UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F Cover Page
Report for Calendar Year or Quarter Ended: December 31, 2008
Check here if amendment [_] Amendment Number [_]
This Amendment (Check only one.): [_] is a restatement.
[_] adds new holdings entries.
Institutional Investment Manager filing this report:
Name: State Street Corporation
Address: One Lincoln Street
Boston, Massachusetts 02111
Form 13F File Number: 28-00399
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person signing this report on behalf of the reporting manager:
Name: James J. Malerba
Title Executive Vice President and Corporate Controller
Telephone: 617-664-8697
Signature, Place, and Date of Signing:
/s/ JAMES J. MALERBA Boston, Massachusetts February 10, 2009
---------------------------------- --------------------- -----------------
[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: 11
Form 13F Information Table Entry Total: 3,826
Form 13F Information Table Value Total: 387,495,943
(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
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF DECEMBER 31, 2008
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
1ST SOURCE CORP COM 33690110 9,048 382,883 SH DEFINED 1,2 382,883
3COM CORP COM 88553510 25,292 11,093,032 SH DEFINED 1,2,5 11,093,032
3-D SYS CORP DEL COM NEW 88554D20 2,026 255,190 SH DEFINED 1,2,6 255,190
3M CO COM 88579Y10 3,237,315 56,261,994 SH DEFINED 1,2,5,6,7,8,10,12,13 56,261,994
3PAR INC COM 88580F10 3,124 409,417 SH DEFINED 1,2,6 409,417
4 KIDS ENTMT INC COM 35086510 61 31,118 SH DEFINED 1 31,118
8X8 INC NEW COM 28291410 20 41,863 SH DEFINED 1 41,863
99 CENTS ONLY STORES COM 65440K10 13,168 1,204,781 SH DEFINED 1,2,5,6 1,204,781
A C MOORE ARTS & CRA COM 00086T10 33 23,313 SH DEFINED 1,2,5 23,313
A D C TELECOMMUNICAT COM NEW 00088630 12,088 2,209,859 SH DEFINED 1,2,5,7,10 2,209,859
A H BELO CORP COM CL A 00128210 761 349,028 SH DEFINED 1,2,5 349,028
AAON INC COM PAR $0 00036020 4,282 205,076 SH DEFINED 1,2,6 205,076
AAR CORP COM 00036110 17,963 975,704 SH DEFINED 1,2,5,6 975,704
AARON RENTS INC COM 00253520 54,705 2,055,018 SH DEFINED 1,2,6 2,055,018
AASTROM BIOSCIENCES COM 00253U10 69 137,207 SH DEFINED 1 137,207
ABAXIS INC COM 00256710 5,930 369,940 SH DEFINED 1,2,6 369,940
ABB LTD SPONSORED 00037520 810 53,934 SH DEFINED 1 53,934
ABBOTT LABS COM 00282410 2,990,920 56,041,229 SH DEFINED 1,2,5,6,7,8,10,12,13 56,041,229
ABERCROMBIE & FITCH CL A 00289620 74,715 3,238,637 SH DEFINED 1,2,5,6,7,8,10,12,13 3,238,637
ABINGTON BANCORP INC COM 00350L10 3,520 380,573 SH DEFINED 1,2 380,573
ABIOMED INC COM 00365410 8,638 526,046 SH DEFINED 1,2,6 526,046
ABITIBIBOWATER INC COM 00368710 400 850,053 SH DEFINED 1,2,5 850,053
ABM INDS INC COM 00095710 22,158 1,163,138 SH DEFINED 1,2,5 1,163,138
ABRAXAS PETE CORP COM 00383010 383 531,441 SH DEFINED 1,2,5 531,441
ABRAXIS BIOSCIENCE I COM 00383Y10 5,328 80,828 SH DEFINED 1,2,5,6,10 80,828
ACACIA RESH CORP ACACIA TCH 00388130 105 34,633 SH DEFINED 1,5 34,633
ACADIA PHARMACEUTICA COM 00422510 520 577,418 SH DEFINED 1,2,5 577,418
ACADIA RLTY TR COM SH BEN 00423910 17,669 1,238,205 SH DEFINED 1,2,3,5 1,238,205
ACCELRYS INC COM 00430U10 1,250 286,704 SH DEFINED 1,2,5 286,704
ACCENTURE LTD BERMUD CL A G1150G11 317,032 9,668,558 SH DEFINED 1,2,5,6,7,8,10,12,13 9,668,558
ACCESS INTEGRATED TE CL A 00432910 11 30,202 SH DEFINED 1 30,202
ACCO BRANDS CORP COM 00081T10 3,107 900,644 SH DEFINED 1,2,5 900,644
ACCURAY INC COM 00439710 2,607 505,149 SH DEFINED 1,2,6 505,149
ACE LTD SHS H0023R10 137,894 2,605,712 SH DEFINED 1,2,5,6,7,8,10,12,13 2,605,712
ACETO CORP COM 00444610 3,613 360,983 SH DEFINED 1,2 360,983
ACI WORLDWIDE INC COM 00449810 17,244 1,084,506 SH DEFINED 1,2,6 1,084,506
ACME PACKET INC COM 00476410 2,238 425,442 SH DEFINED 1,2,6 425,442
ACORDA THERAPEUTICS COM 00484M10 12,189 594,309 SH DEFINED 1,2,6 594,309
ACTEL CORP COM 00493410 8,693 741,687 SH DEFINED 1,2,6 741,687
ACTIVE POWER INC COM 00504W10 18 55,230 SH DEFINED 1 55,230
ACTIVIDENTITY CORP COM 00506P10 81 45,355 SH DEFINED 1 45,355
ACTIVISION BLIZZARD COM 00507V10 108,821 12,594,976 SH DEFINED 1,2,5,6,7,8,10,12,13 12,594,976
ACTUANT CORP CL A NEW 00508X20 22,668 1,191,810 SH DEFINED 1,2,6 1,191,810
ACTUATE CORP COM 00508B10 2,247 759,014 SH DEFINED 1,2,5 759,014
ACUITY BRANDS INC COM 00508Y10 31,343 897,830 SH DEFINED 1,2,5,6 897,830
ACURA PHARMACEUTICAL COM NEW 00509L70 660 89,899 SH DEFINED 1 89,899
ACXIOM CORP COM 00512510 21,964 2,708,316 SH DEFINED 1,2,5 2,708,316
ADAPTEC INC COM 00651F10 9,000 2,727,231 SH DEFINED 1,2,5 2,727,231
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
ADMINISTAFF INC COM 00709410 10,558 487,015 SH DEFINED 1,2,5,6 487,015
ADOBE SYS INC COM 00724F10 410,831 19,296,880 SH DEFINED 1,2,5,6,7,8,10,12,13 19,296,880
ADOLOR CORP COM 00724X10 1,072 645,520 SH DEFINED 1,2,5 645,520
ADTRAN INC COM 00738A10 30,441 2,045,736 SH DEFINED 1,2,5,6,7,8 2,045,736
ADVANCE AMER CASH AD COM 00739W10 2,024 1,070,776 SH DEFINED 1,2 1,070,776
ADVANCE AUTO PARTS I COM 00751Y10 96,427 2,865,575 SH DEFINED 1,2,5,7,8,10,12,13 2,865,575
ADVANCED ANALOGIC TE COM 00752J10 2,051 679,187 SH DEFINED 1,2,6 679,187
ADVANCED BATTERY TEC COM 00752H10 1,537 577,786 SH DEFINED 1,2 577,786
ADVANCED ENERGY INDS COM 00797310 6,055 608,592 SH DEFINED 1,2,6 608,592
ADVANCED MEDICAL OPT COM 00763M10 6,367 963,279 SH DEFINED 1,2,5,10 963,279
ADVANCED MICRO DEVIC NOTE 6.00 007903AL 185 650,000 SH DEFINED 1 650,000
ADVANCED MICRO DEVIC COM 00790310 46,541 21,546,650 SH DEFINED 1,2,5,6,7,8,10,12,13 21,546,650
ADVANCED SEMICONDUCT SPONSORED 00756M40 2,444 1,388,835 SH DEFINED 1,4,5,6 1,388,835
ADVANTA CORP CL B 00794220 1,337 639,633 SH DEFINED 1,2 639,633
ADVANTEST CORP SPON ADR N 00762U20 171 10,445 SH DEFINED 1 10,445
ADVENT SOFTWARE INC COM 00797410 8,643 432,824 SH DEFINED 1,2,5,6 432,824
ADVENTRX PHARMACEUTI COM 00764X10 5 63,059 SH DEFINED 1 63,059
ADVISORY BRD CO COM 00762W10 6,050 271,285 SH DEFINED 1,2,6 271,285
AECOM TECHNOLOGY COR COM 00766T10 31,514 1,025,520 SH DEFINED 1,2,5,6,7,10 1,025,520
AEGON N V NY REGISTR 00792410 589 97,275 SH DEFINED 1,2 97,275
AEP INDS INC COM 00103110 1,495 85,020 SH DEFINED 1,2 85,020
AERCAP HOLDINGS NV SHS N0098510 39 13,101 SH DEFINED 1 13,101
AEROPOSTALE COM 00786510 44,292 2,751,036 SH DEFINED 1,2,5,6,10 2,751,036
AEROVIRONMENT INC COM 00807310 5,607 152,319 SH DEFINED 1,2,6 152,319
AES CORP COM 00130H10 274,645 33,330,668 SH DEFINED 1,2,5,6,7,8,10,12,13 33,330,668
AETNA INC NEW COM 00817Y10 837,570 29,388,404 SH DEFINED 1,2,5,6,7,8,10,12,13 29,388,404
AFC ENTERPRISES INC COM 00104Q10 2,539 541,277 SH DEFINED 1,2,6 541,277
AFFILIATED COMPUTER CL A 00819010 201,026 4,374,880 SH DEFINED 1,2,5,6,7,8,10,12,13 4,374,880
AFFILIATED MANAGERS COM 00825210 34,708 827,961 SH DEFINED 1,2,5,6,7,10 827,961
AFFYMAX INC COM 00826A10 1,539 154,049 SH DEFINED 1,2,6 154,049
AFFYMETRIX INC COM 00826T10 6,276 2,099,155 SH DEFINED 1,2,5,6,8 2,099,155
AFLAC INC COM 00105510 926,592 20,213,610 SH DEFINED 1,2,5,6,7,8,10,12,13 20,213,610
AGCO CORP COM 00108410 54,517 2,311,004 SH DEFINED 1,2,5,7,8,10,12,13 2,311,004
AGFEED INDUSTRIES IN COM 00846L10 388 240,877 SH DEFINED 1 240,877
AGILENT TECHNOLOGIES COM 00846U10 194,194 12,424,436 SH DEFINED 1,2,5,6,7,8,10,12,13 12,424,436
AGILYSYS INC COM 00847J10 2,371 552,567 SH DEFINED 1,2 552,567
AGL RES INC COM 00120410 44,855 1,430,787 SH DEFINED 1,2,5,10 1,430,787
AGREE REALTY CORP COM 00849210 2,873 158,482 SH DEFINED 1,2,3 158,482
AIR METHODS CORP COM PAR $. 00912830 2,704 169,127 SH DEFINED 1,2,6 169,127
AIR PRODS & CHEMS IN COM 00915810 426,541 8,484,993 SH DEFINED 1,2,5,6,7,8,10,12,13 8,484,993
AIR TRANSPORT SERVIC COM 00922R10 7 38,633 SH DEFINED 1,2 38,633
AIRCASTLE LTD COM G0129K10 3,173 663,709 SH DEFINED 1,2 663,709
AIRGAS INC COM 00936310 55,946 1,434,868 SH DEFINED 1,2,5,7,10 1,434,868
AIRSPAN NETWORKS INC COM 00950H10 2 17,069 SH DEFINED 1 17,069
AIRTRAN HLDGS INC COM 00949P10 11,737 2,643,358 SH DEFINED 1,2,6 2,643,358
AIRVANA INC COM 00950V10 1,914 312,677 SH DEFINED 1,2,6 312,677
AK STL HLDG CORP COM 00154710 49,706 5,333,307 SH DEFINED 1,2,5,6,7,8,10,13 5,333,307
AKAMAI TECHNOLOGIES COM 00971T10 87,761 5,815,842 SH DEFINED 1,2,5,6,7,8,10,12,13 5,815,842
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
AKEENA SOLAR INC DE COM 00972010 415 241,451 SH DEFINED 1 241,451
AKORN INC COM 00972810 1,788 777,306 SH DEFINED 1,2,5,6 777,306
ALADDIN KNOWLEDGE SY ORD M0392N10 114 18,572 SH DEFINED 1,2 18,572
ALAMO GROUP INC COM 01131110 1,285 85,969 SH DEFINED 1,2 85,969
ALASKA AIR GROUP INC COM 01165910 43,691 1,493,707 SH DEFINED 1,2,6 1,493,707
ALASKA COMMUNICATION COM 01167P10 7,057 752,387 SH DEFINED 1,2 752,387
ALBANY INTL CORP CL A 01234810 7,205 561,168 SH DEFINED 1,2 561,168
ALBANY MOLECULAR RES COM 01242310 7,712 791,741 SH DEFINED 1,2,5,6 791,741
ALBEMARLE CORP COM 01265310 39,952 1,791,550 SH DEFINED 1,2,5,10 1,791,550
ALBERTO CULVER CO NE COM 01307810 48,549 1,980,795 SH DEFINED 1,2,5,6,7,8,10,12 1,980,795
ALCATEL-LUCENT SPONSORED 01390430 708 329,444 SH DEFINED 1,5,8,12 329,444
ALCOA INC COM 01381710 460,865 40,929,410 SH DEFINED 1,2,5,6,7,8,10,12,13 40,929,410
ALCON INC COM SHS H0130110 9,292 104,181 SH DEFINED 1,2,5,8,12 104,181
ALESCO FINL INC COM 01448510 20 45,924 SH DEFINED 1 45,924
ALEXANDER & BALDWIN COM 01448210 17,934 715,646 SH DEFINED 1,2,5,10 715,646
ALEXANDERS INC COM 01475210 21,863 85,770 SH DEFINED 1,2,3,5,6 85,770
ALEXANDRIA REAL ESTA COM 01527110 69,701 1,155,136 SH DEFINED 1,2,3,5,10 1,155,136
ALEXION PHARMACEUTIC COM 01535110 85,860 2,372,491 SH DEFINED 1,2,5,7,8 2,372,491
ALEXZA PHARMACEUTICA COM 01538410 876 276,435 SH DEFINED 1 276,435
ALFACELL CORP COM 01540410 9 38,756 SH DEFINED 1,2 38,756
ALICO INC COM 01623010 2,368 57,779 SH DEFINED 1,2 57,779
ALIGN TECHNOLOGY INC COM 01625510 9,797 1,119,615 SH DEFINED 1,2,5,6 1,119,615
ALKERMES INC COM 01642T10 18,971 1,781,312 SH DEFINED 1,2,5,6 1,781,312
ALLEGHANY CORP DEL COM 01717510 15,874 56,292 SH DEFINED 1,2,5,8,10 56,292
ALLEGHENY ENERGY INC COM 01736110 219,797 6,491,351 SH DEFINED 1,2,5,6,7,8,10,12,13 6,491,351
ALLEGHENY TECHNOLOGI COM 01741R10 112,626 4,411,532 SH DEFINED 1,2,5,6,7,8,10,12,13 4,411,532
ALLEGIANT TRAVEL CO COM 01748X10 10,761 221,553 SH DEFINED 1,2,6 221,553
ALLERGAN INC COM 01849010 440,355 10,921,507 SH DEFINED 1,2,5,6,7,8,10,12,13 10,921,507
ALLETE INC COM NEW 01852230 20,661 640,244 SH DEFINED 1,2,5 640,244
ALLIANCE DATA SYSTEM COM 01858110 151,442 3,254,707 SH DEFINED 1,2,5,7,8,10,12,13 3,254,707
ALLIANCE FIBER OPTIC COM 01868010 7 10,771 SH DEFINED 1 10,771
ALLIANCE IMAGING INC COM NEW 01860620 5,987 751,209 SH DEFINED 1,2,6 751,209
ALLIANCE ONE INTL IN COM 01877210 5,706 1,940,789 SH DEFINED 1,2,5,6 1,940,789
ALLIANCE RES PARTNER UT LTD PAR 01877R10 832 30,953 SH DEFINED 1,2 30,953
ALLIANCEBERNSTEIN HO UNIT LTD P 01881G10 2,891 139,044 SH DEFINED 1,2 139,044
ALLIANT ENERGY CORP COM 01880210 84,365 2,891,186 SH DEFINED 1,2,5,7,8,10,12,13 2,891,186
ALLIANT TECHSYSTEMS COM 01880410 63,678 742,518 SH DEFINED 1,2,5,8,10,12 742,518
ALLIANZ SE SP ADR 1/1 01880510 1,837 169,582 SH DEFINED 1,2 169,582
ALLIED CAP CORP NEW COM 01903Q10 7,362 2,736,930 SH DEFINED 1,2,5,7,8,10,12 2,736,930
ALLIED HEALTHCARE IN COM 01923A10 30 27,326 SH DEFINED 1 27,326
ALLIED IRISH BKS P L SPON ADR O 01922840 189 40,387 SH DEFINED 1 40,387
ALLIED NEVADA GOLD C COM 01934410 3,056 603,900 SH DEFINED 1,2 603,900
ALLIED WRLD ASSUR CO SHS G0219G20 21,317 525,061 SH DEFINED 1,2,5,7,10 525,061
ALLION HEALTHCARE IN COM 01961510 158 38,445 SH DEFINED 1,5 38,445
ALLIS CHALMERS ENERG COM PAR $. 01964550 2,417 439,544 SH DEFINED 1,2,5 439,544
ALLOS THERAPEUTICS I COM 01977710 5,483 895,889 SH DEFINED 1,2,5,6 895,889
ALLOY INC NEW COM 01985530 61 14,486 SH DEFINED 1 14,486
ALLSCRIPT MISYS HEAL COM 01988P10 19,530 1,968,797 SH DEFINED 1,2,6 1,968,797
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
ALLSTATE CORP COM 02000210 766,450 23,395,911 SH DEFINED 1,2,5,6,7,8,10,12,13 23,395,911
ALMOST FAMILY INC COM 02040910 4,042 89,864 SH DEFINED 1,2,6 89,864
ALNYLAM PHARMACEUTIC COM 02043Q10 18,834 761,582 SH DEFINED 1,2,5,6 761,582
ALON USA ENERGY INC COM 02052010 1,858 203,046 SH DEFINED 1,2,6 203,046
ALPHA NATURAL RESOUR COM 02076X10 23,420 1,446,543 SH DEFINED 1,2,5,7,8,10,12,13 1,446,543
ALPHATEC HOLDINGS IN COM 02081G10 586 249,285 SH DEFINED 1 249,285
ALTAIR NANOTECHNOLOG COM 02137310 133 109,119 SH DEFINED 1,5 109,119
ALTERA CORP COM 02144110 189,676 11,351,024 SH DEFINED 1,2,5,6,7,8,10,12,13 11,351,024
ALTRA HOLDINGS INC COM 02208R10 4,172 527,478 SH DEFINED 1,2 527,478
ALTRIA GROUP INC COM 02209S10 1,410,245 93,641,742 SH DEFINED 1,2,5,6,7,8,10,12,13 93,641,742
ALTUS PHARMACEUTICAL COM 02216N10 12 22,260 SH DEFINED 1 22,260
ALUMINA LTD SPONSORED 02220510 161 37,582 SH DEFINED 1 37,582
AMAG PHARMACEUTICALS COM 00163U10 10,216 284,955 SH DEFINED 1,2,5,6 284,955
AMAZON COM INC COM 02313510 569,966 11,114,787 SH DEFINED 1,2,5,6,7,8,10,12,13 11,114,787
AMB PROPERTY CORP COM 00163T10 86,652 3,699,896 SH DEFINED 1,2,3,5,7,8,10,12,13 3,699,896
AMBAC FINL GROUP INC COM 02313910 7,049 5,422,252 SH DEFINED 1,2,5 5,422,252
AMBASSADORS GROUP IN COM 02317710 2,717 295,357 SH DEFINED 1,2,6 295,357
AMCOL INTL CORP COM 02341W10 9,256 441,812 SH DEFINED 1,2,6 441,812
AMCORE FINL INC COM 02391210 1,318 364,102 SH DEFINED 1,2,5 364,102
AMDOCS LTD ORD G0260210 28,123 1,537,593 SH DEFINED 1,5,8,10,12 1,537,593
AMEDISYS INC COM 02343610 22,749 550,283 SH DEFINED 1,2,6 550,283
AMERCO COM 02358610 6,750 195,490 SH DEFINED 1,2,6 195,490
AMEREN CORP COM 02360810 273,777 8,231,424 SH DEFINED 1,2,5,6,7,8,10,12,13 8,231,424
AMERICA MOVIL SAB DE SPON ADR L 02364W10 91,072 2,938,770 SH DEFINED 1,2,4,5,7,8 2,938,770
AMERICA SVC GROUP IN COM 02364L10 146 13,673 SH DEFINED 1,5 13,673
AMERICAN APPAREL INC COM 02385010 838 420,897 SH DEFINED 1,2,6 420,897
AMERICAN AXLE & MFG COM 02406110 2,663 921,315 SH DEFINED 1,2,5 921,315
AMERICAN CAMPUS CMNT COM 02483510 28,829 1,407,688 SH DEFINED 1,2,3 1,407,688
AMERICAN CAP LTD COM 02503Y10 29,522 9,111,661 SH DEFINED 1,2,5,6,7,8,10,12,13 9,111,661
AMERICAN CAPITAL AGE COM 02503X10 3,210 150,295 SH DEFINED 1,2 150,295
AMERICAN COMMERCIAL COM NEW 02519520 3,382 690,175 SH DEFINED 1,2,6 690,175
AMERICAN DAIRY INC COM 02533410 1,370 91,075 SH DEFINED 1,2 91,075
AMERICAN EAGLE OUTFI COM 02553E10 43,469 4,644,072 SH DEFINED 1,2,5,7,8,10,12,13 4,644,072
AMERICAN ECOLOGY COR COM NEW 02553340 5,324 263,185 SH DEFINED 1,2,6 263,185
AMERICAN ELEC PWR IN COM 02553710 552,515 16,602,005 SH DEFINED 1,2,5,6,7,8,10,12,13 16,602,005
AMERICAN EQTY INVT L COM 02567620 9,334 1,333,450 SH DEFINED 1,2 1,333,450
AMERICAN EXPRESS CO COM 02581610 1,057,821 57,025,398 SH DEFINED 1,2,5,6,7,8,10,12,13 57,025,398
AMERICAN FINL GROUP COM 02593210 41,268 1,803,678 SH DEFINED 1,2,5,7,8,10 1,803,678
AMERICAN GREETINGS C CL A 02637510 11,957 1,579,477 SH DEFINED 1,2,5 1,579,477
AMERICAN INTL GROUP COM 02687410 169,806 108,156,537 SH DEFINED 1,2,5,6,7,8,10,12,13 108,156,537
AMERICAN INTL GROUP UNIT 99/99 02687411 113 13,350 SH DEFINED 1 13,350
AMERICAN ITALIAN PAS CL A 02707010 571 25,553 SH DEFINED 1,2 25,553
AMERICAN LD LEASE IN COM 02711810 328 23,745 SH DEFINED 1,2,3,5 23,745
AMERICAN MED SYS HLD COM 02744M10 13,285 1,477,723 SH DEFINED 1,2,6 1,477,723
AMERICAN NATL INS CO COM 02859110 12,287 166,655 SH DEFINED 1,2,5,10 166,655
AMERICAN OIL & GAS I COM 02872310 406 507,368 SH DEFINED 1 507,368
AMERICAN ORIENTAL BI COM 02873110 6,965 1,025,743 SH DEFINED 1,2,6 1,025,743
AMERICAN PHYSICIANS COM 02888410 11,510 239,286 SH DEFINED 1,2 239,286
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
AMERICAN PUBLIC EDUC COM 02913V10 6,294 169,250 SH DEFINED 1,2,6 169,250
AMERICAN RAILCAR IND COM 02916P10 1,597 151,645 SH DEFINED 1,2,6 151,645
AMERICAN REPROGRAPHI COM 02926310 4,288 621,443 SH DEFINED 1,2,6 621,443
AMERICAN SAFETY INS ORD G0299510 1,463 110,782 SH DEFINED 1 110,782
AMERICAN SCIENCE & E COM 02942910 11,142 150,651 SH DEFINED 1,2,6 150,651
AMERICAN SOFTWARE IN CL A 02968310 1,260 268,080 SH DEFINED 1 268,080
AMERICAN STS WTR CO COM 02989910 10,607 321,621 SH DEFINED 1,2 321,621
AMERICAN SUPERCONDUC COM 03011110 10,736 658,229 SH DEFINED 1,2,5,6 658,229
AMERICAN TECHNOLOGY COM NEW 03014520 18 32,197 SH DEFINED 1,2 32,197
AMERICAN TOWER CORP CL A 02991220 409,188 13,955,934 SH DEFINED 1,2,5,6,7,8,10,12,13 13,955,934
AMERICAN VANGUARD CO COM 03037110 3,133 267,800 SH DEFINED 1,2,6 267,800
AMERICAN WOODMARK CO COM 03050610 5,338 292,818 SH DEFINED 1,2 292,818
AMERICAN WTR WKS CO COM 03042010 12,674 607,002 SH DEFINED 1,2,5,7,8,10 607,002
AMERICANWEST BANCORP COM 03058P10 12 16,068 SH DEFINED 1 16,068
AMERICAS CAR MART IN COM 03062T10 1,951 141,264 SH DEFINED 1,2,5 141,264
AMERICREDIT CORP COM 03060R10 17,513 2,292,236 SH DEFINED 1,2,5,6,10 2,292,236
AMERIGAS PARTNERS L UNIT L P I 03097510 1,235 43,887 SH DEFINED 1,2 43,887
AMERIGON INC COM 03070L30 1,023 313,818 SH DEFINED 1,5 313,818
AMERIGROUP CORP COM 03073T10 38,057 1,289,194 SH DEFINED 1,2,5 1,289,194
AMERIPRISE FINL INC COM 03076C10 241,868 10,353,935 SH DEFINED 1,2,5,6,7,8,10,12,13 10,353,935
AMERIS BANCORP COM 03076K10 3,348 282,542 SH DEFINED 1,2 282,542
AMERISAFE INC COM 03071H10 8,309 404,729 SH DEFINED 1,2 404,729
AMERISERV FINL INC COM 03074A10 20 10,294 SH DEFINED 1 10,294
AMERISOURCEBERGEN CO COM 03073E10 215,034 6,030,120 SH DEFINED 1,2,5,6,7,8,10,12,13 6,030,120
AMERISTAR CASINOS IN COM 03070Q10 3,696 427,737 SH DEFINED 1,2,5 427,737
AMERITYRE CORP COM 03073V10 3 12,400 SH DEFINED 1 12,400
AMERON INTL INC COM 03071010 9,323 148,178 SH DEFINED 1,2 148,178
AMES NATL CORP COM 03100110 1,966 74,090 SH DEFINED 1,2 74,090
AMETEK INC NEW COM 03110010 69,929 2,314,773 SH DEFINED 1,2,5,7,8,10,12,13 2,314,773
AMGEN INC NOTE 0.12 031162AN 961 1,000,000 SH DEFINED 1 1,000,000
AMGEN INC COM 03116210 2,353,377 40,751,113 SH DEFINED 1,2,5,6,7,8,10,12,13 40,751,113
AMICAS INC COM 00171210 76 45,523 SH DEFINED 1 45,523
AMICUS THERAPEUTICS COM 03152W10 1,539 192,853 SH DEFINED 1,2 192,853
AMKOR TECHNOLOGY INC COM 03165210 5,804 2,662,324 SH DEFINED 1,2,5,6,8 2,662,324
AMN HEALTHCARE SERVI COM 00174410 6,373 753,342 SH DEFINED 1,2,6 753,342
AMPAL AMERN ISRAEL C CL A 03201510 153 264,465 SH DEFINED 1 264,465
AMPCO-PITTSBURGH COR COM 03203710 4,133 190,479 SH DEFINED 1,2,6 190,479
AMPHENOL CORP NEW CL A 03209510 145,877 6,083,290 SH DEFINED 1,2,5,6,7,8,10,12,13 6,083,290
AMR CORP COM 00176510 40,166 3,764,415 SH DEFINED 1,2,5,7,8,10 3,764,415
AMREP CORP NEW COM 03215910 913 29,199 SH DEFINED 1 29,199
AMSURG CORP COM 03232P40 14,762 632,464 SH DEFINED 1,2 632,464
AMTRUST FINANCIAL SE COM 03235930 6,605 569,375 SH DEFINED 1,2,6 569,375
AMYLIN PHARMACEUTICA COM 03234610 41,042 3,782,655 SH DEFINED 1,2,5,7,8,10,12,13 3,782,655
ANADARKO PETE CORP COM 03251110 725,716 18,825,309 SH DEFINED 1,2,5,6,7,8,10,12,13 18,825,309
ANADIGICS INC COM 03251510 1,380 932,322 SH DEFINED 1,2,5,6 932,322
ANADYS PHARMACEUTICA COM 03252Q40 47 29,829 SH DEFINED 1 29,829
ANALOG DEVICES INC COM 03265410 211,847 11,138,125 SH DEFINED 1,2,5,6,7,8,10,12,13 11,138,125
ANALOGIC CORP COM PAR $0 03265720 6,431 235,755 SH DEFINED 1,2 235,755
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
ANALYSTS INTL CORP COM 03268110 10 17,048 SH DEFINED 1 17,048
ANAREN INC COM 03274410 3,177 265,845 SH DEFINED 1,2 265,845
ANCHOR BANCORP WIS I COM 03283910 1,155 418,546 SH DEFINED 1,2 418,546
ANDERSONS INC COM 03416410 5,120 310,656 SH DEFINED 1,2 310,656
ANESIVA INC COM COM 03460L10 4 10,685 SH DEFINED 1 10,685
ANGIODYNAMICS INC COM 03475V10 6,143 448,738 SH DEFINED 1,2,6 448,738
ANIKA THERAPEUTICS I COM 03525510 34 11,120 SH DEFINED 1,5 11,120
ANIMAL HEALTH INTL I COM 03525N10 29 13,800 SH DEFINED 1 13,800
ANIXTER INTL INC COM 03529010 18,090 600,589 SH DEFINED 1,2,5,6 600,589
ANNALY CAP MGMT INC COM 03571040 184,038 11,596,603 SH DEFINED 1,2,5,6,7,8,10,12,13 11,596,603
ANNTAYLOR STORES COR COM 03611510 8,599 1,490,261 SH DEFINED 1,2,5,6,7,10 1,490,261
ANSYS INC COM 03662Q10 50,517 1,811,308 SH DEFINED 1,2,5,6,7,8,10 1,811,308
ANTHRACITE CAP INC COM 03702310 3,012 1,350,660 SH DEFINED 1,2 1,350,660
ANTIGENICS INC DEL COM 03703210 12 24,522 SH DEFINED 1 24,522
ANWORTH MORTGAGE ASS COM 03734710 12,252 1,905,481 SH DEFINED 1,2 1,905,481
AON CORP COM 03738910 798,662 17,483,844 SH DEFINED 1,2,5,6,7,8,10,12,13 17,483,844
APAC CUSTOMER SERVIC COM 00185E10 16 13,595 SH DEFINED 1 13,595
APACHE CORP COM 03741110 1,057,317 14,186,465 SH DEFINED 1,2,5,6,7,8,10,12,13 14,186,465
APARTMENT INVT & MGM CL A 03748R10 78,177 6,768,571 SH DEFINED 1,2,3,5,6,7,8,10,12,13 6,768,571
APCO ARGENTINA INC C ORD 03748910 1,944 72,982 SH DEFINED 1,2,6 72,982
APEX SILVER MINES LT ORD G0407410 751 766,807 SH DEFINED 1,2,5,6 766,807
APOGEE ENTERPRISES I COM 03759810 12,468 1,203,428 SH DEFINED 1,2 1,203,428
APOLLO GROUP INC CL A 03760410 364,569 4,758,138 SH DEFINED 1,2,5,6,7,8,10,12,13 4,758,138
APOLLO INVT CORP COM 03761U10 32,927 3,536,747 SH DEFINED 1,2,5 3,536,747
APPLE INC COM 03783310 2,719,721 31,865,510 SH DEFINED 1,2,5,6,7,8,10,12,13 31,865,510
APPLIED ENERGETICS I COM 03819M10 15 46,638 SH DEFINED 1 46,638
APPLIED INDL TECHNOL COM 03820C10 21,864 1,155,615 SH DEFINED 1,2,6 1,155,615
APPLIED MATLS INC COM 03822210 488,566 48,229,635 SH DEFINED 1,2,5,6,7,8,10,12,13 48,229,635
APPLIED MICRO CIRCUI COM NEW 03822W40 5,401 1,374,309 SH DEFINED 1,2,5,6 1,374,309
APPLIED SIGNAL TECHN COM 03823710 5,241 292,147 SH DEFINED 1,2 292,147
APPROACH RESOURCES I COM 03834A10 919 125,779 SH DEFINED 1,2,6 125,779
APTARGROUP INC COM 03833610 44,064 1,250,390 SH DEFINED 1,2,5,10 1,250,390
AQUA AMERICA INC COM 03836W10 59,628 2,895,952 SH DEFINED 1,2,5,7,8,10,12,13 2,895,952
ARACRUZ CELULOSE S A SPON ADR P 03849620 402 35,628 SH DEFINED 1,2 35,628
ARBITRON INC COM 03875Q10 6,671 502,344 SH DEFINED 1,2,5,6 502,344
ARBOR RLTY TR INC COM 03892310 812 275,373 SH DEFINED 1,2 275,373
ARCH CAP GROUP LTD ORD G0450A10 108,130 1,542,504 SH DEFINED 1,2,5,7,8,10,12,13 1,542,504
ARCH CHEMICALS INC COM 03937R10 13,207 506,585 SH DEFINED 1,2 506,585
ARCH COAL INC COM 03938010 58,752 3,606,613 SH DEFINED 1,2,5,7,8,10,12,13 3,606,613
ARCHER DANIELS MIDLA NOTE 0.87 039483AW 488 500,000 SH DEFINED 1 500,000
ARCHER DANIELS MIDLA COM 03948310 703,882 24,414,903 SH DEFINED 1,2,5,6,7,8,10,12,13 24,414,903
ARCSIGHT INC COM 03966610 800 99,896 SH DEFINED 1,6 99,896
ARCTIC CAT INC COM 03967010 289 60,298 SH DEFINED 1 60,298
ARDEA BIOSCIENCES IN COM 03969P10 1,832 153,035 SH DEFINED 1,2 153,035
ARDEN GROUP INC CL A 03976210 2,865 22,735 SH DEFINED 1,2 22,735
ARENA PHARMACEUTICAL COM 04004710 5,570 1,335,829 SH DEFINED 1,2,5,6,8 1,335,829
ARENA RESOURCES INC COM 04004910 20,924 744,901 SH DEFINED 1,2,5,6 744,901
ARES CAP CORP COM 04010L10 9,973 1,575,481 SH DEFINED 1,2 1,575,481
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
ARGO GROUP INTL HLDG COM G0464B10 16,359 482,292 SH DEFINED 1,2,5,6 482,292
ARGON ST INC COM 04014910 4,777 253,304 SH DEFINED 1,2 253,304
ARIAD PHARMACEUTICAL COM 04033A10 863 1,015,846 SH DEFINED 1,2,5 1,015,846
ARIBA INC COM NEW 04033V20 10,911 1,513,358 SH DEFINED 1,2,5,6 1,513,358
ARKANSAS BEST CORP D COM 04079010 18,305 607,932 SH DEFINED 1,2 607,932
ARM HLDGS PLC SPONSORED 04206810 99 25,724 SH DEFINED 1 25,724
ARMSTRONG WORLD INDS COM 04247X10 9,153 423,379 SH DEFINED 1,2,7,8,10 423,379
ARQULE INC COM 04269E10 2,706 641,234 SH DEFINED 1,2 641,234
ARRAY BIOPHARMA INC COM 04269X10 2,743 677,284 SH DEFINED 1,2,5,6 677,284
ARRIS GROUP INC COM 04269Q10 24,817 3,121,692 SH DEFINED 1,2,5,6,8 3,121,692
ARROW ELECTRS INC COM 04273510 83,384 4,425,912 SH DEFINED 1,2,5,7,8,10,12,13 4,425,912
ARROW FINL CORP COM 04274410 4,327 172,133 SH DEFINED 1,2,5 172,133
ARROWHEAD RESH CORP COM 04279710 24 25,610 SH DEFINED 1,5 25,610
ART TECHNOLOGY GROUP COM 04289L10 3,893 2,017,188 SH DEFINED 1,2,5,6 2,017,188
ARTESIAN RESOURCES C CL A 04311320 230 14,463 SH DEFINED 1,2 14,463
ARTHROCARE CORP COM 04313610 2,282 478,308 SH DEFINED 1,2,6 478,308
ARUBA NETWORKS INC COM 04317610 1,837 720,351 SH DEFINED 1,2,6 720,351
ARVINMERITOR INC COM 04335310 5,751 2,017,817 SH DEFINED 1,2,5 2,017,817
ASBURY AUTOMOTIVE GR COM 04343610 2,887 631,825 SH DEFINED 1,2,5 631,825
ASCENT MEDIA CORP COM SER A 04363210 2,989 136,861 SH DEFINED 1,2,5,6,7,10 136,861
ASCENT SOLAR TECHNOL COM 04363510 234 62,267 SH DEFINED 1 62,267
ASHFORD HOSPITALITY COM SHS 04410310 4,112 3,575,588 SH DEFINED 1,2,3 3,575,588
ASHLAND INC NEW COM 04420910 14,696 1,398,332 SH DEFINED 1,2,5,8,10,12 1,398,332
ASIAINFO HLDGS INC COM 04518A10 6,646 561,349 SH DEFINED 1,2,6 561,349
ASML HOLDING N V NY REG SHS N0705918 825 45,660 SH DEFINED 1 45,660
ASPECT MED SYS INC COM 04523510 85 25,067 SH DEFINED 1 25,067
ASPEN INSURANCE HOLD SHS G0538410 65,455 2,699,158 SH DEFINED 1,2,5,7,8 2,699,158
ASPENBIO PHARMA INC COM 04534610 91 14,678 SH DEFINED 1 14,678
ASSET ACCEP CAP CORP COM 04543P10 1,135 222,079 SH DEFINED 1,2 222,079
ASSISTED LIVING CONC CL A 04544X10 3,640 877,228 SH DEFINED 1,2,5,6 877,228
ASSOCIATED BANC CORP COM 04548710 89,468 4,274,640 SH DEFINED 1,2,5,7,8,10,12,13 4,274,640
ASSOCIATED ESTATES R COM 04560410 6,825 747,533 SH DEFINED 1,2,3,5 747,533
ASSURANT INC COM 04621X10 179,650 5,988,331 SH DEFINED 1,2,5,6,7,8,10,12,13 5,988,331
ASSURED GUARANTY LTD COM G0585R10 11,756 1,031,190 SH DEFINED 1,2 1,031,190
ASTEC INDS INC COM 04622410 9,874 315,167 SH DEFINED 1,2,5,6 315,167
ASTORIA FINL CORP COM 04626510 26,839 1,628,567 SH DEFINED 1,2,5,8,10,12 1,628,567
ASTRAZENECA PLC SPONSORED 04635310 30,692 748,028 SH DEFINED 1,5 748,028
ASYST TECHNOLOGY COR COM 04648X10 189 757,696 SH DEFINED 1,5 757,696
AT&T INC COM 00206R10 6,347,366 222,714,587 SH DEFINED 1,2,5,6,7,8,10,12,13 222,714,587
ATC TECHNOLOGY CORP COM 00211W10 8,433 576,399 SH DEFINED 1,2,5,6 576,399
ATHENAHEALTH INC COM 04685W10 11,602 308,413 SH DEFINED 1,2,6 308,413
ATHEROS COMMUNICATIO COM 04743P10 14,722 1,028,806 SH DEFINED 1,2,5,6 1,028,806
ATLANTIC TELE NETWOR COM NEW 04907920 4,210 158,574 SH DEFINED 1,2 158,574
ATLAS AIR WORLDWIDE COM NEW 04916420 4,266 225,697 SH DEFINED 1,2,6 225,697
ATLAS AMER INC COM 04916710 9,366 630,683 SH DEFINED 1,2,5,6 630,683
ATLAS ENERGY RESOURC COM 04930310 601 47,085 SH DEFINED 1,2 47,085
ATLAS PIPELINE PARTN UNIT L P I 04939210 315 52,568 SH DEFINED 1,2 52,568
ATMEL CORP COM 04951310 25,334 8,093,827 SH DEFINED 1,2,5,6,10 8,093,827
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
ATMI INC COM 00207R10 10,467 678,361 SH DEFINED 1,2,5,6 678,361
ATMOS ENERGY CORP COM 04956010 31,379 1,324,019 SH DEFINED 1,2,5,10 1,324,019
ATP OIL & GAS CORP COM 00208J10 4,041 690,778 SH DEFINED 1,2,5,6 690,778
ATRION CORP COM 04990410 1,911 19,679 SH DEFINED 1,2 19,679
ATS MED INC COM 00208310 109 39,307 SH DEFINED 1 39,307
ATWOOD OCEANICS INC COM 05009510 11,108 726,965 SH DEFINED 1,2,5,6,10 726,965
AU OPTRONICS CORP SPONSORED 00225510 1,757 228,768 SH DEFINED 1,6 228,768
AUDIOCODES LTD ORD M1534210 22 12,365 SH DEFINED 1,2 12,365
AUDIOVOX CORP CL A 05075710 1,607 320,660 SH DEFINED 1,2,5 320,660
AURORA OIL & GAS COR COM 05203610 4 63,581 SH DEFINED 1 63,581
AUTHENTEC INC COM 05266010 612 366,184 SH DEFINED 1 366,184
AUTHENTIDATE HLDG CO COM 05266610 10 38,000 SH DEFINED 1,2 38,000
AUTOBYTEL INC COM 05275N10 23 50,400 SH DEFINED 1 50,400
AUTODESK INC COM 05276910 155,640 7,920,621 SH DEFINED 1,2,5,6,7,8,10,12,13 7,920,621
AUTOLIV INC COM 05280010 19,398 903,933 SH DEFINED 1,2,5,8,10,12 903,933
AUTOMATIC DATA PROCE COM 05301510 728,831 18,526,467 SH DEFINED 1,2,5,6,7,8,10,12,13 18,526,467
AUTONATION INC COM 05329W10 42,490 4,300,568 SH DEFINED 1,2,5,6,7,8,10,12,13 4,300,568
AUTOZONE INC COM 05333210 290,038 2,079,573 SH DEFINED 1,2,5,6,7,8,10,12,13 2,079,573
AUXILIUM PHARMACEUTI COM 05334D10 21,858 768,560 SH DEFINED 1,2,5,6 768,560
AVALONBAY CMNTYS INC COM 05348410 259,695 4,286,810 SH DEFINED 1,2,3,5,6,7,8,10,12,13 4,286,810
AVANEX CORP COM NEW 05348W30 231 220,102 SH DEFINED 1 220,102
AVANIR PHARMACEUTICA CL A NEW 05348P40 12 28,103 SH DEFINED 1 28,103
AVATAR HLDGS INC COM 05349410 3,181 119,964 SH DEFINED 1,2,5 119,964
AVENTINE RENEWABLE E COM 05356X40 307 472,237 SH DEFINED 1,2 472,237
AVERY DENNISON CORP COM 05361110 160,470 4,902,850 SH DEFINED 1,2,5,6,7,8,10,12,13 4,902,850
AVI BIOPHARMA INC COM 00234610 43 65,710 SH DEFINED 1,2,5 65,710
AVID TECHNOLOGY INC COM 05367P10 6,182 566,622 SH DEFINED 1,2,5 566,622
AVIGEN INC COM 05369010 20 26,202 SH DEFINED 1,5 26,202
AVIS BUDGET GROUP COM 05377410 1,408 2,011,030 SH DEFINED 1,2,5,7,8,10 2,011,030
AVISTA CORP COM 05379B10 29,966 1,546,216 SH DEFINED 1,2,5 1,546,216
AVNET INC COM 05380710 70,559 3,874,721 SH DEFINED 1,2,5,7,8,10,12,13 3,874,721
AVOCENT CORP COM 05389310 32,680 1,824,682 SH DEFINED 1,2,5,7 1,824,682
AVON PRODS INC COM 05430310 385,162 16,028,371 SH DEFINED 1,2,5,6,7,8,10,12,13 16,028,371
AVX CORP NEW COM 00244410 9,137 1,150,732 SH DEFINED 1,2,5,7,10 1,150,732
AWARE INC MASS COM 05453N10 40 21,260 SH DEFINED 1 21,260
AXA SPONSORED 05453610 1,687 75,098 SH DEFINED 1,2 75,098
AXCELIS TECHNOLOGIES COM 05454010 1,092 2,141,390 SH DEFINED 1,2,5 2,141,390
AXIS CAPITAL HOLDING SHS G0692U10 71,495 2,455,177 SH DEFINED 1,2,5,7,8,10,12,13 2,455,177
AXSYS TECHNOLOGIES I COM 05461510 7,966 145,215 SH DEFINED 1,2,6 145,215
AXT INC COM 00246W10 39 28,721 SH DEFINED 1,2 28,721
AZZ INC COM 00247410 4,887 194,710 SH DEFINED 1,2,5,6 194,710
B & G FOODS INC NEW CL A 05508R10 1,652 305,922 SH DEFINED 1,2 305,922
BADGER METER INC COM 05652510 6,570 226,402 SH DEFINED 1,2,6 226,402
BAIDU COM INC SPON ADR R 05675210 2,174 16,647 SH DEFINED 1,2,7 16,647
BAKER HUGHES INC COM 05722410 392,137 12,227,526 SH DEFINED 1,2,5,6,7,8,10,12,13 12,227,526
BAKER MICHAEL CORP COM 05714910 4,424 119,847 SH DEFINED 1,2 119,847
BALCHEM CORP COM 05766520 7,269 291,799 SH DEFINED 1,2,6 291,799
BALDOR ELEC CO COM 05774110 15,594 873,631 SH DEFINED 1,2,5 873,631
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
BALDWIN & LYONS INC CL B 05775520 2,900 159,435 SH DEFINED 1,2 159,435
BALL CORP COM 05849810 156,226 3,756,340 SH DEFINED 1,2,5,6,7,8,10,12,13 3,756,340
BALLY TECHNOLOGIES I COM 05874B10 22,358 930,433 SH DEFINED 1,2,5,6 930,433
BANCFIRST CORP COM 05945F10 7,784 147,084 SH DEFINED 1,2,6 147,084
BANCO BILBAO VIZCAYA SPONSORED 05946K10 4,837 387,307 SH DEFINED 1,2,5,7,8,12 387,307
BANCO BRADESCO S A SP ADR PFD 05946030 25,289 2,562,255 SH DEFINED 1,2,4,7 2,562,255
BANCO DE CHILE SPONSORED 05952010 203 6,209 SH DEFINED 1 6,209
BANCO ITAU HLDG FINA SP ADR 500 05960220 9,515 820,258 SH DEFINED 1,2,8 820,258
BANCO LATINOAMERICAN CL E P1699413 9,213 641,546 SH DEFINED 1,2 641,546
BANCO MACRO SA SPON ADR B 05961W10 5,468 505,321 SH DEFINED 1,2,5 505,321
BANCO SANTANDER CHIL SP ADR REP 05965X10 15,326 437,523 SH DEFINED 1,2,5,7 437,523
BANCO SANTANDER SA ADR 05964H10 2,005 211,278 SH DEFINED 1,2 211,278
BANCOLOMBIA S A SPON ADR P 05968L10 15,960 683,521 SH DEFINED 1,2,5,7 683,521
BANCORP INC DEL COM 05969A10 44 11,775 SH DEFINED 1 11,775
BANCORPSOUTH INC COM 05969210 51,797 2,217,353 SH DEFINED 1,2,5,10 2,217,353
BANCTRUST FINANCIAL COM 05978R10 4,570 309,615 SH DEFINED 1,2 309,615
BANK HAWAII CORP COM 06254010 86,989 1,925,821 SH DEFINED 1,2,5,7,10,13 1,925,821
BANK MUTUAL CORP NEW COM 06375010 9,924 859,968 SH DEFINED 1,2,5 859,968
BANK NOVA SCOTIA HAL COM 06414910 2,700 99,262 SH DEFINED 1,7 99,262
BANK OF AMERICA CORP COM 06050510 3,187,871 226,411,274 SH DEFINED 1,2,5,6,7,8,10,12,13 226,411,274
BANK OF GRANITE CORP COM 06240110 48 19,449 SH DEFINED 1,5 19,449
BANK OF NEW YORK MEL COM 06405810 1,449,164 51,152,966 SH DEFINED 1,2,5,6,7,8,10,12,13 51,152,966
BANK OF THE OZARKS I COM 06390410 7,014 236,632 SH DEFINED 1,2,6 236,632
BANKATLANTIC BANCORP CL A NEW 06590860 133 22,976 SH DEFINED 1,2 22,976
BANKFINANCIAL CORP COM 06643P10 4,027 395,188 SH DEFINED 1,2 395,188
BANKRATE INC COM 06646V10 8,240 216,834 SH DEFINED 1,2,6 216,834
BANKUNITED FINL CORP CL A 06652B10 8 48,578 SH DEFINED 1 48,578
BANNER CORP COM 06652V10 2,403 255,404 SH DEFINED 1,2 255,404
BARCLAYS BK PLC IPMS INDIA 06739F29 33,347 1,053,960 SH DEFINED 4,5 1,053,960
BARCLAYS PLC ADR 06738E20 594 60,590 SH DEFINED 1,2 60,590
BARD C R INC COM 06738310 297,005 3,524,866 SH DEFINED 1,2,5,6,7,8,10,12,13 3,524,866
BARE ESCENTUALS INC COM 06751110 2,731 522,206 SH DEFINED 1,2,5,6,10 522,206
BARNES & NOBLE INC COM 06777410 17,639 1,175,963 SH DEFINED 1,2,5,8,10 1,175,963
BARNES GROUP INC COM 06780610 12,578 867,437 SH DEFINED 1,2 867,437
BARNWELL INDS INC COM 06822110 47 10,453 SH DEFINED 1,2 10,453
BARR PHARMACEUTICALS COM 06830610 2,486 37,787 SH DEFINED 1,7 37,787
BARRETT BILL CORP COM 06846N10 24,154 1,143,115 SH DEFINED 1,2,6 1,143,115
BARRICK GOLD CORP COM 06790110 1,033 28,089 SH DEFINED 1,5 28,089
BASIC ENERGY SVCS IN COM 06985P10 8,436 646,905 SH DEFINED 1,2 646,905
BASIN WTR INC COM 07011T30 6 12,156 SH DEFINED 1 12,156
BASSETT FURNITURE IN COM 07020310 150 44,799 SH DEFINED 1,2,5 44,799
BAUER EDDIE HLDGS IN COM 07162510 13 25,800 SH DEFINED 1 25,800
BAXTER INTL INC COM 07181310 1,397,814 26,083,487 SH DEFINED 1,2,5,6,7,8,10,12,13 26,083,487
BB&T CORP COM 05493710 672,090 24,475,221 SH DEFINED 1,2,5,6,7,8,10,12,13 24,475,221
BBVA BANCO FRANCES S SPONSORED 07329M10 164 54,639 SH DEFINED 1,2 54,639
BE AEROSPACE INC COM 07330210 13,957 1,814,989 SH DEFINED 1,2,5,6,10 1,814,989
BEACON POWER CORP COM 07367710 560 1,056,858 SH DEFINED 1 1,056,858
BEACON ROOFING SUPPL COM 07368510 11,394 820,902 SH DEFINED 1,2,5,6 820,902
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
BEAZER HOMES USA INC COM 07556Q10 1,193 754,806 SH DEFINED 1,2,5 754,806
BEBE STORES INC COM 07557110 4,232 566,492 SH DEFINED 1,2 566,492
BECKMAN COULTER INC COM 07581110 63,438 1,443,737 SH DEFINED 1,2,5,7,8,10,12,13 1,443,737
BECTON DICKINSON & C COM 07588710 945,104 13,819,337 SH DEFINED 1,2,5,6,7,8,10,12,13 13,819,337
BED BATH & BEYOND IN COM 07589610 254,573 10,014,657 SH DEFINED 1,2,5,6,7,8,10,12,13 10,014,657
BEL FUSE INC CL B 07734730 4,371 206,182 SH DEFINED 1,2,6 206,182
BELDEN INC COM 07745410 19,855 950,888 SH DEFINED 1,2,5 950,888
BELO CORP COM SER A 08055510 3,575 2,291,968 SH DEFINED 1,2,5 2,291,968
BEMIS INC COM 08143710 86,798 3,665,452 SH DEFINED 1,2,5,6,7,8,10,12,13 3,665,452
BENCHMARK ELECTRS IN COM 08160H10 22,955 1,797,582 SH DEFINED 1,2,5 1,797,582
BENEFICIAL MUTUAL BA COM 08173R10 6,191 550,274 SH DEFINED 1,2,6 550,274
BENIHANA INC CL A 08204720 22 10,415 SH DEFINED 1 10,415
BERKLEY W R CORP COM 08442310 110,031 3,549,374 SH DEFINED 1,2,5,7,8,10,12,13 3,549,374
BERKSHIRE HATHAWAY I CL B 08467020 613,331 190,831 SH DEFINED 1,2,5,6,7,8,10,12,13 190,831
BERKSHIRE HILLS BANC COM 08468010 8,559 277,365 SH DEFINED 1,2,5 277,365
BERRY PETE CO CL A 08578910 6,000 793,660 SH DEFINED 1,2,6 793,660
BEST BUY INC COM 08651610 384,891 13,692,321 SH DEFINED 1,2,5,6,7,8,10,12,13 13,692,321
BEVERLY HILLS BANCOR COM 08786610 4 12,700 SH DEFINED 1 12,700
BGC PARTNERS INC CL A 05541T10 1,713 620,791 SH DEFINED 1,2 620,791
BHP BILLITON LTD SPONSORED 08860610 6,065 141,372 SH DEFINED 1,2 141,372
BHP BILLITON PLC SPONSORED 05545E20 1,760 45,614 SH DEFINED 1 45,614
BIDZ COM INC COM 08883T20 274 59,574 SH DEFINED 1 59,574
BIG 5 SPORTING GOODS COM 08915P10 2,003 384,473 SH DEFINED 1,2 384,473
BIG LOTS INC COM 08930210 78,229 5,398,822 SH DEFINED 1,2,5,6,7,8,10,13 5,398,822
BIGBAND NETWORKS INC COM 08975050 2,451 444,036 SH DEFINED 1,2,6 444,036
BIO RAD LABS INC CL A 09057220 38,695 513,813 SH DEFINED 1,2,5,6 513,813
BIOANALYTICAL SYS IN COM 09058M10 20 14,300 SH DEFINED 1 14,300
BIOCRYST PHARMACEUTI COM 09058V10 48 35,320 SH DEFINED 1,2,5 35,320
BIODEL INC COM 09064M10 713 147,924 SH DEFINED 1,2 147,924
BIOFORM MEDICAL INC COM 09065G10 198 217,615 SH DEFINED 1,2 217,615
BIOGEN IDEC INC COM 09062X10 571,137 11,991,119 SH DEFINED 1,2,5,6,7,8,10,12,13 11,991,119
BIOLASE TECHNOLOGY I COM 09091110 55 36,589 SH DEFINED 1 36,589
BIOMARIN PHARMACEUTI COM 09061G10 43,297 2,432,389 SH DEFINED 1,2,5,6,10 2,432,389
