UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: DECEMBER 31, 2006
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Check Here if Amendment / /; Amendment Number:
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This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: STATE STREET CORPORATION
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Address: ONE LINCOLN STREET
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BOSTON, MASSACHUSETTS 02111
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Form 13F File Number: 28-00399
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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 Reporting Manager:
Name: JAMES J. MALERBA
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Title: SENIOR VICE PRESIDENT AND CORPORATE CONTROLLER
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Phone: 617-664-8697
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Signature, Place, and Date of Signing:
/s/ JAMES J. MALERBA Boston, Massachusetts February 14, 2007
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[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).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
FORM 13F FILE NUMBER NAME
28-00096 Capital Guardian Trust Company
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28-10372 Philadelphia International Advisors, L.P.
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28-02924 Turner Investment Partners Inc. (Turner Investment Partners)
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28-03570 AXA (Alliance Capital Management L.P.)
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28-00115 T. Rowe Price Associates, Inc.
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28-00694 JP Morgan Chase & Co (JP Morgan Fleming Asset Management Limited)
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28-03459 Smith Asset Management Group L.P.
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28-04557 Wellington Management Company LLP
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FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 12
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Form 13F Information Table Entry Total: 3,985
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Form 13F Information Table Value Total: 518,717,008
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(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
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2 28-11338 SSgA Funds Management, Inc.
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3 28-11339 Tuckerman Group, LLC
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4 28-11328 Rexiter Capital Management LTD
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5 28-11326 State Street Global Advisors LTD
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6 28-11327 State Street Global Advisors Ltd.
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7 28-11329 State Street Banque, SA
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8 28-11330 State Street Global Advisors, Australia
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10 28-11332 State Street Global Advisors (Japan) Co., Ltd.
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12 28-11331 State Street Global Advisors Asia LTD
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13 28-11334 State Street Global Advisors GmbH
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14 28-11333 State Street Trust & Banking Co., Ltd.
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FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
1-800 CONTACTS INC COM 68197710 245 15,035 SH DEFINED 1 15,035
1ST SOURCE CORP COM 33690110 12,432 386,927 SH DEFINED 1,2 386,927
21ST CENTY HLDG CO COM 90136Q10 266 11,200 SH DEFINED 1,2 11,200
21ST CENTY INS GROUP COM 90130N10 12,612 714,542 SH DEFINED 1,2,5 714,542
24/7 REAL MEDIA INC COM NEW 90131420 5,755 635,875 SH DEFINED 1,5 635,875
3COM CORP COM 88553510 34,655 8,431,818 SH DEFINED 1,2,5,6,13 8,431,818
3-D SYS CORP DEL COM NEW 88554D20 3,377 211,571 SH DEFINED 1 211,571
3M CO COM 88579Y10 4,315,551 55,377,278 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 55,377,278
4 KIDS ENTMT INC COM 35086510 328 17,999 SH DEFINED 1 17,999
8X8 INC NEW COM 28291410 30 25,500 SH DEFINED 1 25,500
99 CENTS ONLY STORES COM 65440K10 14,693 1,207,320 SH DEFINED 1,2,5,6,13 1,207,320
A C MOORE ARTS & CRA COM 00086T10 4,916 226,841 SH DEFINED 1,2,5,6 226,841
A D C TELECOMMUNICAT COM NEW 00088630 45,692 3,144,634 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,144,634
A S V INC COM 00196310 8,375 514,746 SH DEFINED 1,2,6 514,746
AAON INC COM PAR $0 00036020 3,672 139,739 SH DEFINED 1 139,739
AAR CORP COM 00036110 15,686 537,380 SH DEFINED 1,2,5,6 537,380
AARON RENTS INC COM 00253520 17,562 610,220 SH DEFINED 1,2,6 610,220
AASTROM BIOSCIENCES COM 00253U10 247 200,800 SH DEFINED 1,5 200,800
ABAXIS INC COM 00256710 5,682 295,153 SH DEFINED 1,2 295,153
ABB LTD SPONSORED 00037520 29,563 1,644,210 SH DEFINED 1,2 1,644,210
ABBOTT LABS COM 00282410 2,113,651 43,392,545 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 43,392,545
ABERCROMBIE & FITCH CL A 00289620 133,696 1,920,095 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,920,095
ABINGTON CMNTY BANCO COM 00350R10 1,449 75,525 SH DEFINED 1 75,525
ABIOMED INC COM 00365410 4,164 295,310 SH DEFINED 1 295,310
ABITIBI-CONSOLIDATED COM 00392410 36 13,868 SH DEFINED 1,13 13,868
ABM INDS INC COM 00095710 18,784 827,132 SH DEFINED 1,2,5 827,132
ABN AMRO HLDG NV SPONSORED 00093710 745 23,251 SH DEFINED 1,2 23,251
ABRAXAS PETE CORP COM 00383010 266 86,000 SH DEFINED 1,2,5 86,000
ABRAXIS BIOSCIENCE I COM 00383E10 12,081 441,873 SH DEFINED 1,2,5,12 441,873
ABX AIR INC COM 00080S10 5,599 807,918 SH DEFINED 1,2 807,918
ACACIA RESH CORP ACACIA TCH 00388130 5,172 386,549 SH DEFINED 1,2,5 386,549
ACADIA PHARMACEUTICA COM 00422510 2,458 279,614 SH DEFINED 1,5 279,614
ACADIA RLTY TR COM SH BEN 00423910 24,023 960,169 SH DEFINED 1,2,3,5 960,169
ACCELRYS INC COM 00430U10 389 64,764 SH DEFINED 1,2,5 64,764
ACCENTURE LTD BERMUD CL A G1150G11 154,677 4,188,394 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,188,394
ACCESS INTEGRATED TE CL A 00432910 1,435 164,510 SH DEFINED 1 164,510
ACCO BRANDS CORP COM 00081T10 18,845 711,925 SH DEFINED 1,2,5,6,7 711,925
ACCREDITED HOME LEND COM 00437P10 9,399 343,667 SH DEFINED 1,2,5 343,667
ACCURIDE CORP COM 00439810 2,966 263,380 SH DEFINED 1,2,6 263,380
ACE LTD ORD G0070K10 487,414 8,047,112 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,047,112
ACETO CORP COM 00444610 223 25,807 SH DEFINED 1 25,807
ACME COMMUNICATION I COM 00463110 230 45,878 SH DEFINED 1,2 45,878
ACME PACKET INC COM 00476410 2,428 117,659 SH DEFINED 1,2 117,659
ACORDA THERAPEUTICS COM 00484M10 621 39,200 SH DEFINED 1,2 39,200
ACTEL CORP COM 00493410 10,218 562,653 SH DEFINED 1,2 562,653
ACTIVE POWER INC COM 00504W10 216 82,564 SH DEFINED 1,5 82,564
ACTIVIDENTITY CORP COM 00506P10 267 52,628 SH DEFINED 1 52,628
ACTIVISION INC NEW COM NEW 00493020 86,551 5,020,366 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,020,366
ACTUANT CORP CL A NEW 00508X20 19,412 407,388 SH DEFINED 1,2,6 407,388
ACTUATE CORP COM 00508B10 3,819 642,898 SH DEFINED 1,5 642,898
ACUITY BRANDS INC COM 00508Y10 43,968 844,882 SH DEFINED 1,2,5 844,882
ACXIOM CORP COM 00512510 46,722 1,821,529 SH DEFINED 1,2,5,6,10,12,13 1,821,529
ADAMS RESPIRATORY TH COM 00635P10 16,767 410,851 SH DEFINED 1,2,6 410,851
ADAPTEC INC COM 00651F10 8,795 1,887,429 SH DEFINED 1,2,5,6 1,887,429
ADECCO SA SPONSORED 00675410 553 32,269 SH DEFINED 1,2 32,269
ADESA INC COM 00686U10 39,158 1,411,103 SH DEFINED 1,2,5,12,13 1,411,103
ADEZA BIOMEDICAL COR COM 00686410 2,413 161,860 SH DEFINED 1 161,860
ADMINISTAFF INC COM 00709410 18,418 430,620 SH DEFINED 1,2,5,6 430,620
ADOBE SYS INC COM 00724F10 636,669 15,483,188 SH DEFINED 1,2,5,6,7,8,12,
13,14 15,483,188
ADOLOR CORP COM 00724X10 4,761 633,145 SH DEFINED 1,2,5,6 633,145
ADTRAN INC COM 00738A10 30,496 1,343,422 SH DEFINED 1,2,5,6,12,13 1,343,422
ADVANCE AMER CASH AD COM 00739W10 16,077 1,097,416 SH DEFINED 1,2,6 1,097,416
ADVANCE AUTO PARTS I COM 00751Y10 70,867 1,992,874 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,992,874
ADVANCED ANALOGIC TE COM 00752J10 2,645 490,667 SH DEFINED 1,2,6 490,667
ADVANCED ENERGY INDS COM 00797310 15,741 834,158 SH DEFINED 1,2,6 834,158
ADVANCED MAGNETICS I COM 00753P10 7,589 127,077 SH DEFINED 1,5 127,077
ADVANCED MEDICAL OPT COM 00763M10 32,128 912,726 SH DEFINED 1,2,5,6,12,13 912,726
ADVANCED MICRO DEVIC COM 00790310 310,775 15,271,496 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 15,271,496
ADVANCED SEMICONDUCT SPONSORED 00756M40 10,821 1,915,246 SH DEFINED 1,4 1,915,246
ADVANTA CORP CL B 00794220 20,111 460,948 SH DEFINED 1,2 460,948
ADVANTEST CORP SPON ADR N 00762U20 439 7,645 SH DEFINED 1 7,645
ADVENT SOFTWARE INC COM 00797410 20,352 576,707 SH DEFINED 1,2,5,6,13 576,707
ADVENTRX PHARMACEUTI COM 00764X10 1,609 545,422 SH DEFINED 1,5 545,422
ADVISORY BRD CO COM 00762W10 15,392 287,478 SH DEFINED 1,2,6 287,478
ADVO INC COM 00758510 15,612 478,907 SH DEFINED 1,2,5,6 478,907
AEGON N V ORD AMER R 00792410 952 50,238 SH DEFINED 1,2 50,238
AEP INDS INC COM 00103110 6,928 129,965 SH DEFINED 1,2 129,965
AEROFLEX INC COM 00776810 17,065 1,456,077 SH DEFINED 1,2,5,6 1,456,077
AEROPOSTALE COM 00786510 58,738 1,902,750 SH DEFINED 1,2,5,6,13 1,902,750
AES CORP COM 00130H10 470,709 21,357,028 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 21,357,028
AETNA INC NEW COM 00817Y10 1,246,663 28,871,314 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 28,871,314
AFC ENTERPRISES INC COM 00104Q10 7,815 442,288 SH DEFINED 1,2,6 442,288
AFFILIATED COMPUTER CL A 00819010 144,671 2,962,137 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,962,137
AFFILIATED MANAGERS COM 00825210 54,237 515,905 SH DEFINED 1,2,5,6,10 515,905
AFFIRMATIVE INS HLDG COM 00827210 2,530 155,479 SH DEFINED 1,2 155,479
AFFORDABLE RESIDENTI COM 00827310 5,816 499,232 SH DEFINED 1,2,5,6 499,232
AFFYMETRIX INC COM 00826T10 32,556 1,411,816 SH DEFINED 1,2,5,6,12,13 1,411,816
AFLAC INC COM 00105510 592,370 12,877,610 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,877,610
AFTERMARKET TECHNOLO COM 00831810 11,955 561,775 SH DEFINED 1,2,5 561,775
AGCO CORP COM 00108410 109,788 3,548,405 SH DEFINED 1,2,5,10,13 3,548,405
AGERE SYS INC COM 00845V30 36,368 1,897,112 SH DEFINED 1,2,5,6,12 1,897,112
AGILE SOFTWARE CORP COM 00846X10 5,268 856,516 SH DEFINED 1,2,6 856,516
AGILENT TECHNOLOGIES COM 00846U10 434,736 12,474,482 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,474,482
AGILYSYS INC COM 00847J10 13,435 802,551 SH DEFINED 1,2 802,551
AGL RES INC COM 00120410 53,707 1,380,286 SH DEFINED 1,2,5,6,13 1,380,286
AGREE REALTY CORP COM 00849210 4,421 128,633 SH DEFINED 1,2,3 128,633
AIR METHODS CORP COM PAR $. 00912830 3,883 139,081 SH DEFINED 1 139,081
AIR PRODS & CHEMS IN COM 00915810 472,308 6,720,369 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,720,369
AIRCASTLE LTD COM G0129K10 301 10,220 SH DEFINED 1,2 10,220
AIRGAS INC COM 00936310 46,125 1,138,319 SH DEFINED 1,2,5,6,12,13 1,138,319
AIRSPAN NETWORKS INC COM 00950H10 84 22,568 SH DEFINED 1 22,568
AIRTRAN HLDGS INC COM 00949P10 22,625 1,927,194 SH DEFINED 1,2,6,13 1,927,194
AK STL HLDG CORP COM 00154710 43,054 2,547,584 SH DEFINED 1,2,5,6 2,547,584
AKAMAI TECHNOLOGIES COM 00971T10 115,065 2,166,124 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,166,124
AKORN INC COM 00972810 2,793 446,845 SH DEFINED 1 446,845
AKZO NOBEL NV SPONSORED 01019930 603 9,906 SH DEFINED 1 9,906
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
ALABAMA NATL BANCORP COM 01031710 16,842 245,040 SH DEFINED 1,2 245,040
ALAMO GROUP INC COM 01131110 243 10,344 SH DEFINED 1 10,344
ALASKA AIR GROUP INC COM 01165910 41,031 1,038,766 SH DEFINED 1,2,6,7,13 1,038,766
ALASKA COMMUNICATION COM 01167P10 9,756 642,257 SH DEFINED 1,2,6 642,257
ALBANY INTL CORP CL A 01234810 12,452 378,364 SH DEFINED 1,2 378,364
ALBANY MOLECULAR RES COM 01242310 8,930 845,601 SH DEFINED 1,2,5 845,601
ALBEMARLE CORP COM 01265310 66,142 921,193 SH DEFINED 1,2,5,13 921,193
ALBERTO CULVER CO NE COM 01307810 28,050 1,307,688 SH DEFINED 1,2,5,6,7,12,13 1,307,688
ALCATEL-LUCENT SPONSORED 01390430 41,107 2,890,811 SH DEFINED 1,2,5,7,8,12,13,14 2,890,811
ALCOA INC COM 01381710 868,823 28,951,125 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 28,951,125
ALCON INC COM SHS H0130110 13,358 119,509 SH DEFINED 1,2,5,12 119,509
ALERIS INTL INC COM 01447710 388 7,390 SH DEFINED 2 7,390
ALESCO FINL INC COM 01448510 260 24,285 SH DEFINED 1 24,285
ALEXANDER & BALDWIN COM 01448210 28,331 638,957 SH DEFINED 1,2,5,12,13 638,957
ALEXANDERS INC COM 01475210 31,800 75,778 SH DEFINED 1,2,3,5 75,778
ALEXANDRIA REAL ESTA COM 01527110 71,826 715,399 SH DEFINED 1,2,3,5 715,399
ALEXION PHARMACEUTIC COM 01535110 21,482 531,867 SH DEFINED 1,2,5,6 531,867
ALFA CORP COM 01538510 11,957 635,689 SH DEFINED 1,2 635,689
ALFACELL CORP COM 01540410 41 23,993 SH DEFINED 1,2 23,993
ALICO INC COM 01623010 2,632 51,989 SH DEFINED 1,2 51,989
ALIGN TECHNOLOGY INC COM 01625510 12,134 868,600 SH DEFINED 1,2,6 868,600
ALKERMES INC COM 01642T10 21,204 1,585,930 SH DEFINED 1,2,5,6 1,585,930
ALLEGHANY CORP DEL COM 01717510 18,878 51,921 SH DEFINED 1,2,5 51,921
ALLEGHENY ENERGY INC COM 01736110 228,340 4,973,646 SH DEFINED 1,2,5,6,10,13 4,973,646
ALLEGHENY TECHNOLOGI COM 01741R10 243,423 2,684,413 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,684,413
ALLERGAN INC COM 01849010 436,719 3,647,226 SH DEFINED 1,2,5,6,10,12,13 3,647,226
ALLETE INC COM NEW 01852230 18,886 405,804 SH DEFINED 1,2,5 405,804
ALLIANCE DATA SYSTEM COM 01858110 74,625 1,194,572 SH DEFINED 1,2,5,12,13 1,194,572
ALLIANCE FIBER OPTIC COM 01868010 22 10,841 SH DEFINED 1 10,841
ALLIANCE HOLDINGS GP COM UNITS 01861G10 226 11,414 SH DEFINED 1,2 11,414
ALLIANCE IMAGING INC COM NEW 01860620 4,155 624,842 SH DEFINED 1,2,6 624,842
ALLIANCE ONE INTL IN COM 01877210 14,233 2,016,068 SH DEFINED 1,2,5 2,016,068
ALLIANCE RES PARTNER UT LTD PAR 01877R10 1,015 29,396 SH DEFINED 1,2 29,396
ALLIANCEBERNSTEIN HO UNIT LTD P 01881G10 18,337 228,070 SH DEFINED 1,2,5 228,070
ALLIANT ENERGY CORP COM 01880210 81,609 2,160,685 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,160,685
ALLIANT TECHSYSTEMS COM 01880410 46,311 592,294 SH DEFINED 1,2,5,12,13 592,294
ALLIANZ SE SP ADR 1/1 01880510 26,119 1,279,095 SH DEFINED 1,2 1,279,095
ALLIED CAP CORP NEW COM 01903Q10 53,735 1,644,269 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,644,269
ALLIED DEFENSE GROUP COM 01911810 206 9,694 SH DEFINED 1,5 9,694
ALLIED HEALTHCARE IN COM 01923A10 78 26,800 SH DEFINED 1 26,800
ALLIED IRISH BKS P L SPON ADR O 01922840 1,035 17,035 SH DEFINED 1 17,035
ALLIED WASTE INDS IN COM PAR$.0 01958930 71,500 5,817,698 SH DEFINED 1,2,5,6,10,13 5,817,698
ALLIED WRLD ASSUR CO SHS G0219G20 527 12,078 SH DEFINED 1,2 12,078
ALLIS CHALMERS ENERG COM PAR $. 01964550 5,502 238,803 SH DEFINED 1,5 238,803
ALLOS THERAPEUTICS I COM 01977710 1,291 220,629 SH DEFINED 1,2,5 220,629
ALLOY INC NEW COM 01985530 195 16,961 SH DEFINED 1 16,961
ALLSCRIPTS HEALTHCAR COM 01988P10 17,435 645,969 SH DEFINED 1,2,6 645,969
ALLSTATE CORP COM 02000210 1,346,078 20,673,911 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 20,673,911
ALLTEL CORP COM 02003910 617,828 10,215,413 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,215,413
ALNYLAM PHARMACEUTIC COM 02043Q10 9,439 441,054 SH DEFINED 1,2,5,6 441,054
ALON USA ENERGY INC COM 02052010 4,203 159,751 SH DEFINED 1,2,6 159,751
ALPHA NATURAL RESOUR COM 02076X10 13,673 960,832 SH DEFINED 1,2,6 960,832
ALPHARMA INC CL A 02081310 21,872 907,570 SH DEFINED 1,2,5 907,570
ALTAIR NANOTECHNOLOG COM 02137310 220 83,800 SH DEFINED 1,5 83,800
ALTEON INC COM 02144G10 2 10,500 SH DEFINED 1 10,500
ALTERA CORP COM 02144110 192,249 9,768,757 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,768,757
ALTIRIS INC COM 02148M10 13,143 517,846 SH DEFINED 1,2,6 517,846
ALTRIA GROUP INC COM 02209S10 7,050,714 82,157,007 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 82,157,007
ALTUS PHARMACEUTICAL COM 02216N10 1,864 98,862 SH DEFINED 1,2 98,862
ALUMINA LTD SPONSORED 02220510 347 17,438 SH DEFINED 1 17,438
ALVARION LTD SHS M0861T10 276 41,103 SH DEFINED 1,2,5 41,103
AMAZON COM INC COM 02313510 320,830 8,130,519 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,130,519
AMB PROPERTY CORP COM 00163T10 160,615 2,740,410 SH DEFINED 1,2,3,5,6,7,8,10,
12,13,14 2,740,410
AMBAC FINL GROUP INC COM 02313910 271,134 3,044,058 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,044,058
AMBASSADORS GROUP IN COM 02317710 9,435 310,879 SH DEFINED 1,2,6 310,879
AMBASSADORS INTL INC COM 02317810 4,863 106,597 SH DEFINED 1 106,597
AMCOL INTL CORP COM 02341W10 8,999 324,396 SH DEFINED 1,2 324,396
AMCORE FINL INC COM 02391210 11,556 353,705 SH DEFINED 1,2,5 353,705
AMDOCS LTD ORD G0260210 8,281 213,705 SH DEFINED 1,5,12 213,705
AMEDISYS INC COM 02343610 15,007 456,570 SH DEFINED 1,2,6 456,570
AMERCO COM 02358610 13,829 158,940 SH DEFINED 1,2,6 158,940
AMEREN CORP COM 02360810 345,477 6,429,867 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,429,867
AMERICA MOVIL S A DE SPON ADR L 02364W10 53,868 1,191,238 SH DEFINED 1,2,7 1,191,238
AMERICA SVC GROUP IN COM 02364L10 240 15,039 SH DEFINED 1 15,039
AMERICAN AXLE & MFG COM 02406110 14,778 778,197 SH DEFINED 1,2,5 778,197
AMERICAN CAMPUS CMNT COM 02483510 15,741 552,882 SH DEFINED 1,2,3 552,882
AMERICAN CAPITAL STR COM 02493710 69,736 1,507,476 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,507,476
AMERICAN COMMERCIAL COM NEW 02519520 26,877 410,276 SH DEFINED 1,2,6 410,276
AMERICAN EAGLE OUTFI COM 02553E10 334,111 10,705,241 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,705,241
AMERICAN ECOLOGY COR COM NEW 02553340 3,790 204,770 SH DEFINED 1 204,770
AMERICAN ELEC PWR IN COM 02553710 729,339 17,128,667 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 17,128,667
AMERICAN EQTY INVT L COM 02567620 11,369 872,543 SH DEFINED 1,2 872,543
AMERICAN EXPRESS CO COM 02581610 2,244,825 37,000,569 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 37,000,569
AMERICAN FINL GROUP COM 02593210 90,383 2,516,931 SH DEFINED 1,2,5,7,13 2,516,931
AMERICAN FINL RLTY T COM 02607P30 38,756 3,387,789 SH DEFINED 1,2,3,5 3,387,789
AMERICAN GREETINGS C CL A 02637510 40,377 1,691,540 SH DEFINED 1,2,5,6,7,13 1,691,540
AMERICAN HOME MTG IN COM 02660R10 39,033 1,111,412 SH DEFINED 1,2 1,111,412
AMERICAN INTL GROUP COM 02687410 5,417,744 75,603,467 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 75,603,467
AMERICAN ITALIAN PAS CL A 02707010 437 49,141 SH DEFINED 1,5 49,141
AMERICAN LD LEASE IN COM 02711810 507 19,112 SH DEFINED 1,2,3 19,112
AMERICAN MED SYS HLD COM 02744M10 22,811 1,231,701 SH DEFINED 1,2,6 1,231,701
AMERICAN NATL INS CO COM 02859110 16,796 147,189 SH DEFINED 1,2,5 147,189
AMERICAN OIL & GAS I COM 02872310 79 12,200 SH DEFINED 1 12,200
AMERICAN ORIENTAL BI COM 02873110 6,155 527,401 SH DEFINED 1 527,401
AMERICAN PAC CORP COM 02874010 84 10,500 SH DEFINED 1 10,500
AMERICAN PHYSICIANS COM 02888410 10,849 270,965 SH DEFINED 1,2 270,965
AMERICAN PWR CONVERS COM 02906610 139,422 4,557,753 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,557,753
AMERICAN RAILCAR IND COM 02916P10 4,122 121,107 SH DEFINED 1,2,6 121,107
AMERICAN REAL ESTATE DEPOSITRY 02916910 940 10,960 SH DEFINED 1,2 10,960
AMERICAN REPROGRAPHI COM 02926310 11,683 350,730 SH DEFINED 1,2,6 350,730
AMERICAN SCIENCE & E COM 02942910 7,500 126,023 SH DEFINED 1,2,6 126,023
AMERICAN SOFTWARE IN CL A 02968310 83 11,915 SH DEFINED 1 11,915
AMERICAN STD COS INC COM 02971210 228,945 4,993,341 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,993,341
AMERICAN STS WTR CO COM 02989910 13,141 340,255 SH DEFINED 1,2 340,255
AMERICAN SUPERCONDUC COM 03011110 4,645 473,509 SH DEFINED 1,2,5 473,509
AMERICAN TECHNICNAL COM 03013710 283 17,400 SH DEFINED 1 17,400
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
AMERICAN TECHNOLOGY COM NEW 03014520 100 25,397 SH DEFINED 1,2 25,397
AMERICAN TOWER CORP CL A 02991220 225,818 6,057,337 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,057,337
AMERICAN VANGUARD CO COM 03037110 3,690 232,077 SH DEFINED 1,2,6 232,077
AMERICAN WOODMARK CO COM 03050610 16,148 385,862 SH DEFINED 1,2,6 385,862
AMERICANWEST BANCORP COM 03058P10 3,718 153,493 SH DEFINED 1 153,493
AMERICAS CAR MART IN COM 03062T10 1,525 128,621 SH DEFINED 1,5 128,621
AMERICREDIT CORP COM 03060R10 106,017 4,212,022 SH DEFINED 1,2,5,7,10,12,13 4,212,022
AMERIGAS PARTNERS L UNIT L P I 03097510 1,266 38,922 SH DEFINED 1,2 38,922
AMERIGON INC COM 03070L30 218 22,600 SH DEFINED 1,5 22,600
AMERIGROUP CORP COM 03073T10 58,798 1,638,280 SH DEFINED 1,2,5,12 1,638,280
AMERIPRISE FINL INC COM 03076C10 414,826 7,611,494 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,611,494
AMERIS BANCORP COM 03076K10 6,816 241,878 SH DEFINED 1,2 241,878
AMERISAFE INC COM 03071H10 169 10,920 SH DEFINED 1 10,920
AMERISOURCEBERGEN CO COM 03073E10 531,116 11,813,079 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 11,813,079
AMERISTAR CASINOS IN COM 03070Q10 13,775 448,122 SH DEFINED 1,2,5 448,122
AMERITYRE CORP COM 03073V10 63 15,978 SH DEFINED 1 15,978
AMERIVEST PPTYS INC COM 03071L10 9 23,100 SH DEFINED 1 23,100
AMERON INTL INC COM 03071010 10,244 134,142 SH DEFINED 1,2 134,142
AMES NATL CORP COM 03100110 207 9,860 SH DEFINED 1 9,860
AMETEK INC NEW COM 03110010 72,031 2,262,268 SH DEFINED 1,2,5,6,12,13 2,262,268
AMGEN INC COM 03116210 2,510,942 36,758,040 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 36,758,040
AMICAS INC COM 00171210 158 53,600 SH DEFINED 1 53,600
AMIS HLDGS INC COM 03153810 21,673 2,050,428 SH DEFINED 1,2,6 2,050,428
AMKOR TECHNOLOGY INC COM 03165210 16,733 1,791,493 SH DEFINED 1,2,5,6 1,791,493
AMN HEALTHCARE SERVI COM 00174410 28,316 1,028,172 SH DEFINED 1,2,6 1,028,172
AMPCO-PITTSBURGH COR COM 03203710 3,924 117,206 SH DEFINED 1,2 117,206
AMPEX CORP DEL CL A NEW 03209230 3,592 172,347 SH DEFINED 1 172,347
AMPHENOL CORP NEW CL A 03209510 110,194 1,775,031 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,775,031
AMR CORP COM 00176510 74,165 2,453,372 SH DEFINED 1,2,5,7,8 2,453,372
AMREP CORP NEW COM 03215910 9,374 76,523 SH DEFINED 1,2 76,523
AMSURG CORP COM 03232P40 14,102 613,141 SH DEFINED 1,2,6 613,141
AMTRUST FINANCIAL SE COM 03235930 1,789 209,220 SH DEFINED 1,2 209,220
AMVESCAP PLC SPONSORED 03235E10 408 16,561 SH DEFINED 1,2 16,561
AMYLIN PHARMACEUTICA COM 03234610 55,280 1,532,586 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,532,586
ANADARKO PETE CORP COM 03251110 599,440 13,773,897 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,773,897
ANADIGICS INC COM 03251510 5,501 620,909 SH DEFINED 1,2,5 620,909
ANADYS PHARMACEUTICA COM 03252Q40 1,844 374,860 SH DEFINED 1,5 374,860
ANALOG DEVICES INC COM 03265410 322,113 9,799,601 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,799,601
ANALOGIC CORP COM PAR $0 03265720 11,734 209,005 SH DEFINED 1,2 209,005
ANALYSTS INTL CORP COM 03268110 21 11,201 SH DEFINED 1 11,201
ANAREN INC COM 03274410 6,560 369,349 SH DEFINED 1,2 369,349
ANCHOR BANCORP WIS I COM 03283910 9,990 346,644 SH DEFINED 1,2 346,644
ANDERSONS INC COM 03416410 8,400 198,151 SH DEFINED 1,2,6 198,151
ANDREW CORP COM 03442510 35,311 3,451,712 SH DEFINED 1,2,5,12,13 3,451,712
ANESIVA INC COM COM 03460L10 257 36,975 SH DEFINED 1,2 36,975
ANGIODYNAMICS INC COM 03475V10 5,781 269,021 SH DEFINED 1 269,021
ANGLO AMERN PLC ADR 03485P10 8,535 349,635 SH DEFINED 1,2,7 349,635
ANHEUSER BUSCH COS I COM 03522910 1,095,034 22,256,784 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 22,256,784
ANIKA THERAPEUTICS I COM 03525510 139 10,472 SH DEFINED 1 10,472
ANIXTER INTL INC COM 03529010 28,047 516,511 SH DEFINED 1,2,5 516,511
ANNALY CAP MGMT INC COM 03571040 52,051 3,741,989 SH DEFINED 1,2,5 3,741,989
ANNTAYLOR STORES COR COM 03611510 89,692 2,731,188 SH DEFINED 1,2,5,12,13 2,731,188
ANSOFT CORP COM 03638410 14,220 511,510 SH DEFINED 1,2,6 511,510
ANSWERTHINK INC COM 03691610 173 56,011 SH DEFINED 1,5 56,011
ANSYS INC COM 03662Q10 25,226 580,039 SH DEFINED 1,2,6 580,039
ANTHRACITE CAP INC COM 03702310 22,460 1,764,351 SH DEFINED 1,2 1,764,351
ANTIGENICS INC DEL COM 03703210 51 27,832 SH DEFINED 1 27,832
ANWORTH MORTGAGE ASS COM 03734710 7,276 765,058 SH DEFINED 1,2 765,058
AON CORP COM 03738910 576,298 16,307,230 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 16,307,230
AP PHARMA INC COM 00202J10 15 10,700 SH DEFINED 1 10,700
APAC CUSTOMER SERVIC COM 00185E10 69 18,498 SH DEFINED 1 18,498
APACHE CORP COM 03741110 675,349 10,154,104 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,154,104
APARTMENT INVT & MGM CL A 03748R10 212,770 3,798,105 SH DEFINED 1,2,3,5,6,7,8,10,
12,13,14 3,798,105
APCO ARGENTINA INC C ORD 03748910 243 2,774 SH DEFINED 1,2 2,774
APEX SILVER MINES LT ORD G0407410 229 14,438 SH DEFINED 1,2,5,6 14,438
APEX SILVER MINES LT NOTE 4.00 03760XAD 889 1,000,000 SH DEFINED 1 1,000,000
APOGEE ENTERPRISES I COM 03759810 21,903 1,134,297 SH DEFINED 1,2 1,134,297
APOLLO GROUP INC CL A 03760410 172,023 4,414,238 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,414,238
APOLLO INVT CORP COM 03761U10 26,679 1,191,030 SH DEFINED 1,2 1,191,030
APPLE COMPUTER INC COM 03783310 1,976,654 23,298,608 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 23,298,608
APPLEBEES INTL INC COM 03789910 42,380 1,717,875 SH DEFINED 1,2,5,6,13 1,717,875
APPLERA CORP COM AP BIO 03802010 297,475 8,107,784 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,107,784
APPLERA CORP COM CELERA 03802020 18,480 1,320,920 SH DEFINED 1,2,5,6 1,320,920
APPLICA INC COM 03815A10 228 28,491 SH DEFINED 1 28,491
APPLIED DIGITAL SOLU COM NEW 03818830 187 103,050 SH DEFINED 1,5 103,050
APPLIED INDL TECHNOL COM 03820C10 22,155 842,094 SH DEFINED 1,2 842,094
APPLIED MATLS INC COM 03822210 702,252 38,062,452 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 38,062,452
APPLIED MICRO CIRCUI COM 03822W10 16,056 4,510,003 SH DEFINED 1,2,5 4,510,003
APPLIED SIGNAL TECHN COM 03823710 194 13,800 SH DEFINED 1 13,800
APRIA HEALTHCARE GRO COM 03793310 29,095 1,091,762 SH DEFINED 1,2,5,6,13 1,091,762
APTARGROUP INC COM 03833610 36,548 619,040 SH DEFINED 1,2,5 619,040
AQUA AMERICA INC COM 03836W10 56,765 2,491,871 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,491,871
AQUANTIVE INC COM 03839G10 28,017 1,136,137 SH DEFINED 1,2,6 1,136,137
AQUILA INC COM 03840P10 36,893 7,849,665 SH DEFINED 1,2,5,13 7,849,665
ARACRUZ CELULOSE S A SPON ADR P 03849620 1,387 22,654 SH DEFINED 1,2,7 22,654
ARAMARK CORP CL B 03852110 47,202 1,411,112 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,411,112
ARBITRON INC COM 03875Q10 19,241 442,943 SH DEFINED 1,2,5,6 442,943
ARBOR RLTY TR INC COM 03892310 8,484 281,950 SH DEFINED 1,2 281,950
ARCADIA RES INC COM 03920910 33 16,000 SH DEFINED 1 16,000
ARCH CAP GROUP LTD ORD G0450A10 4,605 68,112 SH DEFINED 1,2,5 68,112
ARCH CHEMICALS INC COM 03937R10 22,636 679,551 SH DEFINED 1,2 679,551
ARCH COAL INC COM 03938010 85,147 2,835,384 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,835,384
ARCHER DANIELS MIDLA COM 03948310 562,661 17,605,161 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 17,605,161
ARCHSTONE SMITH TR COM 03958310 462,741 7,949,507 SH DEFINED 1,2,3,5,6,7,8,10,
12,13,14 7,949,507
ARCTIC CAT INC COM 03967010 3,748 213,071 SH DEFINED 1,2 213,071
ARDEN GROUP INC CL A 03976210 3,513 28,371 SH DEFINED 1,2 28,371
ARENA PHARMACEUTICAL COM 04004710 9,996 774,301 SH DEFINED 1,2,5,6 774,301
ARENA RESOURCES INC COM 04004910 7,590 177,710 SH DEFINED 1,2,5,6 177,710
ARES CAP CORP COM 04010L10 12,090 632,640 SH DEFINED 1,2 632,640
ARGON ST INC COM 04014910 3,285 152,493 SH DEFINED 1,2,6 152,493
ARGONAUT GROUP INC COM 04015710 17,952 514,972 SH DEFINED 1,2,5 514,972
ARIAD PHARMACEUTICAL COM 04033A10 4,585 891,963 SH DEFINED 1,2,5,6 891,963
ARIBA INC COM NEW 04033V20 8,647 1,117,156 SH DEFINED 1,2,5 1,117,156
ARISTOTLE CORP COM NEW 04044820 92 10,427 SH DEFINED 1 10,427
ARKANSAS BEST CORP D COM 04079010 13,993 388,684 SH DEFINED 1,2 388,684
ARLINGTON TANKERS LT COM G0489910 320 13,695 SH DEFINED 1 13,695
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
ARM HLDGS PLC SPONSORED 04206810 157 21,469 SH DEFINED 1 21,469
ARMOR HOLDINGS INC COM 04226010 21,650 394,708 SH DEFINED 1,2,5,6 394,708
ARMSTRONG WORLD INDS COM 04247X10 878 20,714 SH DEFINED 1,2 20,714
ARQULE INC COM 04269E10 158 26,686 SH DEFINED 1 26,686
ARRAY BIOPHARMA INC COM 04269X10 6,892 533,438 SH DEFINED 1,2,5 533,438
ARRIS GROUP INC COM 04269Q10 28,681 2,292,657 SH DEFINED 1,2 2,292,657
ARROW ELECTRS INC COM 04273510 75,102 2,380,405 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,380,405
ARROW FINL CORP COM 04274410 3,942 159,127 SH DEFINED 1,2,5 159,127
ARROW INTL INC COM 04276410 14,971 423,149 SH DEFINED 1,2,6 423,149
ART TECHNOLOGY GROUP COM 04289L10 3,429 1,471,758 SH DEFINED 1,2,5 1,471,758
ARTHROCARE CORP COM 04313610 18,089 453,130 SH DEFINED 1,2,6 453,130
ARVINMERITOR INC COM 04335310 35,010 1,920,434 SH DEFINED 1,2,5,13 1,920,434
ASBURY AUTOMOTIVE GR COM 04343610 5,764 244,633 SH DEFINED 1,2,5 244,633
ASHFORD HOSPITALITY COM SHS 04410310 20,771 1,668,379 SH DEFINED 1,2,3 1,668,379
ASHLAND INC NEW COM 04420910 172,650 2,495,663 SH DEFINED 1,2,5,6,10,12,13 2,495,663
ASHWORTH INC COM 04516H10 293 40,373 SH DEFINED 1,5 40,373
ASML HLDG NV N Y SHS N0705911 451 18,321 SH DEFINED 1 18,321
ASPECT MED SYS INC COM 04523510 4,344 230,960 SH DEFINED 1,2,6 230,960
ASPEN INSURANCE HOLD SHS G0538410 2,342 88,837 SH DEFINED 1,2 88,837
ASPEN TECHNOLOGY INC COM 04532710 14,321 1,299,525 SH DEFINED 1,2,5 1,299,525
ASSET ACCEP CAP CORP COM 04543P10 4,134 245,762 SH DEFINED 1,2,6 245,762
ASSISTED LIVING CONC CL A 04544X10 727 73,559 SH DEFINED 1,2,5 73,559
ASSOCIATED BANC CORP COM 04548710 102,988 2,952,649 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,952,649
ASSOCIATED ESTATES R COM 04560410 2,764 201,161 SH DEFINED 1,3,5 201,161
ASSURANT INC COM 04621X10 99,484 1,800,610 SH DEFINED 1,2,5,10,12 1,800,610
ASSURED GUARANTY LTD COM G0585R10 2,093 78,689 SH DEFINED 1,2 78,689
ASTA FDG INC COM 04622010 7,613 250,095 SH DEFINED 1,2 250,095
ASTEC INDS INC COM 04622410 8,753 249,374 SH DEFINED 1,2,5,6 249,374
ASTORIA FINL CORP COM 04626510 43,480 1,441,644 SH DEFINED 1,2,5,12,13 1,441,644
ASTRAZENECA PLC SPONSORED 04635310 9,225 172,272 SH DEFINED 1,2 172,272
ASTRO-MED INC NEW COM 04638F10 149 14,712 SH DEFINED 1 14,712
ASYST TECHNOLOGY COR COM 04648X10 7,879 1,077,771 SH DEFINED 1,2,5,6 1,077,771
AT ROAD INC COM 04648K10 6,033 826,426 SH DEFINED 1 826,426
AT&T INC COM 00206R10 4,511,697 126,201,320 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 126,201,320
ATARI INC COM 04651M10 30 53,127 SH DEFINED 1 53,127
ATHEROGENICS INC COM 04743910 5,745 579,682 SH DEFINED 1,2,5,6 579,682
ATHEROS COMMUNICATIO COM 04743P10 20,036 939,785 SH DEFINED 1,2,5,6 939,785
ATLANTIC AMERN CORP COM 04820910 31 10,600 SH DEFINED 1 10,600
ATLANTIC TELE NETWOR COM NEW 04907920 2,666 90,976 SH DEFINED 1 90,976
ATLANTIS PLASTICS IN COM 04915610 36 11,000 SH DEFINED 1 11,000
ATLAS AIR WORLDWIDE COM NEW 04916420 15,728 353,432 SH DEFINED 1,2,6 353,432
ATLAS AMER INC COM 04916710 22,879 448,865 SH DEFINED 1,2,5,6 448,865
ATLAS PIPELINE PARTN UNIT L P I 04939210 730 15,200 SH DEFINED 1 15,200
ATMEL CORP COM 04951310 45,418 7,507,084 SH DEFINED 1,2,5,6,8,13 7,507,084
ATMI INC COM 00207R10 16,205 530,785 SH DEFINED 1,2,5,6 530,785
ATMOS ENERGY CORP COM 04956010 64,344 2,016,430 SH DEFINED 1,2,5 2,016,430
ATP OIL & GAS CORP COM 00208J10 19,166 484,356 SH DEFINED 1,2,6 484,356
ATS MED INC COM 00208310 51 24,829 SH DEFINED 1 24,829
ATWOOD OCEANICS INC COM 05009510 22,747 464,508 SH DEFINED 1,2,6 464,508
AU OPTRONICS CORP SPONSORED 00225510 193 13,949 SH DEFINED 1 13,949
AUDIBLE INC COM NEW 05069A30 2,711 341,907 SH DEFINED 1,2,5 341,907
AUDIOCODES LTD ORD M1534210 243 25,886 SH DEFINED 1,2,5 25,886
AUDIOVOX CORP CL A 05075710 5,788 410,770 SH DEFINED 1,2,5 410,770
AURORA OIL & GAS COR COM 05203610 3,036 945,919 SH DEFINED 1,2,5 945,919
AUSTRALIA&NEW ZEALAN SPONSORED 05252830 1,635 14,660 SH DEFINED 1 14,660
AUTHENTIDATE HLDG CO COM 05266610 93 57,994 SH DEFINED 1,2,5 57,994
AUTOBYTEL INC COM 05275N10 280 80,054 SH DEFINED 1,5 80,054
AUTODESK INC COM 05276910 258,006 6,376,809 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,376,809
AUTOLIV INC COM 05280010 44,642 740,338 SH DEFINED 1,2,5,12 740,338
AUTOMATIC DATA PROCE COM 05301510 865,778 17,579,257 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 17,579,257
AUTONATION INC COM 05329W10 112,818 5,291,672 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,291,672
AUTOZONE INC COM 05333210 357,666 3,095,069 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,095,069
AUXILIUM PHARMACEUTI COM 05334D10 4,532 308,527 SH DEFINED 1 308,527
AVALONBAY CMNTYS INC COM 05348410 240,469 1,849,054 SH DEFINED 1,2,3,5,6,7,8,10,
12,13,14 1,849,054
AVANEX CORP COM 05348W10 4,257 2,252,582 SH DEFINED 1,5 2,252,582
AVANIR PHARMACEUTICA CL A NEW 05348P40 1,036 448,404 SH DEFINED 1,2,5 448,404
AVANT IMMUNOTHERAPEU COM 05349110 133 99,162 SH DEFINED 1,5 99,162
AVATAR HLDGS INC COM 05349410 10,143 125,449 SH DEFINED 1,2,5,6 125,449
AVAYA INC COM 05349910 214,919 15,373,318 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 15,373,318
AVENTINE RENEWABLE E COM 05356X40 9,987 423,893 SH DEFINED 1,2,6 423,893
AVERY DENNISON CORP COM 05361110 173,506 2,554,183 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,554,183
AVI BIOPHARMA INC COM 00234610 1,829 575,178 SH DEFINED 1,2,5 575,178
AVICI SYS INC COM NEW 05367L80 230 29,683 SH DEFINED 1,2,5 29,683
AVID TECHNOLOGY INC COM 05367P10 27,850 747,445 SH DEFINED 1,2,5,6,8 747,445
AVIGEN INC COM 05369010 143 27,112 SH DEFINED 1,5 27,112
AVIS BUDGET GROUP COM 05377410 38,594 1,779,359 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,779,359
AVISTA CORP COM 05379B10 22,077 872,278 SH DEFINED 1,2,5 872,278
AVNET INC COM 05380710 62,849 2,461,777 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,461,777
AVOCENT CORP COM 05389310 37,522 1,108,469 SH DEFINED 1,2,5,6,12,13 1,108,469
AVON PRODS INC COM 05430310 463,879 14,039,922 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 14,039,922
AVX CORP NEW COM 00244410 14,742 996,735 SH DEFINED 1,2,5 996,735
AWARE INC MASS COM 05453N10 103 19,242 SH DEFINED 1 19,242
AXA SPONSORED 05453610 3,237 80,263 SH DEFINED 1,2 80,263
AXCELIS TECHNOLOGIES COM 05454010 9,689 1,661,974 SH DEFINED 1,2,5 1,661,974
AXIS CAPITAL HOLDING SHS G0692U10 32,985 988,454 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 988,454
AZTAR CORP COM 05480210 29,901 549,453 SH DEFINED 1,2,5,6 549,453
AZZ INC COM 00247410 362 7,066 SH DEFINED 1 7,066
B A S F A G SPONSORED 05526250 2,133 21,941 SH DEFINED 1 21,941
BADGER METER INC COM 05652510 5,007 180,763 SH DEFINED 1 180,763
BAIRNCO CORP COM 05709710 169 13,221 SH DEFINED 1 13,221
BAKER HUGHES INC COM 05722410 704,984 9,442,587 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,442,587
BALCHEM CORP COM 05766520 6,926 269,718 SH DEFINED 1 269,718
BALDOR ELEC CO COM 05774110 18,614 556,977 SH DEFINED 1,2,5 556,977
BALDWIN & LYONS INC CL B 05775520 6,012 235,381 SH DEFINED 1,2 235,381
BALL CORP COM 05849810 135,187 3,100,615 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,100,615
BALLY TECHNOLOGIES I COM 05874B10 13,902 744,194 SH DEFINED 1,2,5,6 744,194
BALLY TOTAL FITNESS COM 05873K10 1,339 546,464 SH DEFINED 1,5 546,464
BANCFIRST CORP COM 05945F10 11,170 206,859 SH DEFINED 1,2 206,859
BANCO BILBAO VIZCAYA SPONSORED 05946K10 4,108 170,742 SH DEFINED 1,2 170,742
BANCO BRADESCO S A SP ADR PFD 05946030 23,154 573,838 SH DEFINED 1,2,7 573,838
BANCO ITAU HLDG FINA SP ADR 500 05960220 3,825 105,800 SH DEFINED 1 105,800
BANCO MACRO SA SPON ADR B 05961W10 12,853 411,836 SH DEFINED 1,2,7 411,836
BANCO SANTANDER CENT ADR 05964H10 2,313 123,937 SH DEFINED 1,2 123,937
BANCO SANTANDER CHIL SP ADR REP 05965X10 996 20,673 SH DEFINED 1,2,5 20,673
BANCOLOMBIA S A SPON ADR P 05968L10 53,865 1,730,312 SH DEFINED 1,2,4,5,7 1,730,312
BANCORP INC DEL COM 05969A10 4,161 140,582 SH DEFINED 1 140,582
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
BANCORPSOUTH INC COM 05969210 25,791 961,623 SH DEFINED 1,2,5 961,623
BANCTRUST FINANCIAL COM 05978R10 2,874 112,621 SH DEFINED 1 112,621
BANDAG INC COM 05981510 11,997 237,892 SH DEFINED 1,2,13 237,892
BANK HAWAII CORP COM 06254010 63,968 1,185,691 SH DEFINED 1,2,5,10,13 1,185,691
BANK MUTUAL CORP NEW COM 06375010 11,310 933,955 SH DEFINED 1,2,5 933,955
BANK NEW YORK INC COM 06405710 799,282 20,301,791 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 20,301,791
BANK NOVA SCOTIA HAL COM 06414910 4,475 99,881 SH DEFINED 1,7 99,881
BANK OF AMERICA CORP COM 06050510 7,314,292 136,997,408 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 136,997,408
BANK OF GRANITE CORP COM 06240110 5,847 308,245 SH DEFINED 1,2,5 308,245
BANK OF THE OZARKS I COM 06390410 5,284 159,816 SH DEFINED 1,2,6 159,816
BANKATLANTIC BANCORP CL A 06590850 9,559 692,158 SH DEFINED 1,2,5 692,158
BANKFINANCIAL CORP COM 06643P10 6,172 346,570 SH DEFINED 1,2 346,570
BANKRATE INC COM 06646V10 12,232 322,329 SH DEFINED 1,6 322,329
BANKUNITED FINL CORP CL A 06652B10 18,946 677,616 SH DEFINED 1,2 677,616
BANNER CORP COM 06652V10 20,951 472,512 SH DEFINED 1,2 472,512
BANTA CORP COM 06682110 18,798 516,424 SH DEFINED 1,2,5,6,13 516,424
BARCLAYS PLC ADR 06738E20 6,726 115,691 SH DEFINED 1,2 115,691
BARD C R INC COM 06738310 241,776 2,914,012 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,914,012
BARE ESCENTUALS INC COM 06751110 3,133 100,847 SH DEFINED 1,2 100,847
BARNES & NOBLE INC COM 06777410 63,442 1,597,642 SH DEFINED 1,2,5,13 1,597,642
BARNES GROUP INC COM 06780610 12,608 579,660 SH DEFINED 1,2 579,660
BARNWELL INDS INC COM 06822110 230 9,600 SH DEFINED 1 9,600
BARR PHARMACEUTICALS COM 06830610 135,318 2,699,873 SH DEFINED 1,2,5,6,10,12,13 2,699,873
BARRETT BILL CORP COM 06846N10 15,390 565,612 SH DEFINED 1,2,6 565,612
BARRETT BUSINESS SER COM 06846310 1,401 59,837 SH DEFINED 1 59,837
BARRICK GOLD CORP COM 06790110 848 27,628 SH DEFINED 1,5 27,628
BASIC ENERGY SVCS IN COM 06985P10 5,697 231,108 SH DEFINED 1,2,6 231,108
BASIN WTR INC COM 07011T30 442 65,267 SH DEFINED 1 65,267
BASSETT FURNITURE IN COM 07020310 285 17,465 SH DEFINED 1,2,5 17,465
BAUER EDDIE HLDGS IN COM 07162510 186 20,500 SH DEFINED 1 20,500
BAUSCH & LOMB INC COM 07170710 82,416 1,583,088 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,583,088
BAXTER INTL INC COM 07181310 966,702 20,838,589 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 20,838,589
