UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for Calendar Year or Quarter Ended: June 30, 2006
Check here if amendment [ ] Amendment Number [ ]
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager filing this report:
Name: State Street Corporation
Address: One Lincoln Street
Boston, Massachusetts 02111
Form 13F File Number: 28-00399
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts of
this form.
Person signing this report on behalf of the reporting manager:
Name: Pamela D. Gormley
Title Executive Vice President and Corporate Controller
Telephone: 617-664-7902
Signature, Place, and Date of Signing:
/s/ PAMELA D. GORMLEY Boston, Massachusetts August 9, 2006
--------------------- --------------------- --------------
[Signature] [City, State] [Date]
Advanced Investment Partners LLC, Bel Air Investment Advisors LLC, and Shott
Capital Management, LLC have been removed for the List of Other Managers
Reporting for this Manager as they are not deemed to share investment
discretion for the purposes of Form 13F reporting.
Report Type (Check only one):
[ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report and
all holdings are reported by other reporting manager(s).)
[X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
FORM 13F SUMMARY PAGE
List of Other Managers Reporting for this Manager:
(if there are no entries in this list, omit this section.)
28-04003 Ariel Capital Management, LLC
28-00096 Capital Guardian Trust Company
28-10372 Philadelphia International Advisors, L.P.
28-02924 Turner Investment Partners Inc. (Turner Investment Partners)
28-03570 AXA (Alliance Capital Management L.P.)
28-00115 T. Rowe Price Associates, Inc.
28-00694 JP Morgan Chase & Co (JP Morgan Fleming Asset Management Limited)
28-03459 Smith Asset Management Group L.P.
28-04557 Wellington Management Company LLP
REPORT SUMMARY:
Number of Other Included Managers: 12
Form 13F Information Table Entry Total: 4,014
Form 13F Information Table Value Total: 461,201,524 (thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report. [If there are no entries in this
list, state "NONE" and omit the column headings and list entries.]
NO. FORM 13F FILE NUMBER NAME
---------- -------------------- ----
1 28-00733 State Street Bank and Trust Company
2 28-11338 SSgA Funds Management, Inc.
3 28-11339 Tuckerman Group, LLC
4 28-11328 Rexiter Capital Management LTD
5 28-11326 State Street Global Advisors LTD
6 28-11327 State Street Global Advisors Ltd.
7 28-11329 State Street Banque, SA
8 28-11330 State Street Global Advisors, Australia
10 28-11332 State Street Global Advisors (Japan) Co., Ltd.
12 28-11331 State Street Global Advisors Asia LTD
13 28-11334 State Street Global Advisors GmbH
14 28-11333 State Street Trust & Banking Co., Ltd.
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
1 800 FLOWERS COM CL A 68243Q10 2,859 495,437 SH DEFINED 1,2 495,437
1-800 CONTACTS INC COM 68197710 1,251 83,380 SH DEFINED 1 83,380
1ST SOURCE CORP COM 33690110 11,131 329,027 SH DEFINED 1,2 329,027
21ST CENTY INS GROUP COM 90130N10 8,288 575,541 SH DEFINED 1,2,5 575,541
24/7 REAL MEDIA INC COM NEW 90131420 1,794 204,289 SH DEFINED 1,5 204,289
3COM CORP COM 88553510 39,105 7,637,753 SH DEFINED 1,2,5,6,13 7,637,753
3-D SYS CORP DEL COM NEW 88554D20 3,401 169,281 SH DEFINED 1 169,281
3M CO COM 88579Y10 4,751,106 58,822,655 SH DEFINED 1,2,5,6,7,8,10,12,13,14 58,822,655
4 KIDS ENTMT INC COM 35086510 2,569 158,469 SH DEFINED 1,6 158,469
8X8 INC NEW COM 28291410 25 25,500 SH DEFINED 1 25,500
99 CENTS ONLY STORES COM 65440K10 9,529 910,953 SH DEFINED 1,2,5,13 910,953
A C MOORE ARTS & CRA COM 00086T10 3,137 192,340 SH DEFINED 1,2,5 192,340
A D C TELECOMMUNICAT COM NEW 00088630 50,847 3,015,851 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,015,851
A S V INC COM 00196310 7,590 329,414 SH DEFINED 1,2,6 329,414
AAMES INVT CORP MD COM 00253G10 2,762 553,420 SH DEFINED 1,2 553,420
AAON INC COM PAR $0 00036020 3,226 125,725 SH DEFINED 1 125,725
AAR CORP COM 00036110 13,953 627,678 SH DEFINED 1,2,5,6 627,678
AARON RENTS INC COM 00253520 19,088 710,134 SH DEFINED 1,2,6 710,134
AASTROM BIOSCIENCES COM 00253U10 1,455 1,093,807 SH DEFINED 1,5 1,093,807
ABAXIS INC COM 00256710 5,796 259,081 SH DEFINED 1,2 259,081
ABB LTD SPONSORED 00037520 17,755 1,370,023 SH DEFINED 1,2 1,370,023
ABBOTT LABS COM 00282410 1,834,950 42,076,353 SH DEFINED 1,2,5,6,7,8,10,12,13,14 42,076,353
ABERCROMBIE & FITCH CL A 00289620 95,005 1,713,962 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,713,962
ABINGTON CMNTY BANCO COM 00350R10 186 12,400 SH DEFINED 1 12,400
ABIOMED INC COM 00365410 3,035 234,032 SH DEFINED 1 234,032
ABITIBI-CONSOLIDATED COM 00392410 38 13,893 SH DEFINED 1,13 13,893
ABM INDS INC COM 00095710 13,660 798,852 SH DEFINED 1,2,5,6 798,852
ABN AMRO HLDG NV SPONSORED 00093710 571 20,880 SH DEFINED 1,2 20,880
ABRAXAS PETE CORP COM 00383010 311 72,000 SH DEFINED 1,5 72,000
ABRAXIS BIOSCIENCE I COM 00383E10 6,218 260,831 SH DEFINED 1,2,5,12 260,831
ABX AIR INC COM 00080S10 6,463 1,070,056 SH DEFINED 1,2 1,070,056
ACACIA RESH CORP ACACIA TCH 00388130 1,539 109,447 SH DEFINED 1,2,5 109,447
ACADIA PHARMACEUTICA COM 00422510 2,603 308,396 SH DEFINED 1,2,5 308,396
ACADIA RLTY TR COM SH BEN 00423910 19,163 810,289 SH DEFINED 1,2,3,5 810,289
ACCELRYS INC COM 00430U10 466 65,314 SH DEFINED 1,2,5 65,314
ACCENTURE LTD BERMUD CL A G1150G11 92,577 3,268,973 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,268,973
ACCESS INTEGRATED TE CL A 00432910 817 83,250 SH DEFINED 1 83,250
ACCO BRANDS CORP COM 00081T10 10,919 498,579 SH DEFINED 1,2,5,7 498,579
ACCREDITED HOME LEND COM 00437P10 13,098 273,965 SH DEFINED 1,2,5 273,965
ACCURIDE CORP COM 00439810 1,771 142,060 SH DEFINED 1,2 142,060
ACE CASH EXPRESS INC COM 00440310 4,344 148,420 SH DEFINED 1,2 148,420
ACE LTD ORD G0070K10 407,380 8,052,586 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,052,586
ACETO CORP COM 00444610 179 25,807 SH DEFINED 1 25,807
ACME COMMUNICATION I COM 00463110 233 45,878 SH DEFINED 1,2 45,878
ACTEL CORP COM 00493410 5,473 381,402 SH DEFINED 1,2,6 381,402
ACTIVE POWER INC COM 00504W10 207 60,964 SH DEFINED 1 60,964
ACTIVIDENTITY CORP COM 00506P10 240 52,628 SH DEFINED 1 52,628
ACTIVISION INC NEW COM NEW 00493020 52,008 4,570,088 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,570,088
ACTUANT CORP CL A NEW 00508X20 18,275 365,873 SH DEFINED 1,2 365,873
ACTUATE CORP COM 00508B10 906 224,197 SH DEFINED 1,2,5 224,197
ACUITY BRANDS INC COM 00508Y10 36,326 933,589 SH DEFINED 1,2,5,6 933,589
ACXIOM CORP COM 00512510 49,938 1,997,528 SH DEFINED 1,2,5,12,13 1,997,528
ADAMS RESPIRATORY TH COM 00635P10 7,555 169,314 SH DEFINED 1,2 169,314
ADAPTEC INC COM 00651F10 7,404 1,706,037 SH DEFINED 1,2,5,6 1,706,037
ADE CORP MASS COM 00089C10 4,001 123,153 SH DEFINED 1 123,153
ADECCO SA SPONSORED 00675410 430 29,154 SH DEFINED 1,2 29,154
ADESA INC COM 00686U10 30,458 1,369,529 SH DEFINED 1,2,5,10,12,13 1,369,529
ADEZA BIOMEDICAL COR COM 00686410 1,125 80,244 SH DEFINED 1 80,244
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
ADMINISTAFF INC COM 00709410 17,277 482,472 SH DEFINED 1,2,5,6 482,472
ADOBE SYS INC COM 00724F10 469,931 15,478,623 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,478,623
ADOLOR CORP COM 00724X10 13,521 540,620 SH DEFINED 1,2,5 540,620
ADTRAN INC COM 00738A10 28,609 1,275,457 SH DEFINED 1,2,5,12,13 1,275,457
ADVANCE AMER CASH AD COM 00739W10 15,117 861,881 SH DEFINED 1,2 861,881
ADVANCE AUTO PARTS I COM 00751Y10 59,201 2,048,464 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,048,464
ADVANCED ANALOGIC TE COM 00752J10 1,882 179,588 SH DEFINED 1,2 179,588
ADVANCED DIGITAL INF COM 00752510 13,344 1,133,756 SH DEFINED 1,2,5 1,133,756
ADVANCED ENERGY INDS COM 00797310 8,106 612,218 SH DEFINED 1,2,6 612,218
ADVANCED MAGNETICS I COM 00753P10 1,479 48,947 SH DEFINED 1 48,947
ADVANCED MEDICAL OPT COM 00763M10 53,104 1,047,412 SH DEFINED 1,2,5,12,13 1,047,412
ADVANCED MICRO DEVIC COM 00790310 299,612 12,269,125 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,269,125
ADVANCED SEMICONDUCT SPONSORED 00756M40 9,657 1,943,046 SH DEFINED 1,4 1,943,046
ADVANTA CORP CL B 00794220 13,948 387,972 SH DEFINED 1,2 387,972
ADVANTEST CORP SPONSORED 00762U10 532 20,794 SH DEFINED 1,2 20,794
ADVENT SOFTWARE INC COM 00797410 19,910 551,993 SH DEFINED 1,2,5,13 551,993
ADVENTRX PHARMACEUTI COM 00764X10 561 176,884 SH DEFINED 1,5 176,884
ADVISORY BRD CO COM 00762W10 12,925 268,764 SH DEFINED 1,2 268,764
ADVO INC COM 00758510 15,365 624,340 SH DEFINED 1,2,5,6 624,340
AEGON N V ORD AMER R 00792410 1,369 80,224 SH DEFINED 1,2 80,224
AEP INDS INC COM 00103110 1,971 58,970 SH DEFINED 1,2 58,970
AEROFLEX INC COM 00776810 16,553 1,418,383 SH DEFINED 1,2,5,6 1,418,383
AEROPOSTALE COM 00786510 43,578 1,508,428 SH DEFINED 1,2,5,13 1,508,428
AES CORP COM 00130H10 379,686 20,579,160 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,579,160
AETHER HLDGS INC COM 00809C10 171 31,111 SH DEFINED 1 31,111
AETNA INC NEW COM 00817Y10 1,290,778 32,326,013 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,326,013
AFC ENTERPRISES INC COM 00104Q10 3,356 263,179 SH DEFINED 1,2 263,179
AFFILIATED COMPUTER CL A 00819010 152,349 2,951,933 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,951,933
AFFILIATED MANAGERS COM 00825210 33,580 386,462 SH DEFINED 1,2,5 386,462
AFFIRMATIVE INS HLDG COM 00827210 1,888 120,658 SH DEFINED 1,2 120,658
AFFORDABLE RESIDENTI COM 00827310 4,200 390,715 SH DEFINED 1,2,5 390,715
AFFYMETRIX INC COM 00826T10 24,325 950,194 SH DEFINED 1,2,5,12,13 950,194
AFLAC INC COM 00105510 588,208 12,690,581 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,690,581
AFTERMARKET TECHNOLO COM 00831810 12,366 497,607 SH DEFINED 1,2,5 497,607
AGCO CORP COM 00108410 48,595 1,846,317 SH DEFINED 1,2,5,13 1,846,317
AGERE SYS INC COM 00845V30 31,093 2,115,161 SH DEFINED 1,2,5,8,10,12 2,115,161
AGILE SOFTWARE CORP COM 00846X10 4,895 772,009 SH DEFINED 1,2 772,009
AGILENT TECHNOLOGIES COM 00846U10 418,739 13,268,016 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,268,016
AGILYSYS INC COM 00847J10 16,246 902,580 SH DEFINED 1,2,6 902,580
AGL RES INC COM 00120410 50,655 1,328,823 SH DEFINED 1,2,5,6,13 1,328,823
AGREE REALTY CORP COM 00849210 4,175 122,897 SH DEFINED 1,2,3 122,897
AIR METHODS CORP COM PAR $. 00912830 2,289 87,423 SH DEFINED 1,2 87,423
AIR PRODS & CHEMS IN COM 00915810 868,149 13,581,811 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,581,811
AIRGAS INC COM 00936310 35,323 948,275 SH DEFINED 1,2,5,13 948,275
AIRSPAN NETWORKS INC COM 00950H10 723 298,594 SH DEFINED 1 298,594
AIRTRAN HLDGS INC COM 00949P10 29,623 1,993,443 SH DEFINED 1,2,13 1,993,443
AIXTRON AKTIENGESELL SPONSORED 00960610 35 10,404 SH DEFINED 1,5 10,404
AK STL HLDG CORP COM 00154710 31,258 2,260,177 SH DEFINED 1,2,5 2,260,177
AKAMAI TECHNOLOGIES COM 00971T10 61,755 1,706,401 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,706,401
AKORN INC COM 00972810 285 71,708 SH DEFINED 1 71,708
AKSYS LTD COM 01019610 29 28,400 SH DEFINED 1 28,400
AKZO NOBEL NV SPONSORED 01019930 520 9,671 SH DEFINED 1 9,671
ALABAMA NATL BANCORP COM 01031710 13,093 192,117 SH DEFINED 1,2 192,117
ALAMO GROUP INC COM 01131110 1,458 69,284 SH DEFINED 1 69,284
ALASKA AIR GROUP INC COM 01165910 46,669 1,183,882 SH DEFINED 1,2,6,7,13,14 1,183,882
ALASKA COMMUNICATION COM 01167P10 2,845 224,925 SH DEFINED 1,2 224,925
ALBANY INTL CORP CL A 01234810 17,742 418,542 SH DEFINED 1,2,6 418,542
ALBANY MOLECULAR RES COM 01242310 8,112 759,581 SH DEFINED 1,2,5 759,581
ALBEMARLE CORP COM 01265310 27,281 569,778 SH DEFINED 1,2,5,13 569,778
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
ALBERTO CULVER CO COM 01306810 98,505 2,021,864 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,021,864
ALCAN INC COM 01371610 207 4,413 SH DEFINED 1,2 4,413
ALCATEL SPONSORED 01390430 12,015 952,844 SH DEFINED 1,2 952,844
ALCOA INC COM 01381710 994,465 30,731,319 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,731,319
ALCON INC COM SHS H0130110 12,450 126,333 SH DEFINED 1,2,5,12 126,333
ALDERWOODS GROUP INC COM 01438310 21,807 1,120,581 SH DEFINED 1,2,5 1,120,581
ALERIS INTL INC COM 01447710 20,664 450,688 SH DEFINED 1,2 450,688
ALEXANDER & BALDWIN COM 01448210 27,235 615,210 SH DEFINED 1,2,5,12,13 615,210
ALEXANDERS INC COM 01475210 13,716 50,471 SH DEFINED 1,2,3,5 50,471
ALEXANDRIA REAL ESTA COM 01527110 49,891 562,600 SH DEFINED 1,2,3,5 562,600
ALEXION PHARMACEUTIC COM 01535110 15,701 434,697 SH DEFINED 1,2,5 434,697
ALFA CORP COM 01538510 9,756 589,122 SH DEFINED 1,2 589,122
ALFACELL CORP COM 01540410 68 23,993 SH DEFINED 1,2 23,993
ALICO INC COM 01623010 2,649 48,060 SH DEFINED 1,2 48,060
ALIGN TECHNOLOGY INC COM 01625510 5,547 750,572 SH DEFINED 1,2 750,572
ALKERMES INC COM 01642T10 34,629 1,830,294 SH DEFINED 1,2,5 1,830,294
ALLEGHANY CORP DEL COM 01717510 13,059 47,254 SH DEFINED 1,2,5 47,254
ALLEGHENY ENERGY INC COM 01736110 176,061 4,749,425 SH DEFINED 1,2,5,6,10,13 4,749,425
ALLEGHENY TECHNOLOGI COM 01741R10 167,679 2,421,708 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,421,708
ALLERGAN INC COM 01849010 380,698 3,549,298 SH DEFINED 1,2,5,6,10,12,13 3,549,298
ALLETE INC COM NEW 01852230 17,443 368,387 SH DEFINED 1,2,5 368,387
ALLIANCE DATA SYSTEM COM 01858110 68,952 1,172,255 SH DEFINED 1,2,5,10,12,13 1,172,255
ALLIANCE FIBER OPTIC COM 01868010 16 10,841 SH DEFINED 1 10,841
ALLIANCE HOLDINGS GP COM UNITS 01861G10 253 11,673 SH DEFINED 1,2 11,673
ALLIANCE IMAGING INC COM NEW 01860620 3,513 548,833 SH DEFINED 1,2 548,833
ALLIANCE ONE INTL IN COM 01877210 6,416 1,445,082 SH DEFINED 1,2,5,6 1,445,082
ALLIANCE RES PARTNER UT LTD PAR 01877R10 1,225 33,802 SH DEFINED 1,2,5 33,802
ALLIANCE SEMICONDUCT COM 01877H10 52 19,049 SH DEFINED 1 19,049
ALLIANCEBERNSTEIN HO UNIT LTD P 01881G10 12,209 199,692 SH DEFINED 1,2,5 199,692
ALLIANT ENERGY CORP COM 01880210 71,455 2,083,224 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,083,224
ALLIANT TECHSYSTEMS COM 01880410 49,958 654,335 SH DEFINED 1,2,5,12,13 654,335
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 20,114 1,273,029 SH DEFINED 1,2 1,273,029
ALLIED CAP CORP NEW COM 01903Q10 46,187 1,605,390 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,605,390
ALLIED DEFENSE GROUP COM 01911810 213 9,694 SH DEFINED 1,5 9,694
ALLIED HEALTHCARE IN COM 01923A10 560 209,006 SH DEFINED 1 209,006
ALLIED IRISH BKS P L SPON ADR O 01922840 723 14,955 SH DEFINED 1 14,955
ALLIED WASTE INDS IN COM PAR$.0 01958930 60,632 5,337,342 SH DEFINED 1,2,5,6,10,13 5,337,342
ALLION HEALTHCARE IN COM 01961510 172 19,747 SH DEFINED 1 19,747
ALLIS CHALMERS ENERG COM PAR $. 01964550 1,103 81,186 SH DEFINED 1 81,186
ALLOS THERAPEUTICS I COM 01977710 648 185,029 SH DEFINED 1,2 185,029
ALLOY INC NEW COM 01985530 917 87,416 SH DEFINED 1 87,416
ALLSCRIPTS HEALTHCAR COM 01988P10 9,337 531,997 SH DEFINED 1,2 531,997
ALLSTATE CORP COM 02000210 1,124,197 20,540,784 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,540,784
ALLTEL CORP COM 02003910 610,420 9,563,210 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,563,210
ALNYLAM PHARMACEUTIC COM 02043Q10 2,666 176,789 SH DEFINED 1,2,5 176,789
ALON USA ENERGY INC COM 02052010 6,445 204,796 SH DEFINED 1,2 204,796
ALPHA NATURAL RESOUR COM 02076X10 9,601 489,333 SH DEFINED 1,2 489,333
ALPHARMA INC CL A 02081310 30,201 1,256,262 SH DEFINED 1,2,5,6 1,256,262
ALTAIR NANOTECHNOLOG COM 02137310 200 65,000 SH DEFINED 1,5 65,000
ALTEON INC COM 02144G10 2 10,500 SH DEFINED 1 10,500
ALTERA CORP COM 02144110 168,275 9,588,299 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,588,299
ALTIRIS INC COM 02148M10 7,858 435,583 SH DEFINED 1,2,6 435,583
ALTRIA GROUP INC COM 02209S10 6,090,886 82,948,195 SH DEFINED 1,2,5,6,7,8,10,12,13,14 82,948,195
ALTUS PHARMACEUTICAL COM 02216N10 1,553 84,162 SH DEFINED 1,2 84,162
ALUMINA LTD SPONSORED 02220510 321 15,968 SH DEFINED 1 15,968
ALVARION LTD SHS M0861T10 85 13,903 SH DEFINED 1,2,5 13,903
AMAZON COM INC COM 02313510 303,340 7,842,296 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,842,296
AMB PROPERTY CORP COM 00163T10 130,150 2,574,669 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,574,669
AMBAC FINL GROUP INC COM 02313910 229,849 2,834,142 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,834,142
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ----------------------- ----------- ------ ----
AMBASSADORS GROUP IN COM 02317710 6,189 214,293 SH DEFINED 1,2 214,293
AMBASSADORS INTL INC COM 02317810 1,418 61,007 SH DEFINED 1 61,007
AMCOL INTL CORP COM 02341W10 9,308 353,245 SH DEFINED 1,2 353,245
AMCORE FINL INC COM 02391210 9,141 311,882 SH DEFINED 1,2,5 311,882
AMDOCS LTD ORD G0260210 8,225 224,726 SH DEFINED 1,5,12 224,726
AMEDISYS INC COM 02343610 10,710 282,581 SH DEFINED 1,2,6 282,581
AMERCO COM 02358610 13,420 133,322 SH DEFINED 1,2 133,322
AMEREN CORP COM 02360810 309,191 6,122,586 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,122,586
AMERICA MOVIL S A DE SPON ADR L 02364W10 23,927 719,404 SH DEFINED 1,2 719,404
AMERICA SVC GROUP IN COM 02364L10 1,621 104,417 SH DEFINED 1 104,417
AMERICAN AXLE & MFG COM 02406110 12,346 721,582 SH DEFINED 1,2,5 721,582
AMERICAN CAMPUS CMNT COM 02483510 10,168 409,191 SH DEFINED 1,2,3 409,191
AMERICAN CAPITAL STR COM 02493710 43,433 1,297,282 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,297,282
AMERICAN COMMERCIAL COM NEW 02519520 7,471 124,005 SH DEFINED 1,2 124,005
AMERICAN DENTAL PART COM 02535310 1,610 105,489 SH DEFINED 1 105,489
AMERICAN EAGLE OUTFI COM 02553E10 245,987 7,226,417 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,226,417
AMERICAN ECOLOGY COR COM NEW 02553340 3,486 131,564 SH DEFINED 1 131,564
AMERICAN ELEC PWR IN COM 02553710 544,784 15,906,108 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,906,108
AMERICAN EQTY INVT L COM 02567620 6,917 648,897 SH DEFINED 1,2 648,897
AMERICAN EXPRESS CO COM 02581610 1,998,135 37,544,823 SH DEFINED 1,2,5,6,7,8,10,12,13,14 37,544,823
AMERICAN FINL GROUP COM 02593210 60,239 1,404,184 SH DEFINED 1,2,5,7,10,13,14 1,404,184
AMERICAN FINL RLTY T COM 02607P30 11,775 1,216,461 SH DEFINED 1,2,3,5 1,216,461
AMERICAN GREETINGS C CL A 02637510 27,949 1,330,277 SH DEFINED 1,2,5,6,7,13,14 1,330,277
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AMERICAN INTL GROUP COM 02687410 4,438,502 75,165,147 SH DEFINED 1,2,5,6,7,8,10,12,13,14 75,165,147
AMERICAN ITALIAN PAS CL A 02707010 2,402 280,625 SH DEFINED 1,5,6 280,625
AMERICAN LD LEASE IN COM 02711810 468 19,090 SH DEFINED 1,2,3 19,090
AMERICAN MED SYS HLD COM 02744M10 20,044 1,203,850 SH DEFINED 1,2,6 1,203,850
AMERICAN NATL INS CO COM 02859110 13,074 100,783 SH DEFINED 1,2,5 100,783
AMERICAN OIL & GAS I COM 02872310 63 12,200 SH DEFINED 1 12,200
AMERICAN PAC CORP COM 02874010 82 10,500 SH DEFINED 1 10,500
AMERICAN PHYSICIANS COM 02888410 6,902 131,233 SH DEFINED 1 131,233
AMERICAN PWR CONVERS COM 02906610 89,829 4,608,977 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,608,977
AMERICAN RAILCAR IND COM 02916P10 3,371 101,801 SH DEFINED 1,2 101,801
AMERICAN REAL ESTATE DEPOSITRY 02916910 637 15,622 SH DEFINED 1,2 15,622
AMERICAN REPROGRAPHI COM 02926310 6,901 190,378 SH DEFINED 1,2 190,378
AMERICAN RETIREMENT COM 02891310 12,575 383,750 SH DEFINED 1,2 383,750
AMERICAN SCIENCE & E COM 02942910 5,505 95,042 SH DEFINED 1,2 95,042
AMERICAN SOFTWARE IN CL A 02968310 80 11,915 SH DEFINED 1 11,915
AMERICAN STD COS INC COM 02971210 216,601 5,005,801 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,005,801
AMERICAN STS WTR CO COM 02989910 9,982 280,013 SH DEFINED 1,2 280,013
AMERICAN SUPERCONDUC COM 03011110 3,573 404,645 SH DEFINED 1,2,5 404,645
AMERICAN TECHNICNAL COM 03013710 234 17,700 SH DEFINED 1 17,700
AMERICAN TECHNOLOGY COM NEW 03014520 67 25,097 SH DEFINED 1 25,097
AMERICAN TOWER CORP CL A 02991220 188,724 6,064,399 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,064,399
AMERICAN VANGUARD CO COM 03037110 2,901 187,402 SH DEFINED 1,2 187,402
AMERICAN WOODMARK CO COM 03050610 6,834 195,042 SH DEFINED 1,2 195,042
AMERICANWEST BANCORP COM 03058P10 3,047 134,507 SH DEFINED 1 134,507
AMERICAS CAR MART IN COM 03062T10 2,221 109,334 SH DEFINED 1,5 109,334
AMERICREDIT CORP COM 03060R10 108,163 3,874,033 SH DEFINED 1,2,5,7,10,12,13,14 3,874,033
AMERIGAS PARTNERS L UNIT L P I 03097510 1,273 43,267 SH DEFINED 1,2,5 43,267
AMERIGROUP CORP COM 03073T10 60,229 1,940,356 SH DEFINED 1,2,5,6,12 1,940,356
AMERIPRISE FINL INC COM 03076C10 303,027 6,783,686 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,783,686
AMERIS BANCORP COM 03076K10 5,049 218,201 SH DEFINED 1,2 218,201
AMERISOURCEBERGEN CO COM 03073E10 460,411 10,983,093 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,983,093
AMERISTAR CASINOS IN COM 03070Q10 6,571 337,862 SH DEFINED 1,2,5 337,862
AMERITYRE CORP COM 03073V10 126 15,978 SH DEFINED 1 15,978
AMERIVEST PPTYS INC COM 03071L10 211 48,100 SH DEFINED 1,3,5 48,100
AMERON INTL INC COM 03071010 7,924 118,226 SH DEFINED 1,2 118,226
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
AMERUS GROUP CO COM 03072M10 33,649 574,708 SH DEFINED 1,2,5,13 574,708
AMES NATL CORP COM 03100110 1,671 76,353 SH DEFINED 1 76,353
AMETEK INC NEW COM 03110010 53,830 1,136,140 SH DEFINED 1,2,5,12,13 1,136,140
AMGEN INC COM 03116210 2,303,565 35,314,497 SH DEFINED 1,2,5,6,7,8,10,12,13,14 35,314,497
AMICAS INC COM 00171210 1,470 455,040 SH DEFINED 1 455,040
AMIS HLDGS INC COM 03153810 19,782 1,978,194 SH DEFINED 1,2 1,978,194
AMKOR TECHNOLOGY INC COM 03165210 15,297 1,616,972 SH DEFINED 1,2,5 1,616,972
AMN HEALTHCARE SERVI COM 00174410 11,314 557,325 SH DEFINED 1,2 557,325
AMPCO-PITTSBURGH COR COM 03203710 2,117 73,906 SH DEFINED 1,2 73,906
AMPEX CORP DEL CL A NEW 03209230 2,010 172,347 SH DEFINED 1 172,347
AMPHENOL CORP NEW CL A 03209510 93,352 1,668,195 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,668,195
AMR CORP COM 00176510 51,355 2,020,254 SH DEFINED 1,2,5 2,020,254
AMREP CORP NEW COM 03215910 1,571 28,923 SH DEFINED 1,2 28,923
AMSOUTH BANCORPORATI COM 03216510 240,085 9,076,949 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,076,949
AMSURG CORP COM 03232P40 12,632 555,260 SH DEFINED 1,2,6 555,260
AMVESCAP PLC SPONSORED 03235E10 266 14,401 SH DEFINED 1,2 14,401
AMYLIN PHARMACEUTICA COM 03234610 96,735 1,959,383 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,959,383
ANADARKO PETE CORP COM 03251110 703,311 14,747,550 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,747,550
ANADIGICS INC COM 03251510 1,218 181,290 SH DEFINED 1,2,5 181,290
ANADYS PHARMACEUTICA COM 03252Q40 134 46,000 SH DEFINED 1,5 46,000
ANALOG DEVICES INC COM 03265410 321,177 9,993,059 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,993,059
ANALOGIC CORP COM PAR $0 03265720 9,768 209,560 SH DEFINED 1,2,6 209,560
ANALYSTS INTL CORP COM 03268110 22 11,201 SH DEFINED 1 11,201
ANAREN INC COM 03274410 7,489 365,473 SH DEFINED 1,2 365,473
ANCHOR BANCORP WIS I COM 03283910 10,267 340,299 SH DEFINED 1,2 340,299
ANDERSONS INC COM 03416410 6,258 150,391 SH DEFINED 1 150,391
ANDREW CORP COM 03442510 33,192 3,746,220 SH DEFINED 1,2,5,6,10,12,13 3,746,220
ANDRX CORP DEL ANDRX GROU 03455310 23,749 1,024,120 SH DEFINED 1,2,5 1,024,120
ANGELICA CORP COM 03466310 1,645 93,781 SH DEFINED 1,6 93,781
ANGIODYNAMICS INC COM 03475V10 4,029 148,944 SH DEFINED 1 148,944
ANGLO AMERN PLC ADR 03485P10 431 21,100 SH DEFINED 1,2 21,100
ANGLOGOLD ASHANTI LT SPONSORED 03512820 521 10,824 SH DEFINED 1 10,824
ANHEUSER BUSCH COS I COM 03522910 994,042 21,803,946 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,803,946
ANIKA THERAPEUTICS I COM 03525510 101 10,472 SH DEFINED 1 10,472
ANIXTER INTL INC COM 03529010 24,789 522,309 SH DEFINED 1,2,5,6 522,309
ANNALY MTG MGMT INC COM 03571040 21,803 1,702,005 SH DEFINED 1,2,5 1,702,005
ANNTAYLOR STORES COR COM 03611510 135,494 3,123,426 SH DEFINED 1,2,5,10,12,13 3,123,426
ANSOFT CORP COM 03638410 7,269 354,918 SH DEFINED 1,2 354,918
ANSWERTHINK INC COM 03691610 226 56,011 SH DEFINED 1,5 56,011
ANSYS INC COM 03662Q10 33,467 699,862 SH DEFINED 1,2,6 699,862
ANTHRACITE CAP INC COM 03702310 18,367 1,510,449 SH DEFINED 1,2 1,510,449
ANTIGENICS INC DEL COM 03703210 338 159,285 SH DEFINED 1 159,285
ANWORTH MORTGAGE ASS COM 03734710 6,088 733,520 SH DEFINED 1,2,5 733,520
AO TATNEFT SPON ADR R 03737P30 1,958 25,423 SH DEFINED 1,2,5 25,423
AON CORP COM 03738910 589,373 16,926,274 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,926,274
AP PHARMA INC COM 00202J10 19 10,700 SH DEFINED 1 10,700
APAC CUSTOMER SERVIC COM 00185E10 35 18,498 SH DEFINED 1 18,498
APACHE CORP COM 03741110 692,688 10,149,274 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,149,274
APARTMENT INVT & MGM CL A 03748R10 159,102 3,661,727 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,661,727
APCO ARGENTINA INC C ORD 03748910 215 2,533 SH DEFINED 1 2,533
APEX SILVER MINES LT ORD G0407410 210 13,938 SH DEFINED 1,2,5 13,938
APOGEE ENTERPRISES I COM 03759810 16,699 1,135,982 SH DEFINED 1,2,6 1,135,982
APOLLO GROUP INC CL A 03760410 202,124 3,911,831 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,911,831
APOLLO INVT CORP COM 03761U10 14,618 791,035 SH DEFINED 1,2 791,035
APPLE COMPUTER INC COM 03783310 1,257,839 21,963,319 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,963,319
APPLEBEES INTL INC COM 03789910 22,486 1,169,918 SH DEFINED 1,2,5,13 1,169,918
APPLERA CORP COM AP BIO 03802010 265,808 8,216,621 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,216,621
APPLERA CORP COM CE GEN 03802020 14,925 1,152,503 SH DEFINED 1,2,5 1,152,503
APPLICA INC COM 03815A10 126 28,491 SH DEFINED 1 28,491
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
APPLIED DIGITAL SOLU COM NEW 03818830 1,154 610,395 SH DEFINED 1 610,395
APPLIED FILMS CORP COM 03819710 7,527 264,187 SH DEFINED 1,2,5 264,187
APPLIED INDL TECHNOL COM 03820C10 19,676 809,361 SH DEFINED 1,2,6 809,361
APPLIED MATLS INC COM 03822210 659,319 40,498,700 SH DEFINED 1,2,5,6,7,8,10,12,13,14 40,498,700
APPLIED MICRO CIRCUI COM 03822W10 13,968 5,116,602 SH DEFINED 1,2,5,8 5,116,602
APPLIED SIGNAL TECHN COM 03823710 2,593 152,154 SH DEFINED 1,2,6 152,154
APRIA HEALTHCARE GRO COM 03793310 17,744 938,832 SH DEFINED 1,2,5,13 938,832
APTARGROUP INC COM 03833610 18,242 367,713 SH DEFINED 1,2,5 367,713
AQUA AMERICA INC COM 03836W10 52,866 2,319,708 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,319,708
AQUANTIVE INC COM 03839G10 23,014 908,567 SH DEFINED 1,2 908,567
AQUILA INC COM 03840P10 30,399 7,220,595 SH DEFINED 1,2,5,13 7,220,595
ARACRUZ CELULOSE S A SPON ADR P 03849620 8,045 153,469 SH DEFINED 1,2,7 153,469
ARAMARK CORP CL B 03852110 38,085 1,150,251 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,150,251
ARBINET THEXCHANGE I COM 03875P10 262 46,672 SH DEFINED 1,2 46,672
ARBITRON INC COM 03875Q10 24,317 634,421 SH DEFINED 1,2,5,6 634,421
ARBOR RLTY TR INC COM 03892310 8,108 323,660 SH DEFINED 1,2 323,660
ARCH CAP GROUP LTD ORD G0450A10 3,232 54,360 SH DEFINED 1,2,5 54,360
ARCH CHEMICALS INC COM 03937R10 11,705 324,694 SH DEFINED 1,2 324,694
ARCH COAL INC COM 03938010 103,768 2,449,090 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,449,090
ARCHER DANIELS MIDLA COM 03948310 711,830 17,243,954 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,243,954
ARCHSTONE SMITH TR COM 03958310 391,157 7,689,337 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 7,689,337
ARCTIC CAT INC COM 03967010 4,889 250,602 SH DEFINED 1,2,6 250,602
ARDEN GROUP INC CL A 03976210 2,628 23,221 SH DEFINED 1,2 23,221
ARENA PHARMACEUTICAL COM 04004710 10,061 868,788 SH DEFINED 1,2,5 868,788
ARENA RESOURCES INC COM 04004910 1,927 56,188 SH DEFINED 1,5 56,188
ARES CAP CORP COM 04010L10 7,520 444,156 SH DEFINED 1,2 444,156
ARGON ST INC COM 04014910 3,121 117,186 SH DEFINED 1,2 117,186
ARGONAUT GROUP INC COM 04015710 16,023 533,397 SH DEFINED 1,2,5 533,397
ARIAD PHARMACEUTICAL COM 04033A10 3,454 765,930 SH DEFINED 1,2,5 765,930
ARIBA INC COM NEW 04033V20 8,407 1,021,514 SH DEFINED 1,2,5 1,021,514
ARISTOTLE CORP COM NEW 04044820 87 10,427 SH DEFINED 1 10,427
ARKANSAS BEST CORP D COM 04079010 20,376 405,814 SH DEFINED 1,2,6 405,814
ARLINGTON TANKERS LT COM G0489910 240 10,600 SH DEFINED 1 10,600
ARM HLDGS PLC SPONSORED 04206810 139 22,234 SH DEFINED 1 22,234
ARMOR HOLDINGS INC COM 04226010 27,887 508,608 SH DEFINED 1,2,5,6 508,608
ARQULE INC COM 04269E10 1,695 300,586 SH DEFINED 1,6 300,586
ARRAY BIOPHARMA INC COM 04269X10 3,257 378,748 SH DEFINED 1,5 378,748
ARRIS GROUP INC COM 04269Q10 23,234 1,770,864 SH DEFINED 1,2 1,770,864
ARROW ELECTRS INC COM 04273510 72,784 2,260,383 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,260,383
ARROW FINL CORP COM 04274410 3,711 135,299 SH DEFINED 1,2,5 135,299
ARROW INTL INC COM 04276410 12,199 371,123 SH DEFINED 1,2 371,123
ART TECHNOLOGY GROUP COM 04289L10 1,085 364,207 SH DEFINED 1,2,5 364,207
ARTHROCARE CORP COM 04313610 17,855 425,027 SH DEFINED 1,2,6 425,027
ARVINMERITOR INC COM 04335310 31,758 1,847,462 SH DEFINED 1,2,5,13 1,847,462
ASBURY AUTOMOTIVE GR COM 04343610 3,902 186,360 SH DEFINED 1,2,5 186,360
ASHFORD HOSPITALITY COM SHS 04410310 16,063 1,272,842 SH DEFINED 1,2,3 1,272,842
ASHLAND INC NEW COM 04420910 120,312 1,803,784 SH DEFINED 1,2,5,6,10,12,13 1,803,784
ASHWORTH INC COM 04516H10 682 75,796 SH DEFINED 1,5,6 75,796
ASIAINFO HLDGS INC COM 04518A10 1,427 332,748 SH DEFINED 1,2 332,748
ASML HLDG NV N Y SHS N0705911 372 18,376 SH DEFINED 1 18,376
ASPECT MED SYS INC COM 04523510 3,538 202,851 SH DEFINED 1,2 202,851
ASPEN INSURANCE HOLD SHS G0538410 1,264 54,281 SH DEFINED 1,2 54,281
ASPEN TECHNOLOGY INC COM 04532710 17,165 1,308,277 SH DEFINED 1,2,5 1,308,277
ASSET ACCEP CAP CORP COM 04543P10 3,340 168,707 SH DEFINED 1,2 168,707
ASSOCIATED BANC CORP COM 04548710 77,832 2,468,491 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,468,491
ASSOCIATED ESTATES R COM 04560410 2,446 197,239 SH DEFINED 1,3,5 197,239
ASSURANT INC COM 04621X10 76,717 1,585,064 SH DEFINED 1,2,5,10,12 1,585,064
ASSURED GUARANTY LTD COM G0585R10 3,720 146,648 SH DEFINED 1,2 146,648
ASTA FDG INC COM 04622010 8,710 232,953 SH DEFINED 1,2 232,953
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
ASTEC INDS INC COM 04622410 8,873 260,060 SH DEFINED 1,2,5,6 260,060
ASTORIA FINL CORP COM 04626510 44,224 1,452,333 SH DEFINED 1,2,5,12,13 1,452,333
ASTRAZENECA PLC SPONSORED 04635310 9,201 153,813 SH DEFINED 1,2 153,813
ASTRO-MED INC NEW COM 04638F10 141 11,770 SH DEFINED 1 11,770
ASYST TECHNOLOGY COR COM 04648X10 7,356 976,892 SH DEFINED 1,2,5 976,892
AT ROAD INC COM 04648K10 1,460 264,518 SH DEFINED 1 264,518
AT&T INC COM 00206R10 3,553,176 127,399,655 SH DEFINED 1,2,5,6,7,8,10,12,13,14 127,399,655
ATARI INC COM 04651M10 96 168,782 SH DEFINED 1 168,782
ATHEROGENICS INC COM 04743910 6,453 494,504 SH DEFINED 1,2,5 494,504
ATHEROS COMMUNICATIO COM 04743P10 18,293 960,269 SH DEFINED 1,2 960,269
ATI TECHNOLOGIES INC COM 00194110 508 34,825 SH DEFINED 1,2,5,13 34,825
ATLANTIC AMERN CORP COM 04820910 32 10,600 SH DEFINED 1 10,600
ATLANTIC TELE NETWOR COM NEW 04907920 534 25,641 SH DEFINED 1 25,641
ATLANTIS PLASTICS IN COM 04915610 100 11,000 SH DEFINED 1 11,000
ATLAS AIR WORLDWIDE COM NEW 04916420 3,314 67,576 SH DEFINED 1,2 67,576
ATLAS AMER INC COM 04916710 16,634 371,208 SH DEFINED 1,2,5 371,208
ATLAS PIPELINE PARTN UNIT L P I 04939210 450 11,000 SH DEFINED 1 11,000
ATMEL CORP COM 04951310 46,887 8,448,047 SH DEFINED 1,2,5,13 8,448,047
ATMI INC COM 00207R10 14,059 571,039 SH DEFINED 1,2,5,6 571,039
ATMOS ENERGY CORP COM 04956010 51,328 1,839,062 SH DEFINED 1,2,5 1,839,062
ATP OIL & GAS CORP COM 00208J10 16,310 388,973 SH DEFINED 1,2 388,973
ATS MED INC COM 00208310 59 24,829 SH DEFINED 1 24,829
ATWOOD OCEANICS INC COM 05009510 18,629 375,578 SH DEFINED 1,2 375,578
AU OPTRONICS CORP SPONSORED 00225510 1,811 127,153 SH DEFINED 1 127,153
AUDIBLE INC COM NEW 05069A30 2,708 297,916 SH DEFINED 1,2,5 297,916
AUDIOCODES LTD ORD M1534210 142 13,038 SH DEFINED 1,2,5 13,038
AUDIOVOX CORP CL A 05075710 6,949 508,714 SH DEFINED 1,2,5,6 508,714
AURORA OIL & GAS COR COM 05203610 603 150,839 SH DEFINED 1,2 150,839
AUSTRALIA&NEW ZEALAN SPONSORED 05252830 1,351 13,615 SH DEFINED 1 13,615
AUTHENTIDATE HLDG CO COM 05266610 154 57,994 SH DEFINED 1,2,5 57,994
AUTOBYTEL INC COM 05275N10 1,540 436,198 SH DEFINED 1 436,198
AUTODESK INC COM 05276910 207,078 6,009,229 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,009,229
AUTOLIV INC COM 05280010 40,418 714,472 SH DEFINED 1,2,5,12 714,472
AUTOMATIC DATA PROCE COM 05301510 839,245 18,505,952 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,505,952
AUTONATION INC COM 05329W10 101,401 4,729,517 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,729,517
AUTOZONE INC COM 05333210 144,403 1,637,219 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,637,219
AUXILIUM PHARMACEUTI COM 05334D10 597 76,767 SH DEFINED 1 76,767
AVALONBAY CMNTYS INC COM 05348410 196,190 1,773,547 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,773,547
AVANEX CORP COM 05348W10 952 541,100 SH DEFINED 1,5 541,100
AVANIR PHARMACEUTICA CL A NEW 05348P40 2,437 356,315 SH DEFINED 1,2,5 356,315
AVANT IMMUNOTHERAPEU COM 05349110 160 99,162 SH DEFINED 1,5 99,162
AVATAR HLDGS INC COM 05349410 4,302 75,511 SH DEFINED 1,2,5 75,511
AVAYA INC COM 05349910 144,575 12,659,837 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,659,837
AVERY DENNISON CORP COM 05361110 158,497 2,729,880 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,729,880
AVI BIOPHARMA INC COM 00234610 252 67,209 SH DEFINED 1,2,5 67,209
AVIALL INC NEW COM 05366B10 24,046 506,021 SH DEFINED 1,2 506,021
AVICI SYS INC COM NEW 05367L80 68 11,683 SH DEFINED 1,2 11,683
AVID TECHNOLOGY INC COM 05367P10 17,296 518,942 SH DEFINED 1,2,5,6,8 518,942
AVIGEN INC COM 05369010 97 18,712 SH DEFINED 1 18,712
AVISTA CORP COM 05379B10 18,878 826,909 SH DEFINED 1,2,5 826,909
AVNET INC COM 05380710 51,542 2,574,521 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,574,521
AVOCENT CORP COM 05389310 28,938 1,102,398 SH DEFINED 1,2,5,12,13 1,102,398
AVON PRODS INC COM 05430310 401,002 12,935,542 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,935,542
AVX CORP NEW COM 00244410 9,094 575,943 SH DEFINED 1,2,5 575,943
AWARE INC MASS COM 05453N10 109 19,242 SH DEFINED 1 19,242
AXA SPONSORED 05453610 2,510 76,578 SH DEFINED 1,2 76,578
AXCELIS TECHNOLOGIES COM 05454010 8,892 1,507,104 SH DEFINED 1,2,5,6 1,507,104
AXIS CAPITAL HOLDING SHS G0692U10 19,510 681,923 SH DEFINED 1,2,5,6,7,8,10,12,13,14 681,923
AXONYX INC COM 05461R10 57 67,056 SH DEFINED 1 67,056
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
AZTAR CORP COM 05480210 33,050 636,069 SH DEFINED 1,2,5,6 636,069
B A S F A G SPONSORED 05526250 1,687 21,015 SH DEFINED 1 21,015
BADGER METER INC COM 05652510 3,782 140,061 SH DEFINED 1,2 140,061
BAIRNCO CORP COM 05709710 155 13,221 SH DEFINED 1 13,221
BAKER HUGHES INC COM 05722410 887,405 10,841,850 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,841,850
BALCHEM CORP COM 05766520 5,045 224,205 SH DEFINED 1 224,205
BALDOR ELEC CO COM 05774110 17,483 558,752 SH DEFINED 1,2,5,6 558,752
BALDWIN & LYONS INC CL B 05775520 5,416 212,405 SH DEFINED 1,2 212,405
BALL CORP COM 05849810 116,438 3,143,580 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,143,580
BALLY TECHNOLOGIES I COM 05874B10 10,732 651,598 SH DEFINED 1,2,5 651,598
BALLY TOTAL FITNESS COM 05873K10 2,369 349,405 SH DEFINED 1,5,6 349,405
BANCFIRST CORP COM 05945F10 10,764 240,539 SH DEFINED 1,2 240,539
BANCO BILBAO VIZCAYA SPONSORED 05946K10 3,378 164,002 SH DEFINED 1,2 164,002
BANCO BRADESCO S A SP ADR PFD 05946030 10,831 348,390 SH DEFINED 1,2 348,390
BANCO MACRO BANSUD S SPON ADR B 05961W10 7,457 366,272 SH DEFINED 1,2,7 366,272
BANCO SANTANDER CENT ADR 05964H10 1,682 115,072 SH DEFINED 1,2 115,072
BANCO SANTANDER CHIL SP ADR REP 05965X10 736 18,233 SH DEFINED 1,2,5 18,233
BANCOLOMBIA S A SPON ADR P 05968L10 49,008 2,033,514 SH DEFINED 1,2,4,5,7 2,033,514
BANCORP INC DEL COM 05969A10 3,295 131,738 SH DEFINED 1 131,738
BANCORPSOUTH INC COM 05969210 31,869 1,169,522 SH DEFINED 1,2,5 1,169,522
BANCTRUST FINANCIAL COM 05978R10 2,313 98,552 SH DEFINED 1 98,552
BANDAG INC COM 05981510 8,342 227,998 SH DEFINED 1,2,13 227,998
BANK HAWAII CORP COM 06254010 41,057 827,772 SH DEFINED 1,2,5,13 827,772
BANK MUTUAL CORP NEW COM 06375010 10,027 820,581 SH DEFINED 1,2,5 820,581
BANK NEW YORK INC COM 06405710 631,502 19,611,848 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,611,848
BANK NOVA SCOTIA HAL COM 06414910 3,951 99,391 SH DEFINED 1,7 99,391
BANK OF AMERICA CORP COM 06050510 6,510,045 135,343,978 SH DEFINED 1,2,5,6,7,8,10,12,13,14 135,343,978
BANK OF GRANITE CORP COM 06240110 4,546 218,232 SH DEFINED 1,2,5 218,232
BANK OF THE OZARKS I COM 06390410 4,534 136,166 SH DEFINED 1,2 136,166
BANKATLANTIC BANCORP CL A 06590850 9,027 608,256 SH DEFINED 1,2,5 608,256
BANKFINANCIAL CORP COM 06643P10 5,053 292,101 SH DEFINED 1,2 292,101
BANKRATE INC COM 06646V10 10,280 272,234 SH DEFINED 1 272,234
BANKUNITED FINL CORP CL A 06652B10 17,209 563,865 SH DEFINED 1,2 563,865
BANNER CORP COM 06652V10 15,695 407,249 SH DEFINED 1,2 407,249
BANTA CORP COM 06682110 22,246 480,159 SH DEFINED 1,2,5,6,13 480,159
BARCLAYS PLC ADR 06738E20 4,130 90,216 SH DEFINED 1,2 90,216
BARD C R INC COM 06738310 215,208 2,937,595 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,937,595
BARNES & NOBLE INC COM 06777410 140,824 3,858,184 SH DEFINED 1,2,5,10,13 3,858,184
BARNES GROUP INC COM 06780610 11,343 568,588 SH DEFINED 1,2,6 568,588
BARNWELL INDS INC COM 06822110 261 10,900 SH DEFINED 1 10,900
BARR PHARMACEUTICALS COM 06830610 115,736 2,426,832 SH DEFINED 1,2,5,6,10,12,13 2,426,832
BARRETT BILL CORP COM 06846N10 10,347 349,455 SH DEFINED 1,2 349,455
BARRETT BUSINESS SER COM 06846310 472 25,740 SH DEFINED 1 25,740
BARRICK GOLD CORP COM 06790110 715 24,150 SH DEFINED 1,5,7 24,150
BARRIER THERAPEUTICS COM 06850R10 1,764 269,682 SH DEFINED 1 269,682
BASIC ENERGY SVCS IN COM 06985P10 4,629 151,415 SH DEFINED 1,2 151,415
BASSETT FURNITURE IN COM 07020310 2,540 137,216 SH DEFINED 1,2,5,6 137,216
BAUSCH & LOMB INC COM 07170710 72,755 1,483,595 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,483,595
BAXTER INTL INC COM 07181310 818,157 22,256,719 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,256,719
BAYER A G SPONSORED 07273030 1,846 40,214 SH DEFINED 1,2 40,214
BB&T CORP COM 05493710 659,472 15,856,503 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,856,503
BBVA BANCO FRANCES S SPONSORED 07329M10 213 29,256 SH DEFINED 1,7 29,256
BCSB BANKCORP INC COM 05494810 121 10,000 SH DEFINED 1 10,000