BIOMED REALTY TRUST COM 09063H10 34,279 2,924,815 SH DEFINED 1,2,3,5 2,924,815
BIOMIMETIC THERAPEUT COM 09064X10 2,362 256,202 SH DEFINED 1,2 256,202
BIO-REFERENCE LABS I COM $.01 N 09057G60 4,533 172,801 SH DEFINED 1,2,6 172,801
BIOSANTE PHARMACEUTI COM NEW 09065V20 11 10,780 SH DEFINED 1 10,780
BIOSCRIP INC COM 09069N10 104 46,747 SH DEFINED 1,5 46,747
BJ SVCS CO COM 05548210 155,731 13,344,585 SH DEFINED 1,2,5,6,7,8,10,12,13 13,344,585
BJS RESTAURANTS INC COM 09180C10 3,028 281,121 SH DEFINED 1,2,6 281,121
BJS WHOLESALE CLUB I COM 05548J10 52,116 1,521,203 SH DEFINED 1,2,5,6,7,8,10 1,521,203
BLACK & DECKER CORP COM 09179710 87,485 2,092,431 SH DEFINED 1,2,5,6,7,8,10,12,13 2,092,431
BLACK BOX CORP DEL COM 09182610 11,256 430,926 SH DEFINED 1,2,5 430,926
BLACK HILLS CORP COM 09211310 37,721 1,399,134 SH DEFINED 1,2,5 1,399,134
BLACKBAUD INC COM 09227Q10 11,099 822,173 SH DEFINED 1,2,6,8 822,173
BLACKBOARD INC COM 09193550 12,442 474,326 SH DEFINED 1,2,5,6 474,326
BLACKROCK INC COM 09247X10 25,477 189,917 SH DEFINED 1,2,5,8,10 189,917
BLACKROCK KELSO CAPI COM 09253310 2,075 210,489 SH DEFINED 1,2 210,489
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
BLACKSTONE GROUP L P COM UNIT L 09253U10 1,325 202,868 SH DEFINED 1,2,8 202,868
BLOCK H & R INC COM 09367110 292,635 12,880,050 SH DEFINED 1,2,5,6,7,8,10,12,13 12,880,050
BLOCKBUSTER INC CL A 09367910 5,568 4,418,987 SH DEFINED 1,2,5 4,418,987
BLOCKBUSTER INC CL B 09367920 21 31,950 SH DEFINED 1,5 31,950
BLOUNT INTL INC NEW COM 09518010 5,893 621,654 SH DEFINED 1,2,6 621,654
BLUE COAT SYSTEMS IN COM NEW 09534T50 5,125 610,068 SH DEFINED 1,2,5,6 610,068
BLUE DOLPHIN ENERGY COM NEW 09539520 6 18,240 SH DEFINED 1,2 18,240
BLUE NILE INC COM 09578R10 5,731 234,030 SH DEFINED 1,2,6 234,030
BLUEGREEN CORP COM 09623110 745 238,154 SH DEFINED 1 238,154
BLUELINX HLDGS INC COM 09624H10 85 44,980 SH DEFINED 1 44,980
BLYTH INC COM 09643P10 7,503 957,034 SH DEFINED 1,2,5 957,034
BMB MUNAI INC COM 09656A10 959 689,897 SH DEFINED 1,7 689,897
BMC SOFTWARE INC COM 05592110 254,215 9,446,850 SH DEFINED 1,2,5,6,7,8,10,12,13 9,446,850
BMP SUNSTONE CORP COM 05569C10 1,547 277,760 SH DEFINED 1,2 277,760
BOARDWALK PIPELINE P UT LTD PAR 09662710 1,047 58,899 SH DEFINED 1,2 58,899
BOB EVANS FARMS INC COM 09676110 20,993 1,027,557 SH DEFINED 1,2,5 1,027,557
BOEING CO COM 09702310 1,496,954 35,082,124 SH DEFINED 1,2,5,6,7,8,10,12,13 35,082,124
BOISE INC COM 09746Y10 220 510,675 SH DEFINED 1,2 510,675
BOK FINL CORP COM NEW 05561Q20 25,041 619,827 SH DEFINED 1,2,5,10 619,827
BOLT TECHNOLOGY CORP COM 09769810 743 106,787 SH DEFINED 1 106,787
BON-TON STORES INC COM 09776J10 1,402 1,361,257 SH DEFINED 1 1,361,257
BOOKHAM INC COM 09856E10 543 1,206,216 SH DEFINED 1,5 1,206,216
BOOTS & COOTS/INTL W COM NEW 09946950 54 46,100 SH DEFINED 1 46,100
BORDERS GROUP INC COM 09970910 376 941,173 SH DEFINED 1,2,5 941,173
BORGWARNER INC COM 09972410 53,505 2,457,721 SH DEFINED 1,2,5,7,8,10,12,13 2,457,721
BORLAND SOFTWARE COR COM 09984910 59 56,436 SH DEFINED 1,5 56,436
BOSTON BEER INC CL A 10055710 5,613 197,634 SH DEFINED 1,2,6 197,634
BOSTON PPTYS LTD PAR NOTE 2.87 10112RAK 198 250,000 SH DEFINED 1 250,000
BOSTON PRIVATE FINL COM 10111910 19,906 2,910,165 SH DEFINED 1,2 2,910,165
BOSTON PROPERTIES IN COM 10112110 369,634 6,720,625 SH DEFINED 1,2,3,5,6,7,8,10,12,13 6,720,625
BOSTON SCIENTIFIC CO COM 10113710 422,557 54,593,908 SH DEFINED 1,2,5,6,7,8,10,12,13 54,593,908
BOTTOMLINE TECH DEL COM 10138810 2,372 334,023 SH DEFINED 1,2 334,023
BOVIE MEDICAL CORP COM 10211F10 109 17,506 SH DEFINED 1,2,5 17,506
BOWNE & CO INC COM 10304310 3,646 620,052 SH DEFINED 1,2 620,052
BOYD GAMING CORP COM 10330410 5,033 1,063,960 SH DEFINED 1,2,5,10 1,063,960
BP PLC SPONSORED 05562210 2,056,167 43,991,584 SH DEFINED 1,2,5,6 43,991,584
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 1,778 24,248 SH DEFINED 1,2 24,248
BPZ RESOURCES INC COM 05563910 5,957 930,744 SH DEFINED 1,2,5,6 930,744
BRADY CORP CL A 10467410 24,951 1,041,782 SH DEFINED 1,2,5 1,041,782
BRANDYWINE RLTY TR SH BEN INT 10536820 25,801 3,346,398 SH DEFINED 1,2,3,5,7,10 3,346,398
BRASIL TELECOM PARTI SPON ADR P 10553010 334 8,651 SH DEFINED 1,2 8,651
BRE PROPERTIES INC CL A 05564E10 49,294 1,761,752 SH DEFINED 1,2,3,5,10 1,761,752
BREITBURN ENERGY PAR COM UT LTD 10677610 464 65,812 SH DEFINED 1,2 65,812
BRIGGS & STRATTON CO COM 10904310 17,419 990,277 SH DEFINED 1,2,5 990,277
BRIGHAM EXPLORATION COM 10917810 2,468 771,261 SH DEFINED 1,2 771,261
BRIGHTPOINT INC COM NEW 10947340 5,027 1,155,596 SH DEFINED 1,2,5,8 1,155,596
BRINKER INTL INC COM 10964110 21,363 2,026,803 SH DEFINED 1,2,5,8,10,12 2,026,803
BRINKS CO COM 10969610 37,760 1,404,769 SH DEFINED 1,2,5,6,7,10 1,404,769
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
BRINKS HOME SEC HLDG COM 10969910 25,885 1,180,865 SH DEFINED 1,2,5,6,7,10 1,180,865
BRISTOL MYERS SQUIBB COM 11012210 1,686,483 72,536,889 SH DEFINED 1,2,5,6,7,8,10,12,13 72,536,889
BRISTOW GROUP INC COM 11039410 11,439 426,986 SH DEFINED 1,2 426,986
BRITISH AMERN TOB PL SPONSORED 11044810 1,801 33,913 SH DEFINED 1 33,913
BRITISH SKY BROADCAS SPONSORED 11101310 484 17,057 SH DEFINED 1 17,057
BROADCOM CORP CL A 11132010 285,703 16,835,796 SH DEFINED 1,2,5,6,7,8,10,12,13 16,835,796
BROADPOINT SECURITIE COM 11133V10 758 255,354 SH DEFINED 1,2 255,354
BROADRIDGE FINL SOLU COM 11133T10 37,951 3,026,360 SH DEFINED 1,2,5,6,8,10,12 3,026,360
BROCADE COMMUNICATIO COM NEW 11162130 11,806 4,171,673 SH DEFINED 1,2,5,6,7,8,10 4,171,673
BRONCO DRILLING CO I COM 11221110 2,724 421,714 SH DEFINED 1,2 421,714
BROOKDALE SR LIVING COM 11246310 1,975 353,943 SH DEFINED 1,2,5,10 353,943
BROOKFIELD HOMES COR COM 11272310 821 190,154 SH DEFINED 1,2,5 190,154
BROOKFIELD INFRAST P LP INT UNI G1625210 294 26,235 SH DEFINED 1,2,7,8,13 26,235
BROOKFIELD PPTYS COR COM 11290010 2,125 274,876 SH DEFINED 1,2,3 274,876
BROOKLINE BANCORP IN COM 11373M10 32,892 3,088,462 SH DEFINED 1,2,5,10 3,088,462
BROOKLYN FEDERAL BAN COM 11403910 494 35,151 SH DEFINED 1,2 35,151
BROOKS AUTOMATION IN COM 11434010 8,007 1,378,227 SH DEFINED 1,2,5,6 1,378,227
BROWN & BROWN INC COM 11523610 51,437 2,461,097 SH DEFINED 1,2,5,7,8,10,12 2,461,097
BROWN FORMAN CORP CL A 11563710 650 12,990 SH DEFINED 1,2,5 12,990
BROWN FORMAN CORP CL B 11563720 180,658 3,508,606 SH DEFINED 1,2,5,6,7,8,10,12,13 3,508,606
BROWN SHOE INC NEW COM 11573610 7,652 903,466 SH DEFINED 1,2 903,466
BRUKER CORP COM 11679410 4,621 1,143,876 SH DEFINED 1,2,5,6 1,143,876
BRUNSWICK CORP COM 11704310 7,392 1,755,848 SH DEFINED 1,2,5,8 1,755,848
BRUSH ENGINEERED MAT COM 11742110 5,719 449,644 SH DEFINED 1,2,5,6 449,644
BRYN MAWR BK CORP COM 11766510 1,781 88,617 SH DEFINED 1,2 88,617
BUCKEYE PARTNERS L P UNIT LTD P 11823010 1,932 59,920 SH DEFINED 1,2 59,920
BUCKEYE TECHNOLOGIES COM 11825510 4,410 1,211,643 SH DEFINED 1,2 1,211,643
BUCKLE INC COM 11844010 11,112 509,235 SH DEFINED 1,2 509,235
BUCYRUS INTL INC NEW COM 11875910 26,989 1,457,310 SH DEFINED 1,2,5,10 1,457,310
BUFFALO WILD WINGS I COM 11984810 8,220 320,470 SH DEFINED 1,2,5,6 320,470
BUILD A BEAR WORKSHO COM 12007610 1,580 325,167 SH DEFINED 1,2 325,167
BUILDERS FIRSTSOURCE COM 12008R10 372 243,203 SH DEFINED 1,2 243,203
BUNGE LIMITED COM G1696210 79,000 1,525,978 SH DEFINED 1,2,5,7,8,10,12,13 1,525,978
BURGER KING HLDGS IN COM 12120820 18,102 758,037 SH DEFINED 1,2,5,10 758,037
BURLINGTON NORTHN SA COM 12189T10 832,971 11,002,127 SH DEFINED 1,2,5,6,7,8,10,12,13 11,002,127
BWAY HOLDING COMPANY COM 12429T10 922 115,817 SH DEFINED 1,2 115,817
C D I CORP COM 12507110 3,282 253,631 SH DEFINED 1,2 253,631
C H ROBINSON WORLDWI COM NEW 12541W20 320,082 5,816,503 SH DEFINED 1,2,5,6,7,8,10,12,13 5,816,503
C&D TECHNOLOGIES INC COM 12466110 214 68,528 SH DEFINED 1,5 68,528
CA INC COM 12673P10 277,840 14,994,050 SH DEFINED 1,2,5,6,7,8,10,12,13 14,994,050
CABELAS INC COM 12680430 3,823 655,756 SH DEFINED 1,2 655,756
CABLEVISION SYS CORP CL A NY CA 12686C10 80,329 4,770,108 SH DEFINED 1,2,5,6,7,8,10,12,13 4,770,108
CABOT CORP COM 12705510 82,006 5,359,886 SH DEFINED 1,2,5,8,10,12 5,359,886
CABOT MICROELECTRONI COM 12709P10 10,887 417,607 SH DEFINED 1,2,5,6 417,607
CABOT OIL & GAS CORP COM 12709710 124,719 4,796,897 SH DEFINED 1,2,5,6,7,8,10,12,13 4,796,897
CACHE INC COM NEW 12715030 324 160,149 SH DEFINED 1 160,149
CACI INTL INC CL A 12719030 28,395 629,749 SH DEFINED 1,2,5 629,749
CADBURY PLC SPONS ADR 12721E10 497 13,932 SH DEFINED 1 13,932
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
CADENCE DESIGN SYSTE COM 12738710 18,322 5,005,941 SH DEFINED 1,2,5,7,10 5,005,941
CADENCE FINL CORP COM 12738A10 63 13,472 SH DEFINED 1,5 13,472
CADENCE PHARMACEUTIC COM 12738T10 2,312 319,722 SH DEFINED 1,2,6 319,722
CADIZ INC COM NEW 12753720 2,414 192,981 SH DEFINED 1,2 192,981
CAE INC COM 12476510 99 14,936 SH DEFINED 5 14,936
CAI INTERNATIONAL IN COM 12477X10 264 83,378 SH DEFINED 1 83,378
CAL DIVE INTL INC DE COM 12802T10 4,807 738,360 SH DEFINED 1,2,5,6 738,360
CAL MAINE FOODS INC COM NEW 12803020 13,070 455,389 SH DEFINED 1,2,6 455,389
CALAMOS ASSET MGMT I CL A 12811R10 2,707 365,788 SH DEFINED 1,2,5 365,788
CALAMP CORP COM 12812610 8 18,691 SH DEFINED 1 18,691
CALAVO GROWERS INC COM 12824610 1,174 102,055 SH DEFINED 1,2 102,055
CALGON CARBON CORP COM 12960310 13,265 863,614 SH DEFINED 1,2,6 863,614
CALIFORNIA MICRO DEV COM 13043910 55 29,822 SH DEFINED 1 29,822
CALIFORNIA PIZZA KIT COM 13054D10 8,917 831,777 SH DEFINED 1,2,6 831,777
CALIFORNIA WTR SVC G COM 13078810 17,336 373,385 SH DEFINED 1,2 373,385
CALIPER LIFE SCIENCE COM 13087210 498 513,890 SH DEFINED 1 513,890
CALLAWAY GOLF CO COM 13119310 21,549 2,319,547 SH DEFINED 1,2,5 2,319,547
CALLIDUS SOFTWARE IN COM 13123E50 919 307,418 SH DEFINED 1 307,418
CALLON PETE CO DEL COM 13123X10 1,179 453,366 SH DEFINED 1,2 453,366
CALPINE CORP COM NEW 13134730 24,089 3,308,938 SH DEFINED 1,2,5,10 3,308,938
CALUMET SPECIALTY PR UT LTD PAR 13147610 103 11,811 SH DEFINED 1,2 11,811
CAMBREX CORP COM 13201110 2,267 490,690 SH DEFINED 1,2,5 490,690
CAMDEN NATL CORP COM 13303410 3,547 131,452 SH DEFINED 1,2,5 131,452
CAMDEN PPTY TR SH BEN INT 13313110 58,320 1,860,873 SH DEFINED 1,2,3,5,7,8,10,12,13 1,860,873
CAMERON INTERNATIONA COM 13342B10 202,966 9,900,770 SH DEFINED 1,2,5,6,7,8,10,12,13 9,900,770
CAMPBELL SOUP CO COM 13442910 265,709 8,853,999 SH DEFINED 1,2,5,6,7,8,10,12,13 8,853,999
CANADIAN NAT RES LTD COM 13638510 363 9,072 SH DEFINED 1,5,8 9,072
CANADIAN NATL RY CO COM 13637510 1,191 32,391 SH DEFINED 1,2,5 32,391
CANDELA CORP COM 13690710 9 18,860 SH DEFINED 1 18,860
CANO PETE INC COM 13780110 255 579,892 SH DEFINED 1,2,5 579,892
CANON INC ADR 13800630 1,230 39,164 SH DEFINED 1,2 39,164
CANTEL MEDICAL CORP COM 13809810 2,889 196,933 SH DEFINED 1,2 196,933
CAPELLA EDUCATION CO COM 13959410 13,706 233,247 SH DEFINED 1,2,6 233,247
CAPITAL CITY BK GROU COM 13967410 5,178 190,102 SH DEFINED 1,2 190,102
CAPITAL CORP OF THE COM NEW 14006520 10 10,320 SH DEFINED 1 10,320
CAPITAL ONE FINL COR COM 14040H10 565,860 17,744,126 SH DEFINED 1,2,5,6,7,8,10,12,13 17,744,126
CAPITAL PRODUCT PART COM UNIT L Y1108210 99 12,664 SH DEFINED 1,2 12,664
CAPITAL SOUTHWEST CO COM 14050110 5,503 50,881 SH DEFINED 1,2 50,881
CAPITAL SR LIVING CO COM 14047510 973 326,406 SH DEFINED 1 326,406
CAPITAL TRUST INC MD CL A NEW 14052H50 952 264,362 SH DEFINED 1,2 264,362
CAPITALSOURCE INC COM 14055X10 21,483 4,650,021 SH DEFINED 1,2,5,7,10 4,650,021
CAPITOL BANCORP LTD COM 14056D10 1,785 228,888 SH DEFINED 1,2 228,888
CAPITOL FED FINL COM 14057C10 11,106 243,550 SH DEFINED 1,2,5,10 243,550
CAPLEASE INC COM 14028810 1,432 827,566 SH DEFINED 1,2,3 827,566
CAPSTEAD MTG CORP COM NO PAR 14067E50 10,300 956,385 SH DEFINED 1,2 956,385
CAPSTONE TURBINE COR COM 14067D10 1,916 2,280,609 SH DEFINED 1,2,5 2,280,609
CARACO PHARMACEUTICA COM 14075T10 1,189 200,764 SH DEFINED 1,2,5 200,764
CARAUSTAR INDS INC COM 14090910 15 33,042 SH DEFINED 1 33,042
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
CARBO CERAMICS INC COM 14078110 13,608 383,010 SH DEFINED 1,2,6 383,010
CARDIAC SCIENCE CORP COM 14141A10 2,406 320,817 SH DEFINED 1,2,5 320,817
CARDICA INC COM 14141R10 36 10,300 SH DEFINED 1 10,300
CARDINAL FINL CORP COM 14149F10 1,902 334,334 SH DEFINED 1,2 334,334
CARDINAL HEALTH INC COM 14149Y10 438,065 12,708,586 SH DEFINED 1,2,5,6,7,8,10,12,13 12,708,586
CARDIONET INC COM 14159L10 2,071 83,996 SH DEFINED 1,2 83,996
CARDTRONICS INC COM 14161H10 295 228,470 SH DEFINED 1,2 228,470
CARE INVESTMENT TRUS COM 14165710 1,171 150,315 SH DEFINED 1,2 150,315
CAREER EDUCATION COR COM 14166510 42,154 2,349,746 SH DEFINED 1,2,5,6,7,10 2,349,746
CARLISLE COS INC COM 14233910 29,066 1,404,164 SH DEFINED 1,2,5,10 1,404,164
CARMAX INC COM 14313010 40,426 5,130,245 SH DEFINED 1,2,5,7,8,10,12,13 5,130,245
CARMIKE CINEMAS INC COM 14343640 53 14,529 SH DEFINED 1 14,529
CARNIVAL CORP PAIRED CTF 14365830 363,244 14,936,001 SH DEFINED 1,2,5,6,7,8,10,12,13 14,936,001
CARNIVAL PLC ADR 14365C10 205 9,060 SH DEFINED 1 9,060
CARPENTER TECHNOLOGY COM 14428510 16,842 819,979 SH DEFINED 1,2,5,10 819,979
CARRIAGE SVCS INC COM 14390510 39 19,570 SH DEFINED 1 19,570
CARRIZO OIL & CO INC COM 14457710 7,717 479,303 SH DEFINED 1,2,6 479,303
CARROLS RESTAURANT G COM 14574X10 35 12,940 SH DEFINED 1 12,940
CARTER INC COM 14622910 35,299 1,832,760 SH DEFINED 1,2,7 1,832,760
CASCADE BANCORP COM 14715410 3,189 472,492 SH DEFINED 1,2 472,492
CASCADE CORP COM 14719510 5,283 176,913 SH DEFINED 1,2 176,913
CASELLA WASTE SYS IN CL A 14744810 1,344 329,418 SH DEFINED 1,2 329,418
CASEYS GEN STORES IN COM 14752810 33,743 1,481,924 SH DEFINED 1,2,5,6 1,481,924
CASH AMER INTL INC COM 14754D10 25,901 947,033 SH DEFINED 1,2,6,7 947,033
CASS INFORMATION SYS COM 14808P10 3,042 99,877 SH DEFINED 1,2,6 99,877
CASTLE A M & CO COM 14841110 4,376 404,069 SH DEFINED 1,2 404,069
CASTLEPOINT HOLDINGS COM G1952211 6,597 486,527 SH DEFINED 1,2 486,527
CASUAL MALE RETAIL G COM 14871110 277 533,134 SH DEFINED 1 533,134
CATALYST HEALTH SOLU COM 14888B10 13,452 552,459 SH DEFINED 1,2,6 552,459
CATAPULT COMMUNICATI COM 14901610 155 23,632 SH DEFINED 1 23,632
CATERPILLAR INC DEL COM 14912310 1,340,510 30,009,180 SH DEFINED 1,2,5,6,7,8,10,12,13 30,009,180
CATHAY GENERAL BANCO COM 14915010 62,127 2,615,864 SH DEFINED 1,2,5 2,615,864
CATO CORP NEW CL A 14920510 11,273 746,547 SH DEFINED 1,2 746,547
CAVCO INDS INC DEL COM 14956810 2,240 83,288 SH DEFINED 1,2,5 83,288
CAVIUM NETWORKS INC COM 14965A10 4,997 475,490 SH DEFINED 1,2,6 475,490
CB RICHARD ELLIS GRO CL A 12497T10 34,440 7,972,208 SH DEFINED 1,2,5,6,10,13 7,972,208
CBEYOND INC COM 14984710 5,740 359,181 SH DEFINED 1,2,5,6 359,181
CBIZ INC COM 12480510 8,308 960,485 SH DEFINED 1,2,6 960,485
CBL & ASSOC PPTYS IN COM 12483010 11,445 1,760,695 SH DEFINED 1,2,3,5,10 1,760,695
CBS CORP NEW CL B 12485720 193,619 23,640,937 SH DEFINED 1,2,5,6,7,8,10,12,13 23,640,937
CDC CORP SHS A G2022L10 37 32,133 SH DEFINED 1,5 32,133
CDN IMPERIAL BK OF C COM 13606910 238 5,706 SH DEFINED 1 5,706
CEC ENTMT INC COM 12513710 13,835 570,527 SH DEFINED 1,2,5,6 570,527
CEDAR FAIR L P DEPOSITRY 15018510 805 64,243 SH DEFINED 1,2 64,243
CEDAR SHOPPING CTRS COM NEW 15060220 11,049 1,560,585 SH DEFINED 1,2,3 1,560,585
CELADON GROUP INC COM 15083810 4,223 495,046 SH DEFINED 1,2 495,046
CELANESE CORP DEL COM SER A 15087010 58,470 4,703,936 SH DEFINED 1,2,5,7,8,10,12,13 4,703,936
CELERA CORP COM 15100E10 14,584 1,310,371 SH DEFINED 1,2,5,6 1,310,371
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
CELGENE CORP COM 15102010 981,542 17,755,826 SH DEFINED 1,2,5,6,7,8,10,12,13 17,755,826
CELL GENESYS INC COM 15092110 261 1,188,117 SH DEFINED 1,2,5 1,188,117
CELLCOM ISRAEL LTD SHS M2196U10 2,006 90,767 SH DEFINED 1,2,5 90,767
CELLDEX THERAPEUTICS COM 15117B10 3,240 409,152 SH DEFINED 1,2 409,152
CEMEX SAB DE CV SPON ADR N 15129088 2,488 272,253 SH DEFINED 1,2,7,8 272,253
CENTENE CORP DEL COM 15135B10 27,104 1,375,149 SH DEFINED 1,2 1,375,149
CENTENNIAL COMMUNCTN CL A NEW 15133V20 11,943 1,481,810 SH DEFINED 1,2,6,7,8 1,481,810
CENTERPOINT ENERGY I COM 15189T10 201,177 15,941,121 SH DEFINED 1,2,5,6,7,8,10,12,13 15,941,121
CENTERSTATE BKS FLA COM 15201P10 1,782 104,889 SH DEFINED 1,2 104,889
CENTEX CORP COM 15231210 67,864 6,378,155 SH DEFINED 1,2,5,6,8,10,12,13 6,378,155
CENTRAIS ELETRICAS B SPON ADR P 15234Q10 154 14,470 SH DEFINED 1,2 14,470
CENTRAIS ELETRICAS B SPONSORED 15234Q20 653 58,421 SH DEFINED 1,2 58,421
CENTRAL EUROPEAN DIS COM 15343510 9,221 468,094 SH DEFINED 1,2,5,6,7,10 468,094
CENTRAL EUROPEAN MED CL A NEW G2004520 5,198 239,341 SH DEFINED 1,5,7,10 239,341
CENTRAL FED CORP COM 15346Q10 92 30,900 SH DEFINED 1 30,900
CENTRAL GARDEN & PET COM 15352710 107 18,311 SH DEFINED 1,2,5 18,311
CENTRAL GARDEN & PET CL A NON-V 15352720 7,420 1,257,577 SH DEFINED 1,2 1,257,577
CENTRAL PAC FINL COR COM 15476010 16,053 1,598,884 SH DEFINED 1,2 1,598,884
CENTRAL VT PUB SVC C COM 15577110 6,324 265,052 SH DEFINED 1,2 265,052
CENTURY ALUM CO COM 15643110 4,193 419,307 SH DEFINED 1,2,5,10 419,307
CENTURY CASINOS INC COM 15649210 34 33,762 SH DEFINED 1 33,762
CENTURYTEL INC COM 15670010 140,335 5,134,832 SH DEFINED 1,2,5,6,7,8,10,12,13 5,134,832
CENVEO INC COM 15670S10 4,092 919,483 SH DEFINED 1,2,5,6 919,483
CEPHALON INC NOTE 2.00 156708AP 829 500,000 SH DEFINED 1 500,000
CEPHALON INC COM 15670810 225,254 2,923,857 SH DEFINED 1,2,5,6,7,8,10,12,13 2,923,857
CEPHEID COM 15670R10 33,037 3,182,765 SH DEFINED 1,2,5,6 3,182,765
CERADYNE INC COM 15671010 18,476 909,705 SH DEFINED 1,2,5,6 909,705
CERNER CORP COM 15678210 46,968 1,221,539 SH DEFINED 1,2,5,10 1,221,539
CERUS CORP COM 15708510 25 36,297 SH DEFINED 1,5 36,297
CEVA INC COM 15721010 2,078 296,871 SH DEFINED 1,2 296,871
CF INDS HLDGS INC COM 12526910 159,246 3,239,344 SH DEFINED 1,2,5,6,7,8,10,12,13 3,239,344
CFS BANCORP INC COM 12525D10 58 14,968 SH DEFINED 1 14,968
CGG VERITAS SPONSORED 20438610 177 11,830 SH DEFINED 1,2,5 11,830
CH ENERGY GROUP INC COM 12541M10 16,851 327,897 SH DEFINED 1,2,5 327,897
CHAMPION ENTERPRISES COM 15849610 788 1,407,979 SH DEFINED 1,2,5,6 1,407,979
CHARLES & COLVARD LT COM 15976510 2 10,104 SH DEFINED 1 10,104
CHARLES RIV LABS INT COM 15986410 37,110 1,416,404 SH DEFINED 1,2,5,7,8,10,12,13 1,416,404
CHARLOTTE RUSSE HLDG COM 16104810 2,947 454,042 SH DEFINED 1,2 454,042
CHARMING SHOPPES INC COM 16113310 5,035 2,063,713 SH DEFINED 1,2,5,6 2,063,713
CHART INDS INC COM PAR $0 16115Q30 9,706 913,095 SH DEFINED 1,2,6,7 913,095
CHARTER COMMUNICATIO CL A 16117M10 557 6,789,845 SH DEFINED 1,2,5,6 6,789,845
CHATTEM INC COM 16245610 26,538 371,006 SH DEFINED 1,2,6,7 371,006
CHECK POINT SOFTWARE ORD M2246510 19,156 1,008,728 SH DEFINED 1,2,5,7,8,12 1,008,728
CHECKPOINT SYS INC COM 16282510 7,698 782,274 SH DEFINED 1,2 782,274
CHEESECAKE FACTORY I COM 16307210 16,605 1,644,106 SH DEFINED 1,2,5,6,8 1,644,106
CHELSEA THERAPEUTICS COM 16342810 42 31,146 SH DEFINED 1,2 31,146
CHEMED CORP NEW COM 16359R10 22,911 576,093 SH DEFINED 1,2,6 576,093
CHEMICAL FINL CORP COM 16373110 11,800 423,260 SH DEFINED 1,2,5 423,260
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
CHEMTURA CORP COM 16389310 7,322 5,230,211 SH DEFINED 1,2,5,7,8,10 5,230,211
CHENIERE ENERGY INC COM NEW 16411R20 2,260 792,868 SH DEFINED 1,2,5 792,868
CHEROKEE INC DEL NEW COM 16444H10 2,226 128,295 SH DEFINED 1,2,5 128,295
CHESAPEAKE ENERGY CO NOTE 2.50 165167BZ 753 700,000 SH DEFINED 1 700,000
CHESAPEAKE ENERGY CO COM 16516710 358,733 22,185,088 SH DEFINED 1,2,5,6,7,8,10,12,13 22,185,088
CHESAPEAKE UTILS COR COM 16530310 4,020 127,712 SH DEFINED 1,2 127,712
CHEVRON CORP NEW COM 16676410 7,675,473 103,764,672 SH DEFINED 1,2,5,6,7,8,10,12,13 103,764,672
CHICAGO BRIDGE & IRO N Y REGIST 16725010 412 40,995 SH DEFINED 1,2,5 40,995
CHICOS FAS INC COM 16861510 22,001 5,263,478 SH DEFINED 1,2,5,6 5,263,478
CHILDRENS PL RETAIL COM 16890510 24,058 1,109,685 SH DEFINED 1,2,5,6 1,109,685
CHILE FD INC COM 16883410 1,142 116,300 SH DEFINED 5 116,300
CHIMERA INVT CORP COM 16934Q10 6,809 1,973,592 SH DEFINED 1,2 1,973,592
CHINA ARCHITECTURAL COM 16937S10 496 201,690 SH DEFINED 1 201,690
CHINA BAK BATTERY IN COM 16936Y10 559 345,012 SH DEFINED 1 345,012
CHINA DIRECT INC COM NEW 16938420 93 64,304 SH DEFINED 1 64,304
CHINA FIRE & SEC GRO COM 16938R10 1,078 158,368 SH DEFINED 1 158,368
CHINA INFORMATION SE COM 16944F10 904 251,110 SH DEFINED 1,6 251,110
CHINA MOBILE LIMITED SPONSORED 16941M10 844 16,591 SH DEFINED 1,6 16,591
CHINA PETE & CHEM CO SPON ADR H 16941R10 25,987 420,577 SH DEFINED 1,4,5,6 420,577
CHINA PRECISION STEE COM 16941J10 196 156,820 SH DEFINED 1 156,820
CHINA SEC & SURVE TE COM 16942J10 1,566 353,441 SH DEFINED 1,2 353,441
CHINA SKY ONE MED IN COM 16941P10 1,570 98,162 SH DEFINED 1,2 98,162
CHINA UNICOM (HONG K SPONSORED 16945R10 164 13,460 SH DEFINED 1,6 13,460
CHINA YUCHAI INTL LT COM G2108210 85 22,200 SH DEFINED 1,7 22,200
CHINDEX INTERNATIONA COM 16946710 1,172 147,403 SH DEFINED 1,6 147,403
CHIPOTLE MEXICAN GRI CL A 16965610 36,750 592,936 SH DEFINED 1,2,5,6,10 592,936
CHIPOTLE MEXICAN GRI CL B 16965620 1,824 31,837 SH DEFINED 1,2,6 31,837
CHIQUITA BRANDS INTL COM 17003280 14,856 1,005,148 SH DEFINED 1,2 1,005,148
CHOICE HOTELS INTL I COM 16990510 12,929 430,103 SH DEFINED 1,2,5,6,10 430,103
CHORDIANT SOFTWARE I COM NEW 17040430 1,305 490,605 SH DEFINED 1,5,6 490,605
CHRISTOPHER & BANKS COM 17104610 4,626 826,138 SH DEFINED 1,2,5,8 826,138
CHUBB CORP COM 17123210 811,459 15,910,952 SH DEFINED 1,2,5,6,7,8,10,12,13 15,910,952
CHUNGHWA TELECOM CO SPON ADR N 17133Q30 3,593 230,315 SH DEFINED 1,4,12 230,315
CHURCH & DWIGHT INC COM 17134010 98,169 1,749,262 SH DEFINED 1,2,5,7,8,10,12,13 1,749,262
CHURCHILL DOWNS INC COM 17148410 6,455 159,698 SH DEFINED 1,2 159,698
CIBER INC COM 17163B10 7,005 1,456,326 SH DEFINED 1,2 1,456,326
CIENA CORP COM NEW 17177930 23,892 3,565,906 SH DEFINED 1,2,5,6,7,10,13 3,565,906
CIGNA CORP COM 12550910 186,550 11,071,231 SH DEFINED 1,2,5,6,7,8,10,12,13 11,071,231
CIMAREX ENERGY CO COM 17179810 70,341 2,626,637 SH DEFINED 1,2,5,7,8,10,12,13 2,626,637
CINCINNATI BELL INC COM 17187110 15,824 8,198,990 SH DEFINED 1,2,5 8,198,990
CINCINNATI FINL CORP COM 17206210 217,577 7,484,597 SH DEFINED 1,2,5,6,7,8,10,12,13 7,484,597
CINEMARK HOLDINGS IN COM 17243V10 3,519 473,627 SH DEFINED 1,2 473,627
CINTAS CORP COM 17290810 111,320 4,792,080 SH DEFINED 1,2,5,6,7,8,10,12,13 4,792,080
CIRCOR INTL INC COM 17273K10 10,924 397,248 SH DEFINED 1,2,6 397,248
CIRRUS LOGIC INC COM 17275510 4,348 1,622,254 SH DEFINED 1,2,5,6 1,622,254
CISCO SYS INC COM 17275R10 3,485,580 213,839,267 SH DEFINED 1,2,5,6,7,8,10,12,13 213,839,267
CIT GROUP INC COM 12558110 60,756 13,382,450 SH DEFINED 1,2,5,6,7,8,10,12,13 13,382,450
CITADEL BROADCASTING COM 17285T10 474 2,962,944 SH DEFINED 1,2,5 2,962,944
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
CITI TRENDS INC COM 17306X10 3,053 207,373 SH DEFINED 1,2,6 207,373
CITIGROUP INC COM 17296710 1,645,920 245,293,611 SH DEFINED 1,2,5,6,7,8,10,12,13 245,293,611
CITIZENS & NORTHN CO COM 17292210 2,993 151,523 SH DEFINED 1,2 151,523
CITIZENS FIRST BANCO COM 17461R10 40 19,125 SH DEFINED 1 19,125
CITIZENS INC CL A 17474010 5,647 582,209 SH DEFINED 1,2,6 582,209
CITIZENS REPUBLIC BA COM 17442010 14,185 4,759,979 SH DEFINED 1,2,5 4,759,979
CITRIX SYS INC COM 17737610 151,609 6,432,304 SH DEFINED 1,2,5,6,7,8,10,12,13 6,432,304
CITY BK LYNNWOOD WAS COM 17770A10 1,234 237,330 SH DEFINED 1,2 237,330
CITY HLDG CO COM 17783510 12,890 370,607 SH DEFINED 1,2 370,607
CITY NATL CORP COM 17856610 58,656 1,204,437 SH DEFINED 1,2,5,8,10,12 1,204,437
CKE RESTAURANTS INC COM 12561E10 8,892 1,024,386 SH DEFINED 1,2,6 1,024,386
CKX INC COM 12562M10 2,883 785,631 SH DEFINED 1,2,5,6 785,631
CLARCOR INC COM 17989510 36,310 1,094,343 SH DEFINED 1,2,5,6 1,094,343
CLEAN ENERGY FUELS C COM 18449910 2,145 355,172 SH DEFINED 1,2,6 355,172
CLEAN HARBORS INC COM 18449610 32,696 515,385 SH DEFINED 1,2,5,6 515,385
CLEAR CHANNEL OUTDOO CL A 18451C10 2,631 427,754 SH DEFINED 1,2,5,10 427,754
CLEARWATER PAPER COR COM 18538R10 1,755 209,172 SH DEFINED 1,2,5 209,172
CLEARWIRE CORP NEW CL A 18538Q10 2,810 570,044 SH DEFINED 1,2,5,10 570,044
CLECO CORP NEW COM 12561W10 29,033 1,271,682 SH DEFINED 1,2,5 1,271,682
CLIFFS NATURAL RESOU COM 18683K10 81,218 3,171,335 SH DEFINED 1,2,5,7,8,10,12,13 3,171,335
CLIFTON SVGS BANCORP COM 18712Q10 2,245 189,272 SH DEFINED 1,2 189,272
CLINICAL DATA INC NE COM 18725U10 1,268 142,501 SH DEFINED 1 142,501
CLOROX CO DEL COM 18905410 293,069 5,274,815 SH DEFINED 1,2,5,6,7,8,10,12,13 5,274,815
CME GROUP INC COM 12572Q10 567,753 2,728,138 SH DEFINED 1,2,5,6,7,8,10,12,13 2,728,138
CMS ENERGY CORP COM 12589610 110,651 10,944,692 SH DEFINED 1,2,5,6,10,13 10,944,692
CNA FINL CORP COM 12611710 10,372 630,925 SH DEFINED 1,2,5,7,8,10,12 630,925
CNA SURETY CORP COM 12612L10 6,253 325,654 SH DEFINED 1,2 325,654
CNH GLOBAL N V SHS NEW N2093520 171 10,978 SH DEFINED 1,5 10,978
CNOOC LTD SPONSORED 12613210 371 3,900 SH DEFINED 1,6 3,900
CNX GAS CORP COM 12618H30 9,387 343,858 SH DEFINED 1,2,10 343,858
COACH INC COM 18975410 252,865 12,174,509 SH DEFINED 1,2,5,6,7,8,10,12,13 12,174,509
COACHMEN INDS INC COM 18987310 26 14,335 SH DEFINED 1 14,335
COBIZ FINANCIAL INC COM 19089710 3,191 327,617 SH DEFINED 1,2 327,617
COBRA ELECTRS CORP COM 19104210 11 10,846 SH DEFINED 1 10,846
COCA COLA BOTTLING C COM 19109810 3,563 77,523 SH DEFINED 1,2,6 77,523
COCA COLA CO COM 19121610 3,769,522 83,267,545 SH DEFINED 1,2,5,6,7,8,10,12,13 83,267,545
COCA COLA ENTERPRISE COM 19121910 172,524 14,341,161 SH DEFINED 1,2,5,6,7,8,10,12,13 14,341,161
COCA COLA FEMSA S A SPON ADR R 19124110 4,977 114,387 SH DEFINED 1,2,7 114,387
COEUR D ALENE MINES COM 19210810 9,310 10,579,494 SH DEFINED 1,2,5,6 10,579,494
COGDELL SPENCER INC COM 19238U10 1,841 196,669 SH DEFINED 1,2,3 196,669
COGENT COMM GROUP IN COM NEW 19239V30 5,193 795,177 SH DEFINED 1,2,5,6 795,177
COGENT INC COM 19239Y10 9,089 669,813 SH DEFINED 1,2,5,6 669,813
COGNEX CORP COM 19242210 13,868 937,037 SH DEFINED 1,2,5,6 937,037
COGNIZANT TECHNOLOGY CL A 19244610 181,870 10,070,297 SH DEFINED 1,2,5,6,7,8,10,12,13 10,070,297
COGO GROUP INC COM 19244810 1,570 323,119 SH DEFINED 1,2,6 323,119
COHEN & STEERS INC COM 19247A10 2,777 252,667 SH DEFINED 1,2 252,667
COHERENT INC COM 19247910 13,561 631,928 SH DEFINED 1,2,6 631,928
COHU INC COM 19257610 5,447 448,307 SH DEFINED 1,2,6 448,307
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
COINSTAR INC COM 19259P30 12,032 616,722 SH DEFINED 1,2,6 616,722
COLDWATER CREEK INC COM 19306810 3,600 1,263,137 SH DEFINED 1,2,5,6 1,263,137
COLE KENNETH PRODTNS CL A 19329410 1,046 147,687 SH DEFINED 1,2 147,687
COLEMAN CABLE INC COM 19345930 426 94,077 SH DEFINED 1 94,077
COLFAX CORP COM 19401410 3,021 290,750 SH DEFINED 1,2 290,750
COLGATE PALMOLIVE CO COM 19416210 1,377,495 20,097,675 SH DEFINED 1,2,5,6,7,8,10,12,13 20,097,675
COLLECTIVE BRANDS IN COM 19421W10 25,098 2,141,460 SH DEFINED 1,2,5 2,141,460
COLONIAL BANCGROUP I COM 19549330 15,849 7,656,707 SH DEFINED 1,2,5,8 7,656,707
COLONIAL PPTYS TR COM SH BEN 19587210 14,219 1,706,994 SH DEFINED 1,2,3,5 1,706,994
COLUMBIA BKG SYS INC COM 19723610 3,720 311,778 SH DEFINED 1,2 311,778
COLUMBIA LABS INC COM 19777910 798 628,169 SH DEFINED 1,5 628,169
COLUMBIA SPORTSWEAR COM 19851610 7,609 215,139 SH DEFINED 1,2,5 215,139
COLUMBUS MCKINNON CO COM 19933310 5,563 407,551 SH DEFINED 1,2,5,6 407,551
COMARCO INC COM 20008010 11 13,186 SH DEFINED 1 13,186
COMBINATORX INC COM 20010A10 16 25,300 SH DEFINED 1,5 25,300
COMCAST CORP NEW CL A 20030N10 1,659,923 98,336,660 SH DEFINED 1,2,5,6,7,8,10,12,13 98,336,660
COMCAST CORP NEW CL A SPL 20030N20 73,577 4,555,842 SH DEFINED 1,2,5,7,8,10,12,13 4,555,842
COMERICA INC COM 20034010 152,548 7,685,057 SH DEFINED 1,2,5,6,7,8,10,12,13 7,685,057
COMFORT SYS USA INC COM 19990810 11,293 1,059,391 SH DEFINED 1,2,5,6 1,059,391
COMMERCE BANCSHARES COM 20052510 69,479 1,580,874 SH DEFINED 1,2,5,8,10,12 1,580,874
COMMERCIAL METALS CO COM 20172310 35,404 2,982,639 SH DEFINED 1,2,5,8,10 2,982,639
COMMERCIAL VEH GROUP COM 20260810 333 358,581 SH DEFINED 1,2 358,581
COMMSCOPE INC COM 20337210 22,317 1,436,093 SH DEFINED 1,2,5,6,7,10 1,436,093
COMMUNITY BANCORP NE COM 20343T10 47 13,600 SH DEFINED 1 13,600
COMMUNITY BK SYS INC COM 20360710 18,671 765,515 SH DEFINED 1,2 765,515
COMMUNITY HEALTH SYS COM 20366810 28,436 1,950,336 SH DEFINED 1,2,5,8,10,12 1,950,336
COMMUNITY TR BANCORP COM 20414910 9,306 253,214 SH DEFINED 1,2 253,214
COMMVAULT SYSTEMS IN COM 20416610 8,643 644,518 SH DEFINED 1,2,6 644,518
COMPANHIA BRASILEIRA SPON ADR P 20440T20 17,170 623,004 SH DEFINED 1,2,7 623,004
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 2,589 58,428 SH DEFINED 1,2 58,428
COMPANHIA ENERGETICA SP ADR N-V 20440960 14,310 1,041,476 SH DEFINED 1,2,5,7 1,041,476
COMPANHIA PARANAENSE SPON ADR P 20441B40 17,100 1,622,392 SH DEFINED 1,2,7 1,622,392
COMPANHIA SIDERURGIC SPONSORED 20440W10 3,409 266,152 SH DEFINED 1,2 266,152
COMPANHIA VALE DO RI SPON ADR P 20441210 3,788 355,657 SH DEFINED 1,2,8 355,657
COMPANHIA VALE DO RI SPONSORED 20441220 128,978 10,650,508 SH DEFINED 1,2,4,5,7 10,650,508
COMPANIA CERVECERIAS SPONSORED 20442910 2,169 82,582 SH DEFINED 1,2,5,7 82,582
COMPANIA DE MINAS BU SPONSORED 20444810 1,507 75,652 SH DEFINED 1,2 75,652
COMPASS DIVERSIFIED SH BEN INT 20451Q10 6,875 611,124 SH DEFINED 1,2 611,124
COMPASS MINERALS INT COM 20451N10 56,060 955,674 SH DEFINED 1,2,5,6,8,10 955,674
COMPELLENT TECHNOLOG COM 20452A10 2,116 219,998 SH DEFINED 1,2,6 219,998
COMPLETE PRODUCTION COM 20453E10 12,371 1,517,869 SH DEFINED 1,2 1,517,869
COMPUCREDIT CORP COM 20478N10 1,738 314,329 SH DEFINED 1,2 314,329
COMPUTER PROGRAMS & COM 20530610 6,004 224,027 SH DEFINED 1,2 224,027
COMPUTER SCIENCES CO COM 20536310 216,220 6,153,094 SH DEFINED 1,2,5,6,7,8,10,12,13 6,153,094
COMPUTER TASK GROUP COM 20547710 92 28,714 SH DEFINED 1 28,714
COMPUWARE CORP COM 20563810 68,198 10,103,367 SH DEFINED 1,2,5,6,7,8,10,12,13 10,103,367
COMSCORE INC COM 20564W10 3,254 255,182 SH DEFINED 1,2,6 255,182
COMSTOCK RES INC COM NEW 20576820 71,985 1,523,489 SH DEFINED 1,2,5,6 1,523,489
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
COMSYS IT PARTNERS I COM 20581E10 750 334,988 SH DEFINED 1,2 334,988
COMTECH TELECOMMUNIC COM NEW 20582620 21,409 467,235 SH DEFINED 1,2,5,6 467,235
COMVERGE INC COM 20585910 1,357 276,943 SH DEFINED 1,2,6 276,943
CONAGRA FOODS INC COM 20588710 393,007 23,818,601 SH DEFINED 1,2,5,6,7,8,10,12,13 23,818,601
CONCEPTUS INC COM 20601610 7,203 473,227 SH DEFINED 1,2,6 473,227
CONCHO RES INC COM 20605P10 19,761 865,955 SH DEFINED 1,2,6 865,955
CONCUR TECHNOLOGIES COM 20670810 25,196 767,710 SH DEFINED 1,2,5,6 767,710
CONEXANT SYSTEMS INC COM NEW 20714230 44 64,189 SH DEFINED 1,2,5 64,189
CONMED CORP COM 20741010 20,454 854,396 SH DEFINED 1,2 854,396
CONNECTICUT WTR SVC COM 20779710 2,990 126,660 SH DEFINED 1,2,5 126,660
CONNS INC COM 20824210 2,004 236,273 SH DEFINED 1,2 236,273
CONOCOPHILLIPS COM 20825C10 3,110,795 60,053,955 SH DEFINED 1,2,5,6,7,8,10,12,13 60,053,955
CONSECO INC COM NEW 20846488 11,662 2,251,262 SH DEFINED 1,2,5,7,8,10 2,251,262
CONSOL ENERGY INC COM 20854P10 221,711 7,757,571 SH DEFINED 1,2,5,6,7,8,10,12,13 7,757,571
CONSOLIDATED COMM HL COM 20903410 4,472 376,420 SH DEFINED 1,2 376,420
CONSOLIDATED EDISON COM 20911510 428,977 11,019,185 SH DEFINED 1,2,5,6,7,8,10,12,13 11,019,185
CONSOLIDATED GRAPHIC COM 20934110 8,514 376,057 SH DEFINED 1,2 376,057
CONSOLIDATED TOMOKA COM 21022610 3,356 87,882 SH DEFINED 1,2,6 87,882
CONSOLIDATED WATER C ORD G2377310 2,268 181,443 SH DEFINED 1 181,443
CONSTANT CONTACT INC COM 21031310 3,743 282,528 SH DEFINED 1,2,6 282,528
CONSTAR INTL INC NEW COM 21036U10 1 13,300 SH DEFINED 1 13,300
CONSTELLATION BRANDS CL A 21036P10 115,811 7,343,741 SH DEFINED 1,2,5,6,7,8,10,12,13 7,343,741
CONSTELLATION ENERGY COM 21037110 174,167 6,941,673 SH DEFINED 1,2,5,6,7,8,10,12,13 6,941,673
CONTANGO OIL & GAS C COM NEW 21075N20 11,514 204,503 SH DEFINED 1,2,5,6 204,503
CONTINENTAL AIRLS IN CL B 21079530 25,961 1,437,478 SH DEFINED 1,2,5,6,7,8,10 1,437,478
CONTINENTAL RESOURCE COM 21201510 8,629 416,636 SH DEFINED 1,2,5,7,10,12 416,636
CONTINUCARE CORP COM 21217210 37 17,700 SH DEFINED 1 17,700
CONVERA CORP CL A 21191910 5 20,138 SH DEFINED 1 20,138
CONVERGYS CORP COM 21248510 25,748 4,016,883 SH DEFINED 1,2,5,6,7,8,10,12,13 4,016,883
CON-WAY INC COM 20594410 27,987 1,052,141 SH DEFINED 1,2,5,7,10 1,052,141
COOPER COS INC COM NEW 21664840 13,058 796,194 SH DEFINED 1,2,5,10 796,194
COOPER INDS LTD CL A G2418210 175,325 5,998,132 SH DEFINED 1,2,5,6,7,8,10,12,13 5,998,132
COOPER TIRE & RUBR C COM 21683110 8,039 1,305,023 SH DEFINED 1,2,5,8 1,305,023
COPA HOLDINGS SA CL A P3107610 33,689 1,111,115 SH DEFINED 1,4,5,10 1,111,115
COPANO ENERGY L L C COM UNITS 21720210 760 65,141 SH DEFINED 1,2 65,141
COPART INC COM 21720410 37,428 1,376,523 SH DEFINED 1,2,5,10 1,376,523
CORE LABORATORIES N COM N2271710 2,670 44,606 SH DEFINED 1,2,5,6 44,606
CORE MARK HOLDING CO COM 21868110 3,328 154,656 SH DEFINED 1,2,6,8 154,656
CORINTHIAN COLLEGES COM 21886810 38,231 2,335,447 SH DEFINED 1,2,5,6 2,335,447
CORN PRODS INTL INC COM 21902310 39,550 1,370,887 SH DEFINED 1,2,5,10 1,370,887
CORNELL COMPANIES IN COM 21914110 3,319 178,511 SH DEFINED 1,2,5,6 178,511
CORNING INC COM 21935010 530,167 55,631,414 SH DEFINED 1,2,5,6,7,8,10,12,13 55,631,414
CORPBANCA SP ADR REG 21987A20 358 17,898 SH DEFINED 1,2,5 17,898
CORPORATE EXECUTIVE COM 21988R10 17,212 780,222 SH DEFINED 1,2,5,6,10 780,222
CORPORATE OFFICE PPT SH BEN INT 22002T10 53,389 1,739,067 SH DEFINED 1,2,3,5 1,739,067
CORRECTIONS CORP AME COM NEW 22025Y40 44,442 2,716,504 SH DEFINED 1,2,3,5,6,10 2,716,504
CORUS BANKSHARES INC COM 22087310 732 659,777 SH DEFINED 1,2 659,777
CORUS ENTERTAINMENT COM CL B N 22087410 147 12,846 SH DEFINED 1,5 12,846
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
CORVEL CORP COM 22100610 3,628 165,063 SH DEFINED 1,2,6 165,063
COSI INC COM 22122P10 11 36,900 SH DEFINED 1,5 36,900
COST PLUS INC CALIF COM 22148510 29 30,389 SH DEFINED 1 30,389
COSTAR GROUP INC COM 22160N10 10,189 309,325 SH DEFINED 1,2,6 309,325
COSTCO WHSL CORP NEW COM 22160K10 821,247 15,642,802 SH DEFINED 1,2,5,6,7,8,10,12,13 15,642,802
COUGAR BIOTECHNOLOGY COM 22208310 6,194 238,240 SH DEFINED 1,2,6 238,240
COURIER CORP COM 22266010 3,342 186,705 SH DEFINED 1,2 186,705
COUSINS PPTYS INC COM 22279510 24,705 1,783,750 SH DEFINED 1,2,3,5 1,783,750
COVANCE INC COM 22281610 68,664 1,491,723 SH DEFINED 1,2,5,7,8,10,12,13 1,491,723
COVANTA HLDG CORP COM 22282E10 27,105 1,234,267 SH DEFINED 1,2,5,10 1,234,267
COVENANT TRANSN GROU CL A 22284P10 25 12,631 SH DEFINED 1 12,631
COVENTRY HEALTH CARE COM 22286210 79,635 5,351,804 SH DEFINED 1,2,5,6,7,8,10,12,13 5,351,804
COVIDIEN LTD COM G2552X10 622,400 17,174,406 SH DEFINED 1,2,5,6,7,8,10,12,13 17,174,406
COWEN GROUP INC COM 22362110 114 17,980 SH DEFINED 1 17,980
COX RADIO INC CL A 22405110 2,819 469,034 SH DEFINED 1,2,5 469,034
CPFL ENERGIA S A SPONSORED 12615310 207 5,290 SH DEFINED 1 5,290
CPI INTERNATIONAL IN COM 12618M10 1,051 121,314 SH DEFINED 1 121,314
CRA INTL INC COM 12618T10 5,475 203,307 SH DEFINED 1,2,6 203,307
CRACKER BARREL OLD C COM 22410J10 8,899 432,206 SH DEFINED 1,2,5 432,206
CRANE CO COM 22439910 15,560 902,581 SH DEFINED 1,2,5,10 902,581
CRAWFORD & CO CL B 22463310 5,855 402,691 SH DEFINED 1,2,6 402,691
CRAY INC COM NEW 22522330 895 430,155 SH DEFINED 1,5 430,155
CREDICORP LTD COM G2519Y10 77,471 1,550,663 SH DEFINED 1,2,4,5,7 1,550,663
CREDIT ACCEP CORP MI COM 22531010 1,360 99,280 SH DEFINED 1,2,6 99,280
CREDIT SUISSE GROUP SPONSORED 22540110 989 34,997 SH DEFINED 1,2 34,997
CREDO PETE CORP COM PAR $0 22543920 91 10,843 SH DEFINED 1,2 10,843
CREE INC COM 22544710 26,437 1,665,828 SH DEFINED 1,2,5,6,10 1,665,828
CRESUD S A C I F Y A SPONSORED 22640610 328 36,622 SH DEFINED 1,2 36,622
CRH PLC ADR 12626K20 265 10,181 SH DEFINED 1 10,181
CROCS INC COM 22704610 1,841 1,484,349 SH DEFINED 1,2,5,6 1,484,349