BAYER A G SPONSORED 07273030 2,286 42,847 SH DEFINED 1,2 42,847
BB&T CORP COM 05493710 651,121 14,821,789 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 14,821,789
BBVA BANCO FRANCES S SPONSORED 07329M10 161 16,956 SH DEFINED 1 16,956
BCSB BANKCORP INC COM 05494810 150 10,000 SH DEFINED 1 10,000
BE AEROSPACE INC COM 07330210 30,957 1,205,484 SH DEFINED 1,2,5,6 1,205,484
BEA SYS INC COM 07332510 110,325 8,769,864 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,769,864
BEACON ROOFING SUPPL COM 07368510 11,701 621,742 SH DEFINED 1,2,5,6 621,742
BEAR STEARNS COS INC COM 07390210 631,973 3,882,372 SH DEFINED 1,2,5,6,10,12,13 3,882,372
BEARINGPOINT INC COM 07400210 22,335 2,837,935 SH DEFINED 1,2,5 2,837,935
BEASLEY BROADCAST GR CL A 07401410 125 13,024 SH DEFINED 1 13,024
BEAZER HOMES USA INC COM 07556Q10 47,559 1,011,684 SH DEFINED 1,2,5,13 1,011,684
BEBE STORES INC COM 07557110 6,381 322,423 SH DEFINED 1,2,6 322,423
BECKMAN COULTER INC COM 07581110 71,712 1,199,192 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,199,192
BECTON DICKINSON & C COM 07588710 1,003,246 14,301,443 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 14,301,443
BED BATH & BEYOND IN COM 07589610 286,214 7,512,173 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,512,173
BEL FUSE INC CL B 07734730 6,060 174,187 SH DEFINED 1,2 174,187
BELDEN CDT INC COM 07745410 35,605 910,851 SH DEFINED 1,2,5 910,851
BELL MICROPRODUCTS I COM 07813710 355 50,295 SH DEFINED 1,5 50,295
BELLSOUTH CORP COM 07986010 4,385,075 93,081,611 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 93,081,611
BELO CORP COM SER A 08055510 46,791 2,547,127 SH DEFINED 1,2,5,13 2,547,127
BEMIS INC COM 08143710 94,197 2,772,141 SH DEFINED 1,2,5,6,10,12,13 2,772,141
BENCHMARK ELECTRS IN COM 08160H10 23,341 958,181 SH DEFINED 1,2,5 958,181
BENETTON GROUP SPA ADR NEW 08179540 422 11,065 SH DEFINED 1 11,065
BENTLEY PHARMACEUTIC COM 08265710 4,137 406,821 SH DEFINED 1 406,821
BERKLEY W R CORP COM 08442310 181,412 5,256,784 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,256,784
BERKSHIRE HATHAWAY I CL B 08467020 589,878 160,905 SH DEFINED 1,2,5,12 160,905
BERKSHIRE HILLS BANC COM 08468010 5,835 174,385 SH DEFINED 1,2,5 174,385
BERRY PETE CO CL A 08578910 16,066 518,095 SH DEFINED 1,2,6 518,095
BEST BUY INC COM 08651610 539,742 10,972,600 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,972,600
BFC FINL CORP CL A 05538420 1,571 236,215 SH DEFINED 1 236,215
BG PLC ADR FIN IN 05543420 1,716 25,071 SH DEFINED 1 25,071
BHP BILLITON LTD SPONSORED 08860610 9,223 232,016 SH DEFINED 1 232,016
BHP BILLITON PLC SPONSORED 05545E20 310 8,340 SH DEFINED 1 8,340
BIG 5 SPORTING GOODS COM 08915P10 7,618 311,957 SH DEFINED 1,2,6 311,957
BIG LOTS INC COM 08930210 294,168 12,834,558 SH DEFINED 1,2,5,6,10,13 12,834,558
BIO RAD LABS INC CL A 09057220 32,228 390,545 SH DEFINED 1,2,5,6 390,545
BIOCRYST PHARMACEUTI COM 09058V10 3,806 329,250 SH DEFINED 1,2,5 329,250
BIOENVISION INC COM 09059N10 2,444 526,780 SH DEFINED 1,2,5 526,780
BIOGEN IDEC INC COM 09062X10 491,928 10,000,579 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,000,579
BIOLASE TECHNOLOGY I COM 09091110 10,185 1,164,045 SH DEFINED 1,5 1,164,045
BIOMARIN PHARMACEUTI COM 09061G10 22,280 1,359,383 SH DEFINED 1,2,6 1,359,383
BIOMED REALTY TRUST COM 09063H10 44,828 1,567,430 SH DEFINED 1,2,3 1,567,430
BIOMET INC COM 09061310 272,295 6,597,884 SH DEFINED 1,2,5,6,7,8,12,
13,14 6,597,884
BIO-REFERENCE LABS I COM $.01 N 09057G60 3,262 145,022 SH DEFINED 1 145,022
BIOSCRIP INC COM 09069N10 168 48,531 SH DEFINED 1,5 48,531
BIOSITE INC COM 09094510 18,094 370,400 SH DEFINED 1,2,6 370,400
BIOVERIS CORP COM 09067610 444 32,362 SH DEFINED 1,5 32,362
BISYS GROUP INC COM 05547210 31,961 2,475,710 SH DEFINED 1,2,5,13 2,475,710
BJ SVCS CO COM 05548210 305,200 10,409,279 SH DEFINED 1,2,5,6,7,8,12,
13,14 10,409,279
BJS RESTAURANTS INC COM 09180C10 4,252 210,398 SH DEFINED 1,2,6 210,398
BJS WHOLESALE CLUB I COM 05548J10 30,373 976,306 SH DEFINED 1,2,5,13 976,306
BLACK & DECKER CORP COM 09179710 170,471 2,131,690 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,131,690
BLACK BOX CORP DEL COM 09182610 12,090 287,937 SH DEFINED 1,2,5 287,937
BLACK HILLS CORP COM 09211310 35,013 947,822 SH DEFINED 1,2,5,13 947,822
BLACKBAUD INC COM 09227Q10 18,926 727,910 SH DEFINED 1,2,6 727,910
BLACKBOARD INC COM 09193550 11,323 376,923 SH DEFINED 1,2,6 376,923
BLACKROCK INC COM 09247X10 36,655 241,308 SH DEFINED 1,2,5 241,308
BLAIR CORP COM 09282810 1,974 60,264 SH DEFINED 1,2 60,264
BLOCK H & R INC COM 09367110 193,069 8,379,742 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,379,742
BLOCKBUSTER INC CL A 09367910 17,652 3,336,901 SH DEFINED 1,2,5 3,336,901
BLOCKBUSTER INC CL B 09367920 136 27,665 SH DEFINED 1 27,665
BLOUNT INTL INC NEW COM 09518010 7,648 568,213 SH DEFINED 1,2,6 568,213
BLUE COAT SYSTEMS IN COM NEW 09534T50 6,122 255,633 SH DEFINED 1,2,5,6 255,633
BLUE NILE INC COM 09578R10 8,218 222,774 SH DEFINED 1,2,6 222,774
BLUEGREEN CORP COM 09623110 3,812 297,131 SH DEFINED 1,2 297,131
BLUELINX HLDGS INC COM 09624H10 2,569 246,997 SH DEFINED 1,2 246,997
BLYTH INC COM 09643P10 16,703 804,952 SH DEFINED 1,2,5,13 804,952
BMB MUNAI INC COM 09656A10 4,538 916,719 SH DEFINED 1,2,7 916,719
BMC SOFTWARE INC COM 05592110 436,008 13,540,617 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,540,617
BNP RESIDENTIAL PPTY COM 05564T10 214 8,850 SH DEFINED 1,3 8,850
BOARDWALK PIPELINE P UT LTD PAR 09662710 738 23,938 SH DEFINED 1,2 23,938
BOB EVANS FARMS INC COM 09676110 26,013 760,181 SH DEFINED 1,2,5,13 760,181
BOEING CO COM 09702310 7,577,449 85,293,207 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 85,293,207
BOIS D ARC ENERGY IN COM 09738U10 3,372 230,510 SH DEFINED 1,2,6 230,510
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
BOK FINL CORP COM NEW 05561Q20 11,142 202,653 SH DEFINED 1,2,5 202,653
BOMBAY CO INC COM 09792410 131 102,391 SH DEFINED 1,5 102,391
BON-TON STORES INC COM 09776J10 16,037 462,842 SH DEFINED 1,2,6 462,842
BOOKHAM INC COM 09856E10 3,427 842,036 SH DEFINED 1,5 842,036
BOOKS-A-MILLION INC COM 09857010 4,342 191,440 SH DEFINED 1,2 191,440
BORDERS GROUP INC COM 09970910 33,930 1,518,112 SH DEFINED 1,2,5,13 1,518,112
BORG WARNER INC COM 09972410 50,690 858,856 SH DEFINED 1,2,5,12,13 858,856
BORLAND SOFTWARE COR COM 09984910 6,830 1,255,499 SH DEFINED 1,2,5,6 1,255,499
BOSTON BEER INC CL A 10055710 11,348 315,399 SH DEFINED 1,2,6 315,399
BOSTON COMMUNICATION COM 10058210 30 12,133 SH DEFINED 1 12,133
BOSTON PRIVATE FINL COM 10111910 19,725 699,231 SH DEFINED 1,2,6 699,231
BOSTON PROPERTIES IN COM 10112110 470,730 4,207,455 SH DEFINED 1,2,3,5,6,7,8,10,
12,13,14 4,207,455
BOSTON SCIENTIFIC CO COM 10113710 547,384 31,861,679 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 31,861,679
BOTTOMLINE TECH DEL COM 10138810 3,116 272,148 SH DEFINED 1 272,148
BOWATER INC COM 10218310 29,323 1,303,224 SH DEFINED 1,2,5,13 1,303,224
BOWNE & CO INC COM 10304310 7,929 497,411 SH DEFINED 1,2 497,411
BOYD GAMING CORP COM 10330410 40,898 902,627 SH DEFINED 1,2,13 902,627
BP PLC SPONSORED 05562210 3,153,721 47,000,314 SH DEFINED 1,2 47,000,314
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 1,790 23,250 SH DEFINED 1,2 23,250
BRADLEY PHARMACEUTIC COM 10457610 12,863 625,043 SH DEFINED 1,2 625,043
BRADY CORP CL A 10467410 26,012 697,760 SH DEFINED 1,2,5 697,760
BRANDYWINE RLTY TR SH BEN INT 10536820 56,029 1,685,068 SH DEFINED 1,2,3,5 1,685,068
BRE PROPERTIES INC CL A 05564E10 61,765 949,935 SH DEFINED 1,2,3,5 949,935
BRIGGS & STRATTON CO COM 10904310 21,119 783,618 SH DEFINED 1,2,5,12 783,618
BRIGHAM EXPLORATION COM 10917810 6,120 837,241 SH DEFINED 1,2 837,241
BRIGHT HORIZON FAMIL COM 10919510 18,326 474,022 SH DEFINED 1,2,5,6 474,022
BRIGHTPOINT INC COM NEW 10947340 9,493 705,778 SH DEFINED 1,2,5,6 705,778
BRINKER INTL INC COM 10964110 113,563 3,765,352 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,765,352
BRINKS CO COM 10969610 47,261 739,385 SH DEFINED 1,2,5,6,13 739,385
BRISTOL MYERS SQUIBB COM 11012210 1,356,969 51,556,570 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 51,556,570
BRISTOL WEST HLDGS I COM 11037M10 3,964 250,442 SH DEFINED 1,2 250,442
BRISTOW GROUP INC COM 11039410 12,243 339,249 SH DEFINED 1,2 339,249
BRITISH AMERN TOB PL SPONSORED 11044810 1,799 31,756 SH DEFINED 1 31,756
BRITISH AWYS PLC ADR 2ND IN 11041930 785 7,600 SH DEFINED 1 7,600
BRITISH SKY BROADCAS SPONSORED 11101310 485 11,779 SH DEFINED 1 11,779
BROADCOM CORP CL A 11132010 398,103 12,321,347 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,321,347
BROADWING CORP COM 11161E10 19,633 1,256,923 SH DEFINED 1,2,5,6 1,256,923
BROCADE COMMUNICATIO COM 11162110 71,651 8,727,241 SH DEFINED 1,2,5,6,8,10,14 8,727,241
BRONCO DRILLING CO I COM 11221110 3,117 181,301 SH DEFINED 1,2,6 181,301
BROOKDALE SR LIVING COM 11246310 10,556 219,909 SH DEFINED 1,2 219,909
BROOKFIELD HOMES COR COM 11272310 7,753 206,462 SH DEFINED 1,2,5,6 206,462
BROOKFIELD PPTYS COR COM 11290010 14,346 364,767 SH DEFINED 1,2,3 364,767
BROOKLINE BANCORP IN COM 11373M10 17,175 1,304,136 SH DEFINED 1,2,5 1,304,136
BROOKS AUTOMATION IN COM 11434010 17,184 1,193,328 SH DEFINED 1,2,5 1,193,328
BROWN & BROWN INC COM 11523610 70,810 2,510,087 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,510,087
BROWN FORMAN CORP CL A 11563710 1,532 22,725 SH DEFINED 1,5,12 22,725
BROWN FORMAN CORP CL B 11563720 127,067 1,918,285 SH DEFINED 1,2,5,6,10,12,13 1,918,285
BROWN SHOE INC NEW COM 11573610 28,345 593,744 SH DEFINED 1,2,6 593,744
BRT RLTY TR SH BEN INT 05564530 260 9,400 SH DEFINED 1 9,400
BRUKER BIOSCIENCES C COM 11679410 9,577 1,275,169 SH DEFINED 1,2,5,6 1,275,169
BRUNSWICK CORP COM 11704310 77,928 2,442,878 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,442,878
BRUSH ENGINEERED MAT COM 11742110 10,019 296,687 SH DEFINED 1,2,5,6 296,687
BRYN MAWR BK CORP COM 11766510 216 9,120 SH DEFINED 1 9,120
BSML INC COM 05571010 21 11,836 SH DEFINED 1 11,836
BT GROUP PLC ADR 05577E10 604 10,092 SH DEFINED 1,2 10,092
BUCA INC COM 11776910 106 22,055 SH DEFINED 1,5 22,055
BUCKEYE PARTNERS L P UNIT LTD P 11823010 2,209 47,522 SH DEFINED 1,2 47,522
BUCKEYE TECHNOLOGIES COM 11825510 11,863 990,233 SH DEFINED 1,2 990,233
BUCKLE INC COM 11844010 9,244 181,790 SH DEFINED 1,2 181,790
BUCYRUS INTL INC NEW CL A 11875910 22,798 440,447 SH DEFINED 1,2,6 440,447
BUFFALO WILD WINGS I COM 11984810 5,491 103,215 SH DEFINED 1 103,215
BUILD A BEAR WORKSHO COM 12007610 5,438 194,068 SH DEFINED 1,2,6 194,068
BUILDERS FIRSTSOURCE COM 12008R10 4,695 263,319 SH DEFINED 1,2,6 263,319
BUILDING MATLS HLDG COM 12011310 11,332 458,979 SH DEFINED 1,2 458,979
BUNGE LIMITED COM G1696210 52,867 729,106 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 729,106
BUNZL PUB LTD CO SPON ADR N 12073840 273 4,390 SH DEFINED 1 4,390
BURGER KING HLDGS IN COM 12120820 4,244 201,156 SH DEFINED 1,2,6 201,156
BURLINGTON NORTHN SA COM 12189T10 747,656 10,129,463 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,129,463
C COR INC COM 12501010 8,653 776,728 SH DEFINED 1,2,5 776,728
C D I CORP COM 12507110 4,866 195,410 SH DEFINED 1,2 195,410
C D W CORP COM 12512N10 90,782 1,290,978 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,290,978
C H ROBINSON WORLDWI COM NEW 12541W20 126,818 3,101,431 SH DEFINED 1,2,5,12,13 3,101,431
C&D TECHNOLOGIES INC COM 12466110 327 69,017 SH DEFINED 1,2,5 69,017
CA INC COM 12673P10 349,803 15,443,826 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 15,443,826
CABELAS INC COM 12680430 11,509 476,944 SH DEFINED 1,2 476,944
CABLEVISION SYS CORP CL A NY CA 12686C10 86,698 3,044,185 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,044,185
CABOT CORP COM 12705510 43,507 998,551 SH DEFINED 1,2,5,6,12,13 998,551
CABOT MICROELECTRONI COM 12709P10 17,011 501,194 SH DEFINED 1,2,5,6 501,194
CABOT OIL & GAS CORP COM 12709710 30,867 508,939 SH DEFINED 1,2,5,6,12 508,939
CACHE INC COM NEW 12715030 4,037 159,948 SH DEFINED 1 159,948
CACI INTL INC CL A 12719030 28,287 500,647 SH DEFINED 1,2,5,6 500,647
CADBURY SCHWEPPES PL ADR 12720930 1,145 26,673 SH DEFINED 1 26,673
CADENCE DESIGN SYSTE COM 12738710 152,431 8,510,966 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,510,966
CADENCE FINL CORP COM 12738A10 3,872 178,677 SH DEFINED 1,5 178,677
CADIZ INC COM NEW 12753720 291 12,699 SH DEFINED 1 12,699
CADMUS COMMUNICATION COM 12758710 237 9,715 SH DEFINED 1 9,715
CAE INC COM 12476510 174 19,000 SH DEFINED 7 19,000
CALAMOS ASSET MGMT I CL A 12811R10 8,862 330,295 SH DEFINED 1,2,6 330,295
CALAMP CORP COM 12812610 2,395 283,716 SH DEFINED 1,5 283,716
CALAVO GROWERS INC COM 12824610 206 20,200 SH DEFINED 1 20,200
CALGON CARBON CORP COM 12960310 3,368 543,291 SH DEFINED 1,2 543,291
CALIFORNIA COASTAL C COM NEW 12991520 5,233 243,969 SH DEFINED 1,2 243,969
CALIFORNIA FIRST NTN COM 13022210 150 10,730 SH DEFINED 1 10,730
CALIFORNIA MICRO DEV COM 13043910 122 27,902 SH DEFINED 1 27,902
CALIFORNIA PIZZA KIT COM 13054D10 10,683 320,709 SH DEFINED 1,2,6 320,709
CALIFORNIA WTR SVC G COM 13078810 10,819 267,793 SH DEFINED 1,2 267,793
CALIPER LIFE SCIENCE COM 13087210 218 38,085 SH DEFINED 1 38,085
CALLAWAY GOLF CO COM 13119310 22,434 1,556,851 SH DEFINED 1,2,5,13 1,556,851
CALLON PETE CO DEL COM 13123X10 5,538 368,467 SH DEFINED 1,2 368,467
CALUMET SPECIALTY PR UT LTD PAR 13147610 554 13,846 SH DEFINED 1,2 13,846
CAMBREX CORP COM 13201110 10,238 450,614 SH DEFINED 1,2,5 450,614
CAMDEN NATL CORP COM 13303410 5,474 118,692 SH DEFINED 1,2,5 118,692
CAMDEN PPTY TR SH BEN INT 13313110 100,003 1,354,140 SH DEFINED 1,2,3,5,6,7,8,10,
12,13,14 1,354,140
CAMERON INTERNATIONA COM 13342B10 203,307 3,832,371 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,832,371
CAMPBELL SOUP CO COM 13442910 358,621 9,221,419 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,221,419
CANADIAN NATL RY CO COM 13637510 901 20,948 SH DEFINED 1 20,948
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
CANADIAN PAC RY LTD COM 13645T10 266 5,034 SH DEFINED 1 5,034
CANDELA CORP COM 13690710 4,399 355,612 SH DEFINED 1,2 355,612
CANO PETE INC COM 13780110 230 41,900 SH DEFINED 1,2,5 41,900
CANON INC ADR 13800630 4,548 80,361 SH DEFINED 1,2 80,361
CAPITAL BK CORP COM 13979310 213 12,304 SH DEFINED 1 12,304
CAPITAL CITY BK GROU COM 13967410 7,562 214,229 SH DEFINED 1,2 214,229
CAPITAL CORP OF THE COM NEW 14006520 4,253 132,530 SH DEFINED 1 132,530
CAPITAL LEASE FDG IN COM 14028810 6,163 531,314 SH DEFINED 1,2,3 531,314
CAPITAL ONE FINL COR COM 14040H10 886,313 11,537,529 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 11,537,529
CAPITAL SOUTHWEST CO COM 14050110 6,480 51,332 SH DEFINED 1 51,332
CAPITAL SR LIVING CO COM 14047510 2,374 223,164 SH DEFINED 1 223,164
CAPITAL TRUST INC MD CL A NEW 14052H50 14,574 291,832 SH DEFINED 1,2 291,832
CAPITALSOURCE INC COM 14055X10 56,550 2,070,668 SH DEFINED 1,2,5,8,10,14 2,070,668
CAPITOL BANCORP LTD COM 14056D10 11,345 245,569 SH DEFINED 1,2 245,569
CAPITOL FED FINL COM 14057C10 11,205 291,640 SH DEFINED 1,2,5 291,640
CAPSTEAD MTG CORP COM NO PAR 14067E50 170 20,539 SH DEFINED 1 20,539
CAPSTONE TURBINE COR COM 14067D10 1,593 1,295,468 SH DEFINED 1,2,5 1,295,468
CAPTARIS INC COM 14071N10 455 58,502 SH DEFINED 1 58,502
CARACO PHARMACEUTICA COM 14075T10 1,604 114,582 SH DEFINED 1,2 114,582
CARAUSTAR INDS INC COM 14090910 3,903 482,391 SH DEFINED 1,2 482,391
CARBO CERAMICS INC COM 14078110 22,007 588,885 SH DEFINED 1,2,6 588,885
CARDIAC SCIENCE CORP COM 14141A10 201 24,867 SH DEFINED 1,5 24,867
CARDINAL FINL CORP COM 14149F10 2,919 284,784 SH DEFINED 1 284,784
CARDINAL HEALTH INC COM 14149Y10 894,278 13,879,835 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,879,835
CARDIODYNAMICS INTL COM 14159710 43 41,428 SH DEFINED 1,5 41,428
CAREER EDUCATION COR COM 14166510 115,563 4,663,576 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,663,576
CAREMARK RX INC COM 14170510 727,106 12,731,677 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,731,677
CARLISLE COS INC COM 14233910 43,093 548,952 SH DEFINED 1,2,5,12,13 548,952
CARMAX INC COM 14313010 99,986 1,864,375 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,864,375
CARMIKE CINEMAS INC COM 14343640 3,715 182,174 SH DEFINED 1,2 182,174
CARNIVAL CORP PAIRED CTF 14365830 445,881 9,090,339 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,090,339
CARNIVAL PLC ADR 14365C10 334 6,652 SH DEFINED 1,2 6,652
CARPENTER TECHNOLOGY COM 14428510 32,314 315,196 SH DEFINED 1,2,5,12 315,196
CARREKER CORP COM 14443310 255 33,349 SH DEFINED 1,5 33,349
CARRIAGE SVCS INC COM 14390510 351 69,000 SH DEFINED 1,2 69,000
CARRIER ACCESS CORP COM 14446010 2,694 410,745 SH DEFINED 1,2,5 410,745
CARRIZO OIL & CO INC COM 14457710 9,657 332,757 SH DEFINED 1,2,6 332,757
CARTER INC COM 14622910 19,574 767,621 SH DEFINED 1,2,6 767,621
CASCADE BANCORP COM 14715410 14,052 452,849 SH DEFINED 1,2,6 452,849
CASCADE CORP COM 14719510 10,128 191,460 SH DEFINED 1,2 191,460
CASCADE NAT GAS CORP COM 14733910 5,009 193,255 SH DEFINED 1,2,5 193,255
CASELLA WASTE SYS IN CL A 14744810 3,530 288,660 SH DEFINED 1 288,660
CASEYS GEN STORES IN COM 14752810 20,208 858,075 SH DEFINED 1,2,5,6 858,075
CASH AMER INTL INC COM 14754D10 25,999 554,359 SH DEFINED 1,2,6 554,359
CASH SYSTEMS INC COM 14756B10 90 12,300 SH DEFINED 1,5 12,300
CASS INFORMATION SYS COM 14808P10 2,599 71,830 SH DEFINED 1 71,830
CASTLE A M & CO COM 14841110 6,201 243,635 SH DEFINED 1,2,6 243,635
CASUAL MALE RETAIL G COM 14871110 5,363 410,968 SH DEFINED 1 410,968
CATALINA MARKETING C COM 14886710 25,467 926,088 SH DEFINED 1,2,5,6,13 926,088
CATALYST SEMICONDUCT COM 14888110 68 19,869 SH DEFINED 1 19,869
CATAPULT COMMUNICATI COM 14901610 136 15,111 SH DEFINED 1 15,111
CATERPILLAR INC DEL COM 14912310 1,295,955 21,130,848 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 21,130,848
CATHAY GENERAL BANCO COM 14915010 43,161 1,250,676 SH DEFINED 1,2,5,13 1,250,676
CATO CORP NEW CL A 14920510 12,416 541,962 SH DEFINED 1,2 541,962
CAVCO INDS INC DEL COM 14956810 3,365 96,029 SH DEFINED 1,5 96,029
CB RICHARD ELLIS GRO CL A 12497T10 202,297 6,093,282 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,093,282
CBEYOND INC COM 14984710 7,659 250,360 SH DEFINED 1,2,5,6 250,360
CBIZ INC COM 12480510 7,409 1,062,963 SH DEFINED 1,2 1,062,963
CBL & ASSOC PPTYS IN COM 12483010 55,174 1,272,761 SH DEFINED 1,2,3,5 1,272,761
CBOT HLDGS INC CL A 14984K10 65,297 431,089 SH DEFINED 1,2,5 431,089
CBRE REALTY FINANCE COM 12498B30 1,131 72,005 SH DEFINED 1,2 72,005
CBRL GROUP INC COM 12489V10 34,315 766,639 SH DEFINED 1,2,5,6,13 766,639
CBS CORP NEW CL A 12485710 242 7,767 SH DEFINED 1,5,13 7,767
CBS CORP NEW CL B 12485720 895,394 28,716,949 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 28,716,949
CCA INDS INC COM 12486710 122 10,608 SH DEFINED 1 10,608
CDC CORP SHS A G2022L10 241 25,335 SH DEFINED 1,5 25,335
CDN IMPERIAL BK OF C COM 13606910 434 5,151 SH DEFINED 1 5,151
CEC ENTMT INC COM 12513710 33,807 839,916 SH DEFINED 1,2,5,6 839,916
CEDAR FAIR L P DEPOSITRY 15018510 1,921 69,049 SH DEFINED 1,2 69,049
CEDAR SHOPPING CTRS COM NEW 15060220 14,913 937,321 SH DEFINED 1,2,3 937,321
CELADON GROUP INC COM 15083810 4,865 290,439 SH DEFINED 1,2 290,439
CELANESE CORP DEL COM SER A 15087010 101,486 3,921,393 SH DEFINED 1,2,5,10 3,921,393
CELESTICA INC SUB VTG SH 15101Q10 98 12,511 SH DEFINED 1,2,5 12,511
CELGENE CORP COM 15102010 560,741 9,746,935 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,746,935
CELL GENESYS INC COM 15092110 2,431 717,041 SH DEFINED 1,2,5 717,041
CELL THERAPEUTICS IN COM 15093410 103 58,839 SH DEFINED 1,5 58,839
CEMEX SAB DE CV SPON ADR 5 15129088 25,449 751,162 SH DEFINED 1,2,7 751,162
CENTENE CORP DEL COM 15135B10 15,347 624,614 SH DEFINED 1,2,6 624,614
CENTENNIAL BK HLDGS COM 15134530 9,347 988,089 SH DEFINED 1,2 988,089
CENTENNIAL COMMUNCTN CL A NEW 15133V20 5,166 718,446 SH DEFINED 1,2,6 718,446
CENTER BANCORP INC COM 15140810 245 15,466 SH DEFINED 1 15,466
CENTER FINL CORP CAL COM 15146E10 4,031 168,170 SH DEFINED 1 168,170
CENTERPOINT ENERGY I COM 15189T10 202,981 12,242,510 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,242,510
CENTERSTATE BKS FLA COM 15201P10 1,870 89,490 SH DEFINED 1 89,490
CENTEX CORP COM 15231210 200,918 3,570,605 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,570,605
CENTILLIUM COMMUNICA COM 15231910 165 76,942 SH DEFINED 1,5 76,942
CENTRACORE PROPERTIE COM 15235H10 5,801 179,419 SH DEFINED 1,2,3 179,419
CENTRAL EUROPEAN DIS COM 15343510 14,124 475,570 SH DEFINED 1,2,6 475,570
CENTRAL EUROPEAN MED CL A NEW G2004520 392 5,593 SH DEFINED 1,5,7 5,593
CENTRAL GARDEN & PET COM 15352710 18,502 382,116 SH DEFINED 1,2,6 382,116
CENTRAL PAC FINL COR COM 15476010 24,828 640,567 SH DEFINED 1,2 640,567
CENTRAL PKG CORP COM 15478510 3,721 206,724 SH DEFINED 1,2 206,724
CENTRAL VT PUB SVC C COM 15577110 708 30,062 SH DEFINED 1,2 30,062
CENTURY ALUM CO COM 15643110 19,487 436,447 SH DEFINED 1,2,5 436,447
CENTURY CASINOS INC COM 15649210 2,167 194,167 SH DEFINED 1,5 194,167
CENTURYTEL INC COM 15670010 330,488 7,569,591 SH DEFINED 1,2,5,6,7,10,12,13 7,569,591
CENVEO INC COM 15670S10 15,834 746,884 SH DEFINED 1,2,5,6 746,884
CEPHALON INC COM 15670810 83,043 1,179,414 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,179,414
CEPHEID COM 15670R10 6,106 718,394 SH DEFINED 1,2,5 718,394
CERADYNE INC COM 15671010 32,313 571,914 SH DEFINED 1,2,5,6 571,914
CERIDIAN CORP NEW COM 15677910 86,177 3,079,958 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,079,958
CERNER CORP COM 15678210 32,461 713,418 SH DEFINED 1,2,5,6,12 713,418
CERUS CORP COM 15708510 1,683 287,284 SH DEFINED 1,5 287,284
CEVA INC COM 15721010 78 12,073 SH DEFINED 1 12,073
CF INDS HLDGS INC COM 12526910 22,501 877,563 SH DEFINED 1,2 877,563
CFS BANCORP INC COM 12525D10 257 17,566 SH DEFINED 1,5 17,566
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
CH ENERGY GROUP INC COM 12541M10 14,504 274,704 SH DEFINED 1,2,5 274,704
CHAD THERAPEUTICS IN COM 15722810 61 27,600 SH DEFINED 1 27,600
CHAMPION ENTERPRISES COM 15849610 27,912 2,982,050 SH DEFINED 1,2,5,6 2,982,050
CHAMPS ENTMT INC DEL COM 15878710 109 15,700 SH DEFINED 1 15,700
CHAPARRAL STL CO DEL COM 15942310 47,279 1,067,958 SH DEFINED 1,2,5,6 1,067,958
CHARLES & COLVARD LT COM 15976510 203 25,400 SH DEFINED 1,5 25,400
CHARLES RIV LABS INT COM 15986410 55,053 1,272,894 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,272,894
CHARLOTTE RUSSE HLDG COM 16104810 9,215 299,665 SH DEFINED 1,2,6 299,665
CHARMING SHOPPES INC COM 16113310 39,222 2,898,890 SH DEFINED 1,2,5,6,13 2,898,890
CHART INDS INC COM PAR $0 16115Q30 1,769 109,115 SH DEFINED 1,2 109,115
CHARTER COMMUNICATIO CL A 16117M10 17,846 5,832,070 SH DEFINED 1,2,5,6 5,832,070
CHARTER FINL CORP WE COM 16122M10 3,236 62,818 SH DEFINED 1,2 62,818
CHARTERMAC SH BEN INT 16090810 16,001 745,266 SH DEFINED 1,2,5 745,266
CHATTEM INC COM 16245610 20,824 415,817 SH DEFINED 1,2,6 415,817
CHECK POINT SOFTWARE ORD M2246510 9,358 426,923 SH DEFINED 1,2,5,12 426,923
CHECKFREE CORP NEW COM 16281310 64,480 1,605,568 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,605,568
CHECKPOINT SYS INC COM 16282510 11,974 592,787 SH DEFINED 1,2 592,787
CHEESECAKE FACTORY I COM 16307210 38,437 1,562,477 SH DEFINED 1,2,5,6,8,13 1,562,477
CHEMED CORP NEW COM 16359R10 13,888 375,542 SH DEFINED 1,2,6 375,542
CHEMICAL FINL CORP COM 16373110 13,394 402,232 SH DEFINED 1,2,5 402,232
CHEMTURA CORP COM 16389310 63,596 6,603,961 SH DEFINED 1,2,5,8,13 6,603,961
CHENIERE ENERGY INC COM NEW 16411R20 18,233 631,565 SH DEFINED 1,2,5,6 631,565
CHEROKEE INC DEL NEW COM 16444H10 4,925 114,782 SH DEFINED 1,5 114,782
CHESAPEAKE CORP COM 16515910 5,386 316,457 SH DEFINED 1,2 316,457
CHESAPEAKE ENERGY CO COM 16516710 373,395 12,853,529 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,853,529
CHESAPEAKE UTILS COR COM 16530310 369 12,026 SH DEFINED 1,2 12,026
CHEVRON CORP NEW COM 16676410 5,914,082 80,430,873 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 80,430,873
CHICAGO BRIDGE & IRO N Y REGIST 16725010 397 14,524 SH DEFINED 1 14,524
CHICAGO MERCANTILE H CL A 16776010 454,494 891,602 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 891,602
CHICOS FAS INC COM 16861510 85,226 4,119,171 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,119,171
CHILDRENS PL RETAIL COM 16890510 26,813 422,123 SH DEFINED 1,2,5,6 422,123
CHINA BAK BATTERY IN COM 16936Y10 1,707 261,885 SH DEFINED 1 261,885
CHINA MOBILE LIMITED SPONSORED 16941M10 563 13,015 SH DEFINED 1 13,015
CHINA PETE & CHEM CO SPON ADR H 16941R10 739 7,975 SH DEFINED 1 7,975
CHINA UNICOM LTD SPONSORED 16945R10 248 16,675 SH DEFINED 1 16,675
CHINA YUCHAI INTL LT COM G2108210 73 10,600 SH DEFINED 1,7 10,600
CHIPOTLE MEXICAN GRI CL A 16965610 7,748 135,936 SH DEFINED 1,2,6 135,936
CHIPOTLE MEXICAN GRI CL B 16965620 10,074 193,722 SH DEFINED 1,2 193,722
CHIQUITA BRANDS INTL COM 17003280 16,614 1,040,302 SH DEFINED 1,2 1,040,302
CHITTENDEN CORP COM 17022810 30,782 1,003,003 SH DEFINED 1,2,5 1,003,003
CHOICE HOTELS INTL I COM 16990510 26,678 633,676 SH DEFINED 1,2,5,6,10 633,676
CHOICEPOINT INC COM 17038810 73,493 1,866,243 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,866,243
CHOLESTECH CORP COM 17039310 305 16,533 SH DEFINED 1 16,533
CHORDIANT SOFTWARE I COM 17040410 2,918 881,452 SH DEFINED 1,5 881,452
CHRISTOPHER & BANKS COM 17104610 15,894 851,744 SH DEFINED 1,2,5,6 851,744
CHUBB CORP COM 17123210 707,668 13,374,932 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,374,932
CHUNGHWA TELECOM CO SPONSORED 17133Q20 237 12,034 SH DEFINED 1,12 12,034
CHURCH & DWIGHT INC COM 17134010 44,015 1,031,993 SH DEFINED 1,2,5,6,13 1,031,993
CHURCHILL DOWNS INC COM 17148410 6,072 142,079 SH DEFINED 1,2 142,079
CIBA SPECIALTY CHEMI SPONSORED 17162W20 442 13,271 SH DEFINED 1 13,271
CIBER INC COM 17163B10 7,536 1,111,474 SH DEFINED 1,2 1,111,474
CIENA CORP COM NEW 17177930 58,163 2,098,977 SH DEFINED 1,2,5,6,10,13 2,098,977
CIGNA CORP COM 12550910 522,596 3,972,001 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,972,001
CIMAREX ENERGY CO COM 17179810 38,900 1,065,742 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,065,742
CINCINNATI BELL INC COM 17187110 37,831 8,278,166 SH DEFINED 1,2,5,6,13 8,278,166
CINCINNATI FINL CORP COM 17206210 215,436 4,754,709 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,754,709
CINTAS CORP COM 17290810 161,653 4,070,851 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,070,851
CIPHERGEN BIOSYSTEMS COM 17252Y10 10 11,267 SH DEFINED 1 11,267
CIRCOR INTL INC COM 17273K10 11,912 323,775 SH DEFINED 1,2 323,775
CIRCUIT CITY STORE I COM 17273710 82,500 4,346,697 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,346,697
CIRRUS LOGIC INC COM 17275510 15,092 2,193,583 SH DEFINED 1,2,5,6 2,193,583
CISCO SYS INC COM 17275R10 5,026,352 183,913,353 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 183,913,353
CIT GROUP INC COM 12558110 478,739 8,584,170 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,584,170
CITADEL BROADCASTING COM 17285T10 10,204 1,024,488 SH DEFINED 1,2 1,024,488
CITI TRENDS INC COM 17306X10 3,472 87,587 SH DEFINED 1,6 87,587
CITIGROUP INC COM 17296710 8,493,624 152,488,769 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 152,488,769
CITIZENS & NORTHN CO COM 17292210 368 16,710 SH DEFINED 1 16,710
CITIZENS BKG CORP MI COM 17442010 27,236 1,027,775 SH DEFINED 1,2,5 1,027,775
CITIZENS COMMUNICATI COM 17453B10 176,934 12,312,712 SH DEFINED 1,2,5,6,10,12,13 12,312,712
CITIZENS FIRST BANCO COM 17461R10 3,756 122,172 SH DEFINED 1,5 122,172
CITIZENS INC CL A 17474010 163 24,632 SH DEFINED 1 24,632
CITRIX SYS INC COM 17737610 132,522 4,899,142 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,899,142
CITY BK LYNNWOOD WAS COM 17770A10 9,516 265,815 SH DEFINED 1,2 265,815
CITY HLDG CO COM 17783510 17,431 426,278 SH DEFINED 1,2 426,278
CITY NATL CORP COM 17856610 50,721 712,369 SH DEFINED 1,2,5,12,13 712,369
CKE RESTAURANTS INC COM 12561E10 17,013 924,628 SH DEFINED 1,2,6 924,628
CKX INC COM 12562M10 8,316 708,955 SH DEFINED 1,2,6 708,955
CLAIRES STORES INC COM 17958410 49,192 1,484,357 SH DEFINED 1,2,5,6,12,13 1,484,357
CLARCOR INC COM 17989510 37,136 1,098,385 SH DEFINED 1,2,5,6 1,098,385
CLARK INC COM 18145710 8,196 492,855 SH DEFINED 1,2 492,855
CLAYTON HLDGS INC COM 18418N10 2,114 113,010 SH DEFINED 1,2 113,010
CLEAN HARBORS INC COM 18449610 11,775 243,225 SH DEFINED 1,2,6 243,225
CLEAR CHANNEL COMMUN COM 18450210 500,603 14,085,620 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 14,085,620
CLEAR CHANNEL OUTDOO CL A 18451C10 8,649 309,901 SH DEFINED 1,2 309,901
CLECO CORP NEW COM 12561W10 31,974 1,267,286 SH DEFINED 1,2,5,6 1,267,286
CLEVELAND CLIFFS INC COM 18589610 53,046 1,095,089 SH DEFINED 1,2,5,6 1,095,089
CLIFTON SVGS BANCORP COM 18712Q10 2,143 175,833 SH DEFINED 1,2 175,833
CLOROX CO DEL COM 18905410 266,053 4,147,353 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,147,353
CMGI INC COM 12575010 9,385 7,003,602 SH DEFINED 1,2,5 7,003,602
CMS ENERGY CORP COM 12589610 121,935 7,301,468 SH DEFINED 1,2,5,6,10,13 7,301,468
CNA FINL CORP COM 12611710 35,907 890,543 SH DEFINED 1,2,5 890,543
CNA SURETY CORP COM 12612L10 6,084 282,955 SH DEFINED 1,2 282,955
CNET NETWORKS INC COM 12613R10 18,576 2,043,515 SH DEFINED 1,2,5,6 2,043,515
CNH GLOBAL N V SHS NEW N2093520 209 7,640 SH DEFINED 1,5 7,640
CNOOC LTD SPONSORED 12613210 231 2,445 SH DEFINED 1 2,445
CNX GAS CORP COM 12618H30 6,418 251,693 SH DEFINED 1,2 251,693
COACH INC COM 18975410 451,303 10,505,198 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,505,198
COACHMEN INDS INC COM 18987310 201 18,317 SH DEFINED 1 18,317
COASTAL FINL CORP DE COM 19046E10 4,197 250,566 SH DEFINED 1,5 250,566
COBIZ INC COM 19089710 4,526 205,342 SH DEFINED 1,2,6 205,342
COBRA ELECTRS CORP COM 19104210 98 10,200 SH DEFINED 1 10,200
COCA COLA BOTTLING C COM 19109810 8,105 118,437 SH DEFINED 1,2,6 118,437
COCA COLA CO COM 19121610 3,085,668 63,951,673 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 63,951,673
COCA COLA ENTERPRISE COM 19121910 207,715 10,172,148 SH DEFINED 1,2,5,6,10,12,13 10,172,148
COCA-COLA FEMSA S A SPON ADR R 19124110 551 14,505 SH DEFINED 1 14,505
COEUR D ALENE MINES COM 19210810 21,135 4,269,773 SH DEFINED 1,2,5,6 4,269,773
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
COGENT COMM GROUP IN COM NEW 19239V30 5,507 339,510 SH DEFINED 1,2,5,6 339,510
COGENT INC COM 19239Y10 7,599 690,164 SH DEFINED 1,2,5,6 690,164
COGNEX CORP COM 19242210 15,960 670,044 SH DEFINED 1,2,5,6 670,044
COGNIZANT TECHNOLOGY CL A 19244610 276,131 3,578,677 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,578,677
COHEN & STEERS INC COM 19247A10 7,297 181,656 SH DEFINED 1,2,6 181,656
COHERENT INC COM 19247910 24,493 775,840 SH DEFINED 1,2,5,6 775,840
COHU INC COM 19257610 7,665 380,207 SH DEFINED 1,2,6 380,207
COINMACH SVC CORP CL A 19259W20 3,610 303,328 SH DEFINED 1,2 303,328
COINSTAR INC COM 19259P30 19,217 628,626 SH DEFINED 1,2,6 628,626
COLDWATER CREEK INC COM 19306810 28,230 1,151,318 SH DEFINED 1,2,5,6,13 1,151,318
COLE KENNETH PRODTNS CL A 19329410 3,317 138,265 SH DEFINED 1,2 138,265
COLEY PHARMACEUTICAL COM 19388P10 3,526 363,915 SH DEFINED 1,2,6 363,915
COLGATE PALMOLIVE CO COM 19416210 922,893 14,146,129 SH DEFINED 1,2,5,6,8,10,12,
13,14 14,146,129
COLLAGENEX PHARMACEU COM 19419B10 226 16,200 SH DEFINED 1,5 16,200
COLONIAL BANCGROUP I COM 19549330 78,279 3,041,137 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,041,137
COLONIAL PPTYS TR COM SH BEN 19587210 42,172 899,577 SH DEFINED 1,2,3,5 899,577
COLOR KINETICS INC COM 19624P10 3,856 180,586 SH DEFINED 1,5 180,586
COLUMBIA BANCORP ORE COM 19723110 2,962 111,972 SH DEFINED 1 111,972
COLUMBIA BKG SYS INC COM 19723610 8,610 245,164 SH DEFINED 1,2 245,164
COLUMBIA EQUITY TR I COM 19762710 399 20,897 SH DEFINED 1,3 20,897
COLUMBIA LABS INC COM 19777910 256 50,263 SH DEFINED 1,5 50,263
COLUMBIA SPORTSWEAR COM 19851610 15,084 270,801 SH DEFINED 1,2,5,6 270,801
COLUMBUS MCKINNON CO COM 19933310 5,072 241,277 SH DEFINED 1 241,277
COMARCO INC COM 20008010 106 12,500 SH DEFINED 1 12,500
COMBINATORX INC COM 20010A10 2,552 294,744 SH DEFINED 1,5 294,744
COMCAST CORP NEW CL A 20030N10 2,144,811 50,668,821 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 50,668,821
COMCAST CORP NEW CL A SPL 20030N20 137,015 3,271,610 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,271,610
COMERICA INC COM 20034010 342,258 5,832,614 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,832,614
COMFORT SYS USA INC COM 19990810 7,430 587,825 SH DEFINED 1,2,5 587,825
COMMERCE BANCORP INC COM 20051910 167,848 4,758,933 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,758,933
COMMERCE BANCSHARES COM 20052510 44,127 911,529 SH DEFINED 1,2,5,12 911,529
COMMERCE GROUP INC M COM 20064110 31,553 1,060,605 SH DEFINED 1,2,5 1,060,605
COMMERCIAL BANKSHARE COM 20160710 319 8,396 SH DEFINED 1,2 8,396
COMMERCIAL METALS CO COM 20172310 50,402 1,953,577 SH DEFINED 1,2,5,12,13 1,953,577
COMMERCIAL VEH GROUP COM 20260810 6,766 310,372 SH DEFINED 1,2 310,372
COMMONWEALTH TEL ENT COM 20334910 14,677 350,615 SH DEFINED 1,2 350,615
COMMSCOPE INC COM 20337210 48,192 1,581,100 SH DEFINED 1,2,5,6,13 1,581,100
COMMUNICATIONS SYS I COM 20390010 182 17,903 SH DEFINED 1,2 17,903
COMMUNITY BANCORP NE COM 20343T10 3,127 103,578 SH DEFINED 1 103,578
COMMUNITY BK SYS INC COM 20360710 13,445 584,569 SH DEFINED 1,2 584,569
COMMUNITY BKS INC MI COM 20362810 13,174 474,554 SH DEFINED 1,2 474,554
COMMUNITY HEALTH SYS COM 20366810 69,554 1,904,542 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,904,542
COMMUNITY TR BANCORP COM 20414910 10,559 254,249 SH DEFINED 1,2 254,249
COMMVAULT SYSTEMS IN COM 20416610 2,234 111,663 SH DEFINED 1,2 111,663
COMPANHIA BRASILEIRA SPON ADR P 20440T20 74,313 2,174,811 SH DEFINED 1,2,4,5 2,174,811
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 2,324 47,626 SH DEFINED 1,2 47,626
COMPANHIA ENERGETICA SP ADR N-V 20440960 664 13,769 SH DEFINED 1,2 13,769
COMPANHIA SIDERURGIC SPONSORED 20440W10 493 16,442 SH DEFINED 1,2 16,442
COMPANHIA VALE DO RI SPON ADR P 20441210 68,662 2,615,684 SH DEFINED 1,2,7 2,615,684
COMPANHIA VALE DO RI SPONSORED 20441220 86,495 2,908,356 SH DEFINED 1,2,4,5 2,908,356
COMPANIA DE MINAS BU SPONSORED 20444810 1,294 46,100 SH DEFINED 1,2 46,100
COMPANIA DE TELECOMU SPON ADR N 20444930 327 40,697 SH DEFINED 1,2,5 40,697
COMPASS BANCSHARES I COM 20449H10 200,234 3,356,820 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,356,820
COMPASS DIVERSIFIED SH BEN INT 20451Q10 2,128 124,100 SH DEFINED 1 124,100
COMPASS MINERALS INT COM 20451N10 16,570 525,027 SH DEFINED 1,2,5 525,027
COMPLETE PRODUCTION COM 20453E10 7,824 369,071 SH DEFINED 1,2,6 369,071
COMPUCREDIT CORP COM 20478N10 15,093 379,137 SH DEFINED 1,2,6 379,137
COMPUTER HORIZONS CO COM 20590810 121 26,695 SH DEFINED 1 26,695
COMPUTER PROGRAMS & COM 20530610 6,213 182,778 SH DEFINED 1 182,778
COMPUTER SCIENCES CO COM 20536310 285,549 5,350,362 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,350,362
COMPUTER TASK GROUP COM 20547710 165 34,745 SH DEFINED 1 34,745
COMPUWARE CORP COM 20563810 98,819 11,862,973 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 11,862,973
COMPX INTERNATIONAL CL A 20563P10 998 49,525 SH DEFINED 1,2 49,525
COMSTOCK HOMEBUILDIN CL A 20568410 68 11,900 SH DEFINED 1 11,900
COMSTOCK RES INC COM NEW 20576820 18,885 608,018 SH DEFINED 1,2,5,6 608,018
COMSYS IT PARTNERS I COM 20581E10 7,167 354,617 SH DEFINED 1,2 354,617
COMTECH GROUP INC COM NEW 20582120 2,645 145,395 SH DEFINED 1 145,395
COMTECH TELECOMMUNIC COM NEW 20582620 16,107 423,079 SH DEFINED 1,2,5,6 423,079
COMVERSE TECHNOLOGY COM PAR $0 20586240 110,488 5,233,913 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,233,913
CONAGRA FOODS INC COM 20588710 736,326 27,271,326 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 27,271,326
CONCEPTUS INC COM 20601610 6,942 326,059 SH DEFINED 1,2,6 326,059
CONCUR TECHNOLOGIES COM 20670810 7,333 457,195 SH DEFINED 1,2,5,6 457,195
CONCURRENT COMPUTER COM 20671020 184 101,409 SH DEFINED 1,5 101,409
CONEXANT SYSTEMS INC COM 20714210 14,562 7,138,179 SH DEFINED 1,2,5 7,138,179
CONMED CORP COM 20741010 11,795 510,165 SH DEFINED 1,2 510,165
CONNECTICUT WTR SVC COM 20779710 345 15,183 SH DEFINED 1,2,5 15,183
CONNETICS CORP COM 20819210 1,458 83,446 SH DEFINED 1 83,446
CONNS INC COM 20824210 2,585 111,071 SH DEFINED 1,2,6 111,071
CONOCOPHILLIPS COM 20825C10 3,262,922 45,349,857 SH DEFINED 1,2,5,6,8,10,12,
13,14 45,349,857
CONOR MEDSYSTEMS INC COM 20826410 13,221 421,993 SH DEFINED 1,2,6 421,993
CONSECO INC PFD B CV 5 20846486 3,679 147,500 SH DEFINED 2 147,500
CONSECO INC COM NEW 20846488 31,542 1,578,681 SH DEFINED 1,2,5 1,578,681
CONSOL ENERGY INC COM 20854P10 192,556 5,993,015 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,993,015
CONSOLIDATED COMM HL COM 20903410 8,212 392,900 SH DEFINED 1,2 392,900
CONSOLIDATED EDISON COM 20911510 391,346 8,141,165 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,141,165
CONSOLIDATED GRAPHIC COM 20934110 26,214 443,783 SH DEFINED 1,2 443,783
CONSOLIDATED TOMOKA COM 21022610 7,230 99,868 SH DEFINED 1 99,868
CONSTAR INTL INC NEW COM 21036U10 80 11,400 SH DEFINED 1 11,400
CONSTELLATION BRANDS CL A 21036P10 250,050 8,616,475 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,616,475
CONSTELLATION ENERGY COM 21037110 391,338 5,682,277 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,682,277
CONSUMER PORTFOLIO S COM 21050210 72 11,100 SH DEFINED 1 11,100
CONTANGO OIL & GAS C COM NEW 21075N20 353 14,800 SH DEFINED 1,5 14,800
CONTINENTAL AIRLS IN CL B 21079530 100,746 2,442,338 SH DEFINED 1,2,5,6,10 2,442,338
CONVERA CORP CL A 21191910 1,259 274,293 SH DEFINED 1,5 274,293
CONVERGYS CORP COM 21248510 108,533 4,564,055 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,564,055
CON-WAY INC COM 20594410 35,032 795,467 SH DEFINED 1,2,5,12,13 795,467
COOPER COS INC COM NEW 21664840 28,798 647,151 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 647,151
COOPER INDS LTD CL A G2418210 287,802 3,182,594 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,182,594
COOPER TIRE & RUBR C COM 21683110 17,249 1,206,253 SH DEFINED 1,2,5 1,206,253
COPANO ENERGY L L C COM UNITS 21720210 691 11,600 SH DEFINED 1 11,600
COPART INC COM 21720410 34,011 1,133,692 SH DEFINED 1,2,5,6,13 1,133,692
CORE LABORATORIES N COM N2271710 1,300 16,048 SH DEFINED 1,2,5,6 16,048
CORE MARK HOLDING CO COM 21868110 4,735 141,554 SH DEFINED 1 141,554
CORE MOLDING TECHNOL COM 21868310 189 19,600 SH DEFINED 2 19,600
CORILLIAN CORP COM 21872510 164 43,493 SH DEFINED 1,5 43,493
CORINTHIAN COLLEGES COM 21886810 33,653 2,469,070 SH DEFINED 1,2,5,6,13 2,469,070
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
CORN PRODS INTL INC COM 21902310 24,484 708,865 SH DEFINED 1,2,5 708,865
