DEFINED 1,2,5,7 5,373,434
SIGA TECHNOLOGIES IN COM 82691710 45 14,336 SH DEFINED 1,2 14,336
SIGMA ALDRICH CORP COM 82655210 203,658 3,781,249 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,781,249
SIGMA DESIGNS INC COM 82656510 7,494 539,510 SH DEFINED 1,2,5,6 539,510
SIGMATRON INTL INC COM 82661L10 75 12,713 SH DEFINED 1 12,713
SIGNATURE BK NEW YOR COM 82669G10 32,777 1,272,389 SH DEFINED 1,2,6 1,272,389
SIGNET GROUP PLC SP ADR REP 82668L87 160 16,032 SH DEFINED 1 16,032
SILGAN HOLDINGS INC COM 82704810 26,753 527,252 SH DEFINED 1,2,6 527,252
SILICON IMAGE INC COM 82705T10 13,296 1,833,887 SH DEFINED 1,2,5,6 1,833,887
SILICON LABORATORIES COM 82691910 33,046 915,664 SH DEFINED 1,2,5,6 915,664
SILICON STORAGE TECH COM 82705710 7,685 2,774,427 SH DEFINED 1,2,5 2,774,427
SILICONWARE PRECISIO SPONSD ADR 82708486 638 87,295 SH DEFINED 1 87,295
SILVER STATE BANCORP COM 82825110 24 11,650 SH DEFINED 1 11,650
SIMMONS 1ST NATL COR CL A $1 PA 82873020 9,823 351,206 SH DEFINED 1,2 351,206
SIMON PPTY GROUP INC COM 82880610 1,021,074 11,359,147 SH DEFINED 1,2,3,5,6,7,8,10,12,13,
14 11,359,147
SIMPSON MANUFACTURIN COM 82907310 16,232 683,758 SH DEFINED 1,2,5,6 683,758
SIMS GROUP LTD SPONS ADR 82916010 1,151 28,840 SH DEFINED 1 28,840
SINA CORP ORD G8147710 1,112 26,141 SH DEFINED 1,2,6 26,141
SINCLAIR BROADCAST G CL A 82922610 11,636 1,531,043 SH DEFINED 1,2 1,531,043
SIRF TECHNOLOGY HLDG COM 82967H10 4,106 950,398 SH DEFINED 1,2 950,398
SIRIUS SATELLITE RAD COM 82966U10 40,767 21,232,981 SH DEFINED 1,2,5,7,8,10,12,13,14 21,232,981
SIRONA DENTAL SYSTEM COM 82966C10 7,386 284,947 SH DEFINED 1,2,6 284,947
SIX FLAGS INC COM 83001P10 1,309 1,137,975 SH DEFINED 1,2,5,6 1,137,975
SJW CORP COM 78430510 5,682 215,209 SH DEFINED 1,2 215,209
SK TELECOM LTD SPONSORED 78440P10 4,030 194,032 SH DEFINED 1,12 194,032
SKECHERS U S A INC CL A 83056610 16,560 838,039 SH DEFINED 1,2,6 838,039
SKILLED HEALTHCARE G CL A 83066R10 4,029 300,260 SH DEFINED 1,2 300,260
SKILLSOFT PLC SPONSORED 83092810 201 22,276 SH DEFINED 1,5 22,276
SKYLINE CORP COM 83083010 2,604 110,808 SH DEFINED 1,2 110,808
SKYWEST INC COM 83087910 15,571 1,230,870 SH DEFINED 1,2,5 1,230,870
SKYWORKS SOLUTIONS I COM 83088M10 38,755 3,926,569 SH DEFINED 1,2,5,7,8 3,926,569
SL GREEN RLTY CORP COM 78440X10 141,633 1,712,193 SH DEFINED 1,2,3,5,7,8,10,12,13,14 1,712,193
SLM CORP COM 78442P10 289,141 14,942,698 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,942,698
SM&A COM 78465D10 122 25,583 SH DEFINED 1 25,583
SMART BALANCE INC COM 83169Y10 6,068 841,545 SH DEFINED 1,2 841,545
SMART MODULAR TECHNO ORD SHS G8224510 2,687 701,693 SH DEFINED 1,2,6 701,693
SMITH & NEPHEW PLC SPDN ADR N 83175M20 559 10,211 SH DEFINED 1 10,211
SMITH & WESSON HLDG COM 83175610 2,101 403,314 SH DEFINED 1,2,5,6 403,314
SMITH A O COM 83186520 13,254 403,727 SH DEFINED 1,2 403,727
SMITH INTL INC COM 83211010 510,525 6,140,549 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,140,549
SMITH MICRO SOFTWARE COM 83215410 5,320 933,331 SH DEFINED 1,2,5 933,331
SMITHFIELD FOODS INC COM 83224810 41,077 2,066,232 SH DEFINED 1,2,5,12 2,066,232
SMITHTOWN BANCORP IN COM 83244910 1,591 97,882 SH DEFINED 1,2 97,882
SMUCKER J M CO COM NEW 83269640 37,748 928,845 SH DEFINED 1,2,5,7 928,845
SMURFIT-STONE CONTAI COM 83272710 11,550 2,837,848 SH DEFINED 1,2,5,7,12 2,837,848
SNAP ON INC COM 83303410 86,985 1,672,460 SH DEFINED 1,2,5,6,10,13,14 1,672,460
SOAPSTONE NETWORKS I COM 83357010 89 23,321 SH DEFINED 1,2,5 23,321
SOCIEDAD QUIMICA MIN SPON ADR S 83363510 5,297 113,665 SH DEFINED 1,2,5 113,665
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
SOCKET MOBILE INC COM 83368E10 11 15,400 SH DEFINED 1 15,400
SOHU COM INC COM 83408W10 28,700 407,441 SH DEFINED 1,2,5,6,7,8 407,441
SOLERA HOLDINGS INC COM 83421A10 23,701 856,854 SH DEFINED 1,2,6 856,854
SOLUTIA INC COM NEW 83437650 10,512 819,974 SH DEFINED 1,2 819,974
SOMANETICS CORP COM NEW 83444540 6,084 286,981 SH DEFINED 1,2,5 286,981
SONIC AUTOMOTIVE INC CL A 83545G10 8,223 637,933 SH DEFINED 1,2,5 637,933
SONIC CORP COM 83545110 21,150 1,429,070 SH DEFINED 1,2,5,6 1,429,070
SONIC INNOVATIONS IN COM 83545M10 119 35,514 SH DEFINED 1,2,5 35,514
SONIC SOLUTIONS COM 83546010 4,905 822,909 SH DEFINED 1,2,5,6 822,909
SONICWALL INC COM 83547010 12,954 2,008,372 SH DEFINED 1,2,5,6 2,008,372
SONOCO PRODS CO COM 83549510 121,618 3,929,491 SH DEFINED 1,2,5,7 3,929,491
SONOSITE INC COM 83568G10 8,749 312,352 SH DEFINED 1,2,6 312,352
SONUS NETWORKS INC COM 83591610 13,955 4,080,305 SH DEFINED 1,2,5,6,8 4,080,305
SONUS PHARMACEUTICAL COM 83569210 12 38,707 SH DEFINED 1 38,707
SONY CORP ADR NEW 83569930 2,195 50,194 SH DEFINED 1 50,194
SOTHEBYS COM 83589810 47,001 1,782,374 SH DEFINED 1,2,5,6 1,782,374
SOURCE INTERLINK COS COM NEW 83615120 123 55,730 SH DEFINED 1,2,5 55,730
SOURCEFIRE INC COM 83616T10 1,602 207,187 SH DEFINED 1,2 207,187
SOURCEFORGE INC COM 83616W10 135 84,298 SH DEFINED 1,2,5 84,298
SOUTH FINL GROUP INC COM 83784110 10,388 2,649,953 SH DEFINED 1,2,5 2,649,953
SOUTH JERSEY INDS IN COM 83851810 20,141 539,108 SH DEFINED 1,2 539,108
SOUTHERN CMNTY FINL COM 84263210 221 35,900 SH DEFINED 1 35,900
SOUTHERN CO COM 84258710 875,519 25,072,149 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,072,149
SOUTHERN COPPER CORP COM 84265V10 205,945 1,931,400 SH DEFINED 1,2,5,7,12 1,931,400
SOUTHERN UN CO NEW COM 84403010 30,143 1,115,566 SH DEFINED 1,2,5,7 1,115,566
SOUTHSIDE BANCSHARES COM 84470P10 3,419 185,401 SH DEFINED 1,2 185,401
SOUTHWEST AIRLS CO COM 84474110 249,994 19,171,283 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,171,283
SOUTHWEST BANCORP IN COM 84476710 2,971 258,316 SH DEFINED 1,2 258,316
SOUTHWEST GAS CORP COM 84489510 30,282 1,018,560 SH DEFINED 1,2,5 1,018,560
SOUTHWEST WTR CO COM 84533110 3,539 353,159 SH DEFINED 1,2 353,159
SOUTHWESTERN ENERGY COM 84546710 485,748 10,202,642 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,202,642
SOVEREIGN BANCORP IN COM 84590510 132,424 17,992,334 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,992,334
SOVRAN SELF STORAGE COM 84610H10 29,141 701,168 SH DEFINED 1,2,3,5 701,168
SPANISH BROADCASTING CL A 84642588 33 28,808 SH DEFINED 1,2 28,808
SPANSION INC COM CL A 84649R10 6,963 3,094,810 SH DEFINED 1,2,6 3,094,810
SPARTAN MTRS INC COM 84681910 3,645 487,888 SH DEFINED 1,2,5,6 487,888
SPARTAN STORES INC COM 84682210 10,339 449,540 SH DEFINED 1,2,6 449,540
SPARTECH CORP COM NEW 84722020 4,769 505,682 SH DEFINED 1,2 505,682
SPDR SERIES TRUST DJWS LGCAP 78464A50 1,741 25,213 SH DEFINED 1 25,213
SPDR SERIES TRUST DJWS REIT 78464A60 1,241 18,962 SH DEFINED 8 18,962
SPDR SERIES TRUST LEH AGGR B 78464A64 24,428 457,889 SH DEFINED 2 457,889
SPDR TR UNIT SER 1 78462F10 67,029 523,745 SH DEFINED 1,5,6 523,745
SPECTRA ENERGY CORP COM 84756010 856,653 29,806,993 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,806,993
SPECTRA ENERGY PARTN COM 84756N10 279 12,102 SH DEFINED 1,2 12,102
SPECTRANETICS CORP COM 84760C10 4,033 409,037 SH DEFINED 1,2 409,037
SPECTRUM BRANDS INC COM 84762L10 1,755 688,125 SH DEFINED 1,2 688,125
SPECTRUM CTL INC COM 84761510 98 11,899 SH DEFINED 1 11,899