CROSS CTRY HEALTHCAR COM 22748310 5,023 571,452 SH DEFINED 1,2 571,452
CROSS TIMBERS RTY TR TR UNIT 22757R10 216 7,739 SH DEFINED 1,2 7,739
CROSSTEX ENERGY INC COM 22765Y10 2,745 703,897 SH DEFINED 1,2 703,897
CROSSTEX ENERGY L P COM 22765U10 180 41,137 SH DEFINED 1,2 41,137
CROWN CASTLE INTL CO COM 22822710 66,558 3,786,002 SH DEFINED 1,2,5,7,8,10,12,13 3,786,002
CROWN HOLDINGS INC COM 22836810 68,490 3,567,206 SH DEFINED 1,2,5,6,7,8,10 3,567,206
CROWN MEDIA HLDGS IN CL A 22841110 803 281,773 SH DEFINED 1,2 281,773
CRUSADER ENERGY GROU COM 22883410 24 20,800 SH DEFINED 1 20,800
CRYOLIFE INC COM 22890310 4,587 472,404 SH DEFINED 1,2,6 472,404
CSG SYS INTL INC COM 12634910 18,130 1,037,751 SH DEFINED 1,2,5,6 1,037,751
CSS INDS INC COM 12590610 2,319 130,731 SH DEFINED 1,2 130,731
CSX CORP COM 12640810 508,987 15,675,615 SH DEFINED 1,2,5,6,7,8,10,12,13 15,675,615
CTC MEDIA INC COM 12642X10 2,412 502,597 SH DEFINED 1,2,5,10 502,597
CTRIP COM INTL LTD ADR 22943F10 9,999 420,143 SH DEFINED 1,4,5 420,143
CTS CORP COM 12650110 4,393 797,262 SH DEFINED 1,2,6 797,262
CUBIC CORP COM 22966910 10,030 368,760 SH DEFINED 1,2,6 368,760
CUBIST PHARMACEUTICA COM 22967810 51,877 2,147,221 SH DEFINED 1,2,5,6 2,147,221
CULLEN FROST BANKERS COM 22989910 73,153 1,443,427 SH DEFINED 1,2,5,10 1,443,427
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
CULP INC COM 23021510 22 11,213 SH DEFINED 1 11,213
CUMMINS INC COM 23102110 476,429 17,823,769 SH DEFINED 1,2,5,6,7,8,10,12,13 17,823,769
CUMULUS MEDIA INC CL A 23108210 1,311 526,306 SH DEFINED 1,2 526,306
CURAGEN CORP COM 23126R10 285 620,451 SH DEFINED 1 620,451
CURIS INC COM 23126910 25 32,722 SH DEFINED 1 32,722
CURTISS WRIGHT CORP COM 23156110 30,231 905,389 SH DEFINED 1,2,5 905,389
CUTERA INC COM 23210910 237 26,696 SH DEFINED 1 26,696
CV THERAPEUTICS INC COM 12666710 12,202 1,324,826 SH DEFINED 1,2,5,6 1,324,826
CVB FINL CORP COM 12660010 29,413 2,471,685 SH DEFINED 1,2,5 2,471,685
CVR ENERGY INC COM 12662P10 1,557 389,200 SH DEFINED 1,2,6 389,200
CVS CAREMARK CORPORA COM 12665010 1,519,059 52,855,203 SH DEFINED 1,2,5,6,7,8,10,12,13 52,855,203
CYBERONICS INC COM 23251P10 6,816 411,362 SH DEFINED 1,2,6 411,362
CYBERSOURCE CORP COM 23251J10 15,367 1,281,686 SH DEFINED 1,2,6,8 1,281,686
CYMER INC COM 23257210 16,409 748,913 SH DEFINED 1,2,5,6 748,913
CYNOSURE INC CL A 23257720 2,107 230,727 SH DEFINED 1,2,6 230,727
CYPRESS BIOSCIENCES COM PAR $. 23267450 4,672 683,104 SH DEFINED 1,2,5,6 683,104
CYPRESS SEMICONDUCTO COM 23280610 9,706 2,171,471 SH DEFINED 1,2,5,10 2,171,471
CYTEC INDS INC COM 23282010 19,542 920,901 SH DEFINED 1,2,5,10 920,901
CYTOKINETICS INC COM 23282W10 1,445 507,178 SH DEFINED 1 507,178
CYTORI THERAPEUTICS COM 23283K10 896 248,130 SH DEFINED 1 248,130
CYTRX CORP COM NEW 23282830 22 72,369 SH DEFINED 1 72,369
D & E COMMUNICATIONS COM 23286010 159 23,703 SH DEFINED 1 23,703
D R HORTON INC COM 23331A10 96,533 13,653,921 SH DEFINED 1,2,5,6,7,8,10,12,13 13,653,921
DAIMLER AG REG SHS D1668R12 1,678 43,844 SH DEFINED 1,2 43,844
DAKTRONICS INC COM 23426410 6,611 706,313 SH DEFINED 1,2,6 706,313
DANA HOLDING CORP COM 23582520 1,262 1,704,798 SH DEFINED 1,2 1,704,798
DANAHER CORP DEL NOTE 235851AF 219 250,000 SH DEFINED 1 250,000
DANAHER CORP DEL COM 23585110 498,224 8,800,984 SH DEFINED 1,2,5,6,7,8,10,12,13 8,800,984
DANVERS BANCORP INC COM 23644210 2,872 214,831 SH DEFINED 1,2,6 214,831
DARDEN RESTAURANTS I COM 23719410 157,170 5,577,355 SH DEFINED 1,2,5,6,7,8,10,12,13 5,577,355
DARLING INTL INC COM 23726610 15,128 2,755,482 SH DEFINED 1,2,5,6,7,8 2,755,482
DATA DOMAIN INC COM 23767P10 9,459 503,162 SH DEFINED 1,2,6 503,162
DATARAM CORP COM PAR $1 23810820 19 14,300 SH DEFINED 1 14,300
DATASCOPE CORP COM 23811310 12,491 239,112 SH DEFINED 1,2,6 239,112
DATATRAK INTL INC COM 23813410 3 15,197 SH DEFINED 1 15,197
DAVITA INC COM 23918K10 185,112 3,734,364 SH DEFINED 1,2,5,6,7,8,10,12,13 3,734,364
DAWSON GEOPHYSICAL C COM 23935910 2,397 134,612 SH DEFINED 1,2,5,6 134,612
DCP MIDSTREAM PARTNE COM UT LTD 23311P10 210 22,333 SH DEFINED 1,2 22,333
DCT INDUSTRIAL TRUST COM 23315310 29,600 5,849,814 SH DEFINED 1,2,3,5 5,849,814
DEALERTRACK HLDGS IN COM 24230910 11,308 951,093 SH DEFINED 1,2,6,8 951,093
DEAN FOODS CO NEW COM 24237010 107,400 5,976,640 SH DEFINED 1,2,5,6,7,8,10,12,13 5,976,640
DEARBORN BANCORP INC COM 24242R10 18 11,040 SH DEFINED 1 11,040
DECKERS OUTDOOR CORP COM 24353710 18,735 234,568 SH DEFINED 1,2,5,6 234,568
DECORATOR INDS INC COM PAR $0 24363120 7 11,400 SH DEFINED 1 11,400
DEERE & CO COM 24419910 568,003 14,822,624 SH DEFINED 1,2,5,6,7,8,10,12,13 14,822,624
DEL MONTE FOODS CO COM 24522P10 22,920 3,210,154 SH DEFINED 1,2,5,10 3,210,154
DELEK US HLDGS INC COM 24664710 1,298 245,428 SH DEFINED 1,2 245,428
DELIA'S INC NEW COM 24691110 72 32,909 SH DEFINED 1 32,909
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
DELL INC COM 24702R10 725,147 70,815,110 SH DEFINED 1,2,5,6,7,8,10,12,13 70,815,110
DELPHI FINL GROUP IN CL A 24713110 15,316 830,563 SH DEFINED 1,2,5 830,563
DELTA AIR LINES INC COM NEW 24736170 78,466 6,846,922 SH DEFINED 1,2,5,7,8,10 6,846,922
DELTA PETE CORP COM NEW 24790720 5,111 1,073,735 SH DEFINED 1,2,5,6 1,073,735
DELTEK INC COM 24784L10 717 154,612 SH DEFINED 1,2 154,612
DELTIC TIMBER CORP COM 24785010 8,543 186,733 SH DEFINED 1,2,6 186,733
DELUXE CORP COM 24801910 24,800 1,657,734 SH DEFINED 1,2,5,7,8 1,657,734
DEMANDTEC INC COM NEW 24802R50 2,056 254,741 SH DEFINED 1,2 254,741
DENBURY RES INC COM NEW 24791620 65,373 5,986,574 SH DEFINED 1,2,5,7,8,10,12,13 5,986,574
DENDREON CORP COM 24823Q10 7,089 1,547,817 SH DEFINED 1,2,5,6 1,547,817
DENNYS CORP COM 24869P10 3,182 1,599,091 SH DEFINED 1,2,5,6 1,599,091
DENTSPLY INTL INC NE COM 24903010 147,909 5,237,567 SH DEFINED 1,2,5,6,7,8,10,12,13 5,237,567
DEPOMED INC COM 24990810 1,737 1,052,930 SH DEFINED 1,2 1,052,930
DESARROLLADORA HOMEX SPONSORED 25030W10 1,233 54,027 SH DEFINED 1 54,027
DESIGN WITHIN REACH COM 25055710 9 13,900 SH DEFINED 1 13,900
DEUTSCHE BANK AG NAMEN AKT D1819089 274 6,737 SH DEFINED 1,2 6,737
DEUTSCHE TELEKOM AG SPONSORED 25156610 1,658 108,357 SH DEFINED 1,2 108,357
DEVELOPERS DIVERSIFI COM 25159110 33,353 6,834,573 SH DEFINED 1,2,3,5,6,7,8,10,13 6,834,573
DEVON ENERGY CORP NE COM 25179M10 1,146,664 17,450,375 SH DEFINED 1,2,5,6,7,8,10,12,13 17,450,375
DEVRY INC DEL COM 25189310 63,305 1,102,688 SH DEFINED 1,2,5,10 1,102,688
DEXCOM INC COM 25213110 889 322,115 SH DEFINED 1 322,115
DG FASTCHANNEL INC COM 23326R10 3,122 250,150 SH DEFINED 1,2,5,6 250,150
DHT MARITIME INC COM Y2065G10 2,912 525,562 SH DEFINED 1,2 525,562
DIAGEO P L C SPON ADR N 25243Q20 1,074 18,920 SH DEFINED 1 18,920
DIAMOND FOODS INC COM 25260310 5,657 280,733 SH DEFINED 1,2,6 280,733
DIAMOND HILL INVESTM COM NEW 25264R20 1,965 30,235 SH DEFINED 1,2 30,235
DIAMOND MGMT & TECHN COM 25269L10 276 65,594 SH DEFINED 1,2 65,594
DIAMOND OFFSHORE DRI COM 25271C10 63,698 1,080,725 SH DEFINED 1,2,5,7,8,10,12,13 1,080,725
DIAMONDROCK HOSPITAL COM 25278430 17,957 3,541,881 SH DEFINED 1,2,3 3,541,881
DIANA SHIPPING INC COM Y2066G10 251 19,705 SH DEFINED 1,2,5 19,705
DICE HLDGS INC COM 25301710 861 210,945 SH DEFINED 1,2,6 210,945
DICKS SPORTING GOODS COM 25339310 29,737 2,107,531 SH DEFINED 1,2,5,6,10 2,107,531
DIEBOLD INC COM 25365110 41,995 1,495,028 SH DEFINED 1,2,5,8,10,12 1,495,028
DIGI INTL INC COM 25379810 5,422 668,513 SH DEFINED 1,2,5 668,513
DIGIMARC CORP NEW COM 25381B10 737 73,593 SH DEFINED 1 73,593
DIGITAL ANGEL CORP N COM NEW 25383A20 5 10,008 SH DEFINED 1,2 10,008
DIGITAL RIV INC COM 25388B10 29,974 1,208,617 SH DEFINED 1,2,5,6 1,208,617
DIGITAL RLTY TR INC COM 25386810 73,327 2,232,167 SH DEFINED 1,2,3,5,6,7,10 2,232,167
DILLARDS INC CL A 25406710 4,238 1,067,406 SH DEFINED 1,2,5,8 1,067,406
DIME CMNTY BANCSHARE COM 25392210 8,229 618,723 SH DEFINED 1,2,5 618,723
DINEEQUITY INC COM 25442310 3,323 287,435 SH DEFINED 1,2 287,435
DIODES INC COM 25454310 2,882 475,571 SH DEFINED 1,2,6 475,571
DIONEX CORP COM 25454610 15,185 338,566 SH DEFINED 1,2,5,6 338,566
DIRECTV GROUP INC COM 25459L10 697,251 30,434,361 SH DEFINED 1,2,5,6,7,8,10,12,13 30,434,361
DISCOVER FINL SVCS COM 25470910 209,959 22,031,406 SH DEFINED 1,2,5,6,7,8,10,12,13 22,031,406
DISCOVERY COMMUNICAT COM SER A 25470F10 29,183 2,060,967 SH DEFINED 1,2,5,7,8,10,12,13 2,060,967
DISCOVERY COMMUNICAT COM SER C 25470F30 47,344 3,535,747 SH DEFINED 1,2,5,7,8,10,12,13 3,535,747
DISCOVERY LABORATORI COM 25466810 1,437 1,282,816 SH DEFINED 1,2,5 1,282,816
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
DISH NETWORK CORP CL A 25470M10 46,731 4,213,762 SH DEFINED 1,2,5,7,8,10,12,13 4,213,762
DISNEY WALT CO COM DISNEY 25468710 1,674,076 73,780,326 SH DEFINED 1,2,5,6,7,8,10,12,13 73,780,326
DISTRIBUCION Y SERVI SPONSORED 25475310 1,511 62,473 SH DEFINED 1,2,5 62,473
DITECH NETWORKS INC COM 25500T10 21 26,085 SH DEFINED 1 26,085
DIVX INC COM 25541310 1,943 371,452 SH DEFINED 1,2,6 371,452
DIXIE GROUP INC CL A 25551910 22 14,064 SH DEFINED 1 14,064
DNP SELECT INCOME FD COM 23325P10 81 13,100 SH DEFINED 5 13,100
DOLAN MEDIA CO COM 25659P40 2,330 353,582 SH DEFINED 1,2,6 353,582
DOLBY LABORATORIES I COM 25659T10 24,314 742,198 SH DEFINED 1,2,5,7,8,10,12,13 742,198
DOLLAR FINL CORP COM 25666410 5,699 553,339 SH DEFINED 1,2,6 553,339
DOLLAR THRIFTY AUTOM COM 25674310 399 365,809 SH DEFINED 1,2 365,809
DOLLAR TREE INC COM 25674610 108,023 2,591,089 SH DEFINED 1,2,5,6,7,8,10,12,13 2,591,089
DOMINION RES INC VA COM 25746U10 880,649 24,571,668 SH DEFINED 1,2,5,6,7,8,10,12,13 24,571,668
DOMINOS PIZZA INC COM 25754A20 4,338 921,034 SH DEFINED 1,2,8 921,034
DOMTAR CORP COM 25755910 8,657 5,183,616 SH DEFINED 1,2,5,10 5,183,616
DONALDSON INC COM 25765110 48,540 1,442,483 SH DEFINED 1,2,5,10 1,442,483
DONEGAL GROUP INC CL A 25770120 3,540 211,074 SH DEFINED 1,2 211,074
DONNELLEY R R & SONS COM 25786710 128,736 9,479,826 SH DEFINED 1,2,5,6,7,8,10,12,13 9,479,826
DORAL FINL CORP COM NEW 25811P88 576 76,817 SH DEFINED 1,2 76,817
DORCHESTER MINERALS COM UNIT 25820R10 523 32,962 SH DEFINED 1,2 32,962
DORMAN PRODUCTS INC COM 25827810 1,730 131,069 SH DEFINED 1,2 131,069
DOT HILL SYS CORP COM 25848T10 59 73,205 SH DEFINED 1,5 73,205
DOUBLE EAGLE PETE CO COM PAR $0 25857020 801 114,074 SH DEFINED 1,2,5 114,074
DOUBLE-TAKE SOFTWARE COM 25859810 2,005 223,563 SH DEFINED 1,2 223,563
DOUGLAS EMMETT INC COM 25960P10 39,393 3,016,284 SH DEFINED 1,2,3,5,7,10 3,016,284
DOVER CORP COM 26000310 259,267 7,875,654 SH DEFINED 1,2,5,6,7,8,10,12,13 7,875,654
DOVER DOWNS GAMING & COM 26009510 1,748 549,756 SH DEFINED 1,2,5 549,756
DOVER MOTORSPORTS IN COM 26017410 201 154,720 SH DEFINED 1 154,720
DOW CHEM CO COM 26054310 563,651 37,352,635 SH DEFINED 1,2,5,6,7,8,10,12,13 37,352,635
DPL INC COM 23329310 53,283 2,332,890 SH DEFINED 1,2,5,7,8,10 2,332,890
DR PEPPER SNAPPLE GR COM 26138E10 144,732 8,906,612 SH DEFINED 1,2,5,6,7,8,10,12,13 8,906,612
DR REDDYS LABS LTD ADR 25613520 8,863 904,363 SH DEFINED 1,2,4,5,6 904,363
DRDGOLD LIMITED SPON ADR N 26152H30 91 16,328 SH DEFINED 1 16,328
DREAMWORKS ANIMATION CL A 26153C10 42,573 1,685,378 SH DEFINED 1,2,5,6,7,8,10 1,685,378
DRESS BARN INC COM 26157010 18,194 1,693,998 SH DEFINED 1,2,6 1,693,998
DRESSER-RAND GROUP I COM 26160810 19,477 1,129,117 SH DEFINED 1,2,5,6,10 1,129,117
DREW INDS INC COM NEW 26168L20 4,826 402,177 SH DEFINED 1,2,6 402,177
DRI CORPORATION COM 23330F10 18 16,137 SH DEFINED 1 16,137
DRIL-QUIP INC COM 26203710 11,474 559,450 SH DEFINED 1,2,6 559,450
DRUGSTORE COM INC COM 26224110 1,223 986,681 SH DEFINED 1,2 986,681
DSP GROUP INC COM 23332B10 4,439 553,433 SH DEFINED 1,2,5 553,433
DST SYS INC DEL COM 23332610 38,537 1,014,672 SH DEFINED 1,2,5,7,8,10,12,13 1,014,672
DSW INC CL A 23334L10 2,744 220,199 SH DEFINED 1,2,6 220,199
DTE ENERGY CO COM 23333110 252,728 7,085,163 SH DEFINED 1,2,5,6,7,8,10,12,13 7,085,163
DTS INC COM 23335C10 5,268 287,102 SH DEFINED 1,2,6 287,102
DU PONT E I DE NEMOU COM 26353410 1,320,389 52,189,280 SH DEFINED 1,2,5,6,7,8,10,12,13 52,189,280
DUCOMMUN INC DEL COM 26414710 3,523 210,971 SH DEFINED 1,2,5 210,971
DUFF & PHELPS CORP N CL A 26433B10 2,861 149,642 SH DEFINED 1,2,6 149,642
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
DUKE ENERGY CORP NEW COM 26441C10 817,426 54,458,787 SH DEFINED 1,2,5,6,7,8,10,12,13 54,458,787
DUKE REALTY CORP COM NEW 26441150 66,409 6,059,186 SH DEFINED 1,2,3,5,7,8,10,12,13 6,059,186
DUN & BRADSTREET COR COM 26483E10 153,720 1,991,195 SH DEFINED 1,2,5,6,7,8,10,12,13 1,991,195
DUNCAN ENERGY PARTNE COM UNITS 26502610 187 13,780 SH DEFINED 1,2 13,780
DUPONT FABROS TECHNO COM 26613Q10 2,105 1,016,897 SH DEFINED 1,2,3,6,8 1,016,897
DURECT CORP COM 26660510 4,517 1,332,557 SH DEFINED 1,2,5,6 1,332,557
DXP ENTERPRISES INC COM NEW 23337740 1,531 104,788 SH DEFINED 1,2,5 104,788
DYAX CORP COM 26746E10 2,541 698,006 SH DEFINED 1,2,5 698,006
DYCOM INDS INC COM 26747510 8,892 1,081,707 SH DEFINED 1,2,5,6 1,081,707
DYNAMEX INC COM 26784F10 2,239 151,771 SH DEFINED 1,2 151,771
DYNAMIC MATLS CORP COM 26788810 4,012 207,760 SH DEFINED 1,2,5,6 207,760
DYNAVAX TECHNOLOGIES COM 26815810 31 36,351 SH DEFINED 1,2 36,351
DYNCORP INTL INC CL A 26817C10 6,394 421,468 SH DEFINED 1,2,6 421,468
DYNEGY INC DEL CL A 26817G10 38,989 19,494,479 SH DEFINED 1,2,5,6,7,8,10,13 19,494,479
E M C CORP MASS NOTE 1.75 268648AM 701 750,000 SH DEFINED 1 750,000
E M C CORP MASS COM 26864810 752,848 71,905,283 SH DEFINED 1,2,5,6,7,8,10,12,13 71,905,283
E TRADE FINANCIAL CO COM 26924610 23,986 20,857,487 SH DEFINED 1,2,5,6,10,13 20,857,487
EAGLE BANCORP INC MD COM 26894810 61 10,678 SH DEFINED 1 10,678
EAGLE BULK SHIPPING COM Y2187A10 4,343 636,858 SH DEFINED 1,2,5 636,858
EAGLE MATERIALS INC COM 26969P10 9,586 520,669 SH DEFINED 1,2,5,6,7,10 520,669
EAGLE ROCK ENERGY PA UNIT 26985R10 149 31,626 SH DEFINED 1,2 31,626
EARTHLINK INC COM 27032110 20,138 2,978,967 SH DEFINED 1,2,5,6 2,978,967
EAST WEST BANCORP IN COM 27579R10 36,551 2,288,726 SH DEFINED 1,2,5 2,288,726
EASTERN INS HLDGS IN COM 27653410 87 10,884 SH DEFINED 1,2 10,884
EASTGROUP PPTY INC COM 27727610 28,837 810,472 SH DEFINED 1,2,3,5 810,472
EASTMAN CHEM CO COM 27743210 94,827 2,990,449 SH DEFINED 1,2,5,6,7,8,10,12,13 2,990,449
EASTMAN KODAK CO NOTE 3.37 277461BE 121 150,000 SH DEFINED 1 150,000
EASTMAN KODAK CO COM 27746110 69,547 10,569,460 SH DEFINED 1,2,5,6,7,8,10,12,13 10,569,460
EATON CORP COM 27805810 290,554 5,844,979 SH DEFINED 1,2,5,6,7,8,10,12,13 5,844,979
EATON VANCE CORP COM NON VT 27826510 55,952 2,663,106 SH DEFINED 1,2,5,10 2,663,106
EBAY INC COM 27864210 579,611 41,519,434 SH DEFINED 1,2,5,6,7,8,10,12,13 41,519,434
EBIX INC COM NEW 27871520 2,274 95,126 SH DEFINED 1,2 95,126
ECHELON CORP COM 27874N10 3,814 467,939 SH DEFINED 1,2,6 467,939
ECHOSTAR CORP CL A 27876810 8,222 552,897 SH DEFINED 1,2,5,6,8,10 552,897
ECLIPSYS CORP COM 27885610 15,014 1,058,078 SH DEFINED 1,2,5,6 1,058,078
ECOLAB INC COM 27886510 246,330 7,007,952 SH DEFINED 1,2,5,6,7,8,10,12,13 7,007,952
ECOPETROL S A SPONSORED 27915810 1,460 79,454 SH DEFINED 1,5,7 79,454
EDGE PETE CORP DEL COM 27986210 5 32,926 SH DEFINED 1 32,926
EDGEWATER TECHNOLOGY COM 28035810 44 17,022 SH DEFINED 1 17,022
EDISON INTL COM 28102010 1,199,596 37,347,322 SH DEFINED 1,2,5,6,7,8,10,12,13 37,347,322
EDUCATION RLTY TR IN COM 28140H10 6,135 1,175,203 SH DEFINED 1,2,3,5 1,175,203
EDWARDS LIFESCIENCES COM 28176E10 108,148 1,968,110 SH DEFINED 1,2,5,10 1,968,110
EF JOHNSON TECHNOLOG COM 26843B10 43 31,750 SH DEFINED 1 31,750
EHEALTH INC COM 28238P10 4,809 362,141 SH DEFINED 1,2,6 362,141
EINSTEIN NOAH REST G COM 28257U10 490 85,132 SH DEFINED 1,2 85,132
EL PASO CORP COM 28336L10 238,592 30,471,478 SH DEFINED 1,2,5,6,7,8,10,12,13 30,471,478
EL PASO ELEC CO COM NEW 28367785 20,562 1,136,672 SH DEFINED 1,2,5 1,136,672
EL PASO PIPELINE PAR COM UNIT L 28370210 328 21,037 SH DEFINED 1,2 21,037
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
ELAN PLC ADR 28413120 409 68,152 SH DEFINED 1,5 68,152
ELECTRO OPTICAL SCIE COM 28519210 37 10,900 SH DEFINED 1 10,900
ELECTRO RENT CORP COM 28521810 3,809 341,337 SH DEFINED 1,2,5 341,337
ELECTRO SCIENTIFIC I COM 28522910 3,176 467,740 SH DEFINED 1,2,5 467,740
ELECTROGLAS INC COM 28532410 2 11,721 SH DEFINED 1 11,721
ELECTRONIC ARTS INC COM 28551210 178,655 11,138,084 SH DEFINED 1,2,5,6,7,8,10,12,13 11,138,084
ELECTRONICS FOR IMAG COM 28608210 9,187 961,033 SH DEFINED 1,2,5 961,033
ELIXIR GAMING TECHNO COM 28661G10 102 785,545 SH DEFINED 1 785,545
ELIZABETH ARDEN INC COM 28660G10 5,033 399,140 SH DEFINED 1,2 399,140
ELLIS PERRY INTL INC COM 28885310 1,974 311,336 SH DEFINED 1 311,336
EMAGEON INC COM 29076V10 45 24,126 SH DEFINED 1 24,126
EMBARQ CORP COM 29078E10 183,010 5,089,278 SH DEFINED 1,2,5,6,7,8,10,12,13 5,089,278
EMBOTELLADORA ANDINA SPON ADR A 29081P20 113 10,809 SH DEFINED 1,2 10,809
EMBOTELLADORA ANDINA SPON ADR B 29081P30 1,134 83,998 SH DEFINED 1,2,5 83,998
EMBRAER-EMPRESA BRAS SP ADR COM 29081M10 244 15,080 SH DEFINED 1,2 15,080
EMC INS GROUP INC COM 26866410 2,414 94,101 SH DEFINED 1,2 94,101
EMCOR GROUP INC COM 29084Q10 68,338 3,046,722 SH DEFINED 1,2,5,6,8 3,046,722
EMCORE CORP COM 29084610 1,371 1,054,422 SH DEFINED 1,2,5,6 1,054,422
EMERGENCY MEDICAL SV CL A 29100P10 5,883 160,689 SH DEFINED 1,2,5,6 160,689
EMERGENT BIOSOLUTION COM 29089Q10 11,908 456,086 SH DEFINED 1,2,6 456,086
EMERITUS CORP COM 29100510 2,999 299,040 SH DEFINED 1,2,6 299,040
EMERSON ELEC CO COM 29101110 1,010,478 27,601,141 SH DEFINED 1,2,5,6,7,8,10,12,13 27,601,141
EMERSON RADIO CORP COM NEW 29108720 7 10,566 SH DEFINED 1 10,566
EMISPHERE TECHNOLOGI COM 29134510 17 20,983 SH DEFINED 1,2 20,983
EMMIS COMMUNICATIONS CL A 29152510 16 45,082 SH DEFINED 1 45,082
EMPIRE DIST ELEC CO COM 29164110 11,190 635,790 SH DEFINED 1,2 635,790
EMPIRE RESORTS INC COM 29205210 62 57,146 SH DEFINED 1,5 57,146
EMPLOYERS HOLDINGS I COM 29221810 15,085 914,236 SH DEFINED 1,2 914,236
EMPRESA NACIONAL DE SPONSORED 29244T10 8,691 259,524 SH DEFINED 1,2,5,7 259,524
EMS TECHNOLOGIES INC COM 26873N10 6,882 266,007 SH DEFINED 1,2,6 266,007
EMULEX CORP COM NEW 29247520 14,301 2,048,814 SH DEFINED 1,2,5 2,048,814
ENBRIDGE ENERGY MANA SHS UNITS 29250X10 404 16,515 SH DEFINED 1,2 16,515
ENBRIDGE ENERGY PART COM 29250R10 1,796 70,446 SH DEFINED 1,2 70,446
ENCANA CORP COM 29250510 2,401 51,663 SH DEFINED 1,2,5 51,663
ENCORE ACQUISITION C COM 29255W10 32,980 1,292,332 SH DEFINED 1,2,5,10 1,292,332
ENCORE BANCSHARES IN COM 29255V20 735 66,820 SH DEFINED 1 66,820
ENCORE CAP GROUP INC COM 29255410 2,828 392,836 SH DEFINED 1,2,5 392,836
ENCORE ENERGY PARTNE COM UNIT 29257A10 273 21,053 SH DEFINED 1,2 21,053
ENCORE WIRE CORP COM 29256210 6,210 327,551 SH DEFINED 1,2,5,6 327,551
ENDEAVOUR INTL CORP COM 29259G10 854 1,707,572 SH DEFINED 1 1,707,572
ENDO PHARMACEUTICALS COM 29264F20 59,869 2,313,326 SH DEFINED 1,2,5,7,10 2,313,326
ENDOLOGIX INC COM 29266S10 38 31,475 SH DEFINED 1 31,475
ENDURANCE SPECIALTY SHS G3039710 15,735 515,399 SH DEFINED 1,2,5,7,8,10 515,399
ENDWAVE CORP COM NEW 29264A20 40 16,728 SH DEFINED 1 16,728
ENER1 INC COM NEW 29267A20 4,405 616,112 SH DEFINED 1,2,6 616,112
ENERGEN CORP COM 29265N10 56,586 1,929,290 SH DEFINED 1,2,5,7,8,10,12,13 1,929,290
ENERGIZER HLDGS INC COM 29266R10 81,771 1,510,369 SH DEFINED 1,2,5,7,8,10,12,13 1,510,369
ENERGY CONVERSION DE COM 29265910 21,704 860,915 SH DEFINED 1,2,5,6 860,915
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
ENERGY PARTNERS LTD COM 29270U10 846 626,324 SH DEFINED 1,2,5 626,324
ENERGY RECOVERY INC COM 29270J10 1,279 168,738 SH DEFINED 1,2,6 168,738
ENERGY TRANSFER EQUI COM UT LTD 29273V10 3,363 207,469 SH DEFINED 1,2 207,469
ENERGY TRANSFER PRTN UNIT LTD P 29273R10 3,090 90,845 SH DEFINED 1,2 90,845
ENERGY XXI (BERMUDA) COM SHS G1008210 1,131 1,431,814 SH DEFINED 1 1,431,814
ENERGYSOLUTIONS INC DEPOSITARY 29275620 3,191 564,862 SH DEFINED 1,2 564,862
ENERNOC INC COM 29276410 961 129,171 SH DEFINED 1,2,6 129,171
ENERSIS S A SPONSORED 29274F10 14,320 1,124,014 SH DEFINED 1,2,5,7 1,124,014
ENERSYS COM 29275Y10 7,551 686,461 SH DEFINED 1,2 686,461
ENGLOBAL CORP COM 29330610 1,244 382,814 SH DEFINED 1,2,5 382,814
ENI S P A SPONSORED 26874R10 3,190 66,717 SH DEFINED 1,2 66,717
ENNIS INC COM 29338910 5,351 441,833 SH DEFINED 1,2 441,833
ENPRO INDS INC COM 29355X10 17,168 797,041 SH DEFINED 1,2,5 797,041
ENSCO INTL INC COM 26874Q10 225,330 7,936,965 SH DEFINED 1,2,5,6,7,8,10,12,13 7,936,965
ENSIGN GROUP INC COM 29358P10 1,966 117,452 SH DEFINED 1,2,6 117,452
ENSTAR GROUP LIMITED SHS G3075P10 4,932 83,387 SH DEFINED 1,2,6 83,387
ENTEGRIS INC COM 29362U10 4,879 2,227,731 SH DEFINED 1,2,5 2,227,731
ENTERCOM COMMUNICATI CL A 29363910 620 503,668 SH DEFINED 1,2 503,668
ENTERGY CORP NEW COM 29364G10 621,164 7,472,203 SH DEFINED 1,2,5,6,7,8,10,12,13 7,472,203
ENTERPRISE FINL SVCS COM 29371210 2,343 153,719 SH DEFINED 1,2 153,719
ENTERPRISE GP HLDGS UNIT LP IN 29371610 678 38,881 SH DEFINED 1,2,8 38,881
ENTERPRISE PRODS PAR COM 29379210 6,358 306,714 SH DEFINED 1,2,8 306,714
ENTERTAINMENT PPTYS COM SH BEN 29380T10 24,661 827,547 SH DEFINED 1,2,3,5 827,547
ENTORIAN TECHNOLOGIE COM 29383P10 4 13,199 SH DEFINED 1 13,199
ENTRAVISION COMMUNIC CL A 29382R10 1,641 1,051,634 SH DEFINED 1,2,6 1,051,634
ENTREMED INC COM 29382F10 4 22,990 SH DEFINED 1 22,990
ENTROPIC COMMUNICATI COM 29384R10 87 174,739 SH DEFINED 1 174,739
ENTRUST INC COM 29384810 1,225 775,468 SH DEFINED 1,5 775,468
ENVIRONMENTAL TECTON COM 29409210 11 13,800 SH DEFINED 1 13,800
ENZO BIOCHEM INC COM 29410010 2,809 574,528 SH DEFINED 1,2,5,6 574,528
ENZON PHARMACEUTICAL COM 29390410 8,379 1,437,215 SH DEFINED 1,2,5 1,437,215
EOG RES INC COM 26875P10 644,982 9,687,321 SH DEFINED 1,2,5,6,7,8,10,12,13 9,687,321
EPICOR SOFTWARE CORP COM 29426L10 5,013 1,044,438 SH DEFINED 1,2,5,6 1,044,438
EPIQ SYS INC COM 26882D10 10,270 614,628 SH DEFINED 1,2,6 614,628
EPIX PHARMACEUTICALS COM NEW 26881Q30 32 31,284 SH DEFINED 1,5 31,284
EPOCH HOLDING CORP COM 29428R10 1,182 155,761 SH DEFINED 1,2 155,761
EQUIFAX INC COM 29442910 129,580 4,886,116 SH DEFINED 1,2,5,6,7,8,10,12,13 4,886,116
EQUINIX INC COM NEW 29444U50 23,268 437,454 SH DEFINED 1,2,5,6,8,10 437,454
EQUITABLE RES INC COM 29454910 186,440 5,557,070 SH DEFINED 1,2,5,6,7,8,10,12,13 5,557,070
EQUITY LIFESTYLE PPT COM 29472R10 26,270 684,820 SH DEFINED 1,2,3,5,6 684,820
EQUITY ONE COM 29475210 24,386 1,377,755 SH DEFINED 1,2,3 1,377,755
EQUITY RESIDENTIAL SH BEN INT 29476L10 451,667 15,146,439 SH DEFINED 1,2,3,5,6,7,8,10,12,13 15,146,439
ERESEARCHTECHNOLOGY COM 29481V10 6,813 1,027,675 SH DEFINED 1,2,5,6 1,027,675
ERICSSON L M TEL CO ADR B SEK 29482160 4,098 524,693 SH DEFINED 1,2 524,693
ERIE INDTY CO CL A 29530P10 12,900 342,824 SH DEFINED 1,2,5,10,12 342,824
ESCO TECHNOLOGIES IN COM 29631510 18,508 451,977 SH DEFINED 1,2,5,6 451,977
ESSA BANCORP INC COM 29667D10 3,723 263,495 SH DEFINED 1,2 263,495
ESSEX PPTY TR INC COM 29717810 72,991 951,024 SH DEFINED 1,2,3,5,10 951,024
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
ESTERLINE TECHNOLOGI COM 29742510 20,437 539,368 SH DEFINED 1,2,6 539,368
ETHAN ALLEN INTERIOR COM 29760210 7,826 544,625 SH DEFINED 1,2,5 544,625
EUROBANCSHARES INC COM 29871610 17 10,800 SH DEFINED 1 10,800
EURONET WORLDWIDE IN COM 29873610 10,993 946,818 SH DEFINED 1,2,5,6,8 946,818
EV3 INC COM 26928A20 8,601 1,410,034 SH DEFINED 1,2,6,8 1,410,034
EVANS & SUTHERLAND C COM 29909610 10 16,128 SH DEFINED 1 16,128
EVERCORE PARTNERS IN CLASS A 29977A10 2,163 173,202 SH DEFINED 1,2 173,202
EVEREST RE GROUP LTD COM G3223R10 93,842 1,232,495 SH DEFINED 1,2,5,7,8,10,12,13 1,232,495
EVERGREEN ENERGY INC COM 30024B10 443 1,581,371 SH DEFINED 1,2,5 1,581,371
EVERGREEN SOLAR INC COM 30033R10 7,931 2,486,283 SH DEFINED 1,2,5,6,8 2,486,283
EVOLVING SYS INC COM 30049R10 22 26,876 SH DEFINED 1 26,876
EVOTEC AG SPONSORED 30050E10 23 11,062 SH DEFINED 1 11,062
EXACT SCIENCES CORP COM 30063P10 12 20,617 SH DEFINED 1 20,617
EXACTECH INC COM 30064E10 1,515 89,965 SH DEFINED 1,2 89,965
EXAR CORP COM 30064510 5,437 815,143 SH DEFINED 1,2,5,8 815,143
EXCEL MARITIME CARRI COM V3267N10 254 36,111 SH DEFINED 1,2,5 36,111
EXCO RESOURCES INC COM 26927940 25,158 2,776,871 SH DEFINED 1,2,5,6 2,776,871
EXELIXIS INC COM 30161Q10 8,264 1,646,261 SH DEFINED 1,2,5,6 1,646,261
EXELON CORP COM 30161N10 1,454,352 26,152,710 SH DEFINED 1,2,5,6,7,8,10,12,13 26,152,710
EXIDE TECHNOLOGIES COM NEW 30205120 6,678 1,262,369 SH DEFINED 1,2,8 1,262,369
EXLSERVICE HOLDINGS COM 30208110 2,126 248,126 SH DEFINED 1,2,6 248,126
EXPEDIA INC DEL COM 30212P10 67,305 8,168,049 SH DEFINED 1,2,5,6,7,8,10,12,13 8,168,049
EXPEDITORS INTL WASH COM 30213010 250,834 7,539,340 SH DEFINED 1,2,5,6,7,8,10,12,13 7,539,340
EXPONENT INC COM 30214U10 7,519 249,956 SH DEFINED 1,2,6 249,956
EXPRESS SCRIPTS INC COM 30218210 543,961 9,893,800 SH DEFINED 1,2,5,6,7,8,10,12,13 9,893,800
EXTERRAN HLDGS INC COM 30225X10 34,197 1,605,486 SH DEFINED 1,2,5,8,10 1,605,486
EXTERRAN PARTNERS LP COM UNITS 30225N10 124 11,037 SH DEFINED 1,2 11,037
EXTRA SPACE STORAGE COM 30225T10 28,689 2,779,959 SH DEFINED 1,2,3 2,779,959
EXTREME NETWORKS INC COM 30226D10 3,820 1,632,608 SH DEFINED 1,2,5,6 1,632,608
EXXON MOBIL CORP COM 30231G10 16,100,216 201,681,273 SH DEFINED 1,2,5,6,7,8,10,12,13 201,681,273
EZCORP INC CL A NON V 30230110 13,650 897,452 SH DEFINED 1,2,5,6 897,452
F M C CORP COM NEW 30249130 90,236 2,017,358 SH DEFINED 1,2,5,7,10 2,017,358
F5 NETWORKS INC COM 31561610 39,192 1,714,416 SH DEFINED 1,2,5,6,10 1,714,416
FACET BIOTECH CORP SHS 30303Q10 4,500 469,251 SH DEFINED 1,2,5,6 469,251
FACTSET RESH SYS INC COM 30307510 35,066 792,633 SH DEFINED 1,2,5,6,10 792,633
FAIR ISAAC CORP COM 30325010 23,761 1,409,283 SH DEFINED 1,2,5,6 1,409,283
FAIRCHILD SEMICONDUC COM 30372610 11,765 2,405,992 SH DEFINED 1,2,5,10 2,405,992
FAIRPOINT COMMUNICAT COM 30556010 5,289 1,612,522 SH DEFINED 1,2,5,13 1,612,522
FALCONSTOR SOFTWARE COM 30613710 1,593 573,101 SH DEFINED 1,2,5,6 573,101
FAMILY DLR STORES IN COM 30700010 169,964 6,519,534 SH DEFINED 1,2,5,6,7,8,10,12,13 6,519,534
FAMOUS DAVES AMER IN COM 30706810 41 14,000 SH DEFINED 1,5 14,000
FARMER BROS CO COM 30767510 2,632 105,553 SH DEFINED 1,2 105,553
FARMERS CAP BK CORP COM 30956210 2,277 93,225 SH DEFINED 1,2 93,225
FARO TECHNOLOGIES IN COM 31164210 4,664 276,634 SH DEFINED 1,2,6 276,634
FASTENAL CO COM 31190010 158,506 4,548,247 SH DEFINED 1,2,5,6,7,8,10,12,13 4,548,247
FBL FINL GROUP INC CL A 30239F10 3,248 210,204 SH DEFINED 1,2 210,204
FBR CAPITAL MARKETS COM 30247C30 2,107 433,465 SH DEFINED 1,2,6 433,465
FCSTONE GROUP INC COM 31308T10 1,440 325,145 SH DEFINED 1,2,6 325,145
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
FEDERAL AGRIC MTG CO CL C 31314830 599 171,011 SH DEFINED 1,2 171,011
FEDERAL HOME LN MTG COM 31340030 4,481 6,138,774 SH DEFINED 1,2,5,6,10 6,138,774
FEDERAL MOGUL CORP COM 31354940 951 224,707 SH DEFINED 1,2,7,8,10 224,707
FEDERAL NATL MTG ASS COM 31358610 7,649 10,064,079 SH DEFINED 1,2,5,10 10,064,079
FEDERAL REALTY INVT SH BEN INT 31374720 134,253 2,162,579 SH DEFINED 1,2,3,5,7,8,10,12,13 2,162,579
FEDERAL SIGNAL CORP COM 31385510 10,231 1,246,196 SH DEFINED 1,2,5 1,246,196
FEDERATED INVS INC P CL B 31421110 70,490 4,156,258 SH DEFINED 1,2,5,6,7,8,10,12,13 4,156,258
FEDEX CORP COM 31428X10 701,263 10,931,611 SH DEFINED 1,2,5,6,7,8,10,12,13 10,931,611
FEI CO COM 30241L10 12,531 664,424 SH DEFINED 1,2,5,6 664,424
FELCOR LODGING TR IN COM 31430F10 5,443 2,958,126 SH DEFINED 1,2,3,5 2,958,126
FERRELLGAS PARTNERS UNIT LTD P 31529310 745 50,842 SH DEFINED 1,2 50,842
FERRO CORP COM 31540510 7,988 1,133,035 SH DEFINED 1,2,5 1,133,035
FGX INTERNATIONAL HL ORD SHS G3396L10 2,727 198,502 SH DEFINED 1,2 198,502
FIBERTOWER CORP COM 31567R10 276 1,727,708 SH DEFINED 1,2,5,6 1,727,708
FIDELITY NATIONAL FI CL A 31620R10 87,565 4,933,244 SH DEFINED 1,2,5,7,8,10,12,13 4,933,244
FIDELITY NATL INFORM COM 31620M10 106,191 6,526,823 SH DEFINED 1,2,5,6,7,8,10,12,13 6,526,823
FIFTH STREET FINANCE COM 31678A10 854 113,129 SH DEFINED 1,2 113,129
FIFTH THIRD BANCORP COM 31677310 214,134 25,924,169 SH DEFINED 1,2,5,6,7,8,10,12,13 25,924,169
FINANCIAL FED CORP COM 31749210 11,289 485,126 SH DEFINED 1,2 485,126
FINANCIAL INSTNS INC COM 31758540 2,152 149,998 SH DEFINED 1,2 149,998
FINISAR COM 31787A10 2,162 5,690,382 SH DEFINED 1,2,5,6 5,690,382
FINISH LINE INC CL A 31792310 5,140 917,793 SH DEFINED 1,2,5 917,793
FIRST ACCEPTANCE COR COM 31845710 821 283,110 SH DEFINED 1 283,110
FIRST ADVANTAGE CORP CL A 31845F10 2,320 163,969 SH DEFINED 1,2 163,969
FIRST AMERN CORP CAL COM 31852230 61,505 2,128,953 SH DEFINED 1,2,5,7,8,10,12,13 2,128,953
FIRST BANCORP INC ME COM 31866P10 3,267 164,272 SH DEFINED 1,2 164,272
FIRST BANCORP N C COM 31891010 4,640 252,850 SH DEFINED 1,2,5 252,850
FIRST BANCORP P R COM 31867210 21,482 1,928,348 SH DEFINED 1,2,5 1,928,348
FIRST BUSEY CORP COM 31938310 7,951 435,915 SH DEFINED 1,2,5 435,915
FIRST CASH FINL SVCS COM 31942D10 6,622 347,434 SH DEFINED 1,2,6 347,434
FIRST CMNTY BANCSHAR COM 31983A10 5,766 165,353 SH DEFINED 1,2 165,353
FIRST COMWLTH FINL C COM 31982910 37,399 3,020,918 SH DEFINED 1,2,5 3,020,918
FIRST CTZNS BANCSHAR CL A 31946M10 10,417 68,172 SH DEFINED 1,2,5,6,7,10 68,172
FIRST FINANCIAL NORT COM 32022K10 5,961 638,216 SH DEFINED 1,2 638,216
FIRST FINL BANCORP O COM 32020910 9,846 794,706 SH DEFINED 1,2,5 794,706
FIRST FINL BANKSHARE COM 32020R10 20,014 362,513 SH DEFINED 1,2,5,6 362,513
FIRST FINL CORP IND COM 32021810 8,281 202,023 SH DEFINED 1,2,6 202,023
FIRST FINL HLDGS INC COM 32023910 4,217 208,327 SH DEFINED 1,2 208,327
FIRST HORIZON NATL C COM 32051710 102,520 9,699,133 SH DEFINED 1,2,5,6,8,10,12,13 9,699,133
FIRST INDUSTRIAL REA COM 32054K10 12,031 1,593,473 SH DEFINED 1,2,3,5 1,593,473
FIRST MARBLEHEAD COR COM 32077110 1,363 1,056,956 SH DEFINED 1,2,5 1,056,956
FIRST MERCHANTS CORP COM 32081710 8,562 385,494 SH DEFINED 1,2 385,494
FIRST MERCURY FINANC COM 32084110 2,910 204,075 SH DEFINED 1,2 204,075
FIRST MIDWEST BANCOR COM 32086710 39,321 1,968,990 SH DEFINED 1,2,5 1,968,990
FIRST NIAGARA FINL G COM 33582V10 79,304 4,904,375 SH DEFINED 1,2,5 4,904,375
FIRST PL FINL CORP COM 33610T10 1,605 419,126 SH DEFINED 1,2 419,126
FIRST POTOMAC RLTY T COM 33610F10 9,423 1,013,265 SH DEFINED 1,2,3 1,013,265
FIRST SEC GROUP INC COM 33631210 78 16,800 SH DEFINED 1 16,800
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
FIRST SOLAR INC COM 33643310 88,066 638,348 SH DEFINED 1,2,5,7,8,10,12,13 638,348
FIRST SOUTH BANCORP COM 33646W10 1,665 132,590 SH DEFINED 1 132,590
FIRST ST BANCORPORAT COM 33645310 19 11,662 SH DEFINED 1 11,662
FIRSTENERGY CORP COM 33793210 1,062,970 21,880,822 SH DEFINED 1,2,5,6,7,8,10,12,13 21,880,822
FIRSTFED FINL CORP COM 33790710 602 344,262 SH DEFINED 1,2,5 344,262
FIRSTMERIT CORP COM 33791510 58,815 2,856,475 SH DEFINED 1,2,5 2,856,475
FISERV INC COM 33773810 207,768 5,712,608 SH DEFINED 1,2,5,6,7,8,10,12,13 5,712,608
FISHER COMMUNICATION COM 33775620 2,342 113,487 SH DEFINED 1,2,6 113,487
FIVE STAR QUALITY CA COM 33832D10 610 398,738 SH DEFINED 1,2,5 398,738
FLAGSTAR BANCORP INC COM 33793010 659 928,355 SH DEFINED 1,2,5 928,355
FLAGSTONE REINSURANC SHS G3529T10 5,524 565,435 SH DEFINED 1,2 565,435
FLANDERS CORP COM 33849410 833 177,508 SH DEFINED 1 177,508
FLEETWOOD ENTERPRISE COM 33909910 104 1,042,276 SH DEFINED 1,2 1,042,276
FLEXSTEEL INDS INC COM 33938210 126 18,861 SH DEFINED 1 18,861
FLEXTRONICS INTL LTD ORD Y2573F10 19,564 7,642,341 SH DEFINED 1,2,5,7,8,10,12,13 7,642,341
FLIR SYS INC COM 30244510 160,896 5,244,342 SH DEFINED 1,2,5,6,7,8,10,12,13 5,244,342
FLORIDA PUB UTILS CO COM 34113510 258 24,412 SH DEFINED 1,2 24,412
FLOTEK INDS INC DEL COM 34338910 796 315,763 SH DEFINED 1,2,5,6 315,763
FLOW INTL CORP COM 34346810 1,367 564,931 SH DEFINED 1,2 564,931
FLOWERS FOODS INC COM 34349810 47,854 1,964,459 SH DEFINED 1,2,5,6 1,964,459
FLOWSERVE CORP COM 34354P10 115,713 2,246,848 SH DEFINED 1,2,5,6,7,8,10,12,13 2,246,848
FLUOR CORP NEW COM 34341210 327,316 7,294,772 SH DEFINED 1,2,5,6,7,8,10,12,13 7,294,772
FLUSHING FINL CORP COM 34387310 4,671 390,536 SH DEFINED 1,2 390,536
FMC TECHNOLOGIES INC COM 30249U10 75,002 3,147,394 SH DEFINED 1,2,5,7,8,10,12,13 3,147,394
FNB CORP PA COM 30252010 36,844 2,791,241 SH DEFINED 1,2,5 2,791,241
FOCUS MEDIA HLDG LTD SPONSORED 34415V10 382 42,028 SH DEFINED 1,2 42,028
FOMENTO ECONOMICO ME SPON ADR U 34441910 16,401 544,335 SH DEFINED 1,2,7 544,335
FOOT LOCKER INC COM 34484910 29,158 3,972,508 SH DEFINED 1,2,5,8,10,12 3,972,508
FORCE PROTECTION INC COM NEW 34520320 7,481 1,250,921 SH DEFINED 1,2,5,6 1,250,921
FORD MTR CO CAP TR I PFD TR CV6 34539520 90 10,000 SH DEFINED 1 10,000
FORD MTR CO DEL NOTE 4.25 345370CF 258 1,000,000 SH DEFINED 1 1,000,000
FORD MTR CO DEL COM PAR $0 34537086 179,944 78,578,144 SH DEFINED 1,2,5,6,7,8,10,12,13 78,578,144
FOREST CITY ENTERPRI CL A 34555010 7,435 1,109,691 SH DEFINED 1,2,3,5,7,8,10,12,13 1,109,691
FOREST LABS INC COM 34583810 331,806 13,027,343 SH DEFINED 1,2,5,6,7,8,10,12,13 13,027,343
FOREST OIL CORP COM PAR $0 34609170 40,716 2,469,159 SH DEFINED 1,2,5,7,8,10,12,13 2,469,159
FORESTAR GROUP INC COM 34623310 6,537 686,686 SH DEFINED 1,2,5,6 686,686
FORGENT NETWORKS INC COM 34629U10 2 12,271 SH DEFINED 1 12,271
FORMFACTOR INC COM 34637510 11,839 810,898 SH DEFINED 1,2,6 810,898
FORRESTER RESH INC COM 34656310 12,380 438,843 SH DEFINED 1,2,6 438,843
FORTRESS INVESTMENT CL A 34958B10 54 54,384 SH DEFINED 1,2 54,384
FORTUNE BRANDS INC COM 34963110 212,272 5,142,236 SH DEFINED 1,2,5,6,7,8,10,12,13 5,142,236
FORWARD AIR CORP COM 34985310 13,122 540,676 SH DEFINED 1,2,6 540,676
FORWARD INDS INC N Y COM NEW 34986230 28 12,523 SH DEFINED 1 12,523
FOSSIL INC COM 34988210 17,569 1,052,054 SH DEFINED 1,2,5,6,8 1,052,054
FOSTER L B CO COM 35006010 5,625 179,819 SH DEFINED 1,2,5,6 179,819
FOSTER WHEELER LTD SHS NEW G3653513 69,686 2,980,599 SH DEFINED 1,2,5,6,7,8,10,12,13 2,980,599
FOUNDATION COAL HLDG COM 35039W10 15,936 1,136,666 SH DEFINED 1,2,5,6,10 1,136,666
FOUNDRY NETWORKS INC COM 35063R10 2,751 165,100 SH DEFINED 1,7 165,100
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
FOUNTAIN POWERBOAT I COM NEW 35075530 4 13,400 SH DEFINED 1 13,400
FOX CHASE BANCORP COM 35137P10 1,983 180,253 SH DEFINED 1,2 180,253
FPIC INS GROUP INC COM 30256310 8,426 192,455 SH DEFINED 1,2,5 192,455
FPL GROUP INC COM 30257110 817,059 16,234,033 SH DEFINED 1,2,5,6,7,8,10,12,13 16,234,033
FRANCE TELECOM SPONSORED 35177Q10 1,631 58,096 SH DEFINED 1,2 58,096
FRANKLIN ELEC INC COM 35351410 9,888 351,778 SH DEFINED 1,2 351,778
FRANKLIN RES INC COM 35461310 403,705 6,329,646 SH DEFINED 1,2,5,6,7,8,10,12,13 6,329,646
FRANKLIN STREET PPTY COM 35471R10 16,291 1,104,450 SH DEFINED 1,2,3 1,104,450
FREDS INC CL A 35610810 8,598 799,089 SH DEFINED 1,2,5 799,089
FREEPORT-MCMORAN COP PFD CONV 35671D78 308 6,500 SH DEFINED 1 6,500
FREEPORT-MCMORAN COP COM 35671D85 369,841 15,132,612 SH DEFINED 1,2,5,6,7,8,10,12,13 15,132,612
FREIGHTCAR AMER INC COM 35702310 3,521 192,733 SH DEFINED 1,2,6 192,733
FRESENIUS KABI PHARM RIGHT 06/3 35802M11 69 196,512 SH DEFINED 1,2 196,512
FRESENIUS MED CARE A SPONSORED 35802910 829 17,577 SH DEFINED 1 17,577
FRESH DEL MONTE PROD ORD G3673810 20,014 892,668 SH DEFINED 1,2,5 892,668
FRIEDMAN BILLINGS RA CL A 35843410 563 3,311,706 SH DEFINED 1,2 3,311,706
FRIEDMAN INDS INC COM 35843510 76 11,440 SH DEFINED 1 11,440
FRONTIER COMMUNICATI COM 35906A10 87,090 9,964,516 SH DEFINED 1,2,5,6,8,10,12,13 9,964,516
FRONTIER FINL CORP W COM 35907K10 11,089 2,543,288 SH DEFINED 1,2,5 2,543,288
FRONTIER OIL CORP COM 35914P10 36,067 2,855,643 SH DEFINED 1,2,5,10 2,855,643
FRONTLINE LTD SHS G3682E12 18,541 626,160 SH DEFINED 1,2,5,7,8,10 626,160
FROZEN FOOD EXPRESS COM 35936010 58 10,241 SH DEFINED 1,5 10,241
FSI INTL INC COM 30263310 15 49,179 SH DEFINED 1 49,179
FTI CONSULTING INC COM 30294110 48,095 1,076,428 SH DEFINED 1,2,5,7,8,10,12,13 1,076,428
FUEL SYS SOLUTIONS I COM 35952W10 7,434 226,925 SH DEFINED 1,2,5,6 226,925
FUEL TECH INC COM 35952310 2,859 269,960 SH DEFINED 1,2,5,6 269,960