CORNELL COMPANIES IN COM 21914110 2,285 124,678 SH DEFINED 1,5 124,678
CORNING INC COM 21935010 754,877 40,346,173 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 40,346,173
CORPORATE EXECUTIVE COM 21988R10 64,343 733,672 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 733,672
CORPORATE OFFICE PPT SH BEN INT 22002T10 55,188 1,093,481 SH DEFINED 1,2,3,5,6 1,093,481
CORRECTIONS CORP AME COM NEW 22025Y40 33,275 735,675 SH DEFINED 1,2,5,6 735,675
CORUS BANKSHARES INC COM 22087310 25,644 1,111,581 SH DEFINED 1,2 1,111,581
CORUS GROUP PLC SPONSORED 22087M10 458 22,106 SH DEFINED 1 22,106
CORVEL CORP COM 22100610 7,162 150,563 SH DEFINED 1,2 150,563
COSI INC COM 22122P10 2,106 413,796 SH DEFINED 1,5 413,796
COST PLUS INC CALIF COM 22148510 3,400 330,118 SH DEFINED 1,2,5 330,118
COSTAR GROUP INC COM 22160N10 14,934 278,822 SH DEFINED 1,2,6 278,822
COSTCO WHSL CORP NEW COM 22160K10 665,588 12,589,149 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,589,149
COTHERIX INC COM 22163T10 3,855 285,748 SH DEFINED 1,2 285,748
COUNTRYWIDE FINANCIA COM 22237210 796,330 18,759,250 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 18,759,250
COURIER CORP COM 22266010 5,839 149,831 SH DEFINED 1,2 149,831
COUSINS PPTYS INC COM 22279510 34,375 974,637 SH DEFINED 1,2,3,5 974,637
COVAD COMMUNICATIONS COM 22281420 5,563 4,031,400 SH DEFINED 1,2,6 4,031,400
COVANCE INC COM 22281610 74,156 1,258,800 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,258,800
COVANSYS CORP COM 22281W10 16,697 727,537 SH DEFINED 1,2,6 727,537
COVANTA HLDG CORP COM 22282E10 24,799 1,125,194 SH DEFINED 1,2,5,6 1,125,194
COVENANT TRANS INC CL A 22284P10 158 13,884 SH DEFINED 1 13,884
COVENTRY HEALTH CARE COM 22286210 267,257 5,339,791 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,339,791
COX RADIO INC CL A 22405110 25,153 1,543,104 SH DEFINED 1,2,5 1,543,104
CPI CORP COM 12590210 1,185 25,499 SH DEFINED 1 25,499
CPI INTERNATIONAL IN COM 12618M10 1,489 99,270 SH DEFINED 1 99,270
CRA INTL INC COM 12618T10 8,719 166,387 SH DEFINED 1,2,6 166,387
CRANE CO COM 22439910 29,415 802,799 SH DEFINED 1,2,5,13 802,799
CRAWFORD & CO CL B 22463310 2,230 305,481 SH DEFINED 1 305,481
CRAY INC COM NEW 22522330 1,032 86,849 SH DEFINED 1,2,5 86,849
CREDENCE SYS CORP COM 22530210 7,501 1,442,515 SH DEFINED 1,2,5 1,442,515
CREDICORP LTD COM G2519Y10 11,448 279,621 SH DEFINED 1,2,7 279,621
CREDIT ACCEP CORP MI COM 22531010 4,126 123,805 SH DEFINED 1,2,6 123,805
CREDIT SUISSE GROUP SPONSORED 22540110 20,305 290,694 SH DEFINED 1,2 290,694
CREDO PETE CORP COM PAR $0 22543920 127 10,620 SH DEFINED 1 10,620
CREE INC COM 22544710 27,596 1,593,307 SH DEFINED 1,2,5,6,12,13 1,593,307
CRESCENT REAL ESTATE COM 22575610 48,657 2,463,629 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 2,463,629
CRESUD S A C I F Y A SPONSORED 22640610 505 29,326 SH DEFINED 1 29,326
CRH PLC ADR 12626K20 11,960 281,411 SH DEFINED 1 281,411
CROCS INC COM 22704610 9,222 213,483 SH DEFINED 1,2,6 213,483
CROSS CTRY HEALTHCAR COM 22748310 13,894 636,763 SH DEFINED 1,2 636,763
CROSS TIMBERS RTY TR TR UNIT 22757R10 426 8,421 SH DEFINED 1,2 8,421
CROSSTEX ENERGY INC COM 22765Y10 13,504 426,134 SH DEFINED 1,2,6 426,134
CROSSTEX ENERGY L P COM 22765U10 667 16,735 SH DEFINED 1,2 16,735
CROWN CASTLE INTL CO COM 22822710 95,007 2,941,379 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,941,379
CROWN HOLDINGS INC COM 22836810 34,891 1,667,829 SH DEFINED 1,2,5,6 1,667,829
CROWN MEDIA HLDGS IN CL A 22841110 1,001 275,708 SH DEFINED 1,2 275,708
CRYOLIFE INC COM 22890310 185 24,234 SH DEFINED 1 24,234
CRYSTAL RIV CAP INC COM 22939330 1,901 74,459 SH DEFINED 1,2 74,459
CSG SYS INTL INC COM 12634910 76,081 2,846,286 SH DEFINED 1,2,5,6,7,13 2,846,286
CSK AUTO CORP COM 12596510 14,142 824,608 SH DEFINED 1,2 824,608
CSS INDS INC COM 12590610 3,665 103,607 SH DEFINED 1,2 103,607
CSX CORP COM 12640810 472,901 13,735,143 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,735,143
CT COMMUNICATIONS IN COM NEW 12642640 10,405 453,950 SH DEFINED 1,2 453,950
CTC MEDIA INC COM 12642X10 4,001 166,648 SH DEFINED 1,2 166,648
CTS CORP COM 12650110 10,670 679,611 SH DEFINED 1,2 679,611
CUBIC CORP COM 22966910 9,363 431,453 SH DEFINED 1,2 431,453
CUBIST PHARMACEUTICA COM 22967810 15,972 881,950 SH DEFINED 1,2,5,6 881,950
CULLEN FROST BANKERS COM 22989910 55,501 994,290 SH DEFINED 1,2,5,13 994,290
CULP INC COM 23021510 62 12,000 SH DEFINED 1 12,000
CUMMINS INC COM 23102110 731,077 6,186,128 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,186,128
CUMULUS MEDIA INC CL A 23108210 6,576 632,941 SH DEFINED 1,2 632,941
CURAGEN CORP COM 23126R10 2,412 524,240 SH DEFINED 1,5 524,240
CURIS INC COM 23126910 70 55,254 SH DEFINED 1,5 55,254
CURTISS WRIGHT CORP COM 23156110 28,802 776,747 SH DEFINED 1,2 776,747
CUTERA INC COM 23210910 308 11,424 SH DEFINED 1 11,424
CV THERAPEUTICS INC COM 12666710 10,971 785,894 SH DEFINED 1,2,5,6 785,894
CVB FINL CORP COM 12660010 17,786 1,229,985 SH DEFINED 1,2,5 1,229,985
CVS CORP COM 12665010 697,904 22,578,574 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 22,578,574
CYBERONICS INC COM 23251P10 7,157 346,762 SH DEFINED 1,2,6 346,762
CYBERSOURCE CORP COM 23251J10 4,254 385,981 SH DEFINED 1 385,981
CYMER INC COM 23257210 29,535 672,016 SH DEFINED 1,2,5,6 672,016
CYPRESS BIOSCIENCES COM PAR $. 23267450 4,695 605,789 SH DEFINED 1,2,5 605,789
CYPRESS SEMICONDUCTO COM 23280610 37,486 2,222,080 SH DEFINED 1,2,5,6,12,13 2,222,080
CYTEC INDS INC COM 23282010 43,373 767,525 SH DEFINED 1,2,5,10,13 767,525
CYTOGEN CORP COM NEW 23282430 25 10,667 SH DEFINED 1 10,667
CYTOKINETICS INC COM 23282W10 1,959 261,868 SH DEFINED 1 261,868
CYTOMEDIX INC COM NEW 23283B20 15 14,700 SH DEFINED 5 14,700
CYTRX CORP COM NEW 23282830 37 19,400 SH DEFINED 1 19,400
CYTYC CORP COM 23294610 109,095 3,854,962 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,854,962
D & E COMMUNICATIONS COM 23286010 448 35,391 SH DEFINED 1,2 35,391
D R HORTON INC COM 23331A10 222,526 8,400,367 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,400,367
DADE BEHRING HLDGS I COM 23342J20 36,535 917,734 SH DEFINED 1,2,5,6,12 917,734
DAIMLERCHRYSLER AG ORD D1668R12 2,392 38,957 SH DEFINED 1 38,957
DAKTRONICS INC COM 23426410 22,802 618,770 SH DEFINED 1,2,6 618,770
DANAHER CORP DEL COM 23585110 575,043 7,938,204 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,938,204
DARDEN RESTAURANTS I COM 23719410 266,581 6,636,317 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,636,317
DARLING INTL INC COM 23726610 5,349 970,711 SH DEFINED 1 970,711
DARWIN PROFESSIONAL COM 23750210 1,114 47,507 SH DEFINED 1 47,507
DATASCOPE CORP COM 23811310 6,985 191,683 SH DEFINED 1,2 191,683
DATATRAK INTL INC COM 23813410 60 12,000 SH DEFINED 1 12,000
DAVITA INC COM 23918K10 78,442 1,379,087 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,379,087
DAWSON GEOPHYSICAL C COM 23935910 3,675 100,877 SH DEFINED 1,5 100,877
DCP MIDSTREAM PARTNE COM UT LTD 23311P10 316 9,158 SH DEFINED 1,2 9,158
DEALERTRACK HLDGS IN COM 24230910 13,443 456,919 SH DEFINED 1,2,6 456,919
DEAN FOODS CO NEW COM 24237010 179,569 4,247,144 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,247,144
DEB SHOPS INC COM 24272810 1,517 57,444 SH DEFINED 1,2 57,444
DECKERS OUTDOOR CORP COM 24353710 15,350 256,049 SH DEFINED 1,2,6 256,049
DECODE GENETICS INC COM 24358610 3,541 781,739 SH DEFINED 1,2,6 781,739
DECORATOR INDS INC COM PAR $0 24363120 84 11,400 SH DEFINED 1 11,400
DEERE & CO COM 24419910 575,453 6,052,942 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,052,942
DEERFIELD TRIARC CAP COM 24457230 12,541 740,728 SH DEFINED 1,2 740,728
DEL MONTE FOODS CO COM 24522P10 62,123 5,632,143 SH DEFINED 1,2,5,10,12 5,632,143
DELEK US HLDGS INC COM 24664710 1,646 100,419 SH DEFINED 1,2 100,419
DELIA'S INC NEW COM 24691110 3,361 320,364 SH DEFINED 1 320,364
DELL INC COM 24702R10 1,663,278 66,292,460 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 66,292,460
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
DELPHI FINL GROUP IN CL A 24713110 29,561 730,614 SH DEFINED 1,2,5 730,614
DELTA & PINE LD CO COM 24735710 22,376 553,183 SH DEFINED 1,2,5,6 553,183
DELTA FINANCIAL CORP COM 24791810 359 35,469 SH DEFINED 1 35,469
DELTA PETE CORP COM NEW 24790720 17,775 767,478 SH DEFINED 1,2,6 767,478
DELTATHREE INC COM 24783N10 25 19,900 SH DEFINED 1 19,900
DELTIC TIMBER CORP COM 24785010 8,030 143,956 SH DEFINED 1,2,6 143,956
DELUXE CORP COM 24801910 37,015 1,468,869 SH DEFINED 1,2,5,6,10,13 1,468,869
DENBURY RES INC COM NEW 24791620 58,376 2,100,604 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,100,604
DENDREON CORP COM 24823Q10 4,268 1,023,398 SH DEFINED 1,2,5,6 1,023,398
DENDRITE INTL INC COM 24823910 7,128 665,530 SH DEFINED 1,2,6 665,530
DENNYS CORP COM 24869P10 6,075 1,289,817 SH DEFINED 1,2,6 1,289,817
DENTSPLY INTL INC NE COM 24903010 118,132 3,957,524 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,957,524
DEPOMED INC COM 24990810 1,196 346,646 SH DEFINED 1 346,646
DESIGN WITHIN REACH COM 25055710 89 18,100 SH DEFINED 1 18,100
DEUTSCHE BANK AG NAM ORD D1819089 869 6,519 SH DEFINED 1 6,519
DEUTSCHE TELEKOM AG SPONSORED 25156610 2,028 111,452 SH DEFINED 1,2 111,452
DEVELOPERS DIVERSIFI COM 25159110 202,039 3,209,510 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 3,209,510
DEVON ENERGY CORP NE COM 25179M10 891,299 13,287,103 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,287,103
DEVRY INC DEL COM 25189310 39,194 1,399,796 SH DEFINED 1,2,5,6,13 1,399,796
DEXCOM INC COM 25213110 2,025 205,345 SH DEFINED 1 205,345
DIAGEO P L C SPON ADR N 25243Q20 23,405 295,112 SH DEFINED 1 295,112
DIAMOND FOODS INC COM 25260310 4,923 258,968 SH DEFINED 1,2 258,968
DIAMOND MGMT & TECHN COM 25269L10 8,282 665,771 SH DEFINED 1,2,6 665,771
DIAMOND OFFSHORE DRI COM 25271C10 72,455 906,368 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 906,368
DIAMONDROCK HOSPITAL COM 25278430 35,239 1,956,630 SH DEFINED 1,2,3 1,956,630
DIAMONDS TR UNIT SER 1 25278710 268 2,153 SH DEFINED 1 2,153
DICKS SPORTING GOODS COM 25339310 37,160 758,512 SH DEFINED 1,2,6,13 758,512
DIEBOLD INC COM 25365110 61,687 1,323,762 SH DEFINED 1,2,5,12,13 1,323,762
DIGENE CORP COM 25375210 18,086 377,416 SH DEFINED 1,2,6 377,416
DIGI INTL INC COM 25379810 8,892 644,848 SH DEFINED 1,2,5 644,848
DIGIMARC CORP COM 25380710 207 23,531 SH DEFINED 1 23,531
DIGITAL ANGEL CORP COM 25383010 32 12,500 SH DEFINED 1,2 12,500
DIGITAL INSIGHT CORP COM 25385P10 23,002 597,601 SH DEFINED 1,2,6 597,601
DIGITAL RIV INC COM 25388B10 37,946 680,159 SH DEFINED 1,2,6 680,159
DIGITAL RLTY TR INC COM 25386810 26,945 787,184 SH DEFINED 1,2,3,5,6 787,184
DIGITAS INC COM 25388K10 16,890 1,259,495 SH DEFINED 1,2,6 1,259,495
DILLARDS INC CL A 25406710 49,068 1,403,136 SH DEFINED 1,2,5,6,10,13 1,403,136
DIME BANCORP INC NEW *W EXP 99/ 25429Q11 10 68,321 SH DEFINED 1 68,321
DIME CMNTY BANCSHARE COM 25392210 6,685 477,152 SH DEFINED 1,2,5 477,152
DIODES INC COM 25454310 12,261 345,561 SH DEFINED 1,2,6 345,561
DIONEX CORP COM 25454610 20,757 366,023 SH DEFINED 1,2,5,6 366,023
DIRECT GEN CORP COM 25456W20 5,491 266,031 SH DEFINED 1,2 266,031
DIRECTED ELECTRONICS COM 25457510 935 81,691 SH DEFINED 1,6 81,691
DIRECTV GROUP INC COM 25459L10 974,805 39,085,999 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 39,085,999
DISCOVERY HOLDING CO CL A COM 25468Y10 55,779 3,466,672 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,466,672
DISCOVERY LABORATORI COM 25466810 181 76,735 SH DEFINED 1,5 76,735
DISNEY WALT CO COM DISNEY 25468710 2,432,574 70,982,598 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 70,982,598
DISTRIBUCION Y SERVI SPONSORED 25475310 440 21,377 SH DEFINED 1,2,5 21,377
DISTRIBUTED ENERGY S COM 25475V10 238 66,011 SH DEFINED 1,2,5 66,011
DITECH NETWORKS INC COM 25500T10 3,592 519,112 SH DEFINED 1,2,6 519,112
DIVERSA CORP COM 25506410 4,794 440,661 SH DEFINED 1,2,6 440,661
DIVX INC COM 25541310 2,135 92,543 SH DEFINED 1,2 92,543
DJO INCORPORATED COM 23325G10 17,755 414,641 SH DEFINED 1,2,6 414,641
DNP SELECT INCOME FD COM 23325P10 1,825 168,677 SH DEFINED 5,12 168,677
DOBSON COMMUNICATION CL A 25606910 18,500 2,123,989 SH DEFINED 1,2,5,6 2,123,989
DOCUCORP INTL INC COM 25591110 125 12,300 SH DEFINED 1 12,300
DOLBY LABORATORIES I COM 25659T10 10,251 330,459 SH DEFINED 1,2,6 330,459
DOLLAR FINL CORP COM 25666410 6,437 231,055 SH DEFINED 1,2,6 231,055
DOLLAR GEN CORP COM 25666910 156,691 9,756,602 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,756,602
DOLLAR THRIFTY AUTOM COM 25674310 17,457 382,750 SH DEFINED 1,2,5 382,750
DOLLAR TREE STORES I COM 25674710 91,018 3,023,855 SH DEFINED 1,2,5,10,12,13 3,023,855
DOMINION RES INC VA COM 25746U10 946,158 11,285,285 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 11,285,285
DOMINOS PIZZA INC COM 25754A20 38,608 1,378,864 SH DEFINED 1,2,6 1,378,864
DONALDSON INC COM 25765110 38,752 1,116,459 SH DEFINED 1,2,5,6,12,13 1,116,459
DONEGAL GROUP INC CL A 25770120 3,596 183,569 SH DEFINED 1 183,569
DONNELLEY R R & SONS COM 25786710 200,861 5,651,702 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,651,702
DORAL FINL CORP COM 25811P10 4,486 1,563,002 SH DEFINED 1,2,5 1,563,002
DORCHESTER MINERALS COM UNIT 25820R10 854 38,746 SH DEFINED 1,2 38,746
DORMAN PRODUCTS INC COM 25827810 137 12,638 SH DEFINED 1 12,638
DOT HILL SYS CORP COM 25848T10 1,194 303,784 SH DEFINED 1,5 303,784
DOUBLE HULL TANKERS COM Y2111010 394 24,364 SH DEFINED 1,2 24,364
DOUGLAS EMMETT INC COM 25960P10 36,140 1,359,148 SH DEFINED 1,2,3 1,359,148
DOVER CORP COM 26000310 295,657 6,031,350 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,031,350
DOVER DOWNS GAMING & COM 26009510 6,354 475,216 SH DEFINED 1,2,5,6 475,216
DOVER MOTORSPORTS IN COM 26017410 1,080 203,329 SH DEFINED 1,5 203,329
DOW CHEM CO COM 26054310 1,063,903 26,664,236 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 26,664,236
DOW JONES & CO INC COM 26056110 74,721 1,966,337 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,966,337
DOWNEY FINL CORP COM 26101810 25,627 353,088 SH DEFINED 1,2,5 353,088
DPL INC COM 23329310 46,149 1,661,221 SH DEFINED 1,2,5,13 1,661,221
DR REDDYS LABS LTD ADR 25613520 442 24,308 SH DEFINED 1,2,5 24,308
DREAMWORKS ANIMATION CL A 26153C10 13,608 461,442 SH DEFINED 1,2,5 461,442
DRESS BARN INC COM 26157010 27,922 1,196,807 SH DEFINED 1,2,6 1,196,807
DRESSER-RAND GROUP I COM 26160810 13,081 534,585 SH DEFINED 1,2,6 534,585
DREW INDS INC COM NEW 26168L20 9,791 376,423 SH DEFINED 1,2,6 376,423
DRIL-QUIP INC COM 26203710 12,412 316,958 SH DEFINED 1,2,6 316,958
DRS TECHNOLOGIES INC COM 23330X10 37,272 707,509 SH DEFINED 1,2,5,13 707,509
DRUGSTORE COM INC COM 26224110 3,516 960,735 SH DEFINED 1 960,735
DSP GROUP INC COM 23332B10 9,538 439,526 SH DEFINED 1,2,5,6 439,526
DST SYS INC DEL COM 23332610 75,103 1,199,154 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,199,154
DSW INC CL A 23334L10 17,663 457,944 SH DEFINED 1,2,6 457,944
DTE ENERGY CO COM 23333110 291,737 6,026,371 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,026,371
DTS INC COM 23335C10 6,652 275,006 SH DEFINED 1,2,6 275,006
DU PONT E I DE NEMOU COM 26353410 1,912,693 39,266,944 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 39,266,944
DUCOMMUN INC DEL COM 26414710 465 20,319 SH DEFINED 1,5 20,319
DUKE ENERGY CORP NEW COM 26441C10 3,068,734 92,403,901 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 92,403,901
DUKE REALTY CORP COM NEW 26441150 135,840 3,321,268 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 3,321,268
DUN & BRADSTREET COR COM 26483E10 114,054 1,377,634 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,377,634
DUQUESNE LT HLDGS IN COM 26623310 41,072 2,069,114 SH DEFINED 1,2,5,13 2,069,114
DURECT CORP COM 26660510 3,494 786,842 SH DEFINED 1,5 786,842
DXP ENTERPRISES INC COM NEW 23337740 1,044 29,787 SH DEFINED 1,5 29,787
DYAX CORP COM 26746E10 143 47,354 SH DEFINED 1,5 47,354
DYCOM INDS INC COM 26747510 19,126 905,583 SH DEFINED 1,2,5,6,13 905,583
DYNAMEX INC COM 26784F10 4,485 191,976 SH DEFINED 1,2 191,976
DYNAMIC MATLS CORP COM 26788810 4,577 162,880 SH DEFINED 1,5 162,880
DYNAVAX TECHNOLOGIES COM 26815810 384 41,791 SH DEFINED 1,2,5 41,791
DYNCORP INTL INC CL A 26817C10 5,032 317,104 SH DEFINED 1,2,6 317,104
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
DYNEGY INC NEW CL A 26816Q10 96,647 13,348,969 SH DEFINED 1,2,5,6,8,10,13 13,348,969
E M C CORP MASS COM 26864810 806,548 61,102,134 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 61,102,134
E ON AG SPONSORED 26878010 26,309 582,192 SH DEFINED 1,2 582,192
E TRADE FINANCIAL CO COM 26924610 276,633 12,338,657 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,338,657
EAGLE BULK SHIPPING COM Y2187A10 418 24,126 SH DEFINED 1,2 24,126
EAGLE HOSPITALITY PP COM 26959T10 283 30,879 SH DEFINED 1,3,5 30,879
EAGLE MATERIALS INC COM 26969P10 22,520 520,942 SH DEFINED 1,2,5,6,7,12 520,942
EAGLE TEST SYS INC COM 27000610 3,716 254,862 SH DEFINED 1,2 254,862
EARTHLINK INC COM 27032110 16,988 2,392,699 SH DEFINED 1,2,5,6 2,392,699
EAST WEST BANCORP IN COM 27579R10 30,337 856,488 SH DEFINED 1,2,5,6 856,488
EASTERN AMERN NAT GA SPERS RCT 27621710 247 8,800 SH DEFINED 1 8,800
EASTGROUP PPTY INC COM 27727610 30,162 563,137 SH DEFINED 1,2,3,5 563,137
EASTMAN CHEM CO COM 27743210 123,031 2,074,365 SH DEFINED 1,2,5,6,7,10,12,13 2,074,365
EASTMAN KODAK CO COM 27746110 210,159 8,145,682 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,145,682
EATON CORP COM 27805810 317,612 4,226,939 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,226,939
EATON VANCE CORP COM NON VT 27826510 64,385 1,950,482 SH DEFINED 1,2,5,13 1,950,482
EBAY INC COM 27864210 920,468 30,610,828 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 30,610,828
ECC CAPITAL CORP COM 26826M10 89 75,005 SH DEFINED 1 75,005
ECHELON CORP COM 27874N10 3,735 466,926 SH DEFINED 1,2 466,926
ECHOSTAR COMMUNICATI CL A 27876210 103,693 2,726,610 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,726,610
ECI TELECOM LTD ORD 26825810 326 37,656 SH DEFINED 1,2,5 37,656
ECLIPSYS CORP COM 27885610 13,391 651,320 SH DEFINED 1,2,5,6 651,320
ECOLAB INC COM 27886510 252,267 5,581,124 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,581,124
ECOLLEGE COM COM 27887E10 3,801 242,907 SH DEFINED 1 242,907
EDGAR ONLINE INC COM 27976510 132 37,600 SH DEFINED 1,2,5 37,600
EDGE PETE CORP DEL COM 27986210 4,616 253,097 SH DEFINED 1,2 253,097
EDGEWATER TECHNOLOGY COM 28035810 124 20,222 SH DEFINED 1 20,222
EDISON INTL COM 28102010 1,568,828 34,494,888 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 34,494,888
EDO CORP COM 28134710 5,805 244,536 SH DEFINED 1,2 244,536
EDP ENERGIAS DE PORT SPONSORED 26835310 1,525 30,112 SH DEFINED 1 30,112
EDUCATE INC COM 28138P10 2,007 281,862 SH DEFINED 1,2,6 281,862
EDUCATION RLTY TR IN COM 28140H10 10,375 702,453 SH DEFINED 1,2,3 702,453
EDWARDS AG INC COM 28176010 82,082 1,296,925 SH DEFINED 1,2,5,6,12,13 1,296,925
EDWARDS LIFESCIENCES COM 28176E10 85,180 1,810,793 SH DEFINED 1,2,5,6,7,12,13 1,810,793
EFJ INC COM 26843B10 144 21,400 SH DEFINED 1 21,400
EFUNDS CORP COM 28224R10 21,836 794,035 SH DEFINED 1,2,5,6 794,035
EGL INC COM 26848410 18,945 636,163 SH DEFINED 1,2,6 636,163
EHEALTH INC COM 28238P10 251 12,478 SH DEFINED 1,2 12,478
EL PASO CORP COM 28336L10 353,337 23,124,177 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 23,124,177
EL PASO ELEC CO COM NEW 28367785 22,361 917,564 SH DEFINED 1,2,5 917,564
ELECTRO RENT CORP COM 28521810 4,836 289,567 SH DEFINED 1,5,6 289,567
ELECTRO SCIENTIFIC I COM 28522910 9,284 460,953 SH DEFINED 1,2,5 460,953
ELECTROGLAS INC COM 28532410 57 22,973 SH DEFINED 1,5 22,973
ELECTRONIC ARTS INC COM 28551210 409,602 8,133,470 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,133,470
ELECTRONIC DATA SYS COM 28566110 823,208 29,880,508 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 29,880,508
ELECTRONICS FOR IMAG COM 28608210 25,868 973,197 SH DEFINED 1,2,5 973,197
ELIZABETH ARDEN INC COM 28660G10 8,243 432,679 SH DEFINED 1,2 432,679
ELKCORP COM 28745610 12,132 295,266 SH DEFINED 1,2 295,266
ELLIS PERRY INTL INC COM 28885310 5,009 122,171 SH DEFINED 1,2 122,171
EMAGEON INC COM 29076V10 4,226 275,155 SH DEFINED 1 275,155
EMBARCADERO TECHNOLO COM 29078710 163 26,678 SH DEFINED 1 26,678
EMBARQ CORP COM 29078E10 274,988 5,231,886 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,231,886
EMBOTELLADORA ANDINA SPON ADR A 29081P20 182 11,726 SH DEFINED 1,2,5 11,726
EMBRAER-EMPRESA BRAS SP ADR COM 29081M10 240 5,799 SH DEFINED 1,2 5,799
EMBREX INC COM 29081710 169 10,005 SH DEFINED 1 10,005
EMC INS GROUP INC COM 26866410 2,874 84,228 SH DEFINED 1,2 84,228
EMCOR GROUP INC COM 29084Q10 43,722 769,082 SH DEFINED 1,2,5,6 769,082
EMCORE CORP COM 29084610 3,254 588,515 SH DEFINED 1,5 588,515
EMDEON CORP COM 29084910 58,915 4,755,071 SH DEFINED 1,2,5,6,12 4,755,071
EMERITUS CORP COM 29100510 1,394 56,112 SH DEFINED 1 56,112
EMERSON ELEC CO COM 29101110 1,011,317 22,937,560 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 22,937,560
EMERSON RADIO CORP COM NEW 29108720 50 15,800 SH DEFINED 1 15,800
EMISPHERE TECHNOLOGI COM 29134510 1,470 277,843 SH DEFINED 1,2 277,843
EMMIS COMMUNICATIONS CL A 29152510 4,400 533,966 SH DEFINED 1,2,5,6 533,966
EMPIRE DIST ELEC CO COM 29164110 11,876 481,008 SH DEFINED 1,2 481,008
EMPIRE RESORTS INC COM 29205210 141 16,227 SH DEFINED 1,5 16,227
EMPRESA NACIONAL DE SPONSORED 29244T10 78,410 2,133,605 SH DEFINED 1,2,4,5,7 2,133,605
EMS TECHNOLOGIES INC COM 26873N10 4,003 199,848 SH DEFINED 1 199,848
EMULEX CORP COM NEW 29247520 43,716 2,240,687 SH DEFINED 1,2,5 2,240,687
ENBRIDGE ENERGY MANA SHS UNITS 29250X10 628 12,949 SH DEFINED 1,2 12,949
ENBRIDGE ENERGY PART COM 29250R10 2,998 60,692 SH DEFINED 1,2 60,692
ENCORE ACQUISITION C COM 29255W10 20,088 818,914 SH DEFINED 1,2,6 818,914
ENCORE CAP GROUP INC COM 29255410 234 18,601 SH DEFINED 1,2,6 18,601
ENCORE WIRE CORP COM 29256210 7,025 319,182 SH DEFINED 1,2,5,6 319,182
ENCYSIVE PHARMACEUTI COM 29256X10 3,672 872,288 SH DEFINED 1,2,5,6 872,288
ENDEAVOUR INTL CORP COM 29259G10 225 98,050 SH DEFINED 1 98,050
ENDESA S A SPONSORED 29258N10 2,597 55,820 SH DEFINED 1 55,820
ENDO PHARMACEUTICALS COM 29264F20 82,894 3,005,593 SH DEFINED 1,2,5,10,12 3,005,593
ENDOLOGIX INC COM 29266S10 121 34,475 SH DEFINED 1 34,475
ENDURANCE SPECIALTY SHS G3039710 3,590 98,140 SH DEFINED 1,2,5 98,140
ENDWAVE CORP COM NEW 29264A20 218 20,100 SH DEFINED 1,5 20,100
ENEL SOCIETA PER AZI ADR 29265W10 784 15,188 SH DEFINED 1,2 15,188
ENERGEN CORP COM 29265N10 100,782 2,147,029 SH DEFINED 1,2,5,10,12 2,147,029
ENERGIZER HLDGS INC COM 29266R10 223,387 3,146,741 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,146,741
ENERGY CONVERSION DE COM 29265910 20,377 599,674 SH DEFINED 1,2,6 599,674
ENERGY EAST CORP COM 29266M10 75,807 3,056,748 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,056,748
ENERGY PARTNERS LTD COM 29270U10 13,276 543,637 SH DEFINED 1,2,5,6 543,637
ENERGY TRANSFER EQUI COM UT LTD 29273V10 1,334 42,486 SH DEFINED 1,2 42,486
ENERGY TRANSFER PRTN UNIT LTD P 29273R10 4,539 83,904 SH DEFINED 1,2 83,904
ENERGYSOUTH INC COM 29297010 4,719 117,684 SH DEFINED 1,2 117,684
ENERSIS S A SPONSORED 29274F10 1,200 75,000 SH DEFINED 1,2,5 75,000
ENERSYS COM 29275Y10 10,735 670,945 SH DEFINED 1,2 670,945
ENGLOBAL CORP COM 29330610 909 141,365 SH DEFINED 1,5 141,365
ENI S P A SPONSORED 26874R10 3,136 46,618 SH DEFINED 1,2 46,618
ENNIS INC COM 29338910 9,201 376,161 SH DEFINED 1,2 376,161
ENPRO INDS INC COM 29355X10 12,303 370,452 SH DEFINED 1,2,5 370,452
ENSCO INTL INC COM 26874Q10 144,384 2,884,220 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,884,220
ENSTAR GROUP INC GA COM 29358R10 5,510 57,452 SH DEFINED 1,2 57,452
ENTEGRIS INC COM 29362U10 24,081 2,225,582 SH DEFINED 1,2,5 2,225,582
ENTERCOM COMMUNICATI CL A 29363910 21,886 776,648 SH DEFINED 1,2,5,13 776,648
ENTERGY CORP NEW COM 29364G10 614,126 6,652,146 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,652,146
ENTERPRISE FINL SVCS COM 29371210 4,264 130,870 SH DEFINED 1 130,870
ENTERPRISE GP HLDGS UNIT LP IN 29371610 447 12,099 SH DEFINED 1,2 12,099
ENTERPRISE PRODS PAR COM 29379210 9,668 333,623 SH DEFINED 1,2 333,623
ENTERTAINMENT PPTYS COM SH BEN 29380T10 24,565 420,342 SH DEFINED 1,2,3,5 420,342
ENTRAVISION COMMUNIC CL A 29382R10 9,053 1,101,300 SH DEFINED 1,2,5,6 1,101,300
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
ENTREMED INC COM 29382F10 84 53,089 SH DEFINED 1,5 53,089
ENTRUST INC COM 29384810 345 80,747 SH DEFINED 1,5 80,747
ENVIRONMENTAL TECTON COM 29409210 49 13,800 SH DEFINED 1 13,800
ENZO BIOCHEM INC COM 29410010 6,781 475,217 SH DEFINED 1,2,5,6 475,217
ENZON PHARMACEUTICAL COM 29390410 15,766 1,852,642 SH DEFINED 1,2,5,6 1,852,642
EOG RES INC COM 26875P10 459,997 7,365,841 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,365,841
EPICOR SOFTWARE CORP COM 29426L10 10,755 796,057 SH DEFINED 1,2,5,6 796,057
EPIQ SYS INC COM 26882D10 7,773 458,036 SH DEFINED 1,6 458,036
EPIX PHARMACEUTICALS COM NEW 26881Q30 207 29,939 SH DEFINED 1,5 29,939
EPLUS INC COM 29426810 116 11,100 SH DEFINED 1 11,100
EQUIFAX INC COM 29442910 171,467 4,223,336 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,223,336
EQUINIX INC COM NEW 29444U50 32,409 428,581 SH DEFINED 1,2,6 428,581
EQUITABLE RES INC COM 29454910 131,813 3,157,204 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,157,204
EQUITY INNS INC COM 29470310 24,870 1,558,250 SH DEFINED 1,2,3,5 1,558,250
EQUITY LIFESTYLE PPT COM 29472R10 47,584 874,219 SH DEFINED 1,2,3,5,6 874,219
EQUITY OFFICE PROPER COM 29474110 730,039 15,155,471 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 15,155,471
EQUITY ONE COM 29475210 30,176 1,131,866 SH DEFINED 1,2,3 1,131,866
EQUITY RESIDENTIAL SH BEN INT 29476L10 546,395 10,766,406 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 10,766,406
ERESEARCHTECHNOLOGY COM 29481V10 4,777 709,792 SH DEFINED 1,2,5,6 709,792
ERICSSON L M TEL CO ADR B SEK 29482160 808 20,088 SH DEFINED 1,2,5 20,088
ERIE INDTY CO CL A 29530P10 26,800 462,231 SH DEFINED 1,2,5,12 462,231
ESB FINL CORP COM 26884F10 263 23,922 SH DEFINED 1,2 23,922
ESCHELON TELECOM INC COM 29629010 2,228 112,471 SH DEFINED 1 112,471
ESCO TECHNOLOGIES IN COM 29631510 17,613 387,611 SH DEFINED 1,2,5,6 387,611
ESPEED INC CL A 29664310 3,409 390,463 SH DEFINED 1,2,6 390,463
ESS TECHNOLOGY INC COM 26915110 68 66,250 SH DEFINED 1,5 66,250
ESSEX CORP COM 29674410 6,284 262,799 SH DEFINED 1,2,6 262,799
ESSEX PPTY TR INC COM 29717810 65,677 508,142 SH DEFINED 1,2,3,5,6 508,142
ESTERLINE TECHNOLOGI COM 29742510 15,792 392,551 SH DEFINED 1,2 392,551
ETHAN ALLEN INTERIOR COM 29760210 45,999 1,273,849 SH DEFINED 1,2,5 1,273,849
EUROBANCSHARES INC COM 29871610 129 14,500 SH DEFINED 1 14,500
EURONET WORLDWIDE IN COM 29873610 14,461 487,070 SH DEFINED 1,2,5,6 487,070
EV3 INC COM 26928A20 3,883 225,362 SH DEFINED 1,2,6 225,362
EVANS & SUTHERLAND C COM 29909610 64 15,300 SH DEFINED 1 15,300
EVCI CAREER COLLEGES COM 26926P10 6 14,005 SH DEFINED 1,5 14,005
EVEREST RE GROUP LTD COM G3223R10 74,618 760,558 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 760,558
EVERGREEN ENERGY INC COM 30024B10 9,821 987,040 SH DEFINED 1,2,5,6 987,040
EVERGREEN SOLAR INC COM 30033R10 8,232 1,087,425 SH DEFINED 1,2,5,6 1,087,425
EVOLVING SYS INC COM 30049R10 22 18,630 SH DEFINED 1 18,630
EXACT SCIENCES CORP COM 30063P10 60 21,354 SH DEFINED 1 21,354
EXACTECH INC COM 30064E10 159 11,200 SH DEFINED 1 11,200
EXAR CORP COM 30064510 7,048 542,118 SH DEFINED 1,2,5,6 542,118
EXCEL MARITIME CARRI COM V3267N10 184 12,600 SH DEFINED 1,5 12,600
EXCEL TECHNOLOGY INC COM 30067T10 4,486 175,288 SH DEFINED 1 175,288
EXCHANGE NATL BANCSH COM 30130910 228 7,250 SH DEFINED 1 7,250
EXCO RESOURCES INC COM 26927940 18,771 1,110,032 SH DEFINED 1,2,6 1,110,032
EXELIXIS INC COM 30161Q10 13,805 1,533,851 SH DEFINED 1,2,5,6 1,533,851
EXELON CORP COM 30161N10 1,472,997 23,800,235 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 23,800,235
EXIDE TECHNOLOGIES COM NEW 30205120 417 95,859 SH DEFINED 1 95,859
EXPEDIA INC DEL COM 30212P10 191,965 9,149,893 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,149,893
EXPEDITORS INTL WASH COM 30213010 166,419 4,109,103 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,109,103
EXPLORATION CO COM NEW 30213320 5,362 401,969 SH DEFINED 1,5 401,969
EXPONENT INC COM 30214U10 4,326 231,817 SH DEFINED 1 231,817
EXPRESS SCRIPTS INC COM 30218210 351,618 4,910,861 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,910,861
EXPRESSJET HOLDINGS CL A 30218U10 8,778 1,083,703 SH DEFINED 1,2 1,083,703
EXTRA SPACE STORAGE COM 30225T10 26,146 1,431,895 SH DEFINED 1,2,3 1,431,895
EXTREME NETWORKS INC COM 30226D10 7,908 1,887,252 SH DEFINED 1,2,5,6 1,887,252
EXXON MOBIL CORP COM 30231G10 14,153,024 184,692,994 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 184,692,994
EZCORP INC CL A NON V 30230110 9,768 601,101 SH DEFINED 1,2,5,6 601,101
F M C CORP COM NEW 30249130 62,060 810,708 SH DEFINED 1,2,5,13 810,708
F N B CORP VA COM 30293010 5,080 122,273 SH DEFINED 1,2 122,273
F5 NETWORKS INC COM 31561610 46,211 622,707 SH DEFINED 1,2,5,6,7,12,13 622,707
FACTSET RESH SYS INC COM 30307510 25,853 457,737 SH DEFINED 1,2,5,6 457,737
FAIR ISAAC CORP COM 30325010 50,222 1,235,472 SH DEFINED 1,2,5,6,12,13 1,235,472
FAIRCHILD CORP CL A 30369810 25 11,478 SH DEFINED 1 11,478
FAIRCHILD SEMICONDUC COM 30372610 34,356 2,043,777 SH DEFINED 1,2,5,8,13 2,043,777
FAIRPOINT COMMUNICAT COM 30556010 8,770 462,795 SH DEFINED 1,2 462,795
FALCONSTOR SOFTWARE COM 30613710 4,217 487,496 SH DEFINED 1,2,5,6 487,496
FAMILY DLR STORES IN COM 30700010 121,580 4,145,230 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,145,230
FAMOUS DAVES AMER IN COM 30706810 339 20,560 SH DEFINED 1,2 20,560
FARMER BROS CO COM 30767510 2,155 100,915 SH DEFINED 1,2 100,915
FARMERS CAP BK CORP COM 30956210 4,049 118,640 SH DEFINED 1,2 118,640
FARO TECHNOLOGIES IN COM 31164210 252 10,500 SH DEFINED 1 10,500
FASTENAL CO COM 31190010 98,563 2,747,012 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,747,012
FBL FINL GROUP INC CL A 30239F10 12,307 314,921 SH DEFINED 1,2 314,921
FEDERAL AGRIC MTG CO CL A 31314810 223 11,800 SH DEFINED 1 11,800
FEDERAL AGRIC MTG CO CL C 31314830 4,749 175,040 SH DEFINED 1,2 175,040
FEDERAL HOME LN MTG COM 31340030 1,338,899 19,718,689 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 19,718,689
FEDERAL NATL MTG ASS COM 31358610 1,703,421 28,681,958 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 28,681,958
FEDERAL REALTY INVT SH BEN INT 31374720 109,044 1,282,870 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 1,282,870
FEDERAL SIGNAL CORP COM 31385510 19,302 1,203,337 SH DEFINED 1,2,5,13 1,203,337
FEDERATED DEPT STORE COM 31410H10 697,178 18,284,241 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 18,284,241
FEDERATED INVS INC P CL B 31421110 74,186 2,196,165 SH DEFINED 1,2,5,6,10,12,13 2,196,165
FEDEX CORP COM 31428X10 893,734 8,228,079 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,228,079
FEI CO COM 30241L10 9,944 377,097 SH DEFINED 1,2,5,6 377,097
FELCOR LODGING TR IN COM 31430F10 51,955 2,378,882 SH DEFINED 1,2,3,5 2,378,882
FELDMAN MALL PPTYS I COM 31430810 159 12,733 SH DEFINED 1,3 12,733
FERRELLGAS PARTNERS UNIT LTD P 31529310 900 42,088 SH DEFINED 1,2 42,088
FERRO CORP COM 31540510 18,399 889,273 SH DEFINED 1,2,5,13 889,273
FIAT S P A SP ADR ORD 31562188 559 29,157 SH DEFINED 1 29,157
FIBERTOWER CORP COM 31567R10 8,572 1,457,908 SH DEFINED 1,2,5,6 1,457,908
FIDELITY BANKSHARES COM 31604Q10 14,082 354,976 SH DEFINED 1,2,6 354,976
FIDELITY NATIONAL FI CL A 31620R10 92,370 3,868,086 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,868,086
FIDELITY NATL INFORM COM 31620M10 188,120 4,692,442 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,692,442
FIELDSTONE INVT CORP COM 31659U30 5,922 1,352,111 SH DEFINED 1,2 1,352,111
FIFTH THIRD BANCORP COM 31677310 571,227 13,956,202 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,956,202
FINANCIAL FED CORP COM 31749210 14,201 482,866 SH DEFINED 1,2 482,866
FINANCIAL INSTNS INC COM 31758540 806 34,970 SH DEFINED 1,2 34,970
FINISAR COM 31787A10 10,432 3,229,663 SH DEFINED 1,2,5,6 3,229,663
FINISH LINE INC CL A 31792310 9,519 666,586 SH DEFINED 1,2,5 666,586
FINLAY ENTERPRISES I COM NEW 31788420 80 10,036 SH DEFINED 1 10,036
FIRST ACCEPTANCE COR COM 31845710 2,804 261,591 SH DEFINED 1,2,6 261,591
FIRST ADVANTAGE CORP CL A 31845F10 2,284 99,458 SH DEFINED 1,2 99,458
FIRST ALBANY COS INC COM 31846510 27 11,835 SH DEFINED 1 11,835
FIRST AMERN CORP CAL COM 31852230 66,255 1,628,690 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,628,690
FIRST BANCORP N C COM 31891010 4,572 209,357 SH DEFINED 1,2,5 209,357
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
FIRST BANCORP P R COM 31867210 21,257 2,230,497 SH DEFINED 1,2,5 2,230,497
FIRST BUSEY CORP COM 31938310 4,929 213,824 SH DEFINED 1,2,5 213,824
FIRST CASH FINL SVCS COM 31942D10 10,798 417,379 SH DEFINED 1,2,6 417,379
FIRST CHARTER CORP COM 31943910 13,156 534,789 SH DEFINED 1,2,5 534,789
FIRST CMNTY BANCORP COM 31983B10 23,652 452,499 SH DEFINED 1,2 452,499
FIRST CMNTY BANCSHAR COM 31983A10 8,461 213,882 SH DEFINED 1 213,882
FIRST COMWLTH FINL C COM 31982910 14,762 1,099,161 SH DEFINED 1,2,5 1,099,161
FIRST CONSULTING GRO COM 31986R10 2,947 214,159 SH DEFINED 1 214,159
FIRST CTZNS BANCSHAR CL A 31946M10 12,063 59,527 SH DEFINED 1,2,5 59,527
FIRST DATA CORP COM 31996310 616,908 24,173,511 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 24,173,511
FIRST DEFIANCE FINL COM 32006W10 481 15,912 SH DEFINED 1,5 15,912
FIRST FINL BANCORP O COM 32020910 8,869 533,958 SH DEFINED 1,2,5 533,958
FIRST FINL BANKSHARE COM 32020R10 12,812 306,059 SH DEFINED 1,2,5 306,059
FIRST FINL CORP IND COM 32021810 8,191 231,060 SH DEFINED 1,2 231,060
FIRST FINL HLDGS INC COM 32023910 7,850 200,366 SH DEFINED 1,2 200,366
FIRST FINL SVC CORP COM 32022D10 210 6,824 SH DEFINED 1 6,824
FIRST HORIZON NATL C COM 32051710 147,884 3,539,580 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,539,580
FIRST IND CORP COM 32054R10 9,607 378,817 SH DEFINED 1,2 378,817
FIRST INDUSTRIAL REA COM 32054K10 58,250 1,242,269 SH DEFINED 1,2,3,5 1,242,269
FIRST MARBLEHEAD COR COM 32077110 142,091 2,600,021 SH DEFINED 1,2,5,10,12 2,600,021
FIRST MERCHANTS CORP COM 32081710 9,175 337,424 SH DEFINED 1,2 337,424
FIRST MERCURY FINANC COM 32084110 2,423 103,000 SH DEFINED 1 103,000
FIRST MIDWEST BANCOR COM 32086710 37,282 963,861 SH DEFINED 1,2,5 963,861
FIRST NIAGARA FINL G COM 33582V10 35,583 2,394,546 SH DEFINED 1,2,5,13 2,394,546
FIRST PL FINL CORP COM 33610T10 11,312 481,548 SH DEFINED 1,2 481,548
FIRST POTOMAC RLTY T COM 33610F10 16,925 581,400 SH DEFINED 1,2,3 581,400
FIRST REGL BANCORP COM 33615C10 4,818 141,320 SH DEFINED 1,2 141,320
FIRST REP BK SAN FRA COM 33615810 14,316 366,329 SH DEFINED 1,2 366,329
FIRST SEC GROUP INC COM 33631210 247 21,400 SH DEFINED 1 21,400
FIRST SOLAR INC COM 33643310 7,222 242,008 SH DEFINED 1,2 242,008
FIRST SOUTH BANCORP COM 33646W10 3,201 100,388 SH DEFINED 1 100,388
FIRST ST BANCORPORAT COM 33645310 6,836 276,219 SH DEFINED 1,2 276,219
FIRST UTD CORP COM 33741H10 201 9,200 SH DEFINED 1 9,200
FIRSTENERGY CORP COM 33793210 1,421,784 23,578,501 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 23,578,501
FIRSTFED FINL CORP COM 33790710 25,803 385,295 SH DEFINED 1,2,5 385,295
FIRSTMERIT CORP COM 33791510 46,315 1,918,607 SH DEFINED 1,2,5,13 1,918,607
FISERV INC COM 33773810 266,303 5,080,174 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,080,174
FISHER COMMUNICATION COM 33775620 4,612 104,329 SH DEFINED 1,2 104,329
FIVE STAR QUALITY CA COM 33832D10 4,614 413,848 SH DEFINED 1,5 413,848
FLAGSTAR BANCORP INC COM 33793010 10,988 740,462 SH DEFINED 1,2,5 740,462
FLANDERS CORP COM 33849410 1,708 172,529 SH DEFINED 1 172,529
FLEETWOOD ENTERPRISE COM 33909910 6,900 872,269 SH DEFINED 1,2,6 872,269
FLEXTRONICS INTL LTD ORD Y2573F10 31,476 2,741,854 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,741,854
FLIR SYS INC COM 30244510 38,606 1,212,877 SH DEFINED 1,2,5,6 1,212,877
FLORIDA EAST COAST I COM 34063210 28,959 485,897 SH DEFINED 1,2,6 485,897
FLORIDA PUB UTILS CO COM 34113510 143 10,800 SH DEFINED 1 10,800
FLORIDA ROCK INDS IN COM 34114010 38,616 897,002 SH DEFINED 1,2,5,6,12,13 897,002
FLOTEK INDS INC DEL COM 34338910 202 7,200 SH DEFINED 1,5 7,200
FLOWERS FOODS INC COM 34349810 59,141 2,191,203 SH DEFINED 1,2,5,6 2,191,203
FLOWSERVE CORP COM 34354P10 44,387 879,470 SH DEFINED 1,2,5,6,12,13 879,470
FLUOR CORP NEW COM 34341210 189,904 2,325,834 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,325,834
FLUSHING FINL CORP COM 34387310 5,398 316,246 SH DEFINED 1,2 316,246
FMC TECHNOLOGIES INC COM 30249U10 79,548 1,290,730 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,290,730
FNB CORP PA COM 30252010 21,683 1,186,812 SH DEFINED 1,2,5 1,186,812
FNB FINANCIAL SERVIC COM 30252610 182 12,282 SH DEFINED 1 12,282
FOCUS ENHANCEMENTS I COM 34415910 47 30,200 SH DEFINED 1 30,200
FOMENTO ECONOMICO ME SPON ADR U 34441910 2,687 23,210 SH DEFINED 1 23,210
FONAR CORP COM 34443710 9 30,200 SH DEFINED 1 30,200
FOOT LOCKER INC COM 34484910 66,115 3,014,814 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,014,814
FORD MTR CO DEL COM PAR $0 34537086 360,226 47,966,158 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 47,966,158
FOREST CITY ENTERPRI CL A 34555010 44,994 770,453 SH DEFINED 1,2,5,12 770,453
FOREST LABS INC COM 34583810 433,604 8,569,252 SH DEFINED 1,2,5,6,10,12,13 8,569,252
FOREST OIL CORP COM PAR $0 34609170 26,352 806,370 SH DEFINED 1,2,5,13 806,370
FORGENT NETWORKS INC COM 34629U10 28 17,427 SH DEFINED 1 17,427
FORMFACTOR INC COM 34637510 27,015 725,237 SH DEFINED 1,2,6 725,237
FORRESTER RESH INC COM 34656310 17,059 629,239 SH DEFINED 1,2,6 629,239
FORTUNE BRANDS INC COM 34963110 326,230 3,820,472 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,820,472
FORWARD AIR CORP COM 34985310 16,472 569,384 SH DEFINED 1,2,6 569,384
FOSSIL INC COM 34988210 21,005 930,242 SH DEFINED 1,2,5,6 930,242
FOSTER L B CO COM 35006010 3,332 128,618 SH DEFINED 1,5 128,618
FOSTER WHEELER LTD SHS NEW G3653513 5,382 97,599 SH DEFINED 1,2,6,12 97,599
FOUNDATION COAL HLDG COM 35039W10 17,165 540,444 SH DEFINED 1,2,5,6 540,444
FOUNDRY NETWORKS INC COM 35063R10 33,125 2,211,294 SH DEFINED 1,2,5,6 2,211,294
FOUNTAIN POWERBOAT I COM NEW 35075530 56 13,400 SH DEFINED 1 13,400
FOXHOLLOW TECHNOLOGI COM 35166A10 7,614 352,814 SH DEFINED 1,2,6 352,814
FPIC INS GROUP INC COM 30256310 6,376 163,605 SH DEFINED 1,2,5 163,605
FPL GROUP INC COM 30257110 704,080 12,937,891 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,937,891
FRANCE TELECOM SPONSORED 35177Q10 771 27,836 SH DEFINED 1,2 27,836