BE AEROSPACE INC COM 07330210 21,811 954,132 SH DEFINED 1,2,5 954,132
BEA SYS INC COM 07332510 122,865 9,386,209 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,386,209
BEACON ROOFING SUPPL COM 07368510 8,386 381,009 SH DEFINED 1,2,5 381,009
BEAR STEARNS COS INC COM 07390210 580,319 4,142,771 SH DEFINED 1,2,5,6,8,10,12,13 4,142,771
BEARINGPOINT INC COM 07400210 22,160 2,647,577 SH DEFINED 1,2,5 2,647,577
BEASLEY BROADCAST GR CL A 07401410 320 45,730 SH DEFINED 1 45,730
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
BEAZER HOMES USA INC COM 07556Q10 33,972 740,625 SH DEFINED 1,2,5,13 740,625
BEBE STORES INC COM 07557110 2,195 142,371 SH DEFINED 1,2 142,371
BECKMAN COULTER INC COM 07581110 66,985 1,205,857 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,205,857
BECTON DICKINSON & C COM 07588710 943,581 15,435,640 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,435,640
BED BATH & BEYOND IN COM 07589610 244,279 7,364,445 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,364,445
BEL FUSE INC CL B 07734730 5,257 160,211 SH DEFINED 1,2,6 160,211
BELDEN CDT INC COM 07745410 28,564 864,256 SH DEFINED 1,2,5,6 864,256
BELL MICROPRODUCTS I COM 07813710 1,749 322,714 SH DEFINED 1,5,6 322,714
BELLSOUTH CORP COM 07986010 3,604,618 99,575,087 SH DEFINED 1,2,5,6,7,8,10,12,13,14 99,575,087
BELO CORP COM SER A 08055510 30,819 1,975,546 SH DEFINED 1,2,5,13 1,975,546
BEMIS INC COM 08143710 83,339 2,721,727 SH DEFINED 1,2,5,6,10,12,13 2,721,727
BENCHMARK ELECTRS IN COM 08160H10 22,652 939,144 SH DEFINED 1,2,5,6 939,144
BENETTON GROUP SPA ADR NEW 08179540 270 8,970 SH DEFINED 1 8,970
BENTLEY PHARMACEUTIC COM 08265710 3,785 345,349 SH DEFINED 1 345,349
BERKLEY W R CORP COM 08442310 149,237 4,372,612 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,372,612
BERKSHIRE HATHAWAY I CL B 08467020 466,148 153,187 SH DEFINED 1,2,5 153,187
BERKSHIRE HILLS BANC COM 08468010 4,223 119,036 SH DEFINED 1,2,5 119,036
BERRY PETE CO CL A 08578910 15,064 454,408 SH DEFINED 1,2 454,408
BEST BUY INC COM 08651610 606,127 11,052,644 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,052,644
BEVERLY HILLS BANCOR COM 08786610 991 103,030 SH DEFINED 1 103,030
BFC FINL CORP CL A 05538420 1,665 240,605 SH DEFINED 1 240,605
BG PLC ADR FIN IN 05543420 1,468 21,956 SH DEFINED 1 21,956
BHP BILLITON LTD SPONSORED 08860610 4,643 107,797 SH DEFINED 1,2 107,797
BHP BILLITON PLC SPONSORED 05545E20 252 6,435 SH DEFINED 1 6,435
BIG 5 SPORTING GOODS COM 08915P10 5,092 261,128 SH DEFINED 1,2 261,128
BIG LOTS INC COM 08930210 89,358 5,231,756 SH DEFINED 1,2,5,6,10,13 5,231,756
BIO RAD LABS INC CL A 09057220 22,671 349,108 SH DEFINED 1,2,5 349,108
BIOCRYST PHARMACEUTI COM 09058V10 1,685 117,605 SH DEFINED 1,2,5 117,605
BIOENVISION INC COM 09059N10 2,589 485,817 SH DEFINED 1,2,5 485,817
BIOGEN IDEC INC COM 09062X10 435,563 9,403,356 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,403,356
BIOLASE TECHNOLOGY I COM 09091110 11,172 1,329,992 SH DEFINED 1,5,6 1,329,992
BIOMARIN PHARMACEUTI COM 09061G10 16,085 1,119,369 SH DEFINED 1,2 1,119,369
BIOMED REALTY TRUST COM 09063H10 37,856 1,264,384 SH DEFINED 1,2,3 1,264,384
BIOMET INC COM 09061310 204,089 6,522,503 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,522,503
BIO-REFERENCE LABS I COM $.01 N 09057G60 2,612 120,022 SH DEFINED 1 120,022
BIOSCRIP INC COM 09069N10 2,006 373,629 SH DEFINED 1,5 373,629
BIOSITE INC COM 09094510 15,982 350,027 SH DEFINED 1,2,6 350,027
BIOVAIL CORP COM 09067J10 1,609 68,725 SH DEFINED 1,13 68,725
BIOVERIS CORP COM 09067610 259 32,202 SH DEFINED 1,5 32,202
BISYS GROUP INC COM 05547210 25,007 1,825,321 SH DEFINED 1,2,5,13 1,825,321
BJ SVCS CO COM 05548210 393,114 10,550,575 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,550,575
BJS RESTAURANTS INC COM 09180C10 4,162 186,323 SH DEFINED 1,2 186,323
BJS WHOLESALE CLUB I COM 05548J10 27,046 953,987 SH DEFINED 1,2,5,13 953,987
BKF CAP GROUP INC COM 05548G10 141 22,511 SH DEFINED 1 22,511
BLACK & DECKER CORP COM 09179710 242,192 2,867,530 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,867,530
BLACK BOX CORP DEL COM 09182610 16,184 422,227 SH DEFINED 1,2,5,6 422,227
BLACK HILLS CORP COM 09211310 24,294 707,659 SH DEFINED 1,2,5,13 707,659
BLACKBAUD INC COM 09227Q10 5,975 263,195 SH DEFINED 1,2 263,195
BLACKBOARD INC COM 09193550 7,005 241,875 SH DEFINED 1,2 241,875
BLACKROCK INC CL A 09247X10 22,168 159,286 SH DEFINED 1,2,5 159,286
BLAIR CORP COM 09282810 1,322 44,436 SH DEFINED 1,2 44,436
BLOCK H & R INC COM 09367110 193,894 8,126,325 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,126,325
BLOCKBUSTER INC CL A 09367910 14,494 2,910,420 SH DEFINED 1,2,5 2,910,420
BLOCKBUSTER INC CL B 09367920 92 21,001 SH DEFINED 1 21,001
BLOUNT INTL INC NEW COM 09518010 6,824 567,762 SH DEFINED 1,2 567,762
BLUE COAT SYSTEMS IN COM NEW 09534T50 3,961 234,918 SH DEFINED 1,2,5,6 234,918
BLUE NILE INC COM 09578R10 7,109 221,050 SH DEFINED 1,2 221,050
BLUEGREEN CORP COM 09623110 3,078 268,557 SH DEFINED 1,2 268,557
BLUELINX HLDGS INC COM 09624H10 4,095 314,265 SH DEFINED 1,2 314,265
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
BLYTH INC COM 09643P10 10,239 554,671 SH DEFINED 1,2,5,13 554,671
BMC SOFTWARE INC COM 05592110 332,715 13,921,113 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,921,113
BOARDWALK PIPELINE P UT LTD PAR 09662710 1,318 53,803 SH DEFINED 1,2 53,803
BOB EVANS FARMS INC COM 09676110 23,311 776,771 SH DEFINED 1,2,5,13 776,771
BOC GROUP PLC SPONSORED 05561760 964 16,482 SH DEFINED 1 16,482
BOEING CO COM 09702310 7,219,945 88,144,854 SH DEFINED 1,2,5,6,7,8,10,12,13,14 88,144,854
BOIS D ARC ENERGY IN COM 09738U10 2,517 152,850 SH DEFINED 1,2 152,850
BOK FINL CORP COM NEW 05561Q20 9,515 191,569 SH DEFINED 1,2,5 191,569
BOMBAY CO INC COM 09792410 618 255,484 SH DEFINED 1,5 255,484
BON-TON STORES INC COM 09776J10 10,439 477,103 SH DEFINED 1,2 477,103
BOOKHAM INC COM 09856E10 431 128,374 SH DEFINED 1,5 128,374
BOOKS-A-MILLION INC COM 09857010 1,056 63,339 SH DEFINED 1 63,339
BORDERS GROUP INC COM 09970910 21,531 1,166,341 SH DEFINED 1,2,5,13 1,166,341
BORG WARNER INC COM 09972410 53,103 815,716 SH DEFINED 1,2,5,12,13 815,716
BORLAND SOFTWARE COR COM 09984910 6,005 1,137,389 SH DEFINED 1,2,5 1,137,389
BOSTON BEER INC CL A 10055710 5,220 178,205 SH DEFINED 1,2 178,205
BOSTON COMMUNICATION COM 10058210 15 12,133 SH DEFINED 1 12,133
BOSTON PRIVATE FINL COM 10111910 14,651 525,134 SH DEFINED 1,2 525,134
BOSTON PROPERTIES IN COM 10112110 328,893 3,638,201 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,638,201
BOSTON SCIENTIFIC CO COM 10113710 516,839 30,691,138 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,691,138
BOTTOMLINE TECH DEL COM 10138810 1,685 207,023 SH DEFINED 1 207,023
BOWATER INC COM 10218310 26,929 1,183,708 SH DEFINED 1,2,5,13 1,183,708
BOWNE & CO INC COM 10304310 7,055 493,366 SH DEFINED 1,2,6 493,366
BOYD GAMING CORP COM 10330410 26,496 656,496 SH DEFINED 1,2,13 656,496
BOYKIN LODGING CO COM 10343010 4,446 408,243 SH DEFINED 1,2,3,5 408,243
BP PLC SPONSORED 05562210 3,411,500 49,008,770 SH DEFINED 1,2 49,008,770
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 2,018 25,258 SH DEFINED 1,2,5 25,258
BRADLEY PHARMACEUTIC COM 10457610 5,257 515,394 SH DEFINED 1,2,6 515,394
BRADY CORP CL A 10467410 28,636 777,297 SH DEFINED 1,2,5,6 777,297
BRANDYWINE RLTY TR SH BEN INT 10536820 65,349 2,031,376 SH DEFINED 1,2,3,5 2,031,376
BRASKEM S A SP ADR PFD 10553210 1,602 131,405 SH DEFINED 1,4 131,405
BRE PROPERTIES INC CL A 05564E10 50,362 915,666 SH DEFINED 1,2,3,5 915,666
BRIGGS & STRATTON CO COM 10904310 31,678 1,018,266 SH DEFINED 1,2,5,6,12 1,018,266
BRIGHAM EXPLORATION COM 10917810 4,209 532,049 SH DEFINED 1,2 532,049
BRIGHT HORIZON FAMIL COM 10919510 17,018 451,518 SH DEFINED 1,2,5 451,518
BRIGHTPOINT INC COM NEW 10947340 12,390 917,797 SH DEFINED 1,2,5,6 917,797
BRINKER INTL INC COM 10964110 65,987 1,817,824 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,817,824
BRINKS CO COM 10969610 43,009 762,434 SH DEFINED 1,2,5,13 762,434
BRISTOL MYERS SQUIBB COM 11012210 1,309,100 50,622,590 SH DEFINED 1,2,5,6,7,8,10,12,13,14 50,622,590
BRISTOL WEST HLDGS I COM 11037M10 3,330 208,146 SH DEFINED 1,2 208,146
BRISTOW GROUP INC COM 11039410 11,202 311,163 SH DEFINED 1,2 311,163
BRITESMILE INC COM NEW 11041520 35 11,836 SH DEFINED 1 11,836
BRITISH AMERN TOB PL SPONSORED 11044810 1,576 31,086 SH DEFINED 1 31,086
BRITISH AWYS PLC ADR 2ND IN 11041930 448 7,060 SH DEFINED 1 7,060
BRITISH SKY BROADCAS SPONSORED 11101310 461 10,854 SH DEFINED 1 10,854
BROADCOM CORP CL A 11132010 365,847 12,062,229 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,062,229
BROADWING CORP COM 11161E10 10,647 1,028,727 SH DEFINED 1,2,5 1,028,727
BROCADE COMMUNICATIO COM 11162110 43,245 7,043,155 SH DEFINED 1,2,5,8,10 7,043,155
BRONCO DRILLING CO I COM 11221110 1,850 88,549 SH DEFINED 1 88,549
BROOKDALE SR LIVING COM 11246310 6,307 140,978 SH DEFINED 1,2 140,978
BROOKFIELD HOMES COR COM 11272310 6,926 210,187 SH DEFINED 1,2,5 210,187
BROOKFIELD PPTYS COR COM 11290010 11,568 359,594 SH DEFINED 1,2,3,7 359,594
BROOKLINE BANCORP IN COM 11373M10 13,158 955,532 SH DEFINED 1,2,5 955,532
BROOKS AUTOMATION IN COM 11434010 13,171 1,116,167 SH DEFINED 1,2,5,6 1,116,167
BROWN & BROWN INC COM 11523610 67,892 2,323,477 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,323,477
BROWN FORMAN CORP CL A 11563710 1,610 22,422 SH DEFINED 1,5,12 22,422
BROWN FORMAN CORP CL B 11563720 127,511 1,784,625 SH DEFINED 1,2,5,6,10,12,13 1,784,625
BROWN SHOE INC NEW COM 11573610 21,886 642,202 SH DEFINED 1,2,6 642,202
BRT RLTY TR SH BEN INT 05564530 246 9,600 SH DEFINED 1 9,600
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
BRUKER BIOSCIENCES C COM 11679410 5,413 1,009,963 SH DEFINED 1,2,5 1,009,963
BRUNSWICK CORP COM 11704310 79,432 2,388,930 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,388,930
BRUSH ENGINEERED MAT COM 11742110 5,488 263,220 SH DEFINED 1,2,5 263,220
BT GROUP PLC ADR 05577E10 1,316 29,708 SH DEFINED 1,2 29,708
BUCA INC COM 11776910 125 22,055 SH DEFINED 1,5 22,055
BUCKEYE PARTNERS L P UNIT LTD P 11823010 2,159 51,291 SH DEFINED 1,2,5 51,291
BUCKEYE TECHNOLOGIES COM 11825510 4,987 652,701 SH DEFINED 1,2 652,701
BUCKLE INC COM 11844010 4,689 111,979 SH DEFINED 1,2 111,979
BUCYRUS INTL INC NEW CL A 11875910 20,663 409,177 SH DEFINED 1,2 409,177
BUFFALO WILD WINGS I COM 11984810 3,456 90,222 SH DEFINED 1 90,222
BUILD A BEAR WORKSHO COM 12007610 2,941 136,713 SH DEFINED 1,2 136,713
BUILDERS FIRSTSOURCE COM 12008R10 5,211 255,951 SH DEFINED 1,2 255,951
BUILDING MATLS HLDG COM 12011310 16,176 580,395 SH DEFINED 1,2,6 580,395
BUNGE LIMITED COM G1696210 33,936 675,349 SH DEFINED 1,2,5,6,7,8,10,12,13,14 675,349
BUNZL PUB LTD CO SPON ADR N 12073840 477 8,283 SH DEFINED 1,2 8,283
BURGER KING HLDGS IN COM 12120820 738 46,848 SH DEFINED 1,2 46,848
BURLINGTON NORTHN SA COM 12189T10 978,539 12,347,498 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,347,498
C COR INC COM 12501010 5,115 662,557 SH DEFINED 1,2,5,6 662,557
C D I CORP COM 12507110 5,659 195,137 SH DEFINED 1,2,6 195,137
C D W CORP COM 12512N10 69,714 1,275,638 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,275,638
C H ROBINSON WORLDWI COM NEW 12541W20 156,137 2,929,408 SH DEFINED 1,2,5,12,13 2,929,408
C&D TECHNOLOGIES INC COM 12466110 2,246 298,670 SH DEFINED 1,2,5,6 298,670
CA INC COM 12673P10 257,277 12,519,562 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,519,562
CABELAS INC COM 12680430 7,729 401,296 SH DEFINED 1,2 401,296
CABLEVISION SYS CORP CL A NY CA 12686C10 56,376 2,628,261 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,628,261
CABOT CORP COM 12705510 33,700 976,244 SH DEFINED 1,2,5,6,12,13 976,244
CABOT MICROELECTRONI COM 12709P10 17,667 582,869 SH DEFINED 1,2,5,13 582,869
CABOT OIL & GAS CORP COM 12709710 36,463 744,151 SH DEFINED 1,2,5,12 744,151
CACHE INC COM NEW 12715030 2,404 138,613 SH DEFINED 1 138,613
CACI INTL INC CL A 12719030 20,682 354,564 SH DEFINED 1,2,5,6 354,564
CADBURY SCHWEPPES PL ADR 12720930 719 18,534 SH DEFINED 1 18,534
CADENCE DESIGN SYSTE COM 12738710 97,908 5,718,951 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,718,951
CADIZ INC COM NEW 12753720 216 12,699 SH DEFINED 1 12,699
CAE INC COM 12476510 145 19,000 SH DEFINED 7 19,000
CALAMOS ASSET MGMT I CL A 12811R10 8,650 298,386 SH DEFINED 1,2 298,386
CALAMP CORP COM 12812610 1,105 124,329 SH DEFINED 1 124,329
CALAVO GROWERS INC COM 12824610 202 20,200 SH DEFINED 1 20,200
CALGON CARBON CORP COM 12960310 2,901 476,430 SH DEFINED 1,2 476,430
CALIFORNIA COASTAL C COM NEW 12991520 5,912 184,740 SH DEFINED 1 184,740
CALIFORNIA FIRST NTN COM 13022210 155 10,730 SH DEFINED 1 10,730
CALIFORNIA MICRO DEV COM 13043910 112 27,902 SH DEFINED 1 27,902
CALIFORNIA PIZZA KIT COM 13054D10 8,667 315,383 SH DEFINED 1,2 315,383
CALIFORNIA WTR SVC G COM 13078810 8,439 236,113 SH DEFINED 1,2 236,113
CALIPER LIFE SCIENCE COM 13087210 1,418 284,226 SH DEFINED 1 284,226
CALLAWAY GOLF CO COM 13119310 17,897 1,377,742 SH DEFINED 1,2,5,13 1,377,742
CALLON PETE CO DEL COM 13123X10 4,182 216,228 SH DEFINED 1,2 216,228
CALUMET SPECIALTY PR UT LTD PAR 13147610 257 8,096 SH DEFINED 1,2 8,096
CAMBREX CORP COM 13201110 9,892 474,899 SH DEFINED 1,2,5,6 474,899
CAMDEN NATL CORP COM 13303410 4,330 108,533 SH DEFINED 1,2,5 108,533
CAMDEN PPTY TR SH BEN INT 13313110 88,917 1,208,939 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,208,939
CAMECO CORP COM 13321L10 538 13,452 SH DEFINED 1,2,7 13,452
CAMERON INTERNATIONA COM 13342B10 213,262 4,464,357 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,464,357
CAMPBELL SOUP CO COM 13442910 222,528 5,996,436 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,996,436
CANADIAN NAT RES LTD COM 13638510 857 15,468 SH DEFINED 1,2,7 15,468
CANADIAN NATL RY CO COM 13637510 2,673 61,095 SH DEFINED 1,2,7 61,095
CANADIAN PAC RY LTD COM 13645T10 1,114 21,783 SH DEFINED 1 21,783
CANDELA CORP COM 13690710 6,325 398,777 SH DEFINED 1,2 398,777
CANON INC ADR 13800630 4,511 61,563 SH DEFINED 1,2 61,563
CANTEL MEDICAL CORP COM 13809810 1,427 100,186 SH DEFINED 1 100,186
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
CAPITAL BK CORP COM 13979310 200 12,304 SH DEFINED 1 12,304
CAPITAL CITY BK GROU COM 13967410 6,183 204,724 SH DEFINED 1,2 204,724
CAPITAL CORP OF THE COM NEW 14006520 3,747 117,096 SH DEFINED 1 117,096
CAPITAL CROSSING BK COM 14007110 847 34,427 SH DEFINED 1 34,427
CAPITAL LEASE FDG IN COM 14028810 4,282 375,286 SH DEFINED 1,2 375,286
CAPITAL ONE FINL COR COM 14040H10 764,921 8,951,681 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,951,681
CAPITAL SOUTHWEST CO COM 14050110 4,301 41,177 SH DEFINED 1,2 41,177
CAPITAL SR LIVING CO COM 14047510 914 88,866 SH DEFINED 1 88,866
CAPITAL TITLE GROUP COM 14091910 944 128,044 SH DEFINED 1 128,044
CAPITAL TRUST INC MD CL A NEW 14052H50 7,248 203,475 SH DEFINED 1,2 203,475
CAPITALSOURCE INC COM 14055X10 29,642 1,263,494 SH DEFINED 1,2,5 1,263,494
CAPITOL BANCORP LTD COM 14056D10 8,989 230,776 SH DEFINED 1,2 230,776
CAPITOL FED FINL COM 14057C10 8,627 251,600 SH DEFINED 1,2,5,10 251,600
CAPSTEAD MTG CORP COM NO PAR 14067E50 434 57,219 SH DEFINED 1,5 57,219
CAPSTONE TURBINE COR COM 14067D10 339 148,891 SH DEFINED 1,2,5 148,891
CAPTARIS INC COM 14071N10 278 59,702 SH DEFINED 1,6 59,702
CARACO PHARMACEUTICA COM 14075T10 750 82,003 SH DEFINED 1 82,003
CARAUSTAR INDS INC COM 14090910 3,639 404,303 SH DEFINED 1,2 404,303
CARBO CERAMICS INC COM 14078110 23,084 469,853 SH DEFINED 1,2 469,853
CARDIAC SCIENCE CORP COM 14141A10 197 24,975 SH DEFINED 1,5 24,975
CARDINAL FINL CORP COM 14149F10 3,058 263,190 SH DEFINED 1 263,190
CARDINAL HEALTH INC COM 14149Y10 753,848 11,718,449 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,718,449
CARDIODYNAMICS INTL COM 14159710 50 40,028 SH DEFINED 1,5 40,028
CAREER EDUCATION COR COM 14166510 88,729 2,968,506 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,968,506
CAREMARK RX INC COM 14170510 638,539 12,804,061 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,804,061
CARLISLE COS INC COM 14233910 39,324 495,891 SH DEFINED 1,2,5,12,13 495,891
CARMAX INC COM 14313010 65,324 1,842,192 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,842,192
CARMIKE CINEMAS INC COM 14343640 3,484 165,276 SH DEFINED 1,2 165,276
CARNIVAL CORP PAIRED CTF 14365830 378,782 9,074,804 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,074,804
CARNIVAL PLC ADR 14365C10 205 5,032 SH DEFINED 1,2 5,032
CARPENTER TECHNOLOGY COM 14428510 48,233 417,603 SH DEFINED 1,2,5 417,603
CARRAMERICA RLTY COR COM 14441810 47,171 1,058,829 SH DEFINED 1,2,3,5 1,058,829
CARREKER CORP COM 14443310 309 43,149 SH DEFINED 1,5,6 43,149
CARRIAGE SVCS INC COM 14390510 317 69,000 SH DEFINED 1,2 69,000
CARRIER ACCESS CORP COM 14446010 1,478 178,685 SH DEFINED 1,2 178,685
CARRIZO OIL & CO INC COM 14457710 7,364 235,198 SH DEFINED 1,2 235,198
CARTER INC COM 14622910 14,480 547,857 SH DEFINED 1,2 547,857
CASCADE BANCORP COM 14715410 7,090 248,701 SH DEFINED 1,2 248,701
CASCADE CORP COM 14719510 6,607 167,060 SH DEFINED 1,2 167,060
CASCADE NAT GAS CORP COM 14733910 3,668 173,933 SH DEFINED 1,2,5 173,933
CASELLA WASTE SYS IN CL A 14744810 3,226 246,413 SH DEFINED 1 246,413
CASEYS GEN STORES IN COM 14752810 24,762 990,078 SH DEFINED 1,2,5,6 990,078
CASH AMER INTL INC COM 14754D10 14,352 448,496 SH DEFINED 1,2 448,496
CASS INFORMATION SYS COM 14808P10 774 15,888 SH DEFINED 1 15,888
CASTLE A M & CO COM 14841110 7,570 234,724 SH DEFINED 1,2 234,724
CASUAL MALE RETAIL G COM 14871110 3,485 346,755 SH DEFINED 1 346,755
CATALINA MARKETING C COM 14886710 28,450 999,652 SH DEFINED 1,2,5,13 999,652
CATALYST SEMICONDUCT COM 14888110 72 19,869 SH DEFINED 1 19,869
CATAPULT COMMUNICATI COM 14901610 681 62,435 SH DEFINED 1,6 62,435
CATERPILLAR INC DEL COM 14912310 1,694,382 22,749,494 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,749,494
CATHAY GENERAL BANCO COM 14915010 35,212 967,893 SH DEFINED 1,2,5,13 967,893
CATO CORP NEW CL A 14920510 13,775 532,871 SH DEFINED 1,2,6 532,871
CAVCO INDS INC DEL COM 14956810 2,511 56,498 SH DEFINED 1,2,5 56,498
CB RICHARD ELLIS GRO CL A 12497T10 92,783 3,726,215 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,726,215
CBEYOND COMMUNICATIO COM 14984710 2,847 130,519 SH DEFINED 1,2 130,519
CBIZ INC COM 12480510 7,424 1,001,880 SH DEFINED 1,2 1,001,880
CBL & ASSOC PPTYS IN COM 12483010 47,288 1,214,686 SH DEFINED 1,2,3,5 1,214,686
CBOT HLDGS INC CL A 14984K10 12,150 101,595 SH DEFINED 1,2,5 101,595
CBRL GROUP INC COM 12489V10 23,045 679,392 SH DEFINED 1,2,5,13 679,392
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
CBS CORP NEW CL A 12485710 323 11,936 SH DEFINED 1,5,13 11,936
CBS CORP NEW CL B 12485720 667,122 24,662,539 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,662,539
CCA INDS INC COM 12486710 98 10,608 SH DEFINED 1 10,608
CDC CORP SHS A G2022L10 121 27,535 SH DEFINED 1,5 27,535
CDN IMPERIAL BK OF C COM 13606910 338 5,041 SH DEFINED 1 5,041
CEC ENTMT INC COM 12513710 29,410 915,639 SH DEFINED 1,2,5,6 915,639
CEDAR FAIR L P DEPOSITRY 15018510 2,041 76,914 SH DEFINED 1,2,5 76,914
CEDAR SHOPPING CTRS COM NEW 15060220 9,575 650,459 SH DEFINED 1,2,3 650,459
CELADON GROUP INC COM 15083810 1,179 53,477 SH DEFINED 1,2 53,477
CELANESE CORP DEL COM SER A 15087010 15,392 753,769 SH DEFINED 1,2,5 753,769
CELESTICA INC SUB VTG SH 15101Q10 122 12,781 SH DEFINED 1,2,5,7 12,781
CELGENE CORP COM 15102010 204,163 4,304,520 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,304,520
CELL GENESYS INC COM 15092110 3,217 640,827 SH DEFINED 1,2,5 640,827
CELL THERAPEUTICS IN COM 15093410 1,133 786,640 SH DEFINED 1,2,5 786,640
CEMEX S A SPON ADR 5 15129088 13,883 243,694 SH DEFINED 1,2 243,694
CENDANT CORP COM 15131310 441,221 27,085,412 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,085,412
CENTENE CORP DEL COM 15135B10 20,655 877,818 SH DEFINED 1,2,6 877,818
CENTENNIAL BK HLDGS COM 15134530 9,300 899,413 SH DEFINED 1,2 899,413
CENTENNIAL COMMUNCTN CL A NEW 15133V20 3,920 753,812 SH DEFINED 1,2 753,812
CENTER BANCORP INC COM 15140810 224 15,466 SH DEFINED 1 15,466
CENTER FINL CORP CAL COM 15146E10 3,393 143,548 SH DEFINED 1 143,548
CENTERPOINT ENERGY I COM 15189T10 130,453 10,436,267 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,436,267
CENTERSTATE BKS FLA COM 15201P10 428 20,900 SH DEFINED 1 20,900
CENTEX CORP COM 15231210 173,807 3,455,411 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,455,411
CENTILLIUM COMMUNICA COM 15231910 141 50,342 SH DEFINED 1,5 50,342
CENTRACORE PROPERTIE COM 15235H10 4,293 173,445 SH DEFINED 1,2,3 173,445
CENTRAL EUROPEAN DIS COM 15343510 8,916 354,360 SH DEFINED 1,2 354,360
CENTRAL EUROPEAN MED CL A NEW G2004520 615 9,740 SH DEFINED 1,5,7 9,740
CENTRAL GARDEN & PET COM 15352710 13,679 317,745 SH DEFINED 1,2 317,745
CENTRAL PAC FINL COR COM 15476010 19,367 500,428 SH DEFINED 1,2 500,428
CENTRAL PKG CORP COM 15478510 4,095 255,944 SH DEFINED 1,2,6 255,944
CENTRAL VT PUB SVC C COM 15577110 1,810 97,941 SH DEFINED 1,2 97,941
CENTURY ALUM CO COM 15643110 18,265 511,780 SH DEFINED 1,2 511,780
CENTURY CASINOS INC COM 15649210 354 33,065 SH DEFINED 1 33,065
CENTURYTEL INC COM 15670010 264,887 7,130,212 SH DEFINED 1,2,5,6,7,10,12,13,14 7,130,212
CENVEO INC COM 15670S10 11,996 668,325 SH DEFINED 1,2,5 668,325
CEPHALON INC COM 15670810 69,669 1,159,220 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,159,220
CEPHEID COM 15670R10 6,215 640,016 SH DEFINED 1,2,5 640,016
CERADYNE INC COM 15671010 29,481 595,704 SH DEFINED 1,2,5,6 595,704
CERES GROUP INC COM 15677210 1,720 276,493 SH DEFINED 1 276,493
CERIDIAN CORP NEW COM 15677910 73,546 3,009,255 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,009,255
CERNER CORP COM 15678210 30,490 821,615 SH DEFINED 1,2,5,6,12 821,615
CERUS CORP COM 15708510 714 100,107 SH DEFINED 1,5 100,107
CEVA INC COM 15721010 70 12,073 SH DEFINED 1 12,073
CF INDS HLDGS INC COM 12526910 8,421 590,547 SH DEFINED 1,2 590,547
CFS BANCORP INC COM 12525D10 261 17,566 SH DEFINED 1,5 17,566
CH ENERGY GROUP INC COM 12541M10 11,865 247,190 SH DEFINED 1,2,5 247,190
CHAD THERAPEUTICS IN COM 15722810 70 27,600 SH DEFINED 1 27,600
CHAMPION ENTERPRISES COM 15849610 25,165 2,279,418 SH DEFINED 1,2,5,6 2,279,418
CHAMPS ENTMT INC DEL COM 15878710 96 14,700 SH DEFINED 1 14,700
CHAPARRAL STL CO DEL COM 15942310 24,672 342,572 SH DEFINED 1,2,5 342,572
CHARLES & COLVARD LT COM 15976510 1,700 161,473 SH DEFINED 1,5 161,473
CHARLES RIV LABS INT COM 15986410 43,628 1,185,532 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,185,532
CHARLOTTE RUSSE HLDG COM 16104810 4,270 178,346 SH DEFINED 1 178,346
CHARMING SHOPPES INC COM 16113310 22,721 2,021,481 SH DEFINED 1,2,5 2,021,481
CHARTER COMMUNICATIO CL A 16117M10 5,194 4,596,046 SH DEFINED 1,2,5 4,596,046
CHARTER FINL CORP WE COM 16122M10 2,219 56,227 SH DEFINED 1,2 56,227
CHARTERMAC SH BEN INT 16090810 10,735 573,778 SH DEFINED 1,2,5 573,778
CHATTEM INC COM 16245610 9,950 327,641 SH DEFINED 1,2 327,641
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
CHECK POINT SOFTWARE ORD M2246510 6,041 343,262 SH DEFINED 1,2,5,12 343,262
CHECKFREE CORP NEW COM 16281310 115,263 2,325,726 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,325,726
CHECKPOINT SYS INC COM 16282510 12,798 576,220 SH DEFINED 1,2,6 576,220
CHEESECAKE FACTORY I COM 16307210 35,424 1,314,423 SH DEFINED 1,2,5,8,13 1,314,423
CHEMED CORP NEW COM 16359R10 20,752 380,565 SH DEFINED 1,2,6 380,565
CHEMICAL FINL CORP COM 16373110 10,790 352,628 SH DEFINED 1,2,5 352,628
CHEMTURA CORP COM 16389310 61,419 6,575,861 SH DEFINED 1,2,5,8,13 6,575,861
CHENIERE ENERGY INC COM NEW 16411R20 26,158 670,707 SH DEFINED 1,2,5 670,707
CHEROKEE INC DEL NEW COM 16444H10 3,910 94,546 SH DEFINED 1,5 94,546
CHESAPEAKE CORP COM 16515910 4,786 291,647 SH DEFINED 1,2 291,647
CHESAPEAKE ENERGY CO COM 16516710 318,379 10,524,925 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,524,925
CHESAPEAKE UTILS COR COM 16530310 284 9,430 SH DEFINED 1,2 9,430
CHEVRON CORP NEW COM 16676410 5,158,992 83,129,094 SH DEFINED 1,2,5,6,7,8,10,12,13,14 83,129,094
CHICAGO BRIDGE & IRO N Y REGIST 16725010 388 16,074 SH DEFINED 1 16,074
CHICAGO MERCANTILE H CL A 16776010 196,882 400,860 SH DEFINED 1,2,5,6,7,8,10,12,13,14 400,860
CHICOS FAS INC COM 16861510 97,972 3,631,281 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,631,281
CHILDRENS PL RETAIL COM 16890510 29,135 485,180 SH DEFINED 1,2,5,6 485,180
CHINA BAK BATTERY IN COM 16936Y10 524 61,599 SH DEFINED 1 61,599
CHINA MOBILE LIMITED SPONSORED 16941M10 281 9,805 SH DEFINED 1 9,805
CHINA PETE & CHEM CO SPON ADR H 16941R10 649 11,343 SH DEFINED 1 11,343
CHINA UNICOM LTD SPONSORED 16945R10 120 13,490 SH DEFINED 1 13,490
CHINA YUCHAI INTL LT COM G2108210 77 10,600 SH DEFINED 1,7 10,600
CHIPOTLE MEXICAN GRI CL A 16965610 6,092 99,943 SH DEFINED 1,2 99,943
CHIQUITA BRANDS INTL COM 17003280 16,376 1,188,366 SH DEFINED 1,2 1,188,366
CHITTENDEN CORP COM 17022810 21,936 848,598 SH DEFINED 1,2,5 848,598
CHOICE HOTELS INTL I COM 16990510 26,113 430,909 SH DEFINED 1,2,5 430,909
CHOICEPOINT INC COM 17038810 71,111 1,702,447 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,702,447
CHOLESTECH CORP COM 17039310 210 16,533 SH DEFINED 1 16,533
CHORDIANT SOFTWARE I COM 17040410 693 228,703 SH DEFINED 1,5 228,703
CHRISTOPHER & BANKS COM 17104610 31,718 1,093,734 SH DEFINED 1,2,5,6 1,093,734
CHUBB CORP COM 17123210 615,892 12,342,525 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,342,525
CHUNGHWA TELECOM CO SPONSORED 17133Q20 403 21,835 SH DEFINED 1,12 21,835
CHURCH & DWIGHT INC COM 17134010 36,743 1,008,882 SH DEFINED 1,2,5,13 1,008,882
CHURCHILL DOWNS INC COM 17148410 4,331 115,660 SH DEFINED 1,2 115,660
CIBA SPECIALTY CHEMI SPONSORED 17162W20 271 9,701 SH DEFINED 1 9,701
CIBER INC COM 17163B10 7,962 1,208,207 SH DEFINED 1,2,6,8 1,208,207
CIENA CORP COM 17177910 82,717 17,196,814 SH DEFINED 1,2,5,6,8,10,13 17,196,814
CIGNA CORP COM 12550910 324,042 3,289,435 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,289,435
CIMAREX ENERGY CO COM 17179810 59,368 1,380,654 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,380,654
CINCINNATI BELL INC COM 17187110 33,367 8,138,409 SH DEFINED 1,2,5,6,13 8,138,409
CINCINNATI FINL CORP COM 17206210 228,272 4,855,812 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,855,812
CINTAS CORP COM 17290810 145,470 3,658,704 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,658,704
CIPHERGEN BIOSYSTEMS COM 17252Y10 12 10,757 SH DEFINED 1 10,757
CIRCOR INTL INC COM 17273K10 8,991 294,895 SH DEFINED 1,2 294,895
CIRCUIT CITY STORE I COM 17273710 136,626 5,019,337 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,019,337
CIRRUS LOGIC INC COM 17275510 16,412 2,016,204 SH DEFINED 1,2,5 2,016,204
CISCO SYS INC COM 17275R10 3,543,716 181,449,858 SH DEFINED 1,2,5,6,7,8,10,12,13,14 181,449,858
CIT GROUP INC COM 12558110 415,345 7,943,112 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,943,112
CITADEL BROADCASTING COM 17285T10 8,613 967,808 SH DEFINED 1,2 967,808
CITI TRENDS INC COM 17306X10 1,859 43,544 SH DEFINED 1 43,544
CITIGROUP INC COM 17296710 7,428,003 153,948,242 SH DEFINED 1,2,5,6,7,8,10,12,13,14 153,948,242
CITIZENS & NORTHN CO COM 17292210 1,930 81,698 SH DEFINED 1 81,698
CITIZENS BKG CORP MI COM 17442010 17,458 715,212 SH DEFINED 1,2,5 715,212
CITIZENS COMMUNICATI COM 17453B10 131,101 10,046,028 SH DEFINED 1,2,5,6,10,12,13 10,046,028
CITIZENS FIRST BANCO COM 17461R10 1,855 69,462 SH DEFINED 1,5 69,462
CITIZENS INC CL A 17474010 1,541 307,655 SH DEFINED 1 307,655
CITRIX SYS INC COM 17737610 214,738 5,355,051 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,355,051
CITY BK LYNNWOOD WAS COM 17770A10 6,193 132,736 SH DEFINED 1,2 132,736
CITY HLDG CO COM 17783510 12,488 345,546 SH DEFINED 1,2 345,546
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
CITY NATL CORP COM 17856610 42,447 652,122 SH DEFINED 1,2,5,12,13 652,122
CKE RESTAURANTS INC COM 12561E10 15,462 930,894 SH DEFINED 1,2 930,894
CKX INC COM 12562M10 3,578 263,649 SH DEFINED 1,2 263,649
CLAIRES STORES INC COM 17958410 42,373 1,661,020 SH DEFINED 1,2,5,6,12,13 1,661,020
CLARCOR INC COM 17989510 31,865 1,069,671 SH DEFINED 1,2,5,6 1,069,671
CLARK INC COM 18145710 5,975 452,684 SH DEFINED 1,2 452,684
CLAYTON HLDGS INC COM 18418N10 310 23,785 SH DEFINED 1,2 23,785
CLEAN HARBORS INC COM 18449610 10,806 268,071 SH DEFINED 1,2 268,071
CLEAR CHANNEL COMMUN COM 18450210 431,059 13,927,582 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,927,582
CLEAR CHANNEL OUTDOO CL A 18451C10 7,306 348,564 SH DEFINED 1,2 348,564
CLECO CORP NEW COM 12561W10 26,082 1,121,824 SH DEFINED 1,2,5,6 1,121,824
CLEVELAND CLIFFS INC COM 18589610 26,478 333,939 SH DEFINED 1,2,5 333,939
CLICK COMMERCE INC COM NEW 18681D20 2,500 126,715 SH DEFINED 1,5 126,715
CLIFTON SVGS BANCORP COM 18712Q10 1,710 157,923 SH DEFINED 1,2 157,923
CLOROX CO DEL COM 18905410 243,719 3,997,360 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,997,360
CMGI INC COM 12575010 7,520 6,266,442 SH DEFINED 1,2,5 6,266,442
CMS ENERGY CORP COM 12589610 81,810 6,322,227 SH DEFINED 1,2,5,6,10,13 6,322,227
CNA FINL CORP COM 12611710 31,436 953,765 SH DEFINED 1,2,5 953,765
CNA SURETY CORP COM 12612L10 5,022 290,619 SH DEFINED 1,2 290,619
CNET NETWORKS INC COM 12613R10 14,602 1,829,816 SH DEFINED 1,2,5 1,829,816
CNH GLOBAL N V SHS NEW N2093520 202 8,440 SH DEFINED 1,5 8,440
CNS INC COM 12613610 11,062 451,493 SH DEFINED 1,2,6 451,493
CNX GAS CORP COM 12618H30 2,147 71,568 SH DEFINED 1,2 71,568
COACH INC COM 18975410 307,430 10,281,949 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,281,949
COACHMEN INDS INC COM 18987310 2,161 181,010 SH DEFINED 1,6 181,010
COASTAL FINL CORP DE COM 19046E10 2,617 200,674 SH DEFINED 1,5 200,674
COBIZ INC COM 19089710 4,091 181,681 SH DEFINED 1,2 181,681
COBRA ELECTRS CORP COM 19104210 96 10,200 SH DEFINED 1 10,200
COCA COLA BOTTLING C COM 19109810 5,313 104,652 SH DEFINED 1,2 104,652
COCA COLA CO COM 19121610 2,800,575 65,099,375 SH DEFINED 1,2,5,6,7,8,10,12,13,14 65,099,375
COCA COLA ENTERPRISE COM 19121910 222,053 10,900,964 SH DEFINED 1,2,5,6,10,12,13 10,900,964
COEUR D ALENE MINES COM 19210810 18,310 3,806,702 SH DEFINED 1,2,5 3,806,702
COGENT COMM GROUP IN COM NEW 19239V30 1,716 183,111 SH DEFINED 1,2,5 183,111
COGENT INC COM 19239Y10 5,262 349,178 SH DEFINED 1,2,5 349,178
COGNEX CORP COM 19242210 18,833 723,527 SH DEFINED 1,2,5,6 723,527
COGNIZANT TECHNOLOGY CL A 19244610 172,581 2,561,687 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,561,687
COHEN & STEERS INC COM 19247A10 2,107 89,270 SH DEFINED 1,2 89,270
COHERENT INC COM 19247910 24,983 740,446 SH DEFINED 1,2,5,6 740,446
COHU INC COM 19257610 5,556 316,584 SH DEFINED 1,2,6 316,584
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COLE KENNETH PRODTNS CL A 19329410 2,862 128,148 SH DEFINED 1,2 128,148
COLEY PHARMACEUTICAL COM 19388P10 1,953 169,097 SH DEFINED 1,2 169,097
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COLOR KINETICS INC COM 19624P10 5,413 286,251 SH DEFINED 1,5 286,251
COLUMBIA BANCORP ORE COM 19723110 944 37,641 SH DEFINED 1 37,641
COLUMBIA BKG SYS INC COM 19723610 9,355 250,277 SH DEFINED 1,2 250,277
COLUMBIA EQUITY TR I COM 19762710 1,639 106,697 SH DEFINED 1,3 106,697
COLUMBIA LABS INC COM 19777910 145 41,463 SH DEFINED 1,5 41,463
COLUMBIA SPORTSWEAR COM 19851610 6,859 151,553 SH DEFINED 1,2,5 151,553
COLUMBUS MCKINNON CO COM 19933310 2,174 100,006 SH DEFINED 1 100,006
COMARCO INC COM 20008010 125 12,500 SH DEFINED 1 12,500
COMBINATORX INC COM 20010A10 1,241 141,236 SH DEFINED 1 141,236
COMCAST CORP NEW CL A 20030N10 1,652,977 50,488,007 SH DEFINED 1,2,5,6,7,8,10,12,13,14 50,488,007
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
COMCAST CORP NEW CL A SPL 20030N20 108,367 3,305,888 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,305,888
COMERICA INC COM 20034010 254,410 4,893,441 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,893,441
COMFORT SYS USA INC COM 19990810 8,646 605,022 SH DEFINED 1,2,5 605,022
COMMERCE BANCORP INC COM 20051910 165,213 4,631,716 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,631,716
COMMERCE BANCSHARES COM 20052510 36,002 719,314 SH DEFINED 1,2,5,12 719,314
COMMERCE GROUP INC M COM 20064110 22,868 774,141 SH DEFINED 1,2,5 774,141
COMMERCIAL BANKSHARE COM 20160710 1,753 47,397 SH DEFINED 1,2 47,397
COMMERCIAL CAP BANCO COM 20162L10 12,071 766,427 SH DEFINED 1,2,5 766,427
COMMERCIAL METALS CO COM 20172310 62,058 2,414,726 SH DEFINED 1,2,5,13 2,414,726
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COMMUNITY BANCORP NE COM 20343T10 2,386 76,778 SH DEFINED 1 76,778
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COMMUNITY HEALTH SYS COM 20366810 66,567 1,811,345 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,811,345
COMMUNITY TR BANCORP COM 20414910 8,099 231,871 SH DEFINED 1,2 231,871
COMPANHIA BRASILEIRA SPON ADR P 20440T20 51,061 1,639,728 SH DEFINED 1,2,4,5 1,639,728
COMPANHIA DE BEBIDAS SPONSORED 20441W10 8,243 225,210 SH DEFINED 1,2,7 225,210
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 3,679 89,190 SH DEFINED 1,2 89,190
COMPANHIA ENERGETICA SP ADR N-V 20440960 361 8,469 SH DEFINED 1,2 8,469
COMPANHIA SIDERURGIC SPONSORED 20440W10 542 16,841 SH DEFINED 1,2 16,841
COMPANHIA VALE DO RI SPON ADR P 20441210 42,681 2,073,905 SH DEFINED 1,2 2,073,905
COMPANHIA VALE DO RI SPONSORED 20441220 56,017 2,330,155 SH DEFINED 1,2,4,5 2,330,155
COMPANIA ANONIMA NAC SPON ADR D 20442110 238 12,112 SH DEFINED 1,5 12,112
COMPANIA DE MINAS BU SPONSORED 20444810 312 11,422 SH DEFINED 1,2,7 11,422
COMPANIA DE TELECOMU SPON ADR N 20444930 320 46,796 SH DEFINED 1,2,5,7 46,796
COMPASS BANCSHARES I COM 20449H10 173,722 3,124,489 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,124,489
COMPASS DIVERSIFIED SH BEN INT 20451Q10 174 12,200 SH DEFINED 1 12,200
COMPASS MINERALS INT COM 20451N10 7,081 283,801 SH DEFINED 1,2,5 283,801
COMPLETE PRODUCTION COM 20453E10 3,011 127,390 SH DEFINED 1,2 127,390
COMPUCREDIT CORP COM 20478N10 29,954 779,228 SH DEFINED 1,2 779,228
COMPUTER HORIZONS CO COM 20590810 126 26,695 SH DEFINED 1 26,695
COMPUTER PROGRAMS & COM 20530610 4,088 102,312 SH DEFINED 1 102,312
COMPUTER SCIENCES CO COM 20536310 323,683 6,665,625 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,665,625
COMPUTER TASK GROUP COM 20547710 174 34,745 SH DEFINED 1 34,745
COMPUWARE CORP COM 20563810 72,671 10,846,374 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,846,374
COMPX INTERNATIONAL CL A 20563P10 874 48,834 SH DEFINED 1 48,834
COMSTOCK HOMEBUILDIN CL A 20568410 147 23,295 SH DEFINED 1 23,295
COMSTOCK RES INC COM NEW 20576820 19,302 646,429 SH DEFINED 1,2,5 646,429
COMSYS IT PARTNERS I COM 20581E10 3,248 214,797 SH DEFINED 1,2 214,797
COMTECH GROUP INC COM NEW 20582120 361 32,463 SH DEFINED 1 32,463
COMTECH TELECOMMUNIC COM NEW 20582620 12,254 418,660 SH DEFINED 1,2,5,6 418,660
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CONAGRA FOODS INC COM 20588710 554,123 25,062,088 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,062,088
CONCEPTUS INC COM 20601610 1,226 89,883 SH DEFINED 1 89,883
CONCORD CAMERA CORP COM 20615610 25 39,309 SH DEFINED 1,5 39,309
CONCUR TECHNOLOGIES COM 20670810 7,737 500,113 SH DEFINED 1,2,5 500,113
CONCURRENT COMPUTER COM 20671020 194 74,209 SH DEFINED 1,5 74,209
CONEXANT SYSTEMS INC COM 20714210 15,917 6,366,889 SH DEFINED 1,2,5 6,366,889
CONMED CORP COM 20741010 10,413 503,063 SH DEFINED 1,2,6 503,063
CONNECTICUT WTR SVC COM 20779710 1,911 81,576 SH DEFINED 1,2,5 81,576
CONNETICS CORP COM 20819210 11,273 958,563 SH DEFINED 1,2,6 958,563
CONNS INC COM 20824210 2,549 96,021 SH DEFINED 1,2 96,021
CONOCOPHILLIPS COM 20825C10 3,009,302 45,922,502 SH DEFINED 1,2,5,6,8,10,12,13 45,922,502
CONOR MEDSYSTEMS INC COM 20826410 4,338 157,245 SH DEFINED 1,2 157,245
CONSECO INC PFD B CV 5 20846486 4,101 147,500 SH DEFINED 2 147,500
INVEST-
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NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
CONSECO INC COM NEW 20846488 40,239 1,741,958 SH DEFINED 1,2,5 1,741,958
CONSOL ENERGY INC COM 20854P10 239,168 5,119,179 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,119,179
CONSOLIDATED COMM HL COM 20903410 3,475 208,979 SH DEFINED 1,2 208,979
CONSOLIDATED EDISON COM 20911510 332,838 7,489,599 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,489,599
CONSOLIDATED GRAPHIC COM 20934110 24,147 463,837 SH DEFINED 1,2,6 463,837
CONSOLIDATED TOMOKA COM 21022610 6,037 109,478 SH DEFINED 1 109,478
CONSTAR INTL INC NEW COM 21036U10 44 11,400 SH DEFINED 1 11,400
CONSTELLATION BRANDS CL A 21036P10 171,663 6,866,504 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,866,504
CONSTELLATION ENERGY COM 21037110 297,604 5,458,629 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,458,629
CONSUMER PORTFOLIO S COM 21050210 74 11,100 SH DEFINED 1 11,100
CONTANGO OIL & GAS C COM NEW 21075N20 161 11,400 SH DEFINED 1 11,400
CONTINENTAL AIRLS IN CL B 21079530 47,860 1,606,045 SH DEFINED 1,2,5 1,606,045
CONVERA CORP CL A 21191910 260 38,723 SH DEFINED 1,5 38,723
CONVERGYS CORP COM 21248510 74,283 3,809,393 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,809,393
CON-WAY INC COM 20594410 49,988 862,902 SH DEFINED 1,2,5,8,12,13 862,902
COOPER COS INC COM NEW 21664840 27,197 614,077 SH DEFINED 1,2,5,6,7,8,10,12,13,14 614,077
COOPER INDS LTD CL A G2418210 228,286 2,456,800 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,456,800
COOPER TIRE & RUBR C COM 21683110 23,886 2,144,159 SH DEFINED 1,2,5,6,10,13 2,144,159
COPANO ENERGY L L C COM UNITS 21720210 444 9,300 SH DEFINED 1 9,300
COPART INC COM 21720410 26,566 1,081,678 SH DEFINED 1,2,5,13 1,081,678
CORE LABORATORIES N COM N2271710 832 13,638 SH DEFINED 1,2,5 13,638
CORE MARK HOLDING CO COM 21868110 2,970 82,965 SH DEFINED 1,2 82,965
CORE MOLDING TECHNOL COM 21868310 100 16,900 SH DEFINED 2 16,900
CORILLIAN CORP COM 21872510 130 43,493 SH DEFINED 1,5 43,493
CORINTHIAN COLLEGES COM 21886810 38,891 2,708,268 SH DEFINED 1,2,5,13 2,708,268
CORN PRODS INTL INC COM 21902310 45,661 1,492,198 SH DEFINED 1,2,5,6 1,492,198
CORNELL COMPANIES IN COM 21914110 1,020 66,378 SH DEFINED 1,5 66,378
CORNING INC COM 21935010 945,232 39,075,327 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,075,327
CORPORATE EXECUTIVE COM 21988R10 78,099 779,431 SH DEFINED 1,2,5,6,7,8,10,12,13,14 779,431
CORPORATE OFFICE PPT SH BEN INT 22002T10 41,798 993,305 SH DEFINED 1,2,3,5 993,305
CORRECTIONS CORP AME COM NEW 22025Y40 27,647 522,224 SH DEFINED 1,2,5 522,224
CORUS BANKSHARES INC COM 22087310 29,611 1,131,072 SH DEFINED 1,2 1,131,072
CORUS GROUP PLC SPONSORED 22087M10 346 20,366 SH DEFINED 1 20,366