SPECTRUM PHARMACEUTI COM 84763A10 49 35,227 SH DEFINED 1,2 35,227
SPEEDWAY MOTORSPORTS COM 84778810 9,489 465,585 SH DEFINED 1,2 465,585
SPHERION CORP COM 84842010 9,979 2,160,028 SH DEFINED 1,2,5 2,160,028
SPHERIX INC COM 84842R10 11 16,667 SH DEFINED 1 16,667
SPIRIT AEROSYSTEMS H COM CL A 84857410 16,783 875,044 SH DEFINED 1,2,5 875,044
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
SPORT CHALET INC CL A 84916320 62 13,343 SH DEFINED 1 13,343
SPRINT NEXTEL CORP COM SER 1 85206110 845,450 88,994,685 SH DEFINED 1,2,5,6,7,8,10,12,13,14 88,994,685
SPSS INC COM 78462K10 33,721 927,154 SH DEFINED 1,2,5,6 927,154
SPX CORP COM 78463510 158,402 1,202,477 SH DEFINED 1,2,5,7,8,10,12,13,14 1,202,477
SRA INTL INC CL A 78464R10 23,087 1,027,934 SH DEFINED 1,2,6 1,027,934
SRS LABS INC COM 78464M10 91 14,061 SH DEFINED 1 14,061
ST JOE CO COM 79014810 33,962 989,571 SH DEFINED 1,2,5,8,12 989,571
ST JUDE MED INC COM 79084910 411,003 10,053,897 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,053,897
ST MARY LD & EXPL CO COM 79222810 66,293 1,025,572 SH DEFINED 1,2,5,6 1,025,572
STAAR SURGICAL CO COM PAR $0 85231230 76 24,655 SH DEFINED 1 24,655
STAGE STORES INC COM NEW 85254C30 12,974 1,111,719 SH DEFINED 1,2,5 1,111,719
STAMPS COM INC COM NEW 85285720 8,919 714,624 SH DEFINED 1,2,6 714,624
STANCORP FINL GROUP COM 85289110 44,233 941,924 SH DEFINED 1,2,5 941,924
STANDARD MICROSYSTEM COM 85362610 9,726 358,238 SH DEFINED 1,2 358,238
STANDARD MTR PRODS I COM 85366610 323 39,642 SH DEFINED 1,2,5 39,642
STANDARD PAC CORP NE COM 85375C10 8,095 2,395,016 SH DEFINED 1,2,5 2,395,016
STANDARD PARKING COR COM 85379010 5,398 296,591 SH DEFINED 1,2 296,591
STANDARD REGISTER CO COM 85388710 2,487 263,776 SH DEFINED 1,2 263,776
STANDEX INTL CORP COM 85423110 4,024 194,040 SH DEFINED 1,2,5 194,040
STANLEY INC COM 85453210 3,314 98,856 SH DEFINED 1,2,6 98,856
STANLEY WKS COM 85461610 121,310 2,706,009 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,706,009
STAPLES INC COM 85503010 492,983 20,757,198 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,757,198
STAR GAS PARTNERS L UNIT LTD P 85512C10 91 32,490 SH DEFINED 1 32,490
STAR SCIENTIFIC INC COM 85517P10 821 684,336 SH DEFINED 1,2 684,336
STARBUCKS CORP COM 85524410 320,691 20,374,249 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,374,249
STARENT NETWORKS COR COM 85528P10 4,669 371,164 SH DEFINED 1,2,6 371,164
STARTEK INC COM 85569C10 154 16,378 SH DEFINED 1 16,378
STARWOOD HOTELS&RESO COM 85590A40 269,544 6,726,830 SH DEFINED 1,2,3,5,6,7,8,10,12,13,
14 6,726,830
STATE AUTO FINL CORP COM 85570710 6,000 250,738 SH DEFINED 1,2 250,738
STATE BANCORP INC N. COM 85571610 2,036 162,908 SH DEFINED 1,2 162,908
STATE STR CORP COM 85747710 1,203,276 18,804,129 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,804,129
STATOILHYDRO ASA SPONSORED 85771P10 1,499 40,100 SH DEFINED 1 40,100
STEAK N SHAKE CO COM 85787310 2,709 428,023 SH DEFINED 1,2 428,023
STEC INC COM 78477410 4,077 397,011 SH DEFINED 1,2 397,011
STEEL DYNAMICS INC COM 85811910 187,243 4,792,496 SH DEFINED 1,2,5,7,8,10,12,13,14 4,792,496
STEELCASE INC CL A 85815520 8,649 862,291 SH DEFINED 1,2,5,6 862,291
STEIN MART INC COM 85837510 1,942 430,523 SH DEFINED 1,2,5 430,523
STEINER LEISURE LTD ORD P8744Y10 6,361 224,385 SH DEFINED 1,2,5,6 224,385
STEINWAY MUSICAL INS COM 85849510 3,549 134,439 SH DEFINED 1,2 134,439
STELLARONE CORP COM 85856G10 4,627 316,914 SH DEFINED 1,2 316,914
STEMCELLS INC COM 85857R10 110 87,902 SH DEFINED 1,2,5 87,902
STEPAN CO COM 85858610 11,045 242,117 SH DEFINED 1,2,5 242,117
STEREOTAXIS INC COM 85916J10 2,987 557,314 SH DEFINED 1,2,6 557,314
STERICYCLE INC COM 85891210 78,075 1,510,162 SH DEFINED 1,2,5 1,510,162
STERIS CORP COM 85915210 54,400 1,891,517 SH DEFINED 1,2,5 1,891,517
STERLING BANCORP COM 85915810 3,784 316,621 SH DEFINED 1,2 316,621
STERLING BANCSHARES COM 85890710 31,293 3,442,625 SH DEFINED 1,2 3,442,625
STERLING CONSTRUCTIO COM 85924110 2,707 136,296 SH DEFINED 1,2,5 136,296
STERLING FINL CORP W COM 85931910 8,459 2,043,340 SH DEFINED 1,2 2,043,340
STERLITE INDS INDIA ADS 85973720 3,384 212,800 SH DEFINED 1,4 212,800
STEWART ENTERPRISES CL A 86037010 18,256 2,535,535 SH DEFINED 1,2,5 2,535,535
STEWART INFORMATION COM 86037210 5,050 261,099 SH DEFINED 1,2 261,099
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
STEWART W P & CO LTD COM G8492210 79 52,272 SH DEFINED 1,2,5 52,272
STIFEL FINL CORP COM 86063010 11,804 343,240 SH DEFINED 1,2 343,240
STILLWATER MNG CO COM 86074Q10 48,845 4,128,950 SH DEFINED 1,2,5,6 4,128,950
STMICROELECTRONICS N NY REGISTR 86101210 337 32,650 SH DEFINED 1 32,650
STONE ENERGY CORP COM 86164210 86,139 1,306,915 SH DEFINED 1,2,5,7,8,10 1,306,915
STONERIDGE INC COM 86183P10 5,528 324,042 SH DEFINED 1,2 324,042
STRATASYS INC COM 86268510 7,488 405,641 SH DEFINED 1,2,5,6 405,641
STRATEGIC HOTELS & R COM 86272T10 26,022 2,777,172 SH DEFINED 1,2,3 2,777,172
STRATUS PPTYS INC COM NEW 86316720 1,161 66,761 SH DEFINED 1,2 66,761
STRAYER ED INC COM 86323610 53,422 255,523 SH DEFINED 1,2,5,6 255,523
STRYKER CORP COM 86366710 490,844 7,806,037 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,806,037
STUDENT LN CORP COM 86390210 8,008 81,652 SH DEFINED 1,2,5,7,12 81,652
STURM RUGER & CO INC COM 86415910 214 30,257 SH DEFINED 1,2 30,257
SUBURBAN PROPANE PAR UNIT LTD P 86448210 1,695 44,329 SH DEFINED 1,2 44,329
SUCAMPO PHARMACEUTIC CL A 86490910 729 67,915 SH DEFINED 1,2 67,915
SUCCESSFACTORS INC COM 86459610 5,641 515,120 SH DEFINED 1,2,6 515,120
SUFFOLK BANCORP COM 86473910 6,818 232,063 SH DEFINED 1,2 232,063
SULPHCO INC COM 86537810 1,238 545,422 SH DEFINED 1,2,6 545,422
SUMTOTAL SYS INC COM 86661510 107 22,905 SH DEFINED 1,5 22,905
SUN BANCORP INC COM 86663B10 2,798 275,687 SH DEFINED 1,2 275,687
SUN COMMUNITIES INC COM 86667410 15,754 864,179 SH DEFINED 1,2,3,5 864,179
SUN HEALTHCARE GROUP COM NEW 86693340 9,122 681,288 SH DEFINED 1,2,5,6 681,288
SUN HYDRAULICS CORP COM 86694210 5,117 158,572 SH DEFINED 1,2,6 158,572
SUN LIFE FINL INC COM 86679610 8,678 211,909 SH DEFINED 1,2 211,909
SUN MICROSYSTEMS INC COM NEW 86681020 237,807 21,857,295 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,857,295
SUNAIR SERVICES CORP COM 86701710 27 11,100 SH DEFINED 1 11,100
SUNCOR ENERGY INC COM 86722910 2,074 35,684 SH DEFINED 1 35,684
SUNLINK HEALTH SYSTE COM 86737U10 64 13,400 SH DEFINED 1 13,400
SUNOCO INC COM 86764P10 288,737 7,096,025 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,096,025
SUNOCO LOGISTICS PRT COM UNITS 86764L10 574 12,248 SH DEFINED 1,2 12,248
SUNPOWER CORP COM CL A 86765210 33,723 468,499 SH DEFINED 1,2,5,7,8,10,12,13,14 468,499
SUNRISE SENIOR LIVIN COM 86768K10 24,506 1,090,129 SH DEFINED 1,2,6 1,090,129
SUNSTONE HOTEL INVS COM 86789210 40,462 2,437,476 SH DEFINED 1,2,3 2,437,476
SUNTECH PWR HLDGS CO ADR 86800C10 2,502 66,778 SH DEFINED 1,2 66,778
SUNTRUST BKS INC COM 86791410 432,892 11,951,727 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,951,727
SUPER MICRO COMPUTER COM 86800U10 1,783 241,594 SH DEFINED 1,2 241,594
SUPERGEN INC COM 86805910 145 70,737 SH DEFINED 1,2,5 70,737
SUPERIOR BANCORP COM NEW 86806M20 134 15,818 SH DEFINED 1,2,5 15,818