FRANKLIN BK CORP DEL COM 35245110 12,338 600,681 SH DEFINED 1,2 600,681
FRANKLIN COVEY CO COM 35346910 179 25,566 SH DEFINED 1,5 25,566
FRANKLIN ELEC INC COM 35351410 20,111 391,344 SH DEFINED 1,2,6 391,344
FRANKLIN RES INC COM 35461310 497,688 4,517,451 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,517,451
FRANKLIN STREET PPTY COM 35471R10 17,545 833,498 SH DEFINED 1,2,3 833,498
FREDS INC CL A 35610810 7,494 622,402 SH DEFINED 1,2,5,6 622,402
FREEPORT-MCMORAN COP CL B 35671D85 395,745 7,101,117 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,101,117
FREIGHTCAR AMER INC COM 35702310 17,500 315,605 SH DEFINED 1,2,6 315,605
FREMONT GEN CORP COM 35728810 16,272 1,003,808 SH DEFINED 1,2,5 1,003,808
FREQUENCY ELECTRS IN COM 35801010 128 10,700 SH DEFINED 1 10,700
FRESENIUS MED CARE A SPONSORED 35802910 297 6,693 SH DEFINED 1 6,693
FRESH DEL MONTE PROD ORD G3673810 486 32,610 SH DEFINED 1,2,5 32,610
FRIEDMAN BILLINGS RA CL A 35843410 19,237 2,404,631 SH DEFINED 1,2,5 2,404,631
FRIEDMAN INDS INC COM 35843510 227 18,790 SH DEFINED 1 18,790
FRONTIER AIRLINES HO COM 35905910 4,290 579,721 SH DEFINED 1,2 579,721
FRONTIER FINL CORP W COM 35907K10 18,744 641,255 SH DEFINED 1,2,5 641,255
FRONTIER OIL CORP COM 35914P10 71,305 2,481,042 SH DEFINED 1,2,5,6,12 2,481,042
FSI INTL INC COM 30263310 169 31,985 SH DEFINED 1 31,985
FTD GROUP INC COM 30267U10 14,605 816,397 SH DEFINED 1,2 816,397
FTI CONSULTING INC COM 30294110 16,985 609,008 SH DEFINED 1,2,5,6 609,008
FUEL SYS SOLUTIONS I COM 35952W10 5,626 254,806 SH DEFINED 1,2,5 254,806
FUEL TECH INC COM 35952310 200 8,136 SH DEFINED 1,2,5 8,136
FUELCELL ENERGY INC COM 35952H10 5,018 776,747 SH DEFINED 1,2,5,6 776,747
FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 1,397 33,792 SH DEFINED 1 33,792
FULLER H B CO COM 35969410 36,545 1,415,373 SH DEFINED 1,2,5 1,415,373
FULTON FINL CORP PA COM 36027110 33,327 1,995,635 SH DEFINED 1,2,5,12 1,995,635
FURNITURE BRANDS INT COM 36092110 19,566 1,205,523 SH DEFINED 1,2,5,13 1,205,523
FX ENERGY INC COM 30269510 374 60,589 SH DEFINED 1,5 60,589
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
G & K SVCS INC CL A 36126810 12,562 323,024 SH DEFINED 1,2,5 323,024
G B & T BANCSHARES I COM 36146210 4,140 186,756 SH DEFINED 1,2 186,756
GAIAM INC CL A 36268Q10 4,203 307,203 SH DEFINED 1,2 307,203
GALLAGHER ARTHUR J & COM 36357610 46,551 1,575,327 SH DEFINED 1,2,5,12,13 1,575,327
GALLAHER GROUP PLC SPONSORED 36359510 1,664 18,500 SH DEFINED 1 18,500
GAMCO INVESTORS INC COM 36143810 4,186 108,828 SH DEFINED 1,2 108,828
GAMESTOP CORP NEW CL A 36467W10 45,412 824,019 SH DEFINED 1,2,5,6,13 824,019
GAMESTOP CORP NEW CL B 36467W20 16,348 298,543 SH DEFINED 1,2,5,6 298,543
GANNETT INC COM 36473010 388,619 6,427,698 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,427,698
GAP INC DEL COM 36476010 297,345 15,248,448 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 15,248,448
GARDNER DENVER INC COM 36555810 19,221 515,182 SH DEFINED 1,2,5,6 515,182
GARMIN LTD ORD G3726010 36,412 654,188 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 654,188
GARTNER INC COM 36665110 30,892 1,560,978 SH DEFINED 1,2,5,6,13 1,560,978
GASCO ENERGY INC COM 36722010 2,671 1,090,097 SH DEFINED 1,2,5 1,090,097
GATEHOUSE MEDIA INC COM 36734810 2,638 142,139 SH DEFINED 1,2 142,139
GATEWAY INC COM 36762610 8,315 4,136,582 SH DEFINED 1,2,5 4,136,582
GATX CORP COM 36144810 33,889 782,105 SH DEFINED 1,2,5,6,13 782,105
GAYLORD ENTMT CO NEW COM 36790510 31,819 624,760 SH DEFINED 1,2,6 624,760
GEHL CO COM 36848310 5,391 195,822 SH DEFINED 1 195,822
GEMPLUS INTL S A ADR 36866Y10 56 14,520 SH DEFINED 1 14,520
GEMSTAR-TV GUIDE INT COM 36866W10 15,213 3,793,701 SH DEFINED 1,2,5,6 3,793,701
GENAERA CORP COM 36867G10 42 111,482 SH DEFINED 1,5 111,482
GENCO SHIPPING & TRA SHS Y2685T10 486 17,401 SH DEFINED 1,2 17,401
GENCORP INC COM 36868210 10,431 744,025 SH DEFINED 1,2,6 744,025
GENE LOGIC INC COM 36868910 68 43,866 SH DEFINED 1,5 43,866
GENELABS TECHNOLOGIE COM NEW 36870620 28 19,505 SH DEFINED 1 19,505
GENENTECH INC COM NEW 36871040 500,452 6,168,523 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,168,523
GENERAL CABLE CORP D COM 36930010 32,106 734,531 SH DEFINED 1,2,5,6 734,531
GENERAL COMMUNICATIO CL A 36938510 29,774 1,892,818 SH DEFINED 1,2,6 1,892,818
GENERAL DYNAMICS COR COM 36955010 942,491 12,676,415 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,676,415
GENERAL ELECTRIC CO COM 36960410 10,973,340 294,902,978 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 294,902,978
GENERAL GROWTH PPTYS COM 37002110 288,082 5,515,642 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 5,515,642
GENERAL MARITIME COR SHS Y2692M10 5,101 144,961 SH DEFINED 1,2,5 144,961
GENERAL MLS INC COM 37033410 617,790 10,725,515 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,725,515
GENERAL MTRS CORP COM 37044210 2,578,038 83,920,507 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 83,920,507
GENESCO INC COM 37153210 14,778 396,196 SH DEFINED 1,2,6 396,196
GENESEE & WYO INC CL A 37155910 13,563 516,864 SH DEFINED 1,2,6 516,864
GENESIS HEALTHCARE C COM 37184D10 14,229 301,262 SH DEFINED 1,2,5,6 301,262
GENESIS MICROCHIP IN COM 37184C10 10,672 1,052,498 SH DEFINED 1,2,5 1,052,498
GENITOPE CORP COM 37229P50 1,650 468,667 SH DEFINED 1,2 468,667
GENLYTE GROUP INC COM 37230210 51,073 653,864 SH DEFINED 1,2,6 653,864
GENOMIC HEALTH INC COM 37244C10 3,737 200,910 SH DEFINED 1,2,5 200,910
GEN-PROBE INC NEW COM 36866T10 44,982 858,922 SH DEFINED 1,2,5,6,12,13 858,922
GENTA INC COM NEW 37245M20 611 1,379,934 SH DEFINED 1,5 1,379,934
GENTEK INC COM NEW 37245X20 7,039 203,491 SH DEFINED 1,2 203,491
GENTEX CORP COM 37190110 37,353 2,400,583 SH DEFINED 1,2,5,12,13 2,400,583
GENTIVA HEALTH SERVI COM 37247A10 7,356 385,964 SH DEFINED 1,2,5,6 385,964
GENUINE PARTS CO COM 37246010 213,333 4,497,845 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,497,845
GENVEC INC COM 37246C10 127 52,744 SH DEFINED 1,5 52,744
GENWORTH FINL INC COM CL A 37247D10 519,306 15,179,958 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 15,179,958
GENZYME CORP COM 37291710 438,559 7,121,777 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,121,777
GEO GROUP INC COM 36159R10 10,204 271,957 SH DEFINED 1,2,5,6 271,957
GEOEYE INC COM 37250W10 304 15,702 SH DEFINED 1 15,702
GEOGLOBAL RESOURCES COM 37249T10 2,401 305,872 SH DEFINED 1,5,6 305,872
GEOMET INC DEL COM 37250U20 779 74,951 SH DEFINED 1,2 74,951
GEORGIA GULF CORP COM PAR $0 37320020 24,441 1,265,702 SH DEFINED 1,2,5 1,265,702
GERBER SCIENTIFIC IN COM 37373010 3,834 305,270 SH DEFINED 1,2 305,270
GERDAU S A SPONSORED 37373710 10,205 637,841 SH DEFINED 1,2,7 637,841
GERMAN AMERN BANCORP COM 37386510 228 15,838 SH DEFINED 1,5 15,838
GERON CORP COM 37416310 7,883 897,840 SH DEFINED 1,2,6 897,840
GETTY IMAGES INC COM 37427610 31,307 731,135 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 731,135
GETTY RLTY CORP NEW COM 37429710 8,534 276,174 SH DEFINED 1,2,3 276,174
GEVITY HR INC COM 37439310 10,534 444,679 SH DEFINED 1,2,6 444,679
GFI GROUP INC COM 36165220 10,520 168,976 SH DEFINED 1,2,6 168,976
GIANT INDS INC COM 37450810 16,536 220,629 SH DEFINED 1,2,5,6 220,629
GIBRALTAR INDS INC COM 37468910 9,985 424,733 SH DEFINED 1,2 424,733
G-III APPAREL GROUP COM 36237H10 280 14,850 SH DEFINED 1 14,850
GILEAD SCIENCES INC COM 37555810 805,638 12,407,792 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,407,792
GIVEN IMAGING ORD SHS M5202010 212 10,972 SH DEFINED 1,2,5 10,972
GLACIER BANCORP INC COM 37637Q10 18,116 741,253 SH DEFINED 1,2 741,253
GLADSTONE CAPITAL CO COM 37653510 3,808 159,595 SH DEFINED 1 159,595
GLADSTONE INVT CORP COM 37654610 2,304 150,501 SH DEFINED 1 150,501
GLATFELTER COM 37731610 13,792 889,838 SH DEFINED 1,2,13 889,838
GLAXOSMITHKLINE PLC SPONSORED 37733W10 935,172 17,725,015 SH DEFINED 1,2 17,725,015
GLENAYRE TECHNOLOGIE COM 37789910 262 102,255 SH DEFINED 1,5 102,255
GLIMCHER RLTY TR SH BEN INT 37930210 30,665 1,148,087 SH DEFINED 1,2,3,5 1,148,087
GLOBAL CASH ACCESS H COM 37896710 7,741 476,979 SH DEFINED 1,2,6 476,979
GLOBAL CROSSING LTD SHS NEW G3921A17 594 24,196 SH DEFINED 1,2,6 24,196
GLOBAL IMAGING SYSTE COM 37934A10 19,952 908,982 SH DEFINED 1,2,6 908,982
GLOBAL INDS LTD COM 37933610 11,960 917,143 SH DEFINED 1,2,5,6 917,143
GLOBAL PMTS INC COM 37940X10 43,832 946,700 SH DEFINED 1,2,5,6 946,700
GLOBAL SIGNAL INC COM 37944Q10 8,024 152,345 SH DEFINED 1,2,3,6 152,345
GLOBALSANTAFE CORP SHS G3930E10 71,662 1,219,163 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,219,163
GLOBALSTAR INC COM 37897340 2,440 175,379 SH DEFINED 1,2 175,379
GLOBIX CORP COM NEW 37957F20 385 88,400 SH DEFINED 1,5 88,400
GMH CMNTYS TR COM 36188G10 9,985 983,788 SH DEFINED 1,2,3 983,788
GMX RES INC COM 38011M10 4,921 138,612 SH DEFINED 1,5 138,612
GOL LINHAS AEREAS IN SP ADR REP 38045R10 520 18,132 SH DEFINED 1 18,132
GOLD KIST INC COM 38061410 16,669 792,991 SH DEFINED 1,2,6 792,991
GOLDEN TELECOM INC COM 38122G10 14,098 300,972 SH DEFINED 1,2 300,972
GOLDMAN SACHS GROUP COM 38141G10 2,606,076 13,072,865 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,072,865
GOODMAN GLOBAL INC COM 38239A10 5,639 327,830 SH DEFINED 1,2,6 327,830
GOODRICH CORP COM 38238810 138,871 3,048,766 SH DEFINED 1,2,5,6,10,12,13 3,048,766
GOODRICH PETE CORP COM NEW 38241040 6,538 180,709 SH DEFINED 1,2,6 180,709
GOODYEAR TIRE & RUBR COM 38255010 91,975 4,381,844 SH DEFINED 1,2,5,6,7,8,10,13 4,381,844
GOOGLE INC CL A 38259P50 2,693,371 5,849,051 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,849,051
GORMAN RUPP CO COM 38308210 6,393 172,937 SH DEFINED 1,2 172,937
GOTTSCHALKS INC COM 38348510 151 13,192 SH DEFINED 1 13,192
GOVERNMENT PPTYS TR COM 38374W10 3,003 283,343 SH DEFINED 1,3,5 283,343
GP STRATEGIES CORP COM 36225V10 196 23,557 SH DEFINED 1 23,557
GRACE W R & CO DEL N COM 38388F10 20,072 1,013,737 SH DEFINED 1,2,5,6 1,013,737
GRACO INC COM 38410910 54,773 1,382,464 SH DEFINED 1,2,5,6,12,13 1,382,464
GRAFTECH INTL LTD COM 38431310 12,334 1,782,317 SH DEFINED 1,2,5,6 1,782,317
GRAINGER W W INC COM 38480210 145,530 2,080,787 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,080,787
GRAMERCY CAP CORP COM 38487110 8,858 286,768 SH DEFINED 1,2 286,768
GRANITE CONSTR INC COM 38732810 50,138 996,384 SH DEFINED 1,2,5,13 996,384
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
GRANT PRIDECO INC COM 38821G10 121,180 3,047,031 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,047,031
GRAPHIC PACKAGING CO COM 38868810 4,948 1,142,746 SH DEFINED 1,2,6 1,142,746
GRAY TELEVISION INC COM 38937510 6,539 892,072 SH DEFINED 1,2 892,072
GREAT AMERN FINL RES COM 38991510 6,563 284,727 SH DEFINED 1,2 284,727
GREAT ATLANTIC & PAC COM 39006410 7,539 292,898 SH DEFINED 1,2,5,6 292,898
GREAT NORTHN IRON OR CTFS BEN I 39106410 1,145 9,588 SH DEFINED 1,5 9,588
GREAT PLAINS ENERGY COM 39116410 53,994 1,697,916 SH DEFINED 1,2,5,13 1,697,916
GREAT SOUTHN BANCORP COM 39090510 5,966 202,178 SH DEFINED 1,2 202,178
GREAT WOLF RESORTS I COM 39152310 5,582 399,873 SH DEFINED 1,2,6 399,873
GREATBATCH INC COM 39153L10 12,658 470,226 SH DEFINED 1,2,5,6 470,226
GREATER BAY BANCORP COM 39164810 35,966 1,365,958 SH DEFINED 1,2,5,13 1,365,958
GREATER COMMUNITY BA COM 39167M10 193 10,795 SH DEFINED 1 10,795
GREEN MOUNTAIN PWR C COM 39315410 278 8,194 SH DEFINED 1,2 8,194
GREEN MTN COFFEE ROA COM 39312210 3,548 72,066 SH DEFINED 1,2 72,066
GREENBRIER COS INC COM 39365710 5,696 189,861 SH DEFINED 1,2,6 189,861
GREENE CNTY BANCSHAR COM NEW 39436120 4,419 111,237 SH DEFINED 1 111,237
GREENFIELD ONLINE IN COM 39515010 588 41,150 SH DEFINED 1,5 41,150
GREENHILL & CO INC COM 39525910 18,198 246,591 SH DEFINED 1,2,6 246,591
GREIF INC CL A 39762410 42,077 355,379 SH DEFINED 1,2,6 355,379
GREY WOLF INC COM 39788810 21,796 3,177,317 SH DEFINED 1,2,5,6 3,177,317
GRIFFON CORP COM 39843310 11,128 436,393 SH DEFINED 1,2 436,393
GROUP 1 AUTOMOTIVE I COM 39890510 47,540 919,173 SH DEFINED 1,2 919,173
GROUPE CGI INC CL A SUB V 39945C10 99 14,270 SH DEFINED 1 14,270
GROUPE DANONE SPONSORED 39944910 2,206 67,681 SH DEFINED 1 67,681
GRUBB & ELLIS CO COM PAR $0 40009520 199 17,300 SH DEFINED 1,5 17,300
GRUPO AEROPORTUARIO SPON ADR 40050110 1,654 74,300 SH DEFINED 1,2,7 74,300
GRUPO AEROPORTUARIO SPON ADR B 40050610 631 16,100 SH DEFINED 1 16,100
GRUPO AEROPORTUARIO SPON ADR S 40051E20 578 13,605 SH DEFINED 1 13,605
GRUPO FINANCIERO GAL SP ADR 10 39990910 412 43,111 SH DEFINED 1,5 43,111
GRUPO TELEVISA SA DE SP ADR REP 40049J20 93,528 3,462,702 SH DEFINED 1,2,4,5,7 3,462,702
GSI COMMERCE INC COM 36238G10 9,504 506,858 SH DEFINED 1,2,5,6 506,858
GTC BIOTHERAPEUTICS COM 36238T10 65 58,385 SH DEFINED 1,5 58,385
GTX INC DEL COM 40052B10 2,806 157,289 SH DEFINED 1,2 157,289
GUESS INC COM 40161710 32,208 507,770 SH DEFINED 1,2,6 507,770
GUITAR CTR MGMT INC COM 40204010 23,598 519,097 SH DEFINED 1,2,5,6 519,097
GULF ISLAND FABRICAT COM 40230710 6,202 168,085 SH DEFINED 1,2 168,085
GULFMARK OFFSHORE IN COM 40262910 15,625 417,669 SH DEFINED 1,2,5 417,669
GULFPORT ENERGY CORP COM NEW 40263530 1,704 125,413 SH DEFINED 1 125,413
GYMBOREE CORP COM 40377710 39,270 1,029,084 SH DEFINED 1,2,6 1,029,084
H & E EQUIPMENT SERV COM 40403010 4,447 179,526 SH DEFINED 1,2,6 179,526
HAEMONETICS CORP COM 40502410 16,811 373,411 SH DEFINED 1,2,5,6 373,411
HAIN CELESTIAL GROUP COM 40521710 16,731 536,094 SH DEFINED 1,2,5 536,094
HALLIBURTON CO COM 40621610 1,315,479 42,366,462 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 42,366,462
HALOZYME THERAPEUTIC COM 40637H10 206 25,600 SH DEFINED 1 25,600
HANA BIOSCIENCES INC COM 40963P10 2,046 321,161 SH DEFINED 1 321,161
HANCOCK FABRICS INC COM 40990010 70 20,304 SH DEFINED 1 20,304
HANCOCK HLDG CO COM 41012010 23,085 436,882 SH DEFINED 1,2 436,882
HANDLEMAN CO DEL COM 41025210 205 30,223 SH DEFINED 1 30,223
HANESBRANDS INC COM 41034510 39,819 1,685,832 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,685,832
HANGER ORTHOPEDIC GR COM NEW 41043F20 205 27,253 SH DEFINED 1,5 27,253
HANMI FINL CORP COM 41049510 15,293 678,767 SH DEFINED 1,2 678,767
HANOVER COMPRESSOR C COM 41076810 48,898 2,588,548 SH DEFINED 1,2,5,6,13 2,588,548
HANOVER INS GROUP IN COM 41086710 44,561 913,134 SH DEFINED 1,2,5,13 913,134
HANSEN NAT CORP COM 41131010 36,615 1,087,141 SH DEFINED 1,2,6,12,13 1,087,141
HANSON PLC NEW SPONSORED 41134910 555 7,334 SH DEFINED 1,2 7,334
HARKEN ENERGY CORP COM NEW 41255230 119 233,371 SH DEFINED 1,5 233,371
HARLAND JOHN H CO COM 41269310 25,430 506,581 SH DEFINED 1,2,5 506,581
HARLEY DAVIDSON INC COM 41282210 673,929 9,563,351 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,563,351
HARLEYSVILLE GROUP I COM 41282410 16,182 464,740 SH DEFINED 1,2 464,740
HARLEYSVILLE NATL CO COM 41285010 8,479 439,081 SH DEFINED 1,2 439,081
HARMAN INTL INDS INC COM 41308610 176,740 1,768,997 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,768,997
HARMONIC INC COM 41316010 8,193 1,126,901 SH DEFINED 1,2,5,6 1,126,901
HARRAHS ENTMT INC COM 41361910 645,858 7,807,765 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,807,765
HARRIS & HARRIS GROU COM 41383310 5,251 434,336 SH DEFINED 1 434,336
HARRIS CORP DEL COM 41387510 146,412 3,192,578 SH DEFINED 1,2,5,10,12,13 3,192,578
HARRIS INTERACTIVE I COM 41454910 5,558 1,102,730 SH DEFINED 1,2,6 1,102,730
HARSCO CORP COM 41586410 58,270 765,709 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 765,709
HARTE-HANKS INC COM 41619610 45,041 1,625,449 SH DEFINED 1,2,5,6,10,13 1,625,449
HARTFORD FINL SVCS G COM 41651510 1,694,758 18,162,667 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 18,162,667
HARTMARX CORP COM 41711910 2,955 418,526 SH DEFINED 1,2 418,526
HARVARD BIOSCIENCE I COM 41690610 121 23,632 SH DEFINED 1 23,632
HARVEST NATURAL RESO COM 41754V10 11,771 1,107,350 SH DEFINED 1,2,5 1,107,350
HASBRO INC COM 41805610 278,245 10,210,828 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,210,828
HAVERTY FURNITURE IN COM 41959610 4,597 310,588 SH DEFINED 1 310,588
HAWAIIAN ELEC INDUST COM 41987010 32,573 1,199,739 SH DEFINED 1,2,5,13 1,199,739
HAWAIIAN HOLDINGS IN COM 41987910 111 22,715 SH DEFINED 1 22,715
HAWK CORP CL A 42008910 168 14,000 SH DEFINED 1 14,000
HAWKINS INC COM 42026110 208 14,552 SH DEFINED 1 14,552
HAYES LEMMERZ INTL I COM NEW 42078130 382 97,760 SH DEFINED 1,5 97,760
HCC INS HLDGS INC COM 40413210 52,672 1,641,382 SH DEFINED 1,2,5,6,13 1,641,382
HDFC BANK LTD ADR REPS 3 40415F10 1,162 15,399 SH DEFINED 5,7 15,399
HEADWATERS INC COM 42210P10 21,697 905,545 SH DEFINED 1,2,6 905,545
HEALTH CARE PPTY INV COM 42191510 88,373 2,400,126 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 2,400,126
HEALTH CARE REIT INC COM 42217K10 27,609 641,782 SH DEFINED 1,2,3,5 641,782
HEALTH GRADES INC COM 42218Q10 88 19,500 SH DEFINED 1,5 19,500
HEALTH MGMT ASSOC IN CL A 42193310 134,641 6,378,080 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,378,080
HEALTH NET INC COM 42222G10 106,818 2,195,197 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,195,197
HEALTHCARE RLTY TR COM 42194610 29,349 742,263 SH DEFINED 1,2,3,5 742,263
HEALTHCARE SVCS GRP COM 42190610 10,709 369,802 SH DEFINED 1,2,6 369,802
HEALTHEXTRAS INC COM 42221110 11,681 484,690 SH DEFINED 1,2,6 484,690
HEALTHSOUTH CORP COM NEW 42192430 2,028 89,537 SH DEFINED 1,2 89,537
HEALTHSPRING INC COM 42224N10 12,267 602,791 SH DEFINED 1,2,6 602,791
HEALTHTRONICS INC COM 42222L10 3,718 557,422 SH DEFINED 1,2,5 557,422
HEALTHWAYS INC COM 42224510 29,503 618,374 SH DEFINED 1,2,5,6 618,374
HEARST-ARGYLE TELEVI COM 42231710 9,191 360,421 SH DEFINED 1,2,5 360,421
HEARTLAND EXPRESS IN COM 42234710 29,002 1,930,881 SH DEFINED 1,2,5,6 1,930,881
HEARTLAND FINL USA I COM 42234Q10 5,892 204,226 SH DEFINED 1,2 204,226
HEARTLAND PMT SYS IN COM 42235N10 6,441 228,005 SH DEFINED 1,2,6 228,005
HECLA MNG CO COM 42270410 14,489 1,891,474 SH DEFINED 1,2,5,6 1,891,474
HEICO CORP NEW COM 42280610 14,524 374,047 SH DEFINED 1,2,5,6 374,047
HEICO CORP NEW CL A 42280620 744 22,838 SH DEFINED 1,2 22,838
HEIDRICK & STRUGGLES COM 42281910 13,423 316,881 SH DEFINED 1,2,5,6 316,881
HEINZ H J CO COM 42307410 488,833 10,860,541 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,860,541
HELEN OF TROY CORP L COM G4388N10 1,410 58,129 SH DEFINED 1,2,5 58,129
HELIX ENERGY SOLUTIO COM 42330P10 32,741 1,043,692 SH DEFINED 1,2,5,6,12 1,043,692
HELLENIC TELECOM ORG SPONSORED 42332530 15,167 1,001,107 SH DEFINED 1 1,001,107
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
HELMERICH & PAYNE IN COM 42345210 51,600 2,108,691 SH DEFINED 1,2,5,6,12,13 2,108,691
HEMISPHERX BIOPHARMA COM 42366C10 134 60,910 SH DEFINED 1,5 60,910
HENRY JACK & ASSOC I COM 42628110 34,429 1,608,840 SH DEFINED 1,2,5,6,13 1,608,840
HERBALIFE LTD COM USD SH G4412G10 2,193 54,614 SH DEFINED 1,2,6 54,614
HERCULES INC COM 42705610 183,516 9,503,677 SH DEFINED 1,2,5,6,7,10,13 9,503,677
HERCULES OFFSHORE IN COM 42709310 8,461 292,754 SH DEFINED 1,2,6 292,754
HERITAGE COMMERCE CO COM 42692710 4,323 162,261 SH DEFINED 1 162,261
HERLEY INDS INC DEL COM 42739810 3,240 200,119 SH DEFINED 1 200,119
HERSHA HOSPITALITY T SH BEN INT 42782510 7,987 704,315 SH DEFINED 1,3 704,315
HERSHEY CO COM 42786610 241,190 4,843,171 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,843,171
HERTZ GLOBAL HOLDING COM 42805T10 8,503 488,931 SH DEFINED 1,2 488,931
HESKA CORP COM 42805E10 19 11,100 SH DEFINED 1 11,100
HESS CORP COM 42809H10 348,357 7,027,569 SH DEFINED 1,2,5,6,10,12,13 7,027,569
HEWITT ASSOCS INC COM 42822Q10 35,144 1,364,826 SH DEFINED 1,2,5,8 1,364,826
HEWLETT PACKARD CO COM 42823610 4,918,438 119,408,553 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 119,408,553
HEXCEL CORP NEW COM 42829110 22,725 1,305,284 SH DEFINED 1,2,6 1,305,284
HI / FN INC COM 42835810 112 21,020 SH DEFINED 1 21,020
HIBBETT SPORTING GOO COM 42856510 20,332 665,956 SH DEFINED 1,2,6 665,956
HICKORY TECH CORP COM 42906010 117 16,362 SH DEFINED 1 16,362
HIGHLAND HOSPITALITY COM 43014110 25,777 1,808,918 SH DEFINED 1,2,3 1,808,918
HIGHWOODS PPTYS INC COM 43128410 69,181 1,697,288 SH DEFINED 1,2,3,5,13 1,697,288
HILB ROGAL & HOBBS C COM 43129410 28,967 687,729 SH DEFINED 1,2,5,6 687,729
HILLENBRAND INDS INC COM 43157310 75,933 1,333,801 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,333,801
HILTON HOTELS CORP COM 43284810 343,190 9,833,521 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,833,521
HITACHI LIMITED ADR 10 COM 43357850 8,500 136,287 SH DEFINED 1,2 136,287
HI-TECH PHARMACAL IN COM 42840B10 1,504 123,553 SH DEFINED 1 123,553
HITTITE MICROWAVE CO COM 43365Y10 7,710 238,562 SH DEFINED 1,2,6 238,562
HMS HLDGS CORP COM 40425J10 383 25,297 SH DEFINED 1 25,297
HNI CORP COM 40425110 45,123 1,016,058 SH DEFINED 1,2,5,6,12,13 1,016,058
HOLLIS-EDEN PHARMACE COM 43590210 158 30,000 SH DEFINED 1,5 30,000
HOLLY CORP COM PAR $0 43575830 79,670 1,550,005 SH DEFINED 1,2,5,6 1,550,005
HOLLY ENERGY PARTNER COM UT LTD 43576310 440 10,922 SH DEFINED 1,2 10,922
HOLOGIC INC COM 43644010 42,890 907,159 SH DEFINED 1,2,5,6 907,159
HOME BANCSHARES INC COM 43689320 2,517 104,700 SH DEFINED 1 104,700
HOME DEPOT INC COM 43707610 2,623,329 65,321,944 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 65,321,944
HOME FEDERAL BANCORP COM 43709A10 947 55,205 SH DEFINED 1 55,205
HOME PROPERTIES INC COM 43730610 49,004 826,797 SH DEFINED 1,2,3,5 826,797
HOME SOLUTIONS AMER COM 43735510 2,933 500,430 SH DEFINED 1,5 500,430
HOMEBANC CORP GA COM 43738R10 3,825 904,245 SH DEFINED 1,2 904,245
HONDA MOTOR LTD AMERN SHS 43812830 21,767 550,512 SH DEFINED 1,2 550,512
HONEYWELL INTL INC COM 43851610 3,828,975 84,636,943 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 84,636,943
HOOKER FURNITURE COR COM 43903810 2,027 129,283 SH DEFINED 1 129,283
HOOPER HOLMES INC COM 43910410 250 75,597 SH DEFINED 1 75,597
HORACE MANN EDUCATOR COM 44032710 18,358 908,811 SH DEFINED 1,2,5,13 908,811
HORIZON FINL CORP WA COM 44041F10 5,485 227,971 SH DEFINED 1,2,5 227,971
HORIZON HEALTH CORP COM 44041Y10 4,009 204,873 SH DEFINED 1 204,873
HORIZON LINES INC COM 44044K10 13,575 503,524 SH DEFINED 1,2,5,6 503,524
HORIZON OFFSHORE INC COM NEW 44043J20 546 33,507 SH DEFINED 1,2,5 33,507
HORMEL FOODS CORP COM 44045210 58,737 1,573,039 SH DEFINED 1,2,5,12,13 1,573,039
HORNBECK OFFSHORE SV COM 44054310 14,763 413,533 SH DEFINED 1,2,5,6 413,533
HOSPIRA INC COM 44106010 155,431 4,628,685 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,628,685
HOSPITALITY PPTYS TR COM SH BEN 44106M10 104,511 2,198,853 SH DEFINED 1,2,3,5,13 2,198,853
HOST HOTELS & RESORT COM 44107P10 319,642 13,020,049 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 13,020,049
HOT TOPIC INC COM 44133910 14,180 1,062,998 SH DEFINED 1,2,5,6 1,062,998
HOUSEVALUES INC COM 44183Y10 884 157,028 SH DEFINED 1 157,028
HOUSTON EXPL CO COM 44212010 24,236 468,058 SH DEFINED 1,2 468,058
HOUSTON WIRE & CABLE COM 44244K10 1,527 73,068 SH DEFINED 1 73,068
HOVNANIAN ENTERPRISE CL A 44248720 53,661 1,582,935 SH DEFINED 1,2,5,13 1,582,935
HRPT PPTYS TR COM SH BEN 40426W10 67,236 5,444,233 SH DEFINED 1,2,3,5 5,444,233
HSBC HLDGS PLC SPON ADR N 40428040 42,402 462,654 SH DEFINED 1,2 462,654
HUB GROUP INC CL A 44332010 35,659 1,294,325 SH DEFINED 1,2,6 1,294,325
HUBBELL INC CL B 44351020 43,516 962,536 SH DEFINED 1,2,5,6,12,13 962,536
HUDSON CITY BANCORP COM 44368310 109,477 7,887,363 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,887,363
HUDSON HIGHLAND GROU COM 44379210 6,456 387,052 SH DEFINED 1,2,5,6 387,052
HUGHES COMMUNICATION COM 44439810 360 7,720 SH DEFINED 1,2 7,720
HUGOTON RTY TR TEX UNIT BEN I 44471710 1,284 52,180 SH DEFINED 1,2,5 52,180
HUMAN GENOME SCIENCE COM 44490310 29,225 2,349,301 SH DEFINED 1,2,5,6,8 2,349,301
HUMANA INC COM 44485910 380,769 6,884,267 SH DEFINED 1,2,5,6,7,10,12,13 6,884,267
HUNGARIAN TEL & CABL COM 44554210 155 10,287 SH DEFINED 1 10,287
HUNT J B TRANS SVCS COM 44565810 33,072 1,592,310 SH DEFINED 1,2,5,12,13 1,592,310
HUNTINGTON BANCSHARE COM 44615010 165,711 6,977,323 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,977,323
HUNTSMAN CORP COM 44701110 22,032 1,161,435 SH DEFINED 1,2 1,161,435
HURON CONSULTING GRO COM 44746210 13,098 288,878 SH DEFINED 1,2,6 288,878
HUTCHINSON TECHNOLOG COM 44840710 10,721 454,853 SH DEFINED 1,2,5 454,853
HUTTIG BLDG PRODS IN COM 44845110 89 16,827 SH DEFINED 1 16,827
HYDRIL COM 44877410 26,491 352,323 SH DEFINED 1,2,6 352,323
HYPERCOM CORP COM 44913M10 4,805 756,704 SH DEFINED 1,2 756,704
HYPERDYNAMICS CORP COM 44895410 28 12,200 SH DEFINED 1 12,200
HYPERION SOLUTIONS C COM 44914M10 33,047 919,494 SH DEFINED 1,2,5,6,12 919,494
HYTHIAM INC COM 44919F10 2,402 259,968 SH DEFINED 1 259,968
I D SYSTEMS INC COM 44948910 2,338 124,253 SH DEFINED 1 124,253
I2 TECHNOLOGIES INC COM NEW 46575420 5,324 233,294 SH DEFINED 1,2,5 233,294
IAC INTERACTIVECORP COM NEW 44919P30 204,482 5,502,734 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,502,734
IBASIS INC COM NEW 45073220 122 14,407 SH DEFINED 1 14,407
IBERIABANK CORP COM 45082810 8,656 146,580 SH DEFINED 1,2,5 146,580
ICICI BK LTD ADR 45104G10 6,153 147,410 SH DEFINED 1,2,5 147,410
ICO GLOBAL COMM HLDG CL A 44930K10 458 100,197 SH DEFINED 1,2 100,197
ICONIX BRAND GROUP I COM 45105510 10,776 555,747 SH DEFINED 1,2,5,6 555,747
ICOS CORP COM 44929510 32,912 974,021 SH DEFINED 1,2,5,6 974,021
ICT GROUP INC COM 44929Y10 2,871 90,890 SH DEFINED 1 90,890
ICU MED INC COM 44930G10 10,989 270,126 SH DEFINED 1,2,6 270,126
IDACORP INC COM 45110710 60,045 1,553,563 SH DEFINED 1,2,5,6,13 1,553,563
IDEARC INC COM 45166310 58,323 2,035,709 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,035,709
IDENIX PHARMACEUTICA COM 45166R20 2,811 323,472 SH DEFINED 1,2,6 323,472
IDEX CORP COM 45167R10 25,157 530,635 SH DEFINED 1,2,5,6,12 530,635
IDEXX LABS INC COM 45168D10 29,056 366,407 SH DEFINED 1,2,5,6,12 366,407
IDT CORP CL B 44894730 10,966 838,384 SH DEFINED 1,2,6 838,384
I-FLOW CORP COM NEW 44952030 4,945 330,759 SH DEFINED 1,2 330,759
IGATE CORP COM 45169U10 1,990 289,182 SH DEFINED 1 289,182
IHOP CORP COM 44962310 15,052 285,621 SH DEFINED 1,2 285,621
IHS INC CL A 45173410 21,309 539,732 SH DEFINED 1,2,6 539,732
II VI INC COM 90210410 10,807 386,803 SH DEFINED 1,2,6 386,803
IKANOS COMMUNICATION COM 45173E10 2,384 274,346 SH DEFINED 1 274,346
IKON OFFICE SOLUTION COM 45171310 258,383 15,783,927 SH DEFINED 1,2,5,6 15,783,927
ILLINOIS TOOL WKS IN COM 45230810 602,856 13,051,655 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,051,655
ILLUMINA INC COM 45232710 29,606 753,153 SH DEFINED 1,2,6 753,153
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
IMATION CORP COM 45245A10 37,041 797,774 SH DEFINED 1,2,5,13 797,774
IMCLONE SYS INC COM 45245W10 21,978 821,300 SH DEFINED 1,2,5,12 821,300
IMERGENT INC COM 45247Q10 559 19,507 SH DEFINED 1,5 19,507
IMMERSION CORP COM 45252110 153 21,124 SH DEFINED 1 21,124
IMMTECH PHARMACEUTIC COM 45251910 84 11,000 SH DEFINED 1 11,000
IMMUCOR INC COM 45252610 42,605 1,457,572 SH DEFINED 1,2,6 1,457,572
IMMUNOGEN INC COM 45253H10 265 52,310 SH DEFINED 1,5 52,310
IMMUNOMEDICS INC COM 45290710 204 56,293 SH DEFINED 1,5 56,293
IMPAC MTG HLDGS INC COM 45254P10 13,141 1,493,256 SH DEFINED 1,2 1,493,256
IMPERIAL CHEM INDS P ADR NEW 45270450 672 18,975 SH DEFINED 1 18,975
IMPERIAL OIL LTD COM NEW 45303840 1,059 28,764 SH DEFINED 1 28,764
IMPERIAL SUGAR CO NE COM NEW 45309620 3,988 164,743 SH DEFINED 1 164,743
IMPERIAL TOBACCO GRO SPONSORED 45314210 1,189 15,046 SH DEFINED 1 15,046
IMS HEALTH INC COM 44993410 187,810 6,834,438 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,834,438
INCYTE CORP COM 45337C10 7,825 1,339,815 SH DEFINED 1,2,5,6 1,339,815
INDEPENDENCE HLDG CO COM NEW 45344030 1,684 77,144 SH DEFINED 1 77,144
INDEPENDENT BANK COR COM 45383610 10,190 282,820 SH DEFINED 1,2,5 282,820
INDEPENDENT BANK COR COM 45383810 9,978 394,560 SH DEFINED 1,2 394,560
INDEVUS PHARMACEUTIC COM 45407210 4,705 662,700 SH DEFINED 1,5 662,700
INDIA FD INC COM 45408910 5,534 120,563 SH DEFINED 5,7 120,563
INDUS INTL INC COM 45578L10 96 25,200 SH DEFINED 1 25,200
INDYMAC BANCORP INC COM 45660710 50,819 1,125,300 SH DEFINED 1,2,5,8,13 1,125,300
INERGY HLDGS L P COM 45661Q10 507 12,614 SH DEFINED 1,2 12,614
INERGY L P UNIT LTD P 45661510 1,272 42,665 SH DEFINED 1,2 42,665
INFINEON TECHNOLOGIE SPONSORED 45662N10 255 18,140 SH DEFINED 1,2 18,140
INFINITY PPTY & CAS COM 45665Q10 22,484 464,632 SH DEFINED 1,2,5 464,632
INFOCROSSING INC COM 45664X10 4,335 265,977 SH DEFINED 1 265,977
INFOCUS CORP COM 45665B10 109 40,721 SH DEFINED 1,5 40,721
INFORMATICA CORP COM 45666Q10 15,198 1,244,736 SH DEFINED 1,2,5,6 1,244,736
INFORTE CORP COM 45677R10 49 13,074 SH DEFINED 1 13,074
INFOSPACE INC COM NEW 45678T20 13,423 654,451 SH DEFINED 1,2,6 654,451
INFOSYS TECHNOLOGIES SPONSORED 45678810 31,198 571,807 SH DEFINED 1,2,4,5 571,807
INFOUSA INC NEW COM 45681830 11,855 995,366 SH DEFINED 1,2,6 995,366
INFRASOURCE SVCS INC COM 45684P10 8,778 403,237 SH DEFINED 1,2,6 403,237
ING GROEP N V SPONSORED 45683710 6,434 145,661 SH DEFINED 1,2 145,661
INGERSOLL-RAND COMPA CL A G4776G10 273,503 6,989,603 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,989,603
INGLES MKTS INC CL A 45703010 7,579 254,405 SH DEFINED 1,2,5 254,405
INGRAM MICRO INC CL A 45715310 40,422 1,980,499 SH DEFINED 1,2,5,13 1,980,499
INLAND REAL ESTATE C COM NEW 45746120 30,206 1,613,587 SH DEFINED 1,2,3 1,613,587
INNERWORKINGS INC COM 45773Y10 1,473 92,286 SH DEFINED 1 92,286
INNKEEPERS USA TR COM 4576J010 26,784 1,727,983 SH DEFINED 1,2,3,5 1,727,983
INNODATA ISOGEN INC COM NEW 45764220 37 17,200 SH DEFINED 1 17,200
INNOSPEC INC COM 45768S10 17,513 376,213 SH DEFINED 1,2,5 376,213
INNOTRAC CORP COM 45767M10 28 11,000 SH DEFINED 1 11,000
INNOVATIVE SOLUTIONS COM 45769N10 7,156 420,171 SH DEFINED 1,2 420,171
INNOVEX INC COM 45764710 58 33,483 SH DEFINED 1,5 33,483
INPHONIC INC COM 45772G10 4,725 426,021 SH DEFINED 1,6 426,021
INPUT/OUTPUT INC COM 45765210 15,652 1,148,381 SH DEFINED 1,2,6 1,148,381
INSIGHT ENTERPRISES COM 45765U10 18,811 996,874 SH DEFINED 1,2,5,6 996,874
INSITE VISION INC COM 45766010 107 69,300 SH DEFINED 1,2,5 69,300
INSITUFORM TECHNOLOG CL A 45766710 10,928 422,572 SH DEFINED 1,2,6 422,572
INSMED INC COM NEW 45766920 93 105,202 SH DEFINED 1,5 105,202
INSPIRE PHARMACEUTIC COM 45773310 394 62,085 SH DEFINED 1,5 62,085
INSTEEL INDUSTRIES I COM 45774W10 5,785 325,190 SH DEFINED 1,2,5 325,190
INTEGRA BK CORP COM 45814P10 14,849 539,572 SH DEFINED 1,2 539,572
INTEGRA LIFESCIENCES COM NEW 45798520 21,536 505,664 SH DEFINED 1,2,6 505,664
INTEGRAL SYS INC MD COM 45810H10 3,564 153,831 SH DEFINED 1 153,831
INTEGRATED ALARM SVC COM 45890M10 188 57,865 SH DEFINED 1,5 57,865
INTEGRATED DEVICE TE COM 45811810 46,102 2,978,161 SH DEFINED 1,2,5,12,13 2,978,161
INTEGRATED ELECTRICA COM 45811E30 3,361 188,929 SH DEFINED 1,5 188,929
INTEGRATED SILICON S COM 45812P10 273 47,469 SH DEFINED 1,5 47,469
INTEL CORP COM 45814010 3,503,025 172,988,885 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 172,988,885
INTER PARFUMS INC COM 45833410 1,143 59,543 SH DEFINED 1 59,543
INTER TEL INC COM 45837210 7,974 359,834 SH DEFINED 1,2 359,834
INTERACTIVE DATA COR COM 45840J10 15,997 665,420 SH DEFINED 1,2,5,6 665,420
INTERACTIVE INTELLIG COM 45839M10 638 28,479 SH DEFINED 1,5 28,479
INTERCHANGE FINL SVC COM 45844710 5,920 257,495 SH DEFINED 1,2 257,495
INTERCONTINENTAL HTL SPONS ADR 45857P20 15,132 599,293 SH DEFINED 1 599,293
INTERCONTINENTALEXCH COM 45865V10 42,435 393,277 SH DEFINED 1,2,5 393,277
INTERDIGITAL COMMUNI COM 45866A10 36,108 1,076,236 SH DEFINED 1,2,5,6 1,076,236
INTERFACE INC CL A 45866510 12,113 851,826 SH DEFINED 1,2,5,6 851,826
INTERLEUKIN GENETICS COM 45873810 87 14,900 SH DEFINED 1 14,900
INTERLINE BRANDS INC COM 45874310 9,284 413,160 SH DEFINED 1,2 413,160
INTERMEC INC COM 45878610 17,634 726,557 SH DEFINED 1,2,5,6 726,557
INTERMUNE INC COM 45884X10 13,572 441,367 SH DEFINED 1,2,5,6 441,367
INTERNAP NETWORK SVC COM PAR $. 45885A30 8,635 434,580 SH DEFINED 1,2,5,6 434,580
INTERNATIONAL ALUM C COM 45888410 212 4,353 SH DEFINED 1 4,353
INTERNATIONAL ASSETS COM 45902810 434 15,100 SH DEFINED 1,2 15,100
INTERNATIONAL BANCSH COM 45904410 23,274 752,968 SH DEFINED 1,2,5 752,968
INTERNATIONAL BUSINE COM 45920010 6,524,947 67,163,633 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 67,163,633
INTERNATIONAL COAL G COM 45928H10 8,872 1,627,880 SH DEFINED 1,2,6 1,627,880
INTERNATIONAL FLAVOR COM 45950610 120,642 2,454,076 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,454,076
INTERNATIONAL GAME T COM 45990210 418,073 9,049,207 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,049,207
INTERNATIONAL PWR PL SPONSORED 46018M10 552 7,277 SH DEFINED 1 7,277
INTERNATIONAL RECTIF COM 46025410 45,649 1,184,757 SH DEFINED 1,2,5,12,13 1,184,757
INTERNATIONAL SHIPHO COM NEW 46032120 136 10,100 SH DEFINED 1 10,100
INTERNATIONAL SPEEDW CL A 46033520 28,632 560,963 SH DEFINED 1,2,5,13 560,963
INTERNET CAP GROUP I COM NEW 46059C20 5,954 580,293 SH DEFINED 1,2 580,293
INTERPHARM HLDGS INC COM 46058810 22 10,400 SH DEFINED 1 10,400
INTERPOOL INC COM 46062R10 3,735 159,894 SH DEFINED 1,2 159,894
INTERPUBLIC GROUP CO COM 46069010 144,276 11,787,276 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 11,787,276
INTERSIL CORP CL A 46069S10 62,807 2,625,714 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,625,714
INTERSTATE HOTELS & COM 46088S10 1,169 156,643 SH DEFINED 1,2,5 156,643
INTERVEST BANCSHARES CL A 46092710 2,547 74,024 SH DEFINED 1,2 74,024
INTERVOICE INC NEW COM 46114210 5,256 686,102 SH DEFINED 1,2,5,6 686,102
INTERWOVEN INC COM NEW 46114T50 14,377 980,046 SH DEFINED 1,2,5 980,046
INTEVAC INC COM 46114810 7,668 295,491 SH DEFINED 1,2,5 295,491
INTL PAPER CO COM 46014610 971,995 28,504,264 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 28,504,264
INTL SECS EXCHANGE H CL A 46031W20 27,493 587,579 SH DEFINED 1,2,6 587,579
INTRALASE CORP COM 46116910 6,509 290,820 SH DEFINED 1,6 290,820
INTROGEN THERAPEUTIC COM 46119F10 57 12,855 SH DEFINED 1 12,855
INTUIT COM 46120210 345,153 11,312,770 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 11,312,770
INTUITIVE SURGICAL I COM NEW 46120E60 59,329 618,658 SH DEFINED 1,2,5,12,13 618,658
INVACARE CORP COM 46120310 12,719 518,096 SH DEFINED 1,2,5 518,096
INVENTIV HEALTH INC COM 46122E10 14,283 404,038 SH DEFINED 1,2,6 404,038
INVERNESS MED INNOVA COM 46126P10 17,280 446,505 SH DEFINED 1,2,5,6 446,505
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
INVESTMENT TECHNOLOG COM 46145F10 23,982 559,281 SH DEFINED 1,2,5,6 559,281
INVESTOOLS INC COM 46145P10 14,799 1,073,204 SH DEFINED 1,2,5,6 1,073,204
INVESTORS BANCORP IN COM 46146P10 11,293 717,902 SH DEFINED 1,2,6 717,902
INVESTORS FINL SERVI COM 46191510 56,519 1,324,571 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,324,571
INVESTORS REAL ESTAT SH BEN INT 46173010 7,997 779,431 SH DEFINED 1,2,3,5 779,431
INVESTORS TITLE CO COM 46180410 235 4,400 SH DEFINED 1 4,400
INVITROGEN CORP COM 46185R10 61,947 1,094,668 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,094,668
IOMEGA CORP COM NEW 46203030 257 72,871 SH DEFINED 1,5 72,871
ION MEDIA NETWORKS I CL A 46205A10 18 35,781 SH DEFINED 1 35,781
IONATRON INC COM 46207010 1,736 423,467 SH DEFINED 1,2,6 423,467
IOWA TELECOMM SERVIC COM 46259420 10,626 539,114 SH DEFINED 1,2 539,114
IPASS INC COM 46261V10 7,607 1,293,708 SH DEFINED 1,2,6 1,293,708
IPC HLDGS LTD ORD G4933P10 3,218 102,319 SH DEFINED 1,2,5 102,319
IPCS INC COM NEW 44980Y30 12,151 219,497 SH DEFINED 1,2,6 219,497
IRELAND BK SPONSORED 46267Q10 947 10,278 SH DEFINED 1 10,278
IRIS INTL INC COM 46270W10 2,816 222,640 SH DEFINED 1,2 222,640
IROBOT CORP COM 46272610 2,843 157,434 SH DEFINED 1,2,6 157,434
IRON MTN INC COM 46284610 62,755 1,518,033 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,518,033
IRSA INVERSIONES Y R GLOBL DEP 45004720 494 29,208 SH DEFINED 1 29,208
IRVINE SENSORS CORP COM NEW 46366450 23 11,424 SH DEFINED 1 11,424
IRWIN FINL CORP COM 46411910 14,275 630,810 SH DEFINED 1,2 630,810
ISHARES INC MSCI S KOR 46428677 10,819 219,000 SH DEFINED 2 219,000
ISHARES TR RUSSELL 20 46428765 1,605 20,575 SH DEFINED 1 20,575
ISHARES TR RUSSELL 30 46428768 691 8,426 SH DEFINED 1 8,426
ISILON SYS INC COM 46432L10 205 7,500 SH DEFINED 1 7,500
ISIS PHARMACEUTICALS COM 46433010 11,995 1,078,686 SH DEFINED 1,2,5,6 1,078,686
ISLE OF CAPRI CASINO COM 46459210 5,942 223,568 SH DEFINED 1,2,5,6 223,568
ISOLAGEN INC COM 46488N10 197 67,100 SH DEFINED 2,5 67,100
ISTA PHARMACEUTICALS COM NEW 45031X20 190 26,700 SH DEFINED 1 26,700
ISTAR FINL INC COM 45031U10 87,819 1,836,449 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,836,449
ITC HLDGS CORP COM 46568510 10,077 252,566 SH DEFINED 1,2,6 252,566
ITLA CAP CORP COM 45056510 7,879 136,050 SH DEFINED 1,2 136,050
ITRON INC COM 46574110 24,389 470,461 SH DEFINED 1,2,6 470,461
ITT CORP NEW COM 45091110 270,653 4,763,346 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,763,346
ITT EDUCATIONAL SERV COM 45068B10 88,620 1,335,248 SH DEFINED 1,2,5,6,12,13 1,335,248
IXIA COM 45071R10 6,275 653,688 SH DEFINED 1,2,6 653,688
IXYS CORP COM 46600W10 4,385 492,681 SH DEFINED 1,5,6 492,681
J & J SNACK FOODS CO COM 46603210 10,464 252,743 SH DEFINED 1,2 252,743
J ALEXANDER CORP COM 46609610 168 18,800 SH DEFINED 1 18,800
J CREW GROUP INC COM 46612H40 12,435 322,567 SH DEFINED 1,2,6 322,567
J2 GLOBAL COMMUNICAT COM NEW 46626E20 27,204 998,308 SH DEFINED 1,2,6 998,308
JABIL CIRCUIT INC COM 46631310 124,160 5,057,433 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,057,433
JACK IN THE BOX INC COM 46636710 43,043 705,156 SH DEFINED 1,2,5,6 705,156
JACKSON HEWITT TAX S COM 46820210 17,742 522,297 SH DEFINED 1,2,6 522,297
JACLYN INC COM 46977210 165 14,800 SH DEFINED 1 14,800
JACO ELECTRS INC COM 46978310 65 19,600 SH DEFINED 1 19,600
JACOBS ENGR GROUP IN COM 46981410 91,251 1,119,097 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,119,097
JACUZZI BRANDS INC COM 46986510 14,652 1,178,771 SH DEFINED 1,2,6 1,178,771
JAKKS PAC INC COM 47012E10 9,436 432,041 SH DEFINED 1,2 432,041
JAMES HARDIE INDS N SPONSORED 47030M10 361 9,565 SH DEFINED 1 9,565
JAMES RIV GROUP INC COM 47035910 5,249 162,417 SH DEFINED 1,2,6 162,417
JAMES RIVER COAL CO COM NEW 47035520 1,946 209,708 SH DEFINED 1,2 209,708
JANUS CAP GROUP INC COM 47102X10 129,004 5,975,195 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,975,195
JARDEN CORP COM 47110910 44,948 1,291,973 SH DEFINED 1,2,6,10 1,291,973
JDA SOFTWARE GROUP I COM 46612K10 6,735 489,109 SH DEFINED 1,2,6 489,109
JDS UNIPHASE CORP COM PAR $0 46612J50 93,333 5,602,222 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,602,222
JEFFERIES GROUP INC COM 47231910 42,656 1,590,462 SH DEFINED 1,2,5,6,13 1,590,462
JER INVT TR INC COM 46614H30 10,582 511,969 SH DEFINED 1,2 511,969
JETBLUE AWYS CORP COM 47714310 50,430 3,551,385 SH DEFINED 1,2,5,6,13 3,551,385