CORVEL CORP COM 22100610 2,112 84,478 SH DEFINED 1 84,478
COSI INC COM 22122P10 721 115,771 SH DEFINED 1 115,771
COST PLUS INC CALIF COM 22148510 6,194 422,506 SH DEFINED 1,2,5,6 422,506
COSTAR GROUP INC COM 22160N10 14,797 247,321 SH DEFINED 1,2 247,321
COSTCO WHSL CORP NEW COM 22160K10 714,393 12,504,686 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,504,686
COTHERIX INC COM 22163T10 2,211 256,799 SH DEFINED 1,2,5 256,799
COUNTRYWIDE FINANCIA COM 22237210 677,190 17,783,341 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,783,341
COURIER CORP COM 22266010 5,326 133,091 SH DEFINED 1,2 133,091
COUSINS PPTYS INC COM 22279510 30,450 984,482 SH DEFINED 1,2,3,5 984,482
COVAD COMMUNICATIONS COM 22281420 2,417 1,202,326 SH DEFINED 1,2 1,202,326
COVANCE INC COM 22281610 77,554 1,266,813 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,266,813
COVANSYS CORP COM 22281W10 6,032 479,906 SH DEFINED 1,2 479,906
COVANTA HLDG CORP COM 22282E10 29,357 1,663,267 SH DEFINED 1,2,5 1,663,267
COVENANT TRANS INC CL A 22284P10 673 44,206 SH DEFINED 1 44,206
COVENTRY HEALTH CARE COM 22286210 290,562 5,288,718 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,288,718
COX RADIO INC CL A 22405110 13,501 936,297 SH DEFINED 1,2,5 936,297
CPI CORP COM 12590210 1,329 43,299 SH DEFINED 1,6 43,299
CPI INTERNATIONAL IN COM 12618M10 348 23,993 SH DEFINED 1 23,993
CRA INTL INC COM 12618T10 6,351 140,701 SH DEFINED 1,2 140,701
CRANE CO COM 22439910 50,422 1,212,066 SH DEFINED 1,2,5,13 1,212,066
CRAWFORD & CO CL B 22463310 2,092 291,420 SH DEFINED 1 291,420
CRAY INC COM NEW 22522330 315 31,649 SH DEFINED 1,5 31,649
CREDENCE SYS CORP COM 22530210 6,140 1,754,346 SH DEFINED 1,2,5,13 1,754,346
CREDICORP LTD COM G2519Y10 9,814 327,579 SH DEFINED 1,2,7 327,579
CREDIT ACCEP CORP MI COM 22531010 1,246 45,899 SH DEFINED 1,2 45,899
CREDIT SUISSE GROUP SPONSORED 22540110 21,777 388,940 SH DEFINED 1,2 388,940
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
CREDO PETE CORP COM PAR $0 22543920 205 10,620 SH DEFINED 1 10,620
CREE INC COM 22544710 28,323 1,192,054 SH DEFINED 1,2,5,12,13 1,192,054
CRESCENT REAL ESTATE COM 22575610 35,870 1,932,664 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,932,664
CRH PLC ADR 12626K20 27,849 836,569 SH DEFINED 1 836,569
CROCS INC COM 22704610 3,005 119,464 SH DEFINED 1,2 119,464
CROSS CTRY HEALTHCAR COM 22748310 9,875 542,885 SH DEFINED 1,2,6 542,885
CROSS TIMBERS RTY TR TR UNIT 22757R10 380 8,447 SH DEFINED 1,2,5 8,447
CROSSTEX ENERGY INC COM 22765Y10 9,779 102,849 SH DEFINED 1,2 102,849
CROSSTEX ENERGY L P COM 22765U10 644 17,519 SH DEFINED 1,2 17,519
CROWN CASTLE INTL CO COM 22822710 105,354 3,050,196 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,050,196
CROWN HOLDINGS INC COM 22836810 26,640 1,710,985 SH DEFINED 1,2,5,6 1,710,985
CROWN MEDIA HLDGS IN CL A 22841110 793 192,468 SH DEFINED 1,2 192,468
CRYOLIFE INC COM 22890310 241 44,634 SH DEFINED 1,6 44,634
CSG SYS INTL INC COM 12634910 46,657 1,885,882 SH DEFINED 1,2,5,7,13,14 1,885,882
CSK AUTO CORP COM 12596510 8,552 714,474 SH DEFINED 1,2 714,474
CSS INDS INC COM 12590610 5,392 187,542 SH DEFINED 1,2 187,542
CSX CORP COM 12640810 489,593 6,950,493 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,950,493
CT COMMUNICATIONS IN COM NEW 12642640 9,175 401,164 SH DEFINED 1,2 401,164
CTS CORP COM 12650110 9,630 646,744 SH DEFINED 1,2,6 646,744
CUBIC CORP COM 22966910 7,188 366,562 SH DEFINED 1,2,6 366,562
CUBIST PHARMACEUTICA COM 22967810 18,999 754,535 SH DEFINED 1,2,5 754,535
CULLEN FROST BANKERS COM 22989910 50,099 874,321 SH DEFINED 1,2,5,13 874,321
CULP INC COM 23021510 59 12,000 SH DEFINED 1 12,000
CUMMINS INC COM 23102110 871,080 7,125,401 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,125,401
CUMULUS MEDIA INC CL A 23108210 8,146 763,419 SH DEFINED 1,2 763,419
CURAGEN CORP COM 23126R10 3,235 924,163 SH DEFINED 1,2,5 924,163
CURIS INC COM 23126910 384 284,109 SH DEFINED 1,5 284,109
CURTISS WRIGHT CORP COM 23156110 24,347 788,448 SH DEFINED 1,2,6 788,448
CV THERAPEUTICS INC COM 12666710 9,294 665,256 SH DEFINED 1,2,5 665,256
CVB FINL CORP COM 12660010 11,837 755,903 SH DEFINED 1,2,5 755,903
CVS CORP COM 12665010 642,321 20,922,506 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,922,506
CYBERONICS INC COM 23251P10 7,201 337,759 SH DEFINED 1,2,6 337,759
CYBERSOURCE CORP COM 23251J10 3,926 335,535 SH DEFINED 1 335,535
CYMER INC COM 23257210 38,500 828,666 SH DEFINED 1,2,5,6 828,666
CYPRESS BIOSCIENCES COM PAR $. 23267450 3,348 545,212 SH DEFINED 1,2,5 545,212
CYPRESS SEMICONDUCTO COM 23280610 41,443 2,850,296 SH DEFINED 1,2,5,13 2,850,296
CYTEC INDS INC COM 23282010 36,335 677,128 SH DEFINED 1,2,5,13 677,128
CYTOGEN CORP COM NEW 23282430 26 10,317 SH DEFINED 1 10,317
CYTOKINETICS INC COM 23282W10 546 86,732 SH DEFINED 1 86,732
CYTOMEDIX INC COM NEW 23283B20 46 14,700 SH DEFINED 5 14,700
CYTYC CORP COM 23294610 59,717 2,354,781 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,354,781
D & E COMMUNICATIONS COM 23286010 360 33,251 SH DEFINED 1,2 33,251
D R HORTON INC COM 23331A10 171,375 7,194,602 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,194,602
DADE BEHRING HLDGS I COM 23342J20 33,625 807,520 SH DEFINED 1,2,5,12 807,520
DAIMLERCHRYSLER AG ORD D1668R12 1,848 37,449 SH DEFINED 1 37,449
DAKTRONICS INC COM 23426410 18,167 629,271 SH DEFINED 1,2,6 629,271
DANAHER CORP DEL COM 23585110 515,320 8,011,815 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,011,815
DARDEN RESTAURANTS I COM 23719410 323,292 8,205,383 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,205,383
DARLING INTL INC COM 23726610 3,350 739,575 SH DEFINED 1 739,575
DATASCOPE CORP COM 23811310 6,646 215,506 SH DEFINED 1,2,6 215,506
DATATRAK INTL INC COM 23813410 86 12,000 SH DEFINED 1 12,000
DAVITA INC COM 23918K10 64,363 1,295,023 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,295,023
DAWSON GEOPHYSICAL C COM 23935910 1,607 52,233 SH DEFINED 1,5 52,233
DCP MIDSTREAM PARTNE COM UT LTD 23311P10 259 9,168 SH DEFINED 1,2 9,168
DEALERTRACK HLDGS IN COM 24230910 3,319 150,093 SH DEFINED 1,2 150,093
DEAN FOODS CO NEW COM 24237010 153,440 4,125,836 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,125,836
DEB SHOPS INC COM 24272810 1,318 54,650 SH DEFINED 1,2 54,650
DECKERS OUTDOOR CORP COM 24353710 7,378 191,329 SH DEFINED 1,2,6 191,329
DECODE GENETICS INC COM 24358610 4,187 676,395 SH DEFINED 1,2 676,395
INVEST-
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NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
DECORATOR INDS INC COM PAR $0 24363120 101 11,400 SH DEFINED 1 11,400
DEERE & CO COM 24419910 506,120 6,062,042 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,062,042
DEERFIELD TRIARC CAP COM 24457230 4,476 344,860 SH DEFINED 1,2 344,860
DEL MONTE FOODS CO COM 24522P10 51,308 4,568,797 SH DEFINED 1,2,5,10,12 4,568,797
DELEK US HLDGS INC COM 24664710 761 50,046 SH DEFINED 1,2 50,046
DELIA'S INC NEW COM 24691110 2,079 257,289 SH DEFINED 1 257,289
DELL INC COM 24702R10 1,587,836 64,915,597 SH DEFINED 1,2,5,6,7,8,10,12,13,14 64,915,597
DELPHI FINL GROUP IN CL A 24713110 23,665 650,863 SH DEFINED 1,2,5 650,863
DELTA & PINE LD CO COM 24735710 25,087 853,314 SH DEFINED 1,2,5,6 853,314
DELTA FINANCIAL CORP COM 24791810 1,072 108,869 SH DEFINED 1 108,869
DELTA PETE CORP COM NEW 24790720 9,291 542,388 SH DEFINED 1,2 542,388
DELTATHREE INC COM 24783N10 46 19,900 SH DEFINED 1 19,900
DELTIC TIMBER CORP COM 24785010 7,150 126,837 SH DEFINED 1,2 126,837
DELUXE CORP COM 24801910 13,780 788,312 SH DEFINED 1,2,5,6,13 788,312
DENBURY RES INC COM NEW 24791620 64,933 2,050,315 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,050,315
DENDREON CORP COM 24823Q10 4,454 920,292 SH DEFINED 1,2,5 920,292
DENDRITE INTL INC COM 24823910 7,080 767,873 SH DEFINED 1,2,6 767,873
DENNYS CORP COM 24869P10 4,197 1,137,423 SH DEFINED 1,2 1,137,423
DENTSPLY INTL INC NE COM 24903010 103,429 1,706,757 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,706,757
DEPOMED INC COM 24990810 419 71,349 SH DEFINED 1 71,349
DESIGN WITHIN REACH COM 25055710 530 77,440 SH DEFINED 1 77,440
DEUTSCHE BANK AG NAM ORD D1819089 1,149 10,213 SH DEFINED 1,2 10,213
DEUTSCHE TELEKOM AG SPONSORED 25156610 1,752 109,247 SH DEFINED 1,2 109,247
DEVELOPERS DIVERSIFI COM 25159110 161,486 3,094,796 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,094,796
DEVON ENERGY CORP NE COM 25179M10 971,291 16,078,316 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,078,316
DEVRY INC DEL COM 25189310 27,626 1,257,455 SH DEFINED 1,2,5,6,13 1,257,455
DEXCOM INC COM 25213110 1,244 91,576 SH DEFINED 1 91,576
DHB INDS INC COM 23321E10 558 355,300 SH DEFINED 1,2 355,300
DIAGEO P L C SPON ADR N 25243Q20 1,275 18,878 SH DEFINED 1 18,878
DIAGNOSTIC PRODS COR COM 25245010 22,086 379,681 SH DEFINED 1,2,5,6 379,681
DIAMOND FOODS INC COM 25260310 1,187 73,854 SH DEFINED 1 73,854
DIAMOND OFFSHORE DRI COM 25271C10 96,656 1,151,622 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,151,622
DIAMONDCLUSTER INTL COM 25278P10 4,305 543,502 SH DEFINED 1,2 543,502
DIAMONDROCK HOSPITAL COM 25278430 10,101 682,041 SH DEFINED 1,2,3 682,041
DIAMONDS TR UNIT SER 1 25278710 241 2,153 SH DEFINED 1 2,153
DICKS SPORTING GOODS COM 25339310 13,199 333,300 SH DEFINED 1,2 333,300
DIEBOLD INC COM 25365110 52,513 1,292,776 SH DEFINED 1,2,5,12,13 1,292,776
DIGENE CORP COM 25375210 10,912 281,675 SH DEFINED 1,2 281,675
DIGI INTL INC COM 25379810 4,618 368,579 SH DEFINED 1,5,6 368,579
DIGIMARC CORP COM 25380710 127 20,661 SH DEFINED 1 20,661
DIGITAL INSIGHT CORP COM 25385P10 22,955 669,426 SH DEFINED 1,2,6 669,426
DIGITAL RIV INC COM 25388B10 26,545 657,221 SH DEFINED 1,2 657,221
DIGITAL RLTY TR INC COM 25386810 12,760 516,797 SH DEFINED 1,2,3,5 516,797
DIGITAS INC COM 25388K10 12,758 1,097,921 SH DEFINED 1,2 1,097,921
DILLARDS INC CL A 25406710 49,303 1,547,965 SH DEFINED 1,2,5,6,10,13 1,547,965
DIME BANCORP INC NEW *W EXP 99/ 25429Q11 15 68,101 SH DEFINED 1 68,101
DIME CMNTY BANCSHARE COM 25392210 6,059 446,500 SH DEFINED 1,2,5 446,500
DIODES INC COM 25454310 9,585 231,302 SH DEFINED 1,2,6 231,302
DIONEX CORP COM 25454610 25,890 473,653 SH DEFINED 1,2,5,6 473,653
DIRECT GEN CORP COM 25456W20 3,897 230,338 SH DEFINED 1,2 230,338
DIRECTED ELECTRONICS COM 25457510 881 67,180 SH DEFINED 1 67,180
DIRECTV GROUP INC COM 25459L10 536,455 32,512,421 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,512,421
DISCOVERY HOLDING CO CL A COM 25468Y10 49,388 3,375,782 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,375,782
DISCOVERY LABORATORI COM 25466810 1,413 676,143 SH DEFINED 1,2,5 676,143
DISCOVERY PARTNERS I COM 25467510 72 27,712 SH DEFINED 1 27,712
DISNEY WALT CO COM DISNEY 25468710 2,152,204 71,740,136 SH DEFINED 1,2,5,6,7,8,10,12,13,14 71,740,136
DISTRIBUCION Y SERVI SPONSORED 25475310 274 17,012 SH DEFINED 1,2,5 17,012
DISTRIBUTED ENERGY S COM 25475V10 337 65,220 SH DEFINED 1,2,5 65,220
DITECH NETWORKS INC COM 25500T10 4,962 569,068 SH DEFINED 1,2,6 569,068
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
DIVERSA CORP COM 25506410 3,633 376,124 SH DEFINED 1,2 376,124
DIXIE GROUP INC CL A 25551910 1,386 104,274 SH DEFINED 1 104,274
DJO INCORPORATED COM 23325G10 17,126 464,998 SH DEFINED 1,2,6 464,998
DNP SELECT INCOME FD COM 23325P10 1,447 141,824 SH DEFINED 5,12 141,824
DOBSON COMMUNICATION CL A 25606910 14,291 1,848,813 SH DEFINED 1,2,5 1,848,813
DOCUCORP INTL INC COM 25591110 92 12,300 SH DEFINED 1 12,300
DOLBY LABORATORIES I COM 25659T10 5,889 252,734 SH DEFINED 1,2 252,734
DOLLAR FINL CORP COM 25666410 1,716 95,308 SH DEFINED 1,2 95,308
DOLLAR GEN CORP COM 25666910 131,730 9,422,772 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,422,772
DOLLAR THRIFTY AUTOM COM 25674310 15,821 351,042 SH DEFINED 1,2,5 351,042
DOLLAR TREE STORES I COM 25674710 53,869 2,032,785 SH DEFINED 1,2,5,10,12,13 2,032,785
DOMINION RES INC VA COM 25746U10 830,044 11,098,324 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,098,324
DOMINOS PIZZA INC COM 25754A20 34,102 1,378,405 SH DEFINED 1,2 1,378,405
DONALDSON INC COM 25765110 38,944 1,149,820 SH DEFINED 1,2,5,12,13 1,149,820
DONEGAL GROUP INC CL A 25770120 3,123 160,900 SH DEFINED 1 160,900
DONNELLEY R R & SONS COM 25786710 183,808 5,752,983 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,752,983
DORAL FINL CORP COM 25811P10 9,470 1,477,429 SH DEFINED 1,2,5 1,477,429
DORCHESTER MINERALS COM UNIT 25820R10 1,070 42,616 SH DEFINED 1,2,5 42,616
DORMAN PRODUCTS INC COM 25827810 886 75,253 SH DEFINED 1 75,253
DOT HILL SYS CORP COM 25848T10 2,284 667,726 SH DEFINED 1,2,5 667,726
DOUBLE HULL TANKERS COM Y2111010 266 19,782 SH DEFINED 1,2 19,782
DOV PHARMACEUTICAL I COM 25985810 261 122,951 SH DEFINED 1 122,951
DOVER CORP COM 26000310 256,784 5,194,909 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,194,909
DOVER DOWNS GAMING & COM 26009510 8,379 426,651 SH DEFINED 1,2,5 426,651
DOVER MOTORSPORTS IN COM 26017410 1,071 182,417 SH DEFINED 1,5 182,417
DOW CHEM CO COM 26054310 1,048,770 26,870,864 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,870,864
DOW JONES & CO INC COM 26056110 67,590 1,930,601 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,930,601
DOWNEY FINL CORP COM 26101810 56,489 832,550 SH DEFINED 1,2,5 832,550
DPL INC COM 23329310 46,349 1,729,433 SH DEFINED 1,2,5,13 1,729,433
DR REDDYS LABS LTD ADR 25613520 331 11,954 SH DEFINED 1,2,5 11,954
DREAMWORKS ANIMATION CL A 26153C10 15,167 662,299 SH DEFINED 1,2,5 662,299
DRESS BARN INC COM 26157010 27,419 1,081,633 SH DEFINED 1,2,6 1,081,633
DRESSER-RAND GROUP I COM 26160810 7,884 335,769 SH DEFINED 1,2 335,769
DREW INDS INC COM NEW 26168L20 8,611 265,764 SH DEFINED 1,2,6 265,764
DRIL-QUIP INC COM 26203710 11,329 137,417 SH DEFINED 1,2 137,417
DRS TECHNOLOGIES INC COM 23330X10 39,777 815,945 SH DEFINED 1,2,5,13 815,945
DRUGSTORE COM INC COM 26224110 2,118 730,308 SH DEFINED 1 730,308
DSP GROUP INC COM 23332B10 11,049 444,643 SH DEFINED 1,2,5,6 444,643
DST SYS INC DEL COM 23332610 72,557 1,219,438 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,219,438
DSW INC CL A 23334L10 8,657 237,688 SH DEFINED 1,2 237,688
DTE ENERGY CO COM 23333110 251,665 6,177,336 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,177,336
DTS INC COM 23335C10 4,606 236,448 SH DEFINED 1,2 236,448
DU PONT E I DE NEMOU COM 26353410 1,709,777 41,100,417 SH DEFINED 1,2,5,6,7,8,10,12,13,14 41,100,417
DUCOMMUN INC DEL COM 26414710 430 23,219 SH DEFINED 1,5 23,219
DUKE ENERGY CORP NEW COM 26441C10 2,753,270 93,744,302 SH DEFINED 1,2,5,6,7,8,10,12,13,14 93,744,302
DUKE REALTY CORP COM NEW 26441150 114,682 3,262,648 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,262,648
DUN & BRADSTREET COR COM 26483E10 93,750 1,345,431 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,345,431
DUQUESNE LT HLDGS IN COM 26623310 33,165 2,017,307 SH DEFINED 1,2,5,13 2,017,307
DURA AUTOMOTIVE SYST CL A 26590310 57 30,522 SH DEFINED 1,5 30,522
DURECT CORP COM 26660510 1,980 511,673 SH DEFINED 1,5 511,673
DUSA PHARMACEUTICALS COM 26689810 414 73,267 SH DEFINED 1 73,267
DXP ENTERPRISES INC COM NEW 23337740 301 9,687 SH DEFINED 1 9,687
DYAX CORP COM 26746E10 139 47,354 SH DEFINED 1,5 47,354
DYCOM INDS INC COM 26747510 17,849 838,371 SH DEFINED 1,2,5,13 838,371
DYNAMEX INC COM 26784F10 3,416 156,628 SH DEFINED 1,2 156,628
DYNAMIC MATLS CORP COM 26788810 3,139 93,069 SH DEFINED 1,5 93,069
DYNAVAX TECHNOLOGIES COM 26815810 107 25,791 SH DEFINED 1,5 25,791
DYNCORP INTL INC CL A 26817C10 1,012 97,526 SH DEFINED 1,2 97,526
DYNEGY INC NEW CL A 26816Q10 54,793 10,017,019 SH DEFINED 1,2,5,6,8,10,13 10,017,019
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
E M C CORP MASS COM 26864810 724,580 66,051,086 SH DEFINED 1,2,5,6,7,8,10,12,13,14 66,051,086
E ON AG SPONSORED 26878010 22,340 582,526 SH DEFINED 1,2 582,526
E TRADE FINANCIAL CO COM 26924610 279,474 12,246,887 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,246,887
EAGLE BULK SHIPPING COM Y2187A10 272 19,071 SH DEFINED 1,2 19,071
EAGLE HOSPITALITY PP COM 26959T10 313 32,479 SH DEFINED 1,3,5 32,479
EAGLE MATERIALS INC COM 26969P10 37,358 786,475 SH DEFINED 1,2,5,7,12 786,475
EARTHLINK INC COM 27032110 18,618 2,149,894 SH DEFINED 1,2,5 2,149,894
EAST WEST BANCORP IN COM 27579R10 26,735 705,223 SH DEFINED 1,2,5 705,223
EASTERN AMERN NAT GA SPERS RCT 27621710 260 8,800 SH DEFINED 1 8,800
EASTGROUP PPTY INC COM 27727610 22,951 491,669 SH DEFINED 1,2,3,5 491,669
EASTMAN CHEM CO COM 27743210 111,508 2,064,964 SH DEFINED 1,2,5,6,7,10,12,13,14 2,064,964
EASTMAN KODAK CO COM 27746110 169,126 7,112,121 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,112,121
EATON CORP COM 27805810 300,841 3,989,938 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,989,938
EATON VANCE CORP COM NON VT 27826510 50,041 2,004,867 SH DEFINED 1,2,5,13 2,004,867
EBAY INC COM 27864210 885,499 30,232,124 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,232,124
ECC CAPITAL CORP COM 26826M10 440 361,056 SH DEFINED 1,5 361,056
ECHELON CORP COM 27874N10 3,135 418,566 SH DEFINED 1,2 418,566
ECHOSTAR COMMUNICATI CL A 27876210 87,272 2,832,587 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,832,587
ECI TELECOM LTD ORD 26825810 123 15,248 SH DEFINED 1,2,5 15,248
ECLIPSYS CORP COM 27885610 9,208 507,023 SH DEFINED 1,2,5 507,023
ECOLAB INC COM 27886510 232,779 5,736,300 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,736,300
ECOLLEGE COM COM 27887E10 4,113 194,580 SH DEFINED 1 194,580
EDGE PETE CORP DEL COM 27986210 4,457 223,056 SH DEFINED 1,2 223,056
EDISON INTL COM 28102010 1,498,509 38,423,319 SH DEFINED 1,2,5,6,7,8,10,12,13,14 38,423,319
EDO CORP COM 28134710 5,690 233,781 SH DEFINED 1,2,6 233,781
EDP ENERGIAS DE PORT SPONSORED 26835310 1,086 27,627 SH DEFINED 1 27,627
EDUCATE INC COM 28138P10 1,914 249,930 SH DEFINED 1,2 249,930
EDUCATION RLTY TR IN COM 28140H10 10,893 654,248 SH DEFINED 1,2,3 654,248
EDWARDS AG INC COM 28176010 63,732 1,152,064 SH DEFINED 1,2,5,6,12,13 1,152,064
EDWARDS LIFESCIENCES COM 28176E10 87,485 1,925,703 SH DEFINED 1,2,5,7,12,13,14 1,925,703
EFJ INC COM 26843B10 96 16,000 SH DEFINED 1 16,000
EFUNDS CORP COM 28224R10 18,821 853,556 SH DEFINED 1,2,5,6 853,556
EGL INC COM 26848410 57,325 1,141,930 SH DEFINED 1,2,6 1,141,930
EL PASO CORP COM 28336L10 296,728 19,781,853 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,781,853
EL PASO ELEC CO COM NEW 28367785 15,589 773,253 SH DEFINED 1,2,5 773,253
ELECTRO RENT CORP COM 28521810 3,744 233,702 SH DEFINED 1,5 233,702
ELECTRO SCIENTIFIC I COM 28522910 7,965 442,747 SH DEFINED 1,2,5,6 442,747
ELECTROGLAS INC COM 28532410 70 22,973 SH DEFINED 1,5 22,973
ELECTRONIC ARTS INC COM 28551210 338,650 7,868,253 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,868,253
ELECTRONIC DATA SYS COM 28566110 705,322 29,315,125 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,315,125
ELECTRONICS FOR IMAG COM 28608210 17,890 856,782 SH DEFINED 1,2,5 856,782
ELIZABETH ARDEN INC COM 28660G10 8,340 466,418 SH DEFINED 1,2 466,418
ELKCORP COM 28745610 8,084 291,114 SH DEFINED 1,2,6 291,114
ELLIS PERRY INTL INC COM 28885310 2,838 112,124 SH DEFINED 1 112,124
EMAGEON INC COM 29076V10 2,462 168,762 SH DEFINED 1 168,762
EMBARCADERO TECHNOLO COM 29078710 396 64,878 SH DEFINED 1,2 64,878
EMBARQ CORP COM 29078E10 172,711 4,213,501 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,213,501
EMBOTELLADORA ANDINA SPON ADR A 29081P20 157 11,726 SH DEFINED 1,2,5 11,726
EMBRAER-EMPRESA BRAS SP ADR COM 29081M10 210 5,769 SH DEFINED 1,2 5,769
EMBREX INC COM 29081710 715 70,900 SH DEFINED 1 70,900
EMC INS GROUP INC COM 26866410 2,583 89,826 SH DEFINED 1,2 89,826
EMCOR GROUP INC COM 29084Q10 34,609 711,100 SH DEFINED 1,2,5,6 711,100
EMCORE CORP COM 29084610 4,771 496,986 SH DEFINED 1,5 496,986
EMDEON CORP COM 29084910 50,189 4,044,207 SH DEFINED 1,2,5,12 4,044,207
EMERITUS CORP COM 29100510 302 16,112 SH DEFINED 1 16,112
EMERSON ELEC CO COM 29101110 920,093 10,978,322 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,978,322
EMERSON RADIO CORP COM NEW 29108720 50 15,800 SH DEFINED 1 15,800
EMISPHERE TECHNOLOGI COM 29134510 618 72,473 SH DEFINED 1 72,473
EMMIS COMMUNICATIONS CL A 29152510 11,662 745,681 SH DEFINED 1,2,5,13 745,681
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
EMPIRE DIST ELEC CO COM 29164110 8,289 403,361 SH DEFINED 1,2 403,361
EMPRESA NACIONAL DE SPONSORED 29244T10 53,090 2,010,980 SH DEFINED 1,2,4,5,7 2,010,980
EMS TECHNOLOGIES INC COM 26873N10 1,278 71,146 SH DEFINED 1 71,146
EMULEX CORP COM NEW 29247520 28,561 1,755,423 SH DEFINED 1,2,5 1,755,423
ENBRIDGE ENERGY MANA SHS UNITS 29250X10 541 13,044 SH DEFINED 1,2 13,044
ENBRIDGE ENERGY PART COM 29250R10 2,966 68,098 SH DEFINED 1,2,5 68,098
ENBRIDGE INC COM 29250N10 818 26,771 SH DEFINED 1,7 26,771
ENCANA CORP COM 29250510 354 6,733 SH DEFINED 1,2 6,733
ENCORE ACQUISITION C COM 29255W10 19,169 714,460 SH DEFINED 1,2 714,460
ENCORE CAP GROUP INC COM 29255410 2,168 176,700 SH DEFINED 1,2 176,700
ENCORE MED CORP COM 29256E10 2,929 608,844 SH DEFINED 1 608,844
ENCORE WIRE CORP COM 29256210 7,410 206,167 SH DEFINED 1,2,5 206,167
ENCYSIVE PHARMACEUTI COM 29256X10 5,383 776,825 SH DEFINED 1,2,5 776,825
ENDEAVOUR INTL CORP COM 29259G10 1,408 588,994 SH DEFINED 1 588,994
ENDESA S A SPONSORED 29258N10 1,702 52,991 SH DEFINED 1 52,991
ENDO PHARMACEUTICALS COM 29264F20 24,606 746,083 SH DEFINED 1,2,5,12 746,083
ENDOLOGIX INC COM 29266S10 122 34,475 SH DEFINED 1 34,475
ENDURANCE SPECIALTY SHS G3039710 2,376 74,263 SH DEFINED 1,2,5 74,263
ENDWAVE CORP COM NEW 29264A20 481 38,677 SH DEFINED 1 38,677
ENEL SOCIETA PER AZI ADR 29265W10 607 14,115 SH DEFINED 1,2 14,115
ENERGEN CORP COM 29265N10 43,056 1,120,958 SH DEFINED 1,2,5 1,120,958
ENERGIZER HLDGS INC COM 29266R10 133,837 2,285,085 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,285,085
ENERGY CONVERSION DE COM 29265910 15,977 438,573 SH DEFINED 1,2 438,573
ENERGY EAST CORP COM 29266M10 71,327 2,980,668 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,980,668
ENERGY PARTNERS LTD COM 29270U10 8,611 454,416 SH DEFINED 1,2,5 454,416
ENERGY TRANSFER EQUI COM UT LTD 29273V10 665 25,089 SH DEFINED 1,2 25,089
ENERGY TRANSFER PRTN UNIT LTD P 29273R10 3,921 87,812 SH DEFINED 1,2,5 87,812
ENERGYSOUTH INC COM 29297010 3,356 107,464 SH DEFINED 1,2 107,464
ENERSIS S A SPONSORED 29274F10 1,001 89,020 SH DEFINED 1,2,5 89,020
ENERSYS COM 29275Y10 12,049 576,530 SH DEFINED 1,2 576,530
ENI S P A SPONSORED 26874R10 1,646 28,016 SH DEFINED 1,2 28,016
ENNIS INC COM 29338910 6,618 336,281 SH DEFINED 1,2 336,281
ENPRO INDS INC COM 29355X10 14,055 418,303 SH DEFINED 1,2,5,6 418,303
ENSCO INTL INC COM 26874Q10 132,794 2,885,568 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,885,568
ENSTAR GROUP INC GA COM 29358R10 4,257 46,175 SH DEFINED 1,2 46,175
ENTEGRIS INC COM 29362U10 15,664 1,643,645 SH DEFINED 1,2,5 1,643,645
ENTERCOM COMMUNICATI CL A 29363910 17,840 681,968 SH DEFINED 1,2,5,13 681,968
ENTERGY CORP NEW COM 29364G10 464,169 6,560,687 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,560,687
ENTERPRISE FINL SVCS COM 29371210 2,736 107,489 SH DEFINED 1 107,489
ENTERPRISE GP HLDGS UNIT LP IN 29371610 395 12,168 SH DEFINED 1,2 12,168
ENTERPRISE PRODS PAR COM 29379210 8,196 329,173 SH DEFINED 1,2,5 329,173
ENTERTAINMENT PPTYS COM SH BEN 29380T10 15,923 369,870 SH DEFINED 1,2,3,5 369,870
ENTRAVISION COMMUNIC CL A 29382R10 8,304 969,010 SH DEFINED 1,2,5 969,010
ENTREMED INC COM 29382F10 43 26,189 SH DEFINED 1 26,189
ENTRUST INC COM 29384810 1,921 563,384 SH DEFINED 1,5 563,384
ENVIRONMENTAL TECTON COM 29409210 81 13,800 SH DEFINED 1 13,800
ENZO BIOCHEM INC COM 29410010 7,344 486,999 SH DEFINED 1,2,5,6 486,999
ENZON PHARMACEUTICAL COM 29390410 10,951 1,452,392 SH DEFINED 1,2,5 1,452,392
EOG RES INC COM 26875P10 591,125 8,525,026 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,525,026
EPICEPT CORP COM 29426420 35 14,610 SH DEFINED 1,5 14,610
EPICOR SOFTWARE CORP COM 29426L10 7,703 731,542 SH DEFINED 1,2,5,6 731,542
EPIQ SYS INC COM 26882D10 5,950 357,544 SH DEFINED 1,2,6 357,544
EPIX PHARMACEUTICALS COM 26881Q10 830 190,756 SH DEFINED 1,5 190,756
EPLUS INC COM 29426810 126 11,100 SH DEFINED 1 11,100
EQUIFAX INC COM 29442910 143,915 4,190,872 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,190,872
EQUINIX INC COM NEW 29444U50 14,348 261,532 SH DEFINED 1,2 261,532
EQUITABLE RES INC COM 29454910 95,409 2,848,024 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,848,024
EQUITY INNS INC COM 29470310 24,595 1,485,209 SH DEFINED 1,2,3,5 1,485,209
EQUITY LIFESTYLE PPT COM 29472R10 34,576 788,874 SH DEFINED 1,2,3,5 788,874
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
EQUITY OFFICE PROPER COM 29474110 525,273 14,387,094 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 14,387,094
EQUITY ONE COM 29475210 19,324 924,575 SH DEFINED 1,2,3 924,575
EQUITY RESIDENTIAL SH BEN INT 29476L10 468,449 10,472,809 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 10,472,809
ERESEARCHTECHNOLOGY COM 29481V10 5,773 634,389 SH DEFINED 1,2,5 634,389
ERICSSON L M TEL CO ADR B SEK 29482160 802 24,264 SH DEFINED 1,2,5 24,264
ERIE INDTY CO CL A 29530P10 19,660 378,071 SH DEFINED 1,2,5,12 378,071
ESB FINL CORP COM 26884F10 274 23,717 SH DEFINED 1,2 23,717
ESCALA GROUP INC COM 29605W10 215 45,867 SH DEFINED 1,2 45,867
ESCALADE INC COM 29605610 876 67,381 SH DEFINED 1 67,381
ESCHELON TELECOM INC COM 29629010 1,036 66,971 SH DEFINED 1 66,971
ESCO TECHNOLOGIES IN COM 29631510 19,294 360,981 SH DEFINED 1,2,5 360,981
ESPEED INC CL A 29664310 2,769 332,415 SH DEFINED 1,2 332,415
ESS TECHNOLOGY INC COM 26915110 185 85,650 SH DEFINED 1,5,6 85,650
ESSEX CORP COM 29674410 3,990 216,634 SH DEFINED 1,2 216,634
ESSEX PPTY TR INC COM 29717810 52,608 471,143 SH DEFINED 1,2,3,5 471,143
ESTERLINE TECHNOLOGI COM 29742510 15,951 383,525 SH DEFINED 1,2,6 383,525
ETHAN ALLEN INTERIOR COM 29760210 42,103 1,151,924 SH DEFINED 1,2,5,6 1,151,924
EUROBANCSHARES INC COM 29871610 400 41,333 SH DEFINED 1,2 41,333
EURONET WORLDWIDE IN COM 29873610 15,515 404,353 SH DEFINED 1,2,5 404,353
EV3 INC COM 26928A20 2,619 176,846 SH DEFINED 1,2 176,846
EVANS & SUTHERLAND C COM 29909610 77 15,300 SH DEFINED 1 15,300
EVCI CAREER COLLEGES COM 26926P10 10 14,005 SH DEFINED 1,5 14,005
EVEREST RE GROUP LTD COM G3223R10 60,102 694,264 SH DEFINED 1,2,5,6,7,8,10,12,13,14 694,264
EVERGREEN SOLAR INC COM 30033R10 10,179 784,185 SH DEFINED 1,2,5 784,185
EVOLVING SYS INC COM 30049R10 23 18,630 SH DEFINED 1 18,630
EXACT SCIENCES CORP COM 30063P10 45 21,354 SH DEFINED 1 21,354
EXACTECH INC COM 30064E10 154 11,200 SH DEFINED 1 11,200
EXAR CORP COM 30064510 6,882 518,605 SH DEFINED 1,2,5,6 518,605
EXCEL TECHNOLOGY INC COM 30067T10 4,748 158,681 SH DEFINED 1,2 158,681
EXCHANGE NATL BANCSH COM 30130910 215 7,250 SH DEFINED 1 7,250
EXCO RESOURCES INC COM 26927940 7,651 671,171 SH DEFINED 1,2 671,171
EXELIXIS INC COM 30161Q10 12,926 1,286,157 SH DEFINED 1,2,5 1,286,157
EXELON CORP COM 30161N10 1,301,551 22,902,528 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,902,528
EXIDE TECHNOLOGIES COM NEW 30205120 349 81,575 SH DEFINED 1 81,575
EXPEDIA INC DEL COM 30212P10 52,002 3,469,092 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,469,092
EXPEDITORS INTL WASH COM 30213010 231,048 4,125,118 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,125,118
EXPLORATION CO COM NEW 30213320 1,272 119,369 SH DEFINED 1 119,369
EXPONENT INC COM 30214U10 3,522 208,404 SH DEFINED 1 208,404
EXPRESS SCRIPTS INC COM 30218210 392,222 5,467,276 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,467,276
EXPRESSJET HOLDINGS CL A 30218U10 5,464 790,680 SH DEFINED 1,2 790,680
EXTRA SPACE STORAGE COM 30225T10 10,874 669,594 SH DEFINED 1,2,3 669,594
EXTREME NETWORKS INC COM 30226D10 7,012 1,685,655 SH DEFINED 1,2,5 1,685,655
EXXON MOBIL CORP COM 30231G10 11,549,728 188,259,633 SH DEFINED 1,2,5,6,7,8,10,12,13,14 188,259,633
EZCORP INC CL A NON V 30230110 3,103 82,333 SH DEFINED 1,2 82,333
F M C CORP COM NEW 30249130 51,059 792,972 SH DEFINED 1,2,5,13 792,972
F N B CORP VA COM 30293010 4,187 113,151 SH DEFINED 1,2 113,151
F5 NETWORKS INC COM 31561610 31,166 582,756 SH DEFINED 1,2,5,13 582,756
FACTSET RESH SYS INC COM 30307510 31,411 664,086 SH DEFINED 1,2,5,6 664,086
FAIR ISAAC CORP COM 30325010 51,217 1,410,559 SH DEFINED 1,2,5,12,13 1,410,559
FAIRCHILD CORP CL A 30369810 24 11,478 SH DEFINED 1 11,478
FAIRCHILD SEMICONDUC COM 30372610 47,122 2,593,375 SH DEFINED 1,2,5,8,13 2,593,375
FAIRPOINT COMMUNICAT COM 30556010 5,426 376,782 SH DEFINED 1,2 376,782
FALCONSTOR SOFTWARE COM 30613710 2,479 355,192 SH DEFINED 1,2,5 355,192
FAMILY DLR STORES IN COM 30700010 109,784 4,493,839 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,493,839
FAMOUS DAVES AMER IN COM 30706810 261 19,660 SH DEFINED 1,2 19,660
FARGO ELECTRONICS IN COM 30744P10 4,358 171,658 SH DEFINED 1 171,658
FARMER BROS CO COM 30767510 2,036 93,928 SH DEFINED 1,2 93,928
FARMERS CAP BK CORP COM 30956210 3,476 106,123 SH DEFINED 1,2 106,123
FARO TECHNOLOGIES IN COM 31164210 1,803 109,717 SH DEFINED 1 109,717
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
FASTENAL CO COM 31190010 103,566 2,570,524 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,570,524
FBL FINL GROUP INC CL A 30239F10 8,095 249,855 SH DEFINED 1,2 249,855
FEATHERLITE INC COM 31305410 66 14,595 SH DEFINED 1 14,595
FEDDERS CORP COM NEW 31313550 41 17,123 SH DEFINED 1 17,123
FEDERAL AGRIC MTG CO CL A 31314810 218 11,800 SH DEFINED 1 11,800
FEDERAL AGRIC MTG CO CL C 31314830 4,645 167,705 SH DEFINED 1,2 167,705
FEDERAL HOME LN MTG COM 31340030 1,154,604 20,252,654 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,252,654
FEDERAL NATL MTG ASS COM 31358610 1,346,714 27,998,217 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,998,217
FEDERAL REALTY INVT SH BEN INT 31374720 84,313 1,204,476 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,204,476
FEDERAL SIGNAL CORP COM 31385510 17,427 1,151,070 SH DEFINED 1,2,5,13 1,151,070
FEDERATED DEPT STORE COM 31410H10 684,158 18,692,843 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,692,843
FEDERATED INVS INC P CL B 31421110 65,912 2,092,432 SH DEFINED 1,2,5,6,10,12,13 2,092,432
FEDEX CORP COM 31428X10 922,884 7,897,344 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,897,344
FEI CO COM 30241L10 8,082 356,342 SH DEFINED 1,2,5,6 356,342
FELCOR LODGING TR IN COM 31430F10 48,731 2,241,535 SH DEFINED 1,2,3,5 2,241,535
FELDMAN MALL PPTYS I COM 31430810 138 12,633 SH DEFINED 1,3 12,633
FERRELLGAS PARTNERS UNIT LTD P 31529310 1,009 45,345 SH DEFINED 1,2,5 45,345
FERRO CORP COM 31540510 12,964 812,280 SH DEFINED 1,2,5,13 812,280
FIAT S P A SP ADR ORD 31562188 373 28,052 SH DEFINED 1 28,052
FIDELITY BANKSHARES COM 31604Q10 9,556 300,299 SH DEFINED 1,2 300,299
FIDELITY NATL FINL I COM 31632610 129,588 3,327,032 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,327,032
FIDELITY NATL INFORM COM 31620M10 76,761 2,168,397 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,168,397
FIDELITY NATL TITLE CL A 31620R10 5,847 297,233 SH DEFINED 1,2,5,13 297,233
FIELDSTONE INVT CORP COM 31659U30 10,863 1,185,920 SH DEFINED 1,2 1,185,920
FIFTH THIRD BANCORP COM 31677310 513,699 13,902,538 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,902,538
FILENET CORP COM 31686910 17,967 667,171 SH DEFINED 1,2,5,6 667,171
FINANCIAL FED CORP COM 31749210 12,084 434,523 SH DEFINED 1,2 434,523
FINANCIAL INSTNS INC COM 31758540 2,756 132,109 SH DEFINED 1,2 132,109
FINISAR COM 31787A10 8,840 2,703,343 SH DEFINED 1,2,5 2,703,343
FINISH LINE INC CL A 31792310 9,203 777,956 SH DEFINED 1,2,5,6 777,956
FINLAY ENTERPRISES I COM NEW 31788420 85 10,036 SH DEFINED 1 10,036
FIRST ACCEPTANCE COR COM 31845710 2,812 238,746 SH DEFINED 1,2 238,746
FIRST ADVANTAGE CORP CL A 31845F10 2,178 93,633 SH DEFINED 1,2 93,633
FIRST ALBANY COS INC COM 31846510 53 11,835 SH DEFINED 1 11,835
FIRST AMERN CORP CAL COM 31852230 79,211 1,873,919 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,873,919
FIRST AVE NETWORKS I COM 31865X10 2,664 244,831 SH DEFINED 1,2 244,831
FIRST BANCORP N C COM 31891010 3,404 162,108 SH DEFINED 1,2,5 162,108
FIRST BANCORP P R COM 31867210 14,265 1,533,900 SH DEFINED 1,2,5 1,533,900
FIRST BUSEY CORP COM 31938310 3,913 191,181 SH DEFINED 1,2,5 191,181
FIRST CASH FINL SVCS COM 31942D10 5,918 299,650 SH DEFINED 1,2 299,650
FIRST CHARTER CORP COM 31943910 11,114 453,073 SH DEFINED 1,2,5 453,073
FIRST CMNTY BANCORP COM 31983B10 16,793 284,238 SH DEFINED 1,2 284,238
FIRST CMNTY BANCSHAR COM 31983A10 6,232 188,902 SH DEFINED 1 188,902
FIRST COMWLTH FINL C COM 31982910 12,066 950,113 SH DEFINED 1,2,5 950,113
FIRST CONSULTING GRO COM 31986R10 825 93,338 SH DEFINED 1 93,338
FIRST CTZNS BANCSHAR CL A 31946M10 18,823 93,881 SH DEFINED 1,2,5 93,881
FIRST DATA CORP COM 31996310 1,072,596 23,814,299 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,814,299
FIRST DEFIANCE FINL COM 32006W10 1,803 68,424 SH DEFINED 1,5 68,424
FIRST FINL BANCORP O COM 32020910 6,457 433,033 SH DEFINED 1,2,5 433,033
FIRST FINL BANKSHARE COM 32020R10 9,296 254,395 SH DEFINED 1,2,5 254,395
FIRST FINL CORP IND COM 32021810 6,127 204,152 SH DEFINED 1,2 204,152
FIRST FINL HLDGS INC COM 32023910 5,164 161,385 SH DEFINED 1,2 161,385
FIRST HORIZON NATL C COM 32051710 133,978 3,332,792 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,332,792
FIRST IND CORP COM 32054R10 9,337 358,703 SH DEFINED 1,2 358,703
FIRST INDUSTRIAL REA COM 32054K10 39,628 1,044,502 SH DEFINED 1,2,3,5 1,044,502
FIRST MARBLEHEAD COR COM 32077110 71,764 1,260,339 SH DEFINED 1,2,5,10,12 1,260,339
FIRST MERCHANTS CORP COM 32081710 7,025 288,960 SH DEFINED 1,2 288,960
FIRST MIDWEST BANCOR COM 32086710 28,308 763,429 SH DEFINED 1,2,5 763,429
FIRST NIAGARA FINL G COM 33582V10 30,945 2,207,222 SH DEFINED 1,2,5,13 2,207,222
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
FIRST OAK BROOK BANC COM 33584720 3,695 99,857 SH DEFINED 1,2 99,857
FIRST PL FINL CORP COM 33610T10 10,049 436,706 SH DEFINED 1,2 436,706
FIRST POTOMAC RLTY T COM 33610F10 13,705 460,064 SH DEFINED 1,2,3 460,064
FIRST REGL BANCORP COM 33615C10 3,054 34,704 SH DEFINED 1,2 34,704
FIRST REP BK SAN FRA COM 33615810 13,342 291,300 SH DEFINED 1,2 291,300
FIRST SEC GROUP INC COM 33631210 248 21,400 SH DEFINED 1 21,400
FIRST SOUTH BANCORP COM 33646W10 2,977 86,975 SH DEFINED 1 86,975
FIRST ST BANCORPORAT COM 33645310 5,548 233,292 SH DEFINED 1,2 233,292
FIRSTBANK CORP MICH COM 33761G10 1,364 59,080 SH DEFINED 1,5 59,080
FIRSTENERGY CORP COM 33793210 1,295,351 23,895,063 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,895,063
FIRSTFED FINL CORP COM 33790710 22,350 387,547 SH DEFINED 1,2,5 387,547
FIRSTMERIT CORP COM 33791510 26,017 1,242,457 SH DEFINED 1,2,5,13 1,242,457
FISERV INC COM 33773810 249,782 5,506,668 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,506,668
FISHER COMMUNICATION COM 33775620 4,044 95,993 SH DEFINED 1,2 95,993
FISHER SCIENTIFIC IN COM NEW 33803220 238,254 3,261,524 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,261,524
FIVE STAR QUALITY CA COM 33832D10 1,555 140,499 SH DEFINED 1,5 140,499
FLAG FINL CORP COM 33832H10 1,732 89,048 SH DEFINED 1,2 89,048
FLAGSTAR BANCORP INC COM 33793010 17,022 1,066,539 SH DEFINED 1,2,5 1,066,539
FLANDERS CORP COM 33849410 1,445 144,045 SH DEFINED 1 144,045
FLEETWOOD ENTERPRISE COM 33909910 7,977 1,058,002 SH DEFINED 1,2,6 1,058,002
FLEXTRONICS INTL LTD ORD Y2573F10 26,864 2,529,608 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,529,608
FLIR SYS INC COM 30244510 18,714 817,199 SH DEFINED 1,2,5,6 817,199
FLORIDA EAST COAST I COM 34063210 21,322 407,449 SH DEFINED 1,2 407,449
FLORIDA PUB UTILS CO COM 34113510 136 10,800 SH DEFINED 1 10,800
FLORIDA ROCK INDS IN COM 34114010 35,123 707,123 SH DEFINED 1,2,5,12,13 707,123
FLOW INTL CORP COM 34346810 2,755 195,805 SH DEFINED 1,2 195,805
FLOWERS FOODS INC COM 34349810 67,374 2,352,442 SH DEFINED 1,2,5,6 2,352,442
FLOWSERVE CORP COM 34354P10 62,667 1,101,360 SH DEFINED 1,2,5,12,13 1,101,360
FLUOR CORP NEW COM 34341210 220,582 2,373,638 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,373,638
FLUSHING FINL CORP COM 34387310 5,130 285,608 SH DEFINED 1,2 285,608
FMC TECHNOLOGIES INC COM 30249U10 82,624 1,224,792 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,224,792
FNB CORP PA COM 30252010 14,156 897,652 SH DEFINED 1,2,5 897,652
FNB FINANCIAL SERVIC COM 30252610 186 12,282 SH DEFINED 1 12,282
FOCUS ENHANCEMENTS I COM 34415910 20 20,000 SH DEFINED 1 20,000
FOMENTO ECONOMICO ME SPON ADR U 34441910 7,670 91,620 SH DEFINED 1,2,7 91,620
FONAR CORP COM 34443710 17 30,200 SH DEFINED 1 30,200
FOOT LOCKER INC COM 34484910 71,122 2,904,121 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,904,121
FORD MTR CO DEL COM PAR $0 34537086 342,513 49,424,607 SH DEFINED 1,2,5,6,7,8,10,12,13,14 49,424,607
FOREST CITY ENTERPRI CL A 34555010 32,642 654,010 SH DEFINED 1,2,5,12 654,010
FOREST LABS INC COM 34583810 296,439 7,661,892 SH DEFINED 1,2,5,6,10,12,13 7,661,892
FOREST OIL CORP COM PAR $0 34609170 26,215 790,570 SH DEFINED 1,2,5,13 790,570
FORGENT NETWORKS INC COM 34629U10 12 17,427 SH DEFINED 1 17,427
FORMFACTOR INC COM 34637510 24,460 548,059 SH DEFINED 1,2 548,059
FORRESTER RESH INC COM 34656310 10,954 391,489 SH DEFINED 1,2 391,489
FORTUNE BRANDS INC COM 34963110 257,716 3,629,293 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,629,293
FORWARD AIR CORP COM 34985310 25,848 634,608 SH DEFINED 1,2,6 634,608
FORWARD INDS INC N Y COM NEW 34986230 85 20,400 SH DEFINED 1,5 20,400
FOSSIL INC COM 34988210 19,546 1,085,302 SH DEFINED 1,2,5,6 1,085,302
FOSTER L B CO COM 35006010 1,522 62,719 SH DEFINED 1 62,719
FOSTER WHEELER LTD SHS NEW G3653513 3,248 75,185 SH DEFINED 1,2 75,185
FOUNDATION COAL HLDG COM 35039W10 20,913 445,624 SH DEFINED 1,2,5 445,624
FOUNDRY NETWORKS INC COM 35063R10 20,186 1,893,622 SH DEFINED 1,2,5,8 1,893,622
FOUNTAIN POWERBOAT I COM NEW 35075530 61 13,400 SH DEFINED 1 13,400
FOXHOLLOW TECHNOLOGI COM 35166A10 6,824 249,797 SH DEFINED 1,2 249,797
FPIC INS GROUP INC COM 30256310 5,673 146,406 SH DEFINED 1,2,5 146,406
FPL GROUP INC COM 30257110 519,888 12,563,753 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,563,753
FRANCE TELECOM SPONSORED 35177Q10 680 31,111 SH DEFINED 1,2 31,111
FRANKLIN BK CORP DEL COM 35245110 7,104 351,842 SH DEFINED 1,2 351,842
FRANKLIN COVEY CO COM 35346910 189 25,566 SH DEFINED 1,5 25,566
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
FRANKLIN ELEC INC COM 35351410 15,746 304,918 SH DEFINED 1,2 304,918
FRANKLIN RES INC COM 35461310 355,903 4,099,794 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,099,794
FRANKLIN STREET PPTY COM 35471R10 5,413 275,071 SH DEFINED 1,2 275,071