FUELCELL ENERGY INC COM 35952H10 5,820 1,499,950 SH DEFINED 1,2,5,6 1,499,950
FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 484 21,777 SH DEFINED 1 21,777
FULLER H B CO COM 35969410 20,236 1,256,108 SH DEFINED 1,2,5 1,256,108
FULTON FINL CORP PA COM 36027110 59,298 6,164,055 SH DEFINED 1,2,5,8,10,12 6,164,055
FUQI INTERNATIONAL I COM NEW 36102A20 622 99,291 SH DEFINED 1 99,291
FURMANITE CORPORATIO COM 36108610 2,939 545,270 SH DEFINED 1,2,5,6 545,270
FURNITURE BRANDS INT COM 36092110 2,432 1,100,495 SH DEFINED 1,2,5 1,100,495
FUSHI COPPERWELD INC COM 36113E10 972 184,531 SH DEFINED 1,6 184,531
FX ENERGY INC COM 30269510 1,563 560,365 SH DEFINED 1,2,5 560,365
FX REAL ESTATE & ENT COM 30270910 18 123,051 SH DEFINED 1,2 123,051
G & K SVCS INC CL A 36126810 7,800 385,751 SH DEFINED 1,2,5 385,751
GAIAM INC CL A 36268Q10 1,405 304,027 SH DEFINED 1,2,6 304,027
GALLAGHER ARTHUR J & COM 36357610 45,492 1,755,788 SH DEFINED 1,2,5,8,10,12 1,755,788
GAMCO INVESTORS INC COM 36143810 3,447 126,187 SH DEFINED 1,2,6 126,187
GAMESTOP CORP NEW CL A 36467W10 128,199 5,918,675 SH DEFINED 1,2,5,6,7,8,10,12,13 5,918,675
GANNETT INC COM 36473010 78,587 9,823,345 SH DEFINED 1,2,5,6,7,8,10,12,13 9,823,345
GAP INC DEL COM 36476010 307,520 22,966,406 SH DEFINED 1,2,5,6,7,8,10,12,13 22,966,406
GARDNER DENVER INC COM 36555810 25,130 1,076,711 SH DEFINED 1,2,5,6,7,10 1,076,711
GARMIN LTD ORD G3726010 28,238 1,473,048 SH DEFINED 1,2,5,7,8,10,12,13 1,473,048
GARTNER INC COM 36665110 38,920 2,182,864 SH DEFINED 1,2,5,6,7,8 2,182,864
GASCO ENERGY INC COM 36722010 522 1,338,684 SH DEFINED 1,2,5 1,338,684
GASTAR EXPL LTD COM 36729910 41 121,688 SH DEFINED 1,2 121,688
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
GATEWAY FINL HLDGS I COM 36814010 43 10,800 SH DEFINED 1 10,800
GATX CORP COM 36144810 31,106 1,004,384 SH DEFINED 1,2,5,10 1,004,384
GAYLORD ENTMT CO NEW COM 36790510 10,797 996,001 SH DEFINED 1,2,6,8 996,001
GENAERA CORP COM NEW 36867G20 4 10,523 SH DEFINED 1 10,523
GENCO SHIPPING & TRA SHS Y2685T10 5,144 347,598 SH DEFINED 1,2,6 347,598
GENCORP INC COM 36868210 3,449 937,263 SH DEFINED 1,2,6 937,263
GENELABS TECHNOLOGIE COM NEW 36870620 21 16,560 SH DEFINED 1 16,560
GENENTECH INC COM NEW 36871040 599,431 7,229,900 SH DEFINED 1,2,5,7,8,10,12,13 7,229,900
GENERAL CABLE CORP D COM 36930010 13,599 768,733 SH DEFINED 1,2,5,6,10 768,733
GENERAL COMMUNICATIO CL A 36938510 9,991 1,234,940 SH DEFINED 1,2,6 1,234,940
GENERAL DYNAMICS COR COM 36955010 860,194 14,936,523 SH DEFINED 1,2,5,6,7,8,10,12,13 14,936,523
GENERAL ELECTRIC CO COM 36960410 6,199,089 382,659,825 SH DEFINED 1,2,5,6,7,8,10,12,13 382,659,825
GENERAL GROWTH PPTYS COM 37002110 3,017 2,338,402 SH DEFINED 1,2,3,5,10 2,338,402
GENERAL MARITIME COR SHS Y2692M10 411 27,300 SH DEFINED 1 27,300
GENERAL MLS INC COM 37033410 1,281,806 21,099,689 SH DEFINED 1,2,5,6,7,8,10,12,13 21,099,689
GENERAL MOLY INC COM 37037310 1,072 908,596 SH DEFINED 1,2,6 908,596
GENERAL MTRS CORP COM 37044210 331,250 103,515,638 SH DEFINED 1,2,5,6,7,8,10,12,13 103,515,638
GENERAL STEEL HOLDIN COM 37085310 483 122,682 SH DEFINED 1 122,682
GENESCO INC COM 37153210 9,252 546,810 SH DEFINED 1,2 546,810
GENESEE & WYO INC CL A 37155910 16,776 550,040 SH DEFINED 1,2,6 550,040
GENESIS ENERGY L P UNIT LTD P 37192710 224 25,832 SH DEFINED 1,2 25,832
GENOMIC HEALTH INC COM 37244C10 4,757 244,187 SH DEFINED 1,2,5,6 244,187
GENOPTIX INC COM 37243V10 6,145 180,297 SH DEFINED 1,2,6 180,297
GENPACT LIMITED SHS G3922B10 3,638 442,520 SH DEFINED 1,2,6,10 442,520
GEN-PROBE INC NEW COM 36866T10 43,367 1,012,306 SH DEFINED 1,2,5,6,10 1,012,306
GENTEK INC COM NEW 37245X20 2,091 138,961 SH DEFINED 1,2 138,961
GENTEX CORP COM 37190110 22,906 2,594,080 SH DEFINED 1,2,5,6,10,12 2,594,080
GENTIVA HEALTH SERVI COM 37247A10 14,311 489,092 SH DEFINED 1,2,5,6 489,092
GENUINE PARTS CO COM 37246010 224,705 5,935,147 SH DEFINED 1,2,5,6,7,8,10,12,13 5,935,147
GENVEC INC COM 37246C10 37 85,955 SH DEFINED 1,5 85,955
GENWORTH FINL INC COM CL A 37247D10 57,389 20,278,623 SH DEFINED 1,2,5,6,7,8,10,12,13 20,278,623
GENZYME CORP COM 37291710 661,041 9,959,939 SH DEFINED 1,2,5,6,7,8,10,12,13 9,959,939
GEO GROUP INC COM 36159R10 18,089 1,003,250 SH DEFINED 1,2,5,6 1,003,250
GEOEYE INC COM 37250W10 6,157 320,176 SH DEFINED 1,2,6 320,176
GEOGLOBAL RESOURCES COM 37249T10 726 453,739 SH DEFINED 1,5,6 453,739
GEOKINETICS INC COM PAR $0 37291030 189 76,695 SH DEFINED 1 76,695
GEOMET INC DEL COM 37250U20 485 281,947 SH DEFINED 1,2,5 281,947
GEORESOURCES INC COM 37247610 862 99,168 SH DEFINED 1,2 99,168
GEORGIA GULF CORP COM PAR $0 37320020 108 101,305 SH DEFINED 1,2,5 101,305
GERBER SCIENTIFIC IN COM 37373010 1,937 379,066 SH DEFINED 1,2 379,066
GERDAU AMERISTEEL CO COM 37373P10 102 16,761 SH DEFINED 5 16,761
GERDAU S A SPONSORED 37373710 4,896 741,883 SH DEFINED 1,2,7 741,883
GERMAN AMERN BANCORP COM 37386510 129 11,366 SH DEFINED 1 11,366
GERON CORP COM 37416310 5,740 1,229,218 SH DEFINED 1,2,6 1,229,218
GETTY RLTY CORP NEW COM 37429710 8,555 406,242 SH DEFINED 1,2,3 406,242
GEVITY HR INC COM 37439310 638 422,626 SH DEFINED 1 422,626
GFI GROUP INC COM 36165220 4,861 1,373,226 SH DEFINED 1,2 1,373,226
GIBRALTAR INDS INC COM 37468910 7,755 649,482 SH DEFINED 1,2 649,482
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
G-III APPAREL GROUP COM 36237H10 1,283 200,782 SH DEFINED 1,2 200,782
GILEAD SCIENCES INC NOTE 0.62 375558AH 476 350,000 SH DEFINED 1 350,000
GILEAD SCIENCES INC COM 37555810 1,714,523 33,526,075 SH DEFINED 1,2,5,6,7,8,10,12,13 33,526,075
GLACIER BANCORP INC COM 37637Q10 43,732 2,299,275 SH DEFINED 1,2,6 2,299,275
GLADSTONE CAPITAL CO COM 37653510 2,468 305,068 SH DEFINED 1,2 305,068
GLADSTONE COML CORP COM 37653610 137 16,164 SH DEFINED 1,3,5 16,164
GLADSTONE INVT CORP COM 37654610 1,320 268,778 SH DEFINED 1,2 268,778
GLATFELTER COM 37731610 9,331 1,003,347 SH DEFINED 1,2 1,003,347
GLAXOSMITHKLINE PLC SPONSORED 37733W10 570,798 15,315,218 SH DEFINED 1,2,6 15,315,218
GLG PARTNERS INC COM 37929X10 6,907 3,042,671 SH DEFINED 1,2,7,10 3,042,671
GLIMCHER RLTY TR SH BEN INT 37930210 4,363 1,552,842 SH DEFINED 1,2,3,5 1,552,842
GLOBAL CASH ACCESS H COM 37896710 1,667 750,759 SH DEFINED 1,2,6 750,759
GLOBAL CROSSING LTD SHS NEW G3921A17 3,508 441,843 SH DEFINED 1,2,6 441,843
GLOBAL INDS LTD COM 37933610 4,119 1,180,111 SH DEFINED 1,2,5,6,10 1,180,111
GLOBAL PMTS INC COM 37940X10 52,009 1,586,119 SH DEFINED 1,2,5,7,10 1,586,119
GLOBAL SOURCES LTD ORD G3930010 929 170,399 SH DEFINED 1 170,399
GLOBAL TRAFFIC NETWO COM 37947B10 774 132,550 SH DEFINED 1 132,550
GLOBALSTAR INC COM 37897340 120 601,374 SH DEFINED 1,2 601,374
GLOBECOMM SYSTEMS IN COM 37956X10 1,402 255,377 SH DEFINED 1,2 255,377
GMX RES INC COM 38011M10 7,511 296,631 SH DEFINED 1,2,5,6 296,631
GOL LINHAS AEREAS IN SP ADR REP 38045R10 98 23,200 SH DEFINED 1 23,200
GOLAR LNG LTD BERMUD SHS G9456A10 3,121 461,653 SH DEFINED 1 461,653
GOLD FIELDS LTD NEW SPONSORED 38059T10 165 16,641 SH DEFINED 1 16,641
GOLDCORP INC NEW COM 38095640 410 12,991 SH DEFINED 1,5 12,991
GOLDMAN SACHS GROUP COM 38141G10 1,577,168 18,689,042 SH DEFINED 1,2,5,6,7,8,10,12,13 18,689,042
GOODRICH CORP COM 38238810 168,925 4,563,063 SH DEFINED 1,2,5,6,7,8,10,12,13 4,563,063
GOODRICH PETE CORP COM NEW 38241040 12,276 409,887 SH DEFINED 1,2,6 409,887
GOODYEAR TIRE & RUBR COM 38255010 53,622 8,981,888 SH DEFINED 1,2,5,6,7,8,10,12,13 8,981,888
GOOGLE INC CL A 38259P50 2,600,319 8,452,199 SH DEFINED 1,2,5,6,7,8,10,12,13 8,452,199
GORMAN RUPP CO COM 38308210 6,810 218,824 SH DEFINED 1,2,6 218,824
GP STRATEGIES CORP COM 36225V10 67 14,857 SH DEFINED 1 14,857
GRACE W R & CO DEL N COM 38388F10 8,915 1,493,274 SH DEFINED 1,2,5,6 1,493,274
GRACO INC COM 38410910 33,132 1,396,199 SH DEFINED 1,2,5,6,10 1,396,199
GRAFTECH INTL LTD COM 38431310 19,390 2,330,556 SH DEFINED 1,2,5,6 2,330,556
GRAHAM CORP COM 38455610 1,879 173,680 SH DEFINED 1,2 173,680
GRAINGER W W INC COM 38480210 190,024 2,410,247 SH DEFINED 1,2,5,6,7,8,10,12,13 2,410,247
GRAMERCY CAP CORP COM 38487110 824 643,889 SH DEFINED 1,2,3,5 643,889
GRAN TIERRA ENERGY I COM 38500T10 8,772 3,132,820 SH DEFINED 1,2 3,132,820
GRAND CANYON ED INC COM 38526M10 2,155 114,769 SH DEFINED 1,2 114,769
GRANITE CONSTR INC COM 38732810 48,259 1,098,535 SH DEFINED 1,2,5,6,8 1,098,535
GRAPHIC PACKAGING HL COM 38868910 2,305 2,022,074 SH DEFINED 1,2,6 2,022,074
GRAY TELEVISION INC COM 38937510 269 671,538 SH DEFINED 1 671,538
GREAT ATLANTIC & PAC COM 39006410 4,071 649,307 SH DEFINED 1,2,5,6 649,307
GREAT LAKES DREDGE & COM 39060710 2,401 578,451 SH DEFINED 1,2 578,451
GREAT PLAINS ENERGY COM 39116410 43,265 2,238,218 SH DEFINED 1,2,5,8,10 2,238,218
GREAT WOLF RESORTS I COM 39152310 714 463,766 SH DEFINED 1,2 463,766
GREATBATCH INC COM 39153L10 13,858 523,731 SH DEFINED 1,2,5 523,731
GREEN BANKSHARES INC COM NEW 39436120 3,127 230,959 SH DEFINED 1,2 230,959
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
GREEN MTN COFFEE ROA COM 39312210 10,910 281,902 SH DEFINED 1,2,6 281,902
GREENBRIER COS INC COM 39365710 1,770 257,573 SH DEFINED 1,2 257,573
GREENHILL & CO INC COM 39525910 21,747 311,702 SH DEFINED 1,2,6 311,702
GREENHUNTER ENERGY I COM 39530A10 200 40,641 SH DEFINED 1,2 40,641
GREENLIGHT CAPITAL R CLASS A G4095J10 8,197 631,021 SH DEFINED 1,2,6 631,021
GREIF INC CL A 39762410 19,399 580,279 SH DEFINED 1,2,5,6,10 580,279
GRIFFIN LD & NURSERI CL A 39823110 1,468 39,826 SH DEFINED 1,2 39,826
GRIFFON CORP COM 39843310 8,186 877,433 SH DEFINED 1,2,6 877,433
GROUP 1 AUTOMOTIVE I COM 39890510 4,809 446,478 SH DEFINED 1,2 446,478
GROUPE CGI INC CL A SUB V 39945C10 111 14,270 SH DEFINED 1 14,270
GRUBB & ELLIS CO COM PAR $0 40009520 684 551,779 SH DEFINED 1,5 551,779
GRUPO AEROPORTUARIO SPON ADR S 40051E20 215 5,754 SH DEFINED 1 5,754
GRUPO FINANCIERO GAL SP ADR 10 39990910 33 14,809 SH DEFINED 1,2 14,809
GRUPO TELEVISA SA DE SP ADR REP 40049J20 11,602 776,580 SH DEFINED 1,2,7 776,580
GSI COMMERCE INC COM 36238G10 3,910 371,686 SH DEFINED 1,2,5,6 371,686
GT SOLAR INTL INC COM 3623E020 896 309,874 SH DEFINED 1,2 309,874
GTX INC DEL COM 40052B10 4,823 286,428 SH DEFINED 1,2,6 286,428
GUARANTY BANCORP DEL COM 40075T10 2,258 1,128,931 SH DEFINED 1,2 1,128,931
GUARANTY FINL GROUP COM 40108N10 3,599 1,378,763 SH DEFINED 1,2,5,13 1,378,763
GUESS INC COM 40161710 22,169 1,444,244 SH DEFINED 1,2,5,10 1,444,244
GUIDANCE SOFTWARE IN COM 40169210 380 93,075 SH DEFINED 1 93,075
GULF ISLAND FABRICAT COM 40230710 3,111 215,910 SH DEFINED 1,2,6 215,910
GULFMARK OFFSHORE IN COM 40262910 10,393 436,883 SH DEFINED 1,2,5,6 436,883
GULFPORT ENERGY CORP COM NEW 40263530 1,662 420,833 SH DEFINED 1,2,6 420,833
GYMBOREE CORP COM 40377710 21,385 819,662 SH DEFINED 1,2,6 819,662
H & E EQUIPMENT SERV COM 40403010 2,419 313,781 SH DEFINED 1,2 313,781
HACKETT GROUP INC COM 40460910 1,794 614,527 SH DEFINED 1,2,5 614,527
HAEMONETICS CORP COM 40502410 27,444 485,732 SH DEFINED 1,2,5,6 485,732
HAIN CELESTIAL GROUP COM 40521710 13,672 716,192 SH DEFINED 1,2,5 716,192
HALLIBURTON CO COM 40621610 769,623 42,333,505 SH DEFINED 1,2,5,6,7,8,10,12,13 42,333,505
HALLMARK FINL SVCS I COM NEW 40624Q20 610 69,523 SH DEFINED 1 69,523
HALOZYME THERAPEUTIC COM 40637H10 5,500 982,148 SH DEFINED 1,2,5,6 982,148
HANA BIOSCIENCES INC COM 40963P10 5 22,892 SH DEFINED 1 22,892
HANCOCK HLDG CO COM 41012010 41,740 918,174 SH DEFINED 1,2,6 918,174
HANESBRANDS INC COM 41034510 23,761 1,863,621 SH DEFINED 1,2,5,6,8,10 1,863,621
HANGER ORTHOPEDIC GR COM NEW 41043F20 7,365 507,568 SH DEFINED 1,2,5,6 507,568
HANMI FINL CORP COM 41049510 1,697 823,745 SH DEFINED 1,2 823,745
HANOVER INS GROUP IN COM 41086710 41,661 969,533 SH DEFINED 1,2,5,7,10 969,533
HANSEN MEDICAL INC COM 41130710 1,478 204,728 SH DEFINED 1,2,6 204,728
HANSEN NAT CORP COM 41131010 54,633 1,629,362 SH DEFINED 1,2,5,7,8,10,12,13 1,629,362
HARBIN ELECTRIC INC COM 41145W10 486 60,797 SH DEFINED 1 60,797
HARLEY DAVIDSON INC COM 41282210 139,600 8,226,272 SH DEFINED 1,2,5,6,7,8,10,12,13 8,226,272
HARLEYSVILLE GROUP I COM 41282410 10,646 306,549 SH DEFINED 1,2 306,549
HARLEYSVILLE NATL CO COM 41285010 10,187 705,491 SH DEFINED 1,2 705,491
HARMAN INTL INDS INC COM 41308610 33,103 1,978,687 SH DEFINED 1,2,5,6,8,10,12,13 1,978,687
HARMONIC INC COM 41316010 11,532 2,055,615 SH DEFINED 1,2,5,6 2,055,615
HARRIS & HARRIS GROU COM 41383310 1,383 350,107 SH DEFINED 1,2 350,107
HARRIS CORP DEL COM 41387510 206,456 5,425,918 SH DEFINED 1,2,5,6,7,8,10,12,13 5,425,918
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
HARRIS INTERACTIVE I COM 41454910 17 25,764 SH DEFINED 1 25,764
HARRIS STRATEX NTWRK CL A 41457P10 2,622 508,067 SH DEFINED 1,2,5 508,067
HARSCO CORP COM 41586410 69,248 2,501,751 SH DEFINED 1,2,5,7,8,10,12,13 2,501,751
HARTE-HANKS INC COM 41619610 6,261 1,003,320 SH DEFINED 1,2,5 1,003,320
HARTFORD FINL SVCS G COM 41651510 353,318 21,517,566 SH DEFINED 1,2,5,6,7,8,10,12,13 21,517,566
HARVARD BIOSCIENCE I COM 41690610 44 16,645 SH DEFINED 1 16,645
HARVEST NATURAL RESO COM 41754V10 2,479 576,563 SH DEFINED 1,2,5 576,563
HASBRO INC COM 41805610 169,272 5,802,948 SH DEFINED 1,2,5,6,7,8,10,12,13 5,802,948
HATTERAS FINL CORP COM 41902R10 6,441 242,127 SH DEFINED 1,2 242,127
HAVERTY FURNITURE IN COM 41959610 2,918 312,720 SH DEFINED 1,2 312,720
HAWAIIAN ELEC INDUST COM 41987010 37,753 1,705,184 SH DEFINED 1,2,5,10 1,705,184
HAWAIIAN HOLDINGS IN COM 41987910 7,840 1,228,870 SH DEFINED 1,2,6 1,228,870
HAYES LEMMERZ INTL I COM NEW 42078130 1,008 2,238,970 SH DEFINED 1,2,5 2,238,970
HAYNES INTERNATIONAL COM NEW 42087720 4,730 192,112 SH DEFINED 1,2,6 192,112
HCC INS HLDGS INC COM 40413210 65,714 2,456,588 SH DEFINED 1,2,5,7,8,10 2,456,588
HCP INC COM 40414L10 438,313 15,783,670 SH DEFINED 1,2,3,5,6,7,8,10,12,13 15,783,670
HDFC BANK LTD ADR REPS 3 40415F10 14,807 207,446 SH DEFINED 1,2,4,5,6,8 207,446
HEADWATERS INC COM 42210P10 5,506 815,674 SH DEFINED 1,2 815,674
HEALTH CARE REIT INC COM 42217K10 168,833 4,000,773 SH DEFINED 1,2,3,5,6,7,8,10,12,13 4,000,773
HEALTH GRADES INC COM 42218Q10 91 44,295 SH DEFINED 1,5 44,295
HEALTH MGMT ASSOC IN CL A 42193310 8,044 4,493,662 SH DEFINED 1,2,5,10 4,493,662
HEALTH NET INC COM 42222G10 27,185 2,496,301 SH DEFINED 1,2,5,7,8,10,12,13 2,496,301
HEALTHCARE RLTY TR COM 42194610 44,442 1,892,740 SH DEFINED 1,2,3,5 1,892,740
HEALTHCARE SVCS GRP COM 42190610 11,932 749,015 SH DEFINED 1,2,6 749,015
HEALTHSOUTH CORP COM NEW 42192430 25,055 2,286,007 SH DEFINED 1,2,5,6,7,8 2,286,007
HEALTHSPRING INC COM 42224N10 28,233 1,413,795 SH DEFINED 1,2 1,413,795
HEALTHTRONICS INC COM 42222L10 93 41,393 SH DEFINED 1,5 41,393
HEALTHWAYS INC COM 42224510 8,280 721,235 SH DEFINED 1,2,5,6 721,235
HEARST-ARGYLE TELEVI COM 42231710 1,564 258,008 SH DEFINED 1,2,5,10 258,008
HEARTLAND EXPRESS IN COM 42234710 18,639 1,182,656 SH DEFINED 1,2,5,6 1,182,656
HEARTLAND FINL USA I COM 42234Q10 4,027 195,588 SH DEFINED 1,2,6 195,588
HEARTLAND PMT SYS IN COM 42235N10 6,941 396,639 SH DEFINED 1,2,6 396,639
HECLA MNG CO COM 42270410 7,468 2,667,047 SH DEFINED 1,2,5,6 2,667,047
HEELYS INC COM 42279M10 57 25,080 SH DEFINED 1 25,080
HEICO CORP NEW COM 42280610 14,888 383,410 SH DEFINED 1,2,5,6 383,410
HEICO CORP NEW CL A 42280620 850 29,344 SH DEFINED 1,2,6 29,344
HEIDRICK & STRUGGLES COM 42281910 8,200 380,666 SH DEFINED 1,2,5,6 380,666
HEINZ H J CO COM 42307410 474,958 12,631,867 SH DEFINED 1,2,5,6,7,8,10,12,13 12,631,867
HELEN OF TROY CORP L COM G4388N10 7,792 448,834 SH DEFINED 1,2,5 448,834
HELIX ENERGY SOLUTIO COM 42330P10 14,382 1,986,512 SH DEFINED 1,2,5,7,10 1,986,512
HELLENIC TELECOM ORG SPONSORED 42332530 787 94,687 SH DEFINED 1 94,687
HELMERICH & PAYNE IN COM 42345210 61,775 2,715,378 SH DEFINED 1,2,5,7,8,10,12,13 2,715,378
HEMISPHERX BIOPHARMA COM 42366C10 11 31,823 SH DEFINED 1 31,823
HENRY JACK & ASSOC I COM 42628110 45,342 2,336,038 SH DEFINED 1,2,5,6 2,336,038
HERBALIFE LTD COM USD SH G4412G10 14,515 669,511 SH DEFINED 1,2,5,6,7,10 669,511
HERCULES OFFSHORE IN COM 42709310 5,796 1,220,209 SH DEFINED 1,2,5,10 1,220,209
HERCULES TECH GROWTH COM 42709650 4,834 610,398 SH DEFINED 1,2 610,398
HERITAGE COMMERCE CO COM 42692710 2,014 179,177 SH DEFINED 1,2 179,177
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
HERLEY INDS INC DEL COM 42739810 2,494 203,107 SH DEFINED 1,2 203,107
HERSHA HOSPITALITY T SH BEN INT 42782510 5,299 1,766,263 SH DEFINED 1,2,3,5 1,766,263
HERSHEY CO COM 42786610 213,835 6,155,283 SH DEFINED 1,2,5,6,7,8,10,12,13 6,155,283
HERTZ GLOBAL HOLDING COM 42805T10 19,050 3,757,462 SH DEFINED 1,2,5,7,8,10 3,757,462
HESS CORP COM 42809H10 634,769 11,833,873 SH DEFINED 1,2,5,6,7,8,10,12,13 11,833,873
HEWITT ASSOCS INC COM 42822Q10 40,875 1,440,269 SH DEFINED 1,2,5,7,8,10 1,440,269
HEWLETT PACKARD CO COM 42823610 4,614,074 127,144,496 SH DEFINED 1,2,5,6,7,8,10,12,13 127,144,496
HEXCEL CORP NEW COM 42829110 15,998 2,164,823 SH DEFINED 1,2,5,6 2,164,823
HFF INC CL A 40418F10 30 12,310 SH DEFINED 1 12,310
HHGREGG INC COM 42833L10 2,216 255,306 SH DEFINED 1,2,6 255,306
HI / FN INC COM 42835810 53 22,412 SH DEFINED 1 22,412
HIBBETT SPORTS INC COM 42856710 7,543 480,112 SH DEFINED 1,2,6 480,112
HICKORY TECH CORP COM 42906010 76 14,057 SH DEFINED 1 14,057
HIGHWOODS PPTYS INC COM 43128410 74,354 2,717,635 SH DEFINED 1,2,3,5 2,717,635
HILL INTERNATIONAL I COM 43146610 2,460 349,434 SH DEFINED 1,2,6 349,434
HILL ROM HLDGS INC COM 43147510 42,130 2,559,566 SH DEFINED 1,2,5,8,10,12 2,559,566
HILLENBRAND INC COM 43157110 13,471 807,637 SH DEFINED 1,2,5,6,7,10 807,637
HILLTOP HOLDINGS INC COM 43274810 7,543 774,413 SH DEFINED 1,2,3,5,6 774,413
HIMAX TECHNOLOGIES I SPONSORED 43289P10 23 14,337 SH DEFINED 2 14,337
HITACHI LIMITED ADR 10 COM 43357850 417 10,661 SH DEFINED 1 10,661
HITTITE MICROWAVE CO COM 43365Y10 9,177 311,491 SH DEFINED 1,2,6 311,491
HKN INC COM 40420K10 31 10,470 SH DEFINED 1,5 10,470
HLTH CORPORATION COM 40422Y10 12,006 1,147,826 SH DEFINED 1,2,5,6,8,10,12 1,147,826
HMS HLDGS CORP COM 40425J10 13,134 416,678 SH DEFINED 1,2,6 416,678
HNI CORP COM 40425110 19,000 1,199,468 SH DEFINED 1,2,5 1,199,468
HOKU SCIENTIFIC INC COM 43471210 44 16,600 SH DEFINED 1 16,600
HOLLIS-EDEN PHARMACE COM 43590210 16 23,507 SH DEFINED 1 23,507
HOLLY CORP COM PAR $0 43575830 16,839 923,694 SH DEFINED 1,2,5,6,10 923,694
HOLLYWOOD MEDIA CORP COM 43623310 12 11,519 SH DEFINED 1 11,519
HOLOGIC INC FRNT 2.00 436440AA 436 750,000 SH DEFINED 1 750,000
HOLOGIC INC COM 43644010 72,374 5,537,383 SH DEFINED 1,2,5,7,8,10,12,13 5,537,383
HOME BANCSHARES INC COM 43689320 6,028 223,668 SH DEFINED 1,2,6 223,668
HOME DEPOT INC COM 43707610 1,582,440 68,741,945 SH DEFINED 1,2,5,6,7,8,10,12,13 68,741,945
HOME DIAGNOSTICS INC COM 43708010 50 10,040 SH DEFINED 1 10,040
HOME FED BANCORP INC COM 43710G10 761 70,954 SH DEFINED 1 70,954
HOME PROPERTIES INC COM 43730610 46,511 1,145,584 SH DEFINED 1,2,3,5 1,145,584
HONDA MOTOR LTD AMERN SHS 43812830 1,354 63,426 SH DEFINED 1,2 63,426
HONEYWELL INTL INC COM 43851610 2,670,580 81,345,714 SH DEFINED 1,2,5,6,7,8,10,12,13 81,345,714
HOOKER FURNITURE COR COM 43903810 1,459 190,429 SH DEFINED 1,2 190,429
HOOPER HOLMES INC COM 43910410 17 68,456 SH DEFINED 1 68,456
HORACE MANN EDUCATOR COM 44032710 9,362 1,018,710 SH DEFINED 1,2,5 1,018,710
HORIZON FINL CORP WA COM 44041F10 61 12,972 SH DEFINED 1,2,5 12,972
HORIZON LINES INC COM 44044K10 1,714 491,148 SH DEFINED 1,2,5 491,148
HORMEL FOODS CORP COM 44045210 53,655 1,726,367 SH DEFINED 1,2,5,7,8,10,12,13 1,726,367
HORNBECK OFFSHORE SV COM 44054310 9,143 559,546 SH DEFINED 1,2,5,6 559,546
HORSEHEAD HLDG CORP COM 44069430 2,557 544,047 SH DEFINED 1,2 544,047
HOSPIRA INC COM 44106010 156,449 5,833,278 SH DEFINED 1,2,5,6,7,8,10,12,13 5,833,278
HOSPITALITY PPTYS TR COM SH BEN 44106M10 51,408 3,457,141 SH DEFINED 1,2,3,5,7,8,10 3,457,141
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
HOST HOTELS & RESORT COM 44107P10 225,883 29,839,217 SH DEFINED 1,2,3,5,6,7,8,10,12,13 29,839,217
HOT TOPIC INC COM 44133910 9,095 981,118 SH DEFINED 1,2,5 981,118
HOUSTON AMERN ENERGY COM 44183U10 643 190,296 SH DEFINED 1,2 190,296
HOUSTON WIRE & CABLE COM 44244K10 4,241 455,551 SH DEFINED 1,2,6 455,551
HOVNANIAN ENTERPRISE CL A 44248720 2,960 1,720,800 SH DEFINED 1,2,5 1,720,800
HQ SUSTAINABLE MARIT COM NEW 40426A20 480 61,315 SH DEFINED 1 61,315
HRPT PPTYS TR COM SH BEN 40426W10 25,454 7,553,103 SH DEFINED 1,2,3,5,7,10 7,553,103
HSBC HLDGS PLC SPON ADR N 40428040 6,006 123,407 SH DEFINED 1,2 123,407
HSN INC COM 40430310 7,459 1,026,034 SH DEFINED 1,2,5,7,8,10 1,026,034
HSW INTERNATIONAL IN COM 40431N10 116 304,345 SH DEFINED 1 304,345
HUANENG PWR INTL INC SPON ADR H 44330410 267 9,151 SH DEFINED 1,6 9,151
HUB GROUP INC CL A 44332010 22,987 866,450 SH DEFINED 1,2,5,6 866,450
HUBBELL INC CL B 44351020 32,118 982,788 SH DEFINED 1,2,5,7,10 982,788
HUDSON CITY BANCORP COM 44368310 420,425 26,342,411 SH DEFINED 1,2,5,6,7,8,10,12,13 26,342,411
HUDSON HIGHLAND GROU COM 44379210 3,344 998,333 SH DEFINED 1,2,5,6 998,333
HUGHES COMMUNICATION COM 44439810 1,758 110,260 SH DEFINED 1,2,6 110,260
HUGOTON RTY TR TEX UNIT BEN I 44471710 788 49,083 SH DEFINED 1,2,5 49,083
HUMAN GENOME SCIENCE COM 44490310 5,851 2,760,030 SH DEFINED 1,2,5,6 2,760,030
HUMANA INC COM 44485910 261,797 7,022,464 SH DEFINED 1,2,5,6,7,8,10,12,13 7,022,464
HUNGARIAN TEL & CABL COM 44554210 778 90,506 SH DEFINED 1,2 90,506
HUNT J B TRANS SVCS COM 44565810 51,214 1,949,534 SH DEFINED 1,2,5,7,8,10,12,13 1,949,534
HUNTINGTON BANCSHARE COM 44615010 149,857 19,563,606 SH DEFINED 1,2,5,6,7,8,10,12,13 19,563,606
HUNTSMAN CORP COM 44701110 6,622 1,925,091 SH DEFINED 1,2,5,7,8,10,13 1,925,091
HURCO COMPANIES INC COM 44732410 1,196 99,689 SH DEFINED 1,2,5 99,689
HURON CONSULTING GRO COM 44746210 19,492 340,355 SH DEFINED 1,2,5,6,8 340,355
HUTCHINSON TECHNOLOG COM 44840710 2,156 619,430 SH DEFINED 1,2,5 619,430
HYPERCOM CORP COM 44913M10 870 805,216 SH DEFINED 1,2 805,216
HYTHIAM INC COM 44919F10 10 26,772 SH DEFINED 1 26,772
I2 TECHNOLOGIES INC COM NEW 46575420 1,547 242,152 SH DEFINED 1,2,5 242,152
IAC INTERACTIVECORP COM PAR $. 44919P50 42,409 2,696,070 SH DEFINED 1,2,5,7,8,10,12,13 2,696,070
IBASIS INC COM NEW 45073220 596 422,626 SH DEFINED 1 422,626
IBERIABANK CORP COM 45082810 27,772 578,578 SH DEFINED 1,2,5 578,578
ICAD INC COM 44934S10 46 41,048 SH DEFINED 1,2 41,048
ICAHN ENTERPRISES LP DEPOSITRY 45110010 334 12,624 SH DEFINED 1,2 12,624
ICF INTL INC COM 44925C10 1,944 79,111 SH DEFINED 1,2,6 79,111
ICICI BK LTD ADR 45104G10 12,771 663,446 SH DEFINED 1,2,5,6,7,8 663,446
ICO GLOBAL COMM HLDG CL A 44930K10 1,683 1,489,198 SH DEFINED 1,2,6 1,489,198
ICO INC NEW COM 44929310 1,244 393,787 SH DEFINED 1,2 393,787
ICON PUB LTD CO SPONSORED 45103T10 1,298 65,921 SH DEFINED 1,5 65,921
ICONIX BRAND GROUP I COM 45105510 10,337 1,056,948 SH DEFINED 1,2,5,6 1,056,948
ICT GROUP INC COM 44929Y10 579 126,339 SH DEFINED 1,2 126,339
ICU MED INC COM 44930G10 9,127 275,413 SH DEFINED 1,2,6 275,413
ICX TECHNOLOGIES INC COM 44934T10 1,422 179,786 SH DEFINED 1,2,6 179,786
IDACORP INC COM 45110710 45,425 1,542,432 SH DEFINED 1,2,5 1,542,432
IDENIX PHARMACEUTICA COM 45166R20 2,817 486,558 SH DEFINED 1,2,6 486,558
IDERA PHARMACEUTICAL COM NEW 45168K30 2,051 267,052 SH DEFINED 1,2 267,052
IDEX CORP COM 45167R10 36,519 1,512,173 SH DEFINED 1,2,5,6,10 1,512,173
IDEXX LABS INC COM 45168D10 46,829 1,297,912 SH DEFINED 1,2,5,6,10 1,297,912
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
IDT CORP CL B 44894730 343 857,591 SH DEFINED 1,2 857,591
I-FLOW CORP COM NEW 44952030 1,559 324,843 SH DEFINED 1,2 324,843
IGATE CORP COM 45169U10 2,631 404,166 SH DEFINED 1,2,6 404,166
IGO INC COM 44959310 19 26,437 SH DEFINED 1 26,437
IHS INC CL A 45173410 21,021 561,755 SH DEFINED 1,2,5,10 561,755
II VI INC COM 90210410 8,978 470,295 SH DEFINED 1,2,6 470,295
IKANOS COMMUNICATION COM 45173E10 15 12,200 SH DEFINED 1 12,200
ILLINOIS TOOL WKS IN COM 45230810 514,485 14,678,592 SH DEFINED 1,2,5,6,7,8,10,12,13 14,678,592
ILLUMINA INC COM 45232710 43,653 1,675,735 SH DEFINED 1,2,5,7,8,10,12,13 1,675,735
I-MANY INC COM 44973Q10 6 25,061 SH DEFINED 1 25,061
IMATION CORP COM 45245A10 13,963 1,028,971 SH DEFINED 1,2,5 1,028,971
IMERGENT INC COM 45247Q10 61 14,746 SH DEFINED 1,5 14,746
IMMERSION CORP COM 45252110 2,596 440,795 SH DEFINED 1,2,5 440,795
IMMTECH PHARMACEUTIC COM 45251910 2 12,014 SH DEFINED 1 12,014
IMMUCOR INC COM 45252610 33,970 1,278,020 SH DEFINED 1,2,5,6 1,278,020
IMMUNOGEN INC COM 45253H10 2,968 691,726 SH DEFINED 1,2,5 691,726
IMMUNOMEDICS INC COM 45290710 1,492 877,549 SH DEFINED 1,2,5 877,549
IMPERIAL OIL LTD COM NEW 45303840 1,150 34,116 SH DEFINED 1,5 34,116
IMPERIAL SUGAR CO NE COM NEW 45309620 2,588 180,474 SH DEFINED 1,2 180,474
IMS HEALTH INC COM 44993410 107,623 7,099,168 SH DEFINED 1,2,5,6,7,8,10,12,13 7,099,168
INCYTE CORP COM 45337C10 6,173 1,628,763 SH DEFINED 1,2,5,6 1,628,763
INDEPENDENCE HLDG CO COM NEW 45344030 303 83,857 SH DEFINED 1 83,857
INDEPENDENT BANK COR COM 45383610 7,954 304,063 SH DEFINED 1,2,5 304,063
INDEPENDENT BANK COR COM 45383810 165 76,332 SH DEFINED 1,2 76,332
INDEVUS PHARMACEUTIC COM 45407210 3,668 1,168,229 SH DEFINED 1,2,5,6 1,168,229
INERGY HLDGS L P COM 45661Q10 278 12,820 SH DEFINED 1,2 12,820
INERGY L P UNIT LTD P 45661510 987 57,929 SH DEFINED 1,2 57,929
INFINEON TECHNOLOGIE SPONSORED 45662N10 27 19,585 SH DEFINED 1 19,585
INFINERA CORPORATION COM 45667G10 13,401 1,495,639 SH DEFINED 1,2,6 1,495,639
INFINITY PPTY & CAS COM 45665Q10 13,536 289,658 SH DEFINED 1,2,5 289,658
INFOCUS CORP COM 45665B10 30 37,478 SH DEFINED 1 37,478
INFOGROUP INC COM 45670G10 5,261 1,109,963 SH DEFINED 1,2 1,109,963
INFORMATICA CORP COM 45666Q10 24,620 1,793,139 SH DEFINED 1,2,5,6 1,793,139
INFOSPACE INC COM NEW 45678T20 5,723 758,042 SH DEFINED 1,2,6 758,042
INFOSYS TECHNOLOGIES SPONSORED 45678810 27,213 1,107,585 SH DEFINED 1,2,4,5,6,8 1,107,585
ING GROEP N V SPONSORED 45683710 770 69,327 SH DEFINED 1 69,327
INGERSOLL-RAND COMPA CL A G4776G10 186,972 10,776,508 SH DEFINED 1,2,5,6,7,8,10,12,13 10,776,508
INGLES MKTS INC CL A 45703010 3,965 225,420 SH DEFINED 1,2,5 225,420
INGRAM MICRO INC CL A 45715310 58,404 4,361,766 SH DEFINED 1,2,5,7,8,10 4,361,766
INLAND REAL ESTATE C COM NEW 45746120 26,206 2,018,989 SH DEFINED 1,2,3 2,018,989
INNERWORKINGS INC COM 45773Y10 2,972 453,749 SH DEFINED 1,2,6 453,749
INNODATA ISOGEN INC COM NEW 45764220 34 13,422 SH DEFINED 1 13,422
INNOPHOS HOLDINGS IN COM 45774N10 6,044 305,093 SH DEFINED 1,2 305,093
INNOSPEC INC COM 45768S10 2,802 475,660 SH DEFINED 1,2,5 475,660
INNOTRAC CORP COM 45767M10 17 10,328 SH DEFINED 1 10,328
INNOVATIVE SOLUTIONS COM 45769N10 89 22,545 SH DEFINED 1 22,545
INSIGHT ENTERPRISES COM 45765U10 6,691 969,656 SH DEFINED 1,2,5 969,656
INSITE VISION INC COM 45766010 7 34,008 SH DEFINED 1,2 34,008
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
INSITUFORM TECHNOLOG CL A 45766710 10,594 538,056 SH DEFINED 1,2 538,056
INSMED INC COM NEW 45766920 55 117,674 SH DEFINED 1,5 117,674
INSPIRE PHARMACEUTIC COM 45773310 2,114 587,129 SH DEFINED 1,2,5 587,129
INSTEEL INDUSTRIES I COM 45774W10 6,058 536,564 SH DEFINED 1,2,5 536,564
INSULET CORP COM 45784P10 1,838 238,131 SH DEFINED 1,2,6 238,131
INTEGRA BK CORP COM 45814P10 702 512,391 SH DEFINED 1,2 512,391
INTEGRA LIFESCIENCES COM NEW 45798520 14,362 403,774 SH DEFINED 1,2,6 403,774
INTEGRAL SYS INC MD COM 45810H10 3,707 307,643 SH DEFINED 1,2,6 307,643
INTEGRATED DEVICE TE COM 45811810 20,766 3,701,604 SH DEFINED 1,2,5,10 3,701,604
INTEGRATED ELECTRICA COM 45811E30 1,317 150,371 SH DEFINED 1,2,5 150,371
INTEGRATED SILICON S COM 45812P10 43 26,149 SH DEFINED 1,5 26,149
INTEGRYS ENERGY GROU COM 45822P10 142,565 3,317,010 SH DEFINED 1,2,5,6,7,8,10,12,13 3,317,010
INTEL CORP SDCV 2.95 458140AD 433 500,000 SH DEFINED 1 500,000
INTEL CORP COM 45814010 3,183,477 217,153,983 SH DEFINED 1,2,5,6,7,8,10,12,13 217,153,983
INTER PARFUMS INC COM 45833410 2,996 390,088 SH DEFINED 1,2,6 390,088
INTERACTIVE BROKERS COM 45841N10 17,803 995,157 SH DEFINED 1,2,6 995,157
INTERACTIVE DATA COR COM 45840J10 14,442 585,663 SH DEFINED 1,2,5 585,663
INTERACTIVE INTELLIG COM 45839M10 1,167 182,077 SH DEFINED 1,5 182,077
INTERCONTINENTAL HTL SPONS ADR 45857P30 196 23,436 SH DEFINED 1 23,436
INTERCONTINENTALEXCH COM 45865V10 238,658 2,894,926 SH DEFINED 1,2,5,6,7,8,10,12,13 2,894,926
INTERDIGITAL INC COM 45867G10 36,096 1,312,584 SH DEFINED 1,2,5,6 1,312,584
INTERFACE INC CL A 45866510 4,718 1,016,786 SH DEFINED 1,2,5,6 1,016,786
INTERLEUKIN GENETICS COM 45873810 2 12,342 SH DEFINED 1 12,342
INTERLINE BRANDS INC COM 45874310 5,417 509,557 SH DEFINED 1,2 509,557
INTERMEC INC COM 45878610 13,270 999,261 SH DEFINED 1,2,5,6 999,261
INTERMUNE INC COM 45884X10 5,779 546,212 SH DEFINED 1,2,5,6 546,212
INTERNAP NETWORK SVC COM PAR $. 45885A30 2,579 1,031,647 SH DEFINED 1,2,5 1,031,647
INTERNATIONAL ASSETS COM 45902810 1,165 135,795 SH DEFINED 1,2 135,795
INTERNATIONAL BANCSH COM 45904410 31,322 1,434,810 SH DEFINED 1,2,5,6,13 1,434,810
INTERNATIONAL BUSINE COM 45920010 6,262,270 74,409,105 SH DEFINED 1,2,5,6,7,8,10,12,13 74,409,105
INTERNATIONAL COAL G COM 45928H10 5,269 2,290,863 SH DEFINED 1,2,6 2,290,863
INTERNATIONAL FLAVOR COM 45950610 88,553 2,979,573 SH DEFINED 1,2,5,6,7,8,10,12,13 2,979,573
INTERNATIONAL GAME T DBCV 2.60 459902AP 236 250,000 SH DEFINED 1 250,000
INTERNATIONAL GAME T COM 45990210 122,930 10,338,900 SH DEFINED 1,2,5,6,7,8,10,12,13 10,338,900
INTERNATIONAL RECTIF COM 46025410 21,093 1,562,470 SH DEFINED 1,2,5,6,10 1,562,470
INTERNATIONAL SHIPHO COM NEW 46032120 1,759 69,454 SH DEFINED 1,2 69,454
INTERNATIONAL SPEEDW CL A 46033520 20,918 728,084 SH DEFINED 1,2,5,7,10 728,084
INTERNET BRANDS INC COM CLASS 46060810 1,702 292,516 SH DEFINED 1,2,6 292,516
INTERNET CAP GROUP I COM NEW 46059C20 3,299 605,407 SH DEFINED 1,2,6 605,407
INTERPUBLIC GROUP CO COM 46069010 71,858 18,145,852 SH DEFINED 1,2,5,6,7,8,10,12,13 18,145,852
INTERSIL CORP CL A 46069S10 20,915 2,275,819 SH DEFINED 1,2,5,7,10 2,275,819
INTERSTATE HOTELS & COM 46088S10 28 40,079 SH DEFINED 1,5 40,079
INTERVAL LEISURE GRO COM 46113M10 3,334 618,515 SH DEFINED 1,2,5,7,10 618,515
INTERWOVEN INC COM NEW 46114T50 13,776 1,093,296 SH DEFINED 1,2,5,6 1,093,296
INTEVAC INC COM 46114810 1,807 356,484 SH DEFINED 1,2,5 356,484
INTL PAPER CO COM 46014610 380,347 32,232,782 SH DEFINED 1,2,5,6,7,8,10,12,13 32,232,782
INTREPID POTASH INC COM 46121Y10 7,698 370,611 SH DEFINED 1,2,5,6,10 370,611
INTRICON CORP COM 46121H10 85 23,724 SH DEFINED 1 23,724
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
INTUIT COM 46120210 277,208 11,652,301 SH DEFINED 1,2,5,6,7,8,10,12,13 11,652,301
INTUITIVE SURGICAL I COM NEW 46120E60 173,315 1,364,793 SH DEFINED 1,2,5,6,7,8,10,12,13 1,364,793
INVACARE CORP COM 46120310 14,764 951,287 SH DEFINED 1,2,5 951,287
INVENTIV HEALTH INC COM 46122E10 6,315 547,201 SH DEFINED 1,2,6 547,201
INVERNESS MED INNOVA COM 46126P10 16,184 855,844 SH DEFINED 1,2,5,6,8,10 855,844
INVERNESS MED INNOVA PFD CONV S 46126P30 245 1,998 SH DEFINED 1 1,998
INVESCO LTD SHS G491BT10 244,119 16,905,773 SH DEFINED 1,2,5,6,7,8,10,12,13 16,905,773
INVESTMENT TECHNOLOG COM 46145F10 14,953 658,154 SH DEFINED 1,2,5,6,7,10 658,154
INVESTORS BANCORP IN COM 46146P10 9,958 741,510 SH DEFINED 1,2,6 741,510
INVESTORS REAL ESTAT SH BEN INT 46173010 10,604 990,099 SH DEFINED 1,2,3,5 990,099
ION GEOPHYSICAL CORP COM 46204410 5,693 1,659,681 SH DEFINED 1,2,5,6 1,659,681
IOWA TELECOMM SERVIC COM 46259420 7,386 517,216 SH DEFINED 1,2 517,216
IPASS INC COM 46261V10 63 51,808 SH DEFINED 1 51,808
IPC HLDGS LTD ORD G4933P10 33,248 1,111,971 SH DEFINED 1,2,5,8 1,111,971
IPC THE HOSPITALIST COM 44984A10 1,512 89,861 SH DEFINED 1,2,6 89,861
IPCS INC COM NEW 44980Y30 2,217 323,215 SH DEFINED 1,2,6 323,215
IPG PHOTONICS CORP COM 44980X10 3,838 291,231 SH DEFINED 1,2,6 291,231
IRELAND BK SPONSORED 46267Q10 274 57,395 SH DEFINED 1 57,395
IRIS INTL INC COM 46270W10 3,810 273,337 SH DEFINED 1,2,6 273,337
IROBOT CORP COM 46272610 2,359 261,226 SH DEFINED 1,2,6 261,226
IRON MTN INC COM 46284610 70,261 2,841,125 SH DEFINED 1,2,5,7,8,10,12,13 2,841,125
IRSA INVERSIONES Y R GLOBL DEP 45004720 150 34,600 SH DEFINED 1,2 34,600
IRWIN FINL CORP COM 46411910 45 34,984 SH DEFINED 1 34,984
ISHARES INC MSCI BRAZI 46428640 2,477 70,799 SH DEFINED 7 70,799
ISHARES INC MSCI CDA I 46428650 4,438 254,600 SH DEFINED 2 254,600
ISHARES INC MSCI TAIWA 46428673 3,077 405,368 SH DEFINED 1,6 405,368
ISHARES INC MSCI S KOR 46428677 15,539 555,545 SH DEFINED 1,5,6 555,545
ISHARES INC MSCI MALAY 46428683 276 37,875 SH DEFINED 6 37,875
ISHARES TR BARCLYS TI 46428717 15,792 159,125 SH DEFINED 1,2 159,125
ISHARES TR S&P 500 IN 46428720 64,997 719,706 SH DEFINED 1,2,6 719,706
ISHARES TR MSCI EMERG 46428723 10,767 431,207 SH DEFINED 1 431,207
ISHARES TR IBOXX INV 46428724 3,578 35,200 SH DEFINED 1,2 35,200
ISHARES TR S&P/TOPIX 46428738 411 9,900 SH DEFINED 1 9,900
ISHARES TR BARCLYS 1- 46428745 1,730 20,430 SH DEFINED 1 20,430
ISHARES TR MSCI EAFE 46428746 49,498 1,103,386 SH DEFINED 1,2,6 1,103,386
ISHARES TR S&P MIDCAP 46428750 4,233 79,380 SH DEFINED 1,2 79,380
ISHARES TR RUSSELL100 46428759 10,888 219,868 SH DEFINED 1,2 219,868
ISHARES TR RUSSELL 10 46428762 225 4,594 SH DEFINED 1 4,594
ISHARES TR RUSSELL 20 46428765 786 15,963 SH DEFINED 1 15,963
ISHARES TR RUSSELL 30 46428768 3,211 61,755 SH DEFINED 1 61,755
ISHARES TR S&P SMLCAP 46428780 23,172 527,000 SH DEFINED 1,2 527,000
ISHARES TR BARCLYS 1- 46428864 3,197 31,700 SH DEFINED 2 31,700
ISILON SYS INC COM 46432L10 1,097 333,493 SH DEFINED 1,2,6 333,493
ISIS PHARMACEUTICALS COM 46433010 50,606 3,568,845 SH DEFINED 1,2,5,6 3,568,845
ISLE OF CAPRI CASINO COM 46459210 777 242,745 SH DEFINED 1,2,5,6 242,745
ISOLAGEN INC COM 46488N10 6 34,200 SH DEFINED 1,2 34,200
ISTA PHARMACEUTICALS COM NEW 45031X20 17 23,832 SH DEFINED 1 23,832
ISTAR FINL INC COM 45031U10 3,585 1,607,626 SH DEFINED 1,2,5,10 1,607,626
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
ITC HLDGS CORP COM 46568510 36,809 842,686 SH DEFINED 1,2,5,6,8 842,686
ITRON INC COM 46574110 28,245 443,136 SH DEFINED 1,2,5,6,8,10 443,136
ITT CORP NEW COM 45091110 287,030 6,241,139 SH DEFINED 1,2,5,6,7,8,10,12,13 6,241,139
ITT EDUCATIONAL SERV COM 45068B10 73,915 778,213 SH DEFINED 1,2,5,6,7,8,10 778,213
ITURAN LOCATION AND SHS M6158M10 122 16,667 SH DEFINED 1 16,667
IXIA COM 45071R10 3,796 656,736 SH DEFINED 1,2,6 656,736
IXYS CORP COM 46600W10 3,691 446,834 SH DEFINED 1,2,5 446,834
J & J SNACK FOODS CO COM 46603210 10,812 301,347 SH DEFINED 1,2 301,347
J CREW GROUP INC COM 46612H40 22,503 1,844,527 SH DEFINED 1,2,5,6 1,844,527
J2 GLOBAL COMMUNICAT COM NEW 46626E20 17,804 888,418 SH DEFINED 1,2,6 888,418
JABIL CIRCUIT INC COM 46631310 70,144 10,391,764 SH DEFINED 1,2,5,6,7,8,10,12,13 10,391,764
JACK IN THE BOX INC COM 46636710 29,513 1,336,022 SH DEFINED 1,2,5,6 1,336,022
JACKSON HEWITT TAX S COM 46820210 10,490 668,608 SH DEFINED 1,2 668,608
JACO ELECTRS INC COM 46978310 15 19,600 SH DEFINED 1 19,600
JACOBS ENGR GROUP IN COM 46981410 207,938 4,323,038 SH DEFINED 1,2,5,6,7,8,10,12,13 4,323,038
JAKKS PAC INC COM 47012E10 15,108 732,322 SH DEFINED 1,2 732,322
JAMBA INC COM 47023A10 5 11,201 SH DEFINED 1 11,201
JAMES RIVER COAL CO COM NEW 47035520 6,413 418,361 SH DEFINED 1,2,6 418,361
JANUS CAP GROUP INC COM 47102X10 55,335 6,891,023 SH DEFINED 1,2,5,6,7,8,10,12,13 6,891,023
JARDEN CORP COM 47110910 8,358 726,769 SH DEFINED 1,2,5,10 726,769
JAVELIN PHARMACEUTIC COM 47189410 740 592,020 SH DEFINED 1 592,020
JAZZ PHARMACEUTICALS COM 47214710 171 88,700 SH DEFINED 1,2 88,700
JDA SOFTWARE GROUP I COM 46612K10 9,986 760,516 SH DEFINED 1,2 760,516
JDS UNIPHASE CORP COM PAR $0 46612J50 26,664 7,305,196 SH DEFINED 1,2,5,6,7,8,10,12,13 7,305,196
JEFFERIES GROUP INC COM 47231910 33,629 2,391,812 SH DEFINED 1,2,5,10 2,391,812
JER INVT TR INC COM 46614H30 352 378,100 SH DEFINED 1,2 378,100
JETBLUE AIRWAYS CORP COM 47714310 33,976 4,785,287 SH DEFINED 1,2,5,6 4,785,287
JMP GROUP INC COM 46629U10 80 14,500 SH DEFINED 1 14,500
JO-ANN STORES INC COM 47758P30 13,117 846,813 SH DEFINED 1,2 846,813
JOES JEANS INC COM 47777N10 18 51,239 SH DEFINED 1 51,239