JO-ANN STORES INC COM 47758P30 9,447 384,020 SH DEFINED 1,2 384,020
JOHNSON & JOHNSON COM 47816010 8,270,986 125,280,009 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 125,280,009
JOHNSON CTLS INC COM 47836610 425,326 4,950,251 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,950,251
JONES APPAREL GROUP COM 48007410 145,283 4,345,898 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,345,898
JONES LANG LASALLE I COM 48020Q10 36,403 394,955 SH DEFINED 1,2,5,6 394,955
JONES SODA CO COM 48023P10 3,080 250,371 SH DEFINED 1 250,371
JOS A BANK CLOTHIERS COM 48083810 11,202 381,661 SH DEFINED 1,2,5,6 381,661
JOURNAL COMMUNICATIO CL A 48113010 7,746 614,242 SH DEFINED 1,2 614,242
JOURNAL REGISTER CO COM 48113810 4,684 641,696 SH DEFINED 1,2,5 641,696
JOY GLOBAL INC COM 48116510 103,494 2,140,955 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,140,955
JP MORGAN CHASE & CO COM 46625H10 5,362,664 111,028,247 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 111,028,247
JUNIPER NETWORKS INC COM 48203R10 281,186 14,846,129 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 14,846,129
JUPITERMEDIA CORP COM 48207D10 2,429 306,641 SH DEFINED 1,2,6 306,641
K & F INDS HLDGS INC COM 48224110 6,934 305,337 SH DEFINED 1,2,6 305,337
K TRON INTL INC COM 48273010 358 4,800 SH DEFINED 1 4,800
K V PHARMACEUTICAL C CL A 48274020 12,771 537,056 SH DEFINED 1,2,5,6 537,056
K2 INC COM 48273210 11,800 894,639 SH DEFINED 1,2 894,639
KADANT INC COM 48282T10 7,240 296,957 SH DEFINED 1,2 296,957
KAISER ALUMINUM CORP COM PAR $0 48300770 876 15,651 SH DEFINED 1,2 15,651
KAMAN CORP COM 48354810 12,943 578,088 SH DEFINED 1,2 578,088
KANBAY INTL INC COM 48369P20 12,772 443,918 SH DEFINED 1,2,6 443,918
KANSAS CITY LIFE INS COM 48483610 4,564 91,143 SH DEFINED 1,2 91,143
KANSAS CITY SOUTHERN COM NEW 48517030 36,865 1,272,090 SH DEFINED 1,2,5,6,10 1,272,090
KAYDON CORP COM 48658710 17,846 449,073 SH DEFINED 1,2,5,6 449,073
KB HOME COM 48666K10 129,086 2,517,274 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,517,274
KBR INC COM 48242W10 3,754 143,517 SH DEFINED 1,2 143,517
KBW INC COM 48242310 1,554 52,862 SH DEFINED 1,2 52,862
KEANE INC COM 48666510 9,153 768,500 SH DEFINED 1,2,5,6 768,500
KEARNY FINL CORP COM 48716910 5,022 312,707 SH DEFINED 1,2 312,707
KEITHLEY INSTRS INC COM 48758410 220 16,724 SH DEFINED 1 16,724
KELLOGG CO COM 48783610 368,386 7,358,886 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,358,886
KELLWOOD CO COM 48804410 19,649 604,199 SH DEFINED 1,2,5 604,199
KELLY SVCS INC CL A 48815220 12,308 425,304 SH DEFINED 1,2,5,6,13 425,304
KEMET CORP COM 48836010 13,250 1,815,108 SH DEFINED 1,2,5,13 1,815,108
KENDLE INTERNATIONAL COM 48880L10 5,513 175,308 SH DEFINED 1 175,308
KENEXA CORP COM 48887910 8,315 249,991 SH DEFINED 1,2,6 249,991
KENNAMETAL INC COM 48917010 34,631 588,470 SH DEFINED 1,2,5,13 588,470
KENSEY NASH CORP COM 49005710 9,073 285,312 SH DEFINED 1,2,6 285,312
KERYX BIOPHARMACEUTI COM 49251510 7,835 589,092 SH DEFINED 1,2,6 589,092
KEYCORP NEW COM 49326710 456,065 11,992,252 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 11,992,252
KEYNOTE SYS INC COM 49330810 301 28,411 SH DEFINED 1 28,411
KEYSPAN CORP COM 49337W10 238,457 5,790,604 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,790,604
KEYSTONE AUTOMOTIVE COM 49338N10 7,648 224,999 SH DEFINED 1,2,6 224,999
KFORCE INC COM 49373210 8,813 724,132 SH DEFINED 1,2,5,6 724,132
KILROY RLTY CORP COM 49427F10 47,124 604,158 SH DEFINED 1,2,3,5 604,158
KIMBALL INTL INC CL B 49427410 16,715 687,853 SH DEFINED 1,2,5 687,853
KIMBERLY CLARK CORP COM 49436810 972,687 14,314,753 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 14,314,753
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
KIMCO REALTY CORP COM 49446R10 367,963 8,186,047 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 8,186,047
KINDER MORGAN ENERGY UT LTD PAR 49455010 7,987 166,746 SH DEFINED 1,2 166,746
KINDER MORGAN INC KA COM 49455P10 358,001 3,385,356 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,385,356
KINDER MORGAN MANAGE SHS 49455U10 3,187 69,763 SH DEFINED 1,2,5 69,763
KINDRED HEALTHCARE I COM 49458010 12,035 476,625 SH DEFINED 1,2,5 476,625
KINETIC CONCEPTS INC COM NEW 49460W20 20,486 517,971 SH DEFINED 1,2,5,12 517,971
KING PHARMACEUTICALS COM 49558210 182,112 11,439,222 SH DEFINED 1,2,5,6,7,10,12,
13,14 11,439,222
KINROSS GOLD CORP COM NO PAR 49690240 526 44,289 SH DEFINED 1,10,13 44,289
KIRBY CORP COM 49726610 19,539 572,485 SH DEFINED 1,2,5,6 572,485
KIRKLANDS INC COM 49749810 116 23,094 SH DEFINED 1 23,094
KITE RLTY GROUP TR COM 49803T10 13,089 702,978 SH DEFINED 1,2,3 702,978
KKR FINL CORP COM 48247630 31,998 1,194,403 SH DEFINED 1,2 1,194,403
KLA-TENCOR CORP COM 48248010 260,344 5,233,037 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,233,037
KMG AMER CORP COM 48256310 193 20,100 SH DEFINED 1 20,100
KNBT BANCORP INC COM 48292110 7,984 477,234 SH DEFINED 1,2 477,234
KNIGHT CAPITAL GROUP CL A 49900510 36,361 1,896,761 SH DEFINED 1,2,5,6 1,896,761
KNIGHT TRANSN INC COM 49906410 19,971 1,171,348 SH DEFINED 1,2,5,6 1,171,348
KNOLL INC COM NEW 49890420 9,924 451,071 SH DEFINED 1,2,6 451,071
KNOLOGY INC COM 49918380 516 48,500 SH DEFINED 1,2,5 48,500
KNOT INC COM 49918410 7,313 278,682 SH DEFINED 1,2,5,6 278,682
KOHLS CORP COM 50025510 834,446 12,194,148 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,194,148
KOMAG INC COM NEW 50045320 23,134 610,723 SH DEFINED 1,2,5,6 610,723
KONINKLIJKE AHOLD N SPON ADR N 50046730 738 69,749 SH DEFINED 1,2 69,749
KONINKLIJKE PHILIPS NY REG SH 50047230 3,356 89,290 SH DEFINED 1,2 89,290
KOOKMIN BK NEW SPONSORED 50049M10 62,308 772,667 SH DEFINED 1,2,4,5 772,667
KOPIN CORP COM 50060010 4,050 1,134,455 SH DEFINED 1,2,5,6 1,134,455
KOPPERS HOLDINGS INC COM 50060P10 3,501 134,308 SH DEFINED 1 134,308
KOREA ELECTRIC PWR SPONSORED 50063110 2,156 94,917 SH DEFINED 1,2 94,917
KORN FERRY INTL COM NEW 50064320 26,104 1,136,924 SH DEFINED 1,2,5,6,13 1,136,924
KOSAN BIOSCIENCES IN COM 50064W10 377 67,912 SH DEFINED 1,2,5 67,912
KRAFT FOODS INC CL A 50075N10 226,113 6,333,701 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,333,701
KRISPY KREME DOUGHNU COM 50101410 9,763 879,507 SH DEFINED 1,2,5,6 879,507
KROGER CO COM 50104410 566,903 24,573,169 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 24,573,169
KRONOS INC COM 50105210 20,204 549,910 SH DEFINED 1,2,5,6 549,910
KRONOS WORLDWIDE INC COM 50105F10 1,610 49,445 SH DEFINED 1,2 49,445
K-SWISS INC CL A 48268610 24,152 785,699 SH DEFINED 1,2,6 785,699
KT CORP SPONSORED 48268K10 7,097 279,945 SH DEFINED 1,2,5,7 279,945
KUBOTA CORP ADR 50117320 1,055 22,698 SH DEFINED 1,2 22,698
KULICKE & SOFFA INDS COM 50124210 8,281 985,873 SH DEFINED 1,2,5,6 985,873
KVH INDS INC COM 48273810 192 18,126 SH DEFINED 1 18,126
KYOCERA CORP ADR 50155620 1,439 15,163 SH DEFINED 1,2 15,163
KYPHON INC COM 50157710 29,454 729,063 SH DEFINED 1,2,5,6 729,063
L S B BANCSHARES N C COM 50215810 176 10,400 SH DEFINED 1 10,400
L-1 IDENTITY SOLUTIO COM 50212A10 14,916 985,846 SH DEFINED 1,2,6 985,846
L-3 COMMUNICATIONS H COM 50242410 253,878 3,104,401 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,104,401
LA Z BOY INC COM 50533610 14,879 1,253,508 SH DEFINED 1,2,5 1,253,508
LABOR READY INC COM NEW 50540120 18,215 993,742 SH DEFINED 1,2,5,6 993,742
LABORATORY CORP AMER COM NEW 50540R40 317,890 4,326,794 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,326,794
LABRANCHE & CO INC COM 50544710 11,444 1,164,172 SH DEFINED 1,2,5 1,164,172
LACLEDE GROUP INC COM 50559710 14,238 406,458 SH DEFINED 1,2,5 406,458
LADISH INC COM NEW 50575420 7,432 200,434 SH DEFINED 1 200,434
LAFARGE COPPEE S A SPON ADR N 50586140 894 24,035 SH DEFINED 1 24,035
LAIDLAW INTL INC COM 50730R10 29,769 978,279 SH DEFINED 1,2,5,10,14 978,279
LAKELAND BANCORP INC COM 51163710 4,152 278,661 SH DEFINED 1,2 278,661
LAKELAND FINL CORP COM 51165610 6,619 259,270 SH DEFINED 1,2 259,270
LAKELAND INDS INC COM 51179510 142 10,433 SH DEFINED 1 10,433
LAKES ENTMNT INC COM 51206P10 3,743 346,909 SH DEFINED 1,2,5 346,909
LAM RESEARCH CORP COM 51280710 272,879 5,390,726 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,390,726
LAMAR ADVERTISING CO CL A 51281510 67,568 1,033,307 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,033,307
LAMSON & SESSIONS CO COM 51369610 4,632 190,927 SH DEFINED 1,5 190,927
LAN AIRLINES S A SPONSORED 50172310 629 11,434 SH DEFINED 1,5 11,434
LANCASTER COLONY COR COM 51384710 24,237 546,992 SH DEFINED 1,2,5,13 546,992
LANCE INC COM 51460610 9,267 461,481 SH DEFINED 1,2 461,481
LANDAMERICA FINL GRO COM 51493610 22,817 361,551 SH DEFINED 1,2,5 361,551
LANDAUER INC COM 51476K10 8,790 167,516 SH DEFINED 1,2 167,516
LANDEC CORP COM 51476610 321 29,811 SH DEFINED 1 29,811
LANDRYS RESTAURANTS COM 51508L10 7,938 263,799 SH DEFINED 1,2 263,799
LANDSTAR SYS INC COM 51509810 29,417 770,484 SH DEFINED 1,2,5,6 770,484
LAS VEGAS SANDS CORP COM 51783410 144,710 1,617,232 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,617,232
LASALLE HOTEL PPTYS COM SH BEN 51794210 53,739 1,172,061 SH DEFINED 1,2,3,5 1,172,061
LASERCARD CORP COM 51807U10 194 18,216 SH DEFINED 1,5 18,216
LATTICE SEMICONDUCTO COM 51841510 15,650 2,415,158 SH DEFINED 1,2,5,6,13 2,415,158
LAUDER ESTEE COS INC CL A 51843910 160,212 3,924,850 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,924,850
LAUREATE EDUCATION I COM 51861310 38,611 793,967 SH DEFINED 1,2,5,6,12,13 793,967
LAWSON PRODS INC COM 52077610 7,429 161,897 SH DEFINED 1,2 161,897
LAWSON SOFTWARE INC COM 52078P10 14,849 2,009,279 SH DEFINED 1,2 2,009,279
LAYNE CHRISTENSEN CO COM 52105010 5,309 161,704 SH DEFINED 1 161,704
LAZARD LTD SHS A G5405010 3,319 70,119 SH DEFINED 1,2 70,119
LCA-VISION INC COM PAR $. 50180330 9,901 288,165 SH DEFINED 1,2,6 288,165
LEAP WIRELESS INTL I COM NEW 52186330 24,004 403,624 SH DEFINED 1,2,5,6,12 403,624
LEAPFROG ENTERPRISES CL A 52186N10 5,028 530,432 SH DEFINED 1,2,5,6 530,432
LEAR CORP COM 52186510 52,978 1,794,033 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,794,033
LEARNING TREE INTL I COM 52201510 188 21,175 SH DEFINED 1,2 21,175
LECG CORP COM 52323410 5,785 313,054 SH DEFINED 1,2,6 313,054
LECROY CORP COM 52324W10 122 10,600 SH DEFINED 1 10,600
LEE ENTERPRISES INC COM 52376810 32,002 1,030,317 SH DEFINED 1,2,6,13 1,030,317
LEGG MASON INC COM 52490110 336,486 3,540,090 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,540,090
LEGGETT & PLATT INC COM 52466010 141,569 5,923,378 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,923,378
LEHMAN BROS HLDGS IN COM 52490810 1,308,645 16,751,730 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 16,751,730
LENNAR CORP CL A 52605710 210,586 4,014,229 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,014,229
LENNOX INTL INC COM 52610710 17,796 581,381 SH DEFINED 1,2,5 581,381
LENOX GROUP INC COM 52626210 130 20,299 SH DEFINED 1,5 20,299
LESCO INC OHIO COM 52687210 106 12,290 SH DEFINED 1 12,290
LEUCADIA NATL CORP COM 52728810 82,084 2,910,783 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,910,783
LEVEL 3 COMMUNICATIO COM 52729N10 62,394 11,141,702 SH DEFINED 1,2,5,12 11,141,702
LEVITT CORP CL A 52742P10 5,427 443,403 SH DEFINED 1,2,5 443,403
LEXICON GENETICS INC COM 52887210 5,050 1,399,001 SH DEFINED 1,2,5 1,399,001
LEXINGTON CORP PPTYS COM 52904310 19,118 852,705 SH DEFINED 1,2,3,5 852,705
LEXMARK INTL NEW CL A 52977110 536,782 7,333,094 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,333,094
LG PHILIP LCD CO LTD SPONS ADR 50186V10 334 22,180 SH DEFINED 1,2,4 22,180
LHC GROUP INC COM 50187A10 5,764 202,180 SH DEFINED 1,2 202,180
LIBBEY INC COM 52989810 260 21,075 SH DEFINED 1 21,075
LIBERTY GLOBAL INC COM SER A 53055510 113,157 3,881,879 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,881,879
LIBERTY GLOBAL INC COM SER C 53055530 44,938 1,604,937 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,604,937
LIBERTY MEDIA HLDG C INT COM SE 53071M10 182,366 8,454,619 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,454,619
LIBERTY MEDIA HLDG C CAP COM SE 53071M30 204,220 2,084,304 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,084,304
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
LIBERTY PPTY TR SH BEN INT 53117210 122,401 2,490,866 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 2,490,866
LIFE TIME FITNESS IN COM 53217R20 19,885 409,919 SH DEFINED 1,2,6 409,919
LIFECELL CORP COM 53192710 11,810 489,245 SH DEFINED 1,2,6 489,245
LIFECORE BIOMEDICAL COM 53218710 230 12,875 SH DEFINED 1 12,875
LIFEPOINT HOSPITALS COM 53219L10 28,849 856,063 SH DEFINED 1,2,5,13 856,063
LIFETIME BRANDS INC COM 53222Q10 2,243 136,504 SH DEFINED 1 136,504
LIFEWAY FOODS INC COM 53191410 199 21,300 SH DEFINED 1 21,300
LIGAND PHARMACEUTICA CL B 53220K20 2,621 239,356 SH DEFINED 1,2,6 239,356
LIGHTBRIDGE INC COM 53222610 6,127 452,495 SH DEFINED 1,2 452,495
LILLY ELI & CO COM 53245710 1,380,761 26,502,130 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 26,502,130
LIMITED BRANDS INC COM 53271610 267,259 9,234,935 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,234,935
LIN TV CORP CL A 53277410 7,170 720,565 SH DEFINED 1,2,6 720,565
LINCARE HLDGS INC COM 53279110 83,008 2,083,533 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,083,533
LINCOLN EDL SVCS COR COM 53353510 644 47,705 SH DEFINED 1,2 47,705
LINCOLN ELEC HLDGS I COM 53390010 38,129 631,070 SH DEFINED 1,2,5,12,13 631,070
LINCOLN NATL CORP IN COM 53418710 575,245 8,663,323 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,663,323
LINEAR TECHNOLOGY CO COM 53567810 249,275 8,221,479 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,221,479
LINN ENERGY LLC UNIT 99/99 53602010 492 15,405 SH DEFINED 1,2 15,405
LINSAY CORPORATION COM 53555510 5,985 183,307 SH DEFINED 1,2,5 183,307
LIONBRIDGE TECHNOLOG COM 53625210 5,483 851,443 SH DEFINED 1,2,6 851,443
LIQUIDITY SERVICES I COM 53635B10 1,867 108,467 SH DEFINED 1 108,467
LITHIA MTRS INC CL A 53679710 6,921 240,637 SH DEFINED 1,2,5 240,637
LITTELFUSE INC COM 53700810 18,380 576,526 SH DEFINED 1,2,6 576,526
LIVE NATION INC COM 53803410 28,115 1,255,115 SH DEFINED 1,2,5,6 1,255,115
LIVEPERSON INC COM 53814610 200 38,189 SH DEFINED 1 38,189
LIZ CLAIBORNE INC COM 53932010 145,742 3,353,482 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,353,482
LKQ CORP COM 50188920 18,230 792,966 SH DEFINED 1,2,6 792,966
LLOYDS TSB GROUP PLC SPONSORED 53943910 3,301 72,831 SH DEFINED 1,2 72,831
LOCKHEED MARTIN CORP COM 53983010 7,287,601 79,152,828 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 79,152,828
LODGENET ENTMT CORP COM 54021110 11,369 454,198 SH DEFINED 1,2 454,198
LODGIAN INC COM PAR $. 54021P40 4,986 366,641 SH DEFINED 1,2 366,641
LOEWS CORP COM 54042410 417,895 10,077,047 SH DEFINED 1,2,5,6,10,12,13 10,077,047
LOEWS CORP CAROLNA GP 54042420 207,121 3,200,259 SH DEFINED 1,2,5,7,10 3,200,259
LOGILITY INC COM 54140Y10 372 46,900 SH DEFINED 1,2 46,900
LO-JACK CORP COM 53945110 4,418 258,659 SH DEFINED 1,2 258,659
LONE STAR TECHNOLOGI COM 54231210 31,245 645,429 SH DEFINED 1,2,6 645,429
LONGS DRUG STORES CO COM 54316210 20,125 474,864 SH DEFINED 1,2,5,6 474,864
LONGVIEW FIBRE CO COM 54321310 29,594 1,348,243 SH DEFINED 1,2,5,13 1,348,243
LOOKSMART LTD COM NEW 54344250 98 22,060 SH DEFINED 1,2 22,060
LORAL SPACE & COMMUN COM 54388110 5,906 145,042 SH DEFINED 1,2 145,042
LOUISIANA PAC CORP COM 54634710 60,672 2,818,031 SH DEFINED 1,2,5,7,8,12,13 2,818,031
LOWES COS INC COM 54866110 3,329,801 106,895,699 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 106,895,699
LSB INDS INC COM 50216010 234 20,248 SH DEFINED 1 20,248
LSI INDS INC COM 50216C10 6,223 313,513 SH DEFINED 1,2 313,513
LSI LOGIC CORP COM 50216110 114,364 12,707,063 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,707,063
LTC PPTYS INC COM 50217510 11,842 433,598 SH DEFINED 1,2,3,5 433,598
LTX CORP COM 50239210 4,907 876,248 SH DEFINED 1,2,5 876,248
LUBRIZOL CORP COM 54927110 155,012 3,092,206 SH DEFINED 1,2,5,10,13 3,092,206
LUBYS INC COM 54928210 4,279 392,886 SH DEFINED 1,2 392,886
LUFKIN INDS INC COM 54976410 12,032 207,164 SH DEFINED 1,2,6 207,164
LUMINENT MTG CAP INC COM 55027830 10,060 1,036,030 SH DEFINED 1,2 1,036,030
LUMINEX CORP DEL COM 55027E10 8,854 697,149 SH DEFINED 1,2,5 697,149
LUXOTTICA GROUP S P SPONSORED 55068R20 19,881 648,236 SH DEFINED 1 648,236
LYDALL INC DEL COM 55081910 292 27,035 SH DEFINED 1 27,035
LYONDELL CHEMICAL CO COM 55207810 173,744 6,794,851 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,794,851
M & F WORLDWIDE CORP COM 55254110 5,271 208,666 SH DEFINED 1,2 208,666
M & T BK CORP COM 55261F10 253,742 2,077,127 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,077,127
M D C HLDGS INC COM 55267610 44,549 780,884 SH DEFINED 1,2,5,13 780,884
M/I HOMES INC COM 55305B10 7,050 184,603 SH DEFINED 1,2 184,603
MACATAWA BK CORP COM 55422510 4,890 229,988 SH DEFINED 1 229,988
MACDERMID INC COM 55427310 15,286 448,267 SH DEFINED 1,2,5,6 448,267
MACERICH CO COM 55438210 171,549 1,981,622 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 1,981,622
MAC-GRAY CORP COM 55415310 125 10,500 SH DEFINED 1 10,500
MACK CALI RLTY CORP COM 55448910 78,232 1,533,955 SH DEFINED 1,2,3,5,13 1,533,955
MACQUARIE INFRASTRUC SH BEN INT 55607X10 1,462 41,194 SH DEFINED 1,2 41,194
MACROVISION CORP COM 55590410 36,609 1,295,420 SH DEFINED 1,2,5,6,13 1,295,420
MADDEN STEVEN LTD COM 55626910 15,553 443,226 SH DEFINED 1,2,5,6 443,226
MAF BANCORP INC COM 55261R10 26,281 588,072 SH DEFINED 1,2,5 588,072
MAGELLAN HEALTH SVCS COM NEW 55907920 25,736 595,472 SH DEFINED 1,2,6 595,472
MAGELLAN MIDSTREAM H COM LP INT 55907R10 560 25,116 SH DEFINED 1,2 25,116
MAGELLAN MIDSTREAM P COM UNIT R 55908010 3,278 84,932 SH DEFINED 1,2 84,932
MAGMA DESIGN AUTOMAT COM 55918110 6,793 760,639 SH DEFINED 1,2 760,639
MAGNA ENTMT CORP CL A 55921110 2,607 578,071 SH DEFINED 1,5,6 578,071
MAGNA INTL INC CL A 55922240 886 10,994 SH DEFINED 1 10,994
MAGNETEK INC COM 55942410 283 50,106 SH DEFINED 1,5 50,106
MAGUIRE PPTYS INC COM 55977510 37,318 932,941 SH DEFINED 1,2,3,5 932,941
MAGYAR TELEKOM TELEC SPONSORED 55977610 275 9,853 SH DEFINED 1 9,853
MAHANAGAR TEL NIGAM SPONS ADR 55977840 65 10,229 SH DEFINED 5 10,229
MAIDENFORM BRANDS IN COM 56030510 9,530 525,946 SH DEFINED 1,2 525,946
MAINSOURCE FINANCIAL COM 56062Y10 5,299 312,792 SH DEFINED 1,2 312,792
MAJESCO ENTERTAINMEN COM NEW 56069020 29 21,650 SH DEFINED 1 21,650
MAKITA CORP ADR NEW 56087730 365 11,729 SH DEFINED 1,2 11,729
MANAGEMENT NETWORK G COM 56169310 26 16,180 SH DEFINED 1 16,180
MANHATTAN ASSOCS INC COM 56275010 25,826 858,593 SH DEFINED 1,2,5,6 858,593
MANITOWOC INC COM 56357110 37,107 624,376 SH DEFINED 1,2,5,6,12 624,376
MANNATECH INC COM 56377110 9,142 620,670 SH DEFINED 1,2,6 620,670
MANNKIND CORP COM 56400P20 6,457 391,572 SH DEFINED 1,2,6 391,572
MANOR CARE INC NEW COM 56405510 100,223 2,136,049 SH DEFINED 1,2,5,6,10,12,13 2,136,049
MANPOWER INC COM 56418H10 167,178 2,231,124 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,231,124
MANTECH INTL CORP CL A 56456310 19,018 516,369 SH DEFINED 1,2,6 516,369
MANULIFE FINL CORP COM 56501R10 9,420 278,795 SH DEFINED 1,5,13,14 278,795
MAPINFO CORP COM 56510510 4,412 338,062 SH DEFINED 1,2,5 338,062
MARATHON OIL CORP COM 56584910 1,244,977 13,459,208 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,459,208
MARCHEX INC CL B 56624R10 4,269 319,077 SH DEFINED 1,2,6 319,077
MARCUS CORP COM 56633010 8,390 328,010 SH DEFINED 1,2 328,010
MARINE PRODS CORP COM 56842710 2,272 193,499 SH DEFINED 1,2,6 193,499
MARINEMAX INC COM 56790810 6,360 245,280 SH DEFINED 1,2 245,280
MARINER ENERGY INC COM 56845T30 23,281 1,187,783 SH DEFINED 1,2,5 1,187,783
MARKEL CORP COM 57053510 58,429 121,701 SH DEFINED 1,2,5,12 121,701
MARKETAXESS HLDGS IN COM 57060D10 6,214 457,957 SH DEFINED 1,6 457,957
MARKWEST ENERGY PART UNIT LTD P 57075910 978 16,403 SH DEFINED 1,2 16,403
MARKWEST HYDROCARBON COM 57076210 6,531 134,520 SH DEFINED 1,2 134,520
MARLIN BUSINESS SVCS COM 57115710 3,425 142,540 SH DEFINED 1,2 142,540
MARRIOTT INTL INC NE CL A 57190320 510,818 10,704,480 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,704,480
MARSH & MCLENNAN COS COM 57174810 450,421 14,690,826 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 14,690,826
MARSHALL & ILSLEY CO COM 57183410 304,116 6,321,254 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,321,254
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
MARTEK BIOSCIENCES C COM 57290110 18,199 779,737 SH DEFINED 1,2,5,6,13 779,737
MARTEN TRANS LTD COM 57307510 4,185 224,783 SH DEFINED 1 224,783
MARTHA STEWART LIVIN CL A 57308310 7,642 348,950 SH DEFINED 1,2,6 348,950
MARTIN MARIETTA MATL COM 57328410 133,185 1,281,739 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,281,739
MARVEL ENTERTAINMENT COM 57383T10 31,495 1,170,366 SH DEFINED 1,2,5,6 1,170,366
MARVELL TECHNOLOGY G ORD G5876H10 44,469 2,317,300 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,317,300
MASCO CORP COM 57459910 333,248 11,156,621 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 11,156,621
MASSBANK CORP READ M COM 57615210 231 7,033 SH DEFINED 1,2 7,033
MASSEY ENERGY CORP COM 57620610 28,084 1,208,934 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,208,934
MASTEC INC COM 57632310 7,364 638,170 SH DEFINED 1,2,5 638,170
MASTERCARD INC CL A 57636Q10 51,171 519,553 SH DEFINED 1,2,5 519,553
MATERIAL SCIENCES CO COM 57667410 2,476 191,358 SH DEFINED 1 191,358
MATRIA HEALTHCARE IN COM NEW 57681720 10,185 354,522 SH DEFINED 1,2,5,6 354,522
MATRIX SVC CO COM 57685310 4,559 283,189 SH DEFINED 1,5 283,189
MATSUSHITA ELEC INDL ADR 57687920 2,921 145,391 SH DEFINED 1,2 145,391
MATTEL INC COM 57708110 245,109 10,816,828 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,816,828
MATTHEWS INTL CORP CL A 57712810 22,083 561,199 SH DEFINED 1,2,5,6 561,199
MATTSON TECHNOLOGY I COM 57722310 6,316 677,657 SH DEFINED 1,2,6 677,657
MAUI LD & PINEAPPLE COM 57734510 1,841 54,267 SH DEFINED 1 54,267
MAX RE CAPITAL LTD H SHS G6052F10 1,650 66,484 SH DEFINED 1,2,5 66,484
MAXIM INTEGRATED PRO COM 57772K10 260,305 8,501,133 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,501,133
MAXIMUS INC COM 57793310 9,702 315,201 SH DEFINED 1,2,5 315,201
MAXWELL TECHNOLOGIES COM 57776710 2,797 200,521 SH DEFINED 1 200,521
MAXYGEN INC COM 57777610 5,027 466,742 SH DEFINED 1,2 466,742
MB FINANCIAL INC NEW COM 55264U10 18,606 494,711 SH DEFINED 1,2 494,711
MBIA INC COM 55262C10 330,933 4,529,609 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,529,609
MBT FINL CORP COM 57887710 3,864 252,205 SH DEFINED 1,2 252,205
MCAFEE INC COM 57906410 143,325 5,050,207 SH DEFINED 1,2,5,7,10,12,13,14 5,050,207
MCCLATCHY CO CL A 57948910 32,477 750,056 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 750,056
MCCORMICK & CO INC COM NON VT 57978020 142,159 3,686,705 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,686,705
MCCORMICK & SCHMICKS COM 57979310 3,506 145,833 SH DEFINED 1 145,833
MCDATA CORP CL B 58003110 75 13,680 SH DEFINED 1,5 13,680
MCDATA CORP CL A 58003120 18,614 3,353,941 SH DEFINED 1,2,5,13 3,353,941
MCDERMOTT INTL INC COM 58003710 8,239 161,985 SH DEFINED 1,2,5,12 161,985
MCDONALDS CORP COM 58013510 1,982,652 44,724,840 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 44,724,840
MCG CAPITAL CORP COM 58047P10 22,358 1,100,301 SH DEFINED 1,2 1,100,301
MCGRATH RENTCORP COM 58058910 9,294 303,430 SH DEFINED 1,2 303,430
MCGRAW HILL COS INC COM 58064510 866,767 12,742,829 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,742,829
MCKESSON CORP COM 58155Q10 698,252 13,772,230 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,772,230
MCMORAN EXPLORATION COM 58241110 4,872 342,624 SH DEFINED 1,2,6 342,624
MDU RES GROUP INC COM 55269010 87,911 3,428,685 SH DEFINED 1,2,5,10,12,13 3,428,685
MEADOWBROOK INS GROU COM 58319P10 2,708 273,820 SH DEFINED 1 273,820
MEADWESTVACO CORP COM 58333410 150,756 5,015,161 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,015,161
MEASUREMENT SPECIALT COM 58342110 4,426 204,545 SH DEFINED 1,2 204,545
MECHANICAL TECHNOLOG COM 58353810 71 37,618 SH DEFINED 1,2 37,618
MECHEL OAO SPONSORED 58384010 495 19,411 SH DEFINED 1,2,5 19,411
MEDALLION FINL CORP COM 58392810 2,060 166,559 SH DEFINED 1,2 166,559
MEDAREX INC COM 58391610 28,937 1,956,498 SH DEFINED 1,2,5,6 1,956,498
MEDCATH CORP COM 58404W10 13,396 489,613 SH DEFINED 1,2,6 489,613
MEDCO HEALTH SOLUTIO COM 58405U10 423,847 7,931,260 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,931,260
MEDIA GEN INC CL A 58440410 17,820 479,412 SH DEFINED 1,2,6,13 479,412
MEDIACOM COMMUNICATI CL A 58446K10 6,694 832,631 SH DEFINED 1,2,5,6 832,631
MEDICAL ACTION INDS COM 58449L10 3,483 108,033 SH DEFINED 1 108,033
MEDICAL PPTYS TRUST COM 58463J30 13,372 873,981 SH DEFINED 1,2,3 873,981
MEDICAL STAFFING NET COM 58463F10 211 36,000 SH DEFINED 1,2 36,000
MEDICINES CO COM 58468810 24,696 778,575 SH DEFINED 1,2,5,6 778,575
MEDICIS PHARMACEUTIC CL A NEW 58469030 44,903 1,278,200 SH DEFINED 1,2,5,6,7,13 1,278,200
MEDIFAST INC COM 58470H10 2,020 160,706 SH DEFINED 1,5 160,706
MEDIMMUNE INC COM 58469910 218,670 6,755,324 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,755,324
MEDIS TECHNOLOGIES L COM 58500P10 4,839 278,252 SH DEFINED 1,2,5,6 278,252
MEDIVATION INC COM 58501N10 304 19,200 SH DEFINED 1,2 19,200
MEDTRONIC INC COM 58505510 1,808,895 33,804,802 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 33,804,802
MELLON FINL CORP COM 58551A10 454,818 10,790,466 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,790,466
MEMC ELECTR MATLS IN COM 55271510 123,757 3,161,895 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,161,895
MENS WEARHOUSE INC COM 58711810 29,211 763,489 SH DEFINED 1,2,5 763,489
MENTOR CORP MINN COM 58718810 57,802 1,182,780 SH DEFINED 1,2,5,6,12 1,182,780
MENTOR GRAPHICS CORP COM 58720010 41,953 2,326,838 SH DEFINED 1,2,5,6,13 2,326,838
MERCANTILE BANK CORP COM 58737610 4,500 119,353 SH DEFINED 1,2,5 119,353
MERCANTILE BANKSHARE COM 58740510 106,638 2,279,079 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,279,079
MERCER INTL INC COM 58805610 4,521 380,849 SH DEFINED 1 380,849
MERCK & CO INC COM 58933110 3,106,213 71,243,414 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 71,243,414
MERCURY COMPUTER SYS COM 58937810 4,402 329,471 SH DEFINED 1,2,5 329,471
MERCURY GENL CORP NE COM 58940010 50,579 959,199 SH DEFINED 1,2,5,12,13 959,199
MEREDITH CORP COM 58943310 52,222 926,751 SH DEFINED 1,2,5,6,10,13 926,751
MERGE TECHNOLOGIES I COM 58998110 1,941 295,935 SH DEFINED 1,2,5 295,935
MERIDIAN BIOSCIENCE COM 58958410 7,322 298,475 SH DEFINED 1,2,6 298,475
MERIDIAN GOLD INC COM 58997510 3,603 129,643 SH DEFINED 1,2,12 129,643
MERIDIAN RESOURCE CO COM 58977Q10 3,944 1,276,426 SH DEFINED 1,2,5 1,276,426
MERIT MED SYS INC COM 58988910 10,156 641,144 SH DEFINED 1,2,6 641,144
MERITAGE HOMES CORP COM 59001A10 40,175 841,884 SH DEFINED 1,2,5 841,884
MERIX CORP COM 59004910 336 36,203 SH DEFINED 1,2,5 36,203
MERRILL LYNCH & CO I COM 59018810 7,197,403 77,308,304 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 77,308,304
MESA AIR GROUP INC COM 59047910 4,676 545,665 SH DEFINED 1 545,665
MET PRO CORP COM 59087630 188 12,664 SH DEFINED 1 12,664
METABASIS THERAPEUTI COM 59101M10 1,516 201,617 SH DEFINED 1 201,617
METAL MGMT INC COM NEW 59109720 15,323 404,828 SH DEFINED 1,2 404,828
METALLINE MINING INC COM 59125710 89 24,700 SH DEFINED 1,2 24,700
METHODE ELECTRS INC COM 59152020 7,130 658,319 SH DEFINED 1,2 658,319
METLIFE INC COM 59156R10 1,300,441 22,037,645 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 22,037,645
METRETEK TECHNOLOGIE COM 59159Q10 2,763 224,241 SH DEFINED 1,2,5 224,241
METROCORP BANCSHARES COM 59165010 1,515 71,991 SH DEFINED 1 71,991
METROPOLITAN HEALTH COM 59214210 67 22,000 SH DEFINED 1,5 22,000
METSO CORP SPONSORED 59267110 364 7,214 SH DEFINED 1 7,214
METTLER TOLEDO INTER COM 59268810 102,445 1,299,237 SH DEFINED 1,2,5,6,10,12 1,299,237
MFA MTG INVTS INC COM 55272X10 11,235 1,460,992 SH DEFINED 1,2 1,460,992
MGE ENERGY INC COM 55277P10 12,234 334,445 SH DEFINED 1,2 334,445
MGI PHARMA INC COM 55288010 22,899 1,243,857 SH DEFINED 1,2,5,6 1,243,857
MGIC INVT CORP WIS COM 55284810 147,514 2,358,714 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,358,714
MGM MIRAGE COM 55295310 96,741 1,686,845 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,686,845
MGP INGREDIENTS INC COM 55302G10 2,533 112,040 SH DEFINED 1 112,040
MICREL INC COM 59479310 23,005 2,134,073 SH DEFINED 1,2,5,6,13 2,134,073
MICROCHIP TECHNOLOGY COM 59501710 143,664 4,393,398 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,393,398
MICRON TECHNOLOGY IN COM 59511210 348,474 24,962,295 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 24,962,295
MICROS SYS INC COM 59490110 37,450 710,620 SH DEFINED 1,2,6 710,620
MICROSEMI CORP COM 59513710 24,343 1,238,813 SH DEFINED 1,2,5,6 1,238,813
MICROSOFT CORP COM 59491810 7,691,610 257,589,068 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 257,589,068
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
MICROSTRATEGY INC CL A NEW 59497240 28,098 246,448 SH DEFINED 1,2,5,6 246,448
MICROTEK MEDICAL HLD COM 59515B10 196 42,533 SH DEFINED 1,5 42,533
MICROTUNE INC DEL COM 59514P10 3,215 684,095 SH DEFINED 1,2,5 684,095
MICROVISION INC DEL COM 59496010 68 21,210 SH DEFINED 1 21,210
MICRUS ENDOVASCULAR COM 59518V10 254 13,320 SH DEFINED 1,5 13,320
MID-AMER APT CMNTYS COM 59522J10 34,743 606,975 SH DEFINED 1,2,3 606,975
MIDAS GROUP INC COM 59562610 7,377 320,750 SH DEFINED 1,2 320,750
MIDDLEBY CORP COM 59627810 11,376 108,680 SH DEFINED 1,2,6 108,680
MIDDLESEX WATER CO COM 59668010 277 14,778 SH DEFINED 1,2,5 14,778
MIDLAND CO COM 59748610 11,611 276,782 SH DEFINED 1,2 276,782
MID-STATE BANCSHARES COM 59544010 12,865 353,524 SH DEFINED 1,2 353,524
MIDWAY GAMES INC COM 59814810 3,111 445,709 SH DEFINED 1,2 445,709
MIDWEST AIR GROUP IN COM 59791110 404 35,089 SH DEFINED 1,2,5 35,089
MIDWEST BANC HOLDING COM 59825110 6,341 266,997 SH DEFINED 1,2 266,997
MILACRON INC COM 59870910 66 82,681 SH DEFINED 1,2,5,6 82,681
MILLEA HOLDINGS INC ADR 60032R10 11,905 331,884 SH DEFINED 1,2 331,884
MILLENNIUM CELL INC COM 60038B10 14 14,948 SH DEFINED 1 14,948
MILLENNIUM PHARMACEU COM 59990210 63,682 5,842,412 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,842,412
MILLER HERMAN INC COM 60054410 51,647 1,420,421 SH DEFINED 1,2,5,6,12,13 1,420,421
MILLER INDS INC TENN COM NEW 60055120 2,803 116,791 SH DEFINED 1 116,791
MILLICOM INTL CELLUL SHS NEW L6388F11 1,179 19,123 SH DEFINED 1,5 19,123
MILLIPORE CORP COM 60107310 98,779 1,483,166 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,483,166
MILLS CORP COM 60114810 26,280 1,314,004 SH DEFINED 1,2,3,5 1,314,004
MINDSPEED TECHNOLOGI COM 60268210 2,423 1,268,433 SH DEFINED 1,5 1,268,433
MINE SAFETY APPLIANC COM 60272010 32,267 880,408 SH DEFINED 1,2,5,6,13 880,408
MINERALS TECHNOLOGIE COM 60315810 59,478 1,011,703 SH DEFINED 1,2,5,13 1,011,703
MINRAD INTL INC COM 60443P10 80 14,600 SH DEFINED 1 14,600
MIPS TECHNOLOGIES IN COM 60456710 5,770 695,133 SH DEFINED 1,2 695,133
MIRANT CORP NEW COM 60467R10 73,336 2,322,960 SH DEFINED 1,2,5 2,322,960
MISSION WEST PPTYS I COM 60520310 323 24,631 SH DEFINED 1,3,5 24,631
MITSUBISHI UFJ FINL SPONSORED 60682210 23,806 1,912,097 SH DEFINED 1,2 1,912,097
MITSUI & CO LTD ADR 60682720 1,570 5,201 SH DEFINED 1,2 5,201
MITTAL STEEL CO N V NY REG SH 60684P10 201 4,755 SH DEFINED 1 4,755
MIVA INC COM 55311R10 2,783 823,260 SH DEFINED 1,5 823,260
MIZUHO FINL GROUP IN SPONSORED 60687Y10 24,192 1,677,636 SH DEFINED 1 1,677,636
MKS INSTRUMENT INC COM 55306N10 26,168 1,158,886 SH DEFINED 1,2,5,6 1,158,886
MOBILE MINI INC COM 60740F10 16,560 614,692 SH DEFINED 1,2,5,6 614,692
MOBILE TELESYSTEMS O SPONSORED 60740910 102,822 2,048,664 SH DEFINED 1,2,4,5,7 2,048,664
MOBILITY ELECTRONICS COM 60741U10 1,351 403,418 SH DEFINED 1,2,5 403,418
MOBIUS MGMT SYSTEMS COM 60692510 125 18,840 SH DEFINED 1 18,840
MOCON INC COM 60749410 132 10,400 SH DEFINED 1 10,400
MODINE MFG CO COM 60782810 20,734 828,381 SH DEFINED 1,2,5,6,13 828,381
MODTECH HLDGS INC COM 60783C10 126 25,467 SH DEFINED 1,5 25,467
MOHAWK INDS INC COM 60819010 84,939 1,134,635 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,134,635
MOLDFLOW CORP COM 60850710 183 13,200 SH DEFINED 1 13,200
MOLECULAR DEVICES CO COM 60851C10 9,051 429,587 SH DEFINED 1,2,6 429,587
MOLEX INC COM 60855410 104,258 3,296,164 SH DEFINED 1,2,5,6,10,12,13 3,296,164
MOLEX INC CL A 60855420 4,473 161,471 SH DEFINED 1,2,5,12 161,471
MOLINA HEALTHCARE IN COM 60855R10 9,338 287,245 SH DEFINED 1,2,6 287,245
MOLSON COORS BREWING CL B 60871R20 103,305 1,351,456 SH DEFINED 1,2,5,6,10,12,13 1,351,456
MOMENTA PHARMACEUTIC COM 60877T10 5,532 351,665 SH DEFINED 1,2,5,6 351,665
MONACO COACH CORP COM 60886R10 8,868 626,244 SH DEFINED 1,2 626,244
MONARCH CASINO & RES COM 60902710 5,414 226,706 SH DEFINED 1 226,706
MONEYGRAM INTL INC COM 60935Y10 43,342 1,382,085 SH DEFINED 1,2,5,6,12,13 1,382,085
MONMOUTH REAL ESTATE CL A 60972010 130 15,370 SH DEFINED 1,3 15,370
MONOGRAM BIOSCIENCES COM 60975U10 3,231 1,815,186 SH DEFINED 1,2 1,815,186
MONOLITHIC PWR SYS I COM 60983910 4,979 448,198 SH DEFINED 1,2 448,198
MONRO MUFFLER BRAKE COM 61023610 5,956 169,692 SH DEFINED 1,5,6 169,692
MONSANTO CO NEW COM 61166W10 902,324 17,177,309 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 17,177,309
MONSTER WORLDWIDE IN COM 61174210 155,848 3,341,508 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,341,508
MONTPELIER RE HOLDIN SHS G6218510 2,956 158,827 SH DEFINED 1,2,5 158,827
MOODYS CORP COM 61536910 555,401 8,042,301 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,042,301
MOOG INC CL A 61539420 21,433 561,220 SH DEFINED 1,2 561,220
MORGAN STANLEY COM NEW 61744644 10,413,884 127,887,564 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 127,887,564
MORGANS HOTEL GROUP COM 61748W10 3,658 216,044 SH DEFINED 1,6 216,044
MORNINGSTAR INC COM 61770010 10,860 241,072 SH DEFINED 1,2,6 241,072
MORTGAGEIT HLDGS INC COM 61915Q10 6,186 419,359 SH DEFINED 1,2 419,359
MORTONS RESTAURANT G COM 61943010 1,571 94,380 SH DEFINED 1 94,380
MOSAIC CO COM 61945A10 34,537 1,616,907 SH DEFINED 1,2,5 1,616,907
MOSYS INC COM 61971810 2,151 232,555 SH DEFINED 1 232,555
MOTHERS WK INC COM 61990310 670 17,006 SH DEFINED 1,2,5 17,006
MOTOROLA INC COM 62007610 1,606,529 78,138,564 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 78,138,564
MOVADO GROUP INC COM 62458010 9,220 317,916 SH DEFINED 1,2 317,916
MOVE INC COM COM 62458M10 11,194 2,031,588 SH DEFINED 1,2,5,6 2,031,588
MOVIE GALLERY INC COM 62458110 113 31,986 SH DEFINED 1 31,986
MPS GROUP INC COM 55340910 35,290 2,488,698 SH DEFINED 1,2,5,13 2,488,698
MRV COMMUNICATIONS I COM 55347710 6,872 1,941,270 SH DEFINED 1,2,5 1,941,270
MSC INDL DIRECT INC CL A 55353010 25,956 662,986 SH DEFINED 1,2,5,6,13 662,986
MSC SOFTWARE CORP COM 55353110 705 46,306 SH DEFINED 1,2 46,306
MTC TECHNOLOGIES INC COM 55377A10 3,285 139,483 SH DEFINED 1,2,6 139,483
MTI TECHNOLOGY CORP COM 55390310 10 13,700 SH DEFINED 1 13,700
MTR GAMING GROUP INC COM 55376910 3,989 326,436 SH DEFINED 1,5,6 326,436
MTS SYS CORP COM 55377710 14,718 381,086 SH DEFINED 1,2,6 381,086
MUELLER INDS INC COM 62475610 19,271 607,903 SH DEFINED 1,2,5 607,903
MUELLER WTR PRODS IN COM SER A 62475810 14,339 964,283 SH DEFINED 1,2 964,283
MUELLER WTR PRODS IN COM SER B 62475820 11,698 785,086 SH DEFINED 1,2 785,086
MULTI FINELINE ELECT COM 62541B10 3,520 173,464 SH DEFINED 1,2,5,6 173,464
MULTIMEDIA GAMES INC COM 62545310 9,542 993,991 SH DEFINED 1,2,5 993,991
MUNICIPAL MTG & EQUI GROWTH SHS 62624B10 216 6,696 SH DEFINED 1,2 6,696
MURPHY OIL CORP COM 62671710 277,326 5,453,805 SH DEFINED 1,2,5,6,10,12,13 5,453,805
MVC CAPITAL INC COM 55382910 2,397 179,395 SH DEFINED 1 179,395
MWI VETERINARY SUPPL COM 55402X10 2,626 81,285 SH DEFINED 1 81,285
MYERS INDS INC COM 62846410 7,952 507,761 SH DEFINED 1,2,6 507,761
MYLAN LABS INC COM 62853010 108,887 5,455,240 SH DEFINED 1,2,5,6,10,12,13 5,455,240
MYRIAD GENETICS INC COM 62855J10 20,777 663,795 SH DEFINED 1,2,5,6 663,795
NABI BIOPHARMACEUTIC COM 62951910 10,957 1,616,110 SH DEFINED 1,2,5,6 1,616,110
NABORS INDUSTRIES LT SHS G6359F10 224,152 7,526,933 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,526,933
NACCO INDS INC CL A 62957910 13,389 98,015 SH DEFINED 1,2 98,015
NALCO HOLDING COMPAN COM 62985Q10 22,378 1,093,763 SH DEFINED 1,2,5,6 1,093,763
NANOGEN INC COM 63007510 130 69,387 SH DEFINED 1,5 69,387
NANOPHASE TCHNOLOGIE COM 63007910 112 18,801 SH DEFINED 1 18,801
NAPCO SEC SYS INC COM 63040210 567 96,575 SH DEFINED 1,2 96,575
NAPSTER INC COM 63079710 323 88,967 SH DEFINED 1,2,5 88,967
NARA BANCORP INC COM 63080P10 10,261 490,501 SH DEFINED 1,2,5,6 490,501
NASB FINL INC COM 62896810 2,665 64,443 SH DEFINED 1,2 64,443
NASDAQ STOCK MARKET COM 63110310 28,241 917,214 SH DEFINED 1,2 917,214
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
NASH FINCH CO COM 63115810 5,830 213,539 SH DEFINED 1,2 213,539
NASTECH PHARMACEUTIC COM PAR $0 63172840 4,964 328,100 SH DEFINED 1 328,100
NATCO GROUP INC CL A 63227W20 6,559 205,731 SH DEFINED 1,2,5,6 205,731
NATIONAL AUSTRALIA B SPONSORED 63252540 2,965 18,618 SH DEFINED 1,2 18,618
NATIONAL BEVERAGE CO COM 63501710 1,848 131,704 SH DEFINED 1 131,704
NATIONAL BK GREECE S SPONSORED 63364340 1,452 156,110 SH DEFINED 1,2 156,110
NATIONAL CITY CORP COM 63540510 664,310 18,170,414 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 18,170,414
NATIONAL FINL PARTNE COM 63607P20 23,587 536,424 SH DEFINED 1,2,6 536,424
NATIONAL FUEL GAS CO COM 63618010 65,549 1,700,800 SH DEFINED 1,2,5,13 1,700,800
NATIONAL GRID PLC SPON ADR N 63627430 601 8,280 SH DEFINED 1 8,280
NATIONAL HEALTH INVS COM 63633D10 12,656 383,523 SH DEFINED 1,2,3 383,523
NATIONAL HEALTH REAL COM 63590510 716 29,840 SH DEFINED 1,2,3,5 29,840
NATIONAL HEALTHCARE COM 63590610 5,785 104,793 SH DEFINED 1,2,5,6 104,793
NATIONAL INSTRS CORP COM 63651810 22,826 837,952 SH DEFINED 1,2,5,6,13 837,952
NATIONAL INTERSTATE COM 63654U10 6,216 255,819 SH DEFINED 1,2,6 255,819
NATIONAL OILWELL VAR COM 63707110 327,221 5,348,501 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,348,501
NATIONAL PENN BANCSH COM 63713810 14,814 731,580 SH DEFINED 1,2,5 731,580
NATIONAL PRESTO INDS COM 63721510 5,293 88,408 SH DEFINED 1,2,5 88,408
NATIONAL R V HLDGS I COM 63727710 41 11,211 SH DEFINED 1 11,211
NATIONAL RETAIL PROP COM 63741710 22,746 991,121 SH DEFINED 1,2,3,5 991,121
NATIONAL SEMICONDUCT COM 63764010 211,079 9,298,644 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,298,644
NATIONAL WESTN LIFE CL A 63852210 11,805 51,293 SH DEFINED 1,2 51,293
NATIONWIDE FINL SVCS CL A 63861210 27,267 503,084 SH DEFINED 1,2,5,10 503,084
NATIONWIDE HEALTH PP COM 63862010 38,816 1,284,447 SH DEFINED 1,2,3,5 1,284,447