FREDS INC CL A 35610810 10,039 751,959 SH DEFINED 1,2,5,6 751,959
FREEPORT-MCMORAN COP CL B 35671D85 382,956 6,911,307 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,911,307
FREESCALE SEMICONDUC COM CL A 35687M10 15,719 542,022 SH DEFINED 1,2,5,6,7,8,10,12,13,14 542,022
FREESCALE SEMICONDUC CL B 35687M20 286,117 9,731,864 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,731,864
FREIGHTCAR AMER INC COM 35702310 7,999 144,109 SH DEFINED 1,2 144,109
FREMONT GEN CORP COM 35728810 21,577 1,162,541 SH DEFINED 1,2,5 1,162,541
FREQUENCY ELECTRS IN COM 35801010 139 10,700 SH DEFINED 1 10,700
FRESH DEL MONTE PROD ORD G3673810 482 27,886 SH DEFINED 1,2,5 27,886
FRIEDMAN BILLINGS RA CL A 35843410 16,870 1,537,791 SH DEFINED 1,2,5 1,537,791
FRIEDMAN INDS INC COM 35843510 170 18,790 SH DEFINED 1 18,790
FRONTIER AIRLINES HO COM 35905910 3,683 510,803 SH DEFINED 1,2,6 510,803
FRONTIER FINL CORP W COM 35907K10 11,830 348,056 SH DEFINED 1,2,5 348,056
FRONTIER OIL CORP COM 35914P10 67,146 2,072,418 SH DEFINED 1,2,5,12 2,072,418
FROZEN FOOD EXPRESS COM 35936010 1,385 125,677 SH DEFINED 1 125,677
FSI INTL INC COM 30263310 220 31,985 SH DEFINED 1 31,985
FTD GROUP INC COM 30267U10 7,895 584,807 SH DEFINED 1,2 584,807
FTI CONSULTING INC COM 30294110 14,344 535,815 SH DEFINED 1,2,5 535,815
FUELCELL ENERGY INC COM 35952H10 6,261 653,558 SH DEFINED 1,2,5 653,558
FUJI PHOTO FILM LTD ADR 35958630 1,251 37,282 SH DEFINED 1,2 37,282
FULLER H B CO COM 35969410 35,007 803,477 SH DEFINED 1,2,5 803,477
FULTON FINL CORP PA COM 36027110 27,052 1,699,271 SH DEFINED 1,2,5,12 1,699,271
FURNITURE BRANDS INT COM 36092110 26,439 1,268,655 SH DEFINED 1,2,5,13 1,268,655
FX ENERGY INC COM 30269510 1,606 347,644 SH DEFINED 1,5 347,644
G & K SVCS INC CL A 36126810 10,769 313,977 SH DEFINED 1,2,5,6 313,977
G B & T BANCSHARES I COM 36146210 3,449 158,523 SH DEFINED 1 158,523
GAIAM INC CL A 36268Q10 1,880 134,115 SH DEFINED 1,2 134,115
GALLAGHER ARTHUR J & COM 36357610 39,165 1,545,591 SH DEFINED 1,2,5,12,13 1,545,591
GALLAHER GROUP PLC SPONSORED 36359510 988 15,790 SH DEFINED 1 15,790
GAMCO INVESTORS INC COM 36143810 4,000 108,825 SH DEFINED 1,2 108,825
GAMESTOP CORP NEW CL A 36467W10 32,290 768,804 SH DEFINED 1,2,5,13 768,804
GAMESTOP CORP NEW CL B 36467W20 14,789 431,799 SH DEFINED 1,2,5 431,799
GANNETT INC COM 36473010 384,799 6,880,004 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,880,004
GAP INC DEL COM 36476010 267,048 15,347,574 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,347,574
GARDNER DENVER INC COM 36555810 31,908 828,769 SH DEFINED 1,2,5,6 828,769
GARMIN LTD ORD G3726010 32,368 306,979 SH DEFINED 1,2,5,6,7,8,10,12,13,14 306,979
GARTNER INC COM 36665110 20,013 1,409,354 SH DEFINED 1,2,5,13 1,409,354
GASCO ENERGY INC COM 36722010 4,203 968,484 SH DEFINED 1,2,5 968,484
GATEWAY INC COM 36762610 16,292 8,574,922 SH DEFINED 1,2,5,6,8,10,13 8,574,922
GATX CORP COM 36144810 37,145 874,008 SH DEFINED 1,2,5,6,13 874,008
GAYLORD ENTMT CO NEW COM 36790510 24,726 566,590 SH DEFINED 1,2 566,590
GEHL CO COM 36848310 3,697 144,811 SH DEFINED 1 144,811
GEMPLUS INTL S A ADR 36866Y10 67 14,520 SH DEFINED 1 14,520
GEMSTAR-TV GUIDE INT COM 36866W10 12,122 3,443,641 SH DEFINED 1,2,5 3,443,641
GENAERA CORP COM 36867G10 61 111,482 SH DEFINED 1,5 111,482
GENCO SHIPPING & TRA SHS Y2685T10 242 13,939 SH DEFINED 1,2 13,939
GENCORP INC COM 36868210 14,545 907,344 SH DEFINED 1,2,6 907,344
GENE LOGIC INC COM 36868910 59 43,866 SH DEFINED 1,5 43,866
GENELABS TECHNOLOGIE COM NEW 36870620 62 42,965 SH DEFINED 1,5 42,965
GENENTECH INC COM NEW 36871040 522,803 6,391,231 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,391,231
GENERAL CABLE CORP D COM 36930010 22,960 655,994 SH DEFINED 1,2,5 655,994
GENERAL COMMUNICATIO CL A 36938510 26,494 2,150,506 SH DEFINED 1,2,6 2,150,506
GENERAL DYNAMICS COR COM 36955010 824,743 12,599,191 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,599,191
GENERAL ELECTRIC CO COM 36960410 9,708,153 294,543,469 SH DEFINED 1,2,5,6,7,8,10,12,13,14 294,543,469
GENERAL GROWTH PPTYS COM 37002110 252,515 5,603,979 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 5,603,979
GENERAL MARITIME COR SHS Y2692M10 5,182 140,215 SH DEFINED 1,2,5 140,215
GENERAL MLS INC COM 37033410 514,818 9,965,511 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,965,511
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
GENERAL MTRS CORP COM 37044210 2,585,702 86,797,640 SH DEFINED 1,2,5,6,7,8,10,12,13,14 86,797,640
GENESCO INC COM 37153210 21,886 646,170 SH DEFINED 1,2,6 646,170
GENESEE & WYO INC CL A 37155910 21,030 592,909 SH DEFINED 1,2 592,909
GENESIS HEALTHCARE C COM 37184D10 16,915 357,082 SH DEFINED 1,2,5,6 357,082
GENESIS MICROCHIP IN COM 37184C10 5,642 488,096 SH DEFINED 1,2,5 488,096
GENITOPE CORP COM 37229P50 2,195 347,266 SH DEFINED 1,2 347,266
GENLYTE GROUP INC COM 37230210 47,127 650,650 SH DEFINED 1,2 650,650
GENOMIC HEALTH INC COM 37244C10 932 79,195 SH DEFINED 1 79,195
GEN-PROBE INC NEW COM 36866T10 42,818 793,219 SH DEFINED 1,2,5,12,13 793,219
GENTA INC COM NEW 37245M20 334 203,574 SH DEFINED 1,5 203,574
GENTEK INC COM NEW 37245X20 1,704 63,473 SH DEFINED 1 63,473
GENTEX CORP COM 37190110 33,865 2,418,912 SH DEFINED 1,2,5,12,13 2,418,912
GENTIVA HEALTH SERVI COM 37247A10 6,691 417,416 SH DEFINED 1,2,5,6 417,416
GENUINE PARTS CO COM 37246010 185,607 4,455,288 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,455,288
GENVEC INC COM 37246C10 74 52,744 SH DEFINED 1,5 52,744
GENWORTH FINL INC COM CL A 37247D10 359,603 10,321,554 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,321,554
GENZYME CORP COM 37291710 412,740 6,760,687 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,760,687
GEO GROUP INC COM 36159R10 4,896 139,674 SH DEFINED 1,5 139,674
GEORGIA GULF CORP COM PAR $0 37320020 33,158 1,325,262 SH DEFINED 1,2,5 1,325,262
GERBER SCIENTIFIC IN COM 37373010 2,956 227,243 SH DEFINED 1,2,6 227,243
GERDAU S A SPONSORED 37373710 11,824 793,002 SH DEFINED 1,2,7 793,002
GERMAN AMERN BANCORP COM 37386510 211 16,268 SH DEFINED 1,5 16,268
GERON CORP COM 37416310 5,587 809,774 SH DEFINED 1,2 809,774
GETTY IMAGES INC COM 37427610 44,327 697,958 SH DEFINED 1,2,5,6,7,8,12,13,14 697,958
GETTY RLTY CORP NEW COM 37429710 7,273 255,732 SH DEFINED 1,2,3 255,732
GEVITY HR INC COM 37439310 9,160 345,003 SH DEFINED 1,2,6 345,003
GFI GROUP INC COM 36165220 4,539 84,127 SH DEFINED 1,2 84,127
GIANT INDS INC COM 37450810 17,115 257,169 SH DEFINED 1,2,5 257,169
GIBRALTAR INDS INC COM 37468910 11,381 392,450 SH DEFINED 1,2 392,450
G-III APPAREL GROUP COM 36237H10 185 19,050 SH DEFINED 1 19,050
GILEAD SCIENCES INC COM 37555810 706,236 11,937,736 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,937,736
GLACIER BANCORP INC COM 37637Q10 12,065 412,204 SH DEFINED 1,2 412,204
GLADSTONE CAPITAL CO COM 37653510 2,975 139,097 SH DEFINED 1 139,097
GLADSTONE INVT CORP COM 37654610 2,145 143,001 SH DEFINED 1 143,001
GLAMIS GOLD LTD COM 37677510 7,553 199,507 SH DEFINED 1,2,13 199,507
GLATFELTER COM 37731610 13,056 822,678 SH DEFINED 1,2,13 822,678
GLAXOSMITHKLINE PLC SPONSORED 37733W10 1,006,806 18,043,125 SH DEFINED 1,2 18,043,125
GLENAYRE TECHNOLOGIE COM 37789910 1,798 681,023 SH DEFINED 1 681,023
GLENBOROUGH RLTY TR COM 37803P10 17,358 805,833 SH DEFINED 1,2,3,5 805,833
GLIMCHER RLTY TR SH BEN INT 37930210 24,309 979,820 SH DEFINED 1,2,3,5 979,820
GLOBAL CASH ACCESS H COM 37896710 3,815 244,105 SH DEFINED 1,2 244,105
GLOBAL CROSSING LTD SHS NEW G3921A17 261 14,693 SH DEFINED 1,2 14,693
GLOBAL IMAGING SYSTE COM 37934A10 15,038 364,288 SH DEFINED 1,2,6 364,288
GLOBAL INDS LTD COM 37933610 19,759 1,183,177 SH DEFINED 1,2,5 1,183,177
GLOBAL PMTS INC COM 37940X10 107,067 2,205,303 SH DEFINED 1,2,5,6,10 2,205,303
GLOBAL POWER EQUIPME COM 37941P10 671 211,122 SH DEFINED 1,5 211,122
GLOBAL SIGNAL INC COM 37944Q10 7,119 153,697 SH DEFINED 1,2,3 153,697
GLOBALSANTAFE CORP SHS G3930E10 69,468 1,202,910 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,202,910
GLOBETEL COMMUNICATI COM NEW 37958F20 817 675,455 SH DEFINED 1 675,455
GLOBIX CORP COM NEW 37957F20 299 60,100 SH DEFINED 1 60,100
GMH CMNTYS TR COM 36188G10 11,814 896,340 SH DEFINED 1,2,3 896,340
GMX RES INC COM 38011M10 1,594 51,545 SH DEFINED 1,5 51,545
GOLD KIST INC COM 38061410 9,007 673,689 SH DEFINED 1,2 673,689
GOLDEN TELECOM INC COM 38122G10 7,126 281,122 SH DEFINED 1,2 281,122
GOLDEN WEST FINL COR COM 38131710 493,081 6,645,300 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,645,300
GOLDMAN SACHS GROUP COM 38141G10 1,974,933 13,128,588 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,128,588
GOLF GALAXY INC COM 38163910 171 12,688 SH DEFINED 1 12,688
GOODMAN GLOBAL INC COM 38239A10 1,760 115,957 SH DEFINED 1,2 115,957
GOODRICH CORP COM 38238810 117,498 2,916,319 SH DEFINED 1,2,5,6,10,12,13 2,916,319
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
GOODRICH PETE CORP COM NEW 38241040 3,961 139,520 SH DEFINED 1,2 139,520
GOODYEAR TIRE & RUBR COM 38255010 43,999 3,963,901 SH DEFINED 1,2,5,6,10,13 3,963,901
GOOGLE INC CL A 38259P50 2,284,813 5,448,723 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,448,723
GORMAN RUPP CO COM 38308210 3,314 124,592 SH DEFINED 1 124,592
GOTTSCHALKS INC COM 38348510 86 13,192 SH DEFINED 1 13,192
GOVERNMENT PPTYS TR COM 38374W10 3,929 413,996 SH DEFINED 1,3,5 413,996
GP STRATEGIES CORP COM 36225V10 182 23,557 SH DEFINED 1 23,557
GRACE W R & CO DEL N COM 38388F10 12,250 1,047,013 SH DEFINED 1,2 1,047,013
GRACO INC COM 38410910 57,831 1,257,734 SH DEFINED 1,2,5,12,13 1,257,734
GRAFTECH INTL LTD COM 38431310 8,194 1,412,814 SH DEFINED 1,2,5 1,412,814
GRAINGER W W INC COM 38480210 152,916 2,032,645 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,032,645
GRAMERCY CAP CORP COM 38487110 6,390 246,711 SH DEFINED 1,2 246,711
GRANITE CONSTR INC COM 38732810 30,202 667,152 SH DEFINED 1,2,5,13 667,152
GRANT PRIDECO INC COM 38821G10 105,399 2,355,293 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,355,293
GRAPHIC PACKAGING CO COM 38868810 3,350 883,809 SH DEFINED 1,2 883,809
GRAY TELEVISION INC COM 38937510 4,735 817,853 SH DEFINED 1,2 817,853
GREAT AMERN FINL RES COM 38991510 3,241 154,873 SH DEFINED 1,2 154,873
GREAT ATLANTIC & PAC COM 39006410 7,920 348,576 SH DEFINED 1,2,5,6 348,576
GREAT NORTHN IRON OR CTFS BEN I 39106410 1,065 9,588 SH DEFINED 1,5 9,588
GREAT PLAINS ENERGY COM 39116410 36,823 1,321,711 SH DEFINED 1,2,5,13 1,321,711
GREAT SOUTHN BANCORP COM 39090510 4,545 148,874 SH DEFINED 1,2 148,874
GREAT WOLF RESORTS I COM 39152310 4,135 344,268 SH DEFINED 1,2 344,268
GREATBATCH INC COM 39153L10 9,604 406,965 SH DEFINED 1,2,5,6 406,965
GREATER BAY BANCORP COM 39164810 38,072 1,324,255 SH DEFINED 1,2,5,13 1,324,255
GREATER COMMUNITY BA COM 39167M10 165 10,532 SH DEFINED 1 10,532
GREEN MOUNTAIN PWR C COM 39315410 263 7,728 SH DEFINED 1,2 7,728
GREEN MTN COFFEE ROA COM 39312210 2,335 58,134 SH DEFINED 1,2 58,134
GREENBRIER COS INC COM 39365710 3,759 114,811 SH DEFINED 1,2 114,811
GREENE CNTY BANCSHAR COM NEW 39436120 3,017 97,441 SH DEFINED 1 97,441
GREENFIELD ONLINE IN COM 39515010 516 69,623 SH DEFINED 1 69,623
GREENHILL & CO INC COM 39525910 9,718 159,948 SH DEFINED 1,2 159,948
GREIF INC CL A 39762410 23,878 318,548 SH DEFINED 1,2 318,548
GREY WOLF INC COM 39788810 22,645 2,940,881 SH DEFINED 1,2,5 2,940,881
GRIFFON CORP COM 39843310 11,125 426,259 SH DEFINED 1,2,6 426,259
GROUP 1 AUTOMOTIVE I COM 39890510 41,674 739,680 SH DEFINED 1,2,6 739,680
GROUPE CGI INC CL A SUB V 39945C10 88 14,270 SH DEFINED 1 14,270
GROUPE DANONE SPONSORED 39944910 1,574 59,016 SH DEFINED 1 59,016
GRUPO TELEVISA SA DE SP ADR REP 40049J20 11,361 588,357 SH DEFINED 1,2 588,357
GSI COMMERCE INC COM 36238G10 5,573 411,864 SH DEFINED 1,2,5 411,864
GTC BIOTHERAPEUTICS COM 36238T10 18 12,085 SH DEFINED 1 12,085
GTECH HLDGS CORP COM 40051810 78,428 2,254,985 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,254,985
GTX INC DEL COM 40052B10 1,119 123,017 SH DEFINED 1,2 123,017
GUESS INC COM 40161710 21,168 507,017 SH DEFINED 1,2 507,017
GUITAR CTR MGMT INC COM 40204010 22,674 509,862 SH DEFINED 1,2,5,6 509,862
GULF ISLAND FABRICAT COM 40230710 2,595 129,498 SH DEFINED 1 129,498
GULFMARK OFFSHORE IN COM 40262910 6,513 252,154 SH DEFINED 1,2,5 252,154
GULFPORT ENERGY CORP COM NEW 40263530 362 32,815 SH DEFINED 1 32,815
GYMBOREE CORP COM 40377710 23,884 687,124 SH DEFINED 1,2,6 687,124
H & E EQUIPMENT SERV COM 40403010 4,332 147,104 SH DEFINED 1,2 147,104
HAEMONETICS CORP COM 40502410 26,780 575,794 SH DEFINED 1,2,5,6 575,794
HAIN CELESTIAL GROUP COM 40521710 16,792 651,881 SH DEFINED 1,2,5,6 651,881
HALLIBURTON CO COM 40621610 1,591,635 21,447,719 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,447,719
HALOZYME THERAPEUTIC COM 40637H10 34 12,600 SH DEFINED 1 12,600
HANA BIOSCIENCES INC COM 40963P10 1,065 117,386 SH DEFINED 1 117,386
HANCOCK FABRICS INC COM 40990010 209 62,684 SH DEFINED 1,6 62,684
HANCOCK HLDG CO COM 41012010 21,520 384,281 SH DEFINED 1,2 384,281
HANDLEMAN CO DEL COM 41025210 1,585 194,440 SH DEFINED 1 194,440
HANGER ORTHOPEDIC GR COM NEW 41043F20 255 30,553 SH DEFINED 1,5 30,553
HANMI FINL CORP COM 41049510 12,603 648,320 SH DEFINED 1,2 648,320
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
HANOVER COMPRESSOR C COM 41076810 40,754 2,170,095 SH DEFINED 1,2,5,13 2,170,095
HANOVER INS GROUP IN COM 41086710 41,379 871,864 SH DEFINED 1,2,5,13 871,864
HANSEN NAT CORP COM 41131010 64,159 337,021 SH DEFINED 1,2,6,12 337,021
HANSON PLC NEW SPONSORED 41134910 1,817 29,891 SH DEFINED 1,2 29,891
HARBOR FLA BANCSHARE COM 41190110 10,809 291,038 SH DEFINED 1,2,5 291,038
HARKEN ENERGY CORP COM NEW 41255230 61 95,871 SH DEFINED 1 95,871
HARLAND JOHN H CO COM 41269310 25,723 591,322 SH DEFINED 1,2,5,6 591,322
HARLEY DAVIDSON INC COM 41282210 393,375 7,166,612 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,166,612
HARLEYSVILLE GROUP I COM 41282410 13,312 419,670 SH DEFINED 1,2 419,670
HARLEYSVILLE NATL CO COM 41285010 8,045 379,314 SH DEFINED 1,2 379,314
HARMAN INTL INDS INC COM 41308610 143,845 1,684,954 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,684,954
HARMONIC INC COM 41316010 4,489 1,001,931 SH DEFINED 1,2,5,6 1,001,931
HARMONY GOLD MNG LTD SPONSORED 41321630 687 42,184 SH DEFINED 1 42,184
HARRAHS ENTMT INC COM 41361910 543,104 7,630,005 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,630,005
HARRIS & HARRIS GROU COM 41383310 3,864 349,998 SH DEFINED 1 349,998
HARRIS CORP DEL COM 41387510 112,589 2,712,331 SH DEFINED 1,2,5,10,12,13 2,712,331
HARRIS INTERACTIVE I COM 41454910 4,431 777,443 SH DEFINED 1,2 777,443
HARSCO CORP COM 41586410 57,404 736,322 SH DEFINED 1,2,5,6,7,8,10,12,13,14 736,322
HARTE-HANKS INC COM 41619610 39,907 1,556,421 SH DEFINED 1,2,5,10,13 1,556,421
HARTFORD FINL SVCS G COM 41651510 1,519,327 17,958,951 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,958,951
HARTMARX CORP COM 41711910 2,019 336,450 SH DEFINED 1,2 336,450
HARVARD BIOSCIENCE I COM 41690610 105 23,632 SH DEFINED 1 23,632
HARVEST NATURAL RESO COM 41754V10 13,183 973,652 SH DEFINED 1,2,5 973,652
HASBRO INC COM 41805610 103,987 5,741,984 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,741,984
HAVAS SPONSORED 41931310 63 12,678 SH DEFINED 1 12,678
HAVERTY FURNITURE IN COM 41959610 5,592 356,386 SH DEFINED 1,6 356,386
HAWAIIAN ELEC INDUST COM 41987010 32,315 1,157,830 SH DEFINED 1,2,5,13 1,157,830
HAWAIIAN HOLDINGS IN COM 41987910 77 22,715 SH DEFINED 1 22,715
HAWK CORP CL A 42008910 172 14,000 SH DEFINED 1 14,000
HAWKINS INC COM 42026110 204 14,552 SH DEFINED 1 14,552
HAYES LEMMERZ INTL I COM NEW 42078130 949 299,230 SH DEFINED 1,5 299,230
HCA INC COM 40411910 445,006 10,312,997 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,312,997
HCC INS HLDGS INC COM 40413210 50,926 1,729,829 SH DEFINED 1,2,5,13 1,729,829
HDFC BANK LTD ADR REPS 3 40415F10 551 10,099 SH DEFINED 5 10,099
HEADWATERS INC COM 42210P10 21,502 841,228 SH DEFINED 1,2 841,228
HEALTH CARE PPTY INV COM 42191510 44,940 1,680,616 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,680,616
HEALTH CARE REIT INC COM 42217K10 17,464 499,698 SH DEFINED 1,2,3,5 499,698
HEALTH MGMT ASSOC IN CL A 42193310 125,536 6,369,178 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,369,178
HEALTH NET INC COM 42222G10 124,471 2,755,603 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,755,603
HEALTHCARE RLTY TR COM 42194610 14,832 465,671 SH DEFINED 1,2,3,5 465,671
HEALTHCARE SVCS GRP COM 42190610 7,493 357,664 SH DEFINED 1,2,6 357,664
HEALTHEXTRAS INC COM 42221110 8,604 284,696 SH DEFINED 1,2 284,696
HEALTHSPRING INC COM 42224N10 3,854 205,568 SH DEFINED 1,2 205,568
HEALTHTRONICS INC COM 42222L10 3,999 522,757 SH DEFINED 1,2,5 522,757
HEALTHWAYS INC COM 42224510 32,727 621,711 SH DEFINED 1,2,5,6 621,711
HEARST-ARGYLE TELEVI COM 42231710 17,935 813,022 SH DEFINED 1,2,5 813,022
HEARTLAND EXPRESS IN COM 42234710 37,072 2,071,072 SH DEFINED 1,2,5,6 2,071,072
HEARTLAND FINL USA I COM 42234Q10 4,064 152,482 SH DEFINED 1,2 152,482
HEARTLAND PMT SYS IN COM 42235N10 2,834 101,666 SH DEFINED 1,2 101,666
HECLA MNG CO COM 42270410 9,074 1,728,437 SH DEFINED 1,2,5 1,728,437
HECTOR COMMUNICATION COM 42273010 224 6,400 SH DEFINED 1 6,400
HEICO CORP NEW COM 42280610 9,404 331,719 SH DEFINED 1,2,5 331,719
HEICO CORP NEW CL A 42280620 531 22,380 SH DEFINED 1,2 22,380
HEIDRICK & STRUGGLES COM 42281910 9,222 272,521 SH DEFINED 1,2,5,6 272,521
HEINZ H J CO COM 42307410 392,576 9,523,922 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,523,922
HELEN OF TROY CORP L COM G4388N10 482 26,194 SH DEFINED 1,2,5 26,194
HELIX ENERGY SOLUTIO COM 42330P10 49,756 1,232,812 SH DEFINED 1,2,5,12 1,232,812
HELLENIC TELECOM ORG SPONSORED 42332530 11,030 990,112 SH DEFINED 1 990,112
HELMERICH & PAYNE IN COM 42345210 78,790 1,307,497 SH DEFINED 1,2,5,6,10,12,13 1,307,497
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
HEMISPHERX BIOPHARMA COM 42366C10 98 38,510 SH DEFINED 1 38,510
HENRY JACK & ASSOC I COM 42628110 27,846 1,416,390 SH DEFINED 1,2,5,13 1,416,390
HERBALIFE LTD COM USD SH G4412G10 1,758 44,067 SH DEFINED 1,2 44,067
HERCULES INC COM 42705610 95,278 6,243,660 SH DEFINED 1,2,5,6,7,10,13,14 6,243,660
HERCULES OFFSHORE IN COM 42709310 5,697 162,782 SH DEFINED 1,2 162,782
HERITAGE COMMERCE CO COM 42692710 3,553 143,343 SH DEFINED 1 143,343
HERITAGE PPTY INVT T COM 42725M10 30,865 883,874 SH DEFINED 1,2,3 883,874
HERLEY INDS INC DEL COM 42739810 1,929 172,041 SH DEFINED 1 172,041
HERSHA HOSPITALITY T SH BEN INT 42782510 2,302 247,843 SH DEFINED 1,3 247,843
HERSHEY CO COM 42786610 258,703 4,697,717 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,697,717
HESKA CORP COM 42805E10 12 11,100 SH DEFINED 1 11,100
HESS CORP COM 42809H10 384,059 7,266,959 SH DEFINED 1,2,5,6,10,12,13 7,266,959
HEWITT ASSOCS INC COM 42822Q10 14,489 644,536 SH DEFINED 1,2,5,8 644,536
HEWLETT PACKARD CO COM 42823610 3,845,280 121,378,788 SH DEFINED 1,2,5,6,7,8,10,12,13,14 121,378,788
HEXCEL CORP NEW COM 42829110 15,974 1,016,784 SH DEFINED 1,2 1,016,784
HI / FN INC COM 42835810 130 21,020 SH DEFINED 1 21,020
HIBBETT SPORTING GOO COM 42856510 21,010 879,064 SH DEFINED 1,2,6 879,064
HICKORY TECH CORP COM 42906010 136 19,362 SH DEFINED 1 19,362
HIGHLAND HOSPITALITY COM 43014110 16,109 1,144,091 SH DEFINED 1,2,3 1,144,091
HIGHWOODS PPTYS INC COM 43128410 58,464 1,615,908 SH DEFINED 1,2,3,5,13 1,615,908
HILB ROGAL & HOBBS C COM 43129410 24,630 660,845 SH DEFINED 1,2,5 660,845
HILLENBRAND INDS INC COM 43157310 58,456 1,205,272 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,205,272
HILTON HOTELS CORP COM 43284810 270,132 9,552,060 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,552,060
HITACHI LIMITED ADR 10 COM 43357850 9,019 136,508 SH DEFINED 1,2 136,508
HI-TECH PHARMACAL IN COM 42840B10 2,942 177,538 SH DEFINED 1,2 177,538
HITTITE MICROWAVE CO COM 43365Y10 5,125 141,722 SH DEFINED 1,2 141,722
HMS HLDGS CORP COM 40425J10 271 25,297 SH DEFINED 1 25,297
HNI CORP COM 40425110 51,950 1,145,525 SH DEFINED 1,2,5,6,10,12,13 1,145,525
HOLLINGER INTL INC CL A 43556910 85 10,600 SH DEFINED 1 10,600
HOLLIS-EDEN PHARMACE COM 43590210 144 30,000 SH DEFINED 1,5 30,000
HOLLY CORP COM PAR $0 43575830 28,790 597,305 SH DEFINED 1,2,5 597,305
HOLLY ENERGY PARTNER COM UT LTD 43576310 326 8,072 SH DEFINED 1,2 8,072
HOLOGIC INC COM 43644010 35,948 728,282 SH DEFINED 1,2,5,6 728,282
HOME DEPOT INC COM 43707610 2,364,996 66,079,789 SH DEFINED 1,2,5,6,7,8,10,12,13,14 66,079,789
HOME PROPERTIES INC COM 43730610 44,298 798,015 SH DEFINED 1,2,3,5 798,015
HOME SOLUTIONS AMER COM 43735510 661 107,152 SH DEFINED 1 107,152
HOMEBANC CORP GA COM 43738R10 6,397 805,627 SH DEFINED 1,2 805,627
HONDA MOTOR LTD AMERN SHS 43812830 17,230 541,475 SH DEFINED 1,2 541,475
HONEYWELL INTL INC COM 43851610 3,649,568 90,560,004 SH DEFINED 1,2,5,6,7,8,10,12,13,14 90,560,004
HOOKER FURNITURE COR COM 43903810 2,045 121,945 SH DEFINED 1,2 121,945
HOOPER HOLMES INC COM 43910410 1,978 648,638 SH DEFINED 1,6 648,638
HORACE MANN EDUCATOR COM 44032710 17,872 1,054,406 SH DEFINED 1,2,5,13 1,054,406
HORIZON FINL CORP WA COM 44041F10 4,390 160,040 SH DEFINED 1,2,5 160,040
HORIZON HEALTH CORP COM 44041Y10 2,933 140,480 SH DEFINED 1 140,480
HORIZON LINES INC COM 44044K10 3,537 220,778 SH DEFINED 1,2 220,778
HORMEL FOODS CORP COM 44045210 55,866 1,504,190 SH DEFINED 1,2,5,12,13 1,504,190
HORNBECK OFFSHORE SV COM 44054310 9,360 263,524 SH DEFINED 1,2,5 263,524
HOSPIRA INC COM 44106010 214,941 5,005,622 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,005,622
HOSPITALITY PPTYS TR COM SH BEN 44106M10 91,811 2,090,409 SH DEFINED 1,2,3,5,10,13 2,090,409
HOST HOTELS & RESORT COM 44107P10 269,597 12,327,258 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 12,327,258
HOT TOPIC INC COM 44133910 13,584 1,180,176 SH DEFINED 1,2,5,6 1,180,176
HOUSEVALUES INC COM 44183Y10 518 74,724 SH DEFINED 1 74,724
HOUSTON EXPL CO COM 44212010 25,281 413,153 SH DEFINED 1,2 413,153
HOVNANIAN ENTERPRISE CL A 44248720 25,427 845,312 SH DEFINED 1,2,5,13 845,312
HRPT PPTYS TR COM SH BEN 40426W10 65,594 5,674,181 SH DEFINED 1,2,3,5 5,674,181
HSBC HLDGS PLC SPON ADR N 40428040 39,167 443,322 SH DEFINED 1,2 443,322
HUB GROUP INC CL A 44332010 29,381 1,197,750 SH DEFINED 1,2,6 1,197,750
HUBBELL INC CL B 44351020 42,157 884,729 SH DEFINED 1,2,5,6,12,13 884,729
HUDSON CITY BANCORP COM 44368310 100,896 7,569,113 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,569,113
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
HUDSON HIGHLAND GROU COM 44379210 3,343 309,834 SH DEFINED 1,2,5 309,834
HUGOTON RTY TR TEX UNIT BEN I 44471710 2,005 67,512 SH DEFINED 1,2,5,7,12,13 67,512
HUMAN GENOME SCIENCE COM 44490310 22,049 2,060,636 SH DEFINED 1,2,5,8 2,060,636
HUMANA INC COM 44485910 304,295 5,666,570 SH DEFINED 1,2,5,6,7,10,12,13,14 5,666,570
HUNGARIAN TEL & CABL COM 44554210 539 35,897 SH DEFINED 1 35,897
HUNT J B TRANS SVCS COM 44565810 44,887 1,801,977 SH DEFINED 1,2,5,12,13 1,801,977
HUNTINGTON BANCSHARE COM 44615010 165,707 7,027,441 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,027,441
HUNTSMAN CORP COM 44701110 14,529 838,877 SH DEFINED 1,2 838,877
HURON CONSULTING GRO COM 44746210 3,822 108,932 SH DEFINED 1,2 108,932
HUTCHINSON TECHNOLOG COM 44840710 8,381 387,449 SH DEFINED 1,2,5,6 387,449
HUTTIG BLDG PRODS IN COM 44845110 699 86,327 SH DEFINED 1 86,327
HYDRIL COM 44877410 24,559 312,773 SH DEFINED 1,2 312,773
HYPERCOM CORP COM 44913M10 6,131 655,697 SH DEFINED 1,2 655,697
HYPERDYNAMICS CORP COM 44895410 26 12,200 SH DEFINED 1 12,200
HYPERION SOLUTIONS C COM 44914M10 16,363 592,873 SH DEFINED 1,2,5,6,12 592,873
HYTHIAM INC COM 44919F10 150 21,473 SH DEFINED 1 21,473
I D SYSTEMS INC COM 44948910 1,033 58,253 SH DEFINED 1 58,253
I2 TECHNOLOGIES INC COM NEW 46575420 1,126 88,859 SH DEFINED 1,2,5 88,859
IAC INTERACTIVECORP COM NEW 44919P30 76,309 2,880,685 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,880,685
IBERIABANK CORP COM 45082810 7,517 130,642 SH DEFINED 1,2,5 130,642
ICAD INC COM 44934S10 27 17,200 SH DEFINED 1,5 17,200
ICICI BK LTD ADR 45104G10 14,046 593,891 SH DEFINED 1,2,4,5 593,891
ICONIX BRAND GROUP I COM 45105510 3,591 219,790 SH DEFINED 1,2,5 219,790
ICOS CORP COM 44929510 20,955 952,914 SH DEFINED 1,2,5 952,914
ICT GROUP INC COM 44929Y10 1,913 77,990 SH DEFINED 1,2 77,990
ICU MED INC COM 44930G10 14,254 337,447 SH DEFINED 1,2,6 337,447
IDACORP INC COM 45110710 48,162 1,404,537 SH DEFINED 1,2,5,6,13 1,404,537
IDENIX PHARMACEUTICA COM 45166R20 1,864 198,291 SH DEFINED 1,2 198,291
IDENTIX INC COM 45190610 7,865 1,125,178 SH DEFINED 1,2 1,125,178
IDEX CORP COM 45167R10 29,959 634,724 SH DEFINED 1,2,5,6,12 634,724
IDEXX LABS INC COM 45168D10 31,069 413,534 SH DEFINED 1,2,5,6,12 413,534
IDT CORP CL B 44894730 11,418 827,998 SH DEFINED 1,2 827,998
I-FLOW CORP COM NEW 44952030 2,785 257,413 SH DEFINED 1,2 257,413
IGATE CORP COM 45169U10 1,593 249,222 SH DEFINED 1 249,222
IHOP CORP COM 44962310 16,359 340,255 SH DEFINED 1,2,6 340,255
IHS INC CL A 45173410 6,363 214,752 SH DEFINED 1,2 214,752
II VI INC COM 90210410 5,679 310,310 SH DEFINED 1,2 310,310
IKANOS COMMUNICATION COM 45173E10 2,706 178,154 SH DEFINED 1 178,154
IKON OFFICE SOLUTION COM 45171310 209,820 16,652,355 SH DEFINED 1,2,5,6 16,652,355
ILLINOIS TOOL WKS IN COM 45230810 631,952 13,304,259 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,304,259
ILLUMINA INC COM 45232710 16,019 540,094 SH DEFINED 1,2 540,094
IMATION CORP COM 45245A10 30,593 745,266 SH DEFINED 1,2,5,13 745,266
IMCLONE SYS INC COM 45245W10 27,034 699,639 SH DEFINED 1,2,5,12 699,639
IMERGENT INC COM 45247Q10 165 12,707 SH DEFINED 1,5 12,707
IMMERSION CORP COM 45252110 124 21,124 SH DEFINED 1 21,124
IMMTECH PHARMACEUTIC COM 45251910 130 19,200 SH DEFINED 1,5 19,200
IMMUCOR INC COM 45252610 27,539 1,432,071 SH DEFINED 1,2,6 1,432,071
IMMUNOGEN INC COM 45253H10 1,374 439,054 SH DEFINED 1,5 439,054
IMMUNOMEDICS INC COM 45290710 149 56,293 SH DEFINED 1,5 56,293
IMPAC MTG HLDGS INC COM 45254P10 12,444 1,113,082 SH DEFINED 1,2,5 1,113,082
IMPCO TECHNOLOGIES I COM 45255W10 2,346 219,893 SH DEFINED 1,2 219,893
IMPERIAL CHEM INDS P ADR NEW 45270450 477 17,870 SH DEFINED 1 17,870
IMPERIAL OIL LTD COM NEW 45303840 1,296 35,494 SH DEFINED 1,7 35,494
IMPERIAL SUGAR CO NE COM NEW 45309620 1,753 73,883 SH DEFINED 1 73,883
IMPERIAL TOBACCO GRO SPONSORED 45314210 921 14,921 SH DEFINED 1 14,921
IMS HEALTH INC COM 44993410 147,122 5,479,388 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,479,388
INCO LTD COM 45325840 247 3,741 SH DEFINED 1,2 3,741
INCYTE CORP COM 45337C10 5,280 1,147,901 SH DEFINED 1,2,5 1,147,901
INDEPENDENCE HLDG CO COM NEW 45344030 1,623 72,432 SH DEFINED 1 72,432
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
INDEPENDENT BANK COR COM 45383610 8,266 254,566 SH DEFINED 1,2,5 254,566
INDEPENDENT BANK COR COM 45383810 9,020 342,960 SH DEFINED 1,2 342,960
INDEVUS PHARMACEUTIC COM 45407210 965 176,353 SH DEFINED 1,5 176,353
INDIA FD INC COM 45408910 5,707 123,563 SH DEFINED 5,7 123,563
INDUS INTL INC COM 45578L10 72 25,200 SH DEFINED 1 25,200
INDYMAC BANCORP INC COM 45660710 48,211 1,051,503 SH DEFINED 1,2,5,8,10,13 1,051,503
INERGY HLDGS L P COM 45661Q10 411 12,821 SH DEFINED 1,2 12,821
INERGY L P UNIT LTD P 45661510 1,048 40,667 SH DEFINED 1,2 40,667
INFINEON TECHNOLOGIE SPONSORED 45662N10 188 16,845 SH DEFINED 1,2 16,845
INFINITY PPTY & CAS COM 45665Q10 12,371 301,724 SH DEFINED 1,2,5 301,724
INFOCROSSING INC COM 45664X10 2,830 245,000 SH DEFINED 1 245,000
INFOCUS CORP COM 45665B10 185 64,642 SH DEFINED 1,2,5 64,642
INFORMATICA CORP COM 45666Q10 14,304 1,086,957 SH DEFINED 1,2,5 1,086,957
INFORTE CORP COM 45677R10 62 13,074 SH DEFINED 1 13,074
INFOSPACE INC COM NEW 45678T20 16,428 724,641 SH DEFINED 1,2,6 724,641
INFOSYS TECHNOLOGIES SPONSORED 45678810 22,139 289,745 SH DEFINED 1,2,4,5 289,745
INFOUSA INC NEW COM 45681830 7,572 734,442 SH DEFINED 1,2 734,442
INFRASOURCE SVCS INC COM 45684P10 4,082 224,157 SH DEFINED 1,2 224,157
ING GROEP N V SPONSORED 45683710 13,130 333,921 SH DEFINED 1,2 333,921
INGERSOLL-RAND COMPA CL A G4776G10 319,959 7,479,168 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,479,168
INGLES MKTS INC CL A 45703010 4,370 257,031 SH DEFINED 1,5 257,031
INGRAM MICRO INC CL A 45715310 32,462 1,790,490 SH DEFINED 1,2,5,13 1,790,490
INLAND REAL ESTATE C COM NEW 45746120 13,475 905,590 SH DEFINED 1,2,3 905,590
INNKEEPERS USA TR COM 4576J010 26,591 1,538,857 SH DEFINED 1,2,3,5 1,538,857
INNODATA ISOGEN INC COM NEW 45764220 44 17,200 SH DEFINED 1 17,200
INNOSPEC INC COM 45768S10 8,212 323,063 SH DEFINED 1,2,5 323,063
INNOTRAC CORP COM 45767M10 31 11,000 SH DEFINED 1 11,000
INNOVATIVE SOLUTIONS COM 45769N10 5,271 374,874 SH DEFINED 1,2 374,874
INNOVEX INC COM 45764710 128 33,483 SH DEFINED 1,5 33,483
INNOVO GROUP INC COM PAR $0 45795460 103 125,675 SH DEFINED 1 125,675
INPHONIC INC COM 45772G10 1,428 226,711 SH DEFINED 1 226,711
INPUT/OUTPUT INC COM 45765210 11,108 1,175,493 SH DEFINED 1,2 1,175,493
INSIGHT ENTERPRISES COM 45765U10 14,331 752,271 SH DEFINED 1,2,5,6 752,271
INSITE VISION INC COM 45766010 38 23,200 SH DEFINED 1,2 23,200
INSITUFORM TECHNOLOG CL A 45766710 9,779 427,198 SH DEFINED 1,2,6 427,198
INSMED INC COM NEW 45766920 54 33,502 SH DEFINED 1 33,502
INSPIRE PHARMACEUTIC COM 45773310 1,834 394,479 SH DEFINED 1,5 394,479
INSTEEL INDUSTRIES I COM 45774W10 4,723 195,149 SH DEFINED 1,2 195,149
INTEGRA BK CORP COM 45814P10 10,025 460,905 SH DEFINED 1,2 460,905
INTEGRA LIFESCIENCES COM NEW 45798520 20,441 526,684 SH DEFINED 1,2,6 526,684
INTEGRAL SYS INC MD COM 45810H10 3,619 134,888 SH DEFINED 1 134,888
INTEGRATED ALARM SVC COM 45890M10 199 50,394 SH DEFINED 1,5 50,394
INTEGRATED DEVICE TE COM 45811810 55,987 3,948,333 SH DEFINED 1,2,5,12,13 3,948,333
INTEGRATED ELECTRICA COM 45811E30 539 30,829 SH DEFINED 1,5 30,829
INTEGRATED SILICON S COM 45812P10 1,773 321,780 SH DEFINED 1,5 321,780
INTEL CORP COM 45814010 3,247,878 170,940,944 SH DEFINED 1,2,5,6,7,8,10,12,13,14 170,940,944
INTER PARFUMS INC COM 45833410 878 50,988 SH DEFINED 1 50,988
INTER TEL INC COM 45837210 7,172 340,535 SH DEFINED 1,2,6 340,535
INTERACTIVE DATA COR COM 45840J10 6,069 302,070 SH DEFINED 1,2,5 302,070
INTERCHANGE FINL SVC COM 45844710 5,198 231,011 SH DEFINED 1,2 231,011
INTERCONTINENTAL HTL SPONS ADR 45857P20 14,012 796,121 SH DEFINED 1 796,121
INTERCONTINENTALEXCH COM 45865V10 14,599 251,974 SH DEFINED 1,2 251,974
INTERDIGITAL COMMUNI COM 45866A10 32,248 923,733 SH DEFINED 1,2,5 923,733
INTERFACE INC CL A 45866510 11,936 1,042,404 SH DEFINED 1,2,5,6 1,042,404
INTERGRAPH CORP COM 45868310 14,291 453,821 SH DEFINED 1,2,5 453,821
INTERLEUKIN GENETICS COM 45873810 86 14,900 SH DEFINED 1 14,900
INTERLINE BRANDS INC COM 45874310 6,881 294,293 SH DEFINED 1,2 294,293
INTERMAGNETICS GEN C COM 45877110 16,021 593,794 SH DEFINED 1,2,6 593,794
INTERMEC INC COM 45878610 15,022 654,828 SH DEFINED 1,2,5 654,828
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
INTERMUNE INC COM 45884X10 6,579 399,930 SH DEFINED 1,2,5 399,930
INTERNAP NETWORK SVC COM 45885A10 901 857,894 SH DEFINED 1 857,894
INTERNATIONAL BANCSH COM 45904410 11,651 423,975 SH DEFINED 1,2,5 423,975
INTERNATIONAL BUSINE COM 45920010 5,587,899 72,740,160 SH DEFINED 1,2,5,6,7,8,10,12,13,14 72,740,160
INTERNATIONAL COAL G COM 45928H10 3,255 452,665 SH DEFINED 1,2 452,665
INTERNATIONAL DISPLA COM 45941210 2,998 576,489 SH DEFINED 1,5 576,489
INTERNATIONAL FLAVOR COM 45950610 86,075 2,442,548 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,442,548
INTERNATIONAL GAME T COM 45990210 335,839 8,851,856 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,851,856
INTERNATIONAL PWR PL SPONSORED 46018M10 318 5,967 SH DEFINED 1 5,967
INTERNATIONAL RECTIF COM 46025410 41,789 1,069,332 SH DEFINED 1,2,5,12,13 1,069,332
INTERNATIONAL SECS E CL A 46031W20 9,667 253,924 SH DEFINED 1,2 253,924
INTERNATIONAL SHIPHO COM NEW 46032120 135 10,100 SH DEFINED 1 10,100
INTERNATIONAL SPEEDW CL A 46033520 24,913 537,276 SH DEFINED 1,2,5,13 537,276
INTERNET CAP GROUP I COM NEW 46059C20 4,790 532,242 SH DEFINED 1,2 532,242
INTERNET SEC SYS INC COM 46060X10 21,506 1,140,889 SH DEFINED 1,2,5,6 1,140,889
INTERPHARM HLDGS INC COM 46058810 15 10,400 SH DEFINED 1 10,400
INTERPOOL INC COM 46062R10 2,296 103,331 SH DEFINED 1,2 103,331
INTERPUBLIC GROUP CO COM 46069010 88,246 10,568,377 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,568,377
INTERSIL CORP CL A 46069S10 59,686 2,567,157 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,567,157
INTERSTATE HOTELS & COM 46088S10 421 45,343 SH DEFINED 1,2 45,343
INTERTAPE POLYMER GR COM 46091910 73 10,657 SH DEFINED 2 10,657
INTERVEST BANCSHARES CL A 46092710 2,574 63,555 SH DEFINED 1,2 63,555
INTERVIDEO INC COM 46114Y10 600 61,374 SH DEFINED 1 61,374
INTERVOICE INC NEW COM 46114210 4,952 695,539 SH DEFINED 1,2,5 695,539
INTERWOVEN INC COM NEW 46114T50 4,907 571,960 SH DEFINED 1,2,5 571,960
INTEVAC INC COM 46114810 5,379 248,099 SH DEFINED 1,2,5 248,099
INTL PAPER CO COM 46014610 1,013,878 31,389,409 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,389,409
INTRALASE CORP COM 46116910 2,805 167,554 SH DEFINED 1 167,554
INTROGEN THERAPEUTIC COM 46119F10 625 147,012 SH DEFINED 1 147,012
INTUIT COM 46120210 342,646 5,659,836 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,659,836
INTUITIVE SURGICAL I COM NEW 46120E60 85,452 743,060 SH DEFINED 1,2,5,12,13 743,060
INVACARE CORP COM 46120310 13,493 542,319 SH DEFINED 1,2,5,6 542,319
INVERNESS MED INNOVA COM 46126P10 9,133 323,510 SH DEFINED 1,2,5 323,510
INVESTMENT TECHNOLOG COM 46145F10 33,142 651,632 SH DEFINED 1,2,5 651,632
INVESTOOLS INC COM 46145P10 2,144 270,085 SH DEFINED 1,2,5 270,085
INVESTORS BANCORP IN COM 46146P10 8,549 630,939 SH DEFINED 1,2 630,939
INVESTORS FINL SERVI COM 46191510 59,640 1,328,277 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,328,277
INVESTORS REAL ESTAT SH BEN INT 46173010 5,814 643,875 SH DEFINED 1,2,3,5 643,875
INVITROGEN CORP COM 46185R10 78,713 1,191,356 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,191,356
IOMEGA CORP COM NEW 46203030 211 76,871 SH DEFINED 1,5 76,871
IONATRON INC COM 46207010 2,011 316,718 SH DEFINED 1,2 316,718
IOWA TELECOMM SERVIC COM 46259420 8,100 428,129 SH DEFINED 1,2 428,129
IPASS INC COM 46261V10 6,812 1,216,376 SH DEFINED 1,2 1,216,376
IPC HLDGS LTD ORD G4933P10 1,665 67,523 SH DEFINED 1,2,5 67,523
IPCS INC COM NEW 44980Y30 3,801 78,696 SH DEFINED 1,2 78,696
IRELAND BK SPONSORED 46267Q10 647 9,008 SH DEFINED 1 9,008
IRIS INTL INC COM 46270W10 2,663 202,331 SH DEFINED 1,2 202,331
IROBOT CORP COM 46272610 2,035 81,796 SH DEFINED 1,2 81,796
IRON MTN INC COM 46284610 50,417 1,348,780 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,348,780
IRVINE SENSORS CORP COM NEW 46366450 23 11,424 SH DEFINED 1 11,424
IRWIN FINL CORP COM 46411910 9,646 497,459 SH DEFINED 1,2 497,459
ISHARES INC MSCI TAIWA 46428673 282 22,000 SH DEFINED 1 22,000
ISHARES INC MSCI MALAY 46428683 139 19,000 SH DEFINED 1 19,000
ISHARES TR RUSSELL100 46428759 7,012 95,900 SH DEFINED 1 95,900
ISHARES TR RUSSELL 20 46428765 879 12,250 SH DEFINED 1 12,250
ISIS PHARMACEUTICALS COM 46433010 5,820 961,923 SH DEFINED 1,2,5 961,923
ISLE OF CAPRI CASINO COM 46459210 5,044 196,639 SH DEFINED 1,2,5 196,639
ISTA PHARMACEUTICALS COM NEW 45031X20 582 80,600 SH DEFINED 1 80,600
ISTAR FINL INC COM 45031U10 68,027 1,802,047 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,802,047
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
ITC HLDGS CORP COM 46568510 5,332 200,596 SH DEFINED 1,2 200,596
ITLA CAP CORP COM 45056510 4,900 93,192 SH DEFINED 1,2 93,192
ITRON INC COM 46574110 20,316 342,830 SH DEFINED 1,2,6 342,830
ITT EDUCATIONAL SERV COM 45068B10 51,274 779,118 SH DEFINED 1,2,5,12,13 779,118
ITT INDS INC IND COM 45091110 230,866 4,663,955 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,663,955
IXIA COM 45071R10 4,463 495,871 SH DEFINED 1,2 495,871
IXYS CORP COM 46600W10 4,688 488,315 SH DEFINED 1,5 488,315
J & J SNACK FOODS CO COM 46603210 9,943 300,670 SH DEFINED 1,2,6 300,670
J ALEXANDER CORP COM 46609610 160 18,800 SH DEFINED 1 18,800
J2 GLOBAL COMMUNICAT COM NEW 46626E20 33,457 1,071,667 SH DEFINED 1,2,6 1,071,667
JABIL CIRCUIT INC COM 46631310 133,947 5,232,317 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,232,317
JACK IN THE BOX INC COM 46636710 32,011 816,600 SH DEFINED 1,2,5,6 816,600
JACKSON HEWITT TAX S COM 46820210 15,179 484,189 SH DEFINED 1,2 484,189
JACLYN INC COM 46977210 117 16,000 SH DEFINED 1 16,000
JACO ELECTRS INC COM 46978310 73 19,600 SH DEFINED 1 19,600
JACOBS ENGR GROUP IN COM 46981410 86,318 1,083,852 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,083,852
JACUZZI BRANDS INC COM 46986510 9,164 1,041,309 SH DEFINED 1,2 1,041,309
JAKKS PAC INC COM 47012E10 10,241 509,745 SH DEFINED 1,2,6 509,745
JAMES RIV GROUP INC COM 47035910 2,403 96,493 SH DEFINED 1,2 96,493
JAMES RIVER COAL CO COM NEW 47035520 4,892 184,691 SH DEFINED 1,2 184,691
JAMESON INNS INC COM 47045710 206 70,677 SH DEFINED 1,5 70,677
JANUS CAP GROUP INC COM 47102X10 105,525 5,895,263 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,895,263
JARDEN CORP COM 47110910 28,307 929,637 SH DEFINED 1,2 929,637
JDA SOFTWARE GROUP I COM 46612K10 6,155 438,710 SH DEFINED 1,2,6 438,710
JDS UNIPHASE CORP COM 46612J10 112,764 44,570,792 SH DEFINED 1,2,5,6,7,8,10,12,13,14 44,570,792
JEFFERIES GROUP INC COM 47231910 40,654 1,372,048 SH DEFINED 1,2,5,13 1,372,048
JER INVT TR INC COM 46614H30 2,661 171,130 SH DEFINED 1,2 171,130
JETBLUE AWYS CORP COM 47714310 28,517 2,348,975 SH DEFINED 1,2,5,6,13 2,348,975
JLG INDS INC COM 46621010 38,426 1,707,809 SH DEFINED 1,2,5,6,12 1,707,809
JO-ANN STORES INC COM 47758P30 7,466 509,604 SH DEFINED 1,2,6 509,604
JOHNSON & JOHNSON COM 47816010 7,755,268 129,427,030 SH DEFINED 1,2,5,6,7,8,10,12,13,14 129,427,030
JOHNSON CTLS INC COM 47836610 398,854 4,851,055 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,851,055
JONES APPAREL GROUP COM 48007410 111,224 3,498,723 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,498,723
JONES LANG LASALLE I COM 48020Q10 44,992 513,905 SH DEFINED 1,2,5 513,905
JONES SODA CO COM 48023P10 369 41,043 SH DEFINED 1 41,043
JOS A BANK CLOTHIERS COM 48083810 6,611 275,921 SH DEFINED 1,2,5,6 275,921
JOURNAL COMMUNICATIO CL A 48113010 4,395 391,021 SH DEFINED 1,2 391,021
JOURNAL REGISTER CO COM 48113810 6,170 688,664 SH DEFINED 1,2,5 688,664
JOY GLOBAL INC COM 48116510 106,391 2,042,448 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,042,448
JP MORGAN CHASE & CO COM 46625H10 4,554,605 108,442,966 SH DEFINED 1,2,5,6,7,8,10,12,13,14 108,442,966
JUNIPER NETWORKS INC COM 48203R10 221,419 13,847,336 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,847,336