JOHN BEAN TECHNOLOGI COM 47783910 7,415 907,603 SH DEFINED 1,2,5,7,10 907,603
JOHNSON & JOHNSON COM 47816010 8,703,032 145,462,672 SH DEFINED 1,2,5,6,7,8,10,12,13 145,462,672
JOHNSON CTLS INC COM 47836610 375,978 20,703,652 SH DEFINED 1,2,5,6,7,8,10,12,13 20,703,652
JONES APPAREL GROUP COM 48007410 17,680 3,017,011 SH DEFINED 1,2,5,6,8,10,13 3,017,011
JONES LANG LASALLE I COM 48020Q10 18,420 664,972 SH DEFINED 1,2,5,10 664,972
JONES SODA CO COM 48023P10 9 27,800 SH DEFINED 1 27,800
JOS A BANK CLOTHIERS COM 48083810 8,646 330,639 SH DEFINED 1,2,5,6 330,639
JOURNAL COMMUNICATIO CL A 48113010 2,389 975,139 SH DEFINED 1,2 975,139
JOY GLOBAL INC COM 48116510 83,571 3,650,967 SH DEFINED 1,2,5,7,8,10,12,13 3,650,967
JPMORGAN & CHASE & C COM 46625H10 5,343,598 169,476,617 SH DEFINED 1,2,5,6,7,8,10,12,13 169,476,617
JUNIPER NETWORKS INC COM 48203R10 329,392 18,811,636 SH DEFINED 1,2,5,6,7,8,10,12,13 18,811,636
JUPITERMEDIA CORP COM 48207D10 11 28,172 SH DEFINED 1 28,172
K FED BANCORP COM 48246S10 81 12,500 SH DEFINED 1 12,500
K SEA TRANSN PARTNER COM 48268Y10 142 11,037 SH DEFINED 1,2 11,037
K TRON INTL INC COM 48273010 2,958 37,025 SH DEFINED 1,2,5 37,025
K V PHARMACEUTICAL C CL A 48274020 1,585 550,224 SH DEFINED 1,2,5,6 550,224
K12 INC COM 48273U10 1,479 78,858 SH DEFINED 1,2,6 78,858
KADANT INC COM 48282T10 4,007 297,280 SH DEFINED 1,2 297,280
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
KAISER ALUMINUM CORP COM PAR $0 48300770 5,786 256,911 SH DEFINED 1,2 256,911
KAMAN CORP COM 48354810 9,277 511,707 SH DEFINED 1,2 511,707
KANSAS CITY LIFE INS COM 48483610 4,444 102,523 SH DEFINED 1,2 102,523
KANSAS CITY SOUTHERN COM NEW 48517030 32,904 1,727,224 SH DEFINED 1,2,5,7,10 1,727,224
KAPSTONE PAPER & PAC COM 48562P10 561 235,526 SH DEFINED 1 235,526
KAYDON CORP COM 48658710 21,982 639,940 SH DEFINED 1,2,5 639,940
KAYNE ANDERSON ENERG COM 48660Q10 1,260 167,711 SH DEFINED 1,2 167,711
KB FINANCIAL GROUP I SPONSORED 48241A10 3,159 120,561 SH DEFINED 1,2,4,6 120,561
KB HOME COM 48666K10 60,499 4,441,890 SH DEFINED 1,2,5,6,7,10,13 4,441,890
KBR INC COM 48242W10 57,054 3,753,553 SH DEFINED 1,2,5,7,8,10,12,13 3,753,553
KBW INC COM 48242310 10,101 439,164 SH DEFINED 1,2,6 439,164
KEARNY FINL CORP COM 48716910 4,969 388,240 SH DEFINED 1,2 388,240
KEITHLEY INSTRS INC COM 48758410 114 31,186 SH DEFINED 1 31,186
KELLOGG CO COM 48783610 404,102 9,215,545 SH DEFINED 1,2,5,6,7,8,10,12,13 9,215,545
KELLY SVCS INC CL A 48815220 11,803 907,225 SH DEFINED 1,2,5 907,225
KEMET CORP COM 48836010 361 1,335,754 SH DEFINED 1,2,5 1,335,754
KENDLE INTERNATIONAL COM 48880L10 6,344 246,646 SH DEFINED 1,2,6 246,646
KENEXA CORP COM 48887910 3,559 446,020 SH DEFINED 1,2,5,6 446,020
KENNAMETAL INC COM 48917010 30,620 1,379,891 SH DEFINED 1,2,5,10 1,379,891
KENSEY NASH CORP COM 49005710 3,174 163,501 SH DEFINED 1,2,6 163,501
KERYX BIOPHARMACEUTI COM 49251510 10 46,674 SH DEFINED 1 46,674
KEY ENERGY SVCS INC COM 49291410 5,438 1,232,999 SH DEFINED 1,2,5,6,10 1,232,999
KEY TECHNOLOGY INC COM 49314310 1,220 64,566 SH DEFINED 1 64,566
KEYCORP NEW COM 49326710 208,329 24,451,707 SH DEFINED 1,2,5,6,7,8,10,12,13 24,451,707
KEYNOTE SYS INC COM 49330810 1,534 199,017 SH DEFINED 1,2 199,017
KFORCE INC COM 49373210 5,324 693,236 SH DEFINED 1,2,5,6 693,236
KILROY RLTY CORP COM 49427F10 30,197 902,475 SH DEFINED 1,2,3,5,10 902,475
KIMBALL INTL INC CL B 49427410 5,564 646,210 SH DEFINED 1,2,5 646,210
KIMBERLY CLARK CORP COM 49436810 839,159 15,911,243 SH DEFINED 1,2,5,6,7,8,10,12,13 15,911,243
KIMCO REALTY CORP COM 49446R10 238,871 13,067,339 SH DEFINED 1,2,3,5,6,7,8,10,12,13 13,067,339
KINDER MORGAN ENERGY UT LTD PAR 49455010 8,499 185,774 SH DEFINED 1,2,8 185,774
KINDER MORGAN MANAGE SHS 49455U10 12,061 301,686 SH DEFINED 1,2,5,7,8,10,12,13 301,686
KINDRED HEALTHCARE I COM 49458010 15,742 1,209,074 SH DEFINED 1,2,5 1,209,074
KINETIC CONCEPTS INC COM NEW 49460W20 26,437 1,378,360 SH DEFINED 1,2,5,7,10,12 1,378,360
KING PHARMACEUTICALS COM 49558210 125,784 11,844,062 SH DEFINED 1,2,5,6,7,8,10,12,13 11,844,062
KINROSS GOLD CORP COM NO PAR 49690240 1,129 61,270 SH DEFINED 1,5,13 61,270
KIRBY CORP COM 49726610 18,450 674,330 SH DEFINED 1,2,5,6,10 674,330
KIRKLANDS INC COM 49749810 60 22,809 SH DEFINED 1 22,809
KITE RLTY GROUP TR COM 49803T10 6,068 1,091,448 SH DEFINED 1,2,3,5 1,091,448
KKR FINANCIAL HLDGS COM 48248A30 298 188,738 SH DEFINED 1,2 188,738
KLA-TENCOR CORP COM 48248010 134,750 6,184,047 SH DEFINED 1,2,5,6,7,8,10,12,13 6,184,047
KNIGHT CAPITAL GROUP CL A 49900510 81,705 5,059,161 SH DEFINED 1,2,5,7,8,13 5,059,161
KNIGHT TRANSN INC COM 49906410 19,586 1,215,002 SH DEFINED 1,2,5,6 1,215,002
KNIGHTSBRIDGE TANKER ORD G5299G10 3,894 265,836 SH DEFINED 1,2,5 265,836
KNOLL INC COM NEW 49890420 8,446 936,326 SH DEFINED 1,2 936,326
KNOLOGY INC COM 49918380 3,447 668,065 SH DEFINED 1,2,5,6 668,065
KNOT INC COM 49918410 3,714 446,401 SH DEFINED 1,2,5,6 446,401
KODIAK OIL & GAS COR COM 50015Q10 18 56,500 SH DEFINED 1 56,500
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
KOHLBERG CAPITAL COR COM 50023310 945 259,609 SH DEFINED 1,2 259,609
KOHLS CORP COM 50025510 403,153 11,136,821 SH DEFINED 1,2,5,6,7,8,10,12,13 11,136,821
KONINKLIJKE PHILIPS NY REG SH 50047230 1,456 73,254 SH DEFINED 1,2 73,254
KOPIN CORP COM 50060010 2,122 1,040,147 SH DEFINED 1,2,5 1,040,147
KOPPERS HOLDINGS INC COM 50060P10 7,518 347,730 SH DEFINED 1,2,6 347,730
KOREA ELECTRIC PWR SPONSORED 50063110 2,712 233,549 SH DEFINED 1 233,549
KORN FERRY INTL COM NEW 50064320 14,967 1,310,617 SH DEFINED 1,2,5,6 1,310,617
KOWABUNGA INC COM 50074710 4 65,900 SH DEFINED 1 65,900
KRAFT FOODS INC CL A 50075N10 2,068,207 77,028,187 SH DEFINED 1,2,5,6,7,8,10,12,13 77,028,187
KRATOS DEFENSE & SEC COM 50077B10 75 53,592 SH DEFINED 1 53,592
KRISPY KREME DOUGHNU COM 50101410 1,502 893,798 SH DEFINED 1,2,5,6 893,798
KROGER CO COM 50104410 699,670 26,492,621 SH DEFINED 1,2,5,6,7,8,10,12,13 26,492,621
KRONOS WORLDWIDE INC COM 50105F10 171 14,700 SH DEFINED 1,2 14,700
K-SWISS INC CL A 48268610 5,469 479,771 SH DEFINED 1,2 479,771
KT CORP SPONSORED 48268K10 685 46,714 SH DEFINED 1,2,5 46,714
KUBOTA CORP ADR 50117320 876 24,278 SH DEFINED 1 24,278
KULICKE & SOFFA INDS COM 50124210 1,808 1,063,298 SH DEFINED 1,2,5,6 1,063,298
KVH INDS INC COM 48273810 80 15,405 SH DEFINED 1 15,405
KYOCERA CORP ADR 50155620 681 9,404 SH DEFINED 1,2 9,404
L-1 IDENTITY SOLUTIO COM 50212A10 8,315 1,233,667 SH DEFINED 1,2,6 1,233,667
L-3 COMMUNICATIONS C DEBT 3.00 502413AW 199 200,000 SH DEFINED 1 200,000
L-3 COMMUNICATIONS H COM 50242410 305,708 4,143,507 SH DEFINED 1,2,5,6,7,8,10,12,13 4,143,507
LA BARGE INC COM 50247010 2,048 142,751 SH DEFINED 1,2 142,751
LA JOLLA PHARMACEUTI COM NEW 50345930 28 47,641 SH DEFINED 1 47,641
LA Z BOY INC COM 50533610 2,143 987,470 SH DEFINED 1,2,5 987,470
LABORATORY CORP AMER COM NEW 50540R40 255,357 3,964,560 SH DEFINED 1,2,5,6,7,8,10,12,13 3,964,560
LABRANCHE & CO INC COM 50544710 6,548 1,366,978 SH DEFINED 1,2,5,6 1,366,978
LACLEDE GROUP INC COM 50559710 23,119 493,565 SH DEFINED 1,2,5 493,565
LADENBURG THALMAN FI COM 50575Q10 943 1,309,289 SH DEFINED 1,2 1,309,289
LADISH INC COM NEW 50575420 3,528 254,746 SH DEFINED 1,2 254,746
LAKELAND BANCORP INC COM 51163710 4,172 370,526 SH DEFINED 1,2 370,526
LAKELAND FINL CORP COM 51165610 5,585 234,487 SH DEFINED 1,2 234,487
LAKES ENTMNT INC COM 51206P10 239 59,397 SH DEFINED 1,5 59,397
LAM RESEARCH CORP COM 51280710 69,436 3,262,985 SH DEFINED 1,2,5,7,8,10,12,13 3,262,985
LAMAR ADVERTISING CO CL A 51281510 21,519 1,713,295 SH DEFINED 1,2,5,7,8,10,12,13 1,713,295
LAN AIRLINES S A SPONSORED 50172310 11,149 1,384,940 SH DEFINED 1,2,5,7 1,384,940
LANCASTER COLONY COR COM 51384710 16,411 478,454 SH DEFINED 1,2,5 478,454
LANCE INC COM 51460610 11,859 516,945 SH DEFINED 1,2,6 516,945
LANDAUER INC COM 51476K10 14,217 193,955 SH DEFINED 1,2,6 193,955
LANDEC CORP COM 51476610 2,168 329,520 SH DEFINED 1,2 329,520
LANDRYS RESTAURANTS COM 51508L10 2,421 208,668 SH DEFINED 1,2 208,668
LANDSTAR SYS INC COM 51509810 30,980 806,154 SH DEFINED 1,2,5,6,10 806,154
LAS VEGAS SANDS CORP COM 51783410 17,413 2,936,347 SH DEFINED 1,2,5,7,8,10,12,13 2,936,347
LASALLE HOTEL PPTYS COM SH BEN 51794210 15,050 1,361,966 SH DEFINED 1,2,3,5 1,361,966
LASERCARD CORP COM 51807U10 39 10,671 SH DEFINED 1 10,671
LATTICE SEMICONDUCTO COM 51841510 2,918 1,932,421 SH DEFINED 1,2,5,6 1,932,421
LAUDER ESTEE COS INC CL A 51843910 128,741 4,158,292 SH DEFINED 1,2,5,6,7,8,10,12,13 4,158,292
LAWSON PRODS INC COM 52077610 1,948 85,232 SH DEFINED 1,2 85,232
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
LAWSON SOFTWARE INC COM 52078P10 9,185 1,937,855 SH DEFINED 1,2 1,937,855
LAYNE CHRISTENSEN CO COM 52105010 10,132 422,005 SH DEFINED 1,2,6 422,005
LAZARD LTD SHS A G5405010 21,444 721,053 SH DEFINED 1,2,5,10 721,053
LCA-VISION INC COM PAR $. 50180330 156 37,923 SH DEFINED 1,2 37,923
LEAP WIRELESS INTL I COM NEW 52186330 14,024 521,538 SH DEFINED 1,2,5,10 521,538
LEAPFROG ENTERPRISES CL A 52186N10 1,728 493,794 SH DEFINED 1,2,5,6 493,794
LEAR CORP COM 52186510 1,798 1,275,133 SH DEFINED 1,2,5,8 1,275,133
LEARNING TREE INTL I COM 52201510 808 94,884 SH DEFINED 1 94,884
LECG CORP COM 52323410 2,604 388,005 SH DEFINED 1,2 388,005
LECROY CORP COM 52324W10 61 19,918 SH DEFINED 1 19,918
LEE ENTERPRISES INC COM 52376810 302 737,522 SH DEFINED 1,2 737,522
LEGACY RESERVES LP UNIT LP IN 52470730 137 14,674 SH DEFINED 1,2 14,674
LEGG MASON INC COM 52490110 147,683 6,740,457 SH DEFINED 1,2,5,6,7,8,10,12,13 6,740,457
LEGGETT & PLATT INC COM 52466010 143,950 9,476,630 SH DEFINED 1,2,5,6,7,8,10,12,13 9,476,630
LENDER PROCESSING SV COM 52602E10 58,781 1,995,963 SH DEFINED 1,2,5,7,8,10,12 1,995,963
LENNAR CORP CL A 52605710 62,111 7,163,948 SH DEFINED 1,2,5,6,8,10,12,13 7,163,948
LENNOX INTL INC COM 52610710 50,364 1,559,734 SH DEFINED 1,2,5,10 1,559,734
LEUCADIA NATL CORP COM 52728810 141,432 7,143,050 SH DEFINED 1,2,5,6,7,8,10,12,13 7,143,050
LEVEL 3 COMMUNICATIO COM 52729N10 14,431 20,615,498 SH DEFINED 1,2,5,7,8,10,12,13 20,615,498
LEXICON PHARMACEUTIC COM 52887210 1,493 1,066,416 SH DEFINED 1,2,5,6 1,066,416
LEXINGTON REALTY TRU COM 52904310 10,483 2,096,629 SH DEFINED 1,2,3,5 2,096,629
LEXMARK INTL NEW CL A 52977110 132,051 4,908,956 SH DEFINED 1,2,5,6,7,8,10,12,13 4,908,956
LG DISPLAY CO LTD SPONS ADR 50186V10 299 36,157 SH DEFINED 1,2,6 36,157
LHC GROUP INC COM 50187A10 8,563 237,867 SH DEFINED 1,2,6 237,867
LIBBEY INC COM 52989810 242 193,333 SH DEFINED 1 193,333
LIBERTY GLOBAL INC COM SER A 53055510 54,029 3,393,774 SH DEFINED 1,2,5,7,8,10,12,13 3,393,774
LIBERTY GLOBAL INC COM SER C 53055530 14,306 942,403 SH DEFINED 1,2,5,7,8,10,12,13 942,403
LIBERTY MEDIA CORP N INT COM SE 53071M10 28,284 9,065,279 SH DEFINED 1,2,5,7,8,10,12,13 9,065,279
LIBERTY MEDIA CORP N CAP COM SE 53071M30 6,028 1,279,836 SH DEFINED 1,2,5,6,7,8,10 1,279,836
LIBERTY MEDIA CORP N ENT COM SE 53071M50 131,306 7,511,792 SH DEFINED 1,2,5,7,8,10,12,13 7,511,792
LIBERTY MEDIA CORP N DEB 3.12 530718AF 538 750,000 SH DEFINED 1 750,000
LIBERTY PPTY TR SH BEN INT 53117210 82,333 3,606,351 SH DEFINED 1,2,3,5,7,8,10,12,13 3,606,351
LIFE PARTNERS HOLDIN COM 53215T10 3,804 87,179 SH DEFINED 1,2,6 87,179
LIFE SCIENCES RESH I COM 53216910 1,203 128,610 SH DEFINED 1,2 128,610
LIFE TECHNOLOGIES CO COM 53217V10 175,107 7,512,087 SH DEFINED 1,2,5,6,7,8,10,12,13 7,512,087
LIFE TIME FITNESS IN COM 53217R20 10,742 829,477 SH DEFINED 1,2,6 829,477
LIFEPOINT HOSPITALS COM 53219L10 32,603 1,427,454 SH DEFINED 1,2,5,7,10 1,427,454
LIFEWAY FOODS INC COM 53191410 450 50,143 SH DEFINED 1 50,143
LIGAND PHARMACEUTICA CL B 53220K20 3,898 1,422,538 SH DEFINED 1,2,6 1,422,538
LILLY ELI & CO COM 53245710 1,591,778 39,527,647 SH DEFINED 1,2,5,6,7,8,10,12,13 39,527,647
LIME ENERGY CO COM NEW 53261U20 87 18,800 SH DEFINED 1 18,800
LIMELIGHT NETWORKS I COM 53261M10 1,025 418,205 SH DEFINED 1,2,6 418,205
LIMITED BRANDS INC COM 53271610 114,660 11,420,284 SH DEFINED 1,2,5,6,7,8,10,12,13 11,420,284
LIN TV CORP CL A 53277410 756 693,678 SH DEFINED 1,2 693,678
LINCARE HLDGS INC COM 53279110 55,529 2,061,965 SH DEFINED 1,2,5,7,8,10,12 2,061,965
LINCOLN EDL SVCS COR COM 53353510 727 54,871 SH DEFINED 1,2 54,871
LINCOLN ELEC HLDGS I COM 53390010 46,685 916,655 SH DEFINED 1,2,5,10 916,655
LINCOLN NATL CORP IN COM 53418710 217,598 11,549,774 SH DEFINED 1,2,5,6,7,8,10,12,13 11,549,774
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
LINDSAY CORP COM 53555510 6,272 197,291 SH DEFINED 1,2,5,6 197,291
LINEAR TECHNOLOGY CO NOTE 3.00 535678AC 217 300,000 SH DEFINED 1 300,000
LINEAR TECHNOLOGY CO COM 53567810 173,104 7,825,678 SH DEFINED 1,2,5,6,7,8,10,12,13 7,825,678
LINN ENERGY LLC UNIT LTD L 53602010 2,248 150,196 SH DEFINED 1,2 150,196
LIONBRIDGE TECHNOLOG COM 53625210 61 48,648 SH DEFINED 1,2 48,648
LIONS GATE ENTMNT CO COM NEW 53591920 183 33,266 SH DEFINED 1,2,6 33,266
LIQUIDITY SERVICES I COM 53635B10 1,817 218,170 SH DEFINED 1,2,6 218,170
LITHIA MTRS INC CL A 53679710 314 96,394 SH DEFINED 1,5 96,394
LITTELFUSE INC COM 53700810 8,948 539,017 SH DEFINED 1,2,6 539,017
LIVE NATION INC COM 53803410 8,605 1,499,153 SH DEFINED 1,2,5,6 1,499,153
LIVEPERSON INC COM 53814610 39 21,628 SH DEFINED 1 21,628
LIVEWIRE MOBILE INC COM 53837P10 5 51,117 SH DEFINED 1 51,117
LIZ CLAIBORNE INC COM 53932010 3,767 1,448,946 SH DEFINED 1,2,5,10 1,448,946
LKQ CORP COM 50188920 29,160 2,500,837 SH DEFINED 1,2,5,6,10 2,500,837
LLOYDS TSB GROUP PLC SPONSORED 53943910 845 109,726 SH DEFINED 1,2 109,726
LMI AEROSPACE INC COM 50207910 1,324 116,472 SH DEFINED 1,2,5 116,472
LOCKHEED MARTIN CORP COM 53983010 6,385,580 75,946,484 SH DEFINED 1,2,5,6,7,8,10,12,13 75,946,484
LODGENET INTERACTIVE COM 54021110 16 23,335 SH DEFINED 1,2 23,335
LODGIAN INC COM PAR $. 54021P40 604 283,749 SH DEFINED 1 283,749
LOEWS CORP COM 54042410 430,345 15,233,446 SH DEFINED 1,2,5,6,7,8,10,12,13 15,233,446
LOGITECH INTL S A SHS H5043023 238 15,284 SH DEFINED 1 15,284
LO-JACK CORP COM 53945110 114 27,671 SH DEFINED 1 27,671
LOOPNET INC COM 54352430 3,249 476,424 SH DEFINED 1,2,6 476,424
LORAL SPACE & COMMUN COM 54388110 2,738 188,467 SH DEFINED 1,2 188,467
LORILLARD INC COM 54414710 344,830 6,119,437 SH DEFINED 1,2,5,6,7,8,10,12,13 6,119,437
LOUISIANA PAC CORP COM 54634710 3,990 2,557,648 SH DEFINED 1,2,5 2,557,648
LOWES COS INC COM 54866110 2,475,803 115,046,595 SH DEFINED 1,2,5,6,7,8,10,12,13 115,046,595
LSB INDS INC COM 50216010 2,225 267,456 SH DEFINED 1,2 267,456
LSI CORPORATION COM 50216110 80,599 24,498,302 SH DEFINED 1,2,5,6,7,8,10,12,13 24,498,302
LSI INDS INC COM 50216C10 2,235 325,258 SH DEFINED 1,2 325,258
LTC PPTYS INC COM 50217510 10,336 509,644 SH DEFINED 1,2,3,5 509,644
LTX-CREDENCE CORP COM 50240310 455 1,686,130 SH DEFINED 1,2,5 1,686,130
LUBRIZOL CORP COM 54927110 123,136 3,383,787 SH DEFINED 1,2,5,7,10 3,383,787
LUBYS INC COM 54928210 1,136 271,135 SH DEFINED 1,2 271,135
LUCENT TECHNOLOGIES DBCV 2.87 549463AH 233 500,000 SH DEFINED 1 500,000
LUFKIN INDS INC COM 54976410 11,025 319,553 SH DEFINED 1,2,6 319,553
LULULEMON ATHLETICA COM 55002110 2,816 355,069 SH DEFINED 1,2,6 355,069
LUMBER LIQUIDATORS I COM 55003Q10 1,116 105,716 SH DEFINED 1,6 105,716
LUMINEX CORP DEL COM 55027E10 14,053 657,908 SH DEFINED 1,2,5,6 657,908
LUXOTTICA GROUP S P SPONSORED 55068R20 584 32,243 SH DEFINED 1 32,243
LYDALL INC DEL COM 55081910 4,168 724,788 SH DEFINED 1,2 724,788
M & F WORLDWIDE CORP COM 55254110 4,663 301,822 SH DEFINED 1,2,5,6 301,822
M & T BK CORP COM 55261F10 225,847 3,933,923 SH DEFINED 1,2,5,6,7,8,10,12,13 3,933,923
M D C HLDGS INC COM 55267610 48,985 1,616,657 SH DEFINED 1,2,5,6,7,10 1,616,657
M/I HOMES INC COM 55305B10 3,427 325,177 SH DEFINED 1,2 325,177
MACATAWA BK CORP COM 55422510 88 25,503 SH DEFINED 1 25,503
MACERICH CO COM 55438210 52,051 2,866,247 SH DEFINED 1,2,3,5,7,8,10,12,13 2,866,247
MAC-GRAY CORP COM 55415310 73 11,600 SH DEFINED 1 11,600
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
MACK CALI RLTY CORP COM 55448910 64,724 2,641,810 SH DEFINED 1,2,3,5,7,10 2,641,810
MACQUARIE INFRASTR C MEMBERSHIP 55608B10 242 64,262 SH DEFINED 1,2 64,262
MACROVISION SOLUTION COM 55611C10 30,792 2,434,115 SH DEFINED 1,2,5,6,7 2,434,115
MACYS INC COM 55616P10 163,662 15,812,746 SH DEFINED 1,2,5,6,7,8,10,12,13 15,812,746
MADDEN STEVEN LTD COM 55626910 8,592 403,004 SH DEFINED 1,2,5 403,004
MADECO SA SPONS ADR 55630420 78 11,992 SH DEFINED 1 11,992
MAGELLAN HEALTH SVCS COM NEW 55907920 36,340 927,984 SH DEFINED 1,2,5,6,8 927,984
MAGELLAN MIDSTREAM H COM LP INT 55907R10 277 19,946 SH DEFINED 1,2 19,946
MAGELLAN MIDSTREAM P COM UNIT R 55908010 2,656 87,916 SH DEFINED 1,2 87,916
MAGMA DESIGN AUTOMAT COM 55918110 720 705,471 SH DEFINED 1,2 705,471
MAGNETEK INC COM 55942410 191 79,650 SH DEFINED 1,5 79,650
MAGUIRE PPTYS INC COM 55977510 1,764 1,208,330 SH DEFINED 1,2,3,5 1,208,330
MAGYAR TELEKOM TELEC SPONSORED 55977610 236 16,695 SH DEFINED 1 16,695
MAHANAGAR TEL NIGAM SPONS ADR 55977840 75 21,800 SH DEFINED 5,8 21,800
MAIDEN HOLDINGS LTD SHS G5753U11 2,047 653,996 SH DEFINED 1,2 653,996
MAIDENFORM BRANDS IN COM 56030510 5,569 548,711 SH DEFINED 1,2 548,711
MAINSOURCE FINANCIAL COM 56062Y10 6,314 407,366 SH DEFINED 1,2 407,366
MAJESCO ENTERTAINMEN COM NEW 56069020 11 18,100 SH DEFINED 1 18,100
MANHATTAN ASSOCS INC COM 56275010 9,161 579,440 SH DEFINED 1,2,5,6 579,440
MANITOWOC INC COM 56357110 36,351 4,197,573 SH DEFINED 1,2,5,6,7,10,13 4,197,573
MANNATECH INC COM 56377110 607 247,556 SH DEFINED 1 247,556
MANNKIND CORP COM 56400P20 2,511 732,029 SH DEFINED 1,2,6 732,029
MANPOWER INC COM 56418H10 65,234 1,919,206 SH DEFINED 1,2,5,7,8,10,12,13 1,919,206
MANTECH INTL CORP CL A 56456310 27,882 514,521 SH DEFINED 1,2,6 514,521
MANULIFE FINL CORP COM 56501R10 3,031 177,965 SH DEFINED 1,5,13 177,965
MAP PHARMACEUTICALS COM 56509R10 843 120,818 SH DEFINED 1,2 120,818
MARATHON OIL CORP COM 56584910 779,675 28,496,895 SH DEFINED 1,2,5,6,7,8,10,12,13 28,496,895
MARCHEX INC CL B 56624R10 2,292 393,070 SH DEFINED 1,2,6 393,070
MARCUS CORP COM 56633010 6,801 419,059 SH DEFINED 1,2 419,059
MARINE PRODS CORP COM 56842710 1,041 185,290 SH DEFINED 1,2 185,290
MARINEMAX INC COM 56790810 972 286,599 SH DEFINED 1 286,599
MARINER ENERGY INC COM 56845T30 16,540 1,621,612 SH DEFINED 1,2,5,10 1,621,612
MARKEL CORP COM 57053510 34,414 115,096 SH DEFINED 1,2,5,8,10,12 115,096
MARKET LEADER INC COM 57056R10 24 14,200 SH DEFINED 1 14,200
MARKETAXESS HLDGS IN COM 57060D10 4,075 499,368 SH DEFINED 1,2,6 499,368
MARKWEST ENERGY PART UNIT LTD P 57075910 470 58,922 SH DEFINED 1,2 58,922
MARRIOTT INTL INC NE CL A 57190320 226,957 11,668,739 SH DEFINED 1,2,5,6,7,8,10,12,13 11,668,739
MARSH & MCLENNAN COS COM 57174810 506,042 20,850,533 SH DEFINED 1,2,5,6,7,8,10,12,13 20,850,533
MARSHALL & ILSLEY CO COM 57183710 169,623 12,435,703 SH DEFINED 1,2,5,6,7,8,10,12,13 12,435,703
MARSHALL EDWARDS INC COM 57232230 98 140,358 SH DEFINED 1 140,358
MARTEK BIOSCIENCES C COM 57290110 73,656 2,430,082 SH DEFINED 1,2,5,6,7,8 2,430,082
MARTEN TRANS LTD COM 57307510 5,416 285,665 SH DEFINED 1,2,6 285,665
MARTHA STEWART LIVIN CL A 57308310 1,000 384,593 SH DEFINED 1,2,6 384,593
MARTIN MARIETTA MATL COM 57328410 86,365 889,625 SH DEFINED 1,2,5,7,8,10,12,13 889,625
MARVEL ENTERTAINMENT COM 57383T10 48,520 1,577,890 SH DEFINED 1,2,5,6,7,8 1,577,890
MARVELL TECHNOLOGY G ORD G5876H10 41,411 6,208,578 SH DEFINED 1,2,5,7,8,10,12,13 6,208,578
MASCO CORP COM 57459910 168,854 15,171,077 SH DEFINED 1,2,5,6,7,8,10,12,13 15,171,077
MASIMO CORP COM 57479510 33,578 1,125,643 SH DEFINED 1,2,6 1,125,643
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
MASSEY ENERGY CORP COM 57620610 74,566 5,407,227 SH DEFINED 1,2,5,6,7,8,10,13 5,407,227
MASTEC INC COM 57632310 7,931 684,869 SH DEFINED 1,2,5 684,869
MASTECH HOLDINGS INC COM 57633B10 38 15,797 SH DEFINED 1,6 15,797
MASTERCARD INC CL A 57636Q10 378,588 2,648,763 SH DEFINED 1,2,5,6,7,8,10,12,13 2,648,763
MATERIAL SCIENCES CO COM 57667410 25 16,618 SH DEFINED 1 16,618
MATRIX SVC CO COM 57685310 3,726 485,828 SH DEFINED 1,2,5,6 485,828
MATRIXX INITIATIVES COM 57685L10 227 13,792 SH DEFINED 1 13,792
MATTEL INC COM 57708110 196,905 12,306,570 SH DEFINED 1,2,5,6,7,8,10,12,13 12,306,570
MATTHEWS INTL CORP CL A 57712810 31,050 846,500 SH DEFINED 1,2,5,6 846,500
MATTSON TECHNOLOGY I COM 57722310 1,244 882,129 SH DEFINED 1,2,6 882,129
MAUI LD & PINEAPPLE COM 57734510 905 67,364 SH DEFINED 1 67,364
MAX CAPITAL GROUP LT SHS G6052F10 15,557 878,952 SH DEFINED 1,2,5 878,952
MAXIM INTEGRATED PRO COM 57772K10 5,606 490,888 SH DEFINED 1,2,5 490,888
MAXIMUS INC COM 57793310 14,233 405,379 SH DEFINED 1,2,5 405,379
MAXWELL TECHNOLOGIES COM 57776710 1,146 226,030 SH DEFINED 1,2 226,030
MAXYGEN INC COM 57777610 4,178 468,387 SH DEFINED 1,2 468,387
MB FINANCIAL INC NEW COM 55264U10 20,974 750,408 SH DEFINED 1,2 750,408
MBIA INC COM 55262C10 38,434 9,443,204 SH DEFINED 1,2,5,6,8,10,12,13 9,443,204
MBT FINL CORP COM 57887710 51 16,687 SH DEFINED 1 16,687
MCAFEE INC COM 57906410 180,642 5,225,411 SH DEFINED 1,2,5,6,7,8,10,12,13 5,225,411
MCCLATCHY CO CL A 57948910 806 1,007,121 SH DEFINED 1,2,5,13 1,007,121
MCCORMICK & CO INC COM NON VT 57978020 144,792 4,544,643 SH DEFINED 1,2,5,6,7,8,10,12,13 4,544,643
MCCORMICK & SCHMICKS COM 57979310 57 14,300 SH DEFINED 1 14,300
MCDERMOTT INTL INC COM 58003710 35,823 3,625,853 SH DEFINED 1,2,5,7,8,10,12,13 3,625,853
MCDONALDS CORP COM 58013510 3,078,315 49,498,545 SH DEFINED 1,2,5,6,7,8,10,12,13 49,498,545
MCG CAPITAL CORP COM 58047P10 970 1,366,137 SH DEFINED 1,2 1,366,137
MCGRATH RENTCORP COM 58058910 9,473 443,488 SH DEFINED 1,2,6 443,488
MCGRAW HILL COS INC COM 58064510 274,269 11,827,020 SH DEFINED 1,2,5,6,7,8,10,12,13 11,827,020
MCKESSON CORP COM 58155Q10 401,194 10,358,749 SH DEFINED 1,2,5,6,7,8,10,12,13 10,358,749
MCMORAN EXPLORATION COM 58241110 17,256 1,760,781 SH DEFINED 1,2,6 1,760,781
MDRNA INC COM 55276N10 8 24,173 SH DEFINED 1 24,173
MDU RES GROUP INC COM 55269010 92,048 4,265,431 SH DEFINED 1,2,5,7,8,10,12,13 4,265,431
MEADOWBROOK INS GROU COM 58319P10 5,423 842,038 SH DEFINED 1,2 842,038
MEADWESTVACO CORP COM 58333410 98,782 8,827,730 SH DEFINED 1,2,5,6,7,8,10,12,13 8,827,730
MEASUREMENT SPECIALT COM 58342110 1,721 247,685 SH DEFINED 1,2 247,685
MECHEL OAO SPONSORED 58384010 7,764 1,941,065 SH DEFINED 1,2,4,5,7 1,941,065
MEDALLION FINL CORP COM 58392810 1,507 197,536 SH DEFINED 1,2 197,536
MEDAREX INC COM 58391610 14,099 2,526,634 SH DEFINED 1,2,5,6,8 2,526,634
MEDASSETS INC COM 58404510 4,248 290,951 SH DEFINED 1,2,6 290,951
MEDCATH CORP COM 58404W10 3,672 351,699 SH DEFINED 1,2,6 351,699
MEDCO HEALTH SOLUTIO COM 58405U10 748,079 17,849,645 SH DEFINED 1,2,5,6,7,8,10,12,13 17,849,645
MEDIA GEN INC CL A 58440410 644 367,756 SH DEFINED 1,2 367,756
MEDIACOM COMMUNICATI CL A 58446K10 5,749 1,337,000 SH DEFINED 1,2,5,6 1,337,000
MEDICAL ACTION INDS COM 58449L10 2,027 202,656 SH DEFINED 1,2 202,656
MEDICAL PPTYS TRUST COM 58463J30 10,863 1,721,584 SH DEFINED 1,2,3 1,721,584
MEDICINES CO COM 58468810 15,136 1,027,545 SH DEFINED 1,2,5,6 1,027,545
MEDICIS PHARMACEUTIC CL A NEW 58469030 23,300 1,676,258 SH DEFINED 1,2,5,6 1,676,258
MEDIS TECHNOLOGIES L COM 58500P10 170 378,722 SH DEFINED 1,5 378,722
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
MEDIVATION INC COM 58501N10 5,669 389,055 SH DEFINED 1,2,6 389,055
MEDTRONIC INC NOTE 1.62 585055AM 662 750,000 SH DEFINED 1 750,000
MEDTRONIC INC COM 58505510 1,276,440 40,625,070 SH DEFINED 1,2,5,6,7,8,10,12,13 40,625,070
MELCO CROWN ENTMT LT ADR 58546410 208 65,562 SH DEFINED 1,5 65,562
MEMC ELECTR MATLS IN COM 55271510 117,895 8,255,971 SH DEFINED 1,2,5,6,7,8,10,12,13 8,255,971
MEMORY PHARMACEUTICA COM 58606R40 54 89,900 SH DEFINED 1 89,900
MENS WEARHOUSE INC COM 58711810 19,213 1,418,952 SH DEFINED 1,2,5,6 1,418,952
MENTOR CORP MINN COM 58718810 19,197 620,644 SH DEFINED 1,2,5,6 620,644
MENTOR GRAPHICS CORP COM 58720010 12,194 2,358,589 SH DEFINED 1,2,5 2,358,589
MERCADOLIBRE INC COM 58733R10 7,079 431,364 SH DEFINED 1,2,6,8 431,364
MERCANTILE BANK CORP COM 58737610 46 10,623 SH DEFINED 1,5 10,623
MERCER INTL INC COM 58805610 852 443,503 SH DEFINED 1 443,503
MERCK & CO INC COM 58933110 2,687,846 88,415,989 SH DEFINED 1,2,5,6,7,8,10,12,13 88,415,989
MERCURY COMPUTER SYS COM 58937810 2,403 380,810 SH DEFINED 1,2,5 380,810
MERCURY GENL CORP NE COM 58940010 45,701 993,722 SH DEFINED 1,2,5,8,10,12 993,722
MEREDITH CORP COM 58943310 19,917 1,163,381 SH DEFINED 1,2,5,6,10,13 1,163,381
MERGE HEALTHCARE INC COM 58949910 50 39,357 SH DEFINED 1 39,357
MERIDIAN BIOSCIENCE COM 58958410 19,502 765,696 SH DEFINED 1,2,6 765,696
MERIDIAN INTERSTAT B COM 58964Q10 1,042 112,621 SH DEFINED 1,6 112,621
MERIDIAN RESOURCE CO COM 58977Q10 841 1,476,229 SH DEFINED 1,2,5 1,476,229
MERIT MED SYS INC COM 58988910 9,180 512,015 SH DEFINED 1,2,6 512,015
MERITAGE HOMES CORP COM 59001A10 30,274 2,487,558 SH DEFINED 1,2,5,6 2,487,558
MERIX CORP COM 59004910 9 32,009 SH DEFINED 1 32,009
MERRILL LYNCH & CO I NOTE 590188W4 43,200 400,000 SH DEFINED 1,5 400,000
MERRILL LYNCH & CO I COM 59018810 1,412,809 121,374,550 SH DEFINED 1,2,5,6,7,8,10,12,13 121,374,550
MERUELO MADDUX PROPE COM 59047310 842 679,259 SH DEFINED 1,2 679,259
MESA AIR GROUP INC COM 59047910 7 25,218 SH DEFINED 1 25,218
MET PRO CORP COM 59087630 2,303 172,904 SH DEFINED 1,2 172,904
METABOLIX INC COM 59101880 3,419 268,805 SH DEFINED 1,2 268,805
METALICO INC COM 59117610 513 330,756 SH DEFINED 1,2,6 330,756
METALLINE MINING INC COM 59125710 4 17,699 SH DEFINED 1,2 17,699
METAVANTE TECHNOLOGI COM 59140710 29,884 1,855,011 SH DEFINED 1,2,5,6,10,12 1,855,011
METHANEX CORP COM 59151K10 311 27,631 SH DEFINED 1,5 27,631
METHODE ELECTRS INC COM 59152020 10,423 1,546,448 SH DEFINED 1,2 1,546,448
METLIFE INC COM 59156R10 1,094,350 31,392,724 SH DEFINED 1,2,5,6,7,8,10,12,13 31,392,724
METROCORP BANCSHARES COM 59165010 76 10,154 SH DEFINED 1 10,154
METROPCS COMMUNICATI COM 59170810 46,577 3,136,513 SH DEFINED 1,2,5,7,8,10,12,13 3,136,513
METROPOLITAN HEALTH COM 59214210 63 39,654 SH DEFINED 1,5 39,654
METTLER TOLEDO INTER COM 59268810 47,288 701,606 SH DEFINED 1,2,5,10 701,606
MF GLOBAL LTD SHS G6064210 2,041 1,000,415 SH DEFINED 1,2,5,7,10 1,000,415
MFA MTG INVTS INC COM 55272X10 25,409 4,313,985 SH DEFINED 1,2 4,313,985
MGE ENERGY INC COM 55277P10 12,938 392,068 SH DEFINED 1,2 392,068
MGIC INVT CORP WIS COM 55284810 7,952 2,285,118 SH DEFINED 1,2,5,10 2,285,118
MGM MIRAGE COM 55295310 23,513 1,708,787 SH DEFINED 1,2,5,7,8,10,12,13 1,708,787
MICREL INC COM 59479310 11,417 1,561,878 SH DEFINED 1,2,5,6 1,561,878
MICROCHIP TECHNOLOGY COM 59501710 125,420 6,421,931 SH DEFINED 1,2,5,6,7,8,10,12,13 6,421,931
MICROMET INC COM 59509C10 93 21,246 SH DEFINED 1 21,246
MICRON TECHNOLOGY IN COM 59511210 88,027 33,343,388 SH DEFINED 1,2,5,6,7,8,10,12,13 33,343,388
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
MICRONETICS INC DEL COM 59512510 34 10,033 SH DEFINED 1 10,033
MICROS SYS INC COM 59490110 25,740 1,577,189 SH DEFINED 1,2,5,6 1,577,189
MICROSEMI CORP COM 59513710 21,185 1,676,052 SH DEFINED 1,2,5,6 1,676,052
MICROSOFT CORP COM 59491810 5,727,397 294,619,195 SH DEFINED 1,2,5,6,7,8,10,12,13 294,619,195
MICROSTRATEGY INC CL A NEW 59497240 8,883 239,245 SH DEFINED 1,2,5,6 239,245
MICROTUNE INC DEL COM 59514P10 1,689 827,893 SH DEFINED 1,2,5 827,893
MICROVISION INC DEL COM 59496010 1,408 838,301 SH DEFINED 1,2 838,301
MICRUS ENDOVASCULAR COM 59518V10 2,363 203,491 SH DEFINED 1,2,5 203,491
MID-AMER APT CMNTYS COM 59522J10 38,843 1,045,296 SH DEFINED 1,2,3,5 1,045,296
MIDAS GROUP INC COM 59562610 3,288 313,471 SH DEFINED 1,2 313,471
MIDCAP SPDR TR UNIT SER 1 59563510 719 7,400 SH DEFINED 2 7,400
MIDDLEBROOK PHARMACE COM 59608710 649 432,982 SH DEFINED 1,2 432,982
MIDDLEBY CORP COM 59627810 7,432 272,525 SH DEFINED 1,2,6 272,525
MIDDLESEX WATER CO COM 59668010 3,700 214,736 SH DEFINED 1,2,5 214,736
MIDWAY GAMES INC COM 59814810 59 310,680 SH DEFINED 1,2 310,680
MIDWEST BANC HOLDING COM 59825110 509 363,430 SH DEFINED 1,2 363,430
MILLER HERMAN INC COM 60054410 22,560 1,731,366 SH DEFINED 1,2,5,6,8 1,731,366
MILLICOM INTL CELLUL SHS NEW L6388F11 5,792 128,974 SH DEFINED 1,2,5,8,12 128,974
MILLIPORE CORP COM 60107310 101,824 1,976,407 SH DEFINED 1,2,5,6,7,8,10,12,13 1,976,407
MINDSPEED TECHNOLOGI COM NEW 60268220 19 22,328 SH DEFINED 1,5 22,328
MINE SAFETY APPLIANC COM 60272010 21,286 890,257 SH DEFINED 1,2,5,6 890,257
MINERALS TECHNOLOGIE COM 60315810 26,240 641,564 SH DEFINED 1,2,5 641,564
MIPS TECHNOLOGIES IN COM 60456710 764 688,011 SH DEFINED 1 688,011
MIRANT CORP NEW COM 60467R10 50,183 2,659,386 SH DEFINED 1,2,5,7,8,10,12,13 2,659,386
MISSION WEST PPTYS I COM 60520310 2,630 343,787 SH DEFINED 1,2,3,5 343,787
MITCHAM INDS INC COM 60650110 419 105,487 SH DEFINED 1 105,487
MITSUBISHI UFJ FINL SPONSORED 60682210 2,591 417,226 SH DEFINED 1,2 417,226
MITSUI & CO LTD ADR 60682720 987 4,816 SH DEFINED 1,2 4,816
MIVA INC COM 55311R10 5 29,129 SH DEFINED 1 29,129
MIZUHO FINL GROUP IN SPONSORED 60687Y10 260 45,020 SH DEFINED 1 45,020
MKS INSTRUMENT INC COM 55306N10 21,290 1,439,490 SH DEFINED 1,2,5 1,439,490
MOBILE MINI INC COM 60740F10 8,733 605,632 SH DEFINED 1,2,5,6 605,632
MOBILE TELESYSTEMS O SPONSORED 60740910 39,758 1,490,179 SH DEFINED 1,2,4,5,7,8 1,490,179
MODINE MFG CO COM 60782810 4,010 823,414 SH DEFINED 1,2,5 823,414
MODUSLINK GLOBAL SOL COM 60786L10 2,499 864,738 SH DEFINED 1,2,5 864,738
MOHAWK INDS INC COM 60819010 80,584 1,875,346 SH DEFINED 1,2,5,7,8,10,12,13 1,875,346
MOLECULAR INSIGHT PH COM 60852M10 874 203,252 SH DEFINED 1 203,252
MOLEX INC COM 60855410 64,425 4,446,196 SH DEFINED 1,2,5,6,8,10,12,13 4,446,196
MOLEX INC CL A 60855420 1,512 116,722 SH DEFINED 1,2,5,12 116,722
MOLINA HEALTHCARE IN COM 60855R10 5,555 315,443 SH DEFINED 1,2 315,443
MOLSON COORS BREWING CL B 60871R20 262,182 5,359,395 SH DEFINED 1,2,5,6,7,8,10,12,13 5,359,395
MOMENTA PHARMACEUTIC COM 60877T10 7,212 621,760 SH DEFINED 1,2,5,6 621,760
MONACO COACH CORP COM 60886R10 8 16,479 SH DEFINED 1 16,479
MONARCH CASINO & RES COM 60902710 2,218 190,354 SH DEFINED 1,2,6 190,354
MONEYGRAM INTL INC COM 60935Y10 172 168,475 SH DEFINED 1,2,5 168,475
MONMOUTH REAL ESTATE CL A 60972010 2,155 307,800 SH DEFINED 1,2,3 307,800
MONOGRAM BIOSCIENCES COM NEW 60975U20 81 31,261 SH DEFINED 1 31,261
MONOLITHIC PWR SYS I COM 60983910 5,020 398,109 SH DEFINED 1,2,6 398,109
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
MONOTYPE IMAGING HOL COM 61022P10 2,770 477,657 SH DEFINED 1,2,6 477,657
MONRO MUFFLER BRAKE COM 61023610 7,212 282,813 SH DEFINED 1,2,5 282,813
MONSANTO CO NEW COM 61166W10 1,471,673 20,919,310 SH DEFINED 1,2,5,6,7,8,10,12,13 20,919,310
MONSTER WORLDWIDE IN COM 61174210 52,593 4,350,101 SH DEFINED 1,2,5,6,8,10,13 4,350,101
MONTPELIER RE HOLDIN SHS G6218510 30,623 1,823,891 SH DEFINED 1,2,5 1,823,891
MOODYS CORP COM 61536910 164,059 8,166,224 SH DEFINED 1,2,5,6,7,8,10,12,13 8,166,224
MOOG INC CL A 61539420 28,861 789,198 SH DEFINED 1,2,5 789,198
MORGAN STANLEY COM NEW 61744644 2,316,649 144,429,478 SH DEFINED 1,2,5,6,7,8,10,12,13 144,429,478
MORGANS HOTEL GROUP COM 61748W10 1,898 407,391 SH DEFINED 1,2,6 407,391
MORNINGSTAR INC COM 61770010 5,075 142,970 SH DEFINED 1,2,6,10 142,970
MORTONS RESTAURANT G COM 61943010 34 12,014 SH DEFINED 1 12,014
MOSAIC CO COM 61945A10 80,444 2,324,982 SH DEFINED 1,2,5,7,8,10,12,13 2,324,982
MOSYS INC COM 61971810 66 31,222 SH DEFINED 1 31,222
MOTOROLA INC COM 62007610 348,306 78,624,452 SH DEFINED 1,2,5,6,7,8,10,12,13 78,624,452
MOVADO GROUP INC COM 62458010 3,834 408,338 SH DEFINED 1,2 408,338
MOVE INC COM COM 62458M10 3,677 2,298,266 SH DEFINED 1,2,5,6 2,298,266
MPS GROUP INC COM 55340910 20,330 2,699,901 SH DEFINED 1,2,5 2,699,901
MRV COMMUNICATIONS I COM 55347710 1,737 2,255,732 SH DEFINED 1,2,5 2,255,732
MSC INDL DIRECT INC CL A 55353010 31,389 852,275 SH DEFINED 1,2,5,6,10 852,275
MSC SOFTWARE CORP COM 55353110 4,709 704,953 SH DEFINED 1,2,6 704,953
MSCI INC CL A 55354G10 8,809 496,019 SH DEFINED 1,2,5,6,8,10 496,019
MTR GAMING GROUP INC COM 55376910 35 20,668 SH DEFINED 1,5,6 20,668
MTS SYS CORP COM 55377710 9,670 362,971 SH DEFINED 1,2,6 362,971
MUELLER INDS INC COM 62475610 18,769 748,383 SH DEFINED 1,2,5 748,383
MUELLER WTR PRODS IN COM SER A 62475810 16,986 2,022,124 SH DEFINED 1,2 2,022,124
MUELLER WTR PRODS IN COM SER B 62475820 2,342 277,431 SH DEFINED 1,2 277,431
MULTI COLOR CORP COM 62538310 2,368 149,674 SH DEFINED 1,2 149,674
MULTI FINELINE ELECT COM 62541B10 2,340 200,184 SH DEFINED 1,2,6 200,184
MULTIMEDIA GAMES INC COM 62545310 475 199,571 SH DEFINED 1,5 199,571
MURPHY OIL CORP COM 62671710 334,093 7,533,106 SH DEFINED 1,2,5,6,7,8,10,12,13 7,533,106
MVC CAPITAL INC COM 55382910 3,778 344,359 SH DEFINED 1,2 344,359
MWI VETERINARY SUPPL COM 55402X10 4,881 181,030 SH DEFINED 1,2,6 181,030
MYERS INDS INC COM 62846410 4,051 506,422 SH DEFINED 1,2,6 506,422
MYLAN INC NOTE 1.25 628530AG 163 250,000 SH DEFINED 1 250,000
MYLAN INC COM 62853010 98,085 9,917,639 SH DEFINED 1,2,5,6,8,10,12,13 9,917,639
MYLAN INC PFD CONV 62853020 264 400 SH DEFINED 1 400
MYR GROUP INC DEL COM 55405W10 144 14,400 SH DEFINED 1 14,400
MYRIAD GENETICS INC COM 62855J10 104,139 1,571,671 SH DEFINED 1,2,5,7 1,571,671
NABI BIOPHARMACEUTIC COM 62951910 3,440 1,026,892 SH DEFINED 1,2,5 1,026,892
NABORS INDS INC NOTE 0.94 629568AP 824 1,000,000 SH DEFINED 1 1,000,000
NABORS INDUSTRIES LT SHS G6359F10 153,519 12,825,335 SH DEFINED 1,2,5,6,7,8,10,12,13 12,825,335
NACCO INDS INC CL A 62957910 3,647 97,475 SH DEFINED 1,2 97,475
NALCO HOLDING COMPAN COM 62985Q10 19,097 1,654,896 SH DEFINED 1,2,5,8,10 1,654,896
NAM TAI ELECTRS INC COM PAR $0 62986520 215 39,036 SH DEFINED 1,5 39,036
NANOGEN INC COM 63007510 6 45,403 SH DEFINED 1 45,403
NANOPHASE TCHNOLOGIE COM 63007910 16 15,558 SH DEFINED 1 15,558
NANOSPHERE INC COM 63009F10 771 162,040 SH DEFINED 1 162,040
NAPCO SEC SYS INC COM 63040210 18 14,409 SH DEFINED 1 14,409
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
NARA BANCORP INC COM 63080P10 4,185 425,788 SH DEFINED 1,2,5 425,788
NASB FINL INC COM 62896810 1,683 62,315 SH DEFINED 1 62,315
NASDAQ OMX GROUP INC COM 63110310 145,957 5,906,807 SH DEFINED 1,2,5,6,7,8,10,12,13 5,906,807
NASH FINCH CO COM 63115810 25,679 572,049 SH DEFINED 1,2,7,8 572,049
NATCO GROUP INC CL A 63227W20 4,983 328,236 SH DEFINED 1,2,5,6 328,236
NATIONAL BEVERAGE CO COM 63501710 1,616 179,552 SH DEFINED 1,2 179,552
NATIONAL BK GREECE S SPONSORED 63364340 1,280 335,983 SH DEFINED 1,2 335,983
NATIONAL CINEMEDIA I COM 63530910 7,335 723,408 SH DEFINED 1,2,6 723,408
NATIONAL CITY CORP NOTE 4.00 635405AW 223 250,000 SH DEFINED 1 250,000
NATIONAL CITY CORP COM 63540510 135,292 74,747,061 SH DEFINED 1,2,5,6,7,8,10,13 74,747,061
NATIONAL COAL CORP COM NEW 63238120 424 333,788 SH DEFINED 1 333,788
NATIONAL FINL PARTNE COM 63607P20 3,199 1,052,241 SH DEFINED 1,2 1,052,241
NATIONAL FUEL GAS CO COM 63618010 51,361 1,639,365 SH DEFINED 1,2,5,10 1,639,365
NATIONAL GRID PLC SPON ADR N 63627430 948 18,796 SH DEFINED 1 18,796
NATIONAL HEALTH INVS COM 63633D10 10,953 399,302 SH DEFINED 1,2,3 399,302
NATIONAL HEALTHCARE COM 63590610 6,961 137,465 SH DEFINED 1,2,3,5,6 137,465
NATIONAL INSTRS CORP COM 63651810 33,995 1,395,516 SH DEFINED 1,2,5,6,10 1,395,516
NATIONAL INTERSTATE COM 63654U10 1,947 108,952 SH DEFINED 1,2 108,952
NATIONAL OILWELL VAR COM 63707110 437,936 17,918,837 SH DEFINED 1,2,5,6,7,8,10,12,13 17,918,837
NATIONAL PENN BANCSH COM 63713810 51,545 3,552,359 SH DEFINED 1,2,5,7,8 3,552,359
NATIONAL PRESTO INDS COM 63721510 9,192 119,375 SH DEFINED 1,2,5 119,375
NATIONAL RESEARCH CO COM 63737210 490 16,917 SH DEFINED 1 16,917
NATIONAL RETAIL PROP COM 63741710 28,409 1,652,618 SH DEFINED 1,2,3,5 1,652,618
NATIONAL SEMICONDUCT COM 63764010 85,928 8,533,039 SH DEFINED 1,2,5,6,7,8,10,12,13 8,533,039
NATIONAL WESTN LIFE CL A 63852210 6,702 39,619 SH DEFINED 1,2 39,619
NATIONWIDE FINL SVCS CL A 63861210 36,468 698,489 SH DEFINED 1,2,5,7,8,10,12,13 698,489
NATIONWIDE HEALTH PP COM 63862010 109,261 3,804,347 SH DEFINED 1,2,3,5,7,10 3,804,347