NATURAL ALTERNATIVES COM NEW 63884230 123 14,200 SH DEFINED 1 14,200
NATURAL GAS SERVICES COM 63886Q10 153 10,980 SH DEFINED 1 10,980
NATURAL RESOURCE PAR COM UNIT L 63900P10 1,030 17,773 SH DEFINED 1,2 17,773
NATUS MEDICAL INC DE COM 63905010 4,259 256,414 SH DEFINED 1 256,414
NAUTILUS INC COM 63910B10 12,065 861,759 SH DEFINED 1,2,5 861,759
NAVARRE CORP COM 63920810 175 44,056 SH DEFINED 1,5 44,056
NAVIGANT CONSULTING COM 63935N10 18,198 920,929 SH DEFINED 1,2,6,13 920,929
NAVIGATORS GROUP INC COM 63890410 12,445 258,301 SH DEFINED 1,2 258,301
NAVISTAR INTL CORP N COM 63934E10 37,977 1,136,011 SH DEFINED 1,2,5,6,13 1,136,011
NAVTEQ CORP COM 63936L10 46,279 1,323,404 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,323,404
NBT BANCORP INC COM 62877810 13,091 513,165 SH DEFINED 1,2,5 513,165
NBTY INC COM 62878210 78,215 1,881,529 SH DEFINED 1,2,5,6 1,881,529
NCI BUILDING SYS INC COM 62885210 16,985 328,209 SH DEFINED 1,2,6 328,209
NCR CORP NEW COM 62886E10 188,524 4,408,891 SH DEFINED 1,2,5,6,10,12,13 4,408,891
NEC CORP ADR 62905020 840 174,579 SH DEFINED 1,2 174,579
NEENAH PAPER INC COM 64007910 7,723 218,667 SH DEFINED 1,2,5 218,667
NEKTAR THERAPEUTICS COM 64026810 21,500 1,413,576 SH DEFINED 1,2,5,6 1,413,576
NELNET INC CL A 64031N10 4,620 168,858 SH DEFINED 1,2,6 168,858
NEOPHARM INC COM 64091910 42 24,851 SH DEFINED 1 24,851
NEOSE TECHNOLOGIES I COM 64052210 101 45,327 SH DEFINED 1,5 45,327
NEOWARE INC COM 64065P10 11,785 892,115 SH DEFINED 1,2,5 892,115
NESS TECHNOLOGIES IN COM 64104X10 4,906 344,049 SH DEFINED 1,6 344,049
NET 1 UEPS TECHNOLOG COM NEW 64107N20 18,053 610,732 SH DEFINED 1,2 610,732
NETBANK INC COM 64093310 4,071 877,268 SH DEFINED 1,2,5 877,268
NETFLIX COM INC COM 64110L10 16,486 637,503 SH DEFINED 1,2,5,6 637,503
NETGEAR INC COM 64111Q10 16,985 647,051 SH DEFINED 1,2,6 647,051
NETLOGIC MICROSYSTEM COM 64118B10 4,814 221,938 SH DEFINED 1,2,5,6 221,938
NETOPIA INC COM 64114K10 211 30,400 SH DEFINED 1 30,400
NETRATINGS INC COM 64116M10 4,211 240,510 SH DEFINED 1,2,6 240,510
NETSCOUT SYS INC COM 64115T10 3,377 406,889 SH DEFINED 1,2 406,889
NETWORK APPLIANCE IN COM 64120L10 403,034 10,260,538 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,260,538
NETWORK ENGINES INC COM 64121A10 37 14,419 SH DEFINED 1 14,419
NETWORK EQUIP TECHNO COM 64120810 229 39,361 SH DEFINED 1,5 39,361
NEUROCRINE BIOSCIENC COM 64125C10 5,902 566,436 SH DEFINED 1,2,5,6,12 566,436
NEUROGEN CORP COM 64124E10 117 19,618 SH DEFINED 1 19,618
NEUROMETRIX INC COM 64125510 3,211 215,372 SH DEFINED 1,2,5 215,372
NEUSTAR INC CL A 64126X20 23,060 710,838 SH DEFINED 1,2,5,6 710,838
NEW BRUNSWICK SCIENT COM 64287610 150 18,520 SH DEFINED 1 18,520
NEW CENTURY FINANCIA COM 6435EV10 66,848 2,116,121 SH DEFINED 1,2,5,10 2,116,121
NEW FRONTIER MEDIA I COM 64439810 190 19,757 SH DEFINED 1 19,757
NEW JERSEY RES COM 64602510 20,712 426,352 SH DEFINED 1,2,5 426,352
NEW PLAN EXCEL RLTY COM 64805310 69,882 2,542,999 SH DEFINED 1,2,3,5,10,13,14 2,542,999
NEW RIV PHARMACEUTIC COM 64846820 18,312 334,712 SH DEFINED 1,2,5,6 334,712
NEW YORK & CO INC COM 64929510 3,964 303,085 SH DEFINED 1,2,6 303,085
NEW YORK CMNTY BANCO COM 64944510 80,735 5,014,614 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,014,614
NEW YORK MTG TR INC COM 64960410 98 32,200 SH DEFINED 1 32,200
NEW YORK TIMES CO CL A 65011110 93,859 3,853,006 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,853,006
NEWALLIANCE BANCSHAR COM 65020310 28,432 1,733,669 SH DEFINED 1,2,5 1,733,669
NEWCASTLE INVT CORP COM 65105M10 27,601 881,257 SH DEFINED 1,2 881,257
NEWELL RUBBERMAID IN COM 65122910 239,535 8,274,095 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,274,095
NEWFIELD EXPL CO COM 65129010 114,199 2,485,292 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,485,292
NEWKIRK REALTY TR IN COM 65149710 5,048 279,828 SH DEFINED 1,2 279,828
NEWMARKET CORP COM 65158710 14,470 245,042 SH DEFINED 1,2,5,6 245,042
NEWMONT MINING CORP COM 65163910 543,930 12,047,179 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,047,179
NEWPARK RES INC COM PAR $. 65171850 10,233 1,419,305 SH DEFINED 1,2 1,419,305
NEWPORT CORP COM 65182410 17,896 854,220 SH DEFINED 1,2,5,6,13 854,220
NEWS CORP CL A 65248E10 1,292,545 60,174,331 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 60,174,331
NEWS CORP CL B 65248E20 54,264 2,437,722 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,437,722
NEXCEN BRANDS INC COM 65335110 437 60,411 SH DEFINED 1 60,411
NEXSTAR BROADCASTING CL A 65336K10 53 11,390 SH DEFINED 1 11,390
NEXTEST SYS CORP COM 65333910 1,251 111,029 SH DEFINED 1,2 111,029
NGAS RESOURCES INC COM 62912T10 150 23,560 SH DEFINED 1,5 23,560
NGP CAP RES CO COM 62912R10 4,929 294,260 SH DEFINED 1,2 294,260
NIC INC COM 62914B10 3,150 633,732 SH DEFINED 1,2 633,732
NICOR INC COM 65408610 83,423 1,782,550 SH DEFINED 1,2,5,6,10,13 1,782,550
NIDEC CORP SPONSORED 65409010 233 12,000 SH DEFINED 2 12,000
NIGHTHAWK RADIOLOGY COM 65411N10 2,254 88,388 SH DEFINED 1,2,6 88,388
NII HLDGS INC CL B NEW 62913F20 126,353 1,960,782 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,960,782
NIKE INC CL B 65410610 560,019 5,655,039 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,655,039
NIPPON TELEG & TEL C SPONSORED 65462410 771 31,104 SH DEFINED 1,2 31,104
NISOURCE INC COM 65473P10 232,313 9,639,550 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,639,550
NISSAN MOTORS SPONSORED 65474440 1,030 42,437 SH DEFINED 1 42,437
NITROMED INC COM 65479850 40 16,260 SH DEFINED 1 16,260
NL INDS INC COM NEW 62915640 1,217 117,744 SH DEFINED 1,2 117,744
NMS COMMUNICATIONS C COM 62924810 167 81,572 SH DEFINED 1,5 81,572
NN INC COM 62933710 3,470 279,149 SH DEFINED 1,2 279,149
NOBLE CORPORATION SHS G6542210 255,406 3,353,982 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,353,982
NOBLE ENERGY INC COM 65504410 220,177 4,486,989 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,486,989
NOBLE INTL LTD COM 65505310 2,780 138,669 SH DEFINED 1,2 138,669
NOKIA CORP SPONSORED 65490220 17,126 842,809 SH DEFINED 1,2 842,809
NOMURA HLDGS INC SPONSORED 65535H20 1,709 90,240 SH DEFINED 1,2 90,240
NORDSON CORP COM 65566310 46,634 935,854 SH DEFINED 1,2,5,13 935,854
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
NORDSTROM INC COM 65566410 365,330 7,404,347 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,404,347
NORFOLK SOUTHERN COR COM 65584410 588,642 11,704,946 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 11,704,946
NORSK HYDRO A S SPONSORED 65653160 599 19,515 SH DEFINED 1 19,515
NORTEL NETWORKS CORP COM NEW 65656850 11,268 421,541 SH DEFINED 1,2,5,13 421,541
NORTH AMERN SCIENTIF COM 65715D10 15 13,000 SH DEFINED 1 13,000
NORTH PITTSBURGH SYS COM 66156210 6,732 278,871 SH DEFINED 1,2 278,871
NORTHEAST UTILS COM 66439710 68,430 2,430,047 SH DEFINED 1,2,5,12,13 2,430,047
NORTHERN EMPIRE BANC COM 66511210 3,259 110,330 SH DEFINED 1 110,330
NORTHERN TR CORP COM 66585910 315,883 5,204,859 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,204,859
NORTHFIELD LABS INC COM 66613510 1,425 350,045 SH DEFINED 1,2 350,045
NORTHROP GRUMMAN COR COM 66680710 2,254,693 33,304,175 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 33,304,175
NORTHSTAR NEUROSCIEN COM 66704V10 1,936 134,661 SH DEFINED 1 134,661
NORTHSTAR RLTY FIN C COM 66704R10 14,988 904,543 SH DEFINED 1,2 904,543
NORTHWEST BANCORP IN COM 66732810 7,801 284,085 SH DEFINED 1,2 284,085
NORTHWEST NAT GAS CO COM 66765510 30,856 727,048 SH DEFINED 1,2,5 727,048
NORTHWEST PIPE CO COM 66774610 212 6,300 SH DEFINED 1 6,300
NORTHWESTERN CORP COM NEW 66807430 18,832 532,270 SH DEFINED 1,2 532,270
NOVAMED INC DEL COM 66986W10 134 17,752 SH DEFINED 1 17,752
NOVARTIS A G SPONSORED 66987V10 6,236 108,558 SH DEFINED 1,2 108,558
NOVASTAR FINL INC COM 66994740 14,794 555,117 SH DEFINED 1,2 555,117
NOVATEL WIRELESS INC COM NEW 66987M60 4,154 429,565 SH DEFINED 1,2,5,6 429,565
NOVAVAX INC COM 67000210 3,025 737,905 SH DEFINED 1,2,5 737,905
NOVELL INC COM 67000610 49,972 8,059,942 SH DEFINED 1,2,5,6,10,13 8,059,942
NOVELLUS SYS INC COM 67000810 297,826 8,652,706 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,652,706
NOVEN PHARMACEUTICAL COM 67000910 16,355 642,641 SH DEFINED 1,2,6 642,641
NOVO-NORDISK A S ADR 67010020 1,843 22,038 SH DEFINED 1,2 22,038
NPS PHARMACEUTICALS COM 62936P10 3,151 695,692 SH DEFINED 1,2,5 695,692
NRG ENERGY INC COM NEW 62937750 99,410 1,774,855 SH DEFINED 1,2,5 1,774,855
NSTAR COM 67019E10 58,592 1,705,249 SH DEFINED 1,2,5,12,13 1,705,249
NTELOS HLDGS CORP COM 67020Q10 3,135 175,328 SH DEFINED 1,2,6 175,328
NTL INC DEL COM 62941W10 94,822 3,756,819 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,756,819
NTN BUZZTIME INC COM NEW 62941030 32 23,400 SH DEFINED 1 23,400
NTT DOCOMO INC SPONS ADR 62942M20 1,912 120,490 SH DEFINED 1,2 120,490
NU HORIZONS ELECTRS COM 66990810 131 12,690 SH DEFINED 1 12,690
NU SKIN ENTERPRISES CL A 67018T10 15,272 837,748 SH DEFINED 1,2,6 837,748
NUANCE COMMUNICATION COM 67020Y10 20,981 1,830,812 SH DEFINED 1,2,5,6 1,830,812
NUCO2 INC COM 62942810 5,162 209,925 SH DEFINED 1,6 209,925
NUCOR CORP COM 67034610 699,272 12,793,129 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,793,129
NUTRACEUTICAL INTL C COM 67060Y10 246 16,100 SH DEFINED 1 16,100
NUTRI SYS INC NEW COM 67069D10 17,812 280,986 SH DEFINED 1,2,5,6 280,986
NUVASIVE INC COM 67070410 10,396 450,051 SH DEFINED 1,2,6 450,051
NUVEEN INVTS INC CL A 67090F10 171,078 3,297,573 SH DEFINED 1,2,5,10,13 3,297,573
NUVELO INC COM NEW 67072M30 4,705 1,176,232 SH DEFINED 1,2,5,6 1,176,232
NVE CORP COM NEW 62944520 201 6,533 SH DEFINED 1,2 6,533
NVIDIA CORP COM 67066G10 382,563 10,336,735 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,336,735
NVR INC COM 62944T10 111,132 172,298 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 172,298
NXSTAGE MEDICAL INC COM 67072V10 789 94,208 SH DEFINED 1 94,208
NYMAGIC INC COM 62948410 4,388 119,880 SH DEFINED 1,2 119,880
NYMEX HOLDINGS INC COM 62948N10 4,403 35,506 SH DEFINED 1,2 35,506
NYSE GROUP INC COM 62949W10 126,774 1,304,261 SH DEFINED 1,2,5 1,304,261
O CHARLEYS INC COM 67082310 8,114 381,315 SH DEFINED 1,2 381,315
O REILLY AUTOMOTIVE COM 68609110 54,256 1,692,317 SH DEFINED 1,2,5,6,12,13 1,692,317
OAK HILL FINL INC COM 67133710 238 8,501 SH DEFINED 1 8,501
OAKLEY INC COM 67366210 10,103 503,630 SH DEFINED 1,2,5 503,630
OCCAM NETWORKS INC COM NEW 67457P30 302 18,306 SH DEFINED 1,2 18,306
OCCIDENTAL PETE CORP COM 67459910 1,471,905 30,143,460 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 30,143,460
OCEANEERING INTL INC COM 67523210 25,365 638,907 SH DEFINED 1,2,5,6 638,907
OCEANFIRST FINL CORP COM 67523410 3,607 157,315 SH DEFINED 1,2 157,315
OCWEN FINL CORP COM NEW 67574630 10,328 651,223 SH DEFINED 1,2,6 651,223
ODYSSEY HEALTHCARE I COM 67611V10 14,162 1,067,991 SH DEFINED 1,2,5,6 1,067,991
ODYSSEY MARINE EXPLO COM 67611810 181 61,855 SH DEFINED 1,5 61,855
ODYSSEY RE HLDGS COR COM 67612W10 18,304 490,721 SH DEFINED 1,2 490,721
OFFICE DEPOT INC COM 67622010 483,673 12,671,540 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,671,540
OFFICEMAX INC DEL COM 67622P10 165,534 3,334,014 SH DEFINED 1,2,5,6,10,12,13 3,334,014
OGE ENERGY CORP COM 67083710 83,513 2,087,824 SH DEFINED 1,2,5,6,13 2,087,824
OHIO CAS CORP COM 67724010 40,562 1,360,681 SH DEFINED 1,2,5,13 1,360,681
OIL DRI CORP AMER COM 67786410 209 12,396 SH DEFINED 1 12,396
OIL STS INTL INC COM 67802610 25,352 786,585 SH DEFINED 1,2,6 786,585
OLD DOMINION FGHT LI COM 67958010 9,868 409,986 SH DEFINED 1,2,6 409,986
OLD NATL BANCORP IND COM 68003310 29,366 1,552,119 SH DEFINED 1,2,5 1,552,119
OLD REP INTL CORP COM 68022310 126,745 5,444,378 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,444,378
OLD SECOND BANCORP I COM 68027710 6,415 218,928 SH DEFINED 1,2 218,928
OLIN CORP COM PAR $1 68066520 125,609 7,603,480 SH DEFINED 1,2,5,13 7,603,480
OLYMPIC STEEL INC COM 68162K10 4,822 216,927 SH DEFINED 1,5 216,927
OM GROUP INC COM 67087210 35,372 781,174 SH DEFINED 1,2,5 781,174
OMEGA FINL CORP COM 68209210 6,969 218,338 SH DEFINED 1,2,5 218,338
OMEGA HEALTHCARE INV COM 68193610 16,315 920,683 SH DEFINED 1,2,3 920,683
OMEGA PROTEIN CORP COM 68210P10 155 20,100 SH DEFINED 1 20,100
OMI CORP NEW COM Y6476W10 2,914 137,654 SH DEFINED 1,2,5,6 137,654
OMNI ENERGY SERVICES COM NEW 68210T20 470 48,000 SH DEFINED 1,2,5 48,000
OMNICARE INC COM 68190410 97,778 2,531,144 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,531,144
OMNICELL INC COM 68213N10 9,185 493,008 SH DEFINED 1,2,6 493,008
OMNICOM GROUP INC COM 68191910 730,279 6,985,645 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,985,645
OMNITURE INC COM 68212S10 1,646 116,908 SH DEFINED 1,6 116,908
OMNIVISION TECHNOLOG COM 68212810 15,939 1,167,705 SH DEFINED 1,2,5,6 1,167,705
OMNOVA SOLUTIONS INC COM 68212910 2,656 579,915 SH DEFINED 1 579,915
OMRIX BIOPHARMACEUTI COM 68198910 272 9,000 SH DEFINED 1 9,000
ON ASSIGNMENT INC COM 68215910 4,116 350,281 SH DEFINED 1 350,281
ON SEMICONDUCTOR COR COM 68218910 22,116 2,921,484 SH DEFINED 1,2,6 2,921,484
ON2 TECHNOLOGIES INC COM 68338A10 31 26,200 SH DEFINED 1 26,200
ONE LIBERTY PPTYS IN COM 68240610 617 24,534 SH DEFINED 1,2,3 24,534
ONEBEACON INSURANCE CL A G6774210 830 29,644 SH DEFINED 1,2 29,644
ONEOK INC NEW COM 68268010 80,630 1,869,889 SH DEFINED 1,2,5,13 1,869,889
ONEOK PARTNERS LP UNIT LTD P 68268N10 3,769 59,497 SH DEFINED 1,2 59,497
ONLINE RES CORP COM 68273G10 3,573 349,937 SH DEFINED 1 349,937
ONYX PHARMACEUTICALS COM 68339910 7,790 736,298 SH DEFINED 1,2,5,6 736,298
OPEN JT STK CO-VIMPE SPONSORED 68370R10 28,234 357,614 SH DEFINED 1,2,5,7 357,614
OPEN SOLUTIONS INC COM 68371P10 10,582 281,131 SH DEFINED 1,2,6 281,131
OPENTV CORP CL A G6754310 150 64,576 SH DEFINED 1 64,576
OPENWAVE SYS INC COM NEW 68371830 15,614 1,691,609 SH DEFINED 1,2,5,6,8 1,691,609
OPLINK COMMUNICATION COM NEW 68375Q40 6,050 294,264 SH DEFINED 1,2 294,264
OPNET TECHNOLOGIES I COM 68375710 4,736 327,727 SH DEFINED 1,2,5 327,727
OPSWARE INC COM 68383A10 10,110 1,146,222 SH DEFINED 1,2,5,6 1,146,222
OPTEUM INC CL A 68384A10 145 19,020 SH DEFINED 1 19,020
OPTICAL COMMUNICATIO CL A 68382T10 350 213,547 SH DEFINED 1 213,547
OPTION CARE INC COM 68394810 5,361 376,212 SH DEFINED 1,2,5 376,212
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
OPTIONSXPRESS HLDGS COM 68401010 9,268 408,470 SH DEFINED 1,2,6 408,470
OPTIUM CORP COM 68402T10 872 34,956 SH DEFINED 1,2 34,956
ORACLE CORP COM 68389X10 1,922,226 112,148,524 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 112,148,524
ORASURE TECHNOLOGIES COM 68554V10 10,882 1,317,423 SH DEFINED 1,2,5,6 1,317,423
ORBITAL SCIENCES COR COM 68556410 24,669 1,337,811 SH DEFINED 1,2,6 1,337,811
ORBOTECH LTD ORD M7525310 1,114 43,763 SH DEFINED 1,2,5,7 43,763
ORCHID CELLMARK INC COM 68573C10 58 18,591 SH DEFINED 1 18,591
OREGON STL MLS INC COM 68607910 33,781 541,276 SH DEFINED 1,2,5 541,276
ORIENTAL FINL GROUP COM 68618W10 4,937 381,206 SH DEFINED 1,2 381,206
ORIENT-EXPRESS HOTEL CL A G6774310 2,296 48,514 SH DEFINED 1,2 48,514
ORIGEN FINL INC COM 68619E20 173 25,300 SH DEFINED 1 25,300
ORIX CORP SPONSORED 68633010 2,757 18,782 SH DEFINED 1,2 18,782
ORLEANS HOMEBUILDERS COM 68658810 953 50,711 SH DEFINED 1,5 50,711
ORMAT TECHNOLOGIES I COM 68668810 4,602 124,974 SH DEFINED 1,2,6 124,974
ORTHOLOGIC CORP COM 68750J10 71 49,431 SH DEFINED 1,5 49,431
ORTHOVITA INC COM 68750U10 91 25,200 SH DEFINED 1 25,200
OSCIENT PHARMACEUTIC COM NEW 68812R30 57 11,354 SH DEFINED 1,5 11,354
OSHKOSH TRUCK CORP COM 68823920 62,350 1,287,688 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,287,688
OSI PHARMACEUTICALS COM 67104010 34,007 972,196 SH DEFINED 1,2,5,6,12 972,196
OSI RESTAURANT PARTN COM 67104A10 43,303 1,104,665 SH DEFINED 1,2,5,12,13 1,104,665
OSI SYSTEMS INC COM 67104410 4,709 224,971 SH DEFINED 1 224,971
OSIRIS THERAPEUTICS COM 68827R10 584 23,049 SH DEFINED 1 23,049
OSTEOTECH INC COM 68858210 149 26,336 SH DEFINED 1 26,336
OTTER TAIL CORP COM 68964810 14,256 457,523 SH DEFINED 1,2,5 457,523
OUTDOOR CHANNEL HLDG COM NEW 69002720 1,987 154,872 SH DEFINED 1 154,872
OVERLAND STORAGE INC COM 69031010 190 42,300 SH DEFINED 1,5 42,300
OVERSEAS SHIPHOLDING COM 69036810 114,436 2,032,615 SH DEFINED 1,2,10,13 2,032,615
OVERSTOCK COM INC DE COM 69037010 2,766 175,059 SH DEFINED 1,2,5,6 175,059
OWENS & MINOR INC NE COM 69073210 19,701 630,022 SH DEFINED 1,2,5 630,022
OWENS CORNING NEW COM 69074210 3,495 116,892 SH DEFINED 1,2 116,892
OWENS ILL INC COM NEW 69076840 163,227 8,846,979 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,846,979
OXFORD INDS INC COM 69149730 11,837 238,400 SH DEFINED 1,2 238,400
OXIGENE INC COM 69182810 178 37,029 SH DEFINED 1,5 37,029
OYO GEOSPACE CORP COM 67107410 2,911 50,118 SH DEFINED 1 50,118
P A M TRANSN SVCS IN COM 69314910 1,587 72,063 SH DEFINED 1 72,063
P C CONNECTION COM 69318J10 292 19,695 SH DEFINED 1 19,695
P F CHANGS CHINA BIS COM 69333Y10 19,503 508,148 SH DEFINED 1,2,6 508,148
P T TELEKOMUNIKASI I SPONSORED 71568410 1,297 28,451 SH DEFINED 1,2 28,451
PAB BANKSHARES INC COM 69313P10 316 14,800 SH DEFINED 1,2 14,800
PACCAR INC COM 69371810 419,433 6,462,764 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,462,764
PACER INTL INC TENN COM 69373H10 20,611 692,339 SH DEFINED 1,2,6 692,339
PACIFIC CAP BANCORP COM 69404P10 30,964 922,088 SH DEFINED 1,2,5 922,088
PACIFIC ETHANOL INC COM 69423U10 5,427 352,652 SH DEFINED 1,2,5,6 352,652
PACIFIC SUNWEAR CALI COM 69487310 32,824 1,676,380 SH DEFINED 1,2,5,6,13 1,676,380
PACKAGING CORP AMER COM 69515610 29,396 1,330,148 SH DEFINED 1,2,5,13 1,330,148
PACKETEER INC COM 69521010 8,578 630,709 SH DEFINED 1,2,5,6 630,709
PACTIV CORP COM 69525710 297,678 8,340,668 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,340,668
PAIN THERAPEUTICS IN COM 69562K10 9,214 1,035,279 SH DEFINED 1,2 1,035,279
PAINCARE HLDGS INC COM 69562E10 78 71,000 SH DEFINED 1,5 71,000
PALATIN TECHNOLOGIES COM NEW 69607730 149 73,260 SH DEFINED 1,5 73,260
PALL CORP COM 69642930 112,134 3,245,553 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,245,553
PALM HARBOR HOMES COM 69663910 2,537 180,937 SH DEFINED 1,2 180,937
PALM INC NEW COM 69664310 36,048 2,558,444 SH DEFINED 1,2,5,6,8,13 2,558,444
PALOMAR MED TECHNOLO COM NEW 69752930 12,827 253,143 SH DEFINED 1,2,6 253,143
PANACOS PHARMACEUTIC COM 69811Q10 2,741 683,630 SH DEFINED 1,5,6 683,630
PANERA BREAD CO CL A 69840W10 30,651 548,228 SH DEFINED 1,2,5,6 548,228
PANTRY INC COM 69865710 17,235 367,956 SH DEFINED 1,2,6 367,956
PAPA JOHNS INTL INC COM 69881310 26,155 901,602 SH DEFINED 1,2,6 901,602
PAR PHARMACEUTICAL C COM 69888P10 19,183 857,515 SH DEFINED 1,2,5,6,13 857,515
PARALLEL PETE CORP D COM 69915710 9,684 551,146 SH DEFINED 1,2,6 551,146
PARAMETRIC TECHNOLOG COM NEW 69917320 40,253 2,233,799 SH DEFINED 1,2,5,6,12,13 2,233,799
PAREXEL INTL CORP COM 69946210 11,233 387,749 SH DEFINED 1,2,6 387,749
PARK ELECTROCHEMICAL COM 70041620 10,642 414,895 SH DEFINED 1,2 414,895
PARK NATL CORP COM 70065810 19,377 195,723 SH DEFINED 1,2,5 195,723
PARK OHIO HLDGS CORP COM 70066610 193 11,968 SH DEFINED 1 11,968
PARKER DRILLING CO COM 70108110 13,506 1,653,072 SH DEFINED 1,2,5,6 1,653,072
PARKER HANNIFIN CORP COM 70109410 288,386 3,751,117 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,751,117
PARKERVISION INC COM 70135410 2,589 232,155 SH DEFINED 1,5 232,155
PARKVALE FINL CORP COM 70149210 315 9,932 SH DEFINED 1 9,932
PARKWAY PPTYS INC COM 70159Q10 20,208 396,155 SH DEFINED 1,2,3 396,155
PARLUX FRAGRANCES IN COM 70164510 1,106 198,487 SH DEFINED 1 198,487
PARTNERRE LTD COM G6852T10 23,810 335,213 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 335,213
PARTNERS TR FINL GRO COM 70213F10 9,564 821,673 SH DEFINED 1,2,5 821,673
PATHMARK STORES INC COM 70322A10 8,088 725,382 SH DEFINED 1,2,6 725,382
PATRICK INDS INC COM 70334310 135 10,800 SH DEFINED 1 10,800
PATRIOT TRANSN HLDG COM 70337B10 2,168 23,217 SH DEFINED 1 23,217
PATTERSON COMPANIES COM 70339510 128,262 3,611,984 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,611,984
PATTERSON UTI ENERGY COM 70348110 75,988 3,271,105 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,271,105
PAXAR CORP COM 70422710 15,046 652,452 SH DEFINED 1,2 652,452
PAYCHEX INC COM 70432610 351,526 8,890,381 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,890,381
PAYLESS SHOESOURCE I COM 70437910 155,849 4,748,599 SH DEFINED 1,2,5,7,13 4,748,599
PC-TEL INC COM 69325Q10 285 30,434 SH DEFINED 1 30,434
PDF SOLUTIONS INC COM 69328210 4,736 327,732 SH DEFINED 1,2,5,6 327,732
PDL BIOPHARMA INC COM 69329Y10 49,620 2,463,764 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,463,764
PEABODY ENERGY CORP COM 70454910 295,617 7,315,432 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,315,432
PEAPACK-GLADSTONE FI COM 70469910 322 11,448 SH DEFINED 1 11,448
PEARSON PLC SPONSORED 70501510 687 45,519 SH DEFINED 1 45,519
PEDIATRIX MED GROUP COM 70532410 33,502 685,107 SH DEFINED 1,2,5,6 685,107
PEERLESS SYS CORP COM 70553610 29 10,500 SH DEFINED 1 10,500
PEETS COFFEE & TEA I COM 70556010 4,599 175,268 SH DEFINED 1,2,6 175,268
PEGASYSTEMS INC COM 70557310 3,756 380,524 SH DEFINED 1,2 380,524
PEMSTAR INC COM 70655210 277 71,824 SH DEFINED 1,2,5 71,824
PENN NATL GAMING INC COM 70756910 29,140 700,151 SH DEFINED 1,2,5,6 700,151
PENN TREATY AMERN CO COM NEW 70787440 82 10,632 SH DEFINED 1 10,632
PENN VA CORP COM 70788210 23,951 341,965 SH DEFINED 1,2,6 341,965
PENN VA RESOURCES PA COM 70788410 1,308 50,293 SH DEFINED 1,2 50,293
PENN WEST ENERGY TR TR UNIT 70788510 554 18,120 SH DEFINED 1,7 18,120
PENNEY J C INC COM 70816010 2,386,854 30,853,851 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 30,853,851
PENNFED FINL SVCS IN COM 70816710 3,041 157,384 SH DEFINED 1 157,384
PENNSYLVANIA RL ESTA SH BEN INT 70910210 37,850 961,138 SH DEFINED 1,2,3,5 961,138
PENSON WORLDWIDE INC COM 70960010 2,439 88,992 SH DEFINED 1,2,6 88,992
PENTAIR INC COM 70963110 57,043 1,816,665 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,816,665
PENWEST PHARMACEUTIC COM 70975410 5,032 302,774 SH DEFINED 1,2 302,774
PEOPLES BANCORP INC COM 70978910 7,040 237,040 SH DEFINED 1,2 237,040
PEOPLES BANCTRUST IN COM 70979610 207 8,100 SH DEFINED 1 8,100
PEOPLES BK BRIDGEPOR COM 71019810 35,517 795,987 SH DEFINED 1,2,5,12 795,987
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
PEOPLES ENERGY CORP COM 71103010 64,961 1,457,511 SH DEFINED 1,2,5,6,10,13 1,457,511
PEOPLESUPPORT INC COM 71271430 5,519 262,179 SH DEFINED 1,2 262,179
PEP BOYS MANNY MOE & COM 71327810 12,647 851,051 SH DEFINED 1,2,5,6 851,051
PEPCO HOLDINGS INC COM 71329110 95,682 3,678,677 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,678,677
PEPSI BOTTLING GROUP COM 71340910 247,509 8,007,415 SH DEFINED 1,2,5,6,7,10,12,13 8,007,415
PEPSIAMERICAS INC COM 71343P20 35,108 1,673,383 SH DEFINED 1,2,5,6,12,13 1,673,383
PEPSICO INC COM 71344810 2,981,636 47,668,048 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 47,668,048
PEREGRINE PHARMACEUT COM 71366110 2,508 2,161,937 SH DEFINED 1,5 2,161,937
PERFICIENT INC COM 71375U10 4,940 301,030 SH DEFINED 1,2,5 301,030
PERFORMANCE FOOD GRO COM 71375510 15,554 562,726 SH DEFINED 1,2,5 562,726
PERFORMANCE TECHNOLO COM 71376K10 105 17,817 SH DEFINED 1 17,817
PERICOM SEMICONDUCTO COM 71383110 6,553 571,284 SH DEFINED 1,2 571,284
PERINI CORP COM 71383910 8,985 291,921 SH DEFINED 1,2,6 291,921
PERKINELMER INC COM 71404610 68,053 3,061,308 SH DEFINED 1,2,5,6,10,12,13 3,061,308
PERMA-FIX ENVIRONMEN COM 71415710 55 23,800 SH DEFINED 1 23,800
PEROT SYS CORP CL A 71426510 23,299 1,421,566 SH DEFINED 1,2,5,6 1,421,566
PERRIGO CO COM 71429010 37,103 2,144,656 SH DEFINED 1,2,5,13 2,144,656
PER-SE TECHNOLOGIES COM NEW 71356930 17,811 641,148 SH DEFINED 1,2,5,6 641,148
PERVASIVE SOFTWARE I COM 71571010 69 19,100 SH DEFINED 1 19,100
PETMED EXPRESS INC COM 71638210 11,384 852,726 SH DEFINED 1,2 852,726
PETROBRAS ENERGIA PA SP ADR B S 71646M10 1,887 154,808 SH DEFINED 1,2,5 154,808
PETRO-CDA COM 71644E10 1,006 24,511 SH DEFINED 1,8 24,511
PETROCHINA CO LTD SPONSORED 71646E10 251 1,785 SH DEFINED 1 1,785
PETROHAWK ENERGY COR COM 71649510 24,589 2,138,206 SH DEFINED 1,2,5,6 2,138,206
PETROLEO BRASILEIRO SPONSORED 71654V10 106,374 1,146,770 SH DEFINED 1,2,7 1,146,770
PETROLEO BRASILEIRO SPONSORED 71654V40 109,002 1,058,375 SH DEFINED 1,2,4,5 1,058,375
PETROLEUM DEV CORP COM 71657810 16,500 383,265 SH DEFINED 1,2,5,6 383,265
PETROQUEST ENERGY IN COM 71674810 8,153 639,914 SH DEFINED 1,2,6 639,914
PETSMART INC COM 71676810 81,361 2,819,170 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,819,170
PFF BANCORP INC COM 69331W10 18,353 531,825 SH DEFINED 1,2 531,825
PFIZER INC COM 71708110 5,873,568 226,778,694 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 226,778,694
PFSWEB INC COM 71709810 12 10,481 SH DEFINED 1 10,481
PG&E CORP COM 69331C10 624,831 13,201,590 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,201,590
PGT INC COM 69336V10 1,085 85,802 SH DEFINED 1,2,5 85,802
PHARMACEUTICAL PROD COM 71712410 56,225 1,745,029 SH DEFINED 1,2,5,12,13 1,745,029
PHARMACYCLICS INC COM 71693310 142 28,088 SH DEFINED 1,5 28,088
PHARMANET DEV GROUP COM 71714810 12,510 566,854 SH DEFINED 1,2 566,854
PHARMION CORP COM 71715B40 9,379 364,370 SH DEFINED 1,2,6 364,370
PHARMOS CORP COM PAR $. 71713930 23 12,713 SH DEFINED 1 12,713
PHASE FORWARD INC COM 71721R40 7,859 524,617 SH DEFINED 1,2 524,617
PHELPS DODGE CORP COM 71726510 780,154 6,516,485 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,516,485
PHH CORP COM NEW 69332020 25,161 871,540 SH DEFINED 1,2,5 871,540
PHI INC COM NON VT 69336T20 6,237 190,554 SH DEFINED 1 190,554
PHILADELPHIA CONS HL COM 71752810 28,370 636,663 SH DEFINED 1,2,5,6 636,663
PHILIPPINE LONG DIST SPONSORED 71825260 14,861 290,650 SH DEFINED 1,2,7 290,650
PHILLIPS VAN HEUSEN COM 71859210 51,066 1,017,861 SH DEFINED 1,2 1,017,861
PHOENIX COS INC NEW COM 71902E10 45,293 2,850,438 SH DEFINED 1,2,5 2,850,438
PHOENIX TECHNOLOGY L COM 71915310 144 31,994 SH DEFINED 1 31,994
PHOTON DYNAMICS INC COM 71936410 2,805 239,913 SH DEFINED 1,2 239,913
PHOTRONICS INC COM 71940510 11,464 701,590 SH DEFINED 1,2,5 701,590
PHYSICIANS FORMULA H COM 71942710 260 13,900 SH DEFINED 1 13,900
PICO HLDGS INC COM NEW 69336620 9,243 265,845 SH DEFINED 1 265,845
PIEDMONT NAT GAS INC COM 72018610 38,617 1,443,631 SH DEFINED 1,2,5 1,443,631
PIER 1 IMPORTS INC COM 72027910 8,235 1,383,985 SH DEFINED 1,2,5,13 1,383,985
PIKE ELEC CORP COM 72128310 3,872 237,104 SH DEFINED 1,2,6 237,104
PILGRIMS PRIDE CORP COM 72146710 18,752 637,184 SH DEFINED 1,2,6 637,184
PINNACLE AIRL CORP COM 72344310 418 24,800 SH DEFINED 1 24,800
PINNACLE ENTMT INC COM 72345610 22,692 684,721 SH DEFINED 1,2,5,6 684,721
PINNACLE FINL PARTNE COM 72346Q10 6,033 181,821 SH DEFINED 1,2 181,821
PINNACLE WEST CAP CO COM 72348410 323,068 6,373,403 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,373,403
PIONEER COS INC COM NEW 72364330 6,922 241,534 SH DEFINED 1 241,534
PIONEER DRILLING CO COM 72365510 7,515 565,903 SH DEFINED 1,2,5,6 565,903
PIONEER NAT RES CO COM 72378710 97,885 2,466,244 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,466,244
PIPER JAFFRAY COS COM 72407810 25,468 390,906 SH DEFINED 1,2,5 390,906
PITNEY BOWES INC COM 72447910 278,437 6,028,086 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,028,086
PIXELWORKS INC COM 72581M10 221 96,705 SH DEFINED 1,5 96,705
PLACER SIERRA BANCSH COM 72607910 4,291 180,533 SH DEFINED 1,2 180,533
PLAINS ALL AMERN PIP UNIT LTD P 72650310 4,785 93,464 SH DEFINED 1,2 93,464
PLAINS EXPL& PRODTN COM 72650510 70,246 1,477,939 SH DEFINED 1,2,5,6,12,13 1,477,939
PLANAR SYS INC COM 72690010 970 100,260 SH DEFINED 1,2,5 100,260
PLANETOUT INC COM 72705810 84 18,200 SH DEFINED 1,5 18,200
PLANTRONICS INC NEW COM 72749310 24,669 1,163,643 SH DEFINED 1,2,5,6,12,13 1,163,643
PLATINUM UNDERWRITER COM G7127P10 3,110 100,532 SH DEFINED 1,2,5 100,532
PLATO LEARNING INC COM 72764Y10 144 26,547 SH DEFINED 1 26,547
PLAYBOY ENTERPRISES CL B 72811730 3,976 346,942 SH DEFINED 1,2,6 346,942
PLAYTEX PRODS INC COM 72813P10 22,133 1,538,098 SH DEFINED 1,2,6 1,538,098
PLEXUS CORP COM 72913210 24,503 1,026,105 SH DEFINED 1,2,5,6,13 1,026,105
PLUG POWER INC COM 72919P10 3,507 901,418 SH DEFINED 1,2,5,6 901,418
PLUM CREEK TIMBER CO COM 72925110 193,208 4,848,370 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,848,370
PLX TECHNOLOGY INC COM 69341710 5,036 386,200 SH DEFINED 1,2,5 386,200
PMA CAP CORP CL A 69341920 5,892 639,095 SH DEFINED 1,2,5 639,095
PMC COML TR SH BEN INT 69343410 255 17,010 SH DEFINED 1,2 17,010
PMC-SIERRA INC COM 69344F10 33,789 5,035,683 SH DEFINED 1,2,5,6,10,13 5,035,683
PMI GROUP INC COM 69344M10 81,330 1,724,182 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,724,182
PNC FINL SVCS GROUP COM 69347510 652,188 8,808,595 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,808,595
PNM RES INC COM 69349H10 53,957 1,734,963 SH DEFINED 1,2,5,13 1,734,963
POGO PRODUCING CO COM 73044810 82,205 1,697,049 SH DEFINED 1,2,5,12,13 1,697,049
POLARIS INDS INC COM 73106810 29,664 633,448 SH DEFINED 1,2,5,6 633,448
POLO RALPH LAUREN CO CL A 73157210 90,244 1,162,043 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,162,043
POLYCOM INC COM 73172K10 59,585 1,927,682 SH DEFINED 1,2,5,6,12,13 1,927,682
POLYMEDICA CORP COM 73173810 18,800 465,233 SH DEFINED 1,2,6 465,233
POLYONE CORP COM 73179P10 11,795 1,572,732 SH DEFINED 1,2,5 1,572,732
POMEROY IT SOLUTIONS COM 73182210 115 15,201 SH DEFINED 1 15,201
POOL CORPORATION COM 73278L10 26,835 685,080 SH DEFINED 1,2,5,6 685,080
POPE & TALBOT INC COM 73282710 124 22,668 SH DEFINED 1,5 22,668
POPULAR INC COM 73317410 55,230 3,076,885 SH DEFINED 1,2,5,6,12 3,076,885
PORTALPLAYER INC COM 73618720 9,615 714,857 SH DEFINED 1,2,6 714,857
PORTFOLIO RECOVERY A COM 73640Q10 17,752 380,220 SH DEFINED 1,2,6 380,220
PORTLAND GEN ELEC CO COM NEW 73650884 10,577 388,140 SH DEFINED 1,2 388,140
PORTUGAL TELECOM SGP SPONSORED 73727310 536 41,453 SH DEFINED 1 41,453
POSCO SPONSORED 69348310 1,999 24,184 SH DEFINED 1,2 24,184
POSSIS MEDICAL INC COM 73740710 7,243 537,347 SH DEFINED 1 537,347
POST PPTYS INC COM 73746410 50,793 1,111,441 SH DEFINED 1,2,3,5 1,111,441
POTLATCH CORP NEW COM 73763010 36,910 842,311 SH DEFINED 1,2,5,13 842,311
POWELL INDS INC COM 73912810 3,645 115,468 SH DEFINED 1 115,468
POWER INTEGRATIONS I COM 73927610 1,031 43,967 SH DEFINED 1,2 43,967
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
POWER-ONE INC COM 73930810 8,129 1,116,669 SH DEFINED 1,2,5,6 1,116,669
POWERWAVE TECHNOLOGI COM 73936310 16,776 2,600,949 SH DEFINED 1,2,5,13 2,600,949
POZEN INC COM 73941U10 9,273 545,772 SH DEFINED 1,2,5 545,772
PPG INDS INC COM 69350610 317,767 4,948,867 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,948,867
PPL CORP COM 69351T10 439,065 12,250,701 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,250,701
PRA INTL COM 69353C10 5,948 235,371 SH DEFINED 1,2,6 235,371
PRAECIS PHARMACEUTIC COM NEW 73942140 60 12,141 SH DEFINED 1 12,141
PRAXAIR INC COM 74005P10 529,810 8,929,878 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,929,878
PRE PAID LEGAL SVCS COM 74006510 13,673 349,425 SH DEFINED 1,2,6 349,425
PRECISION CASTPARTS COM 74018910 168,931 2,158,035 SH DEFINED 1,2,5,12,13 2,158,035
PREFERRED BK LOS ANG COM 74036710 3,339 55,564 SH DEFINED 1 55,564
PREMIER EXIBITIONS I COM 74051E10 194 31,000 SH DEFINED 1,5 31,000
PREMIERE GLOBAL SVCS COM 74058510 12,103 1,282,139 SH DEFINED 1,2 1,282,139
PREMIERWEST BANCORP COM 74092110 2,901 181,753 SH DEFINED 1 181,753
PREMIUM STD FARMS IN COM 74060C10 2,858 153,895 SH DEFINED 1,2 153,895
PRESIDENTIAL LIFE CO COM 74088410 8,293 377,799 SH DEFINED 1,2 377,799
PRESSTEK INC COM 74111310 3,001 471,887 SH DEFINED 1,2,5 471,887
PRESTIGE BRANDS HLDG COM 74112D10 7,782 597,680 SH DEFINED 1,2 597,680
PRICE T ROWE GROUP I COM 74144T10 303,620 6,936,717 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,936,717
PRICELINE COM INC COM NEW 74150340 27,928 640,408 SH DEFINED 1,2,5,6 640,408
PRICESMART INC COM 74151110 2,321 129,569 SH DEFINED 1,2 129,569
PRIDE INTL INC DEL COM 74153Q10 112,755 3,757,244 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,757,244
PRIMEDIA INC COM 74157K10 4,793 2,836,225 SH DEFINED 1,2,5,6 2,836,225
PRIMEENERGY CORP COM 74158E10 651 10,090 SH DEFINED 1 10,090
PRIMUS GUARANTY LTD SHS G7245710 315 27,300 SH DEFINED 1,6 27,300
PRINCETON REVIEW INC COM 74235210 219 41,383 SH DEFINED 1,5 41,383
PRINCIPAL FINANCIAL COM 74251V10 456,170 7,771,207 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,771,207
PRIVATE MEDIA GROUP COM 74266R10 779 193,300 SH DEFINED 1 193,300
PRIVATEBANCORP INC COM 74296210 13,777 330,944 SH DEFINED 1,2,5,6 330,944
PROASSURANCE CORP COM 74267C10 25,483 510,480 SH DEFINED 1,2,5 510,480
PROCTER & GAMBLE CO COM 74271810 6,243,048 97,137,818 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 97,137,818
PROGENICS PHARMACEUT COM 74318710 10,222 397,138 SH DEFINED 1,2,6 397,138
PROGRESS ENERGY INC COM 74326310 1,045,728 21,306,592 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 21,306,592
PROGRESS SOFTWARE CO COM 74331210 17,696 633,581 SH DEFINED 1,2,5,6 633,581
PROGRESSIVE CORP OHI COM 74331510 531,913 21,961,740 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 21,961,740
PROGRESSIVE GAMING I COM 74332S10 4,295 473,486 SH DEFINED 1 473,486
PROLIANCE INTL INC COM 74340R10 118 26,061 SH DEFINED 1,2,5 26,061
PROLOGIS SH BEN INT 74341010 565,555 9,306,485 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 9,306,485
PROQUEST COMPANY COM 74346P10 5,222 499,715 SH DEFINED 1,2,5 499,715
PROSPERITY BANCSHARE COM 74360610 18,083 524,000 SH DEFINED 1,2 524,000
PROTECTIVE LIFE CORP COM 74367410 73,056 1,538,014 SH DEFINED 1,2,5,12,13 1,538,014
PROVIDENCE SVC CORP COM 74381510 4,137 164,611 SH DEFINED 1 164,611
PROVIDENT BANKSHARES COM 74385910 27,018 758,934 SH DEFINED 1,2,5 758,934
PROVIDENT FINL HLDGS COM 74386810 209 6,885 SH DEFINED 1 6,885
PROVIDENT FINL SVCS COM 74386T10 25,139 1,386,578 SH DEFINED 1,2,5 1,386,578
PROVIDENT NEW YORK B COM 74402810 9,515 635,180 SH DEFINED 1,2 635,180
PROXYMED INC COM NEW 74429030 49 10,608 SH DEFINED 1 10,608
PRUDENTIAL FINL INC COM 74432010 1,107,816 12,902,581 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 12,902,581
PRUDENTIAL PLC ADR 74435K20 1,133 40,875 SH DEFINED 1 40,875
PS BUSINESS PKS INC COM 69360J10 35,507 502,151 SH DEFINED 1,2,3,5,6 502,151
PSS WORLD MED INC COM 69366A10 21,081 1,079,429 SH DEFINED 1,2,5,6 1,079,429
PSYCHIATRIC SOLUTION COM 74439H10 40,807 1,087,604 SH DEFINED 1,2,6,13 1,087,604
PUBLIC STORAGE INC COM 74460D10 441,314 4,526,294 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 4,526,294
PUBLIC SVC ENTERPRIS COM 74457310 526,378 7,929,768 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,929,768
PUBLICIS S A NEW SPONSORED 74463M10 572 13,544 SH DEFINED 1 13,544
PUGET ENERGY INC NEW COM 74531010 47,178 1,860,345 SH DEFINED 1,2,5,12,13 1,860,345
PULTE HOMES INC COM 74586710 218,268 6,590,217 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,590,217
PVF CAPITAL CORP COM 69365410 126 11,927 SH DEFINED 1 11,927
PW EAGLE INC COM 69366Y10 5,659 164,019 SH DEFINED 1,2 164,019
PXRE GROUP LTD COM G7301810 299 64,760 SH DEFINED 1,5 64,760
Q MED COM 74791410 55 12,007 SH DEFINED 1 12,007
QAD INC COM 74727D10 1,452 173,052 SH DEFINED 1,2 173,052
QC HLDGS INC COM 74729T10 832 52,135 SH DEFINED 1 52,135
QLOGIC CORP COM 74727710 123,812 5,648,351 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,648,351
QUAKER CHEM CORP COM 74731610 394 17,834 SH DEFINED 1,5 17,834
QUAKER FABRIC CORP N COM 74739910 16 13,821 SH DEFINED 1 13,821
QUALCOMM INC COM 74752510 1,699,052 44,960,354 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 44,960,354
QUALITY DISTR INC FL COM 74756M10 1,517 113,867 SH DEFINED 1,2,5 113,867
QUALITY SYS INC COM 74758210 12,186 326,965 SH DEFINED 1,2,6 326,965
QUANEX CORP COM 74762010 24,188 699,278 SH DEFINED 1,2 699,278
QUANTA SVCS INC COM 74762E10 43,992 2,236,510 SH DEFINED 1,2,5,6,13 2,236,510
QUANTUM CORP COM DSSG 74790620 7,209 3,107,446 SH DEFINED 1,2,5 3,107,446
QUANTUM FUEL SYS TEC COM 74765E10 1,267 792,010 SH DEFINED 1,5 792,010
QUEST DIAGNOSTICS IN COM 74834L10 235,148 4,436,754 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,436,754
QUEST RESOURCE CORP COM NEW 74834930 2,485 246,042 SH DEFINED 1,5 246,042
QUEST SOFTWARE INC COM 74834T10 15,239 1,040,176 SH DEFINED 1,2,5,6 1,040,176
QUESTAR CORP COM 74835610 232,622 2,800,992 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,800,992
QUICKLOGIC CORP COM 74837P10 50 16,818 SH DEFINED 1 16,818
QUICKSILVER RESOURCE COM 74837R10 32,481 887,713 SH DEFINED 1,2,5,6,12,13 887,713
QUIDEL CORP COM 74838J10 5,934 435,706 SH DEFINED 1,5 435,706
QUIKSILVER INC COM 74838C10 36,582 2,322,660 SH DEFINED 1,2,5 2,322,660
QUIXOTE CORP COM 74905610 197 10,015 SH DEFINED 1 10,015
QUOVADX INC COM 74913K10 105 37,359 SH DEFINED 1,5 37,359
QWEST COMMUNICATIONS COM 74912110 966,403 115,460,300 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 115,460,300
R & G FINANCIAL CORP CL B 74913610 7,389 965,937 SH DEFINED 1,2 965,937
R H DONNELLEY CORP COM NEW 74955W30 37,587 599,183 SH DEFINED 1,2,5,12 599,183
RACKABLE SYS INC COM 75007710 12,108 390,952 SH DEFINED 1,2,5,6 390,952
RADIAN GROUP INC COM 75023610 167,659 3,109,979 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,109,979
RADIANT SYSTEMS INC COM 75025N10 3,544 339,456 SH DEFINED 1 339,456
RADIATION THERAPY SV COM 75032320 5,125 162,603 SH DEFINED 1,2,6 162,603
RADIO ONE INC CL A 75040P10 692 102,525 SH DEFINED 1,2 102,525
RADIO ONE INC CL D NON V 75040P40 8,085 1,199,537 SH DEFINED 1,2,5 1,199,537
RADIOSHACK CORP COM 75043810 61,698 3,676,864 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,676,864
RADISYS CORP COM 75045910 8,783 526,851 SH DEFINED 1,2,5 526,851
RADWARE LTD ORD M8187310 191 12,004 SH DEFINED 1,2,5 12,004
RADYNE CORP COM NEW 75061140 2,311 215,169 SH DEFINED 1 215,169
RAE SYS INC COM 75061P10 1,101 344,069 SH DEFINED 1,2,5 344,069
RAILAMERICA INC COM 75075310 9,564 594,752 SH DEFINED 1,2 594,752
RAIT FINANCIAL TRUST COM 74922710 23,950 694,613 SH DEFINED 1,2 694,613
RALCORP HLDGS INC NE COM 75102810 21,999 432,286 SH DEFINED 1,2,5,6 432,286
RAM ENERGY RESOURCES COM 75130P10 935 169,700 SH DEFINED 1 169,700
RAMBUS INC DEL COM 75091710 16,568 875,232 SH DEFINED 1,2,5,6,12 875,232
RAMCO-GERSHENSON PPT COM SH BEN 75145220 18,480 484,527 SH DEFINED 1,2,3 484,527
RANGE RES CORP COM 75281A10 45,916 1,672,116 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,672,116
RARE HOSPITALITY INT COM 75382010 17,240 523,536 SH DEFINED 1,2,5,6 523,536
RASER TECHNOLOGIES I COM 75405510 1,004 163,987 SH DEFINED 1 163,987
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
RAVEN INDS INC COM 75421210 6,289 234,655 SH DEFINED 1,2,6 234,655