JUPITERMEDIA CORP COM 48207D10 3,529 271,479 SH DEFINED 1,2 271,479
K & F INDS HLDGS INC COM 48224110 3,787 213,595 SH DEFINED 1,2 213,595
K TRON INTL INC COM 48273010 245 4,800 SH DEFINED 1 4,800
K V PHARMACEUTICAL C CL A 48274020 8,591 460,398 SH DEFINED 1,2,5 460,398
K2 INC COM 48273210 10,980 1,003,632 SH DEFINED 1,2,6 1,003,632
KADANT INC COM 48282T10 6,419 279,070 SH DEFINED 1,2 279,070
KAMAN CORP COM 48354810 11,456 629,427 SH DEFINED 1,2,6 629,427
KANBAY INTL INC COM 48369P20 4,961 341,210 SH DEFINED 1,2 341,210
KANSAS CITY LIFE INS COM 48483610 3,552 84,239 SH DEFINED 1,2 84,239
KANSAS CITY SOUTHERN COM NEW 48517030 33,891 1,223,486 SH DEFINED 1,2,5,6 1,223,486
KAYDON CORP COM 48658710 20,861 559,126 SH DEFINED 1,2,5,6 559,126
KB HOME COM 48666K10 102,254 2,230,185 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,230,185
KCS ENERGY INC COM 48243420 19,193 646,214 SH DEFINED 1,2,5 646,214
KEANE INC COM 48666510 11,165 893,172 SH DEFINED 1,2,5,6 893,172
KEARNY FINL CORP COM 48716910 3,937 265,987 SH DEFINED 1,2 265,987
KEITHLEY INSTRS INC COM 48758410 1,825 143,380 SH DEFINED 1,6 143,380
KELLOGG CO COM 48783610 337,308 6,964,855 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,964,855
KELLWOOD CO COM 48804410 17,019 581,444 SH DEFINED 1,2,5,6 581,444
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
KELLY SVCS INC CL A 48815220 9,372 344,951 SH DEFINED 1,2,5,6,13 344,951
KEMET CORP COM 48836010 15,276 1,656,787 SH DEFINED 1,2,5,13 1,656,787
KENDLE INTERNATIONAL COM 48880L10 3,532 96,169 SH DEFINED 1,6 96,169
KENEXA CORP COM 48887910 4,947 155,307 SH DEFINED 1,2 155,307
KENNAMETAL INC COM 48917010 45,787 735,528 SH DEFINED 1,2,5,13 735,528
KENSEY NASH CORP COM 49005710 6,971 236,302 SH DEFINED 1,2,6 236,302
KERR MCGEE CORP COM 49238610 886,335 12,780,611 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,780,611
KERYX BIOPHARMACEUTI COM 49251510 6,439 453,461 SH DEFINED 1,2 453,461
KERZNER INTERNATIONA SHS P6065Y10 2,496 31,479 SH DEFINED 1,2,5 31,479
KEYCORP NEW COM 49326710 432,709 12,127,508 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,127,508
KEYNOTE SYS INC COM 49330810 1,823 176,816 SH DEFINED 1 176,816
KEYSPAN CORP COM 49337W10 217,294 5,378,560 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,378,560
KEYSTONE AUTOMOTIVE COM 49338N10 8,067 191,073 SH DEFINED 1,2 191,073
KFORCE INC COM 49373210 9,298 600,288 SH DEFINED 1,2,5 600,288
KFX INC COM 48245L10 13,754 900,143 SH DEFINED 1,2,5 900,143
KILROY RLTY CORP COM 49427F10 49,760 688,725 SH DEFINED 1,2,3,5 688,725
KIMBALL INTL INC CL B 49427410 7,286 369,644 SH DEFINED 1,2,5 369,644
KIMBERLY CLARK CORP COM 49436810 878,634 14,240,426 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,240,426
KIMCO REALTY CORP COM 49446R10 273,438 7,493,518 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 7,493,518
KINDER MORGAN ENERGY UT LTD PAR 49455010 8,417 183,134 SH DEFINED 1,2,5 183,134
KINDER MORGAN INC KA COM 49455P10 327,099 3,274,589 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,274,589
KINDER MORGAN MANAGE SHS 49455U10 3,009 69,939 SH DEFINED 1,2,5 69,939
KINDRED HEALTHCARE I COM 49458010 12,194 468,994 SH DEFINED 1,2,5 468,994
KINETIC CONCEPTS INC COM NEW 49460W20 45,736 1,035,932 SH DEFINED 1,2,5,12 1,035,932
KING PHARMACEUTICALS COM 49558210 217,706 12,806,223 SH DEFINED 1,2,5,6,7,10,12,13,14 12,806,223
KINROSS GOLD CORP COM NO PAR 49690240 626 57,444 SH DEFINED 1,7,10,13 57,444
KIRBY CORP COM 49726610 27,840 704,798 SH DEFINED 1,2,5,6 704,798
KIRIN BREWERY LTD SPONSORED 49735030 611 39,070 SH DEFINED 1 39,070
KIRKLANDS INC COM 49749810 121 23,094 SH DEFINED 1 23,094
KITE RLTY GROUP TR COM 49803T10 10,012 642,233 SH DEFINED 1,2,3 642,233
KKR FINL CORP COM 48247630 8,755 420,693 SH DEFINED 1,2 420,693
KLA-TENCOR CORP COM 48248010 207,645 4,995,068 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,995,068
KMG AMER CORP COM 48256310 1,738 195,886 SH DEFINED 1 195,886
KNBT BANCORP INC COM 48292110 6,828 413,324 SH DEFINED 1,2 413,324
KNIGHT CAPITAL GROUP CL A 49900510 27,926 1,833,592 SH DEFINED 1,2,5 1,833,592
KNIGHT RIDDER INC COM 49904010 1,368 22,716 SH DEFINED 1 22,716
KNIGHT TRANSN INC COM 49906410 22,888 1,133,045 SH DEFINED 1,2,5,6 1,133,045
KNOLL INC COM NEW 49890420 3,496 190,401 SH DEFINED 1,2 190,401
KNOLOGY INC COM 49918380 370 39,800 SH DEFINED 1,2 39,800
KNOT INC COM 49918410 2,228 106,470 SH DEFINED 1,2 106,470
KOHLS CORP COM 50025510 524,002 8,863,366 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,863,366
KOMAG INC COM NEW 50045320 30,443 659,226 SH DEFINED 1,2,5,6 659,226
KONINKLIJKE AHOLD N SPON ADR N 50046730 536 61,999 SH DEFINED 1,2 61,999
KONINKLIJKE PHILIPS NY REG SH 50047230 2,740 87,988 SH DEFINED 1,2 87,988
KOOKMIN BK NEW SPONSORED 50049M10 63,450 763,903 SH DEFINED 1,2,4,5 763,903
KOPIN CORP COM 50060010 3,933 1,089,543 SH DEFINED 1,2,5,6 1,089,543
KOPPERS HOLDINGS INC COM 50060P10 2,411 120,608 SH DEFINED 1 120,608
KOREA ELECTRIC PWR SPONSORED 50063110 2,694 142,100 SH DEFINED 1,2 142,100
KORN FERRY INTL COM NEW 50064320 21,596 1,102,412 SH DEFINED 1,2,5,13 1,102,412
KOS PHARMACEUTICALS COM 50064810 5,605 148,985 SH DEFINED 1,2 148,985
KOSAN BIOSCIENCES IN COM 50064W10 259 64,812 SH DEFINED 1,2,5 64,812
KRAFT FOODS INC CL A 50075N10 207,648 6,720,002 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,720,002
KRISPY KREME DOUGHNU COM 50101410 6,675 820,083 SH DEFINED 1,2,5 820,083
KROGER CO COM 50104410 485,984 22,231,663 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,231,663
KRONOS INC COM 50105210 18,035 498,070 SH DEFINED 1,2,5,6 498,070
KRONOS WORLDWIDE INC COM 50105F10 1,321 45,152 SH DEFINED 1,2 45,152
K-SWISS INC CL A 48268610 22,370 837,827 SH DEFINED 1,2,6 837,827
KT CORP SPONSORED 48268K10 6,009 280,155 SH DEFINED 1,2,7 280,155
KUBOTA CORP ADR 50117320 819 17,188 SH DEFINED 1,2 17,188
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
KULICKE & SOFFA INDS COM 50124210 9,106 1,228,922 SH DEFINED 1,2,5,6 1,228,922
KVH INDS INC COM 48273810 218 18,726 SH DEFINED 1 18,726
KYOCERA CORP ADR 50155620 1,217 15,653 SH DEFINED 1,2 15,653
KYPHON INC COM 50157710 18,334 477,940 SH DEFINED 1,2,5 477,940
L S B BANCSHARES N C COM 50215810 180 10,400 SH DEFINED 1 10,400
L-3 COMMUNICATIONS H COM 50242410 255,334 3,385,496 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,385,496
LA BARGE INC COM 50247010 987 74,355 SH DEFINED 1 74,355
LA JOLLA PHARMACEUTI COM NEW 50345930 43 11,837 SH DEFINED 1,5 11,837
LA Z BOY INC COM 50533610 15,844 1,131,715 SH DEFINED 1,2,5,6 1,131,715
LABOR READY INC COM NEW 50540120 23,652 1,044,234 SH DEFINED 1,2,5,6 1,044,234
LABORATORY CORP AMER COM NEW 50540R40 223,474 3,591,105 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,591,105
LABRANCHE & CO INC COM 50544710 12,996 1,073,174 SH DEFINED 1,2,5 1,073,174
LACLEDE GROUP INC COM 50559710 12,604 366,808 SH DEFINED 1,2,5 366,808
LADENBURG THALMAN FI COM 50575Q10 119 119,074 SH DEFINED 1,5 119,074
LADISH INC COM NEW 50575420 3,646 97,311 SH DEFINED 1,2 97,311
LAFARGE COPPEE S A SPON ADR N 50586140 657 20,970 SH DEFINED 1 20,970
LAIDLAW INTL INC COM 50730R10 21,832 866,365 SH DEFINED 1,2,5,10 866,365
LAKELAND BANCORP INC COM 51163710 3,436 219,279 SH DEFINED 1,2 219,279
LAKELAND FINL CORP COM 51165610 5,668 233,354 SH DEFINED 1,2 233,354
LAKES ENTMNT INC COM 51206P10 1,503 124,299 SH DEFINED 1,2 124,299
LAM RESEARCH CORP COM 51280710 268,353 5,743,863 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,743,863
LAMAR ADVERTISING CO CL A 51281510 59,162 1,098,447 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,098,447
LAMSON & SESSIONS CO COM 51369610 1,821 64,220 SH DEFINED 1,5 64,220
LANCASTER COLONY COR COM 51384710 20,957 530,951 SH DEFINED 1,2,5,13 530,951
LANCE INC COM 51460610 13,398 582,006 SH DEFINED 1,2,6 582,006
LANDAMERICA FINL GRO COM 51493610 23,649 366,087 SH DEFINED 1,2,5 366,087
LANDAUER INC COM 51476K10 7,492 156,411 SH DEFINED 1,2 156,411
LANDEC CORP COM 51476610 276 29,811 SH DEFINED 1 29,811
LANDRYS RESTAURANTS COM 51508L10 9,443 291,000 SH DEFINED 1,2,6 291,000
LANDSTAR SYS INC COM 51509810 48,680 1,030,699 SH DEFINED 1,2,5,6 1,030,699
LAS VEGAS SANDS CORP COM 51783410 56,924 731,103 SH DEFINED 1,2,5,6,7,8,10,12,13,14 731,103
LASALLE HOTEL PPTYS COM SH BEN 51794210 50,864 1,098,571 SH DEFINED 1,2,3,5 1,098,571
LASERCARD CORP COM 51807U10 182 13,916 SH DEFINED 1 13,916
LASERSCOPE COM 51808110 8,936 290,051 SH DEFINED 1,2,6 290,051
LATTICE SEMICONDUCTO COM 51841510 13,736 2,222,676 SH DEFINED 1,2,5,13 2,222,676
LAUDER ESTEE COS INC CL A 51843910 118,416 3,062,220 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,062,220
LAUREATE EDUCATION I COM 51861310 32,298 757,639 SH DEFINED 1,2,5,12,13 757,639
LAWSON PRODS INC COM 52077610 8,793 223,072 SH DEFINED 1,2,6 223,072
LAWSON SOFTWARE INC COM 52078P10 9,580 1,429,886 SH DEFINED 1,2,5 1,429,886
LAYNE CHRISTENSEN CO COM 52105010 3,882 136,917 SH DEFINED 1 136,917
LAZARD LTD SHS A G5405010 435 10,773 SH DEFINED 1,2 10,773
LCA-VISION INC COM PAR $. 50180330 15,027 284,017 SH DEFINED 1,2,6 284,017
LEADIS TECHNOLOGY IN COM 52171N10 229 41,532 SH DEFINED 1 41,532
LEAP WIRELESS INTL I COM NEW 52186330 4,071 85,789 SH DEFINED 1,2,5 85,789
LEAPFROG ENTERPRISES CL A 52186N10 4,137 409,583 SH DEFINED 1,2,5 409,583
LEAR CORP COM 52186510 29,517 1,329,003 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,329,003
LEARNING TREE INTL I COM 52201510 661 75,423 SH DEFINED 1,2 75,423
LECG CORP COM 52323410 3,597 194,736 SH DEFINED 1,2 194,736
LECROY CORP COM 52324W10 1,802 125,587 SH DEFINED 1,2 125,587
LEE ENTERPRISES INC COM 52376810 20,419 757,664 SH DEFINED 1,2,6,13 757,664
LEGG MASON INC COM 52490110 326,243 3,278,167 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,278,167
LEGGETT & PLATT INC COM 52466010 129,994 5,203,939 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,203,939
LEHMAN BROS HLDGS IN COM 52490810 1,083,867 16,636,480 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,636,480
LENNAR CORP CL A 52605710 156,981 3,537,993 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,537,993
LENNOX INTL INC COM 52610710 23,097 872,232 SH DEFINED 1,2,5,6 872,232
LENOX GROUP INC COM 52626210 635 89,519 SH DEFINED 1,5,6 89,519
LESCO INC OHIO COM 52687210 191 12,290 SH DEFINED 1 12,290
LEUCADIA NATL CORP COM 52728810 80,794 2,767,850 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,767,850
LEVEL 3 COMMUNICATIO COM 52729N10 53,118 11,963,525 SH DEFINED 1,2,5,12 11,963,525
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
LEVITT CORP CL A 52742P10 7,504 468,991 SH DEFINED 1,2,5,8 468,991
LEXICON GENETICS INC COM 52887210 4,825 1,099,153 SH DEFINED 1,2,5 1,099,153
LEXINGTON CORP PPTYS COM 52904310 15,065 697,458 SH DEFINED 1,2,3,5 697,458
LEXMARK INTL NEW CL A 52977110 283,350 5,075,227 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,075,227
LG PHILIP LCD CO LTD SPONS ADR 50186V10 297 16,380 SH DEFINED 1,2 16,380
LHC GROUP INC COM 50187A10 911 45,726 SH DEFINED 1 45,726
LIBBEY INC COM 52989810 996 135,484 SH DEFINED 1,6 135,484
LIBERTY GLOBAL INC COM SER A 53055510 72,149 3,355,780 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,355,780
LIBERTY GLOBAL INC COM SER C 53055530 46,149 2,243,510 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,243,510
LIBERTY MEDIA HLDG C INT COM SE 53071M10 144,656 8,380,997 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,380,997
LIBERTY MEDIA HLDG C CAP COM SE 53071M30 137,264 1,638,578 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,638,578
LIBERTY PPTY TR SH BEN INT 53117210 103,980 2,352,498 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,352,498
LIFE TIME FITNESS IN COM 53217R20 14,307 309,204 SH DEFINED 1,2 309,204
LIFECELL CORP COM 53192710 12,267 396,729 SH DEFINED 1,2 396,729
LIFECORE BIOMEDICAL COM 53218710 202 12,875 SH DEFINED 1 12,875
LIFEPOINT HOSPITALS COM 53219L10 27,008 840,591 SH DEFINED 1,2,5,13 840,591
LIFETIME BRANDS INC COM 53222Q10 2,083 96,109 SH DEFINED 1 96,109
LIFEWAY FOODS INC COM 53191410 149 11,600 SH DEFINED 1 11,600
LIGHTBRIDGE INC COM 53222610 2,416 186,541 SH DEFINED 1,2 186,541
LILLY ELI & CO COM 53245710 1,571,745 28,437,585 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,437,585
LIMITED BRANDS INC COM 53271610 239,811 9,371,267 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,371,267
LIN TV CORP CL A 53277410 4,043 535,448 SH DEFINED 1,2 535,448
LINCARE HLDGS INC COM 53279110 78,036 2,062,266 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,062,266
LINCOLN EDL SVCS COR COM 53353510 573 33,531 SH DEFINED 1,2 33,531
LINCOLN ELEC HLDGS I COM 53390010 48,284 770,693 SH DEFINED 1,2,5,13 770,693
LINCOLN NATL CORP IN COM 53418710 483,113 8,559,757 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,559,757
LINDSAY MFG CO COM 53555510 6,099 224,875 SH DEFINED 1,2,5,6 224,875
LINEAR TECHNOLOGY CO COM 53567810 275,365 8,222,292 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,222,292
LINN ENERGY LLC UNIT 99/99 53602010 315 15,016 SH DEFINED 1,2 15,016
LIONBRIDGE TECHNOLOG COM 53625210 4,133 747,374 SH DEFINED 1,2 747,374
LIPMAN ELECTRONIC EN ORD M6772H10 201 7,071 SH DEFINED 2,5 7,071
LIQUIDITY SERVICES I COM 53635B10 1,232 79,107 SH DEFINED 1 79,107
LITHIA MTRS INC CL A 53679710 6,430 212,069 SH DEFINED 1,2,5 212,069
LITTELFUSE INC COM 53700810 20,238 588,651 SH DEFINED 1,2,6 588,651
LIVE NATION INC COM 53803410 28,049 1,377,657 SH DEFINED 1,2,5,6 1,377,657
LIVEPERSON INC COM 53814610 185 38,189 SH DEFINED 1 38,189
LIZ CLAIBORNE INC COM 53932010 124,420 3,357,258 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,357,258
LKQ CORP COM 50188920 12,750 671,057 SH DEFINED 1,2,6 671,057
LLOYDS TSB GROUP PLC SPONSORED 53943910 2,738 69,358 SH DEFINED 1,2 69,358
LOCKHEED MARTIN CORP COM 53983010 5,775,490 80,505,848 SH DEFINED 1,2,5,6,7,8,10,12,13,14 80,505,848
LODGENET ENTMT CORP COM 54021110 5,271 282,605 SH DEFINED 1,2 282,605
LODGIAN INC COM PAR $. 54021P40 4,751 333,410 SH DEFINED 1,2 333,410
LOEWS CORP COM 54042410 340,301 9,599,459 SH DEFINED 1,2,5,6,10,12,13 9,599,459
LOEWS CORP CAROLNA GP 54042420 187,665 3,653,201 SH DEFINED 1,2,5,7,10,14 3,653,201
LOGILITY INC COM 54140Y10 450 46,900 SH DEFINED 1,2 46,900
LO-JACK CORP COM 53945110 7,358 390,123 SH DEFINED 1,2,6 390,123
LONE STAR STEAKHOUSE COM 54230710 8,911 339,742 SH DEFINED 1,2,6 339,742
LONE STAR TECHNOLOGI COM 54231210 30,747 569,180 SH DEFINED 1,2 569,180
LONGS DRUG STORES CO COM 54316210 31,916 699,602 SH DEFINED 1,2,5,6 699,602
LONGVIEW FIBRE CO COM 54321310 18,602 974,436 SH DEFINED 1,2,5,13 974,436
LOOKSMART LTD COM NEW 54344250 61 18,888 SH DEFINED 1 18,888
LORAL SPACE & COMMUN COM 54388110 1,289 45,465 SH DEFINED 1,2 45,465
LOUISIANA PAC CORP COM 54634710 184,629 8,430,530 SH DEFINED 1,2,5,6,7,10,12,13,14 8,430,530
LOWES COS INC COM 54866110 3,306,043 54,492,225 SH DEFINED 1,2,5,6,7,8,10,12,13,14 54,492,225
LSB INDS INC COM 50216010 167 20,248 SH DEFINED 1 20,248
LSI INDS INC COM 50216C10 4,523 266,242 SH DEFINED 1,2 266,242
LSI LOGIC CORP COM 50216110 112,266 12,543,674 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,543,674
LTC PPTYS INC COM 50217510 9,170 410,281 SH DEFINED 1,2,3,5 410,281
LTX CORP COM 50239210 5,371 766,156 SH DEFINED 1,2,5 766,156
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
LUBRIZOL CORP COM 54927110 123,445 3,097,747 SH DEFINED 1,2,5,13 3,097,747
LUBYS INC COM 54928210 4,377 419,648 SH DEFINED 1,2 419,648
LUCENT TECHNOLOGIES COM 54946310 271,699 112,272,153 SH DEFINED 1,2,5,6,7,8,10,12,13,14 112,272,153
LUFKIN INDS INC COM 54976410 11,867 199,683 SH DEFINED 1,2 199,683
LUMINENT MTG CAP INC COM 55027830 7,585 819,138 SH DEFINED 1,2,5 819,138
LUMINEX CORP DEL COM 55027E10 8,757 503,555 SH DEFINED 1,2,5 503,555
LUXOTTICA GROUP S P SPONSORED 55068R20 10,851 399,964 SH DEFINED 1 399,964
LYDALL INC DEL COM 55081910 334 36,196 SH DEFINED 1,6 36,196
LYONDELL CHEMICAL CO COM 55207810 107,484 4,743,356 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,743,356
M & F WORLDWIDE CORP COM 55254110 2,619 162,658 SH DEFINED 1,2 162,658
M & T BK CORP COM 55261F10 244,519 2,073,598 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,073,598
M D C HLDGS INC COM 55267610 32,661 628,938 SH DEFINED 1,2,5,13 628,938
M SYS FLASH DISK PIO ORD M7061C10 321 10,824 SH DEFINED 1,2,5 10,824
M/I HOMES INC COM 55305B10 7,690 219,202 SH DEFINED 1,2,6 219,202
MACATAWA BK CORP COM 55422510 4,906 209,751 SH DEFINED 1 209,751
MACDERMID INC COM 55427310 12,922 448,696 SH DEFINED 1,2,5 448,696
MACERICH CO COM 55438210 133,433 1,900,752 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,900,752
MAC-GRAY CORP COM 55415310 130 10,500 SH DEFINED 1 10,500
MACK CALI RLTY CORP COM 55448910 68,673 1,495,490 SH DEFINED 1,2,3,5,13 1,495,490
MACQUARIE INFRASTRUC SH BEN INT 55607X10 791 28,672 SH DEFINED 1,2 28,672
MACRONIX INTL LTD SPONS ADR 55610376 53 19,529 SH DEFINED 1 19,529
MACROVISION CORP COM 55590410 23,156 1,076,027 SH DEFINED 1,2,5,13 1,076,027
MADDEN STEVEN LTD COM 55626910 16,119 544,177 SH DEFINED 1,2,5 544,177
MAF BANCORP INC COM 55261R10 22,477 524,663 SH DEFINED 1,2,5 524,663
MAGELLAN HEALTH SVCS COM NEW 55907920 24,339 537,171 SH DEFINED 1,2 537,171
MAGELLAN MIDSTREAM H COM LP INT 55907R10 530 25,412 SH DEFINED 1,2 25,412
MAGELLAN MIDSTREAM P COM UNIT R 55908010 2,903 85,438 SH DEFINED 1,2,5 85,438
MAGMA DESIGN AUTOMAT COM 55918110 4,002 544,515 SH DEFINED 1,2 544,515
MAGNA ENTMT CORP CL A 55921110 2,597 493,808 SH DEFINED 1 493,808
MAGNA INTL INC CL A 55922240 810 11,256 SH DEFINED 1,2 11,256
MAGNETEK INC COM 55942410 198 73,366 SH DEFINED 1,5,6 73,366
MAGUIRE PPTYS INC COM 55977510 29,694 844,312 SH DEFINED 1,2,3,5 844,312
MAIDENFORM BRANDS IN COM 56030510 1,522 123,400 SH DEFINED 1,2 123,400
MAINSOURCE FINANCIAL COM 56062Y10 4,128 236,850 SH DEFINED 1,2 236,850
MAIR HOLDINGS INC COM 56063510 585 94,269 SH DEFINED 1 94,269
MAJESCO ENTERTAINMEN COM NEW 56069020 217 133,092 SH DEFINED 1 133,092
MAKITA CORP ADR NEW 56087730 366 11,729 SH DEFINED 1,2 11,729
MANAGEMENT NETWORK G COM 56169310 35 16,180 SH DEFINED 1 16,180
MANHATTAN ASSOCS INC COM 56275010 11,786 580,859 SH DEFINED 1,2,5,6 580,859
MANITOWOC INC COM 56357110 42,660 958,641 SH DEFINED 1,2,5,6,12 958,641
MANNATECH INC COM 56377110 7,261 575,792 SH DEFINED 1,2 575,792
MANNKIND CORP COM 56400P20 8,187 384,185 SH DEFINED 1,2 384,185
MANOR CARE INC NEW COM 56405510 136,196 2,902,719 SH DEFINED 1,2,5,6,10,12,13 2,902,719
MANPOWER INC COM 56418H10 201,454 3,118,481 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,118,481
MANTECH INTL CORP CL A 56456310 14,572 472,198 SH DEFINED 1,2,6 472,198
MANUGISTICS GROUP IN COM 56501110 214 85,710 SH DEFINED 1,5 85,710
MANULIFE FINL CORP COM 56501R10 9,388 295,486 SH DEFINED 1,2,5,13,14 295,486
MAPINFO CORP COM 56510510 3,941 301,968 SH DEFINED 1,2,5,6 301,968
MARATHON OIL CORP COM 56584910 1,029,744 12,361,869 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,361,869
MARCHEX INC CL B 56624R10 4,220 256,821 SH DEFINED 1,2 256,821
MARCUS CORP COM 56633010 7,654 366,579 SH DEFINED 1,2,6 366,579
MARINE PRODS CORP COM 56842710 1,634 167,959 SH DEFINED 1,2 167,959
MARINEMAX INC COM 56790810 6,996 266,704 SH DEFINED 1,2,6 266,704
MARINER ENERGY INC COM 56845T30 8,314 452,584 SH DEFINED 1,2,5 452,584
MARITRANS INC COM 57036310 3,838 154,120 SH DEFINED 1 154,120
MARKEL CORP COM 57053510 43,533 125,454 SH DEFINED 1,2,5,12 125,454
MARKETAXESS HLDGS IN COM 57060D10 3,370 306,080 SH DEFINED 1 306,080
MARKWEST ENERGY PART UNIT LTD P 57075910 425 10,289 SH DEFINED 1,2 10,289
MARKWEST HYDROCARBON COM 57076210 2,145 86,656 SH DEFINED 1,2 86,656
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
MARLIN BUSINESS SVCS COM 57115710 2,059 91,246 SH DEFINED 1,2 91,246
MARRIOTT INTL INC NE CL A 57190320 384,040 10,074,504 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,074,504
MARSH & MCLENNAN COS COM 57174810 385,943 14,352,667 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,352,667
MARSH SUPERMARKETS I CL B 57178320 155 12,883 SH DEFINED 1 12,883
MARSHALL & ILSLEY CO COM 57183410 257,577 5,631,333 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,631,333
MARSHALL EDWARDS INC COM 57232230 289 85,154 SH DEFINED 1 85,154
MARTEK BIOSCIENCES C COM 57290110 20,473 707,179 SH DEFINED 1,2,5,13 707,179
MARTEN TRANS LTD COM 57307510 4,277 196,732 SH DEFINED 1 196,732
MARTHA STEWART LIVIN CL A 57308310 4,902 293,366 SH DEFINED 1,2 293,366
MARTIN MARIETTA MATL COM 57328410 178,542 1,958,776 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,958,776
MARVEL ENTERTAINMENT COM 57383T10 14,844 742,183 SH DEFINED 1,2,5 742,183
MARVELL TECHNOLOGY G ORD G5876H10 56,804 1,281,382 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,281,382
MASCO CORP COM 57459910 347,014 11,707,620 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,707,620
MASSBANK CORP READ M COM 57615210 227 6,931 SH DEFINED 1,2 6,931
MASSEY ENERGY CORP COM 57620610 35,138 976,065 SH DEFINED 1,2,5,6,7,8,10,12,13,14 976,065
MASTEC INC COM 57632310 6,820 516,279 SH DEFINED 1,2,5 516,279
MASTERCARD INC COM 57636Q10 5,393 112,357 SH DEFINED 1,2,5 112,357
MATERIAL SCIENCES CO COM 57667410 1,602 177,458 SH DEFINED 1 177,458
MATRIA HEALTHCARE IN COM NEW 57681720 7,798 364,032 SH DEFINED 1,2,5,6 364,032
MATRIX SVC CO COM 57685310 1,253 109,565 SH DEFINED 1,5 109,565
MATSUSHITA ELEC INDL ADR 57687920 3,155 149,310 SH DEFINED 1,2 149,310
MATTEL INC COM 57708110 166,919 10,110,173 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,110,173
MATTHEWS INTL CORP CL A 57712810 19,456 564,421 SH DEFINED 1,2,5 564,421
MATTSON TECHNOLOGY I COM 57722310 5,567 569,818 SH DEFINED 1,2 569,818
MAUI LD & PINEAPPLE COM 57734510 2,159 57,123 SH DEFINED 1,2 57,123
MAVERICK TUBE CORP COM 57791410 32,659 516,844 SH DEFINED 1,2,5 516,844
MAX RE CAPITAL LTD H SHS G6052F10 1,110 50,837 SH DEFINED 1,2,5 50,837
MAXIM INTEGRATED PRO COM 57772K10 269,049 8,378,967 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,378,967
MAXIMUS INC COM 57793310 7,087 306,114 SH DEFINED 1,2,5,6 306,114
MAXWELL TECHNOLOGIES COM 57776710 1,556 79,276 SH DEFINED 1 79,276
MAXYGEN INC COM 57777610 2,973 397,517 SH DEFINED 1,2 397,517
MB FINANCIAL INC NEW COM 55264U10 11,870 335,681 SH DEFINED 1,2 335,681
MBIA INC COM 55262C10 236,827 4,044,863 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,044,863
MBT FINL CORP COM 57887710 3,324 207,776 SH DEFINED 1,2 207,776
MCAFEE INC COM 57906410 120,175 4,951,568 SH DEFINED 1,2,5,7,10,12,13,14 4,951,568
MCCLATCHY CO CL A 57948910 24,372 607,470 SH DEFINED 1,2,5,6,7,8,10,12,13,14 607,470
MCCORMICK & CO INC COM NON VT 57978020 125,885 3,752,153 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,752,153
MCCORMICK & SCHMICKS COM 57979310 2,487 104,496 SH DEFINED 1 104,496
MCDATA CORP CL A 58003120 11,709 2,869,824 SH DEFINED 1,2,5,13 2,869,824
MCDERMOTT INTL INC COM 58003710 7,893 173,582 SH DEFINED 1,2,5,12 173,582
MCDONALDS CORP COM 58013510 1,546,163 46,016,765 SH DEFINED 1,2,5,6,7,8,10,12,13,14 46,016,765
MCG CAPITAL CORP COM 58047P10 12,440 782,366 SH DEFINED 1,2 782,366
MCGRATH RENTCORP COM 58058910 7,278 261,701 SH DEFINED 1,2 261,701
MCGRAW HILL COS INC COM 58064510 622,248 12,387,985 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,387,985
MCKESSON CORP COM 58155Q10 569,068 12,036,126 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,036,126
MCMORAN EXPLORATION COM 58241110 5,321 302,319 SH DEFINED 1,2 302,319
MDU RES GROUP INC COM 55269010 65,985 1,802,380 SH DEFINED 1,2,5,12,13 1,802,380
MEADOWBROOK INS GROU COM 58319P10 912 109,580 SH DEFINED 1 109,580
MEADWESTVACO CORP COM 58333410 142,954 5,118,281 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,118,281
MEASUREMENT SPECIALT COM 58342110 4,034 181,126 SH DEFINED 1,2 181,126
MECHANICAL TECHNOLOG COM 58353810 119 48,118 SH DEFINED 1,2,5 48,118
MEDALLION FINL CORP COM 58392810 874 67,457 SH DEFINED 1,2 67,457
MEDAREX INC COM 58391610 16,335 1,699,780 SH DEFINED 1,2,5 1,699,780
MEDCATH CORP COM 58404W10 2,603 138,151 SH DEFINED 1,2 138,151
MEDCO HEALTH SOLUTIO COM 58405U10 463,291 8,088,187 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,088,187
MEDIA GEN INC CL A 58440410 18,823 449,335 SH DEFINED 1,2,6,13 449,335
MEDIACOM COMMUNICATI CL A 58446K10 5,239 840,900 SH DEFINED 1,2,5 840,900
MEDICAL ACTION INDS COM 58449L10 908 41,093 SH DEFINED 1 41,093
MEDICAL PPTYS TRUST COM 58463J30 3,635 329,298 SH DEFINED 1,2,3 329,298
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
MEDICAL STAFFING NET COM 58463F10 167 33,400 SH DEFINED 1,2 33,400
MEDICINES CO COM 58468810 12,718 650,551 SH DEFINED 1,2,5 650,551
MEDICIS PHARMACEUTIC CL A NEW 58469030 29,393 1,224,709 SH DEFINED 1,2,5,13 1,224,709
MEDIFAST INC COM 58470H10 1,199 67,086 SH DEFINED 1 67,086
MEDIMMUNE INC COM 58469910 179,694 6,630,788 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,630,788
MEDIS TECHNOLOGIES L COM 58500P10 4,389 216,440 SH DEFINED 1,2 216,440
MEDTRONIC INC COM 58505510 1,608,666 34,285,284 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,285,284
MELLON FINL CORP COM 58551A10 375,107 10,894,777 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,894,777
MEMC ELECTR MATLS IN COM 55271510 119,656 3,190,815 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,190,815
MENS WEARHOUSE INC COM 58711810 20,724 683,975 SH DEFINED 1,2,5,6 683,975
MENTOR CORP MINN COM 58718810 26,151 601,177 SH DEFINED 1,2,5,6,12 601,177
MENTOR GRAPHICS CORP COM 58720010 19,783 1,524,122 SH DEFINED 1,2,5,13 1,524,122
MERCANTILE BANK CORP COM 58737610 4,086 102,540 SH DEFINED 1,5 102,540
MERCANTILE BANKSHARE COM 58740510 80,744 2,263,643 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,263,643
MERCER INTL INC COM 58805610 3,092 356,263 SH DEFINED 1 356,263
MERCK & CO INC COM 58933110 2,672,566 73,361,692 SH DEFINED 1,2,5,6,7,8,10,12,13,14 73,361,692
MERCURY COMPUTER SYS COM 58937810 6,568 426,763 SH DEFINED 1,2,5,6 426,763
MERCURY GENL CORP NE COM 58940010 53,437 947,963 SH DEFINED 1,2,5,12,13 947,963
MEREDITH CORP COM 58943310 46,140 931,376 SH DEFINED 1,2,5,6,10,13 931,376
MERGE TECHNOLOGIES I COM 58998110 3,183 258,542 SH DEFINED 1,2,5 258,542
MERIDIAN BIOSCIENCE COM 58958410 5,052 202,485 SH DEFINED 1,2 202,485
MERIDIAN GOLD INC COM 58997510 4,556 143,815 SH DEFINED 1,2,7,12 143,815
MERIDIAN RESOURCE CO COM 58977Q10 4,228 1,207,902 SH DEFINED 1,2,5 1,207,902
MERIT MED SYS INC COM 58988910 7,613 553,293 SH DEFINED 1,2,6 553,293
MERITAGE HOMES CORP COM 59001A10 27,969 591,934 SH DEFINED 1,2,5,6 591,934
MERIX CORP COM 59004910 331 30,203 SH DEFINED 1,2,5 30,203
MERRILL LYNCH & CO I COM 59018810 5,612,353 80,683,621 SH DEFINED 1,2,5,6,7,8,10,12,13,14 80,683,621
MESA AIR GROUP INC COM 59047910 5,421 550,380 SH DEFINED 1,6 550,380
MESTEK INC COM 59082910 354 21,296 SH DEFINED 1 21,296
MET PRO CORP COM 59087630 158 12,664 SH DEFINED 1 12,664
METABASIS THERAPEUTI COM 59101M10 494 64,794 SH DEFINED 1 64,794
METAL MGMT INC COM NEW 59109720 13,718 448,020 SH DEFINED 1,2 448,020
METASOLV INC COM 59139P10 155 54,836 SH DEFINED 1 54,836
METHODE ELECTRS INC COM 59152020 6,042 574,877 SH DEFINED 1,2,6 574,877
METLIFE INC COM 59156R10 1,166,255 22,773,964 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,773,964
METRETEK TECHNOLOGIE COM 59159Q10 1,280 74,479 SH DEFINED 1,2 74,479
METROCORP BANCSHARES COM 59165010 919 31,378 SH DEFINED 1 31,378
METROLOGIC INSTRS IN COM 59167610 3,917 260,934 SH DEFINED 1,2 260,934
METSO CORP SPONSORED 59267110 242 6,699 SH DEFINED 1 6,699
METTLER TOLEDO INTER COM 59268810 78,997 1,304,234 SH DEFINED 1,2,5,10,12 1,304,234
MFA MTG INVTS INC COM 55272X10 7,810 1,135,156 SH DEFINED 1,2 1,135,156
MGE ENERGY INC COM 55277P10 9,020 289,564 SH DEFINED 1,2 289,564
MGI PHARMA INC COM 55288010 27,455 1,276,998 SH DEFINED 1,2,5,6 1,276,998
MGIC INVT CORP WIS COM 55284810 163,178 2,510,436 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,510,436
MGM MIRAGE COM 55295310 71,415 1,750,376 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,750,376
MGP INGREDIENTS INC COM 55302G10 1,208 52,012 SH DEFINED 1 52,012
MICHAELS STORES INC COM 59408710 133,848 3,245,583 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,245,583
MICREL INC COM 59479310 20,062 2,004,173 SH DEFINED 1,2,5,13 2,004,173
MICRO LINEAR CORP COM 59485010 30 12,300 SH DEFINED 1 12,300
MICROCHIP TECHNOLOGY COM 59501710 140,949 4,201,168 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,201,168
MICRON TECHNOLOGY IN COM 59511210 398,305 26,447,900 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,447,900
MICROS SYS INC COM 59490110 25,667 587,621 SH DEFINED 1,2,6 587,621
MICROSEMI CORP COM 59513710 24,774 1,016,142 SH DEFINED 1,2,5,6 1,016,142
MICROSOFT CORP COM 59491810 5,975,839 256,473,771 SH DEFINED 1,2,5,6,7,8,10,12,13,14 256,473,771
MICROSTRATEGY INC CL A NEW 59497240 27,397 280,942 SH DEFINED 1,2,5 280,942
MICROTEK MEDICAL HLD COM 59515B10 162 42,533 SH DEFINED 1,5 42,533
MICROTUNE INC DEL COM 59514P10 3,815 609,476 SH DEFINED 1,2,5 609,476
MICROVISION INC DEL COM 59496010 41 21,210 SH DEFINED 1 21,210
MID-AMER APT CMNTYS COM 59522J10 29,584 530,646 SH DEFINED 1,2,3 530,646
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
MIDAS GROUP INC COM 59562610 5,963 324,057 SH DEFINED 1,2,6 324,057
MIDDLEBY CORP COM 59627810 7,941 91,745 SH DEFINED 1,2 91,745
MIDDLESEX WATER CO COM 59668010 1,889 99,860 SH DEFINED 1,2,5 99,860
MIDLAND CO COM 59748610 7,182 189,096 SH DEFINED 1,2 189,096
MID-STATE BANCSHARES COM 59544010 8,975 320,539 SH DEFINED 1,2 320,539
MIDWAY GAMES INC COM 59814810 2,078 256,842 SH DEFINED 1,2 256,842
MIDWEST AIR GROUP IN COM 59791110 107 21,189 SH DEFINED 1 21,189
MIDWEST BANC HOLDING COM 59825110 3,859 173,445 SH DEFINED 1,2 173,445
MILACRON INC COM 59870910 83 82,680 SH DEFINED 1,2,5,6 82,680
MILLEA HOLDINGS INC ADR 60032R10 12,261 131,783 SH DEFINED 1,2 131,783
MILLENNIUM CELL INC COM 60038B10 21 14,948 SH DEFINED 1 14,948
MILLENNIUM PHARMACEU COM 59990210 56,377 5,654,622 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,654,622
MILLER HERMAN INC COM 60054410 26,480 1,027,563 SH DEFINED 1,2,5,6,12,13 1,027,563
MILLER INDS INC TENN COM NEW 60055120 1,225 59,170 SH DEFINED 1 59,170
MILLICOM INTL CELLUL SHS NEW L6388F11 1,080 23,768 SH DEFINED 1,5 23,768
MILLIPORE CORP COM 60107310 87,678 1,391,939 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,391,939
MILLS CORP COM 60114810 27,730 1,036,644 SH DEFINED 1,2,3,5 1,036,644
MINDSPEED TECHNOLOGI COM 60268210 1,000 415,029 SH DEFINED 1,2,5 415,029
MINE SAFETY APPLIANC COM 60272010 26,516 659,598 SH DEFINED 1,2,5,13 659,598
MINERALS TECHNOLOGIE COM 60315810 51,603 992,361 SH DEFINED 1,2,5,13 992,361
MIPS TECHNOLOGIES IN COM 60456710 3,320 546,977 SH DEFINED 1 546,977
MIRANT CORP NEW COM 60467R10 13,616 508,059 SH DEFINED 1,2,5 508,059
MISSION WEST PPTYS I COM 60520310 303 27,331 SH DEFINED 1,3,5 27,331
MITSUBISHI UFJ FINL SPONSORED 60682210 23,496 1,684,321 SH DEFINED 1,2 1,684,321
MITSUI & CO LTD ADR 60682720 1,543 5,469 SH DEFINED 1,2 5,469
MITTAL STEEL CO N V NY REG SH 60684P10 229 7,500 SH DEFINED 1,5 7,500
MIVA INC COM 55311R10 5,402 1,333,900 SH DEFINED 1,5,6 1,333,900
MKS INSTRUMENT INC COM 55306N10 20,795 1,033,535 SH DEFINED 1,2,5 1,033,535
MOBILE MINI INC COM 60740F10 14,629 499,980 SH DEFINED 1,2,5,6 499,980
MOBILE TELESYSTEMS O SPONSORED 60740910 32,430 1,101,555 SH DEFINED 1,2,4,5 1,101,555
MOBILITY ELECTRONICS COM 60741U10 2,154 296,747 SH DEFINED 1,2 296,747
MOBIUS MGMT SYSTEMS COM 60692510 109 18,840 SH DEFINED 1 18,840
MOCON INC COM 60749410 99 10,400 SH DEFINED 1 10,400
MODINE MFG CO COM 60782810 23,649 1,012,372 SH DEFINED 1,2,5,6,13 1,012,372
MODTECH HLDGS INC COM 60783C10 100 14,767 SH DEFINED 1 14,767
MOHAWK INDS INC COM 60819010 72,072 1,024,478 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,024,478
MOLDFLOW CORP COM 60850710 155 13,200 SH DEFINED 1 13,200
MOLECULAR DEVICES CO COM 60851C10 14,994 490,657 SH DEFINED 1,2 490,657
MOLEX INC COM 60855410 110,052 3,278,283 SH DEFINED 1,2,5,6,10,12,13 3,278,283
MOLEX INC CL A 60855420 2,933 102,097 SH DEFINED 1,2,5,12 102,097
MOLINA HEALTHCARE IN COM 60855R10 10,186 267,695 SH DEFINED 1,2 267,695
MOLSON COORS BREWING CL B 60871R20 92,960 1,369,482 SH DEFINED 1,2,5,6,10,12,13 1,369,482
MOMENTA PHARMACEUTIC COM 60877T10 1,895 149,093 SH DEFINED 1,2,5 149,093
MONACO COACH CORP COM 60886R10 8,809 693,586 SH DEFINED 1,2,6 693,586
MONARCH CASINO & RES COM 60902710 5,063 180,045 SH DEFINED 1,2 180,045
MONEYGRAM INTL INC COM 60935Y10 59,026 1,738,630 SH DEFINED 1,2,5,12,13 1,738,630
MONMOUTH REAL ESTATE CL A 60972010 124 15,370 SH DEFINED 1,3 15,370
MONOGRAM BIOSCIENCES COM 60975U10 3,099 1,565,213 SH DEFINED 1,2 1,565,213
MONOLITHIC PWR SYS I COM 60983910 4,637 391,956 SH DEFINED 1,2 391,956
MONRO MUFFLER BRAKE COM 61023610 4,369 134,186 SH DEFINED 1,5 134,186
MONSANTO CO NEW COM 61166W10 800,527 9,508,572 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,508,572
MONSTER WORLDWIDE IN COM 61174210 143,187 3,356,459 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,356,459
MONTPELIER RE HOLDIN SHS G6218510 1,958 113,256 SH DEFINED 1,2,5 113,256
MOODYS CORP COM 61536910 357,222 6,559,338 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,559,338
MOOG INC CL A 61539420 22,859 668,011 SH DEFINED 1,2,6 668,011
MORGAN STANLEY COM NEW 61744644 7,385,369 116,838,620 SH DEFINED 1,2,5,6,7,8,10,12,13,14 116,838,620
MORGAN STANLEY INDIA COM 61745C10 4,199 96,329 SH DEFINED 7 96,329
MORGANS HOTEL GROUP COM 61748W10 2,839 182,443 SH DEFINED 1 182,443
MORNINGSTAR INC COM 61770010 8,183 197,282 SH DEFINED 1,2 197,282
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
MORTGAGEIT HLDGS INC COM 61915Q10 3,884 322,042 SH DEFINED 1,2 322,042
MORTONS RESTAURANT G COM 61943010 1,151 75,117 SH DEFINED 1 75,117
MOSAIC CO COM 61945A10 18,228 1,164,741 SH DEFINED 1,2,5 1,164,741
MOSYS INC COM 61971810 557 71,235 SH DEFINED 1 71,235
MOTHERS WK INC COM 61990310 508 14,506 SH DEFINED 1,2 14,506
MOTOROLA INC COM 62007610 1,502,653 74,573,373 SH DEFINED 1,2,5,6,7,8,10,12,13,14 74,573,373
MOVADO GROUP INC COM 62458010 7,037 306,627 SH DEFINED 1,2 306,627
MOVIE GALLERY INC COM 62458110 1,678 270,212 SH DEFINED 1,2 270,212
MPS GROUP INC COM 55340910 36,051 2,393,833 SH DEFINED 1,2,5,13 2,393,833
MRO SOFTWARE INC COM 55347W10 9,395 468,131 SH DEFINED 1,2,5,6 468,131
MRV COMMUNICATIONS I COM 55347710 5,218 1,677,803 SH DEFINED 1,2,5 1,677,803
MSC INDL DIRECT INC CL A 55353010 33,593 706,180 SH DEFINED 1,2,5,13 706,180
MTC TECHNOLOGIES INC COM 55377A10 2,809 118,869 SH DEFINED 1,2 118,869
MTI TECHNOLOGY CORP COM 55390310 16 13,700 SH DEFINED 1 13,700
MTR GAMING GROUP INC COM 55376910 2,733 291,364 SH DEFINED 1,5 291,364
MTS SYS CORP COM 55377710 15,011 379,920 SH DEFINED 1,2,6 379,920
MUELLER INDS INC COM 62475610 20,546 622,039 SH DEFINED 1,2,5,6 622,039
MUELLER WTR PRODS IN COM SER A 62475810 1,275 73,244 SH DEFINED 1,2 73,244
MULTI FINELINE ELECT COM 62541B10 4,571 137,734 SH DEFINED 1,2,5 137,734
MULTIMEDIA GAMES INC COM 62545310 13,013 1,284,562 SH DEFINED 1,2,5,6 1,284,562
MUNICIPAL MTG & EQUI GROWTH SHS 62624B10 300 11,044 SH DEFINED 1,5 11,044
MURPHY OIL CORP COM 62671710 233,556 4,181,092 SH DEFINED 1,2,5,6,10,12,13 4,181,092
MVC CAPITAL INC COM 55382910 506 37,660 SH DEFINED 1 37,660
MWI VETERINARY SUPPL COM 55402X10 1,976 54,238 SH DEFINED 1 54,238
MYERS INDS INC COM 62846410 6,656 387,195 SH DEFINED 1,2 387,195
MYLAN LABS INC COM 62853010 104,241 5,212,031 SH DEFINED 1,2,5,6,10,12,13 5,212,031
MYOGEN INC COM 62856E10 12,976 447,446 SH DEFINED 1,2,5 447,446
MYRIAD GENETICS INC COM 62855J10 14,949 592,021 SH DEFINED 1,2,5 592,021
NABI BIOPHARMACEUTIC COM 62951910 7,777 1,354,804 SH DEFINED 1,2,5 1,354,804
NABORS INDUSTRIES LT SHS G6359F10 298,662 8,838,783 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,838,783
NACCO INDS INC CL A 62957910 10,704 77,898 SH DEFINED 1,2 77,898
NALCO HOLDING COMPAN COM 62985Q10 14,925 846,583 SH DEFINED 1,2,5 846,583
NANOGEN INC COM 63007510 674 354,789 SH DEFINED 1,5 354,789
NANOPHASE TCHNOLOGIE COM 63007910 152 20,950 SH DEFINED 1 20,950
NAPCO SEC SYS INC COM 63040210 1,299 133,675 SH DEFINED 1,2 133,675
NAPSTER INC COM 63079710 287 93,067 SH DEFINED 1,2,5,6 93,067
NARA BANCORP INC COM 63080P10 11,983 639,072 SH DEFINED 1,2,5 639,072
NASB FINL INC COM 62896810 1,787 52,918 SH DEFINED 1,2 52,918
NASDAQ STOCK MARKET COM 63110310 30,373 1,015,836 SH DEFINED 1,2 1,015,836
NASH FINCH CO COM 63115810 5,435 255,270 SH DEFINED 1,2,6 255,270
NASTECH PHARMACEUTIC COM PAR $0 63172840 4,417 279,542 SH DEFINED 1 279,542
NATCO GROUP INC CL A 63227W20 3,264 81,193 SH DEFINED 1,5 81,193
NATIONAL AUSTRALIA B SPONSORED 63252540 2,356 18,078 SH DEFINED 1,2 18,078
NATIONAL BEVERAGE CO COM 63501710 1,788 124,572 SH DEFINED 1 124,572
NATIONAL BK GREECE S SPONSORED 63364340 1,147 143,400 SH DEFINED 1,2 143,400
NATIONAL CITY CORP COM 63540510 574,539 15,875,639 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,875,639
NATIONAL FINL PARTNE COM 63607P20 20,984 473,573 SH DEFINED 1,2 473,573
NATIONAL FUEL GAS CO COM 63618010 61,028 1,736,702 SH DEFINED 1,2,5,13 1,736,702
NATIONAL GRID PLC SPON ADR N 63627430 311 5,755 SH DEFINED 1 5,755
NATIONAL HEALTH INVS COM 63633D10 9,341 347,390 SH DEFINED 1,2,3 347,390
NATIONAL HEALTH REAL COM 63590510 1,625 85,731 SH DEFINED 1,2,3,5 85,731
NATIONAL HEALTHCARE COM 63590610 4,060 91,132 SH DEFINED 1,2,5 91,132
NATIONAL INSTRS CORP COM 63651810 22,384 816,951 SH DEFINED 1,2,5,13 816,951
NATIONAL INTERSTATE COM 63654U10 2,220 81,851 SH DEFINED 1 81,851
NATIONAL OILWELL VAR COM 63707110 315,339 4,980,087 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,980,087
NATIONAL PENN BANCSH COM 63713810 11,928 600,593 SH DEFINED 1,2,5 600,593
NATIONAL PRESTO INDS COM 63721510 4,561 87,238 SH DEFINED 1,2,5,6 87,238
NATIONAL R V HLDGS I COM 63727710 61 11,211 SH DEFINED 1 11,211
NATIONAL RESEARCH CO COM 63737210 219 9,400 SH DEFINED 1 9,400
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
NATIONAL RETAIL PROP COM 63741710 16,374 820,772 SH DEFINED 1,2,3,5 820,772
NATIONAL SEMICONDUCT COM 63764010 269,263 11,289,833 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,289,833
NATIONAL WESTN LIFE CL A 63852210 10,665 44,504 SH DEFINED 1,2 44,504
NATIONWIDE FINL SVCS CL A 63861210 24,677 559,817 SH DEFINED 1,2,5,10 559,817
NATIONWIDE HEALTH PP COM 63862010 23,284 1,034,382 SH DEFINED 1,2,3,5 1,034,382
NATURAL ALTERNATIVES COM NEW 63884230 152 14,200 SH DEFINED 1 14,200
NATURAL RESOURCE PAR COM UNIT L 63900P10 925 17,067 SH DEFINED 1,2 17,067
NATUS MEDICAL INC DE COM 63905010 947 95,717 SH DEFINED 1 95,717