NATURAL GAS SERVICES COM 63886Q10 1,756 173,387 SH DEFINED 1,2 173,387
NATURAL RESOURCE PAR COM UNIT L 63900P10 854 48,935 SH DEFINED 1,2 48,935
NATUS MEDICAL INC DE COM 63905010 6,013 464,329 SH DEFINED 1,2,6 464,329
NAUTILUS INC COM 63910B10 1,082 489,400 SH DEFINED 1,5 489,400
NAVARRE CORP COM 63920810 12 31,137 SH DEFINED 1 31,137
NAVIGANT CONSULTING COM 63935N10 25,511 1,607,529 SH DEFINED 1,2,6 1,607,529
NAVIGATORS GROUP INC COM 63890410 12,951 235,859 SH DEFINED 1,2,6 235,859
NAVIOS MARITIME PART UNIT LPI Y6226710 72 10,100 SH DEFINED 1 10,100
NAVISITE INC COM NEW 63935M20 26 64,483 SH DEFINED 1,2 64,483
NAVISTAR INTL CORP N COM 63934E10 3,842 179,698 SH DEFINED 1,2,5,8 179,698
NBT BANCORP INC COM 62877810 18,778 671,585 SH DEFINED 1,2,5 671,585
NBTY INC COM 62878210 25,858 1,652,272 SH DEFINED 1,2,5,6,7,10 1,652,272
NCI BUILDING SYS INC COM 62885210 7,858 482,103 SH DEFINED 1,2 482,103
NCI INC CL A 62886K10 2,866 95,124 SH DEFINED 1,2,6 95,124
NCR CORP NEW COM 62886E10 52,227 3,693,565 SH DEFINED 1,2,5,8,10,12 3,693,565
NEENAH PAPER INC COM 64007910 3,118 352,666 SH DEFINED 1,2,5 352,666
NEKTAR THERAPEUTICS COM 64026810 9,381 1,687,277 SH DEFINED 1,2,5,6 1,687,277
NELNET INC CL A 64031N10 5,428 378,777 SH DEFINED 1,2 378,777
NEOGEN CORP COM 64049110 5,532 221,454 SH DEFINED 1,2,6 221,454
NEOPHARM INC COM 64091910 4 24,147 SH DEFINED 1 24,147
NEOSE TECHNOLOGIES I COM 64052210 8 23,626 SH DEFINED 1 23,626
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
NESS TECHNOLOGIES IN COM 64104X10 2,346 548,099 SH DEFINED 1,2,6 548,099
NET 1 UEPS TECHNOLOG COM NEW 64107N20 9,789 714,539 SH DEFINED 1,2,6 714,539
NET SERVICOS DE COMU SPONSD ADR 64109T20 237 40,650 SH DEFINED 1 40,650
NETAPP INC COM 64110D10 164,036 11,742,032 SH DEFINED 1,2,5,6,7,8,10,12,13 11,742,032
NETEASE COM INC SPONSORED 64110W10 553 25,000 SH DEFINED 1,2 25,000
NETEZZA CORP COM 64111N10 5,183 811,068 SH DEFINED 1,2,6 811,068
NETFLIX INC COM 64110L10 49,931 1,670,491 SH DEFINED 1,2,5,6 1,670,491
NETGEAR INC COM 64111Q10 11,293 989,713 SH DEFINED 1,2,6 989,713
NETLOGIC MICROSYSTEM COM 64118B10 6,054 275,078 SH DEFINED 1,2,5,6 275,078
NETSCOUT SYS INC COM 64115T10 4,201 487,356 SH DEFINED 1,2,6 487,356
NETSUITE INC COM 64118Q10 1,175 139,217 SH DEFINED 1,2,6 139,217
NETWORK ENGINES INC COM 64121A10 7 17,657 SH DEFINED 1 17,657
NETWORK EQUIP TECHNO COM 64120810 161 55,996 SH DEFINED 1,5 55,996
NEUROCRINE BIOSCIENC COM 64125C10 2,158 674,296 SH DEFINED 1,2,5,6 674,296
NEUROGEN CORP COM 64124E10 3 20,334 SH DEFINED 1 20,334
NEUSTAR INC CL A 64126X20 28,793 1,505,138 SH DEFINED 1,2,5,6,8,10 1,505,138
NEUTRAL TANDEM INC COM 64128B10 4,131 254,690 SH DEFINED 1,2,6 254,690
NEVADA GOLD & CASINO COM NEW 64126Q20 28 34,000 SH DEFINED 1 34,000
NEW FRONTIER MEDIA I COM 64439810 43 25,324 SH DEFINED 1 25,324
NEW JERSEY RES COM 64602510 33,575 853,243 SH DEFINED 1,2,5 853,243
NEW MOTION INC COM 64754V10 12 10,587 SH DEFINED 1 10,587
NEW ORIENTAL ED & TE SPON ADR 64758110 8,978 163,507 SH DEFINED 1,2,7 163,507
NEW YORK & CO INC COM 64929510 2,003 863,365 SH DEFINED 1,2 863,365
NEW YORK CMNTY BANCO COM 64944510 105,295 8,803,954 SH DEFINED 1,2,5,7,8,10,12,13 8,803,954
NEW YORK TIMES CO CL A 65011110 29,142 3,975,745 SH DEFINED 1,2,5,6,8,10,12,13 3,975,745
NEWALLIANCE BANCSHAR COM 65020310 30,798 2,338,519 SH DEFINED 1,2,5,6 2,338,519
NEWBRIDGE BANCORP COM 65080T10 49 20,558 SH DEFINED 1 20,558
NEWCASTLE INVT CORP COM 65105M10 796 947,532 SH DEFINED 1,2 947,532
NEWELL RUBBERMAID IN COM 65122910 99,085 10,131,350 SH DEFINED 1,2,5,6,7,8,10,12,13 10,131,350
NEWFIELD EXPL CO COM 65129010 63,481 3,214,217 SH DEFINED 1,2,5,7,8,10,12,13 3,214,217
NEWMARKET CORP COM 65158710 7,840 224,574 SH DEFINED 1,2,5,6 224,574
NEWMONT MINING CORP COM 65163910 691,374 16,987,086 SH DEFINED 1,2,5,6,7,8,10,12,13 16,987,086
NEWPARK RES INC COM PAR $. 65171850 6,889 1,861,875 SH DEFINED 1,2,6 1,861,875
NEWPORT CORP COM 65182410 4,668 688,494 SH DEFINED 1,2,5,6 688,494
NEWS CORP CL A 65248E10 711,003 78,218,154 SH DEFINED 1,2,5,6,7,8,10,12,13 78,218,154
NEWS CORP CL B 65248E20 20,672 2,157,875 SH DEFINED 1,2,5,7,8,10,12,13 2,157,875
NEWSTAR FINANCIAL IN COM 65251F10 1,678 420,434 SH DEFINED 1,2 420,434
NEXCEN BRANDS INC COM 65335110 4 35,855 SH DEFINED 1 35,855
NEXSTAR BROADCASTING CL A 65336K10 5 10,746 SH DEFINED 1 10,746
NEXTEL COMMUNICATION NOTE 5.25 65332VAY 433 500,000 SH DEFINED 1 500,000
NEXTWAVE WIRELESS IN COM 65337Y10 48 531,361 SH DEFINED 1 531,361
NGAS RESOURCES INC COM 62912T10 70 42,460 SH DEFINED 1,5 42,460
NGP CAP RES CO COM 62912R10 2,723 325,315 SH DEFINED 1,2 325,315
NIC INC COM 62914B10 3,234 703,069 SH DEFINED 1,2,6 703,069
NICOR INC COM 65408610 72,144 2,076,694 SH DEFINED 1,2,5,6,10,13 2,076,694
NIGHTHAWK RADIOLOGY COM 65411N10 1,920 395,086 SH DEFINED 1,2 395,086
NII HLDGS INC NOTE 3.12 62913FAJ 121 200,000 SH DEFINED 1 200,000
NII HLDGS INC CL B NEW 62913F20 46,009 2,530,728 SH DEFINED 1,2,5,7,8,10,12,13 2,530,728
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
NIKE INC CL B 65410610 696,293 13,652,805 SH DEFINED 1,2,5,6,7,8,10,12,13 13,652,805
NIPPON TELEG & TEL C SPONSORED 65462410 667 24,523 SH DEFINED 1 24,523
NISOURCE INC COM 65473P10 130,021 11,852,389 SH DEFINED 1,2,5,6,7,8,10,12,13 11,852,389
NISSAN MOTORS SPONSORED 65474440 625 85,902 SH DEFINED 1 85,902
NITROMED INC COM 65479850 7 17,419 SH DEFINED 1 17,419
NL INDS INC COM NEW 62915640 1,649 123,028 SH DEFINED 1,2 123,028
NMT MED INC COM 62929410 14 15,242 SH DEFINED 1 15,242
NN INC COM 62933710 1,281 559,207 SH DEFINED 1,2 559,207
NOBLE CORPORATION SHS G6542210 240,626 10,892,965 SH DEFINED 1,2,5,6,7,8,10,12,13 10,892,965
NOBLE ENERGY INC COM 65504410 359,613 7,306,242 SH DEFINED 1,2,5,6,7,8,10,12,13 7,306,242
NOKIA CORP SPONSORED 65490220 5,903 378,390 SH DEFINED 1,2 378,390
NOMURA HLDGS INC SPONSORED 65535H20 810 97,019 SH DEFINED 1,2 97,019
NORDIC AMERICAN TANK COM G6577310 15,504 459,387 SH DEFINED 1,5 459,387
NORDSON CORP COM 65566310 29,436 911,624 SH DEFINED 1,2,5,6 911,624
NORDSTROM INC COM 65566410 80,971 6,083,451 SH DEFINED 1,2,5,6,7,8,10,12,13 6,083,451
NORFOLK SOUTHERN COR COM 65584410 633,419 13,462,674 SH DEFINED 1,2,5,6,7,8,10,12,13 13,462,674
NORTEL NETWORKS CORP COM NEW 65656850 5 20,893 SH DEFINED 1,6 20,893
NORTHEAST UTILS COM 66439710 71,690 2,979,644 SH DEFINED 1,2,5,8,10,12 2,979,644
NORTHERN OIL & GAS I COM 66553110 664 255,194 SH DEFINED 1 255,194
NORTHERN TR CORP COM 66585910 522,701 10,024,961 SH DEFINED 1,2,5,6,7,8,10,12,13 10,024,961
NORTHFIELD BANCORP I COM 66611L10 3,283 291,787 SH DEFINED 1,2 291,787
NORTHFIELD LABS INC COM 66613510 31 30,870 SH DEFINED 1 30,870
NORTHROP GRUMMAN COR COM 66680710 1,548,529 34,381,204 SH DEFINED 1,2,5,6,7,8,10,12,13 34,381,204
NORTHSTAR NEUROSCIEN COM 66704V10 42 34,913 SH DEFINED 1 34,913
NORTHSTAR RLTY FIN C COM 66704R10 4,520 1,156,063 SH DEFINED 1,2 1,156,063
NORTHWEST BANCORP IN COM 66732810 5,925 277,148 SH DEFINED 1,2 277,148
NORTHWEST NAT GAS CO COM 66765510 33,710 762,151 SH DEFINED 1,2,5 762,151
NORTHWEST PIPE CO COM 66774610 6,593 154,727 SH DEFINED 1,2,5,6 154,727
NORTHWESTERN CORP COM NEW 66807430 16,643 709,117 SH DEFINED 1,2 709,117
NOVAMED INC DEL COM 66986W10 65 18,903 SH DEFINED 1 18,903
NOVARTIS A G SPONSORED 66987V10 7,060 141,876 SH DEFINED 1,2,5 141,876
NOVATEL WIRELESS INC COM NEW 66987M60 4,182 901,387 SH DEFINED 1,2,5,6 901,387
NOVAVAX INC COM 67000210 1,430 756,361 SH DEFINED 1,2,5 756,361
NOVELL INC COM 67000610 41,270 10,609,358 SH DEFINED 1,2,5,6,10,13 10,609,358
NOVELLUS SYS INC COM 67000810 43,726 3,543,421 SH DEFINED 1,2,5,6,8,10,12,13 3,543,421
NOVEN PHARMACEUTICAL COM 67000910 4,892 444,771 SH DEFINED 1,2,6 444,771
NOVO-NORDISK A S ADR 67010020 804 15,653 SH DEFINED 1 15,653
NPS PHARMACEUTICALS COM 62936P10 7,386 1,189,359 SH DEFINED 1,2,5,6 1,189,359
NRG ENERGY INC COM NEW 62937750 79,502 3,407,702 SH DEFINED 1,2,5,7,8,10,12,13 3,407,702
NSTAR COM 67019E10 72,635 1,990,532 SH DEFINED 1,2,5,8,10,12 1,990,532
NTELOS HLDGS CORP COM 67020Q10 13,617 552,195 SH DEFINED 1,2 552,195
NTT DOCOMO INC SPONS ADR 62942M20 2,068 105,389 SH DEFINED 1,2 105,389
NU HORIZONS ELECTRS COM 66990810 44 25,768 SH DEFINED 1,5 25,768
NU SKIN ENTERPRISES CL A 67018T10 10,133 971,494 SH DEFINED 1,2 971,494
NUANCE COMMUNICATION COM 67020Y10 19,770 1,908,339 SH DEFINED 1,2,5,10 1,908,339
NUCOR CORP COM 67034610 575,853 12,464,354 SH DEFINED 1,2,5,6,7,8,10,12,13 12,464,354
NUSTAR ENERGY LP UNIT COM 67058H10 2,024 49,303 SH DEFINED 1,2 49,303
NUSTAR GP HOLDINGS L UNIT RESTG 67059L10 522 29,530 SH DEFINED 1,2 29,530
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
NUTRACEUTICAL INTL C COM 67060Y10 104 13,535 SH DEFINED 1 13,535
NUTRI SYS INC NEW COM 67069D10 12,528 858,698 SH DEFINED 1,2,5,6 858,698
NUVASIVE INC COM 67070410 22,231 641,587 SH DEFINED 1,2,5,6 641,587
NUVELO INC COM NEW 67072M30 15 50,692 SH DEFINED 1 50,692
NV ENERGY INC COM 67073Y10 47,045 4,756,801 SH DEFINED 1,2,5,7,8,10 4,756,801
NVE CORP COM NEW 62944520 1,684 64,455 SH DEFINED 1,2 64,455
NVIDIA CORP COM 67066G10 159,547 19,770,352 SH DEFINED 1,2,5,6,7,8,10,12,13 19,770,352
NVR INC COM 62944T10 134,597 295,007 SH DEFINED 1,2,5,7,8,10,12 295,007
NXSTAGE MEDICAL INC COM 67072V10 1,232 461,464 SH DEFINED 1,2 461,464
NYFIX INC COM 67071210 12 14,472 SH DEFINED 1 14,472
NYMAGIC INC COM 62948410 1,827 95,890 SH DEFINED 1,2 95,890
NYSE EURONEXT COM 62949110 281,244 10,271,867 SH DEFINED 1,2,5,6,7,8,10,12,13 10,271,867
O CHARLEYS INC COM 67082310 1,023 511,516 SH DEFINED 1,2 511,516
O REILLY AUTOMOTIVE COM 68609110 81,368 2,646,971 SH DEFINED 1,2,5,10 2,646,971
OBAGI MEDICAL PRODUC COM 67423R10 2,005 268,745 SH DEFINED 1,2 268,745
OCCAM NETWORKS INC COM NEW 67457P30 41 17,124 SH DEFINED 1,2 17,124
OCCIDENTAL PETE CORP COM 67459910 1,990,418 33,179,169 SH DEFINED 1,2,5,6,7,8,10,12,13 33,179,169
OCEAN SHORE HLDG CO COM 67501P10 86 12,500 SH DEFINED 1 12,500
OCEANEERING INTL INC COM 67523210 33,580 1,152,369 SH DEFINED 1,2,5,6,10 1,152,369
OCEANFIRST FINL CORP COM 67523410 3,037 182,940 SH DEFINED 1,2 182,940
OCEANFREIGHT INC SHS Y6420210 33 10,951 SH DEFINED 1 10,951
OCH ZIFF CAP MGMT GR CL A 67551U10 186 36,168 SH DEFINED 1,2 36,168
OCWEN FINL CORP COM NEW 67574630 5,672 617,829 SH DEFINED 1,2 617,829
ODYSSEY HEALTHCARE I COM 67611V10 7,323 791,706 SH DEFINED 1,2,5,6 791,706
ODYSSEY MARINE EXPLO COM 67611810 2,172 674,549 SH DEFINED 1,2,5 674,549
ODYSSEY RE HLDGS COR COM 67612W10 26,790 517,076 SH DEFINED 1,2,6,8 517,076
OFFICE DEPOT INC COM 67622010 31,450 10,553,718 SH DEFINED 1,2,5,6,8,10,13 10,553,718
OFFICEMAX INC DEL COM 67622P10 11,435 1,496,782 SH DEFINED 1,2,5,8,10 1,496,782
OGE ENERGY CORP COM 67083710 58,935 2,286,059 SH DEFINED 1,2,5,7,8,10 2,286,059
OIL STS INTL INC COM 67802610 14,534 777,639 SH DEFINED 1,2,5,7,10 777,639
OILSANDS QUEST INC COM 67804610 1,872 2,564,290 SH DEFINED 1,2 2,564,290
OLD DOMINION FGHT LI COM 67958010 17,332 608,999 SH DEFINED 1,2,6 608,999
OLD NATL BANCORP IND COM 68003310 44,075 2,427,017 SH DEFINED 1,2,5 2,427,017
OLD REP INTL CORP COM 68022310 60,376 5,065,066 SH DEFINED 1,2,5,7,8,10,12,13 5,065,066
OLD SECOND BANCORP I COM 68027710 2,669 230,079 SH DEFINED 1,2 230,079
OLIN CORP COM PAR $1 68066520 115,439 6,384,878 SH DEFINED 1,2,5 6,384,878
OLYMPIC STEEL INC COM 68162K10 4,025 197,590 SH DEFINED 1,2,5 197,590
OM GROUP INC COM 67087210 12,737 603,346 SH DEFINED 1,2,5 603,346
OMEGA FLEX INC COM 68209510 656 31,347 SH DEFINED 1 31,347
OMEGA HEALTHCARE INV COM 68193610 31,447 1,969,107 SH DEFINED 1,2,3 1,969,107
OMEGA PROTEIN CORP COM 68210P10 1,033 257,708 SH DEFINED 1,2,5 257,708
OMNI ENERGY SERVICES COM NEW 68210T20 46 38,717 SH DEFINED 1,2,5 38,717
OMNICARE INC COM 68190410 99,954 3,600,645 SH DEFINED 1,2,5,6,7,8,10,12,13 3,600,645
OMNICELL INC COM 68213N10 6,461 529,152 SH DEFINED 1,2,6 529,152
OMNICOM GROUP INC NOTE 681919AK 296 300,000 SH DEFINED 1 300,000
OMNICOM GROUP INC COM 68191910 299,385 11,121,273 SH DEFINED 1,2,5,6,7,8,10,12,13 11,121,273
OMNITURE INC COM 68212S10 12,231 1,149,490 SH DEFINED 1,2,6,8 1,149,490
OMNIVISION TECHNOLOG COM 68212810 6,577 1,252,704 SH DEFINED 1,2,5,6 1,252,704
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
OMNOVA SOLUTIONS INC COM 68212910 28 41,172 SH DEFINED 1 41,172
ON ASSIGNMENT INC COM 68215910 4,359 768,695 SH DEFINED 1,2 768,695
ON SEMICONDUCTOR COR COM 68218910 13,582 3,994,739 SH DEFINED 1,2,5,6,10 3,994,739
ON2 TECHNOLOGIES INC COM 68338A10 23 114,945 SH DEFINED 1 114,945
ONE LIBERTY PPTYS IN COM 68240610 1,115 126,653 SH DEFINED 1,2,3,5 126,653
ONEBEACON INSURANCE CL A G6774210 1,902 182,139 SH DEFINED 1,2,8,10 182,139
ONEOK INC NEW COM 68268010 62,026 2,130,005 SH DEFINED 1,2,5,7,8,10,12,13 2,130,005
ONEOK PARTNERS LP UNIT LTD P 68268N10 2,777 60,958 SH DEFINED 1,2 60,958
ONLINE RES CORP COM 68273G10 1,801 380,049 SH DEFINED 1,2 380,049
ONYX PHARMACEUTICALS COM 68339910 59,519 1,742,350 SH DEFINED 1,2,5,6 1,742,350
OPEN JT STK CO-VIMPE SPONSORED 68370R10 13,429 1,875,506 SH DEFINED 1,2,5,7 1,875,506
OPEN TEXT CORP COM 68371510 273 9,064 SH DEFINED 5 9,064
OPENTV CORP CL A G6754310 1,349 1,097,038 SH DEFINED 1,2 1,097,038
OPENWAVE SYS INC COM NEW 68371830 131 201,176 SH DEFINED 1,2,5 201,176
OPKO HEALTH INC COM 68375N10 887 547,619 SH DEFINED 1,2,6 547,619
OPLINK COMMUNICATION COM NEW 68375Q40 2,678 311,444 SH DEFINED 1,2 311,444
OPNET TECHNOLOGIES I COM 68375710 1,703 172,738 SH DEFINED 1,2,5 172,738
OPNEXT INC COM 68375V10 581 331,942 SH DEFINED 1,2,6 331,942
OPTIMER PHARMACEUTIC COM 68401H10 4,705 388,524 SH DEFINED 1,2 388,524
OPTIONSXPRESS HLDGS COM 68401010 15,418 1,154,018 SH DEFINED 1,2,6 1,154,018
ORACLE CORP COM 68389X10 2,583,297 145,702,034 SH DEFINED 1,2,5,6,7,8,10,12,13 145,702,034
ORASURE TECHNOLOGIES COM 68554V10 3,317 901,321 SH DEFINED 1,2,5,6 901,321
ORBCOMM INC COM 68555P10 783 362,494 SH DEFINED 1,6 362,494
ORBITAL SCIENCES COR COM 68556410 20,658 1,057,757 SH DEFINED 1,2,5,6 1,057,757
ORBITZ WORLDWIDE INC COM 68557K10 1,983 511,180 SH DEFINED 1,2 511,180
ORBOTECH LTD ORD M7525310 158 39,358 SH DEFINED 1,2,7 39,358
ORCHID CELLMARK INC COM 68573C10 13 18,796 SH DEFINED 1 18,796
OREXIGEN THERAPEUTIC COM 68616410 1,453 260,394 SH DEFINED 1,2,6 260,394
ORIENTAL FINL GROUP COM 68618W10 4,223 697,959 SH DEFINED 1,2 697,959
ORIENT-EXPRESS HOTEL CL A G6774310 3,579 467,252 SH DEFINED 1,2,3,5,10 467,252
ORIGEN FINL INC COM 68619E20 12 20,900 SH DEFINED 1 20,900
ORION ENERGY SYSTEMS COM 68627510 736 136,121 SH DEFINED 1,2,6 136,121
ORION MARINE GROUP I COM 68628V30 2,670 276,379 SH DEFINED 1,2 276,379
ORITANI FINL CORP COM 68632310 3,040 180,427 SH DEFINED 1,2,6 180,427
ORIX CORP SPONSORED 68633010 396 13,922 SH DEFINED 1,2 13,922
ORMAT TECHNOLOGIES I COM 68668810 9,117 286,078 SH DEFINED 1,2,6 286,078
ORTHOFIX INTL N V COM N6748L10 4,004 261,210 SH DEFINED 1,2 261,210
ORTHOLOGIC CORP COM 68750J10 18 43,076 SH DEFINED 1 43,076
ORTHOVITA INC COM 68750U10 3,125 921,894 SH DEFINED 1,2 921,894
OSHKOSH CORP COM 68823920 12,841 1,444,480 SH DEFINED 1,2,5,10 1,444,480
OSI PHARMACEUTICALS COM 67104010 73,985 1,894,635 SH DEFINED 1,2,5,6,7,8 1,894,635
OSI SYSTEMS INC COM 67104410 3,270 236,114 SH DEFINED 1,2,6 236,114
OSIRIS THERAPEUTICS COM 68827R10 5,919 308,937 SH DEFINED 1,2,6 308,937
OSTEOTECH INC COM 68858210 92 54,629 SH DEFINED 1 54,629
OTTER TAIL CORP COM 68964810 13,534 580,129 SH DEFINED 1,2,5 580,129
OUTDOOR CHANNEL HLDG COM NEW 69002720 1,345 179,611 SH DEFINED 1,2 179,611
OVERHILL FARMS INC COM 69021210 48 11,400 SH DEFINED 1 11,400
OVERLAND STORAGE INC COM 69031010 5 17,450 SH DEFINED 1 17,450
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
OVERSEAS SHIPHOLDING COM 69036810 23,270 552,589 SH DEFINED 1,2,5,7,10 552,589
OVERSTOCK COM INC DE COM 69037010 2,693 249,803 SH DEFINED 1,2,5,6 249,803
OWENS & MINOR INC NE COM 69073210 38,299 1,017,230 SH DEFINED 1,2,5 1,017,230
OWENS CORNING NEW COM 69074210 39,738 2,297,012 SH DEFINED 1,2,5,8,10 2,297,012
OWENS ILL INC COM NEW 69076840 190,902 6,985,084 SH DEFINED 1,2,5,6,7,8,10,12,13 6,985,084
OXFORD INDS INC COM 69149730 2,190 249,679 SH DEFINED 1,2 249,679
OXIGENE INC COM 69182810 15 23,149 SH DEFINED 1 23,149
OYO GEOSPACE CORP COM 67107410 1,136 65,042 SH DEFINED 1,6 65,042
P C CONNECTION COM 69318J10 567 110,682 SH DEFINED 1 110,682
P F CHANGS CHINA BIS COM 69333Y10 15,972 762,728 SH DEFINED 1,2,6 762,728
P T TELEKOMUNIKASI I SPONSORED 71568410 1,067 42,681 SH DEFINED 1,2,6 42,681
PACCAR INC COM 69371810 369,551 12,921,373 SH DEFINED 1,2,5,6,7,8,10,12,13 12,921,373
PACER INTL INC TENN COM 69373H10 11,075 1,061,818 SH DEFINED 1,2 1,061,818
PACIFIC CAP BANCORP COM 69404P10 33,402 1,978,775 SH DEFINED 1,2,5 1,978,775
PACIFIC CONTINENTAL COM 69412V10 1,821 121,646 SH DEFINED 1,2 121,646
PACIFIC ETHANOL INC COM 69423U10 257 583,899 SH DEFINED 1,2 583,899
PACIFIC MERCANTILE B COM 69455210 66 13,518 SH DEFINED 1 13,518
PACIFIC PREMIER BANC COM 69478X10 40 10,000 SH DEFINED 1 10,000
PACIFIC SUNWEAR CALI COM 69487310 2,677 1,683,462 SH DEFINED 1,2,5 1,683,462
PACKAGING CORP AMER COM 69515610 25,754 1,913,344 SH DEFINED 1,2,5,7,10 1,913,344
PACTIV CORP COM 69525710 128,647 5,170,717 SH DEFINED 1,2,5,6,7,8,10,12,13 5,170,717
PACWEST BANCORP DEL COM 69526310 39,111 1,453,937 SH DEFINED 1,2 1,453,937
PAETEC HOLDING CORP COM 69545910 2,584 1,794,457 SH DEFINED 1,2,6 1,794,457
PAIN THERAPEUTICS IN COM 69562K10 4,873 823,069 SH DEFINED 1,2,6 823,069
PALATIN TECHNOLOGIES COM NEW 69607730 4 42,006 SH DEFINED 1 42,006
PALL CORP COM 69642930 119,886 4,216,896 SH DEFINED 1,2,5,6,7,8,10,12,13 4,216,896
PALM HARBOR HOMES COM 69663910 839 168,442 SH DEFINED 1,2 168,442
PALM INC NEW COM 69664310 7,798 2,540,063 SH DEFINED 1,2,5,6 2,540,063
PALOMAR MED TECHNOLO COM NEW 69752930 3,941 341,831 SH DEFINED 1,2,6 341,831
PANACOS PHARMACEUTIC COM 69811Q10 7 49,643 SH DEFINED 1 49,643
PANASONIC CORP ADR 69832A20 2,317 186,250 SH DEFINED 1,2 186,250
PANERA BREAD CO CL A 69840W10 21,326 408,228 SH DEFINED 1,2,5,6,7,10 408,228
PANHANDLE OIL AND GA CL A 69847710 1,719 95,517 SH DEFINED 1,2 95,517
PANTRY INC COM 69865710 9,075 423,070 SH DEFINED 1,2 423,070
PAPA JOHNS INTL INC COM 69881310 9,178 497,973 SH DEFINED 1,2,6 497,973
PAR PHARMACEUTICAL C COM 69888P10 8,955 667,753 SH DEFINED 1,2,5 667,753
PARALLEL PETE CORP D COM 69915710 1,239 616,212 SH DEFINED 1,2 616,212
PARAMETRIC TECHNOLOG COM NEW 69917320 38,953 3,079,328 SH DEFINED 1,2,5,6 3,079,328
PAREXEL INTL CORP COM 69946210 11,101 1,143,279 SH DEFINED 1,2,6 1,143,279
PARK ELECTROCHEMICAL COM 70041620 6,865 362,086 SH DEFINED 1,2,6 362,086
PARK NATL CORP COM 70065810 16,318 227,429 SH DEFINED 1,2,5 227,429
PARK OHIO HLDGS CORP COM 70066610 742 120,191 SH DEFINED 1,5 120,191
PARKER DRILLING CO COM 70108110 6,300 2,172,311 SH DEFINED 1,2,5 2,172,311
PARKER HANNIFIN CORP COM 70109410 281,295 6,612,475 SH DEFINED 1,2,5,6,7,8,10,12,13 6,612,475
PARKERVISION INC COM 70135410 752 304,536 SH DEFINED 1,2,5 304,536
PARKWAY PPTYS INC COM 70159Q10 10,741 596,706 SH DEFINED 1,2,3 596,706
PARLUX FRAGRANCES IN COM 70164510 40 13,631 SH DEFINED 1 13,631
PARTNERRE LTD COM G6852T10 64,277 901,884 SH DEFINED 1,2,5,7,8,10,12,13 901,884
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
PATRIOT CAPITAL FUND COM 70335Y10 1,074 295,002 SH DEFINED 1 295,002
PATRIOT COAL CORP COM 70336T10 17,460 2,793,609 SH DEFINED 1,2,5,6,10,12 2,793,609
PATRIOT TRANSN HLDG COM 70337B10 1,759 25,102 SH DEFINED 1,2 25,102
PATTERSON COMPANIES COM 70339510 69,477 3,705,414 SH DEFINED 1,2,5,6,7,8,10,12,13 3,705,414
PATTERSON UTI ENERGY COM 70348110 66,636 5,789,402 SH DEFINED 1,2,5,7,8,10,12,13 5,789,402
PAYCHEX INC COM 70432610 292,846 11,143,295 SH DEFINED 1,2,5,6,7,8,10,12,13 11,143,295
PC MALL INC COM 69323K10 507 126,370 SH DEFINED 1 126,370
PC-TEL INC COM 69325Q10 2,727 415,028 SH DEFINED 1,2 415,028
PDF SOLUTIONS INC COM 69328210 44 30,583 SH DEFINED 1,5 30,583
PDL BIOPHARMA INC COM 69329Y10 33,758 5,462,508 SH DEFINED 1,2,5,6 5,462,508
PEABODY ENERGY CORP SDCV 4.75 704549AG 90 150,000 SH DEFINED 1 150,000
PEABODY ENERGY CORP COM 70454910 258,048 11,342,751 SH DEFINED 1,2,5,6,7,8,10,12,13 11,342,751
PEAPACK-GLADSTONE FI COM 70469910 3,397 127,508 SH DEFINED 1,2 127,508
PEARSON PLC SPONSORED 70501510 601 62,964 SH DEFINED 1 62,964
PEDIATRIX MED GROUP COM 70532410 5,924 186,879 SH DEFINED 1,2,5,6,10 186,879
PEETS COFFEE & TEA I COM 70556010 5,283 227,220 SH DEFINED 1,2,6 227,220
PEGASYSTEMS INC COM 70557310 5,124 414,572 SH DEFINED 1,2,6 414,572
PENFORD CORP COM 70705110 1,528 150,998 SH DEFINED 1,2 150,998
PENN NATL GAMING INC COM 70756910 17,227 805,746 SH DEFINED 1,2,5,10 805,746
PENN VA CORP COM 70788210 25,486 980,979 SH DEFINED 1,2,5,6 980,979
PENN VA GP HLDGS L P COM UNIT R 70788P10 168 16,926 SH DEFINED 1,2 16,926
PENN VA RESOURCES PA COM 70788410 354 31,147 SH DEFINED 1,2 31,147
PENN WEST ENERGY TR TR UNIT 70788510 449 40,358 SH DEFINED 1,2,7 40,358
PENNANTPARK INVT COR COM 70806210 1,212 335,846 SH DEFINED 1,2 335,846
PENNEY J C INC COM 70816010 515,463 26,165,615 SH DEFINED 1,2,5,6,7,8,10,12,13 26,165,615
PENNSYLVANIA COMM BA COM 70867710 1,766 66,240 SH DEFINED 1,2 66,240
PENNSYLVANIA RL ESTA SH BEN INT 70910210 10,767 1,445,187 SH DEFINED 1,2,3,5 1,445,187
PENSKE AUTOMOTIVE GR COM 70959W10 5,782 752,897 SH DEFINED 1,2,8,10 752,897
PENSON WORLDWIDE INC COM 70960010 2,568 336,992 SH DEFINED 1,2 336,992
PENTAIR INC COM 70963110 51,842 2,190,210 SH DEFINED 1,2,5,7,8,10,12,13 2,190,210
PENWEST PHARMACEUTIC COM 70975410 49 30,991 SH DEFINED 1,2 30,991
PEOPLES BANCORP INC COM 70978910 4,605 240,704 SH DEFINED 1,2 240,704
PEOPLES UNITED FINAN COM 71270410 283,870 15,920,893 SH DEFINED 1,2,5,6,7,8,10,12,13 15,920,893
PEP BOYS MANNY MOE & COM 71327810 3,514 850,802 SH DEFINED 1,2,5 850,802
PEPCO HOLDINGS INC COM 71329110 160,815 9,054,907 SH DEFINED 1,2,5,6,7,8,10,12,13 9,054,907
PEPSI BOTTLING GROUP COM 71340910 147,608 6,557,443 SH DEFINED 1,2,5,6,7,8,10,12,13 6,557,443
PEPSIAMERICAS INC COM 71343P20 27,396 1,345,604 SH DEFINED 1,2,5,8,10,12 1,345,604
PEPSICO INC COM 71344810 3,058,213 55,837,366 SH DEFINED 1,2,5,6,7,8,10,12,13 55,837,366
PERDIGAO S A SPONSORED 71361V30 13,255 502,474 SH DEFINED 1,2,7 502,474
PEREGRINE PHARMACEUT COM 71366110 95 326,215 SH DEFINED 1,5 326,215
PERFICIENT INC COM 71375U10 2,466 515,797 SH DEFINED 1,2,5,6 515,797
PERFORMANCE TECHNOLO COM 71376K10 55 16,379 SH DEFINED 1 16,379
PERICOM SEMICONDUCTO COM 71383110 3,003 548,062 SH DEFINED 1,2 548,062
PERINI CORP COM 71383910 23,535 1,006,638 SH DEFINED 1,2,5,7,8 1,006,638
PERKINELMER INC COM 71404610 51,472 3,700,355 SH DEFINED 1,2,5,6,10,13 3,700,355
PERMA-FIX ENVIRONMEN COM 71415710 35 27,749 SH DEFINED 1 27,749
PEROT SYS CORP CL A 71426510 24,062 1,760,211 SH DEFINED 1,2,5,6 1,760,211
PERRIGO CO COM 71429010 62,574 1,936,670 SH DEFINED 1,2,5,7,8,10,12,13 1,936,670
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
PERVASIVE SOFTWARE I COM 71571010 44 10,400 SH DEFINED 1 10,400
PETMED EXPRESS INC COM 71638210 8,347 473,442 SH DEFINED 1,2,5,6 473,442
PETROBRAS ENERGIA PA SP ADR B S 71646M10 5,417 889,423 SH DEFINED 1,2,5,7,8 889,423
PETRO-CDA COM 71644E10 579 26,436 SH DEFINED 1,5 26,436
PETROCHINA CO LTD SPONSORED 71646E10 299 3,358 SH DEFINED 1,6 3,358
PETROHAWK ENERGY COR COM 71649510 57,415 3,673,391 SH DEFINED 1,2,5,7,8,10,12,13 3,673,391
PETROLEO BRASILEIRO SP ADR NON 71654V10 65,217 3,195,354 SH DEFINED 1,2,4,5,7,8 3,195,354
PETROLEO BRASILEIRO SPONSORED 71654V40 103,187 4,213,432 SH DEFINED 1,2,4,5,7 4,213,432
PETROLEUM DEV CORP COM 71657810 6,358 264,134 SH DEFINED 1,2,5 264,134
PETROQUEST ENERGY IN COM 71674810 10,033 1,484,227 SH DEFINED 1,2,5,6 1,484,227
PETSMART INC COM 71676810 56,124 3,041,927 SH DEFINED 1,2,5,7,8,10,12,13 3,041,927
PFIZER INC COM 71708110 4,609,476 260,275,341 SH DEFINED 1,2,5,6,7,8,10,12,13 260,275,341
PG&E CORP COM 69331C10 558,463 14,426,846 SH DEFINED 1,2,5,6,7,8,10,12,13 14,426,846
PGT INC COM 69336V10 17 15,157 SH DEFINED 1 15,157
PHARMACEUTICAL PROD COM 71712410 69,845 2,407,612 SH DEFINED 1,2,5,7,8,10,12,13 2,407,612
PHARMACYCLICS INC COM 71693310 15 18,770 SH DEFINED 1 18,770
PHARMANET DEV GROUP COM 71714810 346 380,069 SH DEFINED 1,2 380,069
PHARMASSET INC COM 71715N10 3,288 250,801 SH DEFINED 1,2,6 250,801
PHARMERICA CORP COM 71714F10 11,235 717,006 SH DEFINED 1,2,5,6 717,006
PHARMOS CORP COM PAR $. 71713930 1 18,616 SH DEFINED 1 18,616
PHASE FORWARD INC COM 71721R40 8,774 700,835 SH DEFINED 1,2,6 700,835
PHH CORP COM NEW 69332020 13,307 1,045,355 SH DEFINED 1,2,5,8 1,045,355
PHI INC COM NON VT 69336T20 3,035 216,653 SH DEFINED 1,2,6 216,653
PHILIP MORRIS INTL I COM 71817210 3,910,154 89,867,931 SH DEFINED 1,2,5,6,7,8,10,12,13 89,867,931
PHILIPPINE LONG DIST SPONSORED 71825260 47,201 1,005,339 SH DEFINED 1,4,5,6,7 1,005,339
PHILLIPS VAN HEUSEN COM 71859210 21,634 1,074,692 SH DEFINED 1,2,5,6,8,10 1,074,692
PHOENIX COS INC NEW COM 71902E10 7,789 2,381,945 SH DEFINED 1,2,5 2,381,945
PHOENIX TECHNOLOGY L COM 71915310 1,367 390,524 SH DEFINED 1,2 390,524
PHOTOMEDEX INC COM 71935810 5 19,600 SH DEFINED 1 19,600
PHOTRONICS INC COM 71940510 1,280 656,246 SH DEFINED 1,2,5 656,246
PICO HLDGS INC COM NEW 69336620 9,604 361,342 SH DEFINED 1,2,6 361,342
PIEDMONT NAT GAS INC COM 72018610 52,470 1,656,776 SH DEFINED 1,2,5 1,656,776
PIER 1 IMPORTS INC COM 72027910 510 1,379,720 SH DEFINED 1,2,5 1,379,720
PIKE ELEC CORP COM 72128310 5,969 485,290 SH DEFINED 1,2,6 485,290
PINNACLE AIRL CORP COM 72344310 32 18,941 SH DEFINED 1,2 18,941
PINNACLE ENTMT INC COM 72345610 10,487 1,365,469 SH DEFINED 1,2,5,6,8 1,365,469
PINNACLE FINL PARTNE COM 72346Q10 10,672 357,986 SH DEFINED 1,2,6 357,986
PINNACLE WEST CAP CO COM 72348410 229,320 7,137,241 SH DEFINED 1,2,5,6,7,8,10,12,13 7,137,241
PIONEER DRILLING CO COM 72365510 7,055 1,266,559 SH DEFINED 1,2,5 1,266,559
PIONEER NAT RES CO COM 72378710 102,174 6,314,836 SH DEFINED 1,2,5,6,7,8,10,12,13 6,314,836
PIPER JAFFRAY COS COM 72407810 14,335 360,549 SH DEFINED 1,2,5 360,549
PITNEY BOWES INC COM 72447910 200,494 7,868,668 SH DEFINED 1,2,5,6,7,8,10,12,13 7,868,668
PITTSBURGH & W VA RR SH BEN INT 72481910 294 20,453 SH DEFINED 1,2 20,453
PIXELWORKS INC COM NEW 72581M30 14 18,943 SH DEFINED 1 18,943
PLAINS ALL AMERN PIP UNIT LTD P 72650310 4,008 115,532 SH DEFINED 1,2,8 115,532
PLAINS EXPL& PRODTN COM 72650510 73,171 3,148,487 SH DEFINED 1,2,5,7,8,10,12,13 3,148,487
PLANAR SYS INC COM 72690010 11 18,135 SH DEFINED 1 18,135
PLANTRONICS INC NEW COM 72749310 36,053 2,731,274 SH DEFINED 1,2,5,7 2,731,274
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
PLATINUM UNDERWRITER COM G7127P10 49,468 1,371,052 SH DEFINED 1,2,5,7,8,13 1,371,052
PLATO LEARNING INC COM 72764Y10 28 23,061 SH DEFINED 1 23,061
PLAYBOY ENTERPRISES CL B 72811730 681 315,245 SH DEFINED 1 315,245
PLEXUS CORP COM 72913210 13,621 803,582 SH DEFINED 1,2,5,6 803,582
PLUG POWER INC COM 72919P10 1,069 1,048,514 SH DEFINED 1,2,5 1,048,514
PLUM CREEK TIMBER CO COM 72925110 235,884 6,789,992 SH DEFINED 1,2,5,6,7,8,10,12,13 6,789,992
PLX TECHNOLOGY INC COM 69341710 680 395,484 SH DEFINED 1,5 395,484
PMA CAP CORP CL A 69341920 4,899 691,928 SH DEFINED 1,2,5 691,928
PMC COML TR SH BEN INT 69343410 102 13,735 SH DEFINED 1 13,735
PMC-SIERRA INC COM 69344F10 20,303 4,177,555 SH DEFINED 1,2,5,6 4,177,555
PMFG INC COM 69345P10 1,806 188,873 SH DEFINED 1,2 188,873
PMI GROUP INC COM 69344M10 3,824 1,960,809 SH DEFINED 1,2,5 1,960,809
PNC FINL SVCS GROUP COM 69347510 748,585 15,277,237 SH DEFINED 1,2,5,6,7,8,10,12,13 15,277,237
PNM RES INC COM 69349H10 25,638 2,543,495 SH DEFINED 1,2,5 2,543,495
POLARIS INDS INC COM 73106810 36,569 1,276,391 SH DEFINED 1,2,5,6,7,8,10 1,276,391
POLO RALPH LAUREN CO CL A 73157210 95,320 2,099,106 SH DEFINED 1,2,5,6,7,8,10,12,13 2,099,106
POLYCOM INC COM 73172K10 31,381 2,322,769 SH DEFINED 1,2,5,6 2,322,769
POLYONE CORP COM 73179P10 5,676 1,801,773 SH DEFINED 1,2,5 1,801,773
POLYPORE INTL INC COM 73179V10 1,868 247,150 SH DEFINED 1,2,6 247,150
POMEROY IT SOLUTIONS COM 73182210 49 15,587 SH DEFINED 1 15,587
PONIARD PHARMACEUTIC COM NEW 73244930 39 20,171 SH DEFINED 1 20,171
POOL CORPORATION COM 73278L10 16,190 900,934 SH DEFINED 1,2,5,6 900,934
POPULAR INC COM 73317410 16,191 3,137,757 SH DEFINED 1,2,5,8,10,12 3,137,757
PORTFOLIO RECOVERY A COM 73640Q10 9,977 294,822 SH DEFINED 1,2,6 294,822
PORTLAND GEN ELEC CO COM NEW 73650884 26,625 1,367,503 SH DEFINED 1,2 1,367,503
PORTUGAL TELECOM SGP SPONSORED 73727310 497 57,948 SH DEFINED 1 57,948
POSCO SPONSORED 69348310 7,542 100,225 SH DEFINED 1,2,6 100,225
POST PPTYS INC COM 73746410 26,640 1,614,544 SH DEFINED 1,2,3,5 1,614,544
POTASH CORP SASK INC COM 73755L10 281 3,838 SH DEFINED 1,5 3,838
POTLATCH CORP NEW COM 73763010 26,904 1,034,363 SH DEFINED 1,2,5 1,034,363
POWELL INDS INC COM 73912810 3,848 132,603 SH DEFINED 1,2,6 132,603
POWER INTEGRATIONS I COM 73927610 9,271 466,362 SH DEFINED 1,2 466,362
POWER-ONE INC COM 73930810 1,411 1,186,019 SH DEFINED 1,2,5,6 1,186,019
POWERSECURE INTL INC COM 73936N10 675 205,186 SH DEFINED 1,2,5 205,186
POWERSHARES DB CMDTY UNIT BEN I 73935S10 419 19,770 SH DEFINED 1 19,770
POWERWAVE TECHNOLOGI COM 73936310 1,155 2,309,180 SH DEFINED 1,2,5 2,309,180
POZEN INC COM 73941U10 2,451 486,254 SH DEFINED 1,2,5,6 486,254
PPG INDS INC COM 69350610 294,331 6,936,852 SH DEFINED 1,2,5,6,7,8,10,12,13 6,936,852
PPL CORP COM 69351T10 445,014 14,500,309 SH DEFINED 1,2,5,6,7,8,10,12,13 14,500,309
PRAXAIR INC COM 74005P10 686,100 11,558,283 SH DEFINED 1,2,5,6,7,8,10,12,13 11,558,283
PRE PAID LEGAL SVCS COM 74006510 10,396 278,784 SH DEFINED 1,2,6 278,784
PRECISION CASTPARTS COM 74018910 282,884 4,755,959 SH DEFINED 1,2,5,6,7,8,10,12,13 4,755,959
PRECISION DRILLING T TR UNIT 74021510 4,527 539,582 SH DEFINED 1,2,5 539,582
PREFORMED LINE PRODS COM 74044410 1,690 36,701 SH DEFINED 1,2 36,701
PREMIER EXIBITIONS I COM 74051E10 27 23,770 SH DEFINED 1,5 23,770
PREMIERE GLOBAL SVCS COM 74058510 13,293 1,543,886 SH DEFINED 1,2,6 1,543,886
PREMIERWEST BANCORP COM 74092110 1,472 219,962 SH DEFINED 1,2 219,962
PRESIDENTIAL LIFE CO COM 74088410 4,033 407,795 SH DEFINED 1,2 407,795
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
PRESSTEK INC COM 74111310 1,059 329,875 SH DEFINED 1,5 329,875
PRESTIGE BRANDS HLDG COM 74112D10 8,642 819,148 SH DEFINED 1,2 819,148
PRG-SCHULTZ INTERNAT COM NEW 69357C50 1,025 251,137 SH DEFINED 1,2 251,137
PRICE T ROWE GROUP I COM 74144T10 371,759 10,489,807 SH DEFINED 1,2,5,6,7,8,10,12,13 10,489,807
PRICELINE COM INC COM NEW 74150340 68,048 923,934 SH DEFINED 1,2,5,7,8,10,12,13 923,934
PRICESMART INC COM 74151110 4,634 224,322 SH DEFINED 1,2,6 224,322
PRIDE INTL INC DEL COM 74153Q10 71,462 4,471,963 SH DEFINED 1,2,5,7,8,10,12,13 4,471,963
PRIMEDIA INC COM NEW 74157K84 942 433,971 SH DEFINED 1,2 433,971
PRIMEENERGY CORP COM 74158E10 490 9,427 SH DEFINED 1,2 9,427
PRIMUS GUARANTY LTD SHS G7245710 488 427,995 SH DEFINED 1 427,995
PRINCETON REVIEW INC COM 74235210 742 150,424 SH DEFINED 1,5 150,424
PRINCIPAL FINANCIAL COM 74251V10 255,822 11,334,591 SH DEFINED 1,2,5,6,7,8,10,12,13 11,334,591
PRIVATEBANCORP INC COM 74296210 28,938 891,492 SH DEFINED 1,2,5,6 891,492
PROASSURANCE CORP COM 74267C10 35,064 664,352 SH DEFINED 1,2,5 664,352
PROCERA NETWORKS INC COM 74269U10 27 29,700 SH DEFINED 1 29,700
PROCTER & GAMBLE CO COM 74271810 7,393,424 119,595,988 SH DEFINED 1,2,5,6,7,8,10,12,13 119,595,988
PROGENICS PHARMACEUT COM 74318710 4,038 391,702 SH DEFINED 1,2,6 391,702
PROGRESS ENERGY INC COM 74326310 976,375 24,501,247 SH DEFINED 1,2,5,6,7,8,10,12,13 24,501,247
PROGRESS SOFTWARE CO COM 74331210 20,074 1,042,254 SH DEFINED 1,2,5,6 1,042,254
PROGRESSIVE CORP OHI COM 74331510 403,130 27,220,115 SH DEFINED 1,2,5,6,7,8,10,12,13 27,220,115
PROLIANCE INTL INC COM 74340R10 10 27,647 SH DEFINED 1,2 27,647
PROLOGIS SH BEN INT 74341010 203,295 14,636,060 SH DEFINED 1,2,3,5,6,7,8,10,12,13 14,636,060
PROS HOLDINGS INC COM 74346Y10 1,319 229,428 SH DEFINED 1 229,428
PROSPECT CAPITAL COR COM 74348T10 6,339 529,594 SH DEFINED 1,2 529,594
PROSPERITY BANCSHARE COM 74360610 42,075 1,421,935 SH DEFINED 1,2 1,421,935
PROTALIX BIOTHERAPEU COM 74365A10 259 140,615 SH DEFINED 1 140,615
PROTECTION ONE INC COM NEW 74366340 389 81,354 SH DEFINED 1 81,354
PROTECTIVE LIFE CORP COM 74367410 22,161 1,544,287 SH DEFINED 1,2,5,8,10,12 1,544,287
PROVIDENCE SVC CORP COM 74381510 259 178,890 SH DEFINED 1 178,890
PROVIDENT BANKSHARES COM 74385910 9,414 974,546 SH DEFINED 1,2,5 974,546
PROVIDENT FINL HLDGS COM 74386810 55 12,204 SH DEFINED 1 12,204
PROVIDENT FINL SVCS COM 74386T10 36,692 2,398,169 SH DEFINED 1,2,5 2,398,169
PROVIDENT NEW YORK B COM 74402810 8,319 670,916 SH DEFINED 1,2 670,916
PROXIM WIRELESS CORP COM 74428510 3 14,369 SH DEFINED 1,2 14,369
PRUDENTIAL FINL INC FRNT 744320AJ 947 1,000,000 SH DEFINED 1 1,000,000
PRUDENTIAL FINL INC COM 74432010 542,365 17,923,505 SH DEFINED 1,2,5,6,7,8,10,12,13 17,923,505
PRUDENTIAL PLC ADR 74435K20 414 32,702 SH DEFINED 1 32,702
PS BUSINESS PKS INC COM 69360J10 27,587 617,713 SH DEFINED 1,2,3,5,6 617,713
PSS WORLD MED INC COM 69366A10 21,689 1,152,444 SH DEFINED 1,2,5,6 1,152,444
PSYCHIATRIC SOLUTION COM 74439H10 38,345 1,376,836 SH DEFINED 1,2,5,6 1,376,836
PUBLIC STORAGE COM 74460D10 568,931 7,156,361 SH DEFINED 1,2,3,5,6,7,8,10,12,13 7,156,361
PUBLIC SVC ENTERPRIS COM 74457310 645,233 22,119,762 SH DEFINED 1,2,5,6,7,8,10,12,13 22,119,762
PUGET ENERGY INC NEW COM 74531010 65,818 2,413,574 SH DEFINED 1,2,5,8,10,12 2,413,574
PULTE HOMES INC COM 74586710 125,946 11,522,984 SH DEFINED 1,2,5,6,7,8,10,12,13 11,522,984
PURE BIOSCIENCE COM 74621810 112 36,300 SH DEFINED 1,2 36,300
PVF CAPITAL CORP COM 69365410 18 10,112 SH DEFINED 1 10,112
PZENA INVESTMENT MGM CLASS A 74731Q10 360 85,194 SH DEFINED 1,2 85,194
QAD INC COM 74727D10 894 213,325 SH DEFINED 1,2 213,325
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
QIAGEN N V ORD N7248210 297 16,934 SH DEFINED 1,5 16,934
QLOGIC CORP COM 74727710 89,666 6,671,566 SH DEFINED 1,2,5,6,7,8,10,13 6,671,566
QUAKER CHEM CORP COM 74731610 3,420 207,914 SH DEFINED 1,2,5 207,914
QUALCOMM INC COM 74752510 2,086,394 58,230,353 SH DEFINED 1,2,5,6,7,8,10,12,13 58,230,353
QUALITY SYS INC COM 74758210 12,736 291,977 SH DEFINED 1,2,6 291,977
QUANEX BUILDING PROD COM 74761910 6,116 652,676 SH DEFINED 1,2 652,676
QUANTA SVCS INC COM 74762E10 79,127 3,996,293 SH DEFINED 1,2,5,7,8,10,12,13 3,996,293
QUANTUM CORP COM DSSG 74790620 1,316 3,654,910 SH DEFINED 1,2,5 3,654,910
QUANTUM FUEL SYS TEC COM 74765E10 833 980,171 SH DEFINED 1,5 980,171
QUEST CAP CORP NEW COM 74835U10 31 45,100 SH DEFINED 1 45,100
QUEST DIAGNOSTICS IN COM 74834L10 296,352 5,708,961 SH DEFINED 1,2,5,6,7,8,10,12,13 5,708,961
QUEST RESOURCE CORP COM NEW 74834930 127 289,116 SH DEFINED 1 289,116
QUEST SOFTWARE INC COM 74834T10 21,124 1,677,822 SH DEFINED 1,2,5,6 1,677,822
QUESTAR CORP COM 74835610 235,276 7,197,172 SH DEFINED 1,2,5,6,7,8,10,12,13 7,197,172
QUESTCOR PHARMACEUTI COM 74835Y10 9,973 1,071,214 SH DEFINED 1,2,6 1,071,214
QUICKLOGIC CORP COM 74837P10 9 14,273 SH DEFINED 1 14,273
QUICKSILVER RESOURCE COM 74837R10 12,807 2,299,217 SH DEFINED 1,2,5,8,10 2,299,217
QUIDEL CORP COM 74838J10 7,320 560,082 SH DEFINED 1,2,5,6 560,082
QUIKSILVER INC COM 74838C10 4,344 2,361,089 SH DEFINED 1,2,5 2,361,089
QWEST COMMUNICATIONS NOTE 3.50 749121BY 210 250,000 SH DEFINED 1 250,000
QWEST COMMUNICATIONS COM 74912110 368,097 101,125,550 SH DEFINED 1,2,5,6,7,8,10,12,13 101,125,550
R H DONNELLEY CORP COM NEW 74955W30 438 1,184,861 SH DEFINED 1,2 1,184,861
RACKABLE SYS INC COM 75007710 3,284 833,588 SH DEFINED 1,2,5,6 833,588
RACKSPACE HOSTING IN COM 75008610 1,000 185,785 SH DEFINED 1,2 185,785
RADIAN GROUP INC COM 75023610 5,601 1,521,899 SH DEFINED 1,2,5 1,521,899
RADIANT SYSTEMS INC COM 75025N10 1,601 475,036 SH DEFINED 1,2,6 475,036
RADIO ONE INC CL A 75040P10 6 13,476 SH DEFINED 1 13,476
RADIO ONE INC CL D NON V 75040P40 22 98,563 SH DEFINED 1 98,563
RADIOSHACK CORP COM 75043810 97,738 8,185,795 SH DEFINED 1,2,5,6,7,8,10,12,13 8,185,795
RADISYS CORP COM 75045910 2,188 395,691 SH DEFINED 1,2,5 395,691