RAYMOND JAMES FINANC COM 75473010 49,739 1,641,009 SH DEFINED 1,2,5,13 1,641,009
RAYONIER INC COM 75490710 45,873 1,117,482 SH DEFINED 1,2,5,12,13 1,117,482
RAYTHEON CO COM NEW 75511150 836,988 15,852,039 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 15,852,039
RBC BEARINGS INC COM 75524B10 10,162 354,566 SH DEFINED 1,2,6 354,566
RC2 CORP COM 74938810 20,541 466,836 SH DEFINED 1,2,6 466,836
RCN CORP COM NEW 74936120 13,845 459,204 SH DEFINED 1,2,6 459,204
READERS DIGEST ASSN COM 75526710 36,497 2,185,436 SH DEFINED 1,2,5,13 2,185,436
READING INTERNATIONA CL A 75540810 190 23,000 SH DEFINED 1 23,000
REALNETWORKS INC COM 75605L10 27,031 2,470,878 SH DEFINED 1,2,5,6 2,470,878
REALOGY CORP COM 75605E10 185,712 6,125,069 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,125,069
REALTY INCOME CORP COM 75610910 48,292 1,743,401 SH DEFINED 1,2,3,5 1,743,401
RECKSON ASSOCS RLTY COM 75621K10 87,889 1,927,396 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 1,927,396
RED HAT INC COM 75657710 42,025 1,827,160 SH DEFINED 1,2,5,12 1,827,160
RED ROBIN GOURMET BU COM 75689M10 7,785 217,150 SH DEFINED 1,2,6 217,150
REDBACK NETWORKS INC COM NEW 75720950 24,910 998,784 SH DEFINED 1,2,5,6 998,784
REDDY ICE HLDGS INC COM 75734R10 7,233 280,130 SH DEFINED 1,2 280,130
REDWOOD TR INC COM 75807540 18,670 321,445 SH DEFINED 1,2 321,445
REED ELSEVIER N V SPONSORED 75820410 816 23,915 SH DEFINED 1 23,915
REED ELSEVIER P L C SPONSORED 75820510 718 16,310 SH DEFINED 1 16,310
REGAL BELOIT CORP COM 75875010 31,117 592,597 SH DEFINED 1,2,5 592,597
REGAL ENTMT GROUP CL A 75876610 13,379 627,541 SH DEFINED 1,2,5 627,541
REGENCY CTRS CORP COM 75884910 145,477 1,861,029 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 1,861,029
REGENCY ENERGY PARTN COM UNITS 75885Y10 426 15,707 SH DEFINED 1,2 15,707
REGENERATION TECH IN COM 75886N10 191 32,657 SH DEFINED 1 32,657
REGENERON PHARMACEUT COM 75886F10 21,079 1,050,277 SH DEFINED 1,2,5,6 1,050,277
REGENT COMMUNICATION COM 75886510 195 68,866 SH DEFINED 1 68,866
REGIONS FINANCIAL CO COM 7591EP10 775,064 20,723,646 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 20,723,646
REGIS CORP MINN COM 75893210 37,544 949,513 SH DEFINED 1,2,5,13 949,513
REHABCARE GROUP INC COM 75914810 3,998 269,257 SH DEFINED 1,2,5 269,257
REINSURANCE GROUP AM COM 75935110 17,089 306,805 SH DEFINED 1,2,5 306,805
RELIANCE STEEL & ALU COM 75950910 47,873 1,215,666 SH DEFINED 1,2,5,13 1,215,666
RELIANT ENERGY INC COM 75952B10 94,011 6,615,830 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,615,830
RENAISSANCE LEARNING COM 75968L10 2,113 119,173 SH DEFINED 1,6 119,173
RENAISSANCERE HOLDIN COM G7496G10 59,393 989,879 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 989,879
RENASANT CORP COM 75970E10 7,909 258,207 SH DEFINED 1,2 258,207
RENOVIS INC COM 75988510 1,700 537,938 SH DEFINED 1,2,5 537,938
RENT A CTR INC NEW COM 76009N10 59,300 2,009,501 SH DEFINED 1,2,5,13 2,009,501
RENTECH INC COM 76011210 7,034 1,865,901 SH DEFINED 1,2,5,6 1,865,901
RENTRAK CORP COM 76017410 431 27,800 SH DEFINED 1 27,800
REPLIDYNE INC COM 76028W10 104 18,097 SH DEFINED 1,2 18,097
REPLIGEN CORP COM 75991610 80 28,613 SH DEFINED 1,5 28,613
REPSOL YPF S A SPONSORED 76026T20 1,973 57,199 SH DEFINED 1 57,199
REPUBLIC AWYS HLDGS COM 76027610 9,696 577,801 SH DEFINED 1,2 577,801
REPUBLIC BANCORP INC COM 76028210 16,176 1,201,757 SH DEFINED 1,2,5 1,201,757
REPUBLIC BANCORP KY CL A 76028120 4,793 191,026 SH DEFINED 1,2 191,026
REPUBLIC FIRST BANCO COM 76041610 209 16,123 SH DEFINED 1 16,123
REPUBLIC PROPERTY TR COM 76073710 3,917 339,447 SH DEFINED 1,3 339,447
REPUBLIC SVCS INC COM 76075910 135,018 3,319,838 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,319,838
RES-CARE INC COM 76094310 10,171 560,380 SH DEFINED 1,2,6 560,380
RESEARCH IN MOTION L COM 76097510 1,303 10,197 SH DEFINED 1,5 10,197
RESMED INC COM 76115210 57,129 1,160,677 SH DEFINED 1,2,5,6,12,13 1,160,677
RESOURCE AMERICA INC CL A 76119520 7,397 280,197 SH DEFINED 1,2,5 280,197
RESOURCE CAP CORP COM 76120W30 2,977 175,624 SH DEFINED 1,2 175,624
RESOURCES CONNECTION COM 76122Q10 21,891 687,545 SH DEFINED 1,2,6 687,545
RESPIRONICS INC COM 76123010 29,868 791,202 SH DEFINED 1,2,5,6,12 791,202
RESTORATION HARDWARE COM 76098110 3,612 424,498 SH DEFINED 1,5 424,498
RETAIL VENTURES INC COM 76128Y10 5,508 289,285 SH DEFINED 1,2,6 289,285
RETRACTABLE TECHNOLO COM 76129W10 78 26,900 SH DEFINED 1 26,900
REUTERS GROUP PLC SPONSORED 76132M10 758 14,515 SH DEFINED 1,2 14,515
REVLON INC CL A 76152550 3,054 2,385,862 SH DEFINED 1,2,6 2,385,862
REWARDS NETWORK INC COM 76155710 3,183 458,017 SH DEFINED 1 458,017
REX STORES CORP COM 76162410 212 11,964 SH DEFINED 1 11,964
REXAM PLC SP ADR NEW 76165540 215 4,130 SH DEFINED 1 4,130
REYNOLDS AMERICAN IN COM 76171310 294,658 4,500,663 SH DEFINED 1,2,5,6,10,12,13,14 4,500,663
RF MICRODEVICES INC COM 74994110 26,742 3,938,396 SH DEFINED 1,2,5,6,13 3,938,396
RICHARDSON ELECTRS L COM 76316510 95 10,450 SH DEFINED 1 10,450
RIGEL PHARMACEUTICAL COM NEW 76655960 4,746 399,818 SH DEFINED 1,2,5,6 399,818
RIGHTNOW TECHNOLOGIE COM 76657R10 3,127 181,607 SH DEFINED 1,6 181,607
RIMAGE CORP COM 76672110 330 12,700 SH DEFINED 1 12,700
RINKER GROUP LTD SPONSORED 76687M10 323 4,542 SH DEFINED 1 4,542
RIO TINTO PLC SPONSORED 76720410 25,244 118,799 SH DEFINED 1,2 118,799
RITA MED SYS INC DEL COM 76774E10 86 18,600 SH DEFINED 1 18,600
RITCHIE BROS AUCTION COM 76774410 520 9,719 SH DEFINED 1,5 9,719
RITE AID CORP COM 76775410 37,817 6,951,746 SH DEFINED 1,2,5,6 6,951,746
RIVERBED TECHNOLOGY COM 76857310 923 30,081 SH DEFINED 1,2 30,081
RIVERVIEW BANCORP IN COM 76939710 250 16,450 SH DEFINED 1 16,450
RIVIERA HLDGS CORP COM 76962710 3,241 134,138 SH DEFINED 1,5 134,138
RLI CORP COM 74960710 116,316 2,061,612 SH DEFINED 1,2 2,061,612
ROBBINS & MYERS INC COM 77019610 9,133 198,889 SH DEFINED 1,2 198,889
ROBERT HALF INTL INC COM 77032310 163,105 4,394,005 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,394,005
ROCK OF AGES CORP CL A 77263210 48 11,698 SH DEFINED 1 11,698
ROCK-TENN CO CL A 77273920 30,480 1,124,307 SH DEFINED 1,2 1,124,307
ROCKVILLE FINL INC COM 77418610 1,585 88,800 SH DEFINED 1 88,800
ROCKWELL AUTOMATION COM 77390310 276,877 4,533,026 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,533,026
ROCKWELL COLLINS INC COM 77434110 321,077 5,073,107 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,073,107
ROCKWOOD HLDGS INC COM 77441510 14,506 574,262 SH DEFINED 1,2 574,262
ROFIN SINAR TECHNOLO COM 77504310 24,246 401,025 SH DEFINED 1,2,5,6 401,025
ROGERS COMMUNICATION CL B 77510920 978 16,413 SH DEFINED 1 16,413
ROGERS CORP COM 77513310 15,043 254,318 SH DEFINED 1,2,6 254,318
ROHM & HAAS CO COM 77537110 285,826 5,591,276 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,591,276
ROLLINS INC COM 77571110 14,998 678,355 SH DEFINED 1,2,6,13 678,355
ROMA FINANCIAL CORP COM 77581P10 1,420 85,741 SH DEFINED 1,2 85,741
ROPER INDS INC NEW COM 77669610 86,663 1,724,987 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,724,987
ROSETTA RESOURCES IN COM 77777930 15,731 842,601 SH DEFINED 1,2 842,601
ROSS STORES INC COM 77829610 82,112 2,802,451 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,802,451
ROSTELECOM OPEN JT S SPONSORED 77852910 1,859 40,856 SH DEFINED 1,2,5 40,856
ROTECH HEALTHCARE IN COM 77866910 27 12,100 SH DEFINED 1 12,100
ROTONICS MFG INC COM 77890310 31 10,400 SH DEFINED 1 10,400
ROWAN COS INC COM 77938210 129,957 3,914,361 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,914,361
ROYAL BANCSHARES PA CL A 78008110 2,068 78,682 SH DEFINED 1 78,682
ROYAL BK CDA MONTREA COM 78008710 861 18,077 SH DEFINED 1,14 18,077
ROYAL CARIBBEAN CRUI COM V7780T10 27,885 673,865 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 673,865
ROYAL DUTCH SHELL PL SPON ADR B 78025910 5,188 72,912 SH DEFINED 1,2 72,912
ROYAL DUTCH SHELL PL SPONS ADR 78025920 8,026 113,378 SH DEFINED 1,2 113,378
ROYAL GOLD INC COM 78028710 12,331 342,710 SH DEFINED 1,2,5,6 342,710
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
ROYAL KPN NV SPONSORED 78064120 205 14,351 SH DEFINED 1,2 14,351
RPC INC COM 74966010 8,363 495,432 SH DEFINED 1,2,5,6 495,432
RPM INTL INC COM 74968510 47,581 2,277,669 SH DEFINED 1,2,5,13 2,277,669
RTI INTL METALS INC COM 74973W10 26,255 335,657 SH DEFINED 1,2,6 335,657
RUBY TUESDAY INC COM 78118210 34,673 1,263,584 SH DEFINED 1,2,5,6,13 1,263,584
RUDDICK CORP COM 78125810 21,875 788,285 SH DEFINED 1,2,5,13 788,285
RUDOLPH TECHNOLOGIES COM 78127010 5,898 370,451 SH DEFINED 1,5 370,451
RURAL / METRO CORP COM 78174810 202 24,900 SH DEFINED 1 24,900
RURAL CELLULAR CORP CL A 78190410 181 13,742 SH DEFINED 1 13,742
RUSH ENTERPRISES INC CL A 78184620 5,216 308,245 SH DEFINED 1,2 308,245
RUSS BERRIE & CO COM 78223310 2,842 183,937 SH DEFINED 1,2 183,937
RUTHS CHRIS STEAK HS COM 78333210 3,988 218,136 SH DEFINED 1,2,6 218,136
RYANAIR HLDGS PLC SPONSORED 78351310 1,709 20,968 SH DEFINED 1,2,5,7 20,968
RYDER SYS INC COM 78354910 77,520 1,518,207 SH DEFINED 1,2,5,6,10,12,13 1,518,207
RYERSON INC COM 78375P10 11,368 453,097 SH DEFINED 1,2 453,097
RYLAND GROUP INC COM 78376410 52,558 962,256 SH DEFINED 1,2,5,13 962,256
S & T BANCORP INC COM 78385910 14,535 419,247 SH DEFINED 1,2,5 419,247
S Y BANCORP INC COM 78506010 5,069 181,040 SH DEFINED 1,2,6 181,040
S1 CORPORATION COM 78463B10 5,235 950,052 SH DEFINED 1,2,5,6 950,052
SABA SOFTWARE INC COM NEW 78493260 235 37,710 SH DEFINED 1 37,710
SABRE HLDGS CORP CL A 78590510 126,214 3,957,779 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,957,779
SAFECO CORP COM 78642910 207,515 3,317,586 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,317,586
SAFEGUARD SCIENTIFIC COM 78644910 4,106 1,696,588 SH DEFINED 1,5 1,696,588
SAFENET INC COM 78645R10 12,503 522,252 SH DEFINED 1,2 522,252
SAFETY INS GROUP INC COM 78648T10 14,142 278,875 SH DEFINED 1,2 278,875
SAFEWAY INC COM NEW 78651420 486,283 14,070,703 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 14,070,703
SAFLINK CORP COM NEW 78657830 9 71,763 SH DEFINED 1,5 71,763
SAGA COMMUNICATIONS CL A 78659810 279 28,998 SH DEFINED 1 28,998
SAIA INC COM 78709Y10 5,364 231,114 SH DEFINED 1,2,5 231,114
SAIC INC COM 78390X10 17,418 979,088 SH DEFINED 1,2 979,088
SAKS INC COM 79377W10 39,725 2,229,218 SH DEFINED 1,2,5,6,13 2,229,218
SALEM COMMUNICATIONS CL A 79409310 2,302 192,636 SH DEFINED 1,2,6 192,636
SALESFORCE COM INC COM 79466L30 28,301 776,446 SH DEFINED 1,2,5,12 776,446
SALIX PHARMACEUTICAL COM 79543510 7,986 656,214 SH DEFINED 1,2,5,6 656,214
SALLY BEAUTY HLDGS I COM 79546E10 5,872 752,807 SH DEFINED 1,2,5,6,7,12,13 752,807
SALTON INC COM 79575710 29 12,744 SH DEFINED 1,2 12,744
SAN PAOLO-IMI S P A SPONSORED 79917510 1,940 41,783 SH DEFINED 1,2 41,783
SANDERS MORRIS HARRI COM 80000Q10 2,688 210,477 SH DEFINED 1 210,477
SANDERSON FARMS INC COM 80001310 14,926 492,760 SH DEFINED 1,2 492,760
SANDISK CORP COM 80004C10 247,227 5,745,459 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,745,459
SANDS REGENT COM 80009110 163 10,900 SH DEFINED 1 10,900
SANDY SPRING BANCORP COM 80036310 8,981 235,234 SH DEFINED 1,2 235,234
SANFILIPPO JOHN B & COM 80042210 151 12,300 SH DEFINED 1 12,300
SANGAMO BIOSCIENCES COM 80067710 1,948 295,220 SH DEFINED 1,5 295,220
SANMINA SCI CORP COM 80090710 48,931 14,182,791 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 14,182,791
SANOFI AVENTIS SPONSORED 80105N10 22,105 478,772 SH DEFINED 1,2 478,772
SANTANDER BANCORP COM 80280910 1,914 107,225 SH DEFINED 1,2 107,225
SANTARUS INC COM 80281730 5,619 717,595 SH DEFINED 1 717,595
SANTOS LIMITED SPONSORED 80302160 258 8,257 SH DEFINED 1 8,257
SAP AKTIENGESELLSCHA SPONSORED 80305420 18,971 357,277 SH DEFINED 1,2 357,277
SAPIENT CORP COM 80306210 6,939 1,263,870 SH DEFINED 1,2,5,6 1,263,870
SARA LEE CORP COM 80311110 349,985 20,551,060 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 20,551,060
SATYAM COMPUTER SERV ADR 80409810 16,488 686,730 SH DEFINED 1,2,5,7 686,730
SAUER-DANFOSS INC COM 80413710 7,777 241,136 SH DEFINED 1,2 241,136
SAUL CTRS INC COM 80439510 25,726 466,131 SH DEFINED 1,2,3,5 466,131
SAVANNAH BANCORP INC COM 80474810 202 7,405 SH DEFINED 1 7,405
SAVIENT PHARMACEUTIC COM 80517Q10 11,252 1,003,712 SH DEFINED 1,2,5 1,003,712
SAVVIS INC COM NEW 80542330 17,022 476,676 SH DEFINED 1,2,6 476,676
SBA COMMUNICATIONS C COM 78388J10 25,368 922,457 SH DEFINED 1,2,6 922,457
SCANA CORP NEW COM 80589M10 103,262 2,542,137 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,542,137
SCANSOURCE INC COM 80603710 16,055 528,119 SH DEFINED 1,2,6 528,119
SCBT FINANCIAL CORP COM 78401V10 5,467 131,018 SH DEFINED 1,2,5 131,018
SCHAWK INC CL A 80637310 3,917 200,465 SH DEFINED 1 200,465
SCHEIN HENRY INC COM 80640710 69,670 1,422,412 SH DEFINED 1,2,5,12,13 1,422,412
SCHERING PLOUGH CORP COM 80660510 799,721 33,829,150 SH DEFINED 1,2,5,6,8,10,12,13 33,829,150
SCHIFF NUTRITION INT COM 80669310 73 11,000 SH DEFINED 1 11,000
SCHLUMBERGER LTD COM 80685710 1,923,193 30,449,547 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 30,449,547
SCHNITZER STL INDS CL A 80688210 13,988 352,330 SH DEFINED 1,2,5 352,330
SCHOLASTIC CORP COM 80706610 37,186 1,037,548 SH DEFINED 1,2,5,13 1,037,548
SCHOOL SPECIALTY INC COM 80786310 12,203 325,505 SH DEFINED 1,2,5 325,505
SCHULMAN A INC COM 80819410 9,185 412,796 SH DEFINED 1,2 412,796
SCHWAB CHARLES CORP COM 80851310 544,477 28,152,879 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 28,152,879
SCHWEITZER-MAUDUIT I COM 80854110 5,038 193,396 SH DEFINED 1,2 193,396
SCICLONE PHARMACEUTI COM 80862K10 183 56,695 SH DEFINED 1,5 56,695
SCIELE PHARMA INC COM 80862710 18,597 774,883 SH DEFINED 1,2,6 774,883
SCIENTIFIC GAMES COR CL A 80874P10 34,166 1,130,201 SH DEFINED 1,2,5,6,13 1,130,201
SCM MICROSYSTEMS INC COM 78401810 54 17,355 SH DEFINED 1 17,355
SCO GROUP INC COM 78403A10 20 18,024 SH DEFINED 1 18,024
SCOLR PHARMA INC COM 78402X10 126 26,800 SH DEFINED 1,5 26,800
SCOTTISH PWR PLC SP ADR FNL 81013T80 1,213 20,767 SH DEFINED 1,2 20,767
SCOTTISH RE GROUP LI SHS G7353741 341 63,818 SH DEFINED 1,2,5,6 63,818
SCOTTS MIRACLE GRO C CL A 81018610 38,207 739,720 SH DEFINED 1,2,5,6,12,13 739,720
SCPIE HLDGS INC COM 78402P10 4,024 153,929 SH DEFINED 1,5 153,929
SCRIPPS E W CO OHIO CL A 81105420 117,330 2,349,420 SH DEFINED 1,2,5,6,10,12,13 2,349,420
SEABOARD CORP COM 81154310 24,316 13,777 SH DEFINED 1,2,6 13,777
SEABRIGHT INSURANCE COM 81165610 5,165 286,772 SH DEFINED 1 286,772
SEACHANGE INTL INC COM 81169910 324 31,746 SH DEFINED 1,5 31,746
SEACOAST BKG CORP FL COM 81170730 4,766 192,168 SH DEFINED 1,2 192,168
SEACOR HOLDINGS INC COM 81190410 22,303 224,963 SH DEFINED 1,2,5 224,963
SEAGATE TECHNOLOGY SHS G7945J10 78,845 2,975,271 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,975,271
SEALED AIR CORP NEW COM 81211K10 162,369 2,501,068 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,501,068
SEALY CORP COM 81213930 4,208 285,270 SH DEFINED 1,2,6 285,270
SEARS HLDGS CORP COM 81235010 952,864 5,674,174 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,674,174
SEATTLE GENETICS INC COM 81257810 153 28,692 SH DEFINED 1 28,692
SECURE COMPUTING COR COM 81370510 4,965 756,914 SH DEFINED 1,2,5 756,914
SECURITY BANK CORP COM 81404710 5,665 248,255 SH DEFINED 1 248,255
SECURITY CAPITAL ASS COM G8018D10 706 25,375 SH DEFINED 1,2 25,375
SEI INVESTMENTS CO COM 78411710 68,155 1,144,305 SH DEFINED 1,2,5,12,13 1,144,305
SELECT COMFORT CORP COM 81616X10 13,454 773,680 SH DEFINED 1,2,5,6 773,680
SELECT SECTOR SPDR T SBI HEALTH 81369Y20 1,626 48,565 SH DEFINED 5 48,565
SELECT SECTOR SPDR T SBI CONS S 81369Y30 327 12,500 SH DEFINED 5 12,500
SELECT SECTOR SPDR T SBI CONS D 81369Y40 499 13,000 SH DEFINED 5 13,000
SELECT SECTOR SPDR T SBI INT-EN 81369Y50 10,622 181,175 SH DEFINED 5 181,175
SELECT SECTOR SPDR T SBI INT-FI 81369Y60 1,919 52,235 SH DEFINED 5 52,235
SELECT SECTOR SPDR T SBI INT-IN 81369Y70 4,551 130,000 SH DEFINED 5 130,000
SELECT SECTOR SPDR T SBI INT-UT 81369Y88 290 7,900 SH DEFINED 5 7,900
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
SELECTICA INC COM 81628810 117 66,348 SH DEFINED 1 66,348
SELECTIVE INS GROUP COM 81630010 30,187 526,917 SH DEFINED 1,2,5 526,917
SEMCO ENERGY INC COM 78412D10 2,216 363,349 SH DEFINED 1,5 363,349
SEMITOOL INC COM 81690910 4,332 325,475 SH DEFINED 1,5 325,475
SEMPRA ENERGY COM 81685110 511,937 9,135,204 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,135,204
SEMTECH CORP COM 81685010 21,154 1,618,482 SH DEFINED 1,2,5,6,13 1,618,482
SENIOR HSG PPTYS TR SH BEN INT 81721M10 30,751 1,256,149 SH DEFINED 1,2,3 1,256,149
SENOMYX INC COM 81724Q10 4,996 384,577 SH DEFINED 1,2 384,577
SENSIENT TECHNOLOGIE COM 81725T10 28,959 1,177,215 SH DEFINED 1,2,5,13 1,177,215
SEPRACOR INC COM 81731510 113,420 1,841,825 SH DEFINED 1,2,5,12,13 1,841,825
SEQUA CORPORATION CL A 81732010 16,317 141,813 SH DEFINED 1,2,13 141,813
SERVICE CORP INTL COM 81756510 30,600 2,985,335 SH DEFINED 1,2,5 2,985,335
SERVICEMASTER CO COM 81760N10 59,288 4,522,381 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,522,381
SHARPER IMAGE CORP COM 82001310 144 15,587 SH DEFINED 1 15,587
SHAW COMMUNICATIONS CL B CONV 82028K20 607 19,153 SH DEFINED 1,5 19,153
SHAW GROUP INC COM 82028010 25,086 748,833 SH DEFINED 1,2,5 748,833
SHENANDOAH TELECOMMU COM 82312B10 6,509 138,450 SH DEFINED 1,2 138,450
SHERWIN WILLIAMS CO COM 82434810 287,834 4,527,113 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,527,113
SHILOH INDS INC COM 82454310 2,527 133,326 SH DEFINED 1,2 133,326
SHIP FINANCE INTERNA SHS G8107510 1,287 54,156 SH DEFINED 1,2,5 54,156
SHIRE PLC SPONSORED 82481R10 267 4,330 SH DEFINED 1 4,330
SHOE CARNIVAL INC COM 82488910 4,337 137,235 SH DEFINED 1,5 137,235
SHORE BANCSHARES INC COM 82510710 2,902 96,222 SH DEFINED 1,5 96,222
SHUFFLE MASTER INC COM 82554910 21,273 811,944 SH DEFINED 1,2,6 811,944
SI INTL INC COM 78427V10 5,401 166,586 SH DEFINED 1 166,586
SIEMENS A G SPONSORED 82619750 4,474 45,394 SH DEFINED 1,2 45,394
SIERRA BANCORP COM 82620P10 2,045 69,688 SH DEFINED 1 69,688
SIERRA HEALTH SVCS I COM 82632210 24,967 692,761 SH DEFINED 1,2,5,6,12 692,761
SIERRA PAC RES NEW COM 82642810 56,038 3,329,678 SH DEFINED 1,2,5,13 3,329,678
SIGMA ALDRICH CORP COM 82655210 165,009 2,123,125 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,123,125
SIGMA DESIGNS INC COM 82656510 7,656 300,809 SH DEFINED 1,2,5 300,809
SIGMATEL INC COM 82661W10 904 206,394 SH DEFINED 1 206,394
SIGNATURE BK NEW YOR COM 82669G10 17,501 564,913 SH DEFINED 1,2,6 564,913
SILGAN HOLDINGS INC COM 82704810 34,125 776,988 SH DEFINED 1,2,6 776,988
SILICON IMAGE INC COM 82705T10 22,248 1,749,070 SH DEFINED 1,2,5,6 1,749,070
SILICON LABORATORIES COM 82691910 34,440 993,945 SH DEFINED 1,2,5,6,13 993,945
SILICON STORAGE TECH COM 82705710 9,971 2,210,885 SH DEFINED 1,2,5,6 2,210,885
SILICONWARE PRECISIO SPONSD ADR 82708486 814 103,544 SH DEFINED 1,4 103,544
SILVERLEAF RESORTS I COM 82839510 172 38,400 SH DEFINED 1,2 38,400
SIMMONS 1ST NATL COR CL A $1 PA 82873020 10,952 348,775 SH DEFINED 1,2 348,775
SIMON PPTY GROUP INC COM 82880610 856,222 8,453,176 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 8,453,176
SIMPLETECH INC COM 82882310 280 22,100 SH DEFINED 1 22,100
SIMPSON MANUFACTURIN COM 82907310 21,491 679,006 SH DEFINED 1,2,5,6 679,006
SINCLAIR BROADCAST G CL A 82922610 18,127 1,726,349 SH DEFINED 1,2 1,726,349
SINOPEC SHANGHAI PET SPON ADR H 82935M10 312 6,291 SH DEFINED 1 6,291
SIRENZA MICRODEVICES COM 82966T10 2,765 351,732 SH DEFINED 1,5 351,732
SIRF TECHNOLOGY HLDG COM 82967H10 18,541 726,532 SH DEFINED 1,2,6 726,532
SIRIUS SATELLITE RAD COM 82966U10 58,392 16,494,943 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 16,494,943
SIRNA THERAPEUTICS I COM 82966910 6,223 478,322 SH DEFINED 1,2,5 478,322
SIRONA DENTAL SYSTEM COM 82966C10 8,921 231,642 SH DEFINED 1,2,6 231,642
SIRVA INC COM 82967Y10 2,500 718,442 SH DEFINED 1,2 718,442
SITEL CORP COM 82980K10 2,598 615,629 SH DEFINED 1 615,629
SIX FLAGS INC COM 83001P10 6,683 1,275,295 SH DEFINED 1,2,5,6 1,275,295
SJW CORP COM 78430510 8,657 223,357 SH DEFINED 1,2,6 223,357
SK TELECOM LTD SPONSORED 78440P10 15,216 574,625 SH DEFINED 1,2,4 574,625
SKECHERS U S A INC CL A 83056610 14,279 428,672 SH DEFINED 1,2,6 428,672
SKY FINL GROUP INC COM 83080P10 38,584 1,351,922 SH DEFINED 1,2,5,10 1,351,922
SKYLINE CORP COM 83083010 4,168 103,618 SH DEFINED 1,2 103,618
SKYWEST INC COM 83087910 26,890 1,054,095 SH DEFINED 1,2,5 1,054,095
SKYWORKS SOLUTIONS I COM 83088M10 17,847 2,520,803 SH DEFINED 1,2,5,6 2,520,803
SL GREEN RLTY CORP COM 78440X10 152,449 1,148,133 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 1,148,133
SLM CORP COM 78442P10 537,799 11,027,245 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 11,027,245
SM&A COM 78465D10 152 26,131 SH DEFINED 1 26,131
SMART & FINAL INC COM 83168310 4,244 224,542 SH DEFINED 1,2,6 224,542
SMART MODULAR TECHNO ORD SHS G8224510 348 25,865 SH DEFINED 1,2,6 25,865
SMITH & NEPHEW PLC SPDN ADR N 83175M20 502 9,592 SH DEFINED 1 9,592
SMITH & WESSON HLDG COM 83175610 3,993 386,190 SH DEFINED 1,5,6 386,190
SMITH A O COM 83186520 14,428 384,143 SH DEFINED 1,2 384,143
SMITH INTL INC COM 83211010 252,584 6,150,090 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,150,090
SMITH MICRO SOFTWARE COM 83215410 4,067 286,590 SH DEFINED 1,2,5 286,590
SMITHFIELD FOODS INC COM 83224810 43,126 1,680,651 SH DEFINED 1,2,5,12,13 1,680,651
SMITHTOWN BANCORP IN COM 83244910 2,451 90,365 SH DEFINED 1 90,365
SMUCKER J M CO COM NEW 83269640 44,742 923,093 SH DEFINED 1,2,5,6,13 923,093
SMURFIT-STONE CONTAI COM 83272710 34,280 3,246,257 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,246,257
SNAP ON INC COM 83303410 116,840 2,452,553 SH DEFINED 1,2,5,6,7,10,13 2,452,553
SOCIEDAD QUIMICA MIN SPON ADR S 83363510 1,381 10,187 SH DEFINED 1,2,5 10,187
SOCKET COMMUNICATION COM 83367210 24 21,600 SH DEFINED 1 21,600
SODEXHO ALLIANCE SA SPONSORED 83379210 439 7,015 SH DEFINED 1 7,015
SOHU COM INC COM 83408W10 7,895 328,971 SH DEFINED 1,2 328,971
SOLECTRON CORP COM 83418210 89,300 27,732,835 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 27,732,835
SOLEXA INC COM 83420X10 3,948 300,199 SH DEFINED 1 300,199
SOMANETICS CORP COM NEW 83444540 302 13,200 SH DEFINED 1 13,200
SOMAXON PHARMACEUTIC COM 83445310 817 57,590 SH DEFINED 1 57,590
SONIC AUTOMOTIVE INC CL A 83545G10 13,564 467,071 SH DEFINED 1,2,5 467,071
SONIC CORP COM 83545110 31,815 1,328,384 SH DEFINED 1,2,5,6 1,328,384
SONIC INNOVATIONS IN COM 83545M10 170 32,680 SH DEFINED 1,5 32,680
SONIC SOLUTIONS COM 83546010 5,765 353,696 SH DEFINED 1,2,5,6 353,696
SONICWALL INC COM 83547010 13,382 1,589,317 SH DEFINED 1,2,5,6 1,589,317
SONOCO PRODS CO COM 83549510 146,957 3,861,198 SH DEFINED 1,2,5,6,12,13 3,861,198
SONOSITE INC COM 83568G10 7,994 258,466 SH DEFINED 1,2,6 258,466
SONUS NETWORKS INC COM 83591610 23,490 3,564,481 SH DEFINED 1,2,5,6 3,564,481
SONUS PHARMACEUTICAL COM 83569210 90 14,700 SH DEFINED 1 14,700
SONY CORP ADR NEW 83569930 2,708 63,235 SH DEFINED 1,2 63,235
SOTHEBYS COM 83589810 38,112 1,228,634 SH DEFINED 1,2,6,13 1,228,634
SOURCE INTERLINK COS COM NEW 83615120 4,308 527,964 SH DEFINED 1,2 527,964
SOUTH FINL GROUP INC COM 83784110 25,920 974,807 SH DEFINED 1,2,5 974,807
SOUTH JERSEY INDS IN COM 83851810 19,764 591,551 SH DEFINED 1,2 591,551
SOUTHERN CO COM 84258710 868,506 23,562,283 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 23,562,283
SOUTHERN COPPER CORP COM 84265V10 59,216 1,098,837 SH DEFINED 1,2,5,7,12 1,098,837
SOUTHERN UN CO NEW COM 84403010 30,399 1,087,620 SH DEFINED 1,2,5 1,087,620
SOUTHSIDE BANCSHARES COM 84470P10 4,168 162,004 SH DEFINED 1 162,004
SOUTHWEST AIRLS CO COM 84474110 296,048 19,324,303 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 19,324,303
SOUTHWEST BANCORP IN COM 84476710 8,278 297,120 SH DEFINED 1,2 297,120
SOUTHWEST GAS CORP COM 84489510 37,948 988,991 SH DEFINED 1,2,5 988,991
SOUTHWEST WTR CO COM 84533110 4,671 339,464 SH DEFINED 1 339,464
SOUTHWESTERN ENERGY COM 84546710 110,416 3,150,238 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,150,238
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
SOVEREIGN BANCORP IN COM 84590510 250,447 9,864,000 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,864,000
SOVRAN SELF STORAGE COM 84610H10 27,856 486,311 SH DEFINED 1,2,3,5 486,311
SPANISH BROADCASTING CL A 84642588 2,441 593,825 SH DEFINED 1,2 593,825
SPANSION INC COM CL A 84649R10 14,226 957,353 SH DEFINED 1,2,5,6 957,353
SPARTAN MTRS INC COM 84681910 324 21,375 SH DEFINED 1,2 21,375
SPARTAN STORES INC COM 84682210 7,570 361,676 SH DEFINED 1,2 361,676
SPARTECH CORP COM NEW 84722020 17,528 668,499 SH DEFINED 1,2 668,499
SPATIALIGHT INC COM 84724810 108 79,900 SH DEFINED 1,5 79,900
SPDR TR UNIT SER 1 78462F10 89,111 629,223 SH DEFINED 1,5,6,13 629,223
SPECTRA ENERGY CORP COM 84756010 53,619 1,932,200 SH DEFINED 1,2 1,932,200
SPECTRALINK CORP COM 84758010 180 20,951 SH DEFINED 1 20,951
SPECTRANETICS CORP COM 84760C10 4,700 416,324 SH DEFINED 1 416,324
SPECTRUM BRANDS INC COM 84762L10 8,329 764,149 SH DEFINED 1,2 764,149
SPECTRUM CTL INC COM 84761510 166 17,200 SH DEFINED 1 17,200
SPEEDWAY MOTORSPORTS COM 84778810 13,542 352,669 SH DEFINED 1,2 352,669
SPHERION CORP COM 84842010 11,859 1,596,044 SH DEFINED 1,2,5 1,596,044
SPHERIX INC COM 84842R10 41 18,099 SH DEFINED 1 18,099
SPIRENT COMMUNICATIO SPONS ADR 84856M20 57 12,773 SH DEFINED 1 12,773
SPIRIT AEROSYSTEMS H COM CL A 84857410 12,111 361,860 SH DEFINED 1,2 361,860
SPIRIT FIN CORP COM 84856830 18,362 1,472,515 SH DEFINED 1,2,3 1,472,515
SPORT CHALET INC CL A 84916320 126 13,713 SH DEFINED 1 13,713
SPRINT NEXTEL CORP COM FON 85206110 1,605,597 84,997,182 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 84,997,182
SPSS INC COM 78462K10 10,444 347,339 SH DEFINED 1,2,5,6 347,339
SPX CORP COM 78463510 88,550 1,447,840 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,447,840
SRA INTL INC CL A 78464R10 22,069 825,332 SH DEFINED 1,2,6,13 825,332
SRS LABS INC COM 78464M10 183 16,900 SH DEFINED 1 16,900
ST JOE CO COM 79014810 50,311 939,155 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 939,155
ST JUDE MED INC COM 79084910 355,321 9,718,859 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,718,859
ST MARY LD & EXPL CO COM 79222810 27,421 744,318 SH DEFINED 1,2,5,6,12 744,318
ST PAUL TRAVELERS IN COM 79286010 1,122,333 20,903,944 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 20,903,944
STAAR SURGICAL CO COM PAR $0 85231230 187 26,689 SH DEFINED 1 26,689
STAGE STORES INC COM NEW 85254C30 19,997 658,001 SH DEFINED 1,2,5 658,001
STAKTEK HLDGS INC COM 85256P10 1,402 272,303 SH DEFINED 1,2 272,303
STAMPS COM INC COM NEW 85285720 4,484 284,712 SH DEFINED 1,2,6 284,712
STANCORP FINL GROUP COM 85289110 52,210 1,158,938 SH DEFINED 1,2,5,13 1,158,938
STANDARD MICROSYSTEM COM 85362610 10,477 374,457 SH DEFINED 1,2 374,457
STANDARD MTR PRODS I COM 85366610 525 35,076 SH DEFINED 1 35,076
STANDARD PAC CORP NE COM 85375C10 31,256 1,166,693 SH DEFINED 1,2,5 1,166,693
STANDARD PARKING COR COM 85379010 5,512 143,496 SH DEFINED 1,2 143,496
STANDARD REGISTER CO COM 85388710 3,420 284,976 SH DEFINED 1,2 284,976
STANDEX INTL CORP COM 85423110 5,772 191,572 SH DEFINED 1,2,5 191,572
STANLEY FURNITURE IN COM NEW 85430520 4,955 231,003 SH DEFINED 1,2,5 231,003
STANLEY WKS COM 85461610 116,775 2,322,024 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,322,024
STAPLES INC COM 85503010 560,244 20,982,907 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 20,982,907
STAR GAS PARTNERS L UNIT LTD P 85512C10 67 18,900 SH DEFINED 1 18,900
STAR MARITIME ACQUIS COM 85516E10 1,591 162,187 SH DEFINED 1 162,187
STAR SCIENTIFIC INC COM 85517P10 279 85,897 SH DEFINED 1,5 85,897
STARBUCKS CORP COM 85524410 701,972 19,818,512 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 19,818,512
STARTEK INC COM 85569C10 2,364 174,565 SH DEFINED 1 174,565
STARWOOD HOTELS&RESO COM 85590A40 435,872 6,973,946 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 6,973,946
STATE AUTO FINL CORP COM 85570710 11,162 321,867 SH DEFINED 1,2 321,867
STATE BANCORP INC N. COM 85571610 230 12,054 SH DEFINED 1 12,054
STATE NATIONAL BANCS COM 85712410 6,271 162,923 SH DEFINED 1 162,923
STATE STR CORP COM 85747710 960,177 14,237,494 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 14,237,494
STATION CASINOS INC COM 85768910 49,045 600,527 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 600,527
STATOIL ASA SPONSORED 85771P10 11,471 435,835 SH DEFINED 1 435,835
STEAK N SHAKE CO COM 85787310 7,227 410,632 SH DEFINED 1,2,6 410,632
STEEL DYNAMICS INC COM 85811910 101,288 3,121,348 SH DEFINED 1,2,5,6,10,12,13 3,121,348
STEEL TECHNOLOGIES I COM 85814710 4,495 256,152 SH DEFINED 1 256,152
STEELCASE INC CL A 85815520 12,770 703,219 SH DEFINED 1,2,5 703,219
STEIN MART INC COM 85837510 7,450 561,859 SH DEFINED 1,2,5 561,859
STEINER LEISURE LTD ORD P8744Y10 1,249 27,448 SH DEFINED 1,2,5,6 27,448
STEINWAY MUSICAL INS COM 85849510 5,339 171,944 SH DEFINED 1,2 171,944
STEMCELLS INC COM 85857R10 233 88,100 SH DEFINED 1,2,5 88,100
STEPAN CO COM 85858610 2,412 76,170 SH DEFINED 1,5 76,170
STEPHAN CO COM 85860310 37 10,099 SH DEFINED 1 10,099
STEREOTAXIS INC COM 85916J10 3,177 307,880 SH DEFINED 1 307,880
STERICYCLE INC COM 85891210 58,528 775,205 SH DEFINED 1,2,5,6,12,13 775,205
STERIS CORP COM 85915210 38,607 1,533,847 SH DEFINED 1,2,5,13 1,533,847
STERLING BANCORP COM 85915810 5,717 290,192 SH DEFINED 1,2 290,192
STERLING BANCSHARES COM 85890710 19,203 1,474,910 SH DEFINED 1,2 1,474,910
STERLING CONSTRUCTIO COM 85924110 2,502 114,982 SH DEFINED 1,5 114,982
STERLING FINL CORP COM 85931710 12,058 509,412 SH DEFINED 1,2 509,412
STERLING FINL CORP W COM 85931910 29,910 884,642 SH DEFINED 1,2,6 884,642
STEWART ENTERPRISES CL A 86037010 15,896 2,543,331 SH DEFINED 1,2,5 2,543,331
STEWART INFORMATION COM 86037210 11,798 272,085 SH DEFINED 1,2 272,085
STEWART W P & CO LTD COM G8492210 512 32,353 SH DEFINED 1,2,5 32,353
STIFEL FINL CORP COM 86063010 6,265 159,707 SH DEFINED 1 159,707
STILLWATER MNG CO COM 86074Q10 10,885 871,467 SH DEFINED 1,2,5,6 871,467
STONE ENERGY CORP COM 86164210 20,433 578,011 SH DEFINED 1,2,5 578,011
STONERIDGE INC COM 86183P10 146 17,879 SH DEFINED 1 17,879
STORA ENSO CORP SPON ADR R 86210M10 717 45,382 SH DEFINED 1 45,382
STRATAGENE CORP COM 86269H10 122 16,379 SH DEFINED 1 16,379
STRATASYS INC COM 86268510 4,703 149,740 SH DEFINED 1,2,5 149,740
STRATEGIC HOTELS & R COM 86272T10 39,193 1,798,665 SH DEFINED 1,2,3 1,798,665
STRATEX NETWORKS INC COM 86279T10 6,399 1,324,907 SH DEFINED 1,2,5 1,324,907
STRATTEC SEC CORP COM 86311110 531 11,396 SH DEFINED 1,2,5 11,396
STRATUS PPTYS INC COM NEW 86316720 205 6,393 SH DEFINED 1 6,393
STRAYER ED INC COM 86323610 33,996 320,565 SH DEFINED 1,2,6,13 320,565
STREETTRACKS SER TR DJ WL LG C 86330E20 1,819 21,835 SH DEFINED 1 21,835
STREETTRACKS SER TR DJ WLSH RE 86330E60 3,119 35,504 SH DEFINED 8 35,504
STRIDE RITE CORP COM 86331410 8,976 595,206 SH DEFINED 1,2,5 595,206
STRYKER CORP COM 86366710 429,494 7,793,400 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,793,400
STUDENT LN CORP COM 86390210 9,063 43,720 SH DEFINED 1,2,5,12 43,720
STURM RUGER & CO INC COM 86415910 200 20,793 SH DEFINED 1 20,793
SUBURBAN PROPANE PAR UNIT LTD P 86448210 2,221 58,423 SH DEFINED 1,2 58,423
SUEZ SPONSORED 86468610 1,190 22,908 SH DEFINED 1,2 22,908
SUFFOLK BANCORP COM 86473910 7,912 207,511 SH DEFINED 1,2 207,511
SULPHCO INC COM 86537810 2,043 432,736 SH DEFINED 1,6 432,736
SUMTOTAL SYS INC COM 86661510 93 15,391 SH DEFINED 1 15,391
SUN BANCORP INC COM 86663B10 4,352 206,570 SH DEFINED 1,2 206,570
SUN COMMUNITIES INC COM 86667410 17,957 554,928 SH DEFINED 1,2,3,5 554,928
SUN HEALTHCARE GROUP COM NEW 86693340 3,708 293,601 SH DEFINED 1 293,601
SUN LIFE FINL INC COM 86679610 6,804 160,669 SH DEFINED 1 160,669
SUN MICROSYSTEMS INC COM 86681010 496,940 91,686,356 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 91,686,356
SUNAIR SERVICES CORP COM 86701710 41 11,100 SH DEFINED 1 11,100
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
SUNCOM WIRELESS HLDG CL A 86722Q10 37 52,211 SH DEFINED 1,5 52,211
SUNCOR ENERGY INC COM 86722910 786 9,962 SH DEFINED 1 9,962
SUNLINK HEALTH SYSTE COM 86737U10 94 13,400 SH DEFINED 1 13,400
SUNOCO INC COM 86764P10 471,700 7,564,136 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,564,136
SUNOCO LOGISTICS PRT COM UNITS 86764L10 837 16,548 SH DEFINED 1,2 16,548
SUNPOWER CORP COM CL A 86765210 6,748 181,554 SH DEFINED 1,2,6 181,554
SUNRISE SENIOR LIVIN COM 86768K10 27,855 906,742 SH DEFINED 1,2,6 906,742
SUNSTONE HOTEL INVS COM 86789210 38,619 1,444,797 SH DEFINED 1,2,3 1,444,797
SUNTECH PWR HLDGS CO ADR 86800C10 2,124 62,455 SH DEFINED 1,2,7 62,455
SUN-TIMES MEDIA GROU COM 86688Q10 4,874 992,661 SH DEFINED 1,2,5 992,661
SUNTRON CORP COM 86789P10 20 19,385 SH DEFINED 1 19,385
SUNTRUST BKS INC COM 86791410 788,210 9,333,451 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,333,451
SUPERGEN INC COM 86805910 4,418 869,671 SH DEFINED 1,2,5 869,671
SUPERIOR BANCORP COM 86806M10 3,181 280,547 SH DEFINED 1,5 280,547
SUPERIOR ENERGY SVCS COM 86815710 26,749 818,499 SH DEFINED 1,2,5,6,12 818,499
SUPERIOR ESSEX INC COM 86815V10 10,133 304,742 SH DEFINED 1,2,6 304,742
SUPERIOR INDS INTL I COM 86816810 7,167 371,947 SH DEFINED 1,2,5 371,947
SUPERIOR UNIFORM GP COM 86835810 141 11,004 SH DEFINED 1 11,004
SUPERIOR WELL SVCS I COM 86837X10 3,702 144,825 SH DEFINED 1,2,6 144,825
SUPERTEX INC COM 86853210 6,250 159,231 SH DEFINED 1,2,6 159,231
SUPERVALU INC COM 86853610 217,867 6,094,192 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,094,192
SUPPORTSOFT INC COM 86858710 331 60,437 SH DEFINED 1,5 60,437
SUPREME INDS INC CL A 86860710 126 19,692 SH DEFINED 1 19,692
SUREWEST COMMUNICATI COM 86873310 7,505 272,520 SH DEFINED 1,2,5 272,520
SURMODICS INC COM 86887310 11,355 364,871 SH DEFINED 1,2,6 364,871
SUSQUEHANNA BANCSHAR COM 86909910 33,093 1,231,144 SH DEFINED 1,2,5 1,231,144
SUSSER HLDGS CORP COM 86923310 239 13,300 SH DEFINED 1 13,300
SVB FINL GROUP COM 78486Q10 40,875 876,759 SH DEFINED 1,2,5,6,13 876,759
SWIFT ENERGY CO COM 87073810 23,912 533,628 SH DEFINED 1,2,5 533,628
SWIFT TRANSN CO COM 87075610 21,459 816,875 SH DEFINED 1,2,5,13 816,875
SWISSCOM AG SPONSORED 87101310 848 22,448 SH DEFINED 1 22,448
SWS GROUP INC COM 78503N10 17,805 498,726 SH DEFINED 1,2 498,726
SYBASE INC COM 87113010 70,002 2,834,076 SH DEFINED 1,2,5,6,7,13 2,834,076
SYCAMORE NETWORKS IN COM 87120610 17,097 4,547,032 SH DEFINED 1,2,5 4,547,032
SYKES ENTERPRISES IN COM 87123710 12,809 726,106 SH DEFINED 1,2,6 726,106
SYMANTEC CORP COM 87150310 493,464 23,667,352 SH DEFINED 1,2,5,6,10,12,13 23,667,352
SYMBION INC DEL COM 87150710 6,000 324,132 SH DEFINED 1,2,6 324,132
SYMBOL TECHNOLOGIES COM 87150810 104,814 7,015,654 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,015,654
SYMMETRICOM INC COM 87154310 8,508 953,833 SH DEFINED 1,2,5 953,833
SYMMETRY MED INC COM 87154620 6,766 489,216 SH DEFINED 1,2,6 489,216
SYMS CORP COM 87155110 1,990 99,935 SH DEFINED 1,2 99,935
SYMYX TECHNOLOGIES COM 87155S10 10,500 486,341 SH DEFINED 1,2,5,6 486,341
SYNAGRO TECHNOLOGIES COM NEW 87156220 3,929 888,913 SH DEFINED 1 888,913
SYNAPTICS INC COM 87157D10 14,320 482,332 SH DEFINED 1,2,5,6 482,332
SYNCHRONOSS TECHNOLO COM 87157B10 1,043 76,026 SH DEFINED 1,2 76,026
SYNERON MEDICAL LTD ORD SHS M8724510 267 9,825 SH DEFINED 1,2,5 9,825
SYNGENTA AG SPONSORED 87160A10 1,691 45,540 SH DEFINED 1 45,540
SYNIVERSE HLDGS INC COM 87163F10 13,431 895,990 SH DEFINED 1,2,6 895,990
SYNNEX CORP COM 87162W10 4,692 213,855 SH DEFINED 1,2 213,855
SYNOPSYS INC COM 87160710 105,282 3,938,731 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,938,731
SYNOVUS FINL CORP COM 87161C10 250,778 8,134,204 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,134,204
SYNPLICITY INC COM 87160Y10 148 23,699 SH DEFINED 1 23,699
SYNTAX BRILLIAN CORP COM 87163L10 239 27,678 SH DEFINED 1 27,678
SYNTEL INC COM 87162H10 2,805 104,655 SH DEFINED 1,2,6 104,655
SYNTROLEUM CORP COM 87163010 2,110 609,764 SH DEFINED 1,2,5 609,764
SYSCO CORP COM 87182910 606,112 16,488,365 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 16,488,365
SYSTEMAX INC COM 87185110 4,844 277,581 SH DEFINED 1,2 277,581
T-3 ENERGY SRVCS INC COM 87306E10 1,632 73,994 SH DEFINED 1,2 73,994
TAIWAN GREATER CHINA SH BEN INT 87403710 198 30,000 SH DEFINED 7 30,000
TAIWAN SEMICONDUCTOR SPONSORED 87403910 99,078 9,064,737 SH DEFINED 1,4,5,7,8 9,064,737
TAKE-TWO INTERACTIVE COM 87405410 22,919 1,290,458 SH DEFINED 1,2,5,6 1,290,458
TAL INTL GROUP INC COM 87408310 6,111 228,957 SH DEFINED 1,2 228,957
TALBOTS INC COM 87416110 10,618 440,568 SH DEFINED 1,2,5 440,568
TALEO CORP CL A 87424N10 1,698 124,207 SH DEFINED 1 124,207
TALX CORP COM 87491810 17,062 621,551 SH DEFINED 1,2,5,6 621,551
TAM SA SP ADR REP 87484D10 10,345 344,716 SH DEFINED 1,2,7 344,716
TANGER FACTORY OUTLE COM 87546510 30,841 789,164 SH DEFINED 1,2,3,5 789,164
TANOX INC COM 87588Q10 7,606 382,207 SH DEFINED 1,2,6 382,207
TARGET CORP COM 87612E10 4,079,461 71,506,763 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 71,506,763
TARRAGON CORP COM 87628710 2,298 188,789 SH DEFINED 1,5 188,789
TASER INTL INC COM 87651B10 6,528 857,768 SH DEFINED 1,2,5,6 857,768
TATA MTRS LTD SPONSORED 87656850 8,694 425,529 SH DEFINED 2,4,5 425,529
TAUBMAN CTRS INC COM 87666410 85,205 1,675,290 SH DEFINED 1,2,3,5,6,10 1,675,290
TAYLOR CAP GROUP INC COM 87685110 6,628 181,036 SH DEFINED 1,2 181,036
TC PIPELINES LP UT COM LTD 87233Q10 743 20,633 SH DEFINED 1,2 20,633
TCF FINL CORP COM 87227510 80,143 2,922,776 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,922,776
TD AMERITRADE HLDG C COM 87236Y10 52,858 3,266,876 SH DEFINED 1,2,5,12 3,266,876
TD BANKNORTH INC COM 87235A10 52,645 1,630,890 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,630,890
TDK CORP AMERN DEP 87235140 920 11,466 SH DEFINED 1,2 11,466
TEAM INC COM 87815510 2,469 70,896 SH DEFINED 1 70,896
TECH DATA CORP COM 87823710 44,743 1,181,486 SH DEFINED 1,2,5,10,13 1,181,486
TECH OPS SEVCON INC COM 87829310 97 12,400 SH DEFINED 1 12,400
TECHNE CORP COM 87837710 50,792 915,997 SH DEFINED 1,2,5,6,12,13 915,997
TECHNICAL OLYMPIC US COM 87848310 2,958 290,901 SH DEFINED 1,2,5 290,901
TECHNITROL INC COM 87855510 15,462 647,232 SH DEFINED 1,2,5 647,232
TECHNOLOGY INVT CAP COM 87871730 3,620 224,273 SH DEFINED 1 224,273
TECHNOLOGY RESH CORP COM NEW 87872730 54 12,900 SH DEFINED 1 12,900
TECHWELL INC COM 87874D10 1,360 84,656 SH DEFINED 1,2 84,656
TECK COMINCO LTD CL B 87874220 10,987 145,816 SH DEFINED 5,7,10,13 145,816
TECO ENERGY INC COM 87237510 105,696 6,134,442 SH DEFINED 1,2,5,6,10,12,13 6,134,442
TECUMSEH PRODS CO CL A 87889520 4,836 286,154 SH DEFINED 1,2,5 286,154
TEEKAY LNG PARTNERS PRTNRSP UN Y8564M10 364 10,932 SH DEFINED 1,2 10,932