SUPERIOR ENERGY SVCS COM 86815710 129,692 2,352,041 SH DEFINED 1,2,5,6,7 2,352,041
SUPERIOR ESSEX INC COM 86815V10 13,886 311,143 SH DEFINED 1,2,6 311,143
SUPERIOR INDS INTL I COM 86816810 7,326 433,977 SH DEFINED 1,2,5 433,977
SUPERIOR UNIFORM GP COM 86835810 206 23,702 SH DEFINED 1 23,702
SUPERIOR WELL SVCS I COM 86837X10 12,447 392,537 SH DEFINED 1,2,6 392,537
SUPERTEL HOSPITALITY COM 86852610 132 26,677 SH DEFINED 1,3 26,677
SUPERTEX INC COM 86853210 3,864 165,546 SH DEFINED 1,2,6 165,546
SUPERVALU INC COM 86853610 316,415 10,243,296 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,243,296
SUPPORTSOFT INC COM 86858710 1,894 582,846 SH DEFINED 1,2,5 582,846
SUPREME INDS INC CL A 86860710 94 19,360 SH DEFINED 1 19,360
SUREWEST COMMUNICATI COM 86873310 148 17,535 SH DEFINED 1,2,5 17,535
SURMODICS INC COM 86887310 12,666 282,460 SH DEFINED 1,2,6 282,460
SUSQUEHANNA BANCSHAR COM 86909910 42,907 3,134,205 SH DEFINED 1,2,5 3,134,205
SUSSER HLDGS CORP COM 86923310 379 39,191 SH DEFINED 1,2 39,191
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
SUTOR TECH GROUP LTD COM 86936210 239 33,771 SH DEFINED 1 33,771
SVB FINL GROUP COM 78486Q10 53,534 1,112,742 SH DEFINED 1,2,5 1,112,742
SWIFT ENERGY CO COM 87073810 46,717 707,186 SH DEFINED 1,2,5 707,186
SWITCH & DATA FACILI COM 87104310 6,181 363,830 SH DEFINED 1,2,6 363,830
SWS GROUP INC COM 78503N10 7,471 449,778 SH DEFINED 1,2 449,778
SYBASE INC COM 87113010 81,258 2,762,011 SH DEFINED 1,2,5,6 2,762,011
SYCAMORE NETWORKS IN COM 87120610 10,383 3,224,574 SH DEFINED 1,2,5,6 3,224,574
SYKES ENTERPRISES IN COM 87123710 12,936 685,879 SH DEFINED 1,2,6 685,879
SYMANTEC CORP NOTE 0.75 871503AD 571 500,000 SH DEFINED 1 500,000
SYMANTEC CORP COM 87150310 526,936 27,231,840 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,231,840
SYMMETRICOM INC COM 87154310 3,804 990,500 SH DEFINED 1,2,5 990,500
SYMMETRY MED INC COM 87154620 8,450 520,939 SH DEFINED 1,2,6 520,939
SYMS CORP COM 87155110 903 66,425 SH DEFINED 1,2 66,425
SYMYX TECHNOLOGIES COM 87155S10 3,335 477,844 SH DEFINED 1,2,5,6 477,844
SYNAPTICS INC COM 87157D10 14,603 387,049 SH DEFINED 1,2,5,6 387,049
SYNCHRONOSS TECHNOLO COM 87157B10 3,850 426,397 SH DEFINED 1,2,6 426,397
SYNGENTA AG SPONSORED 87160A10 3,567 55,138 SH DEFINED 1 55,138
SYNIVERSE HLDGS INC COM 87163F10 29,923 1,847,099 SH DEFINED 1,2,7,13 1,847,099
SYNNEX CORP COM 87162W10 5,929 236,299 SH DEFINED 1,2 236,299
SYNOPSYS INC COM 87160710 120,492 5,041,523 SH DEFINED 1,2,5,7,8,10,12,13,14 5,041,523
SYNOVIS LIFE TECHNOL COM 87162G10 2,687 142,703 SH DEFINED 1,2 142,703
SYNOVUS FINL CORP COM 87161C10 60,216 6,897,632 SH DEFINED 1,2,5,7,12 6,897,632
SYNTA PHARMACEUTICAL COM 87162T20 720 118,050 SH DEFINED 1,2 118,050
SYNTAX BRILLIAN CORP COM 87163L10 43 83,611 SH DEFINED 1,2 83,611
SYNTEL INC COM 87162H10 6,187 183,482 SH DEFINED 1,2,6 183,482
SYNTHESIS ENERGY SYS COM 87162810 2,077 230,804 SH DEFINED 1,2,6 230,804
SYNTROLEUM CORP COM 87163010 146 85,664 SH DEFINED 1,5 85,664
SYNUTRA INTL INC COM 87164C10 3,729 115,385 SH DEFINED 1,2 115,385
SYSCO CORP COM 87182910 509,955 18,537,090 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,537,090
SYSTEMAX INC COM 87185110 6,758 382,891 SH DEFINED 1,2,6 382,891
T-3 ENERGY SRVCS INC COM 87306E10 13,838 174,131 SH DEFINED 1,2,6 174,131
TAIWAN GREATER CHINA SH BEN INT 87403710 183 30,000 SH DEFINED 7 30,000
TAIWAN SEMICONDUCTOR SPONSORED 87403910 171,990 15,764,441 SH DEFINED 1,4,5,7,8 15,764,441
TAKE-TWO INTERACTIVE COM 87405410 30,845 1,206,312 SH DEFINED 1,2,5,6 1,206,312
TAL INTL GROUP INC COM 87408310 5,336 234,648 SH DEFINED 1,2 234,648
TALBOTS INC COM 87416110 5,249 452,919 SH DEFINED 1,2,5 452,919
TALEO CORP CL A 87424N10 5,828 297,510 SH DEFINED 1,2,6 297,510
TAM SA SP ADR REP 87484D10 673 35,181 SH DEFINED 1 35,181
TANGER FACTORY OUTLE COM 87546510 34,991 973,868 SH DEFINED 1,2,3,5,6 973,868
TARGA RESOURCES PART COM UNIT 87611X10 690 29,950 SH DEFINED 1,2 29,950
TARGACEPT INC COM 87611R30 1,369 188,293 SH DEFINED 1,2 188,293
TARGET CORP COM 87612E10 3,042,851 65,451,729 SH DEFINED 1,2,5,6,7,8,10,12,13,14 65,451,729
TARRAGON CORP COM 87628710 77 44,234 SH DEFINED 1 44,234
TASER INTL INC COM 87651B10 4,562 914,310 SH DEFINED 1,2,5,6 914,310
TATA MTRS LTD SPONSORED 87656850 1,063 105,727 SH DEFINED 1,2,5 105,727
TAUBMAN CTRS INC COM 87666410 96,497 1,983,488 SH DEFINED 1,2,3,5,6 1,983,488
TBS INTERNATIONAL LI COM CL A G8697515 7,643 191,305 SH DEFINED 1,2 191,305
TC PIPELINES LP UT COM LTD 87233Q10 555 15,744 SH DEFINED 1,2 15,744
TCF FINL CORP COM 87227510 38,563 3,205,598 SH DEFINED 1,2,5,12 3,205,598
TD AMERITRADE HLDG C COM 87236Y10 200,217 11,067,847 SH DEFINED 1,2,5,7,8,10,12,13,14 11,067,847
TDK CORP AMERN DEP 87235140 312 5,202 SH DEFINED 1 5,202
TEAM INC COM 87815510 9,051 263,710 SH DEFINED 1,2,6 263,710
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
TECH DATA CORP COM 87823710 34,358 1,013,805 SH DEFINED 1,2,5 1,013,805
TECH OPS SEVCON INC COM 87829310 91 12,400 SH DEFINED 1 12,400
TECHNE CORP COM 87837710 61,316 792,300 SH DEFINED 1,2,5,6 792,300
TECHNITROL INC COM 87855510 16,793 988,418 SH DEFINED 1,2,5,6 988,418
TECHNOLOGY RESH CORP COM NEW 87872730 31 12,137 SH DEFINED 1 12,137
TECHTARGET INC COM 87874R10 1,459 138,172 SH DEFINED 1,2 138,172
TECHWELL INC COM 87874D10 4,143 336,293 SH DEFINED 1,2 336,293
TECK COMINCO LTD CL B 87874220 2,241 46,735 SH DEFINED 1,7 46,735
TECO ENERGY INC COM 87237510 127,868 5,950,114 SH DEFINED 1,2,5,6,10,12,13,14 5,950,114
TECUMSEH PRODS CO CL A 87889520 14,639 446,591 SH DEFINED 1,2,5 446,591
TEEKAY CORPORATION COM Y8564W10 22,459 497,098 SH DEFINED 1,2,5,12 497,098
TEEKAY LNG PARTNERS PRTNRSP UN Y8564M10 340 12,912 SH DEFINED 1,2 12,912
TEEKAY TANKERS LTD CL A Y8565N10 3,452 148,735 SH DEFINED 1,2 148,735
TEJON RANCH CO DEL COM 87908010 5,853 162,305 SH DEFINED 1,2,6 162,305
TEKELEC COM 87910110 18,560 1,261,703 SH DEFINED 1,2,5 1,261,703
TELE NORTE LESTE PAR SPON ADR P 87924610 19,303 774,892 SH DEFINED 1,2,7 774,892
TELECOM ARGENTINA S SPON ADR R 87927320 9,921 696,231 SH DEFINED 1,2,5,7 696,231
TELECOM ITALIA S P A SPON ADR O 87927Y10 557 27,891 SH DEFINED 1 27,891
TELECOMMUNICATION SY CL A 87929J10 1,787 385,870 SH DEFINED 1,2 385,870
TELEDYNE TECHNOLOGIE COM 87936010 32,222 660,429 SH DEFINED 1,2,5,6 660,429
TELEFLEX INC COM 87936910 36,424 655,221 SH DEFINED 1,2,5 655,221
TELEFONICA S A SPONSORED 87938220 6,421 80,688 SH DEFINED 1,2 80,688
TELEFONOS DE MEXICO SPON ADR O 87940378 5,800 244,924 SH DEFINED 1 244,924
TELEPHONE & DATA SYS COM 87943310 121,544 2,571,269 SH DEFINED 1,2,5,7,8,10,12,13,14 2,571,269
TELEPHONE & DATA SYS SPL COM 87943386 4,397 99,710 SH DEFINED 1,2,5,12 99,710
TELETECH HOLDINGS IN COM 87993910 12,746 638,558 SH DEFINED 1,2,6 638,558
TELIK INC COM 87959M10 91 75,204 SH DEFINED 1,2 75,204
TELKONET INC COM 87960410 26 45,859 SH DEFINED 1,5 45,859
TELLABS INC COM 87966410 48,730 10,479,595 SH DEFINED 1,2,5,6,10,12,13,14 10,479,595
TELMEX INTERNACIONAL SPONS ADR 87969010 4,161 258,450 SH DEFINED 1 258,450
TELULAR CORP COM NEW 87970T20 82 21,573 SH DEFINED 1 21,573
TEMPLE INLAND INC COM 87986810 23,993 2,128,953 SH DEFINED 1,2,5,8,12 2,128,953