RADNET INC COM 75049110 857 255,731 SH DEFINED 1 255,731
RAE SYS INC COM 75061P10 7 12,171 SH DEFINED 1,2 12,171
RAIT FINANCIAL TRUST COM 74922710 5,167 1,987,185 SH DEFINED 1,2 1,987,185
RALCORP HLDGS INC NE COM 75102810 107,802 1,845,926 SH DEFINED 1,2,5,7,8,10,12,13 1,845,926
RAM ENERGY RESOURCES COM 75130P10 444 504,659 SH DEFINED 1 504,659
RAM HOLDINGS LTD SHS G7368R10 6 15,550 SH DEFINED 1 15,550
RAMBUS INC DEL COM 75091710 16,225 1,019,184 SH DEFINED 1,2,5,6,10 1,019,184
RAMCO-GERSHENSON PPT COM SH BEN 75145220 3,341 540,627 SH DEFINED 1,2,3 540,627
RAMTRON INTL CORP COM NEW 75190730 39 21,213 SH DEFINED 1 21,213
RANGE RES CORP COM 75281A10 221,909 6,452,706 SH DEFINED 1,2,5,6,7,8,10,12,13 6,452,706
RASER TECHNOLOGIES I COM 75405510 2,383 638,804 SH DEFINED 1,2,6 638,804
RAVEN INDS INC COM 75421210 5,984 248,316 SH DEFINED 1,2,6 248,316
RAYMOND JAMES FINANC COM 75473010 41,628 2,430,126 SH DEFINED 1,2,5,7,10 2,430,126
RAYONIER INC COM 75490710 44,752 1,427,488 SH DEFINED 1,2,5,10 1,427,488
RAYTHEON CO COM NEW 75511150 716,697 14,041,865 SH DEFINED 1,2,5,6,7,8,10,12,13 14,041,865
RBC BEARINGS INC COM 75524B10 6,926 341,519 SH DEFINED 1,2,6 341,519
RC2 CORP COM 74938810 3,690 345,823 SH DEFINED 1,2 345,823
RCN CORP COM NEW 74936120 5,492 930,821 SH DEFINED 1,2,6 930,821
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
READING INTERNATIONA CL A 75540810 73 18,600 SH DEFINED 1 18,600
REALNETWORKS INC COM 75605L10 5,825 1,650,117 SH DEFINED 1,2,5,6 1,650,117
REALTY INCOME CORP COM 75610910 66,959 2,892,390 SH DEFINED 1,2,3,5 2,892,390
RED HAT INC COM 75657710 25,445 1,924,766 SH DEFINED 1,2,5,10 1,924,766
RED LION HOTELS CORP COM 75676410 43 18,056 SH DEFINED 1 18,056
RED ROBIN GOURMET BU COM 75689M10 7,315 434,648 SH DEFINED 1,2,6 434,648
REDDY ICE HLDGS INC COM 75734R10 418 290,537 SH DEFINED 1,2 290,537
REDWOOD TR INC COM 75807540 8,624 578,431 SH DEFINED 1,2 578,431
REED ELSEVIER N V SPONS ADR 75820420 757 31,392 SH DEFINED 1 31,392
REED ELSEVIER P L C SPONS ADR 75820520 473 15,853 SH DEFINED 1 15,853
REGAL BELOIT CORP COM 75875010 28,720 755,981 SH DEFINED 1,2,5 755,981
REGAL ENTMT GROUP CL A 75876610 9,199 900,941 SH DEFINED 1,2,5,8,10 900,941
REGENCY CTRS CORP COM 75884910 121,781 2,607,729 SH DEFINED 1,2,3,5,7,8,10,12,13 2,607,729
REGENCY ENERGY PARTN COM UNITS 75885Y10 252 31,321 SH DEFINED 1,2 31,321
REGENERON PHARMACEUT COM 75886F10 44,853 2,442,948 SH DEFINED 1,2,5,6 2,442,948
REGENT COMMUNICATION COM 75886510 4 40,485 SH DEFINED 1 40,485
REGIONS FINANCIAL CO COM 7591EP10 266,685 33,503,102 SH DEFINED 1,2,5,6,7,8,10,12,13 33,503,102
REGIS CORP MINN COM 75893210 18,042 1,241,682 SH DEFINED 1,2,5 1,241,682
REHABCARE GROUP INC COM 75914810 7,673 506,158 SH DEFINED 1,2,5 506,158
REINSURANCE GROUP AM COM NEW 75935160 54,339 1,269,010 SH DEFINED 1,2,5,10,13 1,269,010
RELIANCE STEEL & ALU COM 75950910 39,336 1,972,716 SH DEFINED 1,2,5,7,10 1,972,716
RELIANT ENERGY INC COM 75952B10 38,302 6,626,675 SH DEFINED 1,2,5,7,8,10,12,13 6,626,675
RENAISSANCE LEARNING COM 75968L10 1,266 140,868 SH DEFINED 1,2 140,868
RENAISSANCERE HOLDIN COM G7496G10 45,558 883,599 SH DEFINED 1,2,5,7,8,10,12,13 883,599
RENASANT CORP COM 75970E10 5,714 335,540 SH DEFINED 1,2 335,540
RENT A CTR INC NEW COM 76009N10 67,245 3,809,902 SH DEFINED 1,2,5,8 3,809,902
RENTECH INC COM 76011210 1,615 2,374,807 SH DEFINED 1,2,5,6 2,374,807
RENTRAK CORP COM 76017410 214 18,177 SH DEFINED 1,5 18,177
REPLIGEN CORP COM 75991610 1,603 424,077 SH DEFINED 1,2,5 424,077
REPROS THERAPEUTICS COM 76028H10 137 13,024 SH DEFINED 1,2 13,024
REPSOL YPF S A SPONSORED 76026T20 980 45,539 SH DEFINED 1 45,539
REPUBLIC AWYS HLDGS COM 76027610 7,632 715,310 SH DEFINED 1,2 715,310
REPUBLIC BANCORP KY CL A 76028120 7,565 278,133 SH DEFINED 1,2 278,133
REPUBLIC FIRST BANCO COM 76041610 94 10,649 SH DEFINED 1 10,649
REPUBLIC SVCS INC COM 76075910 279,290 11,266,223 SH DEFINED 1,2,5,6,7,8,10,12,13 11,266,223
RES-CARE INC COM 76094310 8,660 576,585 SH DEFINED 1,2 576,585
RESEARCH FRONTIERS I COM 76091110 35 16,343 SH DEFINED 1 16,343
RESEARCH IN MOTION L COM 76097510 7,398 182,305 SH DEFINED 1,2,5 182,305
RESMED INC COM 76115210 51,794 1,381,898 SH DEFINED 1,2,5,10 1,381,898
RESOURCE AMERICA INC CL A 76119520 778 194,540 SH DEFINED 1,2,5 194,540
RESOURCE CAP CORP COM 76120W30 2,163 564,812 SH DEFINED 1,2 564,812
RESOURCES CONNECTION COM 76122Q10 13,873 846,938 SH DEFINED 1,2,6 846,938
RETAIL VENTURES INC COM 76128Y10 1,655 477,039 SH DEFINED 1,2,6 477,039
RETRACTABLE TECHNOLO COM 76129W10 17 20,339 SH DEFINED 1 20,339
REVLON INC CL A NEW 76152560 181 27,069 SH DEFINED 1,2,6 27,069
REWARDS NETWORK INC COM 76155710 644 248,515 SH DEFINED 1 248,515
REX ENERGY CORPORATI COM 76156510 721 245,197 SH DEFINED 1,2,6 245,197
REX STORES CORP COM 76162410 1,015 125,797 SH DEFINED 1 125,797
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
REXAHN PHARMACEUTICA COM 76164010 258 289,572 SH DEFINED 1 289,572
REYNOLDS AMERICAN IN COM 76171310 242,455 6,014,753 SH DEFINED 1,2,5,6,7,8,10,12,13 6,014,753
RF MICRODEVICES INC COM 74994110 6,000 7,692,150 SH DEFINED 1,2,5,8 7,692,150
RHI ENTMT INC DEL COM 74957T10 1,522 187,408 SH DEFINED 1,2,6 187,408
RICHARDSON ELECTRS L COM 76316510 35 11,844 SH DEFINED 1 11,844
RICKS CABARET INTL I COM NEW 76564130 243 60,822 SH DEFINED 1 60,822
RIGEL PHARMACEUTICAL COM NEW 76655960 4,913 614,090 SH DEFINED 1,2,5,6 614,090
RIGHTNOW TECHNOLOGIE COM 76657R10 3,115 403,013 SH DEFINED 1,2,6 403,013
RIMAGE CORP COM 76672110 1,847 137,741 SH DEFINED 1,2 137,741
RIO TINTO PLC SPONSORED 76720410 1,316 14,798 SH DEFINED 1,2,5 14,798
RISKMETRICS GROUP IN COM 76773510 5,066 340,213 SH DEFINED 1,2,6 340,213
RITCHIE BROS AUCTION COM 76774410 332 15,522 SH DEFINED 1 15,522
RITE AID CORP COM 76775410 1,937 6,246,834 SH DEFINED 1,2,5,10 6,246,834
RIVERBED TECHNOLOGY COM 76857310 12,546 1,101,536 SH DEFINED 1,2,6 1,101,536
RIVERVIEW BANCORP IN COM 76939710 31 13,992 SH DEFINED 1 13,992
RIVIERA HLDGS CORP COM 76962710 450 149,872 SH DEFINED 1,5 149,872
RLI CORP COM 74960710 117,838 1,926,722 SH DEFINED 1,2,6 1,926,722
ROBBINS & MYERS INC COM 77019610 11,080 685,212 SH DEFINED 1,2,6 685,212
ROBERT HALF INTL INC COM 77032310 114,848 5,516,245 SH DEFINED 1,2,5,6,7,8,10,12,13 5,516,245
ROCK OF AGES CORP CL A 77263210 23 11,698 SH DEFINED 1 11,698
ROCK-TENN CO CL A 77273920 40,008 1,170,497 SH DEFINED 1,2 1,170,497
ROCKVILLE FINL INC COM 77418610 2,119 151,697 SH DEFINED 1,2 151,697
ROCKWELL AUTOMATION COM 77390310 159,491 4,946,999 SH DEFINED 1,2,5,6,7,8,10,12,13 4,946,999
ROCKWELL COLLINS INC COM 77434110 230,783 5,903,897 SH DEFINED 1,2,5,6,7,8,10,12,13 5,903,897
ROCKWOOD HLDGS INC COM 77441510 9,861 913,028 SH DEFINED 1,2 913,028
ROFIN SINAR TECHNOLO COM 77504310 15,559 756,047 SH DEFINED 1,2,5,6 756,047
ROGERS COMMUNICATION CL B 77510920 1,107 36,804 SH DEFINED 1,2 36,804
ROGERS CORP COM 77513310 13,730 494,427 SH DEFINED 1,2,6 494,427
ROHM & HAAS CO COM 77537110 290,917 4,708,157 SH DEFINED 1,2,5,6,7,8,10,12,13 4,708,157
ROLLINS INC COM 77571110 24,061 1,330,816 SH DEFINED 1,2,6 1,330,816
ROMA FINANCIAL CORP COM 77581P10 1,600 127,069 SH DEFINED 1,2,6 127,069
ROPER INDS INC NEW COM 77669610 87,478 2,015,159 SH DEFINED 1,2,5,7,8,10,12,13 2,015,159
ROSETTA RESOURCES IN COM 77777930 9,786 1,382,236 SH DEFINED 1,2 1,382,236
ROSS STORES INC COM 77829610 122,186 4,109,854 SH DEFINED 1,2,5,7,8,10,12,13 4,109,854
ROSTELECOM OPEN JT S SPONSORED 77852910 6,424 115,796 SH DEFINED 1,2,5,7 115,796
ROWAN COS INC COM 77938210 98,366 6,186,523 SH DEFINED 1,2,5,6,7,8,10,12,13 6,186,523
ROYAL BK CDA MONTREA COM 78008710 1,650 55,622 SH DEFINED 1,5 55,622
ROYAL BK SCOTLAND GR SPONS ADR 78009768 193 12,694 SH DEFINED 1,2 12,694
ROYAL CARIBBEAN CRUI COM V7780T10 24,742 1,799,400 SH DEFINED 1,2,5,7,8,10,12,13 1,799,400
ROYAL DUTCH SHELL PL SPON ADR B 78025910 3,361 65,358 SH DEFINED 1 65,358
ROYAL DUTCH SHELL PL SPONS ADR 78025920 3,696 69,824 SH DEFINED 1,2,5 69,824
ROYAL GOLD INC COM 78028710 36,377 739,226 SH DEFINED 1,2,5,6 739,226
RPC INC COM 74966010 5,635 577,371 SH DEFINED 1,2,5,6 577,371
RPM INTL INC COM 74968510 44,561 3,352,941 SH DEFINED 1,2,5,10 3,352,941
RSC HOLDINGS INC COM 74972L10 6,798 797,854 SH DEFINED 1,2,6 797,854
RTI BIOLOGICS INC COM 74975N10 2,052 743,574 SH DEFINED 1,2,6 743,574
RTI INTL METALS INC COM 74973W10 9,708 678,417 SH DEFINED 1,2,5 678,417
RUBICON TECHNOLOGY I COM 78112T10 2,244 526,763 SH DEFINED 1,2,6 526,763
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
RUBY TUESDAY INC COM 78118210 1,843 1,181,250 SH DEFINED 1,2,5 1,181,250
RUDDICK CORP COM 78125810 32,780 1,185,536 SH DEFINED 1,2,5 1,185,536
RUDOLPH TECHNOLOGIES COM 78127010 1,783 505,221 SH DEFINED 1,2,5 505,221
RURAL / METRO CORP COM 78174810 48 26,539 SH DEFINED 1 26,539
RUSH ENTERPRISES INC CL A 78184620 4,652 542,846 SH DEFINED 1,2 542,846
RUSS BERRIE & CO COM 78223310 955 321,633 SH DEFINED 1,2 321,633
RUTHS HOSPITALITY GR COM 78333210 411 297,495 SH DEFINED 1 297,495
RYANAIR HLDGS PLC SPONSORED 78351310 4,983 171,370 SH DEFINED 1,2,5 171,370
RYDER SYS INC COM 78354910 93,135 2,401,636 SH DEFINED 1,2,5,6,7,8,10,12,13 2,401,636
RYLAND GROUP INC COM 78376410 49,128 2,780,315 SH DEFINED 1,2,5,6 2,780,315
S & T BANCORP INC COM 78385910 15,545 437,885 SH DEFINED 1,2,5 437,885
S Y BANCORP INC COM 78506010 6,223 226,293 SH DEFINED 1,2,6 226,293
S1 CORPORATION COM 78463B10 7,748 982,032 SH DEFINED 1,2,5,6 982,032
SABA SOFTWARE INC COM NEW 78493260 59 37,758 SH DEFINED 1 37,758
SAFEGUARD SCIENTIFIC COM 78644910 1,225 1,775,586 SH DEFINED 1,5 1,775,586
SAFETY INS GROUP INC COM 78648T10 14,344 376,873 SH DEFINED 1,2 376,873
SAFEWAY INC COM NEW 78651420 395,756 16,649,379 SH DEFINED 1,2,5,6,7,8,10,12,13 16,649,379
SAGA COMMUNICATIONS CL A 78659810 37 22,549 SH DEFINED 1 22,549
SAIA INC COM 78709Y10 3,769 347,046 SH DEFINED 1,2,5 347,046
SAIC INC COM 78390X10 96,188 4,937,790 SH DEFINED 1,2,5,6,7,8,10,12,13 4,937,790
SAKS INC COM 79377W10 11,959 2,730,379 SH DEFINED 1,2,5,10 2,730,379
SALARY COM INC COM 79400610 22 10,171 SH DEFINED 1 10,171
SALESFORCE COM INC COM 79466L30 118,968 3,716,574 SH DEFINED 1,2,5,6,7,8,10,12,13 3,716,574
SALIX PHARMACEUTICAL COM 79543510 9,093 1,029,751 SH DEFINED 1,2,5,6 1,029,751
SALLY BEAUTY HLDGS I COM 79546E10 9,008 1,583,164 SH DEFINED 1,2,5,6 1,583,164
SANDERS MORRIS HARRI COM 80000Q10 1,825 304,698 SH DEFINED 1,2 304,698
SANDERSON FARMS INC COM 80001310 11,759 340,253 SH DEFINED 1,2 340,253
SANDISK CORP NOTE 1.00 80004CAC 120 300,000 SH DEFINED 1 300,000
SANDISK CORP COM 80004C10 74,519 7,762,422 SH DEFINED 1,2,5,6,7,8,10,12,13 7,762,422
SANDRIDGE ENERGY INC COM 80007P30 7,547 1,227,235 SH DEFINED 1,2,5,7,8,10,13 1,227,235
SANDY SPRING BANCORP COM 80036310 5,940 272,106 SH DEFINED 1,2 272,106
SANFILIPPO JOHN B & COM 80042210 61 11,261 SH DEFINED 1 11,261
SANGAMO BIOSCIENCES COM 80067710 1,841 528,996 SH DEFINED 1,2,5,6 528,996
SANMINA SCI CORP COM 80090710 4,922 10,472,920 SH DEFINED 1,2,5,7,8 10,472,920
SANOFI AVENTIS SPONSORED 80105N10 958 29,804 SH DEFINED 1,2 29,804
SANTANDER BANCORP COM 80280910 2,494 199,717 SH DEFINED 1,2 199,717
SANTARUS INC COM 80281730 72 45,935 SH DEFINED 1 45,935
SANTOS LIMITED SPONSORED 80302160 645 14,577 SH DEFINED 1 14,577
SAP AKTIENGESELLSCHA SPONSORED 80305420 4,464 123,234 SH DEFINED 1,2 123,234
SAPIENT CORP COM 80306210 6,709 1,511,078 SH DEFINED 1,2,5,6 1,511,078
SARA LEE CORP COM 80311110 262,335 26,796,243 SH DEFINED 1,2,5,6,7,8,10,12,13 26,796,243
SASOL LTD SPONSORED 80386630 531 17,505 SH DEFINED 1 17,505
SATCON TECHNOLOGY CO COM 80389310 55 35,370 SH DEFINED 1 35,370
SATYAM COMPUTER SERV ADR 80409810 2,141 236,887 SH DEFINED 1,2,5,6 236,887
SAUER-DANFOSS INC COM 80413710 3,003 343,148 SH DEFINED 1,2 343,148
SAUL CTRS INC COM 80439510 15,548 393,630 SH DEFINED 1,2,3,5,6 393,630
SAVIENT PHARMACEUTIC COM 80517Q10 5,598 966,822 SH DEFINED 1,2,5,6 966,822
SAVVIS INC COM NEW 80542330 4,191 608,202 SH DEFINED 1,2,6 608,202
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
SBA COMMUNICATIONS C COM 78388J10 18,192 1,114,683 SH DEFINED 1,2,5,6,10 1,114,683
SCANA CORP NEW COM 80589M10 189,850 5,332,857 SH DEFINED 1,2,5,6,7,8,10,12,13 5,332,857
SCANSOURCE INC COM 80603710 8,906 462,163 SH DEFINED 1,2,6 462,163
SCBT FINANCIAL CORP COM 78401V10 6,340 183,772 SH DEFINED 1,2,5 183,772
SCHAWK INC CL A 80637310 2,575 224,673 SH DEFINED 1,2 224,673
SCHEIN HENRY INC COM 80640710 75,545 2,059,008 SH DEFINED 1,2,5,7,8,10,12,13 2,059,008
SCHERING PLOUGH CORP COM 80660510 1,029,362 60,444,012 SH DEFINED 1,2,5,6,7,8,10,12,13 60,444,012
SCHERING PLOUGH CORP PFD CONV M 80660570 348 2,000 SH DEFINED 1 2,000
SCHIFF NUTRITION INT COM 80669310 661 110,655 SH DEFINED 1 110,655
SCHLUMBERGER LTD COM 80685710 1,897,229 44,819,968 SH DEFINED 1,2,5,6,7,8,10,12,13 44,819,968
SCHNITZER STL INDS CL A 80688210 7,680 203,976 SH DEFINED 1,2,5,6,10 203,976
SCHOLASTIC CORP COM 80706610 11,577 852,500 SH DEFINED 1,2,5,7,8 852,500
SCHOOL SPECIALTY INC COM 80786310 6,665 348,571 SH DEFINED 1,2,5 348,571
SCHULMAN A INC COM 80819410 10,205 600,280 SH DEFINED 1,2 600,280
SCHWAB CHARLES CORP COM 80851310 658,785 40,741,212 SH DEFINED 1,2,5,6,7,8,10,12,13 40,741,212
SCHWEITZER-MAUDUIT I COM 80854110 5,365 268,001 SH DEFINED 1,2 268,001
SCICLONE PHARMACEUTI COM 80862K10 27 36,610 SH DEFINED 1 36,610
SCIENTIFIC GAMES COR CL A 80874P10 23,566 1,343,584 SH DEFINED 1,2,5,6,10 1,343,584
SCM MICROSYSTEMS INC COM 78401810 32 14,231 SH DEFINED 1 14,231
SCOLR PHARMA INC COM 78402X10 12 18,140 SH DEFINED 1 18,140
SCOTTS MIRACLE GRO C CL A 81018610 23,108 777,523 SH DEFINED 1,2,5,6,7,10 777,523
SCRIPPS E W CO OHIO CL A NEW 81105440 844 382,123 SH DEFINED 1,2,5,8,10 382,123
SCRIPPS NETWORKS INT CL A COM 81106510 67,577 3,071,702 SH DEFINED 1,2,5,6,7,8,10,12,13 3,071,702
SEABOARD CORP COM 81154310 9,011 7,547 SH DEFINED 1,2,6 7,547
SEABRIGHT INSURANCE COM 81165610 5,848 498,119 SH DEFINED 1,2 498,119
SEACHANGE INTL INC COM 81169910 3,434 476,246 SH DEFINED 1,2,5 476,246
SEACOAST BKG CORP FL COM 81170730 1,832 277,630 SH DEFINED 1,2 277,630
SEACOR HOLDINGS INC COM 81190410 33,103 496,672 SH DEFINED 1,2,5,6,7,10 496,672
SEAGATE TECHNOLOGY SHS G7945J10 26,573 5,998,393 SH DEFINED 1,2,5,7,8,10,12,13 5,998,393
SEALED AIR CORP NEW COM 81211K10 93,224 6,239,924 SH DEFINED 1,2,5,6,7,8,10,12,13 6,239,924
SEALY CORP COM 81213930 1,695 675,192 SH DEFINED 1,2 675,192
SEARS HLDGS CORP COM 81235010 176,166 4,532,192 SH DEFINED 1,2,5,6,7,8,10,12,13 4,532,192
SEASPAN CORP SHS Y7563810 94 10,525 SH DEFINED 1,5 10,525
SEATTLE GENETICS INC COM 81257810 10,340 1,156,619 SH DEFINED 1,2,6 1,156,619
SECURITY BANK CORP COM 81404710 50 47,855 SH DEFINED 1 47,855
SEI INVESTMENTS CO COM 78411710 50,129 3,190,868 SH DEFINED 1,2,5,7,8,10,12,13 3,190,868
SELECT COMFORT CORP COM 81616X10 23 91,661 SH DEFINED 1,2,5 91,661
SELECT SECTOR SPDR T SBI INT-EN 81369Y50 338 7,072 SH DEFINED 1 7,072
SELECT SECTOR SPDR T SBI INT-FI 81369Y60 3,847 307,255 SH DEFINED 1,10 307,255
SELECT SECTOR SPDR T SBI INT-UT 81369Y88 2,373 81,753 SH DEFINED 1 81,753
SELECTICA INC COM 81628810 56 66,920 SH DEFINED 1 66,920
SELECTIVE INS GROUP COM 81630010 26,014 1,134,503 SH DEFINED 1,2,5 1,134,503
SEMGROUP ENERGY PART COM UNIT L 81662W10 50 19,928 SH DEFINED 1,2 19,928
SEMITOOL INC COM 81690910 1,123 368,129 SH DEFINED 1,5 368,129
SEMPRA ENERGY COM 81685110 420,602 9,866,347 SH DEFINED 1,2,5,6,7,8,10,12,13 9,866,347
SEMTECH CORP COM 81685010 25,334 2,247,936 SH DEFINED 1,2,5,6,7,8 2,247,936
SENIOR HSG PPTYS TR SH BEN INT 81721M10 71,013 3,962,770 SH DEFINED 1,2,3,5 3,962,770
SENOMYX INC COM 81724Q10 104 37,368 SH DEFINED 1,6 37,368
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
SENSIENT TECHNOLOGIE COM 81725T10 33,636 1,408,555 SH DEFINED 1,2,5 1,408,555
SEPRACOR INC COM 81731510 26,690 2,430,799 SH DEFINED 1,2,5,8,10,12 2,430,799
SEQUENOM INC COM NEW 81733740 29,258 1,474,676 SH DEFINED 1,2,6 1,474,676
SERVICE CORP INTL COM 81756510 23,533 4,735,051 SH DEFINED 1,2,5,10 4,735,051
SEVERN BANCORP ANNA COM 81811M10 58 13,689 SH DEFINED 1 13,689
SHAW COMMUNICATIONS CL B CONV 82028K20 627 35,486 SH DEFINED 1 35,486
SHAW GROUP INC COM 82028010 42,935 2,097,453 SH DEFINED 1,2,5,7,8,10 2,097,453
SHENANDOAH TELECOMMU COM 82312B10 10,732 382,588 SH DEFINED 1,2,6 382,588
SHENGDA TECH INC COM 82321310 1,372 389,819 SH DEFINED 1,2 389,819
SHERWIN WILLIAMS CO COM 82434810 260,382 4,357,855 SH DEFINED 1,2,5,6,7,8,10,12,13 4,357,855
SHINHAN FINANCIAL GR SPN ADR RE 82459610 1,952 41,381 SH DEFINED 1,6 41,381
SHIP FINANCE INTERNA SHS G8107510 6,269 567,329 SH DEFINED 1,2,5,7 567,329
SHIRE PLC SPONSORED 82481R10 446 9,950 SH DEFINED 1 9,950
SHOE CARNIVAL INC COM 82488910 1,856 194,319 SH DEFINED 1,2,5 194,319
SHORE BANCSHARES INC COM 82510710 2,686 111,984 SH DEFINED 1,2,5 111,984
SHORETEL INC COM 82521110 2,481 552,495 SH DEFINED 1,2 552,495
SHUFFLE MASTER INC COM 82554910 4,372 881,548 SH DEFINED 1,2,6 881,548
SHUTTERFLY INC COM 82568P30 1,975 282,551 SH DEFINED 1,2,6 282,551
SIEMENS A G SPONSORED 82619750 2,260 29,829 SH DEFINED 1,2 29,829
SIERRA BANCORP COM 82620P10 2,252 107,254 SH DEFINED 1,2 107,254
SIGA TECHNOLOGIES IN COM 82691710 143 43,716 SH DEFINED 1,2 43,716
SIGMA ALDRICH CORP COM 82655210 198,682 4,703,652 SH DEFINED 1,2,5,6,7,8,10,12,13 4,703,652
SIGMA DESIGNS INC COM 82656510 5,606 590,090 SH DEFINED 1,2,5,6 590,090
SIGMATRON INTL INC COM 82661L10 30 12,713 SH DEFINED 1 12,713
SIGNATURE BK NEW YOR COM 82669G10 38,750 1,350,646 SH DEFINED 1,2,6 1,350,646
SIGNET JEWELERS LIMI SHS G8127610 5,850 674,733 SH DEFINED 1,2,10 674,733
SILGAN HOLDINGS INC COM 82704810 25,579 535,019 SH DEFINED 1,2,6 535,019
SILICON IMAGE INC COM 82705T10 8,837 2,104,079 SH DEFINED 1,2,5,6 2,104,079
SILICON LABORATORIES COM 82691910 22,908 924,437 SH DEFINED 1,2,5,6,10 924,437
SILICON STORAGE TECH COM 82705710 6,160 2,690,150 SH DEFINED 1,2,5,6 2,690,150
SILICONWARE PRECISIO SPONSD ADR 82708486 533 119,516 SH DEFINED 1,2,6 119,516
SIMMONS 1ST NATL COR CL A $1 PA 82873020 8,504 288,579 SH DEFINED 1,2 288,579
SIMON PPTY GROUP INC COM 82880610 699,878 13,172,925 SH DEFINED 1,2,3,5,6,7,8,10,12,13 13,172,925
SIMPSON MANUFACTURIN COM 82907310 19,848 714,969 SH DEFINED 1,2,5,6 714,969
SIMS METAL MANAGEMEN SPONS ADR 82916010 342 27,496 SH DEFINED 1 27,496
SINA CORP ORD G8147710 529 22,841 SH DEFINED 1,2,6 22,841
SINCLAIR BROADCAST G CL A 82922610 3,994 1,288,512 SH DEFINED 1,2 1,288,512
SIRF TECHNOLOGY HLDG COM 82967H10 1,135 886,959 SH DEFINED 1,2 886,959
SIRIUS XM RADIO INC COM 82967N10 3,610 30,084,307 SH DEFINED 1,2,5,7,10,12 30,084,307
SIRONA DENTAL SYSTEM COM 82966C10 3,118 296,905 SH DEFINED 1,2,6 296,905
SIX FLAGS INC COM 83001P10 357 1,150,575 SH DEFINED 1,2,5 1,150,575
SJW CORP COM 78430510 6,269 209,369 SH DEFINED 1,2 209,369
SK TELECOM LTD SPONSORED 78440P10 4,020 221,096 SH DEFINED 1,2,12 221,096
SKECHERS U S A INC CL A 83056610 10,454 815,469 SH DEFINED 1,2,6 815,469
SKILLED HEALTHCARE G CL A 83066R10 2,574 304,986 SH DEFINED 1,2 304,986
SKILLSOFT PLC SPONSORED 83092810 396 55,530 SH DEFINED 1,5 55,530
SKYLINE CORP COM 83083010 2,536 126,839 SH DEFINED 1,2 126,839
SKYWEST INC COM 83087910 25,718 1,382,715 SH DEFINED 1,2,5,8 1,382,715
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
SKYWORKS SOLUTIONS I COM 83088M10 21,403 3,863,401 SH DEFINED 1,2,5 3,863,401
SL GREEN RLTY CORP COM 78440X10 62,348 2,407,253 SH DEFINED 1,2,3,5,7,8,10,12,13 2,407,253
SLM CORP COM 78442P10 184,411 20,720,308 SH DEFINED 1,2,5,6,7,8,10,12,13 20,720,308
SMART BALANCE INC COM 83169Y10 6,466 950,820 SH DEFINED 1,2,6 950,820
SMART MODULAR TECHNO ORD SHS G8224510 1,022 663,714 SH DEFINED 1,2 663,714
SMITH & NEPHEW PLC SPDN ADR N 83175M20 281 8,695 SH DEFINED 1 8,695
SMITH & WESSON HLDG COM 83175610 1,186 522,410 SH DEFINED 1,2,5,6 522,410
SMITH A O COM 83186520 14,734 499,124 SH DEFINED 1,2 499,124
SMITH INTL INC COM 83211010 207,122 9,048,562 SH DEFINED 1,2,5,6,7,8,10,12,13 9,048,562
SMITH MICRO SOFTWARE COM 83215410 2,601 467,841 SH DEFINED 1,2,5 467,841
SMITHFIELD FOODS INC COM 83224810 32,779 2,329,710 SH DEFINED 1,2,5,8,10,12 2,329,710
SMITHTOWN BANCORP IN COM 83244910 1,882 117,392 SH DEFINED 1,2 117,392
SMUCKER J M CO COM NEW 83269640 193,941 4,472,815 SH DEFINED 1,2,5,6,7,8,10,12,13 4,472,815
SMURFIT-STONE CONTAI COM 83272710 732 2,870,120 SH DEFINED 1,2,5,8,10 2,870,120
SNAP ON INC COM 83303410 86,099 2,186,372 SH DEFINED 1,2,5,6,10,13 2,186,372
SOAPSTONE NETWORKS I COM 83357010 42 16,120 SH DEFINED 1,2 16,120
SOCIEDAD QUIMICA MIN SPON ADR S 83363510 16,773 687,718 SH DEFINED 1,2,5,7 687,718
SOHU COM INC COM 83408W10 18,476 390,293 SH DEFINED 1,2,5,6,7,8,10 390,293
SOLERA HOLDINGS INC COM 83421A10 27,682 1,148,630 SH DEFINED 1,2,6,7,8 1,148,630
SOLUTIA INC COM NEW 83437650 6,704 1,489,816 SH DEFINED 1,2,6 1,489,816
SOMANETICS CORP COM NEW 83444540 4,675 283,171 SH DEFINED 1,2,5 283,171
SONIC AUTOMOTIVE INC CL A 83545G10 2,281 573,140 SH DEFINED 1,2,5 573,140
SONIC CORP COM 83545110 12,889 1,059,097 SH DEFINED 1,2,5,6 1,059,097
SONIC INNOVATIONS IN COM 83545M10 22 22,338 SH DEFINED 1 22,338
SONIC SOLUTIONS COM 83546010 618 350,937 SH DEFINED 1,5 350,937
SONICWALL INC COM 83547010 5,970 1,499,906 SH DEFINED 1,2,5,6 1,499,906
SONOCO PRODS CO COM 83549510 107,338 4,634,623 SH DEFINED 1,2,5,7,10 4,634,623
SONOSITE INC COM 83568G10 5,672 297,294 SH DEFINED 1,2,6 297,294
SONUS NETWORKS INC COM 83591610 7,366 4,662,339 SH DEFINED 1,2,5,6,8 4,662,339
SONY CORP ADR NEW 83569930 1,086 49,650 SH DEFINED 1 49,650
SOTHEBYS COM 83589810 17,741 1,995,658 SH DEFINED 1,2,5 1,995,658
SOURCE INTERLINK COS COM NEW 83615120 5 35,786 SH DEFINED 1 35,786
SOURCEFIRE INC COM 83616T10 1,407 251,178 SH DEFINED 1,2 251,178
SOURCEFORGE INC COM 83616W10 62 68,413 SH DEFINED 1,5 68,413
SOUTH FINL GROUP INC COM 83784110 13,656 3,161,182 SH DEFINED 1,2,5 3,161,182
SOUTH JERSEY INDS IN COM 83851810 22,989 576,891 SH DEFINED 1,2 576,891
SOUTHERN CMNTY FINL COM 84263210 126 35,900 SH DEFINED 1 35,900
SOUTHERN CO COM 84258710 1,114,423 30,119,553 SH DEFINED 1,2,5,6,7,8,10,12,13 30,119,553
SOUTHERN COPPER CORP COM 84265V10 60,741 3,782,101 SH DEFINED 1,2,5,7,8,10,12 3,782,101
SOUTHERN UN CO NEW COM 84403010 32,360 2,481,616 SH DEFINED 1,2,5,7,10 2,481,616
SOUTHSIDE BANCSHARES COM 84470P10 6,118 260,345 SH DEFINED 1,2 260,345
SOUTHWEST AIRLS CO COM 84474110 240,649 27,917,494 SH DEFINED 1,2,5,6,7,8,10,12,13 27,917,494
SOUTHWEST BANCORP IN COM 84476710 3,763 290,322 SH DEFINED 1,2 290,322
SOUTHWEST GAS CORP COM 84489510 29,154 1,156,007 SH DEFINED 1,2,5,8 1,156,007
SOUTHWEST WTR CO COM 84533110 1,192 370,248 SH DEFINED 1,2 370,248
SOUTHWESTERN ENERGY COM 84546710 399,683 13,796,432 SH DEFINED 1,2,5,6,7,8,10,12,13 13,796,432
SOVEREIGN BANCORP IN COM 84590510 65,263 21,900,201 SH DEFINED 1,2,5,6,7,8,10,12,13 21,900,201
SOVRAN SELF STORAGE COM 84610H10 28,000 777,765 SH DEFINED 1,2,3,5 777,765
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
SPANISH BROADCASTING CL A 84642588 3 28,508 SH DEFINED 1 28,508
SPANSION INC COM CL A 84649R10 527 2,786,339 SH DEFINED 1,2 2,786,339
SPARTAN MTRS INC COM 84681910 3,613 763,787 SH DEFINED 1,2,5 763,787
SPARTAN STORES INC COM 84682210 11,984 515,461 SH DEFINED 1,2,6 515,461
SPARTECH CORP COM NEW 84722020 3,821 610,400 SH DEFINED 1,2 610,400
SPDR INDEX SHS FDS DJWS INTL 78463X86 2,724 100,600 SH DEFINED 2 100,600
SPDR INDEX SHS FDS S&P INTL S 78463X87 7,852 421,700 SH DEFINED 2 421,700
SPDR SERIES TRUST LEHMAN YLD 78464A41 32,521 1,004,035 SH DEFINED 1,2,5 1,004,035
SPDR SERIES TRUST DJWS LGCAP 78464A50 1,146 22,647 SH DEFINED 1 22,647
SPDR SERIES TRUST DJ WLSH RE 78464A60 936 23,106 SH DEFINED 1,8 23,106
SPDR SERIES TRUST LEH AGGR B 78464A64 13,636 245,099 SH DEFINED 2 245,099
SPDR SERIES TRUST BARCL CAP 78464A65 405 8,570 SH DEFINED 2 8,570
SPDR TR UNIT SER 1 78462F10 128,581 1,424,876 SH DEFINED 1,2,5 1,424,876
SPECTRA ENERGY CORP COM 84756010 382,672 24,312,097 SH DEFINED 1,2,5,6,7,8,10,12,13 24,312,097
SPECTRA ENERGY PARTN COM 84756N10 254 12,846 SH DEFINED 1,2 12,846
SPECTRANETICS CORP COM 84760C10 1,126 431,395 SH DEFINED 1,2 431,395
SPECTRUM BRANDS INC COM 84762L10 7 79,130 SH DEFINED 1 79,130
SPECTRUM CTL INC COM 84761510 73 11,899 SH DEFINED 1 11,899
SPECTRUM PHARMACEUTI COM 84763A10 54 36,395 SH DEFINED 1,2 36,395
SPEEDWAY MOTORSPORTS COM 84778810 9,453 586,806 SH DEFINED 1,2 586,806
SPHERION CORP COM 84842010 4,211 1,905,378 SH DEFINED 1,2,5 1,905,378
SPHERIX INC COM 84842R10 8 16,667 SH DEFINED 1 16,667
SPIRIT AEROSYSTEMS H COM CL A 84857410 10,936 1,075,310 SH DEFINED 1,2,5,8,10 1,075,310
SPORT CHALET INC CL A 84916320 6 13,343 SH DEFINED 1 13,343
SPRINT NEXTEL CORP COM SER 1 85206110 188,988 103,272,357 SH DEFINED 1,2,5,6,7,8,10,12,13 103,272,357
SPSS INC COM 78462K10 13,820 512,607 SH DEFINED 1,2,5,6 512,607
SPX CORP COM 78463510 53,669 1,323,534 SH DEFINED 1,2,5,7,8,10,12,13 1,323,534
SRA INTL INC CL A 78464R10 17,539 1,016,745 SH DEFINED 1,2,6 1,016,745
SRS LABS INC COM 78464M10 67 14,061 SH DEFINED 1 14,061
ST JOE CO COM 79014810 25,315 1,040,932 SH DEFINED 1,2,5,8,10,12 1,040,932
ST JUDE MED INC COM 79084910 410,390 12,451,163 SH DEFINED 1,2,5,6,7,8,10,12,13 12,451,163
ST MARY LD & EXPL CO COM 79222810 25,302 1,245,793 SH DEFINED 1,2,5,6,7,10 1,245,793
STAAR SURGICAL CO COM PAR $0 85231230 59 24,655 SH DEFINED 1 24,655
STAGE STORES INC COM NEW 85254C30 6,358 770,682 SH DEFINED 1,2,5 770,682
STAMPS COM INC COM NEW 85285720 4,315 438,981 SH DEFINED 1,2,6 438,981
STANCORP FINL GROUP COM 85289110 48,517 1,161,523 SH DEFINED 1,2,5,7,10 1,161,523
STANDARD MICROSYSTEM COM 85362610 6,629 405,678 SH DEFINED 1,2,6 405,678
STANDARD MTR PRODS I COM 85366610 101 29,175 SH DEFINED 1,5 29,175
STANDARD PAC CORP NE COM 85375C10 3,845 2,160,009 SH DEFINED 1,2,5 2,160,009
STANDARD PARKING COR COM 85379010 5,364 277,338 SH DEFINED 1,2,6 277,338
STANDARD REGISTER CO COM 85388710 3,524 394,579 SH DEFINED 1,2 394,579
STANDEX INTL CORP COM 85423110 5,002 252,129 SH DEFINED 1,2,5 252,129
STANLEY INC COM 85453210 4,793 132,318 SH DEFINED 1,2,6 132,318
STANLEY WKS COM 85461610 110,600 3,243,413 SH DEFINED 1,2,5,6,7,8,10,12,13 3,243,413
STAPLES INC COM 85503010 447,682 24,982,270 SH DEFINED 1,2,5,6,7,8,10,12,13 24,982,270
STAR GAS PARTNERS L UNIT LTD P 85512C10 78 32,490 SH DEFINED 1 32,490
STAR SCIENTIFIC INC COM 85517P10 3,168 827,054 SH DEFINED 1,2 827,054
STARBUCKS CORP COM 85524410 237,849 25,142,651 SH DEFINED 1,2,5,6,7,8,10,12,13 25,142,651
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
STARENT NETWORKS COR COM 85528P10 5,332 446,928 SH DEFINED 1,2,6 446,928
STARTEK INC COM 85569C10 121 27,103 SH DEFINED 1 27,103
STARWOOD HOTELS&RESO COM 85590A40 142,834 7,979,538 SH DEFINED 1,2,5,6,7,8,10,12,13 7,979,538
STATE AUTO FINL CORP COM 85570710 7,108 236,475 SH DEFINED 1,2 236,475
STATE BANCORP INC N. COM 85571610 2,078 213,366 SH DEFINED 1,2 213,366
STATE STR CORP COM 85747710 906,536 23,049,487 SH DEFINED 1,2,5,6,7,8,10,12,13 23,049,487
STATOILHYDRO ASA SPONSORED 85771P10 622 37,323 SH DEFINED 1 37,323
STEAK N SHAKE CO COM 85787310 2,971 499,410 SH DEFINED 1,2 499,410
STEC INC COM 78477410 1,762 413,706 SH DEFINED 1,2,6 413,706
STEEL DYNAMICS INC COM 85811910 49,296 4,409,332 SH DEFINED 1,2,5,8,10 4,409,332
STEELCASE INC CL A 85815520 4,129 734,680 SH DEFINED 1,2,5,10 734,680
STEIN MART INC COM 85837510 510 451,600 SH DEFINED 1,2,5 451,600
STEINER LEISURE LTD ORD P8744Y10 7,479 253,338 SH DEFINED 1,2,5,6 253,338
STEINWAY MUSICAL INS COM 85849510 2,353 134,399 SH DEFINED 1,2 134,399
STELLARONE CORP COM 85856G10 6,127 362,550 SH DEFINED 1,2 362,550
STEMCELLS INC COM 85857R10 122 89,907 SH DEFINED 1,2,5 89,907
STEPAN CO COM 85858610 10,590 225,360 SH DEFINED 1,2,5,6 225,360
STEREOTAXIS INC COM 85916J10 2,532 575,517 SH DEFINED 1,2,6 575,517
STERICYCLE INC COM 85891210 152,989 2,937,571 SH DEFINED 1,2,5,6,7,8,10,12,13 2,937,571
STERIS CORP COM 85915210 42,727 1,788,503 SH DEFINED 1,2,5,6 1,788,503
STERLING BANCORP COM 85915810 5,298 377,630 SH DEFINED 1,2 377,630
STERLING BANCSHARES COM 85890710 22,144 3,642,087 SH DEFINED 1,2 3,642,087
STERLING CONSTRUCTIO COM 85924110 2,879 155,388 SH DEFINED 1,2,5 155,388
STERLING FINL CORP W COM 85931910 20,789 2,362,434 SH DEFINED 1,2 2,362,434
STERLITE INDS INDIA ADS 85973720 501 90,752 SH DEFINED 1,6 90,752
STEWART ENTERPRISES CL A 86037010 6,054 2,011,287 SH DEFINED 1,2,5 2,011,287
STEWART INFORMATION COM 86037210 7,106 302,491 SH DEFINED 1,2 302,491
STIFEL FINL CORP COM 86063010 24,208 527,990 SH DEFINED 1,2,6 527,990
STILLWATER MNG CO COM 86074Q10 4,698 950,926 SH DEFINED 1,2,5,6 950,926
STMICROELECTRONICS N NY REGISTR 86101210 131 19,720 SH DEFINED 1 19,720
STONE ENERGY CORP COM 86164210 16,275 1,476,878 SH DEFINED 1,2,5,7,8 1,476,878
STONERIDGE INC COM 86183P10 2,032 445,700 SH DEFINED 1,2 445,700
STRATASYS INC COM 86268510 3,833 356,563 SH DEFINED 1,2,5,6 356,563
STRATEGIC HOTELS & R COM 86272T10 4,777 2,843,300 SH DEFINED 1,2,3 2,843,300
STRATUS PPTYS INC COM NEW 86316720 1,092 87,637 SH DEFINED 1,2 87,637
STRAYER ED INC COM 86323610 56,821 265,010 SH DEFINED 1,2,5,6,10 265,010
STRYKER CORP COM 86366710 368,928 9,234,750 SH DEFINED 1,2,5,6,7,8,10,12,13 9,234,750
STUDENT LN CORP COM 86390210 2,521 61,483 SH DEFINED 1,2,5,10,12 61,483
STURM RUGER & CO INC COM 86415910 372 62,359 SH DEFINED 1 62,359
SUBURBAN PROPANE PAR UNIT LTD P 86448210 1,611 45,445 SH DEFINED 1,2 45,445
SUCAMPO PHARMACEUTIC CL A 86490910 695 120,791 SH DEFINED 1,2 120,791
SUCCESSFACTORS INC COM 86459610 3,446 600,338 SH DEFINED 1,2,6 600,338
SUFFOLK BANCORP COM 86473910 8,164 227,216 SH DEFINED 1,2,6 227,216
SULPHCO INC COM 86537810 613 652,301 SH DEFINED 1,6 652,301
SUMTOTAL SYS INC COM 86661510 102 35,805 SH DEFINED 1,5 35,805
SUN BANCORP INC COM 86663B10 2,083 278,154 SH DEFINED 1,2 278,154
SUN COMMUNITIES INC COM 86667410 10,098 721,300 SH DEFINED 1,2,3,5 721,300
SUN HEALTHCARE GROUP COM NEW 86693340 6,456 729,519 SH DEFINED 1,2,5,6 729,519
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
SUN HYDRAULICS CORP COM 86694210 3,632 192,783 SH DEFINED 1,2,6 192,783
SUN LIFE FINL INC COM 86679610 5,329 230,283 SH DEFINED 1,2 230,283
SUN MICROSYSTEMS INC COM NEW 86681020 105,273 27,558,443 SH DEFINED 1,2,5,6,7,8,10,12,13 27,558,443
SUNAIR SERVICES CORP COM 86701710 19 11,100 SH DEFINED 1 11,100
SUNLINK HEALTH SYSTE COM 86737U10 12 13,400 SH DEFINED 1 13,400
SUNOCO INC COM 86764P10 396,143 9,115,123 SH DEFINED 1,2,5,6,7,8,10,12,13 9,115,123
SUNOCO LOGISTICS PRT COM UNITS 86764L10 1,023 22,667 SH DEFINED 1,2,8 22,667
SUNPOWER CORP COM CL A 86765210 29,881 807,591 SH DEFINED 1,2,5,7,8,10,12,13 807,591
SUNPOWER CORP COM CL B 86765230 12,457 409,226 SH DEFINED 1,2,5,7,8,10,12,13 409,226
SUNRISE SENIOR LIVIN COM 86768K10 1,154 686,904 SH DEFINED 1,2,6 686,904
SUNSTONE HOTEL INVS COM 86789210 12,082 1,951,862 SH DEFINED 1,2,3 1,951,862
SUNTECH PWR HLDGS CO ADR 86800C10 379 32,413 SH DEFINED 1,7 32,413
SUNTRUST BKS INC COM 86791410 464,460 15,723,088 SH DEFINED 1,2,5,6,7,8,10,12,13 15,723,088
SUPER MICRO COMPUTER COM 86800U10 1,937 306,009 SH DEFINED 1,2 306,009
SUPERGEN INC COM 86805910 88 46,129 SH DEFINED 1,5 46,129
SUPERIOR ENERGY SVCS COM 86815710 32,020 2,010,030 SH DEFINED 1,2,5,6,7,10 2,010,030
SUPERIOR INDS INTL I COM 86816810 4,526 430,245 SH DEFINED 1,2,5 430,245
SUPERIOR UNIFORM GP COM 86835810 180 23,702 SH DEFINED 1 23,702
SUPERIOR WELL SVCS I COM 86837X10 2,715 271,506 SH DEFINED 1,2,6 271,506
SUPERTEL HOSPITALITY COM 86852610 46 26,977 SH DEFINED 1,3 26,977
SUPERTEX INC COM 86853210 4,728 196,929 SH DEFINED 1,2,6 196,929
SUPERVALU INC COM 86853610 198,458 13,593,033 SH DEFINED 1,2,5,6,7,8,10,12,13 13,593,033
SUPPORTSOFT INC COM 86858710 1,412 633,370 SH DEFINED 1,5 633,370
SUPREME INDS INC CL A 86860710 19 20,930 SH DEFINED 1 20,930
SUREWEST COMMUNICATI COM 86873310 237 20,758 SH DEFINED 1,2,5 20,758
SURMODICS INC COM 86887310 6,656 263,389 SH DEFINED 1,2,6 263,389
SUSQUEHANNA BANCSHAR COM 86909910 52,516 3,300,831 SH DEFINED 1,2,5,7 3,300,831
SUSSER HLDGS CORP COM 86923310 1,403 105,563 SH DEFINED 1,2 105,563
SUTOR TECH GROUP LTD COM 86936210 147 63,646 SH DEFINED 1 63,646
SVB FINL GROUP COM 78486Q10 32,310 1,231,798 SH DEFINED 1,2,5,6 1,231,798
SWIFT ENERGY CO COM 87073810 12,092 719,330 SH DEFINED 1,2,5 719,330
SWITCH & DATA FACILI COM 87104310 2,607 352,840 SH DEFINED 1,2,6 352,840
SWS GROUP INC COM 78503N10 10,041 529,859 SH DEFINED 1,2,6 529,859
SYBASE INC COM 87113010 72,131 2,912,039 SH DEFINED 1,2,5,6,7,8 2,912,039
SYCAMORE NETWORKS IN COM 87120610 10,037 3,731,161 SH DEFINED 1,2,5,6,8 3,731,161
SYKES ENTERPRISES IN COM 87123710 14,375 751,819 SH DEFINED 1,2,6 751,819
SYMANTEC CORP NOTE 0.75 871503AD 473 500,000 SH DEFINED 1 500,000
SYMANTEC CORP COM 87150310 446,456 33,021,910 SH DEFINED 1,2,5,6,7,8,10,12,13 33,021,910
SYMMETRICOM INC COM 87154310 3,903 988,119 SH DEFINED 1,2,5 988,119
SYMMETRY MED INC COM 87154620 4,958 622,087 SH DEFINED 1,2,6 622,087
SYMS CORP COM 87155110 635 71,563 SH DEFINED 1 71,563
SYMYX TECHNOLOGIES COM 87155S10 3,064 515,814 SH DEFINED 1,2,5,6 515,814
SYNAPTICS INC COM 87157D10 14,588 880,918 SH DEFINED 1,2,5,6 880,918
SYNCHRONOSS TECHNOLO COM 87157B10 4,302 403,557 SH DEFINED 1,2,6 403,557
SYNCORA HOLDINGS LTD SHS G8649T10 5 29,504 SH DEFINED 1 29,504
SYNERON MEDICAL LTD ORD SHS M8724510 142 17,063 SH DEFINED 1,2 17,063
SYNGENTA AG SPONSORED 87160A10 2,326 59,419 SH DEFINED 1 59,419
SYNIVERSE HLDGS INC COM 87163F10 16,184 1,355,473 SH DEFINED 1,2,6 1,355,473
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
SYNNEX CORP COM 87162W10 3,287 290,092 SH DEFINED 1,2 290,092
SYNOPSYS INC COM 87160710 101,696 5,491,160 SH DEFINED 1,2,5,7,8,10,12,13 5,491,160
SYNOVIS LIFE TECHNOL COM 87162G10 3,161 168,678 SH DEFINED 1,2 168,678
SYNOVUS FINL CORP COM 87161C10 64,621 7,785,678 SH DEFINED 1,2,5,7,8,10,12,13 7,785,678
SYNTA PHARMACEUTICAL COM 87162T20 1,280 209,151 SH DEFINED 1,2 209,151
SYNTEL INC COM 87162H10 4,485 193,982 SH DEFINED 1,2,6 193,982
SYNTHESIS ENERGY SYS COM 87162810 186 273,638 SH DEFINED 1,2,6 273,638
SYNTROLEUM CORP COM 87163010 46 85,664 SH DEFINED 1,5 85,664
SYNUTRA INTL INC COM 87164C10 1,400 126,999 SH DEFINED 1,2 126,999
SYSCO CORP COM 87182910 512,050 22,321,274 SH DEFINED 1,2,5,6,7,8,10,12,13 22,321,274
SYSTEMAX INC COM 87185110 2,448 227,333 SH DEFINED 1,2,6 227,333
T-3 ENERGY SRVCS INC COM 87306E10 1,788 189,457 SH DEFINED 1,2,6 189,457
TAIWAN GREATER CHINA SH BEN INT 87403710 106 30,000 SH DEFINED 7 30,000
TAIWAN SEMICONDUCTOR SPONSORED 87403910 95,024 12,028,340 SH DEFINED 1,4,5,6,7,8 12,028,340
TAKE-TWO INTERACTIVE COM 87405410 18,327 2,424,257 SH DEFINED 1,2,5 2,424,257
TAL INTL GROUP INC COM 87408310 4,146 294,022 SH DEFINED 1,2 294,022
TALBOTS INC COM 87416110 981 410,534 SH DEFINED 1,2,5 410,534
TALEO CORP CL A 87424N10 3,156 403,085 SH DEFINED 1,2,6 403,085
TAM SA SP ADR REP 87484D10 670 81,270 SH DEFINED 1 81,270
TANGER FACTORY OUTLE COM 87546510 41,886 1,113,410 SH DEFINED 1,2,3,5,6 1,113,410
TARGA RESOURCES PART COM UNIT 87611X10 247 31,875 SH DEFINED 1,2 31,875
TARGACEPT INC COM 87611R30 684 192,094 SH DEFINED 1 192,094
TARGET CORP COM 87612E10 2,318,629 67,148,248 SH DEFINED 1,2,5,6,7,8,10,12,13 67,148,248
TARRAGON CORP COM 87628710 2 28,419 SH DEFINED 1 28,419
TASER INTL INC COM 87651B10 5,178 980,737 SH DEFINED 1,2,5,6 980,737
TATA COMMUNICATIONS SPONS ADR 87656410 1,692 79,191 SH DEFINED 1,2,5,6,7 79,191
TATA MTRS LTD SPONSORED 87656850 779 175,163 SH DEFINED 1,2,5,6,8 175,163
TAUBMAN CTRS INC COM 87666410 38,015 1,493,107 SH DEFINED 1,2,3,5,6,10 1,493,107
TBS INTERNATIONAL LI COM CL A G8697515 1,452 144,738 SH DEFINED 1,2 144,738
TC PIPELINES LP UT COM LTD 87233Q10 354 15,226 SH DEFINED 1,2 15,226
TCF FINL CORP COM 87227510 49,374 3,614,524 SH DEFINED 1,2,5,8,10,12 3,614,524
TD AMERITRADE HLDG C COM 87236Y10 89,300 6,266,689 SH DEFINED 1,2,5,7,8,10,12,13 6,266,689
TDK CORP AMERN DEP 87235140 252 6,767 SH DEFINED 1 6,767
TEAM INC COM 87815510 7,844 283,173 SH DEFINED 1,2,6 283,173
TECH DATA CORP COM 87823710 18,004 1,009,166 SH DEFINED 1,2,5,8,10 1,009,166