TEEKAY SHIPPING MARS COM Y8564W10 4,716 108,120 SH DEFINED 1,2,5,12 108,120
TEJON RANCH CO DEL COM 87908010 8,448 151,296 SH DEFINED 1,2,6 151,296
TEKELEC COM 87910110 13,708 924,321 SH DEFINED 1,2,5,6,7 924,321
TEKTRONIX INC COM 87913110 63,058 2,161,735 SH DEFINED 1,2,5,6,10,12,13 2,161,735
TELE NORTE LESTE PAR SPON ADR P 87924610 259 17,360 SH DEFINED 1,2 17,360
TELECOM ARGENTINA S SPON ADR R 87927320 2,509 125,385 SH DEFINED 1,2,5,7 125,385
TELECOM CORP NEW ZEA SPONSORED 87927820 207 7,702 SH DEFINED 1 7,702
TELECOMMUNICATION SY CL A 87929J10 43 14,000 SH DEFINED 1 14,000
TELEDYNE TECHNOLOGIE COM 87936010 22,837 569,070 SH DEFINED 1,2,5,6 569,070
TELEFLEX INC COM 87936910 72,083 1,116,533 SH DEFINED 1,2,5,13 1,116,533
TELEFONICA S A SPONSORED 87938220 24,850 389,798 SH DEFINED 1,2 389,798
TELEFONOS DE MEXICO SPON ADR O 87940378 24,580 869,796 SH DEFINED 1,2,7 869,796
TELEKOM AUSTRIA AG SPONSORED 87943Q10 421 7,880 SH DEFINED 1 7,880
TELENOR ASA SPONSORED 87944W10 295 5,230 SH DEFINED 1 5,230
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
TELEPHONE & DATA SYS COM 87943310 98,479 1,812,611 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,812,611
TELEPHONE & DATA SYS SPL COM 87943386 11,502 231,886 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 231,886
TELETECH HOLDINGS IN COM 87993910 23,157 969,714 SH DEFINED 1,2,6 969,714
TELIK INC COM 87959M10 3,850 869,108 SH DEFINED 1,2,6 869,108
TELKONET INC COM 87960410 100 37,300 SH DEFINED 1,5 37,300
TELLABS INC COM 87966410 139,093 13,556,845 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,556,845
TELSTRA CORP LTD SPON ADR F 87969N20 231 14,081 SH DEFINED 1 14,081
TELULAR CORP COM NEW 87970T20 84 23,100 SH DEFINED 1 23,100
TEMPLE INLAND INC COM 87986810 295,071 6,410,408 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,410,408
TEMPUR PEDIC INTL IN COM 88023U10 20,104 982,598 SH DEFINED 1,2,6 982,598
TENARIS S A SPONSORED 88031M10 66,026 1,323,440 SH DEFINED 1,2,5,7 1,323,440
TENET HEALTHCARE COR COM 88033G10 91,354 13,106,705 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,106,705
TENNANT CO COM 88034510 8,410 290,005 SH DEFINED 1,2 290,005
TENNECO INC COM 88034910 17,970 726,953 SH DEFINED 1,2,5,6 726,953
TEPPCO PARTNERS L P UT LTD PAR 87238410 3,735 92,648 SH DEFINED 1,2 92,648
TERADYNE INC COM 88077010 81,923 5,476,156 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,476,156
TERCICA INC COM 88078L10 113 22,625 SH DEFINED 1 22,625
TEREX CORP NEW COM 88077910 365,860 5,665,223 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,665,223
TERNIUM SA SPON ADR 88089010 22,817 772,401 SH DEFINED 1,2,4,5,7 772,401
TERRA INDS INC COM 88091510 16,915 1,411,903 SH DEFINED 1,2,6 1,411,903
TERRA NITROGEN CO L COM UNIT 88100520 246 7,236 SH DEFINED 1,2 7,236
TERREMARK WORLDWIDE COM NEW 88144820 3,317 493,580 SH DEFINED 1,2,5 493,580
TESORO CORP COM 88160910 156,581 2,380,735 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,380,735
TESSERA TECHNOLOGIES COM 88164L10 27,016 669,697 SH DEFINED 1,2,6 669,697
TETRA TECH INC NEW COM 88162G10 20,938 1,157,411 SH DEFINED 1,2,5,6 1,157,411
TETRA TECHNOLOGIES I COM 88162F10 18,196 711,327 SH DEFINED 1,2,5,6 711,327
TEVA PHARMACEUTICAL ADR 88162420 27,870 896,704 SH DEFINED 1,2,5,7 896,704
TEXAS CAPITAL BANCSH COM 88224Q10 6,299 316,844 SH DEFINED 1,2,6 316,844
TEXAS INDS INC COM 88249110 26,326 409,871 SH DEFINED 1,2,5 409,871
TEXAS INSTRS INC COM 88250810 1,200,888 41,697,516 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 41,697,516
TEXAS ROADHOUSE INC CL A 88268110 9,707 732,077 SH DEFINED 1,2,6 732,077
TEXAS UTD BANCSHARES COM 88283810 4,402 128,184 SH DEFINED 1 128,184
TEXTRON INC COM 88320310 345,162 3,680,947 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,680,947
TGC INDS INC COM NEW 87241730 310 37,300 SH DEFINED 1,2,5 37,300
THERAGENICS CORP COM 88337510 124 39,881 SH DEFINED 1 39,881
THERAVANCE INC COM 88338T10 3,526 114,143 SH DEFINED 1,2,6 114,143
THERMA-WAVE INC COM 88343A10 34 28,168 SH DEFINED 1 28,168
THERMO FISHER SCIENT COM 88355610 607,916 13,422,739 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,422,739
THERMOGENESIS CORP COM NEW 88362320 2,995 694,939 SH DEFINED 1,5 694,939
THESTREET COM COM 88368Q10 2,485 279,164 SH DEFINED 1,2 279,164
THINK PARTNERSHIP IN COM 88409N10 143 44,200 SH DEFINED 1,5 44,200
THIRD WAVE TECHNOLOG COM 88428W10 94 19,464 SH DEFINED 1 19,464
THOMAS & BETTS CORP COM 88431510 51,689 1,093,247 SH DEFINED 1,2,5,6,12,13 1,093,247
THOMAS PPTYS GROUP I COM 88445310 231 14,400 SH DEFINED 1 14,400
THOMAS WEISEL PARTNE COM 88448110 1,974 93,537 SH DEFINED 1,2,6 93,537
THOMSON SPONSORED 88511810 371 18,995 SH DEFINED 1 18,995
THOMSON CORP COM 88490310 1,349 32,563 SH DEFINED 7 32,563
THOR INDS INC COM 88516010 29,993 681,815 SH DEFINED 1,2,5,6,13 681,815
THORATEC CORP COM NEW 88517530 13,161 748,643 SH DEFINED 1,2,5,6 748,643
THORNBURG MTG INC COM 88521810 39,414 1,568,421 SH DEFINED 1,2,5,10 1,568,421
THQ INC COM NEW 87244340 30,753 945,649 SH DEFINED 1,2,5,6 945,649
THRESHOLD PHARMACEUT COM 88580710 75 20,300 SH DEFINED 1,2 20,300
TIBCO SOFTWARE INC COM 88632Q10 31,081 3,292,480 SH DEFINED 1,2,5,6 3,292,480
TIDEWATER INC COM 88642310 97,127 2,008,407 SH DEFINED 1,2,5,6,12,13 2,008,407
TIENS BIOTECH GROUP COM 88650T10 189 48,168 SH DEFINED 1 48,168
TIERONE CORP COM 88650R10 12,665 400,672 SH DEFINED 1,2 400,672
TIFFANY & CO NEW COM 88654710 150,312 3,830,584 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,830,584
TIM HORTONS INC COM 88706M10 59,215 2,044,702 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,044,702
TIM PARTICIPACOES S SPONS ADR 88706P10 84,460 2,439,618 SH DEFINED 1,4,5 2,439,618
TIMBERLAND BANCORP I COM 88709810 201 5,413 SH DEFINED 1 5,413
TIMBERLAND CO CL A 88710010 34,970 1,107,361 SH DEFINED 1,2,5,6,12,13 1,107,361
TIME WARNER INC COM 88731710 2,522,377 115,811,617 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 115,811,617
TIME WARNER TELECOM CL A 88731910 38,338 1,923,637 SH DEFINED 1,2,5,6 1,923,637
TIMKEN CO COM 88738910 40,098 1,374,176 SH DEFINED 1,2,5,8,12,13 1,374,176
TITAN INTL INC ILL COM 88830M10 4,892 242,781 SH DEFINED 1 242,781
TITAN PHARMACEUTICAL COM 88831410 97 29,117 SH DEFINED 1 29,117
TITANIUM METALS CORP COM NEW 88833920 32,119 1,088,407 SH DEFINED 1,2,5 1,088,407
TIVO INC COM 88870610 5,498 1,073,890 SH DEFINED 1,2,6 1,073,890
TJX COS INC NEW COM 87254010 390,424 13,689,486 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,689,486
TNS INC COM 87296010 6,725 349,336 SH DEFINED 1,2,6 349,336
TNT N V SPONSORED 87260W10 561 13,014 SH DEFINED 1 13,014
TODCO COM 88889T10 36,463 1,067,104 SH DEFINED 1,2,5,6 1,067,104
TOLL BROTHERS INC COM 88947810 87,974 2,729,568 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,729,568
TOLLGRADE COMMUNICAT COM 88954210 407 38,516 SH DEFINED 1 38,516
TOMKINS PLC SPONSORED 89003020 265 13,655 SH DEFINED 1 13,655
TOMPKINSTRUSTCO INC COM 89011010 5,787 127,327 SH DEFINED 1,2,5 127,327
TOOTSIE ROLL INDS IN COM 89051610 20,942 640,418 SH DEFINED 1,2,5,6,13 640,418
TOPPS INC COM 89078610 4,711 529,358 SH DEFINED 1,2 529,358
TORCHMARK CORP COM 89102710 173,419 2,719,869 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,719,869
TOREADOR RES CORP COM 89105010 4,927 191,201 SH DEFINED 1,2 191,201
TORO CO COM 89109210 40,119 860,362 SH DEFINED 1,2,5,6,12 860,362
TORONTO DOMINION BK COM NEW 89116050 2,348 39,211 SH DEFINED 1,2 39,211
TOTAL S A SPONSORED 89151E10 37,650 523,499 SH DEFINED 1,2 523,499
TOTAL SYS SVCS INC COM 89190610 17,041 645,743 SH DEFINED 1,2,5,12 645,743
TOWER GROUP INC COM 89177710 7,621 245,271 SH DEFINED 1,2,5,6 245,271
TOWN SPORTS INTL HLD COM 89214A10 1,293 78,460 SH DEFINED 1 78,460
TOYOTA MOTOR CORP SP ADR REP 89233130 9,959 74,148 SH DEFINED 1,2 74,148
TRACTOR SUPPLY CO COM 89235610 28,242 631,663 SH DEFINED 1,2,5,6 631,663
TRADESTATION GROUP I COM 89267P10 4,898 356,254 SH DEFINED 1,2,5,6 356,254
TRAFFIX INC COM 89272110 101 18,400 SH DEFINED 1 18,400
TRANS WORLD ENTMT CO COM 89336Q10 264 40,197 SH DEFINED 1 40,197
TRANSACT TECHNOLOGIE COM 89291810 153 18,461 SH DEFINED 1,5 18,461
TRANSACTION SYS ARCH COM 89341610 28,243 867,144 SH DEFINED 1,2,6,13 867,144
TRANSALTA CORP COM 89346D10 428 18,796 SH DEFINED 1,5,7 18,796
TRANSATLANTIC HLDGS COM 89352110 18,453 297,153 SH DEFINED 1,2,5,12 297,153
TRANSCAT INC COM 89352910 111 19,200 SH DEFINED 1 19,200
TRANSDIGM GROUP INC COM 89364110 3,786 142,821 SH DEFINED 1,2,6 142,821
TRANSMERIDIAN EXPL I COM 89376N10 3,127 906,424 SH DEFINED 1,2,5 906,424
TRANSMETA CORP DEL COM 89376R10 2,846 2,563,683 SH DEFINED 1,5 2,563,683
TRANSOCEAN INC ORD G9007810 576,701 7,129,449 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,129,449
TRANSPORTADORA DE GA SPON ADR B 89387020 422 52,865 SH DEFINED 1,5 52,865
TRANSWITCH CORP COM 89406510 2,317 1,655,130 SH DEFINED 1,5 1,655,130
TRAVELZOO INC COM 89421Q10 7,888 263,364 SH DEFINED 1,2,5 263,364
TRC COS INC COM 87262510 150 17,385 SH DEFINED 1 17,385
TREDEGAR CORP COM 89465010 12,565 555,749 SH DEFINED 1,2 555,749
TREEHOUSE FOODS INC COM 89469A10 18,248 584,858 SH DEFINED 1,2,5 584,858
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
TREND MICRO INC SPONS ADR 89486M20 550 18,697 SH DEFINED 1 18,697
TREX INC COM 89531P10 3,972 173,530 SH DEFINED 1,2,6 173,530
TRI CONTL CORP COM 89543610 1,892 84,538 SH DEFINED 1,5,12 84,538
TRI VY CORP COM 89573510 172 18,100 SH DEFINED 1,5 18,100
TRIAD GTY INC COM 89592510 16,850 307,095 SH DEFINED 1,2 307,095
TRIAD HOSPITALS INC COM 89579K10 68,734 1,643,164 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,643,164
TRIARC COS INC CL B SER 1 89592730 23,538 1,176,883 SH DEFINED 1,2,6 1,176,883
TRIBUNE CO NEW COM 89604710 154,436 5,017,428 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,017,428
TRICO BANCSHARES COM 89609510 5,460 200,648 SH DEFINED 1,2 200,648
TRICO MARINE SERVICE COM NEW 89610620 14,766 385,444 SH DEFINED 1,2 385,444
TRIDENT MICROSYSTEMS COM 89591910 15,484 851,684 SH DEFINED 1,2,5,6 851,684
TRIMBLE NAVIGATION L COM 89623910 30,002 591,409 SH DEFINED 1,2,5,6,12 591,409
TRIMERIS INC COM 89626310 3,921 308,460 SH DEFINED 1,2,5 308,460
TRINITY INDS INC COM 89652210 49,440 1,404,532 SH DEFINED 1,2,5,6,12,13 1,404,532
TRIQUINT SEMICONDUCT COM 89674K10 13,417 2,981,446 SH DEFINED 1,2,5,13 2,981,446
TRIUMPH GROUP INC NE COM 89681810 13,408 255,736 SH DEFINED 1,2 255,736
TRIZETTO GROUP INC COM 89688210 13,738 747,852 SH DEFINED 1,2,6 747,852
TRM CORP COM 87263610 218 101,700 SH DEFINED 1,5 101,700
TRONOX INC CL A 89705110 795 49,715 SH DEFINED 1,2 49,715
TRONOX INC COM CL B 89705120 8,645 547,519 SH DEFINED 1,2,5,7 547,519
TRUE RELIGION APPARE COM 89784N10 2,623 171,339 SH DEFINED 1,5,6 171,339
TRUMP ENTMT RESORTS COM 89816T10 7,968 436,853 SH DEFINED 1,2,6 436,853
TRUSTCO BK CORP N Y COM 89834910 12,622 1,135,041 SH DEFINED 1,2,5 1,135,041
TRUSTMARK CORP COM 89840210 35,143 1,074,375 SH DEFINED 1,2,5 1,074,375
TRUSTREET PPTYS INC COM 89840410 19,770 1,173,288 SH DEFINED 1,2,3,5 1,173,288
TRW AUTOMOTIVE HLDGS COM 87264S10 12,241 473,156 SH DEFINED 1,2,5 473,156
TTM TECHNOLOGIES IN COM 87305R10 11,683 1,031,134 SH DEFINED 1,2,6 1,031,134
TUESDAY MORNING CORP COM NEW 89903550 6,974 448,497 SH DEFINED 1,2,5 448,497
TUMBLEWEED COMMUNICA COM 89969010 125 47,619 SH DEFINED 1,5 47,619
TUPPERWARE BRANDS CO COM 89989610 28,482 1,259,694 SH DEFINED 1,2,5,13 1,259,694
TURBOCHEF TECHNOLOGI COM NEW 90000620 3,807 223,699 SH DEFINED 1,2,5,6 223,699
TURKCELL ILETISIM HI SPON ADR N 90011120 1,288 96,232 SH DEFINED 2,4 96,232
TUT SYSTEMS COM 90110310 21 18,418 SH DEFINED 1 18,418
TWEEN BRANDS INC COM 90116610 23,383 585,597 SH DEFINED 1,2,5,6 585,597
TWEETER HOME ENTMT G COM 90116710 58 27,419 SH DEFINED 1 27,419
TXU CORP COM 87316810 1,011,774 18,663,967 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 18,663,967
TYCO INTL LTD NEW COM 90212410 1,459,897 48,022,913 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 48,022,913
TYLER TECHNOLOGIES I COM 90225210 11,517 819,100 SH DEFINED 1,2,5,6 819,100
TYSON FOODS INC CL A 90249410 116,268 7,067,937 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,067,937
U S AIRWAYS GROUP IN COM 90341W10 44,345 823,482 SH DEFINED 1,2 823,482
U S B HLDG INC COM 90291010 4,239 175,876 SH DEFINED 1,2 175,876
U S CONCRETE INC COM 90333L10 3,535 496,491 SH DEFINED 1,2,5 496,491
U S G CORP COM NEW 90329340 41,630 759,670 SH DEFINED 1,2,5,7,10,12,14 759,670
U S PHYSICAL THERAPY COM 90337L10 207 16,887 SH DEFINED 1,5 16,887
U S SHIPPING PARTNER COM UNIT 90341710 220 11,732 SH DEFINED 1,2 11,732
U S XPRESS ENTERPRIS CL A 90338N10 2,174 131,991 SH DEFINED 1 131,991
U STORE IT TR COM 91274F10 23,463 1,141,740 SH DEFINED 1,2,3 1,141,740
UAL CORP COM NEW 90254980 63,210 1,436,581 SH DEFINED 1,2,5 1,436,581
UAP HLDG CORP COM 90344110 18,267 725,459 SH DEFINED 1,2 725,459
UBS AG SHS NEW H8923133 115,409 1,912,956 SH DEFINED 1,2 1,912,956
UCBH HOLDINGS INC COM 90262T30 37,140 2,115,057 SH DEFINED 1,2,5,6 2,115,057
UGI CORP NEW COM 90268110 50,384 1,846,926 SH DEFINED 1,2,5,7 1,846,926
UIL HLDG CORP COM 90274810 19,065 451,886 SH DEFINED 1,2,5 451,886
ULTICOM INC COM 90384410 2,460 256,477 SH DEFINED 1,2,5,6 256,477
ULTIMATE SOFTWARE GR COM 90385D10 7,484 321,763 SH DEFINED 1,2,6 321,763
ULTRA PETROLEUM CORP COM 90391410 35,367 740,823 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 740,823
ULTRALIFE BATTERIES COM 90389910 195 17,700 SH DEFINED 1 17,700
ULTRATECH INC COM 90403410 4,715 377,796 SH DEFINED 1,2,6 377,796
UMB FINL CORP COM 90278810 26,622 729,169 SH DEFINED 1,2,5 729,169
UMPQUA HLDGS CORP COM 90421410 31,313 1,063,992 SH DEFINED 1,2,5 1,063,992
UNDER ARMOUR INC CL A 90431110 15,306 303,393 SH DEFINED 1,2,6 303,393
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 84,096 904,642 SH DEFINED 1,2,4,5,7 904,642
UNIFI INC COM 90467710 267 109,108 SH DEFINED 1,5 109,108
UNIFIRST CORP MASS COM 90470810 8,371 217,944 SH DEFINED 1,2,5 217,944
UNILEVER N V N Y SHS NE 90478470 1,506 55,284 SH DEFINED 1,2 55,284
UNILEVER PLC SPON ADR N 90476770 423 15,217 SH DEFINED 1 15,217
UNION BANKSHARES COR COM 90539910 6,492 212,235 SH DEFINED 1,2 212,235
UNION DRILLING INC COM 90653P10 2,029 144,114 SH DEFINED 1 144,114
UNION PAC CORP COM 90781810 632,824 6,877,032 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,877,032
UNIONBANCAL CORP COM 90890610 79,882 1,304,201 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,304,201
UNISOURCE ENERGY COR COM 90920510 20,788 569,080 SH DEFINED 1,2,5 569,080
UNISYS CORP COM 90921410 72,374 9,231,375 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 9,231,375
UNIT CORP COM 90921810 28,467 587,552 SH DEFINED 1,2,5,6,12 587,552
UNITED AMER INDEMNIT CL A 90933T10 644 25,439 SH DEFINED 1,2 25,439
UNITED AUTO GROUP IN COM 90944010 12,912 547,823 SH DEFINED 1,2 547,823
UNITED BANKSHARES IN COM 90990710 31,130 805,445 SH DEFINED 1,2,5 805,445
UNITED CMNTY BKS BLA CAP STK 90984P10 16,294 504,147 SH DEFINED 1,2,6 504,147
UNITED CMNTY FINL CO COM 90983910 9,901 808,918 SH DEFINED 1,2,5 808,918
UNITED DOMINION REAL COM 91019710 115,443 3,631,428 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 3,631,428
UNITED FIRE & CAS CO COM 91033110 12,916 366,413 SH DEFINED 1,2 366,413
UNITED GUARDIAN INC COM 91057110 126 14,000 SH DEFINED 1 14,000
UNITED INDL CORP COM 91067110 7,434 146,473 SH DEFINED 1,2,6 146,473
UNITED MICROELECTRON SPONSORED 91087320 1,053 301,812 SH DEFINED 1,4 301,812
UNITED NAT FOODS INC COM 91116310 25,488 709,567 SH DEFINED 1,2,6 709,567
UNITED ONLINE INC COM 91126810 15,478 1,165,521 SH DEFINED 1,2,5 1,165,521
UNITED PANAM FINANCI COM 91130110 1,734 126,042 SH DEFINED 1,6 126,042
UNITED PARCEL SERVIC CL B 91131210 1,992,528 26,574,122 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 26,574,122
UNITED RENTALS INC COM 91136310 27,397 1,077,353 SH DEFINED 1,2,5,13 1,077,353
UNITED RETAIL GROUP COM 91138010 440 31,400 SH DEFINED 1,2 31,400
UNITED SECURITY BANC COM 91146010 1,429 59,285 SH DEFINED 1 59,285
UNITED STATES CELLUL COM 91168410 11,840 170,134 SH DEFINED 1,2,5 170,134
UNITED STATES STL CO COM 91290910 302,988 4,142,575 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,142,575
UNITED STATIONERS IN COM 91300410 34,492 738,735 SH DEFINED 1,2,5 738,735
UNITED SURGICAL PART COM 91301630 21,633 763,058 SH DEFINED 1,2,6 763,058
UNITED TECHNOLOGIES COM 91301710 6,437,319 102,964,160 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 102,964,160
UNITED THERAPEUTICS COM 91307C10 20,784 382,276 SH DEFINED 1,2,6 382,276
UNITED UTILS PLC SPONSORED 91311Q10 1,218 39,656 SH DEFINED 1 39,656
UNITEDHEALTH GROUP I COM 91324P10 2,099,521 39,075,395 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 39,075,395
UNITIL CORP COM 91325910 222 8,775 SH DEFINED 1,2 8,775
UNITRIN INC COM 91327510 56,139 1,120,314 SH DEFINED 1,2,5,12,13 1,120,314
UNIVERSAL AMERN FINL COM 91337710 12,121 650,282 SH DEFINED 1,2,6 650,282
UNIVERSAL COMPRESSIO COM 91343110 52,859 851,049 SH DEFINED 1,2 851,049
UNIVERSAL CORP VA COM 91345610 38,776 791,189 SH DEFINED 1,2,5,13 791,189
UNIVERSAL DISPLAY CO COM 91347P10 5,095 339,437 SH DEFINED 1,2,6 339,437
UNIVERSAL ELECTRS IN COM 91348310 4,786 227,711 SH DEFINED 1,2,5 227,711
UNIVERSAL FST PRODS COM 91354310 14,955 320,787 SH DEFINED 1,2 320,787
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 7,444 190,959 SH DEFINED 1,2,3 190,959
UNIVERSAL HLTH SVCS CL B 91390310 48,857 881,413 SH DEFINED 1,2,5,7,12,13 881,413
UNIVERSAL STAINLESS COM 91383710 308 9,200 SH DEFINED 1,5 9,200
UNIVERSAL TECHNICAL COM 91391510 9,814 441,869 SH DEFINED 1,2,6 441,869
UNIVERSAL TRUCKLOAD COM 91388P10 2,127 89,539 SH DEFINED 1 89,539
UNIVEST CORP PA COM 91527110 5,168 169,547 SH DEFINED 1 169,547
UNIVISION COMMUNICAT CL A 91490610 219,697 6,202,635 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,202,635
UNUMPROVIDENT CORP COM 91529Y10 243,172 11,702,205 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 11,702,205
UPM KYMMENE CORP SPONSORED 91543610 778 30,807 SH DEFINED 1 30,807
UQM TECHNOLOGIES INC COM 90321310 53 19,576 SH DEFINED 1 19,576
URBAN OUTFITTERS INC COM 91704710 49,165 2,134,826 SH DEFINED 1,2,5,12,13 2,134,826
UROLOGIX INC COM 91727310 45 19,209 SH DEFINED 1 19,209
URS CORP NEW COM 90323610 21,258 496,094 SH DEFINED 1,2,5 496,094
URSTADT BIDDLE PPTYS COM 91728610 203 11,570 SH DEFINED 1 11,570
URSTADT BIDDLE PPTYS CL A 91728620 9,077 475,493 SH DEFINED 1,2,3 475,493
US BANCORP DEL COM NEW 90297330 1,921,552 53,096,216 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 53,096,216
US LEC CORP CL A 90331S10 128 13,800 SH DEFINED 1,2 13,800
USA MOBILITY INC COM 90341G10 14,910 666,522 SH DEFINED 1,2 666,522
USA TRUCK INC COM 90292510 1,684 104,951 SH DEFINED 1 104,951
USANA HEALTH SCIENCE COM 90328M10 15,584 301,659 SH DEFINED 1,2,6 301,659
USEC INC COM 90333E10 26,411 2,076,362 SH DEFINED 1,2,5 2,076,362
USI HLDGS CORP COM 90333H10 10,532 685,668 SH DEFINED 1,2 685,668
UST INC COM 90291110 228,390 3,924,220 SH DEFINED 1,2,5,6,8,10,12,
13,14 3,924,220
UTAH MED PRODS INC COM 91748810 369 11,200 SH DEFINED 1,2 11,200
UTI WORLDWIDE INC ORD G8721010 3,466 115,914 SH DEFINED 1,2,5,6 115,914
UTSTARCOM INC COM 91807610 44,370 5,070,821 SH DEFINED 1,2,5,6,13 5,070,821
V F CORP COM 91820410 208,771 2,543,507 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,543,507
VA SOFTWARE CORP COM 91819B10 4,448 884,338 SH DEFINED 1,2,5 884,338
VAALCO ENERGY INC COM NEW 91851C20 6,813 1,009,365 SH DEFINED 1,2 1,009,365
VAIL RESORTS INC COM 91879Q10 26,567 592,757 SH DEFINED 1,2,6 592,757
VALASSIS COMMUNICATI COM 91886610 17,555 1,210,715 SH DEFINED 1,2,5,6,13 1,210,715
VALEANT PHARMACEUTIC COM 91911X10 36,494 2,116,801 SH DEFINED 1,2,5,6,13 2,116,801
VALENCE TECHNOLOGY I COM 91891410 155 93,924 SH DEFINED 1,5 93,924
VALERO ENERGY CORP N COM 91913Y10 1,093,524 21,374,593 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 21,374,593
VALERO GP HLDGS LLC UNIT LLC I 91914G10 540 21,773 SH DEFINED 1,2 21,773
VALERO L P COM UT LTD 91913W10 2,775 49,756 SH DEFINED 1,2 49,756
VALHI INC NEW COM 91890510 2,297 88,431 SH DEFINED 1,2 88,431
VALLEY NATIONAL GASE COM 91979210 669 25,300 SH DEFINED 1,2 25,300
VALLEY NATL BANCORP COM 91979410 34,805 1,312,904 SH DEFINED 1,2,5,12 1,312,904
VALMONT INDS INC COM 92025310 21,177 381,629 SH DEFINED 1,2,6 381,629
VALSPAR CORP COM 92035510 66,835 2,418,038 SH DEFINED 1,2,5,10,12,13 2,418,038
VALUE LINE INC COM 92043710 1,041 22,908 SH DEFINED 1 22,908
VALUECLICK INC COM 92046N10 45,054 1,906,650 SH DEFINED 1,2,5,6,13 1,906,650
VALUEVISION MEDIA IN CL A 92047K10 7,834 596,178 SH DEFINED 1,2,6 596,178
VARIAN INC COM 92220610 38,191 852,675 SH DEFINED 1,2,5,6,13 852,675
VARIAN MED SYS INC COM 92220P10 132,540 2,786,215 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,786,215
VARIAN SEMICONDUCTOR COM 92220710 40,563 891,097 SH DEFINED 1,2,5,6 891,097
VASCO DATA SEC INTL COM 92230Y10 4,241 357,865 SH DEFINED 1 357,865
VCA ANTECH INC COM 91819410 39,098 1,214,586 SH DEFINED 1,2,5,6,12,13 1,214,586
VECTOR GROUP LTD COM 92240M10 8,765 493,784 SH DEFINED 1,2,5 493,784
VECTREN CORP COM 92240G10 39,299 1,389,639 SH DEFINED 1,2,5,13 1,389,639
VEECO INSTRS INC DEL COM 92241710 9,071 484,300 SH DEFINED 1,2,5,6 484,300
VENOCO INC COM 92275P30 1,408 80,159 SH DEFINED 1,2 80,159
VENTANA MED SYS INC COM 92276H10 27,990 650,470 SH DEFINED 1,2,6,13 650,470
VENTAS INC COM 92276F10 41,425 978,855 SH DEFINED 1,2,3,5 978,855
VEOLIA ENVIRONNEMENT SPONSORED 92334N10 524 6,960 SH DEFINED 1 6,960
VERASUN ENERGY CORP COM 92336G10 4,774 241,724 SH DEFINED 1,2,6 241,724
VERIFONE HLDGS INC COM 92342Y10 13,336 376,727 SH DEFINED 1,2,5,6 376,727
VERIGY LTD SHS Y9369110 1,021 57,548 SH DEFINED 1,5,7,8,10,13 57,548
VERINT SYS INC COM 92343X10 7,132 208,037 SH DEFINED 1,2,6 208,037
VERISIGN INC COM 92343E10 187,575 7,799,387 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 7,799,387
VERITAS DGC INC COM 92343P10 60,849 710,604 SH DEFINED 1,2,5,6 710,604
VERIZON COMMUNICATIO COM 92343V10 3,238,016 86,949,943 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 86,949,943
VERSO TECHNOLOGIES I COM NEW 92531720 19 16,136 SH DEFINED 1 16,136
VERTEX PHARMACEUTICA COM 92532F10 82,263 2,198,361 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,198,361
VERTRUE INC COM 92534N10 16,323 424,973 SH DEFINED 1,2,6 424,973
VESTIN RLTY MTG II I COM 92549X10 132 25,230 SH DEFINED 1 25,230
VIACELL INC COM 92554J10 161 34,150 SH DEFINED 1 34,150
VIACOM INC NEW CL A 92553P10 1,541 37,573 SH DEFINED 1,2,5,13 37,573
VIACOM INC NEW CL B 92553P20 695,028 16,939,509 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 16,939,509
VIAD CORP COM NEW 92552R40 26,432 651,028 SH DEFINED 1,2,5 651,028
VIASAT INC COM 92552V10 10,010 335,787 SH DEFINED 1,2,5,6 335,787
VIASYS HEALTHCARE IN COM NEW 92553Q20 16,277 585,074 SH DEFINED 1,2,5 585,074
VICAL INC COM 92560210 130 20,235 SH DEFINED 1 20,235
VICON INDS INC COM 92581110 67 18,700 SH DEFINED 1 18,700
VICOR CORP COM 92581510 6,569 591,235 SH DEFINED 1,2,6 591,235
VIEWPOINT CORP COM 92672P10 129 192,747 SH DEFINED 1,5 192,747
VIEWPOINT FINL GROUP COM 92672710 1,736 102,500 SH DEFINED 1 102,500
VIGNETTE CORP COM NEW 92673440 8,020 469,815 SH DEFINED 1,2,5 469,815
VILLAGE SUPER MKT IN CL A NEW 92710740 2,115 24,743 SH DEFINED 1,2 24,743
VINA CONCHA Y TORO S SPONSORED 92719110 537 18,126 SH DEFINED 1,2,5,7 18,126
VINEYARD NATL BANCOR COM 92742610 2,901 126,024 SH DEFINED 1 126,024
VION PHARMACEUTICALS COM 92762410 39 28,831 SH DEFINED 1 28,831
VIRAGE LOGIC CORP COM 92763R10 1,461 157,222 SH DEFINED 1 157,222
VIRCO MFG CO COM 92765110 115 14,761 SH DEFINED 1 14,761
VIRGINIA COMM BANCOR COM 92778Q10 4,256 214,067 SH DEFINED 1,2,6 214,067
VIRGINIA FINL GROUP COM 92781010 7,093 253,410 SH DEFINED 1,2 253,410
VIROPHARMA INC COM 92824110 23,524 1,606,811 SH DEFINED 1,2,5,6 1,606,811
VISHAY INTERTECHNOLO COM 92829810 35,912 2,652,274 SH DEFINED 1,2,5,10,13 2,652,274
VISICU INC COM 92831L20 791 70,600 SH DEFINED 1,2 70,600
VISTA GOLD CORP COM NEW 92792620 196 22,700 SH DEFINED 1 22,700
VISTACARE INC CL A 92839Y10 1,813 178,594 SH DEFINED 1,5 178,594
VISTAPRINT LIMITED SHS G9376220 1,181 35,671 SH DEFINED 1,2,6 35,671
VISTEON CORP COM 92839U10 18,308 2,158,993 SH DEFINED 1,2,5,6 2,158,993
VITAL IMAGES INC COM 92846N10 7,282 209,259 SH DEFINED 1,2,5 209,259
VITAL SIGNS INC COM 92846910 12,910 258,609 SH DEFINED 1,2,6 258,609
VITALSTREAM HLDGS IN COM NEW 92847T20 110 10,950 SH DEFINED 1,2 10,950
VITRIA TECHNOLOGY COM NEW 92849Q40 42 15,548 SH DEFINED 1 15,548
VIVO PARTICIPACOES S SPON ADR P 92855S10 63,665 15,528,009 SH DEFINED 1,2,4,5 15,528,009
VIVUS INC COM 92855110 146 40,400 SH DEFINED 1,5 40,400
VODAFONE GROUP PLC N SPONS ADR 92857W20 12,802 460,837 SH DEFINED 1,2 460,837
VOLCANO CORPORATION COM 92864510 2,004 122,269 SH DEFINED 1,2,6 122,269
VOLCOM INC COM 92864N10 5,834 197,279 SH DEFINED 1,2,6 197,279
VOLT INFORMATION SCI COM 92870310 15,982 318,302 SH DEFINED 1,2,5 318,302
VOLTERRA SEMICONDUCT COM 92870810 3,596 239,704 SH DEFINED 1 239,704
VOLVO AKTIEBOLAGET ADR B 92885640 1,485 21,593 SH DEFINED 1 21,593
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
VONAGE HLDGS CORP COM 92886T20 2,866 413,038 SH DEFINED 1,2,6 413,038
VORNADO RLTY TR SH BEN INT 92904210 575,337 4,735,287 SH DEFINED 1,2,3,5,6,7,8,10,12,
13,14 4,735,287
VOTORANTIM CELULOSE SPONSORED 92906P10 10,128 516,479 SH DEFINED 1,2,7 516,479
VULCAN MATLS CO COM 92916010 240,900 2,680,541 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,680,541
W & T OFFSHORE INC COM 92922P10 5,206 169,468 SH DEFINED 1,2,6 169,468
W HLDG CO INC COM 92925110 10,934 1,834,583 SH DEFINED 1,2,5 1,834,583
W P CAREY & CO LLC COM 92930Y10 958 31,868 SH DEFINED 1,2 31,868
WABASH NATL CORP COM 92956610 7,709 510,511 SH DEFINED 1,2 510,511
WABTEC CORP COM 92974010 23,455 772,049 SH DEFINED 1,2,6 772,049
WACHOVIA CORP 2ND NE COM 92990310 3,313,925 58,190,087 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 58,190,087
WADDELL & REED FINL CL A 93005910 50,906 1,860,600 SH DEFINED 1,2,5,13 1,860,600
WAL MART STORES INC COM 93114210 3,336,669 72,253,548 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 72,253,548
WALGREEN CO COM 93142210 1,244,802 27,125,771 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 27,125,771
WALTER INDS INC COM 93317Q10 11,709 432,877 SH DEFINED 1,2 432,877
WARNACO GROUP INC COM NEW 93439040 28,069 1,105,967 SH DEFINED 1,2,6 1,105,967
WARNER CHILCOTT LIMI COM CL A G9435N10 1,120 81,014 SH DEFINED 1,2 81,014
WARNER MUSIC GROUP C COM 93455010 19,450 847,487 SH DEFINED 1,2,6 847,487
WARREN RES INC COM 93564A10 9,700 827,656 SH DEFINED 1,2,6 827,656
WASHINGTON FED INC COM 93882410 32,625 1,386,510 SH DEFINED 1,2,5,13 1,386,510
WASHINGTON GROUP INT COM NEW 93886220 28,392 474,862 SH DEFINED 1,2,6 474,862
WASHINGTON MUT INC COM 93932210 1,286,658 28,284,417 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 28,284,417
WASHINGTON POST CO CL B 93964010 87,897 117,888 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 117,888
WASHINGTON REAL ESTA SH BEN INT 93965310 42,132 1,053,308 SH DEFINED 1,2,3,5 1,053,308
WASHINGTON TR BANCOR COM 94061010 5,252 188,319 SH DEFINED 1,2 188,319
WASTE CONNECTIONS IN COM 94105310 35,386 851,652 SH DEFINED 1,2,5,6 851,652
WASTE INDUSTRIES USA COM 94105710 2,452 80,332 SH DEFINED 1 80,332
WASTE MGMT INC DEL COM 94106L10 777,043 21,132,536 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 21,132,536
WASTE SERVICES INC D COM NEW 94107520 3,752 380,922 SH DEFINED 1 380,922
WATERS CORP COM 94184810 213,465 4,359,107 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,359,107
WATSCO INC COM 94262220 18,636 395,167 SH DEFINED 1,2,6 395,167
WATSON PHARMACEUTICA COM 94268310 85,745 3,294,102 SH DEFINED 1,2,5,6,10,12,13 3,294,102
WATSON WYATT WORLDWI CL A 94271210 29,164 645,939 SH DEFINED 1,2,5,6 645,939
WATTS WATER TECHNOLO CL A 94274910 16,769 407,894 SH DEFINED 1,2 407,894
WAUSAU PAPER CORP COM 94331510 10,580 705,814 SH DEFINED 1,2 705,814
WAUWATOSA HLDGS INC COM 94348P10 1,874 105,175 SH DEFINED 1,2 105,175
WAVE SYSTEMS CORP COM NEW 94352630 40 15,939 SH DEFINED 1 15,939
WCI CMNTYS INC COM 92923C10 28,272 1,474,038 SH DEFINED 1,2 1,474,038
WD-40 CO COM 92923610 9,464 271,421 SH DEFINED 1,2 271,421
WEATHERFORD INTERNAT COM G9508910 346,945 8,302,113 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,302,113
WEB COM INC COM NEW 94732Q10 72 17,202 SH DEFINED 1 17,202
WEBEX COMMUNICATIONS COM 94767L10 25,064 718,363 SH DEFINED 1,2,5,6 718,363
WEBMD HEALTH CORP CL A 94770V10 2,703 67,533 SH DEFINED 1,2 67,533
WEBMETHODS INC COM 94768C10 5,920 804,340 SH DEFINED 1,2,6 804,340
WEBSENSE INC COM 94768410 32,081 1,405,205 SH DEFINED 1,2,5,6 1,405,205
WEBSIDESTORY INC COM 94768510 2,721 214,912 SH DEFINED 1 214,912
WEBSTER FINL CORP CO COM 94789010 45,929 942,704 SH DEFINED 1,2,5,13 942,704
WEIGHT WATCHERS INTL COM 94862610 43,601 830,019 SH DEFINED 1,2,5,10,12 830,019
WEINGARTEN RLTY INVS SH BEN INT 94874110 93,131 2,019,760 SH DEFINED 1,2,3,5,8,13 2,019,760
WEIS MKTS INC COM 94884910 6,322 157,621 SH DEFINED 1,2,5 157,621
WELLCARE HEALTH PLAN COM 94946T10 152,304 2,210,509 SH DEFINED 1,2,6,10 2,210,509
WELLMAN INC COM 94970210 173 54,233 SH DEFINED 1,2 54,233
WELLPOINT INC COM 94973V10 1,515,840 19,263,438 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 19,263,438
WELLS FARGO & CO NEW COM 94974610 3,307,568 93,013,728 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 93,013,728
WELLSFORD REAL PPTYS COM NEW 95024020 149 19,839 SH DEFINED 1,2 19,839
WENDYS INTL INC COM 95059010 91,657 2,769,918 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,769,918
WERNER ENTERPRISES I COM 95075510 21,552 1,232,939 SH DEFINED 1,2,5,13 1,232,939
WESBANCO INC COM 95081010 16,298 486,081 SH DEFINED 1,2 486,081
WESCO FINL CORP COM 95081710 8,283 18,007 SH DEFINED 1,2,5,12 18,007
WESCO INTL INC COM 95082P10 51,618 877,715 SH DEFINED 1,2,5,6,12 877,715
WEST BANCORPORATION CAP STK 95123P10 4,671 262,726 SH DEFINED 1,2 262,726
WEST COAST BANCORP O COM 95214510 12,100 349,312 SH DEFINED 1,2 349,312
WEST MARINE INC COM 95423510 3,751 217,224 SH DEFINED 1,2,6 217,224
WEST PHARMACEUTICAL COM 95530610 23,515 459,018 SH DEFINED 1,2 459,018
WESTAMERICA BANCORPO COM 95709010 37,903 748,627 SH DEFINED 1,2,5,13 748,627
WESTAR ENERGY INC COM 95709T10 54,151 2,085,953 SH DEFINED 1,2,5,13 2,085,953
WESTBANK CORP COM 95711610 443 17,885 SH DEFINED 1 17,885
WESTELL TECHNOLOGIES CL A 95754110 157 62,840 SH DEFINED 1,5 62,840
WESTERN ALLIANCE BAN COM 95763810 6,435 185,061 SH DEFINED 1,2,6 185,061
WESTERN DIGITAL CORP COM 95810210 83,192 4,066,063 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,066,063
WESTERN REFNG INC COM 95931910 9,208 361,679 SH DEFINED 1,2 361,679
WESTERN UN CO COM 95980210 534,204 23,827,108 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 23,827,108
WESTFIELD FINANCIAL COM 96008D10 2,015 58,232 SH DEFINED 1 58,232
WESTLAKE CHEM CORP COM 96041310 6,963 221,895 SH DEFINED 1,2 221,895
WESTMORELAND COAL CO COM 96087810 2,075 105,515 SH DEFINED 1,2 105,515
WESTPAC BKG CORP SPONSORED 96121430 2,688 28,109 SH DEFINED 1,2 28,109
WESTWOOD ONE INC COM 96181510 11,104 1,572,741 SH DEFINED 1,2,5,13 1,572,741
WET SEAL INC CL A 96184010 5,883 881,942 SH DEFINED 1 881,942
WEYCO GROUP INC COM 96214910 2,255 90,740 SH DEFINED 1 90,740
WEYERHAEUSER CO COM 96216610 474,905 6,721,945 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,721,945
WGL HLDGS INC COM 92924F10 64,433 1,977,687 SH DEFINED 1,2,5,6,13 1,977,687
W-H ENERGY SVCS INC COM 92925E10 25,463 522,966 SH DEFINED 1,2,5,6 522,966
WHEELING PITTSBURGH COM NEW 96314230 3,354 179,057 SH DEFINED 1,2,5 179,057
WHIRLPOOL CORP COM 96332010 168,774 2,032,928 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,032,928
WHITE ELECTR DESIGNS COM 96380110 175 32,100 SH DEFINED 1,5 32,100
WHITE MTNS INS GROUP COM G9618E10 11,925 20,580 SH DEFINED 1,2,5,12 20,580
WHITING PETE CORP NE COM 96638710 25,787 553,369 SH DEFINED 1,2 553,369
WHITNEY HLDG CORP COM 96661210 31,002 950,403 SH DEFINED 1,2,5,10 950,403
WHOLE FOODS MKT INC COM 96683710 180,673 3,849,832 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,849,832
WILD OATS MARKETS IN COM 96808B10 5,889 409,543 SH DEFINED 1,2,6 409,543
WILEY JOHN & SONS IN CL A 96822320 50,861 1,322,090 SH DEFINED 1,2,5,6,10,13 1,322,090
WILLIAMS CLAYTON ENE COM 96949010 7,409 204,042 SH DEFINED 1,2 204,042
WILLIAMS COS INC DEL COM 96945710 455,629 17,443,670 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 17,443,670
WILLIAMS PARTNERS L COM UNIT L 96950F10 483 12,493 SH DEFINED 1,2 12,493
WILLIAMS SCOTSMAN IN COM 96950G10 7,918 403,567 SH DEFINED 1,2,6 403,567
WILLIAMS SONOMA INC COM 96990410 59,072 1,878,875 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 1,878,875
WILLIS GROUP HOLDING SHS G9665510 5,505 138,639 SH DEFINED 1,2,5,12 138,639
WILLOW FINANCIAL BAN COM 97111W10 4,546 304,669 SH DEFINED 1,2 304,669
WILMINGTON TRUST COR COM 97180710 50,326 1,193,414 SH DEFINED 1,2,5,13 1,193,414
WILSHIRE BANCORP INC COM 97186T10 8,946 471,574 SH DEFINED 1,6 471,574
WILSHIRE ENTERPRISES COM 97188910 80 17,686 SH DEFINED 1 17,686
WILSONS THE LEATHER COM 97246310 86 42,244 SH DEFINED 1 42,244
WIMM BILL DANN FOODS SPONSORED 97263M10 8,397 126,173 SH DEFINED 1,2,5,7 126,173
WIND RIVER SYSTEMS I COM 97314910 15,322 1,494,821 SH DEFINED 1,2,5,6,13 1,494,821
WINDSTREAM CORP COM 97381W10 150,139 10,558,279 SH DEFINED 1,2,5,6,7,10,13 10,558,279
WINNEBAGO INDS INC COM 97463710 27,745 843,054 SH DEFINED 1,2,6 843,054
WINSTON HOTELS INC COM 97563A10 11,072 835,606 SH DEFINED 1,2,3,5 835,606
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------- -------------- -------- ---------- -------------------- ---------- -------------------- -----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------- -------------- -------- ---------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
WINTHROP RLTY TR SH BEN INT 97639110 2,253 328,912 SH DEFINED 1,3 328,912
WINTRUST FINANCIAL C COM 97650W10 22,811 475,026 SH DEFINED 1,2,6 475,026
WIPRO LTD SPON ADR 1 97651M10 650 40,221 SH DEFINED 2,5 40,221
WIRELESS FACILITIES COM 97653A10 2,406 844,093 SH DEFINED 1,2 844,093
WIRELESS TELECOM GRO COM 97652410 48 18,700 SH DEFINED 1 18,700
WISCONSIN ENERGY COR COM 97665710 101,121 2,130,651 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 2,130,651
WITNESS SYS INC COM 97742410 8,011 456,991 SH DEFINED 1,2,6 456,991
WJ COMMUNICATIONS IN COM 92928410 37 23,536 SH DEFINED 1 23,536
WMS INDS INC COM 92929710 13,367 383,453 SH DEFINED 1,2,6 383,453
WOLSELEY PLC SPONSORED 97786P10 356 14,569 SH DEFINED 1 14,569
WOLVERINE TUBE INC COM 97809310 24 19,449 SH DEFINED 1,5 19,449
WOLVERINE WORLD WIDE COM 97809710 29,021 1,017,583 SH DEFINED 1,2,5 1,017,583
WOODWARD GOVERNOR CO COM 98074510 29,369 739,582 SH DEFINED 1,2,5 739,582
WORLD ACCEP CORP DEL COM 98141910 20,145 429,070 SH DEFINED 1,2,6 429,070
WORLD FUEL SVCS CORP COM 98147510 17,439 392,239 SH DEFINED 1,2,6 392,239
WORLD WRESTLING ENTM CL A 98156Q10 4,913 301,397 SH DEFINED 1,2 301,397
WORLDGATE COMMUNICAT COM 98156L30 30 22,500 SH DEFINED 1,5 22,500
WORTHINGTON INDS INC COM 98181110 32,154 1,814,550 SH DEFINED 1,2,5,6,13 1,814,550
WPP GROUP PLC SPON ADR 0 92930940 842 12,423 SH DEFINED 1 12,423
WPS RESOURCES CORP COM 92931B10 39,809 736,790 SH DEFINED 1,2,5,13 736,790
WRIGHT EXPRESS CORP COM 98233Q10 32,031 1,027,634 SH DEFINED 1,2,6 1,027,634
WRIGHT MED GROUP INC COM 98235T10 11,526 495,104 SH DEFINED 1,2,6 495,104
WRIGLEY WM JR CO COM 98252610 307,277 5,941,155 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,941,155
WSFS FINL CORP COM 92932810 10,400 155,380 SH DEFINED 1,2,5 155,380
WYETH COM 98302410 1,860,510 36,537,895 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 36,537,895
WYNDHAM WORLDWIDE CO COM 98310W10 167,648 5,235,716 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 5,235,716
WYNN RESORTS LTD COM 98313410 61,527 655,587 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 655,587
XANSER CORP COM 98389J10 207 42,500 SH DEFINED 1,5 42,500
XCEL ENERGY INC COM 98389B10 308,301 13,369,499 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 13,369,499
XENOPORT INC COM 98411C10 6,928 282,182 SH DEFINED 1,2,6 282,182
XERIUM TECHNOLOGIES COM 98416J10 1,915 195,640 SH DEFINED 1,2 195,640
XEROX CORP COM 98412110 1,095,167 64,611,638 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 64,611,638
XETHANOL CORP COM 98420A10 147 64,800 SH DEFINED 2,5 64,800
XILINX INC COM 98391910 212,471 8,923,594 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 8,923,594
XL CAP LTD CL A G9825510 314,678 4,369,310 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 4,369,310
XM SATELLITE RADIO H CL A 98375910 57,598 3,986,049 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,986,049
XOMA LTD ORD G9825R10 216 98,041 SH DEFINED 1,5 98,041
X-RITE INC COM 98385710 5,006 406,967 SH DEFINED 1 406,967
XTO ENERGY INC COM 98385X10 518,508 11,020,352 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 11,020,352
YAHOO INC COM 98433210 837,661 32,797,991 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 32,797,991
YANKEE CANDLE INC COM 98475710 22,838 666,218 SH DEFINED 1,2,5,6 666,218
YARDVILLE NATL BANCO COM 98502110 5,234 138,747 SH DEFINED 1,2 138,747
YOUBET COM INC COM 98741310 126 34,173 SH DEFINED 1,5 34,173
YOUNG BROADCASTING I CL A 98743410 55 19,415 SH DEFINED 1 19,415
YOUNG INNOVATIONS IN COM 98752010 2,850 85,592 SH DEFINED 1,6 85,592
YRC WORLDWIDE INC COM 98424910 35,746 947,421 SH DEFINED 1,2,5,13 947,421
YUM BRANDS INC COM 98849810 608,545 10,349,407 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 10,349,407
ZALE CORP NEW COM 98885810 26,221 929,480 SH DEFINED 1,2,5 929,480
ZAPATA CORP COM PAR $ 98907060 138 19,760 SH DEFINED 1 19,760
ZEBRA TECHNOLOGIES C CL A 98920710 51,662 1,484,955 SH DEFINED 1,2,5,12,13 1,484,955
ZENITH NATL INS CORP COM 98939010 28,977 617,716 SH DEFINED 1,2 617,716
ZHONE TECHNOLOGIES I COM 98950P10 1,943 1,483,493 SH DEFINED 1,5 1,483,493
ZILA INC COM PAR $0 98951320 132 51,800 SH DEFINED 1,5 51,800
ZIMMER HLDGS INC COM 98956P10 518,834 6,619,469 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 6,619,469
ZIONS BANCORPORATION COM 98970110 256,340 3,109,410 SH DEFINED 1,2,5,6,7,8,10,12,
13,14 3,109,410
ZIPREALTY INC COM 98974V10 1,725 230,300 SH DEFINED 1 230,300
ZIX CORP COM 98974P10 43 36,465 SH DEFINED 1 36,465
ZOLL MED CORP COM 98992210 16,770 287,942 SH DEFINED 1,2 287,942
ZOLTEK COS INC COM 98975W10 4,275 217,349 SH DEFINED 1,5,6 217,349
ZORAN CORP COM 98975F10 15,941 1,093,334 SH DEFINED 1,2,5 1,093,334
ZUMIEZ INC COM 98981710 5,714 193,420 SH DEFINED 1,2,6 193,420
ZYGO CORP COM 98985510 5,116 310,985 SH DEFINED 1,2 310,985
ZYMOGENETICS INC COM 98985T10 8,237 529,060 SH DEFINED 1,2,6 529,060
TOTAL MARKET VALUE 518,717,008