TEMPUR PEDIC INTL IN COM 88023U10 34,681 4,440,578 SH DEFINED 1,2 4,440,578
TENARIS S A SPONSORED 88031M10 293,193 3,935,470 SH DEFINED 1,2,4,5,7 3,935,470
TENET HEALTHCARE COR COM 88033G10 76,611 13,779,011 SH DEFINED 1,2,5,6,7,10,13,14 13,779,011
TENNANT CO COM 88034510 8,360 278,019 SH DEFINED 1,2 278,019
TENNECO INC COM 88034910 12,863 950,720 SH DEFINED 1,2,5,6 950,720
TEPPCO PARTNERS L P UT LTD PAR 87238410 3,351 100,959 SH DEFINED 1,2 100,959
TERADATA CORP DEL COM 88076W10 123,359 5,330,996 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,330,996
TERADYNE INC COM 88077010 57,339 5,179,649 SH DEFINED 1,2,5,6,10,12,13,14 5,179,649
TERCICA INC COM 88078L10 2,620 296,705 SH DEFINED 1,2 296,705
TEREX CORP NEW COM 88077910 186,725 3,634,899 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,634,899
TERRA INDS INC COM 88091510 180,095 3,649,349 SH DEFINED 1,2,5,7,8,10,13 3,649,349
TERRA NITROGEN CO L COM UNIT 88100520 1,197 9,216 SH DEFINED 1,2 9,216
TERREMARK WORLDWIDE COM NEW 88144820 3,842 703,647 SH DEFINED 1,2,5 703,647
TERRESTAR CORP COM 88145110 3,068 770,825 SH DEFINED 1,2,6 770,825
TESORO CORP COM 88160910 92,462 4,676,867 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,676,867
TESSERA TECHNOLOGIES COM 88164L10 13,394 818,177 SH DEFINED 1,2,6 818,177
TETRA TECH INC NEW COM 88162G10 28,834 1,274,722 SH DEFINED 1,2,5,6 1,274,722
TETRA TECHNOLOGIES I COM 88162F10 21,299 898,328 SH DEFINED 1,2,5,6 898,328
TEVA PHARMACEUTICAL ADR 88162420 63,539 1,387,311 SH DEFINED 1,2,5,7 1,387,311
TEVA PHARMACEUTICAL NOTE 1.75 88165FAA 556 500,000 SH DEFINED 1 500,000
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
TEXAS CAPITAL BANCSH COM 88224Q10 5,985 374,093 SH DEFINED 1,2 374,093
TEXAS INDS INC COM 88249110 29,442 524,533 SH DEFINED 1,2,5,6 524,533
TEXAS INSTRS INC COM 88250810 1,194,794 42,428,773 SH DEFINED 1,2,5,6,7,8,10,12,13,14 42,428,773
TEXAS ROADHOUSE INC CL A 88268110 7,011 781,619 SH DEFINED 1,2,6 781,619
TEXTAINER GROUP HOLD SHS G8766E10 1,838 94,126 SH DEFINED 1,2 94,126
TEXTRON INC COM 88320310 347,286 7,245,701 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,245,701
TFS FINL CORP COM 87240R10 9,630 830,890 SH DEFINED 1,2 830,890
TGC INDS INC COM NEW 87241730 211 23,745 SH DEFINED 1,2,5 23,745
THERAGENICS CORP COM 88337510 340 93,620 SH DEFINED 1 93,620
THERAVANCE INC COM 88338T10 9,337 786,605 SH DEFINED 1,2,6 786,605
THERMADYNE HLDGS COR COM PAR $0 88343530 2,297 155,290 SH DEFINED 1,2 155,290
THERMO FISHER SCIENT COM 88355610 703,966 12,631,727 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,631,727
THERMOGENESIS CORP COM NEW 88362320 101 72,298 SH DEFINED 1,5 72,298
THESTREET COM COM 88368Q10 1,847 283,699 SH DEFINED 1,2 283,699
THINK PARTNERSHIP IN COM 88409N10 39 89,800 SH DEFINED 1,5 89,800
THINKORSWIM GROUP IN COM 88409C10 6,636 941,335 SH DEFINED 1,2,5,6 941,335
THIRD WAVE TECHNOLOG COM 88428W10 6,501 582,507 SH DEFINED 1,2 582,507
THOMAS & BETTS CORP COM 88431510 44,034 1,163,374 SH DEFINED 1,2,5,6 1,163,374
THOMAS PPTYS GROUP I COM 88445310 3,071 312,082 SH DEFINED 1,2 312,082
THOMAS WEISEL PARTNE COM 88448110 1,533 280,346 SH DEFINED 1,2 280,346
THOMPSON CREEK METAL COM 88476810 3,791 194,400 SH DEFINED 1,8 194,400
THOMSON SPONSORED 88511810 407 79,185 SH DEFINED 1 79,185
THOMSON REUTERS PLC SPONSORED 88514110 351 2,165 SH DEFINED 1,2 2,165
THOR INDS INC COM 88516010 11,543 542,924 SH DEFINED 1,2,5,6 542,924
THORATEC CORP COM NEW 88517530 13,864 797,233 SH DEFINED 1,2,5,6 797,233
THORNBURG MTG INC COM 88521810 71 350,952 SH DEFINED 1,2 350,952
THQ INC COM NEW 87244340 25,051 1,236,490 SH DEFINED 1,2,5,6 1,236,490
THRESHOLD PHARMACEUT COM 88580710 6 15,833 SH DEFINED 1,2 15,833
TIBCO SOFTWARE INC COM 88632Q10 25,861 3,380,537 SH DEFINED 1,2,5,6 3,380,537
TIDEWATER INC COM 88642310 72,335 1,112,331 SH DEFINED 1,2,5 1,112,331
TIER TECHNOLOGIES IN CL B 88650Q10 147 18,400 SH DEFINED 1 18,400
TIERONE CORP COM 88650R10 111 24,229 SH DEFINED 1,2 24,229
TIFFANY & CO NEW COM 88654710 162,141 3,978,908 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,978,908
TIM HORTONS INC COM 88706M10 58,103 2,025,191 SH DEFINED 1,2,5,7,8,10,12,13,14 2,025,191
TIM PARTICIPACOES S SPONS ADR 88706P10 62,464 2,197,116 SH DEFINED 1,4,5 2,197,116
TIMBERLAND BANCORP I COM 88709810 83 10,283 SH DEFINED 1 10,283
TIMBERLAND CO CL A 88710010 22,848 1,397,417 SH DEFINED 1,2,5 1,397,417
TIME WARNER CABLE IN CL A 88732J10 55,487 2,095,445 SH DEFINED 1,2,5,7,8,10,12,13,14 2,095,445
TIME WARNER INC COM 88731710 1,714,570 115,849,294 SH DEFINED 1,2,5,6,7,8,10,12,13,14 115,849,294
TIMKEN CO COM 88738910 50,363 1,528,946 SH DEFINED 1,2,5,7 1,528,946
TITAN INTL INC ILL COM 88830M10 19,717 553,542 SH DEFINED 1,2,6 553,542
TITAN MACHY INC COM 88830R10 4,924 157,206 SH DEFINED 1,2,6 157,206
TITAN PHARMACEUTICAL COM 88831410 39 28,203 SH DEFINED 1 28,203
TITANIUM METALS CORP COM NEW 88833920 74,615 5,333,481 SH DEFINED 1,2,5,6,10,13,14 5,333,481
TIVO INC COM 88870610 9,045 1,465,886 SH DEFINED 1,2,6 1,465,886
TJX COS INC NEW COM 87254010 553,215 17,579,129 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,579,129
TNS INC COM 87296010 9,816 409,683 SH DEFINED 1,2,6 409,683
TOLL BROTHERS INC COM 88947810 101,952 5,443,228 SH DEFINED 1,2,5,7,8,10,12,13,14 5,443,228
TOLLGRADE COMMUNICAT COM 88954210 177 39,313 SH DEFINED 1 39,313
TOMKINS PLC SPONSORED 89003020 639 52,790 SH DEFINED 1 52,790
TOMOTHERAPY INC COM 89008810 4,437 496,831 SH DEFINED 1,2,6 496,831
TOMPKINS FINANCIAL C COM 89011010 4,225 113,579 SH DEFINED 1,2,5 113,579
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
TOOTSIE ROLL INDS IN COM 89051610 15,476 615,849 SH DEFINED 1,2,5,6 615,849
TORCHMARK CORP COM 89102710 177,055 3,018,839 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,018,839
TOREADOR RES CORP COM 89105010 1,826 214,010 SH DEFINED 1,2 214,010
TORO CO COM 89109210 20,066 603,117 SH DEFINED 1,2,5,6 603,117
TORONTO DOMINION BK COM NEW 89116050 8,618 138,397 SH DEFINED 1,2,5,7,8,13,14 138,397
TOTAL S A SPONSORED 89151E10 9,706 113,821 SH DEFINED 1,2 113,821
TOTAL SYS SVCS INC COM 89190610 131,501 5,918,151 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,918,151
TOWER GROUP INC COM 89177710 6,177 291,493 SH DEFINED 1,2,6 291,493
TOWN SPORTS INTL HLD COM 89214A10 3,257 348,764 SH DEFINED 1,2,6 348,764
TOWNEBANK PORTSMOUTH COM 89214P10 4,451 295,532 SH DEFINED 1,2 295,532
TOYOTA MOTOR CORP SP ADR REP 89233130 6,869 73,077 SH DEFINED 1,2 73,077
TRACTOR SUPPLY CO COM 89235610 24,157 831,849 SH DEFINED 1,2,5,6 831,849
TRADESTATION GROUP I COM 89267P10 9,934 978,751 SH DEFINED 1,2,5,6 978,751
TRANS WORLD ENTMT CO COM 89336Q10 104 36,708 SH DEFINED 1 36,708
TRANS1 INC COM 89385X10 1,625 107,827 SH DEFINED 1,2 107,827
TRANSACT TECHNOLOGIE COM 89291810 95 11,469 SH DEFINED 1 11,469
TRANSALTA CORP COM 89346D10 320 8,835 SH DEFINED 1 8,835
TRANSATLANTIC HLDGS COM 89352110 23,087 408,832 SH DEFINED 1,2,5,12 408,832
TRANSCANADA CORP COM 89353D10 312 8,055 SH DEFINED 1 8,055
TRANSDIGM GROUP INC COM 89364110 17,457 519,698 SH DEFINED 1,2,6 519,698
TRANSMERIDIAN EXPL I COM 89376N10 52 82,762 SH DEFINED 1,2,5 82,762