NAUTILUS INC COM 63910B10 14,495 922,649 SH DEFINED 1,2,5,6 922,649
NAVARRE CORP COM 63920810 832 167,142 SH DEFINED 1,5 167,142
NAVIGANT CONSULTING COM 63935N10 20,822 919,299 SH DEFINED 1,2,13 919,299
NAVIGANT INTL INC COM 63935R10 1,406 87,716 SH DEFINED 1 87,716
NAVIGATORS GROUP INC COM 63890410 10,230 233,462 SH DEFINED 1,2 233,462
NAVISTAR INTL CORP N COM 63934E10 35,073 1,425,136 SH DEFINED 1,2,5,6,10,13 1,425,136
NAVTEQ CORP COM 63936L10 51,881 1,161,162 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,161,162
NBT BANCORP INC COM 62877810 10,466 450,555 SH DEFINED 1,2,5 450,555
NBTY INC COM 62878210 30,939 1,293,964 SH DEFINED 1,2,5,6 1,293,964
NCI BUILDING SYS INC COM 62885210 19,096 359,153 SH DEFINED 1,2,6 359,153
NCO GROUP INC COM 62885810 14,219 537,795 SH DEFINED 1,2,6 537,795
NCR CORP NEW COM 62886E10 163,904 4,473,349 SH DEFINED 1,2,5,6,10,12,13 4,473,349
NEC CORP ADR 62905020 860 161,274 SH DEFINED 1,2 161,274
NEENAH PAPER INC COM 64007910 6,025 197,880 SH DEFINED 1,2,5 197,880
NEKTAR THERAPEUTICS COM 64026810 21,918 1,195,093 SH DEFINED 1,2,5 1,195,093
NELNET INC CL A 64031N10 7,298 179,980 SH DEFINED 1,2 179,980
NEOPHARM INC COM 64091910 1,055 197,889 SH DEFINED 1 197,889
NEOSE TECHNOLOGIES I COM 64052210 178 44,047 SH DEFINED 1,5 44,047
NEOWARE INC COM 64065P10 3,065 249,407 SH DEFINED 1,2,5,6 249,407
NESS TECHNOLOGIES IN COM 64104X10 2,341 217,804 SH DEFINED 1 217,804
NET 1 UEPS TECHNOLOG COM NEW 64107N20 3,709 135,605 SH DEFINED 1,2 135,605
NETBANK INC COM 64093310 5,106 770,077 SH DEFINED 1,2,5 770,077
NETFLIX COM INC COM 64110L10 14,534 534,155 SH DEFINED 1,2,5 534,155
NETGEAR INC COM 64111Q10 9,162 423,200 SH DEFINED 1,2,6 423,200
NETIQ CORP COM 64115P10 5,379 441,302 SH DEFINED 1,2 441,302
NETLOGIC MICROSYSTEM COM 64118B10 4,614 143,067 SH DEFINED 1,2,5 143,067
NETRATINGS INC COM 64116M10 2,565 184,637 SH DEFINED 1,2 184,637
NETSCOUT SYS INC COM 64115T10 2,870 321,708 SH DEFINED 1,2 321,708
NETWORK APPLIANCE IN COM 64120L10 338,871 9,599,749 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,599,749
NETWORK ENGINES INC COM 64121A10 27 14,419 SH DEFINED 1 14,419
NETWORK EQUIP TECHNO COM 64120810 138 43,981 SH DEFINED 1,6 43,981
NEUROCRINE BIOSCIENC COM 64125C10 5,421 511,423 SH DEFINED 1,2,5,12 511,423
NEUROGEN CORP COM 64124E10 1,225 239,189 SH DEFINED 1 239,189
NEUROMETRIX INC COM 64125510 2,010 65,977 SH DEFINED 1,5 65,977
NEUSTAR INC CL A 64126X20 19,515 578,234 SH DEFINED 1,2,5 578,234
NEW BRUNSWICK SCIENT COM 64287610 149 18,520 SH DEFINED 1 18,520
NEW CENTURY FINANCIA COM 6435EV10 117,564 2,569,706 SH DEFINED 1,2,5,10 2,569,706
NEW FRONTIER MEDIA I COM 64439810 142 19,757 SH DEFINED 1 19,757
NEW JERSEY RES COM 64602510 18,006 384,912 SH DEFINED 1,2,5 384,912
NEW PLAN EXCEL RLTY COM 64805310 60,381 2,445,559 SH DEFINED 1,2,3,5,13 2,445,559
NEW RIV PHARMACEUTIC COM 64846820 9,116 319,874 SH DEFINED 1,2 319,874
NEW YORK & CO INC COM 64929510 1,450 148,387 SH DEFINED 1,2 148,387
NEW YORK CMNTY BANCO COM 64944510 80,348 4,866,605 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,866,605
NEW YORK MTG TR INC COM 64960410 57 14,300 SH DEFINED 1,5 14,300
NEW YORK TIMES CO CL A 65011110 94,105 3,834,745 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,834,745
NEWALLIANCE BANCSHAR COM 65020310 20,853 1,457,235 SH DEFINED 1,2,5 1,457,235
NEWCASTLE INVT CORP COM 65105M10 14,710 580,964 SH DEFINED 1,2 580,964
NEWELL RUBBERMAID IN COM 65122910 244,755 9,475,618 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,475,618
NEWFIELD EXPL CO COM 65129010 115,592 2,361,920 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,361,920
NEWKIRK REALTY TR IN COM 65149710 3,870 222,938 SH DEFINED 1,2 222,938
NEWMARKET CORP COM 65158710 15,701 320,034 SH DEFINED 1,2,5 320,034
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
NEWMIL BANCORP INC COM 65163310 249 6,200 SH DEFINED 1 6,200
NEWMONT MINING CORP COM 65163910 653,852 12,353,146 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,353,146
NEWPARK RES INC COM PAR $. 65171850 7,568 1,230,492 SH DEFINED 1,2 1,230,492
NEWPORT CORP COM 65182410 11,990 743,809 SH DEFINED 1,2,5,13 743,809
NEWS CORP CL A 65248E10 1,169,739 60,987,430 SH DEFINED 1,2,5,6,7,8,10,12,13,14 60,987,430
NEWS CORP CL B 65248E20 51,680 2,560,971 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,560,971
NEXSTAR BROADCASTING CL A 65336K10 51 10,700 SH DEFINED 1 10,700
NEXTEL PARTNERS INC CL A 65333F10 515 18,082 SH DEFINED 1,2 18,082
NEXTEST SYS CORP COM 65333910 926 57,135 SH DEFINED 1,2 57,135
NGAS RESOURCES INC COM 62912T10 186 23,560 SH DEFINED 1,5 23,560
NGP CAP RES CO COM 62912R10 3,074 210,131 SH DEFINED 1 210,131
NIC INC COM 62914B10 3,472 480,212 SH DEFINED 1,2 480,212
NICOR INC COM 65408610 63,953 1,541,026 SH DEFINED 1,2,5,6,10,13 1,541,026
NIDEC CORP SPONSORED 65409010 216 12,000 SH DEFINED 2 12,000
NIGHTHAWK RADIOLOGY COM 65411N10 1,106 61,658 SH DEFINED 1,2 61,658
NII HLDGS INC CL B NEW 62913F20 118,476 2,101,387 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,101,387
NIKE INC CL B 65410610 401,109 4,951,969 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,951,969
NIPPON TELEG & TEL C SPONSORED 65462410 664 27,137 SH DEFINED 1,2 27,137
NISOURCE INC COM 65473P10 201,653 9,233,217 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,233,217
NISSAN MOTORS SPONSORED 65474440 850 38,662 SH DEFINED 1 38,662
NITROMED INC COM 65479850 459 94,959 SH DEFINED 1,2 94,959
NL INDS INC COM NEW 62915640 1,161 108,004 SH DEFINED 1,2 108,004
NMS COMMUNICATIONS C COM 62924810 194 53,672 SH DEFINED 1 53,672
NN INC COM 62933710 3,131 253,538 SH DEFINED 1,2 253,538
NOBLE CORPORATION SHS G6542210 294,096 3,951,842 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,951,842
NOBLE ENERGY INC COM 65504410 152,791 3,260,579 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,260,579
NOBLE INTL LTD COM 65505310 1,802 125,817 SH DEFINED 1 125,817
NOKIA CORP SPONSORED 65490220 16,682 823,372 SH DEFINED 1,2 823,372
NOMURA HLDGS INC SPONSORED 65535H20 1,507 80,155 SH DEFINED 1,2 80,155
NORDSON CORP COM 65566310 43,781 890,225 SH DEFINED 1,2,5,13 890,225
NORDSTROM INC COM 65566410 208,414 5,709,960 SH DEFINED 1,2,5,6,8,10,12,13 5,709,960
NORFOLK SOUTHERN COR COM 65584410 630,332 11,843,890 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,843,890
NORSK HYDRO A S SPONSORED 65653160 398 14,905 SH DEFINED 1 14,905
NORTEL NETWORKS CORP COM 65656810 3,285 1,466,427 SH DEFINED 1,2,5 1,466,427
NORTH AMERN SCIENTIF COM 65715D10 25 13,000 SH DEFINED 1 13,000
NORTH FORK BANCORPOR COM 65942410 368,002 12,197,623 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,197,623
NORTH PITTSBURGH SYS COM 66156210 8,019 290,980 SH DEFINED 1,2 290,980
NORTHEAST UTILS COM 66439710 47,523 2,299,125 SH DEFINED 1,2,5,12,13 2,299,125
NORTHERN EMPIRE BANC COM 66511210 2,173 90,532 SH DEFINED 1 90,532
NORTHERN TR CORP COM 66585910 281,209 5,085,152 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,085,152
NORTHFIELD LABS INC COM 66613510 2,845 287,619 SH DEFINED 1,2 287,619
NORTHROP GRUMMAN COR COM 66680710 2,092,452 32,663,939 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,663,939
NORTHSTAR RLTY FIN C COM 66704R10 6,529 543,618 SH DEFINED 1 543,618
NORTHWEST BANCORP IN COM 66732810 6,733 254,080 SH DEFINED 1,2 254,080
NORTHWEST NAT GAS CO COM 66765510 22,250 600,866 SH DEFINED 1,2,5 600,866
NORTHWESTERN CORP COM NEW 66807430 16,834 490,079 SH DEFINED 1,2 490,079
NOVAMED INC DEL COM 66986W10 120 17,752 SH DEFINED 1 17,752
NOVARTIS A G SPONSORED 66987V10 4,751 88,112 SH DEFINED 1,2 88,112
NOVASTAR FINL INC COM 66994740 16,112 509,707 SH DEFINED 1,2,5 509,707
NOVATEL WIRELESS INC COM NEW 66987M60 4,235 406,384 SH DEFINED 1,2,5,6 406,384
NOVAVAX INC COM 67000210 948 188,148 SH DEFINED 1,2 188,148
NOVELL INC COM 67000610 55,388 8,354,133 SH DEFINED 1,2,5,6,10,13 8,354,133
NOVELLUS SYS INC COM 67000810 93,702 3,793,621 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,793,621
NOVEN PHARMACEUTICAL COM 67000910 8,975 501,417 SH DEFINED 1,2,6 501,417
NOVO-NORDISK A S ADR 67010020 1,638 25,760 SH DEFINED 1,2 25,760
NPS PHARMACEUTICALS COM 62936P10 2,994 613,584 SH DEFINED 1,2,5 613,584
NRG ENERGY INC COM NEW 62937750 59,399 1,232,864 SH DEFINED 1,2,5 1,232,864
NS GROUP INC COM 62891610 19,465 353,387 SH DEFINED 1,2,5 353,387
NSTAR COM 67019E10 46,087 1,611,417 SH DEFINED 1,2,5,12,13 1,611,417
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
NTELOS HLDGS CORP COM 67020Q10 2,224 153,898 SH DEFINED 1,2 153,898
NTL INC DEL COM 62941W10 81,511 3,273,535 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,273,535
NTN BUZZTIME INC COM NEW 62941030 36 23,400 SH DEFINED 1 23,400
NTT DOCOMO INC SPONS ADR 62942M20 1,696 115,661 SH DEFINED 1,2 115,661
NU HORIZONS ELECTRS COM 66990810 122 12,690 SH DEFINED 1 12,690
NU SKIN ENTERPRISES CL A 67018T10 10,893 733,524 SH DEFINED 1,2 733,524
NUANCE COMMUNICATION COM 67020Y10 16,425 1,632,730 SH DEFINED 1,2,5 1,632,730
NUCO2 INC COM 62942810 2,995 124,572 SH DEFINED 1 124,572
NUCOR CORP COM 67034610 689,227 12,704,648 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,704,648
NUTRACEUTICAL INTL C COM 67060Y10 247 16,100 SH DEFINED 1 16,100
NUTRI SYS INC NEW COM 67069D10 20,651 332,386 SH DEFINED 1,2,5 332,386
NUVASIVE INC COM 67070410 4,580 251,219 SH DEFINED 1,2 251,219
NUVEEN INVTS INC CL A 67090F10 108,245 2,514,407 SH DEFINED 1,2,5,10 2,514,407
NUVELO INC COM NEW 67072M30 11,549 693,609 SH DEFINED 1,2,5 693,609
NVIDIA CORP COM 67066G10 216,884 10,187,110 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,187,110
NVR INC COM 62944T10 81,087 165,062 SH DEFINED 1,2,5,6,7,8,10,12,13,14 165,062
NXSTAGE MEDICAL INC COM 67072V10 350 40,036 SH DEFINED 1 40,036
NYMAGIC INC COM 62948410 1,355 46,643 SH DEFINED 1,2 46,643
NYSE GROUP INC COM 62949W10 11,339 165,583 SH DEFINED 1,2,5 165,583
O CHARLEYS INC COM 67082310 7,254 426,697 SH DEFINED 1,2,6 426,697
O REILLY AUTOMOTIVE COM 68609110 48,311 1,548,940 SH DEFINED 1,2,5,12,13 1,548,940
OAK HILL FINL INC COM 67133710 217 8,501 SH DEFINED 1 8,501
OAKLEY INC COM 67366210 5,696 338,027 SH DEFINED 1,2,5 338,027
OCCIDENTAL PETE CORP COM 67459910 1,598,664 15,589,119 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,589,119
OCCULOGIX INC COM 67461T10 94 43,100 SH DEFINED 1 43,100
OCEANEERING INTL INC COM 67523210 32,598 710,977 SH DEFINED 1,2,5 710,977
OCEANFIRST FINL CORP COM 67523410 3,052 137,355 SH DEFINED 1,2 137,355
OCWEN FINL CORP COM NEW 67574630 7,790 612,864 SH DEFINED 1,2 612,864
ODYSSEY HEALTHCARE I COM 67611V10 25,535 1,453,314 SH DEFINED 1,2,5,6 1,453,314
ODYSSEY MARINE EXPLO COM 67611810 805 324,482 SH DEFINED 1,5 324,482
ODYSSEY RE HLDGS COR COM 67612W10 7,096 269,286 SH DEFINED 1,2 269,286
OFFICE DEPOT INC COM 67622010 424,291 11,165,562 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,165,562
OFFICEMAX INC DEL COM 67622P10 92,746 2,275,969 SH DEFINED 1,2,5,6,10,12,13 2,275,969
OGE ENERGY CORP COM 67083710 51,321 1,465,062 SH DEFINED 1,2,5,6,13 1,465,062
OHIO CAS CORP COM 67724010 41,222 1,386,545 SH DEFINED 1,2,5,13 1,386,545
OIL STS INTL INC COM 67802610 20,576 600,238 SH DEFINED 1,2 600,238
OIL SVC HOLDRS TR DEPOSTRY R 67800210 4,931 33,000 SH DEFINED 1 33,000
OLD DOMINION FGHT LI COM 67958010 16,044 426,816 SH DEFINED 1,2,6 426,816
OLD NATL BANCORP IND COM 68003310 26,165 1,310,206 SH DEFINED 1,2,5 1,310,206
OLD REP INTL CORP COM 68022310 119,253 5,580,409 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,580,409
OLD SECOND BANCORP I COM 68027710 6,123 197,511 SH DEFINED 1,2 197,511
OLIN CORP COM PAR $1 68066520 26,903 1,500,432 SH DEFINED 1,2,5,13 1,500,432
OLYMPIC STEEL INC COM 68162K10 3,780 106,822 SH DEFINED 1,2,5 106,822
OM GROUP INC COM 67087210 21,089 683,610 SH DEFINED 1,2,5 683,610
OMEGA FINL CORP COM 68209210 6,108 195,066 SH DEFINED 1,2,5 195,066
OMEGA FLEX INC COM 68209510 357 17,801 SH DEFINED 1,2 17,801
OMEGA HEALTHCARE INV COM 68193610 10,532 796,694 SH DEFINED 1,2,3 796,694
OMEGA PROTEIN CORP COM 68210P10 116 20,100 SH DEFINED 1 20,100
OMI CORP NEW COM Y6476W10 2,945 136,033 SH DEFINED 1,2,5 136,033
OMNICARE INC COM 68190410 100,199 2,113,014 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,113,014
OMNICELL INC COM 68213N10 4,240 306,824 SH DEFINED 1,2 306,824
OMNICOM GROUP INC COM 68191910 444,628 4,990,775 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,990,775
OMNIVISION TECHNOLOG COM 68212810 24,130 1,142,501 SH DEFINED 1,2,5 1,142,501
OMNOVA SOLUTIONS INC COM 68212910 645 113,517 SH DEFINED 1 113,517
ON ASSIGNMENT INC COM 68215910 1,175 127,903 SH DEFINED 1,6 127,903
ON SEMICONDUCTOR COR COM 68218910 16,232 2,760,530 SH DEFINED 1,2 2,760,530
ON2 TECHNOLOGIES INC COM 68338A10 18 26,200 SH DEFINED 1 26,200
ONE LIBERTY PPTYS IN COM 68240610 1,599 84,161 SH DEFINED 1,2,3 84,161
ONEOK INC NEW COM 68268010 61,479 1,806,070 SH DEFINED 1,2,5,13 1,806,070
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
ONEOK PARTNERS LP UNIT LTD P 68268N10 2,888 58,524 SH DEFINED 1,2,5 58,524
ONLINE RES CORP COM 68273G10 2,802 270,963 SH DEFINED 1 270,963
ONYX PHARMACEUTICALS COM 68339910 9,571 568,695 SH DEFINED 1,2,5 568,695
ONYX SOFTWARE CORP COM NEW 68340220 51 10,307 SH DEFINED 1 10,307
OPEN JT STK CO-VIMPE SPONSORED 68370R10 13,946 304,365 SH DEFINED 1,2,5,7 304,365
OPEN SOLUTIONS INC COM 68371P10 9,126 342,946 SH DEFINED 1,2,6 342,946
OPENTV CORP CL A G6754310 172 44,618 SH DEFINED 1 44,618
OPENWAVE SYS INC COM NEW 68371830 14,658 1,270,191 SH DEFINED 1,2,5 1,270,191
OPLINK COMMUNICATION COM NEW 68375Q40 5,854 319,704 SH DEFINED 1,2 319,704
OPNET TECHNOLOGIES I COM 68375710 1,829 141,165 SH DEFINED 1,2,5 141,165
OPSWARE INC COM 68383A10 7,680 932,002 SH DEFINED 1,2,5 932,002
OPTEUM INC CL A 68384A10 1,701 188,614 SH DEFINED 1 188,614
OPTICAL COMMUNICATIO CL A 68382T10 387 192,362 SH DEFINED 1 192,362
OPTION CARE INC COM 68394810 3,774 315,065 SH DEFINED 1,2,5 315,065
OPTIONSXPRESS HLDGS COM 68401010 8,433 361,771 SH DEFINED 1,2 361,771
ORACLE CORP COM 68389X10 1,571,923 108,483,303 SH DEFINED 1,2,5,6,7,8,10,12,13,14 108,483,303
ORASURE TECHNOLOGIES COM 68554V10 11,147 1,170,915 SH DEFINED 1,2,5 1,170,915
ORBITAL SCIENCES COR COM 68556410 14,340 888,495 SH DEFINED 1,2 888,495
ORBOTECH LTD ORD M7525310 720 31,420 SH DEFINED 1,2,5,7 31,420
ORCHID CELLMARK INC COM 68573C10 572 204,859 SH DEFINED 1 204,859
OREGON STL MLS INC COM 68607910 24,780 489,145 SH DEFINED 1,2,5 489,145
ORIENTAL FINL GROUP COM 68618W10 4,864 381,161 SH DEFINED 1,2 381,161
ORIENT-EXPRESS HOTEL CL A G6774310 1,531 39,411 SH DEFINED 1,2 39,411
ORIGEN FINL INC COM 68619E20 519 80,789 SH DEFINED 1 80,789
ORIX CORP SPONSORED 68633010 2,066 16,903 SH DEFINED 1,2 16,903
ORLEANS HOMEBUILDERS COM 68658810 654 40,242 SH DEFINED 1,5 40,242
ORMAT TECHNOLOGIES I COM 68668810 2,563 67,187 SH DEFINED 1,2 67,187
ORTHOLOGIC CORP COM 68750J10 80 49,431 SH DEFINED 1,5 49,431
ORTHOVITA INC COM 68750U10 128 30,300 SH DEFINED 1 30,300
OSCIENT PHARMACEUTIC COM 68812R10 78 90,840 SH DEFINED 1,5 90,840
OSHKOSH TRUCK CORP COM 68823920 60,883 1,281,198 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,281,198
OSI PHARMACEUTICALS COM 67104010 17,752 538,587 SH DEFINED 1,2,5,12 538,587
OSI RESTAURANT PARTN COM 67104A10 34,378 993,585 SH DEFINED 1,2,5,12,13 993,585
OSI SYSTEMS INC COM 67104410 3,410 191,869 SH DEFINED 1 191,869
OSTEOTECH INC COM 68858210 237 58,717 SH DEFINED 1,5,6 58,717
OTTER TAIL CORP COM 68964810 11,033 403,699 SH DEFINED 1,2,5 403,699
OUTDOOR CHANNEL HLDG COM NEW 69002720 1,097 106,298 SH DEFINED 1 106,298
OVERLAND STORAGE INC COM 69031010 125 18,600 SH DEFINED 1 18,600
OVERSEAS SHIPHOLDING COM 69036810 83,864 1,417,819 SH DEFINED 1,2,13 1,417,819
OVERSTOCK COM INC DE COM 69037010 3,305 155,448 SH DEFINED 1,2,5 155,448
OWENS & MINOR INC NE COM 69073210 18,748 655,521 SH DEFINED 1,2,5,6 655,521
OWENS ILL INC COM NEW 69076840 151,297 9,027,275 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,027,275
OXFORD INDS INC COM 69149730 9,945 252,347 SH DEFINED 1,2,6 252,347
OXIGENE INC COM 69182810 79 20,129 SH DEFINED 1 20,129
OYO GEOSPACE CORP COM 67107410 2,139 37,448 SH DEFINED 1 37,448
P A M TRANSN SVCS IN COM 69314910 1,822 63,064 SH DEFINED 1 63,064
P C CONNECTION COM 69318J10 106 18,095 SH DEFINED 1 18,095
P F CHANGS CHINA BIS COM 69333Y10 20,003 526,127 SH DEFINED 1,2,6 526,127
P T TELEKOMUNIKASI I SPONSORED 71568410 913 28,451 SH DEFINED 1,2 28,451
PAB BANKSHARES INC COM 69313P10 263 14,200 SH DEFINED 1,2 14,200
PACCAR INC COM 69371810 351,691 4,269,129 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,269,129
PACER INTL INC TENN COM 69373H10 22,926 703,672 SH DEFINED 1,2 703,672
PACIFIC CAP BANCORP COM 69404P10 21,693 697,077 SH DEFINED 1,2,5 697,077
PACIFIC ENERGY PARTN COM UNIT 69422R10 1,044 32,054 SH DEFINED 1,2 32,054
PACIFIC ETHANOL INC COM 69423U10 2,334 100,936 SH DEFINED 1,2,5 100,936
PACIFIC SUNWEAR CALI COM 69487310 30,308 1,690,344 SH DEFINED 1,2,5,13 1,690,344
PACKAGING CORP AMER COM 69515610 24,897 1,130,642 SH DEFINED 1,2,5,13 1,130,642
PACKETEER INC COM 69521010 6,823 601,708 SH DEFINED 1,2,5 601,708
PACTIV CORP COM 69525710 116,259 4,697,333 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,697,333
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
PAC-WEST TELECOM INC COM 69371Y10 7 11,491 SH DEFINED 1 11,491
PAIN THERAPEUTICS IN COM 69562K10 6,022 721,242 SH DEFINED 1,2 721,242
PAINCARE HLDGS INC COM 69562E10 441 216,100 SH DEFINED 1 216,100
PALATIN TECHNOLOGIES COM NEW 69607730 144 72,200 SH DEFINED 1,5 72,200
PALL CORP COM 69642930 91,711 3,275,384 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,275,384
PALM HARBOR HOMES COM 69663910 4,186 237,999 SH DEFINED 1,2 237,999
PALM INC NEW COM 69664310 38,731 2,405,680 SH DEFINED 1,2,5,8,13 2,405,680
PALOMAR MED TECHNOLO COM NEW 69752930 7,912 173,397 SH DEFINED 1,2 173,397
PAN PACIFIC RETAIL P COM 69806L10 51,261 738,946 SH DEFINED 1,2,3,5 738,946
PANACOS PHARMACEUTIC COM 69811Q10 912 165,203 SH DEFINED 1,5 165,203
PANAMSAT HLDG CORP COM 69831Y10 11,527 461,442 SH DEFINED 1,2 461,442
PANERA BREAD CO CL A 69840W10 32,945 489,968 SH DEFINED 1,2,5,6 489,968
PANTRY INC COM 69865710 24,864 432,113 SH DEFINED 1,2 432,113
PAPA JOHNS INTL INC COM 69881310 30,509 918,943 SH DEFINED 1,2,6 918,943
PAR PHARMACEUTICAL C COM 69888P10 14,755 799,295 SH DEFINED 1,2,5,13 799,295
PAR TECHNOLOGY CORP COM 69888410 516 40,434 SH DEFINED 1 40,434
PARALLEL PETE CORP D COM 69915710 9,254 374,485 SH DEFINED 1,2 374,485
PARAMETRIC TECHNOLOG COM NEW 69917320 38,984 3,067,174 SH DEFINED 1,2,5,6,10,12,13 3,067,174
PAREXEL INTL CORP COM 69946210 12,368 428,686 SH DEFINED 1,2,6 428,686
PARK ELECTROCHEMICAL COM 70041620 7,732 300,278 SH DEFINED 1,2,6 300,278
PARK NATL CORP COM 70065810 18,186 184,053 SH DEFINED 1,2,5 184,053
PARK OHIO HLDGS CORP COM 70066610 243 14,068 SH DEFINED 1 14,068
PARKER DRILLING CO COM 70108110 10,526 1,465,981 SH DEFINED 1,2,5 1,465,981
PARKER HANNIFIN CORP COM 70109410 262,688 3,385,152 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,385,152
PARKERVISION INC COM 70135410 944 103,718 SH DEFINED 1,5 103,718
PARKVALE FINL CORP COM 70149210 272 9,300 SH DEFINED 1 9,300
PARKWAY PPTYS INC COM 70159Q10 16,200 356,035 SH DEFINED 1,2,3 356,035
PARLUX FRAGRANCES IN COM 70164510 1,550 159,926 SH DEFINED 1 159,926
PARTNERRE LTD COM G6852T10 18,308 285,835 SH DEFINED 1,2,5,6,7,8,10,12,13,14 285,835
PARTNERS TR FINL GRO COM 70213F10 8,561 750,306 SH DEFINED 1,2,5 750,306
PATHMARK STORES INC COM 70322A10 7,638 811,670 SH DEFINED 1,2 811,670
PATRICK INDS INC COM 70334310 118 10,800 SH DEFINED 1 10,800
PATRIOT TRANSN HLDG COM 70337B10 713 8,217 SH DEFINED 1 8,217
PATTERSON COMPANIES COM 70339510 124,803 3,572,952 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,572,952
PATTERSON UTI ENERGY COM 70348110 96,492 3,408,422 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,408,422
PAULA FINL DEL COM 70358810 32 14,600 SH DEFINED 1 14,600
PAXAR CORP COM 70422710 10,866 528,253 SH DEFINED 1,2,6 528,253
PAYCHEX INC COM 70432610 336,272 8,626,793 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,626,793
PAYLESS SHOESOURCE I COM 70437910 121,023 4,454,270 SH DEFINED 1,2,5,7,13,14 4,454,270
PC-TEL INC COM 69325Q10 338 39,564 SH DEFINED 1,6 39,564
PDF SOLUTIONS INC COM 69328210 3,944 317,783 SH DEFINED 1,2,5 317,783
PDL BIOPHARMA INC COM 69329Y10 37,558 2,040,109 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,040,109
PEABODY ENERGY CORP COM 70454910 257,993 4,627,675 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,627,675
PEAPACK-GLADSTONE FI COM 70469910 1,899 73,345 SH DEFINED 1 73,345
PEARSON PLC SPONSORED 70501510 608 44,524 SH DEFINED 1 44,524
PEDIATRIX MED GROUP COM 70532410 41,968 926,445 SH DEFINED 1,2,5,6 926,445
PEERLESS SYS CORP COM 70553610 54 10,500 SH DEFINED 1 10,500
PEETS COFFEE & TEA I COM 70556010 8,967 297,017 SH DEFINED 1,2,6 297,017
PEGASUS WIRELESS COR COM 70558E10 1,244 139,171 SH DEFINED 1,2 139,171
PEGASYSTEMS INC COM 70557310 1,830 285,082 SH DEFINED 1,2 285,082
PEMSTAR INC COM 70655210 148 43,224 SH DEFINED 1 43,224
PENN NATL GAMING INC COM 70756910 27,380 706,023 SH DEFINED 1,2,5 706,023
PENN TREATY AMERN CO COM NEW 70787440 78 10,632 SH DEFINED 1 10,632
PENN VA CORP COM 70788210 22,263 318,590 SH DEFINED 1,2 318,590
PENN VA RESOURCES PA COM 70788410 1,366 50,823 SH DEFINED 1,2 50,823
PENNEY J C INC COM 70816010 2,201,914 32,616,118 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,616,118
PENNFED FINL SVCS IN COM 70816710 2,597 139,228 SH DEFINED 1,2 139,228
PENNSYLVANIA COMM BA COM 70867710 1,364 42,633 SH DEFINED 1 42,633
PENNSYLVANIA RL ESTA SH BEN INT 70910210 36,165 895,831 SH DEFINED 1,2,3,5 895,831
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
PENSON WORLDWIDE INC COM 70960010 509 29,590 SH DEFINED 1,2 29,590
PENTAIR INC COM 70963110 60,697 1,775,289 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,775,289
PENWEST PHARMACEUTIC COM 70975410 5,950 272,574 SH DEFINED 1,2 272,574
PEOPLES BANCORP INC COM 70978910 6,255 209,613 SH DEFINED 1,2 209,613
PEOPLES BK BRIDGEPOR COM 71019810 23,875 726,776 SH DEFINED 1,2,5,12 726,776
PEOPLES ENERGY CORP COM 71103010 49,151 1,368,719 SH DEFINED 1,2,5,6,10,13 1,368,719
PEOPLESUPPORT INC COM 71271430 902 66,997 SH DEFINED 1 66,997
PEP BOYS MANNY MOE & COM 71327810 13,240 1,128,745 SH DEFINED 1,2,5,6 1,128,745
PEPCO HOLDINGS INC COM 71329110 89,614 3,800,445 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,800,445
PEPSI BOTTLING GROUP COM 71340910 242,458 7,541,460 SH DEFINED 1,2,5,6,7,10,12,13,14 7,541,460
PEPSIAMERICAS INC COM 71343P20 33,464 1,513,516 SH DEFINED 1,2,5,6,12,13 1,513,516
PEPSICO INC COM 71344810 2,759,715 45,964,600 SH DEFINED 1,2,5,6,7,8,10,12,13,14 45,964,600
PEREGRINE PHARMACEUT COM 71366110 1,033 649,915 SH DEFINED 1,5 649,915
PERFICIENT INC COM 71375U10 1,996 161,459 SH DEFINED 1,2 161,459
PERFORMANCE FOOD GRO COM 71375510 24,925 820,456 SH DEFINED 1,2,5,6 820,456
PERFORMANCE TECHNOLO COM 71376K10 123 17,817 SH DEFINED 1 17,817
PERICOM SEMICONDUCTO COM 71383110 3,940 474,701 SH DEFINED 1,2,6 474,701
PERINI CORP COM 71383910 5,605 249,117 SH DEFINED 1,2 249,117
PERKINELMER INC COM 71404610 65,385 3,128,491 SH DEFINED 1,2,5,6,10,12,13 3,128,491
PERMA-FIX ENVIRONMEN COM 71415710 51 23,800 SH DEFINED 1 23,800
PEROT SYS CORP CL A 71426510 18,071 1,247,985 SH DEFINED 1,2,5 1,247,985
PERRIGO CO COM 71429010 34,645 2,151,849 SH DEFINED 1,2,5,13 2,151,849
PER-SE TECHNOLOGIES COM NEW 71356930 15,513 616,072 SH DEFINED 1,2,5,6 616,072
PERVASIVE SOFTWARE I COM 71571010 77 19,100 SH DEFINED 1 19,100
PETCO ANIMAL SUPPLIE COM NEW 71601620 15,809 773,829 SH DEFINED 1,2,5 773,829
PETMED EXPRESS INC COM 71638210 7,353 670,267 SH DEFINED 1,6 670,267
PETROBRAS ENERGIA PA SP ADR B S 71646M10 949 84,754 SH DEFINED 1,2,5 84,754
PETRO-CDA COM 71644E10 2,987 63,007 SH DEFINED 1,5,7,8 63,007
PETROCHINA CO LTD SPONSORED 71646E10 582 5,390 SH DEFINED 1 5,390
PETROFUND ENERGY TRU TR UNIT 71648W10 687 27,500 SH DEFINED 1,7 27,500
PETROHAWK ENERGY COR COM 71649510 11,912 945,383 SH DEFINED 1,2 945,383
PETROLEO BRASILEIRO SPONSORED 71654V10 82,317 1,031,019 SH DEFINED 1,2,7 1,031,019
PETROLEO BRASILEIRO SPONSORED 71654V40 79,617 891,471 SH DEFINED 1,2,4,5 891,471
PETROLEUM DEV CORP COM 71657810 17,410 461,802 SH DEFINED 1,2,5 461,802
PETROQUEST ENERGY IN COM 71674810 7,346 598,215 SH DEFINED 1,2 598,215
PETSMART INC COM 71676810 70,512 2,754,387 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,754,387
PFF BANCORP INC COM 69331W10 16,447 495,992 SH DEFINED 1,2 495,992
PFIZER INC COM 71708110 5,233,528 222,987,969 SH DEFINED 1,2,5,6,7,8,10,12,13,14 222,987,969
PFSWEB INC COM 71709810 11 10,481 SH DEFINED 1 10,481
PG&E CORP COM 69331C10 496,599 12,642,529 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,642,529
PHARMACEUTICAL PROD COM 71712410 55,130 1,569,754 SH DEFINED 1,2,5,12,13 1,569,754
PHARMACYCLICS INC COM 71693310 108 28,088 SH DEFINED 1,5 28,088
PHARMION CORP COM 71715B40 5,246 308,038 SH DEFINED 1,2 308,038
PHARMOS CORP COM PAR $. 71713930 27 12,713 SH DEFINED 1 12,713
PHASE FORWARD INC COM 71721R40 3,495 303,353 SH DEFINED 1,2 303,353
PHELPS DODGE CORP COM 71726510 622,407 7,575,545 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,575,545
PHH CORP COM NEW 69332020 21,144 767,739 SH DEFINED 1,2,5 767,739
PHI INC COM NON VT 69336T20 2,465 74,258 SH DEFINED 1 74,258
PHILADELPHIA CONS HL COM 71752810 17,788 585,891 SH DEFINED 1,2,5 585,891
PHILIPPINE LONG DIST SPONSORED 71825260 5,113 148,116 SH DEFINED 1,2,7 148,116
PHILLIPS VAN HEUSEN COM 71859210 40,927 1,072,499 SH DEFINED 1,2,6 1,072,499
PHOENIX COS INC NEW COM 71902E10 36,262 2,575,398 SH DEFINED 1,2,5 2,575,398
PHOENIX TECHNOLOGY L COM 71915310 1,240 257,854 SH DEFINED 1,6 257,854
PHOTON DYNAMICS INC COM 71936410 3,086 246,491 SH DEFINED 1,2,6 246,491
PHOTRONICS INC COM 71940510 9,037 610,594 SH DEFINED 1,2,5,6 610,594
PICO HLDGS INC COM NEW 69336620 10,459 324,318 SH DEFINED 1,2 324,318
PIEDMONT NAT GAS INC COM 72018610 20,756 854,139 SH DEFINED 1,2,5 854,139
PIER 1 IMPORTS INC COM 72027910 13,495 1,933,378 SH DEFINED 1,2,5,13 1,933,378
PIKE ELEC CORP COM 72128310 2,801 145,454 SH DEFINED 1,2 145,454
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
PILGRIMS PRIDE CORP COM 72146710 17,509 678,631 SH DEFINED 1,2 678,631
PINNACLE AIRL CORP COM 72344310 2,573 365,525 SH DEFINED 1,2 365,525
PINNACLE ENTMT INC COM 72345610 25,323 826,189 SH DEFINED 1,2,5,6 826,189
PINNACLE FINL PARTNE COM 72346Q10 4,317 141,866 SH DEFINED 1,2 141,866
PINNACLE WEST CAP CO COM 72348410 258,276 6,471,455 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,471,455
PIONEER COS INC COM NEW 72364330 4,820 176,678 SH DEFINED 1 176,678
PIONEER DRILLING CO COM 72365510 5,067 328,151 SH DEFINED 1,2,5 328,151
PIONEER NAT RES CO COM 72378710 109,829 2,366,491 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,366,491
PIPER JAFFRAY COS COM 72407810 29,932 489,003 SH DEFINED 1,2,5 489,003
PITNEY BOWES INC COM 72447910 253,038 6,126,832 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,126,832
PIXELWORKS INC COM 72581M10 1,320 483,628 SH DEFINED 1,2,5 483,628
PLACER SIERRA BANCSH COM 72607910 2,351 101,397 SH DEFINED 1,2 101,397
PLAINS ALL AMERN PIP UNIT LTD P 72650310 3,192 73,083 SH DEFINED 1,2,5 73,083
PLAINS EXPL& PRODTN COM 72650510 47,866 1,180,712 SH DEFINED 1,2,5,12,13 1,180,712
PLANAR SYS INC COM 72690010 1,364 113,260 SH DEFINED 1,2,5,6 113,260
PLANTRONICS INC NEW COM 72749310 22,228 1,000,794 SH DEFINED 1,2,5,12,13 1,000,794
PLATINUM UNDERWRITER COM G7127P10 2,109 75,369 SH DEFINED 1,2,5 75,369
PLATO LEARNING INC COM 72764Y10 168 27,007 SH DEFINED 1 27,007
PLAYBOY ENTERPRISES CL B 72811730 3,304 331,048 SH DEFINED 1,2 331,048
PLAYTEX PRODS INC COM 72813P10 13,729 1,316,336 SH DEFINED 1,2,6 1,316,336
PLEXUS CORP COM 72913210 37,044 1,082,840 SH DEFINED 1,2,5,13 1,082,840
PLUG POWER INC COM 72919P10 2,924 626,182 SH DEFINED 1,2,5 626,182
PLUM CREEK TIMBER CO COM 72925110 167,893 4,729,394 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,729,394
PLX TECHNOLOGY INC COM 69341710 4,099 335,422 SH DEFINED 1,5 335,422
PMA CAP CORP CL A 69341920 5,815 564,591 SH DEFINED 1,2,5 564,591
PMC COML TR SH BEN INT 69343410 212 16,780 SH DEFINED 1,2 16,780
PMC-SIERRA INC COM 69344F10 52,621 5,597,939 SH DEFINED 1,2,5,6,10,13 5,597,939
PMI GROUP INC COM 69344M10 79,748 1,788,863 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,788,863
PNC FINL SVCS GROUP COM 69347510 634,407 9,041,002 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,041,002
PNM RES INC COM 69349H10 26,190 1,049,280 SH DEFINED 1,2,5,13 1,049,280
POGO PRODUCING CO COM 73044810 57,500 1,247,291 SH DEFINED 1,2,5,12,13 1,247,291
POLARIS INDS INC COM 73106810 26,827 619,569 SH DEFINED 1,2,5,6,12 619,569
POLO RALPH LAUREN CO CL A 73157210 51,774 943,067 SH DEFINED 1,2,5,6,7,8,10,12,13,14 943,067
POLYCOM INC COM 73172K10 38,567 1,759,427 SH DEFINED 1,2,5,12,13 1,759,427
POLYMEDICA CORP COM 73173810 16,066 446,766 SH DEFINED 1,2,6 446,766
POLYONE CORP COM 73179P10 12,955 1,475,536 SH DEFINED 1,2,5 1,475,536
POMEROY IT SOLUTIONS COM 73182210 109 15,201 SH DEFINED 1 15,201
POOL CORPORATION COM 73278L10 37,816 866,747 SH DEFINED 1,2,5,6 866,747
POPE & TALBOT INC COM 73282710 159 25,571 SH DEFINED 1,5 25,571
POPULAR INC COM 73317410 50,708 2,641,051 SH DEFINED 1,2,5,6,12 2,641,051
PORTALPLAYER INC COM 73618720 3,921 399,717 SH DEFINED 1,2 399,717
PORTFOLIO RECOVERY A COM 73640Q10 19,348 423,372 SH DEFINED 1,2 423,372
PORTLAND GEN ELEC CO COM NEW 73650884 1,560 62,465 SH DEFINED 1,2 62,465
PORTUGAL TELECOM SGP SPONSORED 73727310 489 40,543 SH DEFINED 1 40,543
POSCO SPONSORED 69348310 6,050 90,440 SH DEFINED 1,2,5 90,440
POSSIS MEDICAL INC COM 73740710 5,393 612,147 SH DEFINED 1,6 612,147
POST PPTYS INC COM 73746410 50,545 1,114,798 SH DEFINED 1,2,3,5 1,114,798
POTLATCH CORP NEW COM 73763010 29,908 792,265 SH DEFINED 1,2,5,13 792,265
POWELL INDS INC COM 73912810 3,447 144,062 SH DEFINED 1 144,062
POWER INTEGRATIONS I COM 73927610 7,571 433,115 SH DEFINED 1,2,5,6 433,115
POWER-ONE INC COM 73930810 6,722 1,018,525 SH DEFINED 1,2,5 1,018,525
POWERWAVE TECHNOLOGI COM 73936310 21,106 2,314,219 SH DEFINED 1,2,5,13 2,314,219
POZEN INC COM 73941U10 3,109 441,647 SH DEFINED 1,5 441,647
PPG INDS INC COM 69350610 313,518 4,750,270 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,750,270
PPL CORP COM 69351T10 383,349 11,868,382 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,868,382
PRA INTL COM 69353C10 3,479 156,200 SH DEFINED 1,2 156,200
PRAECIS PHARMACEUTIC COM NEW 73942140 38 12,367 SH DEFINED 1,5 12,367
PRAXAIR INC COM 74005P10 487,797 9,033,278 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,033,278
PRE PAID LEGAL SVCS COM 74006510 12,787 370,633 SH DEFINED 1,2,6 370,633
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
PRECISION CASTPARTS COM 74018910 139,985 2,342,450 SH DEFINED 1,2,5,10,12,13 2,342,450
PREFERRED BK LOS ANG COM 74036710 2,073 38,675 SH DEFINED 1 38,675
PREFORMED LINE PRODS COM 74044410 540 14,246 SH DEFINED 1 14,246
PREMIERE GLOBAL SVCS COM 74058510 9,345 1,237,800 SH DEFINED 1,2 1,237,800
PREMIERWEST BANCORP COM 74092110 2,512 174,095 SH DEFINED 1 174,095
PREMIUM STD FARMS IN COM 74060C10 2,523 155,455 SH DEFINED 1,2 155,455
PRESIDENTIAL LIFE CO COM 74088410 8,342 339,362 SH DEFINED 1,2 339,362
PRESSTEK INC COM 74111310 4,483 481,503 SH DEFINED 1,2 481,503
PRESTIGE BRANDS HLDG COM 74112D10 4,591 460,511 SH DEFINED 1,2 460,511
PRG-SCHULTZ INTERNAT COM 69357C10 103 228,125 SH DEFINED 1 228,125
PRICE COMMUNICATIONS COM NEW 74143730 10,712 632,001 SH DEFINED 1,2,5 632,001
PRICE T ROWE GROUP I COM 74144T10 253,070 6,693,194 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,693,194
PRICELINE COM INC COM NEW 74150340 15,192 508,777 SH DEFINED 1,2,5 508,777
PRICESMART INC COM 74151110 797 79,549 SH DEFINED 1,2 79,549
PRIDE INTL INC DEL COM 74153Q10 150,785 4,828,198 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,828,198
PRIMEDIA INC COM 74157K10 3,850 2,103,952 SH DEFINED 1,2,5 2,103,952
PRIMEENERGY CORP COM 74158E10 638 8,290 SH DEFINED 1 8,290
PRIMUS GUARANTY LTD SHS G7245710 244 22,000 SH DEFINED 1 22,000
PRIMUS TELECOMMUNICA COM 74192910 40 72,242 SH DEFINED 1 72,242
PRINCETON REVIEW INC COM 74235210 231 43,483 SH DEFINED 1,5 43,483
PRINCIPAL FINANCIAL COM 74251V10 477,110 8,573,402 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,573,402
PRIVATEBANCORP INC COM 74296210 12,812 309,390 SH DEFINED 1,2,5 309,390
PROASSURANCE CORP COM 74267C10 21,219 440,414 SH DEFINED 1,2,5 440,414
PROCTER & GAMBLE CO COM 74271810 5,486,810 98,683,632 SH DEFINED 1,2,5,6,7,8,10,12,13,14 98,683,632
PROGENICS PHARMACEUT COM 74318710 6,569 273,008 SH DEFINED 1,2 273,008
PROGRESS ENERGY INC COM 74326310 937,946 21,878,845 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,878,845
PROGRESS SOFTWARE CO COM 74331210 14,057 600,465 SH DEFINED 1,2,5,6 600,465
PROGRESSIVE CORP OHI COM 74331510 512,539 19,935,377 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,935,377
PROGRESSIVE GAMING I COM 74332S10 3,230 414,062 SH DEFINED 1 414,062
PROLIANCE INTL INC COM 74340R10 126 27,169 SH DEFINED 1,2,5 27,169
PROLOGIS SH BEN INT 74341010 462,169 8,867,405 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 8,867,405
PROQUEST COMPANY COM 74346P10 4,550 370,196 SH DEFINED 1,2,5 370,196
PROSPERITY BANCSHARE COM 74360610 10,621 322,915 SH DEFINED 1,2 322,915
PROTECTIVE LIFE CORP COM 74367410 66,458 1,425,534 SH DEFINED 1,2,5,12,13 1,425,534
PROVIDENCE SVC CORP COM 74381510 3,812 140,005 SH DEFINED 1 140,005
PROVIDENT BANKSHARES COM 74385910 21,962 603,515 SH DEFINED 1,2,5 603,515
PROVIDENT FINL HLDGS COM 74386810 1,501 50,036 SH DEFINED 1 50,036
PROVIDENT FINL SVCS COM 74386T10 24,597 1,370,279 SH DEFINED 1,2,5 1,370,279
PROVIDENT NEW YORK B COM 74402810 7,003 529,752 SH DEFINED 1,2 529,752
PRUDENTIAL FINL INC COM 74432010 1,010,642 13,006,981 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,006,981
PRUDENTIAL PLC ADR 74435K20 870 37,925 SH DEFINED 1 37,925
PS BUSINESS PKS INC COM 69360J10 27,625 468,224 SH DEFINED 1,2,3,5 468,224
PSS WORLD MED INC COM 69366A10 16,065 910,206 SH DEFINED 1,2,5 910,206
PSYCHIATRIC SOLUTION COM 74439H10 19,210 670,260 SH DEFINED 1,2 670,260
PUBLIC STORAGE INC COM 74460D10 235,738 3,105,904 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,105,904
PUBLIC SVC ENTERPRIS COM 74457310 502,692 7,602,720 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,602,720
PUBLICIS S A NEW SPONSORED 74463M10 466 12,184 SH DEFINED 1 12,184
PUGET ENERGY INC NEW COM 74531010 36,056 1,678,599 SH DEFINED 1,2,5,12,13 1,678,599
PULTE HOMES INC COM 74586710 172,373 5,987,261 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,987,261
PVF CAPITAL CORP COM 69365410 120 11,927 SH DEFINED 1 11,927
PW EAGLE INC COM 69366Y10 2,328 76,986 SH DEFINED 1,2 76,986
PXRE GROUP LTD COM G7301810 107 28,860 SH DEFINED 1,5 28,860
Q MED COM 74791410 51 12,007 SH DEFINED 1 12,007
QAD INC COM 74727D10 1,073 138,469 SH DEFINED 1,2 138,469
QC HLDGS INC COM 74729T10 673 49,835 SH DEFINED 1 49,835
QLOGIC CORP COM 74727710 122,443 7,102,245 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,102,245
QUAKER CHEM CORP COM 74731610 358 19,134 SH DEFINED 1,5 19,134
QUAKER FABRIC CORP N COM 74739910 19 13,821 SH DEFINED 1 13,821
QUALCOMM INC COM 74752510 1,816,795 45,340,527 SH DEFINED 1,2,5,6,7,8,10,12,13,14 45,340,527
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
QUALITY DISTR INC FL COM 74756M10 701 52,767 SH DEFINED 1,2 52,767
QUALITY SYS INC COM 74758210 10,328 280,511 SH DEFINED 1,2,6 280,511
QUANEX CORP COM 74762010 26,331 611,354 SH DEFINED 1,2 611,354
QUANTA SVCS INC COM 74762E10 47,533 2,742,820 SH DEFINED 1,2,5,13 2,742,820
QUANTUM CORP COM DSSG 74790620 6,538 2,495,310 SH DEFINED 1,2,5 2,495,310
QUANTUM FUEL SYS TEC COM 74765E10 2,200 646,999 SH DEFINED 1,5 646,999
QUEST DIAGNOSTICS IN COM 74834L10 266,711 4,451,123 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,451,123
QUEST RESOURCE CORP COM NEW 74834930 1,178 86,916 SH DEFINED 1 86,916
QUEST SOFTWARE INC COM 74834T10 14,104 1,007,425 SH DEFINED 1,2,5 1,007,425
QUESTAR CORP COM 74835610 124,683 1,549,049 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,549,049
QUICKLOGIC CORP COM 74837P10 82 16,818 SH DEFINED 1 16,818
QUICKSILVER RESOURCE COM 74837R10 32,731 889,195 SH DEFINED 1,2,5,12,13 889,195
QUIDEL CORP COM 74838J10 1,317 138,597 SH DEFINED 1,5 138,597
QUIKSILVER INC COM 74838C10 20,386 1,673,737 SH DEFINED 1,2,5,6 1,673,737
QUIXOTE CORP COM 74905610 181 10,065 SH DEFINED 1 10,065
QUOVADX INC COM 74913K10 96 37,359 SH DEFINED 1,5 37,359
QWEST COMMUNICATIONS COM 74912110 838,485 103,644,679 SH DEFINED 1,2,5,6,7,8,10,12,13,14 103,644,679
R & G FINANCIAL CORP CL B 74913610 6,993 814,113 SH DEFINED 1,2 814,113
R H DONNELLEY CORP COM NEW 74955W30 28,928 535,006 SH DEFINED 1,2,5,12 535,006
RACKABLE SYS INC COM 75007710 6,551 165,895 SH DEFINED 1,2 165,895
RADIAN GROUP INC COM 75023610 190,217 3,078,944 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,078,944
RADIANT SYSTEMS INC COM 75025N10 3,309 313,025 SH DEFINED 1,6 313,025
RADIATION THERAPY SV COM 75032320 3,649 135,586 SH DEFINED 1 135,586
RADIO ONE INC CL A 75040P10 787 104,876 SH DEFINED 1,2 104,876
RADIO ONE INC CL D NON V 75040P40 11,189 1,512,016 SH DEFINED 1,2,5,6 1,512,016
RADIOLOGIX INC COM 75040K10 45 19,700 SH DEFINED 1 19,700
RADIOSHACK CORP COM 75043810 50,265 3,590,346 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,590,346
RADISYS CORP COM 75045910 9,944 452,826 SH DEFINED 1,2,5,6 452,826
RADYNE CORP COM NEW 75061140 973 85,507 SH DEFINED 1 85,507
RAE SYS INC COM 75061P10 163 40,853 SH DEFINED 1,5 40,853
RAILAMERICA INC COM 75075310 5,529 528,599 SH DEFINED 1,2 528,599
RAIT INVT TR COM 74922710 12,409 424,974 SH DEFINED 1,2,5 424,974
RALCORP HLDGS INC NE COM 75102810 22,335 525,169 SH DEFINED 1,2,5,6 525,169
RAM ENERGY RESOURCES COM 75130P10 57 10,000 SH DEFINED 1 10,000
RAMBUS INC DEL COM 75091710 32,952 1,444,625 SH DEFINED 1,2,5,12 1,444,625
RAMCO-GERSHENSON PPT COM SH BEN 75145220 10,003 371,426 SH DEFINED 1,2,3 371,426
RANGE RES CORP COM 75281A10 40,443 1,487,423 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,487,423
RARE HOSPITALITY INT COM 75382010 17,365 603,792 SH DEFINED 1,2,5,6 603,792
RASER TECHNOLOGIES I COM 75405510 263 27,266 SH DEFINED 1 27,266
RAVEN INDS INC COM 75421210 6,496 206,224 SH DEFINED 1,2 206,224
RAYMOND JAMES FINANC COM 75473010 48,842 1,613,559 SH DEFINED 1,2,5,13 1,613,559
RAYONIER INC COM 75490710 40,383 1,065,235 SH DEFINED 1,2,5,12,13 1,065,235
RAYTHEON CO COM NEW 75511150 706,355 15,848,225 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,848,225