TECH OPS SEVCON INC COM 87829310 33 12,400 SH DEFINED 1 12,400
TECHNE CORP COM 87837710 51,678 800,959 SH DEFINED 1,2,5,10 800,959
TECHNITROL INC COM 87855510 2,681 770,259 SH DEFINED 1,2,5 770,259
TECHNOLOGY RESH CORP COM NEW 87872730 21 12,137 SH DEFINED 1 12,137
TECHTARGET INC COM 87874R10 669 154,763 SH DEFINED 1,2 154,763
TECHWELL INC COM 87874D10 2,779 427,517 SH DEFINED 1,2 427,517
TECK COMINCO LTD CL B 87874220 188 38,230 SH DEFINED 1,5,7 38,230
TECO ENERGY INC COM 87237510 111,492 9,027,732 SH DEFINED 1,2,5,6,8,10,12,13 9,027,732
TECUMSEH PRODS CO CL A 87889520 4,221 440,555 SH DEFINED 1,2,5 440,555
TEEKAY CORPORATION COM Y8564W10 9,273 471,930 SH DEFINED 1,2,5,8,10,12 471,930
TEEKAY LNG PARTNERS PRTNRSP UN Y8564M10 196 13,037 SH DEFINED 1,2 13,037
TEEKAY OFFSHORE PART PARTNERSHI Y8565J10 156 14,292 SH DEFINED 1,2 14,292
TEEKAY TANKERS LTD CL A Y8565N10 2,001 157,566 SH DEFINED 1 157,566
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
TEJON RANCH CO DEL COM 87908010 4,459 180,215 SH DEFINED 1,2,6 180,215
TEKELEC COM 87910110 24,862 1,863,696 SH DEFINED 1,2,5,6,7,8 1,863,696
TELE NORTE LESTE PAR SPON ADR P 87924610 12,916 927,873 SH DEFINED 1,2,7 927,873
TELECOM ARGENTINA S SPON ADR R 87927320 5,007 658,787 SH DEFINED 1,2,5,8 658,787
TELECOM CORP NEW ZEA SPONSORED 87927820 88 13,197 SH DEFINED 1 13,197
TELECOM ITALIA S P A SPON ADR O 87927Y10 302 18,595 SH DEFINED 1 18,595
TELECOMMUNICATION SY CL A 87929J10 4,976 579,294 SH DEFINED 1,2,6 579,294
TELEDYNE TECHNOLOGIE COM 87936010 28,875 648,139 SH DEFINED 1,2,5,6 648,139
TELEFLEX INC COM 87936910 45,407 906,334 SH DEFINED 1,2,5,10 906,334
TELEFONICA S A SPONSORED 87938220 4,644 68,908 SH DEFINED 1,2,8 68,908
TELEFONOS DE MEXICO SPON ADR O 87940378 14,747 704,268 SH DEFINED 1,2,7,8 704,268
TELEPHONE & DATA SYS COM 87943310 86,695 2,730,547 SH DEFINED 1,2,5,7,8,10,12,13 2,730,547
TELEPHONE & DATA SYS SPL COM 87943386 1,966 69,969 SH DEFINED 1,2,5 69,969
TELETECH HOLDINGS IN COM 87993910 5,868 702,753 SH DEFINED 1,2,6 702,753
TELIK INC COM 87959M10 21 54,557 SH DEFINED 1 54,557
TELKONET INC COM 87960410 3 24,759 SH DEFINED 1 24,759
TELLABS INC COM 87966410 53,444 12,971,829 SH DEFINED 1,2,5,6,7,8,10,13 12,971,829
TELMEX INTERNACIONAL SPONS ADR 87969010 909 80,017 SH DEFINED 1,8 80,017
TELULAR CORP COM NEW 87970T20 28 21,573 SH DEFINED 1 21,573
TEMPLE INLAND INC COM 87986810 9,499 1,978,973 SH DEFINED 1,2,5,10 1,978,973
TEMPUR PEDIC INTL IN COM 88023U10 10,194 1,437,783 SH DEFINED 1,2 1,437,783
TENARIS S A SPONSORED 88031M10 38,836 1,851,084 SH DEFINED 1,2,4,5 1,851,084
TENET HEALTHCARE COR COM 88033G10 18,512 16,097,654 SH DEFINED 1,2,5,6,7,8,10,13 16,097,654
TENNANT CO COM 88034510 3,877 251,726 SH DEFINED 1,2 251,726
TENNECO INC COM 88034910 2,315 784,768 SH DEFINED 1,2,5 784,768
TEPPCO PARTNERS L P UT LTD PAR 87238410 2,051 104,813 SH DEFINED 1,2,8 104,813
TERADATA CORP DEL COM 88076W10 105,875 7,139,234 SH DEFINED 1,2,5,6,7,8,10,12,13 7,139,234
TERADYNE INC COM 88077010 27,716 6,567,773 SH DEFINED 1,2,5,6,10,13 6,567,773
TEREX CORP NEW COM 88077910 53,125 3,067,274 SH DEFINED 1,2,5,7,8,10,12,13 3,067,274
TERRA INDS INC COM 88091510 56,096 3,365,106 SH DEFINED 1,2,5,6,7,10,13 3,365,106
TERRA NITROGEN CO L COM UNIT 88100520 888 9,419 SH DEFINED 1,2 9,419
TERREMARK WORLDWIDE COM NEW 88144820 3,225 829,027 SH DEFINED 1,2,5,6 829,027
TERRESTAR CORP COM 88145110 318 795,197 SH DEFINED 1,2,6 795,197
TESCO CORP COM 88157K10 189 26,402 SH DEFINED 1,2,5,6 26,402
TESORO CORP COM 88160910 108,898 8,268,644 SH DEFINED 1,2,5,6,8,10,13 8,268,644
TESSERA TECHNOLOGIES COM 88164L10 9,589 807,140 SH DEFINED 1,2,6 807,140
TETRA TECH INC NEW COM 88162G10 29,873 1,236,985 SH DEFINED 1,2,5,6 1,236,985
TETRA TECHNOLOGIES I COM 88162F10 4,196 863,410 SH DEFINED 1,2,5,6,10 863,410
TEVA PHARMACEUTICAL ADR 88162420 243,557 5,721,331 SH DEFINED 1,2,5,6,7,8,10,12,13 5,721,331
TEVA PHARMACEUTICAL NOTE 1.75 88165FAA 549 500,000 SH DEFINED 1 500,000
TEXAS CAPITAL BANCSH COM 88224Q10 5,940 444,593 SH DEFINED 1,2,6 444,593
TEXAS INDS INC COM 88249110 19,986 579,313 SH DEFINED 1,2,5,6,8 579,313
TEXAS INSTRS INC COM 88250810 747,241 48,146,971 SH DEFINED 1,2,5,6,7,8,10,12,13 48,146,971
TEXAS ROADHOUSE INC CL A 88268110 6,809 878,553 SH DEFINED 1,2,6 878,553
TEXTAINER GROUP HOLD SHS G8766E10 1,201 113,313 SH DEFINED 1,2 113,313
TEXTRON INC COM 88320310 119,601 8,622,975 SH DEFINED 1,2,5,6,7,8,10,12,13 8,622,975
TFS FINL CORP COM 87240R10 14,683 1,138,182 SH DEFINED 1,2,5,7,8,10,12,13 1,138,182
TGC INDS INC COM NEW 87241730 52 25,675 SH DEFINED 1,2,5 25,675
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
THERAGENICS CORP COM 88337510 125 107,199 SH DEFINED 1 107,199
THERAVANCE INC COM 88338T10 10,932 882,322 SH DEFINED 1,2,6 882,322
THERMADYNE HLDGS COR COM PAR $0 88343530 1,369 199,203 SH DEFINED 1,2 199,203
THERMO FISHER SCIENT COM 88355610 509,678 14,959,717 SH DEFINED 1,2,5,6,7,8,10,12,13 14,959,717
THERMOGENESIS CORP COM NEW 88362320 30 70,298 SH DEFINED 1,5 70,298
THESTREET COM COM 88368Q10 812 280,114 SH DEFINED 1 280,114
THINKORSWIM GROUP IN COM 88409C10 5,841 1,039,361 SH DEFINED 1,2,5,6 1,039,361
THOMAS & BETTS CORP COM 88431510 32,057 1,334,616 SH DEFINED 1,2,5,6,10 1,334,616
THOMAS PPTYS GROUP I COM 88445310 843 325,577 SH DEFINED 1,2 325,577
THOMAS WEISEL PARTNE COM 88448110 1,473 312,092 SH DEFINED 1,2 312,092
THOMPSON CREEK METAL COM 88476810 163 40,900 SH DEFINED 1 40,900
THOMSON SPONSORED 88511810 88 65,325 SH DEFINED 1 65,325
THOMSON REUTERS PLC SPONSORED 88514110 505 3,718 SH DEFINED 1,2 3,718
THOR INDS INC COM 88516010 9,501 720,850 SH DEFINED 1,2,5,6,10 720,850
THORATEC CORP COM NEW 88517530 44,940 1,383,202 SH DEFINED 1,2,5,6 1,383,202
THQ INC COM NEW 87244340 5,287 1,261,884 SH DEFINED 1,2,5,6 1,261,884
TIBCO SOFTWARE INC COM 88632Q10 21,671 4,175,512 SH DEFINED 1,2,5,6 4,175,512
TICKETMASTER ENTMT I COM 88633P30 5,247 817,257 SH DEFINED 1,2,5,6,7,10 817,257
TIDEWATER INC COM 88642310 54,109 1,343,663 SH DEFINED 1,2,5,7,10 1,343,663
TIER TECHNOLOGIES IN CL B 88650Q10 99 18,400 SH DEFINED 1 18,400
TIERONE CORP COM 88650R10 55 14,534 SH DEFINED 1 14,534
TIFFANY & CO NEW COM 88654710 116,443 4,927,756 SH DEFINED 1,2,5,6,7,8,10,12,13 4,927,756
TIM HORTONS INC COM 88706M10 60,105 2,084,076 SH DEFINED 1,2,5,7,8,10,12,13 2,084,076
TIM PARTICIPACOES S SPONS ADR 88706P10 292 23,404 SH DEFINED 1,4 23,404
TIMBERLAND BANCORP I COM 88709810 77 10,283 SH DEFINED 1 10,283
TIMBERLAND CO CL A 88710010 18,190 1,574,877 SH DEFINED 1,2,5 1,574,877
TIME WARNER CABLE IN CL A 88732J10 71,359 3,326,771 SH DEFINED 1,2,5,7,8,10,12,13 3,326,771
TIME WARNER INC COM 88731710 1,335,838 132,787,044 SH DEFINED 1,2,5,6,7,8,10,12,13 132,787,044
TIMKEN CO COM 88738910 40,942 2,085,695 SH DEFINED 1,2,5,7,8,10 2,085,695
TITAN INTL INC ILL COM 88830M10 5,086 616,544 SH DEFINED 1,2,6 616,544
TITAN MACHY INC COM 88830R10 2,445 173,878 SH DEFINED 1,2,6 173,878
TITAN PHARMACEUTICAL COM 88831410 1 28,203 SH DEFINED 1 28,203
TITANIUM METALS CORP COM NEW 88833920 35,911 4,076,135 SH DEFINED 1,2,5,6,10,13 4,076,135
TIVO INC COM 88870610 11,473 1,602,324 SH DEFINED 1,2,6 1,602,324
TJX COS INC NEW COM 87254010 345,582 16,800,301 SH DEFINED 1,2,5,6,7,8,10,12,13 16,800,301
TNS INC COM 87296010 3,968 422,626 SH DEFINED 1,2,6 422,626
TOLL BROTHERS INC COM 88947810 110,165 5,140,698 SH DEFINED 1,2,5,7,8,10,12,13 5,140,698
TOLLGRADE COMMUNICAT COM 88954210 240 50,309 SH DEFINED 1 50,309
TOMKINS PLC SPONSORED 89003020 227 31,015 SH DEFINED 1 31,015
TOMOTHERAPY INC COM 89008810 1,388 582,987 SH DEFINED 1,2,6 582,987
TOMPKINS FINANCIAL C COM 89011010 6,884 118,793 SH DEFINED 1,2,5 118,793
TOOTSIE ROLL INDS IN COM 89051610 16,213 633,068 SH DEFINED 1,2,5,6 633,068
TORCHMARK CORP COM 89102710 162,285 3,630,546 SH DEFINED 1,2,5,6,7,8,10,12,13 3,630,546
TOREADOR RES CORP COM 89105010 1,456 265,272 SH DEFINED 1,2 265,272
TORO CO COM 89109210 19,531 591,853 SH DEFINED 1,2,5,6,7,10 591,853
TORONTO DOMINION BK COM NEW 89116050 4,763 132,798 SH DEFINED 1,5,7,10,13 132,798
TOTAL S A SPONSORED 89151E10 4,990 90,229 SH DEFINED 1,2 90,229
TOTAL SYS SVCS INC COM 89190610 101,483 7,248,813 SH DEFINED 1,2,5,6,7,8,10,12,13 7,248,813
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
TOWER GROUP INC COM 89177710 9,604 340,438 SH DEFINED 1,2,6 340,438
TOWN SPORTS INTL HLD COM 89214A10 1,127 353,326 SH DEFINED 1,2,6 353,326
TOWNEBANK PORTSMOUTH COM 89214P10 9,621 388,110 SH DEFINED 1,2 388,110
TOYOTA MOTOR CORP SP ADR REP 89233130 3,583 54,757 SH DEFINED 1,2 54,757
TRACTOR SUPPLY CO COM 89235610 37,575 1,039,705 SH DEFINED 1,2,5,6 1,039,705
TRADESTATION GROUP I COM 89267P10 3,327 515,766 SH DEFINED 1,2,5,6 515,766
TRANS WORLD ENTMT CO COM 89336Q10 49 37,348 SH DEFINED 1 37,348
TRANS1 INC COM 89385X10 1,136 157,621 SH DEFINED 1,2 157,621
TRANSACT TECHNOLOGIE COM 89291810 53 11,469 SH DEFINED 1 11,469
TRANSATLANTIC HLDGS COM 89352110 16,125 402,522 SH DEFINED 1,2,5,7,8,10,12 402,522
TRANSCANADA CORP COM 89353D10 213 7,840 SH DEFINED 1,5 7,840
TRANSDIGM GROUP INC COM 89364110 17,721 527,894 SH DEFINED 1,2,6 527,894
TRANSMETA CORP DEL COM 89376R20 2,921 160,494 SH DEFINED 1,2,5 160,494
TRANSMONTAIGNE PARTN COM UNIT L 89376V10 180 13,512 SH DEFINED 1,2 13,512
TRANSOCEAN INC NEW SHS G9007310 2,780 58,844 SH DEFINED 1,7,8 58,844
TRANSPORTADORA DE GA SPON ADR B 89387020 45 22,144 SH DEFINED 1,2 22,144
TRANSWITCH CORP COM 89406510 41 145,560 SH DEFINED 1,5 145,560
TRAVELCENTERS OF AME COM 89417410 50 20,835 SH DEFINED 1,2 20,835
TRAVELERS COMPANIES COM 89417E10 1,159,746 25,658,104 SH DEFINED 1,2,5,6,7,8,10,12,13 25,658,104
TRC COS INC COM 87262510 28 14,676 SH DEFINED 1 14,676
TREDEGAR CORP COM 89465010 12,553 690,507 SH DEFINED 1,2 690,507
TREE COM INC COM 89467510 152 58,536 SH DEFINED 1,2,8,10 58,536
TREEHOUSE FOODS INC COM 89469A10 16,770 615,647 SH DEFINED 1,2,5,6 615,647
TREX INC COM 89531P10 3,869 235,051 SH DEFINED 1,2 235,051
TRI CONTL CORP COM 89543610 1,031 104,602 SH DEFINED 1,5 104,602
TRI VY CORP COM 89573510 526 292,065 SH DEFINED 1,5 292,065
TRIAD GTY INC COM 89592510 6 14,889 SH DEFINED 1 14,889
TRICO BANCSHARES COM 89609510 5,619 225,049 SH DEFINED 1,2 225,049
TRICO MARINE SERVICE COM NEW 89610620 900 201,324 SH DEFINED 1,2 201,324
TRIDENT MICROSYSTEMS COM 89591910 1,825 965,787 SH DEFINED 1,2,5,6 965,787
TRIMAS CORP COM NEW 89621520 331 239,642 SH DEFINED 1,2 239,642
TRIMBLE NAVIGATION L COM 89623910 46,767 2,164,118 SH DEFINED 1,2,5,10 2,164,118
TRIMERIS INC COM 89626310 32 23,528 SH DEFINED 1 23,528
TRINITY INDS INC COM 89652210 30,822 1,955,688 SH DEFINED 1,2,5,7,8,10 1,955,688
TRIPLE-S MGMT CORP CL B 89674910 2,528 219,842 SH DEFINED 1,2 219,842
TRIQUINT SEMICONDUCT COM 89674K10 11,650 3,386,546 SH DEFINED 1,2,5,6 3,386,546
TRIUMPH GROUP INC NE COM 89681810 13,877 326,822 SH DEFINED 1,2 326,822
TRUE RELIGION APPARE COM 89784N10 3,525 283,365 SH DEFINED 1,2,5,6 283,365
TRUEBLUE INC COM 89785X10 10,800 1,128,522 SH DEFINED 1,2,5,6 1,128,522
TRUMP ENTMT RESORTS COM 89816T10 5 32,093 SH DEFINED 1 32,093
TRUSTCO BK CORP N Y COM 89834910 15,686 1,649,449 SH DEFINED 1,2,5 1,649,449
TRUSTMARK CORP COM 89840210 41,476 1,921,063 SH DEFINED 1,2,5 1,921,063
TRW AUTOMOTIVE HLDGS COM 87264S10 2,324 645,681 SH DEFINED 1,2,5,8,10 645,681
TTM TECHNOLOGIES IN COM 87305R10 6,650 1,276,364 SH DEFINED 1,2,6 1,276,364
TUESDAY MORNING CORP COM NEW 89903550 946 580,277 SH DEFINED 1,2,5 580,277
TUPPERWARE BRANDS CO COM 89989610 40,403 1,779,889 SH DEFINED 1,2,5 1,779,889
TURBOCHEF TECHNOLOGI COM NEW 90000620 1,563 318,239 SH DEFINED 1,2,5,6 318,239
TW TELECOM INC COM 87311L10 24,551 2,898,527 SH DEFINED 1,2,5,6 2,898,527
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
TWEEN BRANDS INC COM 90116610 1,901 440,069 SH DEFINED 1,2,5 440,069
TWIN DISC INC COM 90147610 1,746 253,377 SH DEFINED 1,2 253,377
TXCO RES INC COM 87311M10 1,107 743,099 SH DEFINED 1,2,5 743,099
TYCO ELECTRONICS LTD COM NEW G9144P10 243,027 14,992,416 SH DEFINED 1,2,5,6,7,8,10,12 14,992,416
TYCO INTL LTD BERMUD SHS G9143X20 364,210 16,861,593 SH DEFINED 1,2,5,6,7,8,10,12,13 16,861,593
TYLER TECHNOLOGIES I COM 90225210 7,527 628,292 SH DEFINED 1,2,5,6 628,292
TYSON FOODS INC CL A 90249410 98,216 11,211,827 SH DEFINED 1,2,5,6,7,8,10,12,13 11,211,827
U M H PROPERTIES INC COM 90300210 122 20,583 SH DEFINED 1 20,583
U S AIRWAYS GROUP IN COM 90341W10 15,803 2,044,317 SH DEFINED 1,2,6,8 2,044,317
U S CONCRETE INC COM 90333L10 2,001 595,572 SH DEFINED 1,2,5 595,572
U S G CORP COM NEW 90329340 8,025 998,079 SH DEFINED 1,2,5,8,10 998,079
U S GEOTHERMAL INC COM 90338S10 636 766,721 SH DEFINED 1 766,721
U S GLOBAL INVS INC CL A 90295210 770 157,413 SH DEFINED 1 157,413
U S PHYSICAL THERAPY COM 90337L10 2,396 179,772 SH DEFINED 1,2,5 179,772
U STORE IT TR COM 91274F10 7,500 1,685,397 SH DEFINED 1,2,3 1,685,397
UAL CORP NOTE 4.50 902549AH 46 100,000 SH DEFINED 1 100,000
UAL CORP COM NEW 90254980 27,022 2,452,061 SH DEFINED 1,2,6,8 2,452,061
UBS AG SHS NEW H8923133 43,058 3,011,037 SH DEFINED 1 3,011,037
UCBH HOLDINGS INC COM 90262T30 31,260 4,543,667 SH DEFINED 1,2,5 4,543,667
UDR INC COM 90265310 66,083 4,792,097 SH DEFINED 1,2,3,5,7,8,10,12,13 4,792,097
UGI CORP NEW COM 90268110 50,375 2,062,853 SH DEFINED 1,2,5,8,10 2,062,853
UIL HLDG CORP COM 90274810 14,713 489,936 SH DEFINED 1,2,5 489,936
ULTA SALON COSMETCS COM 90384S30 2,474 298,827 SH DEFINED 1,2,6 298,827
ULTIMATE SOFTWARE GR COM 90385D10 6,591 451,423 SH DEFINED 1,2,6,8 451,423
ULTRA CLEAN HLDGS IN COM 90385V10 500 248,728 SH DEFINED 1,5 248,728
ULTRA PETROLEUM CORP COM 90391410 37,744 1,093,709 SH DEFINED 1,2,5,7,8,10,12,13 1,093,709
ULTRALIFE CORP COM 90389910 2,262 168,676 SH DEFINED 1,2 168,676
ULTRAPETROL BAHAMAS COM P9439810 917 287,308 SH DEFINED 1 287,308
ULTRATECH INC COM 90403410 4,933 412,433 SH DEFINED 1,2,6 412,433
ULURU INC COM 90403T10 7 24,385 SH DEFINED 1 24,385
UMB FINL CORP COM 90278810 60,050 1,222,028 SH DEFINED 1,2,5,6 1,222,028
UMPQUA HLDGS CORP COM 90421410 38,520 2,662,090 SH DEFINED 1,2,5 2,662,090
UNDER ARMOUR INC CL A 90431110 21,378 896,711 SH DEFINED 1,2,6 896,711
UNIBANCO-UNIAO DE BA ADR 90458E10 45,956 711,180 SH DEFINED 1,2,4,5,7 711,180
UNICA CORP COM 90458310 828 151,051 SH DEFINED 1 151,051
UNICO AMERN CORP COM 90460710 103 12,515 SH DEFINED 1,2 12,515
UNIFI INC COM 90467710 2,433 862,822 SH DEFINED 1,2,5,6 862,822
UNIFIRST CORP MASS COM 90470810 10,721 361,112 SH DEFINED 1,2,5 361,112
UNILEVER N V N Y SHS NE 90478470 1,180 48,057 SH DEFINED 1 48,057
UNILEVER PLC SPON ADR N 90476770 1,025 44,513 SH DEFINED 1 44,513
UNION BANKSHARES COR COM 90539910 5,802 233,947 SH DEFINED 1,2 233,947
UNION DRILLING INC COM 90653P10 1,581 304,549 SH DEFINED 1,2 304,549
UNION PAC CORP COM 90781810 882,977 18,472,323 SH DEFINED 1,2,5,6,7,8,10,12,13 18,472,323
UNISOURCE ENERGY COR COM 90920510 26,954 918,036 SH DEFINED 1,2,5 918,036
UNISYS CORP COM 90921410 3,675 4,323,531 SH DEFINED 1,2,5,10 4,323,531
UNIT CORP COM 90921810 25,736 963,186 SH DEFINED 1,2,5,6,7,10 963,186
UNITED AMER INDEMNIT CL A 90933T10 4,019 313,730 SH DEFINED 1,2 313,730
UNITED BANKSHARES IN COM 90990710 44,713 1,345,954 SH DEFINED 1,2,5 1,345,954
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
UNITED CAPITAL CORP COM 90991210 340 18,745 SH DEFINED 1 18,745
UNITED CMNTY BKS BLA CAP STK 90984P10 11,495 846,452 SH DEFINED 1,2 846,452
UNITED CMNTY FINL CO COM 90983910 660 733,449 SH DEFINED 1,2,5 733,449
UNITED FINANCIAL BAN COM 91030T10 4,039 266,805 SH DEFINED 1,2 266,805
UNITED FIRE & CAS CO COM 91033110 12,342 397,237 SH DEFINED 1,2 397,237
UNITED MICROELECTRON SPON ADR N 91087340 1,459 744,571 SH DEFINED 1,6 744,571
UNITED NAT FOODS INC COM 91116310 14,389 807,479 SH DEFINED 1,2,6 807,479
UNITED ONLINE INC COM 91126810 12,638 2,081,976 SH DEFINED 1,2,5 2,081,976
UNITED PANAM FINANCI COM 91130110 21 13,475 SH DEFINED 1 13,475
UNITED PARCEL SERVIC CL B 91131210 1,741,735 31,576,054 SH DEFINED 1,2,5,6,7,8,10,12,13 31,576,054
UNITED RENTALS INC COM 91136310 17,046 1,869,045 SH DEFINED 1,2,5,8,10 1,869,045
UNITED SECURITY BANC COM 91146010 1,289 111,334 SH DEFINED 1 111,334
UNITED STATES CELLUL COM 91168410 8,221 190,131 SH DEFINED 1,2,5,8,10 190,131
UNITED STATES LIME & COM 91192210 635 26,524 SH DEFINED 1,2 26,524
UNITED STATES STL CO COM 91290910 187,001 5,026,905 SH DEFINED 1,2,5,6,7,8,10,12,13 5,026,905
UNITED STATIONERS IN COM 91300410 19,482 581,714 SH DEFINED 1,2,5,8 581,714
UNITED TECHNOLOGIES COM 91301710 5,650,349 105,416,965 SH DEFINED 1,2,5,6,7,8,10,12,13 105,416,965
UNITED THERAPEUTICS COM 91307C10 79,081 1,264,292 SH DEFINED 1,2,5,6,7 1,264,292
UNITEDHEALTH GROUP I COM 91324P10 1,189,346 44,712,268 SH DEFINED 1,2,5,6,7,8,10,12,13 44,712,268
UNITRIN INC COM 91327510 14,611 916,630 SH DEFINED 1,2,5,10 916,630
UNIVERSAL AMERICAN C COM 91337710 5,895 668,352 SH DEFINED 1,2 668,352
UNIVERSAL CORP VA COM 91345610 18,040 603,963 SH DEFINED 1,2,5,8 603,963
UNIVERSAL DISPLAY CO COM 91347P10 4,248 449,485 SH DEFINED 1,2,6 449,485
UNIVERSAL ELECTRS IN COM 91348310 4,182 257,850 SH DEFINED 1,2,5,6 257,850
UNIVERSAL FST PRODS COM 91354310 8,375 311,222 SH DEFINED 1,2 311,222
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 11,779 357,918 SH DEFINED 1,2,3 357,918
UNIVERSAL HLTH SVCS CL B 91390310 38,141 1,015,204 SH DEFINED 1,2,5,8,10,12 1,015,204
UNIVERSAL STAINLESS COM 91383710 1,732 119,563 SH DEFINED 1,2,5 119,563
UNIVERSAL TECHNICAL COM 91391510 6,333 368,835 SH DEFINED 1,2,6 368,835
UNIVERSAL TRUCKLOAD COM 91388P10 1,421 100,354 SH DEFINED 1,6 100,354
UNIVEST CORP PA COM 91527110 6,896 214,549 SH DEFINED 1,2 214,549
UNUM GROUP COM 91529Y10 300,226 16,141,168 SH DEFINED 1,2,5,6,7,8,10,12,13 16,141,168
UQM TECHNOLOGIES INC COM 90321310 20 15,719 SH DEFINED 1 15,719
URANIUM RES INC COM PAR $0 91690150 560 727,015 SH DEFINED 1 727,015
URBAN OUTFITTERS INC COM 91704710 45,299 3,023,977 SH DEFINED 1,2,5,7,8,10,12,13 3,023,977
UROLOGIX INC COM 91727310 8 14,851 SH DEFINED 1 14,851
URS CORP NEW COM 90323610 69,201 1,697,342 SH DEFINED 1,2,5,10 1,697,342
URSTADT BIDDLE PPTYS CL A 91728620 6,247 392,124 SH DEFINED 1,2,3 392,124
US BANCORP DEL COM NEW 90297330 1,912,192 76,457,110 SH DEFINED 1,2,5,6,7,8,10,12,13 76,457,110
US GOLD CORPORATION COM PAR $0 91202320 36 39,421 SH DEFINED 1 39,421
USA MOBILITY INC COM 90341G10 6,369 550,463 SH DEFINED 1,2,5 550,463
USANA HEALTH SCIENCE COM 90328M10 4,902 143,171 SH DEFINED 1,2,6 143,171
USEC INC COM 90333E10 8,366 1,863,350 SH DEFINED 1,2,5 1,863,350
UST INC COM 90291110 351,841 5,071,212 SH DEFINED 1,2,5,6,7,8,10,12,13 5,071,212
UTI WORLDWIDE INC ORD G8721010 10,748 749,523 SH DEFINED 1,2,5,6,7,10 749,523
UTSTARCOM INC COM 91807610 3,654 1,974,943 SH DEFINED 1,2,5 1,974,943
V F CORP COM 91820410 178,795 3,264,466 SH DEFINED 1,2,5,6,7,8,10,12,13 3,264,466
VAALCO ENERGY INC COM NEW 91851C20 11,709 1,573,732 SH DEFINED 1,2 1,573,732
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
VAIL RESORTS INC COM 91879Q10 15,524 583,613 SH DEFINED 1,2,6 583,613
VALASSIS COMMUNICATI COM 91886610 1,116 845,192 SH DEFINED 1,2,5 845,192
VALEANT PHARMACEUTIC COM 91911X10 51,503 2,249,053 SH DEFINED 1,2,5,6 2,249,053
VALENCE TECHNOLOGY I COM 91891410 1,247 685,347 SH DEFINED 1,2 685,347
VALERO ENERGY CORP N COM 91913Y10 480,810 22,218,582 SH DEFINED 1,2,5,6,7,8,10,12,13 22,218,582
VALHI INC NEW COM 91890510 586 54,800 SH DEFINED 1,2,10 54,800
VALIDUS HOLDINGS LTD COM SHS G9319H10 23,427 895,515 SH DEFINED 1,2 895,515
VALLEY NATL BANCORP COM 91979410 65,748 3,246,820 SH DEFINED 1,2,5,8,10,12 3,246,820
VALMONT INDS INC COM 92025310 16,932 275,945 SH DEFINED 1,2,5,6,10 275,945
VALSPAR CORP COM 92035510 33,251 1,838,112 SH DEFINED 1,2,5,10 1,838,112
VALUE LINE INC COM 92043710 580 16,806 SH DEFINED 1 16,806
VALUECLICK INC COM 92046N10 18,024 2,635,079 SH DEFINED 1,2,5,6,8 2,635,079
VALUEVISION MEDIA IN CL A 92047K10 19 57,282 SH DEFINED 1 57,282
VANDA PHARMACEUTICAL COM 92165910 8 15,825 SH DEFINED 1,2 15,825
VANGUARD BD INDEX FD TOTAL BND 92193783 45,629 577,800 SH DEFINED 2 577,800
VANGUARD INDEX FDS REIT ETF 92290855 3,364 92,300 SH DEFINED 2 92,300
VANGUARD INDEX FDS STK MRK ET 92290876 225 5,030 SH DEFINED 1 5,030
VANGUARD INTL EQUITY EMR MKT ET 92204285 20,456 867,904 SH DEFINED 1,2 867,904
VARIAN INC COM 92220610 28,424 848,236 SH DEFINED 1,2,5,6 848,236
VARIAN MED SYS INC COM 92220P10 182,265 5,201,615 SH DEFINED 1,2,5,6,7,8,10,12,13 5,201,615
VARIAN SEMICONDUCTOR COM 92220710 16,911 933,305 SH DEFINED 1,2,5,6,10 933,305
VASCO DATA SEC INTL COM 92230Y10 4,552 440,681 SH DEFINED 1,2,5,6 440,681
VASCULAR SOLUTIONS I COM 92231M10 170 18,808 SH DEFINED 1,2 18,808
VCA ANTECH INC COM 91819410 33,025 1,661,200 SH DEFINED 1,2,5,6,10 1,661,200
VECTOR GROUP LTD COM 92240M10 6,125 449,678 SH DEFINED 1,2,5 449,678
VECTREN CORP COM 92240G10 50,725 2,028,190 SH DEFINED 1,2,5,7,10 2,028,190
VEECO INSTRS INC DEL COM 92241710 3,460 545,682 SH DEFINED 1,2,5,6 545,682
VENOCO INC COM 92275P30 828 305,672 SH DEFINED 1,2,6 305,672
VENTAS INC COM 92276F10 143,355 4,270,321 SH DEFINED 1,2,3,5,7,8,10,12,13 4,270,321
VERENIUM CORPORATION COM 92340P10 41 46,063 SH DEFINED 1 46,063
VERIFONE HLDGS INC COM 92342Y10 6,054 1,235,411 SH DEFINED 1,2,6 1,235,411
VERIGY LTD SHS Y9369110 411 42,674 SH DEFINED 1,2,5,6 42,674
VERISIGN INC COM 92343E10 130,999 6,865,792 SH DEFINED 1,2,5,6,7,8,10,12,13 6,865,792
VERIZON COMMUNICATIO COM 92343V10 3,802,712 112,174,390 SH DEFINED 1,2,5,6,7,8,10,12,13 112,174,390
VERSO PAPER CORP COM 92531L10 154 149,201 SH DEFINED 1,2 149,201
VERTEX PHARMACEUTICA COM 92532F10 137,470 4,525,020 SH DEFINED 1,2,5,7,8,10,12,13 4,525,020
VIACOM INC NEW CL A 92553P10 266 13,232 SH DEFINED 1,2,5 13,232
VIACOM INC NEW CL B 92553P20 397,830 20,872,532 SH DEFINED 1,2,5,6,7,8,10,12,13 20,872,532
VIAD CORP COM NEW 92552R40 13,493 545,404 SH DEFINED 1,2,5 545,404
VIASAT INC COM 92552V10 13,152 546,185 SH DEFINED 1,2,5,6 546,185
VICAL INC COM 92560210 29 20,410 SH DEFINED 1 20,410
VICOR CORP COM 92581510 2,135 323,017 SH DEFINED 1,2,6 323,017
VIEWPOINT FINL GROUP COM 92672710 2,319 144,461 SH DEFINED 1,2,6 144,461
VIGNETTE CORP COM NEW 92673440 5,650 600,378 SH DEFINED 1,2,5,6 600,378
VILLAGE SUPER MKT IN CL A NEW 92710740 3,389 59,050 SH DEFINED 1,2 59,050
VINA CONCHA Y TORO S SPONSORED 92719110 294 9,642 SH DEFINED 1,2 9,642
VIRAGE LOGIC CORP COM 92763R10 36 11,999 SH DEFINED 1 11,999
VIRCO MFG CO COM 92765110 25 12,730 SH DEFINED 1 12,730
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
VIRGIN MEDIA INC COM 92769L10 39,760 7,967,951 SH DEFINED 1,2,5,7,8,10,12,13 7,967,951
VIRGIN MOBILE USA IN CL A 92769R10 264 314,632 SH DEFINED 1 314,632
VIRGINIA COMM BANCOR COM 92778Q10 114 22,085 SH DEFINED 1 22,085
VIROPHARMA INC COM 92824110 33,329 2,559,853 SH DEFINED 1,2,5,6 2,559,853
VIRTUAL RADIOLOGIC C COM 92826B10 751 88,606 SH DEFINED 1,2 88,606
VIRTUSA CORP COM 92827P10 616 109,223 SH DEFINED 1 109,223
VISA INC COM CL A 92826C83 322,420 6,147,180 SH DEFINED 1,2,5,7,8,10,12,13 6,147,180
VISHAY INTERTECHNOLO COM 92829810 20,367 5,955,409 SH DEFINED 1,2,5,7,8,10 5,955,409
VISION-SCIENCES INC COM 92791210 209 136,477 SH DEFINED 1 136,477
VISTA GOLD CORP COM NEW 92792630 18 16,100 SH DEFINED 1 16,100
VISTAPRINT LIMITED SHS G9376220 12,494 671,360 SH DEFINED 1,2,5,6,8 671,360
VISTEON CORP COM 92839U10 1,370 3,915,060 SH DEFINED 1,2,5,6 3,915,060
VITAL IMAGES INC COM 92846N10 3,565 256,266 SH DEFINED 1,2,5,6 256,266
VIVUS INC COM 92855110 8,701 1,635,475 SH DEFINED 1,2,5,6 1,635,475
VMWARE INC CL A COM 92856340 15,486 653,703 SH DEFINED 1,2,5,7,8,10,12,13 653,703
VNUS MED TECHNOLOGIE COM 92856610 3,295 203,168 SH DEFINED 1,2,6 203,168
VOCUS INC COM 92858J10 4,537 249,158 SH DEFINED 1,2,6 249,158
VODAFONE GROUP PLC N SPONS ADR 92857W20 7,472 365,538 SH DEFINED 1,2 365,538
VOLCANO CORPORATION COM 92864510 11,813 787,559 SH DEFINED 1,2,6 787,559
VOLCOM INC COM 92864N10 3,308 303,477 SH DEFINED 1,2,6 303,477
VOLT INFORMATION SCI COM 92870310 1,940 268,317 SH DEFINED 1,2,5 268,317
VOLTERRA SEMICONDUCT COM 92870810 2,963 414,397 SH DEFINED 1,2 414,397
VONAGE HLDGS CORP COM 92886T20 518 785,251 SH DEFINED 1,2,6 785,251
VORNADO RLTY TR DBCV 2.85 929042AC 738 1,000,000 SH DEFINED 1 1,000,000
VORNADO RLTY TR SH BEN INT 92904210 481,664 7,981,175 SH DEFINED 1,2,3,5,6,7,8,10,12,13 7,981,175
VOTORANTIM CELULOSE SPONSORED 92906P10 464 58,530 SH DEFINED 1,2,7 58,530
VSE CORP COM 91828410 1,944 49,566 SH DEFINED 1,2 49,566
VULCAN MATLS CO COM 92916010 286,606 4,119,081 SH DEFINED 1,2,5,6,7,8,10,12,13 4,119,081
W & T OFFSHORE INC COM 92922P10 7,289 509,011 SH DEFINED 1,2,5,6,7,8,10 509,011
W HLDG CO INC COM NEW 92925187 344 33,443 SH DEFINED 1,2,5 33,443
W P CAREY & CO LLC COM 92930Y10 667 28,453 SH DEFINED 1,2 28,453
WABASH NATL CORP COM 92956610 3,151 700,195 SH DEFINED 1,2 700,195
WABCO HLDGS INC COM 92927K10 13,534 857,155 SH DEFINED 1,2,5,8,10,12 857,155
WABTEC CORP COM 92974010 57,962 1,458,161 SH DEFINED 1,2,5,6 1,458,161
WACHOVIA CORP NEW COM 92990310 491,483 88,715,426 SH DEFINED 1,2,5,6,7,8,10,12,13 88,715,426
WACOAL HOLDINGS CORP ADR 93000420 475 7,205 SH DEFINED 1 7,205
WADDELL & REED FINL CL A 93005910 23,718 1,534,155 SH DEFINED 1,2,5,10 1,534,155
WAL MART STORES INC COM 93114210 5,273,620 94,070,992 SH DEFINED 1,2,5,6,7,8,10,12,13 94,070,992
WALGREEN CO COM 93142210 868,755 35,215,026 SH DEFINED 1,2,5,6,7,8,10,12,13 35,215,026
WALTER INDS INC COM 93317Q10 13,129 749,801 SH DEFINED 1,2,5,7,8,10 749,801
WARNACO GROUP INC COM NEW 93439040 27,242 1,387,756 SH DEFINED 1,2,5,6 1,387,756
WARNER CHILCOTT LIMI COM CL A G9435N10 21,927 1,512,192 SH DEFINED 1,2,5,7,8,10,12 1,512,192
WARNER MUSIC GROUP C COM 93455010 3,907 1,293,652 SH DEFINED 1,2,7,10 1,293,652
WARREN RES INC COM 93564A10 1,767 887,726 SH DEFINED 1,2,6 887,726
WASHINGTON FED INC COM 93882410 27,738 1,854,168 SH DEFINED 1,2,5,10 1,854,168
WASHINGTON POST CO CL B 93964010 80,864 207,212 SH DEFINED 1,2,5,6,7,8,10,12,13 207,212
WASHINGTON REAL ESTA SH BEN INT 93965310 46,902 1,657,319 SH DEFINED 1,2,3,5 1,657,319
WASHINGTON TR BANCOR COM 94061010 4,438 224,720 SH DEFINED 1,2 224,720
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
WASTE CONNECTIONS IN COM 94105310 66,820 2,116,579 SH DEFINED 1,2,5,6 2,116,579
WASTE MGMT INC DEL COM 94106L10 736,953 22,237,576 SH DEFINED 1,2,5,6,7,8,10,12,13 22,237,576
WASTE SERVICES INC D COM NEW 94107520 3,517 534,556 SH DEFINED 1,2,6 534,556
WATERS CORP COM 94184810 142,508 3,888,344 SH DEFINED 1,2,5,6,7,8,10,12,13 3,888,344
WATERSTONE FINANCIAL COM 94188810 379 113,059 SH DEFINED 1,2,6 113,059
WATSCO INC COM 94262220 17,053 444,101 SH DEFINED 1,2 444,101
WATSON PHARMACEUTICA COM 94268310 101,535 3,821,415 SH DEFINED 1,2,5,6,7,8,10,12,13 3,821,415
WATSON WYATT WORLDWI CL A 94271210 58,502 1,223,383 SH DEFINED 1,2,5,6,7 1,223,383
WATTS WATER TECHNOLO CL A 94274910 13,841 554,288 SH DEFINED 1,2 554,288
WAUSAU PAPER CORP COM 94331510 11,411 997,433 SH DEFINED 1,2 997,433
WAVE SYSTEMS CORP COM NEW 94352630 5 12,338 SH DEFINED 1 12,338
WCA WASTE CORP COM 92926K10 32 12,600 SH DEFINED 1 12,600
WD-40 CO COM 92923610 8,294 293,164 SH DEFINED 1,2 293,164
WEATHERFORD INTERNAT COM G9508910 284,096 26,256,547 SH DEFINED 1,2,5,6,7,8,10,12,13 26,256,547
WEB COM GROUP INC COM 94733A10 1,342 366,547 SH DEFINED 1 366,547
WEBMD HEALTH CORP CL A 94770V10 1,474 62,479 SH DEFINED 1,2,6,10 62,479
WEBSENSE INC COM 94768410 12,899 861,643 SH DEFINED 1,2,5,6,8 861,643
WEBSTER FINL CORP CO COM 94789010 24,196 1,755,902 SH DEFINED 1,2,5,7,10 1,755,902
WEIGHT WATCHERS INTL COM 94862610 11,324 384,921 SH DEFINED 1,2,5,10,12 384,921
WEINGARTEN RLTY INVS SH BEN INT 94874110 52,938 2,558,649 SH DEFINED 1,2,3,5,8,10 2,558,649
WEIS MKTS INC COM 94884910 6,248 185,788 SH DEFINED 1,2,5 185,788
WELLCARE HEALTH PLAN COM 94946T10 9,539 741,721 SH DEFINED 1,2,5,7,8,10 741,721
WELLPOINT INC COM 94973V10 802,688 19,052,645 SH DEFINED 1,2,5,6,7,8,10,12,13 19,052,645
WELLS FARGO & CO NEW COM 94974610 4,752,230 161,201,843 SH DEFINED 1,2,5,6,7,8,10,12,13 161,201,843
WENDYS ARBYS GROUP I COM 95058710 51,130 10,350,210 SH DEFINED 1,2,5,6,8,12 10,350,210
WERNER ENTERPRISES I COM 95075510 31,539 1,818,853 SH DEFINED 1,2,5,6,7,8 1,818,853
WESBANCO INC COM 95081010 15,813 581,150 SH DEFINED 1,2 581,150
WESCO FINL CORP COM 95081710 4,481 15,563 SH DEFINED 1,2,5,10,12 15,563
WESCO INTL INC COM 95082P10 11,850 616,249 SH DEFINED 1,2,5,8,10 616,249
WEST BANCORPORATION CAP STK 95123P10 3,264 266,420 SH DEFINED 1,2 266,420
WEST COAST BANCORP O COM 95214510 1,847 280,301 SH DEFINED 1,2 280,301
WEST MARINE INC COM 95423510 60 14,137 SH DEFINED 1 14,137
WEST PHARMACEUTICAL COM 95530610 23,919 633,270 SH DEFINED 1,2,5,6 633,270
WESTAMERICA BANCORPO COM 95709010 52,513 1,026,653 SH DEFINED 1,2,5,6 1,026,653
WESTAR ENERGY INC COM 95709T10 58,023 2,828,999 SH DEFINED 1,2,5 2,828,999
WESTELL TECHNOLOGIES CL A 95754110 14 51,412 SH DEFINED 1 51,412
WESTERN ALLIANCE BAN COM 95763810 3,596 356,423 SH DEFINED 1,2 356,423
WESTERN DIGITAL CORP COM 95810210 68,895 6,017,005 SH DEFINED 1,2,5,7,8,10,12,13 6,017,005
WESTERN GAS PARTNERS COM UNIT L 95825410 218 16,973 SH DEFINED 1,2 16,973
WESTERN REFNG INC COM 95931910 4,144 534,013 SH DEFINED 1,2,5 534,013
WESTERN UN CO COM 95980210 375,602 26,192,583 SH DEFINED 1,2,5,6,7,8,10,12,13 26,192,583
WESTFIELD FINANCIAL COM 96008P10 4,962 480,814 SH DEFINED 1,2 480,814
WESTLAKE CHEM CORP COM 96041310 5,258 322,760 SH DEFINED 1,2 322,760
WESTMORELAND COAL CO COM 96087810 1,950 175,699 SH DEFINED 1,2,5 175,699
WESTPAC BKG CORP SPONSORED 96121430 2,796 46,408 SH DEFINED 1 46,408
WESTWOOD HLDGS GROUP COM 96176510 3,160 111,220 SH DEFINED 1,2,6 111,220
WET SEAL INC CL A 96184010 4,871 1,639,960 SH DEFINED 1,2,6 1,639,960
WEYCO GROUP INC COM 96214910 3,702 112,003 SH DEFINED 1,2 112,003
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
WEYERHAEUSER CO COM 96216610 243,306 7,948,569 SH DEFINED 1,2,5,6,7,8,10,12,13 7,948,569
WGL HLDGS INC COM 92924F10 83,192 2,544,866 SH DEFINED 1,2,5 2,544,866
WHIRLPOOL CORP COM 96332010 119,479 2,889,461 SH DEFINED 1,2,5,6,7,8,10,12,13 2,889,461
WHITE ELECTR DESIGNS COM 96380110 106 29,060 SH DEFINED 1,5 29,060
WHITE MTNS INS GROUP COM G9618E10 27,065 101,327 SH DEFINED 1,2,5,7,8,10,12,13 101,327
WHITING PETE CORP NE COM 96638710 21,222 634,238 SH DEFINED 1,2,5,7,10 634,238
WHITNEY HLDG CORP COM 96661210 28,668 1,792,893 SH DEFINED 1,2,5,10 1,792,893
WHOLE FOODS MKT INC COM 96683710 50,668 5,367,381 SH DEFINED 1,2,5,6,7,8,10,12,13 5,367,381
WILEY JOHN & SONS IN CL A 96822320 30,036 844,196 SH DEFINED 1,2,5,6,10 844,196
WILLBROS GROUP INC COM 96919910 5,106 602,874 SH DEFINED 1,2,5 602,874
WILLIAMS CLAYTON ENE COM 96949010 7,277 160,152 SH DEFINED 1,2 160,152
WILLIAMS COS INC DEL COM 96945710 361,087 24,936,944 SH DEFINED 1,2,5,6,7,8,10,12,13 24,936,944
WILLIAMS PARTNERS L COM UNIT L 96950F10 574 48,099 SH DEFINED 1,2 48,099
WILLIAMS PIPELINE PA COM UNIT L 96950K10 191 13,499 SH DEFINED 1,2 13,499
WILLIAMS SONOMA INC COM 96990410 16,019 2,038,003 SH DEFINED 1,2,5,10 2,038,003
WILLIS GROUP HOLDING SHS G9665510 21,340 857,704 SH DEFINED 1,2,5,7,8,10,12,13 857,704
WILLIS LEASE FINANCE COM 97064610 101 10,856 SH DEFINED 1,2 10,856
WILMINGTON TRUST COR COM 97180710 59,294 2,666,116 SH DEFINED 1,2,5,7,10 2,666,116
WILSHIRE BANCORP INC COM 97186T10 4,598 506,345 SH DEFINED 1,2 506,345
WILSHIRE ENTERPRISES COM 97188910 18 17,686 SH DEFINED 1 17,686
WIMM BILL DANN FOODS SPONSORED 97263M10 474 18,010 SH DEFINED 1,2,5,7 18,010
WIND RIVER SYSTEMS I COM 97314910 17,051 1,888,280 SH DEFINED 1,2,5,6 1,888,280
WINDSTREAM CORP COM 97381W10 145,369 15,800,958 SH DEFINED 1,2,5,6,7,8,10,12,13 15,800,958
WINN DIXIE STORES IN COM NEW 97428030 15,405 956,839 SH DEFINED 1,2,6,8 956,839
WINNEBAGO INDS INC COM 97463710 3,104 514,711 SH DEFINED 1,2 514,711
WINTHROP RLTY TR SH BEN INT 97639130 1,990 183,606 SH DEFINED 1,2,3,5 183,606
WINTRUST FINANCIAL C COM 97650W10 22,170 1,077,769 SH DEFINED 1,2 1,077,769
WIPRO LTD SPON ADR 1 97651M10 2,983 366,881 SH DEFINED 1,2,5,6 366,881
WIRELESS TELECOM GRO COM 97652410 3 10,100 SH DEFINED 1 10,100
WISCONSIN ENERGY COR COM 97665710 190,490 4,537,626 SH DEFINED 1,2,5,6,7,8,10,12,13 4,537,626
WMS INDS INC COM 92929710 24,893 925,391 SH DEFINED 1,2,6 925,391
WOLVERINE WORLD WIDE COM 97809710 21,157 1,005,545 SH DEFINED 1,2,5 1,005,545
WONDER AUTO TECHNOLO COM 97816610 496 126,567 SH DEFINED 1 126,567
WOODWARD GOVERNOR CO COM 98074510 37,791 1,641,668 SH DEFINED 1,2,5,6 1,641,668
WOORI FIN HLDGS CO L ADR 98106310 206 14,430 SH DEFINED 1,6 14,430
WORLD ACCEP CORP DEL COM 98141910 6,774 342,831 SH DEFINED 1,2,6 342,831
WORLD FUEL SVCS CORP COM 98147510 32,921 889,751 SH DEFINED 1,2,6,8 889,751
WORLD WRESTLING ENTM CL A 98156Q10 3,653 329,725 SH DEFINED 1,2 329,725
WORTHINGTON INDS INC COM 98181110 33,402 3,031,064 SH DEFINED 1,2,5 3,031,064
WPP PLC ADR 92933H10 378 12,785 SH DEFINED 1 12,785
WPT ENTERPRISES INC COM 98211W10 11 25,391 SH DEFINED 1 25,391
WRIGHT EXPRESS CORP COM 98233Q10 8,148 646,646 SH DEFINED 1,2,6 646,646
WRIGHT MED GROUP INC COM 98235T10 11,694 572,373 SH DEFINED 1,2,6 572,373
WSFS FINL CORP COM 92932810 6,628 138,118 SH DEFINED 1,2,5 138,118
WYETH DBCV 983024AD 248 250,000 SH DEFINED 1 250,000
WYETH COM 98302410 1,843,372 49,143,490 SH DEFINED 1,2,5,6,7,8,10,12,13 49,143,490
WYNDHAM WORLDWIDE CO COM 98310W10 37,813 5,772,952 SH DEFINED 1,2,5,6,8,10,12,13 5,772,952
WYNN RESORTS LTD COM 98313410 85,019 2,011,805 SH DEFINED 1,2,5,6,7,8,10,12,13 2,011,805
VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT ----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ---------- ------ ----
XCEL ENERGY INC COM 98389B10 336,872 18,160,236 SH DEFINED 1,2,5,6,7,8,10,12,13 18,160,236
XENOPORT INC COM 98411C10 13,033 519,644 SH DEFINED 1,2,5,6 519,644
XERIUM TECHNOLOGIES COM 98416J10 309 468,333 SH DEFINED 1,2 468,333
XEROX CORP COM 98412110 504,864 63,345,605 SH DEFINED 1,2,5,6,7,8,10,12,13 63,345,605
XILINX INC DBCV 3.12 983919AD 170 250,000 SH DEFINED 1 250,000
XILINX INC COM 98391910 172,051 9,654,913 SH DEFINED 1,2,5,6,7,8,10,12,13 9,654,913
XL CAP LTD CL A G9825510 48,841 13,200,209 SH DEFINED 1,2,5,6,7,8,10,12,13 13,200,209
XOMA LTD ORD G9825R10 1,082 1,745,337 SH DEFINED 1,2,5,6 1,745,337
X-RITE INC COM 98385710 50 33,880 SH DEFINED 1 33,880
XTO ENERGY INC COM 98385X10 792,709 22,475,460 SH DEFINED 1,2,5,6,7,8,10,12,13 22,475,460
YADKIN VALLEY FINANC COM 98431410 1,940 136,168 SH DEFINED 1,2 136,168
YAHOO INC COM 98433210 591,379 48,473,666 SH DEFINED 1,2,5,6,7,8,10,12,13 48,473,666
YORK WTR CO COM 98718410 258 21,309 SH DEFINED 1,2 21,309
YOUBET COM INC COM 98741310 24 27,710 SH DEFINED 1 27,710
YOUNG BROADCASTING I CL A 98743410 1 18,340 SH DEFINED 1 18,340
YRC WORLDWIDE INC COM 98424910 5,534 1,928,098 SH DEFINED 1,2,5,8 1,928,098
YUM BRANDS INC COM 98849810 732,236 23,245,601 SH DEFINED 1,2,5,6,7,8,10,12,13 23,245,601
ZALE CORP NEW COM 98885810 2,260 678,637 SH DEFINED 1,2,5,6 678,637
ZAPATA CORP COM PAR $ 98907060 109 18,078 SH DEFINED 1 18,078
ZAREBA SYSTEMS INC COM 98913110 25 16,900 SH DEFINED 1 16,900
ZEBRA TECHNOLOGIES C CL A 98920710 24,707 1,219,511 SH DEFINED 1,2,5,6,8,10,12 1,219,511
ZENITH NATL INS CORP COM 98939010 26,958 853,924 SH DEFINED 1,2,8 853,924
ZEP INC COM 98944B10 7,174 371,524 SH DEFINED 1,2,5,6 371,524
ZHONE TECHNOLOGIES I COM 98950P10 8 99,984 SH DEFINED 1 99,984
ZHONGPIN INC COM 98952K10 2,716 226,334 SH DEFINED 1,2 226,334
ZIMMER HLDGS INC COM 98956P10 323,971 8,015,117 SH DEFINED 1,2,5,6,7,8,10,12,13 8,015,117
ZIONS BANCORPORATION COM 98970110 143,407 5,850,967 SH DEFINED 1,2,5,6,7,8,10,12,13 5,850,967
ZIX CORP COM 98974P10 47 39,163 SH DEFINED 1 39,163
ZOLL MED CORP COM 98992210 7,678 406,432 SH DEFINED 1,2,6 406,432
ZOLTEK COS INC COM 98975W10 3,852 428,478 SH DEFINED 1,2,5,6 428,478
ZORAN CORP COM 98975F10 8,046 1,178,068 SH DEFINED 1,2,5 1,178,068
ZUMIEZ INC COM 98981710 2,471 331,634 SH DEFINED 1,2,6 331,634
ZYGO CORP COM 98985510 1,712 247,775 SH DEFINED 1,2 247,775
ZYMOGENETICS INC COM 98985T10 1,771 590,438 SH DEFINED 1,2,6 590,438
TOTAL
MARKET
VALUE 387,495,943