TRANSMETA CORP DEL COM 89376R20 1,918 138,894 SH DEFINED 1,2,5 138,894
TRANSMONTAIGNE PARTN COM UNIT L 89376V10 349 12,900 SH DEFINED 1 12,900
TRANSOCEAN INC NEW SHS G9007310 1,476,662 9,690,017 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,690,017
TRANSOCEAN SEDCO FOR NOTE 1.50 893830AV 1,130 1,000,000 SH DEFINED 1 1,000,000
TRANSWITCH CORP COM 89406510 120 130,876 SH DEFINED 1,5 130,876
TRAVELCENTERS OF AME COM 89417410 39 17,323 SH DEFINED 1,2,5 17,323
TRAVELERS COMPANIES COM 89417E10 1,002,633 23,102,146 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,102,146
TRAVELZOO INC COM 89421Q10 91 10,607 SH DEFINED 1,2,5 10,607
TRC COS INC COM 87262510 59 14,676 SH DEFINED 1 14,676
TREDEGAR CORP COM 89465010 6,945 472,471 SH DEFINED 1,2 472,471
TREEHOUSE FOODS INC COM 89469A10 12,748 525,470 SH DEFINED 1,2,5 525,470
TREX INC COM 89531P10 2,116 180,412 SH DEFINED 1,2 180,412
TRI CONTL CORP COM 89543610 2,976 179,905 SH DEFINED 1,5,12 179,905
TRI VY CORP COM 89573510 2,093 281,679 SH DEFINED 1,2,5 281,679
TRIAD GTY INC COM 89592510 25 24,454 SH DEFINED 1,2 24,454
TRIARC COS INC CL B SER 1 89592730 7,403 1,169,520 SH DEFINED 1,2,6 1,169,520
TRICO BANCSHARES COM 89609510 2,180 199,132 SH DEFINED 1,2 199,132
TRICO MARINE SERVICE COM NEW 89610620 16,684 458,102 SH DEFINED 1,2 458,102
TRIDENT MICROSYSTEMS COM 89591910 3,457 947,220 SH DEFINED 1,2,5,6 947,220
TRIMAS CORP COM NEW 89621520 1,025 171,109 SH DEFINED 1,2 171,109
TRIMBLE NAVIGATION L COM 89623910 74,015 2,073,263 SH DEFINED 1,2,5,7 2,073,263
TRIMERIS INC COM 89626310 115 24,294 SH DEFINED 1,5 24,294
TRINITY INDS INC COM 89652210 54,643 1,575,172 SH DEFINED 1,2,5 1,575,172
TRIPLE-S MGMT CORP CL B 89674910 3,409 208,475 SH DEFINED 1,2 208,475
TRIQUINT SEMICONDUCT COM 89674K10 21,441 3,538,056 SH DEFINED 1,2,5,6 3,538,056
TRIUMPH GROUP INC NE COM 89681810 11,320 240,334 SH DEFINED 1,2,6 240,334
TRIZETTO GROUP INC COM 89688210 13,679 639,799 SH DEFINED 1,2,6 639,799
TRONOX INC CL A 89705110 122 38,623 SH DEFINED 1,2 38,623
TRONOX INC COM CL B 89705120 215 71,114 SH DEFINED 1,2,5 71,114
TRUE RELIGION APPARE COM 89784N10 6,291 236,073 SH DEFINED 1,2,5,6 236,073
TRUEBLUE INC COM 89785X10 15,594 1,180,456 SH DEFINED 1,2,5,6 1,180,456
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
TRUMP ENTMT RESORTS COM 89816T10 80 41,808 SH DEFINED 1,2,6 41,808
TRUSTCO BK CORP N Y COM 89834910 9,637 1,298,797 SH DEFINED 1,2,5 1,298,797
TRUSTMARK CORP COM 89840210 32,889 1,863,409 SH DEFINED 1,2,5 1,863,409
TRW AUTOMOTIVE HLDGS COM 87264S10 17,638 954,941 SH DEFINED 1,2,5,7 954,941
TTM TECHNOLOGIES IN COM 87305R10 17,215 1,303,166 SH DEFINED 1,2,6 1,303,166
TUESDAY MORNING CORP COM NEW 89903550 1,971 479,617 SH DEFINED 1,2,5 479,617
TUMBLEWEED COMMUNICA COM 89969010 129 49,317 SH DEFINED 1,5 49,317
TUPPERWARE BRANDS CO COM 89989610 66,374 1,939,628 SH DEFINED 1,2,5,8 1,939,628
TURBOCHEF TECHNOLOGI COM NEW 90000620 1,257 262,989 SH DEFINED 1,2,5,6 262,989
TWEEN BRANDS INC COM 90116610 6,532 396,819 SH DEFINED 1,2,5 396,819
TWIN DISC INC COM 90147610 5,479 261,800 SH DEFINED 1,2 261,800
TXCO RES INC COM 87311M10 8,296 705,401 SH DEFINED 1,2,5,6 705,401
TYCO ELECTRONICS LTD COM NEW G9144P10 508,947 14,208,450 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,208,450
TYCO INTL LTD BERMUD SHS G9143X20 665,624 16,623,985 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,623,985
TYLER TECHNOLOGIES I COM 90225210 12,283 905,178 SH DEFINED 1,2,5,6 905,178
TYSON FOODS INC CL A 90249410 123,005 8,233,277 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,233,277
U M H PROPERTIES INC COM 90300210 186 21,280 SH DEFINED 1,3 21,280
U S AIRWAYS GROUP IN COM 90341W10 6,670 2,668,157 SH DEFINED 1,2,6 2,668,157
U S CONCRETE INC COM 90333L10 2,744 576,374 SH DEFINED 1,2,5 576,374
U S G CORP COM NEW 90329340 18,847 637,381 SH DEFINED 1,2,5 637,381
U S GEOTHERMAL INC COM 90338S10 2,330 792,558 SH DEFINED 1,2 792,558
U S GLOBAL INVS INC CL A 90295210 2,450 146,250 SH DEFINED 1,2 146,250
U S PHYSICAL THERAPY COM 90337L10 2,088 127,233 SH DEFINED 1,2,5 127,233
U S SHIPPING PARTNER COM UNIT 90341710 40 20,935 SH DEFINED 1,2 20,935
U STORE IT TR COM 91274F10 16,942 1,417,712 SH DEFINED 1,2,3 1,417,712
UAL CORP COM NEW 90254980 11,496 2,202,319 SH DEFINED 1,2 2,202,319
UBS AG SHS NEW H8923133 51,096 2,473,208 SH DEFINED 1 2,473,208
UCBH HOLDINGS INC COM 90262T30 9,103 4,045,985 SH DEFINED 1,2,5 4,045,985
UDR INC COM 90265310 97,202 4,343,267 SH DEFINED 1,2,3,5,7,8,10,12,13,14 4,343,267
UGI CORP NEW COM 90268110 33,004 1,149,576 SH DEFINED 1,2,5 1,149,576
UIL HLDG CORP COM 90274810 12,877 437,836 SH DEFINED 1,2,5 437,836
ULTA SALON COSMETCS COM 90384S30 2,629 233,880 SH DEFINED 1,2,6 233,880
ULTIMATE SOFTWARE GR COM 90385D10 12,784 358,797 SH DEFINED 1,2,6 358,797
ULTRA CLEAN HLDGS IN COM 90385V10 1,908 239,666 SH DEFINED 1,2,5 239,666
ULTRA PETROLEUM CORP COM 90391410 93,829 955,489 SH DEFINED 1,2,5,7,8,10,12,13,14 955,489
ULTRALIFE CORP COM 90389910 1,636 153,022 SH DEFINED 1,2 153,022
ULTRAPETROL BAHAMAS COM P9439810 3,799 301,246 SH DEFINED 1,2 301,246
ULTRATECH INC COM 90403410 6,857 441,811 SH DEFINED 1,2 441,811
ULURU INC COM 90403T10 23 24,385 SH DEFINED 1 24,385
UMB FINL CORP COM 90278810 45,316 883,879 SH DEFINED 1,2,5 883,879
UMPQUA HLDGS CORP COM 90421410 31,855 2,626,160 SH DEFINED 1,2,5 2,626,160
UNDER ARMOUR INC CL A 90431110 19,601 764,484 SH DEFINED 1,2,6 764,484
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 92,848 731,493 SH DEFINED 1,2,4,5,7 731,493
UNICA CORP COM 90458310 918 114,140 SH DEFINED 1,2 114,140
UNIFI INC COM 90467710 1,617 641,836 SH DEFINED 1,2,5 641,836
UNIFIRST CORP MASS COM 90470810 16,204 362,840 SH DEFINED 1,2,5 362,840
UNILEVER N V N Y SHS NE 90478470 1,502 52,871 SH DEFINED 1 52,871
UNILEVER PLC SPON ADR N 90476770 1,480 52,091 SH DEFINED 1 52,091
UNION BANKSHARES COR COM 90539910 2,936 197,170 SH DEFINED 1,2 197,170
UNION DRILLING INC COM 90653P10 6,329 291,907 SH DEFINED 1,2 291,907
UNION PAC CORP COM 90781810 1,125,920 14,912,852 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,912,852
UNIONBANCAL CORP COM 90890610 79,888 1,976,436 SH DEFINED 1,2,5,7,8,10,12,13,14 1,976,436
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
UNISOURCE ENERGY COR COM 90920510 19,503 628,912 SH DEFINED 1,2,5 628,912
UNISYS CORP COM 90921410 42,238 10,693,156 SH DEFINED 1,2,5,6,10,12,13,14 10,693,156
UNIT CORP COM 90921810 77,290 931,539 SH DEFINED 1,2,5,6,7 931,539
UNITED AMER INDEMNIT CL A 90933T10 4,569 341,707 SH DEFINED 1,2 341,707
UNITED BANKSHARES IN COM 90990710 39,093 1,703,385 SH DEFINED 1,2,5 1,703,385
UNITED CMNTY BKS BLA CAP STK 90984P10 6,258 733,599 SH DEFINED 1,2 733,599
UNITED CMNTY FINL CO COM 90983910 2,929 781,180 SH DEFINED 1,2,5 781,180
UNITED FINANCIAL BAN COM 91030T10 1,947 174,342 SH DEFINED 1,2 174,342
UNITED FIRE & CAS CO COM 91033110 9,425 349,972 SH DEFINED 1,2 349,972
UNITED MICROELECTRON SPON ADR N 91087340 2,065 707,094 SH DEFINED 1 707,094
UNITED NAT FOODS INC COM 91116310 17,899 918,839 SH DEFINED 1,2,6 918,839
UNITED ONLINE INC COM 91126810 26,455 2,637,608 SH DEFINED 1,2,5 2,637,608
UNITED PANAM FINANCI COM 91130110 36 15,775 SH DEFINED 1 15,775