RBC BEARINGS INC COM 75524B10 4,438 195,527 SH DEFINED 1,2 195,527
RC2 CORP COM 74938810 12,892 333,459 SH DEFINED 1,2 333,459
RCN CORP COM NEW 74936120 8,645 346,754 SH DEFINED 1,2 346,754
READERS DIGEST ASSN COM 75526710 33,736 2,416,615 SH DEFINED 1,2,5,13 2,416,615
READING INTERNATIONA CL A 75540810 183 23,000 SH DEFINED 1 23,000
REALNETWORKS INC COM 75605L10 15,843 1,480,642 SH DEFINED 1,2,5 1,480,642
REALTY INCOME CORP COM 75610910 21,662 989,113 SH DEFINED 1,2,3,5 989,113
RECKSON ASSOCS RLTY COM 75621K10 77,904 1,882,637 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,882,637
RED HAT INC COM 75657710 38,698 1,653,759 SH DEFINED 1,2,5,12 1,653,759
RED ROBIN GOURMET BU COM 75689M10 12,356 290,313 SH DEFINED 1,2,6 290,313
REDBACK NETWORKS INC COM NEW 75720950 13,399 730,594 SH DEFINED 1,2,5 730,594
REDDY ICE HLDGS INC COM 75734R10 2,596 127,586 SH DEFINED 1,2 127,586
REDWOOD TR INC COM 75807540 14,114 289,036 SH DEFINED 1,2,5 289,036
REED ELSEVIER N V SPONSORED 75820410 661 22,023 SH DEFINED 1 22,023
REED ELSEVIER P L C SPONSORED 75820510 592 14,715 SH DEFINED 1 14,715
REGAL BELOIT CORP COM 75875010 25,598 579,800 SH DEFINED 1,2,5,6 579,800
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
REGAL ENTMT GROUP CL A 75876610 8,364 411,623 SH DEFINED 1,2,5 411,623
REGENCY CTRS CORP COM 75884910 111,131 1,788,108 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,788,108
REGENCY ENERGY PARTN COM UNITS 75885Y10 325 14,770 SH DEFINED 1,2 14,770
REGENERATION TECH IN COM 75886N10 209 32,657 SH DEFINED 1 32,657
REGENERON PHARMACEUT COM 75886F10 10,495 818,654 SH DEFINED 1,2,5,6 818,654
REGENT COMMUNICATION COM 75886510 1,489 364,174 SH DEFINED 1 364,174
REGIONS FINANCIAL CO COM 7591EP10 434,874 13,130,240 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,130,240
REGIS CORP MINN COM 75893210 31,203 876,236 SH DEFINED 1,2,5,13 876,236
REHABCARE GROUP INC COM 75914810 4,230 243,371 SH DEFINED 1,2,5,6 243,371
REINSURANCE GROUP AM COM 75935110 15,156 308,365 SH DEFINED 1,2,5 308,365
RELIANCE STEEL & ALU COM 75950910 62,364 751,821 SH DEFINED 1,2,5,13 751,821
RELIANT ENERGY INC COM 75952B10 43,601 3,639,510 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,639,510
REMINGTON OIL & GAS COM 75959430 17,795 404,708 SH DEFINED 1,2 404,708
RENAISSANCE LEARNING COM 75968L10 1,397 103,094 SH DEFINED 1 103,094
RENAISSANCERE HOLDIN COM G7496G10 20,399 420,935 SH DEFINED 1,2,5,6,7,8,10,12,13,14 420,935
RENASANT CORP COM 75970E10 6,301 156,160 SH DEFINED 1,2 156,160
RENOVIS INC COM 75988510 7,498 489,773 SH DEFINED 1,2,5 489,773
RENT A CTR INC NEW COM 76009N10 31,224 1,255,993 SH DEFINED 1,2,5,13 1,255,993
RENT WAY INC COM 76009U10 1,897 257,029 SH DEFINED 1,5 257,029
RENTECH INC COM 76011210 2,408 517,812 SH DEFINED 1,2,5 517,812
RENTRAK CORP COM 76017410 180 18,300 SH DEFINED 1 18,300
REPLIGEN CORP COM 75991610 84 28,613 SH DEFINED 1,5 28,613
REPSOL YPF S A SPONSORED 76026T20 1,488 53,019 SH DEFINED 1 53,019
REPUBLIC AWYS HLDGS COM 76027610 5,458 320,701 SH DEFINED 1,2 320,701
REPUBLIC BANCORP INC COM 76028210 15,484 1,249,681 SH DEFINED 1,2,5 1,249,681
REPUBLIC BANCORP KY CL A 76028120 3,573 173,435 SH DEFINED 1,2 173,435
REPUBLIC COS GROUP I COM 76034910 393 22,210 SH DEFINED 1 22,210
REPUBLIC FIRST BANCO COM 76041610 220 16,123 SH DEFINED 1 16,123
REPUBLIC PROPERTY TR COM 76073710 2,972 300,859 SH DEFINED 1 300,859
REPUBLIC SVCS INC COM 76075910 171,705 4,256,438 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,256,438
RES-CARE INC COM 76094310 9,854 492,685 SH DEFINED 1,2 492,685
RESEARCH IN MOTION L COM 76097510 1,088 15,596 SH DEFINED 1,2,5 15,596
RESMED INC COM 76115210 45,059 959,718 SH DEFINED 1,2,5,6,12 959,718
RESOURCE AMERICA INC CL A 76119520 4,813 252,661 SH DEFINED 1,2,5 252,661
RESOURCE CAP CORP COM 76120W30 242 18,830 SH DEFINED 1 18,830
RESOURCES CONNECTION COM 76122Q10 16,248 649,404 SH DEFINED 1,2 649,404
RESPIRONICS INC COM 76123010 29,325 856,944 SH DEFINED 1,2,5,6,12 856,944
RESTORATION HARDWARE COM 76098110 2,622 365,218 SH DEFINED 1,5 365,218
RETAIL VENTURES INC COM 76128Y10 5,764 323,453 SH DEFINED 1 323,453
RETALIX LTD ORD M8215W10 562 25,191 SH DEFINED 1,2 25,191
RETRACTABLE TECHNOLO COM 76129W10 113 30,500 SH DEFINED 1 30,500
REUTERS GROUP PLC SPONSORED 76132M10 601 14,130 SH DEFINED 1,2 14,130
REVLON INC CL A 76152550 2,492 1,977,447 SH DEFINED 1,2 1,977,447
REWARDS NETWORK INC COM 76155710 830 101,613 SH DEFINED 1 101,613
REX STORES CORP COM 76162410 172 11,964 SH DEFINED 1 11,964
REXAM PLC SP ADR NEW 76165540 375 7,651 SH DEFINED 1,2 7,651
REYNOLDS & REYNOLDS CL A 76169510 27,610 900,231 SH DEFINED 1,2,5,13 900,231
REYNOLDS AMERICAN IN COM 76171310 285,247 2,473,954 SH DEFINED 1,2,5,6,10,12,13 2,473,954
RF MICRODEVICES INC COM 74994110 21,592 3,616,803 SH DEFINED 1,2,5,13 3,616,803
RICHARDSON ELECTRS L COM 76316510 76 10,300 SH DEFINED 1 10,300
RIGEL PHARMACEUTICAL COM NEW 76655960 3,024 310,767 SH DEFINED 1,2,5 310,767
RIGHTNOW TECHNOLOGIE COM 76657R10 2,442 146,388 SH DEFINED 1 146,388
RIMAGE CORP COM 76672110 1,765 86,446 SH DEFINED 1 86,446
RINKER GROUP LTD SPONSORED 76687M10 250 4,125 SH DEFINED 1 4,125
RIO TINTO PLC SPONSORED 76720410 27,894 133,011 SH DEFINED 1,2 133,011
RITA MED SYS INC DEL COM 76774E10 64 18,600 SH DEFINED 1 18,600
RITCHIE BROS AUCTION COM 76774410 295 5,544 SH DEFINED 1,5 5,544
RITE AID CORP COM 76775410 24,041 5,669,961 SH DEFINED 1,2,5 5,669,961
RIVERVIEW BANCORP IN COM 76939710 215 8,225 SH DEFINED 1 8,225
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
RIVIERA HLDGS CORP COM 76962710 2,063 102,143 SH DEFINED 1 102,143
RLI CORP COM 74960710 99,948 2,074,481 SH DEFINED 1,2 2,074,481
ROBBINS & MYERS INC COM 77019610 4,468 170,936 SH DEFINED 1,2,6 170,936
ROBERT HALF INTL INC COM 77032310 184,599 4,395,216 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,395,216
ROCK OF AGES CORP CL A 77263210 57 11,698 SH DEFINED 1 11,698
ROCK-TENN CO CL A 77273920 11,248 705,235 SH DEFINED 1,2 705,235
ROCKVILLE FINL INC COM 77418610 1,197 81,330 SH DEFINED 1 81,330
ROCKWELL AUTOMATION COM 77390310 335,146 4,654,159 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,654,159
ROCKWELL COLLINS INC COM 77434110 297,307 5,321,407 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,321,407
ROCKWOOD HLDGS INC COM 77441510 7,323 318,257 SH DEFINED 1,2 318,257
ROFIN SINAR TECHNOLO COM 77504310 19,587 340,813 SH DEFINED 1,2,5 340,813
ROGERS COMMUNICATION CL B 77510920 770 19,069 SH DEFINED 1,2,5 19,069
ROGERS CORP COM 77513310 13,896 246,645 SH DEFINED 1,2,6 246,645
ROHM & HAAS CO COM 77537110 280,100 5,588,586 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,588,586
ROLLINS INC COM 77571110 11,628 592,032 SH DEFINED 1,2,13 592,032
ROPER INDS INC NEW COM 77669610 74,909 1,602,329 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,602,329
ROSETTA RESOURCES IN COM 77777930 10,507 632,180 SH DEFINED 1,2 632,180
ROSS STORES INC COM 77829610 78,233 2,789,066 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,789,066
ROSTELECOM OPEN JT S SPONSORED 77852910 348 12,006 SH DEFINED 1,2,5 12,006
ROTECH HEALTHCARE IN COM 77866910 56 14,964 SH DEFINED 1,2 14,964
ROTONICS MFG INC COM 77890310 27 10,400 SH DEFINED 1 10,400
ROWAN COS INC COM 77938210 180,305 5,066,167 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,066,167
ROYAL & SUN ALLIANCE SPON ADR N 78004V20 315 25,197 SH DEFINED 1 25,197
ROYAL BANCSHARES PA CL A 78008110 1,742 71,752 SH DEFINED 1 71,752
ROYAL BK CDA MONTREA COM 78008710 885 21,736 SH DEFINED 1,2,7,14 21,736
ROYAL CARIBBEAN CRUI COM V7780T10 24,147 631,285 SH DEFINED 1,2,5,6,7,8,10,12,13,14 631,285
ROYAL DUTCH SHELL PL SPON ADR B 78025910 4,696 67,209 SH DEFINED 1,2 67,209
ROYAL DUTCH SHELL PL SPONS ADR 78025920 4,701 70,179 SH DEFINED 1,2 70,179
ROYAL GOLD INC COM 78028710 8,259 296,868 SH DEFINED 1,2,5 296,868
ROYAL KPN NV SPONSORED 78064120 135 11,961 SH DEFINED 1,2 11,961
RPC INC COM 74966010 8,464 348,583 SH DEFINED 1,2,5 348,583
RPM INTL INC COM 74968510 40,008 2,222,666 SH DEFINED 1,2,5,13 2,222,666
RSA SEC INC COM 74971910 43,284 1,597,179 SH DEFINED 1,2,5,13 1,597,179
RTI INTL METALS INC COM 74973W10 15,934 285,352 SH DEFINED 1,2 285,352
RUBY TUESDAY INC COM 78118210 27,764 1,137,391 SH DEFINED 1,2,5,13 1,137,391
RUDDICK CORP COM 78125810 15,870 647,489 SH DEFINED 1,2,5,13 647,489
RUDOLPH TECHNOLOGIES COM 78127010 5,607 386,656 SH DEFINED 1,5,6 386,656
RURAL / METRO CORP COM 78174810 174 24,900 SH DEFINED 1 24,900
RURAL CELLULAR CORP CL A 78190410 151 13,742 SH DEFINED 1 13,742
RUSH ENTERPRISES INC CL A 78184620 4,997 275,031 SH DEFINED 1,2 275,031
RUSS BERRIE & CO COM 78223310 2,632 214,649 SH DEFINED 1,2,6 214,649
RUSSELL CORP COM 78235210 10,513 578,883 SH DEFINED 1,2,6 578,883
RUTHS CHRIS STEAK HS COM 78333210 3,140 153,772 SH DEFINED 1,2 153,772
RYANAIR HLDGS PLC SPONSORED 78351310 1,109 21,034 SH DEFINED 1,2,5,7 21,034
RYANS RESTAURANT GRO COM 78352010 9,481 796,062 SH DEFINED 1,2,5,6 796,062
RYDER SYS INC COM 78354910 93,438 1,599,142 SH DEFINED 1,2,5,6,10,12,13 1,599,142
RYERSON INC COM 78375P10 12,030 445,567 SH DEFINED 1,2 445,567
RYLAND GROUP INC COM 78376410 38,120 874,922 SH DEFINED 1,2,5,12,13 874,922
S & T BANCORP INC COM 78385910 15,298 460,368 SH DEFINED 1,2,5 460,368
S Y BANCORP INC COM 78506010 4,501 163,785 SH DEFINED 1,2 163,785
S1 CORPORATION COM 78463B10 4,526 942,887 SH DEFINED 1,2,5 942,887
SABA SOFTWARE INC COM NEW 78493260 55 10,110 SH DEFINED 1 10,110
SABRE HLDGS CORP CL A 78590510 80,987 3,681,248 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,681,248
SAFECO CORP COM 78642910 187,701 3,330,978 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,330,978
SAFEGUARD SCIENTIFIC COM 78644910 872 403,477 SH DEFINED 1,5 403,477
SAFENET INC COM 78645R10 7,176 404,989 SH DEFINED 1,2 404,989
SAFETY INS GROUP INC COM 78648T10 11,961 251,549 SH DEFINED 1,2 251,549
SAFEWAY INC COM NEW 78651420 362,987 13,961,025 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,961,025
SAFLINK CORP COM NEW 78657830 27 71,763 SH DEFINED 1,5 71,763
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
SAGA COMMUNICATIONS CL A 78659810 1,386 152,927 SH DEFINED 1 152,927
SAKS INC COM 79377W10 30,850 1,907,881 SH DEFINED 1,2,5,13 1,907,881
SALEM COMMUNICATIONS CL A 79409310 2,039 156,750 SH DEFINED 1,2 156,750
SALESFORCE COM INC COM 79466L30 16,952 635,850 SH DEFINED 1,2,5,12 635,850
SALIX PHARMACEUTICAL COM 79543510 6,724 546,629 SH DEFINED 1,2,5 546,629
SALTON INC COM 79575710 30 12,744 SH DEFINED 1,2 12,744
SAN PAOLO-IMI S P A SPONSORED 79917510 9,184 260,451 SH DEFINED 1,2 260,451
SANDERS MORRIS HARRI COM 80000Q10 2,274 150,508 SH DEFINED 1 150,508
SANDERSON FARMS INC COM 80001310 12,574 449,219 SH DEFINED 1,2,6 449,219
SANDISK CORP COM 80004C10 245,758 4,820,684 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,820,684
SANDS REGENT COM 80009110 158 10,900 SH DEFINED 1 10,900
SANDY SPRING BANCORP COM 80036310 7,388 204,871 SH DEFINED 1,2 204,871
SANFILIPPO JOHN B & COM 80042210 902 68,055 SH DEFINED 1 68,055
SANGAMO BIOSCIENCES COM 80067710 281 47,599 SH DEFINED 1 47,599
SANMINA SCI CORP COM 80090710 66,278 14,408,170 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,408,170
SANOFI AVENTIS SPONSORED 80105N10 23,324 478,942 SH DEFINED 1,2 478,942
SANTANDER BANCORP COM 80280910 2,269 92,167 SH DEFINED 1,2 92,167
SANTARUS INC COM 80281730 820 123,255 SH DEFINED 1 123,255
SANTOS LIMITED SPONSORED 80302160 318 8,782 SH DEFINED 1 8,782
SANYO ELEC LTD ADR 5 COM 80303830 328 31,288 SH DEFINED 1,2 31,288
SAP AKTIENGESELLSCHA SPONSORED 80305420 14,306 272,385 SH DEFINED 1,2 272,385
SAPIENT CORP COM 80306210 6,029 1,137,497 SH DEFINED 1,2,5 1,137,497
SARA LEE CORP COM 80311110 338,977 21,159,588 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,159,588
SATYAM COMPUTER SERV ADR 80409810 10,910 329,211 SH DEFINED 1,2,5,7 329,211
SAUER-DANFOSS INC COM 80413710 4,184 164,590 SH DEFINED 1,2 164,590
SAUL CTRS INC COM 80439510 13,003 318,866 SH DEFINED 1,2,3,5 318,866
SAVANNAH BANCORP INC COM 80474810 224 5,925 SH DEFINED 1 5,925
SAVIENT PHARMACEUTIC COM 80517Q10 5,294 1,008,321 SH DEFINED 1,2,5,6 1,008,321
SAVVIS INC COM NEW 80542330 1,780 60,109 SH DEFINED 1 60,109
SAXON CAP INC NEW COM 80556T10 8,771 766,701 SH DEFINED 1,2,5 766,701
SBA COMMUNICATIONS C COM 78388J10 34,262 1,310,700 SH DEFINED 1,2 1,310,700
SCANA CORP NEW COM 80589M10 96,982 2,513,792 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,513,792
SCANSOURCE INC COM 80603710 16,568 565,080 SH DEFINED 1,2,6 565,080
SCBT FINANCIAL CORP COM 78401V10 4,259 119,455 SH DEFINED 1,2,5 119,455
SCHAWK INC CL A 80637310 2,897 165,559 SH DEFINED 1 165,559
SCHEIN HENRY INC COM 80640710 63,275 1,354,064 SH DEFINED 1,2,5,12,13 1,354,064
SCHERING A G SPONSORED 80658520 594 5,245 SH DEFINED 1 5,245
SCHERING PLOUGH CORP COM 80660510 623,208 32,748,710 SH DEFINED 1,2,5,6,10,12,13 32,748,710
SCHIFF NUTRITION INT COM 80669310 73 11,000 SH DEFINED 1 11,000
SCHLUMBERGER LTD COM 80685710 1,946,162 29,890,372 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,890,372
SCHNITZER STL INDS CL A 80688210 12,158 342,678 SH DEFINED 1,2,5 342,678
SCHOLASTIC CORP COM 80706610 24,972 961,568 SH DEFINED 1,2,5,13 961,568
SCHOOL SPECIALTY INC COM 80786310 10,997 345,271 SH DEFINED 1,2,5,6 345,271
SCHULMAN A INC COM 80819410 9,507 415,339 SH DEFINED 1,2 415,339
SCHWAB CHARLES CORP COM 80851310 454,560 28,445,552 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,445,552
SCHWEITZER-MAUDUIT I COM 80854110 4,568 210,990 SH DEFINED 1,2 210,990
SCICLONE PHARMACEUTI COM 80862K10 130 56,595 SH DEFINED 1,5 56,595
SCIENTIFIC GAMES COR CL A 80874P10 35,653 1,000,930 SH DEFINED 1,2,5,13 1,000,930
SCM MICROSYSTEMS INC COM 78401810 53 17,355 SH DEFINED 1 17,355
SCO GROUP INC COM 78403A10 74 18,024 SH DEFINED 1 18,024
SCOLR PHARMA INC COM 78402X10 133 26,800 SH DEFINED 1,5 26,800
SCOTTISH PWR PLC SP ADR FNL 81013T80 62,995 1,460,236 SH DEFINED 1,2 1,460,236
SCOTTS MIRACLE GRO C CL A 81018610 42,579 1,006,125 SH DEFINED 1,2,5,12,13 1,006,125
SCPIE HLDGS INC COM 78402P10 1,842 79,216 SH DEFINED 1,5 79,216
SCRIPPS E W CO OHIO CL A 81105420 91,718 2,126,048 SH DEFINED 1,2,5,6,10,12,13 2,126,048
SCS TRANSN INC COM 81111T10 5,311 192,900 SH DEFINED 1 192,900
SEA CONTAINERS LTD CL A 81137170 89 18,840 SH DEFINED 1,5 18,840
SEABOARD CORP COM 81154310 16,268 12,709 SH DEFINED 1,2 12,709
SEABRIGHT INSURANCE COM 81165610 3,391 210,506 SH DEFINED 1,2 210,506
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
SEACHANGE INTL INC COM 81169910 1,588 228,231 SH DEFINED 1,5 228,231
SEACOAST BKG CORP FL COM 81170730 4,154 156,003 SH DEFINED 1,2 156,003
SEACOR HOLDINGS INC COM 81190410 21,821 265,787 SH DEFINED 1,2,5 265,787
SEAGATE TECHNOLOGY SHS G7945J10 66,588 2,941,182 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,941,182
SEALED AIR CORP NEW COM 81211K10 132,356 2,541,393 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,541,393
SEALY CORP COM 81213930 1,211 91,270 SH DEFINED 1,2 91,270
SEARS HLDGS CORP COM 81235010 843,262 5,429,888 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,429,888
SEATTLE GENETICS INC COM 81257810 1,219 264,986 SH DEFINED 1 264,986
SECURE COMPUTING COR COM 81370510 5,929 689,393 SH DEFINED 1,2,5,6 689,393
SECURITY BANK CORP COM 81404710 3,342 150,054 SH DEFINED 1 150,054
SEI INVESTMENTS CO COM 78411710 52,030 1,064,452 SH DEFINED 1,2,5,12,13 1,064,452
SELECT COMFORT CORP COM 81616X10 26,650 1,160,220 SH DEFINED 1,2,5,6 1,160,220
SELECT SECTOR SPDR T SBI HEALTH 81369Y20 593 19,600 SH DEFINED 5 19,600
SELECT SECTOR SPDR T SBI CONS S 81369Y30 411 17,000 SH DEFINED 5 17,000
SELECT SECTOR SPDR T SBI CONS D 81369Y40 1,102 33,000 SH DEFINED 5 33,000
SELECT SECTOR SPDR T SBI INT-EN 81369Y50 6,491 114,375 SH DEFINED 1,5 114,375
SELECT SECTOR SPDR T SBI INT-IN 81369Y70 2,308 68,250 SH DEFINED 5 68,250
SELECT SECTOR SPDR T SBI INT-UT 81369Y88 1,020 31,600 SH DEFINED 5 31,600
SELECTICA INC COM 81628810 89 35,748 SH DEFINED 1 35,748
SELECTIVE INS GROUP COM 81630010 25,434 455,231 SH DEFINED 1,2,5 455,231
SEMCO ENERGY INC COM 78412D10 1,883 338,599 SH DEFINED 1,5 338,599
SEMITOOL INC COM 81690910 2,474 274,273 SH DEFINED 1,5 274,273
SEMPRA ENERGY COM 81685110 385,079 8,466,988 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,466,988
SEMTECH CORP COM 81685010 19,461 1,346,813 SH DEFINED 1,2,5,13 1,346,813
SENIOR HSG PPTYS TR SH BEN INT 81721M10 16,569 925,110 SH DEFINED 1,2,3 925,110
SENOMYX INC COM 81724Q10 4,540 314,629 SH DEFINED 1,2 314,629
SENSIENT TECHNOLOGIE COM 81725T10 21,712 1,038,350 SH DEFINED 1,2,5,13 1,038,350
SEPRACOR INC COM 81731510 100,258 1,754,604 SH DEFINED 1,2,5,8,12,13 1,754,604
SEQUA CORPORATION CL A 81732010 10,490 128,707 SH DEFINED 1,2,13 128,707
SEROLOGICALS CORP COM 81752310 13,920 442,761 SH DEFINED 1,2 442,761
SERVICE CORP INTL COM 81756510 23,135 2,842,142 SH DEFINED 1,2,5 2,842,142
SERVICEMASTER CO COM 81760N10 48,496 4,694,703 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,694,703
SFBC INTL INC COM 78412110 6,592 434,833 SH DEFINED 1,2,6 434,833
SHARPER IMAGE CORP COM 82001310 1,398 125,808 SH DEFINED 1 125,808
SHAW COMMUNICATIONS CL B CONV 82028K20 731 25,848 SH DEFINED 1,5,7 25,848
SHAW GROUP INC COM 82028010 34,755 1,250,174 SH DEFINED 1,2,5,6 1,250,174
SHENANDOAH TELECOMMU COM 82312B10 5,468 116,337 SH DEFINED 1,2 116,337
SHERWIN WILLIAMS CO COM 82434810 190,133 4,004,490 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,004,490
SHILOH INDS INC COM 82454310 857 56,974 SH DEFINED 1,2 56,974
SHIP FINANCE INTERNA SHS G8107510 730 42,153 SH DEFINED 1,2,5,12 42,153
SHOE CARNIVAL INC COM 82488910 2,926 122,612 SH DEFINED 1,5 122,612
SHORE BANCSHARES INC COM 82510710 882 32,514 SH DEFINED 1,5 32,514
SHUFFLE MASTER INC COM 82554910 31,968 975,216 SH DEFINED 1,2,6 975,216
SHURGARD STORAGE CTR COM 82567D10 54,558 872,923 SH DEFINED 1,2,3,5 872,923
SI INTL INC COM 78427V10 4,052 132,175 SH DEFINED 1 132,175
SIEMENS A G SPONSORED 82619750 2,840 32,706 SH DEFINED 1,2 32,706
SIERRA BANCORP COM 82620P10 1,705 65,032 SH DEFINED 1,2 65,032
SIERRA HEALTH SVCS I COM 82632210 41,768 927,554 SH DEFINED 1,2,5,6,12 927,554
SIERRA PAC RES NEW COM 82642810 54,048 3,860,564 SH DEFINED 1,2,5,13 3,860,564
SIGMA ALDRICH CORP COM 82655210 155,447 2,139,959 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,139,959
SIGMA DESIGNS INC COM 82656510 992 105,202 SH DEFINED 1,5 105,202
SIGMATEL INC COM 82661W10 3,697 899,462 SH DEFINED 1,2 899,462
SIGNATURE BK NEW YOR COM 82669G10 6,291 194,279 SH DEFINED 1,2 194,279
SILGAN HOLDINGS INC COM 82704810 28,364 766,387 SH DEFINED 1,2 766,387
SILICON IMAGE INC COM 82705T10 13,459 1,248,502 SH DEFINED 1,2,5 1,248,502
SILICON LABORATORIES COM 82691910 34,757 988,812 SH DEFINED 1,2,5,13 988,812
SILICON STORAGE TECH COM 82705710 4,977 1,244,365 SH DEFINED 1,2,5 1,244,365
SILICONWARE PRECISIO SPONSD ADR 82708486 494 82,602 SH DEFINED 1 82,602
SILVERLEAF RESORTS I COM 82839510 154 41,700 SH DEFINED 1,2 41,700
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
SIMMONS 1ST NATL COR CL A $1 PA 82873020 9,208 317,396 SH DEFINED 1,2 317,396
SIMON PPTY GROUP INC COM 82880610 617,315 7,442,912 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 7,442,912
SIMPSON MANUFACTURIN COM 82907310 23,888 662,624 SH DEFINED 1,2,5,6 662,624
SINCLAIR BROADCAST G CL A 82922610 12,721 1,486,077 SH DEFINED 1,2 1,486,077
SINOPEC SHANGHAI PET SPON ADR H 82935M10 310 6,291 SH DEFINED 1 6,291
SIRENZA MICRODEVICES COM 82966T10 1,984 163,422 SH DEFINED 1,2 163,422
SIRF TECHNOLOGY HLDG COM 82967H10 16,380 508,369 SH DEFINED 1,2 508,369
SIRIUS SATELLITE RAD COM 82966U10 76,734 16,154,468 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,154,468
SIRNA THERAPEUTICS I COM 82966910 318 55,704 SH DEFINED 1,2 55,704
SIRVA INC COM 82967Y10 2,799 432,607 SH DEFINED 1,2 432,607
SITEL CORP COM 82980K10 655 167,192 SH DEFINED 1 167,192
SIX FLAGS INC COM 83001P10 7,137 1,269,947 SH DEFINED 1,2,5 1,269,947
SIZELER PPTY INVS IN COM 83013710 4,552 283,467 SH DEFINED 1,2,3,5 283,467
SJW CORP COM 78430510 5,507 216,368 SH DEFINED 1,2 216,368
SK TELECOM LTD SPONSORED 78440P10 14,064 600,502 SH DEFINED 1,2,4 600,502
SKECHERS U S A INC CL A 83056610 18,039 748,209 SH DEFINED 1,2,6 748,209
SKY FINL GROUP INC COM 83080P10 31,847 1,348,871 SH DEFINED 1,2,5 1,348,871
SKYLINE CORP COM 83083010 5,082 118,790 SH DEFINED 1,2,6 118,790
SKYWEST INC COM 83087910 27,783 1,120,282 SH DEFINED 1,2,5,6 1,120,282
SKYWORKS SOLUTIONS I COM 83088M10 15,441 2,802,269 SH DEFINED 1,2,5,6 2,802,269
SL GREEN RLTY CORP COM 78440X10 115,974 1,059,409 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,059,409
SLM CORP COM 78442P10 562,603 10,631,199 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,631,199
SM&A COM 78465D10 163 26,731 SH DEFINED 1 26,731
SMART & FINAL INC COM 83168310 3,379 200,675 SH DEFINED 1,2 200,675
SMITH & NEPHEW PLC SPDN ADR N 83175M20 325 8,447 SH DEFINED 1 8,447
SMITH & WESSON HLDG COM 83175610 372 45,271 SH DEFINED 1 45,271
SMITH A O COM 83186520 19,936 430,017 SH DEFINED 1,2,6 430,017
SMITH INTL INC COM 83211010 197,772 4,447,306 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,447,306
SMITH MICRO SOFTWARE COM 83215410 2,502 156,156 SH DEFINED 1,2 156,156
SMITHFIELD FOODS INC COM 83224810 47,410 1,644,484 SH DEFINED 1,2,5,12,13 1,644,484
SMITHTOWN BANCORP IN COM 83244910 952 39,424 SH DEFINED 1 39,424
SMUCKER J M CO COM NEW 83269640 39,474 883,086 SH DEFINED 1,2,5,6,12,13 883,086
SMURFIT-STONE CONTAI COM 83272710 35,064 3,205,112 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,205,112
SNAP ON INC COM 83303410 66,611 1,647,959 SH DEFINED 1,2,5,6,7,10,13,14 1,647,959
SOCIEDAD QUIMICA MIN SPON ADR S 83363510 363 3,487 SH DEFINED 1,2,5 3,487
SOCKET COMMUNICATION COM 83367210 26 21,600 SH DEFINED 1 21,600
SODEXHO ALLIANCE SA SPONSORED 83379210 235 4,915 SH DEFINED 1 4,915
SOHU COM INC COM 83408W10 10,155 393,752 SH DEFINED 1,2 393,752
SOLECTRON CORP COM 83418210 90,367 26,423,060 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,423,060
SOLEXA INC COM 83420X10 853 100,308 SH DEFINED 1 100,308
SOMANETICS CORP COM NEW 83444540 1,822 95,408 SH DEFINED 1 95,408
SOMAXON PHARMACEUTIC COM 83445310 770 49,330 SH DEFINED 1 49,330
SONIC AUTOMOTIVE INC CL A 83545G10 11,789 531,535 SH DEFINED 1,2,5,6 531,535
SONIC CORP COM 83545110 26,813 1,289,706 SH DEFINED 1,2,5,6 1,289,706
SONIC INNOVATIONS IN COM 83545M10 102 22,580 SH DEFINED 1 22,580
SONIC SOLUTIONS COM 83546010 5,258 318,686 SH DEFINED 1,2,5,6 318,686
SONICWALL INC COM 83547010 12,243 1,361,885 SH DEFINED 1,2,5 1,361,885
SONOCO PRODS CO COM 83549510 124,201 3,924,200 SH DEFINED 1,2,5,6,12,13 3,924,200
SONOSITE INC COM 83568G10 8,040 205,930 SH DEFINED 1,2 205,930
SONUS NETWORKS INC COM 83591610 15,424 3,115,877 SH DEFINED 1,2,5 3,115,877
SONUS PHARMACEUTICAL COM 83569210 73 14,700 SH DEFINED 1 14,700
SONY CORP ADR NEW 83569930 2,642 59,981 SH DEFINED 1,2 59,981
SOTHEBYS HLDGS INC CL A 83589810 29,732 1,132,666 SH DEFINED 1,2,13 1,132,666
SOUND FED BANCORP IN COM 83607V10 2,956 142,198 SH DEFINED 1,2,5 142,198
SOURCE INTERLINK COS COM NEW 83615120 4,939 415,009 SH DEFINED 1,2 415,009
SOURCECORP COM 83616710 6,155 248,292 SH DEFINED 1,2,5,6 248,292
SOUTH FINL GROUP INC COM 83784110 21,024 796,069 SH DEFINED 1,2,5 796,069
SOUTH JERSEY INDS IN COM 83851810 14,199 518,411 SH DEFINED 1,2 518,411
SOUTHERN CO COM 84258710 748,163 23,343,631 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,343,631
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
SOUTHERN COPPER CORP COM 84265V10 41,030 460,340 SH DEFINED 1,2,5,7,12 460,340
SOUTHERN UN CO NEW COM 84403010 27,202 1,005,256 SH DEFINED 1,2,5 1,005,256
SOUTHSIDE BANCSHARES COM 84470P10 3,164 141,734 SH DEFINED 1 141,734
SOUTHWEST AIRLS CO COM 84474110 288,174 17,603,766 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,603,766
SOUTHWEST BANCORP IN COM 84476710 6,167 241,857 SH DEFINED 1,2 241,857
SOUTHWEST GAS CORP COM 84489510 19,559 624,098 SH DEFINED 1,2,5 624,098
SOUTHWEST WTR CO COM 84533110 3,541 295,810 SH DEFINED 1 295,810
SOUTHWESTERN ENERGY COM 84546710 90,708 2,911,030 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,911,030
SOVEREIGN BANCORP IN COM 84590510 196,575 9,678,753 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,678,753
SOVRAN SELF STORAGE COM 84610H10 21,683 426,924 SH DEFINED 1,2,3,5 426,924
SPANISH BROADCASTING CL A 84642588 2,573 503,494 SH DEFINED 1,2 503,494
SPANSION INC COM CL A 84649R10 10,139 636,058 SH DEFINED 1,2 636,058
SPARTAN MTRS INC COM 84681910 190 12,350 SH DEFINED 1,2 12,350
SPARTAN STORES INC COM 84682210 5,184 354,344 SH DEFINED 1,2 354,344
SPARTECH CORP COM NEW 84722020 12,617 558,276 SH DEFINED 1,2 558,276
SPATIALIGHT INC COM 84724810 546 237,566 SH DEFINED 1,5 237,566
SPDR TR UNIT SER 1 78462F10 51,376 403,803 SH DEFINED 1,5,6,13 403,803
SPECTRALINK CORP COM 84758010 1,693 191,984 SH DEFINED 1 191,984
SPECTRANETICS CORP COM 84760C10 1,309 122,087 SH DEFINED 1 122,087
SPECTRUM BRANDS INC COM 84762L10 8,496 657,597 SH DEFINED 1,2,6 657,597
SPECTRUM CTL INC COM 84761510 159 17,200 SH DEFINED 1 17,200
SPEEDWAY MOTORSPORTS COM 84778810 7,786 206,301 SH DEFINED 1,2 206,301
SPHERION CORP COM 84842010 14,875 1,631,058 SH DEFINED 1,2,5,6 1,631,058
SPHERIX INC COM 84842R10 29 18,099 SH DEFINED 1 18,099
SPIRENT COMMUNICATIO SPONS ADR 84856M20 59 22,103 SH DEFINED 1 22,103
SPIRIT FIN CORP COM 84856830 11,596 1,029,834 SH DEFINED 1,2,3 1,029,834
SPORT CHALET INC CL A 84916320 112 13,713 SH DEFINED 1 13,713
SPORTSMANS GUIDE INC COM NEW 84890720 1,272 41,718 SH DEFINED 1,2 41,718
SPRINT NEXTEL CORP COM FON 85206110 1,661,458 83,114,451 SH DEFINED 1,2,5,6,7,8,10,12,13,14 83,114,451
SPSS INC COM 78462K10 10,294 320,295 SH DEFINED 1,2,5,6 320,295
SPX CORP COM 78463510 77,427 1,383,860 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,383,860
SRA INTL INC CL A 78464R10 14,478 543,670 SH DEFINED 1,2,13 543,670
SRS LABS INC COM 78464M10 84 16,900 SH DEFINED 1 16,900
SSA GLOBAL TECHNOLOG COM 78465P10 1,454 75,006 SH DEFINED 1,2 75,006
ST JOE CO COM 79014810 40,864 878,051 SH DEFINED 1,2,5,6,7,8,10,12,13,14 878,051
ST JUDE MED INC COM 79084910 319,787 9,863,895 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,863,895
ST MARY LD & EXPL CO COM 79222810 41,354 1,027,434 SH DEFINED 1,2,5,12 1,027,434
ST PAUL TRAVELERS IN COM 79286010 906,318 20,330,157 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,330,157
STAAR SURGICAL CO COM PAR $0 85231230 207 26,689 SH DEFINED 1 26,689
STAGE STORES INC COM NEW 85254C30 17,136 519,264 SH DEFINED 1,2,5,6 519,264
STAKTEK HLDGS INC COM 85256P10 675 138,830 SH DEFINED 1,2 138,830
STAMPS COM INC COM NEW 85285720 8,997 323,398 SH DEFINED 1,2,6 323,398
STANCORP FINL GROUP COM 85289110 56,923 1,118,119 SH DEFINED 1,2,5,13 1,118,119
STANDARD MICROSYSTEM COM 85362610 9,165 419,838 SH DEFINED 1,2,6 419,838
STANDARD MTR PRODS I COM 85366610 1,231 147,591 SH DEFINED 1,6 147,591
STANDARD PAC CORP NE COM 85375C10 31,254 1,216,107 SH DEFINED 1,2,5,6 1,216,107
STANDARD PARKING COR COM 85379010 1,867 68,943 SH DEFINED 1,2 68,943
STANDARD REGISTER CO COM 85388710 3,453 291,379 SH DEFINED 1,2,6 291,379
STANDEX INTL CORP COM 85423110 5,958 196,304 SH DEFINED 1,2,5,6 196,304
STANLEY FURNITURE IN COM NEW 85430520 5,310 221,536 SH DEFINED 1,2,5 221,536
STANLEY WKS COM 85461610 111,271 2,356,440 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,356,440
STAPLES INC COM 85503010 516,416 21,208,031 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,208,031
STAR GAS PARTNERS L UNIT LTD P 85512C10 127 47,400 SH DEFINED 1,5 47,400
STAR MARITIME ACQUIS COM 85516E10 1,406 138,380 SH DEFINED 1 138,380
STAR SCIENTIFIC INC COM 85517P10 678 262,925 SH DEFINED 1,5 262,925
STARBUCKS CORP COM 85524410 740,710 19,616,255 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,616,255
STARTEK INC COM 85569C10 2,707 181,041 SH DEFINED 1,6 181,041
STARWOOD HOTELS&RESO COM 85590A40 436,175 7,228,622 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 7,228,622
STATE AUTO FINL CORP COM 85570710 11,316 347,745 SH DEFINED 1,2 347,745
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
STATE BANCORP INC N. COM 85571610 1,662 96,270 SH DEFINED 1 96,270
STATE NATIONAL BANCS COM 85712410 3,004 78,824 SH DEFINED 1 78,824
STATE STR CORP COM 85747710 831,740 14,318,123 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,318,123
STATION CASINOS INC COM 85768910 41,947 616,140 SH DEFINED 1,2,5,6,7,8,10,12,13,14 616,140
STATOIL ASA SPONSORED 85771P10 12,167 426,615 SH DEFINED 1 426,615
STEAK N SHAKE CO COM 85787310 7,371 486,877 SH DEFINED 1,2,6 486,877
STEEL DYNAMICS INC COM 85811910 105,727 1,608,255 SH DEFINED 1,2,5,12,13 1,608,255
STEEL TECHNOLOGIES I COM 85814710 4,371 224,842 SH DEFINED 1 224,842
STEELCASE INC CL A 85815520 11,315 687,841 SH DEFINED 1,2,5 687,841
STEIN MART INC COM 85837510 8,896 601,098 SH DEFINED 1,2,5,6 601,098
STEINER LEISURE LTD ORD P8744Y10 927 23,460 SH DEFINED 1,2,5 23,460
STEINWAY MUSICAL INS COM 85849510 3,826 156,033 SH DEFINED 1,2 156,033
STELLENT INC COM 85856W10 3,247 339,951 SH DEFINED 1,2,5 339,951
STEMCELLS INC COM 85857R10 1,483 723,210 SH DEFINED 1,5 723,210
STEPAN CO COM 85858610 2,171 68,736 SH DEFINED 1,5 68,736
STEPHAN CO COM 85860310 32 10,099 SH DEFINED 1 10,099
STEREOTAXIS INC COM 85916J10 1,973 182,809 SH DEFINED 1 182,809
STERICYCLE INC COM 85891210 50,404 774,257 SH DEFINED 1,2,5,12,13 774,257
STERIS CORP COM 85915210 33,189 1,451,830 SH DEFINED 1,2,5,13 1,451,830
STERLING BANCORP COM 85915810 4,812 246,768 SH DEFINED 1,2 246,768
STERLING BANCSHARES COM 85890710 11,862 632,615 SH DEFINED 1,2 632,615
STERLING CONSTRUCTIO COM 85924110 2,058 74,562 SH DEFINED 1,2 74,562
STERLING FINL CORP COM 85931710 9,928 453,335 SH DEFINED 1,2 453,335
STERLING FINL CORP W COM 85931910 17,537 574,804 SH DEFINED 1,2 574,804
STEWART ENTERPRISES CL A 86037010 12,494 2,172,800 SH DEFINED 1,2,5 2,172,800
STEWART INFORMATION COM 86037210 8,716 240,046 SH DEFINED 1,2 240,046
STEWART W P & CO LTD COM G8492210 449 29,489 SH DEFINED 1,2,5 29,489
STIFEL FINL CORP COM 86063010 4,146 117,406 SH DEFINED 1,2 117,406
STILLWATER MNG CO COM 86074Q10 11,408 899,699 SH DEFINED 1,2,5 899,699
STONE ENERGY CORP COM 86164210 22,252 478,033 SH DEFINED 1,2,5 478,033
STONERIDGE INC COM 86183P10 149 17,979 SH DEFINED 1 17,979
STORA ENSO CORP SPON ADR R 86210M10 598 42,788 SH DEFINED 1 42,788
STRATAGENE CORP COM 86269H10 308 49,999 SH DEFINED 1 49,999
STRATASYS INC COM 86268510 3,908 132,643 SH DEFINED 1,2,5 132,643
STRATEGIC HOTELS & R COM 86272T10 34,225 1,650,190 SH DEFINED 1,2,3 1,650,190
STRATEX NETWORKS INC COM 86279T10 1,027 303,068 SH DEFINED 1,2,5 303,068
STRATTEC SEC CORP COM 86311110 2,047 41,103 SH DEFINED 1,2,5 41,103
STRAYER ED INC COM 86323610 18,894 194,547 SH DEFINED 1,2 194,547
STREETTRACKS SER TR DJ WL LG C 86330E20 1,691 23,096 SH DEFINED 1 23,096
STREETTRACKS SER TR DJ WLSH RE 86330E60 4,590 60,406 SH DEFINED 8 60,406
STRIDE RITE CORP COM 86331410 8,428 638,935 SH DEFINED 1,2,5,6 638,935
STRYKER CORP COM 86366710 315,644 7,495,693 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,495,693
STUDENT LN CORP COM 86390210 8,175 40,472 SH DEFINED 1,2,5,12 40,472
STURM RUGER & CO INC COM 86415910 1,786 285,749 SH DEFINED 1,6 285,749
SUBURBAN PROPANE PAR UNIT LTD P 86448210 1,284 40,744 SH DEFINED 1,2,5 40,744
SUEZ SPONSORED 86468610 627 15,018 SH DEFINED 1,2 15,018
SUFFOLK BANCORP COM 86473910 6,035 184,277 SH DEFINED 1,2 184,277
SULPHCO INC COM 86537810 890 124,239 SH DEFINED 1 124,239
SUMMIT BANCSHARES IN COM 86601110 2,567 121,045 SH DEFINED 1 121,045
SUMMIT FINANCIAL GRO COM 86606G10 724 30,230 SH DEFINED 1 30,230
SUMTOTAL SYS INC COM 86661510 97 15,391 SH DEFINED 1 15,391
SUN BANCORP INC COM 86663B10 2,780 171,201 SH DEFINED 1,2 171,201
SUN COMMUNITIES INC COM 86667410 13,687 420,755 SH DEFINED 1,2,3,5 420,755
SUN HEALTHCARE GROUP COM NEW 86693340 924 106,338 SH DEFINED 1 106,338
SUN HYDRAULICS CORP COM 86694210 721 34,706 SH DEFINED 1 34,706
SUN LIFE FINL INC COM 86679610 7,098 177,767 SH DEFINED 1,5 177,767
SUN MICROSYSTEMS INC COM 86681010 358,248 86,324,938 SH DEFINED 1,2,5,6,7,8,10,12,13,14 86,324,938
SUNAIR SERVICES CORP COM 86701710 47 11,100 SH DEFINED 1 11,100
SUNCOM WIRELESS HLDG CL A 86722Q10 78 52,211 SH DEFINED 1,5 52,211
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
SUNCOR ENERGY INC COM 86722910 907 11,192 SH DEFINED 1,2,7 11,192
SUNLINK HEALTH SYSTE COM 86737U10 133 13,400 SH DEFINED 1 13,400
SUNOCO INC COM 86764P10 644,377 9,299,718 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,299,718
SUNOCO LOGISTICS PRT COM UNITS 86764L10 569 13,921 SH DEFINED 1,2 13,921
SUNPOWER CORP COM CL A 86765210 3,118 111,294 SH DEFINED 1,2 111,294
SUNRISE SENIOR LIVIN COM 86768K10 22,021 796,412 SH DEFINED 1,2,6 796,412
SUNSTONE HOTEL INVS COM 86789210 32,354 1,113,345 SH DEFINED 1,2,3 1,113,345
SUNTECH PWR HLDGS CO ADR 86800C10 1,502 53,155 SH DEFINED 1,2,7 53,155
SUNTERRA CORP COM NEW 86787D20 2,013 196,557 SH DEFINED 1,2,5 196,557
SUNTRON CORP COM 86789P10 26 18,215 SH DEFINED 1 18,215
SUNTRUST BKS INC COM 86791410 798,443 10,470,005 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,470,005
SUPERGEN INC COM 86805910 2,232 614,844 SH DEFINED 1,2,5 614,844
SUPERIOR BANCORP COM 86806M10 1,709 155,320 SH DEFINED 1,5 155,320
SUPERIOR ENERGY SVCS COM 86815710 35,793 1,055,849 SH DEFINED 1,2,5 1,055,849
SUPERIOR ESSEX INC COM 86815V10 8,411 281,035 SH DEFINED 1,2 281,035
SUPERIOR INDS INTL I COM 86816810 7,656 418,589 SH DEFINED 1,2,5,6 418,589
SUPERIOR UNIFORM GP COM 86835810 144 11,004 SH DEFINED 1 11,004
SUPERIOR WELL SVCS I COM 86837X10 2,276 91,419 SH DEFINED 1,2 91,419
SUPERTEX INC COM 86853210 4,829 120,901 SH DEFINED 1,6 120,901
SUPERVALU INC COM 86853610 214,207 6,977,412 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,977,412
SUPPORTSOFT INC COM 86858710 1,545 392,103 SH DEFINED 1,5 392,103
SUPREME INDS INC CL A 86860710 141 19,692 SH DEFINED 1 19,692
SUREWEST COMMUNICATI COM 86873310 4,312 223,191 SH DEFINED 1,2,5 223,191
SURMODICS INC COM 86887310 11,894 329,383 SH DEFINED 1,2,6 329,383
SUSQUEHANNA BANCSHAR COM 86909910 18,826 787,685 SH DEFINED 1,2,5 787,685
SVB FINL GROUP COM 78486Q10 33,774 742,932 SH DEFINED 1,2,5,8,13 742,932
SWIFT ENERGY CO COM 87073810 22,599 526,422 SH DEFINED 1,2,5 526,422
SWIFT TRANSN CO COM 87075610 24,666 776,645 SH DEFINED 1,2,5,13 776,645
SWISSCOM AG SPONSORED 87101310 615 18,663 SH DEFINED 1 18,663
SWS GROUP INC COM 78503N10 11,009 456,424 SH DEFINED 1,2 456,424
SYBASE INC COM 87113010 53,878 2,777,192 SH DEFINED 1,2,5,7,10,13,14 2,777,192
SYCAMORE NETWORKS IN COM 87120610 17,251 4,249,108 SH DEFINED 1,2,5,8 4,249,108
SYKES ENTERPRISES IN COM 87123710 9,229 571,114 SH DEFINED 1,2 571,114
SYMANTEC CORP COM 87150310 371,911 23,932,507 SH DEFINED 1,2,5,6,7,10,12,13 23,932,507
SYMBION INC DEL COM 87150710 5,684 273,819 SH DEFINED 1,2 273,819
SYMBOL TECHNOLOGIES COM 87150810 68,661 6,363,373 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,363,373
SYMMETRICOM INC COM 87154310 5,128 725,275 SH DEFINED 1,2,5,6 725,275
SYMMETRY MED INC COM 87154620 2,694 174,954 SH DEFINED 1,2 174,954
SYMS CORP COM 87155110 2,896 157,386 SH DEFINED 1 157,386
SYMYX TECHNOLOGIES COM 87155S10 9,812 406,304 SH DEFINED 1,2,5 406,304
SYNAGRO TECHNOLOGIES COM NEW 87156220 1,049 266,896 SH DEFINED 1 266,896
SYNAPTICS INC COM 87157D10 12,540 585,994 SH DEFINED 1,2,5,6 585,994
SYNGENTA AG SPONSORED 87160A10 1,134 42,681 SH DEFINED 1 42,681
SYNIVERSE HLDGS INC COM 87163F10 12,666 861,651 SH DEFINED 1,2 861,651
SYNNEX CORP COM 87162W10 2,392 126,136 SH DEFINED 1 126,136
SYNOPSYS INC COM 87160710 79,910 4,257,304 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,257,304
SYNOVUS FINL CORP COM 87161C10 214,506 8,009,944 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,009,944
SYNPLICITY INC COM 87160Y10 139 23,699 SH DEFINED 1 23,699
SYNTEL INC COM 87162H10 1,794 87,671 SH DEFINED 1,2 87,671
SYNTROLEUM CORP COM 87163010 3,041 501,040 SH DEFINED 1,2,5 501,040
SYPRIS SOLUTIONS INC COM 87165510 523 55,316 SH DEFINED 1 55,316
SYSCO CORP COM 87182910 493,572 16,150,900 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,150,900
SYSTEMAX INC COM 87185110 1,010 129,539 SH DEFINED 1,2 129,539
T-3 ENERGY SRVCS INC COM 87306E10 1,042 53,501 SH DEFINED 1,2 53,501
TAIWAN GREATER CHINA SH BEN INT 87403710 167 30,000 SH DEFINED 7 30,000
TAIWAN SEMICONDUCTOR SPONSORED 87403910 88,913 9,685,512 SH DEFINED 1,4,5,7,8 9,685,512
TAKE-TWO INTERACTIVE COM 87405410 9,164 846,912 SH DEFINED 1,2,5,6 846,912
TAL INTL GROUP INC COM 87408310 3,585 148,738 SH DEFINED 1,2 148,738
TALBOTS INC COM 87416110 7,128 386,316 SH DEFINED 1,2,5 386,316
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
TALEO CORP CL A 87424N10 684 58,016 SH DEFINED 1 58,016
TALISMAN ENERGY INC COM 87425E10 207 11,815 SH DEFINED 1,7 11,815
TALK AMERICA HLDGS I COM NEW 87426R20 3,303 533,564 SH DEFINED 1,2 533,564
TALX CORP COM 87491810 14,223 650,335 SH DEFINED 1,2,5,6 650,335
TAM SA SP ADR REP 87484D10 12,119 445,540 SH DEFINED 1,2,7 445,540
TANGER FACTORY OUTLE COM 87546510 25,207 778,729 SH DEFINED 1,2,3,5 778,729
TANOX INC COM 87588Q10 6,212 449,178 SH DEFINED 1,2 449,178
TARGET CORP COM 87612E10 3,704,409 75,801,295 SH DEFINED 1,2,5,6,7,8,10,12,13,14 75,801,295
TARO PHARMACEUTICAL ORD M8737E10 121 11,398 SH DEFINED 1,2 11,398
TARRAGON CORP COM 87628710 2,369 171,055 SH DEFINED 1,5 171,055
TASER INTL INC COM 87651B10 6,627 837,853 SH DEFINED 1,2,5 837,853
TATA MTRS LTD SPONSORED 87656850 501 29,030 SH DEFINED 2,5 29,030
TAUBMAN CTRS INC COM 87666410 51,653 1,262,914 SH DEFINED 1,2,3,5 1,262,914
TAYLOR CAP GROUP INC COM 87685110 5,532 135,558 SH DEFINED 1 135,558
TC PIPELINES LP UT COM LTD 87233Q10 770 23,342 SH DEFINED 1,2,5 23,342
TCF FINL CORP COM 87227510 72,084 2,725,291 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,725,291
TD AMERITRADE HLDG C COM 87236Y10 49,629 3,351,063 SH DEFINED 1,2,5,12 3,351,063
TD BANKNORTH INC COM 87235A10 50,607 1,718,408 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,718,408
TDK CORP AMERN DEP 87235140 809 10,681 SH DEFINED 1,2 10,681
TEAM INC COM 87815510 1,119 44,682 SH DEFINED 1 44,682
TECH DATA CORP COM 87823710 37,237 971,997 SH DEFINED 1,2,5,13 971,997
TECH OPS SEVCON INC COM 87829310 79 12,400 SH DEFINED 1 12,400
TECHNE CORP COM 87837710 43,705 858,313 SH DEFINED 1,2,5,12,13 858,313
TECHNICAL OLYMPIC US COM 87848310 3,002 209,031 SH DEFINED 1,2 209,031
TECHNITROL INC COM 87855510 16,269 702,780 SH DEFINED 1,2,5,6 702,780
TECHNOLOGY INVT CAP COM 87871730 2,383 162,650 SH DEFINED 1 162,650
TECHNOLOGY RESH CORP COM NEW 87872730 66 12,900 SH DEFINED 1 12,900