UNITED PARCEL SERVIC CL B 91131210 1,581,977 25,735,765 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,735,765
UNITED RENTALS INC COM 91136310 34,696 1,769,323 SH DEFINED 1,2,5 1,769,323
UNITED SECURITY BANC COM 91146010 1,548 106,452 SH DEFINED 1,2 106,452
UNITED STATES CELLUL COM 91168410 13,150 232,540 SH DEFINED 1,2,5,7,8 232,540
UNITED STATES LIME & COM 91192210 593 14,977 SH DEFINED 1,2 14,977
UNITED STATES STL CO COM 91290910 771,727 4,176,463 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,176,463
UNITED STATIONERS IN COM 91300410 17,814 482,098 SH DEFINED 1,2,5 482,098
UNITED TECHNOLOGIES COM 91301710 6,309,079 102,254,112 SH DEFINED 1,2,5,6,7,8,10,12,13,14 102,254,112
UNITED THERAPEUTICS COM 91307C10 52,717 539,305 SH DEFINED 1,2,6 539,305
UNITEDHEALTH GROUP I COM 91324P10 1,045,954 39,845,848 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,845,848
UNITRIN INC COM 91327510 21,891 794,001 SH DEFINED 1,2,5,12 794,001
UNIVERSAL AMERICAN C COM 91337710 7,145 699,148 SH DEFINED 1,2 699,148
UNIVERSAL CORP VA COM 91345610 29,907 661,373 SH DEFINED 1,2,5,13 661,373
UNIVERSAL DISPLAY CO COM 91347P10 4,752 385,726 SH DEFINED 1,2,6 385,726
UNIVERSAL ELECTRS IN COM 91348310 4,185 200,249 SH DEFINED 1,2,5,6 200,249
UNIVERSAL FST PRODS COM 91354310 8,435 281,549 SH DEFINED 1,2 281,549
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 9,989 332,965 SH DEFINED 1,2,3 332,965
UNIVERSAL HLTH SVCS CL B 91390310 54,112 855,930 SH DEFINED 1,2,5,12 855,930
UNIVERSAL STAINLESS COM 91383710 3,260 88,016 SH DEFINED 1,2,5 88,016
UNIVERSAL TECHNICAL COM 91391510 5,879 471,796 SH DEFINED 1,2,6 471,796
UNIVERSAL TRUCKLOAD COM 91388P10 2,143 97,341 SH DEFINED 1,2 97,341
UNIVEST CORP PA COM 91527110 3,695 186,046 SH DEFINED 1,2 186,046
UNUM GROUP COM 91529Y10 255,089 12,473,789 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,473,789
UQM TECHNOLOGIES INC COM 90321310 35 15,719 SH DEFINED 1 15,719
URANIUM RES INC COM PAR $0 91690150 2,693 729,873 SH DEFINED 1,2,6 729,873
URBAN OUTFITTERS INC COM 91704710 83,411 2,674,288 SH DEFINED 1,2,5,7,8,10,12,13,14 2,674,288
UROLOGIX INC COM 91727310 26 14,851 SH DEFINED 1 14,851
URS CORP NEW COM 90323610 60,222 1,434,885 SH DEFINED 1,2,5 1,434,885
URSTADT BIDDLE PPTYS CL A 91728620 5,521 376,616 SH DEFINED 1,2,3 376,616
US BANCORP DEL DBCV 902973AQ 1,239 1,250,000 SH DEFINED 1 1,250,000
US BANCORP DEL COM NEW 90297330 1,642,949 58,908,176 SH DEFINED 1,2,5,6,7,8,10,12,13,14 58,908,176
US GOLD CORPORATION COM PAR $0 91202320 104 44,791 SH DEFINED 1,2 44,791
USA MOBILITY INC COM 90341G10 2,909 385,251 SH DEFINED 1,2,5 385,251
USANA HEALTH SCIENCE COM 90328M10 8,718 324,444 SH DEFINED 1,2,6 324,444
USEC INC COM 90333E10 10,418 1,713,432 SH DEFINED 1,2,5 1,713,432
UST INC COM 90291110 232,447 4,256,487 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,256,487
UTI WORLDWIDE INC ORD G8721010 18,269 915,746 SH DEFINED 1,2,5,6,7 915,746
UTSTARCOM INC COM 91807610 10,716 1,959,128 SH DEFINED 1,2,5 1,959,128
V F CORP COM 91820410 189,155 2,657,423 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,657,423
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
VAALCO ENERGY INC COM NEW 91851C20 10,128 1,195,720 SH DEFINED 1,2 1,195,720
VAIL RESORTS INC COM 91879Q10 24,738 577,595 SH DEFINED 1,2,6 577,595
VALASSIS COMMUNICATI COM 91886610 16,947 1,353,603 SH DEFINED 1,2,5 1,353,603
VALEANT PHARMACEUTIC COM 91911X10 37,200 2,174,153 SH DEFINED 1,2,5 2,174,153
VALENCE TECHNOLOGY I COM 91891410 2,799 631,737 SH DEFINED 1,2 631,737
VALERO ENERGY CORP N COM 91913Y10 735,389 17,857,911 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,857,911
VALHI INC NEW COM 91890510 2,151 78,925 SH DEFINED 1,2 78,925
VALIDUS HOLDINGS LTD COM SHS G9319H10 18,924 890,544 SH DEFINED 1,2 890,544
VALLEY NATL BANCORP COM 91979410 41,000 2,599,844 SH DEFINED 1,2,5,12 2,599,844
VALMONT INDS INC COM 92025310 19,742 189,303 SH DEFINED 1,2,5,6 189,303
VALSPAR CORP COM 92035510 33,134 1,752,176 SH DEFINED 1,2,5 1,752,176
VALUE LINE INC COM 92043710 539 16,207 SH DEFINED 1,2 16,207
VALUECLICK INC COM 92046N10 42,414 2,799,619 SH DEFINED 1,2,5,6 2,799,619
VALUEVISION MEDIA IN CL A 92047K10 248 69,554 SH DEFINED 1,2 69,554
VANDA PHARMACEUTICAL COM 92165910 75 22,871 SH DEFINED 1,2 22,871
VARIAN INC COM 92220610 46,880 918,142 SH DEFINED 1,2,5,6 918,142
VARIAN MED SYS INC COM 92220P10 197,861 3,816,023 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,816,023
VARIAN SEMICONDUCTOR COM 92220710 31,399 901,751 SH DEFINED 1,2,5,6 901,751
VASCO DATA SEC INTL COM 92230Y10 4,091 388,536 SH DEFINED 1,2,5,6 388,536
VCA ANTECH INC COM 91819410 41,770 1,503,598 SH DEFINED 1,2,5,6 1,503,598
VECTOR GROUP LTD COM 92240M10 6,556 406,446 SH DEFINED 1,2,5 406,446
VECTREN CORP COM 92240G10 49,611 1,589,597 SH DEFINED 1,2,5,7 1,589,597
VEECO INSTRS INC DEL COM 92241710 7,568 470,648 SH DEFINED 1,2,5,6 470,648
VENOCO INC COM 92275P30 7,348 316,581 SH DEFINED 1,2,6 316,581
VENTAS INC COM 92276F10 156,355 3,672,895 SH DEFINED 1,2,3,5,7,8,10,12,13,14 3,672,895
VEOLIA ENVIRONNEMENT SPONSORED 92334N10 406 7,276 SH DEFINED 1 7,276
VERASUN ENERGY CORP COM 92336G10 5,576 1,350,196 SH DEFINED 1,2,6 1,350,196
VERENIUM CORPORATION COM 92340P10 109 56,324 SH DEFINED 1,2,6 56,324
VERIFONE HLDGS INC COM 92342Y10 12,880 1,077,857 SH DEFINED 1,2,6 1,077,857
VERIGY LTD SHS Y9369110 2,742 120,747 SH DEFINED 1,2,5,6 120,747
VERISIGN INC COM 92343E10 253,123 6,696,387 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,696,387
VERIZON COMMUNICATIO COM 92343V10 3,427,398 96,819,148 SH DEFINED 1,2,5,6,7,8,10,12,13,14 96,819,148
VERSO PAPER CORP COM 92531L10 1,199 141,709 SH DEFINED 1,2 141,709
VERTEX PHARMACEUTICA COM 92532F10 112,486 3,360,786 SH DEFINED 1,2,5,7,8,10,12,13,14 3,360,786
VIACOM INC NEW CL A 92553P10 624 20,393 SH DEFINED 1,2,5 20,393
VIACOM INC NEW CL B 92553P20 569,210 18,638,178 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,638,178
VIAD CORP COM NEW 92552R40 16,686 647,014 SH DEFINED 1,2,5 647,014
VIASAT INC COM 92552V10 10,823 535,524 SH DEFINED 1,2,5,6 535,524
VICAL INC COM 92560210 69 20,410 SH DEFINED 1 20,410
VICOR CORP COM 92581510 3,377 338,416 SH DEFINED 1,2 338,416
VIEWPOINT FINL GROUP COM 92672710 1,976 134,259 SH DEFINED 1,2,6 134,259
VIGNETTE CORP COM NEW 92673440 8,419 701,593 SH DEFINED 1,2,5,6 701,593
VILLAGE SUPER MKT IN CL A NEW 92710740 2,193 56,831 SH DEFINED 1,2 56,831
VINA CONCHA Y TORO S SPONSORED 92719110 210 6,222 SH DEFINED 1,2 6,222
VIRAGE LOGIC CORP COM 92763R10 90 12,599 SH DEFINED 1 12,599
VIRCO MFG CO COM 92765110 64 12,730 SH DEFINED 1 12,730
VIRGIN MEDIA INC COM 92769L10 134,317 9,868,984 SH DEFINED 1,2,5,7,8,10,12,13,14 9,868,984
VIRGIN MOBILE USA IN CL A 92769R10 769 279,663 SH DEFINED 1,2 279,663
VIRGINIA COMM BANCOR COM 92778Q10 126 24,188 SH DEFINED 1,2,6 24,188
VIROPHARMA INC COM 92824110 17,221 1,557,016 SH DEFINED 1,2,5,6 1,557,016
VIRTUAL RADIOLOGIC C COM 92826B10 747 56,345 SH DEFINED 1,2 56,345
VIRTUSA CORP COM 92827P10 676 66,770 SH DEFINED 1,2 66,770
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
VISA INC COM CL A 92826C83 424,957 5,226,380 SH DEFINED 1,2,5,7,8,10,12,13,14 5,226,380
VISHAY INTERTECHNOLO COM 92829810 64,075 7,223,817 SH DEFINED 1,2,5,7 7,223,817
VISION-SCIENCES INC COM 92791210 178 47,388 SH DEFINED 1 47,388
VISTA GOLD CORP COM NEW 92792630 59 16,100 SH DEFINED 1 16,100
VISTAPRINT LIMITED SHS G9376220 18,405 687,791 SH DEFINED 1,2,6,8 687,791
VISTEON CORP COM 92839U10 10,476 3,983,236 SH DEFINED 1,2,5,6 3,983,236
VITAL IMAGES INC COM 92846N10 3,023 242,985 SH DEFINED 1,2,5,6 242,985
VITAL SIGNS INC COM 92846910 13,933 245,391 SH DEFINED 1,2,6 245,391
VIVO PARTICIPACOES S SPON ADR P 92855S10 203 31,964 SH DEFINED 1,2 31,964
VIVUS INC COM 92855110 9,803 1,467,477 SH DEFINED 1,2,5 1,467,477
VMWARE INC CL A COM 92856340 24,689 458,396 SH DEFINED 1,2,5,7,8,10,12,13,14 458,396
VNUS MED TECHNOLOGIE COM 92856610 3,212 160,509 SH DEFINED 1,2 160,509
VOCUS INC COM 92858J10 6,929 215,377 SH DEFINED 1,2,6 215,377
VODAFONE GROUP PLC N SPONS ADR 92857W20 11,470 389,338 SH DEFINED 1,2 389,338
VOLCANO CORPORATION COM 92864510 7,389 605,628 SH DEFINED 1,2,6 605,628
VOLCOM INC COM 92864N10 14,503 606,059 SH DEFINED 1,2,6 606,059
VOLT INFORMATION SCI COM 92870310 5,011 420,709 SH DEFINED 1,2,5 420,709
VOLTERRA SEMICONDUCT COM 92870810 5,945 344,451 SH DEFINED 1,2 344,451
VONAGE HLDGS CORP COM 92886T20 1,403 845,091 SH DEFINED 1,2,6 845,091
VORNADO RLTY TR DBCV 2.85 929042AC 884 1,000,000 SH DEFINED 1 1,000,000
VORNADO RLTY TR SH BEN INT 92904210 551,389 6,265,781 SH DEFINED 1,2,3,5,6,7,8,10,12,13,
14 6,265,781
VOTORANTIM CELULOSE SPONSORED 92906P10 860 32,205 SH DEFINED 1,2,7 32,205
VSE CORP COM 91828410 1,103 40,095 SH DEFINED 1,2 40,095
VULCAN MATLS CO COM 92916010 188,135 3,147,125 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,147,125
W & T OFFSHORE INC COM 92922P10 96,449 1,648,424 SH DEFINED 1,2,5,7,13 1,648,424
W HLDG CO INC COM 92925110 1,612 1,896,509 SH DEFINED 1,2,5 1,896,509
W P CAREY & CO LLC COM 92930Y10 737 25,659 SH DEFINED 1,2 25,659
WABASH NATL CORP COM 92956610 5,061 669,437 SH DEFINED 1,2 669,437
WABCO HLDGS INC COM 92927K10 34,993 753,180 SH DEFINED 1,2,5,12 753,180
WABTEC CORP COM 92974010 71,852 1,477,831 SH DEFINED 1,2,6 1,477,831
WACHOVIA CORP NEW COM 92990310 1,165,709 75,061,761 SH DEFINED 1,2,5,6,7,8,10,12,13,14 75,061,761
WADDELL & REED FINL CL A 93005910 56,241 1,606,428 SH DEFINED 1,2,5 1,606,428
WAL MART STORES INC COM 93114210 4,668,844 83,075,510 SH DEFINED 1,2,5,6,7,8,10,12,13,14 83,075,510
WALGREEN CO COM 93142210 944,651 29,057,252 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,057,252
WALTER INDS INC COM 93317Q10 86,550 795,717 SH DEFINED 1,2,5,6,8,10 795,717
WARNACO GROUP INC COM NEW 93439040 65,268 1,481,012 SH DEFINED 1,2,5,6 1,481,012
WARNER CHILCOTT LIMI COM CL A G9435N10 25,778 1,520,838 SH DEFINED 1,2,5,7,8,13 1,520,838
WARNER MUSIC GROUP C COM 93455010 8,596 1,203,886 SH DEFINED 1,2,6 1,203,886
WARREN RES INC COM 93564A10 11,878 809,157 SH DEFINED 1,2,6 809,157
WASHINGTON FED INC COM 93882410 34,052 1,881,344 SH DEFINED 1,2,5 1,881,344
WASHINGTON MUT INC COM 93932210 164,976 33,463,753 SH DEFINED 1,2,5,6,7,8,10,12,13,14 33,463,753
WASHINGTON MUT INC CONV7.75%S 93932281 594 1,000 SH DEFINED 1 1,000
WASHINGTON POST CO CL B 93964010 88,052 150,029 SH DEFINED 1,2,5,6,7,8,10,12,13,14 150,029
WASHINGTON REAL ESTA SH BEN INT 93965310 44,940 1,495,524 SH DEFINED 1,2,3,5 1,495,524
WASHINGTON TR BANCOR COM 94061010 3,599 182,691 SH DEFINED 1,2 182,691
WASTE CONNECTIONS IN COM 94105310 47,326 1,482,173 SH DEFINED 1,2,5,6 1,482,173
WASTE MGMT INC DEL COM 94106L10 760,846 20,176,244 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,176,244
WASTE SERVICES INC D COM NEW 94107520 2,729 387,604 SH DEFINED 1,2 387,604
WATERS CORP COM 94184810 221,153 3,428,733 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,428,733
WATSCO INC COM 94262220 15,917 380,787 SH DEFINED 1,2 380,787
WATSON PHARMACEUTICA COM 94268310 91,120 3,353,708 SH DEFINED 1,2,5,6,7,10,12,13,14 3,353,708
WATSON WYATT WORLDWI CL A 94271210 74,292 1,404,651 SH DEFINED 1,2,5,6,7 1,404,651
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
WATTS WATER TECHNOLO CL A 94274910 11,126 446,808 SH DEFINED 1,2 446,808
WAUSAU PAPER CORP COM 94331510 6,031 782,205 SH DEFINED 1,2 782,205
WAUWATOSA HLDGS INC COM 94348P10 1,285 121,034 SH DEFINED 1,2,6 121,034
WAVE SYSTEMS CORP COM NEW 94352630 12 12,338 SH DEFINED 1 12,338
WCA WASTE CORP COM 92926K10 80 12,600 SH DEFINED 1 12,600
WCI CMNTYS INC COM 92923C10 146 100,968 SH DEFINED 1,2,6 100,968
WD-40 CO COM 92923610 8,801 300,893 SH DEFINED 1,2 300,893
WEATHERFORD INTERNAT COM G9508910 1,048,805 21,149,523 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,149,523
WEBMD HEALTH CORP CL A 94770V10 1,774 63,576 SH DEFINED 1,2,6 63,576
WEBSENSE INC COM 94768410 20,446 1,214,112 SH DEFINED 1,2,5,6,8 1,214,112
WEBSITE PROS INC COM 94769V10 2,806 336,850 SH DEFINED 1,2 336,850
WEBSTER FINL CORP CO COM 94789010 30,145 1,620,700 SH DEFINED 1,2,5 1,620,700
WEIGHT WATCHERS INTL COM 94862610 14,272 400,800 SH DEFINED 1,2,5,7,12 400,800
WEINGARTEN RLTY INVS SH BEN INT 94874110 68,764 2,267,926 SH DEFINED 1,2,3,5 2,267,926
WEIS MKTS INC COM 94884910 5,768 177,651 SH DEFINED 1,2,5 177,651
WELLCARE HEALTH PLAN COM 94946T10 32,151 889,374 SH DEFINED 1,2,5,7 889,374
WELLPOINT INC COM 94973V10 884,117 18,550,504 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,550,504
WELLS FARGO & CO NEW COM 94974610 2,758,542 116,149,156 SH DEFINED 1,2,5,6,7,8,10,12,13,14 116,149,156
WENDYS INTL INC COM 95059010 60,659 2,228,455 SH DEFINED 1,2,5,6,10,12,13,14 2,228,455
WERNER ENTERPRISES I COM 95075510 26,134 1,406,568 SH DEFINED 1,2,5 1,406,568
WESBANCO INC COM 95081010 9,635 561,788 SH DEFINED 1,2 561,788
WESCO FINL CORP COM 95081710 6,774 17,733 SH DEFINED 1,2,5,12 17,733
WESCO INTL INC COM 95082P10 19,930 497,758 SH DEFINED 1,2,5,6 497,758
WEST BANCORPORATION CAP STK 95123P10 1,625 186,760 SH DEFINED 1,2 186,760
WEST COAST BANCORP O COM 95214510 2,706 312,143 SH DEFINED 1,2 312,143
WEST MARINE INC COM 95423510 71 17,262 SH DEFINED 1,2 17,262
WEST PHARMACEUTICAL COM 95530610 22,688 524,208 SH DEFINED 1,2 524,208
WESTAMERICA BANCORPO COM 95709010 49,264 936,748 SH DEFINED 1,2,5 936,748
WESTAR ENERGY INC COM 95709T10 59,937 2,786,466 SH DEFINED 1,2,5 2,786,466
WESTELL TECHNOLOGIES CL A 95754110 74 55,112 SH DEFINED 1,5 55,112
WESTERN ALLIANCE BAN COM 95763810 1,866 240,426 SH DEFINED 1,2 240,426
WESTERN DIGITAL CORP COM 95810210 294,193 8,519,932 SH DEFINED 1,2,5,7,8,10,12,13,14 8,519,932
WESTERN GAS PARTNERS COM UNIT L 95825410 213 12,668 SH DEFINED 1,2 12,668
WESTERN REFNG INC COM 95931910 6,044 510,508 SH DEFINED 1,2,5 510,508
WESTERN UN CO COM 95980210 664,882 26,896,527 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,896,527
WESTFIELD FINANCIAL COM 96008P10 3,738 412,995 SH DEFINED 1,2 412,995
WESTLAKE CHEM CORP COM 96041310 6,021 405,181 SH DEFINED 1,2 405,181
WESTMORELAND COAL CO COM 96087810 3,862 182,963 SH DEFINED 1,2,5 182,963
WESTPAC BKG CORP SPONSORED 96121430 2,752 28,883 SH DEFINED 1 28,883
WESTWOOD HLDGS GROUP COM 96176510 4,425 111,177 SH DEFINED 1,2 111,177
WESTWOOD ONE INC COM 96181510 1,548 1,248,021 SH DEFINED 1,2,5 1,248,021