TECO ENERGY INC COM 87237510 87,696 5,869,903 SH DEFINED 1,2,5,6,10,12,13 5,869,903
TECUMSEH PRODS CO CL A 87889520 6,680 347,931 SH DEFINED 1,2,5,13 347,931
TEEKAY SHIPPING MARS COM Y8564W10 4,423 105,702 SH DEFINED 1,2,5,12 105,702
TEGAL CORP COM 87900810 4 11,400 SH DEFINED 1 11,400
TEJON RANCH CO DEL COM 87908010 5,124 124,491 SH DEFINED 1,2 124,491
TEKELEC COM 87910110 10,317 835,366 SH DEFINED 1,2,5,8 835,366
TEKTRONIX INC COM 87913110 58,843 2,000,088 SH DEFINED 1,2,5,6,10,12,13 2,000,088
TELE NORTE LESTE PAR SPON ADR P 87924610 223 17,529 SH DEFINED 1,2 17,529
TELECOM ARGENTINA S SPON ADR R 87927320 1,266 109,162 SH DEFINED 1,2,5,7 109,162
TELECOMMUNICATION SY CL A 87929J10 124 52,020 SH DEFINED 1,5 52,020
TELEDYNE TECHNOLOGIE COM 87936010 19,518 595,789 SH DEFINED 1,2,5,6 595,789
TELEFLEX INC COM 87936910 47,022 870,450 SH DEFINED 1,2,5,13 870,450
TELEFONICA MOVILES S SPONSORED 87938V10 226 16,176 SH DEFINED 1 16,176
TELEFONICA S A SPONSORED 87938220 15,006 301,692 SH DEFINED 1,2 301,692
TELEFONOS DE MEXICO SPON ADR O 87940378 5,017 240,834 SH DEFINED 1,2 240,834
TELEPHONE & DATA SYS COM 87943310 83,517 2,017,311 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,017,311
TELEPHONE & DATA SYS SPL COM 87943386 8,772 225,505 SH DEFINED 1,2,5,6,7,8,10,12,13,14 225,505
TELETECH HOLDINGS IN COM 87993910 12,458 984,022 SH DEFINED 1,2 984,022
TELIK INC COM 87959M10 12,098 733,206 SH DEFINED 1,2 733,206
TELKONET INC COM 87960410 903 287,671 SH DEFINED 1 287,671
TELLABS INC COM 87966410 204,148 15,337,952 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,337,952
TELSTRA CORP LTD SPON ADR F 87969N20 316 23,101 SH DEFINED 1 23,101
TELULAR CORP COM NEW 87970T20 46 23,100 SH DEFINED 1 23,100
TEMPLE INLAND INC COM 87986810 278,230 6,490,097 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,490,097
TEMPUR PEDIC INTL IN COM 88023U10 7,531 557,463 SH DEFINED 1,2 557,463
TENARIS S A SPONSORED 88031M10 52,250 1,290,445 SH DEFINED 1,2,5,7 1,290,445
TENET HEALTHCARE COR COM 88033G10 83,504 11,963,320 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,963,320
TENNANT CO COM 88034510 6,792 135,075 SH DEFINED 1,2 135,075
TENNECO INC COM 88034910 15,773 606,638 SH DEFINED 1,2,5 606,638
TEPPCO PARTNERS L P UT LTD PAR 87238410 3,365 95,452 SH DEFINED 1,2,5 95,452
TERADYNE INC COM 88077010 70,447 5,057,181 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,057,181
TERCICA INC COM 88078L10 632 119,550 SH DEFINED 1 119,550
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
TEREX CORP NEW COM 88077910 156,591 1,586,533 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,586,533
TERNIUM SA SPON ADR 88089010 12,183 504,043 SH DEFINED 1,2,7 504,043
TERRA INDS INC COM 88091510 7,995 1,255,152 SH DEFINED 1,2 1,255,152
TERREMARK WORLDWIDE COM NEW 88144820 1,374 381,589 SH DEFINED 1,5 381,589
TESORO CORP COM 88160910 142,288 1,913,498 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,913,498
TESSERA TECHNOLOGIES COM 88164L10 16,100 585,442 SH DEFINED 1,2 585,442
TETRA TECH INC NEW COM 88162G10 20,329 1,145,943 SH DEFINED 1,2,5,6 1,145,943
TETRA TECHNOLOGIES I COM 88162F10 30,216 995,928 SH DEFINED 1,2,5 995,928
TEVA PHARMACEUTICAL ADR 88162420 33,517 1,060,988 SH DEFINED 1,2,5,7 1,060,988
TEXAS CAPITAL BANCSH COM 88224Q10 6,493 278,690 SH DEFINED 1,2 278,690
TEXAS INDS INC COM 88249110 24,551 462,359 SH DEFINED 1,2,5 462,359
TEXAS INSTRS INC COM 88250810 1,454,817 48,029,612 SH DEFINED 1,2,5,6,7,8,10,12,13,14 48,029,612
TEXAS REGL BANCSHARE CL A VTG 88267310 34,868 919,503 SH DEFINED 1,2,5,13 919,503
TEXAS ROADHOUSE INC CL A 88268110 7,556 558,886 SH DEFINED 1,2 558,886
TEXAS UTD BANCSHARES COM 88283810 1,502 53,359 SH DEFINED 1 53,359
TEXTRON INC COM 88320310 367,005 3,981,392 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,981,392
THERAGENICS CORP COM 88337510 238 69,881 SH DEFINED 1,6 69,881
THERAVANCE INC COM 88338T10 2,083 91,029 SH DEFINED 1,2 91,029
THERMA-WAVE INC COM 88343A10 37 28,168 SH DEFINED 1 28,168
THERMO ELECTRON CORP COM 88355610 171,848 4,741,933 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,741,933
THERMOGENESIS CORP COM NEW 88362320 2,555 620,222 SH DEFINED 1,5 620,222
THESTREET COM COM 88368Q10 1,644 128,200 SH DEFINED 1,2 128,200
THIRD WAVE TECHNOLOG COM 88428W10 58 19,464 SH DEFINED 1 19,464
THOMAS & BETTS CORP COM 88431510 60,411 1,177,608 SH DEFINED 1,2,5,6,12,13 1,177,608
THOMAS PPTYS GROUP I COM 88445310 169 14,400 SH DEFINED 1 14,400
THOMAS WEISEL PARTNE COM 88448110 1,347 70,876 SH DEFINED 1,2 70,876
THOMSON SPONSORED 88511810 287 17,390 SH DEFINED 1 17,390
THOMSON CORP COM 88490310 1,328 34,463 SH DEFINED 7,8 34,463
THOR INDS INC COM 88516010 38,261 789,701 SH DEFINED 1,2,5,13 789,701
THORATEC CORP COM NEW 88517530 9,178 661,692 SH DEFINED 1,2,5 661,692
THORNBURG MTG INC COM 88521810 26,758 960,085 SH DEFINED 1,2,5 960,085
THQ INC COM NEW 87244340 19,251 891,263 SH DEFINED 1,2,5,6 891,263
THRESHOLD PHARMACEUT COM 88580710 182 51,900 SH DEFINED 1,2 51,900
TIBCO SOFTWARE INC COM 88632Q10 21,285 3,019,176 SH DEFINED 1,2,5 3,019,176
TIDEWATER INC COM 88642310 52,676 1,070,642 SH DEFINED 1,2,5,12,13 1,070,642
TIENS BIOTECH GROUP COM 88650T10 144 33,534 SH DEFINED 1 33,534
TIERONE CORP COM 88650R10 12,001 355,369 SH DEFINED 1,2 355,369
TIFFANY & CO NEW COM 88654710 123,299 3,734,077 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,734,077
TIM HORTONS INC COM 88706M10 546 21,200 SH DEFINED 1,2 21,200
TIM PARTICIPACOES S SPONS ADR 88706P10 60,504 2,196,153 SH DEFINED 1,4,5,7 2,196,153
TIMBERLAND CO CL A 88710010 29,035 1,112,465 SH DEFINED 1,2,5,12,13 1,112,465
TIME WARNER INC COM 88731710 2,168,208 125,329,952 SH DEFINED 1,2,5,6,7,8,10,12,13,14 125,329,952
TIME WARNER TELECOM CL A 88731910 20,766 1,398,366 SH DEFINED 1,2,5 1,398,366
TIMKEN CO COM 88738910 41,453 1,237,043 SH DEFINED 1,2,5,8,12,13 1,237,043
TITAN INTL INC ILL COM 88830M10 3,678 196,580 SH DEFINED 1 196,580
TITAN PHARMACEUTICAL COM 88831410 62 29,117 SH DEFINED 1 29,117
TITANIUM METALS CORP COM NEW 88833920 26,952 783,943 SH DEFINED 1,2,5 783,943
TIVO INC COM 88870610 4,974 695,630 SH DEFINED 1,2 695,630
TJX COS INC NEW COM 87254010 281,305 12,305,536 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,305,536
TNS INC COM 87296010 3,834 185,287 SH DEFINED 1,2 185,287
TNT N V SPONSORED 87260W10 354 9,900 SH DEFINED 1 9,900
TODCO CL A 88889T10 42,238 1,033,977 SH DEFINED 1,2,5 1,033,977
TOLL BROTHERS INC COM 88947810 59,940 2,344,137 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,344,137
TOLLGRADE COMMUNICAT COM 88954210 434 44,736 SH DEFINED 1,6 44,736
TOMPKINSTRUSTCO INC COM 89011010 5,115 118,944 SH DEFINED 1,2,5 118,944
TOO INC COM 89033310 29,231 761,428 SH DEFINED 1,2 761,428
TOOTSIE ROLL INDS IN COM 89051610 14,219 488,119 SH DEFINED 1,2,5,6,13 488,119
TOPPS INC COM 89078610 3,841 467,242 SH DEFINED 1,2 467,242
TORCHMARK CORP COM 89102710 174,225 2,869,325 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,869,325
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
TOREADOR RES CORP COM 89105010 5,240 186,274 SH DEFINED 1,2 186,274
TORO CO COM 89109210 73,762 1,579,477 SH DEFINED 1,2,5,6,10,12 1,579,477
TORONTO DOMINION BK COM NEW 89116050 2,019 39,768 SH DEFINED 1,2 39,768
TOTAL S A SPONSORED 89151E10 27,110 413,769 SH DEFINED 1,2 413,769
TOTAL SYS SVCS INC COM 89190610 13,614 707,195 SH DEFINED 1,2,5,12 707,195
TOWER GROUP INC COM 89177710 4,792 158,413 SH DEFINED 1,2 158,413
TOYOTA MOTOR CORP SP ADR REP 89233130 6,556 62,679 SH DEFINED 1,2 62,679
TRACTOR SUPPLY CO COM 89235610 36,994 669,331 SH DEFINED 1,2,5,6 669,331
TRADESTATION GROUP I COM 89267P10 4,451 351,325 SH DEFINED 1,2,5 351,325
TRAFFIC COM INC COM 89271710 59 10,600 SH DEFINED 1 10,600
TRAFFIX INC COM 89272110 99 18,400 SH DEFINED 1 18,400
TRAMMELL CROW CO COM 89288R10 16,962 482,274 SH DEFINED 1,2 482,274
TRANS WORLD ENTMT CO COM 89336Q10 1,414 195,839 SH DEFINED 1 195,839
TRANSACT TECHNOLOGIE COM 89291810 126 12,261 SH DEFINED 1 12,261
TRANSACTION SYS ARCH COM 89341610 41,548 996,589 SH DEFINED 1,2,13 996,589
TRANSALTA CORP COM 89346D10 369 17,806 SH DEFINED 1,7 17,806
TRANSATLANTIC HLDGS COM 89352110 14,966 267,729 SH DEFINED 1,2,5,12 267,729
TRANSCAT INC COM 89352910 106 19,200 SH DEFINED 1 19,200
TRANSDIGM GROUP INC COM 89364110 1,014 42,359 SH DEFINED 1,2 42,359
TRANSMERIDIAN EXPL I COM 89376N10 1,151 201,964 SH DEFINED 1,2,5 201,964
TRANSMETA CORP DEL COM 89376R10 1,191 726,411 SH DEFINED 1,2,5 726,411
TRANSMONTAIGNE INC COM 89393410 8,446 753,413 SH DEFINED 1,2,5 753,413
TRANSOCEAN INC ORD G9007810 788,239 9,813,736 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,813,736
TRANSPORTADORA DE GA SPON ADR B 89387020 163 31,980 SH DEFINED 1,5 31,980
TRANSWITCH CORP COM 89406510 2,981 1,412,593 SH DEFINED 1,5 1,412,593
TRAVELZOO INC COM 89421Q10 5,520 181,949 SH DEFINED 1,2 181,949
TRC COS INC COM 87262510 2,275 216,085 SH DEFINED 1 216,085
TREDEGAR CORP COM 89465010 7,006 442,865 SH DEFINED 1,2,6 442,865
TREEHOUSE FOODS INC COM 89469A10 11,004 460,611 SH DEFINED 1,2,5,6 460,611
TREND MICRO INC SPONS ADR 89486M20 634 18,697 SH DEFINED 1 18,697
TREX INC COM 89531P10 4,093 158,100 SH DEFINED 1,2 158,100
TRI CONTL CORP COM 89543610 2,094 107,618 SH DEFINED 5,12 107,618
TRI VY CORP COM 89573510 1,823 220,979 SH DEFINED 1,5 220,979
TRIAD GTY INC COM 89592510 7,750 158,554 SH DEFINED 1,2 158,554
TRIAD HOSPITALS INC COM 89579K10 63,297 1,599,228 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,599,228
TRIARC COS INC CL B SER 1 89592730 13,032 833,768 SH DEFINED 1,2,6 833,768
TRIBUNE CO NEW COM 89604710 208,029 6,414,719 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,414,719
TRICO BANCSHARES COM 89609510 4,339 158,468 SH DEFINED 1,2 158,468
TRICO MARINE SERVICE COM NEW 89610620 4,808 141,415 SH DEFINED 1,2 141,415
TRIDENT MICROSYSTEMS COM 89591910 12,826 675,742 SH DEFINED 1,2,5 675,742
TRIMBLE NAVIGATION L COM 89623910 23,577 528,161 SH DEFINED 1,2,5,6,12 528,161
TRIMERIS INC COM 89626310 3,307 287,843 SH DEFINED 1,2,5 287,843
TRINITY INDS INC COM 89652210 55,034 1,362,227 SH DEFINED 1,2,5,12,13 1,362,227
TRIPATH IMAGING INC COM 89694210 4,164 629,003 SH DEFINED 1,2,5 629,003
TRIPLE CROWN MEDIA I COM 89675K10 270 31,177 SH DEFINED 1,2 31,177
TRIQUINT SEMICONDUCT COM 89674K10 12,457 2,793,091 SH DEFINED 1,2,5,13 2,793,091
TRIUMPH GROUP INC NE COM 89681810 13,301 277,098 SH DEFINED 1,2,6 277,098
TRIZEC PROPERTIES IN COM 89687P10 50,568 1,765,643 SH DEFINED 1,2,3,5 1,765,643
TRIZETTO GROUP INC COM 89688210 15,958 1,078,977 SH DEFINED 1,2 1,078,977
TRM CORP COM 87263610 369 53,215 SH DEFINED 1 53,215
TRONOX INC CL A 89705110 694 53,466 SH DEFINED 1,2 53,466
TRONOX INC COM CL B 89705120 7,548 573,145 SH DEFINED 1,2,5,12,13,14 573,145
TRUE RELIGION APPARE COM 89784N10 1,376 77,730 SH DEFINED 1 77,730
TRUMP ENTMT RESORTS COM 89816T10 4,033 200,164 SH DEFINED 1,2 200,164
TRUSTCO BK CORP N Y COM 89834910 11,068 1,004,391 SH DEFINED 1,2,5 1,004,391
TRUSTMARK CORP COM 89840210 23,611 762,395 SH DEFINED 1,2,5 762,395
TRUSTREET PPTYS INC COM 89840410 13,049 989,325 SH DEFINED 1,2,3,5 989,325
TRW AUTOMOTIVE HLDGS COM 87264S10 11,785 431,993 SH DEFINED 1,2,5 431,993
TTM TECHNOLOGIES IN COM 87305R10 13,837 956,220 SH DEFINED 1,2 956,220
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
TUESDAY MORNING CORP COM NEW 89903550 5,843 444,366 SH DEFINED 1,2,5,6 444,366
TUMBLEWEED COMMUNICA COM 89969010 136 47,619 SH DEFINED 1,5 47,619
TUPPERWARE BRANDS CO COM 89989610 21,008 1,066,920 SH DEFINED 1,2,5,13 1,066,920
TURBOCHEF TECHNOLOGI COM NEW 90000620 1,880 169,093 SH DEFINED 1,5 169,093
TURKCELL ILETISIM HI SPON ADR N 90011120 1,720 145,037 SH DEFINED 1,2,4 145,037
TUT SYSTEMS COM 90110310 45 18,418 SH DEFINED 1 18,418
TWEETER HOME ENTMT G COM 90116710 195 27,419 SH DEFINED 1 27,419
TWIN DISC INC COM 90147610 355 11,600 SH DEFINED 1 11,600
TXU CORP COM 87316810 1,071,530 17,921,551 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,921,551
TYCO INTL LTD NEW COM 90212410 1,348,840 49,048,742 SH DEFINED 1,2,5,6,7,8,10,12,13,14 49,048,742
TYLER TECHNOLOGIES I COM 90225210 7,284 650,364 SH DEFINED 1,2,5 650,364
TYSON FOODS INC CL A 90249410 97,248 6,544,261 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,544,261
U S AIRWAYS GROUP IN COM 90341W10 7,217 142,793 SH DEFINED 1,2 142,793
U S B HLDG INC COM 90291010 3,479 154,628 SH DEFINED 1,2 154,628
U S CONCRETE INC COM 90333L10 2,244 203,088 SH DEFINED 1,2,5 203,088
U S G CORP COM NEW 90329340 36,495 500,418 SH DEFINED 1,2,5,7,10,14 500,418
U S PHYSICAL THERAPY COM 90337L10 1,858 126,885 SH DEFINED 1,5 126,885
U S SHIPPING PARTNER COM UNIT 90341710 247 11,678 SH DEFINED 1,2 11,678
U S XPRESS ENTERPRIS CL A 90338N10 3,374 124,880 SH DEFINED 1 124,880
U STORE IT TR COM 91274F10 19,448 1,031,173 SH DEFINED 1,2,3 1,031,173
UAL CORP COM NEW 90254980 4,752 153,197 SH DEFINED 1,2,5 153,197
UAP HLDG CORP COM 90344110 15,447 708,254 SH DEFINED 1,2 708,254
UBIQUITEL INC COM 90347430 10,730 1,037,708 SH DEFINED 1,2,5 1,037,708
UBS AG NAMEN AKT H8920M85 96,169 876,653 SH DEFINED 1,2 876,653
UCBH HOLDINGS INC COM 90262T30 26,791 1,619,744 SH DEFINED 1,2,5 1,619,744
UGI CORP NEW COM 90268110 39,114 1,588,701 SH DEFINED 1,2,5 1,588,701
UIL HLDG CORP COM 90274810 13,550 240,714 SH DEFINED 1,2,5 240,714
ULTICOM INC COM 90384410 2,325 222,104 SH DEFINED 1,2,5 222,104
ULTIMATE SOFTWARE GR COM 90385D10 5,389 281,252 SH DEFINED 1,2 281,252
ULTRA PETROLEUM CORP COM 90391410 49,986 843,369 SH DEFINED 1,2,5,6,7,8,10,12,13,14 843,369
ULTRALIFE BATTERIES COM 90389910 989 97,600 SH DEFINED 1 97,600
ULTRATECH INC COM 90403410 5,593 355,345 SH DEFINED 1,2,6 355,345
UMB FINL CORP COM 90278810 22,401 671,882 SH DEFINED 1,2,5 671,882
UMPQUA HLDGS CORP COM 90421410 22,067 860,307 SH DEFINED 1,2,5 860,307
UNDER ARMOUR INC CL A 90431110 7,664 179,833 SH DEFINED 1,2 179,833
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 56,188 846,335 SH DEFINED 1,2,4,5,7 846,335
UNICA CORP COM 90458310 207 20,900 SH DEFINED 1 20,900
UNIFI INC COM 90467710 236 81,408 SH DEFINED 1 81,408
UNIFIRST CORP MASS COM 90470810 6,049 175,339 SH DEFINED 1,2,5 175,339
UNILEVER N V N Y SHS NE 90478470 1,509 66,937 SH DEFINED 1,2 66,937
UNILEVER PLC SPON ADR N 90476770 1,195 53,031 SH DEFINED 1,2 53,031
UNION BANKSHARES COR COM 90539910 5,437 126,029 SH DEFINED 1,2 126,029
UNION DRILLING INC COM 90653P10 1,304 87,724 SH DEFINED 1 87,724
UNION PAC CORP COM 90781810 625,614 6,729,926 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,729,926
UNIONBANCAL CORP COM 90890610 58,991 913,316 SH DEFINED 1,2,5,6,7,8,10,12,13,14 913,316
UNISOURCE ENERGY COR COM 90920510 15,866 509,327 SH DEFINED 1,2,5 509,327
UNISYS CORP COM 90921410 56,741 9,035,175 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,035,175
UNIT CORP COM 90921810 31,275 549,752 SH DEFINED 1,2,5,12 549,752
UNITED AUTO GROUP IN COM 90944010 14,101 660,450 SH DEFINED 1,2 660,450
UNITED BANKSHARES IN COM 90990710 24,155 659,443 SH DEFINED 1,2,5 659,443
UNITED CAPITAL CORP COM 90991210 464 17,500 SH DEFINED 1 17,500
UNITED CMNTY BKS BLA CAP STK 90984P10 12,921 424,490 SH DEFINED 1,2 424,490
UNITED CMNTY FINL CO COM 90983910 8,490 707,499 SH DEFINED 1,2,5 707,499
UNITED DOMINION REAL COM 91019710 98,745 3,525,362 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,525,362
UNITED FINANCIAL BAN COM 91030R10 361 27,160 SH DEFINED 1 27,160
UNITED FIRE & CAS CO COM 91033110 7,822 259,606 SH DEFINED 1,2 259,606
UNITED GUARDIAN INC COM 91057110 118 14,000 SH DEFINED 1 14,000
UNITED INDL CORP COM 91067110 6,877 151,983 SH DEFINED 1,2 151,983
UNITED MICROELECTRON SPONSORED 91087320 3,141 1,009,958 SH DEFINED 1 1,009,958
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
UNITED NAT FOODS INC COM 91116310 29,023 878,945 SH DEFINED 1,2,6 878,945
UNITED ONLINE INC COM 91126810 13,231 1,102,614 SH DEFINED 1,2,5,6 1,102,614
UNITED PANAM FINANCI COM 91130110 2,452 80,647 SH DEFINED 1 80,647
UNITED PARCEL SERVIC CL B 91131210 2,150,356 26,118,737 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,118,737
UNITED RENTALS INC COM 91136310 44,045 1,377,262 SH DEFINED 1,2,5,13 1,377,262
UNITED RETAIL GROUP COM 91138010 369 23,800 SH DEFINED 1,2 23,800
UNITED SEC BANCSHARE SHS 91145910 1,482 50,111 SH DEFINED 1 50,111
UNITED SECURITY BANC COM 91146010 567 26,514 SH DEFINED 1 26,514
UNITED STATES CELLUL COM 91168410 9,079 149,823 SH DEFINED 1,2,5 149,823
UNITED STATES STL CO COM 91290910 312,542 4,457,241 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,457,241
UNITED STATIONERS IN COM 91300410 40,492 820,997 SH DEFINED 1,2,5,6 820,997
UNITED SURGICAL PART COM 91301630 26,061 866,676 SH DEFINED 1,2,6 866,676
UNITED TECHNOLOGIES COM 91301710 6,790,675 107,074,661 SH DEFINED 1,2,5,6,7,8,10,12,13,14 107,074,661
UNITED THERAPEUTICS COM 91307C10 21,317 369,002 SH DEFINED 1,2 369,002
UNITED UTILS PLC SPONSORED 91311Q10 847 35,716 SH DEFINED 1 35,716
UNITEDHEALTH GROUP I COM 91324P10 1,759,979 39,302,790 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,302,790
UNITIL CORP COM 91325910 209 8,666 SH DEFINED 1,2 8,666
UNITRIN INC COM 91327510 45,199 1,036,919 SH DEFINED 1,2,5,12,13 1,036,919
UNIVERSAL AMERN FINL COM 91337710 4,761 362,083 SH DEFINED 1,2 362,083
UNIVERSAL COMPRESSIO COM 91343110 39,301 624,116 SH DEFINED 1,2 624,116
UNIVERSAL CORP VA COM 91345610 27,574 740,843 SH DEFINED 1,2,5,13 740,843
UNIVERSAL DISPLAY CO COM 91347P10 4,076 306,255 SH DEFINED 1,2 306,255
UNIVERSAL ELECTRS IN COM 91348310 3,130 176,717 SH DEFINED 1,5 176,717
UNIVERSAL FST PRODS COM 91354310 20,421 325,532 SH DEFINED 1,2,6 325,532
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 5,399 172,221 SH DEFINED 1,2,3 172,221
UNIVERSAL HLTH SVCS CL B 91390310 47,415 943,387 SH DEFINED 1,2,5,7,10,12,13,14 943,387
UNIVERSAL TECHNICAL COM 91391510 9,965 452,561 SH DEFINED 1,2,6 452,561
UNIVERSAL TRUCKLOAD COM 91388P10 2,223 65,139 SH DEFINED 1 65,139
UNIVEST CORP PA COM 91527110 3,971 143,768 SH DEFINED 1 143,768
UNIVISION COMMUNICAT CL A 91490610 206,251 6,156,735 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,156,735
UNUMPROVIDENT CORP COM 91529Y10 210,680 11,620,530 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,620,530
UPM KYMMENE CORP SPONSORED 91543610 639 29,730 SH DEFINED 1 29,730
UQM TECHNOLOGIES INC COM 90321310 57 19,576 SH DEFINED 1 19,576
URBAN OUTFITTERS INC COM 91704710 32,419 1,853,594 SH DEFINED 1,2,5,12,13 1,853,594
UROLOGIX INC COM 91727310 60 19,209 SH DEFINED 1 19,209
URS CORP NEW COM 90323610 27,155 646,543 SH DEFINED 1,2,5,6 646,543
URSTADT BIDDLE PPTYS COM 91728610 184 11,570 SH DEFINED 1 11,570
URSTADT BIDDLE PPTYS CL A 91728620 7,092 435,384 SH DEFINED 1,2,3 435,384
US BANCORP DEL COM NEW 90297330 1,663,191 53,859,819 SH DEFINED 1,2,5,6,7,8,10,12,13,14 53,859,819
US LEC CORP CL A 90331S10 44 13,600 SH DEFINED 1 13,600
USA MOBILITY INC COM 90341G10 6,408 386,022 SH DEFINED 1,2 386,022
USA TRUCK INC COM 90292510 1,366 76,651 SH DEFINED 1 76,651
USANA HEALTH SCIENCE COM 90328M10 12,593 332,275 SH DEFINED 1,2,6 332,275
USEC INC COM 90333E10 22,692 1,914,902 SH DEFINED 1,2,5 1,914,902
USI HLDGS CORP COM 90333H10 7,572 564,675 SH DEFINED 1,2 564,675
UST INC COM 90291110 187,219 4,142,937 SH DEFINED 1,2,5,6,8,10,12,13 4,142,937
UTAH MED PRODS INC COM 91748810 336 11,200 SH DEFINED 1,2 11,200
UTI WORLDWIDE INC ORD G8721010 2,451 97,163 SH DEFINED 1,2,5 97,163
UTSTARCOM INC COM 91807610 15,045 1,931,370 SH DEFINED 1,2,5,13 1,931,370
V F CORP COM 91820410 179,852 2,647,995 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,647,995
VA SOFTWARE CORP COM 91819B10 1,012 260,744 SH DEFINED 1,2,5 260,744
VAALCO ENERGY INC COM NEW 91851C20 4,863 498,294 SH DEFINED 1,2 498,294
VAIL RESORTS INC COM 91879Q10 23,695 638,692 SH DEFINED 1,2 638,692
VALASSIS COMMUNICATI COM 91886610 25,813 1,094,248 SH DEFINED 1,2,5,13 1,094,248
VALEANT PHARMACEUTIC COM 91911X10 25,426 1,502,712 SH DEFINED 1,2,5,13 1,502,712
VALENCE TECHNOLOGY I COM 91891410 791 457,472 SH DEFINED 1,5 457,472
VALERO ENERGY CORP N COM 91913Y10 1,396,679 20,996,372 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,996,372
VALERO L P COM UT LTD 91913W10 2,617 53,020 SH DEFINED 1,2,5 53,020
VALHI INC NEW COM 91890510 2,101 85,565 SH DEFINED 1,2 85,565
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
VALLEY NATIONAL GASE COM 91979210 209 8,000 SH DEFINED 1 8,000
VALLEY NATL BANCORP COM 91979410 28,239 1,098,378 SH DEFINED 1,2,5,12 1,098,378
VALMONT INDS INC COM 92025310 17,911 385,266 SH DEFINED 1,2,6 385,266
VALOR COMMUNICATIONS COM 92025510 2,767 241,682 SH DEFINED 1,2 241,682
VALSPAR CORP COM 92035510 44,914 1,700,629 SH DEFINED 1,2,5,12,13 1,700,629
VALUE LINE INC COM 92043710 930 21,783 SH DEFINED 1,2 21,783
VALUECLICK INC COM 92046N10 17,544 1,142,924 SH DEFINED 1,2,5 1,142,924
VALUEVISION MEDIA IN CL A 92047K10 4,429 401,562 SH DEFINED 1,2 401,562
VARIAN INC COM 92220610 30,119 725,586 SH DEFINED 1,2,5,13 725,586
VARIAN MED SYS INC COM 92220P10 125,284 2,645,919 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,645,919
VARIAN SEMICONDUCTOR COM 92220710 26,609 815,970 SH DEFINED 1,2,5,6 815,970
VASCO DATA SEC INTL COM 92230Y10 2,392 286,523 SH DEFINED 1 286,523
VCA ANTECH INC COM 91819410 36,933 1,156,690 SH DEFINED 1,2,5,12,13 1,156,690
VECTOR GROUP LTD COM 92240M10 8,556 526,544 SH DEFINED 1,2,5 526,544
VECTREN CORP COM 92240G10 33,170 1,217,250 SH DEFINED 1,2,5,13 1,217,250
VEECO INSTRS INC DEL COM 92241710 10,593 444,327 SH DEFINED 1,2,5,6 444,327
VENTANA MED SYS INC COM 92276H10 18,883 400,226 SH DEFINED 1,2 400,226
VENTAS INC COM 92276F10 30,681 905,568 SH DEFINED 1,2,3,5 905,568
VEOLIA ENVIRONNEMENT SPONSORED 92334N10 267 5,160 SH DEFINED 1 5,160
VERIFONE HLDGS INC COM 92342Y10 8,792 288,438 SH DEFINED 1,2 288,438
VERINT SYS INC COM 92343X10 4,902 167,920 SH DEFINED 1,2 167,920
VERISIGN INC COM 92343E10 160,230 6,915,405 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,915,405
VERITAS DGC INC COM 92343P10 43,885 850,807 SH DEFINED 1,2,5 850,807
VERIZON COMMUNICATIO COM 92343V10 2,982,318 89,051,006 SH DEFINED 1,2,5,6,7,8,10,12,13,14 89,051,006
VERSO TECHNOLOGIES I COM NEW 92531720 58 56,064 SH DEFINED 1,5 56,064
VERTEX PHARMACEUTICA COM 92532F10 89,811 2,446,510 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,446,510
VERTRUE INC COM 92534N10 19,079 443,384 SH DEFINED 1,2,6 443,384
VESTIN RLTY MTG II I COM 92549X10 112 19,408 SH DEFINED 1 19,408
VIACELL INC COM 92554J10 236 51,799 SH DEFINED 1 51,799
VIACOM INC NEW CL A 92553P10 1,557 43,307 SH DEFINED 1,2,5,13 43,307
VIACOM INC NEW CL B 92553P20 683,132 19,060,600 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,060,600
VIAD CORP COM NEW 92552R40 11,314 361,458 SH DEFINED 1,2,5,6 361,458
VIASAT INC COM 92552V10 7,776 302,815 SH DEFINED 1,2,5,6 302,815
VIASYS HEALTHCARE IN COM NEW 92553Q20 14,435 563,872 SH DEFINED 1,2,5,6 563,872
VICAL INC COM 92560210 112 20,235 SH DEFINED 1 20,235
VICON INDS INC COM 92581110 52 18,700 SH DEFINED 1 18,700
VICOR CORP COM 92581510 9,336 563,428 SH DEFINED 1,2,6 563,428
VIEWPOINT CORP COM 92672P10 38 21,847 SH DEFINED 1 21,847
VIGNETTE CORP COM NEW 92673440 5,735 393,374 SH DEFINED 1,2,5 393,374
VIISAGE TECHNOLOGY I COM NEW 92675K20 2,914 192,218 SH DEFINED 1 192,218
VILLAGE SUPER MKT IN CL A NEW 92710740 805 12,318 SH DEFINED 1 12,318
VINA CONCHA Y TORO S SPONSORED 92719110 462 16,576 SH DEFINED 1,2,5,7 16,576
VINEYARD NATL BANCOR COM 92742610 2,582 95,994 SH DEFINED 1 95,994
VION PHARMACEUTICALS COM 92762410 106 74,431 SH DEFINED 1,5 74,431
VIRAGE LOGIC CORP COM 92763R10 1,413 150,498 SH DEFINED 1 150,498
VIRCO MFG CO COM 92765110 74 14,761 SH DEFINED 1 14,761
VIRGINIA COMM BANCOR COM 92778Q10 3,759 157,295 SH DEFINED 1,2 157,295
VIRGINIA FINL GROUP COM 92781010 6,508 154,144 SH DEFINED 1,2 154,144
VIROPHARMA INC COM 92824110 3,365 390,335 SH DEFINED 1,2,5 390,335
VISHAY INTERTECHNOLO COM 92829810 40,611 2,581,774 SH DEFINED 1,2,5,10,13 2,581,774
VISICU INC COM 92831L20 586 33,183 SH DEFINED 1,2 33,183
VISTACARE INC CL A 92839Y10 1,919 158,619 SH DEFINED 1,5 158,619
VISTAPRINT LIMITED SHS G9376220 651 24,328 SH DEFINED 1,2 24,328
VISTEON CORP COM 92839U10 13,802 1,914,225 SH DEFINED 1,2,5,8 1,914,225
VITAL IMAGES INC COM 92846N10 4,236 171,481 SH DEFINED 1,5 171,481
VITAL SIGNS INC COM 92846910 12,282 247,981 SH DEFINED 1,2,6 247,981
VITESSE SEMICONDUCTO COM 92849710 2,702 1,876,561 SH DEFINED 1,2,5,8 1,876,561
VITRIA TECHNOLOGY COM NEW 92849Q40 44 15,548 SH DEFINED 1 15,548
VIVENDI SPON ADR N 92851S20 2,094 59,989 SH DEFINED 1 59,989
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
VIVO PARTICIPACOES S SPON ADR P 92855S10 34,106 13,864,384 SH DEFINED 1,2,4,5 13,864,384
VIVUS INC COM 92855110 156 40,400 SH DEFINED 1,5 40,400
VNUS MED TECHNOLOGIE COM 92856610 1,538 183,490 SH DEFINED 1 183,490
VOCUS INC COM 92858J10 147 10,320 SH DEFINED 1 10,320
VODAFONE GROUP PLC N SPONSORED 92857W10 9,401 441,360 SH DEFINED 1,2 441,360
VOLCOM INC COM 92864N10 2,933 91,691 SH DEFINED 1,2 91,691
VOLT INFORMATION SCI COM 92870310 8,906 191,107 SH DEFINED 1,2,5,6 191,107
VOLTERRA SEMICONDUCT COM 92870810 2,755 180,527 SH DEFINED 1 180,527
VOLVO AKTIEBOLAGET ADR B 92885640 935 19,083 SH DEFINED 1 19,083
VONAGE HLDGS CORP COM 92886T20 904 105,271 SH DEFINED 1,2 105,271
VORNADO RLTY TR SH BEN INT 92904210 433,439 4,443,247 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 4,443,247
VULCAN MATLS CO COM 92916010 223,052 2,859,636 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,859,636
W & T OFFSHORE INC COM 92922P10 8,611 221,410 SH DEFINED 1,2 221,410
W HLDG CO INC COM 92925110 11,159 1,678,093 SH DEFINED 1,2,5 1,678,093
W P CAREY & CO LLC COM 92930Y10 921 36,367 SH DEFINED 1,2,5 36,367
WABASH NATL CORP COM 92956610 8,760 570,323 SH DEFINED 1,2,6 570,323
WABTEC CORP COM 92974010 28,773 769,341 SH DEFINED 1,2 769,341
WACHOVIA CORP 2ND NE COM 92990310 2,518,267 46,565,586 SH DEFINED 1,2,5,6,7,8,10,12,13,14 46,565,586
WADDELL & REED FINL CL A 93005910 34,166 1,661,751 SH DEFINED 1,2,5,13 1,661,751
WAL MART STORES INC COM 93114210 3,620,058 75,151,720 SH DEFINED 1,2,5,6,7,8,10,12,13,14 75,151,720
WALGREEN CO COM 93142210 1,198,478 26,727,874 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,727,874
WALTER INDS INC COM 93317Q10 32,758 568,223 SH DEFINED 1,2 568,223
WARNACO GROUP INC COM NEW 93439040 12,879 689,466 SH DEFINED 1,2 689,466
WARNER MUSIC GROUP C COM 93455010 11,061 375,193 SH DEFINED 1,2 375,193
WARREN RES INC COM 93564A10 6,102 424,912 SH DEFINED 1,2 424,912
WARRIOR ENERGY SVC C COM 93625810 1,541 63,317 SH DEFINED 1 63,317
WASHINGTON FED INC COM 93882410 33,060 1,425,600 SH DEFINED 1,2,5,13 1,425,600
WASHINGTON GROUP INT COM NEW 93886220 21,206 397,557 SH DEFINED 1,2 397,557
WASHINGTON MUT INC COM 93932210 1,271,219 27,889,832 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,889,832
WASHINGTON POST CO CL B 93964010 88,141 113,000 SH DEFINED 1,2,5,6,7,8,10,12,13,14 113,000
WASHINGTON REAL ESTA SH BEN INT 93965310 35,972 980,167 SH DEFINED 1,2,3,5 980,167
WASHINGTON TR BANCOR COM 94061010 4,605 166,128 SH DEFINED 1,2 166,128
WASTE CONNECTIONS IN COM 94105310 33,721 926,402 SH DEFINED 1,2,5,6 926,402
WASTE INDUSTRIES USA COM 94105710 1,738 76,632 SH DEFINED 1 76,632
WASTE MGMT INC DEL COM 94106L10 712,038 19,844,977 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,844,977
WATCHGUARD TECHNOLOG COM 94110510 181 44,555 SH DEFINED 1,5 44,555
WATERS CORP COM 94184810 182,770 4,116,440 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,116,440
WATSCO INC COM 94262220 19,951 333,512 SH DEFINED 1,2,6 333,512
WATSON PHARMACEUTICA COM 94268310 86,112 3,698,959 SH DEFINED 1,2,5,6,10,12,13 3,698,959
WATSON WYATT WORLDWI CL A 94271210 22,802 648,891 SH DEFINED 1,2,5,6 648,891
WATTS WATER TECHNOLO CL A 94274910 12,534 373,605 SH DEFINED 1,2,6 373,605
WAUSAU PAPER CORP COM 94331510 7,815 627,694 SH DEFINED 1,2 627,694
WAUWATOSA HLDGS INC COM 94348P10 1,537 90,077 SH DEFINED 1,2 90,077
WAVE SYSTEMS CORP CL A 94352610 32 47,821 SH DEFINED 1 47,821
WCI CMNTYS INC COM 92923C10 18,468 916,989 SH DEFINED 1,2 916,989
WD-40 CO COM 92923610 11,872 353,646 SH DEFINED 1,2,6 353,646
WEATHERFORD INTERNAT COM G9508910 413,823 8,339,845 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,339,845
WEB COM INC COM NEW 94732Q10 103 17,172 SH DEFINED 1 17,172
WEBEX COMMUNICATIONS COM 94767L10 19,775 556,419 SH DEFINED 1,2,5,6 556,419
WEBMD HEALTH CORP CL A 94770V10 6,013 127,134 SH DEFINED 1,2 127,134
WEBMETHODS INC COM 94768C10 7,099 719,206 SH DEFINED 1,2 719,206
WEBSENSE INC COM 94768410 27,255 1,326,909 SH DEFINED 1,2,5,6 1,326,909
WEBSIDESTORY INC COM 94768510 1,905 156,108 SH DEFINED 1,2 156,108
WEBSTER FINL CORP CO COM 94789010 36,913 778,096 SH DEFINED 1,2,5,13 778,096
WEIGHT WATCHERS INTL COM 94862610 50,113 1,225,552 SH DEFINED 1,2,5,10,12 1,225,552
WEINGARTEN RLTY INVS SH BEN INT 94874110 74,977 1,958,647 SH DEFINED 1,2,3,5,13 1,958,647
WEIS MKTS INC COM 94884910 13,381 324,776 SH DEFINED 1,2,5 324,776
WELLCARE HEALTH PLAN COM 94946T10 28,136 573,628 SH DEFINED 1,2 573,628
WELLMAN INC COM 94970210 1,446 357,886 SH DEFINED 1,2 357,886
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (X1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
WELLPOINT INC COM 94973V10 1,399,390 19,230,317 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,230,317
WELLS FARGO & CO NEW COM 94974610 3,134,246 46,723,994 SH DEFINED 1,2,5,6,7,8,10,12,13,14 46,723,994
WELLSFORD REAL PPTYS COM NEW 95024020 341 48,186 SH DEFINED 1,2,5 48,186
WENDYS INTL INC COM 95059010 169,232 2,903,285 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,903,285
WERNER ENTERPRISES I COM 95075510 22,222 1,096,323 SH DEFINED 1,2,5,13 1,096,323
WESBANCO INC COM 95081010 12,627 407,440 SH DEFINED 1,2 407,440
WESCO FINL CORP COM 95081710 6,995 18,359 SH DEFINED 1,2,5,12 18,359
WESCO INTL INC COM 95082P10 42,222 611,914 SH DEFINED 1,2,5,12 611,914
WEST BANCORPORATION CAP STK 95123P10 4,067 217,838 SH DEFINED 1,2 217,838
WEST COAST BANCORP O COM 95214510 9,211 312,539 SH DEFINED 1,2 312,539
WEST CORP COM 95235510 22,927 478,552 SH DEFINED 1,2,5 478,552
WEST MARINE INC COM 95423510 2,576 191,109 SH DEFINED 1,2 191,109
WEST PHARMACEUTICAL COM 95530610 13,944 384,353 SH DEFINED 1,2 384,353
WESTAMERICA BANCORPO COM 95709010 32,314 659,865 SH DEFINED 1,2,5,13 659,865
WESTAR ENERGY INC COM 95709T10 28,808 1,368,545 SH DEFINED 1,2,5,13 1,368,545
WESTBANK CORP COM 95711610 475 26,356 SH DEFINED 1 26,356
WESTELL TECHNOLOGIES CL A 95754110 1,584 723,336 SH DEFINED 1,5 723,336
WESTERN ALLIANCE BAN COM 95763810 2,748 79,014 SH DEFINED 1,2 79,014
WESTERN DIGITAL CORP COM 95810210 91,372 4,612,421 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,612,421
WESTERN GAS RES INC COM 95825910 51,139 854,448 SH DEFINED 1,2,5,12,13 854,448
WESTERN REFNG INC COM 95931910 5,818 269,582 SH DEFINED 1,2 269,582
WESTFIELD FINANCIAL COM 96008D10 1,423 49,083 SH DEFINED 1 49,083
WESTLAKE CHEM CORP COM 96041310 8,733 293,064 SH DEFINED 1,2 293,064
WESTMORELAND COAL CO COM 96087810 1,341 56,555 SH DEFINED 1,2 56,555
WESTPAC BKG CORP SPONSORED 96121430 2,634 30,559 SH DEFINED 1,2 30,559
WESTWOOD ONE INC COM 96181510 10,334 1,377,843 SH DEFINED 1,2,5,8,13 1,377,843
WET SEAL INC CL A 96184010 3,679 753,964 SH DEFINED 1 753,964
WEYCO GROUP INC COM 96214910 1,846 79,502 SH DEFINED 1 79,502
WEYERHAEUSER CO COM 96216610 436,898 7,018,447 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,018,447
WGL HLDGS INC COM 92924F10 53,081 1,833,546 SH DEFINED 1,2,5,6,13 1,833,546
W-H ENERGY SVCS INC COM 92925E10 23,169 455,806 SH DEFINED 1,2,5 455,806
WHEELING PITTSBURGH COM NEW 96314230 2,668 134,152 SH DEFINED 1 134,152
WHIRLPOOL CORP COM 96332010 193,164 2,337,136 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,337,136
WHITE ELECTR DESIGNS COM 96380110 163 32,100 SH DEFINED 1,5 32,100
WHITE MTNS INS GROUP COM G9618E10 9,350 19,200 SH DEFINED 1,2,5,12 19,200
WHITING PETE CORP NE COM 96638710 20,587 491,697 SH DEFINED 1,2 491,697
WHITNEY HLDG CORP COM 96661210 25,443 719,344 SH DEFINED 1,2,5 719,344
WHOLE FOODS MKT INC COM 96683710 237,376 3,672,272 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,672,272
WILD OATS MARKETS IN COM 96808B10 7,378 376,444 SH DEFINED 1,2 376,444
WILEY JOHN & SONS IN CL A 96822320 37,042 1,115,716 SH DEFINED 1,2,5,10 1,115,716
WILLIAMS CLAYTON ENE COM 96949010 6,539 189,325 SH DEFINED 1,2 189,325
WILLIAMS COS INC DEL COM 96945710 389,806 16,686,910 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,686,910
WILLIAMS PARTNERS L COM UNIT L 96950F10 255 8,100 SH DEFINED 1 8,100
WILLIAMS SCOTSMAN IN COM 96950G10 5,017 229,702 SH DEFINED 1,2 229,702
WILLIAMS SONOMA INC COM 96990410 68,550 2,013,216 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,013,216
WILLIS GROUP HOLDING SHS G9665510 4,542 141,482 SH DEFINED 1,2,5,12 141,482
WILLOW GROVE BANCORP COM 97111W10 1,821 114,482 SH DEFINED 1,2 114,482
WILMINGTON TRUST COR COM 97180710 42,382 1,004,788 SH DEFINED 1,2,5,13 1,004,788
WILSHIRE BANCORP INC COM 97186T10 7,368 408,859 SH DEFINED 1 408,859
WILSHIRE ENTERPRISES COM 97188910 103 17,686 SH DEFINED 1 17,686
WILSONS THE LEATHER COM 97246310 530 128,894 SH DEFINED 1,2 128,894
WIMM BILL DANN FOODS SPONSORED 97263M10 2,835 72,419 SH DEFINED 1,2,5,7 72,419
WIND RIVER SYSTEMS I COM 97314910 12,122 1,362,060 SH DEFINED 1,2,5,13 1,362,060
WINDROSE MED PPTYS T COM 97349110 1,142 78,218 SH DEFINED 1,3 78,218
WINNEBAGO INDS INC COM 97463710 26,789 863,034 SH DEFINED 1,2,6 863,034
WINSTON HOTELS INC COM 97563A10 8,467 691,179 SH DEFINED 1,2,3,5 691,179
WINTHROP RLTY TR SH BEN INT 97639110 725 122,078 SH DEFINED 1 122,078
WINTRUST FINANCIAL C COM 97650W10 19,877 390,903 SH DEFINED 1,2 390,903
WIPRO LTD SPON ADR 1 97651M10 460 35,881 SH DEFINED 2,5 35,881
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ------------------------- ----------- ------ ----
WIRELESS FACILITIES COM 97653A10 2,090 759,991 SH DEFINED 1,2 759,991
WIRELESS TELECOM GRO COM 97652410 50 18,700 SH DEFINED 1 18,700
WISCONSIN ENERGY COR COM 97665710 82,873 2,056,399 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,056,399
WITNESS SYS INC COM 97742410 8,066 399,907 SH DEFINED 1,2 399,907
WJ COMMUNICATIONS IN COM 92928410 35 23,536 SH DEFINED 1 23,536
WMS INDS INC COM 92929710 10,559 385,517 SH DEFINED 1,2,6 385,517
WOLSELEY PLC SPONSORED 97786P10 331 7,382 SH DEFINED 1 7,382
WOLVERINE TUBE INC COM 97809310 130 35,449 SH DEFINED 1,5,6 35,449
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ------- ----------------------- ----------- ------ ----
WOLVERINE WORLD WIDE COM 97809710 27,184 1,165,205 SH DEFINED 1,2,5,6 1,165,205
WOODHEAD INDS INC COM 97943810 253 13,243 SH DEFINED 1 13,243
WOODWARD GOVERNOR CO COM 98074510 18,796 616,076 SH DEFINED 1,2,5,6 616,076
WORLD ACCEP CORP DEL COM 98141910 12,896 363,059 SH DEFINED 1,2 363,059
WORLD FUEL SVCS CORP COM 98147510 20,193 441,955 SH DEFINED 1,2 441,955
WORLD WRESTLING ENTM CL A 98156Q10 4,919 291,250 SH DEFINED 1,2 291,250
WORLDGATE COMMUNICAT COM 98156L30 37 22,500 SH DEFINED 1,5 22,500
WORLDSPACE INC CL A 98157910 167 46,751 SH DEFINED 1,2 46,751
WORTHINGTON INDS INC COM 98181110 35,204 1,680,387 SH DEFINED 1,2,5,6,13 1,680,387
WPP GROUP PLC SPON ADR 0 92930940 1,564 25,940 SH DEFINED 1,2 25,940
WPS RESOURCES CORP COM 92931B10 30,955 624,102 SH DEFINED 1,2,5,13 624,102
WPT ENTERPRISES INC COM 98211W10 131 21,700 SH DEFINED 1 21,700
WRIGHT EXPRESS CORP COM 98233Q10 25,553 889,093 SH DEFINED 1,2 889,093
WRIGHT MED GROUP INC COM 98235T10 8,226 393,029 SH DEFINED 1,2 393,029
WRIGLEY WM JR CO COM 98252610 249,978 5,510,988 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,510,988
WSFS FINL CORP COM 92932810 8,792 143,072 SH DEFINED 1,2,5 143,072
WYETH COM 98302410 1,549,250 34,885,166 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,885,166
WYNN RESORTS LTD COM 98313410 42,734 583,002 SH DEFINED 1,2,5,6,7,8,10,12,13,14 583,002
XANSER CORP COM 98389J10 141 28,000 SH DEFINED 1 28,000
XCEL ENERGY INC COM 98389B10 246,996 12,877,769 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,877,769
XENOPORT INC COM 98411C10 2,450 135,294 SH DEFINED 1,2 135,294
XERIUM TECHNOLOGIES COM 98416J10 1,114 118,284 SH DEFINED 1,2 118,284
XEROX CORP COM 98412110 911,911 65,557,920 SH DEFINED 1,2,5,6,7,8,10,12,13,14 65,557,920
XILINX INC COM 98391910 203,411 8,980,636 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,980,636
XL CAP LTD CL A G9825510 259,462 4,232,664 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,232,664
XM SATELLITE RADIO H CL A 98375910 45,795 3,125,907 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,125,907
XOMA LTD ORD G9825R10 141 83,041 SH DEFINED 1,5 83,041
X-RITE INC COM 98385710 3,528 321,023 SH DEFINED 1,6 321,023
XTO ENERGY INC COM 98385X10 465,885 10,523,722 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,523,722
YAHOO INC COM 98433210 1,031,633 31,261,621 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,261,621
YANKEE CANDLE INC COM 98475710 16,850 673,720 SH DEFINED 1,2,5 673,720
YARDVILLE NATL BANCO COM 98502110 4,120 115,296 SH DEFINED 1,2 115,296
YOUBET COM INC COM 98741310 97 20,173 SH DEFINED 1 20,173
YOUNG BROADCASTING I CL A 98743410 59 18,745 SH DEFINED 1 18,745
YOUNG INNOVATIONS IN COM 98752010 2,617 74,289 SH DEFINED 1 74,289
YRC WORLDWIDE INC COM 98424910 48,453 1,150,633 SH DEFINED 1,2,5,10,13 1,150,633
YUM BRANDS INC COM 98849810 520,493 10,353,947 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,353,947
ZALE CORP NEW COM 98885810 28,599 1,187,187 SH DEFINED 1,2,5,6 1,187,187
ZAPATA CORP COM PAR $ 98907060 137 19,760 SH DEFINED 1 19,760
ZEBRA TECHNOLOGIES C CL A 98920710 46,636 1,365,210 SH DEFINED 1,2,5,12,13 1,365,210
ZENITH NATL INS CORP COM 98939010 15,195 383,033 SH DEFINED 1,2 383,033
ZHONE TECHNOLOGIES I COM 98950P10 2,608 1,278,359 SH DEFINED 1,2 1,278,359
ZILA INC COM PAR $0 98951320 168 51,800 SH DEFINED 1,5 51,800
ZIMMER HLDGS INC COM 98956P10 363,738 6,412,878 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,412,878
ZIONS BANCORPORATION COM 98970110 216,532 2,778,185 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,778,185
ZIPREALTY INC COM 98974V10 2,059 242,798 SH DEFINED 1 242,798
ZIX CORP COM 98974P10 66 78,765 SH DEFINED 1,5 78,765
ZOLL MED CORP COM 98992210 4,218 128,742 SH DEFINED 1 128,742
ZOLTEK COS INC COM 98975W10 4,307 144,098 SH DEFINED 1 144,098
ZOMAX INC MINN COM 98992910 26 17,011 SH DEFINED 1 17,011
ZORAN CORP COM 98975F10 24,236 995,739 SH DEFINED 1,2,5 995,739
ZUMIEZ INC COM 98981710 3,061 81,483 SH DEFINED 1,2 81,483
ZYGO CORP COM 98985510 2,352 143,480 SH DEFINED 1,2 143,480
ZYMOGENETICS INC COM 98985T10 7,887 415,743 SH DEFINED 1,2 415,743
TOTAL
MARKET
VALUE 461,201,524