WET SEAL INC CL A 96184010 7,240 1,517,880 SH DEFINED 1,2 1,517,880
WEYCO GROUP INC COM 96214910 2,828 106,598 SH DEFINED 1,2 106,598
WEYERHAEUSER CO COM 96216610 312,368 6,108,091 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,108,091
WGL HLDGS INC COM 92924F10 85,159 2,451,312 SH DEFINED 1,2,5 2,451,312
W-H ENERGY SVCS INC COM 92925E10 49,440 516,395 SH DEFINED 1,2,5,6 516,395
WHIRLPOOL CORP COM 96332010 146,796 2,378,037 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,378,037
WHITE ELECTR DESIGNS COM 96380110 133 29,060 SH DEFINED 1,5 29,060
WHITE MTNS INS GROUP COM G9618E10 41,696 97,193 SH DEFINED 1,2,5,7,8,10,12,13,14 97,193
WHITING PETE CORP NE COM 96638710 53,959 508,665 SH DEFINED 1,2,5 508,665
WHITNEY HLDG CORP COM 96661210 30,940 1,690,710 SH DEFINED 1,2,5 1,690,710
WHOLE FOODS MKT INC COM 96683710 100,973 4,262,280 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,262,280
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
WILEY JOHN & SONS IN CL A 96822320 40,770 905,399 SH DEFINED 1,2,5,6 905,399
WILLBROS GROUP INC COM 96919910 28,411 648,511 SH DEFINED 1,2,5,6 648,511
WILLIAMS CLAYTON ENE COM 96949010 17,461 158,811 SH DEFINED 1,2,6 158,811
WILLIAMS COS INC DEL COM 96945710 786,182 19,503,408 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,503,408
WILLIAMS PARTNERS L COM UNIT L 96950F10 1,554 47,308 SH DEFINED 1,2 47,308
WILLIAMS PIPELINE PA COM UNIT L 96950K10 220 12,730 SH DEFINED 1,2 12,730
WILLIAMS SONOMA INC COM 96990410 36,046 1,816,855 SH DEFINED 1,2,5,7,8,10,12,13,14 1,816,855
WILLIS GROUP HOLDING SHS G9665510 22,743 724,994 SH DEFINED 1,2,5,7,8,10,12,13,14 724,994
WILLIS LEASE FINANCE COM 97064610 109 10,246 SH DEFINED 1 10,246
WILLOW FINANCIAL BAN COM 97111W10 155 19,029 SH DEFINED 1 19,029
WILMINGTON TRUST COR COM 97180710 57,352 2,169,124 SH DEFINED 1,2,5 2,169,124
WILSHIRE BANCORP INC COM 97186T10 8,227 960,009 SH DEFINED 1,2 960,009
WILSHIRE ENTERPRISES COM 97188910 67 17,686 SH DEFINED 1 17,686
WILSONS THE LEATHER COM 97246310 9 115,351 SH DEFINED 1 115,351
WIMM BILL DANN FOODS SPONSORED 97263M10 3,181 30,236 SH DEFINED 1,2,5,7 30,236
WIND RIVER SYSTEMS I COM 97314910 17,754 1,630,290 SH DEFINED 1,2,5,6 1,630,290
WINDSTREAM CORP COM 97381W10 170,035 13,779,148 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,779,148
WINN DIXIE STORES IN COM NEW 97428030 14,140 882,643 SH DEFINED 1,2,6 882,643
WINNEBAGO INDS INC COM 97463710 6,295 617,754 SH DEFINED 1,2 617,754
WINTHROP RLTY TR SH BEN INT 97639110 2,797 776,923 SH DEFINED 1,2,3,5 776,923
WINTRUST FINANCIAL C COM 97650W10 23,523 986,294 SH DEFINED 1,2 986,294
WIPRO LTD SPON ADR 1 97651M10 2,255 185,142 SH DEFINED 1,2,5 185,142
WIRELESS TELECOM GRO COM 97652410 13 10,100 SH DEFINED 1 10,100
WISCONSIN ENERGY COR COM 97665710 103,238 2,283,026 SH DEFINED 1,2,5,7,8,10,12,13,14 2,283,026
WMS INDS INC COM 92929710 25,657 861,831 SH DEFINED 1,2,6 861,831
WOLVERINE WORLD WIDE COM 97809710 29,351 1,100,529 SH DEFINED 1,2,5 1,100,529
WONDER AUTO TECHNOLO COM 97816610 939 133,562 SH DEFINED 1,2 133,562
WOODBRIDGE HOLDINGS CL A 97884210 61 52,180 SH DEFINED 1,5 52,180
WOODWARD GOVERNOR CO COM 98074510 40,261 1,129,016 SH DEFINED 1,2,5 1,129,016
WORLD ACCEP CORP DEL COM 98141910 14,931 443,464 SH DEFINED 1,2,6 443,464
WORLD FUEL SVCS CORP COM 98147510 10,743 489,641 SH DEFINED 1,2,6 489,641
WORLD WRESTLING ENTM CL A 98156Q10 5,265 340,343 SH DEFINED 1,2 340,343
WORTHINGTON INDS INC COM 98181110 76,713 3,742,078 SH DEFINED 1,2,5,7 3,742,078
WPP GROUP PLC SPON ADR 0 92930940 678 14,187 SH DEFINED 1 14,187
WRIGHT EXPRESS CORP COM 98233Q10 19,946 804,277 SH DEFINED 1,2,6 804,277
WRIGHT MED GROUP INC COM 98235T10 15,033 529,151 SH DEFINED 1,2,6 529,151
WRIGLEY WM JR CO COM 98252610 493,762 6,348,188 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,348,188
WSFS FINL CORP COM 92932810 5,450 122,196 SH DEFINED 1,2,5 122,196
WYETH COM 98302410 2,026,456 42,253,043 SH DEFINED 1,2,5,6,7,8,10,12,13,14 42,253,043
WYNDHAM WORLDWIDE CO COM 98310W10 103,073 5,755,048 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,755,048
WYNN RESORTS LTD COM 98313410 73,212 899,958 SH DEFINED 1,2,5,7,8,10,12,13,14 899,958
XCEL ENERGY INC COM 98389B10 333,566 16,620,111 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,620,111
XENOPORT INC COM 98411C10 18,010 461,449 SH DEFINED 1,2,5,6 461,449
XERIUM TECHNOLOGIES COM 98416J10 1,125 283,975 SH DEFINED 1,2 283,975
XEROX CORP COM 98412110 840,099 61,954,186 SH DEFINED 1,2,5,6,7,8,10,12,13,14 61,954,186
XILINX INC COM 98391910 215,883 8,549,828 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,549,828
XL CAP LTD CL A G9825510 115,567 5,620,954 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,620,954
XM SATELLITE RADIO H CL A 98375910 30,790 3,927,264 SH DEFINED 1,2,5,7,8,10,12,13,14 3,927,264
XOMA LTD ORD G9825R10 2,800 1,657,077 SH DEFINED 1,2,5,6 1,657,077
X-RITE INC COM 98385710 119 46,460 SH DEFINED 1,2 46,460
XTO ENERGY INC COM 98385X10 1,154,306 16,848,721 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,848,721
YADKIN VALLEY FINANC COM 98431410 1,482 123,995 SH DEFINED 1,2 123,995
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
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
YAHOO INC COM 98433210 836,913 40,508,850 SH DEFINED 1,2,5,6,7,8,10,12,13,14 40,508,850
YANZHOU COAL MNG CO SPON ADR H 98484610 614 6,605 SH DEFINED 1 6,605
YINGLI GREEN ENERGY ADR 98584B10 14,336 900,500 SH DEFINED 1,2,7 900,500
YORK WTR CO COM 98718410 254 17,400 SH DEFINED 1,5 17,400
YOUBET COM INC COM 98741310 35 27,710 SH DEFINED 1 27,710
YOUNG BROADCASTING I CL A 98743410 3 18,340 SH DEFINED 1 18,340
YRC WORLDWIDE INC COM 98424910 26,248 1,765,137 SH DEFINED 1,2,5 1,765,137
YUM BRANDS INC COM 98849810 734,497 20,931,805 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,931,805
ZALE CORP NEW COM 98885810 22,130 1,171,507 SH DEFINED 1,2,5 1,171,507
ZAPATA CORP COM PAR $ 98907060 126 18,078 SH DEFINED 1 18,078
ZAREBA SYSTEMS INC COM 98913110 37 16,900 SH DEFINED 1 16,900
ZEBRA TECHNOLOGIES C CL A 98920710 47,053 1,441,560 SH DEFINED 1,2,5,6,7,12 1,441,560
ZENITH NATL INS CORP COM 98939010 28,043 797,573 SH DEFINED 1,2 797,573
ZEP INC COM 98944B10 5,470 367,637 SH DEFINED 1,2,5 367,637
ZHONE TECHNOLOGIES I COM 98950P10 124 159,099 SH DEFINED 1,5 159,099
ZHONGPIN INC COM 98952K10 2,461 196,867 SH DEFINED 1,2 196,867
ZILA INC COM PAR $0 98951320 15 49,886 SH DEFINED 1,5 49,886
ZIMMER HLDGS INC COM 98956P10 458,462 6,737,134 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,737,134
ZIONS BANCORPORATION COM 98970110 143,270 4,549,704 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,549,704
ZIPREALTY INC COM 98974V10 436 108,791 SH DEFINED 1 108,791
ZIX CORP COM 98974P10 255 91,563 SH DEFINED 1 91,563
ZOLL MED CORP COM 98992210 10,981 326,142 SH DEFINED 1,2,6 326,142
ZOLTEK COS INC COM 98975W10 9,246 381,273 SH DEFINED 1,2,5,6 381,273
ZORAN CORP COM 98975F10 17,496 1,495,379 SH DEFINED 1,2,5 1,495,379
ZUMIEZ INC COM 98981710 7,738 466,733 SH DEFINED 1,2,6 466,733
ZYGO CORP COM 98985510 2,233 227,134 SH DEFINED 1,2 227,134
ZYMOGENETICS INC COM 98985T10 4,852 576,279 SH DEFINED 1,2,6 576,279
TOTAL MARKET VALUE 483,226,644